Report Interest Rate Account Number Security Number (Full) Shares/Par Accrued Income Gross Request Date Floating/Variable ------------------------- ------------------------------- ------------------------ ---------------------- --------------- ------------------------- N/A SUB-COHORT 71X4074 7174JOPA 09/30/2023 02003 1,461,705.4700 47,554.15 05/31/2016 4.880000000000 71X4074 7174LAFI3 09/30/2016 02003 839,295.0500 24,115.74 05/31/2016 4.310000000000 71X4074 7174N-NM1 09/30/2017 02003 320,105.5100 10,093.99 05/31/2016 4.730000000000 71X4074 7174ABUJA 09/30/2016 02004 171,885.8100 5,477.43 05/31/2016 4.780000000000 71X4074 7174CASMA 09/30/2020 02004 3,284.6200 87.81 05/31/2016 4.010000000000 71X4074 7174EMERG 09/30/2016 02004 4,816,052.8200 141,270.88 05/31/2016 4.400000000000 71X4074 7174GILBT 09/30/2016 02004 88.3200 2.26 05/31/2016 3.830000000000 71X4074 7174GOLCW 09/30/2016 02004 3,126.1200 89.62 05/31/2016 4.300000000000 71X4074 7174IRAQM 09/30/2016 02004 176,465.9000 5,141.04 05/31/2016 4.370000000000 71X4074 7174LAGRA 09/30/2016 02004 28,091.9700 784.70 05/31/2016 4.190000000000 71X4074 7174PASTU 09/30/2020 02004 223,516.9600 7,212.15 05/31/2016 4.840000000000 71X4074 7174PTUCA 09/30/2018 02004 1,240,863.7200 39,873.09 05/31/2016 4.820000000000 71X4074 7174QTO 09/30/2016 02004 47,564.0100 1,534.73 05/31/2016 4.840000000000 71X4074 7174SWEET 09/30/2016 02004 15,198.9900 483.33 05/31/2016 4.770000000000 71X4074 7174CONDO 09/30/2016 02005 123,192.4000 3,638.28 05/31/2016 4.430000000000 71X4074 7174FUTUR 09/30/2016 02005 2,246,472.9600 72,486.19 05/31/2016 4.840000000000 71X4074 7174LUSAK 09/30/2019 02005 232,020.6400 6,310.96 05/31/2016 4.080000000000 71X4074 7174SAFI 09/30/2016 02005 108,340.4100 3,401.89 05/31/2016 4.710000000000 71X4074 7174BDCC 09/30/2022 02006 9,805,844.2800 241,877.49 05/31/2016 3.700000000000 71X4074 7174BRAV1 09/30/2016 02006 2,904,935.4900 91,989.62 05/31/2016 4.750000000000 71X4074 7174GANHO 09/30/2022 02006 12,276,748.2300 266,814.66 05/31/2016 3.260000000000 71X4074 7174INTCO 09/30/2020 02006 890,491.0800 26,714.73 05/31/2016 4.500000000000 71X4074 7174LAFI2 09/30/2023 02006 5,371,870.3300 171,899.85 05/31/2016 4.800000000000 71X4074 7174LAFS3 09/30/2023 02006 5,488,058.0900 128,786.43 05/31/2016 3.520000000000 71X4074 7174SALVA 09/30/2017 02006 397,655.7200 11,664.57 05/31/2016 4.400000000000 71X4074 71741STMT 09/30/2023 02007 3,038,325.4500 68,868.71 05/31/2016 3.400000000000 71X4074 7174AFGGR 09/30/2022 02007 14,303,499.2500 266,998.65 05/31/2016 2.800000000000 71X4074 7174AMINS 09/30/2020 02007 20,609.9000 662.26 05/31/2016 4.820000000000 71X4074 7174BDCC2 09/30/2028 02007 5,489,988.0600 118,217.74 05/31/2016 3.230000000000 71X4074 7174BLH 09/30/2029 02007 2,965,340.8500 62,865.23 05/31/2016 3.180000000000 71X4074 7174LEDFC 09/30/2022 02007 8,844,066.7900 310,721.55 05/31/2016 5.270000000000 71X4074 7174N-NM2 09/30/2017 02007 54,441.1100 1,716.71 05/31/2016 4.730000000000 71X4074 7174QTO2 09/30/2016 02007 9,020.1700 287.44 05/31/2016 4.780000000000 71X4074 7174TAYL 09/30/2034 02007 35,653,818.2200 934,130.04 05/31/2016 3.930000000000 71X4074 7174IMMDF 09/30/2016 02008 317,182.6200 5,265.23 05/31/2016 2.490000000000 71X4074 7174INTMA 09/30/2035 02008 37,102,260.7600 