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 13,630.00 01/31/2008 71X4074 7174BAKU 09/30/2015 01994 6.770001600 884,760.0000 19,966.09 01/31/2008 71X4074 7174DIMIT 09/30/2014 01994 6.770001600 1,016,520.0000 22,939.47 01/31/2008 71X4074 7174GEORG 09/30/2015 01994 6.770001600 622,800.0000 14,054.52 01/31/2008 71X4074 7174INTLM 09/30/2015 01994 6.770001600 18,302,000.0000 413,015.23 01/31/2008 71X4074 7174KREDI 09/30/2016 01994 6.770001600 6,277,050.0000 141,652.13 01/31/2008 71X4074 7174NEVSK 09/30/2013 01994 6.770001600 253,916.0000 5,730.04 01/31/2008 71X4074 7174NPIZZ 09/30/2013 01994 6.770001600 3,956,500.0000 89,285.04 01/31/2008 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,765,073.3500 39,831.83 01/31/2008 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 7,193.80 01/31/2008 71X4074 7174NYPRO 09/30/2015 01994 6.770001600 2,632,230.0000 59,400.67 01/31/2008 71X4074 7174PAPAS 09/30/2013 01994 6.770001600 964,812.0000 21,772.60 01/31/2008 71X4074 7174SANTE 09/30/2014 01994 6.770001600 3,574,800.0000 80,671.34 01/31/2008 71X4074 7174SMBUS 09/30/2011 01994 6.770001600 27,474,000.0000 619,996.75 01/31/2008 71X4074 7174TASKN 09/30/2014 01994 6.770001600 1,512,480.0000 34,131.64 01/31/2008 71X4074 7174WINNE 09/30/2013 01994 6.770001600 2,219,750.0000 50,092.37 01/31/2008 71X4074 7174TECNO 09/30/2019 01997 5.299999200 470,000.0000 8,303.33 01/31/2008 71X4074 7174ARHC 09/30/2014 01998 4.759999200 12,584,600.0000 199,675.62 01/31/2008 71X4074 7174COUNT 09/30/2011 01998 4.759999200 356,075.3000 5,649.73 01/31/2008 71X4074 7174PHYTO 09/30/2011 01998 4.759999200 8,435,348.0900 133,840.83 01/31/2008 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 21,400,000.0000 403,033.22 01/31/2008 71X4074 7174DAYAI 09/30/2009 02000 5.040000000 611,005.0000 10,264.88 01/31/2008 71X4074 7174DEXTE 09/30/2009 02000 5.040000000 79,350.0000 1,333.08 01/31/2008 71X4074 7174FLAMA 09/30/2012 02000 5.040000000 182,647.0000 3,068.47 01/31/2008 71X4074 7174INOL2 09/30/2009 02000 5.040000000 6,500,000.0000 109,200.00 01/31/2008 71X4074 7174INOL3 09/30/2010 02000 5.040000000 10,000,000.0000 168,000.00 01/31/2008 71X4074 7174INOL4 09/30/2011 02000 5.040000000 3,000,000.0000 50,400.00 01/31/2008 71X4074 7174INOL5 09/30/2012 02000 5.040000000 12,000,000.0000 201,600.00 01/31/2008 71X4074 7174INOL6 09/30/2013 02000 5.040000000 10,000,000.0000 168,000.00 01/31/2008 71X4074 7174RITZ 09/30/2015 02000 5.040000000 3,464,094.0000 58,196.78 01/31/2008 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,643,000.0000 19,223.10 01/31/2008 71X4074 7174CHF2 09/30/2010 02001 3.510000000 2,185,500.0000 25,570.35 01/31/2008 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 422,571.1000 4,944.08 01/31/2008 71X4074 7174MONGO 09/30/2013 02001 3.510000000 232,400.0000 2,719.08 01/31/2008 71X4074 7174PACSU 09/30/2011 02001 3.510000000 505,080.0000 5,909.44 01/31/2008 71X4074 7174RAYMN 09/30/2009 02001 3.510000000 1,656,550.0000 19,381.64 01/31/2008 71X4074 7174SANMA 09/30/2010 02001 3.510000000 404,955.0000 4,737.97 01/31/2008 71X4074 7174SNPUM 09/30/2013 02001 3.510000000 424,561.5000 4,967.37 01/31/2008 71X4074 7174WENRE 09/30/2010 02001 3.510000000 292,470.0000 3,421.90 01/31/2008 71X4074 7174ABCRO 09/30/2009 02003 4.060000800 77,970.0000 1,055.19 01/31/2008 71X4074 7174ADEBO 09/30/2012 02003 4.060000800 650,880.0000 8,808.58 01/31/2008 71X4074 7174ADMIN 09/30/2011 02003 4.060000800 364,901.4200 4,938.33 01/31/2008 71X4074 7174AMWOO 09/30/2009 02003 4.060000800 519,540.0000 7,031.11 01/31/2008 71X4074 7174BFCI 09/30/2010 02003 4.060000800 375,544.0000 5,082.36 01/31/2008 71X4074 7174BRAVO 09/30/2013 02003 4.060000800 1,490,480.0000 20,171.17 01/31/2008 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 