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 6.890000400 18,500.0000 955.99 06/30/2015 71X4075 7175COMPG 09/30/2017 01993 6.770001600 3,495,000.0000 177,458.67 06/30/2015 71X4075 7175PAIT 09/30/2020 01995 6.400000800 52,308,135.0000 2,510,790.79 06/30/2015 71X4075 7175AQUA 09/30/2015 01996 5.429998800 14,174,737.9300 577,266.07 06/30/2015 71X4075 7175NBRID 09/30/2020 01996 6.000001200 9,545,278.0700 429,537.60 06/30/2015 71X4075 7175SOMOT 09/30/2020 01999 4.520001600 36,490,000.0000 1,237,011.44 06/30/2015 71X4075 7175GRCIR 09/30/2023 02000 4.489999200 60,689,739.6800 2,043,726.62 06/30/2015 71X4075 7175WLPRO 09/30/2016 02000 3.949999200 70,478.1000 2,087.91 06/30/2015 71X4075 7175CBPAK 09/30/2020 02001 3.520000800 3,435,000.0000 90,684.02 06/30/2015 71X4075 7175N-CBR 09/30/2016 02002 4.269999600 605,371.0400 19,387.01 06/30/2015 71X4075 7175QUIPO 09/30/2021 02003 2.689999200 7,000,000.0000 141,224.96 06/30/2015 71X4075 7175VYSOT 09/30/2016 02003 3.610000800 961,775.0000 26,040.06 06/30/2015 71X4075 7175GOLDK 09/30/2020 02004 4.510000800 1,502,185.3300 50,811.43 06/30/2015 71X4075 7175HRVAT 09/30/2016 02004 3.639999600 1,578,930.0000 43,104.78 06/30/2015 71X4075 7175N-ZDC 09/30/2022 02004 4.659998400 10,840,000.0000 378,857.87 06/30/2015 71X4075 7175PALAD 09/30/2016 02004 1.220000400 4,424,000.0000 40,479.61 06/30/2015 71X4075 7175VESPU 09/30/2022 02004 3.859999200 9,680,000.0000 280,235.94 06/30/2015 71X4075 7175ECP2 09/30/2016 02005 3.999999600 456,270.0000 13,688.10 06/30/2015 71X4075 7175ETHOS 09/30/2016 02005 3.999999600 2,293,750.0000 68,812.49 06/30/2015 71X4075 7175IEC 09/30/2026 02005 4.860000000 14,273,184.5900 520,257.58 06/30/2015 71X4075 7175ISAGE 09/30/2026 02005 4.849999200 22,900,440.0000 833,003.37 06/30/2015 71X4075 7175MEII8 09/30/2021 02005 1.249999200 572,165.7000 5,364.05 06/30/2015 71X4075 7175MEII9 09/30/2021 02005 1.249999200 188,485.3600 1,767.05 06/30/2015 71X4075 7175MEIIA 09/30/2018 02005 1.249999200 84,586.6700 793.00 06/30/2015 71X4075 7175MEIIC 09/30/2021 02005 1.249999200 226,768.4300 2,125.95 06/30/2015 71X4075 7175MEIIH 09/30/2017 02005 1.249999200 265,121.5800 2,485.51 06/30/2015 71X4075 7175MEIIJ 09/30/2017 02005 1.249999200 110,632.3900 1,037.18 06/30/2015 71X4075 7175MEIJA 09/30/2018 02005 1.249999200 167,615.9000 1,571.40 06/30/2015 71X4075 7175PBTL 09/30/2023 02005 4.709998800 3,008,108.2200 106,261.40 06/30/2015 71X4075 7175SOUES 09/30/2016 02005 2.379999600 7,449,750.0000 132,978.02 06/30/2015 71X4075 7175TRKEK 09/30/2016 02005 4.770000000 30,575.0000 1,093.82 06/30/2015 71X4075 7175BANKG 09/30/2016 02006 4.770000000 166,725.0000 5,964.59 06/30/2015 71X4075 7175DARPR 09/30/2017 02006 2.009998800 550,760.0000 8,302.70 06/30/2015 71X4075 7175MENA 09/30/2018 02006 2.859998400 587,940.0000 12,611.31 06/30/2015 