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 134,166,000.0000 5,024,517.77 03/31/2008 12X4215 1215201 09/30/2026 01992 7.490001600 101,900,000.0000 3,816,155.82 03/31/2008 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,067,325.23 03/31/2008 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 498,085.11 03/31/2008 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 505,575.11 03/31/2008 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 322,556.92 03/31/2008 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 175,153.69 03/31/2008 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,026,130.22 03/31/2008 12X4215 1215201 09/30/2026 01993 6.670000800 198,627,000.0000 6,624,211.24 03/31/2008 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 5,459,395.65 03/31/2008 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 324,458.85 03/31/2008 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,000,500.12 03/31/2008 12X4215 1215201 09/30/2027 01994 7.319998800 232,139,000.0000 8,496,286.01 03/31/2008 12X4215 1215201 09/30/2028 01994 7.319998800 243,300,000.0000 8,904,778.54 03/31/2008 12X4215 1215201 09/30/2037 01994 7.319998800 11,000,000.0000 402,599.93 03/31/2008 12X4215 1215201 09/30/2038 01994 7.319998800 10,900,000.0000 398,939.93 03/31/2008 12X4215 1215201 09/30/2040 01994 7.319998800 45,000,000.0000 1,646,999.73 03/31/2008 12X4215 1215201 09/30/2028 01995 7.329999600 283,249,000.0000 10,381,075.28 03/31/2008 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 157,998.14 03/31/2008 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 183.25 03/31/2008 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 989,549.95 03/31/2008 12X4215 1215201 09/30/2029 01996 6.789999600 220,983,000.0000 7,502,372.41 03/31/2008 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 3,394,999.80 03/31/2008 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 139,194.99 03/31/2008 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 489,718.54 03/31/2008 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 964,179.94 03/31/2008 12X4215 1215201 09/30/2030 01997 6.660000000 97,491,000.0000 3,246,450.30 03/31/2008 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 4,602,060.00 03/31/2008 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 183,150.00 03/31/2008 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 139,860.00 03/31/2008 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 212,021.10 03/31/2008 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 675,990.00 03/31/2008 12X4215 1215201 09/30/2041 01997 6.660000000 11,000.0000 366.30 03/31/2008 12X4215 1215201 09/30/2031 01998 5.940000000 180,130,000.0000 5,349,861.00 03/31/2008 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 5,111,370.00 03/31/2008 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 213,840.00 03/31/2008 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 608,850.00 03/31/2008 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 288,743.40 03/31/2008 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 813,780.00 03/31/2008 12X4215 1215201 09/30/2032 01999 5.950000800 162,521,000.0000 4,835,000.40 03/31/2008 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 5,920,250.80 03/31/2008 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 267,750.04 03/31/2008 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 719,950.10 03/31/2008 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 311,884.17 03/31/2008 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 827,050.11 03/31/2008 12X4215 1215201 09/30/2033 02000 6.210000000 225,397,000.0000 6,998,576.85 03/31/2008 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 7,346,430.00 03/31/2008 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 465,750.00 03/31/2008 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 93,150.00 03/31/2008 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 273,255.53 03/31/2008 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 1,108,485.00 03/31/2008 12X4215 1215201 09/30/2034 02001 5.400000000 287,089,000.0000 7,751,403.00 03/31/2008 12X4215 1215201 09/30/2035 02001 5.400000000 236,000,000.0000 6,372,000.00 03/31/2008 12X4215 