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 0.00 09/30/2015 71X4075 7175QUIPO 09/30/2021 02003 2.689999920 15,184,787.9600 0.00 09/30/2015 71X4075 7175VYSOT 09/30/2016 02003 3.609999720 403,023.8300 0.00 09/30/2015 71X4075 7175GOLDK 09/30/2020 02004 4.509999720 86,629.8800 0.00 09/30/2015 71X4075 7175N-ZDC 09/30/2022 02004 4.659999840 156,624.0600 0.00 09/30/2015 71X4075 7175VESPU 09/30/2022 02004 3.859999920 4,611,688.2900 0.00 09/30/2015 71X4075 7175ADP 09/30/2020 02005 3.699999720 43,812.7200 0.00 09/30/2015 71X4075 7175ETHOS 09/30/2016 02005 3.999999960 496,260.6200 0.00 09/30/2015 71X4075 7175FIXED 09/30/2024 02005 4.569999840 16,061.4400 0.00 09/30/2015 71X4075 7175AESJO 09/30/2027 02007 3.459999960 3,479,548.8300 0.00 09/30/2015 71X4075 7175BANPR 09/30/2022 02007 2.979999720 183,450.1500 0.00 09/30/2015 71X4075 7175BANRU 09/30/2023 02007 3.479999760 311,981.2500 0.00 09/30/2015 71X4075 7175COMLA 09/30/2024 02007 4.379999760 2,176,029.6100 0.00 09/30/2015 71X4075 7175FCPFD 09/30/2020 02007 5.269999680 777,015.8500 0.00 09/30/2015 71X4075 7175FICOH 09/30/2022 02007 4.709999880 86,808.4400 0.00 09/30/2015 71X4075 7175REFRM 09/30/2016 02007 3.459999960 184,708.5800 0.00 09/30/2015 71X4075 7175GRUPO 09/30/2020 02008 2.970000000 772,137.4700 0.00 09/30/2015 71X4075 7175MICOP 09/30/2016 02008 2.029999680 1,044,693.2200 0.00 09/30/2015 71X4075 7175BACA 09/30/2026 02009 2.489999760 1,859,432.2700 0.00 09/30/2015 71X4075 7175BACGT 09/30/2024 02009 2.219999760 74,883.1100 0.00 09/30/2015 71X4075 7175BACNA 09/30/2024 02009 2.299999680 427,835.7000 0.00 09/30/2015 71X4075 7175BACPA 09/30/2024 02009 2.079999720 215,094.8300 0.00 09/30/2015 71X4075 7175BACPB 09/30/2017 02009 3.429999720 2,880.2300 0.00 09/30/2015 71X4075 7175BYB2 09/30/2024 02009 2.099999880 600,650.9700 0.00 09/30/2015 71X4075 7175CHOUS 09/30/2022 02009 1.399999680 1,886,019.6400 0.00 09/30/2015 71X4075 7175DESI 09/30/2030 02009 4.719999960 29,882,249.9700 0.00 09/30/2015 71X4075 7175ECPF3 09/30/2019 02009 3.429999720 1,421,763.5500 0.00 09/30/2015 71X4075 7175HALYK 09/30/2024 02009 2.219999760 1,597,969.4300 0.00 09/30/2015 71X4075 7175HONDA 09/30/2024 02009 2.250000000 869,504.6400 0.00 09/30/2015 71X4075 7175ICETI 09/30/2023 02009 1.890000000 112,714.2900 0.00 09/30/2015 71X4075 7175PALRL 09/30/2018 02009 4.439999880 1,734.3000 0.00 09/30/2015 71X4075 7175TGBAS 09/30/2020 02009 1.869999840 2,001,027.8600 0.00 09/30/2015 71X4075 7175ACFC 09/30/2016 02010 0.999999720 9,778.9200 0.00 09/30/2015 71X4075 7175BMED 09/30/2023 02010 2.109999960 193,273.9300 0.00 09/30/2015 71X4075 7175ECP3 09/30/2019 02010 0.999999720 671,000.1100 0.00 09/30/2015 71X4075 7175HIPO 09/30/2041 02010 3.420000000 4,059,968.4600 0.00 09/30/2015 71X4075 7175JSCPG 09/30/2020 02010 0.999999720 806,658.7500 