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 8,374,196.29 07/31/2008 12X4215 1215201 09/30/2026 01992 7.490001600 101,900,000.0000 6,360,259.69 07/31/2008 12X4215 1215201 09/30/2027 01992 7.490001600 28,500,000.0000 1,778,875.38 07/31/2008 12X4215 1215201 09/30/2032 01992 7.490001600 13,300,000.0000 830,141.84 07/31/2008 12X4215 1215201 09/30/2034 01992 7.490001600 13,500,000.0000 842,625.18 07/31/2008 12X4215 1215201 09/30/2038 01992 7.490001600 8,613,000.0000 537,594.86 07/31/2008 12X4215 1215201 09/30/2039 01992 7.490001600 4,677,000.0000 291,922.81 07/31/2008 12X4215 1215201 09/30/2040 01992 7.490001600 27,400,000.0000 1,710,217.03 07/31/2008 12X4215 1215201 09/30/2026 01993 6.670000800 198,627,000.0000 11,040,352.07 07/31/2008 12X4215 1215201 09/30/2027 01993 6.670000800 163,700,000.0000 9,098,992.76 07/31/2008 12X4215 1215201 09/30/2038 01993 6.670000800 9,728,900.0000 540,764.76 07/31/2008 12X4215 1215201 09/30/2040 01993 6.670000800 30,000,000.0000 1,667,500.20 07/31/2008 12X4215 1215201 09/30/2027 01994 7.319998800 232,139,000.0000 14,160,476.68 07/31/2008 12X4215 1215201 09/30/2028 01994 7.319998800 243,300,000.0000 14,841,297.57 07/31/2008 12X4215 1215201 09/30/2037 01994 7.319998800 11,000,000.0000 670,999.89 07/31/2008 12X4215 1215201 09/30/2038 01994 7.319998800 10,900,000.0000 664,899.89 07/31/2008 12X4215 1215201 09/30/2040 01994 7.319998800 45,000,000.0000 2,744,999.55 07/31/2008 12X4215 1215201 09/30/2028 01995 7.329999600 283,249,000.0000 17,301,792.14 07/31/2008 12X4215 1215201 09/30/2038 01995 7.329999600 4,311,000.0000 263,330.24 07/31/2008 12X4215 1215201 09/30/2039 01995 7.329999600 5,000.0000 305.42 07/31/2008 12X4215 1215201 09/30/2040 01995 7.329999600 27,000,000.0000 1,649,249.91 07/31/2008 12X4215 1215201 09/30/2029 01996 6.789999600 220,983,000.0000 12,503,954.01 07/31/2008 12X4215 1215201 09/30/2030 01996 6.789999600 100,000,000.0000 5,658,333.00 07/31/2008 12X4215 1215201 09/30/2037 01996 6.789999600 4,100,000.0000 231,991.65 07/31/2008 12X4215 1215201 09/30/2038 01996 6.789999600 14,424,700.0000 816,197.56 07/31/2008 12X4215 1215201 09/30/2040 01996 6.789999600 28,400,000.0000 1,606,966.57 07/31/2008 12X4215 1215201 09/30/2030 01997 6.660000000 97,491,000.0000 5,410,750.50 07/31/2008 12X4215 1215201 09/30/2031 01997 6.660000000 138,200,000.0000 7,670,100.00 07/31/2008 12X4215 1215201 09/30/2032 01997 6.660000000 5,500,000.0000 305,250.00 07/31/2008 12X4215 1215201 09/30/2037 01997 6.660000000 4,200,000.0000 233,100.00 07/31/2008 12X4215 1215201 09/30/2038 01997 6.660000000 6,367,000.0000 353,368.50 07/31/2008 12X4215 1215201 09/30/2040 01997 6.660000000 20,300,000.0000 1,126,650.00 07/31/2008 12X4215 1215201 09/30/2041 01997 6.660000000 51,000.0000 2,830.50 07/31/2008 12X4215 1215201 09/30/2031 01998 5.940000000 180,130,000.0000 8,916,435.00 07/31/2008 12X4215 1215201 09/30/2032 01998 5.940000000 172,100,000.0000 8,518,950.00 07/31/2008 12X4215 1215201 09/30/2033 01998 5.940000000 7,200,000.0000 356,400.00 07/31/2008 12X4215 1215201 09/30/2037 01998 5.940000000 20,500,000.0000 1,014,750.00 07/31/2008 12X4215 1215201 09/30/2038 01998 5.940000000 9,722,000.0000 481,239.00 07/31/2008 12X4215 1215201 09/30/2040 01998 5.940000000 27,400,000.0000 1,356,300.00 07/31/2008 12X4215 1215201 09/30/2032 01999 5.950000800 162,521,000.0000 8,058,334.00 07/31/2008 12X4215 1215201 09/30/2033 01999 5.950000800 199,000,000.0000 9,867,084.66 07/31/2008 12X4215 1215201 09/30/2034 01999 5.950000800 9,000,000.0000 446,250.06 07/31/2008 12X4215 1215201 09/30/2037 01999 5.950000800 24,200,000.0000 1,199,916.83 07/31/2008 12X4215 1215201 09/30/2038 01999 5.950000800 10,483,500.0000 519,806.94 07/31/2008 12X4215 1215201 09/30/2040 01999 5.950000800 27,800,000.0000 1,378,416.85 07/31/2008 12X4215 1215201 09/30/2033 02000 6.210000000 225,397,000.0000 11,664,294.75 07/31/2008 12X4215 1215201 09/30/2034 02000 6.210000000 236,600,000.0000 12,244,050.00 07/31/2008 12X4215 1215201 09/30/2035 02000 6.210000000 15,000,000.0000 776,250.00 07/31/2008 12X4215 1215201 09/30/2037 02000 6.210000000 3,000,000.0000 155,250.00 07/31/2008 12X4215 1215201 09/30/2038 02000 6.210000000 8,800,500.0000 