Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2025 01992 7.490001600 163,966,000.0000 11,257,634.69 08/31/2007 12X4215 1215201 09/30/2026 01992 7.490001600 101,900,000.0000 6,996,285.66 08/31/2007 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,956,762.92 08/31/2007 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 913,156.03 08/31/2007 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 926,887.70 08/31/2007 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 591,354.35 08/31/2007 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 321,115.09 08/31/2007 12X4215 1215201 09/30/2026 01993 6.670000800 229,027,000.0000 14,003,094.17 08/31/2007 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 10,008,892.03 08/31/2007 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 594,841.23 08/31/2007 12X4215 1215201 09/30/2027 01994 6.869998800 295,339,000.0000 18,598,970.28 08/31/2007 12X4215 1215201 09/30/2028 01994 6.869998800 243,300,000.0000 15,321,814.82 08/31/2007 12X4215 1215201 09/30/2037 01994 6.869998800 11,000,000.0000 692,724.88 08/31/2007 12X4215 1215201 09/30/2038 01994 6.869998800 10,900,000.0000 686,427.38 08/31/2007 12X4215 1215201 09/30/2028 01995 7.319998800 319,249,000.0000 21,421,604.39 08/31/2007 12X4215 1215201 09/30/2038 01995 7.319998800 4,311,000.0000 289,268.05 08/31/2007 12X4215 1215201 09/30/2039 01995 7.319998800 5,000.0000 335.50 08/31/2007 12X4215 1215201 09/30/2029 01996 6.810001200 269,983,000.0000 16,853,691.74 08/31/2007 12X4215 1215201 09/30/2030 01996 6.810001200 100,000,000.0000 6,242,501.10 08/31/2007 12X4215 1215201 09/30/2037 01996 6.810001200 4,100,000.0000 255,942.55 08/31/2007 12X4215 1215201 09/30/2038 01996 6.810001200 14,424,700.0000 900,462.06 08/31/2007 12X4215 1215201 09/30/2030 01997 6.649999200 146,491,000.0000 8,929,846.13 08/31/2007 12X4215 1215201 09/30/2031 01997 6.649999200 138,200,000.0000 8,424,440.65 08/31/2007 12X4215 1215201 09/30/2032 01997 6.649999200 5,500,000.0000 335,270.79 08/31/2007 12X4215 1215201 09/30/2037 01997 6.649999200 4,200,000.0000 256,024.97 08/31/2007 12X4215 1215201 09/30/2038 01997 6.649999200 6,367,000.0000 388,121.66 08/31/2007 12X4215 1215201 09/30/2031 01998 5.960001600 261,130,000.0000 14,266,406.16 08/31/2007 12X4215 1215201 09/30/2032 01998 5.960001600 172,100,000.0000 9,402,399.19 08/31/2007 12X4215 1215201 09/30/2033 01998 5.960001600 7,200,000.0000 393,360.11 08/31/2007 12X4215 1215201 09/30/2037 01998 5.960001600 20,500,000.0000 1,119,983.63 08/31/2007 12X4215 1215201 09/30/2038 01998 5.960001600 9,722,000.0000 531,145.41 08/31/2007 12X4215 1215201 09/30/2032 01999 5.950000800 269,521,000.0000 14,700,126.52 08/31/2007 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 10,853,793.13 08/31/2007 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 490,875.07 08/31/2007 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 1,319,908.51 08/31/2007 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 571,787.64 08/31/2007 12X4215 1215201 09/30/2033 02000 6.199999200 323,897,000.0000 18,408,143.79 08/31/2007 12X4215 1215201 09/30/2034 02000 6.199999200 236,600,000.0000 13,446,764.93 08/31/2007 12X4215 1215201 09/30/2035 02000 6.199999200 15,000,000.0000 852,499.89 08/31/2007 12X4215 1215201 09/30/2037 02000 6.199999200 3,000,000.0000 170,499.98 08/31/2007 12X4215 1215201 09/30/2038 02000 6.199999200 8,800,500.0000 500,161.69 08/31/2007 12X4215 1215201 09/30/2034 02001 5.069998800 404,089,000.0000 18,780,031.83 08/31/2007 