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 689.12 03/31/2014 71X4075 717593COH 09/30/2019 01993 6.649999200 3,495,000.0000 116,208.74 03/31/2014 71X4075 7175AIRES 09/30/2015 01994 4.910000400 2,000,000.0000 49,100.00 03/31/2014 71X4075 7175RP2O 09/30/2014 01994 5.370001200 3,556,000.0000 95,478.62 03/31/2014 71X4075 7175ZDELC 09/30/2022 01994 4.119998400 10,840,000.0000 223,303.91 03/31/2014 71X4075 717595COH 09/30/2015 01995 7.260001200 52,308,135.0000 1,898,785.61 03/31/2014 71X4075 717596COH 09/30/2019 01996 6.639998400 23,720,016.0000 787,504.34 03/31/2014 71X4075 717599COH 09/30/2015 01999 5.469998400 36,490,000.0000 998,001.21 03/31/2014 71X4075 7175GRCIR 09/30/2023 02000 6.249999600 60,689,739.6800 1,896,554.24 03/31/2014 71X4075 717501COH 09/30/2015 02001 4.079998800 3,435,000.0000 70,073.98 03/31/2014 71X4075 7175QUIPO 09/30/2021 02003 4.770000000 7,000,000.0000 166,950.00 03/31/2014 71X4075 7175GOLDK 09/30/2020 02004 3.009999600 1,200,000.0000 18,060.00 03/31/2014 71X4075 7175PALAD 09/30/2016 02004 3.999999600 4,424,000.0000 88,479.99 03/31/2014 71X4075 7175VESPU 09/30/2022 02004 5.079999600 9,680,000.0000 245,871.98 03/31/2014 71X4075 7175IEC 09/30/2026 02005 4.989999600 779,786.0000 19,455.66 03/31/2014 71X4075 7175ISAGE 09/30/2026 02005 4.929998400 1,085,000.0000 26,745.24 03/31/2014 71X4075 7175MEII8 09/30/2021 02005 3.470000400 479,377.8900 8,317.21 03/31/2014 71X4075 7175MEII9 09/30/2021 02005 3.470000400 188,485.3600 3,270.22 03/31/2014 71X4075 7175MEIIA 09/30/2018 02005 3.470000400 5,614.6200 97.41 03/31/2014 71X4075 7175MEIIC 09/30/2021 02005 3.470000400 220,994.5200 3,834.26 03/31/2014 71X4075 7175MEIIH 09/30/2017 02005 3.470000400 121,431.1700 2,106.83 03/31/2014 71X4075 7175MEIIJ 09/30/2017 02005 3.470000400 110,632.3900 1,919.47 03/31/2014 71X4075 7175MEIJA 09/30/2018 02005 3.470000400 137,483.0500 2,385.33 03/31/2014 71X4075 7175PBTL 09/30/2023 02005 5.389999200 3,008,108.2200 81,068.50 03/31/2014 71X4075 7175SOUES 09/30/2016 02005 4.219999200 7,449,750.0000 157,189.70 03/31/2014 71X4075 7175BANKG 09/30/2016 02006 4.330000800 166,725.0000 3,609.60 03/31/2014 71X4075 7175CMEC 09/30/2020 02006 5.420001600 5,035,000.0000 136,448.54 03/31/2014 71X4075 7175DARPR 09/30/2017 02006 4.989999600 550,760.0000 13,741.46 03/31/2014 71X4075 7175DELTP 09/30/2020 02006 4.950000000 5,928,000.0000 146,718.00 03/31/2014 71X4075 7175LATP3 09/30/2014 02006 4.420000800 2,502,660.0000 55,308.80 03/31/2014 71X4075 7175MENA 09/30/2018 02006 4.979998800 587,940.0000 14,639.70 03/31/2014 71X4075 7175ZEURO 09/30/2014 02006 4.309999200 9,270,000.0000 199,768.46 03/31/2014 71X4075 7175ACF3 09/30/2016 02007 4.880001600 953,591.0000 23,267.63 03/31/2014 71X4075 7175ACFB 09/30/2016 02007 