Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2026 01992 6.540001200 3,590,000.0000 195,655.04 07/31/2007 12X4208 1208845 09/30/2027 01992 6.540001200 82,850,000.0000 4,515,325.83 07/31/2007 12X4208 1208845 09/30/2027 01993 6.800000400 5,284,000.0000 299,426.68 07/31/2007 12X4208 1208845 09/30/2028 01993 6.800000400 85,661,000.0000 4,854,123.62 07/31/2007 ------------------------ ---------------------- 177,385,000.0000 9,864,531.17 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 335,734,000.0000 19,444,598.64 07/31/2007 12X4208 1208840 09/30/2028 01993 6.990001200 511,446,300.0000 29,791,752.09 07/31/2007 ------------------------ ---------------------- 847,180,300.0000 49,236,350.73 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 68,572,500.0000 4,022,920.91 07/31/2007 12X4208 1208850 09/30/2030 01995 6.680001600 40,106,000.0000 2,232,567.87 07/31/2007 12X4208 1208850 09/30/2031 01996 6.450001200 62,070,200.0000 3,336,273.87 07/31/2007 12X4208 1208850 09/30/2032 01997 5.979999600 53,621,200.0000 2,672,122.95 07/31/2007 12X4208 1208850 09/30/2033 01998 6.000001200 95,190,756.3100 4,759,538.77 07/31/2007 12X4208 1208850 09/30/2034 01999 5.919998400 60,831,930.9100 3,001,041.11 07/31/2007 12X4208 1208850 09/30/2035 02000 5.730001200 102,083,400.0000 4,874,483.37 07/31/2007 12X4208 1208850 09/30/2036 02001 5.180000400 104,703,000.0000 4,519,679.85 07/31/2007 12X4208 1208850 09/30/2037 02002 5.050000800 122,462,500.0000 5,153,631.02 07/31/2007 12X4208 1208850 09/30/2038 02003 5.310000000 114,990,000.0000 5,088,307.50 07/31/2007 12X4208 1208850 09/30/2039 02004 4.910000400 162,991,000.0000 6,669,048.96 07/31/2007 12X4208 1208850 09/30/2040 02005 5.450000400 62,350,900.0000 2,831,770.25 07/31/2007 12X4208 1208850 09/30/2041 02006 4.989999600 48,899,000.0000 2,033,383.25 07/31/2007 ------------------------ ---------------------- 1,098,872,387.2200 51,194,769.68 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 246,844,000.0000 14,214,097.04 07/31/2007 12X4208 1208810 09/30/2030 01995 6.549998400 336,398,000.0000 18,361,719.68 07/31/2007 12X4208 1208810 09/30/2031 01996 6.320001600 375,776,000.0000 19,790,874.34 07/31/2007 12X4208 1208810 09/30/2032 01997 6.140001600 333,038,000.0000 17,040,448.77 07/31/2007 12X4208 1208810 09/30/2033 01998 5.919998400 388,132,000.0000 19,147,840.16 07/31/2007 12X4208 1208810 09/30/2034 01999 5.889999600 244,868,000.0000 12,018,936.85 07/31/2007 12X4208 1208810 09/30/2035 02000 5.879998800 213,415,000.0000 10,457,332.87 07/31/2007 12X4208 1208810 09/30/2036 02001 5.230000800 243,701,000.0000 10,621,303.54 07/31/2007 12X4208 1208810 09/30/2037 02002 4.780000800 458,553,000.0000 18,265,697.56 07/31/2007 12X4208 1208810 09/30/2037 02003 5.220000000 3,500,000.0000 152,250.00 07/31/2007 12X4208 1208810 09/30/2038 02003 5.220000000 113,429,000.0000 4,934,161.50 07/31/2007 12X4208 1208810 09/30/2039 02004 4.870000800 461,468,000.0000 18,727,912.74 07/31/2007 12X4208 1208810 09/30/2040 02005 5.450000400 44,204,000.0000 2,007,598.48 07/31/2007 12X4208 1208810 09/30/2041 02006 