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 1,263.40 08/31/2014 71X4075 7175COMPG 09/30/2017 01993 6.649999200 3,495,000.0000 0.00 08/31/2014 71X4075 7175PAIT 09/30/2020 01995 6.400000800 52,308,135.0000 3,068,744.30 08/31/2014 71X4075 7175AQUA 09/30/2015 01996 8.169998400 9,545,278.0700 714,861.64 08/31/2014 71X4075 7175NBRID 09/30/2020 01996 1.950001200 14,174,737.9300 253,373.60 08/31/2014 71X4075 7175SOMOT 09/30/2020 01999 4.520001600 36,490,000.0000 1,511,902.87 08/31/2014 71X4075 7175GRCIR 09/30/2023 02000 6.249999600 60,689,739.6800 3,477,016.11 08/31/2014 71X4075 7175CBPAK 09/30/2020 02001 6.400000800 3,435,000.0000 201,520.03 08/31/2014 71X4075 7175N-RP2 09/30/2014 02003 5.370001200 3,556,000.0000 175,044.14 08/31/2014 71X4075 7175QUIPO 09/30/2021 02003 4.770000000 7,000,000.0000 306,075.00 08/31/2014 71X4075 7175GOLDK 09/30/2020 02004 3.009999600 1,502,185.3300 41,447.79 08/31/2014 71X4075 7175N-ZDC 09/30/2022 02004 4.119998400 10,840,000.0000 409,390.51 08/31/2014 71X4075 7175PALAD 09/30/2016 02004 3.999999600 4,424,000.0000 162,213.32 08/31/2014 71X4075 7175VESPU 09/30/2022 02004 5.079999600 9,680,000.0000 450,765.30 08/31/2014 71X4075 7175IEC 09/30/2026 02005 4.989999600 779,786.0000 35,668.71 08/31/2014 71X4075 7175ISAGE 09/30/2026 02005 4.929998400 1,085,000.0000 49,032.94 08/31/2014 71X4075 7175MEII8 09/30/2021 02005 3.470000400 572,165.7000 18,199.64 08/31/2014 71X4075 7175MEII9 09/30/2021 02005 3.470000400 188,485.3600 5,995.41 08/31/2014 71X4075 7175MEIIA 09/30/2018 02005 3.470000400 84,586.6700 2,690.56 08/31/2014 71X4075 7175MEIIC 09/30/2021 02005 3.470000400 220,994.5200 7,029.47 08/31/2014 71X4075 7175MEIIH 09/30/2017 02005 3.470000400 121,431.1700 3,862.52 08/31/2014 71X4075 7175MEIIJ 09/30/2017 02005 3.470000400 110,632.3900 3,519.03 08/31/2014 71X4075 7175MEIJA 09/30/2018 02005 3.470000400 137,483.0500 4,373.11 08/31/2014 71X4075 7175PBTL 09/30/2023 02005 5.389999200 3,008,108.2200 148,625.59 08/31/2014 71X4075 7175SOUES 09/30/2016 02005 4.219999200 7,449,750.0000 288,181.11 08/31/2014 71X4075 7175BANKG 09/30/2016 02006 4.330000800 166,725.0000 6,617.59 08/31/2014 71X4075 7175DARPR 09/30/2017 02006 4.989999600 550,760.0000 25,192.68 08/31/2014 71X4075 7175LATP3 09/30/2014 02006 4.420000800 3,251,924.4100 131,757.16 08/31/2014 71X4075 7175MENA 09/30/2018 02006 4.979998800 587,940.0000 26,839.45 08/31/2014 71X4075 7175ZEURO 09/30/2014 02006 4.309999200 9,270,000.0000 366,242.18 08/31/2014 71X4075 7175ACF3 09/30/2016 02007 4.880001600 1,224,531.0000 54,777.37 08/31/2014 71X4075 7175ACFB 09/30/2016 02007 5.270000400 1,930,153.0000 93,242.48 08/31/2014 71X4075 7175ACFIN 09/30/2016 02007 4.880001600 2,101,552.0000 94,009.46 08/31/2014 71X4075 7175AESJO 09/30/2027 02007 5.079999600 4,247,827.8200 197,807.17 08/31/2014 71X4075 7175BANLI 09/30/2022 02007 5.019998400 181,800.0000 8,365.83 