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 229.71 11/30/2013 71X4075 717593COH 09/30/2019 01993 6.649999200 3,495,000.0000 38,736.25 11/30/2013 71X4075 7175AIRES 09/30/2015 01994 4.910000400 2,000,000.0000 16,366.67 11/30/2013 71X4075 7175RP2O 09/30/2014 01994 5.370001200 3,556,000.0000 31,826.21 11/30/2013 71X4075 7175ZDELC 09/30/2022 01994 4.119998400 10,840,000.0000 74,434.64 11/30/2013 71X4075 717595COH 09/30/2015 01995 7.260001200 52,308,135.0000 632,928.54 11/30/2013 71X4075 717596COH 09/30/2019 01996 6.639998400 23,720,016.0000 262,501.45 11/30/2013 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 332,667.07 11/30/2013 71X4075 7175GRCIR 09/30/2023 02000 6.249999600 60,689,739.6800 632,184.75 11/30/2013 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 23,357.99 11/30/2013 71X4075 7175QUIPO 09/30/2021 02003 4.770000000 7,000,000.0000 55,650.00 11/30/2013 71X4075 7175GOLDK 09/30/2020 02004 3.009999600 1,200,000.0000 6,020.00 11/30/2013 71X4075 7175PALAD 09/30/2016 02004 3.999999600 4,424,000.0000 29,493.33 11/30/2013 71X4075 7175VESPU 09/30/2022 02004 5.079999600 9,680,000.0000 81,957.33 11/30/2013 71X4075 7175IEC 09/30/2026 02005 4.219999200 779,786.0000 5,484.49 11/30/2013 71X4075 7175ISAGE 09/30/2026 02005 4.929998400 1,085,000.0000 8,915.08 11/30/2013 71X4075 7175MEII8 09/30/2021 02005 3.470000400 407,190.3300 2,354.92 11/30/2013 71X4075 7175MEII9 09/30/2021 02005 3.470000400 137,183.0100 793.38 11/30/2013 71X4075 7175MEIIA 09/30/2018 02005 3.470000400 5,614.6200 32.47 11/30/2013 71X4075 7175MEIIC 09/30/2021 02005 3.470000400 220,994.5200 1,278.09 11/30/2013 71X4075 7175MEIIH 09/30/2017 02005 3.470000400 121,431.1700 702.28 11/30/2013 71X4075 7175MEIIJ 09/30/2017 02005 3.470000400 110,632.3900 639.82 11/30/2013 71X4075 7175MEIJA 09/30/2018 02005 3.470000400 62,345.8900 360.57 11/30/2013 71X4075 7175PBTL 09/30/2023 02005 5.389999200 3,008,108.2200 27,022.83 11/30/2013 71X4075 7175SOUES 09/30/2016 02005 4.219999200 7,449,750.0000 52,396.57 11/30/2013 71X4075 7175BANKG 09/30/2016 02006 4.330000800 166,725.0000 1,203.20 11/30/2013 71X4075 7175CMEC 09/30/2020 02006 5.420001600 5,035,000.0000 45,482.85 11/30/2013 71X4075 7175DARPR 09/30/2017 02006 4.989999600 550,760.0000 4,580.49 11/30/2013 71X4075 7175DELTP 09/30/2020 02006 4.950000000 5,928,000.0000 48,906.00 11/30/2013 71X4075 7175LATP3 09/30/2014 02006 4.420000800 2,502,660.0000 18,436.27 11/30/2013 71X4075 7175MENA 09/30/2018 02006 4.979998800 587,940.0000 4,879.90 11/30/2013 71X4075 7175ZEURO 09/30/2014 02006 4.309999200 9,270,000.0000 66,589.49 11/30/2013 71X4075 7175ACF3 09/30/2016 02007 4.880001600 953,591.0000 7,755.88 11/30/2013 71X4075 7175ACFB 09/30/2016 02007 5.270000400 1,376,493.0000 12,090.20 11/30/2013 71X4075 7175ACFIN 09/30/2016 02007 4.880001600 2,926,152.0000 23,799.38 11/30/2013 71X4075 7175AESJO 09/30/2017 02007 5.079999600 935,872.3000 7,923.72 11/30/2013 71X4075 7175AESJO 09/30/2027 02007 5.079999600 3,311,955.5200 28,041.22 11/30/2013 71X4075 7175BANLI 09/30/2022 02007 5.019998400 181,800.0000 1,521.06 11/30/2013 71X4075 7175BANPR 09/30/2022 02007 5.090000400 1,525,500.0000 12,941.33 11/30/2013 71X4075 7175BANRU 09/30/2023 02007 5.100001200 