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 7,368.90 08/31/2009 71X4075 717593RIG 09/30/2015 01993 6.649999200 330,000.0000 20,116.25 08/31/2009 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 93,335.76 08/31/2009 71X4075 7175RP2O 09/30/2014 01994 6.770001600 2,738,120.0000 169,923.20 08/31/2009 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 672,712.49 08/31/2009 71X4075 717596RIG 09/30/2015 01996 6.639998400 475,000.0000 28,911.66 08/31/2009 71X4075 717599COH 09/30/2015 01999 5.469998400 13,340,000.0000 668,889.64 08/31/2009 71X4075 717501COH 09/30/2015 02001 4.079998800 300,000.0000 11,220.00 08/31/2009 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 1,001,220.10 08/31/2009 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 12,876,583.2000 483,944.97 08/31/2009 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 25,017.95 08/31/2009 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 67,557.75 08/31/2009 71X4075 7175DARBY 09/30/2011 02004 3.070000800 2,461,400.0000 69,267.92 08/31/2009 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 841,413.23 08/31/2009 71X4075 7175PALAD 09/30/2016 02004 3.070000800 2,528,000.0000 71,142.15 08/31/2009 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 6,981.08 08/31/2009 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 272,411.40 08/31/2009 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 4,417.54 08/31/2009 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 48,075.73 08/31/2009 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 83,039.90 08/31/2009 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 305,936.47 08/31/2009 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 397,914.88 08/31/2009 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 37,741.65 08/31/2009 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 52,514.01 08/31/2009 71X4075 7175SOUES 09/30/2016 02005 5.280001200 5,770,170.0000 279,276.29 08/31/2009 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 1,492.33 08/31/2009 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 6,911.34 08/31/2009 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 5,334.09 08/31/2009 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 24,372.18 08/31/2009 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 24,125.94 08/31/2009 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 384,274.05 08/31/2009 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 1,767,000.0000 80,679.74 08/31/2009 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 42,731.15 08/31/2009 71X4075 7175AESJO 09/30/2027 02007 4.980999600 2,546,243.9000 116,259.37 08/31/2009 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 12,875.88 08/31/2009 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 719.13 08/31/2009 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 8,300.84 08/31/2009 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 69,653.05 08/31/2009 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 55,338.91 08/31/2009 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 27,532.48 08/31/2009 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 901.93 08/31/2009 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 1,899.42 08/31/2009 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 7,081.74 08/31/2009 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 48,798.23 08/31/2009 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 249,755.62 08/31/2009 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 2,671.06 08/31/2009 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 7,807.72 08/31/2009 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 392,010.0000 19,051.98 08/31/2009 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 16,329.85 08/31/2009 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 6,069.02 08/31/2009 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 34,555.13 08/31/2009 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 10,279.06 08/31/2009 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 38,929.20 08/31/2009 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 34,555.13 08/31/2009 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 1,393.14 08/31/2009 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 13,632.51 08/31/2009 