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 144,166,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2026 01992 7.490001600 101,900,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2026 01993 6.670000800 208,627,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2027 01994 7.319998800 247,139,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2028 01994 7.319998800 243,300,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2037 01994 7.319998800 11,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 01994 7.319998800 10,900,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 01994 7.319998800 45,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2028 01995 7.329999600 293,249,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2029 01996 6.789999600 230,983,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2030 01997 6.660000000 107,491,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2031 01998 5.940000000 190,130,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2032 01999 5.950000800 177,521,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2033 02000 6.210000000 240,397,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2034 02001 5.400000000 302,089,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2035 02001 5.400000000 236,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2036 02001 5.400000000 10,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2037 02001 5.400000000 13,200,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 02001 5.400000000 8,686,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 02001 5.400000000 37,800,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2035 02002 4.839998400 324,323,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2036 02002 4.839998400 233,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2037 02002 4.839998400 52,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 02002 4.839998400 46,350,100.0000 0.00 09/30/2007 12X4215 1215201 09/30/2039 02002 4.839998400 4,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 02002 4.839998400 36,200,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2036 02003 3.099999600 336,174,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2037 02003 3.099999600 271,000,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 02003 3.099999600 115,557,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2039 02003 3.099999600 10,675,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 02003 3.099999600 25,831,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2037 02004 4.759999200 582,246,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 02004 4.759999200 330,310,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2039 02004 4.759999200 17,413,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 02004 4.759999200 50,009,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2038 02005 4.020001200 659,620,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2039 02005 4.020001200 278,957,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 02005 4.020001200 57,158,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2039 02006 4.770000000 798,445,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 02006 4.770000000 229,682,000.0000 0.00 09/30/2007 12X4215 1215201 09/30/2040 02007 4.979998800 917,368,000.0000 0.00 09/30/2007 ------------------------ ---------------------- 9,690,632,700.0000 0.00 202 SUB-COHORT 12X4215 1215202 09/30/2019 01992 7.490001600 304,726.0000 0.00 09/30/2007 12X4215 1215202 09/30/2021 01992 7.490001600 700,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 0.00 09/30/2007 12X4215 1215202 09/30/2017 01993 6.670000800 76,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2019 01993 6.670000800 400,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2021 01993 6.670000800 600,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 01993 6.670000800 18,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2027 01993 6.670000800 72,900.0000 0.00 09/30/2007 12X4215 1215202 09/30/2015 01994 6.819998400 1,892,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2019 01994 6.819998400 1,545,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2015 01995 7.189999200 2,024,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2019 01995 7.189999200 1,663,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2019 01996 6.649999200 1,360,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2020 01996 6.649999200 3,020,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2018 01997 6.670000800 2,107,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2019 01997 6.670000800 1,844,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2018 01998 5.829998400 1,358,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2019 01998 5.829998400 3,711,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2019 01999 5.789998800 4,844,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2020 02000 6.239998800 3,283,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2021 02001 5.199998400 5,952,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2022 02001 5.199998400 3,000,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2024 02001 5.199998400 920,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2025 02001 5.199998400 21,400.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 02001 5.199998400 1,580,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2027 02001 5.199998400 400,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2022 02002 4.730000400 5,953,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2023 02002 4.730000400 4,000,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2024 02002 4.730000400 1,862,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2025 02002 4.730000400 5,900.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 02002 4.730000400 1,697,400.0000 0.00 09/30/2007 12X4215 1215202 09/30/2027 02002 4.730000400 500,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2023 02003 4.100000400 7,478,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2024 02003 4.100000400 6,500,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2025 02003 4.100000400 670,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 02003 4.100000400 703,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2027 02003 4.100000400 500,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2024 02004 4.430001600 12,094,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2025 02004 4.430001600 3,560,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 02004 4.430001600 1,006,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2027 02004 4.430001600 500,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2025 02005 4.399999200 16,038,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 02005 4.399999200 4,005,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2027 02005 4.399999200 773,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2026 02006 4.860000000 