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 1,593,129.62 07/31/2013 ------------------------ ---------------------- 49,527,355.8300 1,593,129.62 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 3.859999200 76,805,846.1600 2,470,587.54 07/31/2013 ------------------------ ---------------------- 76,805,846.1600 2,470,587.54 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 15,250,555.7100 714,234.31 07/31/2013 ------------------------ ---------------------- 15,250,555.7100 714,234.31 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 16,763,320.0900 785,082.10 07/31/2013 ------------------------ ---------------------- 16,763,320.0900 785,082.10 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,470,662.2200 68,508.36 07/31/2013 ------------------------ ---------------------- 1,470,662.2200 68,508.36 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 16,152,789.8900 718,798.99 07/31/2013 ------------------------ ---------------------- 16,152,789.8900 718,798.99 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 36,506,321.1500 1,700,586.37 07/31/2013 ------------------------ ---------------------- 36,506,321.1500 1,700,586.37 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,800,616.1900 688,825.43 07/31/2013 ------------------------ ---------------------- 16,800,616.1900 688,825.43 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 64,433,636.7100 2,647,147.72 07/31/2013 ------------------------ ---------------------- 64,433,636.7100 2,647,147.72 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 68,939,514.0700 2,820,775.35 07/31/2013 ------------------------ ---------------------- 68,939,514.0700 2,820,775.35 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 19,094,126.3100 736,714.98 07/31/2013 ------------------------ ---------------------- 19,094,126.3100 736,714.98 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.619999600 20,682,226.5800 968,617.54 07/31/2013 ------------------------ ---------------------- 20,682,226.5800 968,617.54 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 27,325,874.9800 837,993.32 07/31/2013 ------------------------ ---------------------- 27,325,874.9800 837,993.32 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 10,085,466.8400 454,350.38 07/31/2013 ------------------------ ---------------------- 10,085,466.8400 454,350.38 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 4.250001600 99,780,239.5600 3,533,884.81 07/31/2013 ------------------------ ---------------------- 99,780,239.5600 3,533,884.81 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 3.980001600 45,365,132.3000 1,504,610.83 07/31/2013 ------------------------ ---------------------- 45,365,132.3000 1,504,610.83 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 5.205499200 92,207,363.1800 3,999,877.96 07/31/2013 ------------------------ ---------------------- 92,207,363.1800 3,999,877.96 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02009 5.204098800 40,962,108.2600 1,776,423.82 07/31/2013 ------------------------ ---------------------- 40,962,108.2600 1,776,423.82 31FG SUB-COHORT 97X4166 976631FG 09/30/2051 02009 4.160001600 336,407.0000 11,662.11 07/31/2013 97X4166 976631FG 09/30/2052 02009 4.160001600 36,082,575.6300 1,250,863.10 07/31/2013 ------------------------ ---------------------- 36,418,982.6300 1,262,525.21 31NE SUBCOHORT 97X4166 976631NE 09/30/2044 02006 3.930001200 56,306,571.6200 1,844,040.78 07/31/2013 ------------------------ ---------------------- 56,306,571.6200 1,844,040.78 31BB SUB-COHORT 97X4166 976631BB 09/30/2046 02007 5.389999200 114,788,531.1000 5,155,917.42 07/31/2013 ------------------------ ---------------------- 114,788,531.1000 5,155,917.42 31ER SUB-COHORT 97X4166 976631ER 09/30/2052 02011 4.578199200 100,982,545.3200 3,852,651.73 07/31/2013 ------------------------ ---------------------- 100,982,545.3200 3,852,651.73 31AE SUBCOHORT 97X4166 976631AE 09/30/2043 02007 5.357998800 58,256,325.0000 2,601,144.33 07/31/2013 ------------------------ ---------------------- 58,256,325.0000 2,601,144.33 31HI SUB-COHORT 97X4166 976631HI 09/30/2043 02005 5.392299600 47,615,596.0000 2,139,646.33 07/31/2013 ------------------------ ---------------------- 47,615,596.0000 2,139,646.33 ======================== ====================== 1,132,521,707.7000 44,876,075.23 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00