Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4075 7175TANR 09/30/2015 01992 6.930000000 18,500.0000 0.00 09/30/2012 71X4075 717593COH 09/30/2019 01993 6.649999200 85,000.0000 0.00 09/30/2012 71X4075 7175COMPG 09/30/2013 01993 6.649999200 96,488.3900 0.00 09/30/2012 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 0.00 09/30/2012 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 0.00 09/30/2012 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,556,000.0000 0.00 09/30/2012 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 0.00 09/30/2012 71X4075 717595COH 09/30/2015 01995 7.260001200 24,140,000.0000 0.00 09/30/2012 71X4075 717596COH 09/30/2019 01996 6.639998400 4,030,000.0000 0.00 09/30/2012 71X4075 7175AQUA 09/30/2015 01996 6.639998400 1,191,806.0000 0.00 09/30/2012 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 0.00 09/30/2012 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 0.00 09/30/2012 71X4075 7175LINDL 09/30/2013 02003 4.100000400 645,882.3400 0.00 09/30/2012 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,000,000.0000 0.00 09/30/2012 71X4075 7175FORST 09/30/2020 02004 3.070000800 4,860,000.0000 0.00 09/30/2012 71X4075 7175GOLDK 09/30/2020 02004 3.070000800 1,200,000.0000 0.00 09/30/2012 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 0.00 09/30/2012 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 0.00 09/30/2012 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 0.00 09/30/2012 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 0.00 09/30/2012 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 0.00 09/30/2012 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 0.00 09/30/2012 71X4075 7175MEII8 09/30/2021 02005 5.280001200 391,459.6000 0.00 09/30/2012 71X4075 7175MEII9 09/30/2021 02005 5.280001200 137,183.0100 0.00 09/30/2012 71X4075 7175MEIIA 09/30/2018 02005 5.280001200 5,614.6200 0.00 09/30/2012 71X4075 7175MEIIC 09/30/2021 02005 5.280001200 54,970.8700 0.00 09/30/2012 71X4075 7175MEIIH 09/30/2017 02005 5.280001200 121,431.1700 0.00 09/30/2012 71X4075 7175MEIIJ 09/30/2017 02005 5.280001200 12,882.5800 0.00 09/30/2012 71X4075 7175SOUES 09/30/2016 02005 5.280001200 6,998,250.0000 0.00 09/30/2012 71X4075 7175BANKG 09/30/2016 02006 4.520001600 166,725.0000 0.00 09/30/2012 71X4075 7175CMEC 09/30/2020 02006 4.880001600 5,035,000.0000 0.00 09/30/2012 71X4075 7175CSAJL 09/30/2013 02006 4.520001600 128,676.4700 0.00 09/30/2012 71X4075 7175DARPR 09/30/2017 02006 4.520001600 274,400.0000 0.00 09/30/2012 71X4075 7175DELTP 09/30/2020 02006 4.880001600 5,928,000.0000 0.00 09/30/2012 71X4075 7175LATP3 09/30/2014 02006 4.520001600 2,502,660.0000 0.00 09/30/2012 71X4075 7175MENA 09/30/2018 02006 4.520001600 587,940.0000 0.00 09/30/2012 71X4075 7175TURKE 09/30/2013 02006 4.520001600 582,000.0000 0.00 09/30/2012 71X4075 7175ZEURO 09/30/2014 02006 4.520001600 9,270,000.0000 0.00 09/30/2012 71X4075 7175ACF3 09/30/2016 02007 4.880001600 706,211.0000 0.00 09/30/2012 71X4075 7175ACFB 09/30/2016 02007 4.880001600 975,973.0000 0.00 09/30/2012 71X4075 7175ACFIN 09/30/2016 02007 4.880001600 2,478,512.0000 0.00 09/30/2012 71X4075 7175AESJO 09/30/2017 02007 4.880001600 935,872.3000 0.00 09/30/2012 71X4075 7175AESJO 09/30/2027 02007 4.880001600 3,311,955.5200 0.00 09/30/2012 71X4075 7175ALLBC 09/30/2015 02007 4.880001600 2,400,000.0000 0.00 09/30/2012 71X4075 7175ALLBK 09/30/2015 02007 4.880001600 282,000.0000 0.00 09/30/2012 71X4075 7175BANLI 09/30/2022 02007 4.880001600 181,800.0000 0.00 09/30/2012 71X4075 7175BANPR 09/30/2022 