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 899,836.31 10/31/2007 12X4215 1215201 09/30/2026 01992 7.490001600 101,900,000.0000 636,025.97 10/31/2007 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 177,887.54 10/31/2007 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 83,014.18 10/31/2007 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 84,262.52 10/31/2007 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 53,759.49 10/31/2007 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 29,192.28 10/31/2007 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 171,021.70 10/31/2007 12X4215 1215201 09/30/2026 01993 6.670000800 208,627,000.0000 1,159,618.55 10/31/2007 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 909,899.28 10/31/2007 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 54,076.48 10/31/2007 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 166,750.02 10/31/2007 12X4215 1215201 09/30/2027 01994 7.319998800 247,139,000.0000 1,507,547.65 10/31/2007 12X4215 1215201 09/30/2028 01994 7.319998800 243,300,000.0000 1,484,129.76 10/31/2007 12X4215 1215201 09/30/2037 01994 7.319998800 11,000,000.0000 67,099.99 10/31/2007 12X4215 1215201 09/30/2038 01994 7.319998800 10,900,000.0000 66,489.99 10/31/2007 12X4215 1215201 09/30/2040 01994 7.319998800 45,000,000.0000 274,499.96 10/31/2007 12X4215 1215201 09/30/2028 01995 7.329999600 293,249,000.0000 1,791,262.54 10/31/2007 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 26,333.02 10/31/2007 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 30.54 10/31/2007 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 164,924.99 10/31/2007 12X4215 1215201 09/30/2029 01996 6.789999600 230,983,000.0000 1,306,978.73 10/31/2007 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 565,833.30 10/31/2007 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 23,199.17 10/31/2007 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 81,619.76 10/31/2007 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 160,696.66 10/31/2007 12X4215 1215201 09/30/2030 01997 6.660000000 107,491,000.0000 596,575.05 10/31/2007 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 767,010.00 10/31/2007 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 30,525.00 10/31/2007 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 23,310.00 10/31/2007 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 35,336.85 10/31/2007 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 112,665.00 10/31/2007 12X4215 1215201 09/30/2031 01998 5.940000000 190,130,000.0000 941,143.50 10/31/2007 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 851,895.00 10/31/2007 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 35,640.00 10/31/2007 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 101,475.00 10/31/2007 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 48,123.90 10/31/2007 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 135,630.00 10/31/2007 12X4215 1215201 09/30/2032 01999 5.950000800 177,521,000.0000 880,208.41 10/31/2007 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 986,708.47 10/31/2007 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 44,625.01 10/31/2007 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 119,991.68 10/31/2007 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 51,980.69 10/31/2007 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 137,841.69 10/31/2007 12X4215 1215201 09/30/2033 02000 6.210000000 240,397,000.0000 1,244,054.48 10/31/2007 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 1,224,405.00 10/31/2007 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 77,625.00 10/31/2007 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 