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 603,988.0000 6,815.00 11/30/2007 71X4074 7174BAKU 09/30/2015 01994 6.770001600 884,760.0000 9,983.04 11/30/2007 71X4074 7174DIMIT 09/30/2014 01994 6.770001600 1,016,520.0000 11,469.74 11/30/2007 71X4074 7174GEORG 09/30/2015 01994 6.770001600 622,800.0000 7,027.26 11/30/2007 71X4074 7174INTLM 09/30/2015 01994 6.770001600 18,302,000.0000 206,507.62 11/30/2007 71X4074 7174KREDI 09/30/2016 01994 6.770001600 6,277,050.0000 70,826.06 11/30/2007 71X4074 7174NEVSK 09/30/2013 01994 6.770001600 253,916.0000 2,865.02 11/30/2007 71X4074 7174NPIZZ 09/30/2013 01994 6.770001600 3,956,500.0000 44,642.52 11/30/2007 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,765,073.3500 19,915.92 11/30/2007 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 3,596.90 11/30/2007 71X4074 7174NYPRO 09/30/2015 01994 6.770001600 2,632,230.0000 29,700.34 11/30/2007 71X4074 7174PAPAS 09/30/2013 01994 6.770001600 964,812.0000 10,886.30 11/30/2007 71X4074 7174SANTE 09/30/2014 01994 6.770001600 3,574,800.0000 40,335.67 11/30/2007 71X4074 7174SMBUS 09/30/2011 01994 6.770001600 27,474,000.0000 309,998.37 11/30/2007 71X4074 7174TASKN 09/30/2014 01994 6.770001600 1,512,480.0000 17,065.82 11/30/2007 71X4074 7174WINNE 09/30/2013 01994 6.770001600 2,219,750.0000 25,046.19 11/30/2007 71X4074 7174TECNO 09/30/2019 01997 5.299999200 470,000.0000 4,151.67 11/30/2007 71X4074 7174ARHC 09/30/2014 01998 4.759999200 12,584,600.0000 99,837.81 11/30/2007 71X4074 7174COUNT 09/30/2011 01998 4.759999200 356,075.3000 2,824.86 11/30/2007 71X4074 7174PHYTO 09/30/2011 01998 4.759999200 8,435,348.0900 66,920.42 11/30/2007 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 21,400,000.0000 201,516.61 11/30/2007 71X4074 7174DAYAI 09/30/2009 02000 5.040000000 611,005.0000 5,132.44 11/30/2007 71X4074 7174DEXTE 09/30/2009 02000 5.040000000 79,350.0000 666.54 11/30/2007 71X4074 7174FLAMA 09/30/2012 02000 5.040000000 182,647.0000 1,534.23 11/30/2007 71X4074 7174INOL2 09/30/2009 02000 5.040000000 6,500,000.0000 54,600.00 11/30/2007 71X4074 7174INOL3 09/30/2010 02000 5.040000000 10,000,000.0000 84,000.00 11/30/2007 71X4074 7174INOL4 09/30/2011 02000 5.040000000 3,000,000.0000 25,200.00 11/30/2007 71X4074 7174INOL5 09/30/2012 02000 5.040000000 12,000,000.0000 100,800.00 11/30/2007 71X4074 7174INOL6 09/30/2013 02000 5.040000000 10,000,000.0000 84,000.00 11/30/2007 71X4074 7174RITZ 09/30/2015 02000 5.040000000 3,464,094.0000 29,098.39 11/30/2007 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,643,000.0000 9,611.55 11/30/2007 71X4074 7174CHF2 09/30/2010 02001 3.510000000 2,185,500.0000 12,785.18 11/30/2007 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 422,571.1000 2,472.04 11/30/2007 71X4074 7174MONGO 09/30/2013 02001 3.510000000 232,400.0000 1,359.54 11/30/2007 71X4074 7174PACSU 09/30/2011 02001 3.510000000 505,080.0000 2,954.72 11/30/2007 71X4074 7174RAYMN 09/30/2009 02001 3.510000000 1,656,550.0000 9,690.82 11/30/2007 71X4074 7174SANMA 09/30/2010 02001 3.510000000 404,955.0000 2,368.99 11/30/2007 71X4074 7174SNPUM 09/30/2013 02001 3.510000000 424,561.5000 2,483.68 11/30/2007 71X4074 7174WENRE 09/30/2010 02001 3.510000000 292,470.0000 1,710.95 11/30/2007 71X4074 7174ABCRO 09/30/2009 02003 4.060000800 77,970.0000 527.60 11/30/2007 71X4074 7174ADEBO 09/30/2012 02003 4.060000800 650,880.0000 4,404.29 11/30/2007 71X4074 7174ADMIN 09/30/2011 02003 4.060000800 364,901.4200 2,469.17 11/30/2007 71X4074 7174AMWOO 09/30/2009 02003 4.060000800 519,540.0000 3,515.55 11/30/2007 71X4074 7174BFCI 09/30/2010 02003 4.060000800 375,544.0000 2,541.18 11/30/2007 71X4074 7174BRAVO 09/30/2013 02003 4.060000800 