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 483,764.15 10/31/2007 12X4226 1226301 09/30/2030 01992 6.890000400 116,000,000.0000 666,033.37 10/31/2007 12X4226 1226301 09/30/2031 01992 6.890000400 50,000,000.0000 287,083.35 10/31/2007 12X4226 1226301 09/30/2034 01992 6.890000400 50,000.0000 287.08 10/31/2007 12X4226 1226301 09/30/2039 01992 6.890000400 5,402,000.0000 31,016.49 10/31/2007 12X4226 1226301 09/30/2040 01992 6.890000400 6,857,000.0000 39,370.61 10/31/2007 12X4226 1226301 09/30/2041 01992 6.890000400 2,268,000.0000 13,022.10 10/31/2007 12X4226 1226301 09/30/2042 01992 6.890000400 33,745,000.0000 193,752.55 10/31/2007 12X4226 1226301 09/30/2030 01993 6.879999600 147,542,000.0000 845,907.42 10/31/2007 12X4226 1226301 09/30/2031 01993 6.879999600 50,000,000.0000 286,666.65 10/31/2007 12X4226 1226301 09/30/2032 01993 6.879999600 37,000,000.0000 212,133.32 10/31/2007 12X4226 1226301 09/30/2033 01993 6.879999600 8,000,000.0000 45,866.66 10/31/2007 12X4226 1226301 09/30/2034 01993 6.879999600 15,000,000.0000 86,000.00 10/31/2007 12X4226 1226301 09/30/2036 01993 6.879999600 18,000,000.0000 103,199.99 10/31/2007 12X4226 1226301 09/30/2039 01993 6.879999600 13,150,000.0000 75,393.33 10/31/2007 12X4226 1226301 09/30/2040 01993 6.879999600 8,952,000.0000 51,324.80 10/31/2007 12X4226 1226301 09/30/2041 01993 6.879999600 6,679,000.0000 38,292.93 10/31/2007 12X4226 1226301 09/30/2042 01993 6.879999600 37,590,000.0000 215,515.99 10/31/2007 12X4226 1226301 09/30/2031 01994 6.710000400 122,566,000.0000 685,348.26 10/31/2007 12X4226 1226301 09/30/2032 01994 6.710000400 150,000,000.0000 838,750.05 10/31/2007 12X4226 1226301 09/30/2033 01994 6.710000400 30,000,000.0000 167,750.01 10/31/2007 12X4226 1226301 09/30/2036 01994 6.710000400 5,000,000.0000 27,958.34 10/31/2007 12X4226 1226301 09/30/2038 01994 6.710000400 13,000,000.0000 72,691.67 10/31/2007 12X4226 1226301 09/30/2039 01994 6.710000400 9,250,000.0000 51,722.92 10/31/2007 12X4226 1226301 09/30/2040 01994 6.710000400 12,875,000.0000 71,992.71 10/31/2007 12X4226 1226301 09/30/2041 01994 6.710000400 4,965,000.0000 27,762.63 10/31/2007 12X4226 1226301 09/30/2042 01994 6.710000400 42,549,000.0000 237,919.84 10/31/2007 12X4226 1226301 09/30/2031 01995 6.559999200 24,501,000.0000 133,938.78 10/31/2007 12X4226 1226301 09/30/2032 01995 6.559999200 200,000,000.0000 1,093,333.20 10/31/2007 12X4226 1226301 09/30/2033 01995 6.559999200 135,000,000.0000 737,999.91 10/31/2007 12X4226 1226301 09/30/2036 01995 6.559999200 22,000,000.0000 120,266.65 10/31/2007 12X4226 1226301 09/30/2038 01995 6.559999200 5,000,000.0000 27,333.33 10/31/2007 12X4226 1226301 09/30/2039 01995 6.559999200 12,200,000.0000 66,693.33 10/31/2007 12X4226 1226301 09/30/2040 01995 6.559999200 7,743,000.0000 42,328.39 10/31/2007 12X4226 1226301 09/30/2041 01995 6.559999200 7,309,000.0000 39,955.86 10/31/2007 12X4226 1226301 