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 3,349.50 02/28/2011 71X4075 717593RIG 09/30/2015 01993 6.649999200 330,000.0000 9,143.75 02/28/2011 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 37,380.84 02/28/2011 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 42,425.34 02/28/2011 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,360,420.0000 94,791.87 02/28/2011 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 305,778.41 02/28/2011 71X4075 717596RIG 09/30/2015 01996 6.639998400 1,975,000.0000 54,641.65 02/28/2011 71X4075 7175AQUA 09/30/2015 01996 6.639998400 21,191,806.0000 586,306.49 02/28/2011 71X4075 717599COH 09/30/2015 01999 5.469998400 16,190,000.0000 368,996.98 02/28/2011 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 455,100.04 02/28/2011 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 12,876,583.2000 219,974.98 02/28/2011 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 11,371.79 02/28/2011 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 30,708.07 02/28/2011 71X4075 7175DARBY 09/30/2011 02004 3.070000800 3,255,400.0000 41,642.00 02/28/2011 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 382,460.56 02/28/2011 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 56,590.35 02/28/2011 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 3,173.22 02/28/2011 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 123,823.37 02/28/2011 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 2,007.97 02/28/2011 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 21,852.60 02/28/2011 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 37,745.41 02/28/2011 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 139,062.03 02/28/2011 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 180,870.40 02/28/2011 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 17,155.30 02/28/2011 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 23,870.01 02/28/2011 71X4075 7175SOUES 09/30/2016 02005 5.280001200 6,998,250.0000 153,961.53 02/28/2011 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 678.33 02/28/2011 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 3,141.52 02/28/2011 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 2,424.59 02/28/2011 71X4075 7175DARPR 09/30/2017 02006 4.522201200 274,400.0000 5,170.38 02/28/2011 71X4075 7175LATP3 09/30/2014 02006 4.522201200 1,574,000.0000 29,658.10 02/28/2011 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 11,078.26 02/28/2011 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 10,966.34 02/28/2011 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 174,670.02 02/28/2011 71X4075 7175ACF3 09/30/2016 02007 4.980999600 329,840.0000 6,845.55 02/28/2011 71X4075 7175ACFB 09/30/2016 02007 4.980999600 518,320.0000 10,757.30 02/28/2011 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 2,344,220.0000 48,652.33 02/28/2011 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 19,423.25 02/28/2011 71X4075 7175AESJO 09/30/2027 02007 4.980999600 3,311,955.5200 68,736.87 02/28/2011 71X4075 7175ALLBC 09/30/2015 02007 4.980999600 2,400,000.0000 49,810.00 02/28/2011 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 5,852.67 02/28/2011 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 326.88 02/28/2011 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 3,773.11 02/28/2011 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 31,660.48 02/28/2011 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 25,154.05 02/28/2011 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 12,514.76 02/28/2011 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 129.71 02/28/2011 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 409.97 02/28/2011 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 863.37 02/28/2011 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 3,218.97 02/28/2011 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 22,181.01 02/28/2011 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 113,525.28 02/28/2011 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 1,214.12 02/28/2011 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 3,548.96 02/28/2011 71X4075 7175TAMWE 09/30/2015 02007 4.980999600 477.7000 9.91 02/28/2011 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 32,267.36 02/28/2011 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 7,422.66 02/28/2011 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 2,758.64 02/28/2011 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 15,706.88 02/28/2011 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 4,672.30 02/28/2011 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 17,695.09 02/28/2011 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 15,706.88 02/28/2011 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 633.25 02/28/2011 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 6,196.60 02/28/2011 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 762.15 02/28/2011 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 3,645.06 02/28/2011 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 90,641.86 02/28/2011 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 7,053.04 02/28/2011 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 14,190.64 02/28/2011 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 10,196.04 02/28/2011 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 2,404.02 02/28/2011 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 19,756.00 02/28/2011 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 40,963.76 02/28/2011 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 2,199.00 02/28/2011 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 100,875.32 02/28/2011 71X4075 7175DESI 09/30/2030 02009 4.489999200 8,830,000.0000 165,194.55 02/28/2011 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 86,906.74 02/28/2011 71X4075 7175GRAM 09/30/2012 02009 4.489999200 26,250.0000 491.09 02/28/2011 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 491.09 02/28/2011 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 85,983.48 02/28/2011 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 19,307.00 02/28/2011 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 17,903.87 02/28/2011 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 58,033.24 02/28/2011 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 13,082.74 02/28/2011 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 14,676.68 02/28/2011 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 447,129.09 02/28/2011 71X4075 7175SKS 09/30/2012 02009 4.489999200 67,900.0000 1,270.30 02/28/2011 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 103,831.23 02/28/2011 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 18,377.00 02/28/2011 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 19,118.75 02/28/2011 71X4075 7175CHBAN 09/30/2020 02010 4.489999200 1,692,000.0000 31,654.49 02/28/2011 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 13,398.46 02/28/2011 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 2,484.00 02/28/2011 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 13,843.13 02/28/2011 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 9,545.00 02/28/2011 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 215,751.0800 2,067.61 02/28/2011 71X4075 7175MGF 09/30/2017 02010 2.300000400 171,000.0000 1,638.75 02/28/2011 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 23.96 02/28/2011 71X4075 7175JOSHI 09/30/2015 02011 2.300000400 295,200.0000 2,829.00 02/28/2011 71X4075 7175PARKO 09/30/2015 02011 2.300000400 374,400.0000 3,588.00 02/28/2011 ------------------------ ---------------------- 292,614,561.6200 5,599,196.35 ======================== ====================== 292,614,561.6200 5,599,196.35 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00