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 778,794.32 02/28/2011 ------------------------ ---------------------- 48,422,454.8400 778,794.32 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 5.635598400 61,425,701.8100 1,442,377.45 02/28/2011 ------------------------ ---------------------- 61,425,701.8100 1,442,377.45 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 13,968,659.3300 327,099.42 02/28/2011 ------------------------ ---------------------- 13,968,659.3300 327,099.42 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 15,173,557.6600 355,314.12 02/28/2011 ------------------------ ---------------------- 15,173,557.6600 355,314.12 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,267,964.0000 29,533.00 02/28/2011 ------------------------ ---------------------- 1,267,964.0000 29,533.00 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 15,920,497.7200 354,230.99 02/28/2011 ------------------------ ---------------------- 15,920,497.7200 354,230.99 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 34,400,476.4800 801,244.55 02/28/2011 ------------------------ ---------------------- 34,400,476.4800 801,244.55 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 16,183,514.4200 331,762.13 02/28/2011 ------------------------ ---------------------- 16,183,514.4200 331,762.13 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 59,435,152.5900 1,220,896.70 02/28/2011 ------------------------ ---------------------- 59,435,152.5900 1,220,896.70 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 68,072,685.9400 1,392,653.81 02/28/2011 ------------------------ ---------------------- 68,072,685.9400 1,392,653.81 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 17,622,934.1800 339,975.74 02/28/2011 ------------------------ ---------------------- 17,622,934.1800 339,975.74 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.630000400 16,188,505.6000 379,755.39 02/28/2011 ------------------------ ---------------------- 16,188,505.6000 379,755.39 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 28,554,249.9500 437,831.74 02/28/2011 ------------------------ ---------------------- 28,554,249.9500 437,831.74 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 5.406001200 9,177,999.7500 206,734.49 02/28/2011 ------------------------ ---------------------- 9,177,999.7500 206,734.49 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 5.406001200 60,781,494.6500 1,369,103.47 02/28/2011 ------------------------ ---------------------- 60,781,494.6500 1,369,103.47 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 3.499999200 29,007,314.4900 423,023.24 02/28/2011 ------------------------ ---------------------- 29,007,314.4900 423,023.24 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 3.859999200 39,681,027.0000 638,203.05 02/28/2011 ------------------------ ---------------------- 39,681,027.0000 638,203.05 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02008 3.499999200 17,066,464.8600 248,885.89 02/28/2011 ------------------------ ---------------------- 17,066,464.8600 248,885.89 31FG SUB-COHORT 97X4166 976631FG 09/30/2052 02009 3.899998800 8,027,892.0000 130,453.20 02/28/2011 ------------------------ ---------------------- 8,027,892.0000 130,453.20 ======================== ====================== 560,378,547.2700 11,207,872.70 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00