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 23,777.08 01/31/2016 71X4074 7174LAFI3 09/30/2016 02003 4.309999920 839,295.0500 12,057.87 01/31/2016 71X4074 7174N-NM1 09/30/2017 02003 4.729999680 320,105.5100 5,047.00 01/31/2016 71X4074 7174ABUJA 09/30/2016 02004 4.779999720 171,885.8100 2,738.71 01/31/2016 71X4074 7174CASMA 09/30/2020 02004 4.009999680 3,284.6200 43.90 01/31/2016 71X4074 7174EMERG 09/30/2016 02004 4.399999920 4,816,052.8200 70,635.44 01/31/2016 71X4074 7174GILBT 09/30/2016 02004 3.829999680 88.3200 1.13 01/31/2016 71X4074 7174GOLCW 09/30/2016 02004 4.299999840 3,126.1200 44.81 01/31/2016 71X4074 7174IRAQM 09/30/2016 02004 4.369999680 176,465.9000 2,570.52 01/31/2016 71X4074 7174LAGRA 09/30/2016 02004 4.189999680 28,091.9700 392.35 01/31/2016 71X4074 7174PASTU 09/30/2020 02004 4.839999840 223,516.9600 3,606.07 01/31/2016 71X4074 7174PTUCA 09/30/2018 02004 4.819999680 1,240,863.7200 19,936.54 01/31/2016 71X4074 7174QTO 09/30/2016 02004 4.839999840 47,564.0100 767.37 01/31/2016 71X4074 7174SWEET 09/30/2016 02004 4.770000000 15,198.9900 241.66 01/31/2016 71X4074 7174CONDO 09/30/2016 02005 4.429999800 123,192.4000 1,819.14 01/31/2016 71X4074 7174FUTUR 09/30/2016 02005 4.839999840 2,246,472.9600 36,243.10 01/31/2016 71X4074 7174LUSAK 09/30/2019 02005 4.079999880 232,020.6400 3,155.48 01/31/2016 71X4074 7174SAFI 09/30/2016 02005 4.709999880 108,340.4100 1,700.94 01/31/2016 71X4074 7174BDCC 09/30/2022 02006 3.699999720 9,805,844.2800 120,938.75 01/31/2016 71X4074 7174BRAV1 09/30/2016 02006 4.749999840 2,904,935.4900 45,994.81 01/31/2016 71X4074 7174GANHO 09/30/2022 02006 3.259999800 12,276,748.2300 133,407.33 01/31/2016 71X4074 7174INTCO 09/30/2020 02006 4.500000000 890,491.0800 13,357.37 01/31/2016 71X4074 7174LAFI2 09/30/2023 02006 4.799999880 5,371,870.3300 85,949.93 01/31/2016 71X4074 7174LAFS3 09/30/2023 02006 3.519999720 5,488,058.0900 64,393.21 01/31/2016 71X4074 7174SALVA 09/30/2017 02006 4.399999920 397,655.7200 5,832.28 01/31/2016 71X4074 71741STMT 09/30/2023 02007 3.399999840 3,038,325.4500 34,434.36 01/31/2016 71X4074 7174AFGGR 09/30/2022 02007 2.799999720 14,303,499.2500 133,499.33 01/31/2016 71X4074 7174AMINS 09/30/2020 02007 4.819999680 20,609.9000 331.13 01/31/2016 71X4074 7174BDCC2 09/30/2028 02007 3.229999920 5,489,988.0600 59,108.87 01/31/2016 71X4074 7174BLH 09/30/2029 02007 3.179999880 2,965,340.8500 31,432.61 01/31/2016 71X4074 7174LEDFC 09/30/2022 02007 5.269999680 8,844,066.7900 155,360.77 01/31/2016 71X4074 7174N-NM2 09/30/2017 02007 4.729999680 54,441.1100 858.35 01/31/2016 71X4074 7174QTO2 09/30/2016 02007 4.779999720 9,020.1700 143.72 01/31/2016 71X4074 7174TAYL 09/30/2034 02007 3.929999760 35,653,818.2200 467,065.02 01/31/2016 71X4074 7174IMMDF 09/30/2016 02008 2.489999760 317,182.6200 2,632.62 01/31/2016 71X4074 7174INTMA 09/30/2035 02008 2.289999960 37,102,260.7600 283,213.92 01/31/2016 71X4074 7174LAFIS 09/30/2033 02008 3.739999680 6,073,465.5000 75,715.87 01/31/2016 71X4074 7174SUMMI 