Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- BKT2 SUB-COHORT 20X4088 2088BKT2 09/30/2012 02000 4.860000000 386,920.2400 17,237.30 08/31/2011 ------------------------ ---------------------- 386,920.2400 17,237.30 BKT3 SUB-COHORT 20X4088 2088BKT3 09/30/2019 01998 5.829998400 795,760.1800 42,526.74 08/31/2011 20X4088 2088BKT3 09/30/2019 01999 5.709999600 1,939,200.0100 101,500.95 08/31/2011 20X4088 2088BKT3 09/30/2020 02000 5.429998800 4,145,409.0100 206,337.69 08/31/2011 ------------------------ ---------------------- 6,880,369.2000 350,365.38 BKT4 SUB-COHORT 20X4088 2088BKT4 09/30/2025 01996 6.480000000 895,720.3100 53,205.79 08/31/2011 20X4088 2088BKT4 09/30/2021 01997 5.829998400 310,081.2600 16,571.25 08/31/2011 20X4088 2088BKT4 09/30/2031 01998 6.360001200 342,575.5200 19,972.16 08/31/2011 20X4088 2088BKT4 09/30/2031 01999 5.640001200 3,021,091.0100 156,190.44 08/31/2011 20X4088 2088BKT4 09/30/2033 02000 5.519998800 408,149.8900 20,652.38 08/31/2011 ------------------------ ---------------------- 4,977,617.9900 266,592.02 GRP1 SUB-COHORT 20X4088 2088GRP1 09/30/2024 02002 5.469998400 172,377.6000 8,643.30 08/31/2011 20X4088 2088GRP1 09/30/2037 02005 4.669999200 1,058,151.1100 45,297.68 08/31/2011 20X4088 2088GRP1 09/30/2021 02006 4.380001200 105,290.8300 4,227.43 08/31/2011 20X4088 2088GRP1 09/30/2021 02007 4.330000800 54,733.9400 2,172.48 08/31/2011 20X4088 2088GRP1 09/30/2013 02008 1.850000400 135,755.6800 2,302.19 08/31/2011 ------------------------ ---------------------- 1,526,309.1600 62,643.08 GRP2 SUB-COHORT 20X4088 2088GRP2 09/30/2020 02001 4.539999600 5,655,283.4000 235,354.02 08/31/2011 20X4088 2088GRP2 09/30/2024 02002 4.309999200 4,014,680.9500 158,613.32 08/31/2011 20X4088 2088GRP2 09/30/2024 02003 5.209999200 1,868,964.9500 89,258.64 08/31/2011 20X4088 2088GRP2 09/30/2022 02004 4.500000000 1,936,049.4500 79,862.04 08/31/2011 20X4088 2088GRP2 09/30/2018 02005 4.740001200 1,612,043.4600 70,043.31 08/31/2011 20X4088 2088GRP2 09/30/2017 02006 4.619998800 705,923.4700 29,895.85 08/31/2011 20X4088 2088GRP2 09/30/2019 02007 3.999999600 801,193.2600 29,377.08 08/31/2011 20X4088 2088GRP2 09/30/2023 02008 3.039998400 2,316,894.1500 64,564.08 08/31/2011 ------------------------ ---------------------- 18,911,033.0900 756,968.34 GRP3 SUB-COHORT 20X4088 2088GRP3 09/30/2023 02001 4.690000800 273,552.5500 11,760.48 08/31/2011 ------------------------ ---------------------- 273,552.5500 11,760.48 GRP4 SUB-COHORT 20X4088 2088GRP4 09/30/2014 02001 3.549999600 220,804.6000 7,185.35 08/31/2011 20X4088 2088GRP4 09/30/2013 02002 3.639999600 260,150.8200 8,680.36 08/31/2011 20X4088 2088GRP4 09/30/2017 02004 4.280000400 894,092.8700 35,078.25 08/31/2011 20X4088 2088GRP4 09/30/2037 02005 4.240000800 770,354.8600 29,941.13 08/31/2011 20X4088 2088GRP4 09/30/2019 02008 2.840000400 258,338.0300 