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 1,175.21 08/31/2013 71X4075 717593COH 09/30/2019 01993 6.649999200 85,000.0000 5,181.46 08/31/2013 71X4075 7175AIRES 09/30/2015 01994 4.485700800 2,000,000.0000 82,237.85 08/31/2013 71X4075 7175RP2O 09/30/2014 01994 6.770001600 3,556,000.0000 220,679.49 08/31/2013 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 672,712.49 08/31/2013 71X4075 717595COH 09/30/2015 01995 7.260001200 24,140,000.0000 1,606,517.27 08/31/2013 71X4075 717596COH 09/30/2019 01996 6.639998400 4,030,000.0000 245,292.61 08/31/2013 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 1,829,668.88 08/31/2013 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 128,468.96 08/31/2013 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 7,000,000.0000 263,083.36 08/31/2013 71X4075 7175GOLDK 09/30/2020 02004 3.070000800 1,200,000.0000 33,770.01 08/31/2013 71X4075 7175PALAD 09/30/2016 02004 3.070000800 4,424,000.0000 124,498.77 08/31/2013 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 272,411.40 08/31/2013 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 37,741.65 08/31/2013 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 52,514.01 08/31/2013 71X4075 7175MEII8 09/30/2021 02005 5.280001200 407,190.3300 19,708.02 08/31/2013 71X4075 7175MEII9 09/30/2021 02005 5.280001200 137,183.0100 6,639.66 08/31/2013 71X4075 7175MEIIA 09/30/2018 02005 5.280001200 5,614.6200 271.75 08/31/2013 71X4075 7175MEIIC 09/30/2021 02005 5.280001200 220,994.5200 10,696.14 08/31/2013 71X4075 7175MEIIH 09/30/2017 02005 5.280001200 121,431.1700 5,877.27 08/31/2013 71X4075 7175MEIIJ 09/30/2017 02005 5.280001200 110,632.3900 5,354.61 08/31/2013 71X4075 7175MEIJA 09/30/2018 02005 5.280001200 62,345.8900 3,017.54 08/31/2013 71X4075 7175SOUES 09/30/2016 02005 5.280001200 7,449,750.0000 360,567.98 08/31/2013 71X4075 7175BANKG 09/30/2016 02006 4.520001600 166,725.0000 6,907.97 08/31/2013 71X4075 7175CMEC 09/30/2020 02006 4.880001600 5,035,000.0000 225,232.41 08/31/2013 71X4075 7175DARPR 09/30/2017 02006 4.520001600 550,760.0000 22,819.83 08/31/2013 71X4075 7175DELTP 09/30/2020 02006 4.880001600 5,928,000.0000 265,179.29 08/31/2013 71X4075 7175LATP3 09/30/2014 02006 4.520001600 2,502,660.0000 103,693.58 08/31/2013 71X4075 7175MENA 09/30/2018 02006 4.520001600 587,940.0000 24,360.32 08/31/2013 71X4075 7175ZEURO 09/30/2014 02006 4.520001600 9,270,000.0000 384,087.14 08/31/2013 71X4075 7175ACF3 09/30/2016 02007 4.880001600 953,591.0000 42,657.32 08/31/2013 71X4075 7175ACFB 09/30/2016 02007 4.880001600 1,376,493.0000 61,575.14 08/31/2013 71X4075 7175ACFIN 09/30/2016 02007 4.880001600 2,926,152.0000 130,896.58 08/31/2013 71X4075 7175AESJO 09/30/2017 02007 4.880001600 935,872.3000 41,864.70 08/31/2013 71X4075 7175AESJO 09/30/2027 02007 4.880001600 3,311,955.5200 148,154.86 08/31/2013 71X4075 7175BANLI 09/30/2022 02007 4.880001600 181,800.0000 8,132.52 08/31/2013 71X4075 7175BANPR 09/30/2022 02007 4.880001600 1,525,500.0000 68,240.72 08/31/2013 71X4075 7175BANRU 09/30/2023 02007 4.880001600 1,212,000.0000 54,216.82 08/31/2013 71X4075 7175BLUF 09/30/2018 02007 3.849998400 9,943,362.4300 350,917.69 08/31/2013 71X4075 7175BYBLO 09/30/2022 02007 4.880001600 603,000.0000 26,974.21 08/31/2013 71X4075 7175CALVR 09/30/2015 02007 4.880001600 13,250.0000 592.72 08/31/2013 71X4075 7175CRLB 09/30/2021 02007 4.880001600 52,266.9500 2,338.08 08/31/2013 71X4075 