Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 306 SUB COHORT 12X4227 1227306 09/30/2027 01992 6.739999200 73,000.0000 4,510.18 08/31/2011 12X4227 1227306 09/30/2026 01993 6.739999200 29,600.0000 1,828.79 08/31/2011 12X4227 1227306 09/30/2026 01995 6.810001200 45,000.0000 2,809.13 08/31/2011 12X4227 1227306 09/30/2026 01996 6.530000400 1,325,000.0000 79,312.30 08/31/2011 12X4227 1227306 09/30/2023 01997 6.249999600 1,074,000.0000 61,531.25 08/31/2011 12X4227 1227306 09/30/2024 01997 6.249999600 1,050,000.0000 60,156.25 08/31/2011 12X4227 1227306 09/30/2026 01997 6.249999600 315,000.0000 18,046.87 08/31/2011 12X4227 1227306 09/30/2022 01998 5.829998400 3,937,000.0000 210,399.78 08/31/2011 12X4227 1227306 09/30/2023 01998 5.829998400 240,000.0000 12,826.00 08/31/2011 12X4227 1227306 09/30/2024 01999 5.900000400 5,431,000.0000 293,726.60 08/31/2011 12X4227 1227306 09/30/2025 02000 5.990000400 2,221,000.0000 121,951.42 08/31/2011 12X4227 1227306 09/30/2027 02000 5.990000400 2,200,000.0000 120,798.34 08/31/2011 12X4227 1227306 09/30/2026 02001 4.110001200 367,940.0000 13,862.14 08/31/2011 12X4227 1227306 09/30/2027 02001 4.110001200 20,000.0000 753.50 08/31/2011 12X4227 1227306 09/30/2026 02002 3.179998800 655,900.0000 19,119.48 08/31/2011 12X4227 1227306 09/30/2027 02002 3.179998800 110,000.0000 3,206.50 08/31/2011 12X4227 1227306 09/30/2027 02003 2.990001600 957,000.0000 26,229.79 08/31/2011 12X4227 1227306 09/30/2027 02004 2.990001600 1,700,000.0000 46,594.19 08/31/2011 ------------------------ ---------------------- 21,751,440.0000 1,097,662.51 312 SUB-COHORT 12X4227 1227312 09/30/2021 01993 6.779998800 5,500.0000 341.82 08/31/2011 12X4227 1227312 09/30/2026 02001 3.780000000 1,530,000.0000 53,014.50 08/31/2011 ------------------------ ---------------------- 1,535,500.0000 53,356.32 313 SUB-COHORT 12X4227 1227313 09/30/2027 01998 5.900000400 270,000.0000 14,602.50 08/31/2011 12X4227 1227313 09/30/2025 01999 5.900000400 451,000.0000 24,391.58 08/31/2011 12X4227 1227313 09/30/2026 01999 5.900000400 350,000.0000 18,929.17 08/31/2011 12X4227 1227313 09/30/2026 02000 6.180001200 498,000.0000 28,211.71 08/31/2011 12X4227 1227313 09/30/2024 02001 4.230000000 452,000.0000 17,526.30 08/31/2011 12X4227 1227313 09/30/2026 02001 4.230000000 46,000.0000 1,783.65 08/31/2011 ------------------------ ---------------------- 2,067,000.0000 105,444.91 ======================== ====================== 25,353,940.0000 1,256,463.74 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4227 1227306 09/30/2021 01996 06/22/2011 INT + 0.0000 18,284.00 437354 1227306 09/30/2021 01996 08/30/2011 SELL -561,000.0000 0.00 437406 1227306 09/30/2021 01996 08/30/2011 INT + 0.0000 18,316.65 437407 1227306 09/30/2021 01998 06/22/2011 INT + 0.0000 19,647.09 437358 1227306 09/30/2021 01998 08/30/2011 SELL -126,000.0000 0.00 437416 1227306 09/30/2021 01998 08/30/2011 INT + 0.0000 3,672.89 437417 1227306 09/30/2022 01996 08/30/2011 SELL -467,000.0000 0.00 437408 1227306 09/30/2022 01996 08/30/2011 INT + 0.0000 15,247.55 437409 1227306 09/30/2022 01998 08/30/2011 SELL -1,352,000.0000 0.00 437418 1227306 09/30/2022 01998 08/30/2011 INT + 0.0000 39,410.78 437419 1227306 09/30/2022 01999 06/22/2011 INT + 0.0000 14,632.00 437360 1227306 09/30/2022 02000 06/22/2011 INT + 0.0000 868.55 437366 1227306 09/30/2022 02001 06/22/2011 INT + 0.0000 1,890.60 437372 1227306 09/30/2023 01993 08/30/2011 SELL -19,600.0000 0.00 437400 1227306 09/30/2023 01993 08/30/2011 INT + 0.0000 660.51 437401 1227306 09/30/2023 01997 06/22/2011 INT + 0.0000 