Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 101 SUB-COHORT 12X4212 1212101 09/30/2008 01992 5.479999200 27,000,000.0000 123,299.98 10/31/2007 12X4212 1212101 09/30/2008 01993 4.629999600 9,000,000.0000 34,725.00 10/31/2007 12X4212 1212101 09/30/2008 01994 5.420001600 37,000,000.0000 167,116.72 10/31/2007 12X4212 1212101 09/30/2008 01995 6.739999200 4,000,000.0000 22,466.66 10/31/2007 12X4212 1212101 09/30/2009 01995 6.739999200 14,000,000.0000 78,633.32 10/31/2007 12X4212 1212101 09/30/2009 01996 5.969998800 32,000,000.0000 159,199.97 10/31/2007 12X4212 1212101 09/30/2009 01997 6.159999600 42,000,000.0000 215,599.99 10/31/2007 12X4212 1212101 09/30/2010 01998 5.550001200 55,000,000.0000 254,375.06 10/31/2007 12X4212 1212101 09/30/2008 01999 5.199998400 30,000,000.0000 129,999.96 10/31/2007 12X4212 1212101 09/30/2009 01999 5.199998400 25,000,000.0000 108,333.30 10/31/2007 12X4212 1212101 09/30/2008 02000 6.260000400 105,000,000.0000 547,750.04 10/31/2007 12X4212 1212101 09/30/2009 02001 4.979998800 120,000,000.0000 497,999.88 10/31/2007 12X4212 1212101 09/30/2010 02002 3.700000800 155,000,000.0000 477,916.77 10/31/2007 12X4212 1212101 09/30/2008 02003 2.859998400 110,000,000.0000 262,166.52 10/31/2007 12X4212 1212101 09/30/2011 02003 2.859998400 35,000,000.0000 83,416.62 10/31/2007 12X4212 1212101 09/30/2008 02004 3.510000000 200,000,000.0000 585,000.00 10/31/2007 12X4212 1212101 09/30/2009 02005 4.029998400 205,000,000.0000 688,458.06 10/31/2007 12X4212 1212101 09/30/2010 02006 4.809999600 550,000,000.0000 2,204,583.15 10/31/2007 12X4212 1212101 09/30/2011 02007 4.830001200 682,000,000.0000 2,745,050.68 10/31/2007 ------------------------ ---------------------- 2,437,000,000.0000 9,386,091.68 105 SUB-COHORT 12X4212 1212105 09/30/2035 01992 7.499998800 1,000,000.0000 6,250.00 10/31/2007 12X4212 1212105 09/30/2037 01992 7.499998800 3,000,000.0000 18,750.00 10/31/2007 12X4212 1212105 09/30/2041 01992 7.499998800 20,000,000.0000 124,999.98 10/31/2007 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 8,325.00 10/31/2007 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 111,000.00 10/31/2007 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 85,500.00 10/31/2007 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 108,300.00 10/31/2007 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 112,849.98 10/31/2007 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 30,500.00 10/31/2007 12X4212 1212105 09/30/2036 01996 6.789999600 10,000,000.0000 56,583.33 10/31/2007 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 67,900.00 10/31/2007 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 107,508.33 10/31/2007 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 11,316.67 10/31/2007 12X4212 1212105 09/30/2038 01997 6.500001600 28,000,000.0000 151,666.70 10/31/2007 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 81,250.02 10/31/2007 12X4212 1212105 09/30/2038 01998 5.940000000 40,500,000.0000 200,475.00 10/31/2007 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 54,450.00 10/31/2007 12X4212 1212105 09/30/2039 01999 5.940000000 69,000,000.0000 341,550.00 10/31/2007 12X4212 1212105 09/30/2041 01999 5.940000000 8,000,000.0000 39,600.00 10/31/2007 12X4212 1212105 09/30/2044 01999 5.940000000 23,000,000.0000 113,850.00 10/31/2007 12X4212 1212105 09/30/2040 02000 6.239998800 110,000,000.0000 571,999.89 10/31/2007 12X4212 1212105 09/30/2041 02000 6.239998800 50,000,000.0000 259,999.95 10/31/2007 12X4212 1212105 09/30/2044 02000 6.239998800 15,500,000.0000 80,599.98 10/31/2007 12X4212 1212105 09/30/2041 02001 5.349999600 70,000,000.0000 312,083.31 10/31/2007 12X4212 1212105 09/30/2042 02001 5.349999600 11,500,000.0000 51,270.83 10/31/2007 12X4212 1212105 09/30/2044 02001 5.349999600 53,000,000.0000 236,291.65 10/31/2007 