Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- M SUB-COHORT 86X4077 8677M 09/30/2024 01993 6.649999200 17,000,000.0000 471,041.61 02/29/2012 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 554,166.60 02/29/2012 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 277,083.30 02/29/2012 86X4077 8677M 09/30/2024 01994 6.770001600 10,000,000.0000 282,083.40 02/29/2012 86X4077 8677M 09/30/2024 01995 7.390000800 10,000,000.0000 307,916.70 02/29/2012 86X4077 8677M 09/30/2030 01996 6.770001600 5,000,000.0000 141,041.70 02/29/2012 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 57,416.67 02/29/2012 86X4077 8677M 09/30/2030 01997 6.890000400 40,000,000.0000 1,148,333.40 02/29/2012 86X4077 8677M 09/30/2030 01998 5.979999600 5,000,000.0000 124,583.33 02/29/2012 86X4077 8677M 09/30/2030 01999 5.810000400 15,000,000.0000 363,125.03 02/29/2012 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 1,060,000.20 02/29/2012 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 265,000.05 02/29/2012 86X4077 8677M 09/30/2026 02002 5.429998800 25,000,000.0000 565,624.88 02/29/2012 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 452,499.90 02/29/2012 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 1,111,874.85 02/29/2012 86X4077 8677M 09/30/2030 02003 5.929999200 55,000,000.0000 1,358,958.15 02/29/2012 86X4077 8677M 09/30/2027 02004 5.109998400 42,000,000.0000 894,249.72 02/29/2012 86X4077 8677M 09/30/2029 02005 5.699998800 34,000,000.0000 807,499.83 02/29/2012 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 1,223,749.73 02/29/2012 86X4077 8677M 09/30/2030 02006 5.339998800 120,000,000.0000 2,669,999.40 02/29/2012 86X4077 8677M 09/30/2029 02007 5.439999600 60,000,000.0000 1,359,999.90 02/29/2012 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 752,499.83 02/29/2012 86X4077 8677M 09/30/2030 02008 5.159998800 50,000,000.0000 1,074,999.75 02/29/2012 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 2,427,749.42 02/29/2012 86X4077 8677M 09/30/2030 02009 4.979998800 30,000,000.0000 622,499.85 02/29/2012 86X4077 8677M 09/30/2029 02010 2.890000800 175,000,000.0000 2,107,292.25 02/29/2012 86X4077 8677M 09/30/2030 02010 2.890000800 45,000,000.0000 541,875.15 02/29/2012 86X4077 8677M 09/30/2030 02011 4.380001200 242,000,000.0000 4,416,501.21 02/29/2012 ------------------------ ---------------------- 1,334,000,000.0000 27,439,665.81 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 20,000,000.0000 632,499.90 02/29/2012 86X4077 8677S 09/30/2024 01993 6.649999200 3,000,000.0000 83,124.99 02/29/2012 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 277,083.30 02/29/2012 86X4077 8677S 09/30/2025 01994 6.770001600 15,000,000.0000 423,125.10 02/29/2012 86X4077 8677S 09/30/2027 01995 7.390000800 5,000,000.0000 153,958.35 02/29/2012 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 307,916.70 02/29/2012 86X4077 8677S 09/30/2024 01996 6.770001600 18,000,000.0000 507,750.12 02/29/2012 86X4077 8677S 09/30/2023 01997 6.890000400 14,000,000.0000 401,916.69 02/29/2012 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 498,333.30 02/29/2012 86X4077 8677S 09/30/2026 02002 5.490000000 50,000,000.0000 1,143,750.00 02/29/2012 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 1,715,625.00 02/29/2012 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 915,000.00 02/29/2012 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 114,375.00 02/29/2012 86X4077 8677S 09/30/2027 02004 4.150000800 15,000,000.0000 259,375.05 02/29/2012 86X4077 8677S 09/30/2029 02005 3.150000000 20,000,000.0000 262,500.00 02/29/2012 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 383,333.40 02/29/2012 86X4077 8677S 09/30/2030 02009 4.899999600 20,000,000.0000 408,333.30 02/29/2012 86X4077 8677S 09/30/2030 02010 3.219998400 10,000,000.0000 134,166.60 02/29/2012 86X4077 8677S 09/30/2030 02011 4.129999200 10,000,000.0000 172,083.30 02/29/2012 ------------------------ ---------------------- 380,000,000.0000 8,794,250.10 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 20,000,000.0000 554,166.60 02/29/2012 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 282,083.40 02/29/2012 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 141,041.70 02/29/2012 86X4077 8677H 09/30/2030 01994 6.770001600 30,000,000.0000 846,250.20 02/29/2012 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 923,750.10 02/29/2012 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 769,791.75 02/29/2012 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 705,208.50 02/29/2012 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 197,458.38 02/29/2012 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 705,208.50 02/29/2012 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 1,435,416.75 02/29/2012 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 602,875.04 02/29/2012 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 1,420,249.91 02/29/2012 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 498,333.30 02/29/2012 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 1,694,583.45 02/29/2012 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 48,416.67 02/29/2012 86X4077 8677H 09/30/2030 02000 6.360001200 20,000,000.0000 530,000.10 02/29/2012 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 217,666.68 02/29/2012 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 81,625.01 02/29/2012 86X4077 8677H 09/30/2030 02001 6.530000400 5,000,000.0000 136,041.68 02/29/2012 86X4077 8677H 09/30/2024 02002 5.379998400 45,000,000.0000 1,008,749.70 02/29/2012 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 336,249.90 02/29/2012 86X4077 8677H 09/30/2027 02003 5.259999600 185,000,000.0000 4,054,583.03 02/29/2012 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 1,205,416.58 02/29/2012 ------------------------ ---------------------- 733,000,000.0000 18,395,166.93 ======================== ====================== 2,447,000,000.0000 54,629,082.84 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00