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 28,935.6000 422.46 12/31/2012 13X4324 1324TRAD 09/30/2017 01999 5.799999600 274,684.2500 3,982.92 12/31/2012 13X4324 1324TRAD 09/30/2021 02000 5.630000400 43,335.8100 609.95 12/31/2012 13X4324 1324TRAD 09/30/2017 02001 4.790001600 932,887.0800 11,171.33 12/31/2012 13X4324 1324TRAD 09/30/2018 02002 3.650000400 341,887.2900 3,119.72 12/31/2012 13X4324 1324TRAD 09/30/2020 02003 4.219999200 7,431,553.0600 78,402.87 12/31/2012 13X4324 1324TRAD 09/30/2025 02004 4.259998800 12,992,348.1600 138,368.47 12/31/2012 13X4324 1324TRAD 09/30/2027 02005 4.809999600 43,857,437.7800 527,385.65 12/31/2012 13X4324 1324TRAD 09/30/2028 02006 4.410000000 15,106,249.2800 166,546.40 12/31/2012 13X4324 1324TRAD 09/30/2029 02007 5.040000000 17,161,068.8700 216,229.47 12/31/2012 13X4324 1324TRAD 09/30/2037 02007 5.040000000 972,090.0000 12,248.33 12/31/2012 13X4324 1324TRAD 09/30/2030 02008 4.860000000 23,914,286.9200 290,558.59 12/31/2012 13X4324 1324TRAD 09/30/2030 02009 4.860000000 36,882,376.9900 448,120.88 12/31/2012 13X4324 1324TRAD 09/30/2031 02009 4.860000000 811,678.1400 9,861.89 12/31/2012 13X4324 1324TRAD 09/30/2026 02010 2.589800400 59,928,577.9100 388,007.64 12/31/2012 13X4324 1324TRAD 09/30/2026 02011 3.985898400 49,083,540.4600 489,105.01 12/31/2012 13X4324 1324TRAD 09/30/2027 02012 3.113301600 14,681,377.1500 114,268.89 12/31/2012 ------------------------ ---------------------- 284,444,314.7500 2,898,410.47 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.839999200 359,272.1900 5,245.37 12/31/2012 13X4324 1324IFQ 09/30/2027 01999 5.630000400 683,650.0000 9,622.37 12/31/2012 13X4324 1324IFQ 09/30/2027 02000 5.630000400 597,812.3100 8,414.21 12/31/2012 13X4324 1324IFQ 09/30/2027 02001 5.180000400 445,328.1200 5,767.00 12/31/2012 13X4324 1324IFQ 09/30/2027 02002 4.749998400 1,097,134.9300 13,028.47 12/31/2012 13X4324 1324IFQ 09/30/2028 02003 5.209999200 1,029,241.5800 13,405.87 12/31/2012 13X4324 1324IFQ 09/30/2031 02004 4.550000400 1,091,706.8900 12,418.17 12/31/2012 13X4324 1324IFQ 09/30/2032 02005 5.060001600 1,478,248.6500 18,699.85 12/31/2012 13X4324 1324IFQ 09/30/2028 02006 4.920001200 1,778,152.5900 21,871.28 12/31/2012 13X4324 1324IFQ 09/30/2037 02007 5.199998400 1,809,212.2600 23,519.75 12/31/2012 13X4324 1324IFQ 09/30/2033 02008 4.920001200 735,664.2600 9,048.67 12/31/2012 13X4324 1324IFQ 09/30/2038 02008 4.920001200 2,417,938.6900 29,740.65 12/31/2012 13X4324 1324IFQ 09/30/2030 02009 4.799998800 3,278,056.3800 39,336.67 12/31/2012 13X4324 1324IFQ 09/30/2031 02009 4.799998800 281,950.0000 3,383.40 12/31/2012 13X4324 1324IFQ 09/30/2032 02010 2.733699600 6,608,914.9900 45,166.97 12/31/2012 13X4324 1324IFQ 09/30/2032 02011 4.259199600 2,996,687.3400 31,908.72 12/31/2012 13X4324 1324IFQ 09/30/2033 02012 3.548300400 4,673,519.3800 41,457.63 12/31/2012 ------------------------ ---------------------- 31,362,490.5600 332,035.05 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.810000400 46,498,035.8800 675,384.02 12/31/2012 ------------------------ ---------------------- 46,498,035.8800 675,384.02 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.970001600 39,304,323.3100 488,356.37 12/31/2012 ------------------------ ---------------------- 39,304,323.3100 488,356.37 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999600 109,309,319.7100 1,240,660.67 12/31/2012 ------------------------ ---------------------- 109,309,319.7100 1,240,660.67 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839998400 41,815,192.7200 505,963.66 12/31/2012 ------------------------ ---------------------- 41,815,192.7200 505,963.66 SEINE SUB-COHORT 13X4324 1324SEINE 09/30/2052 02012 3.741800400 12,121,538.4000 113,390.94 12/31/2012 ------------------------ ---------------------- 12,121,538.4000 113,390.94 ======================== ====================== 564,855,215.3300 6,254,201.18 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00