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 322,968.77 03/31/2008 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 344,500.02 03/31/2008 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 18,258.50 03/31/2008 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 59,564.05 03/31/2008 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 24,115.00 03/31/2008 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 82,680.00 03/31/2008 12X4225 1225303 09/30/2035 01993 6.969999600 1,371,000.0000 47,779.35 03/31/2008 12X4225 1225303 09/30/2036 01993 6.969999600 25,000,000.0000 871,249.95 03/31/2008 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 139,399.99 03/31/2008 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 41,820.00 03/31/2008 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 36,101.11 03/31/2008 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 2,195.55 03/31/2008 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 127,899.49 03/31/2008 12X4225 1225303 09/30/2035 01994 6.969999600 29,207,000.0000 1,017,863.89 03/31/2008 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 871,249.95 03/31/2008 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 87,125.00 03/31/2008 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 2,056.15 03/31/2008 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 96,708.74 03/31/2008 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 174,249.99 03/31/2008 12X4225 1225303 09/30/2037 01995 6.609999600 47,685,000.0000 1,575,989.15 03/31/2008 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 545,324.97 03/31/2008 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 33,050.00 03/31/2008 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 66,100.00 03/31/2008 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 66,100.00 03/31/2008 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 69,603.30 03/31/2008 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 43,956.50 03/31/2008 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 68,578.75 03/31/2008 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 243,875.94 03/31/2008 12X4225 1225303 09/30/2048 01995 6.609999600 105,000.0000 3,470.25 03/31/2008 12X4225 1225303 09/30/2037 01996 6.369998400 539,000.0000 17,167.15 03/31/2008 12X4225 1225303 09/30/2038 01996 6.369998400 66,000,000.0000 2,102,099.47 03/31/2008 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 254,799.94 03/31/2008 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 95,549.98 03/31/2008 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 63,699.98 03/31/2008 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 35,034.99 03/31/2008 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 112,271.22 03/31/2008 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 88,985.69 03/31/2008 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 141,318.41 03/31/2008 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 237,314.29 03/31/2008 12X4225 1225303 09/30/2038 01997 6.009998400 14,567,000.0000 437,738.23 03/31/2008 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 1,111,849.70 03/31/2008 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 240,399.94 03/31/2008 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 180,299.95 03/31/2008 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 30,049.99 03/31/2008 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 30,711.09 03/31/2008 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,528.64 03/31/2008 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 29,148.49 03/31/2008 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 138,229.96 03/31/2008 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 8,140.00 03/31/2008 12X4225 1225303 09/30/2039 01998 5.919998400 27,820,000.0000 823,471.78 03/31/2008 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 1,183,999.68 03/31/2008 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 739,999.80 03/31/2008 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 295,999.92 03/31/2008 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 17,760.00 03/31/2008 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 63,861.98 03/31/2008 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 110,881.57 03/31/2008 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 236,799.94 03/31/2008 12X4225 1225303 09/30/2040 01999 5.900000400 22,560,000.0000 665,520.05 03/31/2008 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 1,209,500.08 03/31/2008 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 472,000.03 03/31/2008 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 236,000.02 03/31/2008 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 88,500.01 03/31/2008 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 59,000.00 03/31/2008 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 