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 85,369.72 01/31/2012 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 541,600.13 01/31/2012 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 112,833.36 01/31/2012 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 120,731.70 01/31/2012 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 22,566.67 01/31/2012 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 7,193.80 01/31/2012 71X4074 717498DLC 09/30/2015 01998 4.759999200 11,050,000.0000 175,326.64 01/31/2012 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 52,359.99 01/31/2012 71X4074 717499COH 09/30/2015 01999 5.649998400 5,265,000.0000 99,157.47 01/31/2012 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 145,751.13 01/31/2012 71X4074 717400COH 09/30/2015 02000 5.040000000 47,580,000.0000 799,344.00 01/31/2012 71X4074 717401DLC 09/30/2020 02001 3.510000000 1,435,000.0000 16,789.50 01/31/2012 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 9,360.00 01/31/2012 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 90,673.35 01/31/2012 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 3,112,328.95 01/31/2012 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 38,570.01 01/31/2012 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 82,891.68 01/31/2012 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 105,735.95 01/31/2012 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 28,466.66 01/31/2012 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 28,466.66 01/31/2012 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 29,890.00 01/31/2012 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 79,481.06 01/31/2012 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 272,335.74 01/31/2012 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,251,600.0000 32,047.77 01/31/2012 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 35,288.42 01/31/2012 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 71,229.47 01/31/2012 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 53,640.01 01/31/2012 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 17,153.63 01/31/2012 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 44,700.01 01/31/2012 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 372,500.10 01/31/2012 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 16,085.67 01/31/2012 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 50,880.00 01/31/2012 71X4074 7174BDCC 09/30/2022 02006 4.770000000 16,734,600.0000 266,080.14 01/31/2012 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 143,100.00 01/31/2012 71X4074 7174BLH 09/30/2029 02006 5.138301600 3,113,250.0000 53,322.72 01/31/2012 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 91,735.78 01/31/2012 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 15,900.00 01/31/2012 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 3,881.47 01/31/2012 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 485,897.17 01/31/2012 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 74,992.69 01/31/2012 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 20,626.67 01/31/2012 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 270,300.00 01/31/2012 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 131,717.19 01/31/2012 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 44,538.44 01/31/2012 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 31,800.00 01/31/2012 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 1,751.10 01/31/2012 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 93,320.02 01/31/2012 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 16,044,120.0000 278,167.69 01/31/2012 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 38,715.02 01/31/2012 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 78,226.80 01/31/2012 71X4074 7174C07BD 09/30/2013 02007 4.956998400 30,000.0000 495.70 01/31/2012 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 2,693.04 01/31/2012 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 3,685,548.2900 63,898.83 01/31/2012 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 2,275.26 01/31/2012 71X4074 7174TAYL 09/30/2034 02007 5.201301600 53,357,999.9800 925,103.50 01/31/2012 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 35,370.10 01/31/2012 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 42,005.27 01/31/2012 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 225,262.04 01/31/2012 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 149,851.16 01/31/2012 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 34,469.32 01/31/2012 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 79,251.88 01/31/2012 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 9,362.50 01/31/2012 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 48,778.83 01/31/2012 71X4074 7174INTMA 09/30/2035 02008 5.125100400 14,767,060.0000 252,275.55 01/31/2012 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 421,099.41 01/31/2012 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 184,930.71 01/31/2012 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 22,546.90 01/31/2012 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 4,109.33 01/31/2012 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 16,201.20 01/31/2012 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 71,016.35 01/31/2012 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 4,308.82 01/31/2012 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 142,247.36 01/31/2012 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,482,800.0000 59,499.00 01/31/2012 71X4074 717400012 09/30/2018 02009 3.855398400 12,438,750.0000 159,854.46 01/31/2012 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 78,506.68 01/31/2012 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 