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 8,471.93 06/30/2009 71X4075 717592COH 09/30/2015 01992 6.930000000 6,500.0000 337.84 06/30/2009 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 76,365.62 06/30/2009 71X4075 7175PROBU 09/30/2012 01994 6.770001600 222,000.0000 11,272.05 06/30/2009 71X4075 7175RP2O 09/30/2014 01994 6.770001600 2,738,120.0000 139,028.08 06/30/2009 71X4075 7175ZAONI 09/30/2011 01994 6.770001600 2,391,000.0000 121,403.05 06/30/2009 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 550,401.13 06/30/2009 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 60,600.01 06/30/2009 71X4075 717598COH 09/30/2015 01998 5.050000800 78,000.0000 2,954.25 06/30/2009 71X4075 717599COH 09/30/2015 01999 5.469998400 19,006,000.0000 779,720.92 06/30/2009 71X4075 717501COH 09/30/2015 02001 4.079998800 1,944,000.0000 59,486.38 06/30/2009 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 819,180.08 06/30/2009 71X4075 717503COH 09/30/2015 02003 4.100000400 1,465,000.0000 45,048.75 06/30/2009 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 12,876,583.2000 395,954.97 06/30/2009 71X4075 717504COH 09/30/2015 02004 3.070000800 40,632,000.0000 935,552.04 06/30/2009 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 20,469.23 06/30/2009 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 55,274.53 06/30/2009 71X4075 7175CSARE 09/30/2010 02004 3.070000800 682,500.0000 15,714.57 06/30/2009 71X4075 7175DARBY 09/30/2011 02004 3.070000800 2,461,400.0000 56,673.75 06/30/2009 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 688,429.01 06/30/2009 71X4075 7175PALAD 09/30/2016 02004 3.070000800 2,528,000.0000 58,207.22 06/30/2009 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 5,711.80 06/30/2009 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 222,882.06 06/30/2009 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 3,614.35 06/30/2009 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 39,334.69 06/30/2009 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 67,941.74 06/30/2009 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 250,311.66 06/30/2009 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 325,566.72 06/30/2009 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 30,879.53 06/30/2009 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 42,966.01 06/30/2009 71X4075 7175NBDBK 09/30/2011 02005 5.280001200 199,800.0000 7,912.08 06/30/2009 71X4075 7175SOUES 09/30/2016 02005 5.280001200 5,770,170.0000 228,498.78 06/30/2009 71X4075 7175TRKEK 09/30/2012 02005 5.280001200 66,330.0000 2,626.67 06/30/2009 71X4075 7175ABSBN 09/30/2011 02006 4.522201200 218,000.0000 7,393.80 06/30/2009 71X4075 7175ANADO 09/30/2011 02006 4.522201200 142,500.0000 4,833.10 06/30/2009 71X4075 7175AYSA 09/30/2011 02006 4.522201200 142,500.0000 4,833.10 06/30/2009 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 1,220.99 06/30/2009 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 5,654.73 06/30/2009 71X4075 7175CCAMR 09/30/2011 02006 4.522201200 57,000.0000 1,933.24 06/30/2009 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 4,364.26 06/30/2009 71X4075 7175FINVS 09/30/2011 02006 4.522201200 322,000.0000 10,921.12 06/30/2009 71X4075 7175JSCPR 09/30/2011 02006 4.522201200 10,000.0000 339.17 06/30/2009 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 19,940.87 06/30/2009 71X4075 7175TEK 09/30/2011 02006 4.522201200 331,000.0000 11,226.36 06/30/2009 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 19,739.41 06/30/2009 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 314,406.04 06/30/2009 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 1,767,000.0000 66,010.70 06/30/2009 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 34,961.85 06/30/2009 71X4075 7175AESJO 09/30/2027 02007 4.980999600 2,476,985.2000 92,533.97 06/30/2009 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 10,534.81 06/30/2009 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 588.38 06/30/2009 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 6,791.59 06/30/2009 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 