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 14,028.62 10/31/2013 71X4074 7174NISDL 09/30/2015 01994 6.770001600 5,350,000.0000 30,182.92 10/31/2013 71X4074 7174NUMO1 09/30/2017 01994 4.700001600 1,000,000.0000 3,916.67 10/31/2013 71X4074 7174NUMO2 09/30/2017 01994 4.989999600 318,780.0000 1,325.59 10/31/2013 71X4074 717497COH 09/30/2020 01997 5.299999200 47,540.0000 209.97 10/31/2013 71X4074 717499COH 09/30/2015 01999 5.649998400 1,315,000.0000 6,191.46 10/31/2013 71X4074 7174C04DR 09/30/2015 02004 4.269999600 2,100,000.0000 7,472.50 10/31/2013 71X4074 7174EMERG 09/30/2015 02004 4.470001200 5,584,150.0000 20,800.96 10/31/2013 71X4074 7174LEAWO 09/30/2017 02004 4.370000400 19,133,660.0000 69,678.42 10/31/2013 71X4074 7174PASTU 09/30/2020 02004 4.539999600 2,251,600.0000 8,518.55 10/31/2013 71X4074 7174PTUCA 09/30/2015 02004 3.999999600 2,479,280.0000 8,264.27 10/31/2013 71X4074 717405COH 09/30/2020 02005 4.470001200 815,000.0000 3,035.88 10/31/2013 71X4074 7174FUTUR 09/30/2014 02005 4.510000800 3,600,000.0000 13,530.00 10/31/2013 71X4074 7174PROCR 09/30/2016 02005 4.449999600 14,000,000.0000 51,916.66 10/31/2013 71X4074 7174SAFI 09/30/2014 02005 3.880000800 1,079,575.0000 3,490.63 10/31/2013 71X4074 7174BDCC 09/30/2022 02006 4.809999600 16,734,600.0000 67,077.85 10/31/2013 71X4074 7174BLH 09/30/2029 02006 5.270000400 3,113,250.0000 13,672.36 10/31/2013 71X4074 7174C06AD 09/30/2020 02006 4.770000000 1,725,000.0000 6,856.88 10/31/2013 71X4074 7174CABAN 09/30/2022 02006 4.740001200 1,000,000.0000 3,950.00 10/31/2013 71X4074 7174LAFIS 09/30/2023 02006 5.140000800 17,000,000.0000 72,816.68 10/31/2013 71X4074 7174LAFS3 09/30/2023 02006 4.830001200 8,284,100.0000 33,343.51 10/31/2013 71X4074 7174SALVA 09/30/2017 02006 4.529998800 2,000,000.0000 7,550.00 10/31/2013 71X4074 717407COH 09/30/2015 02007 5.180000400 101,000.0000 435.98 10/31/2013 71X4074 7174AFGGR 09/30/2022 02007 5.270000400 17,392,000.0000 76,379.87 10/31/2013 71X4074 7174AMINS 09/30/2015 02007 4.979998800 2,233,000.0000 9,266.95 10/31/2013 71X4074 7174BDCC2 09/30/2028 02007 5.270000400 5,907,405.0000 25,943.36 10/31/2013 71X4074 7174C07BD 09/30/2020 02007 3.459999600 35,000.0000 100.92 10/31/2013 71X4074 7174CULIN 09/30/2015 02007 5.010001200 155,329.0000 648.50 10/31/2013 71X4074 7174LEDFC 09/30/2022 02007 5.270000400 6,342,089.3300 27,852.34 10/31/2013 71X4074 7174TAYL 09/30/2034 02007 5.330001600 53,357,999.9800 236,998.52 10/31/2013 71X4074 7174AMKI 09/30/2020 02008 4.579999200 2,306,745.0000 8,804.08 10/31/2013 71X4074 7174C08AD 09/30/2020 02008 2.289999600 555,000.0000 1,059.12 10/31/2013 71X4074 7174EMERF 09/30/2014 02008 4.389998400 1,725,000.0000 6,310.62 10/31/2013 71X4074 7174EYEF1 09/30/2017 02008 2.450001600 4,495,997.0000 9,179.33 10/31/2013 71X4074 7174GLOSB 09/30/2015 02008 4.539999600 5,168,600.0000 19,554.53 10/31/2013 71X4074 7174GPSIS 09/30/2016 02008 2.469999600 1,221,195.0000 2,513.63 10/31/2013 71X4074 7174IMMDF 09/30/2016 