Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4074 71743PAPA 09/30/2013 01994 6.770001600 100,000.0000 3,949.17 04/30/2009 71X4074 7174BAKU 09/30/2015 01994 6.770001600 450,000.0000 17,771.25 04/30/2009 71X4074 7174DIMIT 09/30/2014 01994 6.770001600 600,000.0000 23,695.01 04/30/2009 71X4074 7174INTLM 09/30/2015 01994 6.770001600 26,701,000.0000 1,054,467.24 04/30/2009 71X4074 7174KREDI 09/30/2016 01994 6.770001600 6,992,000.0000 276,125.80 04/30/2009 71X4074 7174NEVSK 09/30/2013 01994 6.770001600 200,000.0000 7,898.34 04/30/2009 71X4074 7174NPIZZ 09/30/2013 01994 6.770001600 3,956,500.0000 156,248.82 04/30/2009 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,760,000.0000 69,505.35 04/30/2009 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 12,589.16 04/30/2009 71X4074 7174NYPRO 09/30/2015 01994 6.770001600 1,500,000.0000 59,237.51 04/30/2009 71X4074 7174PAPAS 09/30/2013 01994 6.770001600 875,000.0000 34,555.22 04/30/2009 71X4074 7174SANTE 09/30/2014 01994 6.770001600 3,574,800.0000 141,174.84 04/30/2009 71X4074 7174SMBUS 09/30/2011 01994 6.770001600 27,474,000.0000 1,084,994.31 04/30/2009 71X4074 7174TASKN 09/30/2014 01994 6.770001600 700,000.0000 27,644.17 04/30/2009 71X4074 7174WINNE 09/30/2013 01994 6.770001600 1,600,000.0000 63,186.68 04/30/2009 71X4074 717497COH 09/30/2015 01997 5.299999200 162,000.0000 5,008.50 04/30/2009 71X4074 7174TECNO 09/30/2019 01997 5.299999200 470,000.0000 14,530.83 04/30/2009 71X4074 7174ARHC 09/30/2014 01998 4.759999200 9,000,000.0000 249,899.96 04/30/2009 71X4074 7174PHYTO 09/30/2011 01998 4.759999200 4,300,000.0000 119,396.65 04/30/2009 71X4074 717499COH 09/30/2015 01999 5.649998400 5,039,000.0000 166,076.99 04/30/2009 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 18,900,000.0000 622,912.32 04/30/2009 71X4074 7174INOL6 09/30/2013 02000 5.040000000 3,000,000.0000 88,200.00 04/30/2009 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,643,000.0000 33,640.43 04/30/2009 71X4074 7174CHF2 09/30/2010 02001 3.510000000 935,500.0000 19,154.36 04/30/2009 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 229,000.0000 4,688.78 04/30/2009 71X4074 7174MONGO 09/30/2013 02001 3.510000000 199,000.0000 4,074.53 04/30/2009 71X4074 7174PACSU 09/30/2011 02001 3.510000000 505,080.0000 10,341.51 04/30/2009 71X4074 7174SANMA 09/30/2010 02001 3.510000000 404,955.0000 8,291.45 04/30/2009 71X4074 7174SNPUM 09/30/2013 02001 3.510000000 329,000.0000 6,736.28 04/30/2009 71X4074 7174ADMIN 09/30/2011 02003 4.060000800 360,000.0000 8,526.00 04/30/2009 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 69,143.74 04/30/2009 71X4074 7174CDN 09/30/2016 02003 4.060000800 11,665,700.0000 276,282.72 04/30/2009 71X4074 7174CEAR 09/30/2016 02003 4.060000800 6,197,750.0000 146,783.41 04/30/2009 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 19,554.38 04/30/2009 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 5,446,575.66 04/30/2009 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 67,497.51 04/30/2009 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 145,060.45 04/30/2009 71X4074 7174PROCR 09/30/2010 02003 4.060000800 5,000,000.0000 118,416.69 04/30/2009 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 185,037.92 04/30/2009 71X4074 7174SHORE 09/30/2013 02003 4.060000800 1,455,000.0000 34,459.26 04/30/2009 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,500,000.0000 62,270.83 04/30/2009 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 49,816.66 04/30/2009 71X4074 7174CASMA 09/30/2015 02004 4.269999600 913,660.0000 22,757.75 04/30/2009 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 139,091.86 04/30/2009 71X4074 7174IRAQM 09/30/2009 02004 4.269999600 10,315,926.7200 256,952.52 04/30/2009 71X4074 7174KOZNE 09/30/2017 02004 4.269999600 4,126,650.0000 102,787.96 04/30/2009 71X4074 7174LAGRA 09/30/2012 02004 4.269999600 2,500,000.0000 62,270.83 04/30/2009 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 476,587.54 04/30/2009 71X4074 7174PASTU 09/30/2020 02004 4.269999600 4,416,500.0000 110,007.64 04/30/2009 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 61,754.73 04/30/2009 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 66,691.10 04/30/2009 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,797,200.0000 69,673.58 04/30/2009 71X4074 71743PAPA 09/30/2010 02005 4.470001200 500,000.0000 13,037.50 04/30/2009 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,302,450.0000 112,186.41 04/30/2009 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 63,916.36 04/30/2009 71X4074 7174CONDO 09/30/2010 02005 4.470001200 1,100,000.0000 28,682.51 04/30/2009 71X4074 7174EMERL 09/30/2011 02005 4.470001200 838,200.0000 21,856.07 04/30/2009 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,800,000.0000 