Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 307 SUB-COHORT 12X4219 1219307 09/30/2025 01992 6.789999600 8,795,000.0000 497,650.39 07/31/2010 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 161,828.32 07/31/2010 12X4219 1219307 09/30/2025 01993 6.850000800 8,696,000.0000 496,396.72 07/31/2010 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 68,500.01 07/31/2010 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 11,416.67 07/31/2010 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 5,137.50 07/31/2010 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 70,212.51 07/31/2010 12X4219 1219307 09/30/2038 01993 6.850000800 28,000.0000 1,598.33 07/31/2010 12X4219 1219307 09/30/2025 01994 6.890000400 7,771,000.0000 446,184.94 07/31/2010 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 287,083.35 07/31/2010 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 287,083.35 07/31/2010 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 160,766.68 07/31/2010 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 225,762.35 07/31/2010 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 6,890.00 07/31/2010 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 253,781.68 07/31/2010 12X4219 1219307 09/30/2039 01994 6.890000400 1,000,000.0000 57,416.67 07/31/2010 12X4219 1219307 09/30/2027 01995 6.419998800 13,112,000.0000 701,491.87 07/31/2010 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 320,999.94 07/31/2010 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 106,999.98 07/31/2010 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 106,999.98 07/31/2010 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 53,499.99 07/31/2010 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 5,885.00 07/31/2010 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 7,490.00 07/31/2010 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 254,124.95 07/31/2010 12X4219 1219307 09/30/2039 01995 6.419998800 2,991,000.0000 160,018.47 07/31/2010 12X4219 1219307 09/30/2027 01996 6.180001200 5,549,000.0000 285,773.56 07/31/2010 12X4219 1219307 09/30/2028 01996 6.180001200 2,000,000.0000 103,000.02 07/31/2010 12X4219 1219307 09/30/2029 01996 6.180001200 1,000,000.0000 51,500.01 07/31/2010 12X4219 1219307 09/30/2032 01996 6.180001200 1,000,000.0000 51,500.01 07/31/2010 12X4219 1219307 09/30/2033 01996 6.180001200 1,000,000.0000 51,500.01 07/31/2010 12X4219 1219307 09/30/2034 01996 6.180001200 300,000.0000 15,450.00 07/31/2010 12X4219 1219307 09/30/2036 01996 6.180001200 298,000.0000 15,347.00 07/31/2010 12X4219 1219307 09/30/2037 01996 6.180001200 1,082,000.0000 55,723.01 07/31/2010 12X4219 1219307 09/30/2038 01996 6.180001200 902,000.0000 46,453.01 07/31/2010 12X4219 1219307 09/30/2039 01996 6.180001200 575,000.0000 29,612.51 07/31/2010 12X4219 1219307 09/30/2029 01997 5.960001600 6,934,000.0000 344,388.76 07/31/2010 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 149,000.04 07/31/2010 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 49,666.68 07/31/2010 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 49,666.68 07/31/2010 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 15,396.67 07/31/2010 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 17,880.00 07/31/2010 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 20,760.67 07/31/2010 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 80,758.02 07/31/2010 12X4219 1219307 09/30/2038 01997 5.960001600 211,000.0000 10,479.67 07/31/2010 12X4219 1219307 09/30/2029 01998 5.900000400 1,010,000.0000 