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 307,013.21 06/30/2010 12X4210 1210830 09/30/2028 01993 6.779998800 12,148,000.0000 617,725.69 06/30/2010 12X4210 1210830 09/30/2032 01993 6.779998800 118,300.0000 6,015.55 06/30/2010 12X4210 1210830 09/30/2029 01994 6.180001200 27,280,000.0000 1,264,428.25 06/30/2010 12X4210 1210830 09/30/2031 01994 6.180001200 4,160,000.0000 192,816.04 06/30/2010 12X4210 1210830 09/30/2032 01994 6.180001200 100,000.0000 4,635.00 06/30/2010 12X4210 1210830 09/30/2030 01995 5.680000800 8,103,000.0000 345,187.85 06/30/2010 12X4210 1210830 09/30/2031 01995 5.680000800 10,813,000.0000 460,633.86 06/30/2010 12X4210 1210830 09/30/2032 01995 5.680000800 7,320,000.0000 311,832.04 06/30/2010 12X4210 1210830 09/30/2033 01995 5.680000800 120,000.0000 5,112.00 06/30/2010 12X4210 1210830 09/30/2031 01996 5.690001600 10,331,000.0000 440,875.55 06/30/2010 12X4210 1210830 09/30/2032 01996 5.690001600 5,470,000.0000 233,432.32 06/30/2010 12X4210 1210830 09/30/2033 01996 5.690001600 322,000.0000 13,741.35 06/30/2010 12X4210 1210830 09/30/2030 01997 5.349999600 13,933,000.0000 559,061.58 06/30/2010 12X4210 1210830 09/30/2031 01997 5.349999600 3,877,000.0000 155,564.61 06/30/2010 12X4210 1210830 09/30/2032 01997 5.349999600 2,899,000.0000 116,322.37 06/30/2010 12X4210 1210830 09/30/2033 01997 5.349999600 471,000.0000 18,898.87 06/30/2010 12X4210 1210830 09/30/2030 01998 5.280001200 34,314,000.0000 1,358,834.71 06/30/2010 12X4210 1210830 09/30/2031 01998 5.280001200 7,960,000.0000 315,216.07 06/30/2010 12X4210 1210830 09/30/2032 01998 5.280001200 2,268,000.0000 89,812.82 06/30/2010 12X4210 1210830 09/30/2033 01998 5.280001200 1,644,000.0000 65,102.41 06/30/2010 12X4210 1210830 09/30/2022 01999 5.289998400 24,912,000.0000 988,383.30 06/30/2010 12X4210 1210830 09/30/2031 01999 5.289998400 5,548,000.0000 220,116.83 06/30/2010 12X4210 1210830 09/30/2032 01999 5.289998400 5,210,000.0000 206,706.69 06/30/2010 12X4210 1210830 09/30/2033 01999 5.289998400 3,669,000.0000 145,567.53 06/30/2010 12X4210 1210830 09/30/2021 02000 4.910000400 41,644,000.0000 1,533,540.42 06/30/2010 12X4210 1210830 09/30/2031 02000 4.910000400 5,131,000.0000 188,949.09 06/30/2010 12X4210 1210830 09/30/2032 02000 4.910000400 2,223,000.0000 81,861.98 06/30/2010 12X4210 1210830 09/30/2033 02000 4.910000400 695,000.0000 25,593.38 06/30/2010 12X4210 1210830 09/30/2023 02001 5.450000400 27,950,000.0000 1,142,456.33 06/30/2010 12X4210 1210830 09/30/2031 02001 5.450000400 4,514,000.0000 184,509.76 06/30/2010 12X4210 1210830 09/30/2032 02001 5.450000400 3,233,000.0000 132,148.88 06/30/2010 12X4210 1210830 09/30/2033 02001 5.450000400 1,455,000.0000 59,473.13 06/30/2010 12X4210 1210830 09/30/2021 02002 5.259999600 20,634,000.0000 814,011.24 06/30/2010 12X4210 1210830 09/30/2031 02002 5.259999600 3,211,000.0000 126,673.94 06/30/2010 12X4210 1210830 09/30/2032 02002 5.259999600 7,564,000.0000 298,399.78 06/30/2010 12X4210 1210830 09/30/2033 02002 5.259999600 5,304,000.0000 209,242.78 06/30/2010 12X4210 1210830 09/30/2025 02003 4.939999200 13,934,000.0000 516,254.62 06/30/2010 12X4210 1210830 09/30/2031 02003 4.939999200 5,748,000.0000 212,963.37 06/30/2010 12X4210 1210830 09/30/2032 02003 4.939999200 10,647,000.0000 394,471.29 06/30/2010 12X4210 1210830 09/30/2033 02003 4.939999200 5,224,000.0000 193,549.17 06/30/2010 12X4210 1210830 09/30/2026 02004 4.269999600 37,844,200.0000 1,211,960.39 06/30/2010 12X4210 1210830 09/30/2031 02004 4.269999600 11,582,000.0000 370,913.52 06/30/2010 12X4210 1210830 09/30/2032 02004 4.269999600 5,497,000.0000 176,041.41 06/30/2010 12X4210 1210830 09/30/2033 02004 4.269999600 4,508,000.0000 144,368.69 06/30/2010 12X4210 1210830 09/30/2027 02005 4.479998400 39,521,100.0000 1,327,908.49 06/30/2010 12X4210 1210830 09/30/2031 02005 4.479998400 22,576,000.0000 758,553.33 06/30/2010 12X4210 1210830 09/30/2032 02005 4.479998400 12,333,000.0000 414,388.65 06/30/2010 12X4210 1210830 09/30/2033 02005 4.479998400 1,409,000.0000 47,342.38 06/30/2010 ------------------------ ---------------------- 493,472,209.9300 19,008,612.52 ======================== ====================== 493,472,209.9300 19,008,612.52 ============================================================================================================================ 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