56,988.86 06/30/2009 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 45,277.29 06/30/2009 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 22,526.57 06/30/2009 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 233.48 06/30/2009 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 737.94 06/30/2009 71X4075 7175CMFUG 09/30/2015 02007 4.980999600 6,300.0000 235.35 06/30/2009 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 1,554.07 06/30/2009 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 5,794.15 06/30/2009 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 39,925.82 06/30/2009 71X4075 7175FINCA 09/30/2010 02007 4.980999600 26,460.0000 988.48 06/30/2009 71X4075 7175FINSO 09/30/2015 02007 4.980999600 3,780.0000 141.21 06/30/2009 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 204,345.51 06/30/2009 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 2,185.41 06/30/2009 71X4075 7175KAZMI 09/30/2012 02007 4.980999600 32,550.0000 1,215.99 06/30/2009 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 6,388.13 06/30/2009 71X4075 7175MICTA 09/30/2012 02007 4.980999600 28,784.2500 1,075.31 06/30/2009 71X4075 7175PRIDE 09/30/2012 02007 4.980999600 10,360.0000 387.02 06/30/2009 71X4075 7175TAMWE 09/30/2015 02007 4.980999600 3,554.3000 132.78 06/30/2009 71X4075 7175UMBRA 09/30/2012 02007 4.980999600 33,000.0000 1,232.80 06/30/2009 71X4075 7175AFRTE 09/30/2018 02008 5.301900000 503,280.0000 20,012.55 06/30/2009 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 392,010.0000 15,587.98 06/30/2009 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 13,360.79 06/30/2009 71X4075 7175AWPR 09/30/2013 02008 5.301900000 500.0000 19.88 06/30/2009 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 4,965.56 06/30/2009 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 28,272.38 06/30/2009 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 8,410.14 06/30/2009 71X4075 7175DESAR 09/30/2013 02008 5.301900000 28,665.0000 1,139.84 06/30/2009 71X4075 7175FAULU 09/30/2011 02008 5.301900000 47,970.0000 1,907.49 06/30/2009 71X4075 7175FIBRA 09/30/2013 02008 5.301900000 2,000.0000 79.53 06/30/2009 71X4075 7175FORUS 09/30/2011 02008 5.301900000 40,950.0100 1,628.35 06/30/2009 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 31,851.16 06/30/2009 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 28,272.38 06/30/2009 71X4075 7175KREP 09/30/2013 02008 5.301900000 3,250.0000 129.23 06/30/2009 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 1,139.84 06/30/2009 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 11,153.87 06/30/2009 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 1,371.87 06/30/2009 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 6,561.10 06/30/2009 71X4075 7175UGAFI 09/30/2015 02008 5.301900000 10,500.0000 417.52 06/30/2009 71X4075 7175BACA 09/30/2026 02009 5.301900000 4,845,000.0000 192,657.79 06/30/2009 71X4075 7175BACB 09/30/2027 02009 5.301900000 377,000.0000 14,991.12 06/30/2009 71X4075 7175BAUDI 09/30/2024 02009 5.301900000 1,056,000.0000 41,991.05 06/30/2009 71X4075 7175CASDI 09/30/2015 02009 5.301900000 117,541.1300 4,673.93 06/30/2009 71X4075 7175CHOUS 09/30/2022 02009 5.301900000 5,392,000.0000 214,408.84 06/30/2009 71X4075 7175GRAM 09/30/2012 02009 5.301900000 26,250.0000 1,043.81 06/30/2009 71X4075 7175GRAMA 09/30/2013 02009 5.301900000 26,250.0000 1,043.81 06/30/2009 71X4075 7175HALYK 09/30/2024 02009 5.301900000 4,596,000.0000 182,756.49 06/30/2009 71X4075 7175HONDB 09/30/2016 02009 5.301900000 957,000.0000 38,054.39 06/30/2009 71X4075 7175JSCCT 09/30/2019 02009 5.301900000 3,102,000.0000 123,348.70 06/30/2009 71X4075 7175LAGOS 09/30/2018 02009 5.301900000 51,800.0000 2,059.79 06/30/2009 71X4075 7175PANAM 09/30/2016 02009 5.301900000 669,132.3600 26,607.55 06/30/2009 71X4075 7175SKS 09/30/2012 02009 5.301900000 67,900.0000 2,699.99 06/30/2009 ------------------------ ---------------------- 250,051,462.4400 8,161,003.88 ======================== ====================== 250,051,462.4400 8,161,003.88 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00