Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2026 01992 6.540001200 3,590,000.0000 215,220.54 08/31/2007 12X4208 1208845 09/30/2027 01992 6.540001200 82,850,000.0000 4,966,858.41 08/31/2007 12X4208 1208845 09/30/2027 01993 6.800000400 5,284,000.0000 329,369.35 08/31/2007 12X4208 1208845 09/30/2028 01993 6.800000400 85,661,000.0000 5,339,535.98 08/31/2007 ------------------------ ---------------------- 177,385,000.0000 10,850,984.28 840 SUB-COHORT 12X4208 1208840 09/30/2027 01992 6.950001600 335,734,000.0000 21,389,058.51 08/31/2007 12X4208 1208840 09/30/2028 01993 6.990001200 511,446,300.0000 32,770,927.30 08/31/2007 ------------------------ ---------------------- 847,180,300.0000 54,159,985.81 850 SUB-COHORT 12X4208 1208850 09/30/2029 01994 7.040001600 68,572,500.0000 4,425,213.01 08/31/2007 12X4208 1208850 09/30/2030 01995 6.680001600 40,106,000.0000 2,455,824.65 08/31/2007 12X4208 1208850 09/30/2031 01996 6.450001200 62,070,200.0000 3,669,901.26 08/31/2007 12X4208 1208850 09/30/2032 01997 5.979999600 53,621,200.0000 2,939,335.25 08/31/2007 12X4208 1208850 09/30/2033 01998 6.000001200 95,190,756.3100 5,235,492.64 08/31/2007 12X4208 1208850 09/30/2034 01999 5.919998400 60,831,930.9100 3,301,145.23 08/31/2007 12X4208 1208850 09/30/2035 02000 5.730001200 102,083,400.0000 5,361,931.71 08/31/2007 12X4208 1208850 09/30/2036 02001 5.180000400 104,703,000.0000 4,971,647.83 08/31/2007 12X4208 1208850 09/30/2037 02002 5.050000800 122,462,500.0000 5,668,994.13 08/31/2007 12X4208 1208850 09/30/2038 02003 5.310000000 114,990,000.0000 5,597,138.25 08/31/2007 12X4208 1208850 09/30/2039 02004 4.910000400 184,703,000.0000 8,313,174.87 08/31/2007 12X4208 1208850 09/30/2040 02005 5.450000400 62,910,900.0000 3,142,923.94 08/31/2007 12X4208 1208850 09/30/2041 02006 4.989999600 52,873,000.0000 2,418,498.95 08/31/2007 12X4208 1208850 09/30/2042 02007 4.989999600 12,268,000.0000 561,158.72 08/31/2007 ------------------------ ---------------------- 1,137,386,387.2200 58,062,380.44 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.909998400 246,844,000.0000 15,635,506.75 08/31/2007 12X4208 1208810 09/30/2030 01995 6.549998400 336,398,000.0000 20,197,891.65 08/31/2007 12X4208 1208810 09/30/2031 01996 6.320001600 375,776,000.0000 21,769,961.78 08/31/2007 12X4208 1208810 09/30/2032 01997 6.140001600 333,038,000.0000 18,744,493.65 08/31/2007 12X4208 1208810 09/30/2033 01998 5.919998400 388,132,000.0000 21,062,624.17 08/31/2007 12X4208 1208810 09/30/2034 01999 5.889999600 244,868,000.0000 13,220,830.54 08/31/2007 12X4208 1208810 09/30/2035 02000 5.879998800 213,415,000.0000 11,503,066.15 08/31/2007 12X4208 1208810 09/30/2036 02001 5.230000800 243,701,000.0000 11,683,433.90 08/31/2007 12X4208 1208810 09/30/2037 02002 4.780000800 458,553,000.0000 20,092,267.31 08/31/2007 12X4208 1208810 09/30/2037 02003 5.220000000 3,500,000.0000 167,475.00 08/31/2007 12X4208 1208810 09/30/2038 02003 5.220000000 114,600,000.0000 5,483,610.00 08/31/2007 12X4208 1208810 09/30/2039 02004 4.870000800 475,215,000.0000 21,214,393.11 08/31/2007 12X4208 1208810 09/30/2040 02005 5.450000400 48,736,000.0000 2,434,769.51 08/31/2007 12X4208 1208810 09/30/2041 02006 4.989999600 