71X4075 7175ACF3 09/30/2016 02007 1.059998400 1,224,531.0000 9,735.01 06/30/2015 71X4075 7175ACFB 09/30/2016 02007 1.350000000 1,930,153.0000 19,542.80 06/30/2015 71X4075 7175ACFIN 09/30/2016 02007 1.950001200 2,101,552.0000 30,735.22 06/30/2015 71X4075 7175AESJO 09/30/2027 02007 3.459999600 4,247,827.8200 110,231.12 06/30/2015 71X4075 7175BANLI 09/30/2022 02007 4.709998800 390,430.0000 13,791.94 06/30/2015 71X4075 7175BANPR 09/30/2022 02007 2.980000800 1,525,500.0000 34,094.93 06/30/2015 71X4075 7175BANRU 09/30/2023 02007 3.480001200 1,212,000.0000 31,633.21 06/30/2015 71X4075 7175BKMED 09/30/2016 02007 4.659998400 671,599.4800 23,472.39 06/30/2015 71X4075 7175BYBLO 09/30/2022 02007 4.709998800 976,075.0000 34,479.84 06/30/2015 71X4075 7175CAFRT 09/30/2016 02007 4.730000400 40,388.9300 1,432.80 06/30/2015 71X4075 7175CALVR 09/30/2015 02007 4.820000400 13,250.0000 478.99 06/30/2015 71X4075 7175CHFL 09/30/2016 02007 4.880001600 845,455.0000 30,943.66 06/30/2015 71X4075 7175CMEC 09/30/2020 02007 4.690000800 5,035,000.0000 177,106.16 06/30/2015 71X4075 7175COMLA 09/30/2024 02007 4.380001200 4,678,099.5300 153,675.61 06/30/2015 71X4075 7175CRLB 09/30/2021 02007 4.880001600 195,588.8300 7,158.55 06/30/2015 71X4075 7175DELTP 09/30/2020 02007 4.680000000 5,928,000.0000 208,072.80 06/30/2015 71X4075 7175ENGRO 09/30/2016 02007 1.810000800 155,100.0000 2,105.48 06/30/2015 71X4075 7175FCPFD 09/30/2020 02007 5.270000400 721,600.0000 28,521.24 06/30/2015 71X4075 7175FICOH 09/30/2022 02007 4.709998800 1,068,750.0000 37,753.58 06/30/2015 71X4075 7175FRANS 09/30/2021 02007 4.880001600 109,738.3200 4,016.42 06/30/2015 71X4075 7175HELIO 09/30/2016 02007 3.039998400 5,470,000.0000 124,715.93 06/30/2015 71X4075 7175JMTR 09/30/2021 02007 4.880001600 185,307.0100 6,782.24 06/30/2015 71X4075 7175LOCKO 09/30/2015 02007 2.700000000 171,000.0000 3,462.75 06/30/2015 71X4075 7175MIDEA 09/30/2016 02007 4.950000000 1,247,810.0000 46,324.95 06/30/2015 71X4075 7175REFRM 09/30/2016 02007 3.830000400 16,671,344.6000 478,884.42 06/30/2015 71X4075 7175TURKI 09/30/2016 02007 4.719999600 224,065.0000 7,931.90 06/30/2015 71X4075 7175UMBRA 09/30/2016 02007 4.690000800 350.0000 12.31 06/30/2015 71X4075 7175ALSIS 09/30/2015 02008 1.000000800 1,460,640.0000 10,954.81 06/30/2015 71X4075 7175AUDI 09/30/2023 02008 3.440001600 841,940.0000 21,722.06 06/30/2015 71X4075 7175BANRE 09/30/2018 02008 2.819998800 124,875.0000 2,641.11 06/30/2015 71X4075 7175BBVA 09/30/2018 02008 2.829999600 711,000.0000 15,090.97 06/30/2015 71X4075 7175BLUF 09/30/2018 02008 2.959999200 12,543,362.4300 278,462.57 06/30/2015 71X4075 7175INTBA 09/30/2018 02008 2.850001200 711,000.0000 15,197.63 06/30/2015 71X4075 7175MICOP 09/30/2016 02008 2.030000400 1,562,424.1800 23,787.91 06/30/2015 71X4075 7175N-AIR 09/30/2015 02008 