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 135,400.03 10/31/2010 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 28,208.34 10/31/2010 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 30,182.92 10/31/2010 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 5,641.67 10/31/2010 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 1,798.45 10/31/2010 71X4074 7174ZAOSO 09/30/2015 01994 6.770001600 1,573,650.0000 8,878.01 10/31/2010 71X4074 717497COH 09/30/2015 01997 5.299999200 2,000.0000 8.83 10/31/2010 71X4074 717498DLC 09/30/2015 01998 4.759999200 8,000,000.0000 31,733.33 10/31/2010 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 13,090.00 10/31/2010 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 36,437.78 10/31/2010 71X4074 717400COH 09/30/2015 02000 5.040000000 15,600,000.0000 65,520.00 10/31/2010 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 2,340.00 10/31/2010 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 22,668.34 10/31/2010 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 778,082.24 10/31/2010 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 9,642.50 10/31/2010 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 20,722.92 10/31/2010 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 26,433.99 10/31/2010 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 7,116.67 10/31/2010 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 7,116.67 10/31/2010 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 7,472.50 10/31/2010 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 19,870.27 10/31/2010 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 68,083.93 10/31/2010 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,500,000.0000 8,895.83 10/31/2010 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 8,822.10 10/31/2010 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 17,807.37 10/31/2010 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 13,410.00 10/31/2010 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 4,288.41 10/31/2010 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 11,175.00 10/31/2010 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 93,125.03 10/31/2010 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 4,021.42 10/31/2010 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 3,128.63 10/31/2010 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 12,720.00 10/31/2010 71X4074 7174BDCC 09/30/2022 02006 4.770000000 14,255,400.0000 56,665.22 10/31/2010 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 35,775.00 10/31/2010 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 22,933.95 10/31/2010 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 3,975.00 10/31/2010 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 970.37 10/31/2010 71X4074 7174GANHO 09/30/2022 02006 4.770000000 26,155,235.8400 103,967.06 10/31/2010 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 18,748.17 10/31/2010 71X4074 7174GREEN 09/30/2018 02006 4.770000000 5,700,000.0000 22,657.50 10/31/2010 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 5,156.67 10/31/2010 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 67,575.00 10/31/2010 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 32,929.30 10/31/2010 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 11,134.61 10/31/2010 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 7,950.00 10/31/2010 71X4074 7174SIGM3 09/30/2015 02006 5.138301600 2,000,000.0000 8,563.84 10/31/2010 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 437.78 10/31/2010 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 23,330.00 10/31/2010 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 6,869,840.0000 29,776.76 10/31/2010 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 9,678.76 10/31/2010 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 19,556.70 10/31/2010 71X4074 7174C07BD 09/30/2013 02007 4.956998400 25,000.0000 103.27 10/31/2010 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 673.26 10/31/2010 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 2,738,249.5300 11,868.72 10/31/2010 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 568.82 10/31/2010 71X4074 7174TAYL 09/30/2034 02007 5.201301600 49,800,800.0000 215,857.48 10/31/2010 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 8,842.52 10/31/2010 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 2,500,000.0000 10,677.29 10/31/2010 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 10,501.32 10/31/2010 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 56,315.51 10/31/2010 71X4074 7174CSIL 09/30/2014 02008 4.600000800 7,898,383.1900 30,277.14 10/31/2010 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 8,617.33 10/31/2010 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 19,812.97 10/31/2010 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 512,423.0000 982.14 10/31/2010 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 12,194.71 10/31/2010 71X4074 7174INTMA 09/30/2035 02008 5.125100400 11,027,350.0000 47,096.90 10/31/2010 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 105,274.85 10/31/2010 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 46,232.68 10/31/2010 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 5,636.73 10/31/2010 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 1,027.33 10/31/2010 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 17,754.09 10/31/2010 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 1,077.21 10/31/2010 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 35,561.84 10/31/2010 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,588,400.0000 15,325.76 10/31/2010 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 19,626.67 10/31/2010 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 10,955.48 10/31/2010 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 24,777.23 10/31/2010 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 43,842.73 10/31/2010 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 0.00 10/31/2010 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 1,856.33 10/31/2010 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 195,442.53 10/31/2010 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 34,710.46 10/31/2010 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,382,673.8700 5,300.25 10/31/2010 71X4074 7174DTMET 09/30/2023 02009 4.600000800 33,270,000.0000 127,535.02 10/31/2010 71X4074 7174EXPR 09/30/2018 02009 4.600000800 2,029,000.0000 7,777.83 10/31/2010 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 23,402.50 10/31/2010 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 9,946.54 10/31/2010 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 246,860.8100 946.30 10/31/2010 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 5,411.67 10/31/2010 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 41,902.17 10/31/2010 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 19,166.67 10/31/2010 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 14,686.12 10/31/2010 71X4074 7174MONR 09/30/2027 02009 4.600000800 348,659.1000 1,336.53 10/31/2010 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 37,321.34 10/31/2010 71X4074 7174PATRI 09/30/2016 02009 4.600000800 7,744,500.0000 29,687.26 10/31/2010 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 39,464.17 10/31/2010 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 1,159.63 10/31/2010 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 40,235.48 10/31/2010 71X4074 7174SESA 09/30/2020 02009 4.600000800 505,725.0000 1,938.61 10/31/2010 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 2,981.57 10/31/2010 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 20,870,600.2000 80,003.98 10/31/2010 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 7,045.67 10/31/2010 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 4,775,175.0000 18,304.84 10/31/2010 71X4074 7174TOGO 09/30/2029 02009 4.600000800 121,638,280.0000 466,280.15 10/31/2010 71X4074 7174VELIF 09/30/2017 02009 4.600000800 3,751,200.0000 14,379.60 10/31/2010 71X4074 7174VERDA 09/30/2016 02009 4.600000800 6,608,011.2000 25,330.71 10/31/2010 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 6,825.79 10/31/2010 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 0.00 10/31/2010 71X4074 7174CGS 09/30/2024 02010 2.300000400 40,620,685.0000 77,856.33 10/31/2010 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 2,508,006.0000 4,807.01 10/31/2010 71X4074 7174EQCM 09/30/2017 02010 2.300000400 15,834,000.0000 30,348.51 10/31/2010 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 6,764,400.0000 12,965.10 10/31/2010 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 55,022.72 10/31/2010 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 5,879.95 10/31/2010 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 5,987.48 10/31/2010 71X4074 7174TBCK 09/30/2021 02010 2.300000400 4,207,830.0000 8,065.01 10/31/2010 ------------------------ ---------------------- 1,161,993,225.8300 4,208,418.68 ======================== ====================== 1,161,993,225.8300 4,208,418.68 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00