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 6.009998400 603,988.0000 30,249.72 07/31/2007 71X4074 7174ABAME 09/30/2008 01994 6.009998400 0.5000 0.03 07/31/2007 71X4074 7174BAKU 09/30/2015 01994 6.009998400 884,760.0000 44,311.72 07/31/2007 71X4074 7174DIMIT 09/30/2014 01994 6.009998400 1,016,520.0000 50,910.70 07/31/2007 71X4074 7174GEORG 09/30/2015 01994 6.009998400 622,800.0000 31,191.89 07/31/2007 71X4074 7174GOLDS 09/30/2015 01994 6.009998400 0.0100 0.00 07/31/2007 71X4074 7174INTLM 09/30/2015 01994 6.009998400 18,302,000.0000 916,624.92 07/31/2007 71X4074 7174KREDI 09/30/2016 01994 6.009998400 2,414,250.0000 120,913.66 07/31/2007 71X4074 7174NEVSK 09/30/2013 01994 6.009998400 253,916.0000 12,716.96 07/31/2007 71X4074 7174NPIZZ 09/30/2013 01994 6.009998400 3,956,500.0000 198,154.66 07/31/2007 71X4074 7174NYPRO 09/30/2015 01994 6.009998400 2,632,230.0000 131,830.82 07/31/2007 71X4074 7174PAPAS 09/30/2013 01994 6.009998400 964,812.0000 48,320.99 07/31/2007 71X4074 7174SANTE 09/30/2014 01994 6.009998400 2,234,250.0000 111,898.66 07/31/2007 71X4074 7174SMBUS 09/30/2011 01994 6.009998400 27,474,000.0000 1,375,989.13 07/31/2007 71X4074 7174TASKN 09/30/2014 01994 6.009998400 1,512,480.0000 75,750.02 07/31/2007 71X4074 7174WINNE 09/30/2013 01994 6.009998400 2,219,750.0000 111,172.45 07/31/2007 71X4074 717497COH 09/30/2014 01997 5.249998800 1,800,000.0000 78,749.98 07/31/2007 71X4074 7174TECNO 09/30/2019 01997 5.249998800 16,470,000.0000 720,562.34 07/31/2007 71X4074 717498COH 09/30/2014 01998 5.400000000 80,000.0000 3,600.00 07/31/2007 71X4074 7174ARHC 09/30/2014 01998 5.400000000 16,180,200.0000 728,109.00 07/31/2007 71X4074 7174COUNT 09/30/2011 01998 5.400000000 356,075.3000 16,023.39 07/31/2007 71X4074 7174DODLH 09/30/2014 01998 5.400000000 3,868,865.0000 174,098.93 07/31/2007 71X4074 7174PHYTO 09/30/2011 01998 5.400000000 8,435,348.0900 379,590.66 07/31/2007 71X4074 7174VTRAC 09/30/2012 01998 5.400000000 652,400.1100 29,358.00 07/31/2007 71X4074 7174HTBIL 09/30/2014 01999 4.600000800 26,000,000.0000 996,666.84 07/31/2007 71X4074 7174ISTSC 09/30/2008 01999 4.600000800 6,585,600.0000 252,448.04 07/31/2007 71X4074 7174DAYAI 09/30/2009 02000 4.150000800 611,005.0000 21,130.59 07/31/2007 71X4074 7174DEXTE 09/30/2009 02000 4.150000800 79,350.0000 2,744.19 07/31/2007 71X4074 7174FLAMA 09/30/2012 02000 4.150000800 182,647.0000 6,316.54 07/31/2007 71X4074 7174INOL1 09/30/2008 02000 4.150000800 12,500,000.0000 432,291.75 07/31/2007 71X4074 7174INOL2 09/30/2009 02000 4.150000800 6,500,000.0000 224,791.71 07/31/2007 71X4074 7174INOL3 09/30/2010 02000 4.150000800 10,000,000.0000 345,833.40 07/31/2007 71X4074 7174INOL4 09/30/2011 02000 4.150000800 