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 531.10 02/28/2015 71X4075 7175COMPG 09/30/2017 01993 6.770001600 3,495,000.0000 98,588.15 02/28/2015 71X4075 7175PAIT 09/30/2020 01995 6.400000800 52,308,135.0000 1,394,883.77 02/28/2015 71X4075 7175AQUA 09/30/2015 01996 5.429998800 14,174,737.9300 320,703.37 02/28/2015 71X4075 7175NBRID 09/30/2020 01996 6.000001200 9,545,278.0700 238,632.00 02/28/2015 71X4075 7175SOMOT 09/30/2020 01999 4.520001600 36,490,000.0000 687,228.58 02/28/2015 71X4075 7175GRCIR 09/30/2023 02000 4.489999200 60,689,739.6800 1,135,403.68 02/28/2015 71X4075 7175WLPRO 09/30/2016 02000 3.949999200 70,478.1000 1,159.95 02/28/2015 71X4075 7175CBPAK 09/30/2020 02001 3.520000800 3,435,000.0000 50,380.01 02/28/2015 71X4075 7175N-CBR 09/30/2016 02002 4.269999600 605,371.0400 10,770.56 02/28/2015 71X4075 7175QUIPO 09/30/2021 02003 2.689999200 7,000,000.0000 78,458.31 02/28/2015 71X4075 7175VYSOT 09/30/2016 02003 3.610000800 961,775.0000 14,466.70 02/28/2015 71X4075 7175GOLDK 09/30/2020 02004 4.510000800 1,502,185.3300 28,228.57 02/28/2015 71X4075 7175HRVAT 09/30/2016 02004 3.639999600 1,578,930.0000 23,947.10 02/28/2015 71X4075 7175N-ZDC 09/30/2022 02004 4.659998400 10,840,000.0000 210,476.59 02/28/2015 71X4075 7175PALAD 09/30/2016 02004 1.220000400 4,424,000.0000 22,488.67 02/28/2015 71X4075 7175VESPU 09/30/2022 02004 3.859999200 9,680,000.0000 155,686.63 02/28/2015 71X4075 7175ECP2 09/30/2016 02005 3.999999600 456,270.0000 7,604.50 02/28/2015 71X4075 7175ETHOS 09/30/2016 02005 3.999999600 2,293,750.0000 38,229.16 02/28/2015 71X4075 7175IEC 09/30/2026 02005 4.860000000 14,273,184.5900 289,031.99 02/28/2015 71X4075 7175ISAGE 09/30/2026 02005 4.849999200 22,900,440.0000 462,779.65 02/28/2015 71X4075 7175MEII8 09/30/2021 02005 1.249999200 572,165.7000 2,980.03 02/28/2015 71X4075 7175MEII9 09/30/2021 02005 1.249999200 188,485.3600 981.69 02/28/2015 71X4075 7175MEIIA 09/30/2018 02005 1.249999200 84,586.6700 440.56 02/28/2015 71X4075 7175MEIIC 09/30/2021 02005 1.249999200 226,768.4300 1,181.08 02/28/2015 71X4075 7175MEIIH 09/30/2017 02005 1.249999200 265,121.5800 1,380.84 02/28/2015 71X4075 7175MEIIJ 09/30/2017 02005 1.249999200 110,632.3900 576.21 02/28/2015 71X4075 7175MEIJA 09/30/2018 02005 1.249999200 167,615.9000 873.00 02/28/2015 71X4075 7175PBTL 09/30/2023 02005 4.709998800 3,008,108.2200 59,034.11 02/28/2015 71X4075 7175SOUES 09/30/2016 02005 2.379999600 7,449,750.0000 73,876.68 02/28/2015 71X4075 7175TRKEK 09/30/2016 02005 4.770000000 30,575.0000 607.68 02/28/2015 71X4075 7175BANKG 09/30/2016 02006 4.770000000 166,725.0000 3,313.66 02/28/2015 71X4075 7175DARPR 09/30/2017 02006 2.009998800 550,760.0000 4,612.61 02/28/2015 71X4075 7175MENA 09/30/2018 02006 2.859998400 587,940.0000 7,006.28 02/28/2015 71X4075 7175ACF3 09/30/2016 02007 1.059998400 1,224,531.0000 5,408.34 02/28/2015 71X4075 7175ACFB 09/30/2016 02007 1.350000000 1,930,153.0000 10,857.11 02/28/2015 71X4075 7175ACFIN 09/30/2016 02007 1.950001200 2,101,552.0000 17,075.12 02/28/2015 71X4075 7175AESJO 09/30/2027 02007 3.459999600 4,247,827.8200 61,239.51 02/28/2015 71X4075 7175BANLI 09/30/2022 02007 4.709998800 390,430.0000 