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 1,062.21 07/31/2015 71X4075 7175COMPG 09/30/2017 01993 6.770001600 3,495,000.0000 197,176.30 07/31/2015 71X4075 7175PAIT 09/30/2020 01995 6.400000800 52,308,135.0000 2,789,767.55 07/31/2015 71X4075 7175AQUA 09/30/2015 01996 5.429998800 14,174,737.9300 641,406.75 07/31/2015 71X4075 7175NBRID 09/30/2020 01996 6.000001200 9,545,278.0700 477,264.00 07/31/2015 71X4075 7175SOMOT 09/30/2020 01999 4.520001600 36,490,000.0000 1,374,457.15 07/31/2015 71X4075 7175GRCIR 09/30/2023 02000 4.489999200 60,689,739.6800 2,270,807.36 07/31/2015 71X4075 7175WLPRO 09/30/2016 02000 3.949999200 70,478.1000 2,319.90 07/31/2015 71X4075 7175CBPAK 09/30/2020 02001 3.520000800 3,435,000.0000 100,760.02 07/31/2015 71X4075 7175N-CBR 09/30/2016 02002 4.269999600 605,371.0400 21,541.12 07/31/2015 71X4075 7175QUIPO 09/30/2021 02003 2.689999200 7,000,000.0000 156,916.62 07/31/2015 71X4075 7175VYSOT 09/30/2016 02003 3.610000800 961,775.0000 28,933.40 07/31/2015 71X4075 7175GOLDK 09/30/2020 02004 4.510000800 1,502,185.3300 56,457.14 07/31/2015 71X4075 7175HRVAT 09/30/2016 02004 3.639999600 1,578,930.0000 47,894.20 07/31/2015 71X4075 7175N-ZDC 09/30/2022 02004 4.659998400 10,840,000.0000 420,953.19 07/31/2015 71X4075 7175PALAD 09/30/2016 02004 1.220000400 4,424,000.0000 44,977.35 07/31/2015 71X4075 7175VESPU 09/30/2022 02004 3.859999200 9,680,000.0000 311,373.27 07/31/2015 71X4075 7175ECP2 09/30/2016 02005 3.999999600 456,270.0000 15,209.00 07/31/2015 71X4075 7175ETHOS 09/30/2016 02005 3.999999600 2,293,750.0000 76,458.33 07/31/2015 71X4075 7175IEC 09/30/2026 02005 4.860000000 14,273,184.5900 578,063.98 07/31/2015 71X4075 7175ISAGE 09/30/2026 02005 4.849999200 22,900,440.0000 925,559.30 07/31/2015 71X4075 7175MEII8 09/30/2021 02005 1.249999200 572,165.7000 5,960.06 07/31/2015 71X4075 7175MEII9 09/30/2021 02005 1.249999200 188,485.3600 1,963.39 07/31/2015 71X4075 7175MEIIA 09/30/2018 02005 1.249999200 84,586.6700 881.11 07/31/2015 71X4075 7175MEIIC 09/30/2021 02005 1.249999200 226,768.4300 2,362.17 07/31/2015 71X4075 7175MEIIH 09/30/2017 02005 1.249999200 265,121.5800 2,761.68 07/31/2015 71X4075 7175MEIIJ 09/30/2017 02005 1.249999200 110,632.3900 1,152.42 07/31/2015 71X4075 7175MEIJA 09/30/2018 02005 1.249999200 167,615.9000 1,746.00 07/31/2015 71X4075 7175PBTL 09/30/2023 02005 4.709998800 3,008,108.2200 118,068.22 07/31/2015 71X4075 7175SOUES 09/30/2016 02005 2.379999600 7,449,750.0000 147,753.35 07/31/2015 71X4075 7175TRKEK 09/30/2016 02005 4.770000000 30,575.0000 1,215.36 07/31/2015 71X4075 7175BANKG 09/30/2016 02006 4.770000000 166,725.0000 6,627.32 07/31/2015 71X4075 7175DARPR 09/30/2017 02006 2.009998800 550,760.0000 9,225.22 07/31/2015 71X4075 7175MENA 09/30/2018 02006 2.859998400 587,940.0000 14,012.56 07/31/2015 71X4075 7175ACF3 09/30/2016 02007 1.059998400 1,224,531.0000 10,816.67 