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 2,382,000.0000 148,259.64 08/31/2007 12X4219 1219307 09/30/2025 01992 6.789999600 10,000,000.0000 622,416.63 08/31/2007 12X4219 1219307 09/30/2024 01993 6.850000800 3,707,000.0000 232,768.74 08/31/2007 12X4219 1219307 09/30/2025 01993 6.850000800 10,000,000.0000 627,916.74 08/31/2007 12X4219 1219307 09/30/2029 01993 6.850000800 1,200,000.0000 75,350.01 08/31/2007 12X4219 1219307 09/30/2030 01993 6.850000800 200,000.0000 12,558.33 08/31/2007 12X4219 1219307 09/30/2034 01993 6.850000800 90,000.0000 5,651.25 08/31/2007 12X4219 1219307 09/30/2024 01994 6.890000400 2,996,000.0000 189,222.38 08/31/2007 12X4219 1219307 09/30/2025 01994 6.890000400 15,000,000.0000 947,375.06 08/31/2007 12X4219 1219307 09/30/2026 01994 6.890000400 5,000,000.0000 315,791.69 08/31/2007 12X4219 1219307 09/30/2027 01994 6.890000400 5,000,000.0000 315,791.69 08/31/2007 12X4219 1219307 09/30/2028 01994 6.890000400 2,800,000.0000 176,843.34 08/31/2007 12X4219 1219307 09/30/2029 01994 6.890000400 3,932,000.0000 248,338.58 08/31/2007 12X4219 1219307 09/30/2036 01994 6.890000400 120,000.0000 7,579.00 08/31/2007 12X4219 1219307 09/30/2025 01995 6.419998800 403,000.0000 23,716.55 08/31/2007 12X4219 1219307 09/30/2026 01995 6.419998800 10,000,000.0000 588,499.89 08/31/2007 12X4219 1219307 09/30/2027 01995 6.419998800 15,000,000.0000 882,749.84 08/31/2007 12X4219 1219307 09/30/2028 01995 6.419998800 6,000,000.0000 353,099.93 08/31/2007 12X4219 1219307 09/30/2029 01995 6.419998800 2,000,000.0000 117,699.98 08/31/2007 12X4219 1219307 09/30/2031 01995 6.419998800 2,000,000.0000 117,699.98 08/31/2007 12X4219 1219307 09/30/2033 01995 6.419998800 1,000,000.0000 58,849.99 08/31/2007 12X4219 1219307 09/30/2034 01995 6.419998800 110,000.0000 6,473.50 08/31/2007 12X4219 1219307 09/30/2036 01995 6.419998800 140,000.0000 8,239.00 08/31/2007 12X4219 1219307 09/30/2026 01996 6.210000000 340,000.0000 19,354.50 08/31/2007 12X4219 1219307 09/30/2027 01996 6.210000000 10,000,000.0000 569,250.00 08/31/2007 12X4219 1219307 09/30/2028 01996 6.210000000 2,000,000.0000 113,850.00 08/31/2007 12X4219 1219307 09/30/2029 01996 6.210000000 1,000,000.0000 56,925.00 08/31/2007 12X4219 1219307 09/30/2032 01996 6.210000000 1,000,000.0000 56,925.00 08/31/2007 12X4219 1219307 09/30/2033 01996 6.210000000 1,000,000.0000 56,925.00 08/31/2007 12X4219 1219307 09/30/2034 01996 6.210000000 300,000.0000 17,077.50 08/31/2007 12X4219 1219307 09/30/2036 01996 6.210000000 298,000.0000 16,963.65 08/31/2007 12X4219 1219307 09/30/2028 01997 5.960001600 2,734,000.0000 149,367.57 08/31/2007 12X4219 1219307 09/30/2029 01997 5.960001600 7,700,000.0000 420,676.78 08/31/2007 12X4219 1219307 09/30/2031 01997 5.960001600 3,000,000.0000 163,900.04 08/31/2007 12X4219 1219307 09/30/2032 01997 5.960001600 1,000,000.0000 54,633.35 08/31/2007 12X4219 1219307 09/30/2033 01997 5.960001600 1,000,000.0000 54,633.35 08/31/2007 12X4219 1219307 09/30/2034 01997 5.960001600 310,000.0000 16,936.34 08/31/2007 12X4219 1219307 09/30/2035 01997 5.960001600 360,000.0000 19,668.01 08/31/2007 12X4219 1219307 09/30/2036 01997 5.960001600 418,000.0000 22,836.74 08/31/2007 12X4219 1219307 09/30/2037 01997 5.960001600 61,000.0000 3,332.63 08/31/2007 12X4219 1219307 09/30/2029 01998 5.900000400 4,110,000.0000 222,282.52 08/31/2007 12X4219 1219307 09/30/2030 01998 5.900000400 2,700,000.0000 146,025.01 08/31/2007 12X4219 1219307 09/30/2031 01998 5.900000400 3,000,000.0000 162,250.01 08/31/2007 12X4219 1219307 09/30/2032 01998 5.900000400 2,000,000.0000 108,166.67 08/31/2007 12X4219 1219307 09/30/2033 01998 5.900000400 1,500,000.0000 