02008 4.960000800 2,855,289.9800 11,801.87 10/31/2013 71X4074 7174INTMA 09/30/2035 02008 2.289999600 25,219,070.0000 48,126.38 10/31/2013 71X4074 7174JSCGA 09/30/2019 02008 4.550000400 27,463,000.0000 104,130.55 10/31/2013 71X4074 7174MATRA 09/30/2017 02008 2.369998800 2,940,900.0000 5,808.27 10/31/2013 71X4074 7174PTTUC 09/30/2016 02008 2.109999600 536,000.0000 942.47 10/31/2013 71X4074 7174QUAN 09/30/2016 02008 2.059999200 2,113,200.0000 3,627.66 10/31/2013 71X4074 7174SAFI2 09/30/2015 02008 2.120000400 562,020.0000 992.90 10/31/2013 71X4074 717400012 09/30/2018 02009 3.430000800 18,409,350.0000 52,620.07 10/31/2013 71X4074 7174AUSTA 09/30/2020 02009 4.550000400 5,715,900.0000 21,672.79 10/31/2013 71X4074 7174AZURE 09/30/2022 02009 4.650001200 6,463,625.0000 25,046.55 10/31/2013 71X4074 7174BAMAK 09/30/2019 02009 4.619998800 6,258,040.0000 24,093.45 10/31/2013 71X4074 7174C09BD 09/30/2015 02009 2.300000400 100,000.0000 191.67 10/31/2013 71X4074 7174C09CD 09/30/2020 02009 3.855398400 685,000.0000 2,200.79 10/31/2013 71X4074 7174C21 09/30/2017 02009 2.369998800 968,520.0000 1,912.83 10/31/2013 71X4074 7174CAIRO 09/30/2034 02009 5.000000400 50,985,000.0000 212,437.52 10/31/2013 71X4074 7174CJSTR 09/30/2019 02009 4.510000800 9,054,900.0000 34,031.34 10/31/2013 71X4074 7174CSILT 09/30/2016 02009 4.600000800 2,237,692.0200 8,577.82 10/31/2013 71X4074 7174EXPR 09/30/2018 02009 4.510000800 5,072,500.0000 19,064.15 10/31/2013 71X4074 7174FINAN 09/30/2018 02009 4.529998800 6,105,000.0000 23,046.37 10/31/2013 71X4074 7174GAMMA 09/30/2018 02009 3.279999600 2,021,660.2000 5,525.87 10/31/2013 71X4074 7174GLOKA 09/30/2016 02009 4.430001600 2,594,750.0000 9,578.96 10/31/2013 71X4074 7174GMFSB 09/30/2014 02009 2.300000400 19,306,000.0000 37,003.17 10/31/2013 71X4074 7174GMTAT 09/30/2026 02009 4.600000800 10,698,000.0000 41,009.01 10/31/2013 71X4074 7174HUSK 09/30/2022 02009 4.510000800 771,900.0000 2,901.06 10/31/2013 71X4074 7174IMMD3 09/30/2018 02009 4.430001600 3,308,513.0100 12,213.93 10/31/2013 71X4074 7174INNOV 09/30/2015 02009 2.310001200 2,823,480.0000 5,435.20 10/31/2013 71X4074 7174JSCGA 09/30/2019 02009 4.550000400 10,931,000.0000 41,446.71 10/31/2013 71X4074 7174MONR 09/30/2027 02009 4.690000800 624,397.6800 2,440.35 10/31/2013 71X4074 7174MVEST 09/30/2014 02009 4.309999200 9,736,000.0000 34,968.46 10/31/2013 71X4074 7174PATRI 09/30/2016 02009 4.309999200 25,815,000.0000 92,718.86 10/31/2013 71X4074 7174PTSM 09/30/2020 02009 2.530000800 605,025.0000 1,275.59 10/31/2013 71X4074 7174RLJLI 09/30/2023 02009 4.700001600 10,496,210.0000 41,110.17 10/31/2013 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 3,231.02 10/31/2013 71X4074 7174SLID 09/30/2018 02009 4.520001600 777,800.0000 2,929.71 10/31/2013 71X4074 7174SUMHL 09/30/2025 02009 4.669999200 23,522,600.2000 91,542.10 10/31/2013 71X4074 7174SUMMP 09/30/2017 02009 2.390000400 3,676,000.0000 7,321.37 10/31/2013 71X4074 7174TIVGL 09/30/2016 02009 4.460000400 