Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 110 SUB-COHORT 12X4213 1213110 09/30/2014 02000 6.230001600 300,000.0000 4,672.50 12/31/2011 ------------------------ ---------------------- 300,000.0000 4,672.50 114 SUB-COHORT 12X4213 1213114 09/30/2049 01992 7.319998800 10,500.0000 192.15 12/31/2011 12X4213 1213114 09/30/2051 01992 7.319998800 1,000,000.0000 18,300.00 12/31/2011 12X4213 1213114 09/30/2051 01993 6.680001600 1,000,000.0000 16,700.00 12/31/2011 12X4213 1213114 09/30/2049 01994 6.860001600 242,000.0000 4,150.30 12/31/2011 12X4213 1213114 09/30/2051 01994 6.860001600 1,000,000.0000 17,150.00 12/31/2011 12X4213 1213114 09/30/2046 01995 7.120000800 325,000.0000 5,785.00 12/31/2011 12X4213 1213114 09/30/2051 01995 7.120000800 1,000,000.0000 17,800.00 12/31/2011 12X4213 1213114 09/30/2049 01996 6.660000000 120,000.0000 1,998.00 12/31/2011 12X4213 1213114 09/30/2051 01996 6.660000000 250,000.0000 4,162.50 12/31/2011 12X4213 1213114 09/30/2049 01997 6.519999600 316,000.0000 5,150.80 12/31/2011 12X4213 1213114 09/30/2049 01999 5.820001200 206,000.0000 2,997.30 12/31/2011 12X4213 1213114 09/30/2049 02000 6.199999200 400,000.0000 6,200.00 12/31/2011 12X4213 1213114 09/30/2051 02001 4.790001600 1,250,000.0000 14,968.76 12/31/2011 12X4213 1213114 09/30/2049 02002 4.020001200 1,500,000.0000 15,075.00 12/31/2011 12X4213 1213114 09/30/2050 02003 3.470000400 605,000.0000 5,248.38 12/31/2011 12X4213 1213114 09/30/2051 02003 3.470000400 250,000.0000 2,168.75 12/31/2011 12X4213 1213114 09/30/2051 02004 3.530001600 1,500,000.0000 13,237.51 12/31/2011 ------------------------ ---------------------- 10,974,500.0000 151,284.45 ======================== ====================== 11,274,500.0000 155,956.95 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00