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 4,662,980.02 08/31/2008 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 7,326,367.09 08/31/2008 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 3,157,916.85 08/31/2008 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 3,157.92 08/31/2008 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 341,181.34 08/31/2008 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 433,076.72 08/31/2008 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 143,243.11 08/31/2008 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 2,131,278.08 08/31/2008 12X4226 1226301 09/30/2030 01993 6.879999600 116,842,000.0000 7,368,835.04 08/31/2008 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 3,153,333.15 08/31/2008 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 2,333,466.53 08/31/2008 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 504,533.30 08/31/2008 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 945,999.95 08/31/2008 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 1,135,199.93 08/31/2008 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 829,326.62 08/31/2008 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 564,572.77 08/31/2008 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 421,222.24 08/31/2008 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 2,370,675.86 08/31/2008 12X4226 1226301 09/30/2043 01993 6.879999600 2,100,000.0000 132,439.99 08/31/2008 12X4226 1226301 09/30/2031 01994 6.710000400 102,666,000.0000 6,314,814.93 08/31/2008 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 9,226,250.55 08/31/2008 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,845,250.11 08/31/2008 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 307,541.69 08/31/2008 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 799,608.38 08/31/2008 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 568,952.12 08/31/2008 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 791,919.84 08/31/2008 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 305,388.89 08/31/2008 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,617,118.23 08/31/2008 12X4226 1226301 09/30/2043 01994 6.710000400 5,500,000.0000 338,295.85 08/31/2008 12X4226 1226301 09/30/2031 01995 6.559999200 8,751,000.0000 526,226.74 08/31/2008 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 12,026,665.20 08/31/2008 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 8,117,999.01 08/31/2008 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,322,933.17 08/31/2008 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 300,666.63 08/31/2008 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 733,626.58 08/31/2008 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 465,612.34 08/31/2008 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 439,514.48 08/31/2008 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,752,783.40 08/31/2008 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 222,493.31 08/31/2008 12X4226 1226301 09/30/2032 01996 6.289999200 45,648,000.0000 2,631,987.27 08/31/2008 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 9,917,232.07 08/31/2008 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 1,672,091.45 08/31/2008 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 1,326,141.50 08/31/2008 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 57,658.33 08/31/2008 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 438,203.28 08/31/2008 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 2,562,393.67 08/31/2008 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 299,189.05 08/31/2008 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 1,758,578.94 08/31/2008 12X4226 1226301 09/30/2043 01996 6.289999200 1,452,000.0000 83,719.89 08/31/2008 12X4226 1226301 09/30/2033 01997 5.960001600 27,224,000.0000 1,487,338.27 08/31/2008 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 