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 42,684.86 11/30/2012 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 270,800.06 11/30/2012 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 56,416.68 11/30/2012 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 60,365.85 11/30/2012 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 11,283.34 11/30/2012 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 3,596.90 11/30/2012 71X4074 717498DLC 09/30/2015 01998 4.759999200 11,050,000.0000 87,663.32 11/30/2012 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 26,180.00 11/30/2012 71X4074 717499COH 09/30/2015 01999 5.649998400 5,265,000.0000 49,578.74 11/30/2012 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 72,875.56 11/30/2012 71X4074 717400COH 09/30/2015 02000 5.040000000 47,580,000.0000 399,672.00 11/30/2012 71X4074 717401DLC 09/30/2020 02001 3.510000000 1,435,000.0000 8,394.75 11/30/2012 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 45,336.68 11/30/2012 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 1,556,164.47 11/30/2012 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 19,285.00 11/30/2012 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 41,445.84 11/30/2012 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 52,867.98 11/30/2012 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 14,233.33 11/30/2012 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 14,233.33 11/30/2012 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 14,945.00 11/30/2012 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 39,740.53 11/30/2012 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 136,167.87 11/30/2012 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,251,600.0000 16,023.89 11/30/2012 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 17,644.21 11/30/2012 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 35,614.73 11/30/2012 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 26,820.01 11/30/2012 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 8,576.81 11/30/2012 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 22,350.01 11/30/2012 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 186,250.05 11/30/2012 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 8,042.84 11/30/2012 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 25,440.00 11/30/2012 71X4074 7174BDCC 09/30/2022 02006 4.770000000 16,734,600.0000 133,040.07 11/30/2012 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 71,550.00 11/30/2012 71X4074 7174BLH 09/30/2029 02006 5.180000400 3,113,250.0000 26,877.73 11/30/2012 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 45,867.89 11/30/2012 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 7,950.00 11/30/2012 71X4074 7174FLAMA 09/30/2015 02006 5.180000400 226,620.0000 1,956.49 11/30/2012 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 242,948.59 11/30/2012 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 10,313.34 11/30/2012 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 135,150.00 11/30/2012 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 65,858.60 11/30/2012 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 22,269.22 11/30/2012 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 15,900.00 11/30/2012 71X4074 717407COH 09/30/2015 02007 5.180000400 101,000.0000 871.97 11/30/2012 71X4074 71741STMT 09/30/2023 02007 5.180000400 5,382,500.0000 46,468.92 11/30/2012 71X4074 7174AFGGR 09/30/2022 02007 5.180000400 17,392,000.0000 150,150.94 11/30/2012 71X4074 7174AMINS 09/30/2015 02007 5.180000400 2,233,000.0000 19,278.23 11/30/2012 71X4074 7174BDCC2 09/30/2028 02007 5.180000400 5,907,405.0000 51,000.60 11/30/2012 71X4074 7174C07BD 09/30/2013 02007 3.459999600 30,000.0000 173.00 11/30/2012 71X4074 7174CULIN 09/30/2015 02007 5.180000400 155,329.0000 1,341.01 11/30/2012 71X4074 7174LEDFC 09/30/2022 02007 5.180000400 3,685,548.2900 31,818.57 11/30/2012 71X4074 7174NATUR 09/30/2013 02007 3.459999600 137,700.0000 794.07 11/30/2012 71X4074 7174TAYL 09/30/2034 02007 5.180000400 53,357,999.9800 460,657.44 11/30/2012 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 17,685.05 11/30/2012 71X4074 7174AMWOL 