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 3,199.27 12/31/2011 73X4149 734910A 09/30/2018 01993 6.699999600 632,000.0000 10,586.00 12/31/2011 73X4149 734910A 09/30/2019 01994 7.030000800 2,129,000.0000 37,417.18 12/31/2011 73X4149 734910A 09/30/2020 01995 7.210000800 865,000.0000 15,591.63 12/31/2011 73X4149 734910A 09/30/2021 01996 6.840000000 4,871,000.0000 83,294.10 12/31/2011 73X4149 734910A 09/30/2022 01997 6.540001200 14,774,000.0000 241,554.94 12/31/2011 73X4149 734910A 09/30/2023 01998 5.919998400 24,283,000.0000 359,388.30 12/31/2011 73X4149 734910A 09/30/2024 01999 5.979999600 45,445,000.0000 679,402.70 12/31/2011 73X4149 734910A 09/30/2025 02000 6.199999200 67,900,000.0000 1,052,449.86 12/31/2011 73X4149 734910A 09/30/2026 02001 4.770000000 77,000,000.0000 918,225.00 12/31/2011 73X4149 734910A 09/30/2027 02002 3.830000400 89,925,000.0000 861,031.96 12/31/2011 73X4149 734910A 09/30/2028 02003 2.980000800 80,500,000.0000 599,725.16 12/31/2011 73X4149 734910A 09/30/2029 02004 3.390001200 167,000,000.0000 1,415,325.50 12/31/2011 73X4149 734910A 09/30/2030 02005 4.039999200 328,500,000.0000 3,317,849.34 12/31/2011 73X4149 734910A 09/30/2031 02006 4.740001200 490,000,000.0000 5,806,501.47 12/31/2011 73X4149 734910A 09/30/2032 02007 4.280000400 502,090,000.0000 5,372,363.50 12/31/2011 73X4149 734910A 09/30/2033 02008 2.750000400 7,700,000.0000 52,937.51 12/31/2011 ------------------------ ---------------------- 1,903,791,000.0000 20,826,843.42 32B SUB-COHORT 73X4149 734932B 09/30/2019 01994 7.260001200 205,000.0000 3,720.75 12/31/2011 73X4149 734932B 09/30/2020 01995 6.860001600 5,000,000.0000 85,750.02 12/31/2011 73X4149 734932B 09/30/2021 01996 6.689998800 200,000.0000 3,345.00 12/31/2011 73X4149 734932B 09/30/2023 01998 5.879998800 19,451,000.0000 285,929.64 12/31/2011 73X4149 734932B 09/30/2024 01999 6.040000800 40,250,000.0000 607,775.08 12/31/2011 73X4149 734932B 09/30/2025 02000 5.720000400 46,750,000.0000 668,525.05 12/31/2011 73X4149 734932B 09/30/2026 02001 2.279998800 181,606,000.0000 1,035,153.66 12/31/2011 73X4149 734932B 09/30/2027 02002 3.920000400 230,500,000.0000 2,258,900.23 12/31/2011 73X4149 734932B 09/30/2028 02003 1.310000400 110,000,000.0000 360,250.11 12/31/2011 73X4149 734932B 09/30/2029 02004 4.280000400 97,000,000.0000 1,037,900.10 12/31/2011 73X4149 734932B 09/30/2030 02005 4.280000400 574,000.0000 6,141.80 12/31/2011 ------------------------ ---------------------- 731,536,000.0000 6,353,391.44 52A SUB-COHORT 73X4149 734952A 09/30/2017 01992 6.840000000 541,000.0000 9,251.10 12/31/2011 73X4149 734952A 09/30/2019 01994 7.130001600 1,022,000.0000 18,217.15 12/31/2011 73X4149 734952A 09/30/2020 01995 6.909998400 2,223,000.0000 38,402.32 12/31/2011 73X4149 734952A 09/30/2021 01996 6.689998800 4,871,000.0000 81,467.46 12/31/2011 73X4149 734952A 09/30/2022 01997 6.149998800 7,919,000.0000 121,754.60 12/31/2011 73X4149 734952A 09/30/2023 01998 5.950000800 10,605,000.0000 157,749.40 12/31/2011 73X4149 734952A 09/30/2024 01999 6.090001200 22,119,000.0000 336,761.84 12/31/2011 73X4149 734952A 09/30/2025 02000 5.889999600 17,350,000.0000 255,478.73 12/31/2011 73X4149 734952A 09/30/2026 