Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4075 7175TANR 09/30/2015 01992 7.449998400 18,500.0000 918.83 05/31/2014 71X4075 717593COH 09/30/2019 01993 6.649999200 3,495,000.0000 154,944.98 05/31/2014 71X4075 7175AIRES 09/30/2015 01994 4.910000400 2,000,000.0000 65,466.67 05/31/2014 71X4075 7175RP2O 09/30/2014 01994 5.370001200 3,556,000.0000 127,304.83 05/31/2014 71X4075 7175ZDELC 09/30/2022 01994 4.119998400 10,840,000.0000 297,738.55 05/31/2014 71X4075 717595COH 09/30/2015 01995 7.260001200 52,308,135.0000 2,531,714.15 05/31/2014 71X4075 717596COH 09/30/2019 01996 6.639998400 23,720,016.0000 1,050,005.79 05/31/2014 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 1,330,668.28 05/31/2014 71X4075 7175GRCIR 09/30/2023 02000 6.249999600 60,689,739.6800 2,528,738.99 05/31/2014 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 93,431.97 05/31/2014 71X4075 7175QUIPO 09/30/2021 02003 4.770000000 7,000,000.0000 222,600.00 05/31/2014 71X4075 7175GOLDK 09/30/2020 02004 3.009999600 1,200,000.0000 24,080.00 05/31/2014 71X4075 7175PALAD 09/30/2016 02004 3.999999600 4,424,000.0000 117,973.32 05/31/2014 71X4075 7175VESPU 09/30/2022 02004 5.079999600 9,680,000.0000 327,829.31 05/31/2014 71X4075 7175IEC 09/30/2026 02005 4.989999600 779,786.0000 25,940.88 05/31/2014 71X4075 7175ISAGE 09/30/2026 02005 4.929998400 1,085,000.0000 35,660.32 05/31/2014 71X4075 7175MEII8 09/30/2021 02005 3.470000400 479,377.8900 11,089.61 05/31/2014 71X4075 7175MEII9 09/30/2021 02005 3.470000400 188,485.3600 4,360.30 05/31/2014 71X4075 7175MEIIA 09/30/2018 02005 3.470000400 10,626.7300 245.83 05/31/2014 71X4075 7175MEIIC 09/30/2021 02005 3.470000400 220,994.5200 5,112.34 05/31/2014 71X4075 7175MEIIH 09/30/2017 02005 3.470000400 121,431.1700 2,809.11 05/31/2014 71X4075 7175MEIIJ 09/30/2017 02005 3.470000400 110,632.3900 2,559.30 05/31/2014 71X4075 7175MEIJA 09/30/2018 02005 3.470000400 137,483.0500 3,180.44 05/31/2014 71X4075 7175PBTL 09/30/2023 02005 5.389999200 3,008,108.2200 108,091.34 05/31/2014 71X4075 7175SOUES 09/30/2016 02005 4.219999200 7,449,750.0000 209,586.26 05/31/2014 71X4075 7175BANKG 09/30/2016 02006 4.330000800 166,725.0000 4,812.80 05/31/2014 71X4075 7175CMEC 09/30/2020 02006 5.420001600 5,035,000.0000 181,931.39 05/31/2014 71X4075 7175DARPR 09/30/2017 02006 4.989999600 550,760.0000 18,321.95 05/31/2014 71X4075 7175DELTP 09/30/2020 02006 4.950000000 5,928,000.0000 195,624.00 05/31/2014 71X4075 7175LATP3 09/30/2014 02006 4.420000800 2,502,660.0000 73,745.06 05/31/2014 71X4075 7175MENA 09/30/2018 02006 4.979998800 587,940.0000 19,519.60 05/31/2014 71X4075 7175ZEURO 09/30/2014 02006 4.309999200 9,270,000.0000 266,357.95 05/31/2014 71X4075 7175ACF3 09/30/2016 02007 4.880001600 953,591.0000 31,023.50 05/31/2014 71X4075 7175ACFB 09/30/2016 02007 5.270000400 1,376,493.0000 