Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 70X4236 7036 01/31/2009 04375 4.375000000 2,000,000,000.0000 36,577,868.85 08/31/2007 70X4236 7036 01/31/2010 04500 4.500000000 50,000,000.0000 940,573.77 08/31/2007 70X4236 7036 02/28/2008 03375 3.375000000 125,000,000.0000 1,763,575.82 08/31/2007 70X4236 7036 02/28/2009 04375 4.375000000 2,000,000,000.0000 36,577,868.85 08/31/2007 70X4236 7036 03/30/2009 04500 4.500000000 500,000,000.0000 9,405,737.70 08/31/2007 70X4236 7036 04/02/2010 04500 4.500000000 200,000,000.0000 3,713,114.75 08/31/2007 70X4236 7036 04/28/2009 04750 4.750000000 250,000,000.0000 4,964,139.34 08/31/2007 70X4236 7036 04/30/2008 03750 3.750000000 100,000,000.0000 1,567,622.95 08/31/2007 70X4236 7036 05/31/2009 04875 4.875000000 125,000,000.0000 2,547,387.30 08/31/2007 70X4236 7036 09/30/2009 04875 4.875000000 10,000,000.0000 203,790.98 08/31/2007 70X4236 7036 10/31/2009 04750 4.750000000 400,000,000.0000 7,942,622.95 08/31/2007 70X4236 7036 11/30/2008 04125 4.125000000 10,000,000,000.0000 172,438,524.59 08/31/2007 70X4236 7036 12/30/2008 04375 4.375000000 1,775,000,000.0000 32,462,858.61 08/31/2007 ------------------------ ---------------------- 17,535,000,000.0000 311,105,686.46 ======================== ====================== 17,535,000,000.0000 311,105,686.46 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 70X4236 INTCREDIT 05/25/2007 INT - 0.0000 -219,881.76 408533 INTCREDIT 06/27/2007 INT - 0.0000 -509,145.04 408984 INTCREDIT 07/12/2007 INT - 0.0000 -805,619.96 425481 INTCREDIT 08/28/2007 INT - 0.0000 -1,099,802.99 427710 ------------------------ ---------------------- 0.0000 -2,634,449.75 ======================== ====================== 0.0000 -2,634,449.75