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 06/30/2010 60X8010 601000212 06/02/2011 0.000000000 272,800,000.0000 0.00 06/30/2010 60X8010 601000315 06/02/2011 0.000000000 316,000,000.0000 0.00 06/30/2010 60X8010 601000415 06/02/2011 0.000000000 313,000,000.0000 0.00 06/30/2010 60X8010 601000514 06/02/2011 0.000000000 295,600,000.0000 0.00 06/30/2010 60X8010 601000615 06/02/2011 0.000000000 339,800,000.0000 0.00 06/30/2010 60X8010 601001113 06/02/2011 0.000000000 305,200,000.0000 0.00 06/30/2010 60X8010 601001215 06/02/2011 0.000000000 338,300,000.0000 0.00 06/30/2010 ------------------------ ---------------------- 2,523,900,000.0000 0.00 ======================== ====================== 2,523,900,000.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 60X8010 INTADJUST 06/30/2010 INT + 0.0000 29,441,592.67 487038 ------------------------ ---------------------- 0.0000 29,441,592.67 ======================== ====================== 0.0000 29,441,592.67