1215201 09/30/2036 02001 5.400000000 10,000,000.0000 270,000.00 03/31/2008 12X4215 1215201 09/30/2037 02001 5.400000000 13,200,000.0000 356,400.00 03/31/2008 12X4215 1215201 09/30/2038 02001 5.400000000 8,686,000.0000 234,522.00 03/31/2008 12X4215 1215201 09/30/2040 02001 5.400000000 37,800,000.0000 1,020,600.00 03/31/2008 12X4215 1215201 09/30/2035 02002 4.839998400 309,323,000.0000 7,485,614.13 03/31/2008 12X4215 1215201 09/30/2036 02002 4.839998400 233,000,000.0000 5,638,598.14 03/31/2008 12X4215 1215201 09/30/2037 02002 4.839998400 52,000,000.0000 1,258,399.58 03/31/2008 12X4215 1215201 09/30/2038 02002 4.839998400 46,350,100.0000 1,121,672.05 03/31/2008 12X4215 1215201 09/30/2039 02002 4.839998400 4,000.0000 96.80 03/31/2008 12X4215 1215201 09/30/2040 02002 4.839998400 36,200,000.0000 876,039.71 03/31/2008 12X4215 1215201 09/30/2036 02003 3.099999600 321,174,000.0000 4,978,196.36 03/31/2008 12X4215 1215201 09/30/2037 02003 3.099999600 271,000,000.0000 4,200,499.46 03/31/2008 12X4215 1215201 09/30/2038 02003 3.099999600 115,557,000.0000 1,791,133.27 03/31/2008 12X4215 1215201 09/30/2039 02003 3.099999600 10,675,000.0000 165,462.48 03/31/2008 12X4215 1215201 09/30/2040 02003 3.099999600 25,831,000.0000 400,380.45 03/31/2008 12X4215 1215201 09/30/2037 02004 4.759999200 567,246,000.0000 13,500,452.53 03/31/2008 12X4215 1215201 09/30/2038 02004 4.759999200 330,310,000.0000 7,861,376.68 03/31/2008 12X4215 1215201 09/30/2039 02004 4.759999200 17,413,000.0000 414,429.33 03/31/2008 12X4215 1215201 09/30/2040 02004 4.759999200 50,009,000.0000 1,190,214.00 03/31/2008 12X4215 1215201 09/30/2041 02004 4.759999200 177,000.0000 4,212.60 03/31/2008 12X4215 1215201 09/30/2038 02005 4.020001200 644,620,000.0000 12,956,865.87 03/31/2008 12X4215 1215201 09/30/2039 02005 4.020001200 278,957,000.0000 5,607,037.37 03/31/2008 12X4215 1215201 09/30/2040 02005 4.020001200 57,158,000.0000 1,148,876.14 03/31/2008 12X4215 1215201 09/30/2041 02005 4.020001200 754,000.0000 15,155.40 03/31/2008 12X4215 1215201 09/30/2039 02006 4.770000000 783,445,000.0000 18,685,163.25 03/31/2008 12X4215 1215201 09/30/2040 02006 4.770000000 229,682,000.0000 5,477,915.70 03/31/2008 12X4215 1215201 09/30/2041 02006 4.770000000 10,322,000.0000 246,179.70 03/31/2008 12X4215 1215201 09/30/2040 02007 4.979998800 907,368,000.0000 22,593,457.76 03/31/2008 12X4215 1215201 09/30/2041 02007 4.979998800 131,547,000.0000 3,275,519.51 03/31/2008 12X4215 1215201 09/30/2041 02008 4.979998800 351,672,000.0000 8,756,630.69 03/31/2008 ------------------------ ---------------------- 9,980,115,700.0000 265,981,321.23 202 SUB-COHORT 12X4215 1215202 09/30/2019 01992 7.490001600 304,726.0000 11,411.99 03/31/2008 12X4215 1215202 09/30/2021 01992 7.490001600 700,000.0000 26,215.01 03/31/2008 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 749.00 03/31/2008 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 2,872.42 03/31/2008 12X4215 1215202 09/30/2017 01993 6.670000800 76,000.0000 2,534.60 03/31/2008 12X4215 1215202 09/30/2019 01993 6.670000800 400,000.0000 13,340.00 03/31/2008 12X4215 1215202 09/30/2021 01993 6.670000800 600,000.0000 20,010.00 03/31/2008 12X4215 1215202 09/30/2026 01993 6.670000800 18,000.0000 600.30 03/31/2008 12X4215 1215202 09/30/2027 01993 6.670000800 72,900.0000 2,431.22 03/31/2008 12X4215 1215202 09/30/2015 01994 6.819998400 1,892,000.0000 64,517.18 03/31/2008 12X4215 1215202 09/30/2019 01994 6.819998400 1,545,000.0000 52,684.49 03/31/2008 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 10,332.30 03/31/2008 12X4215 1215202 09/30/2015 01995 7.189999200 2,024,000.0000 72,762.79 03/31/2008 12X4215 1215202 09/30/2019 01995 7.189999200 1,663,000.0000 59,784.84 03/31/2008 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 17,076.25 03/31/2008 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 10,785.00 03/31/2008 12X4215 1215202 09/30/2019 01996 6.649999200 1,360,000.0000 45,219.99 03/31/2008 12X4215 1215202 09/30/2020 01996 6.649999200 3,020,000.0000 100,414.99 03/31/2008 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 37,406.25 03/31/2008 12X4215 1215202 09/30/2018 01997 6.670000800 2,107,000.0000 70,268.46 03/31/2008 12X4215 1215202 09/30/2019 