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 91,947,490.7200 1,536,622.47 10/31/2007 12X4336 1236 01/31/2007 5.000000000 72,598,777.2100 1,213,267.61 10/31/2007 12X4336 1236 02/01/2007 5.000000000 32,307,186.9200 539,916.30 10/31/2007 12X4336 1236 02/02/2007 5.000000000 19,852,710.9100 331,777.64 10/31/2007 12X4336 1236 02/05/2007 5.000000000 60,372,197.5700 1,008,937.54 10/31/2007 12X4336 1236 02/06/2007 5.000000000 9,936,912.1600 166,065.24 10/31/2007 12X4336 1236 02/09/2007 5.000000000 72,931,521.6200 1,218,828.42 10/31/2007 12X4336 1236 02/12/2007 5.000000000 36,491,535.0400 609,844.95 10/31/2007 12X4336 1236 02/13/2007 5.000000000 29,522,649.1400 493,381.23 10/31/2007 12X4336 1236 02/14/2007 5.000000000 24,164,316.1900 403,833.00 10/31/2007 12X4336 1236 02/15/2007 5.000000000 39,848,477.2700 665,946.02 10/31/2007 12X4336 1236 02/16/2007 5.000000000 61,764,271.6300 1,032,201.82 10/31/2007 12X4336 1236 02/20/2007 5.000000000 68,018,594.9600 1,136,723.80 10/31/2007 12X4336 1236 02/21/2007 5.000000000 8,718,714.1700 145,706.77 10/31/2007 12X4336 1236 02/22/2007 5.000000000 63,021,309.5200 1,053,209.38 10/31/2007 12X4336 1236 02/23/2007 5.000000000 2,177,767.9300 36,394.76 10/31/2007 12X4336 1236 02/26/2007 5.000000000 37,926,961.1900 633,833.73 10/31/2007 12X4336 1236 03/05/2007 5.125000000 8,018,194.8700 137,349.72 10/31/2007 12X4336 1236 03/06/2007 5.125000000 4,096,975.1900 70,180.18 10/31/2007 12X4336 1236 03/12/2007 5.125000000 630,434,526.9100 10,799,189.26 10/31/2007 12X4336 1236 03/14/2007 5.125000000 1,359,168.4100 23,282.22 10/31/2007 12X4336 1236 03/19/2007 5.125000000 1,628,466.6700 27,895.24 10/31/2007 12X4336 1236 03/20/2007 5.125000000 82,272,019.2800 1,409,299.57 10/31/2007 12X4336 1236 03/28/2007 5.125000000 15,307,599.6800 262,215.44 10/31/2007 12X4336 1236 04/02/2007 5.000000000 31,763,986.1700 530,838.36 10/31/2007 12X4336 1236 04/09/2007 5.000000000 18,114,991.4400 302,736.95 10/31/2007 12X4336 1236 04/11/2007 5.000000000 6,069,871.5400 101,439.43 10/31/2007 12X4336 1236 04/16/2007 5.000000000 4,915,116.6300 82,141.22 10/31/2007 12X4336 1236 04/23/2007 5.000000000 1,383,513.2900 23,121.21 10/31/2007 12X4336 1236 04/25/2007 5.000000000 3,838,173.2800 64,143.38 10/31/2007 12X4336 1236 05/02/2007 4.875000000 9,149,242.7900 149,079.20 10/31/2007 12X4336 1236 05/29/2007 4.875000000 2,485,863.7300 40,505.06 10/31/2007 12X4336 1236 06/26/2007 4.875000000 507,660,143.2200 8,271,894.39 10/31/2007 12X4336 1236 07/06/2007 5.000000000 32,157,651.8900 515,571.05 10/31/2007 12X4336 1236 07/30/2007 5.000000000 256,294,724.9100 3,273,329.37 10/31/2007 12X4336 1236CAPI 07/01/2007 5.000000000 26,963,351.9800 450,610.37 10/31/2007 12X4336 1236 08/14/2007 5.000000000 8,114,137.6300 87,094.68 10/31/2007 12X4336 1236 08/20/2007 5.000000000 24,121,497.5000 239,248.55 10/31/2007 12X4336 1236 08/22/2007 5.000000000 12,290,634.6300 118,564.55 10/31/2007 12X4336 1236 08/27/2007 5.000000000 64,369,330.2900 577,224.97 10/31/2007 12X4336 1236 08/29/2007 5.000000000 12,912,440.8900 112,282.09 10/31/2007 12X4336 1236 09/06/2007 