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 204,268.03 01/31/2016 71X4075 7175QUIPO 09/30/2021 02003 2.689999920 15,184,787.9600 136,156.93 01/31/2016 71X4075 7175VYSOT 09/30/2016 02003 3.609999720 403,023.8300 4,849.72 01/31/2016 71X4075 7175GOLDK 09/30/2020 02004 4.509999720 86,629.8800 1,302.34 01/31/2016 71X4075 7175N-ZDC 09/30/2022 02004 4.659999840 156,624.0600 2,432.89 01/31/2016 71X4075 7175VESPU 09/30/2022 02004 3.859999920 4,611,688.2900 59,337.06 01/31/2016 71X4075 7175ADP 09/30/2020 02005 3.699999720 43,812.7200 540.36 01/31/2016 71X4075 7175ETHOS 09/30/2016 02005 3.999999960 496,260.6200 6,616.81 01/31/2016 71X4075 7175FIXED 09/30/2024 02005 4.569999840 16,061.4400 244.67 01/31/2016 71X4075 7175MEIIJ 09/30/2017 02005 1.249999920 16,821.4600 70.09 01/31/2016 71X4075 717501441 09/30/2026 02007 3.909999960 49,031.1800 639.04 01/31/2016 71X4075 7175AESJO 09/30/2027 02007 3.459999960 3,479,548.8300 40,130.80 01/31/2016 71X4075 7175BANPR 09/30/2022 02007 2.979999720 183,450.1500 1,822.27 01/31/2016 71X4075 7175BANRU 09/30/2023 02007 3.479999760 311,981.2500 3,618.98 01/31/2016 71X4075 7175COMLA 09/30/2024 02007 4.379999760 2,176,029.6100 31,770.03 01/31/2016 71X4075 7175FCPFD 09/30/2020 02007 5.269999680 777,015.8500 13,649.58 01/31/2016 71X4075 7175FICOH 09/30/2022 02007 4.709999880 86,808.4400 1,362.89 01/31/2016 71X4075 7175REFRM 09/30/2016 02007 3.459999960 184,708.5800 2,130.31 01/31/2016 71X4075 7175GRUPO 09/30/2020 02008 2.970000000 772,137.4700 7,644.16 01/31/2016 71X4075 7175MICOP 09/30/2016 02008 2.029999680 1,044,693.2200 7,069.09 01/31/2016 71X4075 7175BACA 09/30/2026 02009 2.489999760 1,859,432.2700 15,433.29 01/31/2016 71X4075 7175BACGT 09/30/2024 02009 2.219999760 74,883.1100 554.14 01/31/2016 71X4075 7175BACNA 09/30/2024 02009 2.299999680 427,835.7000 3,280.07 01/31/2016 71X4075 7175BACPA 09/30/2024 02009 2.079999720 215,094.8300 1,491.32 01/31/2016 71X4075 7175BACPB 09/30/2017 02009 3.429999720 2,880.2300 32.93 01/31/2016 71X4075 7175BYB2 09/30/2024 02009 2.099999880 600,650.9700 4,204.56 01/31/2016 71X4075 7175CAPC 09/30/2018 02009 4.489999920 631,350.0000 9,449.20 01/31/2016 71X4075 7175CHOUS 09/30/2022 02009 1.399999680 1,886,019.6400 8,801.42 01/31/2016 71X4075 7175DESI 09/30/2030 02009 4.719999960 29,882,249.9700 470,147.40 01/31/2016 71X4075 7175ECPF3 09/30/2019 02009 3.429999720 1,421,763.5500 16,255.50 01/31/2016 71X4075 7175HALYK 09/30/2024 02009 2.219999760 1,597,969.4300 11,824.97 01/31/2016 71X4075 7175HONDA 09/30/2024 02009 2.250000000 869,504.6400 6,521.28 01/31/2016 71X4075 7175IKH 09/30/2021 02009 1.710000000 1,149,844.4400 6,554.11 01/31/2016 71X4075 7175PALRL 09/30/2018 02009 4.439999880 1,734.3000 25.67 01/31/2016 71X4075 7175TGBAS 09/30/2020 02009 1.869999840 2,001,027.8600 12,473.07 01/31/2016 71X4075 7175ACFC 09/30/2016 02010 0.999999720 9,778.9200 32.60 01/31/2016 71X4075 7175BMED 09/30/2023 02010 2.109999960 193,273.9300 1,359.36 01/31/2016 71X4075 7175ECP3 09/30/2019 02010 0.999999720 671,000.1100 2,236.67 01/31/2016 71X4075 7175HIPO 09/30/2041 02010 3.420000000 4,059,968.4600 46,283.64 01/31/2016 71X4075 7175JSCPG 09/30/2020 02010 0.999999720 806,658.7500 2,688.86 01/31/2016 71X4075 7175SEKMG 09/30/2031 02010 1.699999920 12,426,004.9900 