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 554,214.41 08/31/2008 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 631,583.37 08/31/2008 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 33,473.92 08/31/2008 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 109,200.76 08/31/2008 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 44,210.84 08/31/2008 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 151,580.01 08/31/2008 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 33,158.13 08/31/2008 12X4225 1225303 09/30/2036 01993 6.969999600 23,471,000.0000 1,499,601.22 08/31/2008 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 255,566.65 08/31/2008 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 76,670.00 08/31/2008 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 66,185.37 08/31/2008 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 4,025.17 08/31/2008 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 234,482.40 08/31/2008 12X4225 1225303 09/30/2048 01993 6.969999600 520,000.0000 33,223.66 08/31/2008 12X4225 1225303 09/30/2035 01994 6.969999600 26,507,000.0000 1,693,576.31 08/31/2008 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,597,291.58 08/31/2008 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 159,729.16 08/31/2008 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,769.61 08/31/2008 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 177,299.36 08/31/2008 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 319,458.32 08/31/2008 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 76,670.00 08/31/2008 12X4225 1225303 09/30/2037 01995 6.609999600 43,585,000.0000 2,640,887.63 08/31/2008 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 999,762.44 08/31/2008 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 60,591.66 08/31/2008 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 121,183.33 08/31/2008 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 121,183.33 08/31/2008 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 127,606.04 08/31/2008 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 80,586.91 08/31/2008 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 125,727.70 08/31/2008 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 447,105.88 08/31/2008 12X4225 1225303 09/30/2048 01995 6.609999600 1,405,000.0000 85,131.29 08/31/2008 12X4225 1225303 09/30/2038 01996 6.369998400 64,539,000.0000 3,768,538.83 08/31/2008 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 467,133.22 08/31/2008 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 175,174.96 08/31/2008 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 116,783.30 08/31/2008 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 64,230.82 08/31/2008 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 205,830.57 08/31/2008 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 163,140.44 08/31/2008 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 259,083.76 08/31/2008 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 435,076.20 08/31/2008 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 99,265.81 08/31/2008 12X4225 1225303 09/30/2038 01997 6.009998400 11,367,000.0000 626,226.81 08/31/2008 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 2,038,391.12 08/31/2008 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 440,733.22 08/31/2008 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 330,549.91 08/31/2008 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 55,091.65 08/31/2008 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 56,303.67 08/31/2008 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,802.51 08/31/2008 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 53,438.90 08/31/2008 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 253,421.60 08/31/2008 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 49,582.49 08/31/2008 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 14,923.33 08/31/2008 12X4225 1225303 09/30/2039 01998 5.919998400 24,820,000.0000 1,346,898.30 08/31/2008 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 2,170,666.08 08/31/2008 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 1,356,666.30 08/31/2008 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 542,666.52 08/31/2008 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 32,559.99 08/31/2008 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 117,080.30 08/31/2008 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 203,282.88 08/31/2008 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 434,133.22 08/31/2008 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 27,133.33 08/31/2008 12X4225 1225303 09/30/2040 01999 5.900000400 18,260,000.0000 987,561.73 08/31/2008 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 2,217,416.82 08/31/2008 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 865,333.39 08/31/2008 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 432,666.70 08/31/2008 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 162,250.01 08/31/2008 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 108,166.67 08/31/2008 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 38,669.59 08/31/2008 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 383,991.69 08/31/2008 12X4225 1225303 09/30/2048 01999 5.900000400 78,000.0000 4,218.50 08/31/2008 12X4225 1225303 09/30/2041 02000 5.659999200 24,227,000.0000 1,256,977.34 08/31/2008 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 3,087,057.90 08/31/2008 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 