Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 31DO SUB-COHORT 97X4166 976631DO 09/30/2049 02005 3.859999200 51,897,912.8000 1,836,320.77 08/31/2015 ------------------------ ---------------------- 51,897,912.8000 1,836,320.77 31OF SUB-COHORT 97X4166 976631OF 09/30/2048 02005 3.859999200 76,989,547.5800 2,724,146.26 08/31/2015 97X4166 976631OF 09/30/2049 02005 3.859999200 4,190,683.8600 148,280.33 08/31/2015 ------------------------ ---------------------- 81,180,231.4400 2,872,426.59 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999600 14,704,962.5100 757,550.60 08/31/2015 ------------------------ ---------------------- 14,704,962.5100 757,550.60 31DY SUB-COHORT 97X4166 976631DY 09/30/2042 02000 5.619999600 16,632,723.7500 856,862.42 08/31/2015 97X4166 976631DY 09/30/2043 02000 5.619999600 85,950.1500 4,427.86 08/31/2015 ------------------------ ---------------------- 16,718,673.9000 861,290.28 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.590000800 1,414,260.1200 72,469.06 08/31/2015 ------------------------ ---------------------- 1,414,260.1200 72,469.06 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2040 02001 5.339998800 15,693,283.4500 768,186.05 08/31/2015 97X4166 9766CP01 09/30/2041 02001 5.339998800 279,321.3600 13,672.78 08/31/2015 ------------------------ ---------------------- 15,972,604.8100 781,858.83 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.590000800 37,149,550.9400 1,903,605.18 08/31/2015 ------------------------ ---------------------- 37,149,550.9400 1,903,605.18 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.920001200 18,110,240.0000 816,772.02 08/31/2015 ------------------------ ---------------------- 18,110,240.0000 816,772.02 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929998400 72,005,664.4900 3,254,054.93 08/31/2015 ------------------------ ---------------------- 72,005,664.4900 3,254,054.93 31E2 SUB-COHORT 97X4166 976631E2 09/30/2045 02004 4.910000400 70,713,314.7300 3,182,688.70 08/31/2015 97X4166 976631E2 09/30/2046 02004 4.910000400 2,133,154.9200 96,009.76 08/31/2015 ------------------------ ---------------------- 72,846,469.6500 3,278,698.46 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999600 21,537,514.9500 914,087.95 08/31/2015 ------------------------ ---------------------- 21,537,514.9500 914,087.95 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.619999600 23,672,213.3900 1,219,513.44 08/31/2015 ------------------------ ---------------------- 23,672,213.3900 1,219,513.44 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999200 26,049,713.1300 878,743.47 08/31/2015 ------------------------ ---------------------- 26,049,713.1300 878,743.47 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 3.980001600 12,121,922.3800 442,248.31 08/31/2015 ------------------------ ---------------------- 12,121,922.3800 442,248.31 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 4.250001600 111,720,709.5400 4,352,454.28 08/31/2015 ------------------------ ---------------------- 111,720,709.5400 4,352,454.28 31MC SUB-COHORT 97X4166 976631MC 09/30/2041 02007 3.980001600 44,814,086.4300 1,634,967.91 08/31/2015 97X4166 976631MC 09/30/2042 02007 3.980001600 1,237,776.5800 45,158.23 08/31/2015 ------------------------ ---------------------- 46,051,863.0100 1,680,126.14 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 5.205499200 116,356,770.2900 5,552,204.85 08/31/2015 ------------------------ ---------------------- 116,356,770.2900 5,552,204.85 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02009 3.790000800 57,648,539.4500 2,002,806.76 08/31/2015 ------------------------ ---------------------- 57,648,539.4500 2,002,806.76 31FG SUB-COHORT 97X4166 976631FG 09/30/2051 02009 4.160001600 1,850,373.2100 70,560.93 08/31/2015 97X4166 976631FG 09/30/2052 02009 4.160001600 36,879,207.0600 1,406,327.64 08/31/2015 ------------------------ ---------------------- 38,729,580.2700 1,476,888.57 31NE SUB-COHORT 97X4166 976631NE 09/30/2044 02006 3.930001200 55,837,003.8700 2,011,528.68 08/31/2015 ------------------------ ---------------------- 55,837,003.8700 2,011,528.68 31BB SUB-COHORT 97X4166 976631BB 09/30/2046 02007 5.389999200 207,675,762.0300 10,260,911.75 08/31/2015 ------------------------ ---------------------- 207,675,762.0300 10,260,911.75 31ER SUB-COHORT 97X4166 976631ER 09/30/2052 02011 2.949998400 141,765,550.5400 3,833,574.68 08/31/2015 ------------------------ ---------------------- 141,765,550.5400 3,833,574.68 31AE SUB-COHORT 97X4166 976631AE 09/30/2043 02007 3.219998400 71,291,806.9600 2,104,295.46 08/31/2015 ------------------------ ---------------------- 71,291,806.9600 2,104,295.46 31HI SUB-COHORT 97X4166 976631HI 09/30/2043 02005 2.840000400 63,192,133.1500 1,645,102.10 08/31/2015 ------------------------ ---------------------- 63,192,133.1500 1,645,102.10 31SX SUB-COHORT 97X4166 976631SX 09/30/2054 02011 4.556599200 52,451,344.3900 2,190,831.08 08/31/2015 ------------------------ ---------------------- 52,451,344.3900 2,190,831.08 31WX SUB-COHORT 97X4166 976631WX 09/30/2054 02012 4.538998800 84,469,186.3000 3,514,550.74 08/31/2015 ------------------------ ---------------------- 84,469,186.3000 3,514,550.74 ======================== ====================== 1,512,572,184.3100 60,514,914.98 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 97X4166 976631WX 09/30/2054 02012 08/25/2015 INT + 0.0000 234,493.48 476730 ------------------------ ---------------------- 0.0000 234,493.48 ======================== ====================== 0.0000 234,493.48