Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4074 7174CECPH 09/30/2020 01997 1.940000400 47,540.0000 845.42 08/31/2014 71X4074 7174HTBIL 09/30/2020 01999 5.109998400 1,315,000.0000 61,596.77 08/31/2014 71X4074 7174N-NM1 09/30/2017 02003 4.730000400 6,350,000.0000 275,325.44 08/31/2014 71X4074 7174ABUJA 09/30/2016 02004 3.489998400 117,605.5000 3,762.39 08/31/2014 71X4074 7174BUTLE 09/30/2019 02004 4.269999600 114,934.2900 4,498.72 08/31/2014 71X4074 7174EMERG 09/30/2015 02004 4.470001200 5,969,040.7300 244,581.51 08/31/2014 71X4074 7174LEAWO 09/30/2017 02004 4.370000400 20,262,426.0800 811,679.09 08/31/2014 71X4074 7174PASTU 09/30/2020 02004 4.539999600 2,429,241.8700 101,096.94 08/31/2014 71X4074 7174PTUCA 09/30/2015 02004 3.999999600 2,655,441.5300 97,366.18 08/31/2014 71X4074 7174BRASI 09/30/2020 02005 4.240000800 515,405.4600 20,032.10 08/31/2014 71X4074 7174FUTUR 09/30/2014 02005 4.510000800 3,600,000.0000 148,830.03 08/31/2014 71X4074 7174LUSAK 09/30/2019 02005 4.610001600 299,594.5400 12,660.37 08/31/2014 71X4074 7174PROCR 09/30/2016 02005 4.449999600 14,000,000.0000 571,083.28 08/31/2014 71X4074 7174SAFI 09/30/2014 02005 3.880000800 1,079,575.0000 38,396.89 08/31/2014 71X4074 7174BDCC 09/30/2022 02006 4.809999600 16,734,600.0000 737,856.34 08/31/2014 71X4074 7174CABAN 09/30/2022 02006 4.740001200 1,000,000.0000 43,450.01 08/31/2014 71X4074 7174LAFIS 09/30/2023 02006 5.140000800 17,000,000.0000 800,983.46 08/31/2014 71X4074 7174LAFS3 09/30/2023 02006 4.830001200 8,284,100.0000 366,778.62 08/31/2014 71X4074 7174N-AMM 09/30/2020 02006 4.449999600 3,783,000.0000 154,314.86 08/31/2014 71X4074 7174SALVA 09/30/2017 02006 4.529998800 2,000,000.0000 83,049.98 08/31/2014 71X4074 71741STMT 09/30/2023 02007 5.159998800 27,872.7900 1,318.38 08/31/2014 71X4074 7174AFGGR 09/30/2022 02007 5.270000400 17,408,166.2200 840,959.56 08/31/2014 71X4074 7174AMINS 09/30/2015 02007 4.979998800 2,260,872.7900 103,208.82 08/31/2014 71X4074 7174BDCC2 09/30/2028 02007 5.270000400 5,915,985.7700 285,791.43 08/31/2014 71X4074 7174BLH 09/30/2029 02007 5.270000400 3,163,250.0000 152,811.35 08/31/2014 71X4074 7174CULIN 09/30/2015 02007 5.010001200 157,224.3500 7,220.53 08/31/2014 71X4074 7174FLAMA 09/30/2015 02007 4.709998800 1,675,000.0000 72,318.11 08/31/2014 71X4074 7174LEDFC 09/30/2022 02007 5.270000400 6,360,701.4100 307,274.91 08/31/2014 71X4074 7174N-NM2 09/30/2017 02007 4.989999600 318,780.0000 14,581.53 08/31/2014 71X4074 7174TAYL 09/30/2034 02007 5.330001600 53,357,999.9800 2,606,983.73 08/31/2014 71X4074 7174IMMDF 09/30/2016 02008 4.960000800 2,855,289.9800 129,820.54 08/31/2014 71X4074 7174INTMA 09/30/2035 02008 2.289999600 29,917,680.0000 628,021.86 08/31/2014 71X4074 7174NATUR 09/30/2020 02008 3.840001200 35,000.0000 1,232.00 08/31/2014 71X4074 7174AMKI 09/30/2020 02009 4.579999200 2,306,745.0000 96,844.83 08/31/2014 71X4074 7174AUSTA 09/30/2020 02009 4.550000400 5,715,900.0000 238,400.68 08/31/2014 71X4074 7174AZURE 09/30/2022 02009 4.650001200 6,463,625.0000 275,512.09 08/31/2014 71X4074 7174BAMAK 09/30/2019 02009 4.619998800 6,258,040.0000 265,027.93 08/31/2014 71X4074 7174CAIRO 09/30/2034 02009 5.000000400 50,985,000.0000 2,336,812.69 08/31/2014 