Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 302 SUB-COHORT 12X4223 1223302 09/30/2034 01997 6.109999200 4,970,000.0000 253,055.80 07/31/2012 12X4223 1223302 09/30/2034 01998 6.009998400 3,973,000.0000 198,981.03 07/31/2012 12X4223 1223302 09/30/2030 01999 6.009998400 1,179,068.0000 59,051.64 07/31/2012 12X4223 1223302 09/30/2031 01999 6.009998400 2,000,000.0000 100,166.64 07/31/2012 12X4223 1223302 09/30/2034 01999 6.009998400 6,187,000.0000 309,865.50 07/31/2012 12X4223 1223302 09/30/2032 02000 5.799999600 453,533.0000 21,920.76 07/31/2012 12X4223 1223302 09/30/2034 02000 5.799999600 11,001,000.0000 531,714.96 07/31/2012 12X4223 1223302 09/30/2030 02001 4.680000000 12,030,623.0000 469,194.30 07/31/2012 12X4223 1223302 09/30/2032 02001 4.680000000 6,600,000.0000 257,400.00 07/31/2012 12X4223 1223302 09/30/2033 02001 4.680000000 11,000.0000 429.00 07/31/2012 12X4223 1223302 09/30/2034 02001 4.680000000 12,501,000.0000 487,539.00 07/31/2012 ------------------------ ---------------------- 60,906,224.0000 2,689,318.63 ======================== ====================== 60,906,224.0000 2,689,318.63 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4223 1223302 09/30/2030 01999 03/27/2012 INT + 0.0000 38,311.69 430984 1223302 09/30/2030 02001 03/27/2012 INT + 0.0000 10,258.02 430988 1223302 09/30/2032 02000 03/27/2012 INT + 0.0000 14,861.54 430986 ------------------------ ---------------------- 0.0000 63,431.25 ======================== ====================== 0.0000 63,431.25