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 376,833.29 01/31/2012 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 443,333.28 01/31/2012 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 221,666.64 01/31/2012 86X4077 8677M 09/30/2024 01994 6.770001600 10,000,000.0000 225,666.72 01/31/2012 86X4077 8677M 09/30/2024 01995 7.390000800 10,000,000.0000 246,333.36 01/31/2012 86X4077 8677M 09/30/2030 01996 6.770001600 5,000,000.0000 112,833.36 01/31/2012 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 45,933.34 01/31/2012 86X4077 8677M 09/30/2030 01997 6.890000400 40,000,000.0000 918,666.72 01/31/2012 86X4077 8677M 09/30/2030 01998 5.979999600 5,000,000.0000 99,666.66 01/31/2012 86X4077 8677M 09/30/2030 01999 5.810000400 15,000,000.0000 290,500.02 01/31/2012 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 848,000.16 01/31/2012 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 212,000.04 01/31/2012 86X4077 8677M 09/30/2026 02002 5.429998800 25,000,000.0000 452,499.90 01/31/2012 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 361,999.92 01/31/2012 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 889,499.88 01/31/2012 86X4077 8677M 09/30/2030 02003 5.929999200 55,000,000.0000 1,087,166.52 01/31/2012 86X4077 8677M 09/30/2027 02004 5.109998400 42,000,000.0000 715,399.78 01/31/2012 86X4077 8677M 09/30/2029 02005 5.699998800 34,000,000.0000 645,999.86 01/31/2012 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 978,999.78 01/31/2012 86X4077 8677M 09/30/2030 02006 5.339998800 120,000,000.0000 2,135,999.52 01/31/2012 86X4077 8677M 09/30/2029 02007 5.439999600 60,000,000.0000 1,087,999.92 01/31/2012 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 601,999.86 01/31/2012 86X4077 8677M 09/30/2030 02008 5.159998800 50,000,000.0000 859,999.80 01/31/2012 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 1,942,199.53 01/31/2012 86X4077 8677M 09/30/2030 02009 4.979998800 30,000,000.0000 497,999.88 01/31/2012 86X4077 8677M 09/30/2029 02010 2.890000800 175,000,000.0000 1,685,833.80 01/31/2012 86X4077 8677M 09/30/2030 02010 2.890000800 45,000,000.0000 433,500.12 01/31/2012 86X4077 8677M 09/30/2030 02011 4.380001200 242,000,000.0000 3,533,200.97 01/31/2012 ------------------------ ---------------------- 1,334,000,000.0000 21,951,732.63 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 20,000,000.0000 505,999.92 01/31/2012 86X4077 8677S 09/30/2024 01993 6.649999200 3,000,000.0000 66,499.99 01/31/2012 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 221,666.64 01/31/2012 86X4077 8677S 09/30/2025 01994 6.770001600 15,000,000.0000 338,500.08 01/31/2012 86X4077 8677S 09/30/2027 01995 7.390000800 5,000,000.0000 123,166.68 01/31/2012 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 246,333.36 01/31/2012 86X4077 8677S 09/30/2024 01996 6.770001600 18,000,000.0000 406,200.10 01/31/2012 86X4077 8677S 09/30/2023 01997 6.890000400 14,000,000.0000 321,533.35 01/31/2012 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 398,666.64 01/31/2012 86X4077 8677S 09/30/2026 02002 5.490000000 50,000,000.0000 915,000.00 01/31/2012 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 1,372,500.00 01/31/2012 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 732,000.00 01/31/2012 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 91,500.00 01/31/2012 86X4077 8677S 09/30/2027 02004 4.150000800 15,000,000.0000 207,500.04 01/31/2012 86X4077 8677S 09/30/2029 02005 3.150000000 20,000,000.0000 210,000.00 01/31/2012 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 306,666.72 01/31/2012 86X4077 8677S 09/30/2030 02009 4.899999600 20,000,000.0000 326,666.64 01/31/2012 86X4077 8677S 09/30/2030 02010 3.219998400 10,000,000.0000 107,333.28 01/31/2012 86X4077 8677S 09/30/2030 02011 4.129999200 10,000,000.0000 137,666.64 01/31/2012 ------------------------ ---------------------- 380,000,000.0000 7,035,400.08 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 20,000,000.0000 443,333.28 01/31/2012 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 225,666.72 01/31/2012 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 112,833.36 01/31/2012 86X4077 8677H 09/30/2030 01994 6.770001600 30,000,000.0000 677,000.16 01/31/2012 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 739,000.08 01/31/2012 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 615,833.40 01/31/2012 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 564,166.80 01/31/2012 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 157,966.70 01/31/2012 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 564,166.80 01/31/2012 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 1,148,333.40 01/31/2012 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 482,300.03 01/31/2012 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 1,136,199.92 01/31/2012 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 398,666.64 01/31/2012 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 1,355,666.76 01/31/2012 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 38,733.34 01/31/2012 86X4077 8677H 09/30/2030 02000 6.360001200 20,000,000.0000 424,000.08 01/31/2012 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 174,133.34 01/31/2012 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 65,300.00 01/31/2012 86X4077 8677H 09/30/2030 02001 6.530000400 5,000,000.0000 108,833.34 01/31/2012 86X4077 8677H 09/30/2024 02002 5.379998400 45,000,000.0000 806,999.76 01/31/2012 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 268,999.92 01/31/2012 86X4077 8677H 09/30/2027 02003 5.259999600 185,000,000.0000 3,243,666.42 01/31/2012 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 964,333.26 01/31/2012 ------------------------ ---------------------- 733,000,000.0000 14,716,133.51 ======================== ====================== 2,447,000,000.0000 43,703,266.22 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00