Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4074 7174CECPH 09/30/2020 01997 5.109998400 47,540.0000 1,417.09 04/30/2015 71X4074 7174HTBIL 09/30/2020 01999 5.109998400 1,315,000.0000 39,197.95 04/30/2015 71X4074 7174SOMTT 09/30/2016 02000 5.580000000 700,410.0000 22,798.35 04/30/2015 71X4074 7174N-DIM 09/30/2016 02002 4.860000000 62,605.0000 1,774.85 04/30/2015 71X4074 7174JOPA 09/30/2023 02003 4.880001600 1,429,823.1600 40,702.31 04/30/2015 71X4074 7174LAFI3 09/30/2016 02003 4.309999200 3,119,165.0000 78,420.99 04/30/2015 71X4074 7174N-NM1 09/30/2017 02003 4.730000400 6,350,000.0000 175,207.10 04/30/2015 71X4074 7174ABUJA 09/30/2016 02004 4.780000800 907,855.5000 25,314.04 04/30/2015 71X4074 7174BUTLE 09/30/2019 02004 3.880000800 114,934.2900 2,601.35 04/30/2015 71X4074 7174CASMA 09/30/2015 02004 4.010000400 7,815.0000 182.81 04/30/2015 71X4074 7174EMERG 09/30/2015 02004 4.399999200 5,969,040.7300 153,205.35 04/30/2015 71X4074 7174GILBT 09/30/2016 02004 3.830000400 85.0000 1.90 04/30/2015 71X4074 7174GOLCW 09/30/2016 02004 4.299998400 3,126.1200 78.41 04/30/2015 71X4074 7174IRAQM 09/30/2016 02004 4.370000400 3,210,535.0000 81,841.90 04/30/2015 71X4074 7174LAGRA 09/30/2016 02004 4.190000400 3,065.0000 74.91 04/30/2015 71X4074 7174LEAWO 09/30/2017 02004 4.799998800 20,262,426.0800 567,347.79 04/30/2015 71X4074 7174PASTU 09/30/2020 02004 4.839998400 2,429,241.8700 68,585.57 04/30/2015 71X4074 7174PTUCA 09/30/2015 02004 4.820000400 2,655,441.5300 74,662.17 04/30/2015 71X4074 7174QTO 09/30/2016 02004 4.839998400 3,202,825.6700 90,426.41 04/30/2015 71X4074 7174SWEET 09/30/2016 02004 4.770000000 11,462.2900 318.94 04/30/2015 71X4074 7174BRASI 09/30/2020 02005 4.240000800 515,405.4600 12,747.70 04/30/2015 71X4074 7174CHF3 09/30/2016 02005 4.780000800 719,020.0000 20,048.68 04/30/2015 71X4074 7174CONDO 09/30/2016 02005 4.430001600 221,746.3100 5,730.30 04/30/2015 71X4074 7174FUTUR 09/30/2016 02005 4.839998400 3,600,000.0000 101,639.97 04/30/2015 71X4074 7174LUSAK 09/30/2019 02005 4.079998800 1,272,264.5400 30,279.89 04/30/2015 71X4074 7174PROCR 09/30/2016 02005 4.510000800 14,000,000.0000 368,316.73 04/30/2015 71X4074 7174SAFI 09/30/2016 02005 4.710002400 1,079,575.0000 29,661.34 04/30/2015 71X4074 7174ACAI 09/30/2016 02006 4.770000000 503,875.0000 14,020.32 04/30/2015 71X4074 7174BDCC 09/30/2022 02006 3.700000800 16,734,600.0000 361,188.53 04/30/2015 71X4074 7174BRAV1 09/30/2016 02006 4.749998400 3,043,200.0000 84,321.97 04/30/2015 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 27,825.00 04/30/2015 71X4074 7174GANHO 09/30/2022 02006 3.260001600 17,385,160.0000 330,607.95 04/30/2015 71X4074 7174INTCO 09/30/2020 02006 4.500000000 853,185.0000 22,396.11 04/30/2015 71X4074 7174LAFIS 09/30/2023 02006 4.799998800 17,000,000.0000 475,999.88 04/30/2015 71X4074 7174LAFS3 09/30/2023 02006 3.520000800 8,284,100.0000 170,100.23 04/30/2015 71X4074 7174N-AMM 09/30/2020 02006 0.889999200 3,783,000.0000 19,640.06 04/30/2015 71X4074 7174N-KRE 09/30/2016 02006 4.359999600 1,682,180.0000 42,783.44 04/30/2015 71X4074 7174SALVA 09/30/2017 02006 4.399999200 2,000,000.0000 51,333.32 04/30/2015 71X4074 71741STMT 09/30/2023 