71X4074 7174CJSTR 09/30/2019 02009 4.510000800 9,054,900.0000 374,344.72 08/31/2014 71X4074 7174CSILC 09/30/2015 02009 4.340001600 1,327,727.6700 52,821.45 08/31/2014 71X4074 7174CSILT 09/30/2016 02009 4.600000800 3,437,924.4000 144,965.84 08/31/2014 71X4074 7174CSIP 09/30/2014 02009 4.349998800 2,387,428.0900 95,198.67 08/31/2014 71X4074 7174EMERF 09/30/2014 02009 4.389998400 1,725,000.0000 69,416.85 08/31/2014 71X4074 7174EXPR 09/30/2018 02009 4.510000800 5,072,500.0000 209,705.64 08/31/2014 71X4074 7174FINAN 09/30/2018 02009 4.529998800 6,105,000.0000 253,510.06 08/31/2014 71X4074 7174GLOKA 09/30/2016 02009 4.430001600 2,594,750.0000 105,368.51 08/31/2014 71X4074 7174GLOSB 09/30/2015 02009 4.539999600 5,168,600.0000 215,751.70 08/31/2014 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 10,698,000.0000 451,099.08 08/31/2014 71X4074 7174HUSK 09/30/2022 02009 4.510000800 771,900.0000 31,911.64 08/31/2014 71X4074 7174IMMD3 09/30/2018 02009 4.430001600 3,308,513.0100 134,353.25 08/31/2014 71X4074 7174JSCG0 09/30/2019 02009 4.550000400 27,463,000.0000 1,145,436.06 08/31/2014 71X4074 7174JSCGA 09/30/2019 02009 4.550000400 10,931,000.0000 455,913.83 08/31/2014 71X4074 7174MONR 09/30/2027 02009 4.690000800 624,397.6800 26,843.90 08/31/2014 71X4074 7174MVEST 09/30/2014 02009 4.309999200 9,736,000.0000 384,653.06 08/31/2014 71X4074 7174PATRI 09/30/2016 02009 4.309999200 25,815,000.0000 1,019,907.44 08/31/2014 71X4074 7174RLJLI 09/30/2023 02009 4.700001600 10,496,210.0000 452,211.87 08/31/2014 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 35,541.24 08/31/2014 71X4074 7174SLID 09/30/2018 02009 4.520001600 777,800.0000 32,226.86 08/31/2014 71X4074 7174SUMHL 09/30/2025 02009 4.669999200 23,522,600.2000 1,006,963.14 08/31/2014 71X4074 7174TIVGL 09/30/2016 02009 4.460000400 5,951,157.8500 243,303.19 08/31/2014 71X4074 7174TOGO 09/30/2029 02009 4.799998800 144,375,360.0000 6,352,514.25 08/31/2014 71X4074 7174VELIF 09/30/2017 02009 4.510000800 26,050,000.0000 1,076,950.61 08/31/2014 71X4074 7174VERDA 09/30/2032 02009 4.820000400 32,052,253.4400 1,416,175.52 08/31/2014 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 8,131,425.0000 171,437.57 08/31/2014 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 49,028,056.0000 1,033,675.03 08/31/2014 71X4074 7174AUTO 09/30/2018 02010 2.300000400 1,022,000.0000 21,547.17 08/31/2014 71X4074 7174AZURH 09/30/2026 02010 2.710000800 27,750,524.3700 689,369.48 08/31/2014 71X4074 7174BETSY 09/30/2022 02010 2.589998400 181,359.5200 4,305.77 08/31/2014 71X4074 7174C21 09/30/2017 02010 2.369998800 968,520.0000 21,041.09 08/31/2014 71X4074 7174CGS 09/30/2024 02010 2.300000400 119,918,599.3900 2,528,284.24 08/31/2014 71X4074 7174CPSIF 09/30/2016 02010 2.459998800 5,511,000.0000 124,272.99 08/31/2014 71X4074 7174DSP 09/30/2021 02010 2.580001200 49,770,000.0000 1,177,061.05 08/31/2014 71X4074 7174EQCM 09/30/2017 02010 2.379999600 17,987,102.1000 392,418.54 08/31/2014 71X4074 7174EYEF1 09/30/2017 02010 2.450001600 4,738,928.7000 106,428.51 08/31/2014 71X4074 7174FTFC 09/30/2020 02010 2.450001600 10,562,000.0000 237,205.07 08/31/2014 71X4074 7174GHANA 09/30/2032 02010 2.940001200 23,688,252.8500 638,398.67 