99,085.03 04/30/2009 71X4074 7174HERMI 09/30/2010 02005 4.470001200 2,098,040.0000 54,706.41 04/30/2009 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 30,018.85 04/30/2009 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,877,410.0000 101,103.49 04/30/2009 71X4074 7174PROCR 09/30/2011 02005 4.470001200 2,150,000.0000 56,061.27 04/30/2009 71X4074 7174PROCR 09/30/2016 02005 4.470001200 26,350,000.0000 687,076.43 04/30/2009 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 28,149.93 04/30/2009 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 21,900.40 04/30/2009 71X4074 7174WESWO 09/30/2023 02005 4.470001200 1,800,000.0000 46,935.01 04/30/2009 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,648,896.0000 101,530.53 04/30/2009 71X4074 7174BDCC 09/30/2022 02006 4.770000000 11,363,000.0000 316,175.48 04/30/2009 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,865,000.0000 274,493.63 04/30/2009 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 160,537.62 04/30/2009 71X4074 7174C06BD 09/30/2013 02006 5.140000800 5,500,000.0000 164,908.36 04/30/2009 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,152,580.0000 32,070.54 04/30/2009 71X4074 7174ELICO 09/30/2009 02006 5.140000800 1,000,000.0000 29,983.34 04/30/2009 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 6,794.82 04/30/2009 71X4074 7174GABON 09/30/2011 02006 4.770000000 1,637,100.0000 45,552.31 04/30/2009 71X4074 7174GANHO 09/30/2022 02006 4.770000000 15,033,071.3100 418,295.21 04/30/2009 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 131,280.61 04/30/2009 71X4074 7174GREEN 09/30/2018 02006 4.770000000 6,026,000.0000 167,673.45 04/30/2009 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 36,096.68 04/30/2009 71X4074 7174INTVI 09/30/2012 02006 4.770000000 3,381,600.0000 94,093.02 04/30/2009 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 28,382,100.0000 789,731.93 04/30/2009 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 359,720.0000 10,009.21 04/30/2009 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 528,513.62 04/30/2009 71X4074 7174NATUR 09/30/2012 02006 4.770000000 430,000.0000 11,964.75 04/30/2009 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 77,942.28 04/30/2009 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,630,000.0000 73,179.75 04/30/2009 71X4074 7174SIGMA 09/30/2009 02006 5.140000800 5,957,900.0000 178,637.73 04/30/2009 71X4074 717407COH 09/30/2015 02007 5.199998400 101,000.0000 3,063.67 04/30/2009 71X4074 71741STMT 09/30/2023 02007 5.199998400 2,691,250.0000 81,634.56 04/30/2009 71X4074 7174AFGGR 09/30/2022 02007 5.199998400 2,478,360.0000 75,176.90 04/30/2009 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 67,734.31 04/30/2009 71X4074 7174BDCC2 09/30/2028 02007 5.199998400 1,879,206.0000 57,002.56 04/30/2009 71X4074 7174C07BD 09/30/2013 02007 4.956998400 15,000.0000 433.74 04/30/2009 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 4,711.64 04/30/2009 71X4074 7174LEDFC 09/30/2022 02007 5.199998400 1,753,973.6400 53,203.85 04/30/2009 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 3,981.71 04/30/2009 71X4074 7174TAYL 09/30/2034 02007 5.199998400 15,918,470.0000 482,860.11 04/30/2009 71X4074 7174AMKI 09/30/2020 02008 5.125100400 2,306,745.0000 68,963.42 04/30/2009 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 3,329,200.0000 99,531.16 04/30/2009 71X4074 7174BRACB 09/30/2013 02008 5.125100400 559,955.2700 16,740.66 04/30/2009 71X4074 7174BUCH 09/30/2021 02008 5.125100400 14,691,000.0000 439,208.29 04/30/2009 71X4074 7174C08AD 09/30/2013 02008 5.125100400 600,000.0000 17,937.85 04/30/2009 71X4074 7174GLOBS 09/30/2015 02008 5.124999600 3,930,600.0000 117,508.55 04/30/2009 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,557,064.3200 76,447.07 04/30/2009 71X4074 7174INTMA 09/30/2035 02008 5.125100400 5,945,180.0000 177,739.59 04/30/2009 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 5,412,500.0000 161,814.37 04/30/2009 71X4074 7174PACCO 09/30/2018 02008 5.125100400 304,117.5000 9,092.02 04/30/2009 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 2,511,880.0000 75,096.22 04/30/2009 71X4074 7174BRACA 09/30/2013 02009 5.125100400 2,337,798.6700 69,891.81 04/30/2009 71X4074 7174JSCGA 09/30/2019 02009 5.125100400 38,394,000.0000 1,147,843.11 04/30/2009 71X4074 7174MAPSW 09/30/2015 02009 5.125100400 2,016,400.0000 60,283.14 04/30/2009 71X4074 7174PJWR 09/30/2017 02009 5.125100400 6,177,000.0000 184,670.18 04/30/2009 71X4074 7174RLJLI 09/30/2023 02009 5.125100400 10,295,138.7000 307,787.78 04/30/2009 ------------------------ ---------------------- 767,453,886.9300 21,258,535.01 ======================== ====================== 767,453,886.9300 21,258,535.01 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00