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 2,024.41 07/31/2015 71X4074 7174HTBIL 09/30/2020 01999 5.109998400 1,315,000.0000 55,997.07 07/31/2015 71X4074 7174SOMTT 09/30/2016 02000 5.580000000 700,410.0000 32,569.07 07/31/2015 71X4074 7174N-DIM 09/30/2016 02002 4.860000000 62,605.0000 2,535.50 07/31/2015 71X4074 7174JOPA 09/30/2023 02003 4.880001600 1,429,823.1600 58,146.16 07/31/2015 71X4074 7174LAFI3 09/30/2016 02003 4.309999200 3,119,165.0000 112,029.99 07/31/2015 71X4074 7174N-NM1 09/30/2017 02003 4.730000400 6,350,000.0000 250,295.85 07/31/2015 71X4074 7174ABUJA 09/30/2016 02004 4.780000800 907,855.5000 36,162.92 07/31/2015 71X4074 7174BUTLE 09/30/2019 02004 3.880000800 114,934.2900 3,716.21 07/31/2015 71X4074 7174CASMA 09/30/2015 02004 4.010000400 7,815.0000 261.15 07/31/2015 71X4074 7174EMERG 09/30/2015 02004 4.399999200 5,969,040.7300 218,864.79 07/31/2015 71X4074 7174GILBT 09/30/2016 02004 3.830000400 85.0000 2.71 07/31/2015 71X4074 7174GOLCW 09/30/2016 02004 4.299998400 3,126.1200 112.02 07/31/2015 71X4074 7174IRAQM 09/30/2016 02004 4.370000400 3,210,535.0000 116,916.99 07/31/2015 71X4074 7174LAGRA 09/30/2016 02004 4.190000400 3,065.0000 107.02 07/31/2015 71X4074 7174LEAWO 09/30/2017 02004 4.799998800 20,262,426.0800 810,496.84 07/31/2015 71X4074 7174PASTU 09/30/2020 02004 4.839998400 2,429,241.8700 97,979.39 07/31/2015 71X4074 7174PTUCA 09/30/2015 02004 4.820000400 2,655,441.5300 106,660.24 07/31/2015 71X4074 7174QTO 09/30/2016 02004 4.839998400 3,202,825.6700 129,180.59 07/31/2015 71X4074 7174SWEET 09/30/2016 02004 4.770000000 11,462.2900 455.63 07/31/2015 71X4074 7174BRASI 09/30/2020 02005 4.240000800 515,405.4600 18,211.00 07/31/2015 71X4074 7174CHF3 09/30/2016 02005 4.780000800 719,020.0000 28,640.97 07/31/2015 71X4074 7174CONDO 09/30/2016 02005 4.430001600 221,746.3100 8,186.14 07/31/2015 71X4074 7174FUTUR 09/30/2016 02005 4.839998400 3,600,000.0000 145,199.95 07/31/2015 71X4074 7174LUSAK 09/30/2019 02005 4.079998800 1,272,264.5400 43,256.98 07/31/2015 71X4074 7174PROCR 09/30/2016 02005 4.510000800 14,000,000.0000 526,166.76 07/31/2015 71X4074 7174SAFI 09/30/2016 02005 4.710002400 1,079,575.0000 42,373.34 07/31/2015 71X4074 7174ACAI 09/30/2016 02006 4.770000000 503,875.0000 20,029.03 07/31/2015 71X4074 7174BDCC 09/30/2022 02006 3.700000800 16,734,600.0000 515,983.61 07/31/2015 71X4074 7174BRAV1 09/30/2016 02006 4.749998400 3,043,200.0000 120,459.96 07/31/2015 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 39,750.00 07/31/2015 71X4074 7174GANHO 09/30/2022 02006 3.260001600 17,385,160.0000 472,297.08 07/31/2015 71X4074 7174INTCO 09/30/2020 02006 4.500000000 853,185.0000 31,994.44 07/31/2015 