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 215,312.51 01/31/2008 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 229,666.68 01/31/2008 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 12,172.33 01/31/2008 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 39,709.37 01/31/2008 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 16,076.67 01/31/2008 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 55,120.00 01/31/2008 12X4225 1225303 09/30/2035 01993 6.969999600 1,371,000.0000 31,852.90 01/31/2008 12X4225 1225303 09/30/2036 01993 6.969999600 25,000,000.0000 580,833.30 01/31/2008 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 92,933.33 01/31/2008 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 27,880.00 01/31/2008 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 24,067.41 01/31/2008 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,463.70 01/31/2008 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 85,266.33 01/31/2008 12X4225 1225303 09/30/2035 01994 6.969999600 29,207,000.0000 678,575.93 01/31/2008 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 580,833.30 01/31/2008 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 58,083.33 01/31/2008 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,370.77 01/31/2008 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 64,472.50 01/31/2008 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 116,166.66 01/31/2008 12X4225 1225303 09/30/2037 01995 6.609999600 51,685,000.0000 1,138,792.76 01/31/2008 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 363,549.98 01/31/2008 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 22,033.33 01/31/2008 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 44,066.66 01/31/2008 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 44,066.66 01/31/2008 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 46,402.20 01/31/2008 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 29,304.33 01/31/2008 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 45,719.16 01/31/2008 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 162,583.96 01/31/2008 12X4225 1225303 09/30/2048 01995 6.609999600 105,000.0000 2,313.50 01/31/2008 12X4225 1225303 09/30/2037 01996 6.369998400 4,539,000.0000 96,378.08 01/31/2008 12X4225 1225303 09/30/2038 01996 6.369998400 66,000,000.0000 1,401,399.65 01/31/2008 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 169,866.62 01/31/2008 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 63,699.98 01/31/2008 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 42,466.66 01/31/2008 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 23,356.66 01/31/2008 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 74,847.48 01/31/2008 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 59,323.80 01/31/2008 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 94,212.28 01/31/2008 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 158,209.53 01/31/2008 12X4225 1225303 09/30/2038 01997 6.009998400 14,567,000.0000 291,825.49 01/31/2008 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 741,233.14 01/31/2008 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 160,266.62 01/31/2008 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 120,199.97 01/31/2008 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 20,033.33 01/31/2008 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 20,474.06 01/31/2008 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,019.10 01/31/2008 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 19,432.33 01/31/2008 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 92,153.31 01/31/2008 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 5,426.67 01/31/2008 12X4225 1225303 09/30/2039 01998 5.919998400 27,820,000.0000 548,981.18 01/31/2008 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 789,333.12 01/31/2008 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 493,333.20 01/31/2008 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 197,333.28 01/31/2008 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 11,840.00 01/31/2008 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 42,574.66 01/31/2008 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 73,921.05 01/31/2008 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 157,866.62 01/31/2008 12X4225 1225303 09/30/2040 01999 5.900000400 22,560,000.0000 443,680.03 01/31/2008 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 806,333.39 01/31/2008 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 