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 677,000.16 02/28/2010 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 141,041.70 02/28/2010 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 28,208.34 02/28/2010 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 8,992.25 02/28/2010 71X4074 717497COH 09/30/2015 01997 5.299999200 2,000.0000 44.17 02/28/2010 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 65,449.99 02/28/2010 71X4074 717499COH 09/30/2015 01999 5.649998400 5,039,000.0000 118,626.42 02/28/2010 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 14,700,000.0000 346,062.40 02/28/2010 71X4074 717400COH 09/30/2015 02000 5.040000000 7,200,000.0000 151,200.00 02/28/2010 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,600,000.0000 23,400.00 02/28/2010 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 100,000.0000 1,462.50 02/28/2010 71X4074 7174MONGO 09/30/2013 02001 3.510000000 100,000.0000 1,462.50 02/28/2010 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 49,388.39 02/28/2010 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 13,967.42 02/28/2010 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 3,890,411.18 02/28/2010 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 48,212.51 02/28/2010 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 103,614.60 02/28/2010 71X4074 7174PROCR 09/30/2010 02003 4.060000800 3,600,000.0000 60,900.01 02/28/2010 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 132,169.94 02/28/2010 71X4074 7174SHORE 09/30/2013 02003 4.060000800 1,455,000.0000 24,613.75 02/28/2010 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 35,583.33 02/28/2010 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 35,583.33 02/28/2010 71X4074 7174CASMA 09/30/2015 02004 4.269999600 800,000.0000 14,233.33 02/28/2010 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 99,351.33 02/28/2010 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 340,419.67 02/28/2010 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,500,000.0000 44,479.16 02/28/2010 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 44,110.52 02/28/2010 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 47,636.50 02/28/2010 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,000,000.0000 35,583.33 02/28/2010 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 89,036.84 02/28/2010 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 45,654.54 02/28/2010 71X4074 7174EMERL 09/30/2011 02005 4.470001200 838,200.0000 15,611.48 02/28/2010 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 67,050.02 02/28/2010 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 21,442.04 02/28/2010 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 55,875.02 02/28/2010 71X4074 7174PROCR 09/30/2011 02005 4.470001200 2,150,000.0000 40,043.76 02/28/2010 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 465,625.13 02/28/2010 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 20,107.09 02/28/2010 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 15,643.14 02/28/2010 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 63,600.00 02/28/2010 71X4074 7174BDCC 09/30/2022 02006 4.770000000 11,363,000.0000 225,839.63 02/28/2010 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 178,875.00 02/28/2010 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 114,669.73 02/28/2010 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 19,875.00 02/28/2010 71X4074 7174FLAMA 09/30/2015 02006 5.138301600 226,620.0000 4,851.84 02/28/2010 71X4074 7174GABON 09/30/2011 02006 4.770000000 800,000.0000 15,900.00 02/28/2010 71X4074 7174GANHO 09/30/2022 02006 4.770000000 19,017,651.7800 377,975.83 02/28/2010 71X4074 7174GLOBA 09/30/2012 02006 5.138301600 4,378,452.0000 93,740.86 02/28/2010 71X4074 7174GREEN 09/30/2018 02006 4.770000000 5,700,000.0000 113,287.50 02/28/2010 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 25,783.34 02/28/2010 71X4074 7174INTVI 09/30/2012 02006 4.770000000 3,381,600.0000 67,209.30 02/28/2010 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 17,000,000.0000 337,875.00 02/28/2010 71X4074 7174LAFS3 09/30/2023 02006 4.770000000 8,284,100.0000 164,646.49 02/28/2010 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 300,000.0000 5,962.50 02/28/2010 71X4074 7174MICR2 09/30/2011 02006 4.770000000 10,620,000.0000 211,072.50 02/28/2010 71X4074 7174MICR3 09/30/2011 02006 4.770000000 2,223,000.0000 44,182.13 02/28/2010 71X4074 7174MICRO 09/30/2011 02006 4.770000000 6,151,200.0000 122,255.10 02/28/2010 71X4074 7174NATUR 09/30/2012 02006 4.770000000 430,000.0000 8,546.25 02/28/2010 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 55,673.06 02/28/2010 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 39,750.00 02/28/2010 71X4074 