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 1,068.38 07/31/2013 71X4075 717593COH 09/30/2019 01993 6.649999200 85,000.0000 4,710.42 07/31/2013 71X4075 7175COMPG 09/30/2013 01993 6.649999200 96,488.3900 5,347.06 07/31/2013 71X4075 7175COMPG 09/30/2017 01993 6.649999200 12,390.4600 686.64 07/31/2013 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 74,761.68 07/31/2013 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 84,850.69 07/31/2013 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,556,000.0000 200,617.71 07/31/2013 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 611,556.81 07/31/2013 71X4075 717595COH 09/30/2015 01995 7.260001200 24,140,000.0000 1,460,470.24 07/31/2013 71X4075 717596COH 09/30/2019 01996 6.639998400 4,030,000.0000 222,993.28 07/31/2013 71X4075 7175AQUA 09/30/2015 01996 6.639998400 1,191,806.0000 65,946.58 07/31/2013 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 1,663,335.35 07/31/2013 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 116,789.97 07/31/2013 71X4075 7175LINDL 09/30/2013 02003 4.100000400 645,882.3400 22,067.65 07/31/2013 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,000,000.0000 239,166.69 07/31/2013 71X4075 7175FORST 09/30/2020 02004 3.070000800 4,860,000.0000 124,335.03 07/31/2013 71X4075 7175GOLDK 09/30/2020 02004 3.070000800 1,200,000.0000 30,700.01 07/31/2013 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 113,180.70 07/31/2013 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 6,346.44 07/31/2013 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 247,646.73 07/31/2013 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 75,490.82 07/31/2013 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 34,310.59 07/31/2013 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 47,740.01 07/31/2013 71X4075 7175MEII8 09/30/2021 02005 5.280001200 407,190.3300 17,916.38 07/31/2013 71X4075 7175MEII9 09/30/2021 02005 5.280001200 137,183.0100 6,036.05 07/31/2013 71X4075 7175MEIIA 09/30/2018 02005 5.280001200 5,614.6200 247.04 07/31/2013 71X4075 7175MEIIC 09/30/2021 02005 5.280001200 220,994.5200 9,723.76 07/31/2013 71X4075 7175MEIIH 09/30/2017 02005 5.280001200 121,431.1700 5,342.97 07/31/2013 71X4075 7175MEIIJ 09/30/2017 02005 5.280001200 47,054.9300 2,070.42 07/31/2013 71X4075 7175MEIJA 09/30/2018 02005 5.280001200 62,345.8900 2,743.22 07/31/2013 71X4075 7175SOUES 09/30/2016 02005 5.280001200 7,449,750.0000 327,789.07 07/31/2013 71X4075 7175BANKG 09/30/2016 02006 4.520001600 166,725.0000 6,279.98 07/31/2013 71X4075 7175CMEC 09/30/2020 02006 4.880001600 5,035,000.0000 204,756.73 07/31/2013 71X4075 7175CSAJL 09/30/2013 02006 4.520001600 128,676.4700 4,846.82 07/31/2013 71X4075 7175DARPR 09/30/2017 02006 4.520001600 550,760.0000 20,745.30 07/31/2013 71X4075 7175DELTP 09/30/2020 02006 4.880001600 5,928,000.0000 241,072.08 07/31/2013 71X4075 7175LATP3 09/30/2014 02006 4.520001600 2,502,660.0000 94,266.89 07/31/2013 71X4075 7175MENA 09/30/2018 02006 4.520001600 587,940.0000 22,145.75 07/31/2013 71X4075 7175TURKE 09/30/2013 02006 4.520001600 582,000.0000 21,922.01 07/31/2013 71X4075 7175ZEURO 09/30/2014 02006 4.520001600 9,270,000.0000 349,170.12 07/31/2013 71X4075 7175ACF3 09/30/2016 02007 4.880001600 953,591.0000 38,779.38 07/31/2013 71X4075 7175ACFB 09/30/2016 02007 4.880001600 1,376,493.0000 