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 8,471.93 06/30/2008 71X4075 717592COH 09/30/2015 01992 6.930000000 6,500.0000 337.84 06/30/2008 71X4075 717593COH 09/30/2015 01993 6.930000000 833,000.0000 43,295.18 06/30/2008 71X4075 7175CJDEL 09/30/2018 01994 6.930000000 1,504,000.0000 78,170.40 06/30/2008 71X4075 7175PROBU 09/30/2012 01994 6.930000000 222,000.0000 11,538.45 06/30/2008 71X4075 7175RP2O 09/30/2014 01994 6.930000000 2,400,300.0000 124,755.59 06/30/2008 71X4075 7175ZAONI 09/30/2011 01994 6.930000000 2,391,000.0000 124,272.23 06/30/2008 71X4075 7175ZDELC 09/30/2022 01994 6.930000000 10,840,000.0000 563,409.00 06/30/2008 71X4075 717595COH 09/30/2015 01995 6.930000000 349,000.0000 18,139.28 06/30/2008 71X4075 717596COH 09/30/2015 01996 6.639998400 8,938,000.0000 445,112.29 06/30/2008 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 60,600.01 06/30/2008 71X4075 717598COH 09/30/2015 01998 5.050000800 78,000.0000 2,954.25 06/30/2008 71X4075 717599COH 09/30/2015 01999 5.050000800 19,006,000.0000 719,852.36 06/30/2008 71X4075 717501COH 09/30/2015 02001 4.619998800 1,944,000.0000 67,359.58 06/30/2008 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 819,180.08 06/30/2008 71X4075 717503COH 09/30/2015 02003 4.100000400 1,465,000.0000 45,048.75 06/30/2008 71X4075 7175DENZB 09/30/2009 02003 4.100000400 164,438.0000 5,056.47 06/30/2008 71X4075 7175DIGIC 09/30/2010 02003 4.100000400 80,600.0000 2,478.45 06/30/2008 71X4075 7175LINDL 09/30/2009 02003 4.100000400 645,000.0000 19,833.75 06/30/2008 71X4075 7175NUEVA 09/30/2014 02003 4.100000400 4,045,000.0000 124,383.76 06/30/2008 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,715,728.8000 237,258.68 06/30/2008 71X4075 717504COH 09/30/2015 02004 3.070000800 40,632,000.0000 935,552.04 06/30/2008 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 20,469.23 06/30/2008 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 55,274.53 06/30/2008 71X4075 7175CSARE 09/30/2010 02004 3.070000800 682,500.0000 15,714.57 06/30/2008 71X4075 7175DARBY 09/30/2011 02004 3.070000800 2,461,400.0000 56,673.75 06/30/2008 71X4075 7175DIGIN 09/30/2012 02004 3.070000800 42,000.0000 967.05 06/30/2008 71X4075 7175FSTIN 09/30/2009 02004 3.070000800 30,375.0000 699.38 06/30/2008 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 688,429.01 06/30/2008 71X4075 7175PBANG 09/30/2011 02004 3.070000800 162,000.0000 3,730.05 06/30/2008 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 5,711.80 06/30/2008 71X4075 7175TURKG 09/30/2015 02004 3.070000800 678,000.0000 15,610.95 06/30/2008 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 222,882.06 06/30/2008 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 3,614.35 06/30/2008 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 67,941.74 06/30/2008 71X4075 7175CLEAR 09/30/2009 02005 5.280001200 1,887,000.0000 74,725.22 06/30/2008 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 3,142,440.0000 124,440.65 06/30/2008 71X4075 7175ETHOS 09/30/2008 02005 5.280001200 9,878,160.0000 391,175.22 06/30/2008 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 30,879.53 06/30/2008 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 42,966.01 06/30/2008 71X4075 7175NBDBK 09/30/2011 02005 5.280001200 199,800.0000 7,912.08 06/30/2008 71X4075 7175SOUES 09/30/2016 02005 4.470001200 3,232,740.0000 108,377.64 06/30/2008 71X4075 7175TRKEK 09/30/2012 02005 5.280001200 66,330.0000 2,626.67 06/30/2008 71X4075 7175ABSBN 09/30/2011 02006 5.280001200 218,000.0000 8,632.80 06/30/2008 71X4075 7175ALLBN 09/30/2009 02006 5.280001200 521,600.0000 20,655.36 06/30/2008 71X4075 7175ANADO 09/30/2011 02006 5.280001200 142,500.0000 5,643.00 06/30/2008 71X4075 7175AYSA 09/30/2011 02006 5.280001200 142,500.0000 5,643.00 06/30/2008 71X4075 7175BANCM 09/30/2012 02006 5.280001200 36,000.0000 1,425.60 06/30/2008 71X4075 7175BANKG 09/30/2016 02006 5.280001200 166,725.0000 6,602.31 06/30/2008 71X4075 7175CCAMR 09/30/2011 02006 5.280001200 57,000.0000 2,257.20 06/30/2008 71X4075 7175CSAJL 