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 153,201.02 12/31/2015 71X4075 7175QUIPO 09/30/2021 02003 2.689999920 15,184,787.9600 102,117.70 12/31/2015 71X4075 7175VYSOT 09/30/2016 02003 3.609999720 403,023.8300 3,637.29 12/31/2015 71X4075 7175GOLDK 09/30/2020 02004 4.509999720 86,629.8800 976.75 12/31/2015 71X4075 7175N-ZDC 09/30/2022 02004 4.659999840 156,624.0600 1,824.67 12/31/2015 71X4075 7175VESPU 09/30/2022 02004 3.859999920 4,611,688.2900 44,502.79 12/31/2015 71X4075 7175ADP 09/30/2020 02005 3.699999720 43,812.7200 405.27 12/31/2015 71X4075 7175ETHOS 09/30/2016 02005 3.999999960 496,260.6200 4,962.61 12/31/2015 71X4075 7175FIXED 09/30/2024 02005 4.569999840 16,061.4400 183.50 12/31/2015 71X4075 7175MEIIJ 09/30/2017 02005 1.249999920 16,821.4600 52.57 12/31/2015 71X4075 717501441 09/30/2026 02007 3.909999960 49,031.1800 479.28 12/31/2015 71X4075 7175AESJO 09/30/2027 02007 3.459999960 3,479,548.8300 30,098.10 12/31/2015 71X4075 7175BANPR 09/30/2022 02007 2.979999720 183,450.1500 1,366.70 12/31/2015 71X4075 7175BANRU 09/30/2023 02007 3.479999760 311,981.2500 2,714.24 12/31/2015 71X4075 7175COMLA 09/30/2024 02007 4.379999760 2,176,029.6100 23,827.52 12/31/2015 71X4075 7175FCPFD 09/30/2020 02007 5.269999680 777,015.8500 10,237.18 12/31/2015 71X4075 7175FICOH 09/30/2022 02007 4.709999880 86,808.4400 1,022.17 12/31/2015 71X4075 7175REFRM 09/30/2016 02007 3.459999960 184,708.5800 1,597.73 12/31/2015 71X4075 7175GRUPO 09/30/2020 02008 2.970000000 772,137.4700 5,733.12 12/31/2015 71X4075 7175MICOP 09/30/2016 02008 2.029999680 1,044,693.2200 5,301.82 12/31/2015 71X4075 7175BACA 09/30/2026 02009 2.489999760 1,859,432.2700 11,574.97 12/31/2015 71X4075 7175BACGT 09/30/2024 02009 2.219999760 74,883.1100 415.60 12/31/2015 71X4075 7175BACNA 09/30/2024 02009 2.299999680 427,835.7000 2,460.06 12/31/2015 71X4075 7175BACPA 09/30/2024 02009 2.079999720 215,094.8300 1,118.49 12/31/2015 71X4075 7175BACPB 09/30/2017 02009 3.429999720 2,880.2300 24.70 12/31/2015 71X4075 7175BYB2 09/30/2024 02009 2.099999880 600,650.9700 3,153.42 12/31/2015 71X4075 7175CAPC 09/30/2018 02009 4.489999920 631,350.0000 7,086.90 12/31/2015 71X4075 7175CHOUS 09/30/2022 02009 1.399999680 1,886,019.6400 6,601.07 12/31/2015 71X4075 7175DESI 09/30/2030 02009 4.719999960 29,882,249.9700 352,610.55 12/31/2015 71X4075 7175ECPF3 09/30/2019 02009 3.429999720 1,421,763.5500 12,191.62 12/31/2015 71X4075 7175HALYK 09/30/2024 02009 2.219999760 1,597,969.4300 8,868.73 12/31/2015 71X4075 7175HONDA 09/30/2024 02009 2.250000000 869,504.6400 4,890.96 12/31/2015 71X4075 7175IKH 09/30/2021 02009 1.710000000 1,149,844.4400 4,915.58 12/31/2015 71X4075 7175PALRL 09/30/2018 02009 4.439999880 1,734.3000 19.25 12/31/2015 71X4075 7175TGBAS 09/30/2020 02009 1.869999840 2,001,027.8600 9,354.81 12/31/2015 71X4075 7175ACFC 09/30/2016 02010 0.999999720 9,778.9200 24.45 12/31/2015 71X4075 7175BMED 09/30/2023 02010 2.109999960 193,273.9300 1,019.52 12/31/2015 71X4075 7175ECP3 09/30/2019 02010 0.999999720 671,000.1100 1,677.50 12/31/2015 71X4075 7175HIPO 09/30/2041 02010 3.420000000 4,059,968.4600 34,712.73 12/31/2015 71X4075 7175JSCPG 09/30/2020 02010 0.999999720 806,658.7500 2,016.65 12/31/2015 71X4075 7175SEKMG 09/30/2031 02010 1.699999920 12,426,004.9900 52,810.52 12/31/2015 71X4075 717500004 09/30/2021 02011 3.549999960 63,271.9000 561.54 