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 75,255,000.0000 3,456,713.20 05/31/2008 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 5,328,266.98 05/31/2008 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,296,666.80 05/31/2008 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,296.67 05/31/2008 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 248,131.88 05/31/2008 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 314,964.88 05/31/2008 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 104,176.81 05/31/2008 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,550,020.42 05/31/2008 12X4226 1226301 09/30/2030 01993 6.879999600 132,542,000.0000 6,079,259.38 05/31/2008 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,293,333.20 05/31/2008 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,697,066.57 05/31/2008 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 366,933.31 05/31/2008 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 687,999.96 05/31/2008 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 825,599.95 05/31/2008 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 603,146.63 05/31/2008 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 410,598.38 05/31/2008 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 306,343.45 05/31/2008 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,724,127.90 05/31/2008 12X4226 1226301 09/30/2031 01994 6.710000400 112,566,000.0000 5,035,452.70 05/31/2008 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 6,710,000.40 05/31/2008 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,342,000.08 05/31/2008 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 223,666.68 05/31/2008 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 581,533.37 05/31/2008 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 413,783.36 05/31/2008 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 575,941.70 05/31/2008 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 222,101.01 05/31/2008 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,903,358.71 05/31/2008 12X4226 1226301 09/30/2031 01995 6.559999200 14,501,000.0000 634,176.99 05/31/2008 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 8,746,665.60 05/31/2008 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 5,903,999.28 05/31/2008 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 962,133.22 05/31/2008 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 218,666.64 05/31/2008 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 533,546.60 05/31/2008 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 338,627.16 05/31/2008 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 319,646.89 05/31/2008 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,002,024.29 05/31/2008 12X4226 1226301 09/30/2032 01996 6.289999200 55,748,000.0000 2,337,699.17 05/31/2008 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 7,212,532.42 05/31/2008 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 1,216,066.51 05/31/2008 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 964,466.54 05/31/2008 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 41,933.33 05/31/2008 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 318,693.29 05/31/2008 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 1,863,559.03 05/31/2008 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 217,592.04 05/31/2008 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 1,278,966.50 05/31/2008 12X4226 1226301 09/30/2043 01996 6.289999200 352,000.0000 14,760.53 05/31/2008 12X4226 1226301 09/30/2033 01997 5.960001600 34,274,000.0000 1,361,820.63 05/31/2008 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 9,170,455.80 05/31/2008 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 2,701,867.39 05/31/2008 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 476,800.13 05/31/2008 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 564,213.48 05/31/2008 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 5,405,125.45 05/31/2008 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 195,209.92 05/31/2008 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 1,886,698.11 05/31/2008 12X4226 1226301 09/30/2022 01998 5.850000000 3,501,000.0000 136,539.00 05/31/2008 12X4226 1226301 09/30/2034 01998 5.850000000 56,500,000.0000 2,203,500.00 05/31/2008 12X4226 1226301 09/30/2036 01998 5.850000000 128,000,000.0000 4,992,000.00 05/31/2008 12X4226 1226301 09/30/2037 01998 5.850000000 18,750,000.0000 731,250.00 05/31/2008 12X4226 1226301 09/30/2038 01998 5.850000000 28,000,000.0000 1,092,000.00 05/31/2008 12X4226 1226301 09/30/2039 01998 5.850000000 25,500,000.0000 994,500.00 05/31/2008 12X4226 1226301 09/30/2040 01998 5.850000000 229,789,000.0000 8,961,771.00 05/31/2008 12X4226 1226301 09/30/2041 01998 5.850000000 10,475,000.0000 408,525.00 05/31/2008 12X4226 1226301 09/30/2042 01998 5.850000000 42,229,000.0000 1,646,931.00 05/31/2008 12X4226 1226301 09/30/2043 01998 5.850000000 10,858,000.0000 423,462.00 05/31/2008 12X4226 1226301 09/30/2022 01999 5.709999600 38,976,000.0000 1,483,686.30 05/31/2008 12X4226 1226301 09/30/2036 01999 5.709999600 187,000,000.0000 7,118,466.17 05/31/2008 12X4226 1226301 09/30/2037 01999 5.709999600 