Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 830 SUB-COHORT 12X4210 1210830 09/30/2027 01992 6.710000400 6,100,609.9300 341,125.79 07/31/2010 12X4210 1210830 09/30/2028 01993 6.779998800 12,148,000.0000 686,361.88 07/31/2010 12X4210 1210830 09/30/2032 01993 6.779998800 118,300.0000 6,683.95 07/31/2010 12X4210 1210830 09/30/2029 01994 6.180001200 27,280,000.0000 1,404,920.27 07/31/2010 12X4210 1210830 09/30/2031 01994 6.180001200 4,160,000.0000 214,240.04 07/31/2010 12X4210 1210830 09/30/2032 01994 6.180001200 100,000.0000 5,150.00 07/31/2010 12X4210 1210830 09/30/2030 01995 5.680000800 8,103,000.0000 383,542.05 07/31/2010 12X4210 1210830 09/30/2031 01995 5.680000800 10,813,000.0000 511,815.41 07/31/2010 12X4210 1210830 09/30/2032 01995 5.680000800 7,320,000.0000 346,480.05 07/31/2010 12X4210 1210830 09/30/2033 01995 5.680000800 120,000.0000 5,680.00 07/31/2010 12X4210 1210830 09/30/2031 01996 5.690001600 10,331,000.0000 489,861.72 07/31/2010 12X4210 1210830 09/30/2032 01996 5.690001600 5,470,000.0000 259,369.24 07/31/2010 12X4210 1210830 09/30/2033 01996 5.690001600 322,000.0000 15,268.17 07/31/2010 12X4210 1210830 09/30/2030 01997 5.349999600 13,933,000.0000 621,179.54 07/31/2010 12X4210 1210830 09/30/2031 01997 5.349999600 3,877,000.0000 172,849.57 07/31/2010 12X4210 1210830 09/30/2032 01997 5.349999600 2,899,000.0000 129,247.07 07/31/2010 12X4210 1210830 09/30/2033 01997 5.349999600 471,000.0000 20,998.75 07/31/2010 12X4210 1210830 09/30/2030 01998 5.280001200 34,314,000.0000 1,509,816.34 07/31/2010 12X4210 1210830 09/30/2031 01998 5.280001200 7,960,000.0000 350,240.08 07/31/2010 12X4210 1210830 09/30/2032 01998 5.280001200 2,268,000.0000 99,792.02 07/31/2010 12X4210 1210830 09/30/2033 01998 5.280001200 1,644,000.0000 72,336.02 07/31/2010 12X4210 1210830 09/30/2022 01999 5.289998400 24,912,000.0000 1,098,203.67 07/31/2010 12X4210 1210830 09/30/2031 01999 5.289998400 5,548,000.0000 244,574.26 07/31/2010 12X4210 1210830 09/30/2032 01999 5.289998400 5,210,000.0000 229,674.10 07/31/2010 12X4210 1210830 09/30/2033 01999 5.289998400 3,669,000.0000 161,741.70 07/31/2010 12X4210 1210830 09/30/2021 02000 4.910000400 41,644,000.0000 1,703,933.81 07/31/2010 12X4210 1210830 09/30/2031 02000 4.910000400 5,131,000.0000 209,943.43 07/31/2010 12X4210 1210830 09/30/2032 02000 4.910000400 2,223,000.0000 90,957.76 07/31/2010 12X4210 1210830 09/30/2033 02000 4.910000400 695,000.0000 28,437.09 07/31/2010 12X4210 1210830 09/30/2023 02001 5.450000400 27,950,000.0000 1,269,395.93 07/31/2010 12X4210 1210830 09/30/2031 02001 5.450000400 4,514,000.0000 205,010.85 07/31/2010 12X4210 1210830 09/30/2032 02001 5.450000400 3,233,000.0000 146,832.09 07/31/2010 12X4210 1210830 09/30/2033 02001 5.450000400 1,455,000.0000 66,081.25 07/31/2010 12X4210 1210830 09/30/2021 02002 5.259999600 20,634,000.0000 904,456.93 07/31/2010 12X4210 1210830 09/30/2031 02002 5.259999600 3,211,000.0000 140,748.82 07/31/2010 12X4210 1210830 09/30/2032 02002 5.259999600 7,564,000.0000 331,555.31 07/31/2010 12X4210 1210830 09/30/2033 02002 5.259999600 5,304,000.0000 232,491.98 07/31/2010 12X4210 1210830 09/30/2025 02003 4.939999200 13,934,000.0000 573,616.24 07/31/2010 12X4210 1210830 09/30/2031 02003 4.939999200 5,748,000.0000 236,625.96 07/31/2010 12X4210 1210830 09/30/2032 02003 4.939999200 10,647,000.0000 438,301.43 07/31/2010 12X4210 1210830 09/30/2033 02003 4.939999200 5,224,000.0000 215,054.63 07/31/2010 12X4210 1210830 09/30/2026 02004 4.269999600 37,844,200.0000 1,346,622.66 07/31/2010 12X4210 1210830 09/30/2031 02004 4.269999600 11,582,000.0000 412,126.13 07/31/2010 12X4210 1210830 09/30/2032 02004 4.269999600 5,497,000.0000 195,601.57 07/31/2010 12X4210 1210830 09/30/2033 02004 4.269999600 4,508,000.0000 160,409.65 07/31/2010 12X4210 1210830 09/30/2027 02005 4.479998400 39,521,100.0000 1,475,453.87 07/31/2010 12X4210 1210830 09/30/2031 02005 4.479998400 22,576,000.0000 842,837.03 07/31/2010 12X4210 1210830 09/30/2032 02005 4.479998400 12,333,000.0000 460,431.84 07/31/2010 12X4210 1210830 09/30/2033 02005 4.479998400 1,409,000.0000 52,602.65 07/31/2010 ------------------------ ---------------------- 493,472,209.9300 21,120,680.60 ======================== ====================== 493,472,209.9300 21,120,680.60 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4210 1210830 09/30/2026 02004 06/30/2010 INT + 0.0000 54,160.67 476379 1210830 09/30/2027 01992 06/30/2010 INT + 0.0000 33,550.00 476383 1210830 09/30/2027 02005 06/30/2010 INT + 0.0000 107,092.12 476381 1210830 09/30/2029 01994 06/30/2010 INT + 0.0000 61,800.01 476385 1210830 09/30/2030 01995 06/30/2010 INT + 0.0000 113,600.01 476387 1210830 09/30/2030 01997 06/30/2010 INT + 0.0000 53,499.99 476391 1210830 09/30/2030 01998 06/30/2010 INT + 0.0000 26,400.00 476393 1210830 09/30/2031 01996 06/30/2010 INT + 0.0000 56,900.01 476389 ------------------------ ---------------------- 0.0000 507,002.81 ======================== ====================== 0.0000 507,002.81 ============================================================================================================================ TRANSACTIONS ============================================================================================================================