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 184,175.51 03/31/2012 69X4420 6920AMTRA 09/30/2036 02011 4.340599200 113,472,432.6000 2,462,691.75 03/31/2012 ------------------------ ---------------------- 120,989,800.8500 2,646,867.26 MOUNTH SUB-COHORT 69X4420 6920MOUNT 09/30/2027 02002 4.970001600 1,639,386.8200 40,738.78 03/31/2012 ------------------------ ---------------------- 1,639,386.8200 40,738.78 PERM SUB-COHORT 69X4420 6920PERM 09/30/2044 02009 4.860000000 56,769,172.1700 1,379,490.88 03/31/2012 ------------------------ ---------------------- 56,769,172.1700 1,379,490.88 CBASN SUB-COHORT 69X4420 6920CBASN 09/30/2033 02007 4.140000000 2,920,150.0100 60,447.11 03/31/2012 ------------------------ ---------------------- 2,920,150.0100 60,447.11 NVA SUB-COHORT 69X4420 6920NVA 09/30/2033 02006 4.929998400 70,038,359.5800 1,726,445.00 03/31/2012 ------------------------ ---------------------- 70,038,359.5800 1,726,445.00 AANDM SUB-COHORT 69X4420 6920AANDM 09/30/2028 02003 4.359999600 9,514,874.5500 207,424.25 03/31/2012 ------------------------ ---------------------- 9,514,874.5500 207,424.25 DME-2 SUB-COHORT 69X4420 6920DME2 09/30/2032 02007 5.270000400 11.2700 0.30 03/31/2012 ------------------------ ---------------------- 11.2700 0.30 NANDW SUB-COHORT 69X4420 6920NANDW 09/30/2023 02003 4.039999200 1,705,747.0800 34,456.08 03/31/2012 ------------------------ ---------------------- 1,705,747.0800 34,456.08 DME SUB-COHORT 69X4420 6920DME 09/30/2029 02004 4.629999600 4,581,587.0000 106,063.73 03/31/2012 ------------------------ ---------------------- 4,581,587.0000 106,063.73 STILL SUB-COHORT 69X4420 6920STILL 09/30/2029 02004 4.560001200 3,872,863.3600 88,301.31 03/31/2012 ------------------------ ---------------------- 3,872,863.3600 88,301.31 GWRW SUB-COHORT 69X4420 6920GWRW 09/30/2033 02007 5.249998800 1,175,224.1300 30,849.63 03/31/2012 ------------------------ ---------------------- 1,175,224.1300 30,849.63 IOWA SUB-COHORT 69X4420 6920IOWA 09/30/2030 02005 4.449999600 27,618,824.3500 614,518.79 03/31/2012 69X4420 6920IOWA 09/30/2031 02006 4.860000000 7,999,537.8100 194,388.77 03/31/2012 69X4420 6920IOWA 09/30/2034 02009 3.399998400 27,976,268.0100 475,596.33 03/31/2012 ------------------------ ---------------------- 63,594,630.1700 1,284,503.89 MM&A SUB-COHORT 69X4420 6920MMA 09/30/2030 02005 4.479998400 27,807,058.6000 622,877.89 03/31/2012 ------------------------ ---------------------- 27,807,058.6000 622,877.89 RIVER SUB-COHORT 69X4420 6920RIVER 09/30/2029 02005 5.000000400 4,771,890.8900 119,297.28 03/31/2012 ------------------------ ---------------------- 4,771,890.8900 119,297.28 SMOKY SUB-COHORT 69X4420 6920SMOKY 09/30/2030 02005 4.899999600 6,556,207.3400 160,627.07 03/31/2012 ------------------------ ---------------------- 6,556,207.3400 160,627.07 TEXAS SUB-COHORT 69X4420 6920TEXAS 09/30/2030 02005 4.410000000 42,148,458.3300 929,373.51 03/31/2012 ------------------------ ---------------------- 42,148,458.3300 929,373.51 WLE SUB-COHORT 69X4420 6920WLE 09/30/2029 02004 4.690000800 22,419,731.0400 525,742.78 03/31/2012 69X4420 6920WLE 09/30/2031 02006 4.929998400 90,000.0000 2,218.50 03/31/2012 69X4420 6920WLE 09/30/2032 02006 4.929998400 12,904,917.3700 318,106.11 03/31/2012 ------------------------ ---------------------- 35,414,648.4100 846,067.39 NAND1 SUB-COHORT 69X4420 6920NAND1 09/30/2018 02007 5.029999200 391,063.3700 9,835.24 03/31/2012 ------------------------ ---------------------- 391,063.3700 9,835.24 NAND2 SUB-COHORT 69X4420 6920NAND2 09/30/2033 02007 4.150000800 3,792,594.9300 78,696.36 03/31/2012 ------------------------ ---------------------- 3,792,594.9300 78,696.36 GEOFL SUB-COHORT 69X4420 6920GEOFL 09/30/2034 02009 4.849999200 2,719,692.2900 65,952.53 03/31/2012 ------------------------ ---------------------- 2,719,692.2900 65,952.53 IONR SUB-COHORT 69X4420 6920IONR 09/30/2032 02007 5.240001600 24,734,294.7100 648,038.72 03/31/2012 ------------------------ ---------------------- 24,734,294.7100 648,038.72 RJCORM SUB-COHORT 69X4420 6920RJCOR 09/30/2017 02006 4.960000800 7,369,144.4800 182,754.81 03/31/2012 69X4420 6920RJCOR 09/30/2032 02006 4.960000800 24,381,826.0000 604,669.38 03/31/2012 ------------------------ ---------------------- 31,750,970.4800 787,424.19 GLAKE SUB-COHORT 69X4420 6920GLAKE 09/30/2045 02010 2.800000800 14,933,114.8400 209,063.67 03/31/2012 ------------------------ ---------------------- 14,933,114.8400 209,063.67 DENUS SUB-COHORT 69X4420 6920DENUS 09/30/2040 02010 3.020000400 46,666,982.2400 704,671.53 03/31/2012 ------------------------ ---------------------- 46,666,982.2400 704,671.53 C&J SUBCOHORT 69X4420 6920C&J 09/30/2016 02011 2.700000000 50,766.3200 685.35 03/31/2012 ------------------------ ---------------------- 50,766.3200 685.35 NCRA SUB-COHORT 69X4420 6920NCRA 09/30/2036 02011 3.319999200 3,048,030.0000 50,597.29 03/31/2012 ------------------------ ---------------------- 3,048,030.0000 50,597.29 0347 69X4420 6920KCSR 09/30/2027 02012 3.525001200 54,648,000.0000 963,171.33 03/31/2012 ------------------------ ---------------------- 54,648,000.0000 963,171.33 ======================== ====================== 636,235,579.7400 13,801,967.57 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00