02007 4.880001600 1,525,500.0000 0.00 09/30/2012 71X4075 7175BANRU 09/30/2023 02007 4.880001600 1,212,000.0000 0.00 09/30/2012 71X4075 7175BLUF 09/30/2018 02007 3.849998400 9,943,362.4300 0.00 09/30/2012 71X4075 7175BYBLO 09/30/2022 02007 4.880001600 603,000.0000 0.00 09/30/2012 71X4075 7175CALVR 09/30/2015 02007 4.880001600 6,250.0000 0.00 09/30/2012 71X4075 7175CNTR3 09/30/2013 02007 4.880001600 41,600.0000 0.00 09/30/2012 71X4075 7175CRLB 09/30/2021 02007 4.880001600 22,653.2000 0.00 09/30/2012 71X4075 7175ENGRO 09/30/2016 02007 4.880001600 155,100.0000 0.00 09/30/2012 71X4075 7175FCPFD 09/30/2020 02007 4.880001600 244,200.0000 0.00 09/30/2012 71X4075 7175FICOH 09/30/2022 02007 4.880001600 1,068,750.0000 0.00 09/30/2012 71X4075 7175FRANS 09/30/2021 02007 4.880001600 28,904.9200 0.00 09/30/2012 71X4075 7175HELIO 09/30/2016 02007 4.880001600 5,470,000.0000 0.00 09/30/2012 71X4075 7175JMTR 09/30/2021 02007 4.880001600 44,067.3900 0.00 09/30/2012 71X4075 7175LOCKO 09/30/2015 02007 4.880001600 171,000.0000 0.00 09/30/2012 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 0.00 09/30/2012 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 0.00 09/30/2012 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 0.00 09/30/2012 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 0.00 09/30/2012 71X4075 7175BHART 09/30/2014 02008 4.489999200 3,071,001.2800 0.00 09/30/2012 71X4075 7175BLUE 09/30/2021 02008 4.489999200 1,682,961.9300 0.00 09/30/2012 71X4075 7175FERSA 09/30/2019 02008 4.489999200 1,091,579.0300 0.00 09/30/2012 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 0.00 09/30/2012 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 0.00 09/30/2012 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 0.00 09/30/2012 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 0.00 09/30/2012 71X4075 7175SAWHF 09/30/2017 02008 5.301900000 3,478,200.0000 0.00 09/30/2012 71X4075 7175SPAND 09/30/2021 02008 4.489999200 3,263,950.0100 0.00 09/30/2012 71X4075 7175SPANF 09/30/2021 02008 4.489999200 3,220,598.7400 0.00 09/30/2012 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 0.00 09/30/2012 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 0.00 09/30/2012 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 0.00 09/30/2012 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 0.00 09/30/2012 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 0.00 09/30/2012 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 0.00 09/30/2012 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 0.00 09/30/2012 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 0.00 09/30/2012 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 0.00 09/30/2012 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 0.00 09/30/2012 71X4075 7175DESI 09/30/2030 02009 4.489999200 18,896,200.0000 0.00 09/30/2012 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 0.00 09/30/2012 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 0.00 09/30/2012 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 0.00 09/30/2012 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 0.00 09/30/2012 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 0.00 09/30/2012 71X4075 7175IKH 09/30/2021 02009 4.489999200 232,400.0000 0.00 09/30/2012 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 0.00 09/30/2012 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 0.00 09/30/2012 71X4075 7175PALRL 09/30/2015 02009 4.489999200 4,518,000.0000 0.00 09/30/2012 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 