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 1,033.69 06/30/2014 71X4075 717593COH 09/30/2019 01993 6.649999200 3,495,000.0000 174,313.10 06/30/2014 71X4075 7175AIRES 09/30/2015 01994 4.910000400 2,000,000.0000 73,650.01 06/30/2014 71X4075 7175RP2O 09/30/2014 01994 5.370001200 3,556,000.0000 143,217.93 06/30/2014 71X4075 7175ZDELC 09/30/2022 01994 4.119998400 10,840,000.0000 334,955.87 06/30/2014 71X4075 717595COH 09/30/2015 01995 7.260001200 52,308,135.0000 2,848,178.42 06/30/2014 71X4075 717596COH 09/30/2019 01996 6.639998400 23,720,016.0000 1,181,256.51 06/30/2014 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 1,497,001.81 06/30/2014 71X4075 7175GRCIR 09/30/2023 02000 6.249999600 60,689,739.6800 2,844,831.37 06/30/2014 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 105,110.97 06/30/2014 71X4075 7175QUIPO 09/30/2021 02003 4.770000000 7,000,000.0000 250,425.00 06/30/2014 71X4075 7175GOLDK 09/30/2020 02004 3.009999600 1,502,185.3300 33,911.83 06/30/2014 71X4075 7175PALAD 09/30/2016 02004 3.999999600 4,424,000.0000 132,719.99 06/30/2014 71X4075 7175VESPU 09/30/2022 02004 5.079999600 9,680,000.0000 368,807.97 06/30/2014 71X4075 7175IEC 09/30/2026 02005 4.989999600 779,786.0000 29,183.49 06/30/2014 71X4075 7175ISAGE 09/30/2026 02005 4.929998400 1,085,000.0000 40,117.86 06/30/2014 71X4075 7175MEII8 09/30/2021 02005 3.470000400 479,377.8900 12,475.81 06/30/2014 71X4075 7175MEII9 09/30/2021 02005 3.470000400 188,485.3600 4,905.33 06/30/2014 71X4075 7175MEIIA 09/30/2018 02005 3.470000400 84,586.6700 2,201.37 06/30/2014 71X4075 7175MEIIC 09/30/2021 02005 3.470000400 220,994.5200 5,751.38 06/30/2014 71X4075 7175MEIIH 09/30/2017 02005 3.470000400 121,431.1700 3,160.25 06/30/2014 71X4075 7175MEIIJ 09/30/2017 02005 3.470000400 110,632.3900 2,879.21 06/30/2014 71X4075 7175MEIJA 09/30/2018 02005 3.470000400 137,483.0500 3,578.00 06/30/2014 71X4075 7175PBTL 09/30/2023 02005 5.389999200 3,008,108.2200 121,602.76 06/30/2014 71X4075 7175SOUES 09/30/2016 02005 4.219999200 7,449,750.0000 235,784.54 06/30/2014 71X4075 7175BANKG 09/30/2016 02006 4.330000800 166,725.0000 5,414.40 06/30/2014 71X4075 7175CMEC 09/30/2020 02006 5.420001600 5,035,000.0000 204,672.81 06/30/2014 71X4075 7175DARPR 09/30/2017 02006 4.989999600 550,760.0000 20,612.19 06/30/2014 71X4075 7175DELTP 09/30/2020 02006 4.950000000 5,928,000.0000 220,077.00 06/30/2014 71X4075 7175LATP3 09/30/2014 02006 4.420000800 2,502,660.0000 82,963.19 06/30/2014 71X4075 7175MENA 09/30/2018 02006 4.979998800 587,940.0000 21,959.55 06/30/2014 71X4075 7175ZEURO 09/30/2014 02006 4.309999200 9,270,000.0000 299,652.69 06/30/2014 71X4075 7175ACF3 09/30/2016 02007 4.880001600 953,591.0000 34,901.44 06/30/2014 71X4075 7175ACFB 09/30/2016 02007 5.270000400 1,376,493.0000 54,405.89 06/30/2014 71X4075 7175ACFIN 09/30/2016 02007 4.880001600 2,926,152.0000 107,097.20 