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 5,077.50 06/30/2009 71X4074 7174BAKU 09/30/2015 01994 6.770001600 450,000.0000 22,848.76 06/30/2009 71X4074 7174DIMIT 09/30/2014 01994 6.770001600 600,000.0000 30,465.01 06/30/2009 71X4074 7174INTLM 09/30/2015 01994 6.770001600 26,701,000.0000 1,355,743.60 06/30/2009 71X4074 7174KREDI 09/30/2016 01994 6.770001600 6,992,000.0000 355,018.88 06/30/2009 71X4074 7174NEVSK 09/30/2013 01994 6.770001600 200,000.0000 10,155.00 06/30/2009 71X4074 7174NPIZZ 09/30/2013 01994 6.770001600 3,956,500.0000 200,891.33 06/30/2009 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,760,000.0000 89,364.02 06/30/2009 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 16,186.06 06/30/2009 71X4074 7174NYPRO 09/30/2015 01994 6.770001600 1,500,000.0000 76,162.52 06/30/2009 71X4074 7174PAPAS 09/30/2013 01994 6.770001600 875,000.0000 44,428.14 06/30/2009 71X4074 7174SANTE 09/30/2014 01994 6.770001600 3,574,800.0000 181,510.51 06/30/2009 71X4074 7174SMBUS 09/30/2011 01994 6.770001600 27,474,000.0000 1,394,992.68 06/30/2009 71X4074 7174TASKN 09/30/2014 01994 6.770001600 700,000.0000 35,542.51 06/30/2009 71X4074 7174WINNE 09/30/2013 01994 6.770001600 1,600,000.0000 81,240.02 06/30/2009 71X4074 717497COH 09/30/2015 01997 5.299999200 162,000.0000 6,439.50 06/30/2009 71X4074 7174TECNO 09/30/2019 01997 5.299999200 470,000.0000 18,682.50 06/30/2009 71X4074 7174ARHC 09/30/2014 01998 4.759999200 9,000,000.0000 321,299.95 06/30/2009 71X4074 7174PHYTO 09/30/2011 01998 4.759999200 4,300,000.0000 153,509.97 06/30/2009 71X4074 717499COH 09/30/2015 01999 5.649998400 5,039,000.0000 213,527.56 06/30/2009 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 18,900,000.0000 800,887.27 06/30/2009 71X4074 7174INOL6 09/30/2013 02000 5.040000000 3,000,000.0000 113,400.00 06/30/2009 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,643,000.0000 43,251.98 06/30/2009 71X4074 7174CHF2 09/30/2010 02001 3.510000000 935,500.0000 24,627.04 06/30/2009 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 229,000.0000 6,028.43 06/30/2009 71X4074 7174MONGO 09/30/2013 02001 3.510000000 199,000.0000 5,238.68 06/30/2009 71X4074 7174PACSU 09/30/2011 02001 3.510000000 505,080.0000 13,296.23 06/30/2009 71X4074 7174SANMA 09/30/2010 02001 3.510000000 404,955.0000 10,660.44 06/30/2009 71X4074 7174SNPUM 09/30/2013 02001 3.510000000 329,000.0000 8,660.93 06/30/2009 71X4074 7174ADMIN 09/30/2011 02003 4.060000800 360,000.0000 10,962.00 06/30/2009 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 88,899.10 06/30/2009 71X4074 7174CDN 09/30/2016 02003 4.060000800 11,665,700.0000 355,220.63 06/30/2009 71X4074 7174CEAR 09/30/2016 02003 4.060000800 6,197,750.0000 188,721.52 06/30/2009 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 25,141.35 06/30/2009 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 7,002,740.13 06/30/2009 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 86,782.52 06/30/2009 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 186,506.29 06/30/2009 71X4074 7174PROCR 09/30/2010 02003 4.060000800 5,000,000.0000 152,250.03 06/30/2009 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 237,905.90 06/30/2009 71X4074 7174SHORE 09/30/2013 02003 4.060000800 1,455,000.0000 44,304.76 06/30/2009 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,500,000.0000 80,062.49 06/30/2009 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 64,049.99 06/30/2009 71X4074 7174CASMA 09/30/2015 02004 4.269999600 913,660.0000 29,259.96 06/30/2009 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 178,832.39 06/30/2009 71X4074 7174IRAQM 09/30/2009 02004 4.269999600 10,315,926.7200 330,367.52 06/30/2009 71X4074 7174KOZNE 09/30/2017 02004 4.269999600 4,126,650.0000 132,155.95 06/30/2009 71X4074 7174LAGRA 09/30/2012 02004 4.269999600 2,500,000.0000 80,062.49 06/30/2009 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 612,755.40 06/30/2009 71X4074 7174PASTU 09/30/2020 02004 4.269999600 4,416,500.0000 141,438.40 06/30/2009 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 79,398.93 06/30/2009 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 85,745.71 06/30/2009 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,797,200.0000 89,580.32 06/30/2009 71X4074 71743PAPA 09/30/2010 02005 4.470001200 500,000.0000 16,762.50 06/30/2009 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,302,450.0000 144,239.67 06/30/2009 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 82,178.18 06/30/2009 71X4074 7174CONDO 09/30/2010 02005 4.470001200 1,100,000.0000 36,877.51 06/30/2009 71X4074 7174EMERL 09/30/2011 02005 4.470001200 838,200.0000 28,100.66 06/30/2009 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,800,000.0000 127,395.03 06/30/2009 71X4074 7174HERMI 09/30/2010 02005 4.470001200 2,098,040.0000 70,336.81 06/30/2009 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 38,595.67 06/30/2009 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,877,410.0000 129,990.21 06/30/2009 71X4074 7174PROCR 09/30/2011 02005 4.470001200 2,150,000.0000 