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 07/31/2011 89X4045 894504700 09/30/2011 4.700000000 20,000,000.0000 313,333.33 07/31/2011 89X4045 894504850 03/31/2012 4.850000000 40,000,000.0000 646,666.67 07/31/2011 89X4045 894505250 09/30/2035 5.250000000 45,000,000.0000 787,500.00 07/31/2011 89X4045 894505400 01/31/2035 5.400000000 40,000,000.0000 0.00 07/31/2011 89X4045 894505500 04/30/2035 5.500000000 40,000,000.0000 550,000.00 07/31/2011 89X4045 894505550 04/30/2033 5.550000000 40,000,000.0000 555,000.00 07/31/2011 89X4045 894505600 09/30/2013 5.600000000 52,800,000.0000 985,600.00 07/31/2011 89X4045 894505600 09/30/2034 5.600000000 40,000,000.0000 746,666.67 07/31/2011 89X4045 894505750 08/31/2011 5.750000000 50,000,000.0000 1,195,312.50 07/31/2011 89X4045 894505850 08/31/2028 5.850000000 218,800,000.0000 5,321,655.98 07/31/2011 89X4045 894505900 02/28/2014 5.900000000 60,000,000.0000 1,471,793.48 07/31/2011 89X4045 894506100 01/31/2013 6.100000000 60,000,000.0000 0.00 07/31/2011 89X4045 894506400 06/30/2037 6.400000000 35,000,000.0000 188,695.65 07/31/2011 89X4045 894506650 04/30/2028 6.650000000 50,000,000.0000 831,250.00 07/31/2011 89X4045 894506700 05/31/2032 6.700000000 98,900,000.0000 1,104,383.33 07/31/2011 ------------------------ ---------------------- 930,500,000.0000 14,697,857.61 A0001 OBLIGATION 89X4045 8945A0001 01/31/2015 00035 2.609000000 15,000,000.0000 0.00 07/31/2011 89X4045 8945A0001 01/31/2019 00036 3.714000000 30,000,000.0000 0.00 07/31/2011 89X4045 8945A0001 01/31/2019 00037 3.714000000 10,000,000.0000 0.00 07/31/2011 89X4045 8945A0001 01/31/2020 00013 3.830000000 50,000,000.0000 0.00 07/31/2011 89X4045 8945A0001 01/31/2021 00015 3.999000000 25,000,000.0000 0.00 07/31/2011 89X4045 8945A0001 01/31/2022 00014 4.200000000 20,000,000.0000 0.00 07/31/2011 89X4045 8945A0001 02/28/2025 00038 4.279000000 10,000,000.0000 177,904.08 07/31/2011 89X4045 8945A0001 03/31/2020 00039 4.083000000 30,000,000.0000 408,300.00 07/31/2011 89X4045 8945A0001 03/31/2021 00040 4.188000000 15,000,000.0000 209,400.00 07/31/2011 89X4045 8945A0001 04/30/2015 00041 2.677000000 20,000,000.0000 133,850.00 07/31/2011 89X4045 8945A0001 04/30/2020 00042 3.973000000 18,000,000.0000 178,785.00 07/31/2011 89X4045 8945A0001 04/30/2021 00043 4.094000000 22,000,000.0000 225,170.00 07/31/2011 89X4045 8945A0001 04/30/2022 00016 4.253000000 35,000,000.0000 372,137.50 07/31/2011 89X4045 8945A0001 04/30/2023 00017 4.391000000 25,000,000.0000 274,437.50 07/31/2011 89X4045 8945A0001 05/31/2020 00044 3.574000000 15,000,000.0000 89,350.00 07/31/2011 89X4045 8945A0001 05/31/2021 00045 3.694000000 22,000,000.0000 135,446.67 07/31/2011 89X4045 8945A0001 06/30/2012 00004 3.974000000 30,000,000.0000 100,429.89 07/31/2011 89X4045 8945A0001 06/30/2020 00047 3.243000000 10,000,000.0000 27,318.75 07/31/2011 89X4045 8945A0001 06/30/2020 