4.750000000 72,223,322.1200 522,049.01 10/31/2007 12X4336 1236 09/10/2007 4.750000000 26,086,950.1200 175,094.47 10/31/2007 12X4336 1236 09/12/2007 4.750000000 1,835,390.0700 11,845.25 10/31/2007 12X4336 1236 09/13/2007 4.750000000 26,489,212.5300 167,537.07 10/31/2007 12X4336 1236 09/14/2007 4.750000000 34,027,843.4400 210,824.68 10/31/2007 12X4336 1236 09/17/2007 4.750000000 146,872,193.3200 853,095.96 10/31/2007 12X4336 1236 09/18/2007 4.750000000 71,805,360.4700 407,807.62 10/31/2007 12X4336 1236 09/19/2007 4.750000000 51,475,417.7000 285,702.56 10/31/2007 12X4336 1236 09/20/2007 4.750000000 27,804,781.6100 150,735.16 10/31/2007 12X4336 1236 09/21/2007 4.750000000 25,216,946.6300 133,451.10 10/31/2007 12X4336 1236 09/24/2007 4.750000000 83,323,577.9400 408,693.09 10/31/2007 12X4336 1236 09/25/2007 4.750000000 319,969,240.6500 1,528,113.97 10/31/2007 12X4336 1236 09/27/2007 4.750000000 9,093,113.7300 41,079.62 10/31/2007 12X4336 1236 10/01/2007 4.250000000 56,417,487.7100 201,983.80 10/31/2007 12X4336 1236 10/02/2007 4.250000000 42,404,822.1900 146,918.88 10/31/2007 12X4336 1236 10/03/2007 4.250000000 109,641,848.5800 367,210.81 10/31/2007 12X4336 1236 10/04/2007 4.250000000 216,489,138.0800 700,059.98 10/31/2007 12X4336 1236 10/05/2007 4.250000000 248,968,198.5900 776,334.26 10/31/2007 12X4336 1236 10/09/2007 4.250000000 632,234,476.8600 1,679,372.83 10/31/2007 12X4336 1236 10/10/2007 4.250000000 376,816,596.8100 957,400.86 10/31/2007 12X4336 1236 10/11/2007 4.250000000 842,990,614.3000 2,044,481.31 10/31/2007 12X4336 1236 10/12/2007 4.250000000 771,894,887.4500 1,782,909.39 10/31/2007 12X4336 1236 10/15/2007 4.250000000 620,779,057.9100 1,218,784.97 10/31/2007 12X4336 1236 10/16/2007 4.250000000 466,686,672.4100 862,355.81 10/31/2007 12X4336 1236 10/17/2007 4.250000000 453,199,561.8000 785,094.35 10/31/2007 12X4336 1236 10/18/2007 4.250000000 372,802,795.1200 602,765.39 10/31/2007 12X4336 1236 10/19/2007 4.250000000 353,800,499.7700 531,181.46 10/31/2007 12X4336 1236 10/22/2007 4.250000000 373,943,135.9400 431,863.68 10/31/2007 12X4336 1236 10/23/2007 4.250000000 215,758,642.7700 224,260.00 10/31/2007 12X4336 1236 10/24/2007 4.250000000 248,939,988.1600 229,998.90 10/31/2007 12X4336 1236 10/25/2007 4.250000000 209,735,277.7500 169,555.01 10/31/2007 12X4336 1236 10/26/2007 4.250000000 178,698,433.8300 123,826.36 10/31/2007 12X4336 1236 10/29/2007 4.250000000 250,371,858.5900 86,745.68 10/31/2007 12X4336 1236 10/30/2007 4.250000000 74,528,628.9100 17,214.49 10/31/2007 ------------------------ ---------------------- 10,510,648,990.8300 58,732,074.92 ======================== ====================== 10,510,648,990.8300 58,732,074.92 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4336 INTADJUST 10/02/2007 INT + 0.0000 0.03 442690 1236 01/29/2007 10/02/2007 SELL -126,271,136.0200 1,526,919.99 442688 1236CAPI 07/01/2007 10/02/2007 SELL -2,668,436.9600 32,267.78 442689 ------------------------ ---------------------- -128,939,572.9800 1,559,187.80 ======================== ====================== -128,939,572.9800 1,559,187.80