06/30/2014 71X4075 7175AESJO 09/30/2017 02007 5.079999600 935,872.3000 35,656.73 06/30/2014 71X4075 7175AESJO 09/30/2027 02007 5.079999600 3,311,955.5200 126,185.50 06/30/2014 71X4075 7175BANLI 09/30/2022 02007 5.019998400 181,800.0000 6,844.77 06/30/2014 71X4075 7175BANPR 09/30/2022 02007 5.090000400 1,525,500.0000 58,235.97 06/30/2014 71X4075 7175BANRU 09/30/2023 02007 5.100001200 1,212,000.0000 46,359.01 06/30/2014 71X4075 7175BLUF 09/30/2018 02007 4.929998400 9,943,362.4300 367,655.71 06/30/2014 71X4075 7175BYBLO 09/30/2022 02007 5.140000800 603,000.0000 23,245.65 06/30/2014 71X4075 7175C07BG 09/30/2020 02007 4.849999200 2,600,000.0000 94,574.98 06/30/2014 71X4075 7175CALVR 09/30/2015 02007 4.820000400 13,250.0000 478.99 06/30/2014 71X4075 7175CRLB 09/30/2021 02007 4.929998400 150,689.2500 5,571.73 06/30/2014 71X4075 7175ENGRO 09/30/2016 02007 5.349999600 155,100.0000 6,223.39 06/30/2014 71X4075 7175FCPFD 09/30/2020 02007 5.270000400 721,600.0000 28,521.24 06/30/2014 71X4075 7175FICOH 09/30/2022 02007 5.100001200 1,068,750.0000 40,879.70 06/30/2014 71X4075 7175FRANS 09/30/2021 02007 4.929998400 79,801.3500 2,950.65 06/30/2014 71X4075 7175HELIO 09/30/2016 02007 4.839998400 5,470,000.0000 198,560.93 06/30/2014 71X4075 7175JMTR 09/30/2021 02007 4.929998400 160,500.1200 5,934.49 06/30/2014 71X4075 7175LOCKO 09/30/2015 02007 5.280001200 171,000.0000 6,771.60 06/30/2014 71X4075 7175ALSIS 09/30/2015 02008 5.079999600 1,460,640.0000 55,650.38 06/30/2014 71X4075 7175AUDI 09/30/2023 02008 5.019998400 336,000.0000 12,650.40 06/30/2014 71X4075 7175BANRE 09/30/2018 02008 5.060001600 124,875.0000 4,739.01 06/30/2014 71X4075 7175BBVA 09/30/2018 02008 5.010001200 711,000.0000 26,715.83 06/30/2014 71X4075 7175BHART 09/30/2014 02008 4.259998800 3,071,001.2800 98,118.46 06/30/2014 71X4075 7175BLUE 09/30/2021 02008 4.500000000 4,204,005.8900 141,885.20 06/30/2014 71X4075 7175INTBA 09/30/2018 02008 5.010001200 711,000.0000 26,715.83 06/30/2014 71X4075 7175MICOP 09/30/2014 02008 5.360000400 28,665.0000 1,152.33 06/30/2014 71X4075 7175SAWHF 09/30/2017 02008 5.079999600 5,497,800.0000 209,466.16 06/30/2014 71X4075 7175SPAND 09/30/2021 02008 5.159998800 3,263,950.0100 126,314.84 06/30/2014 71X4075 7175SPANF 09/30/2021 02008 4.259998800 3,220,598.7400 102,898.10 06/30/2014 71X4075 7175TRANS 09/30/2014 02008 5.119999200 165,000.0000 6,336.00 06/30/2014 71X4075 717500009 09/30/2018 02009 5.230000800 651,300.0000 25,547.25 06/30/2014 71X4075 7175BACA 09/30/2026 02009 4.600000800 4,845,000.0000 167,152.53 06/30/2014 71X4075 7175BACB 09/30/2027 02009 4.539999600 377,000.0000 12,836.85 06/30/2014 71X4075 7175BACGT 09/30/2024 02009 4.619998800 758,520.0000 26,282.71 06/30/2014 71X4075 7175BACNA 09/30/2024 02009 4.619998800 545,000.0000 18,884.25 06/30/2014 71X4075 7175BACPA 09/30/2024 02009 4.610001600 128,500.0000 4,442.89 06/30/2014 