43,821.91 01/31/2012 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 99,108.93 01/31/2012 71X4074 7174BAMAK 09/30/2019 02009 4.600000800 6,258,040.0000 95,956.63 01/31/2012 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 175,370.90 01/31/2012 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 766.67 01/31/2012 71X4074 7174C09CD 09/30/2020 02009 3.855398400 460,000.0000 5,911.61 01/31/2012 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 7,425.32 01/31/2012 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 781,770.14 01/31/2012 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 138,841.82 01/31/2012 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,920,737.5100 29,451.31 01/31/2012 71X4074 7174EXPR 09/30/2018 02009 4.600000800 4,058,000.0000 62,222.68 01/31/2012 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 93,610.02 01/31/2012 71X4074 7174GAMMA 09/30/2018 02009 4.600000800 2,021,660.2000 30,998.80 01/31/2012 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 39,786.17 01/31/2012 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 13,514,200.0000 103,608.88 01/31/2012 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 2,249,623.5800 34,494.23 01/31/2012 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 1,411,012.2300 21,635.52 01/31/2012 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 21,646.68 01/31/2012 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 167,608.70 01/31/2012 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 76,666.68 01/31/2012 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 58,744.46 01/31/2012 71X4074 7174MONR 09/30/2027 02009 4.600000800 544,646.7000 8,351.25 01/31/2012 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 149,285.36 01/31/2012 71X4074 7174PATRI 09/30/2016 02009 4.600000800 16,005,300.0000 245,414.64 01/31/2012 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 157,856.69 01/31/2012 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 4,638.53 01/31/2012 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 160,941.91 01/31/2012 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 12,924.09 01/31/2012 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 11,926.27 01/31/2012 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 360,679.93 01/31/2012 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 28,182.67 01/31/2012 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 5,951,157.8500 91,251.10 01/31/2012 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 2,213,755.91 01/31/2012 71X4074 7174VELIF 09/30/2017 02009 4.600000800 16,171,840.0000 247,968.26 01/31/2012 71X4074 7174VERDA 09/30/2016 02009 4.600000800 20,891,912.6400 320,342.72 01/31/2012 71X4074 717400006 09/30/2027 02010 2.300000400 13,479,000.0000 103,339.02 01/31/2012 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 212,754.06 01/31/2012 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 27,303.15 01/31/2012 71X4074 7174BROAD 09/30/2016 02010 2.300000400 138,700.0000 1,063.37 01/31/2012 71X4074 7174BUCH1 09/30/2025 02010 3.855398400 59,606,800.0000 766,026.54 01/31/2012 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 11,500.00 01/31/2012 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 2,570.27 01/31/2012 71X4074 7174CGS 09/30/2024 02010 2.300000400 89,342,525.0000 684,959.48 01/31/2012 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 42,251.01 01/31/2012 71X4074 7174CSILB 09/30/2014 02010 2.300000400 4,483,441.7300 34,373.06 01/31/2012 71X4074 7174DSP 09/30/2021 02010 2.300000400 49,770,000.0000 381,570.07 01/31/2012 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 137,001.82 01/31/2012 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 80,975.35 01/31/2012 71X4074 7174GHANA 09/30/2032 02010 2.300000400 4,121,606.8500 31,598.99 01/31/2012 71X4074 7174GMF 09/30/2014 02010 2.300000400 33,619,200.0000 257,747.24 01/31/2012 71X4074 7174HAITI 09/30/2018 02010 3.855398400 3,109,050.0000 39,955.42 01/31/2012 71X4074 7174JIMM 09/30/2018 02010 3.855398400 2,901,300.0000 37,285.56 01/31/2012 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 86,434.02 01/31/2012 71X4074 7174PNET 09/30/2021 02010 3.855398400 819,704.3500 10,534.29 01/31/2012 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 220,090.87 01/31/2012 71X4074 7174RODB 09/30/2016 02010 2.300000400 5,263,409.6100 40,352.81 01/31/2012 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 23,519.80 01/31/2012 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 23,949.90 01/31/2012 71X4074 7174TBCK 09/30/2021 02010 2.300000400 12,315,600.0000 94,419.62 01/31/2012 71X4074 717400007 09/30/2021 02011 3.855398400 5,379,500.0000 69,133.72 01/31/2012 71X4074 717400013 09/30/2020 02011 3.855398400 12,129,600.0000 155,881.47 01/31/2012 71X4074 717400018 09/30/2021 02011 3.855398400 2,819,618.5400 36,235.84 01/31/2012 71X4074 717400020 09/30/2021 02011 3.855398400 1,395,000.0000 17,927.60 01/31/2012 71X4074 717400022 09/30/2022 02011 3.855398400 978,400.0000 12,573.74 01/31/2012 71X4074 717400036 09/30/2034 02011 3.855398400 580,268.2500 7,457.22 01/31/2012 71X4074 717400037 09/30/2022 02011 3.855398400 22,585,860.0000 290,258.30 01/31/2012 71X4074 7174AERIS 09/30/2024 02011 3.855398400 72,627,500.0000 933,359.82 01/31/2012 71X4074 7174AMUB 09/30/2025 02011 3.855398400 6,208,060.0000 79,781.82 01/31/2012 71X4074 7174C11AD 09/30/2020 02011 3.855398400 3,750,000.0000 48,192.48 01/31/2012 71X4074 7174UOG 09/30/2021 02011 3.855398400 7,685,300.0000 98,766.31 01/31/2012 71X4074 717400045 09/30/2020 02012 3.855398400 667,187.5000 8,574.25 01/31/2012 ------------------------ ---------------------- 1,715,129,504.5700 23,122,921.03 ======================== ====================== 1,715,129,504.5700 23,122,921.03 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00