455,425.88 07/31/2008 12X4215 1215201 09/30/2040 02000 6.210000000 35,700,000.0000 1,847,475.00 07/31/2008 12X4215 1215201 09/30/2034 02001 5.400000000 287,089,000.0000 12,919,005.00 07/31/2008 12X4215 1215201 09/30/2035 02001 5.400000000 236,000,000.0000 10,620,000.00 07/31/2008 12X4215 1215201 09/30/2036 02001 5.400000000 10,000,000.0000 450,000.00 07/31/2008 12X4215 1215201 09/30/2037 02001 5.400000000 13,200,000.0000 594,000.00 07/31/2008 12X4215 1215201 09/30/2038 02001 5.400000000 8,686,000.0000 390,870.00 07/31/2008 12X4215 1215201 09/30/2040 02001 5.400000000 37,800,000.0000 1,701,000.00 07/31/2008 12X4215 1215201 09/30/2035 02002 4.839998400 309,323,000.0000 12,476,023.54 07/31/2008 12X4215 1215201 09/30/2036 02002 4.839998400 233,000,000.0000 9,397,663.56 07/31/2008 12X4215 1215201 09/30/2037 02002 4.839998400 52,000,000.0000 2,097,332.64 07/31/2008 12X4215 1215201 09/30/2038 02002 4.839998400 46,350,100.0000 1,869,453.42 07/31/2008 12X4215 1215201 09/30/2039 02002 4.839998400 4,000.0000 161.33 07/31/2008 12X4215 1215201 09/30/2040 02002 4.839998400 36,200,000.0000 1,460,066.18 07/31/2008 12X4215 1215201 09/30/2036 02003 3.099999600 321,174,000.0000 8,296,993.93 07/31/2008 12X4215 1215201 09/30/2037 02003 3.099999600 271,000,000.0000 7,000,832.43 07/31/2008 12X4215 1215201 09/30/2038 02003 3.099999600 115,557,000.0000 2,985,222.11 07/31/2008 12X4215 1215201 09/30/2039 02003 3.099999600 10,675,000.0000 275,770.80 07/31/2008 12X4215 1215201 09/30/2040 02003 3.099999600 25,831,000.0000 667,300.75 07/31/2008 12X4215 1215201 09/30/2037 02004 4.759999200 567,246,000.0000 22,500,754.22 07/31/2008 12X4215 1215201 09/30/2038 02004 4.759999200 330,310,000.0000 13,102,294.46 07/31/2008 12X4215 1215201 09/30/2039 02004 4.759999200 17,413,000.0000 690,715.55 07/31/2008 12X4215 1215201 09/30/2040 02004 4.759999200 50,009,000.0000 1,983,690.00 07/31/2008 12X4215 1215201 09/30/2041 02004 4.759999200 177,000.0000 7,021.00 07/31/2008 12X4215 1215201 09/30/2038 02005 4.020001200 644,620,000.0000 21,594,776.45 07/31/2008 12X4215 1215201 09/30/2039 02005 4.020001200 278,957,000.0000 9,345,062.29 07/31/2008 12X4215 1215201 09/30/2040 02005 4.020001200 57,158,000.0000 1,914,793.57 07/31/2008 12X4215 1215201 09/30/2041 02005 4.020001200 783,000.0000 26,230.51 07/31/2008 12X4215 1215201 09/30/2039 02006 4.770000000 783,445,000.0000 31,141,938.75 07/31/2008 12X4215 1215201 09/30/2040 02006 4.770000000 229,682,000.0000 9,129,859.50 07/31/2008 12X4215 1215201 09/30/2041 02006 4.770000000 11,402,000.0000 453,229.50 07/31/2008 12X4215 1215201 09/30/2040 02007 4.979998800 907,368,000.0000 37,655,762.93 07/31/2008 12X4215 1215201 09/30/2041 02007 4.979998800 150,430,000.0000 6,242,843.50 07/31/2008 12X4215 1215201 09/30/2041 02008 4.979998800 636,015,000.0000 26,394,616.14 07/31/2008 ------------------------ ---------------------- 10,284,490,700.0000 455,932,199.48 202 SUB-COHORT 12X4215 1215202 09/30/2019 01992 7.490001600 304,726.0000 19,019.99 07/31/2008 12X4215 1215202 09/30/2021 01992 7.490001600 700,000.0000 43,691.68 07/31/2008 12X4215 1215202 09/30/2022 01992 7.490001600 20,000.0000 1,248.33 07/31/2008 12X4215 1215202 09/30/2027 01992 7.490001600 76,700.0000 4,787.36 07/31/2008 12X4215 1215202 09/30/2017 01993 6.670000800 76,000.0000 4,224.33 07/31/2008 12X4215 1215202 09/30/2019 01993 6.670000800 400,000.0000 22,233.34 07/31/2008 12X4215 1215202 09/30/2021 01993 6.670000800 600,000.0000 33,350.00 07/31/2008 12X4215 1215202 09/30/2026 01993 6.670000800 18,000.0000 1,000.50 07/31/2008 12X4215 1215202 09/30/2027 01993 6.670000800 72,900.0000 4,052.03 07/31/2008 12X4215 1215202 09/30/2015 01994 6.819998400 1,892,000.0000 107,528.64 07/31/2008 12X4215 1215202 09/30/2019 01994 6.819998400 1,545,000.0000 87,807.48 07/31/2008 12X4215 1215202 09/30/2026 01994 6.819998400 303,000.0000 17,220.50 07/31/2008 12X4215 1215202 09/30/2015 01995 7.189999200 2,024,000.0000 121,271.32 07/31/2008 12X4215 1215202 09/30/2019 01995 7.189999200 1,663,000.0000 99,641.41 07/31/2008 12X4215 1215202 09/30/2026 01995 7.189999200 475,000.0000 28,460.41 07/31/2008 12X4215 1215202 09/30/2027 01995 7.189999200 300,000.0000 17,975.00 07/31/2008 