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 29,721.34 02/29/2016 71X4074 7174LAFI3 09/30/2016 02003 4.309999920 839,295.0500 15,072.34 02/29/2016 71X4074 7174N-NM1 09/30/2017 02003 4.729999680 320,105.5100 6,308.75 02/29/2016 71X4074 7174ABUJA 09/30/2016 02004 4.779999720 171,885.8100 3,423.39 02/29/2016 71X4074 7174CASMA 09/30/2020 02004 4.009999680 3,284.6200 54.88 02/29/2016 71X4074 7174EMERG 09/30/2016 02004 4.399999920 4,816,052.8200 88,294.30 02/29/2016 71X4074 7174GILBT 09/30/2016 02004 3.829999680 88.3200 1.41 02/29/2016 71X4074 7174GOLCW 09/30/2016 02004 4.299999840 3,126.1200 56.01 02/29/2016 71X4074 7174IRAQM 09/30/2016 02004 4.369999680 176,465.9000 3,213.15 02/29/2016 71X4074 7174LAGRA 09/30/2016 02004 4.189999680 28,091.9700 490.44 02/29/2016 71X4074 7174PASTU 09/30/2020 02004 4.839999840 223,516.9600 4,507.59 02/29/2016 71X4074 7174PTUCA 09/30/2018 02004 4.819999680 1,240,863.7200 24,920.68 02/29/2016 71X4074 7174QTO 09/30/2016 02004 4.839999840 47,564.0100 959.21 02/29/2016 71X4074 7174SWEET 09/30/2016 02004 4.770000000 15,198.9900 302.08 02/29/2016 71X4074 7174CONDO 09/30/2016 02005 4.429999800 123,192.4000 2,273.93 02/29/2016 71X4074 7174FUTUR 09/30/2016 02005 4.839999840 2,246,472.9600 45,303.87 02/29/2016 71X4074 7174LUSAK 09/30/2019 02005 4.079999880 232,020.6400 3,944.35 02/29/2016 71X4074 7174SAFI 09/30/2016 02005 4.709999880 108,340.4100 2,126.18 02/29/2016 71X4074 7174BDCC 09/30/2022 02006 3.699999720 9,805,844.2800 151,173.43 02/29/2016 71X4074 7174BRAV1 09/30/2016 02006 4.749999840 2,904,935.4900 57,493.51 02/29/2016 71X4074 7174GANHO 09/30/2022 02006 3.259999800 12,276,748.2300 166,759.16 02/29/2016 71X4074 7174INTCO 09/30/2020 02006 4.500000000 890,491.0800 16,696.71 02/29/2016 71X4074 7174LAFI2 09/30/2023 02006 4.799999880 5,371,870.3300 107,437.41 02/29/2016 71X4074 7174LAFS3 09/30/2023 02006 3.519999720 5,488,058.0900 80,491.52 02/29/2016 71X4074 7174SALVA 09/30/2017 02006 4.399999920 397,655.7200 7,290.35 02/29/2016 71X4074 71741STMT 09/30/2023 02007 3.399999840 3,038,325.4500 43,042.94 02/29/2016 71X4074 7174AFGGR 09/30/2022 02007 2.799999720 14,303,499.2500 166,874.16 02/29/2016 71X4074 7174AMINS 09/30/2020 02007 4.819999680 20,609.9000 413.92 02/29/2016 71X4074 7174BDCC2 09/30/2028 02007 3.229999920 5,489,988.0600 73,886.09 02/29/2016 71X4074 7174BLH 09/30/2029 02007 3.179999880 2,965,340.8500 39,290.77 02/29/2016 71X4074 7174LEDFC 09/30/2022 02007 5.269999680 8,844,066.7900 194,200.97 02/29/2016 71X4074 7174N-NM2 09/30/2017 02007 4.729999680 54,441.1100 1,072.94 02/29/2016 71X4074 7174QTO2 09/30/2016 02007 4.779999720 9,020.1700 179.65 02/29/2016 71X4074 7174TAYL 09/30/2034 02007 3.929999760 35,653,818.2200 583,831.27 02/29/2016 71X4074 7174IMMDF 09/30/2016 02008 2.489999760 317,182.6200 3,290.77 02/29/2016 71X4074 7174INTMA 09/30/2035 02008 2.289999960 37,102,260.7600 354,017.40 02/29/2016 71X4074 7174LAFIS 09/30/2033 02008 3.739999680 6,073,465.5000 