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 92,087.75 12/31/2011 69X4420 6920AMTRA 09/30/2036 02011 4.340599200 105,123,201.7600 1,140,744.21 12/31/2011 ------------------------ ---------------------- 112,640,570.0100 1,232,831.96 MOUNTH SUB-COHORT 69X4420 6920MOUNT 09/30/2027 02002 4.970001600 1,639,386.8200 20,369.39 12/31/2011 ------------------------ ---------------------- 1,639,386.8200 20,369.39 PERM SUB-COHORT 69X4420 6920PERM 09/30/2044 02009 4.860000000 56,769,172.1700 689,745.44 12/31/2011 ------------------------ ---------------------- 56,769,172.1700 689,745.44 CBASN SUB-COHORT 69X4420 6920CBASN 09/30/2033 02007 4.140000000 2,920,150.0100 30,223.55 12/31/2011 ------------------------ ---------------------- 2,920,150.0100 30,223.55 NVA SUB-COHORT 69X4420 6920NVA 09/30/2033 02006 4.929998400 70,038,359.5800 863,222.50 12/31/2011 ------------------------ ---------------------- 70,038,359.5800 863,222.50 AANDM SUB-COHORT 69X4420 6920AANDM 09/30/2028 02003 4.359999600 9,514,874.5500 103,712.12 12/31/2011 ------------------------ ---------------------- 9,514,874.5500 103,712.12 DME-2 SUB-COHORT 69X4420 6920DME-2 09/30/2032 02007 5.270000400 11.2700 0.15 12/31/2011 ------------------------ ---------------------- 11.2700 0.15 NANDW SUB-COHORT 69X4420 6920NANDW 09/30/2023 02003 4.039999200 1,705,747.0800 17,228.04 12/31/2011 ------------------------ ---------------------- 1,705,747.0800 17,228.04 DME SUB-COHORT 69X4420 6920DME 09/30/2029 02004 4.629999600 4,581,587.0000 53,031.86 12/31/2011 ------------------------ ---------------------- 4,581,587.0000 53,031.86 STILL SUB-COHORT 69X4420 6920STILL 09/30/2029 02004 4.560001200 3,872,863.3600 44,150.65 12/31/2011 ------------------------ ---------------------- 3,872,863.3600 44,150.65 GWRW SUB-COHORT 69X4420 6920GWRW 09/30/2033 02007 5.249998800 1,175,224.1300 15,424.81 12/31/2011 ------------------------ ---------------------- 1,175,224.1300 15,424.81 IOWA SUB-COHORT 69X4420 6920IOWA 09/30/2030 02005 4.449999600 27,618,824.3500 307,259.39 12/31/2011 69X4420 6920IOWA 09/30/2031 02006 4.860000000 7,999,537.8100 97,194.38 12/31/2011 69X4420 6920IOWA 09/30/2034 02009 3.399998400 27,976,268.0100 237,798.17 12/31/2011 ------------------------ ---------------------- 63,594,630.1700 642,251.94 MM&A SUB-COHORT 69X4420 6920MMA 09/30/2030 02005 4.479998400 27,807,058.6000 311,438.95 12/31/2011 ------------------------ ---------------------- 27,807,058.6000 311,438.95 RIVER SUB-COHORT 69X4420 6920RIVER 09/30/2029 02005 5.000000400 4,771,890.8900 59,648.64 12/31/2011 ------------------------ ---------------------- 4,771,890.8900 59,648.64 SMOKY SUB-COHORT 69X4420 6920SMOKY 09/30/2030 02005 4.899999600 6,373,403.3400 78,074.18 12/31/2011 ------------------------ ---------------------- 6,373,403.3400 78,074.18 TEXAS SUB-COHORT 69X4420 6920TEXAS 09/30/2030 02005 4.410000000 42,148,458.3300 464,686.75 12/31/2011 ------------------------ ---------------------- 42,148,458.3300 464,686.75 WLE SUB-COHORT 69X4420 6920WLE 09/30/2029 02004 4.690000800 22,419,731.0400 262,871.39 12/31/2011 69X4420 6920WLE 09/30/2031 02006 4.929998400 90,000.0000 1,109.25 12/31/2011 69X4420 6920WLE 09/30/2032 02006 4.929998400 12,904,917.3700 159,053.05 12/31/2011 ------------------------ ---------------------- 35,414,648.4100 423,033.69 NAND1 SUB-COHORT 69X4420 6920NAND1 09/30/2018 02007 5.029999200 391,063.3700 4,917.62 12/31/2011 ------------------------ ---------------------- 391,063.3700 4,917.62 NAND2 SUB-COHORT 69X4420 6920NAND2 09/30/2033 02007 4.150000800 3,792,594.9300 39,348.18 12/31/2011 ------------------------ ---------------------- 3,792,594.9300 39,348.18 GEOFL SUB-COHORT 69X4420 6920GEOFL 09/30/2034 02009 4.849999200 2,719,692.2900 32,976.26 12/31/2011 ------------------------ ---------------------- 2,719,692.2900 32,976.26 IONR SUB-COHORT 69X4420 6920IONR 09/30/2032 02007 5.240001600 24,734,294.7100 324,019.36 12/31/2011 ------------------------ ---------------------- 24,734,294.7100 324,019.36 RJCORM SUB-COHORT 69X4420 6920RJCOR 09/30/2017 02006 4.960000800 7,369,144.4800 91,377.41 12/31/2011 69X4420 6920RJCOR 09/30/2032 02006 4.960000800 24,381,826.0000 302,334.69 12/31/2011 ------------------------ ---------------------- 31,750,970.4800 393,712.10 GLAKE SUB-COHORT 69X4420 6920GLAKE 09/30/2045 02010 2.800000800 14,933,114.8400 104,531.83 12/31/2011 ------------------------ ---------------------- 14,933,114.8400 104,531.83 DENUS SUB-COHORT 69X4420 6920DENUS 09/30/2040 02010 3.020000400 37,476,233.6400 282,945.60 12/31/2011 ------------------------ ---------------------- 37,476,233.6400 282,945.60 C&J SUBCOHORT 69X4420 6920C&J 09/30/2016 02011 2.700000000 50,766.3200 342.67 12/31/2011 ------------------------ ---------------------- 50,766.3200 342.67 NCRA SUB-COHORT 69X4420 6920NCRA 09/30/2036 02011 3.319999200 3,048,030.0000 25,298.64 12/31/2011 ------------------------ ---------------------- 3,048,030.0000 25,298.64 ======================== ====================== 563,864,796.3000 6,257,166.88 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00