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 33,274.70 08/31/2007 71X4074 7174ABAME 09/30/2008 01994 6.009998400 0.5000 0.03 08/31/2007 71X4074 7174BAKU 09/30/2015 01994 6.009998400 884,760.0000 48,742.89 08/31/2007 71X4074 7174DIMIT 09/30/2014 01994 6.009998400 1,016,520.0000 56,001.77 08/31/2007 71X4074 7174GEORG 09/30/2015 01994 6.009998400 622,800.0000 34,311.08 08/31/2007 71X4074 7174GOLDS 09/30/2015 01994 6.009998400 0.0100 0.00 08/31/2007 71X4074 7174INTLM 09/30/2015 01994 6.009998400 18,302,000.0000 1,008,287.41 08/31/2007 71X4074 7174KREDI 09/30/2016 01994 6.009998400 4,828,500.0000 266,010.04 08/31/2007 71X4074 7174NEVSK 09/30/2013 01994 6.009998400 253,916.0000 13,988.65 08/31/2007 71X4074 7174NPIZZ 09/30/2013 01994 6.009998400 3,956,500.0000 217,970.12 08/31/2007 71X4074 7174NYPRO 09/30/2015 01994 6.009998400 2,632,230.0000 145,013.90 08/31/2007 71X4074 7174PAPAS 09/30/2013 01994 6.009998400 964,812.0000 53,153.09 08/31/2007 71X4074 7174SANTE 09/30/2014 01994 6.009998400 2,234,250.0000 123,088.52 08/31/2007 71X4074 7174SMBUS 09/30/2011 01994 6.009998400 27,474,000.0000 1,513,588.05 08/31/2007 71X4074 7174TASKN 09/30/2014 01994 6.009998400 1,512,480.0000 83,325.02 08/31/2007 71X4074 7174WINNE 09/30/2013 01994 6.009998400 2,219,750.0000 122,289.69 08/31/2007 71X4074 7174TECNO 09/30/2019 01997 5.249998800 16,470,000.0000 792,618.57 08/31/2007 71X4074 7174ARHC 09/30/2014 01998 5.400000000 12,584,600.0000 622,937.70 08/31/2007 71X4074 7174COUNT 09/30/2011 01998 5.400000000 356,075.3000 17,625.73 08/31/2007 71X4074 7174PHYTO 09/30/2011 01998 5.400000000 8,435,348.0900 417,549.73 08/31/2007 71X4074 7174HTBIL 09/30/2014 01999 4.600000800 21,400,000.0000 902,366.82 08/31/2007 71X4074 7174DAYAI 09/30/2009 02000 4.150000800 611,005.0000 23,243.65 08/31/2007 71X4074 7174DEXTE 09/30/2009 02000 4.150000800 79,350.0000 3,018.61 08/31/2007 71X4074 7174FLAMA 09/30/2012 02000 4.150000800 182,647.0000 6,948.20 08/31/2007 71X4074 7174INOL2 09/30/2009 02000 4.150000800 6,500,000.0000 247,270.88 08/31/2007 71X4074 7174INOL3 09/30/2010 02000 4.150000800 10,000,000.0000 380,416.74 08/31/2007 71X4074 7174INOL4 09/30/2011 02000 4.150000800 3,000,000.0000 114,125.02 08/31/2007 71X4074 7174INOL5 09/30/2012 02000 4.150000800 12,000,000.0000 456,500.09 08/31/2007 71X4074 7174INOL6 09/30/2013 02000 4.150000800 10,000,000.0000 380,416.74 08/31/2007 71X4074 7174RITZ 09/30/2015 02000 4.150000800 3,464,094.0000 131,779.93 08/31/2007 71X4074 7174AFRIC 09/30/2012 02001 6.059998800 1,643,000.0000 91,268.63 08/31/2007 71X4074 7174CHF2 09/30/2010 02001 6.059998800 2,185,500.0000 121,404.50 08/31/2007 71X4074 7174MEDFR 09/30/2013 02001 6.059998800 422,571.1000 23,473.82 