09/30/2016 02008 3.109999680 980,864.8200 10,168.30 01/31/2016 71X4074 7174AMKI 09/30/2020 02009 2.899999800 2,221,346.8100 21,473.02 01/31/2016 71X4074 7174AUSTA 09/30/2020 02009 1.949999760 4,054,701.5300 26,355.56 01/31/2016 71X4074 7174AZURE 09/30/2022 02009 2.869999920 4,119,886.1700 39,413.58 01/31/2016 71X4074 7174BAMAK 09/30/2023 02009 2.769999840 1,213,984.1900 11,209.12 01/31/2016 71X4074 7174BRACB 09/30/2016 02009 1.869999840 342,098.8900 2,132.42 01/31/2016 71X4074 7174CAIRO 09/30/2034 02009 4.069999800 20,910,101.6700 283,680.38 01/31/2016 71X4074 7174CJSTR 09/30/2019 02009 2.909999880 2,776,689.5000 26,933.89 01/31/2016 71X4074 7174CSILC 09/30/2019 02009 4.339999800 3,184,678.3500 46,071.68 01/31/2016 71X4074 7174CSILT 09/30/2016 02009 4.599999720 2,546,489.0400 39,046.17 01/31/2016 71X4074 7174CSIP 09/30/2016 02009 4.349999880 1,381,637.7300 20,033.75 01/31/2016 71X4074 7174EXPR 09/30/2018 02009 4.509999720 2,090,840.4200 31,432.30 01/31/2016 71X4074 7174FINAN 09/30/2018 02009 2.250000000 115,654.7400 867.41 01/31/2016 71X4074 7174GMTAT 09/30/2026 02009 1.759999680 11,350,102.0300 66,587.27 01/31/2016 71X4074 7174HUSK 09/30/2022 02009 1.359999720 639,454.0500 2,898.86 01/31/2016 71X4074 7174IMMD3 09/30/2018 02009 4.429999800 342,895.1800 5,063.42 01/31/2016 71X4074 7174JSCGA 09/30/2019 02009 3.119999760 10,917,541.9200 113,542.44 01/31/2016 71X4074 7174MONR 09/30/2027 02009 2.880000000 787,192.3900 7,557.05 01/31/2016 71X4074 7174MVEST 09/30/2016 02009 2.880000000 9,074,155.1400 87,111.89 01/31/2016 71X4074 7174PACCO 09/30/2018 02009 2.669999760 295,939.1600 2,633.86 01/31/2016 71X4074 7174PJWR 09/30/2017 02009 2.829999960 5,870,000.8000 55,373.67 01/31/2016 71X4074 7174RLJLI 09/30/2023 02009 3.159999720 7,437,423.6800 78,340.86 01/31/2016 71X4074 7174SANTE 09/30/2016 02009 2.669999760 6,299,348.5600 56,064.20 01/31/2016 71X4074 7174SESA 09/30/2020 02009 4.599999720 706,330.2500 10,830.40 01/31/2016 71X4074 7174SLID 09/30/2018 02009 2.829999960 9,423.1900 88.89 01/31/2016 71X4074 7174TIVGL 09/30/2016 02009 1.909999800 551,355.9600 3,510.30 01/31/2016 71X4074 7174TOGO 09/30/2029 02009 3.369999960 141,433,333.1900 1,588,767.78 01/31/2016 71X4074 7174VELIF 09/30/2017 02009 1.429999920 23,723,937.7000 113,084.10 01/31/2016 71X4074 7174VERDA 09/30/2032 02009 2.700000000 22,311,252.5500 200,801.27 01/31/2016 71X4074 7174AFGLC 09/30/2025 02010 2.299999680 8,302,619.7800 63,653.42 01/31/2016 71X4074 7174ALTAM 09/30/2025 02010 2.299999680 55,590,305.0000 426,192.34 01/31/2016 71X4074 7174AUTO 09/30/2018 02010 2.299999680 1,662,520.4300 12,745.99 01/31/2016 71X4074 7174AZURH 09/30/2026 02010 2.729999880 22,813,526.5300 207,603.09 01/31/2016 71X4074 7174BETSY 09/30/2022 02010 2.809999800 1,965,077.2000 18,406.22 01/31/2016 71X4074 7174C21 09/30/2017 02010 1.719999720 104,449.4600 598.84 01/31/2016 71X4074 7174CGS 09/30/2024 02010 2.299999680 81,399,901.3800 624,065.91 01/31/2016 71X4074 7174CPSIF 09/30/2016 02010 1.759999680 