5.270000400 1,376,493.0000 36,270.59 03/31/2014 71X4075 7175ACFIN 09/30/2016 02007 4.880001600 2,926,152.0000 71,398.13 03/31/2014 71X4075 7175AESJO 09/30/2017 02007 5.079999600 935,872.3000 23,771.15 03/31/2014 71X4075 7175AESJO 09/30/2027 02007 5.079999600 3,311,955.5200 84,123.66 03/31/2014 71X4075 7175BANLI 09/30/2022 02007 5.019998400 181,800.0000 4,563.18 03/31/2014 71X4075 7175BANPR 09/30/2022 02007 5.090000400 1,525,500.0000 38,823.98 03/31/2014 71X4075 7175BANRU 09/30/2023 02007 5.100001200 1,212,000.0000 30,906.01 03/31/2014 71X4075 7175BLUF 09/30/2018 02007 4.929998400 9,943,362.4300 245,103.80 03/31/2014 71X4075 7175BYBLO 09/30/2022 02007 5.140000800 603,000.0000 15,497.10 03/31/2014 71X4075 7175C07BG 09/30/2020 02007 4.849999200 2,600,000.0000 63,049.99 03/31/2014 71X4075 7175CALVR 09/30/2015 02007 4.820000400 13,250.0000 319.33 03/31/2014 71X4075 7175CRLB 09/30/2021 02007 4.929998400 108,635.1600 2,677.86 03/31/2014 71X4075 7175ENGRO 09/30/2016 02007 5.349999600 155,100.0000 4,148.92 03/31/2014 71X4075 7175FCPFD 09/30/2020 02007 5.270000400 721,600.0000 19,014.16 03/31/2014 71X4075 7175FICOH 09/30/2022 02007 5.100001200 1,068,750.0000 27,253.13 03/31/2014 71X4075 7175FRANS 09/30/2021 02007 4.929998400 66,132.0700 1,630.15 03/31/2014 71X4075 7175HELIO 09/30/2016 02007 4.839998400 5,470,000.0000 132,373.96 03/31/2014 71X4075 7175JMTR 09/30/2021 02007 4.929998400 123,468.8600 3,043.51 03/31/2014 71X4075 7175LOCKO 09/30/2015 02007 5.280001200 171,000.0000 4,514.40 03/31/2014 71X4075 7175ALSIS 09/30/2015 02008 5.079999600 1,460,640.0000 37,100.25 03/31/2014 71X4075 7175AUDI 09/30/2023 02008 5.019998400 336,000.0000 8,433.60 03/31/2014 71X4075 7175BANRE 09/30/2018 02008 5.060001600 124,875.0000 3,159.34 03/31/2014 71X4075 7175BBVA 09/30/2018 02008 5.010001200 711,000.0000 17,810.55 03/31/2014 71X4075 7175BHART 09/30/2014 02008 4.259998800 3,071,001.2800 65,412.31 03/31/2014 71X4075 7175BLUE 09/30/2021 02008 4.500000000 4,204,005.8900 94,590.13 03/31/2014 71X4075 7175INTBA 09/30/2018 02008 5.010001200 711,000.0000 17,810.55 03/31/2014 71X4075 7175MICOP 09/30/2014 02008 5.360000400 28,665.0000 768.22 03/31/2014 71X4075 7175SAWHF 09/30/2017 02008 5.079999600 5,497,800.0000 139,644.11 03/31/2014 71X4075 7175SPAND 09/30/2021 02008 5.159998800 3,263,950.0100 84,209.89 03/31/2014 71X4075 7175SPANF 09/30/2021 02008 4.259998800 3,220,598.7400 68,598.73 03/31/2014 71X4075 7175TRANS 09/30/2014 02008 5.119999200 165,000.0000 4,224.00 03/31/2014 71X4075 717500009 09/30/2018 02009 5.230000800 651,300.0000 17,031.50 03/31/2014 71X4075 7175BACA 09/30/2026 02009 4.600000800 4,845,000.0000 111,435.02 03/31/2014 71X4075 7175BACB 09/30/2027 02009 4.539999600 377,000.0000 8,557.90 03/31/2014 71X4075 