15,525.00 10/31/2007 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 45,542.59 10/31/2007 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 184,747.50 10/31/2007 12X4215 1215201 09/30/2034 02001 5.400000000 302,089,000.0000 1,359,400.50 10/31/2007 12X4215 1215201 09/30/2035 02001 5.400000000 236,000,000.0000 1,062,000.00 10/31/2007 12X4215 1215201 09/30/2036 02001 5.400000000 10,000,000.0000 45,000.00 10/31/2007 12X4215 1215201 09/30/2037 02001 5.400000000 13,200,000.0000 59,400.00 10/31/2007 12X4215 1215201 09/30/2038 02001 5.400000000 8,686,000.0000 39,087.00 10/31/2007 12X4215 1215201 09/30/2040 02001 5.400000000 37,800,000.0000 170,100.00 10/31/2007 12X4215 1215201 09/30/2035 02002 4.839998400 324,323,000.0000 1,308,102.33 10/31/2007 12X4215 1215201 09/30/2036 02002 4.839998400 233,000,000.0000 939,766.36 10/31/2007 12X4215 1215201 09/30/2037 02002 4.839998400 52,000,000.0000 209,733.26 10/31/2007 12X4215 1215201 09/30/2038 02002 4.839998400 46,350,100.0000 186,945.34 10/31/2007 12X4215 1215201 09/30/2039 02002 4.839998400 4,000.0000 16.13 10/31/2007 12X4215 1215201 09/30/2040 02002 4.839998400 36,200,000.0000 146,006.62 10/31/2007 12X4215 1215201 09/30/2036 02003 3.099999600 336,174,000.0000 868,449.39 10/31/2007 12X4215 1215201 09/30/2037 02003 3.099999600 271,000,000.0000 700,083.24 10/31/2007 12X4215 1215201 09/30/2038 02003 3.099999600 115,557,000.0000 298,522.21 10/31/2007 12X4215 1215201 09/30/2039 02003 3.099999600 10,675,000.0000 27,577.08 10/31/2007 12X4215 1215201 09/30/2040 02003 3.099999600 25,831,000.0000 66,730.07 10/31/2007 12X4215 1215201 09/30/2037 02004 4.759999200 582,246,000.0000 2,309,575.41 10/31/2007 12X4215 1215201 09/30/2038 02004 4.759999200 330,310,000.0000 1,310,229.45 10/31/2007 12X4215 1215201 09/30/2039 02004 4.759999200 17,413,000.0000 69,071.56 10/31/2007 12X4215 1215201 09/30/2040 02004 4.759999200 50,009,000.0000 198,369.00 10/31/2007 12X4215 1215201 09/30/2038 02005 4.020001200 659,620,000.0000 2,209,727.66 10/31/2007 12X4215 1215201 09/30/2039 02005 4.020001200 278,957,000.0000 934,506.23 10/31/2007 12X4215 1215201 09/30/2040 02005 4.020001200 57,158,000.0000 191,479.36 10/31/2007 12X4215 1215201 09/30/2039 02006 4.770000000 798,445,000.0000 3,173,818.88 10/31/2007 12X4215 1215201 09/30/2040 02006 4.770000000 229,682,000.0000 912,985.95 10/31/2007 12X4215 1215201 09/30/2040 02007 4.979998800 917,368,000.0000 3,807,076.28 10/31/2007 ------------------------ ---------------------- 9,690,632,700.0000 43,242,334.51 202 SUB-COHORT 12X4215 1215202 09/30/2019 01992 7.490001600 304,726.0000 1,902.00 10/31/2007 12X4215 1215202 09/30/2021 01992 7.490001600 700,000.0000 4,369.17 10/31/2007 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 124.83 10/31/2007 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 478.74 10/31/2007 12X4215 1215202 09/30/2017 01993 6.670000800 76,000.0000 422.43 10/31/2007 12X4215 1215202 09/30/2019 01993 6.670000800 400,000.0000 2,223.33 10/31/2007 12X4215 1215202 09/30/2021 01993 6.670000800 600,000.0000 3,335.00 10/31/2007 12X4215 1215202 09/30/2026 01993 6.670000800 18,000.0000 100.05 10/31/2007 12X4215 1215202 09/30/2027 01993 6.670000800 72,900.0000 405.20 10/31/2007 12X4215 1215202 09/30/2015 01994 6.819998400 1,892,000.0000 10,752.86 10/31/2007 12X4215 1215202 09/30/2019 01994 6.819998400 1,545,000.0000 8,780.75 10/31/2007 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 1,722.05 10/31/2007 12X4215 1215202 09/30/2015 01995 7.189999200 2,024,000.0000 12,127.13 10/31/2007 12X4215 1215202 09/30/2019 01995 7.189999200 1,663,000.0000 9,964.14 10/31/2007 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 2,846.04 10/31/2007 