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 29,166,666.67 07/31/2007 70X4236 7036 01/31/2010 04500 4.500000000 50,000,000.0000 750,000.00 07/31/2007 70X4236 7036 02/28/2008 03375 3.375000000 125,000,000.0000 1,406,250.00 07/31/2007 70X4236 7036 02/28/2009 04375 4.375000000 2,000,000,000.0000 29,166,666.67 07/31/2007 70X4236 7036 03/30/2009 04500 4.500000000 500,000,000.0000 7,500,000.00 07/31/2007 70X4236 7036 04/02/2010 04500 4.500000000 200,000,000.0000 2,950,819.67 07/31/2007 70X4236 7036 04/28/2009 04750 4.750000000 250,000,000.0000 3,958,333.33 07/31/2007 70X4236 7036 04/30/2008 03750 3.750000000 100,000,000.0000 1,250,000.00 07/31/2007 70X4236 7036 05/31/2009 04875 4.875000000 125,000,000.0000 2,031,250.00 07/31/2007 70X4236 7036 09/30/2009 04875 4.875000000 10,000,000.0000 162,500.00 07/31/2007 70X4236 7036 10/31/2009 04750 4.750000000 400,000,000.0000 6,333,333.33 07/31/2007 70X4236 7036 11/30/2008 04125 4.125000000 10,000,000,000.0000 137,500,000.00 07/31/2007 70X4236 7036 12/30/2008 04375 4.375000000 1,775,000,000.0000 25,885,416.67 07/31/2007 ------------------------ ---------------------- 17,535,000,000.0000 248,061,236.34 ======================== ====================== 17,535,000,000.0000 248,061,236.34 ============================================================================================================================ 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 ------------------------ ---------------------- 0.0000 -1,534,646.76 ======================== ====================== 0.0000 -1,534,646.76