1,490,480.0000 10,085.58 11/30/2007 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 19,755.35 11/30/2007 71X4074 7174CDN 09/30/2016 02003 4.060000800 12,665,700.0000 85,704.59 11/30/2007 71X4074 7174CEAR 09/30/2016 02003 4.060000800 6,197,750.0000 41,938.12 11/30/2007 71X4074 7174CONSE 09/30/2011 02003 4.060000800 1,600,624.4100 10,830.89 11/30/2007 71X4074 7174GHP 09/30/2008 02003 4.060000800 550,440.0000 3,724.64 11/30/2007 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 5,586.97 11/30/2007 71X4074 7174HIV 09/30/2015 02003 4.060000800 249,975,000.0000 1,691,497.83 11/30/2007 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,854,954.1200 19,318.53 11/30/2007 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 9,710,000.0000 65,704.35 11/30/2007 71X4074 7174MERCG 09/30/2014 02003 4.060000800 1,265,376.0000 8,562.38 11/30/2007 71X4074 7174NAMFL 09/30/2010 02003 4.060000800 806,900.0000 5,460.02 11/30/2007 71X4074 7174OANDS 09/30/2011 02003 4.060000800 279,090.0000 1,888.51 11/30/2007 71X4074 7174PRHIN 09/30/2011 02003 4.060000800 71,080.0000 480.97 11/30/2007 71X4074 7174PRINC 09/30/2009 02003 4.060000800 84,750.0000 573.48 11/30/2007 71X4074 7174PROCR 09/30/2010 02003 4.060000800 8,792,000.0000 59,492.55 11/30/2007 71X4074 7174PYMM 09/30/2017 02003 4.060000800 9,963,000.0000 67,416.31 11/30/2007 71X4074 7174RURAL 09/30/2013 02003 4.060000800 785,900.0000 5,317.92 11/30/2007 71X4074 7174SHORE 09/30/2013 02003 4.060000800 2,275,750.0000 15,399.24 11/30/2007 71X4074 7174TARSA 09/30/2008 02003 4.060000800 123,360.0000 834.74 11/30/2007 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,895,100.0000 20,603.46 11/30/2007 71X4074 7174BPSC 09/30/2010 02004 4.269999600 813,800.0000 5,791.54 11/30/2007 71X4074 7174BRUCH 09/30/2014 02004 4.269999600 379,400.0000 2,700.06 11/30/2007 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,629,080.0000 18,710.28 11/30/2007 71X4074 7174CASMA 09/30/2015 02004 4.269999600 913,660.0000 6,502.21 11/30/2007 71X4074 7174EANDC 09/30/2010 02004 4.269999600 106,960.0000 761.20 11/30/2007 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,154,600.0000 36,683.57 11/30/2007 71X4074 7174FERRE 09/30/2013 02004 4.269999600 75,868.0000 539.93 11/30/2007 71X4074 7174GEOSV 09/30/2012 02004 4.269999600 465,152.0000 3,310.33 11/30/2007 71X4074 7174GOLCY 09/30/2012 02004 4.269999600 145,820.0000 1,037.75 11/30/2007 71X4074 7174GOLDC 09/30/2011 02004 4.269999600 107,906.8000 767.94 11/30/2007 71X4074 7174IBS 09/30/2010 02004 4.269999600 176,610.0000 1,256.87 11/30/2007 71X4074 7174IRAQM 09/30/2009 02004 4.269999600 25,443,583.0400 181,073.48 11/30/2007 71X4074 7174KOZNE 09/30/2017 02004 4.269999600 4,126,650.0000 29,367.99 11/30/2007 71X4074 7174LAGRA 09/30/2012 02004 4.269999600 3,893,354.4000 27,707.70 11/30/2007 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,478,340.0000 138,620.84 11/30/2007 71X4074 7174MAJES 09/30/2013 02004 4.269999600 1,208,700.0000 8,601.91 11/30/2007 71X4074 7174PASTU 09/30/2020 02004 4.269999600 4,416,500.0000 31,430.76 11/30/2007 71X4074 7174PROCR 09/30/2010 02004 4.269999600 2,687,100.0000 19,123.19 11/30/2007 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 17,644.21 11/30/2007 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 19,054.60 11/30/2007 71X4074 7174RAYM1 09/30/2011 02004 4.269999600 354,357.7500 2,521.85 11/30/2007 71X4074 7174SALAD 09/30/2014 02004 4.269999600 451,495.0000 3,213.14 11/30/2007 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,797,200.0000 19,906.74 11/30/2007 71X4074 7174ZSTAR 09/30/2012 02004 4.269999600 1,435,600.0000 10,216.69 11/30/2007 71X4074 71743PAPA 09/30/2010 02005 4.470001200 