Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4075 7175GRCIR 09/30/2023 02000 4.489999920 13,648,198.1800 255,335.04 02/29/2016 71X4075 7175QUIPO 09/30/2021 02003 2.689999920 15,184,787.9600 170,196.17 02/29/2016 71X4075 7175VYSOT 09/30/2016 02003 3.609999720 403,023.8300 6,062.15 02/29/2016 71X4075 7175GOLDK 09/30/2020 02004 4.509999720 86,629.8800 1,627.92 02/29/2016 71X4075 7175N-ZDC 09/30/2022 02004 4.659999840 156,624.0600 3,041.12 02/29/2016 71X4075 7175VESPU 09/30/2022 02004 3.859999920 4,611,688.2900 74,171.32 02/29/2016 71X4075 7175ADP 09/30/2020 02005 3.699999720 43,812.7200 675.45 02/29/2016 71X4075 7175ETHOS 09/30/2016 02005 3.999999960 496,260.6200 8,271.01 02/29/2016 71X4075 7175FIXED 09/30/2024 02005 4.569999840 16,061.4400 305.84 02/29/2016 71X4075 7175MEIIJ 09/30/2017 02005 1.249999920 16,821.4600 87.61 02/29/2016 71X4075 717501441 09/30/2026 02007 3.909999960 49,031.1800 798.80 02/29/2016 71X4075 7175AESJO 09/30/2027 02007 3.459999960 3,479,548.8300 50,163.50 02/29/2016 71X4075 7175BANPR 09/30/2022 02007 2.979999720 183,450.1500 2,277.84 02/29/2016 71X4075 7175BANRU 09/30/2023 02007 3.479999760 311,981.2500 4,523.73 02/29/2016 71X4075 7175COMLA 09/30/2024 02007 4.379999760 2,176,029.6100 39,712.54 02/29/2016 71X4075 7175FCPFD 09/30/2020 02007 5.269999680 777,015.8500 17,061.97 02/29/2016 71X4075 7175FICOH 09/30/2022 02007 4.709999880 86,808.4400 1,703.62 02/29/2016 71X4075 7175REFRM 09/30/2016 02007 3.459999960 184,708.5800 2,662.88 02/29/2016 71X4075 7175GRUPO 09/30/2020 02008 2.970000000 772,137.4700 9,555.20 02/29/2016 71X4075 7175MICOP 09/30/2016 02008 2.029999680 1,044,693.2200 8,836.36 02/29/2016 71X4075 7175BACA 09/30/2026 02009 2.489999760 1,859,432.2700 19,291.61 02/29/2016 71X4075 7175BACGT 09/30/2024 02009 2.219999760 74,883.1100 692.67 02/29/2016 71X4075 7175BACNA 09/30/2024 02009 2.299999680 427,835.7000 4,100.09 02/29/2016 71X4075 7175BACPA 09/30/2024 02009 2.079999720 215,094.8300 1,864.16 02/29/2016 71X4075 7175BACPB 09/30/2017 02009 3.429999720 2,880.2300 41.16 02/29/2016 71X4075 7175BYB2 09/30/2024 02009 2.099999880 600,650.9700 5,255.70 02/29/2016 71X4075 7175CAPC 09/30/2018 02009 4.489999920 631,350.0000 11,811.51 02/29/2016 71X4075 7175CHOUS 09/30/2022 02009 1.399999680 1,886,019.6400 11,001.78 02/29/2016 71X4075 7175DESI 09/30/2030 02009 4.719999960 29,882,249.9700 587,684.25 02/29/2016 71X4075 7175ECPF3 09/30/2019 02009 3.429999720 1,421,763.5500 20,319.37 02/29/2016 71X4075 7175HALYK 09/30/2024 02009 2.219999760 1,597,969.4300 14,781.22 02/29/2016 71X4075 7175HONDA 09/30/2024 02009 2.250000000 869,504.6400 8,151.61 02/29/2016 71X4075 7175IKH 09/30/2021 02009 1.710000000 1,149,844.4400 8,192.64 02/29/2016 71X4075 7175PALRL 09/30/2018 02009 4.439999880 1,734.3000 32.08 02/29/2016 71X4075 7175TGBAS 09/30/2020 02009 1.869999840 2,001,027.8600 15,591.34 02/29/2016 71X4075 7175ACFC 09/30/2016 02010 0.999999720 9,778.9200 40.75 02/29/2016 71X4075 7175BMED 09/30/2023 02010 2.109999960 193,273.9300 1,699.20 02/29/2016 71X4075 7175ECP3 09/30/2019 02010 0.999999720 671,000.1100 2,795.83 02/29/2016 71X4075 7175HIPO 09/30/2041 02010 3.420000000 4,059,968.4600 57,854.55 02/29/2016 71X4075 7175JSCPG 09/30/2020 02010 0.999999720 806,658.7500 3,361.08 02/29/2016 71X4075 7175SEKMG 09/30/2031 02010 1.699999920 