12X4215 1215202 09/30/2019 01996 6.649999200 1,360,000.0000 75,366.66 07/31/2008 12X4215 1215202 09/30/2020 01996 6.649999200 3,020,000.0000 167,358.31 07/31/2008 12X4215 1215202 09/30/2026 01996 6.649999200 1,125,000.0000 62,343.74 07/31/2008 12X4215 1215202 09/30/2018 01997 6.670000800 2,107,000.0000 117,114.10 07/31/2008 12X4215 1215202 09/30/2019 01997 6.670000800 1,844,000.0000 102,495.68 07/31/2008 12X4215 1215202 09/30/2026 01997 6.670000800 1,397,000.0000 77,649.93 07/31/2008 12X4215 1215202 09/30/2027 01997 6.670000800 300,000.0000 16,675.00 07/31/2008 12X4215 1215202 09/30/2018 01998 5.829998400 1,358,000.0000 65,976.15 07/31/2008 12X4215 1215202 09/30/2019 01998 5.829998400 3,711,000.0000 180,292.70 07/31/2008 12X4215 1215202 09/30/2026 01998 5.829998400 2,123,000.0000 103,142.39 07/31/2008 12X4215 1215202 09/30/2019 01999 5.789998800 4,844,000.0000 233,722.95 07/31/2008 12X4215 1215202 09/30/2025 01999 5.789998800 60,000.0000 2,895.00 07/31/2008 12X4215 1215202 09/30/2026 01999 5.789998800 2,273,000.0000 109,672.23 07/31/2008 12X4215 1215202 09/30/2027 01999 5.789998800 7,000.0000 337.75 07/31/2008 12X4215 1215202 09/30/2020 02000 6.239998800 3,283,000.0000 170,715.97 07/31/2008 12X4215 1215202 09/30/2021 02000 6.239998800 2,100,000.0000 109,199.98 07/31/2008 12X4215 1215202 09/30/2026 02000 6.239998800 2,974,000.0000 154,647.97 07/31/2008 12X4215 1215202 09/30/2027 02000 6.239998800 300,000.0000 15,600.00 07/31/2008 12X4215 1215202 09/30/2021 02001 5.199998400 5,952,000.0000 257,919.92 07/31/2008 12X4215 1215202 09/30/2022 02001 5.199998400 3,000,000.0000 129,999.96 07/31/2008 12X4215 1215202 09/30/2024 02001 5.199998400 920,000.0000 39,866.65 07/31/2008 12X4215 1215202 09/30/2025 02001 5.199998400 21,400.0000 927.33 07/31/2008 12X4215 1215202 09/30/2026 02001 5.199998400 1,580,000.0000 68,466.65 07/31/2008 12X4215 1215202 09/30/2027 02001 5.199998400 400,000.0000 17,333.33 07/31/2008 12X4215 1215202 09/30/2022 02002 4.730000400 5,953,000.0000 234,647.44 07/31/2008 12X4215 1215202 09/30/2023 02002 4.730000400 4,000,000.0000 157,666.68 07/31/2008 12X4215 1215202 09/30/2024 02002 4.730000400 1,862,000.0000 73,393.84 07/31/2008 12X4215 1215202 09/30/2025 02002 4.730000400 5,900.0000 232.56 07/31/2008 12X4215 1215202 09/30/2026 02002 4.730000400 1,697,400.0000 66,905.86 07/31/2008 12X4215 1215202 09/30/2027 02002 4.730000400 500,000.0000 19,708.34 07/31/2008 12X4215 1215202 09/30/2023 02003 4.100000400 7,478,000.0000 255,498.36 07/31/2008 12X4215 1215202 09/30/2024 02003 4.100000400 6,500,000.0000 222,083.36 07/31/2008 12X4215 1215202 09/30/2025 02003 4.100000400 670,000.0000 22,891.67 07/31/2008 12X4215 1215202 09/30/2026 02003 4.100000400 703,000.0000 24,019.17 07/31/2008 12X4215 1215202 09/30/2027 02003 4.100000400 500,000.0000 17,083.34 07/31/2008 12X4215 1215202 09/30/2024 02004 4.430001600 12,094,000.0000 446,470.33 07/31/2008 12X4215 1215202 09/30/2025 02004 4.430001600 3,560,000.0000 131,423.38 07/31/2008 12X4215 1215202 09/30/2026 02004 4.430001600 1,006,000.0000 37,138.18 07/31/2008 12X4215 1215202 09/30/2027 02004 4.430001600 500,000.0000 18,458.34 07/31/2008 12X4215 1215202 09/30/2025 02005 4.399999200 16,038,000.0000 588,059.89 07/31/2008 12X4215 1215202 09/30/2026 02005 4.399999200 4,005,000.0000 146,849.97 07/31/2008 12X4215 1215202 09/30/2027 02005 4.399999200 773,000.0000 28,343.33 07/31/2008 12X4215 1215202 09/30/2028 02005 4.399999200 15,000.0000 550.00 07/31/2008 12X4215 1215202 09/30/2026 02006 4.860000000 18,254,000.0000 739,287.00 07/31/2008 12X4215 1215202 09/30/2027 02006 4.860000000 3,101,000.0000 125,590.50 07/31/2008 12X4215 1215202 09/30/2028 02006 4.860000000 56,000.0000 2,268.00 07/31/2008 12X4215 1215202 09/30/2027 02007 4.830001200 17,518,000.0000 705,099.68 07/31/2008 12X4215 1215202 09/30/2028 02007 4.830001200 3,378,000.0000 135,964.53 07/31/2008 12X4215 1215202 09/30/2028 02008 4.830001200 12,807,000.0000 515,481.88 07/31/2008 ------------------------ ---------------------- 179,504,026.0000 7,608,348.30 203 SUB-COHORT 12X4215 1215203 09/30/2025 01992 7.580001600 3,312,000.0000 209,208.04 07/31/2008 12X4215 1215203 09/30/2026 01992 7.580001600 