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 27,260.00 05/31/2008 71X4074 7174BAKU 09/30/2015 01994 6.770001600 884,760.0000 39,932.18 05/31/2008 71X4074 7174DIMIT 09/30/2014 01994 6.770001600 1,016,520.0000 45,878.95 05/31/2008 71X4074 7174GEORG 09/30/2015 01994 6.770001600 622,800.0000 28,109.05 05/31/2008 71X4074 7174INTLM 09/30/2015 01994 6.770001600 18,302,000.0000 826,030.46 05/31/2008 71X4074 7174KREDI 09/30/2016 01994 6.770001600 7,242,750.0000 326,889.53 05/31/2008 71X4074 7174NEVSK 09/30/2013 01994 6.770001600 253,916.0000 11,460.08 05/31/2008 71X4074 7174NPIZZ 09/30/2013 01994 6.770001600 3,956,500.0000 178,570.08 05/31/2008 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,765,073.3500 79,663.66 05/31/2008 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 14,387.61 05/31/2008 71X4074 7174NYPRO 09/30/2015 01994 6.770001600 2,632,230.0000 118,801.34 05/31/2008 71X4074 7174PAPAS 09/30/2013 01994 6.770001600 964,812.0000 43,545.19 05/31/2008 71X4074 7174SANTE 09/30/2014 01994 6.770001600 3,574,800.0000 161,342.68 05/31/2008 71X4074 7174SMBUS 09/30/2011 01994 6.770001600 27,474,000.0000 1,239,993.49 05/31/2008 71X4074 7174TASKN 09/30/2014 01994 6.770001600 1,512,480.0000 68,263.28 05/31/2008 71X4074 7174WINNE 09/30/2013 01994 6.770001600 2,219,750.0000 100,184.74 05/31/2008 71X4074 717497COH 09/30/2015 01997 5.299999200 162,000.0000 5,724.00 05/31/2008 71X4074 7174TECNO 09/30/2019 01997 5.299999200 470,000.0000 16,606.66 05/31/2008 71X4074 7174ARHC 09/30/2014 01998 4.759999200 12,584,600.0000 399,351.24 05/31/2008 71X4074 7174COUNT 09/30/2011 01998 4.759999200 356,075.3000 11,299.45 05/31/2008 71X4074 7174PHYTO 09/30/2011 01998 4.759999200 8,435,348.0900 267,681.67 05/31/2008 71X4074 717499COH 09/30/2015 01999 5.649998400 5,039,000.0000 189,802.28 05/31/2008 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 21,400,000.0000 806,066.44 05/31/2008 71X4074 7174DAYAI 09/30/2009 02000 5.040000000 611,005.0000 20,529.77 05/31/2008 71X4074 7174DEXTE 09/30/2009 02000 5.040000000 79,350.0000 2,666.16 05/31/2008 71X4074 7174FLAMA 09/30/2012 02000 5.040000000 182,647.0000 6,136.94 05/31/2008 71X4074 7174INOL2 09/30/2009 02000 5.040000000 6,500,000.0000 218,400.00 05/31/2008 71X4074 7174INOL3 09/30/2010 02000 5.040000000 10,000,000.0000 336,000.00 05/31/2008 71X4074 7174INOL4 09/30/2011 02000 5.040000000 3,000,000.0000 100,800.00 05/31/2008 71X4074 7174INOL5 09/30/2012 02000 5.040000000 12,000,000.0000 403,200.00 05/31/2008 71X4074 7174INOL6 09/30/2013 02000 5.040000000 10,000,000.0000 336,000.00 05/31/2008 71X4074 7174RITZ 09/30/2015 02000 5.040000000 3,464,094.0000 116,393.56 05/31/2008 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,643,000.0000 38,446.20 05/31/2008 71X4074 7174CHF2 09/30/2010 02001 3.510000000 2,185,500.0000 51,140.70 05/31/2008 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 422,571.1000 9,888.16 05/31/2008 71X4074 7174MONGO 09/30/2013 02001 3.510000000 232,400.0000 5,438.16 05/31/2008 71X4074 7174PACSU 09/30/2011 02001 3.510000000 505,080.0000 11,818.87 05/31/2008 71X4074 7174RAYMN 09/30/2009 02001 3.510000000 1,656,550.0000 38,763.27 05/31/2008 71X4074 7174SANMA 09/30/2010 02001 3.510000000 404,955.0000 9,475.95 05/31/2008 71X4074 7174SNPUM 09/30/2013 02001 3.510000000 424,561.5000 9,934.74 05/31/2008 71X4074 7174WENRE 09/30/2010 02001 3.510000000 292,470.0000 6,843.80 05/31/2008 71X4074 7174ABCRO 09/30/2009 02003 4.060000800 77,970.0000 2,110.39 05/31/2008 71X4074 7174ADEBO 09/30/2012 02003 4.060000800 650,880.0000 17,617.16 05/31/2008 71X4074 7174ADMIN 09/30/2011 02003 4.060000800 364,901.4200 9,876.67 05/31/2008 71X4074 7174AMWOO 09/30/2009 02003 4.060000800 519,540.0000 14,062.22 05/31/2008 71X4074 7174BFCI 09/30/2010 02003 4.060000800 375,544.0000 10,164.73 05/31/2008 71X4074 7174BRAVO 09/30/2013 02003 4.060000800 1,490,480.0000 40,342.33 05/31/2008 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 79,021.42 05/31/2008 71X4074 