43,843,000.0000 2,005,451.73 08/31/2007 12X4208 1208810 09/30/2042 02007 4.989999600 2,955,000.0000 135,166.61 08/31/2007 ------------------------ ---------------------- 3,529,574,000.0000 185,350,941.86 855 SUB-COHORT 12X4208 1208855 09/30/2029 01994 5.159998800 29,026,200.0000 1,372,938.94 08/31/2007 12X4208 1208855 09/30/2029 01995 4.790001600 370,000.0000 16,246.09 08/31/2007 12X4208 1208855 09/30/2030 01995 4.790001600 21,989,000.0000 965,500.66 08/31/2007 12X4208 1208855 09/30/2029 01996 5.310000000 499,000.0000 24,288.83 08/31/2007 12X4208 1208855 09/30/2031 01996 5.310000000 33,687,000.0000 1,639,714.73 08/31/2007 12X4208 1208855 09/30/2032 01997 5.850000000 36,857,946.5100 1,976,507.38 08/31/2007 12X4208 1208855 09/30/2033 01998 5.829998400 35,699,000.0000 1,907,813.53 08/31/2007 12X4208 1208855 09/30/2034 01999 5.709999600 36,393,000.0000 1,904,870.14 08/31/2007 12X4208 1208855 09/30/2029 02000 5.280001200 666,000.0000 32,234.41 08/31/2007 12X4208 1208855 09/30/2035 02000 5.280001200 37,709,000.0000 1,825,116.01 08/31/2007 12X4208 1208855 09/30/2036 02001 5.820001200 26,552,000.0000 1,416,549.49 08/31/2007 12X4208 1208855 09/30/2037 02002 5.190001200 24,874,000.0000 1,183,380.82 08/31/2007 12X4208 1208855 09/30/2038 02003 5.029999200 26,313,000.0000 1,213,248.38 08/31/2007 12X4208 1208855 09/30/2029 02004 5.240001600 1,025,000.0000 49,234.18 08/31/2007 12X4208 1208855 09/30/2039 02004 5.240001600 45,476,000.0000 2,184,364.53 08/31/2007 12X4208 1208855 09/30/2040 02005 4.719999600 56,865,000.0000 2,460,358.79 08/31/2007 12X4208 1208855 09/30/2041 02006 4.719999600 9,584,000.0000 414,667.70 08/31/2007 12X4208 1208855 09/30/2042 02007 4.719999600 959,000.0000 41,492.73 08/31/2007 ------------------------ ---------------------- 424,544,146.5100 20,628,527.34 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.710000400 52,475,300.0000 3,227,668.44 08/31/2007 12X4208 1208815 09/30/2030 01995 6.080000400 88,079,500.0000 4,908,964.46 08/31/2007 12X4208 1208815 09/30/2031 01996 6.279998400 61,761,000.0000 3,555,373.99 08/31/2007 12X4208 1208815 09/30/2032 01997 5.770000800 62,908,000.0000 3,327,309.43 08/31/2007 12X4208 1208815 09/30/2033 01997 5.770000800 200,000.0000 10,578.33 08/31/2007 12X4208 1208815 09/30/2033 01998 5.749999200 112,961,000.0000 5,953,985.21 08/31/2007 12X4208 1208815 09/30/2034 01999 5.699998800 112,196,000.0000 5,862,239.77 08/31/2007 12X4208 1208815 09/30/2035 02000 5.230000800 146,511,000.0000 7,023,982.60 08/31/2007 12X4208 1208815 09/30/2036 02001 5.749999200 118,652,000.0000 6,253,948.30 08/31/2007 12X4208 1208815 09/30/2037 02002 5.209999200 76,366,000.0000 3,647,112.32 08/31/2007 12X4208 1208815 09/30/2038 02003 5.119999200 109,253,000.0000 5,127,606.67 08/31/2007 12X4208 1208815 09/30/2039 02004 4.070001600 28,466,000.0000 1,062,019.43 08/31/2007 12X4208 1208815 09/30/2040 02005 4.898800800 136,052,000.0000 6,109,506.76 08/31/2007 12X4208 1208815 09/30/2041 02006 4.989999600 115,759,000.0000 5,295,009.17 08/31/2007 ------------------------ ---------------------- 1,221,639,800.0000 61,365,304.88 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.169999600 475,987,000.0000 22,557,815.50 08/31/2007 12X4208 