71X4075 7175BAUDI 09/30/2024 02009 4.680000000 1,056,000.0000 37,065.60 06/30/2014 71X4075 7175BLUE 09/30/2021 02009 4.500000000 419,073.0800 14,143.72 06/30/2014 71X4075 7175BYB2 09/30/2024 02009 4.610001600 2,189,600.0000 75,705.45 06/30/2014 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 17,078.27 06/30/2014 71X4075 7175CASDI 09/30/2015 02009 4.529998800 117,541.1300 3,993.46 06/30/2014 71X4075 7175CHOUS 09/30/2022 02009 4.560001200 5,392,000.0000 184,406.45 06/30/2014 71X4075 7175DESI 09/30/2030 02009 4.719999600 21,192,000.0000 750,196.74 06/30/2014 71X4075 7175ECPF3 09/30/2015 02009 4.860000000 4,645,350.0000 169,323.01 06/30/2014 71X4075 7175HALYK 09/30/2024 02009 4.600000800 4,596,000.0000 158,562.03 06/30/2014 71X4075 7175HONDA 09/30/2024 02009 4.619998800 1,032,000.0000 35,758.79 06/30/2014 71X4075 7175ICETI 09/30/2023 02009 5.019998400 345,455.3600 13,006.39 06/30/2014 71X4075 7175IKH 09/30/2021 02009 2.800000800 5,064,177.7500 106,347.76 06/30/2014 71X4075 7175JSCCT 09/30/2019 02009 4.500000000 3,102,000.0000 104,692.50 06/30/2014 71X4075 7175LAGOS 09/30/2018 02009 4.579999200 699,300.0000 24,020.95 06/30/2014 71X4075 7175PALRL 09/30/2015 02009 4.439998800 6,526,000.0000 217,315.74 06/30/2014 71X4075 7175PANAM 09/30/2016 02009 4.500000000 784,500.0000 26,476.88 06/30/2014 71X4075 7175PROMO 09/30/2030 02009 4.809999600 23,900,000.0000 862,192.43 06/30/2014 71X4075 7175TGBAS 09/30/2020 02009 4.529998800 5,550,000.0000 188,561.20 06/30/2014 71X4075 7175ACFC 09/30/2016 02010 2.450001600 312,696.0000 5,745.79 06/30/2014 71X4075 7175BMED 09/30/2023 02010 2.540001600 1,917,600.0000 36,530.30 06/30/2014 71X4075 7175CBCON 09/30/2020 02010 2.490001200 1,995,000.0000 37,256.64 06/30/2014 71X4075 7175CHBAN 09/30/2020 02010 2.430000000 1,692,000.0000 30,836.70 06/30/2014 71X4075 7175ECP3 09/30/2019 02010 2.540001600 2,099,650.0000 39,998.36 06/30/2014 71X4075 7175HELO2 09/30/2020 02010 2.189998800 6,440,000.0000 105,776.94 06/30/2014 71X4075 7175HIPO 09/30/2041 02010 2.850001200 259,200.0000 5,540.40 06/30/2014 71X4075 7175JAREM 09/30/2017 02010 2.239999200 1,444,500.0000 24,267.59 06/30/2014 71X4075 7175JSCPG 09/30/2020 02010 2.160000000 996,000.0000 16,135.20 06/30/2014 71X4075 7175KIEDF 09/30/2024 02010 4.449999600 597,000.0000 19,924.87 06/30/2014 71X4075 7175MCF 09/30/2017 02010 2.300000400 57,000.0000 983.25 06/30/2014 71X4075 7175MGF 09/30/2017 02010 2.300000400 581,400.0000 10,029.15 06/30/2014 71X4075 7175SEKMG 09/30/2031 02010 1.699999200 3,900,000.0000 49,724.98 06/30/2014 71X4075 7175W3YES 09/30/2016 02010 3.129998400 2,500.0000 58.69 06/30/2014 71X4075 717500016 09/30/2014 02011 4.219999200 309,400.0000 9,792.51 06/30/2014 71X4075 717500017 09/30/2018 02011 4.209998400 270,000.0000 8,525.25 06/30/2014 71X4075 717500019 09/30/2026 02011 3.290000400 1,765,470.0000 43,562.98 06/30/2014 71X4075 