28,499.99 437356 1227306 09/30/2023 01997 08/30/2011 SELL -1,680,000.0000 0.00 437414 1227306 09/30/2023 01997 08/30/2011 INT + 0.0000 52,499.99 437415 1227306 09/30/2023 01999 06/22/2011 INT + 0.0000 7,670.00 437362 1227306 09/30/2023 02001 06/22/2011 INT + 0.0000 4,110.00 437374 1227306 09/30/2024 01996 08/30/2011 SELL -1,191,000.0000 0.00 437410 1227306 09/30/2024 01996 08/30/2011 INT + 0.0000 38,886.15 437411 1227306 09/30/2024 01999 06/22/2011 INT + 0.0000 49,088.00 437364 1227306 09/30/2024 01999 08/30/2011 SELL -405,000.0000 0.00 437420 1227306 09/30/2024 01999 08/30/2011 INT + 0.0000 11,947.50 437421 1227306 09/30/2024 02000 06/22/2011 INT + 0.0000 38,935.00 437368 1227306 09/30/2025 02000 06/22/2011 INT + 0.0000 59,271.05 437370 1227306 09/30/2025 02001 06/22/2011 INT + 0.0000 2,920.15 437376 1227306 09/30/2025 02002 08/30/2011 SELL -1,000,000.0000 0.00 437422 1227306 09/30/2025 02002 08/30/2011 INT + 0.0000 15,899.99 437423 1227306 09/30/2025 02002 08/30/2011 SELL -250,000.0000 0.00 437424 1227306 09/30/2025 02002 08/30/2011 INT + 0.0000 3,974.99 437425 1227306 09/30/2025 02003 08/30/2011 SELL -306,000.0000 0.00 437428 1227306 09/30/2025 02003 08/30/2011 INT + 0.0000 4,574.70 437429 1227306 09/30/2026 01993 08/30/2011 SELL -115,400.0000 0.00 437402 1227306 09/30/2026 01993 08/30/2011 INT + 0.0000 3,888.97 437403 1227306 09/30/2026 01995 06/22/2011 INT + 0.0000 15,356.55 437352 1227306 09/30/2026 01995 08/30/2011 SELL -254,000.0000 0.00 437404 1227306 09/30/2026 01995 08/30/2011 INT + 0.0000 8,648.70 437405 1227306 09/30/2026 01996 08/30/2011 SELL -2,075,000.0000 0.00 437412 1227306 09/30/2026 01996 08/30/2011 INT + 0.0000 67,748.75 437413 1227306 09/30/2026 02001 06/22/2011 INT + 0.0000 13,355.44 437378 1227306 09/30/2026 02002 08/30/2011 SELL -1,320,000.0000 0.00 437426 1227306 09/30/2026 02002 08/30/2011 INT + 0.0000 20,987.99 437427 1227306 09/30/2026 02003 08/30/2011 SELL -1,700,000.0000 0.00 437430 1227306 09/30/2026 02003 08/30/2011 INT + 0.0000 25,415.01 437431 1227306 09/30/2027 02003 08/30/2011 SELL -774,000.0000 0.00 437432 1227306 09/30/2027 02003 08/30/2011 INT + 0.0000 11,571.30 437433 1227312 09/30/2021 01993 06/22/2011 INT + 0.0000 84.74 437348 1227312 09/30/2021 01993 08/26/2011 SELL -42,000.0000 0.00 437390 1227312 09/30/2021 01993 08/26/2011 INT + 0.0000 1,423.79 437391 1227312 09/30/2025 02001 06/22/2011 INT + 0.0000 20,223.00 437350 1227312 09/30/2025 02001 08/26/2011 SELL -4,130,000.0000 0.00 437392 1227312 09/30/2025 02001 08/26/2011 INT + 0.0000 78,057.00 437393 1227312 09/30/2026 02001 08/26/2011 SELL -4,070,000.0000 0.00 437394 1227312 09/30/2026 02001 08/26/2011 INT + 0.0000 76,923.00 437395 1227313 09/30/2024 02001 08/26/2011 SELL -30,000.0000 0.00 437385 1227313 09/30/2024 02001 08/26/2011 INT + 0.0000 634.50 437386 1227313 09/30/2025 01999 06/22/2011 INT + 0.0000 1,445.50 437342 1227313 09/30/2025 01999 08/26/2011 SELL -1,000,000.0000 0.00 437381 1227313 09/30/2025 01999 08/26/2011 INT + 0.0000 29,500.00 437382 1227313 09/30/2026 02000 06/22/2011 INT + 0.0000 1,606.80 437344 1227313 09/30/2026 02000 08/26/2011 SELL -1,000,000.0000 0.00 437383 1227313 09/30/2026 02000 08/26/2011 INT + 0.0000 30,900.00 437384 1227313 09/30/2026 02007 06/22/2011 INT + 0.0000 163.80 437346 1227313 09/30/2026 02007 08/26/2011 SELL -39,500.0000 0.00 437387 1227313 09/30/2026 02007 08/26/2011 INT + 0.0000 616.20 437388 ------------------------ ---------------------- -23,907,500.0000 859,459.17 ======================== ====================== -23,907,500.0000 859,459.17