48,360.79 05/31/2014 71X4075 7175ACFIN 09/30/2016 02007 4.880001600 2,926,152.0000 95,197.51 05/31/2014 71X4075 7175AESJO 09/30/2017 02007 5.079999600 935,872.3000 31,694.87 05/31/2014 71X4075 7175AESJO 09/30/2027 02007 5.079999600 3,311,955.5200 112,164.88 05/31/2014 71X4075 7175BANLI 09/30/2022 02007 5.019998400 181,800.0000 6,084.24 05/31/2014 71X4075 7175BANPR 09/30/2022 02007 5.090000400 1,525,500.0000 51,765.30 05/31/2014 71X4075 7175BANRU 09/30/2023 02007 5.100001200 1,212,000.0000 41,208.01 05/31/2014 71X4075 7175BLUF 09/30/2018 02007 4.929998400 9,943,362.4300 326,805.07 05/31/2014 71X4075 7175BYBLO 09/30/2022 02007 5.140000800 603,000.0000 20,662.80 05/31/2014 71X4075 7175C07BG 09/30/2020 02007 4.849999200 2,600,000.0000 84,066.65 05/31/2014 71X4075 7175CALVR 09/30/2015 02007 4.820000400 13,250.0000 425.77 05/31/2014 71X4075 7175CRLB 09/30/2021 02007 4.929998400 108,635.1600 3,570.47 05/31/2014 71X4075 7175ENGRO 09/30/2016 02007 5.349999600 155,100.0000 5,531.90 05/31/2014 71X4075 7175FCPFD 09/30/2020 02007 5.270000400 721,600.0000 25,352.22 05/31/2014 71X4075 7175FICOH 09/30/2022 02007 5.100001200 1,068,750.0000 36,337.51 05/31/2014 71X4075 7175FRANS 09/30/2021 02007 4.929998400 66,132.0700 2,173.54 05/31/2014 71X4075 7175HELIO 09/30/2016 02007 4.839998400 5,470,000.0000 176,498.61 05/31/2014 71X4075 7175JMTR 09/30/2021 02007 4.929998400 123,468.8600 4,058.01 05/31/2014 71X4075 7175LOCKO 09/30/2015 02007 5.280001200 171,000.0000 6,019.20 05/31/2014 71X4075 7175ALSIS 09/30/2015 02008 5.079999600 1,460,640.0000 49,467.00 05/31/2014 71X4075 7175AUDI 09/30/2023 02008 5.019998400 336,000.0000 11,244.80 05/31/2014 71X4075 7175BANRE 09/30/2018 02008 5.060001600 124,875.0000 4,212.45 05/31/2014 71X4075 7175BBVA 09/30/2018 02008 5.010001200 711,000.0000 23,747.41 05/31/2014 71X4075 7175BHART 09/30/2014 02008 4.259998800 3,071,001.2800 87,216.41 05/31/2014 71X4075 7175BLUE 09/30/2021 02008 4.500000000 4,204,005.8900 126,120.18 05/31/2014 71X4075 7175INTBA 09/30/2018 02008 5.010001200 711,000.0000 23,747.41 05/31/2014 71X4075 7175MICOP 09/30/2014 02008 5.360000400 28,665.0000 1,024.30 05/31/2014 71X4075 7175SAWHF 09/30/2017 02008 5.079999600 5,497,800.0000 186,192.15 05/31/2014 71X4075 7175SPAND 09/30/2021 02008 5.159998800 3,263,950.0100 112,279.85 05/31/2014 71X4075 7175SPANF 09/30/2021 02008 4.259998800 3,220,598.7400 91,464.98 05/31/2014 71X4075 7175TRANS 09/30/2014 02008 5.119999200 165,000.0000 5,632.00 05/31/2014 71X4075 717500009 09/30/2018 02009 5.230000800 651,300.0000 22,708.66 05/31/2014 71X4075 7175BACA 09/30/2026 02009 4.600000800 4,845,000.0000 148,580.03 05/31/2014 71X4075 7175BACB 09/30/2027 02009 4.539999600 377,000.0000 11,410.53 05/31/2014 71X4075 7175BACGT 09/30/2024 02009 4.619998800 758,520.0000 23,362.41 05/31/2014 71X4075 7175BACNA 09/30/2024 