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 106.22 10/31/2014 71X4075 7175COMPG 09/30/2017 01993 6.770001600 3,495,000.0000 19,717.63 10/31/2014 71X4075 7175PAIT 09/30/2020 01995 6.400000800 52,308,135.0000 278,976.75 10/31/2014 71X4075 7175AQUA 09/30/2015 01996 5.429998800 14,174,737.9300 64,140.67 10/31/2014 71X4075 7175NBRID 09/30/2020 01996 6.000001200 9,545,278.0700 47,726.40 10/31/2014 71X4075 7175SOMOT 09/30/2020 01999 4.520001600 36,490,000.0000 137,445.72 10/31/2014 71X4075 7175GRCIR 09/30/2023 02000 4.489999200 60,689,739.6800 227,080.74 10/31/2014 71X4075 7175WLPRO 09/30/2016 02000 3.949999200 70,478.1000 231.99 10/31/2014 71X4075 7175CBPAK 09/30/2020 02001 3.520000800 3,435,000.0000 10,076.00 10/31/2014 71X4075 7175N-CBR 09/30/2016 02002 4.269999600 605,371.0400 2,154.11 10/31/2014 71X4075 7175QUIPO 09/30/2021 02003 2.689999200 7,000,000.0000 15,691.66 10/31/2014 71X4075 7175VYSOT 09/30/2016 02003 3.610000800 961,775.0000 2,893.34 10/31/2014 71X4075 7175GOLDK 09/30/2020 02004 4.510000800 1,502,185.3300 5,645.71 10/31/2014 71X4075 7175HRVAT 09/30/2016 02004 3.639999600 1,578,930.0000 4,789.42 10/31/2014 71X4075 7175N-ZDC 09/30/2022 02004 4.659998400 10,840,000.0000 42,095.32 10/31/2014 71X4075 7175PALAD 09/30/2016 02004 1.220000400 4,424,000.0000 4,497.73 10/31/2014 71X4075 7175VESPU 09/30/2022 02004 3.859999200 9,680,000.0000 31,137.33 10/31/2014 71X4075 7175ECP2 09/30/2016 02005 3.999999600 456,270.0000 1,520.90 10/31/2014 71X4075 7175ETHOS 09/30/2016 02005 3.999999600 2,293,750.0000 7,645.83 10/31/2014 71X4075 7175IEC 09/30/2026 02005 4.860000000 14,273,184.5900 57,806.40 10/31/2014 71X4075 7175ISAGE 09/30/2026 02005 4.849999200 22,900,440.0000 92,555.93 10/31/2014 71X4075 7175MEII8 09/30/2021 02005 1.249999200 572,165.7000 596.01 10/31/2014 71X4075 7175MEII9 09/30/2021 02005 1.249999200 188,485.3600 196.34 10/31/2014 71X4075 7175MEIIA 09/30/2018 02005 1.249999200 84,586.6700 88.11 10/31/2014 71X4075 7175MEIIC 09/30/2021 02005 1.249999200 220,994.5200 230.20 10/31/2014 71X4075 7175MEIIH 09/30/2017 02005 1.249999200 121,431.1700 126.49 10/31/2014 71X4075 7175MEIIJ 09/30/2017 02005 1.249999200 110,632.3900 115.24 10/31/2014 71X4075 7175MEIJA 09/30/2018 02005 1.249999200 137,483.0500 143.21 10/31/2014 71X4075 7175PBTL 09/30/2023 02005 4.709998800 3,008,108.2200 11,806.82 10/31/2014 71X4075 7175SOUES 09/30/2016 02005 2.379999600 7,449,750.0000 14,775.34 10/31/2014 71X4075 7175TRKEK 09/30/2016 02005 4.770000000 30,575.0000 121.54 10/31/2014 71X4075 7175BANKG 09/30/2016 02006 4.770000000 166,725.0000 662.73 10/31/2014 71X4075 7175DARPR 09/30/2017 02006 2.009998800 550,760.0000 922.52 10/31/2014 71X4075 7175MENA 09/30/2018 02006 2.859998400 587,940.0000 1,401.26 10/31/2014 71X4075 7175ACF3 09/30/2016 02007 1.059998400 1,224,531.0000 1,081.67 10/31/2014 71X4075 7175ACFB 09/30/2016 02007 1.350000000 1,930,153.0000 2,171.42 10/31/2014 71X4075 7175ACFIN 09/30/2016 02007 1.950001200 2,101,552.0000 3,415.02 10/31/2014 71X4075 7175AESJO 09/30/2027 02007 3.459999600 