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 94,208.32 10/31/2011 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 110,833.32 10/31/2011 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 55,416.66 10/31/2011 86X4077 8677M 09/30/2024 01994 6.770001600 10,000,000.0000 56,416.68 10/31/2011 86X4077 8677M 09/30/2024 01995 7.390000800 10,000,000.0000 61,583.34 10/31/2011 86X4077 8677M 09/30/2030 01996 6.770001600 5,000,000.0000 28,208.34 10/31/2011 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 11,483.33 10/31/2011 86X4077 8677M 09/30/2030 01997 6.890000400 40,000,000.0000 229,666.68 10/31/2011 86X4077 8677M 09/30/2030 01998 5.979999600 5,000,000.0000 24,916.67 10/31/2011 86X4077 8677M 09/30/2030 01999 5.810000400 15,000,000.0000 72,625.01 10/31/2011 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 212,000.04 10/31/2011 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 53,000.01 10/31/2011 86X4077 8677M 09/30/2026 02002 5.429998800 25,000,000.0000 113,124.98 10/31/2011 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 90,499.98 10/31/2011 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 222,374.97 10/31/2011 86X4077 8677M 09/30/2030 02003 5.929999200 55,000,000.0000 271,791.63 10/31/2011 86X4077 8677M 09/30/2027 02004 5.109998400 42,000,000.0000 178,849.94 10/31/2011 86X4077 8677M 09/30/2029 02005 5.699998800 34,000,000.0000 161,499.97 10/31/2011 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 244,749.95 10/31/2011 86X4077 8677M 09/30/2030 02006 5.339998800 120,000,000.0000 533,999.88 10/31/2011 86X4077 8677M 09/30/2029 02007 5.439999600 60,000,000.0000 271,999.98 10/31/2011 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 150,499.97 10/31/2011 86X4077 8677M 09/30/2030 02008 5.159998800 50,000,000.0000 214,999.95 10/31/2011 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 485,549.88 10/31/2011 86X4077 8677M 09/30/2030 02009 4.979998800 30,000,000.0000 124,499.97 10/31/2011 86X4077 8677M 09/30/2029 02010 2.890000800 175,000,000.0000 421,458.45 10/31/2011 86X4077 8677M 09/30/2030 02010 2.890000800 45,000,000.0000 108,375.03 10/31/2011 86X4077 8677M 09/30/2030 02011 4.380001200 242,000,000.0000 883,300.24 10/31/2011 ------------------------ ---------------------- 1,334,000,000.0000 5,487,933.17 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 20,000,000.0000 126,499.98 10/31/2011 86X4077 8677S 09/30/2024 01993 6.649999200 3,000,000.0000 16,625.00 10/31/2011 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 55,416.66 10/31/2011 86X4077 8677S 09/30/2025 01994 6.770001600 15,000,000.0000 84,625.02 10/31/2011 86X4077 8677S 09/30/2027 01995 7.390000800 5,000,000.0000 30,791.67 10/31/2011 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 61,583.34 10/31/2011 86X4077 8677S 09/30/2024 01996 6.770001600 18,000,000.0000 101,550.02 10/31/2011 86X4077 8677S 09/30/2023 01997 6.890000400 14,000,000.0000 80,383.34 10/31/2011 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 99,666.66 10/31/2011 86X4077 8677S 09/30/2026 02002 5.490000000 50,000,000.0000 228,750.00 10/31/2011 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 343,125.00 10/31/2011 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 183,000.00 10/31/2011 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 22,875.00 10/31/2011 86X4077 8677S 09/30/2027 02004 4.150000800 15,000,000.0000 51,875.01 10/31/2011 86X4077 8677S 09/30/2029 02005 3.150000000 20,000,000.0000 52,500.00 10/31/2011 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 76,666.68 10/31/2011 86X4077 8677S 09/30/2030 02009 4.899999600 20,000,000.0000 81,666.66 10/31/2011 86X4077 8677S 09/30/2030 02010 3.219998400 10,000,000.0000 26,833.32 10/31/2011 86X4077 8677S 09/30/2030 02011 4.129999200 10,000,000.0000 34,416.66 10/31/2011 ------------------------ ---------------------- 380,000,000.0000 1,758,850.02 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 20,000,000.0000 110,833.32 10/31/2011 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 56,416.68 10/31/2011 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 28,208.34 10/31/2011 86X4077 8677H 09/30/2030 01994 6.770001600 30,000,000.0000 169,250.04 10/31/2011 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 184,750.02 10/31/2011 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 153,958.35 10/31/2011 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 141,041.70 10/31/2011 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 39,491.68 10/31/2011 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 141,041.70 10/31/2011 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 287,083.35 10/31/2011 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 120,575.01 10/31/2011 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 284,049.98 10/31/2011 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 99,666.66 10/31/2011 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 338,916.69 10/31/2011 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 9,683.33 10/31/2011 86X4077 8677H 09/30/2030 02000 6.360001200 20,000,000.0000 106,000.02 10/31/2011 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 43,533.34 10/31/2011 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 16,325.00 10/31/2011 86X4077 8677H 09/30/2030 02001 6.530000400 5,000,000.0000 27,208.34 10/31/2011 86X4077 8677H 09/30/2024 02002 5.379998400 45,000,000.0000 201,749.94 10/31/2011 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 67,249.98 10/31/2011 86X4077 8677H 09/30/2027 02003 5.259999600 185,000,000.0000 810,916.61 10/31/2011 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 241,083.32 10/31/2011 ------------------------ ---------------------- 733,000,000.0000 3,679,033.40 ======================== ====================== 2,447,000,000.0000 10,925,816.59 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00