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 1,797.50 10/31/2007 12X4215 1215202 09/30/2019 01996 6.649999200 1,360,000.0000 7,536.67 10/31/2007 12X4215 1215202 09/30/2020 01996 6.649999200 3,020,000.0000 16,735.83 10/31/2007 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 6,234.37 10/31/2007 12X4215 1215202 09/30/2018 01997 6.670000800 2,107,000.0000 11,711.41 10/31/2007 12X4215 1215202 09/30/2019 01997 6.670000800 1,844,000.0000 10,249.57 10/31/2007 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 7,764.99 10/31/2007 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 1,667.50 10/31/2007 12X4215 1215202 09/30/2018 01998 5.829998400 1,358,000.0000 6,597.61 10/31/2007 12X4215 1215202 09/30/2019 01998 5.829998400 3,711,000.0000 18,029.27 10/31/2007 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 10,314.24 10/31/2007 12X4215 1215202 09/30/2019 01999 5.789998800 4,844,000.0000 23,372.30 10/31/2007 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 289.50 10/31/2007 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 10,967.22 10/31/2007 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 33.77 10/31/2007 12X4215 1215202 09/30/2020 02000 6.239998800 3,283,000.0000 17,071.60 10/31/2007 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 10,920.00 10/31/2007 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 15,464.80 10/31/2007 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 1,560.00 10/31/2007 12X4215 1215202 09/30/2021 02001 5.199998400 5,952,000.0000 25,791.99 10/31/2007 12X4215 1215202 09/30/2022 02001 5.199998400 3,000,000.0000 13,000.00 10/31/2007 12X4215 1215202 09/30/2024 02001 5.199998400 920,000.0000 3,986.67 10/31/2007 12X4215 1215202 09/30/2025 02001 5.199998400 21,400.0000 92.73 10/31/2007 12X4215 1215202 09/30/2026 02001 5.199998400 1,580,000.0000 6,846.66 10/31/2007 12X4215 1215202 09/30/2027 02001 5.199998400 400,000.0000 1,733.33 10/31/2007 12X4215 1215202 09/30/2022 02002 4.730000400 5,953,000.0000 23,464.74 10/31/2007 12X4215 1215202 09/30/2023 02002 4.730000400 4,000,000.0000 15,766.67 10/31/2007 12X4215 1215202 09/30/2024 02002 4.730000400 1,862,000.0000 7,339.38 10/31/2007 12X4215 1215202 09/30/2025 02002 4.730000400 5,900.0000 23.26 10/31/2007 12X4215 1215202 09/30/2026 02002 4.730000400 1,697,400.0000 6,690.59 10/31/2007 12X4215 1215202 09/30/2027 02002 4.730000400 500,000.0000 1,970.83 10/31/2007 12X4215 1215202 09/30/2023 02003 4.100000400 7,478,000.0000 25,549.84 10/31/2007 12X4215 1215202 09/30/2024 02003 4.100000400 6,500,000.0000 22,208.34 10/31/2007 12X4215 1215202 09/30/2025 02003 4.100000400 670,000.0000 2,289.17 10/31/2007 12X4215 1215202 09/30/2026 02003 4.100000400 703,000.0000 2,401.92 10/31/2007 12X4215 1215202 09/30/2027 02003 4.100000400 500,000.0000 1,708.33 10/31/2007 12X4215 1215202 09/30/2024 02004 4.430001600 12,094,000.0000 44,647.03 10/31/2007 12X4215 1215202 09/30/2025 02004 4.430001600 3,560,000.0000 13,142.34 10/31/2007 12X4215 1215202 09/30/2026 02004 4.430001600 1,006,000.0000 3,713.82 10/31/2007 12X4215 1215202 09/30/2027 02004 4.430001600 500,000.0000 1,845.83 10/31/2007 12X4215 1215202 09/30/2025 02005 4.399999200 16,038,000.0000 58,805.99 10/31/2007 12X4215 1215202 09/30/2026 02005 4.399999200 4,005,000.0000 14,685.00 10/31/2007 12X4215 1215202 09/30/2027 02005 4.399999200 773,000.0000 2,834.33 10/31/2007 12X4215 1215202 09/30/2026 02006 4.860000000 18,254,000.0000 73,928.70 10/31/2007 12X4215 1215202 09/30/2027 02006 4.860000000 3,101,000.0000 12,559.05 10/31/2007 12X4215 1215202 09/30/2027 02007 4.830001200 17,518,000.0000 70,509.97 10/31/2007 ------------------------ ---------------------- 163,248,026.0000 695,408.38 203 