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 48,753,513.0100 1,725,061.44 08/31/2011 ------------------------ ---------------------- 48,753,513.0100 1,725,061.44 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 5.635598400 79,135,559.9800 4,088,115.49 08/31/2011 ------------------------ ---------------------- 79,135,559.9800 4,088,115.49 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 14,282,660.0600 735,794.99 08/31/2011 ------------------------ ---------------------- 14,282,660.0600 735,794.99 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 15,515,460.5700 799,304.75 08/31/2011 ------------------------ ---------------------- 15,515,460.5700 799,304.75 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,295,765.2300 66,397.18 08/31/2011 ------------------------ ---------------------- 1,295,765.2300 66,397.18 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 16,274,281.2000 796,625.89 08/31/2011 ------------------------ ---------------------- 16,274,281.2000 796,625.89 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 35,191,128.4700 1,803,252.33 08/31/2011 ------------------------ ---------------------- 35,191,128.4700 1,803,252.33 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,464,427.5200 742,545.86 08/31/2011 ------------------------ ---------------------- 16,464,427.5200 742,545.86 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 60,432,626.4700 2,731,050.22 08/31/2011 ------------------------ ---------------------- 60,432,626.4700 2,731,050.22 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 69,236,648.0200 3,116,226.39 08/31/2011 ------------------------ ---------------------- 69,236,648.0200 3,116,226.39 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 17,813,992.8300 756,055.48 08/31/2011 ------------------------ ---------------------- 17,813,992.8300 756,055.48 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.630000400 17,357,902.7600 895,812.50 08/31/2011 ------------------------ ---------------------- 17,357,902.7600 895,812.50 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 28,571,436.3400 963,809.58 08/31/2011 ------------------------ ---------------------- 28,571,436.3400 963,809.58 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 9,703,116.9400 480,838.07 08/31/2011 ------------------------ ---------------------- 9,703,116.9400 480,838.07 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 5.406001200 83,299,852.6500 4,127,925.11 08/31/2011 ------------------------ ---------------------- 83,299,852.6500 4,127,925.11 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 3.499999200 37,363,073.8900 1,198,731.68 08/31/2011 ------------------------ ---------------------- 37,363,073.8900 1,198,731.68 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 3.859999200 79,364,919.0000 2,808,194.80 08/31/2011 ------------------------ ---------------------- 79,364,919.0000 2,808,194.80 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02008 3.499999200 32,912,367.8600 1,055,938.23 08/31/2011 ------------------------ ---------------------- 32,912,367.8600 1,055,938.23 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 3.899998800 31,440,667.0000 1,124,003.50 08/31/2011 ------------------------ ---------------------- 31,440,667.0000 1,124,003.50 31NE SUBCOHORT 97X4166 976631NE 09/30/2044 02006 3.620001600 48,573,612.0000 1,611,835.07 08/31/2011 ------------------------ ---------------------- 48,573,612.0000 1,611,835.07 31BB SUB-COHORT 97X4166 976631BB 09/30/2046 02007 0.036201600 40,968,556.0000 13,595.33 08/31/2011 ------------------------ ---------------------- 40,968,556.0000 13,595.33 ======================== ====================== 783,951,567.8000 31,641,113.89 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00