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 4,513.33 05/31/2009 71X4074 7174BAKU 09/30/2015 01994 6.770001600 450,000.0000 20,310.00 05/31/2009 71X4074 7174DIMIT 09/30/2014 01994 6.770001600 600,000.0000 27,080.01 05/31/2009 71X4074 7174INTLM 09/30/2015 01994 6.770001600 26,701,000.0000 1,205,105.42 05/31/2009 71X4074 7174KREDI 09/30/2016 01994 6.770001600 6,992,000.0000 315,572.34 05/31/2009 71X4074 7174NEVSK 09/30/2013 01994 6.770001600 200,000.0000 9,026.67 05/31/2009 71X4074 7174NPIZZ 09/30/2013 01994 6.770001600 3,956,500.0000 178,570.08 05/31/2009 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,760,000.0000 79,434.69 05/31/2009 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 14,387.61 05/31/2009 71X4074 7174NYPRO 09/30/2015 01994 6.770001600 1,500,000.0000 67,700.02 05/31/2009 71X4074 7174PAPAS 09/30/2013 01994 6.770001600 875,000.0000 39,491.68 05/31/2009 71X4074 7174SANTE 09/30/2014 01994 6.770001600 3,574,800.0000 161,342.68 05/31/2009 71X4074 7174SMBUS 09/30/2011 01994 6.770001600 27,474,000.0000 1,239,993.49 05/31/2009 71X4074 7174TASKN 09/30/2014 01994 6.770001600 700,000.0000 31,593.34 05/31/2009 71X4074 7174WINNE 09/30/2013 01994 6.770001600 1,600,000.0000 72,213.35 05/31/2009 71X4074 717497COH 09/30/2015 01997 5.299999200 162,000.0000 5,724.00 05/31/2009 71X4074 7174TECNO 09/30/2019 01997 5.299999200 470,000.0000 16,606.66 05/31/2009 71X4074 7174ARHC 09/30/2014 01998 4.759999200 9,000,000.0000 285,599.95 05/31/2009 71X4074 7174PHYTO 09/30/2011 01998 4.759999200 4,300,000.0000 136,453.31 05/31/2009 71X4074 717499COH 09/30/2015 01999 5.649998400 5,039,000.0000 189,802.28 05/31/2009 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 18,900,000.0000 711,899.80 05/31/2009 71X4074 7174INOL6 09/30/2013 02000 5.040000000 3,000,000.0000 100,800.00 05/31/2009 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,643,000.0000 38,446.20 05/31/2009 71X4074 7174CHF2 09/30/2010 02001 3.510000000 935,500.0000 21,890.70 05/31/2009 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 229,000.0000 5,358.60 05/31/2009 71X4074 7174MONGO 09/30/2013 02001 3.510000000 199,000.0000 4,656.60 05/31/2009 71X4074 7174PACSU 09/30/2011 02001 3.510000000 505,080.0000 11,818.87 05/31/2009 71X4074 7174SANMA 09/30/2010 02001 3.510000000 404,955.0000 9,475.95 05/31/2009 71X4074 7174SNPUM 09/30/2013 02001 3.510000000 329,000.0000 7,698.60 05/31/2009 71X4074 7174ADMIN 09/30/2011 02003 4.060000800 360,000.0000 9,744.00 05/31/2009 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 79,021.42 05/31/2009 71X4074 7174CDN 09/30/2016 02003 4.060000800 11,665,700.0000 315,751.68 05/31/2009 71X4074 7174CEAR 09/30/2016 02003 4.060000800 6,197,750.0000 167,752.47 05/31/2009 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 22,347.87 05/31/2009 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 6,224,657.89 05/31/2009 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 77,140.02 05/31/2009 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 165,783.37 05/31/2009 71X4074 7174PROCR 09/30/2010 02003 4.060000800 5,000,000.0000 135,333.36 05/31/2009 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 211,471.91 05/31/2009 71X4074 7174SHORE 09/30/2013 02003 4.060000800 1,455,000.0000 39,382.01 05/31/2009 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,500,000.0000 71,166.66 05/31/2009 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 56,933.33 05/31/2009 71X4074 7174CASMA 09/30/2015 02004 4.269999600 913,660.0000 26,008.85 05/31/2009 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 158,962.12 05/31/2009 71X4074 7174IRAQM 09/30/2009 02004 4.269999600 10,315,926.7200 293,660.02 05/31/2009 71X4074 7174KOZNE 09/30/2017 02004 4.269999600 4,126,650.0000 117,471.96 05/31/2009 71X4074 7174LAGRA 09/30/2012 02004 4.269999600 2,500,000.0000 71,166.66 05/31/2009 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 544,671.47 05/31/2009 71X4074 7174PASTU 09/30/2020 02004 4.269999600 4,416,500.0000 125,723.02 05/31/2009 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 70,576.83 05/31/2009 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 76,218.41 05/31/2009 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,797,200.0000 79,626.95 05/31/2009 71X4074 71743PAPA 09/30/2010 02005 4.470001200 500,000.0000 14,900.00 05/31/2009 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,302,450.0000 128,213.04 05/31/2009 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 73,047.27 05/31/2009 71X4074 7174CONDO 09/30/2010 02005 4.470001200 1,100,000.0000 32,780.01 05/31/2009 71X4074 7174EMERL 09/30/2011 02005 4.470001200 838,200.0000 24,978.37 05/31/2009 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,800,000.0000 113,240.03 05/31/2009 71X4074 7174HERMI 09/30/2010 02005 4.470001200 2,098,040.0000 62,521.61 05/31/2009 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 