7175ENGRO 09/30/2016 02007 4.880001600 155,100.0000 6,938.14 08/31/2013 71X4075 7175FCPFD 09/30/2020 02007 4.880001600 468,600.0000 20,962.05 08/31/2013 71X4075 7175FICOH 09/30/2022 02007 4.880001600 1,068,750.0000 47,808.77 08/31/2013 71X4075 7175FRANS 09/30/2021 02007 4.880001600 57,079.3800 2,553.35 08/31/2013 71X4075 7175HELIO 09/30/2016 02007 4.880001600 5,470,000.0000 244,691.41 08/31/2013 71X4075 7175JMTR 09/30/2021 02007 4.880001600 86,378.4000 3,864.00 08/31/2013 71X4075 7175LOCKO 09/30/2015 02007 4.880001600 171,000.0000 7,649.40 08/31/2013 71X4075 7175ALSIS 09/30/2015 02008 5.301900000 1,460,640.0000 70,988.20 08/31/2013 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 16,329.85 08/31/2013 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 6,069.02 08/31/2013 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 34,555.13 08/31/2013 71X4075 7175BHART 09/30/2014 02008 4.489999200 3,071,001.2800 126,397.27 08/31/2013 71X4075 7175BLUE 09/30/2021 02008 4.489999200 2,945,426.5800 121,228.83 08/31/2013 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 34,555.13 08/31/2013 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 1,393.14 08/31/2013 71X4075 7175SAWHF 09/30/2017 02008 5.301900000 5,497,800.0000 267,197.20 08/31/2013 71X4075 7175SPAND 09/30/2021 02008 4.489999200 3,263,950.0100 134,338.72 08/31/2013 71X4075 7175SPANF 09/30/2021 02008 4.489999200 3,220,598.7400 132,554.45 08/31/2013 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 8,019.12 08/31/2013 71X4075 717500009 09/30/2018 02009 1.000000800 27,000.0000 247.50 08/31/2013 71X4075 7175BACA 09/30/2026 02009 4.489999200 4,845,000.0000 199,412.09 08/31/2013 71X4075 7175BACB 09/30/2027 02009 4.489999200 377,000.0000 15,516.69 08/31/2013 71X4075 7175BACGT 09/30/2024 02009 4.489999200 758,520.0000 31,219.41 08/31/2013 71X4075 7175BACNA 09/30/2024 02009 4.489999200 545,000.0000 22,431.29 08/31/2013 71X4075 7175BACPA 09/30/2024 02009 4.489999200 128,500.0000 5,288.84 08/31/2013 71X4075 7175BAUDI 09/30/2024 02009 4.489999200 1,056,000.0000 43,463.19 08/31/2013 71X4075 7175BYB2 09/30/2024 02009 4.489999200 2,189,600.0000 90,120.27 08/31/2013 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 20,873.45 08/31/2013 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 4,837.80 08/31/2013 71X4075 7175CHOUS 09/30/2022 02009 4.489999200 5,392,000.0000 221,925.69 08/31/2013 71X4075 7175DESI 09/30/2030 02009 4.489999200 18,896,200.0000 777,735.96 08/31/2013 71X4075 7175ECPF3 09/30/2015 02009 4.489999200 4,645,350.0000 191,194.83 08/31/2013 71X4075 7175HALYK 09/30/2024 02009 4.489999200 4,596,000.0000 189,163.67 08/31/2013 71X4075 7175HONDA 09/30/2024 02009 4.489999200 1,032,000.0000 42,475.39 08/31/2013 71X4075 7175IKH 09/30/2021 02009 4.489999200 2,674,111.1000 110,061.94 08/31/2013 71X4075 7175JSCCT 09/30/2019 02009 4.489999200 3,102,000.0000 127,673.13 08/31/2013 71X4075 7175LAGOS 09/30/2018 02009 4.489999200 699,300.0000 28,782.02 08/31/2013 71X4075 7175PALRL 09/30/2015 02009 4.489999200 4,518,000.0000 185,953.32 08/31/2013 71X4075 7175PANAM 09/30/2016 02009 4.489999200 784,500.0000 32,288.71 08/31/2013 71X4075 7175PROMO 09/30/2030 02009 4.489999200 23,900,000.0000 983,683.99 08/31/2013 71X4075 7175TGBAS 09/30/2020 02009 4.489999200 5,550,000.0000 228,428.71 08/31/2013 71X4075 7175ACFC 09/30/2016 02010 2.300000400 312,696.0000 6,592.68 08/31/2013 71X4075 7175BMED 