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 10,222.50 12/31/2007 71X4074 7174BAKU 09/30/2015 01994 6.770001600 884,760.0000 14,974.57 12/31/2007 71X4074 7174DIMIT 09/30/2014 01994 6.770001600 1,016,520.0000 17,204.61 12/31/2007 71X4074 7174GEORG 09/30/2015 01994 6.770001600 622,800.0000 10,540.89 12/31/2007 71X4074 7174INTLM 09/30/2015 01994 6.770001600 18,302,000.0000 309,761.42 12/31/2007 71X4074 7174KREDI 09/30/2016 01994 6.770001600 6,277,050.0000 106,239.10 12/31/2007 71X4074 7174NEVSK 09/30/2013 01994 6.770001600 253,916.0000 4,297.53 12/31/2007 71X4074 7174NPIZZ 09/30/2013 01994 6.770001600 3,956,500.0000 66,963.78 12/31/2007 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,765,073.3500 29,873.87 12/31/2007 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 5,395.35 12/31/2007 71X4074 7174NYPRO 09/30/2015 01994 6.770001600 2,632,230.0000 44,550.50 12/31/2007 71X4074 7174PAPAS 09/30/2013 01994 6.770001600 964,812.0000 16,329.45 12/31/2007 71X4074 7174SANTE 09/30/2014 01994 6.770001600 3,574,800.0000 60,503.50 12/31/2007 71X4074 7174SMBUS 09/30/2011 01994 6.770001600 27,474,000.0000 464,997.56 12/31/2007 71X4074 7174TASKN 09/30/2014 01994 6.770001600 1,512,480.0000 25,598.73 12/31/2007 71X4074 7174WINNE 09/30/2013 01994 6.770001600 2,219,750.0000 37,569.28 12/31/2007 71X4074 7174TECNO 09/30/2019 01997 5.299999200 470,000.0000 6,227.50 12/31/2007 71X4074 7174ARHC 09/30/2014 01998 4.759999200 12,584,600.0000 149,756.71 12/31/2007 71X4074 7174COUNT 09/30/2011 01998 4.759999200 356,075.3000 4,237.30 12/31/2007 71X4074 7174PHYTO 09/30/2011 01998 4.759999200 8,435,348.0900 100,380.63 12/31/2007 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 21,400,000.0000 302,274.91 12/31/2007 71X4074 7174DAYAI 09/30/2009 02000 5.040000000 611,005.0000 7,698.66 12/31/2007 71X4074 7174DEXTE 09/30/2009 02000 5.040000000 79,350.0000 999.81 12/31/2007 71X4074 7174FLAMA 09/30/2012 02000 5.040000000 182,647.0000 2,301.35 12/31/2007 71X4074 7174INOL2 09/30/2009 02000 5.040000000 6,500,000.0000 81,900.00 12/31/2007 71X4074 7174INOL3 09/30/2010 02000 5.040000000 10,000,000.0000 126,000.00 12/31/2007 71X4074 7174INOL4 09/30/2011 02000 5.040000000 3,000,000.0000 37,800.00 12/31/2007 71X4074 7174INOL5 09/30/2012 02000 5.040000000 12,000,000.0000 151,200.00 12/31/2007 71X4074 7174INOL6 09/30/2013 02000 5.040000000 10,000,000.0000 126,000.00 12/31/2007 71X4074 7174RITZ 09/30/2015 02000 5.040000000 3,464,094.0000 43,647.58 12/31/2007 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,643,000.0000 14,417.33 12/31/2007 71X4074 7174CHF2 09/30/2010 02001 3.510000000 2,185,500.0000 19,177.76 12/31/2007 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 422,571.1000 3,708.06 12/31/2007 71X4074 7174MONGO 09/30/2013 02001 3.510000000 232,400.0000 2,039.31 12/31/2007 71X4074 7174PACSU 09/30/2011 02001 3.510000000 505,080.0000 4,432.08 12/31/2007 71X4074 7174RAYMN 09/30/2009 02001 3.510000000 1,656,550.0000 14,536.23 12/31/2007 71X4074 7174SANMA 09/30/2010 02001 3.510000000 404,955.0000 3,553.48 12/31/2007 71X4074 7174SNPUM 09/30/2013 02001 3.510000000 424,561.5000 3,725.53 12/31/2007 71X4074 7174WENRE 09/30/2010 02001 3.510000000 292,470.0000 2,566.42 12/31/2007 71X4074 7174ABCRO 09/30/2009 02003 4.060000800 77,970.0000 791.40 12/31/2007 71X4074 7174ADEBO 09/30/2012 02003 4.060000800 650,880.0000 6,606.43 12/31/2007 71X4074 7174ADMIN 09/30/2011 02003 4.060000800 364,901.4200 3,703.75 12/31/2007 71X4074 7174AMWOO 09/30/2009 02003 4.060000800 519,540.0000 5,273.33 12/31/2007 71X4074 7174BFCI 09/30/2010 02003 4.060000800 375,544.0000 3,811.77 12/31/2007 71X4074 7174BRAVO 09/30/2013 02003 4.060000800 1,490,480.0000 15,128.37 12/31/2007 