3,000,000.0000 103,750.02 07/31/2007 71X4074 7174INOL5 09/30/2012 02000 4.150000800 12,000,000.0000 415,000.08 07/31/2007 71X4074 7174INOL6 09/30/2013 02000 4.150000800 10,000,000.0000 345,833.40 07/31/2007 71X4074 7174INTER 09/30/2007 02000 4.150000800 31,000,000.0000 1,072,083.54 07/31/2007 71X4074 7174NHSER 09/30/2010 02000 4.150000800 1,028,836.0000 35,580.59 07/31/2007 71X4074 7174PRICE 09/30/2010 02000 4.150000800 4,352,000.0000 150,506.70 07/31/2007 71X4074 7174RITZ 09/30/2015 02000 4.150000800 3,464,094.0000 119,799.94 07/31/2007 71X4074 7174AFRIC 09/30/2012 02001 6.059998800 1,643,000.0000 82,971.48 07/31/2007 71X4074 7174CHF2 09/30/2010 02001 6.059998800 2,185,500.0000 110,367.73 07/31/2007 71X4074 7174DAYAR 09/30/2009 02001 6.059998800 797,850.0000 40,291.42 07/31/2007 71X4074 7174MEDFR 09/30/2013 02001 6.059998800 422,571.1000 21,339.84 07/31/2007 71X4074 7174MONGO 09/30/2013 02001 6.059998800 232,400.0000 11,736.20 07/31/2007 71X4074 7174PACSU 09/30/2011 02001 6.059998800 505,080.0000 25,506.53 07/31/2007 71X4074 7174RAYMN 09/30/2009 02001 6.059998800 2,129,850.0000 107,557.40 07/31/2007 71X4074 7174SANMA 09/30/2010 02001 6.059998800 404,955.0000 20,450.22 07/31/2007 71X4074 7174SNPUM 09/30/2013 02001 6.059998800 424,561.5000 21,440.35 07/31/2007 71X4074 7174WENRE 09/30/2010 02001 6.059998800 292,470.0000 14,769.73 07/31/2007 71X4074 717403COH 09/30/2014 02003 5.040000000 6,500,000.0000 273,000.00 07/31/2007 71X4074 7174ABCRO 09/30/2009 02003 5.040000000 77,970.0000 3,274.74 07/31/2007 71X4074 7174ABI 09/30/2015 02003 5.040000000 8,335,613.0000 350,095.75 07/31/2007 71X4074 7174ADEBO 09/30/2012 02003 5.040000000 650,880.0000 27,336.96 07/31/2007 71X4074 7174ADMIN 09/30/2011 02003 5.040000000 364,901.4200 15,325.86 07/31/2007 71X4074 7174AFCO 09/30/2008 02003 5.040000000 1,141,200.0000 47,930.40 07/31/2007 71X4074 7174AFCO 09/30/2010 02003 5.040000000 570,600.0000 23,965.20 07/31/2007 71X4074 7174AMWOO 09/30/2009 02003 5.040000000 2,336,577.7300 98,136.26 07/31/2007 71X4074 7174BFCI 09/30/2010 02003 5.040000000 375,544.0000 15,772.85 07/31/2007 71X4074 7174BRAVO 09/30/2013 02003 5.040000000 1,490,480.0000 62,600.16 07/31/2007 71X4074 7174BRAZE 09/30/2010 02003 5.040000000 2,919,510.0000 122,619.42 07/31/2007 71X4074 7174CDN 09/30/2016 02003 5.040000000 12,665,700.0000 531,959.40 07/31/2007 71X4074 7174CEAR 09/30/2016 02003 5.040000000 6,197,750.0000 260,305.50 07/31/2007 71X4074 7174CONSE 09/30/2011 02003 5.040000000 1,350,034.4100 56,701.45 07/31/2007 71X4074 7174DOMES 09/30/2011 02003 5.040000000 1,024,560.0000 43,031.52 07/31/2007 71X4074 7174GHP 09/30/2008 02003 5.040000000 550,440.0000 23,118.48 07/31/2007 71X4074 