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 424,309.39 05/31/2011 89X4045 894504700 09/30/2011 4.700000000 20,000,000.0000 156,666.67 05/31/2011 89X4045 894504850 03/31/2012 4.850000000 40,000,000.0000 323,333.33 05/31/2011 89X4045 894505250 09/30/2035 5.250000000 45,000,000.0000 393,750.00 05/31/2011 89X4045 894505400 01/31/2035 5.400000000 40,000,000.0000 716,022.10 05/31/2011 89X4045 894505500 04/30/2035 5.500000000 40,000,000.0000 185,326.09 05/31/2011 89X4045 894505550 04/30/2033 5.550000000 40,000,000.0000 187,010.87 05/31/2011 89X4045 894505600 09/30/2013 5.600000000 52,800,000.0000 492,800.00 05/31/2011 89X4045 894505600 09/30/2034 5.600000000 40,000,000.0000 373,333.33 05/31/2011 89X4045 894505750 08/31/2011 5.750000000 50,000,000.0000 718,750.00 05/31/2011 89X4045 894505850 08/31/2028 5.850000000 218,800,000.0000 3,199,950.00 05/31/2011 89X4045 894505900 02/28/2014 5.900000000 60,000,000.0000 885,000.00 05/31/2011 89X4045 894505950 06/30/2011 5.950000000 25,000,000.0000 620,476.52 05/31/2011 89X4045 894506100 01/31/2013 6.100000000 60,000,000.0000 1,213,259.67 05/31/2011 89X4045 894506400 06/30/2037 6.400000000 35,000,000.0000 934,364.64 05/31/2011 89X4045 894506650 04/30/2028 6.650000000 50,000,000.0000 280,095.11 05/31/2011 89X4045 894506700 05/31/2032 6.700000000 98,900,000.0000 0.00 05/31/2011 ------------------------ ---------------------- 955,500,000.0000 11,104,447.72 A0001 OBLIGATION 89X4045 8945A0001 01/31/2015 00035 2.609000000 15,000,000.0000 129,729.28 05/31/2011 89X4045 8945A0001 01/31/2019 00036 3.714000000 30,000,000.0000 369,348.07 05/31/2011 89X4045 8945A0001 01/31/2019 00037 3.714000000 10,000,000.0000 123,116.02 05/31/2011 89X4045 8945A0001 01/31/2020 00013 3.830000000 50,000,000.0000 634,806.63 05/31/2011 89X4045 8945A0001 01/31/2021 00015 3.999000000 25,000,000.0000 331,408.84 05/31/2011 89X4045 8945A0001 01/31/2022 00014 4.200000000 20,000,000.0000 278,453.04 05/31/2011 89X4045 8945A0001 02/28/2025 00038 4.279000000 10,000,000.0000 106,975.00 05/31/2011 89X4045 8945A0001 03/31/2020 00039 4.083000000 30,000,000.0000 204,150.00 05/31/2011 89X4045 8945A0001 03/31/2021 00040 4.188000000 15,000,000.0000 104,700.00 05/31/2011 89X4045 8945A0001 04/30/2015 00041 2.677000000 20,000,000.0000 45,101.63 05/31/2011 89X4045 8945A0001 04/30/2020 00042 3.973000000 18,000,000.0000 60,242.77 05/31/2011 89X4045 8945A0001 04/30/2021 00043 4.094000000 22,000,000.0000 75,872.50 05/31/2011 89X4045 8945A0001 04/30/2022 00016 4.253000000 35,000,000.0000 125,394.16 05/31/2011 89X4045 8945A0001 04/30/2023 00017 4.391000000 25,000,000.0000 92,473.51 05/31/2011 89X4045 8945A0001 05/31/2020 00044 3.574000000 15,000,000.0000 0.00 05/31/2011 89X4045 8945A0001 05/31/2021 00045 3.694000000 22,000,000.0000 0.00 05/31/2011 89X4045 8945A0001 06/30/2012 00004 3.974000000 30,000,000.0000 497,298.90 05/31/2011 89X4045 8945A0001 06/30/2020 00047 3.243000000 10,000,000.0000 135,274.31 05/31/2011 89X4045 8945A0001 06/30/2020 00048 3.243000000 30,000,000.0000 405,822.93 05/31/2011 89X4045 8945A0001 06/30/2021 00046 3.374000000 22,000,000.0000 309,625.08 05/31/2011 89X4045 8945A0001 06/30/2024 00020 4.556000000 20,000,000.0000 380,086.19 05/31/2011 89X4045 8945A0001 06/30/2039 00018 5.192000000 35,000,000.0000 758,003.31 05/31/2011 89X4045 8945A0001 06/30/2039 00019 5.192000000 25,000,000.0000 541,430.94 05/31/2011 89X4045 8945A0001 07/31/2012 00005 3.913000000 30,000,000.0000 389,138.12 05/31/2011 89X4045 8945A0001 07/31/2012 00006 3.913000000 35,000,000.0000 453,994.48 05/31/2011 89X4045 8945A0001 07/31/2019 00021 4.026000000 46,940,000.0000 626,454.50 05/31/2011 89X4045 8945A0001 07/31/2020 00049 3.118000000 50,000,000.0000 516,795.58 05/31/2011 89X4045 8945A0001 07/31/2020 00050 3.118000000 17,000,000.0000 175,710.50 05/31/2011 89X4045 8945A0001 07/31/2022 00051 3.372000000 30,000,000.0000 335,337.02 05/31/2011 89X4045 8945A0001 08/31/2015 00053 1.619000000 20,000,000.0000 80,950.00 05/31/2011 89X4045 8945A0001 08/31/2015 00055 1.619000000 15,000,000.0000 60,712.50 05/31/2011 89X4045 8945A0001 