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 6,926,804.7100 162,202.67 02/29/2008 97X4166 9766 09/30/2032 02000 5.619999600 11,733,191.8100 274,752.22 02/29/2008 97X4166 9766 09/30/2042 02000 5.619999600 12,745,236.2500 298,450.93 02/29/2008 97X4166 9766 09/30/2032 02001 5.590000800 952,246.3000 22,179.41 02/29/2008 97X4166 9766 09/30/2040 02001 5.590000800 12,958,580.7900 301,826.99 02/29/2008 97X4166 9766 09/30/2043 02001 5.590000800 31,461,249.2600 732,785.04 02/29/2008 97X4166 9766 09/30/2046 02002 5.500000800 16,928,357.9000 387,941.59 02/29/2008 97X4166 9766 09/30/2036 02003 5.040000000 41,601,224.3500 873,625.71 02/29/2008 97X4166 9766 09/30/2045 02004 5.199998400 61,345,048.1400 1,329,142.30 02/29/2008 97X4166 9766 09/30/2047 02004 5.500000800 16,106,782.0000 369,113.81 02/29/2008 ------------------------ ---------------------- 212,758,721.5100 4,752,020.67 ======================== ====================== 212,758,721.5100 4,752,020.67 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00