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 1,619.53 05/31/2015 71X4074 7174HTBIL 09/30/2020 01999 5.109998400 1,315,000.0000 44,797.65 05/31/2015 71X4074 7174SOMTT 09/30/2016 02000 5.580000000 700,410.0000 26,055.25 05/31/2015 71X4074 7174N-DIM 09/30/2016 02002 4.860000000 62,605.0000 2,028.40 05/31/2015 71X4074 7174JOPA 09/30/2023 02003 4.880001600 1,429,823.1600 46,516.93 05/31/2015 71X4074 7174LAFI3 09/30/2016 02003 4.309999200 3,119,165.0000 89,623.99 05/31/2015 71X4074 7174N-NM1 09/30/2017 02003 4.730000400 6,350,000.0000 200,236.68 05/31/2015 71X4074 7174ABUJA 09/30/2016 02004 4.780000800 907,855.5000 28,930.33 05/31/2015 71X4074 7174BUTLE 09/30/2019 02004 3.880000800 114,934.2900 2,972.97 05/31/2015 71X4074 7174CASMA 09/30/2015 02004 4.010000400 7,815.0000 208.92 05/31/2015 71X4074 7174EMERG 09/30/2015 02004 4.399999200 5,969,040.7300 175,091.83 05/31/2015 71X4074 7174GILBT 09/30/2016 02004 3.830000400 85.0000 2.17 05/31/2015 71X4074 7174GOLCW 09/30/2016 02004 4.299998400 3,126.1200 89.62 05/31/2015 71X4074 7174IRAQM 09/30/2016 02004 4.370000400 3,210,535.0000 93,533.59 05/31/2015 71X4074 7174LAGRA 09/30/2016 02004 4.190000400 3,065.0000 85.62 05/31/2015 71X4074 7174LEAWO 09/30/2017 02004 4.799998800 20,262,426.0800 648,397.47 05/31/2015 71X4074 7174PASTU 09/30/2020 02004 4.839998400 2,429,241.8700 78,383.51 05/31/2015 71X4074 7174PTUCA 09/30/2015 02004 4.820000400 2,655,441.5300 85,328.19 05/31/2015 71X4074 7174QTO 09/30/2016 02004 4.839998400 3,202,825.6700 103,344.47 05/31/2015 71X4074 7174SWEET 09/30/2016 02004 4.770000000 11,462.2900 364.50 05/31/2015 71X4074 7174BRASI 09/30/2020 02005 4.240000800 515,405.4600 14,568.80 05/31/2015 71X4074 7174CHF3 09/30/2016 02005 4.780000800 719,020.0000 22,912.77 05/31/2015 71X4074 7174CONDO 09/30/2016 02005 4.430001600 221,746.3100 6,548.91 05/31/2015 71X4074 7174FUTUR 09/30/2016 02005 4.839998400 3,600,000.0000 116,159.96 05/31/2015 71X4074 7174LUSAK 09/30/2019 02005 4.079998800 1,272,264.5400 34,605.59 05/31/2015 71X4074 7174PROCR 09/30/2016 02005 4.510000800 14,000,000.0000 420,933.41 05/31/2015 71X4074 7174SAFI 09/30/2016 02005 4.710002400 1,079,575.0000 33,898.67 05/31/2015 71X4074 7174ACAI 09/30/2016 02006 4.770000000 503,875.0000 16,023.23 05/31/2015 71X4074 7174BDCC 09/30/2022 02006 3.700000800 16,734,600.0000 412,786.89 05/31/2015 71X4074 7174BRAV1 09/30/2016 02006 4.749998400 3,043,200.0000 96,367.97 05/31/2015 71X4074 7174CABAN 09/30/2022 02006 4.770000000 1,000,000.0000 31,800.00 05/31/2015 71X4074 7174GANHO 09/30/2022 02006 3.260001600 17,385,160.0000 377,837.66 05/31/2015 71X4074 7174INTCO 09/30/2020 02006 4.500000000 853,185.0000 