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 3,385.00 03/31/2009 71X4074 7174BAKU 09/30/2015 01994 6.770001600 450,000.0000 15,232.50 03/31/2009 71X4074 7174DIMIT 09/30/2014 01994 6.770001600 600,000.0000 20,310.00 03/31/2009 71X4074 7174INTLM 09/30/2015 01994 6.770001600 26,701,000.0000 903,829.06 03/31/2009 71X4074 7174KREDI 09/30/2016 01994 6.770001600 6,992,000.0000 236,679.26 03/31/2009 71X4074 7174NEVSK 09/30/2013 01994 6.770001600 200,000.0000 6,770.00 03/31/2009 71X4074 7174NPIZZ 09/30/2013 01994 6.770001600 3,956,500.0000 133,927.56 03/31/2009 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,760,000.0000 59,576.01 03/31/2009 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 10,790.71 03/31/2009 71X4074 7174NYPRO 09/30/2015 01994 6.770001600 1,500,000.0000 50,775.01 03/31/2009 71X4074 7174PAPAS 09/30/2013 01994 6.770001600 875,000.0000 29,618.76 03/31/2009 71X4074 7174SANTE 09/30/2014 01994 6.770001600 3,574,800.0000 121,007.01 03/31/2009 71X4074 7174SMBUS 09/30/2011 01994 6.770001600 27,474,000.0000 929,995.12 03/31/2009 71X4074 7174TASKN 09/30/2014 01994 6.770001600 700,000.0000 23,695.01 03/31/2009 71X4074 7174WINNE 09/30/2013 01994 6.770001600 1,600,000.0000 54,160.01 03/31/2009 71X4074 717497COH 09/30/2015 01997 5.299999200 162,000.0000 4,293.00 03/31/2009 71X4074 7174TECNO 09/30/2019 01997 5.299999200 470,000.0000 12,455.00 03/31/2009 71X4074 7174ARHC 09/30/2014 01998 4.759999200 9,000,000.0000 214,199.96 03/31/2009 71X4074 7174PHYTO 09/30/2011 01998 4.759999200 4,300,000.0000 102,339.98 03/31/2009 71X4074 717499COH 09/30/2015 01999 5.649998400 5,039,000.0000 142,351.71 03/31/2009 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 18,900,000.0000 533,924.85 03/31/2009 71X4074 7174INOL6 09/30/2013 02000 5.040000000 3,000,000.0000 75,600.00 03/31/2009 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,643,000.0000 28,834.65 03/31/2009 71X4074 7174CHF2 09/30/2010 02001 3.510000000 935,500.0000 16,418.03 03/31/2009 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 229,000.0000 4,018.95 03/31/2009 71X4074 7174MONGO 09/30/2013 02001 3.510000000 199,000.0000 3,492.45 03/31/2009 71X4074 7174PACSU 09/30/2011 02001 3.510000000 505,080.0000 8,864.15 03/31/2009 71X4074 7174SANMA 09/30/2010 02001 3.510000000 404,955.0000 7,106.96 03/31/2009 71X4074 7174SNPUM 09/30/2013 02001 3.510000000 329,000.0000 5,773.95 03/31/2009 71X4074 7174ADMIN 09/30/2011 02003 4.060000800 360,000.0000 7,308.00 03/31/2009 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 59,266.06 03/31/2009 71X4074 7174CDN 09/30/2016 02003 4.060000800 11,665,700.0000 236,813.76 03/31/2009 71X4074 7174CEAR 09/30/2016 02003 4.060000800 6,197,750.0000 125,814.35 03/31/2009 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 16,760.90 03/31/2009 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 4,668,493.42 03/31/2009 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 57,855.01 03/31/2009 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 124,337.52 03/31/2009 71X4074 7174PROCR 09/30/2010 02003 4.060000800 5,000,000.0000 101,500.02 03/31/2009 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 158,603.93 03/31/2009 71X4074 7174SHORE 09/30/2013 02003 4.060000800 1,455,000.0000 29,536.51 03/31/2009 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,500,000.0000 53,375.00 03/31/2009 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 42,700.00 03/31/2009 71X4074 7174CASMA 09/30/2015 02004 4.269999600 913,660.0000 19,506.64 03/31/2009 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 119,221.59 03/31/2009 71X4074 7174IRAQM 09/30/2009 02004 4.269999600 10,315,926.7200 220,245.01 03/31/2009 71X4074 7174KOZNE 09/30/2017 02004 4.269999600 4,126,650.0000 88,103.97 03/31/2009 71X4074 7174LAGRA 09/30/2012 02004 4.269999600 2,500,000.0000 53,375.00 03/31/2009 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 408,503.60 03/31/2009 71X4074 7174PASTU 09/30/2020 02004 4.269999600 4,416,500.0000 94,292.27 03/31/2009 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 52,932.62 03/31/2009 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 57,163.80 03/31/2009 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,797,200.0000 59,720.21 03/31/2009 71X4074 71743PAPA 09/30/2010 02005 4.470001200 500,000.0000 11,175.00 03/31/2009 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,302,450.0000 96,159.78 03/31/2009 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 54,785.45 03/31/2009 71X4074 7174CONDO 09/30/2010 02005 4.470001200 1,100,000.0000 24,585.01 03/31/2009 71X4074 7174EMERL 09/30/2011 02005 4.470001200 838,200.0000 18,733.78 03/31/2009 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,800,000.0000 84,930.02 03/31/2009 71X4074 7174HERMI 09/30/2010 02005 4.470001200 2,098,040.0000 46,891.21 03/31/2009 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 