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 40,242,736.7000 2,115,761.64 06/30/2011 91X4253 9153 09/30/2035 01995 7.030000800 481,552,370.5700 25,389,851.63 06/30/2011 91X4253 9153 09/30/2036 01996 6.680001600 1,501,810,117.9000 75,240,704.93 06/30/2011 91X4253 9153 09/30/2037 01997 6.530000400 1,795,583,801.9400 87,938,722.09 06/30/2011 91X4253 9153 09/30/2038 01998 5.810000400 2,442,759,226.2900 106,443,240.61 06/30/2011 91X4253 9153 09/30/2039 01999 5.789998800 3,684,098,050.8500 159,981,924.70 06/30/2011 91X4253 9153 09/30/2040 02000 6.249999600 4,275,561,709.9900 200,416,942.33 06/30/2011 91X4253 9153 09/30/2041 02001 5.209999200 5,911,407,257.7000 230,988,203.13 06/30/2011 91X4253 9153 09/30/2042 02002 4.809999600 6,880,496,418.9200 248,213,887.67 06/30/2011 91X4253 9153 09/30/2043 02003 3.639999600 8,453,935,302.5100 230,792,408.40 06/30/2011 91X4253 9153 09/30/2044 02004 4.169998800 8,213,564,221.0700 256,879,147.09 06/30/2011 91X4253 9153 09/30/2045 02005 4.529998800 13,871,582,431.2400 471,286,888.26 06/30/2011 91X4253 9153 09/30/2046 02006 4.839998400 19,447,975,205.8100 705,961,266.60 06/30/2011 91X4253 9153 09/30/2047 02007 4.960000800 14,942,694,175.0200 555,868,312.97 06/30/2011 91X4253 9153 09/30/2048 02008 3.639999600 24,328,084,748.6700 664,156,640.65 06/30/2011 91X4253 9153 09/30/2049 02009 4.269999600 47,197,041,922.0300 1,511,485,125.96 06/30/2011 91X4253 9153 09/30/2050 02010 3.960000000 115,633,810,953.7800 3,434,324,185.33 06/30/2011 91X4253 9153 09/30/2051 02011 3.960000000 68,080,876,987.0000 2,022,002,046.51 06/30/2011 ------------------------ ---------------------- 347,183,077,637.9900 10,989,485,260.50 ======================== ====================== 347,183,077,637.9900 10,989,485,260.50 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 91X4253 9153 09/30/2038 01998 06/28/2011 INT + 0.0000 1,457,311.21 487079 9153 09/30/2040 02000 06/28/2011 INT + 0.0000 3,424,910.15 487081 9153 09/30/2042 02002 06/28/2011 INT + 0.0000 1,284,964.69 487083 9153 09/30/2043 02003 06/28/2011 INT + 0.0000 1,553,940.83 487085 9153 09/30/2047 02007 06/28/2011 INT + 0.0000 1,394,777.86 487087 9153 09/30/2048 02008 06/28/2011 INT + 0.0000 44,169,474.66 487089 ------------------------ ---------------------- 0.0000 53,285,379.40 ======================== ====================== 0.0000 53,285,379.40