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 17,832.81 12/31/2015 71X4074 7174LAFI3 09/30/2016 02003 4.309999920 839,295.0500 9,043.40 12/31/2015 71X4074 7174N-NM1 09/30/2017 02003 4.729999680 320,105.5100 3,785.25 12/31/2015 71X4074 7174ABUJA 09/30/2016 02004 4.779999720 171,885.8100 2,054.04 12/31/2015 71X4074 7174CASMA 09/30/2020 02004 4.009999680 3,284.6200 32.93 12/31/2015 71X4074 7174EMERG 09/30/2016 02004 4.399999920 4,816,052.8200 52,976.58 12/31/2015 71X4074 7174GILBT 09/30/2016 02004 3.829999680 88.3200 0.85 12/31/2015 71X4074 7174GOLCW 09/30/2016 02004 4.299999840 3,126.1200 33.61 12/31/2015 71X4074 7174IRAQM 09/30/2016 02004 4.369999680 176,465.9000 1,927.89 12/31/2015 71X4074 7174LAGRA 09/30/2016 02004 4.189999680 28,091.9700 294.26 12/31/2015 71X4074 7174PASTU 09/30/2020 02004 4.839999840 223,516.9600 2,704.56 12/31/2015 71X4074 7174PTUCA 09/30/2018 02004 4.819999680 1,240,863.7200 14,952.41 12/31/2015 71X4074 7174QTO 09/30/2016 02004 4.839999840 47,564.0100 575.52 12/31/2015 71X4074 7174SWEET 09/30/2016 02004 4.770000000 15,198.9900 181.25 12/31/2015 71X4074 7174CONDO 09/30/2016 02005 4.429999800 123,192.4000 1,364.36 12/31/2015 71X4074 7174FUTUR 09/30/2016 02005 4.839999840 2,246,472.9600 27,182.32 12/31/2015 71X4074 7174LUSAK 09/30/2019 02005 4.079999880 232,020.6400 2,366.61 12/31/2015 71X4074 7174SAFI 09/30/2016 02005 4.709999880 108,340.4100 1,275.71 12/31/2015 71X4074 7174BDCC 09/30/2022 02006 3.699999720 9,805,844.2800 90,704.06 12/31/2015 71X4074 7174BRAV1 09/30/2016 02006 4.749999840 2,904,935.4900 34,496.11 12/31/2015 71X4074 7174GANHO 09/30/2022 02006 3.259999800 12,276,748.2300 100,055.50 12/31/2015 71X4074 7174INTCO 09/30/2020 02006 4.500000000 890,491.0800 10,018.02 12/31/2015 71X4074 7174LAFIS 09/30/2023 02006 4.799999880 5,371,870.3300 64,462.44 12/31/2015 71X4074 7174LAFS3 09/30/2023 02006 3.519999720 5,488,058.0900 48,294.91 12/31/2015 71X4074 7174SALVA 09/30/2017 02006 4.399999920 397,655.7200 4,374.21 12/31/2015 71X4074 71741STMT 09/30/2023 02007 3.399999840 3,038,325.4500 25,825.77 12/31/2015 71X4074 7174AFGGR 09/30/2022 02007 2.799999720 14,303,499.2500 100,124.49 12/31/2015 71X4074 7174AMINS 09/30/2020 02007 4.819999680 20,609.9000 248.35 12/31/2015 71X4074 7174BDCC2 09/30/2028 02007 3.229999920 5,489,988.0600 44,331.65 12/31/2015 71X4074 7174BLH 09/30/2029 02007 3.179999880 2,965,340.8500 23,574.46 12/31/2015 71X4074 7174LEDFC 09/30/2022 02007 5.269999680 8,844,066.7900 116,520.58 12/31/2015 71X4074 7174N-NM2 09/30/2017 02007 4.729999680 54,441.1100 643.77 12/31/2015 71X4074 7174QTO2 09/30/2016 02007 4.779999720 9,020.1700 107.79 12/31/2015 71X4074 7174TAYL 09/30/2034 02007 3.929999760 35,653,818.2200 350,298.76 12/31/2015 71X4074 7174IMMDF 09/30/2016 02008 2.489999760 317,182.6200 1,974.46 12/31/2015 71X4074 7174INTMA 09/30/2035 02008 2.289999960 37,102,260.7600 212,410.44 12/31/2015 