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 423,907.27 10/31/2008 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 666,033.37 10/31/2008 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 287,083.35 10/31/2008 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 287.08 10/31/2008 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 31,016.49 10/31/2008 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 39,370.61 10/31/2008 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 13,022.10 10/31/2008 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 193,752.55 10/31/2008 12X4226 1226301 09/30/2030 01993 6.879999600 116,842,000.0000 669,894.09 10/31/2008 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 286,666.65 10/31/2008 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 212,133.32 10/31/2008 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 45,866.66 10/31/2008 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 86,000.00 10/31/2008 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 103,199.99 10/31/2008 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 75,393.33 10/31/2008 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 51,324.80 10/31/2008 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 38,292.93 10/31/2008 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 215,515.99 10/31/2008 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 34,973.33 10/31/2008 12X4226 1226301 09/30/2031 01994 6.710000400 102,666,000.0000 574,074.08 10/31/2008 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 838,750.05 10/31/2008 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 167,750.01 10/31/2008 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 27,958.34 10/31/2008 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 72,691.67 10/31/2008 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 51,722.92 10/31/2008 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 71,992.71 10/31/2008 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 27,762.63 10/31/2008 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 237,919.84 10/31/2008 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 43,055.84 10/31/2008 12X4226 1226301 09/30/2031 01995 6.559999200 8,751,000.0000 47,838.79 10/31/2008 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 1,093,333.20 10/31/2008 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 737,999.91 10/31/2008 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 120,266.65 10/31/2008 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 27,333.33 10/31/2008 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 66,693.33 10/31/2008 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 42,328.39 10/31/2008 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 39,955.86 10/31/2008 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 250,253.04 10/31/2008 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 20,226.66 10/31/2008 12X4226 1226301 09/30/2032 01996 6.289999200 45,648,000.0000 239,271.57 10/31/2008 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 901,566.55 10/31/2008 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 152,008.31 10/31/2008 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 120,558.32 10/31/2008 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 5,241.67 10/31/2008 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 39,836.66 10/31/2008 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 232,944.88 10/31/2008 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 27,199.00 10/31/2008 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 159,870.81 10/31/2008 12X4226 1226301 09/30/2043 01996 6.289999200 3,652,000.0000 19,142.56 10/31/2008 12X4226 1226301 09/30/2033 01997 5.960001600 27,224,000.0000 135,212.57 10/31/2008 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 1,146,306.97 10/31/2008 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 337,733.42 10/31/2008 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 59,600.02 10/31/2008 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 70,526.69 10/31/2008 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 675,640.68 10/31/2008 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 24,401.24 10/31/2008 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 235,837.26 10/31/2008 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 25,330.01 10/31/2008 12X4226 1226301 09/30/2022 01998 5.810000400 3,501,000.0000 16,950.68 10/31/2008 12X4226 1226301 09/30/2034 01998 5.810000400 42,600,000.0000 206,255.01 10/31/2008 12X4226 1226301 09/30/2036 01998 5.810000400 128,000,000.0000 619,733.38 10/31/2008 12X4226 1226301 09/30/2037 01998 5.810000400 18,750,000.0000 90,781.26 10/31/2008 12X4226 1226301 09/30/2038 01998 5.810000400 28,000,000.0000 135,566.68 10/31/2008 12X4226 1226301 09/30/2039 01998 5.810000400 25,500,000.0000 123,462.51 10/31/2008 12X4226 1226301 09/30/2040 01998 5.810000400 229,789,000.0000 1,112,561.82 10/31/2008 12X4226 1226301 09/30/2041 01998 5.810000400 10,475,000.0000 50,716.46 10/31/2008 12X4226 1226301 09/30/2042 01998 5.810000400 42,229,000.0000 204,458.76 10/31/2008 12X4226 1226301 09/30/2043 01998 5.810000400 19,113,000.0000 