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 4,250,399.33 03/31/2011 86X4077 8677M 09/30/2024 01993 6.649999200 17,000,000.0000 565,249.93 03/31/2011 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 664,999.92 03/31/2011 86X4077 8677M 09/30/2024 01994 6.770001600 25,000,000.0000 846,250.20 03/31/2011 86X4077 8677M 09/30/2024 01995 7.390000800 15,000,000.0000 554,250.06 03/31/2011 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 68,900.00 03/31/2011 86X4077 8677M 09/30/2027 02000 6.360001200 20,000,000.0000 636,000.12 03/31/2011 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 1,272,000.24 03/31/2011 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 318,000.06 03/31/2011 86X4077 8677M 09/30/2027 02001 6.310000800 27,000,000.0000 851,850.11 03/31/2011 86X4077 8677M 09/30/2029 02001 6.310000800 10,000,000.0000 315,500.04 03/31/2011 86X4077 8677M 09/30/2026 02002 5.429998800 65,000,000.0000 1,764,749.61 03/31/2011 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 542,999.88 03/31/2011 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 1,334,249.82 03/31/2011 86X4077 8677M 09/30/2027 02004 5.109998400 102,000,000.0000 2,606,099.18 03/31/2011 86X4077 8677M 09/30/2029 02005 5.699998800 100,000,000.0000 2,849,999.40 03/31/2011 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 1,468,499.67 03/31/2011 86X4077 8677M 09/30/2029 02007 5.439999600 80,000,000.0000 2,175,999.84 03/31/2011 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 902,999.79 03/31/2011 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 2,913,299.30 03/31/2011 86X4077 8677M 09/30/2029 02010 2.909998800 175,000,000.0000 2,546,248.95 03/31/2011 ------------------------ ---------------------- 1,092,000,000.0000 29,448,545.45 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 33,000,000.0000 1,252,349.80 03/31/2011 86X4077 8677S 09/30/2024 01993 6.649999200 13,000,000.0000 432,249.95 03/31/2011 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 332,499.96 03/31/2011 86X4077 8677S 09/30/2025 01994 6.770001600 25,000,000.0000 846,250.20 03/31/2011 86X4077 8677S 09/30/2024 01995 7.390000800 20,000,000.0000 739,000.08 03/31/2011 86X4077 8677S 09/30/2027 01995 7.390000800 15,000,000.0000 554,250.06 03/31/2011 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 369,500.04 03/31/2011 86X4077 8677S 09/30/2024 01996 6.770001600 43,000,000.0000 1,455,550.34 03/31/2011 86X4077 8677S 09/30/2023 01997 6.890000400 54,000,000.0000 1,860,300.11 03/31/2011 86X4077 8677S 09/30/2021 01998 5.979999600 1,000,000.0000 29,900.00 03/31/2011 86X4077 8677S 09/30/2023 01998 5.979999600 20,000,000.0000 597,999.96 03/31/2011 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 597,999.96 03/31/2011 86X4077 8677S 09/30/2028 01999 5.810000400 12,000,000.0000 348,600.02 03/31/2011 86X4077 8677S 09/30/2026 02002 5.490000000 110,000,000.0000 3,019,500.00 03/31/2011 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 2,058,750.00 03/31/2011 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 1,098,000.00 03/31/2011 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 137,250.00 03/31/2011 86X4077 8677S 09/30/2027 02004 4.150000800 60,000,000.0000 1,245,000.24 03/31/2011 86X4077 8677S 09/30/2029 02005 3.150000000 40,000,000.0000 630,000.00 03/31/2011 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 460,000.08 03/31/2011 ------------------------ ---------------------- 626,000,000.0000 18,064,950.80 H SUB-COHORT 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 338,500.08 03/31/2011 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 169,250.04 03/31/2011 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 1,108,500.12 03/31/2011 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 846,250.20 03/31/2011 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 236,950.06 03/31/2011 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 1,722,500.10 03/31/2011 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 1,704,299.89 03/31/2011 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 2,033,500.14 03/31/2011 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 261,200.02 03/31/2011 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 97,950.01 03/31/2011 86X4077 8677H 09/30/2024 02002 5.379998400 50,000,000.0000 1,344,999.60 03/31/2011 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 403,499.88 03/31/2011 86X4077 8677H 09/30/2027 02003 5.259999600 200,000,000.0000 5,259,999.60 03/31/2011 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 1,446,499.89 03/31/2011 86X4077 8677H 09/30/2027 02004 5.799999600 55,000,000.0000 1,594,999.89 03/31/2011 ------------------------ ---------------------- 640,000,000.0000 18,568,899.52 ======================== ====================== 2,358,000,000.0000 66,082,395.77 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00