4,247,827.8200 12,247.90 10/31/2014 71X4075 7175BANLI 09/30/2022 02007 4.709998800 390,430.0000 1,532.44 10/31/2014 71X4075 7175BANPR 09/30/2022 02007 2.980000800 1,525,500.0000 3,788.33 10/31/2014 71X4075 7175BANRU 09/30/2023 02007 3.480001200 1,212,000.0000 3,514.80 10/31/2014 71X4075 7175BKMED 09/30/2016 02007 4.659998400 671,599.4800 2,608.04 10/31/2014 71X4075 7175BYBLO 09/30/2022 02007 4.709998800 976,075.0000 3,831.09 10/31/2014 71X4075 7175CAFRT 09/30/2016 02007 4.730000400 40,388.9300 159.20 10/31/2014 71X4075 7175CALVR 09/30/2015 02007 4.820000400 13,250.0000 53.22 10/31/2014 71X4075 7175CHFL 09/30/2016 02007 4.880001600 845,455.0000 3,438.18 10/31/2014 71X4075 7175CMEC 09/30/2020 02007 4.690000800 5,035,000.0000 19,678.46 10/31/2014 71X4075 7175COMLA 09/30/2024 02007 4.380001200 4,678,099.5300 17,075.07 10/31/2014 71X4075 7175CRLB 09/30/2021 02007 4.880001600 195,588.8300 795.39 10/31/2014 71X4075 7175DELTP 09/30/2020 02007 4.680000000 5,928,000.0000 23,119.20 10/31/2014 71X4075 7175ENGRO 09/30/2016 02007 1.810000800 155,100.0000 233.94 10/31/2014 71X4075 7175FCPFD 09/30/2020 02007 5.270000400 721,600.0000 3,169.03 10/31/2014 71X4075 7175FICOH 09/30/2022 02007 4.709998800 1,068,750.0000 4,194.84 10/31/2014 71X4075 7175FRANS 09/30/2021 02007 4.880001600 109,738.3200 446.27 10/31/2014 71X4075 7175HELIO 09/30/2016 02007 3.039998400 5,470,000.0000 13,857.33 10/31/2014 71X4075 7175JMTR 09/30/2021 02007 4.880001600 185,307.0100 753.58 10/31/2014 71X4075 7175LOCKO 09/30/2015 02007 2.700000000 171,000.0000 384.75 10/31/2014 71X4075 7175MIDEA 09/30/2016 02007 4.950000000 1,247,810.0000 5,147.22 10/31/2014 71X4075 7175TURKI 09/30/2016 02007 4.719999600 224,065.0000 881.32 10/31/2014 71X4075 7175UMBRA 09/30/2016 02007 4.690000800 350.0000 1.37 10/31/2014 71X4075 7175ALSIS 09/30/2015 02008 1.000000800 1,460,640.0000 1,217.20 10/31/2014 71X4075 7175AUDI 09/30/2023 02008 3.440001600 841,940.0000 2,413.56 10/31/2014 71X4075 7175BANRE 09/30/2018 02008 2.819998800 124,875.0000 293.46 10/31/2014 71X4075 7175BBVA 09/30/2018 02008 2.829999600 711,000.0000 1,676.77 10/31/2014 71X4075 7175BLUF 09/30/2018 02008 2.959999200 12,543,362.4300 30,940.29 10/31/2014 71X4075 7175INTBA 09/30/2018 02008 2.850001200 711,000.0000 1,688.63 10/31/2014 71X4075 7175N-AIR 09/30/2015 02008 2.520000000 2,000,000.0000 4,200.00 10/31/2014 71X4075 7175SAWHF 09/30/2017 02008 5.079999600 5,497,800.0000 23,274.02 10/31/2014 71X4075 7175BACA 09/30/2026 02009 2.490001200 4,845,000.0000 10,053.38 10/31/2014 71X4075 7175BACB 09/30/2027 02009 1.779998400 377,000.0000 559.22 10/31/2014 71X4075 7175BACGT 09/30/2024 02009 2.220001200 758,520.0000 1,403.26 10/31/2014 71X4075 7175BACNA 09/30/2024 02009 2.300000400 545,000.0000 1,044.58 10/31/2014 71X4075 7175BACPA 09/30/2024 02009 2.080000800 128,500.0000 222.73 10/31/2014 71X4075 7175BAUDI 09/30/2024 02009 2.530000800 2,134,415.0000 4,500.06 10/31/2014 71X4075 7175BLUE 09/30/2021 02009 2.220001200 12,540,342.0600 23,199.65 10/31/2014 71X4075 7175BYB2 09/30/2024 