12X4212 1212105 09/30/2042 02002 4.820000400 111,000,000.0000 445,850.04 10/31/2007 12X4212 1212105 09/30/2043 02002 4.820000400 35,000,000.0000 140,583.35 10/31/2007 12X4212 1212105 09/30/2043 02003 4.320000000 105,000,000.0000 378,000.00 10/31/2007 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 216,000.00 10/31/2007 12X4212 1212105 09/30/2044 02004 4.460000400 95,000,000.0000 353,083.37 10/31/2007 12X4212 1212105 09/30/2045 02004 4.460000400 12,000,000.0000 44,600.00 10/31/2007 12X4212 1212105 09/30/2046 02004 4.460000400 30,000,000.0000 111,500.01 10/31/2007 12X4212 1212105 09/30/2045 02005 4.479998400 163,000,000.0000 608,533.12 10/31/2007 12X4212 1212105 09/30/2046 02005 4.479998400 100,000,000.0000 373,333.20 10/31/2007 12X4212 1212105 09/30/2046 02006 4.839998400 225,000,000.0000 907,499.70 10/31/2007 12X4212 1212105 09/30/2047 02006 4.839998400 25,000,000.0000 100,833.30 10/31/2007 12X4212 1212105 09/30/2046 02007 4.839998400 207,000,000.0000 834,899.72 10/31/2007 12X4212 1212105 09/30/2047 02007 4.839998400 50,000,000.0000 201,666.60 10/31/2007 ------------------------ ---------------------- 1,868,500,000.0000 8,061,253.03 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 8,000,000.0000 50,266.66 10/31/2007 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 12,566.66 10/31/2007 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 33,300.00 10/31/2007 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 16,650.00 10/31/2007 12X4212 1212107 09/30/2015 01994 6.789999600 28,000,000.0000 158,433.32 10/31/2007 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 96,000.00 10/31/2007 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 18,000.00 10/31/2007 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 177,066.62 10/31/2007 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 82,999.98 10/31/2007 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 201,300.01 10/31/2007 12X4212 1212107 09/30/2008 01998 5.839999200 18,500,000.0000 90,033.32 10/31/2007 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 104,633.32 10/31/2007 12X4212 1212107 09/30/2009 01999 5.730001200 98,000,000.0000 467,950.10 10/31/2007 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 119,375.03 10/31/2007 12X4212 1212107 09/30/2010 02000 6.369998400 80,000,000.0000 424,666.56 10/31/2007 12X4212 1212107 09/30/2015 02001 5.280001200 55,000,000.0000 242,000.06 10/31/2007 12X4212 1212107 09/30/2016 02002 4.759999200 42,000,000.0000 166,599.97 10/31/2007 12X4212 1212107 09/30/2017 02003 5.090000400 55,000,000.0000 233,291.69 10/31/2007 12X4212 1212107 09/30/2018 02003 5.090000400 20,000,000.0000 84,833.34 10/31/2007 12X4212 1212107 09/30/2018 02004 4.219999200 23,000,000.0000 80,883.32 10/31/2007 12X4212 1212107 09/30/2019 02005 4.259998800 17,000,000.0000 60,349.98 10/31/2007 12X4212 1212107 09/30/2020 02005 4.259998800 3,000,000.0000 10,650.00 10/31/2007 12X4212 1212107 09/30/2020 02006 4.830001200 53,500,000.0000 215,337.55 10/31/2007 12X4212 1212107 09/30/2021 02007 4.830001200 125,000,000.0000 503,125.13 10/31/2007 ------------------------ ---------------------- 785,500,000.0000 3,650,312.62 108 SUB-COHORT 12X4212 1212108 09/30/2036 01992 7.530001200 2,000,000.0000 12,550.00 10/31/2007 12X4212 1212108 09/30/2041 01992 7.530001200 11,000,000.0000 69,025.01 10/31/2007 12X4212 1212108 09/30/2041 01993 6.660000000 13,000,000.0000 72,150.00 10/31/2007 12X4212 1212108 09/30/2044 01993 6.660000000 6,000,000.0000 33,300.00 10/31/2007 12X4212 1212108 09/30/2041 01994 6.940000800 15,000,000.0000 86,750.01 10/31/2007 12X4212 1212108 09/30/2044 01994 6.940000800 11,500,000.0000 66,508.34 10/31/2007 12X4212 1212108 09/30/2037 01997 6.720001200 9,100,000.0000 50,960.01 10/31/2007 12X4212 1212108 09/30/2041 01997 6.720001200 4,000,000.0000 22,400.00 10/31/2007 