25,730.44 03/31/2009 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,877,410.0000 86,660.14 03/31/2009 71X4074 7174PROCR 09/30/2011 02005 4.470001200 2,150,000.0000 48,052.51 03/31/2009 71X4074 7174PROCR 09/30/2016 02005 4.470001200 26,350,000.0000 588,922.66 03/31/2009 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 24,128.51 03/31/2009 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 18,771.77 03/31/2009 71X4074 7174WESWO 09/30/2023 02005 4.470001200 1,800,000.0000 40,230.01 03/31/2009 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,648,896.0000 87,026.17 03/31/2009 71X4074 7174BDCC 09/30/2022 02006 4.770000000 11,363,000.0000 271,007.55 03/31/2009 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,865,000.0000 235,280.25 03/31/2009 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 137,603.67 03/31/2009 71X4074 7174C06BD 09/30/2013 02006 5.140000800 5,500,000.0000 141,350.02 03/31/2009 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,152,580.0000 27,489.03 03/31/2009 71X4074 7174ELICO 09/30/2009 02006 5.140000800 1,000,000.0000 25,700.00 03/31/2009 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 5,824.13 03/31/2009 71X4074 7174GABON 09/30/2011 02006 4.770000000 1,637,100.0000 39,044.84 03/31/2009 71X4074 7174GANHO 09/30/2022 02006 4.770000000 15,033,071.3100 358,538.75 03/31/2009 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 112,526.23 03/31/2009 71X4074 7174GREEN 09/30/2018 02006 4.770000000 6,026,000.0000 143,720.10 03/31/2009 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 30,940.01 03/31/2009 71X4074 7174INTVI 09/30/2012 02006 4.770000000 3,381,600.0000 80,651.16 03/31/2009 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 28,382,100.0000 676,913.09 03/31/2009 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 359,720.0000 8,579.32 03/31/2009 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 453,011.67 03/31/2009 71X4074 7174NATUR 09/30/2012 02006 4.770000000 430,000.0000 10,255.50 03/31/2009 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 66,807.67 03/31/2009 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,630,000.0000 62,725.50 03/31/2009 71X4074 7174SIGMA 09/30/2009 02006 5.140000800 5,957,900.0000 153,118.05 03/31/2009 71X4074 717407COH 09/30/2015 02007 5.199998400 101,000.0000 2,626.00 03/31/2009 71X4074 71741STMT 09/30/2023 02007 5.199998400 2,691,250.0000 69,972.48 03/31/2009 71X4074 7174AFGGR 09/30/2022 02007 5.199998400 2,478,360.0000 64,437.34 03/31/2009 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 58,057.98 03/31/2009 71X4074 7174BDCC2 09/30/2028 02007 5.199998400 1,879,206.0000 48,859.34 03/31/2009 71X4074 7174C07BD 09/30/2013 02007 4.956998400 15,000.0000 371.77 03/31/2009 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 4,038.55 03/31/2009 71X4074 7174LEDFC 09/30/2022 02007 5.199998400 1,451,690.2400 37,743.93 03/31/2009 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 3,412.89 03/31/2009 71X4074 7174TAYL 09/30/2034 02007 5.199998400 15,918,470.0000 413,880.09 03/31/2009 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 2,853,600.0000 73,124.93 03/31/2009 71X4074 7174BRACB 09/30/2013 02008 5.125100400 559,955.2700 14,349.13 03/31/2009 71X4074 7174BUCH 09/30/2021 02008 5.125100400 14,691,000.0000 376,464.25 03/31/2009 71X4074 7174C08AD 09/30/2013 02008 5.125100400 600,000.0000 15,375.30 03/31/2009 71X4074 7174GLOBS 09/30/2015 02008 5.124999600 3,930,600.0000 100,721.62 03/31/2009 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,048,819.4800 52,502.03 03/31/2009 71X4074 7174INTMA 09/30/2035 02008 5.125100400 5,945,180.0000 152,348.22 03/31/2009 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 5,412,500.0000 138,698.03 03/31/2009 71X4074 7174PACCO 09/30/2018 02008 5.125100400 304,117.5000 7,793.16 03/31/2009 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 2,511,880.0000 64,368.19 03/31/2009 71X4074 7174BRACA 09/30/2013 02009 5.125100400 2,337,798.6700 59,907.26 03/31/2009 71X4074 7174JSCGA 09/30/2019 02009 5.125100400 38,394,000.0000 983,865.52 03/31/2009 71X4074 7174MAPSW 09/30/2015 02009 5.125100400 2,016,400.0000 51,671.26 03/31/2009 71X4074 7174RLJLI 09/30/2023 02009 5.125100400 10,295,138.7000 263,818.10 03/31/2009 ------------------------ ---------------------- 757,684,013.6900 17,971,130.22 ======================== ====================== 757,684,013.6900 17,971,130.22 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ======================================================================================================================================================================================================================================================== TRANSACTIONS ============================================================================================================================