Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4074 7174INTLM 09/30/2015 01994 6.770001600 24,000,000.0000 1,354,000.32 07/31/2010 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 282,083.40 07/31/2010 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 56,416.68 07/31/2010 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 17,984.51 07/31/2010 71X4074 7174ZAOSO 09/30/2015 01994 6.770001600 839,280.0000 47,349.39 07/31/2010 71X4074 717497COH 09/30/2015 01997 5.299999200 2,000.0000 88.33 07/31/2010 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 130,899.98 07/31/2010 71X4074 717499COH 09/30/2015 01999 5.649998400 5,039,000.0000 237,252.85 07/31/2010 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 14,700,000.0000 692,124.80 07/31/2010 71X4074 717400COH 09/30/2015 02000 5.040000000 7,200,000.0000 302,400.00 07/31/2010 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,600,000.0000 46,800.00 07/31/2010 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 100,000.0000 2,925.00 07/31/2010 71X4074 7174MONGO 09/30/2013 02001 3.510000000 100,000.0000 2,925.00 07/31/2010 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 98,776.77 07/31/2010 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 27,934.84 07/31/2010 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 7,780,822.37 07/31/2010 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 96,425.02 07/31/2010 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 207,229.21 07/31/2010 71X4074 7174PROCR 09/30/2010 02003 4.060000800 3,600,000.0000 121,800.02 07/31/2010 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 264,339.89 07/31/2010 71X4074 7174SHORE 09/30/2013 02003 4.060000800 1,455,000.0000 49,227.51 07/31/2010 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 71,166.66 07/31/2010 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 71,166.66 07/31/2010 71X4074 7174CASMA 09/30/2015 02004 4.269999600 800,000.0000 28,466.66 07/31/2010 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 198,702.65 07/31/2010 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 680,839.34 07/31/2010 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,500,000.0000 88,958.33 07/31/2010 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 88,221.04 07/31/2010 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 95,273.01 07/31/2010 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,000,000.0000 71,166.66 07/31/2010 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 178,073.67 07/31/2010 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 91,309.09 07/31/2010 71X4074 7174EMERL 09/30/2011 02005 4.470001200 838,200.0000 31,222.96 07/31/2010 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 134,100.04 07/31/2010 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 42,884.07 07/31/2010 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 111,750.03 07/31/2010 71X4074 7174PROCR 09/30/2011 02005 4.470001200 2,150,000.0000 80,087.52 07/31/2010 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 931,250.25 07/31/2010 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 40,214.18 07/31/2010 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 31,286.28 07/31/2010 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 127,200.00 07/31/2010 71X4074 7174BDCC 09/30/2022 02006 4.770000000 14,255,400.0000 566,652.15 07/31/2010 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 357,750.00 07/31/2010 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 229,339.45 07/31/2010 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 39,750.00 07/31/2010 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 9,703.68 07/31/2010 71X4074 7174GABON 09/30/2011 02006 4.770000000 800,000.0000 31,800.00 07/31/2010 71X4074 7174GANHO 09/30/2022 02006 4.770000000 23,351,654.5000 928,228.27 07/31/2010 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 187,481.72 07/31/2010 71X4074 7174GREEN 09/30/2018 02006 4.770000000 5,700,000.0000 226,575.00 07/31/2010 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 51,566.68 07/31/2010 71X4074 7174INTVI 09/30/2012 02006 4.770000000 3,381,600.0000 134,418.60 07/31/2010 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 675,750.00 07/31/2010 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 329,292.98 07/31/2010 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 300,000.0000 11,925.00 07/31/2010 71X4074 7174MICR2 09/30/2011 02006 4.770000000 10,620,000.0000 422,145.00 07/31/2010 71X4074 7174MICR3 09/30/2011 02006 4.770000000 2,223,000.0000 88,364.25 07/31/2010 71X4074 7174MICRO 09/30/2011 02006 4.770000000 6,151,200.0000 244,510.20 07/31/2010 71X4074 7174NATUR 09/30/2012 02006 4.770000000 430,000.0000 17,092.50 07/31/2010 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 111,346.11 07/31/2010 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 79,500.00 07/31/2010 71X4074 7174SIGMA 09/30/2010 02006 5.138301600 9,500,000.0000 406,782.21 07/31/2010 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 4,377.76 07/31/2010 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 233,300.05 07/31/2010 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 6,869,840.0000 297,767.58 07/31/2010 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 96,787.55 07/31/2010 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 