Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 301,829.24 07/31/2014 71X4074 717497COH 09/30/2020 01997 5.299999200 47,540.0000 2,099.68 07/31/2014 71X4074 717499COH 09/30/2015 01999 5.649998400 1,315,000.0000 61,914.57 07/31/2014 71X4074 7174N-NM1 09/30/2017 02003 4.700001600 1,000,000.0000 39,166.68 07/31/2014 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 74,724.99 07/31/2014 71X4074 7174EMERG 09/30/2015 02004 4.470001200 5,584,150.0000 208,009.64 07/31/2014 71X4074 7174LEAWO 09/30/2017 02004 4.370000400 19,133,660.0000 696,784.18 07/31/2014 71X4074 7174PASTU 09/30/2020 02004 4.539999600 2,251,600.0000 85,185.53 07/31/2014 71X4074 7174PTUCA 09/30/2015 02004 3.999999600 2,479,280.0000 82,642.66 07/31/2014 71X4074 717405COH 09/30/2020 02005 4.470001200 815,000.0000 30,358.76 07/31/2014 71X4074 7174FUTUR 09/30/2014 02005 4.510000800 3,600,000.0000 135,300.02 07/31/2014 71X4074 7174PROCR 09/30/2016 02005 4.449999600 14,000,000.0000 519,166.62 07/31/2014 71X4074 7174SAFI 09/30/2014 02005 3.880000800 1,079,575.0000 34,906.27 07/31/2014 71X4074 7174BDCC 09/30/2022 02006 4.809999600 16,734,600.0000 670,778.49 07/31/2014 71X4074 7174C06AD 09/30/2020 02006 4.770000000 1,725,000.0000 68,568.75 07/31/2014 71X4074 7174CABAN 09/30/2022 02006 4.740001200 1,000,000.0000 39,500.01 07/31/2014 71X4074 7174LAFIS 09/30/2023 02006 5.140000800 17,000,000.0000 728,166.78 07/31/2014 71X4074 7174LAFS3 09/30/2023 02006 4.830001200 8,284,100.0000 333,435.11 07/31/2014 71X4074 7174N-AMM 09/30/2020 02006 4.449999600 3,783,000.0000 140,286.24 07/31/2014 71X4074 7174SALVA 09/30/2017 02006 4.529998800 2,000,000.0000 75,499.98 07/31/2014 71X4074 717407COH 09/30/2015 02007 5.180000400 101,000.0000 4,359.83 07/31/2014 71X4074 7174AFGGR 09/30/2022 02007 5.270000400 17,392,000.0000 763,798.72 07/31/2014 71X4074 7174AMINS 09/30/2015 02007 4.979998800 2,233,000.0000 92,669.48 07/31/2014 71X4074 7174BDCC2 09/30/2028 02007 5.270000400 5,907,405.0000 259,433.56 07/31/2014 71X4074 7174BLH 09/30/2029 02007 5.270000400 3,113,250.0000 136,723.57 07/31/2014 71X4074 7174C07BD 09/30/2020 02007 3.459999600 35,000.0000 1,009.17 07/31/2014 71X4074 7174CULIN 09/30/2015 02007 5.010001200 155,329.0000 6,484.99 07/31/2014 71X4074 7174LEDFC 09/30/2022 02007 5.270000400 6,342,089.3300 278,523.44 07/31/2014 71X4074 7174N-NM2 09/30/2017 02007 4.989999600 318,780.0000 13,255.93 07/31/2014 71X4074 7174TAYL 09/30/2034 02007 5.330001600 53,357,999.9800 2,369,985.21 07/31/2014 71X4074 7174C08AD 09/30/2020 02008 2.289999600 555,000.0000 10,591.25 07/31/2014 71X4074 7174IMMDF 09/30/2016 02008 4.960000800 2,855,289.9800 118,018.67 07/31/2014 71X4074 7174INTMA 09/30/2035 02008 2.289999600 29,917,680.0000 570,928.96 07/31/2014 71X4074 7174AMKI 09/30/2020 02009 4.579999200 2,306,745.0000 88,040.75 07/31/2014 71X4074 7174AUSTA 09/30/2020 02009 4.550000400 5,715,900.0000 216,727.89 07/31/2014 71X4074 7174AZURE 09/30/2022 02009 4.650001200 6,463,625.0000 250,465.53 07/31/2014 71X4074 7174BAMAK 09/30/2019 02009 4.619998800 6,258,040.0000 240,934.48 07/31/2014 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 1,916.67 07/31/2014 71X4074 7174C09CD 09/30/2020 02009 3.855398400 685,000.0000 22,007.90 07/31/2014 71X4074 7174CAIRO 09/30/2034 02009 5.000000400 50,985,000.0000 