12X4215 1215201 09/30/2035 02001 5.069998800 236,000,000.0000 10,968,097.40 08/31/2007 12X4215 1215201 09/30/2036 02001 5.069998800 10,000,000.0000 464,749.89 08/31/2007 12X4215 1215201 09/30/2037 02001 5.069998800 13,200,000.0000 613,469.85 08/31/2007 12X4215 1215201 09/30/2038 02001 5.069998800 8,686,000.0000 403,681.75 08/31/2007 12X4215 1215201 09/30/2035 02002 4.550000400 448,823,000.0000 18,719,660.94 08/31/2007 12X4215 1215201 09/30/2036 02002 4.550000400 233,000,000.0000 9,718,042.52 08/31/2007 12X4215 1215201 09/30/2037 02002 4.550000400 52,000,000.0000 2,168,833.52 08/31/2007 12X4215 1215201 09/30/2038 02002 4.550000400 46,350,100.0000 1,933,185.59 08/31/2007 12X4215 1215201 09/30/2039 02002 4.550000400 4,000.0000 166.83 08/31/2007 12X4215 1215201 09/30/2036 02003 4.119998400 464,174,000.0000 17,530,297.93 08/31/2007 12X4215 1215201 09/30/2037 02003 4.119998400 271,000,000.0000 10,234,762.69 08/31/2007 12X4215 1215201 09/30/2038 02003 4.119998400 115,557,000.0000 4,364,201.01 08/31/2007 12X4215 1215201 09/30/2039 02003 4.119998400 10,675,000.0000 403,159.01 08/31/2007 12X4215 1215201 09/30/2040 02003 4.119998400 131,000.0000 4,947.43 08/31/2007 12X4215 1215201 09/30/2037 02004 4.330000800 734,246,000.0000 29,143,452.87 08/31/2007 12X4215 1215201 09/30/2038 02004 4.330000800 330,310,000.0000 13,110,556.84 08/31/2007 12X4215 1215201 09/30/2039 02004 4.330000800 17,413,000.0000 691,151.12 08/31/2007 12X4215 1215201 09/30/2040 02004 4.330000800 1,209,000.0000 47,987.23 08/31/2007 12X4215 1215201 09/30/2038 02005 4.470001200 777,120,000.0000 31,842,500.55 08/31/2007 12X4215 1215201 09/30/2039 02005 4.470001200 278,957,000.0000 11,430,266.14 08/31/2007 12X4215 1215201 09/30/2040 02005 4.470001200 14,058,000.0000 576,026.70 08/31/2007 12X4215 1215201 09/30/2039 02006 4.989999600 885,945,000.0000 40,524,597.63 08/31/2007 12X4215 1215201 09/30/2040 02006 4.989999600 180,182,000.0000 8,241,824.32 08/31/2007 12X4215 1215201 09/30/2040 02007 4.989999600 744,368,000.0000 34,048,630.20 08/31/2007 ------------------------ ---------------------- 10,157,932,700.0000 500,159,608.26 202 SUB-COHORT 12X4215 1215202 09/30/2019 01992 7.490001600 304,726.0000 20,921.98 08/31/2007 12X4215 1215202 09/30/2021 01992 7.490001600 700,000.0000 48,060.84 08/31/2007 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 1,373.17 08/31/2007 12X4215 1215202 09/30/2017 01993 6.670000800 76,000.0000 4,646.77 08/31/2007 12X4215 1215202 09/30/2019 01993 6.670000800 400,000.0000 24,456.67 08/31/2007 12X4215 1215202 09/30/2021 01993 6.670000800 600,000.0000 36,685.00 08/31/2007 12X4215 1215202 09/30/2026 01993 6.670000800 18,000.0000 1,100.55 08/31/2007 12X4215 1215202 09/30/2015 01994 6.819998400 1,992,000.0000 124,533.17 08/31/2007 12X4215 1215202 09/30/2019 01994 6.819998400 1,545,000.0000 96,588.23 08/31/2007 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 18,942.55 08/31/2007 12X4215 1215202 09/30/2015 01995 7.189999200 2,324,000.0000 153,170.95 08/31/2007 12X4215 1215202 09/30/2019 01995 7.189999200 1,663,000.0000 109,605.55 08/31/2007 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 31,306.45 08/31/2007 12X4215 1215202 09/30/2019 01996 6.639998400 1,860,000.0000 113,211.97 08/31/2007 12X4215 1215202 09/30/2020 01996 6.639998400 3,020,000.0000 183,817.29 08/31/2007 12X4215 1215202 09/30/2026 01996 6.639998400 1,125,000.0000 68,474.98 08/31/2007 12X4215 1215202 09/30/2018 01997 6.670000800 2,707,000.0000 165,510.51 08/31/2007 12X4215 