7174GHP1 09/30/2014 02003 5.040000000 825,660.0000 34,677.72 07/31/2007 71X4074 7174HIV 09/30/2015 02003 5.040000000 249,975,000.0000 10,498,950.00 07/31/2007 71X4074 7174JOPA 09/30/2023 02003 5.040000000 2,854,954.1200 119,908.07 07/31/2007 71X4074 7174LAFIS 09/30/2022 02003 5.040000000 9,710,000.0000 407,820.00 07/31/2007 71X4074 7174LATIN 09/30/2010 02003 5.040000000 5,976,857.7300 251,028.02 07/31/2007 71X4074 7174MAGNU 09/30/2010 02003 5.040000000 545,805.0000 22,923.81 07/31/2007 71X4074 7174MERCG 09/30/2014 02003 5.040000000 1,627,818.4200 68,368.37 07/31/2007 71X4074 7174NAMFL 09/30/2010 02003 5.040000000 806,900.0000 33,889.80 07/31/2007 71X4074 7174OANDS 09/30/2011 02003 5.040000000 279,090.0000 11,721.78 07/31/2007 71X4074 7174PACS2 09/30/2011 02003 5.040000000 281,919.0000 11,840.60 07/31/2007 71X4074 7174PIMEN 09/30/2009 02003 5.040000000 2,723,840.0000 114,401.28 07/31/2007 71X4074 7174PRHIN 09/30/2011 02003 5.040000000 71,080.0000 2,985.36 07/31/2007 71X4074 7174PRINC 09/30/2009 02003 5.040000000 84,750.0000 3,559.50 07/31/2007 71X4074 7174PROCR 09/30/2010 02003 5.040000000 8,792,000.0000 369,264.00 07/31/2007 71X4074 7174PYMM 09/30/2017 02003 5.040000000 9,963,000.0000 418,446.00 07/31/2007 71X4074 7174ROTA 09/30/2008 02003 5.040000000 1,231,792.0000 51,735.26 07/31/2007 71X4074 7174ROUME 09/30/2009 02003 5.040000000 2,028,750.0000 85,207.50 07/31/2007 71X4074 7174RURAL 09/30/2013 02003 5.040000000 785,900.0000 33,007.80 07/31/2007 71X4074 7174SHORE 09/30/2013 02003 5.040000000 2,275,750.0000 95,581.50 07/31/2007 71X4074 7174SPORT 09/30/2008 02003 5.040000000 672,000.0000 28,224.00 07/31/2007 71X4074 7174TARSA 09/30/2008 02003 5.040000000 123,360.0000 5,181.12 07/31/2007 71X4074 7174ABUJA 09/30/2016 02004 4.349998800 2,895,100.0000 104,947.35 07/31/2007 71X4074 7174BPSC 09/30/2010 02004 4.349998800 813,800.0000 29,500.24 07/31/2007 71X4074 7174BRUCH 09/30/2014 02004 4.349998800 379,400.0000 13,753.25 07/31/2007 71X4074 7174BUTLE 09/30/2019 02004 4.349998800 2,629,080.0000 95,304.12 07/31/2007 71X4074 7174CASMA 09/30/2015 02004 4.349998800 913,660.0000 33,120.17 07/31/2007 71X4074 7174EANDC 09/30/2010 02004 4.349998800 106,960.0000 3,877.30 07/31/2007 71X4074 7174EMERG 09/30/2015 02004 4.349998800 5,154,600.0000 186,854.20 07/31/2007 71X4074 7174FERRE 09/30/2013 02004 4.349998800 75,868.0000 2,750.21 07/31/2007 71X4074 7174GEOSV 09/30/2012 02004 4.349998800 465,152.0000 16,861.76 07/31/2007 71X4074 7174GOLCY 09/30/2012 02004 4.349998800 145,820.0000 5,285.97 07/31/2007 71X4074 7174GOLDC 09/30/2011 02004 4.349998800 107,906.8000 3,911.62 07/31/2007 71X4074 7174IBS 09/30/2010 02004 4.349998800 176,610.0000 6,402.11 07/31/2007 