SUB-COHORT 12X4215 1215203 09/30/2025 01992 7.580001600 3,312,000.0000 20,920.80 10/31/2007 12X4215 1215203 09/30/2026 01992 7.580001600 2,300,000.0000 14,528.34 10/31/2007 12X4215 1215203 09/30/2027 01992 7.580001600 1,400,000.0000 8,843.34 10/31/2007 12X4215 1215203 09/30/2039 01992 7.580001600 13,868,000.0000 87,599.55 10/31/2007 12X4215 1215203 09/30/2040 01992 7.580001600 2,100,000.0000 13,265.00 10/31/2007 12X4215 1215203 09/30/2026 01993 6.649999200 11,377,000.0000 63,047.53 10/31/2007 12X4215 1215203 09/30/2027 01993 6.649999200 2,300,000.0000 12,745.83 10/31/2007 12X4215 1215203 09/30/2039 01993 6.649999200 6,327,000.0000 35,062.12 10/31/2007 12X4215 1215203 09/30/2040 01993 6.649999200 1,700,000.0000 9,420.83 10/31/2007 12X4215 1215203 09/30/2027 01994 6.789999600 13,331,000.0000 75,431.24 10/31/2007 12X4215 1215203 09/30/2032 01994 6.789999600 1,013,000.0000 5,731.89 10/31/2007 12X4215 1215203 09/30/2040 01994 6.789999600 1,100,000.0000 6,224.17 10/31/2007 12X4215 1215203 09/30/2031 01997 6.660000000 1,209,000.0000 6,709.95 10/31/2007 12X4215 1215203 09/30/2031 01998 5.979999600 4,440,000.0000 22,126.00 10/31/2007 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 4,798.95 10/31/2007 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 13.45 10/31/2007 12X4215 1215203 09/30/2032 01999 5.810000400 2,613,000.0000 12,651.28 10/31/2007 12X4215 1215203 09/30/2033 02000 6.320001600 2,706,000.0000 14,251.60 10/31/2007 12X4215 1215203 09/30/2034 02001 4.929998400 555,000.0000 2,280.12 10/31/2007 12X4215 1215203 09/30/2035 02002 3.700000800 511,000.0000 1,575.58 10/31/2007 12X4215 1215203 09/30/2036 02003 3.589999200 457,000.0000 1,367.19 10/31/2007 12X4215 1215203 09/30/2037 02004 4.110001200 369,000.0000 1,263.83 10/31/2007 12X4215 1215203 09/30/2038 02005 4.320000000 602,000.0000 2,167.20 10/31/2007 12X4215 1215203 09/30/2039 02006 4.849999200 420,000.0000 1,697.50 10/31/2007 12X4215 1215203 09/30/2040 02007 4.889998800 161,000.0000 656.07 10/31/2007 ------------------------ ---------------------- 75,136,700.0000 424,379.36 206 SUB-COHORT 12X4215 1215206 09/30/2026 01992 6.919999200 246,000.0000 1,418.60 10/31/2007 12X4215 1215206 09/30/2027 01992 6.919999200 1,248,000.0000 7,196.80 10/31/2007 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 5,766.67 10/31/2007 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 10,380.00 10/31/2007 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 9,226.67 10/31/2007 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 224.90 10/31/2007 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 2,076.00 10/31/2007 12X4215 1215206 09/30/2028 01993 7.049998800 2,378,000.0000 13,970.75 10/31/2007 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 11,708.87 10/31/2007 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 7,637.50 10/31/2007 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 2,867.00 10/31/2007 12X4215 1215206 09/30/2028 01994 6.990001200 1,961,000.0000 11,422.83 10/31/2007 12X4215 1215206 09/30/2029 01994 6.990001200 2,000,000.0000 11,650.00 10/31/2007 12X4215 1215206 09/30/2030 01994 6.990001200 700,000.0000 4,077.50 10/31/2007 12X4215 1215206 09/30/2032 01994 6.990001200 1,815,000.0000 10,572.38 10/31/2007 12X4215 1215206 09/30/2033 01994 6.990001200 220,000.0000 1,281.50 10/31/2007 12X4215 1215206 09/30/2034 01994 6.990001200 400,000.0000 2,330.00 10/31/2007 12X4215 1215206 09/30/2038 01994 6.990001200 293,000.0000 1,706.73 10/31/2007 12X4215 1215206 09/30/2029 01995 6.950001600 1,548,000.0000 8,965.50 10/31/2007 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 11,583.34 10/31/2007 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 6,950.00 