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 538,281.28 07/31/2008 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 574,166.70 07/31/2008 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 30,430.84 07/31/2008 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 99,273.42 07/31/2008 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 40,191.67 07/31/2008 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 137,800.01 07/31/2008 12X4225 1225303 09/30/2035 01993 6.969999600 1,371,000.0000 79,632.25 07/31/2008 12X4225 1225303 09/30/2036 01993 6.969999600 25,000,000.0000 1,452,083.25 07/31/2008 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 232,333.32 07/31/2008 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 69,700.00 07/31/2008 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 60,168.52 07/31/2008 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 3,659.25 07/31/2008 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 213,165.82 07/31/2008 12X4225 1225303 09/30/2035 01994 6.969999600 29,207,000.0000 1,696,439.82 07/31/2008 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,452,083.25 07/31/2008 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 145,208.33 07/31/2008 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,426.92 07/31/2008 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 161,181.24 07/31/2008 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 290,416.65 07/31/2008 12X4225 1225303 09/30/2037 01995 6.609999600 47,685,000.0000 2,626,648.59 07/31/2008 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 908,874.95 07/31/2008 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 55,083.33 07/31/2008 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 110,166.66 07/31/2008 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 110,166.66 07/31/2008 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 116,005.49 07/31/2008 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 73,260.83 07/31/2008 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 114,297.91 07/31/2008 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 406,459.89 07/31/2008 12X4225 1225303 09/30/2048 01995 6.609999600 105,000.0000 5,783.75 07/31/2008 12X4225 1225303 09/30/2037 01996 6.369998400 539,000.0000 28,611.91 07/31/2008 12X4225 1225303 09/30/2038 01996 6.369998400 66,000,000.0000 3,503,499.12 07/31/2008 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 424,666.56 07/31/2008 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 159,249.96 07/31/2008 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 106,166.64 07/31/2008 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 58,391.65 07/31/2008 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 187,118.70 07/31/2008 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 148,309.49 07/31/2008 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 235,530.69 07/31/2008 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 395,523.82 07/31/2008 12X4225 1225303 09/30/2038 01997 6.009998400 14,567,000.0000 729,563.72 07/31/2008 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 1,853,082.84 07/31/2008 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 400,666.56 07/31/2008 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 300,499.92 07/31/2008 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 50,083.32 07/31/2008 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 51,185.15 07/31/2008 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,547.74 07/31/2008 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 48,580.82 07/31/2008 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 230,383.27 07/31/2008 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 13,566.66 07/31/2008 12X4225 1225303 09/30/2039 01998 5.919998400 27,820,000.0000 1,372,452.96 07/31/2008 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 1,973,332.80 07/31/2008 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 1,233,333.00 07/31/2008 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 493,333.20 07/31/2008 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 29,599.99 07/31/2008 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 106,436.64 07/31/2008 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 184,802.62 07/31/2008 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 394,666.56 07/31/2008 12X4225 1225303 09/30/2040 01999 5.900000400 22,560,000.0000 1,109,200.08 07/31/2008 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 2,015,833.47 07/31/2008 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 786,666.72 07/31/2008 