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 6,699.00 07/31/2012 71X4075 7175COMPG 09/30/2013 01993 6.930000000 96,488.3900 5,572.20 07/31/2012 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 74,761.68 07/31/2012 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 84,850.69 07/31/2012 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,556,000.0000 200,617.71 07/31/2012 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 611,556.81 07/31/2012 71X4075 717595COH 09/30/2015 01995 7.260001200 7,340,000.0000 444,070.07 07/31/2012 71X4075 7175AQUA 09/30/2015 01996 6.639998400 1,191,806.0000 65,946.58 07/31/2012 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 1,663,335.35 07/31/2012 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 116,789.97 07/31/2012 71X4075 7175LINDL 09/30/2013 02003 4.100000400 645,882.3400 22,067.65 07/31/2012 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,000,000.0000 239,166.69 07/31/2012 71X4075 7175FORST 09/30/2020 02004 3.070000800 4,860,000.0000 124,335.03 07/31/2012 71X4075 7175GOLDK 09/30/2020 02004 3.070000800 1,200,000.0000 30,700.01 07/31/2012 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 113,180.70 07/31/2012 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 6,346.44 07/31/2012 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 247,646.73 07/31/2012 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 4,015.94 07/31/2012 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 43,705.21 07/31/2012 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 75,490.82 07/31/2012 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 278,124.06 07/31/2012 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 34,310.59 07/31/2012 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 47,740.01 07/31/2012 71X4075 7175MEII8 09/30/2021 02005 5.280001200 391,459.6000 17,224.23 07/31/2012 71X4075 7175MEII9 09/30/2021 02005 5.280001200 137,183.0100 6,036.05 07/31/2012 71X4075 7175MEIIA 09/30/2018 02005 5.280001200 5,614.6200 247.04 07/31/2012 71X4075 7175MEIIC 09/30/2021 02005 5.280001200 54,970.8700 2,418.72 07/31/2012 71X4075 7175MEIIH 09/30/2017 02005 5.280001200 121,431.1700 5,342.97 07/31/2012 71X4075 7175MEIIJ 09/30/2017 02005 5.280001200 12,882.5800 566.83 07/31/2012 71X4075 7175SOUES 09/30/2016 02005 5.280001200 6,998,250.0000 307,923.07 07/31/2012 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 1,356.66 07/31/2012 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 6,283.03 07/31/2012 71X4075 7175CMEC 09/30/2020 02006 4.980999600 5,035,000.0000 208,994.44 07/31/2012 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 4,849.17 07/31/2012 71X4075 7175DARPR 09/30/2017 02006 4.522201200 274,400.0000 10,340.77 07/31/2012 71X4075 7175DELTP 09/30/2020 02006 4.980999600 5,928,000.0000 246,061.38 07/31/2012 71X4075 7175LATP3 09/30/2014 02006 4.522201200 1,574,000.0000 59,316.21 07/31/2012 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 22,156.52 07/31/2012 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 21,932.68 07/31/2012 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 349,340.04 07/31/2012 71X4075 7175ACF3 09/30/2016 02007 4.980999600 706,211.0000 29,313.64 07/31/2012 71X4075 7175ACFB 09/30/2016 02007 4.980999600 975,973.0000 40,511.01 07/31/2012 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 2,478,512.0000 102,878.89 07/31/2012 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 38,846.50 07/31/2012 71X4075 7175AESJO 09/30/2027 02007 4.980999600 3,311,955.5200 137,473.74 07/31/2012 71X4075 7175ALLBC 09/30/2015 02007 4.980999600 2,400,000.0000 99,619.99 07/31/2012 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 11,705.35 07/31/2012 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 7,546.21 07/31/2012 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 63,320.96 07/31/2012 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 50,308.10 07/31/2012 71X4075 7175BLUF 09/30/2018 02007 4.980999600 9,943,362.4300 412,732.37 07/31/2012 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 25,029.52 07/31/2012 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 259.43 07/31/2012 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 1,726.75 07/31/2012 71X4075 7175CRLB 09/30/2021 02007 4.980999600 18,304.2400 759.78 07/31/2012 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 6,437.94 07/31/2012 71X4075 7175FCPFD 09/30/2020 02007 4.980999600 244,200.0000 10,136.33 07/31/2012 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 44,362.03 07/31/2012 71X4075 7175FRANS 09/30/2021 02007 4.579999200 17,788.7900 678.94 07/31/2012 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 227,050.57 07/31/2012 71X4075 7175JMTR 09/30/2021 02007 4.579999200 32,127.8400 1,226.21 07/31/2012 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 2,428.24 07/31/2012 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 7,097.92 07/31/2012 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 64,534.73 07/31/2012 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 14,845.32 07/31/2012 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 5,517.29 07/31/2012 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 31,413.76 07/31/2012 71X4075 7175BHART 09/30/2014 02008 4.489999200 3,071,001.2800 114,906.61 07/31/2012 71X4075 7175BLUE 09/30/2021 02008 4.489999200 1,261,306.5000 47,193.88 07/31/2012 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 9,344.60 07/31/2012 71X4075 7175FERSA 09/30/2019 02008 4.489999200 1,091,579.0300 40,843.24 07/31/2012 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 35,390.18 07/31/2012 