49,658.34 07/31/2010 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 132,750.01 07/31/2010 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 147,500.01 07/31/2010 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 98,333.34 07/31/2010 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 73,750.01 07/31/2010 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 39,333.34 07/31/2010 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 8,260.00 07/31/2010 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 84,173.34 07/31/2010 12X4219 1219307 09/30/2038 01998 5.900000400 208,000.0000 10,226.67 07/31/2010 12X4219 1219307 09/30/2039 01998 5.900000400 250,000.0000 12,291.67 07/31/2010 12X4219 1219307 09/30/2030 01999 5.850000000 1,857,000.0000 90,528.75 07/31/2010 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 195,000.00 07/31/2010 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 146,250.00 07/31/2010 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 48,750.00 07/31/2010 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 62,400.00 07/31/2010 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 39,877.50 07/31/2010 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 19,743.75 07/31/2010 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 80,632.50 07/31/2010 12X4219 1219307 09/30/2038 01999 5.850000000 143,000.0000 6,971.25 07/31/2010 12X4219 1219307 09/30/2031 02000 5.609998800 4,188,000.0000 195,788.96 07/31/2010 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 233,749.95 07/31/2010 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 140,249.97 07/31/2010 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 77,604.98 07/31/2010 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 60,774.99 07/31/2010 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 8,041.00 07/31/2010 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 103,130.48 07/31/2010 12X4219 1219307 09/30/2038 02000 5.609998800 185,000.0000 8,648.75 07/31/2010 12X4219 1219307 09/30/2032 02001 5.029999200 1,210,000.0000 50,719.16 07/31/2010 12X4219 1219307 09/30/2033 02001 5.029999200 3,000,000.0000 125,749.98 07/31/2010 12X4219 1219307 09/30/2034 02001 5.029999200 4,500,000.0000 188,624.97 07/31/2010 12X4219 1219307 09/30/2035 02001 5.029999200 2,000,000.0000 83,833.32 07/31/2010 12X4219 1219307 09/30/2036 02001 5.029999200 1,852,000.0000 77,629.65 07/31/2010 12X4219 1219307 09/30/2037 02001 5.029999200 2,464,000.0000 103,282.65 07/31/2010 12X4219 1219307 09/30/2038 02001 5.029999200 1,293,000.0000 54,198.24 07/31/2010 12X4219 1219307 09/30/2039 02001 5.029999200 1,266,000.0000 53,066.49 07/31/2010 12X4219 1219307 09/30/2040 02001 5.029999200 30,000.0000 1,257.50 07/31/2010 12X4219 1219307 09/30/2033 02002 4.809999600 2,115,000.0000 84,776.24 07/31/2010 12X4219 1219307 09/30/2034 02002 4.809999600 6,300,000.0000 252,524.98 07/31/2010 12X4219 1219307 09/30/2035 02002 4.809999600 2,135,000.0000 85,577.91 07/31/2010 12X4219 1219307 09/30/2036 02002 4.809999600 2,353,000.0000 94,316.08 07/31/2010 12X4219 1219307 09/30/2037 02002 4.809999600 2,050,000.0000 82,170.83 07/31/2010 12X4219 1219307 09/30/2038 02002 4.809999600 1,436,000.0000 57,559.66 07/31/2010 12X4219 1219307 09/30/2039 02002 4.809999600 808,000.0000 32,387.33 07/31/2010 12X4219 1219307 09/30/2034 02003 4.880001600 5,635,000.0000 229,156.74 07/31/2010 12X4219 1219307 09/30/2035 02003 4.880001600 5,035,000.0000 204,756.73 07/31/2010 12X4219 1219307 09/30/2036 02003 4.880001600 4,071,000.0000 165,554.05 07/31/2010 12X4219 