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 453,448.15 06/30/2009 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 516,750.03 06/30/2009 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 27,387.75 06/30/2009 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 89,346.08 06/30/2009 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 36,172.50 06/30/2009 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 124,020.01 06/30/2009 12X4225 1225303 09/30/2048 01992 6.890000400 525,000.0000 27,129.38 06/30/2009 12X4225 1225303 09/30/2036 01993 6.969999600 23,471,000.0000 1,226,946.45 06/30/2009 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 209,099.99 06/30/2009 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 62,730.00 06/30/2009 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 54,151.67 06/30/2009 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 3,293.32 06/30/2009 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 191,849.24 06/30/2009 12X4225 1225303 09/30/2048 01993 6.969999600 1,020,000.0000 53,320.50 06/30/2009 12X4225 1225303 09/30/2035 01994 6.969999600 26,507,000.0000 1,385,653.35 06/30/2009 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,306,874.93 06/30/2009 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 130,687.49 06/30/2009 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,084.22 06/30/2009 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 145,063.12 06/30/2009 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 261,374.99 06/30/2009 12X4225 1225303 09/30/2048 01994 6.969999600 1,200,000.0000 62,730.00 06/30/2009 12X4225 1225303 09/30/2037 01995 6.609999600 43,585,000.0000 2,160,726.24 06/30/2009 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 817,987.45 06/30/2009 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 49,575.00 06/30/2009 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 99,149.99 06/30/2009 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 99,149.99 06/30/2009 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 104,404.94 06/30/2009 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 65,934.75 06/30/2009 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 102,868.12 06/30/2009 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 365,813.90 06/30/2009 12X4225 1225303 09/30/2048 01995 6.609999600 1,905,000.0000 94,440.37 06/30/2009 12X4225 1225303 09/30/2038 01996 6.369998400 64,539,000.0000 3,083,349.95 06/30/2009 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 382,199.90 06/30/2009 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 143,324.96 06/30/2009 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 95,549.98 06/30/2009 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 52,552.49 06/30/2009 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 168,406.83 06/30/2009 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 133,478.54 06/30/2009 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 211,977.62 06/30/2009 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 355,971.44 06/30/2009 12X4225 1225303 09/30/2048 01996 6.369998400 1,700,000.0000 81,217.48 06/30/2009 12X4225 1225303 09/30/2038 01997 6.009998400 11,367,000.0000 512,367.39 06/30/2009 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 1,667,774.56 06/30/2009 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 360,599.90 06/30/2009 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 270,449.93 06/30/2009 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 45,074.99 06/30/2009 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 46,066.64 06/30/2009 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,292.96 06/30/2009 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 43,722.74 06/30/2009 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 207,344.94 06/30/2009 12X4225 1225303 09/30/2048 01997 6.009998400 900,000.0000 40,567.49 06/30/2009 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 12,210.00 06/30/2009 12X4225 1225303 09/30/2039 01998 5.919998400 24,820,000.0000 1,102,007.70 06/30/2009 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 1,775,999.52 06/30/2009 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 1,109,999.70 06/30/2009 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 443,999.88 06/30/2009 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 26,639.99 06/30/2009 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 95,792.97 06/30/2009 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 166,322.36 06/30/2009 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 355,199.90 06/30/2009 12X4225 1225303 09/30/2048 01998 5.919998400 500,000.0000 22,199.99 06/30/2009 12X4225 1225303 09/30/2040 01999 5.900000400 18,260,000.0000 808,005.05 06/30/2009 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 1,814,250.12 06/30/2009 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 708,000.05 06/30/2009 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 354,000.02 06/30/2009 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 132,750.01 06/30/2009 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 88,500.01 06/30/2009 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 31,638.75 06/30/2009 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 314,175.02 06/30/2009 12X4225 1225303 09/30/2048 