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 16,800.00 10/31/2007 12X4212 1212108 09/30/2038 01998 5.910001200 8,000,000.0000 39,400.01 10/31/2007 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 14,775.00 10/31/2007 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 6,402.50 10/31/2007 ------------------------ ---------------------- 86,900,000.0000 491,020.88 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 1,181.67 10/31/2007 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 2,954.17 10/31/2007 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 147.71 10/31/2007 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 147.71 10/31/2007 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 5,908.33 10/31/2007 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 3,325.00 10/31/2007 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 443.33 10/31/2007 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 277.08 10/31/2007 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 2,762.92 10/31/2007 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 2,771.25 10/31/2007 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 2,961.88 10/31/2007 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 141.04 10/31/2007 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 1,148.33 10/31/2007 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 2,299.79 10/31/2007 12X4212 1212109 09/30/2040 02000 6.140001600 1,025,000.0000 5,244.58 10/31/2007 12X4212 1212109 09/30/2041 02001 5.590000800 1,750,000.0000 8,152.08 10/31/2007 12X4212 1212109 09/30/2042 02002 5.460001200 1,950,000.0000 8,872.50 10/31/2007 12X4212 1212109 09/30/2043 02003 4.979998800 500,000.0000 2,075.00 10/31/2007 12X4212 1212109 09/30/2044 02004 4.929998400 2,780,000.0000 11,421.16 10/31/2007 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 4,091.67 10/31/2007 ------------------------ ---------------------- 13,635,000.0000 66,327.20 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 625.00 10/31/2007 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 4,687.50 10/31/2007 12X4212 1212116 09/30/2034 01993 6.710000400 200,000.0000 1,118.33 10/31/2007 12X4212 1212116 09/30/2037 01993 6.710000400 100,000.0000 559.17 10/31/2007 12X4212 1212116 09/30/2038 01993 6.710000400 250,000.0000 1,397.92 10/31/2007 12X4212 1212116 09/30/2037 01994 6.909998400 200,000.0000 1,151.67 10/31/2007 ------------------------ ---------------------- 1,600,000.0000 9,539.59 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 831.25 10/31/2007 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 554.17 10/31/2007 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 567.50 10/31/2007 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 3,688.75 10/31/2007 ------------------------ ---------------------- 1,000,000.0000 5,641.67 123 SUB-COHORT 12X4212 1212123 09/30/2008 02000 5.979999600 10,000,000.0000 49,833.33 10/31/2007 12X4212 1212123 09/30/2008 02001 4.489999200 18,000,000.0000 67,349.99 10/31/2007 12X4212 1212123 09/30/2009 02002 3.510000000 20,000,000.0000 58,500.00 10/31/2007 12X4212 1212123 09/30/2010 02003 3.420000000 50,000,000.0000 142,500.00 10/31/2007 12X4212 1212123 09/30/2011 02004 3.030001200 83,000,000.0000 209,575.08 10/31/2007 12X4212 1212123 09/30/2012 02004 3.030001200 2,000,000.0000 5,050.00 10/31/2007 12X4212 1212123 09/30/2012 02005 4.050000000 70,000,000.0000 236,250.00 10/31/2007 12X4212 1212123 09/30/2013 02005 4.050000000 15,000,000.0000 50,625.00 10/31/2007 12X4212 1212123 09/30/2013 02006 4.749998400 42,000,000.0000 166,249.94 10/31/2007 ------------------------ ---------------------- 310,000,000.0000 985,933.34 ======================== ====================== 5,504,135,000.0000 22,656,120.01 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00