02007 6.800000400 3,624,417.7900 143,768.58 04/30/2015 71X4074 7174AFGGR 09/30/2022 02007 2.800000800 17,408,166.2200 284,333.46 04/30/2015 71X4074 7174AMINS 09/30/2015 02007 4.820000400 2,260,872.7900 63,568.21 04/30/2015 71X4074 7174BDCC2 09/30/2028 02007 3.229999200 5,915,985.7700 111,467.00 04/30/2015 71X4074 7174BLH 09/30/2029 02007 3.179998800 3,163,250.0000 58,678.27 04/30/2015 71X4074 7174CULIN 09/30/2015 02007 4.749998400 157,224.3500 4,356.42 04/30/2015 71X4074 7174FLAMA 09/30/2015 02007 4.709998800 1,675,000.0000 46,020.61 04/30/2015 71X4074 7174LEDFC 09/30/2022 02007 5.270000400 8,566,545.2900 263,349.90 04/30/2015 71X4074 7174N-NM2 09/30/2017 02007 4.730000400 318,780.0000 8,795.67 04/30/2015 71X4074 7174QTO2 09/30/2016 02007 4.780000800 66,909.4500 1,865.66 04/30/2015 71X4074 7174TAYL 09/30/2034 02007 3.930001200 53,538,117.8900 1,227,361.73 04/30/2015 71X4074 7174TINA 09/30/2016 02007 4.939999200 906.8400 26.13 04/30/2015 71X4074 7174IMMDF 09/30/2016 02008 2.490001200 2,855,289.9800 41,473.11 04/30/2015 71X4074 7174INTMA 09/30/2035 02008 2.289999600 29,917,680.0000 399,650.27 04/30/2015 71X4074 7174LAFIS 09/30/2033 02008 3.740000400 8,528,950.0000 186,073.28 04/30/2015 71X4074 7174NATUR 09/30/2020 02008 3.840001200 92,757.2200 2,077.76 04/30/2015 71X4074 7174SUMMI 09/30/2016 02008 3.110000400 980,353.6800 17,785.25 04/30/2015 71X4074 7174AMKI 09/30/2020 02009 2.900001600 2,306,745.0000 39,022.46 04/30/2015 71X4074 7174AMTEC 09/30/2016 02009 2.229998400 420,775.0000 5,473.58 04/30/2015 71X4074 7174AUSTA 09/30/2020 02009 1.950001200 5,715,900.0000 65,018.40 04/30/2015 71X4074 7174AZURE 09/30/2022 02009 2.869999200 6,463,625.0000 108,211.83 04/30/2015 71X4074 7174BAMAK 09/30/2023 02009 2.769998400 6,258,040.0000 101,119.44 04/30/2015 71X4074 7174BRACB 09/30/2016 02009 1.869998400 312,297.4800 3,406.64 04/30/2015 71X4074 7174CAIRO 09/30/2034 02009 4.070001600 50,985,000.0000 1,210,469.35 04/30/2015 71X4074 7174CJSTR 09/30/2019 02009 2.909998800 9,054,900.0000 153,706.86 04/30/2015 71X4074 7174CSIL 09/30/2016 02009 1.000000800 288,560.0000 1,683.27 04/30/2015 71X4074 7174CSILC 09/30/2015 02009 4.340001600 2,188,887.2600 55,415.35 04/30/2015 71X4074 7174CSILT 09/30/2016 02009 4.600000800 4,415,529.7700 118,483.40 04/30/2015 71X4074 7174CSIP 09/30/2016 02009 4.349998800 3,414,989.4800 86,655.33 04/30/2015 71X4074 7174EXPR 09/30/2018 02009 4.510000800 5,072,500.0000 133,449.04 04/30/2015 71X4074 7174FINAN 09/30/2018 02009 2.250000000 6,105,000.0000 80,128.13 04/30/2015 71X4074 7174GLOKA 09/30/2016 02009 2.710000800 2,594,750.0000 41,018.69 04/30/2015 71X4074 7174GLOSB 09/30/2015 02009 2.490001200 5,168,600.0000 75,073.95 04/30/2015 71X4074 7174GLOSR 09/30/2015 02009 2.509999200 1,333,900.0000 19,530.51 04/30/2015 71X4074 7174GMTAT 09/30/2026 02009 1.760000400 10,698,000.0000 109,832.82 04/30/2015 71X4074 7174HUSK 09/30/2022 02009 1.360000800 771,900.0000 6,123.74 04/30/2015 71X4074 7174IMMD3 09/30/2018 02009 4.430001600 3,308,513.0100 85,497.52 04/30/2015 71X4074 7174JSCG0 09/30/2019 02009 2.459998800 27,463,000.0000 394,093.86 04/30/2015 71X4074 7174JSCGA 09/30/2019 02009 3.120001200 10,931,000.0000 