7174CDN 09/30/2016 02003 4.060000800 12,665,700.0000 342,818.35 05/31/2008 71X4074 7174CEAR 09/30/2016 02003 4.060000800 6,197,750.0000 167,752.47 05/31/2008 71X4074 7174CONSE 09/30/2011 02003 4.060000800 1,600,624.4100 43,323.58 05/31/2008 71X4074 7174GHP 09/30/2008 02003 4.060000800 550,440.0000 14,898.58 05/31/2008 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 22,347.87 05/31/2008 71X4074 7174HIV 09/30/2015 02003 4.060000800 249,975,000.0000 6,765,991.33 05/31/2008 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,854,954.1200 77,274.11 05/31/2008 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 9,710,000.0000 262,817.39 05/31/2008 71X4074 7174MEDP0 09/30/2010 02003 4.060000800 5,827.0000 157.72 05/31/2008 71X4074 7174MERCG 09/30/2014 02003 4.060000800 1,265,376.0000 34,249.52 05/31/2008 71X4074 7174NAMFL 09/30/2010 02003 4.060000800 806,900.0000 21,840.10 05/31/2008 71X4074 7174OANDS 09/30/2011 02003 4.060000800 279,090.0000 7,554.04 05/31/2008 71X4074 7174PRHIN 09/30/2011 02003 4.060000800 71,080.0000 1,923.90 05/31/2008 71X4074 7174PRINC 09/30/2009 02003 4.060000800 84,750.0000 2,293.90 05/31/2008 71X4074 7174PROCR 09/30/2010 02003 4.060000800 8,792,000.0000 237,970.18 05/31/2008 71X4074 7174PYMM 09/30/2017 02003 4.060000800 9,963,000.0000 269,665.25 05/31/2008 71X4074 7174RURAL 09/30/2013 02003 4.060000800 785,900.0000 21,271.70 05/31/2008 71X4074 7174SHORE 09/30/2013 02003 4.060000800 2,275,750.0000 61,596.98 05/31/2008 71X4074 7174TARSA 09/30/2008 02003 4.060000800 123,360.0000 3,338.94 05/31/2008 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,895,100.0000 82,413.84 05/31/2008 71X4074 7174BPSC 09/30/2010 02004 4.269999600 813,800.0000 23,166.17 05/31/2008 71X4074 7174BRUCH 09/30/2014 02004 4.269999600 379,400.0000 10,800.25 05/31/2008 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,629,080.0000 74,841.14 05/31/2008 71X4074 7174CASMA 09/30/2015 02004 4.269999600 913,660.0000 26,008.85 05/31/2008 71X4074 7174EANDC 09/30/2010 02004 4.269999600 106,960.0000 3,044.79 05/31/2008 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,369,375.0000 152,848.19 05/31/2008 71X4074 7174FERRE 09/30/2013 02004 4.269999600 75,868.0000 2,159.71 05/31/2008 71X4074 7174GEOSV 09/30/2012 02004 4.269999600 465,152.0000 13,241.33 05/31/2008 71X4074 7174GOLCY 09/30/2012 02004 4.269999600 145,820.0000 4,151.01 05/31/2008 71X4074 7174GOLDC 09/30/2011 02004 4.269999600 107,906.8000 3,071.75 05/31/2008 71X4074 7174IBS 09/30/2010 02004 4.269999600 176,610.0000 5,027.50 05/31/2008 71X4074 7174IRAQM 09/30/2009 02004 4.269999600 30,633,126.4800 872,022.92 05/31/2008 71X4074 7174KOZNE 09/30/2017 02004 4.269999600 4,126,650.0000 117,471.96 05/31/2008 71X4074 7174LAGRA 09/30/2012 02004 4.269999600 3,893,354.4000 110,830.81 05/31/2008 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,478,340.0000 554,483.36 05/31/2008 71X4074 7174MAJES 09/30/2013 02004 4.269999600 1,208,700.0000 34,407.66 05/31/2008 71X4074 7174PASTU 09/30/2020 02004 4.269999600 4,416,500.0000 125,723.02 05/31/2008 71X4074 7174PROCR 09/30/2010 02004 4.269999600 2,687,100.0000 76,492.77 05/31/2008 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 70,576.83 05/31/2008 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 76,218.41 05/31/2008 71X4074 7174RAYM1 09/30/2011 02004 4.269999600 354,357.7500 10,087.38 05/31/2008 71X4074 7174SALAD 09/30/2014 02004 4.269999600 451,495.0000 12,852.56 05/31/2008 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,797,200.0000 79,626.95 05/31/2008 71X4074 7174ZSTAR 09/30/2012 02004 4.269999600 1,435,600.0000 40,866.74 05/31/2008 71X4074 71743PAPA 09/30/2010 02005 4.470001200 707,200.0000 21,074.57 05/31/2008 71X4074 7174AFGHA 09/30/2014 02005 4.470001200 192,881.1000 5,747.86 05/31/2008 71X4074 7174BAGRA 09/30/2014 02005 4.470001200 629,580.0000 18,761.49 05/31/2008 71X4074 7174BRASI 09/30/2013 02005 4.470001200 3,155,130.0000 94,022.90 05/31/2008 