2,124,375.17 07/31/2014 71X4074 7174CJSTR 09/30/2019 02009 4.510000800 9,054,900.0000 340,313.39 07/31/2014 71X4074 7174CSILC 09/30/2015 02009 4.340001600 1,327,727.6700 48,019.50 07/31/2014 71X4074 7174CSILT 09/30/2016 02009 4.600000800 3,437,924.4000 131,787.12 07/31/2014 71X4074 7174CSIP 09/30/2014 02009 4.349998800 2,387,428.0900 86,544.24 07/31/2014 71X4074 7174EMERF 09/30/2014 02009 4.389998400 1,725,000.0000 63,106.23 07/31/2014 71X4074 7174EXPR 09/30/2018 02009 4.510000800 5,072,500.0000 190,641.49 07/31/2014 71X4074 7174FINAN 09/30/2018 02009 4.529998800 6,105,000.0000 230,463.69 07/31/2014 71X4074 7174GLOKA 09/30/2016 02009 4.430001600 2,594,750.0000 95,789.56 07/31/2014 71X4074 7174GLOSB 09/30/2015 02009 4.539999600 5,168,600.0000 196,197.17 07/31/2014 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 10,698,000.0000 410,090.07 07/31/2014 71X4074 7174HUSK 09/30/2022 02009 4.510000800 771,900.0000 29,010.58 07/31/2014 71X4074 7174IMMD3 09/30/2018 02009 4.430001600 3,308,513.0100 122,139.32 07/31/2014 71X4074 7174JSCG0 09/30/2019 02009 4.550000400 27,463,000.0000 1,041,305.51 07/31/2014 71X4074 7174JSCGA 09/30/2019 02009 4.550000400 10,931,000.0000 414,467.12 07/31/2014 71X4074 7174MONR 09/30/2027 02009 4.690000800 624,397.6800 24,403.55 07/31/2014 71X4074 7174MVEST 09/30/2014 02009 4.309999200 9,736,000.0000 349,684.60 07/31/2014 71X4074 7174PATRI 09/30/2016 02009 4.309999200 25,815,000.0000 927,188.58 07/31/2014 71X4074 7174RLJLI 09/30/2023 02009 4.700001600 10,496,210.0000 411,101.70 07/31/2014 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 32,310.21 07/31/2014 71X4074 7174SLID 09/30/2018 02009 4.520001600 777,800.0000 29,297.14 07/31/2014 71X4074 7174SUMHL 09/30/2025 02009 4.669999200 23,522,600.2000 915,421.03 07/31/2014 71X4074 7174TIVGL 09/30/2016 02009 4.460000400 5,951,157.8500 221,184.72 07/31/2014 71X4074 7174TOGO 09/30/2029 02009 4.799998800 144,375,360.0000 5,775,012.96 07/31/2014 71X4074 7174VELIF 09/30/2017 02009 4.510000800 26,050,000.0000 979,046.01 07/31/2014 71X4074 7174VERDA 09/30/2032 02009 4.820000400 32,052,253.4400 1,287,432.29 07/31/2014 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 8,131,425.0000 155,852.34 07/31/2014 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 49,028,056.0000 939,704.57 07/31/2014 71X4074 7174AUTO 09/30/2018 02010 2.300000400 1,022,000.0000 19,588.34 07/31/2014 71X4074 7174AZURH 09/30/2026 02010 2.710000800 27,750,524.3700 626,699.53 07/31/2014 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 28,750.01 07/31/2014 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 6,425.66 07/31/2014 71X4074 7174C21 09/30/2017 02010 2.369998800 968,520.0000 19,128.26 07/31/2014 71X4074 7174CGS 09/30/2024 02010 2.300000400 119,448,945.0000 2,289,438.51 07/31/2014 71X4074 7174CPSIF 09/30/2016 02010 2.459998800 5,511,000.0000 112,975.44 07/31/2014 71X4074 7174DSP 09/30/2021 02010 2.580001200 49,770,000.0000 1,070,055.50 07/31/2014 71X4074 7174EQCM 09/30/2017 02010 2.379999600 17,869,800.0000 354,417.64 07/31/2014 71X4074 7174EYEF1 09/30/2017 02010 2.450001600 4,495,997.0000 91,793.33 07/31/2014 71X4074 7174FTFC 09/30/2020 02010 2.450001600 10,562,000.0000 215,640.97 07/31/2014 71X4074 7174GHANA 09/30/2032 02010 2.940001200 23,688,252.8500 