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 73,830,000.0000 1,271,721.82 12/31/2008 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 1,998,100.12 12/31/2008 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 861,250.05 12/31/2008 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 861.25 12/31/2008 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 93,049.46 12/31/2008 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 118,111.83 12/31/2008 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 39,066.30 12/31/2008 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 581,257.66 12/31/2008 12X4226 1226301 09/30/2030 01993 6.879999600 116,842,000.0000 2,009,682.28 12/31/2008 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 859,999.95 12/31/2008 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 636,399.96 12/31/2008 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 137,599.99 12/31/2008 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 257,999.99 12/31/2008 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 309,599.98 12/31/2008 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 226,179.99 12/31/2008 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 153,974.39 12/31/2008 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 114,878.79 12/31/2008 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 646,547.96 12/31/2008 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 104,919.99 12/31/2008 12X4226 1226301 09/30/2031 01994 6.710000400 102,666,000.0000 1,722,222.25 12/31/2008 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 2,516,250.15 12/31/2008 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 503,250.03 12/31/2008 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 83,875.01 12/31/2008 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 218,075.01 12/31/2008 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 155,168.76 12/31/2008 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 215,978.14 12/31/2008 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 83,287.88 12/31/2008 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 713,759.52 12/31/2008 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 129,167.51 12/31/2008 12X4226 1226301 09/30/2031 01995 6.559999200 8,751,000.0000 143,516.38 12/31/2008 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 3,279,999.60 12/31/2008 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 2,213,999.73 12/31/2008 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 360,799.96 12/31/2008 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 81,999.99 12/31/2008 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 200,079.98 12/31/2008 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 126,985.18 12/31/2008 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 119,867.59 12/31/2008 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 750,759.11 12/31/2008 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 60,679.99 12/31/2008 12X4226 1226301 09/30/2032 01996 6.289999200 45,648,000.0000 717,814.71 12/31/2008 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 2,704,699.66 12/31/2008 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 456,024.94 12/31/2008 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 361,674.95 12/31/2008 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 15,725.00 12/31/2008 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 119,509.98 12/31/2008 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 698,834.64 12/31/2008 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 81,597.01 12/31/2008 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 479,612.44 12/31/2008 12X4226 1226301 09/30/2043 01996 6.289999200 3,652,000.0000 57,427.69 12/31/2008 12X4226 1226301 09/30/2033 01997 5.960001600 27,224,000.0000 405,637.71 12/31/2008 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 3,438,920.92 12/31/2008 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 1,013,200.27 12/31/2008 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 178,800.05 12/31/2008 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 211,580.06 12/31/2008 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 2,026,922.04 12/31/2008 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 73,203.72 12/31/2008 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 707,511.79 12/31/2008 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 75,990.02 12/31/2008 12X4226 1226301 09/30/2044 01997 5.960001600 1,762,000.0000 26,253.81 12/31/2008 12X4226 1226301 09/30/2022 01998 5.810000400 3,501,000.0000 50,852.03 12/31/2008 12X4226 1226301 09/30/2034 01998 5.810000400 42,600,000.0000 618,765.04 12/31/2008 12X4226 1226301 09/30/2036 01998 5.810000400 128,000,000.0000 1,859,200.13 12/31/2008 12X4226 1226301 09/30/2037 01998 5.810000400 18,750,000.0000 272,343.77 12/31/2008 12X4226 1226301 09/30/2038 01998 5.810000400 28,000,000.0000 406,700.03 12/31/2008 12X4226 1226301 09/30/2039 01998 5.810000400 25,500,000.0000 370,387.53 12/31/2008 12X4226 1226301 09/30/2040 01998 5.810000400 229,789,000.0000 3,337,685.45 12/31/2008 12X4226 1226301 09/30/2041 01998 5.810000400 10,475,000.0000 152,149.39 12/31/2008 12X4226 1226301 09/30/2042 01998 5.810000400 42,229,000.0000 613,376.27 12/31/2008 12X4226 1226301 09/30/2043 01998 5.810000400 19,113,000.0000 277,616.34 