Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 60X8010 601000115 06/02/2011 0.000000000 343,200,000.0000 0.00 04/30/2011 60X8010 601000131 06/04/2012 02011 0.000000000 282,800,000.0000 0.00 04/30/2011 60X8010 601000212 06/02/2011 0.000000000 272,800,000.0000 0.00 04/30/2011 60X8010 601000228 06/04/2012 02011 0.000000000 319,900,000.0000 0.00 04/30/2011 60X8010 601000315 06/02/2011 0.000000000 316,000,000.0000 0.00 04/30/2011 60X8010 601000331 06/04/2012 02011 0.000000000 299,000,000.0000 0.00 04/30/2011 60X8010 601000415 06/02/2011 0.000000000 313,000,000.0000 0.00 04/30/2011 60X8010 601000514 06/02/2011 0.000000000 295,600,000.0000 0.00 04/30/2011 60X8010 601000615 06/02/2011 0.000000000 339,800,000.0000 0.00 04/30/2011 60X8010 601000715 06/02/2011 0.000000000 332,600,000.0000 0.00 04/30/2011 60X8010 601000813 06/02/2011 0.000000000 295,400,000.0000 0.00 04/30/2011 60X8010 601000915 06/02/2011 0.000000000 328,600,000.0000 0.00 04/30/2011 60X8010 601001015 06/02/2011 0.000000000 331,800,000.0000 0.00 04/30/2011 60X8010 601001113 06/02/2011 0.000000000 305,200,000.0000 0.00 04/30/2011 60X8010 601001115 06/04/2012 0.000000000 306,700,000.0000 0.00 04/30/2011 60X8010 601001215 06/02/2011 0.000000000 338,300,000.0000 0.00 04/30/2011 60X8010 601001215 06/04/2012 0.000000000 345,900,000.0000 0.00 04/30/2011 60X8010 601001231 06/04/2012 02010 0.000000000 341,500,000.0000 0.00 04/30/2011 ------------------------ ---------------------- 5,708,100,000.0000 0.00 ======================== ====================== 5,708,100,000.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 60X8010 INTADJUST 01/31/2011 INT + 0.0000 99,633,116.64 487070 INTADJUST 02/28/2011 INT + 0.0000 12,200,137.01 487074 INTADJUST 03/31/2011 INT + 0.0000 14,356,344.17 487078 INTADJUST 04/30/2011 INT + 0.0000 14,661,215.76 487082 ------------------------ ---------------------- 0.0000 140,850,813.58 ======================== ====================== 0.0000 140,850,813.58