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 252,497,402.3200 5,365,571.82 03/31/2012 ------------------------ ---------------------- 252,497,402.3200 5,365,571.82 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 204,372,627.7900 4,404,229.31 03/31/2012 ------------------------ ---------------------- 204,372,627.7900 4,404,229.31 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.449999600 424,654,526.2800 9,448,562.36 03/31/2012 ------------------------ ---------------------- 424,654,526.2800 9,448,562.36 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.520001600 197,716,156.1200 4,468,386.71 03/31/2012 ------------------------ ---------------------- 197,716,156.1200 4,468,386.71 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 114,478,454.3900 2,816,170.66 03/31/2012 ------------------------ ---------------------- 114,478,454.3900 2,816,170.66 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 5.159998800 122,728,746.0700 3,166,400.91 03/31/2012 ------------------------ ---------------------- 122,728,746.0700 3,166,400.91 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.460000400 381,611,085.0600 8,509,927.96 03/31/2012 ------------------------ ---------------------- 381,611,085.0600 8,509,927.96 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 352,844,801.8800 6,421,774.69 03/31/2012 ------------------------ ---------------------- 352,844,801.8800 6,421,774.69 183-A SUB-COHORT 69X4123 6923183A 09/30/2042 02005 4.719999600 69,712,395.1400 0.00 03/31/2012 ------------------------ ---------------------- 69,712,395.1400 0.00 LA-1 SUB-COHORT 69X4123 6923LA1 09/30/2041 02005 3.909999600 67,084,344.1700 1,311,498.79 03/31/2012 ------------------------ ---------------------- 67,084,344.1700 1,311,498.79 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 5.259999600 38,553,266.7700 1,013,950.84 03/31/2012 ------------------------ ---------------------- 38,553,266.7700 1,013,950.84 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,014,092,439.6700 23,628,345.73 03/31/2012 ------------------------ ---------------------- 1,014,092,439.6700 23,628,345.73 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 74,407,636.6000 1,484,431.90 03/31/2012 ------------------------ ---------------------- 74,407,636.6000 1,484,431.90 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 388,203,432.8900 4,969,003.16 03/31/2012 ------------------------ ---------------------- 388,203,432.8900 4,969,003.16 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 62,896,493.5800 1,327,115.76 03/31/2012 69X4123 6923635 09/30/2051 02010 4.219999200 10,725,857.9900 226,315.56 03/31/2012 ------------------------ ---------------------- 73,622,351.5700 1,553,431.32 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 58,185,048.8300 1,314,982.57 03/31/2012 ------------------------ ---------------------- 58,185,048.8300 1,314,982.57 ======================== ====================== 3,834,764,715.5500 79,876,668.73 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00