Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 89X4045 894503200 01/31/2012 3.200000000 40,000,000.0000 99,005.52 02/28/2011 89X4045 894504700 09/30/2011 4.700000000 20,000,000.0000 389,945.05 02/28/2011 89X4045 894504850 03/31/2012 4.850000000 40,000,000.0000 804,780.22 02/28/2011 89X4045 894505250 09/30/2035 5.250000000 45,000,000.0000 980,048.08 02/28/2011 89X4045 894505400 01/31/2035 5.400000000 40,000,000.0000 167,071.82 02/28/2011 89X4045 894505500 04/30/2035 5.500000000 40,000,000.0000 729,281.77 02/28/2011 89X4045 894505550 04/30/2033 5.550000000 40,000,000.0000 735,911.60 02/28/2011 89X4045 894505600 09/30/2013 5.600000000 52,800,000.0000 1,226,584.62 02/28/2011 89X4045 894505600 09/30/2034 5.600000000 40,000,000.0000 929,230.77 02/28/2011 89X4045 894505750 08/31/2011 5.750000000 50,000,000.0000 0.00 02/28/2011 89X4045 894505850 08/31/2028 5.850000000 218,800,000.0000 0.00 02/28/2011 89X4045 894505900 02/28/2014 5.900000000 60,000,000.0000 0.00 02/28/2011 89X4045 894505950 06/30/2011 5.950000000 25,000,000.0000 242,437.85 02/28/2011 89X4045 894506100 01/31/2013 6.100000000 60,000,000.0000 283,093.92 02/28/2011 89X4045 894506200 05/31/2011 6.200000000 40,000,000.0000 613,186.81 02/28/2011 89X4045 894506400 06/30/2037 6.400000000 35,000,000.0000 365,082.87 02/28/2011 89X4045 894506650 04/30/2028 6.650000000 50,000,000.0000 1,102,209.94 02/28/2011 89X4045 894506700 05/31/2032 6.700000000 98,900,000.0000 1,638,370.88 02/28/2011 ------------------------ ---------------------- 995,500,000.0000 10,306,241.72 A0001 OBLIGATION 89X4045 8945A0001 01/31/2015 00035 2.609000000 15,000,000.0000 30,270.17 02/28/2011 89X4045 8945A0001 01/31/2019 00036 3.714000000 30,000,000.0000 86,181.22 02/28/2011 89X4045 8945A0001 01/31/2019 00037 3.714000000 10,000,000.0000 28,727.07 02/28/2011 89X4045 8945A0001 01/31/2020 00013 3.830000000 50,000,000.0000 148,121.55 02/28/2011 89X4045 8945A0001 01/31/2021 00015 3.999000000 25,000,000.0000 77,328.73 02/28/2011 89X4045 8945A0001 01/31/2022 00014 4.200000000 20,000,000.0000 64,972.38 02/28/2011 89X4045 8945A0001 02/28/2025 00038 4.279000000 10,000,000.0000 0.00 02/28/2011 89X4045 8945A0001 03/31/2020 00039 4.083000000 30,000,000.0000 508,131.59 02/28/2011 89X4045 8945A0001 03/31/2021 00040 4.188000000 15,000,000.0000 260,599.45 02/28/2011 89X4045 8945A0001 04/30/2015 00041 2.677000000 20,000,000.0000 177,480.66 02/28/2011 89X4045 8945A0001 04/30/2020 00042 3.973000000 18,000,000.0000 237,062.98 02/28/2011 89X4045 8945A0001 04/30/2021 00043 4.094000000 22,000,000.0000 298,567.96 02/28/2011 89X4045 8945A0001 04/30/2022 00016 4.253000000 35,000,000.0000 493,441.99 02/28/2011 89X4045 8945A0001 04/30/2023 00017 4.391000000 25,000,000.0000 363,895.03 02/28/2011 89X4045 