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 39,830,000.0000 2,515,596.56 08/31/2009 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 7,326,367.09 08/31/2009 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 3,157,916.85 08/31/2009 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 3,157.92 08/31/2009 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 341,181.34 08/31/2009 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 433,076.72 08/31/2009 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 143,243.11 08/31/2009 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 2,131,278.08 08/31/2009 12X4226 1226301 09/30/2030 01993 6.879999600 91,992,000.0000 5,801,628.46 08/31/2009 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 3,153,333.15 08/31/2009 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 2,333,466.53 08/31/2009 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 504,533.30 08/31/2009 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 945,999.95 08/31/2009 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 1,135,199.93 08/31/2009 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 829,326.62 08/31/2009 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 564,572.77 08/31/2009 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 421,222.24 08/31/2009 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 2,370,675.86 08/31/2009 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 384,706.64 08/31/2009 12X4226 1226301 09/30/2031 01994 6.710000400 78,016,000.0000 4,798,634.42 08/31/2009 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 9,226,250.55 08/31/2009 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,845,250.11 08/31/2009 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 307,541.69 08/31/2009 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 799,608.38 08/31/2009 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 568,952.12 08/31/2009 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 791,919.84 08/31/2009 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 305,388.89 08/31/2009 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,617,118.23 08/31/2009 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 473,614.19 08/31/2009 12X4226 1226301 09/30/2032 01995 6.559999200 171,401,000.0000 10,306,912.21 08/31/2009 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 8,117,999.01 08/31/2009 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,322,933.17 08/31/2009 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 300,666.63 08/31/2009 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 733,626.58 08/31/2009 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 465,612.34 08/31/2009 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 439,514.48 08/31/2009 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,752,783.40 08/31/2009 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 222,493.31 08/31/2009 12X4226 1226301 09/30/2032 01996 6.289999200 34,148,000.0000 1,968,916.52 08/31/2009 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 9,917,232.07 08/31/2009 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 1,672,091.45 08/31/2009 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 1,326,141.50 08/31/2009 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 57,658.33 08/31/2009 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 438,203.28 08/31/2009 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 2,562,393.67 08/31/2009 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 299,189.05 08/31/2009 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 1,758,578.94 08/31/2009 12X4226 1226301 09/30/2043 01996 6.289999200 3,652,000.0000 210,568.21 08/31/2009 12X4226 1226301 09/30/2033 01997 5.960001600 3,424,000.0000 187,064.58 08/31/2009 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 12,609,376.72 08/31/2009 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 3,715,067.66 08/31/2009 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 