18,254,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2027 02006 4.860000000 3,101,000.0000 0.00 09/30/2007 12X4215 1215202 09/30/2027 02007 4.830001200 17,518,000.0000 0.00 09/30/2007 ------------------------ ---------------------- 163,248,026.0000 0.00 203 SUB-COHORT 12X4215 1215203 09/30/2025 01992 7.580001600 3,312,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2026 01992 7.580001600 2,300,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2027 01992 7.580001600 1,400,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2039 01992 7.580001600 13,868,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2040 01992 7.580001600 2,100,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2026 01993 6.649999200 11,377,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2027 01993 6.649999200 2,300,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2039 01993 6.649999200 6,327,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2040 01993 6.649999200 1,700,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2027 01994 6.789999600 13,331,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2032 01994 6.789999600 1,013,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2040 01994 6.789999600 1,100,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2031 01997 6.660000000 1,209,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2031 01998 5.979999600 4,440,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 0.00 09/30/2007 12X4215 1215203 09/30/2032 01999 5.810000400 2,613,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2033 02000 6.320001600 2,706,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2034 02001 4.929998400 555,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2035 02002 3.700000800 511,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2036 02003 3.589999200 457,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2037 02004 4.110001200 369,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2038 02005 4.320000000 602,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2039 02006 4.849999200 420,000.0000 0.00 09/30/2007 12X4215 1215203 09/30/2040 02007 4.889998800 161,000.0000 0.00 09/30/2007 ------------------------ ---------------------- 75,136,700.0000 0.00 206 SUB-COHORT 12X4215 1215206 09/30/2026 01992 6.919999200 246,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2027 01992 6.919999200 1,248,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2028 01993 7.049998800 2,378,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2028 01994 6.990001200 1,961,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2029 01994 6.990001200 2,000,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2030 01994 6.990001200 700,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2032 01994 6.990001200 1,815,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2033 01994 6.990001200 220,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2034 01994 6.990001200 400,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 01994 6.990001200 293,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2029 01995 6.950001600 1,548,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2029 01996 6.419998800 1,687,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2030 01996 6.419998800 3,000,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2030 01997 6.040000800 1,286,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 0.00 09/30/2007 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2034 01999 5.720000400 224,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2035 01999 5.720000400 3,000,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2036 01999 5.720000400 1,000,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2037 01999 5.720000400 3,400,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 01999 5.720000400 755,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2040 01999 5.720000400 400,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2035 02000 5.360000400 4,954,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2036 02000 5.360000400 3,700,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2037 02000 5.360000400 2,616,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 02000 5.360000400 628,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2039 02000 5.360000400 2,071,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2035 02001 5.420001600 1,124,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2036 02001 5.420001600 1,500,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2037 02001 5.420001600 6,400,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 02001 5.420001600 2,748,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2039 02001 5.420001600 1,593,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2040 02001 5.420001600 388,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2037 02002 5.109998400 4,756,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 02002 5.109998400 7,200,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2039 02002 5.109998400 1,572,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2040 02002 5.109998400 1,812,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2037 02003 5.590000800 1,447,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 02003 5.590000800 1,787,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2039 02003 5.590000800 4,394,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2040 02003 5.590000800 1,085,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 02004 4.979998800 72,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2039 02004 4.979998800 2,959,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2040 02004 4.979998800 6,584,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2038 02005 5.450000400 336,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2039 02005 5.450000400 586,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2040 02005 5.450000400 5,203,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2039 02006 5.389999200 143,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2040 02006 5.389999200 1,902,000.0000 0.00 09/30/2007 12X4215 1215206 09/30/2040 02007 5.389999200 1,223,000.0000 0.00 09/30/2007 ------------------------ ---------------------- 126,110,600.0000 0.00 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 118,337,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2044 01993 6.890000400 135,985,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2045 01994 7.089998400 79,714,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2046 01995 6.710000400 55,520,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2047 01996 6.459998400 16,436,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2048 01997 5.879998800 29,810,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2049 01997 5.879998800 17,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2050 01997 5.879998800 1,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2051 01997 5.879998800 1,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2052 01997 5.879998800 14,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2055 01997 5.879998800 1,557,500.