2,300,000.0000 145,283.36 07/31/2008 12X4215 1215203 09/30/2027 01992 7.580001600 1,400,000.0000 88,433.35 07/31/2008 12X4215 1215203 09/30/2039 01992 7.580001600 13,868,000.0000 875,995.52 07/31/2008 12X4215 1215203 09/30/2040 01992 7.580001600 2,100,000.0000 132,650.03 07/31/2008 12X4215 1215203 09/30/2026 01993 6.649999200 11,377,000.0000 630,475.34 07/31/2008 12X4215 1215203 09/30/2027 01993 6.649999200 2,300,000.0000 127,458.32 07/31/2008 12X4215 1215203 09/30/2039 01993 6.649999200 6,327,000.0000 350,621.21 07/31/2008 12X4215 1215203 09/30/2040 01993 6.649999200 1,700,000.0000 94,208.32 07/31/2008 12X4215 1215203 09/30/2027 01994 6.789999600 13,331,000.0000 754,312.37 07/31/2008 12X4215 1215203 09/30/2032 01994 6.789999600 1,013,000.0000 57,318.91 07/31/2008 12X4215 1215203 09/30/2040 01994 6.789999600 1,100,000.0000 62,241.66 07/31/2008 12X4215 1215203 09/30/2031 01997 6.660000000 1,209,000.0000 67,099.50 07/31/2008 12X4215 1215203 09/30/2031 01998 5.979999600 4,440,000.0000 221,259.99 07/31/2008 12X4215 1215203 09/30/2032 01998 5.979999600 963,000.0000 47,989.50 07/31/2008 12X4215 1215203 09/30/2038 01998 5.979999600 2,700.0000 134.55 07/31/2008 12X4215 1215203 09/30/2032 01999 5.810000400 2,613,000.0000 126,512.76 07/31/2008 12X4215 1215203 09/30/2033 02000 6.320001600 2,706,000.0000 142,516.04 07/31/2008 12X4215 1215203 09/30/2034 02001 4.929998400 555,000.0000 22,801.24 07/31/2008 12X4215 1215203 09/30/2035 02002 3.700000800 511,000.0000 15,755.84 07/31/2008 12X4215 1215203 09/30/2036 02003 3.589999200 457,000.0000 13,671.91 07/31/2008 12X4215 1215203 09/30/2037 02004 4.110001200 369,000.0000 12,638.25 07/31/2008 12X4215 1215203 09/30/2038 02005 4.320000000 602,000.0000 21,672.00 07/31/2008 12X4215 1215203 09/30/2039 02006 4.849999200 420,000.0000 16,975.00 07/31/2008 12X4215 1215203 09/30/2040 02007 4.889998800 161,000.0000 6,560.75 07/31/2008 12X4215 1215203 09/30/2041 02008 4.889998800 521,000.0000 21,230.74 07/31/2008 ------------------------ ---------------------- 75,657,700.0000 4,265,024.50 206 SUB-COHORT 12X4215 1215206 09/30/2026 01992 6.919999200 246,000.0000 14,186.00 07/31/2008 12X4215 1215206 09/30/2027 01992 6.919999200 1,248,000.0000 71,967.99 07/31/2008 12X4215 1215206 09/30/2028 01992 6.919999200 1,000,000.0000 57,666.66 07/31/2008 12X4215 1215206 09/30/2029 01992 6.919999200 1,800,000.0000 103,799.99 07/31/2008 12X4215 1215206 09/30/2035 01992 6.919999200 1,600,000.0000 92,266.66 07/31/2008 12X4215 1215206 09/30/2037 01992 6.919999200 39,000.0000 2,249.00 07/31/2008 12X4215 1215206 09/30/2038 01992 6.919999200 360,000.0000 20,760.00 07/31/2008 12X4215 1215206 09/30/2028 01993 7.049998800 2,378,000.0000 139,707.48 07/31/2008 12X4215 1215206 09/30/2029 01993 7.049998800 1,993,000.0000 117,088.73 07/31/2008 12X4215 1215206 09/30/2030 01993 7.049998800 1,300,000.0000 76,374.99 07/31/2008 12X4215 1215206 09/30/2038 01993 7.049998800 488,000.0000 28,670.00 07/31/2008 12X4215 1215206 09/30/2028 01994 6.990001200 1,961,000.0000 114,228.27 07/31/2008 12X4215 1215206 09/30/2029 01994 6.990001200 2,000,000.0000 116,500.02 07/31/2008 12X4215 1215206 09/30/2030 01994 6.990001200 700,000.0000 40,775.01 07/31/2008 12X4215 1215206 09/30/2032 01994 6.990001200 1,815,000.0000 105,723.77 07/31/2008 12X4215 1215206 09/30/2033 01994 6.990001200 220,000.0000 12,815.00 07/31/2008 12X4215 1215206 09/30/2034 01994 6.990001200 400,000.0000 23,300.00 07/31/2008 12X4215 1215206 09/30/2038 01994 6.990001200 293,000.0000 17,067.25 07/31/2008 12X4215 1215206 09/30/2029 01995 6.950001600 1,548,000.0000 89,655.02 07/31/2008 12X4215 1215206 09/30/2030 01995 6.950001600 2,000,000.0000 115,833.36 07/31/2008 12X4215 1215206 09/30/2033 01995 6.950001600 1,200,000.0000 69,500.02 07/31/2008 12X4215 1215206 09/30/2035 01995 6.950001600 310,000.0000 17,954.17 07/31/2008 12X4215 1215206 09/30/2038 01995 6.950001600 195,000.0000 11,293.75 07/31/2008 12X4215 1215206 09/30/2029 01996 6.419998800 1,687,000.0000 90,254.48 07/31/2008 12X4215 1215206 09/30/2030 01996 6.419998800 3,000,000.0000 160,499.97 07/31/2008 12X4215 1215206 09/30/2031 01996 6.419998800 1,375,000.0000 73,562.49 07/31/2008 12X4215 1215206 09/30/2032 