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 3,888,802.35 06/30/2008 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 5,994,300.35 06/30/2008 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,583,750.15 06/30/2008 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,583.75 06/30/2008 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 279,148.37 06/30/2008 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 354,335.50 06/30/2008 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 117,198.91 06/30/2008 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,743,772.98 06/30/2008 12X4226 1226301 09/30/2030 01993 6.879999600 132,542,000.0000 6,839,166.80 06/30/2008 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,579,999.85 06/30/2008 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,909,199.89 06/30/2008 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 412,799.98 06/30/2008 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 773,999.96 06/30/2008 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 928,799.95 06/30/2008 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 678,539.96 06/30/2008 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 461,923.17 06/30/2008 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 344,636.38 06/30/2008 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,939,643.89 06/30/2008 12X4226 1226301 09/30/2031 01994 6.710000400 112,566,000.0000 5,664,884.29 06/30/2008 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 7,548,750.45 06/30/2008 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,509,750.09 06/30/2008 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 251,625.02 06/30/2008 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 654,225.04 06/30/2008 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 465,506.28 06/30/2008 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 647,934.41 06/30/2008 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 249,863.64 06/30/2008 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,141,278.55 06/30/2008 12X4226 1226301 09/30/2031 01995 6.559999200 14,501,000.0000 713,449.11 06/30/2008 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 9,839,998.80 06/30/2008 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 6,641,999.19 06/30/2008 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,082,399.87 06/30/2008 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 245,999.97 06/30/2008 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 600,239.93 06/30/2008 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 380,955.55 06/30/2008 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 359,602.76 06/30/2008 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,252,277.33 06/30/2008 12X4226 1226301 09/30/2032 01996 6.289999200 55,748,000.0000 2,629,911.57 06/30/2008 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 8,114,098.97 06/30/2008 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 1,368,074.83 06/30/2008 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 1,085,024.86 06/30/2008 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 47,174.99 06/30/2008 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 358,529.95 06/30/2008 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 2,096,503.91 06/30/2008 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 244,791.04 06/30/2008 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 1,438,837.32 06/30/2008 12X4226 1226301 09/30/2043 01996 6.289999200 352,000.0000 16,605.60 06/30/2008 12X4226 1226301 09/30/2033 01997 5.960001600 34,274,000.0000 1,532,048.21 06/30/2008 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 10,316,762.77 06/30/2008 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 3,039,600.82 06/30/2008 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 536,400.14 06/30/2008 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 634,740.17 06/30/2008 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 6,080,766.13 06/30/2008 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 219,611.16 06/30/2008 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 2,122,535.37 06/30/2008 12X4226 1226301 09/30/2022 01998 5.850000000 3,501,000.0000 153,606.38 06/30/2008 12X4226 1226301 09/30/2034 01998 5.850000000 56,500,000.0000 2,478,937.50 06/30/2008 12X4226 1226301 09/30/2036 01998 5.850000000 128,000,000.0000 5,616,000.00 06/30/2008 12X4226 1226301 09/30/2037 01998 5.850000000 18,750,000.0000 822,656.25 06/30/2008 12X4226 1226301 09/30/2038 01998 5.850000000 28,000,000.0000 1,228,500.00 06/30/2008 12X4226 1226301 09/30/2039 01998 5.850000000 25,500,000.0000 1,118,812.50 06/30/2008 12X4226 1226301 09/30/2040 01998 5.850000000 229,789,000.0000 10,081,992.38 06/30/2008 12X4226 1226301 