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 3,815,165.47 06/30/2009 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 5,994,300.35 06/30/2009 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,583,750.15 06/30/2009 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,583.75 06/30/2009 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 279,148.37 06/30/2009 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 354,335.50 06/30/2009 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 117,198.91 06/30/2009 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,743,772.98 06/30/2009 12X4226 1226301 09/30/2030 01993 6.879999600 116,842,000.0000 6,029,046.85 06/30/2009 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,579,999.85 06/30/2009 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,909,199.89 06/30/2009 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 412,799.98 06/30/2009 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 773,999.96 06/30/2009 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 928,799.95 06/30/2009 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 678,539.96 06/30/2009 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 461,923.17 06/30/2009 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 344,636.38 06/30/2009 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,939,643.89 06/30/2009 12X4226 1226301 09/30/2043 01993 6.879999600 6,100,000.0000 314,759.98 06/30/2009 12X4226 1226301 09/30/2031 01994 6.710000400 102,666,000.0000 5,166,666.76 06/30/2009 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 7,548,750.45 06/30/2009 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,509,750.09 06/30/2009 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 251,625.02 06/30/2009 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 654,225.04 06/30/2009 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 465,506.28 06/30/2009 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 647,934.41 06/30/2009 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 249,863.64 06/30/2009 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 2,141,278.55 06/30/2009 12X4226 1226301 09/30/2043 01994 6.710000400 7,700,000.0000 387,502.52 06/30/2009 12X4226 1226301 09/30/2031 01995 6.559999200 8,751,000.0000 430,549.15 06/30/2009 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 9,839,998.80 06/30/2009 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 6,641,999.19 06/30/2009 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,082,399.87 06/30/2009 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 245,999.97 06/30/2009 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 600,239.93 06/30/2009 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 380,955.55 06/30/2009 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 359,602.76 06/30/2009 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 2,252,277.33 06/30/2009 12X4226 1226301 09/30/2043 01995 6.559999200 3,700,000.0000 182,039.98 06/30/2009 12X4226 1226301 09/30/2032 01996 6.289999200 45,648,000.0000 2,153,444.13 06/30/2009 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 8,114,098.97 06/30/2009 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 1,368,074.83 06/30/2009 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 1,085,024.86 06/30/2009 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 47,174.99 06/30/2009 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 358,529.95 06/30/2009 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 2,096,503.91 06/30/2009 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 244,791.04 06/30/2009 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 