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 213,424.30 07/31/2013 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 1,354,000.32 07/31/2013 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 282,083.40 07/31/2013 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 301,829.24 07/31/2013 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 56,416.68 07/31/2013 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 17,984.51 07/31/2013 71X4074 717498DLC 09/30/2015 01998 4.759999200 11,050,000.0000 438,316.59 07/31/2013 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 130,899.98 07/31/2013 71X4074 717499COH 09/30/2015 01999 5.649998400 5,265,000.0000 247,893.68 07/31/2013 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 364,377.81 07/31/2013 71X4074 717400COH 09/30/2015 02000 5.040000000 47,580,000.0000 1,998,360.00 07/31/2013 71X4074 717401DLC 09/30/2020 02001 3.510000000 1,435,000.0000 41,973.75 07/31/2013 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 226,683.38 07/31/2013 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 7,780,822.37 07/31/2013 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 96,425.02 07/31/2013 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 207,229.21 07/31/2013 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 264,339.89 07/31/2013 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 71,166.66 07/31/2013 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 71,166.66 07/31/2013 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 74,724.99 07/31/2013 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 198,702.65 07/31/2013 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 680,839.34 07/31/2013 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,251,600.0000 80,119.43 07/31/2013 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 88,221.04 07/31/2013 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 178,073.67 07/31/2013 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 134,100.04 07/31/2013 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 42,884.07 07/31/2013 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 111,750.03 07/31/2013 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 931,250.25 07/31/2013 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 40,214.18 07/31/2013 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 127,200.00 07/31/2013 71X4074 7174BDCC 09/30/2022 02006 4.770000000 16,734,600.0000 665,200.35 07/31/2013 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 357,750.00 07/31/2013 71X4074 7174BLH 09/30/2029 02006 5.180000400 3,113,250.0000 134,388.64 07/31/2013 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 229,339.45 07/31/2013 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 39,750.00 07/31/2013 71X4074 7174FLAMA 09/30/2015 02006 5.180000400 226,620.0000 9,782.43 07/31/2013 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 1,214,742.94 07/31/2013 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 51,566.68 07/31/2013 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 675,750.00 07/31/2013 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 329,292.98 07/31/2013 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 111,346.11 07/31/2013 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 79,500.00 07/31/2013 71X4074 717407COH 09/30/2015 02007 5.180000400 101,000.0000 4,359.83 07/31/2013 71X4074 71741STMT 09/30/2023 02007 5.180000400 5,382,500.0000 232,344.60 07/31/2013 71X4074 7174AFGGR 09/30/2022 02007 5.180000400 17,392,000.0000 750,754.72 07/31/2013 71X4074 7174AMINS 09/30/2015 02007 5.180000400 2,233,000.0000 96,391.17 07/31/2013 71X4074 7174BDCC2 09/30/2028 02007 5.180000400 5,907,405.0000 255,003.00 07/31/2013 71X4074 7174C07BD 09/30/2013 02007 3.459999600 30,000.0000 865.00 07/31/2013 71X4074 7174CULIN 09/30/2015 02007 5.180000400 155,329.0000 6,705.04 07/31/2013 71X4074 7174LEDFC 09/30/2022 02007 5.180000400 3,685,548.2900 159,092.85 07/31/2013 71X4074 7174NATUR 09/30/2013 02007 3.459999600 137,700.0000 3,970.35 07/31/2013 71X4074 7174TAYL 09/30/2034 02007 5.180000400 53,357,999.9800 2,303,287.18 07/31/2013 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 88,425.24 07/31/2013 71X4074 7174AMWOL 09/30/2016 02008 2.289999600 523,160.0000 9,983.63 07/31/2013 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 105,013.17 07/31/2013 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 563,155.10 07/31/2013 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 374,627.91 07/31/2013 71X4074 7174EMERF 09/30/2014 02008 4.600000800 1,725,000.0000 66,125.01 07/31/2013 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 86,173.29 07/31/2013 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 198,129.70 07/31/2013 