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 14,771,807.84 08/31/2015 ------------------------ ---------------------- 415,327,219.9500 14,771,807.84 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 391,941,987.9700 15,484,971.83 08/31/2015 ------------------------ ---------------------- 391,941,987.9700 15,484,971.83 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.079998800 462,129,893.4900 17,283,652.93 08/31/2015 ------------------------ ---------------------- 462,129,893.4900 17,283,652.93 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.119998400 167,075,856.7300 6,309,895.74 08/31/2015 ------------------------ ---------------------- 167,075,856.7300 6,309,895.74 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 157,424,650.4200 7,099,853.47 08/31/2015 ------------------------ ---------------------- 157,424,650.4200 7,099,853.47 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 4.730000400 0.6500 0.03 08/31/2015 ------------------------ ---------------------- 0.6500 0.03 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.389998400 201,153,938.9500 8,094,766.81 08/31/2015 ------------------------ ---------------------- 201,153,938.9500 8,094,766.81 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.679999200 636,085,027.5200 21,457,263.60 08/31/2015 ------------------------ ---------------------- 636,085,027.5200 21,457,263.60 LA-1 SUB-COHORT 69X4123 6923LA-1 09/30/2041 02005 3.909999600 788,162.1500 28,249.04 08/31/2015 ------------------------ ---------------------- 788,162.1500 28,249.04 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 4.449999600 44,157,747.5300 1,801,267.96 08/31/2015 ------------------------ ---------------------- 44,157,747.5300 1,801,267.96 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 95,416,334.5600 4,075,866.36 08/31/2015 ------------------------ ---------------------- 95,416,334.5600 4,075,866.36 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 170,376,330.7900 6,231,512.42 08/31/2015 ------------------------ ---------------------- 170,376,330.7900 6,231,512.42 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 527,298,771.6600 12,373,942.57 08/31/2015 ------------------------ ---------------------- 527,298,771.6600 12,373,942.57 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 873,041,215.9300 33,772,137.97 08/31/2015 69X4123 6923635 09/30/2051 02010 4.219999200 15,666,484.9000 606,031.74 08/31/2015 ------------------------ ---------------------- 888,707,700.8300 34,378,169.71 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 583,292,548.6700 24,167,763.15 08/31/2015 ------------------------ ---------------------- 583,292,548.6700 24,167,763.15 PPKYA SUB-COHORT 69X4123 6923PPKYA 09/30/2043 02012 0.460000800 89,240,030.9600 376,296.12 08/31/2015 ------------------------ ---------------------- 89,240,030.9600 376,296.12 ERC SUB-COHORT 69X4123 6923ERC 09/30/2046 02012 3.179998800 376,368,091.5800 10,971,125.73 08/31/2015 ------------------------ ---------------------- 376,368,091.5800 10,971,125.73 MRCF2 SUB-COHORT 69X4123 6923MRCF2 09/30/2044 02007 1.760000400 106,741,739.6500 1,722,100.46 08/31/2015 ------------------------ ---------------------- 106,741,739.6500 1,722,100.46 EAGLE SUB-COHORT 69X4123 6923EAGLE 09/30/2045 02012 3.139999200 285,519,343.5900 8,218,196.35 08/31/2015 ------------------------ ---------------------- 285,519,343.5900 8,218,196.35 LA1B SUB-COHORT 69X4123 6923LA1B 09/30/2046 02014 1.890000000 56,164,979.2800 973,058.27 08/31/2015 ------------------------ ---------------------- 56,164,979.2800 973,058.27 LA1C SUB-COHORT 69X4123 6923LA1C 09/30/2032 02014 3.459999600 46,767,091.0500 1,483,296.07 08/31/2015 ------------------------ ---------------------- 46,767,091.0500 1,483,296.07 RIVER SUB-COHORT 69X4123 6923RIVER 09/30/2048 02013 3.330000000 34,694,461.2200 1,059,048.43 08/31/2015 ------------------------ ---------------------- 34,694,461.2200 1,059,048.43 US36P2 SUB-COHORT 69X4123 6923US36P 09/30/2045 02014 3.679999200 1,812,250.4500 61,133.24 08/31/2015 69X4123 6923US36P 09/30/2050 02014 3.679999200 24,108,383.1300 813,255.95 08/31/2015 ------------------------ ---------------------- 25,920,633.5800 874,389.19 PPKYB SUB-COHORT 69X4123 6923PPKYB 09/30/2043 02012 2.710000800 53,167,699.1200 1,320,774.65 08/31/2015 ------------------------ ---------------------- 53,167,699.1200 1,320,774.65 SR520 SUB-COHORT 69X4123 6923SR520 09/30/2051 02013 2.990001600 183,802,710.1000 5,037,728.64 08/31/2015 ------------------------ ---------------------- 183,802,710.1000 5,037,728.64 I4ULA SUB-COHORT 69X4123 6923I4ULA 09/30/2023 02014 2.319998400 125,190,419.5000 2,662,381.09 08/31/2015 ------------------------ ---------------------- 125,190,419.5000 2,662,381.09 MWAASL SUB-COHORT 69X4123 6923MWAAS 09/30/2043 02014 3.210001200 186,921,378.2400 5,500,163.61 08/31/2015 ------------------------ ---------------------- 186,921,378.2400 5,500,163.61 LDNSL SUB-COHORT 69X4123 6923LDNSL 09/30/2045 02015 2.869999200 18,486,444.7800 486,347.42 08/31/2015 ------------------------ ---------------------- 18,486,444.7800 486,347.42 FRFXSL SUB-COHORT 69X4123 6923FRFXS 09/30/2045 02015 2.729998800 34,060,337.3400 852,359.57 08/31/2015 ------------------------ ---------------------- 34,060,337.3400 852,359.57 I4ULB SUB-COHORT 69X4123 6923I4ULB 09/30/2052 02014 3.170001600 150,648,660.2200 4,377,601.19 08/31/2015 ------------------------ ---------------------- 150,648,660.2200 4,377,601.19 SR91 SUB-COHORT 69X4123 6923SR91 09/30/2052 02013 3.470000400 69,445,106.0500 2,208,933.34 08/31/2015 ------------------------ ---------------------- 69,445,106.0500 2,208,933.34 ======================== ====================== 6,584,315,298.1300 221,682,783.59 ============================================================================================================================ 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