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 803.98 04/30/2014 71X4075 717593COH 09/30/2019 01993 6.649999200 3,495,000.0000 135,576.86 04/30/2014 71X4075 7175AIRES 09/30/2015 01994 4.910000400 2,000,000.0000 57,283.34 04/30/2014 71X4075 7175RP2O 09/30/2014 01994 5.370001200 3,556,000.0000 111,391.72 04/30/2014 71X4075 7175ZDELC 09/30/2022 01994 4.119998400 10,840,000.0000 260,521.23 04/30/2014 71X4075 717595COH 09/30/2015 01995 7.260001200 52,308,135.0000 2,215,249.88 04/30/2014 71X4075 717596COH 09/30/2019 01996 6.639998400 23,720,016.0000 918,755.07 04/30/2014 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 1,164,334.74 04/30/2014 71X4075 7175GRCIR 09/30/2023 02000 6.249999600 60,689,739.6800 2,212,646.62 04/30/2014 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 81,752.98 04/30/2014 71X4075 7175QUIPO 09/30/2021 02003 4.770000000 7,000,000.0000 194,775.00 04/30/2014 71X4075 7175GOLDK 09/30/2020 02004 3.009999600 1,200,000.0000 21,070.00 04/30/2014 71X4075 7175PALAD 09/30/2016 02004 3.999999600 4,424,000.0000 103,226.66 04/30/2014 71X4075 7175VESPU 09/30/2022 02004 5.079999600 9,680,000.0000 286,850.64 04/30/2014 71X4075 7175IEC 09/30/2026 02005 4.989999600 779,786.0000 22,698.27 04/30/2014 71X4075 7175ISAGE 09/30/2026 02005 4.929998400 1,085,000.0000 31,202.78 04/30/2014 71X4075 7175MEII8 09/30/2021 02005 3.470000400 479,377.8900 9,703.41 04/30/2014 71X4075 7175MEII9 09/30/2021 02005 3.470000400 188,485.3600 3,815.26 04/30/2014 71X4075 7175MEIIA 09/30/2018 02005 3.470000400 5,614.6200 113.65 04/30/2014 71X4075 7175MEIIC 09/30/2021 02005 3.470000400 220,994.5200 4,473.30 04/30/2014 71X4075 7175MEIIH 09/30/2017 02005 3.470000400 121,431.1700 2,457.97 04/30/2014 71X4075 7175MEIIJ 09/30/2017 02005 3.470000400 110,632.3900 2,239.38 04/30/2014 71X4075 7175MEIJA 09/30/2018 02005 3.470000400 137,483.0500 2,782.89 04/30/2014 71X4075 7175PBTL 09/30/2023 02005 5.389999200 3,008,108.2200 94,579.92 04/30/2014 71X4075 7175SOUES 09/30/2016 02005 4.219999200 7,449,750.0000 183,387.98 04/30/2014 71X4075 7175BANKG 09/30/2016 02006 4.330000800 166,725.0000 4,211.20 04/30/2014 71X4075 7175CMEC 09/30/2020 02006 5.420001600 5,035,000.0000 159,189.96 04/30/2014 71X4075 7175DARPR 09/30/2017 02006 4.989999600 550,760.0000 16,031.70 04/30/2014 71X4075 7175DELTP 09/30/2020 02006 4.950000000 5,928,000.0000 171,171.00 04/30/2014 71X4075 7175LATP3 09/30/2014 02006 4.420000800 2,502,660.0000 64,526.93 04/30/2014 71X4075 7175MENA 09/30/2018 02006 4.979998800 587,940.0000 17,079.65 04/30/2014 71X4075 7175ZEURO 09/30/2014 02006 4.309999200 9,270,000.0000 233,063.21 04/30/2014 71X4075 7175ACF3 09/30/2016 02007 4.880001600 953,591.0000 27,145.57 04/30/2014 71X4075 7175ACFB 09/30/2016 02007 5.270000400 