94,644.84 02/29/2016 71X4074 7174SUMMI 09/30/2016 02008 3.109999680 980,864.8200 12,710.37 02/29/2016 71X4074 7174AMKI 09/30/2020 02009 2.899999800 2,221,346.8100 26,841.27 02/29/2016 71X4074 7174AUSTA 09/30/2020 02009 1.949999760 4,054,701.5300 32,944.45 02/29/2016 71X4074 7174AZURE 09/30/2022 02009 2.869999920 4,119,886.1700 49,266.97 02/29/2016 71X4074 7174BAMAK 09/30/2023 02009 2.769999840 1,213,984.1900 14,011.40 02/29/2016 71X4074 7174BRACB 09/30/2016 02009 1.869999840 342,098.8900 2,665.52 02/29/2016 71X4074 7174CAIRO 09/30/2034 02009 4.069999800 20,910,101.6700 354,600.47 02/29/2016 71X4074 7174CJSTR 09/30/2019 02009 2.909999880 2,776,689.5000 33,667.36 02/29/2016 71X4074 7174CSILC 09/30/2019 02009 4.339999800 3,184,678.3500 57,589.60 02/29/2016 71X4074 7174CSILT 09/30/2016 02009 4.599999720 2,546,489.0400 48,807.71 02/29/2016 71X4074 7174CSIP 09/30/2016 02009 4.349999880 1,381,637.7300 25,042.18 02/29/2016 71X4074 7174EXPR 09/30/2018 02009 4.509999720 2,090,840.4200 39,290.38 02/29/2016 71X4074 7174FINAN 09/30/2018 02009 2.250000000 115,654.7400 1,084.26 02/29/2016 71X4074 7174GMTAT 09/30/2026 02009 1.759999680 11,350,102.0300 83,234.08 02/29/2016 71X4074 7174HUSK 09/30/2022 02009 1.359999720 639,454.0500 3,623.57 02/29/2016 71X4074 7174IMMD3 09/30/2018 02009 4.429999800 342,895.1800 6,329.27 02/29/2016 71X4074 7174JSCGA 09/30/2019 02009 3.119999760 10,917,541.9200 141,928.04 02/29/2016 71X4074 7174MONR 09/30/2027 02009 2.880000000 787,192.3900 9,446.31 02/29/2016 71X4074 7174MVEST 09/30/2016 02009 2.880000000 9,074,155.1400 108,889.86 02/29/2016 71X4074 7174PACCO 09/30/2018 02009 2.669999760 295,939.1600 3,292.32 02/29/2016 71X4074 7174PJWR 09/30/2017 02009 2.829999960 5,870,000.8000 69,217.09 02/29/2016 71X4074 7174RLJLI 09/30/2023 02009 3.159999720 7,437,423.6800 97,926.08 02/29/2016 71X4074 7174SANTE 09/30/2016 02009 2.669999760 6,299,348.5600 70,080.25 02/29/2016 71X4074 7174SESA 09/30/2020 02009 4.599999720 706,330.2500 13,538.00 02/29/2016 71X4074 7174SLID 09/30/2018 02009 2.829999960 9,423.1900 111.12 02/29/2016 71X4074 7174TIVGL 09/30/2016 02009 1.909999800 551,355.9600 4,387.87 02/29/2016 71X4074 7174TOGO 09/30/2029 02009 3.369999960 141,433,333.1900 1,985,959.72 02/29/2016 71X4074 7174VELIF 09/30/2017 02009 1.429999920 23,723,937.7000 141,355.13 02/29/2016 71X4074 7174VERDA 09/30/2032 02009 2.700000000 22,311,252.5500 251,001.59 02/29/2016 71X4074 7174AFGLC 09/30/2025 02010 2.299999680 8,302,619.7800 79,566.77 02/29/2016 71X4074 7174ALTAM 09/30/2025 02010 2.299999680 55,590,305.0000 532,740.42 02/29/2016 71X4074 7174AUTO 09/30/2018 02010 2.299999680 1,662,520.4300 15,932.49 02/29/2016 71X4074 7174AZURH 09/30/2026 02010 2.729999880 22,813,526.5300 259,503.86 02/29/2016 71X4074 7174BETSY 09/30/2022 02010 2.809999800 1,965,077.2000 23,007.78 02/29/2016 71X4074 7174C21 09/30/2017 02010 1.719999720 104,449.4600 748.55 02/29/2016 71X4074 7174CGS 09/30/2024 02010 2.299999680 