Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 91X4290 9190 09/30/2048 02008 4.959999720 5,140,392.1000 63,740.86 12/31/2015 91X4290 9190 09/30/2049 02009 4.959999720 58,500,297.5000 725,403.69 12/31/2015 91X4290 9190 09/30/2050 02010 3.469999680 103,601,072.9500 898,739.31 12/31/2015 91X4290 9190 09/30/2051 02011 2.929999680 124,213,700.5800 909,865.36 12/31/2015 91X4290 9190 09/30/2052 02012 2.139999840 130,075,797.7600 695,905.52 12/31/2015 91X4290 9190 09/30/2053 02013 3.169999800 88,590,788.2500 702,082.00 12/31/2015 91X4290 9190 09/30/2054 02014 2.279999880 85,693,601.3100 488,453.53 12/31/2015 91X4290 9190 09/30/2055 02015 3.420000000 57,675,333.5200 493,124.10 12/31/2015 91X4290 9190 09/30/2056 02016 3.420000000 13,696,216.0000 117,102.65 12/31/2015 ------------------------ ---------------------- 667,187,199.9700 5,094,417.02 ======================== ====================== 667,187,199.9700 5,094,417.02 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 91X4290 9190 09/30/2048 02008 11/23/2015 INT + 0.0000 798.95 484849 9190 09/30/2049 02009 11/23/2015 INT + 0.0000 11,990.80 484851 9190 09/30/2050 02010 11/23/2015 INT + 0.0000 10,494.19 484853 9190 09/30/2051 02011 11/23/2015 INT + 0.0000 7,030.27 484855 9190 09/30/2052 02012 11/23/2015 INT + 0.0000 2,826.15 484857 9190 09/30/2053 02013 11/23/2015 INT + 0.0000 1,890.50 484859 9190 09/30/2054 02014 11/23/2015 INT + 0.0000 520.12 484861 9190 09/30/2055 02015 11/23/2015 INT + 0.0000 164.42 484863 ------------------------ ---------------------- 0.0000 35,715.40 ======================== ====================== 0.0000 35,715.40 ============================================================================================================================ TRANSACTIONS ============================================================================================================================