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 192,081.87 06/30/2011 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 1,218,600.29 06/30/2011 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 253,875.06 06/30/2011 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 271,646.31 06/30/2011 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 50,775.01 06/30/2011 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 16,186.06 06/30/2011 71X4074 7174ZAOSO 09/30/2015 01994 6.770001600 1,573,650.0000 79,902.10 06/30/2011 71X4074 717497COH 09/30/2015 01997 5.299999200 2,000.0000 79.50 06/30/2011 71X4074 717498DLC 09/30/2015 01998 4.759999200 8,000,000.0000 285,599.95 06/30/2011 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 117,809.98 06/30/2011 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 327,940.03 06/30/2011 71X4074 717400COH 09/30/2015 02000 5.040000000 15,600,000.0000 589,680.00 06/30/2011 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 21,060.00 06/30/2011 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 204,015.04 06/30/2011 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 7,002,740.13 06/30/2011 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 86,782.52 06/30/2011 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 186,506.29 06/30/2011 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 237,905.90 06/30/2011 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 64,049.99 06/30/2011 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 64,049.99 06/30/2011 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 67,252.49 06/30/2011 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 178,832.39 06/30/2011 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 612,755.40 06/30/2011 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,500,000.0000 80,062.49 06/30/2011 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 79,398.93 06/30/2011 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 160,266.31 06/30/2011 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 120,690.03 06/30/2011 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 38,595.67 06/30/2011 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 100,575.03 06/30/2011 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 838,125.23 06/30/2011 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 36,192.76 06/30/2011 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 28,157.66 06/30/2011 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 114,480.00 06/30/2011 71X4074 7174BDCC 09/30/2022 02006 4.770000000 14,255,400.0000 509,986.94 06/30/2011 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 321,975.00 06/30/2011 71X4074 7174BLH 09/30/2029 02006 4.770000000 3,113,250.0000 111,376.52 06/30/2011 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 206,405.51 06/30/2011 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 35,775.00 06/30/2011 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 8,733.31 06/30/2011 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 1,093,268.64 06/30/2011 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 168,733.55 06/30/2011 71X4074 7174GREEN 09/30/2018 02006 4.770000000 5,700,000.0000 203,917.50 06/30/2011 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 46,410.01 06/30/2011 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 608,175.00 06/30/2011 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 296,363.68 06/30/2011 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 100,211.50 06/30/2011 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 71,550.00 06/30/2011 71X4074 7174SIGM3 09/30/2015 02006 5.138301600 2,000,000.0000 77,074.52 06/30/2011 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 3,939.99 06/30/2011 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 209,970.04 06/30/2011 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 12,565,720.0000 490,185.75 06/30/2011 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 87,108.80 06/30/2011 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 176,010.29 06/30/2011 71X4074 7174C07BD 09/30/2013 02007 4.956998400 25,000.0000 929.44 06/30/2011 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 6,059.35 06/30/2011 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 3,685,548.2900 143,772.36 06/30/2011 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 5,119.34 06/30/2011 71X4074 7174TAYL 09/30/2034 02007 5.201301600 49,800,800.0000 1,942,717.36 06/30/2011 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 79,582.72 06/30/2011 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 2,500,000.0000 96,095.63 06/30/2011 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 94,511.85 06/30/2011 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 506,839.59 06/30/2011 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 337,165.12 06/30/2011 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 77,555.96 06/30/2011 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 178,316.73 06/30/2011 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 21,065.62 06/30/2011 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 109,752.36 06/30/2011 71X4074 7174INTMA 09/30/2035 