70,414.03 01/31/2016 71X4075 717500004 09/30/2021 02011 3.549999960 63,271.9000 748.72 01/31/2016 71X4075 717500008 09/30/2021 02011 0.999999720 10,847.5500 36.16 01/31/2016 71X4075 717500019 09/30/2026 02011 3.909999960 728,383.8500 9,493.27 01/31/2016 71X4075 717500023 09/30/2031 02011 3.699999720 39,999,050.3200 493,321.62 01/31/2016 71X4075 717500025 09/30/2030 02011 1.509999840 9,499,089.2700 47,812.08 01/31/2016 71X4075 717500033 09/30/2027 02011 1.069999920 699,118.2000 2,493.52 01/31/2016 71X4075 7175ADP3 09/30/2018 02011 3.029999760 363,022.6700 3,666.53 01/31/2016 71X4075 7175AMIH 09/30/2021 02011 4.249999800 548,576.1600 7,771.50 01/31/2016 71X4075 7175CCP 09/30/2019 02011 0.999999720 1,794,292.0200 5,980.97 01/31/2016 71X4075 7175GLBK 09/30/2019 02011 1.989999720 326,777.9500 2,167.63 01/31/2016 71X4075 7175ICETI 09/30/2023 02011 1.890000000 225,080.3600 1,418.01 01/31/2016 71X4075 7175PANNO 09/30/2021 02011 1.129999680 1,528,289.6600 5,756.56 01/31/2016 71X4075 717500043 09/30/2020 02012 0.999999720 209,942.7800 699.81 01/31/2016 71X4075 717500046 09/30/2030 02012 1.479999960 419,647.8700 2,070.26 01/31/2016 71X4075 717501200 09/30/2028 02012 2.779999920 6,632,454.1100 61,460.74 01/31/2016 71X4075 717501403 09/30/2018 02012 3.569999760 4,983.8500 59.31 01/31/2016 71X4075 717501409 09/30/2025 02012 3.679999920 109,225.4600 1,339.83 01/31/2016 71X4075 717501417 09/30/2020 02012 1.059999840 433,004.0400 1,529.95 01/31/2016 71X4075 717501427 09/30/2026 02012 1.329999840 38,320,541.5400 169,887.73 01/31/2016 71X4075 717501432 09/30/2031 02012 1.749999960 16,746,224.6300 97,686.31 01/31/2016 71X4075 717501446 09/30/2021 02012 3.439999800 367,054.6700 4,208.89 01/31/2016 71X4075 717501448 09/30/2030 02012 2.409999840 10,299,724.7000 82,741.12 01/31/2016 71X4075 717501457 09/30/2028 02012 1.499999760 21,835,342.3100 109,176.71 01/31/2016 71X4075 717501460 09/30/2028 02012 3.179999880 130,336.0200 1,381.56 01/31/2016 71X4075 717501461 09/30/2034 02012 2.919999960 30,282,908.8900 294,753.65 01/31/2016 71X4075 7175N-IMO 09/30/2020 02012 1.980000000 27,020.3500 178.33 01/31/2016 71X4075 717501472 09/30/2020 02013 0.999999720 371,593.4100 1,238.64 01/31/2016 71X4075 717501477 09/30/2024 02013 1.639999800 1,350,296.1800 7,381.62 01/31/2016 71X4075 717501483 09/30/2022 02013 1.759999680 42,910.0600 251.74 01/31/2016 71X4075 717501486 09/30/2042 02013 2.209999680 3,294,787.4700 24,271.60 01/31/2016 71X4075 717501491 09/30/2021 02013 3.150000000 349,493.9400 3,669.69 01/31/2016 71X4075 717501499 09/30/2020 02013 1.769999760 22,084.4200 130.30 01/31/2016 71X4075 717501501 09/30/2031 02013 1.689999840 24,532,182.4700 138,197.96 01/31/2016 71X4075 717501503 09/30/2021 02013 2.250000000 472,363.3600 3,542.73 01/31/2016 71X4075 717501506 09/30/2025 02013 1.319999760 26,659,353.0800 117,301.15 01/31/2016 71X4075 717501507 09/30/2025 02013 2.399999760 1,137,573.7800 9,100.59 01/31/2016 71X4075 717501510 09/30/2033 02013 2.689999920 39,850,513.6200 357,326.27 01/31/2016 71X4075 717501515 09/30/2026 02013 2.099999880 7,619,937.0800 53,339.56 01/31/2016 71X4075 717501516 09/30/2021 02013 1.899999720 2,239,867.5200 14,185.83 01/31/2016 71X4075 717501519 09/30/2022 02013 1.339999920 75,293.1000 336.31 01/31/2016 