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 4,758.59 08/31/2012 13X4324 1324TRAD 09/30/2017 01999 5.799999600 521,888.5600 27,747.07 08/31/2012 13X4324 1324TRAD 09/30/2021 02000 5.630000400 179,776.2200 9,277.95 08/31/2012 13X4324 1324TRAD 09/30/2017 02001 4.790001600 1,138,231.2400 49,977.85 08/31/2012 13X4324 1324TRAD 09/30/2018 02002 3.650000400 423,367.5800 14,165.18 08/31/2012 13X4324 1324TRAD 09/30/2020 02003 4.219999200 8,497,923.6900 328,727.95 08/31/2012 13X4324 1324TRAD 09/30/2025 02004 4.259998800 17,081,463.6000 667,030.97 08/31/2012 13X4324 1324TRAD 09/30/2027 02005 4.809999600 47,039,881.0700 2,074,066.58 08/31/2012 13X4324 1324TRAD 09/30/2028 02006 4.410000000 32,047,438.1600 1,295,517.69 08/31/2012 13X4324 1324TRAD 09/30/2029 02007 5.040000000 13,613,487.2700 628,943.11 08/31/2012 13X4324 1324TRAD 09/30/2037 02007 5.040000000 972,090.0000 44,910.56 08/31/2012 13X4324 1324TRAD 09/30/2030 02008 4.860000000 16,322,895.7200 727,185.00 08/31/2012 13X4324 1324TRAD 09/30/2030 02009 4.860000000 50,631,843.8000 2,255,648.64 08/31/2012 13X4324 1324TRAD 09/30/2031 02009 4.860000000 811,678.1400 36,160.26 08/31/2012 13X4324 1324TRAD 09/30/2026 02010 2.589800400 63,972,490.6800 1,518,696.50 08/31/2012 13X4324 1324TRAD 09/30/2026 02011 3.985898400 44,621,629.7100 1,630,358.42 08/31/2012 13X4324 1324TRAD 09/30/2027 02012 3.985898400 413,192.4800 15,096.98 08/31/2012 ------------------------ ---------------------- 298,378,168.1000 11,328,269.30 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.839999200 396,069.9300 21,202.94 08/31/2012 13X4324 1324IFQ 09/30/2027 01999 5.630000400 1,113,226.1100 57,451.75 08/31/2012 13X4324 1324IFQ 09/30/2027 02000 5.630000400 680,429.0800 35,115.81 08/31/2012 13X4324 1324IFQ 09/30/2027 02001 5.180000400 484,008.6800 22,982.35 08/31/2012 13X4324 1324IFQ 09/30/2027 02002 4.749998400 1,283,123.2700 55,869.31 08/31/2012 13X4324 1324IFQ 09/30/2028 02003 5.209999200 1,299,258.3400 62,050.40 08/31/2012 13X4324 1324IFQ 09/30/2031 02004 4.550000400 1,720,340.5400 71,752.54 08/31/2012 13X4324 1324IFQ 09/30/2032 02005 5.060001600 1,995,202.5000 92,544.17 08/31/2012 13X4324 1324IFQ 09/30/2028 02006 4.920001200 2,620,172.9400 118,169.83 08/31/2012 13X4324 1324IFQ 09/30/2037 02007 5.199998400 1,928,025.8700 91,902.54 08/31/2012 13X4324 1324IFQ 09/30/2033 02008 4.920001200 735,664.2600 33,178.47 08/31/2012 13X4324 1324IFQ 09/30/2038 02008 4.920001200 2,798,815.4800 126,226.61 08/31/2012 13X4324 1324IFQ 09/30/2030 02009 4.799998800 4,938,539.9900 217,295.71 08/31/2012 13X4324 1324IFQ 09/30/2031 02009 4.799998800 281,950.0000 12,405.80 08/31/2012 13X4324 1324IFQ 09/30/2032 02010 2.733699600 6,585,736.8100 165,031.41 08/31/2012 13X4324 1324IFQ 09/30/2032 02011 4.259199600 2,794,772.2500 109,115.35 08/31/2012 13X4324 1324IFQ 09/30/2033 02012 4.259199600 2,926,565.3700 114,260.91 08/31/2012 ------------------------ ---------------------- 34,581,901.4200 1,406,555.90 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.810000400 52,357,108.5700 2,788,452.53 08/31/2012 ------------------------ ---------------------- 52,357,108.5700 2,788,452.53 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.970001600 41,982,433.6700 1,912,650.32 08/31/2012 ------------------------ ---------------------- 41,982,433.6700 1,912,650.32 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999600 112,681,550.8200 4,689,430.13 08/31/2012 ------------------------ ---------------------- 112,681,550.8200 4,689,430.13 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839998400 41,223,364.2400 1,828,942.66 08/31/2012 ------------------------ ---------------------- 41,223,364.2400 1,828,942.66 SEINE SUB-COHORT 13X4324 1324SEINE 09/30/2052 02012 3.740000400 13,001,699.7000 445,741.65 08/31/2012 ------------------------ ---------------------- 13,001,699.7000 445,741.65 ======================== ====================== 594,206,226.5200 24,400,042.49 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00