8945A0001 05/31/2011 00001 3.358000000 35,000,000.0000 290,596.15 02/28/2011 89X4045 8945A0001 05/31/2011 00002 3.358000000 25,000,000.0000 207,568.68 02/28/2011 89X4045 8945A0001 05/31/2011 00003 3.358000000 40,000,000.0000 332,109.89 02/28/2011 89X4045 8945A0001 05/31/2020 00044 3.574000000 15,000,000.0000 132,552.20 02/28/2011 89X4045 8945A0001 05/31/2021 00045 3.694000000 22,000,000.0000 200,937.36 02/28/2011 89X4045 8945A0001 06/30/2012 00004 3.974000000 30,000,000.0000 194,308.84 02/28/2011 89X4045 8945A0001 06/30/2020 00047 3.243000000 10,000,000.0000 52,855.52 02/28/2011 89X4045 8945A0001 06/30/2020 00048 3.243000000 30,000,000.0000 158,566.57 02/28/2011 89X4045 8945A0001 06/30/2021 00046 3.374000000 22,000,000.0000 120,979.34 02/28/2011 89X4045 8945A0001 06/30/2024 00020 4.556000000 20,000,000.0000 148,510.50 02/28/2011 89X4045 8945A0001 06/30/2039 00018 5.192000000 35,000,000.0000 296,173.48 02/28/2011 89X4045 8945A0001 06/30/2039 00019 5.192000000 25,000,000.0000 211,552.49 02/28/2011 89X4045 8945A0001 07/31/2012 00005 3.913000000 30,000,000.0000 90,798.90 02/28/2011 89X4045 8945A0001 07/31/2012 00006 3.913000000 35,000,000.0000 105,932.04 02/28/2011 89X4045 8945A0001 07/31/2019 00021 4.026000000 46,940,000.0000 146,172.72 02/28/2011 89X4045 8945A0001 07/31/2020 00049 3.118000000 50,000,000.0000 120,585.64 02/28/2011 89X4045 8945A0001 07/31/2020 00050 3.118000000 17,000,000.0000 40,999.12 02/28/2011 89X4045 8945A0001 07/31/2022 00051 3.372000000 30,000,000.0000 78,245.30 02/28/2011 89X4045 8945A0001 08/31/2015 00053 1.619000000 20,000,000.0000 0.00 02/28/2011 89X4045 8945A0001 08/31/2015 00055 1.619000000 15,000,000.0000 0.00 02/28/2011 89X4045 8945A0001 08/31/2019 00054 2.646000000 20,000,000.0000 0.00 02/28/2011 89X4045 8945A0001 08/31/2022 00052 3.029000000 20,000,000.0000 0.00 02/28/2011 89X4045 8945A0001 09/30/2011 00008 3.151000000 25,000,000.0000 326,786.40 02/28/2011 89X4045 8945A0001 09/30/2011 00009 3.151000000 10,000,000.0000 130,714.56 02/28/2011 89X4045 8945A0001 09/30/2012 00007 3.444000000 35,000,000.0000 500,042.31 02/28/2011 89X4045 8945A0001 09/30/2012 00010 3.444000000 35,000,000.0000 500,042.31 02/28/2011 89X4045 8945A0001 09/30/2012 00011 3.444000000 20,000,000.0000 285,738.46 02/28/2011 89X4045 8945A0001 09/30/2013 00012 3.701000000 10,000,000.0000 153,530.49 02/28/2011 89X4045 8945A0001 09/30/2014 00023 2.746000000 28,000,000.0000 318,958.46 02/28/2011 89X4045 8945A0001 09/30/2014 00024 2.746000000 15,000,000.0000 170,870.60 02/28/2011 89X4045 8945A0001 09/30/2015 00058 1.534000000 10,000,000.0000 63,635.71 02/28/2011 89X4045 8945A0001 09/30/2019 00022 3.699000000 35,000,000.0000 537,066.35 02/28/2011 89X4045 8945A0001 09/30/2019 00025 3.699000000 25,000,000.0000 