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 20,445.00 03/31/2008 71X4074 7174BAKU 09/30/2015 01994 6.770001600 884,760.0000 29,949.13 03/31/2008 71X4074 7174DIMIT 09/30/2014 01994 6.770001600 1,016,520.0000 34,409.21 03/31/2008 71X4074 7174GEORG 09/30/2015 01994 6.770001600 622,800.0000 21,081.78 03/31/2008 71X4074 7174INTLM 09/30/2015 01994 6.770001600 18,302,000.0000 619,522.85 03/31/2008 71X4074 7174KREDI 09/30/2016 01994 6.770001600 7,242,750.0000 245,167.15 03/31/2008 71X4074 7174NEVSK 09/30/2013 01994 6.770001600 253,916.0000 8,595.06 03/31/2008 71X4074 7174NPIZZ 09/30/2013 01994 6.770001600 3,956,500.0000 133,927.56 03/31/2008 71X4074 7174NUMO1 09/30/2017 01994 6.770001600 1,765,073.3500 59,747.75 03/31/2008 71X4074 7174NUMO2 09/30/2017 01994 6.770001600 318,780.0000 10,790.71 03/31/2008 71X4074 7174NYPRO 09/30/2015 01994 6.770001600 2,632,230.0000 89,101.01 03/31/2008 71X4074 7174PAPAS 09/30/2013 01994 6.770001600 964,812.0000 32,658.89 03/31/2008 71X4074 7174SANTE 09/30/2014 01994 6.770001600 3,574,800.0000 121,007.01 03/31/2008 71X4074 7174SMBUS 09/30/2011 01994 6.770001600 27,474,000.0000 929,995.12 03/31/2008 71X4074 7174TASKN 09/30/2014 01994 6.770001600 1,512,480.0000 51,197.46 03/31/2008 71X4074 7174WINNE 09/30/2013 01994 6.770001600 2,219,750.0000 75,138.56 03/31/2008 71X4074 7174TECNO 09/30/2019 01997 5.299999200 470,000.0000 12,455.00 03/31/2008 71X4074 7174ARHC 09/30/2014 01998 4.759999200 12,584,600.0000 299,513.43 03/31/2008 71X4074 7174COUNT 09/30/2011 01998 4.759999200 356,075.3000 8,474.59 03/31/2008 71X4074 7174PHYTO 09/30/2011 01998 4.759999200 8,435,348.0900 200,761.25 03/31/2008 71X4074 7174HTBIL 09/30/2014 01999 5.649998400 21,400,000.0000 604,549.83 03/31/2008 71X4074 7174DAYAI 09/30/2009 02000 5.040000000 611,005.0000 15,397.33 03/31/2008 71X4074 7174DEXTE 09/30/2009 02000 5.040000000 79,350.0000 1,999.62 03/31/2008 71X4074 7174FLAMA 09/30/2012 02000 5.040000000 182,647.0000 4,602.70 03/31/2008 71X4074 7174INOL2 09/30/2009 02000 5.040000000 6,500,000.0000 163,800.00 03/31/2008 71X4074 7174INOL3 09/30/2010 02000 5.040000000 10,000,000.0000 252,000.00 03/31/2008 71X4074 7174INOL4 09/30/2011 02000 5.040000000 3,000,000.0000 75,600.00 03/31/2008 71X4074 7174INOL5 09/30/2012 02000 5.040000000 12,000,000.0000 302,400.00 03/31/2008 71X4074 7174INOL6 09/30/2013 02000 5.040000000 10,000,000.0000 252,000.00 03/31/2008 71X4074 7174RITZ 09/30/2015 02000 5.040000000 3,464,094.0000 87,295.17 03/31/2008 71X4074 7174AFRIC 09/30/2012 02001 3.510000000 1,643,000.0000 28,834.65 03/31/2008 71X4074 7174CHF2 09/30/2010 02001 3.510000000 2,185,500.0000 38,355.53 03/31/2008 71X4074 7174MEDFR 09/30/2013 02001 3.510000000 422,571.1000 7,416.12 03/31/2008 71X4074 7174MONGO 09/30/2013 02001 3.510000000 232,400.0000 4,078.62 03/31/2008 71X4074 7174PACSU 09/30/2011 