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 1,489,400.35 08/31/2010 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 310,291.74 08/31/2010 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 62,058.35 08/31/2010 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 19,782.96 08/31/2010 71X4074 7174ZAOSO 09/30/2015 01994 6.770001600 839,280.0000 52,084.33 08/31/2010 71X4074 717497COH 09/30/2015 01997 5.299999200 2,000.0000 97.17 08/31/2010 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 143,989.98 08/31/2010 71X4074 717499COH 09/30/2015 01999 5.649998400 5,039,000.0000 260,978.13 08/31/2010 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 14,700,000.0000 761,337.28 08/31/2010 71X4074 717400COH 09/30/2015 02000 5.040000000 7,200,000.0000 332,640.00 08/31/2010 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,600,000.0000 51,480.00 08/31/2010 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 100,000.0000 3,217.50 08/31/2010 71X4074 7174MONGO 09/30/2013 02001 3.510000000 100,000.0000 3,217.50 08/31/2010 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 30,728.32 08/31/2010 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 8,558,904.60 08/31/2010 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 106,067.52 08/31/2010 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 227,952.13 08/31/2010 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 290,773.87 08/31/2010 71X4074 7174SHORE 09/30/2013 02003 4.060000800 1,455,000.0000 54,150.26 08/31/2010 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 78,283.33 08/31/2010 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 78,283.33 08/31/2010 71X4074 7174CASMA 09/30/2015 02004 4.269999600 800,000.0000 31,313.33 08/31/2010 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 218,572.92 08/31/2010 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 748,923.27 08/31/2010 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,500,000.0000 97,854.16 08/31/2010 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 97,043.14 08/31/2010 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 104,800.31 08/31/2010 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,000,000.0000 78,283.33 08/31/2010 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 195,881.04 08/31/2010 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 100,440.00 08/31/2010 71X4074 7174EMERL 09/30/2011 02005 4.470001200 838,200.0000 34,345.25 08/31/2010 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 147,510.04 08/31/2010 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 47,172.48 08/31/2010 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 122,925.03 08/31/2010 71X4074 7174PROCR 09/30/2011 02005 4.470001200 2,150,000.0000 88,096.27 08/31/2010 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 1,024,375.28 08/31/2010 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 44,235.60 08/31/2010 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 34,414.91 08/31/2010 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 139,920.00 08/31/2010 71X4074 7174BDCC 09/30/2022 02006 4.770000000 14,255,400.0000 623,317.37 08/31/2010 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 393,525.00 08/31/2010 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 252,273.40 08/31/2010 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 43,725.00 08/31/2010 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 10,674.05 08/31/2010 71X4074 7174GABON 09/30/2011 02006 4.770000000 800,000.0000 34,980.00 08/31/2010 71X4074 7174GANHO 09/30/2022 02006 4.770000000 23,351,654.5000 1,021,051.09 08/31/2010 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 206,229.90 08/31/2010 71X4074 7174GREEN 09/30/2018 02006 4.770000000 5,700,000.0000 249,232.50 08/31/2010 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 56,723.35 08/31/2010 71X4074 7174INTVI 09/30/2012 02006 4.770000000 3,381,600.0000 147,860.46 08/31/2010 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 743,325.00 08/31/2010 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 362,222.27 08/31/2010 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 300,000.0000 13,117.50 08/31/2010 71X4074 7174MICR2 09/30/2011 02006 4.770000000 10,620,000.0000 464,359.50 08/31/2010 71X4074 7174MICR3 09/30/2011 02006 4.770000000 2,223,000.0000 97,200.68 08/31/2010 71X4074 7174MICRO 09/30/2011 02006 4.770000000 6,151,200.0000 268,961.22 08/31/2010 71X4074 7174NATUR 09/30/2012 02006 4.770000000 430,000.0000 18,801.75 08/31/2010 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 122,480.72 08/31/2010 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 87,450.00 08/31/2010 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 4,815.54 08/31/2010 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 256,630.05 08/31/2010 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 6,869,840.0000 327,544.34 08/31/2010 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 106,466.31 08/31/2010 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 215,123.69 08/31/2010 71X4074 7174C07BD 09/30/2013 02007 4.956998400 15,000.0000 681.59 08/31/2010 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 7,405.87 08/31/2010 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 2,738,249.5300 130,555.90 08/31/2010 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 6,256.97 08/31/2010 71X4074 7174TAYL 09/30/2034 02007 5.201301600 27,877,776.4000 1,329,173.29 