Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 320 SUB-COHORT 12X4176 1276320 09/30/2017 01993 6.789999600 1,000.0000 56.58 07/31/2010 12X4176 1276320 09/30/2016 01995 6.699999600 4,000.0000 223.33 07/31/2010 12X4176 1276320 09/30/2014 01997 5.889999600 156,000.0000 7,657.00 07/31/2010 12X4176 1276320 09/30/2017 01997 5.888998800 251,000.0000 12,317.82 07/31/2010 12X4176 1276320 09/30/2019 01997 5.889999600 171,000.0000 8,393.25 07/31/2010 12X4176 1276320 09/30/2014 01998 5.760000000 167,400.0000 8,035.20 07/31/2010 12X4176 1276320 09/30/2015 01998 5.760000000 67,400.0000 3,235.20 07/31/2010 12X4176 1276320 09/30/2017 01998 5.760000000 427,000.0000 20,496.00 07/31/2010 12X4176 1276320 09/30/2019 01998 5.760000000 641,000.0000 30,768.00 07/31/2010 12X4176 1276320 09/30/2020 01998 5.760000000 60,000.0000 2,880.00 07/31/2010 12X4176 1276320 09/30/2011 01999 6.069999600 388,500.0000 19,651.62 07/31/2010 12X4176 1276320 09/30/2012 01999 6.069999600 300,000.0000 15,175.00 07/31/2010 12X4176 1276320 09/30/2014 01999 6.069999600 113,000.0000 5,715.92 07/31/2010 12X4176 1276320 09/30/2015 01999 6.069999600 105,900.0000 5,356.77 07/31/2010 12X4176 1276320 09/30/2016 01999 6.069999600 65,000.0000 3,287.92 07/31/2010 12X4176 1276320 09/30/2017 01999 6.068998800 77,000.0000 3,894.27 07/31/2010 12X4176 1276320 09/30/2019 01999 6.069999600 433,000.0000 21,902.58 07/31/2010 12X4176 1276320 09/30/2012 02000 5.730001200 1,307,000.0000 62,409.26 07/31/2010 12X4176 1276320 09/30/2013 02000 5.730001200 300,000.0000 14,325.00 07/31/2010 12X4176 1276320 09/30/2014 02000 5.730001200 400,000.0000 19,100.00 07/31/2010 12X4176 1276320 09/30/2015 02000 5.730001200 132,800.0000 6,341.20 07/31/2010 12X4176 1276320 09/30/2016 02000 5.730001200 132,000.0000 6,303.00 07/31/2010 12X4176 1276320 09/30/2017 02000 5.730001200 160,000.0000 7,640.00 07/31/2010 12X4176 1276320 09/30/2019 02000 5.730001200 157,000.0000 7,496.75 07/31/2010 12X4176 1276320 09/30/2012 02001 4.479998400 811,900.0000 30,310.92 07/31/2010 12X4176 1276320 09/30/2013 02001 4.479998400 2,000,000.0000 74,666.64 07/31/2010 12X4176 1276320 09/30/2014 02001 4.479998400 516,000.0000 19,263.99 07/31/2010 12X4176 1276320 09/30/2015 02001 4.479998400 65,300.0000 2,437.87 07/31/2010 12X4176 1276320 09/30/2016 02001 4.479998400 615,000.0000 22,959.99 07/31/2010 12X4176 1276320 09/30/2017 02001 4.479998400 10,000.0000 373.33 07/31/2010 12X4176 1276320 09/30/2012 02002 3.809998800 1,587,500.0000 50,403.11 07/31/2010 12X4176 1276320 09/30/2013 02002 3.809998800 300,000.0000 9,525.00 07/31/2010 12X4176 1276320 09/30/2014 02002 3.809998800 2,700,000.0000 85,724.97 07/31/2010 12X4176 1276320 09/30/2015 02002 3.809998800 419,300.0000 13,312.77 07/31/2010 12X4176 1276320 09/30/2016 02002 3.809998800 43,000.0000 1,365.25 07/31/2010 12X4176 1276320 09/30/2017 02002 3.809998800 670,000.0000 21,272.49 07/31/2010 12X4176 1276320 09/30/2014 02003 3.690000000 3,434,500.0000 105,610.88 07/31/2010 12X4176 1276320 09/30/2015 02003 3.690000000 851,000.0000 26,168.25 07/31/2010 12X4176 1276320 09/30/2016 02003 3.690000000 500,000.0000 15,375.00 07/31/2010 12X4176 1276320 09/30/2017 02003 3.690000000 2,510,000.0000 77,182.50 07/31/2010 12X4176 1276320 09/30/2015 02004 4.110001200 4,296,500.0000 147,155.17 07/31/2010 12X4176 1276320 09/30/2016 02004 4.110001200 2,652,000.0000 90,831.03 07/31/2010 12X4176 1276320 09/30/2018 02004 4.110001200 489,000.0000 16,748.25 07/31/2010 12X4176 1276320 09/30/2016 02005 4.640000400 12,188,500.0000 471,288.71 07/31/2010 12X4176 1276320 09/30/2017 02005 4.640000400 2,386,000.0000 92,258.67 07/31/2010 12X4176 1276320 09/30/2016 02006 4.579999200 2,999,600.0000 114,484.71 07/31/2010 12X4176 1276320 09/30/2017 02006 4.579999200 8,242,000.0000 314,569.61 07/31/2010 12X4176 1276320 09/30/2018 02006 4.579999200 2,571,000.0000 98,126.48 07/31/2010 12X4176 1276320 09/30/2017 02007 3.859999200 4,300,600.0000 138,335.94 07/31/2010 12X4176 1276320 09/30/2018 02007 3.859999200 14,491,000.0000 466,127.07 07/31/2010 12X4176 1276320 09/30/2019 02007 3.859999200 2,702,000.0000 86,914.32 07/31/2010 12X4176 1276320 09/30/2018 02008 4.619998800 6,905,200.0000 265,850.13 07/31/2010 12X4176 1276320 09/30/2019 02008 4.619998800 11,924,000.0000 459,073.88 07/31/2010 12X4176 1276320 09/30/2020 02008 4.619998800 3,539,000.0000 136,251.46 07/31/2010 12X4176 1276320 09/30/2019 02009 4.619998800 6,477,900.0000 249,399.09 07/31/2010 12X4176 1276320 09/30/2020 02009 4.619998800 10,106,000.0000 389,080.90 07/31/2010 12X4176 1276320 09/30/2020 02010 4.619998800 644,000.0000 24,793.99 07/31/2010 ------------------------ ---------------------- 119,964,800.0000 4,409,904.04 ======================== ====================== 119,964,800.0000 4,409,904.04 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4176 1276320 09/30/2010 01998 06/30/2010 INT + 0.0000 5,284.80 476379 1276320 09/30/2011 01999 06/30/2010 INT + 0.0000 15,174.99 476391 1276320 09/30/2012 02000 06/30/2010 INT + 0.0000 14,325.00 476393 1276320 09/30/2012 02001 06/30/2010 INT + 0.0000 37,098.86 476383 1276320 09/30/2014 01998 06/30/2010 INT + 0.0000 4,999.68 476381 1276320 09/30/2016 02006 06/30/2010 INT + 0.0000 10,396.59 476385 1276320 09/30/2017 02007 06/30/2010 INT + 0.0000 7,905.27 476387 1276320 09/30/2018 02008 06/30/2010 INT + 0.0000 2,328.47 476389 ------------------------ ---------------------- 0.0000 97,513.66 ======================== ====================== 0.0000 97,513.66 ============================================================================================================================ TRANSACTIONS ============================================================================================================================