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 10,354.58 08/31/2008 71X4075 717592COH 09/30/2015 01992 6.930000000 6,500.0000 412.91 08/31/2008 71X4075 7175CJDEL 09/30/2018 01994 6.930000000 1,504,000.0000 95,541.60 08/31/2008 71X4075 7175PROBU 09/30/2012 01994 6.930000000 222,000.0000 14,102.55 08/31/2008 71X4075 7175RP2O 09/30/2014 01994 6.930000000 2,489,200.0000 158,126.43 08/31/2008 71X4075 7175ZAONI 09/30/2011 01994 6.930000000 2,391,000.0000 151,888.28 08/31/2008 71X4075 7175ZDELC 09/30/2022 01994 6.930000000 10,840,000.0000 688,611.00 08/31/2008 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 74,066.68 08/31/2008 71X4075 717598COH 09/30/2015 01998 5.050000800 78,000.0000 3,610.75 08/31/2008 71X4075 717599COH 09/30/2015 01999 5.050000800 19,006,000.0000 879,819.56 08/31/2008 71X4075 717501COH 09/30/2015 02001 4.619998800 1,944,000.0000 82,328.38 08/31/2008 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 1,001,220.10 08/31/2008 71X4075 717503COH 09/30/2015 02003 4.100000400 1,465,000.0000 55,059.59 08/31/2008 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,715,728.8000 289,982.84 08/31/2008 71X4075 717504COH 09/30/2015 02004 3.070000800 40,632,000.0000 1,143,452.50 08/31/2008 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 25,017.95 08/31/2008 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 67,557.75 08/31/2008 71X4075 7175CSARE 09/30/2010 02004 3.070000800 682,500.0000 19,206.69 08/31/2008 71X4075 7175DARBY 09/30/2011 02004 3.070000800 2,461,400.0000 69,267.92 08/31/2008 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 841,413.23 08/31/2008 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 6,981.08 08/31/2008 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 272,411.40 08/31/2008 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 4,417.54 08/31/2008 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 83,039.90 08/31/2008 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 305,936.47 08/31/2008 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 397,914.88 08/31/2008 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 37,741.65 08/31/2008 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 52,514.01 08/31/2008 71X4075 7175NBDBK 09/30/2011 02005 5.280001200 199,800.0000 9,670.32 08/31/2008 71X4075 7175SOUES 09/30/2016 02005 4.470001200 3,232,740.0000 132,461.56 08/31/2008 71X4075 7175TRKEK 09/30/2012 02005 5.280001200 66,330.0000 3,210.37 08/31/2008 71X4075 7175ABSBN 09/30/2011 02006 5.280001200 218,000.0000 10,551.20 08/31/2008 71X4075 7175ANADO 09/30/2011 02006 5.280001200 142,500.0000 6,897.00 08/31/2008 71X4075 7175AYSA 09/30/2011 02006 5.280001200 142,500.0000 6,897.00 08/31/2008 71X4075 7175BANCM 09/30/2012 02006 5.280001200 36,000.0000 1,742.40 08/31/2008 71X4075 7175BANKG 09/30/2016 02006 5.280001200 166,725.0000 8,069.49 08/31/2008 71X4075 7175CCAMR 09/30/2011 02006 5.280001200 57,000.0000 2,758.80 08/31/2008 71X4075 7175CSAJL 09/30/2013 02006 5.280001200 128,676.4700 6,227.94 08/31/2008 71X4075 7175FINVS 09/30/2011 02006 5.280012000 322,000.0000 15,584.84 08/31/2008 71X4075 7175JSCPR 09/30/2011 02006 5.280001200 10,000.0000 484.00 08/31/2008 71X4075 7175TEK 09/30/2011 02006 5.280001200 331,000.0000 16,020.40 08/31/2008 71X4075 7175TURKE 09/30/2013 02006 5.280001200 582,000.0000 28,168.81 08/31/2008 71X4075 7175ZEURO 09/30/2014 02006 5.280001200 9,270,000.0000 448,668.10 08/31/2008 71X4075 7175ACFIN 09/30/2016 02007 4.979998800 1,767,000.0000 80,663.53 08/31/2008 71X4075 7175AESJO 09/30/2017 02007 4.979998800 935,872.3000 42,722.56 08/31/2008 71X4075 7175AESJO 09/30/2027 02007 4.979998800 1,649,340.7000 75,292.38 08/31/2008 71X4075 7175ALLBK 09/30/2015 02007 4.979998800 282,000.0000 12,873.30 08/31/2008 71X4075 7175APOYO 09/30/2015 02007 4.979998800 15,750.0000 718.99 08/31/2008 71X4075 7175BANLI 09/30/2022 02007 4.979998800 181,800.0000 8,299.17 08/31/2008 71X4075 7175BANPR 09/30/2022 02007 4.979998800 1,017,000.0000 46,426.04 08/31/2008 71X4075 7175BANRU 09/30/2023 02007 4.979998800 1,212,000.0000 55,327.79 08/31/2008 