08/31/2010 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 97,267.76 08/31/2010 71X4074 7174AMTEC 09/30/2014 02008 4.600000800 1,123,762.5000 47,385.33 08/31/2010 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 4,946,240.0000 232,374.79 08/31/2010 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 115,514.49 08/31/2010 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 619,470.61 08/31/2010 71X4074 7174C08AD 09/30/2013 02008 5.125100400 600,000.0000 28,188.05 08/31/2010 71X4074 7174C08BD 09/30/2014 02008 4.600000800 800,000.0000 33,733.34 08/31/2010 71X4074 7174CSIL 09/30/2014 02008 4.600000800 7,898,383.1900 333,048.55 08/31/2010 71X4074 7174EYEF1 09/30/2017 02008 4.600000800 4,495,997.0000 189,581.24 08/31/2010 71X4074 7174FUTR2 09/30/2011 02008 4.600000800 1,222,050.0000 51,529.78 08/31/2010 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 217,942.67 08/31/2010 71X4074 7174GLOSR 09/30/2015 02008 4.600000800 1,382,400.0000 58,291.21 08/31/2010 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 134,141.77 08/31/2010 71X4074 7174INTMA 09/30/2035 02008 5.125100400 8,342,430.0000 391,928.09 08/31/2010 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 1,158,023.37 08/31/2010 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 508,559.44 08/31/2010 71X4074 7174MATRA 09/30/2017 02008 4.600000800 2,940,900.0000 124,007.97 08/31/2010 71X4074 7174PACCO 09/30/2018 02008 4.600000800 859,462.5000 36,240.68 08/31/2010 71X4074 7174ROOT 09/30/2014 02008 4.600000800 9,263,000.0000 390,589.90 08/31/2010 71X4074 7174SAFI2 09/30/2015 02008 4.600000800 562,020.0000 23,698.51 08/31/2010 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 391,180.23 08/31/2010 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,588,400.0000 168,583.34 08/31/2010 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 215,893.37 08/31/2010 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 120,510.25 08/31/2010 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 272,549.57 08/31/2010 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 482,269.98 08/31/2010 71X4074 7174C09AD 09/30/2014 02009 4.600000800 4,000,000.0000 168,666.70 08/31/2010 71X4074 7174C21 09/30/2017 02009 4.600000800 645,680.0000 27,226.18 08/31/2010 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 2,149,867.87 08/31/2010 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 381,815.02 08/31/2010 71X4074 7174DTMET 09/30/2023 02009 4.600000800 33,270,000.0000 1,402,885.24 08/31/2010 71X4074 7174EXPR 09/30/2018 02009 4.600000800 2,029,000.0000 85,556.18 08/31/2010 71X4074 7174FINAN 09/30/2018 02009 4.600000800 4,070,000.0000 171,618.36 08/31/2010 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 109,411.98 08/31/2010 71X4074 7174HBTF 09/30/2034 02009 4.600000800 102,400,000.0000 4,330,951.86 08/31/2010 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 246,860.8100 10,409.30 08/31/2010 71X4074 7174INNOV 09/30/2015 02009 4.600000800 2,823,480.0000 119,056.76 08/31/2010 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 460,923.91 08/31/2010 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 10,167,000.0000 428,708.57 08/31/2010 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 161,547.27 08/31/2010 71X4074 7174MONR 09/30/2027 02009 4.600000800 348,659.1000 14,701.79 08/31/2010 71X4074 7174MVEST 09/30/2014 02009 4.600000800 7,009,920.0000 295,585.01 08/31/2010 71X4074 7174OSCON 09/30/2015 02009 4.600000800 471,168.0000 19,867.59 08/31/2010 71X4074 7174PATRI 09/30/2016 02009 4.600000800 7,744,500.0000 326,559.81 08/31/2010 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 434,105.91 08/31/2010 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 442,590.27 08/31/2010 71X4074 7174SESA 09/30/2020 02009 4.600000800 505,725.0000 21,324.74 08/31/2010 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 32,797.24 08/31/2010 71X4074 7174SUMMP 09/30/2017 02009 4.600000800 3,676,000.0000 155,004.69 08/31/2010 71X4074 7174TOGO 09/30/2029 02009 4.600000800 121,638,280.0000 5,129,081.70 08/31/2010 71X4074 7174VELIF 09/30/2017 02009 4.600000800 3,751,200.0000 158,175.63 08/31/2010 71X4074 7174VERDA 09/30/2016 02009 4.600000800 6,608,011.2000 278,637.85 08/31/2010 71X4074 7174BETSY 09/30/2022 02010 4.600000800 3,561,280.0000 150,167.33 08/31/2010 71X4074 7174CGS 09/30/2024 02010 4.600000800 21,085,985.0000 889,125.86 08/31/2010 71X4074 7174EQCM 09/30/2017 02010 4.600000800 15,834,000.0000 667,667.12 08/31/2010 71X4074 7174PLAZA 09/30/2021 02010 4.600000800 6,764,400.0000 285,232.25 08/31/2010 71X4074 7174PRCRH 09/30/2019 02010 4.600000800 28,707,500.0000 1,210,499.79 08/31/2010 71X4074 7174SEAF 09/30/2020 02010 4.600000800 3,067,800.0000 129,358.92 08/31/2010 71X4074 7174SEAFO 09/30/2020 02010 4.600000800 3,123,900.0000 131,724.47 08/31/2010 71X4074 7174TBCK 09/30/2021 02010 4.600000800 1,949,970.0000 82,223.75 08/31/2010 ------------------------ ---------------------- 1,212,196,402.6200 51,179,570.53 ======================== ====================== 1,212,196,402.6200 51,179,570.53 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4074 7174BRAZE 09/30/2010 02003 08/27/2010 INT + 0.0000 59,266.06 477445 7174PROCR 09/30/2010 02003 08/27/2010 INT + 0.0000 73,080.01 477447 7174SIGMA 09/30/2010 02006 08/27/2010 INT + 0.0000 244,069.32 477443 ------------------------ ---------------------- 0.0000 376,415.39 ======================== ====================== 0.0000 376,415.39