12/31/2008 12X4226 1226301 09/30/2044 01998 5.810000400 993,000.0000 14,423.33 12/31/2008 12X4226 1226301 09/30/2022 01999 5.699998800 38,976,000.0000 555,407.88 12/31/2008 12X4226 1226301 09/30/2036 01999 5.699998800 187,000,000.0000 2,664,749.44 12/31/2008 12X4226 1226301 09/30/2037 01999 5.699998800 31,250,000.0000 445,312.41 12/31/2008 12X4226 1226301 09/30/2038 01999 5.699998800 58,000,000.0000 826,499.83 12/31/2008 12X4226 1226301 09/30/2039 01999 5.699998800 44,200,000.0000 629,849.87 12/31/2008 12X4226 1226301 09/30/2040 01999 5.699998800 100,117,000.0000 1,426,666.95 12/31/2008 12X4226 1226301 09/30/2041 01999 5.699998800 9,980,000.0000 142,214.97 12/31/2008 12X4226 1226301 09/30/2042 01999 5.699998800 48,054,000.0000 684,769.36 12/31/2008 12X4226 1226301 09/30/2043 01999 5.699998800 7,741,000.0000 110,309.23 12/31/2008 12X4226 1226301 09/30/2044 01999 5.699998800 6,679,000.0000 95,175.73 12/31/2008 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 954,196.52 12/31/2008 12X4226 1226301 09/30/2036 02000 5.379998400 84,800,000.0000 1,140,559.66 12/31/2008 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 756,562.28 12/31/2008 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 1,492,949.56 12/31/2008 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 1,233,364.63 12/31/2008 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 485,719.71 12/31/2008 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 349,498.15 12/31/2008 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 1,065,118.63 12/31/2008 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 203,283.24 12/31/2008 12X4226 1226301 09/30/2044 02000 5.379998400 463,000.0000 6,227.35 12/31/2008 12X4226 1226301 09/30/2037 02001 5.060001600 66,371,000.0000 839,593.42 12/31/2008 12X4226 1226301 09/30/2038 02001 5.060001600 175,000,000.0000 2,213,750.70 12/31/2008 12X4226 1226301 09/30/2039 02001 5.060001600 163,000,000.0000 2,061,950.65 12/31/2008 12X4226 1226301 09/30/2040 02001 5.060001600 87,344,600.0000 1,104,909.54 12/31/2008 12X4226 1226301 09/30/2041 02001 5.060001600 48,088,000.0000 608,313.39 12/31/2008 12X4226 1226301 09/30/2042 02001 5.060001600 58,527,000.0000 740,366.78 12/31/2008 12X4226 1226301 09/30/2043 02001 5.060001600 20,095,000.0000 254,201.83 12/31/2008 12X4226 1226301 09/30/2044 02001 5.060001600 1,373,000.0000 17,368.46 12/31/2008 12X4226 1226301 09/30/2038 02002 4.910000400 97,553,000.0000 1,197,463.17 12/31/2008 12X4226 1226301 09/30/2039 02002 4.910000400 251,000,000.0000 3,081,025.25 12/31/2008 12X4226 1226301 09/30/2040 02002 4.910000400 236,472,000.0000 2,902,694.04 12/31/2008 12X4226 1226301 09/30/2041 02002 4.910000400 101,381,000.0000 1,244,451.88 12/31/2008 12X4226 1226301 09/30/2042 02002 4.910000400 177,538,000.0000 2,179,279.13 12/31/2008 12X4226 1226301 09/30/2043 02002 4.910000400 42,528,000.0000 522,031.24 12/31/2008 12X4226 1226301 09/30/2044 02002 4.910000400 6,896,000.0000 84,648.41 12/31/2008 12X4226 1226301 09/30/2039 02003 4.860000000 83,670,000.0000 1,016,590.50 12/31/2008 12X4226 1226301 09/30/2040 02003 4.860000000 190,000,000.0000 2,308,500.00 12/31/2008 12X4226 1226301 09/30/2041 02003 4.860000000 118,980,000.0000 1,445,607.00 12/31/2008 12X4226 1226301 09/30/2042 02003 4.860000000 123,287,000.0000 1,497,937.05 12/31/2008 12X4226 1226301 09/30/2043 02003 4.860000000 97,576,000.0000 1,185,548.40 12/31/2008 12X4226 1226301 09/30/2044 02003 4.860000000 7,779,000.0000 94,514.85 12/31/2008 12X4226 1226301 09/30/2040 02004 4.849999200 127,835,000.0000 1,549,999.12 12/31/2008 12X4226 1226301 09/30/2041 02004 4.849999200 196,549,000.0000 2,383,156.23 12/31/2008 12X4226 1226301 09/30/2042 02004 4.849999200 233,961,000.0000 2,836,776.66 12/31/2008 12X4226 1226301 09/30/2043 02004 4.849999200 112,982,000.0000 1,369,906.52 12/31/2008 12X4226 1226301 09/30/2044 02004 4.849999200 16,310,000.0000 197,758.72 12/31/2008 12X4226 1226301 09/30/2040 02005 5.010001200 9,691,000.0000 121,379.80 12/31/2008 12X4226 1226301 09/30/2041 02005 5.010001200 124,246,000.0000 1,556,181.52 12/31/2008 12X4226 1226301 09/30/2042 02005 5.010001200 215,576,000.0000 2,700,090.05 12/31/2008 12X4226 1226301 09/30/2043 02005 5.010001200 176,866,000.0000 2,215,247.18 12/31/2008 12X4226 1226301 09/30/2044 02005 5.010001200 33,881,000.0000 424,359.63 12/31/2008 12X4226 1226301 09/30/2041 02006 4.979998800 33,709,000.0000 419,676.95 12/31/2008 12X4226 1226301 09/30/2042 02006 4.979998800 173,436,000.0000 2,159,277.68 12/31/2008 12X4226 1226301 09/30/2043 02006 4.979998800 290,126,000.0000 3,612,067.83 12/31/2008 12X4226 1226301 09/30/2044 02006 4.979998800 61,423,000.0000 764,716.17 12/31/2008 12X4226 1226301 09/30/2042 02007 5.230000800 42,518,000.0000 555,922.94 12/31/2008 12X4226 1226301 09/30/2043 02007 5.230000800 186,664,000.0000 2,440,632.17 12/31/2008 12X4226 1226301 09/30/2044 02007 5.230000800 60,270,000.0000 788,030.37 12/31/2008 12X4226 1226301 09/30/2043 02008 5.169999600 24,874,000.0000 321,496.43 12/31/2008 12X4226 1226301 09/30/2044 02008 5.169999600 19,500,000.0000 252,037.48 12/31/2008 12X4226 1226301 09/30/2044 02009 5.810000400 809,000.0000 11,750.73 12/31/2008 ------------------------ ---------------------- 8,288,690,600.0000 114,475,009.52 ======================== ====================== 8,288,690,600.0000 114,475,009.52 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00