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 84,255,000.0000 1,451,292.46 12/31/2007 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 1,998,100.12 12/31/2007 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 861,250.05 12/31/2007 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 861.25 12/31/2007 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 93,049.46 12/31/2007 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 118,111.83 12/31/2007 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 39,066.30 12/31/2007 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 581,257.66 12/31/2007 12X4226 1226301 09/30/2030 01993 6.879999600 147,542,000.0000 2,537,722.25 12/31/2007 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 859,999.95 12/31/2007 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 636,399.96 12/31/2007 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 137,599.99 12/31/2007 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 257,999.99 12/31/2007 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 309,599.98 12/31/2007 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 226,179.99 12/31/2007 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 153,974.39 12/31/2007 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 114,878.79 12/31/2007 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 646,547.96 12/31/2007 12X4226 1226301 09/30/2031 01994 6.710000400 122,566,000.0000 2,056,044.77 12/31/2007 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 2,516,250.15 12/31/2007 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 503,250.03 12/31/2007 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 83,875.01 12/31/2007 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 218,075.01 12/31/2007 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 155,168.76 12/31/2007 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 215,978.14 12/31/2007 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 83,287.88 12/31/2007 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 713,759.52 12/31/2007 12X4226 1226301 09/30/2031 01995 6.559999200 24,501,000.0000 401,816.35 12/31/2007 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 3,279,999.60 12/31/2007 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 2,213,999.73 12/31/2007 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 360,799.96 12/31/2007 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 81,999.99 12/31/2007 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 200,079.98 12/31/2007 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 126,985.18 12/31/2007 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 119,867.59 12/31/2007 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 750,759.11 12/31/2007 12X4226 1226301 09/30/2032 01996 6.289999200 65,748,000.0000 1,033,887.17 12/31/2007 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 2,704,699.66 12/31/2007 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 456,024.94 12/31/2007 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 361,674.95 12/31/2007 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 15,725.00 12/31/2007 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 119,509.98 12/31/2007 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 698,834.64 12/31/2007 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 81,597.01 12/31/2007 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 479,612.44 12/31/2007 12X4226 1226301 09/30/2033 01997 5.960001600 44,274,000.0000 659,682.78 12/31/2007 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 3,438,920.92 12/31/2007 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 1,013,200.27 12/31/2007 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 178,800.05 12/31/2007 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 211,580.06 12/31/2007 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 2,026,922.04 12/31/2007 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 73,203.72 12/31/2007 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 707,511.79 12/31/2007 12X4226 1226301 09/30/2022 01998 5.850000000 3,501,000.0000 51,202.13 12/31/2007 12X4226 1226301 09/30/2034 01998 5.850000000 71,500,000.0000 1,045,687.50 12/31/2007 12X4226 1226301 09/30/2036 01998 5.850000000 128,000,000.0000 1,872,000.00 12/31/2007 12X4226 1226301 09/30/2037 01998 5.850000000 18,750,000.0000 274,218.75 12/31/2007 12X4226 1226301 09/30/2038 01998 5.850000000 28,000,000.0000 409,500.00 12/31/2007 12X4226 1226301 09/30/2039 01998 5.850000000 25,500,000.0000 372,937.50 12/31/2007 12X4226 1226301 09/30/2040 01998 5.850000000 