71X4074 7174IRAQM 09/30/2009 02004 4.349998800 21,123,946.8000 765,742.86 07/31/2007 71X4074 7174KOZNE 09/30/2017 02004 4.349998800 4,126,650.0000 149,591.02 07/31/2007 71X4074 7174LAGRA 09/30/2012 02004 4.349998800 3,893,354.4000 141,134.06 07/31/2007 71X4074 7174MAJES 09/30/2013 02004 4.349998800 1,208,700.0000 43,815.36 07/31/2007 71X4074 7174PASTU 09/30/2020 02004 4.349998800 4,416,500.0000 160,098.08 07/31/2007 71X4074 7174PROCR 09/30/2010 02004 4.349998800 2,687,100.0000 97,407.35 07/31/2007 71X4074 7174PTUCA 09/30/2015 02004 4.349998800 2,479,280.0000 89,873.88 07/31/2007 71X4074 7174QTO 09/30/2012 02004 4.349998800 2,677,461.8000 97,057.96 07/31/2007 71X4074 7174RAYM1 09/30/2011 02004 4.349998800 354,357.7500 12,845.46 07/31/2007 71X4074 7174SALAD 09/30/2014 02004 4.349998800 451,495.0000 16,366.69 07/31/2007 71X4074 7174SVALL 09/30/2010 02004 4.349998800 2,286,240.0000 82,876.18 07/31/2007 71X4074 7174SWEET 09/30/2012 02004 4.349998800 2,797,200.0000 101,398.47 07/31/2007 71X4074 7174VILAN 09/30/2014 02004 4.349998800 1,559,500.0000 56,531.86 07/31/2007 71X4074 7174XTREM 09/30/2010 02004 4.349998800 1,895,280.0000 68,703.88 07/31/2007 71X4074 7174ZSTAR 09/30/2012 02004 4.349998800 1,435,600.0000 52,040.49 07/31/2007 71X4074 717405COH 09/30/2014 02005 4.359999600 500,000.0000 18,166.67 07/31/2007 71X4074 71743PAPA 09/30/2010 02005 4.359999600 707,200.0000 25,694.93 07/31/2007 71X4074 7174AFGHA 09/30/2014 02005 4.359999600 192,881.1000 7,008.01 07/31/2007 71X4074 7174ASYLU 09/30/2012 02005 4.359999600 1,148,100.0000 41,714.30 07/31/2007 71X4074 7174BAGRA 09/30/2014 02005 4.359999600 629,580.0000 22,874.74 07/31/2007 71X4074 7174BRASI 09/30/2013 02005 4.359999600 3,155,130.0000 114,636.38 07/31/2007 71X4074 7174CHF3 09/30/2014 02005 4.359999600 2,451,250.0000 89,062.08 07/31/2007 71X4074 7174CONDO 09/30/2010 02005 4.359999600 6,276,380.0000 228,041.79 07/31/2007 71X4074 7174FUTUR 09/30/2014 02005 4.359999600 2,571,400.0000 93,427.52 07/31/2007 71X4074 7174HERMI 09/30/2010 02005 4.359999600 2,098,040.0000 76,228.78 07/31/2007 71X4074 7174ISTAN 09/30/2021 02005 4.359999600 1,151,250.0000 41,828.75 07/31/2007 71X4074 7174LEMNA 09/30/2017 02005 4.359999600 2,936,208.0000 106,682.21 07/31/2007 71X4074 7174LUSAK 09/30/2019 02005 4.359999600 1,798,730.0000 65,353.85 07/31/2007 71X4074 7174MASKA 09/30/2007 02005 4.359999600 1,086,750.0000 39,485.25 07/31/2007 71X4074 7174MEDRO 09/30/2013 02005 4.359999600 2,869,500.0000 104,258.49 07/31/2007 71X4074 7174MICR 09/30/2011 02005 4.359999600 1,397,400.0000 50,772.20 07/31/2007 71X4074 7174PROCR 09/30/2011 02005 4.359999600 4,418,500.0000 160,538.82 07/31/2007 71X4074 7174PROCR 09/30/2016 02005 