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 2,682,785.91 12/31/2011 ------------------------ ---------------------- 252,497,402.3200 2,682,785.91 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 197,370,788.4800 2,126,669.85 12/31/2011 ------------------------ ---------------------- 197,370,788.4800 2,126,669.85 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.449999600 372,609,195.1800 4,145,276.92 12/31/2011 ------------------------ ---------------------- 372,609,195.1800 4,145,276.92 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.520001600 197,716,156.1200 2,234,193.36 12/31/2011 ------------------------ ---------------------- 197,716,156.1200 2,234,193.36 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 114,478,454.3900 1,408,085.33 12/31/2011 ------------------------ ---------------------- 114,478,454.3900 1,408,085.33 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 5.159998800 121,007,134.9100 1,560,991.68 12/31/2011 ------------------------ ---------------------- 121,007,134.9100 1,560,991.68 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.460000400 374,517,162.0100 4,175,866.73 12/31/2011 ------------------------ ---------------------- 374,517,162.0100 4,175,866.73 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 329,418,801.8800 2,997,710.77 12/31/2011 ------------------------ ---------------------- 329,418,801.8800 2,997,710.77 183-A SUB-COHORT 69X4123 6923183-A 09/30/2042 02005 4.510000800 69,712,395.1400 786,007.39 12/31/2011 ------------------------ ---------------------- 69,712,395.1400 786,007.39 LA-1 SUB-COHORT 69X4123 6923LA1 09/30/2041 02005 3.909999600 65,034,171.6800 635,708.96 12/31/2011 69X4123 6923LAX1 09/30/2041 02005 3.909999600 2,050,172.4900 20,040.43 12/31/2011 ------------------------ ---------------------- 67,084,344.1700 655,749.39 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 5.259999600 38,553,266.7700 506,975.42 12/31/2011 ------------------------ ---------------------- 38,553,266.7700 506,975.42 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,014,092,439.6700 11,814,172.87 12/31/2011 ------------------------ ---------------------- 1,014,092,439.6700 11,814,172.87 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 67,871,751.8300 677,020.52 12/31/2011 ------------------------ ---------------------- 67,871,751.8300 677,020.52 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 388,203,432.8900 2,484,501.58 12/31/2011 ------------------------ ---------------------- 388,203,432.8900 2,484,501.58 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 62,896,493.5800 663,557.88 12/31/2011 69X4123 6923635 09/30/2051 02010 4.219999200 10,725,857.9900 113,157.78 12/31/2011 ------------------------ ---------------------- 73,622,351.5700 776,715.66 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 58,185,048.8300 657,491.28 12/31/2011 ------------------------ ---------------------- 58,185,048.8300 657,491.28 ======================== ====================== 3,736,940,126.1600 39,690,214.66 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00