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 6,711,641.61 02/29/2016 ------------------------ ---------------------- 415,153,089.2400 6,711,641.61 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 3.690000000 406,404,647.3200 6,248,471.45 02/29/2016 ------------------------ ---------------------- 406,404,647.3200 6,248,471.45 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.079999880 480,984,793.1500 8,176,741.48 02/29/2016 ------------------------ ---------------------- 480,984,793.1500 8,176,741.48 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.119999840 166,242,052.0600 2,853,821.89 02/29/2016 ------------------------ ---------------------- 166,242,052.0600 2,853,821.89 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.919999760 160,028,417.3800 3,280,582.56 02/29/2016 ------------------------ ---------------------- 160,028,417.3800 3,280,582.56 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.389999840 209,984,596.8700 3,840,968.25 02/29/2016 ------------------------ ---------------------- 209,984,596.8700 3,840,968.25 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.679999920 639,031,615.9500 9,798,484.78 02/29/2016 ------------------------ ---------------------- 639,031,615.9500 9,798,484.78 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 4.449999960 43,864,852.9700 813,327.48 02/29/2016 ------------------------ ---------------------- 43,864,852.9700 813,327.48 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659999840 67,674,093.5100 1,314,005.32 02/29/2016 ------------------------ ---------------------- 67,674,093.5100 1,314,005.32 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.319999920 172,540,152.3700 2,386,805.44 02/29/2016 ------------------------ ---------------------- 172,540,152.3700 2,386,805.44 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999960 528,592,085.1700 5,638,315.58 02/29/2016 ------------------------ ---------------------- 528,592,085.1700 5,638,315.58 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 3.519999720 880,292,993.3500 12,910,963.90 02/29/2016 69X4123 6923635 09/30/2051 02010 3.519999720 45,255,176.0000 663,742.58 02/29/2016 ------------------------ ---------------------- 925,548,169.3500 13,574,706.48 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.519999800 624,528,090.6500 11,761,945.71 02/29/2016 ------------------------ ---------------------- 624,528,090.6500 11,761,945.71 PPKYA SUB-COHORT 69X4123 6923PPKYA 09/30/2043 02012 0.759999960 89,918,255.1900 284,741.14 02/29/2016 ------------------------ ---------------------- 89,918,255.1900 284,741.14 ERC SUB-COHORT 69X4123 6923ERC 09/30/2046 02012 3.179999880 387,942,504.6300 5,140,238.19 02/29/2016 ------------------------ ---------------------- 387,942,504.6300 5,140,238.19 MRCF2 SUB-COHORT 69X4123 6923MRCF2 09/30/2044 02007 1.759999680 104,091,489.4700 763,337.59 02/29/2016 ------------------------ ---------------------- 104,091,489.4700 763,337.59 EAGLE SUB-COHORT 69X4123 6923EAGLE 09/30/2045 02012 3.139999920 294,484,650.9800 3,852,840.85 02/29/2016 ------------------------ ---------------------- 294,484,650.9800 3,852,840.85 LA1B SUB-COHORT 69X4123 6923LA1B 09/30/2046 02014 3.609999720 56,653,466.7400 852,162.56 02/29/2016 ------------------------ ---------------------- 56,653,466.7400 852,162.56 LA1C SUB-COHORT 69X4123 6923LA1C 09/30/2032 02014 2.899999800 46,370,888.5300 560,314.90 02/29/2016 ------------------------ ---------------------- 46,370,888.5300 560,314.90 RIVER SUB-COHORT 69X4123 6923RIVER 09/30/2048 02013 3.330000000 50,788,481.7500 704,690.18 02/29/2016 ------------------------ ---------------------- 50,788,481.7500 704,690.18 US36P2 SUB-COHORT 69X4123 6923US36P 09/30/2045 02014 3.679999200 1,812,250.4500 27,787.83 02/29/2016 69X4123 6923US36P 09/30/2050 02014 3.679999920 52,295,440.3300 801,863.42 02/29/2016 ------------------------ ---------------------- 54,107,690.7800 829,651.25 PPKYB SUB-COHORT 69X4123 6923PPKYB 09/30/2043 02012 2.709999720 61,293,173.7700 692,102.09 02/29/2016 ------------------------ ---------------------- 61,293,173.7700 692,102.09 SR520 SUB-COHORT 69X4123 6923SR520 09/30/2051 02013 2.989999800 188,589,888.8700 2,349,515.70 02/29/2016 ------------------------ ---------------------- 188,589,888.8700 2,349,515.70 I4ULA SUB-COHORT 69X4123 6923I4ULA 09/30/2023 02014 2.319999840 128,052,527.9000 1,237,841.10 02/29/2016 ------------------------ ---------------------- 128,052,527.9000 1,237,841.10 MWAASL SUB-COHORT 69X4123 6923MWAAS 09/30/2043 02014 3.209999760 257,074,257.1500 3,438,368.19 02/29/2016 ------------------------ ---------------------- 257,074,257.1500 3,438,368.19 LDNSL SUB-COHORT 69X4123 6923LDNSL 09/30/2045 02015 2.869999920 30,476,546.2300 364,448.70 02/29/2016 ------------------------ ---------------------- 30,476,546.2300 364,448.70 FRFXSL SUB-COHORT 69X4123 6923FRFXS 09/30/2045 02015 2.729999880 56,242,973.3800 639,763.82 02/29/2016 ------------------------ ---------------------- 56,242,973.3800 639,763.82 I4ULB SUB-COHORT 69X4123 6923I4ULB 09/30/2052 02014 3.169999800 267,458,916.6000 3,532,686.52 02/29/2016 ------------------------ ---------------------- 267,458,916.6000 3,532,686.52 SR91 SUB-COHORT 69X4123 6923SR91 09/30/2052 02013 3.469999680 186,143,766.4300 2,691,328.62 02/29/2016 ------------------------ ---------------------- 186,143,766.4300 2,691,328.62 GTHLS SUB-COHORT 69X4123 6923GTHLS 09/30/2053 02012 3.709999800 132,158,440.5600 2,042,949.23 02/29/2016 ------------------------ ---------------------- 132,158,440.5600 2,042,949.23 NTE3 SUB-COHORT 69X4123 6923NTE3 09/30/2053 02013 3.839999760 100,651,579.5200 1,610,425.27 02/29/2016 ------------------------ ---------------------- 100,651,579.5200 1,610,425.27 183-S SUB-COHORT 69X4123 6923183-S 09/30/2049 02016 3.079999800 46,231.5800 593.31 02/29/2016 ------------------------ ---------------------- 46,231.5800 593.31 CATSB SUB-COHORT 69X4123 6923CATSB 09/30/2048 02015 3.069999720 15,837,571.1100 202,588.93 02/29/2016 ------------------------ ---------------------- 15,837,571.1100 202,588.93 ======================== ====================== 7,348,959,957.1600 108,190,406.17 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00