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 119,055,000.0000 7,519,315.81 08/31/2007 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 7,326,367.09 08/31/2007 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 3,157,916.85 08/31/2007 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 3,157.92 08/31/2007 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 341,181.34 08/31/2007 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 433,076.72 08/31/2007 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 143,243.11 08/31/2007 12X4226 1226301 09/30/2030 01993 6.879999600 194,042,000.0000 12,237,581.42 08/31/2007 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 3,153,333.15 08/31/2007 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 2,333,466.53 08/31/2007 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 504,533.30 08/31/2007 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 945,999.95 08/31/2007 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 1,135,199.93 08/31/2007 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 829,326.62 08/31/2007 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 564,572.77 08/31/2007 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 421,222.24 08/31/2007 12X4226 1226301 09/30/2030 01994 6.720001200 33,566,000.0000 2,067,665.97 08/31/2007 12X4226 1226301 09/30/2031 01994 6.720001200 150,000,000.0000 9,240,001.65 08/31/2007 12X4226 1226301 09/30/2032 01994 6.720001200 150,000,000.0000 9,240,001.65 08/31/2007 12X4226 1226301 09/30/2033 01994 6.720001200 30,000,000.0000 1,848,000.33 08/31/2007 12X4226 1226301 09/30/2036 01994 6.720001200 5,000,000.0000 308,000.06 08/31/2007 12X4226 1226301 09/30/2038 01994 6.720001200 13,000,000.0000 800,800.14 08/31/2007 12X4226 1226301 09/30/2039 01994 6.720001200 9,250,000.0000 569,800.10 08/31/2007 12X4226 1226301 09/30/2040 01994 6.720001200 12,875,000.0000 793,100.14 08/31/2007 12X4226 1226301 09/30/2041 01994 6.720001200 4,965,000.0000 305,844.05 08/31/2007 12X4226 1226301 09/30/2042 01994 6.720001200 269,000.0000 16,570.40 08/31/2007 12X4226 1226301 09/30/2031 01995 6.559999200 89,301,000.0000 5,369,966.15 08/31/2007 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 12,026,665.20 08/31/2007 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 8,117,999.01 08/31/2007 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,322,933.17 08/31/2007 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 300,666.63 08/31/2007 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 733,626.58 08/31/2007 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 465,612.34 08/31/2007 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 439,514.48 08/31/2007 12X4226 1226301 09/30/2032 01996 6.300000000 104,648,000.0000 6,043,422.00 08/31/2007 12X4226 1226301 09/30/2033 01996 6.300000000 172,000,000.0000 9,933,000.00 08/31/2007 12X4226 1226301 09/30/2034 01996 6.300000000 29,000,000.0000 1,674,750.00 08/31/2007 12X4226 1226301 09/30/2036 01996 6.300000000 23,000,000.0000 1,328,250.00 08/31/2007 12X4226 1226301 09/30/2038 01996 6.300000000 1,000,000.0000 57,750.00 08/31/2007 12X4226 1226301 09/30/2039 01996 6.300000000 7,600,000.0000 438,900.00 08/31/2007 12X4226 1226301 09/30/2040 01996 6.300000000 44,441,000.0000 2,566,467.75 08/31/2007 12X4226 1226301 09/30/2041 01996 6.300000000 5,189,000.0000 299,664.75 08/31/2007 12X4226 1226301 09/30/2042 01996 6.300000000 718,000.0000 41,464.50 08/31/2007 12X4226 1226301 09/30/2033 01997 5.969998800 98,574,000.0000 5,394,461.07 08/31/2007 12X4226 1226301 09/30/2034 01997 5.969998800 230,800,000.0000 12,630,527.46 08/31/2007 12X4226 1226301 09/30/2036 01997 5.969998800 68,000,000.0000 3,721,299.25 08/31/2007 12X4226 1226301 09/30/2038 01997 5.969998800 12,000,000.0000 656,699.87 08/31/2007 12X4226 1226301 09/30/2039 01997 5.969998800 14,200,000.0000 777,094.84 08/31/2007 12X4226 1226301 09/30/2040 01997 5.969998800 136,035,000.0000 7,444,513.88 08/31/2007 12X4226 1226301 09/30/2041 01997 5.969998800 4,913,000.0000 268,863.87 08/31/2007 12X4226 1226301 09/30/2042 01997 5.969998800 5,208,000.0000 285,007.74 08/31/2007 12X4226 1226301 09/30/2022 01998 5.850000000 3,501,000.0000 187,741.13 08/31/2007 12X4226 1226301 09/30/2034 01998 5.850000000 135,500,000.0000 7,266,187.50 08/31/2007 12X4226 1226301 09/30/2036 01998 5.850000000 128,000,000.0000 6,864,000.00 08/31/2007 12X4226 1226301 09/30/2037 01998 5.850000000 18,750,000.0000 1,005,468.75 08/31/2007 