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 5,944.27 10/31/2015 71X4074 7174LAFI3 09/30/2016 02003 4.309999920 839,295.0500 3,014.47 10/31/2015 71X4074 7174N-NM1 09/30/2017 02003 4.729999680 320,105.5100 1,261.75 10/31/2015 71X4074 7174ABUJA 09/30/2016 02004 4.779999720 171,885.8100 684.68 10/31/2015 71X4074 7174CASMA 09/30/2020 02004 4.009999680 3,284.6200 10.98 10/31/2015 71X4074 7174EMERG 09/30/2016 02004 4.399999920 4,816,052.8200 17,658.86 10/31/2015 71X4074 7174GILBT 09/30/2016 02004 3.829999680 88.3200 0.28 10/31/2015 71X4074 7174GOLCW 09/30/2016 02004 4.299999840 3,126.1200 11.20 10/31/2015 71X4074 7174IRAQM 09/30/2016 02004 4.369999680 176,465.9000 642.63 10/31/2015 71X4074 7174LAGRA 09/30/2016 02004 4.189999680 28,091.9700 98.09 10/31/2015 71X4074 7174PASTU 09/30/2020 02004 4.839999840 223,516.9600 901.52 10/31/2015 71X4074 7174PTUCA 09/30/2018 02004 4.819999680 1,240,863.7200 4,984.14 10/31/2015 71X4074 7174QTO 09/30/2016 02004 4.839999840 47,564.0100 191.84 10/31/2015 71X4074 7174SWEET 09/30/2016 02004 4.770000000 15,198.9900 60.42 10/31/2015 71X4074 7174CONDO 09/30/2016 02005 4.429999800 123,192.4000 454.79 10/31/2015 71X4074 7174FUTUR 09/30/2016 02005 4.839999840 2,246,472.9600 9,060.77 10/31/2015 71X4074 7174LUSAK 09/30/2019 02005 4.079999880 232,020.6400 788.87 10/31/2015 71X4074 7174SAFI 09/30/2016 02005 4.709999880 108,340.4100 425.24 10/31/2015 71X4074 7174BDCC 09/30/2022 02006 3.699999720 9,805,844.2800 30,234.69 10/31/2015 71X4074 7174BRAV1 09/30/2016 02006 4.749999840 2,904,935.4900 11,498.70 10/31/2015 71X4074 7174GANHO 09/30/2022 02006 3.259999800 12,276,748.2300 33,351.83 10/31/2015 71X4074 7174INTCO 09/30/2020 02006 4.500000000 890,491.0800 3,339.34 10/31/2015 71X4074 7174LAFIS 09/30/2023 02006 4.799999880 5,371,870.3300 21,487.48 10/31/2015 71X4074 7174LAFS3 09/30/2023 02006 3.519999720 5,488,058.0900 16,098.30 10/31/2015 71X4074 7174SALVA 09/30/2017 02006 4.399999920 397,655.7200 1,458.07 10/31/2015 71X4074 71741STMT 09/30/2023 02007 3.399999840 3,038,325.4500 8,608.59 10/31/2015 71X4074 7174AFGGR 09/30/2022 02007 2.799999720 14,303,499.2500 33,374.83 10/31/2015 71X4074 7174AMINS 09/30/2020 02007 4.819999680 20,609.9000 82.78 10/31/2015 71X4074 7174BDCC2 09/30/2028 02007 3.229999920 5,489,988.0600 14,777.22 10/31/2015 71X4074 7174BLH 09/30/2029 02007 3.179999880 2,965,340.8500 7,858.15 10/31/2015 71X4074 7174LEDFC 09/30/2022 02007 5.269999680 8,844,066.7900 38,840.19 10/31/2015 71X4074 7174N-NM2 09/30/2017 02007 4.729999680 54,441.1100 214.59 10/31/2015 71X4074 7174QTO2 09/30/2016 02007 4.779999720 9,020.1700 35.93 10/31/2015 71X4074 7174TAYL 09/30/2034 02007 3.929999760 35,653,818.2200 116,766.25 10/31/2015 71X4074 7174IMMDF 09/30/2016 02008 2.489999760 317,182.6200 658.15 