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 234,766.73 08/31/2011 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 1,489,400.35 08/31/2011 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 310,291.74 08/31/2011 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 332,012.16 08/31/2011 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 62,058.35 08/31/2011 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 19,782.96 08/31/2011 71X4074 717497COH 09/30/2015 01997 5.299999200 2,000.0000 97.17 08/31/2011 71X4074 717498DLC 09/30/2015 01998 4.759999200 8,000,000.0000 349,066.61 08/31/2011 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 143,989.98 08/31/2011 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 400,815.59 08/31/2011 71X4074 717400COH 09/30/2015 02000 5.040000000 15,600,000.0000 720,720.00 08/31/2011 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 25,740.00 08/31/2011 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 249,351.72 08/31/2011 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 8,558,904.60 08/31/2011 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 106,067.52 08/31/2011 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 227,952.13 08/31/2011 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 290,773.87 08/31/2011 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 78,283.33 08/31/2011 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 78,283.33 08/31/2011 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 82,197.49 08/31/2011 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 218,572.92 08/31/2011 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 748,923.27 08/31/2011 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,500,000.0000 97,854.16 08/31/2011 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 97,043.14 08/31/2011 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 195,881.04 08/31/2011 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 147,510.04 08/31/2011 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 47,172.48 08/31/2011 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 122,925.03 08/31/2011 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 1,024,375.28 08/31/2011 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 44,235.60 08/31/2011 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 139,920.00 08/31/2011 71X4074 7174BDCC 09/30/2022 02006 4.770000000 16,734,600.0000 731,720.39 08/31/2011 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 393,525.00 08/31/2011 71X4074 7174BLH 09/30/2029 02006 4.770000000 3,113,250.0000 136,126.86 08/31/2011 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 252,273.40 08/31/2011 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 43,725.00 08/31/2011 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 10,674.05 08/31/2011 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 1,336,217.23 08/31/2011 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 206,229.90 08/31/2011 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 56,723.35 08/31/2011 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 743,325.00 08/31/2011 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 362,222.27 08/31/2011 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 122,480.72 08/31/2011 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 87,450.00 08/31/2011 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 4,815.54 08/31/2011 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 256,630.05 08/31/2011 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 12,565,720.0000 599,115.91 08/31/2011 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 106,466.31 08/31/2011 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 215,123.69 08/31/2011 71X4074 7174C07BD 09/30/2013 02007 4.956998400 25,000.0000 1,135.98 08/31/2011 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 7,405.87 08/31/2011 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 3,685,548.2900 175,721.78 08/31/2011 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 6,256.97 08/31/2011 71X4074 7174TAYL 09/30/2034 02007 5.201301600 52,910,635.4800 2,522,704.92 08/31/2011 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 97,267.76 08/31/2011 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 115,514.49 08/31/2011 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 619,470.61 08/31/2011 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 412,090.70 08/31/2011 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 94,790.62 08/31/2011 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 217,942.67 08/31/2011 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 25,746.87 08/31/2011 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 134,141.77 08/31/2011 71X4074 7174INTMA 09/30/2035 02008 5.125100400 12,945,150.0000 608,164.27 08/31/2011 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 1,158,023.37 08/31/2011 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 508,559.44 08/31/2011 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 62,003.99 08/31/2011 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 11,300.67 08/31/2011 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 44,553.31 08/31/2011 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 195,294.95 08/31/2011 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 11,849.26 08/31/2011 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 391,180.23 08/31/2011 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,588,400.0000 168,583.34 