717500021 09/30/2017 02011 3.350001600 4,410,000.0000 110,801.30 06/30/2014 71X4075 717500023 09/30/2031 02011 3.700000800 52,483,000.0000 1,456,403.56 06/30/2014 71X4075 717500025 09/30/2030 02011 3.769999200 17,084,700.0000 483,069.79 06/30/2014 71X4075 717500033 09/30/2027 02011 3.290000400 1,665,310.0000 41,091.53 06/30/2014 71X4075 7175ADP3 09/30/2017 02011 3.030001200 6,137,340.0000 139,471.11 06/30/2014 71X4075 7175ADP3 09/30/2018 02011 3.030001200 1,699,830.0000 38,628.65 06/30/2014 71X4075 7175AMIH 09/30/2021 02011 4.250001600 283,810.0000 9,046.45 06/30/2014 71X4075 7175BELP 09/30/2016 02011 3.639999600 630,000.0000 17,199.00 06/30/2014 71X4075 7175GLBK 09/30/2019 02011 3.330000000 1,452,000.0000 36,263.70 06/30/2014 71X4075 7175ICETI 09/30/2023 02011 5.020002000 114,455.3600 4,309.25 06/30/2014 71X4075 7175JOSHI 09/30/2015 02011 3.440001600 295,200.0000 7,616.16 06/30/2014 71X4075 7175PANNO 09/30/2021 02011 3.150000000 7,602,000.0000 179,597.25 06/30/2014 71X4075 7175PARKO 09/30/2015 02011 3.210001200 374,400.0000 9,013.68 06/30/2014 71X4075 7175SEKER 09/30/2014 02011 3.179998800 51,100.0000 1,218.73 06/30/2014 71X4075 717500038 09/30/2019 02012 2.559999600 792,000.0000 15,206.40 06/30/2014 71X4075 717500043 09/30/2020 02012 2.509999200 1,104,000.0000 20,782.79 06/30/2014 71X4075 717500046 09/30/2030 02012 2.919999600 627,520.0000 13,742.69 06/30/2014 71X4075 717501195 09/30/2018 02012 2.459998800 423,500.0000 7,813.57 06/30/2014 71X4075 717501197 09/30/2025 02012 3.080001600 3,850,000.0000 88,935.05 06/30/2014 71X4075 717501198 09/30/2019 02012 2.149999200 1,584,275.0000 25,546.42 06/30/2014 71X4075 717501199 09/30/2019 02012 1.980000000 1,458,000.0000 21,651.30 06/30/2014 71X4075 717501200 09/30/2028 02012 2.739999600 15,015,000.0000 308,558.20 06/30/2014 71X4075 717501201 09/30/2017 02012 2.350000800 433,750.0000 7,644.85 06/30/2014 71X4075 717501203 09/30/2017 02012 2.970000000 66,909.3800 1,490.41 06/30/2014 71X4075 717501403 09/30/2018 02012 3.570001200 7,185.3900 192.39 06/30/2014 71X4075 717501405 09/30/2019 02012 2.810001600 584,796.9000 12,324.60 06/30/2014 71X4075 717501406 09/30/2018 02012 3.480001200 6,792.5000 177.28 06/30/2014 71X4075 717501407 09/30/2017 02012 4.259998800 43,750.0000 1,397.81 06/30/2014 71X4075 717501411 09/30/2022 02012 2.220001200 57,720.0000 961.04 06/30/2014 71X4075 717501413 09/30/2018 02012 3.179998800 80,000.0000 1,908.00 06/30/2014 71X4075 717501417 09/30/2020 02012 2.319998400 1,737,000.0000 30,223.78 06/30/2014 71X4075 717501425 09/30/2017 02012 3.600000000 50,240.0000 1,356.48 06/30/2014 71X4075 717501427 09/30/2026 02012 2.620000800 50,200,000.0000 986,430.30 06/30/2014 71X4075 717501432 09/30/2031 02012 2.819998800 22,719,400.0000 480,515.11 06/30/2014 71X4075 717501442 09/30/2018 02012 3.020000400 63,000.0000 1,426.95 06/30/2014 71X4075 717501443 