Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 302 SUB-COHORT 12X4223 1223302 09/30/2033 01998 5.760000000 2,357,000.0000 101,822.40 06/30/2011 12X4223 1223302 09/30/2030 01999 6.009998400 6,054,000.0000 272,883.98 06/30/2011 12X4223 1223302 09/30/2031 01999 6.009998400 2,000,000.0000 90,149.98 06/30/2011 12X4223 1223302 09/30/2030 02000 5.799999600 1,966,000.0000 85,520.99 06/30/2011 12X4223 1223302 09/30/2032 02000 5.799999600 3,500,000.0000 152,249.99 06/30/2011 12X4223 1223302 09/30/2030 02001 4.680000000 13,069,000.0000 458,721.90 06/30/2011 12X4223 1223302 09/30/2032 02001 4.680000000 6,600,000.0000 231,660.00 06/30/2011 12X4223 1223302 09/30/2033 02011 3.390001200 11,000.0000 279.68 06/30/2011 ------------------------ ---------------------- 35,557,000.0000 1,393,288.92 ======================== ====================== 35,557,000.0000 1,393,288.92 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4223 1223302 09/30/2030 01999 06/22/2011 INT + 0.0000 40,988.18 430952 1223302 09/30/2030 02000 06/22/2011 INT + 0.0000 17,312.99 430954 1223302 09/30/2030 02001 06/22/2011 INT + 0.0000 15,865.20 430956 ------------------------ ---------------------- 0.0000 74,166.37 ======================== ====================== 0.0000 74,166.37