1215202 09/30/2019 01997 6.670000800 1,844,000.0000 112,745.25 08/31/2007 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 85,414.92 08/31/2007 12X4215 1215202 09/30/2018 01998 5.829998400 2,158,000.0000 115,327.09 08/31/2007 12X4215 1215202 09/30/2019 01998 5.829998400 3,711,000.0000 198,321.97 08/31/2007 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 113,456.63 08/31/2007 12X4215 1215202 09/30/2019 01999 5.789998800 4,844,000.0000 257,095.25 08/31/2007 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 3,184.50 08/31/2007 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 120,639.45 08/31/2007 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 371.52 08/31/2007 12X4215 1215202 09/30/2020 02000 6.249999600 4,283,000.0000 245,380.19 08/31/2007 12X4215 1215202 09/30/2021 02000 6.249999600 2,100,000.0000 120,312.49 08/31/2007 12X4215 1215202 09/30/2026 02000 6.249999600 2,974,000.0000 170,385.41 08/31/2007 12X4215 1215202 09/30/2021 02001 5.180000400 7,452,000.0000 353,845.83 08/31/2007 12X4215 1215202 09/30/2022 02001 5.180000400 3,000,000.0000 142,450.01 08/31/2007 12X4215 1215202 09/30/2024 02001 5.180000400 920,000.0000 43,684.67 08/31/2007 12X4215 1215202 09/30/2025 02001 5.180000400 21,400.0000 1,016.14 08/31/2007 12X4215 1215202 09/30/2026 02001 5.180000400 1,580,000.0000 75,023.67 08/31/2007 12X4215 1215202 09/30/2022 02002 4.770000000 7,653,000.0000 334,627.43 08/31/2007 12X4215 1215202 09/30/2023 02002 4.770000000 4,000,000.0000 174,900.00 08/31/2007 12X4215 1215202 09/30/2024 02002 4.770000000 1,862,000.0000 81,415.95 08/31/2007 12X4215 1215202 09/30/2025 02002 4.770000000 5,900.0000 257.98 08/31/2007 12X4215 1215202 09/30/2026 02002 4.770000000 1,697,400.0000 74,218.82 08/31/2007 12X4215 1215202 09/30/2023 02003 4.110001200 9,478,000.0000 357,083.75 08/31/2007 12X4215 1215202 09/30/2024 02003 4.110001200 6,500,000.0000 244,887.57 08/31/2007 12X4215 1215202 09/30/2025 02003 4.110001200 670,000.0000 25,242.26 08/31/2007 12X4215 1215202 09/30/2026 02003 4.110001200 703,000.0000 26,485.53 08/31/2007 12X4215 1215202 09/30/2024 02004 4.439998800 14,394,000.0000 585,835.64 08/31/2007 12X4215 1215202 09/30/2025 02004 4.439998800 3,560,000.0000 144,891.96 08/31/2007 12X4215 1215202 09/30/2026 02004 4.439998800 1,006,000.0000 40,944.19 08/31/2007 12X4215 1215202 09/30/2025 02005 4.330000800 18,538,000.0000 735,804.25 08/31/2007 12X4215 1215202 09/30/2026 02005 4.330000800 4,005,000.0000 158,965.15 08/31/2007 12X4215 1215202 09/30/2027 02005 4.330000800 73,000.0000 2,897.49 08/31/2007 12X4215 1215202 09/30/2026 02006 4.989999600 21,554,000.0000 985,915.80 08/31/2007 12X4215 1215202 09/30/2027 02006 4.989999600 2,501,000.0000 114,399.90 08/31/2007 12X4215 1215202 09/30/2027 02007 4.989999600 15,718,000.0000 718,967.46 08/31/2007 ------------------------ ---------------------- 173,798,426.0000 8,168,802.75 203 SUB-COHORT 12X4215 1215203 09/30/2025 01992 7.570000800 10,712,000.0000 743,323.61 08/31/2007 12X4215 1215203 09/30/2026 01992 7.570000800 2,300,000.0000 159,600.85 08/31/2007 12X4215 1215203 09/30/2027 01992 7.570000800 1,400,000.0000 97,148.34 08/31/2007 12X4215 1215203 09/30/2039 01992 7.570000800 13,868,000.0000 962,323.74 08/31/2007 12X4215 1215203 09/30/2026 01993 6.660000000 17,377,000.0000 1,060,865.85 08/31/2007 12X4215 1215203 09/30/2027 01993 6.660000000 2,300,000.0000 140,415.00 08/31/2007 12X4215 1215203 09/30/2039 01993 6.660000000 6,327,000.0000 386,263.35 08/31/2007 12X4215 1215203 