566,427.85 05/31/2016 2.290000000000 71X4074 7174LAFIS 09/30/2033 02008 6,073,465.5000 151,431.74 05/31/2016 3.740000000000 71X4074 7174SUMMI 09/30/2016 02008 980,864.8200 20,336.60 05/31/2016 3.110000000000 71X4074 7174AMKI 09/30/2020 02009 2,221,346.8100 42,946.04 05/31/2016 2.900000000000 71X4074 7174AUSTA 09/30/2020 02009 4,054,701.5300 52,711.12 05/31/2016 1.950000000000 71X4074 7174AZURE 09/30/2022 02009 4,119,886.1700 78,827.16 05/31/2016 2.870000000000 71X4074 7174BAMAK 09/30/2023 02009 1,213,984.1900 22,418.24 05/31/2016 2.770000000000 71X4074 7174BRACB 09/30/2016 02009 342,098.8900 4,264.83 05/31/2016 1.870000000000 71X4074 7174CAIRO 09/30/2034 02009 20,910,101.6700 567,360.76 05/31/2016 4.070000000000 71X4074 7174CJSTR 09/30/2019 02009 2,776,689.5000 53,867.78 05/31/2016 2.910000000000 71X4074 7174CSILC 09/30/2019 02009 4,031,473.2500 116,643.96 05/31/2016 4.340000000000 71X4074 7174CSILT 09/30/2016 02009 2,546,489.0400 78,092.33 05/31/2016 4.600000000000 71X4074 7174CSIP 09/30/2016 02009 2,139,975.9400 62,059.30 05/31/2016 4.350000000000 71X4074 7174EXPR 09/30/2018 02009 3,105,340.4200 93,367.24 05/31/2016 4.510000000000 71X4074 7174FINAN 09/30/2018 02009 115,654.7400 1,734.82 05/31/2016 2.250000000000 71X4074 7174GMTAT 09/30/2026 02009 11,350,102.0300 133,174.53 05/31/2016 1.760000000000 71X4074 7174HUSK 09/30/2022 02009 639,454.0500 5,797.72 05/31/2016 1.360000000000 71X4074 7174IMMD3 09/30/2018 02009 342,895.1800 10,126.84 05/31/2016 4.430000000000 71X4074 7174JSCGA 09/30/2019 02009 10,917,541.9200 227,084.87 05/31/2016 3.120000000000 71X4074 7174MONR 09/30/2027 02009 787,192.3900 15,114.09 05/31/2016 2.880000000000 71X4074 7174MVEST 09/30/2016 02009 9,074,155.1400 174,223.78 05/31/2016 2.880000000000 71X4074 7174PACCO 09/30/2018 02009 295,939.1600 5,267.72 05/31/2016 2.670000000000 71X4074 7174PJWR 09/30/2017 02009 5,870,000.8000 110,747.35 05/31/2016 2.830000000000 71X4074 7174RLJLI 09/30/2023 02009 7,437,423.6800 156,681.73 05/31/2016 3.160000000000 71X4074 7174SANTE 09/30/2016 02009 6,299,348.5600 112,128.40 05/31/2016 2.670000000000 71X4074 7174SESA 09/30/2020 02009 706,330.2500 21,660.79 05/31/2016 4.600000000000 71X4074 7174SLID 09/30/2018 02009 9,423.1900 177.78 05/31/2016 2.830000000000 71X4074 7174TIVGL 09/30/2016 02009 551,355.9600 7,020.60 05/31/2016 1.910000000000 71X4074 7174TOGO 09/30/2029 02009 141,433,333.1900 3,177,535.55 05/31/2016 3.370000000000 71X4074 7174VELIF 09/30/2017 02009 23,723,937.7000 226,168.21 05/31/2016 1.430000000000 71X4074 7174VERDA 09/30/2032 02009 22,311,252.5500 401,602.55 05/31/2016 2.700000000000 71X4074 7174AFGLC 09/30/2025 02010 8,302,619.7800 127,306.84 05/31/2016 2.300000000000 71X4074 7174ALTAM 09/30/2025 02010 55,590,305.0000 852,384.68 05/31/2016 2.300000000000 71X4074 7174AUTO 09/30/2018 02010 1,662,520.4300 25,491.98 05/31/2016 2.300000000000 71X4074 7174AZURH 09/30/2026 02010 22,813,526.5300 415,206.18 05/31/2016 2.730000000000 71X4074 7174BETSY 09/30/2022 02010 1,965,077.2000 36,812.45 05/31/2016 2.810000000000 71X4074 7174C21 09/30/2017 02010 104,449.4600 1,197.69 05/31/2016 1.720000000000 71X4074 7174CGS 09/30/2024 02010 81,399,901.3800 1,248,131.82 05/31/2016 2.300000000000 71X4074 7174CPSIF 09/30/2016 02010 5,387,182.0600 63,209.60 