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 107,656.26 11/30/2007 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 114,833.34 11/30/2007 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 6,086.17 11/30/2007 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 19,854.68 11/30/2007 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 8,038.33 11/30/2007 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 27,560.00 11/30/2007 12X4225 1225303 09/30/2035 01993 6.969999600 1,371,000.0000 15,926.45 11/30/2007 12X4225 1225303 09/30/2036 01993 6.969999600 25,000,000.0000 290,416.65 11/30/2007 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 46,466.66 11/30/2007 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 13,940.00 11/30/2007 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 12,033.70 11/30/2007 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 731.85 11/30/2007 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 42,633.16 11/30/2007 12X4225 1225303 09/30/2035 01994 6.969999600 29,207,000.0000 339,287.96 11/30/2007 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 290,416.65 11/30/2007 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 29,041.67 11/30/2007 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 685.38 11/30/2007 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 32,236.25 11/30/2007 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 58,083.33 11/30/2007 12X4225 1225303 09/30/2037 01995 6.609999600 51,685,000.0000 569,396.38 11/30/2007 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 181,774.99 11/30/2007 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 11,016.67 11/30/2007 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 22,033.33 11/30/2007 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 22,033.33 11/30/2007 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 23,201.10 11/30/2007 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 14,652.17 11/30/2007 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 22,859.58 11/30/2007 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 81,291.98 11/30/2007 12X4225 1225303 09/30/2037 01996 6.369998400 4,539,000.0000 48,189.04 11/30/2007 12X4225 1225303 09/30/2038 01996 6.369998400 66,000,000.0000 700,699.82 11/30/2007 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 84,933.31 11/30/2007 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 31,849.99 11/30/2007 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 21,233.33 11/30/2007 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 11,678.33 11/30/2007 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 37,423.74 11/30/2007 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 29,661.90 11/30/2007 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 47,106.14 11/30/2007 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 79,104.76 11/30/2007 12X4225 1225303 09/30/2038 01997 6.009998400 14,567,000.0000 145,912.74 11/30/2007 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 370,616.57 11/30/2007 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 80,133.31 11/30/2007 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 60,099.98 11/30/2007 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 10,016.66 11/30/2007 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 10,237.03 11/30/2007 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 509.55 11/30/2007 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 9,716.16 11/30/2007 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 46,076.65 11/30/2007 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 2,713.33 11/30/2007 12X4225 1225303 09/30/2039 01998 5.919998400 27,820,000.0000 274,490.59 11/30/2007 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 394,666.56 11/30/2007 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 246,666.60 11/30/2007 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 98,666.64 11/30/2007 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 5,920.00 11/30/2007 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 21,287.33 11/30/2007 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 36,960.52 11/30/2007 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 78,933.31 11/30/2007 12X4225 1225303 09/30/2040 01999 5.900000400 22,560,000.0000 221,840.02 11/30/2007 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 403,166.69 11/30/2007 