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 1,695,629.10 01/31/2009 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 2,664,133.49 01/31/2009 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 1,148,333.40 01/31/2009 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 1,148.33 01/31/2009 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 124,065.94 01/31/2009 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 157,482.44 01/31/2009 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 52,088.40 01/31/2009 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 775,010.21 01/31/2009 12X4226 1226301 09/30/2030 01993 6.879999600 116,842,000.0000 2,679,576.38 01/31/2009 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 1,146,666.60 01/31/2009 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 848,533.28 01/31/2009 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 183,466.66 01/31/2009 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 343,999.98 01/31/2009 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 412,799.98 01/31/2009 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 301,573.32 01/31/2009 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 205,299.19 01/31/2009 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 153,171.72 01/31/2009 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 862,063.95 01/31/2009 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 139,893.33 01/31/2009 12X4226 1226301 09/30/2031 01994 6.710000400 102,666,000.0000 2,296,296.34 01/31/2009 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 3,355,000.20 01/31/2009 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 671,000.04 01/31/2009 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 111,833.34 01/31/2009 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 290,766.68 01/31/2009 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 206,891.68 01/31/2009 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 287,970.85 01/31/2009 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 111,050.51 01/31/2009 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 951,679.36 01/31/2009 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 172,223.34 01/31/2009 12X4226 1226301 09/30/2031 01995 6.559999200 8,751,000.0000 191,355.18 01/31/2009 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 4,373,332.80 01/31/2009 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 2,951,999.64 01/31/2009 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 481,066.61 01/31/2009 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 109,333.32 01/31/2009 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 266,773.30 01/31/2009 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 169,313.58 01/31/2009 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 159,823.45 01/31/2009 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,001,012.14 01/31/2009 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 80,906.66 01/31/2009 12X4226 1226301 09/30/2032 01996 6.289999200 45,648,000.0000 957,086.28 01/31/2009 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 3,606,266.21 01/31/2009 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 608,033.26 01/31/2009 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 482,233.27 01/31/2009 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 20,966.66 01/31/2009 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 159,346.65 01/31/2009 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 931,779.51 01/31/2009 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 108,796.02 01/31/2009 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 639,483.25 01/31/2009 12X4226 1226301 09/30/2043 01996 6.289999200 3,652,000.0000 76,570.26 01/31/2009 12X4226 1226301 09/30/2033 01997 5.960001600 27,224,000.0000 540,850.28 01/31/2009 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 4,585,227.90 01/31/2009 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 1,350,933.70 01/31/2009 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 238,400.06 01/31/2009 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 282,106.74 01/31/2009 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 2,702,562.73 01/31/2009 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 97,604.96 01/31/2009 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 943,349.05 01/31/2009 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 101,320.03 01/31/2009 12X4226 1226301 09/30/2044 01997 5.960001600 1,762,000.0000 35,005.08 01/31/2009 12X4226 1226301 09/30/2022 01998 5.810000400 3,501,000.0000 67,802.70 01/31/2009 12X4226 1226301 09/30/2034 01998 5.810000400 42,600,000.0000 825,020.06 01/31/2009 12X4226 1226301 09/30/2036 01998 5.810000400 128,000,000.0000 2,478,933.50 01/31/2009 12X4226 1226301 09/30/2037 01998 5.810000400 18,750,000.0000 363,125.03 01/31/2009 12X4226 1226301 09/30/2038 01998 5.810000400 28,000,000.0000 542,266.70 01/31/2009 12X4226 1226301 09/30/2039 01998 5.810000400 25,500,000.0000 493,850.03 01/31/2009 12X4226 1226301 09/30/2040 01998 5.810000400 229,789,000.0000 4,450,247.27 01/31/2009 12X4226 1226301 09/30/2041 01998 5.810000400 10,475,000.0000 202,865.85 01/31/2009 12X4226 1226301 09/30/2042 01998 5.810000400 42,229,000.0000 817,835.02 01/31/2009 12X4226 1226301 09/30/2043 01998 5.810000400 19,113,000.0000 370,155.13 01/31/2009 