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 29,633.03 12/31/2007 71X4074 7174CDN 09/30/2016 02003 4.060000800 12,665,700.0000 128,556.88 12/31/2007 71X4074 7174CEAR 09/30/2016 02003 4.060000800 6,197,750.0000 62,907.17 12/31/2007 71X4074 7174CONSE 09/30/2011 02003 4.060000800 1,600,624.4100 16,246.34 12/31/2007 71X4074 7174GHP 09/30/2008 02003 4.060000800 550,440.0000 5,586.97 12/31/2007 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 8,380.45 12/31/2007 71X4074 7174HIV 09/30/2015 02003 4.060000800 249,975,000.0000 2,537,246.75 12/31/2007 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,854,954.1200 28,977.79 12/31/2007 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 9,710,000.0000 98,556.52 12/31/2007 71X4074 7174MERCG 09/30/2014 02003 4.060000800 1,265,376.0000 12,843.57 12/31/2007 71X4074 7174NAMFL 09/30/2010 02003 4.060000800 806,900.0000 8,190.04 12/31/2007 71X4074 7174OANDS 09/30/2011 02003 4.060000800 279,090.0000 2,832.76 12/31/2007 71X4074 7174PRHIN 09/30/2011 02003 4.060000800 71,080.0000 721.46 12/31/2007 71X4074 7174PRINC 09/30/2009 02003 4.060000800 84,750.0000 860.21 12/31/2007 71X4074 7174PROCR 09/30/2010 02003 4.060000800 8,792,000.0000 89,238.82 12/31/2007 71X4074 7174PYMM 09/30/2017 02003 4.060000800 9,963,000.0000 101,124.47 12/31/2007 71X4074 7174RURAL 09/30/2013 02003 4.060000800 785,900.0000 7,976.89 12/31/2007 71X4074 7174SHORE 09/30/2013 02003 4.060000800 2,275,750.0000 23,098.87 12/31/2007 71X4074 7174TARSA 09/30/2008 02003 4.060000800 123,360.0000 1,252.10 12/31/2007 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,895,100.0000 30,905.19 12/31/2007 71X4074 7174BPSC 09/30/2010 02004 4.269999600 813,800.0000 8,687.31 12/31/2007 71X4074 7174BRUCH 09/30/2014 02004 4.269999600 379,400.0000 4,050.09 12/31/2007 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,629,080.0000 28,065.43 12/31/2007 71X4074 7174CASMA 09/30/2015 02004 4.269999600 913,660.0000 9,753.32 12/31/2007 71X4074 7174EANDC 09/30/2010 02004 4.269999600 106,960.0000 1,141.80 12/31/2007 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,369,375.0000 57,318.07 12/31/2007 71X4074 7174FERRE 09/30/2013 02004 4.269999600 75,868.0000 809.89 12/31/2007 71X4074 7174GEOSV 09/30/2012 02004 4.269999600 465,152.0000 4,965.50 12/31/2007 71X4074 7174GOLCY 09/30/2012 02004 4.269999600 145,820.0000 1,556.63 12/31/2007 71X4074 7174GOLDC 09/30/2011 02004 4.269999600 107,906.8000 1,151.90 12/31/2007 71X4074 7174IBS 09/30/2010 02004 4.269999600 176,610.0000 1,885.31 12/31/2007 71X4074 7174IRAQM 09/30/2009 02004 4.269999600 27,220,081.6800 290,574.34 12/31/2007 71X4074 7174KOZNE 09/30/2017 02004 4.269999600 4,126,650.0000 44,051.98 12/31/2007 71X4074 7174LAGRA 09/30/2012 02004 4.269999600 3,893,354.4000 41,561.55 12/31/2007 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,478,340.0000 207,931.26 12/31/2007 71X4074 7174MAJES 09/30/2013 02004 4.269999600 1,208,700.0000 12,902.87 12/31/2007 71X4074 7174PASTU 09/30/2020 02004 4.269999600 4,416,500.0000 47,146.13 12/31/2007 71X4074 7174PROCR 09/30/2010 02004 4.269999600 2,687,100.0000 28,684.79 12/31/2007 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 26,466.31 12/31/2007 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 28,581.90 12/31/2007 71X4074 7174RAYM1 09/30/2011 02004 4.269999600 354,357.7500 3,782.77 12/31/2007 71X4074 7174SALAD 09/30/2014 02004 4.269999600 451,495.0000 4,819.71 12/31/2007 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,797,200.0000 29,860.11 12/31/2007 71X4074 7174ZSTAR 09/30/2012 02004 4.269999600 1,435,600.0000 15,325.03 12/31/2007 71X4074 71743PAPA 09/30/2010 02005 4.470001200 707,200.0000 7,902.96 12/31/2007 71X4074 7174AFGHA 