Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 91X4253 9153 09/30/2034 01994 7.009999200 34,202,578.9100 799,200.17 01/31/2012 91X4253 9153 09/30/2035 01995 7.030000800 463,622,204.3400 10,864,214.89 01/31/2012 91X4253 9153 09/30/2036 01996 6.680001600 1,469,733,655.7200 32,726,077.24 01/31/2012 91X4253 9153 09/30/2037 01997 6.530000400 1,726,089,657.7000 37,571,220.52 01/31/2012 91X4253 9153 09/30/2038 01998 5.810000400 2,351,595,396.3900 45,542,567.31 01/31/2012 91X4253 9153 09/30/2039 01999 5.789998800 3,607,291,311.0000 69,620,707.87 01/31/2012 91X4253 9153 09/30/2040 02000 6.249999600 4,177,879,268.3100 87,039,145.85 01/31/2012 91X4253 9153 09/30/2041 02001 5.209999200 5,690,180,512.5500 98,819,453.06 01/31/2012 91X4253 9153 09/30/2042 02002 4.809999600 6,464,174,636.2000 103,642,258.05 01/31/2012 91X4253 9153 09/30/2043 02003 3.639999600 8,040,117,742.5700 97,553,417.89 01/31/2012 91X4253 9153 09/30/2044 02004 4.169998800 7,722,020,066.7400 107,336,048.04 01/31/2012 91X4253 9153 09/30/2045 02005 4.529998800 13,145,552,698.7800 198,497,793.17 01/31/2012 91X4253 9153 09/30/2046 02006 4.839998400 18,432,867,479.2600 297,383,497.02 01/31/2012 91X4253 9153 09/30/2047 02007 4.960000800 14,173,736,596.9400 234,339,149.53 01/31/2012 91X4253 9153 09/30/2048 02008 4.960000800 22,577,317,552.6200 373,278,377.08 01/31/2012 91X4253 9153 09/30/2049 02009 3.170001600 45,810,175,133.4700 484,061,094.90 01/31/2012 91X4253 9153 09/30/2050 02010 2.890000800 114,110,686,645.8100 1,099,266,585.65 01/31/2012 91X4253 9153 09/30/2051 02011 3.110000400 161,818,867,527.4900 1,677,522,475.79 01/31/2012 91X4253 9153 09/30/2052 02012 3.110000400 90,407,410,719.0000 937,223,611.66 01/31/2012 ------------------------ ---------------------- 522,223,521,383.8000 5,993,086,895.69 ======================== ====================== 522,223,521,383.8000 5,993,086,895.69 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00