12X4226 1226301 09/30/2038 01998 5.850000000 28,000,000.0000 1,501,500.00 08/31/2007 12X4226 1226301 09/30/2039 01998 5.850000000 25,500,000.0000 1,367,437.50 08/31/2007 12X4226 1226301 09/30/2040 01998 5.850000000 229,789,000.0000 12,322,435.13 08/31/2007 12X4226 1226301 09/30/2041 01998 5.850000000 10,475,000.0000 561,721.88 08/31/2007 12X4226 1226301 09/30/2042 01998 5.850000000 439,000.0000 23,541.38 08/31/2007 12X4226 1226301 09/30/2022 01999 5.730001200 38,976,000.0000 2,047,214.83 08/31/2007 12X4226 1226301 09/30/2034 01999 5.730001200 15,000,000.0000 787,875.17 08/31/2007 12X4226 1226301 09/30/2035 01999 5.730001200 5,000,000.0000 262,625.06 08/31/2007 12X4226 1226301 09/30/2036 01999 5.730001200 187,000,000.0000 9,822,177.06 08/31/2007 12X4226 1226301 09/30/2037 01999 5.730001200 31,250,000.0000 1,641,406.59 08/31/2007 12X4226 1226301 09/30/2038 01999 5.730001200 58,000,000.0000 3,046,450.64 08/31/2007 12X4226 1226301 09/30/2039 01999 5.730001200 44,200,000.0000 2,321,605.49 08/31/2007 12X4226 1226301 09/30/2040 01999 5.730001200 141,227,000.0000 7,417,949.73 08/31/2007 12X4226 1226301 09/30/2041 01999 5.730001200 9,980,000.0000 524,199.61 08/31/2007 12X4226 1226301 09/30/2042 01999 5.730001200 9,224,000.0000 484,490.70 08/31/2007 12X4226 1226301 09/30/2022 02000 5.400000000 70,944,000.0000 3,511,728.00 08/31/2007 12X4226 1226301 09/30/2036 02000 5.400000000 126,000,000.0000 6,237,000.00 08/31/2007 12X4226 1226301 09/30/2037 02000 5.400000000 56,250,000.0000 2,784,375.00 08/31/2007 12X4226 1226301 09/30/2038 02000 5.400000000 111,000,000.0000 5,494,500.00 08/31/2007 12X4226 1226301 09/30/2039 02000 5.400000000 91,700,000.0000 4,539,150.00 08/31/2007 12X4226 1226301 09/30/2040 02000 5.400000000 53,113,000.0000 2,629,093.50 08/31/2007 12X4226 1226301 09/30/2041 02000 5.400000000 25,985,000.0000 1,286,257.50 08/31/2007 12X4226 1226301 09/30/2042 02000 5.400000000 14,511,000.0000 718,294.50 08/31/2007 12X4226 1226301 09/30/2036 02001 5.280001200 2,946,000.0000 142,586.43 08/31/2007 12X4226 1226301 09/30/2037 02001 5.280001200 128,750,000.0000 6,231,501.42 08/31/2007 12X4226 1226301 09/30/2038 02001 5.280001200 175,000,000.0000 8,470,001.93 08/31/2007 12X4226 1226301 09/30/2039 02001 5.280001200 163,000,000.0000 7,889,201.79 08/31/2007 12X4226 1226301 09/30/2040 02001 5.280001200 87,344,600.0000 4,227,479.60 08/31/2007 12X4226 1226301 09/30/2041 02001 5.280001200 48,088,000.0000 2,327,459.73 08/31/2007 12X4226 1226301 09/30/2042 02001 5.280001200 16,671,000.0000 806,876.58 08/31/2007 12X4226 1226301 09/30/2022 02002 5.100001200 3,353,000.0000 156,752.79 08/31/2007 12X4226 1226301 09/30/2038 02002 5.100001200 174,000,000.0000 8,134,501.91 08/31/2007 12X4226 1226301 09/30/2039 02002 5.100001200 251,000,000.0000 11,734,252.76 08/31/2007 12X4226 1226301 09/30/2040 02002 5.100001200 236,472,000.0000 11,055,068.60 08/31/2007 12X4226 1226301 09/30/2041 02002 5.100001200 101,381,000.0000 4,739,562.87 08/31/2007 12X4226 1226301 09/30/2042 02002 5.100001200 156,938,000.0000 7,336,853.23 08/31/2007 12X4226 1226301 09/30/2039 02003 5.310000000 128,210,000.0000 6,240,621.75 08/31/2007 12X4226 1226301 09/30/2040 02003 5.310000000 190,000,000.0000 9,248,250.00 08/31/2007 12X4226 1226301 09/30/2041 02003 5.310000000 118,980,000.0000 5,791,351.50 08/31/2007 12X4226 1226301 09/30/2042 02003 5.310000000 68,131,000.0000 3,316,276.43 08/31/2007 12X4226 1226301 09/30/2039 02004 4.979998800 19,565,000.0000 893,142.03 08/31/2007 12X4226 1226301 09/30/2040 02004 4.979998800 154,000,000.0000 7,030,098.31 08/31/2007 12X4226 1226301 09/30/2041 02004 4.979998800 196,549,000.0000 8,972,459.69 08/31/2007 12X4226 1226301 09/30/2042 02004 4.979998800 169,141,000.0000 7,721,284.79 08/31/2007 12X4226 1226301 09/30/2040 02005 5.500000800 33,191,000.0000 1,673,379.83 08/31/2007 12X4226 1226301 09/30/2041 02005 5.500000800 124,246,000.0000 6,264,070.08 08/31/2007 12X4226 1226301 09/30/2042 02005 5.500000800 159,796,000.0000 8,056,382.84 08/31/2007 12X4226 1226301 09/30/2041 02006 4.989999600 35,709,000.0000 1,633,389.04 08/31/2007 12X4226 1226301 09/30/2042 02006 4.989999600 122,556,000.0000 5,605,915.25 08/31/2007 12X4226 1226301 09/30/2042 02007 4.989999600 23,227,000.0000 1,062,441.61 08/31/2007 ------------------------ ---------------------- 7,252,817,600.0000 381,995,989.22 ======================== ====================== 7,252,817,600.0000 381,995,989.22 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00