Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 86X4589 8689 09/30/2030 02010 2.929798800 5,487,818.0000 147,383.52 08/31/2011 86X4589 8689 09/30/2039 02010 2.929798800 9,250,000.0000 248,422.52 08/31/2011 ------------------------ ---------------------- 14,737,818.0000 395,806.04 ======================== ====================== 14,737,818.0000 395,806.04 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 86X4589 8689 09/30/2030 02010 08/09/2011 SELL -1,293,727.0000 0.00 12 8689 09/30/2030 02010 08/09/2011 INT + 0.0000 18,951.79 13 ------------------------ ---------------------- -1,293,727.0000 18,951.79 ======================== ====================== -1,293,727.0000 18,951.79