Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- TRIEX SUB-COHORT 69X4123 6923TRIEX 09/30/2047 02009 3.880000800 415,327,219.9500 13,428,916.21 07/31/2015 ------------------------ ---------------------- 415,327,219.9500 13,428,916.21 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 391,941,987.9700 14,077,247.12 07/31/2015 ------------------------ ---------------------- 391,941,987.9700 14,077,247.12 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.079998800 462,129,893.4900 15,712,411.76 07/31/2015 ------------------------ ---------------------- 462,129,893.4900 15,712,411.76 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.119998400 167,075,856.7300 5,736,268.85 07/31/2015 ------------------------ ---------------------- 167,075,856.7300 5,736,268.85 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 157,424,650.4200 6,454,412.24 07/31/2015 ------------------------ ---------------------- 157,424,650.4200 6,454,412.24 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 4.730000400 0.6500 0.03 07/31/2015 ------------------------ ---------------------- 0.6500 0.03 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.389998400 201,153,938.9500 7,358,878.92 07/31/2015 ------------------------ ---------------------- 201,153,938.9500 7,358,878.92 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.679999200 636,085,027.5200 19,506,603.27 07/31/2015 ------------------------ ---------------------- 636,085,027.5200 19,506,603.27 LA-1 SUB-COHORT 69X4123 6923LA-1 09/30/2041 02005 3.909999600 788,162.1500 25,680.95 07/31/2015 ------------------------ ---------------------- 788,162.1500 25,680.95 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 4.449999600 44,157,747.5300 1,637,516.32 07/31/2015 ------------------------ ---------------------- 44,157,747.5300 1,637,516.32 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 95,416,334.5600 3,705,333.05 07/31/2015 ------------------------ ---------------------- 95,416,334.5600 3,705,333.05 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 170,376,330.7900 5,665,011.30 07/31/2015 ------------------------ ---------------------- 170,376,330.7900 5,665,011.30 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 527,298,771.6600 11,249,038.70 07/31/2015 ------------------------ ---------------------- 527,298,771.6600 11,249,038.70 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 873,041,215.9300 30,701,943.61 07/31/2015 69X4123 6923635 09/30/2051 02010 4.219999200 15,666,484.9000 550,937.95 07/31/2015 ------------------------ ---------------------- 888,707,700.8300 31,252,881.56 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 583,292,548.6700 21,970,693.78 07/31/2015 ------------------------ ---------------------- 583,292,548.6700 21,970,693.78 PPKYA SUB-COHORT 69X4123 6923PPKYA 09/30/2043 02012 0.460000800 89,240,030.9600 342,087.38 07/31/2015 ------------------------ ---------------------- 89,240,030.9600 342,087.38 ERC SUB-COHORT 69X4123 6923ERC 09/30/2046 02012 3.179998800 376,368,091.5800 9,973,750.66 07/31/2015 ------------------------ ---------------------- 376,368,091.5800 9,973,750.66 MRCF2 SUB-COHORT 69X4123 6923MRCF2 09/30/2044 02007 1.760000400 106,741,739.6500 1,565,545.87 07/31/2015 ------------------------ ---------------------- 106,741,739.6500 1,565,545.87 EAGLE SUB-COHORT 69X4123 6923EAGLE 09/30/2045 02012 3.139999200 285,519,343.5900 7,471,087.59 07/31/2015 ------------------------ ---------------------- 285,519,343.5900 