Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4074 7174JOPA 09/30/2023 02003 4.879999800 1,461,705.4700 11,888.54 11/30/2015 71X4074 7174LAFI3 09/30/2016 02003 4.309999920 839,295.0500 6,028.94 11/30/2015 71X4074 7174N-NM1 09/30/2017 02003 4.729999680 320,105.5100 2,523.50 11/30/2015 71X4074 7174ABUJA 09/30/2016 02004 4.779999720 171,885.8100 1,369.36 11/30/2015 71X4074 7174CASMA 09/30/2020 02004 4.009999680 3,284.6200 21.95 11/30/2015 71X4074 7174EMERG 09/30/2016 02004 4.399999920 4,816,052.8200 35,317.72 11/30/2015 71X4074 7174GILBT 09/30/2016 02004 3.829999680 88.3200 0.56 11/30/2015 71X4074 7174GOLCW 09/30/2016 02004 4.299999840 3,126.1200 22.40 11/30/2015 71X4074 7174IRAQM 09/30/2016 02004 4.369999680 176,465.9000 1,285.26 11/30/2015 71X4074 7174LAGRA 09/30/2016 02004 4.189999680 28,091.9700 196.18 11/30/2015 71X4074 7174PASTU 09/30/2020 02004 4.839999840 223,516.9600 1,803.04 11/30/2015 71X4074 7174PTUCA 09/30/2018 02004 4.819999680 1,240,863.7200 9,968.27 11/30/2015 71X4074 7174QTO 09/30/2016 02004 4.839999840 47,564.0100 383.68 11/30/2015 71X4074 7174SWEET 09/30/2016 02004 4.770000000 15,198.9900 120.83 11/30/2015 71X4074 7174CONDO 09/30/2016 02005 4.429999800 123,192.4000 909.57 11/30/2015 71X4074 7174FUTUR 09/30/2016 02005 4.839999840 2,246,472.9600 18,121.55 11/30/2015 71X4074 7174LUSAK 09/30/2019 02005 4.079999880 232,020.6400 1,577.74 11/30/2015 71X4074 7174SAFI 09/30/2016 02005 4.709999880 108,340.4100 850.47 11/30/2015 71X4074 7174BDCC 09/30/2022 02006 3.699999720 9,805,844.2800 60,469.37 11/30/2015 71X4074 7174BRAV1 09/30/2016 02006 4.749999840 2,904,935.4900 22,997.41 11/30/2015 71X4074 7174GANHO 09/30/2022 02006 3.259999800 12,276,748.2300 66,703.67 11/30/2015 71X4074 7174INTCO 09/30/2020 02006 4.500000000 890,491.0800 6,678.68 11/30/2015 71X4074 7174LAFIS 09/30/2023 02006 4.799999880 5,371,870.3300 42,974.96 11/30/2015 71X4074 7174LAFS3 09/30/2023 02006 3.519999720 5,488,058.0900 32,196.61 11/30/2015 71X4074 7174SALVA 09/30/2017 02006 4.399999920 397,655.7200 2,916.14 11/30/2015 71X4074 71741STMT 09/30/2023 02007 3.399999840 3,038,325.4500 17,217.18 11/30/2015 71X4074 7174AFGGR 09/30/2022 02007 2.799999720 14,303,499.2500 66,749.66 11/30/2015 71X4074 7174AMINS 09/30/2020 02007 4.819999680 20,609.9000 165.57 11/30/2015 71X4074 7174BDCC2 09/30/2028 02007 3.229999920 5,489,988.0600 29,554.44 11/30/2015 71X4074 7174BLH 09/30/2029 02007 3.179999880 2,965,340.8500 15,716.31 11/30/2015 71X4074 7174LEDFC 09/30/2022 02007 5.269999680 8,844,066.7900 77,680.39 11/30/2015 71X4074 7174N-NM2 09/30/2017 02007 4.729999680 54,441.1100 429.18 11/30/2015 71X4074 7174QTO2 09/30/2016 02007 4.779999720 9,020.1700 71.86 11/30/2015 71X4074 7174TAYL 09/30/2034 02007 3.929999760 35,653,818.2200 233,532.51 11/30/2015 71X4074 7174IMMDF 09/30/2016 02008 2.489999760 