383,618.82 02/28/2011 89X4045 8945A0001 09/30/2021 00057 2.883000000 22,000,000.0000 263,113.35 02/28/2011 89X4045 8945A0001 09/30/2023 00056 3.161000000 46,000,000.0000 603,195.22 02/28/2011 89X4045 8945A0001 10/31/2018 00028 3.719000000 24,000,000.0000 295,876.24 02/28/2011 89X4045 8945A0001 10/31/2018 00029 3.719000000 23,000,000.0000 283,548.07 02/28/2011 89X4045 8945A0001 10/31/2019 00026 3.842000000 43,000,000.0000 547,644.20 02/28/2011 89X4045 8945A0001 10/31/2019 00027 3.842000000 20,000,000.0000 254,718.23 02/28/2011 89X4045 8945A0001 10/31/2025 00059 3.494000000 45,000,000.0000 521,204.42 02/28/2011 89X4045 8945A0001 10/31/2034 00060 4.211000000 20,000,000.0000 279,182.32 02/28/2011 89X4045 8945A0001 11/30/2018 00031 3.533000000 15,000,000.0000 131,031.59 02/28/2011 89X4045 8945A0001 11/30/2019 00030 3.637000000 7,000,000.0000 62,948.08 02/28/2011 89X4045 8945A0001 12/31/2018 00033 4.069000000 26,000,000.0000 172,426.69 02/28/2011 89X4045 8945A0001 12/31/2018 00034 4.069000000 13,000,000.0000 86,213.34 02/28/2011 89X4045 8945A0001 12/31/2019 00032 4.194000000 13,000,000.0000 88,861.82 02/28/2011 ------------------------ ---------------------- 1,482,940,000.0000 12,665,193.56 B0001 OBLIGATION 89X4045 8945B0001 02/28/2015 00003 0.174999250 15,000,000.0000 0.00 02/28/2011 89X4045 8945B0001 02/28/2019 00001 0.174999250 10,000,000.0000 0.00 02/28/2011 89X4045 8945B0001 02/28/2019 00002 0.174999250 10,000,000.0000 0.00 02/28/2011 89X4045 8945B0001 08/31/2020 00005 0.174999250 5,000,000.0000 0.00 02/28/2011 89X4045 8945B0001 08/31/2022 00004 0.174999250 5,000,000.0000 0.00 02/28/2011 ------------------------ ---------------------- 45,000,000.0000 0.00 E0003 OBLIGATION 89X4045 8945E0003 04/01/2011 00001 0.145000000 10,000,000.0000 2,350.27 02/28/2011 ------------------------ ---------------------- 10,000,000.0000 2,350.27 A0002 OBLIGATION 89X4045 8945A0002 01/31/2023 00001 4.046000000 40,000,000.0000 125,180.11 02/28/2011 89X4045 8945A0002 01/31/2026 00004 4.440000000 50,000,000.0000 171,712.71 02/28/2011 89X4045 8945A0002 01/31/2036 00003 4.952000000 50,000,000.0000 191,513.81 02/28/2011 89X4045 8945A0002 01/31/2039 00002 5.040000000 35,000,000.0000 136,441.99 02/28/2011 89X4045 8945A0002 02/28/2026 00007 4.398000000 15,000,000.0000 0.00 02/28/2011 89X4045 8945A0002 02/28/2038 00008 4.935000000 55,000,000.0000 0.00 02/28/2011 89X4045 8945A0002 02/28/2040 00006 4.995000000 50,000,000.0000 0.00 02/28/2011 89X4045 8945A0002 09/30/2011 00005 0.244000000 55,000,000.0000 10,380.11 02/28/2011 ------------------------ ---------------------- 350,000,000.0000 635,228.73 ======================== ====================== 2,883,440,000.0000 23,609,014.28 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00