Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 12X4211 1211 09/30/2010 02001 4.759999200 800,000.0000 34,906.66 08/31/2007 ------------------------ ---------------------- 800,000.0000 34,906.66 ======================== ====================== 800,000.0000 34,906.66 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4211 1211 09/30/2007 02001 08/24/2007 INT + 0.0000 23,799.99 427693 ------------------------ ---------------------- 0.0000 23,799.99 ======================== ====================== 0.0000 23,799.99