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 17,037.50 02/29/2008 71X4074 7174BAKU 09/30/2015 01994 6.770001600 884,760.0000 24,957.61 02/29/2008 71X4074 7174DIMIT 09/30/2014 01994 6.770001600 1,016,520.0000 28,674.34 02/29/2008 71X4074 7174GEORG 09/30/2015 01994 6.770001600 622,800.0000 17,568.15 02/29/2008 71X4074 7174INTLM 09/30/2015 01994 6.770001600 18,302,000.0000 516,269.04 02/29/2008 71X4074 7174KREDI 09/30/2016 01994 6.770001600 6,277,050.0000 177,065.16 02/29/2008 71X4074 7174NEVSK 09/30/2013 01994 6.770001600 253,916.0000 7,162.55 02/29/2008 71X4074 7174NPIZZ 09/30/2013 01994 6.770001600 3,956,500.0000 111,606.30 02/29/2008 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,765,073.3500 49,789.79 02/29/2008 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 8,992.25 02/29/2008 71X4074 7174NYPRO 09/30/2015 01994 6.770001600 2,632,230.0000 74,250.84 02/29/2008 71X4074 7174PAPAS 09/30/2013 01994 6.770001600 964,812.0000 27,215.74 02/29/2008 71X4074 7174SANTE 09/30/2014 01994 6.770001600 3,574,800.0000 100,839.17 02/29/2008 71X4074 7174SMBUS 09/30/2011 01994 6.770001600 27,474,000.0000 774,995.93 02/29/2008 71X4074 7174TASKN 09/30/2014 01994 6.770001600 1,512,480.0000 42,664.55 02/29/2008 71X4074 7174WINNE 09/30/2013 01994 6.770001600 2,219,750.0000 62,615.46 02/29/2008 71X4074 7174TECNO 09/30/2019 01997 5.299999200 470,000.0000 10,379.17 02/29/2008 71X4074 7174ARHC 09/30/2014 01998 4.759999200 12,584,600.0000 249,594.52 02/29/2008 71X4074 7174COUNT 09/30/2011 01998 4.759999200 356,075.3000 7,062.16 02/29/2008 71X4074 7174PHYTO 09/30/2011 01998 4.759999200 8,435,348.0900 167,301.04 02/29/2008 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 21,400,000.0000 503,791.52 02/29/2008 71X4074 7174DAYAI 09/30/2009 02000 5.040000000 611,005.0000 12,831.11 02/29/2008 71X4074 7174DEXTE 09/30/2009 02000 5.040000000 79,350.0000 1,666.35 02/29/2008 71X4074 7174FLAMA 09/30/2012 02000 5.040000000 182,647.0000 3,835.59 02/29/2008 71X4074 7174INOL2 09/30/2009 02000 5.040000000 6,500,000.0000 136,500.00 02/29/2008 71X4074 7174INOL3 09/30/2010 02000 5.040000000 10,000,000.0000 210,000.00 02/29/2008 71X4074 7174INOL4 09/30/2011 02000 5.040000000 3,000,000.0000 63,000.00 02/29/2008 71X4074 7174INOL5 09/30/2012 02000 5.040000000 12,000,000.0000 252,000.00 02/29/2008 71X4074 7174INOL6 09/30/2013 02000 5.040000000 10,000,000.0000 210,000.00 02/29/2008 71X4074 7174RITZ 09/30/2015 02000 5.040000000 3,464,094.0000 72,745.97 02/29/2008 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,643,000.0000 24,028.88 02/29/2008 71X4074 7174CHF2 09/30/2010 02001 3.510000000 2,185,500.0000 31,962.94 02/29/2008 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 422,571.1000 6,180.10 02/29/2008 71X4074 7174MONGO 09/30/2013 02001 3.510000000 232,400.0000 3,398.85 02/29/2008 71X4074 7174PACSU 09/30/2011 02001 3.510000000 505,080.0000 7,386.80 02/29/2008 71X4074 7174RAYMN 09/30/2009 02001 3.510000000 1,656,550.0000 24,227.04 02/29/2008 71X4074 7174SANMA 09/30/2010 02001 3.510000000 404,955.0000 5,922.47 02/29/2008 71X4074 7174SNPUM 09/30/2013 02001 3.510000000 424,561.5000 6,209.21 02/29/2008 71X4074 7174WENRE 09/30/2010 02001 3.510000000 292,470.0000 4,277.37 02/29/2008 71X4074 7174ABCRO 09/30/2009 02003 4.060000800 77,970.0000 1,318.99 02/29/2008 71X4074 7174ADEBO 09/30/2012 02003 4.060000800 650,880.0000 11,010.72 02/29/2008 71X4074 7174ADMIN 09/30/2011 02003 4.060000800 364,901.4200 6,172.92 02/29/2008 71X4074 7174AMWOO 09/30/2009 02003 4.060000800 519,540.0000 8,788.89 02/29/2008 71X4074 7174BFCI 09/30/2010 02003 4.060000800 375,544.0000 6,352.95 02/29/2008 71X4074 7174BRAVO 09/30/2013 02003 4.060000800 1,490,480.0000 25,213.96 02/29/2008 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 49,388.39 