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 73,047.27 05/31/2008 71X4074 7174CONDO 09/30/2010 02005 4.470001200 6,276,380.0000 187,036.17 05/31/2008 71X4074 7174EMERL 09/30/2011 02005 4.470001200 838,200.0000 24,978.37 05/31/2008 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,956,000.0000 117,888.83 05/31/2008 71X4074 7174HERMI 09/30/2010 02005 4.470001200 2,098,040.0000 62,521.61 05/31/2008 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 34,307.26 05/31/2008 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 1,798,730.0000 53,602.17 05/31/2008 71X4074 7174MEDRO 09/30/2013 02005 4.470001200 2,869,500.0000 85,511.12 05/31/2008 71X4074 7174MICR 09/30/2011 02005 4.470001200 1,397,400.0000 41,642.53 05/31/2008 71X4074 7174PROCR 09/30/2011 02005 4.470001200 4,418,500.0000 131,671.34 05/31/2008 71X4074 7174PROCR 09/30/2016 02005 4.470001200 26,350,000.0000 785,230.21 05/31/2008 71X4074 7174ROUML 09/30/2009 02005 4.470001200 260,505.0000 7,763.05 05/31/2008 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 32,171.34 05/31/2008 71X4074 7174SUBSE 09/30/2011 02005 4.470001200 437,195.0000 13,028.41 05/31/2008 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 25,029.03 05/31/2008 71X4074 7174WESPR 09/30/2010 02005 4.470001200 371,500.0000 11,070.70 05/31/2008 71X4074 7174WESWO 09/30/2023 02005 4.470001200 1,877,400.0000 55,946.54 05/31/2008 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,648,896.0000 116,034.89 05/31/2008 71X4074 7174BDCC 09/30/2022 02006 4.770000000 5,165,000.0000 164,247.00 05/31/2008 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,870,434.8000 313,879.83 05/31/2008 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 183,471.56 05/31/2008 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,152,580.0000 36,652.04 05/31/2008 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 7,765.51 05/31/2008 71X4074 7174GABON 09/30/2011 02006 4.770000000 1,637,100.0000 52,059.78 05/31/2008 71X4074 7174GANHO 09/30/2022 02006 4.770000000 8,943,583.1600 284,405.94 05/31/2008 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 150,034.98 05/31/2008 71X4074 7174GREEN 09/30/2018 02006 4.770000000 6,030,934.2100 191,783.71 05/31/2008 71X4074 7174INTCO 09/30/2020 02006 4.770000000 1,186,080.0000 37,717.34 05/31/2008 71X4074 7174INTVI 09/30/2012 02006 5.140000800 1,690,800.0000 57,938.09 05/31/2008 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 22,242,120.0000 707,299.42 05/31/2008 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 359,720.0000 11,439.10 05/31/2008 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 604,015.56 05/31/2008 71X4074 7174NATUR 09/30/2012 02006 4.770000000 398,263.8400 12,664.79 05/31/2008 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 89,076.89 05/31/2008 71X4074 7174QTO2 09/30/2009 02006 5.140000800 412,790.0000 14,144.94 05/31/2008 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,634,040.2900 83,762.48 05/31/2008 71X4074 7174SIGMA 09/30/2009 02006 5.140000800 5,499,600.0000 188,452.99 05/31/2008 71X4074 7174XTRE1 09/30/2016 02006 4.770000000 2,646,540.0000 84,159.97 05/31/2008 71X4074 717407COH 09/30/2015 02007 5.199998400 101,000.0000 3,501.33 05/31/2008 71X4074 7174AFGGR 09/30/2022 02007 5.199998400 782,640.0000 27,131.51 05/31/2008 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 77,410.64 05/31/2008 71X4074 7174BDCC2 09/30/2028 02007 5.199998400 725,634.0000 25,155.30 05/31/2008 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 5,384.74 05/31/2008 71X4074 7174LEDFC 09/30/2022 02007 5.199998400 1,451,690.2400 50,325.25 05/31/2008 71X4074 7174NATUR 09/30/2013 02007 5.199998400 137,700.0000 4,773.60 05/31/2008 71X4074 7174LAFIS 09/30/2033 02008 5.199998400 5,412,500.0000 187,633.28 05/31/2008 ------------------------ ---------------------- 761,190,320.1600 23,497,812.30 ======================== ====================== 761,190,320.1600 23,497,812.30 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00