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 2,820.83 02/28/2009 71X4074 7174BAKU 09/30/2015 01994 6.770001600 450,000.0000 12,693.75 02/28/2009 71X4074 7174DIMIT 09/30/2014 01994 6.770001600 600,000.0000 16,925.00 02/28/2009 71X4074 7174INTLM 09/30/2015 01994 6.770001600 26,701,000.0000 753,190.89 02/28/2009 71X4074 7174KREDI 09/30/2016 01994 6.770001600 6,992,000.0000 197,232.71 02/28/2009 71X4074 7174NEVSK 09/30/2013 01994 6.770001600 200,000.0000 5,641.67 02/28/2009 71X4074 7174NPIZZ 09/30/2013 01994 6.770001600 3,956,500.0000 111,606.30 02/28/2009 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,760,000.0000 49,646.68 02/28/2009 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 8,992.25 02/28/2009 71X4074 7174NYPRO 09/30/2015 01994 6.770001600 1,500,000.0000 42,312.51 02/28/2009 71X4074 7174PAPAS 09/30/2013 01994 6.770001600 875,000.0000 24,682.30 02/28/2009 71X4074 7174SANTE 09/30/2014 01994 6.770001600 3,574,800.0000 100,839.17 02/28/2009 71X4074 7174SMBUS 09/30/2011 01994 6.770001600 27,474,000.0000 774,995.93 02/28/2009 71X4074 7174TASKN 09/30/2014 01994 6.770001600 700,000.0000 19,745.84 02/28/2009 71X4074 7174WINNE 09/30/2013 01994 6.770001600 1,600,000.0000 45,133.34 02/28/2009 71X4074 717497COH 09/30/2015 01997 5.299999200 162,000.0000 3,577.50 02/28/2009 71X4074 7174TECNO 09/30/2019 01997 5.299999200 470,000.0000 10,379.17 02/28/2009 71X4074 7174ARHC 09/30/2014 01998 4.759999200 9,000,000.0000 178,499.97 02/28/2009 71X4074 7174PHYTO 09/30/2011 01998 4.759999200 4,300,000.0000 85,283.32 02/28/2009 71X4074 717499COH 09/30/2015 01999 5.649998400 5,039,000.0000 118,626.42 02/28/2009 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 18,900,000.0000 444,937.37 02/28/2009 71X4074 7174INOL6 09/30/2013 02000 5.040000000 3,000,000.0000 63,000.00 02/28/2009 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,643,000.0000 24,028.88 02/28/2009 71X4074 7174CHF2 09/30/2010 02001 3.510000000 935,500.0000 13,681.69 02/28/2009 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 229,000.0000 3,349.13 02/28/2009 71X4074 7174MONGO 09/30/2013 02001 3.510000000 199,000.0000 2,910.38 02/28/2009 71X4074 7174PACSU 09/30/2011 02001 3.510000000 505,080.0000 7,386.80 02/28/2009 71X4074 7174SANMA 09/30/2010 02001 3.510000000 404,955.0000 5,922.47 02/28/2009 71X4074 7174SNPUM 09/30/2013 02001 3.510000000 329,000.0000 4,811.63 02/28/2009 71X4074 7174ADMIN 09/30/2011 02003 4.060000800 360,000.0000 6,090.00 02/28/2009 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 49,388.39 02/28/2009 71X4074 7174CDN 09/30/2016 02003 4.060000800 11,665,700.0000 197,344.80 02/28/2009 71X4074 7174CEAR 09/30/2016 02003 4.060000800 6,197,750.0000 104,845.29 02/28/2009 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 13,967.42 02/28/2009 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 3,890,411.18 02/28/2009 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 48,212.51 02/28/2009 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 103,614.60 02/28/2009 71X4074 7174PROCR 09/30/2010 02003 4.060000800 5,000,000.0000 84,583.35 02/28/2009 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 132,169.94 02/28/2009 71X4074 7174SHORE 09/30/2013 02003 4.060000800 1,455,000.0000 24,613.75 02/28/2009 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,500,000.0000 44,479.16 02/28/2009 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 35,583.33 02/28/2009 71X4074 7174CASMA 09/30/2015 02004 4.269999600 913,660.0000 16,255.53 02/28/2009 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 99,351.33 02/28/2009 71X4074 7174IRAQM 09/30/2009 02004 4.269999600 10,315,926.7200 183,537.51 02/28/2009 71X4074 7174KOZNE 09/30/2017 02004 4.269999600 4,126,650.0000 73,419.97 02/28/2009 71X4074 7174LAGRA 09/30/2012 02004 4.269999600 2,500,000.0000 44,479.16 02/28/2009 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 340,419.67 02/28/2009 71X4074 7174PASTU 09/30/2020 02004 4.269999600 4,416,500.0000 78,576.89 02/28/2009 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 44,110.52 02/28/2009 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 47,636.50 02/28/2009 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,797,200.0000 49,766.85 02/28/2009 71X4074 71743PAPA 09/30/2010 02005 4.470001200 500,000.0000 9,312.50 02/28/2009 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,302,450.0000 80,133.15 02/28/2009 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 45,654.54 02/28/2009 71X4074 7174CONDO 09/30/2010 02005 4.470001200 1,100,000.0000 20,487.51 02/28/2009 71X4074 7174EMERL 09/30/2011 02005 4.470001200 838,200.0000 