55,977.40 07/31/2013 71X4075 7175ACFIN 09/30/2016 02007 4.880001600 2,926,152.0000 118,996.89 07/31/2013 71X4075 7175AESJO 09/30/2017 02007 4.880001600 935,872.3000 38,058.82 07/31/2013 71X4075 7175AESJO 09/30/2027 02007 4.880001600 3,311,955.5200 134,686.24 07/31/2013 71X4075 7175ALLBC 09/30/2015 02007 4.880001600 2,400,000.0000 97,600.03 07/31/2013 71X4075 7175ALLBK 09/30/2015 02007 4.880001600 282,000.0000 11,468.00 07/31/2013 71X4075 7175BANLI 09/30/2022 02007 4.880001600 181,800.0000 7,393.20 07/31/2013 71X4075 7175BANPR 09/30/2022 02007 4.880001600 1,525,500.0000 62,037.02 07/31/2013 71X4075 7175BANRU 09/30/2023 02007 4.880001600 1,212,000.0000 49,288.02 07/31/2013 71X4075 7175BLUF 09/30/2018 02007 3.849998400 9,943,362.4300 319,016.08 07/31/2013 71X4075 7175BYBLO 09/30/2022 02007 4.880001600 603,000.0000 24,522.01 07/31/2013 71X4075 7175CALVR 09/30/2015 02007 4.880001600 13,250.0000 538.83 07/31/2013 71X4075 7175CNTR3 09/30/2013 02007 4.880001600 41,600.0000 1,691.73 07/31/2013 71X4075 7175CRLB 09/30/2021 02007 4.880001600 34,813.0400 1,415.73 07/31/2013 71X4075 7175ENGRO 09/30/2016 02007 4.880001600 155,100.0000 6,307.40 07/31/2013 71X4075 7175FCPFD 09/30/2020 02007 4.880001600 468,600.0000 19,056.41 07/31/2013 71X4075 7175FICOH 09/30/2022 02007 4.880001600 1,068,750.0000 43,462.51 07/31/2013 71X4075 7175FRANS 09/30/2021 02007 4.880001600 46,556.3700 1,893.29 07/31/2013 71X4075 7175HELIO 09/30/2016 02007 4.880001600 5,470,000.0000 222,446.74 07/31/2013 71X4075 7175JMTR 09/30/2021 02007 4.880001600 74,488.0500 3,029.18 07/31/2013 71X4075 7175LOCKO 09/30/2015 02007 4.880001600 171,000.0000 6,954.00 07/31/2013 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 64,534.73 07/31/2013 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 14,845.32 07/31/2013 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 5,517.29 07/31/2013 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 31,413.76 07/31/2013 71X4075 7175BHART 09/30/2014 02008 4.489999200 3,071,001.2800 114,906.61 07/31/2013 71X4075 7175BLUE 09/30/2021 02008 4.489999200 2,945,426.5800 110,208.02 07/31/2013 71X4075 7175FERSA 09/30/2019 02008 4.489999200 1,091,579.0300 40,843.24 07/31/2013 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 35,390.18 07/31/2013 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 31,413.76 07/31/2013 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 1,266.49 07/31/2013 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 12,393.19 07/31/2013 71X4075 7175SAWHF 09/30/2017 02008 5.301900000 5,497,800.0000 242,906.55 07/31/2013 71X4075 7175SPAND 09/30/2021 02008 4.489999200 3,263,950.0100 122,126.11 07/31/2013 71X4075 7175SPANF 09/30/2021 02008 4.489999200 3,220,598.7400 120,504.05 07/31/2013 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 7,290.11 07/31/2013 71X4075 717500009 09/30/2018 02009 1.000000800 27,000.0000 225.00 07/31/2013 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 181,283.72 07/31/2013 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 14,106.08 07/31/2013 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 28,381.28 07/31/2013 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 20,392.08 07/31/2013 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 4,808.04 07/31/2013 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 39,511.99 07/31/2013 