Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 31DO SUB-COHORT 97X4166 976631DO 09/30/2049 02005 3.859999920 51,357,027.5100 660,793.75 01/31/2016 ------------------------ ---------------------- 51,357,027.5100 660,793.75 31OF SUB-COHORT 97X4166 976631OF 09/30/2049 02005 3.859999920 80,206,710.7400 1,031,993.01 01/31/2016 ------------------------ ---------------------- 80,206,710.7400 1,031,993.01 31RO SUB-COHORT 97X4166 976631RO 09/30/2032 02000 5.619999960 14,185,303.7600 265,738.02 01/31/2016 ------------------------ ---------------------- 14,185,303.7600 265,738.02 31DY SUB-COHORT 97X4166 976631DY 09/30/2043 02000 5.619999960 16,442,257.4400 308,018.29 01/31/2016 ------------------------ ---------------------- 16,442,257.4400 308,018.29 KNG2 SUB-COHORT 97X4166 9766KNG2 09/30/2032 02001 5.589999720 1,364,871.0200 25,432.10 01/31/2016 ------------------------ ---------------------- 1,364,871.0200 25,432.10 CP01 SUB-COHORT 97X4166 9766CP01 09/30/2041 02001 5.339999880 15,660,894.0200 278,763.91 01/31/2016 ------------------------ ---------------------- 15,660,894.0200 278,763.91 31EL SUB-COHORT 97X4166 976631EL 09/30/2043 02001 5.589999720 36,568,459.2000 681,392.29 01/31/2016 ------------------------ ---------------------- 36,568,459.2000 681,392.29 31WP SUB-COHORT 97X4166 976631WP 09/30/2046 02002 4.919999760 18,173,871.5300 298,051.49 01/31/2016 ------------------------ ---------------------- 18,173,871.5300 298,051.49 31KI SUB-COHORT 97X4166 976631KI 09/30/2036 02003 4.929999840 73,606,327.1300 1,209,597.31 01/31/2016 ------------------------ ---------------------- 73,606,327.1300 1,209,597.31 31E2 SUB-COHORT 97X4166 976631E2 09/30/2046 02004 4.909999680 72,276,824.7300 1,182,930.70 01/31/2016 ------------------------ ---------------------- 72,276,824.7300 1,182,930.70 31BU SUB-COHORT 97X4166 976631BU 09/30/2047 02004 4.629999960 22,210,190.6500 342,777.28 01/31/2016 ------------------------ ---------------------- 22,210,190.6500 342,777.28 31HL SUB-COHORT 97X4166 976631HL 09/30/2049 02005 5.619999960 23,261,084.0400 435,757.64 01/31/2016 ------------------------ ---------------------- 23,261,084.0400 435,757.64 31SC SUB-COHORT 97X4166 976631SC 09/30/2039 02006 3.679999920 25,300,051.9500 310,347.30 01/31/2016 ------------------------ ---------------------- 25,300,051.9500 310,347.30 31AF SUB-COHORT 97X4166 976631AF 09/30/2046 02007 3.979999800 11,871,081.0500 157,489.68 01/31/2016 ------------------------ ---------------------- 11,871,081.0500 157,489.68 31DM SUB-COHORT 97X4166 976631DM 09/30/2050 02007 4.249999800 111,134,193.8700 1,574,401.08 01/31/2016 ------------------------ ---------------------- 111,134,193.8700 1,574,401.08 31MC SUB-COHORT 97X4166 976631MC 09/30/2042 02007 3.979999800 44,764,329.6400 593,873.44 01/31/2016 ------------------------ ---------------------- 44,764,329.6400 593,873.44 31AW SUB-COHORT 97X4166 976631AW 09/30/2050 02008 5.209999920 117,579,564.7000 2,041,965.11 01/31/2016 ------------------------ ---------------------- 117,579,564.7000 2,041,965.11 31LK SUB-COHORT 97X4166 976631LK 09/30/2050 02009 3.789999720 57,600,023.6500 727,680.30 01/31/2016 ------------------------ ---------------------- 57,600,023.6500 727,680.30 31FG SUB-COHORT 97X4166 976631FG 09/30/2051 02009 4.159999800 38,900,936.2000 539,426.32 01/31/2016 ------------------------ ---------------------- 38,900,936.2000 539,426.32 31NE SUB-COHORT 97X4166 976631NE 09/30/2044 02006 3.929999760 54,484,020.8100 713,740.67 01/31/2016 ------------------------ ---------------------- 54,484,020.8100 713,740.67 31BB SUB-COHORT 97X4166 976631BB 09/30/2046 02007 3.179999880 206,267,413.6400 2,186,434.58 01/31/2016 ------------------------ ---------------------- 206,267,413.6400 2,186,434.58 31ER SUB-COHORT 97X4166 976631ER 09/30/2052 02011 2.949999840 146,842,216.5900 1,443,948.46 01/31/2016 ------------------------ ---------------------- 146,842,216.5900 1,443,948.46 31AE SUB-COHORT 97X4166 976631AE 09/30/2043 02007 3.219999840 71,700,132.7300 769,581.42 01/31/2016 ------------------------ ---------------------- 71,700,132.7300 769,581.42 31HI SUB-COHORT 97X4166 976631HI 09/30/2043 02005 2.839999680 62,034,580.6300 587,260.70 01/31/2016 ------------------------ ---------------------- 62,034,580.6300 587,260.70 31SX SUB-COHORT 97X4166 976631SX 09/30/2054 02011 4.556599920 48,517,005.7100 736,908.63 01/31/2016 ------------------------ ---------------------- 48,517,005.7100 736,908.63 31WX SUB-COHORT 97X4166 976631WX 09/30/2054 02012 4.538999880 84,976,000.9900 1,285,686.89 01/31/2016 ------------------------ ---------------------- 84,976,000.9900 1,285,686.89 31NX SUB-COHORT 97X4166 976631NX 09/30/2039 02013 2.982799800 49,654,872.0000 493,701.84 01/31/2016 ------------------------ ---------------------- 49,654,872.0000 493,701.84 ======================== ====================== 1,556,940,245.9300 20,883,692.21 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00