08/31/2011 71X4074 717400012 09/30/2018 02009 2.300000400 12,438,750.0000 262,250.36 08/31/2011 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 215,893.37 08/31/2011 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 120,510.25 08/31/2011 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 272,549.57 08/31/2011 71X4074 7174BAMAK 09/30/2019 02009 4.489999200 6,258,040.0000 257,570.45 08/31/2011 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 482,269.98 08/31/2011 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 0.00 08/31/2011 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 20,419.63 08/31/2011 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 2,149,867.87 08/31/2011 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 381,815.02 08/31/2011 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,382,673.8700 58,302.76 08/31/2011 71X4074 7174EXPR 09/30/2018 02009 4.600000800 2,029,000.0000 85,556.18 08/31/2011 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 257,427.54 08/31/2011 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 109,411.98 08/31/2011 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 5,405,680.0000 113,969.77 08/31/2011 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 1,411,012.2300 59,497.69 08/31/2011 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 59,528.38 08/31/2011 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 460,923.91 08/31/2011 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 210,833.37 08/31/2011 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 161,547.27 08/31/2011 71X4074 7174MONR 09/30/2027 02009 4.600000800 544,646.7000 22,965.94 08/31/2011 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 410,534.74 08/31/2011 71X4074 7174PATRI 09/30/2016 02009 4.600000800 12,907,500.0000 544,266.34 08/31/2011 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 434,105.91 08/31/2011 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 12,755.95 08/31/2011 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 442,590.27 08/31/2011 71X4074 7174SESA 09/30/2020 02009 4.600000800 505,725.0000 21,324.74 08/31/2011 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 32,797.24 08/31/2011 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 991,869.81 08/31/2011 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 77,502.35 08/31/2011 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 4,775,175.0000 201,353.25 08/31/2011 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 6,087,828.74 08/31/2011 71X4074 7174VELIF 09/30/2017 02009 4.600000800 7,731,640.0000 326,017.54 08/31/2011 71X4074 7174VERDA 09/30/2016 02009 4.600000800 13,914,267.8400 586,718.40 08/31/2011 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 585,073.66 08/31/2011 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 75,083.67 08/31/2011 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 0.00 08/31/2011 71X4074 7174CGS 09/30/2024 02010 2.300000400 89,342,525.0000 1,883,638.56 08/31/2011 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 116,190.27 08/31/2011 71X4074 7174CSILB 09/30/2014 02010 2.300000400 2,136,376.2100 45,041.94 08/31/2011 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 376,755.02 08/31/2011 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 0.00 08/31/2011 71X4074 7174GMF 09/30/2014 02010 2.300000400 33,619,200.0000 0.00 08/31/2011 71X4074 7174GMFSB 09/30/2014 02010 2.300000400 4,729,970.0000 99,723.55 08/31/2011 71X4074 7174HAITI 09/30/2018 02010 2.300000400 3,109,050.0000 65,549.15 08/31/2011 71X4074 7174JIMM 09/30/2018 02010 2.300000400 2,901,300.0000 0.00 08/31/2011 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 237,693.54 08/31/2011 71X4074 7174PNET 09/30/2021 02010 2.300000400 407,579.2000 8,593.13 08/31/2011 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 605,249.90 08/31/2011 71X4074 7174RODB 09/30/2016 02010 2.300000400 2,311,362.6500 48,731.24 08/31/2011 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 64,679.46 08/31/2011 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 65,862.24 08/31/2011 71X4074 7174TBCK 09/30/2021 02010 2.300000400 9,749,850.0000 205,559.37 08/31/2011 71X4074 7174AMUB 09/30/2025 02011 2.300000400 3,003,900.0000 63,332.24 08/31/2011 71X4074 7174UOG 09/30/2021 02011 2.300000400 5,709,080.0000 120,366.46 08/31/2011 ------------------------ ---------------------- 1,373,610,746.2300 50,499,417.07 ======================== ====================== 1,373,610,746.2300 50,499,417.07 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4074 7174AMWOL 09/30/2011 02008 08/30/2011 SELL -2,500,000.0000 0.00 477865 7174AMWOL 09/30/2011 02008 08/30/2011 INT + 0.0000 64,063.75 477866 7174DTMET 09/30/2023 02009 08/31/2011 SELL -33,270,000.0000 0.00 477867 7174DTMET 09/30/2023 02009 08/31/2011 INT + 0.0000 765,210.13 477868 7174GREEN 09/30/2018 02006 08/31/2011 SELL -5,700,000.0000 0.00 477871 7174GREEN 09/30/2018 02006 08/31/2011 INT + 0.0000 135,945.00 477872 7174SIGM3 09/30/2015 02006 08/31/2011 SELL -2,000,000.0000 0.00 477869 7174SIGM3 09/30/2015 02006 08/31/2011 INT + 0.0000 51,383.01 477870 7174VGENT 09/30/2015 02005 08/31/2011 SELL -839,900.0000 0.00 477873 7174VGENT 09/30/2015 02005 08/31/2011 INT + 0.0000 18,771.77 477874 7174ZAOSO 09/30/2015 01994 08/31/2011 SELL -1,573,650.0000 0.00 477875 7174ZAOSO 09/30/2015 01994 08/31/2011 INT + 0.0000 53,268.06 477876 ------------------------ ---------------------- -45,883,550.0000 1,088,641.72 ======================== ====================== -45,883,550.0000 1,088,641.72