Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4074 7174AMMON 09/30/2020 01994 4.449999600 3,783,000.0000 28,057.25 11/30/2013 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 60,365.85 11/30/2013 71X4074 7174NUMO1 09/30/2017 01994 4.700001600 1,000,000.0000 7,833.34 11/30/2013 71X4074 7174NUMO2 09/30/2017 01994 4.989999600 318,780.0000 2,651.19 11/30/2013 71X4074 717497COH 09/30/2020 01997 5.299999200 47,540.0000 419.94 11/30/2013 71X4074 717499COH 09/30/2015 01999 5.649998400 1,315,000.0000 12,382.91 11/30/2013 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 14,945.00 11/30/2013 71X4074 7174EMERG 09/30/2015 02004 4.470001200 5,584,150.0000 41,601.93 11/30/2013 71X4074 7174LEAWO 09/30/2017 02004 4.370000400 19,133,660.0000 139,356.84 11/30/2013 71X4074 7174PASTU 09/30/2020 02004 4.539999600 2,251,600.0000 17,037.11 11/30/2013 71X4074 7174PTUCA 09/30/2015 02004 3.999999600 2,479,280.0000 16,528.53 11/30/2013 71X4074 717405COH 09/30/2020 02005 4.470001200 815,000.0000 6,071.75 11/30/2013 71X4074 7174FUTUR 09/30/2014 02005 4.510000800 3,600,000.0000 27,060.00 11/30/2013 71X4074 7174PROCR 09/30/2016 02005 4.449999600 14,000,000.0000 103,833.32 11/30/2013 71X4074 7174SAFI 09/30/2014 02005 3.880000800 1,079,575.0000 6,981.25 11/30/2013 71X4074 7174BDCC 09/30/2022 02006 4.809999600 16,734,600.0000 134,155.70 11/30/2013 71X4074 7174BLH 09/30/2029 02006 5.270000400 3,113,250.0000 27,344.71 11/30/2013 71X4074 7174C06AD 09/30/2020 02006 4.770000000 1,725,000.0000 13,713.75 11/30/2013 71X4074 7174CABAN 09/30/2022 02006 4.740001200 1,000,000.0000 7,900.00 11/30/2013 71X4074 7174LAFIS 09/30/2023 02006 5.140000800 17,000,000.0000 145,633.36 11/30/2013 71X4074 7174LAFS3 09/30/2023 02006 4.830001200 8,284,100.0000 66,687.02 11/30/2013 71X4074 7174SALVA 09/30/2017 02006 4.529998800 2,000,000.0000 15,100.00 11/30/2013 71X4074 717407COH 09/30/2015 02007 5.180000400 101,000.0000 871.97 11/30/2013 71X4074 7174AFGGR 09/30/2022 02007 5.270000400 17,392,000.0000 152,759.74 11/30/2013 71X4074 7174AMINS 09/30/2015 02007 4.979998800 2,233,000.0000 18,533.90 11/30/2013 71X4074 7174BDCC2 09/30/2028 02007 5.270000400 5,907,405.0000 51,886.71 11/30/2013 71X4074 7174C07BD 09/30/2020 02007 3.459999600 35,000.0000 201.83 11/30/2013 71X4074 7174CULIN 09/30/2015 02007 5.010001200 155,329.0000 1,297.00 11/30/2013 71X4074 7174LEDFC 09/30/2022 02007 5.270000400 6,342,089.3300 55,704.69 11/30/2013 71X4074 7174TAYL 09/30/2034 02007 5.330001600 53,357,999.9800 473,997.04 11/30/2013 71X4074 7174AMKI 09/30/2020 02008 4.579999200 2,306,745.0000 17,608.15 11/30/2013 71X4074 7174C08AD 09/30/2020 02008 2.289999600 555,000.0000 2,118.25 11/30/2013 71X4074 7174EMERF 09/30/2014 02008 4.389998400 1,725,000.0000 12,621.25 11/30/2013 71X4074 7174EYEF1 09/30/2017 02008 2.450001600 4,495,997.0000 18,358.67 11/30/2013 71X4074 7174GLOSB 09/30/2015 02008 4.539999600 5,168,600.0000 39,109.07 11/30/2013 71X4074 7174GPSIS 09/30/2016 02008 2.469999600 1,221,195.0000 5,027.25 11/30/2013 71X4074 7174IMMDF 