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 482,000.0000 2,727.32 10/31/2007 12X4219 1219307 09/30/2025 01992 6.789999600 10,000,000.0000 56,583.33 10/31/2007 12X4219 1219307 09/30/2037 01992 6.789999600 2,860,000.0000 16,182.83 10/31/2007 12X4219 1219307 09/30/2024 01993 6.850000800 607,000.0000 3,464.96 10/31/2007 12X4219 1219307 09/30/2025 01993 6.850000800 10,000,000.0000 57,083.34 10/31/2007 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 6,850.00 10/31/2007 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 1,141.67 10/31/2007 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 513.75 10/31/2007 12X4219 1219307 09/30/2037 01993 6.850000800 1,230,000.0000 7,021.25 10/31/2007 12X4219 1219307 09/30/2025 01994 6.890000400 11,896,000.0000 68,302.87 10/31/2007 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 28,708.34 10/31/2007 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 28,708.34 10/31/2007 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 16,076.67 10/31/2007 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 22,576.23 10/31/2007 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 689.00 10/31/2007 12X4219 1219307 09/30/2037 01994 6.890000400 4,420,000.0000 25,378.17 10/31/2007 12X4219 1219307 09/30/2026 01995 6.419998800 5,903,000.0000 31,581.04 10/31/2007 12X4219 1219307 09/30/2027 01995 6.419998800 15,000,000.0000 80,249.99 10/31/2007 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 32,099.99 10/31/2007 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 10,700.00 10/31/2007 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 10,700.00 10/31/2007 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 5,350.00 10/31/2007 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 588.50 10/31/2007 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 749.00 10/31/2007 12X4219 1219307 09/30/2037 01995 6.419998800 4,750,000.0000 25,412.50 10/31/2007 12X4219 1219307 09/30/2027 01996 6.210000000 7,590,000.0000 39,278.25 10/31/2007 12X4219 1219307 09/30/2028 01996 6.210000000 2,000,000.0000 10,350.00 10/31/2007 12X4219 1219307 09/30/2029 01996 6.210000000 1,000,000.0000 5,175.00 10/31/2007 12X4219 1219307 09/30/2032 01996 6.210000000 1,000,000.0000 5,175.00 10/31/2007 12X4219 1219307 09/30/2033 01996 6.210000000 1,000,000.0000 5,175.00 10/31/2007 12X4219 1219307 09/30/2034 01996 6.210000000 300,000.0000 1,552.50 10/31/2007 12X4219 1219307 09/30/2036 01996 6.210000000 298,000.0000 1,542.15 10/31/2007 12X4219 1219307 09/30/2037 01996 6.210000000 1,082,000.0000 5,599.35 10/31/2007 12X4219 1219307 09/30/2028 01997 5.960001600 1,334,000.0000 6,625.54 10/31/2007 12X4219 1219307 09/30/2029 01997 5.960001600 7,700,000.0000 38,243.34 10/31/2007 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 14,900.00 10/31/2007 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 4,966.67 10/31/2007 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 4,966.67 10/31/2007 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 1,539.67 10/31/2007 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 1,788.00 10/31/2007 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 2,076.07 10/31/2007 12X4219 1219307 09/30/2037 01997 5.960001600 1,626,000.0000 8,075.80 10/31/2007 12X4219 1219307 09/30/2029 01998 5.900000400 2,310,000.0000 11,357.50 10/31/2007 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 13,275.00 10/31/2007 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 14,750.00 10/31/2007 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 9,833.33 10/31/2007 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 7,375.00 