7,471,087.59 LA1B SUB-COHORT 69X4123 6923LA1B 09/30/2046 02014 1.890000000 56,164,979.2800 884,598.42 07/31/2015 ------------------------ ---------------------- 56,164,979.2800 884,598.42 LA1C SUB-COHORT 69X4123 6923LA1C 09/30/2032 02014 3.459999600 46,767,091.0500 1,348,450.97 07/31/2015 ------------------------ ---------------------- 46,767,091.0500 1,348,450.97 RIVER SUB-COHORT 69X4123 6923RIVER 09/30/2048 02013 3.330000000 32,255,224.6600 895,082.48 07/31/2015 ------------------------ ---------------------- 32,255,224.6600 895,082.48 US36P2 SUB-COHORT 69X4123 6923US36P 09/30/2045 02014 3.679999200 1,812,250.4500 55,575.67 07/31/2015 69X4123 6923US36P 09/30/2050 02014 3.679999200 22,348,882.9400 685,365.59 07/31/2015 ------------------------ ---------------------- 24,161,133.3900 740,941.26 PPKYB SUB-COHORT 69X4123 6923PPKYB 09/30/2043 02012 2.710000800 50,841,816.6500 1,148,178.03 07/31/2015 ------------------------ ---------------------- 50,841,816.6500 1,148,178.03 SR520 SUB-COHORT 69X4123 6923SR520 09/30/2051 02013 2.990001600 183,802,710.1000 4,579,753.31 07/31/2015 ------------------------ ---------------------- 183,802,710.1000 4,579,753.31 I4ULA SUB-COHORT 69X4123 6923I4ULA 09/30/2023 02014 2.319998400 125,190,419.5000 2,420,346.44 07/31/2015 ------------------------ ---------------------- 125,190,419.5000 2,420,346.44 MWAASL SUB-COHORT 69X4123 6923MWAAS 09/30/2043 02014 3.210001200 184,790,414.2900 4,943,145.43 07/31/2015 ------------------------ ---------------------- 184,790,414.2900 4,943,145.43 LDNSL SUB-COHORT 69X4123 6923LDNSL 09/30/2045 02015 2.869999200 13,949,487.3000 333,625.14 07/31/2015 ------------------------ ---------------------- 13,949,487.3000 333,625.14 FRFXSL SUB-COHORT 69X4123 6923FRFXS 09/30/2045 02015 2.729998800 25,701,222.7100 584,702.56 07/31/2015 ------------------------ ---------------------- 25,701,222.7100 584,702.56 I4ULB SUB-COHORT 69X4123 6923I4ULB 09/30/2052 02014 3.170001600 122,273,471.0300 3,230,059.16 07/31/2015 ------------------------ ---------------------- 122,273,471.0300 3,230,059.16 SR91 SUB-COHORT 69X4123 6923SR91 09/30/2052 02013 3.470000400 43,407,275.1300 1,255,193.85 07/31/2015 ------------------------ ---------------------- 43,407,275.1300 1,255,193.85 ======================== ====================== 6,508,350,622.7400 199,497,442.61 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 69X4123 6923BELTW 09/30/2048 02008 06/24/2015 INT + 0.0000 2,053,642.16 488125 6923CTTP 09/30/2042 02001 06/24/2015 INT + 0.0000 25,788,411.70 488141 6923DUS 09/30/2040 02010 06/24/2015 INT + 0.0000 8,843.70 488129 6923LA1C 09/30/2032 02014 06/24/2015 INT + 0.0000 2,727.17 488137 6923MRCF1 09/30/2045 01999 06/24/2015 INT + 0.0000 4,687.99 488119 6923MRCF1 09/30/2045 01999 06/24/2015 INT + 0.0000 207,758.04 488143 6923MRCF2 09/30/2044 02007 06/24/2015 INT + 0.0000 13,111.06 488121 6923MRCF2 09/30/2044 02007 06/24/2015 INT + 0.0000 49,374.58 488145 6923NTE 09/30/2050 02010 06/24/2015 INT + 0.0000 572,370.18 488131 6923POCAH 09/30/2044 02007 06/24/2015 INT + 0.0000 306,992.32 488123 6923POMT 09/30/2043 02010 06/24/2015 INT + 0.0000 82,943.67 488133 6923PPKYA 09/30/2043 02012 06/24/2015 INT + 0.0000 1,013.20 488135 6923SH130 09/30/2047 02008 06/24/2015 INT + 0.0000 130,676.42 488139 6923TRIEX 09/30/2047 02009 06/24/2015 INT + 0.0000 138,586.12 488127 ------------------------ ---------------------- 0.0000 29,361,138.31 ======================== ====================== 0.0000 29,361,138.31