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 4,706.63 02/28/2009 71X4075 717592COH 09/30/2015 01992 6.930000000 6,500.0000 187.69 02/28/2009 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 42,425.34 02/28/2009 71X4075 7175PROBU 09/30/2012 01994 6.770001600 222,000.0000 6,262.25 02/28/2009 71X4075 7175RP2O 09/30/2014 01994 6.770001600 2,613,660.0000 73,727.01 02/28/2009 71X4075 7175ZAONI 09/30/2011 01994 6.770001600 2,391,000.0000 67,446.14 02/28/2009 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 305,778.41 02/28/2009 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 33,666.67 02/28/2009 71X4075 717598COH 09/30/2015 01998 5.050000800 78,000.0000 1,641.25 02/28/2009 71X4075 717599COH 09/30/2015 01999 5.469998400 19,006,000.0000 433,178.29 02/28/2009 71X4075 717501COH 09/30/2015 02001 4.079998800 1,944,000.0000 33,047.99 02/28/2009 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 455,100.04 02/28/2009 71X4075 717503COH 09/30/2015 02003 4.100000400 1,465,000.0000 25,027.09 02/28/2009 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 10,037,180.4000 171,468.52 02/28/2009 71X4075 717504COH 09/30/2015 02004 3.070000800 40,632,000.0000 519,751.14 02/28/2009 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 11,371.79 02/28/2009 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 30,708.07 02/28/2009 71X4075 7175CSARE 09/30/2010 02004 3.070000800 682,500.0000 8,730.31 02/28/2009 71X4075 7175DARBY 09/30/2011 02004 3.070000800 2,461,400.0000 31,485.42 02/28/2009 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 382,460.56 02/28/2009 71X4075 7175PALAD 09/30/2016 02004 3.070000800 2,528,000.0000 32,337.34 02/28/2009 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 3,173.22 02/28/2009 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 123,823.37 02/28/2009 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 2,007.97 02/28/2009 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 21,852.60 02/28/2009 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 37,745.41 02/28/2009 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 139,062.03 02/28/2009 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 180,870.40 02/28/2009 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 17,155.30 02/28/2009 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 23,870.01 02/28/2009 71X4075 7175NBDBK 09/30/2011 02005 5.280001200 199,800.0000 4,395.60 02/28/2009 71X4075 7175SOUES 09/30/2016 02005 5.280001200 5,770,170.0000 126,943.77 02/28/2009 71X4075 7175TRKEK 09/30/2012 02005 5.280001200 66,330.0000 1,459.26 02/28/2009 71X4075 7175ABSBN 09/30/2011 02006 4.522201200 218,000.0000 4,107.67 02/28/2009 71X4075 7175ANADO 09/30/2011 02006 4.522201200 142,500.0000 2,685.06 02/28/2009 71X4075 7175AYSA 09/30/2011 02006 4.522201200 142,500.0000 2,685.06 02/28/2009 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 678.33 02/28/2009 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 3,141.52 02/28/2009 71X4075 7175CCAMR 09/30/2011 02006 4.522201200 57,000.0000 1,074.02 02/28/2009 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 2,424.59 02/28/2009 71X4075 7175FINVS 09/30/2011 02006 4.522201200 322,000.0000 6,067.29 02/28/2009 71X4075 7175JSCPR 09/30/2011 02006 4.522201200 10,000.0000 188.43 02/28/2009 71X4075 7175MENA 09/30/2018 02006 4.522201200 290,280.0000 5,469.60 02/28/2009 71X4075 7175TEK 09/30/2011 02006 4.522201200 331,000.0000 6,236.87 02/28/2009 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 10,966.34 02/28/2009 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 174,670.02 02/28/2009 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 1,767,000.0000 36,672.61 02/28/2009 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 19,423.25 02/28/2009 71X4075 7175AESJO 09/30/2027 02007 4.980999600 2,313,338.0000 48,011.40 02/28/2009 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 5,852.67 02/28/2009 