02009 2.099998800 2,189,600.0000 3,831.80 10/31/2014 71X4075 7175CAPC 09/30/2018 02009 4.489999200 507,150.0000 1,897.59 10/31/2014 71X4075 7175CASDI 09/30/2015 02009 1.339999200 117,541.1300 131.25 10/31/2014 71X4075 7175CHOUS 09/30/2022 02009 1.400000400 5,392,000.0000 6,290.67 10/31/2014 71X4075 7175DESI 09/30/2030 02009 4.719999600 21,192,000.0000 83,355.19 10/31/2014 71X4075 7175ECPF3 09/30/2015 02009 3.430000800 4,645,350.0000 13,277.96 10/31/2014 71X4075 7175HALYK 09/30/2024 02009 2.220001200 4,596,000.0000 8,502.60 10/31/2014 71X4075 7175HONDA 09/30/2024 02009 2.250000000 1,032,000.0000 1,935.00 10/31/2014 71X4075 7175IKH 09/30/2021 02009 1.710000000 5,064,177.7500 7,216.45 10/31/2014 71X4075 7175JSCCT 09/30/2019 02009 1.460001600 3,102,000.0000 3,774.10 10/31/2014 71X4075 7175LAGOS 09/30/2018 02009 3.170001600 699,300.0000 1,847.32 10/31/2014 71X4075 7175PALRL 09/30/2015 02009 4.439998800 6,526,000.0000 24,146.19 10/31/2014 71X4075 7175PANAM 09/30/2016 02009 2.739999600 784,500.0000 1,791.27 10/31/2014 71X4075 7175PROMO 09/30/2030 02009 4.200001200 23,900,000.0000 83,650.02 10/31/2014 71X4075 7175SPAND 09/30/2021 02009 1.310000400 3,263,950.0100 3,563.15 10/31/2014 71X4075 7175SPANF 09/30/2021 02009 1.000000800 3,220,598.7400 2,683.83 10/31/2014 71X4075 7175TGBAS 09/30/2020 02009 1.869998400 5,550,000.0000 8,648.74 10/31/2014 71X4075 7175ACFC 09/30/2016 02010 1.000000800 312,696.0000 260.58 10/31/2014 71X4075 7175BMED 09/30/2023 02010 2.109999600 1,917,600.0000 3,371.78 10/31/2014 71X4075 7175CBCON 09/30/2020 02010 2.490001200 1,995,000.0000 4,139.63 10/31/2014 71X4075 7175CHBAN 09/30/2020 02010 2.430000000 1,692,000.0000 3,426.30 10/31/2014 71X4075 7175ECP3 09/30/2019 02010 1.000000800 2,099,650.0000 1,749.71 10/31/2014 71X4075 7175HELO2 09/30/2020 02010 2.189998800 6,440,000.0000 11,752.99 10/31/2014 71X4075 7175HIPO 09/30/2041 02010 3.420000000 10,274,211.5600 29,281.50 10/31/2014 71X4075 7175JAREM 09/30/2017 02010 1.000000800 1,444,500.0000 1,203.75 10/31/2014 71X4075 7175JSCPG 09/30/2020 02010 1.000000800 996,000.0000 830.00 10/31/2014 71X4075 7175KIEDF 09/30/2024 02010 3.549999600 597,000.0000 1,766.12 10/31/2014 71X4075 7175MGF 09/30/2017 02010 2.300000400 638,400.0000 1,223.60 10/31/2014 71X4075 7175SEKMG 09/30/2031 02010 1.699999200 3,900,000.0000 5,525.00 10/31/2014 71X4075 7175W3YES 09/30/2016 02010 1.410001200 2,500.0000 2.94 10/31/2014 71X4075 717500009 09/30/2018 02011 1.580000400 651,300.0000 857.55 10/31/2014 71X4075 717500017 09/30/2018 02011 0.870001200 270,000.0000 195.75 10/31/2014 71X4075 717500019 09/30/2026 02011 3.909999600 1,765,470.0000 5,752.49 10/31/2014 71X4075 717500021 09/30/2017 02011 1.410001200 4,410,000.0000 5,181.75 10/31/2014 71X4075 717500023 09/30/2031 02011 3.700000800 52,483,000.0000 161,822.62 10/31/2014 71X4075 717500025 09/30/2030 02011 1.509998400 17,084,700.0000 21,498.22 10/31/2014 71X4075 717500033 09/30/2027 02011 1.069999200 1,665,310.0000 1,484.90 10/31/2014 71X4075 7175ADP3 09/30/2018 02011 3.030001200 