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 4,239,072.75 07/31/2009 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 6,660,333.72 07/31/2009 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,870,833.50 07/31/2009 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,870.83 07/31/2009 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 310,164.85 07/31/2009 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 393,706.11 07/31/2009 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 130,221.01 07/31/2009 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,937,525.53 07/31/2009 12X4226 1226301 09/30/2030 01993 6.879999600 116,842,000.0000 6,698,940.94 07/31/2009 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,866,666.50 07/31/2009 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 2,121,333.21 07/31/2009 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 458,666.64 07/31/2009 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 859,999.95 07/31/2009 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 1,031,999.94 07/31/2009 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 753,933.29 07/31/2009 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 513,247.97 07/31/2009 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 382,929.31 07/31/2009 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 2,155,159.87 07/31/2009 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 349,733.31 07/31/2009 12X4226 1226301 09/30/2031 01994 6.710000400 102,666,000.0000 5,740,740.84 07/31/2009 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 8,387,500.50 07/31/2009 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,677,500.10 07/31/2009 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 279,583.35 07/31/2009 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 726,916.71 07/31/2009 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 517,229.20 07/31/2009 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 719,927.13 07/31/2009 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 277,626.27 07/31/2009 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,379,198.39 07/31/2009 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 430,558.36 07/31/2009 12X4226 1226301 09/30/2031 01995 6.559999200 8,751,000.0000 478,387.94 07/31/2009 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 10,933,332.00 07/31/2009 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 7,379,999.10 07/31/2009 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,202,666.52 07/31/2009 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 273,333.30 07/31/2009 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 666,933.25 07/31/2009 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 423,283.95 07/31/2009 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 399,558.62 07/31/2009 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,502,530.36 07/31/2009 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 202,266.64 07/31/2009 12X4226 1226301 09/30/2032 01996 6.289999200 45,648,000.0000 2,392,715.70 07/31/2009 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 9,015,665.52 07/31/2009 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 1,520,083.14 07/31/2009 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 1,205,583.18 07/31/2009 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 52,416.66 07/31/2009 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 398,366.62 07/31/2009 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 2,329,448.79 07/31/2009 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 271,990.05 07/31/2009 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 1,598,708.13 07/31/2009 12X4226 1226301 09/30/2043 01996 6.289999200 3,652,000.0000 191,425.64 07/31/2009 12X4226 1226301 09/30/2033 01997 5.960001600 27,224,000.0000 1,352,125.70 07/31/2009 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 11,463,069.74 07/31/2009 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 3,377,334.24 07/31/2009 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 596,000.16 07/31/2009 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 705,266.86 07/31/2009 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 6,756,406.81 07/31/2009 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 244,012.40 07/31/2009 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 2,358,372.63 07/31/2009 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 253,300.07 07/31/2009 12X4226 1226301 09/30/2044 01997 5.960001600 1,762,000.0000 87,512.69 07/31/2009 12X4226 1226301 09/30/2022 01998 5.810000400 3,501,000.0000 169,506.76 07/31/2009 12X4226 1226301 09/30/2034 01998 5.810000400 42,600,000.0000 2,062,550.14 07/31/2009 12X4226 1226301 09/30/2036 01998 5.810000400 128,000,000.0000 6,197,333.76 07/31/2009 12X4226 1226301 09/30/2037 01998 5.810000400 18,750,000.0000 907,812.56 07/31/2009 12X4226 1226301 09/30/2038 01998 5.810000400 28,000,000.0000 1,355,666.76 07/31/2009 12X4226 1226301 09/30/2039 01998 5.810000400 25,500,000.0000 1,234,625.09 07/31/2009 12X4226 1226301 09/30/2040 01998 5.810000400 229,789,000.0000 11,125,618.18 07/31/2009 12X4226 1226301 09/30/2041 01998 5.810000400 10,475,000.0000 507,164.62 07/31/2009 12X4226 1226301 09/30/2042 01998 5.810000400 42,229,000.0000 2,044,587.56 07/31/2009 12X4226 1226301 09/30/2043 01998 5.810000400 19,113,000.0000 925,387.81 07/31/2009 12X4226 1226301 09/30/2044 01998 5.810000400 2,744,000.0000 132,855.34 07/31/2009 12X4226 