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 467,083.33 09/30/2007 89X4045 8945 01/31/2008 03600 3.600000000 20,000,000.0000 120,000.00 09/30/2007 89X4045 8945 01/31/2010 00510 5.100000000 60,000,000.0000 510,000.00 09/30/2007 89X4045 8945 01/31/2010 06050 6.050000000 90,000,000.0000 907,500.00 09/30/2007 89X4045 8945 01/31/2013 06100 6.100000000 60,000,000.0000 610,000.00 09/30/2007 89X4045 8945 01/31/2035 05400 5.400000000 40,000,000.0000 360,000.00 09/30/2007 89X4045 8945 02/28/2014 05900 5.900000000 60,000,000.0000 295,000.00 09/30/2007 89X4045 8945 03/31/2009 05050 5.050000000 85,000,000.0000 0.00 09/30/2007 89X4045 8945 03/31/2010 04800 4.800000000 30,000,000.0000 0.00 09/30/2007 89X4045 8945 03/31/2012 04850 4.850000000 40,000,000.0000 0.00 09/30/2007 89X4045 8945 04/30/2008 06000 6.000000000 100,300,000.0000 2,507,500.00 09/30/2007 89X4045 8945 04/30/2028 06650 6.650000000 50,000,000.0000 1,385,416.67 09/30/2007 89X4045 8945 04/30/2033 05550 5.550000000 40,000,000.0000 925,000.00 09/30/2007 89X4045 8945 04/30/2035 05500 5.500000000 40,000,000.0000 916,666.67 09/30/2007 89X4045 8945 05/31/2009 06000 6.000000000 110,400,000.0000 2,208,000.00 09/30/2007 89X4045 8945 05/31/2011 06200 6.200000000 40,000,000.0000 826,666.67 09/30/2007 89X4045 8945 05/31/2032 06700 6.700000000 98,900,000.0000 2,208,766.67 09/30/2007 89X4045 8945 06/30/2008 00395 3.950000000 30,000,000.0000 296,250.00 09/30/2007 89X4045 8945 06/30/2009 00400 4.000000000 40,000,000.0000 400,000.00 09/30/2007 89X4045 8945 06/30/2010 05350 5.350000000 80,000,000.0000 1,070,000.00 09/30/2007 89X4045 8945 06/30/2011 05950 5.950000000 25,000,000.0000 371,875.00 09/30/2007 89X4045 8945 06/30/2037 06400 6.400000000 35,000,000.0000 560,000.00 09/30/2007 89X4045 8945 07/31/2008 03800 3.800000000 25,000,000.0000 158,333.33 09/30/2007 89X4045 8945 07/31/2009 05350 5.350000000 115,000,000.0000 1,025,416.67 09/30/2007 89X4045 8945 07/31/2009 08550 8.550000000 40,000,000.0000 570,000.00 09/30/2007 89X4045 8945 07/31/2010 05200 5.200000000 50,000,000.0000 433,333.33 09/30/2007 89X4045 8945 08/31/2008 05750 5.750000000 40,000,000.0000 191,666.67 09/30/2007 89X4045 8945 08/31/2011 05750 5.750000000 50,000,000.0000 239,583.33 09/30/2007 89X4045 8945 08/31/2028 05850 5.850000000 218,800,000.0000 1,066,650.00 09/30/2007 89X4045 8945 09/30/2008 04250 4.250000000 45,000,000.0000 0.00 09/30/2007 89X4045 8945 09/30/2008 05300 5.300000000 104,300,000.0000 0.00 09/30/2007 89X4045 8945 09/30/2009 04950 4.950000000 15,000,000.0000 0.00 09/30/2007 89X4045 8945 09/30/2010 04950 4.950000000 55,000,000.0000 0.00 09/30/2007 89X4045 8945 09/30/2011 04700 4.700000000 20,000,000.0000 0.00 09/30/2007 89X4045 8945 09/30/2013 05600 5.600000000 52,800,000.0000 0.00 09/30/2007 89X4045 8945 09/30/2034 05600 5.600000000 40,000,000.0000 0.00 09/30/2007 89X4045 8945 09/30/2035 05250 5.250000000 45,000,000.0000 0.00 09/30/2007 89X4045 8945 11/30/2007 03500 3.500000000 20,000,000.0000 233,333.33 09/30/2007 89X4045 8945 11/30/2008 03750 3.750000000 35,000,000.0000 437,500.00 09/30/2007 ------------------------ ---------------------- 2,240,500,000.0000 21,301,541.67 ======================== ====================== 2,240,500,000.0000 21,301,541.67 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 89X4045 INTCREDIT 09/30/2007 INT - 0.0000 -5,674,686.34 432323 INTCREDIT 09/30/2007 INT - 0.0000 -7,828,094.43 432324 INTCREDIT 09/30/2007 INT - 0.0000 -8,169,087.98 432325 INTCREDIT 09/30/2007 INT - 0.0000 -7,511,997.51 432326 ------------------------ ---------------------- 0.0000 -29,183,866.26 ======================== ====================== 0.0000 -29,183,866.26