Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 302 SUB-COHORT 12X4223 1223302 09/30/2030 01999 6.009998400 1,179,068.0000 47,241.31 05/31/2012 12X4223 1223302 09/30/2031 01999 6.009998400 2,000,000.0000 80,133.31 05/31/2012 12X4223 1223302 09/30/2032 02000 5.799999600 453,533.0000 17,536.61 05/31/2012 12X4223 1223302 09/30/2030 02001 4.680000000 12,030,623.0000 375,355.44 05/31/2012 12X4223 1223302 09/30/2032 02001 4.680000000 6,600,000.0000 205,920.00 05/31/2012 12X4223 1223302 09/30/2033 02001 4.680000000 11,000.0000 343.20 05/31/2012 12X4223 1223302 09/30/2034 02001 4.680000000 99,000.0000 3,088.80 05/31/2012 ------------------------ ---------------------- 22,373,224.0000 729,618.67 ======================== ====================== 22,373,224.0000 729,618.67 ============================================================================================================================ 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