08/31/2007 71X4074 7174MONGO 09/30/2013 02001 6.059998800 232,400.0000 12,909.82 08/31/2007 71X4074 7174PACSU 09/30/2011 02001 6.059998800 505,080.0000 28,057.19 08/31/2007 71X4074 7174RAYMN 09/30/2009 02001 6.059998800 1,656,550.0000 92,021.33 08/31/2007 71X4074 7174SANMA 09/30/2010 02001 6.059998800 404,955.0000 22,495.25 08/31/2007 71X4074 7174SNPUM 09/30/2013 02001 6.059998800 424,561.5000 23,584.39 08/31/2007 71X4074 7174WENRE 09/30/2010 02001 6.059998800 292,470.0000 16,246.71 08/31/2007 71X4074 7174ABCRO 09/30/2009 02003 5.040000000 77,970.0000 3,602.21 08/31/2007 71X4074 7174ADEBO 09/30/2012 02003 5.040000000 650,880.0000 30,070.66 08/31/2007 71X4074 7174ADMIN 09/30/2011 02003 5.040000000 364,901.4200 16,858.45 08/31/2007 71X4074 7174AMWOO 09/30/2009 02003 5.040000000 519,540.0000 24,002.75 08/31/2007 71X4074 7174BFCI 09/30/2010 02003 5.040000000 375,544.0000 17,350.13 08/31/2007 71X4074 7174BRAVO 09/30/2013 02003 5.040000000 1,490,480.0000 68,860.18 08/31/2007 71X4074 7174BRAZE 09/30/2010 02003 5.040000000 2,919,510.0000 134,881.36 08/31/2007 71X4074 7174CDN 09/30/2016 02003 5.040000000 12,665,700.0000 585,155.34 08/31/2007 71X4074 7174CEAR 09/30/2016 02003 5.040000000 6,197,750.0000 286,336.05 08/31/2007 71X4074 7174CONSE 09/30/2011 02003 5.040000000 1,350,034.4100 62,371.59 08/31/2007 71X4074 7174GHP 09/30/2008 02003 5.040000000 550,440.0000 25,430.33 08/31/2007 71X4074 7174GHP1 09/30/2014 02003 5.040000000 825,660.0000 38,145.49 08/31/2007 71X4074 7174HIV 09/30/2015 02003 5.040000000 249,975,000.0000 11,548,845.00 08/31/2007 71X4074 7174JOPA 09/30/2023 02003 5.040000000 2,854,954.1200 131,898.88 08/31/2007 71X4074 7174LAFIS 09/30/2022 02003 5.040000000 9,710,000.0000 448,602.00 08/31/2007 71X4074 7174MERCG 09/30/2014 02003 5.040000000 1,265,376.0000 58,460.37 08/31/2007 71X4074 7174NAMFL 09/30/2010 02003 5.040000000 806,900.0000 37,278.78 08/31/2007 71X4074 7174OANDS 09/30/2011 02003 5.040000000 279,090.0000 12,893.96 08/31/2007 71X4074 7174PRHIN 09/30/2011 02003 5.040000000 71,080.0000 3,283.90 08/31/2007 71X4074 7174PRINC 09/30/2009 02003 5.040000000 84,750.0000 3,915.45 08/31/2007 71X4074 7174PROCR 09/30/2010 02003 5.040000000 8,792,000.0000 406,190.40 08/31/2007 71X4074 7174PYMM 09/30/2017 02003 5.040000000 9,963,000.0000 460,290.60 08/31/2007 71X4074 7174RURAL 09/30/2013 02003 5.040000000 785,900.0000 36,308.58 08/31/2007 71X4074 7174SHORE 09/30/2013 02003 5.040000000 2,275,750.0000 105,139.65 08/31/2007 71X4074 7174TARSA 09/30/2008 02003 5.040000000 123,360.0000 5,699.23 08/31/2007 71X4074 7174ABUJA 09/30/2016 02004 4.349998800 2,895,100.0000 115,442.08 08/31/2007 71X4074 7174BPSC 09/30/2010 02004 4.349998800 813,800.0000 32,450.27 