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 3,541,999.44 02/28/2011 86X4077 8677M 09/30/2024 01993 6.649999200 17,000,000.0000 471,041.61 02/28/2011 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 554,166.60 02/28/2011 86X4077 8677M 09/30/2024 01994 6.770001600 25,000,000.0000 705,208.50 02/28/2011 86X4077 8677M 09/30/2024 01995 7.390000800 15,000,000.0000 461,875.05 02/28/2011 86X4077 8677M 09/30/2029 01997 6.890000400 2,000,000.0000 57,416.67 02/28/2011 86X4077 8677M 09/30/2027 02000 6.360001200 20,000,000.0000 530,000.10 02/28/2011 86X4077 8677M 09/30/2028 02000 6.360001200 40,000,000.0000 1,060,000.20 02/28/2011 86X4077 8677M 09/30/2029 02000 6.360001200 10,000,000.0000 265,000.05 02/28/2011 86X4077 8677M 09/30/2027 02001 6.310000800 27,000,000.0000 709,875.09 02/28/2011 86X4077 8677M 09/30/2029 02001 6.310000800 10,000,000.0000 262,916.70 02/28/2011 86X4077 8677M 09/30/2026 02002 5.429998800 65,000,000.0000 1,470,624.68 02/28/2011 86X4077 8677M 09/30/2029 02002 5.429998800 20,000,000.0000 452,499.90 02/28/2011 86X4077 8677M 09/30/2028 02003 5.929999200 45,000,000.0000 1,111,874.85 02/28/2011 86X4077 8677M 09/30/2027 02004 5.109998400 102,000,000.0000 2,171,749.32 02/28/2011 86X4077 8677M 09/30/2029 02005 5.699998800 100,000,000.0000 2,374,999.50 02/28/2011 86X4077 8677M 09/30/2029 02006 5.339998800 55,000,000.0000 1,223,749.73 02/28/2011 86X4077 8677M 09/30/2029 02007 5.439999600 80,000,000.0000 1,813,333.20 02/28/2011 86X4077 8677M 09/30/2029 02008 5.159998800 35,000,000.0000 752,499.83 02/28/2011 86X4077 8677M 09/30/2028 02009 4.979998800 117,000,000.0000 2,427,749.42 02/28/2011 86X4077 8677M 09/30/2029 02010 2.909998800 175,000,000.0000 2,121,874.13 02/28/2011 ------------------------ ---------------------- 1,092,000,000.0000 24,540,454.57 S SUB-COHORT 86X4077 8677S 09/30/2029 01992 7.589998800 33,000,000.0000 1,043,624.84 02/28/2011 86X4077 8677S 09/30/2024 01993 6.649999200 13,000,000.0000 360,208.29 02/28/2011 86X4077 8677S 09/30/2025 01993 6.649999200 10,000,000.0000 277,083.30 02/28/2011 86X4077 8677S 09/30/2025 01994 6.770001600 25,000,000.0000 705,208.50 02/28/2011 86X4077 8677S 09/30/2024 01995 7.390000800 20,000,000.0000 615,833.40 02/28/2011 86X4077 8677S 09/30/2027 01995 7.390000800 15,000,000.0000 461,875.05 02/28/2011 86X4077 8677S 09/30/2028 01995 7.390000800 10,000,000.0000 307,916.70 02/28/2011 86X4077 8677S 09/30/2024 01996 6.770001600 43,000,000.0000 1,212,958.62 02/28/2011 86X4077 8677S 09/30/2023 01997 6.890000400 54,000,000.0000 1,550,250.09 02/28/2011 86X4077 8677S 09/30/2021 01998 5.979999600 1,000,000.0000 24,916.67 02/28/2011 86X4077 8677S 09/30/2023 01998 5.979999600 20,000,000.0000 498,333.30 02/28/2011 86X4077 8677S 09/30/2024 01998 5.979999600 20,000,000.0000 498,333.30 02/28/2011 86X4077 8677S 09/30/2028 01999 5.810000400 12,000,000.0000 290,500.02 02/28/2011 86X4077 8677S 09/30/2026 02002 5.490000000 110,000,000.0000 2,516,250.00 02/28/2011 86X4077 8677S 09/30/2027 02002 5.490000000 75,000,000.0000 1,715,625.00 02/28/2011 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 915,000.00 02/28/2011 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 114,375.00 02/28/2011 86X4077 8677S 09/30/2027 02004 4.150000800 60,000,000.0000 1,037,500.20 02/28/2011 86X4077 8677S 09/30/2029 02005 3.150000000 40,000,000.0000 525,000.00 02/28/2011 86X4077 8677S 09/30/2029 02006 4.600000800 20,000,000.0000 383,333.40 02/28/2011 ------------------------ ---------------------- 626,000,000.0000 15,054,125.68 H SUB-COHORT 86X4077 8677H 09/30/2022 01994 6.770001600 10,000,000.0000 282,083.40 02/28/2011 86X4077 8677H 09/30/2024 01994 6.770001600 5,000,000.0000 141,041.70 02/28/2011 86X4077 8677H 09/30/2024 01995 7.390000800 30,000,000.0000 923,750.10 02/28/2011 86X4077 8677H 09/30/2021 01996 6.770001600 25,000,000.0000 705,208.50 02/28/2011 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 197,458.38 02/28/2011 86X4077 8677H 09/30/2022 01997 6.890000400 50,000,000.0000 1,435,416.75 02/28/2011 86X4077 8677H 09/30/2029 01998 5.979999600 57,000,000.0000 1,420,249.91 02/28/2011 86X4077 8677H 09/30/2023 01999 5.810000400 70,000,000.0000 1,694,583.45 02/28/2011 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 217,666.68 02/28/2011 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 81,625.01 02/28/2011 86X4077 8677H 09/30/2024 02002 5.379998400 50,000,000.0000 1,120,833.00 02/28/2011 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 336,249.90 02/28/2011 86X4077 8677H 09/30/2027 02003 5.259999600 200,000,000.0000 4,383,333.00 02/28/2011 86X4077 8677H 09/30/2028 02003 5.259999600 55,000,000.0000 1,205,416.58 02/28/2011 86X4077 8677H 09/30/2027 02004 5.799999600 55,000,000.0000 1,329,166.58 02/28/2011 ------------------------ ---------------------- 640,000,000.0000 15,474,082.94 ======================== ====================== 2,358,000,000.0000 55,068,663.19 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00