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 5,641.67 07/31/2009 71X4074 7174BAKU 09/30/2015 01994 6.770001600 450,000.0000 25,387.51 07/31/2009 71X4074 7174DIMIT 09/30/2014 01994 6.770001600 600,000.0000 33,850.01 07/31/2009 71X4074 7174INTLM 09/30/2015 01994 6.770001600 26,701,000.0000 1,506,381.77 07/31/2009 71X4074 7174KREDI 09/30/2016 01994 6.770001600 6,992,000.0000 394,465.43 07/31/2009 71X4074 7174NEVSK 09/30/2013 01994 6.770001600 200,000.0000 11,283.34 07/31/2009 71X4074 7174NPIZZ 09/30/2013 01994 6.770001600 3,956,500.0000 223,212.59 07/31/2009 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,760,000.0000 99,293.36 07/31/2009 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 17,984.51 07/31/2009 71X4074 7174NYPRO 09/30/2015 01994 6.770001600 1,500,000.0000 84,625.02 07/31/2009 71X4074 7174PAPAS 09/30/2013 01994 6.770001600 875,000.0000 49,364.60 07/31/2009 71X4074 7174SANTE 09/30/2014 01994 6.770001600 3,574,800.0000 201,678.35 07/31/2009 71X4074 7174SMBUS 09/30/2011 01994 6.770001600 27,474,000.0000 1,549,991.87 07/31/2009 71X4074 7174TASKN 09/30/2014 01994 6.770001600 700,000.0000 39,491.68 07/31/2009 71X4074 7174WINNE 09/30/2013 01994 6.770001600 1,600,000.0000 90,266.69 07/31/2009 71X4074 717497COH 09/30/2015 01997 5.299999200 162,000.0000 7,155.00 07/31/2009 71X4074 7174TECNO 09/30/2019 01997 5.299999200 470,000.0000 20,758.33 07/31/2009 71X4074 7174ARHC 09/30/2014 01998 4.759999200 9,000,000.0000 356,999.94 07/31/2009 71X4074 7174PHYTO 09/30/2011 01998 4.759999200 4,300,000.0000 170,566.64 07/31/2009 71X4074 717499COH 09/30/2015 01999 5.649998400 5,039,000.0000 237,252.85 07/31/2009 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 18,900,000.0000 889,874.75 07/31/2009 71X4074 7174INOL6 09/30/2013 02000 5.040000000 3,000,000.0000 126,000.00 07/31/2009 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,643,000.0000 48,057.75 07/31/2009 71X4074 7174CHF2 09/30/2010 02001 3.510000000 935,500.0000 27,363.38 07/31/2009 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 229,000.0000 6,698.25 07/31/2009 71X4074 7174MONGO 09/30/2013 02001 3.510000000 199,000.0000 5,820.75 07/31/2009 71X4074 7174PACSU 09/30/2011 02001 3.510000000 505,080.0000 14,773.59 07/31/2009 71X4074 7174SANMA 09/30/2010 02001 3.510000000 404,955.0000 11,844.93 07/31/2009 71X4074 7174SNPUM 09/30/2013 02001 3.510000000 329,000.0000 9,623.25 07/31/2009 71X4074 7174ADMIN 09/30/2011 02003 4.060000800 360,000.0000 12,180.00 07/31/2009 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 98,776.77 07/31/2009 71X4074 7174CDN 09/30/2016 02003 4.060000800 11,665,700.0000 394,689.59 07/31/2009 71X4074 7174CEAR 09/30/2016 02003 4.060000800 6,197,750.0000 209,690.58 07/31/2009 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 27,934.84 07/31/2009 71X4074 7174HIV 09/30/2015 02003 4.060000800 229,975,000.0000 7,780,822.37 07/31/2009 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,850,000.0000 96,425.02 07/31/2009 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 6,125,000.0000 207,229.21 07/31/2009 71X4074 7174PROCR 09/30/2010 02003 4.060000800 5,000,000.0000 169,166.70 07/31/2009 71X4074 7174PYMM 09/30/2017 02003 4.060000800 7,813,000.0000 264,339.89 07/31/2009 71X4074 7174SHORE 09/30/2013 02003 4.060000800 1,455,000.0000 49,227.51 07/31/2009 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,500,000.0000 88,958.33 07/31/2009 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,000,000.0000 