25,595.55 05/31/2015 71X4074 7174LAFIS 09/30/2023 02006 4.799998800 17,000,000.0000 543,999.86 05/31/2015 71X4074 7174LAFS3 09/30/2023 02006 3.520000800 8,284,100.0000 194,400.26 05/31/2015 71X4074 7174N-AMM 09/30/2020 02006 0.889999200 3,783,000.0000 22,445.78 05/31/2015 71X4074 7174N-KRE 09/30/2016 02006 4.359999600 1,682,180.0000 48,895.36 05/31/2015 71X4074 7174SALVA 09/30/2017 02006 4.399999200 2,000,000.0000 58,666.66 05/31/2015 71X4074 71741STMT 09/30/2023 02007 6.800000400 3,624,417.7900 164,306.95 05/31/2015 71X4074 7174AFGGR 09/30/2022 02007 2.800000800 17,408,166.2200 324,952.53 05/31/2015 71X4074 7174AMINS 09/30/2015 02007 4.820000400 2,260,872.7900 72,649.39 05/31/2015 71X4074 7174BDCC2 09/30/2028 02007 3.229999200 5,915,985.7700 127,390.86 05/31/2015 71X4074 7174BLH 09/30/2029 02007 3.179998800 3,163,250.0000 67,060.87 05/31/2015 71X4074 7174CULIN 09/30/2015 02007 4.749998400 157,224.3500 4,978.77 05/31/2015 71X4074 7174FLAMA 09/30/2015 02007 4.709998800 1,675,000.0000 52,594.99 05/31/2015 71X4074 7174LEDFC 09/30/2022 02007 5.270000400 8,566,545.2900 300,971.31 05/31/2015 71X4074 7174N-NM2 09/30/2017 02007 4.730000400 318,780.0000 10,052.20 05/31/2015 71X4074 7174QTO2 09/30/2016 02007 4.780000800 66,909.4500 2,132.18 05/31/2015 71X4074 7174TAYL 09/30/2034 02007 3.930001200 53,538,117.8900 1,402,699.12 05/31/2015 71X4074 7174TINA 09/30/2016 02007 4.939999200 906.8400 29.87 05/31/2015 71X4074 7174IMMDF 09/30/2016 02008 2.490001200 2,855,289.9800 47,397.84 05/31/2015 71X4074 7174INTMA 09/30/2035 02008 2.289999600 29,917,680.0000 456,743.17 05/31/2015 71X4074 7174LAFIS 09/30/2033 02008 3.740000400 8,528,950.0000 212,655.18 05/31/2015 71X4074 7174NATUR 09/30/2020 02008 3.840001200 92,757.2200 2,374.59 05/31/2015 71X4074 7174SUMMI 09/30/2016 02008 3.110000400 980,353.6800 20,326.00 05/31/2015 71X4074 7174AMKI 09/30/2020 02009 2.900001600 2,306,745.0000 44,597.09 05/31/2015 71X4074 7174AMTEC 09/30/2016 02009 2.229998400 420,775.0000 6,255.52 05/31/2015 71X4074 7174AUSTA 09/30/2020 02009 1.950001200 5,715,900.0000 74,306.75 05/31/2015 71X4074 7174AZURE 09/30/2022 02009 2.869999200 6,463,625.0000 123,670.66 05/31/2015 71X4074 7174BAMAK 09/30/2023 02009 2.769998400 6,258,040.0000 115,565.07 05/31/2015 71X4074 7174BRACB 09/30/2016 02009 1.869998400 312,297.4800 3,893.31 05/31/2015 71X4074 7174CAIRO 09/30/2034 02009 4.070001600 50,985,000.0000 1,383,393.54 05/31/2015 71X4074 7174CJSTR 09/30/2019 02009 2.909998800 9,054,900.0000 175,664.99 05/31/2015 71X4074 7174CSIL 09/30/2016 02009 1.000000800 288,560.0000 1,923.73 05/31/2015 71X4074 7174CSILC 09/30/2015 02009 4.340001600 2,805,602.7700 81,175.47 05/31/2015 