Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 302 SUB-COHORT 12X4223 1223302 09/30/2030 01999 6.009998400 7,418,000.0000 297,214.45 05/31/2011 12X4223 1223302 09/30/2031 01999 6.009998400 2,000,000.0000 80,133.31 05/31/2011 12X4223 1223302 09/30/2030 02000 5.799999600 2,563,000.0000 99,102.66 05/31/2011 12X4223 1223302 09/30/2032 02000 5.799999600 3,500,000.0000 135,333.32 05/31/2011 12X4223 1223302 09/30/2030 02001 4.680000000 13,747,000.0000 428,906.40 05/31/2011 12X4223 1223302 09/30/2032 02001 4.680000000 6,600,000.0000 205,920.00 05/31/2011 12X4223 1223302 09/30/2033 02011 3.390001200 11,000.0000 248.60 05/31/2011 ------------------------ ---------------------- 35,839,000.0000 1,246,858.74 ======================== ====================== 35,839,000.0000 1,246,858.74 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00