08/31/2007 71X4074 7174BRUCH 09/30/2014 02004 4.349998800 379,400.0000 15,128.57 08/31/2007 71X4074 7174BUTLE 09/30/2019 02004 4.349998800 2,629,080.0000 104,834.54 08/31/2007 71X4074 7174CASMA 09/30/2015 02004 4.349998800 913,660.0000 36,432.18 08/31/2007 71X4074 7174EANDC 09/30/2010 02004 4.349998800 106,960.0000 4,265.03 08/31/2007 71X4074 7174EMERG 09/30/2015 02004 4.349998800 5,154,600.0000 205,539.62 08/31/2007 71X4074 7174FERRE 09/30/2013 02004 4.349998800 75,868.0000 3,025.24 08/31/2007 71X4074 7174GEOSV 09/30/2012 02004 4.349998800 465,152.0000 18,547.93 08/31/2007 71X4074 7174GOLCY 09/30/2012 02004 4.349998800 145,820.0000 5,814.57 08/31/2007 71X4074 7174GOLDC 09/30/2011 02004 4.349998800 107,906.8000 4,302.78 08/31/2007 71X4074 7174IBS 09/30/2010 02004 4.349998800 176,610.0000 7,042.32 08/31/2007 71X4074 7174IRAQM 09/30/2009 02004 4.349998800 22,993,066.8000 916,848.29 08/31/2007 71X4074 7174KOZNE 09/30/2017 02004 4.349998800 4,126,650.0000 164,550.12 08/31/2007 71X4074 7174LAGRA 09/30/2012 02004 4.349998800 3,893,354.4000 155,247.46 08/31/2007 71X4074 7174MAJES 09/30/2013 02004 4.349998800 1,208,700.0000 48,196.90 08/31/2007 71X4074 7174PASTU 09/30/2020 02004 4.349998800 4,416,500.0000 176,107.89 08/31/2007 71X4074 7174PROCR 09/30/2010 02004 4.349998800 2,687,100.0000 107,148.08 08/31/2007 71X4074 7174PTUCA 09/30/2015 02004 4.349998800 2,479,280.0000 98,861.26 08/31/2007 71X4074 7174QTO 09/30/2012 02004 4.349998800 2,677,461.8000 106,763.76 08/31/2007 71X4074 7174RAYM1 09/30/2011 02004 4.349998800 354,357.7500 14,130.01 08/31/2007 71X4074 7174SALAD 09/30/2014 02004 4.349998800 451,495.0000 18,003.36 08/31/2007 71X4074 7174SWEET 09/30/2012 02004 4.349998800 2,797,200.0000 111,538.32 08/31/2007 71X4074 7174ZSTAR 09/30/2012 02004 4.349998800 1,435,600.0000 57,244.53 08/31/2007 71X4074 71743PAPA 09/30/2010 02005 4.359999600 707,200.0000 28,264.42 08/31/2007 71X4074 7174AFGHA 09/30/2014 02005 4.359999600 192,881.1000 7,708.81 08/31/2007 71X4074 7174BAGRA 09/30/2014 02005 4.359999600 629,580.0000 25,162.21 08/31/2007 71X4074 7174BRASI 09/30/2013 02005 4.359999600 3,155,130.0000 126,100.02 08/31/2007 71X4074 7174CHF3 09/30/2014 02005 4.359999600 2,451,250.0000 97,968.28 08/31/2007 71X4074 7174CONDO 09/30/2010 02005 4.359999600 6,276,380.0000 250,845.96 08/31/2007 71X4074 7174FUTUR 09/30/2014 02005 4.359999600 3,956,000.0000 158,108.12 08/31/2007 71X4074 7174HERMI 09/30/2010 02005 4.359999600 2,098,040.0000 83,851.66 08/31/2007 71X4074 7174ISTAN 09/30/2021 02005 4.359999600 1,151,250.0000 46,011.62 08/31/2007 71X4074 7174LUSAK 09/30/2019 02005 4.359999600 1,798,730.0000 71,889.24 08/31/2007 71X4074 7174MASKA 09/30/2007 02005 4.359999600 