71X4074 7174CSILT 09/30/2016 02009 4.600000800 4,415,529.7700 135,409.60 05/31/2015 71X4074 7174CSIP 09/30/2016 02009 4.349998800 3,414,989.4800 99,034.67 05/31/2015 71X4074 7174EXPR 09/30/2018 02009 4.510000800 5,072,500.0000 152,513.19 05/31/2015 71X4074 7174FINAN 09/30/2018 02009 2.250000000 6,105,000.0000 91,575.00 05/31/2015 71X4074 7174GLOKA 09/30/2016 02009 2.710000800 2,594,750.0000 46,878.50 05/31/2015 71X4074 7174GLOSB 09/30/2015 02009 2.490001200 5,168,600.0000 85,798.80 05/31/2015 71X4074 7174GLOSR 09/30/2015 02009 2.509999200 1,333,900.0000 22,320.59 05/31/2015 71X4074 7174GMTAT 09/30/2026 02009 1.760000400 10,698,000.0000 125,523.23 05/31/2015 71X4074 7174HUSK 09/30/2022 02009 1.360000800 771,900.0000 6,998.56 05/31/2015 71X4074 7174IMMD3 09/30/2018 02009 4.430001600 3,308,513.0100 97,711.45 05/31/2015 71X4074 7174JSCG0 09/30/2019 02009 2.459998800 27,463,000.0000 450,392.98 05/31/2015 71X4074 7174JSCGA 09/30/2019 02009 3.120001200 10,931,000.0000 227,364.89 05/31/2015 71X4074 7174MONR 09/30/2027 02009 2.880000000 624,397.6800 11,988.44 05/31/2015 71X4074 7174MVEST 09/30/2016 02009 2.880000000 9,736,000.0000 186,931.20 05/31/2015 71X4074 7174OSCON 09/30/2015 02009 1.149998400 31,845.0000 244.14 05/31/2015 71X4074 7174PACCO 09/30/2018 02009 2.670001200 365,555.0000 6,506.88 05/31/2015 71X4074 7174PATRI 09/30/2016 02009 1.019998800 25,815,000.0000 175,541.79 05/31/2015 71X4074 7174PJWR 09/30/2017 02009 2.829999600 7,401,190.0000 139,635.76 05/31/2015 71X4074 7174RLJLI 09/30/2023 02009 3.160000800 10,496,210.0000 221,120.21 05/31/2015 71X4074 7174SANTE 09/30/2016 02009 2.670001200 9,685,285.0000 172,398.15 05/31/2015 71X4074 7174SESA 09/30/2020 02009 4.600000800 842,875.0000 25,848.17 05/31/2015 71X4074 7174SLID 09/30/2018 02009 2.829999600 777,800.0000 14,674.49 05/31/2015 71X4074 7174SUMHL 09/30/2025 02009 4.669999200 23,522,600.2000 732,336.83 05/31/2015 71X4074 7174TIVGL 09/30/2016 02009 1.910001600 5,951,157.8500 75,778.14 05/31/2015 71X4074 7174TOGO 09/30/2029 02009 3.369999600 144,375,360.0000 3,243,632.70 05/31/2015 71X4074 7174VELIF 09/30/2017 02009 1.429999200 26,050,000.0000 248,343.19 05/31/2015 71X4074 7174VERDA 09/30/2032 02009 2.700000000 32,052,253.4400 576,940.56 05/31/2015 71X4074 7174AFGLC 09/30/2025 02010 2.300000400 8,188,410.0000 125,555.64 05/31/2015 71X4074 7174ALTAM 09/30/2025 02010 2.300000400 65,312,141.0000 1,001,453.00 05/31/2015 71X4074 7174AUTO 09/30/2018 02010 2.300000400 2,056,190.0000 31,528.25 05/31/2015 71X4074 7174AZURH 09/30/2026 02010 2.729998800 27,750,524.3700 505,059.32 05/31/2015 71X4074 7174BETSY 09/30/2022 02010 2.810001600 2,371,664.5200 44,429.21 05/31/2015 