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 128,054.58 03/31/2012 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 812,400.19 03/31/2012 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 169,250.04 03/31/2012 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 181,097.54 03/31/2012 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 33,850.01 03/31/2012 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 10,790.71 03/31/2012 71X4074 717498DLC 09/30/2015 01998 4.759999200 11,050,000.0000 262,989.96 03/31/2012 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 78,539.99 03/31/2012 71X4074 717499COH 09/30/2015 01999 5.649998400 5,265,000.0000 148,736.21 03/31/2012 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 218,626.69 03/31/2012 71X4074 717400COH 09/30/2015 02000 5.040000000 47,580,000.0000 1,199,016.00 03/31/2012 71X4074 717401DLC 09/30/2020 02001 3.510000000 1,435,000.0000 25,184.25 03/31/2012 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 14,040.00 03/31/2012 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 136,010.03 03/31/2012 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 4,668,493.42 03/31/2012 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 57,855.01 03/31/2012 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 124,337.52 03/31/2012 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 158,603.93 03/31/2012 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 42,700.00 03/31/2012 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 42,700.00 03/31/2012 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 44,835.00 03/31/2012 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 119,221.59 03/31/2012 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 408,503.60 03/31/2012 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,251,600.0000 48,071.66 03/31/2012 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 52,932.62 03/31/2012 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 106,844.20 03/31/2012 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 80,460.02 03/31/2012 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 25,730.44 03/31/2012 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 67,050.02 03/31/2012 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 558,750.15 03/31/2012 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 24,128.51 03/31/2012 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 76,320.00 03/31/2012 71X4074 7174BDCC 09/30/2022 02006 4.770000000 16,734,600.0000 399,120.21 03/31/2012 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 214,650.00 03/31/2012 71X4074 7174BLH 09/30/2029 02006 5.138301600 3,113,250.0000 79,984.09 03/31/2012 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 137,603.67 03/31/2012 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 23,850.00 03/31/2012 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 5,822.21 03/31/2012 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 728,845.76 03/31/2012 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 112,489.03 03/31/2012 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 30,940.01 03/31/2012 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 405,450.00 03/31/2012 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 197,575.79 03/31/2012 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 66,807.67 03/31/2012 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 47,700.00 03/31/2012 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 2,626.66 03/31/2012 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 139,980.03 03/31/2012 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 16,044,120.0000 417,251.54 03/31/2012 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 58,072.53 03/31/2012 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 117,340.19 03/31/2012 71X4074 7174C07BD 09/30/2013 02007 4.956998400 30,000.0000 743.55 03/31/2012 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 4,039.56 03/31/2012 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 3,685,548.2900 95,848.24 03/31/2012 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 3,412.89 03/31/2012 71X4074 7174TAYL 09/30/2034 02007 5.201301600 53,357,999.9800 1,387,655.25 03/31/2012 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 53,055.14 03/31/2012 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 63,007.90 03/31/2012 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 337,893.06 03/31/2012 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 224,776.75 03/31/2012 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 51,703.97 03/31/2012 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 118,877.82 03/31/2012 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 14,043.74 03/31/2012 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 73,168.24 03/31/2012 71X4074 7174INTMA 09/30/2035 02008 5.125100400 16,588,970.0000 425,100.68 03/31/2012 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 631,649.11 03/31/2012 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 277,396.06 03/31/2012 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 33,820.36 03/31/2012 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 6,164.00 03/31/2012 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 24,301.80 03/31/2012 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 106,524.52 03/31/2012 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 6,463.23 03/31/2012 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 213,371.04 03/31/2012 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,482,800.0000 89,248.50 03/31/2012 71X4074 717400012 09/30/2018 02009 3.855398400 12,438,750.0000 239,781.68 03/31/2012 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 117,760.02 03/31/2012 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 5,715,900.0000 131,465.72 03/31/2012 