Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 10A SUB-COHORT 73X4149 734910A 09/30/2017 01992 7.229998800 177,000.0000 6,398.55 03/31/2011 73X4149 734910A 09/30/2018 01993 6.699999600 632,000.0000 21,172.00 03/31/2011 73X4149 734910A 09/30/2019 01994 7.030000800 2,129,000.0000 74,834.36 03/31/2011 73X4149 734910A 09/30/2020 01995 7.210000800 865,000.0000 31,183.25 03/31/2011 73X4149 734910A 09/30/2021 01996 6.840000000 4,871,000.0000 166,588.20 03/31/2011 73X4149 734910A 09/30/2022 01997 6.540001200 14,774,000.0000 483,109.89 03/31/2011 73X4149 734910A 09/30/2023 01998 5.919998400 24,283,000.0000 718,776.61 03/31/2011 73X4149 734910A 09/30/2024 01999 5.979999600 45,445,000.0000 1,358,805.41 03/31/2011 73X4149 734910A 09/30/2025 02000 6.199999200 67,900,000.0000 2,104,899.73 03/31/2011 73X4149 734910A 09/30/2026 02001 4.770000000 77,000,000.0000 1,836,450.00 03/31/2011 73X4149 734910A 09/30/2027 02002 3.830000400 89,925,000.0000 1,722,063.93 03/31/2011 73X4149 734910A 09/30/2028 02003 2.980000800 80,500,000.0000 1,199,450.32 03/31/2011 73X4149 734910A 09/30/2029 02004 3.390001200 167,000,000.0000 2,830,651.00 03/31/2011 73X4149 734910A 09/30/2030 02005 4.039999200 328,500,000.0000 6,635,698.69 03/31/2011 73X4149 734910A 09/30/2031 02006 4.740001200 490,000,000.0000 11,613,002.94 03/31/2011 73X4149 734910A 09/30/2032 02007 4.280000400 502,090,000.0000 10,744,727.00 03/31/2011 73X4149 734910A 09/30/2033 02008 2.750000400 7,700,000.0000 105,875.02 03/31/2011 ------------------------ ---------------------- 1,903,791,000.0000 41,653,686.90 32B SUB-COHORT 73X4149 734932B 09/30/2020 01995 6.860001600 5,000,000.0000 171,500.04 03/31/2011 73X4149 734932B 09/30/2021 01996 6.689998800 200,000.0000 6,690.00 03/31/2011 73X4149 734932B 09/30/2023 01998 5.879998800 19,451,000.0000 571,859.28 03/31/2011 73X4149 734932B 09/30/2024 01999 6.040000800 40,250,000.0000 1,215,550.16 03/31/2011 73X4149 734932B 09/30/2025 02000 5.720000400 46,750,000.0000 1,337,050.09 03/31/2011 73X4149 734932B 09/30/2026 02001 2.279998800 181,606,000.0000 2,070,307.31 03/31/2011 73X4149 734932B 09/30/2027 02002 3.920000400 230,500,000.0000 4,517,800.46 03/31/2011 73X4149 734932B 09/30/2028 02003 1.310000400 110,000,000.0000 720,500.22 03/31/2011 73X4149 734932B 09/30/2029 02004 4.280000400 97,000,000.0000 2,075,800.19 03/31/2011 ------------------------ ---------------------- 730,757,000.0000 12,687,057.75 52A SUB-COHORT 73X4149 734952A 09/30/2017 01992 6.840000000 541,000.0000 18,502.20 03/31/2011 73X4149 734952A 09/30/2019 01994 7.130001600 1,022,000.0000 36,434.31 03/31/2011 73X4149 734952A 09/30/2020 01995 6.909998400 2,223,000.0000 76,804.63 03/31/2011 73X4149 734952A 09/30/2021 01996 6.689998800 4,871,000.0000 162,934.92 03/31/2011 73X4149 734952A 09/30/2022 01997 6.149998800 7,919,000.0000 243,509.20 03/31/2011 73X4149 734952A 09/30/2023 01998 