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 106,712.15 02/29/2012 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 677,000.16 02/29/2012 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 141,041.70 02/29/2012 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 150,914.62 02/29/2012 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 28,208.34 02/29/2012 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 8,992.25 02/29/2012 71X4074 717498DLC 09/30/2015 01998 4.759999200 11,050,000.0000 219,158.30 02/29/2012 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 65,449.99 02/29/2012 71X4074 717499COH 09/30/2015 01999 5.649998400 5,265,000.0000 123,946.84 02/29/2012 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 182,188.91 02/29/2012 71X4074 717400COH 09/30/2015 02000 5.040000000 47,580,000.0000 999,180.00 02/29/2012 71X4074 717401DLC 09/30/2020 02001 3.510000000 1,435,000.0000 20,986.88 02/29/2012 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 11,700.00 02/29/2012 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 113,341.69 02/29/2012 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 3,890,411.18 02/29/2012 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 48,212.51 02/29/2012 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 103,614.60 02/29/2012 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 132,169.94 02/29/2012 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 35,583.33 02/29/2012 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 35,583.33 02/29/2012 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 37,362.50 02/29/2012 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 99,351.33 02/29/2012 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 340,419.67 02/29/2012 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,251,600.0000 40,059.71 02/29/2012 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 44,110.52 02/29/2012 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 89,036.84 02/29/2012 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 67,050.02 02/29/2012 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 21,442.04 02/29/2012 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 55,875.02 02/29/2012 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 465,625.13 02/29/2012 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 20,107.09 02/29/2012 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 63,600.00 02/29/2012 71X4074 7174BDCC 09/30/2022 02006 4.770000000 16,734,600.0000 332,600.18 02/29/2012 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 178,875.00 02/29/2012 71X4074 7174BLH 09/30/2029 02006 5.138301600 3,113,250.0000 66,653.41 02/29/2012 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 114,669.73 02/29/2012 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 19,875.00 02/29/2012 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 4,851.84 02/29/2012 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 607,371.47 02/29/2012 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 93,740.86 02/29/2012 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 25,783.34 02/29/2012 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 337,875.00 02/29/2012 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 164,646.49 02/29/2012 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 55,673.06 02/29/2012 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 39,750.00 02/29/2012 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 2,188.88 02/29/2012 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 116,650.02 02/29/2012 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 16,044,120.0000 347,709.61 02/29/2012 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 48,393.78 02/29/2012 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 97,783.49 02/29/2012 71X4074 7174C07BD 09/30/2013 02007 4.956998400 30,000.0000 619.62 02/29/2012 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 3,366.30 02/29/2012 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 3,685,548.2900 79,873.53 02/29/2012 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 2,844.08 02/29/2012 71X4074 7174TAYL 09/30/2034 02007 5.201301600 53,357,999.9800 1,156,379.38 02/29/2012 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 44,212.62 02/29/2012 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 52,506.58 02/29/2012 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 281,577.55 02/29/2012 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 187,313.96 02/29/2012 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 43,086.65 02/29/2012 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 99,064.85 02/29/2012 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 11,703.12 02/29/2012 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 60,973.53 02/29/2012 71X4074 7174INTMA 09/30/2035 02008 5.125100400 16,588,970.0000 354,250.57 02/29/2012 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 526,374.26 02/29/2012 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 231,163.38 02/29/2012 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 28,183.63 02/29/2012 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 5,136.67 02/29/2012 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 20,251.50 02/29/2012 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 88,770.43 02/29/2012 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 5,386.03 02/29/2012 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 177,809.20 02/29/2012 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,482,800.0000 74,373.75 02/29/2012 71X4074 717400012 09/30/2018 02009 3.855398400 12,438,750.0000 199,818.07 02/29/2012 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 98,133.35 02/29/2012 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 54,777.38 02/29/2012 