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 5,369,313.29 01/31/2016 ------------------------ ---------------------- 415,153,089.2400 5,369,313.29 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 3.690000000 406,404,647.3200 4,998,777.16 01/31/2016 ------------------------ ---------------------- 406,404,647.3200 4,998,777.16 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.079999880 480,984,793.1500 6,541,393.19 01/31/2016 ------------------------ ---------------------- 480,984,793.1500 6,541,393.19 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.119999840 166,242,052.0600 2,283,057.51 01/31/2016 ------------------------ ---------------------- 166,242,052.0600 2,283,057.51 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.919999760 160,028,417.3800 2,624,466.04 01/31/2016 ------------------------ ---------------------- 160,028,417.3800 2,624,466.04 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.389999840 209,984,596.8700 3,072,774.60 01/31/2016 ------------------------ ---------------------- 209,984,596.8700 3,072,774.60 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.679999920 639,031,615.9500 7,838,787.82 01/31/2016 ------------------------ ---------------------- 639,031,615.9500 7,838,787.82 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 4.449999960 43,864,852.9700 650,661.99 01/31/2016 ------------------------ ---------------------- 43,864,852.9700 650,661.99 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659999840 67,674,093.5100 1,051,204.25 01/31/2016 ------------------------ ---------------------- 67,674,093.5100 1,051,204.25 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.319999920 172,540,152.3700 1,909,444.35 01/31/2016 ------------------------ ---------------------- 172,540,152.3700 1,909,444.35 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999960 528,592,085.1700 4,510,652.46 01/31/2016 ------------------------ ---------------------- 528,592,085.1700 4,510,652.46 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 3.519999720 880,292,993.3500 10,328,771.12 01/31/2016 69X4123 6923635 09/30/2051 02010 3.519999720 45,255,176.0000 530,994.07 01/31/2016 ------------------------ ---------------------- 925,548,169.3500 10,859,765.19 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.519999800 624,528,090.6500 9,409,556.57 01/31/2016 ------------------------ ---------------------- 624,528,090.6500 9,409,556.57 PPKYA SUB-COHORT 69X4123 6923PPKYA 09/30/2043 02012 0.759999960 89,918,255.1900 227,792.91 01/31/2016 ------------------------ ---------------------- 89,918,255.1900 227,792.91 ERC SUB-COHORT 69X4123 6923ERC 09/30/2046 02012 3.179999880 387,942,504.6300 4,112,190.55 01/31/2016 ------------------------ ---------------------- 387,942,504.6300 4,112,190.55 MRCF2 SUB-COHORT 69X4123 6923MRCF2 09/30/2044 02007 1.759999680 104,091,489.4700 610,670.07 01/31/2016 ------------------------ ---------------------- 104,091,489.4700 610,670.07 EAGLE SUB-COHORT 69X4123 6923EAGLE 09/30/2045 02012 3.139999920 294,484,650.9800 3,082,272.68 01/31/2016 ------------------------ ---------------------- 294,484,650.9800 3,082,272.68 LA1B SUB-COHORT 69X4123 6923LA1B 09/30/2046 02014 3.609999720 56,653,466.7400 681,730.05 01/31/2016 ------------------------ ---------------------- 56,653,466.7400 681,730.05 LA1C SUB-COHORT 69X4123 6923LA1C 09/30/2032 02014 2.899999800 46,370,888.5300 448,251.92 01/31/2016 ------------------------ ---------------------- 46,370,888.5300 448,251.92 RIVER SUB-COHORT 69X4123 6923RIVER 09/30/2048 02013 3.330000000 50,611,544.5300 561,788.14 01/31/2016 ------------------------ ---------------------- 50,611,544.5300 561,788.14 US36P2 SUB-COHORT 69X4123 6923US36P 09/30/2045 02014 3.679999200 1,812,250.4500 22,230.27 01/31/2016 69X4123 6923US36P 09/30/2050 02014 3.679999920 52,295,440.3300 641,490.73 01/31/2016 ------------------------ ---------------------- 54,107,690.7800 663,721.00 PPKYB SUB-COHORT 69X4123 6923PPKYB 09/30/2043 02012 2.709999720 61,293,173.7700 553,681.67 01/31/2016 ------------------------ ---------------------- 61,293,173.7700 553,681.67 SR520 SUB-COHORT 69X4123 6923SR520 09/30/2051 02013 2.989999800 188,589,888.8700 1,879,612.56 01/31/2016 ------------------------ ---------------------- 188,589,888.8700 1,879,612.56 I4ULA SUB-COHORT 69X4123 6923I4ULA 09/30/2023 02014 2.319999840 128,052,527.9000 990,272.88 01/31/2016 ------------------------ ---------------------- 128,052,527.9000 990,272.88 MWAASL SUB-COHORT 69X4123 6923MWAAS 09/30/2043 02014 3.209999760 241,363,824.7300 2,582,592.92 01/31/2016 ------------------------ ---------------------- 241,363,824.7300 2,582,592.92 LDNSL SUB-COHORT 69X4123 6923LDNSL 09/30/2045 02015 2.869999920 28,185,720.9800 269,643.40 01/31/2016 ------------------------ ---------------------- 28,185,720.9800 269,643.40 FRFXSL SUB-COHORT 69X4123 6923FRFXS 09/30/2045 02015 2.729999880 51,899,695.4100 472,287.23 01/31/2016 ------------------------ ---------------------- 51,899,695.4100 472,287.23 I4ULB SUB-COHORT 69X4123 6923I4ULB 09/30/2052 02014 3.169999800 250,466,857.5000 2,646,599.79 01/31/2016 ------------------------ ---------------------- 250,466,857.5000 2,646,599.79 SR91 SUB-COHORT 69X4123 6923SR91 09/30/2052 02013 3.469999680 150,396,681.5800 1,739,588.28 01/31/2016 ------------------------ ---------------------- 150,396,681.5800 1,739,588.28 GTHLS SUB-COHORT 69X4123 6923GTHLS 09/30/2053 02012 3.709999800 118,579,715.0700 1,466,435.81 01/31/2016 ------------------------ ---------------------- 118,579,715.0700 1,466,435.81 NTE3 SUB-COHORT 69X4123 6923NTE3 09/30/2053 02013 3.839999760 85,882,289.9400 1,099,293.31 01/31/2016 ------------------------ ---------------------- 85,882,289.9400 1,099,293.31 183-S SUB-COHORT 69X4123 6923183-S 09/30/2049 02016 3.079999800 46,231.5800 474.64 01/31/2016 ------------------------ ---------------------- 46,231.5800 474.64 CATSB SUB-COHORT 69X4123 6923CATSB 09/30/2048 02015 3.069999720 15,837,571.1100 162,071.14 01/31/2016 ------------------------ ---------------------- 15,837,571.1100 162,071.14 ======================== ====================== 7,245,351,325.2800 85,370,825.37 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00