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 6.359999760 837,684.6500 17,758.91 01/31/2016 20X4088 2088 09/30/2021 01997 5.659999920 441,987.6100 8,338.83 01/31/2016 20X4088 2088 09/30/2019 01998 5.829999840 127,229.4500 2,472.49 01/31/2016 20X4088 2088 09/30/2031 01998 5.829999840 276,173.9600 5,366.98 01/31/2016 20X4088 2088 09/30/2031 01999 5.499999720 4,788,500.7200 87,789.18 01/31/2016 20X4088 2088 09/30/2033 02000 5.419999800 3,099,525.0400 55,998.09 01/31/2016 20X4088 2088 09/30/2058 02000 5.419999800 682,247.3900 12,325.94 01/31/2016 20X4088 2088 09/30/2020 02001 4.479999840 3,210,211.0800 47,939.15 01/31/2016 20X4088 2088 09/30/2023 02001 4.479999840 42,814.5600 639.36 01/31/2016 20X4088 2088 09/30/2024 02002 4.199999760 2,280,223.6400 31,923.13 01/31/2016 20X4088 2088 09/30/2024 02003 4.359999960 590,145.3000 8,576.78 01/31/2016 20X4088 2088 09/30/2022 02004 4.379999760 1,592,560.6600 23,251.39 01/31/2016 20X4088 2088 09/30/2018 02005 4.770000000 1,290,361.1500 20,516.74 01/31/2016 20X4088 2088 09/30/2039 02005 4.770000000 1,763,390.3400 28,037.91 01/31/2016 20X4088 2088 09/30/2022 02006 4.809999960 488,272.0000 7,828.63 01/31/2016 20X4088 2088 09/30/2021 02007 3.939999840 70,586.1100 927.03 01/31/2016 20X4088 2088 09/30/2022 02007 3.939999840 583,996.4900 7,669.82 01/31/2016 20X4088 2088 09/30/2019 02008 2.949999840 429,706.7500 4,225.45 01/31/2016 20X4088 2088 09/30/2023 02008 2.949999840 1,737,437.5300 17,084.80 01/31/2016 20X4088 2088 09/30/2030 02012 1.919999880 10,742,823.6100 68,754.07 01/31/2016 20X4088 2088 09/30/2032 02012 1.919999880 1,522,572.5700 9,744.46 01/31/2016 20X4088 2088 09/30/2045 02012 1.919999880 378,695.0300 2,423.65 01/31/2016 20X4088 2088 09/30/2035 02013 2.469999960 8,880,156.6200 73,113.29 01/31/2016 20X4088 2088 09/30/2045 02013 2.469999960 154,868.0000 1,275.08 01/31/2016 20X4088 2088 09/30/2049 02013 2.469999960 1,018,922.0000 8,389.12 01/31/2016 20X4088 2088 09/30/2035 02014 2.340000000 14,534,984.7400 113,372.88 01/31/2016 20X4088 2088 09/30/2035 02015 3.375000000 1,620,430.5100 18,229.84 01/31/2016 ------------------------ ---------------------- 63,186,507.5100 683,973.00 ======================== ====================== 63,186,507.5100 683,973.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00