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 81,927.52 07/31/2013 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 18,975.86 07/31/2013 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 4,398.00 07/31/2013 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 201,750.63 07/31/2013 71X4075 7175DESI 09/30/2030 02009 4.489999200 18,896,200.0000 707,032.69 07/31/2013 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 173,813.48 07/31/2013 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 982.19 07/31/2013 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 171,966.97 07/31/2013 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 38,613.99 07/31/2013 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 35,807.74 07/31/2013 71X4075 7175IKH 09/30/2021 02009 4.489999200 2,674,111.1000 100,056.31 07/31/2013 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 116,066.48 07/31/2013 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 26,165.47 07/31/2013 71X4075 7175PALRL 09/30/2015 02009 4.489999200 4,518,000.0000 169,048.47 07/31/2013 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 29,353.37 07/31/2013 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 894,258.17 07/31/2013 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 207,662.46 07/31/2013 71X4075 7175ACFC 09/30/2016 02010 2.300000400 312,696.0000 5,993.34 07/31/2013 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 36,754.01 07/31/2013 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 38,237.51 07/31/2013 71X4075 7175CHBAN 09/30/2020 02010 2.300000400 1,692,000.0000 32,430.01 07/31/2013 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 26,796.92 07/31/2013 71X4075 7175ECP3 09/30/2019 02010 2.300000400 2,099,650.0000 40,243.30 07/31/2013 71X4075 7175HELO2 09/30/2020 02010 2.300000400 6,440,000.0000 123,433.35 07/31/2013 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 4,968.00 07/31/2013 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 27,686.25 07/31/2013 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 19,090.00 07/31/2013 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 597,000.0000 11,442.50 07/31/2013 71X4075 7175MCF 09/30/2017 02010 2.300000400 57,000.0000 1,092.50 07/31/2013 71X4075 7175MGF 09/30/2017 02010 2.300000400 581,400.0000 11,143.50 07/31/2013 71X4075 7175SEKMG 09/30/2031 02010 2.300000400 2,382,900.0000 45,672.26 07/31/2013 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 47.92 07/31/2013 71X4075 717500016 09/30/2014 02011 1.000198800 309,400.0000 2,578.85 07/31/2013 71X4075 717500017 09/30/2018 02011 1.000198800 270,000.0000 2,250.45 07/31/2013 71X4075 717500019 09/30/2026 02011 1.000198800 1,765,470.0000 14,715.17 07/31/2013 71X4075 717500021 09/30/2017 02011 1.000198800 4,410,000.0000 36,757.31 07/31/2013 71X4075 717500023 09/30/2031 02011 1.000198800 44,864,500.0000 373,945.16 07/31/2013 71X4075 717500025 09/30/2030 02011 1.000198800 17,084,700.0000 142,400.80 07/31/2013 71X4075 717500033 09/30/2027 02011 1.000198800 1,665,310.0000 13,880.34 07/31/2013 71X4075 7175ADP3 09/30/2017 02011 1.000198800 5,015,340.0000 41,802.81 07/31/2013 71X4075 7175AMIH 09/30/2021 02011 1.000198800 283,810.0000 2,365.55 07/31/2013 71X4075 7175BELP 09/30/2016 02011 1.000198800 630,000.0000 5,251.04 07/31/2013 71X4075 7175GLBK 09/30/2019 02011 