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 213,424.30 07/31/2011 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 1,354,000.32 07/31/2011 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 282,083.40 07/31/2011 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 301,829.24 07/31/2011 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 56,416.68 07/31/2011 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 17,984.51 07/31/2011 71X4074 7174ZAOSO 09/30/2015 01994 6.770001600 1,573,650.0000 88,780.11 07/31/2011 71X4074 717497COH 09/30/2015 01997 5.299999200 2,000.0000 88.33 07/31/2011 71X4074 717498DLC 09/30/2015 01998 4.759999200 8,000,000.0000 317,333.28 07/31/2011 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 130,899.98 07/31/2011 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 364,377.81 07/31/2011 71X4074 717400COH 09/30/2015 02000 5.040000000 15,600,000.0000 655,200.00 07/31/2011 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 23,400.00 07/31/2011 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 226,683.38 07/31/2011 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 7,780,822.37 07/31/2011 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 96,425.02 07/31/2011 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 207,229.21 07/31/2011 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 264,339.89 07/31/2011 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 71,166.66 07/31/2011 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 71,166.66 07/31/2011 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 74,724.99 07/31/2011 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 198,702.65 07/31/2011 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 680,839.34 07/31/2011 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,500,000.0000 88,958.33 07/31/2011 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 88,221.04 07/31/2011 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 178,073.67 07/31/2011 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 134,100.04 07/31/2011 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 42,884.07 07/31/2011 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 111,750.03 07/31/2011 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 931,250.25 07/31/2011 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 40,214.18 07/31/2011 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 31,286.28 07/31/2011 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 127,200.00 07/31/2011 71X4074 7174BDCC 09/30/2022 02006 4.770000000 14,255,400.0000 566,652.15 07/31/2011 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 357,750.00 07/31/2011 71X4074 7174BLH 09/30/2029 02006 4.770000000 3,113,250.0000 123,751.69 07/31/2011 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 229,339.45 07/31/2011 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 39,750.00 07/31/2011 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 9,703.68 07/31/2011 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 1,214,742.94 07/31/2011 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 187,481.72 07/31/2011 71X4074 7174GREEN 09/30/2018 02006 4.770000000 5,700,000.0000 226,575.00 07/31/2011 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 51,566.68 07/31/2011 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 675,750.00 07/31/2011 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 329,292.98 07/31/2011 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 111,346.11 07/31/2011 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 79,500.00 07/31/2011 71X4074 7174SIGM3 09/30/2015 02006 5.138301600 2,000,000.0000 85,638.36 07/31/2011 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 4,377.76 07/31/2011 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 233,300.05 07/31/2011 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 12,565,720.0000 544,650.83 07/31/2011 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 96,787.55 07/31/2011 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 195,566.99 07/31/2011 71X4074 7174C07BD 09/30/2013 02007 4.956998400 25,000.0000 1,032.71 07/31/2011 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 6,732.61 07/31/2011 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 3,685,548.2900 159,747.07 07/31/2011 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 5,688.16 07/31/2011 71X4074 7174TAYL 09/30/2034 02007 5.201301600 49,800,800.0000 2,158,574.84 07/31/2011 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 88,425.24 07/31/2011 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 2,500,000.0000 106,772.93 07/31/2011 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 105,013.17 07/31/2011 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 563,155.10 07/31/2011 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 374,627.91 07/31/2011 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 86,173.29 07/31/2011 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 198,129.70 07/31/2011 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 23,406.24 07/31/2011 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 121,947.07 07/31/2011 71X4074 7174INTMA 09/30/2035 02008 5.125100400 12,945,150.0000 552,876.61 07/31/2011 