Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- TRAD SUB-COHORT 13X4324 1324TRAD 09/30/2018 01997 5.839999200 88,890.1800 2,595.59 03/31/2012 13X4324 1324TRAD 09/30/2017 01999 5.799999600 521,888.5600 15,134.77 03/31/2012 13X4324 1324TRAD 09/30/2021 02000 5.630000400 179,776.2200 5,060.70 03/31/2012 13X4324 1324TRAD 09/30/2017 02001 4.790001600 1,138,231.2400 27,260.65 03/31/2012 13X4324 1324TRAD 09/30/2018 02002 3.650000400 423,367.5800 7,726.46 03/31/2012 13X4324 1324TRAD 09/30/2020 02003 4.219999200 8,497,923.6900 179,306.16 03/31/2012 13X4324 1324TRAD 09/30/2025 02004 4.259998800 17,081,463.6000 363,835.07 03/31/2012 13X4324 1324TRAD 09/30/2027 02005 4.809999600 47,039,881.0700 1,131,309.05 03/31/2012 13X4324 1324TRAD 09/30/2028 02006 4.410000000 32,047,438.1600 706,646.01 03/31/2012 13X4324 1324TRAD 09/30/2029 02007 5.040000000 13,613,487.2700 343,059.88 03/31/2012 13X4324 1324TRAD 09/30/2037 02007 5.040000000 972,090.0000 24,496.67 03/31/2012 13X4324 1324TRAD 09/30/2030 02008 4.860000000 16,322,895.7200 396,646.37 03/31/2012 13X4324 1324TRAD 09/30/2030 02009 4.860000000 50,631,843.8000 1,230,353.80 03/31/2012 13X4324 1324TRAD 09/30/2031 02009 4.860000000 811,678.1400 19,723.78 03/31/2012 13X4324 1324TRAD 09/30/2026 02010 2.589800400 63,647,020.6800 824,165.40 03/31/2012 13X4324 1324TRAD 09/30/2026 02011 3.985898400 42,744,914.3100 851,884.43 03/31/2012 ------------------------ ---------------------- 295,762,790.2200 6,129,204.79 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.839999200 396,069.9300 11,565.24 03/31/2012 13X4324 1324IFQ 09/30/2027 01999 5.630000400 1,113,226.1100 31,337.32 03/31/2012 13X4324 1324IFQ 09/30/2027 02000 5.630000400 680,429.0800 19,154.08 03/31/2012 13X4324 1324IFQ 09/30/2027 02001 5.180000400 484,008.6800 12,535.83 03/31/2012 13X4324 1324IFQ 09/30/2027 02002 4.749998400 1,283,123.2700 30,474.17 03/31/2012 13X4324 1324IFQ 09/30/2028 02003 5.209999200 1,299,258.3400 33,845.67 03/31/2012 13X4324 1324IFQ 09/30/2031 02004 4.550000400 1,720,340.5400 39,137.75 03/31/2012 13X4324 1324IFQ 09/30/2032 02005 5.060001600 1,995,202.5000 50,478.64 03/31/2012 13X4324 1324IFQ 09/30/2028 02006 4.920001200 2,620,172.9400 64,456.27 03/31/2012 13X4324 1324IFQ 09/30/2037 02007 5.199998400 1,928,025.8700 50,128.66 03/31/2012 13X4324 1324IFQ 09/30/2033 02008 4.920001200 735,664.2600 18,097.35 03/31/2012 13X4324 1324IFQ 09/30/2038 02008 4.920001200 2,692,417.3800 66,233.48 03/31/2012 13X4324 1324IFQ 09/30/2030 02009 4.799998800 4,938,539.9900 118,524.93 03/31/2012 13X4324 1324IFQ 09/30/2031 02009 4.799998800 281,950.0000 6,766.80 03/31/2012 13X4324 1324IFQ 09/30/2032 02010 2.733699600 5,932,330.6000 81,086.05 03/31/2012 13X4324 1324IFQ 09/30/2032 02011 4.259199600 2,407,119.1900 51,262.01 03/31/2012 ------------------------ ---------------------- 30,507,878.6800 685,084.25 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.810000400 52,357,108.5700 1,520,974.11 03/31/2012 ------------------------ ---------------------- 52,357,108.5700 1,520,974.11 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.970001600 41,982,433.6700 1,043,263.81 03/31/2012 ------------------------ ---------------------- 41,982,433.6700 1,043,263.81 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999600 112,681,550.8200 2,557,870.98 03/31/2012 ------------------------ ---------------------- 112,681,550.8200 2,557,870.98 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839998400 41,223,364.2400 997,605.08 03/31/2012 ------------------------ ---------------------- 41,223,364.2400 997,605.08 ======================== ====================== 574,515,126.2000 12,934,003.02 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00