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 7,530.60 05/31/2009 71X4075 717592COH 09/30/2015 01992 6.930000000 6,500.0000 300.30 05/31/2009 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 67,880.55 05/31/2009 71X4075 7175PROBU 09/30/2012 01994 6.770001600 222,000.0000 10,019.60 05/31/2009 71X4075 7175RP2O 09/30/2014 01994 6.770001600 2,738,120.0000 123,580.51 05/31/2009 71X4075 7175ZAONI 09/30/2011 01994 6.770001600 2,391,000.0000 107,913.83 05/31/2009 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 489,245.45 05/31/2009 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 53,866.68 05/31/2009 71X4075 717598COH 09/30/2015 01998 5.050000800 78,000.0000 2,626.00 05/31/2009 71X4075 717599COH 09/30/2015 01999 5.469998400 19,006,000.0000 693,085.26 05/31/2009 71X4075 717501COH 09/30/2015 02001 4.079998800 1,944,000.0000 52,876.78 05/31/2009 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 728,160.07 05/31/2009 71X4075 717503COH 09/30/2015 02003 4.100000400 1,465,000.0000 40,043.34 05/31/2009 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 12,876,583.2000 351,959.98 05/31/2009 71X4075 717504COH 09/30/2015 02004 3.070000800 40,632,000.0000 831,601.82 05/31/2009 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 18,194.87 05/31/2009 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 49,132.91 05/31/2009 71X4075 7175CSARE 09/30/2010 02004 3.070000800 682,500.0000 13,968.50 05/31/2009 71X4075 7175DARBY 09/30/2011 02004 3.070000800 2,461,400.0000 50,376.67 05/31/2009 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 611,936.90 05/31/2009 71X4075 7175PALAD 09/30/2016 02004 3.070000800 2,528,000.0000 51,739.75 05/31/2009 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 5,077.15 05/31/2009 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 198,117.38 05/31/2009 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 3,212.76 05/31/2009 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 34,964.17 05/31/2009 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 60,392.65 05/31/2009 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 222,499.25 05/31/2009 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 289,392.64 05/31/2009 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 27,448.47 05/31/2009 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 38,192.01 05/31/2009 71X4075 7175NBDBK 09/30/2011 02005 5.280001200 199,800.0000 7,032.96 05/31/2009 71X4075 7175SOUES 09/30/2016 02005 5.280001200 5,770,170.0000 203,110.03 05/31/2009 71X4075 7175TRKEK 09/30/2012 02005 5.280001200 66,330.0000 2,334.82 05/31/2009 71X4075 7175ABSBN 09/30/2011 02006 4.522201200 218,000.0000 6,572.27 05/31/2009 71X4075 7175ANADO 09/30/2011 02006 4.522201200 142,500.0000 4,296.09 05/31/2009 71X4075 7175AYSA 09/30/2011 02006 4.522201200 142,500.0000 4,296.09 05/31/2009 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 1,085.33 05/31/2009 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 5,026.43 05/31/2009 71X4075 7175CCAMR 09/30/2011 02006 4.522201200 57,000.0000 1,718.44 05/31/2009 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 3,879.34 05/31/2009 71X4075 7175FINVS 09/30/2011 02006 4.522201200 322,000.0000 9,707.66 05/31/2009 71X4075 7175JSCPR 09/30/2011 02006 4.522201200 10,000.0000 301.48 05/31/2009 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 17,725.22 05/31/2009 71X4075 7175TEK 09/30/2011 02006 4.522201200 331,000.0000 9,978.99 05/31/2009 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 17,546.14 05/31/2009 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 279,472.03 05/31/2009 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 1,767,000.0000 58,676.18 05/31/2009 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 31,077.20 05/31/2009 71X4075 7175AESJO 09/30/2027 02007 4.980999600 2,476,985.2000 82,252.42 05/31/2009 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 9,364.28 05/31/2009 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 523.00 05/31/2009 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 6,036.97 