01997 6.670000800 1,844,000.0000 61,497.41 03/31/2008 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 46,589.96 03/31/2008 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 10,005.00 03/31/2008 12X4215 1215202 09/30/2018 01998 5.829998400 1,358,000.0000 39,585.69 03/31/2008 12X4215 1215202 09/30/2019 01998 5.829998400 3,711,000.0000 108,175.62 03/31/2008 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 61,885.43 03/31/2008 12X4215 1215202 09/30/2019 01999 5.789998800 4,844,000.0000 140,233.77 03/31/2008 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 1,737.00 03/31/2008 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 65,803.34 03/31/2008 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 202.65 03/31/2008 12X4215 1215202 09/30/2020 02000 6.239998800 3,283,000.0000 102,429.58 03/31/2008 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 65,519.99 03/31/2008 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 92,788.78 03/31/2008 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 9,360.00 03/31/2008 12X4215 1215202 09/30/2021 02001 5.199998400 5,952,000.0000 154,751.95 03/31/2008 12X4215 1215202 09/30/2022 02001 5.199998400 3,000,000.0000 77,999.98 03/31/2008 12X4215 1215202 09/30/2024 02001 5.199998400 920,000.0000 23,919.99 03/31/2008 12X4215 1215202 09/30/2025 02001 5.199998400 21,400.0000 556.40 03/31/2008 12X4215 1215202 09/30/2026 02001 5.199998400 1,580,000.0000 41,079.99 03/31/2008 12X4215 1215202 09/30/2027 02001 5.199998400 400,000.0000 10,400.00 03/31/2008 12X4215 1215202 09/30/2022 02002 4.730000400 5,953,000.0000 140,788.46 03/31/2008 12X4215 1215202 09/30/2023 02002 4.730000400 4,000,000.0000 94,600.01 03/31/2008 12X4215 1215202 09/30/2024 02002 4.730000400 1,862,000.0000 44,036.30 03/31/2008 12X4215 1215202 09/30/2025 02002 4.730000400 5,900.0000 139.54 03/31/2008 12X4215 1215202 09/30/2026 02002 4.730000400 1,697,400.0000 40,143.51 03/31/2008 12X4215 1215202 09/30/2027 02002 4.730000400 500,000.0000 11,825.00 03/31/2008 12X4215 1215202 09/30/2023 02003 4.100000400 7,478,000.0000 153,299.01 03/31/2008 12X4215 1215202 09/30/2024 02003 4.100000400 6,500,000.0000 133,250.01 03/31/2008 12X4215 1215202 09/30/2025 02003 4.100000400 670,000.0000 13,735.00 03/31/2008 12X4215 1215202 09/30/2026 02003 4.100000400 703,000.0000 14,411.50 03/31/2008 12X4215 1215202 09/30/2027 02003 4.100000400 500,000.0000 10,250.00 03/31/2008 12X4215 1215202 09/30/2024 02004 4.430001600 12,094,000.0000 267,882.20 03/31/2008 12X4215 1215202 09/30/2025 02004 4.430001600 3,560,000.0000 78,854.03 03/31/2008 12X4215 1215202 09/30/2026 02004 4.430001600 1,006,000.0000 22,282.91 03/31/2008 12X4215 1215202 09/30/2027 02004 4.430001600 500,000.0000 11,075.00 03/31/2008 12X4215 1215202 09/30/2025 02005 4.399999200 16,038,000.0000 352,835.94 03/31/2008 12X4215 1215202 09/30/2026 02005 4.399999200 4,005,000.0000 88,109.98 03/31/2008 12X4215 1215202 09/30/2027 02005 4.399999200 773,000.0000 17,006.00 03/31/2008 12X4215 1215202 09/30/2028 02005 4.399999200 15,000.0000 330.00 03/31/2008 12X4215 1215202 09/30/2026 02006 4.860000000 18,254,000.0000 443,572.20 03/31/2008 12X4215 1215202 09/30/2027 02006 4.860000000 3,101,000.0000 75,354.30 03/31/2008 12X4215 1215202 09/30/2028 02006 4.860000000 40,000.0000 972.00 03/31/2008 12X4215 1215202 09/30/2027 02007 4.830001200 17,518,000.0000 423,059.81 03/31/2008 12X4215 1215202 09/30/2028 02007 4.830001200 3,199,000.0000 77,255.87 03/31/2008 12X4215 1215202 09/30/2028 02008 4.830001200 7,397,000.0000 178,637.59 03/31/2008 ------------------------ ---------------------- 173,899,026.0000 4,429,645.78 203 SUB-COHORT 12X4215 1215203 09/30/2025 01992 7.580001600 3,312,000.0000 125,524.83 03/31/2008 12X4215 1215203 09/30/2026 01992 7.580001600 2,300,000.0000 87,170.02 03/31/2008 12X4215 1215203 09/30/2027 01992 7.580001600 1,400,000.0000 53,060.01 03/31/2008 12X4215 1215203 09/30/2039 01992 7.580001600 13,868,000.0000 525,597.31 03/31/2008 12X4215 1215203 09/30/2040 01992 7.580001600 2,100,000.0000 79,590.02 03/31/2008 12X4215 1215203 09/30/2026 01993 6.649999200 11,377,000.0000 378,285.20 03/31/2008 12X4215 1215203 09/30/2027 01993 6.649999200 2,300,000.0000 76,474.99 03/31/2008 12X4215 