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 157,333.34 11/30/2007 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 78,666.67 11/30/2007 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 29,500.00 11/30/2007 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 19,666.67 11/30/2007 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 7,030.83 11/30/2007 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 69,816.67 11/30/2007 12X4225 1225303 09/30/2048 01999 5.900000400 28,000.0000 275.33 11/30/2007 12X4225 1225303 09/30/2041 02000 5.659999200 28,627,000.0000 270,048.00 11/30/2007 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 561,283.25 11/30/2007 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 147,159.98 11/30/2007 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 42,449.99 11/30/2007 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 23,583.33 11/30/2007 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 38,167.26 11/30/2007 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 67,919.99 11/30/2007 12X4225 1225303 09/30/2037 02001 5.010001200 4,129,000.0000 34,477.16 11/30/2007 12X4225 1225303 09/30/2042 02001 5.010001200 52,083,000.0000 434,893.15 11/30/2007 12X4225 1225303 09/30/2043 02001 5.010001200 72,000,000.0000 601,200.14 11/30/2007 12X4225 1225303 09/30/2044 02001 5.010001200 46,000,000.0000 384,100.09 11/30/2007 12X4225 1225303 09/30/2045 02001 5.010001200 29,140,000.0000 243,319.06 11/30/2007 12X4225 1225303 09/30/2046 02001 5.010001200 13,195,000.0000 110,178.28 11/30/2007 12X4225 1225303 09/30/2047 02001 5.010001200 10,761,000.0000 89,854.37 11/30/2007 12X4225 1225303 09/30/2037 02002 4.870000800 5,803,000.0000 47,101.02 11/30/2007 12X4225 1225303 09/30/2043 02002 4.870000800 70,693,000.0000 573,791.61 11/30/2007 12X4225 1225303 09/30/2044 02002 4.870000800 82,000,000.0000 665,566.78 11/30/2007 12X4225 1225303 09/30/2045 02002 4.870000800 58,500,000.0000 474,825.08 11/30/2007 12X4225 1225303 09/30/2046 02002 4.870000800 55,382,000.0000 449,517.31 11/30/2007 12X4225 1225303 09/30/2047 02002 4.870000800 21,583,000.0000 175,182.05 11/30/2007 12X4225 1225303 09/30/2048 02002 4.870000800 1,825,000.0000 14,812.92 11/30/2007 12X4225 1225303 09/30/2037 02003 4.830001200 2,001,000.0000 16,108.05 11/30/2007 12X4225 1225303 09/30/2044 02003 4.830001200 59,726,000.0000 480,794.42 11/30/2007 12X4225 1225303 09/30/2045 02003 4.830001200 71,647,000.0000 576,758.49 11/30/2007 12X4225 1225303 09/30/2046 02003 4.830001200 40,725,000.0000 327,836.33 11/30/2007 12X4225 1225303 09/30/2047 02003 4.830001200 23,052,000.0000 185,568.65 11/30/2007 12X4225 1225303 09/30/2048 02003 4.830001200 726,000.0000 5,844.30 11/30/2007 12X4225 1225303 09/30/2037 02004 4.820000400 20,508,000.0000 164,747.61 11/30/2007 12X4225 1225303 09/30/2044 02004 4.820000400 3,115,000.0000 25,023.84 11/30/2007 12X4225 1225303 09/30/2045 02004 4.820000400 106,000,000.0000 851,533.40 11/30/2007 12X4225 1225303 09/30/2046 02004 4.820000400 128,384,000.0000 1,031,351.55 11/30/2007 12X4225 1225303 09/30/2047 02004 4.820000400 69,539,000.0000 558,630.01 11/30/2007 12X4225 1225303 09/30/2048 02004 4.820000400 13,755,000.0000 110,498.51 11/30/2007 12X4225 1225303 09/30/2037 02005 5.079999600 53,926,000.0000 456,573.43 11/30/2007 12X4225 1225303 09/30/2045 02005 5.079999600 31,802,500.0000 269,261.15 11/30/2007 12X4225 1225303 09/30/2046 02005 5.079999600 133,563,000.0000 1,130,833.31 11/30/2007 12X4225 1225303 09/30/2047 02005 5.079999600 152,531,000.0000 1,291,429.03 11/30/2007 12X4225 1225303 09/30/2048 02005 5.079999600 19,975,000.0000 169,121.65 11/30/2007 12X4225 1225303 09/30/2037 02006 5.050000800 20,792,000.0000 174,999.36 11/30/2007 12X4225 1225303 09/30/2046 02006 5.050000800 26,378,000.0000 222,014.87 11/30/2007 12X4225 1225303 09/30/2047 02006 5.050000800 88,307,000.0000 743,250.70 11/30/2007 12X4225 1225303 09/30/2048 02006 5.050000800 10,188,000.0000 85,749.01 11/30/2007 12X4225 1225303 09/30/2037 02007 5.310000000 5,538,000.0000 49,011.30 11/30/2007 12X4225 1225303 09/30/2047 02007 5.310000000 29,097,000.0000 257,508.45 11/30/2007 12X4225 1225303 09/30/2048 02007 5.310000000 18,402,000.0000 162,857.70 11/30/2007 ------------------------ ---------------------- 2,380,491,670.0000 21,173,724.07 ======================== ====================== 2,380,491,670.0000 21,173,724.07 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00