7,662.19 02/28/2015 71X4075 7175BANPR 09/30/2022 02007 2.980000800 1,525,500.0000 18,941.63 02/28/2015 71X4075 7175BANRU 09/30/2023 02007 3.480001200 1,212,000.0000 17,574.01 02/28/2015 71X4075 7175BKMED 09/30/2016 02007 4.659998400 671,599.4800 13,040.22 02/28/2015 71X4075 7175BYBLO 09/30/2022 02007 4.709998800 976,075.0000 19,155.47 02/28/2015 71X4075 7175CAFRT 09/30/2016 02007 4.730000400 40,388.9300 796.00 02/28/2015 71X4075 7175CALVR 09/30/2015 02007 4.820000400 13,250.0000 266.10 02/28/2015 71X4075 7175CHFL 09/30/2016 02007 4.880001600 845,455.0000 17,190.92 02/28/2015 71X4075 7175CMEC 09/30/2020 02007 4.690000800 5,035,000.0000 98,392.31 02/28/2015 71X4075 7175COMLA 09/30/2024 02007 4.380001200 4,678,099.5300 85,375.34 02/28/2015 71X4075 7175CRLB 09/30/2021 02007 4.880001600 195,588.8300 3,976.97 02/28/2015 71X4075 7175DELTP 09/30/2020 02007 4.680000000 5,928,000.0000 115,596.00 02/28/2015 71X4075 7175ENGRO 09/30/2016 02007 1.810000800 155,100.0000 1,169.71 02/28/2015 71X4075 7175FCPFD 09/30/2020 02007 5.270000400 721,600.0000 15,845.13 02/28/2015 71X4075 7175FICOH 09/30/2022 02007 4.709998800 1,068,750.0000 20,974.21 02/28/2015 71X4075 7175FRANS 09/30/2021 02007 4.880001600 109,738.3200 2,231.35 02/28/2015 71X4075 7175HELIO 09/30/2016 02007 3.039998400 5,470,000.0000 69,286.63 02/28/2015 71X4075 7175JMTR 09/30/2021 02007 4.880001600 185,307.0100 3,767.91 02/28/2015 71X4075 7175LOCKO 09/30/2015 02007 2.700000000 171,000.0000 1,923.75 02/28/2015 71X4075 7175MIDEA 09/30/2016 02007 4.950000000 1,247,810.0000 25,736.08 02/28/2015 71X4075 7175TURKI 09/30/2016 02007 4.719999600 224,065.0000 4,406.61 02/28/2015 71X4075 7175UMBRA 09/30/2016 02007 4.690000800 350.0000 6.84 02/28/2015 71X4075 7175ALSIS 09/30/2015 02008 1.000000800 1,460,640.0000 6,086.00 02/28/2015 71X4075 7175AUDI 09/30/2023 02008 3.440001600 841,940.0000 12,067.81 02/28/2015 71X4075 7175BANRE 09/30/2018 02008 2.819998800 124,875.0000 1,467.28 02/28/2015 71X4075 7175BBVA 09/30/2018 02008 2.829999600 711,000.0000 8,383.87 02/28/2015 71X4075 7175BLUF 09/30/2018 02008 2.959999200 12,543,362.4300 154,701.43 02/28/2015 71X4075 7175INTBA 09/30/2018 02008 2.850001200 711,000.0000 8,443.13 02/28/2015 71X4075 7175N-AIR 09/30/2015 02008 2.520000000 2,000,000.0000 21,000.00 02/28/2015 71X4075 7175SAWHF 09/30/2017 02008 5.079999600 5,497,800.0000 116,370.09 02/28/2015 71X4075 7175BACA 09/30/2026 02009 2.490001200 4,845,000.0000 50,266.90 02/28/2015 71X4075 7175BACB 09/30/2027 02009 1.779998400 377,000.0000 2,796.08 02/28/2015 71X4075 7175BACGT 09/30/2024 02009 2.220001200 758,520.0000 7,016.31 02/28/2015 71X4075 7175BACNA 09/30/2024 02009 2.300000400 545,000.0000 5,222.92 02/28/2015 71X4075 7175BACPA 09/30/2024 02009 2.080000800 128,500.0000 1,113.67 02/28/2015 71X4075 7175BAUDI 09/30/2024 02009 2.530000800 2,134,415.0000 22,500.30 02/28/2015 71X4075 7175BLUE 09/30/2021 02009 2.220001200 12,540,342.0600 115,998.23 02/28/2015 71X4075 7175BYB2 09/30/2024 02009 2.099998800 2,189,600.0000 19,158.99 02/28/2015 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 9,487.93 02/28/2015 71X4075 7175CASDI 09/30/2015 02009 1.339999200 117,541.1300 656.27 