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 240,459,443.5200 6,813,020.13 05/31/2011 ------------------------ ---------------------- 240,459,443.5200 6,813,020.13 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 142,559,913.1000 4,096,220.74 05/31/2011 ------------------------ ---------------------- 142,559,913.1000 4,096,220.74 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.449999600 234,249,540.5700 6,949,402.41 05/31/2011 ------------------------ ---------------------- 234,249,540.5700 6,949,402.41 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.520001600 189,177,359.2800 5,700,546.44 05/31/2011 ------------------------ ---------------------- 189,177,359.2800 5,700,546.44 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 131,864,101.9300 4,325,143.60 05/31/2011 ------------------------ ---------------------- 131,864,101.9300 4,325,143.60 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 5.159998800 145,306,494.8100 4,998,542.26 05/31/2011 ------------------------ ---------------------- 145,306,494.8100 4,998,542.26 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.460000400 302,440,944.3300 8,992,578.22 05/31/2011 ------------------------ ---------------------- 302,440,944.3300 8,992,578.22 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 252,212,048.3900 6,120,345.04 05/31/2011 ------------------------ ---------------------- 252,212,048.3900 6,120,345.04 183-A SUB-COHORT 69X4123 6923183-A 09/30/2042 02005 4.510000800 66,716,148.9900 2,005,932.57 05/31/2011 ------------------------ ---------------------- 66,716,148.9900 2,005,932.57 LA-1 SUB-COHORT 69X4123 6923LA1 09/30/2041 02005 3.909999600 66,359,164.1400 1,729,762.03 05/31/2011 ------------------------ ---------------------- 66,359,164.1400 1,729,762.03 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 5.259999600 22,182,789.3300 777,876.42 05/31/2011 ------------------------ ---------------------- 22,182,789.3300 777,876.42 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,002,926,964.3100 31,157,586.99 05/31/2011 ------------------------ ---------------------- 1,002,926,964.3100 31,157,586.99 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 46,220,673.9600 1,229,469.56 05/31/2011 ------------------------ ---------------------- 46,220,673.9600 1,229,469.56 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 311,617,358.4800 5,318,268.75 05/31/2011 ------------------------ ---------------------- 311,617,358.4800 5,318,268.75 0331 69X4123 6923635 09/30/2051 02010 4.219999200 10,725,857.9900 301,754.08 05/31/2011 ------------------------ ---------------------- 10,725,857.9900 301,754.08 0333 69X4123 6923NTE 09/30/2050 02010 4.520001600 10,613,678.7400 319,825.63 05/31/2011 ------------------------ ---------------------- 10,613,678.7400 319,825.63 ======================== ====================== 3,175,632,481.8700 90,836,274.87 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00