09/30/2018 02012 3.610000800 51,000.0000 1,380.83 06/30/2014 71X4075 717501446 09/30/2021 02012 2.509999200 517,000.0000 9,732.52 06/30/2014 71X4075 717501456 09/30/2015 02012 4.860000000 16,380.0000 597.05 06/30/2014 71X4075 717501457 09/30/2028 02012 2.610000000 32,600,000.0000 638,145.00 06/30/2014 71X4075 717501460 09/30/2028 02012 3.179998800 561,000.0000 13,379.84 06/30/2014 71X4075 717501461 09/30/2034 02012 2.919999600 20,578,223.7800 450,663.04 06/30/2014 71X4075 717501466 09/30/2016 02013 4.910000400 104,300.0000 3,840.85 06/30/2014 71X4075 717501467 09/30/2016 02013 4.910000400 104,300.0000 3,840.85 06/30/2014 71X4075 717501468 09/30/2017 02013 2.490001200 777,000.0000 14,510.48 06/30/2014 71X4075 717501469 09/30/2017 02013 2.019999600 122,850.0000 1,861.18 06/30/2014 71X4075 717501470 09/30/2017 02013 2.030000400 404,550.0000 6,159.27 06/30/2014 71X4075 717501472 09/30/2020 02013 4.979998800 2,001,000.0000 74,737.33 06/30/2014 71X4075 717501477 09/30/2024 02013 2.459998800 1,023,000.0000 18,874.34 06/30/2014 71X4075 717501479 09/30/2016 02013 5.299999200 160,000.0000 6,360.00 06/30/2014 71X4075 717501486 09/30/2042 02013 3.160000800 2,014,875.0000 47,752.55 06/30/2014 71X4075 717501491 09/30/2021 02013 2.509999200 17,850.0000 336.03 06/30/2014 71X4075 717501501 09/30/2025 02013 1.689998400 1,489,580.0000 18,880.41 06/30/2014 71X4075 717501501 09/30/2031 02013 1.689998400 10,615,880.0000 134,556.15 06/30/2014 71X4075 717501506 09/30/2025 02013 2.199999600 31,175,000.0000 514,387.41 06/30/2014 71X4075 717501507 09/30/2025 02013 2.509999200 430,920.0000 8,112.07 06/30/2014 71X4075 717501510 09/30/2033 02013 2.689999200 29,116,500.0000 587,425.21 06/30/2014 71X4075 717501516 09/30/2021 02013 1.900000800 3,531,000.0000 50,316.77 06/30/2014 71X4075 717501538 09/30/2030 02013 2.509999200 8,384,570.0000 157,839.48 06/30/2014 71X4075 717501540 09/30/2033 02013 2.509999200 28,249,200.0000 531,791.02 06/30/2014 71X4075 717501543 09/30/2017 02014 2.509999200 131,600.0000 2,477.37 06/30/2014 71X4075 717501545 09/30/2021 02014 2.509999200 333,000.0000 6,268.72 06/30/2014 71X4075 717501546 09/30/2034 02014 2.509999200 1,083,744.0000 20,401.47 06/30/2014 71X4075 717501550 09/30/2015 02014 2.509999200 2,538,000.0000 47,777.83 06/30/2014 71X4075 717501551 09/30/2020 02014 2.509999200 2,463,000.0000 46,365.96 06/30/2014 71X4075 717501558 09/30/2020 02014 2.509999200 1,147,885.7400 21,608.94 06/30/2014 71X4075 717501563 09/30/2033 02014 2.509999200 6,671,700.0000 125,594.71 06/30/2014 ------------------------ ---------------------- 815,886,025.5400 25,186,778.12 ======================== ====================== 815,886,025.5400 25,186,778.12 ============================================================================================================================ 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