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 3,577,047.88 01/31/2012 ------------------------ ---------------------- 252,497,402.3200 3,577,047.88 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 197,370,788.4800 2,835,559.80 01/31/2012 ------------------------ ---------------------- 197,370,788.4800 2,835,559.80 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.449999600 392,765,285.6500 5,826,017.88 01/31/2012 ------------------------ ---------------------- 392,765,285.6500 5,826,017.88 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.520001600 197,716,156.1200 2,978,924.47 01/31/2012 ------------------------ ---------------------- 197,716,156.1200 2,978,924.47 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 114,478,454.3900 1,877,447.11 01/31/2012 ------------------------ ---------------------- 114,478,454.3900 1,877,447.11 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 5.159998800 122,728,746.0700 2,110,933.94 01/31/2012 ------------------------ ---------------------- 122,728,746.0700 2,110,933.94 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.460000400 374,517,162.0100 5,567,822.31 01/31/2012 ------------------------ ---------------------- 374,517,162.0100 5,567,822.31 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 338,428,801.8800 4,106,269.01 01/31/2012 ------------------------ ---------------------- 338,428,801.8800 4,106,269.01 183-A SUB-COHORT 69X4123 6923183A 09/30/2042 02005 4.719999600 69,712,395.1400 0.00 01/31/2012 ------------------------ ---------------------- 69,712,395.1400 0.00 LA-1 SUB-COHORT 69X4123 6923LA1 09/30/2041 02005 3.909999600 67,084,344.1700 874,332.53 01/31/2012 ------------------------ ---------------------- 67,084,344.1700 874,332.53 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 5.259999600 38,553,266.7700 675,967.23 01/31/2012 ------------------------ ---------------------- 38,553,266.7700 675,967.23 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,014,092,439.6700 15,752,230.49 01/31/2012 ------------------------ ---------------------- 1,014,092,439.6700 15,752,230.49 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 69,854,525.0800 929,064.90 01/31/2012 ------------------------ ---------------------- 69,854,525.0800 929,064.90 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 388,203,432.8900 3,312,668.78 01/31/2012 ------------------------ ---------------------- 388,203,432.8900 3,312,668.78 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 62,896,493.5800 884,743.84 01/31/2012 69X4123 6923635 09/30/2051 02010 4.219999200 10,725,857.9900 150,877.04 01/31/2012 ------------------------ ---------------------- 73,622,351.5700 1,035,620.88 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 58,185,048.8300 876,655.05 01/31/2012 ------------------------ ---------------------- 58,185,048.8300 876,655.05 ======================== ====================== 3,769,810,601.0400 52,336,562.26 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00