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 574.27 02/28/2014 71X4075 717593COH 09/30/2019 01993 6.649999200 3,495,000.0000 96,840.61 02/28/2014 71X4075 7175AIRES 09/30/2015 01994 4.910000400 2,000,000.0000 40,916.67 02/28/2014 71X4075 7175RP2O 09/30/2014 01994 5.370001200 3,556,000.0000 79,565.52 02/28/2014 71X4075 7175ZDELC 09/30/2022 01994 4.119998400 10,840,000.0000 186,086.59 02/28/2014 71X4075 717595COH 09/30/2015 01995 7.260001200 52,308,135.0000 1,582,321.35 02/28/2014 71X4075 717596COH 09/30/2019 01996 6.639998400 23,720,016.0000 656,253.62 02/28/2014 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 831,667.67 02/28/2014 71X4075 7175GRCIR 09/30/2023 02000 6.249999600 60,689,739.6800 1,580,461.87 02/28/2014 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 58,394.98 02/28/2014 71X4075 7175QUIPO 09/30/2021 02003 4.770000000 7,000,000.0000 139,125.00 02/28/2014 71X4075 7175GOLDK 09/30/2020 02004 3.009999600 1,200,000.0000 15,050.00 02/28/2014 71X4075 7175PALAD 09/30/2016 02004 3.999999600 4,424,000.0000 73,733.33 02/28/2014 71X4075 7175VESPU 09/30/2022 02004 5.079999600 9,680,000.0000 204,893.32 02/28/2014 71X4075 7175IEC 09/30/2026 02005 4.989999600 779,786.0000 16,213.05 02/28/2014 71X4075 7175ISAGE 09/30/2026 02005 4.929998400 1,085,000.0000 22,287.70 02/28/2014 71X4075 7175MEII8 09/30/2021 02005 3.470000400 479,377.8900 6,931.01 02/28/2014 71X4075 7175MEII9 09/30/2021 02005 3.470000400 188,485.3600 2,725.18 02/28/2014 71X4075 7175MEIIA 09/30/2018 02005 3.470000400 5,614.6200 81.18 02/28/2014 71X4075 7175MEIIC 09/30/2021 02005 3.470000400 220,994.5200 3,195.21 02/28/2014 71X4075 7175MEIIH 09/30/2017 02005 3.470000400 121,431.1700 1,755.69 02/28/2014 71X4075 7175MEIIJ 09/30/2017 02005 3.470000400 110,632.3900 1,599.56 02/28/2014 71X4075 7175MEIJA 09/30/2018 02005 3.470000400 137,483.0500 1,987.78 02/28/2014 71X4075 7175PBTL 09/30/2023 02005 5.389999200 3,008,108.2200 67,557.09 02/28/2014 71X4075 7175SOUES 09/30/2016 02005 4.219999200 7,449,750.0000 130,991.41 02/28/2014 71X4075 7175BANKG 09/30/2016 02006 4.330000800 166,725.0000 3,008.00 02/28/2014 71X4075 7175CMEC 09/30/2020 02006 5.420001600 5,035,000.0000 113,707.12 02/28/2014 71X4075 7175DARPR 09/30/2017 02006 4.989999600 550,760.0000 11,451.22 02/28/2014 71X4075 7175DELTP 09/30/2020 02006 4.950000000 5,928,000.0000 122,265.00 02/28/2014 71X4075 7175LATP3 09/30/2014 02006 4.420000800 2,502,660.0000 46,090.66 02/28/2014 71X4075 7175MENA 09/30/2018 02006 4.979998800 587,940.0000 12,199.75 02/28/2014 71X4075 7175ZEURO 09/30/2014 02006 4.309999200 9,270,000.0000 166,473.72 02/28/2014 71X4075 7175ACF3 09/30/2016 02007 4.880001600 953,591.0000 19,389.69 02/28/2014 71X4075 