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 747.86 04/30/2013 71X4075 717593COH 09/30/2019 01993 6.649999200 85,000.0000 3,297.29 04/30/2013 71X4075 7175COMPG 09/30/2013 01993 6.649999200 96,488.3900 3,742.95 04/30/2013 71X4075 7175COMPG 09/30/2017 01993 6.649999200 12,390.4600 480.65 04/30/2013 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 52,333.18 04/30/2013 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 59,395.48 04/30/2013 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,556,000.0000 140,432.40 04/30/2013 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 428,089.77 04/30/2013 71X4075 717595COH 09/30/2015 01995 7.260001200 24,140,000.0000 1,022,329.17 04/30/2013 71X4075 717596COH 09/30/2019 01996 6.639998400 4,030,000.0000 156,095.30 04/30/2013 71X4075 7175AQUA 09/30/2015 01996 6.639998400 1,191,806.0000 46,162.61 04/30/2013 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 1,164,334.74 04/30/2013 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 81,752.98 04/30/2013 71X4075 7175LINDL 09/30/2013 02003 4.100000400 645,882.3400 15,447.35 04/30/2013 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,000,000.0000 167,416.68 04/30/2013 71X4075 7175FORST 09/30/2020 02004 3.070000800 4,860,000.0000 87,034.52 04/30/2013 71X4075 7175GOLDK 09/30/2020 02004 3.070000800 1,200,000.0000 21,490.01 04/30/2013 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 79,226.49 04/30/2013 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 4,442.51 04/30/2013 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 173,352.71 04/30/2013 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 52,843.57 04/30/2013 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 24,017.41 04/30/2013 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 33,418.01 04/30/2013 71X4075 7175MEII8 09/30/2021 02005 5.280001200 391,459.6000 12,056.96 04/30/2013 71X4075 7175MEII9 09/30/2021 02005 5.280001200 137,183.0100 4,225.24 04/30/2013 71X4075 7175MEIIA 09/30/2018 02005 5.280001200 5,614.6200 172.93 04/30/2013 71X4075 7175MEIIC 09/30/2021 02005 5.280001200 220,994.5200 6,806.63 04/30/2013 71X4075 7175MEIIH 09/30/2017 02005 5.280001200 121,431.1700 3,740.08 04/30/2013 71X4075 7175MEIIJ 09/30/2017 02005 5.280001200 47,054.9300 1,449.29 04/30/2013 71X4075 7175MEIJA 09/30/2018 02005 5.280001200 62,345.8900 1,920.25 04/30/2013 71X4075 7175SOUES 09/30/2016 02005 5.280001200 7,449,750.0000 229,452.35 04/30/2013 71X4075 7175BANKG 09/30/2016 02006 4.520001600 166,725.0000 4,395.98 04/30/2013 71X4075 7175CMEC 09/30/2020 02006 4.880001600 5,035,000.0000 143,329.71 04/30/2013 71X4075 7175CSAJL 09/30/2013 02006 4.520001600 128,676.4700 3,392.77 04/30/2013 71X4075 7175DARPR 09/30/2017 02006 4.520001600 274,400.0000 7,235.02 04/30/2013 71X4075 7175DELTP 09/30/2020 02006 4.880001600 5,928,000.0000 168,750.46 04/30/2013 71X4075 7175LATP3 09/30/2014 02006 4.520001600 2,502,660.0000 65,986.83 04/30/2013 71X4075 7175MENA 09/30/2018 02006 4.520001600 587,940.0000 15,502.02 04/30/2013 71X4075 7175TURKE 09/30/2013 02006 4.520001600 582,000.0000 15,345.41 04/30/2013 71X4075 7175ZEURO 09/30/2014 02006 4.520001600 9,270,000.0000 244,419.09 04/30/2013 71X4075 7175ACF3 09/30/2016 02007 4.880001600 706,211.0000 20,103.48 04/30/2013 71X4075 7175ACFB 09/30/2016 02007 4.880001600 