1,212,000.0000 10,302.00 11/30/2013 71X4075 7175BLUF 09/30/2018 02007 4.929998400 9,943,362.4300 81,701.27 11/30/2013 71X4075 7175BYBLO 09/30/2022 02007 5.140000800 603,000.0000 5,165.70 11/30/2013 71X4075 7175C07BG 09/30/2020 02007 4.849999200 2,600,000.0000 21,016.66 11/30/2013 71X4075 7175CALVR 09/30/2015 02007 4.820000400 13,250.0000 106.44 11/30/2013 71X4075 7175CRLB 09/30/2021 02007 4.929998400 85,353.8900 701.32 11/30/2013 71X4075 7175ENGRO 09/30/2016 02007 5.349999600 155,100.0000 1,382.97 11/30/2013 71X4075 7175FCPFD 09/30/2020 02007 5.270000400 468,600.0000 4,115.87 11/30/2013 71X4075 7175FICOH 09/30/2022 02007 5.100001200 1,068,750.0000 9,084.38 11/30/2013 71X4075 7175FRANS 09/30/2021 02007 4.929998400 57,079.3800 469.00 11/30/2013 71X4075 7175HELIO 09/30/2016 02007 4.839998400 5,470,000.0000 44,124.65 11/30/2013 71X4075 7175JMTR 09/30/2021 02007 4.929998400 100,402.6800 824.98 11/30/2013 71X4075 7175LOCKO 09/30/2015 02007 5.280001200 171,000.0000 1,504.80 11/30/2013 71X4075 7175ALSIS 09/30/2015 02008 5.079999600 1,460,640.0000 12,366.75 11/30/2013 71X4075 7175AUDI 09/30/2023 02008 5.019998400 336,000.0000 2,811.20 11/30/2013 71X4075 7175BANRE 09/30/2018 02008 5.060001600 124,875.0000 1,053.11 11/30/2013 71X4075 7175BBVA 09/30/2018 02008 5.010001200 711,000.0000 5,936.85 11/30/2013 71X4075 7175BHART 09/30/2014 02008 4.259998800 3,071,001.2800 21,804.10 11/30/2013 71X4075 7175BLUE 09/30/2021 02008 4.500000000 3,365,280.7300 25,239.61 11/30/2013 71X4075 7175INTBA 09/30/2018 02008 5.010001200 711,000.0000 5,936.85 11/30/2013 71X4075 7175MICOP 09/30/2014 02008 5.360000400 28,665.0000 256.07 11/30/2013 71X4075 7175SAWHF 09/30/2017 02008 5.079999600 5,497,800.0000 46,548.04 11/30/2013 71X4075 7175SPAND 09/30/2021 02008 5.159998800 3,263,950.0100 28,069.96 11/30/2013 71X4075 7175SPANF 09/30/2021 02008 4.259998800 3,220,598.7400 22,866.24 11/30/2013 71X4075 7175TRANS 09/30/2014 02008 5.119999200 165,000.0000 1,408.00 11/30/2013 71X4075 717500009 09/30/2018 02009 5.230000800 27,000.0000 235.35 11/30/2013 71X4075 7175BACA 09/30/2026 02009 2.800000800 4,845,000.0000 22,610.01 11/30/2013 71X4075 7175BACB 09/30/2027 02009 4.600000800 377,000.0000 2,890.33 11/30/2013 71X4075 7175BACGT 09/30/2024 02009 4.539999600 758,520.0000 5,739.47 11/30/2013 71X4075 7175BACNA 09/30/2024 02009 4.619998800 545,000.0000 4,196.50 11/30/2013 71X4075 7175BACPA 09/30/2024 02009 4.610001600 128,500.0000 987.31 11/30/2013 71X4075 7175BAUDI 09/30/2024 02009 4.619998800 1,056,000.0000 8,131.20 11/30/2013 71X4075 7175BYB2 09/30/2024 02009 4.680000000 2,189,600.0000 17,078.88 11/30/2013 71X4075 7175CAPC 09/30/2018 02009 4.610001600 507,150.0000 3,896.60 11/30/2013 71X4075 7175CASDI 09/30/2015 02009 4.489999200 117,541.1300 879.60 11/30/2013 71X4075 7175CHOUS 09/30/2022 02009 4.529998800 5,392,000.0000 40,709.59 11/30/2013 71X4075 7175DESI 09/30/2030 02009 4.560001200 21,192,000.0000 161,059.24 11/30/2013 71X4075 7175ECPF3 09/30/2015 02009 4.719999600 4,645,350.0000 36,543.42 11/30/2013 71X4075 7175HALYK 09/30/2024 02009 4.839998400 4,596,000.0000 37,074.39 11/30/2013 71X4075 7175HONDA 09/30/2024 02009 4.600000800 1,032,000.0000 7,912.00 11/30/2013 71X4075 7175ICETI 