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 0.00 01/31/2011 89X4045 894504700 09/30/2011 4.700000000 20,000,000.0000 317,637.36 01/31/2011 89X4045 894504850 03/31/2012 4.850000000 40,000,000.0000 655,549.45 01/31/2011 89X4045 894505250 09/30/2035 5.250000000 45,000,000.0000 798,317.31 01/31/2011 89X4045 894505400 01/31/2035 5.400000000 40,000,000.0000 0.00 01/31/2011 89X4045 894505500 04/30/2035 5.500000000 40,000,000.0000 559,116.02 01/31/2011 89X4045 894505550 04/30/2033 5.550000000 40,000,000.0000 564,198.90 01/31/2011 89X4045 894505600 09/30/2013 5.600000000 52,800,000.0000 999,138.46 01/31/2011 89X4045 894505600 09/30/2034 5.600000000 40,000,000.0000 756,923.08 01/31/2011 89X4045 894505750 08/31/2011 5.750000000 50,000,000.0000 1,215,124.31 01/31/2011 89X4045 894505850 08/31/2028 5.850000000 218,800,000.0000 5,409,860.22 01/31/2011 89X4045 894505900 02/28/2014 5.900000000 60,000,000.0000 1,496,187.85 01/31/2011 89X4045 894505950 06/30/2011 5.950000000 25,000,000.0000 127,382.60 01/31/2011 89X4045 894506100 01/31/2013 6.100000000 60,000,000.0000 0.00 01/31/2011 89X4045 894506200 05/31/2011 6.200000000 40,000,000.0000 422,417.58 01/31/2011 89X4045 894506400 06/30/2037 6.400000000 35,000,000.0000 191,823.20 01/31/2011 89X4045 894506650 04/30/2028 6.650000000 50,000,000.0000 845,027.62 01/31/2011 89X4045 894506700 05/31/2032 6.700000000 98,900,000.0000 1,128,655.49 01/31/2011 ------------------------ ---------------------- 995,500,000.0000 15,487,359.45 A0001 OBLIGATION 89X4045 8945A0001 01/31/2015 00035 2.609000000 15,000,000.0000 0.00 01/31/2011 89X4045 8945A0001 01/31/2019 00036 3.714000000 30,000,000.0000 0.00 01/31/2011 89X4045 8945A0001 01/31/2019 00037 3.714000000 10,000,000.0000 0.00 01/31/2011 89X4045 8945A0001 01/31/2020 00013 3.830000000 50,000,000.0000 0.00 01/31/2011 89X4045 8945A0001 01/31/2021 00015 3.999000000 25,000,000.0000 0.00 01/31/2011 89X4045 8945A0001 01/31/2022 00014 4.200000000 20,000,000.0000 0.00 01/31/2011 89X4045 8945A0001 02/28/2025 00038 4.279000000 10,000,000.0000 180,852.76 01/31/2011 89X4045 8945A0001 03/31/2020 00039 4.083000000 30,000,000.0000 413,908.52 01/31/2011 89X4045 8945A0001 03/31/2021 00040 4.188000000 15,000,000.0000 212,276.37 01/31/2011 89X4045 8945A0001 04/30/2015 00041 2.677000000 20,000,000.0000 136,068.51 01/31/2011 89X4045 8945A0001 04/30/2020 00042 3.973000000 18,000,000.0000 181,748.29 01/31/2011 89X4045 8945A0001 04/30/2021 00043 4.094000000 22,000,000.0000 228,902.10 01/31/2011 89X4045 8945A0001 04/30/2022 00016 4.253000000 35,000,000.0000 378,305.52 01/31/2011 89X4045 8945A0001 04/30/2023 00017 4.391000000 25,000,000.0000 278,986.19 01/31/2011 89X4045 8945A0001 05/31/2011 00001 3.358000000 35,000,000.0000 200,188.46 01/31/2011 89X4045 8945A0001 05/31/2011 00002 3.358000000 25,000,000.0000 142,991.76 01/31/2011 89X4045 8945A0001 05/31/2011 00003 3.358000000 40,000,000.0000 228,786.81 01/31/2011 89X4045 8945A0001 05/31/2020 00044 3.574000000 15,000,000.0000 91,313.74 01/31/2011 89X4045 8945A0001 05/31/2021 00045 3.694000000 22,000,000.0000 138,423.52 01/31/2011 89X4045 8945A0001 06/30/2012 00004 3.974000000 30,000,000.0000 102,094.48 01/31/2011 89X4045 8945A0001 06/30/2020 00047 3.243000000 10,000,000.0000 27,771.55 01/31/2011 89X4045 8945A0001 06/30/2020 00048 3.243000000 30,000,000.0000 83,314.64 01/31/2011 89X4045 8945A0001 06/30/2021 00046 3.374000000 22,000,000.0000 63,565.41 01/31/2011 89X4045 8945A0001 06/30/2024 00020 4.556000000 20,000,000.0000 78,030.94 01/31/2011 89X4045 8945A0001 06/30/2039 00018 5.192000000 35,000,000.0000 155,616.57 01/31/2011 89X4045 8945A0001 06/30/2039 00019 5.192000000 25,000,000.0000 111,154.70 01/31/2011 89X4045 8945A0001 07/31/2012 00005 3.913000000 30,000,000.0000 0.00 01/31/2011 89X4045 8945A0001 07/31/2012 00006 3.913000000 35,000,000.0000 0.00 01/31/2011 89X4045 8945A0001 07/31/2019 00021 4.026000000 46,940,000.0000 0.00 01/31/2011 89X4045 8945A0001 07/31/2020 00049 