71X4075 717501520 09/30/2022 02013 1.329999840 92,456.8600 409.89 01/31/2016 71X4075 717501538 09/30/2030 02013 2.419999920 13,393,417.1200 108,040.23 01/31/2016 71X4075 717501540 09/30/2033 02013 2.700000000 34,568,666.1500 311,118.00 01/31/2016 71X4075 717501545 09/30/2021 02014 0.999999720 179,525.0200 598.42 01/31/2016 71X4075 717501546 09/30/2034 02014 1.789999920 4,460,901.5600 26,616.71 01/31/2016 71X4075 717501549 09/30/2021 02014 2.399999760 1,311,055.0200 10,488.44 01/31/2016 71X4075 717501551 09/30/2020 02014 0.999999720 878,153.1300 2,927.18 01/31/2016 71X4075 717501555 09/30/2019 02014 0.999999720 50,929.9800 169.77 01/31/2016 71X4075 717501558 09/30/2020 02014 2.279999880 669,651.5200 5,089.35 01/31/2016 71X4075 717501559 09/30/2021 02014 1.589999760 3,012,485.3700 15,966.17 01/31/2016 71X4075 717501562 09/30/2019 02014 1.579999680 6,615.8400 34.84 01/31/2016 71X4075 717501563 09/30/2033 02014 1.769999760 10,862,908.8600 64,091.16 01/31/2016 71X4075 717501566 09/30/2026 02014 1.189999800 21,500,078.7700 85,283.65 01/31/2016 71X4075 717501572 09/30/2044 02014 2.669999760 2,229,783.4400 19,845.07 01/31/2016 71X4075 717501575 09/30/2019 02014 1.719999720 2,657.6500 15.24 01/31/2016 71X4075 717501578 09/30/2022 02014 0.999999720 14,240,430.9700 47,468.10 01/31/2016 71X4075 717501579 09/30/2040 02014 1.649999880 1,452,580.0000 7,989.19 01/31/2016 71X4075 717501591 09/30/2026 02014 1.319999760 6,979,604.4400 30,710.26 01/31/2016 71X4075 717501597 09/30/2031 02014 1.539999720 1,107,179.2600 5,683.52 01/31/2016 71X4075 717501598 09/30/2034 02014 1.959999840 8,595,176.3600 56,155.15 01/31/2016 71X4075 717501602 09/30/2022 02014 1.559999880 834,517.3800 4,339.49 01/31/2016 71X4075 717501604 09/30/2019 02014 1.620000000 2,895,000.0000 15,633.00 01/31/2016 71X4075 717501605 09/30/2029 02014 1.589999760 17,308,826.2300 91,736.78 01/31/2016 71X4075 717501608 09/30/2033 02014 1.779999840 4,459,422.5100 26,459.24 01/31/2016 71X4075 7175BUTTR 09/30/2029 02014 1.749999960 29,926,509.9700 174,571.31 01/31/2016 71X4075 717501886 09/30/2023 02015 2.109999960 3,556,374.2200 25,013.17 01/31/2016 71X4075 717501887 09/30/2020 02015 2.709999720 15,024.1900 135.72 01/31/2016 71X4075 717501898 09/30/2026 02015 2.589999840 6,793,918.9100 58,654.17 01/31/2016 71X4075 717501901 09/30/2020 02015 1.899999720 30,950.8700 196.02 01/31/2016 71X4075 717501902 09/30/2020 02015 1.899999720 13,224.9000 83.76 01/31/2016 71X4075 717501903 09/30/2020 02015 1.899999720 26,449.8000 167.52 01/31/2016 71X4075 717501913 09/30/2022 02015 3.109999680 90,094.1100 933.98 01/31/2016 71X4075 717501919 09/30/2025 02015 2.109999960 4,610,888.3600 32,429.91 01/31/2016 71X4075 717501945 09/30/2025 02015 2.279999880 961,420.0000 7,306.79 01/31/2016 71X4075 717501948 09/30/2020 02015 2.359999800 328,500.0000 2,584.20 01/31/2016 71X4075 717501981 09/30/2023 02016 2.999999880 100,425.0000 1,004.25 01/31/2016 ------------------------ ---------------------- 591,686,503.5100 4,593,784.55 ======================== ====================== 591,686,503.5100 4,593,784.55 ============================================================================================================================ 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