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 534.19 02/28/2013 71X4075 717593COH 09/30/2019 01993 6.649999200 85,000.0000 2,355.21 02/28/2013 71X4075 7175COMPG 09/30/2013 01993 6.649999200 96,488.3900 2,673.53 02/28/2013 71X4075 7175COMPG 09/30/2017 01993 6.649999200 12,390.4600 343.32 02/28/2013 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 37,380.84 02/28/2013 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 42,425.34 02/28/2013 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,556,000.0000 100,308.86 02/28/2013 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 305,778.41 02/28/2013 71X4075 717595COH 09/30/2015 01995 7.260001200 24,140,000.0000 730,235.12 02/28/2013 71X4075 717596COH 09/30/2019 01996 6.639998400 4,030,000.0000 111,496.64 02/28/2013 71X4075 7175AQUA 09/30/2015 01996 6.639998400 1,191,806.0000 32,973.29 02/28/2013 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 831,667.67 02/28/2013 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 58,394.98 02/28/2013 71X4075 7175LINDL 09/30/2013 02003 4.100000400 645,882.3400 11,033.82 02/28/2013 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,000,000.0000 119,583.35 02/28/2013 71X4075 7175FORST 09/30/2020 02004 3.070000800 4,860,000.0000 62,167.52 02/28/2013 71X4075 7175GOLDK 09/30/2020 02004 3.070000800 1,200,000.0000 15,350.00 02/28/2013 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 56,590.35 02/28/2013 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 3,173.22 02/28/2013 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 123,823.37 02/28/2013 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 37,745.41 02/28/2013 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 17,155.30 02/28/2013 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 23,870.01 02/28/2013 71X4075 7175MEII8 09/30/2021 02005 5.280001200 391,459.6000 8,612.11 02/28/2013 71X4075 7175MEII9 09/30/2021 02005 5.280001200 137,183.0100 3,018.03 02/28/2013 71X4075 7175MEIIA 09/30/2018 02005 5.280001200 5,614.6200 123.52 02/28/2013 71X4075 7175MEIIC 09/30/2021 02005 5.280001200 158,095.9700 3,478.11 02/28/2013 71X4075 7175MEIIH 09/30/2017 02005 5.280001200 121,431.1700 2,671.49 02/28/2013 71X4075 7175MEIIJ 09/30/2017 02005 5.280001200 38,086.2300 837.90 02/28/2013 71X4075 7175SOUES 09/30/2016 02005 5.280001200 6,998,250.0000 153,961.53 02/28/2013 71X4075 7175BANKG 09/30/2016 02006 4.520001600 166,725.0000 3,139.99 02/28/2013 71X4075 7175CMEC 09/30/2020 02006 4.880001600 5,035,000.0000 102,378.37 02/28/2013 71X4075 7175CSAJL 09/30/2013 02006 4.520001600 128,676.4700 2,423.41 02/28/2013 71X4075 7175DARPR 09/30/2017 02006 4.520001600 274,400.0000 5,167.87 02/28/2013 71X4075 7175DELTP 09/30/2020 02006 4.880001600 5,928,000.0000 120,536.04 02/28/2013 71X4075 7175LATP3 09/30/2014 02006 4.520001600 2,502,660.0000 47,133.45 02/28/2013 71X4075 7175MENA 09/30/2018 02006 4.520001600 587,940.0000 11,072.87 02/28/2013 71X4075 7175TURKE 09/30/2013 02006 4.520001600 582,000.0000 10,961.00 02/28/2013 71X4075 7175ZEURO 09/30/2014 02006 4.520001600 9,270,000.0000 174,585.06 02/28/2013 71X4075 7175ACF3 09/30/2016 02007 4.880001600 706,211.0000 14,359.63 02/28/2013 71X4075 7175ACFB 09/30/2016 02007 4.880001600 975,973.0000 19,844.79 02/28/2013 71X4075 7175ACFIN 09/30/2016 02007 4.880001600 2,478,512.0000 50,396.43 02/28/2013 71X4075 7175AESJO 09/30/2017 02007 4.880001600 935,872.3000 19,029.41 02/28/2013 71X4075 7175AESJO 09/30/2027 02007 4.880001600 3,311,955.5200 67,343.12 02/28/2013 71X4075 7175ALLBC 09/30/2015 02007 4.880001600 2,400,000.0000 48,800.02 02/28/2013 71X4075 7175ALLBK 09/30/2015 02007 4.880001600 282,000.0000 5,734.00 02/28/2013 71X4075 7175BANLI 09/30/2022 02007 4.880001600 181,800.0000 3,696.60 02/28/2013 71X4075 7175BANPR 09/30/2022 02007 4.880001600 1,525,500.0000 31,018.51 02/28/2013 71X4075 7175BANRU 09/30/2023 02007 4.880001600 1,212,000.0000 24,644.01 02/28/2013 71X4075 7175BLUF 09/30/2018 02007 3.849998400 9,943,362.4300 159,508.04 02/28/2013 71X4075 7175BYBLO 09/30/2022 02007 4.880001600 603,000.0000 12,261.00 02/28/2013 71X4075 7175CALVR 09/30/2015 02007 4.880001600 13,250.0000 269.42 02/28/2013 71X4075 7175CNTR3 09/30/2013 02007 4.880001600 41,600.0000 845.87 02/28/2013 