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 1,052,748.52 07/31/2011 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 462,326.77 07/31/2011 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 56,367.26 07/31/2011 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 10,273.34 07/31/2011 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 40,503.01 07/31/2011 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 177,540.86 07/31/2011 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 10,772.05 07/31/2011 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 355,618.40 07/31/2011 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,588,400.0000 153,257.59 07/31/2011 71X4074 717400012 09/30/2018 02009 2.300000400 12,438,750.0000 238,409.42 07/31/2011 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 196,266.70 07/31/2011 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 109,554.77 07/31/2011 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 247,772.33 07/31/2011 71X4074 7174BAMAK 09/30/2019 02009 4.489999200 6,258,040.0000 234,154.95 07/31/2011 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 438,427.25 07/31/2011 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 0.00 07/31/2011 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 18,563.30 07/31/2011 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 1,954,425.34 07/31/2011 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 347,104.56 07/31/2011 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,382,673.8700 53,002.51 07/31/2011 71X4074 7174DTMET 09/30/2023 02009 4.600000800 33,270,000.0000 1,275,350.22 07/31/2011 71X4074 7174EXPR 09/30/2018 02009 4.600000800 2,029,000.0000 77,778.35 07/31/2011 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 234,025.04 07/31/2011 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 99,465.43 07/31/2011 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 5,405,680.0000 103,608.88 07/31/2011 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 1,411,012.2300 54,088.81 07/31/2011 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 54,116.71 07/31/2011 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 419,021.74 07/31/2011 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 191,666.70 07/31/2011 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 146,861.16 07/31/2011 71X4074 7174MONR 09/30/2027 02009 4.600000800 544,646.7000 20,878.13 07/31/2011 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 373,213.40 07/31/2011 71X4074 7174PATRI 09/30/2016 02009 4.600000800 7,744,500.0000 296,872.55 07/31/2011 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 394,641.74 07/31/2011 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 11,596.31 07/31/2011 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 402,354.79 07/31/2011 71X4074 7174SESA 09/30/2020 02009 4.600000800 505,725.0000 19,386.13 07/31/2011 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 29,815.67 07/31/2011 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 901,699.83 07/31/2011 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 70,456.68 07/31/2011 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 4,775,175.0000 183,048.41 07/31/2011 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 5,534,389.76 07/31/2011 71X4074 7174VELIF 09/30/2017 02009 4.600000800 7,731,640.0000 296,379.58 07/31/2011 71X4074 7174VERDA 09/30/2016 02009 4.600000800 13,914,267.8400 533,380.36 07/31/2011 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 531,885.14 07/31/2011 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 68,257.88 07/31/2011 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 0.00 07/31/2011 71X4074 7174CGS 09/30/2024 02010 2.300000400 89,342,525.0000 1,712,398.69 07/31/2011 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 105,627.52 07/31/2011 71X4074 7174CSILB 09/30/2014 02010 2.300000400 2,136,376.2100 40,947.22 07/31/2011 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 342,504.56 07/31/2011 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 0.00 07/31/2011 71X4074 7174GMF 09/30/2014 02010 2.300000400 33,619,200.0000 0.00 07/31/2011 71X4074 7174GMFSB 09/30/2014 02010 2.300000400 4,729,970.0000 90,657.77 07/31/2011 71X4074 7174HAITI 09/30/2018 02010 2.300000400 3,109,050.0000 59,590.14 07/31/2011 71X4074 7174JIMM 09/30/2018 02010 2.300000400 2,901,300.0000 0.00 07/31/2011 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 216,085.04 07/31/2011 71X4074 7174PNET 09/30/2021 02010 2.300000400 407,579.2000 7,811.94 07/31/2011 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 550,227.18 07/31/2011 71X4074 7174RODB 09/30/2016 02010 2.300000400 2,311,362.6500 44,301.13 07/31/2011 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 58,799.51 07/31/2011 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 59,874.76 07/31/2011 71X4074 7174TBCK 09/30/2021 02010 2.300000400 9,749,850.0000 186,872.16 07/31/2011 71X4074 7174AMUB 09/30/2025 02011 2.300000400 3,003,900.0000 57,574.76 07/31/2011 71X4074 7174UOG 09/30/2021 02011 2.300000400 5,709,080.0000 109,424.05 07/31/2011 ------------------------ ---------------------- 1,408,742,260.7500 47,291,707.37 ======================== ====================== 1,408,742,260.7500 47,291,707.37 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00