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 624,390.35 01/31/2012 ------------------------ ---------------------- 48,527,757.7900 624,390.35 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 3.859999200 78,387,154.8300 1,008,581.18 01/31/2012 ------------------------ ---------------------- 78,387,154.8300 1,008,581.18 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 14,664,633.4500 274,717.45 01/31/2012 ------------------------ ---------------------- 14,664,633.4500 274,717.45 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 15,963,842.9800 299,055.97 01/31/2012 ------------------------ ---------------------- 15,963,842.9800 299,055.97 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,368,198.5100 25,494.10 01/31/2012 ------------------------ ---------------------- 1,368,198.5100 25,494.10 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 16,079,469.4800 286,214.49 01/31/2012 ------------------------ ---------------------- 16,079,469.4800 286,214.49 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 35,433,662.7700 660,247.34 01/31/2012 ------------------------ ---------------------- 35,433,662.7700 660,247.34 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,409,542.9900 269,116.57 01/31/2012 ------------------------ ---------------------- 16,409,542.9900 269,116.57 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 61,951,349.6600 1,018,066.85 01/31/2012 ------------------------ ---------------------- 61,951,349.6600 1,018,066.85 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 68,610,369.7800 1,122,923.14 01/31/2012 ------------------------ ---------------------- 68,610,369.7800 1,122,923.14 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 18,314,438.8700 282,652.82 01/31/2012 ------------------------ ---------------------- 18,314,438.8700 282,652.82 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.609001600 20,308,447.5900 379,700.38 01/31/2012 ------------------------ ---------------------- 20,308,447.5900 379,700.38 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 27,603,873.3800 338,607.44 01/31/2012 ------------------------ ---------------------- 27,603,873.3800 338,607.44 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 9,779,245.5100 176,222.04 01/31/2012 ------------------------ ---------------------- 9,779,245.5100 176,222.04 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 5.425999200 77,639,891.3800 1,404,246.63 01/31/2012 ------------------------ ---------------------- 77,639,891.3800 1,404,246.63 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 5.189198400 39,470,943.6900 682,741.86 01/31/2012 ------------------------ ---------------------- 39,470,943.6900 682,741.86 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 5.205499200 81,668,112.0500 1,417,077.64 01/31/2012 ------------------------ ---------------------- 81,668,112.0500 1,417,077.64 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02008 5.204098800 40,122,832.3400 696,010.61 01/31/2012 ------------------------ ---------------------- 40,122,832.3400 696,010.61 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 3.499999200 31,814,714.7400 371,171.59 01/31/2012 ------------------------ ---------------------- 31,814,714.7400 371,171.59 31NE SUBCOHORT 97X4166 976631NE 09/30/2044 02006 5.406001200 50,472,492.9000 909,514.52 01/31/2012 ------------------------ ---------------------- 50,472,492.9000 909,514.52 31BB SUB-COHORT 97X4166 976631BB 09/30/2046 02007 5.406001200 86,436,410.8400 1,557,584.47 01/31/2012 ------------------------ ---------------------- 86,436,410.8400 1,557,584.47 ======================== ====================== 841,027,385.5300 13,804,337.44 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00