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 3,765.30 01/31/2009 71X4075 717592COH 09/30/2015 01992 6.930000000 6,500.0000 150.15 01/31/2009 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 33,940.27 01/31/2009 71X4075 7175PROBU 09/30/2012 01994 6.770001600 222,000.0000 5,009.80 01/31/2009 71X4075 7175RP2O 09/30/2014 01994 6.770001600 2,613,660.0000 58,981.61 01/31/2009 71X4075 7175ZAONI 09/30/2011 01994 6.770001600 2,391,000.0000 53,956.91 01/31/2009 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 244,622.72 01/31/2009 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 26,933.34 01/31/2009 71X4075 717598COH 09/30/2015 01998 5.050000800 78,000.0000 1,313.00 01/31/2009 71X4075 717599COH 09/30/2015 01999 5.469998400 19,006,000.0000 346,542.63 01/31/2009 71X4075 717501COH 09/30/2015 02001 4.079998800 1,944,000.0000 26,438.39 01/31/2009 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 364,080.04 01/31/2009 71X4075 717503COH 09/30/2015 02003 4.100000400 1,465,000.0000 20,021.67 01/31/2009 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,715,728.8000 105,448.30 01/31/2009 71X4075 717504COH 09/30/2015 02004 3.070000800 40,632,000.0000 415,800.91 01/31/2009 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 9,097.44 01/31/2009 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 24,566.46 01/31/2009 71X4075 7175CSARE 09/30/2010 02004 3.070000800 682,500.0000 6,984.25 01/31/2009 71X4075 7175DARBY 09/30/2011 02004 3.070000800 2,461,400.0000 25,188.33 01/31/2009 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 305,968.45 01/31/2009 71X4075 7175PALAD 09/30/2016 02004 3.070000800 2,528,000.0000 25,869.87 01/31/2009 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 2,538.58 01/31/2009 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 99,058.69 01/31/2009 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 1,606.38 01/31/2009 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 17,482.08 01/31/2009 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 30,196.33 01/31/2009 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 111,249.63 01/31/2009 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 144,696.32 01/31/2009 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 13,724.24 01/31/2009 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 19,096.00 01/31/2009 71X4075 7175NBDBK 09/30/2011 02005 5.280001200 199,800.0000 3,516.48 01/31/2009 71X4075 7175SOUES 09/30/2016 02005 5.280001200 5,770,170.0000 101,555.02 01/31/2009 71X4075 7175TRKEK 09/30/2012 02005 5.280001200 66,330.0000 1,167.41 01/31/2009 71X4075 7175ABSBN 09/30/2011 02006 4.522201200 218,000.0000 3,286.13 01/31/2009 71X4075 7175ANADO 09/30/2011 02006 4.522201200 142,500.0000 2,148.05 01/31/2009 71X4075 7175AYSA 09/30/2011 02006 4.522201200 142,500.0000 2,148.05 01/31/2009 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 542.66 01/31/2009 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 2,513.21 01/31/2009 71X4075 7175CCAMR 09/30/2011 02006 4.522201200 57,000.0000 859.22 01/31/2009 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 1,939.67 01/31/2009 71X4075 7175FINVS 09/30/2011 02006 4.522201200 322,000.0000 4,853.83 01/31/2009 71X4075 7175JSCPR 09/30/2011 02006 4.522201200 10,000.0000 150.74 01/31/2009 71X4075 7175MENA 09/30/2018 02006 4.522201200 290,280.0000 4,375.68 01/31/2009 71X4075 7175TEK 09/30/2011 02006 4.522201200 331,000.0000 4,989.50 01/31/2009 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 8,773.07 01/31/2009 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 139,736.02 01/31/2009 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 1,767,000.0000 29,338.09 01/31/2009 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 15,538.60 01/31/2009 71X4075 7175AESJO 09/30/2027 02007 4.980999600 2,108,050.6000 35,000.66 01/31/2009 