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 64,027.29 12/31/2011 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 406,200.10 12/31/2011 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 84,625.02 12/31/2011 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 90,548.77 12/31/2011 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 16,925.00 12/31/2011 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 5,395.35 12/31/2011 71X4074 717498DLC 09/30/2015 01998 4.759999200 11,050,000.0000 131,494.98 12/31/2011 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 39,269.99 12/31/2011 71X4074 717499COH 09/30/2015 01999 5.649998400 5,265,000.0000 74,368.10 12/31/2011 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 109,313.34 12/31/2011 71X4074 717400COH 09/30/2015 02000 5.040000000 47,580,000.0000 599,508.00 12/31/2011 71X4074 717401DLC 09/30/2020 02001 3.510000000 1,435,000.0000 12,592.13 12/31/2011 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 7,020.00 12/31/2011 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 68,005.01 12/31/2011 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 2,334,246.71 12/31/2011 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 28,927.51 12/31/2011 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 62,168.76 12/31/2011 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 79,301.97 12/31/2011 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 21,350.00 12/31/2011 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 21,350.00 12/31/2011 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 22,417.50 12/31/2011 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 59,610.80 12/31/2011 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 204,251.80 12/31/2011 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,251,600.0000 24,035.83 12/31/2011 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 26,466.31 12/31/2011 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 53,422.10 12/31/2011 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 40,230.01 12/31/2011 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 12,865.22 12/31/2011 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 33,525.01 12/31/2011 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 279,375.08 12/31/2011 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 12,064.25 12/31/2011 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 38,160.00 12/31/2011 71X4074 7174BDCC 09/30/2022 02006 4.770000000 16,734,600.0000 199,560.11 12/31/2011 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 107,325.00 12/31/2011 71X4074 7174BLH 09/30/2029 02006 5.138301600 3,113,250.0000 39,992.04 12/31/2011 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 68,801.84 12/31/2011 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 11,925.00 12/31/2011 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 2,911.10 12/31/2011 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 364,422.88 12/31/2011 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 56,244.52 12/31/2011 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 15,470.00 12/31/2011 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 202,725.00 12/31/2011 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 98,787.89 12/31/2011 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 33,403.83 12/31/2011 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 23,850.00 12/31/2011 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 1,313.33 12/31/2011 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 69,990.01 12/31/2011 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 16,044,120.0000 208,625.77 12/31/2011 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 29,036.27 12/31/2011 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 58,670.10 12/31/2011 71X4074 7174C07BD 09/30/2013 02007 4.956998400 30,000.0000 371.77 12/31/2011 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 2,019.78 12/31/2011 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 3,685,548.2900 47,924.12 12/31/2011 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 1,706.45 12/31/2011 71X4074 7174TAYL 09/30/2034 02007 5.201301600 52,910,635.4800 688,010.43 12/31/2011 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 26,527.57 12/31/2011 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 31,503.95 12/31/2011 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 168,946.53 12/31/2011 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 112,388.37 12/31/2011 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 25,851.99 12/31/2011 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 59,438.91 12/31/2011 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 7,021.87 12/31/2011 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 36,584.12 12/31/2011 71X4074 7174INTMA 09/30/2035 02008 5.125100400 14,767,060.0000 189,206.66 12/31/2011 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 315,824.55 12/31/2011 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 138,698.03 12/31/2011 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 16,910.18 12/31/2011 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 3,082.00 12/31/2011 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 12,150.90 12/31/2011 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 53,262.26 12/31/2011 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 3,231.62 12/31/2011 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 106,685.52 12/31/2011 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,482,800.0000 