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 149,397.01 04/30/2012 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 947,800.22 04/30/2012 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 197,458.38 04/30/2012 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 211,280.47 04/30/2012 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 39,491.68 04/30/2012 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 12,589.16 04/30/2012 71X4074 717498DLC 09/30/2015 01998 4.759999200 11,050,000.0000 306,821.62 04/30/2012 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 91,629.98 04/30/2012 71X4074 717499COH 09/30/2015 01999 5.649998400 5,265,000.0000 173,525.58 04/30/2012 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 255,064.47 04/30/2012 71X4074 717400COH 09/30/2015 02000 5.040000000 47,580,000.0000 1,398,852.00 04/30/2012 71X4074 717401DLC 09/30/2020 02001 3.510000000 1,435,000.0000 29,381.63 04/30/2012 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 16,380.00 04/30/2012 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 158,678.36 04/30/2012 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 5,446,575.66 04/30/2012 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 67,497.51 04/30/2012 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 145,060.45 04/30/2012 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 185,037.92 04/30/2012 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 49,816.66 04/30/2012 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 49,816.66 04/30/2012 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 52,307.50 04/30/2012 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 139,091.86 04/30/2012 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 476,587.54 04/30/2012 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,251,600.0000 56,083.60 04/30/2012 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 61,754.73 04/30/2012 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 124,651.57 04/30/2012 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 93,870.03 04/30/2012 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 30,018.85 04/30/2012 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 78,225.02 04/30/2012 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 651,875.18 04/30/2012 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 28,149.93 04/30/2012 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 89,040.00 04/30/2012 71X4074 7174BDCC 09/30/2022 02006 4.770000000 16,734,600.0000 465,640.25 04/30/2012 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 250,425.00 04/30/2012 71X4074 7174BLH 09/30/2029 02006 5.138301600 3,113,250.0000 93,314.77 04/30/2012 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 160,537.62 04/30/2012 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 27,825.00 04/30/2012 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 6,792.58 04/30/2012 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 850,320.06 04/30/2012 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 131,237.21 04/30/2012 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 36,096.68 04/30/2012 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 473,025.00 04/30/2012 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 230,505.08 04/30/2012 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 77,942.28 04/30/2012 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 55,650.00 04/30/2012 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 3,064.43 04/30/2012 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 163,310.03 04/30/2012 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 17,348,520.0000 526,370.16 04/30/2012 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 67,751.29 04/30/2012 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 136,896.89 04/30/2012 71X4074 7174C07BD 09/30/2013 02007 4.956998400 30,000.0000 867.47 04/30/2012 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 4,712.83 04/30/2012 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 3,685,548.2900 111,822.95 04/30/2012 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 3,981.71 04/30/2012 71X4074 7174TAYL 09/30/2034 02007 5.201301600 53,357,999.9800 1,618,931.13 04/30/2012 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 61,897.67 04/30/2012 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 73,509.22 04/30/2012 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 394,208.57 04/30/2012 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 262,239.54 04/30/2012 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 60,321.30 04/30/2012 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 138,690.79 04/30/2012 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 16,384.37 04/30/2012 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 85,362.95 04/30/2012 71X4074 7174INTMA 09/30/2035 02008 5.125100400 16,588,970.0000 495,950.80 04/30/2012 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 736,923.96 04/30/2012 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 323,628.74 04/30/2012 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 39,457.08 04/30/2012 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 7,191.33 04/30/2012 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 28,352.10 04/30/2012 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 124,278.60 04/30/2012 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 7,540.44 04/30/2012 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 248,932.88 04/30/2012 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,482,800.0000 104,123.25 04/30/2012 71X4074 717400012 09/30/2018 02009 3.855398400 12,438,750.0000 279,745.30 04/30/2012 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 137,386.69 04/30/2012 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 5,715,900.0000 153,376.68 04/30/2012 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 