Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 307 SUB-COHORT 12X4219 1219307 09/30/2024 01992 6.789999600 2,382,000.0000 134,781.49 07/31/2007 12X4219 1219307 09/30/2025 01992 6.789999600 10,000,000.0000 565,833.30 07/31/2007 12X4219 1219307 09/30/2024 01993 6.850000800 3,707,000.0000 211,607.94 07/31/2007 12X4219 1219307 09/30/2025 01993 6.850000800 10,000,000.0000 570,833.40 07/31/2007 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 68,500.01 07/31/2007 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 11,416.67 07/31/2007 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 5,137.50 07/31/2007 12X4219 1219307 09/30/2024 01994 6.890000400 2,996,000.0000 172,020.34 07/31/2007 12X4219 1219307 09/30/2025 01994 6.890000400 15,000,000.0000 861,250.05 07/31/2007 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 287,083.35 07/31/2007 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 287,083.35 07/31/2007 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 160,766.68 07/31/2007 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 225,762.35 07/31/2007 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 6,890.00 07/31/2007 12X4219 1219307 09/30/2025 01995 6.419998800 403,000.0000 21,560.50 07/31/2007 12X4219 1219307 09/30/2026 01995 6.419998800 10,000,000.0000 534,999.90 07/31/2007 12X4219 1219307 09/30/2027 01995 6.419998800 15,000,000.0000 802,499.85 07/31/2007 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 320,999.94 07/31/2007 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 106,999.98 07/31/2007 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 106,999.98 07/31/2007 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 53,499.99 07/31/2007 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 5,885.00 07/31/2007 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 7,490.00 07/31/2007 12X4219 1219307 09/30/2026 01996 6.210000000 340,000.0000 17,595.00 07/31/2007 12X4219 1219307 09/30/2027 01996 6.210000000 10,000,000.0000 517,500.00 07/31/2007 12X4219 1219307 09/30/2028 01996 6.210000000 2,000,000.0000 103,500.00 07/31/2007 12X4219 1219307 09/30/2029 01996 6.210000000 1,000,000.0000 51,750.00 07/31/2007 12X4219 1219307 09/30/2032 01996 6.210000000 1,000,000.0000 51,750.00 07/31/2007 12X4219 1219307 09/30/2033 01996 6.210000000 1,000,000.0000 51,750.00 07/31/2007 12X4219 1219307 09/30/2034 01996 6.210000000 300,000.0000 15,525.00 07/31/2007 12X4219 1219307 09/30/2036 01996 6.210000000 298,000.0000 15,421.50 07/31/2007 12X4219 1219307 09/30/2028 01997 5.960001600 2,734,000.0000 135,788.70 07/31/2007 12X4219 1219307 09/30/2029 01997 5.960001600 7,700,000.0000 382,433.44 07/31/2007 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 149,000.04 07/31/2007 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 49,666.68 07/31/2007 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 49,666.68 07/31/2007 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 15,396.67 07/31/2007 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 17,880.00 07/31/2007 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 20,760.67 07/31/2007 12X4219 1219307 09/30/2037 01997 5.960001600 39,000.0000 1,937.00 07/31/2007 12X4219 1219307 09/30/2029 01998 5.900000400 4,110,000.0000 202,075.01 07/31/2007 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 132,750.01 07/31/2007 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 147,500.01 07/31/2007 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 98,333.34 07/31/2007 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 73,750.01 07/31/2007 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 39,333.34 07/31/2007 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 8,260.00 07/31/2007 12X4219 1219307 09/30/2030 01999 5.850000000 4,372,000.0000 213,135.00 07/31/2007 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 195,000.00 07/31/2007 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 146,250.00 07/31/2007 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 48,750.00 07/31/2007 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 62,400.00 07/31/2007 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 39,877.50 07/31/2007 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 19,743.75 07/31/2007 12X4219 1219307 09/30/2030 02000 5.600001600 908,000.0000 42,373.35 07/31/2007 12X4219 1219307 09/30/2031 02000 5.600001600 6,000,000.0000 280,000.08 07/31/2007 12X4219 1219307 09/30/2032 02000 5.600001600 5,000,000.0000 233,333.40 07/31/2007 12X4219 1219307 09/30/2033 02000 5.600001600 3,000,000.0000 140,000.04 07/31/2007 12X4219 1219307 09/30/2034 02000 5.600001600 1,660,000.0000 77,466.69 07/31/2007 12X4219 1219307 09/30/2035 02000 5.600001600 1,300,000.0000 60,666.68 07/31/2007 12X4219 1219307 09/30/2036 02000 5.600001600 172,000.0000 8,026.67 07/31/2007 12X4219 1219307 09/30/2037 02000 5.600001600 87,000.0000 4,060.00 07/31/2007 12X4219 1219307 09/30/2032 02001 5.370001200 5,360,000.0000 239,860.05 07/31/2007 12X4219 1219307 09/30/2033 02001 5.370001200 3,000,000.0000 134,250.03 07/31/2007 12X4219 1219307 09/30/2034 02001 5.370001200 4,500,000.0000 201,375.05 07/31/2007 12X4219 1219307 09/30/2035 02001 5.370001200 2,000,000.0000 89,500.02 07/31/2007 12X4219 1219307 09/30/2036 02001 5.370001200 1,852,000.0000 82,877.02 07/31/2007 12X4219 1219307 09/30/2037 02001 5.370001200 374,000.0000 16,736.50 07/31/2007 12X4219 1219307 09/30/2033 02002 5.029999200 4,515,000.0000 189,253.72 07/31/2007 12X4219 1219307 09/30/2034 02002 5.029999200 6,300,000.0000 264,074.96 07/31/2007 12X4219 1219307 09/30/2035 02002 5.029999200 2,135,000.0000 89,492.07 07/31/2007 12X4219 1219307 09/30/2036 02002 5.029999200 2,353,000.0000 98,629.90 07/31/2007 12X4219 1219307 09/30/2037 02002 5.029999200 960,000.0000 40,239.99 07/31/2007 12X4219 1219307 09/30/2034 02003 5.220000000 6,810,000.0000 296,235.00 07/31/2007 12X4219 1219307 09/30/2035 02003 5.220000000 5,035,000.0000 219,022.50 07/31/2007 12X4219 1219307 09/30/2036 02003 5.220000000 4,071,000.0000 177,088.50 07/31/2007 12X4219 1219307 09/30/2037 02003 5.220000000 1,730,000.0000 75,255.00 07/31/2007 12X4219 1219307 09/30/2034 02004 4.849999200 1,112,000.0000 44,943.33 07/31/2007 12X4219 1219307 09/30/2035 02004 4.849999200 6,100,000.0000 246,541.63 07/31/2007 12X4219 1219307 09/30/2036 02004 4.849999200 4,583,000.0000 185,229.55 07/31/2007 12X4219 1219307 09/30/2037 02004 4.849999200 2,512,000.0000 101,526.65 07/31/2007 12X4219 1219307 09/30/2035 02005 5.400000000 718,000.0000 32,310.00 07/31/2007 12X4219 1219307 09/30/2036 02005 5.400000000 6,156,000.0000 277,020.00 07/31/2007 12X4219 1219307 09/30/2037 02005 5.400000000 3,600,000.0000 162,000.00 07/31/2007 12X4219 1219307 09/30/2036 02006 4.989999600 1,944,000.0000 80,837.99 07/31/2007 12X4219 1219307 09/30/2037 02006 4.989999600 6,056,000.0000 251,828.65 07/31/2007 ------------------------ ---------------------- 262,635,000.0000 13,046,435.94 ======================== ====================== 262,635,000.0000 13,046,435.94 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00