10/31/2015 71X4074 7174INTMA 09/30/2035 02008 2.289999960 37,102,260.7600 70,803.48 10/31/2015 71X4074 7174LAFIS 09/30/2033 02008 3.739999680 6,073,465.5000 18,928.97 10/31/2015 71X4074 7174SUMMI 09/30/2016 02008 3.109999680 980,864.8200 2,542.07 10/31/2015 71X4074 7174AMKI 09/30/2020 02009 2.899999800 2,221,346.8100 5,368.25 10/31/2015 71X4074 7174AUSTA 09/30/2020 02009 1.949999760 4,054,701.5300 6,588.89 10/31/2015 71X4074 7174AZURE 09/30/2022 02009 2.869999920 4,027,246.0700 9,631.83 10/31/2015 71X4074 7174BAMAK 09/30/2023 02009 2.769999840 1,213,984.1900 2,802.28 10/31/2015 71X4074 7174BRACB 09/30/2016 02009 1.869999840 342,098.8900 533.10 10/31/2015 71X4074 7174CAIRO 09/30/2034 02009 4.069999800 20,910,101.6700 70,920.09 10/31/2015 71X4074 7174CJSTR 09/30/2019 02009 2.909999880 2,776,689.5000 6,733.47 10/31/2015 71X4074 7174CSILC 09/30/2019 02009 4.339999800 2,175,537.0200 7,868.19 10/31/2015 71X4074 7174CSILT 09/30/2016 02009 4.599999720 1,450,045.0100 5,558.51 10/31/2015 71X4074 7174CSIP 09/30/2016 02009 4.349999880 1,381,637.7300 5,008.44 10/31/2015 71X4074 7174EXPR 09/30/2018 02009 4.509999720 2,090,840.4200 7,858.08 10/31/2015 71X4074 7174FINAN 09/30/2018 02009 2.250000000 115,654.7400 216.85 10/31/2015 71X4074 7174GMTAT 09/30/2026 02009 1.759999680 11,350,102.0300 16,646.82 10/31/2015 71X4074 7174HUSK 09/30/2022 02009 1.359999720 639,454.0500 724.71 10/31/2015 71X4074 7174IMMD3 09/30/2018 02009 4.429999800 342,895.1800 1,265.85 10/31/2015 71X4074 7174JSCGA 09/30/2019 02009 3.119999760 10,917,541.9200 28,385.61 10/31/2015 71X4074 7174MONR 09/30/2027 02009 2.880000000 787,192.3900 1,889.26 10/31/2015 71X4074 7174MVEST 09/30/2016 02009 2.880000000 9,074,155.1400 21,777.97 10/31/2015 71X4074 7174PACCO 09/30/2018 02009 2.669999760 295,939.1600 658.46 10/31/2015 71X4074 7174PJWR 09/30/2017 02009 2.829999960 5,870,000.8000 13,843.42 10/31/2015 71X4074 7174RLJLI 09/30/2023 02009 3.159999720 7,437,423.6800 19,585.22 10/31/2015 71X4074 7174SANTE 09/30/2016 02009 2.669999760 6,299,348.5600 14,016.05 10/31/2015 71X4074 7174SESA 09/30/2020 02009 4.599999720 706,330.2500 2,707.60 10/31/2015 71X4074 7174SLID 09/30/2018 02009 2.829999960 9,423.1900 22.22 10/31/2015 71X4074 7174TIVGL 09/30/2016 02009 1.909999800 551,355.9600 877.57 10/31/2015 71X4074 7174TOGO 09/30/2029 02009 3.369999960 141,433,333.1900 397,191.94 10/31/2015 71X4074 7174VELIF 09/30/2017 02009 1.429999920 23,723,937.7000 28,271.03 10/31/2015 71X4074 7174VERDA 09/30/2032 02009 2.700000000 22,311,252.5500 50,200.32 10/31/2015 71X4074 7174AFGLC 09/30/2025 02010 2.299999680 8,302,619.7800 15,913.35 10/31/2015 71X4074 7174ALTAM 09/30/2025 02010 2.299999680 55,590,305.0000 106,548.08 10/31/2015 71X4074 7174AUTO 09/30/2018 02010 2.299999680 1,662,520.4300 