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 188,416.64 11/30/2011 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 221,666.64 11/30/2011 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 110,833.32 11/30/2011 86X4077 8677M 09/30/2024 01994 6.770001600 10,000,000.0000 112,833.36 11/30/2011 86X4077 8677M 09/30/2024 01995 7.390000800 10,000,000.0000 123,166.68 11/30/2011 86X4077 8677M 09/30/2030 01996 6.770001600 5,000,000.0000 56,416.68 11/30/2011 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 22,966.67 11/30/2011 86X4077 8677M 09/30/2030 01997 6.890000400 40,000,000.0000 459,333.36 11/30/2011 86X4077 8677M 09/30/2030 01998 5.979999600 5,000,000.0000 49,833.33 11/30/2011 86X4077 8677M 09/30/2030 01999 5.810000400 15,000,000.0000 145,250.01 11/30/2011 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 424,000.08 11/30/2011 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 106,000.02 11/30/2011 86X4077 8677M 09/30/2026 02002 5.429998800 25,000,000.0000 226,249.95 11/30/2011 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 180,999.96 11/30/2011 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 444,749.94 11/30/2011 86X4077 8677M 09/30/2030 02003 5.929999200 55,000,000.0000 543,583.26 11/30/2011 86X4077 8677M 09/30/2027 02004 5.109998400 42,000,000.0000 357,699.89 11/30/2011 86X4077 8677M 09/30/2029 02005 5.699998800 34,000,000.0000 322,999.93 11/30/2011 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 489,499.89 11/30/2011 86X4077 8677M 09/30/2030 02006 5.339998800 120,000,000.0000 1,067,999.76 11/30/2011 86X4077 8677M 09/30/2029 02007 5.439999600 60,000,000.0000 543,999.96 11/30/2011 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 300,999.93 11/30/2011 86X4077 8677M 09/30/2030 02008 5.159998800 50,000,000.0000 429,999.90 11/30/2011 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 971,099.77 11/30/2011 86X4077 8677M 09/30/2030 02009 4.979998800 30,000,000.0000 248,999.94 11/30/2011 86X4077 8677M 09/30/2029 02010 2.890000800 175,000,000.0000 842,916.90 11/30/2011 86X4077 8677M 09/30/2030 02010 2.890000800 45,000,000.0000 216,750.06 11/30/2011 86X4077 8677M 09/30/2030 02011 4.380001200 242,000,000.0000 1,766,600.48 11/30/2011 ------------------------ ---------------------- 1,334,000,000.0000 10,975,866.31 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 20,000,000.0000 252,999.96 11/30/2011 86X4077 8677S 09/30/2024 01993 6.649999200 3,000,000.0000 33,250.00 11/30/2011 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 110,833.32 11/30/2011 86X4077 8677S 09/30/2025 01994 6.770001600 15,000,000.0000 169,250.04 11/30/2011 86X4077 8677S 09/30/2027 01995 7.390000800 5,000,000.0000 61,583.34 11/30/2011 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 123,166.68 11/30/2011 86X4077 8677S 09/30/2024 01996 6.770001600 18,000,000.0000 203,100.05 11/30/2011 86X4077 8677S 09/30/2023 01997 6.890000400 14,000,000.0000 160,766.68 11/30/2011 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 199,333.32 11/30/2011 86X4077 8677S 09/30/2026 02002 5.490000000 50,000,000.0000 457,500.00 11/30/2011 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 686,250.00 11/30/2011 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 366,000.00 11/30/2011 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 45,750.00 11/30/2011 86X4077 8677S 09/30/2027 02004 4.150000800 15,000,000.0000 103,750.02 11/30/2011 86X4077 8677S 09/30/2029 02005 3.150000000 20,000,000.0000 105,000.00 11/30/2011 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 153,333.36 11/30/2011 86X4077 8677S 09/30/2030 02009 4.899999600 20,000,000.0000 163,333.32 11/30/2011 86X4077 8677S 09/30/2030 02010 3.219998400 10,000,000.0000 53,666.64 11/30/2011 86X4077 8677S 09/30/2030 02011 4.129999200 10,000,000.0000 68,833.32 11/30/2011 ------------------------ ---------------------- 380,000,000.0000 3,517,700.05 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 20,000,000.0000 221,666.64 11/30/2011 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 112,833.36 11/30/2011 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 56,416.68 11/30/2011 86X4077 8677H 09/30/2030 01994 6.770001600 30,000,000.0000 338,500.08 11/30/2011 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 369,500.04 11/30/2011 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 307,916.70 11/30/2011 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 282,083.40 11/30/2011 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 78,983.35 11/30/2011 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 282,083.40 11/30/2011 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 574,166.70 11/30/2011 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 241,150.01 11/30/2011 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 568,099.96 11/30/2011 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 199,333.32 11/30/2011 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 677,833.38 11/30/2011 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 19,366.67 11/30/2011 86X4077 8677H 09/30/2030 02000 6.360001200 20,000,000.0000 212,000.04 11/30/2011 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 87,066.67 11/30/2011 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 32,650.00 11/30/2011 86X4077 8677H 09/30/2030 02001 6.530000400 5,000,000.0000 54,416.67 11/30/2011 86X4077 8677H 09/30/2024 02002 5.379998400 45,000,000.0000 403,499.88 11/30/2011 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 134,499.96 11/30/2011 86X4077 8677H 09/30/2027 02003 5.259999600 185,000,000.0000 1,621,833.21 11/30/2011 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 482,166.63 11/30/2011 ------------------------ ---------------------- 733,000,000.0000 7,358,066.75 ======================== ====================== 2,447,000,000.0000 21,851,633.11 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00