71X4074 7174LAFIS 09/30/2023 02006 4.799998800 17,000,000.0000 679,999.83 07/31/2015 71X4074 7174LAFS3 09/30/2023 02006 3.520000800 8,284,100.0000 243,000.32 07/31/2015 71X4074 7174N-AMM 09/30/2020 02006 0.889999200 3,783,000.0000 28,057.22 07/31/2015 71X4074 7174N-KRE 09/30/2016 02006 4.359999600 1,682,180.0000 61,119.20 07/31/2015 71X4074 7174SALVA 09/30/2017 02006 4.399999200 2,000,000.0000 73,333.32 07/31/2015 71X4074 71741STMT 09/30/2023 02007 6.800000400 3,624,417.7900 205,383.69 07/31/2015 71X4074 7174AFGGR 09/30/2022 02007 2.800000800 17,408,166.2200 406,190.66 07/31/2015 71X4074 7174AMINS 09/30/2015 02007 4.820000400 2,260,872.7900 90,811.73 07/31/2015 71X4074 7174BDCC2 09/30/2028 02007 3.229999200 5,915,985.7700 159,238.58 07/31/2015 71X4074 7174BLH 09/30/2029 02007 3.179998800 3,163,250.0000 83,826.09 07/31/2015 71X4074 7174CULIN 09/30/2015 02007 4.749998400 157,224.3500 6,223.46 07/31/2015 71X4074 7174FLAMA 09/30/2015 02007 4.709998800 1,675,000.0000 65,743.73 07/31/2015 71X4074 7174LEDFC 09/30/2022 02007 5.270000400 8,566,545.2900 376,214.14 07/31/2015 71X4074 7174N-NM2 09/30/2017 02007 4.730000400 318,780.0000 12,565.25 07/31/2015 71X4074 7174QTO2 09/30/2016 02007 4.780000800 66,909.4500 2,665.23 07/31/2015 71X4074 7174TAYL 09/30/2034 02007 3.930001200 53,538,117.8900 1,753,373.90 07/31/2015 71X4074 7174TINA 09/30/2016 02007 4.939999200 906.8400 37.33 07/31/2015 71X4074 7174IMMDF 09/30/2016 02008 2.490001200 2,855,289.9800 59,247.30 07/31/2015 71X4074 7174INTMA 09/30/2035 02008 2.289999600 29,917,680.0000 570,928.96 07/31/2015 71X4074 7174LAFIS 09/30/2033 02008 3.740000400 8,528,950.0000 265,818.97 07/31/2015 71X4074 7174NATUR 09/30/2020 02008 3.840001200 92,757.2200 2,968.23 07/31/2015 71X4074 7174SUMMI 09/30/2016 02008 3.110000400 980,353.6800 25,407.50 07/31/2015 71X4074 7174AMKI 09/30/2020 02009 2.900001600 2,306,745.0000 55,746.37 07/31/2015 71X4074 7174AMTEC 09/30/2016 02009 2.229998400 420,775.0000 7,819.40 07/31/2015 71X4074 7174AUSTA 09/30/2020 02009 1.950001200 5,715,900.0000 92,883.43 07/31/2015 71X4074 7174AZURE 09/30/2022 02009 2.869999200 6,463,625.0000 154,588.32 07/31/2015 71X4074 7174BAMAK 09/30/2023 02009 2.769998400 6,258,040.0000 144,456.34 07/31/2015 71X4074 7174BRACB 09/30/2016 02009 1.869998400 312,297.4800 4,866.63 07/31/2015 71X4074 7174CAIRO 09/30/2034 02009 4.070001600 50,985,000.0000 1,729,241.93 07/31/2015 71X4074 7174CJSTR 09/30/2019 02009 2.909998800 9,054,900.0000 219,581.23 07/31/2015 71X4074 7174CSIL 09/30/2016 02009 1.000000800 288,560.0000 2,404.67 07/31/2015 71X4074 7174CSILC 09/30/2015 02009 4.340001600 2,805,602.7700 101,469.34 07/31/2015 71X4074 7174CSILT 09/30/2016 02009 