05/31/2016 1.760000000000 71X4074 7174DSP 09/30/2021 02010 40,448,747.1900 695,718.45 05/31/2016 2.580000000000 71X4074 7174EQCM 09/30/2017 02010 4,441,182.5400 86,455.02 05/31/2016 2.920000000000 71X4074 7174EYEF1 09/30/2017 02010 1,989,495.1800 31,831.92 05/31/2016 2.400000000000 71X4074 7174FTFC 09/30/2020 02010 5,192,068.0600 68,189.16 05/31/2016 1.970000000000 71X4074 7174GHANA 09/30/2032 02010 26,173,724.6300 513,005.00 05/31/2016 2.940000000000 71X4074 7174GPSIS 09/30/2016 02010 1,252,854.1800 13,530.83 05/31/2016 1.620000000000 71X4074 7174PLAZA 09/30/2021 02010 6,363,559.5200 108,604.75 05/31/2016 2.560000000000 71X4074 7174PRCRH 09/30/2019 02010 26,866,086.4400 576,725.32 05/31/2016 3.220000000000 71X4074 7174PTSM 09/30/2020 02010 431,794.9700 5,670.91 05/31/2016 1.970000000000 71X4074 7174PTTUC 09/30/2016 02010 253,376.9200 3,918.90 05/31/2016 2.320000000000 71X4074 7174QUAN 09/30/2016 02010 260,062.8900 2,097.84 05/31/2016 1.210000000000 71X4074 7174SAFI2 09/30/2019 02010 98,140.9900 752.41 05/31/2016 1.150000000000 71X4074 7174SUMMP 09/30/2017 02010 987,008.8700 17,963.56 05/31/2016 2.730000000000 71X4074 7174TBCK 09/30/2021 02010 8,419,651.7200 117,875.12 05/31/2016 2.100000000000 71X4074 717400006 09/30/2027 02011 18,387,611.9200 213,296.30 05/31/2016 1.740000000000 71X4074 717400007 09/30/2021 02011 5,825,813.0800 149,917.59 05/31/2016 3.860000000000 71X4074 717400012 09/30/2018 02011 18,263,240.4500 192,372.80 05/31/2016 1.580000000000 71X4074 717400013 09/30/2020 02011 19,404,041.0900 232,848.49 05/31/2016 1.800000000000 71X4074 717400018 09/30/2021 02011 2,200,915.6900 15,993.32 05/31/2016 1.090000000000 71X4074 717400020 09/30/2021 02011 1,704,794.1700 43,870.04 05/31/2016 3.860000000000 71X4074 717400022 09/30/2022 02011 5,514,734.6900 141,912.51 05/31/2016 3.860000000000 71X4074 717400028 09/30/2017 02011 11,398,962.0100 263,695.99 05/31/2016 3.470000000000 71X4074 717400032 09/30/2024 02011 20,688,039.5800 532,372.22 05/31/2016 3.860000000000 71X4074 717400036 09/30/2034 02011 3,233,935.3300 56,486.07 05/31/2016 2.620000000000 71X4074 717400037 09/30/2022 02011 27,684,579.5600 262,080.69 05/31/2016 1.420000000000 71X4074 7174AERIS 09/30/2024 02011 54,935,605.3400 1,036,451.75 05/31/2016 2.830000000000 71X4074 7174AMUB 09/30/2025 02011 8,986,486.3400 115,626.12 05/31/2016 1.930000000000 71X4074 7174GAMMA 09/30/2018 02011 1,129,426.3600 7,529.51 05/31/2016 1.000000000000 71X4074 7174HAITI 09/30/2018 02011 1,393,145.3100 14,395.83 05/31/2016 1.550000000000 71X4074 7174JIMM 09/30/2018 02011 24,861.4200 358.00 05/31/2016 2.160000000000 71X4074 7174MASSA 09/30/2021 02011 27,858,572.0400 716,893.92 05/31/2016 3.860000000000 71X4074 7174PNET 09/30/2021 02011 305,863.4600 7,503.85 05/31/2016 3.680000000000 71X4074 7174UOG 09/30/2021 02011 6,065,359.4500 73,188.67 05/31/2016 1.810000000000 71X4074 717400039 09/30/2020 02012 659,758.3800 9,368.57 05/31/2016 2.130000000000 71X4074 717400040 09/30/2023 02012 871,359.9400 7,784.15 05/31/2016 1.340000000000 71X4074 717400045 09/30/2020 02012 414,361.6500 2,762.41 05/31/2016 1.000000000000 71X4074 717400048 09/30/2018 02012 5,064,870.7800 68,882.24 05/31/2016 2.040000000000 71X4074 717400049 09/30/2023 02012 3,692,406.8100 33,723.98 05/31/2016 