09/30/2041 01998 5.850000000 10,475,000.0000 459,590.63 06/30/2008 12X4226 1226301 09/30/2042 01998 5.850000000 42,229,000.0000 1,852,797.38 06/30/2008 12X4226 1226301 09/30/2043 01998 5.850000000 11,313,000.0000 496,357.88 06/30/2008 12X4226 1226301 09/30/2022 01999 5.709999600 38,976,000.0000 1,669,147.08 06/30/2008 12X4226 1226301 09/30/2036 01999 5.709999600 187,000,000.0000 8,008,274.44 06/30/2008 12X4226 1226301 09/30/2037 01999 5.709999600 31,250,000.0000 1,338,281.16 06/30/2008 12X4226 1226301 09/30/2038 01999 5.709999600 58,000,000.0000 2,483,849.83 06/30/2008 12X4226 1226301 09/30/2039 01999 5.709999600 44,200,000.0000 1,892,864.87 06/30/2008 12X4226 1226301 09/30/2040 01999 5.709999600 100,227,000.0000 4,292,220.97 06/30/2008 12X4226 1226301 09/30/2041 01999 5.709999600 9,980,000.0000 427,393.47 06/30/2008 12X4226 1226301 09/30/2042 01999 5.709999600 48,054,000.0000 2,057,912.41 06/30/2008 12X4226 1226301 09/30/2043 01999 5.709999600 741,000.0000 31,733.32 06/30/2008 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 2,867,910.77 06/30/2008 12X4226 1226301 09/30/2036 02000 5.389999200 86,800,000.0000 3,508,889.48 06/30/2008 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 2,273,905.91 06/30/2008 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 4,487,174.33 06/30/2008 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 3,706,971.95 06/30/2008 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 1,459,867.81 06/30/2008 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 1,050,443.47 06/30/2008 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 3,201,295.70 06/30/2008 12X4226 1226301 09/30/2043 02000 5.389999200 8,514,000.0000 344,178.40 06/30/2008 12X4226 1226301 09/30/2037 02001 5.140000800 70,496,000.0000 2,717,621.22 06/30/2008 12X4226 1226301 09/30/2038 02001 5.140000800 175,000,000.0000 6,746,251.05 06/30/2008 12X4226 1226301 09/30/2039 02001 5.140000800 163,000,000.0000 6,283,650.98 06/30/2008 12X4226 1226301 09/30/2040 02001 5.140000800 87,344,600.0000 3,367,134.85 06/30/2008 12X4226 1226301 09/30/2041 02001 5.140000800 48,088,000.0000 1,853,792.69 06/30/2008 12X4226 1226301 09/30/2042 02001 5.140000800 58,527,000.0000 2,256,216.20 06/30/2008 12X4226 1226301 09/30/2043 02001 5.140000800 11,295,000.0000 435,422.32 06/30/2008 12X4226 1226301 09/30/2038 02002 4.970001600 108,353,000.0000 4,038,859.38 06/30/2008 12X4226 1226301 09/30/2039 02002 4.970001600 251,000,000.0000 9,356,028.01 06/30/2008 12X4226 1226301 09/30/2040 02002 4.970001600 236,472,000.0000 8,814,496.64 06/30/2008 12X4226 1226301 09/30/2041 02002 4.970001600 101,381,000.0000 3,778,977.99 06/30/2008 12X4226 1226301 09/30/2042 02002 4.970001600 177,538,000.0000 6,617,731.08 06/30/2008 12X4226 1226301 09/30/2043 02002 4.970001600 29,328,000.0000 1,093,201.55 06/30/2008 12X4226 1226301 09/30/2039 02003 5.050000800 84,210,000.0000 3,189,454.26 06/30/2008 12X4226 1226301 09/30/2040 02003 5.050000800 190,000,000.0000 7,196,251.14 06/30/2008 12X4226 1226301 09/30/2041 02003 5.050000800 118,980,000.0000 4,506,368.21 06/30/2008 12X4226 1226301 09/30/2042 02003 5.050000800 123,287,000.0000 4,669,495.86 06/30/2008 12X4226 1226301 09/30/2043 02003 5.050000800 61,576,000.0000 2,332,191.37 06/30/2008 12X4226 1226301 09/30/2040 02004 4.910000400 134,965,000.0000 4,970,086.53 06/30/2008 12X4226 1226301 09/30/2041 02004 4.910000400 196,549,000.0000 7,237,917.51 06/30/2008 12X4226 1226301 09/30/2042 02004 4.910000400 233,961,000.0000 8,615,614.53 06/30/2008 12X4226 1226301 09/30/2043 02004 4.910000400 63,782,000.0000 2,348,772.34 06/30/2008 12X4226 1226301 09/30/2040 02005 5.259999600 9,691,000.0000 382,309.92 06/30/2008 12X4226 1226301 09/30/2041 02005 5.259999600 124,246,000.0000 4,901,504.33 06/30/2008 12X4226 1226301 09/30/2042 02005 5.259999600 215,576,000.0000 8,504,472.55 06/30/2008 12X4226 1226301 09/30/2043 02005 5.259999600 127,366,000.0000 5,024,588.32 06/30/2008 12X4226 1226301 09/30/2041 02006 5.220000000 33,709,000.0000 1,319,707.35 06/30/2008 12X4226 1226301 09/30/2042 02006 5.220000000 173,436,000.0000 6,790,019.40 06/30/2008 12X4226 1226301 09/30/2043 02006 5.220000000 186,426,000.0000 7,298,577.90 06/30/2008 12X4226 1226301 09/30/2042 02007 5.389999200 42,518,000.0000 1,718,789.89 06/30/2008 12X4226 1226301 09/30/2043 02007 5.389999200 91,164,000.0000 3,685,304.15 06/30/2008 12X4226 1226301 09/30/2043 02008 5.389999200 9,074,000.0000 366,816.40 06/30/2008 ------------------------ ---------------------- 7,740,082,600.0000 326,794,552.47 ======================== ====================== 7,740,082,600.0000 326,794,552.47 ============================================================================================================================ 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