92,538.78 10/31/2008 12X4226 1226301 09/30/2044 01998 5.810000400 709,000.0000 3,432.74 10/31/2008 12X4226 1226301 09/30/2022 01999 5.699998800 38,976,000.0000 185,135.96 10/31/2008 12X4226 1226301 09/30/2036 01999 5.699998800 187,000,000.0000 888,249.81 10/31/2008 12X4226 1226301 09/30/2037 01999 5.699998800 31,250,000.0000 148,437.47 10/31/2008 12X4226 1226301 09/30/2038 01999 5.699998800 58,000,000.0000 275,499.94 10/31/2008 12X4226 1226301 09/30/2039 01999 5.699998800 44,200,000.0000 209,949.96 10/31/2008 12X4226 1226301 09/30/2040 01999 5.699998800 100,117,000.0000 475,555.65 10/31/2008 12X4226 1226301 09/30/2041 01999 5.699998800 9,980,000.0000 47,404.99 10/31/2008 12X4226 1226301 09/30/2042 01999 5.699998800 48,054,000.0000 228,256.45 10/31/2008 12X4226 1226301 09/30/2043 01999 5.699998800 7,741,000.0000 36,769.74 10/31/2008 12X4226 1226301 09/30/2044 01999 5.699998800 6,679,000.0000 31,725.24 10/31/2008 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 318,065.51 10/31/2008 12X4226 1226301 09/30/2036 02000 5.379998400 84,800,000.0000 380,186.55 10/31/2008 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 252,187.43 10/31/2008 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 497,649.85 10/31/2008 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 411,121.54 10/31/2008 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 161,906.57 10/31/2008 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 116,499.38 10/31/2008 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 355,039.54 10/31/2008 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 67,761.08 10/31/2008 12X4226 1226301 09/30/2044 02000 5.379998400 403,000.0000 1,806.78 10/31/2008 12X4226 1226301 09/30/2037 02001 5.060001600 66,371,000.0000 279,864.47 10/31/2008 12X4226 1226301 09/30/2038 02001 5.060001600 175,000,000.0000 737,916.90 10/31/2008 12X4226 1226301 09/30/2039 02001 5.060001600 163,000,000.0000 687,316.88 10/31/2008 12X4226 1226301 09/30/2040 02001 5.060001600 87,344,600.0000 368,303.18 10/31/2008 12X4226 1226301 09/30/2041 02001 5.060001600 48,088,000.0000 202,771.13 10/31/2008 12X4226 1226301 09/30/2042 02001 5.060001600 58,527,000.0000 246,788.93 10/31/2008 12X4226 1226301 09/30/2043 02001 5.060001600 20,095,000.0000 84,733.94 10/31/2008 12X4226 1226301 09/30/2044 02001 5.060001600 70,000.0000 295.17 10/31/2008 12X4226 1226301 09/30/2038 02002 4.910000400 97,553,000.0000 399,154.39 10/31/2008 12X4226 1226301 09/30/2039 02002 4.910000400 251,000,000.0000 1,027,008.42 10/31/2008 12X4226 1226301 09/30/2040 02002 4.910000400 236,472,000.0000 967,564.68 10/31/2008 12X4226 1226301 09/30/2041 02002 4.910000400 101,381,000.0000 414,817.29 10/31/2008 12X4226 1226301 09/30/2042 02002 4.910000400 177,538,000.0000 726,426.38 10/31/2008 12X4226 1226301 09/30/2043 02002 4.910000400 42,528,000.0000 174,010.41 10/31/2008 12X4226 1226301 09/30/2044 02002 4.910000400 3,524,000.0000 14,419.03 10/31/2008 12X4226 1226301 09/30/2039 02003 4.860000000 83,670,000.0000 338,863.50 10/31/2008 12X4226 1226301 09/30/2040 02003 4.860000000 190,000,000.0000 769,500.00 10/31/2008 12X4226 1226301 09/30/2041 02003 4.860000000 118,980,000.0000 481,869.00 10/31/2008 12X4226 1226301 09/30/2042 02003 4.860000000 123,287,000.0000 499,312.35 10/31/2008 12X4226 1226301 09/30/2043 02003 4.860000000 97,576,000.0000 395,182.80 10/31/2008 12X4226 1226301 09/30/2044 02003 4.860000000 334,000.0000 1,352.70 10/31/2008 12X4226 1226301 09/30/2040 02004 4.849999200 127,835,000.0000 516,666.37 10/31/2008 12X4226 1226301 09/30/2041 02004 4.849999200 196,549,000.0000 794,385.41 10/31/2008 12X4226 1226301 09/30/2042 02004 4.849999200 233,961,000.0000 945,592.22 10/31/2008 12X4226 1226301 09/30/2043 02004 4.849999200 112,982,000.0000 456,635.51 10/31/2008 12X4226 1226301 09/30/2044 02004 4.849999200 8,394,000.0000 33,925.74 10/31/2008 12X4226 1226301 09/30/2040 02005 5.010001200 9,691,000.0000 40,459.93 10/31/2008 12X4226 1226301 09/30/2041 02005 5.010001200 124,246,000.0000 518,727.17 10/31/2008 12X4226 1226301 09/30/2042 02005 5.010001200 215,576,000.0000 900,030.02 10/31/2008 12X4226 1226301 09/30/2043 02005 5.010001200 176,866,000.0000 738,415.73 10/31/2008 12X4226 1226301 09/30/2044 02005 5.010001200 17,829,000.0000 74,436.09 10/31/2008 12X4226 1226301 09/30/2041 02006 4.979998800 33,709,000.0000 139,892.32 10/31/2008 12X4226 1226301 09/30/2042 02006 4.979998800 173,436,000.0000 719,759.23 10/31/2008 12X4226 1226301 09/30/2043 02006 4.979998800 290,126,000.0000 1,204,022.61 10/31/2008 12X4226 1226301 09/30/2044 02006 4.979998800 35,737,000.0000 148,308.51 10/31/2008 12X4226 1226301 09/30/2042 02007 5.230000800 42,518,000.0000 185,307.65 10/31/2008 12X4226 1226301 09/30/2043 02007 5.230000800 186,664,000.0000 813,544.06 10/31/2008 12X4226 1226301 09/30/2044 02007 5.230000800 21,156,000.0000 92,204.91 10/31/2008 12X4226 1226301 09/30/2043 02008 5.169999600 24,874,000.0000 107,165.48 10/31/2008 12X4226 1226301 09/30/2044 02008 5.169999600 9,224,000.0000 39,740.06 10/31/2008 ------------------------ ---------------------- 8,174,611,600.0000 37,674,228.44 ======================== ====================== 8,174,611,600.0000 37,674,228.44 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00