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 112,228.99 05/31/2014 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 241,463.39 05/31/2014 71X4074 7174NUMO1 09/30/2017 01994 4.700001600 1,000,000.0000 31,333.34 05/31/2014 71X4074 7174NUMO2 09/30/2017 01994 4.989999600 318,780.0000 10,604.75 05/31/2014 71X4074 717497COH 09/30/2020 01997 5.299999200 47,540.0000 1,679.75 05/31/2014 71X4074 717499COH 09/30/2015 01999 5.649998400 1,315,000.0000 49,531.65 05/31/2014 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 59,779.99 05/31/2014 71X4074 7174EMERG 09/30/2015 02004 4.470001200 5,584,150.0000 166,407.71 05/31/2014 71X4074 7174LEAWO 09/30/2017 02004 4.370000400 19,133,660.0000 557,427.35 05/31/2014 71X4074 7174PASTU 09/30/2020 02004 4.539999600 2,251,600.0000 68,148.42 05/31/2014 71X4074 7174PTUCA 09/30/2015 02004 3.999999600 2,479,280.0000 66,114.13 05/31/2014 71X4074 717405COH 09/30/2020 02005 4.470001200 815,000.0000 24,287.01 05/31/2014 71X4074 7174FUTUR 09/30/2014 02005 4.510000800 3,600,000.0000 108,240.02 05/31/2014 71X4074 7174PROCR 09/30/2016 02005 4.449999600 14,000,000.0000 415,333.30 05/31/2014 71X4074 7174SAFI 09/30/2014 02005 3.880000800 1,079,575.0000 27,925.01 05/31/2014 71X4074 7174BDCC 09/30/2022 02006 4.809999600 16,734,600.0000 536,622.80 05/31/2014 71X4074 7174BLH 09/30/2029 02006 5.270000400 3,113,250.0000 109,378.86 05/31/2014 71X4074 7174C06AD 09/30/2020 02006 4.770000000 1,725,000.0000 54,855.00 05/31/2014 71X4074 7174CABAN 09/30/2022 02006 4.740001200 1,000,000.0000 31,600.01 05/31/2014 71X4074 7174LAFIS 09/30/2023 02006 5.140000800 17,000,000.0000 582,533.42 05/31/2014 71X4074 7174LAFS3 09/30/2023 02006 4.830001200 8,284,100.0000 266,748.09 05/31/2014 71X4074 7174SALVA 09/30/2017 02006 4.529998800 2,000,000.0000 60,399.98 05/31/2014 71X4074 717407COH 09/30/2015 02007 5.180000400 101,000.0000 3,487.87 05/31/2014 71X4074 7174AFGGR 09/30/2022 02007 5.270000400 17,392,000.0000 611,038.98 05/31/2014 71X4074 7174AMINS 09/30/2015 02007 4.979998800 2,233,000.0000 74,135.58 05/31/2014 71X4074 7174BDCC2 09/30/2028 02007 5.270000400 5,907,405.0000 207,546.84 05/31/2014 71X4074 7174C07BD 09/30/2020 02007 3.459999600 35,000.0000 807.33 05/31/2014 71X4074 7174CULIN 09/30/2015 02007 5.010001200 155,329.0000 5,187.99 05/31/2014 71X4074 7174LEDFC 09/30/2022 02007 5.270000400 6,342,089.3300 222,818.76 05/31/2014 71X4074 7174TAYL 09/30/2034 02007 5.330001600 53,357,999.9800 1,895,988.17 05/31/2014 71X4074 7174AMKI 09/30/2020 02008 4.579999200 2,306,745.0000 70,432.60 05/31/2014 71X4074 7174C08AD 09/30/2020 02008 2.289999600 555,000.0000 8,473.00 05/31/2014 71X4074 7174EMERF 09/30/2014 02008 4.389998400 1,725,000.0000 50,484.98 05/31/2014 71X4074 7174EYEF1 09/30/2017 02008 2.450001600 4,495,997.0000 73,434.67 05/31/2014 71X4074 7174GLOSB 09/30/2015 02008 4.539999600 5,168,600.0000 156,436.28 05/31/2014 71X4074 7174GPSIS 09/30/2016 02008 2.469999600 1,221,195.0000 20,109.01 05/31/2014 71X4074 7174IMMDF 09/30/2016 02008 4.960000800 2,855,289.9800 94,414.94 05/31/2014 71X4074 7174INTMA 09/30/2035 02008 2.289999600 28,287,550.0000 431,856.52 05/31/2014 71X4074 7174JSCGA 09/30/2019 02008 4.550000400 27,463,000.0000 833,044.41 05/31/2014 71X4074 7174MATRA 09/30/2017 02008 2.369998800 2,940,900.0000 46,466.20 05/31/2014 71X4074 7174PTTUC 