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 369,899.95 12/31/2007 12X4212 1212101 09/30/2008 01993 4.629999600 9,000,000.0000 104,174.99 12/31/2007 12X4212 1212101 09/30/2008 01994 5.420001600 37,000,000.0000 501,350.15 12/31/2007 12X4212 1212101 09/30/2008 01995 6.739999200 4,000,000.0000 67,399.99 12/31/2007 12X4212 1212101 09/30/2009 01995 6.739999200 14,000,000.0000 235,899.97 12/31/2007 12X4212 1212101 09/30/2009 01996 5.969998800 32,000,000.0000 477,599.90 12/31/2007 12X4212 1212101 09/30/2009 01997 6.159999600 42,000,000.0000 646,799.96 12/31/2007 12X4212 1212101 09/30/2010 01998 5.550001200 55,000,000.0000 763,125.17 12/31/2007 12X4212 1212101 09/30/2008 01999 5.199998400 30,000,000.0000 389,999.88 12/31/2007 12X4212 1212101 09/30/2009 01999 5.199998400 25,000,000.0000 324,999.90 12/31/2007 12X4212 1212101 09/30/2008 02000 6.260000400 105,000,000.0000 1,643,250.11 12/31/2007 12X4212 1212101 09/30/2009 02001 4.979998800 120,000,000.0000 1,493,999.64 12/31/2007 12X4212 1212101 09/30/2010 02002 3.700000800 155,000,000.0000 1,433,750.31 12/31/2007 12X4212 1212101 09/30/2008 02003 2.859998400 110,000,000.0000 786,499.56 12/31/2007 12X4212 1212101 09/30/2011 02003 2.859998400 35,000,000.0000 250,249.86 12/31/2007 12X4212 1212101 09/30/2008 02004 3.510000000 200,000,000.0000 1,755,000.00 12/31/2007 12X4212 1212101 09/30/2009 02005 4.029998400 205,000,000.0000 2,065,374.18 12/31/2007 12X4212 1212101 09/30/2010 02006 4.809999600 550,000,000.0000 6,613,749.45 12/31/2007 12X4212 1212101 09/30/2011 02007 4.830001200 682,000,000.0000 8,235,152.05 12/31/2007 ------------------------ ---------------------- 2,437,000,000.0000 28,158,275.02 105 SUB-COHORT 12X4212 1212105 09/30/2035 01992 7.499998800 1,000,000.0000 18,750.00 12/31/2007 12X4212 1212105 09/30/2037 01992 7.499998800 3,000,000.0000 56,249.99 12/31/2007 12X4212 1212105 09/30/2041 01992 7.499998800 20,000,000.0000 374,999.94 12/31/2007 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 24,975.00 12/31/2007 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 333,000.00 12/31/2007 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 256,500.00 12/31/2007 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 324,900.00 12/31/2007 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 338,549.94 12/31/2007 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 91,499.99 12/31/2007 12X4212 1212105 09/30/2036 01996 6.789999600 10,000,000.0000 169,749.99 12/31/2007 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 203,699.99 12/31/2007 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 322,524.98 12/31/2007 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 33,950.00 12/31/2007 12X4212 1212105 09/30/2038 01997 6.500001600 28,000,000.0000 455,000.11 12/31/2007 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 243,750.06 12/31/2007 12X4212 1212105 09/30/2038 01998 5.940000000 40,500,000.0000 601,425.00 12/31/2007 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 163,350.00 12/31/2007 12X4212 1212105 09/30/2039 01999 5.940000000 69,000,000.0000 1,024,650.00 12/31/2007 12X4212 1212105 09/30/2041 01999 5.940000000 8,000,000.0000 118,800.00 12/31/2007 12X4212 1212105 09/30/2044 01999 5.940000000 23,000,000.0000 341,550.00 12/31/2007 12X4212 1212105 09/30/2040 02000 6.239998800 110,000,000.0000 1,715,999.67 12/31/2007 12X4212 1212105 09/30/2041 02000 6.239998800 50,000,000.0000 779,999.85 12/31/2007 12X4212 1212105 09/30/2044 02000 6.239998800 15,500,000.0000 241,799.95 12/31/2007 12X4212 1212105 09/30/2041 02001 5.349999600 70,000,000.0000 936,249.93 12/31/2007 12X4212 1212105 09/30/2042 02001 5.349999600 11,500,000.0000 153,812.49 12/31/2007 12X4212 1212105 09/30/2044 02001 5.349999600 53,000,000.0000 708,874.95 12/31/2007 12X4212 1212105 09/30/2042 02002 4.820000400 111,000,000.0000 