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 967,528.31 11/30/2007 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 1,332,066.74 11/30/2007 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 574,166.70 11/30/2007 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 574.17 11/30/2007 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 62,032.97 11/30/2007 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 78,741.22 11/30/2007 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 26,044.20 11/30/2007 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 387,505.11 11/30/2007 12X4226 1226301 09/30/2030 01993 6.879999600 147,542,000.0000 1,691,814.83 11/30/2007 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 573,333.30 11/30/2007 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 424,266.64 11/30/2007 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 91,733.33 11/30/2007 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 171,999.99 11/30/2007 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 206,399.99 11/30/2007 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 150,786.66 11/30/2007 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 102,649.59 11/30/2007 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 76,585.86 11/30/2007 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 431,031.97 11/30/2007 12X4226 1226301 09/30/2031 01994 6.710000400 122,566,000.0000 1,370,696.52 11/30/2007 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 1,677,500.10 11/30/2007 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 335,500.02 11/30/2007 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 55,916.67 11/30/2007 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 145,383.34 11/30/2007 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 103,445.84 11/30/2007 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 143,985.43 11/30/2007 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 55,525.25 11/30/2007 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 475,839.68 11/30/2007 12X4226 1226301 09/30/2031 01995 6.559999200 24,501,000.0000 267,877.57 11/30/2007 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 2,186,666.40 11/30/2007 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 1,475,999.82 11/30/2007 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 240,533.30 11/30/2007 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 54,666.66 11/30/2007 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 133,386.65 11/30/2007 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 84,656.79 11/30/2007 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 79,911.72 11/30/2007 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 500,506.07 11/30/2007 12X4226 1226301 09/30/2032 01996 6.289999200 65,748,000.0000 689,258.11 11/30/2007 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 1,803,133.10 11/30/2007 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 304,016.63 11/30/2007 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 241,116.64 11/30/2007 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 10,483.33 11/30/2007 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 79,673.32 11/30/2007 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 465,889.76 11/30/2007 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 54,398.01 11/30/2007 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 319,741.63 11/30/2007 12X4226 1226301 09/30/2033 01997 5.960001600 44,274,000.0000 439,788.52 11/30/2007 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 2,292,613.95 11/30/2007 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 675,466.85 11/30/2007 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 119,200.03 11/30/2007 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 141,053.37 11/30/2007 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 1,351,281.36 11/30/2007 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 48,802.48 11/30/2007 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 471,674.53 11/30/2007 12X4226 1226301 09/30/2022 01998 5.850000000 3,501,000.0000 34,134.75 11/30/2007 12X4226 1226301 09/30/2034 01998 5.850000000 71,500,000.0000 697,125.00 11/30/2007 12X4226 1226301 09/30/2036 01998 5.850000000 128,000,000.0000 1,248,000.00 11/30/2007 12X4226 1226301 09/30/2037 01998 5.850000000 18,750,000.0000 182,812.50 11/30/2007 12X4226 1226301 09/30/2038 01998 5.850000000 28,000,000.0000 273,000.00 11/30/2007 12X4226 1226301 09/30/2039 01998 5.850000000 25,500,000.0000 248,625.00 11/30/2007 12X4226 1226301 