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 04/30/2012 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 52,333.18 04/30/2012 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 59,395.48 04/30/2012 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,556,000.0000 140,432.40 04/30/2012 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 428,089.77 04/30/2012 71X4075 717595COH 09/30/2015 01995 7.260001200 7,340,000.0000 310,849.05 04/30/2012 71X4075 7175AQUA 09/30/2015 01996 6.639998400 1,191,806.0000 46,162.61 04/30/2012 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 1,164,334.74 04/30/2012 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 81,752.98 04/30/2012 71X4075 7175LINDL 09/30/2013 02003 4.100000400 645,882.3400 15,447.35 04/30/2012 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,000,000.0000 167,416.68 04/30/2012 71X4075 7175FORST 09/30/2020 02004 3.070000800 4,860,000.0000 87,034.52 04/30/2012 71X4075 7175GOLDK 09/30/2020 02004 3.070000800 1,200,000.0000 21,490.01 04/30/2012 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 79,226.49 04/30/2012 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 4,442.51 04/30/2012 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 173,352.71 04/30/2012 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 2,811.16 04/30/2012 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 30,593.65 04/30/2012 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 52,843.57 04/30/2012 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 194,686.84 04/30/2012 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 24,017.41 04/30/2012 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 33,418.01 04/30/2012 71X4075 7175MEII8 09/30/2021 02005 5.280001200 71,125.5200 2,190.67 04/30/2012 71X4075 7175MEII9 09/30/2021 02005 5.280001200 137,183.0100 4,225.24 04/30/2012 71X4075 7175MEIIC 09/30/2021 02005 5.280001200 54,970.8700 1,693.10 04/30/2012 71X4075 7175MEIIJ 09/30/2017 02005 5.280001200 12,882.5800 396.78 04/30/2012 71X4075 7175SOUES 09/30/2016 02005 5.280001200 6,998,250.0000 215,546.15 04/30/2012 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 949.66 04/30/2012 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 4,398.12 04/30/2012 71X4075 7175CMEC 09/30/2020 02006 4.980999600 5,035,000.0000 146,296.11 04/30/2012 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 3,394.42 04/30/2012 71X4075 7175DARPR 09/30/2017 02006 4.522201200 274,400.0000 7,238.54 04/30/2012 71X4075 7175DELTP 09/30/2020 02006 4.980999600 5,928,000.0000 172,242.97 04/30/2012 71X4075 7175LATP3 09/30/2014 02006 4.522201200 1,574,000.0000 41,521.34 04/30/2012 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 15,509.57 04/30/2012 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 15,352.87 04/30/2012 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 244,538.03 04/30/2012 71X4075 7175ACF3 09/30/2016 02007 4.980999600 329,840.0000 9,583.78 04/30/2012 71X4075 7175ACFB 09/30/2016 02007 4.980999600 518,320.0000 15,060.22 04/30/2012 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 2,344,220.0000 68,113.26 04/30/2012 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 27,192.55 04/30/2012 71X4075 7175AESJO 09/30/2027 02007 4.980999600 3,311,955.5200 96,231.62 04/30/2012 71X4075 7175ALLBC 09/30/2015 02007 4.980999600 2,400,000.0000 69,733.99 04/30/2012 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 8,193.74 04/30/2012 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 5,282.35 04/30/2012 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 44,324.67 04/30/2012 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 35,215.67 04/30/2012 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 17,520.67 04/30/2012 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 181.60 04/30/2012 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 1,208.72 04/30/2012 71X4075 7175CRLB 09/30/2021 02007 4.980999600 12,886.3900 374.42 04/30/2012 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 4,506.56 04/30/2012 71X4075 7175FCPFD 09/30/2020 02007 4.980999600 244,200.0000 7,095.43 04/30/2012 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 31,053.42 04/30/2012 71X4075 7175FRANS 09/30/2021 02007 4.579999200 8,573.5100 229.06 04/30/2012 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 158,935.40 04/30/2012 71X4075 7175JMTR 09/30/2021 02007 4.579999200 22,057.3700 589.30 04/30/2012 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 1,699.77 04/30/2012 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 4,968.55 04/30/2012 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 45,174.31 04/30/2012 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 10,391.72 04/30/2012 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 3,862.10 04/30/2012 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 21,989.63 04/30/2012 71X4075 7175BHART 09/30/2014 02008 4.489999200 34,605.3200 1,070.26 04/30/2012 71X4075 7175BLUE 09/30/2021 02008 4.489999200 839,558.7400 21,989.44 04/30/2012 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 6,541.22 04/30/2012 71X4075 7175FERSA 09/30/2019 02008 4.489999200 1,091,579.0300 28,590.27 04/30/2012 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 