09/30/2014 02005 4.470001200 192,881.1000 2,155.45 12/31/2007 71X4074 7174BAGRA 09/30/2014 02005 4.470001200 629,580.0000 7,035.56 12/31/2007 71X4074 7174BRASI 09/30/2013 02005 4.470001200 3,155,130.0000 35,258.59 12/31/2007 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 27,392.73 12/31/2007 71X4074 7174CONDO 09/30/2010 02005 4.470001200 6,276,380.0000 70,138.57 12/31/2007 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,956,000.0000 44,208.31 12/31/2007 71X4074 7174HERMI 09/30/2010 02005 4.470001200 2,098,040.0000 23,445.60 12/31/2007 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 12,865.22 12/31/2007 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 1,798,730.0000 20,100.81 12/31/2007 71X4074 7174MEDRO 09/30/2013 02005 4.470001200 2,869,500.0000 32,066.67 12/31/2007 71X4074 7174MICR 09/30/2011 02005 4.470001200 1,397,400.0000 15,615.95 12/31/2007 71X4074 7174PROCR 09/30/2011 02005 4.470001200 4,418,500.0000 49,376.75 12/31/2007 71X4074 7174PROCR 09/30/2016 02005 4.470001200 26,350,000.0000 294,461.33 12/31/2007 71X4074 7174ROUML 09/30/2009 02005 4.470001200 260,505.0000 2,911.14 12/31/2007 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 12,064.25 12/31/2007 71X4074 7174SUBSE 09/30/2011 02005 4.470001200 437,195.0000 4,885.66 12/31/2007 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 9,385.89 12/31/2007 71X4074 7174WESPR 09/30/2010 02005 4.470001200 371,500.0000 4,151.51 12/31/2007 71X4074 7174WESWO 09/30/2023 02005 4.470001200 1,877,400.0000 20,979.95 12/31/2007 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,648,896.0000 43,513.08 12/31/2007 71X4074 7174BDCC 09/30/2022 02006 4.770000000 5,165,000.0000 61,592.63 12/31/2007 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,870,434.8000 117,704.93 12/31/2007 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 68,801.84 12/31/2007 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,152,580.0000 13,744.52 12/31/2007 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 2,912.07 12/31/2007 71X4074 7174GABON 09/30/2011 02006 4.770000000 1,637,100.0000 19,522.42 12/31/2007 71X4074 7174GANHO 09/30/2022 02006 4.770000000 5,007,759.0300 59,717.53 12/31/2007 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 56,263.12 12/31/2007 71X4074 7174GREEN 09/30/2018 02006 4.770000000 6,030,934.2100 71,918.89 12/31/2007 71X4074 7174INTCO 09/30/2020 02006 4.770000000 889,560.0000 10,608.00 12/31/2007 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 22,242,120.0000 265,237.28 12/31/2007 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 359,720.0000 4,289.66 12/31/2007 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 226,505.84 12/31/2007 71X4074 7174NATUR 09/30/2012 02006 4.770000000 398,263.8400 4,749.30 12/31/2007 71X4074 7174OLARD 09/30/2013 02006 4.770000000 1,867,440.0000 22,269.22 12/31/2007 71X4074 7174QTO2 09/30/2009 02006 5.140000800 412,790.0000 5,304.35 12/31/2007 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,634,040.2900 31,410.93 12/31/2007 71X4074 7174SIGMA 09/30/2009 02006 5.140000800 3,208,100.0000 41,224.09 12/31/2007 71X4074 7174XTRE1 09/30/2016 02006 4.770000000 2,646,540.0000 31,559.99 12/31/2007 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 29,028.99 12/31/2007 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 2,019.28 12/31/2007 71X4074 7174LEDFC 09/30/2022 02007 5.199998400 1,451,690.2400 18,871.97 12/31/2007 71X4074 7174NATUR 09/30/2013 02007 5.199998400 76,403.5300 993.25 12/31/2007 ------------------------ ---------------------- 734,535,113.7600 8,471,294.70 ======================== ====================== 734,535,113.7600 8,471,294.70 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00