12,609,376.72 08/31/2008 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 3,715,067.66 08/31/2008 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 655,600.18 08/31/2008 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 775,793.54 08/31/2008 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 7,432,047.50 08/31/2008 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 268,413.64 08/31/2008 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 2,594,209.90 08/31/2008 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 278,630.07 08/31/2008 12X4226 1226301 09/30/2022 01998 5.850000000 3,501,000.0000 187,741.13 08/31/2008 12X4226 1226301 09/30/2034 01998 5.850000000 42,600,000.0000 2,284,425.00 08/31/2008 12X4226 1226301 09/30/2036 01998 5.850000000 128,000,000.0000 6,864,000.00 08/31/2008 12X4226 1226301 09/30/2037 01998 5.850000000 18,750,000.0000 1,005,468.75 08/31/2008 12X4226 1226301 09/30/2038 01998 5.850000000 28,000,000.0000 1,501,500.00 08/31/2008 12X4226 1226301 09/30/2039 01998 5.850000000 25,500,000.0000 1,367,437.50 08/31/2008 12X4226 1226301 09/30/2040 01998 5.850000000 229,789,000.0000 12,322,435.13 08/31/2008 12X4226 1226301 09/30/2041 01998 5.850000000 10,475,000.0000 561,721.88 08/31/2008 12X4226 1226301 09/30/2042 01998 5.850000000 42,229,000.0000 2,264,530.13 08/31/2008 12X4226 1226301 09/30/2043 01998 5.850000000 19,113,000.0000 1,024,934.63 08/31/2008 12X4226 1226301 09/30/2022 01999 5.709999600 38,976,000.0000 2,040,068.66 08/31/2008 12X4226 1226301 09/30/2036 01999 5.709999600 187,000,000.0000 9,787,890.98 08/31/2008 12X4226 1226301 09/30/2037 01999 5.709999600 31,250,000.0000 1,635,676.97 08/31/2008 12X4226 1226301 09/30/2038 01999 5.709999600 58,000,000.0000 3,035,816.45 08/31/2008 12X4226 1226301 09/30/2039 01999 5.709999600 44,200,000.0000 2,313,501.50 08/31/2008 12X4226 1226301 09/30/2040 01999 5.709999600 100,117,000.0000 5,240,290.27 08/31/2008 12X4226 1226301 09/30/2041 01999 5.709999600 9,980,000.0000 522,369.80 08/31/2008 12X4226 1226301 09/30/2042 01999 5.709999600 48,054,000.0000 2,515,226.27 08/31/2008 12X4226 1226301 09/30/2043 01999 5.709999600 5,241,000.0000 274,322.66 08/31/2008 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 3,505,224.28 08/31/2008 12X4226 1226301 09/30/2036 02000 5.389999200 84,800,000.0000 4,189,826.04 08/31/2008 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 2,779,218.34 08/31/2008 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 5,484,324.19 08/31/2008 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 4,530,743.49 08/31/2008 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 1,784,282.88 08/31/2008 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 1,283,875.35 08/31/2008 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 3,912,694.74 08/31/2008 12X4226 1226301 09/30/2043 02000 5.389999200 15,114,000.0000 746,757.44 08/31/2008 12X4226 1226301 09/30/2037 02001 5.140000800 66,371,000.0000 3,127,180.77 08/31/2008 12X4226 1226301 09/30/2038 02001 5.140000800 175,000,000.0000 8,245,417.95 08/31/2008 12X4226 1226301 09/30/2039 02001 5.140000800 163,000,000.0000 7,680,017.86 08/31/2008 12X4226 1226301 09/30/2040 02001 5.140000800 87,344,600.0000 4,115,387.04 08/31/2008 12X4226 1226301 09/30/2041 02001 5.140000800 48,088,000.0000 2,265,746.62 08/31/2008 12X4226 1226301 09/30/2042 02001 5.140000800 58,527,000.0000 2,757,597.58 08/31/2008 12X4226 1226301 09/30/2043 02001 5.140000800 20,095,000.0000 946,809.56 08/31/2008 12X4226 1226301 09/30/2038 02002 4.970001600 97,553,000.0000 4,444,353.52 08/31/2008 12X4226 1226301 09/30/2039 02002 4.970001600 251,000,000.0000 11,435,145.35 08/31/2008 12X4226 1226301 09/30/2040 02002 4.970001600 236,472,000.0000 10,773,273.67 08/31/2008 12X4226 1226301 09/30/2041 02002 4.970001600 101,381,000.0000 4,618,750.88 08/31/2008 12X4226 1226301 09/30/2042 02002 4.970001600 177,538,000.0000 8,088,337.99 