7174SIGMA 09/30/2010 02006 5.138301600 9,500,000.0000 203,391.11 02/28/2010 71X4074 717407COH 09/30/2015 02007 5.201301600 101,000.0000 2,188.88 02/28/2010 71X4074 71741STMT 09/30/2023 02007 5.201301600 2,691,250.0000 58,325.01 02/28/2010 71X4074 7174AFGGR 09/30/2022 02007 5.201301600 6,304,600.0000 136,633.86 02/28/2010 71X4074 7174AMINS 09/30/2015 02007 5.201301600 2,233,000.0000 48,393.78 02/28/2010 71X4074 7174BDCC2 09/30/2028 02007 5.201301600 3,572,352.0000 77,420.33 02/28/2010 71X4074 7174C07BD 09/30/2013 02007 4.956998400 15,000.0000 309.81 02/28/2010 71X4074 7174CULIN 09/30/2015 02007 5.201301600 155,329.0000 3,366.30 02/28/2010 71X4074 7174LEDFC 09/30/2022 02007 5.201301600 2,343,451.1300 50,787.48 02/28/2010 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 2,844.08 02/28/2010 71X4074 7174TAYL 09/30/2034 02007 5.201301600 27,877,776.4000 604,169.68 02/28/2010 71X4074 7174AMKI 09/30/2020 02008 4.600000800 2,306,745.0000 44,212.62 02/28/2010 71X4074 7174AMTEC 09/30/2014 02008 4.600000800 1,123,762.5000 21,538.78 02/28/2010 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 4,280,400.0000 91,406.17 02/28/2010 71X4074 7174BRACB 09/30/2013 02008 4.600000800 2,739,473.4800 52,506.58 02/28/2010 71X4074 7174BUCH 09/30/2021 02008 4.600000800 14,691,000.0000 281,577.55 02/28/2010 71X4074 7174C08AD 09/30/2013 02008 5.125100400 600,000.0000 12,812.75 02/28/2010 71X4074 7174C08BD 09/30/2014 02008 4.600000800 800,000.0000 15,333.34 02/28/2010 71X4074 7174CSIL 09/30/2014 02008 4.600000800 2,531,186.2600 48,514.41 02/28/2010 71X4074 7174EYEF1 09/30/2017 02008 4.600000800 4,495,997.0000 86,173.29 02/28/2010 71X4074 7174FUTR2 09/30/2011 02008 4.600000800 1,222,050.0000 23,422.63 02/28/2010 71X4074 7174GLOSB 09/30/2015 02008 4.600000800 5,168,600.0000 99,064.85 02/28/2010 71X4074 7174GLOSR 09/30/2015 02008 4.600000800 1,382,400.0000 26,496.00 02/28/2010 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,768,103.9800 59,111.71 02/28/2010 71X4074 7174INTMA 09/30/2035 02008 5.125100400 5,945,180.0000 126,956.85 02/28/2010 71X4074 7174JSCGA 09/30/2019 02008 4.600000800 27,463,000.0000 526,374.26 02/28/2010 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 231,163.38 02/28/2010 71X4074 7174PACCO 09/30/2018 02008 4.600000800 612,642.5000 11,742.32 02/28/2010 71X4074 7174ROOT 09/30/2014 02008 4.600000800 9,263,000.0000 177,540.86 02/28/2010 71X4074 7174SANTE 09/30/2013 02008 4.600000800 8,058,217.4200 154,449.19 02/28/2010 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,588,400.0000 76,628.79 02/28/2010 71X4074 7174AZURE 09/30/2022 02009 4.600000800 3,589,301.8000 68,794.96 02/28/2010 71X4074 7174BRACA 09/30/2013 02009 4.600000800 11,437,230.6300 219,213.63 02/28/2010 71X4074 7174C09AD 09/30/2014 02009 4.600000800 4,000,000.0000 76,666.68 02/28/2010 71X4074 7174C21 09/30/2017 02009 4.600000800 645,680.0000 12,375.54 02/28/2010 71X4074 7174CAIRO 09/30/2034 02009 4.600000800 50,985,000.0000 977,212.67 02/28/2010 71X4074 7174CJSTR 09/30/2019 02009 4.600000800 9,054,900.0000 173,552.28 02/28/2010 71X4074 7174DTMET 09/30/2023 02009 4.600000800 33,270,000.0000 637,675.11 02/28/2010 71X4074 7174EXPR 09/30/2018 02009 4.600000800 2,029,000.0000 38,889.17 02/28/2010 71X4074 7174FINAN 09/30/2018 02009 4.600000800 4,070,000.0000 78,008.35 02/28/2010 71X4074 7174GLOKA 09/30/2016 02009 4.600000800 2,283,380.0000 43,764.79 02/28/2010 71X4074 7174HBTF 09/30/2034 02009 4.600000800 102,400,000.0000 1,975,751.45 02/28/2010 71X4074 7174JSCGA 09/30/2019 02009 4.600000800 10,931,000.0000 209,510.87 02/28/2010 71X4074 7174JSCIB 09/30/2013 02009 4.600000800 7,930,260.0000 151,996.68 02/28/2010 71X4074 7174MAPSW 09/30/2015 02009 4.600000800 3,831,160.0000 73,430.58 02/28/2010 71X4074 7174MVEST 09/30/2014 02009 4.600000800 4,868,000.0000 93,303.35 02/28/2010 71X4074 7174OSCON 09/30/2015 02009 4.600000800 471,168.0000 9,030.72 02/28/2010 71X4074 7174PJWR 09/30/2017 02009 4.600000800 10,295,000.0000 197,320.87 02/28/2010 71X4074 7174RLJLI 09/30/2023 02009 4.600000800 10,496,210.0000 201,177.39 02/28/2010 71X4074 7174SESA 09/30/2020 02009 4.600000800 337,150.0000 6,462.04 02/28/2010 71X4074 7174SLID 09/30/2018 02009 4.600000800 777,800.0000 14,907.84 02/28/2010 71X4074 7174TOGO 09/30/2029 02009 4.600000800 121,638,280.0000 2,331,400.77 02/28/2010 71X4074 7174VERDA 09/30/2016 02009 4.600000800 2,617,697.6000 50,172.55 02/28/2010 71X4074 7174PRCRH 09/30/2019 02010 4.600000800 28,707,500.0000 550,227.18 02/28/2010 71X4074 7174SEAF 09/30/2020 02010 4.600000800 3,067,800.0000 58,799.51 02/28/2010 ------------------------ ---------------------- 1,111,461,916.2800 21,315,370.48 ======================== ====================== 1,111,461,916.2800 21,315,370.48 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00