1,337,550.11 12/31/2007 12X4212 1212105 09/30/2043 02002 4.820000400 35,000,000.0000 421,750.04 12/31/2007 12X4212 1212105 09/30/2043 02003 4.320000000 105,000,000.0000 1,134,000.00 12/31/2007 12X4212 1212105 09/30/2044 02003 4.320000000 60,000,000.0000 648,000.00 12/31/2007 12X4212 1212105 09/30/2044 02004 4.460000400 95,000,000.0000 1,059,250.10 12/31/2007 12X4212 1212105 09/30/2045 02004 4.460000400 12,000,000.0000 133,800.01 12/31/2007 12X4212 1212105 09/30/2046 02004 4.460000400 30,000,000.0000 334,500.03 12/31/2007 12X4212 1212105 09/30/2045 02005 4.479998400 163,000,000.0000 1,825,599.35 12/31/2007 12X4212 1212105 09/30/2046 02005 4.479998400 100,000,000.0000 1,119,999.60 12/31/2007 12X4212 1212105 09/30/2046 02006 4.839998400 225,000,000.0000 2,722,499.10 12/31/2007 12X4212 1212105 09/30/2047 02006 4.839998400 25,000,000.0000 302,499.90 12/31/2007 12X4212 1212105 09/30/2046 02007 4.839998400 207,000,000.0000 2,504,699.17 12/31/2007 12X4212 1212105 09/30/2047 02007 4.839998400 50,000,000.0000 604,999.80 12/31/2007 ------------------------ ---------------------- 1,868,500,000.0000 24,183,759.04 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 8,000,000.0000 150,799.97 12/31/2007 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 37,699.99 12/31/2007 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 99,900.00 12/31/2007 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 49,950.00 12/31/2007 12X4212 1212107 09/30/2015 01994 6.789999600 28,000,000.0000 475,299.97 12/31/2007 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 288,000.00 12/31/2007 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 54,000.00 12/31/2007 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 531,199.87 12/31/2007 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 248,999.94 12/31/2007 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 603,900.04 12/31/2007 12X4212 1212107 09/30/2008 01998 5.839999200 18,500,000.0000 270,099.96 12/31/2007 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 313,899.96 12/31/2007 12X4212 1212107 09/30/2009 01999 5.730001200 98,000,000.0000 1,403,850.29 12/31/2007 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 358,125.08 12/31/2007 12X4212 1212107 09/30/2010 02000 6.369998400 80,000,000.0000 1,273,999.68 12/31/2007 12X4212 1212107 09/30/2015 02001 5.280001200 55,000,000.0000 726,000.17 12/31/2007 12X4212 1212107 09/30/2016 02002 4.759999200 42,000,000.0000 499,799.92 12/31/2007 12X4212 1212107 09/30/2017 02003 5.090000400 55,000,000.0000 699,875.06 12/31/2007 12X4212 1212107 09/30/2018 02003 5.090000400 20,000,000.0000 254,500.02 12/31/2007 12X4212 1212107 09/30/2018 02004 4.219999200 23,000,000.0000 242,649.95 12/31/2007 12X4212 1212107 09/30/2019 02005 4.259998800 17,000,000.0000 181,049.95 12/31/2007 12X4212 1212107 09/30/2020 02005 4.259998800 3,000,000.0000 31,949.99 12/31/2007 12X4212 1212107 09/30/2020 02006 4.830001200 53,500,000.0000 646,012.66 12/31/2007 12X4212 1212107 09/30/2021 02007 4.830001200 125,000,000.0000 1,509,375.38 12/31/2007 ------------------------ ---------------------- 785,500,000.0000 10,950,937.85 108 SUB-COHORT 12X4212 1212108 09/30/2036 01992 7.530001200 2,000,000.0000 37,650.01 12/31/2007 12X4212 1212108 09/30/2041 01992 7.530001200 11,000,000.0000 207,075.03 12/31/2007 12X4212 1212108 09/30/2041 01993 6.660000000 13,000,000.0000 216,450.00 12/31/2007 12X4212 1212108 09/30/2044 01993 6.660000000 6,000,000.0000 99,900.00 12/31/2007 12X4212 1212108 09/30/2041 01994 6.940000800 15,000,000.0000 260,250.03 12/31/2007 12X4212 1212108 09/30/2044 01994 6.940000800 11,500,000.0000 199,525.02 12/31/2007 12X4212 1212108 09/30/2037 01997 6.720001200 9,100,000.0000 152,880.03 12/31/2007 12X4212 1212108 09/30/2041 01997 6.720001200 4,000,000.0000 67,200.01 12/31/2007 