07/31/2015 71X4075 7175ACFB 09/30/2016 02007 1.350000000 1,930,153.0000 21,714.22 07/31/2015 71X4075 7175ACFIN 09/30/2016 02007 1.950001200 2,101,552.0000 34,150.24 07/31/2015 71X4075 7175AESJO 09/30/2027 02007 3.459999600 4,247,827.8200 122,479.02 07/31/2015 71X4075 7175BANLI 09/30/2022 02007 4.709998800 390,430.0000 15,324.37 07/31/2015 71X4075 7175BANPR 09/30/2022 02007 2.980000800 1,525,500.0000 37,883.26 07/31/2015 71X4075 7175BANRU 09/30/2023 02007 3.480001200 1,212,000.0000 35,148.01 07/31/2015 71X4075 7175BKMED 09/30/2016 02007 4.659998400 671,599.4800 26,080.44 07/31/2015 71X4075 7175BYBLO 09/30/2022 02007 4.709998800 976,075.0000 38,310.93 07/31/2015 71X4075 7175CAFRT 09/30/2016 02007 4.730000400 40,388.9300 1,592.00 07/31/2015 71X4075 7175CALVR 09/30/2015 02007 4.820000400 13,250.0000 532.21 07/31/2015 71X4075 7175CHFL 09/30/2016 02007 4.880001600 845,455.0000 34,381.85 07/31/2015 71X4075 7175CMEC 09/30/2020 02007 4.690000800 5,035,000.0000 196,784.62 07/31/2015 71X4075 7175COMLA 09/30/2024 02007 4.380001200 4,678,099.5300 170,750.68 07/31/2015 71X4075 7175CRLB 09/30/2021 02007 4.880001600 195,588.8300 7,953.95 07/31/2015 71X4075 7175DELTP 09/30/2020 02007 4.680000000 5,928,000.0000 231,192.00 07/31/2015 71X4075 7175ENGRO 09/30/2016 02007 1.810000800 155,100.0000 2,339.43 07/31/2015 71X4075 7175FCPFD 09/30/2020 02007 5.270000400 721,600.0000 31,690.27 07/31/2015 71X4075 7175FICOH 09/30/2022 02007 4.709998800 1,068,750.0000 41,948.43 07/31/2015 71X4075 7175FRANS 09/30/2021 02007 4.880001600 109,738.3200 4,462.69 07/31/2015 71X4075 7175HELIO 09/30/2016 02007 3.039998400 5,470,000.0000 138,573.26 07/31/2015 71X4075 7175JMTR 09/30/2021 02007 4.880001600 185,307.0100 7,535.82 07/31/2015 71X4075 7175LOCKO 09/30/2015 02007 2.700000000 171,000.0000 3,847.50 07/31/2015 71X4075 7175MIDEA 09/30/2016 02007 4.950000000 1,247,810.0000 51,472.16 07/31/2015 71X4075 7175REFRM 09/30/2016 02007 3.830000400 16,671,344.6000 532,093.80 07/31/2015 71X4075 7175TURKI 09/30/2016 02007 4.719999600 224,065.0000 8,813.22 07/31/2015 71X4075 7175UMBRA 09/30/2016 02007 4.690000800 350.0000 13.68 07/31/2015 71X4075 7175ALSIS 09/30/2015 02008 1.000000800 1,460,640.0000 12,172.01 07/31/2015 71X4075 7175AUDI 09/30/2023 02008 3.440001600 841,940.0000 24,135.62 07/31/2015 71X4075 7175BANRE 09/30/2018 02008 2.819998800 124,875.0000 2,934.56 07/31/2015 71X4075 7175BBVA 09/30/2018 02008 2.829999600 711,000.0000 16,767.75 07/31/2015 71X4075 7175BLUF 09/30/2018 02008 2.959999200 12,543,362.4300 309,402.86 07/31/2015 71X4075 7175INTBA 09/30/2018 02008 2.850001200 711,000.0000 16,886.26 07/31/2015 71X4075 7175MICOP 09/30/2016 02008 2.030000400 1,562,424.1800 26,431.01 07/31/2015 71X4075 7175N-AIR 09/30/2015 02008 2.520000000 2,000,000.0000 42,000.00 07/31/2015 71X4075 7175SAWHF 09/30/2017 02008 5.079999600 5,497,800.0000 232,740.18 07/31/2015 