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 2,009.70 12/31/2011 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 22,428.50 12/31/2011 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 25,455.21 12/31/2011 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,556,000.0000 60,185.31 12/31/2011 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 183,467.04 12/31/2011 71X4075 717595COH 09/30/2015 01995 7.260001200 7,340,000.0000 133,221.02 12/31/2011 71X4075 7175AQUA 09/30/2015 01996 6.639998400 1,191,806.0000 19,783.97 12/31/2011 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 499,000.60 12/31/2011 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 35,036.99 12/31/2011 71X4075 7175LINDL 09/30/2013 02003 4.100000400 645,882.3400 6,620.29 12/31/2011 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,000,000.0000 71,750.01 12/31/2011 71X4075 7175FORST 09/30/2020 02004 3.070000800 4,860,000.0000 37,300.51 12/31/2011 71X4075 7175GOLDK 09/30/2020 02004 3.070000800 1,200,000.0000 9,210.00 12/31/2011 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 33,954.21 12/31/2011 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 1,903.93 12/31/2011 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 74,294.02 12/31/2011 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 1,204.78 12/31/2011 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 13,111.56 12/31/2011 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 22,647.25 12/31/2011 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 83,437.22 12/31/2011 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 10,293.18 12/31/2011 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 14,322.00 12/31/2011 71X4075 7175MEII8 09/30/2021 02005 5.280001200 56,755.6500 749.17 12/31/2011 71X4075 7175MEII9 09/30/2021 02005 5.280001200 112,986.8200 1,491.43 12/31/2011 71X4075 7175SOUES 09/30/2016 02005 5.280001200 6,998,250.0000 92,376.92 12/31/2011 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 407.00 12/31/2011 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 1,884.91 12/31/2011 71X4075 7175CMEC 09/30/2020 02006 4.980999600 5,035,000.0000 62,698.33 12/31/2011 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 1,454.75 12/31/2011 71X4075 7175DARPR 09/30/2017 02006 4.522201200 274,400.0000 3,102.23 12/31/2011 71X4075 7175DELTP 09/30/2020 02006 4.980999600 5,928,000.0000 73,818.41 12/31/2011 71X4075 7175LATP3 09/30/2014 02006 4.522201200 1,574,000.0000 17,794.86 12/31/2011 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 6,646.96 12/31/2011 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 6,579.80 12/31/2011 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 104,802.01 12/31/2011 71X4075 7175ACF3 09/30/2016 02007 4.980999600 329,840.0000 4,107.33 12/31/2011 71X4075 7175ACFB 09/30/2016 02007 4.980999600 518,320.0000 6,454.38 12/31/2011 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 2,344,220.0000 29,191.40 12/31/2011 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 11,653.95 12/31/2011 71X4075 7175AESJO 09/30/2027 02007 4.980999600 3,311,955.5200 41,242.12 12/31/2011 71X4075 7175ALLBC 09/30/2015 02007 4.980999600 2,400,000.0000 29,886.00 12/31/2011 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 3,511.60 12/31/2011 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 2,263.86 12/31/2011 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 18,996.29 12/31/2011 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 15,092.43 12/31/2011 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 7,508.86 12/31/2011 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 77.83 12/31/2011 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 518.02 12/31/2011 71X4075 7175CRLB 09/30/2021 02007 4.980999600 4,260.4500 53.05 12/31/2011 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 155,100.0000 1,931.38 12/31/2011 71X4075 7175FCPFD 09/30/2020 02007 4.980999600 244,200.0000 3,040.90 12/31/2011 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 13,308.61 12/31/2011 71X4075 7175FRANS 09/30/2021 02007 4.579999200 5,170.1900 59.20 12/31/2011 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 68,115.17 12/31/2011 71X4075 7175JMTR 09/30/2021 02007 4.579999200 11,398.6400 130.51 12/31/2011 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 728.47 12/31/2011 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 2,129.38 12/31/2011 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 19,360.42 12/31/2011 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 4,453.60 12/31/2011 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 