4.989999600 43,843,000.0000 1,823,137.94 07/31/2007 ------------------------ ---------------------- 3,507,169,000.0000 167,563,311.47 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 5.159998800 29,026,200.0000 1,248,126.31 07/31/2007 12X4208 1208855 09/30/2029 01995 4.790001600 370,000.0000 14,769.17 07/31/2007 12X4208 1208855 09/30/2030 01995 4.790001600 21,989,000.0000 877,727.88 07/31/2007 12X4208 1208855 09/30/2029 01996 5.310000000 499,000.0000 22,080.75 07/31/2007 12X4208 1208855 09/30/2031 01996 5.310000000 33,687,000.0000 1,490,649.75 07/31/2007 12X4208 1208855 09/30/2032 01997 5.850000000 36,857,946.5100 1,796,824.89 07/31/2007 12X4208 1208855 09/30/2033 01998 5.829998400 35,475,000.0000 1,723,493.28 07/31/2007 12X4208 1208855 09/30/2034 01999 5.709999600 35,328,000.0000 1,681,023.88 07/31/2007 12X4208 1208855 09/30/2029 02000 5.280001200 666,000.0000 29,304.01 07/31/2007 12X4208 1208855 09/30/2035 02000 5.280001200 36,570,000.0000 1,609,080.37 07/31/2007 12X4208 1208855 09/30/2036 02001 5.820001200 26,552,000.0000 1,287,772.27 07/31/2007 12X4208 1208855 09/30/2037 02002 5.190001200 23,788,000.0000 1,028,831.24 07/31/2007 12X4208 1208855 09/30/2038 02003 5.029999200 25,844,000.0000 1,083,294.16 07/31/2007 12X4208 1208855 09/30/2029 02004 5.240001600 1,025,000.0000 44,758.35 07/31/2007 12X4208 1208855 09/30/2039 02004 5.240001600 38,087,000.0000 1,663,132.84 07/31/2007 12X4208 1208855 09/30/2040 02005 4.719999600 51,792,000.0000 2,037,151.83 07/31/2007 12X4208 1208855 09/30/2041 02006 4.719999600 2,709,000.0000 106,553.99 07/31/2007 ------------------------ ---------------------- 400,265,146.5100 17,744,574.97 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 52,475,300.0000 2,934,244.03 07/31/2007 12X4208 1208815 09/30/2030 01995 6.080000400 88,034,500.0000 4,460,414.96 07/31/2007 12X4208 1208815 09/30/2031 01996 6.279998400 61,761,000.0000 3,232,158.18 07/31/2007 12X4208 1208815 09/30/2032 01997 5.770000800 62,494,000.0000 3,004,920.25 07/31/2007 12X4208 1208815 09/30/2033 01997 5.770000800 200,000.0000 9,616.67 07/31/2007 12X4208 1208815 09/30/2033 01998 5.749999200 112,436,000.0000 5,387,557.58 07/31/2007 12X4208 1208815 09/30/2034 01999 5.699998800 111,490,000.0000 5,295,773.89 07/31/2007 12X4208 1208815 09/30/2035 02000 5.230000800 146,462,000.0000 6,383,303.14 07/31/2007 12X4208 1208815 09/30/2036 02001 5.749999200 118,652,000.0000 5,685,407.54 07/31/2007 12X4208 1208815 09/30/2037 02002 5.209999200 76,366,000.0000 3,315,556.66 07/31/2007 12X4208 1208815 09/30/2038 02003 5.119999200 105,447,000.0000 4,499,071.30 07/31/2007 12X4208 1208815 09/30/2039 02004 4.070001600 28,466,000.0000 965,472.21 07/31/2007 12X4208 1208815 09/30/2040 02005 4.898800800 130,677,000.0000 5,334,671.60 07/31/2007 12X4208 1208815 09/30/2041 02006 4.989999600 95,574,000.0000 3,974,285.18 07/31/2007 ------------------------ ---------------------- 1,190,534,800.0000 54,482,453.19 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.169999600 475,987,000.0000 20,507,105.00 07/31/2007 12X4208 1208870 09/30/2037 02002 4.899999600 