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 2,833,599.55 01/31/2011 86X4077 8677M 09/30/2024 01993 6.649999200 17,000,000.0000 376,833.29 01/31/2011 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 443,333.28 01/31/2011 86X4077 8677M 09/30/2024 01994 6.770001600 25,000,000.0000 564,166.80 01/31/2011 86X4077 8677M 09/30/2024 01995 7.390000800 15,000,000.0000 369,500.04 01/31/2011 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 45,933.34 01/31/2011 86X4077 8677M 09/30/2027 02000 6.360001200 20,000,000.0000 424,000.08 01/31/2011 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 848,000.16 01/31/2011 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 212,000.04 01/31/2011 86X4077 8677M 09/30/2027 02001 6.310000800 27,000,000.0000 567,900.07 01/31/2011 86X4077 8677M 09/30/2029 02001 6.310000800 10,000,000.0000 210,333.36 01/31/2011 86X4077 8677M 09/30/2026 02002 5.429998800 65,000,000.0000 1,176,499.74 01/31/2011 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 361,999.92 01/31/2011 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 889,499.88 01/31/2011 86X4077 8677M 09/30/2027 02004 5.109998400 102,000,000.0000 1,737,399.46 01/31/2011 86X4077 8677M 09/30/2029 02005 5.699998800 100,000,000.0000 1,899,999.60 01/31/2011 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 978,999.78 01/31/2011 86X4077 8677M 09/30/2029 02007 5.439999600 80,000,000.0000 1,450,666.56 01/31/2011 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 601,999.86 01/31/2011 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 1,942,199.53 01/31/2011 86X4077 8677M 09/30/2029 02010 2.909998800 175,000,000.0000 1,697,499.30 01/31/2011 ------------------------ ---------------------- 1,092,000,000.0000 19,632,363.64 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 33,000,000.0000 834,899.87 01/31/2011 86X4077 8677S 09/30/2024 01993 6.649999200 13,000,000.0000 288,166.63 01/31/2011 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 221,666.64 01/31/2011 86X4077 8677S 09/30/2025 01994 6.770001600 25,000,000.0000 564,166.80 01/31/2011 86X4077 8677S 09/30/2024 01995 7.390000800 20,000,000.0000 492,666.72 01/31/2011 86X4077 8677S 09/30/2027 01995 7.390000800 15,000,000.0000 369,500.04 01/31/2011 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 246,333.36 01/31/2011 86X4077 8677S 09/30/2024 01996 6.770001600 43,000,000.0000 970,366.90 01/31/2011 86X4077 8677S 09/30/2023 01997 6.890000400 54,000,000.0000 1,240,200.07 01/31/2011 86X4077 8677S 09/30/2021 01998 5.979999600 1,000,000.0000 19,933.33 01/31/2011 86X4077 8677S 09/30/2023 01998 5.979999600 20,000,000.0000 398,666.64 01/31/2011 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 398,666.64 01/31/2011 86X4077 8677S 09/30/2028 01999 5.810000400 12,000,000.0000 232,400.02 01/31/2011 86X4077 8677S 09/30/2026 02002 5.490000000 110,000,000.0000 2,013,000.00 01/31/2011 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 1,372,500.00 01/31/2011 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 732,000.00 01/31/2011 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 91,500.00 01/31/2011 86X4077 8677S 09/30/2027 02004 4.150000800 60,000,000.0000 830,000.16 01/31/2011 86X4077 8677S 09/30/2029 02005 3.150000000 40,000,000.0000 420,000.00 01/31/2011 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 306,666.72 01/31/2011 ------------------------ ---------------------- 626,000,000.0000 12,043,300.54 H SUB-COHORT 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 225,666.72 01/31/2011 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 112,833.36 01/31/2011 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 739,000.08 01/31/2011 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 564,166.80 01/31/2011 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 157,966.70 01/31/2011 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 1,148,333.40 01/31/2011 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 1,136,199.92 01/31/2011 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 1,355,666.76 01/31/2011 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 174,133.34 01/31/2011 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 65,300.00 01/31/2011 86X4077 8677H 09/30/2024 02002 5.379998400 50,000,000.0000 896,666.40 01/31/2011 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 268,999.92 01/31/2011 86X4077 8677H 09/30/2027 02003 5.259999600 200,000,000.0000 3,506,666.40 01/31/2011 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 964,333.26 01/31/2011 86X4077 8677H 09/30/2027 02004 5.799999600 55,000,000.0000 1,063,333.26 01/31/2011 ------------------------ ---------------------- 640,000,000.0000 12,379,266.32 ======================== ====================== 2,358,000,000.0000 44,054,930.50 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00