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 2,418,820.77 02/29/2008 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 3,330,166.86 02/29/2008 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 1,435,416.75 02/29/2008 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 1,435.42 02/29/2008 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 155,082.43 02/29/2008 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 196,853.05 02/29/2008 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 65,110.50 02/29/2008 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 968,762.76 02/29/2008 12X4226 1226301 09/30/2030 01993 6.879999600 147,542,000.0000 4,229,537.09 02/29/2008 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 1,433,333.25 02/29/2008 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 1,060,666.61 02/29/2008 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 229,333.32 02/29/2008 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 429,999.98 02/29/2008 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 515,999.97 02/29/2008 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 376,966.64 02/29/2008 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 256,623.99 02/29/2008 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 191,464.66 02/29/2008 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 1,077,579.94 02/29/2008 12X4226 1226301 09/30/2031 01994 6.710000400 122,566,000.0000 3,426,741.29 02/29/2008 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 4,193,750.25 02/29/2008 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 838,750.05 02/29/2008 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 139,791.68 02/29/2008 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 363,458.36 02/29/2008 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 258,614.60 02/29/2008 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 359,963.56 02/29/2008 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 138,813.13 02/29/2008 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 1,189,599.20 02/29/2008 12X4226 1226301 09/30/2031 01995 6.559999200 24,501,000.0000 669,693.92 02/29/2008 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 5,466,666.00 02/29/2008 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 3,689,999.55 02/29/2008 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 601,333.26 02/29/2008 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 136,666.65 02/29/2008 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 333,466.63 02/29/2008 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 211,641.97 02/29/2008 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 199,779.31 02/29/2008 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 1,251,265.18 02/29/2008 12X4226 1226301 09/30/2032 01996 6.289999200 65,748,000.0000 1,723,145.28 02/29/2008 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 4,507,832.76 02/29/2008 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 760,041.57 02/29/2008 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 602,791.59 02/29/2008 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 26,208.33 02/29/2008 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 199,183.31 02/29/2008 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 1,164,724.39 02/29/2008 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 135,995.02 02/29/2008 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 799,354.07 02/29/2008 12X4226 1226301 09/30/2043 01996 6.289999200 75,000.0000 1,965.62 02/29/2008 12X4226 1226301 09/30/2033 01997 5.960001600 44,274,000.0000 1,099,471.30 02/29/2008 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 5,731,534.87 02/29/2008 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 1,688,667.12 02/29/2008 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 298,000.08 02/29/2008 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 352,633.43 02/29/2008 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 3,378,203.41 02/29/2008 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 122,006.20 02/29/2008 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 1,179,186.32 02/29/2008 12X4226 1226301 09/30/2022 01998 5.850000000 3,501,000.0000 85,336.88 02/29/2008 12X4226 1226301 09/30/2034 01998 5.850000000 71,500,000.0000 1,742,812.50 02/29/2008 12X4226 1226301 09/30/2036 01998 5.850000000 128,000,000.0000 3,120,000.00 02/29/2008 12X4226 1226301 09/30/2037 01998 5.850000000 18,750,000.0000 457,031.25 02/29/2008 12X4226 1226301 09/30/2038 01998 5.850000000 28,000,000.0000 682,500.00 02/29/2008 12X4226 1226301 09/30/2039 01998 5.850000000 25,500,000.0000 621,562.50 02/29/2008 12X4226 1226301 09/30/2040 