Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 91X4253 9153 09/30/2034 01994 7.009999200 37,951,062.7000 2,438,671.76 08/31/2011 91X4253 9153 09/30/2035 01995 7.030000800 470,687,965.5700 30,331,920.43 08/31/2011 91X4253 9153 09/30/2036 01996 6.680001600 1,480,437,890.9000 90,652,168.57 08/31/2011 91X4253 9153 09/30/2037 01997 6.530000400 1,759,684,524.9400 105,331,789.31 08/31/2011 91X4253 9153 09/30/2038 01998 5.810000400 2,405,373,520.2900 128,106,193.55 08/31/2011 91X4253 9153 09/30/2039 01999 5.789998800 3,684,098,050.8500 195,533,463.52 08/31/2011 91X4253 9153 09/30/2040 02000 6.249999600 4,228,619,219.9900 242,264,627.31 08/31/2011 91X4253 9153 09/30/2041 02001 5.209999200 5,844,434,620.7000 279,120,413.90 08/31/2011 91X4253 9153 09/30/2042 02002 4.809999600 6,793,229,206.9200 299,524,772.87 08/31/2011 91X4253 9153 09/30/2043 02003 3.639999600 8,320,190,359.5100 277,616,987.82 08/31/2011 91X4253 9153 09/30/2044 02004 4.169998800 8,054,165,053.0700 307,870,370.56 08/31/2011 91X4253 9153 09/30/2045 02005 4.529998800 13,669,516,432.2400 567,626,519.48 08/31/2011 91X4253 9153 09/30/2046 02006 4.839998400 19,192,394,129.8100 851,502,271.40 08/31/2011 91X4253 9153 09/30/2047 02007 4.960000800 14,736,774,358.0200 670,032,115.55 08/31/2011 91X4253 9153 09/30/2048 02008 3.639999600 23,274,940,947.6700 776,607,110.95 08/31/2011 91X4253 9153 09/30/2049 02009 4.269999600 46,944,174,483.0200 1,837,473,057.43 08/31/2011 91X4253 9153 09/30/2050 02010 3.960000000 114,855,018,165.8400 4,169,237,159.42 08/31/2011 91X4253 9153 09/30/2051 02011 3.960000000 108,608,825,830.0000 3,942,500,377.63 08/31/2011 ------------------------ ---------------------- 384,360,515,822.0400 14,773,769,991.46 ======================== ====================== 384,360,515,822.0400 14,773,769,991.46 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 91X4253 9153 09/30/2034 01994 08/04/2011 SELL -2,291,674.0000 0.00 487091 9153 09/30/2034 01994 08/04/2011 INT + 0.0000 80,323.16 487092 9153 09/30/2035 01995 08/04/2011 SELL -10,864,405.0000 0.00 487093 9153 09/30/2035 01995 08/04/2011 INT + 0.0000 381,883.87 487094 9153 09/30/2036 01996 08/04/2011 SELL -21,372,227.0000 0.00 487095 9153 09/30/2036 01996 08/04/2011 INT + 0.0000 713,832.55 487096 9153 09/30/2037 01997 08/04/2011 SELL -35,899,277.0000 0.00 487097 9153 09/30/2037 01997 08/04/2011 INT + 0.0000 1,172,111.46 487098 9153 09/30/2038 01998 06/28/2011 INT + 0.0000 1,457,311.21 487079 9153 09/30/2038 01998 08/04/2011 SELL -37,385,706.0000 0.00 487099 9153 09/30/2038 01998 08/04/2011 INT + 0.0000 1,086,054.83 487100 9153 09/30/2040 02000 06/28/2011 INT + 0.0000 3,424,910.15 487081 9153 09/30/2040 02000 08/04/2011 SELL -46,942,490.0000 0.00 487101 9153 09/30/2040 02000 08/04/2011 INT + 0.0000 1,466,952.71 487102 9153 09/30/2041 02001 08/04/2011 SELL -66,972,637.0000 0.00 487103 9153 09/30/2041 02001 08/04/2011 INT + 0.0000 1,744,636.92 487104 9153 09/30/2042 02002 06/28/2011 INT + 0.0000 1,284,964.69 487083 9153 09/30/2042 02002 08/04/2011 SELL -87,267,212.0000 0.00 487105 9153 09/30/2042 02002 08/04/2011 INT + 0.0000 2,098,776.27 487106 9153 09/30/2043 02003 06/28/2011 INT + 0.0000 1,553,940.83 487085 9153 09/30/2043 02003 08/04/2011 SELL -133,744,943.0000 0.00 487107 9153 09/30/2043 02003 08/04/2011 INT + 0.0000 2,434,157.69 487108 9153 09/30/2044 02004 08/04/2011 SELL -159,399,168.0000 0.00 487109 9153 09/30/2044 02004 08/04/2011 INT + 0.0000 3,323,471.69 487110 9153 09/30/2045 02005 08/04/2011 SELL -202,065,999.0000 0.00 487111 9153 09/30/2045 02005 08/04/2011 INT + 0.0000 4,576,793.66 487112 9153 09/30/2046 02006 08/04/2011 SELL -255,581,076.0000 0.00 487113 9153 09/30/2046 02006 08/04/2011 INT + 0.0000 6,185,059.99 487114 9153 09/30/2047 02007 06/28/2011 INT + 0.0000 1,394,777.86 487087 9153 09/30/2047 02007 08/04/2011 SELL -205,919,817.0000 0.00 487115 9153 09/30/2047 02007 08/04/2011 INT + 0.0000 5,106,812.28 487116 9153 09/30/2048 02008 06/28/2011 INT + 0.0000 44,169,474.66 487089 9153 09/30/2048 02008 08/04/2011 SELL -203,143,801.0000 0.00 487117 9153 09/30/2048 02008 08/04/2011 INT + 0.0000 3,697,216.77 487118 9153 09/30/2048 02008 08/16/2011 SELL -850,000,000.0000 0.00 487129 9153 09/30/2048 02008 08/16/2011 INT + 0.0000 15,469,998.30 487130 9153 09/30/2049 02009 08/04/2011 SELL -168,519,860.0000 0.00 487119 9153 09/30/2049 02009 08/04/2011 INT + 0.0000 3,597,898.67 487120 9153 09/30/2049 02009 08/04/2011 SELL -9,342,256.4500 0.00 487123 9153 09/30/2049 02009 08/04/2011 INT + 0.0000 199,457.15 487124 9153 09/30/2049 02009 08/16/2011 SELL -5,322.5600 0.00 487125 9153 09/30/2049 02009 08/16/2011 INT + 0.0000 113.63 487126 9153 09/30/2049 02009 08/16/2011 SELL -75,000,000.0000 0.00 487131 9153 09/30/2049 02009 08/16/2011 INT + 0.0000 1,601,249.85 487132 9153 09/30/2050 02010 08/04/2011 SELL -325,470,185.0000 0.00 487121 9153 09/30/2050 02010 08/04/2011 INT + 0.0000 6,444,309.66 487122 9153 09/30/2050 02010 08/16/2011 SELL -53,322,602.9400 0.00 487127 9153 09/30/2050 02010 08/16/2011 INT + 0.0000 1,055,787.53 487128 9153 09/30/2050 02010 08/16/2011 SELL -400,000,000.0000 0.00 487133 9153 09/30/2050 02010 08/16/2011 INT + 0.0000 7,920,000.00 487134 ------------------------ ---------------------- -3,350,510,658.9500 123,642,278.04 ======================== ====================== -3,350,510,658.9500 123,642,278.04