09/30/2023 02009 4.489999200 115,500.0000 864.32 11/30/2013 71X4075 7175IKH 09/30/2021 02009 5.019998400 2,674,111.1000 22,373.39 11/30/2013 71X4075 7175JSCCT 09/30/2019 02009 4.500000000 3,102,000.0000 23,265.00 11/30/2013 71X4075 7175LAGOS 09/30/2018 02009 4.579999200 699,300.0000 5,337.99 11/30/2013 71X4075 7175PALRL 09/30/2015 02009 4.439998800 4,518,000.0000 33,433.19 11/30/2013 71X4075 7175PANAM 09/30/2016 02009 4.500000000 784,500.0000 5,883.75 11/30/2013 71X4075 7175PROMO 09/30/2030 02009 4.809999600 23,900,000.0000 191,598.32 11/30/2013 71X4075 7175TGBAS 09/30/2020 02009 4.529998800 5,550,000.0000 41,902.49 11/30/2013 71X4075 7175ACFC 09/30/2016 02010 2.300000400 312,696.0000 1,198.67 11/30/2013 71X4075 7175BMED 09/30/2023 02010 2.450001600 1,917,600.0000 7,830.21 11/30/2013 71X4075 7175CBCON 09/30/2020 02010 2.540001600 1,995,000.0000 8,445.51 11/30/2013 71X4075 7175CHBAN 09/30/2020 02010 2.490001200 1,692,000.0000 7,021.80 11/30/2013 71X4075 7175ECP3 09/30/2019 02010 2.639998800 2,099,650.0000 9,238.46 11/30/2013 71X4075 7175HELO2 09/30/2020 02010 2.540001600 6,440,000.0000 27,262.68 11/30/2013 71X4075 7175HIPO 09/30/2041 02010 2.189998800 259,200.0000 946.08 11/30/2013 71X4075 7175JAREM 09/30/2017 02010 2.850001200 1,444,500.0000 6,861.38 11/30/2013 71X4075 7175JSCPG 09/30/2020 02010 2.239999200 996,000.0000 3,718.40 11/30/2013 71X4075 7175KIEDF 09/30/2024 02010 2.160000000 597,000.0000 2,149.20 11/30/2013 71X4075 7175MCF 09/30/2017 02010 2.300000400 57,000.0000 218.50 11/30/2013 71X4075 7175MGF 09/30/2017 02010 4.449999600 581,400.0000 4,312.05 11/30/2013 71X4075 7175SEKMG 09/30/2031 02010 1.699999200 3,153,150.0000 8,933.92 11/30/2013 71X4075 7175W3YES 09/30/2016 02010 3.129998400 2,500.0000 13.04 11/30/2013 71X4075 717500016 09/30/2014 02011 4.219999200 309,400.0000 2,176.11 11/30/2013 71X4075 717500017 09/30/2018 02011 4.209998400 270,000.0000 1,894.50 11/30/2013 71X4075 717500019 09/30/2026 02011 3.290000400 1,765,470.0000 9,680.66 11/30/2013 71X4075 717500021 09/30/2017 02011 3.350001600 4,410,000.0000 24,622.51 11/30/2013 71X4075 717500023 09/30/2031 02011 3.700000800 52,483,000.0000 323,645.24 11/30/2013 71X4075 717500025 09/30/2030 02011 3.769999200 17,084,700.0000 107,348.84 11/30/2013 71X4075 717500033 09/30/2027 02011 3.290000400 1,665,310.0000 9,131.45 11/30/2013 71X4075 7175ADP3 09/30/2017 02011 3.030001200 5,015,340.0000 25,327.48 11/30/2013 71X4075 7175AMIH 09/30/2021 02011 4.250001600 283,810.0000 2,010.32 11/30/2013 71X4075 7175BELP 09/30/2016 02011 3.639999600 630,000.0000 3,822.00 11/30/2013 71X4075 7175GLBK 09/30/2019 02011 3.330000000 1,452,000.0000 8,058.60 11/30/2013 71X4075 7175JOSHI 09/30/2015 02011 3.440001600 295,200.0000 1,692.48 11/30/2013 71X4075 7175PANNO 09/30/2021 02011 3.150000000 7,602,000.0000 39,910.50 11/30/2013 71X4075 7175PARKO 09/30/2015 02011 3.210001200 374,400.0000 2,003.04 11/30/2013 71X4075 7175SEKER 09/30/2014 02011 3.179998800 51,100.0000 270.83 11/30/2013 71X4075 717500038 09/30/2019 02012 2.559999600 792,000.0000 3,379.20 11/30/2013 71X4075 717500043 09/30/2020 02012 2.509999200 1,104,000.0000 4,618.40 11/30/2013 71X4075 717500046 09/30/2030 02012 2.919999600 627,520.0000 3,053.93 