24,773.13 04/30/2012 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 21,989.63 04/30/2012 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 886.54 04/30/2012 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 8,675.23 04/30/2012 71X4075 7175SAWHF 09/30/2017 02008 5.301900000 2,244,000.0000 69,401.87 04/30/2012 71X4075 7175SPAND 09/30/2021 02008 4.489999200 3,263,950.0100 85,488.28 04/30/2012 71X4075 7175SPANF 09/30/2021 02008 4.489999200 142,441.7800 3,730.79 04/30/2012 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 5,103.08 04/30/2012 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 126,898.60 04/30/2012 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 9,874.26 04/30/2012 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 19,866.90 04/30/2012 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 14,274.46 04/30/2012 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 3,365.63 04/30/2012 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 27,658.40 04/30/2012 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 57,349.26 04/30/2012 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 3,078.60 04/30/2012 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 141,225.44 04/30/2012 71X4075 7175DESI 09/30/2030 02009 4.489999200 15,894,000.0000 416,290.28 04/30/2012 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 121,669.44 04/30/2012 71X4075 7175GRAM 09/30/2012 02009 4.489999200 26,250.0000 687.53 04/30/2012 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 687.53 04/30/2012 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 120,376.88 04/30/2012 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 27,029.80 04/30/2012 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 25,065.42 04/30/2012 71X4075 7175IKH 09/30/2021 02009 4.489999200 116,200.0000 3,043.47 04/30/2012 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 81,246.54 04/30/2012 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 18,315.83 04/30/2012 71X4075 7175PALRL 09/30/2015 02009 4.489999200 4,518,000.0000 118,333.93 04/30/2012 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 20,547.36 04/30/2012 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 625,980.72 04/30/2012 71X4075 7175SKS 09/30/2012 02009 4.489999200 67,900.0000 1,778.41 04/30/2012 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 145,363.72 04/30/2012 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 25,727.80 04/30/2012 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 26,766.25 04/30/2012 71X4075 7175CHBAN 09/30/2020 02010 2.300000400 1,692,000.0000 22,701.00 04/30/2012 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 18,757.84 04/30/2012 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 3,477.60 04/30/2012 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 19,380.38 04/30/2012 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 13,363.00 04/30/2012 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 597,000.0000 8,009.75 04/30/2012 71X4075 7175MGF 09/30/2017 02010 2.300000400 513,000.0000 6,882.75 04/30/2012 71X4075 7175SEKMG 09/30/2031 02010 2.300000400 975,000.0000 13,081.25 04/30/2012 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 33.54 04/30/2012 71X4075 717500016 09/30/2014 02011 1.000198800 309,400.0000 1,805.19 04/30/2012 71X4075 717500017 09/30/2018 02011 1.000198800 202,500.0000 1,181.48 04/30/2012 71X4075 717500019 09/30/2026 02011 1.000198800 1,765,470.0000 10,300.62 04/30/2012 71X4075 717500021 09/30/2017 02011 1.000198800 4,410,000.0000 25,730.11 04/30/2012 71X4075 717500033 09/30/2027 02011 1.000198800 1,665,310.0000 9,716.24 04/30/2012 71X4075 7175ADP3 09/30/2017 02011 1.000198800 3,854,070.0000 22,486.54 04/30/2012 71X4075 7175AMIH 09/30/2021 02011 1.000198800 219,180.0000 1,278.80 04/30/2012 71X4075 7175BELP 09/30/2016 02011 1.000198800 630,000.0000 3,675.73 04/30/2012 71X4075 7175GLBK 09/30/2019 02011 1.000198800 1,452,000.0000 8,471.68 04/30/2012 71X4075 7175JOSHI 09/30/2015 02011 1.000198800 295,200.0000 1,722.34 04/30/2012 71X4075 7175PANNO 09/30/2021 02011 1.000198800 5,574,800.0000 32,526.13 04/30/2012 71X4075 7175PARKO 09/30/2015 02011 1.000198800 374,400.0000 2,184.43 04/30/2012 71X4075 7175SEKER 09/30/2014 02011 1.000198800 51,100.0000 298.14 04/30/2012 71X4075 717500038 09/30/2019 02012 1.000202400 792,000.0000 4,620.94 04/30/2012 71X4075 717500043 09/30/2020 02012 1.000198800 1,104,000.0000 6,441.28 04/30/2012 71X4075 717501195 09/30/2018 02012 1.000198800 271,094.2100 1,581.70 04/30/2012 71X4075 717501197 09/30/2025 02012 1.000198800 3,090,780.0000 18,033.13 04/30/2012 71X4075 717501198 09/30/2019 02012 1.000202400 308,625.0000 1,800.68 04/30/2012 71X4075 717501199 09/30/2019 02012 1.000198800 1,458,000.0000 8,506.69 04/30/2012 71X4075 717501200 09/30/2028 02012 1.000202400 15,015,000.0000 87,605.23 04/30/2012 71X4075 717501201 09/30/2017 02012 1.000198800 241,165.0000 1,407.08 04/30/2012 71X4075 717501203 09/30/2017 02012 1.000198800 66,909.3800 390.38 04/30/2012 ------------------------ ---------------------- 306,054,226.7300 7,557,220.35 ======================== ====================== 306,054,226.7300 7,557,220.35 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00