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 3,893.39 06/30/2012 13X4324 1324TRAD 09/30/2017 01999 5.799999600 521,888.5600 22,702.15 06/30/2012 13X4324 1324TRAD 09/30/2021 02000 5.630000400 179,776.2200 7,591.05 06/30/2012 13X4324 1324TRAD 09/30/2017 02001 4.790001600 1,138,231.2400 40,890.97 06/30/2012 13X4324 1324TRAD 09/30/2018 02002 3.650000400 423,367.5800 11,589.69 06/30/2012 13X4324 1324TRAD 09/30/2020 02003 4.219999200 8,497,923.6900 268,959.23 06/30/2012 13X4324 1324TRAD 09/30/2025 02004 4.259998800 17,081,463.6000 545,752.61 06/30/2012 13X4324 1324TRAD 09/30/2027 02005 4.809999600 47,039,881.0700 1,696,963.57 06/30/2012 13X4324 1324TRAD 09/30/2028 02006 4.410000000 32,047,438.1600 1,059,969.02 06/30/2012 13X4324 1324TRAD 09/30/2029 02007 5.040000000 13,613,487.2700 514,589.82 06/30/2012 13X4324 1324TRAD 09/30/2037 02007 5.040000000 972,090.0000 36,745.00 06/30/2012 13X4324 1324TRAD 09/30/2030 02008 4.860000000 16,322,895.7200 594,969.55 06/30/2012 13X4324 1324TRAD 09/30/2030 02009 4.860000000 50,631,843.8000 1,845,530.71 06/30/2012 13X4324 1324TRAD 09/30/2031 02009 4.860000000 811,678.1400 29,585.67 06/30/2012 13X4324 1324TRAD 09/30/2026 02010 2.589800400 63,647,020.6800 1,236,248.10 06/30/2012 13X4324 1324TRAD 09/30/2026 02011 3.985898400 43,191,172.7100 1,291,167.20 06/30/2012 ------------------------ ---------------------- 296,209,048.6200 9,207,147.73 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.839999200 396,069.9300 17,347.86 06/30/2012 13X4324 1324IFQ 09/30/2027 01999 5.630000400 1,113,226.1100 47,005.98 06/30/2012 13X4324 1324IFQ 09/30/2027 02000 5.630000400 680,429.0800 28,731.12 06/30/2012 13X4324 1324IFQ 09/30/2027 02001 5.180000400 484,008.6800 18,803.74 06/30/2012 13X4324 1324IFQ 09/30/2027 02002 4.749998400 1,283,123.2700 45,711.25 06/30/2012 13X4324 1324IFQ 09/30/2028 02003 5.209999200 1,299,258.3400 50,768.51 06/30/2012 13X4324 1324IFQ 09/30/2031 02004 4.550000400 1,720,340.5400 58,706.63 06/30/2012 13X4324 1324IFQ 09/30/2032 02005 5.060001600 1,995,202.5000 75,717.96 06/30/2012 13X4324 1324IFQ 09/30/2028 02006 4.920001200 2,620,172.9400 96,684.41 06/30/2012 13X4324 1324IFQ 09/30/2037 02007 5.199998400 1,928,025.8700 75,192.99 06/30/2012 13X4324 1324IFQ 09/30/2033 02008 4.920001200 735,664.2600 27,146.02 06/30/2012 13X4324 1324IFQ 09/30/2038 02008 4.920001200 2,798,815.4800 103,276.32 06/30/2012 13X4324 1324IFQ 09/30/2030 02009 4.799998800 4,938,539.9900 177,787.40 06/30/2012 13X4324 1324IFQ 09/30/2031 02009 4.799998800 281,950.0000 10,150.20 06/30/2012 13X4324 1324IFQ 09/30/2032 02010 2.733699600 6,585,736.8100 135,025.70 06/30/2012 13X4324 1324IFQ 09/30/2032 02011 4.259199600 2,407,119.1900 76,893.01 06/30/2012 13X4324 1324IFQ 09/30/2033 02012 4.259199600 2,926,565.3700 93,486.20 06/30/2012 ------------------------ ---------------------- 34,194,248.3600 1,138,435.30 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.810000400 52,357,108.5700 2,281,461.16 06/30/2012 ------------------------ ---------------------- 52,357,108.5700 2,281,461.16 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.970001600 41,982,433.6700 1,564,895.72 06/30/2012 ------------------------ ---------------------- 41,982,433.6700 1,564,895.72 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999600 112,681,550.8200 3,836,806.47 06/30/2012 ------------------------ ---------------------- 112,681,550.8200 3,836,806.47 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839998400 41,223,364.2400 1,496,407.63 06/30/2012 ------------------------ ---------------------- 41,223,364.2400 1,496,407.63 ======================== ====================== 578,647,754.2800 19,525,154.01 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00