1,376,493.0000 42,315.69 04/30/2014 71X4075 7175ACFIN 09/30/2016 02007 4.880001600 2,926,152.0000 83,297.82 04/30/2014 71X4075 7175AESJO 09/30/2017 02007 5.079999600 935,872.3000 27,733.01 04/30/2014 71X4075 7175AESJO 09/30/2027 02007 5.079999600 3,311,955.5200 98,144.27 04/30/2014 71X4075 7175BANLI 09/30/2022 02007 5.019998400 181,800.0000 5,323.71 04/30/2014 71X4075 7175BANPR 09/30/2022 02007 5.090000400 1,525,500.0000 45,294.64 04/30/2014 71X4075 7175BANRU 09/30/2023 02007 5.100001200 1,212,000.0000 36,057.01 04/30/2014 71X4075 7175BLUF 09/30/2018 02007 4.929998400 9,943,362.4300 285,954.44 04/30/2014 71X4075 7175BYBLO 09/30/2022 02007 5.140000800 603,000.0000 18,079.95 04/30/2014 71X4075 7175C07BG 09/30/2020 02007 4.849999200 2,600,000.0000 73,558.32 04/30/2014 71X4075 7175CALVR 09/30/2015 02007 4.820000400 13,250.0000 372.55 04/30/2014 71X4075 7175CRLB 09/30/2021 02007 4.929998400 108,635.1600 3,124.17 04/30/2014 71X4075 7175ENGRO 09/30/2016 02007 5.349999600 155,100.0000 4,840.41 04/30/2014 71X4075 7175FCPFD 09/30/2020 02007 5.270000400 721,600.0000 22,183.19 04/30/2014 71X4075 7175FICOH 09/30/2022 02007 5.100001200 1,068,750.0000 31,795.32 04/30/2014 71X4075 7175FRANS 09/30/2021 02007 4.929998400 66,132.0700 1,901.85 04/30/2014 71X4075 7175HELIO 09/30/2016 02007 4.839998400 5,470,000.0000 154,436.28 04/30/2014 71X4075 7175JMTR 09/30/2021 02007 4.929998400 123,468.8600 3,550.76 04/30/2014 71X4075 7175LOCKO 09/30/2015 02007 5.280001200 171,000.0000 5,266.80 04/30/2014 71X4075 7175ALSIS 09/30/2015 02008 5.079999600 1,460,640.0000 43,283.63 04/30/2014 71X4075 7175AUDI 09/30/2023 02008 5.019998400 336,000.0000 9,839.20 04/30/2014 71X4075 7175BANRE 09/30/2018 02008 5.060001600 124,875.0000 3,685.89 04/30/2014 71X4075 7175BBVA 09/30/2018 02008 5.010001200 711,000.0000 20,778.98 04/30/2014 71X4075 7175BHART 09/30/2014 02008 4.259998800 3,071,001.2800 76,314.36 04/30/2014 71X4075 7175BLUE 09/30/2021 02008 4.500000000 4,204,005.8900 110,355.15 04/30/2014 71X4075 7175INTBA 09/30/2018 02008 5.010001200 711,000.0000 20,778.98 04/30/2014 71X4075 7175MICOP 09/30/2014 02008 5.360000400 28,665.0000 896.26 04/30/2014 71X4075 7175SAWHF 09/30/2017 02008 5.079999600 5,497,800.0000 162,918.13 04/30/2014 71X4075 7175SPAND 09/30/2021 02008 5.159998800 3,263,950.0100 98,244.87 04/30/2014 71X4075 7175SPANF 09/30/2021 02008 4.259998800 3,220,598.7400 80,031.86 04/30/2014 71X4075 7175TRANS 09/30/2014 02008 5.119999200 165,000.0000 4,928.00 04/30/2014 71X4075 717500009 09/30/2018 02009 5.230000800 651,300.0000 19,870.08 04/30/2014 71X4075 7175BACA 09/30/2026 02009 4.600000800 4,845,000.0000 130,007.52 04/30/2014 71X4075 7175BACB 09/30/2027 02009 4.539999600 377,000.0000 9,984.22 04/30/2014 71X4075 7175BACGT 