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 61,391.84 11/30/2011 69X4420 6920AMTRA 09/30/2036 02011 4.340599200 87,311,509.3000 631,640.45 11/30/2011 ------------------------ ---------------------- 94,828,877.5500 693,032.29 MOUNTH SUB-COHORT 69X4420 6920MOUNT 09/30/2027 02002 4.970001600 1,639,386.8200 13,579.59 11/30/2011 ------------------------ ---------------------- 1,639,386.8200 13,579.59 PERM SUB-COHORT 69X4420 6920PERM 09/30/2044 02009 4.860000000 56,769,172.1700 459,830.29 11/30/2011 ------------------------ ---------------------- 56,769,172.1700 459,830.29 CBASN SUB-COHORT 69X4420 6920CBASN 09/30/2033 02007 4.140000000 2,920,150.0100 20,149.04 11/30/2011 ------------------------ ---------------------- 2,920,150.0100 20,149.04 NVA SUB-COHORT 69X4420 6920NVA 09/30/2033 02006 4.929998400 70,038,359.5800 575,481.67 11/30/2011 ------------------------ ---------------------- 70,038,359.5800 575,481.67 AANDM SUB-COHORT 69X4420 6920AANDM 09/30/2028 02003 4.359999600 9,514,874.5500 69,141.42 11/30/2011 ------------------------ ---------------------- 9,514,874.5500 69,141.42 DME-2 SUB-COHORT 69X4420 6920DME-2 09/30/2032 02007 5.270000400 11.2700 0.10 11/30/2011 ------------------------ ---------------------- 11.2700 0.10 NANDW SUB-COHORT 69X4420 6920NANDW 09/30/2023 02003 4.039999200 1,705,747.0800 11,485.36 11/30/2011 ------------------------ ---------------------- 1,705,747.0800 11,485.36 DME SUB-COHORT 69X4420 6920DME 09/30/2029 02004 4.629999600 4,581,587.0000 35,354.58 11/30/2011 ------------------------ ---------------------- 4,581,587.0000 35,354.58 STILL SUB-COHORT 69X4420 6920STILL 09/30/2029 02004 4.560001200 3,872,863.3600 29,433.77 11/30/2011 ------------------------ ---------------------- 3,872,863.3600 29,433.77 GWRW SUB-COHORT 69X4420 6920GWRW 09/30/2033 02007 5.249998800 1,175,224.1300 10,283.21 11/30/2011 ------------------------ ---------------------- 1,175,224.1300 10,283.21 IOWA SUB-COHORT 69X4420 6920IOWA 09/30/2030 02005 4.449999600 27,618,824.3500 204,839.60 11/30/2011 69X4420 6920IOWA 09/30/2031 02006 4.860000000 7,999,537.8100 64,796.26 11/30/2011 69X4420 6920IOWA 09/30/2034 02009 3.399998400 27,976,268.0100 158,532.11 11/30/2011 ------------------------ ---------------------- 63,594,630.1700 428,167.97 MM&A SUB-COHORT 69X4420 6920MMA 09/30/2030 02005 4.479998400 27,807,058.6000 207,625.96 11/30/2011 ------------------------ ---------------------- 27,807,058.6000 207,625.96 RIVER SUB-COHORT 69X4420 6920RIVER 09/30/2029 02005 5.000000400 4,771,890.8900 39,765.76 11/30/2011 ------------------------ ---------------------- 4,771,890.8900 39,765.76 SMOKY SUB-COHORT 69X4420 6920SMOKY 09/30/2030 02005 4.899999600 6,373,403.3400 52,049.46 11/30/2011 ------------------------ ---------------------- 6,373,403.3400 52,049.46 TEXAS SUB-COHORT 69X4420 6920TEXAS 09/30/2030 02005 4.410000000 42,148,458.3300 309,791.17 11/30/2011 ------------------------ ---------------------- 42,148,458.3300 309,791.17 WLE SUB-COHORT 69X4420 6920WLE 09/30/2029 02004 4.690000800 22,419,731.0400 175,247.59 11/30/2011 69X4420 6920WLE 09/30/2031 02006 4.929998400 90,000.0000 739.50 11/30/2011 69X4420 6920WLE 09/30/2032 02006 4.929998400 12,904,917.3700 106,035.37 11/30/2011 ------------------------ ---------------------- 35,414,648.4100 282,022.46 NAND1 SUB-COHORT 69X4420 6920NAND1 09/30/2018 02007 5.029999200 391,063.3700 3,278.41 11/30/2011 ------------------------ ---------------------- 391,063.3700 3,278.41 NAND2 SUB-COHORT 69X4420 6920NAND2 09/30/2033 02007 4.150000800 3,792,594.9300 26,232.12 11/30/2011 ------------------------ ---------------------- 3,792,594.9300 26,232.12 GEOFL SUB-COHORT 69X4420 6920GEOFL 09/30/2034 02009 4.849999200 2,719,692.2900 21,984.18 11/30/2011 ------------------------ ---------------------- 2,719,692.2900 21,984.18 IONR SUB-COHORT 69X4420 6920IONR 09/30/2032 02007 5.240001600 24,734,294.7100 216,012.91 11/30/2011 ------------------------ ---------------------- 24,734,294.7100 216,012.91 RJCORM SUB-COHORT 69X4420 6920RJCOR 09/30/2017 02006 4.960000800 7,369,144.4800 60,918.27 11/30/2011 69X4420 6920RJCOR 09/30/2032 02006 4.960000800 24,381,826.0000 201,556.46 11/30/2011 ------------------------ ---------------------- 31,750,970.4800 262,474.73 GLAKE SUB-COHORT 69X4420 6920GLAKE 09/30/2045 02010 2.800000800 14,933,114.8400 69,687.89 11/30/2011 ------------------------ ---------------------- 14,933,114.8400 69,687.89 DENUS SUB-COHORT 69X4420 6920DENUS 09/30/2040 02010 3.020000400 32,478,557.3300 163,475.43 11/30/2011 ------------------------ ---------------------- 32,478,557.3300 163,475.43 C&J SUBCOHORT 69X4420 6920C&J 09/30/2016 02011 2.700000000 50,766.3200 228.45 11/30/2011 ------------------------ ---------------------- 50,766.3200 228.45 0346 69X4420 6920NCRA 09/30/2036 02011 3.319999200 3,048,030.0000 16,865.76 11/30/2011 ------------------------ ---------------------- 3,048,030.0000 16,865.76 ======================== ====================== 541,055,427.5300 4,017,433.98 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00