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 15,175,000.0000 871,297.97 07/31/2007 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 574,166.70 07/31/2007 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 30,430.84 07/31/2007 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 99,273.42 07/31/2007 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 40,191.67 07/31/2007 12X4225 1225303 09/30/2035 01993 6.969999600 7,671,000.0000 445,557.22 07/31/2007 12X4225 1225303 09/30/2036 01993 6.969999600 25,000,000.0000 1,452,083.25 07/31/2007 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 232,333.32 07/31/2007 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 69,700.00 07/31/2007 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 60,168.52 07/31/2007 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 3,659.25 07/31/2007 12X4225 1225303 09/30/2035 01994 6.969999600 39,607,000.0000 2,300,506.45 07/31/2007 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,452,083.25 07/31/2007 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 145,208.33 07/31/2007 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,426.92 07/31/2007 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 161,181.24 07/31/2007 12X4225 1225303 09/30/2036 01995 6.609999600 10,461,000.0000 576,226.72 07/31/2007 12X4225 1225303 09/30/2037 01995 6.609999600 55,024,000.0000 3,030,905.15 07/31/2007 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 908,874.95 07/31/2007 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 55,083.33 07/31/2007 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 110,166.66 07/31/2007 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 110,166.66 07/31/2007 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 116,005.49 07/31/2007 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 73,260.83 07/31/2007 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 114,297.91 07/31/2007 12X4225 1225303 09/30/2047 01995 6.609999600 79,000.0000 4,351.58 07/31/2007 12X4225 1225303 09/30/2037 01996 6.390000000 19,139,000.0000 1,019,151.75 07/31/2007 12X4225 1225303 09/30/2038 01996 6.390000000 66,000,000.0000 3,514,500.00 07/31/2007 12X4225 1225303 09/30/2040 01996 6.390000000 8,000,000.0000 426,000.00 07/31/2007 12X4225 1225303 09/30/2041 01996 6.390000000 3,000,000.0000 159,750.00 07/31/2007 12X4225 1225303 09/30/2042 01996 6.390000000 2,000,000.0000 106,500.00 07/31/2007 12X4225 1225303 09/30/2043 01996 6.390000000 1,100,000.0000 58,575.00 07/31/2007 12X4225 1225303 09/30/2044 01996 6.390000000 3,525,000.0000 187,706.25 07/31/2007 12X4225 1225303 09/30/2045 01996 6.390000000 2,793,900.0000 148,775.18 07/31/2007 12X4225 1225303 09/30/2046 01996 6.390000000 4,437,000.0000 236,270.25 07/31/2007 12X4225 1225303 09/30/2038 01997 6.009998400 20,167,000.0000 1,010,030.31 07/31/2007 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 1,853,082.84 07/31/2007 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 400,666.56 07/31/2007 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 300,499.92 07/31/2007 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 50,083.32 07/31/2007 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 51,185.15 07/31/2007 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,547.74 07/31/2007 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 48,580.82 07/31/2007 12X4225 1225303 09/30/2037 01998 5.929992000 275,000.0000 13,589.57 07/31/2007 12X4225 1225303 09/30/2039 01998 5.929999200 40,120,000.0000 1,982,596.40 07/31/2007 12X4225 1225303 09/30/2040 01998 5.929999200 40,000,000.0000 1,976,666.40 07/31/2007 12X4225 1225303 09/30/2041 01998 5.929999200 25,000,000.0000 1,235,416.50 07/31/2007 12X4225 1225303 09/30/2042 01998 5.929999200 10,000,000.0000 494,166.60 07/31/2007 12X4225 1225303 09/30/2044 01998 5.929999200 600,000.0000 29,650.00 07/31/2007 12X4225 1225303 09/30/2045 01998 5.929999200 2,157,500.0000 106,616.44 07/31/2007 12X4225 1225303 09/30/2046 01998 5.929999200 3,746,000.0000 185,114.81 07/31/2007 12X4225 1225303 09/30/2040 01999 5.900000400 34,360,000.0000 