02001 5.379998400 40,858,000.0000 549,539.94 12/31/2011 73X4149 734952A 09/30/2027 02002 4.529998800 29,215,000.0000 330,859.79 12/31/2011 73X4149 734952A 09/30/2028 02003 4.259998800 47,784,000.0000 508,899.46 12/31/2011 73X4149 734952A 09/30/2029 02004 5.240001600 103,800,000.0000 1,359,780.42 12/31/2011 73X4149 734952A 09/30/2030 02005 4.960000800 193,500,000.0000 2,399,400.39 12/31/2011 73X4149 734952A 09/30/2031 02006 4.089999600 258,500,000.0000 2,643,162.24 12/31/2011 73X4149 734952A 09/30/2032 02007 3.039998400 175,000,000.0000 1,329,999.30 12/31/2011 73X4149 734952A 09/30/2033 02008 4.950000000 35,000,000.0000 433,125.00 12/31/2011 ------------------------ ---------------------- 950,307,000.0000 10,573,849.14 10J SUB-COHORT 73X4149 734910J 09/30/2027 02002 3.800001600 17,825,000.0000 169,337.57 12/31/2011 73X4149 734910J 09/30/2028 02003 2.710000800 20,535,000.0000 139,124.67 12/31/2011 ------------------------ ---------------------- 38,360,000.0000 308,462.24 30A SUB-COHORT 73X4149 734930A 09/30/2017 01992 7.589998800 270,000.0000 5,123.25 12/31/2011 73X4149 734930A 09/30/2018 01993 6.649999200 623,000.0000 10,357.37 12/31/2011 73X4149 734930A 09/30/2019 01994 6.770001600 537,000.0000 9,088.73 12/31/2011 73X4149 734930A 09/30/2020 01995 7.260001200 100,000.0000 1,815.00 12/31/2011 73X4149 734930A 09/30/2021 01996 6.639998400 44,000.0000 730.40 12/31/2011 73X4149 734930A 09/30/2022 01997 6.770001600 6,670,000.0000 112,889.78 12/31/2011 73X4149 734930A 09/30/2023 01998 5.879998800 16,113,000.0000 236,861.05 12/31/2011 73X4149 734930A 09/30/2024 01999 5.969998800 13,500,000.0000 201,487.46 12/31/2011 73X4149 734930A 09/30/2025 02000 5.609998800 9,000,000.0000 126,224.97 12/31/2011 73X4149 734930A 09/30/2026 02001 4.759999200 11,700,000.0000 139,229.98 12/31/2011 73X4149 734930A 09/30/2027 02002 4.100000400 32,750,000.0000 335,687.53 12/31/2011 ------------------------ ---------------------- 91,307,000.0000 1,179,495.52 11A SUB-COHORT 73X4149 734911A 09/30/2021 01996 6.850000800 9,000.0000 154.13 12/31/2011 73X4149 734911A 09/30/2022 01997 6.519999600 9,000.0000 146.70 12/31/2011 73X4149 734911A 09/30/2023 01998 5.950000800 70,000.0000 1,041.25 12/31/2011 73X4149 734911A 09/30/2024 01999 5.960001600 200,000.0000 2,980.00 12/31/2011 73X4149 734911A 09/30/2025 02000 6.130000800 40,000.0000 613.00 12/31/2011 73X4149 734911A 09/30/2026 02001 4.640000400 45,000.0000 522.00 12/31/2011 ------------------------ ---------------------- 373,000.0000 5,457.08 53 SUB-COHORT 73X4149 734953 09/30/2022 01997 6.480000000 13,000.0000 210.60 12/31/2011 73X4149 734953 09/30/2023 01998 5.979999600 1,000.0000 14.95 12/31/2011 ------------------------ ---------------------- 14,000.0000 225.55 50 SUB-COHORT 73X4149 734950 09/30/2020 01995 7.070000400 2,000.0000 35.35 12/31/2011 ------------------------ ---------------------- 2,000.0000 35.35 J01 SUB-COHORT 73X4149 7349J01 09/30/2034 02009 3.480001200 2,200,000.0000 19,140.01 12/31/2011 ------------------------ ---------------------- 2,200,000.0000 19,140.01 ======================== ====================== 3,717,890,000.0000 39,266,899.75 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00