317,182.6200 1,316.31 11/30/2015 71X4074 7174INTMA 09/30/2035 02008 2.289999960 37,102,260.7600 141,606.96 11/30/2015 71X4074 7174LAFIS 09/30/2033 02008 3.739999680 6,073,465.5000 37,857.93 11/30/2015 71X4074 7174SUMMI 09/30/2016 02008 3.109999680 980,864.8200 5,084.15 11/30/2015 71X4074 7174AMKI 09/30/2020 02009 2.899999800 2,221,346.8100 10,736.51 11/30/2015 71X4074 7174AUSTA 09/30/2020 02009 1.949999760 4,054,701.5300 13,177.78 11/30/2015 71X4074 7174AZURE 09/30/2022 02009 2.869999920 4,027,246.0700 19,263.66 11/30/2015 71X4074 7174BAMAK 09/30/2023 02009 2.769999840 1,213,984.1900 5,604.56 11/30/2015 71X4074 7174BRACB 09/30/2016 02009 1.869999840 342,098.8900 1,066.21 11/30/2015 71X4074 7174CAIRO 09/30/2034 02009 4.069999800 20,910,101.6700 141,840.19 11/30/2015 71X4074 7174CJSTR 09/30/2019 02009 2.909999880 2,776,689.5000 13,466.94 11/30/2015 71X4074 7174CSILC 09/30/2019 02009 4.339999800 3,184,678.3500 23,035.84 11/30/2015 71X4074 7174CSILT 09/30/2016 02009 4.599999720 2,546,489.0400 19,523.08 11/30/2015 71X4074 7174CSIP 09/30/2016 02009 4.349999880 1,381,637.7300 10,016.87 11/30/2015 71X4074 7174EXPR 09/30/2018 02009 4.509999720 2,090,840.4200 15,716.15 11/30/2015 71X4074 7174FINAN 09/30/2018 02009 2.250000000 115,654.7400 433.71 11/30/2015 71X4074 7174GMTAT 09/30/2026 02009 1.759999680 11,350,102.0300 33,293.63 11/30/2015 71X4074 7174HUSK 09/30/2022 02009 1.359999720 639,454.0500 1,449.43 11/30/2015 71X4074 7174IMMD3 09/30/2018 02009 4.429999800 342,895.1800 2,531.71 11/30/2015 71X4074 7174JSCGA 09/30/2019 02009 3.119999760 10,917,541.9200 56,771.22 11/30/2015 71X4074 7174MONR 09/30/2027 02009 2.880000000 787,192.3900 3,778.52 11/30/2015 71X4074 7174MVEST 09/30/2016 02009 2.880000000 9,074,155.1400 43,555.94 11/30/2015 71X4074 7174PACCO 09/30/2018 02009 2.669999760 295,939.1600 1,316.93 11/30/2015 71X4074 7174PJWR 09/30/2017 02009 2.829999960 5,870,000.8000 27,686.84 11/30/2015 71X4074 7174RLJLI 09/30/2023 02009 3.159999720 7,437,423.6800 39,170.43 11/30/2015 71X4074 7174SANTE 09/30/2016 02009 2.669999760 6,299,348.5600 28,032.10 11/30/2015 71X4074 7174SESA 09/30/2020 02009 4.599999720 706,330.2500 5,415.20 11/30/2015 71X4074 7174SLID 09/30/2018 02009 2.829999960 9,423.1900 44.45 11/30/2015 71X4074 7174TIVGL 09/30/2016 02009 1.909999800 551,355.9600 1,755.15 11/30/2015 71X4074 7174TOGO 09/30/2029 02009 3.369999960 141,433,333.1900 794,383.89 11/30/2015 71X4074 7174VELIF 09/30/2017 02009 1.429999920 23,723,937.7000 56,542.05 11/30/2015 71X4074 7174VERDA 09/30/2032 02009 2.700000000 22,311,252.5500 100,400.64 11/30/2015 71X4074 7174AFGLC 09/30/2025 02010 2.299999680 8,302,619.7800 31,826.71 11/30/2015 71X4074 7174ALTAM 09/30/2025 02010 2.299999680 55,590,305.0000 213,096.17 11/30/2015 71X4074 7174AUTO 09/30/2018 02010 2.299999680 1,662,520.4300 6,372.99 11/30/2015 