81,125.01 08/31/2007 12X4219 1219307 09/30/2034 01998 5.900000400 800,000.0000 43,266.67 08/31/2007 12X4219 1219307 09/30/2036 01998 5.900000400 168,000.0000 9,086.00 08/31/2007 12X4219 1219307 09/30/2030 01999 5.850000000 4,372,000.0000 234,448.50 08/31/2007 12X4219 1219307 09/30/2031 01999 5.850000000 4,000,000.0000 214,500.00 08/31/2007 12X4219 1219307 09/30/2032 01999 5.850000000 3,000,000.0000 160,875.00 08/31/2007 12X4219 1219307 09/30/2033 01999 5.850000000 1,000,000.0000 53,625.00 08/31/2007 12X4219 1219307 09/30/2034 01999 5.850000000 1,280,000.0000 68,640.00 08/31/2007 12X4219 1219307 09/30/2035 01999 5.850000000 818,000.0000 43,865.25 08/31/2007 12X4219 1219307 09/30/2036 01999 5.850000000 405,000.0000 21,718.13 08/31/2007 12X4219 1219307 09/30/2030 02000 5.600001600 908,000.0000 46,610.68 08/31/2007 12X4219 1219307 09/30/2031 02000 5.600001600 6,000,000.0000 308,000.09 08/31/2007 12X4219 1219307 09/30/2032 02000 5.600001600 5,000,000.0000 256,666.74 08/31/2007 12X4219 1219307 09/30/2033 02000 5.600001600 3,000,000.0000 154,000.04 08/31/2007 12X4219 1219307 09/30/2034 02000 5.600001600 1,660,000.0000 85,213.36 08/31/2007 12X4219 1219307 09/30/2035 02000 5.600001600 1,300,000.0000 66,733.35 08/31/2007 12X4219 1219307 09/30/2036 02000 5.600001600 172,000.0000 8,829.34 08/31/2007 12X4219 1219307 09/30/2037 02000 5.600001600 326,000.0000 16,734.67 08/31/2007 12X4219 1219307 09/30/2032 02001 5.370001200 5,360,000.0000 263,846.06 08/31/2007 12X4219 1219307 09/30/2033 02001 5.370001200 3,000,000.0000 147,675.03 08/31/2007 12X4219 1219307 09/30/2034 02001 5.370001200 4,500,000.0000 221,512.55 08/31/2007 12X4219 1219307 09/30/2035 02001 5.370001200 2,000,000.0000 98,450.02 08/31/2007 12X4219 1219307 09/30/2036 02001 5.370001200 1,852,000.0000 91,164.72 08/31/2007 12X4219 1219307 09/30/2037 02001 5.370001200 374,000.0000 18,410.15 08/31/2007 12X4219 1219307 09/30/2033 02002 5.029999200 4,515,000.0000 208,179.09 08/31/2007 12X4219 1219307 09/30/2034 02002 5.029999200 6,300,000.0000 290,482.45 08/31/2007 12X4219 1219307 09/30/2035 02002 5.029999200 2,135,000.0000 98,441.28 08/31/2007 12X4219 1219307 09/30/2036 02002 5.029999200 2,353,000.0000 108,492.89 08/31/2007 12X4219 1219307 09/30/2037 02002 5.029999200 960,000.0000 44,263.99 08/31/2007 12X4219 1219307 09/30/2034 02003 5.220000000 6,810,000.0000 325,858.50 08/31/2007 12X4219 1219307 09/30/2035 02003 5.220000000 5,035,000.0000 240,924.75 08/31/2007 12X4219 1219307 09/30/2036 02003 5.220000000 4,071,000.0000 194,797.35 08/31/2007 12X4219 1219307 09/30/2037 02003 5.220000000 1,985,000.0000 94,982.25 08/31/2007 12X4219 1219307 09/30/2034 02004 4.849999200 1,112,000.0000 49,437.66 08/31/2007 12X4219 1219307 09/30/2035 02004 4.849999200 6,100,000.0000 271,195.79 08/31/2007 12X4219 1219307 09/30/2036 02004 4.849999200 4,583,000.0000 203,752.51 08/31/2007 12X4219 1219307 09/30/2037 02004 4.849999200 2,512,000.0000 111,679.31 08/31/2007 12X4219 1219307 09/30/2035 02005 5.400000000 718,000.0000 35,541.00 08/31/2007 12X4219 1219307 09/30/2036 02005 5.400000000 6,156,000.0000 304,722.00 08/31/2007 12X4219 1219307 09/30/2037 02005 5.400000000 4,199,000.0000 207,850.50 08/31/2007 12X4219 1219307 09/30/2036 02006 4.989999600 1,944,000.0000 88,921.79 08/31/2007 12X4219 1219307 09/30/2037 02006 4.989999600 6,083,000.0000 278,246.54 08/31/2007 12X4219 1219307 09/30/2037 02007 4.989999600 310,000.0000 14,179.92 08/31/2007 ------------------------ ---------------------- 264,087,000.0000 14,421,817.34 ======================== ====================== 264,087,000.0000 14,421,817.34 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00