3.118000000 50,000,000.0000 0.00 01/31/2011 89X4045 8945A0001 07/31/2020 00050 3.118000000 17,000,000.0000 0.00 01/31/2011 89X4045 8945A0001 07/31/2022 00051 3.372000000 30,000,000.0000 0.00 01/31/2011 89X4045 8945A0001 08/31/2015 00053 1.619000000 20,000,000.0000 136,854.70 01/31/2011 89X4045 8945A0001 08/31/2015 00055 1.619000000 15,000,000.0000 102,641.02 01/31/2011 89X4045 8945A0001 08/31/2019 00054 2.646000000 20,000,000.0000 223,667.40 01/31/2011 89X4045 8945A0001 08/31/2022 00052 3.029000000 20,000,000.0000 256,042.54 01/31/2011 89X4045 8945A0001 09/30/2011 00008 3.151000000 25,000,000.0000 266,190.25 01/31/2011 89X4045 8945A0001 09/30/2011 00009 3.151000000 10,000,000.0000 106,476.10 01/31/2011 89X4045 8945A0001 09/30/2012 00007 3.444000000 35,000,000.0000 407,319.23 01/31/2011 89X4045 8945A0001 09/30/2012 00010 3.444000000 35,000,000.0000 407,319.23 01/31/2011 89X4045 8945A0001 09/30/2012 00011 3.444000000 20,000,000.0000 232,753.85 01/31/2011 89X4045 8945A0001 09/30/2013 00012 3.701000000 10,000,000.0000 125,061.26 01/31/2011 89X4045 8945A0001 09/30/2014 00023 2.746000000 28,000,000.0000 259,813.85 01/31/2011 89X4045 8945A0001 09/30/2014 00024 2.746000000 15,000,000.0000 139,185.99 01/31/2011 89X4045 8945A0001 09/30/2015 00058 1.534000000 10,000,000.0000 51,835.71 01/31/2011 89X4045 8945A0001 09/30/2019 00022 3.699000000 35,000,000.0000 437,477.88 01/31/2011 89X4045 8945A0001 09/30/2019 00025 3.699000000 25,000,000.0000 312,484.20 01/31/2011 89X4045 8945A0001 09/30/2021 00057 2.883000000 22,000,000.0000 214,324.12 01/31/2011 89X4045 8945A0001 09/30/2023 00056 3.161000000 46,000,000.0000 491,344.45 01/31/2011 89X4045 8945A0001 10/31/2018 00028 3.719000000 24,000,000.0000 226,838.45 01/31/2011 89X4045 8945A0001 10/31/2018 00029 3.719000000 23,000,000.0000 217,386.85 01/31/2011 89X4045 8945A0001 10/31/2019 00026 3.842000000 43,000,000.0000 419,860.55 01/31/2011 89X4045 8945A0001 10/31/2019 00027 3.842000000 20,000,000.0000 195,283.98 01/31/2011 89X4045 8945A0001 10/31/2025 00059 3.494000000 45,000,000.0000 399,590.06 01/31/2011 89X4045 8945A0001 10/31/2034 00060 4.211000000 20,000,000.0000 214,039.78 01/31/2011 89X4045 8945A0001 11/30/2018 00031 3.533000000 15,000,000.0000 90,266.21 01/31/2011 89X4045 8945A0001 11/30/2019 00030 3.637000000 7,000,000.0000 43,364.23 01/31/2011 89X4045 8945A0001 12/31/2018 00033 4.069000000 26,000,000.0000 90,597.07 01/31/2011 89X4045 8945A0001 12/31/2018 00034 4.069000000 13,000,000.0000 45,298.54 01/31/2011 89X4045 8945A0001 12/31/2019 00032 4.194000000 13,000,000.0000 46,690.11 01/31/2011 ------------------------ ---------------------- 1,482,940,000.0000 9,594,308.45 B0001 OBLIGATION 89X4045 8945B0001 02/28/2015 00003 0.190000750 15,000,000.0000 4,841.12 01/31/2011 89X4045 8945B0001 02/28/2019 00001 0.190000750 10,000,000.0000 3,227.41 01/31/2011 89X4045 8945B0001 02/28/2019 00002 0.190000750 10,000,000.0000 3,227.41 01/31/2011 89X4045 8945B0001 08/31/2020 00005 0.190000750 5,000,000.0000 1,613.71 01/31/2011 89X4045 8945B0001 08/31/2022 00004 0.190000750 5,000,000.0000 1,613.71 01/31/2011 ------------------------ ---------------------- 45,000,000.0000 14,523.36 E0003 OBLIGATION 89X4045 8945E0003 04/01/2011 00001 0.145000000 10,000,000.0000 1,234.89 01/31/2011 ------------------------ ---------------------- 10,000,000.0000 1,234.89 A0002 OBLIGATION 89X4045 8945A0002 01/31/2023 00001 4.046000000 40,000,000.0000 0.00 01/31/2011 89X4045 8945A0002 01/31/2026 00004 4.440000000 50,000,000.0000 0.00 01/31/2011 89X4045 8945A0002 01/31/2036 00003 4.952000000 50,000,000.0000 0.00 01/31/2011 89X4045 8945A0002 01/31/2039 00002 5.040000000 35,000,000.0000 0.00 01/31/2011 89X4045 8945A0002 09/30/2011 00005 0.244000000 55,000,000.0000 0.00 01/31/2011 ------------------------ ---------------------- 230,000,000.0000 0.00 ======================== ====================== 2,763,440,000.0000 25,097,426.15 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00