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 9,375,000.0000 161,484.38 12/31/2007 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 172,250.01 12/31/2007 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 9,129.25 12/31/2007 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 29,782.03 12/31/2007 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 12,057.50 12/31/2007 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 41,340.00 12/31/2007 12X4225 1225303 09/30/2035 01993 6.969999600 1,371,000.0000 23,889.67 12/31/2007 12X4225 1225303 09/30/2036 01993 6.969999600 25,000,000.0000 435,624.98 12/31/2007 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 69,700.00 12/31/2007 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 20,910.00 12/31/2007 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 18,050.56 12/31/2007 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,097.77 12/31/2007 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 63,949.75 12/31/2007 12X4225 1225303 09/30/2035 01994 6.969999600 29,207,000.0000 508,931.95 12/31/2007 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 435,624.98 12/31/2007 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 43,562.50 12/31/2007 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,028.07 12/31/2007 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 48,354.37 12/31/2007 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 87,125.00 12/31/2007 12X4225 1225303 09/30/2037 01995 6.609999600 51,685,000.0000 854,094.57 12/31/2007 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 272,662.48 12/31/2007 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 16,525.00 12/31/2007 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 33,050.00 12/31/2007 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 33,050.00 12/31/2007 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 34,801.65 12/31/2007 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 21,978.25 12/31/2007 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 34,289.37 12/31/2007 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 121,937.97 12/31/2007 12X4225 1225303 09/30/2037 01996 6.369998400 4,539,000.0000 72,283.56 12/31/2007 12X4225 1225303 09/30/2038 01996 6.369998400 66,000,000.0000 1,051,049.74 12/31/2007 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 127,399.97 12/31/2007 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 47,774.99 12/31/2007 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 31,849.99 12/31/2007 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 17,517.50 12/31/2007 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 56,135.61 12/31/2007 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 44,492.85 12/31/2007 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 70,659.21 12/31/2007 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 118,657.15 12/31/2007 12X4225 1225303 09/30/2038 01997 6.009998400 14,567,000.0000 218,869.12 12/31/2007 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 555,924.85 12/31/2007 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 120,199.97 12/31/2007 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 90,149.98 12/31/2007 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 15,025.00 12/31/2007 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 15,355.55 12/31/2007 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 764.32 12/31/2007 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 14,574.25 12/31/2007 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 69,114.98 12/31/2007 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 4,070.00 12/31/2007 12X4225 1225303 09/30/2039 01998 5.919998400 27,820,000.0000 411,735.89 12/31/2007 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 591,999.84 12/31/2007 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 369,999.90 12/31/2007 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 147,999.96 12/31/2007 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 8,880.00 12/31/2007 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 31,930.99 12/31/2007 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 55,440.79 12/31/2007 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 118,399.97 12/31/2007 12X4225 1225303 09/30/2040 01999 5.900000400 22,560,000.0000 332,760.02 12/31/2007 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 604,750.04 12/31/2007 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 