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 9,413.25 07/31/2009 71X4075 717592COH 09/30/2015 01992 6.930000000 6,500.0000 375.38 07/31/2009 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 84,850.69 07/31/2009 71X4075 7175PROBU 09/30/2012 01994 6.770001600 222,000.0000 12,524.50 07/31/2009 71X4075 7175RP2O 09/30/2014 01994 6.770001600 2,738,120.0000 154,475.64 07/31/2009 71X4075 7175ZAONI 09/30/2011 01994 6.770001600 2,391,000.0000 134,892.28 07/31/2009 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 611,556.81 07/31/2009 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 67,333.34 07/31/2009 71X4075 717598COH 09/30/2015 01998 5.050000800 78,000.0000 3,282.50 07/31/2009 71X4075 717599COH 09/30/2015 01999 5.469998400 19,006,000.0000 866,356.58 07/31/2009 71X4075 717501COH 09/30/2015 02001 4.079998800 1,944,000.0000 66,095.98 07/31/2009 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 910,200.09 07/31/2009 71X4075 717503COH 09/30/2015 02003 4.100000400 1,465,000.0000 50,054.17 07/31/2009 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 12,876,583.2000 439,949.97 07/31/2009 71X4075 717504COH 09/30/2015 02004 3.070000800 40,632,000.0000 1,039,502.27 07/31/2009 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 22,743.59 07/31/2009 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 61,416.14 07/31/2009 71X4075 7175CSARE 09/30/2010 02004 3.070000800 682,500.0000 17,460.63 07/31/2009 71X4075 7175DARBY 09/30/2011 02004 3.070000800 2,461,400.0000 62,970.83 07/31/2009 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 764,921.12 07/31/2009 71X4075 7175PALAD 09/30/2016 02004 3.070000800 2,528,000.0000 64,674.68 07/31/2009 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 6,346.44 07/31/2009 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 247,646.73 07/31/2009 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 4,015.94 07/31/2009 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 43,705.21 07/31/2009 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 75,490.82 07/31/2009 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 278,124.06 07/31/2009 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 361,740.80 07/31/2009 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 34,310.59 07/31/2009 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 47,740.01 07/31/2009 71X4075 7175NBDBK 09/30/2011 02005 5.280001200 199,800.0000 8,791.20 07/31/2009 71X4075 7175SOUES 09/30/2016 02005 5.280001200 5,770,170.0000 253,887.54 07/31/2009 71X4075 7175TRKEK 09/30/2012 02005 5.280001200 66,330.0000 2,918.52 07/31/2009 71X4075 7175ABSBN 09/30/2011 02006 4.522201200 218,000.0000 8,215.33 07/31/2009 71X4075 7175ANADO 09/30/2011 02006 4.522201200 142,500.0000 5,370.11 07/31/2009 71X4075 7175AYSA 09/30/2011 02006 4.522201200 142,500.0000 5,370.11 07/31/2009 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 1,356.66 07/31/2009 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 6,283.03 07/31/2009 71X4075 7175CCAMR 09/30/2011 02006 4.522201200 57,000.0000 2,148.05 07/31/2009 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 4,849.17 07/31/2009 71X4075 7175FINVS 09/30/2011 02006 4.522201200 322,000.0000 12,134.57 07/31/2009 71X4075 7175JSCPR 09/30/2011 02006 4.522201200 10,000.0000 376.85 07/31/2009 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 22,156.52 07/31/2009 71X4075 7175TEK 09/30/2011 02006 4.522201200 331,000.0000 12,473.74 07/31/2009 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 21,932.68 07/31/2009 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 349,340.04 07/31/2009 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 1,767,000.0000 73,345.22 07/31/2009 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 38,846.50 07/31/2009 71X4075 7175AESJO 09/30/2027 02007 4.980999600 2,546,243.9000 105,690.33 07/31/2009 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 11,705.35 07/31/2009 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 653.76 07/31/2009 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 7,546.21 07/31/2009 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 63,320.96 07/31/2009 