12/31/2015 71X4075 717500008 09/30/2021 02011 0.999999720 10,847.5500 27.12 12/31/2015 71X4075 717500019 09/30/2026 02011 3.909999960 728,383.8500 7,119.95 12/31/2015 71X4075 717500023 09/30/2031 02011 3.699999720 39,999,050.3200 369,991.22 12/31/2015 71X4075 717500025 09/30/2030 02011 1.509999840 9,499,089.2700 35,859.06 12/31/2015 71X4075 717500033 09/30/2027 02011 1.069999920 699,118.2000 1,870.14 12/31/2015 71X4075 7175ADP3 09/30/2018 02011 3.029999760 363,022.6700 2,749.90 12/31/2015 71X4075 7175AMIH 09/30/2021 02011 4.249999800 548,576.1600 5,828.62 12/31/2015 71X4075 7175CCP 09/30/2019 02011 0.999999720 1,794,292.0200 4,485.73 12/31/2015 71X4075 7175GLBK 09/30/2019 02011 1.989999720 326,777.9500 1,625.72 12/31/2015 71X4075 7175ICETI 09/30/2023 02011 1.890000000 225,080.3600 1,063.50 12/31/2015 71X4075 7175PANNO 09/30/2021 02011 1.129999680 1,528,289.6600 4,317.42 12/31/2015 71X4075 717500043 09/30/2020 02012 0.999999720 209,942.7800 524.86 12/31/2015 71X4075 717500046 09/30/2030 02012 1.479999960 419,647.8700 1,552.70 12/31/2015 71X4075 717501200 09/30/2028 02012 2.779999920 6,632,454.1100 46,095.56 12/31/2015 71X4075 717501403 09/30/2018 02012 3.569999760 4,402.1700 39.29 12/31/2015 71X4075 717501409 09/30/2025 02012 3.679999920 109,225.4600 1,004.87 12/31/2015 71X4075 717501417 09/30/2020 02012 1.059999840 433,004.0400 1,147.46 12/31/2015 71X4075 717501427 09/30/2026 02012 1.329999840 38,320,541.5400 127,415.80 12/31/2015 71X4075 717501432 09/30/2031 02012 1.749999960 16,746,224.6300 73,264.73 12/31/2015 71X4075 717501446 09/30/2021 02012 3.439999800 367,054.6700 3,156.67 12/31/2015 71X4075 717501448 09/30/2030 02012 2.409999840 10,299,724.7000 62,055.84 12/31/2015 71X4075 717501457 09/30/2028 02012 1.499999760 21,835,342.3100 81,882.53 12/31/2015 71X4075 717501460 09/30/2028 02012 3.179999880 130,336.0200 1,036.17 12/31/2015 71X4075 717501461 09/30/2034 02012 2.919999960 30,282,908.8900 221,065.23 12/31/2015 71X4075 7175N-IMO 09/30/2016 02012 1.980000000 27,020.3500 133.75 12/31/2015 71X4075 717501472 09/30/2020 02013 0.999999720 371,593.4100 928.98 12/31/2015 71X4075 717501477 09/30/2024 02013 1.639999800 1,350,296.1800 5,536.21 12/31/2015 71X4075 717501483 09/30/2022 02013 1.759999680 42,910.0600 188.80 12/31/2015 71X4075 717501486 09/30/2042 02013 2.209999680 3,294,787.4700 18,203.70 12/31/2015 71X4075 717501491 09/30/2021 02013 3.150000000 349,493.9400 2,752.26 12/31/2015 71X4075 717501499 09/30/2020 02013 1.769999760 22,084.4200 97.72 12/31/2015 71X4075 717501501 09/30/2031 02013 1.689999840 24,532,182.4700 103,648.47 12/31/2015 71X4075 717501503 09/30/2021 02013 2.250000000 472,363.3600 2,657.04 12/31/2015 71X4075 717501506 09/30/2025 02013 1.319999760 26,659,353.0800 87,975.87 12/31/2015 71X4075 717501507 09/30/2025 02013 2.399999760 1,137,573.7800 6,825.44 12/31/2015 71X4075 717501510 09/30/2033 02013 2.689999920 39,850,513.6200 267,994.70 12/31/2015 71X4075 717501515 09/30/2026 02013 2.099999880 7,619,937.0800 40,004.67 12/31/2015 71X4075 717501516 09/30/2021 02013 1.899999720 2,239,867.5200 10,639.37 12/31/2015 71X4075 717501519 09/30/2022 02013 1.339999920 75,293.1000 252.23 12/31/2015 71X4075 717501520 09/30/2022 02013 1.329999840 92,456.8600 307.42 12/31/2015 71X4075 717501538 09/30/2030 02013 2.419999920 13,393,417.1200 81,030.17 12/31/2015 71X4075 