229,789,000.0000 3,360,664.13 12/31/2007 12X4226 1226301 09/30/2041 01998 5.850000000 10,475,000.0000 153,196.88 12/31/2007 12X4226 1226301 09/30/2042 01998 5.850000000 42,229,000.0000 617,599.13 12/31/2007 12X4226 1226301 09/30/2043 01998 5.850000000 2,290,000.0000 33,491.25 12/31/2007 12X4226 1226301 09/30/2022 01999 5.709999600 38,976,000.0000 556,382.36 12/31/2007 12X4226 1226301 09/30/2036 01999 5.709999600 187,000,000.0000 2,669,424.81 12/31/2007 12X4226 1226301 09/30/2037 01999 5.709999600 31,250,000.0000 446,093.72 12/31/2007 12X4226 1226301 09/30/2038 01999 5.709999600 58,000,000.0000 827,949.94 12/31/2007 12X4226 1226301 09/30/2039 01999 5.709999600 44,200,000.0000 630,954.96 12/31/2007 12X4226 1226301 09/30/2040 01999 5.709999600 110,227,000.0000 1,573,490.31 12/31/2007 12X4226 1226301 09/30/2041 01999 5.709999600 9,980,000.0000 142,464.49 12/31/2007 12X4226 1226301 09/30/2042 01999 5.709999600 48,054,000.0000 685,970.80 12/31/2007 12X4226 1226301 09/30/2043 01999 5.709999600 307,000.0000 4,382.42 12/31/2007 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 955,970.26 12/31/2007 12X4226 1226301 09/30/2036 02000 5.389999200 96,800,000.0000 1,304,379.81 12/31/2007 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 757,968.64 12/31/2007 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 1,495,724.78 12/31/2007 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 1,235,657.32 12/31/2007 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 486,622.60 12/31/2007 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 350,147.82 12/31/2007 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 1,067,098.57 12/31/2007 12X4226 1226301 09/30/2043 02000 5.389999200 682,000.0000 9,189.95 12/31/2007 12X4226 1226301 09/30/2037 02001 5.140000800 80,496,000.0000 1,034,373.76 12/31/2007 12X4226 1226301 09/30/2038 02001 5.140000800 175,000,000.0000 2,248,750.35 12/31/2007 12X4226 1226301 09/30/2039 02001 5.140000800 163,000,000.0000 2,094,550.33 12/31/2007 12X4226 1226301 09/30/2040 02001 5.140000800 87,344,600.0000 1,122,378.28 12/31/2007 12X4226 1226301 09/30/2041 02001 5.140000800 48,088,000.0000 617,930.90 12/31/2007 12X4226 1226301 09/30/2042 02001 5.140000800 58,527,000.0000 752,072.07 12/31/2007 12X4226 1226301 09/30/2043 02001 5.140000800 780,000.0000 10,023.00 12/31/2007 12X4226 1226301 09/30/2038 02002 4.970001600 123,353,000.0000 1,532,661.52 12/31/2007 12X4226 1226301 09/30/2039 02002 4.970001600 251,000,000.0000 3,118,676.00 12/31/2007 12X4226 1226301 09/30/2040 02002 4.970001600 236,472,000.0000 2,938,165.55 12/31/2007 12X4226 1226301 09/30/2041 02002 4.970001600 101,381,000.0000 1,259,659.33 12/31/2007 12X4226 1226301 09/30/2042 02002 4.970001600 177,538,000.0000 2,205,910.36 12/31/2007 12X4226 1226301 09/30/2043 02002 4.970001600 7,992,000.0000 99,300.63 12/31/2007 12X4226 1226301 09/30/2039 02003 5.050000800 94,210,000.0000 1,189,401.44 12/31/2007 12X4226 1226301 09/30/2040 02003 5.050000800 190,000,000.0000 2,398,750.38 12/31/2007 12X4226 1226301 09/30/2041 02003 5.050000800 118,980,000.0000 1,502,122.74 12/31/2007 12X4226 1226301 09/30/2042 02003 5.050000800 123,287,000.0000 1,556,498.62 12/31/2007 12X4226 1226301 09/30/2043 02003 5.050000800 14,273,000.0000 180,196.65 12/31/2007 12X4226 1226301 09/30/2040 02004 4.910000400 144,965,000.0000 1,779,445.52 12/31/2007 12X4226 1226301 09/30/2041 02004 4.910000400 196,549,000.0000 2,412,639.17 12/31/2007 12X4226 1226301 09/30/2042 02004 4.910000400 233,961,000.0000 2,871,871.51 12/31/2007 12X4226 1226301 09/30/2043 02004 4.910000400 24,795,000.0000 304,358.65 12/31/2007 12X4226 1226301 09/30/2040 02005 5.259999600 19,691,000.0000 258,936.63 12/31/2007 12X4226 1226301 09/30/2041 02005 5.259999600 124,246,000.0000 1,633,834.78 12/31/2007 12X4226 1226301 09/30/2042 02005 5.259999600 215,576,000.0000 2,834,824.18 12/31/2007 12X4226 1226301 09/30/2043 02005 5.259999600 43,512,000.0000 572,182.76 12/31/2007 12X4226 1226301 09/30/2041 02006 5.220000000 33,709,000.0000 439,902.45 12/31/2007 12X4226 1226301 09/30/2042 02006 5.220000000 173,436,000.0000 2,263,339.80 12/31/2007 12X4226 1226301 09/30/2043 02006 5.220000000 62,854,000.0000 820,244.70 12/31/2007 12X4226 1226301 09/30/2042 02007 5.389999200 42,518,000.0000 572,929.96 12/31/2007 12X4226 1226301 09/30/2043 02007 5.389999200 35,555,000.0000 479,103.55 12/31/2007 12X4226 1226301 09/30/2043 02008 5.389999200 46,000.0000 619.85 12/31/2007 ------------------------ ---------------------- 7,486,237,600.0000 105,863,302.81 ======================== ====================== 7,486,237,600.0000 105,863,302.81 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00