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 393,333.36 07/31/2008 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 147,500.01 07/31/2008 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 98,333.34 07/31/2008 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 35,154.17 07/31/2008 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 349,083.36 07/31/2008 12X4225 1225303 09/30/2048 01999 5.900000400 28,000.0000 1,376.67 07/31/2008 12X4225 1225303 09/30/2041 02000 5.659999200 28,627,000.0000 1,350,239.98 07/31/2008 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,806,416.27 07/31/2008 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 735,799.90 07/31/2008 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 212,249.97 07/31/2008 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 117,916.65 07/31/2008 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 190,836.31 07/31/2008 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 339,599.95 07/31/2008 12X4225 1225303 09/30/2037 02001 5.010001200 4,129,000.0000 172,385.79 07/31/2008 12X4225 1225303 09/30/2042 02001 5.010001200 47,083,000.0000 1,965,715.72 07/31/2008 12X4225 1225303 09/30/2043 02001 5.010001200 72,000,000.0000 3,006,000.72 07/31/2008 12X4225 1225303 09/30/2044 02001 5.010001200 46,000,000.0000 1,920,500.46 07/31/2008 12X4225 1225303 09/30/2045 02001 5.010001200 29,140,000.0000 1,216,595.29 07/31/2008 12X4225 1225303 09/30/2046 02001 5.010001200 13,195,000.0000 550,891.38 07/31/2008 12X4225 1225303 09/30/2047 02001 5.010001200 10,761,000.0000 449,271.86 07/31/2008 12X4225 1225303 09/30/2048 02001 5.659999200 82,000.0000 3,867.67 07/31/2008 12X4225 1225303 09/30/2037 02002 4.870000800 5,803,000.0000 235,505.12 07/31/2008 12X4225 1225303 09/30/2043 02002 4.870000800 65,693,000.0000 2,666,041.35 07/31/2008 12X4225 1225303 09/30/2044 02002 4.870000800 82,000,000.0000 3,327,833.88 07/31/2008 12X4225 1225303 09/30/2045 02002 4.870000800 58,500,000.0000 2,374,125.39 07/31/2008 12X4225 1225303 09/30/2046 02002 4.870000800 55,382,000.0000 2,247,586.54 07/31/2008 12X4225 1225303 09/30/2047 02002 4.870000800 21,583,000.0000 875,910.23 07/31/2008 12X4225 1225303 09/30/2048 02002 4.870000800 8,485,000.0000 344,349.64 07/31/2008 12X4225 1225303 09/30/2037 02003 4.830001200 2,001,000.0000 80,540.27 07/31/2008 12X4225 1225303 09/30/2044 02003 4.830001200 54,726,000.0000 2,202,722.05 07/31/2008 12X4225 1225303 09/30/2045 02003 4.830001200 71,647,000.0000 2,883,792.47 07/31/2008 12X4225 1225303 09/30/2046 02003 4.830001200 40,725,000.0000 1,639,181.66 07/31/2008 12X4225 1225303 09/30/2047 02003 4.830001200 23,052,000.0000 927,843.23 07/31/2008 12X4225 1225303 09/30/2048 02003 4.830001200 2,011,000.0000 80,942.77 07/31/2008 12X4225 1225303 09/30/2037 02004 4.820000400 20,508,000.0000 823,738.07 07/31/2008 12X4225 1225303 09/30/2045 02004 4.820000400 104,115,000.0000 4,181,952.85 07/31/2008 12X4225 1225303 09/30/2046 02004 4.820000400 128,384,000.0000 5,156,757.76 07/31/2008 12X4225 1225303 09/30/2047 02004 4.820000400 69,539,000.0000 2,793,150.07 07/31/2008 12X4225 1225303 09/30/2048 02004 4.820000400 46,673,000.0000 1,874,698.99 07/31/2008 12X4225 1225303 09/30/2037 02005 5.079999600 53,926,000.0000 2,282,867.15 07/31/2008 12X4225 1225303 09/30/2045 02005 5.079999600 26,802,500.0000 1,134,639.08 07/31/2008 12X4225 1225303 09/30/2046 02005 5.079999600 133,563,000.0000 5,654,166.55 07/31/2008 12X4225 1225303 09/30/2047 02005 5.079999600 152,531,000.0000 6,457,145.16 07/31/2008 12X4225 1225303 09/30/2048 02005 5.079999600 81,326,000.0000 3,442,800.40 07/31/2008 12X4225 1225303 09/30/2037 02006 5.050000800 20,792,000.0000 874,996.81 07/31/2008 12X4225 1225303 09/30/2046 02006 5.050000800 26,378,000.0000 1,110,074.34 07/31/2008 12X4225 1225303 09/30/2047 02006 5.050000800 88,307,000.0000 3,716,253.51 07/31/2008 12X4225 1225303 09/30/2048 02006 5.050000800 88,293,000.0000 3,715,664.34 07/31/2008 12X4225 1225303 09/30/2037 02007 5.310000000 5,538,000.0000 245,056.50 07/31/2008 12X4225 1225303 09/30/2047 02007 5.310000000 29,097,000.0000 1,287,542.25 07/31/2008 12X4225 1225303 09/30/2048 02007 5.310000000 67,742,000.0000 2,997,583.50 07/31/2008 12X4225 1225303 09/30/2048 02008 5.310000000 18,283,000.0000 809,022.75 07/31/2008 ------------------------ ---------------------- 2,595,620,670.0000 114,940,830.69 ======================== ====================== 2,595,620,670.0000 114,940,830.69 ============================================================================================================================ 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