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 3,391,258.20 05/31/2009 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 5,328,266.98 05/31/2009 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,296,666.80 05/31/2009 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,296.67 05/31/2009 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 248,131.88 05/31/2009 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 314,964.88 05/31/2009 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 104,176.81 05/31/2009 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,550,020.42 05/31/2009 12X4226 1226301 09/30/2030 01993 6.879999600 116,842,000.0000 5,359,152.76 05/31/2009 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,293,333.20 05/31/2009 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,697,066.57 05/31/2009 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 366,933.31 05/31/2009 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 687,999.96 05/31/2009 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 825,599.95 05/31/2009 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 603,146.63 05/31/2009 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 410,598.38 05/31/2009 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 306,343.45 05/31/2009 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,724,127.90 05/31/2009 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 279,786.65 05/31/2009 12X4226 1226301 09/30/2031 01994 6.710000400 102,666,000.0000 4,592,592.67 05/31/2009 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 6,710,000.40 05/31/2009 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,342,000.08 05/31/2009 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 223,666.68 05/31/2009 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 581,533.37 05/31/2009 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 413,783.36 05/31/2009 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 575,941.70 05/31/2009 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 222,101.01 05/31/2009 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,903,358.71 05/31/2009 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 344,446.69 05/31/2009 12X4226 1226301 09/30/2031 01995 6.559999200 8,751,000.0000 382,710.35 05/31/2009 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 8,746,665.60 05/31/2009 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 5,903,999.28 05/31/2009 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 962,133.22 05/31/2009 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 218,666.64 05/31/2009 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 533,546.60 05/31/2009 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 338,627.16 05/31/2009 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 319,646.89 05/31/2009 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,002,024.29 05/31/2009 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 161,813.31 05/31/2009 12X4226 1226301 09/30/2032 01996 6.289999200 45,648,000.0000 1,914,172.56 05/31/2009 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 7,212,532.42 05/31/2009 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 1,216,066.51 05/31/2009 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 964,466.54 05/31/2009 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 41,933.33 05/31/2009 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 318,693.29 05/31/2009 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 1,863,559.03 05/31/2009 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 217,592.04 05/31/2009 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 1,278,966.50 05/31/2009 12X4226 1226301 09/30/2043 01996 6.289999200 3,652,000.0000 153,140.51 05/31/2009 12X4226 1226301 09/30/2033 01997 5.960001600 27,224,000.0000 1,081,700.56 05/31/2009 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 9,170,455.80 05/31/2009 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 2,701,867.39 05/31/2009 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 476,800.13 05/31/2009 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 564,213.48 05/31/2009 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 5,405,125.45 05/31/2009 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 195,209.92 05/31/2009 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 1,886,698.11 05/31/2009 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 202,640.05 05/31/2009 12X4226 1226301 09/30/2044 01997 5.960001600 1,762,000.0000 70,010.15 05/31/2009 12X4226 1226301 09/30/2022 01998 5.810000400 3,501,000.0000 135,605.41 05/31/2009 12X4226 1226301 09/30/2034 01998 5.810000400 42,600,000.0000 1,650,040.11 05/31/2009 12X4226 1226301 09/30/2036 01998 5.810000400 128,000,000.0000 4,957,867.01 05/31/2009 12X4226 1226301 09/30/2037 01998 5.810000400 18,750,000.0000 726,250.05 05/31/2009 12X4226 1226301 09/30/2038 01998 5.810000400 28,000,000.0000 1,084,533.41 05/31/2009 12X4226 1226301 09/30/2039 01998 5.810000400 25,500,000.0000 987,700.07 05/31/2009 12X4226 1226301 09/30/2040 01998 5.810000400 229,789,000.0000 8,900,494.55 05/31/2009 12X4226 1226301 09/30/2041 01998 5.810000400 10,475,000.0000 405,731.69 05/31/2009 12X4226 1226301 09/30/2042 01998 5.810000400 42,229,000.0000 1,635,670.05 05/31/2009 12X4226 1226301 09/30/2043 01998 5.810000400 19,113,000.0000 740,310.25 05/31/2009 12X4226 