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 1,356,299.80 08/31/2007 12X4212 1212101 09/30/2008 01993 4.629999600 9,000,000.0000 381,974.97 08/31/2007 12X4212 1212101 09/30/2008 01994 5.420001600 37,000,000.0000 1,838,283.88 08/31/2007 12X4212 1212101 09/30/2008 01995 6.739999200 4,000,000.0000 247,133.30 08/31/2007 12X4212 1212101 09/30/2009 01995 6.739999200 14,000,000.0000 864,966.56 08/31/2007 12X4212 1212101 09/30/2009 01996 5.969998800 32,000,000.0000 1,751,199.65 08/31/2007 12X4212 1212101 09/30/2009 01997 6.149998800 42,000,000.0000 2,367,749.54 08/31/2007 12X4212 1212101 09/30/2010 01998 5.550001200 55,000,000.0000 2,798,125.61 08/31/2007 12X4212 1212101 09/30/2008 01999 5.199998400 30,000,000.0000 1,429,999.56 08/31/2007 12X4212 1212101 09/30/2009 01999 5.199998400 25,000,000.0000 1,191,666.30 08/31/2007 12X4212 1212101 09/30/2008 02000 6.249999600 105,000,000.0000 6,015,624.62 08/31/2007 12X4212 1212101 09/30/2009 02001 4.950000000 120,000,000.0000 5,445,000.00 08/31/2007 12X4212 1212101 09/30/2010 02002 3.999999600 155,000,000.0000 5,683,332.77 08/31/2007 12X4212 1212101 09/30/2008 02003 3.139999200 110,000,000.0000 3,166,165.86 08/31/2007 12X4212 1212101 09/30/2011 02003 3.139999200 35,000,000.0000 1,007,416.41 08/31/2007 12X4212 1212101 09/30/2008 02004 3.530001600 200,000,000.0000 6,471,669.60 08/31/2007 12X4212 1212101 09/30/2009 02005 3.930001200 205,000,000.0000 7,385,127.26 08/31/2007 12X4212 1212101 09/30/2010 02006 3.930001200 550,000,000.0000 19,813,756.05 08/31/2007 12X4212 1212101 09/30/2011 02007 3.930001200 682,000,000.0000 24,569,057.50 08/31/2007 ------------------------ ---------------------- 2,437,000,000.0000 93,784,549.24 105 SUB-COHORT 12X4212 1212105 09/30/2035 01992 7.499998800 1,000,000.0000 68,749.99 08/31/2007 12X4212 1212105 09/30/2037 01992 7.499998800 3,000,000.0000 206,249.97 08/31/2007 12X4212 1212105 09/30/2041 01992 7.499998800 20,000,000.0000 1,374,999.78 08/31/2007 12X4212 1212105 09/30/2038 01993 6.660000000 1,500,000.0000 91,575.00 08/31/2007 12X4212 1212105 09/30/2041 01993 6.660000000 20,000,000.0000 1,221,000.00 08/31/2007 12X4212 1212105 09/30/2035 01994 6.840000000 15,000,000.0000 940,500.00 08/31/2007 12X4212 1212105 09/30/2041 01994 6.840000000 19,000,000.0000 1,191,300.00 08/31/2007 12X4212 1212105 09/30/2035 01995 7.319998800 18,500,000.0000 1,241,349.80 08/31/2007 12X4212 1212105 09/30/2041 01995 7.319998800 5,000,000.0000 335,499.95 08/31/2007 12X4212 1212105 09/30/2036 01996 6.789999600 10,000,000.0000 622,416.63 08/31/2007 12X4212 1212105 09/30/2037 01996 6.789999600 12,000,000.0000 746,899.96 08/31/2007 12X4212 1212105 09/30/2041 01996 6.789999600 19,000,000.0000 1,182,591.60 08/31/2007 12X4212 1212105 09/30/2044 01996 6.789999600 2,000,000.0000 124,483.33 08/31/2007 12X4212 1212105 09/30/2038 01997 6.500001600 28,000,000.0000 1,668,333.74 08/31/2007 12X4212 1212105 09/30/2041 01997 6.500001600 15,000,000.0000 893,750.22 08/31/2007 12X4212 1212105 09/30/2038 01998 5.940000000 40,500,000.0000 2,205,225.00 08/31/2007 12X4212 1212105 09/30/2041 01998 5.940000000 