72,078.77 06/30/2009 71X4074 7174PROCR 09/30/2016 02005 4.470001200 26,350,000.0000 883,383.99 06/30/2009 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 36,192.76 06/30/2009 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 28,157.66 06/30/2009 71X4074 7174WESWO 09/30/2023 02005 4.470001200 1,800,000.0000 60,345.02 06/30/2009 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,648,896.0000 130,539.25 06/30/2009 71X4074 7174BDCC 09/30/2022 02006 4.770000000 11,363,000.0000 406,511.33 06/30/2009 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,865,000.0000 352,920.38 06/30/2009 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 206,405.51 06/30/2009 71X4074 7174C06BD 09/30/2013 02006 5.140000800 5,500,000.0000 212,025.03 06/30/2009 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,152,580.0000 41,233.55 06/30/2009 71X4074 7174ELICO 09/30/2009 02006 5.140000800 1,000,000.0000 38,550.01 06/30/2009 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 8,736.20 06/30/2009 71X4074 7174GABON 09/30/2011 02006 4.770000000 1,637,100.0000 58,567.25 06/30/2009 71X4074 7174GANHO 09/30/2022 02006 4.770000000 15,033,071.3100 537,808.13 06/30/2009 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 168,789.35 06/30/2009 71X4074 7174GREEN 09/30/2018 02006 4.770000000 6,026,000.0000 215,580.15 06/30/2009 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 46,410.01 06/30/2009 71X4074 7174INTVI 09/30/2012 02006 4.770000000 3,381,600.0000 120,976.74 06/30/2009 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 28,382,100.0000 1,015,369.63 06/30/2009 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 359,720.0000 12,868.98 06/30/2009 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 679,517.51 06/30/2009 71X4074 7174NATUR 09/30/2012 02006 4.770000000 430,000.0000 15,383.25 06/30/2009 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 100,211.50 06/30/2009 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,630,000.0000 94,088.25 06/30/2009 71X4074 7174SIGMA 09/30/2009 02006 5.140000800 5,957,900.0000 229,677.08 06/30/2009 71X4074 717407COH 09/30/2015 02007 5.199998400 101,000.0000 3,939.00 06/30/2009 71X4074 71741STMT 09/30/2023 02007 5.199998400 2,691,250.0000 104,958.72 06/30/2009 71X4074 7174AFGGR 09/30/2022 02007 5.199998400 2,478,360.0000 96,656.01 06/30/2009 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 87,086.97 06/30/2009 71X4074 7174BDCC2 09/30/2028 02007 5.199998400 1,879,206.0000 73,289.01 06/30/2009 71X4074 7174C07BD 09/30/2013 02007 4.956998400 15,000.0000 557.66 06/30/2009 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 6,057.83 06/30/2009 71X4074 7174LEDFC 09/30/2022 02007 5.199998400 1,753,973.6400 68,404.95 06/30/2009 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 5,119.34 06/30/2009 71X4074 7174TAYL 09/30/2034 02007 5.199998400 15,918,470.0000 620,820.14 06/30/2009 71X4074 7174AMKI 09/30/2020 02008 5.125100400 2,306,745.0000 88,667.25 06/30/2009 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 3,329,200.0000 127,968.63 06/30/2009 71X4074 7174BRACB 09/30/2013 02008 5.125100400 1,438,654.3100 55,299.36 06/30/2009 71X4074 7174BUCH 09/30/2021 02008 5.125100400 14,691,000.0000 564,696.37 06/30/2009 71X4074 7174C08AD 09/30/2013 02008 5.125100400 600,000.0000 23,062.95 06/30/2009 71X4074 7174GLOBS 09/30/2015 02008 5.124999600 3,930,600.0000 151,082.43 06/30/2009 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,557,064.3200 98,289.09 06/30/2009 71X4074 7174INTMA 09/30/2035 02008 5.125100400 5,945,180.0000 228,522.33 06/30/2009 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 5,412,500.0000 208,047.04 06/30/2009 71X4074 7174PACCO 09/30/2018 02008 5.125100400 304,117.5000 11,689.75 06/30/2009 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 2,511,880.0000 96,552.28 06/30/2009 71X4074 7174AZURE 09/30/2022 02009 5.125100400 3,231,812.5000 124,225.23 06/30/2009 71X4074 7174BRACA 09/30/2013 02009 5.125100400 6,006,344.3600 230,873.38 06/30/2009 71X4074 7174EXPR 09/30/2018 02009 5.125100400 2,029,000.0000 77,991.22 06/30/2009 71X4074 7174FINAN 09/30/2018 02009 5.125100400 2,035,000.0000 78,221.84 06/30/2009 71X4074 7174GLOKA 09/30/2016 02009 5.125100400 1,972,010.0000 75,800.62 06/30/2009 71X4074 7174GLOSB 09/30/2015 02009 5.125100400 2,067,440.0000 79,468.78 06/30/2009 71X4074 7174GLOSR 09/30/2015 02009 5.125100400 552,960.0000 21,254.82 06/30/2009 71X4074 7174JSCGA 09/30/2019 02009 5.125100400 38,394,000.0000 1,475,798.29 06/30/2009 71X4074 7174MAPSW 09/30/2015 02009 5.125100400 2,016,400.0000 77,506.89 06/30/2009 71X4074 7174PJWR 09/30/2017 02009 5.125100400 6,177,000.0000 237,433.09 06/30/2009 71X4074 7174RLJLI 09/30/2023 02009 5.125100400 10,496,210.0000 403,455.98 06/30/2009 71X4074 7174TOGO 09/30/2029 02009 5.125100400 81,568,000.0000 3,135,331.42 06/30/2009 ------------------------ ---------------------- 865,658,425.4600 31,107,213.00 ======================== ====================== 865,658,425.4600 31,107,213.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00