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 4,325.99 07/31/2012 13X4324 1324TRAD 09/30/2017 01999 5.799999600 521,888.5600 25,224.61 07/31/2012 13X4324 1324TRAD 09/30/2021 02000 5.630000400 179,776.2200 8,434.50 07/31/2012 13X4324 1324TRAD 09/30/2017 02001 4.790001600 1,138,231.2400 45,434.41 07/31/2012 13X4324 1324TRAD 09/30/2018 02002 3.650000400 423,367.5800 12,877.43 07/31/2012 13X4324 1324TRAD 09/30/2020 02003 4.219999200 8,497,923.6900 298,843.59 07/31/2012 13X4324 1324TRAD 09/30/2025 02004 4.259998800 17,081,463.6000 606,391.79 07/31/2012 13X4324 1324TRAD 09/30/2027 02005 4.809999600 47,039,881.0700 1,885,515.08 07/31/2012 13X4324 1324TRAD 09/30/2028 02006 4.410000000 32,047,438.1600 1,177,743.35 07/31/2012 13X4324 1324TRAD 09/30/2029 02007 5.040000000 13,613,487.2700 571,766.47 07/31/2012 13X4324 1324TRAD 09/30/2037 02007 5.040000000 972,090.0000 40,827.78 07/31/2012 13X4324 1324TRAD 09/30/2030 02008 4.860000000 16,322,895.7200 661,077.28 07/31/2012 13X4324 1324TRAD 09/30/2030 02009 4.860000000 50,631,843.8000 2,050,589.67 07/31/2012 13X4324 1324TRAD 09/30/2031 02009 4.860000000 811,678.1400 32,872.96 07/31/2012 13X4324 1324TRAD 09/30/2026 02010 2.589800400 63,647,020.6800 1,373,609.00 07/31/2012 13X4324 1324TRAD 09/30/2026 02011 3.985898400 44,621,629.7100 1,482,144.02 07/31/2012 13X4324 1324TRAD 09/30/2027 02012 3.985898400 324,244.5000 10,770.05 07/31/2012 ------------------------ ---------------------- 297,963,750.1200 10,288,447.98 IFQ SUB-COHORT 13X4324 1324IFQ 09/30/2025 01998 5.839999200 396,069.9300 19,275.40 07/31/2012 13X4324 1324IFQ 09/30/2027 01999 5.630000400 1,113,226.1100 52,228.86 07/31/2012 13X4324 1324IFQ 09/30/2027 02000 5.630000400 680,429.0800 31,923.47 07/31/2012 13X4324 1324IFQ 09/30/2027 02001 5.180000400 484,008.6800 20,893.04 07/31/2012 13X4324 1324IFQ 09/30/2027 02002 4.749998400 1,283,123.2700 50,790.28 07/31/2012 13X4324 1324IFQ 09/30/2028 02003 5.209999200 1,299,258.3400 56,409.46 07/31/2012 13X4324 1324IFQ 09/30/2031 02004 4.550000400 1,720,340.5400 65,229.58 07/31/2012 13X4324 1324IFQ 09/30/2032 02005 5.060001600 1,995,202.5000 84,131.07 07/31/2012 13X4324 1324IFQ 09/30/2028 02006 4.920001200 2,620,172.9400 107,427.12 07/31/2012 13X4324 1324IFQ 09/30/2037 02007 5.199998400 1,928,025.8700 83,547.76 07/31/2012 13X4324 1324IFQ 09/30/2033 02008 4.920001200 735,664.2600 30,162.24 07/31/2012 13X4324 1324IFQ 09/30/2038 02008 4.920001200 2,798,815.4800 114,751.46 07/31/2012 13X4324 1324IFQ 09/30/2030 02009 4.799998800 4,938,539.9900 197,541.55 07/31/2012 13X4324 1324IFQ 09/30/2031 02009 4.799998800 281,950.0000 11,278.00 07/31/2012 13X4324 1324IFQ 09/30/2032 02010 2.733699600 6,585,736.8100 150,028.55 07/31/2012 13X4324 1324IFQ 09/30/2032 02011 4.259199600 2,519,847.5200 89,437.78 07/31/2012 13X4324 1324IFQ 09/30/2033 02012 4.259199600 2,926,565.3700 103,873.55 07/31/2012 ------------------------ ---------------------- 34,306,976.6900 1,268,929.17 POLL SUB-COHORT 13X4324 1324POLL 09/30/2029 01999 5.810000400 52,357,108.5700 2,534,956.85 07/31/2012 ------------------------ ---------------------- 52,357,108.5700 2,534,956.85 PACGFS SUB-COHORT 13X4324 1324PACGF 09/30/2034 02003 4.970001600 41,982,433.6700 1,738,773.02 07/31/2012 ------------------------ ---------------------- 41,982,433.6700 1,738,773.02 CRAB SUB-COHORT 13X4324 1324CRAB 09/30/2032 02002 4.539999600 112,681,550.8200 4,263,118.30 07/31/2012 ------------------------ ---------------------- 112,681,550.8200 4,263,118.30 NONPO SUB-COHORT 13X4324 1324NONPO 09/30/2036 02006 4.839998400 41,223,364.2400 1,662,675.14 07/31/2012 ------------------------ ---------------------- 41,223,364.2400 1,662,675.14 SEINE SUB-COHORT 13X4324 1324SEINE 09/30/2052 02012 3.740000400 13,001,699.7000 405,219.68 07/31/2012 ------------------------ ---------------------- 13,001,699.7000 405,219.68 ======================== ====================== 593,516,883.8100 22,162,120.14 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00