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 123,886.17 02/29/2012 71X4074 7174BAMAK 09/30/2019 02009 4.600000800 6,258,040.0000 119,945.79 02/29/2012 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 219,213.63 02/29/2012 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 958.33 02/29/2012 71X4074 7174C09CD 09/30/2020 02009 3.855398400 460,000.0000 7,389.51 02/29/2012 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 9,281.65 02/29/2012 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 977,212.67 02/29/2012 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 173,552.28 02/29/2012 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,920,737.5100 36,814.14 02/29/2012 71X4074 7174EXPR 09/30/2018 02009 4.600000800 4,058,000.0000 77,778.35 02/29/2012 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 117,012.52 02/29/2012 71X4074 7174GAMMA 09/30/2018 02009 4.600000800 2,021,660.2000 38,748.49 02/29/2012 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 49,732.72 02/29/2012 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 17,375,400.0000 166,514.28 02/29/2012 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 2,249,623.5800 43,117.79 02/29/2012 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 1,745,438.1900 33,454.24 02/29/2012 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 27,058.35 02/29/2012 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 209,510.87 02/29/2012 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 95,833.35 02/29/2012 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 73,430.58 02/29/2012 71X4074 7174MONR 09/30/2027 02009 4.600000800 544,646.7000 10,439.06 02/29/2012 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 186,606.70 02/29/2012 71X4074 7174PATRI 09/30/2016 02009 4.600000800 16,005,300.0000 306,768.30 02/29/2012 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 197,320.87 02/29/2012 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 5,798.16 02/29/2012 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 201,177.39 02/29/2012 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 16,155.11 02/29/2012 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 14,907.84 02/29/2012 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 450,849.92 02/29/2012 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 35,228.34 02/29/2012 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 5,951,157.8500 114,063.88 02/29/2012 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 2,767,194.88 02/29/2012 71X4074 7174VELIF 09/30/2017 02009 4.600000800 16,171,840.0000 309,960.32 02/29/2012 71X4074 7174VERDA 09/30/2016 02009 4.600000800 20,891,912.6400 400,428.40 02/29/2012 71X4074 717400006 09/30/2027 02010 2.300000400 13,479,000.0000 129,173.77 02/29/2012 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 265,942.57 02/29/2012 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 34,128.94 02/29/2012 71X4074 7174BROAD 09/30/2016 02010 2.300000400 138,700.0000 1,329.21 02/29/2012 71X4074 7174BUCH1 09/30/2025 02010 3.855398400 59,606,800.0000 957,533.17 02/29/2012 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 14,375.00 02/29/2012 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 3,212.83 02/29/2012 71X4074 7174CGS 09/30/2024 02010 2.300000400 89,342,525.0000 856,199.35 02/29/2012 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 52,813.76 02/29/2012 71X4074 7174CSILB 09/30/2014 02010 2.300000400 4,483,441.7300 42,966.32 02/29/2012 71X4074 7174DSP 09/30/2021 02010 2.300000400 49,770,000.0000 476,962.58 02/29/2012 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 171,252.28 02/29/2012 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 101,219.18 02/29/2012 71X4074 7174GHANA 09/30/2032 02010 2.300000400 4,121,606.8500 39,498.74 02/29/2012 71X4074 7174GMF 09/30/2014 02010 2.300000400 33,619,200.0000 322,184.06 02/29/2012 71X4074 7174HAITI 09/30/2018 02010 3.855398400 3,109,050.0000 49,944.28 02/29/2012 71X4074 7174JIMM 09/30/2018 02010 3.855398400 2,901,300.0000 46,606.95 02/29/2012 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 108,042.52 02/29/2012 71X4074 7174PNET 09/30/2021 02010 3.855398400 1,197,641.0400 19,239.10 02/29/2012 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 275,113.59 02/29/2012 71X4074 7174RODB 09/30/2016 02010 2.300000400 5,263,409.6100 50,441.02 02/29/2012 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 29,399.76 02/29/2012 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 29,937.38 02/29/2012 71X4074 7174TBCK 09/30/2021 02010 2.300000400 12,315,600.0000 118,024.52 02/29/2012 71X4074 717400007 09/30/2021 02011 3.855398400 5,379,500.0000 86,417.15 02/29/2012 71X4074 717400013 09/30/2020 02011 3.855398400 16,172,800.0000 259,802.45 02/29/2012 71X4074 717400018 09/30/2021 02011 3.855398400 2,819,618.5400 45,294.80 02/29/2012 71X4074 717400020 09/30/2021 02011 3.855398400 1,395,000.0000 22,409.50 02/29/2012 71X4074 717400022 09/30/2022 02011 3.855398400 978,400.0000 15,717.17 02/29/2012 71X4074 717400028 09/30/2017 02011 3.855398400 2,092,600.0000 33,615.86 02/29/2012 71X4074 717400036 09/30/2034 02011 3.855398400 580,268.2500 9,321.52 02/29/2012 71X4074 717400037 09/30/2022 02011 3.855398400 22,585,860.0000 362,822.87 02/29/2012 71X4074 7174AERIS 09/30/2024 02011 3.855398400 72,627,500.0000 1,166,699.78 02/29/2012 71X4074 7174AMUB 09/30/2025 02011 3.855398400 6,208,060.0000 99,727.27 02/29/2012 71X4074 7174C11AD 09/30/2020 02011 3.855398400 3,750,000.0000 60,240.60 02/29/2012 71X4074 7174UOG 09/30/2021 02011 3.855398400 8,838,095.0000 141,976.57 02/29/2012 71X4074 717400045 09/30/2020 02012 3.855398400 667,187.5000 10,717.81 02/29/2012 ------------------------ ---------------------- 1,728,813,572.2200 29,109,126.85 ======================== ====================== 1,728,813,572.2200 29,109,126.85 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00