71X4075 717500009 09/30/2018 02009 1.580000400 616,200.0000 0.00 07/31/2015 71X4075 7175BACA 09/30/2026 02009 2.490001200 4,845,000.0000 100,533.80 07/31/2015 71X4075 7175BACB 09/30/2027 02009 1.779998400 377,000.0000 5,592.16 07/31/2015 71X4075 7175BACGT 09/30/2024 02009 2.220001200 758,520.0000 14,032.63 07/31/2015 71X4075 7175BACNA 09/30/2024 02009 2.300000400 545,000.0000 10,445.84 07/31/2015 71X4075 7175BACPA 09/30/2024 02009 2.080000800 128,500.0000 2,227.33 07/31/2015 71X4075 7175BAUDI 09/30/2024 02009 2.530000800 2,134,415.0000 45,000.60 07/31/2015 71X4075 7175BLUE 09/30/2021 02009 2.220001200 12,540,342.0600 231,996.45 07/31/2015 71X4075 7175BYB2 09/30/2024 02009 2.099998800 2,189,600.0000 38,317.98 07/31/2015 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 18,975.86 07/31/2015 71X4075 7175CASDI 09/30/2015 02009 1.339999200 117,541.1300 1,312.54 07/31/2015 71X4075 7175CHOUS 09/30/2022 02009 1.400000400 5,392,000.0000 62,906.68 07/31/2015 71X4075 7175DESI 09/30/2030 02009 4.719999600 21,192,000.0000 833,551.93 07/31/2015 71X4075 7175ECPF3 09/30/2015 02009 3.430000800 4,645,350.0000 132,779.62 07/31/2015 71X4075 7175HALYK 09/30/2024 02009 2.220001200 4,596,000.0000 85,026.05 07/31/2015 71X4075 7175HONDA 09/30/2024 02009 2.250000000 1,032,000.0000 19,350.00 07/31/2015 71X4075 7175ICETI 09/30/2023 02009 1.890000000 226,821.4300 0.00 07/31/2015 71X4075 7175IKH 09/30/2021 02009 1.710000000 7,402,599.9700 105,487.05 07/31/2015 71X4075 7175JSCCT 09/30/2019 02009 1.460001600 3,102,000.0000 37,741.04 07/31/2015 71X4075 7175LAGOS 09/30/2018 02009 3.170001600 699,300.0000 18,473.18 07/31/2015 71X4075 7175PALRL 09/30/2015 02009 4.439998800 6,526,000.0000 241,461.93 07/31/2015 71X4075 7175PANAM 09/30/2016 02009 2.739999600 784,500.0000 17,912.75 07/31/2015 71X4075 7175PROMO 09/30/2030 02009 4.200001200 23,900,000.0000 836,500.24 07/31/2015 71X4075 7175SPAND 09/30/2021 02009 1.310000400 3,263,950.0100 35,631.47 07/31/2015 71X4075 7175SPANF 09/30/2021 02009 1.000000800 3,220,598.7400 26,838.34 07/31/2015 71X4075 7175TGBAS 09/30/2020 02009 1.869998400 5,550,000.0000 86,487.43 07/31/2015 71X4075 7175ACFC 09/30/2016 02010 1.000000800 312,696.0000 2,605.80 07/31/2015 71X4075 7175BMED 09/30/2023 02010 2.109999600 1,917,600.0000 33,717.79 07/31/2015 71X4075 7175CBCON 09/30/2020 02010 2.490001200 1,995,000.0000 41,396.27 07/31/2015 71X4075 7175CHBAN 09/30/2020 02010 2.430000000 1,692,000.0000 34,263.00 07/31/2015 71X4075 7175ECP3 09/30/2019 02010 1.000000800 2,099,650.0000 17,497.10 07/31/2015 71X4075 7175HELO2 09/30/2020 02010 2.189998800 6,440,000.0000 117,529.94 07/31/2015 71X4075 7175HIPO 09/30/2041 02010 3.420000000 10,274,211.5600 292,815.03 07/31/2015 71X4075 7175JAREM 09/30/2017 02010 1.000000800 1,444,500.0000 12,037.51 07/31/2015 71X4075 7175JSCPG 09/30/2020 02010 1.000000800 996,000.0000 8,300.01 07/31/2015 