Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 89X4045 8945 01/31/2008 02950 2.950000000 95,000,000.0000 0.00 07/31/2007 89X4045 8945 01/31/2008 03600 3.600000000 20,000,000.0000 0.00 07/31/2007 89X4045 8945 01/31/2010 00510 5.100000000 60,000,000.0000 0.00 07/31/2007 89X4045 8945 01/31/2010 06050 6.050000000 90,000,000.0000 0.00 07/31/2007 89X4045 8945 01/31/2013 06100 6.100000000 60,000,000.0000 0.00 07/31/2007 89X4045 8945 01/31/2035 05400 5.400000000 40,000,000.0000 0.00 07/31/2007 89X4045 8945 02/28/2014 05900 5.900000000 60,000,000.0000 1,475,000.00 07/31/2007 89X4045 8945 03/31/2009 05050 5.050000000 85,000,000.0000 1,430,833.33 07/31/2007 89X4045 8945 03/31/2010 04800 4.800000000 30,000,000.0000 480,000.00 07/31/2007 89X4045 8945 03/31/2012 04850 4.850000000 40,000,000.0000 646,666.67 07/31/2007 89X4045 8945 04/30/2008 06000 6.000000000 100,300,000.0000 1,504,500.00 07/31/2007 89X4045 8945 04/30/2028 06650 6.650000000 50,000,000.0000 831,250.00 07/31/2007 89X4045 8945 04/30/2033 05550 5.550000000 40,000,000.0000 555,000.00 07/31/2007 89X4045 8945 04/30/2035 05500 5.500000000 40,000,000.0000 550,000.00 07/31/2007 89X4045 8945 05/31/2009 06000 6.000000000 110,400,000.0000 1,104,000.00 07/31/2007 89X4045 8945 05/31/2011 06200 6.200000000 40,000,000.0000 413,333.33 07/31/2007 89X4045 8945 05/31/2032 06700 6.700000000 98,900,000.0000 1,104,383.33 07/31/2007 89X4045 8945 06/30/2008 00395 3.950000000 30,000,000.0000 98,750.00 07/31/2007 89X4045 8945 06/30/2009 00400 4.000000000 40,000,000.0000 133,333.33 07/31/2007 89X4045 8945 06/30/2010 05350 5.350000000 80,000,000.0000 356,666.67 07/31/2007 89X4045 8945 06/30/2011 05950 5.950000000 25,000,000.0000 123,958.33 07/31/2007 89X4045 8945 06/30/2037 06400 6.400000000 35,000,000.0000 186,666.67 07/31/2007 89X4045 8945 07/31/2008 03800 3.800000000 25,000,000.0000 0.00 07/31/2007 89X4045 8945 07/31/2009 05350 5.350000000 115,000,000.0000 0.00 07/31/2007 89X4045 8945 07/31/2009 08550 8.550000000 40,000,000.0000 0.00 07/31/2007 89X4045 8945 07/31/2010 05200 5.200000000 50,000,000.0000 0.00 07/31/2007 89X4045 8945 08/31/2007 06650 6.650000000 111,300,000.0000 3,083,937.50 07/31/2007 89X4045 8945 08/31/2008 05750 5.750000000 40,000,000.0000 958,333.33 07/31/2007 89X4045 8945 08/31/2011 05750 5.750000000 50,000,000.0000 1,197,916.67 07/31/2007 89X4045 8945 08/31/2028 05850 5.850000000 218,800,000.0000 5,333,250.00 07/31/2007 89X4045 8945 09/30/2007 03100 3.100000000 80,000,000.0000 826,666.67 07/31/2007 89X4045 8945 09/30/2008 04250 4.250000000 45,000,000.0000 637,500.00 07/31/2007 89X4045 8945 09/30/2008 05300 5.300000000 104,300,000.0000 1,842,633.33 07/31/2007 89X4045 8945 09/30/2009 04950 4.950000000 15,000,000.0000 247,500.00 07/31/2007 89X4045 8945 09/30/2010 04950 4.950000000 55,000,000.0000 907,500.00 07/31/2007 89X4045 8945 09/30/2013 05600 5.600000000 52,800,000.0000 985,600.00 07/31/2007 89X4045 8945 09/30/2034 05600 5.600000000 40,000,000.0000 746,666.67 07/31/2007 89X4045 8945 09/30/2035 05250 5.250000000 45,000,000.0000 787,500.00 07/31/2007 89X4045 8945 11/30/2007 03500 3.500000000 20,000,000.0000 116,666.67 07/31/2007 89X4045 8945 11/30/2008 03750 3.750000000 35,000,000.0000 218,750.00 07/31/2007 ------------------------ ---------------------- 2,411,800,000.0000 28,884,762.50 ======================== ====================== 2,411,800,000.0000 28,884,762.50 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00