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 269,140.64 02/29/2008 12X4225 1225303 09/30/2035 01992 6.890000400 10,000,000.0000 287,083.35 02/29/2008 12X4225 1225303 09/30/2044 01992 6.890000400 530,000.0000 15,215.42 02/29/2008 12X4225 1225303 09/30/2045 01992 6.890000400 1,729,000.0000 49,636.71 02/29/2008 12X4225 1225303 09/30/2046 01992 6.890000400 700,000.0000 20,095.83 02/29/2008 12X4225 1225303 09/30/2047 01992 6.890000400 2,400,000.0000 68,900.00 02/29/2008 12X4225 1225303 09/30/2035 01993 6.969999600 1,371,000.0000 39,816.12 02/29/2008 12X4225 1225303 09/30/2036 01993 6.969999600 25,000,000.0000 726,041.63 02/29/2008 12X4225 1225303 09/30/2039 01993 6.969999600 4,000,000.0000 116,166.66 02/29/2008 12X4225 1225303 09/30/2044 01993 6.969999600 1,200,000.0000 34,850.00 02/29/2008 12X4225 1225303 09/30/2045 01993 6.969999600 1,035,900.0000 30,084.26 02/29/2008 12X4225 1225303 09/30/2046 01993 6.969999600 63,000.0000 1,829.62 02/29/2008 12X4225 1225303 09/30/2047 01993 6.969999600 3,670,000.0000 106,582.91 02/29/2008 12X4225 1225303 09/30/2035 01994 6.969999600 29,207,000.0000 848,219.91 02/29/2008 12X4225 1225303 09/30/2036 01994 6.969999600 25,000,000.0000 726,041.63 02/29/2008 12X4225 1225303 09/30/2038 01994 6.969999600 2,500,000.0000 72,604.16 02/29/2008 12X4225 1225303 09/30/2045 01994 6.969999600 59,000.0000 1,713.46 02/29/2008 12X4225 1225303 09/30/2046 01994 6.969999600 2,775,000.0000 80,590.62 02/29/2008 12X4225 1225303 09/30/2047 01994 6.969999600 5,000,000.0000 145,208.33 02/29/2008 12X4225 1225303 09/30/2037 01995 6.609999600 51,685,000.0000 1,423,490.96 02/29/2008 12X4225 1225303 09/30/2038 01995 6.609999600 16,500,000.0000 454,437.47 02/29/2008 12X4225 1225303 09/30/2040 01995 6.609999600 1,000,000.0000 27,541.67 02/29/2008 12X4225 1225303 09/30/2041 01995 6.609999600 2,000,000.0000 55,083.33 02/29/2008 12X4225 1225303 09/30/2042 01995 6.609999600 2,000,000.0000 55,083.33 02/29/2008 12X4225 1225303 09/30/2044 01995 6.609999600 2,106,000.0000 58,002.75 02/29/2008 12X4225 1225303 09/30/2045 01995 6.609999600 1,330,000.0000 36,630.41 02/29/2008 12X4225 1225303 09/30/2046 01995 6.609999600 2,075,000.0000 57,148.95 02/29/2008 12X4225 1225303 09/30/2047 01995 6.609999600 7,379,000.0000 203,229.95 02/29/2008 12X4225 1225303 09/30/2048 01995 6.609999600 105,000.0000 2,891.87 02/29/2008 12X4225 1225303 09/30/2037 01996 6.369998400 4,539,000.0000 120,472.59 02/29/2008 12X4225 1225303 09/30/2038 01996 6.369998400 66,000,000.0000 1,751,749.56 02/29/2008 12X4225 1225303 09/30/2040 01996 6.369998400 8,000,000.0000 212,333.28 02/29/2008 12X4225 1225303 09/30/2041 01996 6.369998400 3,000,000.0000 79,624.98 02/29/2008 12X4225 1225303 09/30/2042 01996 6.369998400 2,000,000.0000 53,083.32 02/29/2008 12X4225 1225303 09/30/2043 01996 6.369998400 1,100,000.0000 29,195.83 02/29/2008 12X4225 1225303 09/30/2044 01996 6.369998400 3,525,000.0000 93,559.35 02/29/2008 12X4225 1225303 09/30/2045 01996 6.369998400 2,793,900.0000 74,154.74 02/29/2008 12X4225 1225303 09/30/2046 01996 6.369998400 4,437,000.0000 117,765.35 02/29/2008 12X4225 1225303 09/30/2047 01996 6.369998400 7,451,000.0000 197,761.91 02/29/2008 