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 50.92 06/30/2010 12X4176 1276320 09/30/2016 01995 6.699999600 4,000.0000 201.00 06/30/2010 12X4176 1276320 09/30/2014 01997 5.889999600 156,000.0000 6,891.30 06/30/2010 12X4176 1276320 09/30/2017 01997 5.888998800 251,000.0000 11,086.04 06/30/2010 12X4176 1276320 09/30/2019 01997 5.889999600 171,000.0000 7,553.92 06/30/2010 12X4176 1276320 09/30/2014 01998 5.760000000 167,400.0000 7,231.68 06/30/2010 12X4176 1276320 09/30/2015 01998 5.760000000 67,400.0000 2,911.68 06/30/2010 12X4176 1276320 09/30/2017 01998 5.760000000 427,000.0000 18,446.40 06/30/2010 12X4176 1276320 09/30/2019 01998 5.760000000 641,000.0000 27,691.20 06/30/2010 12X4176 1276320 09/30/2020 01998 5.760000000 60,000.0000 2,592.00 06/30/2010 12X4176 1276320 09/30/2011 01999 6.069999600 388,500.0000 17,686.46 06/30/2010 12X4176 1276320 09/30/2012 01999 6.069999600 300,000.0000 13,657.50 06/30/2010 12X4176 1276320 09/30/2014 01999 6.069999600 113,000.0000 5,144.32 06/30/2010 12X4176 1276320 09/30/2015 01999 6.069999600 105,900.0000 4,821.10 06/30/2010 12X4176 1276320 09/30/2016 01999 6.069999600 65,000.0000 2,959.12 06/30/2010 12X4176 1276320 09/30/2017 01999 6.068998800 77,000.0000 3,504.85 06/30/2010 12X4176 1276320 09/30/2019 01999 6.069999600 433,000.0000 19,712.32 06/30/2010 12X4176 1276320 09/30/2012 02000 5.730001200 1,307,000.0000 56,168.34 06/30/2010 12X4176 1276320 09/30/2013 02000 5.730001200 300,000.0000 12,892.50 06/30/2010 12X4176 1276320 09/30/2014 02000 5.730001200 400,000.0000 17,190.00 06/30/2010 12X4176 1276320 09/30/2015 02000 5.730001200 132,800.0000 5,707.08 06/30/2010 12X4176 1276320 09/30/2016 02000 5.730001200 132,000.0000 5,672.70 06/30/2010 12X4176 1276320 09/30/2017 02000 5.730001200 160,000.0000 6,876.00 06/30/2010 12X4176 1276320 09/30/2019 02000 5.730001200 157,000.0000 6,747.08 06/30/2010 12X4176 1276320 09/30/2012 02001 4.479998400 811,900.0000 27,279.83 06/30/2010 12X4176 1276320 09/30/2013 02001 4.479998400 2,000,000.0000 67,199.98 06/30/2010 12X4176 1276320 09/30/2014 02001 4.479998400 516,000.0000 17,337.59 06/30/2010 12X4176 1276320 09/30/2015 02001 4.479998400 65,300.0000 2,194.08 06/30/2010 12X4176 1276320 09/30/2016 02001 4.479998400 615,000.0000 20,663.99 06/30/2010 12X4176 1276320 09/30/2017 02001 4.479998400 10,000.0000 336.00 06/30/2010 12X4176 1276320 09/30/2012 02002 3.809998800 1,587,500.0000 45,362.80 06/30/2010 12X4176 1276320 09/30/2013 02002 3.809998800 300,000.0000 8,572.50 06/30/2010 12X4176 1276320 09/30/2014 02002 3.809998800 2,700,000.0000 77,152.48 06/30/2010 12X4176 1276320 09/30/2015 02002 3.809998800 419,300.0000 11,981.49 06/30/2010 12X4176 1276320 09/30/2016 02002 3.809998800 43,000.0000 1,228.72 06/30/2010 12X4176 1276320 09/30/2017 02002 3.809998800 670,000.0000 19,145.24 06/30/2010 12X4176 1276320 09/30/2014 02003 3.690000000 3,434,500.0000 95,049.79 06/30/2010 12X4176 1276320 09/30/2015 02003 3.690000000 851,000.0000 23,551.43 06/30/2010 12X4176 1276320 09/30/2016 02003 3.690000000 500,000.0000 13,837.50 06/30/2010 12X4176 1276320 09/30/2017 02003 3.690000000 2,510,000.0000 69,464.25 06/30/2010 12X4176 1276320 09/30/2015 02004 4.110001200 4,296,500.0000 132,439.65 06/30/2010 12X4176 1276320 09/30/2016 02004 4.110001200 2,652,000.0000 81,747.92 06/30/2010 12X4176 1276320 09/30/2018 02004 4.110001200 489,000.0000 15,073.43 06/30/2010 12X4176 1276320 09/30/2016 02005 4.640000400 12,188,500.0000 424,159.84 06/30/2010 12X4176 1276320 09/30/2017 02005 4.640000400 2,386,000.0000 83,032.81 06/30/2010 12X4176 1276320 09/30/2016 02006 4.579999200 2,999,600.0000 103,036.24 06/30/2010 12X4176 1276320 09/30/2017 02006 4.579999200 8,242,000.0000 283,112.65 06/30/2010 12X4176 1276320 09/30/2018 02006 4.579999200 2,571,000.0000 88,313.83 06/30/2010 12X4176 1276320 09/30/2017 02007 3.859999200 4,300,600.0000 124,502.34 06/30/2010 12X4176 1276320 09/30/2018 02007 3.859999200 14,491,000.0000 419,514.36 06/30/2010 12X4176 1276320 09/30/2019 02007 3.859999200 2,702,000.0000 78,222.88 06/30/2010 12X4176 1276320 09/30/2018 02008 4.619998800 6,905,200.0000 239,265.12 06/30/2010 12X4176 1276320 09/30/2019 02008 4.619998800 11,924,000.0000 413,166.49 06/30/2010 12X4176 1276320 09/30/2020 02008 4.619998800 3,539,000.0000 122,626.32 06/30/2010 12X4176 1276320 09/30/2019 02009 4.619998800 6,477,900.0000 224,459.18 06/30/2010 12X4176 1276320 09/30/2020 02009 4.619998800 10,106,000.0000 350,172.81 06/30/2010 12X4176 1276320 09/30/2020 02010 4.619998800 644,000.0000 22,314.59 06/30/2010 ------------------------ ---------------------- 119,964,800.0000 3,968,913.64 ======================== ====================== 119,964,800.0000 3,968,913.64 ============================================================================================================================ 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