15,611.48 02/28/2009 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,800,000.0000 70,775.02 02/28/2009 71X4074 7174HERMI 09/30/2010 02005 4.470001200 2,098,040.0000 39,076.01 02/28/2009 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 21,442.04 02/28/2009 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,877,410.0000 72,216.78 02/28/2009 71X4074 7174PROCR 09/30/2011 02005 4.470001200 2,150,000.0000 40,043.76 02/28/2009 71X4074 7174PROCR 09/30/2016 02005 4.470001200 26,350,000.0000 490,768.88 02/28/2009 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 20,107.09 02/28/2009 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 15,643.14 02/28/2009 71X4074 7174WESWO 09/30/2023 02005 4.470001200 1,800,000.0000 33,525.01 02/28/2009 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,648,896.0000 72,521.81 02/28/2009 71X4074 7174BDCC 09/30/2022 02006 4.770000000 11,363,000.0000 225,839.63 02/28/2009 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,865,000.0000 196,066.88 02/28/2009 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 114,669.73 02/28/2009 71X4074 7174C06BD 09/30/2013 02006 5.140000800 5,500,000.0000 117,791.69 02/28/2009 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,152,580.0000 22,907.53 02/28/2009 71X4074 7174ELICO 09/30/2009 02006 5.140000800 1,000,000.0000 21,416.67 02/28/2009 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 4,853.45 02/28/2009 71X4074 7174GABON 09/30/2011 02006 4.770000000 1,637,100.0000 32,537.36 02/28/2009 71X4074 7174GANHO 09/30/2022 02006 4.770000000 15,033,071.3100 298,782.29 02/28/2009 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 93,771.86 02/28/2009 71X4074 7174GREEN 09/30/2018 02006 4.770000000 6,026,000.0000 119,766.75 02/28/2009 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 25,783.34 02/28/2009 71X4074 7174INTVI 09/30/2012 02006 4.770000000 3,381,600.0000 67,209.30 02/28/2009 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 26,920,200.0000 535,038.98 02/28/2009 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 359,720.0000 7,149.44 02/28/2009 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 377,509.73 02/28/2009 71X4074 7174NATUR 09/30/2012 02006 4.770000000 430,000.0000 8,546.25 02/28/2009 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 55,673.06 02/28/2009 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,630,000.0000 52,271.25 02/28/2009 71X4074 7174SIGMA 09/30/2009 02006 5.140000800 5,957,900.0000 127,598.38 02/28/2009 71X4074 717407COH 09/30/2015 02007 5.199998400 101,000.0000 2,188.33 02/28/2009 71X4074 71741STMT 09/30/2023 02007 5.199998400 2,691,250.0000 58,310.40 02/28/2009 71X4074 7174AFGGR 09/30/2022 02007 5.199998400 2,478,360.0000 53,697.78 02/28/2009 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 48,381.65 02/28/2009 71X4074 7174BDCC2 09/30/2028 02007 5.199998400 1,879,206.0000 40,716.12 02/28/2009 71X4074 7174C07BD 09/30/2013 02007 4.956998400 15,000.0000 309.81 02/28/2009 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 3,365.46 02/28/2009 71X4074 7174LEDFC 09/30/2022 02007 5.199998400 1,451,690.2400 31,453.28 02/28/2009 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 2,844.08 02/28/2009 71X4074 7174TAYL 09/30/2034 02007 5.199998400 15,918,470.0000 344,900.08 02/28/2009 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 2,853,600.0000 60,937.44 02/28/2009 71X4074 7174BRACB 09/30/2013 02008 5.125100400 559,955.2700 11,957.61 02/28/2009 71X4074 7174C08AD 09/30/2013 02008 5.125100400 600,000.0000 12,812.75 02/28/2009 71X4074 7174GLOBS 09/30/2015 02008 5.124999600 3,930,600.0000 83,934.68 02/28/2009 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,048,819.4800 43,751.69 02/28/2009 71X4074 7174INTMA 09/30/2035 02008 5.125100400 5,945,180.0000 126,956.85 02/28/2009 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 5,412,500.0000 115,581.69 02/28/2009 71X4074 7174PACCO 09/30/2018 02008 5.125100400 304,117.5000 6,494.30 02/28/2009 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 1,255,940.0000 26,820.08 02/28/2009 71X4074 7174BRACA 09/30/2013 02009 5.125100400 2,337,798.6700 49,922.72 02/28/2009 71X4074 7174JSCGA 09/30/2019 02009 5.125100400 38,394,000.0000 819,887.94 02/28/2009 71X4074 7174MAPSW 09/30/2015 02009 5.125100400 2,016,400.0000 43,059.39 02/28/2009 71X4074 7174RLJLI 09/30/2023 02009 5.125100400 10,295,138.7000 219,848.41 02/28/2009 ------------------------ ---------------------- 740,275,173.6900 14,606,346.38 ======================== ====================== 740,275,173.6900 14,606,346.38 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00