09/30/2042 01995 6.559999200 45,778,000.0000 250,253.04 10/31/2007 12X4226 1226301 09/30/2032 01996 6.289999200 65,748,000.0000 344,629.06 10/31/2007 12X4226 1226301 09/30/2033 01996 6.289999200 172,000,000.0000 901,566.55 10/31/2007 12X4226 1226301 09/30/2034 01996 6.289999200 29,000,000.0000 152,008.31 10/31/2007 12X4226 1226301 09/30/2036 01996 6.289999200 23,000,000.0000 120,558.32 10/31/2007 12X4226 1226301 09/30/2038 01996 6.289999200 1,000,000.0000 5,241.67 10/31/2007 12X4226 1226301 09/30/2039 01996 6.289999200 7,600,000.0000 39,836.66 10/31/2007 12X4226 1226301 09/30/2040 01996 6.289999200 44,441,000.0000 232,944.88 10/31/2007 12X4226 1226301 09/30/2041 01996 6.289999200 5,189,000.0000 27,199.00 10/31/2007 12X4226 1226301 09/30/2042 01996 6.289999200 30,500,000.0000 159,870.81 10/31/2007 12X4226 1226301 09/30/2033 01997 5.960001600 44,274,000.0000 219,894.26 10/31/2007 12X4226 1226301 09/30/2034 01997 5.960001600 230,800,000.0000 1,146,306.97 10/31/2007 12X4226 1226301 09/30/2036 01997 5.960001600 68,000,000.0000 337,733.42 10/31/2007 12X4226 1226301 09/30/2038 01997 5.960001600 12,000,000.0000 59,600.02 10/31/2007 12X4226 1226301 09/30/2039 01997 5.960001600 14,200,000.0000 70,526.69 10/31/2007 12X4226 1226301 09/30/2040 01997 5.960001600 136,035,000.0000 675,640.68 10/31/2007 12X4226 1226301 09/30/2041 01997 5.960001600 4,913,000.0000 24,401.24 10/31/2007 12X4226 1226301 09/30/2042 01997 5.960001600 47,484,000.0000 235,837.26 10/31/2007 12X4226 1226301 09/30/2022 01998 5.850000000 3,501,000.0000 17,067.38 10/31/2007 12X4226 1226301 09/30/2034 01998 5.850000000 71,500,000.0000 348,562.50 10/31/2007 12X4226 1226301 09/30/2036 01998 5.850000000 128,000,000.0000 624,000.00 10/31/2007 12X4226 1226301 09/30/2037 01998 5.850000000 18,750,000.0000 91,406.25 10/31/2007 12X4226 1226301 09/30/2038 01998 5.850000000 28,000,000.0000 136,500.00 10/31/2007 12X4226 1226301 09/30/2039 01998 5.850000000 25,500,000.0000 124,312.50 10/31/2007 12X4226 1226301 09/30/2040 01998 5.850000000 229,789,000.0000 1,120,221.38 10/31/2007 12X4226 1226301 09/30/2041 01998 5.850000000 10,475,000.0000 51,065.63 10/31/2007 12X4226 1226301 09/30/2042 01998 5.850000000 42,229,000.0000 205,866.38 10/31/2007 12X4226 1226301 09/30/2022 01999 5.709999600 38,976,000.0000 185,460.79 10/31/2007 12X4226 1226301 09/30/2036 01999 5.709999600 187,000,000.0000 889,808.27 10/31/2007 12X4226 1226301 09/30/2037 01999 5.709999600 31,250,000.0000 148,697.91 10/31/2007 12X4226 1226301 09/30/2038 01999 5.709999600 58,000,000.0000 275,983.31 10/31/2007 12X4226 1226301 09/30/2039 01999 5.709999600 44,200,000.0000 210,318.32 10/31/2007 12X4226 1226301 09/30/2040 01999 5.709999600 110,227,000.0000 524,496.77 10/31/2007 12X4226 1226301 09/30/2041 01999 5.709999600 9,980,000.0000 47,488.16 10/31/2007 12X4226 1226301 09/30/2042 01999 5.709999600 48,054,000.0000 228,656.93 10/31/2007 12X4226 