01999 5.900000400 78,000.0000 3,451.50 06/30/2009 12X4225 1225303 09/30/2049 01999 5.900000400 647,000.0000 28,629.75 06/30/2009 12X4225 1225303 09/30/2041 02000 5.659999200 24,227,000.0000 1,028,436.00 06/30/2009 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,525,774.64 06/30/2009 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 662,219.91 06/30/2009 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 191,024.97 06/30/2009 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 106,124.99 06/30/2009 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 171,752.68 06/30/2009 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 305,639.96 06/30/2009 12X4225 1225303 09/30/2048 02000 5.659999200 3,800,000.0000 161,309.98 06/30/2009 12X4225 1225303 09/30/2049 02000 5.659999200 58,000.0000 2,462.10 06/30/2009 12X4225 1225303 09/30/2037 02001 4.979998800 4,129,000.0000 154,218.11 06/30/2009 12X4225 1225303 09/30/2042 02001 4.979998800 43,783,000.0000 1,635,294.66 06/30/2009 12X4225 1225303 09/30/2043 02001 4.979998800 72,000,000.0000 2,689,199.35 06/30/2009 12X4225 1225303 09/30/2044 02001 4.979998800 46,000,000.0000 1,718,099.59 06/30/2009 12X4225 1225303 09/30/2045 02001 4.979998800 29,140,000.0000 1,088,378.74 06/30/2009 12X4225 1225303 09/30/2046 02001 4.979998800 13,195,000.0000 492,833.13 06/30/2009 12X4225 1225303 09/30/2047 02001 4.979998800 10,761,000.0000 401,923.25 06/30/2009 12X4225 1225303 09/30/2048 02001 4.979998800 607,000.0000 22,671.44 06/30/2009 12X4225 1225303 09/30/2049 02001 4.979998800 413,000.0000 15,425.55 06/30/2009 12X4225 1225303 09/30/2037 02002 4.830001200 5,803,000.0000 210,213.73 06/30/2009 12X4225 1225303 09/30/2043 02002 4.830001200 62,693,000.0000 2,271,054.49 06/30/2009 12X4225 1225303 09/30/2044 02002 4.830001200 82,000,000.0000 2,970,450.74 06/30/2009 12X4225 1225303 09/30/2045 02002 4.830001200 58,500,000.0000 2,119,163.03 06/30/2009 12X4225 1225303 09/30/2046 02002 4.830001200 55,382,000.0000 2,006,213.45 06/30/2009 12X4225 1225303 09/30/2047 02002 4.830001200 21,583,000.0000 781,844.37 06/30/2009 12X4225 1225303 09/30/2048 02002 4.830001200 13,785,000.0000 499,361.75 06/30/2009 12X4225 1225303 09/30/2049 02002 4.830001200 3,404,000.0000 123,309.93 06/30/2009 12X4225 1225303 09/30/2037 02003 4.820000400 2,001,000.0000 72,336.16 06/30/2009 12X4225 1225303 09/30/2044 02003 4.820000400 49,226,000.0000 1,779,520.05 06/30/2009 12X4225 1225303 09/30/2045 02003 4.820000400 71,647,000.0000 2,590,039.26 06/30/2009 12X4225 1225303 09/30/2046 02003 4.820000400 40,725,000.0000 1,472,208.87 06/30/2009 12X4225 1225303 09/30/2047 02003 4.820000400 23,052,000.0000 833,329.87 06/30/2009 12X4225 1225303 09/30/2048 02003 4.820000400 8,111,000.0000 293,212.67 06/30/2009 12X4225 1225303 09/30/2049 02003 4.820000400 228,000.0000 8,242.20 06/30/2009 12X4225 1225303 09/30/2037 02004 4.770000000 20,508,000.0000 733,673.70 06/30/2009 12X4225 1225303 09/30/2045 02004 4.770000000 97,415,000.0000 3,485,021.63 06/30/2009 12X4225 1225303 09/30/2046 02004 4.770000000 128,384,000.0000 4,592,937.60 06/30/2009 12X4225 1225303 09/30/2047 02004 4.770000000 69,539,000.0000 2,487,757.73 06/30/2009 12X4225 1225303 09/30/2048 02004 4.770000000 62,273,000.0000 2,227,816.58 06/30/2009 12X4225 1225303 09/30/2049 02004 4.770000000 23,482,000.0000 840,068.55 06/30/2009 12X4225 1225303 09/30/2037 02005 4.970001600 53,926,000.0000 2,010,092.30 06/30/2009 12X4225 1225303 09/30/2045 02005 4.970001600 25,402,500.0000 946,878.49 06/30/2009 12X4225 1225303 09/30/2046 02005 4.970001600 133,563,000.0000 4,978,562.43 06/30/2009 12X4225 1225303 09/30/2047 02005 4.970001600 152,531,000.0000 5,685,594.86 06/30/2009 12X4225 1225303 09/30/2048 02005 4.970001600 108,826,000.0000 4,056,490.46 06/30/2009 12X4225 1225303 09/30/2049 02005 4.970001600 60,685,665.0000 2,262,058.89 06/30/2009 12X4225 1225303 09/30/2037 02006 4.830001200 20,792,000.0000 753,190.39 06/30/2009 12X4225 1225303 09/30/2046 02006 4.830001200 23,976,000.0000 868,530.82 06/30/2009 12X4225 1225303 09/30/2047 02006 4.830001200 88,307,000.0000 3,198,921.87 06/30/2009 12X4225 1225303 09/30/2048 02006 4.830001200 117,793,000.0000 4,267,052.49 06/30/2009 12X4225 1225303 09/30/2049 02006 4.830001200 35,795,000.0000 1,296,674.20 06/30/2009 12X4225 1225303 09/30/2037 02007 5.060001600 5,063,000.0000 192,140.91 06/30/2009 12X4225 1225303 09/30/2047 02007 5.060001600 29,097,000.0000 1,104,231.50 06/30/2009 12X4225 1225303 09/30/2048 02007 5.060001600 103,642,000.0000 3,933,215.14 06/30/2009 12X4225 1225303 09/30/2049 02007 5.060001600 67,823,000.0000 2,573,883.66 06/30/2009 12X4225 1225303 09/30/2048 02008 4.809999600 39,383,000.0000 1,420,741.61 06/30/2009 12X4225 1225303 09/30/2049 02008 4.809999600 73,892,000.0000 2,665,653.68 06/30/2009 12X4225 1225303 09/30/2049 02009 4.809999600 21,062,000.0000 759,811.59 06/30/2009 ------------------------ ---------------------- 2,986,153,335.0000 116,373,517.64 ======================== ====================== 2,986,153,335.0000 116,373,517.64 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4225 1225303 09/30/2037 02007 06/25/2009 INT + 0.0000 12,017.50 476063 1225303 09/30/2046 02006 06/25/2009 INT + 0.0000 58,008.31 476061 ------------------------ ---------------------- 0.0000 70,025.81 ======================== ====================== 0.0000 70,025.81