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 287,749,910.8800 11,210,261.17 08/31/2012 ------------------------ ---------------------- 287,749,910.8800 11,210,261.17 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 241,422,517.1800 9,538,199.51 08/31/2012 ------------------------ ---------------------- 241,422,517.1800 9,538,199.51 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.449999600 485,753,180.3300 19,814,680.03 08/31/2012 ------------------------ ---------------------- 485,753,180.3300 19,814,680.03 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.520001600 197,244,354.8400 8,172,494.00 08/31/2012 ------------------------ ---------------------- 197,244,354.8400 8,172,494.00 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 149,708,026.5700 6,751,833.65 08/31/2012 ------------------------ ---------------------- 149,708,026.5700 6,751,833.65 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 5.159998800 132,522,748.3300 6,268,324.54 08/31/2012 ------------------------ ---------------------- 132,522,748.3300 6,268,324.54 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.460000400 394,198,585.8000 16,116,153.63 08/31/2012 ------------------------ ---------------------- 394,198,585.8000 16,116,153.63 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 407,320,639.1100 13,590,930.50 08/31/2012 ------------------------ ---------------------- 407,320,639.1100 13,590,930.50 183-A SUB-COHORT 69X4123 6923183-A 09/30/2042 02005 4.510000800 70,325,153.5300 2,907,359.57 08/31/2012 ------------------------ ---------------------- 70,325,153.5300 2,907,359.57 LA-1 SUB-COHORT 69X4123 6923LA-1 09/30/2041 02005 3.909999600 57,429,361.2400 2,058,363.81 08/31/2012 ------------------------ ---------------------- 57,429,361.2400 2,058,363.81 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 5.259999600 42,480,100.4500 2,048,248.69 08/31/2012 ------------------------ ---------------------- 42,480,100.4500 2,048,248.69 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,034,039,507.9300 44,170,705.81 08/31/2012 ------------------------ ---------------------- 1,034,039,507.9300 44,170,705.81 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 87,740,246.3200 3,209,098.54 08/31/2012 ------------------------ ---------------------- 87,740,246.3200 3,209,098.54 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 388,203,432.8900 9,109,839.14 08/31/2012 ------------------------ ---------------------- 388,203,432.8900 9,109,839.14 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 95,853,155.4900 3,707,918.86 08/31/2012 69X4123 6923635 09/30/2051 02010 4.219999200 10,725,857.9900 414,911.86 08/31/2012 ------------------------ ---------------------- 106,579,013.4800 4,122,830.72 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 77,152,021.4200 3,196,666.55 08/31/2012 ------------------------ ---------------------- 77,152,021.4200 3,196,666.55 PPKYA SUB-COHORT 69X4123 6923PPKYA 09/30/2043 02012 0.460000800 23,826,929.5500 100,470.39 08/31/2012 ------------------------ ---------------------- 23,826,929.5500 100,470.39 ======================== ====================== 4,183,695,729.8500 162,386,460.25 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 69X4123 6923I595 09/30/2043 02009 08/31/2012 INT + 0.0000 31,697.36 487588 6923LA-1 09/30/2041 02005 08/31/2012 INT + 0.0000 188,754.90 487586 6923MRCF1 09/30/2045 01999 08/31/2012 INT + 0.0000 14,471.32 487580 6923SR125 09/30/2040 02003 08/31/2012 INT + 0.0000 391,031.64 487582 6923183-A 09/30/2042 02005 08/31/2012 INT + 0.0000 2,255.00 487584 ------------------------ ---------------------- 0.0000 628,210.22 ======================== ====================== 0.0000 628,210.22