Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 20X4088 2088 09/30/2025 01996 6.360001200 832,589.3600 35,301.80 05/31/2015 20X4088 2088 09/30/2021 01997 5.659999200 424,148.2800 16,004.53 05/31/2015 20X4088 2088 09/30/2019 01998 5.829998400 297,229.4500 11,552.31 05/31/2015 20X4088 2088 09/30/2031 01998 5.829998400 276,173.9600 10,733.96 05/31/2015 20X4088 2088 09/30/2019 01999 5.500000800 1,726,402.8300 63,301.45 05/31/2015 20X4088 2088 09/30/2031 01999 5.500000800 2,991,130.8200 109,674.81 05/31/2015 20X4088 2088 09/30/2015 02000 5.420001600 682,247.3900 24,651.88 05/31/2015 20X4088 2088 09/30/2020 02000 5.420001600 2,596,442.6700 93,818.16 05/31/2015 20X4088 2088 09/30/2033 02000 5.420001600 371,514.1100 13,424.05 05/31/2015 20X4088 2088 09/30/2020 02001 4.479998400 3,640,211.0800 108,720.93 05/31/2015 20X4088 2088 09/30/2023 02001 4.479998400 42,814.5600 1,278.73 05/31/2015 20X4088 2088 09/30/2024 02002 4.200001200 2,241,173.1700 62,752.87 05/31/2015 20X4088 2088 09/30/2024 02003 4.359999600 1,950,145.3000 56,684.22 05/31/2015 20X4088 2088 09/30/2017 02004 4.380001200 1,207,470.4800 35,258.15 05/31/2015 20X4088 2088 09/30/2022 02004 4.380001200 1,610,090.1800 47,014.65 05/31/2015 20X4088 2088 09/30/2018 02005 4.770000000 1,890,361.1500 60,113.48 05/31/2015 20X4088 2088 09/30/2037 02005 4.770000000 1,763,390.3400 56,075.81 05/31/2015 20X4088 2088 09/30/2017 02006 4.809999600 478,432.1300 15,341.72 05/31/2015 20X4088 2088 09/30/2019 02007 3.939998400 883,996.4900 23,219.63 05/31/2015 20X4088 2088 09/30/2021 02007 3.939998400 70,586.1100 1,854.06 05/31/2015 20X4088 2088 09/30/2019 02008 2.949998400 416,570.7400 8,192.55 05/31/2015 20X4088 2088 09/30/2023 02008 2.949998400 1,737,437.5300 34,169.59 05/31/2015 20X4088 2088 09/30/2030 02012 1.919998800 10,742,823.6100 137,508.06 05/31/2015 20X4088 2088 09/30/2032 02012 1.919998800 1,522,572.5700 19,488.92 05/31/2015 20X4088 2088 09/30/2045 02012 1.919998800 378,695.0300 4,847.29 05/31/2015 20X4088 2088 09/30/2035 02013 2.469999600 8,870,734.5600 146,071.41 05/31/2015 20X4088 2088 09/30/2045 02013 2.469999600 154,868.0000 2,550.16 05/31/2015 20X4088 2088 09/30/2049 02013 2.469999600 1,018,922.0000 16,778.25 05/31/2015 20X4088 2088 09/30/2035 02014 2.302498800 14,106,661.6100 216,537.14 05/31/2015 ------------------------ ---------------------- 64,925,835.5100 1,432,920.57 ======================== ====================== 64,925,835.5100 1,432,920.57 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 20X4088 2088 09/30/2015 02000 05/22/2015 INT + 0.0000 14,432.31 476959 2088 09/30/2017 02004 05/22/2015 INT + 0.0000 1,462.71 476953 2088 09/30/2018 02005 05/22/2015 INT + 0.0000 1,402.96 476947 2088 09/30/2019 01998 05/22/2015 INT + 0.0000 2,567.03 476963 2088 09/30/2019 01999 05/22/2015 INT + 0.0000 4,445.02 476961 2088 09/30/2019 02007 05/22/2015 INT + 0.0000 514.24 476945 2088 09/30/2019 02008 05/22/2015 INT + 0.0000 2,667.79 476951 2088 09/30/2020 02001 05/22/2015 INT + 0.0000 12,358.22 476957 2088 09/30/2021 01997 05/22/2015 INT + 0.0000 262.33 476965 2088 09/30/2024 02002 05/22/2015 INT + 0.0000 3,848.89 476955 2088 09/30/2025 01996 05/22/2015 INT + 0.0000 286.65 476967 2088 09/30/2032 02012 05/22/2015 INT + 0.0000 422.86 476943 2088 09/30/2035 02014 05/22/2015 INT + 0.0000 724.92 476949 ------------------------ ---------------------- 0.0000 45,395.93 ======================== ====================== 0.0000 45,395.93