02009 4.619998800 545,000.0000 16,786.00 05/31/2014 71X4075 7175BACPA 09/30/2024 02009 4.610001600 128,500.0000 3,949.23 05/31/2014 71X4075 7175BAUDI 09/30/2024 02009 4.680000000 1,056,000.0000 32,947.20 05/31/2014 71X4075 7175BYB2 09/30/2024 02009 4.610001600 2,189,600.0000 67,293.73 05/31/2014 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 15,180.69 05/31/2014 71X4075 7175CASDI 09/30/2015 02009 4.529998800 117,541.1300 3,549.74 05/31/2014 71X4075 7175CHOUS 09/30/2022 02009 4.560001200 5,392,000.0000 163,916.84 05/31/2014 71X4075 7175DESI 09/30/2030 02009 4.719999600 21,192,000.0000 666,841.54 05/31/2014 71X4075 7175ECPF3 09/30/2015 02009 4.860000000 4,645,350.0000 150,509.34 05/31/2014 71X4075 7175HALYK 09/30/2024 02009 4.600000800 4,596,000.0000 140,944.02 05/31/2014 71X4075 7175HONDA 09/30/2024 02009 4.619998800 1,032,000.0000 31,785.59 05/31/2014 71X4075 7175ICETI 09/30/2023 02009 5.019998400 345,455.3600 11,561.24 05/31/2014 71X4075 7175IKH 09/30/2021 02009 2.800000800 3,875,599.9800 72,344.55 05/31/2014 71X4075 7175JSCCT 09/30/2019 02009 4.500000000 3,102,000.0000 93,060.00 05/31/2014 71X4075 7175LAGOS 09/30/2018 02009 4.579999200 699,300.0000 21,351.96 05/31/2014 71X4075 7175PALRL 09/30/2015 02009 4.439998800 6,526,000.0000 193,169.55 05/31/2014 71X4075 7175PANAM 09/30/2016 02009 4.500000000 784,500.0000 23,535.00 05/31/2014 71X4075 7175PROMO 09/30/2030 02009 4.809999600 23,900,000.0000 766,393.27 05/31/2014 71X4075 7175TGBAS 09/30/2020 02009 4.529998800 5,550,000.0000 167,609.96 05/31/2014 71X4075 7175ACFC 09/30/2016 02010 2.450001600 312,696.0000 5,107.37 05/31/2014 71X4075 7175BMED 09/30/2023 02010 2.540001600 1,917,600.0000 32,471.38 05/31/2014 71X4075 7175CBCON 09/30/2020 02010 2.490001200 1,995,000.0000 33,117.02 05/31/2014 71X4075 7175CHBAN 09/30/2020 02010 2.430000000 1,692,000.0000 27,410.40 05/31/2014 71X4075 7175ECP3 09/30/2019 02010 2.540001600 2,099,650.0000 35,554.10 05/31/2014 71X4075 7175HELO2 09/30/2020 02010 2.189998800 6,440,000.0000 94,023.95 05/31/2014 71X4075 7175HIPO 09/30/2041 02010 2.850001200 259,200.0000 4,924.80 05/31/2014 71X4075 7175JAREM 09/30/2017 02010 2.239999200 1,444,500.0000 21,571.19 05/31/2014 71X4075 7175JSCPG 09/30/2020 02010 2.160000000 996,000.0000 14,342.40 05/31/2014 71X4075 7175KIEDF 09/30/2024 02010 4.449999600 597,000.0000 17,711.00 05/31/2014 71X4075 7175MCF 09/30/2017 02010 2.300000400 57,000.0000 874.00 05/31/2014 71X4075 7175MGF 09/30/2017 02010 2.300000400 581,400.0000 8,914.80 05/31/2014 71X4075 7175SEKMG 09/30/2031 02010 1.699999200 3,153,150.0000 35,735.68 05/31/2014 71X4075 7175W3YES 09/30/2016 02010 3.129998400 2,500.0000 52.17 05/31/2014 71X4075 717500016 09/30/2014 02011 4.219999200 309,400.0000 8,704.45 05/31/2014 71X4075 717500017 09/30/2018 02011 4.209998400 270,000.0000 7,578.00 05/31/2014 