1215203 09/30/2039 01993 6.649999200 6,327,000.0000 210,372.72 03/31/2008 12X4215 1215203 09/30/2040 01993 6.649999200 1,700,000.0000 56,524.99 03/31/2008 12X4215 1215203 09/30/2027 01994 6.789999600 13,331,000.0000 452,587.42 03/31/2008 12X4215 1215203 09/30/2032 01994 6.789999600 1,013,000.0000 34,391.35 03/31/2008 12X4215 1215203 09/30/2040 01994 6.789999600 1,100,000.0000 37,345.00 03/31/2008 12X4215 1215203 09/30/2031 01997 6.660000000 1,209,000.0000 40,259.70 03/31/2008 12X4215 1215203 09/30/2031 01998 5.979999600 4,440,000.0000 132,755.99 03/31/2008 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 28,793.70 03/31/2008 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 80.73 03/31/2008 12X4215 1215203 09/30/2032 01999 5.810000400 2,613,000.0000 75,907.66 03/31/2008 12X4215 1215203 09/30/2033 02000 6.320001600 2,706,000.0000 85,509.62 03/31/2008 12X4215 1215203 09/30/2034 02001 4.929998400 555,000.0000 13,680.75 03/31/2008 12X4215 1215203 09/30/2035 02002 3.700000800 511,000.0000 9,453.50 03/31/2008 12X4215 1215203 09/30/2036 02003 3.589999200 457,000.0000 8,203.15 03/31/2008 12X4215 1215203 09/30/2037 02004 4.110001200 369,000.0000 7,582.95 03/31/2008 12X4215 1215203 09/30/2038 02005 4.320000000 602,000.0000 13,003.20 03/31/2008 12X4215 1215203 09/30/2039 02006 4.849999200 420,000.0000 10,185.00 03/31/2008 12X4215 1215203 09/30/2040 02007 4.889998800 161,000.0000 3,936.45 03/31/2008 12X4215 1215203 09/30/2041 02008 4.889998800 63,000.0000 1,540.35 03/31/2008 ------------------------ ---------------------- 75,199,700.0000 2,547,816.61 206 SUB-COHORT 12X4215 1215206 09/30/2026 01992 6.919999200 246,000.0000 8,511.60 03/31/2008 12X4215 1215206 09/30/2027 01992 6.919999200 1,248,000.0000 43,180.80 03/31/2008 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 34,600.00 03/31/2008 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 62,279.99 03/31/2008 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 55,359.99 03/31/2008 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 1,349.40 03/31/2008 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 12,456.00 03/31/2008 12X4215 1215206 09/30/2028 01993 7.049998800 2,378,000.0000 83,824.49 03/31/2008 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 70,253.24 03/31/2008 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 45,824.99 03/31/2008 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 17,202.00 03/31/2008 12X4215 1215206 09/30/2028 01994 6.990001200 1,961,000.0000 68,536.96 03/31/2008 12X4215 1215206 09/30/2029 01994 6.990001200 2,000,000.0000 69,900.01 03/31/2008 12X4215 1215206 09/30/2030 01994 6.990001200 700,000.0000 24,465.00 03/31/2008 12X4215 1215206 09/30/2032 01994 6.990001200 1,815,000.0000 63,434.26 03/31/2008 12X4215 1215206 09/30/2033 01994 6.990001200 220,000.0000 7,689.00 03/31/2008 12X4215 1215206 09/30/2034 01994 6.990001200 400,000.0000 13,980.00 03/31/2008 12X4215 1215206 09/30/2038 01994 6.990001200 293,000.0000 10,240.35 03/31/2008 12X4215 1215206 09/30/2029 01995 6.950001600 1,548,000.0000 53,793.01 03/31/2008 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 69,500.02 03/31/2008 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 41,700.01 03/31/2008 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 10,772.50 03/31/2008 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 6,776.25 03/31/2008 12X4215 1215206 09/30/2029 01996 6.419998800 1,687,000.0000 54,152.69 03/31/2008 12X4215 1215206 09/30/2030 01996 6.419998800 3,000,000.0000 96,299.98 03/31/2008 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 44,137.49 03/31/2008 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 64,199.99 03/31/2008 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 1,605.00 03/31/2008 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 12,840.00 03/31/2008 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 14,027.70 03/31/2008 12X4215 1215206 09/30/2030 01997 6.040000800 1,286,000.0000 38,837.21 03/31/2008 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 90,600.01 03/31/2008 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 30,200.00 03/31/2008 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 21,140.00 