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 53,828.13 10/31/2007 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 57,416.67 10/31/2007 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 3,043.08 10/31/2007 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 9,927.34 10/31/2007 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 4,019.17 10/31/2007 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 13,780.00 10/31/2007 12X4225 1225303 09/30/2035 01993 6.969999600 1,371,000.0000 7,963.22 10/31/2007 12X4225 1225303 09/30/2036 01993 6.969999600 25,000,000.0000 145,208.33 10/31/2007 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 23,233.33 10/31/2007 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 6,970.00 10/31/2007 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 6,016.85 10/31/2007 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 365.92 10/31/2007 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 21,316.58 10/31/2007 12X4225 1225303 09/30/2035 01994 6.969999600 29,207,000.0000 169,643.98 10/31/2007 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 145,208.33 10/31/2007 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 14,520.83 10/31/2007 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 342.69 10/31/2007 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 16,118.12 10/31/2007 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 29,041.67 10/31/2007 12X4225 1225303 09/30/2037 01995 6.609999600 51,685,000.0000 284,698.19 10/31/2007 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 90,887.49 10/31/2007 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 5,508.33 10/31/2007 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 11,016.67 10/31/2007 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 11,016.67 10/31/2007 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 11,600.55 10/31/2007 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 7,326.08 10/31/2007 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 11,429.79 10/31/2007 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 40,645.99 10/31/2007 12X4225 1225303 09/30/2037 01996 6.369998400 4,539,000.0000 24,094.52 10/31/2007 12X4225 1225303 09/30/2038 01996 6.369998400 66,000,000.0000 350,349.91 10/31/2007 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 42,466.66 10/31/2007 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 15,925.00 10/31/2007 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 10,616.66 10/31/2007 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 5,839.17 10/31/2007 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 18,711.87 10/31/2007 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 14,830.95 10/31/2007 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 23,553.07 10/31/2007 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 39,552.38 10/31/2007 12X4225 1225303 09/30/2038 01997 6.009998400 14,567,000.0000 72,956.37 10/31/2007 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 185,308.28 10/31/2007 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 40,066.66 10/31/2007 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 30,049.99 10/31/2007 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 5,008.33 10/31/2007 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 5,118.52 10/31/2007 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 254.77 10/31/2007 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 4,858.08 10/31/2007 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 23,038.33 10/31/2007 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 1,356.67 10/31/2007 12X4225 1225303 09/30/2039 01998 5.919998400 27,820,000.0000 137,245.30 10/31/2007 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 197,333.28 10/31/2007 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 123,333.30 10/31/2007 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 49,333.32 10/31/2007 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 2,960.00 10/31/2007 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 10,643.66 10/31/2007 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 18,480.26 10/31/2007 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 39,466.66 10/31/2007 12X4225 1225303 09/30/2040 01999 5.900000400 22,560,000.0000 110,920.01 10/31/2007 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 201,583.35 10/31/2007 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 78,666.67 10/31/2007 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 39,333.34 10/31/2007 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 14,750.00 10/31/2007 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 9,833.33 10/31/2007 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 3,515.42 10/31/2007 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 34,908.34 10/31/2007 12X4225 1225303 09/30/2041 02000 5.659999200 28,627,000.0000 135,024.00 10/31/2007 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 280,641.63 10/31/2007 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 73,579.99 10/31/2007 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 21,225.00 10/31/2007 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 11,791.67 10/31/2007 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 19,083.63 10/31/2007 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 33,960.00 10/31/2007 12X4225 1225303 09/30/2037 02001 5.010001200 4,129,000.0000 17,238.58 10/31/2007 12X4225 1225303 09/30/2042 02001 5.010001200 52,083,000.0000 217,446.58 10/31/2007 12X4225 1225303 09/30/2043 02001 5.010001200 72,000,000.0000 300,600.07 10/31/2007 12X4225 1225303 09/30/2044 02001 5.010001200 46,000,000.0000 192,050.05 10/31/2007 12X4225 1225303 09/30/2045 02001 5.010001200 29,140,000.0000 121,659.53 10/31/2007 12X4225 1225303 09/30/2046 02001 5.010001200 13,195,000.0000 55,089.14 10/31/2007 12X4225 1225303 09/30/2047 02001 5.010001200 10,761,000.0000 44,927.19 10/31/2007 12X4225 1225303 09/30/2037 02002 4.870000800 5,803,000.0000 23,550.51 10/31/2007 12X4225 1225303 09/30/2043 02002 4.870000800 70,693,000.0000 286,895.81 10/31/2007 12X4225 1225303 09/30/2044 02002 4.870000800 82,000,000.0000 332,783.39 10/31/2007 12X4225 1225303 09/30/2045 02002 4.870000800 58,500,000.0000 237,412.54 10/31/2007 12X4225 1225303 09/30/2046 02002 4.870000800 55,382,000.0000 224,758.65 10/31/2007 12X4225 1225303 09/30/2047 02002 4.870000800 21,583,000.0000 87,591.02 10/31/2007 12X4225 1225303 09/30/2037 02003 4.830001200 2,001,000.0000 8,054.03 10/31/2007 12X4225 1225303 09/30/2044 02003 4.830001200 59,726,000.0000 240,397.21 10/31/2007 12X4225 1225303 09/30/2045 02003 4.830001200 71,647,000.0000 288,379.25 10/31/2007 12X4225 1225303 09/30/2046 02003 4.830001200 40,725,000.0000 163,918.17 10/31/2007 12X4225 1225303 09/30/2047 02003 4.830001200 23,052,000.0000 92,784.32 10/31/2007 12X4225 1225303 09/30/2037 02004 4.820000400 20,508,000.0000 82,373.81 10/31/2007 12X4225 1225303 09/30/2044 02004 4.820000400 3,115,000.0000 12,511.92 10/31/2007 12X4225 1225303 09/30/2045 02004 4.820000400 106,000,000.0000 425,766.70 10/31/2007 12X4225 1225303 09/30/2046 02004 4.820000400 128,384,000.0000 515,675.78 10/31/2007 12X4225 1225303 09/30/2047 02004 4.820000400 69,539,000.0000 279,315.01 10/31/2007 12X4225 1225303 09/30/2037 02005 5.079999600 53,926,000.0000 228,286.72 10/31/2007 12X4225 1225303 09/30/2045 02005 5.079999600 31,802,500.0000 134,630.57 10/31/2007 12X4225 1225303 09/30/2046 02005 5.079999600 133,563,000.0000 565,416.66 10/31/2007 12X4225 1225303 09/30/2047 02005 5.079999600 152,531,000.0000 645,714.52 10/31/2007 12X4225 1225303 09/30/2037 02006 5.050000800 20,792,000.0000 87,499.68 10/31/2007 12X4225 1225303 09/30/2046 02006 5.050000800 26,378,000.0000 111,007.43 10/31/2007 12X4225 1225303 09/30/2047 02006 5.050000800 88,307,000.0000 371,625.35 10/31/2007 12X4225 1225303 09/30/2037 02007 5.310000000 5,538,000.0000 24,505.65 10/31/2007 12X4225 1225303 09/30/2047 02007 5.310000000 29,097,000.0000 128,754.23 10/31/2007 ------------------------ ---------------------- 2,315,592,670.0000 10,312,282.42 ======================== ====================== 2,315,592,670.0000 10,312,282.42 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00