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 270,800.06 11/30/2010 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 56,416.68 11/30/2010 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 60,365.85 11/30/2010 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 11,283.34 11/30/2010 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 3,596.90 11/30/2010 71X4074 7174ZAOSO 09/30/2015 01994 6.770001600 1,573,650.0000 17,756.02 11/30/2010 71X4074 717497COH 09/30/2015 01997 5.299999200 2,000.0000 17.67 11/30/2010 71X4074 717498DLC 09/30/2015 01998 4.759999200 8,000,000.0000 63,466.66 11/30/2010 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 26,180.00 11/30/2010 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 7,739,000.0000 72,875.56 11/30/2010 71X4074 717400COH 09/30/2015 02000 5.040000000 15,600,000.0000 131,040.00 11/30/2010 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 800,000.0000 4,680.00 11/30/2010 71X4074 7174C03DR 09/30/2015 02003 4.060000800 6,700,000.0000 45,336.68 11/30/2010 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 1,556,164.47 11/30/2010 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 19,285.00 11/30/2010 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 41,445.84 11/30/2010 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 52,867.98 11/30/2010 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 14,233.33 11/30/2010 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 14,233.33 11/30/2010 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 14,945.00 11/30/2010 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 39,740.53 11/30/2010 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 136,167.87 11/30/2010 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,500,000.0000 17,791.67 11/30/2010 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 17,644.21 11/30/2010 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 35,614.73 11/30/2010 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 26,820.01 11/30/2010 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 8,576.81 11/30/2010 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 22,350.01 11/30/2010 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 186,250.05 11/30/2010 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 8,042.84 11/30/2010 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 6,257.26 11/30/2010 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 25,440.00 11/30/2010 71X4074 7174BDCC 09/30/2022 02006 4.770000000 14,255,400.0000 113,330.43 11/30/2010 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 71,550.00 11/30/2010 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 45,867.89 11/30/2010 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 7,950.00 11/30/2010 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 1,940.74 11/30/2010 71X4074 7174GANHO 09/30/2022 02006 4.770000000 26,155,235.8400 207,934.12 11/30/2010 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 37,496.34 11/30/2010 71X4074 7174GREEN 09/30/2018 02006 4.770000000 5,700,000.0000 45,315.00 11/30/2010 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 10,313.34 11/30/2010 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 135,150.00 11/30/2010 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 65,858.60 11/30/2010 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 22,269.22 11/30/2010 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 15,900.00 11/30/2010 71X4074 7174SIGM3 09/30/2015 02006 5.138301600 2,000,000.0000 17,127.67 11/30/2010 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 875.55 11/30/2010 71X4074 71741STMT 09/30/2023 02007 5.201301600 5,382,500.0000 46,660.01 11/30/2010 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 6,869,840.0000 59,553.52 11/30/2010 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 19,357.51 11/30/2010 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 4,511,955.0000 39,113.40 11/30/2010 71X4074 7174C07BD 09/30/2013 02007 4.956998400 25,000.0000 206.54 11/30/2010 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 1,346.52 11/30/2010 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 3,685,548.2900 31,949.41 11/30/2010 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 1,137.63 11/30/2010 71X4074 7174TAYL 09/30/2034 02007 5.201301600 49,800,800.0000 431,714.97 11/30/2010 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 17,685.05 11/30/2010 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 2,500,000.0000 21,354.59 11/30/2010 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 21,002.63 11/30/2010 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 112,631.02 11/30/2010 71X4074 7174CSIL 09/30/2014 02008 4.600000800 7,898,383.1900 60,554.28 11/30/2010 71X4074 7174EYEF1 09/30/2017 02008 2.300000400 4,495,997.0000 