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 15,175,000.0000 958,427.76 08/31/2007 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 631,583.37 08/31/2007 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 33,473.92 08/31/2007 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 109,200.76 08/31/2007 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 44,210.84 08/31/2007 12X4225 1225303 09/30/2035 01993 6.969999600 7,671,000.0000 490,112.95 08/31/2007 12X4225 1225303 09/30/2036 01993 6.969999600 25,000,000.0000 1,597,291.58 08/31/2007 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 255,566.65 08/31/2007 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 76,670.00 08/31/2007 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 66,185.37 08/31/2007 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 4,025.17 08/31/2007 12X4225 1225303 09/30/2035 01994 6.969999600 39,607,000.0000 2,530,557.10 08/31/2007 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 1,597,291.58 08/31/2007 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 159,729.16 08/31/2007 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 3,769.61 08/31/2007 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 177,299.36 08/31/2007 12X4225 1225303 09/30/2036 01995 6.609999600 10,461,000.0000 633,849.39 08/31/2007 12X4225 1225303 09/30/2037 01995 6.609999600 55,024,000.0000 3,333,995.66 08/31/2007 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 999,762.44 08/31/2007 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 60,591.66 08/31/2007 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 121,183.33 08/31/2007 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 121,183.33 08/31/2007 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 127,606.04 08/31/2007 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 80,586.91 08/31/2007 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 125,727.70 08/31/2007 12X4225 1225303 09/30/2047 01995 6.609999600 79,000.0000 4,786.74 08/31/2007 12X4225 1225303 09/30/2037 01996 6.390000000 19,139,000.0000 1,121,066.93 08/31/2007 12X4225 1225303 09/30/2038 01996 6.390000000 66,000,000.0000 3,865,950.00 08/31/2007 12X4225 1225303 09/30/2040 01996 6.390000000 8,000,000.0000 468,600.00 08/31/2007 12X4225 1225303 09/30/2041 01996 6.390000000 3,000,000.0000 175,725.00 08/31/2007 12X4225 1225303 09/30/2042 01996 6.390000000 2,000,000.0000 117,150.00 08/31/2007 12X4225 1225303 09/30/2043 01996 6.390000000 1,100,000.0000 64,432.50 08/31/2007 12X4225 1225303 09/30/2044 01996 6.390000000 3,525,000.0000 206,476.88 08/31/2007 12X4225 1225303 09/30/2045 01996 6.390000000 2,793,900.0000 163,652.69 08/31/2007 12X4225 1225303 09/30/2046 01996 6.390000000 4,437,000.0000 259,897.28 08/31/2007 12X4225 1225303 09/30/2047 01996 6.390000000 151,000.0000 8,844.83 08/31/2007 12X4225 1225303 09/30/2038 01997 6.009998400 20,167,000.0000 1,111,033.35 08/31/2007 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 2,038,391.12 08/31/2007 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 440,733.22 08/31/2007 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 330,549.91 08/31/2007 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 55,091.65 08/31/2007 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 56,303.67 08/31/2007 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 2,802.51 08/31/2007 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 53,438.90 08/31/2007 12X4225 1225303 09/30/2037 01998 5.929992000 275,000.0000 14,948.52 08/31/2007 12X4225 1225303 09/30/2039 01998 5.929999200 40,120,000.0000 2,180,856.04 08/31/2007 12X4225 1225303 09/30/2040 01998 5.929999200 40,000,000.0000 2,174,333.04 08/31/2007 12X4225 1225303 09/30/2041 01998 5.929999200 25,000,000.0000 1,358,958.15 08/31/2007 12X4225 1225303 09/30/2042 01998 5.929999200 10,000,000.0000 543,583.26 08/31/2007 12X4225 1225303 09/30/2044 01998 5.929999200 600,000.0000 32,615.00 08/31/2007 12X4225 1225303 09/30/2045 01998 5.929999200 2,157,500.0000 117,278.09 08/31/2007 12X4225 1225303 09/30/2046 01998 5.929999200 3,746,000.0000 203,626.29 08/31/2007 12X4225 1225303 09/30/2040 