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 3,407.50 10/31/2007 71X4074 7174BAKU 09/30/2015 01994 6.770001600 884,760.0000 4,991.52 10/31/2007 71X4074 7174DIMIT 09/30/2014 01994 6.770001600 1,016,520.0000 5,734.87 10/31/2007 71X4074 7174GEORG 09/30/2015 01994 6.770001600 622,800.0000 3,513.63 10/31/2007 71X4074 7174INTLM 09/30/2015 01994 6.770001600 18,302,000.0000 103,253.81 10/31/2007 71X4074 7174KREDI 09/30/2016 01994 6.770001600 4,828,500.0000 27,240.79 10/31/2007 71X4074 7174NEVSK 09/30/2013 01994 6.770001600 253,916.0000 1,432.51 10/31/2007 71X4074 7174NPIZZ 09/30/2013 01994 6.770001600 3,956,500.0000 22,321.26 10/31/2007 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,765,073.3500 9,957.96 10/31/2007 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 1,798.45 10/31/2007 71X4074 7174NYPRO 09/30/2015 01994 6.770001600 2,632,230.0000 14,850.17 10/31/2007 71X4074 7174PAPAS 09/30/2013 01994 6.770001600 964,812.0000 5,443.15 10/31/2007 71X4074 7174SANTE 09/30/2014 01994 6.770001600 3,574,800.0000 20,167.83 10/31/2007 71X4074 7174SMBUS 09/30/2011 01994 6.770001600 27,474,000.0000 154,999.19 10/31/2007 71X4074 7174TASKN 09/30/2014 01994 6.770001600 1,512,480.0000 8,532.91 10/31/2007 71X4074 7174WINNE 09/30/2013 01994 6.770001600 2,219,750.0000 12,523.09 10/31/2007 71X4074 7174TECNO 09/30/2019 01997 5.299999200 470,000.0000 2,075.83 10/31/2007 71X4074 7174ARHC 09/30/2014 01998 4.759999200 12,584,600.0000 49,918.90 10/31/2007 71X4074 7174COUNT 09/30/2011 01998 4.759999200 356,075.3000 1,412.43 10/31/2007 71X4074 7174PHYTO 09/30/2011 01998 4.759999200 8,435,348.0900 33,460.21 10/31/2007 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 21,400,000.0000 100,758.30 10/31/2007 71X4074 7174DAYAI 09/30/2009 02000 5.040000000 611,005.0000 2,566.22 10/31/2007 71X4074 7174DEXTE 09/30/2009 02000 5.040000000 79,350.0000 333.27 10/31/2007 71X4074 7174FLAMA 09/30/2012 02000 5.040000000 182,647.0000 767.12 10/31/2007 71X4074 7174INOL2 09/30/2009 02000 5.040000000 6,500,000.0000 27,300.00 10/31/2007 71X4074 7174INOL3 09/30/2010 02000 5.040000000 10,000,000.0000 42,000.00 10/31/2007 71X4074 7174INOL4 09/30/2011 02000 5.040000000 3,000,000.0000 12,600.00 10/31/2007 71X4074 7174INOL5 09/30/2012 02000 5.040000000 12,000,000.0000 50,400.00 10/31/2007 71X4074 7174INOL6 09/30/2013 02000 5.040000000 10,000,000.0000 42,000.00 10/31/2007 71X4074 7174RITZ 09/30/2015 02000 5.040000000 3,464,094.0000 14,549.19 10/31/2007 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,643,000.0000 4,805.78 10/31/2007 71X4074 7174CHF2 09/30/2010 02001 3.510000000 2,185,500.0000 6,392.59 10/31/2007 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 422,571.1000 1,236.02 10/31/2007 71X4074 7174MONGO 09/30/2013 02001 3.510000000 232,400.0000 679.77 10/31/2007 71X4074 7174PACSU 09/30/2011 02001 3.510000000 505,080.0000 1,477.36 10/31/2007 71X4074 7174RAYMN 09/30/2009 02001 3.510000000 1,656,550.0000 4,845.41 10/31/2007 71X4074 7174SANMA 09/30/2010 02001 3.510000000 404,955.0000 1,184.49 10/31/2007 71X4074 7174SNPUM 09/30/2013 02001 3.510000000 424,561.5000 1,241.84 10/31/2007 71X4074 7174WENRE 09/30/2010 02001 3.510000000 292,470.0000 855.47 10/31/2007 71X4074 7174ABCRO 09/30/2009 02003 4.060000800 77,970.0000 263.80 10/31/2007 71X4074 7174ADEBO 09/30/2012 02003 4.060000800 650,880.0000 2,202.14 10/31/2007 71X4074 7174ADMIN 09/30/2011 02003 4.060000800 364,901.4200 1,234.58 10/31/2007 71X4074 7174AMWOO 09/30/2009 02003 4.060000800 519,540.0000 1,757.78 10/31/2007 71X4074 7174BFCI 09/30/2010 02003 4.060000800 375,544.0000 1,270.59 10/31/2007 71X4074 7174BRAVO 09/30/2013 02003 4.060000800 1,490,480.0000 5,042.79 10/31/2007 