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 6,962,487.6300 358,684.13 08/31/2007 97X4166 9766 09/30/2032 02000 5.619999600 11,283,050.9500 581,265.13 08/31/2007 97X4166 9766 09/30/2042 02000 5.619999600 12,262,368.6100 631,716.31 08/31/2007 97X4166 9766 09/30/2032 02001 5.590000800 901,833.7900 46,211.47 08/31/2007 97X4166 9766 09/30/2040 02001 5.590000800 12,413,097.1300 636,067.88 08/31/2007 97X4166 9766 09/30/2043 02001 5.590000800 31,430,565.1300 1,610,554.77 08/31/2007 97X4166 9766 09/30/2046 02002 5.500000800 16,428,661.5200 828,278.47 08/31/2007 97X4166 9766 09/30/2036 02003 5.040000000 39,605,126.0000 1,829,756.82 08/31/2007 97X4166 9766 09/30/2045 02004 5.199998400 60,801,648.2400 2,898,211.01 08/31/2007 ------------------------ ---------------------- 192,088,839.0000 9,420,745.99 ======================== ====================== 192,088,839.0000 9,420,745.99 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 97X4166 9766 09/30/2028 01998 11/08/2006 INT + 0.0000 0.01 381244 9766 09/30/2040 02001 11/08/2006 INT + 0.0000 0.00 381246 9766 09/30/2043 02001 04/12/2007 INT + 0.0000 33,101.74 407734 9766 09/30/2045 02004 04/12/2007 INT + 0.0000 15,883.68 407732 ------------------------ ---------------------- 0.0000 48,985.43 ======================== ====================== 0.0000 48,985.43