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 282,624.97 12/31/2011 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 332,499.96 12/31/2011 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 166,249.98 12/31/2011 86X4077 8677M 09/30/2024 01994 6.770001600 10,000,000.0000 169,250.04 12/31/2011 86X4077 8677M 09/30/2024 01995 7.390000800 10,000,000.0000 184,750.02 12/31/2011 86X4077 8677M 09/30/2030 01996 6.770001600 5,000,000.0000 84,625.02 12/31/2011 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 34,450.00 12/31/2011 86X4077 8677M 09/30/2030 01997 6.890000400 40,000,000.0000 689,000.04 12/31/2011 86X4077 8677M 09/30/2030 01998 5.979999600 5,000,000.0000 74,750.00 12/31/2011 86X4077 8677M 09/30/2030 01999 5.810000400 15,000,000.0000 217,875.02 12/31/2011 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 636,000.12 12/31/2011 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 159,000.03 12/31/2011 86X4077 8677M 09/30/2026 02002 5.429998800 25,000,000.0000 339,374.93 12/31/2011 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 271,499.94 12/31/2011 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 667,124.91 12/31/2011 86X4077 8677M 09/30/2030 02003 5.929999200 55,000,000.0000 815,374.89 12/31/2011 86X4077 8677M 09/30/2027 02004 5.109998400 42,000,000.0000 536,549.83 12/31/2011 86X4077 8677M 09/30/2029 02005 5.699998800 34,000,000.0000 484,499.90 12/31/2011 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 734,249.84 12/31/2011 86X4077 8677M 09/30/2030 02006 5.339998800 120,000,000.0000 1,601,999.64 12/31/2011 86X4077 8677M 09/30/2029 02007 5.439999600 60,000,000.0000 815,999.94 12/31/2011 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 451,499.90 12/31/2011 86X4077 8677M 09/30/2030 02008 5.159998800 50,000,000.0000 644,999.85 12/31/2011 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 1,456,649.65 12/31/2011 86X4077 8677M 09/30/2030 02009 4.979998800 30,000,000.0000 373,499.91 12/31/2011 86X4077 8677M 09/30/2029 02010 2.890000800 175,000,000.0000 1,264,375.35 12/31/2011 86X4077 8677M 09/30/2030 02010 2.890000800 45,000,000.0000 325,125.09 12/31/2011 86X4077 8677M 09/30/2030 02011 4.380001200 242,000,000.0000 2,649,900.73 12/31/2011 ------------------------ ---------------------- 1,334,000,000.0000 16,463,799.50 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 20,000,000.0000 379,499.94 12/31/2011 86X4077 8677S 09/30/2024 01993 6.649999200 3,000,000.0000 49,874.99 12/31/2011 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 166,249.98 12/31/2011 86X4077 8677S 09/30/2025 01994 6.770001600 15,000,000.0000 253,875.06 12/31/2011 86X4077 8677S 09/30/2027 01995 7.390000800 5,000,000.0000 92,375.01 12/31/2011 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 184,750.02 12/31/2011 86X4077 8677S 09/30/2024 01996 6.770001600 18,000,000.0000 304,650.07 12/31/2011 86X4077 8677S 09/30/2023 01997 6.890000400 14,000,000.0000 241,150.01 12/31/2011 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 298,999.98 12/31/2011 86X4077 8677S 09/30/2026 02002 5.490000000 50,000,000.0000 686,250.00 12/31/2011 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 1,029,375.00 12/31/2011 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 549,000.00 12/31/2011 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 68,625.00 12/31/2011 86X4077 8677S 09/30/2027 02004 4.150000800 15,000,000.0000 155,625.03 12/31/2011 86X4077 8677S 09/30/2029 02005 3.150000000 20,000,000.0000 157,500.00 12/31/2011 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 230,000.04 12/31/2011 86X4077 8677S 09/30/2030 02009 4.899999600 20,000,000.0000 244,999.98 12/31/2011 86X4077 8677S 09/30/2030 02010 3.219998400 10,000,000.0000 80,499.96 12/31/2011 86X4077 8677S 09/30/2030 02011 4.129999200 10,000,000.0000 103,249.98 12/31/2011 ------------------------ ---------------------- 380,000,000.0000 5,276,550.05 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 20,000,000.0000 332,499.96 12/31/2011 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 169,250.04 12/31/2011 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 84,625.02 12/31/2011 86X4077 8677H 09/30/2030 01994 6.770001600 30,000,000.0000 507,750.12 12/31/2011 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 554,250.06 12/31/2011 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 461,875.05 12/31/2011 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 423,125.10 12/31/2011 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 118,475.03 12/31/2011 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 423,125.10 12/31/2011 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 861,250.05 12/31/2011 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 361,725.02 12/31/2011 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 852,149.94 12/31/2011 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 298,999.98 12/31/2011 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 1,016,750.07 12/31/2011 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 29,050.00 12/31/2011 86X4077 8677H 09/30/2030 02000 6.360001200 20,000,000.0000 318,000.06 12/31/2011 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 130,600.01 12/31/2011 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 48,975.00 12/31/2011 86X4077 8677H 09/30/2030 02001 6.530000400 5,000,000.0000 81,625.01 12/31/2011 86X4077 8677H 09/30/2024 02002 5.379998400 45,000,000.0000 605,249.82 12/31/2011 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 201,749.94 12/31/2011 86X4077 8677H 09/30/2027 02003 5.259999600 185,000,000.0000 2,432,749.82 12/31/2011 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 723,249.95 12/31/2011 ------------------------ ---------------------- 733,000,000.0000 11,037,100.15 ======================== ====================== 2,447,000,000.0000 32,777,449.70 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00