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 01997 5.879998800 5,215,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 01997 5.879998800 3,600,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2049 01998 5.879998800 29,400,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2050 01998 5.879998800 19,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2051 01998 5.879998800 3,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2052 01998 5.879998800 6,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2053 01998 5.879998800 13,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2055 01998 5.879998800 2,342,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 01998 5.879998800 591,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 01998 5.879998800 4,500,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2049 01999 5.870001600 2,533,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2050 01999 5.870001600 23,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2051 01999 5.870001600 13,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2052 01999 5.870001600 8,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2053 01999 5.870001600 4,200,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2055 01999 5.870001600 2,898,200.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 01999 5.870001600 1,455,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 01999 5.870001600 4,023,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2051 02000 5.590000800 16,732,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2052 02001 5.450000400 23,630,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2053 02001 5.450000400 27,300,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2055 02001 5.450000400 5,969,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 02001 5.450000400 2,953,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 02001 5.450000400 2,629,500.0000 0.00 09/30/2007 12X4215 1215207 09/30/2053 02002 5.209999200 35,581,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2055 02002 5.209999200 12,000,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 02002 5.209999200 4,665,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 02002 5.209999200 6,254,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2053 02003 5.310000000 24,871,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2055 02003 5.310000000 17,800,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 02003 5.310000000 9,498,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 02003 5.310000000 3,626,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2055 02004 5.050000800 18,535,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 02004 5.050000800 16,995,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 02004 5.050000800 15,297,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2055 02005 5.500000800 1,454,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 02005 5.500000800 13,564,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 02005 5.500000800 14,206,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2056 02006 5.500000800 1,655,000.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 02006 5.500000800 13,540,800.0000 0.00 09/30/2007 12X4215 1215207 09/30/2057 02007 5.500000800 5,000,000.0000 0.00 09/30/2007 ------------------------ ---------------------- 1,400,984,600.0000 0.00 208 SUB-COHORT 12X4215 1215208 09/30/2008 02001 3.399998400 600,000.0000 0.00 09/30/2007 12X4215 1215208 09/30/2008 02003 2.760001200 200,000.0000 0.00 09/30/2007 12X4215 1215208 09/30/2008 02005 3.390001200 58,000.0000 0.00 09/30/2007 12X4215 1215208 09/30/2008 02006 3.710001600 252,000.0000 0.00 09/30/2007 12X4215 1215208 09/30/2009 02006 3.710001600 73,000.0000 0.00 09/30/2007 12X4215 1215208 09/30/2009 02007 3.430000800 975,000.0000 0.00 09/30/2007 ------------------------ ---------------------- 2,158,000.0000 0.00 209 SUB-COHORT 12X4215 1215209 09/30/2057 01992 7.570000800 200,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2044 01993 6.660000000 226,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2057 01993 6.660000000 600,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2044 01994 6.789999600 1,459,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2057 01994 6.789999600 2,440,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2047 01997 6.890000400 1,144,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 0.00 09/30/2007 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 0.00 09/30/2007 12X4215 1215209 09/30/2056 01999 5.810000400 2,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2057 01999 5.810000400 100,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2050 02000 6.360001200 492,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 0.00 09/30/2007 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 0.00 09/30/2007 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 0.00 09/30/2007 12X4215 1215209 09/30/2051 02001 5.670000000 828,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 0.00 09/30/2007 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 0.00 09/30/2007 12X4215 1215209 09/30/2052 02002 5.619999600 939,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2056 02002 5.619999600 5,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2052 02003 4.910000400 432,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2054 02003 4.910000400 800,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2054 02004 5.240001600 245,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2056 02004 5.240001600 10,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2055 02005 4.579999200 700,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2056 02005 4.579999200 177,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2057 02006 5.460001200 1,000,000.0000 0.00 09/30/2007 12X4215 1215209 09/30/2057 02007 5.460001200 900,000.0000 0.00 09/30/2007 ------------------------ ---------------------- 13,431,800.0000 0.00 212 SUB-COHORT 12X4215 1215212 09/30/2008 02001 5.420001600 179,000.0000 0.00 09/30/2007 12X4215 1215212 09/30/2009 02001 5.420001600 67,000.0000 0.00 09/30/2007 12X4215 1215212 09/30/2008 02002 5.230000800 414,000.0000 0.00 09/30/2007 12X4215 1215212 09/30/2008 02003 4.489999200 220,500.0000 0.00 09/30/2007 ------------------------ ---------------------- 880,500.0000 0.00 401 SUB-COHORT 12X4215 1215401 09/30/2008 02001 3.700000800 1,537,000.0000 0.00 09/30/2007 12X4215 1215401 09/30/2008 02003 2.120000400 33,000.0000 0.00 09/30/2007 12X4215 1215401 09/30/2008 02006 3.719998800 264,000.0000 0.00 09/30/2007 12X4215 1215401 09/30/2009 02006 3.719998800 1,175,000.0000 0.00 09/30/2007 ------------------------ ---------------------- 3,009,000.0000 0.00 ======================== ====================== 11,475,591,926.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00