7,837,170.0000 19,788.86 10/31/2014 71X4075 7175AMIH 09/30/2021 02011 4.250001600 336,760.0000 1,192.69 10/31/2014 71X4075 7175BELP 09/30/2016 02011 2.450001600 630,000.0000 1,286.25 10/31/2014 71X4075 7175DRILL 09/30/2016 02011 1.400000400 89,975.0000 104.97 10/31/2014 71X4075 7175GLBK 09/30/2019 02011 1.990000800 1,452,000.0000 2,407.90 10/31/2014 71X4075 7175ICETI 09/30/2023 02011 1.890000000 459,910.7200 724.36 10/31/2014 71X4075 7175ICETI 09/30/2024 02011 1.890000000 114,107.1500 179.72 10/31/2014 71X4075 7175JOSHI 09/30/2015 02011 1.479999600 295,200.0000 364.08 10/31/2014 71X4075 7175MEACP 09/30/2016 02011 4.250001600 1,791.6100 6.35 10/31/2014 71X4075 7175PANNO 09/30/2021 02011 1.130000400 7,602,000.0000 7,158.55 10/31/2014 71X4075 7175PARKO 09/30/2015 02011 1.640001600 374,400.0000 511.68 10/31/2014 71X4075 7175SAFRA 09/30/2016 02011 1.000000800 79,305.0000 66.09 10/31/2014 71X4075 717500038 09/30/2019 02012 1.620000000 792,000.0000 1,069.20 10/31/2014 71X4075 717500043 09/30/2020 02012 1.000000800 1,104,000.0000 920.00 10/31/2014 71X4075 717500046 09/30/2030 02012 1.479999600 627,520.0000 773.94 10/31/2014 71X4075 717501195 09/30/2018 02012 1.000000800 423,500.0000 352.92 10/31/2014 71X4075 717501197 09/30/2025 02012 1.000000800 3,850,000.0000 3,208.34 10/31/2014 71X4075 717501198 09/30/2019 02012 1.460001600 1,584,275.0000 1,927.54 10/31/2014 71X4075 717501199 09/30/2019 02012 0.770000400 1,458,000.0000 935.55 10/31/2014 71X4075 717501200 09/30/2028 02012 2.779999200 15,015,000.0000 34,784.74 10/31/2014 71X4075 717501201 09/30/2017 02012 1.310000400 433,750.0000 473.51 10/31/2014 71X4075 717501203 09/30/2017 02012 0.500000400 66,909.3800 27.88 10/31/2014 71X4075 717501403 09/30/2018 02012 3.570001200 18,257.4700 54.32 10/31/2014 71X4075 717501403 09/30/2022 02012 3.570001200 1,292.0700 3.84 10/31/2014 71X4075 717501405 09/30/2019 02012 2.810001600 584,796.9000 1,369.40 10/31/2014 71X4075 717501406 09/30/2018 02012 3.480001200 6,792.5000 19.70 10/31/2014 71X4075 717501407 09/30/2017 02012 0.810000000 43,750.0000 29.53 10/31/2014 71X4075 717501411 09/30/2022 02012 2.199999600 57,720.0000 105.82 10/31/2014 71X4075 717501413 09/30/2018 02012 1.249999200 88,880.0000 92.58 10/31/2014 71X4075 717501417 09/30/2020 02012 1.059998400 1,737,000.0000 1,534.35 10/31/2014 71X4075 717501425 09/30/2017 02012 1.249999200 50,240.0000 52.33 10/31/2014 71X4075 717501427 09/30/2026 02012 1.329998400 54,176,585.0000 60,045.64 10/31/2014 71X4075 717501432 09/30/2031 02012 1.749999600 25,182,275.0000 36,724.14 10/31/2014 71X4075 717501442 09/30/2018 02012 0.749998800 86,185.0000 53.87 10/31/2014 71X4075 717501443 09/30/2018 02012 0.720000000 51,000.0000 30.60 10/31/2014 71X4075 717501446 09/30/2021 02012 3.440001600 517,000.0000 1,482.07 10/31/2014 71X4075 717501456 09/30/2015 02012 0.380001600 16,380.0000 5.19 10/31/2014 71X4075 717501457 09/30/2028 02012 1.500001200 40,604,630.0000 50,755.83 10/31/2014 71X4075 717501460 09/30/2028 02012 3.179998800 1,413,412.4000 3,745.54 10/31/2014 71X4075 