71X4075 7175KIEDF 09/30/2024 02010 3.549999600 597,000.0000 17,661.25 07/31/2015 71X4075 7175MGF 09/30/2017 02010 2.300000400 638,400.0000 12,236.00 07/31/2015 71X4075 7175SACEF 09/30/2021 02010 2.409998400 1,758,900.0000 35,324.55 07/31/2015 71X4075 7175SEKMG 09/30/2031 02010 1.699999200 3,900,000.0000 55,249.97 07/31/2015 71X4075 7175W3YES 09/30/2016 02010 1.410001200 2,500.0000 29.38 07/31/2015 71X4075 717500009 09/30/2018 02011 1.580000400 1,270,200.0000 16,724.30 07/31/2015 71X4075 717500017 09/30/2018 02011 0.870001200 270,000.0000 1,957.50 07/31/2015 71X4075 717500019 09/30/2026 02011 3.909999600 1,765,470.0000 57,524.89 07/31/2015 71X4075 717500021 09/30/2017 02011 1.410001200 4,410,000.0000 51,817.54 07/31/2015 71X4075 717500023 09/30/2031 02011 3.700000800 52,483,000.0000 1,618,226.18 07/31/2015 71X4075 717500025 09/30/2030 02011 1.509998400 17,084,700.0000 214,982.25 07/31/2015 71X4075 717500033 09/30/2027 02011 1.069999200 1,665,310.0000 14,849.00 07/31/2015 71X4075 7175ADP3 09/30/2018 02011 3.030001200 7,837,170.0000 197,888.62 07/31/2015 71X4075 7175AMIH 09/30/2021 02011 4.250001600 693,630.0000 24,566.07 07/31/2015 71X4075 7175BELP 09/30/2016 02011 2.450001600 630,000.0000 12,862.51 07/31/2015 71X4075 7175CCP 09/30/2019 02011 2.000001600 2,232,000.0000 37,200.03 07/31/2015 71X4075 7175DRILL 09/30/2016 02011 1.400000400 89,975.0000 1,049.71 07/31/2015 71X4075 7175GLBK 09/30/2019 02011 1.990000800 1,452,000.0000 24,079.01 07/31/2015 71X4075 7175ICETI 09/30/2023 02011 1.890000000 687,428.5900 10,827.00 07/31/2015 71X4075 7175JOSHI 09/30/2015 02011 1.479999600 295,200.0000 3,640.80 07/31/2015 71X4075 7175MEACP 09/30/2016 02011 4.250001600 1,791.6100 63.45 07/31/2015 71X4075 7175PANNO 09/30/2021 02011 1.130000400 7,602,000.0000 71,585.53 07/31/2015 71X4075 7175PARKO 09/30/2015 02011 1.640001600 374,400.0000 5,116.80 07/31/2015 71X4075 7175SAFRA 09/30/2016 02011 1.000000800 79,305.0000 660.88 07/31/2015 71X4075 717500038 09/30/2019 02012 1.620000000 792,000.0000 10,692.00 07/31/2015 71X4075 717500043 09/30/2020 02012 1.000000800 1,104,000.0000 9,200.01 07/31/2015 71X4075 717500046 09/30/2030 02012 1.479999600 627,520.0000 7,739.41 07/31/2015 71X4075 717501195 09/30/2018 02012 1.000000800 423,500.0000 3,529.17 07/31/2015 71X4075 717501197 09/30/2025 02012 1.000000800 26,716,093.5500 222,634.29 07/31/2015 71X4075 717501198 09/30/2019 02012 1.460001600 1,584,275.0000 19,275.37 07/31/2015 71X4075 717501199 09/30/2019 02012 0.770000400 1,458,000.0000 9,355.50 07/31/2015 71X4075 717501200 09/30/2028 02012 2.779999200 15,015,000.0000 347,847.40 07/31/2015 71X4075 717501201 09/30/2017 02012 1.310000400 433,750.0000 4,735.11 07/31/2015 71X4075 717501203 09/30/2017 02012 0.500000400 66,909.3800 278.79 07/31/2015 71X4075 717501403 09/30/2018 02012 3.570001200 46,102.6800 1,371.56 07/31/2015 71X4075 717501405 