Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4074 7174AMMON 09/30/2020 01994 6.770001600 3,783,000.0000 85,369.72 01/31/2013 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 541,600.13 01/31/2013 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 112,833.36 01/31/2013 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 120,731.70 01/31/2013 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 22,566.67 01/31/2013 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 7,193.80 01/31/2013 71X4074 717498DLC 09/30/2015 01998 4.759999200 11,050,000.0000 175,326.64 01/31/2013 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 52,359.99 01/31/2013 71X4074 717499COH 09/30/2015 01999 5.649998400 5,265,000.0000 99,157.47 01/31/2013 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 145,751.13 01/31/2013 71X4074 717400COH 09/30/2015 02000 5.040000000 47,580,000.0000 799,344.00 01/31/2013 71X4074 717401DLC 09/30/2020 02001 3.510000000 1,435,000.0000 16,789.50 01/31/2013 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 90,673.35 01/31/2013 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 3,112,328.95 01/31/2013 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 38,570.01 01/31/2013 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 82,891.68 01/31/2013 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 105,735.95 01/31/2013 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 28,466.66 01/31/2013 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 28,466.66 01/31/2013 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 29,890.00 01/31/2013 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 79,481.06 01/31/2013 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 272,335.74 01/31/2013 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,251,600.0000 32,047.77 01/31/2013 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 35,288.42 01/31/2013 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 71,229.47 01/31/2013 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 53,640.01 01/31/2013 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 17,153.63 01/31/2013 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 44,700.01 01/31/2013 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 372,500.10 01/31/2013 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 16,085.67 01/31/2013 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 50,880.00 01/31/2013 71X4074 7174BDCC 09/30/2022 02006 4.770000000 16,734,600.0000 266,080.14 01/31/2013 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 143,100.00 01/31/2013 71X4074 7174BLH 09/30/2029 02006 5.180000400 3,113,250.0000 53,755.45 01/31/2013 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 91,735.78 01/31/2013 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 15,900.00 01/31/2013 71X4074 7174FLAMA 09/30/2015 02006 5.180000400 226,620.0000 3,912.97 01/31/2013 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 485,897.17 01/31/2013 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 20,626.67 01/31/2013 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 270,300.00 01/31/2013 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 131,717.19 01/31/2013 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 44,538.44 01/31/2013 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 31,800.00 01/31/2013 71X4074 717407COH 09/30/2015 02007 5.180000400 101,000.0000 1,743.93 01/31/2013 71X4074 71741STMT 09/30/2023 02007 5.180000400 5,382,500.0000 92,937.84 01/31/2013 71X4074 7174AFGGR 09/30/2022 02007 5.180000400 17,392,000.0000 300,301.89 01/31/2013 71X4074 7174AMINS 09/30/2015 02007 5.180000400 2,233,000.0000 38,556.47 01/31/2013 71X4074 7174BDCC2 09/30/2028 02007 5.180000400 5,907,405.0000 102,001.20 01/31/2013 71X4074 7174C07BD 09/30/2013 02007 3.459999600 30,000.0000 346.00 01/31/2013 71X4074 7174CULIN 09/30/2015 02007 5.180000400 155,329.0000 2,682.01 01/31/2013 71X4074 7174LEDFC 09/30/2022 02007 5.180000400 3,685,548.2900 63,637.14 01/31/2013 71X4074 7174NATUR 09/30/2013 02007 3.459999600 137,700.0000 1,588.14 01/31/2013 71X4074 7174TAYL 09/30/2034 02007 5.180000400 53,357,999.9800 921,314.87 01/31/2013 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 35,370.10 01/31/2013 71X4074 7174AMWOL 09/30/2016 02008 