09/30/2016 02008 2.109999600 536,000.0000 7,539.73 05/31/2014 71X4074 7174QUAN 09/30/2016 02008 2.059999200 2,113,200.0000 29,021.27 05/31/2014 71X4074 7174SAFI2 09/30/2015 02008 2.120000400 562,020.0000 7,943.22 05/31/2014 71X4074 717400012 09/30/2018 02009 3.430000800 19,902,000.0000 455,092.51 05/31/2014 71X4074 7174AUSTA 09/30/2020 02009 4.550000400 5,715,900.0000 173,382.32 05/31/2014 71X4074 7174AZURE 09/30/2022 02009 4.650001200 6,463,625.0000 200,372.43 05/31/2014 71X4074 7174BAMAK 09/30/2019 02009 4.619998800 6,258,040.0000 192,747.58 05/31/2014 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 1,533.33 05/31/2014 71X4074 7174C09CD 09/30/2020 02009 3.855398400 685,000.0000 17,606.32 05/31/2014 71X4074 7174C21 09/30/2017 02009 2.369998800 968,520.0000 15,302.61 05/31/2014 71X4074 7174CAIRO 09/30/2034 02009 5.000000400 50,985,000.0000 1,699,500.14 05/31/2014 71X4074 7174CJSTR 09/30/2019 02009 4.510000800 9,054,900.0000 272,250.71 05/31/2014 71X4074 7174CSILC 09/30/2015 02009 4.340001600 1,327,727.6700 38,415.60 05/31/2014 71X4074 7174CSILT 09/30/2016 02009 4.600000800 3,437,924.4000 105,429.70 05/31/2014 71X4074 7174CSIP 09/30/2014 02009 4.349998800 1,129,944.1900 32,768.37 05/31/2014 71X4074 7174EXPR 09/30/2018 02009 4.510000800 5,072,500.0000 152,513.19 05/31/2014 71X4074 7174FINAN 09/30/2018 02009 4.529998800 6,105,000.0000 184,370.95 05/31/2014 71X4074 7174GAMMA 09/30/2018 02009 3.279999600 2,021,660.2000 44,206.96 05/31/2014 71X4074 7174GLOKA 09/30/2016 02009 4.430001600 2,594,750.0000 76,631.64 05/31/2014 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 19,306,000.0000 296,025.38 05/31/2014 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 10,698,000.0000 328,072.06 05/31/2014 71X4074 7174HUSK 09/30/2022 02009 4.510000800 771,900.0000 23,208.46 05/31/2014 71X4074 7174IMMD3 09/30/2018 02009 4.430001600 3,308,513.0100 97,711.45 05/31/2014 71X4074 7174INNOV 09/30/2015 02009 2.310001200 2,823,480.0000 43,481.61 05/31/2014 71X4074 7174JSCGA 09/30/2019 02009 4.550000400 10,931,000.0000 331,573.70 05/31/2014 71X4074 7174MONR 09/30/2027 02009 4.690000800 624,397.6800 19,522.84 05/31/2014 71X4074 7174MVEST 09/30/2014 02009 4.309999200 9,736,000.0000 279,747.68 05/31/2014 71X4074 7174PATRI 09/30/2016 02009 4.309999200 25,815,000.0000 741,750.86 05/31/2014 71X4074 7174PTSM 09/30/2020 02009 2.530000800 605,025.0000 10,204.76 05/31/2014 71X4074 7174RLJLI 09/30/2023 02009 4.700001600 10,496,210.0000 328,881.36 05/31/2014 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 25,848.17 05/31/2014 71X4074 7174SLID 09/30/2018 02009 4.520001600 777,800.0000 23,437.71 05/31/2014 71X4074 7174SUMHL 09/30/2025 02009 4.669999200 23,522,600.2000 732,336.83 05/31/2014 71X4074 7174SUMMP 09/30/2017 02009 2.390000400 3,676,000.0000 58,570.94 05/31/2014 71X4074 7174TIVGL 09/30/2016 02009 4.460000400 5,951,157.8500 176,947.78 05/31/2014 71X4074 7174TOGO 09/30/2029 02009 4.799998800 144,375,360.0000 4,620,010.36 05/31/2014 71X4074 7174VELIF 09/30/2017 02009 4.510000800 26,050,000.0000 783,236.81 05/31/2014 71X4074 7174VERDA 09/30/2016 02009 4.820000400 32,052,253.4400 1,029,945.83 05/31/2014 71X4074 717400006 09/30/2027 02010 3.859999200 24,262,200.0000 624,347.15 05/31/2014 71X4074 717400039 09/30/2020 02010 2.130001200 703,150.0000 9,984.74 05/31/2014 