12,426,004.9900 88,017.54 02/29/2016 71X4075 717500004 09/30/2021 02011 3.549999960 63,271.9000 935.90 02/29/2016 71X4075 717500008 09/30/2021 02011 0.999999720 10,847.5500 45.20 02/29/2016 71X4075 717500019 09/30/2026 02011 3.909999960 728,383.8500 11,866.59 02/29/2016 71X4075 717500023 09/30/2031 02011 3.699999720 39,999,050.3200 616,652.03 02/29/2016 71X4075 717500025 09/30/2030 02011 1.509999840 9,499,089.2700 59,765.10 02/29/2016 71X4075 717500033 09/30/2027 02011 1.069999920 699,118.2000 3,116.90 02/29/2016 71X4075 7175ADP3 09/30/2018 02011 3.029999760 363,022.6700 4,583.16 02/29/2016 71X4075 7175AMIH 09/30/2021 02011 4.249999800 548,576.1600 9,714.37 02/29/2016 71X4075 7175CCP 09/30/2019 02011 0.999999720 1,794,292.0200 7,476.22 02/29/2016 71X4075 7175GLBK 09/30/2019 02011 1.989999720 326,777.9500 2,709.53 02/29/2016 71X4075 7175ICETI 09/30/2023 02011 1.890000000 225,080.3600 1,772.51 02/29/2016 71X4075 7175PANNO 09/30/2021 02011 1.129999680 1,528,289.6600 7,195.70 02/29/2016 71X4075 717500043 09/30/2020 02012 0.999999720 209,942.7800 874.76 02/29/2016 71X4075 717500046 09/30/2030 02012 1.479999960 419,647.8700 2,587.83 02/29/2016 71X4075 717501200 09/30/2028 02012 2.779999920 6,632,454.1100 76,825.93 02/29/2016 71X4075 717501403 09/30/2018 02012 3.569999760 5,885.6700 87.55 02/29/2016 71X4075 717501409 09/30/2025 02012 3.679999920 109,225.4600 1,674.79 02/29/2016 71X4075 717501417 09/30/2020 02012 1.059999840 433,004.0400 1,912.43 02/29/2016 71X4075 717501427 09/30/2026 02012 1.329999840 38,320,541.5400 212,359.67 02/29/2016 71X4075 717501432 09/30/2031 02012 1.749999960 16,746,224.6300 122,107.89 02/29/2016 71X4075 717501446 09/30/2021 02012 3.439999800 367,054.6700 5,261.12 02/29/2016 71X4075 717501448 09/30/2030 02012 2.409999840 10,299,724.7000 103,426.40 02/29/2016 71X4075 717501457 09/30/2028 02012 1.499999760 21,835,342.3100 136,470.89 02/29/2016 71X4075 717501460 09/30/2028 02012 3.179999880 166,942.2200 2,211.98 02/29/2016 71X4075 717501461 09/30/2034 02012 2.919999960 30,282,908.8900 368,442.06 02/29/2016 71X4075 7175N-IMO 09/30/2020 02012 1.980000000 27,020.3500 222.92 02/29/2016 71X4075 717501472 09/30/2020 02013 0.999999720 371,593.4100 1,548.31 02/29/2016 71X4075 717501477 09/30/2024 02013 1.639999800 1,350,296.1800 9,227.02 02/29/2016 71X4075 717501483 09/30/2022 02013 1.759999680 42,910.0600 314.67 02/29/2016 71X4075 717501486 09/30/2042 02013 2.209999680 3,294,787.4700 30,339.50 02/29/2016 71X4075 717501491 09/30/2021 02013 3.150000000 349,493.9400 4,587.11 02/29/2016 71X4075 717501499 09/30/2020 02013 1.769999760 22,084.4200 162.87 02/29/2016 71X4075 717501501 09/30/2031 02013 1.689999840 24,532,182.4700 172,747.45 02/29/2016 71X4075 717501503 09/30/2021 02013 2.250000000 472,363.3600 4,428.41 02/29/2016 71X4075 717501506 09/30/2025 02013 1.319999760 26,659,353.0800 146,626.44 02/29/2016 71X4075 717501507 09/30/2025 02013 2.399999760 1,137,573.7800 11,375.74 02/29/2016 71X4075 717501510 09/30/2033 02013 2.689999920 39,850,513.6200 446,657.84 02/29/2016 71X4075 717501515 09/30/2026 02013 2.099999880 8,460,777.0800 74,031.80 02/29/2016 71X4075 717501516 09/30/2021 02013 1.899999720 2,239,867.5200 17,732.28 02/29/2016 71X4075 717501519 09/30/2022 02013 1.339999920 75,293.1000 420.39 02/29/2016 71X4075 717501520 