1.370000000000 71X4074 717401196 09/30/2019 02012 42,522,870.5700 756,907.10 05/31/2016 2.670000000000 71X4074 717401301 09/30/2028 02012 6,783,725.0300 99,494.63 05/31/2016 2.200000000000 71X4074 717401424 09/30/2023 02012 5,410,011.3700 91,248.86 05/31/2016 2.530000000000 71X4074 717401428 09/30/2017 02012 18,890,546.3200 125,936.98 05/31/2016 1.000000000000 71X4074 717401429 09/30/2021 02012 67,693,961.8200 1,037,974.08 05/31/2016 2.300000000000 71X4074 717401430 09/30/2019 02012 14,856,460.0000 210,961.73 05/31/2016 2.130000000000 71X4074 717401434 09/30/2023 02012 2,986,178.2600 25,880.21 05/31/2016 1.300000000000 71X4074 717401435 09/30/2022 02012 19,225,387.0600 170,465.10 05/31/2016 1.330000000000 71X4074 717401437 09/30/2019 02012 13,589,537.2600 209,278.87 05/31/2016 2.310000000000 71X4074 717401444 09/30/2019 02012 3,720,248.3100 57,291.82 05/31/2016 2.310000000000 71X4074 717401447 09/30/2028 02012 2,356,893.3400 45,880.86 05/31/2016 2.920000000000 71X4074 717401450 09/30/2020 02012 5,023,593.2800 74,684.09 05/31/2016 2.230000000000 71X4074 717401451 09/30/2023 02012 718,424.9200 11,015.85 05/31/2016 2.300000000000 71X4074 717401452 09/30/2034 02012 18,015,264.8000 391,531.75 05/31/2016 3.260000000000 71X4074 717401453 09/30/2019 02012 828,103.5800 11,869.48 05/31/2016 2.150000000000 71X4074 717401454 09/30/2023 02012 947,956.2600 9,226.77 05/31/2016 1.460000000000 71X4074 717401476 09/30/2023 02013 14,901,775.8700 259,290.90 05/31/2016 2.610000000000 71X4074 717401480 09/30/2019 02013 1,314,890.7200 14,376.14 05/31/2016 1.640000000000 71X4074 717401482 09/30/2025 02013 21,413,567.9600 324,058.66 05/31/2016 2.270000000000 71X4074 717401487 09/30/2027 02013 7,777,252.7400 101,104.29 05/31/2016 1.950000000000 71X4074 717401492 09/30/2027 02013 29,802,027.3800 365,571.54 05/31/2016 1.840000000000 71X4074 717401493 09/30/2024 02013 5,451,943.6400 89,775.34 05/31/2016 2.470000000000 71X4074 717401495 09/30/2024 02013 4,336,575.4800 63,024.90 05/31/2016 2.180000000000 71X4074 717401496 09/30/2020 02013 52,542,868.4700 434,354.38 05/31/2016 1.240000000000 71X4074 717401502 09/30/2018 02013 9,440,180.8200 62,934.54 05/31/2016 1.000000000000 71X4074 717401504 09/30/2035 02013 8,029,058.1000 181,991.98 05/31/2016 3.400000000000 71X4074 717401508 09/30/2021 02013 2,151,573.6600 28,113.90 05/31/2016 1.960000000000 71X4074 717401511 09/30/2021 02013 47,482,715.1300 645,764.93 05/31/2016 2.040000000000 71X4074 717401512 09/30/2022 02013 1,399,678.2200 25,754.08 05/31/2016 2.760000000000 71X4074 717401517 09/30/2023 02013 4,248,456.5400 65,709.46 05/31/2016 2.320000000000 71X4074 717401522 09/30/2023 02013 2,398,141.9400 34,853.00 05/31/2016 2.180000000000 71X4074 717401523 09/30/2025 02013 5,109,600.0000 76,644.00 05/31/2016 2.250000000000 71X4074 717401524 09/30/2018 02013 2,508,010.9900 18,726.48 05/31/2016 1.120000000000 71X4074 717401530 09/30/2020 02013 4,694,659.8500 77,931.35 05/31/2016 2.490000000000 71X4074 717401534 09/30/2018 02013 1,605,637.0900 16,805.67 05/31/2016 1.570000000000 71X4074 717401536 09/30/2028 02013 8,908,275.6100 166,287.81 05/31/2016 2.800000000000 71X4074 717401552 09/30/2020 02014 2,994,046.9400 25,549.20 05/31/2016 1.280000000000 71X4074 717401553 09/30/2031 02014 