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 403,065.02 05/31/2009 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 459,333.36 05/31/2009 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 24,344.67 05/31/2009 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 79,418.74 05/31/2009 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 32,153.34 05/31/2009 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 110,240.01 05/31/2009 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 24,115.00 05/31/2009 12X4225 1225303 09/30/2036 01993 6.969999600 23,471,000.0000 1,090,619.07 05/31/2009 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 185,866.66 05/31/2009 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 55,760.00 05/31/2009 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 48,134.82 05/31/2009 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 2,927.40 05/31/2009 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 170,532.66 05/31/2009 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 47,396.00 05/31/2009 12X4225 1225303 09/30/2035 01994 6.969999600 26,507,000.0000 1,231,691.86 05/31/2009 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,161,666.60 05/31/2009 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 116,166.66 05/31/2009 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 2,741.53 05/31/2009 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 128,944.99 05/31/2009 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 232,333.32 05/31/2009 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 55,760.00 05/31/2009 12X4225 1225303 09/30/2037 01995 6.609999600 43,585,000.0000 1,920,645.55 05/31/2009 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 727,099.96 05/31/2009 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 44,066.66 05/31/2009 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 88,133.33 05/31/2009 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 88,133.33 05/31/2009 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 92,804.39 05/31/2009 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 58,608.66 05/31/2009 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 91,438.33 05/31/2009 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 325,167.91 05/31/2009 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 83,946.99 05/31/2009 12X4225 1225303 09/30/2038 01996 6.369998400 64,539,000.0000 2,740,755.51 05/31/2009 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 339,733.25 05/31/2009 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 127,399.97 05/31/2009 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 84,933.31 05/31/2009 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 46,713.32 05/31/2009 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 149,694.96 05/31/2009 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 118,647.59 05/31/2009 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 188,424.55 05/31/2009 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 316,419.05 05/31/2009 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 72,193.32 05/31/2009 12X4225 1225303 09/30/2038 01997 6.009998400 11,367,000.0000 455,437.68 05/31/2009 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 1,482,466.27 05/31/2009 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 320,533.25 05/31/2009 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 240,399.94 05/31/2009 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 40,066.66 05/31/2009 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 40,948.12 05/31/2009 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,038.19 05/31/2009 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 38,864.66 05/31/2009 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 184,306.62 05/31/2009 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 36,059.99 05/31/2009 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 10,853.33 05/31/2009 12X4225 1225303 09/30/2039 01998 5.919998400 24,820,000.0000 979,562.40 05/31/2009 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 1,578,666.24 05/31/2009 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 986,666.40 05/31/2009 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 394,666.56 05/31/2009 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 23,679.99 05/31/2009 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 85,149.31 05/31/2009 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 147,842.09 05/31/2009 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 315,733.25 05/31/2009 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 19,733.33 05/31/2009 12X4225 1225303 09/30/2040 01999 5.900000400 18,260,000.0000 718,226.72 05/31/2009 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 1,612,666.78 05/31/2009 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 629,333.38 05/31/2009 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 314,666.69 05/31/2009 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 118,000.01 05/31/2009 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 78,666.67 05/31/2009 