09/30/2016 02008 4.960000800 2,855,289.9800 23,603.73 11/30/2013 71X4074 7174INTMA 09/30/2035 02008 2.289999600 26,657,420.0000 101,742.47 11/30/2013 71X4074 7174JSCGA 09/30/2019 02008 4.550000400 27,463,000.0000 208,261.10 11/30/2013 71X4074 7174MATRA 09/30/2017 02008 2.369998800 2,940,900.0000 11,616.55 11/30/2013 71X4074 7174PTTUC 09/30/2016 02008 2.109999600 536,000.0000 1,884.93 11/30/2013 71X4074 7174QUAN 09/30/2016 02008 2.059999200 2,113,200.0000 7,255.32 11/30/2013 71X4074 7174SAFI2 09/30/2015 02008 2.120000400 562,020.0000 1,985.80 11/30/2013 71X4074 717400012 09/30/2018 02009 3.430000800 18,409,350.0000 105,240.14 11/30/2013 71X4074 7174AUSTA 09/30/2020 02009 4.550000400 5,715,900.0000 43,345.58 11/30/2013 71X4074 7174AZURE 09/30/2022 02009 4.650001200 6,463,625.0000 50,093.11 11/30/2013 71X4074 7174BAMAK 09/30/2019 02009 4.619998800 6,258,040.0000 48,186.90 11/30/2013 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 383.33 11/30/2013 71X4074 7174C09CD 09/30/2020 02009 3.855398400 685,000.0000 4,401.58 11/30/2013 71X4074 7174C21 09/30/2017 02009 2.369998800 968,520.0000 3,825.65 11/30/2013 71X4074 7174CAIRO 09/30/2034 02009 5.000000400 50,985,000.0000 424,875.03 11/30/2013 71X4074 7174CJSTR 09/30/2019 02009 4.510000800 9,054,900.0000 68,062.68 11/30/2013 71X4074 7174CSILT 09/30/2016 02009 4.600000800 2,237,692.0200 17,155.64 11/30/2013 71X4074 7174EXPR 09/30/2018 02009 4.510000800 5,072,500.0000 38,128.30 11/30/2013 71X4074 7174FINAN 09/30/2018 02009 4.529998800 6,105,000.0000 46,092.74 11/30/2013 71X4074 7174GAMMA 09/30/2018 02009 3.279999600 2,021,660.2000 11,051.74 11/30/2013 71X4074 7174GLOKA 09/30/2016 02009 4.430001600 2,594,750.0000 19,157.91 11/30/2013 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 19,306,000.0000 74,006.35 11/30/2013 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 10,698,000.0000 82,018.01 11/30/2013 71X4074 7174HUSK 09/30/2022 02009 4.510000800 771,900.0000 5,802.12 11/30/2013 71X4074 7174IMMD3 09/30/2018 02009 4.430001600 3,308,513.0100 24,427.86 11/30/2013 71X4074 7174INNOV 09/30/2015 02009 2.310001200 2,823,480.0000 10,870.40 11/30/2013 71X4074 7174JSCGA 09/30/2019 02009 4.550000400 10,931,000.0000 82,893.42 11/30/2013 71X4074 7174MONR 09/30/2027 02009 4.690000800 624,397.6800 4,880.71 11/30/2013 71X4074 7174MVEST 09/30/2014 02009 4.309999200 9,736,000.0000 69,936.92 11/30/2013 71X4074 7174PATRI 09/30/2016 02009 4.309999200 25,815,000.0000 185,437.72 11/30/2013 71X4074 7174PTSM 09/30/2020 02009 2.530000800 605,025.0000 2,551.19 11/30/2013 71X4074 7174RLJLI 09/30/2023 02009 4.700001600 10,496,210.0000 82,220.34 11/30/2013 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 6,462.04 11/30/2013 71X4074 7174SLID 09/30/2018 02009 4.520001600 777,800.0000 5,859.43 11/30/2013 71X4074 7174SUMHL 09/30/2025 02009 4.669999200 23,522,600.2000 183,084.21 11/30/2013 71X4074 7174SUMMP 09/30/2017 02009 2.390000400 3,676,000.0000 14,642.74 11/30/2013 71X4074 7174TIVGL 09/30/2016 02009 4.460000400 5,951,157.8500 