Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 12X4158 1258 09/30/2011 02000 5.420001600 1,665,468.4200 75,223.68 07/31/2011 12X4158 1258 09/30/2011 02001 4.449999600 1,998,835.1100 74,123.46 07/31/2011 12X4158 1258 09/30/2011 02002 3.440001600 800,000.0000 22,933.34 07/31/2011 12X4158 1258 09/30/2012 02004 3.579998400 5,921,430.1200 176,655.92 07/31/2011 12X4158 1258 09/30/2013 02005 4.389998400 15,245,011.0600 557,713.12 07/31/2011 12X4158 1258 09/30/2014 02006 4.740001200 38,724,410.6000 1,529,614.61 07/31/2011 12X4158 1258 09/30/2015 02007 3.769999200 73,191,385.8000 2,299,428.88 07/31/2011 12X4158 1258 09/30/2016 02008 2.499998400 96,335,748.7900 2,006,993.48 07/31/2011 12X4158 1258 09/30/2017 02009 2.199999600 150,447,234.4500 2,758,198.80 07/31/2011 12X4158 1258 09/30/2018 02010 2.469999600 360,611,492.0800 7,422,585.34 07/31/2011 12X4158 1258 09/30/2019 02011 2.469999600 306,044,994.3400 6,299,425.11 07/31/2011 ------------------------ ---------------------- 1,050,986,010.7700 23,222,895.74 ======================== ====================== 1,050,986,010.7700 23,222,895.74 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4158 1258 09/30/2011 02000 12/21/2010 INT + 0.0000 1,355.00 476842 1258 09/30/2011 02001 12/21/2010 INT + 0.0000 0.11 476844 1258 09/30/2011 02002 12/21/2010 INT + 0.0000 17.20 476846 1258 09/30/2011 02003 12/21/2010 INT + 0.0000 51,982.20 476848 1258 09/30/2012 02004 12/21/2010 INT + 0.0000 65,147.13 476850 1258 09/30/2012 02004 02/28/2011 INT + 0.0000 30,811.68 476866 1258 09/30/2013 02005 12/21/2010 INT + 0.0000 97,355.41 476852 1258 09/30/2013 02005 02/28/2011 INT + 0.0000 46,526.81 476868 1258 09/30/2014 02006 12/21/2010 INT + 0.0000 138,521.30 476854 1258 09/30/2014 02006 02/28/2011 INT + 0.0000 90,553.87 476870 1258 09/30/2015 02007 12/21/2010 INT + 0.0000 153,446.30 476856 1258 09/30/2015 02007 02/28/2011 INT + 0.0000 110,548.71 476872 1258 09/30/2016 02008 12/21/2010 INT + 0.0000 109,745.15 476858 1258 09/30/2016 02008 02/28/2011 INT + 0.0000 58,013.01 476874 1258 09/30/2017 02009 12/21/2010 INT + 0.0000 113,864.86 476860 1258 09/30/2017 02009 02/28/2011 INT + 0.0000 102,227.70 476876 1258 09/30/2018 02010 12/21/2010 INT + 0.0000 505,922.02 476862 1258 09/30/2018 02010 02/28/2011 INT + 0.0000 46,315.33 476878 1258 09/30/2019 02011 12/21/2010 INT + 0.0000 179.79 476864 1258 09/30/2019 02011 02/28/2011 INT + 0.0000 67.27 476880 ------------------------ ---------------------- 0.0000 1,722,600.85 ======================== ====================== 0.0000 1,722,600.85