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 415,690,995.6500 5,376,270.21 01/31/2018 ------------------------ ---------------------- 415,690,995.6500 5,376,270.21 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 3.690000000 420,423,507.6400 5,171,209.14 01/31/2018 ------------------------ ---------------------- 420,423,507.6400 5,171,209.14 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.079999880 535,698,227.0600 7,285,495.89 01/31/2018 ------------------------ ---------------------- 535,698,227.0600 7,285,495.89 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.119999840 145,915,495.1100 2,003,906.13 01/31/2018 ------------------------ ---------------------- 145,915,495.1100 2,003,906.13 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.919999760 167,497,732.8900 2,746,962.82 01/31/2018 ------------------------ ---------------------- 167,497,732.8900 2,746,962.82 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.389999840 214,730,124.8200 3,142,217.49 01/31/2018 ------------------------ ---------------------- 214,730,124.8200 3,142,217.49 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.679999920 556,813,116.3000 6,830,240.89 01/31/2018 ------------------------ ---------------------- 556,813,116.3000 6,830,240.89 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 4.449999960 43,619,136.9700 647,017.20 01/31/2018 ------------------------ ---------------------- 43,619,136.9700 647,017.20 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.319999920 7,553,268.9000 83,589.51 01/31/2018 ------------------------ ---------------------- 7,553,268.9000 83,589.51 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 3.709999800 448,064,333.7900 5,541,062.26 01/31/2018 ------------------------ ---------------------- 448,064,333.7900 5,541,062.26 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 3.519999720 903,290,406.1400 10,598,607.43 01/31/2018 69X4123 6923635 09/30/2051 02010 3.519999720 112,783,634.0200 1,323,327.97 01/31/2018 ------------------------ ---------------------- 1,016,074,040.1600 11,921,935.40 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 3.429999720 822,626,402.6600 9,405,361.87 01/31/2018 ------------------------ ---------------------- 822,626,402.6600 9,405,361.87 ERC SUB-COHORT 69X4123 6923ERC 09/30/2046 02012 3.339999720 391,767,929.2600 4,361,682.95 01/31/2018 ------------------------ ---------------------- 391,767,929.2600 4,361,682.95 MRCF2 SUB-COHORT 69X4123 6923MRCF2 09/30/2044 02007 1.759999680 88,929,886.3800 521,722.00 01/31/2018 ------------------------ ---------------------- 88,929,886.3800 521,722.00 EAGLE SUB-COHORT 69X4123 6923EAGLE 09/30/2045 02012 3.259999800 304,636,875.8800 3,310,387.38 01/31/2018 ------------------------ ---------------------- 304,636,875.8800 3,310,387.38 LA1B SUB-COHORT 69X4123 6923LA1B 09/30/2046 02014 3.609999720 57,702,875.0400 694,357.93 01/31/2018 ------------------------ ---------------------- 57,702,875.0400 694,357.93 LA1C SUB-COHORT 69X4123 6923LA1C 09/30/2032 02014 2.899999800 45,038,946.1000 435,376.48 01/31/2018 ------------------------ ---------------------- 45,038,946.1000 435,376.48 RIVER SUB-COHORT 69X4123 6923RIVER 09/30/2048 02013 3.330000000 95,989,982.7400 1,065,488.81 01/31/2018 ------------------------ ---------------------- 95,989,982.7400 1,065,488.81 US36P2 SUB-COHORT 69X4123 6923US36P 09/30/2045 02014 3.539999880 1,812,250.4500 21,384.56 01/31/2018 69X4123 6923US36P 09/30/2050 02014 3.539999880 58,996,334.9000 696,156.75 01/31/2018 ------------------------ ---------------------- 60,808,585.3500 717,541.31 PPKYB SUB-COHORT 69X4123 6923PPKYB 09/30/2043 02012 2.669999760 60,265,385.7200 536,361.93 01/31/2018 ------------------------ ---------------------- 60,265,385.7200 536,361.93 SR520 SUB-COHORT 69X4123 6923SR520 09/30/2051 02013 2.709999720 326,375,306.6000 2,948,256.94 01/31/2018 ------------------------ ---------------------- 326,375,306.6000 2,948,256.94 I4ULA SUB-COHORT 69X4123 6923I4ULA 09/30/2023 02014 2.129999760 137,408,993.3100 975,603.85 01/31/2018 ------------------------ ---------------------- 137,408,993.3100 975,603.85 MWAASL SUB-COHORT 69X4123 6923MWAAS 09/30/2043 02014 3.209999760 775,188,093.7800 8,294,512.60 01/31/2018 ------------------------ ---------------------- 775,188,093.7800 8,294,512.60 LDNSL SUB-COHORT 69X4123 6923LDNSL 09/30/2045 02015 2.869999920 154,871,981.4900 1,481,608.62 01/31/2018 ------------------------ ---------------------- 