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 34,202,578.9100 599,400.13 12/31/2011 91X4253 9153 09/30/2035 01995 7.030000800 463,622,204.3400 8,148,161.17 12/31/2011 91X4253 9153 09/30/2036 01996 6.680001600 1,469,733,655.7200 24,544,557.93 12/31/2011 91X4253 9153 09/30/2037 01997 6.530000400 1,726,089,657.7000 28,178,415.39 12/31/2011 91X4253 9153 09/30/2038 01998 5.810000400 2,351,595,396.3900 34,156,925.48 12/31/2011 91X4253 9153 09/30/2039 01999 5.789998800 3,607,291,311.0000 52,215,530.90 12/31/2011 91X4253 9153 09/30/2040 02000 6.249999600 4,177,879,268.3100 65,279,359.39 12/31/2011 91X4253 9153 09/30/2041 02001 5.209999200 5,690,180,512.5500 74,114,589.80 12/31/2011 91X4253 9153 09/30/2042 02002 4.809999600 6,464,174,636.2000 77,731,693.54 12/31/2011 91X4253 9153 09/30/2043 02003 3.639999600 8,040,117,742.5700 73,165,063.42 12/31/2011 91X4253 9153 09/30/2044 02004 4.169998800 7,722,020,066.7400 80,502,036.03 12/31/2011 91X4253 9153 09/30/2045 02005 4.529998800 13,145,552,698.7800 148,873,344.88 12/31/2011 91X4253 9153 09/30/2046 02006 4.839998400 18,432,867,479.2600 223,037,622.77 12/31/2011 91X4253 9153 09/30/2047 02007 4.960000800 14,173,736,596.9400 175,754,362.15 12/31/2011 91X4253 9153 09/30/2048 02008 4.960000800 22,577,317,552.6200 279,958,782.81 12/31/2011 91X4253 9153 09/30/2049 02009 3.170001600 45,810,175,133.4700 363,045,821.17 12/31/2011 91X4253 9153 09/30/2050 02010 2.890000800 114,110,686,645.8100 824,449,939.24 12/31/2011 91X4253 9153 09/30/2051 02011 3.110000400 161,818,867,527.4900 1,258,141,856.85 12/31/2011 91X4253 9153 09/30/2052 02012 3.110000400 83,823,745,837.0000 651,729,707.71 12/31/2011 ------------------------ ---------------------- 515,639,856,501.8000 4,443,627,170.76 ======================== ====================== 515,639,856,501.8000 4,443,627,170.76 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00