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 942,083.22 07/31/2012 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 1,108,333.20 07/31/2012 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 554,166.60 07/31/2012 86X4077 8677M 09/30/2024 01994 6.770001600 10,000,000.0000 564,166.80 07/31/2012 86X4077 8677M 09/30/2024 01995 7.390000800 10,000,000.0000 615,833.40 07/31/2012 86X4077 8677M 09/30/2030 01996 6.770001600 5,000,000.0000 282,083.40 07/31/2012 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 114,833.34 07/31/2012 86X4077 8677M 09/30/2030 01997 6.890000400 40,000,000.0000 2,296,666.80 07/31/2012 86X4077 8677M 09/30/2030 01998 5.979999600 5,000,000.0000 249,166.65 07/31/2012 86X4077 8677M 09/30/2030 01999 5.810000400 15,000,000.0000 726,250.05 07/31/2012 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 2,120,000.40 07/31/2012 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 530,000.10 07/31/2012 86X4077 8677M 09/30/2026 02002 5.429998800 25,000,000.0000 1,131,249.75 07/31/2012 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 904,999.80 07/31/2012 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 2,223,749.70 07/31/2012 86X4077 8677M 09/30/2030 02003 5.929999200 55,000,000.0000 2,717,916.30 07/31/2012 86X4077 8677M 09/30/2027 02004 5.109998400 42,000,000.0000 1,788,499.44 07/31/2012 86X4077 8677M 09/30/2029 02005 5.699998800 34,000,000.0000 1,614,999.66 07/31/2012 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 2,447,499.45 07/31/2012 86X4077 8677M 09/30/2030 02006 5.339998800 120,000,000.0000 5,339,998.80 07/31/2012 86X4077 8677M 09/30/2029 02007 5.439999600 60,000,000.0000 2,719,999.80 07/31/2012 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 1,504,999.65 07/31/2012 86X4077 8677M 09/30/2030 02008 5.159998800 50,000,000.0000 2,149,999.50 07/31/2012 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 4,855,498.83 07/31/2012 86X4077 8677M 09/30/2030 02009 4.979998800 30,000,000.0000 1,244,999.70 07/31/2012 86X4077 8677M 09/30/2029 02010 2.890000800 175,000,000.0000 4,214,584.50 07/31/2012 86X4077 8677M 09/30/2030 02010 2.890000800 45,000,000.0000 1,083,750.30 07/31/2012 86X4077 8677M 09/30/2030 02011 4.380001200 242,000,000.0000 8,833,002.42 07/31/2012 ------------------------ ---------------------- 1,334,000,000.0000 54,879,331.56 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 20,000,000.0000 1,264,999.80 07/31/2012 86X4077 8677S 09/30/2024 01993 6.649999200 3,000,000.0000 166,249.98 07/31/2012 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 554,166.60 07/31/2012 86X4077 8677S 09/30/2025 01994 6.770001600 15,000,000.0000 846,250.20 07/31/2012 86X4077 8677S 09/30/2027 01995 7.390000800 5,000,000.0000 307,916.70 07/31/2012 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 615,833.40 07/31/2012 86X4077 8677S 09/30/2024 01996 6.770001600 18,000,000.0000 1,015,500.24 07/31/2012 86X4077 8677S 09/30/2023 01997 6.890000400 14,000,000.0000 803,833.38 07/31/2012 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 996,666.60 07/31/2012 86X4077 8677S 09/30/2026 02002 5.490000000 50,000,000.0000 2,287,500.00 07/31/2012 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 3,431,250.00 07/31/2012 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 1,830,000.00 07/31/2012 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 228,750.00 07/31/2012 86X4077 8677S 09/30/2027 02004 4.150000800 15,000,000.0000 518,750.10 07/31/2012 86X4077 8677S 09/30/2029 02005 3.150000000 20,000,000.0000 525,000.00 07/31/2012 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 766,666.80 07/31/2012 86X4077 8677S 09/30/2030 02009 4.899999600 20,000,000.0000 816,666.60 07/31/2012 86X4077 8677S 09/30/2030 02010 3.219998400 10,000,000.0000 268,333.20 07/31/2012 86X4077 8677S 09/30/2030 02011 4.129999200 10,000,000.0000 344,166.60 07/31/2012 ------------------------ ---------------------- 380,000,000.0000 17,588,500.20 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 20,000,000.0000 1,108,333.20 07/31/2012 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 564,166.80 07/31/2012 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 282,083.40 07/31/2012 86X4077 8677H 09/30/2030 01994 6.770001600 30,000,000.0000 1,692,500.40 07/31/2012 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 1,847,500.20 07/31/2012 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 1,539,583.50 07/31/2012 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 1,410,417.00 07/31/2012 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 394,916.76 07/31/2012 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 1,410,417.00 07/31/2012 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 2,870,833.50 07/31/2012 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 1,205,750.07 07/31/2012 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 2,840,499.81 07/31/2012 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 996,666.60 07/31/2012 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 3,389,166.90 07/31/2012 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 96,833.34 07/31/2012 86X4077 8677H 09/30/2030 02000 6.360001200 20,000,000.0000 1,060,000.20 07/31/2012 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 435,333.36 07/31/2012 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 163,250.01 07/31/2012 86X4077 8677H 09/30/2030 02001 6.530000400 5,000,000.0000 272,083.35 07/31/2012 86X4077 8677H 09/30/2024 02002 5.379998400 45,000,000.0000 2,017,499.40 07/31/2012 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 672,499.80 07/31/2012 86X4077 8677H 09/30/2027 02003 5.259999600 185,000,000.0000 8,109,166.05 07/31/2012 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 2,410,833.15 07/31/2012 ------------------------ ---------------------- 733,000,000.0000 36,790,333.80 ======================== ====================== 2,447,000,000.0000 109,258,165.56 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00