Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- CAP01 SUB-COHORT 89X4404 8904CAP01 03/31/2012 00013 0.018000000 10,121,000.0000 258.83 12/31/2011 89X4404 8904CAP01 03/31/2012 00014 0.017000000 5,199,364.0000 57.96 12/31/2011 ------------------------ ---------------------- 15,320,364.0000 316.79 ======================== ====================== 15,320,364.0000 316.79 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 89X4404 8904CAP01 12/31/2011 00012 12/31/2011 MATU -161,000,000.0000 8,452.50 30 ------------------------ ---------------------- -161,000,000.0000 8,452.50 ======================== ====================== -161,000,000.0000 8,452.50