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 1,676.73 08/31/2009 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 8,019.12 08/31/2009 71X4075 7175BACA 09/30/2026 02009 5.301900000 4,845,000.0000 235,470.63 08/31/2009 71X4075 7175BACB 09/30/2027 02009 5.301900000 377,000.0000 18,322.48 08/31/2009 71X4075 7175BAUDI 09/30/2024 02009 5.301900000 1,056,000.0000 51,322.39 08/31/2009 71X4075 7175BYB2 09/30/2024 02009 5.301900000 2,189,600.0000 106,416.20 08/31/2009 71X4075 7175CASDI 09/30/2015 02009 5.301900000 117,541.1300 5,712.59 08/31/2009 71X4075 7175CHOUS 09/30/2022 02009 5.301900000 5,392,000.0000 262,055.24 08/31/2009 71X4075 7175DESI 09/30/2030 02009 5.301900000 3,973,500.0000 193,115.08 08/31/2009 71X4075 7175GRAM 09/30/2012 02009 5.301900000 26,250.0000 1,275.77 08/31/2009 71X4075 7175GRAMA 09/30/2013 02009 5.301900000 26,250.0000 1,275.77 08/31/2009 71X4075 7175HALYK 09/30/2024 02009 5.301900000 4,596,000.0000 223,369.05 08/31/2009 71X4075 7175HONDB 09/30/2016 02009 5.301900000 957,000.0000 46,510.92 08/31/2009 71X4075 7175JSCCT 09/30/2019 02009 5.301900000 3,102,000.0000 150,759.53 08/31/2009 71X4075 7175LAGOS 09/30/2018 02009 5.301900000 51,800.0000 2,517.52 08/31/2009 71X4075 7175PANAM 09/30/2016 02009 5.301900000 669,132.3600 32,520.33 08/31/2009 71X4075 7175SKS 09/30/2012 02009 5.301900000 67,900.0000 3,299.99 08/31/2009 ------------------------ ---------------------- 200,377,537.5800 8,418,301.48 ======================== ====================== 200,377,537.5800 8,418,301.48 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4075 7175ABSBN 09/30/2011 02006 08/27/2009 INT + 0.0000 4,929.19 476589 7175AFRTE 09/30/2018 02008 08/31/2009 INT + 0.0000 13,341.70 476633 7175ANADO 09/30/2011 02006 08/27/2009 INT + 0.0000 3,222.06 476591 7175AWPR 09/30/2013 02008 08/27/2009 INT + 0.0000 13.25 476557 7175AYSA 09/30/2011 02006 08/27/2009 INT + 0.0000 3,222.06 476593 7175CALVR 09/30/2015 02007 08/27/2009 INT + 0.0000 155.65 476571 7175CCAMR 09/30/2011 02006 08/27/2009 INT + 0.0000 1,288.82 476595 7175CMFUG 09/30/2015 02007 08/27/2009 INT + 0.0000 156.90 476573 7175CSARE 09/30/2010 02004 08/27/2009 INT + 0.0000 10,476.37 476621 7175DESAR 09/30/2013 02008 08/27/2009 INT + 0.0000 759.89 476559 7175FAULU 09/30/2011 02008 08/27/2009 INT + 0.0000 1,271.66 476561 7175FIBRA 09/30/2013 02008 08/27/2009 INT + 0.0000 53.01 476563 7175FINCA 09/30/2010 02007 08/27/2009 INT + 0.0000 658.98 476575 7175FINSO 09/30/2015 02007 08/27/2009 INT + 0.0000 94.14 476577 7175FINVS 09/30/2011 02006 08/27/2009 INT + 0.0000 7,280.74 476597 7175FORUS 09/30/2011 02008 08/27/2009 INT + 0.0000 1,085.56 476565 7175JSCPR 09/30/2011 02006 08/27/2009 INT + 0.0000 226.11 476599 7175KAZMI 09/30/2012 02007 08/27/2009 INT + 0.0000 810.65 476579 7175KREP 09/30/2013 02008 08/27/2009 INT + 0.0000 86.15 476567 7175MICTA 09/30/2012 02007 08/27/2009 INT + 0.0000 716.87 476581 7175NBDBK 09/30/2011 02005 08/27/2009 INT + 0.0000 5,274.72 476603 7175PRIDE 09/30/2012 02007 08/27/2009 INT + 0.0000 258.01 476583 7175PROBU 09/30/2012 01994 08/27/2009 INT + 0.0000 7,514.70 476609 7175TAMWE 09/30/2015 02007 08/27/2009 INT + 0.0000 88.51 476585 7175TEK 09/30/2011 02006 08/27/2009 INT + 0.0000 7,484.24 476601 7175TRKEK 09/30/2012 02005 08/27/2009 INT + 0.0000 1,751.11 476605 7175UGAFI 09/30/2015 02008 08/27/2009 INT + 0.0000 278.34 476569 7175UMBRA 09/30/2012 02007 08/27/2009 INT + 0.0000 821.86 476587 7175ZAONI 09/30/2011 01994 08/27/2009 INT + 0.0000 80,935.36 476611 717501COH 09/30/2015 02001 08/27/2009 INT + 0.0000 24,071.99 476615 717501COH 09/30/2015 02001 08/28/2009 INT + 0.0000 9,465.59 476629 717503COH 09/30/2015 02003 08/27/2009 INT + 0.0000 30,032.50 476617 717504COH 09/30/2015 02004 08/27/2009 INT + 0.0000 460,500.12 476619 717504COH 09/30/2015 02004 08/28/2009 INT + 0.0000 163,201.24 476631 717592COH 09/30/2012 01992 08/27/2009 INT + 0.0000 1,628.55 476607 717592COH 09/30/2015 01992 08/28/2009 INT + 0.0000 225.22 476623 717598COH 09/30/2014 01998 08/28/2009 INT + 0.0000 40,400.00 476625 717598COH 09/30/2015 01998 08/28/2009 INT + 0.0000 1,969.50 476627 717599COH 09/30/2015 01999 08/27/2009 INT + 0.0000 154,965.05 476613 ------------------------ ---------------------- 0.0000 1,040,716.37 ======================== ====================== 0.0000 1,040,716.37