01999 5.900000400 34,360,000.0000 1,858,303.46 08/31/2007 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 2,217,416.82 08/31/2007 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 865,333.39 08/31/2007 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 432,666.70 08/31/2007 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 162,250.01 08/31/2007 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 108,166.67 08/31/2007 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 38,669.59 08/31/2007 12X4225 1225303 09/30/2041 02000 5.659999200 43,527,000.0000 2,258,325.53 08/31/2007 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 3,087,057.90 08/31/2007 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 809,379.89 08/31/2007 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 233,474.97 08/31/2007 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 129,708.32 08/31/2007 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 209,919.94 08/31/2007 12X4225 1225303 09/30/2037 02001 5.109998400 4,129,000.0000 193,409.18 08/31/2007 12X4225 1225303 09/30/2041 02001 5.109998400 683,000.0000 31,992.85 08/31/2007 12X4225 1225303 09/30/2042 02001 5.109998400 73,000,000.0000 3,419,440.60 08/31/2007 12X4225 1225303 09/30/2043 02001 5.109998400 72,000,000.0000 3,372,598.94 08/31/2007 12X4225 1225303 09/30/2044 02001 5.109998400 46,000,000.0000 2,154,715.99 08/31/2007 12X4225 1225303 09/30/2045 02001 5.109998400 29,140,000.0000 1,364,965.74 08/31/2007 12X4225 1225303 09/30/2046 02001 5.109998400 13,195,000.0000 618,075.60 08/31/2007 12X4225 1225303 09/30/2047 02001 5.109998400 1,161,000.0000 54,383.16 08/31/2007 12X4225 1225303 09/30/2037 02002 4.960000800 5,803,000.0000 263,843.11 08/31/2007 12X4225 1225303 09/30/2042 02002 4.960000800 9,393,000.0000 427,068.47 08/31/2007 12X4225 1225303 09/30/2043 02002 4.960000800 84,000,000.0000 3,819,200.62 08/31/2007 12X4225 1225303 09/30/2044 02002 4.960000800 82,000,000.0000 3,728,267.27 08/31/2007 12X4225 1225303 09/30/2045 02002 4.960000800 58,500,000.0000 2,659,800.43 08/31/2007 12X4225 1225303 09/30/2046 02002 4.960000800 55,382,000.0000 2,518,035.34 08/31/2007 12X4225 1225303 09/30/2047 02002 4.960000800 6,683,000.0000 303,853.78 08/31/2007 12X4225 1225303 09/30/2037 02003 5.019998400 2,001,000.0000 92,079.32 08/31/2007 12X4225 1225303 09/30/2043 02003 5.019998400 7,826,000.0000 360,126.32 08/31/2007 12X4225 1225303 09/30/2044 02003 5.019998400 65,000,000.0000 2,991,082.38 08/31/2007 12X4225 1225303 09/30/2045 02003 5.019998400 71,647,000.0000 3,296,955.07 08/31/2007 12X4225 1225303 09/30/2046 02003 5.019998400 40,725,000.0000 1,874,028.15 08/31/2007 12X4225 1225303 09/30/2047 02003 5.019998400 12,552,000.0000 577,601.02 08/31/2007 12X4225 1225303 09/30/2037 02004 4.780000800 20,508,000.0000 898,592.35 08/31/2007 12X4225 1225303 09/30/2044 02004 4.780000800 28,115,000.0000 1,231,905.79 08/31/2007 12X4225 1225303 09/30/2045 02004 4.780000800 106,000,000.0000 4,644,567.44 08/31/2007 12X4225 1225303 09/30/2046 02004 4.780000800 128,384,000.0000 5,625,359.87 08/31/2007 12X4225 1225303 09/30/2047 02004 4.780000800 47,239,000.0000 2,069,855.86 08/31/2007 12X4225 1225303 09/30/2037 02005 5.220000000 53,926,000.0000 2,580,359.10 08/31/2007 12X4225 1225303 09/30/2045 02005 5.220000000 45,802,500.0000 2,191,649.63 08/31/2007 12X4225 1225303 09/30/2046 02005 5.220000000 133,563,000.0000 6,390,989.55 08/31/2007 12X4225 1225303 09/30/2047 02005 5.220000000 112,231,000.0000 5,370,253.35 08/31/2007 12X4225 1225303 09/30/2037 02006 4.989999600 20,792,000.0000 951,060.66 08/31/2007 12X4225 1225303 09/30/2046 02006 4.989999600 28,378,000.0000 1,298,056.91 08/31/2007 12X4225 1225303 09/30/2047 02006 4.989999600 65,707,000.0000 3,005,547.45 08/31/2007 12X4225 1225303 09/30/2037 02007 4.989999600 5,538,000.0000 253,317.33 08/31/2007 12X4225 1225303 09/30/2047 02007 4.989999600 13,197,000.0000 603,652.73 08/31/2007 ------------------------ ---------------------- 2,320,822,670.0000 115,158,371.76 ======================== ====================== 2,320,822,670.0000 115,158,371.76 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00