420,000.0000 16,786.00 08/31/2007 71X4074 7174MEDRO 09/30/2013 02005 4.359999600 2,869,500.0000 114,684.34 08/31/2007 71X4074 7174MICR 09/30/2011 02005 4.359999600 1,397,400.0000 55,849.41 08/31/2007 71X4074 7174PROCR 09/30/2011 02005 4.359999600 4,418,500.0000 176,592.70 08/31/2007 71X4074 7174PROCR 09/30/2016 02005 4.359999600 26,350,000.0000 1,053,121.57 08/31/2007 71X4074 7174ROUML 09/30/2009 02005 4.359999600 260,505.0000 10,411.52 08/31/2007 71X4074 7174SAFI 09/30/2014 02005 4.359999600 1,079,575.0000 43,147.01 08/31/2007 71X4074 7174SUBSE 09/30/2011 02005 4.359999600 437,195.0000 17,473.23 08/31/2007 71X4074 7174VGENT 09/30/2015 02005 4.359999600 839,900.0000 33,568.00 08/31/2007 71X4074 7174WESPR 09/30/2010 02005 4.359999600 371,500.0000 14,847.62 08/31/2007 71X4074 7174WESWO 09/30/2023 02005 4.359999600 1,877,400.0000 75,033.41 08/31/2007 71X4074 7174ACAI 09/30/2013 02006 4.659998400 3,648,896.0000 155,868.62 08/31/2007 71X4074 7174BELIZ 09/30/2014 02006 4.659998400 9,870,434.8000 421,631.93 08/31/2007 71X4074 7174BRAV1 09/30/2013 02006 4.659998400 5,769,546.0000 246,455.69 08/31/2007 71X4074 7174CABAN 09/30/2022 02006 4.659998400 1,152,580.0000 49,234.36 08/31/2007 71X4074 7174FLAMA 09/30/2015 02006 4.659998400 226,620.0000 9,680.45 08/31/2007 71X4074 7174GABON 09/30/2011 02006 4.659998400 1,637,100.0000 69,931.43 08/31/2007 71X4074 7174GANHO 09/30/2022 02006 4.659998400 2,644,323.6300 112,956.65 08/31/2007 71X4074 7174GLOBA 09/30/2012 02006 4.659998400 4,378,452.0000 187,032.81 08/31/2007 71X4074 7174GREEN 09/30/2018 02006 4.659998400 6,030,934.2100 257,621.32 08/31/2007 71X4074 7174INTCO 09/30/2020 02006 4.659998400 889,560.0000 37,999.02 08/31/2007 71X4074 7174LAFIS 09/30/2023 02006 4.659998400 20,098,000.0000 858,519.27 08/31/2007 71X4074 7174LIVWA 09/30/2016 02006 4.659998400 359,720.0000 15,366.03 08/31/2007 71X4074 7174MICRO 09/30/2011 02006 4.659998400 18,994,200.0000 811,368.63 08/31/2007 71X4074 7174NATUR 09/30/2012 02006 4.659998400 360,493.0000 15,399.05 08/31/2007 71X4074 7174OLARD 09/30/2013 02006 4.659998400 1,595,105.0000 68,137.55 08/31/2007 71X4074 7174QTO2 09/30/2009 02006 4.659998400 412,790.0000 17,633.01 08/31/2007 71X4074 7174SALVA 09/30/2017 02006 4.659998400 1,530,639.7400 65,383.81 08/31/2007 71X4074 7174SIGMA 09/30/2009 02006 4.659998400 3,208,100.0000 137,039.29 08/31/2007 71X4074 7174XTRE1 09/30/2016 02006 4.659998400 2,646,540.0000 113,051.33 08/31/2007 71X4074 7174AMINS 09/30/2015 02007 4.659998400 1,429,120.0000 61,047.22 08/31/2007 71X4074 7174CULIN 09/30/2015 02007 4.659998400 155,329.0000 6,635.13 08/31/2007 ------------------------ ---------------------- 708,493,405.4800 31,952,079.21 ======================== ====================== 708,493,405.4800 31,952,079.21 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4074 7174ABI 09/30/2015 02003 08/31/2007 INT + 0.0000 210,057.44 427920 7174AFCO 09/30/2008 02003 08/31/2007 INT + 0.0000 28,758.24 428092 7174AFCO 09/30/2010 02003 08/31/2007 INT + 0.0000 14,379.12 428094 7174AMWOO 09/30/2009 02003 08/31/2007 INT + 0.0000 45,789.35 427943 7174ARHC 09/30/2014 01998 08/29/2007 INT + 0.0000 97,081.20 427745 7174ASYLU 09/30/2012 02005 08/31/2007 INT + 0.0000 25,028.57 427912 7174DAYAR 09/30/2009 02001 08/31/2007 INT + 0.0000 24,174.85 427874 7174DODLH 09/30/2014 01998 08/31/2007 INT + 0.0000 104,459.35 427936 7174DOMES 09/30/2011 02003 08/31/2007 INT + 0.0000 25,818.91 427934 7174HTBIL 09/30/2014 01999 08/29/2007 INT + 0.0000 105,800.01 427762 7174INOL1 09/30/2008 02000 08/31/2007 INT + 0.0000 259,375.00 427949 7174INTER 09/30/2007 02000 08/29/2007 INT + 0.0000 643,250.12 427760 7174ISTSC 09/30/2008 01999 08/29/2007 INT + 0.0000 151,468.82 427739 7174LATIN 09/30/2010 02003 08/31/2007 INT + 0.0000 150,616.81 427922 7174LEAWO 09/30/2017 02005 07/31/2007 INT + 0.0000 424,627.77 427147 7174LEMNA 09/30/2017 02005 08/31/2007 INT + 0.0000 64,009.32 427914 7174MAGNU 09/30/2010 02003 08/31/2007 INT + 0.0000 13,754.28 427902 7174MASKA 09/30/2007 02005 08/31/2007 INT + 0.0000 14,535.15 428096 7174MERCG 09/30/2014 02003 08/31/2007 INT + 0.0000 9,133.54 427900 7174NHSER 09/30/2010 02000 08/31/2007 INT + 0.0000 21,348.35 427854 7174PACS2 09/30/2011 02003 08/31/2007 INT + 0.0000 7,104.36 427872 7174PIMEN 09/30/2009 02003 08/31/2007 INT + 0.0000 68,640.76 427924 7174PRICE 09/30/2010 02000 08/29/2007 INT + 0.0000 90,304.01 427758 7174RAYMN 09/30/2009 02001 08/31/2007 INT + 0.0000 14,340.98 427928 7174ROTA 09/30/2008 02003 08/31/2007 INT + 0.0000 31,041.15 427945 7174ROUME 09/30/2009 02003 08/31/2007 INT + 0.0000 51,124.50 428090 7174SPORT 09/30/2008 02003 08/31/2007 INT + 0.0000 16,934.40 427947 7174SVALL 09/30/2010 02004 08/31/2007 INT + 0.0000 49,725.70 427916 7174V-TRA 09/30/2012 01998 08/29/2007 INT + 0.0000 17,614.80 427764 7174VILAN 09/30/2014 02004 08/31/2007 INT + 0.0000 33,919.11 427898 7174XTREM 09/30/2010 02004 08/31/2007 INT + 0.0000 41,222.32 427941 717403COH 09/30/2014 02003 08/31/2007 INT + 0.0000 163,800.00 427918 717405COH 09/30/2014 02005 08/31/2007 INT + 0.0000 10,899.99 427896 717406COH 09/30/2014 02006 08/31/2007 INT + 0.0000 20,969.99 427894 717497COH 09/30/2014 01997 08/29/2007 INT + 0.0000 47,249.98 427743 717498COH 09/30/2014 01998 08/29/2007 INT + 0.0000 2,160.00 427741 ------------------------ ---------------------- 0.0000 3,100,518.25 ======================== ====================== 0.0000 3,100,518.25