03/31/2008 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 12,080.00 03/31/2008 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 9,573.40 03/31/2008 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 87,266.13 03/31/2008 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 23,920.00 03/31/2008 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 29,900.00 03/31/2008 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 7,684.30 03/31/2008 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 24,727.30 03/31/2008 12X4215 1215206 09/30/2034 01999 5.720000400 224,000.0000 6,406.40 03/31/2008 12X4215 1215206 09/30/2035 01999 5.720000400 3,000,000.0000 85,800.01 03/31/2008 12X4215 1215206 09/30/2036 01999 5.720000400 1,000,000.0000 28,600.00 03/31/2008 12X4215 1215206 09/30/2037 01999 5.720000400 3,400,000.0000 97,240.01 03/31/2008 12X4215 1215206 09/30/2038 01999 5.720000400 755,000.0000 21,593.00 03/31/2008 12X4215 1215206 09/30/2040 01999 5.720000400 400,000.0000 11,440.00 03/31/2008 12X4215 1215206 09/30/2035 02000 5.360000400 4,954,000.0000 132,767.21 03/31/2008 12X4215 1215206 09/30/2036 02000 5.360000400 3,700,000.0000 99,160.01 03/31/2008 12X4215 1215206 09/30/2037 02000 5.360000400 2,616,000.0000 70,108.81 03/31/2008 12X4215 1215206 09/30/2038 02000 5.360000400 628,000.0000 16,830.40 03/31/2008 12X4215 1215206 09/30/2039 02000 5.360000400 2,071,000.0000 55,502.80 03/31/2008 12X4215 1215206 09/30/2035 02001 5.420001600 1,124,000.0000 30,460.41 03/31/2008 12X4215 1215206 09/30/2036 02001 5.420001600 1,500,000.0000 40,650.01 03/31/2008 12X4215 1215206 09/30/2037 02001 5.420001600 6,400,000.0000 173,440.05 03/31/2008 12X4215 1215206 09/30/2038 02001 5.420001600 2,748,000.0000 74,470.82 03/31/2008 12X4215 1215206 09/30/2039 02001 5.420001600 1,593,000.0000 43,170.31 03/31/2008 12X4215 1215206 09/30/2040 02001 5.420001600 388,000.0000 10,514.80 03/31/2008 12X4215 1215206 09/30/2041 02001 5.420001600 148,000.0000 4,010.80 03/31/2008 12X4215 1215206 09/30/2037 02002 5.109998400 4,756,000.0000 121,515.76 03/31/2008 12X4215 1215206 09/30/2038 02002 5.109998400 7,200,000.0000 183,959.94 03/31/2008 12X4215 1215206 09/30/2039 02002 5.109998400 1,572,000.0000 40,164.59 03/31/2008 12X4215 1215206 09/30/2040 02002 5.109998400 1,812,000.0000 46,296.59 03/31/2008 12X4215 1215206 09/30/2041 02002 5.109998400 105,000.0000 2,682.75 03/31/2008 12X4215 1215206 09/30/2037 02003 5.590000800 1,447,000.0000 40,443.66 03/31/2008 12X4215 1215206 09/30/2038 02003 5.590000800 1,787,000.0000 49,946.66 03/31/2008 12X4215 1215206 09/30/2039 02003 5.590000800 4,394,000.0000 122,812.32 03/31/2008 12X4215 1215206 09/30/2040 02003 5.590000800 1,085,000.0000 30,325.75 03/31/2008 12X4215 1215206 09/30/2041 02003 5.590000800 2,150,000.0000 60,092.51 03/31/2008 12X4215 1215206 09/30/2038 02004 4.979998800 72,000.0000 1,792.80 03/31/2008 12X4215 1215206 09/30/2039 02004 4.979998800 2,959,000.0000 73,679.08 03/31/2008 12X4215 1215206 09/30/2040 02004 4.979998800 6,584,000.0000 163,941.56 03/31/2008 12X4215 1215206 09/30/2041 02004 4.979998800 517,000.0000 12,873.30 03/31/2008 12X4215 1215206 09/30/2038 02005 5.450000400 336,000.0000 9,156.00 03/31/2008 12X4215 1215206 09/30/2039 02005 5.450000400 586,000.0000 15,968.50 03/31/2008 12X4215 1215206 09/30/2040 02005 5.450000400 5,203,000.0000 141,781.76 03/31/2008 12X4215 1215206 09/30/2041 02005 5.450000400 1,892,000.0000 51,557.00 03/31/2008 12X4215 1215206 09/30/2039 02006 5.389999200 143,000.0000 3,853.85 03/31/2008 12X4215 1215206 09/30/2040 02006 5.389999200 1,902,000.0000 51,258.89 03/31/2008 12X4215 1215206 09/30/2041 02006 5.389999200 1,521,000.0000 40,990.94 03/31/2008 12X4215 1215206 09/30/2040 02007 5.389999200 1,223,000.0000 32,959.85 03/31/2008 12X4215 1215206 09/30/2041 02007 5.389999200 653,000.0000 17,598.35 03/31/2008 ------------------------ ---------------------- 133,096,600.0000 3,856,639.33 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 114,337,000.0000 3,898,890.79 03/31/2008 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 2,663,209.38 03/31/2008 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 102,299.98 03/31/2008 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 