2.289999600 523,160.0000 3,993.45 01/31/2013 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 42,005.27 01/31/2013 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 225,262.04 01/31/2013 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 149,851.16 01/31/2013 71X4074 7174EMERF 09/30/2014 02008 4.600000800 1,725,000.0000 26,450.00 01/31/2013 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 34,469.32 01/31/2013 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 79,251.88 01/31/2013 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 9,362.50 01/31/2013 71X4074 7174IMMDF 09/30/2016 02008 2.289999600 2,855,289.9800 21,795.38 01/31/2013 71X4074 7174INTMA 09/30/2035 02008 2.289999600 21,671,140.0000 165,423.01 01/31/2013 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 421,099.41 01/31/2013 71X4074 7174LAFIS 09/30/2033 02008 2.289999600 10,825,000.0000 82,630.82 01/31/2013 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 22,546.90 01/31/2013 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 4,109.33 01/31/2013 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 16,201.20 01/31/2013 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 71,016.35 01/31/2013 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 4,308.82 01/31/2013 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 142,247.36 01/31/2013 71X4074 7174SUMMI 09/30/2013 02008 2.289999600 3,482,800.0000 26,585.37 01/31/2013 71X4074 717400012 09/30/2018 02009 3.855398400 18,409,350.0000 236,584.60 01/31/2013 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 78,506.68 01/31/2013 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 5,715,900.0000 87,643.82 01/31/2013 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 99,108.93 01/31/2013 71X4074 7174BAMAK 09/30/2019 02009 4.600000800 6,258,040.0000 95,956.63 01/31/2013 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 175,370.90 01/31/2013 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 766.67 01/31/2013 71X4074 7174C09CD 09/30/2020 02009 3.855398400 685,000.0000 8,803.16 01/31/2013 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 7,425.32 01/31/2013 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 781,770.14 01/31/2013 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 138,841.82 01/31/2013 71X4074 7174CSILC 09/30/2015 02009 4.600000800 2,107,910.8500 32,321.31 01/31/2013 71X4074 7174CSIP 09/30/2014 02009 4.600000800 3,174,439.5500 48,674.75 01/31/2013 71X4074 7174EXPR 09/30/2018 02009 4.600000800 4,058,000.0000 62,222.68 01/31/2013 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 93,610.02 01/31/2013 71X4074 7174GAMMA 09/30/2018 02009 3.855398400 2,021,660.2000 25,981.02 01/31/2013 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 39,786.17 01/31/2013 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 19,306,000.0000 148,012.69 01/31/2013 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 9,149,833.5800 140,297.47 01/31/2013 71X4074 7174HUSK 09/30/2022 02009 4.600000800 771,900.0000 11,835.80 01/31/2013 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 3,308,513.0100 50,730.54 01/31/2013 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 21,646.68 01/31/2013 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 167,608.70 01/31/2013 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 76,666.68 01/31/2013 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 58,744.46 01/31/2013 71X4074 7174MONR 09/30/2027 02009 4.600000800 624,397.6800 9,574.10 01/31/2013 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 149,285.36 01/31/2013 71X4074 7174PATRI 09/30/2016 02009 4.600000800 25,815,000.0000 395,830.07 01/31/2013 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 157,856.69 01/31/2013 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 4,638.53 01/31/2013 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 160,941.91 01/31/2013 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 12,924.09 01/31/2013 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 11,926.27 01/31/2013 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 360,679.93 01/31/2013 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 28,182.67 01/31/2013 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 5,951,157.8500 91,251.10 01/31/2013 