Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- M SUB-COHORT 86X4077 8677M 09/30/2029 01992 7.589998800 112,000,000.0000 2,125,199.66 12/31/2010 86X4077 8677M 09/30/2024 01993 6.649999200 17,000,000.0000 282,624.97 12/31/2010 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 332,499.96 12/31/2010 86X4077 8677M 09/30/2024 01994 6.770001600 25,000,000.0000 423,125.10 12/31/2010 86X4077 8677M 09/30/2024 01995 7.390000800 15,000,000.0000 277,125.03 12/31/2010 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 34,450.00 12/31/2010 86X4077 8677M 09/30/2027 02000 6.360001200 20,000,000.0000 318,000.06 12/31/2010 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 636,000.12 12/31/2010 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 159,000.03 12/31/2010 86X4077 8677M 09/30/2027 02001 6.310000800 27,000,000.0000 425,925.05 12/31/2010 86X4077 8677M 09/30/2029 02001 6.310000800 10,000,000.0000 157,750.02 12/31/2010 86X4077 8677M 09/30/2026 02002 5.429998800 65,000,000.0000 882,374.81 12/31/2010 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 271,499.94 12/31/2010 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 667,124.91 12/31/2010 86X4077 8677M 09/30/2027 02004 5.109998400 102,000,000.0000 1,303,049.59 12/31/2010 86X4077 8677M 09/30/2029 02005 5.699998800 100,000,000.0000 1,424,999.70 12/31/2010 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 734,249.84 12/31/2010 86X4077 8677M 09/30/2029 02007 5.439999600 80,000,000.0000 1,087,999.92 12/31/2010 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 451,499.90 12/31/2010 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 1,456,649.65 12/31/2010 86X4077 8677M 09/30/2029 02010 2.909998800 175,000,000.0000 1,273,124.48 12/31/2010 ------------------------ ---------------------- 1,092,000,000.0000 14,724,272.74 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 33,000,000.0000 626,174.90 12/31/2010 86X4077 8677S 09/30/2024 01993 6.649999200 13,000,000.0000 216,124.97 12/31/2010 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 166,249.98 12/31/2010 86X4077 8677S 09/30/2025 01994 6.770001600 25,000,000.0000 423,125.10 12/31/2010 86X4077 8677S 09/30/2024 01995 7.390000800 20,000,000.0000 369,500.04 12/31/2010 86X4077 8677S 09/30/2027 01995 7.390000800 15,000,000.0000 277,125.03 12/31/2010 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 184,750.02 12/31/2010 86X4077 8677S 09/30/2024 01996 6.770001600 43,000,000.0000 727,775.17 12/31/2010 86X4077 8677S 09/30/2023 01997 6.890000400 54,000,000.0000 930,150.05 12/31/2010 86X4077 8677S 09/30/2021 01998 5.979999600 1,000,000.0000 14,950.00 12/31/2010 86X4077 8677S 09/30/2023 01998 5.979999600 20,000,000.0000 298,999.98 12/31/2010 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 298,999.98 12/31/2010 86X4077 8677S 09/30/2028 01999 5.810000400 12,000,000.0000 174,300.01 12/31/2010 86X4077 8677S 09/30/2026 02002 5.490000000 110,000,000.0000 1,509,750.00 12/31/2010 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 1,029,375.00 12/31/2010 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 549,000.00 12/31/2010 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 68,625.00 12/31/2010 86X4077 8677S 09/30/2027 02004 4.150000800 60,000,000.0000 622,500.12 12/31/2010 86X4077 8677S 09/30/2029 02005 3.150000000 40,000,000.0000 315,000.00 12/31/2010 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 230,000.04 12/31/2010 ------------------------ ---------------------- 626,000,000.0000 9,032,475.39 H SUB-COHORT 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 169,250.04 12/31/2010 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 84,625.02 12/31/2010 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 554,250.06 12/31/2010 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 423,125.10 12/31/2010 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 118,475.03 12/31/2010 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 861,250.05 12/31/2010 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 852,149.94 12/31/2010 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 1,016,750.07 12/31/2010 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 130,600.01 12/31/2010 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 48,975.00 12/31/2010 86X4077 8677H 09/30/2024 02002 5.379998400 50,000,000.0000 672,499.80 12/31/2010 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 201,749.94 12/31/2010 86X4077 8677H 09/30/2027 02003 5.259999600 200,000,000.0000 2,629,999.80 12/31/2010 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 723,249.95 12/31/2010 86X4077 8677H 09/30/2027 02004 5.799999600 55,000,000.0000 797,499.95 12/31/2010 ------------------------ ---------------------- 640,000,000.0000 9,284,449.76 ======================== ====================== 2,358,000,000.0000 33,041,197.89 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00