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 08/31/2009 71X4074 7174KREDI 09/30/2016 01994 6.770001600 5,000,000.0000 310,291.74 08/31/2009 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,000,000.0000 62,058.35 08/31/2009 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 19,782.96 08/31/2009 71X4074 717497COH 09/30/2015 01997 5.299999200 2,000.0000 97.17 08/31/2009 71X4074 7174ARHC 09/30/2014 01998 4.759999200 3,300,000.0000 143,989.98 08/31/2009 71X4074 717499COH 09/30/2015 01999 5.649998400 5,039,000.0000 260,978.13 08/31/2009 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 14,700,000.0000 761,337.28 08/31/2009 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,600,000.0000 51,480.00 08/31/2009 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 100,000.0000 3,217.50 08/31/2009 71X4074 7174MONGO 09/30/2013 02001 3.510000000 100,000.0000 3,217.50 08/31/2009 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 108,654.45 08/31/2009 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 30,728.32 08/31/2009 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 8,558,904.60 08/31/2009 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 106,067.52 08/31/2009 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 227,952.13 08/31/2009 71X4074 7174PROCR 09/30/2010 02003 4.060000800 3,600,000.0000 133,980.03 08/31/2009 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 290,773.87 08/31/2009 71X4074 7174SHORE 09/30/2013 02003 4.060000800 1,455,000.0000 54,150.26 08/31/2009 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,000,000.0000 78,283.33 08/31/2009 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 78,283.33 08/31/2009 71X4074 7174CASMA 09/30/2015 02004 4.269999600 800,000.0000 31,313.33 08/31/2009 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 218,572.92 08/31/2009 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 748,923.27 08/31/2009 71X4074 7174PASTU 09/30/2020 02004 4.269999600 2,500,000.0000 97,854.16 08/31/2009 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 97,043.14 08/31/2009 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 104,800.31 08/31/2009 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,000,000.0000 78,283.33 08/31/2009 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 195,881.04 08/31/2009 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 100,440.00 08/31/2009 71X4074 7174EMERL 09/30/2011 02005 4.470001200 838,200.0000 34,345.25 08/31/2009 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,600,000.0000 147,510.04 08/31/2009 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 47,172.48 08/31/2009 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,000,000.0000 122,925.03 08/31/2009 71X4074 7174PROCR 09/30/2011 02005 4.470001200 2,150,000.0000 88,096.27 08/31/2009 71X4074 7174PROCR 09/30/2016 02005 4.470001200 25,000,000.0000 1,024,375.28 08/31/2009 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 44,235.60 08/31/2009 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 34,414.91 08/31/2009 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,200,000.0000 139,920.00 08/31/2009 71X4074 7174BDCC 09/30/2022 02006 4.770000000 11,363,000.0000 496,847.18 08/31/2009 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,000,000.0000 393,525.00 08/31/2009 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 252,273.40 08/31/2009 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 43,725.00 08/31/2009 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 10,677.58 08/31/2009 71X4074 7174GABON 09/30/2011 02006 4.770000000 800,000.0000 34,980.00 08/31/2009 71X4074 7174GANHO 09/30/2022 02006 4.770000000 15,033,071.3100 657,321.04 08/31/2009 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 206,298.10 08/31/2009 71X4074 7174GREEN 09/30/2018 02006 4.770000000 5,700,000.0000 249,232.50 08/31/2009 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 56,723.35 08/31/2009 71X4074 7174INTVI 09/30/2012 02006 