09/30/2019 02012 2.810001600 584,796.9000 13,694.00 07/31/2015 71X4075 717501406 09/30/2018 02012 3.480001200 6,792.5000 196.98 07/31/2015 71X4075 717501407 09/30/2017 02012 0.810000000 43,750.0000 295.31 07/31/2015 71X4075 717501411 09/30/2022 02012 2.199999600 57,720.0000 1,058.20 07/31/2015 71X4075 717501413 09/30/2018 02012 1.249999200 88,880.0000 925.83 07/31/2015 71X4075 717501417 09/30/2020 02012 1.059998400 1,737,000.0000 15,343.48 07/31/2015 71X4075 717501425 09/30/2017 02012 1.249999200 50,240.0000 523.33 07/31/2015 71X4075 717501427 09/30/2026 02012 1.329998400 54,176,585.0000 600,456.43 07/31/2015 71X4075 717501432 09/30/2031 02012 1.749999600 25,182,275.0000 367,241.43 07/31/2015 71X4075 717501442 09/30/2018 02012 0.749998800 86,185.0000 538.66 07/31/2015 71X4075 717501443 09/30/2018 02012 0.720000000 51,000.0000 306.00 07/31/2015 71X4075 717501446 09/30/2021 02012 3.440001600 517,000.0000 14,820.67 07/31/2015 71X4075 717501448 09/30/2030 02012 2.350000800 12,275,000.0000 240,385.50 07/31/2015 71X4075 717501456 09/30/2015 02012 0.380001600 16,380.0000 51.87 07/31/2015 71X4075 717501457 09/30/2028 02012 1.500001200 40,604,630.0000 507,558.28 07/31/2015 71X4075 717501460 09/30/2028 02012 3.179998800 1,484,454.2800 39,338.02 07/31/2015 71X4075 717501461 09/30/2034 02012 2.919999600 22,737,523.7800 553,279.67 07/31/2015 71X4075 717501462 09/30/2022 02012 2.369998800 99,552.2100 1,966.16 07/31/2015 71X4075 7175N-IMO 09/30/2016 02012 1.980000000 23,145.0000 381.89 07/31/2015 71X4075 717501466 09/30/2016 02013 1.350000000 104,300.0000 1,173.38 07/31/2015 71X4075 717501467 09/30/2016 02013 0.920001600 104,300.0000 799.63 07/31/2015 71X4075 717501468 09/30/2017 02013 0.630000000 777,000.0000 4,079.25 07/31/2015 71X4075 717501469 09/30/2017 02013 1.249999200 122,850.0000 1,279.69 07/31/2015 71X4075 717501470 09/30/2017 02013 1.159999200 404,550.0000 3,910.65 07/31/2015 71X4075 717501472 09/30/2020 02013 1.000000800 2,001,000.0000 16,675.01 07/31/2015 71X4075 717501477 09/30/2024 02013 1.640001600 1,889,465.0000 25,822.71 07/31/2015 71X4075 717501479 09/30/2016 02013 0.569998800 160,000.0000 760.00 07/31/2015 71X4075 717501486 09/30/2042 02013 2.210000400 6,883,260.0000 126,766.73 07/31/2015 71X4075 717501491 09/30/2021 02013 3.150000000 62,850.0000 1,649.81 07/31/2015 71X4075 717501501 09/30/2031 02013 1.689998400 19,845,715.0000 279,493.55 07/31/2015 71X4075 717501506 09/30/2025 02013 1.320001200 39,763,475.0000 437,398.62 07/31/2015 71X4075 717501507 09/30/2025 02013 2.400001200 861,840.0000 17,236.81 07/31/2015 71X4075 717501510 09/30/2033 02013 2.689999200 29,116,500.0000 652,694.68 07/31/2015 71X4075 717501515 09/30/2026 02013 2.099998800 6,532,680.0000 114,321.83 07/31/2015 71X4075 717501516 09/30/2021 02013 1.900000800 3,531,000.0000 55,907.52 07/31/2015 71X4075 717501538 09/30/2030 02013 