09/30/2040 01998 5.850000000 229,789,000.0000 2,240,442.75 11/30/2007 12X4226 1226301 09/30/2041 01998 5.850000000 10,475,000.0000 102,131.25 11/30/2007 12X4226 1226301 09/30/2042 01998 5.850000000 42,229,000.0000 411,732.75 11/30/2007 12X4226 1226301 09/30/2043 01998 5.850000000 1,240,000.0000 12,090.00 11/30/2007 12X4226 1226301 09/30/2022 01999 5.709999600 38,976,000.0000 370,921.57 11/30/2007 12X4226 1226301 09/30/2036 01999 5.709999600 187,000,000.0000 1,779,616.54 11/30/2007 12X4226 1226301 09/30/2037 01999 5.709999600 31,250,000.0000 297,395.81 11/30/2007 12X4226 1226301 09/30/2038 01999 5.709999600 58,000,000.0000 551,966.63 11/30/2007 12X4226 1226301 09/30/2039 01999 5.709999600 44,200,000.0000 420,636.64 11/30/2007 12X4226 1226301 09/30/2040 01999 5.709999600 110,227,000.0000 1,048,993.54 11/30/2007 12X4226 1226301 09/30/2041 01999 5.709999600 9,980,000.0000 94,976.33 11/30/2007 12X4226 1226301 09/30/2042 01999 5.709999600 48,054,000.0000 457,313.87 11/30/2007 12X4226 1226301 09/30/2043 01999 5.709999600 25,000.0000 237.92 11/30/2007 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 637,313.51 11/30/2007 12X4226 1226301 09/30/2036 02000 5.389999200 96,800,000.0000 869,586.54 11/30/2007 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 505,312.43 11/30/2007 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 997,149.85 11/30/2007 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 823,771.54 11/30/2007 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 324,415.07 11/30/2007 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 233,431.88 11/30/2007 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 711,399.04 11/30/2007 12X4226 1226301 09/30/2043 02000 5.389999200 682,000.0000 6,126.63 11/30/2007 12X4226 1226301 09/30/2037 02001 5.140000800 80,496,000.0000 689,582.51 11/30/2007 12X4226 1226301 09/30/2038 02001 5.140000800 175,000,000.0000 1,499,166.90 11/30/2007 12X4226 1226301 09/30/2039 02001 5.140000800 163,000,000.0000 1,396,366.88 11/30/2007 12X4226 1226301 09/30/2040 02001 5.140000800 87,344,600.0000 748,252.19 11/30/2007 12X4226 1226301 09/30/2041 02001 5.140000800 48,088,000.0000 411,953.93 11/30/2007 12X4226 1226301 09/30/2042 02001 5.140000800 58,527,000.0000 501,381.38 11/30/2007 12X4226 1226301 09/30/2043 02001 5.140000800 780,000.0000 6,682.00 11/30/2007 12X4226 1226301 09/30/2038 02002 4.970001600 123,353,000.0000 1,021,774.35 11/30/2007 12X4226 1226301 09/30/2039 02002 4.970001600 251,000,000.0000 2,079,117.34 11/30/2007 12X4226 1226301 09/30/2040 02002 4.970001600 236,472,000.0000 1,958,777.03 11/30/2007 12X4226 1226301 09/30/2041 02002 4.970001600 101,381,000.0000 839,772.89 11/30/2007 12X4226 1226301 09/30/2042 02002 4.970001600 177,538,000.0000 1,470,606.91 11/30/2007 12X4226 1226301 09/30/2043 02002 4.970001600 2,762,000.0000 22,878.57 11/30/2007 12X4226 1226301 09/30/2039 02003 5.050000800 94,210,000.0000 792,934.29 11/30/2007 12X4226 1226301 09/30/2040 02003 5.050000800 190,000,000.0000 1,599,166.92 11/30/2007 12X4226 1226301 09/30/2041 02003 5.050000800 118,980,000.0000 1,001,415.16 11/30/2007 12X4226 1226301 09/30/2042 02003 5.050000800 123,287,000.0000 1,037,665.75 11/30/2007 12X4226 1226301 09/30/2043 02003 5.050000800 7,223,000.0000 60,793.59 11/30/2007 12X4226 1226301 09/30/2040 02004 4.910000400 144,965,000.0000 1,186,297.01 11/30/2007 12X4226 1226301 09/30/2041 02004 4.910000400 196,549,000.0000 1,608,426.11 11/30/2007 12X4226 1226301 09/30/2042 02004 4.910000400 233,961,000.0000 1,914,581.01 11/30/2007 12X4226 1226301 09/30/2043 02004 4.910000400 14,229,000.0000 116,440.66 11/30/2007 12X4226 1226301 09/30/2040 02005 5.259999600 19,691,000.0000 172,624.42 11/30/2007 12X4226 1226301 09/30/2041 02005 5.259999600 124,246,000.0000 1,089,223.18 11/30/2007 12X4226 1226301 09/30/2042 02005 5.259999600 215,576,000.0000 1,889,882.79 11/30/2007 12X4226 1226301 09/30/2043 02005 5.259999600 28,005,000.0000 245,510.48 11/30/2007 12X4226 1226301 09/30/2041 02006 5.220000000 33,709,000.0000 293,268.30 11/30/2007 12X4226 1226301 09/30/2042 02006 5.220000000 173,436,000.0000 1,508,893.20 11/30/2007 12X4226 1226301 09/30/2043 02006 5.220000000 46,753,000.0000 406,751.10 11/30/2007 12X4226 1226301 09/30/2042 02007 5.389999200 42,518,000.0000 381,953.31 11/30/2007 12X4226 1226301 09/30/2043 02007 5.389999200 27,370,000.0000 245,873.80 11/30/2007 ------------------------ ---------------------- 7,422,220,600.0000 70,023,524.33 ======================== ====================== 7,422,220,600.0000 70,023,524.33 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00