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 48,422,454.8400 1,401,829.78 06/30/2011 ------------------------ ---------------------- 48,422,454.8400 1,401,829.78 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 5.635598400 61,425,701.8100 2,596,279.40 06/30/2011 ------------------------ ---------------------- 61,425,701.8100 2,596,279.40 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 13,968,659.3300 588,778.95 06/30/2011 ------------------------ ---------------------- 13,968,659.3300 588,778.95 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 15,173,557.6600 639,565.41 06/30/2011 ------------------------ ---------------------- 15,173,557.6600 639,565.41 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,267,964.0000 53,159.40 06/30/2011 ------------------------ ---------------------- 1,267,964.0000 53,159.40 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 15,920,497.7200 637,615.79 06/30/2011 ------------------------ ---------------------- 15,920,497.7200 637,615.79 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 34,400,476.4800 1,442,240.18 06/30/2011 ------------------------ ---------------------- 34,400,476.4800 1,442,240.18 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,183,514.4200 597,171.83 06/30/2011 ------------------------ ---------------------- 16,183,514.4200 597,171.83 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 59,435,152.5900 2,197,614.05 06/30/2011 ------------------------ ---------------------- 59,435,152.5900 2,197,614.05 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 68,072,685.9400 2,506,776.86 06/30/2011 ------------------------ ---------------------- 68,072,685.9400 2,506,776.86 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 17,622,934.1800 611,956.34 06/30/2011 ------------------------ ---------------------- 17,622,934.1800 611,956.34 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.630000400 16,188,505.6000 683,559.70 06/30/2011 ------------------------ ---------------------- 16,188,505.6000 683,559.70 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 28,554,249.9500 788,097.13 06/30/2011 ------------------------ ---------------------- 28,554,249.9500 788,097.13 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 9,177,999.7500 372,122.08 06/30/2011 ------------------------ ---------------------- 9,177,999.7500 372,122.08 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 5.406001200 83,299,852.6500 3,377,393.28 06/30/2011 ------------------------ ---------------------- 83,299,852.6500 3,377,393.28 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 3.499999200 29,007,314.4900 761,441.83 06/30/2011 ------------------------ ---------------------- 29,007,314.4900 761,441.83 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 3.859999200 39,681,027.0000 1,148,765.49 06/30/2011 ------------------------ ---------------------- 39,681,027.0000 1,148,765.49 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02008 3.499999200 32,912,367.8600 863,949.46 06/30/2011 ------------------------ ---------------------- 32,912,367.8600 863,949.46 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 3.899998800 31,440,667.0000 919,639.23 06/30/2011 ------------------------ ---------------------- 31,440,667.0000 919,639.23 0334 97X4166 976631NE 09/30/2044 02006 3.620001600 48,573,612.0000 1,318,774.15 06/30/2011 ------------------------ ---------------------- 48,573,612.0000 1,318,774.15 0336 97X4166 976631BB 09/30/2046 02007 0.036201600 40,968,556.0000 11,123.45 06/30/2011 ------------------------ ---------------------- 40,968,556.0000 11,123.45 ======================== ====================== 711,697,751.2700 23,517,853.79 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00