1226301 09/30/2022 01999 5.699998800 38,976,000.0000 1,851,359.61 07/31/2009 12X4226 1226301 09/30/2036 01999 5.699998800 187,000,000.0000 8,882,498.13 07/31/2009 12X4226 1226301 09/30/2037 01999 5.699998800 31,250,000.0000 1,484,374.69 07/31/2009 12X4226 1226301 09/30/2038 01999 5.699998800 58,000,000.0000 2,754,999.42 07/31/2009 12X4226 1226301 09/30/2039 01999 5.699998800 44,200,000.0000 2,099,499.56 07/31/2009 12X4226 1226301 09/30/2040 01999 5.699998800 100,117,000.0000 4,755,556.50 07/31/2009 12X4226 1226301 09/30/2041 01999 5.699998800 9,980,000.0000 474,049.90 07/31/2009 12X4226 1226301 09/30/2042 01999 5.699998800 48,054,000.0000 2,282,564.52 07/31/2009 12X4226 1226301 09/30/2043 01999 5.699998800 7,741,000.0000 367,697.42 07/31/2009 12X4226 1226301 09/30/2044 01999 5.699998800 8,869,000.0000 421,277.41 07/31/2009 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 3,180,655.05 07/31/2009 12X4226 1226301 09/30/2036 02000 5.379998400 84,800,000.0000 3,801,865.54 07/31/2009 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 2,521,874.25 07/31/2009 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 4,976,498.52 07/31/2009 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 4,111,215.44 07/31/2009 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 1,619,065.69 07/31/2009 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 1,164,993.82 07/31/2009 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 3,550,395.44 07/31/2009 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 677,610.80 07/31/2009 12X4226 1226301 09/30/2044 02000 5.379998400 527,000.0000 23,627.16 07/31/2009 12X4226 1226301 09/30/2037 02001 5.060001600 66,371,000.0000 2,798,644.72 07/31/2009 12X4226 1226301 09/30/2038 02001 5.060001600 175,000,000.0000 7,379,169.00 07/31/2009 12X4226 1226301 09/30/2039 02001 5.060001600 163,000,000.0000 6,873,168.84 07/31/2009 12X4226 1226301 09/30/2040 02001 5.060001600 87,344,600.0000 3,683,031.80 07/31/2009 12X4226 1226301 09/30/2041 02001 5.060001600 48,088,000.0000 2,027,711.31 07/31/2009 12X4226 1226301 09/30/2042 02001 5.060001600 58,527,000.0000 2,467,889.28 07/31/2009 12X4226 1226301 09/30/2043 02001 5.060001600 20,095,000.0000 847,339.43 07/31/2009 12X4226 1226301 09/30/2044 02001 5.060001600 2,682,000.0000 113,091.04 07/31/2009 12X4226 1226301 09/30/2038 02002 4.910000400 97,553,000.0000 3,991,543.91 07/31/2009 12X4226 1226301 09/30/2039 02002 4.910000400 251,000,000.0000 10,270,084.17 07/31/2009 12X4226 1226301 09/30/2040 02002 4.910000400 236,472,000.0000 9,675,646.79 07/31/2009 12X4226 1226301 09/30/2041 02002 4.910000400 101,381,000.0000 4,148,172.92 07/31/2009 12X4226 1226301 09/30/2042 02002 4.910000400 177,538,000.0000 7,264,263.76 07/31/2009 12X4226 1226301 09/30/2043 02002 4.910000400 42,528,000.0000 1,740,104.14 07/31/2009 12X4226 1226301 09/30/2044 02002 4.910000400 19,568,000.0000 800,657.40 07/31/2009 12X4226 1226301 09/30/2039 02003 4.860000000 83,670,000.0000 3,388,635.00 07/31/2009 12X4226 1226301 09/30/2040 02003 4.860000000 190,000,000.0000 7,695,000.00 07/31/2009 12X4226 1226301 09/30/2041 02003 4.860000000 118,980,000.0000 4,818,690.00 07/31/2009 12X4226 1226301 09/30/2042 02003 4.860000000 123,287,000.0000 4,993,123.50 07/31/2009 12X4226 1226301 09/30/2043 02003 4.860000000 97,576,000.0000 3,951,828.00 07/31/2009 12X4226 1226301 09/30/2044 02003 4.860000000 9,034,000.0000 365,877.00 07/31/2009 12X4226 1226301 09/30/2040 02004 4.849999200 127,835,000.0000 5,166,663.73 07/31/2009 12X4226 1226301 09/30/2041 02004 4.849999200 196,549,000.0000 7,943,854.11 07/31/2009 12X4226 1226301 09/30/2042 02004 4.849999200 233,961,000.0000 9,455,922.19 07/31/2009 12X4226 1226301 09/30/2043 02004 4.849999200 112,982,000.0000 4,566,355.08 07/31/2009 12X4226 1226301 09/30/2044 02004 4.849999200 40,136,000.0000 1,622,163.07 07/31/2009 12X4226 1226301 09/30/2040 02005 5.010001200 9,691,000.0000 404,599.35 07/31/2009 12X4226 1226301 09/30/2041 02005 5.010001200 124,246,000.0000 5,187,271.74 07/31/2009 12X4226 1226301 09/30/2042 02005 5.010001200 215,576,000.0000 9,000,300.16 07/31/2009 12X4226 1226301 09/30/2043 02005 5.010001200 176,866,000.0000 7,384,157.27 07/31/2009 12X4226 1226301 09/30/2044 02005 5.010001200 71,820,000.0000 2,998,485.72 07/31/2009 12X4226 1226301 09/30/2041 02006 4.979998800 33,709,000.0000 1,398,923.16 07/31/2009 12X4226 1226301 09/30/2042 02006 4.979998800 173,436,000.0000 7,197,592.27 07/31/2009 12X4226 1226301 09/30/2043 02006 4.979998800 290,126,000.0000 12,040,226.10 07/31/2009 12X4226 1226301 09/30/2044 02006 4.979998800 136,488,000.0000 5,664,250.64 07/31/2009 12X4226 1226301 09/30/2042 02007 5.230000800 41,529,000.0000 1,809,972.53 07/31/2009 12X4226 1226301 09/30/2043 02007 5.230000800 186,664,000.0000 8,135,440.58 07/31/2009 12X4226 1226301 09/30/2044 02007 5.230000800 160,159,000.0000 6,980,264.15 07/31/2009 12X4226 1226301 09/30/2043 02008 5.169999600 24,874,000.0000 1,071,654.75 07/31/2009 12X4226 1226301 09/30/2044 02008 5.169999600 90,755,000.0000 3,910,027.61 07/31/2009 12X4226 1226301 09/30/2044 02009 5.810000400 4,444,000.0000 215,163.68 07/31/2009 ------------------------ ---------------------- 8,618,551,600.0000 395,617,963.84 ======================== ====================== 8,618,551,600.0000 395,617,963.84 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2042 02007 06/25/2009 INT + 0.0000 25,862.35 476449 ------------------------ ---------------------- 0.0000 25,862.35 ======================== ====================== 0.0000 25,862.35