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 6,375,598.99 06/30/2011 86X4077 8677M 09/30/2024 01993 6.649999200 17,000,000.0000 847,874.90 06/30/2011 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 997,499.88 06/30/2011 86X4077 8677M 09/30/2024 01994 6.770001600 25,000,000.0000 1,269,375.30 06/30/2011 86X4077 8677M 09/30/2024 01995 7.390000800 15,000,000.0000 831,375.09 06/30/2011 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 103,350.01 06/30/2011 86X4077 8677M 09/30/2027 02000 6.360001200 20,000,000.0000 954,000.18 06/30/2011 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 1,908,000.36 06/30/2011 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 477,000.09 06/30/2011 86X4077 8677M 09/30/2027 02001 6.310000800 27,000,000.0000 1,277,775.16 06/30/2011 86X4077 8677M 09/30/2029 02001 6.310000800 10,000,000.0000 473,250.06 06/30/2011 86X4077 8677M 09/30/2026 02002 5.429998800 65,000,000.0000 2,647,124.42 06/30/2011 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 814,499.82 06/30/2011 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 2,001,374.73 06/30/2011 86X4077 8677M 09/30/2027 02004 5.109998400 102,000,000.0000 3,909,148.78 06/30/2011 86X4077 8677M 09/30/2029 02005 5.699998800 100,000,000.0000 4,274,999.10 06/30/2011 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 2,202,749.51 06/30/2011 86X4077 8677M 09/30/2029 02007 5.439999600 80,000,000.0000 3,263,999.76 06/30/2011 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 1,354,499.69 06/30/2011 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 4,369,948.95 06/30/2011 86X4077 8677M 09/30/2029 02010 2.909998800 175,000,000.0000 3,819,373.43 06/30/2011 ------------------------ ---------------------- 1,092,000,000.0000 44,172,818.21 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 33,000,000.0000 1,878,524.70 06/30/2011 86X4077 8677S 09/30/2024 01993 6.649999200 13,000,000.0000 648,374.92 06/30/2011 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 498,749.94 06/30/2011 86X4077 8677S 09/30/2025 01994 6.770001600 25,000,000.0000 1,269,375.30 06/30/2011 86X4077 8677S 09/30/2024 01995 7.390000800 20,000,000.0000 1,108,500.12 06/30/2011 86X4077 8677S 09/30/2027 01995 7.390000800 15,000,000.0000 831,375.09 06/30/2011 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 554,250.06 06/30/2011 86X4077 8677S 09/30/2024 01996 6.770001600 43,000,000.0000 2,183,325.52 06/30/2011 86X4077 8677S 09/30/2023 01997 6.890000400 54,000,000.0000 2,790,450.16 06/30/2011 86X4077 8677S 09/30/2021 01998 5.979999600 1,000,000.0000 44,850.00 06/30/2011 86X4077 8677S 09/30/2023 01998 5.979999600 20,000,000.0000 896,999.94 06/30/2011 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 896,999.94 06/30/2011 86X4077 8677S 09/30/2028 01999 5.810000400 12,000,000.0000 522,900.04 06/30/2011 86X4077 8677S 09/30/2026 02002 5.490000000 110,000,000.0000 4,529,250.00 06/30/2011 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 3,088,125.00 06/30/2011 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 1,647,000.00 06/30/2011 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 205,875.00 06/30/2011 86X4077 8677S 09/30/2027 02004 4.150000800 60,000,000.0000 1,867,500.36 06/30/2011 86X4077 8677S 09/30/2029 02005 3.150000000 40,000,000.0000 945,000.00 06/30/2011 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 690,000.12 06/30/2011 ------------------------ ---------------------- 626,000,000.0000 27,097,426.21 H SUB-COHORT 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 507,750.12 06/30/2011 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 253,875.06 06/30/2011 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 1,662,750.18 06/30/2011 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 1,269,375.30 06/30/2011 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 355,425.08 06/30/2011 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 2,583,750.15 06/30/2011 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 2,556,449.83 06/30/2011 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 3,050,250.21 06/30/2011 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 391,800.02 06/30/2011 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 146,925.01 06/30/2011 86X4077 8677H 09/30/2024 02002 5.379998400 50,000,000.0000 2,017,499.40 06/30/2011 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 605,249.82 06/30/2011 86X4077 8677H 09/30/2027 02003 5.259999600 200,000,000.0000 7,889,999.40 06/30/2011 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 2,169,749.84 06/30/2011 86X4077 8677H 09/30/2027 02004 5.799999600 55,000,000.0000 2,392,499.84 06/30/2011 ------------------------ ---------------------- 640,000,000.0000 27,853,349.26 ======================== ====================== 2,358,000,000.0000 99,123,593.68 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00