0.00 09/30/2012 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 0.00 09/30/2012 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 0.00 09/30/2012 71X4075 7175ACFC 09/30/2016 02010 2.300000400 227,856.0000 0.00 09/30/2012 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 0.00 09/30/2012 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 0.00 09/30/2012 71X4075 7175CHBAN 09/30/2020 02010 2.300000400 1,692,000.0000 0.00 09/30/2012 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 0.00 09/30/2012 71X4075 7175ECP3 09/30/2019 02010 2.300000400 2,099,650.0000 0.00 09/30/2012 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 0.00 09/30/2012 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 0.00 09/30/2012 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 0.00 09/30/2012 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 597,000.0000 0.00 09/30/2012 71X4075 7175MCF 09/30/2017 02010 2.300000400 57,000.0000 0.00 09/30/2012 71X4075 7175MGF 09/30/2017 02010 2.300000400 513,000.0000 0.00 09/30/2012 71X4075 7175SEKMG 09/30/2031 02010 2.300000400 1,462,500.0000 0.00 09/30/2012 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 0.00 09/30/2012 71X4075 717500016 09/30/2014 02011 1.000198800 309,400.0000 0.00 09/30/2012 71X4075 717500017 09/30/2018 02011 1.000198800 270,000.0000 0.00 09/30/2012 71X4075 717500019 09/30/2026 02011 1.000198800 1,765,470.0000 0.00 09/30/2012 71X4075 717500021 09/30/2017 02011 1.000198800 4,410,000.0000 0.00 09/30/2012 71X4075 717500025 09/30/2030 02011 1.000198800 17,084,700.0000 0.00 09/30/2012 71X4075 717500033 09/30/2027 02011 1.000198800 1,665,310.0000 0.00 09/30/2012 71X4075 7175ADP3 09/30/2017 02011 1.000198800 5,015,340.0000 0.00 09/30/2012 71X4075 7175AMIH 09/30/2021 02011 1.000198800 283,810.0000 0.00 09/30/2012 71X4075 7175BELP 09/30/2016 02011 1.000198800 630,000.0000 0.00 09/30/2012 71X4075 7175GLBK 09/30/2019 02011 1.000198800 1,452,000.0000 0.00 09/30/2012 71X4075 7175JOSHI 09/30/2015 02011 1.000198800 295,200.0000 0.00 09/30/2012 71X4075 7175PANNO 09/30/2021 02011 1.000198800 5,574,800.0000 0.00 09/30/2012 71X4075 7175PARKO 09/30/2015 02011 1.000198800 374,400.0000 0.00 09/30/2012 71X4075 7175SEKER 09/30/2014 02011 1.000198800 51,100.0000 0.00 09/30/2012 71X4075 717500038 09/30/2019 02012 3.439900800 792,000.0000 0.00 09/30/2012 71X4075 717500043 09/30/2020 02012 3.439900800 1,104,000.0000 0.00 09/30/2012 71X4075 717500046 09/30/2030 02012 3.439900800 627,520.0000 0.00 09/30/2012 71X4075 717501195 09/30/2018 02012 3.439900800 423,500.0000 0.00 09/30/2012 71X4075 717501197 09/30/2025 02012 3.439900800 3,850,000.0000 0.00 09/30/2012 71X4075 717501198 09/30/2019 02012 3.439900800 1,584,275.0000 0.00 09/30/2012 71X4075 717501199 09/30/2019 02012 3.439900800 1,458,000.0000 0.00 09/30/2012 71X4075 717501200 09/30/2028 02012 3.439900800 15,015,000.0000 0.00 09/30/2012 71X4075 717501201 09/30/2017 02012 3.439900800 241,165.0000 0.00 09/30/2012 71X4075 717501203 09/30/2017 02012 3.439900800 66,909.3800 0.00 09/30/2012 71X4075 717501405 09/30/2019 02012 3.439900800 351,182.2400 0.00 09/30/2012 71X4075 717501407 09/30/2017 02012 3.439900800 43,750.0000 0.00 09/30/2012 71X4075 717501411 09/30/2022 02012 3.439900800 26,475.9400 0.00 09/30/2012 71X4075 717501427 09/30/2026 02012 3.439900800 50,200,000.0000 0.00 09/30/2012 ------------------------ ---------------------- 417,433,482.7400 0.00 ======================== ====================== 417,433,482.7400 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00