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 427.35 01/31/2013 71X4075 717593COH 09/30/2019 01993 6.649999200 85,000.0000 1,884.17 01/31/2013 71X4075 7175COMPG 09/30/2013 01993 6.649999200 96,488.3900 2,138.83 01/31/2013 71X4075 7175COMPG 09/30/2017 01993 6.649999200 12,390.4600 274.66 01/31/2013 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 29,904.67 01/31/2013 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 33,940.27 01/31/2013 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,556,000.0000 80,247.09 01/31/2013 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 244,622.72 01/31/2013 71X4075 717595COH 09/30/2015 01995 7.260001200 24,140,000.0000 584,188.10 01/31/2013 71X4075 717596COH 09/30/2019 01996 6.639998400 4,030,000.0000 89,197.31 01/31/2013 71X4075 7175AQUA 09/30/2015 01996 6.639998400 1,191,806.0000 26,378.63 01/31/2013 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 665,334.14 01/31/2013 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 46,715.99 01/31/2013 71X4075 7175LINDL 09/30/2013 02003 4.100000400 645,882.3400 8,827.06 01/31/2013 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,000,000.0000 95,666.68 01/31/2013 71X4075 7175FORST 09/30/2020 02004 3.070000800 4,860,000.0000 49,734.01 01/31/2013 71X4075 7175GOLDK 09/30/2020 02004 3.070000800 1,200,000.0000 12,280.00 01/31/2013 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 45,272.28 01/31/2013 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 2,538.58 01/31/2013 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 99,058.69 01/31/2013 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 30,196.33 01/31/2013 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 13,724.24 01/31/2013 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 19,096.00 01/31/2013 71X4075 7175MEII8 09/30/2021 02005 5.280001200 391,459.6000 6,889.69 01/31/2013 71X4075 7175MEII9 09/30/2021 02005 5.280001200 137,183.0100 2,414.42 01/31/2013 71X4075 7175MEIIA 09/30/2018 02005 5.280001200 5,614.6200 98.82 01/31/2013 71X4075 7175MEIIC 09/30/2021 02005 5.280001200 158,095.9700 2,782.49 01/31/2013 71X4075 7175MEIIH 09/30/2017 02005 5.280001200 121,431.1700 2,137.19 01/31/2013 71X4075 7175MEIIJ 09/30/2017 02005 5.280001200 38,086.2300 670.32 01/31/2013 71X4075 7175SOUES 09/30/2016 02005 5.280001200 6,998,250.0000 123,169.23 01/31/2013 71X4075 7175BANKG 09/30/2016 02006 4.520001600 166,725.0000 2,511.99 01/31/2013 71X4075 7175CMEC 09/30/2020 02006 4.880001600 5,035,000.0000 81,902.69 01/31/2013 71X4075 7175CSAJL 09/30/2013 02006 4.520001600 128,676.4700 1,938.73 01/31/2013 71X4075 7175DARPR 09/30/2017 02006 4.520001600 274,400.0000 4,134.29 01/31/2013 71X4075 7175DELTP 09/30/2020 02006 4.880001600 5,928,000.0000 96,428.83 01/31/2013 71X4075 7175LATP3 09/30/2014 02006 4.520001600 2,502,660.0000 37,706.76 01/31/2013 71X4075 7175MENA 09/30/2018 02006 4.520001600 587,940.0000 8,858.30 01/31/2013 71X4075 7175TURKE 09/30/2013 02006 4.520001600 582,000.0000 8,768.80 01/31/2013 71X4075 7175ZEURO 09/30/2014 02006 4.520001600 9,270,000.0000 139,668.05 01/31/2013 71X4075 7175ACF3 09/30/2016 02007 4.880001600 706,211.0000 11,487.70 01/31/2013 71X4075 7175ACFB 09/30/2016 02007 4.880001600 975,973.0000 15,875.83 01/31/2013 71X4075 7175ACFIN 09/30/2016 02007 4.880001600 2,478,512.0000 40,317.14 01/31/2013 71X4075 7175AESJO 09/30/2017 02007 4.880001600 935,872.3000 15,223.53 01/31/2013 71X4075 7175AESJO 09/30/2027 02007 4.880001600 3,311,955.5200 53,874.49 01/31/2013 71X4075 7175ALLBC 09/30/2015 02007 4.880001600 2,400,000.0000 39,040.01 01/31/2013 71X4075 7175ALLBK 09/30/2015 02007 4.880001600 282,000.0000 4,587.20 01/31/2013 71X4075 7175BANLI 09/30/2022 02007 4.880001600 181,800.0000 2,957.28 01/31/2013 71X4075 7175BANPR 09/30/2022 02007 4.880001600 1,525,500.0000 24,814.81 01/31/2013 71X4075 7175BANRU 09/30/2023 02007 4.880001600 1,212,000.0000 19,715.21 01/31/2013 71X4075 7175BLUF 09/30/2018 02007 3.849998400 9,943,362.4300 127,606.43 01/31/2013 71X4075 7175BYBLO 09/30/2022 02007 4.880001600 603,000.0000 9,808.80 01/31/2013 71X4075 7175CALVR 09/30/2015 02007 4.880001600 13,250.0000 215.53 01/31/2013 71X4075 7175CNTR3 09/30/2013 