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 7,530.60 05/31/2008 71X4075 717592COH 09/30/2015 01992 6.930000000 6,500.0000 300.30 05/31/2008 71X4075 717593COH 09/30/2015 01993 6.930000000 833,000.0000 38,484.60 05/31/2008 71X4075 7175CJDEL 09/30/2018 01994 6.930000000 1,504,000.0000 69,484.80 05/31/2008 71X4075 7175PROBU 09/30/2012 01994 6.930000000 222,000.0000 10,256.40 05/31/2008 71X4075 7175RP2O 09/30/2014 01994 6.930000000 2,400,300.0000 110,893.86 05/31/2008 71X4075 7175ZAONI 09/30/2011 01994 6.930000000 2,391,000.0000 110,464.20 05/31/2008 71X4075 7175ZDELC 09/30/2022 01994 6.930000000 10,840,000.0000 500,808.00 05/31/2008 71X4075 717595COH 09/30/2015 01995 6.930000000 349,000.0000 16,123.80 05/31/2008 71X4075 717596COH 09/30/2015 01996 6.639998400 8,938,000.0000 395,655.37 05/31/2008 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 53,866.68 05/31/2008 71X4075 717598COH 09/30/2015 01998 5.050000800 78,000.0000 2,626.00 05/31/2008 71X4075 717599COH 09/30/2015 01999 5.050000800 19,006,000.0000 639,868.77 05/31/2008 71X4075 717501COH 09/30/2015 02001 4.619998800 1,944,000.0000 59,875.18 05/31/2008 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 728,160.07 05/31/2008 71X4075 717503COH 09/30/2015 02003 4.100000400 1,465,000.0000 40,043.34 05/31/2008 71X4075 7175DENZB 09/30/2009 02003 4.100000400 164,438.0000 4,494.64 05/31/2008 71X4075 7175DIGIC 09/30/2010 02003 4.100000400 80,600.0000 2,203.07 05/31/2008 71X4075 7175LINDL 09/30/2009 02003 4.100000400 645,000.0000 17,630.00 05/31/2008 71X4075 7175NUEVA 09/30/2014 02003 4.100000400 4,045,000.0000 110,563.34 05/31/2008 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 6,805,359.6000 186,013.18 05/31/2008 71X4075 717504COH 09/30/2015 02004 3.070000800 40,632,000.0000 831,601.82 05/31/2008 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 18,194.87 05/31/2008 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 49,132.91 05/31/2008 71X4075 7175CSARE 09/30/2010 02004 3.070000800 682,500.0000 13,968.50 05/31/2008 71X4075 7175DARBY 09/30/2011 02004 3.070000800 2,461,400.0000 50,376.67 05/31/2008 71X4075 7175DIGIN 09/30/2012 02004 3.070000800 42,000.0000 859.60 05/31/2008 71X4075 7175FSTIN 09/30/2009 02004 3.070000800 30,375.0000 621.68 05/31/2008 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 611,936.90 05/31/2008 71X4075 7175PBANG 09/30/2011 02004 3.070000800 162,000.0000 3,315.60 05/31/2008 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 5,077.15 05/31/2008 71X4075 7175TURKG 09/30/2015 02004 3.070000800 678,000.0000 13,876.40 05/31/2008 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 198,117.38 05/31/2008 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 3,212.76 05/31/2008 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 60,392.65 05/31/2008 71X4075 7175CLEAR 09/30/2009 02005 5.280001200 1,887,000.0000 66,422.42 05/31/2008 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 3,142,440.0000 110,613.91 05/31/2008 71X4075 7175ETHOS 09/30/2008 02005 5.280001200 9,878,160.0000 347,711.31 05/31/2008 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 27,448.47 05/31/2008 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 38,192.01 05/31/2008 71X4075 7175NBDBK 09/30/2011 02005 5.280001200 199,800.0000 7,032.96 05/31/2008 71X4075 7175SOUES 09/30/2016 02005 4.470001200 3,232,740.0000 96,335.68 05/31/2008 71X4075 7175TRKEK 09/30/2012 02005 5.280001200 66,330.0000 2,334.82 05/31/2008 71X4075 7175ABSBN 09/30/2011 02006 5.280001200 218,000.0000 7,673.60 05/31/2008 71X4075 7175ALLBN 09/30/2009 02006 5.280001200 521,600.0000 18,360.32 05/31/2008 71X4075 7175ANADO 09/30/2011 02006 5.280001200 142,500.0000 5,016.00 05/31/2008 71X4075 7175AYSA 09/30/2011 02006 5.280001200 142,500.0000 5,016.00 05/31/2008 71X4075 7175BANCM 09/30/2012 02006 5.280001200 36,000.0000 1,267.20 05/31/2008 71X4075 7175BANKG 09/30/2016 02006 5.280001200 166,725.0000 5,868.72 05/31/2008 71X4075 