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 21,342.43 10/31/2012 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 135,400.03 10/31/2012 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 28,208.34 10/31/2012 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 30,182.92 10/31/2012 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 5,641.67 10/31/2012 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 1,798.45 10/31/2012 71X4074 717498DLC 09/30/2015 01998 4.759999200 11,050,000.0000 43,831.66 10/31/2012 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 13,090.00 10/31/2012 71X4074 717499COH 09/30/2015 01999 5.649998400 5,265,000.0000 24,789.37 10/31/2012 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 36,437.78 10/31/2012 71X4074 717400COH 09/30/2015 02000 5.040000000 47,580,000.0000 199,836.00 10/31/2012 71X4074 717401DLC 09/30/2020 02001 3.510000000 1,435,000.0000 4,197.38 10/31/2012 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 22,668.34 10/31/2012 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 778,082.24 10/31/2012 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 9,642.50 10/31/2012 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 20,722.92 10/31/2012 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 26,433.99 10/31/2012 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 7,116.67 10/31/2012 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 7,116.67 10/31/2012 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 7,472.50 10/31/2012 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 19,870.27 10/31/2012 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 68,083.93 10/31/2012 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,251,600.0000 8,011.94 10/31/2012 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 8,822.10 10/31/2012 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 17,807.37 10/31/2012 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 13,410.00 10/31/2012 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 4,288.41 10/31/2012 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 11,175.00 10/31/2012 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 93,125.03 10/31/2012 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 4,021.42 10/31/2012 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 12,720.00 10/31/2012 71X4074 7174BDCC 09/30/2022 02006 4.770000000 16,734,600.0000 66,520.04 10/31/2012 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 35,775.00 10/31/2012 71X4074 7174BLH 09/30/2029 02006 5.180000400 3,113,250.0000 13,438.86 10/31/2012 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 22,933.95 10/31/2012 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 3,975.00 10/31/2012 71X4074 7174FLAMA 09/30/2015 02006 5.180000400 226,620.0000 978.24 10/31/2012 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 121,474.29 10/31/2012 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 5,156.67 10/31/2012 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 67,575.00 10/31/2012 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 32,929.30 10/31/2012 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 11,134.61 10/31/2012 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 7,950.00 10/31/2012 71X4074 717407COH 09/30/2015 02007 5.180000400 101,000.0000 435.98 10/31/2012 71X4074 71741STMT 09/30/2023 02007 5.180000400 5,382,500.0000 23,234.46 10/31/2012 71X4074 7174AFGGR 09/30/2022 02007 5.180000400 17,392,000.0000 75,075.47 10/31/2012 71X4074 7174AMINS 09/30/2015 02007 5.180000400 2,233,000.0000 9,639.12 10/31/2012 71X4074 7174BDCC2 09/30/2028 02007 5.180000400 5,907,405.0000 25,500.30 10/31/2012 71X4074 7174C07BD 09/30/2013 02007 3.459999600 30,000.0000 86.50 10/31/2012 71X4074 7174CULIN 09/30/2015 02007 5.180000400 155,329.0000 670.50 10/31/2012 71X4074 7174LEDFC 09/30/2022 02007 5.180000400 3,685,548.2900 15,909.28 10/31/2012 71X4074 7174NATUR 09/30/2013 02007 3.459999600 137,700.0000 397.03 10/31/2012 71X4074 7174TAYL 09/30/2034 02007 5.180000400 53,357,999.9800 230,328.72 10/31/2012 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 8,842.52 10/31/2012 71X4074 7174AMWOL 