Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4075 717592COH 09/30/2012 01992 6.930000000 163,000.0000 5,647.95 03/31/2009 71X4075 717592COH 09/30/2015 01992 6.930000000 6,500.0000 225.23 03/31/2009 71X4075 7175CJDEL 09/30/2018 01994 6.770001600 1,504,000.0000 50,910.41 03/31/2009 71X4075 7175PROBU 09/30/2012 01994 6.770001600 222,000.0000 7,514.70 03/31/2009 71X4075 7175RP2O 09/30/2014 01994 6.770001600 2,613,660.0000 88,472.41 03/31/2009 71X4075 7175ZAONI 09/30/2011 01994 6.770001600 2,391,000.0000 80,935.37 03/31/2009 71X4075 7175ZDELC 09/30/2022 01994 6.770001600 10,840,000.0000 366,934.09 03/31/2009 71X4075 717598COH 09/30/2014 01998 5.050000800 1,600,000.0000 40,400.01 03/31/2009 71X4075 717598COH 09/30/2015 01998 5.050000800 78,000.0000 1,969.50 03/31/2009 71X4075 717599COH 09/30/2015 01999 5.469998400 19,006,000.0000 519,813.95 03/31/2009 71X4075 717501COH 09/30/2015 02001 4.079998800 1,944,000.0000 39,657.59 03/31/2009 71X4075 717503COH 09/30/2012 02003 4.100000400 26,640,000.0000 546,120.05 03/31/2009 71X4075 717503COH 09/30/2015 02003 4.100000400 1,465,000.0000 30,032.50 03/31/2009 71X4075 7175QUIPO 09/30/2021 02003 4.100000400 10,037,180.4000 205,762.22 03/31/2009 71X4075 717504COH 09/30/2015 02004 3.070000800 40,632,000.0000 623,701.36 03/31/2009 71X4075 7175ACTIS 09/30/2014 02004 3.070000800 889,000.0000 13,646.15 03/31/2009 71X4075 7175BORCH 09/30/2011 02004 3.070000800 2,400,630.2300 36,849.68 03/31/2009 71X4075 7175CSARE 09/30/2010 02004 3.070000800 682,500.0000 10,476.38 03/31/2009 71X4075 7175DARBY 09/30/2011 02004 3.070000800 2,461,400.0000 37,782.50 03/31/2009 71X4075 7175NGLFN 09/30/2017 02004 3.070000800 29,899,189.1600 458,952.67 03/31/2009 71X4075 7175PALAD 09/30/2016 02004 3.070000800 2,528,000.0000 38,804.81 03/31/2009 71X4075 7175SFCEN 09/30/2015 02004 3.070000800 248,069.2500 3,807.86 03/31/2009 71X4075 7175VESPU 09/30/2022 02004 3.070000800 9,680,000.0000 148,588.04 03/31/2009 71X4075 7175ZAODE 09/30/2012 02004 3.070000800 156,975.0000 2,409.57 03/31/2009 71X4075 7175ADP 09/30/2012 02005 5.280001200 993,300.0000 26,223.13 03/31/2009 71X4075 7175ASIAI 09/30/2014 02005 5.280001200 1,715,700.0000 45,294.49 03/31/2009 71X4075 7175EMPAF 09/30/2012 02005 5.280001200 6,321,000.0000 166,874.44 03/31/2009 71X4075 7175ETHOS 09/30/2011 02005 5.280001200 8,221,380.0000 217,044.48 03/31/2009 71X4075 7175IEC 09/30/2026 02005 5.280001200 779,786.0000 20,586.36 03/31/2009 71X4075 7175ISAGE 09/30/2026 02005 5.280001200 1,085,000.0000 28,644.01 03/31/2009 71X4075 7175NBDBK 09/30/2011 02005 5.280001200 199,800.0000 5,274.72 03/31/2009 71X4075 7175SOUES 09/30/2016 02005 5.280001200 5,770,170.0000 152,332.52 03/31/2009 71X4075 7175TRKEK 09/30/2012 02005 5.280001200 66,330.0000 1,751.11 03/31/2009 71X4075 7175ABSBN 