Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 14X4416 1416 09/30/2025 01992 7.459999200 437,686.0000 29,930.42 08/31/2011 14X4416 1416 09/30/2022 01993 6.649999200 900,000.0000 54,862.49 08/31/2011 14X4416 1416 09/30/2023 01993 6.649999200 3,775,000.0000 230,117.68 08/31/2011 14X4416 1416 09/30/2025 01994 6.840000000 1,375,000.0000 86,212.50 08/31/2011 14X4416 1416 09/30/2026 01995 7.279999200 250,000.0000 16,683.33 08/31/2011 ------------------------ ---------------------- 6,737,686.0000 417,806.42 ======================== ====================== 6,737,686.0000 417,806.42 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00