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 9,084.53 08/31/2007 71X4075 7175NBRID 09/30/2011 01996 5.990000400 71,000,000.0000 3,898,491.93 08/31/2007 71X4075 717598COH 09/30/2014 01998 5.360000400 1,600,000.0000 78,613.34 08/31/2007 71X4075 7175SOMOT 09/30/2015 02000 4.799998800 15,000,000.0000 659,999.84 08/31/2007 71X4075 717503COH 09/30/2012 02003 4.790001600 26,640,000.0000 1,169,718.39 08/31/2007 71X4075 7175DENZB 09/30/2009 02003 4.790001600 164,438.0000 7,220.20 08/31/2007 71X4075 7175DIGIC 09/30/2010 02003 4.790001600 80,600.0000 3,539.01 08/31/2007 71X4075 7175LINDL 09/30/2009 02003 4.790001600 645,000.0000 28,320.88 08/31/2007 71X4075 7175NUEVA 09/30/2014 02003 4.790001600 4,045,000.0000 177,609.27 08/31/2007 71X4075 7175QUIPO 09/30/2021 02003 4.790001600 5,896,207.2000 258,892.72 08/31/2007 71X4075 7175BORCH 09/30/2011 02004 4.330000800 1,453,270.2300 57,682.73 08/31/2007 71X4075 7175NGLFN 09/30/2017 02004 4.330000800 5,052,000.7400 200,522.37 08/31/2007 71X4075 7175VESPU 09/30/2022 02004 4.330000800 9,680,000.0000 384,215.40 08/31/2007 71X4075 7175ETHOS 09/30/2008 02005 5.280001200 2,797,770.0000 135,412.10 08/31/2007 71X4075 7175EMPAF 09/30/2012 02006 5.640001200 3,142,440.0000 162,464.18 08/31/2007 71X4075 7175SABAC 09/30/2009 02006 5.640001200 890,000.0000 46,013.01 08/31/2007 71X4075 7175AESJO 09/30/2017 02007 5.640001200 131,901.1000 6,819.29 08/31/2007 71X4075 7175BANLI 09/30/2022 02007 5.640001200 90,900.0000 4,699.53 08/31/2007 71X4075 7175BYBLO 09/30/2022 02007 5.640001200 301,500.0000 15,587.55 08/31/2007 71X4075 7175UNIGE 09/30/2013 02007 5.640001200 141,120.0000 7,295.91 08/31/2007 ------------------------ ---------------------- 148,915,147.2700 7,312,202.18 ======================== ====================== 148,915,147.2700 7,312,202.18 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4075 7175SOMOT 09/30/2015 02000 08/31/2007 INT + 0.0000 431,999.89 427892 ------------------------ ---------------------- 0.0000 431,999.89 ======================== ====================== 0.0000 431,999.89