2.520000000 2,000,000.0000 37,800.00 06/30/2015 71X4075 7175SAWHF 09/30/2017 02008 5.079999600 5,497,800.0000 209,466.16 06/30/2015 71X4075 717500009 09/30/2018 02009 1.580000400 616,200.0000 0.00 06/30/2015 71X4075 7175BACA 09/30/2026 02009 2.490001200 4,845,000.0000 90,480.42 06/30/2015 71X4075 7175BACB 09/30/2027 02009 1.779998400 377,000.0000 5,032.95 06/30/2015 71X4075 7175BACGT 09/30/2024 02009 2.220001200 758,520.0000 12,629.36 06/30/2015 71X4075 7175BACNA 09/30/2024 02009 2.300000400 545,000.0000 9,401.25 06/30/2015 71X4075 7175BACPA 09/30/2024 02009 2.080000800 128,500.0000 2,004.60 06/30/2015 71X4075 7175BAUDI 09/30/2024 02009 2.530000800 2,134,415.0000 40,500.54 06/30/2015 71X4075 7175BLUE 09/30/2021 02009 2.220001200 12,540,342.0600 208,796.81 06/30/2015 71X4075 7175BYB2 09/30/2024 02009 2.099998800 2,189,600.0000 34,486.18 06/30/2015 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 17,078.27 06/30/2015 71X4075 7175CASDI 09/30/2015 02009 1.339999200 117,541.1300 1,181.29 06/30/2015 71X4075 7175CHOUS 09/30/2022 02009 1.400000400 5,392,000.0000 56,616.02 06/30/2015 71X4075 7175DESI 09/30/2030 02009 4.719999600 21,192,000.0000 750,196.74 06/30/2015 71X4075 7175ECPF3 09/30/2015 02009 3.430000800 4,645,350.0000 119,501.66 06/30/2015 71X4075 7175HALYK 09/30/2024 02009 2.220001200 4,596,000.0000 76,523.44 06/30/2015 71X4075 7175HONDA 09/30/2024 02009 2.250000000 1,032,000.0000 17,415.00 06/30/2015 71X4075 7175ICETI 09/30/2023 02009 1.890000000 226,821.4300 0.00 06/30/2015 71X4075 7175IKH 09/30/2021 02009 1.710000000 7,402,599.9700 94,938.34 06/30/2015 71X4075 7175JSCCT 09/30/2019 02009 1.460001600 3,102,000.0000 33,966.94 06/30/2015 71X4075 7175LAGOS 09/30/2018 02009 3.170001600 699,300.0000 16,625.87 06/30/2015 71X4075 7175PALRL 09/30/2015 02009 4.439998800 6,526,000.0000 217,315.74 06/30/2015 71X4075 7175PANAM 09/30/2016 02009 2.739999600 784,500.0000 16,121.47 06/30/2015 71X4075 7175PROMO 09/30/2030 02009 4.200001200 23,900,000.0000 752,850.22 06/30/2015 71X4075 7175SPAND 09/30/2021 02009 1.310000400 3,263,950.0100 32,068.32 06/30/2015 71X4075 7175SPANF 09/30/2021 02009 1.000000800 3,220,598.7400 24,154.51 06/30/2015 71X4075 7175TGBAS 09/30/2020 02009 1.869998400 5,550,000.0000 77,838.68 06/30/2015 71X4075 7175ACFC 09/30/2016 02010 1.000000800 312,696.0000 2,345.22 06/30/2015 71X4075 7175BMED 09/30/2023 02010 2.109999600 1,917,600.0000 30,346.01 06/30/2015 71X4075 7175CBCON 09/30/2020 02010 2.490001200 1,995,000.0000 37,256.64 06/30/2015 71X4075 7175CHBAN 09/30/2020 02010 2.430000000 1,692,000.0000 30,836.70 06/30/2015 71X4075 7175ECP3 09/30/2019 02010 1.000000800 2,099,650.0000 15,747.39 06/30/2015 71X4075 7175HELO2 09/30/2020 02010 2.189998800 6,440,000.0000 105,776.94 06/30/2015 71X4075 7175HIPO 09/30/2041 02010 3.420000000 10,274,211.5600 