746,907,000.0000 30,498,700.01 07/31/2007 12X4208 1208870 09/30/2038 02003 5.230000800 994,970,000.0000 43,364,115.80 07/31/2007 12X4208 1208870 09/30/2039 02004 4.910000400 798,726,000.0000 32,681,208.16 07/31/2007 12X4208 1208870 09/30/2040 02005 5.379998400 460,788,200.0000 20,658,664.82 07/31/2007 12X4208 1208870 09/30/2041 02006 4.989999600 366,103,000.0000 15,223,781.86 07/31/2007 ------------------------ ---------------------- 3,843,481,200.0000 162,933,575.65 820 SUB-COHORT 12X4208 1208820 09/30/2028 01993 6.649999200 11,363,000.0000 629,699.51 07/31/2007 12X4208 1208820 09/30/2030 01995 5.990000400 4,035,000.0000 201,413.76 07/31/2007 12X4208 1208820 09/30/2031 01996 5.950000800 2,202,000.0000 109,182.51 07/31/2007 12X4208 1208820 09/30/2032 01997 5.749999200 14,295,000.0000 684,968.65 07/31/2007 12X4208 1208820 09/30/2033 01998 5.799999600 4,770,000.0000 230,549.98 07/31/2007 12X4208 1208820 09/30/2035 02000 5.510001600 11,000.0000 0.00 07/31/2007 12X4208 1208820 09/30/2037 02002 4.770000000 6,870,000.0000 273,082.50 07/31/2007 12X4208 1208820 09/30/2038 02003 5.069998800 26,928,000.0000 1,137,707.73 07/31/2007 12X4208 1208820 09/30/2039 02004 4.730000400 22,420,000.0000 883,721.74 07/31/2007 12X4208 1208820 09/30/2040 02005 5.289998400 25,590,302.0000 1,128,105.47 07/31/2007 12X4208 1208820 09/30/2041 02006 4.989999600 278,000.0000 11,560.17 07/31/2007 ------------------------ ---------------------- 118,762,302.0000 5,289,992.02 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.940000800 3,940,000.0000 227,863.36 07/31/2007 12X4208 1208825 09/30/2029 01994 6.549998400 12,700.0000 0.00 07/31/2007 12X4208 1208825 09/30/2030 01995 6.260000400 2,970,000.0000 154,935.01 07/31/2007 12X4208 1208825 09/30/2033 01998 5.720000400 106,000.0000 5,052.67 07/31/2007 12X4208 1208825 09/30/2035 02000 5.040000000 91,000.0000 0.00 07/31/2007 12X4208 1208825 09/30/2036 02001 5.799999600 94,000.0000 0.00 07/31/2007 12X4208 1208825 09/30/2038 02003 4.590000000 100,000.0000 0.00 07/31/2007 12X4208 1208825 09/30/2039 02004 4.340001600 1,794,000.0000 64,883.02 07/31/2007 12X4208 1208825 09/30/2040 02005 4.470001200 1,818,500.0000 67,739.14 07/31/2007 12X4208 1208825 09/30/2041 02006 4.989999600 121,000.0000 5,031.58 07/31/2007 ------------------------ ---------------------- 11,047,200.0000 525,504.78 117 SUB-COHORT 12X4208 1208881 09/30/2042 02007 4.989999600 56,509,603.0000 2,349,857.47 07/31/2007 ------------------------ ---------------------- 56,509,603.0000 2,349,857.47 871 SUB-COHORT 12X4208 1208871 09/30/2041 02005 5.090000400 721,000.0000 30,582.42 07/31/2007 12X4208 1208871 09/30/2041 02006 4.989999600 12,479,000.0000 518,918.38 07/31/2007 ------------------------ ---------------------- 13,200,000.0000 549,500.80 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.989999600 20,759,735.0000 863,258.91 07/31/2007 ------------------------ ---------------------- 20,759,735.0000 863,258.91 ======================== ====================== 11,285,166,673.7300 522,597,680.84 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00