Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 12X4336 1236 01/01/2007 5.000000000 1,675,440,037.6500 7,056,880.59 07/31/2007 12X4336 1236 01/02/2007 5.000000000 98,722,076.6600 415,813.09 07/31/2007 12X4336 1236 01/03/2007 5.000000000 30,286,035.6400 127,563.47 07/31/2007 12X4336 1236 01/04/2007 5.000000000 171,584,259.0300 722,705.44 07/31/2007 12X4336 1236 01/05/2007 5.000000000 222,196,971.6100 935,883.98 07/31/2007 12X4336 1236 01/08/2007 5.000000000 150,354,457.8100 633,286.44 07/31/2007 12X4336 1236 01/09/2007 5.000000000 355,455,941.2900 1,497,164.97 07/31/2007 12X4336 1236 01/10/2007 5.000000000 54,017,218.0100 227,518.17 07/31/2007 12X4336 1236 01/11/2007 5.000000000 112,457,786.0900 473,667.31 07/31/2007 12X4336 1236 01/12/2007 5.000000000 54,141,653.6300 228,042.29 07/31/2007 12X4336 1236 01/16/2007 5.000000000 99,770,869.3000 420,230.56 07/31/2007 12X4336 1236 01/17/2007 5.000000000 58,106,969.2100 244,744.03 07/31/2007 12X4336 1236 01/18/2007 5.000000000 273,100,862.5900 1,150,288.96 07/31/2007 12X4336 1236 01/19/2007 5.000000000 50,753,416.2000 213,771.18 07/31/2007 12X4336 1236 01/22/2007 5.000000000 68,334,424.4300 287,821.62 07/31/2007 12X4336 1236 01/23/2007 5.000000000 15,926,674.1500 67,082.46 07/31/2007 12X4336 1236 01/24/2007 5.000000000 94,806,789.5500 399,322.08 07/31/2007 12X4336 1236 01/25/2007 5.000000000 61,165,403.3500 257,626.02 07/31/2007 12X4336 1236 01/26/2007 5.000000000 305,500,243.9700 1,286,753.74 07/31/2007 12X4336 1236 01/29/2007 5.000000000 228,293,831.1100 961,563.69 07/31/2007 12X4336 1236 01/31/2007 5.000000000 72,598,777.2100 305,782.89 07/31/2007 12X4336 1236 02/01/2007 5.000000000 32,307,186.9200 136,076.47 07/31/2007 12X4336 1236 02/02/2007 5.000000000 19,852,710.9100 83,618.76 07/31/2007 12X4336 1236 02/05/2007 5.000000000 60,372,197.5700 254,285.07 07/31/2007 12X4336 1236 02/06/2007 5.000000000 9,936,912.1600 41,853.84 07/31/2007 12X4336 1236 02/09/2007 5.000000000 72,931,521.6200 307,184.40 07/31/2007 12X4336 1236 02/12/2007 5.000000000 36,491,535.0400 153,700.76 07/31/2007 12X4336 1236 02/13/2007 5.000000000 29,522,649.1400 124,348.11 07/31/2007 12X4336 1236 02/14/2007 5.000000000 24,164,316.1900 101,779.05 07/31/2007 12X4336 1236 02/15/2007 5.000000000 39,848,477.2700 167,840.05 07/31/2007 12X4336 1236 02/16/2007 5.000000000 61,764,271.6300 260,148.43 07/31/2007 12X4336 1236 02/20/2007 5.000000000 68,018,594.9600 286,491.36 07/31/2007 12X4336 1236 02/21/2007 5.000000000 8,718,714.1700 36,722.85 07/31/2007 12X4336 1236 02/22/2007 5.000000000 63,021,309.5200 265,443.02 07/31/2007 12X4336 1236 02/23/2007 5.000000000 2,177,767.9300 9,172.66 07/31/2007 12X4336 1236 02/26/2007 5.000000000 37,926,961.1900 159,746.71 07/31/2007 12X4336 1236 03/05/2007 5.125000000 8,018,194.8700 34,616.60 07/31/2007 12X4336 1236 03/06/2007 5.125000000 4,096,975.1900 17,687.69 07/31/2007 12X4336 1236 03/12/2007 5.125000000 630,434,526.9100 2,721,746.89 07/31/2007 12X4336 1236 03/14/2007 5.125000000 1,359,168.4100 5,867.88 07/31/2007 12X4336 1236 03/19/2007 5.125000000 1,628,466.6700 7,030.51 07/31/2007 12X4336 1236 03/20/2007 5.125000000 82,272,019.2800 355,189.32 07/31/2007 12X4336 1236 03/28/2007 5.125000000 15,307,599.6800 66,086.82 07/31/2007 12X4336 1236 04/02/2007 5.000000000 31,763,986.1700 133,788.53 07/31/2007 12X4336 1236 04/09/2007 5.000000000 18,114,991.4400 76,299.56 07/31/2007 12X4336 1236 04/11/2007 5.000000000 6,069,871.5400 25,566.04 07/31/2007 12X4336 1236 04/16/2007 5.000000000 4,915,116.6300 20,702.26 07/31/2007 12X4336 1236 04/23/2007 5.000000000 1,383,513.2900 5,827.30 07/31/2007 12X4336 1236 04/25/2007 5.000000000 3,838,173.2800 16,166.22 07/31/2007 12X4336 1236 05/02/2007 4.875000000 9,149,242.7900 37,572.81 07/31/2007 12X4336 1236 05/29/2007 4.875000000 2,485,863.7300 10,208.59 07/31/2007 12X4336 1236 06/26/2007 4.875000000 507,660,143.2200 2,084,786.39 07/31/2007 12X4336 1236 07/06/2007 5.000000000 32,157,651.8900 113,600.40 07/31/2007 12X4336 1236 07/30/2007 5.000000000 256,294,724.9100 69,645.31 07/31/2007 12X4336 1236CAPI 07/01/2007 5.000000000 127,301,152.4100 536,186.92 07/31/2007 ------------------------ ---------------------- 6,564,321,207.0200 26,640,500.56 ======================== ====================== 6,564,321,207.0200 26,640,500.56 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00