6,725.40 08/31/2011 ------------------------ ---------------------- 2,403,741.1800 87,610.49 ======================== ====================== 35,359,543.4100 1,553,177.09 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 20X4088 2088BKT2 09/30/2012 02000 06/17/2011 INT + 0.0000 6,555.99 476140 2088BKT2 09/30/2012 02000 08/16/2011 SELL -350,000.0000 0.00 476175 2088BKT2 09/30/2012 02000 08/16/2011 INT + 0.0000 8,505.00 476176 2088BKT3 09/30/2019 01998 06/17/2011 INT + 0.0000 2,058.22 476136 2088BKT3 09/30/2020 02000 06/17/2011 INT + 0.0000 4,836.03 476142 2088BKT3 09/30/2020 02000 08/16/2011 SELL -200,000.0000 0.00 476177 2088BKT3 09/30/2020 02000 08/16/2011 INT + 0.0000 5,429.99 476178 2088BKT4 09/30/2031 01999 06/17/2011 INT + 0.0000 5,799.33 476138 2088BKT4 09/30/2031 01999 08/16/2011 SELL -115,000.0000 0.00 476173 2088BKT4 09/30/2031 01999 08/16/2011 INT + 0.0000 3,243.00 476174 2088BKT4 09/30/2033 02000 06/17/2011 INT + 0.0000 6,199.70 476144 2088GRP1 09/30/2013 02008 06/17/2011 INT + 0.0000 604.45 476168 2088GRP1 09/30/2021 02007 06/17/2011 INT + 0.0000 379.26 476164 2088GRP1 09/30/2024 02002 06/17/2011 INT + 0.0000 3,965.94 476148 2088GRP2 09/30/2017 02006 06/17/2011 INT + 0.0000 1,263.77 476162 2088GRP2 09/30/2018 02005 08/16/2011 SELL -740,000.0000 0.00 476187 2088GRP2 09/30/2018 02005 08/16/2011 INT + 0.0000 17,538.00 476188 2088GRP2 09/30/2019 02007 06/17/2011 INT + 0.0000 1,831.95 476166 2088GRP2 09/30/2020 02001 06/17/2011 INT + 0.0000 15,430.18 476146 2088GRP2 09/30/2020 02001 08/16/2011 SELL -750,000.0000 0.00 476179 2088GRP2 09/30/2020 02001 08/16/2011 INT + 0.0000 17,024.99 476180 2088GRP2 09/30/2022 02004 06/17/2011 INT + 0.0000 3,703.50 476156 2088GRP2 09/30/2023 02008 06/17/2011 INT + 0.0000 3,998.55 476170 2088GRP2 09/30/2024 02002 06/17/2011 INT + 0.0000 14,818.44 476150 2088GRP2 09/30/2024 02003 06/17/2011 INT + 0.0000 2,224.61 476154 2088GRP4 09/30/2013 02002 06/17/2011 INT + 0.0000 1,524.74 476152 2088GRP4 09/30/2013 02002 08/16/2011 SELL -200,000.0000 0.00 476183 2088GRP4 09/30/2013 02002 08/16/2011 INT + 0.0000 3,639.99 476184 2088GRP4 09/30/2014 02001 08/16/2011 SELL -200,000.0000 0.00 476181 2088GRP4 09/30/2014 02001 08/16/2011 INT + 0.0000 3,549.99 476182 2088GRP4 09/30/2017 02004 06/17/2011 INT + 0.0000 14,913.27 476158 2088GRP4 09/30/2017 02004 08/16/2011 SELL -405,000.0000 0.00 476185 2088GRP4 09/30/2017 02004 08/16/2011 INT + 0.0000 8,667.00 476186 2088GRP4 09/30/2019 02008 06/17/2011 INT + 0.0000 285.06 476172 2088GRP4 09/30/2037 02005 06/17/2011 INT + 0.0000 8,097.91 476160 2088GRP4 09/30/2037 02005 08/16/2011 SELL -165,000.0000 0.00 476189 2088GRP4 09/30/2037 02005 08/16/2011 INT + 0.0000 3,498.00 476190 ------------------------ ---------------------- -3,125,000.0000 169,586.86 ======================== ====================== -3,125,000.0000 169,586.86