09/30/2016 02008 2.289999600 237,800.0000 453.80 10/31/2012 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 10,501.32 10/31/2012 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 56,315.51 10/31/2012 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 37,462.79 10/31/2012 71X4074 7174EMERF 09/30/2014 02008 4.600000800 1,725,000.0000 6,612.50 10/31/2012 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 8,617.33 10/31/2012 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 19,812.97 10/31/2012 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 2,340.62 10/31/2012 71X4074 7174IMMDF 09/30/2016 02008 2.289999600 2,855,289.9800 5,448.84 10/31/2012 71X4074 7174INTMA 09/30/2035 02008 2.289999600 19,657,450.0000 37,512.96 10/31/2012 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 105,274.85 10/31/2012 71X4074 7174LAFIS 09/30/2033 02008 2.289999600 10,825,000.0000 20,657.70 10/31/2012 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 5,636.73 10/31/2012 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 1,027.33 10/31/2012 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 4,050.30 10/31/2012 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 17,754.09 10/31/2012 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 1,077.21 10/31/2012 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 35,561.84 10/31/2012 71X4074 7174SUMMI 09/30/2013 02008 2.289999600 3,482,800.0000 6,646.34 10/31/2012 71X4074 717400012 09/30/2018 02009 3.855398400 18,409,350.0000 59,146.15 10/31/2012 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 19,626.67 10/31/2012 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 5,715,900.0000 21,910.95 10/31/2012 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 24,777.23 10/31/2012 71X4074 7174BAMAK 09/30/2019 02009 4.600000800 6,258,040.0000 23,989.16 10/31/2012 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 43,842.73 10/31/2012 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 191.67 10/31/2012 71X4074 7174C09CD 09/30/2020 02009 3.855398400 685,000.0000 2,200.79 10/31/2012 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 1,856.33 10/31/2012 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 195,442.53 10/31/2012 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 34,710.46 10/31/2012 71X4074 7174CSILC 09/30/2015 02009 4.600000800 2,107,910.8500 8,080.33 10/31/2012 71X4074 7174CSIP 09/30/2014 02009 4.600000800 2,466,725.5600 9,455.78 10/31/2012 71X4074 7174EXPR 09/30/2018 02009 4.600000800 4,058,000.0000 15,555.67 10/31/2012 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 23,402.50 10/31/2012 71X4074 7174GAMMA 09/30/2018 02009 3.855398400 2,021,660.2000 6,495.25 10/31/2012 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 9,946.54 10/31/2012 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 19,306,000.0000 37,003.17 10/31/2012 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 9,149,833.5800 35,074.37 10/31/2012 71X4074 7174HUSK 09/30/2022 02009 4.600000800 771,900.0000 2,958.95 10/31/2012 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 3,308,513.0100 12,682.64 10/31/2012 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 5,411.67 10/31/2012 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 41,902.17 10/31/2012 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 19,166.67 10/31/2012 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 14,686.12 10/31/2012 71X4074 7174MONR 09/30/2027 02009 4.600000800 624,397.6800 2,393.52 10/31/2012 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 37,321.34 10/31/2012 71X4074 7174PATRI 09/30/2016 02009 4.600000800 22,200,900.0000 85,103.46 10/31/2012 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 39,464.17 10/31/2012 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 1,159.63 10/31/2012 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 40,235.48 10/31/2012 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 3,231.02 10/31/2012 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 2,981.57 10/31/2012 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 90,169.98 10/31/2012 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 7,045.67 10/31/2012 