1208870 09/30/2037 02002 4.899999600 746,907,000.0000 33,548,570.01 08/31/2007 12X4208 1208870 09/30/2038 02003 5.230000800 994,970,000.0000 47,700,527.38 08/31/2007 12X4208 1208870 09/30/2039 02004 4.910000400 817,273,000.0000 36,784,098.61 08/31/2007 12X4208 1208870 09/30/2040 02005 5.379998400 509,296,200.0000 25,116,783.46 08/31/2007 12X4208 1208870 09/30/2041 02006 4.989999600 401,659,000.0000 18,372,550.62 08/31/2007 12X4208 1208870 09/30/2042 02007 4.989999600 67,962,000.0000 3,108,694.90 08/31/2007 ------------------------ ---------------------- 4,014,054,200.0000 187,189,040.48 820 SUB-COHORT 12X4208 1208820 09/30/2028 01993 6.649999200 11,363,000.0000 692,669.46 08/31/2007 12X4208 1208820 09/30/2030 01995 5.990000400 4,035,000.0000 221,555.14 08/31/2007 12X4208 1208820 09/30/2031 01996 5.950000800 2,202,000.0000 120,100.77 08/31/2007 12X4208 1208820 09/30/2032 01997 5.749999200 14,295,000.0000 753,465.52 08/31/2007 12X4208 1208820 09/30/2033 01998 5.799999600 4,770,000.0000 253,604.98 08/31/2007 12X4208 1208820 09/30/2035 02000 5.510001600 361,000.0000 0.00 08/31/2007 12X4208 1208820 09/30/2037 02002 4.770000000 6,935,000.0000 303,232.88 08/31/2007 12X4208 1208820 09/30/2038 02003 5.069998800 28,113,000.0000 1,306,551.37 08/31/2007 12X4208 1208820 09/30/2039 02004 4.730000400 23,046,000.0000 999,236.23 08/31/2007 12X4208 1208820 09/30/2040 02005 5.289998400 27,426,302.0000 1,329,946.69 08/31/2007 12X4208 1208820 09/30/2041 02006 4.989999600 1,438,000.0000 65,776.51 08/31/2007 ------------------------ ---------------------- 123,984,302.0000 6,046,139.55 825 SUB-COHORT 12X4208 1208825 09/30/2028 01993 6.940000800 3,940,000.0000 250,649.70 08/31/2007 12X4208 1208825 09/30/2029 01994 6.549998400 12,700.0000 0.00 08/31/2007 12X4208 1208825 09/30/2030 01995 6.260000400 2,970,000.0000 170,428.51 08/31/2007 12X4208 1208825 09/30/2033 01998 5.720000400 106,000.0000 5,557.93 08/31/2007 12X4208 1208825 09/30/2035 02000 5.040000000 91,000.0000 0.00 08/31/2007 12X4208 1208825 09/30/2036 02001 5.799999600 94,000.0000 0.00 08/31/2007 12X4208 1208825 09/30/2038 02003 4.590000000 115,000.0000 0.00 08/31/2007 12X4208 1208825 09/30/2039 02004 4.340001600 1,891,000.0000 75,230.31 08/31/2007 12X4208 1208825 09/30/2040 02005 4.470001200 1,829,500.0000 74,963.78 08/31/2007 12X4208 1208825 09/30/2041 02006 4.989999600 399,000.0000 18,250.92 08/31/2007 ------------------------ ---------------------- 11,448,200.0000 595,081.15 117 SUB-COHORT 12X4208 1208881 09/30/2042 02007 4.989999600 56,509,603.0000 2,584,843.22 08/31/2007 ------------------------ ---------------------- 56,509,603.0000 2,584,843.22 871 SUB-COHORT 12X4208 1208871 09/30/2041 02005 5.090000400 721,000.0000 33,640.66 08/31/2007 12X4208 1208871 09/30/2041 02006 4.989999600 12,479,000.0000 570,810.21 08/31/2007 ------------------------ ---------------------- 13,200,000.0000 604,450.87 880 SUB-COHORT 12X4208 1208880 09/30/2041 02006 4.989999600 20,759,735.0000 949,584.80 08/31/2007 ------------------------ ---------------------- 20,759,735.0000 949,584.80 ======================== ====================== 11,577,665,673.7300 588,387,264.68 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00