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 151,149.38 12/31/2008 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 172,250.01 12/31/2008 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 9,129.25 12/31/2008 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 29,782.03 12/31/2008 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 12,057.50 12/31/2008 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 41,340.00 12/31/2008 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 9,043.13 12/31/2008 12X4225 1225303 09/30/2036 01993 6.969999600 23,471,000.0000 408,982.15 12/31/2008 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 69,700.00 12/31/2008 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 20,910.00 12/31/2008 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 18,050.56 12/31/2008 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,097.77 12/31/2008 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 63,949.75 12/31/2008 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 17,773.50 12/31/2008 12X4225 1225303 09/30/2035 01994 6.969999600 26,507,000.0000 461,884.45 12/31/2008 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 435,624.98 12/31/2008 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 43,562.50 12/31/2008 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,028.07 12/31/2008 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 48,354.37 12/31/2008 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 87,125.00 12/31/2008 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 20,910.00 12/31/2008 12X4225 1225303 09/30/2037 01995 6.609999600 43,585,000.0000 720,242.08 12/31/2008 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 272,662.48 12/31/2008 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 16,525.00 12/31/2008 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 33,050.00 12/31/2008 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 33,050.00 12/31/2008 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 34,801.65 12/31/2008 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 21,978.25 12/31/2008 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 34,289.37 12/31/2008 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 121,937.97 12/31/2008 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 31,480.12 12/31/2008 12X4225 1225303 09/30/2038 01996 6.369998400 64,539,000.0000 1,027,783.32 12/31/2008 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 127,399.97 12/31/2008 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 47,774.99 12/31/2008 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 31,849.99 12/31/2008 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 17,517.50 12/31/2008 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 56,135.61 12/31/2008 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 44,492.85 12/31/2008 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 70,659.21 12/31/2008 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 118,657.15 12/31/2008 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 27,072.49 12/31/2008 12X4225 1225303 09/30/2038 01997 6.009998400 11,367,000.0000 170,789.13 12/31/2008 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 555,924.85 12/31/2008 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 120,199.97 12/31/2008 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 90,149.98 12/31/2008 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 15,025.00 12/31/2008 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 15,355.55 12/31/2008 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 764.32 12/31/2008 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 14,574.25 12/31/2008 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 69,114.98 12/31/2008 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 13,522.50 12/31/2008 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 4,070.00 12/31/2008 12X4225 1225303 09/30/2039 01998 5.919998400 24,820,000.0000 367,335.90 12/31/2008 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 591,999.84 12/31/2008 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 369,999.90 12/31/2008 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 147,999.96 12/31/2008 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 8,880.00 12/31/2008 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 31,930.99 12/31/2008 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 55,440.79 12/31/2008 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 118,399.97 12/31/2008 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 7,400.00 12/31/2008 12X4225 1225303 09/30/2040 01999 5.900000400 18,260,000.0000 269,335.02 12/31/2008 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 604,750.04 12/31/2008 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 236,000.02 12/31/2008 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 118,000.01 12/31/2008 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 44,250.00 12/31/2008 