3,186.50 10/31/2015 71X4074 7174AZURH 09/30/2026 02010 2.729999880 22,813,526.5300 51,900.77 10/31/2015 71X4074 7174BETSY 09/30/2022 02010 2.809999800 1,965,077.2000 4,601.56 10/31/2015 71X4074 7174C21 09/30/2017 02010 1.719999720 104,449.4600 149.71 10/31/2015 71X4074 7174CGS 09/30/2024 02010 2.299999680 81,399,901.3800 156,016.48 10/31/2015 71X4074 7174CPSIF 09/30/2016 02010 1.759999680 5,387,182.0600 7,901.20 10/31/2015 71X4074 7174DSP 09/30/2021 02010 2.579999760 40,448,747.1900 86,964.81 10/31/2015 71X4074 7174EQCM 09/30/2017 02010 2.919999960 4,441,182.5400 10,806.88 10/31/2015 71X4074 7174EYEF1 09/30/2017 02010 2.399999760 1,989,495.1800 3,978.99 10/31/2015 71X4074 7174FTFC 09/30/2020 02010 1.969999920 5,192,068.0600 8,523.65 10/31/2015 71X4074 7174GHANA 09/30/2032 02010 2.939999760 26,173,724.6300 64,125.63 10/31/2015 71X4074 7174GPSIS 09/30/2016 02010 1.620000000 1,252,854.1800 1,691.35 10/31/2015 71X4074 7174PLAZA 09/30/2021 02010 2.559999960 6,363,559.5200 13,575.59 10/31/2015 71X4074 7174PRCRH 09/30/2019 02010 3.219999840 26,866,086.4400 72,090.67 10/31/2015 71X4074 7174PTSM 09/30/2020 02010 1.969999920 431,794.9700 708.86 10/31/2015 71X4074 7174PTTUC 09/30/2016 02010 2.319999840 253,376.9200 489.86 10/31/2015 71X4074 7174QUAN 09/30/2016 02010 1.209999960 260,062.8900 262.23 10/31/2015 71X4074 7174SAFI2 09/30/2019 02010 1.149999840 98,140.9900 94.05 10/31/2015 71X4074 7174SUMMP 09/30/2017 02010 2.729999880 987,008.8700 2,245.45 10/31/2015 71X4074 7174TBCK 09/30/2021 02010 2.099999880 8,419,651.7200 14,734.39 10/31/2015 71X4074 717400006 09/30/2027 02011 1.739999880 18,387,611.9200 26,662.04 10/31/2015 71X4074 717400007 09/30/2021 02011 3.859999920 5,825,813.0800 18,739.70 10/31/2015 71X4074 717400012 09/30/2018 02011 1.579999680 18,263,240.4500 24,046.60 10/31/2015 71X4074 717400013 09/30/2020 02011 1.800000000 19,404,041.0900 29,106.06 10/31/2015 71X4074 717400018 09/30/2021 02011 1.089999720 2,200,915.6900 1,999.17 10/31/2015 71X4074 717400020 09/30/2021 02011 3.859999920 1,704,794.1700 5,483.75 10/31/2015 71X4074 717400022 09/30/2022 02011 3.859999920 2,579,534.6900 8,297.50 10/31/2015 71X4074 717400028 09/30/2017 02011 3.469999680 11,398,962.0100 32,962.00 10/31/2015 71X4074 717400032 09/30/2024 02011 3.859999920 20,688,039.5800 66,546.53 10/31/2015 71X4074 717400036 09/30/2034 02011 2.619999720 3,233,935.3300 7,060.76 10/31/2015 71X4074 717400037 09/30/2022 02011 1.419999840 27,684,579.5600 32,760.09 10/31/2015 71X4074 7174AERIS 09/30/2024 02011 2.829999960 54,935,605.3400 129,556.47 10/31/2015 71X4074 7174AMUB 09/30/2025 02011 1.929999960 8,986,486.3400 14,453.27 10/31/2015 71X4074 7174GAMMA 09/30/2018 02011 0.999999720 1,129,426.3600 941.19 10/31/2015 71X4074 7174HAITI 09/30/2018 02011 