71X4074 7174C21 09/30/2017 02010 1.720000800 968,520.0000 11,105.70 05/31/2015 71X4074 7174CGS 09/30/2024 02010 2.300000400 119,918,599.3900 1,838,752.18 05/31/2015 71X4074 7174CPSIF 09/30/2016 02010 1.760000400 5,511,000.0000 64,662.41 05/31/2015 71X4074 7174CSILB 09/30/2016 02010 1.000000800 3,688,195.0000 24,587.99 05/31/2015 71X4074 7174DSP 09/30/2021 02010 2.580001200 49,770,000.0000 856,044.40 05/31/2015 71X4074 7174EQCM 09/30/2017 02010 2.919999600 17,987,102.1000 350,148.87 05/31/2015 71X4074 7174EYEF1 09/30/2017 02010 2.400001200 4,738,928.7000 75,822.90 05/31/2015 71X4074 7174FTFC 09/30/2020 02010 1.969999200 10,562,000.0000 138,714.21 05/31/2015 71X4074 7174GHANA 09/30/2032 02010 2.940001200 28,983,482.8500 568,076.50 05/31/2015 71X4074 7174GPSIS 09/30/2016 02010 1.620000000 1,282,047.2400 13,846.11 05/31/2015 71X4074 7174INNOV 09/30/2015 02010 2.130001200 2,870,165.4800 40,756.37 05/31/2015 71X4074 7174MATRA 09/30/2017 02010 2.139998400 3,041,127.2200 43,386.72 05/31/2015 71X4074 7174PLAZA 09/30/2021 02010 2.559999600 11,570,223.3300 197,465.11 05/31/2015 71X4074 7174PRCRH 09/30/2019 02010 3.219998400 29,059,236.6200 623,804.64 05/31/2015 71X4074 7174PTSM 09/30/2020 02010 1.969999200 605,025.0000 7,945.99 05/31/2015 71X4074 7174PTTUC 09/30/2016 02010 2.319998400 570,366.1900 8,821.66 05/31/2015 71X4074 7174QUAN 09/30/2016 02010 1.209999600 2,220,586.3100 17,912.72 05/31/2015 71X4074 7174ROOT 09/30/2016 02010 1.180000800 1,295,735.0000 10,193.12 05/31/2015 71X4074 7174SAFI2 09/30/2015 02010 1.149998400 571,256.3400 4,379.63 05/31/2015 71X4074 7174SEAF 09/30/2020 02010 2.490001200 3,085,213.9000 51,214.58 05/31/2015 71X4074 7174SUMMP 09/30/2017 02010 2.729998800 3,729,314.5200 67,873.49 05/31/2015 71X4074 7174TBCK 09/30/2021 02010 2.099998800 12,381,910.1400 173,346.64 05/31/2015 71X4074 717400006 09/30/2027 02011 1.739998800 25,753,151.2400 298,736.35 05/31/2015 71X4074 717400007 09/30/2021 02011 3.859999200 8,607,200.0000 221,491.90 05/31/2015 71X4074 717400012 09/30/2018 02011 1.580000400 20,587,000.0000 216,849.79 05/31/2015 71X4074 717400013 09/30/2020 02011 1.800000000 21,066,476.1400 252,797.71 05/31/2015 71X4074 717400018 09/30/2021 02011 1.090000800 2,874,123.5400 20,885.31 05/31/2015 71X4074 717400020 09/30/2021 02011 3.859999200 1,953,000.0000 50,257.19 05/31/2015 71X4074 717400022 09/30/2022 02011 3.859999200 2,935,200.0000 75,532.46 05/31/2015 71X4074 717400028 09/30/2017 02011 3.470000400 14,125,050.0000 326,759.53 05/31/2015 71X4074 717400032 09/30/2024 02011 3.859999200 25,909,677.3600 666,742.23 05/31/2015 71X4074 717400036 09/30/2034 02011 2.620000800 4,293,015.4300 74,984.69 