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 28,123.34 05/31/2009 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 279,266.69 05/31/2009 12X4225 1225303 09/30/2048 01999 5.900000400 78,000.0000 3,068.00 05/31/2009 12X4225 1225303 09/30/2041 02000 5.659999200 24,227,000.0000 914,165.34 05/31/2009 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,245,133.02 05/31/2009 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 588,639.92 05/31/2009 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 169,799.98 05/31/2009 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 94,333.32 05/31/2009 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 152,669.05 05/31/2009 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 271,679.96 05/31/2009 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 143,386.65 05/31/2009 12X4225 1225303 09/30/2049 02000 5.659999200 58,000.0000 2,188.53 05/31/2009 12X4225 1225303 09/30/2037 02001 4.979998800 4,129,000.0000 137,082.77 05/31/2009 12X4225 1225303 09/30/2042 02001 4.979998800 43,783,000.0000 1,453,595.25 05/31/2009 12X4225 1225303 09/30/2043 02001 4.979998800 72,000,000.0000 2,390,399.42 05/31/2009 12X4225 1225303 09/30/2044 02001 4.979998800 46,000,000.0000 1,527,199.63 05/31/2009 12X4225 1225303 09/30/2045 02001 4.979998800 29,140,000.0000 967,447.77 05/31/2009 12X4225 1225303 09/30/2046 02001 4.979998800 13,195,000.0000 438,073.89 05/31/2009 12X4225 1225303 09/30/2047 02001 4.979998800 10,761,000.0000 357,265.11 05/31/2009 12X4225 1225303 09/30/2048 02001 4.979998800 607,000.0000 20,152.40 05/31/2009 12X4225 1225303 09/30/2049 02001 4.979998800 94,000.0000 3,120.80 05/31/2009 12X4225 1225303 09/30/2037 02002 4.830001200 5,803,000.0000 186,856.65 05/31/2009 12X4225 1225303 09/30/2043 02002 4.830001200 62,693,000.0000 2,018,715.10 05/31/2009 12X4225 1225303 09/30/2044 02002 4.830001200 82,000,000.0000 2,640,400.66 05/31/2009 12X4225 1225303 09/30/2045 02002 4.830001200 58,500,000.0000 1,883,700.47 05/31/2009 12X4225 1225303 09/30/2046 02002 4.830001200 55,382,000.0000 1,783,300.84 05/31/2009 12X4225 1225303 09/30/2047 02002 4.830001200 21,583,000.0000 694,972.77 05/31/2009 12X4225 1225303 09/30/2048 02002 4.830001200 13,785,000.0000 443,877.11 05/31/2009 12X4225 1225303 09/30/2049 02002 4.830001200 2,742,000.0000 88,292.42 05/31/2009 12X4225 1225303 09/30/2037 02003 4.820000400 2,001,000.0000 64,298.81 05/31/2009 12X4225 1225303 09/30/2044 02003 4.820000400 49,226,000.0000 1,581,795.60 05/31/2009 12X4225 1225303 09/30/2045 02003 4.820000400 71,647,000.0000 2,302,257.12 05/31/2009 12X4225 1225303 09/30/2046 02003 4.820000400 40,725,000.0000 1,308,630.11 05/31/2009 12X4225 1225303 09/30/2047 02003 4.820000400 23,052,000.0000 740,737.66 05/31/2009 12X4225 1225303 09/30/2048 02003 4.820000400 8,111,000.0000 260,633.49 05/31/2009 12X4225 1225303 09/30/2049 02003 4.820000400 228,000.0000 7,326.40 05/31/2009 12X4225 1225303 09/30/2037 02004 4.770000000 20,508,000.0000 652,154.40 05/31/2009 12X4225 1225303 09/30/2045 02004 4.770000000 97,415,000.0000 3,097,797.00 05/31/2009 12X4225 1225303 09/30/2046 02004 4.770000000 128,384,000.0000 4,082,611.20 05/31/2009 12X4225 1225303 09/30/2047 02004 4.770000000 69,539,000.0000 2,211,340.20 05/31/2009 12X4225 1225303 09/30/2048 02004 4.770000000 62,273,000.0000 1,980,281.40 05/31/2009 12X4225 1225303 09/30/2049 02004 4.770000000 22,308,000.0000 709,394.40 05/31/2009 12X4225 1225303 09/30/2037 02005 4.970001600 53,926,000.0000 1,786,748.71 05/31/2009 12X4225 1225303 09/30/2045 02005 4.970001600 25,402,500.0000 841,669.77 05/31/2009 12X4225 1225303 09/30/2046 02005 4.970001600 133,563,000.0000 4,425,388.82 05/31/2009 12X4225 1225303 09/30/2047 02005 4.970001600 152,531,000.0000 5,053,862.09 05/31/2009 12X4225 1225303 09/30/2048 02005 4.970001600 108,826,000.0000 3,605,769.29 05/31/2009 12X4225 1225303 09/30/2049 02005 4.970001600 47,840,665.0000 1,585,121.21 05/31/2009 12X4225 1225303 09/30/2037 02006 4.830001200 20,792,000.0000 669,502.57 05/31/2009 12X4225 1225303 09/30/2046 02006 4.830001200 26,378,000.0000 849,371.81 05/31/2009 12X4225 1225303 09/30/2047 02006 4.830001200 88,307,000.0000 2,843,486.11 05/31/2009 12X4225 1225303 09/30/2048 02006 4.830001200 117,793,000.0000 3,792,935.54 05/31/2009 12X4225 1225303 09/30/2049 02006 4.830001200 34,216,000.0000 1,101,755.47 05/31/2009 12X4225 1225303 09/30/2037 02007 5.060001600 5,538,000.0000 186,815.26 05/31/2009 12X4225 1225303 09/30/2047 02007 5.060001600 29,097,000.0000 981,539.11 05/31/2009 12X4225 1225303 09/30/2048 02007 5.060001600 103,642,000.0000 3,496,191.24 05/31/2009 12X4225 1225303 09/30/2049 02007 5.060001600 60,670,000.0000 2,046,601.98 05/31/2009 12X4225 1225303 09/30/2048 02008 4.809999600 39,383,000.0000 1,262,881.43 05/31/2009 12X4225 1225303 09/30/2049 02008 4.809999600 61,100,000.0000 1,959,273.17 05/31/2009 12X4225 1225303 09/30/2049 02009 4.809999600 7,663,000.0000 245,726.85 05/31/2009 ------------------------ ---------------------- 2,938,460,335.0000 101,884,211.26 ======================== ====================== 2,938,460,335.0000 101,884,211.26 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00