09/30/2011 02006 4.522201200 218,000.0000 4,929.20 03/31/2009 71X4075 7175ANADO 09/30/2011 02006 4.522201200 142,500.0000 3,222.07 03/31/2009 71X4075 7175AYSA 09/30/2011 02006 4.522201200 142,500.0000 3,222.07 03/31/2009 71X4075 7175BANCM 09/30/2012 02006 4.522201200 36,000.0000 814.00 03/31/2009 71X4075 7175BANKG 09/30/2016 02006 4.522201200 166,725.0000 3,769.82 03/31/2009 71X4075 7175CCAMR 09/30/2011 02006 4.522201200 57,000.0000 1,288.83 03/31/2009 71X4075 7175CSAJL 09/30/2013 02006 4.522201200 128,676.4700 2,909.50 03/31/2009 71X4075 7175FINVS 09/30/2011 02006 4.522201200 322,000.0000 7,280.74 03/31/2009 71X4075 7175JSCPR 09/30/2011 02006 4.522201200 10,000.0000 226.11 03/31/2009 71X4075 7175MENA 09/30/2018 02006 4.522201200 587,940.0000 13,293.91 03/31/2009 71X4075 7175TEK 09/30/2011 02006 4.522201200 331,000.0000 7,484.24 03/31/2009 71X4075 7175TURKE 09/30/2013 02006 4.522201200 582,000.0000 13,159.61 03/31/2009 71X4075 7175ZEURO 09/30/2014 02006 4.522201200 9,270,000.0000 209,604.03 03/31/2009 71X4075 7175ACFIN 09/30/2016 02007 4.980999600 1,767,000.0000 44,007.13 03/31/2009 71X4075 7175AESJO 09/30/2017 02007 4.980999600 935,872.3000 23,307.90 03/31/2009 71X4075 7175AESJO 09/30/2027 02007 4.980999600 2,313,338.0000 57,613.68 03/31/2009 71X4075 7175ALLBK 09/30/2015 02007 4.980999600 282,000.0000 7,023.21 03/31/2009 71X4075 7175APOYO 09/30/2015 02007 4.980999600 15,750.0000 392.25 03/31/2009 71X4075 7175BANLI 09/30/2022 02007 4.980999600 181,800.0000 4,527.73 03/31/2009 71X4075 7175BANPR 09/30/2022 02007 4.980999600 1,525,500.0000 37,992.57 03/31/2009 71X4075 7175BANRU 09/30/2023 02007 4.980999600 1,212,000.0000 30,184.86 03/31/2009 71X4075 7175BYBLO 09/30/2022 02007 4.980999600 603,000.0000 15,017.71 03/31/2009 71X4075 7175CALVR 09/30/2015 02007 4.980999600 6,250.0000 155.66 03/31/2009 71X4075 7175CARD 09/30/2015 02007 4.980999600 19,753.5800 491.96 03/31/2009 71X4075 7175CMFUG 09/30/2015 02007 4.980999600 6,300.0000 156.90 03/31/2009 71X4075 7175CNTR3 09/30/2013 02007 4.980999600 41,600.0000 1,036.05 03/31/2009 71X4075 7175ENGRO 09/30/2016 02007 4.980999600 151,575.0000 3,774.98 03/31/2009 71X4075 7175FICOH 09/30/2022 02007 4.980999600 1,068,750.0000 26,617.22 03/31/2009 71X4075 7175FINCA 09/30/2010 02007 4.980999600 26,460.0000 658.99 03/31/2009 71X4075 7175FINSO 09/30/2015 02007 4.980999600 3,780.0000 94.14 03/31/2009 71X4075 7175HELIO 09/30/2016 02007 4.980999600 5,470,000.0000 136,230.34 03/31/2009 71X4075 7175KASHF 09/30/2012 02007 4.980999600 58,500.0000 1,456.94 03/31/2009 71X4075 7175KAZMI 09/30/2012 02007 4.980999600 32,550.0000 810.66 03/31/2009 71X4075 7175LOCKO 09/30/2015 02007 4.980999600 171,000.0000 4,258.75 03/31/2009 71X4075 7175MICTA 09/30/2012 02007 4.980999600 28,784.2500 716.87 03/31/2009 71X4075 