263,533.53 06/30/2015 71X4075 7175JAREM 09/30/2017 02010 1.000000800 1,444,500.0000 10,833.76 06/30/2015 71X4075 7175JSCPG 09/30/2020 02010 1.000000800 996,000.0000 7,470.01 06/30/2015 71X4075 7175KIEDF 09/30/2024 02010 3.549999600 597,000.0000 15,895.12 06/30/2015 71X4075 7175MGF 09/30/2017 02010 2.300000400 638,400.0000 11,012.40 06/30/2015 71X4075 7175SACEF 09/30/2021 02010 2.409998400 1,758,900.0000 31,792.10 06/30/2015 71X4075 7175SEKMG 09/30/2031 02010 1.699999200 3,900,000.0000 49,724.98 06/30/2015 71X4075 7175W3YES 09/30/2016 02010 1.410001200 2,500.0000 26.44 06/30/2015 71X4075 717500009 09/30/2018 02011 1.580000400 1,270,200.0000 15,051.87 06/30/2015 71X4075 717500017 09/30/2018 02011 0.870001200 270,000.0000 1,761.75 06/30/2015 71X4075 717500019 09/30/2026 02011 3.909999600 1,765,470.0000 51,772.40 06/30/2015 71X4075 717500021 09/30/2017 02011 1.410001200 4,410,000.0000 46,635.79 06/30/2015 71X4075 717500023 09/30/2031 02011 3.700000800 52,483,000.0000 1,456,403.56 06/30/2015 71X4075 717500025 09/30/2030 02011 1.509998400 17,084,700.0000 193,484.02 06/30/2015 71X4075 717500033 09/30/2027 02011 1.069999200 1,665,310.0000 13,364.10 06/30/2015 71X4075 7175ADP3 09/30/2018 02011 3.030001200 7,837,170.0000 178,099.76 06/30/2015 71X4075 7175AMIH 09/30/2021 02011 4.250001600 693,630.0000 22,109.46 06/30/2015 71X4075 7175BELP 09/30/2016 02011 2.450001600 630,000.0000 11,576.26 06/30/2015 71X4075 7175CCP 09/30/2019 02011 2.000001600 2,232,000.0000 33,480.03 06/30/2015 71X4075 7175DRILL 09/30/2016 02011 1.400000400 89,975.0000 944.74 06/30/2015 71X4075 7175GLBK 09/30/2019 02011 1.990000800 1,452,000.0000 21,671.11 06/30/2015 71X4075 7175ICETI 09/30/2023 02011 1.890000000 687,428.5900 9,744.30 06/30/2015 71X4075 7175JOSHI 09/30/2015 02011 1.479999600 295,200.0000 3,276.72 06/30/2015 71X4075 7175MEACP 09/30/2016 02011 4.250001600 1,791.6100 57.11 06/30/2015 71X4075 7175PANNO 09/30/2021 02011 1.130000400 7,602,000.0000 64,426.97 06/30/2015 71X4075 7175PARKO 09/30/2015 02011 1.640001600 374,400.0000 4,605.12 06/30/2015 71X4075 7175SAFRA 09/30/2016 02011 1.000000800 79,305.0000 594.79 06/30/2015 71X4075 717500038 09/30/2019 02012 1.620000000 792,000.0000 9,622.80 06/30/2015 71X4075 717500043 09/30/2020 02012 1.000000800 1,104,000.0000 8,280.01 06/30/2015 71X4075 717500046 09/30/2030 02012 1.479999600 627,520.0000 6,965.47 06/30/2015 71X4075 717501195 09/30/2018 02012 1.000000800 423,500.0000 3,176.25 06/30/2015 71X4075 717501197 09/30/2025 02012 1.000000800 26,716,093.5500 200,370.86 06/30/2015 71X4075 717501198 09/30/2019 02012 1.460001600 1,584,275.0000 17,347.83 06/30/2015 71X4075 717501199 09/30/2019 02012 0.770000400 1,458,000.0000 8,419.95 06/30/2015 71X4075 717501200 09/30/2028 02012 2.779999200 15,015,000.0000 313,062.66 06/30/2015 71X4075 717501201 09/30/2017 