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 6,589.28 04/30/2008 71X4075 717592COH 09/30/2015 01992 6.930000000 6,500.0000 262.76 04/30/2008 71X4075 717593COH 09/30/2015 01993 6.930000000 833,000.0000 33,674.03 04/30/2008 71X4075 7175CJDEL 09/30/2018 01994 6.930000000 1,504,000.0000 60,799.20 04/30/2008 71X4075 7175PROBU 09/30/2012 01994 6.930000000 222,000.0000 8,974.35 04/30/2008 71X4075 7175RP2O 09/30/2014 01994 6.930000000 2,400,300.0000 97,032.13 04/30/2008 71X4075 7175ZAONI 09/30/2011 01994 6.930000000 2,391,000.0000 96,656.18 04/30/2008 71X4075 7175ZDELC 09/30/2022 01994 6.930000000 10,840,000.0000 438,207.00 04/30/2008 71X4075 717595COH 09/30/2015 01995 6.930000000 349,000.0000 14,108.33 04/30/2008 71X4075 717596COH 09/30/2015 01996 6.639998400 8,938,000.0000 346,198.45 04/30/2008 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 47,133.34 04/30/2008 71X4075 717598COH 09/30/2015 01998 5.050000800 78,000.0000 2,297.75 04/30/2008 71X4075 717599COH 09/30/2015 01999 5.050000800 19,006,000.0000 559,885.17 04/30/2008 71X4075 717501COH 09/30/2015 02001 4.619998800 1,944,000.0000 52,390.79 04/30/2008 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 637,140.06 04/30/2008 71X4075 717503COH 09/30/2015 02003 4.100000400 1,465,000.0000 35,037.92 04/30/2008 71X4075 7175DENZB 09/30/2009 02003 4.100000400 164,438.0000 3,932.81 04/30/2008 71X4075 7175DIGIC 09/30/2010 02003 4.100000400 80,600.0000 1,927.68 04/30/2008 71X4075 7175LINDL 09/30/2009 02003 4.100000400 645,000.0000 15,426.25 04/30/2008 71X4075 7175NUEVA 09/30/2014 02003 4.100000400 4,045,000.0000 96,742.93 04/30/2008 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 6,805,359.6000 162,761.53 04/30/2008 71X4075 717504COH 09/30/2015 02004 3.070000800 40,632,000.0000 727,651.59 04/30/2008 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 15,920.51 04/30/2008 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 42,991.30 04/30/2008 71X4075 7175CSARE 09/30/2010 02004 3.070000800 682,500.0000 12,222.44 04/30/2008 71X4075 7175DARBY 09/30/2011 02004 3.070000800 2,461,400.0000 44,079.58 04/30/2008 71X4075 7175DIGIN 09/30/2012 02004 3.070000800 42,000.0000 752.15 04/30/2008 71X4075 7175FSTIN 09/30/2009 02004 3.070000800 30,375.0000 543.97 04/30/2008 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 535,444.79 04/30/2008 71X4075 7175PBANG 09/30/2011 02004 3.070000800 162,000.0000 2,901.15 04/30/2008 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 4,442.51 04/30/2008 71X4075 7175TURKG 09/30/2015 02004 3.070000800 678,000.0000 12,141.85 04/30/2008 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 173,352.71 04/30/2008 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 2,811.16 04/30/2008 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 52,843.57 04/30/2008 71X4075 7175CLEAR 09/30/2009 02005 5.280001200 1,887,000.0000 58,119.61 04/30/2008 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 3,142,440.0000 96,787.17 04/30/2008 71X4075 7175ETHOS 09/30/2008 02005 5.280001200 9,878,160.0000 304,247.40 04/30/2008 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 24,017.41 04/30/2008 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 33,418.01 04/30/2008 71X4075 7175NBDBK 09/30/2011 02005 5.280001200 199,800.0000 6,153.84 04/30/2008 71X4075 7175SOUES 09/30/2016 02005 4.470001200 3,232,740.0000 84,293.72 04/30/2008 71X4075 7175TRKEK 09/30/2012 02005 5.280001200 66,330.0000 2,042.96 04/30/2008 71X4075 7175ABSBN 09/30/2011 02006 5.280001200 218,000.0000 6,714.40 04/30/2008 71X4075 7175ALLBN 09/30/2009 02006 5.280001200 521,600.0000 16,065.28 04/30/2008 71X4075 7175ANADO 09/30/2011 02006 5.280001200 142,500.0000 4,389.00 04/30/2008 71X4075 7175AYSA 09/30/2011 02006 5.280001200 142,500.0000 4,389.00 04/30/2008 71X4075 7175BANCM 09/30/2012 02006 5.280001200 