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 2,543,443.65 03/31/2009 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 3,996,200.23 03/31/2009 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 1,722,500.10 03/31/2009 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 1,722.50 03/31/2009 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 186,098.91 03/31/2009 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 236,223.66 03/31/2009 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 78,132.60 03/31/2009 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,162,515.32 03/31/2009 12X4226 1226301 09/30/2030 01993 6.879999600 116,842,000.0000 4,019,364.57 03/31/2009 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 1,719,999.90 03/31/2009 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,272,799.93 03/31/2009 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 275,199.98 03/31/2009 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 515,999.97 03/31/2009 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 619,199.96 03/31/2009 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 452,359.97 03/31/2009 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 307,948.78 03/31/2009 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 229,757.59 03/31/2009 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,293,095.92 03/31/2009 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 209,839.99 03/31/2009 12X4226 1226301 09/30/2031 01994 6.710000400 102,666,000.0000 3,444,444.51 03/31/2009 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 5,032,500.30 03/31/2009 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,006,500.06 03/31/2009 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 167,750.01 03/31/2009 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 436,150.03 03/31/2009 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 310,337.52 03/31/2009 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 431,956.28 03/31/2009 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 166,575.76 03/31/2009 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,427,519.04 03/31/2009 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 258,335.02 03/31/2009 12X4226 1226301 09/30/2031 01995 6.559999200 8,751,000.0000 287,032.76 03/31/2009 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 6,559,999.20 03/31/2009 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 4,427,999.46 03/31/2009 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 721,599.91 03/31/2009 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 163,999.98 03/31/2009 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 400,159.95 03/31/2009 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 253,970.37 03/31/2009 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 239,735.17 03/31/2009 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,501,518.22 03/31/2009 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 121,359.99 03/31/2009 12X4226 1226301 09/30/2032 01996 6.289999200 45,648,000.0000 1,435,629.42 03/31/2009 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 5,409,399.31 03/31/2009 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 912,049.88 03/31/2009 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 723,349.91 03/31/2009 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 31,450.00 03/31/2009 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 239,019.97 03/31/2009 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 1,397,669.27 03/31/2009 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 163,194.03 03/31/2009 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 959,224.88 03/31/2009 12X4226 1226301 09/30/2043 01996 6.289999200 3,652,000.0000 114,855.39 03/31/2009 12X4226 1226301 09/30/2033 01997 5.960001600 27,224,000.0000 811,275.42 03/31/2009 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 6,877,841.85 03/31/2009 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 2,026,400.54 03/31/2009 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 357,600.10 03/31/2009 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 423,160.11 03/31/2009 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 4,053,844.09 03/31/2009 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 146,407.44 03/31/2009 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 1,415,023.58 03/31/2009 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 151,980.04 03/31/2009 12X4226 1226301 09/30/2044 01997 5.960001600 1,762,000.0000 52,507.61 03/31/2009 12X4226 1226301 09/30/2022 01998 5.810000400 3,501,000.0000 101,704.06 03/31/2009 12X4226 1226301 09/30/2034 01998 5.810000400 42,600,000.0000 1,237,530.09 03/31/2009 12X4226 1226301 09/30/2036 01998 5.810000400 128,000,000.0000 3,718,400.26 03/31/2009 12X4226 1226301 09/30/2037 01998 5.810000400 18,750,000.0000 544,687.54 03/31/2009 12X4226 1226301 09/30/2038 01998 5.810000400 28,000,000.0000 813,400.06 03/31/2009 12X4226 1226301 09/30/2039 01998 5.810000400 25,500,000.0000 740,775.05 03/31/2009 12X4226 1226301 09/30/2040 01998 5.810000400 229,789,000.0000 6,675,370.91 03/31/2009 12X4226 1226301 09/30/2041 01998 5.810000400 10,475,000.0000 304,298.77 03/31/2009 12X4226 1226301 09/30/2042 01998 5.810000400 42,229,000.0000 1,226,752.53 03/31/2009 12X4226 1226301 09/30/2043 01998 5.810000400 19,113,000.0000 555,232.69 03/31/2009 12X4226 1226301 09/30/2044 01998 5.810000400 2,140,000.0000 62,167.00 03/31/2009 12X4226 1226301 09/30/2022 01999 5.699998800 38,976,000.0000 1,110,815.77 03/31/2009 12X4226 1226301 09/30/2036 