7175BACGT 09/30/2024 02009 4.619998800 758,520.0000 17,521.81 03/31/2014 71X4075 7175BACNA 09/30/2024 02009 4.619998800 545,000.0000 12,589.50 03/31/2014 71X4075 7175BACPA 09/30/2024 02009 4.610001600 128,500.0000 2,961.93 03/31/2014 71X4075 7175BAUDI 09/30/2024 02009 4.680000000 1,056,000.0000 24,710.40 03/31/2014 71X4075 7175BYB2 09/30/2024 02009 4.610001600 2,189,600.0000 50,470.30 03/31/2014 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 11,385.52 03/31/2014 71X4075 7175CASDI 09/30/2015 02009 4.529998800 117,541.1300 2,662.31 03/31/2014 71X4075 7175CHOUS 09/30/2022 02009 4.560001200 5,392,000.0000 122,937.63 03/31/2014 71X4075 7175DESI 09/30/2030 02009 4.719999600 21,192,000.0000 500,131.16 03/31/2014 71X4075 7175ECPF3 09/30/2015 02009 4.860000000 4,645,350.0000 112,882.01 03/31/2014 71X4075 7175HALYK 09/30/2024 02009 4.600000800 4,596,000.0000 105,708.02 03/31/2014 71X4075 7175HONDA 09/30/2024 02009 4.619998800 1,032,000.0000 23,839.19 03/31/2014 71X4075 7175ICETI 09/30/2023 02009 5.019998400 345,455.3600 8,670.93 03/31/2014 71X4075 7175IKH 09/30/2021 02009 2.800000800 3,875,599.9800 54,258.42 03/31/2014 71X4075 7175JSCCT 09/30/2019 02009 4.500000000 3,102,000.0000 69,795.00 03/31/2014 71X4075 7175LAGOS 09/30/2018 02009 4.579999200 699,300.0000 16,013.97 03/31/2014 71X4075 7175PALRL 09/30/2015 02009 4.439998800 6,526,000.0000 144,877.16 03/31/2014 71X4075 7175PANAM 09/30/2016 02009 4.500000000 784,500.0000 17,651.25 03/31/2014 71X4075 7175PROMO 09/30/2030 02009 4.809999600 23,900,000.0000 574,794.95 03/31/2014 71X4075 7175TGBAS 09/30/2020 02009 4.529998800 5,550,000.0000 125,707.47 03/31/2014 71X4075 7175ACFC 09/30/2016 02010 2.450001600 312,696.0000 3,830.53 03/31/2014 71X4075 7175BMED 09/30/2023 02010 2.540001600 1,917,600.0000 24,353.54 03/31/2014 71X4075 7175CBCON 09/30/2020 02010 2.490001200 1,995,000.0000 24,837.76 03/31/2014 71X4075 7175CHBAN 09/30/2020 02010 2.430000000 1,692,000.0000 20,557.80 03/31/2014 71X4075 7175ECP3 09/30/2019 02010 2.540001600 2,099,650.0000 26,665.57 03/31/2014 71X4075 7175HELO2 09/30/2020 02010 2.189998800 6,440,000.0000 70,517.96 03/31/2014 71X4075 7175HIPO 09/30/2041 02010 2.850001200 259,200.0000 3,693.60 03/31/2014 71X4075 7175JAREM 09/30/2017 02010 2.239999200 1,444,500.0000 16,178.39 03/31/2014 71X4075 7175JSCPG 09/30/2020 02010 2.160000000 996,000.0000 10,756.80 03/31/2014 71X4075 7175KIEDF 09/30/2024 02010 4.449999600 597,000.0000 13,283.25 03/31/2014 71X4075 7175MCF 09/30/2017 02010 2.300000400 57,000.0000 655.50 03/31/2014 71X4075 7175MGF 09/30/2017 02010 2.300000400 581,400.0000 6,686.10 03/31/2014 71X4075 7175SEKMG 09/30/2031 02010 1.699999200 3,153,150.0000 26,801.76 03/31/2014 71X4075 7175W3YES 09/30/2016 02010 3.129998400 