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 559,815.6700 22,835.81 08/31/2011 12X4158 1258 09/30/2012 02002 3.440001600 327,410.2500 10,324.34 08/31/2011 12X4158 1258 09/30/2012 02004 3.579998400 4,501,948.8600 147,738.89 08/31/2011 12X4158 1258 09/30/2013 02005 4.389998400 13,593,913.7500 547,041.55 08/31/2011 12X4158 1258 09/30/2014 02006 4.740001200 33,211,957.6900 1,443,059.93 08/31/2011 12X4158 1258 09/30/2015 02007 3.769999200 65,659,894.0800 2,269,096.02 08/31/2011 12X4158 1258 09/30/2016 02008 2.499998400 90,523,358.3300 2,074,492.30 08/31/2011 12X4158 1258 09/30/2017 02009 2.199999600 148,530,059.0000 2,995,355.65 08/31/2011 12X4158 1258 09/30/2018 02010 2.469999600 352,995,263.2300 7,992,399.79 08/31/2011 12X4158 1258 09/30/2019 02011 2.469999600 305,778,750.4200 6,923,339.42 08/31/2011 ------------------------ ---------------------- 1,015,682,371.2800 24,425,683.70 ======================== ====================== 1,015,682,371.2800 24,425,683.70 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4158 1258 09/30/2011 02000 12/21/2010 INT + 0.0000 1,355.00 476842 1258 09/30/2011 02000 08/31/2011 SELL -1,665,468.4200 0.00 476889 1258 09/30/2011 02000 08/31/2011 INT + 0.0000 45,134.20 476890 1258 09/30/2011 02001 12/21/2010 INT + 0.0000 0.11 476844 1258 09/30/2011 02001 08/17/2011 SELLIK -1,000,000.0000 0.00 476887 1258 09/30/2011 02001 08/31/2011 SELL -998,835.1100 0.00 476891 1258 09/30/2011 02001 08/31/2011 INT + 0.0000 22,224.07 476892 1258 09/30/2011 02002 12/21/2010 INT + 0.0000 17.20 476846 1258 09/30/2011 02002 08/17/2011 SELLIK -800,000.0000 0.00 476888 1258 09/30/2011 02003 12/21/2010 INT + 0.0000 51,982.20 476848 1258 09/30/2012 02001 08/31/2011 SELL -439,284.3300 0.00 476893 1258 09/30/2012 02001 08/31/2011 INT + 0.0000 9,774.07 476894 1258 09/30/2012 02001 08/31/2011 SELL -900.0000 0.00 476914 1258 09/30/2012 02001 08/31/2011 INT + 0.0000 20.02 476915 1258 09/30/2012 02002 08/31/2011 SELL -471,689.7500 0.00 476895 1258 09/30/2012 02002 08/31/2011 INT + 0.0000 8,113.06 476896 1258 09/30/2012 02002 08/31/2011 SELL -900.0000 0.00 476916 1258 09/30/2012 02002 08/31/2011 INT + 0.0000 15.48 476917 1258 09/30/2012 02004 12/21/2010 INT + 0.0000 65,147.13 476850 1258 09/30/2012 02004 02/28/2011 INT + 0.0000 30,811.68 476866 1258 09/30/2012 02004 08/31/2011 SELL -1,418,581.2600 0.00 476897 1258 09/30/2012 02004 08/31/2011 INT + 0.0000 25,392.59 476898 1258 09/30/2012 02004 08/31/2011 SELL -900.0000 0.00 476918 1258 09/30/2012 02004 08/31/2011 INT + 0.0000 16.10 476919 1258 09/30/2013 02005 12/21/2010 INT + 0.0000 97,355.41 476852 1258 09/30/2013 02005 02/28/2011 INT + 0.0000 46,526.81 476868 1258 09/30/2013 02005 08/31/2011 SELL -1,650,197.3100 0.00 476899 1258 09/30/2013 02005 08/31/2011 INT + 0.0000 36,221.81 476900 1258 09/30/2013 02005 08/31/2011 SELL -900.0000 0.00 476920 1258 09/30/2013 02005 08/31/2011 INT + 0.0000 19.75 476921 1258 09/30/2014 02006 12/21/2010 INT + 0.0000 138,521.30 476854 1258 09/30/2014 02006 02/28/2011 INT + 0.0000 90,553.87 476870 1258 09/30/2014 02006 08/31/2011 SELL -5,511,552.9100 0.00 476901 1258 09/30/2014 02006 08/31/2011 INT + 0.0000 130,623.83 476902 1258 09/30/2014 02006 08/31/2011 SELL -900.0000 0.00 476922 1258 09/30/2014 02006 08/31/2011 INT + 0.0000 21.33 476923 1258 09/30/2015 02007 12/21/2010 INT + 0.0000 153,446.30 476856 1258 09/30/2015 02007 02/28/2011 INT + 0.0000 110,548.71 476872 1258 09/30/2015 02007 08/31/2011 SELL -7,530,591.7200 0.00 476903 1258 09/30/2015 02007 08/31/2011 INT + 0.0000 141,951.62 476904 1258 09/30/2015 02007 08/31/2011 SELL -900.0000 0.00 476924 1258 09/30/2015 02007 08/31/2011 INT + 0.0000 16.96 476925 1258 09/30/2016 02008 12/21/2010 INT + 0.0000 109,745.15 476858 1258 09/30/2016 02008 02/28/2011 INT + 0.0000 58,013.01 476874 1258 09/30/2016 02008 08/31/2011 SELL -5,811,490.4600 0.00 476905 1258 09/30/2016 02008 08/31/2011 INT + 0.0000 72,643.58 476906 1258 09/30/2016 02008 08/31/2011 SELL -900.0000 0.00 476926 1258 09/30/2016 02008 08/31/2011 INT + 0.0000 11.24 476927 1258 09/30/2017 02009 12/21/2010 INT + 0.0000 113,864.86 476860 1258 09/30/2017 02009 02/28/2011 INT + 0.0000 102,227.70 476876 1258 09/30/2017 02009 08/31/2011 SELL -1,916,275.4500 0.00 476907 1258 09/30/2017 02009 08/31/2011 INT + 0.0000 21,079.02 476908 1258 09/30/2017 02009 08/31/2011 SELL -900.0000 0.00 476928 1258 09/30/2017 02009 08/31/2011 INT + 0.0000 9.89 476929 1258 09/30/2018 02010 12/21/2010 INT + 0.0000 505,922.02 476862 1258 09/30/2018 02010 02/28/2011 INT + 0.0000 46,315.33 476878 1258 09/30/2018 02010 08/31/2011 SELL -7,614,228.8500 0.00 476909 1258 09/30/2018 02010 08/31/2011 INT + 0.0000 94,035.71 476910 1258 09/30/2018 02010 08/31/2011 SELL -2,000.0000 0.00 476930 1258 09/30/2018 02010 08/31/2011 INT + 0.0000 24.69 476931 1258 09/30/2019 02011 12/21/2010 INT + 0.0000 179.79 476864 1258 09/30/2019 02011 02/28/2011 INT + 0.0000 67.27 476880 1258 09/30/2019 02011 08/31/2011 SELL -277,243.9200 0.00 476911 1258 09/30/2019 02011 08/31/2011 INT + 0.0000 3,423.96 476912 ------------------------ ---------------------- -37,114,639.4900 2,333,373.83 ======================== ====================== -37,114,639.4900 2,333,373.83