314,666.69 01/31/2008 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 157,333.34 01/31/2008 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 59,000.00 01/31/2008 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 39,333.34 01/31/2008 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 14,061.67 01/31/2008 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 139,633.34 01/31/2008 12X4225 1225303 09/30/2048 01999 5.900000400 28,000.0000 550.67 01/31/2008 12X4225 1225303 09/30/2041 02000 5.659999200 28,627,000.0000 540,095.99 01/31/2008 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 1,122,566.51 01/31/2008 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 294,319.96 01/31/2008 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 84,899.99 01/31/2008 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 47,166.66 01/31/2008 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 76,334.52 01/31/2008 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 135,839.98 01/31/2008 12X4225 1225303 09/30/2037 02001 5.010001200 4,129,000.0000 68,954.32 01/31/2008 12X4225 1225303 09/30/2042 02001 5.010001200 52,083,000.0000 869,786.31 01/31/2008 12X4225 1225303 09/30/2043 02001 5.010001200 72,000,000.0000 1,202,400.29 01/31/2008 12X4225 1225303 09/30/2044 02001 5.010001200 46,000,000.0000 768,200.18 01/31/2008 12X4225 1225303 09/30/2045 02001 5.010001200 29,140,000.0000 486,638.12 01/31/2008 12X4225 1225303 09/30/2046 02001 5.010001200 13,195,000.0000 220,356.55 01/31/2008 12X4225 1225303 09/30/2047 02001 5.010001200 10,761,000.0000 179,708.74 01/31/2008 12X4225 1225303 09/30/2048 02001 5.659999200 82,000.0000 1,547.07 01/31/2008 12X4225 1225303 09/30/2037 02002 4.870000800 5,803,000.0000 94,202.05 01/31/2008 12X4225 1225303 09/30/2043 02002 4.870000800 70,693,000.0000 1,147,583.22 01/31/2008 12X4225 1225303 09/30/2044 02002 4.870000800 82,000,000.0000 1,331,133.55 01/31/2008 12X4225 1225303 09/30/2045 02002 4.870000800 58,500,000.0000 949,650.16 01/31/2008 12X4225 1225303 09/30/2046 02002 4.870000800 55,382,000.0000 899,034.61 01/31/2008 12X4225 1225303 09/30/2047 02002 4.870000800 21,583,000.0000 350,364.09 01/31/2008 12X4225 1225303 09/30/2048 02002 4.870000800 4,363,000.0000 70,826.04 01/31/2008 12X4225 1225303 09/30/2037 02003 4.830001200 2,001,000.0000 32,216.11 01/31/2008 12X4225 1225303 09/30/2044 02003 4.830001200 59,726,000.0000 961,588.84 01/31/2008 12X4225 1225303 09/30/2045 02003 4.830001200 71,647,000.0000 1,153,516.99 01/31/2008 12X4225 1225303 09/30/2046 02003 4.830001200 40,725,000.0000 655,672.66 01/31/2008 12X4225 1225303 09/30/2047 02003 4.830001200 23,052,000.0000 371,137.29 01/31/2008 12X4225 1225303 09/30/2048 02003 4.830001200 849,000.0000 13,668.90 01/31/2008 12X4225 1225303 09/30/2037 02004 4.820000400 20,508,000.0000 329,495.23 01/31/2008 12X4225 1225303 09/30/2044 02004 4.820000400 3,115,000.0000 50,047.67 01/31/2008 12X4225 1225303 09/30/2045 02004 4.820000400 106,000,000.0000 1,703,066.81 01/31/2008 12X4225 1225303 09/30/2046 02004 4.820000400 128,384,000.0000 2,062,703.10 01/31/2008 12X4225 1225303 09/30/2047 02004 4.820000400 69,539,000.0000 1,117,260.03 01/31/2008 12X4225 1225303 09/30/2048 02004 4.820000400 17,706,000.0000 284,476.42 01/31/2008 12X4225 1225303 09/30/2037 02005 5.079999600 53,926,000.0000 913,146.86 01/31/2008 12X4225 1225303 09/30/2045 02005 5.079999600 31,802,500.0000 538,522.29 01/31/2008 12X4225 1225303 09/30/2046 02005 5.079999600 133,563,000.0000 2,261,666.62 01/31/2008 12X4225 1225303 09/30/2047 02005 5.079999600 152,531,000.0000 2,582,858.06 01/31/2008 12X4225 1225303 09/30/2048 02005 5.079999600 36,858,000.0000 624,128.75 01/31/2008 12X4225 1225303 09/30/2037 02006 5.050000800 20,792,000.0000 349,998.72 01/31/2008 12X4225 1225303 09/30/2046 02006 5.050000800 26,378,000.0000 444,029.74 01/31/2008 12X4225 1225303 09/30/2047 02006 5.050000800 88,307,000.0000 1,486,501.40 01/31/2008 12X4225 1225303 09/30/2048 02006 5.050000800 27,246,000.0000 458,641.07 01/31/2008 12X4225 1225303 09/30/2037 02007 5.310000000 5,538,000.0000 98,022.60 01/31/2008 12X4225 1225303 09/30/2047 02007 5.310000000 29,097,000.0000 515,016.90 01/31/2008 12X4225 1225303 09/30/2048 02007 5.310000000 35,993,000.0000 637,076.10 01/31/2008 12X4225 1225303 09/30/2048 02008 5.310000000 3,840,000.0000 67,968.00 01/31/2008 ------------------------ ---------------------- 2,442,662,670.0000 43,410,325.97 ======================== ====================== 2,442,662,670.0000 43,410,325.97 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00