71X4075 7175BYBLO 09/30/2022 02007 4.979998800 603,000.0000 27,526.94 08/31/2008 71X4075 7175CALVR 09/30/2015 02007 4.979998800 2,500.0000 114.12 08/31/2008 71X4075 7175CARD 09/30/2015 02007 4.979998800 19,753.5800 901.75 08/31/2008 71X4075 7175CMFUG 09/30/2015 02007 4.979998800 6,300.0000 287.59 08/31/2008 71X4075 7175CNTR3 09/30/2013 02007 4.979998800 41,600.0000 1,899.04 08/31/2008 71X4075 7175ENGRO 09/30/2016 02007 4.979998800 38,775.0000 1,770.08 08/31/2008 71X4075 7175FICOH 09/30/2022 02007 4.979998800 1,068,750.0000 48,788.43 08/31/2008 71X4075 7175FINCA 09/30/2010 02007 4.979998800 26,460.0000 1,207.90 08/31/2008 71X4075 7175FINSO 09/30/2015 02007 4.979998800 3,780.0000 172.56 08/31/2008 71X4075 7175HELIO 09/30/2016 02007 4.979998800 5,470,000.0000 249,705.44 08/31/2008 71X4075 7175KASHF 09/30/2012 02007 4.979998800 58,500.0000 2,670.52 08/31/2008 71X4075 7175KAZMI 09/30/2012 02007 5.280001200 32,550.0000 1,575.42 08/31/2008 71X4075 7175LOCKO 09/30/2015 02007 5.280001200 171,000.0000 8,276.40 08/31/2008 71X4075 7175MICTA 09/30/2012 02007 4.979998800 28,784.2500 1,314.00 08/31/2008 71X4075 7175PRIDE 09/30/2012 02007 4.979998800 10,360.0000 472.93 08/31/2008 71X4075 7175TAMWE 09/30/2015 02007 4.979998800 3,554.3000 162.25 08/31/2008 71X4075 7175UMBRA 09/30/2012 02007 4.979998800 33,000.0000 1,506.45 08/31/2008 71X4075 7175AFRTE 09/30/2018 02008 4.979998800 503,280.0000 22,974.73 08/31/2008 71X4075 7175AUDI 09/30/2023 02008 4.979998800 336,000.0000 15,338.40 08/31/2008 71X4075 7175BANRE 09/30/2018 02008 4.979998800 124,875.0000 5,700.54 08/31/2008 71X4075 7175BBVA 09/30/2018 02008 4.979998800 711,000.0000 32,457.14 08/31/2008 71X4075 7175BRAC 09/30/2012 02008 4.979998800 211,500.0000 9,654.97 08/31/2008 71X4075 7175DESAR 09/30/2013 02008 4.979998800 28,665.0000 1,308.56 08/31/2008 71X4075 7175FORUS 09/30/2011 02008 4.979998800 40,000.4900 1,826.02 08/31/2008 71X4075 7175GRUPO 09/30/2013 02008 4.979998800 801,000.0000 36,565.64 08/31/2008 71X4075 7175INTBA 09/30/2018 02008 4.979998800 533,250.0000 24,342.86 08/31/2008 71X4075 7175KREP 09/30/2013 02008 4.979998800 3,250.0000 148.36 08/31/2008 71X4075 7175PROEC 09/30/2013 02008 4.979998800 280,500.0000 12,804.82 08/31/2008 71X4075 7175SKSMI 09/30/2014 02008 4.979998800 34,500.0000 1,574.92 08/31/2008 71X4075 7175TRANS 09/30/2014 02008 4.979998800 165,000.0000 7,532.25 08/31/2008 71X4075 7175UGAFI 09/30/2015 02008 4.979998800 10,500.0000 479.32 08/31/2008 ------------------------ ---------------------- 214,605,080.5300 8,372,794.56 ======================== ====================== 214,605,080.5300 8,372,794.56 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4075 7175ALLBN 09/30/2009 02006 08/19/2008 INT + 0.0000 13,770.24 476093 7175CLEAR 09/30/2009 02005 08/19/2008 INT + 0.0000 49,816.81 476095 7175DENZB 09/30/2009 02003 08/19/2008 INT + 0.0000 3,370.97 476111 7175DENZT 09/30/2011 02006 08/19/2008 INT + 0.0000 16,302.00 476091 7175DIGCE 09/30/2013 02006 08/19/2008 INT + 0.0000 928.22 476089 7175DIGIC 09/30/2010 02003 08/19/2008 INT + 0.0000 1,652.30 476109 7175DIGIN 09/30/2012 02004 08/19/2008 INT + 0.0000 644.70 476103 7175ETHOS 09/30/2008 02005 08/19/2008 INT + 0.0000 260,783.48 476081 7175FSTIN 09/30/2009 02004 08/19/2008 INT + 0.0000 466.25 476101 7175LINDL 09/30/2009 02003 08/19/2008 INT + 0.0000 13,222.50 476107 7175NUEVA 09/30/2014 02003 08/19/2008 INT + 0.0000 82,922.50 476105 7175PBANG 09/30/2011 02004 08/19/2008 INT + 0.0000 2,486.70 476099 7175TEKFE 09/30/2011 02006 08/19/2008 INT + 0.0000 3,788.40 476087 7175TURKG 09/30/2015 02004 08/19/2008 INT + 0.0000 10,407.30 476097 7175UNIGE 09/30/2013 02007 08/19/2008 INT + 0.0000 3,513.88 476083 7175UNO 09/30/2011 02006 08/19/2008 INT + 0.0000 5,940.00 476085 717593COH 09/30/2015 01993 08/19/2008 INT + 0.0000 28,863.45 476117 717595COH 09/30/2015 01995 08/19/2008 INT + 0.0000 12,092.85 476115 717596COH 09/30/2015 01996 08/19/2008 INT + 0.0000 296,741.52 476113 ------------------------ ---------------------- 0.0000 807,714.07 ======================== ====================== 0.0000 807,714.07