01996 6.419998800 2,000,000.0000 106,999.98 07/31/2008 12X4215 1215206 09/30/2034 01996 6.419998800 50,000.0000 2,675.00 07/31/2008 12X4215 1215206 09/30/2035 01996 6.419998800 400,000.0000 21,400.00 07/31/2008 12X4215 1215206 09/30/2038 01996 6.419998800 437,000.0000 23,379.50 07/31/2008 12X4215 1215206 09/30/2030 01997 6.040000800 1,286,000.0000 64,728.68 07/31/2008 12X4215 1215206 09/30/2031 01997 6.040000800 3,000,000.0000 151,000.02 07/31/2008 12X4215 1215206 09/30/2032 01997 6.040000800 1,000,000.0000 50,333.34 07/31/2008 12X4215 1215206 09/30/2033 01997 6.040000800 700,000.0000 35,233.34 07/31/2008 12X4215 1215206 09/30/2035 01997 6.040000800 400,000.0000 20,133.34 07/31/2008 12X4215 1215206 09/30/2038 01997 6.040000800 317,000.0000 15,955.67 07/31/2008 12X4215 1215206 09/30/2032 01998 5.979999600 2,918,600.0000 145,443.56 07/31/2008 12X4215 1215206 09/30/2033 01998 5.979999600 800,000.0000 39,866.66 07/31/2008 12X4215 1215206 09/30/2035 01998 5.979999600 1,000,000.0000 49,833.33 07/31/2008 12X4215 1215206 09/30/2038 01998 5.979999600 257,000.0000 12,807.17 07/31/2008 12X4215 1215206 09/30/2040 01998 5.979999600 827,000.0000 41,212.16 07/31/2008 12X4215 1215206 09/30/2034 01999 5.720000400 224,000.0000 10,677.33 07/31/2008 12X4215 1215206 09/30/2035 01999 5.720000400 3,000,000.0000 143,000.01 07/31/2008 12X4215 1215206 09/30/2036 01999 5.720000400 1,000,000.0000 47,666.67 07/31/2008 12X4215 1215206 09/30/2037 01999 5.720000400 3,400,000.0000 162,066.68 07/31/2008 12X4215 1215206 09/30/2038 01999 5.720000400 755,000.0000 35,988.34 07/31/2008 12X4215 1215206 09/30/2040 01999 5.720000400 400,000.0000 19,066.67 07/31/2008 12X4215 1215206 09/30/2035 02000 5.360000400 4,954,000.0000 221,278.68 07/31/2008 12X4215 1215206 09/30/2036 02000 5.360000400 3,700,000.0000 165,266.68 07/31/2008 12X4215 1215206 09/30/2037 02000 5.360000400 2,616,000.0000 116,848.01 07/31/2008 12X4215 1215206 09/30/2038 02000 5.360000400 628,000.0000 28,050.67 07/31/2008 12X4215 1215206 09/30/2039 02000 5.360000400 2,071,000.0000 92,504.67 07/31/2008 12X4215 1215206 09/30/2035 02001 5.420001600 1,124,000.0000 50,767.35 07/31/2008 12X4215 1215206 09/30/2036 02001 5.420001600 1,500,000.0000 67,750.02 07/31/2008 12X4215 1215206 09/30/2037 02001 5.420001600 6,400,000.0000 289,066.75 07/31/2008 12X4215 1215206 09/30/2038 02001 5.420001600 2,748,000.0000 124,118.04 07/31/2008 12X4215 1215206 09/30/2039 02001 5.420001600 1,593,000.0000 71,950.52 07/31/2008 12X4215 1215206 09/30/2040 02001 5.420001600 388,000.0000 17,524.67 07/31/2008 12X4215 1215206 09/30/2041 02001 5.420001600 148,000.0000 6,684.67 07/31/2008 12X4215 1215206 09/30/2037 02002 5.109998400 4,756,000.0000 202,526.27 07/31/2008 12X4215 1215206 09/30/2038 02002 5.109998400 7,200,000.0000 306,599.90 07/31/2008 12X4215 1215206 09/30/2039 02002 5.109998400 1,572,000.0000 66,940.98 07/31/2008 12X4215 1215206 09/30/2040 02002 5.109998400 1,812,000.0000 77,160.98 07/31/2008 12X4215 1215206 09/30/2041 02002 5.109998400 105,000.0000 4,471.25 07/31/2008 12X4215 1215206 09/30/2037 02003 5.590000800 1,447,000.0000 67,406.09 07/31/2008 12X4215 1215206 09/30/2038 02003 5.590000800 1,787,000.0000 83,244.43 07/31/2008 12X4215 1215206 09/30/2039 02003 5.590000800 4,394,000.0000 204,687.20 07/31/2008 12X4215 1215206 09/30/2040 02003 5.590000800 1,085,000.0000 50,542.92 07/31/2008 12X4215 1215206 09/30/2041 02003 5.590000800 4,157,000.0000 193,646.94 07/31/2008 12X4215 1215206 09/30/2038 02004 4.979998800 72,000.0000 2,988.00 07/31/2008 12X4215 1215206 09/30/2039 02004 4.979998800 2,959,000.0000 122,798.47 07/31/2008 12X4215 1215206 09/30/2040 02004 4.979998800 6,584,000.0000 273,235.93 07/31/2008 12X4215 1215206 09/30/2041 02004 4.979998800 649,000.0000 26,933.49 07/31/2008 12X4215 1215206 09/30/2038 02005 5.450000400 336,000.0000 15,260.00 07/31/2008 12X4215 1215206 09/30/2039 02005 5.450000400 586,000.0000 26,614.17 07/31/2008 12X4215 1215206 09/30/2040 02005 5.450000400 5,203,000.0000 236,302.93 07/31/2008 12X4215 1215206 09/30/2041 02005 5.450000400 3,400,000.0000 154,416.68 07/31/2008 12X4215 1215206 09/30/2039 02006 5.389999200 143,000.0000 6,423.08 07/31/2008 12X4215 