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 8,775,000.0000 251,915.64 02/28/2009 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 287,083.35 02/28/2009 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 15,215.42 02/28/2009 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 49,636.71 02/28/2009 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 20,095.83 02/28/2009 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 68,900.00 02/28/2009 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 15,071.88 02/28/2009 12X4225 1225303 09/30/2036 01993 6.969999600 23,471,000.0000 681,636.92 02/28/2009 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 116,166.66 02/28/2009 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 34,850.00 02/28/2009 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 30,084.26 02/28/2009 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,829.62 02/28/2009 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 106,582.91 02/28/2009 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 29,622.50 02/28/2009 12X4225 1225303 09/30/2035 01994 6.969999600 26,507,000.0000 769,807.41 02/28/2009 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 726,041.63 02/28/2009 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 72,604.16 02/28/2009 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,713.46 02/28/2009 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 80,590.62 02/28/2009 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 145,208.33 02/28/2009 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 34,850.00 02/28/2009 12X4225 1225303 09/30/2037 01995 6.609999600 43,585,000.0000 1,200,403.47 02/28/2009 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 454,437.47 02/28/2009 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 27,541.67 02/28/2009 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 55,083.33 02/28/2009 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 55,083.33 02/28/2009 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 58,002.75 02/28/2009 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 36,630.41 02/28/2009 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 57,148.95 02/28/2009 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 203,229.95 02/28/2009 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 52,466.87 02/28/2009 12X4225 1225303 09/30/2038 01996 6.369998400 64,539,000.0000 1,712,972.19 02/28/2009 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 212,333.28 02/28/2009 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 79,624.98 02/28/2009 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 53,083.32 02/28/2009 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 29,195.83 02/28/2009 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 93,559.35 02/28/2009 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 74,154.74 02/28/2009 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 117,765.35 02/28/2009 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 197,761.91 02/28/2009 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 45,120.82 02/28/2009 12X4225 1225303 09/30/2038 01997 6.009998400 11,367,000.0000 284,648.55 02/28/2009 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 926,541.42 02/28/2009 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 200,333.28 02/28/2009 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 150,249.96 02/28/2009 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 25,041.66 02/28/2009 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 25,592.58 02/28/2009 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,273.87 02/28/2009 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 24,290.41 02/28/2009 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 115,191.64 02/28/2009 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 22,537.49 02/28/2009 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 6,783.33 02/28/2009 12X4225 1225303 09/30/2039 01998 5.919998400 24,820,000.0000 612,226.50 02/28/2009 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 986,666.40 02/28/2009 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 616,666.50 02/28/2009 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 246,666.60 02/28/2009 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 14,800.00 02/28/2009 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 53,218.32 02/28/2009 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 92,401.31 02/28/2009 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 197,333.28 02/28/2009 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 12,333.33 02/28/2009 12X4225 1225303 09/30/2040 01999 5.900000400 18,260,000.0000 448,891.70 02/28/2009 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 1,007,916.74 02/28/2009 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 393,333.36 02/28/2009 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 196,666.68 02/28/2009 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 73,750.01 02/28/2009 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 49,166.67 02/28/2009 