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 6,835,741.65 07/31/2007 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 6,660,333.72 07/31/2007 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 2,870,833.50 07/31/2007 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 2,870.83 07/31/2007 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 310,164.85 07/31/2007 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 393,706.11 07/31/2007 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 130,221.01 07/31/2007 12X4226 1226301 09/30/2030 01993 6.879999600 194,042,000.0000 11,125,074.02 07/31/2007 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 2,866,666.50 07/31/2007 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 2,121,333.21 07/31/2007 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 458,666.64 07/31/2007 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 859,999.95 07/31/2007 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 1,031,999.94 07/31/2007 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 753,933.29 07/31/2007 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 513,247.97 07/31/2007 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 382,929.31 07/31/2007 12X4226 1226301 09/30/2030 01994 6.720001200 33,566,000.0000 1,879,696.34 07/31/2007 12X4226 1226301 09/30/2031 01994 6.720001200 150,000,000.0000 8,400,001.50 07/31/2007 12X4226 1226301 09/30/2032 01994 6.720001200 150,000,000.0000 8,400,001.50 07/31/2007 12X4226 1226301 09/30/2033 01994 6.720001200 30,000,000.0000 1,680,000.30 07/31/2007 12X4226 1226301 09/30/2036 01994 6.720001200 5,000,000.0000 280,000.05 07/31/2007 12X4226 1226301 09/30/2038 01994 6.720001200 13,000,000.0000 728,000.13 07/31/2007 12X4226 1226301 09/30/2039 01994 6.720001200 9,250,000.0000 518,000.09 07/31/2007 12X4226 1226301 09/30/2040 01994 6.720001200 12,875,000.0000 721,000.13 07/31/2007 12X4226 1226301 09/30/2041 01994 6.720001200 4,965,000.0000 278,040.05 07/31/2007 12X4226 1226301 09/30/2042 01994 6.720001200 269,000.0000 15,064.00 07/31/2007 12X4226 1226301 09/30/2031 01995 6.559999200 89,301,000.0000 4,881,787.40 07/31/2007 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 10,933,332.00 07/31/2007 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 7,379,999.10 07/31/2007 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 1,202,666.52 07/31/2007 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 273,333.30 07/31/2007 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 666,933.25 07/31/2007 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 423,283.95 07/31/2007 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 399,558.62 07/31/2007 12X4226 1226301 09/30/2032 01996 6.300000000 104,648,000.0000 5,494,020.00 07/31/2007 12X4226 1226301 09/30/2033 01996 6.300000000 172,000,000.0000 9,030,000.00 07/31/2007 12X4226 1226301 09/30/2034 01996 6.300000000 29,000,000.0000 1,522,500.00 07/31/2007 12X4226 1226301 09/30/2036 01996 6.300000000 23,000,000.0000 1,207,500.00 07/31/2007 12X4226 1226301 09/30/2038 01996 6.300000000 1,000,000.0000 52,500.00 07/31/2007 12X4226 1226301 09/30/2039 01996 6.300000000 7,600,000.0000 399,000.00 07/31/2007 12X4226 1226301 09/30/2040 01996 6.300000000 44,441,000.0000 2,333,152.50 07/31/2007 12X4226 1226301 09/30/2041 01996 6.300000000 5,189,000.0000 272,422.50 07/31/2007 12X4226 1226301 09/30/2042 01996 6.300000000 718,000.0000 37,695.00 07/31/2007 12X4226 1226301 09/30/2033 01997 5.969998800 98,574,000.0000 4,904,055.51 07/31/2007 12X4226 1226301 09/30/2034 01997 5.969998800 230,800,000.0000 11,482,297.69 07/31/2007 12X4226 1226301 09/30/2036 01997 5.969998800 68,000,000.0000 3,382,999.32 07/31/2007 12X4226 1226301 09/30/2038 01997 5.969998800 12,000,000.0000 596,999.88 07/31/2007 12X4226 1226301 09/30/2039 01997 5.969998800 14,200,000.0000 706,449.86 07/31/2007 12X4226 1226301 09/30/2040 01997 5.969998800 136,035,000.0000 6,767,739.89 07/31/2007 12X4226 1226301 09/30/2041 01997 5.969998800 4,913,000.0000 244,421.70 07/31/2007 12X4226 1226301 09/30/2042 01997 5.969998800 5,208,000.0000 259,097.95 07/31/2007 12X4226 1226301 09/30/2022 01998 5.850000000 3,501,000.0000 170,673.75 07/31/2007 12X4226 1226301 09/30/2034 01998 5.850000000 135,500,000.0000 6,605,625.00 07/31/2007 12X4226 1226301 09/30/2036 01998 5.850000000 128,000,000.0000 6,240,000.00 07/31/2007 12X4226 1226301 09/30/2037 01998 5.850000000 18,750,000.0000 914,062.50 07/31/2007 