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 40,242,736.7000 1,880,677.01 05/31/2011 91X4253 9153 09/30/2035 01995 7.030000800 481,552,370.5700 22,568,757.00 05/31/2011 91X4253 9153 09/30/2036 01996 6.680001600 1,501,810,117.9000 66,880,626.60 05/31/2011 91X4253 9153 09/30/2037 01997 6.530000400 1,795,583,801.9400 78,167,752.97 05/31/2011 91X4253 9153 09/30/2038 01998 5.810000400 2,492,924,841.2900 96,559,295.50 05/31/2011 91X4253 9153 09/30/2039 01999 5.789998800 3,684,098,050.8500 142,206,155.29 05/31/2011 91X4253 9153 09/30/2040 02000 6.249999600 4,385,158,841.9900 182,714,940.06 05/31/2011 91X4253 9153 09/30/2041 02001 5.209999200 5,911,407,257.7000 205,322,847.22 05/31/2011 91X4253 9153 09/30/2042 02002 4.809999600 6,933,925,308.9200 222,347,853.08 05/31/2011 91X4253 9153 09/30/2043 02003 3.639999600 8,539,316,676.5100 207,220,728.58 05/31/2011 91X4253 9153 09/30/2044 02004 4.169998800 8,213,564,221.0700 228,337,019.64 05/31/2011 91X4253 9153 09/30/2045 02005 4.529998800 13,871,582,431.2400 418,921,678.45 05/31/2011 91X4253 9153 09/30/2046 02006 4.839998400 19,447,975,205.8100 627,521,125.86 05/31/2011 91X4253 9153 09/30/2047 02007 4.960000800 14,998,935,209.0200 495,964,870.91 05/31/2011 91X4253 9153 09/30/2048 02008 3.639999600 26,754,979,227.6700 649,254,091.24 05/31/2011 91X4253 9153 09/30/2049 02009 4.269999600 47,197,041,922.0300 1,343,542,334.19 05/31/2011 91X4253 9153 09/30/2050 02010 3.960000000 115,633,810,953.7800 3,052,732,609.18 05/31/2011 91X4253 9153 09/30/2051 02011 3.960000000 68,080,876,987.0000 1,797,335,152.46 05/31/2011 ------------------------ ---------------------- 349,964,786,161.9900 9,839,478,515.24 ======================== ====================== 349,964,786,161.9900 9,839,478,515.24 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00