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 2,424,426.6200 108,897.15 08/31/2011 69X4420 6920AMTRA 09/30/2036 02011 4.353998400 62,340,923.6000 2,488,129.25 08/31/2011 ------------------------ ---------------------- 64,765,350.2200 2,597,026.40 MOUNTH SUB-COHORT 69X4420 6920MOUNT 09/30/2027 02002 4.970001600 1,721,009.0300 78,406.33 08/31/2011 ------------------------ ---------------------- 1,721,009.0300 78,406.33 PERM SUB-COHORT 69X4420 6920PERM 09/30/2044 02009 4.860000000 64,381,755.3000 2,868,207.20 08/31/2011 ------------------------ ---------------------- 64,381,755.3000 2,868,207.20 CBASN SUB-COHORT 69X4420 6920CBASN 09/30/2033 02007 4.140000000 2,991,646.0200 113,532.97 08/31/2011 ------------------------ ---------------------- 2,991,646.0200 113,532.97 NVA SUB-COHORT 69X4420 6920NVA 09/30/2033 02006 4.929998400 64,136,537.1400 2,898,436.07 08/31/2011 ------------------------ ---------------------- 64,136,537.1400 2,898,436.07 AANDM SUB-COHORT 69X4420 6920AANDM 09/30/2028 02003 4.359999600 9,968,902.0300 398,423.75 08/31/2011 ------------------------ ---------------------- 9,968,902.0300 398,423.75 DME-2 SUB-COHORT 69X4420 6920DME-2 09/30/2032 02007 5.270000400 3,229.3000 156.00 08/31/2011 ------------------------ ---------------------- 3,229.3000 156.00 NANDW SUB-COHORT 69X4420 6920NANDW 09/30/2023 02003 4.039999200 1,848,829.9200 68,468.32 08/31/2011 ------------------------ ---------------------- 1,848,829.9200 68,468.32 DME SUB-COHORT 69X4420 6920DME 09/30/2029 02004 4.629999600 258,580.9900 10,974.61 08/31/2011 ------------------------ ---------------------- 258,580.9900 10,974.61 STILL SUB-COHORT 69X4420 6920STILL 09/30/2029 02004 4.560001200 4,037,213.7800 168,755.58 08/31/2011 ------------------------ ---------------------- 4,037,213.7800 168,755.58 GWRW SUB-COHORT 69X4420 6920GWRW 09/30/2033 02007 5.249998800 1,209,661.7600 58,214.96 08/31/2011 ------------------------ ---------------------- 1,209,661.7600 58,214.96 IOWA SUB-COHORT 69X4420 6920IOWA 09/30/2030 02005 4.449999600 31,163,194.3400 1,271,198.52 08/31/2011 69X4420 6920IOWA 09/30/2031 02006 4.860000000 8,167,786.9400 363,874.91 08/31/2011 69X4420 6920IOWA 09/30/2034 02009 3.399998400 25,436,613.5700 792,774.08 08/31/2011 ------------------------ ---------------------- 64,767,594.8500 2,427,847.51 MM&A SUB-COHORT 69X4420 6920MMA 09/30/2030 02005 4.479998400 32,431,461.5300 1,331,851.54 08/31/2011 ------------------------ ---------------------- 32,431,461.5300 1,331,851.54 RIVER SUB-COHORT 69X4420 6920RIVER 09/30/2029 02005 5.000000400 5,069,906.1000 232,370.71 08/31/2011 ------------------------ ---------------------- 5,069,906.1000 232,370.71 SMOKY SUB-COHORT 69X4420 6920SMOKY 09/30/2030 02005 4.899999600 6,289,897.6500 282,521.21 08/31/2011 ------------------------ ---------------------- 6,289,897.6500 282,521.21 TEXAS SUB-COHORT 69X4420 6920TEXAS 09/30/2030 02005 4.410000000 43,568,599.3900 1,761,260.63 08/31/2011 ------------------------ ---------------------- 43,568,599.3900 1,761,260.63 WLE SUB-COHORT 69X4420 6920WLE 09/30/2029 02004 4.690000800 23,186,691.7300 996,834.69 08/31/2011 69X4420 6920WLE 09/30/2031 02006 4.929998400 90,000.0000 4,067.25 08/31/2011 69X4420 6920WLE 09/30/2032 02006 4.929998400 13,123,983.1800 593,094.48 08/31/2011 ------------------------ ---------------------- 36,400,674.9100 1,593,996.42 NAND1 SUB-COHORT 69X4420 6920NAND1 09/30/2018 02007 5.029999200 441,877.8300 20,374.25 08/31/2011 ------------------------ ---------------------- 441,877.8300 20,374.25 NAND2 SUB-COHORT 69X4420 6920NAND2 09/30/2033 02007 4.150000800 2,998,523.8600 114,068.87 08/31/2011 ------------------------ ---------------------- 2,998,523.8600 114,068.87 GEOFL SUB-COHORT 69X4420 6920GEOFL 09/30/2034 02009 4.849999200 2,770,906.0400 123,189.84 08/31/2011 ------------------------ ---------------------- 2,770,906.0400 123,189.84 IONR SUB-COHORT 69X4420 6920IONR 09/30/2032 02007 5.240001600 24,279,885.3700 1,166,244.18 08/31/2011 ------------------------ ---------------------- 24,279,885.3700 1,166,244.18 RJCORM SUB-COHORT 69X4420 6920RJCOR 09/30/2017 02006 4.960000800 8,434,612.5100 383,493.78 08/31/2011 69X4420 6920RJCOR 09/30/2032 02006 4.960000800 24,938,979.9200 1,133,892.47 08/31/2011 ------------------------ ---------------------- 33,373,592.4300 1,517,386.25 GLAKE SUB-COHORT 69X4420 6920GLAKE 09/30/2045 02010 2.800000800 15,068,362.1600 386,754.74 08/31/2011 ------------------------ ---------------------- 15,068,362.1600 386,754.74 DENUS SUB-COHORT 69X4420 6920DENUS 09/30/2040 02010 3.020000400 22,750,110.8600 629,798.99 08/31/2011 ------------------------ ---------------------- 22,750,110.8600 629,798.99 C&J SUBCOHORT 69X4420 6920C&J 09/30/2016 02011 2.700000000 52,126.9300 1,290.14 08/31/2011 ------------------------ ---------------------- 52,126.9300 1,290.14 ======================== ====================== 505,586,235.4000 20,849,557.47 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00