7175ACFB 09/30/2016 02007 5.270000400 1,376,493.0000 30,225.49 02/28/2014 71X4075 7175ACFIN 09/30/2016 02007 4.880001600 2,926,152.0000 59,498.44 02/28/2014 71X4075 7175AESJO 09/30/2017 02007 5.079999600 935,872.3000 19,809.30 02/28/2014 71X4075 7175AESJO 09/30/2027 02007 5.079999600 3,311,955.5200 70,103.05 02/28/2014 71X4075 7175BANLI 09/30/2022 02007 5.019998400 181,800.0000 3,802.65 02/28/2014 71X4075 7175BANPR 09/30/2022 02007 5.090000400 1,525,500.0000 32,353.32 02/28/2014 71X4075 7175BANRU 09/30/2023 02007 5.100001200 1,212,000.0000 25,755.01 02/28/2014 71X4075 7175BLUF 09/30/2018 02007 4.929998400 9,943,362.4300 204,253.17 02/28/2014 71X4075 7175BYBLO 09/30/2022 02007 5.140000800 603,000.0000 12,914.25 02/28/2014 71X4075 7175C07BG 09/30/2020 02007 4.849999200 2,600,000.0000 52,541.66 02/28/2014 71X4075 7175CALVR 09/30/2015 02007 4.820000400 13,250.0000 266.10 02/28/2014 71X4075 7175CRLB 09/30/2021 02007 4.929998400 108,635.1600 2,231.55 02/28/2014 71X4075 7175ENGRO 09/30/2016 02007 5.349999600 155,100.0000 3,457.44 02/28/2014 71X4075 7175FCPFD 09/30/2020 02007 5.270000400 468,600.0000 10,289.68 02/28/2014 71X4075 7175FICOH 09/30/2022 02007 5.100001200 1,068,750.0000 22,710.94 02/28/2014 71X4075 7175FRANS 09/30/2021 02007 4.929998400 66,132.0700 1,358.46 02/28/2014 71X4075 7175HELIO 09/30/2016 02007 4.839998400 5,470,000.0000 110,311.63 02/28/2014 71X4075 7175JMTR 09/30/2021 02007 4.929998400 123,468.8600 2,536.26 02/28/2014 71X4075 7175LOCKO 09/30/2015 02007 5.280001200 171,000.0000 3,762.00 02/28/2014 71X4075 7175ALSIS 09/30/2015 02008 5.079999600 1,460,640.0000 30,916.88 02/28/2014 71X4075 7175AUDI 09/30/2023 02008 5.019998400 336,000.0000 7,028.00 02/28/2014 71X4075 7175BANRE 09/30/2018 02008 5.060001600 124,875.0000 2,632.78 02/28/2014 71X4075 7175BBVA 09/30/2018 02008 5.010001200 711,000.0000 14,842.13 02/28/2014 71X4075 7175BHART 09/30/2014 02008 4.259998800 3,071,001.2800 54,510.26 02/28/2014 71X4075 7175BLUE 09/30/2021 02008 4.500000000 3,784,908.3800 70,967.03 02/28/2014 71X4075 7175INTBA 09/30/2018 02008 5.010001200 711,000.0000 14,842.13 02/28/2014 71X4075 7175MICOP 09/30/2014 02008 5.360000400 28,665.0000 640.19 02/28/2014 71X4075 7175SAWHF 09/30/2017 02008 5.079999600 5,497,800.0000 116,370.09 02/28/2014 71X4075 7175SPAND 09/30/2021 02008 5.159998800 3,263,950.0100 70,174.91 02/28/2014 71X4075 7175SPANF 09/30/2021 02008 4.259998800 3,220,598.7400 57,165.61 02/28/2014 71X4075 7175TRANS 09/30/2014 02008 5.119999200 165,000.0000 3,520.00 02/28/2014 71X4075 717500009 09/30/2018 02009 5.230000800 651,300.0000 14,192.91 02/28/2014 71X4075 7175BACA 09/30/2026 02009 4.600000800 4,845,000.0000 92,862.52 02/28/2014 71X4075 7175BACB 09/30/2027 