09/30/2024 02009 4.619998800 758,520.0000 20,442.11 04/30/2014 71X4075 7175BACNA 09/30/2024 02009 4.619998800 545,000.0000 14,687.75 04/30/2014 71X4075 7175BACPA 09/30/2024 02009 4.610001600 128,500.0000 3,455.58 04/30/2014 71X4075 7175BAUDI 09/30/2024 02009 4.680000000 1,056,000.0000 28,828.80 04/30/2014 71X4075 7175BYB2 09/30/2024 02009 4.610001600 2,189,600.0000 58,882.01 04/30/2014 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 13,283.10 04/30/2014 71X4075 7175CASDI 09/30/2015 02009 4.529998800 117,541.1300 3,106.02 04/30/2014 71X4075 7175CHOUS 09/30/2022 02009 4.560001200 5,392,000.0000 143,427.24 04/30/2014 71X4075 7175DESI 09/30/2030 02009 4.719999600 21,192,000.0000 583,486.35 04/30/2014 71X4075 7175ECPF3 09/30/2015 02009 4.860000000 4,645,350.0000 131,695.67 04/30/2014 71X4075 7175HALYK 09/30/2024 02009 4.600000800 4,596,000.0000 123,326.02 04/30/2014 71X4075 7175HONDA 09/30/2024 02009 4.619998800 1,032,000.0000 27,812.39 04/30/2014 71X4075 7175ICETI 09/30/2023 02009 5.019998400 345,455.3600 10,116.08 04/30/2014 71X4075 7175IKH 09/30/2021 02009 2.800000800 3,875,599.9800 63,301.48 04/30/2014 71X4075 7175JSCCT 09/30/2019 02009 4.500000000 3,102,000.0000 81,427.50 04/30/2014 71X4075 7175LAGOS 09/30/2018 02009 4.579999200 699,300.0000 18,682.96 04/30/2014 71X4075 7175PALRL 09/30/2015 02009 4.439998800 6,526,000.0000 169,023.35 04/30/2014 71X4075 7175PANAM 09/30/2016 02009 4.500000000 784,500.0000 20,593.13 04/30/2014 71X4075 7175PROMO 09/30/2030 02009 4.809999600 23,900,000.0000 670,594.11 04/30/2014 71X4075 7175TGBAS 09/30/2020 02009 4.529998800 5,550,000.0000 146,658.71 04/30/2014 71X4075 7175ACFC 09/30/2016 02010 2.450001600 312,696.0000 4,468.95 04/30/2014 71X4075 7175BMED 09/30/2023 02010 2.540001600 1,917,600.0000 28,412.46 04/30/2014 71X4075 7175CBCON 09/30/2020 02010 2.490001200 1,995,000.0000 28,977.39 04/30/2014 71X4075 7175CHBAN 09/30/2020 02010 2.430000000 1,692,000.0000 23,984.10 04/30/2014 71X4075 7175ECP3 09/30/2019 02010 2.540001600 2,099,650.0000 31,109.83 04/30/2014 71X4075 7175HELO2 09/30/2020 02010 2.189998800 6,440,000.0000 82,270.95 04/30/2014 71X4075 7175HIPO 09/30/2041 02010 2.850001200 259,200.0000 4,309.20 04/30/2014 71X4075 7175JAREM 09/30/2017 02010 2.239999200 1,444,500.0000 18,874.79 04/30/2014 71X4075 7175JSCPG 09/30/2020 02010 2.160000000 996,000.0000 12,549.60 04/30/2014 71X4075 7175KIEDF 09/30/2024 02010 4.449999600 597,000.0000 15,497.12 04/30/2014 71X4075 7175MCF 09/30/2017 02010 2.300000400 57,000.0000 764.75 04/30/2014 71X4075 7175MGF 09/30/2017 02010 2.300000400 581,400.0000 7,800.45 04/30/2014 71X4075 7175SEKMG 09/30/2031 02010 1.699999200 3,153,150.0000 31,268.72 04/30/2014 71X4075 7175W3YES 09/30/2016 02010 3.129998400 2,500.0000 45.65 