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 23,406.24 07/31/2013 71X4074 7174IMMDF 09/30/2016 02008 2.289999600 2,855,289.9800 54,488.44 07/31/2013 71X4074 7174INTMA 09/30/2035 02008 2.289999600 25,219,070.0000 481,263.84 07/31/2013 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 1,052,748.52 07/31/2013 71X4074 7174LAFIS 09/30/2033 02008 2.289999600 10,825,000.0000 206,577.05 07/31/2013 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 56,367.26 07/31/2013 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 10,273.34 07/31/2013 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 40,503.01 07/31/2013 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 177,540.86 07/31/2013 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 10,772.05 07/31/2013 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 355,618.40 07/31/2013 71X4074 7174SUMMI 09/30/2013 02008 2.289999600 3,482,800.0000 66,463.42 07/31/2013 71X4074 717400012 09/30/2018 02009 3.855398400 18,409,350.0000 591,461.49 07/31/2013 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 196,266.70 07/31/2013 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 5,715,900.0000 219,109.54 07/31/2013 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 247,772.33 07/31/2013 71X4074 7174BAMAK 09/30/2019 02009 4.600000800 6,258,040.0000 239,891.58 07/31/2013 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 438,427.25 07/31/2013 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 1,916.67 07/31/2013 71X4074 7174C09CD 09/30/2020 02009 3.855398400 685,000.0000 22,007.90 07/31/2013 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 18,563.30 07/31/2013 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 1,954,425.34 07/31/2013 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 347,104.56 07/31/2013 71X4074 7174CSILC 09/30/2015 02009 4.600000800 2,652,307.3900 101,671.80 07/31/2013 71X4074 7174CSILT 09/30/2016 02009 4.600000800 1,231,858.6200 47,221.26 07/31/2013 71X4074 7174CSIP 09/30/2014 02009 4.600000800 4,392,898.2900 168,394.46 07/31/2013 71X4074 7174EXPR 09/30/2018 02009 4.600000800 4,058,000.0000 155,556.69 07/31/2013 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 234,025.04 07/31/2013 71X4074 7174GAMMA 09/30/2018 02009 3.855398400 2,021,660.2000 64,952.55 07/31/2013 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 99,465.43 07/31/2013 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 19,306,000.0000 370,031.73 07/31/2013 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 10,698,000.0000 410,090.07 07/31/2013 71X4074 7174HUSK 09/30/2022 02009 4.600000800 771,900.0000 29,589.51 07/31/2013 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 3,308,513.0100 126,826.35 07/31/2013 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 54,116.71 07/31/2013 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 419,021.74 07/31/2013 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 191,666.70 07/31/2013 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 146,861.16 07/31/2013 71X4074 7174MONR 09/30/2027 02009 4.600000800 624,397.6800 23,935.25 07/31/2013 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 373,213.40 07/31/2013 71X4074 7174PATRI 09/30/2016 02009 4.600000800 25,815,000.0000 989,575.17 07/31/2013 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 394,641.74 07/31/2013 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 11,596.31 07/31/2013 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 402,354.79 07/31/2013 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 32,310.21 07/31/2013 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 29,815.67 07/31/2013 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 901,699.83 07/31/2013 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 70,456.68 07/31/2013 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 5,951,157.8500 228,127.76 07/31/2013 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 5,534,389.76 07/31/2013 71X4074 7174VELIF 09/30/2017 02009 4.600000800 26,050,000.0000 998,583.51 07/31/2013 71X4074 7174VERDA 09/30/2016 02009 4.600000800 32,052,253.4400 1,228,669.93 07/31/2013 71X4074 717400006 09/30/2027 02010 3.855398400 24,262,200.0000 779,503.73 07/31/2013 71X4074 717400039 09/30/2020 02010 3.489998400 531,650.0000 15,462.15 07/31/2013 71X4074 717401450 09/30/2020 02010 3.490002000 2,348,160.0000 68,292.36 07/31/2013 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 8,131,425.0000 155,852.34 07/31/2013 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 39,660,600.0000 760,161.63 07/31/2013 71X4074 7174AUTO 09/30/2018 02010 2.300000400 1,022,000.0000 19,588.34 07/31/2013 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 531,885.14 07/31/2013 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 