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 75,255,000.0000 4,320,891.50 07/31/2008 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 6,660,333.72 07/31/2008 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,870,833.50 07/31/2008 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,870.83 07/31/2008 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 310,164.85 07/31/2008 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 393,706.11 07/31/2008 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 130,221.01 07/31/2008 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,937,525.53 07/31/2008 12X4226 1226301 09/30/2030 01993 6.879999600 132,542,000.0000 7,599,074.22 07/31/2008 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,866,666.50 07/31/2008 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 2,121,333.21 07/31/2008 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 458,666.64 07/31/2008 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 859,999.95 07/31/2008 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 1,031,999.94 07/31/2008 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 753,933.29 07/31/2008 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 513,247.97 07/31/2008 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 382,929.31 07/31/2008 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 2,155,159.87 07/31/2008 12X4226 1226301 09/30/2031 01994 6.710000400 112,566,000.0000 6,294,315.88 07/31/2008 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 8,387,500.50 07/31/2008 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,677,500.10 07/31/2008 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 279,583.35 07/31/2008 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 726,916.71 07/31/2008 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 517,229.20 07/31/2008 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 719,927.13 07/31/2008 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 277,626.27 07/31/2008 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,379,198.39 07/31/2008 12X4226 1226301 09/30/2031 01995 6.559999200 14,501,000.0000 792,721.24 07/31/2008 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 10,933,332.00 07/31/2008 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 7,379,999.10 07/31/2008 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,202,666.52 07/31/2008 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 273,333.30 07/31/2008 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 666,933.25 07/31/2008 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 423,283.95 07/31/2008 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 399,558.62 07/31/2008 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,502,530.36 07/31/2008 12X4226 1226301 09/30/2032 01996 6.289999200 55,748,000.0000 2,922,123.96 07/31/2008 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 9,015,665.52 07/31/2008 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 1,520,083.14 07/31/2008 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 1,205,583.18 07/31/2008 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 52,416.66 07/31/2008 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 398,366.62 07/31/2008 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 2,329,448.79 07/31/2008 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 271,990.05 07/31/2008 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 1,598,708.13 07/31/2008 12X4226 1226301 09/30/2043 01996 6.289999200 352,000.0000 18,450.66 07/31/2008 12X4226 1226301 09/30/2033 01997 5.960001600 34,274,000.0000 1,702,275.79 07/31/2008 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 11,463,069.74 07/31/2008 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 3,377,334.24 07/31/2008 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 596,000.16 07/31/2008 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 705,266.86 07/31/2008 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 6,756,406.81 07/31/2008 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 244,012.40 07/31/2008 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 2,358,372.63 07/31/2008 12X4226 1226301 09/30/2022 01998 5.850000000 3,501,000.0000 170,673.75 07/31/2008 12X4226 1226301 09/30/2034 01998 5.850000000 56,500,000.0000 2,754,375.00 07/31/2008 12X4226 1226301 09/30/2036 01998 5.850000000 128,000,000.0000 6,240,000.00 07/31/2008 12X4226 1226301 09/30/2037 01998 5.850000000 18,750,000.0000 914,062.50 07/31/2008 12X4226 1226301 09/30/2038 01998 5.850000000 28,000,000.0000 1,365,000.00 07/31/2008 12X4226 1226301 09/30/2039 01998 5.850000000 25,500,000.0000 1,243,125.00 07/31/2008 12X4226 1226301 09/30/2040 01998 5.850000000 229,789,000.0000 11,202,213.75 07/31/2008 12X4226 1226301 09/30/2041 01998 5.850000000 10,475,000.0000 510,656.25 07/31/2008 12X4226 1226301 09/30/2042 01998 5.850000000 42,229,000.0000 2,058,663.75 07/31/2008 12X4226 1226301 09/30/2043 01998 5.850000000 11,313,000.0000 551,508.75 07/31/2008 12X4226 1226301 09/30/2022 01999 5.709999600 38,976,000.0000 1,854,607.87 07/31/2008 12X4226 1226301 09/30/2036 01999 5.709999600 187,000,000.0000 8,898,082.71 07/31/2008 12X4226 1226301 09/30/2037 01999 5.709999600 