10/31/2007 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 1,795.42 10/31/2007 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 1,129.38 10/31/2007 12X4215 1215206 09/30/2029 01996 6.419998800 1,687,000.0000 9,025.45 10/31/2007 12X4215 1215206 09/30/2030 01996 6.419998800 3,000,000.0000 16,050.00 10/31/2007 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 7,356.25 10/31/2007 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 10,700.00 10/31/2007 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 267.50 10/31/2007 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 2,140.00 10/31/2007 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 2,337.95 10/31/2007 12X4215 1215206 09/30/2030 01997 6.040000800 1,286,000.0000 6,472.87 10/31/2007 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 15,100.00 10/31/2007 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 5,033.33 10/31/2007 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 3,523.33 10/31/2007 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 2,013.33 10/31/2007 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 1,595.57 10/31/2007 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 14,544.36 10/31/2007 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 3,986.67 10/31/2007 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 4,983.33 10/31/2007 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 1,280.72 10/31/2007 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 4,121.22 10/31/2007 12X4215 1215206 09/30/2034 01999 5.720000400 224,000.0000 1,067.73 10/31/2007 12X4215 1215206 09/30/2035 01999 5.720000400 3,000,000.0000 14,300.00 10/31/2007 12X4215 1215206 09/30/2036 01999 5.720000400 1,000,000.0000 4,766.67 10/31/2007 12X4215 1215206 09/30/2037 01999 5.720000400 3,400,000.0000 16,206.67 10/31/2007 12X4215 1215206 09/30/2038 01999 5.720000400 755,000.0000 3,598.83 10/31/2007 12X4215 1215206 09/30/2040 01999 5.720000400 400,000.0000 1,906.67 10/31/2007 12X4215 1215206 09/30/2035 02000 5.360000400 4,954,000.0000 22,127.87 10/31/2007 12X4215 1215206 09/30/2036 02000 5.360000400 3,700,000.0000 16,526.67 10/31/2007 12X4215 1215206 09/30/2037 02000 5.360000400 2,616,000.0000 11,684.80 10/31/2007 12X4215 1215206 09/30/2038 02000 5.360000400 628,000.0000 2,805.07 10/31/2007 12X4215 1215206 09/30/2039 02000 5.360000400 2,071,000.0000 9,250.47 10/31/2007 12X4215 1215206 09/30/2035 02001 5.420001600 1,124,000.0000 5,076.73 10/31/2007 12X4215 1215206 09/30/2036 02001 5.420001600 1,500,000.0000 6,775.00 10/31/2007 12X4215 1215206 09/30/2037 02001 5.420001600 6,400,000.0000 28,906.68 10/31/2007 12X4215 1215206 09/30/2038 02001 5.420001600 2,748,000.0000 12,411.80 10/31/2007 12X4215 1215206 09/30/2039 02001 5.420001600 1,593,000.0000 7,195.05 10/31/2007 12X4215 1215206 09/30/2040 02001 5.420001600 388,000.0000 1,752.47 10/31/2007 12X4215 1215206 09/30/2037 02002 5.109998400 4,756,000.0000 20,252.63 10/31/2007 12X4215 1215206 09/30/2038 02002 5.109998400 7,200,000.0000 30,659.99 10/31/2007 12X4215 1215206 09/30/2039 02002 5.109998400 1,572,000.0000 6,694.10 10/31/2007 12X4215 1215206 09/30/2040 02002 5.109998400 1,812,000.0000 7,716.10 10/31/2007 12X4215 1215206 09/30/2037 02003 5.590000800 1,447,000.0000 6,740.61 10/31/2007 12X4215 1215206 09/30/2038 02003 5.590000800 1,787,000.0000 8,324.44 10/31/2007 12X4215 1215206 09/30/2039 02003 5.590000800 4,394,000.0000 20,468.72 10/31/2007 12X4215 1215206 09/30/2040 02003 5.590000800 1,085,000.0000 5,054.29 10/31/2007 12X4215 1215206 09/30/2038 02004 4.979998800 72,000.0000 298.80 10/31/2007 12X4215 1215206 09/30/2039 02004 4.979998800 2,959,000.0000 12,279.85 10/31/2007 12X4215 1215206 09/30/2040 02004 