00048 3.243000000 30,000,000.0000 81,956.25 07/31/2011 89X4045 8945A0001 06/30/2021 00046 3.374000000 22,000,000.0000 62,529.02 07/31/2011 89X4045 8945A0001 06/30/2024 00020 4.556000000 20,000,000.0000 76,758.70 07/31/2011 89X4045 8945A0001 06/30/2026 00061 4.205000000 15,000,000.0000 53,133.83 07/31/2011 89X4045 8945A0001 06/30/2039 00018 5.192000000 35,000,000.0000 153,079.35 07/31/2011 89X4045 8945A0001 06/30/2039 00019 5.192000000 25,000,000.0000 109,342.39 07/31/2011 89X4045 8945A0001 07/31/2012 00005 3.913000000 30,000,000.0000 0.00 07/31/2011 89X4045 8945A0001 07/31/2012 00006 3.913000000 35,000,000.0000 0.00 07/31/2011 89X4045 8945A0001 07/31/2019 00021 4.026000000 46,940,000.0000 0.00 07/31/2011 89X4045 8945A0001 07/31/2020 00049 3.118000000 50,000,000.0000 0.00 07/31/2011 89X4045 8945A0001 07/31/2020 00050 3.118000000 17,000,000.0000 0.00 07/31/2011 89X4045 8945A0001 07/31/2022 00051 3.372000000 30,000,000.0000 0.00 07/31/2011 89X4045 8945A0001 08/31/2015 00053 1.619000000 20,000,000.0000 134,623.37 07/31/2011 89X4045 8945A0001 08/31/2015 00055 1.619000000 15,000,000.0000 100,967.53 07/31/2011 89X4045 8945A0001 08/31/2019 00054 2.646000000 20,000,000.0000 220,020.65 07/31/2011 89X4045 8945A0001 08/31/2022 00052 3.029000000 20,000,000.0000 251,867.93 07/31/2011 89X4045 8945A0001 09/30/2011 00008 3.151000000 25,000,000.0000 262,583.33 07/31/2011 89X4045 8945A0001 09/30/2011 00009 3.151000000 10,000,000.0000 105,033.33 07/31/2011 89X4045 8945A0001 09/30/2012 00007 3.444000000 35,000,000.0000 401,800.00 07/31/2011 89X4045 8945A0001 09/30/2012 00010 3.444000000 35,000,000.0000 401,800.00 07/31/2011 89X4045 8945A0001 09/30/2012 00011 3.444000000 20,000,000.0000 229,600.00 07/31/2011 89X4045 8945A0001 09/30/2013 00012 3.701000000 10,000,000.0000 123,366.67 07/31/2011 89X4045 8945A0001 09/30/2014 00023 2.746000000 28,000,000.0000 256,293.33 07/31/2011 89X4045 8945A0001 09/30/2014 00024 2.746000000 15,000,000.0000 137,300.00 07/31/2011 89X4045 8945A0001 09/30/2015 00058 1.534000000 10,000,000.0000 51,133.33 07/31/2011 89X4045 8945A0001 09/30/2019 00022 3.699000000 35,000,000.0000 431,550.00 07/31/2011 89X4045 8945A0001 09/30/2019 00025 3.699000000 25,000,000.0000 308,250.00 07/31/2011 89X4045 8945A0001 09/30/2021 00057 2.883000000 22,000,000.0000 211,420.00 07/31/2011 89X4045 8945A0001 09/30/2023 00056 3.161000000 46,000,000.0000 484,686.67 07/31/2011 89X4045 8945A0001 10/31/2018 00028 3.719000000 24,000,000.0000 223,140.00 07/31/2011 89X4045 8945A0001 10/31/2018 00029 3.719000000 23,000,000.0000 213,842.50 07/31/2011 89X4045 8945A0001 10/31/2019 00026 3.842000000 43,000,000.0000 413,015.00 07/31/2011 89X4045 8945A0001 10/31/2019 00027 3.842000000 20,000,000.0000 192,100.00 07/31/2011 89X4045 8945A0001 10/31/2025 00059 3.494000000 45,000,000.0000 393,075.00 07/31/2011 89X4045 8945A0001 10/31/2034 00060 4.211000000 