71X4075 717500019 09/30/2026 02011 3.290000400 1,765,470.0000 38,722.65 05/31/2014 71X4075 717500021 09/30/2017 02011 3.350001600 4,410,000.0000 98,490.05 05/31/2014 71X4075 717500023 09/30/2031 02011 3.700000800 52,483,000.0000 1,294,580.95 05/31/2014 71X4075 717500025 09/30/2030 02011 3.769999200 17,084,700.0000 429,395.37 05/31/2014 71X4075 717500033 09/30/2027 02011 3.290000400 1,665,310.0000 36,525.80 05/31/2014 71X4075 7175ADP3 09/30/2017 02011 3.030001200 6,137,340.0000 123,974.32 05/31/2014 71X4075 7175AMIH 09/30/2021 02011 4.250001600 283,810.0000 8,041.29 05/31/2014 71X4075 7175BELP 09/30/2016 02011 3.639999600 630,000.0000 15,288.00 05/31/2014 71X4075 7175GLBK 09/30/2019 02011 3.330000000 1,452,000.0000 32,234.40 05/31/2014 71X4075 7175JOSHI 09/30/2015 02011 3.440001600 295,200.0000 6,769.92 05/31/2014 71X4075 7175PANNO 09/30/2021 02011 3.150000000 7,602,000.0000 159,642.00 05/31/2014 71X4075 7175PARKO 09/30/2015 02011 3.210001200 374,400.0000 8,012.16 05/31/2014 71X4075 7175SEKER 09/30/2014 02011 3.179998800 51,100.0000 1,083.32 05/31/2014 71X4075 717500038 09/30/2019 02012 2.559999600 792,000.0000 13,516.80 05/31/2014 71X4075 717500043 09/30/2020 02012 2.509999200 1,104,000.0000 18,473.59 05/31/2014 71X4075 717500046 09/30/2030 02012 2.919999600 627,520.0000 12,215.72 05/31/2014 71X4075 717501195 09/30/2018 02012 2.459998800 423,500.0000 6,945.40 05/31/2014 71X4075 717501197 09/30/2025 02012 3.080001600 3,850,000.0000 79,053.37 05/31/2014 71X4075 717501198 09/30/2019 02012 2.149999200 1,584,275.0000 22,707.93 05/31/2014 71X4075 717501199 09/30/2019 02012 1.980000000 1,458,000.0000 19,245.60 05/31/2014 71X4075 717501200 09/30/2028 02012 2.739999600 15,015,000.0000 274,273.96 05/31/2014 71X4075 717501201 09/30/2017 02012 2.350000800 433,750.0000 6,795.42 05/31/2014 71X4075 717501203 09/30/2017 02012 2.970000000 66,909.3800 1,324.81 05/31/2014 71X4075 717501403 09/30/2018 02012 3.570001200 7,085.1500 168.63 05/31/2014 71X4075 717501405 09/30/2019 02012 2.810001600 584,796.9000 10,955.20 05/31/2014 71X4075 717501406 09/30/2018 02012 3.480001200 6,792.5000 157.59 05/31/2014 71X4075 717501407 09/30/2017 02012 4.259998800 43,750.0000 1,242.50 05/31/2014 71X4075 717501411 09/30/2022 02012 2.220001200 57,720.0000 854.26 05/31/2014 71X4075 717501413 09/30/2018 02012 3.179998800 80,000.0000 1,696.00 05/31/2014 71X4075 717501417 09/30/2020 02012 2.319998400 1,737,000.0000 26,865.58 05/31/2014 71X4075 717501425 09/30/2017 02012 3.600000000 50,240.0000 1,205.76 05/31/2014 71X4075 717501427 09/30/2026 02012 2.620000800 50,200,000.0000 876,826.93 05/31/2014 71X4075 717501432 09/30/2031 02012 2.819998800 22,719,400.0000 427,124.54 05/31/2014 71X4075 717501442 09/30/2018 02012 3.020000400 63,000.0000 1,268.40 05/31/2014 71X4075 717501443 09/30/2018 02012 3.610000800 