Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 12X4211 1211 09/30/2007 02001 4.759999200 1,000,000.0000 39,666.66 07/31/2007 ------------------------ ---------------------- 1,000,000.0000 39,666.66 ======================== ====================== 1,000,000.0000 39,666.66 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00