71X4074 7174AZURH 09/30/2026 02010 2.729999880 22,813,526.5300 103,801.55 11/30/2015 71X4074 7174BETSY 09/30/2022 02010 2.809999800 1,965,077.2000 9,203.11 11/30/2015 71X4074 7174C21 09/30/2017 02010 1.719999720 104,449.4600 299.42 11/30/2015 71X4074 7174CGS 09/30/2024 02010 2.299999680 81,399,901.3800 312,032.96 11/30/2015 71X4074 7174CPSIF 09/30/2016 02010 1.759999680 5,387,182.0600 15,802.40 11/30/2015 71X4074 7174DSP 09/30/2021 02010 2.579999760 40,448,747.1900 173,929.61 11/30/2015 71X4074 7174EQCM 09/30/2017 02010 2.919999960 4,441,182.5400 21,613.76 11/30/2015 71X4074 7174EYEF1 09/30/2017 02010 2.399999760 1,989,495.1800 7,957.98 11/30/2015 71X4074 7174FTFC 09/30/2020 02010 1.969999920 5,192,068.0600 17,047.29 11/30/2015 71X4074 7174GHANA 09/30/2032 02010 2.939999760 26,173,724.6300 128,251.25 11/30/2015 71X4074 7174GPSIS 09/30/2016 02010 1.620000000 1,252,854.1800 3,382.71 11/30/2015 71X4074 7174PLAZA 09/30/2021 02010 2.559999960 6,363,559.5200 27,151.19 11/30/2015 71X4074 7174PRCRH 09/30/2019 02010 3.219999840 26,866,086.4400 144,181.33 11/30/2015 71X4074 7174PTSM 09/30/2020 02010 1.969999920 431,794.9700 1,417.73 11/30/2015 71X4074 7174PTTUC 09/30/2016 02010 2.319999840 253,376.9200 979.72 11/30/2015 71X4074 7174QUAN 09/30/2016 02010 1.209999960 260,062.8900 524.46 11/30/2015 71X4074 7174SAFI2 09/30/2019 02010 1.149999840 98,140.9900 188.10 11/30/2015 71X4074 7174SUMMP 09/30/2017 02010 2.729999880 987,008.8700 4,490.89 11/30/2015 71X4074 7174TBCK 09/30/2021 02010 2.099999880 8,419,651.7200 29,468.78 11/30/2015 71X4074 717400006 09/30/2027 02011 1.739999880 18,387,611.9200 53,324.07 11/30/2015 71X4074 717400007 09/30/2021 02011 3.859999920 5,825,813.0800 37,479.40 11/30/2015 71X4074 717400012 09/30/2018 02011 1.579999680 18,263,240.4500 48,093.20 11/30/2015 71X4074 717400013 09/30/2020 02011 1.800000000 19,404,041.0900 58,212.12 11/30/2015 71X4074 717400018 09/30/2021 02011 1.089999720 2,200,915.6900 3,998.33 11/30/2015 71X4074 717400020 09/30/2021 02011 3.859999920 1,704,794.1700 10,967.51 11/30/2015 71X4074 717400022 09/30/2022 02011 3.859999920 2,579,534.6900 16,595.01 11/30/2015 71X4074 717400028 09/30/2017 02011 3.469999680 11,398,962.0100 65,924.00 11/30/2015 71X4074 717400032 09/30/2024 02011 3.859999920 20,688,039.5800 133,093.05 11/30/2015 71X4074 717400036 09/30/2034 02011 2.619999720 3,233,935.3300 14,121.52 11/30/2015 71X4074 717400037 09/30/2022 02011 1.419999840 27,684,579.5600 65,520.17 11/30/2015 71X4074 7174AERIS 09/30/2024 02011 2.829999960 54,935,605.3400 259,112.94 11/30/2015 71X4074 7174AMUB 09/30/2025 02011 1.929999960 8,986,486.3400 28,906.53 11/30/2015 71X4074 7174GAMMA 09/30/2018 02011 0.999999720 1,129,426.3600 1,882.38 11/30/2015 71X4074 7174HAITI 09/30/2018 02011 1.549999800 1,393,145.3100 3,598.96 11/30/2015 71X4074 7174JIMM 09/30/2018 