1.549999800 1,393,145.3100 1,799.48 10/31/2015 71X4074 7174JIMM 09/30/2018 02011 2.160000000 24,861.4200 44.75 10/31/2015 71X4074 7174MASSA 09/30/2021 02011 3.859999920 18,557,572.0400 59,693.52 10/31/2015 71X4074 7174PNET 09/30/2021 02011 3.679999920 305,863.4600 937.98 10/31/2015 71X4074 7174UOG 09/30/2021 02011 1.809999720 6,065,359.4500 9,148.58 10/31/2015 71X4074 717400039 09/30/2020 02012 2.129999760 659,758.3800 1,171.07 10/31/2015 71X4074 717400040 09/30/2023 02012 1.339999920 871,359.9400 973.02 10/31/2015 71X4074 717400045 09/30/2020 02012 0.999999720 414,361.6500 345.30 10/31/2015 71X4074 717400048 09/30/2018 02012 2.039999760 5,064,870.7800 8,610.28 10/31/2015 71X4074 717400049 09/30/2023 02012 1.369999800 3,692,406.8100 4,215.50 10/31/2015 71X4074 717401196 09/30/2019 02012 2.669999760 38,290,440.5700 85,196.23 10/31/2015 71X4074 717401424 09/30/2023 02012 2.529999720 5,410,011.3700 11,406.11 10/31/2015 71X4074 717401428 09/30/2017 02012 0.999999720 18,890,546.3200 15,742.12 10/31/2015 71X4074 717401429 09/30/2021 02012 2.299999680 67,693,961.8200 129,746.76 10/31/2015 71X4074 717401430 09/30/2019 02012 2.129999760 14,856,460.0000 26,370.22 10/31/2015 71X4074 717401434 09/30/2023 02012 1.299999960 2,693,443.2600 2,917.90 10/31/2015 71X4074 717401434 09/30/2033 02012 1.299999960 292,735.0000 317.13 10/31/2015 71X4074 717401435 09/30/2022 02012 1.329999840 19,225,387.0600 21,308.14 10/31/2015 71X4074 717401437 09/30/2019 02012 2.309999760 13,589,537.2600 26,159.86 10/31/2015 71X4074 717401444 09/30/2019 02012 2.309999760 3,720,248.3100 7,161.48 10/31/2015 71X4074 717401447 09/30/2028 02012 2.919999960 2,356,893.3400 5,735.11 10/31/2015 71X4074 717401450 09/30/2020 02012 2.229999840 5,023,593.2800 9,335.51 10/31/2015 71X4074 717401451 09/30/2023 02012 2.299999680 718,424.9200 1,376.98 10/31/2015 71X4074 717401452 09/30/2034 02012 3.259999800 11,023,324.8000 29,946.70 10/31/2015 71X4074 717401453 09/30/2019 02012 2.149999920 828,103.5800 1,483.69 10/31/2015 71X4074 717401454 09/30/2023 02012 1.459999800 947,956.2600 1,153.35 10/31/2015 71X4074 717401476 09/30/2023 02013 2.610000000 12,760,195.8700 27,753.43 10/31/2015 71X4074 717401480 09/30/2019 02013 1.639999800 1,314,890.7200 1,797.02 10/31/2015 71X4074 717401482 09/30/2025 02013 2.269999800 21,413,567.9600 40,507.33 10/31/2015 71X4074 717401487 09/30/2027 02013 1.949999760 7,777,252.7400 12,638.04 10/31/2015 71X4074 717401492 09/30/2027 02013 1.839999960 29,802,027.3800 45,696.44 10/31/2015 71X4074 717401493 09/30/2024 02013 2.469999960 5,451,943.6400 11,221.92 10/31/2015 71X4074 717401495 09/30/2024 02013 2.179999800 4,336,575.4800 7,878.11 10/31/2015 71X4074 717401496 09/30/2020 02013 1.239999840 52,542,868.4700 54,294.30 10/31/2015 71X4074 