2,500.0000 39.12 03/31/2014 71X4075 717500016 09/30/2014 02011 4.219999200 309,400.0000 6,528.34 03/31/2014 71X4075 717500017 09/30/2018 02011 4.209998400 270,000.0000 5,683.50 03/31/2014 71X4075 717500019 09/30/2026 02011 3.290000400 1,765,470.0000 29,041.99 03/31/2014 71X4075 717500021 09/30/2017 02011 3.350001600 4,410,000.0000 73,867.54 03/31/2014 71X4075 717500023 09/30/2031 02011 3.700000800 52,483,000.0000 970,935.71 03/31/2014 71X4075 717500025 09/30/2030 02011 3.769999200 17,084,700.0000 322,046.53 03/31/2014 71X4075 717500033 09/30/2027 02011 3.290000400 1,665,310.0000 27,394.35 03/31/2014 71X4075 7175ADP3 09/30/2017 02011 3.030001200 6,137,340.0000 92,980.74 03/31/2014 71X4075 7175AMIH 09/30/2021 02011 4.250001600 283,810.0000 6,030.96 03/31/2014 71X4075 7175BELP 09/30/2016 02011 3.639999600 630,000.0000 11,466.00 03/31/2014 71X4075 7175GLBK 09/30/2019 02011 3.330000000 1,452,000.0000 24,175.80 03/31/2014 71X4075 7175JOSHI 09/30/2015 02011 3.440001600 295,200.0000 5,077.44 03/31/2014 71X4075 7175PANNO 09/30/2021 02011 3.150000000 7,602,000.0000 119,731.50 03/31/2014 71X4075 7175PARKO 09/30/2015 02011 3.210001200 374,400.0000 6,009.12 03/31/2014 71X4075 7175SEKER 09/30/2014 02011 3.179998800 51,100.0000 812.49 03/31/2014 71X4075 717500038 09/30/2019 02012 2.559999600 792,000.0000 10,137.60 03/31/2014 71X4075 717500043 09/30/2020 02012 2.509999200 1,104,000.0000 13,855.20 03/31/2014 71X4075 717500046 09/30/2030 02012 2.919999600 627,520.0000 9,161.79 03/31/2014 71X4075 717501195 09/30/2018 02012 2.459998800 423,500.0000 5,209.05 03/31/2014 71X4075 717501197 09/30/2025 02012 3.080001600 3,850,000.0000 59,290.03 03/31/2014 71X4075 717501198 09/30/2019 02012 2.149999200 1,584,275.0000 17,030.95 03/31/2014 71X4075 717501199 09/30/2019 02012 1.980000000 1,458,000.0000 14,434.20 03/31/2014 71X4075 717501200 09/30/2028 02012 2.739999600 15,015,000.0000 205,705.47 03/31/2014 71X4075 717501201 09/30/2017 02012 2.350000800 433,750.0000 5,096.56 03/31/2014 71X4075 717501203 09/30/2017 02012 2.970000000 66,909.3800 993.60 03/31/2014 71X4075 717501403 09/30/2018 02012 3.570001200 6,576.1400 117.38 03/31/2014 71X4075 717501405 09/30/2019 02012 2.810001600 351,182.2400 4,934.11 03/31/2014 71X4075 717501406 09/30/2018 02012 3.480001200 6,792.5000 118.19 03/31/2014 71X4075 717501407 09/30/2017 02012 4.259998800 43,750.0000 931.87 03/31/2014 71X4075 717501411 09/30/2022 02012 2.220001200 57,720.0000 640.69 03/31/2014 71X4075 717501413 09/30/2018 02012 3.179998800 80,000.0000 1,272.00 03/31/2014 71X4075 717501417 09/30/2020 02012 2.319998400 1,737,000.0000 20,149.19 03/31/2014 71X4075 717501425 09/30/2017 02012 3.600000000 50,240.0000 904.32 03/31/2014 71X4075 717501427 09/30/2026 02012 2.620000800 