11,000,000.0000 598,950.00 08/31/2007 12X4212 1212105 09/30/2039 01999 5.929999200 69,000,000.0000 3,750,724.49 08/31/2007 12X4212 1212105 09/30/2041 01999 5.929999200 8,000,000.0000 434,866.61 08/31/2007 12X4212 1212105 09/30/2044 01999 5.929999200 23,000,000.0000 1,250,241.50 08/31/2007 12X4212 1212105 09/30/2040 02000 6.230001600 110,000,000.0000 6,281,918.28 08/31/2007 12X4212 1212105 09/30/2041 02000 6.230001600 50,000,000.0000 2,855,417.40 08/31/2007 12X4212 1212105 09/30/2044 02000 6.230001600 15,500,000.0000 885,179.39 08/31/2007 12X4212 1212105 09/30/2041 02001 5.289998400 70,000,000.0000 3,394,415.64 08/31/2007 12X4212 1212105 09/30/2042 02001 5.289998400 11,500,000.0000 557,654.00 08/31/2007 12X4212 1212105 09/30/2044 02001 5.289998400 53,000,000.0000 2,570,057.56 08/31/2007 12X4212 1212105 09/30/2042 02002 4.740001200 111,000,000.0000 4,822,951.22 08/31/2007 12X4212 1212105 09/30/2043 02002 4.740001200 35,000,000.0000 1,520,750.39 08/31/2007 12X4212 1212105 09/30/2043 02003 4.219999200 105,000,000.0000 4,061,749.23 08/31/2007 12X4212 1212105 09/30/2044 02003 4.219999200 60,000,000.0000 2,320,999.56 08/31/2007 12X4212 1212105 09/30/2044 02004 4.460000400 95,000,000.0000 3,883,917.02 08/31/2007 12X4212 1212105 09/30/2045 02004 4.460000400 12,000,000.0000 490,600.04 08/31/2007 12X4212 1212105 09/30/2046 02004 4.460000400 30,000,000.0000 1,226,500.11 08/31/2007 12X4212 1212105 09/30/2045 02005 4.489999200 163,000,000.0000 6,708,807.14 08/31/2007 12X4212 1212105 09/30/2046 02005 4.489999200 100,000,000.0000 4,115,832.60 08/31/2007 12X4212 1212105 09/30/2046 02006 4.489999200 225,000,000.0000 9,260,623.35 08/31/2007 12X4212 1212105 09/30/2047 02006 4.489999200 25,000,000.0000 1,028,958.15 08/31/2007 12X4212 1212105 09/30/2046 02007 4.489999200 207,000,000.0000 8,519,773.48 08/31/2007 12X4212 1212105 09/30/2047 02007 4.489999200 50,000,000.0000 2,057,916.30 08/31/2007 ------------------------ ---------------------- 1,868,500,000.0000 86,713,728.43 107 SUB-COHORT 12X4212 1212107 09/30/2009 01992 7.539998400 8,000,000.0000 552,933.22 08/31/2007 12X4212 1212107 09/30/2015 01992 7.539998400 2,000,000.0000 138,233.30 08/31/2007 12X4212 1212107 09/30/2015 01993 6.660000000 6,000,000.0000 366,300.00 08/31/2007 12X4212 1212107 09/30/2016 01993 6.660000000 3,000,000.0000 183,150.00 08/31/2007 12X4212 1212107 09/30/2015 01994 6.789999600 28,000,000.0000 1,742,766.56 08/31/2007 12X4212 1212107 09/30/2015 01995 7.200000000 16,000,000.0000 1,056,000.00 08/31/2007 12X4212 1212107 09/30/2016 01995 7.200000000 3,000,000.0000 198,000.00 08/31/2007 12X4212 1212107 09/30/2015 01996 6.639998400 32,000,000.0000 1,947,732.86 08/31/2007 12X4212 1212107 09/30/2020 01996 6.639998400 15,000,000.0000 912,999.78 08/31/2007 12X4212 1212107 09/30/2015 01997 6.710000400 36,000,000.0000 2,214,300.13 08/31/2007 12X4212 1212107 09/30/2008 01998 5.839999200 18,500,000.0000 990,366.53 08/31/2007 12X4212 1212107 09/30/2015 01998 5.839999200 21,500,000.0000 1,150,966.51 08/31/2007 12X4212 1212107 09/30/2009 01999 5.730001200 98,000,000.0000 5,147,451.08 08/31/2007 12X4212 