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 623,035.46 01/31/2011 ------------------------ ---------------------- 48,422,454.8400 623,035.46 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 5.635598400 61,425,701.8100 1,153,901.96 01/31/2011 ------------------------ ---------------------- 61,425,701.8100 1,153,901.96 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 13,968,659.3300 261,679.53 01/31/2011 ------------------------ ---------------------- 13,968,659.3300 261,679.53 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 15,173,557.6600 284,251.29 01/31/2011 ------------------------ ---------------------- 15,173,557.6600 284,251.29 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,267,964.0000 23,626.40 01/31/2011 ------------------------ ---------------------- 1,267,964.0000 23,626.40 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 15,920,497.7200 283,384.80 01/31/2011 ------------------------ ---------------------- 15,920,497.7200 283,384.80 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 34,400,476.4800 640,995.64 01/31/2011 ------------------------ ---------------------- 34,400,476.4800 640,995.64 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,183,514.4200 265,409.70 01/31/2011 ------------------------ ---------------------- 16,183,514.4200 265,409.70 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 59,435,152.5900 976,717.36 01/31/2011 ------------------------ ---------------------- 59,435,152.5900 976,717.36 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 68,072,685.9400 1,114,123.05 01/31/2011 ------------------------ ---------------------- 68,072,685.9400 1,114,123.05 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 17,622,934.1800 271,980.59 01/31/2011 ------------------------ ---------------------- 17,622,934.1800 271,980.59 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.630000400 16,188,505.6000 303,804.31 01/31/2011 ------------------------ ---------------------- 16,188,505.6000 303,804.31 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 28,554,249.9500 350,265.39 01/31/2011 ------------------------ ---------------------- 28,554,249.9500 350,265.39 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 9,177,999.7500 165,387.59 01/31/2011 ------------------------ ---------------------- 9,177,999.7500 165,387.59 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 5.406001200 60,781,494.6500 1,095,282.78 01/31/2011 ------------------------ ---------------------- 60,781,494.6500 1,095,282.78 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 3.499999200 29,007,314.4900 338,418.59 01/31/2011 ------------------------ ---------------------- 29,007,314.4900 338,418.59 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 3.859999200 39,681,027.0000 510,562.44 01/31/2011 ------------------------ ---------------------- 39,681,027.0000 510,562.44 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02008 3.499999200 17,066,464.8600 199,108.71 01/31/2011 ------------------------ ---------------------- 17,066,464.8600 199,108.71 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 3.899998800 8,027,892.0000 104,362.56 01/31/2011 ------------------------ ---------------------- 8,027,892.0000 104,362.56 ======================== ====================== 560,378,547.2700 8,966,298.15 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00