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 894,261.97 10/31/2011 ------------------------ ---------------------- 252,497,402.3200 894,261.97 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 188,654,866.0100 677,585.27 10/31/2011 ------------------------ ---------------------- 188,654,866.0100 677,585.27 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.449999600 352,437,929.2700 1,306,957.20 10/31/2011 ------------------------ ---------------------- 352,437,929.2700 1,306,957.20 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.520001600 197,716,156.1200 744,731.12 10/31/2011 ------------------------ ---------------------- 197,716,156.1200 744,731.12 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 114,478,454.3900 469,361.78 10/31/2011 ------------------------ ---------------------- 114,478,454.3900 469,361.78 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 5.159998800 121,007,134.9100 520,330.56 10/31/2011 ------------------------ ---------------------- 121,007,134.9100 520,330.56 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.460000400 355,924,301.1400 1,322,852.10 10/31/2011 ------------------------ ---------------------- 355,924,301.1400 1,322,852.10 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 309,596,801.8800 939,110.20 10/31/2011 ------------------------ ---------------------- 309,596,801.8800 939,110.20 183-A SUB-COHORT 69X4123 6923183-A 09/30/2042 02005 4.510000800 69,712,395.1400 262,002.46 10/31/2011 ------------------------ ---------------------- 69,712,395.1400 262,002.46 LA-1 SUB-COHORT 69X4123 6923LA1 09/30/2041 02005 3.909999600 65,034,171.6800 211,902.99 10/31/2011 69X4123 6923LAX1 09/30/2041 02005 3.909999600 2,050,172.4900 6,680.14 10/31/2011 ------------------------ ---------------------- 67,084,344.1700 218,583.13 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 5.259999600 38,553,266.7700 168,991.81 10/31/2011 ------------------------ ---------------------- 38,553,266.7700 168,991.81 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,014,092,439.6700 3,938,057.62 10/31/2011 ------------------------ ---------------------- 1,014,092,439.6700 3,938,057.62 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 62,707,288.0000 208,501.67 10/31/2011 ------------------------ ---------------------- 62,707,288.0000 208,501.67 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 388,203,432.8900 828,167.19 10/31/2011 ------------------------ ---------------------- 388,203,432.8900 828,167.19 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 62,896,493.5800 221,185.96 10/31/2011 69X4123 6923635 09/30/2051 02010 4.219999200 10,725,857.9900 37,719.26 10/31/2011 ------------------------ ---------------------- 73,622,351.5700 258,905.22 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 58,185,048.8300 219,163.76 10/31/2011 ------------------------ ---------------------- 58,185,048.8300 219,163.76 ======================== ====================== 3,664,473,613.0800 12,977,563.06 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00