12X4226 1226301 09/30/2038 01998 5.850000000 28,000,000.0000 1,365,000.00 07/31/2007 12X4226 1226301 09/30/2039 01998 5.850000000 25,500,000.0000 1,243,125.00 07/31/2007 12X4226 1226301 09/30/2040 01998 5.850000000 229,789,000.0000 11,202,213.75 07/31/2007 12X4226 1226301 09/30/2041 01998 5.850000000 10,475,000.0000 510,656.25 07/31/2007 12X4226 1226301 09/30/2042 01998 5.850000000 439,000.0000 21,401.25 07/31/2007 12X4226 1226301 09/30/2022 01999 5.730001200 38,976,000.0000 1,861,104.39 07/31/2007 12X4226 1226301 09/30/2034 01999 5.730001200 15,000,000.0000 716,250.15 07/31/2007 12X4226 1226301 09/30/2035 01999 5.730001200 5,000,000.0000 238,750.05 07/31/2007 12X4226 1226301 09/30/2036 01999 5.730001200 187,000,000.0000 8,929,251.87 07/31/2007 12X4226 1226301 09/30/2037 01999 5.730001200 31,250,000.0000 1,492,187.81 07/31/2007 12X4226 1226301 09/30/2038 01999 5.730001200 58,000,000.0000 2,769,500.58 07/31/2007 12X4226 1226301 09/30/2039 01999 5.730001200 44,200,000.0000 2,110,550.44 07/31/2007 12X4226 1226301 09/30/2040 01999 5.730001200 141,227,000.0000 6,743,590.66 07/31/2007 12X4226 1226301 09/30/2041 01999 5.730001200 9,980,000.0000 476,545.10 07/31/2007 12X4226 1226301 09/30/2042 01999 5.730001200 9,224,000.0000 440,446.09 07/31/2007 12X4226 1226301 09/30/2022 02000 5.400000000 70,944,000.0000 3,192,480.00 07/31/2007 12X4226 1226301 09/30/2036 02000 5.400000000 126,000,000.0000 5,670,000.00 07/31/2007 12X4226 1226301 09/30/2037 02000 5.400000000 56,250,000.0000 2,531,250.00 07/31/2007 12X4226 1226301 09/30/2038 02000 5.400000000 111,000,000.0000 4,995,000.00 07/31/2007 12X4226 1226301 09/30/2039 02000 5.400000000 91,700,000.0000 4,126,500.00 07/31/2007 12X4226 1226301 09/30/2040 02000 5.400000000 53,113,000.0000 2,390,085.00 07/31/2007 12X4226 1226301 09/30/2041 02000 5.400000000 25,985,000.0000 1,169,325.00 07/31/2007 12X4226 1226301 09/30/2042 02000 5.400000000 13,637,000.0000 613,665.00 07/31/2007 12X4226 1226301 09/30/2036 02001 5.280001200 2,946,000.0000 129,624.03 07/31/2007 12X4226 1226301 09/30/2037 02001 5.280001200 128,750,000.0000 5,665,001.29 07/31/2007 12X4226 1226301 09/30/2038 02001 5.280001200 175,000,000.0000 7,700,001.75 07/31/2007 12X4226 1226301 09/30/2039 02001 5.280001200 163,000,000.0000 7,172,001.63 07/31/2007 12X4226 1226301 09/30/2040 02001 5.280001200 87,344,600.0000 3,843,163.27 07/31/2007 12X4226 1226301 09/30/2041 02001 5.280001200 48,088,000.0000 2,115,872.48 07/31/2007 12X4226 1226301 09/30/2042 02001 5.280001200 12,203,000.0000 536,932.12 07/31/2007 12X4226 1226301 09/30/2022 02002 5.100001200 3,353,000.0000 142,502.53 07/31/2007 12X4226 1226301 09/30/2038 02002 5.100001200 174,000,000.0000 7,395,001.74 07/31/2007 12X4226 1226301 09/30/2039 02002 5.100001200 251,000,000.0000 10,667,502.51 07/31/2007 12X4226 1226301 09/30/2040 02002 5.100001200 236,472,000.0000 10,050,062.36 07/31/2007 12X4226 1226301 09/30/2041 02002 5.100001200 101,381,000.0000 4,308,693.51 07/31/2007 12X4226 1226301 09/30/2042 02002 5.100001200 156,938,000.0000 6,669,866.57 07/31/2007 12X4226 1226301 09/30/2039 02003 5.310000000 128,210,000.0000 5,673,292.50 07/31/2007 12X4226 1226301 09/30/2040 02003 5.310000000 190,000,000.0000 8,407,500.00 07/31/2007 12X4226 1226301 09/30/2041 02003 5.310000000 118,980,000.0000 5,264,865.00 07/31/2007 12X4226 1226301 09/30/2042 02003 5.310000000 42,944,000.0000 1,900,272.00 07/31/2007 12X4226 1226301 09/30/2039 02004 4.979998800 19,565,000.0000 811,947.30 07/31/2007 12X4226 1226301 09/30/2040 02004 4.979998800 154,000,000.0000 6,390,998.46 07/31/2007 12X4226 1226301 09/30/2041 02004 4.979998800 196,549,000.0000 8,156,781.53 07/31/2007 12X4226 1226301 09/30/2042 02004 4.979998800 145,658,000.0000 6,044,805.54 07/31/2007 12X4226 1226301 09/30/2040 02005 5.500000800 33,191,000.0000 1,521,254.39 07/31/2007 12X4226 1226301 09/30/2041 02005 5.500000800 124,246,000.0000 5,694,609.16 07/31/2007 12X4226 1226301 09/30/2042 02005 5.500000800 120,635,000.0000 5,529,104.97 07/31/2007 12X4226 1226301 09/30/2041 02006 4.989999600 35,709,000.0000 1,484,899.13 07/31/2007 12X4226 1226301 09/30/2042 02006 4.989999600 86,401,000.0000 3,592,841.30 07/31/2007 12X4226 1226301 09/30/2042 02007 4.989999600 7,061,000.0000 293,619.89 07/31/2007 ------------------------ ---------------------- 7,107,323,600.0000 340,973,529.13 ======================== ====================== 7,107,323,600.0000 340,973,529.13 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00