08/31/2014 71X4075 7175BANPR 09/30/2022 02007 5.090000400 1,525,500.0000 71,177.29 08/31/2014 71X4075 7175BANRU 09/30/2023 02007 5.100001200 1,212,000.0000 56,661.01 08/31/2014 71X4075 7175BYBLO 09/30/2022 02007 5.140000800 603,000.0000 28,411.35 08/31/2014 71X4075 7175CALVR 09/30/2015 02007 4.820000400 13,250.0000 585.43 08/31/2014 71X4075 7175CMEC 09/30/2020 02007 5.420001600 5,035,000.0000 250,155.66 08/31/2014 71X4075 7175COMLA 09/30/2024 02007 2.509999200 4,678,099.5300 107,635.24 08/31/2014 71X4075 7175CRLB 09/30/2021 02007 4.929998400 150,689.2500 6,809.90 08/31/2014 71X4075 7175DELTP 09/30/2020 02007 4.950000000 5,928,000.0000 268,983.00 08/31/2014 71X4075 7175ENGRO 09/30/2016 02007 5.349999600 155,100.0000 7,606.36 08/31/2014 71X4075 7175FCPFD 09/30/2020 02007 5.270000400 721,600.0000 34,859.30 08/31/2014 71X4075 7175FICOH 09/30/2022 02007 5.100001200 1,068,750.0000 49,964.07 08/31/2014 71X4075 7175FRANS 09/30/2021 02007 4.929998400 79,801.3500 3,606.35 08/31/2014 71X4075 7175HELIO 09/30/2016 02007 4.839998400 5,470,000.0000 242,685.59 08/31/2014 71X4075 7175JMTR 09/30/2021 02007 4.929998400 160,500.1200 7,253.27 08/31/2014 71X4075 7175LOCKO 09/30/2015 02007 5.280001200 171,000.0000 8,276.40 08/31/2014 71X4075 7175ALSIS 09/30/2015 02008 5.079999600 1,460,640.0000 68,017.13 08/31/2014 71X4075 7175AUDI 09/30/2023 02008 5.019998400 336,000.0000 15,461.60 08/31/2014 71X4075 7175BANRE 09/30/2018 02008 5.060001600 124,875.0000 5,792.12 08/31/2014 71X4075 7175BBVA 09/30/2018 02008 5.010001200 711,000.0000 32,652.68 08/31/2014 71X4075 7175BLUF 09/30/2018 02008 4.929998400 12,543,362.4300 566,855.27 08/31/2014 71X4075 7175INTBA 09/30/2018 02008 5.010001200 711,000.0000 32,652.68 08/31/2014 71X4075 7175MICOP 09/30/2014 02008 5.360000400 28,665.0000 1,408.41 08/31/2014 71X4075 7175N-AIR 09/30/2015 02008 4.910000400 2,000,000.0000 90,016.67 08/31/2014 71X4075 7175SAWHF 09/30/2017 02008 5.079999600 5,497,800.0000 256,014.20 08/31/2014 71X4075 7175TRANS 09/30/2014 02008 5.119999200 165,000.0000 7,744.00 08/31/2014 71X4075 7175BACA 09/30/2026 02009 4.600000800 4,845,000.0000 204,297.54 08/31/2014 71X4075 7175BACB 09/30/2027 02009 4.539999600 377,000.0000 15,689.48 08/31/2014 71X4075 7175BACGT 09/30/2024 02009 4.619998800 758,520.0000 32,123.31 08/31/2014 71X4075 7175BACNA 09/30/2024 02009 4.610001600 545,000.0000 23,030.80 08/31/2014 71X4075 7175BACPA 09/30/2024 02009 4.619998800 128,500.0000 5,441.97 08/31/2014 71X4075 7175BAUDI 09/30/2024 02009 4.680000000 1,056,000.0000 45,302.40 08/31/2014 71X4075 7175BHART 09/30/2014 02009 4.259998800 3,071,001.2800 119,922.57 08/31/2014 71X4075 7175BLUE 09/30/2021 02009 4.500000000 12,540,342.0600 517,289.11 08/31/2014 71X4075 7175BYB2 09/30/2024 02009 4.610001600 2,189,600.0000 92,528.88 08/31/2014 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 20,873.45 08/31/2014 71X4075 