Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 303 SUB-COHORT 12X4225 1225303 09/30/2034 01992 6.890000400 9,375,000.0000 430,625.03 05/31/2008 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 459,333.36 05/31/2008 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 24,344.67 05/31/2008 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 79,418.74 05/31/2008 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 32,153.34 05/31/2008 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 110,240.01 05/31/2008 12X4225 1225303 09/30/2035 01993 6.969999600 1,371,000.0000 63,705.80 05/31/2008 12X4225 1225303 09/30/2036 01993 6.969999600 25,000,000.0000 1,161,666.60 05/31/2008 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 185,866.66 05/31/2008 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 55,760.00 05/31/2008 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 48,134.82 05/31/2008 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 2,927.40 05/31/2008 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 170,532.66 05/31/2008 12X4225 1225303 09/30/2035 01994 6.969999600 29,207,000.0000 1,357,151.86 05/31/2008 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,161,666.60 05/31/2008 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 116,166.66 05/31/2008 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 2,741.53 05/31/2008 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 128,944.99 05/31/2008 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 232,333.32 05/31/2008 12X4225 1225303 09/30/2037 01995 6.609999600 47,685,000.0000 2,101,318.87 05/31/2008 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 727,099.96 05/31/2008 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 44,066.66 05/31/2008 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 88,133.33 05/31/2008 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 88,133.33 05/31/2008 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 92,804.39 05/31/2008 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 58,608.66 05/31/2008 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 91,438.33 05/31/2008 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 325,167.91 05/31/2008 12X4225 1225303 09/30/2048 01995 6.609999600 105,000.0000 4,627.00 05/31/2008 12X4225 1225303 09/30/2037 01996 6.369998400 539,000.0000 22,889.53 05/31/2008 12X4225 1225303 09/30/2038 01996 6.369998400 66,000,000.0000 2,802,799.30 05/31/2008 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 339,733.25 05/31/2008 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 127,399.97 05/31/2008 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 84,933.31 05/31/2008 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 46,713.32 05/31/2008 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 149,694.96 05/31/2008 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 118,647.59 05/31/2008 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 188,424.55 05/31/2008 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 316,419.05 05/31/2008 12X4225 1225303 09/30/2038 01997 6.009998400 14,567,000.0000 583,650.98 05/31/2008 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 1,482,466.27 05/31/2008 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 320,533.25 05/31/2008 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 240,399.94 05/31/2008 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 40,066.66 05/31/2008 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 40,948.12 05/31/2008 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,038.19 05/31/2008 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 38,864.66 05/31/2008 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 184,306.62 05/31/2008 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 10,853.33 05/31/2008 12X4225 1225303 09/30/2039 01998 5.919998400 27,820,000.0000 1,097,962.37 05/31/2008 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 1,578,666.24 05/31/2008 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 986,666.40 05/31/2008 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 394,666.56 05/31/2008 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 23,679.99 05/31/2008 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 85,149.31 05/31/2008 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 147,842.09 05/31/2008 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 315,733.25 05/31/2008 12X4225 1225303 09/30/2040 01999 5.900000400 22,560,000.0000 887,360.06 05/31/2008 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 1,612,666.78 05/31/2008 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 629,333.38 05/31/2008 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 314,666.69 05/31/2008 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 118,000.01 05/31/2008 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 78,666.67 05/31/2008 