08/31/2014 71X4074 7174GMF 09/30/2014 02010 2.279998800 33,619,200.0000 702,640.91 08/31/2014 71X4074 7174GMFSB 09/30/2014 02010 2.300000400 19,306,000.0000 0.00 08/31/2014 71X4074 7174GPSIS 09/30/2016 02010 2.469999600 1,282,047.2400 29,027.68 08/31/2014 71X4074 7174INNOV 09/30/2015 02010 2.310001200 2,870,165.4800 60,775.79 08/31/2014 71X4074 7174MATRA 09/30/2017 02010 2.369998800 3,041,127.2200 66,068.46 08/31/2014 71X4074 7174PLAZA 09/30/2021 02010 2.559999600 11,570,223.3300 271,514.53 08/31/2014 71X4074 7174PRCRH 09/30/2019 02010 2.750000400 29,059,236.6200 732,535.03 08/31/2014 71X4074 7174PTSM 09/30/2020 02010 2.530000800 605,025.0000 14,031.54 08/31/2014 71X4074 7174PTTUC 09/30/2016 02010 2.109999600 570,366.1900 11,031.83 08/31/2014 71X4074 7174QUAN 09/30/2016 02010 2.059999200 2,220,586.3100 41,932.06 08/31/2014 71X4074 7174SAFI2 09/30/2015 02010 2.120000400 571,256.3400 11,101.42 08/31/2014 71X4074 7174SEAF 09/30/2020 02010 2.480000400 3,067,800.0000 69,741.33 08/31/2014 71X4074 7174SEAFO 09/30/2020 02010 2.300000400 17,413.9000 367.14 08/31/2014 71X4074 7174SUMMP 09/30/2017 02010 2.390000400 3,729,314.5200 81,703.08 08/31/2014 71X4074 7174TBCK 09/30/2021 02010 2.549998800 12,381,910.1400 289,427.01 08/31/2014 71X4074 717400006 09/30/2027 02011 3.859999200 24,262,200.0000 858,477.33 08/31/2014 71X4074 717400007 09/30/2021 02011 3.859999200 8,607,200.0000 304,551.36 08/31/2014 71X4074 717400012 09/30/2018 02011 3.430000800 20,587,000.0000 647,289.74 08/31/2014 71X4074 717400013 09/30/2020 02011 3.629998800 21,066,476.1400 700,986.76 08/31/2014 71X4074 717400018 09/30/2021 02011 3.380000400 2,819,618.5400 87,361.19 08/31/2014 71X4074 717400020 09/30/2021 02011 3.859999200 1,953,000.0000 69,103.64 08/31/2014 71X4074 717400022 09/30/2022 02011 3.859999200 2,935,200.0000 103,857.14 08/31/2014 71X4074 717400028 09/30/2017 02011 3.470000400 14,125,050.0000 449,294.35 08/31/2014 71X4074 717400032 09/30/2024 02011 2.509999200 18,852,277.3600 433,759.34 08/31/2014 71X4074 717400036 09/30/2034 02011 3.859999200 4,043,000.0000 143,054.79 08/31/2014 71X4074 717400037 09/30/2022 02011 3.800001600 28,517,500.0000 993,360.00 08/31/2014 71X4074 7174AERIS 09/30/2024 02011 3.930001200 75,143,534.7200 2,707,046.66 08/31/2014 71X4074 7174AMUB 09/30/2025 02011 3.939998400 10,162,294.8900 367,028.07 08/31/2014 71X4074 7174BROAD 09/30/2016 02011 2.090001600 485,450.0000 9,300.42 08/31/2014 71X4074 7174GAMMA 09/30/2018 02011 3.279999600 2,021,660.2000 60,784.58 08/31/2014 71X4074 7174HAITI 09/30/2018 02011 3.279999600 5,426,032.8300 163,142.70 08/31/2014 71X4074 7174JIMM 09/30/2018 02011 3.319999200 2,986,618.5300 90,892.74 08/31/2014 71X4074 7174PNET 09/30/2021 02011 3.679999200 1,216,089.6800 41,022.75 08/31/2014 71X4074 7174UOG 09/30/2021 02011 3.579998400 9,072,289.2500 297,722.16 08/31/2014 71X4074 717400039 09/30/2020 02012 2.130001200 703,150.0000 13,729.01 08/31/2014 71X4074 717400040 09/30/2023 02012 2.499998400 1,000,026.6600 22,917.26 08/31/2014 71X4074 717400045 09/30/2020 02012 2.289999600 667,187.5000 14,005.38 08/31/2014 71X4074 717400048 09/30/2018 02012 2.040001200 6,965,800.0000 130,260.54 08/31/2014 71X4074 717400049 09/30/2023 02012 