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 0.00 09/30/2011 69X4420 6920AMTRA 09/30/2036 02011 4.340599200 65,046,893.7300 0.00 09/30/2011 ------------------------ ---------------------- 72,564,261.9800 0.00 MOUNTH SUB-COHORT 69X4420 6920MOUNT 09/30/2027 02002 4.970001600 1,639,386.8200 0.00 09/30/2011 ------------------------ ---------------------- 1,639,386.8200 0.00 PERM SUB-COHORT 69X4420 6920PERM 09/30/2044 02009 4.860000000 56,769,172.1700 0.00 09/30/2011 ------------------------ ---------------------- 56,769,172.1700 0.00 CBASN SUB-COHORT 69X4420 6920CBASN 09/30/2033 02007 4.140000000 2,920,150.0100 0.00 09/30/2011 ------------------------ ---------------------- 2,920,150.0100 0.00 NVA SUB-COHORT 69X4420 6920NVA 09/30/2033 02006 4.929998400 70,038,359.5800 0.00 09/30/2011 ------------------------ ---------------------- 70,038,359.5800 0.00 AANDM SUB-COHORT 69X4420 6920AANDM 09/30/2028 02003 4.359999600 9,514,874.5500 0.00 09/30/2011 ------------------------ ---------------------- 9,514,874.5500 0.00 DME-2 SUB-COHORT 69X4420 6920DME-2 09/30/2032 02007 5.270000400 11.2700 0.00 09/30/2011 ------------------------ ---------------------- 11.2700 0.00 NANDW SUB-COHORT 69X4420 6920NANDW 09/30/2023 02003 4.039999200 1,705,747.0800 0.00 09/30/2011 ------------------------ ---------------------- 1,705,747.0800 0.00 DME SUB-COHORT 69X4420 6920DME 09/30/2029 02004 4.629999600 4,581,587.0000 0.00 09/30/2011 ------------------------ ---------------------- 4,581,587.0000 0.00 STILL SUB-COHORT 69X4420 6920STILL 09/30/2029 02004 4.560001200 3,872,863.3600 0.00 09/30/2011 ------------------------ ---------------------- 3,872,863.3600 0.00 GWRW SUB-COHORT 69X4420 6920GWRW 09/30/2033 02007 5.249998800 1,175,224.1300 0.00 09/30/2011 ------------------------ ---------------------- 1,175,224.1300 0.00 IOWA SUB-COHORT 69X4420 6920IOWA 09/30/2030 02005 4.449999600 27,618,824.3500 0.00 09/30/2011 69X4420 6920IOWA 09/30/2031 02006 4.860000000 7,999,537.8100 0.00 09/30/2011 69X4420 6920IOWA 09/30/2034 02009 3.399998400 27,976,268.0100 0.00 09/30/2011 ------------------------ ---------------------- 63,594,630.1700 0.00 MM&A SUB-COHORT 69X4420 6920MMA 09/30/2030 02005 4.479998400 27,807,058.6000 0.00 09/30/2011 ------------------------ ---------------------- 27,807,058.6000 0.00 RIVER SUB-COHORT 69X4420 6920RIVER 09/30/2029 02005 5.000000400 4,771,890.8900 0.00 09/30/2011 ------------------------ ---------------------- 4,771,890.8900 0.00 SMOKY SUB-COHORT 69X4420 6920SMOKY 09/30/2030 02005 4.899999600 6,373,403.3400 0.00 09/30/2011 ------------------------ ---------------------- 6,373,403.3400 0.00 TEXAS SUB-COHORT 69X4420 6920TEXAS 09/30/2030 02005 4.410000000 42,148,458.3300 0.00 09/30/2011 ------------------------ ---------------------- 42,148,458.3300 0.00 WLE SUB-COHORT 69X4420 6920WLE 09/30/2029 02004 4.690000800 22,419,731.0400 0.00 09/30/2011 69X4420 6920WLE 09/30/2031 02006 4.929998400 90,000.0000 0.00 09/30/2011 69X4420 6920WLE 09/30/2032 02006 4.929998400 12,904,917.3700 0.00 09/30/2011 ------------------------ ---------------------- 35,414,648.4100 0.00 NAND1 SUB-COHORT 69X4420 6920NAND1 09/30/2018 02007 5.029999200 391,063.3700 0.00 09/30/2011 ------------------------ ---------------------- 391,063.3700 0.00 NAND2 SUB-COHORT 69X4420 6920NAND2 09/30/2033 02007 4.150000800 3,792,594.9300 0.00 09/30/2011 ------------------------ ---------------------- 3,792,594.9300 0.00 GEOFL SUB-COHORT 69X4420 6920GEOFL 09/30/2034 02009 4.849999200 2,719,692.2900 0.00 09/30/2011 ------------------------ ---------------------- 2,719,692.2900 0.00 IONR SUB-COHORT 69X4420 6920IONR 09/30/2032 02007 5.240001600 24,734,294.7100 0.00 09/30/2011 ------------------------ ---------------------- 24,734,294.7100 0.00 RJCORM SUB-COHORT 69X4420 6920RJCOR 09/30/2017 02006 4.960000800 7,369,144.4800 0.00 09/30/2011 69X4420 6920RJCOR 09/30/2032 02006 4.960000800 24,381,826.0000 0.00 09/30/2011 ------------------------ ---------------------- 31,750,970.4800 0.00 GLAKE SUB-COHORT 69X4420 6920GLAKE 09/30/2045 02010 2.800000800 14,686,141.0800 0.00 09/30/2011 ------------------------ ---------------------- 14,686,141.0800 0.00 DENUS SUB-COHORT 69X4420 6920DENUS 09/30/2040 02010 3.020000400 25,714,953.2700 0.00 09/30/2011 ------------------------ ---------------------- 25,714,953.2700 0.00 C&J SUBCOHORT 69X4420 6920C&J 09/30/2016 02011 2.700000000 50,766.3200 0.00 09/30/2011 ------------------------ ---------------------- 50,766.3200 0.00 ======================== ====================== 508,732,204.1400 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 69X4420 INTADJUST 09/30/2011 INT + 0.0000 598,707.56 476865 ------------------------ ---------------------- 0.0000 598,707.56 ======================== ====================== 0.0000 598,707.56