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 0.00 09/30/2007 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2035 01993 6.969999600 1,371,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2036 01993 6.969999600 25,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2035 01994 6.969999600 29,207,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2037 01995 6.609999600 51,685,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2037 01996 6.369998400 4,539,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2038 01996 6.369998400 66,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2038 01997 6.009998400 14,567,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2039 01998 5.919998400 27,820,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2040 01999 5.900000400 22,560,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2041 02000 5.659999200 28,627,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2037 02001 5.010001200 4,129,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2042 02001 5.010001200 52,083,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2043 02001 5.010001200 72,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2044 02001 5.010001200 46,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 02001 5.010001200 29,140,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 02001 5.010001200 13,195,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 02001 5.010001200 10,761,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2037 02002 4.870000800 5,803,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2043 02002 4.870000800 70,693,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2044 02002 4.870000800 82,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 02002 4.870000800 58,500,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 02002 4.870000800 55,382,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 02002 4.870000800 21,583,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2037 02003 4.830001200 2,001,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2044 02003 4.830001200 59,726,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 02003 4.830001200 71,647,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 02003 4.830001200 40,725,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 02003 4.830001200 23,052,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2037 02004 4.820000400 20,508,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2044 02004 4.820000400 3,115,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 02004 4.820000400 106,000,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 02004 4.820000400 128,384,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 02004 4.820000400 69,539,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2037 02005 5.079999600 53,926,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2045 02005 5.079999600 31,802,500.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 02005 5.079999600 133,563,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 02005 5.079999600 152,531,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2037 02006 5.050000800 20,792,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2046 02006 5.050000800 26,378,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 02006 5.050000800 88,307,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2037 02007 5.310000000 5,538,000.0000 0.00 09/30/2007 12X4225 1225303 09/30/2047 02007 5.310000000 29,097,000.0000 0.00 09/30/2007 ------------------------ ---------------------- 2,315,592,670.0000 0.00 ======================== ====================== 2,315,592,670.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00