12X4225 1225303 09/30/2038 01997 6.009998400 14,567,000.0000 364,781.86 02/29/2008 12X4225 1225303 09/30/2039 01997 6.009998400 37,000,000.0000 926,541.42 02/29/2008 12X4225 1225303 09/30/2040 01997 6.009998400 8,000,000.0000 200,333.28 02/29/2008 12X4225 1225303 09/30/2041 01997 6.009998400 6,000,000.0000 150,249.96 02/29/2008 12X4225 1225303 09/30/2042 01997 6.009998400 1,000,000.0000 25,041.66 02/29/2008 12X4225 1225303 09/30/2044 01997 6.009998400 1,022,000.0000 25,592.58 02/29/2008 12X4225 1225303 09/30/2045 01997 6.009998400 50,870.0000 1,273.87 02/29/2008 12X4225 1225303 09/30/2046 01997 6.009998400 970,000.0000 24,290.41 02/29/2008 12X4225 1225303 09/30/2047 01997 6.009998400 4,600,000.0000 115,191.64 02/29/2008 12X4225 1225303 09/30/2037 01998 5.919998400 275,000.0000 6,783.33 02/29/2008 12X4225 1225303 09/30/2039 01998 5.919998400 27,820,000.0000 686,226.48 02/29/2008 12X4225 1225303 09/30/2040 01998 5.919998400 40,000,000.0000 986,666.40 02/29/2008 12X4225 1225303 09/30/2041 01998 5.919998400 25,000,000.0000 616,666.50 02/29/2008 12X4225 1225303 09/30/2042 01998 5.919998400 10,000,000.0000 246,666.60 02/29/2008 12X4225 1225303 09/30/2044 01998 5.919998400 600,000.0000 14,800.00 02/29/2008 12X4225 1225303 09/30/2045 01998 5.919998400 2,157,500.0000 53,218.32 02/29/2008 12X4225 1225303 09/30/2046 01998 5.919998400 3,746,000.0000 92,401.31 02/29/2008 12X4225 1225303 09/30/2047 01998 5.919998400 8,000,000.0000 197,333.28 02/29/2008 12X4225 1225303 09/30/2040 01999 5.900000400 22,560,000.0000 554,600.04 02/29/2008 12X4225 1225303 09/30/2041 01999 5.900000400 41,000,000.0000 1,007,916.74 02/29/2008 12X4225 1225303 09/30/2042 01999 5.900000400 16,000,000.0000 393,333.36 02/29/2008 12X4225 1225303 09/30/2043 01999 5.900000400 8,000,000.0000 196,666.68 02/29/2008 12X4225 1225303 09/30/2044 01999 5.900000400 3,000,000.0000 73,750.01 02/29/2008 12X4225 1225303 09/30/2045 01999 5.900000400 2,000,000.0000 49,166.67 02/29/2008 12X4225 1225303 09/30/2046 01999 5.900000400 715,000.0000 17,577.08 02/29/2008 12X4225 1225303 09/30/2047 01999 5.900000400 7,100,000.0000 174,541.68 02/29/2008 12X4225 1225303 09/30/2048 01999 5.900000400 28,000.0000 688.33 02/29/2008 12X4225 1225303 09/30/2041 02000 5.659999200 28,627,000.0000 675,119.99 02/29/2008 12X4225 1225303 09/30/2042 02000 5.659999200 59,500,000.0000 1,403,208.14 02/29/2008 12X4225 1225303 09/30/2043 02000 5.659999200 15,600,000.0000 367,899.95 02/29/2008 12X4225 1225303 09/30/2044 02000 5.659999200 4,500,000.0000 106,124.99 02/29/2008 12X4225 1225303 09/30/2045 02000 5.659999200 2,500,000.0000 58,958.33 02/29/2008 12X4225 1225303 09/30/2046 02000 5.659999200 4,046,000.0000 95,418.15 02/29/2008 12X4225 1225303 09/30/2047 02000 5.659999200 7,200,000.0000 169,799.98 02/29/2008 12X4225 1225303 09/30/2037 02001 5.010001200 4,129,000.0000 86,192.90 02/29/2008 12X4225 1225303 09/30/2042 02001 5.010001200 52,083,000.0000 1,087,232.89 02/29/2008 12X4225 1225303 09/30/2043 02001 5.010001200 72,000,000.0000 1,503,000.36 02/29/2008 12X4225 1225303 09/30/2044 02001 5.010001200 46,000,000.0000 960,250.23 02/29/2008 12X4225 1225303 09/30/2045 02001 5.010001200 29,140,000.0000 