02012 1.310000400 433,750.0000 4,261.60 06/30/2015 71X4075 717501203 09/30/2017 02012 0.500000400 66,909.3800 250.91 06/30/2015 71X4075 717501403 09/30/2018 02012 3.570001200 45,940.2700 1,230.05 06/30/2015 71X4075 717501405 09/30/2019 02012 2.810001600 584,796.9000 12,324.60 06/30/2015 71X4075 717501406 09/30/2018 02012 3.480001200 6,792.5000 177.28 06/30/2015 71X4075 717501407 09/30/2017 02012 0.810000000 43,750.0000 265.78 06/30/2015 71X4075 717501411 09/30/2022 02012 2.199999600 57,720.0000 952.38 06/30/2015 71X4075 717501413 09/30/2018 02012 1.249999200 88,880.0000 833.25 06/30/2015 71X4075 717501417 09/30/2020 02012 1.059998400 1,737,000.0000 13,809.13 06/30/2015 71X4075 717501425 09/30/2017 02012 1.249999200 50,240.0000 471.00 06/30/2015 71X4075 717501427 09/30/2026 02012 1.329998400 54,176,585.0000 540,410.79 06/30/2015 71X4075 717501432 09/30/2031 02012 1.749999600 25,182,275.0000 330,517.28 06/30/2015 71X4075 717501442 09/30/2018 02012 0.749998800 86,185.0000 484.79 06/30/2015 71X4075 717501443 09/30/2018 02012 0.720000000 51,000.0000 275.40 06/30/2015 71X4075 717501446 09/30/2021 02012 3.440001600 517,000.0000 13,338.61 06/30/2015 71X4075 717501448 09/30/2030 02012 2.350000800 12,275,000.0000 216,346.95 06/30/2015 71X4075 717501456 09/30/2015 02012 0.380001600 16,380.0000 46.68 06/30/2015 71X4075 717501457 09/30/2028 02012 1.500001200 40,604,630.0000 456,802.45 06/30/2015 71X4075 717501460 09/30/2028 02012 3.179998800 1,484,454.2800 35,404.22 06/30/2015 71X4075 717501461 09/30/2034 02012 2.919999600 22,737,523.7800 497,951.70 06/30/2015 71X4075 717501462 09/30/2022 02012 2.369998800 99,552.2100 1,769.54 06/30/2015 71X4075 7175N-IMO 09/30/2016 02012 1.980000000 23,145.0000 343.70 06/30/2015 71X4075 717501466 09/30/2016 02013 1.350000000 104,300.0000 1,056.04 06/30/2015 71X4075 717501467 09/30/2016 02013 0.920001600 104,300.0000 719.67 06/30/2015 71X4075 717501468 09/30/2017 02013 0.630000000 777,000.0000 3,671.33 06/30/2015 71X4075 717501469 09/30/2017 02013 1.249999200 122,850.0000 1,151.72 06/30/2015 71X4075 717501470 09/30/2017 02013 1.159999200 404,550.0000 3,519.58 06/30/2015 71X4075 717501472 09/30/2020 02013 1.000000800 2,001,000.0000 15,007.51 06/30/2015 71X4075 717501477 09/30/2024 02013 1.640001600 1,889,465.0000 23,240.44 06/30/2015 71X4075 717501479 09/30/2016 02013 0.569998800 160,000.0000 684.00 06/30/2015 71X4075 717501486 09/30/2042 02013 2.210000400 6,883,260.0000 114,090.06 06/30/2015 71X4075 717501491 09/30/2021 02013 3.150000000 62,850.0000 1,484.83 06/30/2015 71X4075 717501501 09/30/2031 02013 1.689998400 19,845,715.0000 251,544.20 06/30/2015 71X4075 717501506 09/30/2025 02013 1.320001200 39,763,475.0000 393,658.76 06/30/2015 71X4075 717501507 09/30/2025 02013 2.400001200 861,840.0000 15,513.13 06/30/2015 71X4075 717501510 