Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2025 01992 7.490001600 163,966,000.0000 10,234,213.35 07/31/2007 12X4215 1215201 09/30/2026 01992 7.490001600 101,900,000.0000 6,360,259.69 07/31/2007 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,778,875.38 07/31/2007 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 830,141.84 07/31/2007 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 842,625.18 07/31/2007 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 537,594.86 07/31/2007 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 291,922.81 07/31/2007 12X4215 1215201 09/30/2026 01993 6.670000800 229,027,000.0000 12,730,085.61 07/31/2007 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 9,098,992.76 07/31/2007 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 540,764.76 07/31/2007 12X4215 1215201 09/30/2027 01994 6.869998800 295,339,000.0000 16,908,154.80 07/31/2007 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 13,928,922.57 07/31/2007 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 629,749.89 07/31/2007 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 624,024.89 07/31/2007 12X4215 1215201 09/30/2028 01995 7.319998800 319,249,000.0000 19,474,185.81 07/31/2007 12X4215 1215201 09/30/2038 01995 7.319998800 4,311,000.0000 262,970.96 07/31/2007 12X4215 1215201 09/30/2039 01995 7.319998800 5,000.0000 305.00 07/31/2007 12X4215 1215201 09/30/2029 01996 6.810001200 269,983,000.0000 15,321,537.95 07/31/2007 12X4215 1215201 09/30/2030 01996 6.810001200 100,000,000.0000 5,675,001.00 07/31/2007 12X4215 1215201 09/30/2037 01996 6.810001200 4,100,000.0000 232,675.04 07/31/2007 12X4215 1215201 09/30/2038 01996 6.810001200 14,424,700.0000 818,601.87 07/31/2007 12X4215 1215201 09/30/2030 01997 6.649999200 146,491,000.0000 8,118,041.94 07/31/2007 12X4215 1215201 09/30/2031 01997 6.649999200 138,200,000.0000 7,658,582.41 07/31/2007 12X4215 1215201 09/30/2032 01997 6.649999200 5,500,000.0000 304,791.63 07/31/2007 12X4215 1215201 09/30/2037 01997 6.649999200 4,200,000.0000 232,749.97 07/31/2007 12X4215 1215201 09/30/2038 01997 6.649999200 6,367,000.0000 352,837.87 07/31/2007 12X4215 1215201 09/30/2031 01998 5.960001600 261,130,000.0000 12,969,460.15 07/31/2007 12X4215 1215201 09/30/2032 01998 5.960001600 172,100,000.0000 8,547,635.63 07/31/2007 12X4215 1215201 09/30/2033 01998 5.960001600 7,200,000.0000 357,600.10 07/31/2007 12X4215 1215201 09/30/2037 01998 5.960001600 20,500,000.0000 1,018,166.94 07/31/2007 12X4215 1215201 09/30/2038 01998 5.960001600 9,722,000.0000 482,859.46 07/31/2007 12X4215 1215201 09/30/2032 01999 5.950000800 269,521,000.0000 13,363,751.38 07/31/2007 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 9,867,084.66 07/31/2007 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 446,250.06 07/31/2007 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 1,199,916.83 07/31/2007 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 519,806.94 07/31/2007 12X4215 1215201 09/30/2033 02000 6.199999200 323,897,000.0000 16,734,676.17 07/31/2007 12X4215 1215201 09/30/2034 02000 6.199999200 236,600,000.0000 12,224,331.76 07/31/2007 12X4215 1215201 09/30/2035 02000 6.199999200 15,000,000.0000 774,999.90 07/31/2007 12X4215 1215201 09/30/2037 02000 6.199999200 3,000,000.0000 154,999.98 07/31/2007 12X4215 1215201 09/30/2038 02000 6.199999200 8,800,500.0000 454,692.44 07/31/2007 12X4215 1215201 09/30/2034 02001 5.069998800 404,089,000.0000 17,072,756.21 07/31/2007 