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 276,263.26 06/30/2012 69X4420 6920AMTRA 09/30/2036 02011 4.340599200 113,472,432.6000 3,694,037.63 06/30/2012 ------------------------ ---------------------- 120,989,800.8500 3,970,300.89 MOUNTH SUB-COHORT 69X4420 6920MOUNT 09/30/2027 02002 4.970001600 1,640,586.8200 61,152.89 06/30/2012 ------------------------ ---------------------- 1,640,586.8200 61,152.89 PERM SUB-COHORT 69X4420 6920PERM 09/30/2044 02009 4.860000000 64,613,477.1700 2,355,161.24 06/30/2012 ------------------------ ---------------------- 64,613,477.1700 2,355,161.24 CBASN SUB-COHORT 69X4420 6920CBASN 09/30/2033 02007 4.140000000 2,944,499.0100 91,426.69 06/30/2012 ------------------------ ---------------------- 2,944,499.0100 91,426.69 NVA SUB-COHORT 69X4420 6920NVA 09/30/2033 02006 4.929998400 74,461,944.5800 2,753,229.51 06/30/2012 ------------------------ ---------------------- 74,461,944.5800 2,753,229.51 AANDM SUB-COHORT 69X4420 6920AANDM 09/30/2028 02003 4.359999600 9,535,394.5500 311,807.37 06/30/2012 ------------------------ ---------------------- 9,535,394.5500 311,807.37 DME-2 SUB-COHORT 69X4420 6920DME2 09/30/2032 02007 5.270000400 11.2700 0.45 06/30/2012 ------------------------ ---------------------- 11.2700 0.45 NANDW SUB-COHORT 69X4420 6920NANDW 09/30/2023 02003 4.039999200 1,710,550.0800 51,829.66 06/30/2012 ------------------------ ---------------------- 1,710,550.0800 51,829.66 DME SUB-COHORT 69X4420 6920DME 09/30/2029 02004 4.629999600 4,581,587.0000 159,095.59 06/30/2012 ------------------------ ---------------------- 4,581,587.0000 159,095.59 STILL SUB-COHORT 69X4420 6920STILL 09/30/2029 02004 4.560001200 3,882,257.3600 132,773.24 06/30/2012 ------------------------ ---------------------- 3,882,257.3600 132,773.24 GWRW SUB-COHORT 69X4420 6920GWRW 09/30/2033 02007 5.249998800 1,175,224.1300 46,274.44 06/30/2012 ------------------------ ---------------------- 1,175,224.1300 46,274.44 IOWA SUB-COHORT 69X4420 6920IOWA 09/30/2030 02005 4.449999600 27,680,793.3500 923,846.40 06/30/2012 69X4420 6920IOWA 09/30/2031 02006 4.860000000 8,019,938.8100 292,326.77 06/30/2012 69X4420 6920IOWA 09/30/2034 02009 3.399998400 28,077,514.0100 715,976.27 06/30/2012 ------------------------ ---------------------- 63,778,246.1700 1,932,149.44 MM&A SUB-COHORT 69X4420 6920MMA 09/30/2030 02005 4.479998400 27,807,058.6000 934,316.84 06/30/2012 ------------------------ ---------------------- 27,807,058.6000 934,316.84 RIVER SUB-COHORT 69X4420 6920RIVER 09/30/2029 02005 5.000000400 4,782,892.8900 179,358.50 06/30/2012 ------------------------ ---------------------- 4,782,892.8900 179,358.50 SMOKY SUB-COHORT 69X4420 6920SMOKY 09/30/2030 02005 4.899999600 6,895,116.3400 253,395.50 06/30/2012 ------------------------ ---------------------- 6,895,116.3400 253,395.50 TEXAS SUB-COHORT 69X4420 6920TEXAS 09/30/2030 02005 4.410000000 42,242,684.3300 1,397,176.78 06/30/2012 ------------------------ ---------------------- 42,242,684.3300 1,397,176.78 WLE SUB-COHORT 69X4420 6920WLE 09/30/2029 02004 4.690000800 22,479,231.0400 790,707.09 06/30/2012 69X4420 6920WLE 09/30/2032 02006 4.929998400 13,262,957.3700 490,397.69 06/30/2012 ------------------------ ---------------------- 35,742,188.4100 1,281,104.78 NAND1 SUB-COHORT 69X4420 6920NAND1 09/30/2018 02007 5.029999200 392,641.3700 14,812.39 06/30/2012 ------------------------ ---------------------- 392,641.3700 14,812.39 NAND2 SUB-COHORT 69X4420 6920NAND2 09/30/2033 02007 4.150000800 3,819,049.9300 118,867.95 06/30/2012 ------------------------ ---------------------- 3,819,049.9300 118,867.95 GEOFL SUB-COHORT 69X4420 6920GEOFL 09/30/2034 02009 4.849999200 3,523,324.7900 128,160.92 06/30/2012 ------------------------ ---------------------- 3,523,324.7900 128,160.92 IONR SUB-COHORT 69X4420 6920IONR 09/30/2032 02007 5.240001600 25,092,451.7100 986,133.65 06/30/2012 ------------------------ ---------------------- 25,092,451.7100 986,133.65 RJCORM SUB-COHORT 69X4420 6920RJCOR 09/30/2017 02006 4.960000800 7,369,144.4800 274,132.22 06/30/2012 69X4420 6920RJCOR 09/30/2032 02006 4.960000800 24,381,826.0000 907,004.07 06/30/2012 ------------------------ ---------------------- 31,750,970.4800 1,181,136.29 GLAKE SUB-COHORT 69X4420 6920GLAKE 09/30/2045 02010 2.800000800 17,131,800.8400 359,767.92 06/30/2012 ------------------------ ---------------------- 17,131,800.8400 359,767.92 DENUS SUB-COHORT 69X4420 6920DENUS 09/30/2040 02010 3.020000400 54,147,106.7300 1,226,432.13 06/30/2012 ------------------------ ---------------------- 54,147,106.7300 1,226,432.13 C&J SUBCOHORT 69X4420 6920C&J 09/30/2016 02011 2.700000000 50,766.3200 1,028.02 06/30/2012 ------------------------ ---------------------- 50,766.3200 1,028.02 NCRA SUB-COHORT 69X4420 6920NCRA 09/30/2036 02011 3.319999200 3,048,030.0000 75,895.93 06/30/2012 ------------------------ ---------------------- 3,048,030.0000 75,895.93 KCSR SUB-COHORT 69X4420 6920KCSR 09/30/2037 02012 3.525001200 54,648,000.0000 1,444,756.99 06/30/2012 ------------------------ ---------------------- 54,648,000.0000 1,444,756.99 ACTA SUB-COHORT 69X4420 6920ACTA 09/30/2036 02012 3.660199200 83,710,000.0000 2,297,964.56 06/30/2012 ------------------------ ---------------------- 83,710,000.0000 2,297,964.56 ======================== ====================== 744,097,661.7300 23,745,510.56 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00