Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- AMTRAK SUB-COHORT 69X4420 6920AMTRA 09/30/2027 02002 4.899999600 7,517,368.2500 245,567.34 05/31/2012 69X4420 6920AMTRA 09/30/2036 02011 4.340599200 113,472,432.6000 3,283,589.00 05/31/2012 ------------------------ ---------------------- 120,989,800.8500 3,529,156.34 MOUNTH SUB-COHORT 69X4420 6920MOUNT 09/30/2027 02002 4.970001600 1,640,586.8200 54,358.13 05/31/2012 ------------------------ ---------------------- 1,640,586.8200 54,358.13 PERM SUB-COHORT 69X4420 6920PERM 09/30/2044 02009 4.860000000 64,613,477.1700 2,093,476.66 05/31/2012 ------------------------ ---------------------- 64,613,477.1700 2,093,476.66 CBASN SUB-COHORT 69X4420 6920CBASN 09/30/2033 02007 4.140000000 2,944,499.0100 81,268.17 05/31/2012 ------------------------ ---------------------- 2,944,499.0100 81,268.17 NVA SUB-COHORT 69X4420 6920NVA 09/30/2033 02006 4.929998400 74,461,944.5800 2,447,315.12 05/31/2012 ------------------------ ---------------------- 74,461,944.5800 2,447,315.12 AANDM SUB-COHORT 69X4420 6920AANDM 09/30/2028 02003 4.359999600 9,535,394.5500 277,162.11 05/31/2012 ------------------------ ---------------------- 9,535,394.5500 277,162.11 DME-2 SUB-COHORT 69X4420 6920DME2 09/30/2032 02007 5.270000400 11.2700 0.40 05/31/2012 ------------------------ ---------------------- 11.2700 0.40 NANDW SUB-COHORT 69X4420 6920NANDW 09/30/2023 02003 4.039999200 1,710,550.0800 46,070.81 05/31/2012 ------------------------ ---------------------- 1,710,550.0800 46,070.81 DME SUB-COHORT 69X4420 6920DME 09/30/2029 02004 4.629999600 4,581,587.0000 141,418.31 05/31/2012 ------------------------ ---------------------- 4,581,587.0000 141,418.31 STILL SUB-COHORT 69X4420 6920STILL 09/30/2029 02004 4.560001200 3,882,257.3600 118,020.65 05/31/2012 ------------------------ ---------------------- 3,882,257.3600 118,020.65 GWRW SUB-COHORT 69X4420 6920GWRW 09/30/2033 02007 5.249998800 1,175,224.1300 41,132.84 05/31/2012 ------------------------ ---------------------- 1,175,224.1300 41,132.84 IOWA SUB-COHORT 69X4420 6920IOWA 09/30/2030 02005 4.449999600 27,680,793.3500 821,196.80 05/31/2012 69X4420 6920IOWA 09/30/2031 02006 4.860000000 8,019,938.8100 259,846.02 05/31/2012 69X4420 6920IOWA 09/30/2034 02009 3.399998400 28,077,514.0100 636,423.35 05/31/2012 ------------------------ ---------------------- 63,778,246.1700 1,717,466.17 MM&A SUB-COHORT 69X4420 6920MMA 09/30/2030 02005 4.479998400 27,807,058.6000 830,503.85 05/31/2012 ------------------------ ---------------------- 27,807,058.6000 830,503.85 RIVER SUB-COHORT 69X4420 6920RIVER 09/30/2029 02005 5.000000400 4,782,892.8900 159,429.78 05/31/2012 ------------------------ ---------------------- 4,782,892.8900 159,429.78 SMOKY SUB-COHORT 69X4420 6920SMOKY 09/30/2030 02005 4.899999600 6,895,116.3400 225,240.45 05/31/2012 ------------------------ ---------------------- 6,895,116.3400 225,240.45 TEXAS SUB-COHORT 69X4420 6920TEXAS 09/30/2030 02005 4.410000000 42,242,684.3300 1,241,934.92 05/31/2012 ------------------------ ---------------------- 42,242,684.3300 1,241,934.92 WLE SUB-COHORT 69X4420 6920WLE 09/30/2029 02004 4.690000800 22,479,231.0400 702,850.74 05/31/2012 69X4420 6920WLE 09/30/2031 02006 4.929998400 90,000.0000 2,958.00 05/31/2012 69X4420 6920WLE 09/30/2032 02006 4.929998400 13,172,957.3700 432,951.06 05/31/2012 ------------------------ ---------------------- 35,742,188.4100 1,138,759.80 NAND1 SUB-COHORT 69X4420 6920NAND1 09/30/2018 02007 5.029999200 392,641.3700 13,166.57 05/31/2012 ------------------------ ---------------------- 392,641.3700 13,166.57 NAND2 SUB-COHORT 69X4420 6920NAND2 09/30/2033 02007 4.150000800 3,819,049.9300 105,660.40 05/31/2012 ------------------------ ---------------------- 3,819,049.9300 105,660.40 GEOFL SUB-COHORT 69X4420 6920GEOFL 09/30/2034 02009 4.849999200 3,523,324.7900 113,920.82 05/31/2012 ------------------------ ---------------------- 3,523,324.7900 113,920.82 IONR SUB-COHORT 69X4420 6920IONR 09/30/2032 02007 5.240001600 25,092,451.7100 876,563.25 05/31/2012 ------------------------ ---------------------- 25,092,451.7100 876,563.25 RJCORM SUB-COHORT 69X4420 6920RJCOR 09/30/2017 02006 4.960000800 7,369,144.4800 243,673.08 05/31/2012 69X4420 6920RJCOR 09/30/2032 02006 4.960000800 24,381,826.0000 806,225.84 05/31/2012 ------------------------ ---------------------- 31,750,970.4800 1,049,898.92 GLAKE SUB-COHORT 69X4420 6920GLAKE 09/30/2045 02010 2.800000800 17,131,800.8400 319,793.71 05/31/2012 ------------------------ ---------------------- 17,131,800.8400 319,793.71 DENUS SUB-COHORT 69X4420 6920DENUS 09/30/2040 02010 3.020000400 54,147,106.7300 1,090,161.89 05/31/2012 ------------------------ ---------------------- 54,147,106.7300 1,090,161.89 C&J SUBCOHORT 69X4420 6920C&J 09/30/2016 02011 2.700000000 50,766.3200 913.79 05/31/2012 ------------------------ ---------------------- 50,766.3200 913.79 NCRA SUB-COHORT 69X4420 6920NCRA 09/30/2036 02011 3.319999200 3,048,030.0000 67,463.05 05/31/2012 ------------------------ ---------------------- 3,048,030.0000 67,463.05 0347 69X4420 6920KCSR 09/30/2027 02012 3.525001200 54,648,000.0000 1,284,228.44 05/31/2012 ------------------------ ---------------------- 54,648,000.0000 1,284,228.44 ======================== ====================== 660,387,661.7300 19,064,485.35 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00