02007 4.880001600 41,600.0000 676.69 01/31/2013 71X4075 7175CRLB 09/30/2021 02007 4.880001600 34,813.0400 566.29 01/31/2013 71X4075 7175ENGRO 09/30/2016 02007 4.880001600 155,100.0000 2,522.96 01/31/2013 71X4075 7175FCPFD 09/30/2020 02007 4.880001600 244,200.0000 3,972.32 01/31/2013 71X4075 7175FICOH 09/30/2022 02007 4.880001600 1,068,750.0000 17,385.01 01/31/2013 71X4075 7175FRANS 09/30/2021 02007 4.880001600 31,498.3600 512.37 01/31/2013 71X4075 7175HELIO 09/30/2016 02007 4.880001600 5,470,000.0000 88,978.70 01/31/2013 71X4075 7175JMTR 09/30/2021 02007 4.880001600 54,833.9700 891.97 01/31/2013 71X4075 7175LOCKO 09/30/2015 02007 4.880001600 171,000.0000 2,781.60 01/31/2013 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 25,813.89 01/31/2013 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 5,938.13 01/31/2013 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 2,206.92 01/31/2013 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 12,565.50 01/31/2013 71X4075 7175BHART 09/30/2014 02008 4.489999200 3,071,001.2800 45,962.64 01/31/2013 71X4075 7175BLUE 09/30/2021 02008 4.489999200 2,104,186.8800 31,492.66 01/31/2013 71X4075 7175FERSA 09/30/2019 02008 4.489999200 1,091,579.0300 16,337.30 01/31/2013 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 14,156.07 01/31/2013 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 12,565.50 01/31/2013 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 506.60 01/31/2013 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 4,957.28 01/31/2013 71X4075 7175SAWHF 09/30/2017 02008 5.301900000 5,497,800.0000 97,162.62 01/31/2013 71X4075 7175SPAND 09/30/2021 02008 4.489999200 3,263,950.0100 48,850.44 01/31/2013 71X4075 7175SPANF 09/30/2021 02008 4.489999200 3,220,598.7400 48,201.62 01/31/2013 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 2,916.05 01/31/2013 71X4075 717500009 09/30/2018 02009 1.000000800 27,000.0000 90.00 01/31/2013 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 72,513.49 01/31/2013 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 5,642.43 01/31/2013 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 11,352.51 01/31/2013 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 8,156.83 01/31/2013 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 1,923.22 01/31/2013 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 15,804.80 01/31/2013 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 32,771.01 01/31/2013 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 7,590.34 01/31/2013 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 1,759.20 01/31/2013 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 80,700.25 01/31/2013 71X4075 7175DESI 09/30/2030 02009 4.489999200 18,896,200.0000 282,813.08 01/31/2013 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 69,525.39 01/31/2013 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 392.87 01/31/2013 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 68,786.79 01/31/2013 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 15,445.60 01/31/2013 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 14,323.10 01/31/2013 71X4075 7175IKH 09/30/2021 02009 4.489999200 1,459,711.1100 21,847.01 01/31/2013 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 46,426.59 01/31/2013 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 10,466.19 01/31/2013 71X4075 7175PALRL 09/30/2015 02009 4.489999200 4,518,000.0000 67,619.39 01/31/2013 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 11,741.35 01/31/2013 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 357,703.27 01/31/2013 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 83,064.99 01/31/2013 71X4075 7175ACFC 09/30/2016 02010 2.300000400 227,856.0000 1,746.90 01/31/2013 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 14,701.60 01/31/2013 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 15,295.00 01/31/2013 71X4075 7175CHBAN 09/30/2020 02010 2.300000400 1,692,000.0000 12,972.00 01/31/2013 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 10,718.77 01/31/2013 71X4075 7175ECP3 09/30/2019 02010 2.300000400 2,099,650.0000 16,097.32 01/31/2013 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 