4.600000800 4,415,529.7700 169,262.00 07/31/2015 71X4074 7174CSIP 09/30/2016 02009 4.349998800 3,414,989.4800 123,793.33 07/31/2015 71X4074 7174EXPR 09/30/2018 02009 4.510000800 5,072,500.0000 190,641.49 07/31/2015 71X4074 7174FINAN 09/30/2018 02009 2.250000000 6,105,000.0000 114,468.75 07/31/2015 71X4074 7174GLOKA 09/30/2016 02009 2.710000800 2,594,750.0000 58,598.12 07/31/2015 71X4074 7174GLOSB 09/30/2015 02009 2.490001200 5,168,600.0000 107,248.50 07/31/2015 71X4074 7174GLOSR 09/30/2015 02009 2.509999200 1,333,900.0000 27,900.73 07/31/2015 71X4074 7174GMTAT 09/30/2026 02009 1.760000400 10,698,000.0000 156,904.04 07/31/2015 71X4074 7174HUSK 09/30/2022 02009 1.360000800 771,900.0000 8,748.21 07/31/2015 71X4074 7174IMMD3 09/30/2018 02009 4.430001600 3,308,513.0100 122,139.32 07/31/2015 71X4074 7174JSCG0 09/30/2019 02009 2.459998800 27,463,000.0000 562,991.23 07/31/2015 71X4074 7174JSCGA 09/30/2019 02009 3.120001200 10,931,000.0000 284,206.11 07/31/2015 71X4074 7174MONR 09/30/2027 02009 2.880000000 624,397.6800 14,985.54 07/31/2015 71X4074 7174MVEST 09/30/2016 02009 2.880000000 9,736,000.0000 233,664.00 07/31/2015 71X4074 7174OSCON 09/30/2015 02009 1.149998400 31,845.0000 305.18 07/31/2015 71X4074 7174PACCO 09/30/2018 02009 2.670001200 365,555.0000 8,133.60 07/31/2015 71X4074 7174PATRI 09/30/2016 02009 1.019998800 25,815,000.0000 219,427.24 07/31/2015 71X4074 7174PJWR 09/30/2017 02009 2.829999600 7,401,190.0000 174,544.71 07/31/2015 71X4074 7174RLJLI 09/30/2023 02009 3.160000800 10,496,210.0000 276,400.27 07/31/2015 71X4074 7174SANTE 09/30/2016 02009 2.670001200 9,685,285.0000 215,497.69 07/31/2015 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 32,310.21 07/31/2015 71X4074 7174SLID 09/30/2018 02009 2.829999600 777,800.0000 18,343.11 07/31/2015 71X4074 7174SUMHL 09/30/2025 02009 4.669999200 23,522,600.2000 915,421.03 07/31/2015 71X4074 7174TIVGL 09/30/2016 02009 1.910001600 5,951,157.8500 94,722.68 07/31/2015 71X4074 7174TOGO 09/30/2029 02009 3.369999600 144,375,360.0000 4,054,540.88 07/31/2015 71X4074 7174VELIF 09/30/2017 02009 1.429999200 26,050,000.0000 310,428.99 07/31/2015 71X4074 7174VERDA 09/30/2032 02009 2.700000000 32,052,253.4400 721,175.70 07/31/2015 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 8,188,410.0000 156,944.55 07/31/2015 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 65,312,141.0000 1,251,816.25 07/31/2015 71X4074 7174AUTO 09/30/2018 02010 2.300000400 2,056,190.0000 39,410.32 07/31/2015 71X4074 7174AZURH 09/30/2026 02010 2.729998800 27,750,524.3700 631,324.15 07/31/2015 71X4074 7174BETSY 09/30/2022 02010 2.810001600 2,371,664.5200 55,536.51 07/31/2015 71X4074 7174C21 09/30/2017 02010 