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 3,460.79 05/31/2012 13X4324 1324TRAD 09/30/2017 01999 5.799999600 521,888.5600 20,179.69 05/31/2012 13X4324 1324TRAD 09/30/2021 02000 5.630000400 179,776.2200 6,747.60 05/31/2012 13X4324 1324TRAD 09/30/2017 02001 4.790001600 1,138,231.2400 36,347.53 05/31/2012 13X4324 1324TRAD 09/30/2018 02002 3.650000400 423,367.5800 10,301.95 05/31/2012 13X4324 1324TRAD 09/30/2020 02003 4.219999200 8,497,923.6900 239,074.87 05/31/2012 13X4324 1324TRAD 09/30/2025 02004 4.259998800 17,081,463.6000 485,113.43 05/31/2012 13X4324 1324TRAD 09/30/2027 02005 4.809999600 47,039,881.0700 1,508,412.06 05/31/2012 13X4324 1324TRAD 09/30/2028 02006 4.410000000 32,047,438.1600 942,194.68 05/31/2012 13X4324 1324TRAD 09/30/2029 02007 5.040000000 13,613,487.2700 457,413.17 05/31/2012 13X4324 1324TRAD 09/30/2037 02007 5.040000000 972,090.0000 32,662.22 05/31/2012 13X4324 1324TRAD 09/30/2030 02008 4.860000000 16,322,895.7200 528,861.82 05/31/2012 13X4324 1324TRAD 09/30/2030 02009 4.860000000 50,631,843.8000 1,640,471.74 05/31/2012 13X4324 1324TRAD 09/30/2031 02009 4.860000000 811,678.1400 26,298.37 05/31/2012 13X4324 1324TRAD 09/30/2026 02010 2.589800400 63,647,020.6800 1,098,887.20 05/31/2012 13X4324 1324TRAD 09/30/2026 02011 3.985898400 43,191,172.7100 1,147,704.17 05/31/2012 ------------------------ ---------------------- 296,209,048.6200 8,184,131.29 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.839999200 396,069.9300 15,420.32 05/31/2012 13X4324 1324IFQ 09/30/2027 01999 5.630000400 1,113,226.1100 41,783.09 05/31/2012 13X4324 1324IFQ 09/30/2027 02000 5.630000400 680,429.0800 25,538.77 05/31/2012 13X4324 1324IFQ 09/30/2027 02001 5.180000400 484,008.6800 16,714.43 05/31/2012 13X4324 1324IFQ 09/30/2027 02002 4.749998400 1,283,123.2700 40,632.22 05/31/2012 13X4324 1324IFQ 09/30/2028 02003 5.209999200 1,299,258.3400 45,127.57 05/31/2012 13X4324 1324IFQ 09/30/2031 02004 4.550000400 1,720,340.5400 52,183.67 05/31/2012 13X4324 1324IFQ 09/30/2032 02005 5.060001600 1,995,202.5000 67,304.85 05/31/2012 13X4324 1324IFQ 09/30/2028 02006 4.920001200 2,620,172.9400 85,941.69 05/31/2012 13X4324 1324IFQ 09/30/2037 02007 5.199998400 1,928,025.8700 66,838.21 05/31/2012 13X4324 1324IFQ 09/30/2033 02008 4.920001200 735,664.2600 24,129.79 05/31/2012 13X4324 1324IFQ 09/30/2038 02008 4.920001200 2,723,909.6800 89,344.26 05/31/2012 13X4324 1324IFQ 09/30/2030 02009 4.799998800 4,938,539.9900 158,033.24 05/31/2012 13X4324 1324IFQ 09/30/2031 02009 4.799998800 281,950.0000 9,022.40 05/31/2012 13X4324 1324IFQ 09/30/2032 02010 2.733699600 6,498,376.8100 118,430.73 05/31/2012 13X4324 1324IFQ 09/30/2032 02011 4.259199600 2,407,119.1900 68,349.34 05/31/2012 13X4324 1324IFQ 09/30/2033 02012 4.259199600 1,032,022.3400 29,303.93 05/31/2012 ------------------------ ---------------------- 32,137,439.5300 954,098.51 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.810000400 52,357,108.5700 2,027,965.48 05/31/2012 ------------------------ ---------------------- 52,357,108.5700 2,027,965.48 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.970001600 41,982,433.6700 1,391,018.42 05/31/2012 ------------------------ ---------------------- 41,982,433.6700 1,391,018.42 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999600 112,681,550.8200 3,410,494.64 05/31/2012 ------------------------ ---------------------- 112,681,550.8200 3,410,494.64 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839998400 41,223,364.2400 1,330,140.11 05/31/2012 ------------------------ ---------------------- 41,223,364.2400 1,330,140.11 ======================== ====================== 576,590,945.4500 17,297,848.45 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00