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 104,491.8100 4,576.74 06/30/2011 13X4324 1324TRAD 09/30/2017 01999 5.799999600 585,788.6900 25,481.81 06/30/2011 13X4324 1324TRAD 09/30/2021 02000 5.630000400 195,445.9400 8,252.71 06/30/2011 13X4324 1324TRAD 09/30/2017 02001 4.790001600 1,203,456.5300 43,234.19 06/30/2011 13X4324 1324TRAD 09/30/2018 02002 3.650000400 441,531.0200 12,086.91 06/30/2011 13X4324 1324TRAD 09/30/2020 02003 4.219999200 8,993,831.1300 284,654.70 06/30/2011 13X4324 1324TRAD 09/30/2025 02004 4.259998800 17,758,544.7100 567,385.34 06/30/2011 13X4324 1324TRAD 09/30/2027 02005 4.809999600 48,176,161.7900 1,737,954.89 06/30/2011 13X4324 1324TRAD 09/30/2028 02006 4.410000000 32,967,987.4400 1,090,416.18 06/30/2011 13X4324 1324TRAD 09/30/2029 02007 5.040000000 14,417,980.1300 544,999.65 06/30/2011 13X4324 1324TRAD 09/30/2037 02007 5.040000000 972,090.0000 36,745.00 06/30/2011 13X4324 1324TRAD 09/30/2030 02008 4.860000000 16,676,462.6900 607,857.07 06/30/2011 13X4324 1324TRAD 09/30/2030 02009 4.860000000 52,057,951.7700 1,897,512.34 06/30/2011 13X4324 1324TRAD 09/30/2031 02009 4.860000000 811,678.1400 29,585.67 06/30/2011 13X4324 1324TRAD 09/30/2026 02010 2.589800400 61,530,066.7300 1,195,129.44 06/30/2011 ------------------------ ---------------------- 256,893,468.5200 8,085,872.64 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.839999200 416,743.8000 18,253.38 06/30/2011 13X4324 1324IFQ 09/30/2027 01999 5.630000400 1,150,791.8100 48,592.19 06/30/2011 13X4324 1324IFQ 09/30/2027 02000 5.630000400 730,894.2800 30,862.01 06/30/2011 13X4324 1324IFQ 09/30/2027 02001 5.180000400 500,384.9100 19,439.96 06/30/2011 13X4324 1324IFQ 09/30/2027 02002 4.749998400 1,386,637.8200 49,398.96 06/30/2011 13X4324 1324IFQ 09/30/2028 02003 5.209999200 1,342,472.3100 52,457.10 06/30/2011 13X4324 1324IFQ 09/30/2031 02004 4.550000400 1,853,334.3400 63,245.04 06/30/2011 13X4324 1324IFQ 09/30/2032 02005 5.060001600 2,088,308.7400 79,251.34 06/30/2011 13X4324 1324IFQ 09/30/2028 02006 4.920001200 2,698,698.4400 99,582.00 06/30/2011 13X4324 1324IFQ 09/30/2037 02007 5.199998400 1,981,905.6000 77,294.29 06/30/2011 13X4324 1324IFQ 09/30/2033 02008 4.920001200 735,664.2600 27,146.02 06/30/2011 13X4324 1324IFQ 09/30/2038 02008 4.920001200 2,783,301.7800 102,703.86 06/30/2011 13X4324 1324IFQ 09/30/2030 02009 4.799998800 4,924,305.5700 177,274.96 06/30/2011 13X4324 1324IFQ 09/30/2031 02009 4.799998800 281,950.0000 10,150.20 06/30/2011 13X4324 1324IFQ 09/30/2032 02010 2.733699600 5,370,275.0100 110,105.39 06/30/2011 ------------------------ ---------------------- 28,245,668.6700 965,756.70 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.810000400 54,199,759.3000 2,361,754.67 06/30/2011 ------------------------ ---------------------- 54,199,759.3000 2,361,754.67 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.970001600 44,384,989.3800 1,654,451.01 06/30/2011 ------------------------ ---------------------- 44,384,989.3800 1,654,451.01 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999600 113,533,555.6000 3,865,817.23 06/30/2011 ------------------------ ---------------------- 113,533,555.6000 3,865,817.23 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839998400 41,770,202.1200 1,516,257.84 06/30/2011 ------------------------ ---------------------- 41,770,202.1200 1,516,257.84 ======================== ====================== 539,027,643.5900 18,449,910.09 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 13X4324 1324CRAB 09/30/2032 02002 06/20/2011 INT + 0.0000 123,030.50 487705 1324IFQ 09/30/2025 01998 06/20/2011 INT + 0.0000 4,867.09 487719 1324IFQ 09/30/2027 01999 06/20/2011 INT + 0.0000 2,110.00 487717 1324IFQ 09/30/2027 02000 06/20/2011 INT + 0.0000 4,092.52 487713 1324IFQ 09/30/2027 02001 06/20/2011 INT + 0.0000 3,111.42 487709 1324IFQ 09/30/2027 02002 06/20/2011 INT + 0.0000 7,032.08 487703 1324IFQ 09/30/2028 02003 06/20/2011 INT + 0.0000 4,271.78 487695 1324IFQ 09/30/2028 02006 06/20/2011 INT + 0.0000 2,593.66 487681 1324IFQ 09/30/2030 02009 06/20/2011 INT + 0.0000 1,622.96 487669 1324IFQ 09/30/2031 02004 06/20/2011 INT + 0.0000 4,966.18 487691 1324IFQ 09/30/2032 02005 06/20/2011 INT + 0.0000 4,470.47 487687 1324IFQ 09/30/2037 02007 06/20/2011 INT + 0.0000 1,684.54 487677 1324IFQ 09/30/2038 02008 06/20/2011 INT + 0.0000 1,210.33 487673 1324NONPO 09/30/2036 02006 06/20/2011 INT + 0.0000 21,860.92 487683 1324PACGF 09/30/2034 02003 06/20/2011 INT + 0.0000 10,442.79 487697 1324TRAD 09/30/2017 01999 06/20/2011 INT + 0.0000 14,510.37 487715 1324TRAD 09/30/2017 02001 06/20/2011 INT + 0.0000 3,671.34 487707 1324TRAD 09/30/2018 01997 06/20/2011 INT + 0.0000 1,118.05 487721 1324TRAD 09/30/2018 02002 06/20/2011 INT + 0.0000 19,211.21 487701 1324TRAD 09/30/2020 02003 06/20/2011 INT + 0.0000 11,492.60 487693 1324TRAD 09/30/2021 02000 06/20/2011 INT + 0.0000 1,393.99 487711 1324TRAD 09/30/2025 02004 06/20/2011 INT + 0.0000 71,397.62 487689 1324TRAD 09/30/2027 02005 06/20/2011 INT + 0.0000 39,521.51 487685 1324TRAD 09/30/2028 02006 06/20/2011 INT + 0.0000 38,061.21 487679 1324TRAD 09/30/2029 02007 06/20/2011 INT + 0.0000 51,641.18 487675 1324TRAD 09/30/2030 02008 06/20/2011 INT + 0.0000 28,027.56 487671 1324TRAD 09/30/2030 02009 06/20/2011 INT + 0.0000 111,446.69 487667 1324TUNA 09/30/2020 02003 06/20/2011 INT + 0.0000 19,456.56 487699 ------------------------ ---------------------- 0.0000 608,317.13 ======================== ====================== 0.0000 608,317.13