7,861,033.7000 118,963.64 05/31/2016 2.270000000000 71X4074 717401564 09/30/2018 02014 3,315,115.4200 22,100.77 05/31/2016 1.000000000000 71X4074 717401569 09/30/2025 02014 4,050,150.0000 51,301.90 05/31/2016 1.900000000000 71X4074 717401570 09/30/2022 02014 14,934,713.4500 169,260.09 05/31/2016 1.700000000000 71X4074 717401573 09/30/2021 02014 2,235,624.8500 15,649.37 05/31/2016 1.050000000000 71X4074 717401577 09/30/2033 02014 45,788,082.1800 711,241.54 05/31/2016 2.330000000000 71X4074 717401584 09/30/2025 02014 2,882,250.0000 39,390.75 05/31/2016 2.050000000000 71X4074 717401586 09/30/2022 02014 3,138,900.0000 42,898.30 05/31/2016 2.050000000000 71X4074 717401588 09/30/2031 02014 23,615,005.6400 261,339.40 05/31/2016 1.660000000000 71X4074 717401589 09/30/2021 02014 21,399,361.1100 184,034.51 05/31/2016 1.290000000000 71X4074 717401590 09/30/2031 02014 7,009,321.3300 77,569.82 05/31/2016 1.660000000000 71X4074 717401592 09/30/2022 02014 29,040,546.8600 321,382.05 05/31/2016 1.660000000000 71X4074 717401593 09/30/2023 02014 1,656,160.0000 19,211.46 05/31/2016 1.740000000000 71X4074 717401595 09/30/2032 02014 53,831,370.1000 778,760.49 05/31/2016 2.170000000000 71X4074 717401603 09/30/2021 02014 9,864,353.3300 74,969.09 05/31/2016 1.140000000000 71X4074 717401813 09/30/2020 02014 2,848,776.2700 18,991.84 05/31/2016 1.000000000000 71X4074 717401890 09/30/2031 02015 6,456,000.0000 98,131.20 05/31/2016 2.280000000000 71X4074 717401896 09/30/2027 02015 6,779,173.2700 117,957.61 05/31/2016 2.610000000000 71X4074 717401900 09/30/2022 02015 2,209,000.0000 33,576.80 05/31/2016 2.280000000000 71X4074 717401905 09/30/2043 02015 15,276,000.0000 203,680.00 05/31/2016 2.000000000000 71X4074 717401908 09/30/2025 02015 2,629,250.0000 41,366.87 05/31/2016 2.360000000000 71X4074 717401915 09/30/2020 02015 4,898,286.6900 50,289.08 05/31/2016 1.540000000000 71X4074 717401922 09/30/2034 02015 58,398,262.0100 1,245,829.59 05/31/2016 3.200000000000 71X4074 717401925 09/30/2022 02015 2,352,900.0000 37,018.96 05/31/2016 2.360000000000 71X4074 717401930 09/30/2034 02015 9,046,240.0000 132,678.19 05/31/2016 2.200000000000 71X4074 717401937 09/30/2022 02015 5,726,920.9000 72,922.79 05/31/2016 1.910000000000 71X4074 717401939 09/30/2020 02015 11,249,300.0000 149,990.67 05/31/2016 2.000000000000 71X4074 717401941 09/30/2023 02015 1,832,220.0000 24,429.60 05/31/2016 2.000000000000 71X4074 717401943 09/30/2022 02015 25,980,000.0000 408,752.00 05/31/2016 2.360000000000 71X4074 717401944 09/30/2033 02015 81,293,638.0000 1,235,663.30 05/31/2016 2.280000000000 71X4074 717401950 09/30/2031 02015 3,113,600.0000 47,326.72 05/31/2016 2.280000000000 71X4074 717401956 09/30/2020 02015 9,778,000.0000 130,373.33 05/31/2016 2.000000000000 71X4074 717401958 09/30/2024 02015 2,959,160.0000 39,455.47 05/31/2016 2.000000000000 71X4074 717401968 09/30/2026 02015 2,624,700.0000 39,895.44 05/31/2016 2.280000000000 ------------------------ ---------------------- 1,947,638,781.5300 32,412,110.25 ======================== ====================== 1,947,638,781.5300 32,412,110.25 ============================================================================================================================ 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