02009 4.539999600 377,000.0000 7,131.58 02/28/2014 71X4075 7175BACGT 09/30/2024 02009 4.619998800 758,520.0000 14,601.51 02/28/2014 71X4075 7175BACNA 09/30/2024 02009 4.619998800 545,000.0000 10,491.25 02/28/2014 71X4075 7175BACPA 09/30/2024 02009 4.610001600 128,500.0000 2,468.27 02/28/2014 71X4075 7175BAUDI 09/30/2024 02009 4.680000000 1,056,000.0000 20,592.00 02/28/2014 71X4075 7175BYB2 09/30/2024 02009 4.610001600 2,189,600.0000 42,058.58 02/28/2014 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 9,487.93 02/28/2014 71X4075 7175CASDI 09/30/2015 02009 4.529998800 117,541.1300 2,218.59 02/28/2014 71X4075 7175CHOUS 09/30/2022 02009 4.560001200 5,392,000.0000 102,448.03 02/28/2014 71X4075 7175DESI 09/30/2030 02009 4.719999600 21,192,000.0000 416,775.96 02/28/2014 71X4075 7175ECPF3 09/30/2015 02009 4.860000000 4,645,350.0000 94,068.34 02/28/2014 71X4075 7175HALYK 09/30/2024 02009 4.600000800 4,596,000.0000 88,090.02 02/28/2014 71X4075 7175HONDA 09/30/2024 02009 4.619998800 1,032,000.0000 19,865.99 02/28/2014 71X4075 7175ICETI 09/30/2023 02009 5.019998400 230,651.7900 4,824.47 02/28/2014 71X4075 7175IKH 09/30/2021 02009 2.800000800 3,875,599.9800 45,215.35 02/28/2014 71X4075 7175JSCCT 09/30/2019 02009 4.500000000 3,102,000.0000 58,162.50 02/28/2014 71X4075 7175LAGOS 09/30/2018 02009 4.579999200 699,300.0000 13,344.97 02/28/2014 71X4075 7175PALRL 09/30/2015 02009 4.439998800 6,526,000.0000 120,730.97 02/28/2014 71X4075 7175PANAM 09/30/2016 02009 4.500000000 784,500.0000 14,709.38 02/28/2014 71X4075 7175PROMO 09/30/2030 02009 4.809999600 23,900,000.0000 478,995.79 02/28/2014 71X4075 7175TGBAS 09/30/2020 02009 4.529998800 5,550,000.0000 104,756.22 02/28/2014 71X4075 7175ACFC 09/30/2016 02010 2.450001600 312,696.0000 3,192.11 02/28/2014 71X4075 7175BMED 09/30/2023 02010 2.540001600 1,917,600.0000 20,294.61 02/28/2014 71X4075 7175CBCON 09/30/2020 02010 2.490001200 1,995,000.0000 20,698.13 02/28/2014 71X4075 7175CHBAN 09/30/2020 02010 2.430000000 1,692,000.0000 17,131.50 02/28/2014 71X4075 7175ECP3 09/30/2019 02010 2.540001600 2,099,650.0000 22,221.31 02/28/2014 71X4075 7175HELO2 09/30/2020 02010 2.189998800 6,440,000.0000 58,764.97 02/28/2014 71X4075 7175HIPO 09/30/2041 02010 2.850001200 259,200.0000 3,078.00 02/28/2014 71X4075 7175JAREM 09/30/2017 02010 2.239999200 1,444,500.0000 13,482.00 02/28/2014 71X4075 7175JSCPG 09/30/2020 02010 2.160000000 996,000.0000 8,964.00 02/28/2014 71X4075 7175KIEDF 09/30/2024 02010 4.449999600 597,000.0000 11,069.37 02/28/2014 71X4075 7175MCF 09/30/2017 02010 2.300000400 57,000.0000 546.25 02/28/2014 71X4075 7175MGF 09/30/2017 02010 2.300000400 581,400.0000 5,571.75 02/28/2014 71X4075 7175SEKMG 09/30/2031 02010 1.699999200 