51,000.0000 1,227.40 05/31/2014 71X4075 717501446 09/30/2021 02012 2.509999200 517,000.0000 8,651.13 05/31/2014 71X4075 717501456 09/30/2015 02012 4.860000000 16,380.0000 530.71 05/31/2014 71X4075 717501457 09/30/2028 02012 2.610000000 32,600,000.0000 567,240.00 05/31/2014 71X4075 717501460 09/30/2028 02012 3.179998800 561,000.0000 11,893.20 05/31/2014 71X4075 717501461 09/30/2034 02012 2.919999600 20,578,223.7800 400,589.37 05/31/2014 71X4075 717501466 09/30/2016 02013 4.910000400 104,300.0000 3,414.09 05/31/2014 71X4075 717501467 09/30/2016 02013 4.910000400 104,300.0000 3,414.09 05/31/2014 71X4075 717501468 09/30/2017 02013 2.490001200 777,000.0000 12,898.21 05/31/2014 71X4075 717501469 09/30/2017 02013 2.019999600 122,850.0000 1,654.38 05/31/2014 71X4075 717501470 09/30/2017 02013 2.030000400 404,550.0000 5,474.91 05/31/2014 71X4075 717501472 09/30/2020 02013 4.979998800 2,001,000.0000 66,433.18 05/31/2014 71X4075 717501477 09/30/2024 02013 2.459998800 1,023,000.0000 16,777.19 05/31/2014 71X4075 717501479 09/30/2016 02013 5.299999200 160,000.0000 5,653.33 05/31/2014 71X4075 717501486 09/30/2042 02013 3.160000800 2,014,875.0000 42,446.71 05/31/2014 71X4075 717501491 09/30/2021 02013 2.509999200 17,850.0000 298.69 05/31/2014 71X4075 717501501 09/30/2025 02013 1.689998400 1,489,580.0000 16,782.59 05/31/2014 71X4075 717501501 09/30/2031 02013 1.689998400 7,752,110.0000 87,340.36 05/31/2014 71X4075 717501506 09/30/2025 02013 2.199999600 31,175,000.0000 457,233.25 05/31/2014 71X4075 717501507 09/30/2025 02013 2.509999200 430,920.0000 7,210.73 05/31/2014 71X4075 717501510 09/30/2033 02013 2.689999200 29,116,500.0000 522,155.74 05/31/2014 71X4075 717501516 09/30/2021 02013 1.900000800 3,531,000.0000 44,726.02 05/31/2014 71X4075 717501538 09/30/2030 02013 2.509999200 8,384,570.0000 140,301.76 05/31/2014 71X4075 717501540 09/30/2033 02013 2.509999200 28,249,200.0000 472,703.13 05/31/2014 71X4075 717501543 09/30/2017 02014 2.509999200 131,600.0000 2,202.11 05/31/2014 71X4075 717501545 09/30/2021 02014 2.509999200 333,000.0000 5,572.20 05/31/2014 71X4075 717501546 09/30/2034 02014 2.509999200 1,083,744.0000 18,134.64 05/31/2014 71X4075 717501550 09/30/2015 02014 2.509999200 2,538,000.0000 42,469.19 05/31/2014 71X4075 717501551 09/30/2020 02014 2.509999200 2,463,000.0000 41,214.19 05/31/2014 71X4075 717501558 09/30/2020 02014 2.509999200 1,147,885.7400 19,207.95 05/31/2014 ------------------------ ---------------------- 801,712,769.1900 22,152,126.40 ======================== ====================== 801,712,769.1900 22,152,126.40 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4075 717501510 09/30/2033 02013 01/06/2014 INT + 0.0000 14,700.31 478844 ------------------------ ---------------------- 0.0000 14,700.31 ======================== ====================== 0.0000 14,700.31