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 50,308.10 07/31/2009 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 25,029.52 07/31/2009 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 259.43 07/31/2009 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 819.94 07/31/2009 71X4075 7175CMFUG 09/30/2015 02007 4.980999600 6,300.0000 261.50 07/31/2009 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 1,726.75 07/31/2009 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 6,437.94 07/31/2009 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 44,362.03 07/31/2009 71X4075 7175FINCA 09/30/2010 02007 4.980999600 26,460.0000 1,098.31 07/31/2009 71X4075 7175FINSO 09/30/2015 02007 4.980999600 3,780.0000 156.90 07/31/2009 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 227,050.57 07/31/2009 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 2,428.24 07/31/2009 71X4075 7175KAZMI 09/30/2012 02007 4.980999600 32,550.0000 1,351.10 07/31/2009 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 7,097.92 07/31/2009 71X4075 7175MICTA 09/30/2012 02007 4.980999600 28,784.2500 1,194.79 07/31/2009 71X4075 7175PRIDE 09/30/2012 02007 4.980999600 10,360.0000 430.03 07/31/2009 71X4075 7175TAMWE 09/30/2015 02007 4.980999600 3,554.3000 147.53 07/31/2009 71X4075 7175UMBRA 09/30/2012 02007 4.980999600 33,000.0000 1,369.77 07/31/2009 71X4075 7175AFRTE 09/30/2018 02008 5.301900000 503,280.0000 22,236.17 07/31/2009 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 392,010.0000 17,319.98 07/31/2009 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 14,845.32 07/31/2009 71X4075 7175AWPR 09/30/2013 02008 5.301900000 500.0000 22.09 07/31/2009 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 5,517.29 07/31/2009 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 31,413.76 07/31/2009 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 9,344.60 07/31/2009 71X4075 7175DESAR 09/30/2013 02008 5.301900000 28,665.0000 1,266.49 07/31/2009 71X4075 7175FAULU 09/30/2011 02008 5.301900000 47,970.0000 2,119.43 07/31/2009 71X4075 7175FIBRA 09/30/2013 02008 5.301900000 2,000.0000 88.37 07/31/2009 71X4075 7175FORUS 09/30/2011 02008 5.301900000 40,950.0100 1,809.27 07/31/2009 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 35,390.18 07/31/2009 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 31,413.76 07/31/2009 71X4075 7175KREP 09/30/2013 02008 5.301900000 3,250.0000 143.59 07/31/2009 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 1,266.49 07/31/2009 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 12,393.19 07/31/2009 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 1,524.30 07/31/2009 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 7,290.11 07/31/2009 71X4075 7175UGAFI 09/30/2015 02008 5.301900000 10,500.0000 463.92 07/31/2009 71X4075 7175BACA 09/30/2026 02009 5.301900000 4,845,000.0000 214,064.21 07/31/2009 71X4075 7175BACB 09/30/2027 02009 5.301900000 377,000.0000 16,656.80 07/31/2009 71X4075 7175BAUDI 09/30/2024 02009 5.301900000 1,056,000.0000 46,656.72 07/31/2009 71X4075 7175BYB2 09/30/2024 02009 5.301900000 2,189,600.0000 96,742.00 07/31/2009 71X4075 7175CASDI 09/30/2015 02009 5.301900000 117,541.1300 5,193.26 07/31/2009 71X4075 7175CHOUS 09/30/2022 02009 5.301900000 5,392,000.0000 238,232.04 07/31/2009 71X4075 7175GRAM 09/30/2012 02009 5.301900000 26,250.0000 1,159.79 07/31/2009 71X4075 7175GRAMA 09/30/2013 02009 5.301900000 26,250.0000 1,159.79 07/31/2009 71X4075 7175HALYK 09/30/2024 02009 5.301900000 4,596,000.0000 203,062.77 07/31/2009 71X4075 7175HONDB 09/30/2016 02009 5.301900000 957,000.0000 42,282.65 07/31/2009 71X4075 7175JSCCT 09/30/2019 02009 5.301900000 3,102,000.0000 137,054.12 07/31/2009 71X4075 7175LAGOS 09/30/2018 02009 5.301900000 51,800.0000 2,288.65 07/31/2009 71X4075 7175PANAM 09/30/2016 02009 5.301900000 669,132.3600 29,563.94 07/31/2009 71X4075 7175SKS 09/30/2012 02009 5.301900000 67,900.0000 2,999.99 07/31/2009 ------------------------ ---------------------- 252,310,321.1400 9,167,398.90 ======================== ====================== 252,310,321.1400 9,167,398.90 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00