71X4075 7175CRLB 09/30/2021 02007 4.880001600 34,813.0400 707.87 02/28/2013 71X4075 7175ENGRO 09/30/2016 02007 4.880001600 155,100.0000 3,153.70 02/28/2013 71X4075 7175FCPFD 09/30/2020 02007 4.880001600 244,200.0000 4,965.40 02/28/2013 71X4075 7175FICOH 09/30/2022 02007 4.880001600 1,068,750.0000 21,731.26 02/28/2013 71X4075 7175FRANS 09/30/2021 02007 4.880001600 31,498.3600 640.47 02/28/2013 71X4075 7175HELIO 09/30/2016 02007 4.880001600 5,470,000.0000 111,223.37 02/28/2013 71X4075 7175JMTR 09/30/2021 02007 4.880001600 54,833.9700 1,114.96 02/28/2013 71X4075 7175LOCKO 09/30/2015 02007 4.880001600 171,000.0000 3,477.00 02/28/2013 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 32,267.36 02/28/2013 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 7,422.66 02/28/2013 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 2,758.64 02/28/2013 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 15,706.88 02/28/2013 71X4075 7175BHART 09/30/2014 02008 4.489999200 3,071,001.2800 57,453.31 02/28/2013 71X4075 7175BLUE 09/30/2021 02008 4.489999200 2,104,186.8800 39,365.82 02/28/2013 71X4075 7175FERSA 09/30/2019 02008 4.489999200 1,091,579.0300 20,421.62 02/28/2013 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 17,695.09 02/28/2013 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 15,706.88 02/28/2013 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 633.25 02/28/2013 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 6,196.60 02/28/2013 71X4075 7175SAWHF 09/30/2017 02008 5.301900000 5,497,800.0000 121,453.27 02/28/2013 71X4075 7175SPAND 09/30/2021 02008 4.489999200 3,263,950.0100 61,063.05 02/28/2013 71X4075 7175SPANF 09/30/2021 02008 4.489999200 3,220,598.7400 60,252.02 02/28/2013 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 3,645.06 02/28/2013 71X4075 717500009 09/30/2018 02009 1.000000800 27,000.0000 112.50 02/28/2013 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 90,641.86 02/28/2013 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 7,053.04 02/28/2013 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 14,190.64 02/28/2013 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 10,196.04 02/28/2013 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 2,404.02 02/28/2013 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 19,756.00 02/28/2013 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 40,963.76 02/28/2013 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 9,487.93 02/28/2013 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 2,199.00 02/28/2013 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 100,875.32 02/28/2013 71X4075 7175DESI 09/30/2030 02009 4.489999200 18,896,200.0000 353,516.35 02/28/2013 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 86,906.74 02/28/2013 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 491.09 02/28/2013 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 85,983.48 02/28/2013 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 19,307.00 02/28/2013 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 17,903.87 02/28/2013 71X4075 7175IKH 09/30/2021 02009 4.489999200 1,459,711.1100 27,308.76 02/28/2013 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 58,033.24 02/28/2013 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 13,082.74 02/28/2013 71X4075 7175PALRL 09/30/2015 02009 4.489999200 4,518,000.0000 84,524.23 02/28/2013 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 14,676.68 02/28/2013 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 447,129.09 02/28/2013 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 103,831.23 02/28/2013 71X4075 7175ACFC 09/30/2016 02010 2.300000400 227,856.0000 2,183.62 02/28/2013 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 18,377.00 02/28/2013 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 19,118.75 02/28/2013 71X4075 7175CHBAN 09/30/2020 02010 2.300000400 1,692,000.0000 16,215.00 02/28/2013 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 13,398.46 02/28/2013 71X4075 7175ECP3 09/30/2019 02010 2.300000400 2,099,650.0000 20,121.65 02/28/2013 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 2,484.00 02/28/2013 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 13,843.13 02/28/2013 