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 5,951,157.8500 22,812.78 10/31/2012 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 553,438.98 10/31/2012 71X4074 7174VELIF 09/30/2017 02009 4.600000800 21,381,840.0000 81,963.73 10/31/2012 71X4074 7174VERDA 09/30/2016 02009 4.600000800 32,052,253.4400 122,866.99 10/31/2012 71X4074 717400006 09/30/2027 02010 3.855398400 20,667,800.0000 66,402.17 10/31/2012 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 4,447,575.0000 8,524.52 10/31/2012 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 28,014,000.0000 53,693.51 10/31/2012 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 53,188.51 10/31/2012 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 6,825.79 10/31/2012 71X4074 7174BROAD 09/30/2016 02010 3.855398400 485,450.0000 1,559.67 10/31/2012 71X4074 7174BUCH1 09/30/2025 02010 3.855398400 59,606,800.0000 191,506.63 10/31/2012 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 2,875.00 10/31/2012 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 642.57 10/31/2012 71X4074 7174CGS 09/30/2024 02010 2.300000400 89,342,525.0000 171,239.87 10/31/2012 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 10,562.75 10/31/2012 71X4074 7174CSILB 09/30/2014 02010 2.300000400 9,434,159.6700 18,082.14 10/31/2012 71X4074 7174DSP 09/30/2021 02010 2.300000400 49,770,000.0000 95,392.52 10/31/2012 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 34,250.46 10/31/2012 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 20,243.84 10/31/2012 71X4074 7174GHANA 09/30/2032 02010 2.300000400 10,650,676.8500 20,413.80 10/31/2012 71X4074 7174GMF 09/30/2014 02010 2.300000400 33,619,200.0000 64,436.81 10/31/2012 71X4074 7174HAITI 09/30/2018 02010 3.855398400 4,485,915.0000 14,412.49 10/31/2012 71X4074 7174JIMM 09/30/2018 02010 3.855398400 2,901,300.0000 9,321.39 10/31/2012 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 21,608.50 10/31/2012 71X4074 7174PNET 09/30/2021 02010 3.855398400 1,197,641.0400 3,847.82 10/31/2012 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 55,022.72 10/31/2012 71X4074 7174RODB 09/30/2016 02010 2.300000400 9,385,929.0000 17,989.70 10/31/2012 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 5,879.95 10/31/2012 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 5,987.48 10/31/2012 71X4074 7174TBCK 09/30/2021 02010 2.300000400 12,315,600.0000 23,604.90 10/31/2012 71X4074 717400007 09/30/2021 02011 3.855398400 5,379,500.0000 17,283.43 10/31/2012 71X4074 717400013 09/30/2020 02011 3.855398400 20,216,000.0000 64,950.61 10/31/2012 71X4074 717400018 09/30/2021 02011 3.855398400 2,819,618.5400 9,058.96 10/31/2012 71X4074 717400020 09/30/2021 02011 3.855398400 1,953,000.0000 6,274.66 10/31/2012 71X4074 717400022 09/30/2022 02011 3.855398400 978,400.0000 3,143.43 10/31/2012 71X4074 717400028 09/30/2017 02011 3.855398400 7,324,100.0000 23,531.10 10/31/2012 71X4074 717400036 09/30/2034 02011 3.855398400 580,268.2500 1,864.30 10/31/2012 71X4074 717400037 09/30/2022 02011 3.855398400 26,007,960.0000 83,559.21 10/31/2012 71X4074 717400048 09/30/2018 02011 3.490099200 1,273,160.0000 3,702.88 10/31/2012 71X4074 7174AERIS 09/30/2024 02011 3.855398400 72,627,500.0000 233,339.96 10/31/2012 71X4074 7174AMUB 09/30/2025 02011 3.855398400 10,013,000.0000 32,170.09 10/31/2012 71X4074 7174C11AD 09/30/2020 02011 3.855398400 4,350,000.0000 13,975.82 10/31/2012 71X4074 7174UOG 09/30/2021 02011 3.855398400 8,838,095.0000 28,395.31 10/31/2012 71X4074 717400040 09/30/2023 02012 3.490099200 522,800.0000 1,520.52 10/31/2012 71X4074 717400045 09/30/2020 02012 3.490099200 667,187.5000 1,940.46 10/31/2012 71X4074 717400049 09/30/2023 02012 3.490099200 4,346,800.0000 12,642.30 10/31/2012 71X4074 717401196 09/30/2019 02012 3.490099200 2,890,440.0000 8,406.60 10/31/2012 71X4074 717401430 09/30/2019 02012 3.489998400 2,398,725.0000 6,976.29 10/31/2012 71X4074 7174C12AD 09/30/2020 02012 3.490099200 90,000.0000 261.76 10/31/2012 ------------------------ ---------------------- 1,863,086,618.0500 6,138,291.22 ======================== ====================== 1,863,086,618.0500 6,138,291.22 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00