11/30/2013 71X4075 717501195 09/30/2018 02012 2.459998800 423,500.0000 1,736.35 11/30/2013 71X4075 717501197 09/30/2025 02012 3.080001600 3,850,000.0000 19,763.34 11/30/2013 71X4075 717501198 09/30/2019 02012 2.149999200 1,584,275.0000 5,676.98 11/30/2013 71X4075 717501199 09/30/2019 02012 1.980000000 1,458,000.0000 4,811.40 11/30/2013 71X4075 717501200 09/30/2028 02012 2.739999600 15,015,000.0000 68,568.49 11/30/2013 71X4075 717501201 09/30/2017 02012 2.350000800 433,750.0000 1,698.85 11/30/2013 71X4075 717501203 09/30/2017 02012 2.970000000 66,909.3800 331.20 11/30/2013 71X4075 717501403 09/30/2018 02012 3.570001200 3,819.7700 22.73 11/30/2013 71X4075 717501405 09/30/2019 02012 2.810001600 351,182.2400 1,644.70 11/30/2013 71X4075 717501406 09/30/2018 02012 3.480001200 6,792.5000 39.40 11/30/2013 71X4075 717501407 09/30/2017 02012 4.259998800 43,750.0000 310.62 11/30/2013 71X4075 717501411 09/30/2022 02012 2.220001200 57,720.0000 213.56 11/30/2013 71X4075 717501413 09/30/2018 02012 3.179998800 80,000.0000 424.00 11/30/2013 71X4075 717501417 09/30/2020 02012 2.319998400 1,737,000.0000 6,716.40 11/30/2013 71X4075 717501425 09/30/2017 02012 3.600000000 50,240.0000 301.44 11/30/2013 71X4075 717501427 09/30/2026 02012 2.620000800 50,200,000.0000 219,206.73 11/30/2013 71X4075 717501432 09/30/2031 02012 2.819998800 22,719,400.0000 106,781.13 11/30/2013 71X4075 717501442 09/30/2018 02012 3.020000400 63,000.0000 317.10 11/30/2013 71X4075 717501443 09/30/2018 02012 3.610000800 51,000.0000 306.85 11/30/2013 71X4075 717501456 09/30/2015 02012 4.860000000 16,380.0000 132.68 11/30/2013 71X4075 717501457 09/30/2028 02012 2.610000000 32,600,000.0000 141,810.00 11/30/2013 71X4075 717501460 09/30/2028 02012 3.179998800 561,000.0000 2,973.30 11/30/2013 71X4075 717501461 09/30/2034 02012 2.919999600 15,801,500.0000 76,900.62 11/30/2013 71X4075 717501466 09/30/2016 02013 4.910000400 104,300.0000 853.52 11/30/2013 71X4075 717501467 09/30/2016 02013 4.910000400 104,300.0000 853.52 11/30/2013 71X4075 717501468 09/30/2017 02013 2.490001200 777,000.0000 3,224.55 11/30/2013 71X4075 717501469 09/30/2017 02013 2.019999600 122,850.0000 413.59 11/30/2013 71X4075 717501470 09/30/2017 02013 2.030000400 404,550.0000 1,368.73 11/30/2013 71X4075 717501472 09/30/2020 02013 4.979998800 2,001,000.0000 16,608.30 11/30/2013 71X4075 717501477 09/30/2024 02013 2.459998800 1,023,000.0000 4,194.30 11/30/2013 71X4075 717501479 09/30/2016 02013 5.299999200 160,000.0000 1,413.33 11/30/2013 71X4075 717501486 09/30/2042 02013 3.160000800 2,014,875.0000 10,611.68 11/30/2013 71X4075 717501501 09/30/2031 02013 1.689998400 1,961,630.0000 5,525.25 11/30/2013 71X4075 717501506 09/30/2025 02013 2.199999600 31,175,000.0000 114,308.31 11/30/2013 71X4075 717501510 09/30/2033 02013 2.689999200 16,727,040.0000 74,992.87 11/30/2013 71X4075 717501516 09/30/2021 02013 1.900000800 2,868,937.5000 9,084.97 11/30/2013 71X4075 717501538 09/30/2030 02013 2.509999200 8,384,570.0000 35,075.44 11/30/2013 ------------------------ ---------------------- 732,918,874.4100 5,231,896.81 ======================== ====================== 732,918,874.4100 5,231,896.81 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00