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 10,378.54 02/29/2012 12X4158 1258 09/30/2012 02002 3.459999600 380,164.0900 5,480.70 02/29/2012 12X4158 1258 09/30/2012 02004 3.589999200 2,416,528.7100 36,147.23 02/29/2012 12X4158 1258 09/30/2013 02005 4.389998400 11,094,491.4800 202,936.67 02/29/2012 12X4158 1258 09/30/2014 02006 4.740001200 29,365,309.8000 579,965.02 02/29/2012 12X4158 1258 09/30/2015 02007 3.759998400 61,470,887.9500 963,043.50 02/29/2012 12X4158 1258 09/30/2016 02008 2.469999600 86,312,640.7700 888,300.78 02/29/2012 12X4158 1258 09/30/2017 02009 2.139998400 144,623,825.4100 1,289,561.48 02/29/2012 12X4158 1258 09/30/2018 02010 2.149999200 344,468,795.2000 3,085,865.14 02/29/2012 12X4158 1258 09/30/2019 02011 3.240000000 305,646,554.8500 4,126,228.49 02/29/2012 12X4158 1258 09/30/2020 02012 3.240000000 306,938,600.0000 4,143,671.10 02/29/2012 ------------------------ ---------------------- 1,293,277,539.7300 15,331,578.65 ======================== ====================== 1,293,277,539.7300 15,331,578.65 ============================================================================================================================ 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