7175CASDI 09/30/2015 02009 4.529998800 117,541.1300 4,880.89 08/31/2014 71X4075 7175CHOUS 09/30/2022 02009 4.560001200 5,392,000.0000 225,385.66 08/31/2014 71X4075 7175DESI 09/30/2030 02009 4.719999600 21,192,000.0000 916,907.12 08/31/2014 71X4075 7175ECPF3 09/30/2015 02009 4.860000000 4,645,350.0000 206,950.34 08/31/2014 71X4075 7175HALYK 09/30/2024 02009 4.600000800 4,596,000.0000 193,798.03 08/31/2014 71X4075 7175HONDA 09/30/2024 02009 4.619998800 1,032,000.0000 43,705.19 08/31/2014 71X4075 7175IKH 09/30/2021 02009 2.800000800 5,064,177.7500 129,980.60 08/31/2014 71X4075 7175JSCCT 09/30/2019 02009 4.500000000 3,102,000.0000 127,957.50 08/31/2014 71X4075 7175LAGOS 09/30/2018 02009 4.579999200 699,300.0000 29,358.94 08/31/2014 71X4075 7175PALRL 09/30/2015 02009 4.439998800 6,526,000.0000 265,608.13 08/31/2014 71X4075 7175PANAM 09/30/2016 02009 4.500000000 784,500.0000 32,360.63 08/31/2014 71X4075 7175PROMO 09/30/2030 02009 4.809999600 23,900,000.0000 1,053,790.75 08/31/2014 71X4075 7175SPAND 09/30/2021 02009 5.159998800 3,263,950.0100 154,384.80 08/31/2014 71X4075 7175SPANF 09/30/2021 02009 4.259998800 3,220,598.7400 125,764.35 08/31/2014 71X4075 7175TGBAS 09/30/2020 02009 4.529998800 5,550,000.0000 230,463.69 08/31/2014 71X4075 7175ACFC 09/30/2016 02010 2.450001600 312,696.0000 7,022.64 08/31/2014 71X4075 7175BMED 09/30/2023 02010 2.540001600 1,917,600.0000 44,648.15 08/31/2014 71X4075 7175CBCON 09/30/2020 02010 2.490001200 1,995,000.0000 45,535.90 08/31/2014 71X4075 7175CHBAN 09/30/2020 02010 2.430000000 1,692,000.0000 37,689.30 08/31/2014 71X4075 7175ECP3 09/30/2019 02010 2.540001600 2,099,650.0000 48,886.88 08/31/2014 71X4075 7175HELO2 09/30/2020 02010 2.189998800 6,440,000.0000 129,282.93 08/31/2014 71X4075 7175HIPO 09/30/2041 02010 2.850001200 259,200.0000 6,771.60 08/31/2014 71X4075 7175JAREM 09/30/2017 02010 2.239999200 1,444,500.0000 29,660.39 08/31/2014 71X4075 7175JSCPG 09/30/2020 02010 2.160000000 996,000.0000 19,720.80 08/31/2014 71X4075 7175KIEDF 09/30/2024 02010 4.449999600 597,000.0000 24,352.62 08/31/2014 71X4075 7175MGF 09/30/2017 02010 2.300000400 638,400.0000 13,459.60 08/31/2014 71X4075 7175SEKMG 09/30/2031 02010 1.699999200 3,900,000.0000 60,774.97 08/31/2014 71X4075 7175W3YES 09/30/2016 02010 3.129998400 2,500.0000 71.73 08/31/2014 71X4075 717500009 09/30/2018 02011 5.230000800 651,300.0000 31,224.41 08/31/2014 71X4075 717500016 09/30/2014 02011 4.219999200 309,400.0000 11,968.62 08/31/2014 71X4075 717500017 09/30/2018 02011 4.209998400 270,000.0000 10,419.75 08/31/2014 71X4075 717500019 09/30/2026 02011 3.290000400 1,765,470.0000 53,243.64 08/31/2014 71X4075 717500021 09/30/2017 02011 3.350001600 4,410,000.0000 135,423.81 08/31/2014 71X4075 717500023 09/30/2031 02011 3.700000800 52,483,000.0000 1,780,048.80 08/31/2014 71X4075 717500025 09/30/2030 02011 3.769999200 17,084,700.0000 590,418.63 