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 4,689.30 04/30/2011 71X4075 717593RIG 09/30/2015 01993 6.649999200 330,000.0000 12,801.25 04/30/2011 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 52,333.18 04/30/2011 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 59,395.48 04/30/2011 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,467,100.0000 136,921.59 04/30/2011 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 428,089.77 04/30/2011 71X4075 717596RIG 09/30/2015 01996 6.639998400 1,975,000.0000 76,498.31 04/30/2011 71X4075 7175AQUA 09/30/2015 01996 6.639998400 21,191,806.0000 820,829.09 04/30/2011 71X4075 717599COH 09/30/2015 01999 5.469998400 16,190,000.0000 516,595.77 04/30/2011 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 637,140.06 04/30/2011 71X4075 7175LINDL 09/30/2013 02003 4.100000400 645,882.3400 15,447.35 04/30/2011 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 12,876,583.2000 307,964.98 04/30/2011 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 15,920.51 04/30/2011 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 42,991.30 04/30/2011 71X4075 7175DARBY 09/30/2011 02004 3.070000800 3,255,400.0000 58,298.80 04/30/2011 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 535,444.79 04/30/2011 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 79,226.49 04/30/2011 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 4,442.51 04/30/2011 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 173,352.71 04/30/2011 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 2,811.16 04/30/2011 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 30,593.65 04/30/2011 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 52,843.57 04/30/2011 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 194,686.84 04/30/2011 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 253,218.56 04/30/2011 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 24,017.41 04/30/2011 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 33,418.01 04/30/2011 71X4075 7175SOUES 09/30/2016 02005 5.280001200 6,998,250.0000 215,546.15 04/30/2011 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 949.66 04/30/2011 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 4,398.12 04/30/2011 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 3,394.42 04/30/2011 71X4075 7175DARPR 09/30/2017 02006 4.522201200 274,400.0000 7,238.54 04/30/2011 71X4075 7175LATP3 09/30/2014 02006 4.522201200 1,574,000.0000 41,521.34 04/30/2011 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 15,509.57 04/30/2011 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 15,352.87 04/30/2011 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 244,538.03 04/30/2011 71X4075 7175ACF3 09/30/2016 02007 4.980999600 329,840.0000 9,583.78 04/30/2011 71X4075 7175ACFB 09/30/2016 02007 4.980999600 518,320.0000 15,060.22 04/30/2011 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 2,344,220.0000 68,113.26 04/30/2011 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 27,192.55 04/30/2011 71X4075 7175AESJO 09/30/2027 02007 4.980999600 3,311,955.5200 96,231.62 04/30/2011 71X4075 7175ALLBC 09/30/2015 02007 4.980999600 2,400,000.0000 69,733.99 04/30/2011 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 8,193.74 04/30/2011 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 457.63 04/30/2011 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 5,282.35 04/30/2011 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 44,324.67 04/30/2011 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 35,215.67 04/30/2011 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 17,520.67 04/30/2011 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 181.60 04/30/2011 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 573.96 04/30/2011 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 1,208.72 04/30/2011 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 4,506.56 04/30/2011 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 31,053.42 04/30/2011 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 158,935.40 04/30/2011 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 1,699.77 04/30/2011 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 4,968.55 04/30/2011 71X4075 7175TAMWE 09/30/2015 02007 4.980999600 477.7000 13.88 04/30/2011 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 45,174.31 04/30/2011 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 10,391.72 04/30/2011 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 3,862.10 04/30/2011 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 21,989.63 04/30/2011 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 6,541.22 04/30/2011 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 24,773.13 04/30/2011 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 21,989.63 04/30/2011 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 886.54 04/30/2011 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 8,675.23 04/30/2011 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 1,067.01 04/30/2011 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 5,103.08 04/30/2011 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 126,898.60 04/30/2011 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 9,874.26 04/30/2011 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 19,866.90 04/30/2011 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 14,274.46 04/30/2011 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 3,365.63 04/30/2011 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 27,658.40 04/30/2011 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 57,349.26 04/30/2011 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 3,078.60 04/30/2011 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 141,225.44 04/30/2011 71X4075 7175DESI 09/30/2030 02009 4.489999200 8,830,000.0000 231,272.38 04/30/2011 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 121,669.44 04/30/2011 71X4075 7175GRAM 09/30/2012 02009 4.489999200 26,250.0000 687.53 04/30/2011 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 687.53 04/30/2011 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 120,376.88 04/30/2011 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 27,029.80 04/30/2011 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 25,065.42 04/30/2011 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 81,246.54 04/30/2011 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 18,315.83 04/30/2011 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 20,547.36 04/30/2011 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 625,980.72 04/30/2011 71X4075 7175SKS 09/30/2012 02009 4.489999200 67,900.0000 1,778.41 04/30/2011 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 145,363.72 04/30/2011 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 25,727.80 04/30/2011 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 26,766.25 04/30/2011 71X4075 7175CHBAN 09/30/2020 02010 4.489999200 1,692,000.0000 44,316.29 04/30/2011 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 18,757.84 04/30/2011 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 3,477.60 04/30/2011 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 19,380.38 04/30/2011 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 13,363.00 04/30/2011 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 392,929.2800 5,271.80 04/30/2011 71X4075 7175MGF 09/30/2017 02010 2.300000400 399,000.0000 5,353.25 04/30/2011 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 33.54 04/30/2011 71X4075 7175BELP 09/30/2016 02011 2.300000400 315,000.0000 4,226.25 04/30/2011 71X4075 7175JOSHI 09/30/2015 02011 2.300000400 295,200.0000 3,960.60 04/30/2011 71X4075 7175PARKO 09/30/2015 02011 2.300000400 374,400.0000 5,023.20 04/30/2011 71X4075 7175SEKER 09/30/2014 02011 2.300000400 51,100.0000 685.59 04/30/2011 ------------------------ ---------------------- 294,138,402.1600 7,868,883.25 ======================== ====================== 294,138,402.1600 7,868,883.25 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00