02/29/2008 71X4074 7174CDN 09/30/2016 02003 4.060000800 12,665,700.0000 214,261.47 02/29/2008 71X4074 7174CEAR 09/30/2016 02003 4.060000800 6,197,750.0000 104,845.29 02/29/2008 71X4074 7174CONSE 09/30/2011 02003 4.060000800 1,600,624.4100 27,077.23 02/29/2008 71X4074 7174GHP 09/30/2008 02003 4.060000800 550,440.0000 9,311.61 02/29/2008 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 13,967.42 02/29/2008 71X4074 7174HIV 09/30/2015 02003 4.060000800 249,975,000.0000 4,228,744.58 02/29/2008 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,854,954.1200 48,296.32 02/29/2008 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 9,710,000.0000 164,260.87 02/29/2008 71X4074 7174MERCG 09/30/2014 02003 4.060000800 1,265,376.0000 21,405.95 02/29/2008 71X4074 7174NAMFL 09/30/2010 02003 4.060000800 806,900.0000 13,650.06 02/29/2008 71X4074 7174OANDS 09/30/2011 02003 4.060000800 279,090.0000 4,721.27 02/29/2008 71X4074 7174PRHIN 09/30/2011 02003 4.060000800 71,080.0000 1,202.44 02/29/2008 71X4074 7174PRINC 09/30/2009 02003 4.060000800 84,750.0000 1,433.69 02/29/2008 71X4074 7174PROCR 09/30/2010 02003 4.060000800 8,792,000.0000 148,731.36 02/29/2008 71X4074 7174PYMM 09/30/2017 02003 4.060000800 9,963,000.0000 168,540.78 02/29/2008 71X4074 7174RURAL 09/30/2013 02003 4.060000800 785,900.0000 13,294.81 02/29/2008 71X4074 7174SHORE 09/30/2013 02003 4.060000800 2,275,750.0000 38,498.11 02/29/2008 71X4074 7174TARSA 09/30/2008 02003 4.060000800 123,360.0000 2,086.84 02/29/2008 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,895,100.0000 51,508.65 02/29/2008 71X4074 7174BPSC 09/30/2010 02004 4.269999600 813,800.0000 14,478.86 02/29/2008 71X4074 7174BRUCH 09/30/2014 02004 4.269999600 379,400.0000 6,750.16 02/29/2008 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,629,080.0000 46,775.71 02/29/2008 71X4074 7174CASMA 09/30/2015 02004 4.269999600 913,660.0000 16,255.53 02/29/2008 71X4074 7174EANDC 09/30/2010 02004 4.269999600 106,960.0000 1,903.00 02/29/2008 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,369,375.0000 95,530.12 02/29/2008 71X4074 7174FERRE 09/30/2013 02004 4.269999600 75,868.0000 1,349.82 02/29/2008 71X4074 7174GEOSV 09/30/2012 02004 4.269999600 465,152.0000 8,275.83 02/29/2008 71X4074 7174GOLCY 09/30/2012 02004 4.269999600 145,820.0000 2,594.38 02/29/2008 71X4074 7174GOLDC 09/30/2011 02004 4.269999600 107,906.8000 1,919.84 02/29/2008 71X4074 7174IBS 09/30/2010 02004 4.269999600 176,610.0000 3,142.19 02/29/2008 71X4074 7174IRAQM 09/30/2009 02004 4.269999600 29,498,439.9600 524,826.36 02/29/2008 71X4074 7174KOZNE 09/30/2017 02004 4.269999600 4,126,650.0000 73,419.97 02/29/2008 71X4074 7174LAGRA 09/30/2012 02004 4.269999600 3,893,354.4000 69,269.26 02/29/2008 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,478,340.0000 346,552.10 02/29/2008 71X4074 7174MAJES 09/30/2013 02004 4.269999600 1,208,700.0000 21,504.79 02/29/2008 71X4074 7174PASTU 09/30/2020 02004 4.269999600 4,416,500.0000 78,576.89 02/29/2008 71X4074 7174PROCR 09/30/2010 02004 4.269999600 2,687,100.0000 47,807.98 02/29/2008 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 44,110.52 02/29/2008 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 47,636.50 02/29/2008 71X4074 7174RAYM1 09/30/2011 02004 4.269999600 354,357.7500 6,304.61 02/29/2008 71X4074 7174SALAD 09/30/2014 02004 4.269999600 451,495.0000 8,032.85 02/29/2008 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,797,200.0000 49,766.85 02/29/2008 71X4074 7174ZSTAR 09/30/2012 02004 4.269999600 1,435,600.0000 25,541.71 02/29/2008 71X4074 71743PAPA 09/30/2010 02005 4.470001200 707,200.0000 13,171.60 02/29/2008 71X4074 7174AFGHA 09/30/2014 02005 4.470001200 192,881.1000 3,592.41 02/29/2008 71X4074 7174BAGRA 09/30/2014 02005 4.470001200 