5.950000800 10,605,000.0000 315,498.79 03/31/2011 73X4149 734952A 09/30/2024 01999 6.090001200 22,119,000.0000 673,523.68 03/31/2011 73X4149 734952A 09/30/2025 02000 5.889999600 17,350,000.0000 510,957.47 03/31/2011 73X4149 734952A 09/30/2026 02001 5.379998400 40,858,000.0000 1,099,079.87 03/31/2011 73X4149 734952A 09/30/2027 02002 4.529998800 29,215,000.0000 661,719.57 03/31/2011 73X4149 734952A 09/30/2028 02003 4.259998800 47,784,000.0000 1,017,798.91 03/31/2011 73X4149 734952A 09/30/2029 02004 5.240001600 103,800,000.0000 2,719,560.83 03/31/2011 73X4149 734952A 09/30/2030 02005 4.960000800 193,500,000.0000 4,798,800.77 03/31/2011 73X4149 734952A 09/30/2031 02006 4.089999600 258,500,000.0000 5,286,324.48 03/31/2011 73X4149 734952A 09/30/2032 02007 4.340001600 175,000,000.0000 3,797,501.40 03/31/2011 73X4149 734952A 09/30/2033 02008 4.950000000 35,000,000.0000 866,250.00 03/31/2011 ------------------------ ---------------------- 950,307,000.0000 22,285,201.03 10J SUB-COHORT 73X4149 734910J 09/30/2027 02002 3.800001600 17,825,000.0000 338,675.14 03/31/2011 73X4149 734910J 09/30/2028 02003 2.710000800 20,535,000.0000 278,249.33 03/31/2011 ------------------------ ---------------------- 38,360,000.0000 616,924.47 30A SUB-COHORT 73X4149 734930A 09/30/2017 01992 7.589998800 270,000.0000 10,246.50 03/31/2011 73X4149 734930A 09/30/2018 01993 6.649999200 623,000.0000 20,714.75 03/31/2011 73X4149 734930A 09/30/2019 01994 6.770001600 537,000.0000 18,177.45 03/31/2011 73X4149 734930A 09/30/2020 01995 7.260001200 100,000.0000 3,630.00 03/31/2011 73X4149 734930A 09/30/2021 01996 6.639998400 44,000.0000 1,460.80 03/31/2011 73X4149 734930A 09/30/2022 01997 6.770001600 6,670,000.0000 225,779.55 03/31/2011 73X4149 734930A 09/30/2023 01998 5.879998800 16,113,000.0000 473,722.10 03/31/2011 73X4149 734930A 09/30/2024 01999 5.969998800 13,500,000.0000 402,974.92 03/31/2011 73X4149 734930A 09/30/2025 02000 5.609998800 9,000,000.0000 252,449.95 03/31/2011 73X4149 734930A 09/30/2026 02001 4.759999200 5,000,000.0000 118,999.98 03/31/2011 73X4149 734930A 09/30/2027 02002 4.100000400 1,500,000.0000 30,750.00 03/31/2011 ------------------------ ---------------------- 53,357,000.0000 1,558,906.00 11A SUB-COHORT 73X4149 734911A 09/30/2021 01996 6.850000800 9,000.0000 308.25 03/31/2011 73X4149 734911A 09/30/2022 01997 6.519999600 9,000.0000 293.40 03/31/2011 73X4149 734911A 09/30/2024 01999 5.960001600 200,000.0000 5,960.00 03/31/2011 73X4149 734911A 09/30/2025 02000 6.130000800 40,000.0000 1,226.00 03/31/2011 73X4149 734911A 09/30/2026 02001 4.640000400 45,000.0000 1,044.00 03/31/2011 ------------------------ ---------------------- 303,000.0000 8,831.65 53 SUB-COHORT 73X4149 734953 09/30/2022 01997 6.480000000 13,000.0000 421.20 03/31/2011 ------------------------ ---------------------- 13,000.0000 421.20 50 SUB-COHORT 73X4149 734950 09/30/2020 01995 