1,987.20 01/31/2013 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 11,074.50 01/31/2013 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 7,636.00 01/31/2013 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 597,000.0000 4,577.00 01/31/2013 71X4075 7175MCF 09/30/2017 02010 2.300000400 57,000.0000 437.00 01/31/2013 71X4075 7175MGF 09/30/2017 02010 2.300000400 581,400.0000 4,457.40 01/31/2013 71X4075 7175SEKMG 09/30/2031 02010 2.300000400 2,382,900.0000 18,268.90 01/31/2013 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 19.17 01/31/2013 71X4075 717500016 09/30/2014 02011 1.000198800 309,400.0000 1,031.54 01/31/2013 71X4075 717500017 09/30/2018 02011 1.000198800 270,000.0000 900.18 01/31/2013 71X4075 717500019 09/30/2026 02011 1.000198800 1,765,470.0000 5,886.07 01/31/2013 71X4075 717500021 09/30/2017 02011 1.000198800 4,410,000.0000 14,702.92 01/31/2013 71X4075 717500023 09/30/2031 02011 1.000198800 37,246,000.0000 124,178.02 01/31/2013 71X4075 717500025 09/30/2030 02011 1.000198800 17,084,700.0000 56,960.32 01/31/2013 71X4075 717500033 09/30/2027 02011 1.000198800 1,665,310.0000 5,552.14 01/31/2013 71X4075 7175ADP3 09/30/2017 02011 1.000198800 5,015,340.0000 16,721.12 01/31/2013 71X4075 7175AMIH 09/30/2021 02011 1.000198800 283,810.0000 946.22 01/31/2013 71X4075 7175BELP 09/30/2016 02011 1.000198800 630,000.0000 2,100.42 01/31/2013 71X4075 7175GLBK 09/30/2019 02011 1.000198800 1,452,000.0000 4,840.96 01/31/2013 71X4075 7175JOSHI 09/30/2015 02011 1.000198800 295,200.0000 984.20 01/31/2013 71X4075 7175PANNO 09/30/2021 02011 1.000198800 7,602,000.0000 25,345.04 01/31/2013 71X4075 7175PARKO 09/30/2015 02011 1.000198800 374,400.0000 1,248.25 01/31/2013 71X4075 7175SEKER 09/30/2014 02011 1.000198800 51,100.0000 170.37 01/31/2013 71X4075 717500038 09/30/2019 02012 3.439900800 792,000.0000 9,081.34 01/31/2013 71X4075 717500043 09/30/2020 02012 3.439900800 1,104,000.0000 12,658.83 01/31/2013 71X4075 717500046 09/30/2030 02012 3.439900800 627,520.0000 7,195.36 01/31/2013 71X4075 717501195 09/30/2018 02012 3.439900800 423,500.0000 4,855.99 01/31/2013 71X4075 717501197 09/30/2025 02012 3.439900800 3,850,000.0000 44,145.39 01/31/2013 71X4075 717501198 09/30/2019 02012 3.439900800 1,584,275.0000 18,165.83 01/31/2013 71X4075 717501199 09/30/2019 02012 3.439900800 1,458,000.0000 16,717.92 01/31/2013 71X4075 717501200 09/30/2028 02012 3.439900800 15,015,000.0000 172,167.04 01/31/2013 71X4075 717501201 09/30/2017 02012 3.439900800 433,750.0000 4,973.52 01/31/2013 71X4075 717501203 09/30/2017 02012 3.439900800 66,909.3800 767.21 01/31/2013 71X4075 717501405 09/30/2019 02012 3.439900800 351,182.2400 4,026.77 01/31/2013 71X4075 717501407 09/30/2017 02012 3.439900800 43,750.0000 501.65 01/31/2013 71X4075 717501411 09/30/2022 02012 3.439900800 58,521.1300 671.02 01/31/2013 71X4075 717501413 09/30/2018 02012 3.439900800 80,000.0000 917.31 01/31/2013 71X4075 717501417 09/30/2020 02012 3.439900800 1,737,000.0000 19,917.03 01/31/2013 71X4075 717501427 09/30/2026 02012 3.439900800 50,200,000.0000 575,610.07 01/31/2013 71X4075 717501432 09/30/2031 02012 3.439900800 22,719,400.0000 260,508.27 01/31/2013 71X4075 717501442 09/30/2018 02012 3.439900800 63,000.0000 722.38 01/31/2013 71X4075 717501443 09/30/2018 02012 3.439900800 51,000.0000 584.78 01/31/2013 71X4075 717501461 09/30/2034 02012 3.439900800 1,430,000.0000 16,396.86 01/31/2013 71X4075 717501466 09/30/2016 02013 3.439900800 104,300.0000 1,195.94 01/31/2013 71X4075 717501467 09/30/2016 02013 3.440001600 104,300.0000 1,195.97 01/31/2013 71X4075 717501468 09/30/2017 02013 3.440001600 777,000.0000 8,909.60 01/31/2013 71X4075 717501469 09/30/2017 02013 3.439900800 122,850.0000 1,408.64 01/31/2013 71X4075 717501470 09/30/2017 02013 3.439900800 404,550.0000 4,638.71 01/31/2013 71X4075 717501472 09/30/2020 02013 3.439900800 2,001,000.0000 22,944.14 01/31/2013 71X4075 717501477 09/30/2024 02013 3.439900800 1,023,000.0000 11,730.06 01/31/2013 ------------------------ ---------------------- 492,913,038.0600 6,447,797.35 ======================== ====================== 492,913,038.0600 6,447,797.35 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00