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 126,257.61 06/30/2014 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 271,646.31 06/30/2014 71X4074 7174NUMO1 09/30/2017 01994 4.700001600 1,000,000.0000 35,250.01 06/30/2014 71X4074 7174NUMO2 09/30/2017 01994 4.989999600 318,780.0000 11,930.34 06/30/2014 71X4074 717497COH 09/30/2020 01997 5.299999200 47,540.0000 1,889.71 06/30/2014 71X4074 717499COH 09/30/2015 01999 5.649998400 1,315,000.0000 55,723.11 06/30/2014 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 67,252.49 06/30/2014 71X4074 7174EMERG 09/30/2015 02004 4.470001200 5,584,150.0000 187,208.68 06/30/2014 71X4074 7174LEAWO 09/30/2017 02004 4.370000400 19,133,660.0000 627,105.76 06/30/2014 71X4074 7174PASTU 09/30/2020 02004 4.539999600 2,251,600.0000 76,666.97 06/30/2014 71X4074 7174PTUCA 09/30/2015 02004 3.999999600 2,479,280.0000 74,378.39 06/30/2014 71X4074 717405COH 09/30/2020 02005 4.470001200 815,000.0000 27,322.88 06/30/2014 71X4074 7174FUTUR 09/30/2014 02005 4.510000800 3,600,000.0000 121,770.02 06/30/2014 71X4074 7174PROCR 09/30/2016 02005 4.449999600 14,000,000.0000 467,249.96 06/30/2014 71X4074 7174SAFI 09/30/2014 02005 3.880000800 1,079,575.0000 31,415.64 06/30/2014 71X4074 7174BDCC 09/30/2022 02006 4.809999600 16,734,600.0000 603,700.64 06/30/2014 71X4074 7174BLH 09/30/2029 02006 5.270000400 3,113,250.0000 123,051.22 06/30/2014 71X4074 7174C06AD 09/30/2020 02006 4.770000000 1,725,000.0000 61,711.88 06/30/2014 71X4074 7174CABAN 09/30/2022 02006 4.740001200 1,000,000.0000 35,550.01 06/30/2014 71X4074 7174LAFIS 09/30/2023 02006 5.140000800 17,000,000.0000 655,350.10 06/30/2014 71X4074 7174LAFS3 09/30/2023 02006 4.830001200 8,284,100.0000 300,091.60 06/30/2014 71X4074 7174SALVA 09/30/2017 02006 4.529998800 2,000,000.0000 67,949.98 06/30/2014 71X4074 717407COH 09/30/2015 02007 5.180000400 101,000.0000 3,923.85 06/30/2014 71X4074 7174AFGGR 09/30/2022 02007 5.270000400 17,392,000.0000 687,418.85 06/30/2014 71X4074 7174AMINS 09/30/2015 02007 4.979998800 2,233,000.0000 83,402.53 06/30/2014 71X4074 7174BDCC2 09/30/2028 02007 5.270000400 5,907,405.0000 233,490.20 06/30/2014 71X4074 7174C07BD 09/30/2020 02007 3.459999600 35,000.0000 908.25 06/30/2014 71X4074 7174CULIN 09/30/2015 02007 5.010001200 155,329.0000 5,836.49 06/30/2014 71X4074 7174LEDFC 09/30/2022 02007 5.270000400 6,342,089.3300 250,671.10 06/30/2014 71X4074 7174TAYL 09/30/2034 02007 5.330001600 53,357,999.9800 2,132,986.69 06/30/2014 71X4074 7174AMKI 09/30/2020 02008 4.579999200 2,306,745.0000 79,236.68 06/30/2014 71X4074 7174C08AD 09/30/2020 02008 2.289999600 555,000.0000 9,532.12 06/30/2014 71X4074 7174EMERF 09/30/2014 02008 4.389998400 1,725,000.0000 56,795.60 06/30/2014 71X4074 7174EYEF1 09/30/2017 02008 2.450001600 4,495,997.0000 82,614.00 06/30/2014 71X4074 7174GLOSB 09/30/2015 02008 4.539999600 5,168,600.0000 175,990.81 06/30/2014 71X4074 7174GPSIS 09/30/2016 02008 2.469999600 1,221,195.0000 22,622.63 06/30/2014 71X4074 7174IMMDF 09/30/2016 02008 4.960000800 2,855,289.9800 106,216.80 06/30/2014 71X4074 7174INTMA 09/30/2035 02008 2.289999600 28,287,550.0000 485,838.59 06/30/2014 71X4074 7174JSCGA 09/30/2019 02008 4.550000400 27,463,000.0000 937,174.96 06/30/2014 71X4074 7174MATRA 09/30/2017 02008 2.369998800 2,940,900.0000 52,274.47 06/30/2014 71X4074 7174PTTUC 09/30/2016 02008 