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 1,232,999.82 07/31/2007 12X4212 1212101 09/30/2008 01993 4.629999600 9,000,000.0000 347,249.97 07/31/2007 12X4212 1212101 09/30/2008 01994 5.420001600 37,000,000.0000 1,671,167.16 07/31/2007 12X4212 1212101 09/30/2008 01995 6.739999200 4,000,000.0000 224,666.64 07/31/2007 12X4212 1212101 09/30/2009 01995 6.739999200 14,000,000.0000 786,333.24 07/31/2007 12X4212 1212101 09/30/2009 01996 5.969998800 32,000,000.0000 1,591,999.68 07/31/2007 12X4212 1212101 09/30/2009 01997 6.149998800 42,000,000.0000 2,152,499.58 07/31/2007 12X4212 1212101 09/30/2010 01998 5.550001200 55,000,000.0000 2,543,750.55 07/31/2007 12X4212 1212101 09/30/2007 01999 5.199998400 20,000,000.0000 866,666.40 07/31/2007 12X4212 1212101 09/30/2008 01999 5.199998400 30,000,000.0000 1,299,999.60 07/31/2007 12X4212 1212101 09/30/2009 01999 5.199998400 25,000,000.0000 1,083,333.00 07/31/2007 12X4212 1212101 09/30/2008 02000 6.249999600 105,000,000.0000 5,468,749.65 07/31/2007 12X4212 1212101 09/30/2009 02001 4.950000000 120,000,000.0000 4,950,000.00 07/31/2007 12X4212 1212101 09/30/2010 02002 3.999999600 155,000,000.0000 5,166,666.15 07/31/2007 12X4212 1212101 09/30/2007 02003 3.139999200 80,000,000.0000 2,093,332.80 07/31/2007 12X4212 1212101 09/30/2008 02003 3.139999200 110,000,000.0000 2,878,332.60 07/31/2007 12X4212 1212101 09/30/2008 02004 3.530001600 200,000,000.0000 5,883,336.00 07/31/2007 12X4212 1212101 09/30/2009 02005 3.930001200 205,000,000.0000 6,713,752.05 07/31/2007 12X4212 1212101 09/30/2010 02006 3.930001200 550,000,000.0000 18,012,505.50 07/31/2007 12X4212 1212101 09/30/2011 02007 3.930001200 682,000,000.0000 22,335,506.82 07/31/2007 ------------------------ ---------------------- 2,502,000,000.0000 87,302,847.21 105 SUB-COHORT 12X4212 1212105 09/30/2035 01992 7.499998800 1,000,000.0000 62,499.99 07/31/2007 12X4212 1212105 09/30/2037 01992 7.499998800 3,000,000.0000 187,499.97 07/31/2007 12X4212 1212105 09/30/2041 01992 7.499998800 20,000,000.0000 1,249,999.80 07/31/2007 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 83,250.00 07/31/2007 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 1,110,000.00 07/31/2007 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 855,000.00 07/31/2007 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 1,083,000.00 07/31/2007 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 1,128,499.82 07/31/2007 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 304,999.95 07/31/2007 12X4212 1212105 09/30/2036 01996 6.789999600 10,000,000.0000 565,833.30 07/31/2007 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 678,999.96 07/31/2007 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 1,075,083.27 07/31/2007 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 113,166.66 07/31/2007 12X4212 1212105 09/30/2038 01997 6.500001600 28,000,000.0000 1,516,667.04 07/31/2007 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 812,500.20 07/31/2007 12X4212 1212105 09/30/2038 01998 5.940000000 40,500,000.0000 2,004,750.00 07/31/2007 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 544,500.00 07/31/2007 12X4212 1212105 09/30/2039 01999 5.929999200 69,000,000.0000 3,409,749.54 07/31/2007 12X4212 1212105 09/30/2041 01999 5.929999200 8,000,000.0000 395,333.28 07/31/2007 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 1,136,583.18 07/31/2007 12X4212 1212105 09/30/2040 02000 6.230001600 110,000,000.0000 5,710,834.80 07/31/2007 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 2,595,834.00 07/31/2007 12X4212 1212105 09/30/2044 02000 6.230001600 15,500,000.0000 804,708.54 07/31/2007 12X4212 1212105 09/30/2041 02001 5.289998400 70,000,000.0000 3,085,832.40 07/31/2007 12X4212 1212105 09/30/2042 02001 5.289998400 11,500,000.0000 506,958.18 07/31/2007 12X4212 1212105 09/30/2044 02001 5.289998400 53,000,000.0000 2,336,415.96 07/31/2007 12X4212 1212105 09/30/2042 02002 4.740001200 111,000,000.0000 4,384,501.11 07/31/2007 