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 141,850.94 05/31/2011 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 1,083,200.26 05/31/2011 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 225,666.72 05/31/2011 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 241,463.39 05/31/2011 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 45,133.34 05/31/2011 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 14,387.61 05/31/2011 71X4074 7174ZAOSO 09/30/2015 01994 6.770001600 1,573,650.0000 71,024.09 05/31/2011 71X4074 717497COH 09/30/2015 01997 5.299999200 2,000.0000 70.67 05/31/2011 71X4074 717498DLC 09/30/2015 01998 4.759999200 8,000,000.0000 253,866.62 05/31/2011 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 104,719.98 05/31/2011 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 291,502.25 05/31/2011 71X4074 717400COH 09/30/2015 02000 5.040000000 15,600,000.0000 524,160.00 05/31/2011 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 18,720.00 05/31/2011 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 181,346.70 05/31/2011 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 6,224,657.89 05/31/2011 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 77,140.02 05/31/2011 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 165,783.37 05/31/2011 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 211,471.91 05/31/2011 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 56,933.33 05/31/2011 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 56,933.33 05/31/2011 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 59,779.99 05/31/2011 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 158,962.12 05/31/2011 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 544,671.47 05/31/2011 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,500,000.0000 71,166.66 05/31/2011 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 70,576.83 05/31/2011 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 142,458.94 05/31/2011 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 107,280.03 05/31/2011 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 34,307.26 05/31/2011 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 89,400.02 05/31/2011 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 745,000.20 05/31/2011 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 32,171.34 05/31/2011 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 25,029.03 05/31/2011 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 101,760.00 05/31/2011 71X4074 7174BDCC 09/30/2022 02006 4.770000000 14,255,400.0000 453,321.72 05/31/2011 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 286,200.00 05/31/2011 71X4074 7174BLH 09/30/2029 02006 4.770000000 3,113,250.0000 99,001.35 05/31/2011 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 183,471.56 05/31/2011 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 31,800.00 05/31/2011 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 7,762.95 05/31/2011 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 971,794.35 05/31/2011 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 149,985.38 05/31/2011 71X4074 7174GREEN 09/30/2018 02006 4.770000000 5,700,000.0000 181,260.00 05/31/2011 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 41,253.35 05/31/2011 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 540,600.00 05/31/2011 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 263,434.38 05/31/2011 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 89,076.89 05/31/2011 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 63,600.00 05/31/2011 71X4074 7174SIGM3 09/30/2015 02006 5.138301600 2,000,000.0000 68,510.69 05/31/2011 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 3,502.21 05/31/2011 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 186,640.04 05/31/2011 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 12,565,720.0000 435,720.66 05/31/2011 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 77,430.04 05/31/2011 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 156,453.59 05/31/2011 71X4074 7174C07BD 09/30/2013 02007 4.956998400 25,000.0000 826.17 05/31/2011 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 5,386.09 05/31/2011 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 3,685,548.2900 127,797.65 05/31/2011 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 4,550.52 05/31/2011 71X4074 7174TAYL 09/30/2034 02007 5.201301600 49,800,800.0000 1,726,859.87 05/31/2011 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 70,740.19 05/31/2011 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 2,500,000.0000 85,418.34 05/31/2011 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 84,010.53 05/31/2011 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 450,524.08 05/31/2011 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 299,702.33 05/31/2011 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 68,938.63 05/31/2011 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 158,503.76 05/31/2011 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 512,423.0000 7,857.15 05/31/2011 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 97,557.65 05/31/2011 71X4074 7174INTMA 09/30/2035 02008 5.125100400 11,027,350.0000 376,775.17 05/31/2011 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 842,198.81 05/31/2011 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 369,861.41 05/31/2011 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 45,093.81 05/31/2011 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 8,218.67 05/31/2011 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 142,032.69 05/31/2011 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 8,617.64 05/31/2011 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 284,494.72 05/31/2011 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,588,400.0000 122,606.07 05/31/2011 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 157,013.36 05/31/2011 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 87,643.82 05/31/2011 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 198,217.87 05/31/2011 71X4074 7174BAMAK 09/30/2019 02009 4.489999200 6,258,040.0000 187,323.96 05/31/2011 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 350,741.80 05/31/2011 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 0.00 05/31/2011 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 14,850.64 05/31/2011 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 1,563,540.27 05/31/2011 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 277,683.65 05/31/2011 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,382,673.8700 42,402.01 05/31/2011 71X4074 7174DTMET 09/30/2023 02009 4.600000800 33,270,000.0000 1,020,280.18 05/31/2011 71X4074 7174EXPR 09/30/2018 02009 4.600000800 2,029,000.0000 62,222.68 05/31/2011 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 187,220.03 05/31/2011 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 79,572.35 05/31/2011 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 628,310.2700 19,268.18 05/31/2011 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 43,293.37 05/31/2011 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 335,217.39 05/31/2011 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 153,333.36 05/31/2011 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 117,488.93 05/31/2011 71X4074 7174MONR 09/30/2027 02009 4.600000800 348,659.1000 10,692.21 05/31/2011 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 298,570.72 05/31/2011 71X4074 7174PATRI 09/30/2016 02009 4.600000800 7,744,500.0000 237,498.04 05/31/2011 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 315,713.39 05/31/2011 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 9,277.05 05/31/2011 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 321,883.83 05/31/2011 71X4074 7174SESA 09/30/2020 02009 4.600000800 505,725.0000 15,508.90 05/31/2011 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 23,852.54 05/31/2011 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 721,359.86 05/31/2011 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 56,365.34 05/31/2011 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 4,775,175.0000 146,438.73 05/31/2011 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 4,427,511.81 05/31/2011 71X4074 7174VELIF 09/30/2017 02009 4.600000800 3,751,200.0000 115,036.82 05/31/2011 71X4074 7174VERDA 09/30/2016 02009 4.600000800 11,374,387.8400 348,814.62 05/31/2011 71X4074 7174AZURH 09/30/2026 02010 2.300000400 15,823,783.7200 242,631.39 05/31/2011 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 54,606.30 05/31/2011 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 0.00 05/31/2011 71X4074 7174CGS 09/30/2024 02010 2.300000400 89,342,525.0000 1,369,918.95 05/31/2011 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 2,508,006.0000 38,456.10 05/31/2011 71X4074 7174CSILB 09/30/2014 02010 2.300000400 2,136,376.2100 32,757.77 05/31/2011 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 274,003.65 05/31/2011 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 0.00 05/31/2011 71X4074 7174GMF 09/30/2014 02010 2.300000400 29,268,480.0000 0.00 05/31/2011 71X4074 7174GMFSB 09/30/2014 02010 2.300000400 4,729,970.0000 72,526.22 05/31/2011 71X4074 7174JIMM 09/30/2018 02010 2.300000400 2,901,300.0000 0.00 05/31/2011 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 172,868.03 05/31/2011 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 440,181.74 05/31/2011 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 47,039.61 05/31/2011 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 47,899.81 05/31/2011 71X4074 7174TBCK 09/30/2021 02010 2.300000400 7,184,100.0000 110,156.22 05/31/2011 71X4074 7174AMUB 09/30/2025 02011 2.300000400 3,003,900.0000 46,059.81 05/31/2011 ------------------------ ---------------------- 1,344,635,702.7100 36,746,930.73 ======================== ====================== 1,344,635,702.7100 36,746,930.73 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00