02001 3.510000000 505,080.0000 8,864.15 03/31/2008 71X4074 7174RAYMN 09/30/2009 02001 3.510000000 1,656,550.0000 29,072.45 03/31/2008 71X4074 7174SANMA 09/30/2010 02001 3.510000000 404,955.0000 7,106.96 03/31/2008 71X4074 7174SNPUM 09/30/2013 02001 3.510000000 424,561.5000 7,451.05 03/31/2008 71X4074 7174WENRE 09/30/2010 02001 3.510000000 292,470.0000 5,132.85 03/31/2008 71X4074 7174ABCRO 09/30/2009 02003 4.060000800 77,970.0000 1,582.79 03/31/2008 71X4074 7174ADEBO 09/30/2012 02003 4.060000800 650,880.0000 13,212.87 03/31/2008 71X4074 7174ADMIN 09/30/2011 02003 4.060000800 364,901.4200 7,407.50 03/31/2008 71X4074 7174AMWOO 09/30/2009 02003 4.060000800 519,540.0000 10,546.66 03/31/2008 71X4074 7174BFCI 09/30/2010 02003 4.060000800 375,544.0000 7,623.54 03/31/2008 71X4074 7174BRAVO 09/30/2013 02003 4.060000800 1,490,480.0000 30,256.75 03/31/2008 71X4074 7174BRAZE 09/30/2010 02003 4.060000800 2,919,510.0000 59,266.06 03/31/2008 71X4074 7174CDN 09/30/2016 02003 4.060000800 12,665,700.0000 257,113.76 03/31/2008 71X4074 7174CEAR 09/30/2016 02003 4.060000800 6,197,750.0000 125,814.35 03/31/2008 71X4074 7174CONSE 09/30/2011 02003 4.060000800 1,600,624.4100 32,492.68 03/31/2008 71X4074 7174GHP 09/30/2008 02003 4.060000800 550,440.0000 11,173.93 03/31/2008 71X4074 7174GHP1 09/30/2014 02003 4.060000800 825,660.0000 16,760.90 03/31/2008 71X4074 7174HIV 09/30/2015 02003 4.060000800 249,975,000.0000 5,074,493.50 03/31/2008 71X4074 7174JOPA 09/30/2023 02003 4.060000800 2,854,954.1200 57,955.58 03/31/2008 71X4074 7174LAFIS 09/30/2022 02003 4.060000800 9,710,000.0000 197,113.04 03/31/2008 71X4074 7174MERCG 09/30/2014 02003 4.060000800 1,265,376.0000 25,687.14 03/31/2008 71X4074 7174NAMFL 09/30/2010 02003 4.060000800 806,900.0000 16,380.07 03/31/2008 71X4074 7174OANDS 09/30/2011 02003 4.060000800 279,090.0000 5,665.53 03/31/2008 71X4074 7174PRHIN 09/30/2011 02003 4.060000800 71,080.0000 1,442.92 03/31/2008 71X4074 7174PRINC 09/30/2009 02003 4.060000800 84,750.0000 1,720.43 03/31/2008 71X4074 7174PROCR 09/30/2010 02003 4.060000800 8,792,000.0000 178,477.64 03/31/2008 71X4074 7174PYMM 09/30/2017 02003 4.060000800 9,963,000.0000 202,248.94 03/31/2008 71X4074 7174RURAL 09/30/2013 02003 4.060000800 785,900.0000 15,953.77 03/31/2008 71X4074 7174SHORE 09/30/2013 02003 4.060000800 2,275,750.0000 46,197.73 03/31/2008 71X4074 7174TARSA 09/30/2008 02003 4.060000800 123,360.0000 2,504.21 03/31/2008 71X4074 7174ABUJA 09/30/2016 02004 4.269999600 2,895,100.0000 61,810.38 03/31/2008 71X4074 7174BPSC 09/30/2010 02004 4.269999600 813,800.0000 17,374.63 03/31/2008 71X4074 7174BRUCH 09/30/2014 02004 4.269999600 379,400.0000 8,100.19 03/31/2008 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 2,629,080.0000 56,130.85 03/31/2008 71X4074 7174CASMA 09/30/2015 02004 4.269999600 913,660.0000 19,506.64 