1215206 09/30/2040 02006 5.389999200 1,902,000.0000 85,431.49 07/31/2008 12X4215 1215206 09/30/2041 02006 5.389999200 1,521,000.0000 68,318.24 07/31/2008 12X4215 1215206 09/30/2040 02007 5.389999200 1,223,000.0000 54,933.08 07/31/2008 12X4215 1215206 09/30/2041 02007 5.389999200 771,000.0000 34,630.74 07/31/2008 12X4215 1215206 09/30/2041 02008 5.389999200 419,000.0000 18,820.08 07/31/2008 ------------------------ ---------------------- 137,280,600.0000 6,619,311.60 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.819998400 114,337,000.0000 6,498,151.31 07/31/2008 12X4215 1215207 09/30/2044 01992 6.819998400 78,100,000.0000 4,438,682.29 07/31/2008 12X4215 1215207 09/30/2045 01992 6.819998400 3,000,000.0000 170,499.96 07/31/2008 12X4215 1215207 09/30/2052 01992 6.819998400 31,000,000.0000 1,761,832.92 07/31/2008 12X4215 1215207 09/30/2056 01992 6.819998400 12,945,000.0000 735,707.33 07/31/2008 12X4215 1215207 09/30/2057 01992 6.819998400 10,000,000.0000 568,333.20 07/31/2008 12X4215 1215207 09/30/2044 01993 6.890000400 131,985,000.0000 7,578,139.19 07/31/2008 12X4215 1215207 09/30/2045 01993 6.890000400 54,000,000.0000 3,100,500.18 07/31/2008 12X4215 1215207 09/30/2052 01993 6.890000400 34,000,000.0000 1,952,166.78 07/31/2008 12X4215 1215207 09/30/2056 01993 6.890000400 12,513,000.0000 718,454.79 07/31/2008 12X4215 1215207 09/30/2057 01993 6.890000400 9,200,000.0000 528,233.36 07/31/2008 12X4215 1215207 09/30/2045 01994 7.089998400 79,714,000.0000 4,709,767.77 07/31/2008 12X4215 1215207 09/30/2046 01994 7.089998400 64,000,000.0000 3,781,332.48 07/31/2008 12X4215 1215207 09/30/2052 01994 7.089998400 29,000,000.0000 1,713,416.28 07/31/2008 12X4215 1215207 09/30/2055 01994 7.089998400 16,510,000.0000 975,465.61 07/31/2008 12X4215 1215207 09/30/2056 01994 7.089998400 9,570,000.0000 565,427.37 07/31/2008 12X4215 1215207 09/30/2057 01994 7.089998400 12,200,000.0000 720,816.50 07/31/2008 12X4215 1215207 09/30/2046 01995 6.710000400 55,520,000.0000 3,104,493.52 07/31/2008 12X4215 1215207 09/30/2048 01995 6.710000400 2,000,000.0000 111,833.34 07/31/2008 12X4215 1215207 09/30/2050 01995 6.710000400 1,000,000.0000 55,916.67 07/31/2008 12X4215 1215207 09/30/2052 01995 6.710000400 14,000,000.0000 782,833.38 07/31/2008 12X4215 1215207 09/30/2055 01995 6.710000400 1,069,000.0000 59,774.92 07/31/2008 12X4215 1215207 09/30/2056 01995 6.710000400 6,695,000.0000 374,362.11 07/31/2008 12X4215 1215207 09/30/2057 01995 6.710000400 2,200,000.0000 123,016.67 07/31/2008 12X4215 1215207 09/30/2047 01996 6.459998400 16,436,000.0000 884,804.45 07/31/2008 12X4215 1215207 09/30/2048 01996 6.459998400 29,000,000.0000 1,561,166.28 07/31/2008 12X4215 1215207 09/30/2052 01996 6.459998400 9,000,000.0000 484,499.88 07/31/2008 12X4215 1215207 09/30/2055 01996 6.459998400 667,600.0000 35,939.12 07/31/2008 12X4215 1215207 09/30/2056 01996 6.459998400 5,122,000.0000 275,734.27 07/31/2008 12X4215 1215207 09/30/2057 01996 6.459998400 3,700,000.0000 199,183.28 07/31/2008 12X4215 1215207 09/30/2048 01997 5.879998800 29,810,000.0000 1,460,689.70 07/31/2008 12X4215 1215207 09/30/2049 01997 5.879998800 17,000,000.0000 832,999.83 07/31/2008 12X4215 1215207 09/30/2050 01997 5.879998800 1,000,000.0000 48,999.99 07/31/2008 12X4215 1215207 09/30/2051 01997 5.879998800 1,000,000.0000 48,999.99 07/31/2008 12X4215 1215207 09/30/2052 01997 5.879998800 14,000,000.0000 685,999.86 07/31/2008 12X4215 1215207 09/30/2055 01997 5.879998800 1,557,500.0000 76,317.48 07/31/2008 12X4215 1215207 09/30/2056 01997 5.879998800 5,215,000.0000 255,534.95 07/31/2008 12X4215 1215207 09/30/2057 01997 5.879998800 3,600,000.0000 176,399.96 07/31/2008 12X4215 1215207 09/30/2058 01997 6.040000800 488,000.0000 24,562.67 07/31/2008 12X4215 1215207 09/30/2049 01998 5.879998800 29,400,000.0000 1,440,599.71 07/31/2008 12X4215 1215207 09/30/2050 01998 5.879998800 19,000,000.0000 930,999.81 07/31/2008 12X4215 1215207 09/30/2051 01998 5.879998800 3,000,000.0000 146,999.97 07/31/2008 12X4215 1215207 09/30/2052 01998 5.879998800 6,000,000.0000 293,999.94 07/31/2008 12X4215 1215207 09/30/2053 01998 5.879998800 13,000,000.0000 636,999.87 07/31/2008 12X4215 1215207 09/30/2055 01998 