Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- BKT2 SUB-COHORT 20X4088 2088BKT2 09/30/2012 02000 4.860000000 381,565.7300 6,181.36 01/31/2012 ------------------------ ---------------------- 381,565.7300 6,181.36 BKT3 SUB-COHORT 20X4088 2088BKT3 09/30/2019 01998 5.829998400 805,956.4700 15,662.42 01/31/2012 20X4088 2088BKT3 09/30/2019 01999 5.709999600 1,974,453.8800 37,580.44 01/31/2012 20X4088 2088BKT3 09/30/2020 02000 5.429998800 4,290,612.7500 77,660.07 01/31/2012 ------------------------ ---------------------- 7,071,023.1000 130,902.93 BKT4 SUB-COHORT 20X4088 2088BKT4 09/30/2025 01996 6.480000000 758,374.4000 16,380.89 01/31/2012 20X4088 2088BKT4 09/30/2021 01997 5.829998400 321,986.5800 6,257.27 01/31/2012 20X4088 2088BKT4 09/30/2031 01998 6.360001200 308,346.9100 6,536.96 01/31/2012 20X4088 2088BKT4 09/30/2031 01999 5.640001200 3,089,768.7900 58,087.67 01/31/2012 20X4088 2088BKT4 09/30/2033 02000 5.519998800 396,438.8000 7,294.47 01/31/2012 ------------------------ ---------------------- 4,874,915.4800 94,557.26 GRP1 SUB-COHORT 20X4088 2088GRP1 09/30/2024 02002 5.469998400 181,806.6600 3,314.94 01/31/2012 20X4088 2088GRP1 09/30/2037 02005 4.669999200 1,107,566.7700 17,241.12 01/31/2012 20X4088 2088GRP1 09/30/2021 02006 4.380001200 132,802.5000 1,938.92 01/31/2012 20X4088 2088GRP1 09/30/2021 02007 4.330000800 57,163.6900 825.06 01/31/2012 20X4088 2088GRP1 09/30/2013 02008 1.850000400 138,267.1600 852.65 01/31/2012 ------------------------ ---------------------- 1,617,606.7800 24,172.69 GRP2 SUB-COHORT 20X4088 2088GRP2 09/30/2020 02001 4.539999600 5,762,917.4300 87,212.14 01/31/2012 20X4088 2088GRP2 09/30/2024 02002 4.309999200 4,063,630.1400 58,380.81 01/31/2012 20X4088 2088GRP2 09/30/2024 02003 5.209999200 1,934,265.8400 33,591.74 01/31/2012 20X4088 2088GRP2 09/30/2022 02004 4.500000000 1,962,590.9500 29,438.86 01/31/2012 20X4088 2088GRP2 09/30/2018 02005 4.740001200 1,629,736.2600 25,749.84 01/31/2012 20X4088 2088GRP2 09/30/2017 02006 4.619998800 716,097.0600 11,027.89 01/31/2012 20X4088 2088GRP2 09/30/2019 02007 3.999999600 800,117.7600 10,668.24 01/31/2012 20X4088 2088GRP2 09/30/2023 02008 3.039998400 2,323,165.1500 23,541.39 01/31/2012 ------------------------ ---------------------- 19,192,520.5900 279,610.91 GRP3 SUB-COHORT 20X4088 2088GRP3 09/30/2023 02001 4.690000800 229,450.3100 3,587.07 01/31/2012 ------------------------ ---------------------- 229,450.3100 3,587.07 GRP4 SUB-COHORT 20X4088 2088GRP4 09/30/2014 02001 3.549999600 171,094.0600 2,024.61 01/31/2012 20X4088 2088GRP4 09/30/2013 02002 3.639999600 268,847.0700 3,262.01 01/31/2012 20X4088 2088GRP4 09/30/2017 02004 4.280000400 914,677.5700 13,049.40 01/31/2012 20X4088 2088GRP4 09/30/2037 02005 4.240000800 754,579.0100 10,664.72 01/31/2012 20X4088 2088GRP4 09/30/2019 02008 2.840000400 255,026.7700 2,414.25 01/31/2012 ------------------------ ---------------------- 2,364,224.4800 31,414.99 ======================== ====================== 35,731,306.4700 570,427.21 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00