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 247,162,484.4500 7,878,307.16 06/30/2011 ------------------------ ---------------------- 247,162,484.4500 7,878,307.16 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 150,528,066.0800 4,865,818.83 06/30/2011 ------------------------ ---------------------- 150,528,066.0800 4,865,818.83 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.449999600 263,705,405.9900 8,801,167.13 06/30/2011 ------------------------ ---------------------- 263,705,405.9900 8,801,167.13 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.520001600 189,177,359.2800 6,413,114.75 06/30/2011 ------------------------ ---------------------- 189,177,359.2800 6,413,114.75 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 131,864,101.9300 4,865,786.55 06/30/2011 ------------------------ ---------------------- 131,864,101.9300 4,865,786.55 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 5.159998800 145,306,494.8100 5,623,360.04 06/30/2011 ------------------------ ---------------------- 145,306,494.8100 5,623,360.04 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.460000400 310,679,490.9300 10,392,229.90 06/30/2011 ------------------------ ---------------------- 310,679,490.9300 10,392,229.90 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 261,222,048.3900 7,131,361.14 06/30/2011 ------------------------ ---------------------- 261,222,048.3900 7,131,361.14 183-A SUB-COHORT 69X4123 6923183-A 09/30/2042 02005 4.510000800 66,716,148.9900 2,256,674.14 06/30/2011 ------------------------ ---------------------- 66,716,148.9900 2,256,674.14 LA-1 SUB-COHORT 69X4123 6923LA1 09/30/2041 02005 3.909999600 66,359,164.1400 1,945,982.29 06/30/2011 ------------------------ ---------------------- 66,359,164.1400 1,945,982.29 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 5.259999600 22,182,789.3300 875,110.97 06/30/2011 ------------------------ ---------------------- 22,182,789.3300 875,110.97 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,002,926,964.3100 35,052,285.37 06/30/2011 ------------------------ ---------------------- 1,002,926,964.3100 35,052,285.37 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 49,143,944.9400 1,470,632.11 06/30/2011 ------------------------ ---------------------- 49,143,944.9400 1,470,632.11 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 343,866,140.4900 6,602,228.87 06/30/2011 ------------------------ ---------------------- 343,866,140.4900 6,602,228.87 0331 69X4123 6923635 09/30/2050 02010 4.219999200 28,335,853.2200 896,829.58 06/30/2011 ------------------------ ---------------------- 28,335,853.2200 896,829.58 0331 69X4123 6923635 09/30/2051 02010 4.219999200 10,725,857.9900 339,473.34 06/30/2011 ------------------------ ---------------------- 10,725,857.9900 339,473.34 0333 69X4123 6923NTE 09/30/2050 02010 4.520001600 37,756,410.6400 1,279,942.77 06/30/2011 ------------------------ ---------------------- 37,756,410.6400 1,279,942.77 ======================== ====================== 3,327,658,725.9100 106,690,304.94 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00