09/30/2023 02010 2.300000400 1,917,600.0000 40,429.41 08/31/2013 71X4075 7175CBCON 09/30/2020 02010 2.300000400 1,995,000.0000 42,061.26 08/31/2013 71X4075 7175CHBAN 09/30/2020 02010 2.300000400 1,692,000.0000 35,673.01 08/31/2013 71X4075 7175ECP3 09/30/2019 02010 2.300000400 2,099,650.0000 44,267.63 08/31/2013 71X4075 7175HELO2 09/30/2020 02010 2.300000400 6,440,000.0000 135,776.69 08/31/2013 71X4075 7175HIPO 09/30/2041 02010 2.300000400 259,200.0000 5,464.80 08/31/2013 71X4075 7175JAREM 09/30/2017 02010 2.300000400 1,444,500.0000 30,454.88 08/31/2013 71X4075 7175JSCPG 09/30/2020 02010 2.300000400 996,000.0000 20,999.00 08/31/2013 71X4075 7175KIEDF 09/30/2024 02010 2.300000400 597,000.0000 12,586.75 08/31/2013 71X4075 7175MCF 09/30/2017 02010 2.300000400 57,000.0000 1,201.75 08/31/2013 71X4075 7175MGF 09/30/2017 02010 2.300000400 581,400.0000 12,257.85 08/31/2013 71X4075 7175SEKMG 09/30/2031 02010 2.300000400 2,382,900.0000 50,239.48 08/31/2013 71X4075 7175W3YES 09/30/2016 02010 2.300000400 2,500.0000 52.71 08/31/2013 71X4075 717500016 09/30/2014 02011 1.000198800 309,400.0000 2,836.73 08/31/2013 71X4075 717500017 09/30/2018 02011 1.000198800 270,000.0000 2,475.49 08/31/2013 71X4075 717500019 09/30/2026 02011 1.000198800 1,765,470.0000 16,186.69 08/31/2013 71X4075 717500021 09/30/2017 02011 1.000198800 4,410,000.0000 40,433.04 08/31/2013 71X4075 717500023 09/30/2031 02011 1.000198800 44,864,500.0000 411,339.67 08/31/2013 71X4075 717500025 09/30/2030 02011 1.000198800 17,084,700.0000 156,640.88 08/31/2013 71X4075 717500033 09/30/2027 02011 1.000198800 1,665,310.0000 15,268.38 08/31/2013 71X4075 7175ADP3 09/30/2017 02011 1.000198800 5,015,340.0000 45,983.09 08/31/2013 71X4075 7175AMIH 09/30/2021 02011 1.000198800 283,810.0000 2,602.11 08/31/2013 71X4075 7175BELP 09/30/2016 02011 1.000198800 630,000.0000 5,776.15 08/31/2013 71X4075 7175GLBK 09/30/2019 02011 1.000198800 1,452,000.0000 13,312.65 08/31/2013 71X4075 7175JOSHI 09/30/2015 02011 1.000198800 295,200.0000 2,706.54 08/31/2013 71X4075 7175PANNO 09/30/2021 02011 1.000198800 7,602,000.0000 69,698.85 08/31/2013 71X4075 7175PARKO 09/30/2015 02011 1.000198800 374,400.0000 3,432.68 08/31/2013 71X4075 7175SEKER 09/30/2014 02011 1.000198800 51,100.0000 468.51 08/31/2013 71X4075 717500038 09/30/2019 02012 3.439900800 792,000.0000 24,973.68 08/31/2013 71X4075 717500043 09/30/2020 02012 3.439900800 1,104,000.0000 34,811.80 08/31/2013 71X4075 717500046 09/30/2030 02012 3.439900800 627,520.0000 19,787.23 08/31/2013 71X4075 717501195 09/30/2018 02012 3.439900800 423,500.0000 13,353.98 08/31/2013 71X4075 717501197 09/30/2025 02012 3.439900800 3,850,000.0000 121,399.83 08/31/2013 71X4075 717501198 09/30/2019 02012 3.439900800 1,584,275.0000 49,956.03 08/31/2013 71X4075 717501199 09/30/2019 02012 3.439900800 1,458,000.0000 45,974.27 08/31/2013 71X4075 717501200 09/30/2028 02012 3.439900800 15,015,000.0000 473,459.35 08/31/2013 71X4075 717501201 09/30/2017 02012 3.439900800 433,750.0000 13,677.19 08/31/2013 71X4075 717501203 09/30/2017 02012 3.439900800 66,909.3800 2,109.81 08/31/2013 71X4075 717501403 09/30/2018 02012 3.440001600 2,370.7100 74.76 08/31/2013 71X4075 717501405 09/30/2019 02012 3.439900800 351,182.2400 11,073.63 08/31/2013 71X4075 717501406 09/30/2018 02012 3.440001600 6,314.2800 199.11 08/31/2013 71X4075 717501407 09/30/2017 02012 3.439900800 43,750.0000 1,379.54 08/31/2013 71X4075 717501411 