44,236.94 11/30/2013 71X4074 7174TOGO 09/30/2029 02009 4.799998800 144,375,360.0000 1,155,002.59 11/30/2013 71X4074 7174VELIF 09/30/2017 02009 4.510000800 26,050,000.0000 195,809.20 11/30/2013 71X4074 7174VERDA 09/30/2016 02009 4.820000400 32,052,253.4400 257,486.46 11/30/2013 71X4074 717400006 09/30/2027 02010 3.859999200 24,262,200.0000 156,086.79 11/30/2013 71X4074 717400039 09/30/2020 02010 2.130001200 531,650.0000 1,887.36 11/30/2013 71X4074 717401450 09/30/2020 02010 2.229998400 4,892,000.0000 18,181.92 11/30/2013 71X4074 717401454 09/30/2023 02010 2.580001200 925,374.7800 3,979.11 11/30/2013 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 8,131,425.0000 31,170.47 11/30/2013 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 42,493,500.0000 162,891.78 11/30/2013 71X4074 7174AUTO 09/30/2018 02010 2.300000400 1,022,000.0000 3,917.67 11/30/2013 71X4074 7174AZURH 09/30/2026 02010 2.710000800 27,750,524.3700 125,339.91 11/30/2013 71X4074 7174BROAD 09/30/2016 02010 2.090001600 485,450.0000 1,690.99 11/30/2013 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 5,750.00 11/30/2013 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 1,285.13 11/30/2013 71X4074 7174CGS 09/30/2024 02010 2.300000400 119,448,945.0000 457,887.70 11/30/2013 71X4074 7174CPSIF 09/30/2016 02010 2.459998800 5,511,000.0000 22,595.09 11/30/2013 71X4074 7174DSP 09/30/2021 02010 2.580001200 49,770,000.0000 214,011.10 11/30/2013 71X4074 7174EQCM 09/30/2017 02010 2.379999600 17,869,800.0000 70,883.53 11/30/2013 71X4074 7174FTFC 09/30/2020 02010 2.450001600 10,562,000.0000 43,128.19 11/30/2013 71X4074 7174GHANA 09/30/2032 02010 2.940001200 17,950,896.8500 87,959.43 11/30/2013 71X4074 7174GMF 09/30/2014 02010 2.279998800 33,619,200.0000 127,752.89 11/30/2013 71X4074 7174HAITI 09/30/2018 02010 3.279999600 5,329,800.0000 29,136.24 11/30/2013 71X4074 7174JIMM 09/30/2018 02010 3.319999200 2,901,300.0000 16,053.86 11/30/2013 71X4074 7174PLAZA 09/30/2021 02010 2.559999600 11,274,000.0000 48,102.39 11/30/2013 71X4074 7174PNET 09/30/2021 02010 3.679999200 1,197,641.0400 7,345.53 11/30/2013 71X4074 7174PRCRH 09/30/2019 02010 2.750000400 28,707,500.0000 131,576.06 11/30/2013 71X4074 7174SEAF 09/30/2020 02010 2.580001200 3,067,800.0000 13,191.55 11/30/2013 71X4074 7174TBCK 09/30/2021 02010 2.549998800 12,315,600.0000 52,341.28 11/30/2013 71X4074 717400007 09/30/2021 02011 3.859999200 7,531,300.0000 48,451.35 11/30/2013 71X4074 717400013 09/30/2020 02011 3.629998800 20,216,000.0000 122,306.76 11/30/2013 71X4074 717400018 09/30/2021 02011 3.380000400 2,819,618.5400 15,883.85 11/30/2013 71X4074 717400020 09/30/2021 02011 3.859999200 1,953,000.0000 12,564.30 11/30/2013 71X4074 717400022 09/30/2022 02011 3.859999200 2,935,200.0000 18,883.12 11/30/2013 71X4074 717400028 09/30/2017 02011 3.470000400 14,125,050.0000 81,689.88 11/30/2013 71X4074 717400036 09/30/2034 02011 3.859999200 4,043,000.0000 26,009.96 11/30/2013 71X4074 717400037 09/30/2022 02011 3.800001600 28,517,500.0000 180,610.91 11/30/2013 