12X4215 1215201 09/30/2035 02001 5.069998800 236,000,000.0000 9,970,997.64 07/31/2007 12X4215 1215201 09/30/2036 02001 5.069998800 10,000,000.0000 422,499.90 07/31/2007 12X4215 1215201 09/30/2037 02001 5.069998800 13,200,000.0000 557,699.87 07/31/2007 12X4215 1215201 09/30/2038 02001 5.069998800 8,686,000.0000 366,983.41 07/31/2007 12X4215 1215201 09/30/2035 02002 4.550000400 448,823,000.0000 17,017,873.58 07/31/2007 12X4215 1215201 09/30/2036 02002 4.550000400 233,000,000.0000 8,834,584.11 07/31/2007 12X4215 1215201 09/30/2037 02002 4.550000400 52,000,000.0000 1,971,666.84 07/31/2007 12X4215 1215201 09/30/2038 02002 4.550000400 46,350,100.0000 1,757,441.45 07/31/2007 12X4215 1215201 09/30/2039 02002 4.550000400 4,000.0000 151.67 07/31/2007 12X4215 1215201 09/30/2036 02003 4.119998400 464,174,000.0000 15,936,634.48 07/31/2007 12X4215 1215201 09/30/2037 02003 4.119998400 271,000,000.0000 9,304,329.72 07/31/2007 12X4215 1215201 09/30/2038 02003 4.119998400 115,557,000.0000 3,967,455.46 07/31/2007 12X4215 1215201 09/30/2039 02003 4.119998400 10,675,000.0000 366,508.19 07/31/2007 12X4215 1215201 09/30/2040 02003 4.119998400 131,000.0000 4,497.66 07/31/2007 12X4215 1215201 09/30/2037 02004 4.330000800 734,246,000.0000 26,494,048.06 07/31/2007 12X4215 1215201 09/30/2038 02004 4.330000800 330,310,000.0000 11,918,688.04 07/31/2007 12X4215 1215201 09/30/2039 02004 4.330000800 17,413,000.0000 628,319.20 07/31/2007 12X4215 1215201 09/30/2040 02004 4.330000800 1,009,000.0000 36,408.09 07/31/2007 12X4215 1215201 09/30/2038 02005 4.470001200 777,120,000.0000 28,947,727.77 07/31/2007 12X4215 1215201 09/30/2039 02005 4.470001200 278,957,000.0000 10,391,151.04 07/31/2007 12X4215 1215201 09/30/2040 02005 4.470001200 12,523,000.0000 466,481.88 07/31/2007 12X4215 1215201 09/30/2039 02006 4.989999600 885,945,000.0000 36,840,543.30 07/31/2007 12X4215 1215201 09/30/2040 02006 4.989999600 178,186,000.0000 7,409,567.24 07/31/2007 12X4215 1215201 09/30/2040 02007 4.989999600 556,730,000.0000 23,150,687.31 07/31/2007 ------------------------ ---------------------- 9,966,563,700.0000 446,740,544.36 202 SUB-COHORT 12X4215 1215202 09/30/2019 01992 7.490001600 304,726.0000 19,019.99 07/31/2007 12X4215 1215202 09/30/2021 01992 7.490001600 700,000.0000 43,691.68 07/31/2007 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 1,248.33 07/31/2007 12X4215 1215202 09/30/2017 01993 6.670000800 76,000.0000 4,224.33 07/31/2007 12X4215 1215202 09/30/2019 01993 6.670000800 400,000.0000 22,233.34 07/31/2007 12X4215 1215202 09/30/2021 01993 6.670000800 600,000.0000 33,350.00 07/31/2007 12X4215 1215202 09/30/2026 01993 6.670000800 18,000.0000 1,000.50 07/31/2007 12X4215 1215202 09/30/2015 01994 6.819998400 1,992,000.0000 113,211.97 07/31/2007 12X4215 1215202 09/30/2019 01994 6.819998400 1,545,000.0000 87,807.48 07/31/2007 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 17,220.50 07/31/2007 12X4215 1215202 09/30/2015 01995 7.189999200 2,324,000.0000 139,246.32 07/31/2007 12X4215 1215202 09/30/2019 01995 7.189999200 1,663,000.0000 99,641.41 07/31/2007 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 28,460.41 07/31/2007 12X4215 1215202 09/30/2019 01996 6.639998400 1,860,000.0000 102,919.98 07/31/2007 12X4215 1215202 09/30/2020 01996 6.639998400 3,020,000.0000 167,106.63 07/31/2007 12X4215 1215202 09/30/2026 01996 6.639998400 1,125,000.0000 62,249.99 07/31/2007 12X4215 1215202 09/30/2018 01997 6.670000800 2,707,000.0000 150,464.10 