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 1,548,982.9100 52,433.08 03/31/2011 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 812,400.19 03/31/2011 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 169,250.04 03/31/2011 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 181,097.54 03/31/2011 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 33,850.01 03/31/2011 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 10,790.71 03/31/2011 71X4074 7174ZAOSO 09/30/2015 01994 6.770001600 1,573,650.0000 53,268.07 03/31/2011 71X4074 717497COH 09/30/2015 01997 5.299999200 2,000.0000 53.00 03/31/2011 71X4074 717498DLC 09/30/2015 01998 4.759999200 8,000,000.0000 190,399.97 03/31/2011 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 78,539.99 03/31/2011 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 218,626.69 03/31/2011 71X4074 717400COH 09/30/2015 02000 5.040000000 15,600,000.0000 393,120.00 03/31/2011 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 14,040.00 03/31/2011 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 136,010.03 03/31/2011 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 4,668,493.42 03/31/2011 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 57,855.01 03/31/2011 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 124,337.52 03/31/2011 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 158,603.93 03/31/2011 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 42,700.00 03/31/2011 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 42,700.00 03/31/2011 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 44,835.00 03/31/2011 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 119,221.59 03/31/2011 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 408,503.60 03/31/2011 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,500,000.0000 53,375.00 03/31/2011 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 52,932.62 03/31/2011 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 106,844.20 03/31/2011 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 80,460.02 03/31/2011 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 25,730.44 03/31/2011 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 67,050.02 03/31/2011 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 558,750.15 03/31/2011 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 24,128.51 03/31/2011 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 18,771.77 03/31/2011 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 76,320.00 03/31/2011 71X4074 7174BDCC 09/30/2022 02006 4.770000000 14,255,400.0000 339,991.29 03/31/2011 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 214,650.00 03/31/2011 71X4074 7174BLH 09/30/2029 02006 4.770000000 3,113,250.0000 74,251.01 03/31/2011 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 137,603.67 03/31/2011 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 23,850.00 03/31/2011 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 5,822.21 03/31/2011 71X4074 7174GANHO 09/30/2022 02006 4.770000000 29,538,644.1700 704,496.66 03/31/2011 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 112,489.03 03/31/2011 71X4074 7174GREEN 09/30/2018 02006 4.770000000 5,700,000.0000 135,945.00 03/31/2011 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 30,940.01 03/31/2011 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 405,450.00 03/31/2011 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 197,575.79 03/31/2011 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 66,807.67 03/31/2011 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 47,700.00 03/31/2011 71X4074 7174SIGM3 09/30/2015 02006 5.138301600 2,000,000.0000 51,383.02 03/31/2011 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 2,626.66 03/31/2011 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 139,980.03 03/31/2011 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 11,957,000.0000 310,959.82 03/31/2011 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 58,072.53 03/31/2011 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 117,340.19 03/31/2011 71X4074 7174C07BD 09/30/2013 02007 4.956998400 25,000.0000 619.62 03/31/2011 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 4,039.56 03/31/2011 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 3,685,548.2900 95,848.24 03/31/2011 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 3,412.89 03/31/2011 71X4074 7174TAYL 09/30/2034 02007 5.201301600 49,800,800.0000 1,295,144.90 03/31/2011 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 53,055.14 03/31/2011 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 2,500,000.0000 64,063.76 03/31/2011 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 63,007.90 03/31/2011 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 337,893.06 03/31/2011 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 224,776.75 03/31/2011 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 51,703.97 03/31/2011 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 118,877.82 03/31/2011 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 512,423.0000 5,892.87 03/31/2011 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 73,168.24 03/31/2011 71X4074 7174INTMA 09/30/2035 02008 5.125100400 11,027,350.0000 282,581.38 03/31/2011 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 631,649.11 03/31/2011 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 277,396.06 03/31/2011 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 33,820.36 03/31/2011 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 6,164.00 03/31/2011 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 106,524.52 03/31/2011 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 6,463.23 03/31/2011 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 213,371.04 03/31/2011 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,588,400.0000 91,954.55 03/31/2011 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 117,760.02 03/31/2011 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 65,732.86 03/31/2011 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 148,663.40 03/31/2011 71X4074 7174BAMAK 09/30/2019 02009 4.489999200 6,258,040.0000 140,492.97 03/31/2011 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 263,056.35 03/31/2011 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 0.00 03/31/2011 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 11,137.98 03/31/2011 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 1,172,655.20 03/31/2011 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 208,262.74 03/31/2011 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,382,673.8700 31,801.50 03/31/2011 71X4074 7174DTMET 09/30/2023 02009 4.600000800 33,270,000.0000 765,210.13 03/31/2011 71X4074 7174EXPR 09/30/2018 02009 4.600000800 2,029,000.0000 46,667.01 03/31/2011 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 140,415.02 03/31/2011 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 59,679.26 03/31/2011 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 628,310.2700 14,451.14 03/31/2011 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 32,470.03 03/31/2011 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 251,413.04 03/31/2011 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 115,000.02 03/31/2011 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 88,116.70 03/31/2011 71X4074 7174MONR 09/30/2027 02009 4.600000800 348,659.1000 8,019.16 03/31/2011 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 223,928.04 03/31/2011 71X4074 7174PATRI 09/30/2016 02009 4.600000800 7,744,500.0000 178,123.53 03/31/2011 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 236,785.04 03/31/2011 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 6,957.79 03/31/2011 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 241,412.87 03/31/2011 71X4074 7174SESA 09/30/2020 02009 4.600000800 505,725.0000 11,631.68 03/31/2011 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 17,889.40 03/31/2011 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 541,019.90 03/31/2011 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 42,274.01 03/31/2011 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 4,775,175.0000 109,829.04 03/31/2011 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 3,320,633.86 03/31/2011 71X4074 7174VELIF 09/30/2017 02009 4.600000800 3,751,200.0000 86,277.62 03/31/2011 71X4074 7174VERDA 09/30/2016 02009 4.600000800 10,239,547.8400 235,509.64 03/31/2011 71X4074 7174AZURH 09/30/2026 02010 2.300000400 15,823,783.7200 181,973.54 03/31/2011 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 40,954.73 03/31/2011 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 0.00 03/31/2011 71X4074 7174CGS 09/30/2024 02010 2.300000400 62,108,855.0000 714,251.96 03/31/2011 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 2,508,006.0000 28,842.07 03/31/2011 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 205,502.74 03/31/2011 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 0.00 03/31/2011 71X4074 7174GMF 09/30/2014 02010 2.300000400 23,236,800.0000 0.00 03/31/2011 71X4074 7174JIMM 09/30/2018 02010 2.300000400 2,901,300.0000 0.00 03/31/2011 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 10,146,600.0000 116,685.92 03/31/2011 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 330,136.31 03/31/2011 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 35,279.71 03/31/2011 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 35,924.86 03/31/2011 71X4074 7174TBCK 09/30/2021 02010 2.300000400 7,184,100.0000 82,617.16 03/31/2011 ------------------------ ---------------------- 1,296,014,272.8100 27,000,301.63 ======================== ====================== 1,296,014,272.8100 27,000,301.63 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00