975,973.0000 27,782.71 04/30/2013 71X4075 7175ACFIN 09/30/2016 02007 4.880001600 2,478,512.0000 70,555.00 04/30/2013 71X4075 7175AESJO 09/30/2017 02007 4.880001600 935,872.3000 26,641.17 04/30/2013 71X4075 7175AESJO 09/30/2027 02007 4.880001600 3,311,955.5200 94,280.36 04/30/2013 71X4075 7175ALLBC 09/30/2015 02007 4.880001600 2,400,000.0000 68,320.02 04/30/2013 71X4075 7175ALLBK 09/30/2015 02007 4.880001600 282,000.0000 8,027.60 04/30/2013 71X4075 7175BANLI 09/30/2022 02007 4.880001600 181,800.0000 5,175.24 04/30/2013 71X4075 7175BANPR 09/30/2022 02007 4.880001600 1,525,500.0000 43,425.91 04/30/2013 71X4075 7175BANRU 09/30/2023 02007 4.880001600 1,212,000.0000 34,501.61 04/30/2013 71X4075 7175BLUF 09/30/2018 02007 3.849998400 9,943,362.4300 223,311.26 04/30/2013 71X4075 7175BYBLO 09/30/2022 02007 4.880001600 603,000.0000 17,165.41 04/30/2013 71X4075 7175CALVR 09/30/2015 02007 4.880001600 13,250.0000 377.18 04/30/2013 71X4075 7175CNTR3 09/30/2013 02007 4.880001600 41,600.0000 1,184.21 04/30/2013 71X4075 7175CRLB 09/30/2021 02007 4.880001600 34,813.0400 991.01 04/30/2013 71X4075 7175ENGRO 09/30/2016 02007 4.880001600 155,100.0000 4,415.18 04/30/2013 71X4075 7175FCPFD 09/30/2020 02007 4.880001600 468,600.0000 13,339.48 04/30/2013 71X4075 7175FICOH 09/30/2022 02007 4.880001600 1,068,750.0000 30,423.76 04/30/2013 71X4075 7175FRANS 09/30/2021 02007 4.880001600 31,498.3600 896.65 04/30/2013 71X4075 7175HELIO 09/30/2016 02007 4.880001600 5,470,000.0000 155,712.72 04/30/2013 71X4075 7175JMTR 09/30/2021 02007 4.880001600 54,833.9700 1,560.94 04/30/2013 71X4075 7175LOCKO 09/30/2015 02007 4.880001600 171,000.0000 4,867.80 04/30/2013 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 45,174.31 04/30/2013 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 10,391.72 04/30/2013 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 3,862.10 04/30/2013 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 21,989.63 04/30/2013 71X4075 7175BHART 09/30/2014 02008 4.489999200 3,071,001.2800 80,434.63 04/30/2013 71X4075 7175BLUE 09/30/2021 02008 4.489999200 2,525,006.5000 66,134.12 04/30/2013 71X4075 7175FERSA 09/30/2019 02008 4.489999200 1,091,579.0300 28,590.27 04/30/2013 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 24,773.13 04/30/2013 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 21,989.63 04/30/2013 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 886.54 04/30/2013 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 8,675.23 04/30/2013 71X4075 7175SAWHF 09/30/2017 02008 5.301900000 5,497,800.0000 170,034.58 04/30/2013 71X4075 7175SPAND 09/30/2021 02008 4.489999200 3,263,950.0100 85,488.28 04/30/2013 71X4075 7175SPANF 09/30/2021 02008 4.489999200 3,220,598.7400 84,352.83 04/30/2013 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 5,103.08 04/30/2013 71X4075 717500009 09/30/2018 02009 1.000000800 27,000.0000 157.50 04/30/2013 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 126,898.60 04/30/2013 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 9,874.26 04/30/2013 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 19,866.90 04/30/2013 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 14,274.46 04/30/2013 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 3,365.63 04/30/2013 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 