717501461 09/30/2034 02012 2.919999600 22,737,523.7800 55,327.97 10/31/2014 71X4075 7175N-IMO 09/30/2016 02012 1.980000000 23,145.0000 38.19 10/31/2014 71X4075 717501466 09/30/2016 02013 1.350000000 104,300.0000 117.34 10/31/2014 71X4075 717501467 09/30/2016 02013 0.920001600 104,300.0000 79.96 10/31/2014 71X4075 717501468 09/30/2017 02013 0.630000000 777,000.0000 407.93 10/31/2014 71X4075 717501469 09/30/2017 02013 1.249999200 122,850.0000 127.97 10/31/2014 71X4075 717501470 09/30/2017 02013 1.159999200 404,550.0000 391.06 10/31/2014 71X4075 717501472 09/30/2020 02013 1.000000800 2,001,000.0000 1,667.50 10/31/2014 71X4075 717501477 09/30/2024 02013 1.640001600 1,889,465.0000 2,582.27 10/31/2014 71X4075 717501479 09/30/2016 02013 0.569998800 160,000.0000 76.00 10/31/2014 71X4075 717501486 09/30/2042 02013 2.210000400 6,883,260.0000 12,676.67 10/31/2014 71X4075 717501491 09/30/2021 02013 3.150000000 17,850.0000 46.86 10/31/2014 71X4075 717501501 09/30/2031 02013 1.689998400 19,845,715.0000 27,949.36 10/31/2014 71X4075 717501506 09/30/2025 02013 1.320001200 39,763,475.0000 43,739.86 10/31/2014 71X4075 717501507 09/30/2025 02013 2.400001200 430,920.0000 861.84 10/31/2014 71X4075 717501510 09/30/2033 02013 2.689999200 29,116,500.0000 65,269.47 10/31/2014 71X4075 717501515 09/30/2026 02013 2.099998800 2,236,080.0000 3,913.14 10/31/2014 71X4075 717501516 09/30/2021 02013 1.900000800 3,531,000.0000 5,590.75 10/31/2014 71X4075 717501538 09/30/2030 02013 2.419999200 8,384,570.0000 16,908.88 10/31/2014 71X4075 717501540 09/30/2033 02013 2.700000000 28,249,200.0000 63,560.70 10/31/2014 71X4075 7175JHB4T 09/30/2016 02013 2.779999200 8,765.0000 20.31 10/31/2014 71X4075 717501543 09/30/2017 02014 1.869998400 131,600.0000 205.08 10/31/2014 71X4075 717501545 09/30/2021 02014 2.130001200 333,000.0000 591.08 10/31/2014 71X4075 717501546 09/30/2034 02014 1.789999200 1,083,744.0000 1,616.58 10/31/2014 71X4075 717501550 09/30/2015 02014 1.230001200 2,538,000.0000 2,601.45 10/31/2014 71X4075 717501551 09/30/2020 02014 1.190001600 2,463,000.0000 2,442.48 10/31/2014 71X4075 717501558 09/30/2020 02014 1.299999600 1,147,885.7400 1,243.54 10/31/2014 71X4075 717501559 09/30/2021 02014 1.590001200 2,464,361.0900 3,265.28 10/31/2014 71X4075 717501562 09/30/2019 02014 1.720000800 40,947.6700 58.69 10/31/2014 71X4075 717501563 09/30/2033 02014 1.770001200 6,730,485.5600 9,927.47 10/31/2014 71X4075 717501566 09/30/2026 02014 1.400000400 16,320,000.0000 19,040.01 10/31/2014 71X4075 717501572 09/30/2044 02014 1.260000000 1,411,875.0000 1,482.47 10/31/2014 71X4075 717501576 09/30/2017 02014 1.230001200 202,836.0500 207.91 10/31/2014 71X4075 717501578 09/30/2022 02014 1.000000800 8,673,000.0000 7,227.51 10/31/2014 71X4075 7175BUTTR 09/30/2029 02014 1.749999600 11,918,477.5800 17,381.11 10/31/2014 ------------------------ ---------------------- 949,496,934.0900 2,440,272.37 ======================== ====================== 949,496,934.0900 2,440,272.37 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00