1212107 09/30/2010 01999 5.730001200 25,000,000.0000 1,313,125.28 08/31/2007 12X4212 1212107 09/30/2010 02000 6.379999200 80,000,000.0000 4,678,666.08 08/31/2007 12X4212 1212107 09/30/2015 02001 5.220000000 55,000,000.0000 2,631,750.00 08/31/2007 12X4212 1212107 09/30/2016 02002 4.640000400 42,000,000.0000 1,786,400.15 08/31/2007 12X4212 1212107 09/30/2017 02003 3.840001200 55,000,000.0000 1,936,000.61 08/31/2007 12X4212 1212107 09/30/2018 02003 3.840001200 20,000,000.0000 704,000.22 08/31/2007 12X4212 1212107 09/30/2018 02004 4.160001600 23,000,000.0000 877,067.00 08/31/2007 12X4212 1212107 09/30/2019 02005 4.259998800 17,000,000.0000 663,849.81 08/31/2007 12X4212 1212107 09/30/2020 02005 4.259998800 3,000,000.0000 117,149.97 08/31/2007 12X4212 1212107 09/30/2020 02006 4.259998800 53,500,000.0000 2,089,174.41 08/31/2007 12X4212 1212107 09/30/2021 02007 4.259998800 125,000,000.0000 4,881,248.63 08/31/2007 ------------------------ ---------------------- 785,500,000.0000 38,279,632.13 108 SUB-COHORT 12X4212 1212108 09/30/2036 01992 7.530001200 2,000,000.0000 138,050.02 08/31/2007 12X4212 1212108 09/30/2041 01992 7.530001200 11,000,000.0000 759,275.12 08/31/2007 12X4212 1212108 09/30/2041 01993 6.660000000 13,000,000.0000 793,650.00 08/31/2007 12X4212 1212108 09/30/2044 01993 6.660000000 6,000,000.0000 366,300.00 08/31/2007 12X4212 1212108 09/30/2041 01994 6.940000800 15,000,000.0000 954,250.11 08/31/2007 12X4212 1212108 09/30/2044 01994 6.940000800 11,500,000.0000 731,591.75 08/31/2007 12X4212 1212108 09/30/2037 01997 6.720001200 9,100,000.0000 560,560.10 08/31/2007 12X4212 1212108 09/30/2041 01997 6.720001200 4,000,000.0000 246,400.04 08/31/2007 12X4212 1212108 09/30/2044 01997 6.720001200 3,000,000.0000 184,800.03 08/31/2007 12X4212 1212108 09/30/2038 01998 5.910001200 8,000,000.0000 433,400.09 08/31/2007 12X4212 1212108 09/30/2041 01998 5.910001200 3,000,000.0000 162,525.03 08/31/2007 12X4212 1212108 09/30/2044 01998 5.910001200 1,300,000.0000 70,427.51 08/31/2007 ------------------------ ---------------------- 86,900,000.0000 5,401,229.80 109 SUB-COHORT 12X4212 1212109 09/30/2032 01992 7.089998400 200,000.0000 12,998.33 08/31/2007 12X4212 1212109 09/30/2034 01992 7.089998400 500,000.0000 32,495.83 08/31/2007 12X4212 1212109 09/30/2035 01992 7.089998400 25,000.0000 1,624.79 08/31/2007 12X4212 1212109 09/30/2040 01992 7.089998400 25,000.0000 1,624.79 08/31/2007 12X4212 1212109 09/30/2046 01992 7.089998400 1,000,000.0000 64,991.65 08/31/2007 12X4212 1212109 09/30/2033 01993 6.649999200 600,000.0000 36,575.00 08/31/2007 12X4212 1212109 09/30/2035 01993 6.649999200 80,000.0000 4,876.67 08/31/2007 12X4212 1212109 09/30/2037 01993 6.649999200 50,000.0000 3,047.92 08/31/2007 12X4212 1212109 09/30/2034 01994 6.980000400 475,000.0000 30,392.09 08/31/2007 12X4212 1212109 09/30/2035 01995 7.390000800 450,000.0000 30,483.75 08/31/2007 12X4212 1212109 09/30/2036 01996 6.770001600 525,000.0000 32,580.63 08/31/2007 12X4212 1212109 09/30/2040 01996 6.770001600 25,000.0000 1,551.46 08/31/2007 12X4212 1212109 09/30/2037 01997 6.890000400 200,000.0000 