81,399,901.3800 780,082.39 02/29/2016 71X4074 7174CPSIF 09/30/2016 02010 1.759999680 5,387,182.0600 39,506.00 02/29/2016 71X4074 7174DSP 09/30/2021 02010 2.579999760 40,448,747.1900 434,824.03 02/29/2016 71X4074 7174EQCM 09/30/2017 02010 2.919999960 4,441,182.5400 54,034.39 02/29/2016 71X4074 7174EYEF1 09/30/2017 02010 2.399999760 1,989,495.1800 19,894.95 02/29/2016 71X4074 7174FTFC 09/30/2020 02010 1.969999920 5,192,068.0600 42,618.23 02/29/2016 71X4074 7174GHANA 09/30/2032 02010 2.939999760 26,173,724.6300 320,628.13 02/29/2016 71X4074 7174GPSIS 09/30/2016 02010 1.620000000 1,252,854.1800 8,456.77 02/29/2016 71X4074 7174PLAZA 09/30/2021 02010 2.559999960 6,363,559.5200 67,877.97 02/29/2016 71X4074 7174PRCRH 09/30/2019 02010 3.219999840 26,866,086.4400 360,453.33 02/29/2016 71X4074 7174PTSM 09/30/2020 02010 1.969999920 431,794.9700 3,544.32 02/29/2016 71X4074 7174PTTUC 09/30/2016 02010 2.319999840 253,376.9200 2,449.31 02/29/2016 71X4074 7174QUAN 09/30/2016 02010 1.209999960 260,062.8900 1,311.15 02/29/2016 71X4074 7174SAFI2 09/30/2019 02010 1.149999840 98,140.9900 470.26 02/29/2016 71X4074 7174SUMMP 09/30/2017 02010 2.729999880 987,008.8700 11,227.23 02/29/2016 71X4074 7174TBCK 09/30/2021 02010 2.099999880 8,419,651.7200 73,671.95 02/29/2016 71X4074 717400006 09/30/2027 02011 1.739999880 18,387,611.9200 133,310.19 02/29/2016 71X4074 717400007 09/30/2021 02011 3.859999920 5,825,813.0800 93,698.49 02/29/2016 71X4074 717400012 09/30/2018 02011 1.579999680 18,263,240.4500 120,233.00 02/29/2016 71X4074 717400013 09/30/2020 02011 1.800000000 19,404,041.0900 145,530.31 02/29/2016 71X4074 717400018 09/30/2021 02011 1.089999720 2,200,915.6900 9,995.83 02/29/2016 71X4074 717400020 09/30/2021 02011 3.859999920 1,704,794.1700 27,418.77 02/29/2016 71X4074 717400022 09/30/2022 02011 3.859999920 2,579,534.6900 41,487.52 02/29/2016 71X4074 717400028 09/30/2017 02011 3.469999680 11,398,962.0100 164,809.99 02/29/2016 71X4074 717400032 09/30/2024 02011 3.859999920 20,688,039.5800 332,732.64 02/29/2016 71X4074 717400036 09/30/2034 02011 2.619999720 3,233,935.3300 35,303.79 02/29/2016 71X4074 717400037 09/30/2022 02011 1.419999840 27,684,579.5600 163,800.43 02/29/2016 71X4074 7174AERIS 09/30/2024 02011 2.829999960 54,935,605.3400 647,782.35 02/29/2016 71X4074 7174AMUB 09/30/2025 02011 1.929999960 8,986,486.3400 72,266.33 02/29/2016 71X4074 7174GAMMA 09/30/2018 02011 0.999999720 1,129,426.3600 4,705.94 02/29/2016 71X4074 7174HAITI 09/30/2018 02011 1.549999800 1,393,145.3100 8,997.40 02/29/2016 71X4074 7174JIMM 09/30/2018 02011 2.160000000 24,861.4200 223.75 02/29/2016 71X4074 7174MASSA 09/30/2021 02011 3.859999920 18,557,572.0400 298,467.62 02/29/2016 71X4074 7174PNET 09/30/2021 02011 3.679999920 305,863.4600 4,689.91 02/29/2016 71X4074 7174UOG 09/30/2021 02011 1.809999720 6,065,359.4500 45,742.92 02/29/2016 71X4074 717400039 09/30/2020 02012 2.129999760 659,758.3800 5,855.36 02/29/2016 71X4074 717400040 09/30/2023 