Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- TRAD SUB-COHORT 13X4324 1324TRAD 09/30/2017 01999 5.799999600 109,458.2600 2,116.19 01/31/2014 13X4324 1324TRAD 09/30/2021 02000 5.810000400 10,517.8400 203.70 01/31/2014 13X4324 1324TRAD 09/30/2017 02001 4.449999600 726,511.3800 10,776.58 01/31/2014 13X4324 1324TRAD 09/30/2018 02002 3.279999600 28,561.3600 312.27 01/31/2014 13X4324 1324TRAD 09/30/2020 02003 4.179999600 4,027,060.3600 56,110.37 01/31/2014 13X4324 1324TRAD 09/30/2025 02004 4.399999200 10,137,225.8600 148,679.29 01/31/2014 13X4324 1324TRAD 09/30/2027 02005 4.500000000 41,080,523.7800 616,207.86 01/31/2014 13X4324 1324TRAD 09/30/2028 02006 4.610001600 9,798,395.9900 150,568.74 01/31/2014 13X4324 1324TRAD 09/30/2029 02007 4.209998400 14,047,784.2400 197,137.16 01/31/2014 13X4324 1324TRAD 09/30/2030 02008 2.909998800 26,740,118.4900 259,379.04 01/31/2014 13X4324 1324TRAD 09/30/2030 02009 3.279999600 27,735,985.7000 303,246.74 01/31/2014 13X4324 1324TRAD 09/30/2031 02009 3.279999600 811,678.1400 8,874.35 01/31/2014 13X4324 1324TRAD 09/30/2026 02010 3.260001600 56,147,038.3600 610,131.45 01/31/2014 13X4324 1324TRAD 09/30/2026 02011 3.985898400 45,021,411.6800 598,169.24 01/31/2014 13X4324 1324TRAD 09/30/2027 02012 3.113301600 17,914,671.0300 185,912.58 01/31/2014 13X4324 1324TRAD 09/30/2028 02013 2.947600800 30,506,641.2400 299,738.00 01/31/2014 ------------------------ ---------------------- 284,843,583.7100 3,447,563.56 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.670000000 333,978.4700 6,312.19 01/31/2014 13X4324 1324IFQ 09/30/2027 01999 6.130000800 533,527.6300 10,901.75 01/31/2014 13X4324 1324IFQ 09/30/2027 02000 5.900000400 502,664.5700 9,885.74 01/31/2014 13X4324 1324IFQ 09/30/2027 02001 4.889998800 284,068.4100 4,630.31 01/31/2014 13X4324 1324IFQ 09/30/2027 02002 4.500000000 1,029,096.2600 15,436.44 01/31/2014 13X4324 1324IFQ 09/30/2028 02003 4.150000800 856,812.8700 11,852.58 01/31/2014 13X4324 1324IFQ 09/30/2031 02004 4.219999200 985,456.5700 13,862.09 01/31/2014 13X4324 1324IFQ 09/30/2032 02005 4.299998400 1,347,685.8700 19,316.82 01/31/2014 13X4324 1324IFQ 09/30/2028 02006 4.740001200 1,341,400.3400 21,194.13 01/31/2014 13X4324 1324IFQ 09/30/2037 02007 4.140000000 1,681,173.8300 23,200.20 01/31/2014 13X4324 1324IFQ 09/30/2033 02008 3.800001600 264,001.1700 3,344.02 01/31/2014 13X4324 1324IFQ 09/30/2038 02008 3.800001600 2,633,810.7800 33,361.62 01/31/2014 13X4324 1324IFQ 09/30/2030 02009 4.799998800 2,804,340.3300 44,869.43 01/31/2014 13X4324 1324IFQ 09/30/2032 02010 2.733699600 6,213,664.7400 56,620.98 01/31/2014 13X4324 1324IFQ 09/30/2032 02011 4.259199600 2,913,147.7500 41,358.93 01/31/2014 13X4324 1324IFQ 09/30/2033 02012 3.548300400 4,985,917.0400 58,971.77 01/31/2014 13X4324 1324IFQ 09/30/2034 02013 3.548300400 468,312.0000 5,539.04 01/31/2014 ------------------------ ---------------------- 29,179,058.6300 380,658.04 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.810000400 40,430,820.1000 783,010.27 01/31/2014 ------------------------ ---------------------- 40,430,820.1000 783,010.27 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.970001600 36,924,246.4300 611,711.88 01/31/2014 ------------------------ ---------------------- 36,924,246.4300 611,711.88 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999600 112,132,845.0400 1,696,943.57 01/31/2014 ------------------------ ---------------------- 112,132,845.0400 1,696,943.57 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839998400 39,801,025.0400 642,122.99 01/31/2014 ------------------------ ---------------------- 39,801,025.0400 642,122.99 SEINE SUB-COHORT 13X4324 1324SEINE 09/30/2052 02012 3.741800400 10,193,289.5200 127,137.52 01/31/2014 ------------------------ ---------------------- 10,193,289.5200 127,137.52 ======================== ====================== 553,504,868.4700 7,689,147.83 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00