154,871,981.4900 1,481,608.62 FRFXSL SUB-COHORT 69X4123 6923FRFXS 09/30/2045 02015 2.729999880 290,720,103.5800 2,645,552.94 01/31/2018 ------------------------ ---------------------- 290,720,103.5800 2,645,552.94 I4ULB SUB-COHORT 69X4123 6923I4ULB 09/30/2052 02014 3.169999800 589,605,667.0700 6,230,166.55 01/31/2018 ------------------------ ---------------------- 589,605,667.0700 6,230,166.55 SR91 SUB-COHORT 69X4123 6923SR91 09/30/2052 02013 3.469999680 395,931,619.0100 4,579,609.06 01/31/2018 ------------------------ ---------------------- 395,931,619.0100 4,579,609.06 GTHLS SUB-COHORT 69X4123 6923GTHLS 09/30/2053 02012 3.709999800 462,474,132.2600 5,719,263.44 01/31/2018 ------------------------ ---------------------- 462,474,132.2600 5,719,263.44 NTE3 SUB-COHORT 69X4123 6923NTE3 09/30/2053 02013 3.839999760 396,149,902.7600 5,070,718.76 01/31/2018 ------------------------ ---------------------- 396,149,902.7600 5,070,718.76 183-S SUB-COHORT 69X4123 6923183-S 09/30/2049 02016 3.079999800 49,123.3000 504.33 01/31/2018 ------------------------ ---------------------- 49,123.3000 504.33 CATSB SUB-COHORT 69X4123 6923CATSB 09/30/2048 02015 3.069999720 188,035,965.6100 1,924,234.71 01/31/2018 ------------------------ ---------------------- 188,035,965.6100 1,924,234.71 I77 SUB-COHORT 69X4123 6923I77 09/30/2053 02015 3.039999840 163,928,416.3200 1,661,141.29 01/31/2018 ------------------------ ---------------------- 163,928,416.3200 1,661,141.29 I93 SUB-COHORT 69X4123 6923I93 09/30/2034 02016 1.089999720 66,986,857.9200 243,385.58 01/31/2018 ------------------------ ---------------------- 66,986,857.9200 243,385.58 REG SUB-COHORT 69X4123 6923REG 09/30/2036 02014 3.499999920 118,754,844.1200 1,385,473.18 01/31/2018 ------------------------ ---------------------- 118,754,844.1200 1,385,473.18 PBYP SUB-COHORT 69X4123 6923PBYP 09/30/2051 02015 1.269999720 122,659,143.9100 519,257.04 01/31/2018 ------------------------ ---------------------- 122,659,143.9100 519,257.04 EEC SUB-COHORT 69X4123 6923EEC 09/30/2032 02015 2.250000000 160,514,807.0600 1,203,861.05 01/31/2018 ------------------------ ---------------------- 160,514,807.0600 1,203,861.05 IH35E SUB-COHORT 69X4123 6923IH35E 09/30/2052 02017 2.579999760 271,449,760.5000 2,334,467.94 01/31/2018 ------------------------ ---------------------- 271,449,760.5000 2,334,467.94 GDPK SUB-COHORT 69X4123 6923GDPK 09/30/2051 02014 3.649999680 815,650,648.6300 9,923,749.56 01/31/2018 ------------------------ ---------------------- 815,650,648.6300 9,923,749.56 NWC SUB-COHORT 69X4123 6923NWC 09/30/2053 02014 3.789999720 194,940,680.9800 2,462,750.60 01/31/2018 ------------------------ ---------------------- 194,940,680.9800 2,462,750.60 TRANS SUB-COHORT 69X4123 6923TRANS 09/30/2049 02010 4.569999840 133,267,756.5400 2,030,112.16 01/31/2018 ------------------------ ---------------------- 133,267,756.5400 2,030,112.16 CONRA SUB-COHORT 69X4123 6923CONRA 09/30/2052 02013 3.859999920 152,621,134.9500 1,963,725.27 01/31/2018 ------------------------ ---------------------- 152,621,134.9500 1,963,725.27 SH288 SUB-COHORT 69X4123 6923SH288 09/30/2054 02016 2.709999720 167,949,970.3900 1,517,148.07 01/31/2018 ------------------------ ---------------------- 167,949,970.3900 1,517,148.07 WEST SUB-COHORT 69X4123 6923WEST 09/30/2037 02014 3.229999920 336,139,663.8800 3,619,103.71 01/31/2018 ------------------------ ---------------------- 336,139,663.8800 3,619,103.71 DTN SUB-COHORT 69X4123 6923DTN 09/30/2051 02014 3.879999720 420,791,836.7400 5,442,241.09 01/31/2018 ------------------------ ---------------------- 420,791,836.7400 5,442,241.09 US301 SUB-COHORT 69X4123 6923US301 09/30/2054 02016 2.939999760 74,462,302.6900 729,730.57 01/31/2018 ------------------------ ---------------------- 74,462,302.6900 729,730.57 WEST2 SUB-COHORT 69X4123 6923WEST2 09/30/2037 02017 2.899999800 145,660,982.5200 1,408,056.16 01/31/2018 ------------------------ ---------------------- 145,660,982.5200 1,408,056.16 TFM66 SUB-COHORT 69X4123 6923TFM66 09/30/2057 02018 2.799999720 64,351,988.0900 600,618.56 01/31/2018 ------------------------ ---------------------- 64,351,988.0900 600,618.56 NTHGT SUB-COHORT 69X4123 6923NTHGT 09/30/2056 02017 3.129999840 55,337,853.2000 577,358.27 01/31/2018 ------------------------ ---------------------- 55,337,853.2000 577,358.27 ======================== ====================== 13,082,126,385.6300 149,290,399.50 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00