71X4074 7174LAFIS 09/30/2033 02008 3.739999680 6,073,465.5000 56,786.90 12/31/2015 71X4074 7174SUMMI 09/30/2016 02008 3.109999680 980,864.8200 7,626.22 12/31/2015 71X4074 7174AMKI 09/30/2020 02009 2.899999800 2,221,346.8100 16,104.76 12/31/2015 71X4074 7174AUSTA 09/30/2020 02009 1.949999760 4,054,701.5300 19,766.67 12/31/2015 71X4074 7174AZURE 09/30/2022 02009 2.869999920 4,119,886.1700 29,560.18 12/31/2015 71X4074 7174BAMAK 09/30/2023 02009 2.769999840 1,213,984.1900 8,406.84 12/31/2015 71X4074 7174BRACB 09/30/2016 02009 1.869999840 342,098.8900 1,599.31 12/31/2015 71X4074 7174CAIRO 09/30/2034 02009 4.069999800 20,910,101.6700 212,760.28 12/31/2015 71X4074 7174CJSTR 09/30/2019 02009 2.909999880 2,776,689.5000 20,200.42 12/31/2015 71X4074 7174CSILC 09/30/2019 02009 4.339999800 3,184,678.3500 34,553.76 12/31/2015 71X4074 7174CSILT 09/30/2016 02009 4.599999720 2,546,489.0400 29,284.62 12/31/2015 71X4074 7174CSIP 09/30/2016 02009 4.349999880 1,381,637.7300 15,025.31 12/31/2015 71X4074 7174EXPR 09/30/2018 02009 4.509999720 2,090,840.4200 23,574.23 12/31/2015 71X4074 7174FINAN 09/30/2018 02009 2.250000000 115,654.7400 650.56 12/31/2015 71X4074 7174GMTAT 09/30/2026 02009 1.759999680 11,350,102.0300 49,940.45 12/31/2015 71X4074 7174HUSK 09/30/2022 02009 1.359999720 639,454.0500 2,174.14 12/31/2015 71X4074 7174IMMD3 09/30/2018 02009 4.429999800 342,895.1800 3,797.56 12/31/2015 71X4074 7174JSCGA 09/30/2019 02009 3.119999760 10,917,541.9200 85,156.83 12/31/2015 71X4074 7174MONR 09/30/2027 02009 2.880000000 787,192.3900 5,667.79 12/31/2015 71X4074 7174MVEST 09/30/2016 02009 2.880000000 9,074,155.1400 65,333.92 12/31/2015 71X4074 7174PACCO 09/30/2018 02009 2.669999760 295,939.1600 1,975.39 12/31/2015 71X4074 7174PJWR 09/30/2017 02009 2.829999960 5,870,000.8000 41,530.26 12/31/2015 71X4074 7174RLJLI 09/30/2023 02009 3.159999720 7,437,423.6800 58,755.65 12/31/2015 71X4074 7174SANTE 09/30/2016 02009 2.669999760 6,299,348.5600 42,048.15 12/31/2015 71X4074 7174SESA 09/30/2020 02009 4.599999720 706,330.2500 8,122.80 12/31/2015 71X4074 7174SLID 09/30/2018 02009 2.829999960 9,423.1900 66.67 12/31/2015 71X4074 7174TIVGL 09/30/2016 02009 1.909999800 551,355.9600 2,632.72 12/31/2015 71X4074 7174TOGO 09/30/2029 02009 3.369999960 141,433,333.1900 1,191,575.83 12/31/2015 71X4074 7174VELIF 09/30/2017 02009 1.429999920 23,723,937.7000 84,813.08 12/31/2015 71X4074 7174VERDA 09/30/2032 02009 2.700000000 22,311,252.5500 150,600.95 12/31/2015 71X4074 7174AFGLC 09/30/2025 02010 2.299999680 8,302,619.7800 47,740.06 12/31/2015 71X4074 7174ALTAM 09/30/2025 02010 2.299999680 55,590,305.0000 319,644.25 12/31/2015 71X4074 7174AUTO 09/30/2018 02010 2.299999680 1,662,520.4300 9,559.49 12/31/2015 71X4074 7174AZURH 09/30/2026 02010 2.729999880 22,813,526.5300 155,702.32 12/31/2015 71X4074 7174BETSY 09/30/2022 02010 2.809999800 1,965,077.2000 13,804.67 12/31/2015 71X4074 