27,658.40 04/30/2013 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 57,349.26 04/30/2013 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 13,283.10 04/30/2013 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 3,078.60 04/30/2013 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 141,225.44 04/30/2013 71X4075 7175DESI 09/30/2030 02009 4.489999200 18,896,200.0000 494,922.88 04/30/2013 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 121,669.44 04/30/2013 71X4075 7175GRAMA 09/30/2013 02009 4.489999200 26,250.0000 687.53 04/30/2013 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 120,376.88 04/30/2013 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 27,029.80 04/30/2013 71X4075 7175HONDB 09/30/2016 02009 4.489999200 957,000.0000 25,065.42 04/30/2013 71X4075 7175IKH 09/30/2021 02009 4.489999200 1,459,711.1100 38,232.26 04/30/2013 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 81,246.54 04/30/2013 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 18,315.83 04/30/2013 71X4075 7175PALRL 09/30/2015 02009 4.489999200 4,518,000.0000 118,333.93 04/30/2013 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 20,547.36 04/30/2013 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 625,980.72 04/30/2013 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 145,363.72 04/30/2013 71X4075 7175ACFC 09/30/2016 02010 2.300000400 227,856.0000 3,057.07 04/30/2013 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 25,727.80 04/30/2013 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 26,766.25 04/30/2013 71X4075 7175CHBAN 09/30/2020 02010 2.300000400 1,692,000.0000 22,701.00 04/30/2013 71X4075 7175CJDL2 09/30/2017 02010 2.300000400 1,398,100.0000 18,757.84 04/30/2013 71X4075 7175ECP3 09/30/2019 02010 2.300000400 2,099,650.0000 28,170.31 04/30/2013 71X4075 7175HELO2 09/30/2020 02010 2.300000400 6,440,000.0000 86,403.35 04/30/2013 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 3,477.60 04/30/2013 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 19,380.38 04/30/2013 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 13,363.00 04/30/2013 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 597,000.0000 8,009.75 04/30/2013 71X4075 7175MCF 09/30/2017 02010 2.300000400 57,000.0000 764.75 04/30/2013 71X4075 7175MGF 09/30/2017 02010 2.300000400 581,400.0000 7,800.45 04/30/2013 71X4075 7175SEKMG 09/30/2031 02010 2.300000400 2,382,900.0000 31,970.58 04/30/2013 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 33.54 04/30/2013 71X4075 717500016 09/30/2014 02011 1.000198800 309,400.0000 1,805.19 04/30/2013 71X4075 717500017 09/30/2018 02011 1.000198800 270,000.0000 1,575.31 04/30/2013 71X4075 717500019 09/30/2026 02011 1.000198800 1,765,470.0000 10,300.62 04/30/2013 71X4075 717500021 09/30/2017 02011 1.000198800 4,410,000.0000 25,730.11 04/30/2013 71X4075 717500023 09/30/2031 02011 1.000198800 44,864,500.0000 261,761.61 04/30/2013 71X4075 717500025 09/30/2030 02011 1.000198800 17,084,700.0000 99,680.56 04/30/2013 71X4075 717500033 09/30/2027 02011 1.000198800 1,665,310.0000 9,716.24 04/30/2013 71X4075 7175ADP3 09/30/2017 02011 1.000198800 5,015,340.0000 29,261.97 04/30/2013 71X4075 7175AMIH 09/30/2021 02011 1.000198800 283,810.0000 1,655.89 04/30/2013 71X4075 7175BELP 09/30/2016 02011 1.000198800 