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 9,413.25 07/31/2008 71X4075 717592COH 09/30/2015 01992 6.930000000 6,500.0000 375.38 07/31/2008 71X4075 717593COH 09/30/2015 01993 6.930000000 833,000.0000 48,105.75 07/31/2008 71X4075 7175CJDEL 09/30/2018 01994 6.930000000 1,504,000.0000 86,856.00 07/31/2008 71X4075 7175PROBU 09/30/2012 01994 6.930000000 222,000.0000 12,820.50 07/31/2008 71X4075 7175RP2O 09/30/2014 01994 6.930000000 2,489,200.0000 143,751.30 07/31/2008 71X4075 7175ZAONI 09/30/2011 01994 6.930000000 2,391,000.0000 138,080.25 07/31/2008 71X4075 7175ZDELC 09/30/2022 01994 6.930000000 10,840,000.0000 626,010.00 07/31/2008 71X4075 717595COH 09/30/2015 01995 6.930000000 349,000.0000 20,154.75 07/31/2008 71X4075 717596COH 09/30/2015 01996 6.639998400 8,938,000.0000 494,569.21 07/31/2008 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 67,333.34 07/31/2008 71X4075 717598COH 09/30/2015 01998 5.050000800 78,000.0000 3,282.50 07/31/2008 71X4075 717599COH 09/30/2015 01999 5.050000800 19,006,000.0000 799,835.96 07/31/2008 71X4075 717501COH 09/30/2015 02001 4.619998800 1,944,000.0000 74,843.98 07/31/2008 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 910,200.09 07/31/2008 71X4075 717503COH 09/30/2015 02003 4.100000400 1,465,000.0000 50,054.17 07/31/2008 71X4075 7175DENZB 09/30/2009 02003 4.100000400 164,438.0000 5,618.30 07/31/2008 71X4075 7175DIGIC 09/30/2010 02003 4.100000400 80,600.0000 2,753.83 07/31/2008 71X4075 7175LINDL 09/30/2009 02003 4.100000400 645,000.0000 22,037.50 07/31/2008 71X4075 7175NUEVA 09/30/2014 02003 4.100000400 4,045,000.0000 138,204.18 07/31/2008 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,715,728.8000 263,620.76 07/31/2008 71X4075 717504COH 09/30/2015 02004 3.070000800 40,632,000.0000 1,039,502.27 07/31/2008 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 22,743.59 07/31/2008 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 61,416.14 07/31/2008 71X4075 7175CSARE 09/30/2010 02004 3.070000800 682,500.0000 17,460.63 07/31/2008 71X4075 7175DARBY 09/30/2011 02004 3.070000800 2,461,400.0000 62,970.83 07/31/2008 71X4075 7175DIGIN 09/30/2012 02004 3.070000800 42,000.0000 1,074.50 07/31/2008 71X4075 7175FSTIN 09/30/2009 02004 3.070000800 30,375.0000 777.09 07/31/2008 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 764,921.12 07/31/2008 71X4075 7175PBANG 09/30/2011 02004 3.070000800 162,000.0000 4,144.50 07/31/2008 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 6,346.44 07/31/2008 71X4075 7175TURKG 09/30/2015 02004 3.070000800 678,000.0000 17,345.50 07/31/2008 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 247,646.73 07/31/2008 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 4,015.94 07/31/2008 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 75,490.82 07/31/2008 71X4075 7175CLEAR 09/30/2009 02005 5.280001200 1,887,000.0000 83,028.02 07/31/2008 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 3,142,440.0000 138,267.39 07/31/2008 71X4075 7175ETHOS 09/30/2008 02005 5.280001200 9,878,160.0000 434,639.14 07/31/2008 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 34,310.59 07/31/2008 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 47,740.01 07/31/2008 71X4075 7175NBDBK 09/30/2011 02005 5.280001200 199,800.0000 8,791.20 07/31/2008 71X4075 7175SOUES 09/30/2016 02005 4.470001200 3,232,740.0000 120,419.60 07/31/2008 71X4075 7175TRKEK 09/30/2012 02005 5.280001200 66,330.0000 2,918.52 07/31/2008 71X4075 7175ABSBN 09/30/2011 02006 5.280001200 218,000.0000 9,592.00 07/31/2008 71X4075 7175ALLBN 09/30/2009 02006 5.280001200 521,600.0000 22,950.41 07/31/2008 71X4075 7175ANADO 09/30/2011 02006 5.280001200 142,500.0000 6,270.00 07/31/2008 71X4075 7175AYSA 09/30/2011 02006 5.280001200 142,500.0000 6,270.00 07/31/2008 71X4075 7175BANCM 09/30/2012 02006 5.280001200 36,000.0000 1,584.00 07/31/2008 71X4075 7175BANKG 09/30/2016 02006 5.280001200 166,725.0000 7,335.90 07/31/2008 71X4075 7175CCAMR 09/30/2011 02006 5.280001200 57,000.0000 2,508.00 07/31/2008 71X4075 7175CSAJL 