34,307.26 05/31/2009 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,877,410.0000 115,546.85 05/31/2009 71X4074 7174PROCR 09/30/2011 02005 4.470001200 2,150,000.0000 64,070.02 05/31/2009 71X4074 7174PROCR 09/30/2016 02005 4.470001200 26,350,000.0000 785,230.21 05/31/2009 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 32,171.34 05/31/2009 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 25,029.03 05/31/2009 71X4074 7174WESWO 09/30/2023 02005 4.470001200 1,800,000.0000 53,640.01 05/31/2009 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,648,896.0000 116,034.89 05/31/2009 71X4074 7174BDCC 09/30/2022 02006 4.770000000 11,363,000.0000 361,343.40 05/31/2009 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,865,000.0000 313,707.00 05/31/2009 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 183,471.56 05/31/2009 71X4074 7174C06BD 09/30/2013 02006 5.140000800 5,500,000.0000 188,466.70 05/31/2009 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,152,580.0000 36,652.04 05/31/2009 71X4074 7174ELICO 09/30/2009 02006 5.140000800 1,000,000.0000 34,266.67 05/31/2009 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 7,765.51 05/31/2009 71X4074 7174GABON 09/30/2011 02006 4.770000000 1,637,100.0000 52,059.78 05/31/2009 71X4074 7174GANHO 09/30/2022 02006 4.770000000 15,033,071.3100 478,051.67 05/31/2009 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 150,034.98 05/31/2009 71X4074 7174GREEN 09/30/2018 02006 4.770000000 6,026,000.0000 191,626.80 05/31/2009 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 41,253.35 05/31/2009 71X4074 7174INTVI 09/30/2012 02006 4.770000000 3,381,600.0000 107,534.88 05/31/2009 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 28,382,100.0000 902,550.78 05/31/2009 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 359,720.0000 11,439.10 05/31/2009 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 604,015.56 05/31/2009 71X4074 7174NATUR 09/30/2012 02006 4.770000000 430,000.0000 13,674.00 05/31/2009 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 89,076.89 05/31/2009 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,630,000.0000 83,634.00 05/31/2009 71X4074 7174SIGMA 09/30/2009 02006 5.140000800 5,957,900.0000 204,157.41 05/31/2009 71X4074 717407COH 09/30/2015 02007 5.199998400 101,000.0000 3,501.33 05/31/2009 71X4074 71741STMT 09/30/2023 02007 5.199998400 2,691,250.0000 93,296.64 05/31/2009 71X4074 7174AFGGR 09/30/2022 02007 5.199998400 2,478,360.0000 85,916.45 05/31/2009 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 77,410.64 05/31/2009 71X4074 7174BDCC2 09/30/2028 02007 5.199998400 1,879,206.0000 65,145.79 05/31/2009 71X4074 7174C07BD 09/30/2013 02007 4.956998400 15,000.0000 495.70 05/31/2009 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 5,384.74 05/31/2009 71X4074 7174LEDFC 09/30/2022 02007 5.199998400 1,753,973.6400 60,804.40 05/31/2009 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 4,550.52 05/31/2009 71X4074 7174TAYL 09/30/2034 02007 5.199998400 15,918,470.0000 551,840.12 05/31/2009 71X4074 7174AMKI 09/30/2020 02008 5.125100400 2,306,745.0000 78,815.33 05/31/2009 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 3,329,200.0000 113,749.90 05/31/2009 71X4074 7174BRACB 09/30/2013 02008 5.125100400 559,955.2700 19,132.18 05/31/2009 71X4074 7174BUCH 09/30/2021 02008 5.125100400 14,691,000.0000 501,952.33 05/31/2009 71X4074 7174C08AD 09/30/2013 02008 5.125100400 600,000.0000 20,500.40 05/31/2009 71X4074 7174GLOBS 09/30/2015 02008 5.124999600 3,930,600.0000 134,295.49 05/31/2009 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,557,064.3200 87,368.08 05/31/2009 71X4074 7174INTMA 09/30/2035 02008 5.125100400 5,945,180.0000 203,130.96 05/31/2009 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 5,412,500.0000 184,930.71 05/31/2009 71X4074 7174PACCO 09/30/2018 02008 5.125100400 304,117.5000 10,390.88 05/31/2009 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 2,511,880.0000 85,824.25 05/31/2009 71X4074 7174BRACA 09/30/2013 02009 5.125100400 2,337,798.6700 79,876.35 05/31/2009 71X4074 7174GLOSB 09/30/2015 02009 5.125100400 2,067,440.0000 70,638.92 05/31/2009 71X4074 7174GLOSR 09/30/2015 02009 5.125100400 552,960.0000 18,893.17 05/31/2009 71X4074 7174JSCGA 09/30/2019 02009 5.125100400 38,394,000.0000 1,311,820.70 05/31/2009 71X4074 7174MAPSW 09/30/2015 02009 5.125100400 2,016,400.0000 68,895.02 05/31/2009 71X4074 7174PJWR 09/30/2017 02009 5.125100400 6,177,000.0000 211,051.63 05/31/2009 71X4074 7174RLJLI 09/30/2023 02009 5.125100400 10,295,138.7000 351,757.46 05/31/2009 71X4074 7174TOGO 09/30/2029 02009 5.125100400 81,568,000.0000 2,786,961.26 05/31/2009 ------------------------ ---------------------- 851,642,286.9300 27,171,961.88 ======================== ====================== 851,642,286.9300 27,171,961.88 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00