03/31/2008 71X4074 7174EANDC 09/30/2010 02004 4.269999600 106,960.0000 2,283.60 03/31/2008 71X4074 7174EMERG 09/30/2015 02004 4.269999600 5,369,375.0000 114,636.15 03/31/2008 71X4074 7174FERRE 09/30/2013 02004 4.269999600 75,868.0000 1,619.78 03/31/2008 71X4074 7174GEOSV 09/30/2012 02004 4.269999600 465,152.0000 9,930.99 03/31/2008 71X4074 7174GOLCY 09/30/2012 02004 4.269999600 145,820.0000 3,113.26 03/31/2008 71X4074 7174GOLDC 09/30/2011 02004 4.269999600 107,906.8000 2,303.81 03/31/2008 71X4074 7174IBS 09/30/2010 02004 4.269999600 176,610.0000 3,770.62 03/31/2008 71X4074 7174IRAQM 09/30/2009 02004 4.269999600 29,498,439.9600 629,791.63 03/31/2008 71X4074 7174KOZNE 09/30/2017 02004 4.269999600 4,126,650.0000 88,103.97 03/31/2008 71X4074 7174LAGRA 09/30/2012 02004 4.269999600 3,893,354.4000 83,123.11 03/31/2008 71X4074 7174LEAWO 09/30/2017 02004 4.269999600 19,478,340.0000 415,862.52 03/31/2008 71X4074 7174MAJES 09/30/2013 02004 4.269999600 1,208,700.0000 25,805.74 03/31/2008 71X4074 7174PASTU 09/30/2020 02004 4.269999600 4,416,500.0000 94,292.27 03/31/2008 71X4074 7174PROCR 09/30/2010 02004 4.269999600 2,687,100.0000 57,369.58 03/31/2008 71X4074 7174PTUCA 09/30/2015 02004 4.269999600 2,479,280.0000 52,932.62 03/31/2008 71X4074 7174QTO 09/30/2012 02004 4.269999600 2,677,461.8000 57,163.80 03/31/2008 71X4074 7174RAYM1 09/30/2011 02004 4.269999600 354,357.7500 7,565.54 03/31/2008 71X4074 7174SALAD 09/30/2014 02004 4.269999600 451,495.0000 9,639.42 03/31/2008 71X4074 7174SWEET 09/30/2012 02004 4.269999600 2,797,200.0000 59,720.21 03/31/2008 71X4074 7174ZSTAR 09/30/2012 02004 4.269999600 1,435,600.0000 30,650.06 03/31/2008 71X4074 71743PAPA 09/30/2010 02005 4.470001200 707,200.0000 15,805.92 03/31/2008 71X4074 7174AFGHA 09/30/2014 02005 4.470001200 192,881.1000 4,310.89 03/31/2008 71X4074 7174BAGRA 09/30/2014 02005 4.470001200 629,580.0000 14,071.12 03/31/2008 71X4074 7174BRASI 09/30/2013 02005 4.470001200 3,155,130.0000 70,517.17 03/31/2008 71X4074 7174CHF3 09/30/2014 02005 4.470001200 2,451,250.0000 54,785.45 03/31/2008 71X4074 7174CONDO 09/30/2010 02005 4.470001200 6,276,380.0000 140,277.13 03/31/2008 71X4074 7174FUTUR 09/30/2014 02005 4.470001200 3,956,000.0000 88,416.62 03/31/2008 71X4074 7174HERMI 09/30/2010 02005 4.470001200 2,098,040.0000 46,891.21 03/31/2008 71X4074 7174ISTAN 09/30/2021 02005 4.470001200 1,151,250.0000 25,730.44 03/31/2008 71X4074 7174LUSAK 09/30/2019 02005 4.470001200 1,798,730.0000 40,201.63 03/31/2008 71X4074 7174MEDRO 09/30/2013 02005 4.470001200 2,869,500.0000 64,133.34 03/31/2008 71X4074 7174MICR 09/30/2011 02005 4.470001200 1,397,400.0000 31,231.90 03/31/2008 71X4074 7174PROCR 09/30/2011 02005 4.470001200 4,418,500.0000 98,753.50 03/31/2008 71X4074 7174PROCR 09/30/2016 02005 4.470001200 26,350,000.0000 588,922.66 03/31/2008 71X4074 7174ROUML 09/30/2009 