2.109999600 536,000.0000 8,482.20 06/30/2014 71X4074 7174QUAN 09/30/2016 02008 2.059999200 2,113,200.0000 32,648.93 06/30/2014 71X4074 7174SAFI2 09/30/2015 02008 2.120000400 562,020.0000 8,936.12 06/30/2014 71X4074 717400012 09/30/2018 02009 3.430000800 19,902,000.0000 511,979.07 06/30/2014 71X4074 7174AUSTA 09/30/2020 02009 4.550000400 5,715,900.0000 195,055.10 06/30/2014 71X4074 7174AZURE 09/30/2022 02009 4.650001200 6,463,625.0000 225,418.98 06/30/2014 71X4074 7174BAMAK 09/30/2019 02009 4.619998800 6,258,040.0000 216,841.03 06/30/2014 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 1,725.00 06/30/2014 71X4074 7174C09CD 09/30/2020 02009 3.855398400 685,000.0000 19,807.11 06/30/2014 71X4074 7174C21 09/30/2017 02009 2.369998800 968,520.0000 17,215.43 06/30/2014 71X4074 7174CAIRO 09/30/2034 02009 5.000000400 50,985,000.0000 1,911,937.65 06/30/2014 71X4074 7174CJSTR 09/30/2019 02009 4.510000800 9,054,900.0000 306,282.05 06/30/2014 71X4074 7174CSILC 09/30/2015 02009 4.340001600 1,327,727.6700 43,217.55 06/30/2014 71X4074 7174CSILT 09/30/2016 02009 4.600000800 3,437,924.4000 118,608.41 06/30/2014 71X4074 7174CSIP 09/30/2014 02009 4.349998800 1,129,944.1900 36,864.42 06/30/2014 71X4074 7174EXPR 09/30/2018 02009 4.510000800 5,072,500.0000 171,577.34 06/30/2014 71X4074 7174FINAN 09/30/2018 02009 4.529998800 6,105,000.0000 207,417.32 06/30/2014 71X4074 7174GAMMA 09/30/2018 02009 3.279999600 2,021,660.2000 49,732.83 06/30/2014 71X4074 7174GLOKA 09/30/2016 02009 4.430001600 2,594,750.0000 86,210.60 06/30/2014 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 19,306,000.0000 333,028.56 06/30/2014 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 10,698,000.0000 369,081.06 06/30/2014 71X4074 7174HUSK 09/30/2022 02009 4.510000800 771,900.0000 26,109.52 06/30/2014 71X4074 7174IMMD3 09/30/2018 02009 4.430001600 3,308,513.0100 109,925.38 06/30/2014 71X4074 7174INNOV 09/30/2015 02009 2.310001200 2,823,480.0000 48,916.82 06/30/2014 71X4074 7174JSCGA 09/30/2019 02009 4.550000400 10,931,000.0000 373,020.41 06/30/2014 71X4074 7174MONR 09/30/2027 02009 4.690000800 624,397.6800 21,963.19 06/30/2014 71X4074 7174MVEST 09/30/2014 02009 4.309999200 9,736,000.0000 314,716.14 06/30/2014 71X4074 7174PATRI 09/30/2016 02009 4.309999200 25,815,000.0000 834,469.72 06/30/2014 71X4074 7174PTSM 09/30/2020 02009 2.530000800 605,025.0000 11,480.35 06/30/2014 71X4074 7174RLJLI 09/30/2023 02009 4.700001600 10,496,210.0000 369,991.53 06/30/2014 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 29,079.19 06/30/2014 71X4074 7174SLID 09/30/2018 02009 4.520001600 777,800.0000 26,367.43 06/30/2014 71X4074 7174SUMHL 09/30/2025 02009 4.669999200 23,522,600.2000 823,878.93 06/30/2014 71X4074 7174SUMMP 09/30/2017 02009 2.390000400 3,676,000.0000 65,892.31 06/30/2014 71X4074 7174TIVGL 09/30/2016 02009 4.460000400 5,951,157.8500 199,066.25 06/30/2014 71X4074 7174TOGO 09/30/2029 02009 4.799998800 144,375,360.0000 5,197,511.66 06/30/2014 71X4074 7174VELIF 09/30/2017 02009 4.510000800 26,050,000.0000 881,141.41 06/30/2014 71X4074 7174VERDA 09/30/2016 02009 4.820000400 32,052,253.4400 1,158,689.06 06/30/2014 71X4074 717400006 09/30/2027 02010 3.859999200 24,262,200.0000 702,390.54 06/30/2014 71X4074 717400039 09/30/2020 02010 2.130001200 703,150.0000 11,232.83 06/30/2014 71X4074 717401450 09/30/2020 02010 2.229998400 