09/30/2027 01994 6.779998800 23,531,000.0000 1,462,451.39 08/31/2007 12X4215 1215203 09/30/2032 01994 6.779998800 1,013,000.0000 62,957.94 08/31/2007 12X4215 1215203 09/30/2030 01997 6.320001600 1,509,000.0000 87,421.42 08/31/2007 12X4215 1215203 09/30/2031 01997 6.320001600 3,000,000.0000 173,800.04 08/31/2007 12X4215 1215203 09/30/2031 01998 5.979999600 6,240,000.0000 342,055.98 08/31/2007 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 52,788.45 08/31/2007 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 148.00 08/31/2007 12X4215 1215203 09/30/2032 01999 5.820001200 5,413,000.0000 288,783.61 08/31/2007 12X4215 1215203 09/30/2033 02000 6.339999600 2,706,000.0000 157,263.69 08/31/2007 12X4215 1215203 09/30/2034 02001 4.730000400 555,000.0000 24,063.88 08/31/2007 12X4215 1215203 09/30/2035 02002 4.939999200 511,000.0000 23,139.78 08/31/2007 12X4215 1215203 09/30/2036 02003 1.540000800 457,000.0000 6,451.32 08/31/2007 12X4215 1215203 09/30/2037 02004 2.059999200 369,000.0000 6,967.95 08/31/2007 12X4215 1215203 09/30/2038 02005 3.880000800 602,000.0000 21,411.14 08/31/2007 12X4215 1215203 09/30/2039 02006 4.989999600 420,000.0000 19,211.50 08/31/2007 12X4215 1215203 09/30/2040 02007 4.989999600 55,000.0000 2,515.79 08/31/2007 ------------------------ ---------------------- 101,630,700.0000 6,281,372.62 206 SUB-COHORT 12X4215 1215206 09/30/2026 01992 6.919999200 246,000.0000 15,604.60 08/31/2007 12X4215 1215206 09/30/2027 01992 6.919999200 1,248,000.0000 79,164.79 08/31/2007 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 63,433.33 08/31/2007 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 114,179.99 08/31/2007 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 101,493.32 08/31/2007 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 2,473.90 08/31/2007 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 22,836.00 08/31/2007 12X4215 1215206 09/30/2028 01993 7.049998800 2,378,000.0000 153,678.22 08/31/2007 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 128,797.60 08/31/2007 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 84,012.49 08/31/2007 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 31,536.99 08/31/2007 12X4215 1215206 09/30/2028 01994 6.990001200 2,436,000.0000 156,086.73 08/31/2007 12X4215 1215206 09/30/2029 01994 6.990001200 2,000,000.0000 128,150.02 08/31/2007 12X4215 1215206 09/30/2030 01994 6.990001200 700,000.0000 44,852.51 08/31/2007 12X4215 1215206 09/30/2032 01994 6.990001200 1,815,000.0000 116,296.14 08/31/2007 12X4215 1215206 09/30/2033 01994 6.990001200 220,000.0000 14,096.50 08/31/2007 12X4215 1215206 09/30/2034 01994 6.990001200 400,000.0000 25,630.00 08/31/2007 12X4215 1215206 09/30/2038 01994 6.990001200 293,000.0000 18,773.98 08/31/2007 12X4215 1215206 09/30/2029 01995 6.950001600 1,548,000.0000 98,620.52 08/31/2007 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 127,416.70 08/31/2007 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 76,450.02 08/31/2007 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 19,749.59 08/31/2007 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 12,423.13 08/31/2007 12X4215 1215206 09/30/2029 01996 6.419998800 2,212,000.0000 130,176.18 08/31/2007 12X4215 1215206 09/30/2030 01996 6.419998800 3,000,000.0000 176,549.97 08/31/2007 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 80,918.73 08/31/2007 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 117,699.98 08/31/2007 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,942.50 