Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4074 7174AMMON 09/30/2020 01994 6.770001600 3,783,000.0000 128,054.58 03/31/2013 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 812,400.19 03/31/2013 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 169,250.04 03/31/2013 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 181,097.54 03/31/2013 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 33,850.01 03/31/2013 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 10,790.71 03/31/2013 71X4074 717498DLC 09/30/2015 01998 4.759999200 11,050,000.0000 262,989.96 03/31/2013 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 78,539.99 03/31/2013 71X4074 717499COH 09/30/2015 01999 5.649998400 5,265,000.0000 148,736.21 03/31/2013 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 218,626.69 03/31/2013 71X4074 717400COH 09/30/2015 02000 5.040000000 47,580,000.0000 1,199,016.00 03/31/2013 71X4074 717401DLC 09/30/2020 02001 3.510000000 1,435,000.0000 25,184.25 03/31/2013 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 136,010.03 03/31/2013 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 4,668,493.42 03/31/2013 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 57,855.01 03/31/2013 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 124,337.52 03/31/2013 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 158,603.93 03/31/2013 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 42,700.00 03/31/2013 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 42,700.00 03/31/2013 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 44,835.00 03/31/2013 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 119,221.59 03/31/2013 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 408,503.60 03/31/2013 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,251,600.0000 48,071.66 03/31/2013 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 52,932.62 03/31/2013 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 106,844.20 03/31/2013 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 80,460.02 03/31/2013 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 25,730.44 03/31/2013 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 67,050.02 03/31/2013 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 558,750.15 03/31/2013 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 24,128.51 03/31/2013 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 76,320.00 03/31/2013 71X4074 7174BDCC 09/30/2022 02006 4.770000000 16,734,600.0000 399,120.21 03/31/2013 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 214,650.00 03/31/2013 71X4074 7174BLH 09/30/2029 02006 5.180000400 3,113,250.0000 80,633.18 03/31/2013 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 137,603.67 03/31/2013 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 23,850.00 03/31/2013 71X4074 7174FLAMA 09/30/2015 02006 5.180000400 226,620.0000 5,869.46 03/31/2013 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 728,845.76 03/31/2013 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 30,940.01 03/31/2013 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 405,450.00 03/31/2013 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 197,575.79 03/31/2013 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 66,807.67 03/31/2013 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 47,700.00 03/31/2013 71X4074 717407COH 09/30/2015 02007 5.180000400 101,000.0000 2,615.90 03/31/2013 71X4074 71741STMT 09/30/2023 02007 5.180000400 5,382,500.0000 139,406.76 03/31/2013 71X4074 7174AFGGR 09/30/2022 02007 5.180000400 17,392,000.0000 450,452.83 03/31/2013 71X4074 7174AMINS 09/30/2015 02007 5.180000400 2,233,000.0000 57,834.70 03/31/2013 71X4074 7174BDCC2 09/30/2028 02007 5.180000400 5,907,405.0000 153,001.80 03/31/2013 71X4074 7174C07BD 09/30/2013 02007 3.459999600 30,000.0000 519.00 03/31/2013 71X4074 7174CULIN 09/30/2015 02007 5.180000400 155,329.0000 4,023.02 03/31/2013 71X4074 7174LEDFC 09/30/2022 02007 5.180000400 3,685,548.2900 95,455.71 03/31/2013 71X4074 7174NATUR 09/30/2013 02007 3.459999600 137,700.0000 2,382.21 03/31/2013 71X4074 7174TAYL 09/30/2034 02007 5.180000400 53,357,999.9800 1,381,972.31 03/31/2013 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 53,055.14 03/31/2013 71X4074 7174AMWOL 09/30/2016 02008 2.289999600 523,160.0000 5,990.18 03/31/2013 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 63,007.90 