31,250,000.0000 1,189,583.25 05/31/2008 12X4226 1226301 09/30/2038 01999 5.709999600 58,000,000.0000 2,207,866.51 05/31/2008 12X4226 1226301 09/30/2039 01999 5.709999600 44,200,000.0000 1,682,546.55 05/31/2008 12X4226 1226301 09/30/2040 01999 5.709999600 100,227,000.0000 3,815,307.53 05/31/2008 12X4226 1226301 09/30/2041 01999 5.709999600 9,980,000.0000 379,905.31 05/31/2008 12X4226 1226301 09/30/2042 01999 5.709999600 48,054,000.0000 1,829,255.47 05/31/2008 12X4226 1226301 09/30/2043 01999 5.709999600 741,000.0000 28,207.40 05/31/2008 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 2,549,254.02 05/31/2008 12X4226 1226301 09/30/2036 02000 5.389999200 86,800,000.0000 3,119,012.87 05/31/2008 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 2,021,249.70 05/31/2008 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 3,988,599.41 05/31/2008 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 3,295,086.18 05/31/2008 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 1,297,660.27 05/31/2008 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 933,727.53 05/31/2008 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 2,845,596.18 05/31/2008 12X4226 1226301 09/30/2043 02000 5.389999200 8,494,000.0000 305,217.69 05/31/2008 12X4226 1226301 09/30/2037 02001 5.140000800 70,496,000.0000 2,415,663.31 05/31/2008 12X4226 1226301 09/30/2038 02001 5.140000800 175,000,000.0000 5,996,667.60 05/31/2008 12X4226 1226301 09/30/2039 02001 5.140000800 163,000,000.0000 5,585,467.54 05/31/2008 12X4226 1226301 09/30/2040 02001 5.140000800 87,344,600.0000 2,993,008.76 05/31/2008 12X4226 1226301 09/30/2041 02001 5.140000800 48,088,000.0000 1,647,815.72 05/31/2008 12X4226 1226301 09/30/2042 02001 5.140000800 58,527,000.0000 2,005,525.51 05/31/2008 12X4226 1226301 09/30/2043 02001 5.140000800 11,295,000.0000 387,042.06 05/31/2008 12X4226 1226301 09/30/2038 02002 4.970001600 108,353,000.0000 3,590,097.22 05/31/2008 12X4226 1226301 09/30/2039 02002 4.970001600 251,000,000.0000 8,316,469.34 05/31/2008 12X4226 1226301 09/30/2040 02002 4.970001600 236,472,000.0000 7,835,108.12 05/31/2008 12X4226 1226301 09/30/2041 02002 4.970001600 101,381,000.0000 3,359,091.55 05/31/2008 12X4226 1226301 09/30/2042 02002 4.970001600 177,538,000.0000 5,882,427.63 05/31/2008 12X4226 1226301 09/30/2043 02002 4.970001600 25,060,000.0000 830,321.60 05/31/2008 12X4226 1226301 09/30/2039 02003 5.050000800 84,210,000.0000 2,835,070.45 05/31/2008 12X4226 1226301 09/30/2040 02003 5.050000800 190,000,000.0000 6,396,667.68 05/31/2008 12X4226 1226301 09/30/2041 02003 5.050000800 118,980,000.0000 4,005,660.63 05/31/2008 12X4226 1226301 09/30/2042 02003 5.050000800 123,287,000.0000 4,150,662.99 05/31/2008 12X4226 1226301 09/30/2043 02003 5.050000800 59,649,000.0000 2,008,183.32 05/31/2008 12X4226 1226301 09/30/2040 02004 4.910000400 134,965,000.0000 4,417,854.69 05/31/2008 12X4226 1226301 09/30/2041 02004 4.910000400 196,549,000.0000 6,433,704.46 05/31/2008 12X4226 1226301 09/30/2042 02004 4.910000400 233,961,000.0000 7,658,324.02 05/31/2008 12X4226 1226301 09/30/2043 02004 4.910000400 62,274,000.0000 2,038,435.77 05/31/2008 12X4226 1226301 09/30/2040 02005 5.259999600 9,691,000.0000 339,831.04 05/31/2008 12X4226 1226301 09/30/2041 02005 5.259999600 124,246,000.0000 4,356,892.74 05/31/2008 12X4226 1226301 09/30/2042 02005 5.259999600 215,576,000.0000 7,559,531.16 05/31/2008 12X4226 1226301 09/30/2043 02005 5.259999600 114,273,000.0000 4,007,172.90 05/31/2008 12X4226 1226301 09/30/2041 02006 5.220000000 33,709,000.0000 1,173,073.20 05/31/2008 12X4226 1226301 09/30/2042 02006 5.220000000 173,436,000.0000 6,035,572.80 05/31/2008 12X4226 1226301 09/30/2043 02006 5.220000000 167,326,000.0000 5,822,944.80 05/31/2008 12X4226 1226301 09/30/2042 02007 5.389999200 42,518,000.0000 1,527,813.24 05/31/2008 12X4226 1226301 09/30/2043 02007 5.389999200 88,502,000.0000 3,180,171.39 05/31/2008 12X4226 1226301 09/30/2043 02008 5.389999200 5,786,000.0000 207,910.24 05/31/2008 ------------------------ ---------------------- 7,693,761,600.0000 288,872,321.14 ======================== ====================== 7,693,761,600.0000 288,872,321.14 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2029 01992 03/31/2008 INT + 0.0000 310,050.01 464488 1226301 09/30/2030 01993 03/31/2008 INT + 0.0000 515,999.97 464490 1226301 09/30/2031 01994 03/31/2008 INT + 0.0000 335,500.02 464492 1226301 09/30/2031 01995 03/31/2008 INT + 0.0000 327,999.96 464494 1226301 09/30/2032 01996 03/31/2008 INT + 0.0000 314,499.96 464496 1226301 09/30/2033 01997 03/31/2008 INT + 0.0000 298,000.08 464498 1226301 09/30/2034 01998 03/31/2008 INT + 0.0000 438,750.00 464500 1226301 09/30/2036 02000 03/31/2008 INT + 0.0000 269,499.96 464504 1226301 09/30/2037 02001 03/31/2008 INT + 0.0000 257,000.04 464506 1226301 09/30/2038 02002 03/31/2008 INT + 0.0000 372,750.12 464508 1226301 09/30/2039 02003 03/31/2008 INT + 0.0000 252,500.04 464510 1226301 09/30/2040 01999 03/31/2008 INT + 0.0000 285,499.98 464502 1226301 09/30/2040 02004 03/31/2008 INT + 0.0000 245,500.02 464512 1226301 09/30/2040 02005 03/31/2008 INT + 0.0000 262,999.98 464514 ------------------------ ---------------------- 0.0000 4,486,550.14 ======================== ====================== 0.0000 4,486,550.14