Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- II SUB-COHORT 11X4122 1122II 09/30/2010 01995 6.379999200 3,746,598.2000 179,274.70 06/30/2010 ------------------------ ---------------------- 3,746,598.2000 179,274.70 PP SUB-COHORT 11X4122 1122PP 09/30/2016 02003 5.320000800 3,945,601.1200 157,429.51 06/30/2010 ------------------------ ---------------------- 3,945,601.1200 157,429.51 ======================== ====================== 7,692,199.3200 336,704.21 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 11X4122 1122PP 09/30/2016 02003 06/28/2010 INT + 0.0000 3,326,436.90 450241 ------------------------ ---------------------- 0.0000 3,326,436.90 ======================== ====================== 0.0000 3,326,436.90