7175PRIDE 09/30/2012 02007 4.980999600 10,360.0000 258.02 03/31/2009 71X4075 7175TAMWE 09/30/2015 02007 4.980999600 3,554.3000 88.52 03/31/2009 71X4075 7175UMBRA 09/30/2012 02007 4.980999600 33,000.0000 821.86 03/31/2009 71X4075 7175AFRTE 09/30/2018 02008 5.301900000 503,280.0000 13,341.70 03/31/2009 71X4075 7175AUDI 09/30/2023 02008 5.301900000 336,000.0000 8,907.19 03/31/2009 71X4075 7175AWPR 09/30/2013 02008 5.301900000 500.0000 13.25 03/31/2009 71X4075 7175BANRE 09/30/2018 02008 5.301900000 124,875.0000 3,310.37 03/31/2009 71X4075 7175BBVA 09/30/2018 02008 5.301900000 711,000.0000 18,848.25 03/31/2009 71X4075 7175BRAC 09/30/2012 02008 5.301900000 211,500.0000 5,606.76 03/31/2009 71X4075 7175DESAR 09/30/2013 02008 5.301900000 28,665.0000 759.89 03/31/2009 71X4075 7175FAULU 09/30/2011 02008 5.301900000 47,970.0000 1,271.66 03/31/2009 71X4075 7175FIBRA 09/30/2013 02008 5.301900000 2,000.0000 53.02 03/31/2009 71X4075 7175FORUS 09/30/2011 02008 5.301900000 40,950.0100 1,085.56 03/31/2009 71X4075 7175GRUPO 09/30/2013 02008 5.301900000 801,000.0000 21,234.11 03/31/2009 71X4075 7175INTBA 09/30/2018 02008 5.301900000 711,000.0000 18,848.25 03/31/2009 71X4075 7175KREP 09/30/2013 02008 5.301900000 3,250.0000 86.16 03/31/2009 71X4075 7175MICOP 09/30/2014 02008 5.301900000 28,665.0000 759.89 03/31/2009 71X4075 7175PROEC 09/30/2013 02008 5.301900000 280,500.0000 7,435.91 03/31/2009 71X4075 7175SKSMI 09/30/2014 02008 5.301900000 34,500.0000 914.58 03/31/2009 71X4075 7175TRANS 09/30/2014 02008 5.301900000 165,000.0000 4,374.07 03/31/2009 71X4075 7175UGAFI 09/30/2015 02008 5.301900000 10,500.0000 278.35 03/31/2009 71X4075 7175BAUDI 09/30/2024 02009 5.301900000 1,056,000.0000 27,994.03 03/31/2009 71X4075 7175CASDI 09/30/2015 02009 5.301900000 117,541.1300 3,115.96 03/31/2009 71X4075 7175CHOUS 09/30/2022 02009 5.301900000 5,392,000.0000 142,939.22 03/31/2009 71X4075 7175GRAM 09/30/2012 02009 5.301900000 26,250.0000 695.87 03/31/2009 71X4075 7175GRAMA 09/30/2013 02009 5.301900000 26,250.0000 695.87 03/31/2009 71X4075 7175HALYK 09/30/2024 02009 5.301900000 4,596,000.0000 121,837.66 03/31/2009 71X4075 7175HONDB 09/30/2016 02009 5.301900000 957,000.0000 25,369.59 03/31/2009 71X4075 7175JSCCT 09/30/2019 02009 5.301900000 3,102,000.0000 82,232.47 03/31/2009 71X4075 7175LAGOS 09/30/2018 02009 5.301900000 51,800.0000 1,373.19 03/31/2009 71X4075 7175PANAM 09/30/2016 02009 5.301900000 553,764.7100 14,680.03 03/31/2009 71X4075 7175SKS 09/30/2012 02009 5.301900000 67,900.0000 1,800.00 03/31/2009 ------------------------ ---------------------- 241,191,049.7900 5,222,202.15 ======================== ====================== 241,191,049.7900 5,222,202.15 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 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