198,944.28 04/30/2015 71X4074 7174MONR 09/30/2027 02009 2.880000000 624,397.6800 10,489.88 04/30/2015 71X4074 7174MVEST 09/30/2016 02009 2.880000000 9,736,000.0000 163,564.80 04/30/2015 71X4074 7174OSCON 09/30/2015 02009 1.149998400 31,845.0000 213.63 04/30/2015 71X4074 7174PACCO 09/30/2018 02009 2.670001200 365,555.0000 5,693.52 04/30/2015 71X4074 7174PATRI 09/30/2016 02009 1.019998800 25,815,000.0000 153,599.07 04/30/2015 71X4074 7174PJWR 09/30/2017 02009 2.829999600 7,401,190.0000 122,181.29 04/30/2015 71X4074 7174RLJLI 09/30/2023 02009 3.160000800 10,496,210.0000 193,480.19 04/30/2015 71X4074 7174SANTE 09/30/2016 02009 2.670001200 9,685,285.0000 150,848.38 04/30/2015 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 22,617.15 04/30/2015 71X4074 7174SLID 09/30/2018 02009 2.829999600 777,800.0000 12,840.18 04/30/2015 71X4074 7174SUMHL 09/30/2025 02009 4.669999200 23,522,600.2000 640,794.72 04/30/2015 71X4074 7174TIVGL 09/30/2016 02009 1.910001600 5,951,157.8500 66,305.87 04/30/2015 71X4074 7174TOGO 09/30/2029 02009 3.369999600 144,375,360.0000 2,838,178.62 04/30/2015 71X4074 7174VELIF 09/30/2017 02009 1.429999200 26,050,000.0000 217,300.30 04/30/2015 71X4074 7174VERDA 09/30/2032 02009 2.700000000 32,052,253.4400 504,822.99 04/30/2015 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 8,188,410.0000 109,861.19 04/30/2015 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 65,312,141.0000 876,271.38 04/30/2015 71X4074 7174AUTO 09/30/2018 02010 2.300000400 2,056,190.0000 27,587.22 04/30/2015 71X4074 7174AZURH 09/30/2026 02010 2.729998800 27,750,524.3700 441,926.91 04/30/2015 71X4074 7174BETSY 09/30/2022 02010 2.810001600 2,371,664.5200 38,875.56 04/30/2015 71X4074 7174C21 09/30/2017 02010 1.720000800 968,520.0000 9,717.49 04/30/2015 71X4074 7174CGS 09/30/2024 02010 2.300000400 119,918,599.3900 1,608,908.15 04/30/2015 71X4074 7174CPSIF 09/30/2016 02010 1.760000400 5,511,000.0000 56,579.61 04/30/2015 71X4074 7174CSILB 09/30/2016 02010 1.000000800 3,688,195.0000 21,514.49 04/30/2015 71X4074 7174DSP 09/30/2021 02010 2.580001200 49,770,000.0000 749,038.85 04/30/2015 71X4074 7174EQCM 09/30/2017 02010 2.919999600 17,987,102.1000 306,380.26 04/30/2015 71X4074 7174EYEF1 09/30/2017 02010 2.400001200 4,738,928.7000 66,345.03 04/30/2015 71X4074 7174FTFC 09/30/2020 02010 1.969999200 10,562,000.0000 121,374.93 04/30/2015 71X4074 7174GHANA 09/30/2032 02010 2.940001200 28,983,482.8500 497,066.93 04/30/2015 71X4074 7174GPSIS 09/30/2016 02010 1.620000000 1,282,047.2400 12,115.35 04/30/2015 71X4074 7174INNOV 09/30/2015 02010 2.130001200 2,870,165.4800 35,661.83 04/30/2015 71X4074 7174MATRA 09/30/2017 02010 2.139998400 3,041,127.2200 37,963.38 04/30/2015 71X4074 7174PLAZA 09/30/2021 02010 2.559999600 11,570,223.3300 172,781.97 04/30/2015 71X4074 7174PRCRH 09/30/2019 02010 3.219998400 29,059,236.6200 545,829.06 04/30/2015 71X4074 7174PTSM 09/30/2020 02010 1.969999200 605,025.0000 6,952.74 04/30/2015 71X4074 7174PTTUC 09/30/2016 02010 2.319998400 570,366.1900 7,718.95 04/30/2015 71X4074 7174QUAN 09/30/2016 02010 1.209999600 2,220,586.3100 15,673.63 04/30/2015 71X4074 7174ROOT 09/30/2016 02010 1.180000800 1,295,735.0000 