09/30/2013 02006 5.280001200 128,676.4700 5,661.77 07/31/2008 71X4075 7175DENZT 09/30/2011 02006 5.280001200 617,500.0000 27,170.01 07/31/2008 71X4075 7175DIGCE 09/30/2013 02006 5.280001200 35,160.0000 1,547.04 07/31/2008 71X4075 7175EMPAF 09/30/2012 02006 5.640001200 3,178,560.0000 149,392.35 07/31/2008 71X4075 7175FINVS 09/30/2011 02006 5.280012000 322,000.0000 14,168.03 07/31/2008 71X4075 7175JSCPR 09/30/2011 02006 5.280001200 10,000.0000 440.00 07/31/2008 71X4075 7175TEK 09/30/2011 02006 5.280001200 331,000.0000 14,564.00 07/31/2008 71X4075 7175TEKFE 09/30/2011 02006 5.280001200 143,500.0000 6,314.00 07/31/2008 71X4075 7175TURKE 09/30/2013 02006 5.280001200 582,000.0000 25,608.01 07/31/2008 71X4075 7175UNO 09/30/2011 02006 5.280001200 225,000.0000 9,900.00 07/31/2008 71X4075 7175ZEURO 09/30/2014 02006 5.280001200 9,270,000.0000 407,880.09 07/31/2008 71X4075 7175ACFIN 09/30/2016 02007 4.979998800 1,767,000.0000 73,330.48 07/31/2008 71X4075 7175AESJO 09/30/2017 02007 4.979998800 935,872.3000 38,838.69 07/31/2008 71X4075 7175AESJO 09/30/2027 02007 4.979998800 1,460,867.2000 60,625.97 07/31/2008 71X4075 7175ALLBK 09/30/2015 02007 4.979998800 282,000.0000 11,703.00 07/31/2008 71X4075 7175APOYO 09/30/2015 02007 4.979998800 15,750.0000 653.62 07/31/2008 71X4075 7175BANLI 09/30/2022 02007 4.979998800 181,800.0000 7,544.70 07/31/2008 71X4075 7175BANPR 09/30/2022 02007 4.979998800 1,017,000.0000 42,205.49 07/31/2008 71X4075 7175BANRU 09/30/2023 02007 4.979998800 1,212,000.0000 50,297.99 07/31/2008 71X4075 7175BYBLO 09/30/2022 02007 4.979998800 603,000.0000 25,024.49 07/31/2008 71X4075 7175CALVR 09/30/2015 02007 4.979998800 2,500.0000 103.75 07/31/2008 71X4075 7175CARD 09/30/2015 02007 4.979998800 19,753.5800 819.77 07/31/2008 71X4075 7175CMFUG 09/30/2015 02007 4.979998800 6,300.0000 261.45 07/31/2008 71X4075 7175CNTR3 09/30/2013 02007 4.979998800 41,600.0000 1,726.40 07/31/2008 71X4075 7175ENGRO 09/30/2016 02007 4.979998800 38,775.0000 1,609.16 07/31/2008 71X4075 7175FICOH 09/30/2022 02007 4.979998800 1,068,750.0000 44,353.11 07/31/2008 71X4075 7175FINCA 09/30/2010 02007 4.979998800 26,460.0000 1,098.09 07/31/2008 71X4075 7175FINSO 09/30/2015 02007 4.979998800 3,780.0000 156.87 07/31/2008 71X4075 7175HELIO 09/30/2016 02007 4.979998800 5,470,000.0000 227,004.95 07/31/2008 71X4075 7175KASHF 09/30/2012 02007 4.979998800 58,500.0000 2,427.75 07/31/2008 71X4075 7175KAZMI 09/30/2012 02007 5.280001200 32,550.0000 1,432.20 07/31/2008 71X4075 7175LOCKO 09/30/2015 02007 5.280001200 171,000.0000 7,524.00 07/31/2008 71X4075 7175MICTA 09/30/2012 02007 4.979998800 28,784.2500 1,194.55 07/31/2008 71X4075 7175PRIDE 09/30/2012 02007 4.979998800 10,360.0000 429.94 07/31/2008 71X4075 7175TAMWE 09/30/2015 02007 4.979998800 3,554.3000 147.50 07/31/2008 71X4075 7175UMBRA 09/30/2012 02007 4.979998800 33,000.0000 1,369.50 07/31/2008 71X4075 7175UNIGE 09/30/2013 02007 4.979998800 141,120.0000 5,856.48 07/31/2008 71X4075 7175AFRTE 09/30/2018 02008 4.979998800 503,280.0000 20,886.11 07/31/2008 71X4075 7175AUDI 09/30/2023 02008 4.979998800 336,000.0000 13,944.00 07/31/2008 71X4075 7175BANRE 09/30/2018 02008 4.979998800 124,875.0000 5,182.31 07/31/2008 71X4075 7175BBVA 09/30/2018 02008 4.979998800 711,000.0000 29,506.49 07/31/2008 71X4075 7175BRAC 09/30/2012 02008 4.979998800 211,500.0000 8,777.25 07/31/2008 71X4075 7175GRUPO 09/30/2013 02008 4.979998800 801,000.0000 33,241.49 07/31/2008 71X4075 7175INTBA 09/30/2018 02008 4.979998800 355,500.0000 14,753.25 07/31/2008 71X4075 7175PROEC 09/30/2013 02008 4.979998800 280,500.0000 11,640.75 07/31/2008 71X4075 7175SKSMI 09/30/2014 02008 4.979998800 34,500.0000 1,431.75 07/31/2008 71X4075 7175TRANS 09/30/2014 02008 4.979998800 165,000.0000 6,847.50 07/31/2008 71X4075 7175UGAFI 09/30/2015 02008 4.979998800 10,500.0000 435.75 07/31/2008 ------------------------ ---------------------- 235,362,014.5400 8,587,433.73 ======================== ====================== 235,362,014.5400 8,587,433.73 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00