02005 4.470001200 260,505.0000 5,822.29 03/31/2008 71X4074 7174SAFI 09/30/2014 02005 4.470001200 1,079,575.0000 24,128.51 03/31/2008 71X4074 7174SUBSE 09/30/2011 02005 4.470001200 437,195.0000 9,771.31 03/31/2008 71X4074 7174VGENT 09/30/2015 02005 4.470001200 839,900.0000 18,771.77 03/31/2008 71X4074 7174WESPR 09/30/2010 02005 4.470001200 371,500.0000 8,303.03 03/31/2008 71X4074 7174WESWO 09/30/2023 02005 4.470001200 1,877,400.0000 41,959.90 03/31/2008 71X4074 7174ACAI 09/30/2013 02006 4.770000000 3,648,896.0000 87,026.17 03/31/2008 71X4074 7174BDCC 09/30/2022 02006 4.770000000 5,165,000.0000 123,185.25 03/31/2008 71X4074 7174BELIZ 09/30/2014 02006 4.770000000 9,870,434.8000 235,409.87 03/31/2008 71X4074 7174BRAV1 09/30/2013 02006 4.770000000 5,769,546.0000 137,603.67 03/31/2008 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,152,580.0000 27,489.03 03/31/2008 71X4074 7174FLAMA 09/30/2015 02006 5.140000800 226,620.0000 5,824.13 03/31/2008 71X4074 7174GABON 09/30/2011 02006 4.770000000 1,637,100.0000 39,044.84 03/31/2008 71X4074 7174GANHO 09/30/2022 02006 4.770000000 8,943,583.1600 213,304.46 03/31/2008 71X4074 7174GLOBA 09/30/2012 02006 5.140000800 4,378,452.0000 112,526.23 03/31/2008 71X4074 7174GREEN 09/30/2018 02006 4.770000000 6,030,934.2100 143,837.78 03/31/2008 71X4074 7174INTCO 09/30/2020 02006 4.770000000 889,560.0000 21,216.01 03/31/2008 71X4074 7174INTVI 09/30/2012 02006 5.140000800 845,400.0000 21,726.78 03/31/2008 71X4074 7174LAFIS 09/30/2023 02006 4.770000000 22,242,120.0000 530,474.56 03/31/2008 71X4074 7174LIVWA 09/30/2016 02006 4.770000000 359,720.0000 8,579.32 03/31/2008 71X4074 7174MICRO 09/30/2011 02006 4.770000000 18,994,200.0000 453,011.67 03/31/2008 71X4074 7174NATUR 09/30/2012 02006 4.770000000 398,263.8400 9,498.59 03/31/2008 71X4074 7174OLARD 09/30/2013 02006 4.770000000 2,801,160.0000 66,807.67 03/31/2008 71X4074 7174QTO2 09/30/2009 02006 5.140000800 412,790.0000 10,608.70 03/31/2008 71X4074 7174SALVA 09/30/2017 02006 4.770000000 2,634,040.2900 62,821.86 03/31/2008 71X4074 7174SIGMA 09/30/2009 02006 5.140000800 5,499,600.0000 141,339.74 03/31/2008 71X4074 7174XTRE1 09/30/2016 02006 4.770000000 2,646,540.0000 63,119.98 03/31/2008 71X4074 7174AMINS 09/30/2015 02007 5.199998400 2,233,000.0000 58,057.98 03/31/2008 71X4074 7174CULIN 09/30/2015 02007 5.199998400 155,329.0000 4,038.55 03/31/2008 71X4074 7174LEDFC 09/30/2022 02007 5.199998400 1,451,690.2400 37,743.93 03/31/2008 71X4074 7174NATUR 09/30/2013 02007 5.199998400 76,403.5300 1,986.49 03/31/2008 71X4074 7174LAFIS 09/30/2033 02008 5.199998400 5,412,500.0000 140,724.96 03/31/2008 ------------------------ ---------------------- 751,198,116.1700 17,361,403.22 ======================== ====================== 751,198,116.1700 17,361,403.22 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00