08/31/2007 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 23,540.00 08/31/2007 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 25,717.45 08/31/2007 12X4215 1215206 09/30/2030 01997 6.040000800 1,286,000.0000 71,201.54 08/31/2007 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 166,100.02 08/31/2007 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 55,366.67 08/31/2007 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 38,756.67 08/31/2007 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 22,146.67 08/31/2007 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 17,551.24 08/31/2007 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 159,987.91 08/31/2007 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 43,853.33 08/31/2007 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 54,816.66 08/31/2007 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 14,087.88 08/31/2007 12X4215 1215206 09/30/2034 01999 5.699998800 224,000.0000 11,704.00 08/31/2007 12X4215 1215206 09/30/2035 01999 5.699998800 3,000,000.0000 156,749.97 08/31/2007 12X4215 1215206 09/30/2036 01999 5.699998800 1,000,000.0000 52,249.99 08/31/2007 12X4215 1215206 09/30/2037 01999 5.699998800 3,400,000.0000 177,649.96 08/31/2007 12X4215 1215206 09/30/2038 01999 5.699998800 755,000.0000 39,448.74 08/31/2007 12X4215 1215206 09/30/2035 02000 5.349999600 4,954,000.0000 242,952.40 08/31/2007 12X4215 1215206 09/30/2036 02000 5.349999600 3,700,000.0000 181,454.15 08/31/2007 12X4215 1215206 09/30/2037 02000 5.349999600 2,616,000.0000 128,292.99 08/31/2007 12X4215 1215206 09/30/2038 02000 5.349999600 628,000.0000 30,798.16 08/31/2007 12X4215 1215206 09/30/2039 02000 5.349999600 2,071,000.0000 101,565.28 08/31/2007 12X4215 1215206 09/30/2035 02001 5.420001600 1,884,000.0000 93,603.43 08/31/2007 12X4215 1215206 09/30/2036 02001 5.420001600 1,500,000.0000 74,525.02 08/31/2007 12X4215 1215206 09/30/2037 02001 5.420001600 6,400,000.0000 317,973.43 08/31/2007 12X4215 1215206 09/30/2038 02001 5.420001600 2,748,000.0000 136,529.84 08/31/2007 12X4215 1215206 09/30/2039 02001 5.420001600 1,593,000.0000 79,145.57 08/31/2007 12X4215 1215206 09/30/2040 02001 5.420001600 328,000.0000 16,296.14 08/31/2007 12X4215 1215206 09/30/2037 02002 5.109998400 4,756,000.0000 222,778.90 08/31/2007 12X4215 1215206 09/30/2038 02002 5.109998400 7,200,000.0000 337,259.89 08/31/2007 12X4215 1215206 09/30/2039 02002 5.109998400 1,572,000.0000 73,635.08 08/31/2007 12X4215 1215206 09/30/2040 02002 5.109998400 712,000.0000 33,351.26 08/31/2007 12X4215 1215206 09/30/2037 02003 5.590000800 1,447,000.0000 74,146.70 08/31/2007 12X4215 1215206 09/30/2038 02003 5.590000800 1,787,000.0000 91,568.87 08/31/2007 12X4215 1215206 09/30/2039 02003 5.590000800 4,394,000.0000 225,155.92 08/31/2007 12X4215 1215206 09/30/2040 02003 5.590000800 905,000.0000 46,373.71 08/31/2007 12X4215 1215206 09/30/2038 02004 4.979998800 72,000.0000 3,286.80 08/31/2007 12X4215 1215206 09/30/2039 02004 4.979998800 2,959,000.0000 135,078.32 08/31/2007 12X4215 1215206 09/30/2040 02004 4.979998800 7,584,000.0000 346,209.52 08/31/2007 12X4215 1215206 09/30/2038 02005 5.450000400 336,000.0000 16,786.00 08/31/2007 12X4215 1215206 09/30/2039 02005 5.450000400 586,000.0000 29,275.59 08/31/2007 12X4215 1215206 09/30/2040 02005 5.450000400 3,663,000.0000 182,997.39 08/31/2007 12X4215 1215206 09/30/2039 02006 4.989999600 143,000.0000 6,541.06 08/31/2007 12X4215 1215206 09/30/2040 02006 