39,510.71 01/31/2008 71X4074 7174CDN 09/30/2016 02003 4.060000800 12,665,700.0000 171,409.17 01/31/2008 71X4074 7174CEAR 09/30/2016 02003 4.060000800 6,197,750.0000 83,876.23 01/31/2008 71X4074 7174CONSE 09/30/2011 02003 4.060000800 1,600,624.4100 21,661.79 01/31/2008 71X4074 7174GHP 09/30/2008 02003 4.060000800 550,440.0000 7,449.29 01/31/2008 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 11,173.93 01/31/2008 71X4074 7174HIV 09/30/2015 02003 4.060000800 249,975,000.0000 3,382,995.67 01/31/2008 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,854,954.1200 38,637.05 01/31/2008 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 9,710,000.0000 131,408.69 01/31/2008 71X4074 7174MERCG 09/30/2014 02003 4.060000800 1,265,376.0000 17,124.76 01/31/2008 71X4074 7174NAMFL 09/30/2010 02003 4.060000800 806,900.0000 10,920.05 01/31/2008 71X4074 7174OANDS 09/30/2011 02003 4.060000800 279,090.0000 3,777.02 01/31/2008 71X4074 7174PRHIN 09/30/2011 02003 4.060000800 71,080.0000 961.95 01/31/2008 71X4074 7174PRINC 09/30/2009 02003 4.060000800 84,750.0000 1,146.95 01/31/2008 71X4074 7174PROCR 09/30/2010 02003 4.060000800 8,792,000.0000 118,985.09 01/31/2008 71X4074 7174PYMM 09/30/2017 02003 4.060000800 9,963,000.0000 134,832.63 01/31/2008 71X4074 7174RURAL 09/30/2013 02003 4.060000800 785,900.0000 10,635.85 01/31/2008 71X4074 7174SHORE 09/30/2013 02003 4.060000800 2,275,750.0000 30,798.49 01/31/2008 71X4074 7174TARSA 09/30/2008 02003 4.060000800 123,360.0000 1,669.47 01/31/2008 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,895,100.0000 41,206.92 01/31/2008 71X4074 7174BPSC 09/30/2010 02004 4.269999600 813,800.0000 11,583.09 01/31/2008 71X4074 7174BRUCH 09/30/2014 02004 4.269999600 379,400.0000 5,400.13 01/31/2008 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,629,080.0000 37,420.57 01/31/2008 71X4074 7174CASMA 09/30/2015 02004 4.269999600 913,660.0000 13,004.43 01/31/2008 71X4074 7174EANDC 09/30/2010 02004 4.269999600 106,960.0000 1,522.40 01/31/2008 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,369,375.0000 76,424.10 01/31/2008 71X4074 7174FERRE 09/30/2013 02004 4.269999600 75,868.0000 1,079.85 01/31/2008 71X4074 7174GEOSV 09/30/2012 02004 4.269999600 465,152.0000 6,620.66 01/31/2008 71X4074 7174GOLCY 09/30/2012 02004 4.269999600 145,820.0000 2,075.50 01/31/2008 71X4074 7174GOLDC 09/30/2011 02004 4.269999600 107,906.8000 1,535.87 01/31/2008 71X4074 7174IBS 09/30/2010 02004 4.269999600 176,610.0000 2,513.75 01/31/2008 71X4074 7174IRAQM 09/30/2009 02004 4.269999600 28,173,344.7600 401,000.57 01/31/2008 71X4074 7174KOZNE 09/30/2017 02004 4.269999600 4,126,650.0000 58,735.98 01/31/2008 71X4074 7174LAGRA 09/30/2012 02004 4.269999600 3,893,354.4000 55,415.41 01/31/2008 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,478,340.0000 277,241.68 01/31/2008 71X4074 7174MAJES 09/30/2013 02004 4.269999600 1,208,700.0000 17,203.83 01/31/2008 71X4074 7174PASTU 09/30/2020 02004 4.269999600 4,416,500.0000 62,861.51 01/31/2008 71X4074 7174PROCR 09/30/2010 02004 4.269999600 2,687,100.0000 38,246.39 01/31/2008 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 35,288.42 01/31/2008 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 38,109.20 01/31/2008 71X4074 7174RAYM1 09/30/2011 02004 4.269999600 354,357.7500 5,043.69 01/31/2008 71X4074 7174SALAD 09/30/2014 02004 4.269999600 451,495.0000 6,426.28 01/31/2008 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,797,200.0000 39,813.48 01/31/2008 71X4074 7174ZSTAR 09/30/2012 02004 4.269999600 1,435,600.0000 20,433.37 01/31/2008 71X4074 71743PAPA 09/30/2010 02005 4.470001200 707,200.0000 10,537.28 01/31/2008 71X4074 7174AFGHA 09/30/2014 02005 4.470001200 192,881.1000 2,873.93 01/31/2008 71X4074 7174BAGRA 09/30/2014 02005 4.470001200 