Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 12X4336 123601013 01/01/2012 02011 0.125000000 1,825,276,109.0000 495,998.94 12/31/2011 12X4336 123601014 01/01/2012 02011 0.125000000 1,548,457,904.4600 415,516.90 12/31/2011 12X4336 123601017 01/01/2012 02011 0.125000000 325,463,611.0500 84,019.14 12/31/2011 12X4336 123601018 01/01/2012 02011 0.125000000 156,865,838.1800 39,962.42 12/31/2011 12X4336 123601019 01/01/2012 02011 0.125000000 155,970,317.1900 39,204.50 12/31/2011 12X4336 123601020 01/01/2012 02011 0.125000000 93,301,600.4900 23,135.25 12/31/2011 12X4336 123601021 01/01/2012 02011 0.125000000 83,263,928.2800 20,363.46 12/31/2011 12X4336 123601024 01/01/2012 02011 0.125000000 154,849,019.4800 36,292.74 12/31/2011 12X4336 123601025 01/01/2012 02011 0.125000000 54,425,926.7500 12,571.21 12/31/2011 12X4336 123601026 01/01/2012 02011 0.125000000 91,954,258.5000 20,927.09 12/31/2011 12X4336 123601028 01/01/2012 02011 0.125000000 50,832,196.0200 11,223.14 12/31/2011 12X4336 123601031 01/01/2012 02011 0.125000000 132,973,671.5100 28,003.97 12/31/2011 12X4336 123601101 01/01/2012 02011 0.125000000 75,558,006.3300 15,655.70 12/31/2011 12X4336 123601102 01/01/2012 02011 0.125000000 89,064,483.9400 18,151.73 12/31/2011 12X4336 123601103 01/01/2012 02011 0.125000000 98,213,120.0200 19,682.66 12/31/2011 12X4336 123601104 01/01/2012 02011 0.125000000 76,668,678.5200 15,104.56 12/31/2011 12X4336 123601107 01/01/2012 02011 0.125000000 124,709,546.7400 23,298.32 12/31/2011 12X4336 123601108 01/01/2012 02011 0.125000000 69,975,597.4800 12,835.20 12/31/2011 12X4336 123601109 01/01/2012 02011 0.125000000 81,389,718.2700 14,652.36 12/31/2011 12X4336 123601110 01/01/2012 02011 0.125000000 127,085,913.6800 22,447.24 12/31/2011 12X4336 123601114 01/01/2012 02011 0.125000000 71,431,718.5000 11,646.48 12/31/2011 12X4336 123601115 01/01/2012 02011 0.125000000 90,312,640.5300 14,418.12 12/31/2011 12X4336 123601116 01/01/2012 02011 0.125000000 78,267,495.1600 12,229.30 12/31/2011 12X4336 123601117 01/01/2012 02011 0.125000000 89,601,911.1700 13,695.94 12/31/2011 12X4336 123601118 01/01/2012 02011 0.125000000 71,449,516.1100 10,678.60 12/31/2011 12X4336 123601121 01/01/2012 02011 0.125000000 113,754,303.3000 15,842.14 12/31/2011 12X4336 123601122 01/01/2012 02011 0.125000000 104,642,716.1200 14,217.76 12/31/2011 12X4336 123601123 01/01/2012 02011 0.125000000 85,094,358.0700 11,272.69 12/31/2011 12X4336 123601125 01/01/2012 02011 0.125000000 89,173,784.4300 11,207.30 12/31/2011 12X4336 123601128 01/01/2012 02011 0.125000000 91,701,345.1000 10,590.51 12/31/2011 12X4336 123601129 01/01/2012 02011 0.125000000 51,039,614.0700 5,721.15 12/31/2011 12X4336 123601130 01/01/2012 02011 0.125000000 101,726,152.3000 11,057.19 12/31/2011 12X4336 123601201 01/01/2012 02011 0.125000000 66,086,112.5500 6,958.80 12/31/2011 12X4336 123601202 01/01/2012 02011 0.125000000 51,489,469.9400 5,246.89 12/31/2011 12X4336 123601205 01/01/2012 02011 0.125000000 114,503,595.1900 10,501.35 12/31/2011 12X4336 123601206 01/01/2012 02011 0.125000000 98,933,284.3400 8,737.31 12/31/2011 12X4336 123601207 01/01/2012 02011 0.125000000 69,074,487.0600 5,865.70 12/31/2011 12X4336 123601208 01/01/2012 02011 0.125000000 68,621,488.2100 5,594.14 12/31/2011 12X4336 123601209 01/01/2012 02011 0.125000000 39,926,593.8600 3,119.27 12/31/2011 12X4336 123601212 01/01/2012 02011 0.125000000 132,387,018.4300 8,993.68 12/31/2011 12X4336 123601213 01/01/2012 02011 0.125000000 37,428,853.8200 2,415.58 12/31/2011 12X4336 123601214 01/01/2012 02011 0.125000000 50,576,181.3800 3,092.29 12/31/2011 12X4336 123601215 01/01/2012 02011 0.125000000 77,535,713.2400 4,477.27 12/31/2011 12X4336 123601216 01/01/2012 02011 0.125000000 111,188,736.9200 6,042.87 12/31/2011 12X4336 123601219 01/01/2012 02011 0.125000000 3,845,294.0300 169.80 12/31/2011 12X4336 123601220 01/01/2012 02011 0.125000000 25,848,902.2700 1,053.62 12/31/2011 12X4336 123601221 01/01/2012 02011 0.125000000 53,476,247.6300 1,998.09 12/31/2011 12X4336 123601222 01/01/2012 02011 0.125000000 56,663,400.0900 1,924.71 12/31/2011 12X4336 123601223 01/01/2012 02011 0.125000000 80,827,113.0500 2,470.94 12/31/2011 12X4336 123601227 01/01/2012 02011 0.125000000 505,352,229.0700 8,582.75 12/31/2011 12X4336 123601228 01/01/2012 02011 0.125000000 65,647,704.5200 891.95 12/31/2011 12X4336 123601229 01/01/2012 02011 0.125000000 76,483,177.6300 779.38 12/31/2011 ------------------------ ---------------------- 8,240,390,603.9800 1,600,540.10 ======================== ====================== 8,240,390,603.9800 1,600,540.10 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4336 INTADJUST 12/30/2011 INT + 0.0000 24,687.39 488927 INTADJUST 12/30/2011 INT + 0.0000 19,034.29 488928 INTADJUST 12/30/2011 INT + 0.0000 7,332.22 488929 ------------------------ ---------------------- 0.0000 51,053.90 ======================== ====================== 0.0000 51,053.90