4.979998800 6,584,000.0000 27,323.59 10/31/2007 12X4215 1215206 09/30/2038 02005 5.450000400 336,000.0000 1,526.00 10/31/2007 12X4215 1215206 09/30/2039 02005 5.450000400 586,000.0000 2,661.42 10/31/2007 12X4215 1215206 09/30/2040 02005 5.450000400 5,203,000.0000 23,630.29 10/31/2007 12X4215 1215206 09/30/2039 02006 5.389999200 143,000.0000 642.31 10/31/2007 12X4215 1215206 09/30/2040 02006 5.389999200 1,902,000.0000 8,543.15 10/31/2007 12X4215 1215206 09/30/2040 02007 5.389999200 1,223,000.0000 5,493.31 10/31/2007 ------------------------ ---------------------- 126,110,600.0000 611,139.00 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 118,337,000.0000 672,548.46 10/31/2007 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 443,868.23 10/31/2007 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 17,050.00 10/31/2007 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 176,183.29 10/31/2007 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 73,570.73 10/31/2007 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 56,833.32 10/31/2007 12X4215 1215207 09/30/2044 01993 6.890000400 135,985,000.0000 780,780.59 10/31/2007 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 310,050.02 10/31/2007 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 195,216.68 10/31/2007 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 71,845.48 10/31/2007 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 52,823.34 10/31/2007 12X4215 1215207 09/30/2045 01994 7.089998400 79,714,000.0000 470,976.78 10/31/2007 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 378,133.25 10/31/2007 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 171,341.63 10/31/2007 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 97,546.56 10/31/2007 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 56,542.74 10/31/2007 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 72,081.65 10/31/2007 12X4215 1215207 09/30/2046 01995 6.710000400 55,520,000.0000 310,449.35 10/31/2007 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 11,183.33 10/31/2007 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 5,591.67 10/31/2007 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 78,283.34 10/31/2007 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 5,977.49 10/31/2007 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 37,436.21 10/31/2007 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 12,301.67 10/31/2007 12X4215 1215207 09/30/2047 01996 6.459998400 16,436,000.0000 88,480.44 10/31/2007 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 156,116.63 10/31/2007 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 48,449.99 10/31/2007 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 3,593.91 10/31/2007 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 27,573.43 10/31/2007 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 19,918.33 10/31/2007 12X4215 1215207 09/30/2048 01997 5.879998800 29,810,000.0000 146,068.97 10/31/2007 12X4215 1215207 09/30/2049 01997 5.879998800 17,000,000.0000 83,299.98 10/31/2007 12X4215 1215207 09/30/2050 01997 5.879998800 1,000,000.0000 4,900.00 10/31/2007 12X4215 1215207 09/30/2051 01997 5.879998800 1,000,000.0000 4,900.00 10/31/2007 12X4215 1215207 09/30/2052 01997 5.879998800 14,000,000.0000 68,599.99 10/31/2007 12X4215 1215207 09/30/2055 01997 5.879998800 1,557,500.0000 7,631.75 10/31/2007 12X4215 1215207 09/30/2056 01997 5.879998800 5,215,000.0000 25,553.49 10/31/2007 12X4215 1215207 09/30/2057 01997 5.879998800 3,600,000.0000 17,640.00 10/31/2007 12X4215 1215207 09/30/2049 01998 5.879998800 29,400,000.0000 144,059.97 10/31/2007 12X4215 1215207 09/30/2050 01998 5.879998800 19,000,000.0000 