Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 12X4158 1258 09/30/2010 02000 5.420001600 238,090.0600 11,829.11 08/31/2010 12X4158 1258 09/30/2010 02001 4.460000400 1,997,204.6200 81,652.39 08/31/2010 12X4158 1258 09/30/2011 02003 3.080001600 4,616,399.1400 130,336.40 08/31/2010 12X4158 1258 09/30/2012 02004 3.579998400 12,665,053.2600 415,624.65 08/31/2010 12X4158 1258 09/30/2013 02005 4.389998400 23,273,187.5800 936,551.52 08/31/2010 12X4158 1258 09/30/2014 02006 4.740001200 50,765,501.2800 2,205,761.59 08/31/2010 12X4158 1258 09/30/2015 02007 3.780000000 91,144,589.9300 3,158,160.04 08/31/2010 12X4158 1258 09/30/2016 02008 2.620000800 127,966,516.1300 3,073,330.10 08/31/2010 12X4158 1258 09/30/2017 02009 3.999999600 188,291,888.0400 6,904,035.20 08/31/2010 12X4158 1258 09/30/2018 02010 3.999999600 453,987,974.6100 16,646,224.07 08/31/2010 ------------------------ ---------------------- 954,946,404.6500 33,563,505.07 ======================== ====================== 954,946,404.6500 33,563,505.07 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4158 1258 09/30/2010 02000 06/24/2010 INT + 0.0000 6,594.65 476722 1258 09/30/2010 02000 07/30/2010 INT + 0.0000 2,710.00 476744 1258 09/30/2010 02001 04/30/2010 INT + 0.0000 76.83 476700 1258 09/30/2010 02001 06/24/2010 INT + 0.0000 24,502.17 476724 1258 09/30/2010 02001 07/30/2010 INT + 0.0000 2,232.23 476746 1258 09/30/2010 02002 04/30/2010 INT + 0.0000 45,032.01 476704 1258 09/30/2010 02002 06/24/2010 INT + 0.0000 13,345.81 476726 1258 09/30/2011 02002 04/30/2010 INT + 0.0000 15,050.00 476702 1258 09/30/2011 02003 04/30/2010 INT + 0.0000 100,641.75 476706 1258 09/30/2011 02003 06/24/2010 INT + 0.0000 7,474.31 476728 1258 09/30/2011 02003 07/30/2010 INT + 0.0000 9,023.36 476748 1258 09/30/2012 02004 04/30/2010 INT + 0.0000 87,828.03 476708 1258 09/30/2012 02004 06/24/2010 INT + 0.0000 20,767.51 476730 1258 09/30/2012 02004 07/30/2010 INT + 0.0000 12,751.39 476750 1258 09/30/2013 02005 04/30/2010 INT + 0.0000 150,056.60 476710 1258 09/30/2013 02005 06/24/2010 INT + 0.0000 49,798.30 476732 1258 09/30/2013 02005 07/30/2010 INT + 0.0000 17,526.33 476752 1258 09/30/2014 02006 04/30/2010 INT + 0.0000 196,243.88 476712 1258 09/30/2014 02006 06/24/2010 INT + 0.0000 38,444.20 476734 1258 09/30/2014 02006 07/30/2010 INT + 0.0000 37,411.96 476754 1258 09/30/2015 02007 04/30/2010 INT + 0.0000 284,810.56 476714 1258 09/30/2015 02007 06/24/2010 INT + 0.0000 81,086.42 476736 1258 09/30/2015 02007 07/30/2010 INT + 0.0000 38,068.23 476756 1258 09/30/2016 02008 04/30/2010 INT + 0.0000 136,123.32 476716 1258 09/30/2016 02008 06/24/2010 INT + 0.0000 98,890.91 476738 1258 09/30/2016 02008 07/30/2010 INT + 0.0000 23,184.08 476758 1258 09/30/2017 02009 04/30/2010 INT + 0.0000 79,691.90 476718 1258 09/30/2017 02009 06/24/2010 INT + 0.0000 76,014.05 476740 1258 09/30/2017 02009 07/30/2010 INT + 0.0000 39,821.24 476760 1258 09/30/2018 02010 04/30/2010 INT + 0.0000 2,402.54 476720 1258 09/30/2018 02010 06/24/2010 INT + 0.0000 5,463.48 476742 1258 09/30/2018 02010 07/30/2010 INT + 0.0000 4,014.48 476762 ------------------------ ---------------------- 0.0000 1,707,082.53 ======================== ====================== 0.0000 1,707,082.53