12,631.67 08/31/2007 12X4212 1212109 09/30/2038 01998 5.810000400 475,000.0000 25,297.71 08/31/2007 12X4212 1212109 09/30/2040 02000 6.249999600 1,025,000.0000 58,723.95 08/31/2007 12X4212 1212109 09/30/2041 02001 5.439999600 1,750,000.0000 87,266.66 08/31/2007 12X4212 1212109 09/30/2042 02002 3.420000000 1,950,000.0000 61,132.50 08/31/2007 12X4212 1212109 09/30/2043 02003 5.019998400 500,000.0000 23,008.33 08/31/2007 12X4212 1212109 09/30/2044 02004 4.929998400 2,780,000.0000 125,632.79 08/31/2007 12X4212 1212109 09/30/2046 02006 4.929998400 1,000,000.0000 45,191.65 08/31/2007 ------------------------ ---------------------- 13,635,000.0000 692,128.17 116 SUB-COHORT 12X4212 1212116 09/30/2034 01992 7.499998800 100,000.0000 6,875.00 08/31/2007 12X4212 1212116 09/30/2036 01992 7.499998800 750,000.0000 51,562.49 08/31/2007 12X4212 1212116 09/30/2034 01993 6.720001200 200,000.0000 12,320.00 08/31/2007 12X4212 1212116 09/30/2037 01993 6.720001200 100,000.0000 6,160.00 08/31/2007 12X4212 1212116 09/30/2038 01993 6.720001200 250,000.0000 15,400.00 08/31/2007 12X4212 1212116 09/30/2037 01994 6.909998400 200,000.0000 12,668.33 08/31/2007 ------------------------ ---------------------- 1,600,000.0000 104,985.82 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.649999200 150,000.0000 9,143.75 08/31/2007 12X4212 1212121 09/30/2034 01993 6.649999200 100,000.0000 6,095.83 08/31/2007 12X4212 1212121 09/30/2028 01994 6.810001200 100,000.0000 6,242.50 08/31/2007 12X4212 1212121 09/30/2034 01994 6.810001200 650,000.0000 40,576.26 08/31/2007 ------------------------ ---------------------- 1,000,000.0000 62,058.34 123 SUB-COHORT 12X4212 1212123 09/30/2008 02000 5.979999600 10,000,000.0000 548,166.63 08/31/2007 12X4212 1212123 09/30/2008 02001 4.169998800 18,000,000.0000 688,049.80 08/31/2007 12X4212 1212123 09/30/2009 02002 2.720001600 20,000,000.0000 498,666.96 08/31/2007 12X4212 1212123 09/30/2010 02003 2.990001600 50,000,000.0000 1,370,417.40 08/31/2007 12X4212 1212123 09/30/2011 02004 3.639999600 83,000,000.0000 2,769,433.03 08/31/2007 12X4212 1212123 09/30/2012 02004 3.639999600 2,000,000.0000 66,733.33 08/31/2007 12X4212 1212123 09/30/2012 02005 3.939998400 70,000,000.0000 2,528,165.64 08/31/2007 12X4212 1212123 09/30/2013 02005 3.939998400 15,000,000.0000 541,749.78 08/31/2007 12X4212 1212123 09/30/2013 02006 3.939998400 42,000,000.0000 1,516,899.38 08/31/2007 ------------------------ ---------------------- 310,000,000.0000 10,528,281.95 ======================== ====================== 5,504,135,000.0000 235,566,593.88 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4212 1212101 09/30/2007 01999 08/24/2007 INT + 0.0000 519,999.84 427683 1212101 09/30/2007 02003 08/24/2007 INT + 0.0000 1,255,999.68 427685 1212107 09/30/2007 01997 08/24/2007 INT + 0.0000 301,950.01 427687 1212123 09/30/2007 01997 08/24/2007 INT + 0.0000 160,000.02 427689 1212123 09/30/2007 02000 08/24/2007 INT + 0.0000 298,999.98 427691 ------------------------ ---------------------- 0.0000 2,536,949.53 ======================== ====================== 0.0000 2,536,949.53