8,918.98 04/30/2015 71X4074 7174SAFI2 09/30/2015 02010 1.149998400 571,256.3400 3,832.17 04/30/2015 71X4074 7174SEAF 09/30/2020 02010 2.490001200 3,085,213.9000 44,812.75 04/30/2015 71X4074 7174SUMMP 09/30/2017 02010 2.729998800 3,729,314.5200 59,389.31 04/30/2015 71X4074 7174TBCK 09/30/2021 02010 2.099998800 12,381,910.1400 151,678.31 04/30/2015 71X4074 717400006 09/30/2027 02011 1.739998800 25,753,151.2400 261,394.30 04/30/2015 71X4074 717400007 09/30/2021 02011 3.859999200 8,607,200.0000 193,805.41 04/30/2015 71X4074 717400012 09/30/2018 02011 1.580000400 20,587,000.0000 189,743.56 04/30/2015 71X4074 717400013 09/30/2020 02011 1.800000000 21,066,476.1400 221,198.00 04/30/2015 71X4074 717400018 09/30/2021 02011 1.090000800 2,874,123.5400 18,274.65 04/30/2015 71X4074 717400020 09/30/2021 02011 3.859999200 1,953,000.0000 43,975.04 04/30/2015 71X4074 717400022 09/30/2022 02011 3.859999200 2,935,200.0000 66,090.91 04/30/2015 71X4074 717400028 09/30/2017 02011 3.470000400 14,125,050.0000 285,914.59 04/30/2015 71X4074 717400032 09/30/2024 02011 3.859999200 25,909,677.3600 583,399.45 04/30/2015 71X4074 717400036 09/30/2034 02011 2.620000800 4,293,015.4300 65,611.61 04/30/2015 71X4074 717400037 09/30/2022 02011 1.419998400 29,258,130.0000 242,354.57 04/30/2015 71X4074 7174AERIS 09/30/2024 02011 2.829999600 75,143,534.7200 1,240,494.34 04/30/2015 71X4074 7174AMUB 09/30/2025 02011 1.929999600 10,162,294.8900 114,410.48 04/30/2015 71X4074 7174BROAD 09/30/2016 02011 2.090001600 485,450.0000 5,918.45 04/30/2015 71X4074 7174GAMMA 09/30/2018 02011 1.000000800 2,021,660.2000 11,793.03 04/30/2015 71X4074 7174HAITI 09/30/2018 02011 1.550001600 5,426,032.8300 49,060.43 04/30/2015 71X4074 7174JIMM 09/30/2018 02011 2.160000000 2,986,618.5300 37,631.39 04/30/2015 71X4074 7174MASSA 09/30/2021 02011 3.859999200 18,802,924.9400 423,379.11 04/30/2015 71X4074 7174PNET 09/30/2021 02011 3.679999200 1,216,089.6800 26,105.39 04/30/2015 71X4074 7174UOG 09/30/2021 02011 1.810000800 9,072,289.2500 95,788.30 04/30/2015 71X4074 717400039 09/30/2020 02012 2.130001200 979,540.0000 12,170.79 04/30/2015 71X4074 717400040 09/30/2023 02012 1.339999200 1,007,161.6600 7,872.64 04/30/2015 71X4074 717400045 09/30/2020 02012 1.000000800 667,187.5000 3,891.93 04/30/2015 71X4074 717400048 09/30/2018 02012 2.040001200 6,965,800.0000 82,893.07 04/30/2015 71X4074 717400049 09/30/2023 02012 1.370001600 4,390,033.3900 35,083.72 04/30/2015 71X4074 717401196 09/30/2019 02012 2.670001200 32,970,429.9500 513,514.68 04/30/2015 71X4074 717401424 09/30/2023 02012 2.530000800 5,526,400.0000 81,560.48 04/30/2015 71X4074 717401428 09/30/2017 02012 1.000000800 20,683,080.0000 120,651.40 04/30/2015 71X4074 717401429 09/30/2021 02012 2.300000400 76,469,580.0000 1,025,967.04 04/30/2015 71X4074 717401430 09/30/2019 02012 2.130001200 13,219,640.0000 164,254.12 04/30/2015 71X4074 717401434 09/30/2023 02012 1.299999600 3,887,800.0000 29,482.47 04/30/2015 71X4074 717401434 09/30/2033 02012 1.299999600 292,735.0000 2,219.91 04/30/2015 71X4074 717401435 09/30/2022 02012 1.329998400 23,429,295.0000 181,772.06 04/30/2015 71X4074 717401437 09/30/2019 02012 2.310001200 