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 2,454,000.0000 49,161.79 01/31/2012 12X4223 1223302 09/30/2031 01999 6.009998400 2,000,000.0000 40,066.66 01/31/2012 12X4223 1223302 09/30/2032 02000 5.799999600 966,000.0000 18,676.00 01/31/2012 12X4223 1223302 09/30/2030 02001 4.680000000 12,469,000.0000 194,516.40 01/31/2012 12X4223 1223302 09/30/2032 02001 4.680000000 6,600,000.0000 102,960.00 01/31/2012 12X4223 1223302 09/30/2033 02001 4.680000000 11,000.0000 171.60 01/31/2012 12X4223 1223302 09/30/2034 02001 4.680000000 99,000.0000 1,544.40 01/31/2012 ------------------------ ---------------------- 24,599,000.0000 407,096.85 ======================== ====================== 24,599,000.0000 407,096.85 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00