5.879998800 2,342,000.0000 114,757.98 07/31/2008 12X4215 1215207 09/30/2056 01998 5.879998800 591,000.0000 28,958.99 07/31/2008 12X4215 1215207 09/30/2057 01998 5.879998800 4,500,000.0000 220,499.96 07/31/2008 12X4215 1215207 09/30/2058 01998 5.879998800 533,000.0000 26,116.99 07/31/2008 12X4215 1215207 09/30/2049 01999 5.870001600 2,533,000.0000 123,905.95 07/31/2008 12X4215 1215207 09/30/2050 01999 5.870001600 23,000,000.0000 1,125,083.64 07/31/2008 12X4215 1215207 09/30/2051 01999 5.870001600 13,000,000.0000 635,916.84 07/31/2008 12X4215 1215207 09/30/2052 01999 5.870001600 8,000,000.0000 391,333.44 07/31/2008 12X4215 1215207 09/30/2053 01999 5.870001600 4,200,000.0000 205,450.06 07/31/2008 12X4215 1215207 09/30/2055 01999 5.870001600 2,898,200.0000 141,770.32 07/31/2008 12X4215 1215207 09/30/2056 01999 5.870001600 1,455,000.0000 71,173.77 07/31/2008 12X4215 1215207 09/30/2057 01999 5.870001600 4,023,000.0000 196,791.80 07/31/2008 12X4215 1215207 09/30/2051 02000 5.590000800 16,732,000.0000 779,432.44 07/31/2008 12X4215 1215207 09/30/2052 02000 5.590000800 24,000,000.0000 1,118,000.16 07/31/2008 12X4215 1215207 09/30/2053 02000 5.590000800 9,000,000.0000 419,250.06 07/31/2008 12X4215 1215207 09/30/2055 02000 5.590000800 1,420,000.0000 66,148.34 07/31/2008 12X4215 1215207 09/30/2056 02000 5.590000800 2,754,000.0000 128,290.52 07/31/2008 12X4215 1215207 09/30/2057 02000 5.590000800 3,447,000.0000 160,572.77 07/31/2008 12X4215 1215207 09/30/2058 02000 5.590000800 166,000.0000 7,732.83 07/31/2008 12X4215 1215207 09/30/2052 02001 5.450000400 23,630,000.0000 1,073,195.91 07/31/2008 12X4215 1215207 09/30/2053 02001 5.450000400 27,300,000.0000 1,239,875.09 07/31/2008 12X4215 1215207 09/30/2055 02001 5.450000400 5,969,000.0000 271,092.10 07/31/2008 12X4215 1215207 09/30/2056 02001 5.450000400 2,953,000.0000 134,115.43 07/31/2008 12X4215 1215207 09/30/2057 02001 5.450000400 2,629,500.0000 119,423.13 07/31/2008 12X4215 1215207 09/30/2053 02002 5.209999200 35,581,000.0000 1,544,808.18 07/31/2008 12X4215 1215207 09/30/2055 02002 5.209999200 12,000,000.0000 520,999.92 07/31/2008 12X4215 1215207 09/30/2056 02002 5.209999200 4,665,000.0000 202,538.72 07/31/2008 12X4215 1215207 09/30/2057 02002 5.209999200 6,254,000.0000 271,527.79 07/31/2008 12X4215 1215207 09/30/2058 02002 5.209999200 2,291,000.0000 99,467.57 07/31/2008 12X4215 1215207 09/30/2053 02003 5.310000000 24,871,000.0000 1,100,541.75 07/31/2008 12X4215 1215207 09/30/2055 02003 5.310000000 17,800,000.0000 787,650.00 07/31/2008 12X4215 1215207 09/30/2056 02003 5.310000000 9,498,000.0000 420,286.50 07/31/2008 12X4215 1215207 09/30/2057 02003 5.310000000 3,626,000.0000 160,450.50 07/31/2008 12X4215 1215207 09/30/2058 02003 5.310000000 820,000.0000 36,285.00 07/31/2008 12X4215 1215207 09/30/2055 02004 5.050000800 18,535,000.0000 780,014.71 07/31/2008 12X4215 1215207 09/30/2056 02004 5.050000800 16,995,000.0000 715,206.36 07/31/2008 12X4215 1215207 09/30/2057 02004 5.050000800 15,297,000.0000 643,748.85 07/31/2008 12X4215 1215207 09/30/2058 02004 5.050000800 2,540,000.0000 106,891.68 07/31/2008 12X4215 1215207 09/30/2055 02005 5.500000800 1,454,000.0000 66,641.68 07/31/2008 12X4215 1215207 09/30/2056 02005 5.500000800 13,564,000.0000 621,683.42 07/31/2008 12X4215 1215207 09/30/2057 02005 5.500000800 14,206,000.0000 651,108.43 07/31/2008 12X4215 1215207 09/30/2058 02005 5.500000800 8,363,000.0000 383,304.22 07/31/2008 12X4215 1215207 09/30/2056 02006 5.500000800 1,655,000.0000 75,854.18 07/31/2008 12X4215 1215207 09/30/2057 02006 5.500000800 13,540,800.0000 620,620.09 07/31/2008 12X4215 1215207 09/30/2058 02006 5.500000800 9,314,000.0000 426,891.73 07/31/2008 12X4215 1215207 09/30/2057 02007 5.500000800 5,000,000.0000 229,166.70 07/31/2008 12X4215 1215207 09/30/2058 02007 5.500000800 7,395,000.0000 338,937.55 07/31/2008 ------------------------ ---------------------- 1,424,894,600.0000 75,234,102.99 208 SUB-COHORT 12X4215 1215208 09/30/2008 02001 3.399998400 600,000.0000 16,999.99 07/31/2008 12X4215 1215208 09/30/2008 02003 2.760001200 200,000.0000 4,600.00 07/31/2008 12X4215 1215208 09/30/2008 02005 3.390001200 58,000.0000 1,638.50 07/31/2008 12X4215 1215208 