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 1,730.40 01/31/2012 13X4324 1324TRAD 09/30/2017 01999 5.799999600 521,888.5600 10,089.84 01/31/2012 13X4324 1324TRAD 09/30/2021 02000 5.630000400 179,776.2200 3,373.80 01/31/2012 13X4324 1324TRAD 09/30/2017 02001 4.790001600 1,138,231.2400 18,173.76 01/31/2012 13X4324 1324TRAD 09/30/2018 02002 3.650000400 423,367.5800 5,150.97 01/31/2012 13X4324 1324TRAD 09/30/2020 02003 4.219999200 8,497,923.6900 119,537.44 01/31/2012 13X4324 1324TRAD 09/30/2025 02004 4.259998800 17,081,463.6000 242,556.71 01/31/2012 13X4324 1324TRAD 09/30/2027 02005 4.809999600 47,039,881.0700 754,206.03 01/31/2012 13X4324 1324TRAD 09/30/2028 02006 4.410000000 32,047,438.1600 471,097.34 01/31/2012 13X4324 1324TRAD 09/30/2029 02007 5.040000000 13,613,487.2700 228,706.59 01/31/2012 13X4324 1324TRAD 09/30/2037 02007 5.040000000 972,090.0000 16,331.11 01/31/2012 13X4324 1324TRAD 09/30/2030 02008 4.860000000 16,322,895.7200 264,430.91 01/31/2012 13X4324 1324TRAD 09/30/2030 02009 4.860000000 50,631,843.8000 820,235.87 01/31/2012 13X4324 1324TRAD 09/30/2031 02009 4.860000000 811,678.1400 13,149.19 01/31/2012 13X4324 1324TRAD 09/30/2026 02010 2.589800400 62,012,364.9600 535,332.16 01/31/2012 13X4324 1324TRAD 09/30/2026 02011 3.985898400 42,523,994.3100 564,987.74 01/31/2012 ------------------------ ---------------------- 293,907,214.5000 4,069,089.86 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.839999200 396,069.9300 7,710.16 01/31/2012 13X4324 1324IFQ 09/30/2027 01999 5.630000400 1,113,226.1100 20,891.54 01/31/2012 13X4324 1324IFQ 09/30/2027 02000 5.630000400 680,429.0800 12,769.39 01/31/2012 13X4324 1324IFQ 09/30/2027 02001 5.180000400 484,008.6800 8,357.22 01/31/2012 13X4324 1324IFQ 09/30/2027 02002 4.749998400 1,283,123.2700 20,316.11 01/31/2012 13X4324 1324IFQ 09/30/2028 02003 5.209999200 1,299,258.3400 22,563.78 01/31/2012 13X4324 1324IFQ 09/30/2031 02004 4.550000400 1,720,340.5400 26,091.83 01/31/2012 13X4324 1324IFQ 09/30/2032 02005 5.060001600 1,995,202.5000 33,652.43 01/31/2012 13X4324 1324IFQ 09/30/2028 02006 4.920001200 2,620,172.9400 42,970.85 01/31/2012 13X4324 1324IFQ 09/30/2037 02007 5.199998400 1,928,025.8700 33,419.10 01/31/2012 13X4324 1324IFQ 09/30/2033 02008 4.920001200 735,664.2600 12,064.90 01/31/2012 13X4324 1324IFQ 09/30/2038 02008 4.920001200 2,692,417.3800 44,155.66 01/31/2012 13X4324 1324IFQ 09/30/2030 02009 4.799998800 4,938,539.9900 79,016.62 01/31/2012 13X4324 1324IFQ 09/30/2031 02009 4.799998800 281,950.0000 4,511.20 01/31/2012 13X4324 1324IFQ 09/30/2032 02010 2.733699600 5,625,112.3600 51,257.89 01/31/2012 13X4324 1324IFQ 09/30/2032 02011 4.259199600 2,407,119.1900 34,174.67 01/31/2012 ------------------------ ---------------------- 30,200,660.4400 453,923.35 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.810000400 52,357,108.5700 1,013,982.74 01/31/2012 ------------------------ ---------------------- 52,357,108.5700 1,013,982.74 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.970001600 41,982,433.6700 695,509.21 01/31/2012 ------------------------ ---------------------- 41,982,433.6700 695,509.21 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999600 112,681,550.8200 1,705,247.32 01/31/2012 ------------------------ ---------------------- 112,681,550.8200 1,705,247.32 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839998400 41,223,364.2400 665,070.06 01/31/2012 ------------------------ ---------------------- 41,223,364.2400 665,070.06 ======================== ====================== 572,352,332.2400 8,602,822.54 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00