02012 1.339999920 871,359.9400 4,865.09 02/29/2016 71X4074 717400045 09/30/2020 02012 0.999999720 414,361.6500 1,726.51 02/29/2016 71X4074 717400048 09/30/2018 02012 2.039999760 5,064,870.7800 43,051.40 02/29/2016 71X4074 717400049 09/30/2023 02012 1.369999800 3,692,406.8100 21,077.49 02/29/2016 71X4074 717401196 09/30/2019 02012 2.669999760 42,522,870.5700 473,066.94 02/29/2016 71X4074 717401301 09/30/2028 02012 2.199999960 6,783,725.0300 62,184.15 02/29/2016 71X4074 717401424 09/30/2023 02012 2.529999720 5,410,011.3700 57,030.54 02/29/2016 71X4074 717401428 09/30/2017 02012 0.999999720 18,890,546.3200 78,710.61 02/29/2016 71X4074 717401429 09/30/2021 02012 2.299999680 67,693,961.8200 648,733.80 02/29/2016 71X4074 717401430 09/30/2019 02012 2.129999760 14,856,460.0000 131,851.08 02/29/2016 71X4074 717401434 09/30/2023 02012 1.299999960 2,986,178.2600 16,175.13 02/29/2016 71X4074 717401435 09/30/2022 02012 1.329999840 19,225,387.0600 106,540.69 02/29/2016 71X4074 717401437 09/30/2019 02012 2.309999760 13,589,537.2600 130,799.30 02/29/2016 71X4074 717401444 09/30/2019 02012 2.309999760 3,720,248.3100 35,807.39 02/29/2016 71X4074 717401447 09/30/2028 02012 2.919999960 2,356,893.3400 28,675.54 02/29/2016 71X4074 717401450 09/30/2020 02012 2.229999840 5,023,593.2800 46,677.55 02/29/2016 71X4074 717401451 09/30/2023 02012 2.299999680 718,424.9200 6,884.91 02/29/2016 71X4074 717401452 09/30/2034 02012 3.259999800 18,015,264.8000 244,707.35 02/29/2016 71X4074 717401453 09/30/2019 02012 2.149999920 828,103.5800 7,418.43 02/29/2016 71X4074 717401454 09/30/2023 02012 1.459999800 947,956.2600 5,766.73 02/29/2016 71X4074 717401476 09/30/2023 02013 2.610000000 12,760,195.8700 138,767.13 02/29/2016 71X4074 717401480 09/30/2019 02013 1.639999800 1,314,890.7200 8,985.09 02/29/2016 71X4074 717401482 09/30/2025 02013 2.269999800 21,413,567.9600 202,536.66 02/29/2016 71X4074 717401487 09/30/2027 02013 1.949999760 7,777,252.7400 63,190.18 02/29/2016 71X4074 717401492 09/30/2027 02013 1.839999960 29,802,027.3800 228,482.21 02/29/2016 71X4074 717401493 09/30/2024 02013 2.469999960 5,451,943.6400 56,109.59 02/29/2016 71X4074 717401495 09/30/2024 02013 2.179999800 4,336,575.4800 39,390.56 02/29/2016 71X4074 717401496 09/30/2020 02013 1.239999840 52,542,868.4700 271,471.49 02/29/2016 71X4074 717401502 09/30/2018 02013 0.999999720 9,440,180.8200 39,334.09 02/29/2016 71X4074 717401504 09/30/2035 02013 3.399999840 8,029,058.1000 113,744.99 02/29/2016 71X4074 717401508 09/30/2021 02013 1.959999840 2,151,573.6600 17,571.18 02/29/2016 71X4074 717401511 09/30/2021 02013 2.039999760 47,482,715.1300 403,603.08 02/29/2016 71X4074 717401512 09/30/2022 02013 2.759999760 1,399,678.2200 16,096.30 02/29/2016 71X4074 717401517 09/30/2023 02013 2.319999840 4,248,456.5400 41,068.41 02/29/2016 71X4074 717401522 09/30/2023 02013 2.179999800 2,398,141.9400 21,783.12 02/29/2016 71X4074 717401523 09/30/2025 02013 2.250000000 5,109,600.0000 