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 21,994,535.52 12/31/2007 70X4236 7036 01/31/2010 04500 4.500000000 50,000,000.0000 565,573.77 12/31/2007 70X4236 7036 02/28/2009 04375 4.375000000 2,000,000,000.0000 21,994,535.52 12/31/2007 70X4236 7036 03/30/2009 04500 4.500000000 500,000,000.0000 5,655,737.70 12/31/2007 70X4236 7036 04/02/2010 04500 4.500000000 200,000,000.0000 2,262,295.08 12/31/2007 70X4236 7036 04/28/2009 04750 4.750000000 250,000,000.0000 2,984,972.68 12/31/2007 70X4236 7036 05/31/2009 04875 4.875000000 125,000,000.0000 1,531,762.30 12/31/2007 70X4236 7036 09/30/2009 04875 4.875000000 10,000,000.0000 122,540.98 12/31/2007 70X4236 7036 10/31/2009 04750 4.750000000 400,000,000.0000 4,775,956.28 12/31/2007 70X4236 7036 11/30/2008 04125 4.125000000 10,000,000,000.0000 103,688,524.59 12/31/2007 70X4236 7036 12/30/2008 04375 4.375000000 1,775,000,000.0000 19,520,150.27 12/31/2007 ------------------------ ---------------------- 17,310,000,000.0000 185,096,584.69 ======================== ====================== 17,310,000,000.0000 185,096,584.69 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 70X4236 INTCREDIT 11/21/2007 INT - 0.0000 -738,957.21 449591 INTCREDIT 12/19/2007 INT - 0.0000 -943,411.38 450097 7036 02/28/2008 03375 12/19/2007 INT + 0.0000 703,125.00 450095 7036 04/30/2008 03750 12/19/2007 INT + 0.0000 625,000.00 450096 ------------------------ ---------------------- 0.0000 -354,243.59 ======================== ====================== 0.0000 -354,243.59