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 75,255,000.0000 2,592,534.90 03/31/2008 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 3,996,200.23 03/31/2008 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 1,722,500.10 03/31/2008 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 1,722.50 03/31/2008 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 186,098.91 03/31/2008 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 236,223.66 03/31/2008 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 78,132.60 03/31/2008 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 1,162,515.32 03/31/2008 12X4226 1226301 09/30/2030 01993 6.879999600 132,542,000.0000 4,559,444.53 03/31/2008 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 1,719,999.90 03/31/2008 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,272,799.93 03/31/2008 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 275,199.98 03/31/2008 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 515,999.97 03/31/2008 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 619,199.96 03/31/2008 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 452,359.97 03/31/2008 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 307,948.78 03/31/2008 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 229,757.59 03/31/2008 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,293,095.92 03/31/2008 12X4226 1226301 09/30/2031 01994 6.710000400 112,566,000.0000 3,776,589.53 03/31/2008 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 5,032,500.30 03/31/2008 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 1,006,500.06 03/31/2008 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 167,750.01 03/31/2008 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 436,150.03 03/31/2008 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 310,337.52 03/31/2008 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 431,956.28 03/31/2008 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 166,575.76 03/31/2008 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,427,519.04 03/31/2008 12X4226 1226301 09/30/2031 01995 6.559999200 14,501,000.0000 475,632.74 03/31/2008 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 6,559,999.20 03/31/2008 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 4,427,999.46 03/31/2008 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 721,599.91 03/31/2008 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 163,999.98 03/31/2008 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 400,159.95 03/31/2008 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 253,970.37 03/31/2008 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 239,735.17 03/31/2008 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,501,518.22 03/31/2008 12X4226 1226301 09/30/2032 01996 6.289999200 55,748,000.0000 1,753,274.38 03/31/2008 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 5,409,399.31 03/31/2008 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 912,049.88 03/31/2008 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 723,349.91 03/31/2008 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 31,450.00 03/31/2008 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 239,019.97 03/31/2008 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 1,397,669.27 03/31/2008 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 163,194.03 03/31/2008 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 959,224.88 03/31/2008 12X4226 1226301 09/30/2043 01996 6.289999200 352,000.0000 11,070.40 03/31/2008 12X4226 1226301 09/30/2033 01997 5.960001600 34,274,000.0000 1,021,365.47 03/31/2008 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 6,877,841.85 03/31/2008 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 2,026,400.54 03/31/2008 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 357,600.10 03/31/2008 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 423,160.11 03/31/2008 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 4,053,844.09 03/31/2008 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 146,407.44 03/31/2008 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 1,415,023.58 03/31/2008 12X4226 1226301 09/30/2022 01998 5.850000000 3,501,000.0000 102,404.25 03/31/2008 12X4226 1226301 09/30/2034 01998 5.850000000 56,500,000.0000 1,652,625.00 03/31/2008 12X4226 1226301 09/30/2036 01998 5.850000000 128,000,000.0000 3,744,000.00 03/31/2008 12X4226 1226301 09/30/2037 01998 5.850000000 18,750,000.0000 548,437.50 03/31/2008 12X4226 1226301 09/30/2038 01998 5.850000000 28,000,000.0000 819,000.00 03/31/2008 12X4226 1226301 09/30/2039 01998 5.850000000 25,500,000.0000 745,875.00 03/31/2008 12X4226 1226301 09/30/2040 01998 5.850000000 229,789,000.0000 6,721,328.25 03/31/2008 12X4226 1226301 09/30/2041 01998 5.850000000 10,475,000.0000 306,393.75 03/31/2008 12X4226 1226301 09/30/2042 01998 5.850000000 42,229,000.0000 1,235,198.25 03/31/2008 12X4226 1226301 09/30/2043 01998 5.850000000 3,691,000.0000 107,961.75 03/31/2008 12X4226 1226301 09/30/2022 01999 5.709999600 38,976,000.0000 1,112,764.72 03/31/2008 12X4226 1226301 09/30/2036 01999 5.709999600 187,000,000.0000 5,338,849.63 03/31/2008 12X4226 1226301 09/30/2037 01999 5.709999600 