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 2,119,536.37 02/28/2009 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 3,330,166.86 02/28/2009 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 1,435,416.75 02/28/2009 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 1,435.42 02/28/2009 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 155,082.43 02/28/2009 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 196,853.05 02/28/2009 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 65,110.50 02/28/2009 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 968,762.76 02/28/2009 12X4226 1226301 09/30/2030 01993 6.879999600 116,842,000.0000 3,349,470.47 02/28/2009 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 1,433,333.25 02/28/2009 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,060,666.61 02/28/2009 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 229,333.32 02/28/2009 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 429,999.98 02/28/2009 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 515,999.97 02/28/2009 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 376,966.64 02/28/2009 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 256,623.99 02/28/2009 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 191,464.66 02/28/2009 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,077,579.94 02/28/2009 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 174,866.66 02/28/2009 12X4226 1226301 09/30/2031 01994 6.710000400 102,666,000.0000 2,870,370.42 02/28/2009 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 4,193,750.25 02/28/2009 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 838,750.05 02/28/2009 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 139,791.68 02/28/2009 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 363,458.36 02/28/2009 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 258,614.60 02/28/2009 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 359,963.56 02/28/2009 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 138,813.13 02/28/2009 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,189,599.20 02/28/2009 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 215,279.18 02/28/2009 12X4226 1226301 09/30/2031 01995 6.559999200 8,751,000.0000 239,193.97 02/28/2009 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 5,466,666.00 02/28/2009 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 3,689,999.55 02/28/2009 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 601,333.26 02/28/2009 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 136,666.65 02/28/2009 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 333,466.63 02/28/2009 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 211,641.97 02/28/2009 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 199,779.31 02/28/2009 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,251,265.18 02/28/2009 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 101,133.32 02/28/2009 12X4226 1226301 09/30/2032 01996 6.289999200 45,648,000.0000 1,196,357.85 02/28/2009 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 4,507,832.76 02/28/2009 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 760,041.57 02/28/2009 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 602,791.59 02/28/2009 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 26,208.33 02/28/2009 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 199,183.31 02/28/2009 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 1,164,724.39 02/28/2009 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 135,995.02 02/28/2009 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 799,354.07 02/28/2009 12X4226 1226301 09/30/2043 01996 6.289999200 3,652,000.0000 95,712.82 02/28/2009 12X4226 1226301 09/30/2033 01997 5.960001600 27,224,000.0000 676,062.85 02/28/2009 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 5,731,534.87 02/28/2009 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 1,688,667.12 02/28/2009 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 298,000.08 02/28/2009 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 352,633.43 02/28/2009 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 3,378,203.41 02/28/2009 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 122,006.20 02/28/2009 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 1,179,186.32 02/28/2009 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 126,650.03 02/28/2009 12X4226 1226301 09/30/2044 01997 5.960001600 1,762,000.0000 43,756.35 02/28/2009 12X4226 1226301 09/30/2022 01998 5.810000400 3,501,000.0000 84,753.38 02/28/2009 12X4226 1226301 09/30/2034 01998 5.810000400 42,600,000.0000 1,031,275.07 02/28/2009 12X4226 1226301 09/30/2036 01998 5.810000400 128,000,000.0000 3,098,666.88 02/28/2009 12X4226 1226301 09/30/2037 01998 5.810000400 18,750,000.0000 453,906.28 02/28/2009 12X4226 1226301 09/30/2038 01998 5.810000400 28,000,000.0000 677,833.38 02/28/2009 12X4226 1226301 09/30/2039 01998 5.810000400 25,500,000.0000 617,312.54 02/28/2009 12X4226 1226301 09/30/2040 01998 5.810000400 229,789,000.0000 5,562,809.09 02/28/2009 12X4226 1226301 09/30/2041 01998 5.810000400 10,475,000.0000 253,582.31 02/28/2009 12X4226 1226301 09/30/2042 01998 5.810000400 42,229,000.0000 1,022,293.78 02/28/2009 12X4226 1226301 09/30/2043 01998 5.810000400 19,113,000.0000 462,693.91 02/28/2009 