1226301 09/30/2022 02000 5.389999200 70,944,000.0000 318,656.75 10/31/2007 12X4226 1226301 09/30/2036 02000 5.389999200 96,800,000.0000 434,793.27 10/31/2007 12X4226 1226301 09/30/2037 02000 5.389999200 56,250,000.0000 252,656.21 10/31/2007 12X4226 1226301 09/30/2038 02000 5.389999200 111,000,000.0000 498,574.93 10/31/2007 12X4226 1226301 09/30/2039 02000 5.389999200 91,700,000.0000 411,885.77 10/31/2007 12X4226 1226301 09/30/2040 02000 5.389999200 36,113,000.0000 162,207.53 10/31/2007 12X4226 1226301 09/30/2041 02000 5.389999200 25,985,000.0000 116,715.94 10/31/2007 12X4226 1226301 09/30/2042 02000 5.389999200 79,191,000.0000 355,699.52 10/31/2007 12X4226 1226301 09/30/2037 02001 5.140000800 80,496,000.0000 344,791.25 10/31/2007 12X4226 1226301 09/30/2038 02001 5.140000800 175,000,000.0000 749,583.45 10/31/2007 12X4226 1226301 09/30/2039 02001 5.140000800 163,000,000.0000 698,183.44 10/31/2007 12X4226 1226301 09/30/2040 02001 5.140000800 87,344,600.0000 374,126.09 10/31/2007 12X4226 1226301 09/30/2041 02001 5.140000800 48,088,000.0000 205,976.97 10/31/2007 12X4226 1226301 09/30/2042 02001 5.140000800 58,527,000.0000 250,690.69 10/31/2007 12X4226 1226301 09/30/2038 02002 4.970001600 123,353,000.0000 510,887.17 10/31/2007 12X4226 1226301 09/30/2039 02002 4.970001600 251,000,000.0000 1,039,558.67 10/31/2007 12X4226 1226301 09/30/2040 02002 4.970001600 236,472,000.0000 979,388.52 10/31/2007 12X4226 1226301 09/30/2041 02002 4.970001600 101,381,000.0000 419,886.44 10/31/2007 12X4226 1226301 09/30/2042 02002 4.970001600 177,538,000.0000 735,303.45 10/31/2007 12X4226 1226301 09/30/2039 02003 5.050000800 94,210,000.0000 396,467.15 10/31/2007 12X4226 1226301 09/30/2040 02003 5.050000800 190,000,000.0000 799,583.46 10/31/2007 12X4226 1226301 09/30/2041 02003 5.050000800 118,980,000.0000 500,707.58 10/31/2007 12X4226 1226301 09/30/2042 02003 5.050000800 123,287,000.0000 518,832.87 10/31/2007 12X4226 1226301 09/30/2040 02004 4.910000400 144,965,000.0000 593,148.51 10/31/2007 12X4226 1226301 09/30/2041 02004 4.910000400 196,549,000.0000 804,213.06 10/31/2007 12X4226 1226301 09/30/2042 02004 4.910000400 233,961,000.0000 957,290.50 10/31/2007 12X4226 1226301 09/30/2040 02005 5.259999600 19,691,000.0000 86,312.21 10/31/2007 12X4226 1226301 09/30/2041 02005 5.259999600 124,246,000.0000 544,611.59 10/31/2007 12X4226 1226301 09/30/2042 02005 5.259999600 215,576,000.0000 944,941.39 10/31/2007 12X4226 1226301 09/30/2041 02006 5.220000000 33,709,000.0000 146,634.15 10/31/2007 12X4226 1226301 09/30/2042 02006 5.220000000 173,436,000.0000 754,446.60 10/31/2007 12X4226 1226301 09/30/2042 02007 5.389999200 42,518,000.0000 190,976.65 10/31/2007 ------------------------ ---------------------- 7,293,151,600.0000 34,450,069.77 ======================== ====================== 7,293,151,600.0000 34,450,069.77 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00