1,057,099.75 03/31/2008 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 441,424.40 03/31/2008 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 340,999.92 03/31/2008 12X4215 1215207 09/30/2044 01993 6.890000400 131,985,000.0000 4,546,883.51 03/31/2008 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 1,860,300.11 03/31/2008 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 1,171,300.07 03/31/2008 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 431,072.88 03/31/2008 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 316,940.02 03/31/2008 12X4215 1215207 09/30/2045 01994 7.089998400 79,714,000.0000 2,825,860.66 03/31/2008 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 2,268,799.49 03/31/2008 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,028,049.77 03/31/2008 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 585,279.37 03/31/2008 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 339,256.42 03/31/2008 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 432,489.90 03/31/2008 12X4215 1215207 09/30/2046 01995 6.710000400 55,520,000.0000 1,862,696.11 03/31/2008 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 67,100.00 03/31/2008 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 33,550.00 03/31/2008 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 469,700.03 03/31/2008 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 35,864.95 03/31/2008 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 224,617.26 03/31/2008 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 73,810.00 03/31/2008 12X4215 1215207 09/30/2047 01996 6.459998400 16,436,000.0000 530,882.67 03/31/2008 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 936,699.77 03/31/2008 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 290,699.93 03/31/2008 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 21,563.47 03/31/2008 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 165,440.56 03/31/2008 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 119,509.97 03/31/2008 12X4215 1215207 09/30/2048 01997 5.879998800 29,810,000.0000 876,413.82 03/31/2008 12X4215 1215207 09/30/2049 01997 5.879998800 17,000,000.0000 499,799.90 03/31/2008 12X4215 1215207 09/30/2050 01997 5.879998800 1,000,000.0000 29,399.99 03/31/2008 12X4215 1215207 09/30/2051 01997 5.879998800 1,000,000.0000 29,399.99 03/31/2008 12X4215 1215207 09/30/2052 01997 5.879998800 14,000,000.0000 411,599.92 03/31/2008 12X4215 1215207 09/30/2055 01997 5.879998800 1,557,500.0000 45,790.49 03/31/2008 12X4215 1215207 09/30/2056 01997 5.879998800 5,215,000.0000 153,320.97 03/31/2008 12X4215 1215207 09/30/2057 01997 5.879998800 3,600,000.0000 105,839.98 03/31/2008 12X4215 1215207 09/30/2058 01997 6.040000800 488,000.0000 14,737.60 03/31/2008 12X4215 1215207 09/30/2049 01998 5.879998800 29,400,000.0000 864,359.82 03/31/2008 12X4215 1215207 09/30/2050 01998 5.879998800 19,000,000.0000 558,599.89 03/31/2008 12X4215 1215207 09/30/2051 01998 5.879998800 3,000,000.0000 88,199.98 03/31/2008 12X4215 1215207 09/30/2052 01998 5.879998800 6,000,000.0000 176,399.96 03/31/2008 12X4215 1215207 09/30/2053 01998 5.879998800 13,000,000.0000 382,199.92 03/31/2008 12X4215 1215207 09/30/2055 01998 5.879998800 2,342,000.0000 68,854.79 03/31/2008 12X4215 1215207 09/30/2056 01998 5.879998800 591,000.0000 17,375.40 03/31/2008 12X4215 1215207 09/30/2057 01998 5.879998800 4,500,000.0000 132,299.97 03/31/2008 12X4215 1215207 09/30/2058 01998 5.879998800 94,000.0000 2,763.60 03/31/2008 12X4215 1215207 09/30/2049 01999 5.870001600 2,533,000.0000 74,343.57 03/31/2008 12X4215 1215207 09/30/2050 01999 5.870001600 23,000,000.0000 675,050.18 03/31/2008 12X4215 1215207 09/30/2051 01999 5.870001600 13,000,000.0000 381,550.10 03/31/2008 12X4215 1215207 09/30/2052 01999 5.870001600 8,000,000.0000 234,800.06 03/31/2008 12X4215 1215207 09/30/2053 01999 5.870001600 4,200,000.0000 123,270.03 03/31/2008 12X4215 1215207 09/30/2055 01999 5.870001600 2,898,200.0000 85,062.19 03/31/2008 12X4215 1215207 09/30/2056 01999 5.870001600 1,455,000.0000 42,704.26 03/31/2008 12X4215 1215207 09/30/2057 01999 5.870001600 4,023,000.0000 118,075.08 03/31/2008 12X4215 1215207 09/30/2051 02000 5.590000800 