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 153,479.59 02/29/2012 69X4420 6920AMTRA 09/30/2036 02011 4.340599200 113,472,432.6000 2,052,243.13 02/29/2012 ------------------------ ---------------------- 120,989,800.8500 2,205,722.72 MOUNTH SUB-COHORT 69X4420 6920MOUNT 09/30/2027 02002 4.970001600 1,639,386.8200 33,948.98 02/29/2012 ------------------------ ---------------------- 1,639,386.8200 33,948.98 PERM SUB-COHORT 69X4420 6920PERM 09/30/2044 02009 4.860000000 56,769,172.1700 1,149,575.74 02/29/2012 ------------------------ ---------------------- 56,769,172.1700 1,149,575.74 CBASN SUB-COHORT 69X4420 6920CBASN 09/30/2033 02007 4.140000000 2,920,150.0100 50,372.59 02/29/2012 ------------------------ ---------------------- 2,920,150.0100 50,372.59 NVA SUB-COHORT 69X4420 6920NVA 09/30/2033 02006 4.929998400 70,038,359.5800 1,438,704.17 02/29/2012 ------------------------ ---------------------- 70,038,359.5800 1,438,704.17 AANDM SUB-COHORT 69X4420 6920AANDM 09/30/2028 02003 4.359999600 9,514,874.5500 172,853.54 02/29/2012 ------------------------ ---------------------- 9,514,874.5500 172,853.54 DME-2 SUB-COHORT 69X4420 6920DME2 09/30/2032 02007 5.270000400 11.2700 0.25 02/29/2012 ------------------------ ---------------------- 11.2700 0.25 NANDW SUB-COHORT 69X4420 6920NANDW 09/30/2023 02003 4.039999200 1,705,747.0800 28,713.40 02/29/2012 ------------------------ ---------------------- 1,705,747.0800 28,713.40 DME SUB-COHORT 69X4420 6920DME 09/30/2029 02004 4.629999600 4,581,587.0000 88,386.44 02/29/2012 ------------------------ ---------------------- 4,581,587.0000 88,386.44 STILL SUB-COHORT 69X4420 6920STILL 09/30/2029 02004 4.560001200 3,872,863.3600 73,584.42 02/29/2012 ------------------------ ---------------------- 3,872,863.3600 73,584.42 GWRW SUB-COHORT 69X4420 6920GWRW 09/30/2033 02007 5.249998800 1,175,224.1300 25,708.02 02/29/2012 ------------------------ ---------------------- 1,175,224.1300 25,708.02 IOWA SUB-COHORT 69X4420 6920IOWA 09/30/2030 02005 4.449999600 27,618,824.3500 512,098.99 02/29/2012 69X4420 6920IOWA 09/30/2031 02006 4.860000000 7,999,537.8100 161,990.64 02/29/2012 69X4420 6920IOWA 09/30/2034 02009 3.399998400 27,976,268.0100 396,330.28 02/29/2012 ------------------------ ---------------------- 63,594,630.1700 1,070,419.91 MM&A SUB-COHORT 69X4420 6920MMA 09/30/2030 02005 4.479998400 27,807,058.6000 519,064.91 02/29/2012 ------------------------ ---------------------- 27,807,058.6000 519,064.91 RIVER SUB-COHORT 69X4420 6920RIVER 09/30/2029 02005 5.000000400 4,771,890.8900 99,414.40 02/29/2012 ------------------------ ---------------------- 4,771,890.8900 99,414.40 SMOKY SUB-COHORT 69X4420 6920SMOKY 09/30/2030 02005 4.899999600 6,373,403.3400 130,123.64 02/29/2012 ------------------------ ---------------------- 6,373,403.3400 130,123.64 TEXAS SUB-COHORT 69X4420 6920TEXAS 09/30/2030 02005 4.410000000 42,148,458.3300 774,477.92 02/29/2012 ------------------------ ---------------------- 42,148,458.3300 774,477.92 WLE SUB-COHORT 69X4420 6920WLE 09/30/2029 02004 4.690000800 22,419,731.0400 438,118.99 02/29/2012 69X4420 6920WLE 09/30/2031 02006 4.929998400 90,000.0000 1,848.75 02/29/2012 69X4420 6920WLE 09/30/2032 02006 4.929998400 12,904,917.3700 265,088.42 02/29/2012 ------------------------ ---------------------- 35,414,648.4100 705,056.16 NAND1 SUB-COHORT 69X4420 6920NAND1 09/30/2018 02007 5.029999200 391,063.3700 8,196.04 02/29/2012 ------------------------ ---------------------- 391,063.3700 8,196.04 NAND2 SUB-COHORT 69X4420 6920NAND2 09/30/2033 02007 4.150000800 3,792,594.9300 65,580.30 02/29/2012 ------------------------ ---------------------- 3,792,594.9300 65,580.30 GEOFL SUB-COHORT 69X4420 6920GEOFL 09/30/2034 02009 4.849999200 2,719,692.2900 54,960.44 02/29/2012 ------------------------ ---------------------- 2,719,692.2900 54,960.44 IONR SUB-COHORT 69X4420 6920IONR 09/30/2032 02007 5.240001600 24,734,294.7100 540,032.27 02/29/2012 ------------------------ ---------------------- 24,734,294.7100 540,032.27 RJCORM SUB-COHORT 69X4420 6920RJCOR 09/30/2017 02006 4.960000800 7,369,144.4800 152,295.68 02/29/2012 69X4420 6920RJCOR 09/30/2032 02006 4.960000800 24,381,826.0000 503,891.15 02/29/2012 ------------------------ ---------------------- 31,750,970.4800 656,186.83 GLAKE SUB-COHORT 69X4420 6920GLAKE 09/30/2045 02010 2.800000800 14,933,114.8400 174,219.72 02/29/2012 ------------------------ ---------------------- 14,933,114.8400 174,219.72 DENUS SUB-COHORT 69X4420 6920DENUS 09/30/2040 02010 3.020000400 40,981,241.1500 515,680.69 02/29/2012 ------------------------ ---------------------- 40,981,241.1500 515,680.69 C&J SUBCOHORT 69X4420 6920C&J 09/30/2016 02011 2.700000000 50,766.3200 571.12 02/29/2012 ------------------------ ---------------------- 50,766.3200 571.12 NCRA SUB-COHORT 69X4420 6920NCRA 09/30/2036 02011 3.319999200 3,048,030.0000 42,164.40 02/29/2012 ------------------------ ---------------------- 3,048,030.0000 42,164.40 0347 69X4420 6920KCSR 09/30/2027 02012 3.525001200 54,648,000.0000 802,642.77 02/29/2012 ------------------------ ---------------------- 54,648,000.0000 802,642.77 ======================== ====================== 630,367,034.6500 11,426,361.79 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00