1.720000800 968,520.0000 13,882.13 07/31/2015 71X4074 7174CGS 09/30/2024 02010 2.300000400 119,918,599.3900 2,298,440.22 07/31/2015 71X4074 7174CPSIF 09/30/2016 02010 1.760000400 5,511,000.0000 80,828.02 07/31/2015 71X4074 7174CSILB 09/30/2016 02010 1.000000800 3,688,195.0000 30,734.98 07/31/2015 71X4074 7174DSP 09/30/2021 02010 2.580001200 49,770,000.0000 1,070,055.50 07/31/2015 71X4074 7174EQCM 09/30/2017 02010 2.919999600 17,987,102.1000 437,686.09 07/31/2015 71X4074 7174EYEF1 09/30/2017 02010 2.400001200 4,738,928.7000 94,778.62 07/31/2015 71X4074 7174FTFC 09/30/2020 02010 1.969999200 10,562,000.0000 173,392.76 07/31/2015 71X4074 7174GHANA 09/30/2032 02010 2.940001200 28,983,482.8500 710,095.62 07/31/2015 71X4074 7174GPSIS 09/30/2016 02010 1.620000000 1,282,047.2400 17,307.64 07/31/2015 71X4074 7174INNOV 09/30/2015 02010 2.130001200 2,870,165.4800 50,945.47 07/31/2015 71X4074 7174MATRA 09/30/2017 02010 2.139998400 3,041,127.2200 54,233.39 07/31/2015 71X4074 7174PLAZA 09/30/2021 02010 2.559999600 11,570,223.3300 246,831.39 07/31/2015 71X4074 7174PRCRH 09/30/2019 02010 3.219998400 29,059,236.6200 779,755.80 07/31/2015 71X4074 7174PTSM 09/30/2020 02010 1.969999200 605,025.0000 9,932.49 07/31/2015 71X4074 7174PTTUC 09/30/2016 02010 2.319998400 570,366.1900 11,027.07 07/31/2015 71X4074 7174QUAN 09/30/2016 02010 1.209999600 2,220,586.3100 22,390.90 07/31/2015 71X4074 7174ROOT 09/30/2016 02010 1.180000800 1,295,735.0000 12,741.40 07/31/2015 71X4074 7174SAFI2 09/30/2015 02010 1.149998400 571,256.3400 5,474.53 07/31/2015 71X4074 7174SEAF 09/30/2020 02010 2.490001200 3,085,213.9000 64,018.22 07/31/2015 71X4074 7174SUMMP 09/30/2017 02010 2.729998800 3,729,314.5200 84,841.87 07/31/2015 71X4074 7174TBCK 09/30/2021 02010 2.099998800 12,381,910.1400 216,683.30 07/31/2015 71X4074 717400006 09/30/2027 02011 1.739998800 25,753,151.2400 373,420.44 07/31/2015 71X4074 717400007 09/30/2021 02011 3.859999200 8,607,200.0000 276,864.88 07/31/2015 71X4074 717400012 09/30/2018 02011 1.580000400 20,587,000.0000 271,062.24 07/31/2015 71X4074 717400013 09/30/2020 02011 1.800000000 21,066,476.1400 315,997.14 07/31/2015 71X4074 717400018 09/30/2021 02011 1.090000800 2,874,123.5400 26,106.64 07/31/2015 71X4074 717400020 09/30/2021 02011 3.859999200 1,953,000.0000 62,821.49 07/31/2015 71X4074 717400022 09/30/2022 02011 3.859999200 2,935,200.0000 94,415.58 07/31/2015 71X4074 717400028 09/30/2017 02011 3.470000400 14,125,050.0000 408,449.41 07/31/2015 71X4074 717400032 09/30/2024 02011 3.859999200 25,909,677.3600 833,427.78 07/31/2015 71X4074 717400036 09/30/2034 02011 2.620000800 4,293,015.4300 93,730.87 07/31/2015 71X4074 717400037 09/30/2022 02011 1.419998400 