2.419999200 8,384,570.0000 169,088.77 07/31/2015 71X4075 717501540 09/30/2033 02013 2.700000000 34,815,900.0000 783,357.75 07/31/2015 71X4075 7175JHB4T 09/30/2016 02013 2.779999200 8,765.0000 203.06 07/31/2015 71X4075 717501543 09/30/2017 02014 1.869998400 131,600.0000 2,050.76 07/31/2015 71X4075 717501545 09/30/2021 02014 2.130001200 333,000.0000 5,910.75 07/31/2015 71X4075 717501546 09/30/2034 02014 1.789999200 2,662,784.0000 39,719.84 07/31/2015 71X4075 717501550 09/30/2015 02014 1.230001200 2,538,000.0000 26,014.53 07/31/2015 71X4075 717501551 09/30/2020 02014 1.190001600 2,463,000.0000 24,424.78 07/31/2015 71X4075 717501558 09/30/2020 02014 1.299999600 1,147,885.7400 12,435.43 07/31/2015 71X4075 717501559 09/30/2021 02014 1.590001200 2,464,361.0900 32,652.81 07/31/2015 71X4075 717501562 09/30/2019 02014 1.720000800 40,947.6700 586.92 07/31/2015 71X4075 717501563 09/30/2033 02014 1.770001200 9,356,805.5600 138,012.98 07/31/2015 71X4075 717501566 09/30/2026 02014 1.400000400 16,320,000.0000 190,400.05 07/31/2015 71X4075 717501572 09/30/2044 02014 1.260000000 1,411,875.0000 14,824.69 07/31/2015 71X4075 717501575 09/30/2019 02014 1.500001200 23,520.0000 294.00 07/31/2015 71X4075 717501576 09/30/2017 02014 1.230001200 379,236.0500 3,887.17 07/31/2015 71X4075 717501578 09/30/2022 02014 1.000000800 9,912,000.0000 82,600.07 07/31/2015 71X4075 717501591 09/30/2026 02014 1.550001600 1,476,000.0000 19,065.02 07/31/2015 71X4075 717501597 09/30/2031 02014 1.590001200 520,950.0000 6,902.59 07/31/2015 71X4075 717501598 09/30/2034 02014 1.590001200 937,500.0000 12,421.88 07/31/2015 71X4075 717501602 09/30/2022 02014 1.559998800 840,000.0000 10,919.99 07/31/2015 71X4075 717501605 09/30/2029 02014 1.540000800 19,052,000.0000 244,500.79 07/31/2015 71X4075 717501608 09/30/2033 02014 1.550001600 3,124,970.0000 40,364.24 07/31/2015 71X4075 717501883 09/30/2022 02014 1.550001600 97,500.0000 1,259.38 07/31/2015 71X4075 7175BUTTR 09/30/2029 02014 1.749999600 31,352,917.5800 457,229.94 07/31/2015 71X4075 717501886 09/30/2020 02015 2.000001600 246,933.3300 4,115.56 07/31/2015 71X4075 717501886 09/30/2023 02015 2.000001600 3,333,538.2800 55,559.02 07/31/2015 71X4075 717501887 09/30/2020 02015 2.009998800 36,400.0000 609.70 07/31/2015 71X4075 717501898 09/30/2026 02015 2.009998800 4,036,890.0000 67,617.87 07/31/2015 71X4075 717501901 09/30/2020 02015 2.009998800 43,750.0000 732.81 07/31/2015 71X4075 717501902 09/30/2020 02015 2.030000400 21,875.0000 370.05 07/31/2015 71X4075 717501903 09/30/2020 02015 2.009998800 43,750.0000 732.81 07/31/2015 71X4075 717501919 09/30/2025 02015 2.009998800 4,563,000.0000 76,430.20 07/31/2015 ------------------------ ---------------------- 1,086,303,061.8000 26,659,596.95 ======================== ====================== 1,086,303,061.8000 26,659,596.95 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00