Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 60X8010 601000131 06/04/2012 02011 0.000000000 282,800,000.0000 0.00 08/31/2011 60X8010 601000228 06/04/2012 02011 0.000000000 319,900,000.0000 0.00 08/31/2011 60X8010 601000331 06/04/2012 02011 0.000000000 299,000,000.0000 0.00 08/31/2011 60X8010 601000430 06/04/2012 02011 0.000000000 294,800,000.0000 0.00 08/31/2011 60X8010 601000531 06/04/2012 02011 0.000000000 332,000,000.0000 0.00 08/31/2011 60X8010 601000630 06/04/2012 02011 0.000000000 330,200,000.0000 0.00 08/31/2011 60X8010 601000731 06/04/2012 02011 0.000000000 296,500,000.0000 0.00 08/31/2011 60X8010 601001115 06/04/2012 0.000000000 306,700,000.0000 0.00 08/31/2011 60X8010 601001215 06/04/2012 0.000000000 345,900,000.0000 0.00 08/31/2011 60X8010 601001231 06/04/2012 02010 0.000000000 341,500,000.0000 0.00 08/31/2011 ------------------------ ---------------------- 3,149,300,000.0000 0.00 ======================== ====================== 3,149,300,000.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 60X8010 INTADJUST 06/02/2011 INT + 0.0000 23,140,864.73 487106 INTADJUST 06/30/2011 INT + 0.0000 5,294,475.00 487113 INTADJUST 07/31/2011 INT + 0.0000 7,268,778.09 487120 INTADJUST 08/31/2011 INT + 0.0000 8,024,243.84 487124 601000731 06/04/2012 02011 08/15/2011 CALL -365,547.9500 0.00 487122 ------------------------ ---------------------- -365,547.9500 43,728,361.66 ======================== ====================== -365,547.9500 43,728,361.66