31,250,000.0000 1,486,979.06 07/31/2008 12X4226 1226301 09/30/2038 01999 5.709999600 58,000,000.0000 2,759,833.14 07/31/2008 12X4226 1226301 09/30/2039 01999 5.709999600 44,200,000.0000 2,103,183.19 07/31/2008 12X4226 1226301 09/30/2040 01999 5.709999600 100,227,000.0000 4,769,134.42 07/31/2008 12X4226 1226301 09/30/2041 01999 5.709999600 9,980,000.0000 474,881.63 07/31/2008 12X4226 1226301 09/30/2042 01999 5.709999600 48,054,000.0000 2,286,569.34 07/31/2008 12X4226 1226301 09/30/2043 01999 5.709999600 741,000.0000 35,259.25 07/31/2008 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 3,186,567.53 07/31/2008 12X4226 1226301 09/30/2036 02000 5.389999200 86,800,000.0000 3,898,766.09 07/31/2008 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 2,526,562.13 07/31/2008 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 4,985,749.26 07/31/2008 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 4,118,857.72 07/31/2008 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 1,622,075.34 07/31/2008 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 1,167,159.41 07/31/2008 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 3,556,995.22 07/31/2008 12X4226 1226301 09/30/2043 02000 5.389999200 8,514,000.0000 382,420.44 07/31/2008 12X4226 1226301 09/30/2037 02001 5.140000800 70,496,000.0000 3,019,579.14 07/31/2008 12X4226 1226301 09/30/2038 02001 5.140000800 175,000,000.0000 7,495,834.50 07/31/2008 12X4226 1226301 09/30/2039 02001 5.140000800 163,000,000.0000 6,981,834.42 07/31/2008 12X4226 1226301 09/30/2040 02001 5.140000800 87,344,600.0000 3,741,260.95 07/31/2008 12X4226 1226301 09/30/2041 02001 5.140000800 48,088,000.0000 2,059,769.65 07/31/2008 12X4226 1226301 09/30/2042 02001 5.140000800 58,527,000.0000 2,506,906.89 07/31/2008 12X4226 1226301 09/30/2043 02001 5.140000800 11,295,000.0000 483,802.58 07/31/2008 12X4226 1226301 09/30/2038 02002 4.970001600 108,353,000.0000 4,487,621.53 07/31/2008 12X4226 1226301 09/30/2039 02002 4.970001600 251,000,000.0000 10,395,586.68 07/31/2008 12X4226 1226301 09/30/2040 02002 4.970001600 236,472,000.0000 9,793,885.15 07/31/2008 12X4226 1226301 09/30/2041 02002 4.970001600 101,381,000.0000 4,198,864.44 07/31/2008 12X4226 1226301 09/30/2042 02002 4.970001600 177,538,000.0000 7,353,034.53 07/31/2008 12X4226 1226301 09/30/2043 02002 4.970001600 29,328,000.0000 1,214,668.39 07/31/2008 12X4226 1226301 09/30/2039 02003 5.050000800 84,210,000.0000 3,543,838.06 07/31/2008 12X4226 1226301 09/30/2040 02003 5.050000800 190,000,000.0000 7,995,834.60 07/31/2008 12X4226 1226301 09/30/2041 02003 5.050000800 118,980,000.0000 5,007,075.79 07/31/2008 12X4226 1226301 09/30/2042 02003 5.050000800 123,287,000.0000 5,188,328.74 07/31/2008 12X4226 1226301 09/30/2043 02003 5.050000800 61,576,000.0000 2,591,323.74 07/31/2008 12X4226 1226301 09/30/2040 02004 4.910000400 134,965,000.0000 5,522,318.37 07/31/2008 12X4226 1226301 09/30/2041 02004 4.910000400 196,549,000.0000 8,042,130.57 07/31/2008 12X4226 1226301 09/30/2042 02004 4.910000400 233,961,000.0000 9,572,905.03 07/31/2008 12X4226 1226301 09/30/2043 02004 4.910000400 63,782,000.0000 2,609,747.05 07/31/2008 12X4226 1226301 09/30/2040 02005 5.259999600 9,691,000.0000 424,788.80 07/31/2008 12X4226 1226301 09/30/2041 02005 5.259999600 124,246,000.0000 5,446,115.92 07/31/2008 12X4226 1226301 09/30/2042 02005 5.259999600 215,576,000.0000 9,449,413.95 07/31/2008 12X4226 1226301 09/30/2043 02005 5.259999600 127,366,000.0000 5,582,875.91 07/31/2008 12X4226 1226301 09/30/2041 02006 5.220000000 33,709,000.0000 1,466,341.50 07/31/2008 12X4226 1226301 09/30/2042 02006 5.220000000 173,436,000.0000 7,544,466.00 07/31/2008 12X4226 1226301 09/30/2043 02006 5.220000000 186,426,000.0000 8,109,531.00 07/31/2008 12X4226 1226301 09/30/2042 02007 5.389999200 42,518,000.0000 1,909,766.55 07/31/2008 12X4226 1226301 09/30/2043 02007 5.389999200 91,164,000.0000 4,094,782.39 07/31/2008 12X4226 1226301 09/30/2043 02008 5.389999200 9,074,000.0000 407,573.77 07/31/2008 ------------------------ ---------------------- 7,740,082,600.0000 363,105,058.25 ======================== ====================== 7,740,082,600.0000 363,105,058.25 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2029 01992 03/31/2008 INT + 0.0000 310,050.01 464488 1226301 09/30/2030 01993 03/31/2008 INT + 0.0000 515,999.97 464490 1226301 09/30/2031 01994 03/31/2008 INT + 0.0000 335,500.02 464492 1226301 09/30/2031 01995 03/31/2008 INT + 0.0000 327,999.96 464494 1226301 09/30/2032 01996 03/31/2008 INT + 0.0000 314,499.96 464496 1226301 09/30/2033 01997 03/31/2008 INT + 0.0000 298,000.08 464498 1226301 09/30/2034 01998 03/31/2008 INT + 0.0000 438,750.00 464500 1226301 09/30/2036 02000 03/31/2008 INT + 0.0000 269,499.96 464504 1226301 09/30/2037 02001 03/31/2008 INT + 0.0000 257,000.04 464506 1226301 09/30/2038 02002 03/31/2008 INT + 0.0000 372,750.12 464508 1226301 09/30/2039 02003 03/31/2008 INT + 0.0000 252,500.04 464510 1226301 09/30/2040 01999 03/31/2008 INT + 0.0000 285,499.98 464502 1226301 09/30/2040 02004 03/31/2008 INT + 0.0000 245,500.02 464512 1226301 09/30/2040 02005 03/31/2008 INT + 0.0000 262,999.98 464514 ------------------------ ---------------------- 0.0000 4,486,550.14 ======================== ====================== 0.0000 4,486,550.14