36,000.0000 1,108.80 04/30/2008 71X4075 7175BANKG 09/30/2016 02006 5.280001200 166,725.0000 5,135.13 04/30/2008 71X4075 7175CCAMR 09/30/2011 02006 5.280001200 57,000.0000 1,755.60 04/30/2008 71X4075 7175CSAJL 09/30/2013 02006 5.280001200 128,676.4700 3,963.24 04/30/2008 71X4075 7175DENZT 09/30/2011 02006 5.280001200 617,500.0000 19,019.00 04/30/2008 71X4075 7175DIGCE 09/30/2013 02006 5.280001200 35,160.0000 1,082.93 04/30/2008 71X4075 7175EMPAF 09/30/2012 02006 5.640001200 3,178,560.0000 104,574.65 04/30/2008 71X4075 7175FINVS 09/30/2011 02006 5.280012000 322,000.0000 9,917.62 04/30/2008 71X4075 7175JSCPR 09/30/2011 02006 5.280001200 10,000.0000 308.00 04/30/2008 71X4075 7175TEK 09/30/2011 02006 5.280001200 331,000.0000 10,194.80 04/30/2008 71X4075 7175TEKFE 09/30/2011 02006 5.280001200 143,500.0000 4,419.80 04/30/2008 71X4075 7175TURKE 09/30/2013 02006 5.280001200 582,000.0000 17,925.60 04/30/2008 71X4075 7175UNO 09/30/2011 02006 5.280001200 225,000.0000 6,930.00 04/30/2008 71X4075 7175ZEURO 09/30/2014 02006 5.280001200 9,270,000.0000 285,516.06 04/30/2008 71X4075 7175ACFIN 09/30/2016 02007 4.979998800 1,767,000.0000 51,331.34 04/30/2008 71X4075 7175AESJO 09/30/2017 02007 4.979998800 776,352.7000 22,553.04 04/30/2008 71X4075 7175AESJO 09/30/2027 02007 4.979998800 1,208,415.9000 35,104.47 04/30/2008 71X4075 7175ALLBK 09/30/2015 02007 4.979998800 282,000.0000 8,192.10 04/30/2008 71X4075 7175APOYO 09/30/2015 02007 4.979998800 15,750.0000 457.54 04/30/2008 71X4075 7175BANLI 09/30/2022 02007 4.979998800 181,800.0000 5,281.29 04/30/2008 71X4075 7175BANPR 09/30/2022 02007 4.979998800 1,017,000.0000 29,543.84 04/30/2008 71X4075 7175BANRU 09/30/2023 02007 4.979998800 1,212,000.0000 35,208.59 04/30/2008 71X4075 7175BYBLO 09/30/2022 02007 4.979998800 603,000.0000 17,517.15 04/30/2008 71X4075 7175CALVR 09/30/2015 02007 4.979998800 2,500.0000 72.62 04/30/2008 71X4075 7175CARD 09/30/2015 02007 4.979998800 19,753.5800 573.84 04/30/2008 71X4075 7175CMFUG 09/30/2015 02007 4.979998800 6,300.0000 183.01 04/30/2008 71X4075 7175CNTR3 09/30/2013 02007 4.979998800 41,600.0000 1,208.48 04/30/2008 71X4075 7175ENGRO 09/30/2016 02007 4.979998800 19,740.0000 573.45 04/30/2008 71X4075 7175FICOH 09/30/2022 02007 4.979998800 1,068,750.0000 31,047.18 04/30/2008 71X4075 7175FINCA 09/30/2010 02007 4.979998800 26,460.0000 768.66 04/30/2008 71X4075 7175FINSO 09/30/2015 02007 4.979998800 3,780.0000 109.81 04/30/2008 71X4075 7175KASHF 09/30/2012 02007 4.979998800 58,500.0000 1,699.42 04/30/2008 71X4075 7175KAZMI 09/30/2012 02007 5.280001200 32,550.0000 1,002.54 04/30/2008 71X4075 7175LOCKO 09/30/2015 02007 5.280001200 171,000.0000 5,266.80 04/30/2008 71X4075 7175MICTA 09/30/2012 02007 4.979998800 28,784.2500 836.18 04/30/2008 71X4075 7175PRIDE 09/30/2012 02007 4.979998800 10,360.0000 300.96 04/30/2008 71X4075 7175TAMWE 09/30/2015 02007 4.979998800 1,777.1500 51.63 04/30/2008 71X4075 7175UMBRA 09/30/2012 02007 4.979998800 33,000.0000 958.65 04/30/2008 71X4075 7175UNIGE 09/30/2013 02007 4.979998800 141,120.0000 4,099.54 04/30/2008 71X4075 7175AUDI 09/30/2023 02008 4.979998800 336,000.0000 9,760.80 04/30/2008 71X4075 7175BANRE 09/30/2018 02008 4.979998800 124,875.0000 3,627.62 04/30/2008 71X4075 7175BRAC 09/30/2012 02008 4.979998800 211,500.0000 6,144.07 04/30/2008 71X4075 7175PROEC 09/30/2013 02008 4.979998800 280,500.0000 8,148.52 04/30/2008 71X4075 7175SKSMI 09/30/2014 02008 4.979998800 34,500.0000 1,002.22 04/30/2008 71X4075 7175TRANS 09/30/2014 02008 4.979998800 165,000.0000 4,793.25 04/30/2008 71X4075 7175UGAFI 09/30/2015 02008 4.979998800 10,500.0000 305.02 04/30/2008 ------------------------ ---------------------- 226,089,182.2900 5,745,489.88 ======================== ====================== 226,089,182.2900 5,745,489.88 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00