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 1,297.80 12/31/2011 13X4324 1324TRAD 09/30/2017 01999 5.799999600 521,888.5600 7,567.38 12/31/2011 13X4324 1324TRAD 09/30/2021 02000 5.630000400 179,776.2200 2,530.35 12/31/2011 13X4324 1324TRAD 09/30/2017 02001 4.790001600 1,138,231.2400 13,630.32 12/31/2011 13X4324 1324TRAD 09/30/2018 02002 3.650000400 423,367.5800 3,863.23 12/31/2011 13X4324 1324TRAD 09/30/2020 02003 4.219999200 8,497,923.6900 89,653.08 12/31/2011 13X4324 1324TRAD 09/30/2025 02004 4.259998800 17,081,463.6000 181,917.54 12/31/2011 13X4324 1324TRAD 09/30/2027 02005 4.809999600 47,039,881.0700 565,654.52 12/31/2011 13X4324 1324TRAD 09/30/2028 02006 4.410000000 32,047,438.1600 353,323.01 12/31/2011 13X4324 1324TRAD 09/30/2029 02007 5.040000000 13,613,487.2700 171,529.94 12/31/2011 13X4324 1324TRAD 09/30/2037 02007 5.040000000 972,090.0000 12,248.33 12/31/2011 13X4324 1324TRAD 09/30/2030 02008 4.860000000 16,322,895.7200 198,323.18 12/31/2011 13X4324 1324TRAD 09/30/2030 02009 4.860000000 50,631,843.8000 615,176.90 12/31/2011 13X4324 1324TRAD 09/30/2031 02009 4.860000000 811,678.1400 9,861.89 12/31/2011 13X4324 1324TRAD 09/30/2026 02010 2.589800400 61,838,780.9600 400,375.25 12/31/2011 13X4324 1324TRAD 09/30/2026 02011 3.985898400 42,523,994.3100 423,740.80 12/31/2011 ------------------------ ---------------------- 293,733,630.5000 3,050,693.52 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.839999200 396,069.9300 5,782.62 12/31/2011 13X4324 1324IFQ 09/30/2027 01999 5.630000400 1,113,226.1100 15,668.66 12/31/2011 13X4324 1324IFQ 09/30/2027 02000 5.630000400 680,429.0800 9,577.04 12/31/2011 13X4324 1324IFQ 09/30/2027 02001 5.180000400 484,008.6800 6,267.91 12/31/2011 13X4324 1324IFQ 09/30/2027 02002 4.749998400 1,283,123.2700 15,237.08 12/31/2011 13X4324 1324IFQ 09/30/2028 02003 5.209999200 1,299,258.3400 16,922.84 12/31/2011 13X4324 1324IFQ 09/30/2031 02004 4.550000400 1,720,340.5400 19,568.88 12/31/2011 13X4324 1324IFQ 09/30/2032 02005 5.060001600 1,995,202.5000 25,239.32 12/31/2011 13X4324 1324IFQ 09/30/2028 02006 4.920001200 2,620,172.9400 32,228.14 12/31/2011 13X4324 1324IFQ 09/30/2037 02007 5.199998400 1,928,025.8700 25,064.33 12/31/2011 13X4324 1324IFQ 09/30/2033 02008 4.920001200 735,664.2600 9,048.67 12/31/2011 13X4324 1324IFQ 09/30/2038 02008 4.920001200 2,692,417.3800 33,116.74 12/31/2011 13X4324 1324IFQ 09/30/2030 02009 4.799998800 4,938,539.9900 59,262.47 12/31/2011 13X4324 1324IFQ 09/30/2031 02009 4.799998800 281,950.0000 3,383.40 12/31/2011 13X4324 1324IFQ 09/30/2032 02010 2.733699600 5,625,112.3600 38,443.42 12/31/2011 13X4324 1324IFQ 09/30/2032 02011 4.259199600 2,197,557.8100 23,399.59 12/31/2011 ------------------------ ---------------------- 29,991,099.0600 338,211.11 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.810000400 52,357,108.5700 760,487.05 12/31/2011 ------------------------ ---------------------- 52,357,108.5700 760,487.05 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.970001600 41,982,433.6700 521,631.91 12/31/2011 ------------------------ ---------------------- 41,982,433.6700 521,631.91 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999600 112,681,550.8200 1,278,935.49 12/31/2011 ------------------------ ---------------------- 112,681,550.8200 1,278,935.49 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839998400 41,223,364.2400 498,802.54 12/31/2011 ------------------------ ---------------------- 41,223,364.2400 498,802.54 ======================== ====================== 571,969,186.8600 6,448,761.62 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00