16,732,000.0000 467,659.47 03/31/2008 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 670,800.10 03/31/2008 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 251,550.04 03/31/2008 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 39,689.01 03/31/2008 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 76,974.31 03/31/2008 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 96,343.66 03/31/2008 12X4215 1215207 09/30/2058 02000 5.590000800 134,000.0000 3,745.30 03/31/2008 12X4215 1215207 09/30/2052 02001 5.450000400 23,630,000.0000 643,917.55 03/31/2008 12X4215 1215207 09/30/2053 02001 5.450000400 27,300,000.0000 743,925.05 03/31/2008 12X4215 1215207 09/30/2055 02001 5.450000400 5,969,000.0000 162,655.26 03/31/2008 12X4215 1215207 09/30/2056 02001 5.450000400 2,953,000.0000 80,469.26 03/31/2008 12X4215 1215207 09/30/2057 02001 5.450000400 2,629,500.0000 71,653.88 03/31/2008 12X4215 1215207 09/30/2053 02002 5.209999200 35,581,000.0000 926,884.91 03/31/2008 12X4215 1215207 09/30/2055 02002 5.209999200 12,000,000.0000 312,599.95 03/31/2008 12X4215 1215207 09/30/2056 02002 5.209999200 4,665,000.0000 121,523.23 03/31/2008 12X4215 1215207 09/30/2057 02002 5.209999200 6,254,000.0000 162,916.67 03/31/2008 12X4215 1215207 09/30/2058 02002 5.209999200 1,816,000.0000 47,306.79 03/31/2008 12X4215 1215207 09/30/2053 02003 5.310000000 24,871,000.0000 660,325.05 03/31/2008 12X4215 1215207 09/30/2055 02003 5.310000000 17,800,000.0000 472,590.00 03/31/2008 12X4215 1215207 09/30/2056 02003 5.310000000 9,498,000.0000 252,171.90 03/31/2008 12X4215 1215207 09/30/2057 02003 5.310000000 3,626,000.0000 96,270.30 03/31/2008 12X4215 1215207 09/30/2058 02003 5.310000000 676,000.0000 17,947.80 03/31/2008 12X4215 1215207 09/30/2055 02004 5.050000800 18,535,000.0000 468,008.82 03/31/2008 12X4215 1215207 09/30/2056 02004 5.050000800 16,995,000.0000 429,123.82 03/31/2008 12X4215 1215207 09/30/2057 02004 5.050000800 15,297,000.0000 386,249.31 03/31/2008 12X4215 1215207 09/30/2058 02004 5.050000800 1,462,000.0000 36,915.51 03/31/2008 12X4215 1215207 09/30/2055 02005 5.500000800 1,454,000.0000 39,985.01 03/31/2008 12X4215 1215207 09/30/2056 02005 5.500000800 13,564,000.0000 373,010.05 03/31/2008 12X4215 1215207 09/30/2057 02005 5.500000800 14,206,000.0000 390,665.06 03/31/2008 12X4215 1215207 09/30/2058 02005 5.500000800 7,014,000.0000 192,885.03 03/31/2008 12X4215 1215207 09/30/2056 02006 5.500000800 1,655,000.0000 45,512.51 03/31/2008 12X4215 1215207 09/30/2057 02006 5.500000800 13,540,800.0000 372,372.05 03/31/2008 12X4215 1215207 09/30/2058 02006 5.500000800 4,513,000.0000 124,107.52 03/31/2008 12X4215 1215207 09/30/2057 02007 5.500000800 5,000,000.0000 137,500.02 03/31/2008 12X4215 1215207 09/30/2058 02007 5.500000800 2,771,000.0000 76,202.51 03/31/2008 ------------------------ ---------------------- 1,411,952,600.0000 44,786,959.31 208 SUB-COHORT 12X4215 1215208 09/30/2008 02001 3.399998400 600,000.0000 10,200.00 03/31/2008 12X4215 1215208 09/30/2008 02003 2.760001200 200,000.0000 2,760.00 03/31/2008 12X4215 1215208 09/30/2008 02005 3.390001200 58,000.0000 983.10 03/31/2008 12X4215 1215208 09/30/2008 02006 3.710001600 252,000.0000 4,674.60 03/31/2008 12X4215 1215208 09/30/2009 02006 3.710001600 73,000.0000 1,354.15 03/31/2008 12X4215 1215208 09/30/2009 02007 3.430000800 975,000.0000 16,721.25 03/31/2008 12X4215 1215208 09/30/2010 02007 3.430000800 125,000.0000 2,143.75 03/31/2008 ------------------------ ---------------------- 2,283,000.0000 38,836.85 209 SUB-COHORT 12X4215 1215209 09/30/2057 01992 7.570000800 200,000.0000 7,570.00 03/31/2008 12X4215 1215209 09/30/2044 01993 6.660000000 226,000.0000 7,525.80 03/31/2008 12X4215 1215209 09/30/2057 01993 6.660000000 600,000.0000 19,980.00 03/31/2008 12X4215 1215209 09/30/2044 01994 6.789999600 1,459,000.0000 49,533.05 03/31/2008 12X4215 1215209 09/30/2057 01994 6.789999600 2,440,000.0000 82,838.00 03/31/2008 12X4215 1215209 09/30/2047 01997 6.890000400 1,144,000.0000 39,410.80 03/31/2008 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 1,722.50 03/31/2008 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 585.65 03/31/2008 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 