0.00 09/30/2015 71X4075 7175SEKMG 09/30/2031 02010 1.699999920 12,426,004.9900 0.00 09/30/2015 71X4075 717500004 09/30/2021 02011 3.549999960 63,271.9000 0.00 09/30/2015 71X4075 717500008 09/30/2021 02011 0.999999720 10,847.5500 0.00 09/30/2015 71X4075 717500019 09/30/2026 02011 3.909999960 728,383.8500 0.00 09/30/2015 71X4075 717500023 09/30/2031 02011 3.699999720 39,999,050.3200 0.00 09/30/2015 71X4075 717500025 09/30/2030 02011 1.509999840 9,499,089.2700 0.00 09/30/2015 71X4075 717500033 09/30/2027 02011 1.069999920 699,118.2000 0.00 09/30/2015 71X4075 7175ADP3 09/30/2018 02011 3.029999760 363,022.6700 0.00 09/30/2015 71X4075 7175AMIH 09/30/2021 02011 4.249999800 548,576.1600 0.00 09/30/2015 71X4075 7175CCP 09/30/2019 02011 0.999999720 1,794,292.0200 0.00 09/30/2015 71X4075 7175GLBK 09/30/2019 02011 1.989999720 326,777.9500 0.00 09/30/2015 71X4075 7175PANNO 09/30/2021 02011 1.129999680 1,528,289.6600 0.00 09/30/2015 71X4075 717500043 09/30/2020 02012 0.999999720 209,942.7800 0.00 09/30/2015 71X4075 717500046 09/30/2030 02012 1.479999960 419,647.8700 0.00 09/30/2015 71X4075 717501200 09/30/2028 02012 2.779999920 6,632,454.1100 0.00 09/30/2015 71X4075 717501409 09/30/2025 02012 3.679999920 109,225.4600 0.00 09/30/2015 71X4075 717501417 09/30/2020 02012 1.059999840 433,004.0400 0.00 09/30/2015 71X4075 717501427 09/30/2026 02012 1.329999840 38,320,541.5400 0.00 09/30/2015 71X4075 717501432 09/30/2031 02012 1.749999960 16,746,224.6300 0.00 09/30/2015 71X4075 717501446 09/30/2021 02012 3.439999800 367,054.6700 0.00 09/30/2015 71X4075 717501448 09/30/2030 02012 2.409999840 10,299,724.7000 0.00 09/30/2015 71X4075 717501457 09/30/2028 02012 1.499999760 21,835,342.3100 0.00 09/30/2015 71X4075 717501460 09/30/2028 02012 3.179999880 58,354.6700 0.00 09/30/2015 71X4075 717501461 09/30/2034 02012 2.919999960 30,282,908.8900 0.00 09/30/2015 71X4075 7175N-IMO 09/30/2016 02012 1.980000000 27,020.3500 0.00 09/30/2015 71X4075 717501472 09/30/2020 02013 0.999999720 371,593.4100 0.00 09/30/2015 71X4075 717501477 09/30/2024 02013 1.639999800 1,350,296.1800 0.00 09/30/2015 71X4075 717501483 09/30/2022 02013 1.759999680 42,910.0600 0.00 09/30/2015 71X4075 717501486 09/30/2042 02013 2.209999680 3,294,787.4700 0.00 09/30/2015 71X4075 717501491 09/30/2021 02013 3.150000000 349,493.9400 0.00 09/30/2015 71X4075 717501499 09/30/2020 02013 1.769999760 22,084.4200 0.00 09/30/2015 71X4075 717501501 09/30/2031 02013 1.689999840 24,532,182.4700 0.00 09/30/2015 71X4075 717501506 09/30/2025 02013 1.319999760 26,659,353.0800 0.00 09/30/2015 71X4075 717501507 09/30/2025 02013 2.399999760 1,137,573.7800 0.00 09/30/2015 71X4075 717501510 09/30/2033 02013 2.689999920 39,850,513.6200 0.00 09/30/2015 71X4075 717501515 09/30/2026 02013 2.099999880 6,538,857.0800 0.00 09/30/2015 71X4075 