Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 31DO SUB-COHORT 97X4166 976631DO 09/30/2049 02005 3.859999200 48,527,757.7900 1,248,780.71 05/31/2012 ------------------------ ---------------------- 48,527,757.7900 1,248,780.71 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 3.859999200 78,387,154.8300 2,017,162.37 05/31/2012 ------------------------ ---------------------- 78,387,154.8300 2,017,162.37 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 14,664,633.4500 549,434.89 05/31/2012 ------------------------ ---------------------- 14,664,633.4500 549,434.89 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 15,963,842.9800 598,111.94 05/31/2012 ------------------------ ---------------------- 15,963,842.9800 598,111.94 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,368,198.5100 50,988.21 05/31/2012 ------------------------ ---------------------- 1,368,198.5100 50,988.21 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 16,079,469.4800 572,428.98 05/31/2012 ------------------------ ---------------------- 16,079,469.4800 572,428.98 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 35,433,662.7700 1,320,494.69 05/31/2012 ------------------------ ---------------------- 35,433,662.7700 1,320,494.69 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,409,542.9900 538,233.14 05/31/2012 ------------------------ ---------------------- 16,409,542.9900 538,233.14 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 61,951,349.6600 2,036,133.70 05/31/2012 ------------------------ ---------------------- 61,951,349.6600 2,036,133.70 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 68,610,369.7800 2,245,846.29 05/31/2012 ------------------------ ---------------------- 68,610,369.7800 2,245,846.29 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 18,314,438.8700 565,305.63 05/31/2012 ------------------------ ---------------------- 18,314,438.8700 565,305.63 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.609001600 20,308,447.5900 759,400.77 05/31/2012 ------------------------ ---------------------- 20,308,447.5900 759,400.77 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 27,603,873.3800 677,214.88 05/31/2012 ------------------------ ---------------------- 27,603,873.3800 677,214.88 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 9,779,245.5100 352,444.09 05/31/2012 ------------------------ ---------------------- 9,779,245.5100 352,444.09 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 5.425999200 77,639,891.3800 2,808,493.26 05/31/2012 ------------------------ ---------------------- 77,639,891.3800 2,808,493.26 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 5.189198400 39,470,943.6900 1,365,483.72 05/31/2012 ------------------------ ---------------------- 39,470,943.6900 1,365,483.72 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 5.205499200 81,668,112.0500 2,834,155.28 05/31/2012 ------------------------ ---------------------- 81,668,112.0500 2,834,155.28 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02008 5.204098800 40,122,832.3400 1,392,021.22 05/31/2012 ------------------------ ---------------------- 40,122,832.3400 1,392,021.22 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 3.499999200 31,814,714.7400 742,343.17 05/31/2012 ------------------------ ---------------------- 31,814,714.7400 742,343.17 31NE SUBCOHORT 97X4166 976631NE 09/30/2044 02006 5.406001200 50,472,492.9000 1,819,029.05 05/31/2012 ------------------------ ---------------------- 50,472,492.9000 1,819,029.05 31BB SUB-COHORT 97X4166 976631BB 09/30/2046 02007 5.406001200 86,436,410.8400 3,115,168.94 05/31/2012 ------------------------ ---------------------- 86,436,410.8400 3,115,168.94 0352 97X4166 976631ER 09/30/2052 02011 4.587199200 44,611,397.6000 1,364,275.78 05/31/2012 ------------------------ ---------------------- 44,611,397.6000 1,364,275.78 ======================== ====================== 885,638,783.1300 28,972,950.71 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00