1226301 09/30/2044 01998 5.810000400 2,885,000.0000 111,745.67 05/31/2009 12X4226 1226301 09/30/2022 01999 5.699998800 38,976,000.0000 1,481,087.69 05/31/2009 12X4226 1226301 09/30/2036 01999 5.699998800 187,000,000.0000 7,105,998.50 05/31/2009 12X4226 1226301 09/30/2037 01999 5.699998800 31,250,000.0000 1,187,499.75 05/31/2009 12X4226 1226301 09/30/2038 01999 5.699998800 58,000,000.0000 2,203,999.54 05/31/2009 12X4226 1226301 09/30/2039 01999 5.699998800 44,200,000.0000 1,679,599.65 05/31/2009 12X4226 1226301 09/30/2040 01999 5.699998800 100,117,000.0000 3,804,445.20 05/31/2009 12X4226 1226301 09/30/2041 01999 5.699998800 9,980,000.0000 379,239.92 05/31/2009 12X4226 1226301 09/30/2042 01999 5.699998800 48,054,000.0000 1,826,051.62 05/31/2009 12X4226 1226301 09/30/2043 01999 5.699998800 7,741,000.0000 294,157.94 05/31/2009 12X4226 1226301 09/30/2044 01999 5.699998800 8,023,000.0000 304,873.94 05/31/2009 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 2,544,524.04 05/31/2009 12X4226 1226301 09/30/2036 02000 5.379998400 84,800,000.0000 3,041,492.43 05/31/2009 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 2,017,499.40 05/31/2009 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 3,981,198.82 05/31/2009 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 3,288,972.36 05/31/2009 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 1,295,252.55 05/31/2009 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 931,995.06 05/31/2009 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 2,840,316.36 05/31/2009 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 542,088.64 05/31/2009 12X4226 1226301 09/30/2044 02000 5.379998400 527,000.0000 18,901.73 05/31/2009 12X4226 1226301 09/30/2037 02001 5.060001600 66,371,000.0000 2,238,915.77 05/31/2009 12X4226 1226301 09/30/2038 02001 5.060001600 175,000,000.0000 5,903,335.20 05/31/2009 12X4226 1226301 09/30/2039 02001 5.060001600 163,000,000.0000 5,498,535.07 05/31/2009 12X4226 1226301 09/30/2040 02001 5.060001600 87,344,600.0000 2,946,425.44 05/31/2009 12X4226 1226301 09/30/2041 02001 5.060001600 48,088,000.0000 1,622,169.05 05/31/2009 12X4226 1226301 09/30/2042 02001 5.060001600 58,527,000.0000 1,974,311.42 05/31/2009 12X4226 1226301 09/30/2043 02001 5.060001600 20,095,000.0000 677,871.55 05/31/2009 12X4226 1226301 09/30/2044 02001 5.060001600 2,454,000.0000 82,781.63 05/31/2009 12X4226 1226301 09/30/2038 02002 4.910000400 97,553,000.0000 3,193,235.13 05/31/2009 12X4226 1226301 09/30/2039 02002 4.910000400 251,000,000.0000 8,216,067.34 05/31/2009 12X4226 1226301 09/30/2040 02002 4.910000400 236,472,000.0000 7,740,517.43 05/31/2009 12X4226 1226301 09/30/2041 02002 4.910000400 101,381,000.0000 3,318,538.34 05/31/2009 12X4226 1226301 09/30/2042 02002 4.910000400 177,538,000.0000 5,811,411.01 05/31/2009 12X4226 1226301 09/30/2043 02002 4.910000400 42,528,000.0000 1,392,083.31 05/31/2009 12X4226 1226301 09/30/2044 02002 4.910000400 19,276,000.0000 630,967.78 05/31/2009 12X4226 1226301 09/30/2039 02003 4.860000000 83,670,000.0000 2,710,908.00 05/31/2009 12X4226 1226301 09/30/2040 02003 4.860000000 190,000,000.0000 6,156,000.00 05/31/2009 12X4226 1226301 09/30/2041 02003 4.860000000 118,980,000.0000 3,854,952.00 05/31/2009 12X4226 1226301 09/30/2042 02003 4.860000000 123,287,000.0000 3,994,498.80 05/31/2009 12X4226 1226301 09/30/2043 02003 4.860000000 97,576,000.0000 3,161,462.40 05/31/2009 12X4226 1226301 09/30/2044 02003 4.860000000 8,965,000.0000 290,466.00 05/31/2009 12X4226 1226301 09/30/2040 02004 4.849999200 127,835,000.0000 4,133,330.98 05/31/2009 12X4226 1226301 09/30/2041 02004 4.849999200 196,549,000.0000 6,355,083.29 05/31/2009 12X4226 1226301 09/30/2042 02004 4.849999200 233,961,000.0000 7,564,737.75 05/31/2009 12X4226 1226301 09/30/2043 02004 4.849999200 112,982,000.0000 3,653,084.06 05/31/2009 12X4226 1226301 09/30/2044 02004 4.849999200 36,004,000.0000 1,164,129.14 05/31/2009 12X4226 1226301 09/30/2040 02005 5.010001200 9,691,000.0000 323,679.48 05/31/2009 12X4226 1226301 09/30/2041 02005 5.010001200 124,246,000.0000 4,149,817.39 05/31/2009 12X4226 1226301 09/30/2042 02005 5.010001200 215,576,000.0000 7,200,240.12 05/31/2009 12X4226 1226301 09/30/2043 02005 5.010001200 176,866,000.0000 5,907,325.81 05/31/2009 12X4226 1226301 09/30/2044 02005 5.010001200 60,807,000.0000 2,030,954.29 05/31/2009 12X4226 1226301 09/30/2041 02006 4.979998800 33,709,000.0000 1,119,138.53 05/31/2009 12X4226 1226301 09/30/2042 02006 4.979998800 173,436,000.0000 5,758,073.81 05/31/2009 12X4226 1226301 09/30/2043 02006 4.979998800 290,126,000.0000 9,632,180.88 05/31/2009 12X4226 1226301 09/30/2044 02006 4.979998800 120,163,000.0000 3,989,410.64 05/31/2009 12X4226 1226301 09/30/2042 02007 5.230000800 42,518,000.0000 1,482,461.16 05/31/2009 12X4226 1226301 09/30/2043 02007 5.230000800 186,664,000.0000 6,508,352.46 05/31/2009 12X4226 1226301 09/30/2044 02007 5.230000800 140,439,000.0000 4,896,640.55 05/31/2009 12X4226 1226301 09/30/2043 02008 5.169999600 24,874,000.0000 857,323.80 05/31/2009 12X4226 1226301 09/30/2044 02008 5.169999600 69,492,000.0000 2,395,157.41 05/31/2009 12X4226 1226301 09/30/2044 02009 5.810000400 3,866,000.0000 149,743.08 05/31/2009 ------------------------ ---------------------- 8,545,215,600.0000 313,996,433.89 ======================== ====================== 8,545,215,600.0000 313,996,433.89 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00