08/31/2019 00054 2.646000000 20,000,000.0000 132,300.00 05/31/2011 89X4045 8945A0001 08/31/2022 00052 3.029000000 20,000,000.0000 151,450.00 05/31/2011 89X4045 8945A0001 09/30/2011 00008 3.151000000 25,000,000.0000 131,291.67 05/31/2011 89X4045 8945A0001 09/30/2011 00009 3.151000000 10,000,000.0000 52,516.67 05/31/2011 89X4045 8945A0001 09/30/2012 00007 3.444000000 35,000,000.0000 200,900.00 05/31/2011 89X4045 8945A0001 09/30/2012 00010 3.444000000 35,000,000.0000 200,900.00 05/31/2011 89X4045 8945A0001 09/30/2012 00011 3.444000000 20,000,000.0000 114,800.00 05/31/2011 89X4045 8945A0001 09/30/2013 00012 3.701000000 10,000,000.0000 61,683.33 05/31/2011 89X4045 8945A0001 09/30/2014 00023 2.746000000 28,000,000.0000 128,146.67 05/31/2011 89X4045 8945A0001 09/30/2014 00024 2.746000000 15,000,000.0000 68,650.00 05/31/2011 89X4045 8945A0001 09/30/2015 00058 1.534000000 10,000,000.0000 25,566.67 05/31/2011 89X4045 8945A0001 09/30/2019 00022 3.699000000 35,000,000.0000 215,775.00 05/31/2011 89X4045 8945A0001 09/30/2019 00025 3.699000000 25,000,000.0000 154,125.00 05/31/2011 89X4045 8945A0001 09/30/2021 00057 2.883000000 22,000,000.0000 105,710.00 05/31/2011 89X4045 8945A0001 09/30/2023 00056 3.161000000 46,000,000.0000 242,343.33 05/31/2011 89X4045 8945A0001 10/31/2018 00028 3.719000000 24,000,000.0000 75,188.48 05/31/2011 89X4045 8945A0001 10/31/2018 00029 3.719000000 23,000,000.0000 72,055.63 05/31/2011 89X4045 8945A0001 10/31/2019 00026 3.842000000 43,000,000.0000 139,168.10 05/31/2011 89X4045 8945A0001 10/31/2019 00027 3.842000000 20,000,000.0000 64,729.35 05/31/2011 89X4045 8945A0001 10/31/2025 00059 3.494000000 45,000,000.0000 132,449.18 05/31/2011 89X4045 8945A0001 10/31/2034 00060 4.211000000 20,000,000.0000 70,946.20 05/31/2011 89X4045 8945A0001 11/30/2018 00031 3.533000000 15,000,000.0000 0.00 05/31/2011 89X4045 8945A0001 11/30/2019 00030 3.637000000 7,000,000.0000 0.00 05/31/2011 89X4045 8945A0001 12/31/2018 00033 4.069000000 26,000,000.0000 441,295.41 05/31/2011 89X4045 8945A0001 12/31/2018 00034 4.069000000 13,000,000.0000 220,647.71 05/31/2011 89X4045 8945A0001 12/31/2019 00032 4.194000000 13,000,000.0000 227,426.02 05/31/2011 ------------------------ ---------------------- 1,382,940,000.0000 11,778,470.23 B0001 OBLIGATION 89X4045 8945B0001 02/28/2015 00003 0.052567665 15,000,000.0000 0.00 05/31/2011 89X4045 8945B0001 02/28/2019 00001 0.052567665 10,000,000.0000 0.00 05/31/2011 89X4045 8945B0001 02/28/2019 00002 0.052567665 10,000,000.0000 0.00 05/31/2011 89X4045 8945B0001 08/31/2020 00005 0.052567665 5,000,000.0000 0.00 05/31/2011 89X4045 8945B0001 08/31/2022 00004 0.052567665 5,000,000.0000 0.00 05/31/2011 ------------------------ ---------------------- 45,000,000.0000 0.00 E0003 OBLIGATION 89X4045 8945E0003 08/19/2011 00002 0.055000000 100,000,000.0000 1,823.20 05/31/2011 ------------------------ ---------------------- 100,000,000.0000 1,823.20 A0002 OBLIGATION 89X4045 8945A0002 01/31/2023 00001 4.046000000 40,000,000.0000 536,486.19 05/31/2011 89X4045 8945A0002 01/31/2026 00004 4.440000000 50,000,000.0000 735,911.60 05/31/2011 89X4045 8945A0002 01/31/2036 00003 4.952000000 50,000,000.0000 820,773.48 05/31/2011 89X4045 8945A0002 01/31/2039 00002 5.040000000 35,000,000.0000 584,751.38 05/31/2011 89X4045 8945A0002 02/28/2026 00007 4.398000000 15,000,000.0000 164,925.00 05/31/2011 89X4045 8945A0002 02/28/2038 00008 4.935000000 55,000,000.0000 678,562.50 05/31/2011 89X4045 8945A0002 02/28/2040 00006 4.995000000 50,000,000.0000 624,375.00 05/31/2011 89X4045 8945A0002 04/30/2023 00010 3.932000000 35,000,000.0000 115,929.89 05/31/2011 89X4045 8945A0002 04/30/2039 00009 4.794000000 40,000,000.0000 161,536.96 05/31/2011 89X4045 8945A0002 09/30/2011 00005 0.244000000 55,000,000.0000 22,366.67 05/31/2011 89X4045 8945A0002 09/30/2011 00011 0.076000000 140,000,000.0000 0.00 05/31/2011 ------------------------ ---------------------- 565,000,000.0000 4,445,618.67 ======================== ====================== 3,048,440,000.0000 27,330,359.82 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00