07/31/2007 12X4215 1215202 09/30/2019 01997 6.670000800 1,844,000.0000 102,495.68 07/31/2007 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 77,649.93 07/31/2007 12X4215 1215202 09/30/2018 01998 5.829998400 2,158,000.0000 104,842.80 07/31/2007 12X4215 1215202 09/30/2019 01998 5.829998400 3,711,000.0000 180,292.70 07/31/2007 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 103,142.39 07/31/2007 12X4215 1215202 09/30/2019 01999 5.789998800 4,844,000.0000 233,722.95 07/31/2007 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 2,895.00 07/31/2007 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 109,672.23 07/31/2007 12X4215 1215202 09/30/2020 02000 6.249999600 4,283,000.0000 223,072.90 07/31/2007 12X4215 1215202 09/30/2021 02000 6.249999600 2,100,000.0000 109,374.99 07/31/2007 12X4215 1215202 09/30/2026 02000 6.249999600 2,974,000.0000 154,895.82 07/31/2007 12X4215 1215202 09/30/2021 02001 5.180000400 7,452,000.0000 321,678.02 07/31/2007 12X4215 1215202 09/30/2022 02001 5.180000400 3,000,000.0000 129,500.01 07/31/2007 12X4215 1215202 09/30/2024 02001 5.180000400 920,000.0000 39,713.34 07/31/2007 12X4215 1215202 09/30/2025 02001 5.180000400 21,400.0000 923.77 07/31/2007 12X4215 1215202 09/30/2026 02001 5.180000400 1,580,000.0000 68,203.34 07/31/2007 12X4215 1215202 09/30/2022 02002 4.770000000 7,653,000.0000 304,206.75 07/31/2007 12X4215 1215202 09/30/2023 02002 4.770000000 4,000,000.0000 159,000.00 07/31/2007 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 74,014.50 07/31/2007 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 234.53 07/31/2007 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 67,471.65 07/31/2007 12X4215 1215202 09/30/2023 02003 4.110001200 9,478,000.0000 324,621.59 07/31/2007 12X4215 1215202 09/30/2024 02003 4.110001200 6,500,000.0000 222,625.07 07/31/2007 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 22,947.51 07/31/2007 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 24,077.76 07/31/2007 12X4215 1215202 09/30/2024 02004 4.439998800 14,394,000.0000 532,577.86 07/31/2007 12X4215 1215202 09/30/2025 02004 4.439998800 3,560,000.0000 131,719.96 07/31/2007 12X4215 1215202 09/30/2026 02004 4.439998800 1,006,000.0000 37,221.99 07/31/2007 12X4215 1215202 09/30/2025 02005 4.330000800 18,538,000.0000 668,912.96 07/31/2007 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 144,513.78 07/31/2007 12X4215 1215202 09/30/2027 02005 4.330000800 73,000.0000 2,634.08 07/31/2007 12X4215 1215202 09/30/2026 02006 4.989999600 21,554,000.0000 896,287.09 07/31/2007 12X4215 1215202 09/30/2027 02006 4.989999600 2,416,000.0000 100,465.33 07/31/2007 12X4215 1215202 09/30/2027 02007 4.989999600 12,173,000.0000 506,193.88 07/31/2007 ------------------------ ---------------------- 170,161,426.0000 7,274,899.12 203 SUB-COHORT 12X4215 1215203 09/30/2025 01992 7.570000800 10,712,000.0000 675,748.74 07/31/2007 12X4215 1215203 09/30/2026 01992 7.570000800 2,300,000.0000 145,091.68 07/31/2007 12X4215 1215203 09/30/2027 01992 7.570000800 1,400,000.0000 88,316.68 07/31/2007 12X4215 1215203 09/30/2039 01992 7.570000800 13,868,000.0000 874,839.76 07/31/2007 12X4215 1215203 09/30/2026 01993 6.660000000 17,377,000.0000 964,423.50 07/31/2007 12X4215 1215203 09/30/2027 01993 6.660000000 2,300,000.0000 127,650.00 07/31/2007 12X4215 1215203 09/30/2039 01993 6.660000000 6,327,000.0000 351,148.50 07/31/2007 12X4215 1215203 09/30/2027 01994 6.779998800 23,531,000.0000 1,329,501.26 07/31/2007 