Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 304 SUB-COHORT 12X4228 1228304 09/30/2029 01992 6.710000400 1.0000 0.05 06/30/2011 12X4228 1228304 09/30/2029 01993 6.900001200 100.0000 5.18 06/30/2011 12X4228 1228304 09/30/2029 01994 6.810001200 100.0000 5.11 06/30/2011 12X4228 1228304 09/30/2030 02003 3.740000400 5,262,000.0000 147,599.12 06/30/2011 12X4228 1228304 09/30/2029 02005 4.309999200 12,817,000.0000 414,309.45 06/30/2011 12X4228 1228304 09/30/2030 02005 4.309999200 601,000.0000 0.00 06/30/2011 ------------------------ ---------------------- 18,680,201.0000 561,918.91 ======================== ====================== 18,680,201.0000 561,918.91 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4228 1228304 09/30/2029 01992 06/23/2011 INT + 0.0000 134.16 463504 1228304 09/30/2029 01993 06/23/2011 INT + 0.0000 100.05 463506 1228304 09/30/2029 01994 06/23/2011 INT + 0.0000 170.25 463508 1228304 09/30/2029 01994 06/23/2011 INT + 0.0000 30.64 463510 1228304 09/30/2029 01995 06/23/2011 INT + 0.0000 390.59 463512 1228304 09/30/2029 01996 06/23/2011 INT + 0.0000 191.09 463514 1228304 09/30/2029 01997 06/23/2011 INT + 0.0000 15.30 463516 1228304 09/30/2029 02005 06/23/2011 INT + 0.0000 21,183.64 463502 1228304 09/30/2030 02003 06/23/2011 INT + 0.0000 8,284.10 463500 ------------------------ ---------------------- 0.0000 30,499.82 ======================== ====================== 0.0000 30,499.82