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 5,647.95 03/31/2008 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 40,400.01 03/31/2008 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 546,120.05 03/31/2008 71X4075 7175DENZB 09/30/2009 02003 4.100000400 164,438.0000 3,370.98 03/31/2008 71X4075 7175DIGIC 09/30/2010 02003 4.100000400 80,600.0000 1,652.30 03/31/2008 71X4075 7175LINDL 09/30/2009 02003 4.100000400 645,000.0000 13,222.50 03/31/2008 71X4075 7175NUEVA 09/30/2014 02003 4.100000400 4,045,000.0000 82,922.51 03/31/2008 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 6,805,359.6000 139,509.89 03/31/2008 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 13,646.15 03/31/2008 71X4075 7175BORCH 09/30/2011 02004 3.070000800 1,453,270.2300 22,307.70 03/31/2008 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 12,818,463.5000 196,763.47 03/31/2008 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 148,588.04 03/31/2008 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 3,142,440.0000 82,960.43 03/31/2008 71X4075 7175ETHOS 09/30/2008 02005 5.280001200 9,878,160.0000 260,783.48 03/31/2008 71X4075 7175SOUES 09/30/2016 02005 4.470001200 1,200,990.0000 26,842.13 03/31/2008 71X4075 7175ZEURO 09/30/2014 02006 5.280001200 6,563,160.0000 173,267.46 03/31/2008 71X4075 7175ACFIN 09/30/2016 02007 4.979998800 1,767,000.0000 43,998.29 03/31/2008 71X4075 7175AESJO 09/30/2017 02007 4.979998800 776,352.7000 19,331.18 03/31/2008 71X4075 7175AESJO 09/30/2027 02007 4.979998800 380,831.8000 9,482.71 03/31/2008 71X4075 7175BANLI 09/30/2022 02007 4.979998800 90,900.0000 2,263.41 03/31/2008 71X4075 7175BANRU 09/30/2023 02007 4.979998800 1,212,000.0000 30,178.79 03/31/2008 71X4075 7175BYBLO 09/30/2022 02007 4.979998800 603,000.0000 15,014.70 03/31/2008 71X4075 7175CALVR 09/30/2015 02007 4.979998800 2,500.0000 62.25 03/31/2008 71X4075 7175FICOH 09/30/2022 02007 4.979998800 1,068,750.0000 26,611.87 03/31/2008 71X4075 7175UNIGE 09/30/2013 02007 4.979998800 141,120.0000 3,513.89 03/31/2008 71X4075 7175AUDI 09/30/2023 02008 4.979998800 336,000.0000 8,366.40 03/31/2008 71X4075 7175BANRE 09/30/2018 02008 4.979998800 124,875.0000 3,109.39 03/31/2008 ------------------------ ---------------------- 92,272,210.8300 1,919,937.93 ======================== ====================== 92,272,210.8300 1,919,937.93 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00