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 50,400.01 12/31/2007 12X4212 1212108 09/30/2038 01998 5.910001200 8,000,000.0000 118,200.02 12/31/2007 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 44,325.01 12/31/2007 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 19,207.50 12/31/2007 ------------------------ ---------------------- 86,900,000.0000 1,473,062.67 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 3,545.00 12/31/2007 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 8,862.50 12/31/2007 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 443.12 12/31/2007 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 443.12 12/31/2007 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 17,725.00 12/31/2007 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 9,975.00 12/31/2007 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 1,330.00 12/31/2007 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 831.25 12/31/2007 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 8,288.75 12/31/2007 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 8,313.75 12/31/2007 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 8,885.63 12/31/2007 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 423.13 12/31/2007 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 3,445.00 12/31/2007 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 6,899.38 12/31/2007 12X4212 1212109 09/30/2040 02000 6.140001600 1,025,000.0000 15,733.75 12/31/2007 12X4212 1212109 09/30/2041 02001 5.590000800 1,750,000.0000 24,456.25 12/31/2007 12X4212 1212109 09/30/2042 02002 5.460001200 1,950,000.0000 26,617.51 12/31/2007 12X4212 1212109 09/30/2043 02003 4.979998800 500,000.0000 6,225.00 12/31/2007 12X4212 1212109 09/30/2044 02004 4.929998400 2,780,000.0000 34,263.49 12/31/2007 12X4212 1212109 09/30/2046 02006 4.910000400 1,000,000.0000 12,275.00 12/31/2007 ------------------------ ---------------------- 13,635,000.0000 198,981.63 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 1,875.00 12/31/2007 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 14,062.50 12/31/2007 12X4212 1212116 09/30/2034 01993 6.710000400 200,000.0000 3,355.00 12/31/2007 12X4212 1212116 09/30/2037 01993 6.710000400 100,000.0000 1,677.50 12/31/2007 12X4212 1212116 09/30/2038 01993 6.710000400 250,000.0000 4,193.75 12/31/2007 12X4212 1212116 09/30/2037 01994 6.909998400 200,000.0000 3,455.00 12/31/2007 ------------------------ ---------------------- 1,600,000.0000 28,618.75 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 2,493.75 12/31/2007 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 1,662.50 12/31/2007 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 1,702.50 12/31/2007 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 11,066.25 12/31/2007 ------------------------ ---------------------- 1,000,000.0000 16,925.00 123 SUB-COHORT 12X4212 1212123 09/30/2008 02000 5.979999600 10,000,000.0000 149,499.99 12/31/2007 12X4212 1212123 09/30/2008 02001 4.489999200 18,000,000.0000 202,049.96 12/31/2007 12X4212 1212123 09/30/2009 02002 3.510000000 20,000,000.0000 175,500.00 12/31/2007 12X4212 1212123 09/30/2010 02003 3.420000000 50,000,000.0000 427,500.00 12/31/2007 12X4212 1212123 09/30/2011 02004 3.030001200 83,000,000.0000 628,725.25 12/31/2007 12X4212 1212123 09/30/2012 02004 3.030001200 2,000,000.0000 15,150.01 12/31/2007 12X4212 1212123 09/30/2012 02005 4.050000000 70,000,000.0000 708,750.00 12/31/2007 12X4212 1212123 09/30/2013 02005 4.050000000 15,000,000.0000 151,875.00 12/31/2007 12X4212 1212123 09/30/2013 02006 4.749998400 42,000,000.0000 498,749.83 12/31/2007 ------------------------ ---------------------- 310,000,000.0000 2,957,800.04 ======================== ====================== 5,504,135,000.0000 67,968,360.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00