707,200.0000 5,268.64 11/30/2007 71X4074 7174AFGHA 09/30/2014 02005 4.470001200 192,881.1000 1,436.96 11/30/2007 71X4074 7174BAGRA 09/30/2014 02005 4.470001200 629,580.0000 4,690.37 11/30/2007 71X4074 7174BRASI 09/30/2013 02005 4.470001200 3,155,130.0000 23,505.72 11/30/2007 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 18,261.82 11/30/2007 71X4074 7174CONDO 09/30/2010 02005 4.470001200 6,276,380.0000 46,759.04 11/30/2007 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,956,000.0000 29,472.21 11/30/2007 71X4074 7174HERMI 09/30/2010 02005 4.470001200 2,098,040.0000 15,630.40 11/30/2007 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 8,576.81 11/30/2007 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 1,798,730.0000 13,400.54 11/30/2007 71X4074 7174MEDRO 09/30/2013 02005 4.470001200 2,869,500.0000 21,377.78 11/30/2007 71X4074 7174MICR 09/30/2011 02005 4.470001200 1,397,400.0000 10,410.63 11/30/2007 71X4074 7174PROCR 09/30/2011 02005 4.470001200 4,418,500.0000 32,917.83 11/30/2007 71X4074 7174PROCR 09/30/2016 02005 4.470001200 26,350,000.0000 196,307.55 11/30/2007 71X4074 7174ROUML 09/30/2009 02005 4.470001200 260,505.0000 1,940.76 11/30/2007 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 8,042.84 11/30/2007 71X4074 7174SUBSE 09/30/2011 02005 4.470001200 437,195.0000 3,257.10 11/30/2007 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 6,257.26 11/30/2007 71X4074 7174WESPR 09/30/2010 02005 4.470001200 371,500.0000 2,767.68 11/30/2007 71X4074 7174WESWO 09/30/2023 02005 4.470001200 1,877,400.0000 13,986.63 11/30/2007 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,648,896.0000 29,008.72 11/30/2007 71X4074 7174BDCC 09/30/2022 02006 4.770000000 5,165,000.0000 41,061.75 11/30/2007 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,870,434.8000 78,469.96 11/30/2007 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 45,867.89 11/30/2007 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,152,580.0000 9,163.01 11/30/2007 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 1,941.38 11/30/2007 71X4074 7174GABON 09/30/2011 02006 4.770000000 1,637,100.0000 13,014.95 11/30/2007 71X4074 7174GANHO 09/30/2022 02006 4.770000000 5,007,759.0300 39,811.68 11/30/2007 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 37,508.74 11/30/2007 71X4074 7174GREEN 09/30/2018 02006 4.770000000 6,030,934.2100 47,945.93 11/30/2007 71X4074 7174INTCO 09/30/2020 02006 4.770000000 889,560.0000 7,072.00 11/30/2007 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 20,098,000.0000 159,779.10 11/30/2007 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 359,720.0000 2,859.77 11/30/2007 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 151,003.89 11/30/2007 71X4074 7174NATUR 09/30/2012 02006 4.770000000 398,263.8400 3,166.20 11/30/2007 71X4074 7174OLARD 09/30/2013 02006 4.770000000 1,595,105.0000 12,681.08 11/30/2007 71X4074 7174QTO2 09/30/2009 02006 5.140000800 412,790.0000 3,536.23 11/30/2007 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,634,040.2900 20,940.62 11/30/2007 71X4074 7174SIGMA 09/30/2009 02006 5.140000800 3,208,100.0000 27,482.73 11/30/2007 71X4074 7174XTRE1 09/30/2016 02006 4.770000000 2,646,540.0000 21,039.99 11/30/2007 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 19,352.66 11/30/2007 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 1,346.18 11/30/2007 71X4074 7174NATUR 09/30/2013 02007 5.199998400 76,403.5300 662.16 11/30/2007 ------------------------ ---------------------- 728,675,694.8800 5,601,566.40 ======================== ====================== 728,675,694.8800 5,601,566.40 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00