4.989999600 1,498,000.0000 68,521.01 08/31/2007 12X4215 1215206 09/30/2040 02007 4.989999600 188,000.0000 8,599.43 08/31/2007 ------------------------ ---------------------- 123,324,600.0000 6,579,674.99 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 133,837,000.0000 8,367,041.15 08/31/2007 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 4,882,550.52 08/31/2007 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 187,549.96 08/31/2007 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 1,938,016.21 08/31/2007 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 809,278.06 08/31/2007 12X4215 1215207 09/30/2044 01993 6.890000400 151,500,000.0000 9,568,488.06 08/31/2007 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 3,410,550.20 08/31/2007 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 2,147,383.46 08/31/2007 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 790,300.27 08/31/2007 12X4215 1215207 09/30/2045 01994 7.089998400 93,539,000.0000 6,079,254.14 08/31/2007 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 4,159,465.73 08/31/2007 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,884,757.91 08/31/2007 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 1,073,012.17 08/31/2007 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 621,970.11 08/31/2007 12X4215 1215207 09/30/2046 01995 6.710000400 61,170,000.0000 3,762,464.97 08/31/2007 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 123,016.67 08/31/2007 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 61,508.34 08/31/2007 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 861,116.72 08/31/2007 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 65,752.41 08/31/2007 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 411,798.32 08/31/2007 12X4215 1215207 09/30/2047 01996 6.459998400 17,936,000.0000 1,062,109.87 08/31/2007 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,717,282.91 08/31/2007 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 532,949.87 08/31/2007 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 39,533.04 08/31/2007 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 303,307.69 08/31/2007 12X4215 1215207 09/30/2048 01997 5.829998400 34,080,000.0000 1,821,291.50 08/31/2007 12X4215 1215207 09/30/2049 01997 5.829998400 17,000,000.0000 908,508.08 08/31/2007 12X4215 1215207 09/30/2050 01997 5.829998400 1,000,000.0000 53,441.65 08/31/2007 12X4215 1215207 09/30/2051 01997 5.829998400 1,000,000.0000 53,441.65 08/31/2007 12X4215 1215207 09/30/2052 01997 5.829998400 14,000,000.0000 748,183.13 08/31/2007 12X4215 1215207 09/30/2055 01997 5.829998400 1,557,500.0000 83,235.37 08/31/2007 12X4215 1215207 09/30/2056 01997 5.829998400 5,215,000.0000 278,698.22 08/31/2007 12X4215 1215207 09/30/2048 01998 5.630000400 3,530,000.0000 182,177.43 08/31/2007 12X4215 1215207 09/30/2049 01998 5.630000400 29,400,000.0000 1,517,285.11 08/31/2007 12X4215 1215207 09/30/2050 01998 5.630000400 19,000,000.0000 980,558.40 08/31/2007 12X4215 1215207 09/30/2051 01998 5.630000400 3,000,000.0000 154,825.01 08/31/2007 12X4215 1215207 09/30/2052 01998 5.630000400 6,000,000.0000 309,650.02 08/31/2007 12X4215 1215207 09/30/2053 01998 5.630000400 13,000,000.0000 670,908.38 08/31/2007 12X4215 1215207 09/30/2055 01998 5.630000400 2,342,000.0000 120,866.73 08/31/2007 12X4215 1215207 09/30/2056 01998 5.630000400 591,000.0000 30,500.53 08/31/2007 12X4215 1215207 09/30/2049 01999 5.870001600 5,233,000.0000 281,579.09 08/31/2007 12X4215 