71,166.66 07/31/2009 71X4074 7174CASMA 09/30/2015 02004 4.269999600 913,660.0000 32,511.07 07/31/2009 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,584,150.0000 198,702.65 07/31/2009 71X4074 7174IRAQM 09/30/2009 02004 4.269999600 10,315,926.7200 367,075.02 07/31/2009 71X4074 7174KOZNE 09/30/2017 02004 4.269999600 4,126,650.0000 146,839.95 07/31/2009 71X4074 7174LAGRA 09/30/2012 02004 4.269999600 2,500,000.0000 88,958.33 07/31/2009 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,133,660.0000 680,839.34 07/31/2009 71X4074 7174PASTU 09/30/2020 02004 4.269999600 4,416,500.0000 157,153.78 07/31/2009 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 88,221.04 07/31/2009 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 95,273.01 07/31/2009 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,797,200.0000 99,533.69 07/31/2009 71X4074 71743PAPA 09/30/2010 02005 4.470001200 500,000.0000 18,625.01 07/31/2009 71X4074 7174BRASI 09/30/2013 02005 4.470001200 4,780,500.0000 178,073.67 07/31/2009 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 91,309.09 07/31/2009 71X4074 7174CONDO 09/30/2010 02005 4.470001200 1,100,000.0000 40,975.01 07/31/2009 71X4074 7174EMERL 09/30/2011 02005 4.470001200 838,200.0000 31,222.96 07/31/2009 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,800,000.0000 141,550.04 07/31/2009 71X4074 7174HERMI 09/30/2010 02005 4.470001200 2,098,040.0000 78,152.01 07/31/2009 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 42,884.07 07/31/2009 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 3,877,410.0000 144,433.56 07/31/2009 71X4074 7174PROCR 09/30/2011 02005 4.470001200 2,150,000.0000 80,087.52 07/31/2009 71X4074 7174PROCR 09/30/2016 02005 4.470001200 26,350,000.0000 981,537.76 07/31/2009 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 40,214.18 07/31/2009 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 31,286.28 07/31/2009 71X4074 7174WESWO 09/30/2023 02005 4.470001200 1,800,000.0000 67,050.02 07/31/2009 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,648,896.0000 145,043.62 07/31/2009 71X4074 7174BDCC 09/30/2022 02006 4.770000000 11,363,000.0000 451,679.25 07/31/2009 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,865,000.0000 392,133.75 07/31/2009 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 229,339.45 07/31/2009 71X4074 7174C06BD 09/30/2013 02006 5.140000800 5,500,000.0000 235,583.37 07/31/2009 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,152,580.0000 45,815.06 07/31/2009 71X4074 7174ELICO 09/30/2009 02006 5.140000800 1,000,000.0000 42,833.34 07/31/2009 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 9,706.89 07/31/2009 71X4074 7174GABON 09/30/2011 02006 4.770000000 1,637,100.0000 65,074.73 07/31/2009 71X4074 7174GANHO 09/30/2022 02006 4.770000000 15,033,071.3100 597,564.58 07/31/2009 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 187,543.72 07/31/2009 71X4074 7174GREEN 09/30/2018 02006 4.770000000 6,026,000.0000 239,533.50 07/31/2009 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,297,275.0000 51,566.68 07/31/2009 71X4074 7174INTVI 09/30/2012 02006 4.770000000 3,381,600.0000 134,418.60 07/31/2009 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 28,382,100.0000 1,128,188.48 07/31/2009 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 359,720.0000 14,298.87 07/31/2009 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 755,019.45 