93,099.98 10/31/2007 12X4215 1215207 09/30/2051 01998 5.879998800 3,000,000.0000 14,700.00 10/31/2007 12X4215 1215207 09/30/2052 01998 5.879998800 6,000,000.0000 29,399.99 10/31/2007 12X4215 1215207 09/30/2053 01998 5.879998800 13,000,000.0000 63,699.99 10/31/2007 12X4215 1215207 09/30/2055 01998 5.879998800 2,342,000.0000 11,475.80 10/31/2007 12X4215 1215207 09/30/2056 01998 5.879998800 591,000.0000 2,895.90 10/31/2007 12X4215 1215207 09/30/2057 01998 5.879998800 4,500,000.0000 22,050.00 10/31/2007 12X4215 1215207 09/30/2049 01999 5.870001600 2,533,000.0000 12,390.60 10/31/2007 12X4215 1215207 09/30/2050 01999 5.870001600 23,000,000.0000 112,508.36 10/31/2007 12X4215 1215207 09/30/2051 01999 5.870001600 13,000,000.0000 63,591.68 10/31/2007 12X4215 1215207 09/30/2052 01999 5.870001600 8,000,000.0000 39,133.34 10/31/2007 12X4215 1215207 09/30/2053 01999 5.870001600 4,200,000.0000 20,545.01 10/31/2007 12X4215 1215207 09/30/2055 01999 5.870001600 2,898,200.0000 14,177.03 10/31/2007 12X4215 1215207 09/30/2056 01999 5.870001600 1,455,000.0000 7,117.38 10/31/2007 12X4215 1215207 09/30/2057 01999 5.870001600 4,023,000.0000 19,679.18 10/31/2007 12X4215 1215207 09/30/2051 02000 5.590000800 16,732,000.0000 77,943.24 10/31/2007 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 111,800.02 10/31/2007 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 41,925.01 10/31/2007 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 6,614.83 10/31/2007 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 12,829.05 10/31/2007 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 16,057.28 10/31/2007 12X4215 1215207 09/30/2052 02001 5.450000400 23,630,000.0000 107,319.59 10/31/2007 12X4215 1215207 09/30/2053 02001 5.450000400 27,300,000.0000 123,987.51 10/31/2007 12X4215 1215207 09/30/2055 02001 5.450000400 5,969,000.0000 27,109.21 10/31/2007 12X4215 1215207 09/30/2056 02001 5.450000400 2,953,000.0000 13,411.54 10/31/2007 12X4215 1215207 09/30/2057 02001 5.450000400 2,629,500.0000 11,942.31 10/31/2007 12X4215 1215207 09/30/2053 02002 5.209999200 35,581,000.0000 154,480.82 10/31/2007 12X4215 1215207 09/30/2055 02002 5.209999200 12,000,000.0000 52,099.99 10/31/2007 12X4215 1215207 09/30/2056 02002 5.209999200 4,665,000.0000 20,253.87 10/31/2007 12X4215 1215207 09/30/2057 02002 5.209999200 6,254,000.0000 27,152.78 10/31/2007 12X4215 1215207 09/30/2053 02003 5.310000000 24,871,000.0000 110,054.18 10/31/2007 12X4215 1215207 09/30/2055 02003 5.310000000 17,800,000.0000 78,765.00 10/31/2007 12X4215 1215207 09/30/2056 02003 5.310000000 9,498,000.0000 42,028.65 10/31/2007 12X4215 1215207 09/30/2057 02003 5.310000000 3,626,000.0000 16,045.05 10/31/2007 12X4215 1215207 09/30/2055 02004 5.050000800 18,535,000.0000 78,001.47 10/31/2007 12X4215 1215207 09/30/2056 02004 5.050000800 16,995,000.0000 71,520.64 10/31/2007 12X4215 1215207 09/30/2057 02004 5.050000800 15,297,000.0000 64,374.89 10/31/2007 12X4215 1215207 09/30/2055 02005 5.500000800 1,454,000.0000 6,664.17 10/31/2007 12X4215 1215207 09/30/2056 02005 5.500000800 13,564,000.0000 62,168.34 10/31/2007 12X4215 1215207 09/30/2057 02005 5.500000800 14,206,000.0000 65,110.84 10/31/2007 12X4215 1215207 09/30/2056 02006 5.500000800 1,655,000.0000 7,585.42 10/31/2007 12X4215 1215207 09/30/2057 02006 5.500000800 13,540,800.0000 62,062.01 10/31/2007 12X4215 1215207 09/30/2057 02007 5.500000800 5,000,000.0000 22,916.67 10/31/2007 ------------------------ ---------------------- 1,400,984,600.0000 7,424,091.31 208 SUB-COHORT 12X4215 1215208 09/30/2008 02001 3.399998400 600,000.0000 1,700.00 10/31/2007 12X4215 1215208 09/30/2008 02003 2.760001200 200,000.0000 460.00 10/31/2007 12X4215 1215208 09/30/2008 02005 