Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 12X4336 1236 01/29/2007 5.000000000 59,020,815.7200 1,226,927.28 11/30/2007 12X4336 1236 01/31/2007 5.000000000 72,598,777.2100 1,509,186.54 11/30/2007 12X4336 1236 02/01/2007 5.000000000 32,307,186.9200 671,603.21 11/30/2007 12X4336 1236 02/02/2007 5.000000000 19,852,710.9100 412,699.02 11/30/2007 12X4336 1236 02/05/2007 5.000000000 60,372,197.5700 1,255,019.87 11/30/2007 12X4336 1236 02/06/2007 5.000000000 9,936,912.1600 206,568.96 11/30/2007 12X4336 1236 02/09/2007 5.000000000 72,931,521.6200 1,516,103.64 11/30/2007 12X4336 1236 02/12/2007 5.000000000 36,491,535.0400 758,587.62 11/30/2007 12X4336 1236 02/13/2007 5.000000000 29,522,649.1400 613,718.11 11/30/2007 12X4336 1236 02/14/2007 5.000000000 24,164,316.1900 502,328.86 11/30/2007 12X4336 1236 02/15/2007 5.000000000 39,848,477.2700 828,371.88 11/30/2007 12X4336 1236 02/16/2007 5.000000000 61,764,271.6300 1,283,958.36 11/30/2007 12X4336 1236 02/20/2007 5.000000000 68,018,594.9600 1,413,973.51 11/30/2007 12X4336 1236 02/21/2007 5.000000000 8,718,714.1700 181,245.01 11/30/2007 12X4336 1236 02/22/2007 5.000000000 63,021,309.5200 1,310,089.72 11/30/2007 12X4336 1236 02/23/2007 5.000000000 2,177,767.9300 45,271.53 11/30/2007 12X4336 1236 02/26/2007 5.000000000 37,926,961.1900 788,427.32 11/30/2007 12X4336 1236 03/05/2007 5.125000000 8,018,194.8700 170,849.65 11/30/2007 12X4336 1236 03/06/2007 5.125000000 4,096,975.1900 87,297.30 11/30/2007 12X4336 1236 03/12/2007 5.125000000 630,434,526.9100 13,433,137.86 11/30/2007 12X4336 1236 03/14/2007 5.125000000 1,359,168.4100 28,960.81 11/30/2007 12X4336 1236 03/19/2007 5.125000000 1,628,466.6700 34,698.95 11/30/2007 12X4336 1236 03/20/2007 5.125000000 82,272,019.2800 1,753,031.17 11/30/2007 12X4336 1236 03/28/2007 5.125000000 15,307,599.6800 326,170.42 11/30/2007 12X4336 1236 04/02/2007 5.000000000 31,763,986.1700 660,311.13 11/30/2007 12X4336 1236 04/09/2007 5.000000000 18,114,991.4400 376,575.23 11/30/2007 12X4336 1236 04/11/2007 5.000000000 6,069,871.5400 126,180.75 11/30/2007 12X4336 1236 04/16/2007 5.000000000 4,915,116.6300 102,175.66 11/30/2007 12X4336 1236 04/23/2007 5.000000000 1,383,513.2900 28,760.53 11/30/2007 12X4336 1236 04/25/2007 5.000000000 3,838,173.2800 79,788.11 11/30/2007 12X4336 1236 05/02/2007 4.875000000 9,149,242.7900 185,439.99 11/30/2007 12X4336 1236 05/29/2007 4.875000000 2,485,863.7300 50,384.34 11/30/2007 12X4336 1236 06/26/2007 4.875000000 507,660,143.2200 10,289,429.60 11/30/2007 12X4336 1236 07/06/2007 5.000000000 32,157,651.8900 646,648.43 11/30/2007 12X4336 1236 07/30/2007 5.000000000 256,294,724.9100 4,318,008.95 11/30/2007 12X4336 1236CAPI 07/01/2007 5.000000000 26,267,525.8700 546,050.47 11/30/2007 12X4336 1236 08/14/2007 5.000000000 8,114,137.6300 120,168.61 11/30/2007 12X4336 1236 08/20/2007 5.000000000 24,121,497.5000 337,569.87 11/30/2007 12X4336 1236 08/22/2007 5.000000000 12,290,634.6300 168,662.24 11/30/2007 12X4336 1236 08/27/2007 5.000000000 64,369,330.2900 839,599.96 11/30/2007 12X4336 1236 08/29/2007 5.000000000 12,912,440.8900 164,914.33 11/30/2007 12X4336 1236 09/06/2007 4.750000000 72,223,322.1200 801,718.13 11/30/2007 12X4336 1236 09/10/2007 4.750000000 26,086,950.1200 276,110.52 11/30/2007 12X4336 1236 09/12/2007 4.750000000 1,835,390.0700 18,952.40 11/30/2007 12X4336 1236 09/13/2007 4.750000000 26,489,212.5300 270,110.79 11/30/2007 12X4336 1236 09/14/2007 4.750000000 34,027,843.4400 342,590.11 11/30/2007 12X4336 1236 09/17/2007 4.750000000 146,872,193.3200 1,421,826.60 11/30/2007 12X4336 1236 09/18/2007 4.750000000 71,805,360.4700 685,858.27 11/30/2007 12X4336 1236 09/19/2007 4.750000000 