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 48,422,454.8400 1,557,588.64 07/31/2011 ------------------------ ---------------------- 48,422,454.8400 1,557,588.64 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 5.635598400 61,425,701.8100 2,884,754.89 07/31/2011 ------------------------ ---------------------- 61,425,701.8100 2,884,754.89 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 13,968,659.3300 654,198.83 07/31/2011 ------------------------ ---------------------- 13,968,659.3300 654,198.83 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 15,173,557.6600 710,628.23 07/31/2011 ------------------------ ---------------------- 15,173,557.6600 710,628.23 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,267,964.0000 59,066.00 07/31/2011 ------------------------ ---------------------- 1,267,964.0000 59,066.00 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 15,920,497.7200 708,461.99 07/31/2011 ------------------------ ---------------------- 15,920,497.7200 708,461.99 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 34,400,476.4800 1,602,489.09 07/31/2011 ------------------------ ---------------------- 34,400,476.4800 1,602,489.09 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,183,514.4200 663,524.25 07/31/2011 ------------------------ ---------------------- 16,183,514.4200 663,524.25 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 59,435,152.5900 2,441,793.39 07/31/2011 ------------------------ ---------------------- 59,435,152.5900 2,441,793.39 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 68,072,685.9400 2,785,307.63 07/31/2011 ------------------------ ---------------------- 68,072,685.9400 2,785,307.63 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 17,622,934.1800 679,951.49 07/31/2011 ------------------------ ---------------------- 17,622,934.1800 679,951.49 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.630000400 16,188,505.6000 759,510.78 07/31/2011 ------------------------ ---------------------- 16,188,505.6000 759,510.78 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 28,554,249.9500 875,663.47 07/31/2011 ------------------------ ---------------------- 28,554,249.9500 875,663.47 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 9,177,999.7500 413,468.98 07/31/2011 ------------------------ ---------------------- 9,177,999.7500 413,468.98 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 5.406001200 83,299,852.6500 3,752,659.19 07/31/2011 ------------------------ ---------------------- 83,299,852.6500 3,752,659.19 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 3.499999200 37,357,192.4900 1,089,584.53 07/31/2011 ------------------------ ---------------------- 37,357,192.4900 1,089,584.53 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 3.859999200 39,681,027.0000 1,276,406.10 07/31/2011 ------------------------ ---------------------- 39,681,027.0000 1,276,406.10 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02008 3.499999200 32,912,367.8600 959,943.84 07/31/2011 ------------------------ ---------------------- 32,912,367.8600 959,943.84 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 3.899998800 31,440,667.0000 1,021,821.36 07/31/2011 ------------------------ ---------------------- 31,440,667.0000 1,021,821.36 31NE SUBCOHORT 97X4166 976631NE 09/30/2044 02006 3.620001600 48,573,612.0000 1,465,304.61 07/31/2011 ------------------------ ---------------------- 48,573,612.0000 1,465,304.61 31BB SUB-COHORT 97X4166 976631BB 09/30/2046 02007 0.036201600 40,968,556.0000 12,359.39 07/31/2011 ------------------------ ---------------------- 40,968,556.0000 12,359.39 ======================== ====================== 720,047,629.2700 26,374,486.68 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00