Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2029 01992 6.890000400 75,255,000.0000 3,024,624.05 04/30/2008 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 4,662,233.60 04/30/2008 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,009,583.45 04/30/2008 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,009.58 04/30/2008 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 217,115.40 04/30/2008 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 275,594.27 04/30/2008 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 91,154.71 04/30/2008 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,356,267.87 04/30/2008 12X4226 1226301 09/30/2030 01993 6.879999600 132,542,000.0000 5,319,351.96 04/30/2008 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,006,666.55 04/30/2008 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,484,933.25 04/30/2008 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 321,066.65 04/30/2008 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 601,999.97 04/30/2008 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 722,399.96 04/30/2008 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 527,753.30 04/30/2008 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 359,273.58 04/30/2008 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 268,050.52 04/30/2008 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,508,611.91 04/30/2008 12X4226 1226301 09/30/2031 01994 6.710000400 112,566,000.0000 4,406,021.11 04/30/2008 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 5,871,250.35 04/30/2008 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,174,250.07 04/30/2008 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 195,708.35 04/30/2008 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 508,841.70 04/30/2008 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 362,060.44 04/30/2008 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 503,948.99 04/30/2008 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 194,338.39 04/30/2008 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,665,438.87 04/30/2008 12X4226 1226301 09/30/2031 01995 6.559999200 14,501,000.0000 554,904.87 04/30/2008 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 7,653,332.40 04/30/2008 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 5,165,999.37 04/30/2008 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 841,866.56 04/30/2008 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 191,333.31 04/30/2008 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 466,853.28 04/30/2008 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 296,298.76 04/30/2008 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 279,691.03 04/30/2008 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,751,771.25 04/30/2008 12X4226 1226301 09/30/2032 01996 6.289999200 55,748,000.0000 2,045,486.77 04/30/2008 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 6,310,965.86 04/30/2008 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 1,064,058.20 04/30/2008 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 843,908.23 04/30/2008 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 36,691.66 04/30/2008 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 278,856.63 04/30/2008 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 1,630,614.15 04/30/2008 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 190,393.03 04/30/2008 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 1,119,095.69 04/30/2008 12X4226 1226301 09/30/2043 01996 6.289999200 352,000.0000 12,915.47 04/30/2008 12X4226 1226301 09/30/2033 01997 5.960001600 34,274,000.0000 1,191,593.05 04/30/2008 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 8,024,148.82 04/30/2008 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 2,364,133.97 04/30/2008 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 417,200.11 04/30/2008 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 493,686.80 04/30/2008 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 4,729,484.77 04/30/2008 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 170,808.68 04/30/2008 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 1,650,860.84 04/30/2008 12X4226 1226301 09/30/2022 01998 5.850000000 3,501,000.0000 119,471.63 04/30/2008 12X4226 1226301 09/30/2034 01998 5.850000000 56,500,000.0000 1,928,062.50 04/30/2008 12X4226 1226301 09/30/2036 01998 5.850000000 128,000,000.0000 4,368,000.00 04/30/2008 12X4226 1226301 09/30/2037 01998 5.850000000 18,750,000.0000 639,843.75 04/30/2008 12X4226 1226301 09/30/2038 01998 5.850000000 28,000,000.0000 955,500.00 04/30/2008 12X4226 1226301 09/30/2039 01998 5.850000000 25,500,000.0000 870,187.50 04/30/2008 12X4226 1226301 09/30/2040 01998 5.850000000 229,789,000.0000 7,841,549.63 04/30/2008 12X4226 1226301 09/30/2041 01998 5.850000000 10,475,000.0000 357,459.38 04/30/2008 12X4226 1226301 09/30/2042 01998 5.850000000 42,229,000.0000 1,441,064.63 04/30/2008 12X4226 1226301 09/30/2043 01998 5.850000000 4,120,000.0000 140,595.00 04/30/2008 12X4226 1226301 09/30/2022 01999 5.709999600 38,976,000.0000 1,298,225.51 04/30/2008 12X4226 1226301 09/30/2036 01999 5.709999600 187,000,000.0000 6,228,657.90 04/30/2008 12X4226 1226301 09/30/2037 01999 5.709999600 