195,566.99 07/31/2010 71X4074 7174C07BD 09/30/2013 02007 4.956998400 15,000.0000 619.62 07/31/2010 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 6,732.61 07/31/2010 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 2,738,249.5300 118,687.18 07/31/2010 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 5,688.16 07/31/2010 71X4074 7174TAYL 09/30/2034 02007 5.201301600 27,877,776.4000 1,208,339.36 07/31/2010 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 88,425.24 07/31/2010 71X4074 7174AMTEC 09/30/2014 02008 4.600000800 1,123,762.5000 43,077.57 07/31/2010 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 4,946,240.0000 211,249.81 07/31/2010 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 105,013.17 07/31/2010 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 563,155.10 07/31/2010 71X4074 7174C08AD 09/30/2013 02008 5.125100400 600,000.0000 25,625.50 07/31/2010 71X4074 7174C08BD 09/30/2014 02008 4.600000800 800,000.0000 30,666.67 07/31/2010 71X4074 7174CSIL 09/30/2014 02008 4.600000800 4,791,368.8000 183,669.17 07/31/2010 71X4074 7174EYEF1 09/30/2017 02008 4.600000800 4,495,997.0000 172,346.58 07/31/2010 71X4074 7174FUTR2 09/30/2011 02008 4.600000800 1,222,050.0000 46,845.26 07/31/2010 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 198,129.70 07/31/2010 71X4074 7174GLOSR 09/30/2015 02008 4.600000800 1,382,400.0000 52,992.01 07/31/2010 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 121,947.07 07/31/2010 71X4074 7174INTMA 09/30/2035 02008 5.125100400 8,342,430.0000 356,298.26 07/31/2010 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 1,052,748.52 07/31/2010 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 462,326.77 07/31/2010 71X4074 7174MATRA 09/30/2017 02008 4.600000800 2,940,900.0000 112,734.52 07/31/2010 71X4074 7174PACCO 09/30/2018 02008 4.600000800 859,462.5000 32,946.07 07/31/2010 71X4074 7174ROOT 09/30/2014 02008 4.600000800 9,263,000.0000 355,081.73 07/31/2010 71X4074 7174SAFI2 09/30/2015 02008 4.600000800 562,020.0000 21,544.10 07/31/2010 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 355,618.40 07/31/2010 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,588,400.0000 153,257.59 07/31/2010 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 196,266.70 07/31/2010 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 109,554.77 07/31/2010 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 247,772.33 07/31/2010 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 438,427.25 07/31/2010 71X4074 7174C09AD 09/30/2014 02009 4.600000800 4,000,000.0000 153,333.36 07/31/2010 71X4074 7174C21 09/30/2017 02009 4.600000800 645,680.0000 24,751.07 07/31/2010 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 1,954,425.34 07/31/2010 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 347,104.56 07/31/2010 71X4074 7174DTMET 09/30/2023 02009 4.600000800 33,270,000.0000 1,275,350.22 07/31/2010 71X4074 7174EXPR 09/30/2018 02009 4.600000800 2,029,000.0000 77,778.35 07/31/2010 71X4074 7174FINAN 09/30/2018 02009 4.600000800 4,070,000.0000 156,016.69 07/31/2010 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 99,465.43 07/31/2010 71X4074 7174HBTF 09/30/2034 02009 4.600000800 102,400,000.0000 3,938,418.46 07/31/2010 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 246,860.8100 9,463.00 07/31/2010 71X4074 7174INNOV 09/30/2015 02009 4.600000800 2,823,480.0000 108,233.42 07/31/2010 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 419,021.74 07/31/2010 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 10,167,000.0000 389,735.07 07/31/2010 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 146,861.16 07/31/2010 71X4074 7174MONR 09/30/2027 02009 4.600000800 348,659.1000 13,365.27 07/31/2010 71X4074 7174MVEST 09/30/2014 02009 4.600000800 7,009,920.0000 268,713.65 07/31/2010 71X4074 7174OSCON 09/30/2015 02009 4.600000800 471,168.0000 18,061.44 07/31/2010 71X4074 7174PATRI 09/30/2016 02009 4.600000800 7,744,500.0000 296,872.55 07/31/2010 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 394,641.74 07/31/2010 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 402,354.79 07/31/2010 71X4074 7174SESA 09/30/2020 02009 4.600000800 505,725.0000 19,386.13 07/31/2010 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 29,815.67 07/31/2010 71X4074 7174SUMMP 09/30/2017 02009 4.600000800 3,676,000.0000 140,913.36 07/31/2010 71X4074 7174TOGO 09/30/2029 02009 4.600000800 121,638,280.0000 4,662,801.54 07/31/2010 71X4074 7174VELIF 09/30/2017 02009 4.600000800 3,751,200.0000 143,796.03 07/31/2010 71X4074 7174VERDA 09/30/2016 02009 4.600000800 5,135,961.6000 196,878.56 07/31/2010 71X4074 7174EQCM 09/30/2017 02010 4.600000800 15,834,000.0000 606,970.11 07/31/2010 71X4074 7174PRCRH 09/30/2019 02010 4.600000800 28,707,500.0000 1,100,454.36 07/31/2010 71X4074 7174SEAF 09/30/2020 02010 4.600000800 3,067,800.0000 117,599.02 07/31/2010 71X4074 7174SEAFO 09/30/2020 02010 4.600000800 3,123,900.0000 119,749.52 07/31/2010 71X4074 7174TBCK 09/30/2021 02010 4.600000800 1,949,970.0000 74,748.86 07/31/2010 ------------------------ ---------------------- 1,192,225,183.6300 45,775,785.98 ======================== ====================== 1,192,225,183.6300 45,775,785.98 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================