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 17,577.08 02/28/2009 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 174,541.68 02/28/2009 12X4225 1225303 09/30/2048 01999 5.900000400 78,000.0000 1,917.50 02/28/2009 12X4225 1225303 09/30/2041 02000 5.659999200 24,227,000.0000 571,353.34 02/28/2009 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 1,403,208.14 02/28/2009 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 367,899.95 02/28/2009 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 106,124.99 02/28/2009 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 58,958.33 02/28/2009 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 95,418.15 02/28/2009 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 169,799.98 02/28/2009 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 89,616.65 02/28/2009 12X4225 1225303 09/30/2049 02000 5.659999200 58,000.0000 1,367.83 02/28/2009 12X4225 1225303 09/30/2037 02001 4.979998800 4,129,000.0000 85,676.73 02/28/2009 12X4225 1225303 09/30/2042 02001 4.979998800 43,783,000.0000 908,497.03 02/28/2009 12X4225 1225303 09/30/2043 02001 4.979998800 72,000,000.0000 1,493,999.64 02/28/2009 12X4225 1225303 09/30/2044 02001 4.979998800 46,000,000.0000 954,499.77 02/28/2009 12X4225 1225303 09/30/2045 02001 4.979998800 29,140,000.0000 604,654.85 02/28/2009 12X4225 1225303 09/30/2046 02001 4.979998800 13,195,000.0000 273,796.18 02/28/2009 12X4225 1225303 09/30/2047 02001 4.979998800 10,761,000.0000 223,290.70 02/28/2009 12X4225 1225303 09/30/2048 02001 4.979998800 607,000.0000 12,595.25 02/28/2009 12X4225 1225303 09/30/2049 02001 4.979998800 46,000.0000 954.50 02/28/2009 12X4225 1225303 09/30/2037 02002 4.830001200 5,803,000.0000 116,785.40 02/28/2009 12X4225 1225303 09/30/2043 02002 4.830001200 62,693,000.0000 1,261,696.94 02/28/2009 12X4225 1225303 09/30/2044 02002 4.830001200 82,000,000.0000 1,650,250.41 02/28/2009 12X4225 1225303 09/30/2045 02002 4.830001200 58,500,000.0000 1,177,312.79 02/28/2009 12X4225 1225303 09/30/2046 02002 4.830001200 55,382,000.0000 1,114,563.03 02/28/2009 12X4225 1225303 09/30/2047 02002 4.830001200 21,583,000.0000 434,357.98 02/28/2009 12X4225 1225303 09/30/2048 02002 4.830001200 13,785,000.0000 277,423.19 02/28/2009 12X4225 1225303 09/30/2049 02002 4.830001200 2,199,000.0000 44,254.89 02/28/2009 12X4225 1225303 09/30/2037 02003 4.820000400 2,001,000.0000 40,186.75 02/28/2009 12X4225 1225303 09/30/2044 02003 4.820000400 49,226,000.0000 988,622.25 02/28/2009 12X4225 1225303 09/30/2045 02003 4.820000400 71,647,000.0000 1,438,910.70 02/28/2009 12X4225 1225303 09/30/2046 02003 4.820000400 40,725,000.0000 817,893.82 02/28/2009 12X4225 1225303 09/30/2047 02003 4.820000400 23,052,000.0000 462,961.04 02/28/2009 12X4225 1225303 09/30/2048 02003 4.820000400 8,111,000.0000 162,895.93 02/28/2009 12X4225 1225303 09/30/2049 02003 4.820000400 228,000.0000 4,579.00 02/28/2009 12X4225 1225303 09/30/2037 02004 4.770000000 20,508,000.0000 407,596.50 02/28/2009 12X4225 1225303 09/30/2045 02004 4.770000000 97,415,000.0000 1,936,123.13 02/28/2009 12X4225 1225303 09/30/2046 02004 4.770000000 128,384,000.0000 2,551,632.00 02/28/2009 12X4225 1225303 09/30/2047 02004 4.770000000 69,539,000.0000 1,382,087.63 02/28/2009 12X4225 1225303 09/30/2048 02004 4.770000000 62,273,000.0000 1,237,675.88 02/28/2009 12X4225 1225303 09/30/2049 02004 4.770000000 15,281,000.0000 303,709.88 02/28/2009 12X4225 1225303 09/30/2037 02005 4.970001600 53,926,000.0000 1,116,717.94 02/28/2009 12X4225 1225303 09/30/2045 02005 4.970001600 25,402,500.0000 526,043.61 02/28/2009 12X4225 1225303 09/30/2046 02005 4.970001600 133,563,000.0000 2,765,868.02 02/28/2009 12X4225 1225303 09/30/2047 02005 4.970001600 152,531,000.0000 3,158,663.81 02/28/2009 12X4225 1225303 09/30/2048 02005 4.970001600 108,826,000.0000 2,253,605.81 02/28/2009 12X4225 1225303 09/30/2049 02005 4.970001600 36,008,665.0000 745,679.68 02/28/2009 12X4225 1225303 09/30/2037 02006 4.830001200 20,792,000.0000 418,439.10 02/28/2009 12X4225 1225303 09/30/2046 02006 4.830001200 26,378,000.0000 530,857.38 02/28/2009 12X4225 1225303 09/30/2047 02006 4.830001200 88,307,000.0000 1,777,178.82 02/28/2009 12X4225 1225303 09/30/2048 02006 4.830001200 117,793,000.0000 2,370,584.71 02/28/2009 12X4225 1225303 09/30/2049 02006 4.830001200 22,876,000.0000 460,379.61 02/28/2009 12X4225 1225303 09/30/2037 02007 5.060001600 5,538,000.0000 116,759.54 02/28/2009 12X4225 1225303 09/30/2047 02007 5.060001600 29,097,000.0000 613,461.94 02/28/2009 12X4225 1225303 09/30/2048 02007 5.060001600 103,642,000.0000 2,185,119.52 02/28/2009 12X4225 1225303 09/30/2049 02007 5.060001600 30,901,000.0000 651,496.29 02/28/2009 12X4225 1225303 09/30/2048 02008 4.809999600 39,383,000.0000 789,300.89 02/28/2009 12X4225 1225303 09/30/2049 02008 4.809999600 42,088,000.0000 843,513.60 02/28/2009 12X4225 1225303 09/30/2049 02009 4.809999600 581,000.0000 11,644.21 02/28/2009 ------------------------ ---------------------- 2,851,807,335.0000 61,902,210.76 ======================== ====================== 2,851,807,335.0000 61,902,210.76 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00