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 22,180,982.7000 518,295.57 01/31/2011 91X4253 9153 09/30/2035 01995 7.030000800 413,132,368.5700 9,681,069.61 01/31/2011 91X4253 9153 09/30/2036 01996 6.680001600 1,459,495,968.9000 32,498,118.02 01/31/2011 91X4253 9153 09/30/2037 01997 6.530000400 1,743,823,517.9400 37,957,227.57 01/31/2011 91X4253 9153 09/30/2038 01998 5.810000400 2,492,924,841.2900 48,279,647.75 01/31/2011 91X4253 9153 09/30/2039 01999 5.789998800 3,626,862,176.8500 69,998,425.51 01/31/2011 91X4253 9153 09/30/2040 02000 6.249999600 4,385,158,841.9900 91,357,470.03 01/31/2011 91X4253 9153 09/30/2041 02001 5.209999200 5,907,875,159.7000 102,600,082.85 01/31/2011 91X4253 9153 09/30/2042 02002 4.809999600 6,933,925,308.9200 111,173,926.54 01/31/2011 91X4253 9153 09/30/2043 02003 3.639999600 8,539,316,676.5100 103,610,364.29 01/31/2011 91X4253 9153 09/30/2044 02004 4.169998800 8,205,302,688.0700 114,053,674.54 01/31/2011 91X4253 9153 09/30/2045 02005 4.529998800 13,859,219,062.2400 209,274,152.40 01/31/2011 91X4253 9153 09/30/2046 02006 4.839998400 19,073,710,938.8100 307,722,434.75 01/31/2011 91X4253 9153 09/30/2047 02007 4.960000800 14,998,935,209.0200 247,982,435.45 01/31/2011 91X4253 9153 09/30/2048 02008 3.639999600 26,754,979,227.6700 324,627,045.62 01/31/2011 91X4253 9153 09/30/2049 02009 4.269999600 44,779,349,326.0300 637,359,345.70 01/31/2011 91X4253 9153 09/30/2050 02010 3.960000000 106,697,758,468.7800 1,408,410,411.79 01/31/2011 91X4253 9153 09/30/2051 02011 3.960000000 44,991,751,909.0000 593,891,125.20 01/31/2011 ------------------------ ---------------------- 314,885,702,672.9900 4,450,995,253.19 ======================== ====================== 314,885,702,672.9900 4,450,995,253.19 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00