05/31/2015 71X4074 717400037 09/30/2022 02011 1.419998400 29,258,130.0000 276,976.65 05/31/2015 71X4074 7174AERIS 09/30/2024 02011 2.829999600 75,143,534.7200 1,417,707.82 05/31/2015 71X4074 7174AMUB 09/30/2025 02011 1.929999600 10,162,294.8900 130,754.83 05/31/2015 71X4074 7174BROAD 09/30/2016 02011 2.090001600 485,450.0000 6,763.94 05/31/2015 71X4074 7174GAMMA 09/30/2018 02011 1.000000800 2,021,660.2000 13,477.75 05/31/2015 71X4074 7174HAITI 09/30/2018 02011 1.550001600 5,426,032.8300 56,069.06 05/31/2015 71X4074 7174JIMM 09/30/2018 02011 2.160000000 2,986,618.5300 43,007.31 05/31/2015 71X4074 7174MASSA 09/30/2021 02011 3.859999200 18,802,924.9400 483,861.83 05/31/2015 71X4074 7174PNET 09/30/2021 02011 3.679999200 1,216,089.6800 29,834.73 05/31/2015 71X4074 7174UOG 09/30/2021 02011 1.810000800 9,072,289.2500 109,472.34 05/31/2015 71X4074 717400039 09/30/2020 02012 2.130001200 979,540.0000 13,909.48 05/31/2015 71X4074 717400040 09/30/2023 02012 1.339999200 1,007,161.6600 8,997.31 05/31/2015 71X4074 717400045 09/30/2020 02012 1.000000800 667,187.5000 4,447.92 05/31/2015 71X4074 717400048 09/30/2018 02012 2.040001200 6,965,800.0000 94,734.94 05/31/2015 71X4074 717400049 09/30/2023 02012 1.370001600 4,390,033.3900 40,095.69 05/31/2015 71X4074 717401196 09/30/2019 02012 2.670001200 37,099,629.9500 660,373.71 05/31/2015 71X4074 717401424 09/30/2023 02012 2.530000800 5,526,400.0000 93,211.98 05/31/2015 71X4074 717401428 09/30/2017 02012 1.000000800 20,683,080.0000 137,887.31 05/31/2015 71X4074 717401429 09/30/2021 02012 2.300000400 76,469,580.0000 1,172,533.76 05/31/2015 71X4074 717401430 09/30/2019 02012 2.130001200 13,219,640.0000 187,718.99 05/31/2015 71X4074 717401434 09/30/2023 02012 1.299999600 3,887,800.0000 33,694.26 05/31/2015 71X4074 717401434 09/30/2033 02012 1.299999600 292,735.0000 2,537.04 05/31/2015 71X4074 717401435 09/30/2022 02012 1.329998400 23,429,295.0000 207,739.50 05/31/2015 71X4074 717401437 09/30/2019 02012 2.310001200 17,129,050.0000 263,787.51 05/31/2015 71X4074 717401444 09/30/2019 02012 2.310001200 5,102,550.0000 78,579.31 05/31/2015 71X4074 717401447 09/30/2028 02012 2.919999600 2,825,735.0000 55,007.63 05/31/2015 71X4074 717401450 09/30/2020 02012 2.229998400 5,446,840.0000 80,976.30 05/31/2015 71X4074 717401451 09/30/2023 02012 2.300000400 654,390.0000 10,033.98 05/31/2015 71X4074 717401452 09/30/2034 02012 3.260001600 11,206,260.0000 243,549.50 05/31/2015 71X4074 717401453 09/30/2019 02012 2.149999200 822,800.0000 11,793.46 05/31/2015 71X4074 717401454 09/30/2023 02012 1.460001600 1,263,234.7800 12,295.50 05/31/2015 71X4074 717401493 09/30/2024 02012 2.509999200 1,029,710.0000 0.00 