1,689,366.78 07/31/2007 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 2,015,833.47 07/31/2007 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 786,666.72 07/31/2007 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 393,333.36 07/31/2007 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 147,500.01 07/31/2007 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 98,333.34 07/31/2007 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 35,154.17 07/31/2007 12X4225 1225303 09/30/2041 02000 5.659999200 43,527,000.0000 2,053,023.21 07/31/2007 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 2,806,416.27 07/31/2007 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 735,799.90 07/31/2007 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 212,249.97 07/31/2007 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 117,916.65 07/31/2007 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 190,836.31 07/31/2007 12X4225 1225303 09/30/2037 02001 5.109998400 4,129,000.0000 175,826.53 07/31/2007 12X4225 1225303 09/30/2041 02001 5.109998400 683,000.0000 29,084.41 07/31/2007 12X4225 1225303 09/30/2042 02001 5.109998400 73,000,000.0000 3,108,582.36 07/31/2007 12X4225 1225303 09/30/2043 02001 5.109998400 72,000,000.0000 3,065,999.04 07/31/2007 12X4225 1225303 09/30/2044 02001 5.109998400 46,000,000.0000 1,958,832.72 07/31/2007 12X4225 1225303 09/30/2045 02001 5.109998400 29,140,000.0000 1,240,877.94 07/31/2007 12X4225 1225303 09/30/2046 02001 5.109998400 13,195,000.0000 561,886.91 07/31/2007 12X4225 1225303 09/30/2047 02001 5.109998400 1,161,000.0000 49,439.23 07/31/2007 12X4225 1225303 09/30/2037 02002 4.960000800 5,803,000.0000 239,857.37 07/31/2007 12X4225 1225303 09/30/2042 02002 4.960000800 9,393,000.0000 388,244.06 07/31/2007 12X4225 1225303 09/30/2043 02002 4.960000800 84,000,000.0000 3,472,000.56 07/31/2007 12X4225 1225303 09/30/2044 02002 4.960000800 82,000,000.0000 3,389,333.88 07/31/2007 12X4225 1225303 09/30/2045 02002 4.960000800 58,500,000.0000 2,418,000.39 07/31/2007 12X4225 1225303 09/30/2046 02002 4.960000800 55,382,000.0000 2,289,123.04 07/31/2007 12X4225 1225303 09/30/2047 02002 4.960000800 4,992,000.0000 206,336.03 07/31/2007 12X4225 1225303 09/30/2037 02003 5.019998400 2,001,000.0000 83,708.47 07/31/2007 12X4225 1225303 09/30/2043 02003 5.019998400 7,826,000.0000 327,387.56 07/31/2007 12X4225 1225303 09/30/2044 02003 5.019998400 65,000,000.0000 2,719,165.80 07/31/2007 12X4225 1225303 09/30/2045 02003 5.019998400 71,647,000.0000 2,997,231.88 07/31/2007 12X4225 1225303 09/30/2046 02003 5.019998400 40,725,000.0000 1,703,661.96 07/31/2007 12X4225 1225303 09/30/2047 02003 5.019998400 9,170,000.0000 383,611.54 07/31/2007 12X4225 1225303 09/30/2037 02004 4.780000800 20,508,000.0000 816,902.14 07/31/2007 12X4225 1225303 09/30/2044 02004 4.780000800 28,115,000.0000 1,119,914.35 07/31/2007 12X4225 1225303 09/30/2045 02004 4.780000800 106,000,000.0000 4,222,334.04 07/31/2007 12X4225 1225303 09/30/2046 02004 4.780000800 128,384,000.0000 5,113,963.52 07/31/2007 12X4225 1225303 09/30/2047 02004 4.780000800 30,614,000.0000 1,219,457.87 07/31/2007 12X4225 1225303 09/30/2037 02005 5.220000000 53,926,000.0000 2,345,781.00 07/31/2007 12X4225 1225303 09/30/2045 02005 5.220000000 45,802,500.0000 1,992,408.75 07/31/2007 12X4225 1225303 09/30/2046 02005 5.220000000 133,563,000.0000 5,809,990.50 07/31/2007 12X4225 1225303 09/30/2047 02005 5.220000000 87,478,000.0000 3,805,293.00 07/31/2007 12X4225 1225303 09/30/2037 02006 4.989999600 20,792,000.0000 864,600.60 07/31/2007 12X4225 1225303 09/30/2046 02006 4.989999600 28,378,000.0000 1,180,051.74 07/31/2007 12X4225 1225303 09/30/2047 02006 4.989999600 59,545,000.0000 2,476,079.38 07/31/2007 12X4225 1225303 09/30/2037 02007 4.989999600 5,538,000.0000 230,288.48 07/31/2007 12X4225 1225303 09/30/2047 02007 4.989999600 450,000.0000 18,712.50 07/31/2007 ------------------------ ---------------------- 2,255,311,670.0000 101,944,729.15 ======================== ====================== 2,255,311,670.0000 101,944,729.15 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00