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 122,783.67 01/31/2012 69X4420 6920AMTRA 09/30/2036 02011 4.340599200 105,123,201.7600 1,520,992.28 01/31/2012 ------------------------ ---------------------- 112,640,570.0100 1,643,775.95 MOUNTH SUB-COHORT 69X4420 6920MOUNT 09/30/2027 02002 4.970001600 1,639,386.8200 27,159.18 01/31/2012 ------------------------ ---------------------- 1,639,386.8200 27,159.18 PERM SUB-COHORT 69X4420 6920PERM 09/30/2044 02009 4.860000000 56,769,172.1700 919,660.59 01/31/2012 ------------------------ ---------------------- 56,769,172.1700 919,660.59 CBASN SUB-COHORT 69X4420 6920CBASN 09/30/2033 02007 4.140000000 2,920,150.0100 40,298.07 01/31/2012 ------------------------ ---------------------- 2,920,150.0100 40,298.07 NVA SUB-COHORT 69X4420 6920NVA 09/30/2033 02006 4.929998400 70,038,359.5800 1,150,963.34 01/31/2012 ------------------------ ---------------------- 70,038,359.5800 1,150,963.34 AANDM SUB-COHORT 69X4420 6920AANDM 09/30/2028 02003 4.359999600 9,514,874.5500 138,282.83 01/31/2012 ------------------------ ---------------------- 9,514,874.5500 138,282.83 DME-2 SUB-COHORT 69X4420 6920DME2 09/30/2032 02007 5.270000400 11.2700 0.20 01/31/2012 ------------------------ ---------------------- 11.2700 0.20 NANDW SUB-COHORT 69X4420 6920NANDW 09/30/2023 02003 4.039999200 1,705,747.0800 22,970.72 01/31/2012 ------------------------ ---------------------- 1,705,747.0800 22,970.72 DME SUB-COHORT 69X4420 6920DME 09/30/2029 02004 4.629999600 4,581,587.0000 70,709.15 01/31/2012 ------------------------ ---------------------- 4,581,587.0000 70,709.15 STILL SUB-COHORT 69X4420 6920STILL 09/30/2029 02004 4.560001200 3,872,863.3600 58,867.54 01/31/2012 ------------------------ ---------------------- 3,872,863.3600 58,867.54 GWRW SUB-COHORT 69X4420 6920GWRW 09/30/2033 02007 5.249998800 1,175,224.1300 20,566.42 01/31/2012 ------------------------ ---------------------- 1,175,224.1300 20,566.42 IOWA SUB-COHORT 69X4420 6920IOWA 09/30/2030 02005 4.449999600 27,618,824.3500 409,679.19 01/31/2012 69X4420 6920IOWA 09/30/2031 02006 4.860000000 7,999,537.8100 129,592.51 01/31/2012 69X4420 6920IOWA 09/30/2034 02009 3.399998400 27,976,268.0100 317,064.22 01/31/2012 ------------------------ ---------------------- 63,594,630.1700 856,335.92 MM&A SUB-COHORT 69X4420 6920MMA 09/30/2030 02005 4.479998400 27,807,058.6000 415,251.93 01/31/2012 ------------------------ ---------------------- 27,807,058.6000 415,251.93 RIVER SUB-COHORT 69X4420 6920RIVER 09/30/2029 02005 5.000000400 4,771,890.8900 79,531.52 01/31/2012 ------------------------ ---------------------- 4,771,890.8900 79,531.52 SMOKY SUB-COHORT 69X4420 6920SMOKY 09/30/2030 02005 4.899999600 6,373,403.3400 104,098.91 01/31/2012 ------------------------ ---------------------- 6,373,403.3400 104,098.91 TEXAS SUB-COHORT 69X4420 6920TEXAS 09/30/2030 02005 4.410000000 42,148,458.3300 619,582.34 01/31/2012 ------------------------ ---------------------- 42,148,458.3300 619,582.34 WLE SUB-COHORT 69X4420 6920WLE 09/30/2029 02004 4.690000800 22,419,731.0400 350,495.19 01/31/2012 69X4420 6920WLE 09/30/2031 02006 4.929998400 90,000.0000 1,479.00 01/31/2012 69X4420 6920WLE 09/30/2032 02006 4.929998400 12,904,917.3700 212,070.74 01/31/2012 ------------------------ ---------------------- 35,414,648.4100 564,044.93 NAND1 SUB-COHORT 69X4420 6920NAND1 09/30/2018 02007 5.029999200 391,063.3700 6,556.83 01/31/2012 ------------------------ ---------------------- 391,063.3700 6,556.83 NAND2 SUB-COHORT 69X4420 6920NAND2 09/30/2033 02007 4.150000800 3,792,594.9300 52,464.24 01/31/2012 ------------------------ ---------------------- 3,792,594.9300 52,464.24 GEOFL SUB-COHORT 69X4420 6920GEOFL 09/30/2034 02009 4.849999200 2,719,692.2900 43,968.35 01/31/2012 ------------------------ ---------------------- 2,719,692.2900 43,968.35 IONR SUB-COHORT 69X4420 6920IONR 09/30/2032 02007 5.240001600 24,734,294.7100 432,025.81 01/31/2012 ------------------------ ---------------------- 24,734,294.7100 432,025.81 RJCORM SUB-COHORT 69X4420 6920RJCOR 09/30/2017 02006 4.960000800 7,369,144.4800 121,836.54 01/31/2012 69X4420 6920RJCOR 09/30/2032 02006 4.960000800 24,381,826.0000 403,112.92 01/31/2012 ------------------------ ---------------------- 31,750,970.4800 524,949.46 GLAKE SUB-COHORT 69X4420 6920GLAKE 09/30/2045 02010 2.800000800 14,933,114.8400 139,375.78 01/31/2012 ------------------------ ---------------------- 14,933,114.8400 139,375.78 DENUS SUB-COHORT 69X4420 6920DENUS 09/30/2040 02010 3.020000400 40,981,241.1500 412,544.55 01/31/2012 ------------------------ ---------------------- 40,981,241.1500 412,544.55 C&J SUBCOHORT 69X4420 6920C&J 09/30/2016 02011 2.700000000 50,766.3200 456.90 01/31/2012 ------------------------ ---------------------- 50,766.3200 456.90 NCRA SUB-COHORT 69X4420 6920NCRA 09/30/2036 02011 3.319999200 3,048,030.0000 33,731.52 01/31/2012 ------------------------ ---------------------- 3,048,030.0000 33,731.52 ======================== ====================== 567,369,803.8100 8,378,172.98 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00