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 270,123,656.6000 8,610,194.80 06/30/2012 ------------------------ ---------------------- 270,123,656.6000 8,610,194.80 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 223,900,480.4400 7,237,581.69 06/30/2012 ------------------------ ---------------------- 223,900,480.4400 7,237,581.69 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.449999600 466,736,280.5400 15,577,321.96 06/30/2012 ------------------------ ---------------------- 466,736,280.5400 15,577,321.96 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.520001600 197,884,678.6700 6,708,292.98 06/30/2012 ------------------------ ---------------------- 197,884,678.6700 6,708,292.98 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 165,603,617.9100 6,110,774.99 06/30/2012 ------------------------ ---------------------- 165,603,617.9100 6,110,774.99 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 5.159998800 132,522,748.3300 5,128,629.17 06/30/2012 ------------------------ ---------------------- 132,522,748.3300 5,128,629.17 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.460000400 386,806,387.0000 12,938,674.81 06/30/2012 ------------------------ ---------------------- 386,806,387.0000 12,938,674.81 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 395,315,500.9300 10,792,111.99 06/30/2012 ------------------------ ---------------------- 395,315,500.9300 10,792,111.99 183-A SUB-COHORT 69X4123 6923183-A 09/30/2042 02005 4.510000800 712,758.3900 24,109.06 06/30/2012 69X4123 6923183A 09/30/2042 02005 4.510000800 69,712,395.1400 2,358,022.18 06/30/2012 ------------------------ ---------------------- 70,425,153.5300 2,382,131.24 LA-1 SUB-COHORT 69X4123 6923LA1 09/30/2041 02005 3.909999600 67,084,344.1700 1,967,248.19 06/30/2012 ------------------------ ---------------------- 67,084,344.1700 1,967,248.19 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 5.259999600 42,480,100.4500 1,675,839.84 06/30/2012 ------------------------ ---------------------- 42,480,100.4500 1,675,839.84 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,034,039,507.9300 36,139,668.39 06/30/2012 ------------------------ ---------------------- 1,034,039,507.9300 36,139,668.39 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 82,287,534.5500 2,462,453.73 06/30/2012 ------------------------ ---------------------- 82,287,534.5500 2,462,453.73 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 388,203,432.8900 7,453,504.75 06/30/2012 ------------------------ ---------------------- 388,203,432.8900 7,453,504.75 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 62,896,493.5800 1,990,673.64 06/30/2012 69X4123 6923635 09/30/2051 02010 4.219999200 10,725,857.9900 339,473.34 06/30/2012 ------------------------ ---------------------- 73,622,351.5700 2,330,146.98 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 58,185,048.8300 1,972,473.85 06/30/2012 ------------------------ ---------------------- 58,185,048.8300 1,972,473.85 ======================== ====================== 4,055,220,824.3400 129,487,049.36 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00