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 84,255,000.0000 1,935,056.61 01/31/2008 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 2,664,133.49 01/31/2008 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 1,148,333.40 01/31/2008 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 1,148.33 01/31/2008 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 124,065.94 01/31/2008 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 157,482.44 01/31/2008 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 52,088.40 01/31/2008 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 775,010.21 01/31/2008 12X4226 1226301 09/30/2030 01993 6.879999600 147,542,000.0000 3,383,629.67 01/31/2008 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 1,146,666.60 01/31/2008 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 848,533.28 01/31/2008 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 183,466.66 01/31/2008 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 343,999.98 01/31/2008 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 412,799.98 01/31/2008 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 301,573.32 01/31/2008 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 205,299.19 01/31/2008 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 153,171.72 01/31/2008 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 862,063.95 01/31/2008 12X4226 1226301 09/30/2031 01994 6.710000400 122,566,000.0000 2,741,393.03 01/31/2008 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 3,355,000.20 01/31/2008 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 671,000.04 01/31/2008 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 111,833.34 01/31/2008 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 290,766.68 01/31/2008 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 206,891.68 01/31/2008 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 287,970.85 01/31/2008 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 111,050.51 01/31/2008 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 951,679.36 01/31/2008 12X4226 1226301 09/30/2031 01995 6.559999200 24,501,000.0000 535,755.13 01/31/2008 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 4,373,332.80 01/31/2008 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 2,951,999.64 01/31/2008 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 481,066.61 01/31/2008 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 109,333.32 01/31/2008 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 266,773.30 01/31/2008 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 169,313.58 01/31/2008 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 159,823.45 01/31/2008 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,001,012.14 01/31/2008 12X4226 1226301 09/30/2032 01996 6.289999200 65,748,000.0000 1,378,516.22 01/31/2008 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 3,606,266.21 01/31/2008 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 608,033.26 01/31/2008 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 482,233.27 01/31/2008 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 20,966.66 01/31/2008 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 159,346.65 01/31/2008 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 931,779.51 01/31/2008 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 108,796.02 01/31/2008 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 639,483.25 01/31/2008 12X4226 1226301 09/30/2033 01997 5.960001600 44,274,000.0000 879,577.04 01/31/2008 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 4,585,227.90 01/31/2008 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 1,350,933.70 01/31/2008 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 238,400.06 01/31/2008 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 282,106.74 01/31/2008 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 2,702,562.73 01/31/2008 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 97,604.96 01/31/2008 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 943,349.05 01/31/2008 12X4226 1226301 09/30/2022 01998 5.850000000 3,501,000.0000 68,269.50 01/31/2008 12X4226 1226301 09/30/2034 01998 5.850000000 71,500,000.0000 1,394,250.00 01/31/2008 12X4226 1226301 09/30/2036 01998 5.850000000 128,000,000.0000 2,496,000.00 01/31/2008 12X4226 1226301 09/30/2037 01998 5.850000000 18,750,000.0000 365,625.00 01/31/2008 12X4226 1226301 09/30/2038 01998 5.850000000 28,000,000.0000 546,000.00 01/31/2008 12X4226 1226301 09/30/2039 01998 5.850000000 25,500,000.0000 497,250.00 01/31/2008 12X4226 1226301 09/30/2040 01998 5.850000000 