44,624.25 12/31/2011 71X4074 717400012 09/30/2018 02009 3.855398400 12,438,750.0000 119,890.84 12/31/2011 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 58,880.01 12/31/2011 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 32,866.43 12/31/2011 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 74,331.70 12/31/2011 71X4074 7174BAMAK 09/30/2019 02009 4.600000800 6,258,040.0000 71,967.47 12/31/2011 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 131,528.18 12/31/2011 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 575.00 12/31/2011 71X4074 7174C09CD 09/30/2020 02009 3.855398400 460,000.0000 4,433.71 12/31/2011 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 5,568.99 12/31/2011 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 586,327.60 12/31/2011 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 104,131.37 12/31/2011 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,920,737.5100 22,088.49 12/31/2011 71X4074 7174EXPR 09/30/2018 02009 4.600000800 4,058,000.0000 46,667.01 12/31/2011 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 70,207.51 12/31/2011 71X4074 7174GAMMA 09/30/2018 02009 4.600000800 2,021,660.2000 23,249.10 12/31/2011 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 29,839.63 12/31/2011 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 13,514,200.0000 77,706.66 12/31/2011 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 1,411,012.2300 16,226.64 12/31/2011 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 16,235.01 12/31/2011 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 125,706.52 12/31/2011 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 57,500.01 12/31/2011 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 44,058.35 12/31/2011 71X4074 7174MONR 09/30/2027 02009 4.600000800 544,646.7000 6,263.44 12/31/2011 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 111,964.02 12/31/2011 71X4074 7174PATRI 09/30/2016 02009 4.600000800 16,005,300.0000 184,060.98 12/31/2011 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 118,392.52 12/31/2011 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 3,478.89 12/31/2011 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 120,706.44 12/31/2011 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 9,693.06 12/31/2011 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 8,944.70 12/31/2011 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 270,509.95 12/31/2011 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 21,137.00 12/31/2011 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 5,951,157.8500 68,438.33 12/31/2011 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 1,660,316.93 12/31/2011 71X4074 7174VELIF 09/30/2017 02009 4.600000800 16,171,840.0000 185,976.19 12/31/2011 71X4074 7174VERDA 09/30/2016 02009 4.600000800 19,643,588.6400 225,901.31 12/31/2011 71X4074 717400006 09/30/2027 02010 2.300000400 13,479,000.0000 77,504.26 12/31/2011 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 159,565.54 12/31/2011 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 20,477.36 12/31/2011 71X4074 7174BROAD 09/30/2016 02010 2.300000400 138,700.0000 797.53 12/31/2011 71X4074 7174BUCH1 09/30/2025 02010 3.855398400 28,842,000.0000 277,993.50 12/31/2011 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 8,625.00 12/31/2011 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 1,927.70 12/31/2011 71X4074 7174CGS 09/30/2024 02010 2.300000400 89,342,525.0000 513,719.61 12/31/2011 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 31,688.26 12/31/2011 71X4074 7174CSILB 09/30/2014 02010 2.300000400 4,483,441.7300 25,779.79 12/31/2011 71X4074 7174DSP 09/30/2021 02010 2.300000400 49,770,000.0000 286,177.55 12/31/2011 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 102,751.37 12/31/2011 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 60,731.51 12/31/2011 71X4074 7174GHANA 09/30/2032 02010 2.300000400 4,121,606.8500 23,699.24 12/31/2011 71X4074 7174GMF 09/30/2014 02010 2.300000400 33,619,200.0000 193,310.43 12/31/2011 71X4074 7174HAITI 09/30/2018 02010 3.855398400 3,109,050.0000 29,966.57 12/31/2011 71X4074 7174JIMM 09/30/2018 02010 3.855398400 2,901,300.0000 27,964.17 12/31/2011 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 64,825.51 12/31/2011 71X4074 7174PNET 09/30/2021 02010 3.855398400 819,704.3500 7,900.72 12/31/2011 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 165,068.15 12/31/2011 71X4074 7174RODB 09/30/2016 02010 2.300000400 4,136,497.1100 23,784.86 12/31/2011 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 17,639.85 12/31/2011 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 17,962.43 12/31/2011 71X4074 7174TBCK 09/30/2021 02010 2.300000400 12,315,600.0000 70,814.71 12/31/2011 71X4074 717400013 09/30/2020 02011 3.855398400 12,129,600.0000 116,911.10 12/31/2011 71X4074 717400018 09/30/2021 02011 3.855398400 2,819,618.5400 27,176.88 12/31/2011 71X4074 717400037 09/30/2022 02011 3.855398400 22,585,860.0000 217,693.72 12/31/2011 71X4074 7174AERIS 09/30/2024 02011 3.855398400 72,627,500.0000 700,019.87 12/31/2011 71X4074 7174AMUB 09/30/2025 02011 3.855398400 6,208,060.0000 59,836.36 12/31/2011 71X4074 7174C11AD 09/30/2020 02011 3.855398400 3,750,000.0000 36,144.36 12/31/2011 71X4074 7174UOG 09/30/2021 02011 3.855398400 7,685,300.0000 74,074.73 12/31/2011 ------------------------ ---------------------- 1,670,292,124.2400 16,906,391.09 ======================== ====================== 1,670,292,124.2400 16,906,391.09 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00