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 7,083,998.88 07/31/2011 86X4077 8677M 09/30/2024 01993 6.649999200 17,000,000.0000 942,083.22 07/31/2011 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 1,108,333.20 07/31/2011 86X4077 8677M 09/30/2024 01994 6.770001600 25,000,000.0000 1,410,417.00 07/31/2011 86X4077 8677M 09/30/2024 01995 7.390000800 15,000,000.0000 923,750.10 07/31/2011 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 114,833.34 07/31/2011 86X4077 8677M 09/30/2027 02000 6.360001200 20,000,000.0000 1,060,000.20 07/31/2011 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 2,120,000.40 07/31/2011 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 530,000.10 07/31/2011 86X4077 8677M 09/30/2027 02001 6.310000800 27,000,000.0000 1,419,750.18 07/31/2011 86X4077 8677M 09/30/2029 02001 6.310000800 10,000,000.0000 525,833.40 07/31/2011 86X4077 8677M 09/30/2026 02002 5.429998800 65,000,000.0000 2,941,249.35 07/31/2011 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 904,999.80 07/31/2011 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 2,223,749.70 07/31/2011 86X4077 8677M 09/30/2027 02004 5.109998400 102,000,000.0000 4,343,498.64 07/31/2011 86X4077 8677M 09/30/2029 02005 5.699998800 100,000,000.0000 4,749,999.00 07/31/2011 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 2,447,499.45 07/31/2011 86X4077 8677M 09/30/2029 02007 5.439999600 80,000,000.0000 3,626,666.40 07/31/2011 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 1,504,999.65 07/31/2011 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 4,855,498.83 07/31/2011 86X4077 8677M 09/30/2029 02010 2.909998800 175,000,000.0000 4,243,748.25 07/31/2011 ------------------------ ---------------------- 1,092,000,000.0000 49,080,909.09 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 33,000,000.0000 2,087,249.67 07/31/2011 86X4077 8677S 09/30/2024 01993 6.649999200 13,000,000.0000 720,416.58 07/31/2011 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 554,166.60 07/31/2011 86X4077 8677S 09/30/2025 01994 6.770001600 25,000,000.0000 1,410,417.00 07/31/2011 86X4077 8677S 09/30/2024 01995 7.390000800 20,000,000.0000 1,231,666.80 07/31/2011 86X4077 8677S 09/30/2027 01995 7.390000800 15,000,000.0000 923,750.10 07/31/2011 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 615,833.40 07/31/2011 86X4077 8677S 09/30/2024 01996 6.770001600 43,000,000.0000 2,425,917.24 07/31/2011 86X4077 8677S 09/30/2023 01997 6.890000400 54,000,000.0000 3,100,500.18 07/31/2011 86X4077 8677S 09/30/2021 01998 5.979999600 1,000,000.0000 49,833.33 07/31/2011 86X4077 8677S 09/30/2023 01998 5.979999600 20,000,000.0000 996,666.60 07/31/2011 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 996,666.60 07/31/2011 86X4077 8677S 09/30/2028 01999 5.810000400 12,000,000.0000 581,000.04 07/31/2011 86X4077 8677S 09/30/2026 02002 5.490000000 110,000,000.0000 5,032,500.00 07/31/2011 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 3,431,250.00 07/31/2011 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 1,830,000.00 07/31/2011 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 228,750.00 07/31/2011 86X4077 8677S 09/30/2027 02004 4.150000800 60,000,000.0000 2,075,000.40 07/31/2011 86X4077 8677S 09/30/2029 02005 3.150000000 40,000,000.0000 1,050,000.00 07/31/2011 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 766,666.80 07/31/2011 ------------------------ ---------------------- 626,000,000.0000 30,108,251.34 H SUB-COHORT 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 564,166.80 07/31/2011 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 282,083.40 07/31/2011 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 1,847,500.20 07/31/2011 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 1,410,417.00 07/31/2011 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 394,916.76 07/31/2011 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 2,870,833.50 07/31/2011 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 2,840,499.81 07/31/2011 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 3,389,166.90 07/31/2011 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 435,333.36 07/31/2011 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 163,250.01 07/31/2011 86X4077 8677H 09/30/2024 02002 5.379998400 50,000,000.0000 2,241,666.00 07/31/2011 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 672,499.80 07/31/2011 86X4077 8677H 09/30/2027 02003 5.259999600 200,000,000.0000 8,766,666.00 07/31/2011 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 2,410,833.15 07/31/2011 86X4077 8677H 09/30/2027 02004 5.799999600 55,000,000.0000 2,658,333.15 07/31/2011 ------------------------ ---------------------- 640,000,000.0000 30,948,165.84 ======================== ====================== 2,358,000,000.0000 110,137,326.27 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00