Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 91X4290 9190 09/30/2048 02008 4.960000800 7,592,435.0700 125,528.28 01/31/2012 91X4290 9190 09/30/2049 02009 3.440001600 77,761,993.5000 891,671.27 01/31/2012 91X4290 9190 09/30/2050 02010 2.900001600 109,688,803.2800 1,060,325.68 01/31/2012 91X4290 9190 09/30/2051 02011 3.110000400 119,385,200.7500 1,237,626.74 01/31/2012 91X4290 9190 09/30/2050 02012 3.110000400 35,773,107.0000 370,847.92 01/31/2012 ------------------------ ---------------------- 350,201,539.6000 3,685,999.89 ======================== ====================== 350,201,539.6000 3,685,999.89 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 91X4290 9190 09/30/2048 02008 11/15/2011 INT + 0.0000 73.96 484629 9190 09/30/2049 02009 11/15/2011 INT + 0.0000 952.56 484631 9190 09/30/2050 02010 11/15/2011 INT + 0.0000 417.17 484633 9190 09/30/2051 02011 11/15/2011 INT + 0.0000 160.81 484635 ------------------------ ---------------------- 0.0000 1,604.50 ======================== ====================== 0.0000 1,604.50