5,387,182.0600 31,604.80 01/31/2016 71X4074 7174DSP 09/30/2021 02010 2.579999760 40,448,747.1900 347,859.23 01/31/2016 71X4074 7174EQCM 09/30/2017 02010 2.919999960 4,441,182.5400 43,227.51 01/31/2016 71X4074 7174EYEF1 09/30/2017 02010 2.399999760 1,989,495.1800 15,915.96 01/31/2016 71X4074 7174FTFC 09/30/2020 02010 1.969999920 5,192,068.0600 34,094.58 01/31/2016 71X4074 7174GHANA 09/30/2032 02010 2.939999760 26,173,724.6300 256,502.50 01/31/2016 71X4074 7174GPSIS 09/30/2016 02010 1.620000000 1,252,854.1800 6,765.41 01/31/2016 71X4074 7174PLAZA 09/30/2021 02010 2.559999960 6,363,559.5200 54,302.37 01/31/2016 71X4074 7174PRCRH 09/30/2019 02010 3.219999840 26,866,086.4400 288,362.66 01/31/2016 71X4074 7174PTSM 09/30/2020 02010 1.969999920 431,794.9700 2,835.45 01/31/2016 71X4074 7174PTTUC 09/30/2016 02010 2.319999840 253,376.9200 1,959.45 01/31/2016 71X4074 7174QUAN 09/30/2016 02010 1.209999960 260,062.8900 1,048.92 01/31/2016 71X4074 7174SAFI2 09/30/2019 02010 1.149999840 98,140.9900 376.21 01/31/2016 71X4074 7174SUMMP 09/30/2017 02010 2.729999880 987,008.8700 8,981.78 01/31/2016 71X4074 7174TBCK 09/30/2021 02010 2.099999880 8,419,651.7200 58,937.56 01/31/2016 71X4074 717400006 09/30/2027 02011 1.739999880 18,387,611.9200 106,648.15 01/31/2016 71X4074 717400007 09/30/2021 02011 3.859999920 5,825,813.0800 74,958.79 01/31/2016 71X4074 717400012 09/30/2018 02011 1.579999680 18,263,240.4500 96,186.40 01/31/2016 71X4074 717400013 09/30/2020 02011 1.800000000 19,404,041.0900 116,424.25 01/31/2016 71X4074 717400018 09/30/2021 02011 1.089999720 2,200,915.6900 7,996.66 01/31/2016 71X4074 717400020 09/30/2021 02011 3.859999920 1,704,794.1700 21,935.02 01/31/2016 71X4074 717400022 09/30/2022 02011 3.859999920 2,579,534.6900 33,190.01 01/31/2016 71X4074 717400028 09/30/2017 02011 3.469999680 11,398,962.0100 131,847.99 01/31/2016 71X4074 717400032 09/30/2024 02011 3.859999920 20,688,039.5800 266,186.11 01/31/2016 71X4074 717400036 09/30/2034 02011 2.619999720 3,233,935.3300 28,243.04 01/31/2016 71X4074 717400037 09/30/2022 02011 1.419999840 27,684,579.5600 131,040.34 01/31/2016 71X4074 7174AERIS 09/30/2024 02011 2.829999960 54,935,605.3400 518,225.88 01/31/2016 71X4074 7174AMUB 09/30/2025 02011 1.929999960 8,986,486.3400 57,813.06 01/31/2016 71X4074 7174GAMMA 09/30/2018 02011 0.999999720 1,129,426.3600 3,764.75 01/31/2016 71X4074 7174HAITI 09/30/2018 02011 1.549999800 1,393,145.3100 7,197.92 01/31/2016 71X4074 7174JIMM 09/30/2018 02011 2.160000000 24,861.4200 179.00 01/31/2016 71X4074 7174MASSA 09/30/2021 02011 3.859999920 18,557,572.0400 238,774.09 01/31/2016 71X4074 7174PNET 09/30/2021 02011 3.679999920 305,863.4600 3,751.93 01/31/2016 71X4074 7174UOG 09/30/2021 02011 1.809999720 6,065,359.4500 36,594.34 01/31/2016 71X4074 717400039 09/30/2020 02012 2.129999760 659,758.3800 4,684.28 01/31/2016 71X4074 717400040 09/30/2023 02012 1.339999920 871,359.9400 3,892.07 01/31/2016 71X4074 717400045 09/30/2020 02012 0.999999720 414,361.6500 1,381.21 01/31/2016 