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 9,375,000.0000 484,453.15 06/30/2008 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 516,750.03 06/30/2008 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 27,387.75 06/30/2008 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 89,346.08 06/30/2008 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 36,172.50 06/30/2008 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 124,020.01 06/30/2008 12X4225 1225303 09/30/2035 01993 6.969999600 1,371,000.0000 71,669.02 06/30/2008 12X4225 1225303 09/30/2036 01993 6.969999600 25,000,000.0000 1,306,874.93 06/30/2008 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 209,099.99 06/30/2008 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 62,730.00 06/30/2008 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 54,151.67 06/30/2008 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 3,293.32 06/30/2008 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 191,849.24 06/30/2008 12X4225 1225303 09/30/2035 01994 6.969999600 29,207,000.0000 1,526,795.84 06/30/2008 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,306,874.93 06/30/2008 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 130,687.49 06/30/2008 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,084.22 06/30/2008 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 145,063.12 06/30/2008 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 261,374.99 06/30/2008 12X4225 1225303 09/30/2037 01995 6.609999600 47,685,000.0000 2,363,983.73 06/30/2008 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 817,987.45 06/30/2008 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 49,575.00 06/30/2008 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 99,149.99 06/30/2008 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 99,149.99 06/30/2008 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 104,404.94 06/30/2008 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 65,934.75 06/30/2008 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 102,868.12 06/30/2008 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 365,813.90 06/30/2008 12X4225 1225303 09/30/2048 01995 6.609999600 105,000.0000 5,205.37 06/30/2008 12X4225 1225303 09/30/2037 01996 6.369998400 539,000.0000 25,750.72 06/30/2008 12X4225 1225303 09/30/2038 01996 6.369998400 66,000,000.0000 3,153,149.21 06/30/2008 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 382,199.90 06/30/2008 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 143,324.96 06/30/2008 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 95,549.98 06/30/2008 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 52,552.49 06/30/2008 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 168,406.83 06/30/2008 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 133,478.54 06/30/2008 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 211,977.62 06/30/2008 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 355,971.44 06/30/2008 12X4225 1225303 09/30/2038 01997 6.009998400 14,567,000.0000 656,607.35 06/30/2008 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 1,667,774.56 06/30/2008 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 360,599.90 06/30/2008 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 270,449.93 06/30/2008 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 45,074.99 06/30/2008 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 46,066.64 06/30/2008 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,292.96 06/30/2008 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 43,722.74 06/30/2008 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 207,344.94 06/30/2008 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 12,210.00 06/30/2008 12X4225 1225303 09/30/2039 01998 5.919998400 27,820,000.0000 1,235,207.67 06/30/2008 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 1,775,999.52 06/30/2008 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 1,109,999.70 06/30/2008 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 443,999.88 06/30/2008 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 26,639.99 06/30/2008 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 95,792.97 06/30/2008 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 166,322.36 06/30/2008 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 355,199.90 06/30/2008 12X4225 1225303 09/30/2040 01999 5.900000400 22,560,000.0000 998,280.07 06/30/2008 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 1,814,250.12 06/30/2008 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 708,000.05 06/30/2008 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 354,000.02 06/30/2008 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 132,750.01 06/30/2008 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 88,500.01 06/30/2008 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 