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 4,265.70 01/31/2012 73X4149 734910A 09/30/2018 01993 6.699999600 632,000.0000 14,114.67 01/31/2012 73X4149 734910A 09/30/2019 01994 7.030000800 2,129,000.0000 49,889.57 01/31/2012 73X4149 734910A 09/30/2020 01995 7.210000800 865,000.0000 20,788.84 01/31/2012 73X4149 734910A 09/30/2021 01996 6.840000000 4,871,000.0000 111,058.80 01/31/2012 73X4149 734910A 09/30/2022 01997 6.540001200 14,774,000.0000 322,073.26 01/31/2012 73X4149 734910A 09/30/2023 01998 5.919998400 24,283,000.0000 479,184.40 01/31/2012 73X4149 734910A 09/30/2024 01999 5.979999600 45,445,000.0000 905,870.27 01/31/2012 73X4149 734910A 09/30/2025 02000 6.199999200 67,900,000.0000 1,403,266.49 01/31/2012 73X4149 734910A 09/30/2026 02001 4.770000000 77,000,000.0000 1,224,300.00 01/31/2012 73X4149 734910A 09/30/2027 02002 3.830000400 89,925,000.0000 1,148,042.62 01/31/2012 73X4149 734910A 09/30/2028 02003 2.980000800 80,500,000.0000 799,633.55 01/31/2012 73X4149 734910A 09/30/2029 02004 3.390001200 167,000,000.0000 1,887,100.67 01/31/2012 73X4149 734910A 09/30/2030 02005 4.039999200 328,500,000.0000 4,423,799.12 01/31/2012 73X4149 734910A 09/30/2031 02006 4.740001200 490,000,000.0000 7,742,001.96 01/31/2012 73X4149 734910A 09/30/2032 02007 4.280000400 502,090,000.0000 7,163,151.34 01/31/2012 73X4149 734910A 09/30/2033 02008 2.750000400 7,700,000.0000 70,583.34 01/31/2012 ------------------------ ---------------------- 1,903,791,000.0000 27,769,124.60 32B SUB-COHORT 73X4149 734932B 09/30/2019 01994 7.260001200 205,000.0000 4,961.00 01/31/2012 73X4149 734932B 09/30/2020 01995 6.860001600 5,000,000.0000 114,333.36 01/31/2012 73X4149 734932B 09/30/2021 01996 6.689998800 200,000.0000 4,460.00 01/31/2012 73X4149 734932B 09/30/2023 01998 5.879998800 19,451,000.0000 381,239.52 01/31/2012 73X4149 734932B 09/30/2024 01999 6.040000800 40,250,000.0000 810,366.77 01/31/2012 73X4149 734932B 09/30/2025 02000 5.720000400 46,750,000.0000 891,366.73 01/31/2012 73X4149 734932B 09/30/2026 02001 2.279998800 181,606,000.0000 1,380,204.87 01/31/2012 73X4149 734932B 09/30/2027 02002 3.920000400 230,500,000.0000 3,011,866.97 01/31/2012 73X4149 734932B 09/30/2028 02003 1.310000400 110,000,000.0000 480,333.48 01/31/2012 73X4149 734932B 09/30/2029 02004 4.280000400 97,000,000.0000 1,383,866.80 01/31/2012 73X4149 734932B 09/30/2030 02005 4.280000400 574,000.0000 8,189.07 01/31/2012 ------------------------ ---------------------- 731,536,000.0000 8,471,188.57 52A SUB-COHORT 73X4149 734952A 09/30/2017 01992 6.840000000 541,000.0000 12,334.80 01/31/2012 73X4149 734952A 09/30/2019 01994 7.130001600 1,022,000.0000 24,289.54 01/31/2012 73X4149 734952A 09/30/2020 01995 6.909998400 2,223,000.0000 51,203.09 01/31/2012 73X4149 734952A 09/30/2021 01996 6.689998800 4,871,000.0000 108,623.28 01/31/2012 73X4149 734952A 09/30/2022 01997 6.149998800 7,919,000.0000 162,339.47 01/31/2012 73X4149 734952A 09/30/2023 01998 5.950000800 10,605,000.0000 210,332.53 01/31/2012 73X4149 734952A 09/30/2024 01999 6.090001200 22,119,000.0000 449,015.79 01/31/2012 73X4149 734952A 09/30/2025 02000 5.889999600 17,350,000.0000 340,638.31 01/31/2012 73X4149 734952A 09/30/2026 