4.770000000 3,381,600.0000 147,860.46 08/31/2009 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 25,284,100.0000 1,105,547.27 08/31/2009 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 300,000.0000 13,117.50 08/31/2009 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 830,521.40 08/31/2009 71X4074 7174NATUR 09/30/2012 02006 4.770000000 430,000.0000 18,801.75 08/31/2009 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 122,480.72 08/31/2009 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,000,000.0000 87,450.00 08/31/2009 71X4074 717407COH 09/30/2015 02007 5.199998400 101,000.0000 4,814.33 08/31/2009 71X4074 71741STMT 09/30/2023 02007 5.199998400 2,691,250.0000 128,282.88 08/31/2009 71X4074 7174AFGGR 09/30/2022 02007 5.199998400 2,826,200.0000 134,715.49 08/31/2009 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 106,439.63 08/31/2009 71X4074 7174BDCC2 09/30/2028 02007 5.199998400 3,572,352.0000 170,282.06 08/31/2009 71X4074 7174C07BD 09/30/2013 02007 4.956998400 15,000.0000 681.59 08/31/2009 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 7,404.01 08/31/2009 71X4074 7174LEDFC 09/30/2022 02007 5.199998400 1,972,584.1200 94,026.48 08/31/2009 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 6,256.97 08/31/2009 71X4074 7174TAYL 09/30/2034 02007 5.199998400 15,918,470.0000 758,780.17 08/31/2009 71X4074 7174AMKI 09/30/2020 02008 5.125100400 2,306,745.0000 108,371.08 08/31/2009 71X4074 7174AMTEC 09/30/2014 02008 5.125100400 1,123,762.5000 52,794.46 08/31/2009 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 3,804,800.0000 178,749.84 08/31/2009 71X4074 7174BRACB 09/30/2013 02008 5.125100400 1,438,654.3100 67,588.10 08/31/2009 71X4074 7174BUCH 09/30/2021 02008 5.125100400 14,691,000.0000 690,184.46 08/31/2009 71X4074 7174C08AD 09/30/2013 02008 5.125100400 600,000.0000 28,188.05 08/31/2009 71X4074 7174GLOBS 09/30/2015 02008 5.124999600 3,930,600.0000 184,656.30 08/31/2009 71X4074 7174GLOSB 09/30/2015 02008 5.124999600 2,067,440.0000 97,126.60 08/31/2009 71X4074 7174GLOSR 09/30/2015 02008 5.124999600 552,960.0000 25,977.60 08/31/2009 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,699,345.9300 126,815.51 08/31/2009 71X4074 7174INTMA 09/30/2035 02008 5.125100400 5,945,180.0000 279,305.07 08/31/2009 71X4074 7174JSCGA 09/30/2019 02008 5.125100400 27,463,000.0000 1,290,214.13 08/31/2009 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 10,825,000.0000 508,559.44 08/31/2009 71X4074 7174PACCO 09/30/2018 02008 5.125100400 612,642.5000 28,782.00 08/31/2009 71X4074 7174SANTE 09/30/2013 02008 5.125100400 4,151,457.5000 195,035.83 08/31/2009 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,229,560.0000 151,725.01 08/31/2009 71X4074 7174AZURE 09/30/2022 02009 5.125100400 3,231,812.5000 151,830.83 08/31/2009 71X4074 7174BRACA 09/30/2013 02009 5.125100400 6,006,344.3600 282,178.58 08/31/2009 71X4074 7174CAIRO 09/30/2034 02009 5.125100400 20,394,000.0000 958,111.89 08/31/2009 71X4074 7174EXPR 09/30/2018 02009 5.125100400 2,029,000.0000 95,322.60 08/31/2009 71X4074 7174FINAN 09/30/2018 02009 5.125100400 2,035,000.0000 95,604.48 08/31/2009 71X4074 7174GLOKA 09/30/2016 02009 5.125100400 2,283,380.0000 107,273.39 08/31/2009 71X4074 7174IMMDF 09/30/2016 02009 5.125100400 388,900.0000 18,270.56 08/31/2009 71X4074 7174JSCGA 09/30/2019 02009 5.125100400 10,931,000.0000 513,539.33 08/31/2009 71X4074 7174JSCIB 09/30/2013 02009 5.125100400 5,388,510.0000 253,152.67 08/31/2009 71X4074 7174MAPSW 09/30/2015 02009 5.125100400 2,016,400.0000 94,730.65 08/31/2009 71X4074 7174PJWR 09/30/2017 02009 5.125100400 6,177,000.0000 290,196.00 08/31/2009 71X4074 7174RLJLI 09/30/2023 02009 5.125100400 10,496,210.0000 493,112.86 08/31/2009 71X4074 7174TOGO 09/30/2029 02009 5.125100400 81,568,000.0000 3,832,071.74 08/31/2009 ------------------------ ---------------------- 773,757,790.8300 33,468,270.08 ======================== ====================== 773,757,790.8300 33,468,270.08 