31,250,000.0000 1,040,885.34 04/30/2008 12X4226 1226301 09/30/2038 01999 5.709999600 58,000,000.0000 1,931,883.20 04/30/2008 12X4226 1226301 09/30/2039 01999 5.709999600 44,200,000.0000 1,472,228.23 04/30/2008 12X4226 1226301 09/30/2040 01999 5.709999600 100,227,000.0000 3,338,394.09 04/30/2008 12X4226 1226301 09/30/2041 01999 5.709999600 9,980,000.0000 332,417.14 04/30/2008 12X4226 1226301 09/30/2042 01999 5.709999600 48,054,000.0000 1,600,598.54 04/30/2008 12X4226 1226301 09/30/2043 01999 5.709999600 307,000.0000 10,225.66 04/30/2008 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 2,230,597.27 04/30/2008 12X4226 1226301 09/30/2036 02000 5.389999200 86,800,000.0000 2,729,136.26 04/30/2008 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 1,768,593.49 04/30/2008 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 3,490,024.48 04/30/2008 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 2,883,200.41 04/30/2008 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 1,135,452.74 04/30/2008 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 817,011.59 04/30/2008 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 2,489,896.66 04/30/2008 12X4226 1226301 09/30/2043 02000 5.389999200 5,178,000.0000 162,804.93 04/30/2008 12X4226 1226301 09/30/2037 02001 5.140000800 70,496,000.0000 2,113,705.40 04/30/2008 12X4226 1226301 09/30/2038 02001 5.140000800 175,000,000.0000 5,247,084.15 04/30/2008 12X4226 1226301 09/30/2039 02001 5.140000800 163,000,000.0000 4,887,284.09 04/30/2008 12X4226 1226301 09/30/2040 02001 5.140000800 87,344,600.0000 2,618,882.66 04/30/2008 12X4226 1226301 09/30/2041 02001 5.140000800 48,088,000.0000 1,441,838.76 04/30/2008 12X4226 1226301 09/30/2042 02001 5.140000800 58,527,000.0000 1,754,834.82 04/30/2008 12X4226 1226301 09/30/2043 02001 5.140000800 6,821,000.0000 204,516.35 04/30/2008 12X4226 1226301 09/30/2038 02002 4.970001600 108,353,000.0000 3,141,335.07 04/30/2008 12X4226 1226301 09/30/2039 02002 4.970001600 251,000,000.0000 7,276,910.68 04/30/2008 12X4226 1226301 09/30/2040 02002 4.970001600 236,472,000.0000 6,855,719.61 04/30/2008 12X4226 1226301 09/30/2041 02002 4.970001600 101,381,000.0000 2,939,205.10 04/30/2008 12X4226 1226301 09/30/2042 02002 4.970001600 177,538,000.0000 5,147,124.17 04/30/2008 12X4226 1226301 09/30/2043 02002 4.970001600 15,954,000.0000 462,533.20 04/30/2008 12X4226 1226301 09/30/2039 02003 5.050000800 84,210,000.0000 2,480,686.64 04/30/2008 12X4226 1226301 09/30/2040 02003 5.050000800 190,000,000.0000 5,597,084.22 04/30/2008 12X4226 1226301 09/30/2041 02003 5.050000800 118,980,000.0000 3,504,953.06 04/30/2008 12X4226 1226301 09/30/2042 02003 5.050000800 123,287,000.0000 3,631,830.12 04/30/2008 12X4226 1226301 09/30/2043 02003 5.050000800 38,018,000.0000 1,119,947.09 04/30/2008 12X4226 1226301 09/30/2040 02004 4.910000400 134,965,000.0000 3,865,622.86 04/30/2008 12X4226 1226301 09/30/2041 02004 4.910000400 196,549,000.0000 5,629,491.40 04/30/2008 12X4226 1226301 09/30/2042 02004 4.910000400 233,961,000.0000 6,701,033.52 04/30/2008 12X4226 1226301 09/30/2043 02004 4.910000400 47,578,000.0000 1,362,713.33 04/30/2008 12X4226 1226301 09/30/2040 02005 5.259999600 9,691,000.0000 297,352.16 04/30/2008 12X4226 1226301 09/30/2041 02005 5.259999600 124,246,000.0000 3,812,281.14 04/30/2008 12X4226 1226301 09/30/2042 02005 5.259999600 215,576,000.0000 6,614,589.76 04/30/2008 12X4226 1226301 09/30/2043 02005 5.259999600 84,827,000.0000 2,602,774.92 04/30/2008 12X4226 1226301 09/30/2041 02006 5.220000000 33,709,000.0000 1,026,439.05 04/30/2008 12X4226 1226301 09/30/2042 02006 5.220000000 173,436,000.0000 5,281,126.20 04/30/2008 12X4226 1226301 09/30/2043 02006 5.220000000 140,439,000.0000 4,276,367.55 04/30/2008 12X4226 1226301 09/30/2042 02007 5.389999200 42,518,000.0000 1,336,836.58 04/30/2008 12X4226 1226301 09/30/2043 02007 5.389999200 74,057,000.0000 2,328,475.16 04/30/2008 12X4226 1226301 09/30/2043 02008 5.389999200 2,077,000.0000 65,304.33 04/30/2008 ------------------------ ---------------------- 7,558,879,600.0000 248,665,353.02 ======================== ====================== 7,558,879,600.0000 248,665,353.02 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2029 01992 03/31/2008 INT + 0.0000 310,050.01 464488 1226301 09/30/2030 01993 03/31/2008 INT + 0.0000 515,999.97 464490 1226301 09/30/2031 01994 03/31/2008 INT + 0.0000 335,500.02 464492 1226301 09/30/2031 01995 03/31/2008 INT + 0.0000 327,999.96 464494 1226301 09/30/2032 01996 03/31/2008 INT + 0.0000 314,499.96 464496 1226301 09/30/2033 01997 03/31/2008 INT + 0.0000 298,000.08 464498 1226301 09/30/2034 01998 03/31/2008 INT + 0.0000 438,750.00 464500 1226301 09/30/2036 02000 03/31/2008 INT + 0.0000 269,499.96 464504 1226301 09/30/2037 02001 03/31/2008 INT + 0.0000 257,000.04 464506 1226301 09/30/2038 02002 03/31/2008 INT + 0.0000 372,750.12 464508 1226301 09/30/2039 02003 03/31/2008 INT + 0.0000 252,500.04 464510 1226301 09/30/2040 01999 03/31/2008 INT + 0.0000 285,499.98 464502 1226301 09/30/2040 02004 03/31/2008 INT + 0.0000 245,500.02 464512 1226301 09/30/2040 02005 03/31/2008 INT + 0.0000 262,999.98 464514 ------------------------ ---------------------- 0.0000 4,486,550.14 ======================== ====================== 0.0000 4,486,550.14