717501516 09/30/2021 02013 1.899999720 2,239,867.5200 0.00 09/30/2015 71X4075 717501519 09/30/2022 02013 1.339999920 75,293.1000 0.00 09/30/2015 71X4075 717501520 09/30/2022 02013 1.329999840 92,456.8600 0.00 09/30/2015 71X4075 717501538 09/30/2030 02013 2.419999920 13,393,417.1200 0.00 09/30/2015 71X4075 717501540 09/30/2033 02013 2.700000000 34,568,666.1500 0.00 09/30/2015 71X4075 717501545 09/30/2021 02014 0.999999720 179,525.0200 0.00 09/30/2015 71X4075 717501546 09/30/2034 02014 1.789999920 1,734,501.5600 0.00 09/30/2015 71X4075 717501549 09/30/2021 02014 2.399999760 1,311,055.0200 0.00 09/30/2015 71X4075 717501551 09/30/2020 02014 0.999999720 878,153.1300 0.00 09/30/2015 71X4075 717501555 09/30/2019 02014 0.999999720 50,929.9800 0.00 09/30/2015 71X4075 717501558 09/30/2020 02014 2.279999880 669,651.5200 0.00 09/30/2015 71X4075 717501559 09/30/2021 02014 1.589999760 3,012,485.3700 0.00 09/30/2015 71X4075 717501562 09/30/2019 02014 1.579999680 6,615.8400 0.00 09/30/2015 71X4075 717501563 09/30/2033 02014 1.769999760 10,862,908.8600 0.00 09/30/2015 71X4075 717501566 09/30/2026 02014 1.189999800 21,500,078.7700 0.00 09/30/2015 71X4075 717501572 09/30/2044 02014 2.669999760 2,229,783.4400 0.00 09/30/2015 71X4075 717501575 09/30/2019 02014 1.719999720 2,657.6500 0.00 09/30/2015 71X4075 717501578 09/30/2022 02014 0.999999720 14,240,430.9700 0.00 09/30/2015 71X4075 717501591 09/30/2026 02014 1.319999760 1,429,844.4400 0.00 09/30/2015 71X4075 717501597 09/30/2031 02014 1.539999720 436,791.7700 0.00 09/30/2015 71X4075 717501598 09/30/2034 02014 1.959999840 2,707,676.3600 0.00 09/30/2015 71X4075 717501602 09/30/2022 02014 1.559999880 834,517.3800 0.00 09/30/2015 71X4075 717501605 09/30/2029 02014 1.589999760 17,308,826.2300 0.00 09/30/2015 71X4075 717501608 09/30/2033 02014 1.779999840 3,022,392.5100 0.00 09/30/2015 71X4075 7175BUTTR 09/30/2029 02014 1.749999960 29,926,509.9700 0.00 09/30/2015 71X4075 717501886 09/30/2020 02015 2.109999960 99,307.5400 0.00 09/30/2015 71X4075 717501886 09/30/2023 02015 2.109999960 3,457,004.9500 0.00 09/30/2015 71X4075 717501887 09/30/2020 02015 2.709999720 15,024.1900 0.00 09/30/2015 71X4075 717501898 09/30/2026 02015 2.589999840 3,970,918.9100 0.00 09/30/2015 71X4075 717501901 09/30/2020 02015 1.899999720 30,950.8700 0.00 09/30/2015 71X4075 717501902 09/30/2020 02015 1.899999720 13,224.9000 0.00 09/30/2015 71X4075 717501903 09/30/2020 02015 1.899999720 26,449.8000 0.00 09/30/2015 71X4075 717501913 09/30/2022 02015 3.109999680 90,094.1100 0.00 09/30/2015 71X4075 717501919 09/30/2025 02015 2.109999960 4,610,888.3600 0.00 09/30/2015 ------------------------ ---------------------- 563,264,617.5800 0.00 ======================== ====================== 563,264,617.5800 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00