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 6.080000400 163,000.0000 8,258.67 07/31/2007 71X4075 7175NBRID 09/30/2011 01996 5.990000400 71,000,000.0000 3,544,083.57 07/31/2007 71X4075 717598COH 09/30/2014 01998 5.360000400 1,600,000.0000 71,466.67 07/31/2007 71X4075 7175SOMOT 09/30/2015 02000 4.799998800 33,000,000.0000 1,319,999.67 07/31/2007 71X4075 717503COH 09/30/2012 02003 4.790001600 26,640,000.0000 1,063,380.36 07/31/2007 71X4075 7175DENZB 09/30/2009 02003 4.790001600 164,438.0000 6,563.82 07/31/2007 71X4075 7175DIGIC 09/30/2010 02003 4.790001600 80,600.0000 3,217.28 07/31/2007 71X4075 7175LINDL 09/30/2009 02003 4.790001600 645,000.0000 25,746.26 07/31/2007 71X4075 7175NUEVA 09/30/2014 02003 4.790001600 4,045,000.0000 161,462.97 07/31/2007 71X4075 7175QUIPO 09/30/2021 02003 4.790001600 5,896,207.2000 235,357.02 07/31/2007 71X4075 7175BORCH 09/30/2011 02004 4.330000800 1,453,270.2300 52,438.84 07/31/2007 71X4075 7175NGLFN 09/30/2017 02004 4.330000800 5,052,000.7400 182,293.06 07/31/2007 71X4075 7175VESPU 09/30/2022 02004 4.330000800 9,680,000.0000 349,286.73 07/31/2007 71X4075 7175ETHOS 09/30/2008 02005 5.280001200 2,797,770.0000 123,101.91 07/31/2007 71X4075 7175EMPAF 09/30/2012 02006 5.640001200 3,142,440.0000 147,694.71 07/31/2007 71X4075 7175SABAC 09/30/2009 02006 5.640001200 890,000.0000 41,830.01 07/31/2007 71X4075 7175BYBLO 09/30/2022 02007 5.640001200 301,500.0000 14,170.50 07/31/2007 71X4075 7175UNIGE 09/30/2013 02007 5.640001200 141,120.0000 6,632.64 07/31/2007 ------------------------ ---------------------- 166,692,346.1700 7,356,984.69 ======================== ====================== 166,692,346.1700 7,356,984.69 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00