12X4215 1215203 09/30/2032 01994 6.779998800 1,013,000.0000 57,234.49 07/31/2007 12X4215 1215203 09/30/2030 01997 6.320001600 1,509,000.0000 79,474.02 07/31/2007 12X4215 1215203 09/30/2031 01997 6.320001600 3,000,000.0000 158,000.04 07/31/2007 12X4215 1215203 09/30/2031 01998 5.979999600 6,240,000.0000 310,959.98 07/31/2007 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 47,989.50 07/31/2007 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 134.55 07/31/2007 12X4215 1215203 09/30/2032 01999 5.820001200 5,413,000.0000 262,530.55 07/31/2007 12X4215 1215203 09/30/2033 02000 6.339999600 2,706,000.0000 142,966.99 07/31/2007 12X4215 1215203 09/30/2034 02001 4.730000400 555,000.0000 21,876.25 07/31/2007 12X4215 1215203 09/30/2035 02002 4.939999200 511,000.0000 21,036.16 07/31/2007 12X4215 1215203 09/30/2036 02003 1.540000800 457,000.0000 5,864.84 07/31/2007 12X4215 1215203 09/30/2037 02004 2.059999200 369,000.0000 6,334.50 07/31/2007 12X4215 1215203 09/30/2038 02005 3.880000800 602,000.0000 19,464.67 07/31/2007 12X4215 1215203 09/30/2039 02006 4.989999600 420,000.0000 17,465.00 07/31/2007 12X4215 1215203 09/30/2040 02007 4.989999600 55,000.0000 2,287.08 07/31/2007 ------------------------ ---------------------- 101,630,700.0000 5,710,338.74 206 SUB-COHORT 12X4215 1215206 09/30/2026 01992 6.919999200 246,000.0000 14,186.00 07/31/2007 12X4215 1215206 09/30/2027 01992 6.919999200 1,248,000.0000 71,967.99 07/31/2007 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 57,666.66 07/31/2007 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 103,799.99 07/31/2007 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 92,266.66 07/31/2007 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 2,249.00 07/31/2007 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 20,760.00 07/31/2007 12X4215 1215206 09/30/2028 01993 7.049998800 2,378,000.0000 139,707.48 07/31/2007 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 117,088.73 07/31/2007 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 76,374.99 07/31/2007 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 28,670.00 07/31/2007 12X4215 1215206 09/30/2028 01994 6.990001200 2,436,000.0000 141,897.02 07/31/2007 12X4215 1215206 09/30/2029 01994 6.990001200 2,000,000.0000 116,500.02 07/31/2007 12X4215 1215206 09/30/2030 01994 6.990001200 700,000.0000 40,775.01 07/31/2007 12X4215 1215206 09/30/2032 01994 6.990001200 1,815,000.0000 105,723.77 07/31/2007 12X4215 1215206 09/30/2033 01994 6.990001200 220,000.0000 12,815.00 07/31/2007 12X4215 1215206 09/30/2034 01994 6.990001200 400,000.0000 23,300.00 07/31/2007 12X4215 1215206 09/30/2038 01994 6.990001200 293,000.0000 17,067.25 07/31/2007 12X4215 1215206 09/30/2029 01995 6.950001600 1,548,000.0000 89,655.02 07/31/2007 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 115,833.36 07/31/2007 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 69,500.02 07/31/2007 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 17,954.17 07/31/2007 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 11,293.75 07/31/2007 12X4215 1215206 09/30/2029 01996 6.419998800 2,212,000.0000 118,341.98 07/31/2007 12X4215 1215206 09/30/2030 01996 6.419998800 3,000,000.0000 160,499.97 07/31/2007 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 73,562.49 07/31/2007 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 106,999.98 07/31/2007 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,675.00 07/31/2007 