7174C21 09/30/2017 02010 1.719999720 104,449.4600 449.13 12/31/2015 71X4074 7174CGS 09/30/2024 02010 2.299999680 81,399,901.3800 468,049.43 12/31/2015 71X4074 7174CPSIF 09/30/2016 02010 1.759999680 5,387,182.0600 23,703.60 12/31/2015 71X4074 7174DSP 09/30/2021 02010 2.579999760 40,448,747.1900 260,894.42 12/31/2015 71X4074 7174EQCM 09/30/2017 02010 2.919999960 4,441,182.5400 32,420.63 12/31/2015 71X4074 7174EYEF1 09/30/2017 02010 2.399999760 1,989,495.1800 11,936.97 12/31/2015 71X4074 7174FTFC 09/30/2020 02010 1.969999920 5,192,068.0600 25,570.94 12/31/2015 71X4074 7174GHANA 09/30/2032 02010 2.939999760 26,173,724.6300 192,376.88 12/31/2015 71X4074 7174GPSIS 09/30/2016 02010 1.620000000 1,252,854.1800 5,074.06 12/31/2015 71X4074 7174PLAZA 09/30/2021 02010 2.559999960 6,363,559.5200 40,726.78 12/31/2015 71X4074 7174PRCRH 09/30/2019 02010 3.219999840 26,866,086.4400 216,272.00 12/31/2015 71X4074 7174PTSM 09/30/2020 02010 1.969999920 431,794.9700 2,126.59 12/31/2015 71X4074 7174PTTUC 09/30/2016 02010 2.319999840 253,376.9200 1,469.59 12/31/2015 71X4074 7174QUAN 09/30/2016 02010 1.209999960 260,062.8900 786.69 12/31/2015 71X4074 7174SAFI2 09/30/2019 02010 1.149999840 98,140.9900 282.16 12/31/2015 71X4074 7174SUMMP 09/30/2017 02010 2.729999880 987,008.8700 6,736.34 12/31/2015 71X4074 7174TBCK 09/30/2021 02010 2.099999880 8,419,651.7200 44,203.17 12/31/2015 71X4074 717400006 09/30/2027 02011 1.739999880 18,387,611.9200 79,986.11 12/31/2015 71X4074 717400007 09/30/2021 02011 3.859999920 5,825,813.0800 56,219.10 12/31/2015 71X4074 717400012 09/30/2018 02011 1.579999680 18,263,240.4500 72,139.80 12/31/2015 71X4074 717400013 09/30/2020 02011 1.800000000 19,404,041.0900 87,318.18 12/31/2015 71X4074 717400018 09/30/2021 02011 1.089999720 2,200,915.6900 5,997.50 12/31/2015 71X4074 717400020 09/30/2021 02011 3.859999920 1,704,794.1700 16,451.26 12/31/2015 71X4074 717400022 09/30/2022 02011 3.859999920 2,579,534.6900 24,892.51 12/31/2015 71X4074 717400028 09/30/2017 02011 3.469999680 11,398,962.0100 98,886.00 12/31/2015 71X4074 717400032 09/30/2024 02011 3.859999920 20,688,039.5800 199,639.58 12/31/2015 71X4074 717400036 09/30/2034 02011 2.619999720 3,233,935.3300 21,182.28 12/31/2015 71X4074 717400037 09/30/2022 02011 1.419999840 27,684,579.5600 98,280.26 12/31/2015 71X4074 7174AERIS 09/30/2024 02011 2.829999960 54,935,605.3400 388,669.41 12/31/2015 71X4074 7174AMUB 09/30/2025 02011 1.929999960 8,986,486.3400 43,359.80 12/31/2015 71X4074 7174GAMMA 09/30/2018 02011 0.999999720 1,129,426.3600 2,823.57 12/31/2015 71X4074 7174HAITI 09/30/2018 02011 1.549999800 1,393,145.3100 5,398.44 12/31/2015 71X4074 7174JIMM 09/30/2018 02011 2.160000000 24,861.4200 134.25 12/31/2015 71X4074 7174MASSA 09/30/2021 02011 3.859999920 18,557,572.0400 179,080.57 12/31/2015 71X4074 7174PNET 09/30/2021 02011 3.679999920 305,863.4600 2,813.94 12/31/2015 71X4074 7174UOG 