10/31/2007 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 3,933.33 10/31/2007 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 826.00 10/31/2007 12X4219 1219307 09/30/2037 01998 5.900000400 1,712,000.0000 8,417.33 10/31/2007 12X4219 1219307 09/30/2030 01999 5.850000000 2,972,000.0000 14,488.50 10/31/2007 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 19,500.00 10/31/2007 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 14,625.00 10/31/2007 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 4,875.00 10/31/2007 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 6,240.00 10/31/2007 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 3,987.75 10/31/2007 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 1,974.38 10/31/2007 12X4219 1219307 09/30/2037 01999 5.850000000 1,654,000.0000 8,063.25 10/31/2007 12X4219 1219307 09/30/2031 02000 5.609998800 5,408,000.0000 25,282.39 10/31/2007 12X4219 1219307 09/30/2032 02000 5.609998800 5,000,000.0000 23,375.00 10/31/2007 12X4219 1219307 09/30/2033 02000 5.609998800 3,000,000.0000 14,025.00 10/31/2007 12X4219 1219307 09/30/2034 02000 5.609998800 1,660,000.0000 7,760.50 10/31/2007 12X4219 1219307 09/30/2035 02000 5.609998800 1,300,000.0000 6,077.50 10/31/2007 12X4219 1219307 09/30/2036 02000 5.609998800 172,000.0000 804.10 10/31/2007 12X4219 1219307 09/30/2037 02000 5.609998800 2,206,000.0000 10,313.05 10/31/2007 12X4219 1219307 09/30/2032 02001 5.190001200 3,560,000.0000 15,397.00 10/31/2007 12X4219 1219307 09/30/2033 02001 5.190001200 3,000,000.0000 12,975.00 10/31/2007 12X4219 1219307 09/30/2034 02001 5.190001200 4,500,000.0000 19,462.50 10/31/2007 12X4219 1219307 09/30/2035 02001 5.190001200 2,000,000.0000 8,650.00 10/31/2007 12X4219 1219307 09/30/2036 02001 5.190001200 1,852,000.0000 8,009.90 10/31/2007 12X4219 1219307 09/30/2037 02001 5.190001200 2,464,000.0000 10,656.80 10/31/2007 12X4219 1219307 09/30/2033 02002 4.889998800 3,315,000.0000 13,508.62 10/31/2007 12X4219 1219307 09/30/2034 02002 4.889998800 6,300,000.0000 25,672.49 10/31/2007 12X4219 1219307 09/30/2035 02002 4.889998800 2,135,000.0000 8,700.12 10/31/2007 12X4219 1219307 09/30/2036 02002 4.889998800 2,353,000.0000 9,588.47 10/31/2007 12X4219 1219307 09/30/2037 02002 4.889998800 2,050,000.0000 8,353.75 10/31/2007 12X4219 1219307 09/30/2034 02003 4.970001600 6,510,000.0000 26,962.26 10/31/2007 12X4219 1219307 09/30/2035 02003 4.970001600 5,035,000.0000 20,853.30 10/31/2007 12X4219 1219307 09/30/2036 02003 4.970001600 4,071,000.0000 16,860.73 10/31/2007 12X4219 1219307 09/30/2037 02003 4.970001600 4,095,000.0000 16,960.13 10/31/2007 12X4219 1219307 09/30/2034 02004 4.809999600 1,012,000.0000 4,056.43 10/31/2007 12X4219 1219307 09/30/2035 02004 4.809999600 6,100,000.0000 24,450.83 10/31/2007 12X4219 1219307 09/30/2036 02004 4.809999600 4,583,000.0000 18,370.19 10/31/2007 12X4219 1219307 09/30/2037 02004 4.809999600 4,142,000.0000 16,602.52 10/31/2007 12X4219 1219307 09/30/2035 02005 5.060001600 718,000.0000 3,027.57 10/31/2007 12X4219 1219307 09/30/2036 02005 5.060001600 6,156,000.0000 25,957.81 10/31/2007 12X4219 1219307 09/30/2037 02005 5.060001600 5,539,000.0000 23,356.12 10/31/2007 12X4219 1219307 09/30/2036 02006 5.060001600 644,000.0000 2,715.53 10/31/2007 12X4219 1219307 09/30/2037 02006 5.060001600 7,573,000.0000 31,932.83 10/31/2007 12X4219 1219307 09/30/2037 02007 5.360000400 1,070,000.0000 4,779.33 10/31/2007 ------------------------ ---------------------- 266,600,000.0000 1,305,487.24 ======================== ====================== 266,600,000.0000 1,305,487.24 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00