02008 5.125100400 11,027,350.0000 423,872.07 06/30/2011 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 947,473.66 06/30/2011 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 416,094.09 06/30/2011 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 50,730.53 06/30/2011 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 9,246.00 06/30/2011 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 36,452.71 06/30/2011 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 159,786.78 06/30/2011 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 9,694.85 06/30/2011 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 320,056.56 06/30/2011 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,588,400.0000 137,931.83 06/30/2011 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 176,640.03 06/30/2011 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 98,599.29 06/30/2011 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 222,995.10 06/30/2011 71X4074 7174BAMAK 09/30/2019 02009 4.489999200 6,258,040.0000 210,739.46 06/30/2011 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 394,584.53 06/30/2011 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 0.00 06/30/2011 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 16,706.97 06/30/2011 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 1,758,982.81 06/30/2011 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 312,394.10 06/30/2011 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,382,673.8700 47,702.26 06/30/2011 71X4074 7174DTMET 09/30/2023 02009 4.600000800 33,270,000.0000 1,147,815.20 06/30/2011 71X4074 7174EXPR 09/30/2018 02009 4.600000800 2,029,000.0000 70,000.51 06/30/2011 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 210,622.54 06/30/2011 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 89,518.89 06/30/2011 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 2,895,900.0000 49,954.28 06/30/2011 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 1,411,012.2300 48,679.93 06/30/2011 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 48,705.04 06/30/2011 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 377,119.57 06/30/2011 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 172,500.03 06/30/2011 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 132,175.04 06/30/2011 71X4074 7174MONR 09/30/2027 02009 4.600000800 348,659.1000 12,028.74 06/30/2011 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 335,892.06 06/30/2011 71X4074 7174PATRI 09/30/2016 02009 4.600000800 7,744,500.0000 267,185.30 06/30/2011 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 355,177.56 06/30/2011 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 10,436.68 06/30/2011 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 362,119.31 06/30/2011 71X4074 7174SESA 09/30/2020 02009 4.600000800 505,725.0000 17,447.52 06/30/2011 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 26,834.10 06/30/2011 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 811,529.85 06/30/2011 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 63,411.01 06/30/2011 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 4,775,175.0000 164,743.57 06/30/2011 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 4,980,950.79 06/30/2011 71X4074 7174VELIF 09/30/2017 02009 4.600000800 3,751,200.0000 129,416.42 06/30/2011 71X4074 7174VERDA 09/30/2016 02009 4.600000800 11,374,387.8400 392,416.45 06/30/2011 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 478,696.63 06/30/2011 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 61,432.09 06/30/2011 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 0.00 06/30/2011 71X4074 7174CGS 09/30/2024 02010 2.300000400 89,342,525.0000 1,541,158.82 06/30/2011 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 95,064.77 06/30/2011 71X4074 7174CSILB 09/30/2014 02010 2.300000400 2,136,376.2100 36,852.50 06/30/2011 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 308,254.10 06/30/2011 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 0.00 06/30/2011 71X4074 7174GMF 09/30/2014 02010 2.300000400 32,234,880.0000 0.00 06/30/2011 71X4074 7174GMFSB 09/30/2014 02010 2.300000400 4,729,970.0000 81,592.00 06/30/2011 71X4074 7174HAITI 09/30/2018 02010 2.300000400 3,109,050.0000 53,631.12 06/30/2011 71X4074 7174JIMM 09/30/2018 02010 2.300000400 2,901,300.0000 0.00 06/30/2011 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 194,476.53 06/30/2011 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 495,204.46 06/30/2011 71X4074 7174RODB 09/30/2016 02010 2.300000400 2,311,362.6500 39,871.01 06/30/2011 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 52,919.56 06/30/2011 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 53,887.28 06/30/2011 71X4074 7174TBCK 09/30/2021 02010 2.300000400 9,749,850.0000 168,184.94 06/30/2011 71X4074 7174AMUB 09/30/2025 02011 2.300000400 3,003,900.0000 51,817.28 06/30/2011 71X4074 7174UOG 09/30/2021 02011 2.300000400 3,842,650.0000 66,285.72 06/30/2011 ------------------------ ---------------------- 1,381,501,293.9500 41,960,018.22 ======================== ====================== 1,381,501,293.9500 41,960,018.22 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00