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 29,500.00 12/31/2008 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 10,546.25 12/31/2008 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 104,725.01 12/31/2008 12X4225 1225303 09/30/2048 01999 5.900000400 78,000.0000 1,150.50 12/31/2008 12X4225 1225303 09/30/2041 02000 5.659999200 24,227,000.0000 342,812.00 12/31/2008 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 841,924.88 12/31/2008 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 220,739.97 12/31/2008 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 63,674.99 12/31/2008 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 35,375.00 12/31/2008 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 57,250.89 12/31/2008 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 101,879.99 12/31/2008 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 53,769.99 12/31/2008 12X4225 1225303 09/30/2049 02000 5.659999200 58,000.0000 820.70 12/31/2008 12X4225 1225303 09/30/2037 02001 4.979998800 4,129,000.0000 51,406.04 12/31/2008 12X4225 1225303 09/30/2042 02001 4.979998800 43,783,000.0000 545,098.22 12/31/2008 12X4225 1225303 09/30/2043 02001 4.979998800 72,000,000.0000 896,399.78 12/31/2008 12X4225 1225303 09/30/2044 02001 4.979998800 46,000,000.0000 572,699.86 12/31/2008 12X4225 1225303 09/30/2045 02001 4.979998800 29,140,000.0000 362,792.91 12/31/2008 12X4225 1225303 09/30/2046 02001 4.979998800 13,195,000.0000 164,277.71 12/31/2008 12X4225 1225303 09/30/2047 02001 4.979998800 10,761,000.0000 133,974.42 12/31/2008 12X4225 1225303 09/30/2048 02001 4.979998800 607,000.0000 7,557.15 12/31/2008 12X4225 1225303 09/30/2037 02002 4.830001200 5,803,000.0000 70,071.24 12/31/2008 12X4225 1225303 09/30/2043 02002 4.830001200 62,693,000.0000 757,018.16 12/31/2008 12X4225 1225303 09/30/2044 02002 4.830001200 82,000,000.0000 990,150.25 12/31/2008 12X4225 1225303 09/30/2045 02002 4.830001200 58,500,000.0000 706,387.68 12/31/2008 12X4225 1225303 09/30/2046 02002 4.830001200 55,382,000.0000 668,737.82 12/31/2008 12X4225 1225303 09/30/2047 02002 4.830001200 21,583,000.0000 260,614.79 12/31/2008 12X4225 1225303 09/30/2048 02002 4.830001200 13,785,000.0000 166,453.92 12/31/2008 12X4225 1225303 09/30/2049 02002 4.830001200 202,000.0000 2,439.15 12/31/2008 12X4225 1225303 09/30/2037 02003 4.820000400 2,001,000.0000 24,112.05 12/31/2008 12X4225 1225303 09/30/2044 02003 4.820000400 49,226,000.0000 593,173.35 12/31/2008 12X4225 1225303 09/30/2045 02003 4.820000400 71,647,000.0000 863,346.42 12/31/2008 12X4225 1225303 09/30/2046 02003 4.820000400 40,725,000.0000 490,736.29 12/31/2008 12X4225 1225303 09/30/2047 02003 4.820000400 23,052,000.0000 277,776.62 12/31/2008 12X4225 1225303 09/30/2048 02003 4.820000400 8,111,000.0000 97,737.56 12/31/2008 12X4225 1225303 09/30/2049 02003 4.820000400 121,000.0000 1,458.05 12/31/2008 12X4225 1225303 09/30/2037 02004 4.770000000 20,508,000.0000 244,557.90 12/31/2008 12X4225 1225303 09/30/2045 02004 4.770000000 97,415,000.0000 1,161,673.88 12/31/2008 12X4225 1225303 09/30/2046 02004 4.770000000 128,384,000.0000 1,530,979.20 12/31/2008 12X4225 1225303 09/30/2047 02004 4.770000000 69,539,000.0000 829,252.58 12/31/2008 12X4225 1225303 09/30/2048 02004 4.770000000 62,273,000.0000 742,605.53 12/31/2008 12X4225 1225303 09/30/2049 02004 4.770000000 14,512,000.0000 173,055.60 12/31/2008 12X4225 1225303 09/30/2037 02005 4.970001600 53,926,000.0000 670,030.77 12/31/2008 12X4225 1225303 09/30/2045 02005 4.970001600 25,402,500.0000 315,626.16 12/31/2008 12X4225 1225303 09/30/2046 02005 4.970001600 133,563,000.0000 1,659,520.81 12/31/2008 12X4225 1225303 09/30/2047 02005 4.970001600 152,531,000.0000 1,895,198.29 12/31/2008 12X4225 1225303 09/30/2048 02005 4.970001600 108,826,000.0000 1,352,163.49 12/31/2008 12X4225 1225303 09/30/2049 02005 4.970001600 26,152,665.0000 324,946.97 12/31/2008 12X4225 1225303 09/30/2037 02006 4.830001200 20,792,000.0000 251,063.46 12/31/2008 12X4225 1225303 09/30/2046 02006 4.830001200 26,378,000.0000 318,514.43 12/31/2008 12X4225 1225303 09/30/2047 02006 4.830001200 88,307,000.0000 1,066,307.29 12/31/2008 12X4225 1225303 09/30/2048 02006 4.830001200 117,793,000.0000 1,422,350.83 12/31/2008 12X4225 1225303 09/30/2049 02006 4.830001200 15,033,000.0000 181,523.52 12/31/2008 12X4225 1225303 09/30/2037 02007 5.060001600 5,538,000.0000 70,055.72 12/31/2008 12X4225 1225303 09/30/2047 02007 5.060001600 29,097,000.0000 368,077.17 12/31/2008 12X4225 1225303 09/30/2048 02007 5.060001600 103,642,000.0000 1,311,071.71 12/31/2008 12X4225 1225303 09/30/2049 02007 5.060001600 19,518,000.0000 246,902.78 12/31/2008 12X4225 1225303 09/30/2048 02008 4.809999600 39,383,000.0000 473,580.54 12/31/2008 12X4225 1225303 09/30/2049 02008 4.809999600 27,593,000.0000 331,805.80 12/31/2008 ------------------------ ---------------------- 2,804,730,335.0000 36,563,731.41 ======================== ====================== 2,804,730,335.0000 36,563,731.41 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00