236,000.02 12/31/2007 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 118,000.01 12/31/2007 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 44,250.00 12/31/2007 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 29,500.00 12/31/2007 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 10,546.25 12/31/2007 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 104,725.01 12/31/2007 12X4225 1225303 09/30/2048 01999 5.900000400 28,000.0000 413.00 12/31/2007 12X4225 1225303 09/30/2041 02000 5.659999200 28,627,000.0000 405,071.99 12/31/2007 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 841,924.88 12/31/2007 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 220,739.97 12/31/2007 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 63,674.99 12/31/2007 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 35,375.00 12/31/2007 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 57,250.89 12/31/2007 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 101,879.99 12/31/2007 12X4225 1225303 09/30/2037 02001 5.010001200 4,129,000.0000 51,715.74 12/31/2007 12X4225 1225303 09/30/2042 02001 5.010001200 52,083,000.0000 652,339.73 12/31/2007 12X4225 1225303 09/30/2043 02001 5.010001200 72,000,000.0000 901,800.22 12/31/2007 12X4225 1225303 09/30/2044 02001 5.010001200 46,000,000.0000 576,150.14 12/31/2007 12X4225 1225303 09/30/2045 02001 5.010001200 29,140,000.0000 364,978.59 12/31/2007 12X4225 1225303 09/30/2046 02001 5.010001200 13,195,000.0000 165,267.41 12/31/2007 12X4225 1225303 09/30/2047 02001 5.010001200 10,761,000.0000 134,781.56 12/31/2007 12X4225 1225303 09/30/2048 02001 5.659999200 82,000.0000 1,160.30 12/31/2007 12X4225 1225303 09/30/2037 02002 4.870000800 5,803,000.0000 70,651.54 12/31/2007 12X4225 1225303 09/30/2043 02002 4.870000800 70,693,000.0000 860,687.42 12/31/2007 12X4225 1225303 09/30/2044 02002 4.870000800 82,000,000.0000 998,350.16 12/31/2007 12X4225 1225303 09/30/2045 02002 4.870000800 58,500,000.0000 712,237.62 12/31/2007 12X4225 1225303 09/30/2046 02002 4.870000800 55,382,000.0000 674,275.96 12/31/2007 12X4225 1225303 09/30/2047 02002 4.870000800 21,583,000.0000 262,773.07 12/31/2007 12X4225 1225303 09/30/2048 02002 4.870000800 2,296,000.0000 27,953.80 12/31/2007 12X4225 1225303 09/30/2037 02003 4.830001200 2,001,000.0000 24,162.08 12/31/2007 12X4225 1225303 09/30/2044 02003 4.830001200 59,726,000.0000 721,191.63 12/31/2007 12X4225 1225303 09/30/2045 02003 4.830001200 71,647,000.0000 865,137.74 12/31/2007 12X4225 1225303 09/30/2046 02003 4.830001200 40,725,000.0000 491,754.50 12/31/2007 12X4225 1225303 09/30/2047 02003 4.830001200 23,052,000.0000 278,352.97 12/31/2007 12X4225 1225303 09/30/2048 02003 4.830001200 726,000.0000 8,766.45 12/31/2007 12X4225 1225303 09/30/2037 02004 4.820000400 20,508,000.0000 247,121.42 12/31/2007 12X4225 1225303 09/30/2044 02004 4.820000400 3,115,000.0000 37,535.75 12/31/2007 12X4225 1225303 09/30/2045 02004 4.820000400 106,000,000.0000 1,277,300.11 12/31/2007 12X4225 1225303 09/30/2046 02004 4.820000400 128,384,000.0000 1,547,027.33 12/31/2007 12X4225 1225303 09/30/2047 02004 4.820000400 69,539,000.0000 837,945.02 12/31/2007 12X4225 1225303 09/30/2048 02004 4.820000400 14,982,000.0000 180,533.11 12/31/2007 12X4225 1225303 09/30/2037 02005 5.079999600 53,926,000.0000 684,860.15 12/31/2007 12X4225 1225303 09/30/2045 02005 5.079999600 31,802,500.0000 403,891.72 12/31/2007 12X4225 1225303 09/30/2046 02005 5.079999600 133,563,000.0000 1,696,249.97 12/31/2007 12X4225 1225303 09/30/2047 02005 5.079999600 152,531,000.0000 1,937,143.55 12/31/2007 12X4225 1225303 09/30/2048 02005 5.079999600 27,158,000.0000 344,906.57 12/31/2007 12X4225 1225303 09/30/2037 02006 5.050000800 20,792,000.0000 262,499.04 12/31/2007 12X4225 1225303 09/30/2046 02006 5.050000800 26,378,000.0000 333,022.30 12/31/2007 12X4225 1225303 09/30/2047 02006 5.050000800 88,307,000.0000 1,114,876.05 12/31/2007 12X4225 1225303 09/30/2048 02006 5.050000800 17,272,000.0000 218,059.03 12/31/2007 12X4225 1225303 09/30/2037 02007 5.310000000 5,538,000.0000 73,516.95 12/31/2007 12X4225 1225303 09/30/2047 02007 5.310000000 29,097,000.0000 386,262.68 12/31/2007 12X4225 1225303 09/30/2048 02007 5.310000000 30,346,000.0000 402,843.15 12/31/2007 ------------------------ ---------------------- 2,408,482,670.0000 32,121,482.58 ======================== ====================== 2,408,482,670.0000 32,121,482.58 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00