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 21,400.00 07/31/2007 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 23,379.50 07/31/2007 12X4215 1215206 09/30/2030 01997 6.040000800 1,286,000.0000 64,728.68 07/31/2007 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 151,000.02 07/31/2007 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 50,333.34 07/31/2007 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 35,233.34 07/31/2007 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 20,133.34 07/31/2007 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 15,955.67 07/31/2007 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 145,443.56 07/31/2007 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 39,866.66 07/31/2007 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 49,833.33 07/31/2007 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 12,807.17 07/31/2007 12X4215 1215206 09/30/2034 01999 5.699998800 224,000.0000 10,640.00 07/31/2007 12X4215 1215206 09/30/2035 01999 5.699998800 3,000,000.0000 142,499.97 07/31/2007 12X4215 1215206 09/30/2036 01999 5.699998800 1,000,000.0000 47,499.99 07/31/2007 12X4215 1215206 09/30/2037 01999 5.699998800 3,400,000.0000 161,499.97 07/31/2007 12X4215 1215206 09/30/2038 01999 5.699998800 755,000.0000 35,862.49 07/31/2007 12X4215 1215206 09/30/2035 02000 5.349999600 4,954,000.0000 220,865.82 07/31/2007 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 164,958.32 07/31/2007 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 116,629.99 07/31/2007 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 27,998.33 07/31/2007 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 92,332.08 07/31/2007 12X4215 1215206 09/30/2035 02001 5.420001600 1,884,000.0000 85,094.03 07/31/2007 12X4215 1215206 09/30/2036 02001 5.420001600 1,500,000.0000 67,750.02 07/31/2007 12X4215 1215206 09/30/2037 02001 5.420001600 6,400,000.0000 289,066.75 07/31/2007 12X4215 1215206 09/30/2038 02001 5.420001600 2,748,000.0000 124,118.04 07/31/2007 12X4215 1215206 09/30/2039 02001 5.420001600 1,593,000.0000 71,950.52 07/31/2007 12X4215 1215206 09/30/2040 02001 5.420001600 328,000.0000 14,814.67 07/31/2007 12X4215 1215206 09/30/2037 02002 5.109998400 4,756,000.0000 202,526.27 07/31/2007 12X4215 1215206 09/30/2038 02002 5.109998400 7,200,000.0000 306,599.90 07/31/2007 12X4215 1215206 09/30/2039 02002 5.109998400 1,572,000.0000 66,940.98 07/31/2007 12X4215 1215206 09/30/2040 02002 5.109998400 460,000.0000 19,588.33 07/31/2007 12X4215 1215206 09/30/2037 02003 5.590000800 1,447,000.0000 67,406.09 07/31/2007 12X4215 1215206 09/30/2038 02003 5.590000800 1,787,000.0000 83,244.43 07/31/2007 12X4215 1215206 09/30/2039 02003 5.590000800 4,394,000.0000 204,687.20 07/31/2007 12X4215 1215206 09/30/2040 02003 5.590000800 905,000.0000 42,157.92 07/31/2007 12X4215 1215206 09/30/2038 02004 4.979998800 72,000.0000 2,988.00 07/31/2007 12X4215 1215206 09/30/2039 02004 4.979998800 2,959,000.0000 122,798.47 07/31/2007 12X4215 1215206 09/30/2040 02004 4.979998800 7,584,000.0000 314,735.92 07/31/2007 12X4215 1215206 09/30/2038 02005 5.450000400 336,000.0000 15,260.00 07/31/2007 12X4215 1215206 09/30/2039 02005 5.450000400 586,000.0000 26,614.17 07/31/2007 12X4215 1215206 09/30/2040 02005 5.450000400 1,108,000.0000 50,321.67 07/31/2007 12X4215 1215206 09/30/2039 02006 4.989999600 143,000.0000 5,946.42 07/31/2007 12X4215 1215206 09/30/2040 02006 4.989999600 740,000.0000 30,771.66 07/31/2007 12X4215 