04/30/2014 71X4075 717500016 09/30/2014 02011 4.219999200 309,400.0000 7,616.40 04/30/2014 71X4075 717500017 09/30/2018 02011 4.209998400 270,000.0000 6,630.75 04/30/2014 71X4075 717500019 09/30/2026 02011 3.290000400 1,765,470.0000 33,882.32 04/30/2014 71X4075 717500021 09/30/2017 02011 3.350001600 4,410,000.0000 86,178.79 04/30/2014 71X4075 717500023 09/30/2031 02011 3.700000800 52,483,000.0000 1,132,758.33 04/30/2014 71X4075 717500025 09/30/2030 02011 3.769999200 17,084,700.0000 375,720.95 04/30/2014 71X4075 717500033 09/30/2027 02011 3.290000400 1,665,310.0000 31,960.08 04/30/2014 71X4075 7175ADP3 09/30/2017 02011 3.030001200 6,137,340.0000 108,477.53 04/30/2014 71X4075 7175AMIH 09/30/2021 02011 4.250001600 283,810.0000 7,036.13 04/30/2014 71X4075 7175BELP 09/30/2016 02011 3.639999600 630,000.0000 13,377.00 04/30/2014 71X4075 7175GLBK 09/30/2019 02011 3.330000000 1,452,000.0000 28,205.10 04/30/2014 71X4075 7175JOSHI 09/30/2015 02011 3.440001600 295,200.0000 5,923.68 04/30/2014 71X4075 7175PANNO 09/30/2021 02011 3.150000000 7,602,000.0000 139,686.75 04/30/2014 71X4075 7175PARKO 09/30/2015 02011 3.210001200 374,400.0000 7,010.64 04/30/2014 71X4075 7175SEKER 09/30/2014 02011 3.179998800 51,100.0000 947.90 04/30/2014 71X4075 717500038 09/30/2019 02012 2.559999600 792,000.0000 11,827.20 04/30/2014 71X4075 717500043 09/30/2020 02012 2.509999200 1,104,000.0000 16,164.39 04/30/2014 71X4075 717500046 09/30/2030 02012 2.919999600 627,520.0000 10,688.76 04/30/2014 71X4075 717501195 09/30/2018 02012 2.459998800 423,500.0000 6,077.22 04/30/2014 71X4075 717501197 09/30/2025 02012 3.080001600 3,850,000.0000 69,171.70 04/30/2014 71X4075 717501198 09/30/2019 02012 2.149999200 1,584,275.0000 19,869.44 04/30/2014 71X4075 717501199 09/30/2019 02012 1.980000000 1,458,000.0000 16,839.90 04/30/2014 71X4075 717501200 09/30/2028 02012 2.739999600 15,015,000.0000 239,989.71 04/30/2014 71X4075 717501201 09/30/2017 02012 2.350000800 433,750.0000 5,945.99 04/30/2014 71X4075 717501203 09/30/2017 02012 2.970000000 66,909.3800 1,159.21 04/30/2014 71X4075 717501403 09/30/2018 02012 3.570001200 6,996.5800 145.70 04/30/2014 71X4075 717501405 09/30/2019 02012 2.810001600 584,796.9000 9,585.80 04/30/2014 71X4075 717501406 09/30/2018 02012 3.480001200 6,792.5000 137.89 04/30/2014 71X4075 717501407 09/30/2017 02012 4.259998800 43,750.0000 1,087.19 04/30/2014 71X4075 717501411 09/30/2022 02012 2.220001200 57,720.0000 747.47 04/30/2014 71X4075 717501413 09/30/2018 02012 3.179998800 80,000.0000 1,484.00 04/30/2014 71X4075 717501417 09/30/2020 02012 2.319998400 1,737,000.0000 23,507.38 04/30/2014 71X4075 717501425 09/30/2017 02012 3.600000000 50,240.0000 1,055.04 04/30/2014 71X4075 717501427 09/30/2026 02012 2.620000800 