630,000.0000 3,675.73 04/30/2013 71X4075 7175GLBK 09/30/2019 02011 1.000198800 1,452,000.0000 8,471.68 04/30/2013 71X4075 7175JOSHI 09/30/2015 02011 1.000198800 295,200.0000 1,722.34 04/30/2013 71X4075 7175PANNO 09/30/2021 02011 1.000198800 7,602,000.0000 44,353.82 04/30/2013 71X4075 7175PARKO 09/30/2015 02011 1.000198800 374,400.0000 2,184.43 04/30/2013 71X4075 7175SEKER 09/30/2014 02011 1.000198800 51,100.0000 298.14 04/30/2013 71X4075 717500038 09/30/2019 02012 3.439900800 792,000.0000 15,892.34 04/30/2013 71X4075 717500043 09/30/2020 02012 3.439900800 1,104,000.0000 22,152.96 04/30/2013 71X4075 717500046 09/30/2030 02012 3.439900800 627,520.0000 12,591.87 04/30/2013 71X4075 717501195 09/30/2018 02012 3.439900800 423,500.0000 8,497.99 04/30/2013 71X4075 717501197 09/30/2025 02012 3.439900800 3,850,000.0000 77,254.44 04/30/2013 71X4075 717501198 09/30/2019 02012 3.439900800 1,584,275.0000 31,790.20 04/30/2013 71X4075 717501199 09/30/2019 02012 3.439900800 1,458,000.0000 29,256.36 04/30/2013 71X4075 717501200 09/30/2028 02012 3.439900800 15,015,000.0000 301,292.31 04/30/2013 71X4075 717501201 09/30/2017 02012 3.439900800 433,750.0000 8,703.67 04/30/2013 71X4075 717501203 09/30/2017 02012 3.439900800 66,909.3800 1,342.61 04/30/2013 71X4075 717501403 09/30/2018 02012 3.440001600 1,974.5900 39.62 04/30/2013 71X4075 717501405 09/30/2019 02012 3.439900800 351,182.2400 7,046.85 04/30/2013 71X4075 717501406 09/30/2018 02012 3.440001600 5,537.3800 111.12 04/30/2013 71X4075 717501407 09/30/2017 02012 3.439900800 43,750.0000 877.89 04/30/2013 71X4075 717501411 09/30/2022 02012 3.439900800 57,720.0000 1,158.21 04/30/2013 71X4075 717501413 09/30/2018 02012 3.439900800 80,000.0000 1,605.29 04/30/2013 71X4075 717501417 09/30/2020 02012 3.439900800 1,737,000.0000 34,854.79 04/30/2013 71X4075 717501425 09/30/2017 02012 3.440001600 50,240.0000 1,008.15 04/30/2013 71X4075 717501427 09/30/2026 02012 3.439900800 50,200,000.0000 1,007,317.62 04/30/2013 71X4075 717501432 09/30/2031 02012 3.439900800 22,719,400.0000 455,889.48 04/30/2013 71X4075 717501442 09/30/2018 02012 3.439900800 63,000.0000 1,264.16 04/30/2013 71X4075 717501443 09/30/2018 02012 3.439900800 51,000.0000 1,023.37 04/30/2013 71X4075 717501456 09/30/2015 02012 3.440001600 16,380.0000 328.69 04/30/2013 71X4075 717501457 09/30/2028 02012 3.439900800 32,600,000.0000 654,154.47 04/30/2013 71X4075 717501461 09/30/2034 02012 3.439900800 1,430,000.0000 28,694.51 04/30/2013 71X4075 717501466 09/30/2016 02013 3.439900800 104,300.0000 2,092.89 04/30/2013 71X4075 717501467 09/30/2016 02013 3.440001600 104,300.0000 2,092.95 04/30/2013 71X4075 717501468 09/30/2017 02013 3.440001600 777,000.0000 15,591.81 04/30/2013 71X4075 717501469 09/30/2017 02013 3.439900800 122,850.0000 2,465.12 04/30/2013 71X4075 717501470 09/30/2017 02013 3.439900800 404,550.0000 8,117.74 04/30/2013 71X4075 717501472 09/30/2020 02013 3.439900800 2,001,000.0000 40,152.24 04/30/2013 71X4075 717501477 09/30/2024 02013 3.439900800 1,023,000.0000 20,527.61 04/30/2013 71X4075 717501479 09/30/2016 02013 3.440001600 160,000.0000 3,210.67 04/30/2013 ------------------------ ---------------------- 541,035,801.6600 12,108,785.21 ======================== ====================== 541,035,801.6600 12,108,785.21 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00