1215207 09/30/2050 01999 5.870001600 23,000,000.0000 1,237,592.00 08/31/2007 12X4215 1215207 09/30/2051 01999 5.870001600 13,000,000.0000 699,508.52 08/31/2007 12X4215 1215207 09/30/2052 01999 5.870001600 8,000,000.0000 430,466.78 08/31/2007 12X4215 1215207 09/30/2053 01999 5.870001600 4,200,000.0000 225,995.06 08/31/2007 12X4215 1215207 09/30/2055 01999 5.870001600 2,898,200.0000 155,947.35 08/31/2007 12X4215 1215207 09/30/2056 01999 5.870001600 1,455,000.0000 78,291.15 08/31/2007 12X4215 1215207 09/30/2057 01999 5.870001600 518,000.0000 27,872.72 08/31/2007 12X4215 1215207 09/30/2051 02000 5.590000800 20,022,000.0000 1,025,960.80 08/31/2007 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 1,229,800.18 08/31/2007 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 461,175.07 08/31/2007 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 72,763.18 08/31/2007 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 141,119.57 08/31/2007 12X4215 1215207 09/30/2057 02000 5.590000800 997,000.0000 51,087.95 08/31/2007 12X4215 1215207 09/30/2052 02001 5.450000400 23,630,000.0000 1,180,515.50 08/31/2007 12X4215 1215207 09/30/2053 02001 5.450000400 27,300,000.0000 1,363,862.60 08/31/2007 12X4215 1215207 09/30/2055 02001 5.450000400 5,969,000.0000 298,201.31 08/31/2007 12X4215 1215207 09/30/2056 02001 5.450000400 2,953,000.0000 147,526.97 08/31/2007 12X4215 1215207 09/30/2057 02001 5.450000400 629,500.0000 31,448.77 08/31/2007 12X4215 1215207 09/30/2053 02002 5.209999200 35,581,000.0000 1,699,289.00 08/31/2007 12X4215 1215207 09/30/2055 02002 5.209999200 12,000,000.0000 573,099.91 08/31/2007 12X4215 1215207 09/30/2056 02002 5.209999200 4,665,000.0000 222,792.59 08/31/2007 12X4215 1215207 09/30/2057 02002 5.209999200 4,154,000.0000 198,388.09 08/31/2007 12X4215 1215207 09/30/2053 02003 5.310000000 27,826,000.0000 1,354,430.55 08/31/2007 12X4215 1215207 09/30/2055 02003 5.310000000 17,800,000.0000 866,415.00 08/31/2007 12X4215 1215207 09/30/2056 02003 5.310000000 9,498,000.0000 462,315.15 08/31/2007 12X4215 1215207 09/30/2057 02003 5.310000000 3,671,000.0000 178,685.93 08/31/2007 12X4215 1215207 09/30/2055 02004 5.050000800 18,535,000.0000 858,016.18 08/31/2007 12X4215 1215207 09/30/2056 02004 5.050000800 16,995,000.0000 786,727.00 08/31/2007 12X4215 1215207 09/30/2057 02004 5.050000800 9,797,000.0000 453,519.53 08/31/2007 12X4215 1215207 09/30/2055 02005 5.500000800 1,954,000.0000 98,514.18 08/31/2007 12X4215 1215207 09/30/2056 02005 5.500000800 13,564,000.0000 683,851.77 08/31/2007 12X4215 1215207 09/30/2057 02005 5.500000800 11,806,000.0000 595,219.25 08/31/2007 12X4215 1215207 09/30/2056 02006 4.989999600 1,655,000.0000 75,702.45 08/31/2007 12X4215 1215207 09/30/2057 02006 4.989999600 8,205,000.0000 375,310.34 08/31/2007 ------------------------ ---------------------- 1,396,573,800.0000 81,397,021.46 208 SUB-COHORT 12X4215 1215208 09/30/2007 02001 3.399998400 87,000.0000 2,711.50 08/31/2007 12X4215 1215208 09/30/2008 02001 3.399998400 1,400,000.0000 43,633.31 08/31/2007 12X4215 1215208 09/30/2007 02003 2.760001200 3,100.0000 78.43 08/31/2007 12X4215 1215208 09/30/2008 02003 2.760001200 200,000.0000 5,060.00 08/31/2007 12X4215 1215208 09/30/2007 02004 3.430000800 2,732,000.0000 85,898.65 08/31/2007 12X4215 1215208 09/30/2008 02004 3.430000800 773,000.0000 24,304.41 08/31/2007 12X4215 1215208 09/30/2007 02005 3.390001200 403,100.0000 12,526.34 08/31/2007 12X4215 1215208 09/30/2008 02005 3.390001200 58,000.0000 1,802.35 