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 5,667,199.10 05/31/2011 86X4077 8677M 09/30/2024 01993 6.649999200 17,000,000.0000 753,666.58 05/31/2011 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 886,666.56 05/31/2011 86X4077 8677M 09/30/2024 01994 6.770001600 25,000,000.0000 1,128,333.60 05/31/2011 86X4077 8677M 09/30/2024 01995 7.390000800 15,000,000.0000 739,000.08 05/31/2011 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 91,866.67 05/31/2011 86X4077 8677M 09/30/2027 02000 6.360001200 20,000,000.0000 848,000.16 05/31/2011 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 1,696,000.32 05/31/2011 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 424,000.08 05/31/2011 86X4077 8677M 09/30/2027 02001 6.310000800 27,000,000.0000 1,135,800.14 05/31/2011 86X4077 8677M 09/30/2029 02001 6.310000800 10,000,000.0000 420,666.72 05/31/2011 86X4077 8677M 09/30/2026 02002 5.429998800 65,000,000.0000 2,352,999.48 05/31/2011 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 723,999.84 05/31/2011 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 1,778,999.76 05/31/2011 86X4077 8677M 09/30/2027 02004 5.109998400 102,000,000.0000 3,474,798.91 05/31/2011 86X4077 8677M 09/30/2029 02005 5.699998800 100,000,000.0000 3,799,999.20 05/31/2011 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 1,957,999.56 05/31/2011 86X4077 8677M 09/30/2029 02007 5.439999600 80,000,000.0000 2,901,333.12 05/31/2011 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 1,203,999.72 05/31/2011 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 3,884,399.06 05/31/2011 86X4077 8677M 09/30/2029 02010 2.909998800 175,000,000.0000 3,394,998.60 05/31/2011 ------------------------ ---------------------- 1,092,000,000.0000 39,264,727.26 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 33,000,000.0000 1,669,799.74 05/31/2011 86X4077 8677S 09/30/2024 01993 6.649999200 13,000,000.0000 576,333.26 05/31/2011 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 443,333.28 05/31/2011 86X4077 8677S 09/30/2025 01994 6.770001600 25,000,000.0000 1,128,333.60 05/31/2011 86X4077 8677S 09/30/2024 01995 7.390000800 20,000,000.0000 985,333.44 05/31/2011 86X4077 8677S 09/30/2027 01995 7.390000800 15,000,000.0000 739,000.08 05/31/2011 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 492,666.72 05/31/2011 86X4077 8677S 09/30/2024 01996 6.770001600 43,000,000.0000 1,940,733.79 05/31/2011 86X4077 8677S 09/30/2023 01997 6.890000400 54,000,000.0000 2,480,400.14 05/31/2011 86X4077 8677S 09/30/2021 01998 5.979999600 1,000,000.0000 39,866.66 05/31/2011 86X4077 8677S 09/30/2023 01998 5.979999600 20,000,000.0000 797,333.28 05/31/2011 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 797,333.28 05/31/2011 86X4077 8677S 09/30/2028 01999 5.810000400 12,000,000.0000 464,800.03 05/31/2011 86X4077 8677S 09/30/2026 02002 5.490000000 110,000,000.0000 4,026,000.00 05/31/2011 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 2,745,000.00 05/31/2011 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 1,464,000.00 05/31/2011 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 183,000.00 05/31/2011 86X4077 8677S 09/30/2027 02004 4.150000800 60,000,000.0000 1,660,000.32 05/31/2011 86X4077 8677S 09/30/2029 02005 3.150000000 40,000,000.0000 840,000.00 05/31/2011 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 613,333.44 05/31/2011 ------------------------ ---------------------- 626,000,000.0000 24,086,601.06 H SUB-COHORT 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 451,333.44 05/31/2011 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 225,666.72 05/31/2011 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 1,478,000.16 05/31/2011 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 1,128,333.60 05/31/2011 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 315,933.41 05/31/2011 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 2,296,666.80 05/31/2011 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 2,272,399.85 05/31/2011 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 2,711,333.52 05/31/2011 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 348,266.69 05/31/2011 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 130,600.01 05/31/2011 86X4077 8677H 09/30/2024 02002 5.379998400 50,000,000.0000 1,793,332.80 05/31/2011 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 537,999.84 05/31/2011 86X4077 8677H 09/30/2027 02003 5.259999600 200,000,000.0000 7,013,332.80 05/31/2011 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 1,928,666.52 05/31/2011 86X4077 8677H 09/30/2027 02004 5.799999600 55,000,000.0000 2,126,666.52 05/31/2011 ------------------------ ---------------------- 640,000,000.0000 24,758,532.68 ======================== ====================== 2,358,000,000.0000 88,109,861.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00