71X4074 717400048 09/30/2018 02012 2.039999760 5,064,870.7800 34,441.12 01/31/2016 71X4074 717400049 09/30/2023 02012 1.369999800 3,692,406.8100 16,861.99 01/31/2016 71X4074 717401196 09/30/2019 02012 2.669999760 42,522,870.5700 378,453.55 01/31/2016 71X4074 717401301 09/30/2028 02012 2.199999960 6,783,725.0300 49,747.32 01/31/2016 71X4074 717401424 09/30/2023 02012 2.529999720 5,410,011.3700 45,624.43 01/31/2016 71X4074 717401428 09/30/2017 02012 0.999999720 18,890,546.3200 62,968.49 01/31/2016 71X4074 717401429 09/30/2021 02012 2.299999680 67,693,961.8200 518,987.04 01/31/2016 71X4074 717401430 09/30/2019 02012 2.129999760 14,856,460.0000 105,480.87 01/31/2016 71X4074 717401434 09/30/2023 02012 1.299999960 2,693,443.2600 11,671.59 01/31/2016 71X4074 717401434 09/30/2033 02012 1.299999960 292,735.0000 1,268.52 01/31/2016 71X4074 717401435 09/30/2022 02012 1.329999840 19,225,387.0600 85,232.55 01/31/2016 71X4074 717401437 09/30/2019 02012 2.309999760 13,589,537.2600 104,639.44 01/31/2016 71X4074 717401444 09/30/2019 02012 2.309999760 3,720,248.3100 28,645.91 01/31/2016 71X4074 717401447 09/30/2028 02012 2.919999960 2,356,893.3400 22,940.43 01/31/2016 71X4074 717401450 09/30/2020 02012 2.229999840 5,023,593.2800 37,342.04 01/31/2016 71X4074 717401451 09/30/2023 02012 2.299999680 718,424.9200 5,507.92 01/31/2016 71X4074 717401452 09/30/2034 02012 3.259999800 18,015,264.8000 195,765.88 01/31/2016 71X4074 717401453 09/30/2019 02012 2.149999920 828,103.5800 5,934.74 01/31/2016 71X4074 717401454 09/30/2023 02012 1.459999800 947,956.2600 4,613.39 01/31/2016 71X4074 717401476 09/30/2023 02013 2.610000000 12,760,195.8700 111,013.70 01/31/2016 71X4074 717401480 09/30/2019 02013 1.639999800 1,314,890.7200 7,188.07 01/31/2016 71X4074 717401482 09/30/2025 02013 2.269999800 21,413,567.9600 162,029.33 01/31/2016 71X4074 717401487 09/30/2027 02013 1.949999760 7,777,252.7400 50,552.14 01/31/2016 71X4074 717401492 09/30/2027 02013 1.839999960 29,802,027.3800 182,785.77 01/31/2016 71X4074 717401493 09/30/2024 02013 2.469999960 5,451,943.6400 44,887.67 01/31/2016 71X4074 717401495 09/30/2024 02013 2.179999800 4,336,575.4800 31,512.45 01/31/2016 71X4074 717401496 09/30/2020 02013 1.239999840 52,542,868.4700 217,177.19 01/31/2016 71X4074 717401502 09/30/2018 02013 0.999999720 9,440,180.8200 31,467.27 01/31/2016 71X4074 717401504 09/30/2035 02013 3.399999840 8,029,058.1000 90,995.99 01/31/2016 71X4074 717401508 09/30/2021 02013 1.959999840 2,151,573.6600 14,056.95 01/31/2016 71X4074 717401511 09/30/2021 02013 2.039999760 47,482,715.1300 322,882.46 01/31/2016 71X4074 717401512 09/30/2022 02013 2.759999760 1,399,678.2200 12,877.04 01/31/2016 71X4074 717401517 09/30/2023 02013 2.319999840 4,248,456.5400 32,854.73 01/31/2016 71X4074 717401522 09/30/2023 02013 2.179999800 2,398,141.9400 17,426.50 01/31/2016 71X4074 717401523 09/30/2025 02013 2.250000000 5,109,600.0000 38,322.00 01/31/2016 71X4074 717401524 09/30/2018 02013 1.119999960 2,508,010.9900 9,363.24 