608,297.65 02/29/2008 12X4225 1225303 09/30/2046 02001 5.010001200 13,195,000.0000 275,445.69 02/29/2008 12X4225 1225303 09/30/2047 02001 5.010001200 10,761,000.0000 224,635.93 02/29/2008 12X4225 1225303 09/30/2048 02001 5.659999200 82,000.0000 1,933.83 02/29/2008 12X4225 1225303 09/30/2037 02002 4.870000800 5,803,000.0000 117,752.56 02/29/2008 12X4225 1225303 09/30/2043 02002 4.870000800 70,693,000.0000 1,434,479.03 02/29/2008 12X4225 1225303 09/30/2044 02002 4.870000800 82,000,000.0000 1,663,916.94 02/29/2008 12X4225 1225303 09/30/2045 02002 4.870000800 58,500,000.0000 1,187,062.70 02/29/2008 12X4225 1225303 09/30/2046 02002 4.870000800 55,382,000.0000 1,123,793.27 02/29/2008 12X4225 1225303 09/30/2047 02002 4.870000800 21,583,000.0000 437,955.11 02/29/2008 12X4225 1225303 09/30/2048 02002 4.870000800 4,834,000.0000 98,089.93 02/29/2008 12X4225 1225303 09/30/2037 02003 4.830001200 2,001,000.0000 40,270.14 02/29/2008 12X4225 1225303 09/30/2044 02003 4.830001200 59,726,000.0000 1,201,986.05 02/29/2008 12X4225 1225303 09/30/2045 02003 4.830001200 71,647,000.0000 1,441,896.23 02/29/2008 12X4225 1225303 09/30/2046 02003 4.830001200 40,725,000.0000 819,590.83 02/29/2008 12X4225 1225303 09/30/2047 02003 4.830001200 23,052,000.0000 463,921.62 02/29/2008 12X4225 1225303 09/30/2048 02003 4.830001200 1,063,000.0000 21,392.88 02/29/2008 12X4225 1225303 09/30/2037 02004 4.820000400 20,508,000.0000 411,869.03 02/29/2008 12X4225 1225303 09/30/2044 02004 4.820000400 3,115,000.0000 62,559.59 02/29/2008 12X4225 1225303 09/30/2045 02004 4.820000400 106,000,000.0000 2,128,833.51 02/29/2008 12X4225 1225303 09/30/2046 02004 4.820000400 128,384,000.0000 2,578,378.88 02/29/2008 12X4225 1225303 09/30/2047 02004 4.820000400 69,539,000.0000 1,396,575.03 02/29/2008 12X4225 1225303 09/30/2048 02004 4.820000400 38,360,000.0000 770,396.73 02/29/2008 12X4225 1225303 09/30/2037 02005 5.079999600 53,926,000.0000 1,141,433.58 02/29/2008 12X4225 1225303 09/30/2045 02005 5.079999600 31,802,500.0000 673,152.86 02/29/2008 12X4225 1225303 09/30/2046 02005 5.079999600 133,563,000.0000 2,827,083.28 02/29/2008 12X4225 1225303 09/30/2047 02005 5.079999600 152,531,000.0000 3,228,572.58 02/29/2008 12X4225 1225303 09/30/2048 02005 5.079999600 45,810,000.0000 969,644.92 02/29/2008 12X4225 1225303 09/30/2037 02006 5.050000800 20,792,000.0000 437,498.40 02/29/2008 12X4225 1225303 09/30/2046 02006 5.050000800 26,378,000.0000 555,037.17 02/29/2008 12X4225 1225303 09/30/2047 02006 5.050000800 88,307,000.0000 1,858,126.75 02/29/2008 12X4225 1225303 09/30/2048 02006 5.050000800 36,666,000.0000 771,513.87 02/29/2008 12X4225 1225303 09/30/2037 02007 5.310000000 5,538,000.0000 122,528.25 02/29/2008 12X4225 1225303 09/30/2047 02007 5.310000000 29,097,000.0000 643,771.13 02/29/2008 12X4225 1225303 09/30/2048 02007 5.310000000 41,574,000.0000 919,824.75 02/29/2008 12X4225 1225303 09/30/2048 02008 5.310000000 4,194,000.0000 92,792.25 02/29/2008 ------------------------ ---------------------- 2,488,308,670.0000 55,210,581.21 ======================== ====================== 2,488,308,670.0000 55,210,581.21 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00