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 31,413.76 07/31/2012 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 1,266.49 07/31/2012 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 12,393.19 07/31/2012 71X4075 7175SAWHF 09/30/2017 02008 5.301900000 3,478,200.0000 153,675.57 07/31/2012 71X4075 7175SPAND 09/30/2021 02008 4.489999200 3,263,950.0100 122,126.11 07/31/2012 71X4075 7175SPANF 09/30/2021 02008 4.489999200 3,220,598.7400 120,504.05 07/31/2012 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 7,290.11 07/31/2012 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 181,283.72 07/31/2012 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 14,106.08 07/31/2012 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 28,381.28 07/31/2012 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 20,392.08 07/31/2012 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 4,808.04 07/31/2012 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 39,511.99 07/31/2012 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 81,927.52 07/31/2012 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 4,398.00 07/31/2012 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 201,750.63 07/31/2012 71X4075 7175DESI 09/30/2030 02009 4.489999200 18,896,200.0000 707,032.69 07/31/2012 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 173,813.48 07/31/2012 71X4075 7175GRAM 09/30/2012 02009 4.489999200 26,250.0000 982.19 07/31/2012 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 982.19 07/31/2012 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 171,966.97 07/31/2012 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 38,613.99 07/31/2012 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 35,807.74 07/31/2012 71X4075 7175IKH 09/30/2021 02009 4.489999200 232,400.0000 8,695.63 07/31/2012 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 116,066.48 07/31/2012 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 26,165.47 07/31/2012 71X4075 7175PALRL 09/30/2015 02009 4.489999200 4,518,000.0000 169,048.47 07/31/2012 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 29,353.37 07/31/2012 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 894,258.17 07/31/2012 71X4075 7175SKS 09/30/2012 02009 4.489999200 67,900.0000 2,540.59 07/31/2012 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 207,662.46 07/31/2012 71X4075 7175ACFC 09/30/2016 02010 2.300000400 227,856.0000 4,367.24 07/31/2012 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 36,754.01 07/31/2012 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 38,237.51 07/31/2012 71X4075 7175CHBAN 09/30/2020 02010 2.300000400 1,692,000.0000 32,430.01 07/31/2012 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 26,796.92 07/31/2012 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 4,968.00 07/31/2012 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 27,686.25 07/31/2012 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 19,090.00 07/31/2012 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 597,000.0000 11,442.50 07/31/2012 71X4075 7175MGF 09/30/2017 02010 2.300000400 513,000.0000 9,832.50 07/31/2012 71X4075 7175SEKMG 09/30/2031 02010 2.300000400 1,462,500.0000 28,031.25 07/31/2012 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 47.92 07/31/2012 71X4075 717500016 09/30/2014 02011 1.000198800 309,400.0000 2,578.85 07/31/2012 71X4075 717500017 09/30/2018 02011 1.000198800 202,500.0000 1,687.84 07/31/2012 71X4075 717500019 09/30/2026 02011 1.000198800 1,765,470.0000 14,715.17 07/31/2012 71X4075 717500021 09/30/2017 02011 1.000198800 4,410,000.0000 36,757.31 07/31/2012 71X4075 717500025 09/30/2030 02011 1.000198800 17,084,700.0000 142,400.80 07/31/2012 71X4075 717500033 09/30/2027 02011 1.000198800 1,665,310.0000 13,880.34 07/31/2012 71X4075 7175ADP3 09/30/2017 02011 1.000198800 5,015,340.0000 41,802.81 07/31/2012 71X4075 7175AMIH 09/30/2021 02011 1.000198800 283,810.0000 2,365.55 07/31/2012 71X4075 7175BELP 09/30/2016 02011 1.000198800 630,000.0000 5,251.04 07/31/2012 71X4075 7175GLBK 09/30/2019 02011 1.000198800 1,452,000.0000 12,102.41 07/31/2012 71X4075 7175JOSHI 09/30/2015 02011 1.000198800 295,200.0000 2,460.49 07/31/2012 71X4075 7175PANNO 09/30/2021 02011 1.000198800 5,574,800.0000 46,465.90 07/31/2012 71X4075 7175PARKO 09/30/2015 02011 1.000198800 374,400.0000 3,120.62 07/31/2012 71X4075 7175SEKER 09/30/2014 02011 1.000198800 51,100.0000 425.92 07/31/2012 71X4075 717500038 09/30/2019 02012 1.000202400 792,000.0000 6,601.34 07/31/2012 71X4075 717500043 09/30/2020 02012 1.000198800 1,104,000.0000 9,201.83 07/31/2012 71X4075 717500046 09/30/2030 02012 1.000198800 643,420.0000 5,362.90 07/31/2012 71X4075 717501195 09/30/2018 02012 1.000198800 423,500.0000 3,529.87 07/31/2012 71X4075 717501197 09/30/2025 02012 1.000198800 3,090,780.0000 25,761.62 07/31/2012 71X4075 717501198 09/30/2019 02012 1.000202400 905,300.0000 7,545.69 07/31/2012 71X4075 717501199 09/30/2019 02012 1.000198800 1,458,000.0000 12,152.42 07/31/2012 71X4075 717501200 09/30/2028 02012 1.000202400 15,015,000.0000 125,150.33 07/31/2012 71X4075 717501201 09/30/2017 02012 1.000198800 241,165.0000 2,010.11 07/31/2012 71X4075 717501203 09/30/2017 02012 1.000198800 66,909.3800 557.69 07/31/2012 71X4075 717501405 09/30/2019 02012 1.001998800 349,443.7200 2,917.85 07/31/2012 71X4075 717501407 09/30/2017 02012 1.000198800 43,750.0000 364.66 07/31/2012 ------------------------ ---------------------- 349,235,028.2100 11,871,933.76 ======================== ====================== 349,235,028.2100 11,871,933.76 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00