29,258,130.0000 346,220.81 07/31/2015 71X4074 7174AERIS 09/30/2024 02011 2.829999600 75,143,534.7200 1,772,134.78 07/31/2015 71X4074 7174AMUB 09/30/2025 02011 1.929999600 10,162,294.8900 163,443.54 07/31/2015 71X4074 7174BROAD 09/30/2016 02011 2.090001600 485,450.0000 8,454.93 07/31/2015 71X4074 7174GAMMA 09/30/2018 02011 1.000000800 2,021,660.2000 16,847.18 07/31/2015 71X4074 7174HAITI 09/30/2018 02011 1.550001600 5,426,032.8300 70,086.33 07/31/2015 71X4074 7174JIMM 09/30/2018 02011 2.160000000 2,986,618.5300 53,759.13 07/31/2015 71X4074 7174MASSA 09/30/2021 02011 3.859999200 18,802,924.9400 604,827.29 07/31/2015 71X4074 7174PNET 09/30/2021 02011 3.679999200 1,216,089.6800 37,293.41 07/31/2015 71X4074 7174UOG 09/30/2021 02011 1.810000800 9,072,289.2500 136,840.42 07/31/2015 71X4074 717400039 09/30/2020 02012 2.130001200 979,540.0000 17,386.84 07/31/2015 71X4074 717400040 09/30/2023 02012 1.339999200 1,007,161.6600 11,246.63 07/31/2015 71X4074 717400045 09/30/2020 02012 1.000000800 667,187.5000 5,559.90 07/31/2015 71X4074 717400048 09/30/2018 02012 2.040001200 6,965,800.0000 118,418.67 07/31/2015 71X4074 717400049 09/30/2023 02012 1.370001600 4,390,033.3900 50,119.61 07/31/2015 71X4074 717401196 09/30/2019 02012 2.670001200 37,099,629.9500 825,467.14 07/31/2015 71X4074 717401424 09/30/2023 02012 2.530000800 5,526,400.0000 116,514.97 07/31/2015 71X4074 717401428 09/30/2017 02012 1.000000800 20,683,080.0000 172,359.14 07/31/2015 71X4074 717401429 09/30/2021 02012 2.300000400 76,469,580.0000 1,465,667.20 07/31/2015 71X4074 717401430 09/30/2019 02012 2.130001200 13,219,640.0000 234,648.74 07/31/2015 71X4074 717401434 09/30/2023 02012 1.299999600 3,887,800.0000 42,117.82 07/31/2015 71X4074 717401434 09/30/2033 02012 1.299999600 292,735.0000 3,171.29 07/31/2015 71X4074 717401435 09/30/2022 02012 1.329998400 23,429,295.0000 259,674.37 07/31/2015 71X4074 717401437 09/30/2019 02012 2.310001200 17,129,050.0000 329,734.38 07/31/2015 71X4074 717401444 09/30/2019 02012 2.310001200 5,102,550.0000 98,224.14 07/31/2015 71X4074 717401447 09/30/2028 02012 2.919999600 2,825,735.0000 68,759.54 07/31/2015 71X4074 717401450 09/30/2020 02012 2.229998400 5,446,840.0000 101,220.37 07/31/2015 71X4074 717401451 09/30/2023 02012 2.300000400 654,390.0000 12,542.48 07/31/2015 71X4074 717401452 09/30/2034 02012 3.260001600 11,206,260.0000 304,436.88 07/31/2015 71X4074 717401453 09/30/2019 02012 2.149999200 822,800.0000 14,741.83 07/31/2015 71X4074 717401454 09/30/2023 02012 1.460001600 1,263,234.7800 15,369.37 07/31/2015 71X4074 717401493 09/30/2024 02012 2.509999200 1,029,710.0000 0.00 07/31/2015 71X4074 717401476 09/30/2023 02013 2.610000000 13,155,420.0000 