01/31/2016 71X4074 717401530 09/30/2020 02013 2.489999760 4,106,896.8500 34,087.24 01/31/2016 71X4074 717401534 09/30/2018 02013 1.569999960 1,605,637.0900 8,402.83 01/31/2016 71X4074 717401536 09/30/2028 02013 2.799999720 8,908,275.6100 83,143.91 01/31/2016 71X4074 717401552 09/30/2020 02014 1.279999800 2,994,046.9400 12,774.60 01/31/2016 71X4074 717401553 09/30/2031 02014 2.269999800 7,861,033.7000 59,481.82 01/31/2016 71X4074 717401564 09/30/2018 02014 0.999999720 2,888,380.4200 9,627.93 01/31/2016 71X4074 717401570 09/30/2022 02014 1.699999920 9,920,713.4500 56,217.38 01/31/2016 71X4074 717401573 09/30/2021 02014 1.049999760 2,235,624.8500 7,824.69 01/31/2016 71X4074 717401577 09/30/2033 02014 2.329999920 45,788,082.1800 355,620.77 01/31/2016 71X4074 717401584 09/30/2025 02014 2.049999840 2,882,250.0000 19,695.37 01/31/2016 71X4074 717401586 09/30/2022 02014 2.049999840 3,138,900.0000 21,449.15 01/31/2016 71X4074 717401588 09/30/2031 02014 1.659999960 22,320,300.0000 123,505.66 01/31/2016 71X4074 717401589 09/30/2021 02014 1.289999880 21,399,361.1100 92,017.25 01/31/2016 71X4074 717401590 09/30/2031 02014 1.659999960 3,403,388.9900 18,832.09 01/31/2016 71X4074 717401592 09/30/2022 02014 1.659999960 20,132,546.8600 111,400.09 01/31/2016 71X4074 717401595 09/30/2032 02014 2.169999720 45,453,939.2000 328,783.49 01/31/2016 71X4074 717401603 09/30/2021 02014 1.139999760 9,864,353.3300 37,484.54 01/31/2016 71X4074 717401813 09/30/2020 02014 0.999999720 2,848,776.2700 9,495.92 01/31/2016 71X4074 717401896 09/30/2026 02015 2.610000000 6,692,400.0000 58,223.88 01/31/2016 71X4074 717401896 09/30/2027 02015 2.610000000 86,773.2700 754.93 01/31/2016 71X4074 717401905 09/30/2043 02015 1.999999800 15,276,000.0000 101,840.00 01/31/2016 71X4074 717401915 09/30/2020 02015 1.539999720 4,898,286.6900 25,144.54 01/31/2016 71X4074 717401922 09/30/2034 02015 3.199999680 37,018,545.4600 394,864.48 01/31/2016 71X4074 717401925 09/30/2022 02015 2.359999800 2,352,900.0000 18,509.48 01/31/2016 71X4074 717401937 09/30/2022 02015 1.909999800 5,726,920.9000 36,461.40 01/31/2016 71X4074 717401939 09/30/2020 02015 1.999999800 3,717,160.0000 24,781.07 01/31/2016 71X4074 717401943 09/30/2022 02015 2.359999800 25,980,000.0000 204,376.00 01/31/2016 71X4074 717401944 09/30/2033 02015 2.279999880 71,475,503.0000 543,213.82 01/31/2016 71X4074 717401950 09/30/2031 02015 2.279999880 3,113,600.0000 23,663.36 01/31/2016 71X4074 717401956 09/30/2020 02015 1.999999800 4,400,100.0000 29,334.00 01/31/2016 ------------------------ ---------------------- 1,824,856,029.9900 15,191,010.10 ======================== ====================== 1,824,856,029.9900 15,191,010.10 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4074 717401588 09/30/2031 02014 01/14/2016 INT + 0.0000 816.72 483531 717401590 09/30/2031 02014 01/14/2016 INT + 0.0000 210.18 483529 ------------------------ ---------------------- 0.0000 1,026.90 ======================== ====================== 0.0000 1,026.90