Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4075 717592COH 09/30/2012 01992 6.930000000 163,000.0000 2,823.98 12/31/2007 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 20,200.00 12/31/2007 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 273,060.03 12/31/2007 71X4075 7175DENZB 09/30/2009 02003 4.100000400 164,438.0000 1,685.49 12/31/2007 71X4075 7175DIGIC 09/30/2010 02003 4.100000400 80,600.0000 826.15 12/31/2007 71X4075 7175LINDL 09/30/2009 02003 4.100000400 645,000.0000 6,611.25 12/31/2007 71X4075 7175NUEVA 09/30/2014 02003 4.100000400 4,045,000.0000 41,461.25 12/31/2007 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 6,805,359.6000 69,754.94 12/31/2007 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 6,823.08 12/31/2007 71X4075 7175BORCH 09/30/2011 02004 3.070000800 1,453,270.2300 11,153.85 12/31/2007 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 12,818,463.5000 98,381.73 12/31/2007 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 74,294.02 12/31/2007 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 3,142,440.0000 41,480.22 12/31/2007 71X4075 7175ETHOS 09/30/2008 02005 5.280001200 9,878,160.0000 130,391.74 12/31/2007 71X4075 7175ZEURO 09/30/2014 02006 5.280001200 4,635,000.0000 61,182.01 12/31/2007 71X4075 7175ACFIN 09/30/2016 02007 4.979998800 1,767,000.0000 21,999.14 12/31/2007 71X4075 7175AESJO 09/30/2017 02007 4.979998800 776,352.7000 9,665.59 12/31/2007 71X4075 7175BANLI 09/30/2022 02007 4.979998800 90,900.0000 1,131.70 12/31/2007 71X4075 7175BANRU 09/30/2023 02007 4.979998800 1,212,000.0000 15,089.40 12/31/2007 71X4075 7175BYBLO 09/30/2022 02007 4.979998800 603,000.0000 7,507.35 12/31/2007 71X4075 7175FICOH 09/30/2022 02007 4.979998800 1,068,750.0000 13,305.93 12/31/2007 71X4075 7175UNIGE 09/30/2013 02007 4.979998800 141,120.0000 1,756.94 12/31/2007 71X4075 7175AUDI 09/30/2023 02008 4.979998800 336,000.0000 4,183.20 12/31/2007 ------------------------ ---------------------- 88,634,854.0300 914,768.99 ======================== ====================== 88,634,854.0300 914,768.99 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00