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 326.88 02/28/2009 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 3,773.11 02/28/2009 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 31,660.48 02/28/2009 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 25,154.05 02/28/2009 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 12,514.76 02/28/2009 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 129.71 02/28/2009 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 409.97 02/28/2009 71X4075 7175CMFUG 09/30/2015 02007 4.980999600 6,300.0000 130.75 02/28/2009 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 863.37 02/28/2009 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 151,575.0000 3,145.81 02/28/2009 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 22,181.01 02/28/2009 71X4075 7175FINCA 09/30/2010 02007 4.980999600 26,460.0000 549.16 02/28/2009 71X4075 7175FINSO 09/30/2015 02007 4.980999600 3,780.0000 78.45 02/28/2009 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 113,525.28 02/28/2009 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 1,214.12 02/28/2009 71X4075 7175KAZMI 09/30/2012 02007 4.980999600 32,550.0000 675.55 02/28/2009 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 3,548.96 02/28/2009 71X4075 7175MICTA 09/30/2012 02007 4.980999600 28,784.2500 597.39 02/28/2009 71X4075 7175PRIDE 09/30/2012 02007 4.980999600 10,360.0000 215.01 02/28/2009 71X4075 7175TAMWE 09/30/2015 02007 4.980999600 3,554.3000 73.77 02/28/2009 71X4075 7175UMBRA 09/30/2012 02007 4.980999600 33,000.0000 684.89 02/28/2009 71X4075 7175AFRTE 09/30/2018 02008 5.301900000 503,280.0000 11,118.08 02/28/2009 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 7,422.66 02/28/2009 71X4075 7175AWPR 09/30/2013 02008 5.301900000 500.0000 11.05 02/28/2009 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 2,758.64 02/28/2009 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 15,706.88 02/28/2009 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 4,672.30 02/28/2009 71X4075 7175DESAR 09/30/2013 02008 5.301900000 28,665.0000 633.25 02/28/2009 71X4075 7175FAULU 09/30/2011 02008 5.301900000 47,970.0000 1,059.72 02/28/2009 71X4075 7175FIBRA 09/30/2013 02008 5.301900000 2,000.0000 44.18 02/28/2009 71X4075 7175FORUS 09/30/2011 02008 5.301900000 40,950.0100 904.64 02/28/2009 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 17,695.09 02/28/2009 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 15,706.88 02/28/2009 71X4075 7175KREP 09/30/2013 02008 5.301900000 3,250.0000 71.80 02/28/2009 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 633.25 02/28/2009 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 6,196.60 02/28/2009 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 762.15 02/28/2009 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 3,645.06 02/28/2009 71X4075 7175UGAFI 09/30/2015 02008 5.301900000 10,500.0000 231.96 02/28/2009 71X4075 7175BAUDI 09/30/2024 02009 5.301900000 1,056,000.0000 23,328.36 02/28/2009 71X4075 7175CASDI 09/30/2015 02009 5.301900000 117,541.1300 2,596.63 02/28/2009 71X4075 7175CHOUS 09/30/2022 02009 5.301900000 5,392,000.0000 119,116.02 02/28/2009 71X4075 7175GRAM 09/30/2012 02009 5.301900000 26,250.0000 579.90 02/28/2009 71X4075 7175GRAMA 09/30/2013 02009 5.301900000 26,250.0000 579.90 02/28/2009 71X4075 7175HALYK 09/30/2024 02009 5.301900000 4,596,000.0000 101,531.39 02/28/2009 71X4075 7175HONDB 09/30/2016 02009 5.301900000 957,000.0000 21,141.33 02/28/2009 71X4075 7175JSCCT 09/30/2019 02009 5.301900000 3,102,000.0000 68,527.06 02/28/2009 71X4075 7175PANAM 09/30/2016 02009 5.301900000 553,764.7100 12,233.35 02/28/2009 71X4075 7175SKS 09/30/2012 02009 5.301900000 67,900.0000 1,500.00 02/28/2009 ------------------------ ---------------------- 240,841,589.7900 4,345,082.23 ======================== ====================== 240,841,589.7900 4,345,082.23 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00