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 9,877.68 10/31/2007 71X4074 7174CDN 09/30/2016 02003 4.060000800 12,665,700.0000 42,852.29 10/31/2007 71X4074 7174CEAR 09/30/2016 02003 4.060000800 6,197,750.0000 20,969.06 10/31/2007 71X4074 7174CONSE 09/30/2011 02003 4.060000800 1,350,034.4100 4,567.62 10/31/2007 71X4074 7174GHP 09/30/2008 02003 4.060000800 550,440.0000 1,862.32 10/31/2007 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 2,793.48 10/31/2007 71X4074 7174HIV 09/30/2015 02003 4.060000800 249,975,000.0000 845,748.92 10/31/2007 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,854,954.1200 9,659.26 10/31/2007 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 9,710,000.0000 32,852.17 10/31/2007 71X4074 7174MERCG 09/30/2014 02003 4.060000800 1,265,376.0000 4,281.19 10/31/2007 71X4074 7174NAMFL 09/30/2010 02003 4.060000800 806,900.0000 2,730.01 10/31/2007 71X4074 7174OANDS 09/30/2011 02003 4.060000800 279,090.0000 944.25 10/31/2007 71X4074 7174PRHIN 09/30/2011 02003 4.060000800 71,080.0000 240.49 10/31/2007 71X4074 7174PRINC 09/30/2009 02003 4.060000800 84,750.0000 286.74 10/31/2007 71X4074 7174PROCR 09/30/2010 02003 4.060000800 8,792,000.0000 29,746.27 10/31/2007 71X4074 7174PYMM 09/30/2017 02003 4.060000800 9,963,000.0000 33,708.16 10/31/2007 71X4074 7174RURAL 09/30/2013 02003 4.060000800 785,900.0000 2,658.96 10/31/2007 71X4074 7174SHORE 09/30/2013 02003 4.060000800 2,275,750.0000 7,699.62 10/31/2007 71X4074 7174TARSA 09/30/2008 02003 4.060000800 123,360.0000 417.37 10/31/2007 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,895,100.0000 10,301.73 10/31/2007 71X4074 7174BPSC 09/30/2010 02004 4.269999600 813,800.0000 2,895.77 10/31/2007 71X4074 7174BRUCH 09/30/2014 02004 4.269999600 379,400.0000 1,350.03 10/31/2007 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,629,080.0000 9,355.14 10/31/2007 71X4074 7174CASMA 09/30/2015 02004 4.269999600 913,660.0000 3,251.11 10/31/2007 71X4074 7174EANDC 09/30/2010 02004 4.269999600 106,960.0000 380.60 10/31/2007 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,154,600.0000 18,341.78 10/31/2007 71X4074 7174FERRE 09/30/2013 02004 4.269999600 75,868.0000 269.96 10/31/2007 71X4074 7174GEOSV 09/30/2012 02004 4.269999600 465,152.0000 1,655.17 10/31/2007 71X4074 7174GOLCY 09/30/2012 02004 4.269999600 145,820.0000 518.88 10/31/2007 71X4074 7174GOLDC 09/30/2011 02004 4.269999600 107,906.8000 383.97 10/31/2007 71X4074 7174IBS 09/30/2010 02004 4.269999600 176,610.0000 628.44 10/31/2007 71X4074 7174IRAQM 09/30/2009 02004 4.269999600 24,086,359.4400 85,707.29 10/31/2007 71X4074 7174KOZNE 09/30/2017 02004 4.269999600 4,126,650.0000 14,683.99 10/31/2007 71X4074 7174LAGRA 09/30/2012 02004 4.269999600 3,893,354.4000 13,853.85 10/31/2007 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,478,340.0000 69,310.42 10/31/2007 71X4074 7174MAJES 09/30/2013 02004 4.269999600 1,208,700.0000 4,300.96 10/31/2007 71X4074 7174PASTU 09/30/2020 02004 4.269999600 4,416,500.0000 15,715.38 10/31/2007 71X4074 7174PROCR 09/30/2010 02004 4.269999600 2,687,100.0000 9,561.60 10/31/2007 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 8,822.10 10/31/2007 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 9,527.30 10/31/2007 71X4074 7174RAYM1 09/30/2011 02004 4.269999600 354,357.7500 1,260.92 10/31/2007 71X4074 7174SALAD 09/30/2014 02004 4.269999600 451,495.0000 1,606.57 10/31/2007 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,797,200.0000 9,953.37 10/31/2007 71X4074 7174ZSTAR 09/30/2012 02004 4.269999600 1,435,600.0000 5,108.34 10/31/2007 71X4074 71743PAPA 09/30/2010 02005 4.470001200 707,200.0000 2,634.32 10/31/2007 71X4074 7174AFGHA 09/30/2014 02005 