5,951,157.8500 22,118.47 10/31/2013 71X4074 7174TOGO 09/30/2029 02009 4.799998800 144,375,360.0000 577,501.30 10/31/2013 71X4074 7174VELIF 09/30/2017 02009 4.510000800 26,050,000.0000 97,904.60 10/31/2013 71X4074 7174VERDA 09/30/2016 02009 4.820000400 32,052,253.4400 128,743.23 10/31/2013 71X4074 717400006 09/30/2027 02010 3.859999200 24,262,200.0000 78,043.39 10/31/2013 71X4074 717400039 09/30/2020 02010 2.130001200 531,650.0000 943.68 10/31/2013 71X4074 717401450 09/30/2020 02010 2.229998400 4,892,000.0000 9,090.96 10/31/2013 71X4074 717401454 09/30/2023 02010 2.580001200 925,374.7800 1,989.56 10/31/2013 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 8,131,425.0000 15,585.23 10/31/2013 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 42,493,500.0000 81,445.89 10/31/2013 71X4074 7174AUTO 09/30/2018 02010 2.300000400 1,022,000.0000 1,958.83 10/31/2013 71X4074 7174AZURH 09/30/2026 02010 2.710000800 27,750,524.3700 62,669.95 10/31/2013 71X4074 7174BROAD 09/30/2016 02010 2.090001600 485,450.0000 845.49 10/31/2013 71X4074 7174C10AD 09/30/2015 02010 2.300000400 1,500,000.0000 2,875.00 10/31/2013 71X4074 7174C10BD 09/30/2020 02010 3.855398400 200,000.0000 642.57 10/31/2013 71X4074 7174CGS 09/30/2024 02010 2.300000400 119,448,945.0000 228,943.85 10/31/2013 71X4074 7174CPSIF 09/30/2016 02010 2.459998800 5,511,000.0000 11,297.54 10/31/2013 71X4074 7174DSP 09/30/2021 02010 2.580001200 49,770,000.0000 107,005.55 10/31/2013 71X4074 7174EQCM 09/30/2017 02010 2.379999600 17,869,800.0000 35,441.76 10/31/2013 71X4074 7174FTFC 09/30/2020 02010 2.450001600 10,562,000.0000 21,564.10 10/31/2013 71X4074 7174GHANA 09/30/2032 02010 2.940001200 17,950,896.8500 43,979.72 10/31/2013 71X4074 7174GMF 09/30/2014 02010 2.279998800 33,619,200.0000 63,876.45 10/31/2013 71X4074 7174HAITI 09/30/2018 02010 3.279999600 5,329,800.0000 14,568.12 10/31/2013 71X4074 7174JIMM 09/30/2018 02010 3.319999200 2,901,300.0000 8,026.93 10/31/2013 71X4074 7174PLAZA 09/30/2021 02010 2.559999600 11,274,000.0000 24,051.20 10/31/2013 71X4074 7174PNET 09/30/2021 02010 3.679999200 1,197,641.0400 3,672.77 10/31/2013 71X4074 7174PRCRH 09/30/2019 02010 2.750000400 28,707,500.0000 65,788.03 10/31/2013 71X4074 7174SEAF 09/30/2020 02010 2.580001200 3,067,800.0000 6,595.77 10/31/2013 71X4074 7174TBCK 09/30/2021 02010 2.549998800 12,315,600.0000 26,170.64 10/31/2013 71X4074 717400007 09/30/2021 02011 3.859999200 7,531,300.0000 24,225.68 10/31/2013 71X4074 717400013 09/30/2020 02011 3.629998800 20,216,000.0000 61,153.38 10/31/2013 71X4074 717400018 09/30/2021 02011 3.380000400 2,819,618.5400 7,941.93 10/31/2013 71X4074 717400020 09/30/2021 02011 3.859999200 1,953,000.0000 6,282.15 10/31/2013 71X4074 717400022 09/30/2022 02011 3.859999200 978,400.0000 3,147.19 10/31/2013 71X4074 717400028 09/30/2017 02011 3.470000400 14,125,050.0000 40,844.94 10/31/2013 71X4074 717400036 09/30/2034 02011 3.859999200 4,043,000.0000 13,004.98 10/31/2013 71X4074 717400037 09/30/2022 