580,362.43 07/31/2014 71X4074 7174GMF 09/30/2014 02010 2.279998800 33,619,200.0000 638,764.46 07/31/2014 71X4074 7174GMFSB 09/30/2014 02010 2.300000400 19,306,000.0000 0.00 07/31/2014 71X4074 7174GPSIS 09/30/2016 02010 2.469999600 1,221,195.0000 25,136.26 07/31/2014 71X4074 7174INNOV 09/30/2015 02010 2.310001200 2,823,480.0000 54,352.02 07/31/2014 71X4074 7174MATRA 09/30/2017 02010 2.369998800 2,940,900.0000 58,082.75 07/31/2014 71X4074 7174PLAZA 09/30/2021 02010 2.559999600 11,274,000.0000 240,511.96 07/31/2014 71X4074 7174PRCRH 09/30/2019 02010 2.750000400 28,707,500.0000 657,880.30 07/31/2014 71X4074 7174PTSM 09/30/2020 02010 2.530000800 605,025.0000 12,755.95 07/31/2014 71X4074 7174PTTUC 09/30/2016 02010 2.109999600 536,000.0000 9,424.66 07/31/2014 71X4074 7174QUAN 09/30/2016 02010 2.059999200 2,113,200.0000 36,276.59 07/31/2014 71X4074 7174SAFI2 09/30/2015 02010 2.120000400 562,020.0000 9,929.02 07/31/2014 71X4074 7174SEAF 09/30/2020 02010 2.480000400 3,067,800.0000 63,401.21 07/31/2014 71X4074 7174SUMMP 09/30/2017 02010 2.390000400 3,676,000.0000 73,213.68 07/31/2014 71X4074 7174TBCK 09/30/2021 02010 2.549998800 12,315,600.0000 261,706.38 07/31/2014 71X4074 717400006 09/30/2027 02011 3.859999200 24,262,200.0000 780,433.94 07/31/2014 71X4074 717400007 09/30/2021 02011 3.859999200 8,607,200.0000 276,864.88 07/31/2014 71X4074 717400012 09/30/2018 02011 3.430000800 19,902,000.0000 568,865.63 07/31/2014 71X4074 717400013 09/30/2020 02011 3.629998800 20,216,000.0000 611,533.80 07/31/2014 71X4074 717400018 09/30/2021 02011 3.380000400 2,819,618.5400 79,419.26 07/31/2014 71X4074 717400020 09/30/2021 02011 3.859999200 1,953,000.0000 62,821.49 07/31/2014 71X4074 717400022 09/30/2022 02011 3.859999200 2,935,200.0000 94,415.58 07/31/2014 71X4074 717400028 09/30/2017 02011 3.470000400 14,125,050.0000 408,449.41 07/31/2014 71X4074 717400032 09/30/2024 02011 2.509999200 18,852,277.3600 394,326.68 07/31/2014 71X4074 717400036 09/30/2034 02011 3.859999200 4,043,000.0000 130,049.81 07/31/2014 71X4074 717400037 09/30/2022 02011 3.800001600 28,517,500.0000 903,054.55 07/31/2014 71X4074 7174AERIS 09/30/2024 02011 3.930001200 72,627,500.0000 2,378,551.35 07/31/2014 71X4074 7174AMUB 09/30/2025 02011 3.939998400 10,013,000.0000 328,760.03 07/31/2014 71X4074 7174BROAD 09/30/2016 02011 2.090001600 485,450.0000 8,454.93 07/31/2014 71X4074 7174C11AD 09/30/2020 02011 3.855398400 4,350,000.0000 139,758.19 07/31/2014 71X4074 7174C11CD 09/30/2020 02011 3.489998400 60,000.0000 1,745.00 07/31/2014 71X4074 7174GAMMA 09/30/2018 02011 3.279999600 2,021,660.2000 55,258.71 07/31/2014 71X4074 7174HAITI 09/30/2018 02011 3.279999600 5,329,800.0000 145,681.18 07/31/2014 71X4074 7174JIMM 09/30/2018 02011 3.319999200 2,901,300.0000 80,269.28 07/31/2014 71X4074 7174PNET 09/30/2021 02011 3.679999200 1,197,641.0400 36,727.65 07/31/2014 71X4074 7174UOG 09/30/2021 02011 3.579998400 8,838,095.0000 263,669.72 07/31/2014 71X4074 717400039 09/30/2020 02012 2.130001200 703,150.0000 12,480.92 07/31/2014 71X4074 717400040 09/30/2023 02012 2.499998400 993,320.0000 20,694.15 07/31/2014 71X4074 717400045 09/30/2020 02012 2.289999600 667,187.5000 12,732.16 07/31/2014 71X4074 717400048 09/30/2018 02012 2.040001200 6,365,800.0000 108,218.66 07/31/2014 71X4074 717400049 09/30/2023 