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 1,036,291.54 08/31/2012 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 1,219,166.52 08/31/2012 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 609,583.26 08/31/2012 86X4077 8677M 09/30/2024 01994 6.770001600 10,000,000.0000 620,583.48 08/31/2012 86X4077 8677M 09/30/2024 01995 7.390000800 10,000,000.0000 677,416.74 08/31/2012 86X4077 8677M 09/30/2030 01996 6.770001600 5,000,000.0000 310,291.74 08/31/2012 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 126,316.67 08/31/2012 86X4077 8677M 09/30/2030 01997 6.890000400 40,000,000.0000 2,526,333.48 08/31/2012 86X4077 8677M 09/30/2030 01998 5.979999600 5,000,000.0000 274,083.32 08/31/2012 86X4077 8677M 09/30/2030 01999 5.810000400 15,000,000.0000 798,875.06 08/31/2012 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 2,332,000.44 08/31/2012 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 583,000.11 08/31/2012 86X4077 8677M 09/30/2026 02002 5.429998800 25,000,000.0000 1,244,374.73 08/31/2012 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 995,499.78 08/31/2012 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 2,446,124.67 08/31/2012 86X4077 8677M 09/30/2030 02003 5.929999200 55,000,000.0000 2,989,707.93 08/31/2012 86X4077 8677M 09/30/2027 02004 5.109998400 42,000,000.0000 1,967,349.38 08/31/2012 86X4077 8677M 09/30/2029 02005 5.699998800 34,000,000.0000 1,776,499.63 08/31/2012 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 2,692,249.40 08/31/2012 86X4077 8677M 09/30/2030 02006 5.339998800 120,000,000.0000 5,873,998.68 08/31/2012 86X4077 8677M 09/30/2029 02007 5.439999600 60,000,000.0000 2,991,999.78 08/31/2012 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 1,655,499.62 08/31/2012 86X4077 8677M 09/30/2030 02008 5.159998800 50,000,000.0000 2,364,999.45 08/31/2012 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 5,341,048.71 08/31/2012 86X4077 8677M 09/30/2030 02009 4.979998800 30,000,000.0000 1,369,499.67 08/31/2012 86X4077 8677M 09/30/2029 02010 2.890000800 175,000,000.0000 4,636,042.95 08/31/2012 86X4077 8677M 09/30/2030 02010 2.890000800 45,000,000.0000 1,192,125.33 08/31/2012 86X4077 8677M 09/30/2030 02011 4.380001200 242,000,000.0000 9,716,302.66 08/31/2012 ------------------------ ---------------------- 1,334,000,000.0000 60,367,264.73 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 20,000,000.0000 1,391,499.78 08/31/2012 86X4077 8677S 09/30/2024 01993 6.649999200 3,000,000.0000 182,874.98 08/31/2012 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 609,583.26 08/31/2012 86X4077 8677S 09/30/2025 01994 6.770001600 15,000,000.0000 930,875.22 08/31/2012 86X4077 8677S 09/30/2027 01995 7.390000800 5,000,000.0000 338,708.37 08/31/2012 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 677,416.74 08/31/2012 86X4077 8677S 09/30/2024 01996 6.770001600 18,000,000.0000 1,117,050.26 08/31/2012 86X4077 8677S 09/30/2023 01997 6.890000400 14,000,000.0000 884,216.72 08/31/2012 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 1,096,333.26 08/31/2012 86X4077 8677S 09/30/2026 02002 5.490000000 50,000,000.0000 2,516,250.00 08/31/2012 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 3,774,375.00 08/31/2012 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 2,013,000.00 08/31/2012 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 251,625.00 08/31/2012 86X4077 8677S 09/30/2027 02004 4.150000800 15,000,000.0000 570,625.11 08/31/2012 86X4077 8677S 09/30/2029 02005 3.150000000 20,000,000.0000 577,500.00 08/31/2012 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 843,333.48 08/31/2012 86X4077 8677S 09/30/2030 02009 4.899999600 20,000,000.0000 898,333.26 08/31/2012 86X4077 8677S 09/30/2030 02010 3.219998400 10,000,000.0000 295,166.52 08/31/2012 86X4077 8677S 09/30/2030 02011 4.129999200 10,000,000.0000 378,583.26 08/31/2012 ------------------------ ---------------------- 380,000,000.0000 19,347,350.22 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 20,000,000.0000 1,219,166.52 08/31/2012 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 620,583.48 08/31/2012 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 310,291.74 08/31/2012 86X4077 8677H 09/30/2030 01994 6.770001600 30,000,000.0000 1,861,750.44 08/31/2012 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 2,032,250.22 08/31/2012 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 1,693,541.85 08/31/2012 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 1,551,458.70 08/31/2012 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 434,408.44 08/31/2012 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 1,551,458.70 08/31/2012 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 3,157,916.85 08/31/2012 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 1,326,325.08 08/31/2012 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 3,124,549.79 08/31/2012 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 1,096,333.26 08/31/2012 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 3,728,083.59 08/31/2012 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 106,516.67 08/31/2012 86X4077 8677H 09/30/2030 02000 6.360001200 20,000,000.0000 1,166,000.22 08/31/2012 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 478,866.70 08/31/2012 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 179,575.01 08/31/2012 86X4077 8677H 09/30/2030 02001 6.530000400 5,000,000.0000 299,291.69 08/31/2012 86X4077 8677H 09/30/2024 02002 5.379998400 45,000,000.0000 2,219,249.34 08/31/2012 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 739,749.78 08/31/2012 86X4077 8677H 09/30/2027 02003 5.259999600 185,000,000.0000 8,920,082.66 08/31/2012 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 2,651,916.47 08/31/2012 ------------------------ ---------------------- 733,000,000.0000 40,469,367.20 ======================== ====================== 2,447,000,000.0000 120,183,982.15 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00