Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 91X4290 9190 09/30/2048 02008 3.750001200 7,523,406.8300 258,617.19 08/31/2011 91X4290 9190 09/30/2049 02009 4.830001200 77,163,985.9900 3,416,436.33 08/31/2011 91X4290 9190 09/30/2050 02010 4.190000400 107,905,431.8000 4,144,468.19 08/31/2011 91X4290 9190 09/30/2051 02011 4.190000400 84,987,747.0000 3,264,238.03 08/31/2011 ------------------------ ---------------------- 277,580,571.6200 11,083,759.74 ======================== ====================== 277,580,571.6200 11,083,759.74 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 91X4290 9190 09/30/2048 02008 12/02/2010 INT + 0.0000 189.66 484594 9190 09/30/2048 02008 06/28/2011 INT + 0.0000 9,344.08 484605 9190 09/30/2048 02008 08/16/2011 SELL -1,000,000.0000 0.00 484607 9190 09/30/2048 02008 08/16/2011 INT + 0.0000 18,750.00 484608 9190 09/30/2049 02009 12/02/2010 INT + 0.0000 1,357.62 484596 9190 09/30/2050 02010 12/02/2010 INT + 0.0000 98.75 484598 ------------------------ ---------------------- -1,000,000.0000 29,740.11 ======================== ====================== -1,000,000.0000 29,740.11