02011 3.800001600 28,517,500.0000 90,305.45 10/31/2013 71X4074 717400048 09/30/2018 02011 2.040001200 2,091,620.0000 3,555.76 10/31/2013 71X4074 717401453 09/30/2019 02011 2.149999200 783,280.0000 1,403.38 10/31/2013 71X4074 717401502 09/30/2018 02011 1.869998400 9,478,377.7900 14,770.46 10/31/2013 71X4074 717401512 09/30/2022 02011 2.760001200 1,167,000.0000 2,684.10 10/31/2013 71X4074 7174AERIS 09/30/2024 02011 3.930001200 72,627,500.0000 237,855.14 10/31/2013 71X4074 7174AMUB 09/30/2025 02011 3.939998400 10,013,000.0000 32,876.00 10/31/2013 71X4074 7174C11AD 09/30/2020 02011 3.855398400 4,350,000.0000 13,975.82 10/31/2013 71X4074 7174C11CD 09/30/2020 02011 3.489998400 60,000.0000 174.50 10/31/2013 71X4074 7174UOG 09/30/2021 02011 3.579998400 8,838,095.0000 26,366.97 10/31/2013 71X4074 717400040 09/30/2023 02012 2.499998400 993,320.0000 2,069.42 10/31/2013 71X4074 717400045 09/30/2020 02012 2.289999600 667,187.5000 1,273.22 10/31/2013 71X4074 717400048 09/30/2018 02012 2.040001200 1,364,100.0000 2,318.97 10/31/2013 71X4074 717400049 09/30/2023 02012 2.610000000 4,346,800.0000 9,454.29 10/31/2013 71X4074 717401196 09/30/2019 02012 2.670001200 17,445,870.0000 38,817.08 10/31/2013 71X4074 717401424 09/30/2023 02012 2.530000800 1,507,200.0000 3,177.68 10/31/2013 71X4074 717401428 09/30/2017 02012 1.180000800 20,030,000.0000 19,696.18 10/31/2013 71X4074 717401429 09/30/2021 02012 2.300000400 43,848,000.0000 84,042.01 10/31/2013 71X4074 717401430 09/30/2019 02012 2.130001200 9,648,205.0000 17,125.57 10/31/2013 71X4074 717401434 09/30/2023 02012 2.549998800 3,887,800.0000 8,261.57 10/31/2013 71X4074 717401435 09/30/2022 02012 2.549998800 21,892,000.0000 46,520.48 10/31/2013 71X4074 717401437 09/30/2019 02012 2.310001200 1,989,180.0000 3,829.17 10/31/2013 71X4074 717401444 09/30/2019 02012 2.310001200 226,780.0000 436.55 10/31/2013 71X4074 717401447 09/30/2028 02012 2.919999600 2,627,500.0000 6,393.58 10/31/2013 71X4074 717401480 09/30/2019 02012 1.640001600 515,400.0000 704.38 10/31/2013 71X4074 717401517 09/30/2023 02012 3.489998400 3,057,600.0000 8,892.52 10/31/2013 71X4074 7174C12AD 09/30/2020 02012 3.490099200 90,000.0000 261.76 10/31/2013 71X4074 7174C12BD 09/30/2020 02012 3.489998400 6,000.0000 17.45 10/31/2013 71X4074 717401476 09/30/2023 02013 2.610000000 4,283,160.0000 9,315.87 10/31/2013 71X4074 717401482 09/30/2025 02013 2.270001600 12,117,550.0000 22,922.38 10/31/2013 71X4074 717401487 09/30/2027 02013 2.869999200 7,559,520.5000 18,079.85 10/31/2013 71X4074 717401492 09/30/2027 02013 2.790000000 33,437,000.0000 77,741.03 10/31/2013 71X4074 717401496 09/30/2020 02013 2.149999200 54,790,000.0000 98,165.38 10/31/2013 71X4074 717401504 09/30/2035 02013 3.399998400 703,404.0000 1,992.98 10/31/2013 ------------------------ ---------------------- 1,592,781,810.0600 4,711,272.90 ======================== ====================== 1,592,781,810.0600 4,711,272.90 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00