02/28/2015 71X4075 7175CHOUS 09/30/2022 02009 1.400000400 5,392,000.0000 31,453.34 02/28/2015 71X4075 7175DESI 09/30/2030 02009 4.719999600 21,192,000.0000 416,775.96 02/28/2015 71X4075 7175ECPF3 09/30/2015 02009 3.430000800 4,645,350.0000 66,389.81 02/28/2015 71X4075 7175HALYK 09/30/2024 02009 2.220001200 4,596,000.0000 42,513.02 02/28/2015 71X4075 7175HONDA 09/30/2024 02009 2.250000000 1,032,000.0000 9,675.00 02/28/2015 71X4075 7175ICETI 09/30/2023 02009 1.890000000 113,758.9300 0.00 02/28/2015 71X4075 7175IKH 09/30/2021 02009 1.710000000 6,239,844.4200 44,458.89 02/28/2015 71X4075 7175JSCCT 09/30/2019 02009 1.460001600 3,102,000.0000 18,870.52 02/28/2015 71X4075 7175LAGOS 09/30/2018 02009 3.170001600 699,300.0000 9,236.59 02/28/2015 71X4075 7175PALRL 09/30/2015 02009 4.439998800 6,526,000.0000 120,730.97 02/28/2015 71X4075 7175PANAM 09/30/2016 02009 2.739999600 784,500.0000 8,956.37 02/28/2015 71X4075 7175PROMO 09/30/2030 02009 4.200001200 23,900,000.0000 418,250.12 02/28/2015 71X4075 7175SPAND 09/30/2021 02009 1.310000400 3,263,950.0100 17,815.73 02/28/2015 71X4075 7175SPANF 09/30/2021 02009 1.000000800 3,220,598.7400 13,419.17 02/28/2015 71X4075 7175TGBAS 09/30/2020 02009 1.869998400 5,550,000.0000 43,243.71 02/28/2015 71X4075 7175ACFC 09/30/2016 02010 1.000000800 312,696.0000 1,302.90 02/28/2015 71X4075 7175BMED 09/30/2023 02010 2.109999600 1,917,600.0000 16,858.90 02/28/2015 71X4075 7175CBCON 09/30/2020 02010 2.490001200 1,995,000.0000 20,698.13 02/28/2015 71X4075 7175CHBAN 09/30/2020 02010 2.430000000 1,692,000.0000 17,131.50 02/28/2015 71X4075 7175ECP3 09/30/2019 02010 1.000000800 2,099,650.0000 8,748.55 02/28/2015 71X4075 7175HELO2 09/30/2020 02010 2.189998800 6,440,000.0000 58,764.97 02/28/2015 71X4075 7175HIPO 09/30/2041 02010 3.420000000 10,274,211.5600 146,407.51 02/28/2015 71X4075 7175JAREM 09/30/2017 02010 1.000000800 1,444,500.0000 6,018.75 02/28/2015 71X4075 7175JSCPG 09/30/2020 02010 1.000000800 996,000.0000 4,150.00 02/28/2015 71X4075 7175KIEDF 09/30/2024 02010 3.549999600 597,000.0000 8,830.62 02/28/2015 71X4075 7175MGF 09/30/2017 02010 2.300000400 638,400.0000 6,118.00 02/28/2015 71X4075 7175SEKMG 09/30/2031 02010 1.699999200 3,900,000.0000 27,624.99 02/28/2015 71X4075 7175W3YES 09/30/2016 02010 1.410001200 2,500.0000 14.69 02/28/2015 71X4075 717500009 09/30/2018 02011 1.580000400 1,270,200.0000 8,362.15 02/28/2015 71X4075 717500017 09/30/2018 02011 0.870001200 270,000.0000 978.75 02/28/2015 71X4075 717500019 09/30/2026 02011 3.909999600 1,765,470.0000 28,762.45 02/28/2015 71X4075 717500021 09/30/2017 02011 1.410001200 4,410,000.0000 25,908.77 02/28/2015 71X4075 717500023 09/30/2031 02011 3.700000800 52,483,000.0000 809,113.09 02/28/2015 71X4075 717500025 09/30/2030 02011 1.509998400 17,084,700.0000 107,491.12 02/28/2015 71X4075 717500033 09/30/2027 02011 1.069999200 1,665,310.0000 7,424.50 02/28/2015 71X4075 7175ADP3 09/30/2018 02011 3.030001200 7,837,170.0000 98,944.31 02/28/2015 71X4075 7175AMIH 09/30/2021 02011 4.250001600 693,630.0000 12,283.04 02/28/2015 71X4075 7175BELP 09/30/2016 02011 2.450001600 630,000.0000 6,431.25 02/28/2015 71X4075 7175CCP 09/30/2019 02011 