4.470001200 192,881.1000 718.48 10/31/2007 71X4074 7174BAGRA 09/30/2014 02005 4.470001200 629,580.0000 2,345.19 10/31/2007 71X4074 7174BRASI 09/30/2013 02005 4.470001200 3,155,130.0000 11,752.86 10/31/2007 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 9,130.91 10/31/2007 71X4074 7174CONDO 09/30/2010 02005 4.470001200 6,276,380.0000 23,379.52 10/31/2007 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,956,000.0000 14,736.10 10/31/2007 71X4074 7174HERMI 09/30/2010 02005 4.470001200 2,098,040.0000 7,815.20 10/31/2007 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 4,288.41 10/31/2007 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 1,798,730.0000 6,700.27 10/31/2007 71X4074 7174MEDRO 09/30/2013 02005 4.470001200 2,869,500.0000 10,688.89 10/31/2007 71X4074 7174MICR 09/30/2011 02005 4.470001200 1,397,400.0000 5,205.32 10/31/2007 71X4074 7174PROCR 09/30/2011 02005 4.470001200 4,418,500.0000 16,458.92 10/31/2007 71X4074 7174PROCR 09/30/2016 02005 4.470001200 26,350,000.0000 98,153.78 10/31/2007 71X4074 7174ROUML 09/30/2009 02005 4.470001200 260,505.0000 970.38 10/31/2007 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 4,021.42 10/31/2007 71X4074 7174SUBSE 09/30/2011 02005 4.470001200 437,195.0000 1,628.55 10/31/2007 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 3,128.63 10/31/2007 71X4074 7174WESPR 09/30/2010 02005 4.470001200 371,500.0000 1,383.84 10/31/2007 71X4074 7174WESWO 09/30/2023 02005 4.470001200 1,877,400.0000 6,993.32 10/31/2007 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,648,896.0000 14,504.36 10/31/2007 71X4074 7174BDCC 09/30/2022 02006 4.770000000 5,165,000.0000 20,530.88 10/31/2007 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,870,434.8000 39,234.98 10/31/2007 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 22,933.95 10/31/2007 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,152,580.0000 4,581.51 10/31/2007 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 970.69 10/31/2007 71X4074 7174GABON 09/30/2011 02006 4.770000000 1,637,100.0000 6,507.47 10/31/2007 71X4074 7174GANHO 09/30/2022 02006 4.770000000 2,644,323.6300 10,511.19 10/31/2007 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 18,754.37 10/31/2007 71X4074 7174GREEN 09/30/2018 02006 4.770000000 6,030,934.2100 23,972.96 10/31/2007 71X4074 7174INTCO 09/30/2020 02006 4.770000000 889,560.0000 3,536.00 10/31/2007 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 20,098,000.0000 79,889.55 10/31/2007 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 359,720.0000 1,429.89 10/31/2007 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 75,501.95 10/31/2007 71X4074 7174NATUR 09/30/2012 02006 4.770000000 360,493.0000 1,432.96 10/31/2007 71X4074 7174OLARD 09/30/2013 02006 4.770000000 1,595,105.0000 6,340.54 10/31/2007 71X4074 7174QTO2 09/30/2009 02006 5.140000800 412,790.0000 1,768.12 10/31/2007 71X4074 7174SALVA 09/30/2017 02006 4.770000000 1,530,639.7400 6,084.29 10/31/2007 71X4074 7174SIGMA 09/30/2009 02006 5.140000800 3,208,100.0000 13,741.36 10/31/2007 71X4074 7174XTRE1 09/30/2016 02006 4.770000000 2,646,540.0000 10,520.00 10/31/2007 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 9,676.33 10/31/2007 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 673.09 10/31/2007 ------------------------ ---------------------- 722,038,320.9600 2,772,671.80 ======================== ====================== 722,038,320.9600 2,772,671.80 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4074 INTADJUST 09/30/2007 INT + 0.0000 385,236.80 442759 ------------------------ ---------------------- 0.0000 385,236.80 ======================== ====================== 0.0000 385,236.80