4,892,000.0000 81,818.64 06/30/2014 71X4074 717401454 09/30/2023 02010 2.580001200 925,374.7800 17,906.01 06/30/2014 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 8,131,425.0000 140,267.11 06/30/2014 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 49,028,056.0000 845,734.11 06/30/2014 71X4074 7174AUTO 09/30/2018 02010 2.300000400 1,022,000.0000 17,629.50 06/30/2014 71X4074 7174AZURH 09/30/2026 02010 2.710000800 27,750,524.3700 564,029.57 06/30/2014 71X4074 7174BROAD 09/30/2016 02010 2.090001600 485,450.0000 7,609.43 06/30/2014 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 25,875.00 06/30/2014 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 5,783.10 06/30/2014 71X4074 7174CGS 09/30/2024 02010 2.300000400 119,448,945.0000 2,060,494.66 06/30/2014 71X4074 7174CPSIF 09/30/2016 02010 2.459998800 5,511,000.0000 101,677.90 06/30/2014 71X4074 7174DSP 09/30/2021 02010 2.580001200 49,770,000.0000 963,049.95 06/30/2014 71X4074 7174EQCM 09/30/2017 02010 2.379999600 17,869,800.0000 318,975.88 06/30/2014 71X4074 7174FTFC 09/30/2020 02010 2.450001600 10,562,000.0000 194,076.88 06/30/2014 71X4074 7174GHANA 09/30/2032 02010 2.940001200 23,688,252.8500 522,326.19 06/30/2014 71X4074 7174GMF 09/30/2014 02010 2.279998800 33,619,200.0000 574,888.02 06/30/2014 71X4074 7174HAITI 09/30/2018 02010 3.279999600 5,329,800.0000 131,113.06 06/30/2014 71X4074 7174JIMM 09/30/2018 02010 3.319999200 2,901,300.0000 72,242.35 06/30/2014 71X4074 7174PLAZA 09/30/2021 02010 2.559999600 11,274,000.0000 216,460.77 06/30/2014 71X4074 7174PNET 09/30/2021 02010 3.679999200 1,197,641.0400 33,054.89 06/30/2014 71X4074 7174PRCRH 09/30/2019 02010 2.750000400 28,707,500.0000 592,092.27 06/30/2014 71X4074 7174SEAF 09/30/2020 02010 2.580001200 3,067,800.0000 59,361.96 06/30/2014 71X4074 7174TBCK 09/30/2021 02010 2.549998800 12,315,600.0000 235,535.74 06/30/2014 71X4074 717400007 09/30/2021 02011 3.859999200 8,607,200.0000 249,178.39 06/30/2014 71X4074 717400013 09/30/2020 02011 3.629998800 20,216,000.0000 550,380.42 06/30/2014 71X4074 717400018 09/30/2021 02011 3.380000400 2,819,618.5400 71,477.34 06/30/2014 71X4074 717400020 09/30/2021 02011 3.859999200 1,953,000.0000 56,539.34 06/30/2014 71X4074 717400022 09/30/2022 02011 3.859999200 2,935,200.0000 84,974.02 06/30/2014 71X4074 717400028 09/30/2017 02011 3.470000400 14,125,050.0000 367,604.47 06/30/2014 71X4074 717400032 09/30/2024 02011 2.509999200 18,852,277.3600 354,894.01 06/30/2014 71X4074 717400036 09/30/2034 02011 3.859999200 4,043,000.0000 117,044.83 06/30/2014 71X4074 717400037 09/30/2022 02011 3.800001600 28,517,500.0000 812,749.09 06/30/2014 71X4074 717400048 09/30/2018 02011 2.040001200 2,819,140.0000 43,132.87 06/30/2014 71X4074 717401453 09/30/2019 02011 2.149999200 783,280.0000 12,630.39 06/30/2014 71X4074 717401502 09/30/2018 02011 1.869998400 9,478,377.7900 132,934.13 06/30/2014 71X4074 717401512 09/30/2022 02011 2.760001200 1,167,000.0000 24,156.91 06/30/2014 71X4074 717401530 09/30/2020 02011 2.509999200 1,781,100.0000 33,529.20 06/30/2014 71X4074 7174AERIS 09/30/2024 02011 3.930001200 72,627,500.0000 2,140,696.22 06/30/2014 71X4074 7174AMUB 09/30/2025 02011 3.939998400 10,013,000.0000 295,884.03 06/30/2014 71X4074 7174C11AD 09/30/2020 02011 3.855398400 4,350,000.0000 125,782.37 06/30/2014 71X4074 7174C11CD 09/30/2020 02011 