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 3,142,930.0200 124,119.57 04/30/2011 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 947,800.22 04/30/2011 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 197,458.38 04/30/2011 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 211,280.47 04/30/2011 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 39,491.68 04/30/2011 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 12,589.16 04/30/2011 71X4074 7174ZAOSO 09/30/2015 01994 6.770001600 1,573,650.0000 62,146.08 04/30/2011 71X4074 717497COH 09/30/2015 01997 5.299999200 2,000.0000 61.83 04/30/2011 71X4074 717498DLC 09/30/2015 01998 4.759999200 8,000,000.0000 222,133.30 04/30/2011 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 91,629.98 04/30/2011 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 255,064.47 04/30/2011 71X4074 717400COH 09/30/2015 02000 5.040000000 15,600,000.0000 458,640.00 04/30/2011 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 16,380.00 04/30/2011 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 158,678.36 04/30/2011 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 5,446,575.66 04/30/2011 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 67,497.51 04/30/2011 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 145,060.45 04/30/2011 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 185,037.92 04/30/2011 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 49,816.66 04/30/2011 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 49,816.66 04/30/2011 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 52,307.50 04/30/2011 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 139,091.86 04/30/2011 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 476,587.54 04/30/2011 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,500,000.0000 62,270.83 04/30/2011 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 61,754.73 04/30/2011 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 124,651.57 04/30/2011 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 93,870.03 04/30/2011 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 30,018.85 04/30/2011 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 78,225.02 04/30/2011 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 651,875.18 04/30/2011 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 28,149.93 04/30/2011 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 21,900.40 04/30/2011 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 89,040.00 04/30/2011 71X4074 7174BDCC 09/30/2022 02006 4.770000000 14,255,400.0000 396,656.51 04/30/2011 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 250,425.00 04/30/2011 71X4074 7174BLH 09/30/2029 02006 4.770000000 3,113,250.0000 86,626.18 04/30/2011 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 160,537.62 04/30/2011 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 27,825.00 04/30/2011 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 6,792.58 04/30/2011 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 850,320.06 04/30/2011 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 131,237.21 04/30/2011 71X4074 7174GREEN 09/30/2018 02006 4.770000000 5,700,000.0000 158,602.50 04/30/2011 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 36,096.68 04/30/2011 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 473,025.00 04/30/2011 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 230,505.08 04/30/2011 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 77,942.28 04/30/2011 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 55,650.00 04/30/2011 71X4074 7174SIGM3 09/30/2015 02006 5.138301600 2,000,000.0000 59,946.85 04/30/2011 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 3,064.43 04/30/2011 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 163,310.03 04/30/2011 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 12,565,720.0000 381,255.58 04/30/2011 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 67,751.29 04/30/2011 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 136,896.89 04/30/2011 71X4074 7174C07BD 09/30/2013 02007 4.956998400 25,000.0000 722.90 04/30/2011 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 4,712.83 04/30/2011 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 3,685,548.2900 111,822.95 04/30/2011 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 3,981.71 04/30/2011 71X4074 7174TAYL 09/30/2034 02007 5.201301600 49,800,800.0000 1,511,002.39 04/30/2011 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 61,897.67 04/30/2011 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 2,500,000.0000 74,741.05 04/30/2011 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 73,509.22 04/30/2011 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 394,208.57 04/30/2011 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 262,239.54 04/30/2011 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 60,321.30 04/30/2011 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 138,690.79 04/30/2011 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 512,423.0000 6,875.01 04/30/2011 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 85,362.95 04/30/2011 71X4074 7174INTMA 09/30/2035 02008 5.125100400 11,027,350.0000 329,678.28 04/30/2011 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 736,923.96 04/30/2011 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 323,628.74 04/30/2011 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 39,457.08 04/30/2011 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 7,191.33 04/30/2011 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 124,278.60 04/30/2011 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 7,540.44 04/30/2011 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 248,932.88 04/30/2011 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,588,400.0000 107,280.31 04/30/2011 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 137,386.69 04/30/2011 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 76,688.34 04/30/2011 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 173,440.63 04/30/2011 71X4074 7174BAMAK 09/30/2019 02009 4.489999200 6,258,040.0000 163,908.47 04/30/2011 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 306,899.08 04/30/2011 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 0.00 04/30/2011 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 12,994.31 04/30/2011 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 1,368,097.74 04/30/2011 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 242,973.19 04/30/2011 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,382,673.8700 37,101.76 04/30/2011 71X4074 7174DTMET 09/30/2023 02009 4.600000800 33,270,000.0000 892,745.16 04/30/2011 71X4074 7174EXPR 09/30/2018 02009 4.600000800 2,029,000.0000 54,444.84 04/30/2011 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 163,817.53 04/30/2011 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 69,625.80 04/30/2011 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 628,310.2700 16,859.66 04/30/2011 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 37,881.70 04/30/2011 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 293,315.22 04/30/2011 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 134,166.69 04/30/2011 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 102,802.81 04/30/2011 71X4074 7174MONR 09/30/2027 02009 4.600000800 348,659.1000 9,355.69 04/30/2011 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 261,249.38 04/30/2011 71X4074 7174PATRI 09/30/2016 02009 4.600000800 7,744,500.0000 207,810.79 04/30/2011 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 276,249.21 04/30/2011 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 8,117.42 04/30/2011 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 281,648.35 04/30/2011 71X4074 7174SESA 09/30/2020 02009 4.600000800 505,725.0000 13,570.29 04/30/2011 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 20,870.97 04/30/2011 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 631,189.88 04/30/2011 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 49,319.68 04/30/2011 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 4,775,175.0000 128,133.88 04/30/2011 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 3,874,072.83 04/30/2011 71X4074 7174VELIF 09/30/2017 02009 4.600000800 3,751,200.0000 100,657.22 04/30/2011 71X4074 7174VERDA 09/30/2016 02009 4.600000800 11,374,387.8400 305,212.79 04/30/2011 71X4074 7174AZURH 09/30/2026 02010 2.300000400 15,823,783.7200 212,302.47 04/30/2011 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 47,780.51 04/30/2011 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 0.00 04/30/2011 71X4074 7174CGS 09/30/2024 02010 2.300000400 89,342,525.0000 1,198,679.09 04/30/2011 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 2,508,006.0000 33,649.09 04/30/2011 71X4074 7174CSILB 09/30/2014 02010 2.300000400 2,136,376.2100 28,663.05 04/30/2011 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 239,753.19 04/30/2011 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 0.00 04/30/2011 71X4074 7174GMF 09/30/2014 02010 2.300000400 29,268,480.0000 0.00 04/30/2011 71X4074 7174GMFSB 09/30/2014 02010 2.300000400 4,729,970.0000 63,460.44 04/30/2011 71X4074 7174JIMM 09/30/2018 02010 2.300000400 2,901,300.0000 0.00 04/30/2011 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 10,146,600.0000 136,133.57 04/30/2011 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 385,159.03 04/30/2011 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 41,159.66 04/30/2011 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 41,912.33 04/30/2011 71X4074 7174TBCK 09/30/2021 02010 2.300000400 7,184,100.0000 96,386.69 04/30/2011 ------------------------ ---------------------- 1,340,504,402.7100 32,098,136.19 ======================== ====================== 1,340,504,402.7100 32,098,136.19 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00