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 4,682.14 01/31/2009 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 261.50 01/31/2009 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 3,018.49 01/31/2009 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 25,328.38 01/31/2009 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 20,123.24 01/31/2009 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 10,011.81 01/31/2009 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 103.77 01/31/2009 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 327.98 01/31/2009 71X4075 7175CMFUG 09/30/2015 02007 4.980999600 6,300.0000 104.60 01/31/2009 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 690.70 01/31/2009 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 151,575.0000 2,516.65 01/31/2009 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 17,744.81 01/31/2009 71X4075 7175FINCA 09/30/2010 02007 4.980999600 26,460.0000 439.32 01/31/2009 71X4075 7175FINSO 09/30/2015 02007 4.980999600 3,780.0000 62.76 01/31/2009 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 90,820.23 01/31/2009 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 971.29 01/31/2009 71X4075 7175KAZMI 09/30/2012 02007 4.980999600 32,550.0000 540.44 01/31/2009 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 2,839.17 01/31/2009 71X4075 7175MICTA 09/30/2012 02007 4.980999600 28,784.2500 477.91 01/31/2009 71X4075 7175PRIDE 09/30/2012 02007 4.980999600 10,360.0000 172.01 01/31/2009 71X4075 7175TAMWE 09/30/2015 02007 4.980999600 3,554.3000 59.01 01/31/2009 71X4075 7175UMBRA 09/30/2012 02007 4.980999600 33,000.0000 547.91 01/31/2009 71X4075 7175AFRTE 09/30/2018 02008 5.301900000 503,280.0000 8,894.47 01/31/2009 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 5,938.13 01/31/2009 71X4075 7175AWPR 09/30/2013 02008 5.301900000 500.0000 8.84 01/31/2009 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 2,206.92 01/31/2009 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 12,565.50 01/31/2009 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 3,737.84 01/31/2009 71X4075 7175DESAR 09/30/2013 02008 5.301900000 28,665.0000 506.60 01/31/2009 71X4075 7175FAULU 09/30/2011 02008 5.301900000 47,970.0000 847.77 01/31/2009 71X4075 7175FIBRA 09/30/2013 02008 5.301900000 2,000.0000 35.35 01/31/2009 71X4075 7175FORUS 09/30/2011 02008 5.301900000 40,950.0100 723.71 01/31/2009 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 14,156.07 01/31/2009 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 12,565.50 01/31/2009 71X4075 7175KREP 09/30/2013 02008 5.301900000 3,250.0000 57.44 01/31/2009 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 4,957.28 01/31/2009 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 609.72 01/31/2009 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 2,916.05 01/31/2009 71X4075 7175UGAFI 09/30/2015 02008 5.301900000 10,500.0000 185.57 01/31/2009 71X4075 7175BAUDI 09/30/2024 02009 5.301900000 1,056,000.0000 18,662.69 01/31/2009 71X4075 7175CASDI 09/30/2015 02009 5.301900000 117,541.1300 2,077.30 01/31/2009 71X4075 7175CHOUS 09/30/2022 02009 5.301900000 5,392,000.0000 95,292.82 01/31/2009 71X4075 7175GRAM 09/30/2012 02009 5.301900000 17,587.5000 310.82 01/31/2009 71X4075 7175GRAMA 09/30/2013 02009 5.301900000 26,250.0000 463.92 01/31/2009 71X4075 7175HONDB 09/30/2016 02009 5.301900000 670,794.3900 11,854.95 01/31/2009 71X4075 7175JSCCT 09/30/2019 02009 5.301900000 3,102,000.0000 54,821.65 01/31/2009 71X4075 7175PANAM 09/30/2016 02009 5.301900000 553,764.7100 9,786.68 01/31/2009 71X4075 7175SKS 09/30/2012 02009 5.301900000 67,900.0000 1,200.00 01/31/2009 ------------------------ ---------------------- 233,395,317.6800 3,353,987.89 ======================== ====================== 233,395,317.6800 3,353,987.89 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00