09/30/2008 02006 3.710001600 252,000.0000 7,791.00 07/31/2008 12X4215 1215208 09/30/2009 02006 3.710001600 73,000.0000 2,256.92 07/31/2008 12X4215 1215208 09/30/2009 02007 3.430000800 975,000.0000 27,868.76 07/31/2008 12X4215 1215208 09/30/2010 02007 3.430000800 125,000.0000 3,572.92 07/31/2008 ------------------------ ---------------------- 2,283,000.0000 64,728.09 209 SUB-COHORT 12X4215 1215209 09/30/2057 01992 7.570000800 200,000.0000 12,616.67 07/31/2008 12X4215 1215209 09/30/2044 01993 6.660000000 226,000.0000 12,543.00 07/31/2008 12X4215 1215209 09/30/2057 01993 6.660000000 600,000.0000 33,300.00 07/31/2008 12X4215 1215209 09/30/2044 01994 6.789999600 1,459,000.0000 82,555.08 07/31/2008 12X4215 1215209 09/30/2057 01994 6.789999600 2,440,000.0000 138,063.33 07/31/2008 12X4215 1215209 09/30/2047 01997 6.890000400 1,144,000.0000 65,684.67 07/31/2008 12X4215 1215209 09/30/2048 01997 6.890000400 50,000.0000 2,870.83 07/31/2008 12X4215 1215209 09/30/2050 01997 6.890000400 17,000.0000 976.08 07/31/2008 12X4215 1215209 09/30/2052 01997 6.890000400 400,000.0000 22,966.67 07/31/2008 12X4215 1215209 09/30/2055 01997 6.890000400 86,600.0000 4,972.28 07/31/2008 12X4215 1215209 09/30/2056 01997 6.890000400 3,100.0000 177.99 07/31/2008 12X4215 1215209 09/30/2056 01999 5.810000400 2,000.0000 96.83 07/31/2008 12X4215 1215209 09/30/2057 01999 5.810000400 100,000.0000 4,841.67 07/31/2008 12X4215 1215209 09/30/2050 02000 6.360001200 492,000.0000 26,076.00 07/31/2008 12X4215 1215209 09/30/2054 02000 6.360001200 8,500.0000 450.50 07/31/2008 12X4215 1215209 09/30/2055 02000 6.360001200 13,900.0000 736.70 07/31/2008 12X4215 1215209 09/30/2056 02000 6.360001200 1,500.0000 79.50 07/31/2008 12X4215 1215209 09/30/2051 02001 5.670000000 828,000.0000 39,123.00 07/31/2008 12X4215 1215209 09/30/2052 02001 5.670000000 120,000.0000 5,670.00 07/31/2008 12X4215 1215209 09/30/2055 02001 5.670000000 24,700.0000 1,167.08 07/31/2008 12X4215 1215209 09/30/2056 02001 5.670000000 7,500.0000 354.38 07/31/2008 12X4215 1215209 09/30/2052 02002 5.619999600 939,000.0000 43,976.50 07/31/2008 12X4215 1215209 09/30/2056 02002 5.619999600 5,000.0000 234.17 07/31/2008 12X4215 1215209 09/30/2052 02003 4.910000400 432,000.0000 17,676.00 07/31/2008 12X4215 1215209 09/30/2054 02003 4.910000400 800,000.0000 32,733.34 07/31/2008 12X4215 1215209 09/30/2054 02004 5.240001600 245,000.0000 10,698.34 07/31/2008 12X4215 1215209 09/30/2056 02004 5.240001600 10,000.0000 436.67 07/31/2008 12X4215 1215209 09/30/2055 02005 4.579999200 700,000.0000 26,716.66 07/31/2008 12X4215 1215209 09/30/2056 02005 4.579999200 177,000.0000 6,755.50 07/31/2008 12X4215 1215209 09/30/2057 02006 5.460001200 1,000,000.0000 45,500.01 07/31/2008 12X4215 1215209 09/30/2057 02007 5.460001200 900,000.0000 40,950.01 07/31/2008 ------------------------ ---------------------- 13,431,800.0000 680,999.46 212 SUB-COHORT 12X4215 1215212 09/30/2008 02001 5.420001600 179,000.0000 8,084.84 07/31/2008 12X4215 1215212 09/30/2009 02001 5.420001600 67,000.0000 3,026.17 07/31/2008 12X4215 1215212 09/30/2008 02002 5.230000800 414,000.0000 18,043.50 07/31/2008 12X4215 1215212 09/30/2008 02003 4.489999200 220,500.0000 8,250.37 07/31/2008 12X4215 1215212 09/30/2010 02008 4.489999200 501,000.0000 18,745.75 07/31/2008 ------------------------ ---------------------- 1,381,500.0000 56,150.63 401 SUB-COHORT 12X4215 1215401 09/30/2008 02001 3.700000800 1,537,000.0000 47,390.84 07/31/2008 12X4215 1215401 09/30/2008 02003 2.120000400 33,000.0000 583.00 07/31/2008 12X4215 1215401 09/30/2008 02006 3.719998800 264,000.0000 8,184.00 07/31/2008 12X4215 1215401 09/30/2009 02006 3.719998800 1,175,000.0000 36,424.99 07/31/2008 12X4215 1215401 09/30/2010 02006 3.719998800 2,123,000.0000 65,812.98 07/31/2008 12X4215 1215401 09/30/2010 02007 3.719998800 343,000.0000 10,633.00 07/31/2008 ------------------------ ---------------------- 5,475,000.0000 169,028.81 ======================== ====================== 12,124,398,926.0000 550,629,893.86 ============================================================================================================================ 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