31,250,000.0000 892,187.44 03/31/2008 12X4226 1226301 09/30/2038 01999 5.709999600 58,000,000.0000 1,655,899.88 03/31/2008 12X4226 1226301 09/30/2039 01999 5.709999600 44,200,000.0000 1,261,909.91 03/31/2008 12X4226 1226301 09/30/2040 01999 5.709999600 100,227,000.0000 2,861,480.65 03/31/2008 12X4226 1226301 09/30/2041 01999 5.709999600 9,980,000.0000 284,928.98 03/31/2008 12X4226 1226301 09/30/2042 01999 5.709999600 48,054,000.0000 1,371,941.60 03/31/2008 12X4226 1226301 09/30/2043 01999 5.709999600 307,000.0000 8,764.85 03/31/2008 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 1,911,940.52 03/31/2008 12X4226 1226301 09/30/2036 02000 5.389999200 86,800,000.0000 2,339,259.65 03/31/2008 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 1,515,937.28 03/31/2008 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 2,991,449.56 03/31/2008 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 2,471,314.63 03/31/2008 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 973,245.21 03/31/2008 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 700,295.65 03/31/2008 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 2,134,197.13 03/31/2008 12X4226 1226301 09/30/2043 02000 5.389999200 5,178,000.0000 139,547.08 03/31/2008 12X4226 1226301 09/30/2037 02001 5.140000800 70,496,000.0000 1,811,747.48 03/31/2008 12X4226 1226301 09/30/2038 02001 5.140000800 175,000,000.0000 4,497,500.70 03/31/2008 12X4226 1226301 09/30/2039 02001 5.140000800 163,000,000.0000 4,189,100.65 03/31/2008 12X4226 1226301 09/30/2040 02001 5.140000800 87,344,600.0000 2,244,756.57 03/31/2008 12X4226 1226301 09/30/2041 02001 5.140000800 48,088,000.0000 1,235,861.79 03/31/2008 12X4226 1226301 09/30/2042 02001 5.140000800 58,527,000.0000 1,504,144.13 03/31/2008 12X4226 1226301 09/30/2043 02001 5.140000800 6,520,000.0000 167,564.03 03/31/2008 12X4226 1226301 09/30/2038 02002 4.970001600 108,353,000.0000 2,692,572.92 03/31/2008 12X4226 1226301 09/30/2039 02002 4.970001600 251,000,000.0000 6,237,352.01 03/31/2008 12X4226 1226301 09/30/2040 02002 4.970001600 236,472,000.0000 5,876,331.09 03/31/2008 12X4226 1226301 09/30/2041 02002 4.970001600 101,381,000.0000 2,519,318.66 03/31/2008 12X4226 1226301 09/30/2042 02002 4.970001600 177,538,000.0000 4,411,820.72 03/31/2008 12X4226 1226301 09/30/2043 02002 4.970001600 15,767,000.0000 391,810.08 03/31/2008 12X4226 1226301 09/30/2039 02003 5.050000800 84,210,000.0000 2,126,302.84 03/31/2008 12X4226 1226301 09/30/2040 02003 5.050000800 190,000,000.0000 4,797,500.76 03/31/2008 12X4226 1226301 09/30/2041 02003 5.050000800 118,980,000.0000 3,004,245.48 03/31/2008 12X4226 1226301 09/30/2042 02003 5.050000800 123,287,000.0000 3,112,997.24 03/31/2008 12X4226 1226301 09/30/2043 02003 5.050000800 33,517,000.0000 846,304.38 03/31/2008 12X4226 1226301 09/30/2040 02004 4.910000400 134,965,000.0000 3,313,391.02 03/31/2008 12X4226 1226301 09/30/2041 02004 4.910000400 196,549,000.0000 4,825,278.34 03/31/2008 12X4226 1226301 09/30/2042 02004 4.910000400 233,961,000.0000 5,743,743.02 03/31/2008 12X4226 1226301 09/30/2043 02004 4.910000400 42,222,000.0000 1,036,550.18 03/31/2008 12X4226 1226301 09/30/2040 02005 5.259999600 9,691,000.0000 254,873.28 03/31/2008 12X4226 1226301 09/30/2041 02005 5.259999600 124,246,000.0000 3,267,669.55 03/31/2008 12X4226 1226301 09/30/2042 02005 5.259999600 215,576,000.0000 5,669,648.37 03/31/2008 12X4226 1226301 09/30/2043 02005 5.259999600 74,243,000.0000 1,952,590.75 03/31/2008 12X4226 1226301 09/30/2041 02006 5.220000000 33,709,000.0000 879,804.90 03/31/2008 12X4226 1226301 09/30/2042 02006 5.220000000 173,436,000.0000 4,526,679.60 03/31/2008 12X4226 1226301 09/30/2043 02006 5.220000000 124,266,000.0000 3,243,342.60 03/31/2008 12X4226 1226301 09/30/2042 02007 5.389999200 42,518,000.0000 1,145,859.93 03/31/2008 12X4226 1226301 09/30/2043 02007 5.389999200 64,996,000.0000 1,751,641.94 03/31/2008 12X4226 1226301 09/30/2043 02008 5.389999200 1,837,000.0000 49,507.14 03/31/2008 ------------------------ ---------------------- 7,512,047,600.0000 211,920,523.76 ======================== ====================== 7,512,047,600.0000 211,920,523.76 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2029 01992 03/31/2008 INT + 0.0000 310,050.01 464488 1226301 09/30/2030 01993 03/31/2008 INT + 0.0000 515,999.97 464490 1226301 09/30/2031 01994 03/31/2008 INT + 0.0000 335,500.02 464492 1226301 09/30/2031 01995 03/31/2008 INT + 0.0000 327,999.96 464494 1226301 09/30/2032 01996 03/31/2008 INT + 0.0000 314,499.96 464496 1226301 09/30/2033 01997 03/31/2008 INT + 0.0000 298,000.08 464498 1226301 09/30/2034 01998 03/31/2008 INT + 0.0000 438,750.00 464500 1226301 09/30/2036 02000 03/31/2008 INT + 0.0000 269,499.96 464504 1226301 09/30/2037 02001 03/31/2008 INT + 0.0000 257,000.04 464506 1226301 09/30/2038 02002 03/31/2008 INT + 0.0000 372,750.12 464508 1226301 09/30/2039 02003 03/31/2008 INT + 0.0000 252,500.04 464510 1226301 09/30/2040 01999 03/31/2008 INT + 0.0000 285,499.98 464502 1226301 09/30/2040 02004 03/31/2008 INT + 0.0000 245,500.02 464512 1226301 09/30/2040 02005 03/31/2008 INT + 0.0000 262,999.98 464514 ------------------------ ---------------------- 0.0000 4,486,550.14 ======================== ====================== 0.0000 4,486,550.14