4.359999600 26,350,000.0000 957,383.25 07/31/2007 71X4074 7174ROUML 09/30/2009 02005 4.359999600 260,505.0000 9,465.01 07/31/2007 71X4074 7174SAFI 09/30/2014 02005 4.359999600 1,079,575.0000 39,224.55 07/31/2007 71X4074 7174SUBSE 09/30/2011 02005 4.359999600 437,195.0000 15,884.75 07/31/2007 71X4074 7174VGENT 09/30/2015 02005 4.359999600 839,900.0000 30,516.36 07/31/2007 71X4074 7174WESPR 09/30/2010 02005 4.359999600 371,500.0000 13,497.83 07/31/2007 71X4074 7174WESWO 09/30/2023 02005 4.359999600 1,877,400.0000 68,212.19 07/31/2007 71X4074 717406COH 09/30/2014 02006 4.659998400 900,000.0000 34,949.99 07/31/2007 71X4074 7174ACAI 09/30/2013 02006 4.659998400 3,648,896.0000 141,698.75 07/31/2007 71X4074 7174BELIZ 09/30/2014 02006 4.659998400 9,870,434.8000 383,301.75 07/31/2007 71X4074 7174BRAV1 09/30/2013 02006 4.659998400 5,769,546.0000 224,050.63 07/31/2007 71X4074 7174CABAN 09/30/2022 02006 4.659998400 1,152,580.0000 44,758.51 07/31/2007 71X4074 7174FLAMA 09/30/2015 02006 4.659998400 226,620.0000 8,800.41 07/31/2007 71X4074 7174GABON 09/30/2011 02006 4.659998400 1,637,100.0000 63,574.03 07/31/2007 71X4074 7174GANHO 09/30/2022 02006 4.659998400 2,644,323.6300 102,687.87 07/31/2007 71X4074 7174GLOBA 09/30/2012 02006 4.659998400 4,378,452.0000 170,029.83 07/31/2007 71X4074 7174GREEN 09/30/2018 02006 4.659998400 6,030,934.2100 234,201.20 07/31/2007 71X4074 7174INTCO 09/30/2020 02006 4.659998400 889,560.0000 34,544.57 07/31/2007 71X4074 7174LAFIS 09/30/2023 02006 4.659998400 20,098,000.0000 780,472.07 07/31/2007 71X4074 7174LIVWA 09/30/2016 02006 4.659998400 359,720.0000 13,969.12 07/31/2007 71X4074 7174MICRO 09/30/2011 02006 4.659998400 18,994,200.0000 737,607.85 07/31/2007 71X4074 7174NATUR 09/30/2012 02006 4.659998400 323,708.0000 12,570.66 07/31/2007 71X4074 7174OLARD 09/30/2013 02006 4.659998400 1,595,105.0000 61,943.22 07/31/2007 71X4074 7174QTO2 09/30/2009 02006 4.659998400 412,790.0000 16,030.01 07/31/2007 71X4074 7174SALVA 09/30/2017 02006 4.659998400 1,530,639.7400 59,439.82 07/31/2007 71X4074 7174XTRE1 09/30/2016 02006 4.659998400 2,646,540.0000 102,773.93 07/31/2007 71X4074 7174AMINS 09/30/2015 02007 4.659998400 1,429,120.0000 55,497.47 07/31/2007 71X4074 7174CULIN 09/30/2015 02007 4.659998400 155,329.0000 6,031.94 07/31/2007 ------------------------ ---------------------- 816,019,496.4700 33,142,176.54 ======================== ====================== 816,019,496.4700 33,142,176.54 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4074 7174LEAWO 09/30/2017 02005 07/31/2007 INT + 0.0000 424,627.77 427147 ------------------------ ---------------------- 0.0000 424,627.77 ======================== ====================== 0.0000 424,627.77