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 1,339.80 11/30/2010 71X4075 717593RIG 09/30/2015 01993 6.649999200 330,000.0000 3,657.50 11/30/2010 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 14,952.34 11/30/2010 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 16,970.14 11/30/2010 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,360,420.0000 37,916.75 11/30/2010 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 122,311.36 11/30/2010 71X4075 717596RIG 09/30/2015 01996 6.639998400 1,975,000.0000 21,856.66 11/30/2010 71X4075 7175AQUA 09/30/2015 01996 6.639998400 21,191,806.0000 234,522.60 11/30/2010 71X4075 717599COH 09/30/2015 01999 5.469998400 16,190,000.0000 147,598.79 11/30/2010 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 182,040.02 11/30/2010 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 12,876,583.2000 87,989.99 11/30/2010 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 4,548.72 11/30/2010 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 12,283.23 11/30/2010 71X4075 7175DARBY 09/30/2011 02004 3.070000800 3,255,400.0000 16,656.80 11/30/2010 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 152,984.22 11/30/2010 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 22,636.14 11/30/2010 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 1,269.29 11/30/2010 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 49,529.35 11/30/2010 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 803.19 11/30/2010 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 8,741.04 11/30/2010 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 15,098.16 11/30/2010 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 55,624.81 11/30/2010 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 72,348.16 11/30/2010 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 6,862.12 11/30/2010 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 9,548.00 11/30/2010 71X4075 7175SOUES 09/30/2016 02005 5.280001200 5,770,170.0000 50,777.51 11/30/2010 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 271.33 11/30/2010 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 1,256.61 11/30/2010 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 969.83 11/30/2010 71X4075 7175DARPR 09/30/2017 02006 4.522201200 274,400.0000 2,068.15 11/30/2010 71X4075 7175LATP3 09/30/2014 02006 4.522201200 1,574,000.0000 11,863.24 11/30/2010 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 4,431.30 11/30/2010 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 4,386.54 11/30/2010 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 69,868.01 11/30/2010 71X4075 7175ACF3 09/30/2016 02007 4.980999600 329,840.0000 2,738.22 11/30/2010 71X4075 7175ACFB 09/30/2016 02007 4.980999600 518,320.0000 4,302.92 11/30/2010 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 2,344,220.0000 19,460.93 11/30/2010 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 7,769.30 11/30/2010 71X4075 7175AESJO 09/30/2027 02007 4.980999600 3,311,955.5200 27,494.75 11/30/2010 71X4075 7175ALLBC 09/30/2015 02007 4.980999600 2,400,000.0000 19,924.00 11/30/2010 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 2,341.07 11/30/2010 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 130.75 11/30/2010 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 1,509.24 11/30/2010 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 12,664.19 11/30/2010 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 10,061.62 11/30/2010 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 5,005.90 11/30/2010 71X4075 7175CALVR 09/30/2015 02007 4.980999600 3,750.0000 31.13 11/30/2010 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 163.99 11/30/2010 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 345.35 11/30/2010 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 1,287.59 11/30/2010 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 8,872.41 11/30/2010 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 45,410.11 11/30/2010 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 485.65 11/30/2010 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 1,419.58 11/30/2010 71X4075 7175TAMWE 09/30/2015 02007 4.980999600 477.7000 3.97 11/30/2010 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 12,906.95 11/30/2010 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 2,969.06 11/30/2010 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 1,103.46 11/30/2010 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 6,282.75 11/30/2010 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 1,868.92 11/30/2010 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 7,078.04 11/30/2010 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 6,282.75 11/30/2010 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 253.30 11/30/2010 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 2,478.64 11/30/2010 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 304.86 11/30/2010 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 1,458.02 11/30/2010 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 36,256.74 11/30/2010 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 2,821.22 11/30/2010 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 5,676.26 11/30/2010 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 4,078.42 11/30/2010 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 961.61 11/30/2010 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 7,902.40 11/30/2010 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 16,385.50 11/30/2010 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 879.60 11/30/2010 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 40,350.13 11/30/2010 71X4075 7175DESI 09/30/2030 02009 4.489999200 8,830,000.0000 66,077.82 11/30/2010 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 34,762.70 11/30/2010 71X4075 7175GRAM 09/30/2012 02009 4.489999200 26,250.0000 196.44 11/30/2010 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 196.44 11/30/2010 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 34,393.39 11/30/2010 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 7,722.80 11/30/2010 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 7,161.55 11/30/2010 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 23,213.30 11/30/2010 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 5,233.09 11/30/2010 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 5,870.67 11/30/2010 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 178,851.63 11/30/2010 71X4075 7175SKS 09/30/2012 02009 4.489999200 67,900.0000 508.12 11/30/2010 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 41,532.49 11/30/2010 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 7,350.80 11/30/2010 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 7,647.50 11/30/2010 71X4075 7175CHBAN 09/30/2020 02010 4.489999200 1,692,000.0000 12,661.80 11/30/2010 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 5,359.38 11/30/2010 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 5,537.25 11/30/2010 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 3,818.00 11/30/2010 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 41,145.6600 157.73 11/30/2010 71X4075 7175MGF 09/30/2017 02010 2.300000400 171,000.0000 655.50 11/30/2010 ------------------------ ---------------------- 290,278,076.2000 2,224,611.40 ======================== ====================== 290,278,076.2000 2,224,611.40 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00