286,130.39 07/31/2015 71X4074 717401480 09/30/2019 02013 1.640001600 2,069,705.0000 28,286.00 07/31/2015 71X4074 717401482 09/30/2025 02013 2.270001600 22,246,665.0000 420,833.04 07/31/2015 71X4074 717401487 09/30/2027 02013 1.950001200 8,077,925.5000 131,266.37 07/31/2015 71X4074 717401492 09/30/2027 02013 1.839999600 33,723,210.0000 517,089.11 07/31/2015 71X4074 717401493 09/30/2024 02013 2.469999600 4,277,977.0000 88,055.01 07/31/2015 71X4074 717401495 09/30/2024 02013 2.180001600 4,148,400.0000 75,362.66 07/31/2015 71X4074 717401496 09/30/2020 02013 1.239998400 54,790,000.0000 566,162.60 07/31/2015 71X4074 717401502 09/30/2018 02013 1.000000800 9,531,445.1000 79,428.77 07/31/2015 71X4074 717401504 09/30/2035 02013 3.399998400 7,205,983.2000 204,169.43 07/31/2015 71X4074 717401508 09/30/2021 02013 1.959998400 1,959,400.0000 32,003.51 07/31/2015 71X4074 717401511 09/30/2021 02013 2.040001200 51,394,500.0000 873,707.01 07/31/2015 71X4074 717401512 09/30/2022 02013 2.760001200 1,320,132.6900 30,363.07 07/31/2015 71X4074 717401517 09/30/2023 02013 2.319998400 3,057,600.0000 59,113.56 07/31/2015 71X4074 717401522 09/30/2023 02013 2.180001600 2,546,250.0000 46,256.91 07/31/2015 71X4074 717401524 09/30/2018 02013 1.119999600 3,277,750.0000 30,592.32 07/31/2015 71X4074 717401530 09/30/2020 02013 2.490001200 2,830,776.8500 58,738.65 07/31/2015 71X4074 717401534 09/30/2018 02013 1.569999600 4,815,000.0000 62,996.23 07/31/2015 71X4074 717401536 09/30/2028 02013 2.800000800 9,016,021.6800 210,373.90 07/31/2015 71X4074 717401552 09/30/2020 02014 1.000000800 3,312,300.0000 27,602.52 07/31/2015 71X4074 717401553 09/30/2031 02014 2.270001600 7,082,658.5800 133,980.39 07/31/2015 71X4074 717401564 09/30/2018 02014 2.049998400 1,659,525.0000 28,350.20 07/31/2015 71X4074 717401570 09/30/2022 02014 2.049998400 10,006,105.8700 170,937.51 07/31/2015 71X4074 717401573 09/30/2021 02014 2.049998400 1,519,500.0000 25,958.10 07/31/2015 71X4074 717401577 09/30/2033 02014 2.329999200 46,224,411.7500 897,523.69 07/31/2015 71X4074 717401589 09/30/2021 02014 2.049998400 21,496,000.0000 367,223.05 07/31/2015 71X4074 717401592 09/30/2022 02014 2.049998400 20,043,000.0000 342,400.98 07/31/2015 71X4074 717401595 09/30/2032 02014 2.049998400 18,959,497.0900 323,891.16 07/31/2015 71X4074 717401603 09/30/2021 02014 2.049998400 9,995,020.0000 170,748.13 07/31/2015 71X4074 717401813 09/30/2020 02014 2.049998400 2,868,900.0000 49,010.34 07/31/2015 ------------------------ ---------------------- 2,073,644,989.0600 46,142,328.17 ======================== ====================== 2,073,644,989.0600 46,142,328.17 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00