12X4226 1226301 09/30/2044 01998 5.810000400 1,413,000.0000 34,206.38 02/28/2009 12X4226 1226301 09/30/2022 01999 5.699998800 38,976,000.0000 925,679.81 02/28/2009 12X4226 1226301 09/30/2036 01999 5.699998800 187,000,000.0000 4,441,249.07 02/28/2009 12X4226 1226301 09/30/2037 01999 5.699998800 31,250,000.0000 742,187.34 02/28/2009 12X4226 1226301 09/30/2038 01999 5.699998800 58,000,000.0000 1,377,499.71 02/28/2009 12X4226 1226301 09/30/2039 01999 5.699998800 44,200,000.0000 1,049,749.78 02/28/2009 12X4226 1226301 09/30/2040 01999 5.699998800 100,117,000.0000 2,377,778.25 02/28/2009 12X4226 1226301 09/30/2041 01999 5.699998800 9,980,000.0000 237,024.95 02/28/2009 12X4226 1226301 09/30/2042 01999 5.699998800 48,054,000.0000 1,141,282.26 02/28/2009 12X4226 1226301 09/30/2043 01999 5.699998800 7,741,000.0000 183,848.71 02/28/2009 12X4226 1226301 09/30/2044 01999 5.699998800 6,679,000.0000 158,626.22 02/28/2009 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 1,590,327.53 02/28/2009 12X4226 1226301 09/30/2036 02000 5.379998400 84,800,000.0000 1,900,932.77 02/28/2009 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 1,260,937.13 02/28/2009 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 2,488,249.26 02/28/2009 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 2,055,607.72 02/28/2009 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 809,532.84 02/28/2009 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 582,496.91 02/28/2009 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 1,775,197.72 02/28/2009 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 338,805.40 02/28/2009 12X4226 1226301 09/30/2044 02000 5.379998400 527,000.0000 11,813.58 02/28/2009 12X4226 1226301 09/30/2037 02001 5.060001600 66,371,000.0000 1,399,322.36 02/28/2009 12X4226 1226301 09/30/2038 02001 5.060001600 175,000,000.0000 3,689,584.50 02/28/2009 12X4226 1226301 09/30/2039 02001 5.060001600 163,000,000.0000 3,436,584.42 02/28/2009 12X4226 1226301 09/30/2040 02001 5.060001600 87,344,600.0000 1,841,515.90 02/28/2009 12X4226 1226301 09/30/2041 02001 5.060001600 48,088,000.0000 1,013,855.65 02/28/2009 12X4226 1226301 09/30/2042 02001 5.060001600 58,527,000.0000 1,233,944.64 02/28/2009 12X4226 1226301 09/30/2043 02001 5.060001600 20,095,000.0000 423,669.72 02/28/2009 12X4226 1226301 09/30/2044 02001 5.060001600 1,661,000.0000 35,019.43 02/28/2009 12X4226 1226301 09/30/2038 02002 4.910000400 97,553,000.0000 1,995,771.95 02/28/2009 12X4226 1226301 09/30/2039 02002 4.910000400 251,000,000.0000 5,135,042.09 02/28/2009 12X4226 1226301 09/30/2040 02002 4.910000400 236,472,000.0000 4,837,823.39 02/28/2009 12X4226 1226301 09/30/2041 02002 4.910000400 101,381,000.0000 2,074,086.46 02/28/2009 12X4226 1226301 09/30/2042 02002 4.910000400 177,538,000.0000 3,632,131.88 02/28/2009 12X4226 1226301 09/30/2043 02002 4.910000400 42,528,000.0000 870,052.07 02/28/2009 12X4226 1226301 09/30/2044 02002 4.910000400 13,034,000.0000 266,653.94 02/28/2009 12X4226 1226301 09/30/2039 02003 4.860000000 83,670,000.0000 1,694,317.50 02/28/2009 12X4226 1226301 09/30/2040 02003 4.860000000 190,000,000.0000 3,847,500.00 02/28/2009 12X4226 1226301 09/30/2041 02003 4.860000000 118,980,000.0000 2,409,345.00 02/28/2009 12X4226 1226301 09/30/2042 02003 4.860000000 123,287,000.0000 2,496,561.75 02/28/2009 12X4226 1226301 09/30/2043 02003 4.860000000 97,576,000.0000 1,975,914.00 02/28/2009 12X4226 1226301 09/30/2044 02003 4.860000000 8,665,000.0000 175,466.25 02/28/2009 12X4226 1226301 09/30/2040 02004 4.849999200 127,835,000.0000 2,583,331.87 02/28/2009 12X4226 1226301 09/30/2041 02004 4.849999200 196,549,000.0000 3,971,927.05 02/28/2009 12X4226 1226301 09/30/2042 02004 4.849999200 233,961,000.0000 4,727,961.10 02/28/2009 12X4226 1226301 09/30/2043 02004 4.849999200 112,982,000.0000 2,283,177.54 02/28/2009 12X4226 1226301 09/30/2044 02004 4.849999200 25,414,000.0000 513,574.50 02/28/2009 12X4226 1226301 09/30/2040 02005 5.010001200 9,691,000.0000 202,299.67 02/28/2009 12X4226 1226301 09/30/2041 02005 5.010001200 124,246,000.0000 2,593,635.87 02/28/2009 12X4226 1226301 09/30/2042 02005 5.010001200 215,576,000.0000 4,500,150.08 02/28/2009 12X4226 1226301 09/30/2043 02005 5.010001200 176,866,000.0000 3,692,078.63 02/28/2009 12X4226 1226301 09/30/2044 02005 5.010001200 46,187,000.0000 964,153.86 02/28/2009 12X4226 1226301 09/30/2041 02006 4.979998800 33,709,000.0000 699,461.58 02/28/2009 12X4226 1226301 09/30/2042 02006 4.979998800 173,436,000.0000 3,598,796.13 02/28/2009 12X4226 1226301 09/30/2043 02006 4.979998800 290,126,000.0000 6,020,113.05 02/28/2009 12X4226 1226301 09/30/2044 02006 4.979998800 82,678,000.0000 1,715,568.09 02/28/2009 12X4226 1226301 09/30/2042 02007 5.230000800 42,518,000.0000 926,538.23 02/28/2009 12X4226 1226301 09/30/2043 02007 5.230000800 186,664,000.0000 4,067,720.29 02/28/2009 12X4226 1226301 09/30/2044 02007 5.230000800 95,910,000.0000 2,090,039.07 02/28/2009 12X4226 1226301 09/30/2043 02008 5.169999600 24,874,000.0000 535,827.38 02/28/2009 12X4226 1226301 09/30/2044 02008 5.169999600 36,271,000.0000 781,337.73 02/28/2009 12X4226 1226301 09/30/2044 02009 5.810000400 1,844,000.0000 44,640.17 02/28/2009 ------------------------ ---------------------- 8,392,597,600.0000 192,997,763.02 ======================== ====================== 8,392,597,600.0000 192,997,763.02 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00