1215206 09/30/2040 02007 4.989999600 188,000.0000 7,817.67 07/31/2007 ------------------------ ---------------------- 119,759,600.0000 5,823,232.01 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 133,837,000.0000 7,606,401.05 07/31/2007 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 4,438,682.29 07/31/2007 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 170,499.96 07/31/2007 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 1,761,832.92 07/31/2007 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 735,707.33 07/31/2007 12X4215 1215207 09/30/2044 01993 6.890000400 151,500,000.0000 8,698,625.51 07/31/2007 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 3,100,500.18 07/31/2007 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 1,952,166.78 07/31/2007 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 718,454.79 07/31/2007 12X4215 1215207 09/30/2045 01994 7.089998400 93,539,000.0000 5,526,594.67 07/31/2007 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 3,781,332.48 07/31/2007 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,713,416.28 07/31/2007 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 975,465.61 07/31/2007 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 565,427.37 07/31/2007 12X4215 1215207 09/30/2046 01995 6.710000400 61,170,000.0000 3,420,422.70 07/31/2007 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 111,833.34 07/31/2007 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 55,916.67 07/31/2007 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 782,833.38 07/31/2007 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 59,774.92 07/31/2007 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 374,362.11 07/31/2007 12X4215 1215207 09/30/2047 01996 6.459998400 17,936,000.0000 965,554.43 07/31/2007 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,561,166.28 07/31/2007 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 484,499.88 07/31/2007 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 35,939.12 07/31/2007 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 275,734.27 07/31/2007 12X4215 1215207 09/30/2048 01997 5.829998400 34,080,000.0000 1,655,719.55 07/31/2007 12X4215 1215207 09/30/2049 01997 5.829998400 17,000,000.0000 825,916.44 07/31/2007 12X4215 1215207 09/30/2050 01997 5.829998400 1,000,000.0000 48,583.32 07/31/2007 12X4215 1215207 09/30/2051 01997 5.829998400 1,000,000.0000 48,583.32 07/31/2007 12X4215 1215207 09/30/2052 01997 5.829998400 14,000,000.0000 680,166.48 07/31/2007 12X4215 1215207 09/30/2055 01997 5.829998400 1,557,500.0000 75,668.52 07/31/2007 12X4215 1215207 09/30/2056 01997 5.829998400 5,215,000.0000 253,362.01 07/31/2007 12X4215 1215207 09/30/2048 01998 5.630000400 3,530,000.0000 165,615.85 07/31/2007 12X4215 1215207 09/30/2049 01998 5.630000400 29,400,000.0000 1,379,350.10 07/31/2007 12X4215 1215207 09/30/2050 01998 5.630000400 19,000,000.0000 891,416.73 07/31/2007 12X4215 1215207 09/30/2051 01998 5.630000400 3,000,000.0000 140,750.01 07/31/2007 12X4215 1215207 09/30/2052 01998 5.630000400 6,000,000.0000 281,500.02 07/31/2007 12X4215 1215207 09/30/2053 01998 5.630000400 13,000,000.0000 609,916.71 07/31/2007 12X4215 1215207 09/30/2055 01998 5.630000400 2,342,000.0000 109,878.84 07/31/2007 12X4215 1215207 09/30/2056 01998 5.630000400 591,000.0000 27,727.75 07/31/2007 12X4215 1215207 09/30/2049 01999 5.870001600 5,233,000.0000 255,980.99 07/31/2007 12X4215 1215207 09/30/2050 01999 5.870001600 