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 9,629,042.08 08/31/2011 ------------------------ ---------------------- 247,162,484.4500 9,629,042.08 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 169,627,443.2100 6,701,696.32 08/31/2011 ------------------------ ---------------------- 169,627,443.2100 6,701,696.32 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.449999600 306,116,882.6400 12,487,016.72 08/31/2011 ------------------------ ---------------------- 306,116,882.6400 12,487,016.72 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.520001600 189,177,359.2800 7,838,251.36 08/31/2011 ------------------------ ---------------------- 189,177,359.2800 7,838,251.36 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 131,864,101.9300 5,947,072.45 08/31/2011 ------------------------ ---------------------- 131,864,101.9300 5,947,072.45 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 5.159998800 145,306,494.8100 6,872,995.61 08/31/2011 ------------------------ ---------------------- 145,306,494.8100 6,872,995.61 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.460000400 328,821,072.2000 13,443,302.71 08/31/2011 ------------------------ ---------------------- 328,821,072.2000 13,443,302.71 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 280,143,048.3900 9,347,438.69 08/31/2011 ------------------------ ---------------------- 280,143,048.3900 9,347,438.69 183-A SUB-COHORT 69X4123 6923183-A 09/30/2042 02005 4.510000800 66,716,148.9900 2,758,157.28 08/31/2011 ------------------------ ---------------------- 66,716,148.9900 2,758,157.28 LA-1 SUB-COHORT 69X4123 6923LA1 09/30/2041 02005 3.909999600 66,359,164.1400 2,378,422.80 08/31/2011 ------------------------ ---------------------- 66,359,164.1400 2,378,422.80 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 5.259999600 22,182,789.3300 1,069,580.08 08/31/2011 ------------------------ ---------------------- 22,182,789.3300 1,069,580.08 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,002,926,964.3100 42,841,682.12 08/31/2011 ------------------------ ---------------------- 1,002,926,964.3100 42,841,682.12 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 56,540,343.7000 2,067,962.45 08/31/2011 ------------------------ ---------------------- 56,540,343.7000 2,067,962.45 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 380,253,148.3800 8,923,272.49 08/31/2011 ------------------------ ---------------------- 380,253,148.3800 8,923,272.49 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 65,373,659.4500 2,528,870.58 08/31/2011 69X4123 6923635 09/30/2051 02010 4.219999200 10,725,857.9900 414,911.86 08/31/2011 ------------------------ ---------------------- 76,099,517.4400 2,943,782.44 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 56,913,029.3300 2,358,097.35 08/31/2011 ------------------------ ---------------------- 56,913,029.3300 2,358,097.35 ======================== ====================== 3,526,209,992.5300 137,607,772.95 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00