09/30/2021 02011 1.809999720 6,065,359.4500 27,445.75 12/31/2015 71X4074 717400039 09/30/2020 02012 2.129999760 659,758.3800 3,513.21 12/31/2015 71X4074 717400040 09/30/2023 02012 1.339999920 871,359.9400 2,919.06 12/31/2015 71X4074 717400045 09/30/2020 02012 0.999999720 414,361.6500 1,035.90 12/31/2015 71X4074 717400048 09/30/2018 02012 2.039999760 5,064,870.7800 25,830.84 12/31/2015 71X4074 717400049 09/30/2023 02012 1.369999800 3,692,406.8100 12,646.49 12/31/2015 71X4074 717401196 09/30/2019 02012 2.669999760 42,522,870.5700 283,840.16 12/31/2015 71X4074 717401424 09/30/2023 02012 2.529999720 5,410,011.3700 34,218.32 12/31/2015 71X4074 717401428 09/30/2017 02012 0.999999720 18,890,546.3200 47,226.37 12/31/2015 71X4074 717401429 09/30/2021 02012 2.299999680 67,693,961.8200 389,240.28 12/31/2015 71X4074 717401430 09/30/2019 02012 2.129999760 14,856,460.0000 79,110.65 12/31/2015 71X4074 717401434 09/30/2023 02012 1.299999960 2,693,443.2600 8,753.69 12/31/2015 71X4074 717401434 09/30/2033 02012 1.299999960 292,735.0000 951.39 12/31/2015 71X4074 717401435 09/30/2022 02012 1.329999840 19,225,387.0600 63,924.41 12/31/2015 71X4074 717401437 09/30/2019 02012 2.309999760 13,589,537.2600 78,479.58 12/31/2015 71X4074 717401444 09/30/2019 02012 2.309999760 3,720,248.3100 21,484.43 12/31/2015 71X4074 717401447 09/30/2028 02012 2.919999960 2,356,893.3400 17,205.32 12/31/2015 71X4074 717401450 09/30/2020 02012 2.229999840 5,023,593.2800 28,006.53 12/31/2015 71X4074 717401451 09/30/2023 02012 2.299999680 718,424.9200 4,130.94 12/31/2015 71X4074 717401452 09/30/2034 02012 3.259999800 18,015,264.8000 146,824.41 12/31/2015 71X4074 717401453 09/30/2019 02012 2.149999920 828,103.5800 4,451.06 12/31/2015 71X4074 717401454 09/30/2023 02012 1.459999800 947,956.2600 3,460.04 12/31/2015 71X4074 717401476 09/30/2023 02013 2.610000000 12,760,195.8700 83,260.28 12/31/2015 71X4074 717401480 09/30/2019 02013 1.639999800 1,314,890.7200 5,391.05 12/31/2015 71X4074 717401482 09/30/2025 02013 2.269999800 21,413,567.9600 121,522.00 12/31/2015 71X4074 717401487 09/30/2027 02013 1.949999760 7,777,252.7400 37,914.11 12/31/2015 71X4074 717401492 09/30/2027 02013 1.839999960 29,802,027.3800 137,089.33 12/31/2015 71X4074 717401493 09/30/2024 02013 2.469999960 5,451,943.6400 33,665.75 12/31/2015 71X4074 717401495 09/30/2024 02013 2.179999800 4,336,575.4800 23,634.34 12/31/2015 71X4074 717401496 09/30/2020 02013 1.239999840 52,542,868.4700 162,882.89 12/31/2015 71X4074 717401502 09/30/2018 02013 0.999999720 9,440,180.8200 23,600.45 12/31/2015 71X4074 717401504 09/30/2035 02013 3.399999840 8,029,058.1000 68,246.99 12/31/2015 71X4074 717401508 09/30/2021 02013 1.959999840 2,151,573.6600 10,542.71 12/31/2015 71X4074 717401511 09/30/2021 02013 2.039999760 47,482,715.1300 242,161.85 12/31/2015 71X4074 717401512 09/30/2022 02013 2.759999760 1,399,678.2200 9,657.78 12/31/2015 71X4074 