08/31/2014 71X4075 717500033 09/30/2027 02011 3.290000400 1,665,310.0000 50,222.98 08/31/2014 71X4075 7175ADP3 09/30/2018 02011 3.030001200 7,837,170.0000 217,677.48 08/31/2014 71X4075 7175AMIH 09/30/2021 02011 4.250001600 283,810.0000 11,056.77 08/31/2014 71X4075 7175BELP 09/30/2016 02011 3.639999600 630,000.0000 21,021.00 08/31/2014 71X4075 7175GLBK 09/30/2019 02011 3.330000000 1,452,000.0000 44,322.30 08/31/2014 71X4075 7175ICETI 09/30/2023 02011 5.020002000 459,910.7200 21,163.57 08/31/2014 71X4075 7175JOSHI 09/30/2015 02011 3.440001600 295,200.0000 9,308.64 08/31/2014 71X4075 7175PANNO 09/30/2021 02011 3.150000000 7,602,000.0000 219,507.75 08/31/2014 71X4075 7175PARKO 09/30/2015 02011 3.210001200 374,400.0000 11,016.72 08/31/2014 71X4075 7175SEKER 09/30/2014 02011 3.179998800 51,100.0000 1,489.56 08/31/2014 71X4075 717500038 09/30/2019 02012 2.559999600 792,000.0000 18,585.60 08/31/2014 71X4075 717500043 09/30/2020 02012 2.509999200 1,104,000.0000 25,401.19 08/31/2014 71X4075 717500046 09/30/2030 02012 2.919999600 627,520.0000 16,796.62 08/31/2014 71X4075 717501195 09/30/2018 02012 2.459998800 423,500.0000 9,549.92 08/31/2014 71X4075 717501197 09/30/2025 02012 3.080001600 3,850,000.0000 108,698.39 08/31/2014 71X4075 717501198 09/30/2019 02012 2.149999200 1,584,275.0000 31,223.41 08/31/2014 71X4075 717501199 09/30/2019 02012 1.980000000 1,458,000.0000 26,462.70 08/31/2014 71X4075 717501200 09/30/2028 02012 2.739999600 15,015,000.0000 377,126.69 08/31/2014 71X4075 717501201 09/30/2017 02012 2.350000800 433,750.0000 9,343.70 08/31/2014 71X4075 717501203 09/30/2017 02012 2.970000000 66,909.3800 1,821.61 08/31/2014 71X4075 717501403 09/30/2018 02012 3.570001200 18,257.4700 597.48 08/31/2014 71X4075 717501405 09/30/2019 02012 2.810001600 584,796.9000 15,063.40 08/31/2014 71X4075 717501406 09/30/2018 02012 3.480001200 6,792.5000 216.68 08/31/2014 71X4075 717501407 09/30/2017 02012 4.259998800 43,750.0000 1,708.44 08/31/2014 71X4075 717501411 09/30/2022 02012 2.220001200 57,720.0000 1,174.60 08/31/2014 71X4075 717501413 09/30/2018 02012 3.179998800 80,000.0000 2,332.00 08/31/2014 71X4075 717501417 09/30/2020 02012 2.319998400 1,737,000.0000 36,940.17 08/31/2014 71X4075 717501425 09/30/2017 02012 3.600000000 50,240.0000 1,657.92 08/31/2014 71X4075 717501427 09/30/2026 02012 2.620000800 50,200,000.0000 1,205,637.03 08/31/2014 71X4075 717501432 09/30/2031 02012 2.819998800 22,719,400.0000 587,296.24 08/31/2014 71X4075 717501442 09/30/2018 02012 3.020000400 63,000.0000 1,744.05 08/31/2014 71X4075 717501443 09/30/2018 02012 3.610000800 51,000.0000 1,687.68 08/31/2014 71X4075 717501446 09/30/2021 02012 2.509999200 517,000.0000 11,895.30 08/31/2014 71X4075 717501456 09/30/2015 02012 4.860000000 16,380.0000 729.73 08/31/2014 71X4075 717501457 09/30/2028 02012 2.610000000 32,600,000.0000 779,955.00 08/31/2014 71X4075 717501460 