07/31/2009 71X4074 7174NATUR 09/30/2012 02006 4.770000000 430,000.0000 17,092.50 07/31/2009 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 111,346.11 07/31/2009 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,630,000.0000 104,542.50 07/31/2009 71X4074 7174SIGMA 09/30/2009 02006 5.140000800 5,957,900.0000 255,196.76 07/31/2009 71X4074 717407COH 09/30/2015 02007 5.199998400 101,000.0000 4,376.67 07/31/2009 71X4074 71741STMT 09/30/2023 02007 5.199998400 2,691,250.0000 116,620.80 07/31/2009 71X4074 7174AFGGR 09/30/2022 02007 5.199998400 2,826,200.0000 122,468.63 07/31/2009 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 96,763.30 07/31/2009 71X4074 7174BDCC2 09/30/2028 02007 5.199998400 1,879,206.0000 81,432.23 07/31/2009 71X4074 7174C07BD 09/30/2013 02007 4.956998400 15,000.0000 619.62 07/31/2009 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 6,730.92 07/31/2009 71X4074 7174LEDFC 09/30/2022 02007 5.199998400 1,753,973.6400 76,005.50 07/31/2009 71X4074 7174NATUR 09/30/2013 02007 4.956998400 137,700.0000 5,688.16 07/31/2009 71X4074 7174TAYL 09/30/2034 02007 5.199998400 15,918,470.0000 689,800.15 07/31/2009 71X4074 7174AMKI 09/30/2020 02008 5.125100400 2,306,745.0000 98,519.16 07/31/2009 71X4074 7174AMTEC 09/30/2014 02008 5.125100400 1,123,762.5000 47,994.96 07/31/2009 71X4074 7174AMWOL 09/30/2011 02008 5.125100400 3,804,800.0000 162,499.85 07/31/2009 71X4074 7174BRACB 09/30/2013 02008 5.125100400 1,438,654.3100 61,443.73 07/31/2009 71X4074 7174BUCH 09/30/2021 02008 5.125100400 14,691,000.0000 627,440.42 07/31/2009 71X4074 7174C08AD 09/30/2013 02008 5.125100400 600,000.0000 25,625.50 07/31/2009 71X4074 7174GLOBS 09/30/2015 02008 5.124999600 3,930,600.0000 167,869.36 07/31/2009 71X4074 7174IMMDF 09/30/2016 02008 5.125100400 2,557,064.3200 109,210.09 07/31/2009 71X4074 7174INTMA 09/30/2035 02008 5.125100400 5,945,180.0000 253,913.70 07/31/2009 71X4074 7174LAFIS 09/30/2033 02008 5.125100400 5,412,500.0000 231,163.38 07/31/2009 71X4074 7174PACCO 09/30/2018 02008 5.125100400 612,642.5000 26,165.45 07/31/2009 71X4074 7174SANTE 09/30/2013 02008 5.125100400 4,151,457.5000 177,305.30 07/31/2009 71X4074 7174SUMMI 09/30/2013 02008 5.125100400 3,229,560.0000 137,931.83 07/31/2009 71X4074 7174AZURE 09/30/2022 02009 5.125100400 3,231,812.5000 138,028.03 07/31/2009 71X4074 7174BRACA 09/30/2013 02009 5.125100400 6,006,344.3600 256,525.98 07/31/2009 71X4074 7174EXPR 09/30/2018 02009 5.125100400 2,029,000.0000 86,656.91 07/31/2009 71X4074 7174FINAN 09/30/2018 02009 5.125100400 2,035,000.0000 86,913.16 07/31/2009 71X4074 7174GLOKA 09/30/2016 02009 5.125100400 1,972,010.0000 84,222.91 07/31/2009 71X4074 7174GLOSB 09/30/2015 02009 5.125100400 2,067,440.0000 88,298.65 07/31/2009 71X4074 7174GLOSR 09/30/2015 02009 5.125100400 552,960.0000 23,616.46 07/31/2009 71X4074 7174JSCGA 09/30/2019 02009 5.125100400 38,394,000.0000 1,639,775.87 07/31/2009 71X4074 7174MAPSW 09/30/2015 02009 5.125100400 2,016,400.0000 86,118.77 07/31/2009 71X4074 7174PJWR 09/30/2017 02009 5.125100400 6,177,000.0000 263,814.54 07/31/2009 71X4074 7174RLJLI 09/30/2023 02009 5.125100400 10,496,210.0000 448,284.42 07/31/2009 71X4074 7174TOGO 09/30/2029 02009 5.125100400 81,568,000.0000 3,483,701.58 07/31/2009 ------------------------ ---------------------- 873,261,340.4600 34,885,891.54 ======================== ====================== 873,261,340.4600 34,885,891.54 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00