173,440.63 04/30/2012 71X4074 7174BAMAK 09/30/2019 02009 4.600000800 6,258,040.0000 167,924.10 04/30/2012 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 306,899.08 04/30/2012 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 1,341.67 04/30/2012 71X4074 7174C09CD 09/30/2020 02009 3.855398400 460,000.0000 10,345.32 04/30/2012 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 12,994.31 04/30/2012 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 1,368,097.74 04/30/2012 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 242,973.19 04/30/2012 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,920,737.5100 51,539.80 04/30/2012 71X4074 7174EXPR 09/30/2018 02009 4.600000800 4,058,000.0000 108,889.69 04/30/2012 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 163,817.53 04/30/2012 71X4074 7174GAMMA 09/30/2018 02009 4.600000800 2,021,660.2000 54,247.89 04/30/2012 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 69,625.80 04/30/2012 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 19,306,000.0000 259,022.21 04/30/2012 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 2,249,623.5800 60,364.91 04/30/2012 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 1,745,438.1900 46,835.93 04/30/2012 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 37,881.70 04/30/2012 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 293,315.22 04/30/2012 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 134,166.69 04/30/2012 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 102,802.81 04/30/2012 71X4074 7174MONR 09/30/2027 02009 4.600000800 544,646.7000 14,614.69 04/30/2012 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 261,249.38 04/30/2012 71X4074 7174PATRI 09/30/2016 02009 4.600000800 16,005,300.0000 429,475.62 04/30/2012 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 276,249.21 04/30/2012 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 8,117.42 04/30/2012 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 281,648.35 04/30/2012 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 22,617.15 04/30/2012 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 20,870.97 04/30/2012 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 631,189.88 04/30/2012 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 49,319.68 04/30/2012 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 5,951,157.8500 159,689.43 04/30/2012 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 3,874,072.83 04/30/2012 71X4074 7174VELIF 09/30/2017 02009 4.600000800 16,171,840.0000 433,944.45 04/30/2012 71X4074 7174VERDA 09/30/2016 02009 4.600000800 24,149,443.8400 648,010.19 04/30/2012 71X4074 717400006 09/30/2027 02010 2.300000400 13,479,000.0000 180,843.28 04/30/2012 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 372,319.60 04/30/2012 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 47,780.51 04/30/2012 71X4074 7174BROAD 09/30/2016 02010 2.300000400 138,700.0000 1,860.89 04/30/2012 71X4074 7174BUCH1 09/30/2025 02010 3.855398400 59,606,800.0000 1,340,546.44 04/30/2012 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 20,125.00 04/30/2012 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 4,497.96 04/30/2012 71X4074 7174CGS 09/30/2024 02010 2.300000400 89,342,525.0000 1,198,679.09 04/30/2012 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 73,939.26 04/30/2012 71X4074 7174CSILB 09/30/2014 02010 2.300000400 7,206,180.7600 96,682.94 04/30/2012 71X4074 7174DSP 09/30/2021 02010 2.300000400 49,770,000.0000 667,747.62 04/30/2012 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 239,753.19 04/30/2012 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 141,706.86 04/30/2012 71X4074 7174GHANA 09/30/2032 02010 2.300000400 7,309,026.8500 98,062.79 04/30/2012 71X4074 7174GMF 09/30/2014 02010 2.300000400 33,619,200.0000 451,057.68 04/30/2012 71X4074 7174HAITI 09/30/2018 02010 3.855398400 3,109,050.0000 69,921.99 04/30/2012 71X4074 7174JIMM 09/30/2018 02010 3.855398400 2,901,300.0000 65,249.73 04/30/2012 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 151,259.53 04/30/2012 71X4074 7174PNET 09/30/2021 02010 3.855398400 1,197,641.0400 26,934.74 04/30/2012 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 385,159.03 04/30/2012 71X4074 7174RODB 09/30/2016 02010 2.300000400 6,705,857.6100 89,970.27 04/30/2012 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 41,159.66 04/30/2012 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 41,912.33 04/30/2012 71X4074 7174TBCK 09/30/2021 02010 2.300000400 12,315,600.0000 165,234.33 04/30/2012 71X4074 717400007 09/30/2021 02011 3.855398400 5,379,500.0000 120,984.01 04/30/2012 71X4074 717400013 09/30/2020 02011 3.855398400 16,172,800.0000 363,723.43 04/30/2012 71X4074 717400018 09/30/2021 02011 3.855398400 2,819,618.5400 63,412.72 04/30/2012 71X4074 717400020 09/30/2021 02011 3.855398400 1,395,000.0000 31,373.30 04/30/2012 71X4074 717400022 09/30/2022 02011 3.855398400 978,400.0000 22,004.04 04/30/2012 71X4074 717400028 09/30/2017 02011 3.855398400 2,092,600.0000 47,062.21 04/30/2012 71X4074 717400036 09/30/2034 02011 3.855398400 580,268.2500 13,050.13 04/30/2012 71X4074 717400037 09/30/2022 02011 3.855398400 22,585,860.0000 507,952.02 04/30/2012 71X4074 7174AERIS 09/30/2024 02011 3.855398400 72,627,500.0000 1,633,379.69 04/30/2012 71X4074 7174AMUB 09/30/2025 02011 3.855398400 6,208,060.0000 139,618.18 04/30/2012 71X4074 7174C11AD 09/30/2020 02011 3.855398400 3,750,000.0000 84,336.84 04/30/2012 71X4074 7174UOG 09/30/2021 02011 3.855398400 8,838,095.0000 198,767.20 04/30/2012 71X4074 717400040 09/30/2023 02012 3.855398400 522,800.0000 11,757.68 04/30/2012 71X4074 717400045 09/30/2020 02012 3.855398400 667,187.5000 15,004.93 04/30/2012 ------------------------ ---------------------- 1,746,039,460.4500 41,092,760.48 ======================== ====================== 1,746,039,460.4500 41,092,760.48 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00