1,438,837.32 06/30/2009 12X4226 1226301 09/30/2043 01996 6.289999200 3,652,000.0000 172,283.08 06/30/2009 12X4226 1226301 09/30/2033 01997 5.960001600 27,224,000.0000 1,216,913.13 06/30/2009 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 10,316,762.77 06/30/2009 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 3,039,600.82 06/30/2009 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 536,400.14 06/30/2009 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 634,740.17 06/30/2009 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 6,080,766.13 06/30/2009 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 219,611.16 06/30/2009 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 2,122,535.37 06/30/2009 12X4226 1226301 09/30/2043 01997 5.960001600 5,100,000.0000 227,970.06 06/30/2009 12X4226 1226301 09/30/2044 01997 5.960001600 1,762,000.0000 78,761.42 06/30/2009 12X4226 1226301 09/30/2022 01998 5.810000400 3,501,000.0000 152,556.09 06/30/2009 12X4226 1226301 09/30/2034 01998 5.810000400 42,600,000.0000 1,856,295.13 06/30/2009 12X4226 1226301 09/30/2036 01998 5.810000400 128,000,000.0000 5,577,600.38 06/30/2009 12X4226 1226301 09/30/2037 01998 5.810000400 18,750,000.0000 817,031.31 06/30/2009 12X4226 1226301 09/30/2038 01998 5.810000400 28,000,000.0000 1,220,100.08 06/30/2009 12X4226 1226301 09/30/2039 01998 5.810000400 25,500,000.0000 1,111,162.58 06/30/2009 12X4226 1226301 09/30/2040 01998 5.810000400 229,789,000.0000 10,013,056.36 06/30/2009 12X4226 1226301 09/30/2041 01998 5.810000400 10,475,000.0000 456,448.16 06/30/2009 12X4226 1226301 09/30/2042 01998 5.810000400 42,229,000.0000 1,840,128.80 06/30/2009 12X4226 1226301 09/30/2043 01998 5.810000400 19,113,000.0000 832,849.03 06/30/2009 12X4226 1226301 09/30/2044 01998 5.810000400 2,744,000.0000 119,569.81 06/30/2009 12X4226 1226301 09/30/2022 01999 5.699998800 38,976,000.0000 1,666,223.65 06/30/2009 12X4226 1226301 09/30/2036 01999 5.699998800 187,000,000.0000 7,994,248.32 06/30/2009 12X4226 1226301 09/30/2037 01999 5.699998800 31,250,000.0000 1,335,937.22 06/30/2009 12X4226 1226301 09/30/2038 01999 5.699998800 58,000,000.0000 2,479,499.48 06/30/2009 12X4226 1226301 09/30/2039 01999 5.699998800 44,200,000.0000 1,889,549.60 06/30/2009 12X4226 1226301 09/30/2040 01999 5.699998800 100,117,000.0000 4,280,000.85 06/30/2009 12X4226 1226301 09/30/2041 01999 5.699998800 9,980,000.0000 426,644.91 06/30/2009 12X4226 1226301 09/30/2042 01999 5.699998800 48,054,000.0000 2,054,308.07 06/30/2009 12X4226 1226301 09/30/2043 01999 5.699998800 7,741,000.0000 330,927.68 06/30/2009 12X4226 1226301 09/30/2044 01999 5.699998800 8,869,000.0000 379,149.67 06/30/2009 12X4226 1226301 09/30/2022 02000 5.379998400 70,944,000.0000 2,862,589.55 06/30/2009 12X4226 1226301 09/30/2036 02000 5.379998400 84,800,000.0000 3,421,678.98 06/30/2009 12X4226 1226301 09/30/2037 02000 5.379998400 56,250,000.0000 2,269,686.83 06/30/2009 12X4226 1226301 09/30/2038 02000 5.379998400 111,000,000.0000 4,478,848.67 06/30/2009 12X4226 1226301 09/30/2039 02000 5.379998400 91,700,000.0000 3,700,093.90 06/30/2009 12X4226 1226301 09/30/2040 02000 5.379998400 36,113,000.0000 1,457,159.12 06/30/2009 12X4226 1226301 09/30/2041 02000 5.379998400 25,985,000.0000 1,048,494.44 06/30/2009 12X4226 1226301 09/30/2042 02000 5.379998400 79,191,000.0000 3,195,355.90 06/30/2009 12X4226 1226301 09/30/2043 02000 5.379998400 15,114,000.0000 609,849.72 06/30/2009 12X4226 1226301 09/30/2044 02000 5.379998400 527,000.0000 21,264.44 06/30/2009 12X4226 1226301 09/30/2037 02001 5.060001600 66,371,000.0000 2,518,780.25 06/30/2009 12X4226 1226301 09/30/2038 02001 5.060001600 175,000,000.0000 