717401502 09/30/2018 02013 0.999999720 9,440,180.8200 7,866.82 10/31/2015 71X4074 717401504 09/30/2035 02013 3.399999840 7,007,418.9000 19,854.35 10/31/2015 71X4074 717401508 09/30/2021 02013 1.959999840 2,151,573.6600 3,514.24 10/31/2015 71X4074 717401511 09/30/2021 02013 2.039999760 47,482,715.1300 80,720.62 10/31/2015 71X4074 717401512 09/30/2022 02013 2.759999760 1,399,678.2200 3,219.26 10/31/2015 71X4074 717401517 09/30/2023 02013 2.319999840 4,248,456.5400 8,213.68 10/31/2015 71X4074 717401522 09/30/2023 02013 2.179999800 2,398,141.9400 4,356.62 10/31/2015 71X4074 717401524 09/30/2018 02013 1.119999960 2,508,010.9900 2,340.81 10/31/2015 71X4074 717401530 09/30/2020 02013 2.489999760 3,528,039.3500 7,320.68 10/31/2015 71X4074 717401534 09/30/2018 02013 1.569999960 1,605,637.0900 2,100.71 10/31/2015 71X4074 717401536 09/30/2028 02013 2.799999720 8,908,275.6100 20,785.98 10/31/2015 71X4074 717401552 09/30/2020 02014 1.279999800 2,994,046.9400 3,193.65 10/31/2015 71X4074 717401553 09/30/2031 02014 2.269999800 7,861,033.7000 14,870.46 10/31/2015 71X4074 717401564 09/30/2018 02014 0.999999720 2,129,740.4200 1,774.78 10/31/2015 71X4074 717401570 09/30/2022 02014 1.699999920 9,920,713.4500 14,054.34 10/31/2015 71X4074 717401573 09/30/2021 02014 1.049999760 2,235,624.8500 1,956.17 10/31/2015 71X4074 717401577 09/30/2033 02014 2.329999920 45,788,082.1800 88,905.19 10/31/2015 71X4074 717401584 09/30/2025 02014 2.049999840 2,882,250.0000 4,923.84 10/31/2015 71X4074 717401586 09/30/2022 02014 2.049999840 3,138,900.0000 5,362.29 10/31/2015 71X4074 717401589 09/30/2021 02014 1.289999880 21,399,361.1100 23,004.31 10/31/2015 71X4074 717401592 09/30/2022 02014 1.659999960 20,132,546.8600 27,850.02 10/31/2015 71X4074 717401595 09/30/2032 02014 2.169999720 22,688,454.6900 41,028.29 10/31/2015 71X4074 717401603 09/30/2021 02014 1.139999760 9,864,353.3300 9,371.14 10/31/2015 71X4074 717401813 09/30/2020 02014 0.999999720 2,848,776.2700 2,373.98 10/31/2015 71X4074 717401896 09/30/2026 02015 2.610000000 6,692,400.0000 14,555.97 10/31/2015 71X4074 717401896 09/30/2027 02015 2.610000000 86,773.2700 188.73 10/31/2015 71X4074 717401905 09/30/2043 02015 1.999999800 15,276,000.0000 25,460.00 10/31/2015 71X4074 717401915 09/30/2020 02015 1.539999720 4,898,286.6900 6,286.13 10/31/2015 71X4074 717401922 09/30/2034 02015 3.199999680 17,135,714.0700 45,695.24 10/31/2015 71X4074 717401937 09/30/2022 02015 1.909999800 5,726,920.9000 9,115.35 10/31/2015 71X4074 717401939 09/30/2020 02015 1.999999800 2,738,960.0000 4,564.93 10/31/2015 ------------------------ ---------------------- 1,620,508,664.9100 3,398,343.57 ======================== ====================== 1,620,508,664.9100 3,398,343.57 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00