1,655.19 12/31/2011 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 9,424.13 12/31/2011 71X4075 7175BLUE 09/30/2021 02008 4.489999200 419,714.6300 4,711.30 12/31/2011 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 2,803.38 12/31/2011 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 10,617.05 12/31/2011 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 9,424.13 12/31/2011 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 379.95 12/31/2011 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 3,717.96 12/31/2011 71X4075 7175SAWHF 09/30/2017 02008 5.301900000 1,346,400.0000 17,846.20 12/31/2011 71X4075 7175SPAND 09/30/2021 02008 4.489999200 1,565,684.5500 17,574.81 12/31/2011 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 2,187.03 12/31/2011 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 54,385.12 12/31/2011 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 4,231.82 12/31/2011 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 8,514.39 12/31/2011 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 6,117.62 12/31/2011 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 1,442.41 12/31/2011 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 11,853.60 12/31/2011 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 24,578.26 12/31/2011 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 1,319.40 12/31/2011 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 60,525.19 12/31/2011 71X4075 7175DESI 09/30/2030 02009 4.489999200 13,245,000.0000 148,675.10 12/31/2011 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 52,144.04 12/31/2011 71X4075 7175GRAM 09/30/2012 02009 4.489999200 26,250.0000 294.66 12/31/2011 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 294.66 12/31/2011 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 51,590.09 12/31/2011 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 11,584.20 12/31/2011 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 10,742.32 12/31/2011 71X4075 7175IKH 09/30/2021 02009 4.489999200 116,200.0000 1,304.34 12/31/2011 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 34,819.94 12/31/2011 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 7,849.64 12/31/2011 71X4075 7175PALRL 09/30/2015 02009 4.489999200 4,518,000.0000 50,714.54 12/31/2011 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 8,806.01 12/31/2011 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 268,277.45 12/31/2011 71X4075 7175SKS 09/30/2012 02009 4.489999200 67,900.0000 762.18 12/31/2011 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 62,298.74 12/31/2011 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 11,026.20 12/31/2011 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 11,471.25 12/31/2011 71X4075 7175CHBAN 09/30/2020 02010 2.300000400 1,692,000.0000 9,729.00 12/31/2011 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 8,039.08 12/31/2011 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 1,490.40 12/31/2011 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 8,305.88 12/31/2011 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 5,727.00 12/31/2011 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 597,000.0000 3,432.75 12/31/2011 71X4075 7175MGF 09/30/2017 02010 2.300000400 467,400.0000 2,687.55 12/31/2011 71X4075 7175SEKMG 09/30/2031 02010 2.300000400 487,500.0000 2,803.13 12/31/2011 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 14.38 12/31/2011 71X4075 717500016 09/30/2014 02011 1.000198800 309,400.0000 773.65 12/31/2011 71X4075 717500017 09/30/2018 02011 1.000198800 202,500.0000 506.35 12/31/2011 71X4075 717500019 09/30/2026 02011 1.000198800 1,765,470.0000 4,414.55 12/31/2011 71X4075 717500021 09/30/2017 02011 1.000198800 4,410,000.0000 11,027.19 12/31/2011 71X4075 7175ADP3 09/30/2017 02011 1.000198800 936,870.0000 2,342.64 12/31/2011 71X4075 7175AMIH 09/30/2021 02011 1.000198800 219,180.0000 548.06 12/31/2011 71X4075 7175BELP 09/30/2016 02011 1.000198800 630,000.0000 1,575.31 12/31/2011 71X4075 7175GLBK 09/30/2019 02011 1.000198800 1,452,000.0000 3,630.72 12/31/2011 71X4075 7175JOSHI 09/30/2015 02011 1.000198800 295,200.0000 738.15 12/31/2011 71X4075 7175PANNO 09/30/2021 02011 1.000198800 633,500.0000 1,584.06 12/31/2011 71X4075 7175PARKO 09/30/2015 02011 1.000198800 374,400.0000 936.19 12/31/2011 71X4075 7175SEKER 09/30/2014 02011 1.000198800 51,100.0000 127.78 12/31/2011 ------------------------ ---------------------- 266,587,299.9400 3,074,656.96 ======================== ====================== 266,587,299.9400 3,074,656.96 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00