47,902.50 02/29/2016 71X4074 717401524 09/30/2018 02013 1.119999960 2,508,010.9900 11,704.05 02/29/2016 71X4074 717401530 09/30/2020 02013 2.489999760 4,106,896.8500 42,609.05 02/29/2016 71X4074 717401534 09/30/2018 02013 1.569999960 1,605,637.0900 10,503.54 02/29/2016 71X4074 717401536 09/30/2028 02013 2.799999720 8,908,275.6100 103,929.88 02/29/2016 71X4074 717401552 09/30/2020 02014 1.279999800 2,994,046.9400 15,968.25 02/29/2016 71X4074 717401553 09/30/2031 02014 2.269999800 7,861,033.7000 74,352.28 02/29/2016 71X4074 717401564 09/30/2018 02014 0.999999720 2,888,380.4200 12,034.92 02/29/2016 71X4074 717401570 09/30/2022 02014 1.699999920 9,920,713.4500 70,271.72 02/29/2016 71X4074 717401573 09/30/2021 02014 1.049999760 2,235,624.8500 9,780.86 02/29/2016 71X4074 717401577 09/30/2033 02014 2.329999920 45,788,082.1800 444,525.96 02/29/2016 71X4074 717401584 09/30/2025 02014 2.049999840 2,882,250.0000 24,619.22 02/29/2016 71X4074 717401586 09/30/2022 02014 2.049999840 3,138,900.0000 26,811.44 02/29/2016 71X4074 717401588 09/30/2031 02014 1.659999960 22,320,300.0000 154,382.07 02/29/2016 71X4074 717401589 09/30/2021 02014 1.289999880 21,399,361.1100 115,021.57 02/29/2016 71X4074 717401590 09/30/2031 02014 1.659999960 4,658,129.9700 32,218.73 02/29/2016 71X4074 717401592 09/30/2022 02014 1.659999960 20,132,546.8600 139,250.12 02/29/2016 71X4074 717401595 09/30/2032 02014 2.169999720 45,453,939.2000 410,979.37 02/29/2016 71X4074 717401603 09/30/2021 02014 1.139999760 9,864,353.3300 46,855.68 02/29/2016 71X4074 717401813 09/30/2020 02014 0.999999720 2,848,776.2700 11,869.90 02/29/2016 71X4074 717401896 09/30/2027 02015 2.610000000 6,779,173.2700 73,723.51 02/29/2016 71X4074 717401905 09/30/2043 02015 1.999999800 15,276,000.0000 127,300.00 02/29/2016 71X4074 717401915 09/30/2020 02015 1.539999720 4,898,286.6900 31,430.67 02/29/2016 71X4074 717401922 09/30/2034 02015 3.199999680 37,018,545.4600 493,580.61 02/29/2016 71X4074 717401925 09/30/2022 02015 2.359999800 2,352,900.0000 23,136.85 02/29/2016 71X4074 717401930 09/30/2034 02015 2.199999960 9,046,240.0000 82,923.87 02/29/2016 71X4074 717401937 09/30/2022 02015 1.909999800 5,726,920.9000 45,576.75 02/29/2016 71X4074 717401939 09/30/2020 02015 1.999999800 5,380,100.0000 44,834.17 02/29/2016 71X4074 717401943 09/30/2022 02015 2.359999800 25,980,000.0000 255,470.00 02/29/2016 71X4074 717401944 09/30/2033 02015 2.279999880 71,475,503.0000 679,017.28 02/29/2016 71X4074 717401950 09/30/2031 02015 2.279999880 3,113,600.0000 29,579.20 02/29/2016 71X4074 717401956 09/30/2020 02015 1.999999800 9,778,000.0000 81,483.33 02/29/2016 ------------------------ ---------------------- 1,842,197,850.9700 19,139,038.83 ======================== ====================== 1,842,197,850.9700 19,139,038.83 ============================================================================================================================ 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