3.489998400 60,000.0000 1,570.50 06/30/2014 71X4074 7174UOG 09/30/2021 02011 3.579998400 8,838,095.0000 237,302.74 06/30/2014 71X4074 717400040 09/30/2023 02012 2.499998400 993,320.0000 18,624.74 06/30/2014 71X4074 717400045 09/30/2020 02012 2.289999600 667,187.5000 11,458.94 06/30/2014 71X4074 717400048 09/30/2018 02012 2.040001200 3,546,660.0000 54,263.93 06/30/2014 71X4074 717400049 09/30/2023 02012 2.610000000 4,346,800.0000 85,088.61 06/30/2014 71X4074 717401196 09/30/2019 02012 2.670001200 25,704,270.0000 514,728.24 06/30/2014 71X4074 717401424 09/30/2023 02012 2.530000800 1,507,200.0000 28,599.13 06/30/2014 71X4074 717401428 09/30/2017 02012 1.180000800 20,030,000.0000 177,265.62 06/30/2014 71X4074 717401429 09/30/2021 02012 2.300000400 64,728,000.0000 1,116,558.19 06/30/2014 71X4074 717401430 09/30/2019 02012 2.130001200 11,993,625.0000 191,598.27 06/30/2014 71X4074 717401434 09/30/2023 02012 2.549998800 3,887,800.0000 74,354.14 06/30/2014 71X4074 717401435 09/30/2022 02012 2.549998800 21,892,000.0000 418,684.30 06/30/2014 71X4074 717401437 09/30/2019 02012 2.310001200 17,129,050.0000 296,760.95 06/30/2014 71X4074 717401444 09/30/2019 02012 2.310001200 5,102,550.0000 88,401.72 06/30/2014 71X4074 717401447 09/30/2028 02012 2.919999600 2,627,500.0000 57,542.24 06/30/2014 71X4074 717401451 09/30/2023 02012 2.509999200 654,390.0000 12,318.89 06/30/2014 71X4074 717401480 09/30/2019 02012 1.640001600 1,030,800.0000 12,678.85 06/30/2014 71X4074 717401493 09/30/2024 02012 2.509999200 655,270.0000 12,335.45 06/30/2014 71X4074 717401508 09/30/2021 02012 2.509999200 1,959,400.0000 36,885.69 06/30/2014 71X4074 717401517 09/30/2023 02012 3.489998400 3,057,600.0000 80,032.64 06/30/2014 71X4074 717401522 09/30/2023 02012 2.509999200 727,500.0000 13,695.18 06/30/2014 71X4074 717401524 09/30/2018 02012 2.509999200 3,277,750.0000 61,703.62 06/30/2014 71X4074 717401534 09/30/2018 02012 2.509999200 4,815,000.0000 90,642.35 06/30/2014 71X4074 7174C12AD 09/30/2020 02012 3.490099200 90,000.0000 2,355.82 06/30/2014 71X4074 7174C12BD 09/30/2020 02012 3.489998400 6,000.0000 157.05 06/30/2014 71X4074 717401476 09/30/2023 02013 2.610000000 10,401,960.0000 203,618.37 06/30/2014 71X4074 717401482 09/30/2025 02013 2.270001600 16,964,570.0000 288,822.01 06/30/2014 71X4074 717401487 09/30/2027 02013 2.869999200 7,559,520.5000 162,718.63 06/30/2014 71X4074 717401492 09/30/2027 02013 2.790000000 33,437,000.0000 699,669.23 06/30/2014 71X4074 717401495 09/30/2024 02013 2.509999200 2,074,200.0000 39,046.80 06/30/2014 71X4074 717401496 09/30/2020 02013 2.149999200 54,790,000.0000 883,488.42 06/30/2014 71X4074 717401504 09/30/2021 02013 3.399998400 924,144.6000 23,565.68 06/30/2014 71X4074 717401504 09/30/2035 02013 3.399998400 2,034,561.0000 51,881.28 06/30/2014 71X4074 717401511 09/30/2021 02013 2.509999200 37,346,670.0000 703,050.84 06/30/2014 71X4074 717401522 09/30/2023 02013 2.509999200 727,500.0000 13,695.18 06/30/2014 71X4074 717401552 09/30/2020 02014 2.509999200 3,312,300.0000 62,354.03 06/30/2014 71X4074 717401553 09/30/2031 02014 2.509999200 4,251,600.0000 80,036.34 06/30/2014 ------------------------ ---------------------- 1,765,057,975.2600 45,678,462.99 ======================== ====================== 1,765,057,975.2600 45,678,462.99 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00