21,092.50 03/31/2008 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 209,450.01 03/31/2008 12X4225 1225303 09/30/2048 01999 5.900000400 28,000.0000 826.00 03/31/2008 12X4225 1225303 09/30/2041 02000 5.659999200 28,627,000.0000 810,143.99 03/31/2008 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 1,683,849.76 03/31/2008 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 441,479.94 03/31/2008 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 127,349.98 03/31/2008 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 70,749.99 03/31/2008 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 114,501.78 03/31/2008 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 203,759.97 03/31/2008 12X4225 1225303 09/30/2037 02001 5.010001200 4,129,000.0000 103,431.47 03/31/2008 12X4225 1225303 09/30/2042 02001 5.010001200 47,083,000.0000 1,179,429.43 03/31/2008 12X4225 1225303 09/30/2043 02001 5.010001200 72,000,000.0000 1,803,600.43 03/31/2008 12X4225 1225303 09/30/2044 02001 5.010001200 46,000,000.0000 1,152,300.28 03/31/2008 12X4225 1225303 09/30/2045 02001 5.010001200 29,140,000.0000 729,957.17 03/31/2008 12X4225 1225303 09/30/2046 02001 5.010001200 13,195,000.0000 330,534.83 03/31/2008 12X4225 1225303 09/30/2047 02001 5.010001200 10,761,000.0000 269,563.11 03/31/2008 12X4225 1225303 09/30/2048 02001 5.659999200 82,000.0000 2,320.60 03/31/2008 12X4225 1225303 09/30/2037 02002 4.870000800 5,803,000.0000 141,303.07 03/31/2008 12X4225 1225303 09/30/2043 02002 4.870000800 65,693,000.0000 1,599,624.81 03/31/2008 12X4225 1225303 09/30/2044 02002 4.870000800 82,000,000.0000 1,996,700.33 03/31/2008 12X4225 1225303 09/30/2045 02002 4.870000800 58,500,000.0000 1,424,475.23 03/31/2008 12X4225 1225303 09/30/2046 02002 4.870000800 55,382,000.0000 1,348,551.92 03/31/2008 12X4225 1225303 09/30/2047 02002 4.870000800 21,583,000.0000 525,546.14 03/31/2008 12X4225 1225303 09/30/2048 02002 4.870000800 7,772,000.0000 189,248.23 03/31/2008 12X4225 1225303 09/30/2037 02003 4.830001200 2,001,000.0000 48,324.16 03/31/2008 12X4225 1225303 09/30/2044 02003 4.830001200 54,726,000.0000 1,321,633.23 03/31/2008 12X4225 1225303 09/30/2045 02003 4.830001200 71,647,000.0000 1,730,275.48 03/31/2008 12X4225 1225303 09/30/2046 02003 4.830001200 40,725,000.0000 983,508.99 03/31/2008 12X4225 1225303 09/30/2047 02003 4.830001200 23,052,000.0000 556,705.94 03/31/2008 12X4225 1225303 09/30/2048 02003 4.830001200 1,063,000.0000 25,671.46 03/31/2008 12X4225 1225303 09/30/2037 02004 4.820000400 20,508,000.0000 494,242.84 03/31/2008 12X4225 1225303 09/30/2045 02004 4.820000400 104,115,000.0000 2,509,171.71 03/31/2008 12X4225 1225303 09/30/2046 02004 4.820000400 128,384,000.0000 3,094,054.66 03/31/2008 12X4225 1225303 09/30/2047 02004 4.820000400 69,539,000.0000 1,675,890.04 03/31/2008 12X4225 1225303 09/30/2048 02004 4.820000400 39,719,000.0000 957,227.98 03/31/2008 12X4225 1225303 09/30/2037 02005 5.079999600 53,926,000.0000 1,369,720.29 03/31/2008 12X4225 1225303 09/30/2045 02005 5.079999600 26,802,500.0000 680,783.45 03/31/2008 12X4225 1225303 09/30/2046 02005 5.079999600 133,563,000.0000 3,392,499.93 03/31/2008 12X4225 1225303 09/30/2047 02005 5.079999600 152,531,000.0000 3,874,287.09 03/31/2008 12X4225 1225303 09/30/2048 02005 5.079999600 53,180,000.0000 1,350,771.89 03/31/2008 12X4225 1225303 09/30/2037 02006 5.050000800 20,792,000.0000 524,998.08 03/31/2008 12X4225 1225303 09/30/2046 02006 5.050000800 26,378,000.0000 666,044.61 03/31/2008 12X4225 1225303 09/30/2047 02006 5.050000800 88,307,000.0000 2,229,752.10 03/31/2008 12X4225 1225303 09/30/2048 02006 5.050000800 53,129,000.0000 1,341,507.46 03/31/2008 12X4225 1225303 09/30/2037 02007 5.310000000 5,538,000.0000 147,033.90 03/31/2008 12X4225 1225303 09/30/2047 02007 5.310000000 29,097,000.0000 772,525.35 03/31/2008 12X4225 1225303 09/30/2048 02007 5.310000000 48,680,000.0000 1,292,454.00 03/31/2008 12X4225 1225303 09/30/2048 02008 5.310000000 6,423,000.0000 170,530.65 03/31/2008 ------------------------ ---------------------- 2,492,773,670.0000 66,332,872.59 ======================== ====================== 2,492,773,670.0000 66,332,872.59 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4225 1225303 09/30/2037 01995 03/31/2008 INT + 0.0000 132,199.99 464436 1225303 09/30/2037 01996 03/31/2008 INT + 0.0000 127,399.96 464438 1225303 09/30/2042 02001 03/31/2008 INT + 0.0000 125,250.03 464440 1225303 09/30/2043 02002 03/31/2008 INT + 0.0000 121,750.02 464442 1225303 09/30/2044 02003 03/31/2008 INT + 0.0000 120,750.03 464444 1225303 09/30/2044 02004 03/31/2008 INT + 0.0000 75,071.50 464446 1225303 09/30/2045 02004 03/31/2008 INT + 0.0000 45,428.50 464448 1225303 09/30/2045 02005 03/31/2008 INT + 0.0000 126,999.99 464450 ------------------------ ---------------------- 0.0000 874,850.02 ======================== ====================== 0.0000 874,850.02