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 5,085.27 07/31/2011 13X4324 1324TRAD 09/30/2017 01999 5.799999600 585,788.6900 28,313.12 07/31/2011 13X4324 1324TRAD 09/30/2021 02000 5.630000400 195,445.9400 9,169.67 07/31/2011 13X4324 1324TRAD 09/30/2017 02001 4.790001600 1,203,456.5300 48,037.99 07/31/2011 13X4324 1324TRAD 09/30/2018 02002 3.650000400 441,531.0200 13,429.90 07/31/2011 13X4324 1324TRAD 09/30/2020 02003 4.219999200 8,993,831.1300 316,283.00 07/31/2011 13X4324 1324TRAD 09/30/2025 02004 4.259998800 17,758,544.7100 630,428.16 07/31/2011 13X4324 1324TRAD 09/30/2027 02005 4.809999600 48,176,161.7900 1,931,060.99 07/31/2011 13X4324 1324TRAD 09/30/2028 02006 4.410000000 32,967,987.4400 1,211,573.54 07/31/2011 13X4324 1324TRAD 09/30/2029 02007 5.040000000 14,417,980.1300 605,555.17 07/31/2011 13X4324 1324TRAD 09/30/2037 02007 5.040000000 972,090.0000 40,827.78 07/31/2011 13X4324 1324TRAD 09/30/2030 02008 4.860000000 16,676,462.6900 675,396.74 07/31/2011 13X4324 1324TRAD 09/30/2030 02009 4.860000000 52,057,951.7700 2,108,347.05 07/31/2011 13X4324 1324TRAD 09/30/2031 02009 4.860000000 811,678.1400 32,872.96 07/31/2011 13X4324 1324TRAD 09/30/2026 02010 2.589800400 61,530,066.7300 1,327,921.60 07/31/2011 13X4324 1324TRAD 09/30/2026 02011 2.589800400 1,325,520.0000 28,606.94 07/31/2011 ------------------------ ---------------------- 258,218,988.5200 9,012,909.88 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.839999200 416,743.8000 20,281.53 07/31/2011 13X4324 1324IFQ 09/30/2027 01999 5.630000400 1,150,791.8100 53,991.32 07/31/2011 13X4324 1324IFQ 09/30/2027 02000 5.630000400 730,894.2800 34,291.13 07/31/2011 13X4324 1324IFQ 09/30/2027 02001 5.180000400 500,384.9100 21,599.95 07/31/2011 13X4324 1324IFQ 09/30/2027 02002 4.749998400 1,386,637.8200 54,887.73 07/31/2011 13X4324 1324IFQ 09/30/2028 02003 5.209999200 1,342,472.3100 58,285.66 07/31/2011 13X4324 1324IFQ 09/30/2031 02004 4.550000400 1,853,334.3400 70,272.27 07/31/2011 13X4324 1324IFQ 09/30/2032 02005 5.060001600 2,088,308.7400 88,057.05 07/31/2011 13X4324 1324IFQ 09/30/2028 02006 4.920001200 2,698,698.4400 110,646.66 07/31/2011 13X4324 1324IFQ 09/30/2037 02007 5.199998400 1,981,905.6000 85,882.55 07/31/2011 13X4324 1324IFQ 09/30/2033 02008 4.920001200 735,664.2600 30,162.24 07/31/2011 13X4324 1324IFQ 09/30/2038 02008 4.920001200 2,783,301.7800 114,115.40 07/31/2011 13X4324 1324IFQ 09/30/2030 02009 4.799998800 5,089,873.3800 203,594.88 07/31/2011 13X4324 1324IFQ 09/30/2031 02009 4.799998800 281,950.0000 11,278.00 07/31/2011 13X4324 1324IFQ 09/30/2032 02010 2.733699600 5,521,475.0100 125,783.78 07/31/2011 ------------------------ ---------------------- 28,562,436.4800 1,083,130.15 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.810000400 54,199,759.3000 2,624,171.86 07/31/2011 ------------------------ ---------------------- 54,199,759.3000 2,624,171.86 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.970001600 44,384,989.3800 1,838,278.90 07/31/2011 ------------------------ ---------------------- 44,384,989.3800 1,838,278.90 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999600 113,533,555.6000 4,295,352.48 07/31/2011 ------------------------ ---------------------- 113,533,555.6000 4,295,352.48 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839998400 41,770,202.1200 1,684,730.93 07/31/2011 ------------------------ ---------------------- 41,770,202.1200 1,684,730.93 ======================== ====================== 540,669,931.4000 20,538,574.20 ============================================================================================================================ 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