09/30/2016 02008 2.289999600 237,800.0000 907.60 11/30/2012 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 21,002.63 11/30/2012 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 112,631.02 11/30/2012 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 74,925.58 11/30/2012 71X4074 7174EMERF 09/30/2014 02008 4.600000800 1,725,000.0000 13,225.00 11/30/2012 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 17,234.66 11/30/2012 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 39,625.94 11/30/2012 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 4,681.25 11/30/2012 71X4074 7174IMMDF 09/30/2016 02008 2.289999600 2,855,289.9800 10,897.69 11/30/2012 71X4074 7174INTMA 09/30/2035 02008 2.289999600 21,671,140.0000 82,711.50 11/30/2012 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 210,549.70 11/30/2012 71X4074 7174LAFIS 09/30/2033 02008 2.289999600 10,825,000.0000 41,315.41 11/30/2012 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 11,273.45 11/30/2012 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 2,054.67 11/30/2012 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 8,100.60 11/30/2012 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 35,508.17 11/30/2012 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 2,154.41 11/30/2012 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 71,123.68 11/30/2012 71X4074 7174SUMMI 09/30/2013 02008 2.289999600 3,482,800.0000 13,292.68 11/30/2012 71X4074 717400012 09/30/2018 02009 3.855398400 18,409,350.0000 118,292.30 11/30/2012 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 39,253.34 11/30/2012 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 5,715,900.0000 43,821.91 11/30/2012 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 49,554.47 11/30/2012 71X4074 7174BAMAK 09/30/2019 02009 4.600000800 6,258,040.0000 47,978.32 11/30/2012 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 87,685.45 11/30/2012 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 383.33 11/30/2012 71X4074 7174C09CD 09/30/2020 02009 3.855398400 685,000.0000 4,401.58 11/30/2012 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 3,712.66 11/30/2012 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 390,885.07 11/30/2012 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 69,420.91 11/30/2012 71X4074 7174CSILC 09/30/2015 02009 4.600000800 2,107,910.8500 16,160.65 11/30/2012 71X4074 7174CSIP 09/30/2014 02009 4.600000800 2,466,725.5600 18,911.57 11/30/2012 71X4074 7174EXPR 09/30/2018 02009 4.600000800 4,058,000.0000 31,111.34 11/30/2012 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 46,805.01 11/30/2012 71X4074 7174GAMMA 09/30/2018 02009 3.855398400 2,021,660.2000 12,990.51 11/30/2012 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 19,893.09 11/30/2012 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 19,306,000.0000 74,006.35 11/30/2012 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 9,149,833.5800 70,148.74 11/30/2012 71X4074 7174HUSK 09/30/2022 02009 4.600000800 771,900.0000 5,917.90 11/30/2012 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 3,308,513.0100 25,365.27 11/30/2012 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 10,823.34 11/30/2012 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 83,804.35 11/30/2012 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 38,333.34 11/30/2012 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 29,372.23 11/30/2012 71X4074 7174MONR 09/30/2027 02009 4.600000800 624,397.6800 4,787.05 11/30/2012 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 74,642.68 11/30/2012 71X4074 7174PATRI 09/30/2016 02009 4.600000800 22,200,900.0000 170,206.93 11/30/2012 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 78,928.35 11/30/2012 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 2,319.26 11/30/2012 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 80,470.96 11/30/2012 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 6,462.04 11/30/2012 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 5,963.13 11/30/2012 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 180,339.97 11/30/2012 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 14,091.34 11/30/2012 