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 42,684.86 11/30/2011 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 270,800.06 11/30/2011 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 56,416.68 11/30/2011 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 60,365.85 11/30/2011 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 11,283.34 11/30/2011 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 3,596.90 11/30/2011 71X4074 717498DLC 09/30/2015 01998 4.759999200 11,050,000.0000 87,663.32 11/30/2011 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 26,180.00 11/30/2011 71X4074 717499COH 09/30/2015 01999 5.649998400 5,265,000.0000 49,578.74 11/30/2011 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 72,875.56 11/30/2011 71X4074 717400COH 09/30/2015 02000 5.040000000 47,580,000.0000 399,672.00 11/30/2011 71X4074 717401DLC 09/30/2020 02001 3.510000000 1,435,000.0000 8,394.75 11/30/2011 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 4,680.00 11/30/2011 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 45,336.68 11/30/2011 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 1,556,164.47 11/30/2011 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 19,285.00 11/30/2011 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 41,445.84 11/30/2011 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 52,867.98 11/30/2011 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 14,233.33 11/30/2011 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 14,233.33 11/30/2011 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 14,945.00 11/30/2011 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 39,740.53 11/30/2011 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 136,167.87 11/30/2011 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,251,600.0000 16,023.89 11/30/2011 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 17,644.21 11/30/2011 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 35,614.73 11/30/2011 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 26,820.01 11/30/2011 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 8,576.81 11/30/2011 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 22,350.01 11/30/2011 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 186,250.05 11/30/2011 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 8,042.84 11/30/2011 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 25,440.00 11/30/2011 71X4074 7174BDCC 09/30/2022 02006 4.770000000 16,734,600.0000 133,040.07 11/30/2011 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 71,550.00 11/30/2011 71X4074 7174BLH 09/30/2029 02006 5.138301600 3,113,250.0000 26,661.36 11/30/2011 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 45,867.89 11/30/2011 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 7,950.00 11/30/2011 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 1,940.74 11/30/2011 71X4074 7174GANHO 09/30/2022 02006 4.770000000 30,559,570.7500 242,948.59 11/30/2011 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 37,496.34 11/30/2011 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 10,313.34 11/30/2011 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 135,150.00 11/30/2011 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 65,858.60 11/30/2011 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 22,269.22 11/30/2011 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 15,900.00 11/30/2011 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 875.55 11/30/2011 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 46,660.01 11/30/2011 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 16,044,120.0000 139,083.85 11/30/2011 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 19,357.51 11/30/2011 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 39,113.40 11/30/2011 71X4074 7174C07BD 09/30/2013 02007 4.956998400 30,000.0000 247.85 11/30/2011 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 1,346.52 11/30/2011 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 3,685,548.2900 31,949.41 11/30/2011 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 1,137.63 11/30/2011 71X4074 7174TAYL 09/30/2034 02007 5.201301600 52,910,635.4800 458,673.62 11/30/2011 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 17,685.05 11/30/2011 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 21,002.63 11/30/2011 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 112,631.02 11/30/2011 71X4074 7174CSIL 09/30/2014 02008 4.600000800 9,772,900.3500 74,925.58 11/30/2011 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 17,234.66 11/30/2011 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 39,625.94 11/30/2011 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 1,221,195.0000 4,681.25 11/30/2011 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 24,389.41 11/30/2011 71X4074 7174INTMA 09/30/2035 02008 5.125100400 14,767,060.0000 126,137.78 11/30/2011 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 210,549.70 11/30/2011 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 92,465.35 11/30/2011 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 11,273.45 11/30/2011 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 2,054.67 11/30/2011 71X4074 7174QUAN 09/30/2016 02008 2.300000400 2,113,200.0000 8,100.60 11/30/2011 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 35,508.17 11/30/2011 