08/31/2008 12X4226 1226301 09/30/2043 02002 4.970001600 42,528,000.0000 1,937,505.42 08/31/2008 12X4226 1226301 09/30/2039 02003 5.050000800 83,670,000.0000 3,873,224.36 08/31/2008 12X4226 1226301 09/30/2040 02003 5.050000800 190,000,000.0000 8,795,418.06 08/31/2008 12X4226 1226301 09/30/2041 02003 5.050000800 118,980,000.0000 5,507,783.37 08/31/2008 12X4226 1226301 09/30/2042 02003 5.050000800 123,287,000.0000 5,707,161.61 08/31/2008 12X4226 1226301 09/30/2043 02003 5.050000800 92,576,000.0000 4,285,498.01 08/31/2008 12X4226 1226301 09/30/2040 02004 4.910000400 127,835,000.0000 5,753,640.76 08/31/2008 12X4226 1226301 09/30/2041 02004 4.910000400 196,549,000.0000 8,846,343.63 08/31/2008 12X4226 1226301 09/30/2042 02004 4.910000400 233,961,000.0000 10,530,195.53 08/31/2008 12X4226 1226301 09/30/2043 02004 4.910000400 81,782,000.0000 3,680,871.82 08/31/2008 12X4226 1226301 09/30/2040 02005 5.259999600 9,691,000.0000 467,267.68 08/31/2008 12X4226 1226301 09/30/2041 02005 5.259999600 124,246,000.0000 5,990,727.51 08/31/2008 12X4226 1226301 09/30/2042 02005 5.259999600 215,576,000.0000 10,394,355.34 08/31/2008 12X4226 1226301 09/30/2043 02005 5.259999600 171,866,000.0000 8,286,805.00 08/31/2008 12X4226 1226301 09/30/2041 02006 5.220000000 33,709,000.0000 1,612,975.65 08/31/2008 12X4226 1226301 09/30/2042 02006 5.220000000 173,436,000.0000 8,298,912.60 08/31/2008 12X4226 1226301 09/30/2043 02006 5.220000000 248,926,000.0000 11,911,109.10 08/31/2008 12X4226 1226301 09/30/2042 02007 5.389999200 42,518,000.0000 2,100,743.20 08/31/2008 12X4226 1226301 09/30/2043 02007 5.389999200 153,664,000.0000 7,592,281.01 08/31/2008 12X4226 1226301 09/30/2043 02008 5.389999200 20,874,000.0000 1,031,349.40 08/31/2008 ------------------------ ---------------------- 7,940,252,600.0000 408,614,633.20 ======================== ====================== 7,940,252,600.0000 408,614,633.20 ============================================================================================================================ 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 09/30/2029 01992 08/14/2008 INT + 0.0000 49,091.25 476144 1226301 09/30/2030 01993 03/31/2008 INT + 0.0000 515,999.97 464490 1226301 09/30/2030 01993 08/14/2008 INT + 0.0000 540,079.96 476146 1226301 09/30/2031 01994 03/31/2008 INT + 0.0000 335,500.02 464492 1226301 09/30/2031 01994 08/14/2008 INT + 0.0000 332,145.01 476148 1226301 09/30/2031 01995 03/31/2008 INT + 0.0000 327,999.96 464494 1226301 09/30/2031 01995 08/14/2008 INT + 0.0000 188,599.97 476150 1226301 09/30/2032 01996 03/31/2008 INT + 0.0000 314,499.96 464496 1226301 09/30/2032 01996 08/14/2008 INT + 0.0000 317,644.95 476152 1226301 09/30/2033 01997 03/31/2008 INT + 0.0000 298,000.08 464498 1226301 09/30/2033 01997 08/14/2008 INT + 0.0000 210,090.05 476154 1226301 09/30/2034 01998 03/31/2008 INT + 0.0000 438,750.00 464500 1226301 09/30/2034 01998 08/14/2008 INT + 0.0000 406,575.00 476156 1226301 09/30/2036 02000 03/31/2008 INT + 0.0000 269,499.96 464504 1226301 09/30/2036 02000 08/14/2008 INT + 0.0000 53,899.99 476134 1226301 09/30/2037 02001 03/31/2008 INT + 0.0000 257,000.04 464506 1226301 09/30/2037 02001 08/14/2008 INT + 0.0000 106,012.51 476136 1226301 09/30/2038 02002 03/31/2008 INT + 0.0000 372,750.12 464508 1226301 09/30/2038 02002 08/14/2008 INT + 0.0000 268,380.08 476138 1226301 09/30/2039 02003 03/31/2008 INT + 0.0000 252,500.04 464510 1226301 09/30/2039 02003 08/14/2008 INT + 0.0000 13,635.00 476140 1226301 09/30/2040 01999 03/31/2008 INT + 0.0000 285,499.98 464502 1226301 09/30/2040 01999 08/14/2008 INT + 0.0000 3,140.49 476158 1226301 09/30/2040 02004 03/31/2008 INT + 0.0000 245,500.02 464512 1226301 09/30/2040 02004 08/14/2008 INT + 0.0000 175,041.51 476142 1226301 09/30/2040 02005 03/31/2008 INT + 0.0000 262,999.98 464514 ------------------------ ---------------------- 0.0000 7,150,885.91 ======================== ====================== 0.0000 7,150,885.91