1.000198800 1,452,000.0000 12,102.41 07/31/2013 71X4075 7175JOSHI 09/30/2015 02011 1.000198800 295,200.0000 2,460.49 07/31/2013 71X4075 7175PANNO 09/30/2021 02011 1.000198800 7,602,000.0000 63,362.59 07/31/2013 71X4075 7175PARKO 09/30/2015 02011 1.000198800 374,400.0000 3,120.62 07/31/2013 71X4075 7175SEKER 09/30/2014 02011 1.000198800 51,100.0000 425.92 07/31/2013 71X4075 717500038 09/30/2019 02012 3.439900800 792,000.0000 22,703.35 07/31/2013 71X4075 717500043 09/30/2020 02012 3.439900800 1,104,000.0000 31,647.09 07/31/2013 71X4075 717500046 09/30/2030 02012 3.439900800 627,520.0000 17,988.39 07/31/2013 71X4075 717501195 09/30/2018 02012 3.439900800 423,500.0000 12,139.98 07/31/2013 71X4075 717501197 09/30/2025 02012 3.439900800 3,850,000.0000 110,363.48 07/31/2013 71X4075 717501198 09/30/2019 02012 3.439900800 1,584,275.0000 45,414.57 07/31/2013 71X4075 717501199 09/30/2019 02012 3.439900800 1,458,000.0000 41,794.79 07/31/2013 71X4075 717501200 09/30/2028 02012 3.439900800 15,015,000.0000 430,417.59 07/31/2013 71X4075 717501201 09/30/2017 02012 3.439900800 433,750.0000 12,433.81 07/31/2013 71X4075 717501203 09/30/2017 02012 3.439900800 66,909.3800 1,918.01 07/31/2013 71X4075 717501403 09/30/2018 02012 3.440001600 2,370.7100 67.96 07/31/2013 71X4075 717501405 09/30/2019 02012 3.439900800 351,182.2400 10,066.93 07/31/2013 71X4075 717501406 09/30/2018 02012 3.440001600 6,314.2800 181.01 07/31/2013 71X4075 717501407 09/30/2017 02012 3.439900800 43,750.0000 1,254.13 07/31/2013 71X4075 717501411 09/30/2022 02012 3.439900800 57,720.0000 1,654.59 07/31/2013 71X4075 717501413 09/30/2018 02012 3.439900800 80,000.0000 2,293.27 07/31/2013 71X4075 717501417 09/30/2020 02012 3.439900800 1,737,000.0000 49,792.56 07/31/2013 71X4075 717501425 09/30/2017 02012 3.440001600 50,240.0000 1,440.21 07/31/2013 71X4075 717501427 09/30/2026 02012 3.439900800 50,200,000.0000 1,439,025.17 07/31/2013 71X4075 717501432 09/30/2031 02012 3.439900800 22,719,400.0000 651,270.69 07/31/2013 71X4075 717501442 09/30/2018 02012 3.439900800 63,000.0000 1,805.95 07/31/2013 71X4075 717501443 09/30/2018 02012 3.439900800 51,000.0000 1,461.96 07/31/2013 71X4075 717501456 09/30/2015 02012 3.440001600 16,380.0000 469.56 07/31/2013 71X4075 717501457 09/30/2028 02012 3.439900800 32,600,000.0000 934,506.38 07/31/2013 71X4075 717501461 09/30/2034 02012 3.439900800 6,006,000.0000 172,167.04 07/31/2013 71X4075 717501466 09/30/2016 02013 3.439900800 104,300.0000 2,989.85 07/31/2013 71X4075 717501467 09/30/2016 02013 3.440001600 104,300.0000 2,989.93 07/31/2013 71X4075 717501468 09/30/2017 02013 3.440001600 777,000.0000 22,274.01 07/31/2013 71X4075 717501469 09/30/2017 02013 3.439900800 122,850.0000 3,521.60 07/31/2013 71X4075 717501470 09/30/2017 02013 3.439900800 404,550.0000 11,596.77 07/31/2013 71X4075 717501472 09/30/2020 02013 3.439900800 2,001,000.0000 57,360.35 07/31/2013 71X4075 717501477 09/30/2024 02013 3.439900800 1,023,000.0000 29,325.15 07/31/2013 71X4075 717501479 09/30/2016 02013 3.440001600 160,000.0000 4,586.67 07/31/2013 71X4075 717501486 09/30/2042 02013 3.440001600 2,014,875.0000 57,759.78 07/31/2013 ------------------------ ---------------------- 550,769,852.5700 17,607,093.84 ======================== ====================== 550,769,852.5700 17,607,093.84 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00