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 28,123.34 05/31/2008 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 279,266.69 05/31/2008 12X4225 1225303 09/30/2048 01999 5.900000400 28,000.0000 1,101.33 05/31/2008 12X4225 1225303 09/30/2041 02000 5.659999200 28,627,000.0000 1,080,191.98 05/31/2008 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,245,133.02 05/31/2008 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 588,639.92 05/31/2008 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 169,799.98 05/31/2008 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 94,333.32 05/31/2008 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 152,669.05 05/31/2008 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 271,679.96 05/31/2008 12X4225 1225303 09/30/2037 02001 5.010001200 4,129,000.0000 137,908.63 05/31/2008 12X4225 1225303 09/30/2042 02001 5.010001200 47,083,000.0000 1,572,572.58 05/31/2008 12X4225 1225303 09/30/2043 02001 5.010001200 72,000,000.0000 2,404,800.58 05/31/2008 12X4225 1225303 09/30/2044 02001 5.010001200 46,000,000.0000 1,536,400.37 05/31/2008 12X4225 1225303 09/30/2045 02001 5.010001200 29,140,000.0000 973,276.23 05/31/2008 12X4225 1225303 09/30/2046 02001 5.010001200 13,195,000.0000 440,713.11 05/31/2008 12X4225 1225303 09/30/2047 02001 5.010001200 10,761,000.0000 359,417.49 05/31/2008 12X4225 1225303 09/30/2048 02001 5.659999200 82,000.0000 3,094.13 05/31/2008 12X4225 1225303 09/30/2037 02002 4.870000800 5,803,000.0000 188,404.10 05/31/2008 12X4225 1225303 09/30/2043 02002 4.870000800 65,693,000.0000 2,132,833.08 05/31/2008 12X4225 1225303 09/30/2044 02002 4.870000800 82,000,000.0000 2,662,267.10 05/31/2008 12X4225 1225303 09/30/2045 02002 4.870000800 58,500,000.0000 1,899,300.31 05/31/2008 12X4225 1225303 09/30/2046 02002 4.870000800 55,382,000.0000 1,798,069.23 05/31/2008 12X4225 1225303 09/30/2047 02002 4.870000800 21,583,000.0000 700,728.18 05/31/2008 12X4225 1225303 09/30/2048 02002 4.870000800 8,297,000.0000 269,375.98 05/31/2008 12X4225 1225303 09/30/2037 02003 4.830001200 2,001,000.0000 64,432.22 05/31/2008 12X4225 1225303 09/30/2044 02003 4.830001200 54,726,000.0000 1,762,177.64 05/31/2008 12X4225 1225303 09/30/2045 02003 4.830001200 71,647,000.0000 2,307,033.97 05/31/2008 12X4225 1225303 09/30/2046 02003 4.830001200 40,725,000.0000 1,311,345.33 05/31/2008 12X4225 1225303 09/30/2047 02003 4.830001200 23,052,000.0000 742,274.58 05/31/2008 12X4225 1225303 09/30/2048 02003 4.830001200 2,011,000.0000 64,754.22 05/31/2008 12X4225 1225303 09/30/2037 02004 4.820000400 20,508,000.0000 658,990.45 05/31/2008 12X4225 1225303 09/30/2045 02004 4.820000400 104,115,000.0000 3,345,562.28 05/31/2008 12X4225 1225303 09/30/2046 02004 4.820000400 128,384,000.0000 4,125,406.21 05/31/2008 12X4225 1225303 09/30/2047 02004 4.820000400 69,539,000.0000 2,234,520.05 05/31/2008 12X4225 1225303 09/30/2048 02004 4.820000400 43,281,000.0000 1,390,762.92 05/31/2008 12X4225 1225303 09/30/2037 02005 5.079999600 53,926,000.0000 1,826,293.72 05/31/2008 12X4225 1225303 09/30/2045 02005 5.079999600 26,802,500.0000 907,711.26 05/31/2008 12X4225 1225303 09/30/2046 02005 5.079999600 133,563,000.0000 4,523,333.24 05/31/2008 12X4225 1225303 09/30/2047 02005 5.079999600 152,531,000.0000 5,165,716.13 05/31/2008 12X4225 1225303 09/30/2048 02005 5.079999600 67,495,000.0000 2,285,830.49 05/31/2008 12X4225 1225303 09/30/2037 02006 5.050000800 20,792,000.0000 699,997.44 05/31/2008 12X4225 1225303 09/30/2046 02006 5.050000800 26,378,000.0000 888,059.47 05/31/2008 12X4225 1225303 09/30/2047 02006 5.050000800 88,307,000.0000 2,973,002.80 05/31/2008 12X4225 1225303 09/30/2048 02006 5.050000800 77,626,000.0000 2,613,409.08 05/31/2008 12X4225 1225303 09/30/2037 02007 5.310000000 5,538,000.0000 196,045.20 05/31/2008 12X4225 1225303 09/30/2047 02007 5.310000000 29,097,000.0000 1,030,033.80 05/31/2008 12X4225 1225303 09/30/2048 02007 5.310000000 59,005,000.0000 2,088,777.00 05/31/2008 12X4225 1225303 09/30/2048 02008 5.310000000 9,691,000.0000 343,061.40 05/31/2008 ------------------------ ---------------------- 2,550,213,670.0000 90,396,585.73 ======================== ====================== 2,550,213,670.0000 90,396,585.73 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4225 1225303 09/30/2037 01995 03/31/2008 INT + 0.0000 132,199.99 464436 1225303 09/30/2037 01996 03/31/2008 INT + 0.0000 127,399.96 464438 1225303 09/30/2042 02001 03/31/2008 INT + 0.0000 125,250.03 464440 1225303 09/30/2043 02002 03/31/2008 INT + 0.0000 121,750.02 464442 1225303 09/30/2044 02003 03/31/2008 INT + 0.0000 120,750.03 464444 1225303 09/30/2044 02004 03/31/2008 INT + 0.0000 75,071.50 464446 1225303 09/30/2045 02004 03/31/2008 INT + 0.0000 45,428.50 464448 1225303 09/30/2045 02005 03/31/2008 INT + 0.0000 126,999.99 464450 ------------------------ ---------------------- 0.0000 874,850.02 ======================== ====================== 0.0000 874,850.02