Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 216 SUB-COHORT 12X4269 1269216 09/30/2040 02006 4.989999600 23,000.0000 956.42 07/31/2007 ------------------------ ---------------------- 23,000.0000 956.42 230 SUB-COHORT 12X4269 1269230 09/30/2039 02005 4.719999600 600.0000 23.60 07/31/2007 12X4269 1269230 09/30/2040 02005 4.719999600 850,000.0000 33,433.33 07/31/2007 ------------------------ ---------------------- 850,600.0000 33,456.93 215 SUB-COHORT 12X4269 1269215 09/30/2056 02006 4.989999600 314,040.0000 13,058.83 07/31/2007 12X4269 1269215 09/30/2057 02006 4.989999600 4,748,805.5300 197,471.15 07/31/2007 ------------------------ ---------------------- 5,062,845.5300 210,529.98 217 SUB-COHORT 12X4269 1269217 09/30/2040 02006 4.989999600 567,000.0000 23,577.75 07/31/2007 ------------------------ ---------------------- 567,000.0000 23,577.75 ======================== ====================== 6,503,445.5300 268,521.08 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00