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 116,000.0000 6,699.00 07/31/2010 71X4075 717593RIG 09/30/2015 01993 6.649999200 330,000.0000 18,287.50 07/31/2010 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 74,761.68 07/31/2010 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 84,850.69 07/31/2010 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,360,420.0000 189,583.74 07/31/2010 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 611,556.81 07/31/2010 71X4075 717596RIG 09/30/2015 01996 6.639998400 475,000.0000 26,283.33 07/31/2010 71X4075 717599COH 09/30/2015 01999 5.469998400 13,340,000.0000 608,081.49 07/31/2010 71X4075 717501COH 09/30/2015 02001 4.079998800 300,000.0000 10,200.00 07/31/2010 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 910,200.09 07/31/2010 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 12,876,583.2000 439,949.97 07/31/2010 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 22,743.59 07/31/2010 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 61,416.14 07/31/2010 71X4075 7175DARBY 09/30/2011 02004 3.070000800 3,255,400.0000 83,284.01 07/31/2010 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 764,921.12 07/31/2010 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 113,180.70 07/31/2010 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 6,346.44 07/31/2010 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 247,646.73 07/31/2010 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 4,015.94 07/31/2010 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 43,705.21 07/31/2010 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 75,490.82 07/31/2010 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 278,124.06 07/31/2010 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 361,740.80 07/31/2010 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 34,310.59 07/31/2010 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 47,740.01 07/31/2010 71X4075 7175SOUES 09/30/2016 02005 5.280001200 5,770,170.0000 253,887.54 07/31/2010 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 1,356.66 07/31/2010 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 6,283.03 07/31/2010 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 4,849.17 07/31/2010 71X4075 7175DARPR 09/30/2017 02006 4.522201200 274,400.0000 10,340.77 07/31/2010 71X4075 7175LATP3 09/30/2014 02006 4.522201200 787,000.0000 29,658.10 07/31/2010 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 22,156.52 07/31/2010 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 21,932.68 07/31/2010 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 349,340.04 07/31/2010 71X4075 7175ACF3 09/30/2016 02007 4.980999600 329,840.0000 13,691.11 07/31/2010 71X4075 7175ACFB 09/30/2016 02007 4.980999600 518,320.0000 21,514.60 07/31/2010 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 2,344,220.0000 97,304.66 07/31/2010 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 38,846.50 07/31/2010 71X4075 7175AESJO 09/30/2027 02007 4.980999600 3,311,955.5200 137,473.74 07/31/2010 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 11,705.35 07/31/2010 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 653.76 07/31/2010 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 7,546.21 07/31/2010 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 63,320.96 07/31/2010 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 50,308.10 07/31/2010 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 25,029.52 07/31/2010 71X4075 7175CALVR 09/30/2015 02007 4.980999600 3,750.0000 0.00 07/31/2010 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 819.94 07/31/2010 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 1,726.75 07/31/2010 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 6,437.94 07/31/2010 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 44,362.03 07/31/2010 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 227,050.57 07/31/2010 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 2,428.24 07/31/2010 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 7,097.92 07/31/2010 71X4075 7175TAMWE 09/30/2015 02007 4.980999600 477.7000 0.00 07/31/2010 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 929,010.0000 41,045.98 07/31/2010 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 14,845.32 07/31/2010 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 5,517.29 07/31/2010 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 31,413.76 07/31/2010 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 9,344.60 07/31/2010 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 35,390.18 07/31/2010 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 31,413.76 07/31/2010 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 1,266.49 07/31/2010 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 12,393.19 07/31/2010 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 1,524.30 07/31/2010 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 7,290.11 07/31/2010 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 181,283.72 07/31/2010 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 14,106.08 07/31/2010 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 28,381.28 07/31/2010 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 20,392.08 07/31/2010 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 4,808.04 07/31/2010 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 39,511.99 07/31/2010 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 81,927.52 07/31/2010 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 4,398.00 07/31/2010 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 201,750.63 07/31/2010 71X4075 7175DESI 09/30/2030 02009 4.489999200 6,004,400.0000 224,664.59 07/31/2010 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 173,813.48 07/31/2010 71X4075 7175GRAM 09/30/2012 02009 4.489999200 26,250.0000 982.19 07/31/2010 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 982.19 07/31/2010 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 171,966.97 07/31/2010 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 38,613.99 07/31/2010 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 35,807.74 07/31/2010 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 116,066.48 07/31/2010 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 155,400.0000 5,814.55 07/31/2010 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 29,353.37 07/31/2010 71X4075 7175SKS 09/30/2012 02009 4.489999200 67,900.0000 2,540.59 07/31/2010 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 207,662.46 07/31/2010 71X4075 7175BMED 09/30/2023 02010 4.489999200 1,917,600.0000 71,750.19 07/31/2010 71X4075 7175CJDL2 09/30/2017 02010 4.489999200 238,700.0000 8,931.36 07/31/2010 71X4075 7175JAREM 09/30/2017 02010 4.489999200 1,444,500.0000 54,048.37 07/31/2010 71X4075 7175JSCPG 09/30/2020 02010 4.489999200 996,000.0000 37,266.99 07/31/2010 71X4075 7175KIEDF 09/30/2024 02010 4.489999200 60,024.5300 2,245.92 07/31/2010 ------------------------ ---------------------- 229,049,619.0700 8,532,758.62 ======================== ====================== 229,049,619.0700 8,532,758.62 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================