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 9,545.00 02/28/2013 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 597,000.0000 5,721.25 02/28/2013 71X4075 7175MCF 09/30/2017 02010 2.300000400 57,000.0000 546.25 02/28/2013 71X4075 7175MGF 09/30/2017 02010 2.300000400 581,400.0000 5,571.75 02/28/2013 71X4075 7175SEKMG 09/30/2031 02010 2.300000400 2,382,900.0000 22,836.13 02/28/2013 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 23.96 02/28/2013 71X4075 717500016 09/30/2014 02011 1.000198800 309,400.0000 1,289.42 02/28/2013 71X4075 717500017 09/30/2018 02011 1.000198800 270,000.0000 1,125.22 02/28/2013 71X4075 717500019 09/30/2026 02011 1.000198800 1,765,470.0000 7,357.59 02/28/2013 71X4075 717500021 09/30/2017 02011 1.000198800 4,410,000.0000 18,378.65 02/28/2013 71X4075 717500023 09/30/2031 02011 1.000198800 44,864,500.0000 186,972.58 02/28/2013 71X4075 717500025 09/30/2030 02011 1.000198800 17,084,700.0000 71,200.40 02/28/2013 71X4075 717500033 09/30/2027 02011 1.000198800 1,665,310.0000 6,940.17 02/28/2013 71X4075 7175ADP3 09/30/2017 02011 1.000198800 5,015,340.0000 20,901.40 02/28/2013 71X4075 7175AMIH 09/30/2021 02011 1.000198800 283,810.0000 1,182.78 02/28/2013 71X4075 7175BELP 09/30/2016 02011 1.000198800 630,000.0000 2,625.52 02/28/2013 71X4075 7175GLBK 09/30/2019 02011 1.000198800 1,452,000.0000 6,051.20 02/28/2013 71X4075 7175JOSHI 09/30/2015 02011 1.000198800 295,200.0000 1,230.24 02/28/2013 71X4075 7175PANNO 09/30/2021 02011 1.000198800 7,602,000.0000 31,681.30 02/28/2013 71X4075 7175PARKO 09/30/2015 02011 1.000198800 374,400.0000 1,560.31 02/28/2013 71X4075 7175SEKER 09/30/2014 02011 1.000198800 51,100.0000 212.96 02/28/2013 71X4075 717500038 09/30/2019 02012 3.439900800 792,000.0000 11,351.67 02/28/2013 71X4075 717500043 09/30/2020 02012 3.439900800 1,104,000.0000 15,823.54 02/28/2013 71X4075 717500046 09/30/2030 02012 3.439900800 627,520.0000 8,994.19 02/28/2013 71X4075 717501195 09/30/2018 02012 3.439900800 423,500.0000 6,069.99 02/28/2013 71X4075 717501197 09/30/2025 02012 3.439900800 3,850,000.0000 55,181.74 02/28/2013 71X4075 717501198 09/30/2019 02012 3.439900800 1,584,275.0000 22,707.29 02/28/2013 71X4075 717501199 09/30/2019 02012 3.439900800 1,458,000.0000 20,897.40 02/28/2013 71X4075 717501200 09/30/2028 02012 3.439900800 15,015,000.0000 215,208.79 02/28/2013 71X4075 717501201 09/30/2017 02012 3.439900800 433,750.0000 6,216.90 02/28/2013 71X4075 717501203 09/30/2017 02012 3.439900800 66,909.3800 959.01 02/28/2013 71X4075 717501405 09/30/2019 02012 3.439900800 351,182.2400 5,033.47 02/28/2013 71X4075 717501407 09/30/2017 02012 3.439900800 43,750.0000 627.07 02/28/2013 71X4075 717501411 09/30/2022 02012 3.439900800 57,720.0000 827.30 02/28/2013 71X4075 717501413 09/30/2018 02012 3.439900800 80,000.0000 1,146.63 02/28/2013 71X4075 717501417 09/30/2020 02012 3.439900800 1,737,000.0000 24,896.28 02/28/2013 71X4075 717501425 09/30/2017 02012 3.440001600 50,240.0000 720.11 02/28/2013 71X4075 717501427 09/30/2026 02012 3.439900800 50,200,000.0000 719,512.58 02/28/2013 71X4075 717501432 09/30/2031 02012 3.439900800 22,719,400.0000 325,635.34 02/28/2013 71X4075 717501442 09/30/2018 02012 3.439900800 63,000.0000 902.97 02/28/2013 71X4075 717501443 09/30/2018 02012 3.439900800 51,000.0000 730.98 02/28/2013 71X4075 717501456 09/30/2015 02012 3.440001600 16,380.0000 234.78 02/28/2013 71X4075 717501461 09/30/2034 02012 3.439900800 1,430,000.0000 20,496.08 02/28/2013 71X4075 717501466 09/30/2016 02013 3.439900800 104,300.0000 1,494.92 02/28/2013 71X4075 717501467 09/30/2016 02013 3.440001600 104,300.0000 1,494.97 02/28/2013 71X4075 717501468 09/30/2017 02013 3.440001600 777,000.0000 11,137.01 02/28/2013 71X4075 717501469 09/30/2017 02013 3.439900800 122,850.0000 1,760.80 02/28/2013 71X4075 717501470 09/30/2017 02013 3.439900800 404,550.0000 5,798.38 02/28/2013 71X4075 717501472 09/30/2020 02013 3.439900800 2,001,000.0000 28,680.17 02/28/2013 71X4075 717501477 09/30/2024 02013 3.439900800 1,023,000.0000 14,662.58 02/28/2013 ------------------------ ---------------------- 500,597,356.9300 8,092,440.13 ======================== ====================== 500,597,356.9300 8,092,440.13 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00