03/31/2013 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 337,893.06 03/31/2013 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 224,776.75 03/31/2013 71X4074 7174EMERF 09/30/2014 02008 4.600000800 1,725,000.0000 39,675.01 03/31/2013 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 51,703.97 03/31/2013 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 118,877.82 03/31/2013 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 14,043.74 03/31/2013 71X4074 7174IMMDF 09/30/2016 02008 2.289999600 2,855,289.9800 32,693.06 03/31/2013 71X4074 7174INTMA 09/30/2035 02008 2.289999600 21,671,140.0000 248,134.51 03/31/2013 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 631,649.11 03/31/2013 71X4074 7174LAFIS 09/30/2033 02008 2.289999600 10,825,000.0000 123,946.23 03/31/2013 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 33,820.36 03/31/2013 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 6,164.00 03/31/2013 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 24,301.80 03/31/2013 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 106,524.52 03/31/2013 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 6,463.23 03/31/2013 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 213,371.04 03/31/2013 71X4074 7174SUMMI 09/30/2013 02008 2.289999600 3,482,800.0000 39,878.05 03/31/2013 71X4074 717400012 09/30/2018 02009 3.855398400 18,409,350.0000 354,876.89 03/31/2013 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 117,760.02 03/31/2013 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 5,715,900.0000 131,465.72 03/31/2013 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 148,663.40 03/31/2013 71X4074 7174BAMAK 09/30/2019 02009 4.600000800 6,258,040.0000 143,934.95 03/31/2013 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 263,056.35 03/31/2013 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 1,150.00 03/31/2013 71X4074 7174C09CD 09/30/2020 02009 3.855398400 685,000.0000 13,204.74 03/31/2013 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 11,137.98 03/31/2013 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 1,172,655.20 03/31/2013 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 208,262.74 03/31/2013 71X4074 7174CSILC 09/30/2015 02009 4.600000800 2,107,910.8500 48,481.96 03/31/2013 71X4074 7174CSIP 09/30/2014 02009 4.600000800 3,174,439.5500 73,012.12 03/31/2013 71X4074 7174EXPR 09/30/2018 02009 4.600000800 4,058,000.0000 93,334.02 03/31/2013 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 140,415.02 03/31/2013 71X4074 7174GAMMA 09/30/2018 02009 3.855398400 2,021,660.2000 38,971.53 03/31/2013 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 59,679.26 03/31/2013 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 19,306,000.0000 222,019.04 03/31/2013 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 9,149,833.5800 210,446.21 03/31/2013 71X4074 7174HUSK 09/30/2022 02009 4.600000800 771,900.0000 17,753.70 03/31/2013 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 3,308,513.0100 76,095.81 03/31/2013 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 32,470.03 03/31/2013 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 251,413.04 03/31/2013 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 115,000.02 03/31/2013 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 88,116.70 03/31/2013 71X4074 7174MONR 09/30/2027 02009 4.600000800 624,397.6800 14,361.15 03/31/2013 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 223,928.04 03/31/2013 71X4074 7174PATRI 09/30/2016 02009 4.600000800 25,815,000.0000 593,745.10 03/31/2013 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 236,785.04 03/31/2013 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 6,957.79 03/31/2013 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 241,412.87 03/31/2013 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 19,386.13 03/31/2013 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 17,889.40 03/31/2013 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 541,019.90 03/31/2013 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 42,274.01 03/31/2013 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 5,951,157.8500 136,876.65 03/31/2013 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 3,320,633.86 03/31/2013 71X4074 7174VELIF 09/30/2017 02009 4.600000800 26,050,000.0000 599,150.10 03/31/2013 71X4074 7174VERDA 09/30/2016 02009 4.600000800 32,052,253.4400 