12X4212 1212105 09/30/2043 02002 4.740001200 35,000,000.0000 1,382,500.35 07/31/2007 12X4212 1212105 09/30/2043 02003 4.219999200 105,000,000.0000 3,692,499.30 07/31/2007 12X4212 1212105 09/30/2044 02003 4.219999200 60,000,000.0000 2,109,999.60 07/31/2007 12X4212 1212105 09/30/2044 02004 4.460000400 95,000,000.0000 3,530,833.65 07/31/2007 12X4212 1212105 09/30/2045 02004 4.460000400 12,000,000.0000 446,000.04 07/31/2007 12X4212 1212105 09/30/2046 02004 4.460000400 30,000,000.0000 1,115,000.10 07/31/2007 12X4212 1212105 09/30/2045 02005 4.489999200 163,000,000.0000 6,098,915.58 07/31/2007 12X4212 1212105 09/30/2046 02005 4.489999200 100,000,000.0000 3,741,666.00 07/31/2007 12X4212 1212105 09/30/2046 02006 4.489999200 225,000,000.0000 8,418,748.50 07/31/2007 12X4212 1212105 09/30/2047 02006 4.489999200 25,000,000.0000 935,416.50 07/31/2007 12X4212 1212105 09/30/2046 02007 4.489999200 207,000,000.0000 7,745,248.62 07/31/2007 12X4212 1212105 09/30/2047 02007 4.489999200 50,000,000.0000 1,870,833.00 07/31/2007 ------------------------ ---------------------- 1,868,500,000.0000 78,830,662.19 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 8,000,000.0000 502,666.56 07/31/2007 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 125,666.64 07/31/2007 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 333,000.00 07/31/2007 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 166,500.00 07/31/2007 12X4212 1212107 09/30/2015 01994 6.789999600 28,000,000.0000 1,584,333.24 07/31/2007 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 960,000.00 07/31/2007 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 180,000.00 07/31/2007 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,770,666.24 07/31/2007 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 829,999.80 07/31/2007 12X4212 1212107 09/30/2007 01997 6.710000400 9,000,000.0000 503,250.03 07/31/2007 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 2,013,000.12 07/31/2007 12X4212 1212107 09/30/2008 01998 5.839999200 18,500,000.0000 900,333.21 07/31/2007 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 1,046,333.19 07/31/2007 12X4212 1212107 09/30/2009 01999 5.730001200 98,000,000.0000 4,679,500.98 07/31/2007 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 1,193,750.25 07/31/2007 12X4212 1212107 09/30/2010 02000 6.379999200 80,000,000.0000 4,253,332.80 07/31/2007 12X4212 1212107 09/30/2015 02001 5.220000000 55,000,000.0000 2,392,500.00 07/31/2007 12X4212 1212107 09/30/2016 02002 4.640000400 42,000,000.0000 1,624,000.14 07/31/2007 12X4212 1212107 09/30/2017 02003 3.840001200 55,000,000.0000 1,760,000.55 07/31/2007 12X4212 1212107 09/30/2018 02003 3.840001200 20,000,000.0000 640,000.20 07/31/2007 12X4212 1212107 09/30/2018 02004 4.160001600 23,000,000.0000 797,333.64 07/31/2007 12X4212 1212107 09/30/2019 02005 4.259998800 17,000,000.0000 603,499.83 07/31/2007 12X4212 1212107 09/30/2020 02005 4.259998800 3,000,000.0000 106,499.97 07/31/2007 12X4212 1212107 09/30/2020 02006 4.259998800 53,500,000.0000 1,899,249.47 07/31/2007 12X4212 1212107 09/30/2021 02007 4.259998800 125,000,000.0000 4,437,498.75 07/31/2007 ------------------------ ---------------------- 794,500,000.0000 35,302,915.61 108 SUB-COHORT 12X4212 1212108 09/30/2036 01992 7.530001200 2,000,000.0000 125,500.02 07/31/2007 12X4212 1212108 09/30/2041 01992 7.530001200 11,000,000.0000 690,250.11 07/31/2007 12X4212 1212108 09/30/2041 01993 6.660000000 13,000,000.0000 721,500.00 07/31/2007 12X4212 1212108 09/30/2044 01993 6.660000000 6,000,000.0000 333,000.00 07/31/2007 12X4212 1212108 09/30/2041 01994 6.940000800 15,000,000.0000 867,500.10 07/31/2007 12X4212 1212108 09/30/2044 01994 6.940000800 11,500,000.0000 665,083.41 07/31/2007 12X4212 1212108 09/30/2037 01997 6.720001200 9,100,000.0000 509,600.09 07/31/2007 12X4212 1212108 09/30/2041 01997 6.720001200 4,000,000.0000 224,000.04 07/31/2007 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 168,000.03 07/31/2007 