2.610000000 4,390,033.3900 105,031.55 08/31/2014 71X4074 717401196 09/30/2019 02012 2.670001200 25,744,329.9500 630,092.76 08/31/2014 71X4074 717401424 09/30/2023 02012 2.530000800 1,507,200.0000 34,954.49 08/31/2014 71X4074 717401428 09/30/2017 02012 1.180000800 20,030,000.0000 216,657.98 08/31/2014 71X4074 717401429 09/30/2021 02012 2.300000400 75,168,000.0000 1,584,792.28 08/31/2014 71X4074 717401430 09/30/2019 02012 2.130001200 11,993,625.0000 234,175.66 08/31/2014 71X4074 717401434 09/30/2023 02012 2.549998800 3,887,800.0000 90,877.28 08/31/2014 71X4074 717401435 09/30/2022 02012 2.549998800 21,892,000.0000 511,725.26 08/31/2014 71X4074 717401437 09/30/2019 02012 2.310001200 17,129,050.0000 362,707.82 08/31/2014 71X4074 717401444 09/30/2019 02012 2.310001200 5,102,550.0000 108,046.55 08/31/2014 71X4074 717401447 09/30/2028 02012 2.919999600 2,627,500.0000 70,329.41 08/31/2014 71X4074 717401450 09/30/2020 02012 2.229998400 4,892,000.0000 100,000.56 08/31/2014 71X4074 717401451 09/30/2023 02012 2.509999200 654,390.0000 15,056.42 08/31/2014 71X4074 717401453 09/30/2019 02012 2.149999200 783,280.0000 15,437.14 08/31/2014 71X4074 717401454 09/30/2023 02012 2.580001200 925,374.7800 21,885.12 08/31/2014 71X4074 717401476 09/30/2023 02013 2.610000000 10,401,960.0000 248,866.89 08/31/2014 71X4074 717401480 09/30/2019 02013 1.640001600 1,552,200.0000 23,334.76 08/31/2014 71X4074 717401482 09/30/2025 02013 2.270001600 16,964,570.0000 353,004.68 08/31/2014 71X4074 717401487 09/30/2027 02013 2.869999200 7,559,520.5000 198,878.33 08/31/2014 71X4074 717401492 09/30/2027 02013 2.790000000 33,437,000.0000 855,151.28 08/31/2014 71X4074 717401493 09/30/2024 02013 2.509999200 655,270.0000 15,076.67 08/31/2014 71X4074 717401495 09/30/2024 02013 2.509999200 4,148,400.0000 95,447.74 08/31/2014 71X4074 717401496 09/30/2020 02013 2.149999200 54,790,000.0000 1,079,819.18 08/31/2014 71X4074 717401502 09/30/2018 02013 1.869998400 9,531,445.1000 163,384.71 08/31/2014 71X4074 717401504 09/30/2035 02013 3.399998400 3,830,445.6000 119,382.17 08/31/2014 71X4074 717401508 09/30/2021 02013 2.509999200 1,959,400.0000 45,082.51 08/31/2014 71X4074 717401511 09/30/2021 02013 2.509999200 37,346,670.0000 859,284.36 08/31/2014 71X4074 717401512 09/30/2022 02013 2.760001200 1,173,932.6900 29,700.51 08/31/2014 71X4074 717401517 09/30/2023 02013 3.489998400 3,057,600.0000 97,817.68 08/31/2014 71X4074 717401522 09/30/2023 02013 2.509999200 1,455,000.0000 33,477.11 08/31/2014 71X4074 717401524 09/30/2018 02013 2.509999200 3,277,750.0000 75,415.54 08/31/2014 71X4074 717401530 09/30/2020 02013 2.509999200 1,781,100.0000 40,980.13 08/31/2014 71X4074 717401534 09/30/2018 02013 2.509999200 4,815,000.0000 110,785.09 08/31/2014 71X4074 717401552 09/30/2020 02014 2.509999200 3,312,300.0000 76,210.48 08/31/2014 71X4074 717401553 09/30/2031 02014 2.509999200 7,069,613.6300 162,659.98 08/31/2014 71X4074 717401577 09/30/2033 02014 2.509999200 7,593,560.0000 174,715.10 08/31/2014 ------------------------ ---------------------- 1,792,258,502.7900 55,925,953.83 ======================== ====================== 1,792,258,502.7900 55,925,953.83 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00