3,153,150.0000 22,334.80 02/28/2014 71X4075 7175W3YES 09/30/2016 02010 3.129998400 2,500.0000 32.60 02/28/2014 71X4075 717500016 09/30/2014 02011 4.219999200 309,400.0000 5,440.28 02/28/2014 71X4075 717500017 09/30/2018 02011 4.209998400 270,000.0000 4,736.25 02/28/2014 71X4075 717500019 09/30/2026 02011 3.290000400 1,765,470.0000 24,201.65 02/28/2014 71X4075 717500021 09/30/2017 02011 3.350001600 4,410,000.0000 61,556.28 02/28/2014 71X4075 717500023 09/30/2031 02011 3.700000800 52,483,000.0000 809,113.09 02/28/2014 71X4075 717500025 09/30/2030 02011 3.769999200 17,084,700.0000 268,372.11 02/28/2014 71X4075 717500033 09/30/2027 02011 3.290000400 1,665,310.0000 22,828.63 02/28/2014 71X4075 7175ADP3 09/30/2017 02011 3.030001200 6,137,340.0000 77,483.95 02/28/2014 71X4075 7175AMIH 09/30/2021 02011 4.250001600 283,810.0000 5,025.80 02/28/2014 71X4075 7175BELP 09/30/2016 02011 3.639999600 630,000.0000 9,555.00 02/28/2014 71X4075 7175GLBK 09/30/2019 02011 3.330000000 1,452,000.0000 20,146.50 02/28/2014 71X4075 7175JOSHI 09/30/2015 02011 3.440001600 295,200.0000 4,231.20 02/28/2014 71X4075 7175PANNO 09/30/2021 02011 3.150000000 7,602,000.0000 99,776.25 02/28/2014 71X4075 7175PARKO 09/30/2015 02011 3.210001200 374,400.0000 5,007.60 02/28/2014 71X4075 7175SEKER 09/30/2014 02011 3.179998800 51,100.0000 677.07 02/28/2014 71X4075 717500038 09/30/2019 02012 2.559999600 792,000.0000 8,448.00 02/28/2014 71X4075 717500043 09/30/2020 02012 2.509999200 1,104,000.0000 11,546.00 02/28/2014 71X4075 717500046 09/30/2030 02012 2.919999600 627,520.0000 7,634.83 02/28/2014 71X4075 717501195 09/30/2018 02012 2.459998800 423,500.0000 4,340.87 02/28/2014 71X4075 717501197 09/30/2025 02012 3.080001600 3,850,000.0000 49,408.36 02/28/2014 71X4075 717501198 09/30/2019 02012 2.149999200 1,584,275.0000 14,192.46 02/28/2014 71X4075 717501199 09/30/2019 02012 1.980000000 1,458,000.0000 12,028.50 02/28/2014 71X4075 717501200 09/30/2028 02012 2.739999600 15,015,000.0000 171,421.22 02/28/2014 71X4075 717501201 09/30/2017 02012 2.350000800 433,750.0000 4,247.14 02/28/2014 71X4075 717501203 09/30/2017 02012 2.970000000 66,909.3800 828.00 02/28/2014 71X4075 717501403 09/30/2018 02012 3.570001200 6,073.2400 90.34 02/28/2014 71X4075 717501405 09/30/2019 02012 2.810001600 351,182.2400 4,111.76 02/28/2014 71X4075 717501406 09/30/2018 02012 3.480001200 6,792.5000 98.49 02/28/2014 71X4075 717501407 09/30/2017 02012 4.259998800 43,750.0000 776.56 02/28/2014 71X4075 717501411 09/30/2022 02012 2.220001200 57,720.0000 533.91 02/28/2014 71X4075 717501413 09/30/2018 02012 3.179998800 80,000.0000 1,060.00 02/28/2014 71X4075 717501417 09/30/2020 02012 2.319998400 1,737,000.0000 16,790.99 02/28/2014 