05/31/2009 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 50,656.77 05/31/2009 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 40,246.48 05/31/2009 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 20,023.62 05/31/2009 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 207.54 05/31/2009 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 655.95 05/31/2009 71X4075 7175CMFUG 09/30/2015 02007 4.980999600 6,300.0000 209.20 05/31/2009 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 1,381.40 05/31/2009 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 5,150.35 05/31/2009 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 35,489.62 05/31/2009 71X4075 7175FINCA 09/30/2010 02007 4.980999600 26,460.0000 878.65 05/31/2009 71X4075 7175FINSO 09/30/2015 02007 4.980999600 3,780.0000 125.52 05/31/2009 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 181,640.45 05/31/2009 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 1,942.59 05/31/2009 71X4075 7175KAZMI 09/30/2012 02007 4.980999600 32,550.0000 1,080.88 05/31/2009 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 5,678.34 05/31/2009 71X4075 7175MICTA 09/30/2012 02007 4.980999600 28,784.2500 955.83 05/31/2009 71X4075 7175PRIDE 09/30/2012 02007 4.980999600 10,360.0000 344.02 05/31/2009 71X4075 7175TAMWE 09/30/2015 02007 4.980999600 3,554.3000 118.03 05/31/2009 71X4075 7175UMBRA 09/30/2012 02007 4.980999600 33,000.0000 1,095.82 05/31/2009 71X4075 7175AFRTE 09/30/2018 02008 5.301900000 503,280.0000 17,788.93 05/31/2009 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 11,876.26 05/31/2009 71X4075 7175AWPR 09/30/2013 02008 5.301900000 500.0000 17.67 05/31/2009 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 4,413.83 05/31/2009 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 25,131.01 05/31/2009 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 7,475.68 05/31/2009 71X4075 7175DESAR 09/30/2013 02008 5.301900000 28,665.0000 1,013.19 05/31/2009 71X4075 7175FAULU 09/30/2011 02008 5.301900000 47,970.0000 1,695.55 05/31/2009 71X4075 7175FIBRA 09/30/2013 02008 5.301900000 2,000.0000 70.69 05/31/2009 71X4075 7175FORUS 09/30/2011 02008 5.301900000 40,950.0100 1,447.42 05/31/2009 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 28,312.15 05/31/2009 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 25,131.01 05/31/2009 71X4075 7175KREP 09/30/2013 02008 5.301900000 3,250.0000 114.87 05/31/2009 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 1,013.19 05/31/2009 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 9,914.55 05/31/2009 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 1,219.44 05/31/2009 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 5,832.09 05/31/2009 71X4075 7175UGAFI 09/30/2015 02008 5.301900000 10,500.0000 371.13 05/31/2009 71X4075 7175BACA 09/30/2026 02009 5.301900000 4,845,000.0000 171,251.37 05/31/2009 71X4075 7175BACB 09/30/2027 02009 5.301900000 377,000.0000 13,325.44 05/31/2009 71X4075 7175BAUDI 09/30/2024 02009 5.301900000 1,056,000.0000 37,325.38 05/31/2009 71X4075 7175CASDI 09/30/2015 02009 5.301900000 117,541.1300 4,154.61 05/31/2009 71X4075 7175CHOUS 09/30/2022 02009 5.301900000 5,392,000.0000 190,585.63 05/31/2009 71X4075 7175GRAM 09/30/2012 02009 5.301900000 26,250.0000 927.83 05/31/2009 71X4075 7175GRAMA 09/30/2013 02009 5.301900000 26,250.0000 927.83 05/31/2009 71X4075 7175HALYK 09/30/2024 02009 5.301900000 4,596,000.0000 162,450.22 05/31/2009 71X4075 7175HONDB 09/30/2016 02009 5.301900000 957,000.0000 33,826.12 05/31/2009 71X4075 7175JSCCT 09/30/2019 02009 5.301900000 3,102,000.0000 109,643.29 05/31/2009 71X4075 7175LAGOS 09/30/2018 02009 5.301900000 51,800.0000 1,830.92 05/31/2009 71X4075 7175PANAM 09/30/2016 02009 5.301900000 553,764.7100 19,573.37 05/31/2009 71X4075 7175SKS 09/30/2012 02009 5.301900000 67,900.0000 2,399.99 05/31/2009 ------------------------ ---------------------- 249,544,084.7900 7,236,291.94 ======================== ====================== 249,544,084.7900 7,236,291.94 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00