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 30,695.92 10/31/2011 69X4420 6920AMTRA 09/30/2036 02011 4.340599200 87,311,509.3000 315,820.22 10/31/2011 ------------------------ ---------------------- 94,828,877.5500 346,516.14 MOUNTH SUB-COHORT 69X4420 6920MOUNT 09/30/2027 02002 4.970001600 1,639,386.8200 6,789.80 10/31/2011 ------------------------ ---------------------- 1,639,386.8200 6,789.80 PERM SUB-COHORT 69X4420 6920PERM 09/30/2044 02009 4.860000000 56,769,172.1700 229,915.15 10/31/2011 ------------------------ ---------------------- 56,769,172.1700 229,915.15 CBASN SUB-COHORT 69X4420 6920CBASN 09/30/2033 02007 4.140000000 2,920,150.0100 10,074.52 10/31/2011 ------------------------ ---------------------- 2,920,150.0100 10,074.52 NVA SUB-COHORT 69X4420 6920NVA 09/30/2033 02006 4.929998400 70,038,359.5800 287,740.83 10/31/2011 ------------------------ ---------------------- 70,038,359.5800 287,740.83 AANDM SUB-COHORT 69X4420 6920AANDM 09/30/2028 02003 4.359999600 9,514,874.5500 34,570.71 10/31/2011 ------------------------ ---------------------- 9,514,874.5500 34,570.71 DME-2 SUB-COHORT 69X4420 6920DME-2 09/30/2032 02007 5.270000400 11.2700 0.05 10/31/2011 ------------------------ ---------------------- 11.2700 0.05 NANDW SUB-COHORT 69X4420 6920NANDW 09/30/2023 02003 4.039999200 1,705,747.0800 5,742.68 10/31/2011 ------------------------ ---------------------- 1,705,747.0800 5,742.68 DME SUB-COHORT 69X4420 6920DME 09/30/2029 02004 4.629999600 4,581,587.0000 17,677.29 10/31/2011 ------------------------ ---------------------- 4,581,587.0000 17,677.29 STILL SUB-COHORT 69X4420 6920STILL 09/30/2029 02004 4.560001200 3,872,863.3600 14,716.88 10/31/2011 ------------------------ ---------------------- 3,872,863.3600 14,716.88 GWRW SUB-COHORT 69X4420 6920GWRW 09/30/2033 02007 5.249998800 1,175,224.1300 5,141.60 10/31/2011 ------------------------ ---------------------- 1,175,224.1300 5,141.60 IOWA SUB-COHORT 69X4420 6920IOWA 09/30/2030 02005 4.449999600 27,618,824.3500 102,419.80 10/31/2011 69X4420 6920IOWA 09/30/2031 02006 4.860000000 7,999,537.8100 32,398.13 10/31/2011 69X4420 6920IOWA 09/30/2034 02009 3.399998400 27,976,268.0100 79,266.06 10/31/2011 ------------------------ ---------------------- 63,594,630.1700 214,083.99 MM&A SUB-COHORT 69X4420 6920MMA 09/30/2030 02005 4.479998400 27,807,058.6000 103,812.98 10/31/2011 ------------------------ ---------------------- 27,807,058.6000 103,812.98 RIVER SUB-COHORT 69X4420 6920RIVER 09/30/2029 02005 5.000000400 4,771,890.8900 19,882.88 10/31/2011 ------------------------ ---------------------- 4,771,890.8900 19,882.88 SMOKY SUB-COHORT 69X4420 6920SMOKY 09/30/2030 02005 4.899999600 6,373,403.3400 26,024.73 10/31/2011 ------------------------ ---------------------- 6,373,403.3400 26,024.73 TEXAS SUB-COHORT 69X4420 6920TEXAS 09/30/2030 02005 4.410000000 42,148,458.3300 154,895.58 10/31/2011 ------------------------ ---------------------- 42,148,458.3300 154,895.58 WLE SUB-COHORT 69X4420 6920WLE 09/30/2029 02004 4.690000800 22,419,731.0400 87,623.80 10/31/2011 69X4420 6920WLE 09/30/2031 02006 4.929998400 90,000.0000 369.75 10/31/2011 69X4420 6920WLE 09/30/2032 02006 4.929998400 12,904,917.3700 53,017.68 10/31/2011 ------------------------ ---------------------- 35,414,648.4100 141,011.23 NAND1 SUB-COHORT 69X4420 6920NAND1 09/30/2018 02007 5.029999200 391,063.3700 1,639.21 10/31/2011 ------------------------ ---------------------- 391,063.3700 1,639.21 NAND2 SUB-COHORT 69X4420 6920NAND2 09/30/2033 02007 4.150000800 3,792,594.9300 13,116.06 10/31/2011 ------------------------ ---------------------- 3,792,594.9300 13,116.06 GEOFL SUB-COHORT 69X4420 6920GEOFL 09/30/2034 02009 4.849999200 2,719,692.2900 10,992.09 10/31/2011 ------------------------ ---------------------- 2,719,692.2900 10,992.09 IONR SUB-COHORT 69X4420 6920IONR 09/30/2032 02007 5.240001600 24,734,294.7100 108,006.45 10/31/2011 ------------------------ ---------------------- 24,734,294.7100 108,006.45 RJCORM SUB-COHORT 69X4420 6920RJCOR 09/30/2017 02006 4.960000800 7,369,144.4800 30,459.14 10/31/2011 69X4420 6920RJCOR 09/30/2032 02006 4.960000800 24,381,826.0000 100,778.23 10/31/2011 ------------------------ ---------------------- 31,750,970.4800 131,237.37 GLAKE SUB-COHORT 69X4420 6920GLAKE 09/30/2045 02010 2.800000800 14,933,114.8400 34,843.94 10/31/2011 ------------------------ ---------------------- 14,933,114.8400 34,843.94 DENUS SUB-COHORT 69X4420 6920DENUS 09/30/2040 02010 3.020000400 28,689,055.0500 72,200.80 10/31/2011 ------------------------ ---------------------- 28,689,055.0500 72,200.80 C&J SUBCOHORT 69X4420 6920C&J 09/30/2016 02011 2.700000000 50,766.3200 114.22 10/31/2011 ------------------------ ---------------------- 50,766.3200 114.22 ======================== ====================== 534,217,895.2500 1,990,747.18 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00