Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 302 SUB-COHORT 12X4223 1223302 09/30/2034 01997 6.009998400 4,970,000.0000 224,852.40 06/30/2012 12X4223 1223302 09/30/2034 01998 6.009998400 3,973,000.0000 179,082.93 06/30/2012 12X4223 1223302 09/30/2030 01999 6.009998400 1,179,068.0000 53,146.48 06/30/2012 12X4223 1223302 09/30/2031 01999 6.009998400 2,000,000.0000 90,149.98 06/30/2012 12X4223 1223302 09/30/2034 01999 6.009998400 6,187,000.0000 278,878.95 06/30/2012 12X4223 1223302 09/30/2032 02000 5.799999600 453,533.0000 19,728.68 06/30/2012 12X4223 1223302 09/30/2034 02000 5.799999600 11,001,000.0000 478,543.47 06/30/2012 12X4223 1223302 09/30/2030 02001 4.680000000 12,030,623.0000 422,274.87 06/30/2012 12X4223 1223302 09/30/2032 02001 4.680000000 6,600,000.0000 231,660.00 06/30/2012 12X4223 1223302 09/30/2033 02001 4.680000000 11,000.0000 386.10 06/30/2012 12X4223 1223302 09/30/2034 02001 4.680000000 12,501,000.0000 438,785.10 06/30/2012 ------------------------ ---------------------- 60,906,224.0000 2,417,488.96 ======================== ====================== 60,906,224.0000 2,417,488.96 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4223 1223302 09/30/2030 01999 03/27/2012 INT + 0.0000 38,311.69 430984 1223302 09/30/2030 02001 03/27/2012 INT + 0.0000 10,258.02 430988 1223302 09/30/2032 02000 03/27/2012 INT + 0.0000 14,861.54 430986 ------------------------ ---------------------- 0.0000 63,431.25 ======================== ====================== 0.0000 63,431.25