655,600.18 08/31/2009 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 775,793.54 08/31/2009 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 7,432,047.50 08/31/2009 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 268,413.64 08/31/2009 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 2,594,209.90 08/31/2009 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 278,630.07 08/31/2009 12X4226 1226301 09/30/2044 01997 5.960001600 2,087,000.0000 114,019.80 08/31/2009 12X4226 1226301 09/30/2022 01998 5.810000400 3,501,000.0000 186,457.44 08/31/2009 12X4226 1226301 09/30/2034 01998 5.810000400 32,650,000.0000 1,738,884.70 08/31/2009 12X4226 1226301 09/30/2036 01998 5.810000400 128,000,000.0000 6,817,067.14 08/31/2009 12X4226 1226301 09/30/2037 01998 5.810000400 18,750,000.0000 998,593.82 08/31/2009 12X4226 1226301 09/30/2038 01998 5.810000400 28,000,000.0000 1,491,233.44 08/31/2009 12X4226 1226301 09/30/2039 01998 5.810000400 25,500,000.0000 1,358,087.59 08/31/2009 12X4226 1226301 09/30/2040 01998 5.810000400 229,789,000.0000 12,238,180.00 08/31/2009 12X4226 1226301 09/30/2041 01998 5.810000400 10,475,000.0000 557,881.08 08/31/2009 12X4226 1226301 09/30/2042 01998 5.810000400 42,229,000.0000 2,249,046.31 08/31/2009 12X4226 1226301 09/30/2043 01998 5.810000400 19,113,000.0000 1,017,926.60 08/31/2009 12X4226 1226301 09/30/2044 01998 5.810000400 3,659,000.0000 194,872.26 08/31/2009 12X4226 1226301 09/30/2022 01999 5.699998800 38,976,000.0000 2,036,495.57 08/31/2009 12X4226 1226301 09/30/2036 01999 5.699998800 187,000,000.0000 9,770,747.94 08/31/2009 12X4226 1226301 09/30/2037 01999 5.699998800 31,250,000.0000 1,632,812.16 08/31/2009 12X4226 1226301 09/30/2038 01999 5.699998800 58,000,000.0000 3,030,499.36 08/31/2009 12X4226 1226301 09/30/2039 01999 5.699998800 44,200,000.0000 2,309,449.51 08/31/2009 12X4226 1226301 09/30/2040 01999 5.699998800 85,117,000.0000 4,447,362.31 08/31/2009 12X4226 1226301 09/30/2041 01999 5.699998800 9,980,000.0000 521,454.89 08/31/2009 12X4226 1226301 09/30/2042 01999 5.699998800 48,054,000.0000 2,510,820.97 08/31/2009 12X4226 1226301 09/30/2043 01999 5.699998800 7,741,000.0000 404,467.16 08/31/2009 12X4226 1226301 09/30/2044 01999 5.699998800 11,319,000.0000 591,417.63 08/31/2009 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 3,498,720.56 08/31/2009 12X4226 1226301 09/30/2036 02000 5.379998400 68,800,000.0000 3,392,985.66 08/31/2009 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 2,774,061.68 08/31/2009 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 5,474,148.37 08/31/2009 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 4,522,336.99 08/31/2009 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 1,780,972.25 08/31/2009 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 1,281,493.20 08/31/2009 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 3,905,434.99 08/31/2009 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 745,371.88 08/31/2009 12X4226 1226301 09/30/2044 02000 5.379998400 706,000.0000 34,817.56 08/31/2009 12X4226 1226301 09/30/2037 02001 5.060001600 48,371,000.0000 2,243,608.93 08/31/2009 12X4226 1226301 09/30/2038 02001 5.060001600 175,000,000.0000 8,117,085.90 08/31/2009 12X4226 1226301 09/30/2039 02001 5.060001600 163,000,000.0000 7,560,485.72 08/31/2009 12X4226 1226301 09/30/2040 02001 5.060001600 87,344,600.0000 4,051,334.98 08/31/2009 12X4226 1226301 09/30/2041 02001 5.060001600 48,088,000.0000 2,230,482.44 08/31/2009 12X4226 1226301 09/30/2042 02001 5.060001600 58,527,000.0000 2,714,678.21 08/31/2009 12X4226 1226301 09/30/2043 02001 5.060001600 20,095,000.0000 932,073.38 08/31/2009 12X4226 1226301 09/30/2044 02001 5.060001600 3,679,000.0000 170,644.34 08/31/2009 12X4226 1226301 09/30/2038 02002 4.910000400 72,553,000.0000 3,265,489.87 08/31/2009 12X4226 1226301 09/30/2039 02002 4.910000400 251,000,000.0000 11,297,092.59 08/31/2009 12X4226 1226301 09/30/2040 02002 4.910000400 236,472,000.0000 10,643,211.47 08/31/2009 12X4226 1226301 