Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- TRIEX SUB-COHORT 69X4123 6923TRIEX 09/30/2047 02009 4.250001600 261,310,529.4600 7,403,801.12 05/31/2012 ------------------------ ---------------------- 261,310,529.4600 7,403,801.12 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 219,406,482.2200 6,304,278.42 05/31/2012 ------------------------ ---------------------- 219,406,482.2200 6,304,278.42 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.449999600 451,344,701.0400 13,389,891.59 05/31/2012 ------------------------ ---------------------- 451,344,701.0400 13,389,891.59 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.520001600 197,884,678.6700 5,962,927.09 05/31/2012 ------------------------ ---------------------- 197,884,678.6700 5,962,927.09 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 165,603,617.9100 5,431,799.99 05/31/2012 ------------------------ ---------------------- 165,603,617.9100 5,431,799.99 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 5.159998800 132,522,748.3300 4,558,781.48 05/31/2012 ------------------------ ---------------------- 132,522,748.3300 4,558,781.48 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.460000400 385,816,382.8300 11,471,608.14 05/31/2012 ------------------------ ---------------------- 385,816,382.8300 11,471,608.14 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 386,127,118.1700 9,370,017.04 05/31/2012 ------------------------ ---------------------- 386,127,118.1700 9,370,017.04 183-A SUB-COHORT 69X4123 6923183-A 09/30/2042 02005 4.510000800 712,758.3900 21,430.27 05/31/2012 69X4123 6923183A 09/30/2042 02005 4.510000800 69,712,395.1400 2,096,019.72 05/31/2012 ------------------------ ---------------------- 70,425,153.5300 2,117,449.99 LA-1 SUB-COHORT 69X4123 6923LA1 09/30/2041 02005 3.909999600 67,084,344.1700 1,748,665.06 05/31/2012 ------------------------ ---------------------- 67,084,344.1700 1,748,665.06 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 5.259999600 42,480,100.4500 1,489,635.41 05/31/2012 ------------------------ ---------------------- 42,480,100.4500 1,489,635.41 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,034,039,507.9300 32,124,149.68 05/31/2012 ------------------------ ---------------------- 1,034,039,507.9300 32,124,149.68 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 78,870,197.7400 2,097,946.63 05/31/2012 ------------------------ ---------------------- 78,870,197.7400 2,097,946.63 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 388,203,432.8900 6,625,337.55 05/31/2012 ------------------------ ---------------------- 388,203,432.8900 6,625,337.55 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 62,896,493.5800 1,769,487.68 05/31/2012 69X4123 6923635 09/30/2051 02010 4.219999200 10,725,857.9900 301,754.08 05/31/2012 ------------------------ ---------------------- 73,622,351.5700 2,071,241.76 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 58,185,048.8300 1,753,310.09 05/31/2012 ------------------------ ---------------------- 58,185,048.8300 1,753,310.09 ======================== ====================== 4,012,926,395.7400 113,920,841.04 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00