51,475,417.7000 485,029.92 11/30/2007 12X4336 1236 09/20/2007 4.750000000 27,804,781.6100 258,403.13 11/30/2007 12X4336 1236 09/21/2007 4.750000000 25,216,946.6300 231,098.24 11/30/2007 12X4336 1236 09/24/2007 4.750000000 83,323,577.9400 731,345.53 11/30/2007 12X4336 1236 09/25/2007 4.750000000 319,969,240.6500 2,767,125.29 11/30/2007 12X4336 1236 09/27/2007 4.750000000 9,093,113.7300 76,290.73 11/30/2007 12X4336 1236 10/01/2007 4.250000000 56,417,487.7100 397,452.00 11/30/2007 12X4336 1236 10/02/2007 4.250000000 42,404,822.1900 293,837.76 11/30/2007 12X4336 1236 10/03/2007 4.250000000 109,641,848.5800 747,084.06 11/30/2007 12X4336 1236 10/04/2007 4.250000000 216,489,138.0800 1,450,124.25 11/30/2007 12X4336 1236 10/05/2007 4.250000000 248,968,198.5900 1,638,927.88 11/30/2007 12X4336 1236 10/09/2007 4.250000000 632,234,476.8600 3,869,859.13 11/30/2007 12X4336 1236 10/10/2007 4.250000000 376,816,596.8100 2,262,947.50 11/30/2007 12X4336 1236 10/11/2007 4.250000000 842,990,614.3000 4,965,168.90 11/30/2007 12X4336 1236 10/12/2007 4.250000000 771,894,887.4500 4,457,273.47 11/30/2007 12X4336 1236 10/15/2007 4.250000000 620,779,057.9100 3,369,581.98 11/30/2007 12X4336 1236 10/16/2007 4.250000000 466,686,672.4100 2,479,272.95 11/30/2007 12X4336 1236 10/17/2007 4.250000000 453,199,561.8000 2,355,283.05 11/30/2007 12X4336 1236 10/18/2007 4.250000000 372,802,795.1200 1,894,405.51 11/30/2007 12X4336 1236 10/19/2007 4.250000000 353,800,499.7700 1,756,984.82 11/30/2007 12X4336 1236 10/22/2007 4.250000000 373,943,135.9400 1,727,454.70 11/30/2007 12X4336 1236 10/23/2007 4.250000000 215,758,642.7700 971,793.34 11/30/2007 12X4336 1236 10/24/2007 4.250000000 248,939,988.1600 1,092,494.78 11/30/2007 12X4336 1236 10/25/2007 4.250000000 209,735,277.7500 896,219.36 11/30/2007 12X4336 1236 10/26/2007 4.250000000 178,698,433.8300 742,958.16 11/30/2007 12X4336 1236 10/29/2007 4.250000000 250,371,858.5900 954,202.53 11/30/2007 12X4336 1236 10/30/2007 4.250000000 74,528,628.9100 275,431.89 11/30/2007 12X4336 1236 11/01/2007 4.125000000 122,965,529.9900 413,505.01 11/30/2007 12X4336 1236 11/02/2007 4.125000000 146,611,273.2100 476,586.24 11/30/2007 12X4336 1236 11/05/2007 4.125000000 222,138,007.2400 647,399.49 11/30/2007 12X4336 1236 11/06/2007 4.125000000 56,761,371.5300 159,062.95 11/30/2007 12X4336 1236 11/07/2007 4.125000000 187,400,067.9000 504,146.92 11/30/2007 12X4336 1236 11/08/2007 4.125000000 143,129,484.0500 369,005.70 11/30/2007 12X4336 1236 11/09/2007 4.125000000 157,438,013.6800 388,247.28 11/30/2007 12X4336 1236 11/13/2007 4.125000000 242,212,619.6900 488,703.45 11/30/2007 12X4336 1236 11/14/2007 4.125000000 165,593,965.5700 315,551.00 11/30/2007 12X4336 1236 11/15/2007 4.125000000 176,419,909.1000 316,405.27 11/30/2007 12X4336 1236 11/16/2007 4.125000000 131,414,431.8500 220,958.37 11/30/2007 12X4336 1236 11/19/2007 4.125000000 293,160,573.0500 394,332.84 11/30/2007 12X4336 1236 11/20/2007 4.125000000 165,067,683.9500 203,531.15 11/30/2007 12X4336 1236 11/21/2007 4.125000000 187,557,342.6400 210,237.51 11/30/2007 12X4336 1236 11/23/2007 4.125000000 142,010,605.8300 127,346.47 11/30/2007 12X4336 1236 11/26/2007 4.125000000 153,553,574.2400 86,060.94 11/30/2007 12X4336 1236 11/27/2007 4.125000000 77,318,121.6700 34,667.09 11/30/2007 12X4336 1236 11/28/2007 4.125000000 102,712,269.1000 34,539.79 11/30/2007 12X4336 1236 11/29/2007 4.125000000 170,031,601.2000 38,118.50 11/30/2007 ------------------------ ---------------------- 13,520,522,935.2100 101,792,518.45 ======================== ====================== 13,520,522,935.2100 101,792,518.45 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00