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 49,527,355.8300 796,564.81 02/28/2013 ------------------------ ---------------------- 49,527,355.8300 796,564.81 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 3.859999200 76,805,846.1600 1,235,293.77 02/28/2013 ------------------------ ---------------------- 76,805,846.1600 1,235,293.77 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 15,250,555.7100 357,117.15 02/28/2013 ------------------------ ---------------------- 15,250,555.7100 357,117.15 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 16,763,320.0900 392,541.05 02/28/2013 ------------------------ ---------------------- 16,763,320.0900 392,541.05 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,470,662.2200 34,254.18 02/28/2013 ------------------------ ---------------------- 1,470,662.2200 34,254.18 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 16,152,789.8900 359,399.49 02/28/2013 ------------------------ ---------------------- 16,152,789.8900 359,399.49 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 36,506,321.1500 850,293.19 02/28/2013 ------------------------ ---------------------- 36,506,321.1500 850,293.19 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,800,616.1900 344,412.72 02/28/2013 ------------------------ ---------------------- 16,800,616.1900 344,412.72 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 64,433,636.7100 1,323,573.86 02/28/2013 ------------------------ ---------------------- 64,433,636.7100 1,323,573.86 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 68,939,514.0700 1,410,387.67 02/28/2013 ------------------------ ---------------------- 68,939,514.0700 1,410,387.67 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 19,094,126.3100 368,357.49 02/28/2013 ------------------------ ---------------------- 19,094,126.3100 368,357.49 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.619999600 20,682,226.5800 484,308.77 02/28/2013 ------------------------ ---------------------- 20,682,226.5800 484,308.77 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 27,325,874.9800 418,996.66 02/28/2013 ------------------------ ---------------------- 27,325,874.9800 418,996.66 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 10,085,466.8400 227,175.19 02/28/2013 ------------------------ ---------------------- 10,085,466.8400 227,175.19 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 4.250001600 99,780,239.5600 1,766,942.41 02/28/2013 ------------------------ ---------------------- 99,780,239.5600 1,766,942.41 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 3.980001600 45,365,132.3000 752,305.41 02/28/2013 ------------------------ ---------------------- 45,365,132.3000 752,305.41 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 5.205499200 92,207,363.1800 1,999,938.98 02/28/2013 ------------------------ ---------------------- 92,207,363.1800 1,999,938.98 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02009 5.204098800 40,962,108.2600 888,211.91 02/28/2013 ------------------------ ---------------------- 40,962,108.2600 888,211.91 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 4.160001600 36,082,575.6300 625,431.55 02/28/2013 ------------------------ ---------------------- 36,082,575.6300 625,431.55 31NE SUBCOHORT 97X4166 976631NE 09/30/2044 02006 3.930001200 56,306,571.6200 922,020.39 02/28/2013 ------------------------ ---------------------- 56,306,571.6200 922,020.39 31BB SUB-COHORT 97X4166 976631BB 09/30/2046 02007 5.389999200 114,788,531.1000 2,577,958.71 02/28/2013 ------------------------ ---------------------- 114,788,531.1000 2,577,958.71 31ER SUB-COHORT 97X4166 976631ER 09/30/2052 02011 4.578199200 92,060,265.8000 1,756,125.98 02/28/2013 ------------------------ ---------------------- 92,060,265.8000 1,756,125.98 31AE SUBCOHORT 97X4166 976631AE 09/30/2043 02007 5.357998800 58,256,325.0000 1,300,572.16 02/28/2013 ------------------------ ---------------------- 58,256,325.0000 1,300,572.16 ======================== ====================== 1,075,647,425.1800 21,192,183.50 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00