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 7,792,398.77 08/31/2011 86X4077 8677M 09/30/2024 01993 6.649999200 17,000,000.0000 1,036,291.54 08/31/2011 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 1,219,166.52 08/31/2011 86X4077 8677M 09/30/2024 01994 6.770001600 25,000,000.0000 1,551,458.70 08/31/2011 86X4077 8677M 09/30/2024 01995 7.390000800 15,000,000.0000 1,016,125.11 08/31/2011 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 126,316.67 08/31/2011 86X4077 8677M 09/30/2027 02000 6.360001200 20,000,000.0000 1,166,000.22 08/31/2011 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 2,332,000.44 08/31/2011 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 583,000.11 08/31/2011 86X4077 8677M 09/30/2027 02001 6.310000800 27,000,000.0000 1,561,725.20 08/31/2011 86X4077 8677M 09/30/2029 02001 6.310000800 10,000,000.0000 578,416.74 08/31/2011 86X4077 8677M 09/30/2026 02002 5.429998800 65,000,000.0000 3,235,374.29 08/31/2011 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 995,499.78 08/31/2011 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 2,446,124.67 08/31/2011 86X4077 8677M 09/30/2027 02004 5.109998400 102,000,000.0000 4,777,848.50 08/31/2011 86X4077 8677M 09/30/2029 02005 5.699998800 100,000,000.0000 5,224,998.90 08/31/2011 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 2,692,249.40 08/31/2011 86X4077 8677M 09/30/2029 02007 5.439999600 80,000,000.0000 3,989,333.04 08/31/2011 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 1,655,499.62 08/31/2011 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 5,341,048.71 08/31/2011 86X4077 8677M 09/30/2029 02010 2.909998800 175,000,000.0000 4,668,123.08 08/31/2011 ------------------------ ---------------------- 1,092,000,000.0000 53,989,000.01 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 33,000,000.0000 2,295,974.64 08/31/2011 86X4077 8677S 09/30/2024 01993 6.649999200 13,000,000.0000 792,458.24 08/31/2011 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 609,583.26 08/31/2011 86X4077 8677S 09/30/2025 01994 6.770001600 25,000,000.0000 1,551,458.70 08/31/2011 86X4077 8677S 09/30/2024 01995 7.390000800 20,000,000.0000 1,354,833.48 08/31/2011 86X4077 8677S 09/30/2027 01995 7.390000800 15,000,000.0000 1,016,125.11 08/31/2011 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 677,416.74 08/31/2011 86X4077 8677S 09/30/2024 01996 6.770001600 43,000,000.0000 2,668,508.96 08/31/2011 86X4077 8677S 09/30/2023 01997 6.890000400 54,000,000.0000 3,410,550.20 08/31/2011 86X4077 8677S 09/30/2021 01998 5.979999600 1,000,000.0000 54,816.66 08/31/2011 86X4077 8677S 09/30/2023 01998 5.979999600 20,000,000.0000 1,096,333.26 08/31/2011 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 1,096,333.26 08/31/2011 86X4077 8677S 09/30/2028 01999 5.810000400 12,000,000.0000 639,100.04 08/31/2011 86X4077 8677S 09/30/2026 02002 5.490000000 110,000,000.0000 5,535,750.00 08/31/2011 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 3,774,375.00 08/31/2011 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 2,013,000.00 08/31/2011 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 251,625.00 08/31/2011 86X4077 8677S 09/30/2027 02004 4.150000800 60,000,000.0000 2,282,500.44 08/31/2011 86X4077 8677S 09/30/2029 02005 3.150000000 40,000,000.0000 1,155,000.00 08/31/2011 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 843,333.48 08/31/2011 ------------------------ ---------------------- 626,000,000.0000 33,119,076.47 H SUB-COHORT 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 620,583.48 08/31/2011 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 310,291.74 08/31/2011 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 2,032,250.22 08/31/2011 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 1,551,458.70 08/31/2011 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 434,408.44 08/31/2011 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 3,157,916.85 08/31/2011 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 3,124,549.79 08/31/2011 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 3,728,083.59 08/31/2011 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 478,866.70 08/31/2011 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 179,575.01 08/31/2011 86X4077 8677H 09/30/2024 02002 5.379998400 50,000,000.0000 2,465,832.60 08/31/2011 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 739,749.78 08/31/2011 86X4077 8677H 09/30/2027 02003 5.259999600 200,000,000.0000 9,643,332.60 08/31/2011 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 2,651,916.47 08/31/2011 86X4077 8677H 09/30/2027 02004 5.799999600 55,000,000.0000 2,924,166.47 08/31/2011 ------------------------ ---------------------- 640,000,000.0000 34,042,982.44 ======================== ====================== 2,358,000,000.0000 121,151,058.92 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00