50,200,000.0000 767,223.57 04/30/2014 71X4075 717501432 09/30/2031 02012 2.819998800 22,719,400.0000 373,733.97 04/30/2014 71X4075 717501442 09/30/2018 02012 3.020000400 63,000.0000 1,109.85 04/30/2014 71X4075 717501443 09/30/2018 02012 3.610000800 51,000.0000 1,073.98 04/30/2014 71X4075 717501456 09/30/2015 02012 4.860000000 16,380.0000 464.37 04/30/2014 71X4075 717501457 09/30/2028 02012 2.610000000 32,600,000.0000 496,335.00 04/30/2014 71X4075 717501460 09/30/2028 02012 3.179998800 561,000.0000 10,406.55 04/30/2014 71X4075 717501461 09/30/2034 02012 2.919999600 20,578,223.7800 350,515.70 04/30/2014 71X4075 717501466 09/30/2016 02013 4.910000400 104,300.0000 2,987.33 04/30/2014 71X4075 717501467 09/30/2016 02013 4.910000400 104,300.0000 2,987.33 04/30/2014 71X4075 717501468 09/30/2017 02013 2.490001200 777,000.0000 11,285.93 04/30/2014 71X4075 717501469 09/30/2017 02013 2.019999600 122,850.0000 1,447.58 04/30/2014 71X4075 717501470 09/30/2017 02013 2.030000400 404,550.0000 4,790.55 04/30/2014 71X4075 717501472 09/30/2020 02013 4.979998800 2,001,000.0000 58,129.04 04/30/2014 71X4075 717501477 09/30/2024 02013 2.459998800 1,023,000.0000 14,680.04 04/30/2014 71X4075 717501479 09/30/2016 02013 5.299999200 160,000.0000 4,946.67 04/30/2014 71X4075 717501486 09/30/2042 02013 3.160000800 2,014,875.0000 37,140.87 04/30/2014 71X4075 717501491 09/30/2021 02013 2.509999200 17,850.0000 261.35 04/30/2014 71X4075 717501501 09/30/2025 02013 1.689998400 1,489,580.0000 14,684.76 04/30/2014 71X4075 717501501 09/30/2031 02013 1.689998400 4,426,780.0000 43,640.63 04/30/2014 71X4075 717501506 09/30/2025 02013 2.199999600 31,175,000.0000 400,079.09 04/30/2014 71X4075 717501507 09/30/2025 02013 2.509999200 430,920.0000 6,309.38 04/30/2014 71X4075 717501510 09/30/2033 02013 2.689999200 29,116,500.0000 456,886.28 04/30/2014 71X4075 717501516 09/30/2021 02013 1.900000800 3,531,000.0000 39,135.27 04/30/2014 71X4075 717501538 09/30/2030 02013 2.509999200 8,384,570.0000 122,764.04 04/30/2014 71X4075 717501540 09/30/2033 02013 2.509999200 12,390,000.0000 181,410.19 04/30/2014 71X4075 717501543 09/30/2017 02014 2.509999200 131,600.0000 1,926.84 04/30/2014 71X4075 717501545 09/30/2021 02014 2.509999200 333,000.0000 4,875.67 04/30/2014 71X4075 717501546 09/30/2034 02014 2.509999200 1,083,744.0000 15,867.81 04/30/2014 71X4075 717501550 09/30/2015 02014 2.509999200 2,538,000.0000 37,160.54 04/30/2014 ------------------------ ---------------------- 778,395,252.7700 19,057,580.91 ======================== ====================== 778,395,252.7700 19,057,580.91 ============================================================================================================================ 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