09/30/2033 02013 2.689999200 29,116,500.0000 587,425.21 06/30/2015 71X4075 717501515 09/30/2026 02013 2.099998800 6,532,680.0000 102,889.65 06/30/2015 71X4075 717501516 09/30/2021 02013 1.900000800 3,531,000.0000 50,316.77 06/30/2015 71X4075 717501538 09/30/2030 02013 2.419999200 8,384,570.0000 152,179.90 06/30/2015 71X4075 717501540 09/30/2033 02013 2.700000000 34,815,900.0000 705,021.98 06/30/2015 71X4075 7175JHB4T 09/30/2016 02013 2.779999200 8,765.0000 182.75 06/30/2015 71X4075 717501543 09/30/2017 02014 1.869998400 131,600.0000 1,845.69 06/30/2015 71X4075 717501545 09/30/2021 02014 2.130001200 333,000.0000 5,319.68 06/30/2015 71X4075 717501546 09/30/2034 02014 1.789999200 2,185,664.0000 29,342.53 06/30/2015 71X4075 717501550 09/30/2015 02014 1.230001200 2,538,000.0000 23,413.07 06/30/2015 71X4075 717501551 09/30/2020 02014 1.190001600 2,463,000.0000 21,982.30 06/30/2015 71X4075 717501558 09/30/2020 02014 1.299999600 1,147,885.7400 11,191.88 06/30/2015 71X4075 717501559 09/30/2021 02014 1.590001200 2,464,361.0900 29,387.53 06/30/2015 71X4075 717501562 09/30/2019 02014 1.720000800 40,947.6700 528.23 06/30/2015 71X4075 717501563 09/30/2033 02014 1.770001200 9,356,805.5600 124,211.68 06/30/2015 71X4075 717501566 09/30/2026 02014 1.400000400 16,320,000.0000 171,360.05 06/30/2015 71X4075 717501572 09/30/2044 02014 1.260000000 1,411,875.0000 13,342.22 06/30/2015 71X4075 717501575 09/30/2019 02014 1.500001200 23,520.0000 264.60 06/30/2015 71X4075 717501576 09/30/2017 02014 1.230001200 379,236.0500 3,498.46 06/30/2015 71X4075 717501578 09/30/2022 02014 1.000000800 8,673,000.0000 65,047.55 06/30/2015 71X4075 717501597 09/30/2031 02014 1.590001200 520,950.0000 6,212.33 06/30/2015 71X4075 717501598 09/30/2034 02014 1.590001200 937,500.0000 11,179.70 06/30/2015 71X4075 717501602 09/30/2022 02014 1.559998800 336,000.0000 3,931.20 06/30/2015 71X4075 717501605 09/30/2029 02014 1.540000800 19,052,000.0000 220,050.71 06/30/2015 71X4075 717501608 09/30/2033 02014 1.550001600 3,124,970.0000 36,327.81 06/30/2015 71X4075 717501883 09/30/2022 02014 1.550001600 97,500.0000 1,133.44 06/30/2015 71X4075 7175BUTTR 09/30/2029 02014 1.749999600 31,352,917.5800 411,506.95 06/30/2015 71X4075 717501886 09/30/2023 02015 2.000001600 3,333,538.2800 50,003.11 06/30/2015 71X4075 717501887 09/30/2020 02015 2.009998800 36,400.0000 548.73 06/30/2015 71X4075 717501901 09/30/2020 02015 2.009998800 43,750.0000 659.53 06/30/2015 71X4075 717501902 09/30/2020 02015 2.030000400 21,875.0000 333.05 06/30/2015 71X4075 717501903 09/30/2020 02015 2.009998800 43,750.0000 659.53 06/30/2015 ------------------------ ---------------------- 1,073,759,956.0600 23,821,532.49 ======================== ====================== 1,073,759,956.0600 23,821,532.49 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00