31,638.75 06/30/2008 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 314,175.02 06/30/2008 12X4225 1225303 09/30/2048 01999 5.900000400 28,000.0000 1,239.00 06/30/2008 12X4225 1225303 09/30/2041 02000 5.659999200 28,627,000.0000 1,215,215.98 06/30/2008 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,525,774.64 06/30/2008 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 662,219.91 06/30/2008 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 191,024.97 06/30/2008 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 106,124.99 06/30/2008 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 171,752.68 06/30/2008 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 305,639.96 06/30/2008 12X4225 1225303 09/30/2037 02001 5.010001200 4,129,000.0000 155,147.21 06/30/2008 12X4225 1225303 09/30/2042 02001 5.010001200 47,083,000.0000 1,769,144.15 06/30/2008 12X4225 1225303 09/30/2043 02001 5.010001200 72,000,000.0000 2,705,400.65 06/30/2008 12X4225 1225303 09/30/2044 02001 5.010001200 46,000,000.0000 1,728,450.41 06/30/2008 12X4225 1225303 09/30/2045 02001 5.010001200 29,140,000.0000 1,094,935.76 06/30/2008 12X4225 1225303 09/30/2046 02001 5.010001200 13,195,000.0000 495,802.24 06/30/2008 12X4225 1225303 09/30/2047 02001 5.010001200 10,761,000.0000 404,344.67 06/30/2008 12X4225 1225303 09/30/2048 02001 5.659999200 82,000.0000 3,480.90 06/30/2008 12X4225 1225303 09/30/2037 02002 4.870000800 5,803,000.0000 211,954.61 06/30/2008 12X4225 1225303 09/30/2043 02002 4.870000800 65,693,000.0000 2,399,437.22 06/30/2008 12X4225 1225303 09/30/2044 02002 4.870000800 82,000,000.0000 2,995,050.49 06/30/2008 12X4225 1225303 09/30/2045 02002 4.870000800 58,500,000.0000 2,136,712.85 06/30/2008 12X4225 1225303 09/30/2046 02002 4.870000800 55,382,000.0000 2,022,827.88 06/30/2008 12X4225 1225303 09/30/2047 02002 4.870000800 21,583,000.0000 788,319.20 06/30/2008 12X4225 1225303 09/30/2048 02002 4.870000800 8,297,000.0000 303,047.97 06/30/2008 12X4225 1225303 09/30/2037 02003 4.830001200 2,001,000.0000 72,486.24 06/30/2008 12X4225 1225303 09/30/2044 02003 4.830001200 54,726,000.0000 1,982,449.84 06/30/2008 12X4225 1225303 09/30/2045 02003 4.830001200 71,647,000.0000 2,595,413.22 06/30/2008 12X4225 1225303 09/30/2046 02003 4.830001200 40,725,000.0000 1,475,263.49 06/30/2008 12X4225 1225303 09/30/2047 02003 4.830001200 23,052,000.0000 835,058.91 06/30/2008 12X4225 1225303 09/30/2048 02003 4.830001200 2,011,000.0000 72,848.49 06/30/2008 12X4225 1225303 09/30/2037 02004 4.820000400 20,508,000.0000 741,364.26 06/30/2008 12X4225 1225303 09/30/2045 02004 4.820000400 104,115,000.0000 3,763,757.56 06/30/2008 12X4225 1225303 09/30/2046 02004 4.820000400 128,384,000.0000 4,641,081.99 06/30/2008 12X4225 1225303 09/30/2047 02004 4.820000400 69,539,000.0000 2,513,835.06 06/30/2008 12X4225 1225303 09/30/2048 02004 4.820000400 43,281,000.0000 1,564,608.28 06/30/2008 12X4225 1225303 09/30/2037 02005 5.079999600 53,926,000.0000 2,054,580.44 06/30/2008 12X4225 1225303 09/30/2045 02005 5.079999600 26,802,500.0000 1,021,175.17 06/30/2008 12X4225 1225303 09/30/2046 02005 5.079999600 133,563,000.0000 5,088,749.90 06/30/2008 12X4225 1225303 09/30/2047 02005 5.079999600 152,531,000.0000 5,811,430.64 06/30/2008 12X4225 1225303 09/30/2048 02005 5.079999600 67,495,000.0000 2,571,559.30 06/30/2008 12X4225 1225303 09/30/2037 02006 5.050000800 20,792,000.0000 787,497.12 06/30/2008 12X4225 1225303 09/30/2046 02006 5.050000800 26,378,000.0000 999,066.91 06/30/2008 12X4225 1225303 09/30/2047 02006 5.050000800 88,307,000.0000 3,344,628.15 06/30/2008 12X4225 1225303 09/30/2048 02006 5.050000800 77,626,000.0000 2,940,085.22 06/30/2008 12X4225 1225303 09/30/2037 02007 5.310000000 5,538,000.0000 220,550.85 06/30/2008 12X4225 1225303 09/30/2047 02007 5.310000000 29,097,000.0000 1,158,788.03 06/30/2008 12X4225 1225303 09/30/2048 02007 5.310000000 59,005,000.0000 2,349,874.13 06/30/2008 12X4225 1225303 09/30/2048 02008 5.310000000 9,691,000.0000 385,944.08 06/30/2008 ------------------------ ---------------------- 2,550,213,670.0000 101,696,158.88 ======================== ====================== 2,550,213,670.0000 101,696,158.88 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4225 1225303 09/30/2037 01995 03/31/2008 INT + 0.0000 132,199.99 464436 1225303 09/30/2037 01996 03/31/2008 INT + 0.0000 127,399.96 464438 1225303 09/30/2042 02001 03/31/2008 INT + 0.0000 125,250.03 464440 1225303 09/30/2043 02002 03/31/2008 INT + 0.0000 121,750.02 464442 1225303 09/30/2044 02003 03/31/2008 INT + 0.0000 120,750.03 464444 1225303 09/30/2044 02004 03/31/2008 INT + 0.0000 75,071.50 464446 1225303 09/30/2045 02004 03/31/2008 INT + 0.0000 45,428.50 464448 1225303 09/30/2045 02005 03/31/2008 INT + 0.0000 126,999.99 464450 ------------------------ ---------------------- 0.0000 874,850.02 ======================== ====================== 0.0000 874,850.02