Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 60X8010 60X8010 06/02/2008 00112 0.000000000 277,600,000.0000 0.00 10/31/2007 60X8010 60X8010 06/02/2008 00215 0.000000000 233,500,000.0000 0.00 10/31/2007 60X8010 60X8010 06/02/2008 00315 0.000000000 268,800,000.0000 0.00 10/31/2007 60X8010 60X8010 06/02/2008 00413 0.000000000 268,800,000.0000 0.00 10/31/2007 60X8010 60X8010 06/02/2008 00515 0.000000000 252,200,000.0000 0.00 10/31/2007 60X8010 60X8010 06/02/2008 00615 0.000000000 286,400,000.0000 0.00 10/31/2007 60X8010 60X8010 06/02/2008 00713 0.000000000 287,200,000.0000 0.00 10/31/2007 60X8010 60X8010 06/02/2008 00815 0.000000000 252,600,000.0000 0.00 10/31/2007 60X8010 60X8010 06/02/2008 00914 0.000000000 284,800,000.0000 0.00 10/31/2007 60X8010 60X8010 06/02/2008 01015 0.000000000 284,800,000.0000 0.00 10/31/2007 60X8010 60X8010 06/02/2008 01115 0.000000000 251,200,000.0000 0.00 10/31/2007 60X8010 60X8010 06/02/2008 01215 0.000000000 281,500,000.0000 0.00 10/31/2007 ------------------------ ---------------------- 3,229,400,000.0000 0.00 ======================== ====================== 3,229,400,000.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 60X8010 INTADJUST 09/28/2007 INT + 0.0000 72,929,397.28 428702 INTADJUST 10/31/2007 INT - 0.0000 -72,929,397.28 448767 INTADJUST 10/31/2007 INT + 0.0000 86,549,153.02 448768 60X8010 06/02/2008 01015 10/23/2007 CALL -497,424.6600 0.00 448766 ------------------------ ---------------------- -497,424.6600 86,549,153.02 ======================== ====================== -497,424.6600 86,549,153.02