717501540 09/30/2033 02013 2.700000000 34,568,666.1500 233,338.50 12/31/2015 71X4075 717501545 09/30/2021 02014 0.999999720 179,525.0200 448.81 12/31/2015 71X4075 717501546 09/30/2034 02014 1.789999920 4,460,901.5600 19,962.53 12/31/2015 71X4075 717501549 09/30/2021 02014 2.399999760 1,311,055.0200 7,866.33 12/31/2015 71X4075 717501551 09/30/2020 02014 0.999999720 878,153.1300 2,195.38 12/31/2015 71X4075 717501555 09/30/2019 02014 0.999999720 50,929.9800 127.32 12/31/2015 71X4075 717501558 09/30/2020 02014 2.279999880 669,651.5200 3,817.01 12/31/2015 71X4075 717501559 09/30/2021 02014 1.589999760 3,012,485.3700 11,974.63 12/31/2015 71X4075 717501562 09/30/2019 02014 1.579999680 6,615.8400 26.13 12/31/2015 71X4075 717501563 09/30/2033 02014 1.769999760 10,862,908.8600 48,068.37 12/31/2015 71X4075 717501566 09/30/2026 02014 1.189999800 21,500,078.7700 63,962.73 12/31/2015 71X4075 717501572 09/30/2044 02014 2.669999760 2,229,783.4400 14,883.80 12/31/2015 71X4075 717501575 09/30/2019 02014 1.719999720 2,657.6500 11.43 12/31/2015 71X4075 717501578 09/30/2022 02014 0.999999720 14,240,430.9700 35,601.08 12/31/2015 71X4075 717501579 09/30/2040 02014 1.649999880 1,452,580.0000 5,991.89 12/31/2015 71X4075 717501591 09/30/2026 02014 1.319999760 6,979,604.4400 23,032.69 12/31/2015 71X4075 717501597 09/30/2031 02014 1.539999720 1,107,179.2600 4,262.64 12/31/2015 71X4075 717501598 09/30/2034 02014 1.959999840 8,595,176.3600 42,116.36 12/31/2015 71X4075 717501602 09/30/2022 02014 1.559999880 834,517.3800 3,254.62 12/31/2015 71X4075 717501604 09/30/2019 02014 1.620000000 2,895,000.0000 11,724.75 12/31/2015 71X4075 717501605 09/30/2029 02014 1.589999760 17,308,826.2300 68,802.58 12/31/2015 71X4075 717501608 09/30/2033 02014 1.779999840 4,459,422.5100 19,844.43 12/31/2015 71X4075 7175BUTTR 09/30/2029 02014 1.749999960 29,926,509.9700 130,928.48 12/31/2015 71X4075 717501886 09/30/2020 02015 2.109999960 99,307.5400 523.85 12/31/2015 71X4075 717501886 09/30/2023 02015 2.109999960 3,457,066.6800 18,236.03 12/31/2015 71X4075 717501887 09/30/2020 02015 2.709999720 15,024.1900 101.79 12/31/2015 71X4075 717501898 09/30/2026 02015 2.589999840 6,793,918.9100 43,990.62 12/31/2015 71X4075 717501901 09/30/2020 02015 1.899999720 30,950.8700 147.02 12/31/2015 71X4075 717501902 09/30/2020 02015 1.899999720 13,224.9000 62.82 12/31/2015 71X4075 717501903 09/30/2020 02015 1.899999720 26,449.8000 125.64 12/31/2015 71X4075 717501913 09/30/2022 02015 3.109999680 90,094.1100 700.48 12/31/2015 71X4075 717501919 09/30/2025 02015 2.109999960 4,610,888.3600 24,322.44 12/31/2015 71X4075 717501945 09/30/2025 02015 2.279999880 961,420.0000 5,480.09 12/31/2015 71X4075 717501981 09/30/2023 02016 2.999999880 100,425.0000 753.19 12/31/2015 ------------------------ ---------------------- 591,357,421.8300 3,443,395.00 ======================== ====================== 591,357,421.8300 3,443,395.00 ============================================================================================================================ 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 ============================================================================================================================ TRANSACTIONS ============================================================================================================================