68,257.88 07/31/2013 71X4074 7174BROAD 09/30/2016 02010 3.855398400 485,450.0000 15,596.69 07/31/2013 71X4074 7174BUCH1 09/30/2025 02010 3.855398400 59,606,800.0000 1,915,066.34 07/31/2013 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 28,750.01 07/31/2013 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 6,425.66 07/31/2013 71X4074 7174CGS 09/30/2024 02010 2.300000400 119,448,945.0000 2,289,438.51 07/31/2013 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 105,627.52 07/31/2013 71X4074 7174CSILB 09/30/2014 02010 2.300000400 11,118,202.1900 213,098.91 07/31/2013 71X4074 7174DSP 09/30/2021 02010 2.300000400 49,770,000.0000 953,925.17 07/31/2013 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 342,504.56 07/31/2013 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 202,438.37 07/31/2013 71X4074 7174GHANA 09/30/2032 02010 2.300000400 15,894,496.8500 304,644.58 07/31/2013 71X4074 7174GMF 09/30/2014 02010 2.300000400 33,619,200.0000 644,368.11 07/31/2013 71X4074 7174HAITI 09/30/2018 02010 3.855398400 5,329,800.0000 171,237.52 07/31/2013 71X4074 7174JIMM 09/30/2018 02010 3.855398400 2,901,300.0000 93,213.89 07/31/2013 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 216,085.04 07/31/2013 71X4074 7174PNET 09/30/2021 02010 3.855398400 1,197,641.0400 38,478.19 07/31/2013 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 550,227.18 07/31/2013 71X4074 7174RODB 09/30/2016 02010 2.300000400 9,385,929.0000 179,897.00 07/31/2013 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 58,799.51 07/31/2013 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 59,874.76 07/31/2013 71X4074 7174TBCK 09/30/2021 02010 2.300000400 12,315,600.0000 236,049.04 07/31/2013 71X4074 717400007 09/30/2021 02011 3.855398400 7,531,300.0000 241,968.02 07/31/2013 71X4074 717400013 09/30/2020 02011 3.855398400 20,216,000.0000 649,506.12 07/31/2013 71X4074 717400018 09/30/2021 02011 3.855398400 2,819,618.5400 90,589.61 07/31/2013 71X4074 717400020 09/30/2021 02011 3.855398400 1,953,000.0000 62,746.61 07/31/2013 71X4074 717400022 09/30/2022 02011 3.855398400 978,400.0000 31,434.35 07/31/2013 71X4074 717400028 09/30/2017 02011 3.855398400 11,509,300.0000 369,774.47 07/31/2013 71X4074 717400036 09/30/2034 02011 3.855398400 4,043,000.0000 129,894.80 07/31/2013 71X4074 717400037 09/30/2022 02011 3.855398400 28,517,500.0000 916,219.37 07/31/2013 71X4074 717400048 09/30/2018 02011 3.490099200 2,091,620.0000 60,833.01 07/31/2013 71X4074 717401453 09/30/2019 02011 3.855398400 783,280.0000 25,165.47 07/31/2013 71X4074 717401502 09/30/2018 02011 3.489998400 9,478,377.7900 275,662.69 07/31/2013 71X4074 7174AERIS 09/30/2024 02011 3.855398400 72,627,500.0000 2,333,399.56 07/31/2013 71X4074 7174AMUB 09/30/2025 02011 3.855398400 10,013,000.0000 321,700.87 07/31/2013 71X4074 7174C11AD 09/30/2020 02011 3.855398400 4,350,000.0000 139,758.19 07/31/2013 71X4074 7174UOG 09/30/2021 02011 3.855398400 8,838,095.0000 283,953.14 07/31/2013 71X4074 717400040 09/30/2023 02012 3.490099200 993,320.0000 28,889.88 07/31/2013 71X4074 717400045 09/30/2020 02012 3.490099200 667,187.5000 19,404.59 07/31/2013 71X4074 717400049 09/30/2023 02012 3.490099200 4,346,800.0000 126,423.03 07/31/2013 71X4074 717401196 09/30/2019 02012 3.490099200 17,445,870.0000 507,398.47 07/31/2013 71X4074 717401424 09/30/2023 02012 3.489998400 1,507,200.0000 43,834.38 07/31/2013 71X4074 717401428 09/30/2017 02012 3.489998400 20,030,000.0000 582,538.90 07/31/2013 71X4074 717401429 09/30/2021 02012 3.490099200 22,968,000.0000 668,004.99 07/31/2013 71X4074 717401430 09/30/2019 02012 3.489998400 5,063,975.0000 147,277.21 07/31/2013 71X4074 717401434 09/30/2023 02012 3.489998400 3,887,800.0000 113,070.13 07/31/2013 71X4074 717401435 09/30/2022 02012 3.489998400 21,892,000.0000 636,692.04 07/31/2013 71X4074 717401437 09/30/2019 02012 3.490099200 1,989,180.0000 57,853.63 07/31/2013 71X4074 717401444 09/30/2019 02012 3.489998400 226,780.0000 6,595.52 07/31/2013 71X4074 717401447 09/30/2028 02012 3.489998400 2,627,500.0000 76,416.42 07/31/2013 71X4074 717401480 09/30/2019 02012 3.489998400 515,400.0000 14,989.54 07/31/2013 71X4074 7174C12AD 09/30/2020 02012 3.490099200 90,000.0000 2,617.57 07/31/2013 71X4074 717401476 09/30/2023 02013 3.489998400 4,283,160.0000 124,568.51 07/31/2013 71X4074 717401482 09/30/2025 02013 3.489998400 12,117,550.0000 352,418.58 07/31/2013 71X4074 717401492 09/30/2027 02013 3.489998400 33,437,000.0000 975,700.50 07/31/2013 71X4074 717401496 09/30/2020 02013 3.489998400 54,790,000.0000 1,593,475.10 07/31/2013 ------------------------ ---------------------- 2,164,523,439.4200 69,743,645.21 ======================== ====================== 2,164,523,439.4200 69,743,645.21 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00