71X4075 717501425 09/30/2017 02012 3.600000000 50,240.0000 753.60 02/28/2014 71X4075 717501427 09/30/2026 02012 2.620000800 50,200,000.0000 548,016.83 02/28/2014 71X4075 717501432 09/30/2031 02012 2.819998800 22,719,400.0000 266,952.84 02/28/2014 71X4075 717501442 09/30/2018 02012 3.020000400 63,000.0000 792.75 02/28/2014 71X4075 717501443 09/30/2018 02012 3.610000800 51,000.0000 767.13 02/28/2014 71X4075 717501456 09/30/2015 02012 4.860000000 16,380.0000 331.70 02/28/2014 71X4075 717501457 09/30/2028 02012 2.610000000 32,600,000.0000 354,525.00 02/28/2014 71X4075 717501460 09/30/2028 02012 3.179998800 561,000.0000 7,433.25 02/28/2014 71X4075 717501461 09/30/2034 02012 2.919999600 20,577,700.0000 250,361.98 02/28/2014 71X4075 717501466 09/30/2016 02013 4.910000400 104,300.0000 2,133.80 02/28/2014 71X4075 717501467 09/30/2016 02013 4.910000400 104,300.0000 2,133.80 02/28/2014 71X4075 717501468 09/30/2017 02013 2.490001200 777,000.0000 8,061.38 02/28/2014 71X4075 717501469 09/30/2017 02013 2.019999600 122,850.0000 1,033.99 02/28/2014 71X4075 717501470 09/30/2017 02013 2.030000400 404,550.0000 3,421.82 02/28/2014 71X4075 717501472 09/30/2020 02013 4.979998800 2,001,000.0000 41,520.74 02/28/2014 71X4075 717501477 09/30/2024 02013 2.459998800 1,023,000.0000 10,485.74 02/28/2014 71X4075 717501479 09/30/2016 02013 5.299999200 160,000.0000 3,533.33 02/28/2014 71X4075 717501486 09/30/2042 02013 3.160000800 2,014,875.0000 26,529.19 02/28/2014 71X4075 717501491 09/30/2021 02013 2.509999200 17,850.0000 186.68 02/28/2014 71X4075 717501501 09/30/2025 02013 1.689998400 1,489,580.0000 10,489.12 02/28/2014 71X4075 717501501 09/30/2031 02013 1.689998400 1,961,630.0000 13,813.13 02/28/2014 71X4075 717501506 09/30/2025 02013 2.199999600 31,175,000.0000 285,770.78 02/28/2014 71X4075 717501510 09/30/2033 02013 2.689999200 29,116,500.0000 326,347.34 02/28/2014 71X4075 717501516 09/30/2021 02013 1.900000800 2,868,937.5000 22,712.43 02/28/2014 71X4075 717501538 09/30/2030 02013 2.509999200 8,384,570.0000 87,688.60 02/28/2014 71X4075 717501540 09/30/2033 02013 2.509999200 12,390,000.0000 129,578.71 02/28/2014 71X4075 717501543 09/30/2017 02014 2.509999200 131,600.0000 1,376.32 02/28/2014 71X4075 717501545 09/30/2021 02014 2.509999200 333,000.0000 3,482.62 02/28/2014 71X4075 717501550 09/30/2015 02014 2.509999200 2,538,000.0000 26,543.24 02/28/2014 ------------------------ ---------------------- 772,731,413.4100 13,555,546.69 ======================== ====================== 772,731,413.4100 13,555,546.69 ============================================================================================================================ 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