09/30/2022 02013 1.329999840 92,456.8600 512.37 02/29/2016 71X4075 717501538 09/30/2030 02013 2.419999920 13,393,417.1200 135,050.29 02/29/2016 71X4075 717501540 09/30/2033 02013 2.700000000 34,568,666.1500 388,897.49 02/29/2016 71X4075 717501545 09/30/2021 02014 0.999999720 179,525.0200 748.02 02/29/2016 71X4075 717501546 09/30/2034 02014 1.789999920 4,460,901.5600 33,270.89 02/29/2016 71X4075 717501549 09/30/2021 02014 2.399999760 1,311,055.0200 13,110.55 02/29/2016 71X4075 717501551 09/30/2020 02014 0.999999720 878,153.1300 3,658.97 02/29/2016 71X4075 717501555 09/30/2019 02014 0.999999720 50,929.9800 212.21 02/29/2016 71X4075 717501558 09/30/2020 02014 2.279999880 669,651.5200 6,361.69 02/29/2016 71X4075 717501559 09/30/2021 02014 1.589999760 3,012,485.3700 19,957.72 02/29/2016 71X4075 717501562 09/30/2019 02014 1.579999680 6,615.8400 43.55 02/29/2016 71X4075 717501563 09/30/2033 02014 1.769999760 10,862,908.8600 80,113.95 02/29/2016 71X4075 717501566 09/30/2026 02014 1.189999800 21,500,078.7700 106,604.56 02/29/2016 71X4075 717501572 09/30/2044 02014 2.669999760 2,229,783.4400 24,806.34 02/29/2016 71X4075 717501575 09/30/2019 02014 1.719999720 2,657.6500 19.05 02/29/2016 71X4075 717501578 09/30/2022 02014 0.999999720 14,240,430.9700 59,335.13 02/29/2016 71X4075 717501579 09/30/2040 02014 1.649999880 1,452,580.0000 9,986.49 02/29/2016 71X4075 717501591 09/30/2026 02014 1.319999760 6,979,604.4400 38,387.82 02/29/2016 71X4075 717501597 09/30/2031 02014 1.539999720 1,366,479.3800 8,768.24 02/29/2016 71X4075 717501598 09/30/2034 02014 1.959999840 9,532,676.3600 77,850.19 02/29/2016 71X4075 717501602 09/30/2022 02014 1.559999880 834,517.3800 5,424.36 02/29/2016 71X4075 717501604 09/30/2019 02014 1.620000000 2,895,000.0000 19,541.25 02/29/2016 71X4075 717501605 09/30/2029 02014 1.589999760 17,308,826.2300 114,670.97 02/29/2016 71X4075 717501608 09/30/2033 02014 1.779999840 4,459,422.5100 33,074.05 02/29/2016 71X4075 7175BUTTR 09/30/2029 02014 1.749999960 29,926,509.9700 218,214.14 02/29/2016 71X4075 717501886 09/30/2023 02015 2.109999960 3,556,374.2200 31,266.46 02/29/2016 71X4075 717501887 09/30/2020 02015 2.709999720 15,024.1900 169.65 02/29/2016 71X4075 717501898 09/30/2026 02015 2.589999840 6,793,918.9100 73,317.71 02/29/2016 71X4075 717501901 09/30/2020 02015 1.899999720 30,950.8700 245.03 02/29/2016 71X4075 717501902 09/30/2020 02015 1.899999720 13,224.9000 104.70 02/29/2016 71X4075 717501903 09/30/2020 02015 1.899999720 26,449.8000 209.39 02/29/2016 71X4075 717501913 09/30/2022 02015 3.109999680 90,094.1100 1,167.47 02/29/2016 71X4075 717501919 09/30/2025 02015 2.109999960 4,610,888.3600 40,537.39 02/29/2016 71X4075 717501945 09/30/2025 02015 2.279999880 961,420.0000 9,133.49 02/29/2016 71X4075 717501948 09/30/2020 02015 2.359999800 328,500.0000 3,230.25 02/29/2016 71X4075 717501981 09/30/2023 02016 2.999999880 100,425.0000 1,255.31 02/29/2016 ------------------------ ---------------------- 593,761,651.6500 5,759,406.61 ======================== ====================== 593,761,651.6500 5,759,406.61 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4075 717501403 09/30/2018 02012 12/04/2015 INT + 0.0000 5.03 481295 ------------------------ ---------------------- 0.0000 5.03 ======================== ====================== 0.0000 5.03