23,000,000.0000 1,125,083.64 07/31/2007 12X4215 1215207 09/30/2051 01999 5.870001600 13,000,000.0000 635,916.84 07/31/2007 12X4215 1215207 09/30/2052 01999 5.870001600 8,000,000.0000 391,333.44 07/31/2007 12X4215 1215207 09/30/2053 01999 5.870001600 4,200,000.0000 205,450.06 07/31/2007 12X4215 1215207 09/30/2055 01999 5.870001600 2,898,200.0000 141,770.32 07/31/2007 12X4215 1215207 09/30/2056 01999 5.870001600 1,455,000.0000 71,173.77 07/31/2007 12X4215 1215207 09/30/2057 01999 5.870001600 518,000.0000 25,338.84 07/31/2007 12X4215 1215207 09/30/2051 02000 5.590000800 20,022,000.0000 932,691.63 07/31/2007 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 1,118,000.16 07/31/2007 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 419,250.06 07/31/2007 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 66,148.34 07/31/2007 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 128,290.52 07/31/2007 12X4215 1215207 09/30/2057 02000 5.590000800 997,000.0000 46,443.59 07/31/2007 12X4215 1215207 09/30/2052 02001 5.450000400 23,630,000.0000 1,073,195.91 07/31/2007 12X4215 1215207 09/30/2053 02001 5.450000400 27,300,000.0000 1,239,875.09 07/31/2007 12X4215 1215207 09/30/2055 02001 5.450000400 5,969,000.0000 271,092.10 07/31/2007 12X4215 1215207 09/30/2056 02001 5.450000400 2,953,000.0000 134,115.43 07/31/2007 12X4215 1215207 09/30/2057 02001 5.450000400 325,500.0000 14,783.13 07/31/2007 12X4215 1215207 09/30/2053 02002 5.209999200 35,581,000.0000 1,544,808.18 07/31/2007 12X4215 1215207 09/30/2055 02002 5.209999200 12,000,000.0000 520,999.92 07/31/2007 12X4215 1215207 09/30/2056 02002 5.209999200 4,665,000.0000 202,538.72 07/31/2007 12X4215 1215207 09/30/2057 02002 5.209999200 4,154,000.0000 180,352.81 07/31/2007 12X4215 1215207 09/30/2053 02003 5.310000000 27,826,000.0000 1,231,300.50 07/31/2007 12X4215 1215207 09/30/2055 02003 5.310000000 17,800,000.0000 787,650.00 07/31/2007 12X4215 1215207 09/30/2056 02003 5.310000000 9,498,000.0000 420,286.50 07/31/2007 12X4215 1215207 09/30/2057 02003 5.310000000 3,671,000.0000 162,441.75 07/31/2007 12X4215 1215207 09/30/2055 02004 5.050000800 18,535,000.0000 780,014.71 07/31/2007 12X4215 1215207 09/30/2056 02004 5.050000800 16,995,000.0000 715,206.36 07/31/2007 12X4215 1215207 09/30/2057 02004 5.050000800 6,055,000.0000 254,814.62 07/31/2007 12X4215 1215207 09/30/2055 02005 5.500000800 1,954,000.0000 89,558.35 07/31/2007 12X4215 1215207 09/30/2056 02005 5.500000800 13,564,000.0000 621,683.42 07/31/2007 12X4215 1215207 09/30/2057 02005 5.500000800 10,767,000.0000 493,487.57 07/31/2007 12X4215 1215207 09/30/2056 02006 4.989999600 1,655,000.0000 68,820.41 07/31/2007 12X4215 1215207 09/30/2057 02006 4.989999600 4,111,000.0000 170,949.07 07/31/2007 ------------------------ ---------------------- 1,387,394,800.0000 73,608,146.72 208 SUB-COHORT 12X4215 1215208 09/30/2007 02001 3.399998400 87,000.0000 2,465.00 07/31/2007 12X4215 1215208 09/30/2008 02001 3.399998400 1,400,000.0000 39,666.65 07/31/2007 12X4215 1215208 09/30/2007 02003 2.760001200 3,100.0000 71.30 07/31/2007 12X4215 1215208 09/30/2008 02003 2.760001200 200,000.0000 4,600.00 07/31/2007 12X4215 1215208 09/30/2007 02004 3.430000800 2,732,000.0000 78,089.68 07/31/2007 12X4215 1215208 09/30/2008 02004 3.430000800 773,000.0000 22,094.92 07/31/2007 12X4215 1215208 09/30/2007 02005 3.390001200 403,100.0000 11,387.58 07/31/2007 12X4215 1215208 09/30/2008 02005 3.390001200 58,000.0000 1,638.50 07/31/2007 12X4215 