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 4,706.63 02/29/2008 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 33,666.67 02/29/2008 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 455,100.04 02/29/2008 71X4075 7175DENZB 09/30/2009 02003 4.100000400 164,438.0000 2,809.15 02/29/2008 71X4075 7175DIGIC 09/30/2010 02003 4.100000400 80,600.0000 1,376.92 02/29/2008 71X4075 7175LINDL 09/30/2009 02003 4.100000400 645,000.0000 11,018.75 02/29/2008 71X4075 7175NUEVA 09/30/2014 02003 4.100000400 4,045,000.0000 69,102.09 02/29/2008 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 6,805,359.6000 116,258.24 02/29/2008 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 11,371.79 02/29/2008 71X4075 7175BORCH 09/30/2011 02004 3.070000800 1,453,270.2300 18,589.75 02/29/2008 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 12,818,463.5000 163,969.55 02/29/2008 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 123,823.37 02/29/2008 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 3,142,440.0000 69,133.70 02/29/2008 71X4075 7175ETHOS 09/30/2008 02005 5.280001200 9,878,160.0000 217,319.57 02/29/2008 71X4075 7175SOUES 09/30/2016 02005 4.470001200 1,200,990.0000 22,368.44 02/29/2008 71X4075 7175ZEURO 09/30/2014 02006 5.280001200 6,563,160.0000 144,389.55 02/29/2008 71X4075 7175ACFIN 09/30/2016 02007 4.979998800 1,767,000.0000 36,665.24 02/29/2008 71X4075 7175AESJO 09/30/2017 02007 4.979998800 776,352.7000 16,109.31 02/29/2008 71X4075 7175BANLI 09/30/2022 02007 4.979998800 90,900.0000 1,886.17 02/29/2008 71X4075 7175BANRU 09/30/2023 02007 4.979998800 1,212,000.0000 25,148.99 02/29/2008 71X4075 7175BYBLO 09/30/2022 02007 4.979998800 603,000.0000 12,512.25 02/29/2008 71X4075 7175FICOH 09/30/2022 02007 4.979998800 1,068,750.0000 22,176.56 02/29/2008 71X4075 7175UNIGE 09/30/2013 02007 4.979998800 141,120.0000 2,928.24 02/29/2008 71X4075 7175AUDI 09/30/2023 02008 4.979998800 336,000.0000 6,972.00 02/29/2008 ------------------------ ---------------------- 91,764,004.0300 1,589,402.97 ======================== ====================== 91,764,004.0300 1,589,402.97 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00