20,000,000.0000 210,550.00 07/31/2011 89X4045 8945A0001 11/30/2018 00031 3.533000000 15,000,000.0000 88,325.00 07/31/2011 89X4045 8945A0001 11/30/2019 00030 3.637000000 7,000,000.0000 42,431.67 07/31/2011 89X4045 8945A0001 12/31/2018 00033 4.069000000 26,000,000.0000 89,119.95 07/31/2011 89X4045 8945A0001 12/31/2018 00034 4.069000000 13,000,000.0000 44,559.97 07/31/2011 89X4045 8945A0001 12/31/2019 00032 4.194000000 13,000,000.0000 45,928.86 07/31/2011 ------------------------ ---------------------- 1,397,940,000.0000 8,937,713.02 B0001 OBLIGATION 89X4045 8945B0001 02/28/2015 00003 0.052567665 15,000,000.0000 1,317.80 07/31/2011 89X4045 8945B0001 02/28/2019 00001 0.052567665 10,000,000.0000 878.53 07/31/2011 89X4045 8945B0001 02/28/2019 00002 0.052567665 10,000,000.0000 878.53 07/31/2011 89X4045 8945B0001 08/31/2020 00005 0.052567665 5,000,000.0000 439.27 07/31/2011 89X4045 8945B0001 08/31/2022 00004 0.052567665 5,000,000.0000 439.27 07/31/2011 ------------------------ ---------------------- 45,000,000.0000 3,953.40 E0003 OBLIGATION 89X4045 8945E0003 08/19/2011 00002 0.055000000 100,000,000.0000 11,091.16 07/31/2011 ------------------------ ---------------------- 100,000,000.0000 11,091.16 A0002 OBLIGATION 89X4045 8945A0002 01/31/2023 00001 4.046000000 40,000,000.0000 0.00 07/31/2011 89X4045 8945A0002 01/31/2026 00004 4.440000000 50,000,000.0000 0.00 07/31/2011 89X4045 8945A0002 01/31/2036 00003 4.952000000 50,000,000.0000 0.00 07/31/2011 89X4045 8945A0002 01/31/2039 00002 5.040000000 35,000,000.0000 0.00 07/31/2011 89X4045 8945A0002 02/28/2026 00007 4.398000000 15,000,000.0000 274,277.45 07/31/2011 89X4045 8945A0002 02/28/2038 00008 4.935000000 55,000,000.0000 1,128,478.94 07/31/2011 89X4045 8945A0002 02/28/2040 00006 4.995000000 50,000,000.0000 1,038,362.77 07/31/2011 89X4045 8945A0002 04/30/2023 00010 3.932000000 35,000,000.0000 344,050.00 07/31/2011 89X4045 8945A0002 04/30/2039 00009 4.794000000 40,000,000.0000 479,400.00 07/31/2011 89X4045 8945A0002 06/30/2016 00015 1.957000000 20,000,000.0000 32,971.20 07/31/2011 89X4045 8945A0002 06/30/2036 00012 4.629000000 30,000,000.0000 116,982.88 07/31/2011 89X4045 8945A0002 06/30/2036 00016 4.629000000 50,000,000.0000 194,971.47 07/31/2011 89X4045 8945A0002 06/30/2038 00014 4.700000000 30,000,000.0000 118,777.17 07/31/2011 89X4045 8945A0002 06/30/2040 00013 4.775000000 25,000,000.0000 100,560.46 07/31/2011 89X4045 8945A0002 09/30/2011 00005 0.244000000 55,000,000.0000 44,733.33 07/31/2011 89X4045 8945A0002 09/30/2011 00011 0.076000000 140,000,000.0000 17,733.33 07/31/2011 89X4045 8945A0002 09/30/2011 00017 0.072000000 25,000,000.0000 1,524.59 07/31/2011 ------------------------ ---------------------- 745,000,000.0000 3,892,823.59 ======================== ====================== 3,218,440,000.0000 27,543,438.78 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00