737,201.96 03/31/2013 71X4074 717400006 09/30/2027 02010 3.855398400 20,667,800.0000 398,413.02 03/31/2013 71X4074 717401450 09/30/2020 02010 2.300000400 1,174,080.0000 13,501.92 03/31/2013 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 4,447,575.0000 51,147.12 03/31/2013 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 33,994,800.0000 390,940.27 03/31/2013 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 319,131.09 03/31/2013 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 40,954.73 03/31/2013 71X4074 7174BROAD 09/30/2016 02010 3.855398400 485,450.0000 9,358.02 03/31/2013 71X4074 7174BUCH1 09/30/2025 02010 3.855398400 59,606,800.0000 1,149,039.81 03/31/2013 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 17,250.00 03/31/2013 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 3,855.40 03/31/2013 71X4074 7174CGS 09/30/2024 02010 2.300000400 119,448,945.0000 1,373,663.11 03/31/2013 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 63,376.51 03/31/2013 71X4074 7174CSILB 09/30/2014 02010 2.300000400 11,118,202.1900 127,859.35 03/31/2013 71X4074 7174DSP 09/30/2021 02010 2.300000400 49,770,000.0000 572,355.10 03/31/2013 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 205,502.74 03/31/2013 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 121,463.02 03/31/2013 71X4074 7174GHANA 09/30/2032 02010 2.300000400 12,758,486.8500 146,722.62 03/31/2013 71X4074 7174GMF 09/30/2014 02010 2.300000400 33,619,200.0000 386,620.87 03/31/2013 71X4074 7174HAITI 09/30/2018 02010 3.855398400 5,329,800.0000 102,742.51 03/31/2013 71X4074 7174JIMM 09/30/2018 02010 3.855398400 2,901,300.0000 55,928.34 03/31/2013 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 129,651.02 03/31/2013 71X4074 7174PNET 09/30/2021 02010 3.855398400 1,197,641.0400 23,086.92 03/31/2013 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 330,136.31 03/31/2013 71X4074 7174RODB 09/30/2016 02010 2.300000400 9,385,929.0000 107,938.20 03/31/2013 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 35,279.71 03/31/2013 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 35,924.86 03/31/2013 71X4074 7174TBCK 09/30/2021 02010 2.300000400 12,315,600.0000 141,629.42 03/31/2013 71X4074 717400007 09/30/2021 02011 3.855398400 7,531,300.0000 145,180.81 03/31/2013 71X4074 717400013 09/30/2020 02011 3.855398400 20,216,000.0000 389,703.67 03/31/2013 71X4074 717400018 09/30/2021 02011 3.855398400 2,819,618.5400 54,353.76 03/31/2013 71X4074 717400020 09/30/2021 02011 3.855398400 1,953,000.0000 37,647.97 03/31/2013 71X4074 717400022 09/30/2022 02011 3.855398400 978,400.0000 18,860.61 03/31/2013 71X4074 717400028 09/30/2017 02011 3.855398400 11,509,300.0000 221,864.68 03/31/2013 71X4074 717400036 09/30/2034 02011 3.855398400 2,610,325.0300 50,319.21 03/31/2013 71X4074 717400037 09/30/2022 02011 3.855398400 26,007,960.0000 501,355.24 03/31/2013 71X4074 717400048 09/30/2018 02011 3.490099200 2,091,620.0000 36,499.81 03/31/2013 71X4074 717401453 09/30/2019 02011 3.855398400 783,280.0000 15,099.28 03/31/2013 71X4074 7174AERIS 09/30/2024 02011 3.855398400 72,627,500.0000 1,400,039.74 03/31/2013 71X4074 7174AMUB 09/30/2025 02011 3.855398400 10,013,000.0000 193,020.52 03/31/2013 71X4074 7174C11AD 09/30/2020 02011 3.855398400 4,350,000.0000 83,854.92 03/31/2013 71X4074 7174UOG 09/30/2021 02011 3.855398400 8,838,095.0000 170,371.89 03/31/2013 71X4074 717400040 09/30/2023 02012 3.490099200 993,320.0000 17,333.93 03/31/2013 71X4074 717400045 09/30/2020 02012 3.490099200 667,187.5000 11,642.75 03/31/2013 71X4074 717400049 09/30/2023 02012 3.490099200 4,346,800.0000 75,853.82 03/31/2013 71X4074 717401196 09/30/2019 02012 3.490099200 9,600,390.0000 167,531.57 03/31/2013 71X4074 717401428 09/30/2017 02012 3.489998400 20,030,000.0000 349,523.34 03/31/2013 71X4074 717401429 09/30/2021 02012 3.490099200 22,968,000.0000 400,802.99 03/31/2013 71X4074 717401430 09/30/2019 02012 3.489998400 2,398,725.0000 41,857.73 03/31/2013 71X4074 717401435 09/30/2022 02012 3.489998400 21,892,000.0000 382,015.22 03/31/2013 71X4074 7174C12AD 09/30/2020 02012 3.490099200 90,000.0000 1,570.54 03/31/2013 71X4074 717401476 09/30/2023 02013 3.489998400 2,039,600.0000 35,591.00 03/31/2013 ------------------------ ---------------------- 2,000,351,546.3400 39,035,128.80 ======================== ====================== 2,000,351,546.3400 39,035,128.80 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00