Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 12X4336 1236 01/01/2007 5.000000000 743,291,979.4300 6,261,427.00 08/31/2007 12X4336 1236 01/02/2007 5.000000000 98,722,076.6600 831,626.19 08/31/2007 12X4336 1236 01/03/2007 5.000000000 30,286,035.6400 255,126.93 08/31/2007 12X4336 1236 01/04/2007 5.000000000 171,584,259.0300 1,445,410.88 08/31/2007 12X4336 1236 01/05/2007 5.000000000 222,196,971.6100 1,871,767.97 08/31/2007 12X4336 1236 01/08/2007 5.000000000 150,354,457.8100 1,266,572.88 08/31/2007 12X4336 1236 01/09/2007 5.000000000 355,455,941.2900 2,994,329.94 08/31/2007 12X4336 1236 01/10/2007 5.000000000 54,017,218.0100 455,036.35 08/31/2007 12X4336 1236 01/11/2007 5.000000000 112,457,786.0900 947,334.61 08/31/2007 12X4336 1236 01/12/2007 5.000000000 54,141,653.6300 456,084.58 08/31/2007 12X4336 1236 01/16/2007 5.000000000 99,770,869.3000 840,461.13 08/31/2007 12X4336 1236 01/17/2007 5.000000000 58,106,969.2100 489,488.06 08/31/2007 12X4336 1236 01/18/2007 5.000000000 273,100,862.5900 2,300,577.92 08/31/2007 12X4336 1236 01/19/2007 5.000000000 50,753,416.2000 427,542.36 08/31/2007 12X4336 1236 01/22/2007 5.000000000 68,334,424.4300 575,643.25 08/31/2007 12X4336 1236 01/23/2007 5.000000000 15,926,674.1500 134,164.92 08/31/2007 12X4336 1236 01/24/2007 5.000000000 94,806,789.5500 798,644.15 08/31/2007 12X4336 1236 01/25/2007 5.000000000 61,165,403.3500 515,252.04 08/31/2007 12X4336 1236 01/26/2007 5.000000000 305,500,243.9700 2,573,507.49 08/31/2007 12X4336 1236 01/29/2007 5.000000000 228,293,831.1100 1,923,127.38 08/31/2007 12X4336 1236 01/31/2007 5.000000000 72,598,777.2100 611,565.79 08/31/2007 12X4336 1236 02/01/2007 5.000000000 32,307,186.9200 272,152.93 08/31/2007 12X4336 1236 02/02/2007 5.000000000 19,852,710.9100 167,237.51 08/31/2007 12X4336 1236 02/05/2007 5.000000000 60,372,197.5700 508,570.14 08/31/2007 12X4336 1236 02/06/2007 5.000000000 9,936,912.1600 83,707.68 08/31/2007 12X4336 1236 02/09/2007 5.000000000 72,931,521.6200 614,368.80 08/31/2007 12X4336 1236 02/12/2007 5.000000000 36,491,535.0400 307,401.52 08/31/2007 12X4336 1236 02/13/2007 5.000000000 29,522,649.1400 248,696.23 08/31/2007 12X4336 1236 02/14/2007 5.000000000 24,164,316.1900 203,558.10 08/31/2007 12X4336 1236 02/15/2007 5.000000000 39,848,477.2700 335,680.11 08/31/2007 12X4336 1236 02/16/2007 5.000000000 61,764,271.6300 520,296.85 08/31/2007 12X4336 1236 02/20/2007 5.000000000 68,018,594.9600 572,982.73 08/31/2007 12X4336 1236 02/21/2007 5.000000000 8,718,714.1700 73,445.69 08/31/2007 12X4336 1236 02/22/2007 5.000000000 63,021,309.5200 530,886.03 08/31/2007 12X4336 1236 02/23/2007 5.000000000 2,177,767.9300 18,345.33 08/31/2007 12X4336 1236 02/26/2007 5.000000000 37,926,961.1900 319,493.42 08/31/2007 12X4336 1236 03/05/2007 5.125000000 8,018,194.8700 69,233.19 08/31/2007 12X4336 1236 03/06/2007 5.125000000 4,096,975.1900 35,375.38 08/31/2007 12X4336 1236 03/12/2007 5.125000000 630,434,526.9100 5,443,493.78 08/31/2007 12X4336 1236 03/14/2007 5.125000000 1,359,168.4100 11,735.75 08/31/2007 12X4336 1236 03/19/2007 5.125000000 1,628,466.6700 14,061.01 08/31/2007 12X4336 1236 03/20/2007 5.125000000 82,272,019.2800 710,378.64 08/31/2007 12X4336 1236 03/28/2007 5.125000000 15,307,599.6800 132,173.64 08/31/2007 12X4336 1236 04/02/2007 5.000000000 31,763,986.1700 267,577.06 08/31/2007 12X4336 1236 04/09/2007 5.000000000 18,114,991.4400 152,599.11 08/31/2007 12X4336 1236 04/11/2007 5.000000000 6,069,871.5400 51,132.07 08/31/2007 12X4336 1236 04/16/2007 5.000000000 4,915,116.6300 41,404.52 08/31/2007 12X4336 1236 04/23/2007 5.000000000 1,383,513.2900 11,654.60 08/31/2007 12X4336 1236 04/25/2007 5.000000000 3,838,173.2800 32,332.44 08/31/2007 12X4336 1236 05/02/2007 4.875000000 9,149,242.7900 75,145.62 08/31/2007 12X4336 1236 05/29/2007 4.875000000 2,485,863.7300 20,417.18 08/31/2007 12X4336 1236 06/26/2007 4.875000000 507,660,143.2200 4,169,572.78 08/31/2007 12X4336 1236 07/06/2007 5.000000000 32,157,651.8900 249,047.03 08/31/2007 12X4336 1236 07/30/2007 5.000000000 256,294,724.9100 1,149,147.54 08/31/2007 12X4336 1236CAPI 07/01/2007 5.000000000 101,377,307.4000 853,993.62 08/31/2007 12X4336 1236 08/14/2007 5.000000000 8,114,137.6300 19,844.36 08/31/2007 12X4336 1236 08/20/2007 5.000000000 24,121,497.5000 36,051.15 08/31/2007 12X4336 1236 08/22/2007 5.000000000 12,290,634.6300 16,699.23 08/31/2007 12X4336 1236 08/27/2007 5.000000000 64,369,330.2900 43,729.16 08/31/2007 12X4336 1236 08/29/2007 5.000000000 12,912,440.8900 5,263.22 08/31/2007 ------------------------ ---------------------- 5,728,057,344.7300 46,363,576.97 ======================== ====================== 5,728,057,344.7300 46,363,576.97 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00