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 669.90 10/31/2010 71X4075 717593RIG 09/30/2015 01993 6.649999200 330,000.0000 1,828.75 10/31/2010 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 7,476.17 10/31/2010 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 8,485.07 10/31/2010 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,360,420.0000 18,958.37 10/31/2010 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 61,155.68 10/31/2010 71X4075 717596RIG 09/30/2015 01996 6.639998400 1,975,000.0000 10,928.33 10/31/2010 71X4075 7175AQUA 09/30/2015 01996 6.639998400 21,191,806.0000 117,261.30 10/31/2010 71X4075 717599COH 09/30/2015 01999 5.469998400 16,190,000.0000 73,799.40 10/31/2010 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 91,020.01 10/31/2010 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 12,876,583.2000 43,995.00 10/31/2010 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 2,274.36 10/31/2010 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 6,141.61 10/31/2010 71X4075 7175DARBY 09/30/2011 02004 3.070000800 3,255,400.0000 8,328.40 10/31/2010 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 76,492.11 10/31/2010 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 11,318.07 10/31/2010 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 634.64 10/31/2010 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 24,764.67 10/31/2010 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 401.59 10/31/2010 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 4,370.52 10/31/2010 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 7,549.08 10/31/2010 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 27,812.41 10/31/2010 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 36,174.08 10/31/2010 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 3,431.06 10/31/2010 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 4,774.00 10/31/2010 71X4075 7175SOUES 09/30/2016 02005 5.280001200 5,770,170.0000 25,388.75 10/31/2010 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 135.67 10/31/2010 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 628.30 10/31/2010 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 484.92 10/31/2010 71X4075 7175DARPR 09/30/2017 02006 4.522201200 274,400.0000 1,034.08 10/31/2010 71X4075 7175LATP3 09/30/2014 02006 4.522201200 1,574,000.0000 5,931.62 10/31/2010 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 2,215.65 10/31/2010 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 2,193.27 10/31/2010 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 34,934.00 10/31/2010 71X4075 7175ACF3 09/30/2016 02007 4.980999600 329,840.0000 1,369.11 10/31/2010 71X4075 7175ACFB 09/30/2016 02007 4.980999600 518,320.0000 2,151.46 10/31/2010 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 2,344,220.0000 9,730.47 10/31/2010 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 3,884.65 10/31/2010 71X4075 7175AESJO 09/30/2027 02007 4.980999600 3,311,955.5200 13,747.37 10/31/2010 71X4075 7175ALLBC 09/30/2015 02007 4.980999600 2,400,000.0000 9,962.00 10/31/2010 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 1,170.53 10/31/2010 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 65.38 10/31/2010 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 754.62 10/31/2010 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 6,332.10 10/31/2010 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 5,030.81 10/31/2010 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 2,502.95 10/31/2010 71X4075 7175CALVR 09/30/2015 02007 4.980999600 3,750.0000 15.57 10/31/2010 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 81.99 10/31/2010 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 172.67 10/31/2010 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 643.79 10/31/2010 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 4,436.20 10/31/2010 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 22,705.06 10/31/2010 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 242.82 10/31/2010 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 709.79 10/31/2010 71X4075 7175TAMWE 09/30/2015 02007 4.980999600 477.7000 1.98 10/31/2010 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 929,010.0000 4,104.60 10/31/2010 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 1,484.53 10/31/2010 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 551.73 10/31/2010 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 3,141.38 10/31/2010 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 934.46 10/31/2010 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 3,539.02 10/31/2010 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 3,141.38 10/31/2010 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 126.65 10/31/2010 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 1,239.32 10/31/2010 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 152.43 10/31/2010 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 729.01 10/31/2010 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 18,128.37 10/31/2010 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 1,410.61 10/31/2010 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 2,838.13 10/31/2010 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 2,039.21 10/31/2010 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 480.80 10/31/2010 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 3,951.20 10/31/2010 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 8,192.75 10/31/2010 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 439.80 10/31/2010 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 20,175.06 10/31/2010 71X4075 7175DESI 09/30/2030 02009 4.489999200 6,004,400.0000 22,466.46 10/31/2010 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 17,381.35 10/31/2010 71X4075 7175GRAM 09/30/2012 02009 4.489999200 26,250.0000 98.22 10/31/2010 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 98.22 10/31/2010 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 17,196.70 10/31/2010 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 3,861.40 10/31/2010 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 3,580.77 10/31/2010 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 11,606.65 10/31/2010 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 2,616.55 10/31/2010 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 2,935.34 10/31/2010 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 89,425.82 10/31/2010 71X4075 7175SKS 09/30/2012 02009 4.489999200 67,900.0000 254.06 10/31/2010 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 20,766.25 10/31/2010 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 3,675.40 10/31/2010 71X4075 7175CBCON 09/30/2020 02010 2.300000400 997,500.0000 1,911.88 10/31/2010 71X4075 7175CHBAN 09/30/2020 02010 4.489999200 846,000.0000 3,165.45 10/31/2010 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 750,200.0000 1,437.88 10/31/2010 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 2,768.63 10/31/2010 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 1,909.00 10/31/2010 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 41,145.6600 78.86 10/31/2010 ------------------------ ---------------------- 284,258,446.2000 1,092,737.49 ======================== ====================== 284,258,446.2000 1,092,737.49 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00