13,780.00 03/31/2008 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 2,983.37 03/31/2008 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 106.80 03/31/2008 12X4215 1215209 09/30/2056 01999 5.810000400 2,000.0000 58.10 03/31/2008 12X4215 1215209 09/30/2057 01999 5.810000400 100,000.0000 2,905.00 03/31/2008 12X4215 1215209 09/30/2050 02000 6.360001200 492,000.0000 15,645.60 03/31/2008 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 270.30 03/31/2008 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 442.02 03/31/2008 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 47.70 03/31/2008 12X4215 1215209 09/30/2051 02001 5.670000000 828,000.0000 23,473.80 03/31/2008 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 3,402.00 03/31/2008 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 700.25 03/31/2008 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 212.63 03/31/2008 12X4215 1215209 09/30/2052 02002 5.619999600 939,000.0000 26,385.90 03/31/2008 12X4215 1215209 09/30/2056 02002 5.619999600 5,000.0000 140.50 03/31/2008 12X4215 1215209 09/30/2052 02003 4.910000400 432,000.0000 10,605.60 03/31/2008 12X4215 1215209 09/30/2054 02003 4.910000400 800,000.0000 19,640.00 03/31/2008 12X4215 1215209 09/30/2054 02004 5.240001600 245,000.0000 6,419.00 03/31/2008 12X4215 1215209 09/30/2056 02004 5.240001600 10,000.0000 262.00 03/31/2008 12X4215 1215209 09/30/2055 02005 4.579999200 700,000.0000 16,030.00 03/31/2008 12X4215 1215209 09/30/2056 02005 4.579999200 177,000.0000 4,053.30 03/31/2008 12X4215 1215209 09/30/2057 02006 5.460001200 1,000,000.0000 27,300.01 03/31/2008 12X4215 1215209 09/30/2057 02007 5.460001200 900,000.0000 24,570.01 03/31/2008 ------------------------ ---------------------- 13,431,800.0000 408,599.69 212 SUB-COHORT 12X4215 1215212 09/30/2008 02001 5.420001600 179,000.0000 4,850.90 03/31/2008 12X4215 1215212 09/30/2009 02001 5.420001600 67,000.0000 1,815.70 03/31/2008 12X4215 1215212 09/30/2008 02002 5.230000800 414,000.0000 10,826.10 03/31/2008 12X4215 1215212 09/30/2008 02003 4.489999200 220,500.0000 4,950.22 03/31/2008 ------------------------ ---------------------- 880,500.0000 22,442.92 401 SUB-COHORT 12X4215 1215401 09/30/2008 02001 3.700000800 1,537,000.0000 28,434.51 03/31/2008 12X4215 1215401 09/30/2008 02003 2.120000400 33,000.0000 349.80 03/31/2008 12X4215 1215401 09/30/2008 02006 3.719998800 264,000.0000 4,910.40 03/31/2008 12X4215 1215401 09/30/2009 02006 3.719998800 1,175,000.0000 21,854.99 03/31/2008 12X4215 1215401 09/30/2010 02006 3.719998800 2,123,000.0000 39,487.79 03/31/2008 12X4215 1215401 09/30/2010 02007 3.719998800 274,000.0000 5,096.40 03/31/2008 ------------------------ ---------------------- 5,406,000.0000 100,133.89 ======================== ====================== 11,796,264,926.0000 322,172,395.61 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4215 1215201 09/30/2025 01992 03/31/2008 INT + 0.0000 374,500.08 464456 1215201 09/30/2026 01993 03/31/2008 INT + 0.0000 333,500.04 464458 1215201 09/30/2027 01994 03/31/2008 INT + 0.0000 548,999.91 464460 1215201 09/30/2028 01995 03/31/2008 INT + 0.0000 366,499.98 464462 1215201 09/30/2029 01996 03/31/2008 INT + 0.0000 339,499.98 464464 1215201 09/30/2030 01997 03/31/2008 INT + 0.0000 333,000.00 464466 1215201 09/30/2031 01998 03/31/2008 INT + 0.0000 297,000.00 464468 1215201 09/30/2032 01999 03/31/2008 INT + 0.0000 446,250.06 464470 1215201 09/30/2033 02000 03/31/2008 INT + 0.0000 465,750.00 464472 1215201 09/30/2034 02001 03/31/2008 INT + 0.0000 405,000.00 464474 1215201 09/30/2035 02002 03/31/2008 INT + 0.0000 362,999.88 464476 1215201 09/30/2036 02003 03/31/2008 INT + 0.0000 232,499.97 464478 1215201 09/30/2037 02004 03/31/2008 INT + 0.0000 356,999.94 464480 1215201 09/30/2038 02005 03/31/2008 INT + 0.0000 301,500.09 464482 1215201 09/30/2039 02006 03/31/2008 INT + 0.0000 357,750.00 464484 1215201 09/30/2040 02007 03/31/2008 INT + 0.0000 248,999.94 464486 1215207 09/30/2043 01992 03/31/2008 INT + 0.0000 136,399.96 464452 1215207 09/30/2044 01993 03/31/2008 INT + 0.0000 137,800.00 464454 ------------------------ ---------------------- 0.0000 6,044,949.83 ======================== ====================== 0.0000 6,044,949.83