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 565,249.93 03/31/2012 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 664,999.92 03/31/2012 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 332,499.96 03/31/2012 86X4077 8677M 09/30/2024 01994 6.770001600 10,000,000.0000 338,500.08 03/31/2012 86X4077 8677M 09/30/2024 01995 7.390000800 10,000,000.0000 369,500.04 03/31/2012 86X4077 8677M 09/30/2030 01996 6.770001600 5,000,000.0000 169,250.04 03/31/2012 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 68,900.00 03/31/2012 86X4077 8677M 09/30/2030 01997 6.890000400 40,000,000.0000 1,378,000.08 03/31/2012 86X4077 8677M 09/30/2030 01998 5.979999600 5,000,000.0000 149,499.99 03/31/2012 86X4077 8677M 09/30/2030 01999 5.810000400 15,000,000.0000 435,750.03 03/31/2012 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 1,272,000.24 03/31/2012 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 318,000.06 03/31/2012 86X4077 8677M 09/30/2026 02002 5.429998800 25,000,000.0000 678,749.85 03/31/2012 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 542,999.88 03/31/2012 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 1,334,249.82 03/31/2012 86X4077 8677M 09/30/2030 02003 5.929999200 55,000,000.0000 1,630,749.78 03/31/2012 86X4077 8677M 09/30/2027 02004 5.109998400 42,000,000.0000 1,073,099.66 03/31/2012 86X4077 8677M 09/30/2029 02005 5.699998800 34,000,000.0000 968,999.80 03/31/2012 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 1,468,499.67 03/31/2012 86X4077 8677M 09/30/2030 02006 5.339998800 120,000,000.0000 3,203,999.28 03/31/2012 86X4077 8677M 09/30/2029 02007 5.439999600 60,000,000.0000 1,631,999.88 03/31/2012 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 902,999.79 03/31/2012 86X4077 8677M 09/30/2030 02008 5.159998800 50,000,000.0000 1,289,999.70 03/31/2012 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 2,913,299.30 03/31/2012 86X4077 8677M 09/30/2030 02009 4.979998800 30,000,000.0000 746,999.82 03/31/2012 86X4077 8677M 09/30/2029 02010 2.890000800 175,000,000.0000 2,528,750.70 03/31/2012 86X4077 8677M 09/30/2030 02010 2.890000800 45,000,000.0000 650,250.18 03/31/2012 86X4077 8677M 09/30/2030 02011 4.380001200 242,000,000.0000 5,299,801.45 03/31/2012 ------------------------ ---------------------- 1,334,000,000.0000 32,927,598.93 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 20,000,000.0000 758,999.88 03/31/2012 86X4077 8677S 09/30/2024 01993 6.649999200 3,000,000.0000 99,749.99 03/31/2012 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 332,499.96 03/31/2012 86X4077 8677S 09/30/2025 01994 6.770001600 15,000,000.0000 507,750.12 03/31/2012 86X4077 8677S 09/30/2027 01995 7.390000800 5,000,000.0000 184,750.02 03/31/2012 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 369,500.04 03/31/2012 86X4077 8677S 09/30/2024 01996 6.770001600 18,000,000.0000 609,300.14 03/31/2012 86X4077 8677S 09/30/2023 01997 6.890000400 14,000,000.0000 482,300.03 03/31/2012 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 597,999.96 03/31/2012 86X4077 8677S 09/30/2026 02002 5.490000000 50,000,000.0000 1,372,500.00 03/31/2012 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 2,058,750.00 03/31/2012 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 1,098,000.00 03/31/2012 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 137,250.00 03/31/2012 86X4077 8677S 09/30/2027 02004 4.150000800 15,000,000.0000 311,250.06 03/31/2012 86X4077 8677S 09/30/2029 02005 3.150000000 20,000,000.0000 315,000.00 03/31/2012 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 460,000.08 03/31/2012 86X4077 8677S 09/30/2030 02009 4.899999600 20,000,000.0000 489,999.96 03/31/2012 86X4077 8677S 09/30/2030 02010 3.219998400 10,000,000.0000 160,999.92 03/31/2012 86X4077 8677S 09/30/2030 02011 4.129999200 10,000,000.0000 206,499.96 03/31/2012 ------------------------ ---------------------- 380,000,000.0000 10,553,100.12 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 20,000,000.0000 664,999.92 03/31/2012 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 338,500.08 03/31/2012 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 169,250.04 03/31/2012 86X4077 8677H 09/30/2030 01994 6.770001600 30,000,000.0000 1,015,500.24 03/31/2012 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 1,108,500.12 03/31/2012 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 923,750.10 03/31/2012 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 846,250.20 03/31/2012 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 236,950.06 03/31/2012 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 846,250.20 03/31/2012 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 1,722,500.10 03/31/2012 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 723,450.04 03/31/2012 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 1,704,299.89 03/31/2012 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 597,999.96 03/31/2012 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 2,033,500.14 03/31/2012 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 58,100.00 03/31/2012 86X4077 8677H 09/30/2030 02000 6.360001200 20,000,000.0000 636,000.12 03/31/2012 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 261,200.02 03/31/2012 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 97,950.01 03/31/2012 86X4077 8677H 09/30/2030 02001 6.530000400 5,000,000.0000 163,250.01 03/31/2012 86X4077 8677H 09/30/2024 02002 5.379998400 45,000,000.0000 1,210,499.64 03/31/2012 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 403,499.88 03/31/2012 86X4077 8677H 09/30/2027 02003 5.259999600 185,000,000.0000 4,865,499.63 03/31/2012 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 1,446,499.89 03/31/2012 ------------------------ ---------------------- 733,000,000.0000 22,074,200.29 ======================== ====================== 2,447,000,000.0000 65,554,899.34 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00