08/31/2007 12X4215 1215208 09/30/2008 02006 4.989999600 252,000.0000 11,526.90 08/31/2007 12X4215 1215208 09/30/2009 02006 4.989999600 73,000.0000 3,339.14 08/31/2007 ------------------------ ---------------------- 5,981,200.0000 190,881.03 209 SUB-COHORT 12X4215 1215209 09/30/2044 01993 6.649999200 226,000.0000 13,776.58 08/31/2007 12X4215 1215209 09/30/2044 01994 6.770001600 1,459,000.0000 90,543.13 08/31/2007 12X4215 1215209 09/30/2047 01997 6.890000400 1,144,000.0000 72,253.14 08/31/2007 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 3,157.92 08/31/2007 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 1,073.69 08/31/2007 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 25,263.33 08/31/2007 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 5,469.51 08/31/2007 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 195.79 08/31/2007 12X4215 1215209 09/30/2056 01999 5.810000400 2,000.0000 106.52 08/31/2007 12X4215 1215209 09/30/2050 02000 6.360001200 492,000.0000 28,683.61 08/31/2007 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 495.55 08/31/2007 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 810.37 08/31/2007 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 87.45 08/31/2007 12X4215 1215209 09/30/2051 02001 5.670000000 828,000.0000 43,035.30 08/31/2007 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 6,237.00 08/31/2007 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 1,283.78 08/31/2007 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 389.81 08/31/2007 12X4215 1215209 09/30/2052 02002 5.619999600 939,000.0000 48,374.15 08/31/2007 12X4215 1215209 09/30/2056 02002 5.619999600 5,000.0000 257.58 08/31/2007 12X4215 1215209 09/30/2052 02003 4.910000400 432,000.0000 19,443.60 08/31/2007 12X4215 1215209 09/30/2054 02003 4.910000400 800,000.0000 36,006.67 08/31/2007 12X4215 1215209 09/30/2054 02004 5.240001600 245,000.0000 11,768.17 08/31/2007 12X4215 1215209 09/30/2056 02004 5.240001600 10,000.0000 480.33 08/31/2007 12X4215 1215209 09/30/2055 02005 4.579999200 700,000.0000 29,388.33 08/31/2007 12X4215 1215209 09/30/2056 02005 4.579999200 177,000.0000 7,431.05 08/31/2007 ------------------------ ---------------------- 8,191,800.0000 446,012.36 212 SUB-COHORT 12X4215 1215212 09/30/2008 02001 5.370001200 179,000.0000 8,811.28 08/31/2007 12X4215 1215212 09/30/2008 02002 5.289998400 414,000.0000 20,075.54 08/31/2007 12X4215 1215212 09/30/2008 02003 4.250001600 220,500.0000 8,590.32 08/31/2007 ------------------------ ---------------------- 813,500.0000 37,477.14 401 SUB-COHORT 12X4215 1215401 09/30/2007 02000 5.709999600 333,000.0000 17,429.77 08/31/2007 12X4215 1215401 09/30/2008 02000 5.709999600 219,000.0000 11,462.82 08/31/2007 12X4215 1215401 09/30/2008 02001 3.700000800 1,537,000.0000 52,129.93 08/31/2007 12X4215 1215401 09/30/2008 02003 2.120000400 33,000.0000 641.30 08/31/2007 12X4215 1215401 09/30/2007 02004 3.470000400 1,176,000.0000 37,406.60 08/31/2007 12X4215 1215401 09/30/2008 02004 3.470000400 123,000.0000 3,912.43 08/31/2007 12X4215 1215401 09/30/2007 02005 3.620001600 1,759,000.0000 58,369.51 08/31/2007 12X4215 1215401 09/30/2008 02006 4.989999600 264,000.0000 12,075.80 08/31/2007 12X4215 1215401 09/30/2009 02006 4.989999600 1,175,000.0000 53,746.45 08/31/2007 ------------------------ ---------------------- 6,619,000.0000 247,174.61 ======================== ====================== 11,974,865,726.0000 603,508,025.22 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00