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 780,487.94 02/29/2012 ------------------------ ---------------------- 48,527,757.7900 780,487.94 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 3.859999200 78,387,154.8300 1,260,726.48 02/29/2012 ------------------------ ---------------------- 78,387,154.8300 1,260,726.48 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 14,664,633.4500 343,396.81 02/29/2012 ------------------------ ---------------------- 14,664,633.4500 343,396.81 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 15,963,842.9800 373,819.96 02/29/2012 ------------------------ ---------------------- 15,963,842.9800 373,819.96 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,368,198.5100 31,867.63 02/29/2012 ------------------------ ---------------------- 1,368,198.5100 31,867.63 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 16,079,469.4800 357,768.12 02/29/2012 ------------------------ ---------------------- 16,079,469.4800 357,768.12 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 35,433,662.7700 825,309.18 02/29/2012 ------------------------ ---------------------- 35,433,662.7700 825,309.18 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,409,542.9900 336,395.71 02/29/2012 ------------------------ ---------------------- 16,409,542.9900 336,395.71 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 61,951,349.6600 1,272,583.56 02/29/2012 ------------------------ ---------------------- 61,951,349.6600 1,272,583.56 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 68,610,369.7800 1,403,653.93 02/29/2012 ------------------------ ---------------------- 68,610,369.7800 1,403,653.93 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 18,314,438.8700 353,316.02 02/29/2012 ------------------------ ---------------------- 18,314,438.8700 353,316.02 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.609001600 20,308,447.5900 474,625.48 02/29/2012 ------------------------ ---------------------- 20,308,447.5900 474,625.48 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 27,603,873.3800 423,259.30 02/29/2012 ------------------------ ---------------------- 27,603,873.3800 423,259.30 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 9,779,245.5100 220,277.55 02/29/2012 ------------------------ ---------------------- 9,779,245.5100 220,277.55 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 5.425999200 77,639,891.3800 1,755,308.29 02/29/2012 ------------------------ ---------------------- 77,639,891.3800 1,755,308.29 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 5.189198400 39,470,943.6900 853,427.32 02/29/2012 ------------------------ ---------------------- 39,470,943.6900 853,427.32 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 5.205499200 81,668,112.0500 1,771,347.05 02/29/2012 ------------------------ ---------------------- 81,668,112.0500 1,771,347.05 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02008 5.204098800 40,122,832.3400 870,013.27 02/29/2012 ------------------------ ---------------------- 40,122,832.3400 870,013.27 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 3.499999200 31,814,714.7400 463,964.48 02/29/2012 ------------------------ ---------------------- 31,814,714.7400 463,964.48 31NE SUBCOHORT 97X4166 976631NE 09/30/2044 02006 5.406001200 50,472,492.9000 1,136,893.15 02/29/2012 ------------------------ ---------------------- 50,472,492.9000 1,136,893.15 31BB SUB-COHORT 97X4166 976631BB 09/30/2046 02007 5.406001200 86,436,410.8400 1,946,980.59 02/29/2012 ------------------------ ---------------------- 86,436,410.8400 1,946,980.59 ======================== ====================== 841,027,385.5300 17,255,421.82 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00