Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 91X4290 9190 09/30/2048 02008 3.750001200 8,523,406.8300 239,720.89 06/30/2011 91X4290 9190 09/30/2049 02009 4.830001200 77,163,985.9900 2,795,266.09 06/30/2011 91X4290 9190 09/30/2050 02010 4.190000400 107,905,431.8000 3,390,928.52 06/30/2011 91X4290 9190 09/30/2051 02011 4.190000400 42,106,330.0000 1,323,191.55 06/30/2011 ------------------------ ---------------------- 235,699,154.6200 7,749,107.05 ======================== ====================== 235,699,154.6200 7,749,107.05 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 91X4290 9190 09/30/2048 02008 12/02/2010 INT + 0.0000 189.66 484594 9190 09/30/2048 02008 06/28/2011 INT + 0.0000 9,344.08 484605 9190 09/30/2049 02009 12/02/2010 INT + 0.0000 1,357.62 484596 9190 09/30/2050 02010 12/02/2010 INT + 0.0000 98.75 484598 ------------------------ ---------------------- 0.0000 10,990.11 ======================== ====================== 0.0000 10,990.11