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 5,951,157.8500 45,625.55 11/30/2012 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 1,106,877.95 11/30/2012 71X4074 7174VELIF 09/30/2017 02009 4.600000800 21,381,840.0000 163,927.47 11/30/2012 71X4074 7174VERDA 09/30/2016 02009 4.600000800 32,052,253.4400 245,733.99 11/30/2012 71X4074 717400006 09/30/2027 02010 3.855398400 20,667,800.0000 132,804.34 11/30/2012 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 4,447,575.0000 17,049.04 11/30/2012 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 28,329,000.0000 108,594.52 11/30/2012 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 106,377.03 11/30/2012 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 13,651.58 11/30/2012 71X4074 7174BROAD 09/30/2016 02010 3.855398400 485,450.0000 3,119.34 11/30/2012 71X4074 7174BUCH1 09/30/2025 02010 3.855398400 59,606,800.0000 383,013.27 11/30/2012 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 5,750.00 11/30/2012 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 1,285.13 11/30/2012 71X4074 7174CGS 09/30/2024 02010 2.300000400 119,448,945.0000 457,887.70 11/30/2012 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 21,125.50 11/30/2012 71X4074 7174CSILB 09/30/2014 02010 2.300000400 9,434,159.6700 36,164.29 11/30/2012 71X4074 7174DSP 09/30/2021 02010 2.300000400 49,770,000.0000 190,785.03 11/30/2012 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 68,500.91 11/30/2012 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 40,487.67 11/30/2012 71X4074 7174GHANA 09/30/2032 02010 2.300000400 10,650,676.8500 40,827.60 11/30/2012 71X4074 7174GMF 09/30/2014 02010 2.300000400 33,619,200.0000 128,873.62 11/30/2012 71X4074 7174HAITI 09/30/2018 02010 3.855398400 4,485,915.0000 28,824.98 11/30/2012 71X4074 7174JIMM 09/30/2018 02010 3.855398400 2,901,300.0000 18,642.78 11/30/2012 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 43,217.01 11/30/2012 71X4074 7174PNET 09/30/2021 02010 3.855398400 1,197,641.0400 7,695.64 11/30/2012 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 110,045.44 11/30/2012 71X4074 7174RODB 09/30/2016 02010 2.300000400 9,385,929.0000 35,979.40 11/30/2012 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 11,759.90 11/30/2012 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 11,974.95 11/30/2012 71X4074 7174TBCK 09/30/2021 02010 2.300000400 12,315,600.0000 47,209.81 11/30/2012 71X4074 717400007 09/30/2021 02011 3.855398400 5,379,500.0000 34,566.86 11/30/2012 71X4074 717400013 09/30/2020 02011 3.855398400 20,216,000.0000 129,901.22 11/30/2012 71X4074 717400018 09/30/2021 02011 3.855398400 2,819,618.5400 18,117.92 11/30/2012 71X4074 717400020 09/30/2021 02011 3.855398400 1,953,000.0000 12,549.32 11/30/2012 71X4074 717400022 09/30/2022 02011 3.855398400 978,400.0000 6,286.87 11/30/2012 71X4074 717400028 09/30/2017 02011 3.855398400 7,324,100.0000 47,062.21 11/30/2012 71X4074 717400036 09/30/2034 02011 3.855398400 1,588,999.7000 10,210.38 11/30/2012 71X4074 717400037 09/30/2022 02011 3.855398400 26,007,960.0000 167,118.41 11/30/2012 71X4074 717400048 09/30/2018 02011 3.490099200 1,273,160.0000 7,405.76 11/30/2012 71X4074 7174AERIS 09/30/2024 02011 3.855398400 72,627,500.0000 466,679.91 11/30/2012 71X4074 7174AMUB 09/30/2025 02011 3.855398400 10,013,000.0000 64,340.17 11/30/2012 71X4074 7174C11AD 09/30/2020 02011 3.855398400 4,350,000.0000 27,951.64 11/30/2012 71X4074 7174UOG 09/30/2021 02011 3.855398400 8,838,095.0000 56,790.63 11/30/2012 71X4074 717400040 09/30/2023 02012 3.490099200 522,800.0000 3,041.04 11/30/2012 71X4074 717400045 09/30/2020 02012 3.490099200 667,187.5000 3,880.92 11/30/2012 71X4074 717400049 09/30/2023 02012 3.490099200 4,346,800.0000 25,284.61 11/30/2012 71X4074 717401196 09/30/2019 02012 3.490099200 7,019,640.0000 40,832.07 11/30/2012 71X4074 717401430 09/30/2019 02012 3.489998400 2,398,725.0000 13,952.58 11/30/2012 71X4074 7174C12AD 09/30/2020 02012 3.490099200 90,000.0000 523.51 11/30/2012 ------------------------ ---------------------- 1,900,659,659.5000 12,431,384.22 ======================== ====================== 1,900,659,659.5000 12,431,384.22 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00