09/30/2013 02006 5.280001200 128,676.4700 5,095.59 06/30/2008 71X4075 7175DENZT 09/30/2011 02006 5.280001200 617,500.0000 24,453.01 06/30/2008 71X4075 7175DIGCE 09/30/2013 02006 5.280001200 35,160.0000 1,392.34 06/30/2008 71X4075 7175EMPAF 09/30/2012 02006 5.640001200 3,178,560.0000 134,453.12 06/30/2008 71X4075 7175FINVS 09/30/2011 02006 5.280012000 322,000.0000 12,751.23 06/30/2008 71X4075 7175JSCPR 09/30/2011 02006 5.280001200 10,000.0000 396.00 06/30/2008 71X4075 7175TEK 09/30/2011 02006 5.280001200 331,000.0000 13,107.60 06/30/2008 71X4075 7175TEKFE 09/30/2011 02006 5.280001200 143,500.0000 5,682.60 06/30/2008 71X4075 7175TURKE 09/30/2013 02006 5.280001200 582,000.0000 23,047.21 06/30/2008 71X4075 7175UNO 09/30/2011 02006 5.280001200 225,000.0000 8,910.00 06/30/2008 71X4075 7175ZEURO 09/30/2014 02006 5.280001200 9,270,000.0000 367,092.08 06/30/2008 71X4075 7175ACFIN 09/30/2016 02007 4.979998800 1,767,000.0000 65,997.43 06/30/2008 71X4075 7175AESJO 09/30/2017 02007 4.979998800 935,872.3000 34,954.82 06/30/2008 71X4075 7175AESJO 09/30/2027 02007 4.979998800 1,382,200.0000 51,625.16 06/30/2008 71X4075 7175ALLBK 09/30/2015 02007 4.979998800 282,000.0000 10,532.70 06/30/2008 71X4075 7175APOYO 09/30/2015 02007 4.979998800 15,750.0000 588.26 06/30/2008 71X4075 7175BANLI 09/30/2022 02007 4.979998800 181,800.0000 6,790.23 06/30/2008 71X4075 7175BANPR 09/30/2022 02007 4.979998800 1,017,000.0000 37,984.94 06/30/2008 71X4075 7175BANRU 09/30/2023 02007 4.979998800 1,212,000.0000 45,268.19 06/30/2008 71X4075 7175BYBLO 09/30/2022 02007 4.979998800 603,000.0000 22,522.04 06/30/2008 71X4075 7175CALVR 09/30/2015 02007 4.979998800 2,500.0000 93.37 06/30/2008 71X4075 7175CARD 09/30/2015 02007 4.979998800 19,753.5800 737.80 06/30/2008 71X4075 7175CMFUG 09/30/2015 02007 4.979998800 6,300.0000 235.30 06/30/2008 71X4075 7175CNTR3 09/30/2013 02007 4.979998800 41,600.0000 1,553.76 06/30/2008 71X4075 7175ENGRO 09/30/2016 02007 4.979998800 29,962.5000 1,119.10 06/30/2008 71X4075 7175FICOH 09/30/2022 02007 4.979998800 1,068,750.0000 39,917.80 06/30/2008 71X4075 7175FINCA 09/30/2010 02007 4.979998800 26,460.0000 988.28 06/30/2008 71X4075 7175FINSO 09/30/2015 02007 4.979998800 3,780.0000 141.18 06/30/2008 71X4075 7175HELIO 09/30/2016 02007 4.979998800 5,470,000.0000 204,304.45 06/30/2008 71X4075 7175KASHF 09/30/2012 02007 4.979998800 58,500.0000 2,184.97 06/30/2008 71X4075 7175KAZMI 09/30/2012 02007 5.280001200 32,550.0000 1,288.98 06/30/2008 71X4075 7175LOCKO 09/30/2015 02007 5.280001200 171,000.0000 6,771.60 06/30/2008 71X4075 7175MICTA 09/30/2012 02007 4.979998800 28,784.2500 1,075.09 06/30/2008 71X4075 7175PRIDE 09/30/2012 02007 4.979998800 10,360.0000 386.95 06/30/2008 71X4075 7175TAMWE 09/30/2015 02007 4.979998800 3,554.3000 132.75 06/30/2008 71X4075 7175UMBRA 09/30/2012 02007 4.979998800 33,000.0000 1,232.55 06/30/2008 71X4075 7175UNIGE 09/30/2013 02007 4.979998800 141,120.0000 5,270.83 06/30/2008 71X4075 7175AFRTE 09/30/2018 02008 4.979998800 503,280.0000 18,797.50 06/30/2008 71X4075 7175AUDI 09/30/2023 02008 4.979998800 336,000.0000 12,549.60 06/30/2008 71X4075 7175BANRE 09/30/2018 02008 4.979998800 124,875.0000 4,664.08 06/30/2008 71X4075 7175BBVA 09/30/2018 02008 4.979998800 711,000.0000 26,555.84 06/30/2008 71X4075 7175BRAC 09/30/2012 02008 4.979998800 211,500.0000 7,899.52 06/30/2008 71X4075 7175GRUPO 09/30/2013 02008 4.979998800 801,000.0000 29,917.34 06/30/2008 71X4075 7175INTBA 09/30/2018 02008 4.979998800 355,500.0000 13,277.92 06/30/2008 71X4075 7175PROEC 09/30/2013 02008 4.979998800 280,500.0000 10,476.67 06/30/2008 71X4075 7175SKSMI 09/30/2014 02008 4.979998800 34,500.0000 1,288.57 06/30/2008 71X4075 7175TRANS 09/30/2014 02008 4.979998800 165,000.0000 6,162.75 06/30/2008 71X4075 7175UGAFI 09/30/2015 02008 4.979998800 10,500.0000 392.17 06/30/2008 ------------------------ ---------------------- 235,185,634.8400 7,720,802.40 ======================== ====================== 235,185,634.8400 7,720,802.40 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00