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 49,527,355.8300 637,251.85 01/31/2013 ------------------------ ---------------------- 49,527,355.8300 637,251.85 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 3.859999200 76,805,846.1600 988,235.02 01/31/2013 ------------------------ ---------------------- 76,805,846.1600 988,235.02 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 15,250,555.7100 285,693.72 01/31/2013 ------------------------ ---------------------- 15,250,555.7100 285,693.72 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 16,763,320.0900 314,032.84 01/31/2013 ------------------------ ---------------------- 16,763,320.0900 314,032.84 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,470,662.2200 27,403.34 01/31/2013 ------------------------ ---------------------- 1,470,662.2200 27,403.34 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 16,152,789.8900 287,519.60 01/31/2013 ------------------------ ---------------------- 16,152,789.8900 287,519.60 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 36,506,321.1500 680,234.55 01/31/2013 ------------------------ ---------------------- 36,506,321.1500 680,234.55 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,800,616.1900 275,530.17 01/31/2013 ------------------------ ---------------------- 16,800,616.1900 275,530.17 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 64,433,636.7100 1,058,859.09 01/31/2013 ------------------------ ---------------------- 64,433,636.7100 1,058,859.09 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 68,939,514.0700 1,128,310.14 01/31/2013 ------------------------ ---------------------- 68,939,514.0700 1,128,310.14 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 19,094,126.3100 294,685.99 01/31/2013 ------------------------ ---------------------- 19,094,126.3100 294,685.99 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.619999600 20,682,226.5800 387,447.02 01/31/2013 ------------------------ ---------------------- 20,682,226.5800 387,447.02 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 27,325,874.9800 335,197.33 01/31/2013 ------------------------ ---------------------- 27,325,874.9800 335,197.33 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 10,085,466.8400 181,740.15 01/31/2013 ------------------------ ---------------------- 10,085,466.8400 181,740.15 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 4.250001600 99,780,239.5600 1,413,553.93 01/31/2013 ------------------------ ---------------------- 99,780,239.5600 1,413,553.93 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 3.980001600 45,365,132.3000 601,844.33 01/31/2013 ------------------------ ---------------------- 45,365,132.3000 601,844.33 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 5.205499200 92,207,363.1800 1,599,951.18 01/31/2013 ------------------------ ---------------------- 92,207,363.1800 1,599,951.18 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02009 5.204098800 40,962,108.2600 710,569.53 01/31/2013 ------------------------ ---------------------- 40,962,108.2600 710,569.53 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 4.160001600 36,082,575.6300 500,345.24 01/31/2013 ------------------------ ---------------------- 36,082,575.6300 500,345.24 31NE SUBCOHORT 97X4166 976631NE 09/30/2044 02006 3.930001200 56,306,571.6200 737,616.31 01/31/2013 ------------------------ ---------------------- 56,306,571.6200 737,616.31 31BB SUB-COHORT 97X4166 976631BB 09/30/2046 02007 5.389999200 114,788,531.1000 2,062,366.97 01/31/2013 ------------------------ ---------------------- 114,788,531.1000 2,062,366.97 31ER SUB-COHORT 97X4166 976631ER 09/30/2052 02011 4.578199200 92,060,265.8000 1,404,900.78 01/31/2013 ------------------------ ---------------------- 92,060,265.8000 1,404,900.78 31AE SUBCOHORT 97X4166 976631AE 09/30/2043 02007 5.357998800 58,256,325.0000 1,040,457.73 01/31/2013 ------------------------ ---------------------- 58,256,325.0000 1,040,457.73 ======================== ====================== 1,075,647,425.1800 16,953,746.81 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00