02001 5.379998400 40,858,000.0000 732,719.92 01/31/2012 73X4149 734952A 09/30/2027 02002 4.529998800 29,215,000.0000 441,146.38 01/31/2012 73X4149 734952A 09/30/2028 02003 4.259998800 47,784,000.0000 678,532.61 01/31/2012 73X4149 734952A 09/30/2029 02004 5.240001600 103,800,000.0000 1,813,040.55 01/31/2012 73X4149 734952A 09/30/2030 02005 4.960000800 193,500,000.0000 3,199,200.52 01/31/2012 73X4149 734952A 09/30/2031 02006 4.089999600 258,500,000.0000 3,524,216.32 01/31/2012 73X4149 734952A 09/30/2032 02007 3.039998400 175,000,000.0000 1,773,332.40 01/31/2012 73X4149 734952A 09/30/2033 02008 4.950000000 35,000,000.0000 577,500.00 01/31/2012 ------------------------ ---------------------- 950,307,000.0000 14,098,465.51 10J SUB-COHORT 73X4149 734910J 09/30/2027 02002 3.800001600 17,825,000.0000 225,783.43 01/31/2012 73X4149 734910J 09/30/2028 02003 2.710000800 20,535,000.0000 185,499.55 01/31/2012 ------------------------ ---------------------- 38,360,000.0000 411,282.98 30A SUB-COHORT 73X4149 734930A 09/30/2017 01992 7.589998800 270,000.0000 6,831.00 01/31/2012 73X4149 734930A 09/30/2018 01993 6.649999200 623,000.0000 13,809.83 01/31/2012 73X4149 734930A 09/30/2019 01994 6.770001600 537,000.0000 12,118.30 01/31/2012 73X4149 734930A 09/30/2020 01995 7.260001200 100,000.0000 2,420.00 01/31/2012 73X4149 734930A 09/30/2021 01996 6.639998400 44,000.0000 973.87 01/31/2012 73X4149 734930A 09/30/2022 01997 6.770001600 6,670,000.0000 150,519.70 01/31/2012 73X4149 734930A 09/30/2023 01998 5.879998800 16,113,000.0000 315,814.74 01/31/2012 73X4149 734930A 09/30/2024 01999 5.969998800 13,500,000.0000 268,649.95 01/31/2012 73X4149 734930A 09/30/2025 02000 5.609998800 9,000,000.0000 168,299.96 01/31/2012 73X4149 734930A 09/30/2026 02001 4.759999200 11,700,000.0000 185,639.97 01/31/2012 73X4149 734930A 09/30/2027 02002 4.100000400 32,750,000.0000 447,583.38 01/31/2012 ------------------------ ---------------------- 91,307,000.0000 1,572,660.70 11A SUB-COHORT 73X4149 734911A 09/30/2021 01996 6.850000800 9,000.0000 205.50 01/31/2012 73X4149 734911A 09/30/2022 01997 6.519999600 9,000.0000 195.60 01/31/2012 73X4149 734911A 09/30/2023 01998 5.950000800 70,000.0000 1,388.33 01/31/2012 73X4149 734911A 09/30/2024 01999 5.960001600 200,000.0000 3,973.33 01/31/2012 73X4149 734911A 09/30/2025 02000 6.130000800 40,000.0000 817.33 01/31/2012 73X4149 734911A 09/30/2026 02001 4.640000400 45,000.0000 696.00 01/31/2012 ------------------------ ---------------------- 373,000.0000 7,276.09 53 SUB-COHORT 73X4149 734953 09/30/2022 01997 6.480000000 13,000.0000 280.80 01/31/2012 73X4149 734953 09/30/2023 01998 5.979999600 1,000.0000 19.93 01/31/2012 ------------------------ ---------------------- 14,000.0000 300.73 50 SUB-COHORT 73X4149 734950 09/30/2020 01995 7.070000400 2,000.0000 47.13 01/31/2012 ------------------------ ---------------------- 2,000.0000 47.13 J01 SUB-COHORT 73X4149 7349J01 09/30/2034 02009 3.480001200 2,200,000.0000 25,520.01 01/31/2012 ------------------------ ---------------------- 2,200,000.0000 25,520.01 ======================== ====================== 3,717,890,000.0000 52,355,866.32 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00