09/30/2022 02012 3.439900800 57,720.0000 1,820.05 08/31/2013 71X4075 717501413 09/30/2018 02012 3.439900800 80,000.0000 2,522.59 08/31/2013 71X4075 717501417 09/30/2020 02012 3.439900800 1,737,000.0000 54,771.82 08/31/2013 71X4075 717501425 09/30/2017 02012 3.440001600 50,240.0000 1,584.24 08/31/2013 71X4075 717501427 09/30/2026 02012 3.439900800 50,200,000.0000 1,582,927.68 08/31/2013 71X4075 717501432 09/30/2031 02012 3.439900800 22,719,400.0000 716,397.75 08/31/2013 71X4075 717501442 09/30/2018 02012 3.439900800 63,000.0000 1,986.54 08/31/2013 71X4075 717501443 09/30/2018 02012 3.439900800 51,000.0000 1,608.15 08/31/2013 71X4075 717501456 09/30/2015 02012 3.440001600 16,380.0000 516.52 08/31/2013 71X4075 717501457 09/30/2028 02012 3.439900800 32,600,000.0000 1,027,957.02 08/31/2013 71X4075 717501461 09/30/2034 02012 3.439900800 8,837,400.0000 278,664.64 08/31/2013 71X4075 717501466 09/30/2016 02013 3.439900800 104,300.0000 3,288.83 08/31/2013 71X4075 717501467 09/30/2016 02013 3.440001600 104,300.0000 3,288.93 08/31/2013 71X4075 717501468 09/30/2017 02013 3.440001600 777,000.0000 24,501.41 08/31/2013 71X4075 717501469 09/30/2017 02013 3.439900800 122,850.0000 3,873.76 08/31/2013 71X4075 717501470 09/30/2017 02013 3.439900800 404,550.0000 12,756.44 08/31/2013 71X4075 717501472 09/30/2020 02013 3.439900800 2,001,000.0000 63,096.38 08/31/2013 71X4075 717501477 09/30/2024 02013 3.439900800 1,023,000.0000 32,257.67 08/31/2013 71X4075 717501479 09/30/2016 02013 3.440001600 160,000.0000 5,045.34 08/31/2013 71X4075 717501486 09/30/2042 02013 3.440001600 2,014,875.0000 63,535.75 08/31/2013 71X4075 717501501 09/30/2031 02013 3.440001600 1,961,630.0000 61,856.76 08/31/2013 71X4075 717501506 09/30/2025 02013 3.440001600 31,175,000.0000 983,052.12 08/31/2013 ------------------------ ---------------------- 568,578,285.3600 19,764,559.32 ======================== ====================== 568,578,285.3600 19,764,559.32 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4075 7175ALLBC 09/30/2015 02007 08/22/2013 INT + 0.0000 58,560.02 478301 7175ALLBK 09/30/2015 02007 08/22/2013 INT + 0.0000 6,880.80 478303 7175AQUA 09/30/2015 01996 08/22/2013 INT + 0.0000 39,567.95 478313 7175ASIAI 09/30/2014 02005 08/22/2013 INT + 0.0000 45,294.49 478305 7175CJDEL 09/30/2018 01994 08/22/2013 INT + 0.0000 50,910.41 478307 7175CJDL2 09/30/2017 02010 08/22/2013 INT + 0.0000 16,078.15 478295 7175CNTR3 09/30/2013 02007 08/21/2013 INT + 0.0000 1,015.04 478285 7175COMPG 09/30/2013 01993 08/21/2013 INT + 0.0000 3,208.24 478279 7175COMPG 09/30/2017 01993 08/22/2013 INT + 0.0000 411.98 478315 7175CSAJL 09/30/2013 02006 08/21/2013 INT + 0.0000 2,908.09 478281 7175FERSA 09/30/2019 02008 08/22/2013 INT + 0.0000 24,505.94 478299 7175FORST 09/30/2020 02004 08/22/2013 INT + 0.0000 74,601.02 478309 7175GRAMA 09/30/2013 02009 08/22/2013 INT + 0.0000 589.31 478289 7175GRUPO 09/30/2013 02008 08/22/2013 INT + 0.0000 21,234.11 478293 7175HONDB 09/30/2016 02009 08/22/2013 INT + 0.0000 21,484.65 478297 7175LINDL 09/30/2013 02003 08/21/2013 INT + 0.0000 13,240.59 478283 7175PROEC 09/30/2013 02008 08/22/2013 INT + 0.0000 7,435.91 478291 7175SFCEN 09/30/2015 02004 08/22/2013 INT + 0.0000 3,807.86 478311 7175TURKE 09/30/2013 02006 08/21/2013 INT + 0.0000 13,153.20 478287 ------------------------ ---------------------- 0.0000 404,887.76 ======================== ====================== 0.0000 404,887.76