629,580.0000 9,380.74 01/31/2008 71X4074 7174BRASI 09/30/2013 02005 4.470001200 3,155,130.0000 47,011.45 01/31/2008 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 36,523.63 01/31/2008 71X4074 7174CONDO 09/30/2010 02005 4.470001200 6,276,380.0000 93,518.09 01/31/2008 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,956,000.0000 58,944.42 01/31/2008 71X4074 7174HERMI 09/30/2010 02005 4.470001200 2,098,040.0000 31,260.80 01/31/2008 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 17,153.63 01/31/2008 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 1,798,730.0000 26,801.08 01/31/2008 71X4074 7174MEDRO 09/30/2013 02005 4.470001200 2,869,500.0000 42,755.56 01/31/2008 71X4074 7174MICR 09/30/2011 02005 4.470001200 1,397,400.0000 20,821.27 01/31/2008 71X4074 7174PROCR 09/30/2011 02005 4.470001200 4,418,500.0000 65,835.67 01/31/2008 71X4074 7174PROCR 09/30/2016 02005 4.470001200 26,350,000.0000 392,615.11 01/31/2008 71X4074 7174ROUML 09/30/2009 02005 4.470001200 260,505.0000 3,881.53 01/31/2008 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 16,085.67 01/31/2008 71X4074 7174SUBSE 09/30/2011 02005 4.470001200 437,195.0000 6,514.21 01/31/2008 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 12,514.51 01/31/2008 71X4074 7174WESPR 09/30/2010 02005 4.470001200 371,500.0000 5,535.35 01/31/2008 71X4074 7174WESWO 09/30/2023 02005 4.470001200 1,877,400.0000 27,973.27 01/31/2008 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,648,896.0000 58,017.45 01/31/2008 71X4074 7174BDCC 09/30/2022 02006 4.770000000 5,165,000.0000 82,123.50 01/31/2008 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,870,434.8000 156,939.91 01/31/2008 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 91,735.78 01/31/2008 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,152,580.0000 18,326.02 01/31/2008 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 3,882.76 01/31/2008 71X4074 7174GABON 09/30/2011 02006 4.770000000 1,637,100.0000 26,029.89 01/31/2008 71X4074 7174GANHO 09/30/2022 02006 4.770000000 5,007,759.0300 79,623.37 01/31/2008 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 75,017.49 01/31/2008 71X4074 7174GREEN 09/30/2018 02006 4.770000000 6,030,934.2100 95,891.85 01/31/2008 71X4074 7174INTCO 09/30/2020 02006 4.770000000 889,560.0000 14,144.00 01/31/2008 71X4074 7174INTVI 09/30/2012 02006 5.140000800 845,400.0000 14,484.52 01/31/2008 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 22,242,120.0000 353,649.71 01/31/2008 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 359,720.0000 5,719.55 01/31/2008 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 302,007.78 01/31/2008 71X4074 7174NATUR 09/30/2012 02006 4.770000000 398,263.8400 6,332.40 01/31/2008 71X4074 7174OLARD 09/30/2013 02006 4.770000000 1,867,440.0000 29,692.30 01/31/2008 71X4074 7174QTO2 09/30/2009 02006 5.140000800 412,790.0000 7,072.47 01/31/2008 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,634,040.2900 41,881.24 01/31/2008 71X4074 7174SIGMA 09/30/2009 02006 5.140000800 5,499,600.0000 94,226.49 01/31/2008 71X4074 7174XTRE1 09/30/2016 02006 4.770000000 2,646,540.0000 42,079.99 01/31/2008 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 38,705.32 01/31/2008 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 2,692.37 01/31/2008 71X4074 7174LEDFC 09/30/2022 02007 5.199998400 1,451,690.2400 25,162.62 01/31/2008 71X4074 7174NATUR 09/30/2013 02007 5.199998400 76,403.5300 1,324.33 01/31/2008 71X4074 7174LAFIS 09/30/2033 02008 5.199998400 5,412,500.0000 93,816.64 01/31/2008 ------------------------ ---------------------- 744,037,776.8400 11,456,189.95 ======================== ====================== 744,037,776.8400 11,456,189.95 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00