01998 5.850000000 229,789,000.0000 5,601,106.88 02/29/2008 12X4226 1226301 09/30/2041 01998 5.850000000 10,475,000.0000 255,328.13 02/29/2008 12X4226 1226301 09/30/2042 01998 5.850000000 42,229,000.0000 1,029,331.88 02/29/2008 12X4226 1226301 09/30/2043 01998 5.850000000 3,574,000.0000 87,116.25 02/29/2008 12X4226 1226301 09/30/2022 01999 5.709999600 38,976,000.0000 927,303.94 02/29/2008 12X4226 1226301 09/30/2036 01999 5.709999600 187,000,000.0000 4,449,041.36 02/29/2008 12X4226 1226301 09/30/2037 01999 5.709999600 31,250,000.0000 743,489.53 02/29/2008 12X4226 1226301 09/30/2038 01999 5.709999600 58,000,000.0000 1,379,916.57 02/29/2008 12X4226 1226301 09/30/2039 01999 5.709999600 44,200,000.0000 1,051,591.59 02/29/2008 12X4226 1226301 09/30/2040 01999 5.709999600 110,227,000.0000 2,622,483.86 02/29/2008 12X4226 1226301 09/30/2041 01999 5.709999600 9,980,000.0000 237,440.82 02/29/2008 12X4226 1226301 09/30/2042 01999 5.709999600 48,054,000.0000 1,143,284.67 02/29/2008 12X4226 1226301 09/30/2043 01999 5.709999600 307,000.0000 7,304.04 02/29/2008 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 1,593,283.76 02/29/2008 12X4226 1226301 09/30/2036 02000 5.389999200 96,800,000.0000 2,173,966.34 02/29/2008 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 1,263,281.06 02/29/2008 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 2,492,874.63 02/29/2008 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 2,059,428.86 02/29/2008 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 811,037.67 02/29/2008 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 583,579.71 02/29/2008 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 1,778,497.61 02/29/2008 12X4226 1226301 09/30/2043 02000 5.389999200 5,178,000.0000 116,289.23 02/29/2008 12X4226 1226301 09/30/2037 02001 5.140000800 80,496,000.0000 1,723,956.27 02/29/2008 12X4226 1226301 09/30/2038 02001 5.140000800 175,000,000.0000 3,747,917.25 02/29/2008 12X4226 1226301 09/30/2039 02001 5.140000800 163,000,000.0000 3,490,917.21 02/29/2008 12X4226 1226301 09/30/2040 02001 5.140000800 87,344,600.0000 1,870,630.47 02/29/2008 12X4226 1226301 09/30/2041 02001 5.140000800 48,088,000.0000 1,029,884.83 02/29/2008 12X4226 1226301 09/30/2042 02001 5.140000800 58,527,000.0000 1,253,453.45 02/29/2008 12X4226 1226301 09/30/2043 02001 5.140000800 1,712,000.0000 36,665.34 02/29/2008 12X4226 1226301 09/30/2038 02002 4.970001600 123,353,000.0000 2,554,435.86 02/29/2008 12X4226 1226301 09/30/2039 02002 4.970001600 251,000,000.0000 5,197,793.34 02/29/2008 12X4226 1226301 09/30/2040 02002 4.970001600 236,472,000.0000 4,896,942.58 02/29/2008 12X4226 1226301 09/30/2041 02002 4.970001600 101,381,000.0000 2,099,432.22 02/29/2008 12X4226 1226301 09/30/2042 02002 4.970001600 177,538,000.0000 3,676,517.27 02/29/2008 12X4226 1226301 09/30/2043 02002 4.970001600 14,136,000.0000 292,733.09 02/29/2008 12X4226 1226301 09/30/2039 02003 5.050000800 94,210,000.0000 1,982,335.73 02/29/2008 12X4226 1226301 09/30/2040 02003 5.050000800 190,000,000.0000 3,997,917.30 02/29/2008 12X4226 1226301 09/30/2041 02003 5.050000800 118,980,000.0000 2,503,537.90 02/29/2008 12X4226 1226301 09/30/2042 02003 5.050000800 123,287,000.0000 2,594,164.37 02/29/2008 12X4226 1226301 09/30/2043 02003 5.050000800 22,113,000.0000 465,294.45 02/29/2008 12X4226 1226301 09/30/2040 02004 4.910000400 144,965,000.0000 2,965,742.53 02/29/2008 12X4226 1226301 09/30/2041 02004 4.910000400 196,549,000.0000 4,021,065.29 02/29/2008 12X4226 1226301 09/30/2042 02004 4.910000400 233,961,000.0000 4,786,452.51 02/29/2008 12X4226 1226301 09/30/2043 02004 4.910000400 35,761,000.0000 731,610.52 02/29/2008 12X4226 1226301 09/30/2040 02005 5.259999600 19,691,000.0000 431,561.05 02/29/2008 12X4226 1226301 09/30/2041 02005 5.259999600 124,246,000.0000 2,723,057.96 02/29/2008 12X4226 1226301 09/30/2042 02005 5.259999600 215,576,000.0000 4,724,706.97 02/29/2008 12X4226 1226301 09/30/2043 02005 5.259999600 60,532,000.0000 1,326,659.57 02/29/2008 12X4226 1226301 09/30/2041 02006 5.220000000 33,709,000.0000 733,170.75 02/29/2008 12X4226 1226301 09/30/2042 02006 5.220000000 173,436,000.0000 3,772,233.00 02/29/2008 12X4226 1226301 09/30/2043 02006 5.220000000 96,685,000.0000 2,102,898.75 02/29/2008 12X4226 1226301 09/30/2042 02007 5.389999200 42,518,000.0000 954,883.27 02/29/2008 12X4226 1226301 09/30/2043 02007 5.389999200 49,520,000.0000 1,112,136.50 02/29/2008 12X4226 1226301 09/30/2043 02008 5.389999200 205,000.0000 4,603.96 02/29/2008 ------------------------ ---------------------- 7,582,949,600.0000 178,535,626.33 ======================== ====================== 7,582,949,600.0000 178,535,626.33 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00