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4074 7174ABUJA 09/30/2016 02004 08/27/2009 INT + 0.0000 10,674.99 476907 7174ACAI 09/30/2013 02006 08/27/2009 INT + 0.0000 10,706.16 476871 7174ADMIN 09/30/2011 02003 08/27/2009 INT + 0.0000 7,308.00 476921 7174AFRIC 09/30/2012 02001 08/27/2009 INT + 0.0000 754.65 476929 7174ARHC 09/30/2014 01998 08/28/2009 INT + 0.0000 135,659.97 476981 7174BAKU 09/30/2015 01994 08/27/2009 INT + 0.0000 15,232.50 476951 7174BELIZ 09/30/2014 02006 08/27/2009 INT + 0.0000 20,630.25 476873 7174CABAN 09/30/2022 02006 08/27/2009 INT + 0.0000 3,639.03 476877 7174CASMA 09/30/2015 02004 08/27/2009 INT + 0.0000 2,426.64 476909 7174CDN 09/30/2016 02003 08/27/2009 INT + 0.0000 236,813.75 476923 7174CEAR 09/30/2016 02003 08/27/2009 INT + 0.0000 125,814.34 476925 7174CHF2 09/30/2010 02001 08/27/2009 INT + 0.0000 16,418.02 476931 7174CONDO 09/30/2010 02005 08/27/2009 INT + 0.0000 24,585.00 476895 7174C06BD 09/30/2013 02006 08/27/2009 INT + 0.0000 141,350.02 476875 7174DIMIT 09/30/2014 01994 08/27/2009 INT + 0.0000 20,310.00 476953 7174ELICO 09/30/2009 02006 08/27/2009 INT + 0.0000 25,700.00 476879 7174FUTUR 09/30/2014 02005 08/27/2009 INT + 0.0000 4,470.00 476897 7174GABON 09/30/2011 02006 08/27/2009 INT + 0.0000 19,964.83 476881 7174GREEN 09/30/2018 02006 08/27/2009 INT + 0.0000 7,775.10 476883 7174HERMI 09/30/2010 02005 08/27/2009 INT + 0.0000 46,891.20 476899 7174HTBIL 09/30/2014 01999 08/27/2009 INT + 0.0000 118,649.96 476945 7174INOL6 09/30/2013 02000 08/27/2009 INT + 0.0000 75,600.00 476943 7174INTLM 09/30/2015 01994 08/27/2009 INT + 0.0000 91,428.87 476955 7174IRAQM 09/30/2009 02004 08/27/2009 INT + 0.0000 220,245.01 476911 7174KOZNE 09/30/2017 02004 08/27/2009 INT + 0.0000 88,103.96 476913 7174KREDI 09/30/2016 01994 08/27/2009 INT + 0.0000 67,429.21 476957 7174LAFIS 09/30/2023 02006 08/27/2009 INT + 0.0000 73,887.30 476885 7174LAGRA 09/30/2012 02004 08/27/2009 INT + 0.0000 53,374.99 476915 7174LIVWA 09/30/2016 02006 08/27/2009 INT + 0.0000 1,424.32 476887 7174LUSAK 09/30/2019 02005 08/27/2009 INT + 0.0000 19,610.11 476901 7174MEDFR 09/30/2013 02001 08/27/2009 INT + 0.0000 2,263.95 476933 7174MONGO 09/30/2013 02001 08/27/2009 INT + 0.0000 1,737.45 476935 7174NEVSK 09/30/2013 01994 08/27/2009 INT + 0.0000 6,770.00 476959 7174NPIZZ 09/30/2013 01994 08/27/2009 INT + 0.0000 133,927.55 476961 7174NUMO1 09/30/2017 01994 08/27/2009 INT + 0.0000 25,726.00 476963 7174NYPRO 09/30/2015 01994 08/27/2009 INT + 0.0000 50,775.01 476965 7174PACSU 09/30/2011 02001 08/27/2009 INT + 0.0000 8,864.15 476937 7174PAPAS 09/30/2013 01994 08/27/2009 INT + 0.0000 29,618.75 476967 7174PASTU 09/30/2020 02004 08/27/2009 INT + 0.0000 40,917.27 476917 7174PHYTO 09/30/2011 01998 08/27/2009 INT + 0.0000 102,339.98 476947 7174PROCR 09/30/2010 02003 08/27/2009 INT + 0.0000 28,420.00 476927 7174PROCR 09/30/2016 02005 08/27/2009 INT + 0.0000 30,172.50 476903 7174SALVA 09/30/2017 02006 08/27/2009 INT + 0.0000 15,025.50 476889 7174SANMA 09/30/2010 02001 08/27/2009 INT + 0.0000 7,106.96 476939 7174SANTE 09/30/2014 01994 08/27/2009 INT + 0.0000 121,007.00 476969 7174SIGMA 09/30/2009 02006 08/27/2009 INT + 0.0000 153,118.05 476891 7174SMBUS 09/30/2011 01994 08/27/2009 INT + 0.0000 929,995.11 476971 7174SNPUM 09/30/2013 02001 08/27/2009 INT + 0.0000 5,773.95 476941 7174SWEET 09/30/2012 02004 08/27/2009 INT + 0.0000 17,020.21 476919 7174TASKN 09/30/2014 01994 08/27/2009 INT + 0.0000 23,695.00 476973 7174TECNO 09/30/2019 01997 08/28/2009 INT + 0.0000 12,454.99 476979 7174WESWO 09/30/2023 02005 08/27/2009 INT + 0.0000 40,230.01 476905 7174WINNE 09/30/2013 01994 08/27/2009 INT + 0.0000 54,160.01 476975 71743PAPA 09/30/2010 02005 08/27/2009 INT + 0.0000 11,175.00 476893 71743PAPA 09/30/2013 01994 08/27/2009 INT + 0.0000 3,385.00 476949 717497COH 09/30/2015 01997 08/28/2009 INT + 0.0000 4,239.99 476977 ------------------------ ---------------------- 0.0000 3,546,797.57 ======================== ====================== 0.0000 3,546,797.57