1215208 09/30/2008 02006 4.989999600 252,000.0000 10,479.00 07/31/2007 12X4215 1215208 09/30/2009 02006 4.989999600 73,000.0000 3,035.58 07/31/2007 ------------------------ ---------------------- 5,981,200.0000 173,528.21 209 SUB-COHORT 12X4215 1215209 09/30/2044 01993 6.649999200 226,000.0000 12,524.17 07/31/2007 12X4215 1215209 09/30/2044 01994 6.770001600 1,459,000.0000 82,311.94 07/31/2007 12X4215 1215209 09/30/2047 01997 6.890000400 1,144,000.0000 65,684.67 07/31/2007 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 2,870.83 07/31/2007 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 976.08 07/31/2007 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 22,966.67 07/31/2007 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 4,972.28 07/31/2007 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 177.99 07/31/2007 12X4215 1215209 09/30/2056 01999 5.810000400 2,000.0000 96.83 07/31/2007 12X4215 1215209 09/30/2050 02000 6.360001200 492,000.0000 26,076.00 07/31/2007 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 450.50 07/31/2007 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 736.70 07/31/2007 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 79.50 07/31/2007 12X4215 1215209 09/30/2051 02001 5.670000000 828,000.0000 39,123.00 07/31/2007 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 5,670.00 07/31/2007 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 1,167.08 07/31/2007 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 354.38 07/31/2007 12X4215 1215209 09/30/2052 02002 5.619999600 939,000.0000 43,976.50 07/31/2007 12X4215 1215209 09/30/2056 02002 5.619999600 5,000.0000 234.17 07/31/2007 12X4215 1215209 09/30/2052 02003 4.910000400 432,000.0000 17,676.00 07/31/2007 12X4215 1215209 09/30/2054 02003 4.910000400 800,000.0000 32,733.34 07/31/2007 12X4215 1215209 09/30/2054 02004 5.240001600 245,000.0000 10,698.34 07/31/2007 12X4215 1215209 09/30/2056 02004 5.240001600 10,000.0000 436.67 07/31/2007 12X4215 1215209 09/30/2055 02005 4.579999200 700,000.0000 26,716.66 07/31/2007 12X4215 1215209 09/30/2056 02005 4.579999200 177,000.0000 6,755.50 07/31/2007 ------------------------ ---------------------- 8,191,800.0000 405,465.80 212 SUB-COHORT 12X4215 1215212 09/30/2008 02001 5.370001200 179,000.0000 8,010.25 07/31/2007 12X4215 1215212 09/30/2008 02002 5.289998400 414,000.0000 18,250.49 07/31/2007 12X4215 1215212 09/30/2008 02003 4.250001600 220,500.0000 7,809.38 07/31/2007 ------------------------ ---------------------- 813,500.0000 34,070.12 401 SUB-COHORT 12X4215 1215401 09/30/2007 02000 5.709999600 333,000.0000 15,845.25 07/31/2007 12X4215 1215401 09/30/2008 02000 5.709999600 219,000.0000 10,420.75 07/31/2007 12X4215 1215401 09/30/2008 02001 3.700000800 1,537,000.0000 47,390.84 07/31/2007 12X4215 1215401 09/30/2008 02003 2.120000400 33,000.0000 583.00 07/31/2007 12X4215 1215401 09/30/2007 02004 3.470000400 1,176,000.0000 34,006.00 07/31/2007 12X4215 1215401 09/30/2008 02004 3.470000400 123,000.0000 3,556.75 07/31/2007 12X4215 1215401 09/30/2007 02005 3.620001600 1,759,000.0000 53,063.19 07/31/2007 12X4215 1215401 09/30/2008 02006 4.989999600 264,000.0000 10,978.00 07/31/2007 12X4215 1215401 09/30/2009 02006 4.989999600 1,175,000.0000 48,860.41 07/31/2007 ------------------------ ---------------------- 6,619,000.0000 224,704.19 ======================== ====================== 11,767,115,726.0000 539,994,929.27 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00