50,200,000.0000 657,620.20 03/31/2014 71X4075 717501432 09/30/2031 02012 2.819998800 22,719,400.0000 320,343.40 03/31/2014 71X4075 717501442 09/30/2018 02012 3.020000400 63,000.0000 951.30 03/31/2014 71X4075 717501443 09/30/2018 02012 3.610000800 51,000.0000 920.55 03/31/2014 71X4075 717501456 09/30/2015 02012 4.860000000 16,380.0000 398.03 03/31/2014 71X4075 717501457 09/30/2028 02012 2.610000000 32,600,000.0000 425,430.00 03/31/2014 71X4075 717501460 09/30/2028 02012 3.179998800 561,000.0000 8,919.90 03/31/2014 71X4075 717501461 09/30/2034 02012 2.919999600 20,577,700.0000 300,434.38 03/31/2014 71X4075 717501466 09/30/2016 02013 4.910000400 104,300.0000 2,560.57 03/31/2014 71X4075 717501467 09/30/2016 02013 4.910000400 104,300.0000 2,560.57 03/31/2014 71X4075 717501468 09/30/2017 02013 2.490001200 777,000.0000 9,673.65 03/31/2014 71X4075 717501469 09/30/2017 02013 2.019999600 122,850.0000 1,240.78 03/31/2014 71X4075 717501470 09/30/2017 02013 2.030000400 404,550.0000 4,106.18 03/31/2014 71X4075 717501472 09/30/2020 02013 4.979998800 2,001,000.0000 49,824.89 03/31/2014 71X4075 717501477 09/30/2024 02013 2.459998800 1,023,000.0000 12,582.89 03/31/2014 71X4075 717501479 09/30/2016 02013 5.299999200 160,000.0000 4,240.00 03/31/2014 71X4075 717501486 09/30/2042 02013 3.160000800 2,014,875.0000 31,835.03 03/31/2014 71X4075 717501491 09/30/2021 02013 2.509999200 17,850.0000 224.02 03/31/2014 71X4075 717501501 09/30/2025 02013 1.689998400 1,489,580.0000 12,586.94 03/31/2014 71X4075 717501501 09/30/2031 02013 1.689998400 3,188,960.0000 26,946.69 03/31/2014 71X4075 717501506 09/30/2025 02013 2.199999600 31,175,000.0000 342,924.94 03/31/2014 71X4075 717501507 09/30/2025 02013 2.509999200 430,920.0000 5,408.04 03/31/2014 71X4075 717501510 09/30/2033 02013 2.689999200 29,116,500.0000 391,616.81 03/31/2014 71X4075 717501516 09/30/2021 02013 1.900000800 3,531,000.0000 33,544.51 03/31/2014 71X4075 717501538 09/30/2030 02013 2.509999200 8,384,570.0000 105,226.32 03/31/2014 71X4075 717501540 09/30/2033 02013 2.509999200 12,390,000.0000 155,494.45 03/31/2014 71X4075 717501543 09/30/2017 02014 2.509999200 131,600.0000 1,651.58 03/31/2014 71X4075 717501545 09/30/2021 02014 2.509999200 333,000.0000 4,179.15 03/31/2014 71X4075 717501546 09/30/2034 02014 2.509999200 1,083,744.0000 13,600.98 03/31/2014 71X4075 717501550 09/30/2015 02014 2.509999200 2,538,000.0000 31,851.89 03/31/2014 ------------------------ ---------------------- 776,922,873.8900 16,321,312.33 ======================== ====================== 776,922,873.8900 16,321,312.33 ============================================================================================================================ 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