71X4074 717400048 09/30/2018 02011 2.040001200 2,091,620.0000 7,111.51 11/30/2013 71X4074 717401453 09/30/2019 02011 2.149999200 783,280.0000 2,806.75 11/30/2013 71X4074 717401502 09/30/2018 02011 1.869998400 9,478,377.7900 29,540.92 11/30/2013 71X4074 717401512 09/30/2022 02011 2.760001200 1,167,000.0000 5,368.20 11/30/2013 71X4074 7174AERIS 09/30/2024 02011 3.930001200 72,627,500.0000 475,710.27 11/30/2013 71X4074 7174AMUB 09/30/2025 02011 3.939998400 10,013,000.0000 65,752.01 11/30/2013 71X4074 7174C11AD 09/30/2020 02011 3.855398400 4,350,000.0000 27,951.64 11/30/2013 71X4074 7174C11CD 09/30/2020 02011 3.489998400 60,000.0000 349.00 11/30/2013 71X4074 7174UOG 09/30/2021 02011 3.579998400 8,838,095.0000 52,733.94 11/30/2013 71X4074 717400040 09/30/2023 02012 2.499998400 993,320.0000 4,138.83 11/30/2013 71X4074 717400045 09/30/2020 02012 2.289999600 667,187.5000 2,546.43 11/30/2013 71X4074 717400048 09/30/2018 02012 2.040001200 1,364,100.0000 4,637.94 11/30/2013 71X4074 717400049 09/30/2023 02012 2.610000000 4,346,800.0000 18,908.58 11/30/2013 71X4074 717401196 09/30/2019 02012 2.670001200 17,445,870.0000 77,634.16 11/30/2013 71X4074 717401424 09/30/2023 02012 2.530000800 1,507,200.0000 6,355.36 11/30/2013 71X4074 717401428 09/30/2017 02012 1.180000800 20,030,000.0000 39,392.36 11/30/2013 71X4074 717401429 09/30/2021 02012 2.300000400 43,848,000.0000 168,084.03 11/30/2013 71X4074 717401430 09/30/2019 02012 2.130001200 9,648,205.0000 34,251.15 11/30/2013 71X4074 717401434 09/30/2023 02012 2.549998800 3,887,800.0000 16,523.14 11/30/2013 71X4074 717401435 09/30/2022 02012 2.549998800 21,892,000.0000 93,040.96 11/30/2013 71X4074 717401437 09/30/2019 02012 2.310001200 5,636,010.0000 21,698.65 11/30/2013 71X4074 717401444 09/30/2019 02012 2.310001200 4,142,136.7000 15,947.23 11/30/2013 71X4074 717401447 09/30/2028 02012 2.919999600 2,627,500.0000 12,787.16 11/30/2013 71X4074 717401480 09/30/2019 02012 1.640001600 515,400.0000 1,408.76 11/30/2013 71X4074 717401493 09/30/2024 02012 2.509999200 655,270.0000 2,741.21 11/30/2013 71X4074 717401517 09/30/2023 02012 3.489998400 3,057,600.0000 17,785.03 11/30/2013 71X4074 7174C12AD 09/30/2020 02012 3.490099200 90,000.0000 523.51 11/30/2013 71X4074 7174C12BD 09/30/2020 02012 3.489998400 6,000.0000 34.90 11/30/2013 71X4074 717401476 09/30/2023 02013 2.610000000 4,283,160.0000 18,631.75 11/30/2013 71X4074 717401482 09/30/2025 02013 2.270001600 12,117,550.0000 45,844.76 11/30/2013 71X4074 717401487 09/30/2027 02013 2.869999200 7,559,520.5000 36,159.70 11/30/2013 71X4074 717401492 09/30/2027 02013 2.790000000 33,437,000.0000 155,482.05 11/30/2013 71X4074 717401496 09/30/2020 02013 2.149999200 54,790,000.0000 196,330.76 11/30/2013 71X4074 717401504 09/30/2035 02013 3.399998400 1,225,446.0000 6,944.19 11/30/2013 ------------------------ ---------------------- 1,604,916,458.7600 9,475,438.09 ======================== ====================== 1,604,916,458.7600 9,475,438.09 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00