2.000001600 2,232,000.0000 18,600.01 02/28/2015 71X4075 7175DRILL 09/30/2016 02011 1.400000400 89,975.0000 524.85 02/28/2015 71X4075 7175GLBK 09/30/2019 02011 1.990000800 1,452,000.0000 12,039.50 02/28/2015 71X4075 7175ICETI 09/30/2023 02011 1.890000000 574,017.8700 4,520.39 02/28/2015 71X4075 7175JOSHI 09/30/2015 02011 1.479999600 295,200.0000 1,820.40 02/28/2015 71X4075 7175MEACP 09/30/2016 02011 4.250001600 1,791.6100 31.73 02/28/2015 71X4075 7175PANNO 09/30/2021 02011 1.130000400 7,602,000.0000 35,792.76 02/28/2015 71X4075 7175PARKO 09/30/2015 02011 1.640001600 374,400.0000 2,558.40 02/28/2015 71X4075 7175SAFRA 09/30/2016 02011 1.000000800 79,305.0000 330.44 02/28/2015 71X4075 717500038 09/30/2019 02012 1.620000000 792,000.0000 5,346.00 02/28/2015 71X4075 717500043 09/30/2020 02012 1.000000800 1,104,000.0000 4,600.00 02/28/2015 71X4075 717500046 09/30/2030 02012 1.479999600 627,520.0000 3,869.71 02/28/2015 71X4075 717501195 09/30/2018 02012 1.000000800 423,500.0000 1,764.58 02/28/2015 71X4075 717501197 09/30/2025 02012 1.000000800 3,850,000.0000 16,041.68 02/28/2015 71X4075 717501198 09/30/2019 02012 1.460001600 1,584,275.0000 9,637.68 02/28/2015 71X4075 717501199 09/30/2019 02012 0.770000400 1,458,000.0000 4,677.75 02/28/2015 71X4075 717501200 09/30/2028 02012 2.779999200 15,015,000.0000 173,923.70 02/28/2015 71X4075 717501201 09/30/2017 02012 1.310000400 433,750.0000 2,367.55 02/28/2015 71X4075 717501203 09/30/2017 02012 0.500000400 66,909.3800 139.39 02/28/2015 71X4075 717501403 09/30/2018 02012 3.570001200 36,419.8400 541.75 02/28/2015 71X4075 717501405 09/30/2019 02012 2.810001600 584,796.9000 6,847.00 02/28/2015 71X4075 717501406 09/30/2018 02012 3.480001200 6,792.5000 98.49 02/28/2015 71X4075 717501407 09/30/2017 02012 0.810000000 43,750.0000 147.66 02/28/2015 71X4075 717501411 09/30/2022 02012 2.199999600 57,720.0000 529.10 02/28/2015 71X4075 717501413 09/30/2018 02012 1.249999200 88,880.0000 462.92 02/28/2015 71X4075 717501417 09/30/2020 02012 1.059998400 1,737,000.0000 7,671.74 02/28/2015 71X4075 717501425 09/30/2017 02012 1.249999200 50,240.0000 261.67 02/28/2015 71X4075 717501427 09/30/2026 02012 1.329998400 54,176,585.0000 300,228.21 02/28/2015 71X4075 717501432 09/30/2031 02012 1.749999600 25,182,275.0000 183,620.71 02/28/2015 71X4075 717501442 09/30/2018 02012 0.749998800 86,185.0000 269.33 02/28/2015 71X4075 717501443 09/30/2018 02012 0.720000000 51,000.0000 153.00 02/28/2015 71X4075 717501446 09/30/2021 02012 3.440001600 517,000.0000 7,410.34 02/28/2015 71X4075 717501448 09/30/2030 02012 2.350000800 12,275,000.0000 120,192.75 02/28/2015 71X4075 717501456 09/30/2015 02012 0.380001600 16,380.0000 25.94 02/28/2015 71X4075 717501457 09/30/2028 02012 1.500001200 40,604,630.0000 253,779.14 02/28/2015 71X4075 717501460 09/30/2028 02012 3.179998800 1,453,172.7900 19,254.53 02/28/2015 71X4075 717501461 09/30/2034 02012 2.919999600 22,737,523.7800 276,639.83 02/28/2015 71X4075 717501462 09/30/2022 02012 2.369998800 99,552.2100 983.08 02/28/2015 71X4075 7175N-IMO 09/30/2016 02012 1.980000000 23,145.0000 190.95 02/28/2015 71X4075 717501466 09/30/2016 02013 1.350000000 104,300.0000 586.69 