6,641,252.10 06/30/2009 12X4226 1226301 09/30/2039 02001 5.060001600 163,000,000.0000 6,185,851.96 06/30/2009 12X4226 1226301 09/30/2040 02001 5.060001600 87,344,600.0000 3,314,728.62 06/30/2009 12X4226 1226301 09/30/2041 02001 5.060001600 48,088,000.0000 1,824,940.18 06/30/2009 12X4226 1226301 09/30/2042 02001 5.060001600 58,527,000.0000 2,221,100.35 06/30/2009 12X4226 1226301 09/30/2043 02001 5.060001600 20,095,000.0000 762,605.49 06/30/2009 12X4226 1226301 09/30/2044 02001 5.060001600 2,682,000.0000 101,781.93 06/30/2009 12X4226 1226301 09/30/2038 02002 4.910000400 97,553,000.0000 3,592,389.52 06/30/2009 12X4226 1226301 09/30/2039 02002 4.910000400 251,000,000.0000 9,243,075.75 06/30/2009 12X4226 1226301 09/30/2040 02002 4.910000400 236,472,000.0000 8,708,082.11 06/30/2009 12X4226 1226301 09/30/2041 02002 4.910000400 101,381,000.0000 3,733,355.63 06/30/2009 12X4226 1226301 09/30/2042 02002 4.910000400 177,538,000.0000 6,537,837.38 06/30/2009 12X4226 1226301 09/30/2043 02002 4.910000400 42,528,000.0000 1,566,093.73 06/30/2009 12X4226 1226301 09/30/2044 02002 4.910000400 19,568,000.0000 720,591.66 06/30/2009 12X4226 1226301 09/30/2039 02003 4.860000000 83,670,000.0000 3,049,771.50 06/30/2009 12X4226 1226301 09/30/2040 02003 4.860000000 190,000,000.0000 6,925,500.00 06/30/2009 12X4226 1226301 09/30/2041 02003 4.860000000 118,980,000.0000 4,336,821.00 06/30/2009 12X4226 1226301 09/30/2042 02003 4.860000000 123,287,000.0000 4,493,811.15 06/30/2009 12X4226 1226301 09/30/2043 02003 4.860000000 97,576,000.0000 3,556,645.20 06/30/2009 12X4226 1226301 09/30/2044 02003 4.860000000 9,034,000.0000 329,289.30 06/30/2009 12X4226 1226301 09/30/2040 02004 4.849999200 127,835,000.0000 4,649,997.36 06/30/2009 12X4226 1226301 09/30/2041 02004 4.849999200 196,549,000.0000 7,149,468.70 06/30/2009 12X4226 1226301 09/30/2042 02004 4.849999200 233,961,000.0000 8,510,329.97 06/30/2009 12X4226 1226301 09/30/2043 02004 4.849999200 112,982,000.0000 4,109,719.57 06/30/2009 12X4226 1226301 09/30/2044 02004 4.849999200 40,136,000.0000 1,459,946.76 06/30/2009 12X4226 1226301 09/30/2040 02005 5.010001200 9,691,000.0000 364,139.41 06/30/2009 12X4226 1226301 09/30/2041 02005 5.010001200 124,246,000.0000 4,668,544.57 06/30/2009 12X4226 1226301 09/30/2042 02005 5.010001200 215,576,000.0000 8,100,270.14 06/30/2009 12X4226 1226301 09/30/2043 02005 5.010001200 176,866,000.0000 6,645,741.54 06/30/2009 12X4226 1226301 09/30/2044 02005 5.010001200 71,820,000.0000 2,698,637.15 06/30/2009 12X4226 1226301 09/30/2041 02006 4.979998800 33,709,000.0000 1,259,030.85 06/30/2009 12X4226 1226301 09/30/2042 02006 4.979998800 173,436,000.0000 6,477,833.04 06/30/2009 12X4226 1226301 09/30/2043 02006 4.979998800 290,126,000.0000 10,836,203.49 06/30/2009 12X4226 1226301 09/30/2044 02006 4.979998800 136,488,000.0000 5,097,825.57 06/30/2009 12X4226 1226301 09/30/2042 02007 5.230000800 41,529,000.0000 1,628,975.27 06/30/2009 12X4226 1226301 09/30/2043 02007 5.230000800 186,664,000.0000 7,321,896.52 06/30/2009 12X4226 1226301 09/30/2044 02007 5.230000800 160,159,000.0000 6,282,237.74 06/30/2009 12X4226 1226301 09/30/2043 02008 5.169999600 24,874,000.0000 964,489.28 06/30/2009 12X4226 1226301 09/30/2044 02008 5.169999600 90,755,000.0000 3,519,024.85 06/30/2009 12X4226 1226301 09/30/2044 02009 5.810000400 4,444,000.0000 193,647.31 06/30/2009 ------------------------ ---------------------- 8,618,551,600.0000 356,056,167.51 ======================== ====================== 8,618,551,600.0000 356,056,167.51 ============================================================================================================================ 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