71X4074 717401450 09/30/2020 02010 2.229998400 4,892,000.0000 72,727.68 05/31/2014 71X4074 717401454 09/30/2023 02010 2.580001200 925,374.7800 15,916.45 05/31/2014 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 8,131,425.0000 124,681.87 05/31/2014 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 49,028,056.0000 751,763.66 05/31/2014 71X4074 7174AUTO 09/30/2018 02010 2.300000400 1,022,000.0000 15,670.67 05/31/2014 71X4074 7174AZURH 09/30/2026 02010 2.710000800 27,750,524.3700 501,359.62 05/31/2014 71X4074 7174BROAD 09/30/2016 02010 2.090001600 485,450.0000 6,763.94 05/31/2014 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 23,000.00 05/31/2014 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 5,140.53 05/31/2014 71X4074 7174CGS 09/30/2024 02010 2.300000400 119,448,945.0000 1,831,550.81 05/31/2014 71X4074 7174CPSIF 09/30/2016 02010 2.459998800 5,511,000.0000 90,380.36 05/31/2014 71X4074 7174DSP 09/30/2021 02010 2.580001200 49,770,000.0000 856,044.40 05/31/2014 71X4074 7174EQCM 09/30/2017 02010 2.379999600 17,869,800.0000 283,534.11 05/31/2014 71X4074 7174FTFC 09/30/2020 02010 2.450001600 10,562,000.0000 172,512.78 05/31/2014 71X4074 7174GHANA 09/30/2032 02010 2.940001200 23,688,252.8500 464,289.95 05/31/2014 71X4074 7174GMF 09/30/2014 02010 2.279998800 33,619,200.0000 511,011.57 05/31/2014 71X4074 7174HAITI 09/30/2018 02010 3.279999600 5,329,800.0000 116,544.95 05/31/2014 71X4074 7174JIMM 09/30/2018 02010 3.319999200 2,901,300.0000 64,215.42 05/31/2014 71X4074 7174PLAZA 09/30/2021 02010 2.559999600 11,274,000.0000 192,409.57 05/31/2014 71X4074 7174PNET 09/30/2021 02010 3.679999200 1,197,641.0400 29,382.12 05/31/2014 71X4074 7174PRCRH 09/30/2019 02010 2.750000400 28,707,500.0000 526,304.24 05/31/2014 71X4074 7174SEAF 09/30/2020 02010 2.580001200 3,067,800.0000 52,766.18 05/31/2014 71X4074 7174TBCK 09/30/2021 02010 2.549998800 12,315,600.0000 209,365.10 05/31/2014 71X4074 717400007 09/30/2021 02011 3.859999200 8,607,200.0000 221,491.90 05/31/2014 71X4074 717400013 09/30/2020 02011 3.629998800 20,216,000.0000 489,227.04 05/31/2014 71X4074 717400018 09/30/2021 02011 3.380000400 2,819,618.5400 63,535.41 05/31/2014 71X4074 717400020 09/30/2021 02011 3.859999200 1,953,000.0000 50,257.19 05/31/2014 71X4074 717400022 09/30/2022 02011 3.859999200 2,935,200.0000 75,532.46 05/31/2014 71X4074 717400028 09/30/2017 02011 3.470000400 14,125,050.0000 326,759.53 05/31/2014 71X4074 717400032 09/30/2024 02011 2.509999200 18,852,277.3600 315,461.34 05/31/2014 71X4074 717400036 09/30/2034 02011 3.859999200 4,043,000.0000 104,039.85 05/31/2014 71X4074 717400037 09/30/2022 02011 3.800001600 28,517,500.0000 722,443.64 05/31/2014 71X4074 717400048 09/30/2018 02011 2.040001200 2,819,140.0000 38,340.33 05/31/2014 71X4074 717401453 09/30/2019 02011 2.149999200 783,280.0000 11,227.01 05/31/2014 71X4074 717401502 09/30/2018 02011 1.869998400 9,478,377.7900 118,163.68 05/31/2014 71X4074 717401512 09/30/2022 02011 2.760001200 1,167,000.0000 21,472.81 05/31/2014 71X4074 717401530 09/30/2020 02011 2.509999200 1,781,100.0000 29,803.73 05/31/2014 71X4074 7174AERIS 09/30/2024 02011 3.930001200 72,627,500.0000 1,902,841.08 05/31/2014 71X4074 7174AMUB 09/30/2025 02011 3.939998400 10,013,000.0000 263,008.03 05/31/2014 71X4074 7174C11AD 09/30/2020 02011 3.855398400 4,350,000.0000 