1219307 09/30/2037 02003 4.880001600 4,095,000.0000 166,530.05 07/31/2010 12X4219 1219307 09/30/2038 02003 4.880001600 1,493,000.0000 60,715.35 07/31/2010 12X4219 1219307 09/30/2039 02003 4.880001600 1,179,000.0000 47,946.02 07/31/2010 12X4219 1219307 09/30/2040 02003 4.880001600 206,000.0000 8,377.34 07/31/2010 12X4219 1219307 09/30/2034 02004 4.770000000 426,000.0000 16,933.50 07/31/2010 12X4219 1219307 09/30/2035 02004 4.770000000 6,100,000.0000 242,475.00 07/31/2010 12X4219 1219307 09/30/2036 02004 4.770000000 4,583,000.0000 182,174.25 07/31/2010 12X4219 1219307 09/30/2037 02004 4.770000000 4,142,000.0000 164,644.50 07/31/2010 12X4219 1219307 09/30/2038 02004 4.770000000 1,202,000.0000 47,779.50 07/31/2010 12X4219 1219307 09/30/2039 02004 4.770000000 969,000.0000 38,517.75 07/31/2010 12X4219 1219307 09/30/2040 02004 4.770000000 176,000.0000 6,996.00 07/31/2010 12X4219 1219307 09/30/2035 02005 4.970001600 593,000.0000 24,560.09 07/31/2010 12X4219 1219307 09/30/2036 02005 4.970001600 6,156,000.0000 254,961.08 07/31/2010 12X4219 1219307 09/30/2037 02005 4.970001600 5,539,000.0000 229,406.99 07/31/2010 12X4219 1219307 09/30/2038 02005 4.970001600 2,340,000.0000 96,915.03 07/31/2010 12X4219 1219307 09/30/2039 02005 4.970001600 1,910,000.0000 79,105.86 07/31/2010 12X4219 1219307 09/30/2040 02005 4.970001600 657,000.0000 27,210.76 07/31/2010 12X4219 1219307 09/30/2037 02006 4.920001200 5,228,000.0000 214,348.05 07/31/2010 12X4219 1219307 09/30/2038 02006 4.920001200 3,541,000.0000 145,181.04 07/31/2010 12X4219 1219307 09/30/2039 02006 4.920001200 5,528,000.0000 226,648.06 07/31/2010 12X4219 1219307 09/30/2040 02006 4.920001200 915,000.0000 37,515.01 07/31/2010 12X4219 1219307 09/30/2037 02007 4.979998800 1,070,000.0000 44,404.99 07/31/2010 12X4219 1219307 09/30/2038 02007 4.979998800 7,874,000.0000 326,770.92 07/31/2010 12X4219 1219307 09/30/2039 02007 4.979998800 4,136,000.0000 171,643.96 07/31/2010 12X4219 1219307 09/30/2040 02007 4.979998800 1,983,000.0000 82,294.48 07/31/2010 12X4219 1219307 09/30/2038 02008 5.140000800 919,500.0000 39,385.26 07/31/2010 12X4219 1219307 09/30/2039 02008 5.140000800 7,491,000.0000 320,864.55 07/31/2010 12X4219 1219307 09/30/2040 02008 5.140000800 2,923,000.0000 125,201.85 07/31/2010 12X4219 1219307 09/30/2039 02009 5.140000800 878,000.0000 37,607.67 07/31/2010 12X4219 1219307 09/30/2040 02009 5.140000800 5,805,000.0000 248,647.54 07/31/2010 ------------------------ ---------------------- 298,636,500.0000 14,116,400.50 ======================== ====================== 298,636,500.0000 14,116,400.50 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4219 1219307 09/30/2025 01992 06/30/2010 INT + 0.0000 9,404.14 476682 1219307 09/30/2025 01993 06/30/2010 INT + 0.0000 25,550.50 476684 1219307 09/30/2027 01995 06/30/2010 INT + 0.0000 3,274.19 476686 1219307 09/30/2027 01996 06/30/2010 INT + 0.0000 26,017.80 476678 1219307 09/30/2029 01997 06/30/2010 INT + 0.0000 10,430.00 476688 1219307 09/30/2030 01999 06/30/2010 INT + 0.0000 2,925.00 476690 1219307 09/30/2032 02001 06/30/2010 INT + 0.0000 5,029.99 476692 1219307 09/30/2034 02004 06/30/2010 INT + 0.0000 11,925.00 476680 ------------------------ ---------------------- 0.0000 94,556.62 ======================== ====================== 0.0000 94,556.62 ============================================================================================================================ TRANSACTIONS ============================================================================================================================