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 6,230.00 01/31/2012 ------------------------ ---------------------- 300,000.0000 6,230.00 114 SUB-COHORT 12X4213 1213114 09/30/2049 01992 7.319998800 10,500.0000 256.20 01/31/2012 12X4213 1213114 09/30/2051 01992 7.319998800 1,000,000.0000 24,400.00 01/31/2012 12X4213 1213114 09/30/2051 01993 6.680001600 1,000,000.0000 22,266.67 01/31/2012 12X4213 1213114 09/30/2049 01994 6.860001600 242,000.0000 5,533.73 01/31/2012 12X4213 1213114 09/30/2051 01994 6.860001600 1,000,000.0000 22,866.67 01/31/2012 12X4213 1213114 09/30/2046 01995 7.120000800 325,000.0000 7,713.33 01/31/2012 12X4213 1213114 09/30/2051 01995 7.120000800 1,000,000.0000 23,733.34 01/31/2012 12X4213 1213114 09/30/2049 01996 6.660000000 120,000.0000 2,664.00 01/31/2012 12X4213 1213114 09/30/2051 01996 6.660000000 250,000.0000 5,550.00 01/31/2012 12X4213 1213114 09/30/2049 01997 6.519999600 316,000.0000 6,867.73 01/31/2012 12X4213 1213114 09/30/2049 01999 5.820001200 206,000.0000 3,996.40 01/31/2012 12X4213 1213114 09/30/2049 02000 6.199999200 400,000.0000 8,266.67 01/31/2012 12X4213 1213114 09/30/2051 02001 4.790001600 1,250,000.0000 19,958.34 01/31/2012 12X4213 1213114 09/30/2049 02002 4.020001200 1,500,000.0000 20,100.01 01/31/2012 12X4213 1213114 09/30/2050 02003 3.470000400 605,000.0000 6,997.83 01/31/2012 12X4213 1213114 09/30/2051 02003 3.470000400 250,000.0000 2,891.67 01/31/2012 12X4213 1213114 09/30/2051 02004 3.530001600 1,500,000.0000 17,650.01 01/31/2012 ------------------------ ---------------------- 10,974,500.0000 201,712.60 ======================== ====================== 11,274,500.0000 207,942.60 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00