111,806.55 05/31/2014 71X4074 7174C11CD 09/30/2020 02011 3.489998400 60,000.0000 1,396.00 05/31/2014 71X4074 7174UOG 09/30/2021 02011 3.579998400 8,838,095.0000 210,935.77 05/31/2014 71X4074 717400040 09/30/2023 02012 2.499998400 993,320.0000 16,555.32 05/31/2014 71X4074 717400045 09/30/2020 02012 2.289999600 667,187.5000 10,185.73 05/31/2014 71X4074 717400048 09/30/2018 02012 2.040001200 1,364,100.0000 18,551.77 05/31/2014 71X4074 717400049 09/30/2023 02012 2.610000000 4,346,800.0000 75,634.32 05/31/2014 71X4074 717401196 09/30/2019 02012 2.670001200 23,226,750.0000 413,436.34 05/31/2014 71X4074 717401424 09/30/2023 02012 2.530000800 1,507,200.0000 25,421.45 05/31/2014 71X4074 717401428 09/30/2017 02012 1.180000800 20,030,000.0000 157,569.44 05/31/2014 71X4074 717401429 09/30/2021 02012 2.300000400 64,728,000.0000 992,496.17 05/31/2014 71X4074 717401430 09/30/2019 02012 2.130001200 11,993,625.0000 170,309.57 05/31/2014 71X4074 717401434 09/30/2023 02012 2.549998800 3,887,800.0000 66,092.57 05/31/2014 71X4074 717401435 09/30/2022 02012 2.549998800 21,892,000.0000 372,163.82 05/31/2014 71X4074 717401437 09/30/2019 02012 2.310001200 17,129,050.0000 263,787.51 05/31/2014 71X4074 717401444 09/30/2019 02012 2.310001200 5,102,550.0000 78,579.31 05/31/2014 71X4074 717401447 09/30/2028 02012 2.919999600 2,627,500.0000 51,148.66 05/31/2014 71X4074 717401451 09/30/2023 02012 2.509999200 654,390.0000 10,950.12 05/31/2014 71X4074 717401480 09/30/2019 02012 1.640001600 1,030,800.0000 11,270.09 05/31/2014 71X4074 717401493 09/30/2024 02012 2.509999200 655,270.0000 10,964.85 05/31/2014 71X4074 717401508 09/30/2021 02012 2.509999200 1,959,400.0000 32,787.28 05/31/2014 71X4074 717401517 09/30/2023 02012 3.489998400 3,057,600.0000 71,140.13 05/31/2014 71X4074 717401522 09/30/2023 02012 2.509999200 727,500.0000 12,173.50 05/31/2014 71X4074 717401524 09/30/2018 02012 2.509999200 3,277,750.0000 54,847.67 05/31/2014 71X4074 717401534 09/30/2018 02012 2.509999200 4,815,000.0000 80,570.97 05/31/2014 71X4074 7174C12AD 09/30/2020 02012 3.490099200 90,000.0000 2,094.06 05/31/2014 71X4074 7174C12BD 09/30/2020 02012 3.489998400 6,000.0000 139.60 05/31/2014 71X4074 717401476 09/30/2023 02013 2.610000000 6,934,640.0000 120,662.74 05/31/2014 71X4074 717401482 09/30/2025 02013 2.270001600 16,964,570.0000 256,730.67 05/31/2014 71X4074 717401487 09/30/2027 02013 2.869999200 7,559,520.5000 144,638.79 05/31/2014 71X4074 717401492 09/30/2027 02013 2.790000000 33,437,000.0000 621,928.20 05/31/2014 71X4074 717401495 09/30/2024 02013 2.509999200 2,074,200.0000 34,708.27 05/31/2014 71X4074 717401496 09/30/2020 02013 2.149999200 54,790,000.0000 785,323.04 05/31/2014 71X4074 717401504 09/30/2021 02013 3.399998400 924,144.6000 20,947.27 05/31/2014 71X4074 717401504 09/30/2035 02013 3.399998400 2,034,561.0000 46,116.69 05/31/2014 71X4074 717401511 09/30/2021 02013 2.509999200 21,357,270.0000 357,378.20 05/31/2014 71X4074 717401552 09/30/2020 02014 2.509999200 2,208,200.0000 36,950.53 05/31/2014 71X4074 717401553 09/30/2031 02014 2.509999200 4,251,600.0000 71,143.42 05/31/2014 ------------------------ ---------------------- 1,739,109,575.2600 40,170,759.56 ======================== ====================== 1,739,109,575.2600 40,170,759.56 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00