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 8,753,674.62 07/31/2011 ------------------------ ---------------------- 247,162,484.4500 8,753,674.62 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 162,033,595.3500 5,819,705.55 07/31/2011 ------------------------ ---------------------- 162,033,595.3500 5,819,705.55 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.449999600 285,412,545.4500 10,584,047.61 07/31/2011 ------------------------ ---------------------- 285,412,545.4500 10,584,047.61 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.520001600 189,177,359.2800 7,125,683.06 07/31/2011 ------------------------ ---------------------- 189,177,359.2800 7,125,683.06 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 131,864,101.9300 5,406,429.50 07/31/2011 ------------------------ ---------------------- 131,864,101.9300 5,406,429.50 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 5.159998800 145,306,494.8100 6,248,177.82 07/31/2011 ------------------------ ---------------------- 145,306,494.8100 6,248,177.82 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.460000400 322,073,953.7900 11,970,416.36 07/31/2011 ------------------------ ---------------------- 322,073,953.7900 11,970,416.36 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 270,232,048.3900 8,197,037.90 07/31/2011 ------------------------ ---------------------- 270,232,048.3900 8,197,037.90 183-A SUB-COHORT 69X4123 6923183-A 09/30/2042 02005 4.510000800 66,716,148.9900 2,507,415.71 07/31/2011 ------------------------ ---------------------- 66,716,148.9900 2,507,415.71 LA-1 SUB-COHORT 69X4123 6923LA1 09/30/2041 02005 3.909999600 66,359,164.1400 2,162,202.54 07/31/2011 ------------------------ ---------------------- 66,359,164.1400 2,162,202.54 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 5.259999600 22,182,789.3300 972,345.53 07/31/2011 ------------------------ ---------------------- 22,182,789.3300 972,345.53 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,002,926,964.3100 38,946,983.74 07/31/2011 ------------------------ ---------------------- 1,002,926,964.3100 38,946,983.74 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 54,125,125.8400 1,799,659.89 07/31/2011 ------------------------ ---------------------- 54,125,125.8400 1,799,659.89 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 367,065,890.7200 7,830,737.78 07/31/2011 ------------------------ ---------------------- 367,065,890.7200 7,830,737.78 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 45,066,499.0400 1,584,838.25 07/31/2011 69X4123 6923635 09/30/2051 02010 4.219999200 10,725,857.9900 377,192.60 07/31/2011 ------------------------ ---------------------- 55,792,357.0300 1,962,030.85 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 42,604,214.6400 1,604,759.32 07/31/2011 ------------------------ ---------------------- 42,604,214.6400 1,604,759.32 ======================== ====================== 3,431,035,238.4500 121,891,307.78 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00