809,379.89 08/31/2008 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 233,474.97 08/31/2008 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 129,708.32 08/31/2008 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 209,919.94 08/31/2008 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 373,559.95 08/31/2008 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 197,156.64 08/31/2008 12X4225 1225303 09/30/2037 02001 5.010001200 4,129,000.0000 189,624.37 08/31/2008 12X4225 1225303 09/30/2042 02001 5.010001200 43,783,000.0000 2,010,734.76 08/31/2008 12X4225 1225303 09/30/2043 02001 5.010001200 72,000,000.0000 3,306,600.79 08/31/2008 12X4225 1225303 09/30/2044 02001 5.010001200 46,000,000.0000 2,112,550.51 08/31/2008 12X4225 1225303 09/30/2045 02001 5.010001200 29,140,000.0000 1,338,254.82 08/31/2008 12X4225 1225303 09/30/2046 02001 5.010001200 13,195,000.0000 605,980.52 08/31/2008 12X4225 1225303 09/30/2047 02001 5.010001200 10,761,000.0000 494,199.04 08/31/2008 12X4225 1225303 09/30/2048 02001 5.659999200 607,000.0000 31,493.18 08/31/2008 12X4225 1225303 09/30/2037 02002 4.870000800 5,803,000.0000 259,055.63 08/31/2008 12X4225 1225303 09/30/2043 02002 4.870000800 62,693,000.0000 2,798,720.47 08/31/2008 12X4225 1225303 09/30/2044 02002 4.870000800 82,000,000.0000 3,660,617.27 08/31/2008 12X4225 1225303 09/30/2045 02002 4.870000800 58,500,000.0000 2,611,537.93 08/31/2008 12X4225 1225303 09/30/2046 02002 4.870000800 55,382,000.0000 2,472,345.19 08/31/2008 12X4225 1225303 09/30/2047 02002 4.870000800 21,583,000.0000 963,501.25 08/31/2008 12X4225 1225303 09/30/2048 02002 4.870000800 13,785,000.0000 615,385.48 08/31/2008 12X4225 1225303 09/30/2037 02003 4.830001200 2,001,000.0000 88,594.30 08/31/2008 12X4225 1225303 09/30/2044 02003 4.830001200 49,226,000.0000 2,179,481.69 08/31/2008 12X4225 1225303 09/30/2045 02003 4.830001200 71,647,000.0000 3,172,171.71 08/31/2008 12X4225 1225303 09/30/2046 02003 4.830001200 40,725,000.0000 1,803,099.82 08/31/2008 12X4225 1225303 09/30/2047 02003 4.830001200 23,052,000.0000 1,020,627.55 08/31/2008 12X4225 1225303 09/30/2048 02003 4.830001200 4,111,000.0000 182,014.57 08/31/2008 12X4225 1225303 09/30/2037 02004 4.820000400 20,508,000.0000 906,111.88 08/31/2008 12X4225 1225303 09/30/2045 02004 4.820000400 97,415,000.0000 4,304,119.77 08/31/2008 12X4225 1225303 09/30/2046 02004 4.820000400 128,384,000.0000 5,672,433.54 08/31/2008 12X4225 1225303 09/30/2047 02004 4.820000400 69,539,000.0000 3,072,465.07 08/31/2008 12X4225 1225303 09/30/2048 02004 4.820000400 62,273,000.0000 2,751,428.95 08/31/2008 12X4225 1225303 09/30/2037 02005 5.079999600 53,926,000.0000 2,511,153.87 08/31/2008 12X4225 1225303 09/30/2045 02005 5.079999600 25,402,500.0000 1,182,909.66 08/31/2008 12X4225 1225303 09/30/2046 02005 5.079999600 133,563,000.0000 6,219,583.21 08/31/2008 12X4225 1225303 09/30/2047 02005 5.079999600 152,531,000.0000 7,102,859.67 08/31/2008 12X4225 1225303 09/30/2048 02005 5.079999600 108,826,000.0000 5,067,663.67 08/31/2008 12X4225 1225303 09/30/2037 02006 5.050000800 20,792,000.0000 962,496.49 08/31/2008 12X4225 1225303 09/30/2046 02006 5.050000800 26,378,000.0000 1,221,081.78 08/31/2008 12X4225 1225303 09/30/2047 02006 5.050000800 88,307,000.0000 4,087,878.86 08/31/2008 12X4225 1225303 09/30/2048 02006 5.050000800 117,793,000.0000 5,452,835.16 08/31/2008 12X4225 1225303 09/30/2037 02007 5.310000000 5,538,000.0000 269,562.15 08/31/2008 12X4225 1225303 09/30/2047 02007 5.310000000 29,097,000.0000 1,416,296.48 08/31/2008 12X4225 1225303 09/30/2048 02007 5.310000000 90,342,000.0000 4,397,396.85 08/31/2008 12X4225 1225303 09/30/2048 02008 5.310000000 27,083,000.0000 1,318,265.03 08/31/2008 ------------------------ ---------------------- 2,670,940,670.0000 129,802,189.49 ======================== ====================== 2,670,940,670.0000 129,802,189.49 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4225 1225303 09/30/2034 01992 08/14/2008 INT + 0.0000 20,670.00 475790 1225303 09/30/2035 01993 08/14/2008 INT + 0.0000 47,779.34 475792 1225303 09/30/2035 01994 08/14/2008 INT + 0.0000 94,094.99 475796 1225303 09/30/2036 01993 08/14/2008 INT + 0.0000 53,285.64 475794 1225303 09/30/2037 01995 03/31/2008 INT + 0.0000 132,199.99 464436 1225303 09/30/2037 01995 08/14/2008 INT + 0.0000 135,504.99 475798 1225303 09/30/2037 01996 03/31/2008 INT + 0.0000 127,399.96 464438 1225303 09/30/2037 01996 08/14/2008 INT + 0.0000 17,167.14 475800 1225303 09/30/2038 01996 08/14/2008 INT + 0.0000 46,532.83 475802 1225303 09/30/2038 01997 08/14/2008 INT + 0.0000 96,159.97 475804 1225303 09/30/2039 01998 08/14/2008 INT + 0.0000 88,799.97 475806 1225303 09/30/2040 01999 08/14/2008 INT + 0.0000 126,850.00 475808 1225303 09/30/2041 02000 08/14/2008 INT + 0.0000 124,519.98 475778 1225303 09/30/2042 02001 03/31/2008 INT + 0.0000 125,250.03 464440 1225303 09/30/2042 02001 08/14/2008 INT + 0.0000 82,665.01 475780 1225303 09/30/2043 02002 03/31/2008 INT + 0.0000 121,750.02 464442 1225303 09/30/2043 02002 08/14/2008 INT + 0.0000 73,050.01 475782 1225303 09/30/2044 02003 03/31/2008 INT + 0.0000 120,750.03 464444 1225303 09/30/2044 02003 08/14/2008 INT + 0.0000 132,825.03 475784 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 02004 08/14/2008 INT + 0.0000 161,470.01 475786 1225303 09/30/2045 02005 03/31/2008 INT + 0.0000 126,999.99 464450 1225303 09/30/2045 02005 08/14/2008 INT + 0.0000 35,559.99 475788 ------------------------ ---------------------- 0.0000 2,211,784.92 ======================== ====================== 0.0000 2,211,784.92