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| ### CLASSIC REVERSE CONVERTIBLES ### |
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Series
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Cusip
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Specifications
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Ticker
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Coupon
p.a.
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Downside Protection
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Book Closing
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Pricing Date
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Issue Date
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Maturity Date
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ReConv 2007-294
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78423AFL1
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Classic 1-yr Maturity
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NUE
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12.50%
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30%
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10/26/07
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10/26/07
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10/31/07
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10/31/08
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ReConv 2007-295
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78423AFM9
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Classic 1-yr Maturity
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NYX
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12.00%
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30%
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10/26/07
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10/26/07
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10/31/07
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10/31/08
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ReConv 2007-296
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78423AFN7
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Classic 1-yr Maturity
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AAPL
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12.00%
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30%
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10/26/07
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10/26/07
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10/31/07
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10/31/08
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ReConv 2007-297
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78423AFP2
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Classic 1-yr Maturity
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GLW
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12.15%
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20%
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10/26/07
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10/26/07
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10/31/07
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10/31/08
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ReConv 2007-298
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78423AFQ0
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Classic 1-yr Maturity
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AA
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12.00%
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20%
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10/26/07
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10/26/07
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10/31/07
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10/31/08
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ReConv 2007-299
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78423AFR8
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Classic 1-yr Maturity
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COF
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10.60%
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20%
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10/26/07
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10/26/07
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10/31/07
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10/31/08
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ReConv 2007-300
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78423AFS6
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Classic 1-yr Maturity
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HD
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10.50%
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20%
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10/26/07
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10/26/07
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10/31/07
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10/31/08
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Series
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Cusip
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Specifications
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Ticker
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Coupon
p.a.
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Downside Protection
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Book Closing
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Pricing Date
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Issue Date
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Maturity Date
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ReConv 2007-301
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78423AFT4
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Classic 6-mth Maturity
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RIO
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19.15%
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25%
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10/26/07
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10/26/07
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10/31/07
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04/30/08
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ReConv 2007-302
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78423AFU1
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Classic 6-mth Maturity
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RIMM
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18.75%
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25%
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10/26/07
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10/26/07
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10/31/07
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04/30/08
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ReConv 2007-303
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78423AFV9
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Classic 6-mth Maturity
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FCX
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14.60%
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25%
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10/26/07
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10/26/07
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10/31/07
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04/30/08
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ReConv 2007-304
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78423AFW7
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Classic 6-mth Maturity
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ABK
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14.00%
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25%
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10/26/07
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10/26/07
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10/31/07
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04/30/08
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ReConv 2007-305
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78423AFX5
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Classic 6-mth Maturity
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SWN
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15.25%
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20%
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10/26/07
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10/26/07
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10/31/07
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04/30/08
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ReConv 2007-306
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78423AFY3
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Classic 6-mth Maturity
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VMC
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14.30%
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20%
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10/26/07
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10/26/07
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10/31/07
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04/30/08
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ReConv 2007-307
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78423AFZ0
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Classic 6-mth Maturity
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MON
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12.05%
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20%
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10/26/07
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10/26/07
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10/31/07
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04/30/08
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ReConv 2007-308
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78423AGA4
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Classic 6-mth Maturity
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TGT
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11.00%
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20%
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10/26/07
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10/26/07
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10/31/07
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04/30/08
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Series
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Cusip
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Specifications
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Ticker
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Coupon
p.a.
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Downside Protection
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Book Closing
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Pricing Date
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Issue Date
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Maturity Date
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ReConv 2007-309
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78423AGB2
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Classic 3-mth Maturity
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FXI
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18.00%
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30%
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10/26/07
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10/26/07
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10/31/07
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01/31/08
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ReConv 2007-310
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78423AGC0
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Classic 3-mth Maturity
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LVS
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18.90%
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20%
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10/26/07
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10/26/07
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10/31/07
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01/31/08
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ReConv 2007-311
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78423AGD8
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Classic 3-mth Maturity
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GM
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18.10%
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20%
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10/26/07
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10/26/07
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10/31/07
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01/31/08
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ReConv 2007-312
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78423AGE6
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Classic 3-mth Maturity
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NOV
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17.75%
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20%
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10/26/07
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10/26/07
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10/31/07
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01/31/08
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ReConv 2007-313
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78423AGF3
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Classic 3-mth Maturity
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TSO
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16.30%
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20%
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10/26/07
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10/26/07
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10/31/07
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01/31/08
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ReConv 2007-314
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78423AGG1
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Classic 3-mth Maturity
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MBI
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15.80%
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20%
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10/26/07
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10/26/07
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10/31/07
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01/31/08
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ReConv 2007-315
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78423AGH9
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Classic 3-mth Maturity
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MDR
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13.35%
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20%
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10/26/07
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10/26/07
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10/31/07
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01/31/08
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| ###TEMPO REVERSE CONVERTIBLES ## |
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Series
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Cusip
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Specifications
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Ticker
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Coupon
p.a.
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Downside Protection
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Book Closing
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Pricing Date
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Issue Date
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Maturity Date
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ReConv 2007-317
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78423AGK2
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Auto-Callable 6-mth Maturity
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CIT
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18.00%
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25%
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10/26/07
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10/26/07
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10/31/07
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04/30/08
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ReConv 2007-318
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78423AGL0
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Auto-Callable 6-mth Maturity
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BSC
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17.20%
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20%
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10/26/07
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10/26/07
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10/31/07
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04/30/08
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ReConv 2007-319
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78423AGM8
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Auto-Callable 6-mth Maturity
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NTAP
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17.00%
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20%
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10/26/07
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10/26/07
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10/31/07
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04/30/08
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ReConv 2007-320
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78423AGN6
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Auto-Callable 6-mth Maturity
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CNX
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16.00%
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20%
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10/26/07
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10/26/07
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10/31/07
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04/30/08
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