7.070000400 2,000.0000 70.70 03/31/2011 ------------------------ ---------------------- 2,000.0000 70.70 ======================== ====================== 3,676,890,000.0000 78,811,099.70 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 73X4149 7349J01 09/30/2033 02008 03/30/2011 INT + 0.0000 88,875.02 464841 734910A 09/30/2017 01992 03/30/2011 INT + 0.0000 18,074.99 464767 734910A 09/30/2018 01993 03/30/2011 INT + 0.0000 33,499.99 464769 734910A 09/30/2020 01995 03/30/2011 INT + 0.0000 72,100.00 464771 734910A 09/30/2021 01996 03/30/2011 INT + 0.0000 85,500.00 464773 734910A 09/30/2022 01997 03/30/2011 INT + 0.0000 130,800.02 464775 734910A 09/30/2023 01998 03/30/2011 INT + 0.0000 14,799.99 464777 734910A 09/30/2024 01999 03/30/2011 INT + 0.0000 14,949.99 464779 734910A 09/30/2035 02010 03/30/2011 INT + 0.0000 2,849.99 464781 734911A 09/30/2021 01996 03/30/2011 INT + 0.0000 308.25 464783 734911A 09/30/2022 01997 03/30/2011 INT + 0.0000 325.99 464785 734911A 09/30/2023 01998 03/30/2011 INT + 0.0000 8,925.00 464787 734911A 09/30/2024 01999 03/30/2011 INT + 0.0000 2,980.00 464789 734911A 09/30/2025 02000 03/30/2011 INT + 0.0000 1,379.25 464791 734911A 09/30/2026 02001 03/30/2011 INT + 0.0000 1,276.00 464793 734930A 09/30/2017 01992 03/30/2011 INT + 0.0000 3,415.49 464795 734930A 09/30/2018 01993 03/30/2011 INT + 0.0000 16,624.99 464797 734930A 09/30/2019 01994 03/30/2011 INT + 0.0000 84,625.02 464799 734930A 09/30/2020 01995 03/30/2011 INT + 0.0000 14,520.00 464801 734930A 09/30/2021 01996 03/30/2011 INT + 0.0000 2,655.99 464803 734930A 09/30/2022 01997 03/30/2011 INT + 0.0000 135,400.03 464805 734930A 09/30/2023 01998 03/30/2011 INT + 0.0000 734,999.85 464807 734930A 09/30/2024 01999 03/30/2011 INT + 0.0000 298,499.94 464809 734930A 09/30/2025 02000 03/30/2011 INT + 0.0000 168,299.96 464811 734930A 09/30/2026 02001 03/30/2011 INT + 0.0000 214,199.96 464813 734930A 09/30/2027 02002 03/30/2011 INT + 0.0000 61,500.00 464815 734930A 09/30/2028 02003 03/30/2011 INT + 0.0000 26,249.99 464817 734932B 09/30/2020 01995 03/30/2011 INT + 0.0000 686,000.16 464819 734932B 09/30/2021 01996 03/30/2011 INT + 0.0000 20,069.99 464821 734932B 09/30/2022 01997 03/30/2011 INT + 0.0000 285,750.01 464823 734932B 09/30/2023 01998 03/30/2011 INT + 0.0000 22,049.99 464825 734932B 09/30/2025 02000 03/30/2011 INT + 0.0000 2,230,800.15 464827 734932B 09/30/2026 02001 03/30/2011 INT + 0.0000 740,999.61 464829 734932B 09/30/2028 02003 03/30/2011 INT + 0.0000 98,250.03 464831 734950 09/30/2020 01995 03/30/2011 INT + 0.0000 106.05 464833 734952A 09/30/2017 01992 03/30/2011 INT + 0.0000 34,200.00 464835 734953 09/30/2022 01997 03/30/2011 INT + 0.0000 486.00 464837 734953 09/30/2023 01998 03/30/2011 INT + 0.0000 568.09 464839 ------------------------ ---------------------- 0.0000 6,356,915.78 ======================== ====================== 0.0000 6,356,915.78