02011 2.160000000 24,861.4200 89.50 11/30/2015 71X4074 7174MASSA 09/30/2021 02011 3.859999920 18,557,572.0400 119,387.05 11/30/2015 71X4074 7174PNET 09/30/2021 02011 3.679999920 305,863.4600 1,875.96 11/30/2015 71X4074 7174UOG 09/30/2021 02011 1.809999720 6,065,359.4500 18,297.17 11/30/2015 71X4074 717400039 09/30/2020 02012 2.129999760 659,758.3800 2,342.14 11/30/2015 71X4074 717400040 09/30/2023 02012 1.339999920 871,359.9400 1,946.04 11/30/2015 71X4074 717400045 09/30/2020 02012 0.999999720 414,361.6500 690.60 11/30/2015 71X4074 717400048 09/30/2018 02012 2.039999760 5,064,870.7800 17,220.56 11/30/2015 71X4074 717400049 09/30/2023 02012 1.369999800 3,692,406.8100 8,431.00 11/30/2015 71X4074 717401196 09/30/2019 02012 2.669999760 38,290,440.5700 170,392.46 11/30/2015 71X4074 717401424 09/30/2023 02012 2.529999720 5,410,011.3700 22,812.21 11/30/2015 71X4074 717401428 09/30/2017 02012 0.999999720 18,890,546.3200 31,484.24 11/30/2015 71X4074 717401429 09/30/2021 02012 2.299999680 67,693,961.8200 259,493.52 11/30/2015 71X4074 717401430 09/30/2019 02012 2.129999760 14,856,460.0000 52,740.43 11/30/2015 71X4074 717401434 09/30/2023 02012 1.299999960 2,693,443.2600 5,835.79 11/30/2015 71X4074 717401434 09/30/2033 02012 1.299999960 292,735.0000 634.26 11/30/2015 71X4074 717401435 09/30/2022 02012 1.329999840 19,225,387.0600 42,616.27 11/30/2015 71X4074 717401437 09/30/2019 02012 2.309999760 13,589,537.2600 52,319.72 11/30/2015 71X4074 717401444 09/30/2019 02012 2.309999760 3,720,248.3100 14,322.96 11/30/2015 71X4074 717401447 09/30/2028 02012 2.919999960 2,356,893.3400 11,470.21 11/30/2015 71X4074 717401450 09/30/2020 02012 2.229999840 5,023,593.2800 18,671.02 11/30/2015 71X4074 717401451 09/30/2023 02012 2.299999680 718,424.9200 2,753.96 11/30/2015 71X4074 717401452 09/30/2034 02012 3.259999800 11,023,324.8000 59,893.40 11/30/2015 71X4074 717401453 09/30/2019 02012 2.149999920 828,103.5800 2,967.37 11/30/2015 71X4074 717401454 09/30/2023 02012 1.459999800 947,956.2600 2,306.69 11/30/2015 71X4074 717401476 09/30/2023 02013 2.610000000 12,760,195.8700 55,506.85 11/30/2015 71X4074 717401480 09/30/2019 02013 1.639999800 1,314,890.7200 3,594.03 11/30/2015 71X4074 717401482 09/30/2025 02013 2.269999800 21,413,567.9600 81,014.67 11/30/2015 71X4074 717401487 09/30/2027 02013 1.949999760 7,777,252.7400 25,276.07 11/30/2015 71X4074 717401492 09/30/2027 02013 1.839999960 29,802,027.3800 91,392.88 11/30/2015 71X4074 717401493 09/30/2024 02013 2.469999960 5,451,943.6400 22,443.83 11/30/2015 71X4074 717401495 09/30/2024 02013 2.179999800 4,336,575.4800 15,756.22 11/30/2015 71X4074 717401496 09/30/2020 02013 1.239999840 52,542,868.4700 108,588.59 11/30/2015 71X4074 717401502 09/30/2018 02013 0.999999720 9,440,180.8200 15,733.63 11/30/2015 71X4074 717401504 09/30/2035 02013 3.399999840 