629,580.0000 11,725.93 02/29/2008 71X4074 7174BRASI 09/30/2013 02005 4.470001200 3,155,130.0000 58,764.31 02/29/2008 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 45,654.54 02/29/2008 71X4074 7174CONDO 09/30/2010 02005 4.470001200 6,276,380.0000 116,897.61 02/29/2008 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,956,000.0000 73,680.52 02/29/2008 71X4074 7174HERMI 09/30/2010 02005 4.470001200 2,098,040.0000 39,076.01 02/29/2008 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 21,442.04 02/29/2008 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 1,798,730.0000 33,501.36 02/29/2008 71X4074 7174MEDRO 09/30/2013 02005 4.470001200 2,869,500.0000 53,444.45 02/29/2008 71X4074 7174MICR 09/30/2011 02005 4.470001200 1,397,400.0000 26,026.58 02/29/2008 71X4074 7174PROCR 09/30/2011 02005 4.470001200 4,418,500.0000 82,294.58 02/29/2008 71X4074 7174PROCR 09/30/2016 02005 4.470001200 26,350,000.0000 490,768.88 02/29/2008 71X4074 7174ROUML 09/30/2009 02005 4.470001200 260,505.0000 4,851.91 02/29/2008 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 20,107.09 02/29/2008 71X4074 7174SUBSE 09/30/2011 02005 4.470001200 437,195.0000 8,142.76 02/29/2008 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 15,643.14 02/29/2008 71X4074 7174WESPR 09/30/2010 02005 4.470001200 371,500.0000 6,919.19 02/29/2008 71X4074 7174WESWO 09/30/2023 02005 4.470001200 1,877,400.0000 34,966.58 02/29/2008 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,648,896.0000 72,521.81 02/29/2008 71X4074 7174BDCC 09/30/2022 02006 4.770000000 5,165,000.0000 102,654.38 02/29/2008 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,870,434.8000 196,174.89 02/29/2008 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 114,669.73 02/29/2008 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,152,580.0000 22,907.53 02/29/2008 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 4,853.45 02/29/2008 71X4074 7174GABON 09/30/2011 02006 4.770000000 1,637,100.0000 32,537.36 02/29/2008 71X4074 7174GANHO 09/30/2022 02006 4.770000000 5,007,759.0300 99,529.21 02/29/2008 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 93,771.86 02/29/2008 71X4074 7174GREEN 09/30/2018 02006 4.770000000 6,030,934.2100 119,864.82 02/29/2008 71X4074 7174INTCO 09/30/2020 02006 4.770000000 889,560.0000 17,680.01 02/29/2008 71X4074 7174INTVI 09/30/2012 02006 5.140000800 845,400.0000 18,105.65 02/29/2008 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 22,242,120.0000 442,062.14 02/29/2008 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 359,720.0000 7,149.44 02/29/2008 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 377,509.73 02/29/2008 71X4074 7174NATUR 09/30/2012 02006 4.770000000 398,263.8400 7,915.49 02/29/2008 71X4074 7174OLARD 09/30/2013 02006 4.770000000 1,867,440.0000 37,115.37 02/29/2008 71X4074 7174QTO2 09/30/2009 02006 5.140000800 412,790.0000 8,840.59 02/29/2008 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,634,040.2900 52,351.55 02/29/2008 71X4074 7174SIGMA 09/30/2009 02006 5.140000800 5,499,600.0000 117,783.12 02/29/2008 71X4074 7174XTRE1 09/30/2016 02006 4.770000000 2,646,540.0000 52,599.98 02/29/2008 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 48,381.65 02/29/2008 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 3,365.46 02/29/2008 71X4074 7174LEDFC 09/30/2022 02007 5.199998400 1,451,690.2400 31,453.28 02/29/2008 71X4074 7174NATUR 09/30/2013 02007 5.199998400 76,403.5300 1,655.41 02/29/2008 71X4074 7174LAFIS 09/30/2033 02008 5.199998400 5,412,500.0000 117,270.80 02/29/2008 ------------------------ ---------------------- 745,362,872.0400 14,343,813.07 ======================== ====================== 745,362,872.0400 14,343,813.07 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00