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 49,444,937.4700 1,749,526.34 08/31/2012 ------------------------ ---------------------- 49,444,937.4700 1,749,526.34 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 3.859999200 77,406,611.9000 2,738,903.38 08/31/2012 ------------------------ ---------------------- 77,406,611.9000 2,738,903.38 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 14,979,665.0500 771,702.36 08/31/2012 ------------------------ ---------------------- 14,979,665.0500 771,702.36 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 16,272,779.2000 838,319.28 08/31/2012 ------------------------ ---------------------- 16,272,779.2000 838,319.28 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,392,804.4500 71,369.63 08/31/2012 ------------------------ ---------------------- 1,392,804.4500 71,369.63 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 16,439,565.0100 804,716.53 08/31/2012 ------------------------ ---------------------- 16,439,565.0100 804,716.53 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 36,256,446.8700 1,857,841.03 08/31/2012 ------------------------ ---------------------- 36,256,446.8700 1,857,841.03 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,801,380.5500 757,742.45 08/31/2012 ------------------------ ---------------------- 16,801,380.5500 757,742.45 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 63,263,941.0400 2,859,002.01 08/31/2012 ------------------------ ---------------------- 63,263,941.0400 2,859,002.01 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 69,665,351.8700 3,135,521.63 08/31/2012 ------------------------ ---------------------- 69,665,351.8700 3,135,521.63 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 18,559,340.1000 787,689.26 08/31/2012 ------------------------ ---------------------- 18,559,340.1000 787,689.26 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.609001600 20,744,547.1600 1,066,598.48 08/31/2012 ------------------------ ---------------------- 20,744,547.1600 1,066,598.48 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 28,003,631.9400 944,655.65 08/31/2012 ------------------------ ---------------------- 28,003,631.9400 944,655.65 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 10,111,372.1400 501,069.16 08/31/2012 ------------------------ ---------------------- 10,111,372.1400 501,069.16 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 5.425999200 99,280,400.1300 4,938,040.91 08/31/2012 ------------------------ ---------------------- 99,280,400.1300 4,938,040.91 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 5.189198400 46,549,277.6900 2,214,239.84 08/31/2012 ------------------------ ---------------------- 46,549,277.6900 2,214,239.84 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 5.205499200 75,640,267.7800 3,609,332.41 08/31/2012 ------------------------ ---------------------- 75,640,267.7800 3,609,332.41 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02009 5.204098800 38,130,166.8600 1,818,970.59 08/31/2012 ------------------------ ---------------------- 38,130,166.8600 1,818,970.59 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 3.499999200 36,009,230.5200 1,155,295.88 08/31/2012 ------------------------ ---------------------- 36,009,230.5200 1,155,295.88 31NE SUBCOHORT 97X4166 976631NE 09/30/2044 02006 5.406001200 50,472,492.9000 2,501,164.94 08/31/2012 97X4166 976631NE 09/30/2044 02007 5.406001200 6,483,317.2600 321,280.86 08/31/2012 ------------------------ ---------------------- 56,955,810.1600 2,822,445.80 31BB SUB-COHORT 97X4166 976631BB 09/30/2046 02007 5.406001200 82,615,402.6400 4,094,007.19 08/31/2012 ------------------------ ---------------------- 82,615,402.6400 4,094,007.19 31ER SUB-COHORT 97X4166 976631ER 09/30/2052 02011 4.578199200 70,634,712.8700 2,964,314.70 08/31/2012 ------------------------ ---------------------- 70,634,712.8700 2,964,314.70 ======================== ====================== 945,157,643.4000 42,501,304.51 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 97X4166 976631AW 09/30/2050 02008 08/30/2012 INT + 0.0000 156,889.69 476206 976631BB 09/30/2046 02007 08/30/2012 INT + 0.0000 103,281.87 476204 976631LK 09/30/2050 02009 08/30/2012 INT + 0.0000 52,604.11 476208 976631OF 09/30/2048 02005 08/30/2012 INT + 0.0000 31,384.53 476202 ------------------------ ---------------------- 0.0000 344,160.20 ======================== ====================== 0.0000 344,160.20