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 2,679.60 01/31/2011 71X4075 717593RIG 09/30/2015 01993 6.649999200 330,000.0000 7,315.00 01/31/2011 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 29,904.67 01/31/2011 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 33,940.27 01/31/2011 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,360,420.0000 75,833.50 01/31/2011 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 244,622.72 01/31/2011 71X4075 717596RIG 09/30/2015 01996 6.639998400 1,975,000.0000 43,713.32 01/31/2011 71X4075 7175AQUA 09/30/2015 01996 6.639998400 21,191,806.0000 469,045.19 01/31/2011 71X4075 717599COH 09/30/2015 01999 5.469998400 16,190,000.0000 295,197.58 01/31/2011 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 364,080.04 01/31/2011 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 12,876,583.2000 175,979.99 01/31/2011 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 9,097.44 01/31/2011 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 24,566.46 01/31/2011 71X4075 7175DARBY 09/30/2011 02004 3.070000800 3,255,400.0000 33,313.60 01/31/2011 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 305,968.45 01/31/2011 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 45,272.28 01/31/2011 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 2,538.58 01/31/2011 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 99,058.69 01/31/2011 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 1,606.38 01/31/2011 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 17,482.08 01/31/2011 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 30,196.33 01/31/2011 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 111,249.63 01/31/2011 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 144,696.32 01/31/2011 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 13,724.24 01/31/2011 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 19,096.00 01/31/2011 71X4075 7175SOUES 09/30/2016 02005 5.280001200 6,998,250.0000 123,169.23 01/31/2011 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 542.66 01/31/2011 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 2,513.21 01/31/2011 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 1,939.67 01/31/2011 71X4075 7175DARPR 09/30/2017 02006 4.522201200 274,400.0000 4,136.31 01/31/2011 71X4075 7175LATP3 09/30/2014 02006 4.522201200 1,574,000.0000 23,726.48 01/31/2011 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 8,862.61 01/31/2011 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 8,773.07 01/31/2011 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 139,736.02 01/31/2011 71X4075 7175ACF3 09/30/2016 02007 4.980999600 329,840.0000 5,476.44 01/31/2011 71X4075 7175ACFB 09/30/2016 02007 4.980999600 518,320.0000 8,605.84 01/31/2011 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 2,344,220.0000 38,921.86 01/31/2011 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 15,538.60 01/31/2011 71X4075 7175AESJO 09/30/2027 02007 4.980999600 3,311,955.5200 54,989.50 01/31/2011 71X4075 7175ALLBC 09/30/2015 02007 4.980999600 2,400,000.0000 39,848.00 01/31/2011 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 4,682.14 01/31/2011 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 261.50 01/31/2011 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 3,018.49 01/31/2011 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 25,328.38 01/31/2011 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 20,123.24 01/31/2011 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 10,011.81 01/31/2011 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 103.77 01/31/2011 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 327.98 01/31/2011 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 690.70 01/31/2011 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 2,575.18 01/31/2011 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 17,744.81 01/31/2011 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 90,820.23 01/31/2011 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 971.29 01/31/2011 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 2,839.17 01/31/2011 71X4075 7175TAMWE 09/30/2015 02007 4.980999600 477.7000 7.93 01/31/2011 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 25,813.89 01/31/2011 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 5,938.13 01/31/2011 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 2,206.92 01/31/2011 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 12,565.50 01/31/2011 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 3,737.84 01/31/2011 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 14,156.07 01/31/2011 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 12,565.50 01/31/2011 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 506.60 01/31/2011 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 4,957.28 01/31/2011 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 609.72 01/31/2011 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 2,916.05 01/31/2011 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 72,513.49 01/31/2011 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 5,642.43 01/31/2011 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 11,352.51 01/31/2011 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 8,156.83 01/31/2011 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 1,923.22 01/31/2011 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 15,804.80 01/31/2011 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 32,771.01 01/31/2011 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 1,759.20 01/31/2011 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 80,700.25 01/31/2011 71X4075 7175DESI 09/30/2030 02009 4.489999200 8,830,000.0000 132,155.64 01/31/2011 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 69,525.39 01/31/2011 71X4075 7175GRAM 09/30/2012 02009 4.489999200 26,250.0000 392.87 01/31/2011 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 392.87 01/31/2011 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 68,786.79 01/31/2011 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 15,445.60 01/31/2011 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 14,323.10 01/31/2011 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 46,426.59 01/31/2011 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 10,466.19 01/31/2011 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 11,741.35 01/31/2011 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 357,703.27 01/31/2011 71X4075 7175SKS 09/30/2012 02009 4.489999200 67,900.0000 1,016.24 01/31/2011 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 83,064.99 01/31/2011 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 14,701.60 01/31/2011 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 15,295.00 01/31/2011 71X4075 7175CHBAN 09/30/2020 02010 4.489999200 1,692,000.0000 25,323.60 01/31/2011 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 10,718.77 01/31/2011 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 1,987.20 01/31/2011 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 11,074.50 01/31/2011 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 7,636.00 01/31/2011 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 117,312.5900 899.40 01/31/2011 71X4075 7175MGF 09/30/2017 02010 2.300000400 171,000.0000 1,311.00 01/31/2011 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 19.17 01/31/2011 71X4075 7175JOSHI 09/30/2015 02011 2.300000400 295,200.0000 2,263.20 01/31/2011 71X4075 7175PARKO 09/30/2015 02011 2.300000400 374,400.0000 2,870.40 01/31/2011 ------------------------ ---------------------- 292,516,123.1300 4,478,602.45 ======================== ====================== 292,516,123.1300 4,478,602.45 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00