09/30/2041 02002 4.910000400 101,381,000.0000 4,562,990.21 08/31/2009 12X4226 1226301 09/30/2042 02002 4.910000400 177,538,000.0000 7,990,690.13 08/31/2009 12X4226 1226301 09/30/2043 02002 4.910000400 42,528,000.0000 1,914,114.56 08/31/2009 12X4226 1226301 09/30/2044 02002 4.910000400 26,118,000.0000 1,175,527.75 08/31/2009 12X4226 1226301 09/30/2039 02003 4.860000000 73,670,000.0000 3,281,998.50 08/31/2009 12X4226 1226301 09/30/2040 02003 4.860000000 190,000,000.0000 8,464,500.00 08/31/2009 12X4226 1226301 09/30/2041 02003 4.860000000 118,980,000.0000 5,300,559.00 08/31/2009 12X4226 1226301 09/30/2042 02003 4.860000000 123,287,000.0000 5,492,435.85 08/31/2009 12X4226 1226301 09/30/2043 02003 4.860000000 97,576,000.0000 4,347,010.80 08/31/2009 12X4226 1226301 09/30/2044 02003 4.860000000 17,934,000.0000 798,959.70 08/31/2009 12X4226 1226301 09/30/2040 02004 4.849999200 106,835,000.0000 4,749,705.26 08/31/2009 12X4226 1226301 09/30/2041 02004 4.849999200 196,549,000.0000 8,738,239.52 08/31/2009 12X4226 1226301 09/30/2042 02004 4.849999200 233,961,000.0000 10,401,514.41 08/31/2009 12X4226 1226301 09/30/2043 02004 4.849999200 112,982,000.0000 5,022,990.59 08/31/2009 12X4226 1226301 09/30/2044 02004 4.849999200 53,536,000.0000 2,380,120.94 08/31/2009 12X4226 1226301 09/30/2041 02005 5.010001200 120,937,000.0000 5,554,033.06 08/31/2009 12X4226 1226301 09/30/2042 02005 5.010001200 215,576,000.0000 9,900,330.17 08/31/2009 12X4226 1226301 09/30/2043 02005 5.010001200 176,866,000.0000 8,122,573.00 08/31/2009 12X4226 1226301 09/30/2044 02005 5.010001200 95,770,000.0000 4,398,238.30 08/31/2009 12X4226 1226301 09/30/2041 02006 4.979998800 25,709,000.0000 1,173,615.57 08/31/2009 12X4226 1226301 09/30/2042 02006 4.979998800 173,436,000.0000 7,917,351.49 08/31/2009 12X4226 1226301 09/30/2043 02006 4.979998800 290,126,000.0000 13,244,248.71 08/31/2009 12X4226 1226301 09/30/2044 02006 4.979998800 182,138,000.0000 8,314,597.70 08/31/2009 12X4226 1226301 09/30/2042 02007 5.230000800 41,529,000.0000 1,990,969.78 08/31/2009 12X4226 1226301 09/30/2043 02007 5.230000800 186,664,000.0000 8,948,984.64 08/31/2009 12X4226 1226301 09/30/2044 02007 5.230000800 213,809,000.0000 10,250,361.38 08/31/2009 12X4226 1226301 09/30/2043 02008 5.169999600 24,874,000.0000 1,178,820.23 08/31/2009 12X4226 1226301 09/30/2044 02008 5.169999600 120,755,000.0000 5,722,780.27 08/31/2009 12X4226 1226301 09/30/2044 02009 5.810000400 64,444,000.0000 3,432,180.27 08/31/2009 ------------------------ ---------------------- 8,573,417,600.0000 431,245,229.92 ======================== ====================== 8,573,417,600.0000 431,245,229.92 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2029 01992 08/31/2009 INT + 0.0000 1,171,300.06 476462 1226301 09/30/2030 01993 08/31/2009 INT + 0.0000 854,839.95 476464 1226301 09/30/2031 01994 08/31/2009 INT + 0.0000 827,007.54 476466 1226301 09/30/2031 01995 08/31/2009 INT + 0.0000 287,032.76 476468 1226301 09/30/2032 01995 08/31/2009 INT + 0.0000 938,047.08 476470 1226301 09/30/2032 01996 08/31/2009 INT + 0.0000 361,674.95 476472 1226301 09/30/2033 01997 08/31/2009 INT + 0.0000 709,240.19 476474 1226301 09/30/2034 01998 08/31/2009 INT + 0.0000 289,047.51 476476 1226301 09/30/2036 02000 08/31/2009 INT + 0.0000 430,399.87 476480 1226301 09/30/2037 02001 08/31/2009 INT + 0.0000 455,400.14 476482 1226301 09/30/2038 02002 08/31/2009 INT + 0.0000 613,750.05 476484 1226301 09/30/2039 02003 08/31/2009 INT + 0.0000 243,000.00 476486 1226301 09/30/2040 01999 08/31/2009 INT + 0.0000 427,499.91 476478 1226301 09/30/2040 02004 08/31/2009 INT + 0.0000 509,249.91 476488 1226301 09/30/2040 02005 08/31/2009 INT + 0.0000 242,759.60 476490 1226301 09/30/2041 02005 08/31/2009 INT + 0.0000 82,890.46 476492 1226301 09/30/2041 02006 08/31/2009 INT + 0.0000 199,199.95 476494 1226301 09/30/2042 02007 06/25/2009 INT + 0.0000 25,862.35 476449 ------------------------ ---------------------- 0.0000 8,668,202.28 ======================== ====================== 0.0000 8,668,202.28