05/31/2015 71X4074 717401476 09/30/2023 02013 2.610000000 13,155,420.0000 228,904.31 05/31/2015 71X4074 717401480 09/30/2019 02013 1.640001600 2,069,705.0000 22,628.80 05/31/2015 71X4074 717401482 09/30/2025 02013 2.270001600 22,246,665.0000 336,666.43 05/31/2015 71X4074 717401487 09/30/2027 02013 1.950001200 8,077,925.5000 105,013.10 05/31/2015 71X4074 717401492 09/30/2027 02013 1.839999600 33,723,210.0000 413,671.29 05/31/2015 71X4074 717401493 09/30/2024 02013 2.469999600 2,714,690.0000 44,701.89 05/31/2015 71X4074 717401495 09/30/2024 02013 2.180001600 4,148,400.0000 60,290.12 05/31/2015 71X4074 717401496 09/30/2020 02013 1.239998400 54,790,000.0000 452,930.08 05/31/2015 71X4074 717401502 09/30/2018 02013 1.000000800 9,531,445.1000 63,543.02 05/31/2015 71X4074 717401504 09/30/2035 02013 3.399998400 6,240,055.2000 141,441.18 05/31/2015 71X4074 717401508 09/30/2021 02013 1.959998400 1,959,400.0000 25,602.81 05/31/2015 71X4074 717401511 09/30/2021 02013 2.040001200 51,394,500.0000 698,965.61 05/31/2015 71X4074 717401512 09/30/2022 02013 2.760001200 1,320,132.6900 24,290.45 05/31/2015 71X4074 717401517 09/30/2023 02013 2.319998400 3,057,600.0000 47,290.85 05/31/2015 71X4074 717401522 09/30/2023 02013 2.180001600 2,546,250.0000 37,005.53 05/31/2015 71X4074 717401524 09/30/2018 02013 1.119999600 3,277,750.0000 24,473.86 05/31/2015 71X4074 717401530 09/30/2020 02013 2.490001200 2,830,776.8500 46,990.92 05/31/2015 71X4074 717401534 09/30/2018 02013 1.569999600 4,815,000.0000 50,396.99 05/31/2015 71X4074 717401536 09/30/2028 02013 2.800000800 9,016,021.6800 168,299.12 05/31/2015 71X4074 717401552 09/30/2020 02014 1.000000800 3,312,300.0000 22,082.02 05/31/2015 71X4074 717401553 09/30/2031 02014 2.270001600 7,082,658.5800 107,184.31 05/31/2015 71X4074 717401564 09/30/2018 02014 2.049998400 1,185,375.0000 16,200.11 05/31/2015 71X4074 717401570 09/30/2022 02014 2.049998400 10,006,105.8700 136,750.01 05/31/2015 71X4074 717401573 09/30/2021 02014 2.049998400 1,266,250.0000 17,305.40 05/31/2015 71X4074 717401577 09/30/2033 02014 2.329999200 45,035,752.5800 699,555.12 05/31/2015 71X4074 717401589 09/30/2021 02014 2.049998400 10,748,000.0000 146,889.22 05/31/2015 71X4074 717401592 09/30/2022 02014 2.049998400 7,237,750.0000 98,915.84 05/31/2015 71X4074 717401595 09/30/2032 02014 2.049998400 18,959,497.0900 259,112.92 05/31/2015 71X4074 717401813 09/30/2020 02014 2.049998400 2,868,900.0000 39,208.27 05/31/2015 ------------------------ ---------------------- 2,035,651,444.8900 36,379,328.45 ======================== ====================== 2,035,651,444.8900 36,379,328.45 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00