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 48,527,757.7900 1,404,878.30 06/30/2012 ------------------------ ---------------------- 48,527,757.7900 1,404,878.30 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 3.859999200 78,387,154.8300 2,269,307.66 06/30/2012 ------------------------ ---------------------- 78,387,154.8300 2,269,307.66 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 14,664,633.4500 618,114.26 06/30/2012 ------------------------ ---------------------- 14,664,633.4500 618,114.26 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 15,963,842.9800 672,875.93 06/30/2012 ------------------------ ---------------------- 15,963,842.9800 672,875.93 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,368,198.5100 57,361.73 06/30/2012 ------------------------ ---------------------- 1,368,198.5100 57,361.73 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 16,079,469.4800 643,982.61 06/30/2012 ------------------------ ---------------------- 16,079,469.4800 643,982.61 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 35,433,662.7700 1,485,556.52 06/30/2012 ------------------------ ---------------------- 35,433,662.7700 1,485,556.52 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,409,542.9900 605,512.28 06/30/2012 ------------------------ ---------------------- 16,409,542.9900 605,512.28 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 61,951,349.6600 2,290,650.41 06/30/2012 ------------------------ ---------------------- 61,951,349.6600 2,290,650.41 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 68,610,369.7800 2,526,577.07 06/30/2012 ------------------------ ---------------------- 68,610,369.7800 2,526,577.07 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 18,314,438.8700 635,968.83 06/30/2012 ------------------------ ---------------------- 18,314,438.8700 635,968.83 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.609001600 20,308,447.5900 854,325.86 06/30/2012 ------------------------ ---------------------- 20,308,447.5900 854,325.86 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 27,603,873.3800 761,866.74 06/30/2012 ------------------------ ---------------------- 27,603,873.3800 761,866.74 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 9,779,245.5100 396,499.60 06/30/2012 ------------------------ ---------------------- 9,779,245.5100 396,499.60 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 5.425999200 77,639,891.3800 3,159,554.91 06/30/2012 ------------------------ ---------------------- 77,639,891.3800 3,159,554.91 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 5.189198400 39,470,943.6900 1,536,169.18 06/30/2012 ------------------------ ---------------------- 39,470,943.6900 1,536,169.18 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 5.205499200 81,668,112.0500 3,188,424.69 06/30/2012 ------------------------ ---------------------- 81,668,112.0500 3,188,424.69 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02008 5.204098800 40,122,832.3400 1,566,023.88 06/30/2012 ------------------------ ---------------------- 40,122,832.3400 1,566,023.88 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 3.499999200 31,814,714.7400 835,136.07 06/30/2012 ------------------------ ---------------------- 31,814,714.7400 835,136.07 31NE SUBCOHORT 97X4166 976631NE 09/30/2044 02006 5.406001200 50,472,492.9000 2,046,407.68 06/30/2012 ------------------------ ---------------------- 50,472,492.9000 2,046,407.68 31BB SUB-COHORT 97X4166 976631BB 09/30/2046 02007 5.406001200 86,436,410.8400 3,504,565.06 06/30/2012 ------------------------ ---------------------- 86,436,410.8400 3,504,565.06 31ER SUB-COHORT 97X4166 976631ER 09/30/2052 02011 4.587199200 44,611,397.6000 1,534,810.26 06/30/2012 ------------------------ ---------------------- 44,611,397.6000 1,534,810.26 ======================== ====================== 885,638,783.1300 32,594,569.53 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00