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 44,553,235.9100 2,342,386.11 06/30/2012 91X4253 9153 09/30/2035 01995 7.030000800 500,405,891.3400 26,383,903.62 06/30/2012 91X4253 9153 09/30/2036 01996 6.680001600 1,553,535,311.7200 77,832,137.76 06/30/2012 91X4253 9153 09/30/2037 01997 6.530000400 1,772,398,617.7000 86,803,227.62 06/30/2012 91X4253 9153 09/30/2038 01998 5.810000400 2,371,155,714.3900 103,323,117.37 06/30/2012 91X4253 9153 09/30/2039 01999 5.789998800 3,607,291,311.0000 156,646,592.71 06/30/2012 91X4253 9153 09/30/2040 02000 6.249999600 4,183,104,600.3100 196,083,015.59 06/30/2012 91X4253 9153 09/30/2041 02001 5.209999200 5,746,867,161.5500 224,558,799.86 06/30/2012 91X4253 9153 09/30/2042 02002 4.809999600 6,492,276,473.2000 234,208,854.29 06/30/2012 91X4253 9153 09/30/2043 02003 3.639999600 8,086,816,811.5700 220,770,074.70 06/30/2012 91X4253 9153 09/30/2044 02004 4.169998800 7,722,020,066.7400 241,506,108.09 06/30/2012 91X4253 9153 09/30/2045 02005 4.529998800 13,145,552,698.7800 446,620,034.63 06/30/2012 91X4253 9153 09/30/2046 02006 4.839998400 18,432,867,479.2600 669,112,868.30 06/30/2012 91X4253 9153 09/30/2047 02007 4.960000800 14,173,736,596.9400 527,263,086.45 06/30/2012 91X4253 9153 09/30/2048 02008 4.960000800 22,581,642,012.6200 840,037,218.36 06/30/2012 91X4253 9153 09/30/2049 02009 3.170001600 46,199,674,096.4700 1,098,397,806.04 06/30/2012 91X4253 9153 09/30/2050 02010 2.890000800 114,734,387,201.8100 2,486,868,531.01 06/30/2012 91X4253 9153 09/30/2051 02011 3.110000400 161,818,867,527.4900 3,774,425,570.54 06/30/2012 91X4253 9153 09/30/2052 02012 3.110000400 109,645,765,950.0000 2,557,487,819.72 06/30/2012 ------------------------ ---------------------- 542,812,918,758.8000 13,970,671,152.77 ======================== ====================== 542,812,918,758.8000 13,970,671,152.77 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00