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 5,359.20 05/31/2011 71X4075 717593RIG 09/30/2015 01993 6.649999200 330,000.0000 14,630.00 05/31/2011 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 59,809.34 05/31/2011 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 67,880.55 05/31/2011 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,467,100.0000 156,481.82 05/31/2011 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 489,245.45 05/31/2011 71X4075 717596RIG 09/30/2015 01996 6.639998400 1,975,000.0000 87,426.65 05/31/2011 71X4075 7175AQUA 09/30/2015 01996 6.639998400 21,191,806.0000 938,090.39 05/31/2011 71X4075 717599COH 09/30/2015 01999 5.469998400 16,190,000.0000 590,395.16 05/31/2011 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 728,160.07 05/31/2011 71X4075 7175LINDL 09/30/2013 02003 4.100000400 645,882.3400 17,654.12 05/31/2011 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 12,876,583.2000 351,959.98 05/31/2011 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 18,194.87 05/31/2011 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 49,132.91 05/31/2011 71X4075 7175DARBY 09/30/2011 02004 3.070000800 3,255,400.0000 66,627.20 05/31/2011 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 611,936.90 05/31/2011 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 90,544.56 05/31/2011 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 5,077.15 05/31/2011 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 198,117.38 05/31/2011 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 3,212.76 05/31/2011 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 34,964.17 05/31/2011 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 60,392.65 05/31/2011 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 222,499.25 05/31/2011 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 289,392.64 05/31/2011 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 27,448.47 05/31/2011 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 38,192.01 05/31/2011 71X4075 7175SOUES 09/30/2016 02005 5.280001200 6,998,250.0000 246,338.46 05/31/2011 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 1,085.33 05/31/2011 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 5,026.43 05/31/2011 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 3,879.34 05/31/2011 71X4075 7175DARPR 09/30/2017 02006 4.522201200 274,400.0000 8,272.61 05/31/2011 71X4075 7175LATP3 09/30/2014 02006 4.522201200 1,574,000.0000 47,452.96 05/31/2011 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 17,725.22 05/31/2011 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 17,546.14 05/31/2011 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 279,472.03 05/31/2011 71X4075 7175ACF3 09/30/2016 02007 4.980999600 329,840.0000 10,952.89 05/31/2011 71X4075 7175ACFB 09/30/2016 02007 4.980999600 518,320.0000 17,211.68 05/31/2011 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 2,344,220.0000 77,843.73 05/31/2011 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 31,077.20 05/31/2011 71X4075 7175AESJO 09/30/2027 02007 4.980999600 3,311,955.5200 109,978.99 05/31/2011 71X4075 7175ALLBC 09/30/2015 02007 4.980999600 2,400,000.0000 79,695.99 05/31/2011 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 9,364.28 05/31/2011 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 523.00 05/31/2011 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 6,036.97 05/31/2011 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 50,656.77 05/31/2011 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 40,246.48 05/31/2011 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 20,023.62 05/31/2011 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 207.54 05/31/2011 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 655.95 05/31/2011 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 1,381.40 05/31/2011 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 5,150.35 05/31/2011 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 35,489.62 05/31/2011 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 181,640.45 05/31/2011 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 1,942.59 05/31/2011 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 5,678.34 05/31/2011 71X4075 7175TAMWE 09/30/2015 02007 4.980999600 477.7000 15.86 05/31/2011 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 51,627.78 05/31/2011 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 11,876.26 05/31/2011 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 4,413.83 05/31/2011 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 25,131.01 05/31/2011 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 7,475.68 05/31/2011 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 28,312.15 05/31/2011 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 25,131.01 05/31/2011 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 1,013.19 05/31/2011 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 9,914.55 05/31/2011 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 1,219.44 05/31/2011 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 5,832.09 05/31/2011 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 145,026.97 05/31/2011 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 11,284.86 05/31/2011 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 22,705.03 05/31/2011 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 16,313.66 05/31/2011 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 3,846.43 05/31/2011 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 31,609.59 05/31/2011 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 65,542.01 05/31/2011 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 3,518.40 05/31/2011 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 161,400.50 05/31/2011 71X4075 7175DESI 09/30/2030 02009 4.489999200 10,772,600.0000 322,459.77 05/31/2011 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 139,050.79 05/31/2011 71X4075 7175GRAM 09/30/2012 02009 4.489999200 26,250.0000 785.75 05/31/2011 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 785.75 05/31/2011 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 137,573.58 05/31/2011 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 30,891.19 05/31/2011 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 28,646.19 05/31/2011 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 92,853.18 05/31/2011 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 20,932.38 05/31/2011 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 23,482.70 05/31/2011 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 715,406.54 05/31/2011 71X4075 7175SKS 09/30/2012 02009 4.489999200 67,900.0000 2,032.47 05/31/2011 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 166,129.97 05/31/2011 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 29,403.21 05/31/2011 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 30,590.01 05/31/2011 71X4075 7175CHBAN 09/30/2020 02010 4.489999200 1,692,000.0000 50,647.19 05/31/2011 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 21,437.54 05/31/2011 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 3,974.40 05/31/2011 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 22,149.00 05/31/2011 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 15,272.00 05/31/2011 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 392,929.2800 6,024.92 05/31/2011 71X4075 7175MGF 09/30/2017 02010 2.300000400 399,000.0000 6,118.00 05/31/2011 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 38.33 05/31/2011 71X4075 7175BELP 09/30/2016 02011 2.300000400 630,000.0000 9,660.00 05/31/2011 71X4075 7175GLBK 09/30/2019 02011 2.300000400 1,452,000.0000 22,264.00 05/31/2011 71X4075 7175JOSHI 09/30/2015 02011 2.300000400 295,200.0000 4,526.40 05/31/2011 71X4075 7175PARKO 09/30/2015 02011 2.300000400 374,400.0000 5,740.80 05/31/2011 71X4075 7175SEKER 09/30/2014 02011 2.300000400 51,100.0000 783.53 05/31/2011 ------------------------ ---------------------- 297,848,002.1600 9,078,251.90 ======================== ====================== 297,848,002.1600 9,078,251.90 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00