7175CCAMR 09/30/2011 02006 5.280001200 57,000.0000 2,006.40 05/31/2008 71X4075 7175CSAJL 09/30/2013 02006 5.280001200 128,676.4700 4,529.41 05/31/2008 71X4075 7175DENZT 09/30/2011 02006 5.280001200 617,500.0000 21,736.00 05/31/2008 71X4075 7175DIGCE 09/30/2013 02006 5.280001200 35,160.0000 1,237.63 05/31/2008 71X4075 7175EMPAF 09/30/2012 02006 5.640001200 3,178,560.0000 119,513.88 05/31/2008 71X4075 7175FINVS 09/30/2011 02006 5.280012000 322,000.0000 11,334.43 05/31/2008 71X4075 7175JSCPR 09/30/2011 02006 5.280001200 10,000.0000 352.00 05/31/2008 71X4075 7175TEK 09/30/2011 02006 5.280001200 331,000.0000 11,651.20 05/31/2008 71X4075 7175TEKFE 09/30/2011 02006 5.280001200 143,500.0000 5,051.20 05/31/2008 71X4075 7175TURKE 09/30/2013 02006 5.280001200 582,000.0000 20,486.40 05/31/2008 71X4075 7175UNO 09/30/2011 02006 5.280001200 225,000.0000 7,920.00 05/31/2008 71X4075 7175ZEURO 09/30/2014 02006 5.280001200 9,270,000.0000 326,304.07 05/31/2008 71X4075 7175ACFIN 09/30/2016 02007 4.979998800 1,767,000.0000 58,664.39 05/31/2008 71X4075 7175AESJO 09/30/2017 02007 4.979998800 935,872.3000 31,070.95 05/31/2008 71X4075 7175AESJO 09/30/2027 02007 4.979998800 1,208,415.9000 40,119.40 05/31/2008 71X4075 7175ALLBK 09/30/2015 02007 4.979998800 282,000.0000 9,362.40 05/31/2008 71X4075 7175APOYO 09/30/2015 02007 4.979998800 15,750.0000 522.90 05/31/2008 71X4075 7175BANLI 09/30/2022 02007 4.979998800 181,800.0000 6,035.76 05/31/2008 71X4075 7175BANPR 09/30/2022 02007 4.979998800 1,017,000.0000 33,764.39 05/31/2008 71X4075 7175BANRU 09/30/2023 02007 4.979998800 1,212,000.0000 40,238.39 05/31/2008 71X4075 7175BYBLO 09/30/2022 02007 4.979998800 603,000.0000 20,019.60 05/31/2008 71X4075 7175CALVR 09/30/2015 02007 4.979998800 2,500.0000 83.00 05/31/2008 71X4075 7175CARD 09/30/2015 02007 4.979998800 19,753.5800 655.82 05/31/2008 71X4075 7175CMFUG 09/30/2015 02007 4.979998800 6,300.0000 209.16 05/31/2008 71X4075 7175CNTR3 09/30/2013 02007 4.979998800 41,600.0000 1,381.12 05/31/2008 71X4075 7175ENGRO 09/30/2016 02007 4.979998800 24,675.0000 819.21 05/31/2008 71X4075 7175FICOH 09/30/2022 02007 4.979998800 1,068,750.0000 35,482.49 05/31/2008 71X4075 7175FINCA 09/30/2010 02007 4.979998800 26,460.0000 878.47 05/31/2008 71X4075 7175FINSO 09/30/2015 02007 4.979998800 3,780.0000 125.50 05/31/2008 71X4075 7175HELIO 09/30/2016 02007 4.979998800 5,470,000.0000 181,603.96 05/31/2008 71X4075 7175KASHF 09/30/2012 02007 4.979998800 58,500.0000 1,942.20 05/31/2008 71X4075 7175KAZMI 09/30/2012 02007 5.280001200 32,550.0000 1,145.76 05/31/2008 71X4075 7175LOCKO 09/30/2015 02007 5.280001200 171,000.0000 6,019.20 05/31/2008 71X4075 7175MICTA 09/30/2012 02007 4.979998800 28,784.2500 955.64 05/31/2008 71X4075 7175PRIDE 09/30/2012 02007 4.979998800 10,360.0000 343.95 05/31/2008 71X4075 7175TAMWE 09/30/2015 02007 4.979998800 3,554.3000 118.00 05/31/2008 71X4075 7175UMBRA 09/30/2012 02007 4.979998800 33,000.0000 1,095.60 05/31/2008 71X4075 7175UNIGE 09/30/2013 02007 4.979998800 141,120.0000 4,685.18 05/31/2008 71X4075 7175AUDI 09/30/2023 02008 4.979998800 336,000.0000 11,155.20 05/31/2008 71X4075 7175BANRE 09/30/2018 02008 4.979998800 124,875.0000 4,145.85 05/31/2008 71X4075 7175BBVA 09/30/2018 02008 4.979998800 355,500.0000 11,802.60 05/31/2008 71X4075 7175BRAC 09/30/2012 02008 4.979998800 211,500.0000 7,021.80 05/31/2008 71X4075 7175INTBA 09/30/2018 02008 4.979998800 177,750.0000 5,901.30 05/31/2008 71X4075 7175PROEC 09/30/2013 02008 4.979998800 280,500.0000 9,312.60 05/31/2008 71X4075 7175SKSMI 09/30/2014 02008 4.979998800 34,500.0000 1,145.40 05/31/2008 71X4075 7175TRANS 09/30/2014 02008 4.979998800 165,000.0000 5,478.00 05/31/2008 71X4075 7175UGAFI 09/30/2015 02008 4.979998800 10,500.0000 348.60 05/31/2008 ------------------------ ---------------------- 232,258,664.0400 6,771,100.92 ======================== ====================== 232,258,664.0400 6,771,100.92 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00