3.390001200 58,000.0000 163.85 10/31/2007 12X4215 1215208 09/30/2008 02006 3.710001600 252,000.0000 779.10 10/31/2007 12X4215 1215208 09/30/2009 02006 3.710001600 73,000.0000 225.69 10/31/2007 12X4215 1215208 09/30/2009 02007 3.430000800 975,000.0000 2,786.88 10/31/2007 ------------------------ ---------------------- 2,158,000.0000 6,115.52 209 SUB-COHORT 12X4215 1215209 09/30/2057 01992 7.570000800 200,000.0000 1,261.67 10/31/2007 12X4215 1215209 09/30/2044 01993 6.660000000 226,000.0000 1,254.30 10/31/2007 12X4215 1215209 09/30/2057 01993 6.660000000 600,000.0000 3,330.00 10/31/2007 12X4215 1215209 09/30/2044 01994 6.789999600 1,459,000.0000 8,255.51 10/31/2007 12X4215 1215209 09/30/2057 01994 6.789999600 2,440,000.0000 13,806.33 10/31/2007 12X4215 1215209 09/30/2047 01997 6.890000400 1,144,000.0000 6,568.47 10/31/2007 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 287.08 10/31/2007 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 97.61 10/31/2007 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 2,296.67 10/31/2007 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 497.23 10/31/2007 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 17.80 10/31/2007 12X4215 1215209 09/30/2056 01999 5.810000400 2,000.0000 9.68 10/31/2007 12X4215 1215209 09/30/2057 01999 5.810000400 100,000.0000 484.17 10/31/2007 12X4215 1215209 09/30/2050 02000 6.360001200 492,000.0000 2,607.60 10/31/2007 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 45.05 10/31/2007 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 73.67 10/31/2007 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 7.95 10/31/2007 12X4215 1215209 09/30/2051 02001 5.670000000 828,000.0000 3,912.30 10/31/2007 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 567.00 10/31/2007 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 116.71 10/31/2007 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 35.44 10/31/2007 12X4215 1215209 09/30/2052 02002 5.619999600 939,000.0000 4,397.65 10/31/2007 12X4215 1215209 09/30/2056 02002 5.619999600 5,000.0000 23.42 10/31/2007 12X4215 1215209 09/30/2052 02003 4.910000400 432,000.0000 1,767.60 10/31/2007 12X4215 1215209 09/30/2054 02003 4.910000400 800,000.0000 3,273.33 10/31/2007 12X4215 1215209 09/30/2054 02004 5.240001600 245,000.0000 1,069.83 10/31/2007 12X4215 1215209 09/30/2056 02004 5.240001600 10,000.0000 43.67 10/31/2007 12X4215 1215209 09/30/2055 02005 4.579999200 700,000.0000 2,671.67 10/31/2007 12X4215 1215209 09/30/2056 02005 4.579999200 177,000.0000 675.55 10/31/2007 12X4215 1215209 09/30/2057 02006 5.460001200 1,000,000.0000 4,550.00 10/31/2007 12X4215 1215209 09/30/2057 02007 5.460001200 900,000.0000 4,095.00 10/31/2007 ------------------------ ---------------------- 13,431,800.0000 68,099.96 212 SUB-COHORT 12X4215 1215212 09/30/2008 02001 5.420001600 179,000.0000 808.48 10/31/2007 12X4215 1215212 09/30/2009 02001 5.420001600 67,000.0000 302.62 10/31/2007 12X4215 1215212 09/30/2008 02002 5.230000800 414,000.0000 1,804.35 10/31/2007 12X4215 1215212 09/30/2008 02003 4.489999200 220,500.0000 825.04 10/31/2007 ------------------------ ---------------------- 880,500.0000 3,740.49 401 SUB-COHORT 12X4215 1215401 09/30/2008 02001 3.700000800 1,537,000.0000 4,739.08 10/31/2007 12X4215 1215401 09/30/2008 02003 2.120000400 33,000.0000 58.30 10/31/2007 12X4215 1215401 09/30/2008 02006 3.719998800 264,000.0000 818.40 10/31/2007 12X4215 1215401 09/30/2009 02006 3.719998800 1,175,000.0000 3,642.50 10/31/2007 ------------------------ ---------------------- 3,009,000.0000 9,258.28 ======================== ====================== 11,475,591,926.0000 52,484,566.81 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00