02/28/2015 71X4075 717501467 09/30/2016 02013 0.920001600 104,300.0000 399.82 02/28/2015 71X4075 717501468 09/30/2017 02013 0.630000000 777,000.0000 2,039.63 02/28/2015 71X4075 717501469 09/30/2017 02013 1.249999200 122,850.0000 639.84 02/28/2015 71X4075 717501470 09/30/2017 02013 1.159999200 404,550.0000 1,955.32 02/28/2015 71X4075 717501472 09/30/2020 02013 1.000000800 2,001,000.0000 8,337.51 02/28/2015 71X4075 717501477 09/30/2024 02013 1.640001600 1,889,465.0000 12,911.36 02/28/2015 71X4075 717501479 09/30/2016 02013 0.569998800 160,000.0000 380.00 02/28/2015 71X4075 717501486 09/30/2042 02013 2.210000400 6,883,260.0000 63,383.36 02/28/2015 71X4075 717501491 09/30/2021 02013 3.150000000 17,850.0000 234.28 02/28/2015 71X4075 717501501 09/30/2031 02013 1.689998400 19,845,715.0000 139,746.78 02/28/2015 71X4075 717501506 09/30/2025 02013 1.320001200 39,763,475.0000 218,699.31 02/28/2015 71X4075 717501507 09/30/2025 02013 2.400001200 861,840.0000 8,618.40 02/28/2015 71X4075 717501510 09/30/2033 02013 2.689999200 29,116,500.0000 326,347.34 02/28/2015 71X4075 717501515 09/30/2026 02013 2.099998800 2,236,080.0000 19,565.69 02/28/2015 71X4075 717501516 09/30/2021 02013 1.900000800 3,531,000.0000 27,953.76 02/28/2015 71X4075 717501538 09/30/2030 02013 2.419999200 8,384,570.0000 84,544.39 02/28/2015 71X4075 717501540 09/30/2033 02013 2.700000000 34,815,900.0000 391,678.88 02/28/2015 71X4075 7175JHB4T 09/30/2016 02013 2.779999200 8,765.0000 101.53 02/28/2015 71X4075 717501543 09/30/2017 02014 1.869998400 131,600.0000 1,025.38 02/28/2015 71X4075 717501545 09/30/2021 02014 2.130001200 333,000.0000 2,955.38 02/28/2015 71X4075 717501546 09/30/2034 02014 1.789999200 2,185,664.0000 16,301.40 02/28/2015 71X4075 717501550 09/30/2015 02014 1.230001200 2,538,000.0000 13,007.26 02/28/2015 71X4075 717501551 09/30/2020 02014 1.190001600 2,463,000.0000 12,212.39 02/28/2015 71X4075 717501558 09/30/2020 02014 1.299999600 1,147,885.7400 6,217.71 02/28/2015 71X4075 717501559 09/30/2021 02014 1.590001200 2,464,361.0900 16,326.40 02/28/2015 71X4075 717501562 09/30/2019 02014 1.720000800 40,947.6700 293.46 02/28/2015 71X4075 717501563 09/30/2033 02014 1.770001200 9,356,805.5600 69,006.49 02/28/2015 71X4075 717501566 09/30/2026 02014 1.400000400 16,320,000.0000 95,200.03 02/28/2015 71X4075 717501572 09/30/2044 02014 1.260000000 1,411,875.0000 7,412.34 02/28/2015 71X4075 717501575 09/30/2019 02014 1.500001200 23,520.0000 147.00 02/28/2015 71X4075 717501576 09/30/2017 02014 1.230001200 202,836.0500 1,039.54 02/28/2015 71X4075 717501578 09/30/2022 02014 1.000000800 8,673,000.0000 36,137.53 02/28/2015 71X4075 717501605 09/30/2029 02014 1.540000800 19,052,000.0000 122,250.40 02/28/2015 71X4075 717501883 09/30/2022 02014 1.550001600 97,500.0000 629.69 02/28/2015 71X4075 7175BUTTR 09/30/2029 02014 1.749999600 11,918,477.5800 86,905.55 02/28/2015 71X4075 717501886 09/30/2023 02015 2.000001600 1,852,000.0000 15,433.35 02/28/2015 ------------------------ ---------------------- 998,355,789.7600 12,605,854.13 ======================== ====================== 998,355,789.7600 12,605,854.13 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00