09/30/2028 02012 3.179998800 561,000.0000 16,353.14 08/31/2014 71X4075 717501461 09/30/2034 02012 2.919999600 22,737,523.7800 608,607.64 08/31/2014 71X4075 717501466 09/30/2016 02013 4.910000400 104,300.0000 4,694.37 08/31/2014 71X4075 717501467 09/30/2016 02013 4.910000400 104,300.0000 4,694.37 08/31/2014 71X4075 717501468 09/30/2017 02013 2.490001200 777,000.0000 17,735.03 08/31/2014 71X4075 717501469 09/30/2017 02013 2.019999600 122,850.0000 2,274.77 08/31/2014 71X4075 717501470 09/30/2017 02013 2.030000400 404,550.0000 7,528.00 08/31/2014 71X4075 717501472 09/30/2020 02013 4.979998800 2,001,000.0000 91,345.63 08/31/2014 71X4075 717501477 09/30/2024 02013 2.459998800 1,023,000.0000 23,068.64 08/31/2014 71X4075 717501479 09/30/2016 02013 5.299999200 160,000.0000 7,773.33 08/31/2014 71X4075 717501486 09/30/2042 02013 3.160000800 2,014,875.0000 58,364.23 08/31/2014 71X4075 717501491 09/30/2021 02013 2.509999200 17,850.0000 410.70 08/31/2014 71X4075 717501501 09/30/2031 02013 1.689998400 17,528,790.0000 271,549.91 08/31/2014 71X4075 717501506 09/30/2025 02013 2.199999600 31,175,000.0000 628,695.72 08/31/2014 71X4075 717501507 09/30/2025 02013 2.509999200 430,920.0000 9,914.75 08/31/2014 71X4075 717501510 09/30/2033 02013 2.689999200 29,116,500.0000 717,964.15 08/31/2014 71X4075 717501516 09/30/2021 02013 1.900000800 3,531,000.0000 61,498.28 08/31/2014 71X4075 717501538 09/30/2030 02013 2.509999200 8,384,570.0000 192,914.92 08/31/2014 71X4075 717501540 09/30/2033 02013 2.509999200 28,249,200.0000 649,966.80 08/31/2014 71X4075 717501543 09/30/2017 02014 2.509999200 131,600.0000 3,027.90 08/31/2014 71X4075 717501545 09/30/2021 02014 2.509999200 333,000.0000 7,661.77 08/31/2014 71X4075 717501546 09/30/2034 02014 2.509999200 1,083,744.0000 24,935.14 08/31/2014 71X4075 717501550 09/30/2015 02014 2.509999200 2,538,000.0000 58,395.13 08/31/2014 71X4075 717501551 09/30/2020 02014 2.509999200 2,463,000.0000 56,669.51 08/31/2014 71X4075 717501558 09/30/2020 02014 2.509999200 1,147,885.7400 26,410.93 08/31/2014 71X4075 717501559 09/30/2021 02014 2.509999200 2,445,000.0000 56,255.36 08/31/2014 71X4075 717501562 09/30/2019 02014 2.509999200 40,600.0000 934.14 08/31/2014 71X4075 717501563 09/30/2033 02014 2.509999200 6,671,700.0000 153,504.65 08/31/2014 71X4075 717501566 09/30/2026 02014 2.509999200 16,320,000.0000 375,495.88 08/31/2014 71X4075 717501572 09/30/2044 02014 2.509999200 1,411,875.0000 32,484.88 08/31/2014 71X4075 717501578 09/30/2022 02014 2.509999200 8,673,000.0000 199,551.21 08/31/2014 ------------------------ ---------------------- 865,807,617.4600 30,716,466.95 ======================== ====================== 865,807,617.4600 30,716,466.95 ============================================================================================================================ 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