12X4212 1212108 09/30/2038 01998 5.910001200 8,000,000.0000 394,000.08 07/31/2007 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 147,750.03 07/31/2007 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 64,025.01 07/31/2007 ------------------------ ---------------------- 86,900,000.0000 4,910,208.92 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 11,816.66 07/31/2007 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 29,541.66 07/31/2007 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 1,477.08 07/31/2007 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 1,477.08 07/31/2007 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 59,083.32 07/31/2007 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 33,250.00 07/31/2007 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 4,433.33 07/31/2007 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 2,770.83 07/31/2007 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 27,629.17 07/31/2007 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 27,712.50 07/31/2007 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 29,618.76 07/31/2007 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 1,410.42 07/31/2007 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 11,483.33 07/31/2007 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 22,997.92 07/31/2007 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 53,385.41 07/31/2007 12X4212 1212109 09/30/2041 02001 5.439999600 1,750,000.0000 79,333.33 07/31/2007 12X4212 1212109 09/30/2042 02002 3.420000000 1,950,000.0000 55,575.00 07/31/2007 12X4212 1212109 09/30/2043 02003 5.019998400 500,000.0000 20,916.66 07/31/2007 12X4212 1212109 09/30/2044 02004 4.929998400 2,780,000.0000 114,211.63 07/31/2007 12X4212 1212109 09/30/2046 02006 4.929998400 1,000,000.0000 41,083.32 07/31/2007 ------------------------ ---------------------- 13,635,000.0000 629,207.41 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 6,250.00 07/31/2007 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 46,874.99 07/31/2007 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 11,200.00 07/31/2007 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 5,600.00 07/31/2007 12X4212 1212116 09/30/2038 01993 6.720001200 250,000.0000 14,000.00 07/31/2007 12X4212 1212116 09/30/2037 01994 6.909998400 200,000.0000 11,516.66 07/31/2007 ------------------------ ---------------------- 1,600,000.0000 95,441.65 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 8,312.50 07/31/2007 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 5,541.67 07/31/2007 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 5,675.00 07/31/2007 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 36,887.51 07/31/2007 ------------------------ ---------------------- 1,000,000.0000 56,416.68 123 SUB-COHORT 12X4212 1212123 09/30/2007 01997 6.400000800 5,000,000.0000 266,666.70 07/31/2007 12X4212 1212123 09/30/2007 02000 5.979999600 10,000,000.0000 498,333.30 07/31/2007 12X4212 1212123 09/30/2008 02000 5.979999600 10,000,000.0000 498,333.30 07/31/2007 12X4212 1212123 09/30/2008 02001 4.169998800 18,000,000.0000 625,499.82 07/31/2007 12X4212 1212123 09/30/2009 02002 2.720001600 20,000,000.0000 453,333.60 07/31/2007 12X4212 1212123 09/30/2010 02003 2.990001600 50,000,000.0000 1,245,834.00 07/31/2007 12X4212 1212123 09/30/2011 02004 3.639999600 83,000,000.0000 2,517,666.39 07/31/2007 12X4212 1212123 09/30/2012 02004 3.639999600 2,000,000.0000 60,666.66 07/31/2007 12X4212 1212123 09/30/2012 02005 3.939998400 70,000,000.0000 2,298,332.40 07/31/2007 12X4212 1212123 09/30/2013 02005 3.939998400 15,000,000.0000 492,499.80 07/31/2007 12X4212 1212123 09/30/2013 02006 3.939998400 42,000,000.0000 1,378,999.44 07/31/2007 ------------------------ ---------------------- 325,000,000.0000 10,336,165.41 ======================== ====================== 5,593,135,000.0000 217,463,865.08 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00