Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- TRIEX SUB-COHORT 69X4123 6923TRIEX 09/30/2047 02009 3.879999720 415,153,089.2400 4,026,984.97 12/31/2015 ------------------------ ---------------------- 415,153,089.2400 4,026,984.97 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 3.690000000 406,404,647.3200 3,749,082.87 12/31/2015 ------------------------ ---------------------- 406,404,647.3200 3,749,082.87 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.079999880 480,984,793.1500 4,906,044.89 12/31/2015 ------------------------ ---------------------- 480,984,793.1500 4,906,044.89 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.119999840 166,242,052.0600 1,712,293.14 12/31/2015 ------------------------ ---------------------- 166,242,052.0600 1,712,293.14 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.919999760 160,028,417.3800 1,968,349.53 12/31/2015 ------------------------ ---------------------- 160,028,417.3800 1,968,349.53 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.389999840 209,984,596.8700 2,304,580.95 12/31/2015 ------------------------ ---------------------- 209,984,596.8700 2,304,580.95 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.679999920 639,031,615.9500 5,879,090.87 12/31/2015 ------------------------ ---------------------- 639,031,615.9500 5,879,090.87 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 4.449999960 43,864,852.9700 487,996.49 12/31/2015 ------------------------ ---------------------- 43,864,852.9700 487,996.49 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659999840 67,674,093.5100 788,403.19 12/31/2015 ------------------------ ---------------------- 67,674,093.5100 788,403.19 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.319999920 172,540,152.3700 1,432,083.26 12/31/2015 ------------------------ ---------------------- 172,540,152.3700 1,432,083.26 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999960 528,592,085.1700 3,382,989.35 12/31/2015 ------------------------ ---------------------- 528,592,085.1700 3,382,989.35 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 3.519999720 880,292,993.3500 7,746,578.34 12/31/2015 69X4123 6923635 09/30/2051 02010 3.519999720 45,255,176.0000 398,245.55 12/31/2015 ------------------------ ---------------------- 925,548,169.3500 8,144,823.89 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.519999800 624,528,090.6500 7,057,167.42 12/31/2015 ------------------------ ---------------------- 624,528,090.6500 7,057,167.42 PPKYA SUB-COHORT 69X4123 6923PPKYA 09/30/2043 02012 0.759999960 89,918,255.1900 170,844.68 12/31/2015 ------------------------ ---------------------- 89,918,255.1900 170,844.68 ERC SUB-COHORT 69X4123 6923ERC 09/30/2046 02012 3.179999880 387,942,504.6300 3,084,142.91 12/31/2015 ------------------------ ---------------------- 387,942,504.6300 3,084,142.91 MRCF2 SUB-COHORT 69X4123 6923MRCF2 09/30/2044 02007 1.759999680 104,091,489.4700 458,002.55 12/31/2015 ------------------------ ---------------------- 104,091,489.4700 458,002.55 EAGLE SUB-COHORT 69X4123 6923EAGLE 09/30/2045 02012 3.139999920 294,484,650.9800 2,311,704.51 12/31/2015 ------------------------ ---------------------- 294,484,650.9800 2,311,704.51 LA1B SUB-COHORT 69X4123 6923LA1B 09/30/2046 02014 3.609999720 56,653,466.7400 511,297.54 12/31/2015 ------------------------ ---------------------- 56,653,466.7400 511,297.54 LA1C SUB-COHORT 69X4123 6923LA1C 09/30/2032 02014 2.899999800 46,370,888.5300 336,188.94 12/31/2015 ------------------------ ---------------------- 46,370,888.5300 336,188.94 RIVER SUB-COHORT 69X4123 6923RIVER 09/30/2048 02013 3.330000000 46,074,327.2500 383,568.77 12/31/2015 ------------------------ ---------------------- 46,074,327.2500 383,568.77 US36P2 SUB-COHORT 69X4123 6923US36P 09/30/2045 02014 3.679999200 1,812,250.4500 16,672.70 12/31/2015 69X4123 6923US36P 09/30/2050 02014 3.679999920 47,590,790.8300 437,835.28 12/31/2015 ------------------------ ---------------------- 49,403,041.2800 454,507.98 PPKYB SUB-COHORT 69X4123 6923PPKYB 09/30/2043 02012 2.709999720 61,293,173.7700 415,261.25 12/31/2015 ------------------------ ---------------------- 61,293,173.7700 415,261.25 SR520 SUB-COHORT 69X4123 6923SR520 09/30/2051 02013 2.989999800 188,589,888.8700 1,409,709.42 12/31/2015 ------------------------ ---------------------- 188,589,888.8700 1,409,709.42 I4ULA SUB-COHORT 69X4123 6923I4ULA 09/30/2023 02014 2.319999840 128,052,527.9000 742,704.66 12/31/2015 ------------------------ ---------------------- 128,052,527.9000 742,704.66 MWAASL SUB-COHORT 69X4123 6923MWAAS 09/30/2043 02014 3.209999760 230,957,387.5900 1,853,433.04 12/31/2015 ------------------------ ---------------------- 230,957,387.5900 1,853,433.04 LDNSL SUB-COHORT 69X4123 6923LDNSL 09/30/2045 02015 2.869999920 25,259,266.2600 181,235.24 12/31/2015 ------------------------ ---------------------- 25,259,266.2600 181,235.24 FRFXSL SUB-COHORT 69X4123 6923FRFXS 09/30/2045 02015 2.729999880 46,507,850.4500 317,416.08 12/31/2015 ------------------------ ---------------------- 46,507,850.4500 317,416.08 I4ULB SUB-COHORT 69X4123 6923I4ULB 09/30/2052 02014 3.169999800 235,260,733.5400 1,864,441.31 12/31/2015 ------------------------ ---------------------- 235,260,733.5400 1,864,441.31 SR91 SUB-COHORT 69X4123 6923SR91 09/30/2052 02013 3.469999680 150,396,681.5800 1,304,691.21 12/31/2015 ------------------------ ---------------------- 150,396,681.5800 1,304,691.21 GTHLS SUB-COHORT 69X4123 6923GTHLS 09/30/2053 02012 3.709999800 105,435,705.8700 977,916.17 12/31/2015 ------------------------ ---------------------- 105,435,705.8700 977,916.17 NTE3 SUB-COHORT 69X4123 6923NTE3 09/30/2053 02013 3.839999760 61,000,176.3700 585,601.69 12/31/2015 ------------------------ ---------------------- 61,000,176.3700 585,601.69 183-S SUB-COHORT 69X4123 6923183-S 09/30/2049 02016 3.079999800 46,231.5800 355.98 12/31/2015 ------------------------ ---------------------- 46,231.5800 355.98 CATSB SUB-COHORT 69X4123 6923CATSB 09/30/2048 02015 3.069999720 15,837,571.1100 121,553.36 12/31/2015 ------------------------ ---------------------- 15,837,571.1100 121,553.36 ======================== ====================== 7,164,152,474.9500 63,324,468.11 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================