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 2,424,426.6200 89,097.67 06/30/2011 ------------------------ ---------------------- 2,424,426.6200 89,097.67 MOUNTH SUB-COHORT 69X4420 6920MOUNT 09/30/2027 02002 4.970001600 1,721,009.0300 64,150.63 06/30/2011 ------------------------ ---------------------- 1,721,009.0300 64,150.63 PERM SUB-COHORT 69X4420 6920PERM 09/30/2044 02009 4.860000000 64,381,755.3000 2,346,714.98 06/30/2011 ------------------------ ---------------------- 64,381,755.3000 2,346,714.98 CBASN SUB-COHORT 69X4420 6920CBASN 09/30/2033 02007 4.140000000 2,991,646.0200 92,890.61 06/30/2011 ------------------------ ---------------------- 2,991,646.0200 92,890.61 NVA SUB-COHORT 69X4420 6920NVA 09/30/2033 02006 4.929998400 64,136,537.1400 2,371,447.69 06/30/2011 ------------------------ ---------------------- 64,136,537.1400 2,371,447.69 AANDM SUB-COHORT 69X4420 6920AANDM 09/30/2028 02003 4.359999600 9,968,902.0300 325,983.07 06/30/2011 ------------------------ ---------------------- 9,968,902.0300 325,983.07 DME-2 SUB-COHORT 69X4420 6920DME-2 09/30/2032 02007 5.270000400 3,229.3000 127.64 06/30/2011 ------------------------ ---------------------- 3,229.3000 127.64 NANDW SUB-COHORT 69X4420 6920NANDW 09/30/2023 02003 4.039999200 1,848,829.9200 56,019.54 06/30/2011 ------------------------ ---------------------- 1,848,829.9200 56,019.54 DME SUB-COHORT 69X4420 6920DME 09/30/2029 02004 4.629999600 258,580.9900 8,979.22 06/30/2011 ------------------------ ---------------------- 258,580.9900 8,979.22 STILL SUB-COHORT 69X4420 6920STILL 09/30/2029 02004 4.560001200 4,037,213.7800 138,072.75 06/30/2011 ------------------------ ---------------------- 4,037,213.7800 138,072.75 GWRW SUB-COHORT 69X4420 6920GWRW 09/30/2033 02007 5.249998800 1,209,661.7600 47,630.42 06/30/2011 ------------------------ ---------------------- 1,209,661.7600 47,630.42 IOWA SUB-COHORT 69X4420 6920IOWA 09/30/2030 02005 4.449999600 31,163,194.3400 1,040,071.52 06/30/2011 69X4420 6920IOWA 09/30/2031 02006 4.860000000 8,167,786.9400 297,715.83 06/30/2011 69X4420 6920IOWA 09/30/2034 02009 3.399998400 25,436,613.5700 648,633.34 06/30/2011 ------------------------ ---------------------- 64,767,594.8500 1,986,420.69 MM&A SUB-COHORT 69X4420 6920MMA 09/30/2030 02005 4.479998400 32,431,461.5300 1,089,696.72 06/30/2011 ------------------------ ---------------------- 32,431,461.5300 1,089,696.72 RIVER SUB-COHORT 69X4420 6920RIVER 09/30/2029 02005 5.000000400 5,069,906.1000 190,121.49 06/30/2011 ------------------------ ---------------------- 5,069,906.1000 190,121.49 SMOKY SUB-COHORT 69X4420 6920SMOKY 09/30/2030 02005 4.899999600 6,289,897.6500 231,153.72 06/30/2011 ------------------------ ---------------------- 6,289,897.6500 231,153.72 TEXAS SUB-COHORT 69X4420 6920TEXAS 09/30/2030 02005 4.410000000 43,568,599.3900 1,441,031.42 06/30/2011 ------------------------ ---------------------- 43,568,599.3900 1,441,031.42 WLE SUB-COHORT 69X4420 6920WLE 09/30/2029 02004 4.690000800 23,186,691.7300 815,592.02 06/30/2011 69X4420 6920WLE 09/30/2031 02006 4.929998400 90,000.0000 3,327.75 06/30/2011 69X4420 6920WLE 09/30/2032 02006 4.929998400 13,123,983.1800 485,259.12 06/30/2011 ------------------------ ---------------------- 36,400,674.9100 1,304,178.89 NAND1 SUB-COHORT 69X4420 6920NAND1 09/30/2018 02007 5.029999200 441,877.8300 16,669.84 06/30/2011 ------------------------ ---------------------- 441,877.8300 16,669.84 NAND2 SUB-COHORT 69X4420 6920NAND2 09/30/2033 02007 4.150000800 2,998,523.8600 93,329.07 06/30/2011 ------------------------ ---------------------- 2,998,523.8600 93,329.07 GEOFL SUB-COHORT 69X4420 6920GEOFL 09/30/2034 02009 4.849999200 2,770,906.0400 100,791.69 06/30/2011 ------------------------ ---------------------- 2,770,906.0400 100,791.69 IONR SUB-COHORT 69X4420 6920IONR 09/30/2032 02007 5.240001600 24,279,885.3700 954,199.79 06/30/2011 ------------------------ ---------------------- 24,279,885.3700 954,199.79 RJCORM SUB-COHORT 69X4420 6920RJCOR 09/30/2017 02006 4.960000800 8,434,612.5100 313,767.64 06/30/2011 69X4420 6920RJCOR 09/30/2032 02006 4.960000800 24,938,979.9200 927,730.20 06/30/2011 ------------------------ ---------------------- 33,373,592.4300 1,241,497.84 GLAKE SUB-COHORT 69X4420 6920GLAKE 09/30/2045 02010 2.800000800 15,068,362.1600 316,435.70 06/30/2011 ------------------------ ---------------------- 15,068,362.1600 316,435.70 DENUS SUB-COHORT 69X4420 6920DENUS 09/30/2040 02010 3.020000400 17,821,920.8700 403,666.56 06/30/2011 ------------------------ ---------------------- 17,821,920.8700 403,666.56 0335 69X4420 6920C&J 09/30/2016 02011 2.700000000 52,126.9300 1,055.57 06/30/2011 ------------------------ ---------------------- 52,126.9300 1,055.57 ======================== ====================== 438,317,121.8100 14,911,363.21 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00