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 355,982,733.9400 5,043,090.63 01/31/2013 ------------------------ ---------------------- 355,982,733.9400 5,043,090.63 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 254,428,260.1400 3,655,285.33 01/31/2013 ------------------------ ---------------------- 254,428,260.1400 3,655,285.33 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.449999600 528,091,620.3100 7,833,358.33 01/31/2013 ------------------------ ---------------------- 528,091,620.3100 7,833,358.33 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.119998400 205,358,327.8600 2,820,253.27 01/31/2013 ------------------------ ---------------------- 205,358,327.8600 2,820,253.27 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 153,393,531.7100 2,515,654.53 01/31/2013 ------------------------ ---------------------- 153,393,531.7100 2,515,654.53 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 4.730000400 138,791,074.3300 2,188,272.79 01/31/2013 ------------------------ ---------------------- 138,791,074.3300 2,188,272.79 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.460000400 422,313,617.3700 6,278,396.34 01/31/2013 ------------------------ ---------------------- 422,313,617.3700 6,278,396.34 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 470,483,331.8400 5,708,530.47 01/31/2013 ------------------------ ---------------------- 470,483,331.8400 5,708,530.47 183-A SUB-COHORT 69X4123 6923183-A 09/30/2042 02005 4.510000800 69,715,664.5200 1,048,059.01 01/31/2013 ------------------------ ---------------------- 69,715,664.5200 1,048,059.01 LA-1 SUB-COHORT 69X4123 6923LA-1 09/30/2041 02005 3.909999600 59,662,380.0700 777,599.61 01/31/2013 ------------------------ ---------------------- 59,662,380.0700 777,599.61 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 4.449999600 42,831,219.4800 635,329.70 01/31/2013 ------------------------ ---------------------- 42,831,219.4800 635,329.70 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,049,296,608.8300 16,299,068.39 01/31/2013 ------------------------ ---------------------- 1,049,296,608.8300 16,299,068.39 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 102,794,372.5700 1,367,164.74 01/31/2013 ------------------------ ---------------------- 102,794,372.5700 1,367,164.74 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 398,141,440.7700 3,397,473.10 01/31/2013 ------------------------ ---------------------- 398,141,440.7700 3,397,473.10 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 257,923,659.4200 3,628,125.45 01/31/2013 69X4123 6923635 09/30/2051 02010 4.219999200 11,883,613.7700 167,162.80 01/31/2013 ------------------------ ---------------------- 269,807,273.1900 3,795,288.25 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 184,514,536.0800 2,780,019.99 01/31/2013 ------------------------ ---------------------- 184,514,536.0800 2,780,019.99 PPKYA SUB-COHORT 69X4123 6923PPKYA 09/30/2043 02012 0.460000800 29,825,225.5300 0.00 01/31/2013 ------------------------ ---------------------- 29,825,225.5300 0.00 ======================== ====================== 4,735,431,218.5400 66,142,844.48 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00