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 34,202,578.9100 199,800.04 10/31/2011 91X4253 9153 09/30/2035 01995 7.030000800 463,622,204.3400 2,716,053.72 10/31/2011 91X4253 9153 09/30/2036 01996 6.680001600 1,469,733,655.7200 8,181,519.31 10/31/2011 91X4253 9153 09/30/2037 01997 6.530000400 1,726,089,657.7000 9,392,805.13 10/31/2011 91X4253 9153 09/30/2038 01998 5.810000400 2,351,595,396.3900 11,385,641.83 10/31/2011 91X4253 9153 09/30/2039 01999 5.789998800 3,607,291,311.0000 17,405,176.97 10/31/2011 91X4253 9153 09/30/2040 02000 6.249999600 4,177,879,268.3100 21,759,786.46 10/31/2011 91X4253 9153 09/30/2041 02001 5.209999200 5,690,180,512.5500 24,704,863.27 10/31/2011 91X4253 9153 09/30/2042 02002 4.809999600 6,464,174,636.2000 25,910,564.51 10/31/2011 91X4253 9153 09/30/2043 02003 3.639999600 8,040,117,742.5700 24,388,354.47 10/31/2011 91X4253 9153 09/30/2044 02004 4.169998800 7,722,020,066.7400 26,834,012.01 10/31/2011 91X4253 9153 09/30/2045 02005 4.529998800 13,145,552,698.7800 49,624,448.29 10/31/2011 91X4253 9153 09/30/2046 02006 4.839998400 18,432,867,479.2600 74,345,874.26 10/31/2011 91X4253 9153 09/30/2047 02007 4.960000800 14,173,736,596.9400 58,584,787.38 10/31/2011 91X4253 9153 09/30/2048 02008 4.960000800 22,577,317,552.6200 93,319,594.27 10/31/2011 91X4253 9153 09/30/2049 02009 3.170001600 45,810,175,133.4700 121,015,273.72 10/31/2011 91X4253 9153 09/30/2050 02010 2.890000800 114,110,686,645.8100 274,816,646.41 10/31/2011 91X4253 9153 09/30/2051 02011 3.110000400 161,818,867,527.4900 419,380,618.95 10/31/2011 91X4253 9153 09/30/2052 02012 3.110000400 45,271,236,062.0000 117,327,968.55 10/31/2011 ------------------------ ---------------------- 477,087,346,726.8000 1,381,293,789.55 ======================== ====================== 477,087,346,726.8000 1,381,293,789.55 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00