17,234.66 11/30/2010 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 39,625.94 11/30/2010 71X4074 7174GPSIS 09/30/2016 02008 2.300000400 512,423.0000 1,964.29 11/30/2010 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,855,289.9800 24,389.41 11/30/2010 71X4074 7174INTMA 09/30/2035 02008 5.125100400 11,027,350.0000 94,193.79 11/30/2010 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 210,549.70 11/30/2010 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 92,465.35 11/30/2010 71X4074 7174MATRA 09/30/2017 02008 2.300000400 2,940,900.0000 11,273.45 11/30/2010 71X4074 7174PTTUC 09/30/2016 02008 2.300000400 536,000.0000 2,054.67 11/30/2010 71X4074 7174ROOT 09/30/2014 02008 2.300000400 9,263,000.0000 35,508.17 11/30/2010 71X4074 7174SAFI2 09/30/2015 02008 2.300000400 562,020.0000 2,154.41 11/30/2010 71X4074 7174SANTE 09/30/2013 02008 4.600000800 9,277,000.0000 71,123.68 11/30/2010 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,588,400.0000 30,651.52 11/30/2010 71X4074 7174ARABJ 09/30/2034 02009 4.600000800 5,120,000.0000 39,253.34 11/30/2010 71X4074 7174AUSTA 09/30/2020 02009 4.600000800 2,857,950.0000 21,910.95 11/30/2010 71X4074 7174AZURE 09/30/2022 02009 4.600000800 6,463,625.0000 49,554.47 11/30/2010 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 87,685.45 11/30/2010 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 0.00 11/30/2010 71X4074 7174C21 09/30/2017 02009 2.300000400 968,520.0000 3,712.66 11/30/2010 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 390,885.07 11/30/2010 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 69,420.91 11/30/2010 71X4074 7174CSIP 09/30/2014 02009 4.600000800 1,382,673.8700 10,600.50 11/30/2010 71X4074 7174DTMET 09/30/2023 02009 4.600000800 33,270,000.0000 255,070.04 11/30/2010 71X4074 7174EXPR 09/30/2018 02009 4.600000800 2,029,000.0000 15,555.67 11/30/2010 71X4074 7174FINAN 09/30/2018 02009 4.600000800 6,105,000.0000 46,805.01 11/30/2010 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,594,750.0000 19,893.09 11/30/2010 71X4074 7174IMMD3 09/30/2018 02009 4.600000800 246,860.8100 1,892.60 11/30/2010 71X4074 7174INNOV 09/30/2015 02009 2.300000400 2,823,480.0000 10,823.34 11/30/2010 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 83,804.35 11/30/2010 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 5,000,000.0000 38,333.34 11/30/2010 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 29,372.23 11/30/2010 71X4074 7174MONR 09/30/2027 02009 4.600000800 348,659.1000 2,673.05 11/30/2010 71X4074 7174MVEST 09/30/2014 02009 4.600000800 9,736,000.0000 74,642.68 11/30/2010 71X4074 7174PATRI 09/30/2016 02009 4.600000800 7,744,500.0000 59,374.51 11/30/2010 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 78,928.35 11/30/2010 71X4074 7174PTSM 09/30/2020 02009 2.300000400 605,025.0000 2,319.26 11/30/2010 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 80,470.96 11/30/2010 71X4074 7174SESA 09/30/2020 02009 4.600000800 505,725.0000 3,877.23 11/30/2010 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 5,963.13 11/30/2010 71X4074 7174SUMHL 09/30/2025 02009 4.600000800 20,870,600.2000 160,007.96 11/30/2010 71X4074 7174SUMMP 09/30/2017 02009 2.300000400 3,676,000.0000 14,091.34 11/30/2010 71X4074 7174TIVGL 09/30/2016 02009 4.600000800 4,775,175.0000 36,609.68 11/30/2010 71X4074 7174TOGO 09/30/2029 02009 4.600000800 121,638,280.0000 932,560.31 11/30/2010 71X4074 7174VELIF 09/30/2017 02009 4.600000800 3,751,200.0000 28,759.21 11/30/2010 71X4074 7174VERDA 09/30/2016 02009 4.600000800 9,158,699.2000 70,216.71 11/30/2010 71X4074 7174BETSY 09/30/2022 02010 2.300000400 3,561,280.0000 13,651.58 11/30/2010 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 0.00 11/30/2010 71X4074 7174CGS 09/30/2024 02010 2.300000400 62,108,855.0000 238,083.99 11/30/2010 71X4074 7174CPSIF 09/30/2016 02010 2.300000400 2,508,006.0000 9,614.02 11/30/2010 71X4074 7174EQCM 09/30/2017 02010 2.300000400 15,834,000.0000 60,697.01 11/30/2010 71X4074 7174FTFC 09/30/2020 02010 2.300000400 5,281,000.0000 0.00 11/30/2010 71X4074 7174GMF 09/30/2014 02010 2.300000400 4,944,000.0000 0.00 11/30/2010 71X4074 7174JIMM 09/30/2018 02010 2.300000400 2,901,300.0000 0.00 11/30/2010 71X4074 7174PLAZA 09/30/2021 02010 2.300000400 10,146,600.0000 38,895.31 11/30/2010 71X4074 7174PRCRH 09/30/2019 02010 2.300000400 28,707,500.0000 110,045.44 11/30/2010 71X4074 7174SEAF 09/30/2020 02010 2.300000400 3,067,800.0000 11,759.90 11/30/2010 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 3,123,900.0000 11,974.95 11/30/2010 71X4074 7174TBCK 09/30/2021 02010 2.300000400 4,207,830.0000 16,130.02 11/30/2010 ------------------------ ---------------------- 1,203,487,882.5900 8,539,941.00 ======================== ====================== 1,203,487,882.5900 8,539,941.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00