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 2,213,755.91 01/31/2013 71X4074 7174VELIF 09/30/2017 02009 4.600000800 26,050,000.0000 399,433.40 01/31/2013 71X4074 7174VERDA 09/30/2016 02009 4.600000800 32,052,253.4400 491,467.97 01/31/2013 71X4074 717400006 09/30/2027 02010 3.855398400 20,667,800.0000 265,608.68 01/31/2013 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 4,447,575.0000 34,098.08 01/31/2013 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 28,329,000.0000 217,189.04 01/31/2013 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 212,754.06 01/31/2013 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 27,303.15 01/31/2013 71X4074 7174BROAD 09/30/2016 02010 3.855398400 485,450.0000 6,238.68 01/31/2013 71X4074 7174BUCH1 09/30/2025 02010 3.855398400 59,606,800.0000 766,026.54 01/31/2013 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 11,500.00 01/31/2013 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 2,570.27 01/31/2013 71X4074 7174CGS 09/30/2024 02010 2.300000400 119,448,945.0000 915,775.40 01/31/2013 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 42,251.01 01/31/2013 71X4074 7174CSILB 09/30/2014 02010 2.300000400 9,434,159.6700 72,328.57 01/31/2013 71X4074 7174DSP 09/30/2021 02010 2.300000400 49,770,000.0000 381,570.07 01/31/2013 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 137,001.82 01/31/2013 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 80,975.35 01/31/2013 71X4074 7174GHANA 09/30/2032 02010 2.300000400 10,650,676.8500 81,655.20 01/31/2013 71X4074 7174GMF 09/30/2014 02010 2.300000400 33,619,200.0000 257,747.24 01/31/2013 71X4074 7174HAITI 09/30/2018 02010 3.855398400 5,329,800.0000 68,495.01 01/31/2013 71X4074 7174JIMM 09/30/2018 02010 3.855398400 2,901,300.0000 37,285.56 01/31/2013 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 86,434.02 01/31/2013 71X4074 7174PNET 09/30/2021 02010 3.855398400 1,197,641.0400 15,391.28 01/31/2013 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 220,090.87 01/31/2013 71X4074 7174RODB 09/30/2016 02010 2.300000400 9,385,929.0000 71,958.80 01/31/2013 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 23,519.80 01/31/2013 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 23,949.90 01/31/2013 71X4074 7174TBCK 09/30/2021 02010 2.300000400 12,315,600.0000 94,419.62 01/31/2013 71X4074 717400007 09/30/2021 02011 3.855398400 5,379,500.0000 69,133.72 01/31/2013 71X4074 717400013 09/30/2020 02011 3.855398400 20,216,000.0000 259,802.45 01/31/2013 71X4074 717400018 09/30/2021 02011 3.855398400 2,819,618.5400 36,235.84 01/31/2013 71X4074 717400020 09/30/2021 02011 3.855398400 1,953,000.0000 25,098.64 01/31/2013 71X4074 717400022 09/30/2022 02011 3.855398400 978,400.0000 12,573.74 01/31/2013 71X4074 717400028 09/30/2017 02011 3.855398400 11,509,300.0000 147,909.79 01/31/2013 71X4074 717400036 09/30/2034 02011 3.855398400 1,588,999.7000 20,420.76 01/31/2013 71X4074 717400037 09/30/2022 02011 3.855398400 26,007,960.0000 334,236.82 01/31/2013 71X4074 717400048 09/30/2018 02011 3.490099200 1,273,160.0000 14,811.52 01/31/2013 71X4074 717401453 09/30/2019 02011 3.855398400 783,280.0000 10,066.19 01/31/2013 71X4074 7174AERIS 09/30/2024 02011 3.855398400 72,627,500.0000 933,359.82 01/31/2013 71X4074 7174AMUB 09/30/2025 02011 3.855398400 10,013,000.0000 128,680.35 01/31/2013 71X4074 7174C11AD 09/30/2020 02011 3.855398400 4,350,000.0000 55,903.28 01/31/2013 71X4074 7174UOG 09/30/2021 02011 3.855398400 8,838,095.0000 113,581.26 01/31/2013 71X4074 717400040 09/30/2023 02012 3.490099200 522,800.0000 6,082.08 01/31/2013 71X4074 717400045 09/30/2020 02012 3.490099200 667,187.5000 7,761.84 01/31/2013 71X4074 717400049 09/30/2023 02012 3.490099200 4,346,800.0000 50,569.21 01/31/2013 71X4074 717401196 09/30/2019 02012 3.490099200 7,019,640.0000 81,664.13 01/31/2013 71X4074 717401429 09/30/2021 02012 3.490099200 22,968,000.0000 267,201.99 01/31/2013 71X4074 717401430 09/30/2019 02012 3.489998400 2,398,725.0000 27,905.15 01/31/2013 71X4074 7174C12AD 09/30/2020 02012 3.490099200 90,000.0000 1,047.03 01/31/2013 ------------------------ ---------------------- 1,938,715,358.4900 25,344,691.49 ======================== ====================== 1,938,715,358.4900 25,344,691.49 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00