717401517 09/30/2023 02013 2.319999840 4,248,456.5400 24,641.05 12/31/2015 71X4074 717401522 09/30/2023 02013 2.179999800 2,398,141.9400 13,069.87 12/31/2015 71X4074 717401523 09/30/2025 02013 2.250000000 5,109,600.0000 28,741.50 12/31/2015 71X4074 717401524 09/30/2018 02013 1.119999960 2,508,010.9900 7,022.43 12/31/2015 71X4074 717401530 09/30/2020 02013 2.489999760 4,106,896.8500 25,565.43 12/31/2015 71X4074 717401534 09/30/2018 02013 1.569999960 1,605,637.0900 6,302.13 12/31/2015 71X4074 717401536 09/30/2028 02013 2.799999720 8,908,275.6100 62,357.93 12/31/2015 71X4074 717401552 09/30/2020 02014 1.279999800 2,994,046.9400 9,580.95 12/31/2015 71X4074 717401553 09/30/2031 02014 2.269999800 7,861,033.7000 44,611.37 12/31/2015 71X4074 717401564 09/30/2018 02014 0.999999720 2,888,380.4200 7,220.95 12/31/2015 71X4074 717401570 09/30/2022 02014 1.699999920 9,920,713.4500 42,163.03 12/31/2015 71X4074 717401573 09/30/2021 02014 1.049999760 2,235,624.8500 5,868.52 12/31/2015 71X4074 717401577 09/30/2033 02014 2.329999920 45,788,082.1800 266,715.58 12/31/2015 71X4074 717401584 09/30/2025 02014 2.049999840 2,882,250.0000 14,771.53 12/31/2015 71X4074 717401586 09/30/2022 02014 2.049999840 3,138,900.0000 16,086.86 12/31/2015 71X4074 717401588 09/30/2031 02014 1.659999960 22,418,700.0000 93,037.60 12/31/2015 71X4074 717401589 09/30/2021 02014 1.289999880 21,399,361.1100 69,012.94 12/31/2015 71X4074 717401590 09/30/2031 02014 1.659999960 3,428,711.6300 14,229.15 12/31/2015 71X4074 717401592 09/30/2022 02014 1.659999960 20,132,546.8600 83,550.07 12/31/2015 71X4074 717401595 09/30/2032 02014 2.169999720 45,453,939.2000 246,587.62 12/31/2015 71X4074 717401603 09/30/2021 02014 1.139999760 9,864,353.3300 28,113.41 12/31/2015 71X4074 717401813 09/30/2020 02014 0.999999720 2,848,776.2700 7,121.94 12/31/2015 71X4074 717401896 09/30/2026 02015 2.610000000 6,692,400.0000 43,667.91 12/31/2015 71X4074 717401896 09/30/2027 02015 2.610000000 86,773.2700 566.20 12/31/2015 71X4074 717401905 09/30/2043 02015 1.999999800 15,276,000.0000 76,380.00 12/31/2015 71X4074 717401915 09/30/2020 02015 1.539999720 4,898,286.6900 18,858.40 12/31/2015 71X4074 717401922 09/30/2034 02015 3.199999680 37,018,545.4600 296,148.36 12/31/2015 71X4074 717401937 09/30/2022 02015 1.909999800 5,726,920.9000 27,346.05 12/31/2015 71X4074 717401939 09/30/2020 02015 1.999999800 3,717,160.0000 18,585.80 12/31/2015 71X4074 717401944 09/30/2033 02015 2.279999880 71,475,503.0000 407,410.37 12/31/2015 71X4074 717401950 09/30/2031 02015 2.279999880 3,113,600.0000 17,747.52 12/31/2015 71X4074 717401956 09/30/2020 02015 1.999999800 4,400,100.0000 22,000.50 12/31/2015 ------------------------ ---------------------- 1,789,863,127.6000 11,189,296.44 ======================== ====================== 1,789,863,127.6000 11,189,296.44 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================