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 148,663.40 03/31/2012 71X4074 7174BAMAK 09/30/2019 02009 4.600000800 6,258,040.0000 143,934.95 03/31/2012 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 263,056.35 03/31/2012 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 1,150.00 03/31/2012 71X4074 7174C09CD 09/30/2020 02009 3.855398400 460,000.0000 8,867.42 03/31/2012 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 11,137.98 03/31/2012 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 1,172,655.20 03/31/2012 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 208,262.74 03/31/2012 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,920,737.5100 44,176.97 03/31/2012 71X4074 7174EXPR 09/30/2018 02009 4.600000800 4,058,000.0000 93,334.02 03/31/2012 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 140,415.02 03/31/2012 71X4074 7174GAMMA 09/30/2018 02009 4.600000800 2,021,660.2000 46,498.19 03/31/2012 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 59,679.26 03/31/2012 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 17,375,400.0000 199,817.13 03/31/2012 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 2,249,623.5800 51,741.35 03/31/2012 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 1,745,438.1900 40,145.09 03/31/2012 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 32,470.03 03/31/2012 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 251,413.04 03/31/2012 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 115,000.02 03/31/2012 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 88,116.70 03/31/2012 71X4074 7174MONR 09/30/2027 02009 4.600000800 544,646.7000 12,526.88 03/31/2012 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 223,928.04 03/31/2012 71X4074 7174PATRI 09/30/2016 02009 4.600000800 16,005,300.0000 368,121.96 03/31/2012 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 236,785.04 03/31/2012 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 6,957.79 03/31/2012 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 241,412.87 03/31/2012 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 19,386.13 03/31/2012 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 17,889.40 03/31/2012 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 541,019.90 03/31/2012 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 42,274.01 03/31/2012 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 5,951,157.8500 136,876.65 03/31/2012 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 3,320,633.86 03/31/2012 71X4074 7174VELIF 09/30/2017 02009 4.600000800 16,171,840.0000 371,952.38 03/31/2012 71X4074 7174VERDA 09/30/2016 02009 4.600000800 22,528,243.8400 518,149.70 03/31/2012 71X4074 717400006 09/30/2027 02010 2.300000400 13,479,000.0000 155,008.53 03/31/2012 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 319,131.09 03/31/2012 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 40,954.73 03/31/2012 71X4074 7174BROAD 09/30/2016 02010 2.300000400 138,700.0000 1,595.05 03/31/2012 71X4074 7174BUCH1 09/30/2025 02010 3.855398400 59,606,800.0000 1,149,039.81 03/31/2012 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 17,250.00 03/31/2012 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 3,855.40 03/31/2012 71X4074 7174CGS 09/30/2024 02010 2.300000400 89,342,525.0000 1,027,439.22 03/31/2012 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 63,376.51 03/31/2012 71X4074 7174CSILB 09/30/2014 02010 2.300000400 7,206,180.7600 82,871.09 03/31/2012 71X4074 7174DSP 09/30/2021 02010 2.300000400 49,770,000.0000 572,355.10 03/31/2012 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 205,502.74 03/31/2012 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 121,463.02 03/31/2012 71X4074 7174GHANA 09/30/2032 02010 2.300000400 7,309,026.8500 84,053.82 03/31/2012 71X4074 7174GMF 09/30/2014 02010 2.300000400 33,619,200.0000 386,620.87 03/31/2012 71X4074 7174HAITI 09/30/2018 02010 3.855398400 3,109,050.0000 59,933.13 03/31/2012 71X4074 7174JIMM 09/30/2018 02010 3.855398400 2,901,300.0000 55,928.34 03/31/2012 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 129,651.02 03/31/2012 71X4074 7174PNET 09/30/2021 02010 3.855398400 1,197,641.0400 23,086.92 03/31/2012 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 330,136.31 03/31/2012 71X4074 7174RODB 09/30/2016 02010 2.300000400 6,705,857.6100 77,117.38 03/31/2012 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 35,279.71 03/31/2012 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 35,924.86 03/31/2012 71X4074 7174TBCK 09/30/2021 02010 2.300000400 12,315,600.0000 141,629.42 03/31/2012 71X4074 717400007 09/30/2021 02011 3.855398400 5,379,500.0000 103,700.58 03/31/2012 71X4074 717400013 09/30/2020 02011 3.855398400 16,172,800.0000 311,762.94 03/31/2012 71X4074 717400018 09/30/2021 02011 3.855398400 2,819,618.5400 54,353.76 03/31/2012 71X4074 717400020 09/30/2021 02011 3.855398400 1,395,000.0000 26,891.40 03/31/2012 71X4074 717400022 09/30/2022 02011 3.855398400 978,400.0000 18,860.61 03/31/2012 71X4074 717400028 09/30/2017 02011 3.855398400 2,092,600.0000 40,339.03 03/31/2012 71X4074 717400036 09/30/2034 02011 3.855398400 580,268.2500 11,185.83 03/31/2012 71X4074 717400037 09/30/2022 02011 3.855398400 22,585,860.0000 435,387.44 03/31/2012 71X4074 7174AERIS 09/30/2024 02011 3.855398400 72,627,500.0000 1,400,039.74 03/31/2012 71X4074 7174AMUB 09/30/2025 02011 3.855398400 6,208,060.0000 119,672.72 03/31/2012 71X4074 7174C11AD 09/30/2020 02011 3.855398400 3,750,000.0000 72,288.72 03/31/2012 71X4074 7174UOG 09/30/2021 02011 3.855398400 8,838,095.0000 170,371.89 03/31/2012 71X4074 717400045 09/30/2020 02012 3.855398400 667,187.5000 12,861.37 03/31/2012 ------------------------ ---------------------- 1,740,660,460.4500 35,118,875.68 ======================== ====================== 1,740,660,460.4500 35,118,875.68 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00