7,007,418.9000 39,708.71 11/30/2015 71X4074 717401508 09/30/2021 02013 1.959999840 2,151,573.6600 7,028.47 11/30/2015 71X4074 717401511 09/30/2021 02013 2.039999760 47,482,715.1300 161,441.23 11/30/2015 71X4074 717401512 09/30/2022 02013 2.759999760 1,399,678.2200 6,438.52 11/30/2015 71X4074 717401517 09/30/2023 02013 2.319999840 4,248,456.5400 16,427.37 11/30/2015 71X4074 717401522 09/30/2023 02013 2.179999800 2,398,141.9400 8,713.25 11/30/2015 71X4074 717401523 09/30/2025 02013 2.250000000 5,109,600.0000 19,161.00 11/30/2015 71X4074 717401524 09/30/2018 02013 1.119999960 2,508,010.9900 4,681.62 11/30/2015 71X4074 717401530 09/30/2020 02013 2.489999760 4,106,896.8500 17,043.62 11/30/2015 71X4074 717401534 09/30/2018 02013 1.569999960 1,605,637.0900 4,201.42 11/30/2015 71X4074 717401536 09/30/2028 02013 2.799999720 8,908,275.6100 41,571.95 11/30/2015 71X4074 717401552 09/30/2020 02014 1.279999800 2,994,046.9400 6,387.30 11/30/2015 71X4074 717401553 09/30/2031 02014 2.269999800 7,861,033.7000 29,740.91 11/30/2015 71X4074 717401564 09/30/2018 02014 0.999999720 2,888,380.4200 4,813.97 11/30/2015 71X4074 717401570 09/30/2022 02014 1.699999920 9,920,713.4500 28,108.69 11/30/2015 71X4074 717401573 09/30/2021 02014 1.049999760 2,235,624.8500 3,912.34 11/30/2015 71X4074 717401577 09/30/2033 02014 2.329999920 45,788,082.1800 177,810.39 11/30/2015 71X4074 717401584 09/30/2025 02014 2.049999840 2,882,250.0000 9,847.69 11/30/2015 71X4074 717401586 09/30/2022 02014 2.049999840 3,138,900.0000 10,724.57 11/30/2015 71X4074 717401589 09/30/2021 02014 1.289999880 21,399,361.1100 46,008.63 11/30/2015 71X4074 717401592 09/30/2022 02014 1.659999960 20,132,546.8600 55,700.05 11/30/2015 71X4074 717401595 09/30/2032 02014 2.169999720 45,453,939.2000 164,391.75 11/30/2015 71X4074 717401603 09/30/2021 02014 1.139999760 9,864,353.3300 18,742.27 11/30/2015 71X4074 717401813 09/30/2020 02014 0.999999720 2,848,776.2700 4,747.96 11/30/2015 71X4074 717401896 09/30/2026 02015 2.610000000 6,692,400.0000 29,111.94 11/30/2015 71X4074 717401896 09/30/2027 02015 2.610000000 86,773.2700 377.46 11/30/2015 71X4074 717401905 09/30/2043 02015 1.999999800 15,276,000.0000 50,920.00 11/30/2015 71X4074 717401915 09/30/2020 02015 1.539999720 4,898,286.6900 12,572.27 11/30/2015 71X4074 717401922 09/30/2034 02015 3.199999680 17,135,714.0700 91,390.48 11/30/2015 71X4074 717401937 09/30/2022 02015 1.909999800 5,726,920.9000 18,230.70 11/30/2015 71X4074 717401939 09/30/2020 02015 1.999999800 3,717,160.0000 12,390.53 11/30/2015 71X4074 717401956 09/30/2020 02015 1.999999800 4,400,100.0000 14,667.00 11/30/2015 ------------------------ ---------------------- 1,657,205,132.2800 6,935,483.14 ======================== ====================== 1,657,205,132.2800 6,935,483.14 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00