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 2,154.41 11/30/2011 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 71,123.68 11/30/2011 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,482,800.0000 29,749.50 11/30/2011 71X4074 717400012 09/30/2018 02009 3.855398400 12,438,750.0000 79,927.23 11/30/2011 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 39,253.34 11/30/2011 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 21,910.95 11/30/2011 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 49,554.47 11/30/2011 71X4074 7174BAMAK 09/30/2019 02009 4.600000800 6,258,040.0000 47,978.32 11/30/2011 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 87,685.45 11/30/2011 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 383.33 11/30/2011 71X4074 7174C09CD 09/30/2020 02009 3.855398400 460,000.0000 2,955.81 11/30/2011 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 3,712.66 11/30/2011 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 390,885.07 11/30/2011 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 69,420.91 11/30/2011 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,920,737.5100 14,725.66 11/30/2011 71X4074 7174EXPR 09/30/2018 02009 4.600000800 4,058,000.0000 31,111.34 11/30/2011 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 46,805.01 11/30/2011 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 19,893.09 11/30/2011 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 10,135,650.0000 38,853.33 11/30/2011 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 1,411,012.2300 10,817.76 11/30/2011 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 10,823.34 11/30/2011 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 83,804.35 11/30/2011 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 38,333.34 11/30/2011 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 29,372.23 11/30/2011 71X4074 7174MONR 09/30/2027 02009 4.600000800 544,646.7000 4,175.63 11/30/2011 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 74,642.68 11/30/2011 71X4074 7174PATRI 09/30/2016 02009 4.600000800 16,005,300.0000 122,707.32 11/30/2011 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 78,928.35 11/30/2011 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 2,319.26 11/30/2011 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 80,470.96 11/30/2011 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 6,462.04 11/30/2011 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 5,963.13 11/30/2011 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 23,522,600.2000 180,339.97 11/30/2011 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 14,091.34 11/30/2011 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 4,775,175.0000 36,609.68 11/30/2011 71X4074 7174TOGO 09/30/2029 02009 4.600000800 144,375,360.0000 1,106,877.95 11/30/2011 71X4074 7174VELIF 09/30/2017 02009 4.600000800 12,316,440.0000 94,426.06 11/30/2011 71X4074 7174VERDA 09/30/2016 02009 4.600000800 18,162,892.6400 139,248.87 11/30/2011 71X4074 717400006 09/30/2027 02010 2.300000400 13,479,000.0000 51,669.51 11/30/2011 71X4074 7174AZURH 09/30/2026 02010 2.300000400 27,750,524.3700 106,377.03 11/30/2011 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 13,651.58 11/30/2011 71X4074 7174BUCH1 09/30/2025 02010 3.855398400 28,842,000.0000 185,329.00 11/30/2011 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 5,750.00 11/30/2011 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 1,285.13 11/30/2011 71X4074 7174CGS 09/30/2024 02010 2.300000400 89,342,525.0000 342,479.74 11/30/2011 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 5,511,000.0000 21,125.50 11/30/2011 71X4074 7174CSILB 09/30/2014 02010 2.300000400 4,483,441.7300 17,186.53 11/30/2011 71X4074 7174DSP 09/30/2021 02010 2.300000400 49,770,000.0000 190,785.03 11/30/2011 71X4074 7174EQCM 09/30/2017 02010 2.300000400 17,869,800.0000 68,500.91 11/30/2011 71X4074 7174FTFC 09/30/2020 02010 2.300000400 10,562,000.0000 40,487.67 11/30/2011 71X4074 7174GMF 09/30/2014 02010 2.300000400 33,619,200.0000 128,873.62 11/30/2011 71X4074 7174HAITI 09/30/2018 02010 3.855398400 3,109,050.0000 19,977.71 11/30/2011 71X4074 7174JIMM 09/30/2018 02010 3.855398400 2,901,300.0000 18,642.78 11/30/2011 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 11,274,000.0000 43,217.01 11/30/2011 71X4074 7174PNET 09/30/2021 02010 3.855398400 819,704.3500 5,267.14 11/30/2011 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 110,045.44 11/30/2011 71X4074 7174RODB 09/30/2016 02010 2.300000400 4,136,497.1100 15,856.58 11/30/2011 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 11,759.90 11/30/2011 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 11,974.95 11/30/2011 71X4074 7174TBCK 09/30/2021 02010 2.300000400 11,289,300.0000 43,275.66 11/30/2011 71X4074 717400013 09/30/2020 02011 3.855398400 12,129,600.0000 77,940.73 11/30/2011 71X4074 7174AERIS 09/30/2024 02011 3.855398400 72,627,500.0000 466,679.91 11/30/2011 71X4074 7174AMUB 09/30/2025 02011 3.855398400 6,208,060.0000 39,890.91 11/30/2011 71X4074 7174C11AD 09/30/2020 02011 3.855398400 3,750,000.0000 24,096.24 11/30/2011 71X4074 7174UOG 09/30/2021 02011 3.855398400 7,685,300.0000 49,383.16 11/30/2011 ------------------------ ---------------------- 1,627,687,749.8000 11,009,038.59 ======================== ====================== 1,627,687,749.8000 11,009,038.59 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00