17,129,050.0000 230,814.07 04/30/2015 71X4074 717401444 09/30/2019 02012 2.310001200 5,102,550.0000 68,756.90 04/30/2015 71X4074 717401447 09/30/2028 02012 2.919999600 2,825,735.0000 48,131.68 04/30/2015 71X4074 717401450 09/30/2020 02012 2.229998400 5,446,840.0000 70,854.26 04/30/2015 71X4074 717401451 09/30/2023 02012 2.300000400 654,390.0000 8,779.73 04/30/2015 71X4074 717401452 09/30/2034 02012 3.260001600 11,206,260.0000 213,105.82 04/30/2015 71X4074 717401453 09/30/2019 02012 2.149999200 822,800.0000 10,319.28 04/30/2015 71X4074 717401454 09/30/2023 02012 1.460001600 1,263,234.7800 10,758.56 04/30/2015 71X4074 717401476 09/30/2023 02013 2.610000000 11,625,720.0000 177,001.59 04/30/2015 71X4074 717401480 09/30/2019 02013 1.640001600 2,069,705.0000 19,800.20 04/30/2015 71X4074 717401482 09/30/2025 02013 2.270001600 22,246,665.0000 294,583.13 04/30/2015 71X4074 717401487 09/30/2027 02013 1.950001200 8,077,925.5000 91,886.46 04/30/2015 71X4074 717401492 09/30/2027 02013 1.839999600 33,723,210.0000 361,962.38 04/30/2015 71X4074 717401493 09/30/2024 02013 2.469999600 2,714,690.0000 39,114.15 04/30/2015 71X4074 717401495 09/30/2024 02013 2.180001600 4,148,400.0000 52,753.86 04/30/2015 71X4074 717401496 09/30/2020 02013 1.239998400 54,790,000.0000 396,313.82 04/30/2015 71X4074 717401502 09/30/2018 02013 1.000000800 9,531,445.1000 55,600.14 04/30/2015 71X4074 717401504 09/30/2035 02013 3.399998400 5,818,413.6000 115,398.48 04/30/2015 71X4074 717401508 09/30/2021 02013 1.959998400 1,959,400.0000 22,402.46 04/30/2015 71X4074 717401511 09/30/2021 02013 2.040001200 51,394,500.0000 611,594.91 04/30/2015 71X4074 717401512 09/30/2022 02013 2.760001200 1,320,132.6900 21,254.15 04/30/2015 71X4074 717401517 09/30/2023 02013 2.319998400 3,057,600.0000 41,379.49 04/30/2015 71X4074 717401522 09/30/2023 02013 2.180001600 2,546,250.0000 32,379.84 04/30/2015 71X4074 717401524 09/30/2018 02013 1.119999600 3,277,750.0000 21,414.63 04/30/2015 71X4074 717401530 09/30/2020 02013 2.490001200 2,830,776.8500 41,117.05 04/30/2015 71X4074 717401534 09/30/2018 02013 1.569999600 4,815,000.0000 44,097.36 04/30/2015 71X4074 717401536 09/30/2028 02013 2.800000800 9,016,021.6800 147,261.73 04/30/2015 71X4074 717401552 09/30/2020 02014 1.000000800 3,312,300.0000 19,321.77 04/30/2015 71X4074 717401553 09/30/2031 02014 2.270001600 7,082,658.5800 93,786.27 04/30/2015 71X4074 717401564 09/30/2018 02014 2.049998400 474,150.0000 5,670.04 04/30/2015 71X4074 717401570 09/30/2022 02014 2.049998400 10,006,105.8700 119,656.26 04/30/2015 71X4074 717401573 09/30/2021 02014 2.049998400 759,750.0000 9,085.34 04/30/2015 71X4074 717401577 09/30/2033 02014 2.329999200 45,035,752.5800 612,110.73 04/30/2015 71X4074 717401589 09/30/2021 02014 2.049998400 10,748,000.0000 128,528.07 04/30/2015 71X4074 717401595 09/30/2032 02014 2.049998400 14,596,662.9600 174,551.62 04/30/2015 71X4074 717401813 09/30/2020 02014 2.049998400 2,868,900.0000 34,307.24 04/30/2015 ------------------------ ---------------------- 2,015,106,168.6500 31,567,049.18 ======================== ====================== 2,015,106,168.6500 31,567,049.18 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00