Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 12X4158 1258 09/30/2012 02001 4.449999600 559,741.4700 8,302.83 01/31/2012 12X4158 1258 09/30/2012 02002 3.459999600 380,164.0900 4,384.56 01/31/2012 12X4158 1258 09/30/2012 02004 3.589999200 2,416,528.7100 28,917.79 01/31/2012 12X4158 1258 09/30/2013 02005 4.389998400 11,094,491.4800 162,349.33 01/31/2012 12X4158 1258 09/30/2014 02006 4.740001200 29,365,309.8000 463,972.01 01/31/2012 12X4158 1258 09/30/2015 02007 3.759998400 61,470,887.9500 770,434.80 01/31/2012 12X4158 1258 09/30/2016 02008 2.469999600 86,312,640.7700 710,640.63 01/31/2012 12X4158 1258 09/30/2017 02009 2.139998400 144,623,825.4100 1,031,649.18 01/31/2012 12X4158 1258 09/30/2018 02010 2.149999200 344,468,795.2000 2,468,692.11 01/31/2012 12X4158 1258 09/30/2019 02011 3.240000000 305,646,554.8500 3,300,982.79 01/31/2012 12X4158 1258 09/30/2020 02012 3.240000000 306,938,600.0000 0.00 01/31/2012 ------------------------ ---------------------- 1,293,277,539.7300 8,950,326.03 ======================== ====================== 1,293,277,539.7300 8,950,326.03 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4158 1258 09/30/2012 02003 12/22/2011 INT + 0.0000 1.73 477026 1258 09/30/2012 02004 12/22/2011 INT + 0.0000 17,772.95 477028 1258 09/30/2013 02005 12/22/2011 INT + 0.0000 20,174.07 477030 1258 09/30/2014 02006 12/22/2011 INT + 0.0000 22,792.91 477032 1258 09/30/2015 02007 12/22/2011 INT + 0.0000 17,053.62 477034 1258 09/30/2016 02008 12/22/2011 INT + 0.0000 10,668.27 477036 1258 09/30/2017 02009 12/22/2011 INT + 0.0000 9,906.35 477038 1258 09/30/2018 02010 12/22/2011 INT + 0.0000 53,714.23 477040 1258 09/30/2019 02011 12/22/2011 INT + 0.0000 1,235.78 477042 1258 09/30/2020 02012 12/22/2011 INT + 0.0000 22.68 477044 ------------------------ ---------------------- 0.0000 153,342.59 ======================== ====================== 0.0000 153,342.59