01999 5.699998800 187,000,000.0000 5,329,498.88 03/31/2009 12X4226 1226301 09/30/2037 01999 5.699998800 31,250,000.0000 890,624.81 03/31/2009 12X4226 1226301 09/30/2038 01999 5.699998800 58,000,000.0000 1,652,999.65 03/31/2009 12X4226 1226301 09/30/2039 01999 5.699998800 44,200,000.0000 1,259,699.73 03/31/2009 12X4226 1226301 09/30/2040 01999 5.699998800 100,117,000.0000 2,853,333.90 03/31/2009 12X4226 1226301 09/30/2041 01999 5.699998800 9,980,000.0000 284,429.94 03/31/2009 12X4226 1226301 09/30/2042 01999 5.699998800 48,054,000.0000 1,369,538.71 03/31/2009 12X4226 1226301 09/30/2043 01999 5.699998800 7,741,000.0000 220,618.45 03/31/2009 12X4226 1226301 09/30/2044 01999 5.699998800 6,749,000.0000 192,346.46 03/31/2009 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 1,908,393.03 03/31/2009 12X4226 1226301 09/30/2036 02000 5.379998400 84,800,000.0000 2,281,119.32 03/31/2009 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 1,513,124.55 03/31/2009 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 2,985,899.11 03/31/2009 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 2,466,729.27 03/31/2009 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 971,439.41 03/31/2009 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 698,996.29 03/31/2009 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 2,130,237.27 03/31/2009 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 406,566.48 03/31/2009 12X4226 1226301 09/30/2044 02000 5.379998400 527,000.0000 14,176.30 03/31/2009 12X4226 1226301 09/30/2037 02001 5.060001600 66,371,000.0000 1,679,186.83 03/31/2009 12X4226 1226301 09/30/2038 02001 5.060001600 175,000,000.0000 4,427,501.40 03/31/2009 12X4226 1226301 09/30/2039 02001 5.060001600 163,000,000.0000 4,123,901.30 03/31/2009 12X4226 1226301 09/30/2040 02001 5.060001600 87,344,600.0000 2,209,819.08 03/31/2009 12X4226 1226301 09/30/2041 02001 5.060001600 48,088,000.0000 1,216,626.78 03/31/2009 12X4226 1226301 09/30/2042 02001 5.060001600 58,527,000.0000 1,480,733.57 03/31/2009 12X4226 1226301 09/30/2043 02001 5.060001600 20,095,000.0000 508,403.66 03/31/2009 12X4226 1226301 09/30/2044 02001 5.060001600 2,130,000.0000 53,889.02 03/31/2009 12X4226 1226301 09/30/2038 02002 4.910000400 97,553,000.0000 2,394,926.35 03/31/2009 12X4226 1226301 09/30/2039 02002 4.910000400 251,000,000.0000 6,162,050.50 03/31/2009 12X4226 1226301 09/30/2040 02002 4.910000400 236,472,000.0000 5,805,388.07 03/31/2009 12X4226 1226301 09/30/2041 02002 4.910000400 101,381,000.0000 2,488,903.75 03/31/2009 12X4226 1226301 09/30/2042 02002 4.910000400 177,538,000.0000 4,358,558.26 03/31/2009 12X4226 1226301 09/30/2043 02002 4.910000400 42,528,000.0000 1,044,062.49 03/31/2009 12X4226 1226301 09/30/2044 02002 4.910000400 16,136,000.0000 396,138.83 03/31/2009 12X4226 1226301 09/30/2039 02003 4.860000000 83,670,000.0000 2,033,181.00 03/31/2009 12X4226 1226301 09/30/2040 02003 4.860000000 190,000,000.0000 4,617,000.00 03/31/2009 12X4226 1226301 09/30/2041 02003 4.860000000 118,980,000.0000 2,891,214.00 03/31/2009 12X4226 1226301 09/30/2042 02003 4.860000000 123,287,000.0000 2,995,874.10 03/31/2009 12X4226 1226301 09/30/2043 02003 4.860000000 97,576,000.0000 2,371,096.80 03/31/2009 12X4226 1226301 09/30/2044 02003 4.860000000 8,695,000.0000 211,288.50 03/31/2009 12X4226 1226301 09/30/2040 02004 4.849999200 127,835,000.0000 3,099,998.24 03/31/2009 12X4226 1226301 09/30/2041 02004 4.849999200 196,549,000.0000 4,766,312.46 03/31/2009 12X4226 1226301 09/30/2042 02004 4.849999200 233,961,000.0000 5,673,553.31 03/31/2009 12X4226 1226301 09/30/2043 02004 4.849999200 112,982,000.0000 2,739,813.05 03/31/2009 12X4226 1226301 09/30/2044 02004 4.849999200 30,109,000.0000 730,143.13 03/31/2009 12X4226 1226301 09/30/2040 02005 5.010001200 9,691,000.0000 242,759.61 03/31/2009 12X4226 1226301 09/30/2041 02005 5.010001200 124,246,000.0000 3,112,363.05 03/31/2009 12X4226 1226301 09/30/2042 02005 5.010001200 215,576,000.0000 5,400,180.09 03/31/2009 12X4226 1226301 09/30/2043 02005 5.010001200 176,866,000.0000 4,430,494.36 03/31/2009 12X4226 1226301 09/30/2044 02005 5.010001200 49,436,000.0000 1,238,372.10 03/31/2009 12X4226 1226301 09/30/2041 02006 4.979998800 33,709,000.0000 839,353.90 03/31/2009 12X4226 1226301 09/30/2042 02006 4.979998800 173,436,000.0000 4,318,555.36 03/31/2009 12X4226 1226301 09/30/2043 02006 4.979998800 290,126,000.0000 7,224,135.66 03/31/2009 12X4226 1226301 09/30/2044 02006 4.979998800 95,521,000.0000 2,378,472.33 03/31/2009 12X4226 1226301 09/30/2042 02007 5.230000800 42,518,000.0000 1,111,845.87 03/31/2009 12X4226 1226301 09/30/2043 02007 5.230000800 186,664,000.0000 4,881,264.35 03/31/2009 12X4226 1226301 09/30/2044 02007 5.230000800 110,500,000.0000 2,889,575.44 03/31/2009 12X4226 1226301 09/30/2043 02008 5.169999600 24,874,000.0000 642,992.85 03/31/2009 12X4226 1226301 09/30/2044 02008 5.169999600 44,039,000.0000 1,138,408.06 03/31/2009 12X4226 1226301 09/30/2044 02009 5.810000400 3,030,000.0000 88,021.51 03/31/2009 ------------------------ ---------------------- 8,441,326,600.0000 232,840,995.22 ======================== ====================== 8,441,326,600.0000 232,840,995.22 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ======================================================================================================================================================================================================================================================== TRANSACTIONS ============================================================================================================================