229,789,000.0000 4,480,885.50 01/31/2008 12X4226 1226301 09/30/2041 01998 5.850000000 10,475,000.0000 204,262.50 01/31/2008 12X4226 1226301 09/30/2042 01998 5.850000000 42,229,000.0000 823,465.50 01/31/2008 12X4226 1226301 09/30/2043 01998 5.850000000 3,003,000.0000 58,558.50 01/31/2008 12X4226 1226301 09/30/2022 01999 5.709999600 38,976,000.0000 741,843.15 01/31/2008 12X4226 1226301 09/30/2036 01999 5.709999600 187,000,000.0000 3,559,233.08 01/31/2008 12X4226 1226301 09/30/2037 01999 5.709999600 31,250,000.0000 594,791.63 01/31/2008 12X4226 1226301 09/30/2038 01999 5.709999600 58,000,000.0000 1,103,933.26 01/31/2008 12X4226 1226301 09/30/2039 01999 5.709999600 44,200,000.0000 841,273.27 01/31/2008 12X4226 1226301 09/30/2040 01999 5.709999600 110,227,000.0000 2,097,987.09 01/31/2008 12X4226 1226301 09/30/2041 01999 5.709999600 9,980,000.0000 189,952.65 01/31/2008 12X4226 1226301 09/30/2042 01999 5.709999600 48,054,000.0000 914,627.74 01/31/2008 12X4226 1226301 09/30/2043 01999 5.709999600 307,000.0000 5,843.23 01/31/2008 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 1,274,627.01 01/31/2008 12X4226 1226301 09/30/2036 02000 5.389999200 96,800,000.0000 1,739,173.08 01/31/2008 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 1,010,624.85 01/31/2008 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 1,994,299.70 01/31/2008 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 1,647,543.09 01/31/2008 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 648,830.14 01/31/2008 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 466,863.76 01/31/2008 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 1,422,798.09 01/31/2008 12X4226 1226301 09/30/2043 02000 5.389999200 938,000.0000 16,852.73 01/31/2008 12X4226 1226301 09/30/2037 02001 5.140000800 80,496,000.0000 1,379,165.01 01/31/2008 12X4226 1226301 09/30/2038 02001 5.140000800 175,000,000.0000 2,998,333.80 01/31/2008 12X4226 1226301 09/30/2039 02001 5.140000800 163,000,000.0000 2,792,733.77 01/31/2008 12X4226 1226301 09/30/2040 02001 5.140000800 87,344,600.0000 1,496,504.38 01/31/2008 12X4226 1226301 09/30/2041 02001 5.140000800 48,088,000.0000 823,907.86 01/31/2008 12X4226 1226301 09/30/2042 02001 5.140000800 58,527,000.0000 1,002,762.76 01/31/2008 12X4226 1226301 09/30/2043 02001 5.140000800 780,000.0000 13,364.00 01/31/2008 12X4226 1226301 09/30/2038 02002 4.970001600 123,353,000.0000 2,043,548.69 01/31/2008 12X4226 1226301 09/30/2039 02002 4.970001600 251,000,000.0000 4,158,234.67 01/31/2008 12X4226 1226301 09/30/2040 02002 4.970001600 236,472,000.0000 3,917,554.06 01/31/2008 12X4226 1226301 09/30/2041 02002 4.970001600 101,381,000.0000 1,679,545.77 01/31/2008 12X4226 1226301 09/30/2042 02002 4.970001600 177,538,000.0000 2,941,213.81 01/31/2008 12X4226 1226301 09/30/2043 02002 4.970001600 12,971,000.0000 214,886.30 01/31/2008 12X4226 1226301 09/30/2039 02003 5.050000800 94,210,000.0000 1,585,868.58 01/31/2008 12X4226 1226301 09/30/2040 02003 5.050000800 190,000,000.0000 3,198,333.84 01/31/2008 12X4226 1226301 09/30/2041 02003 5.050000800 118,980,000.0000 2,002,830.32 01/31/2008 12X4226 1226301 09/30/2042 02003 5.050000800 123,287,000.0000 2,075,331.50 01/31/2008 12X4226 1226301 09/30/2043 02003 5.050000800 17,668,000.0000 297,411.38 01/31/2008 12X4226 1226301 09/30/2040 02004 4.910000400 144,965,000.0000 2,372,594.03 01/31/2008 12X4226 1226301 09/30/2041 02004 4.910000400 196,549,000.0000 3,216,852.23 01/31/2008 12X4226 1226301 09/30/2042 02004 4.910000400 233,961,000.0000 3,829,162.01 01/31/2008 12X4226 1226301 09/30/2043 02004 4.910000400 27,379,000.0000 448,103.00 01/31/2008 12X4226 1226301 09/30/2040 02005 5.259999600 19,691,000.0000 345,248.84 01/31/2008 12X4226 1226301 09/30/2041 02005 5.259999600 124,246,000.0000 2,178,446.37 01/31/2008 12X4226 1226301 09/30/2042 02005 5.259999600 215,576,000.0000 3,779,765.58 01/31/2008 12X4226 1226301 09/30/2043 02005 5.259999600 50,177,000.0000 879,770.00 01/31/2008 12X4226 1226301 09/30/2041 02006 5.220000000 33,709,000.0000 586,536.60 01/31/2008 12X4226 1226301 09/30/2042 02006 5.220000000 173,436,000.0000 3,017,786.40 01/31/2008 12X4226 1226301 09/30/2043 02006 5.220000000 75,440,000.0000 1,312,656.00 01/31/2008 12X4226 1226301 09/30/2042 02007 5.389999200 42,518,000.0000 763,906.62 01/31/2008 12X4226 1226301 09/30/2043 02007 5.389999200 38,687,000.0000 695,076.33 01/31/2008 12X4226 1226301 09/30/2043 02008 5.389999200 205,000.0000 3,683.17 01/31/2008 ------------------------ ---------------------- 7,520,706,600.0000 141,746,483.79 ======================== ====================== 7,520,706,600.0000 141,746,483.79 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00