Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 97X4166 9766 09/30/2028 01998 5.619999600 6,926,804.7100 32,440.53 10/31/2007 97X4166 9766 09/30/2032 02000 5.619999600 11,733,191.8100 54,950.44 10/31/2007 97X4166 9766 09/30/2042 02000 5.619999600 12,745,236.2500 59,690.19 10/31/2007 97X4166 9766 09/30/2032 02001 5.590000800 952,246.3000 4,435.88 10/31/2007 97X4166 9766 09/30/2040 02001 5.590000800 12,958,580.7900 60,365.40 10/31/2007 97X4166 9766 09/30/2043 02001 5.590000800 31,461,249.2600 146,557.01 10/31/2007 97X4166 9766 09/30/2046 02002 5.500000800 16,928,357.9000 77,588.32 10/31/2007 97X4166 9766 09/30/2036 02003 5.040000000 41,601,224.3500 174,725.14 10/31/2007 97X4166 9766 09/30/2045 02004 5.199998400 61,345,048.1400 265,828.46 10/31/2007 97X4166 9766 09/30/2047 02004 5.500000800 16,106,782.0000 0.00 10/31/2007 ------------------------ ---------------------- 212,758,721.5100 876,581.37 ======================== ====================== 212,758,721.5100 876,581.37 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 97X4166 INTADJUST 09/30/2007 MISCDS 0.0000 -15,687.03 437090 ------------------------ ---------------------- 0.0000 -15,687.03 ======================== ====================== 0.0000 -15,687.03