02012 2.610000000 4,346,800.0000 94,542.90 07/31/2014 71X4074 717401196 09/30/2019 02012 2.670001200 25,704,270.0000 571,920.26 07/31/2014 71X4074 717401424 09/30/2023 02012 2.530000800 1,507,200.0000 31,776.81 07/31/2014 71X4074 717401428 09/30/2017 02012 1.180000800 20,030,000.0000 196,961.80 07/31/2014 71X4074 717401429 09/30/2021 02012 2.300000400 75,168,000.0000 1,440,720.25 07/31/2014 71X4074 717401430 09/30/2019 02012 2.130001200 11,993,625.0000 212,886.96 07/31/2014 71X4074 717401434 09/30/2023 02012 2.549998800 3,887,800.0000 82,615.71 07/31/2014 71X4074 717401435 09/30/2022 02012 2.549998800 21,892,000.0000 465,204.78 07/31/2014 71X4074 717401437 09/30/2019 02012 2.310001200 17,129,050.0000 329,734.38 07/31/2014 71X4074 717401444 09/30/2019 02012 2.310001200 5,102,550.0000 98,224.14 07/31/2014 71X4074 717401447 09/30/2028 02012 2.919999600 2,627,500.0000 63,935.82 07/31/2014 71X4074 717401450 09/30/2020 02012 2.229998400 4,892,000.0000 90,909.60 07/31/2014 71X4074 717401451 09/30/2023 02012 2.509999200 654,390.0000 13,687.65 07/31/2014 71X4074 717401453 09/30/2019 02012 2.149999200 783,280.0000 14,033.76 07/31/2014 71X4074 717401454 09/30/2023 02012 2.580001200 925,374.7800 19,895.57 07/31/2014 71X4074 7174C12AD 09/30/2020 02012 3.490099200 90,000.0000 2,617.57 07/31/2014 71X4074 7174C12BD 09/30/2020 02012 3.489998400 6,000.0000 174.50 07/31/2014 71X4074 717401476 09/30/2023 02013 2.610000000 10,401,960.0000 226,242.63 07/31/2014 71X4074 717401480 09/30/2019 02013 1.640001600 1,030,800.0000 14,087.61 07/31/2014 71X4074 717401482 09/30/2025 02013 2.270001600 16,964,570.0000 320,913.34 07/31/2014 71X4074 717401487 09/30/2027 02013 2.869999200 7,559,520.5000 180,798.48 07/31/2014 71X4074 717401492 09/30/2027 02013 2.790000000 33,437,000.0000 777,410.25 07/31/2014 71X4074 717401493 09/30/2024 02013 2.509999200 655,270.0000 13,706.06 07/31/2014 71X4074 717401495 09/30/2024 02013 2.509999200 2,074,200.0000 43,385.34 07/31/2014 71X4074 717401496 09/30/2020 02013 2.149999200 54,790,000.0000 981,653.80 07/31/2014 71X4074 717401502 09/30/2018 02013 1.869998400 9,478,377.7900 147,704.59 07/31/2014 71X4074 717401504 09/30/2035 02013 3.399998400 3,830,445.6000 108,529.24 07/31/2014 71X4074 717401508 09/30/2021 02013 2.509999200 1,959,400.0000 40,984.10 07/31/2014 71X4074 717401511 09/30/2021 02013 2.509999200 37,346,670.0000 781,167.60 07/31/2014 71X4074 717401512 09/30/2022 02013 2.760001200 1,167,000.0000 26,841.01 07/31/2014 71X4074 717401517 09/30/2023 02013 3.489998400 3,057,600.0000 88,925.16 07/31/2014 71X4074 717401522 09/30/2023 02013 2.509999200 1,455,000.0000 30,433.74 07/31/2014 71X4074 717401524 09/30/2018 02013 2.509999200 3,277,750.0000 68,559.58 07/31/2014 71X4074 717401530 09/30/2020 02013 2.509999200 1,781,100.0000 37,254.66 07/31/2014 71X4074 717401534 09/30/2018 02013 2.509999200 4,815,000.0000 100,713.72 07/31/2014 71X4074 717401552 09/30/2020 02014 2.509999200 3,312,300.0000 69,282.25 07/31/2014 71X4074 717401553 09/30/2031 02014 2.509999200 4,251,600.0000 88,929.27 07/31/2014 ------------------------ ---------------------- 1,779,257,329.1600 50,683,402.77 ======================== ====================== 1,779,257,329.1600 50,683,402.77 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00