12X4226 1226301 09/30/2044 01998 5.810000400 1,175,000.0000 22,755.83 01/31/2009 12X4226 1226301 09/30/2022 01999 5.699998800 38,976,000.0000 740,543.84 01/31/2009 12X4226 1226301 09/30/2036 01999 5.699998800 187,000,000.0000 3,552,999.25 01/31/2009 12X4226 1226301 09/30/2037 01999 5.699998800 31,250,000.0000 593,749.88 01/31/2009 12X4226 1226301 09/30/2038 01999 5.699998800 58,000,000.0000 1,101,999.77 01/31/2009 12X4226 1226301 09/30/2039 01999 5.699998800 44,200,000.0000 839,799.82 01/31/2009 12X4226 1226301 09/30/2040 01999 5.699998800 100,117,000.0000 1,902,222.60 01/31/2009 12X4226 1226301 09/30/2041 01999 5.699998800 9,980,000.0000 189,619.96 01/31/2009 12X4226 1226301 09/30/2042 01999 5.699998800 48,054,000.0000 913,025.81 01/31/2009 12X4226 1226301 09/30/2043 01999 5.699998800 7,741,000.0000 147,078.97 01/31/2009 12X4226 1226301 09/30/2044 01999 5.699998800 6,679,000.0000 126,900.97 01/31/2009 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 1,272,262.02 01/31/2009 12X4226 1226301 09/30/2036 02000 5.379998400 84,800,000.0000 1,520,746.21 01/31/2009 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 1,008,749.70 01/31/2009 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 1,990,599.41 01/31/2009 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 1,644,486.18 01/31/2009 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 647,626.27 01/31/2009 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 465,997.53 01/31/2009 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 1,420,158.18 01/31/2009 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 271,044.32 01/31/2009 12X4226 1226301 09/30/2044 02000 5.379998400 527,000.0000 9,450.86 01/31/2009 12X4226 1226301 09/30/2037 02001 5.060001600 66,371,000.0000 1,119,457.89 01/31/2009 12X4226 1226301 09/30/2038 02001 5.060001600 175,000,000.0000 2,951,667.60 01/31/2009 12X4226 1226301 09/30/2039 02001 5.060001600 163,000,000.0000 2,749,267.54 01/31/2009 12X4226 1226301 09/30/2040 02001 5.060001600 87,344,600.0000 1,473,212.72 01/31/2009 12X4226 1226301 09/30/2041 02001 5.060001600 48,088,000.0000 811,084.52 01/31/2009 12X4226 1226301 09/30/2042 02001 5.060001600 58,527,000.0000 987,155.71 01/31/2009 12X4226 1226301 09/30/2043 02001 5.060001600 20,095,000.0000 338,935.77 01/31/2009 12X4226 1226301 09/30/2044 02001 5.060001600 1,653,000.0000 27,880.61 01/31/2009 12X4226 1226301 09/30/2038 02002 4.910000400 97,553,000.0000 1,596,617.56 01/31/2009 12X4226 1226301 09/30/2039 02002 4.910000400 251,000,000.0000 4,108,033.67 01/31/2009 12X4226 1226301 09/30/2040 02002 4.910000400 236,472,000.0000 3,870,258.72 01/31/2009 12X4226 1226301 09/30/2041 02002 4.910000400 101,381,000.0000 1,659,269.17 01/31/2009 12X4226 1226301 09/30/2042 02002 4.910000400 177,538,000.0000 2,905,705.50 01/31/2009 12X4226 1226301 09/30/2043 02002 4.910000400 42,528,000.0000 696,041.66 01/31/2009 12X4226 1226301 09/30/2044 02002 4.910000400 7,450,000.0000 121,931.68 01/31/2009 12X4226 1226301 09/30/2039 02003 4.860000000 83,670,000.0000 1,355,454.00 01/31/2009 12X4226 1226301 09/30/2040 02003 4.860000000 190,000,000.0000 3,078,000.00 01/31/2009 12X4226 1226301 09/30/2041 02003 4.860000000 118,980,000.0000 1,927,476.00 01/31/2009 12X4226 1226301 09/30/2042 02003 4.860000000 123,287,000.0000 1,997,249.40 01/31/2009 12X4226 1226301 09/30/2043 02003 4.860000000 97,576,000.0000 1,580,731.20 01/31/2009 12X4226 1226301 09/30/2044 02003 4.860000000 8,615,000.0000 139,563.00 01/31/2009 12X4226 1226301 09/30/2040 02004 4.849999200 127,835,000.0000 2,066,665.49 01/31/2009 12X4226 1226301 09/30/2041 02004 4.849999200 196,549,000.0000 3,177,541.64 01/31/2009 12X4226 1226301 09/30/2042 02004 4.849999200 233,961,000.0000 3,782,368.88 01/31/2009 12X4226 1226301 09/30/2043 02004 4.849999200 112,982,000.0000 1,826,542.03 01/31/2009 12X4226 1226301 09/30/2044 02004 4.849999200 19,916,000.0000 321,975.28 01/31/2009 12X4226 1226301 09/30/2040 02005 5.010001200 9,691,000.0000 161,839.74 01/31/2009 12X4226 1226301 09/30/2041 02005 5.010001200 124,246,000.0000 2,074,908.70 01/31/2009 12X4226 1226301 09/30/2042 02005 5.010001200 215,576,000.0000 3,600,120.06 01/31/2009 12X4226 1226301 09/30/2043 02005 5.010001200 176,866,000.0000 2,953,662.91 01/31/2009 12X4226 1226301 09/30/2044 02005 5.010001200 38,954,000.0000 650,531.96 01/31/2009 12X4226 1226301 09/30/2041 02006 4.979998800 33,709,000.0000 559,569.27 01/31/2009 12X4226 1226301 09/30/2042 02006 4.979998800 173,436,000.0000 2,879,036.91 01/31/2009 12X4226 1226301 09/30/2043 02006 4.979998800 290,126,000.0000 4,816,090.44 01/31/2009 12X4226 1226301 09/30/2044 02006 4.979998800 76,974,000.0000 1,277,768.09 01/31/2009 12X4226 1226301 09/30/2042 02007 5.230000800 42,518,000.0000 741,230.58 01/31/2009 12X4226 1226301 09/30/2043 02007 5.230000800 186,664,000.0000 3,254,176.23 01/31/2009 12X4226 1226301 09/30/2044 02007 5.230000800 76,304,000.0000 1,330,233.27 01/31/2009 12X4226 1226301 09/30/2043 02008 5.169999600 24,874,000.0000 428,661.90 01/31/2009 12X4226 1226301 09/30/2044 02008 5.169999600 27,144,000.0000 467,781.56 01/31/2009 12X4226 1226301 09/30/2044 02009 5.810000400 1,844,000.0000 35,712.14 01/31/2009 ------------------------ ---------------------- 8,339,549,600.0000 153,497,816.29 ======================== ====================== 8,339,549,600.0000 153,497,816.29 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00