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 1,788,523.94 11/30/2011 ------------------------ ---------------------- 252,497,402.3200 1,788,523.94 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 197,370,788.4800 1,417,779.90 11/30/2011 ------------------------ ---------------------- 197,370,788.4800 1,417,779.90 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.449999600 363,990,197.5000 2,699,593.72 11/30/2011 ------------------------ ---------------------- 363,990,197.5000 2,699,593.72 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.520001600 197,716,156.1200 1,489,462.24 11/30/2011 ------------------------ ---------------------- 197,716,156.1200 1,489,462.24 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 114,478,454.3900 938,723.55 11/30/2011 ------------------------ ---------------------- 114,478,454.3900 938,723.55 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 5.159998800 121,007,134.9100 1,040,661.12 11/30/2011 ------------------------ ---------------------- 121,007,134.9100 1,040,661.12 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.460000400 362,397,541.1200 2,693,821.96 11/30/2011 ------------------------ ---------------------- 362,397,541.1200 2,693,821.96 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 317,705,801.8800 1,927,414.99 11/30/2011 ------------------------ ---------------------- 317,705,801.8800 1,927,414.99 183-A SUB-COHORT 69X4123 6923183-A 09/30/2042 02005 4.510000800 69,712,395.1400 524,004.93 11/30/2011 ------------------------ ---------------------- 69,712,395.1400 524,004.93 LA-1 SUB-COHORT 69X4123 6923LA1 09/30/2041 02005 3.909999600 65,034,171.6800 423,805.98 11/30/2011 69X4123 6923LAX1 09/30/2041 02005 3.909999600 2,050,172.4900 13,360.29 11/30/2011 ------------------------ ---------------------- 67,084,344.1700 437,166.27 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 5.259999600 38,553,266.7700 337,983.61 11/30/2011 ------------------------ ---------------------- 38,553,266.7700 337,983.61 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,014,092,439.6700 7,876,115.24 11/30/2011 ------------------------ ---------------------- 1,014,092,439.6700 7,876,115.24 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 64,405,100.4300 428,293.79 11/30/2011 ------------------------ ---------------------- 64,405,100.4300 428,293.79 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 388,203,432.8900 1,656,334.39 11/30/2011 ------------------------ ---------------------- 388,203,432.8900 1,656,334.39 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 62,896,493.5800 442,371.92 11/30/2011 69X4123 6923635 09/30/2051 02010 4.219999200 10,725,857.9900 75,438.52 11/30/2011 ------------------------ ---------------------- 73,622,351.5700 517,810.44 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 58,185,048.8300 438,327.52 11/30/2011 ------------------------ ---------------------- 58,185,048.8300 438,327.52 ======================== ====================== 3,701,021,856.1900 26,212,017.61 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00