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 218,218,626.7400 2,727,732.83 09/30/2007 12X4336 1236 01/31/2007 5.000000000 72,598,777.2100 907,484.72 09/30/2007 12X4336 1236 02/01/2007 5.000000000 32,307,186.9200 403,839.84 09/30/2007 12X4336 1236 02/02/2007 5.000000000 19,852,710.9100 248,158.89 09/30/2007 12X4336 1236 02/05/2007 5.000000000 60,372,197.5700 754,652.47 09/30/2007 12X4336 1236 02/06/2007 5.000000000 9,936,912.1600 124,211.40 09/30/2007 12X4336 1236 02/09/2007 5.000000000 72,931,521.6200 911,644.02 09/30/2007 12X4336 1236 02/12/2007 5.000000000 36,491,535.0400 456,144.19 09/30/2007 12X4336 1236 02/13/2007 5.000000000 29,522,649.1400 369,033.11 09/30/2007 12X4336 1236 02/14/2007 5.000000000 24,164,316.1900 302,053.95 09/30/2007 12X4336 1236 02/15/2007 5.000000000 39,848,477.2700 498,105.97 09/30/2007 12X4336 1236 02/16/2007 5.000000000 61,764,271.6300 772,053.40 09/30/2007 12X4336 1236 02/20/2007 5.000000000 68,018,594.9600 850,232.44 09/30/2007 12X4336 1236 02/21/2007 5.000000000 8,718,714.1700 108,983.93 09/30/2007 12X4336 1236 02/22/2007 5.000000000 63,021,309.5200 787,766.37 09/30/2007 12X4336 1236 02/23/2007 5.000000000 2,177,767.9300 27,222.10 09/30/2007 12X4336 1236 02/26/2007 5.000000000 37,926,961.1900 474,087.01 09/30/2007 12X4336 1236 03/05/2007 5.125000000 8,018,194.8700 102,733.12 09/30/2007 12X4336 1236 03/06/2007 5.125000000 4,096,975.1900 52,492.49 09/30/2007 12X4336 1236 03/12/2007 5.125000000 630,434,526.9100 8,077,442.38 09/30/2007 12X4336 1236 03/14/2007 5.125000000 1,359,168.4100 17,414.35 09/30/2007 12X4336 1236 03/19/2007 5.125000000 1,628,466.6700 20,864.73 09/30/2007 12X4336 1236 03/20/2007 5.125000000 82,272,019.2800 1,054,110.25 09/30/2007 12X4336 1236 03/28/2007 5.125000000 15,307,599.6800 196,128.62 09/30/2007 12X4336 1236 04/02/2007 5.000000000 31,763,986.1700 397,049.83 09/30/2007 12X4336 1236 04/09/2007 5.000000000 18,114,991.4400 226,437.39 09/30/2007 12X4336 1236 04/11/2007 5.000000000 6,069,871.5400 75,873.39 09/30/2007 12X4336 1236 04/16/2007 5.000000000 4,915,116.6300 61,438.96 09/30/2007 12X4336 1236 04/23/2007 5.000000000 1,383,513.2900 17,293.92 09/30/2007 12X4336 1236 04/25/2007 5.000000000 3,838,173.2800 47,977.17 09/30/2007 12X4336 1236 05/02/2007 4.875000000 9,149,242.7900 111,506.40 09/30/2007 12X4336 1236 05/29/2007 4.875000000 2,485,863.7300 30,296.46 09/30/2007 12X4336 1236 06/26/2007 4.875000000 507,660,143.2200 6,187,108.00 09/30/2007 12X4336 1236 07/06/2007 5.000000000 32,157,651.8900 380,124.42 09/30/2007 12X4336 1236 07/30/2007 5.000000000 256,294,724.9100 2,193,827.13 09/30/2007 12X4336 1236CAPI 07/01/2007 5.000000000 29,631,788.9400 370,397.36 09/30/2007 12X4336 1236 08/14/2007 5.000000000 8,114,137.6300 52,918.29 09/30/2007 12X4336 1236 08/20/2007 5.000000000 24,121,497.5000 137,649.85 09/30/2007 12X4336 1236 08/22/2007 5.000000000 12,290,634.6300 66,796.93 09/30/2007 12X4336 1236 08/27/2007 5.000000000 64,369,330.2900 306,104.15 09/30/2007 12X4336 1236 08/29/2007 5.000000000 12,912,440.8900 57,895.46 09/30/2007 12X4336 1236 09/06/2007 4.750000000 72,223,322.1200 233,057.60 09/30/2007 12X4336 1236 09/10/2007 4.750000000 26,086,950.1200 70,711.23 09/30/2007 12X4336 1236 09/12/2007 4.750000000 1,835,390.0700 4,501.19 09/30/2007 12X4336 1236 09/13/2007 4.750000000 26,489,212.5300 61,544.23 09/30/2007 12X4336 1236 09/14/2007 4.750000000 34,027,843.4400 74,667.07 09/30/2007 12X4336 1236 09/17/2007 4.750000000 146,872,193.3200 265,407.63 09/30/2007 12X4336 1236 09/18/2007 4.750000000 71,805,360.4700 120,488.61 09/30/2007 12X4336 1236 09/19/2007 4.750000000 51,475,417.7000 79,730.95 09/30/2007 12X4336 1236 09/20/2007 4.750000000 27,804,781.6100 39,478.26 09/30/2007 12X4336 1236 09/21/2007 4.750000000 25,216,946.6300 32,549.05 09/30/2007 12X4336 1236 09/24/2007 4.750000000 83,323,577.9400 75,285.57 09/30/2007 12X4336 1236 09/25/2007 4.750000000 319,969,240.6500 247,802.27 09/30/2007 12X4336 1236 09/27/2007 4.750000000 9,093,113.7300 4,694.81 09/30/2007 ------------------------ ---------------------- 3,522,485,940.2800 32,275,206.16 ======================== ====================== 3,522,485,940.2800 32,275,206.16 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00