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 8,053,969.93 03/31/2016 ------------------------ ---------------------- 415,153,089.2400 8,053,969.93 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 3.690000000 406,404,647.3200 7,498,165.74 03/31/2016 ------------------------ ---------------------- 406,404,647.3200 7,498,165.74 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.079999880 480,984,793.1500 9,812,089.78 03/31/2016 ------------------------ ---------------------- 480,984,793.1500 9,812,089.78 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.119999840 166,242,052.0600 3,424,586.27 03/31/2016 ------------------------ ---------------------- 166,242,052.0600 3,424,586.27 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.919999760 160,028,417.3800 3,936,699.07 03/31/2016 ------------------------ ---------------------- 160,028,417.3800 3,936,699.07 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.389999840 209,984,596.8700 4,609,161.90 03/31/2016 ------------------------ ---------------------- 209,984,596.8700 4,609,161.90 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.679999920 639,031,615.9500 11,758,181.73 03/31/2016 ------------------------ ---------------------- 639,031,615.9500 11,758,181.73 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 4.449999960 43,864,852.9700 975,992.98 03/31/2016 ------------------------ ---------------------- 43,864,852.9700 975,992.98 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659999840 67,674,093.5100 1,576,806.38 03/31/2016 ------------------------ ---------------------- 67,674,093.5100 1,576,806.38 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.319999920 172,540,152.3700 2,864,166.53 03/31/2016 ------------------------ ---------------------- 172,540,152.3700 2,864,166.53 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999960 528,592,085.1700 6,765,978.69 03/31/2016 ------------------------ ---------------------- 528,592,085.1700 6,765,978.69 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 3.519999720 880,292,993.3500 15,493,156.68 03/31/2016 69X4123 6923635 09/30/2051 02010 3.519999720 45,255,176.0000 796,491.10 03/31/2016 ------------------------ ---------------------- 925,548,169.3500 16,289,647.78 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.519999800 624,528,090.6500 14,114,334.85 03/31/2016 ------------------------ ---------------------- 624,528,090.6500 14,114,334.85 PPKYA SUB-COHORT 69X4123 6923PPKYA 09/30/2043 02012 0.759999960 89,918,255.1900 341,689.37 03/31/2016 ------------------------ ---------------------- 89,918,255.1900 341,689.37 ERC SUB-COHORT 69X4123 6923ERC 09/30/2046 02012 3.179999880 387,942,504.6300 6,168,285.82 03/31/2016 ------------------------ ---------------------- 387,942,504.6300 6,168,285.82 MRCF2 SUB-COHORT 69X4123 6923MRCF2 09/30/2044 02007 1.759999680 104,091,489.4700 916,005.11 03/31/2016 ------------------------ ---------------------- 104,091,489.4700 916,005.11 EAGLE SUB-COHORT 69X4123 6923EAGLE 09/30/2045 02012 3.139999920 294,484,650.9800 4,623,409.02 03/31/2016 ------------------------ ---------------------- 294,484,650.9800 4,623,409.02 LA1B SUB-COHORT 69X4123 6923LA1B 09/30/2046 02014 3.609999720 56,653,466.7400 1,022,595.07 03/31/2016 ------------------------ ---------------------- 56,653,466.7400 1,022,595.07 LA1C SUB-COHORT 69X4123 6923LA1C 09/30/2032 02014 2.899999800 46,370,888.5300 672,377.88 03/31/2016 ------------------------ ---------------------- 46,370,888.5300 672,377.88 RIVER SUB-COHORT 69X4123 6923RIVER 09/30/2048 02013 3.330000000 53,296,877.7800 887,393.02 03/31/2016 ------------------------ ---------------------- 53,296,877.7800 887,393.02 US36P2 SUB-COHORT 69X4123 6923US36P 09/30/2045 02014 3.679999200 1,812,250.4500 33,345.40 03/31/2016 69X4123 6923US36P 09/30/2050 02014 3.679999920 52,295,440.3300 962,236.10 03/31/2016 ------------------------ ---------------------- 54,107,690.7800 995,581.50 PPKYB SUB-COHORT 69X4123 6923PPKYB 09/30/2043 02012 2.709999720 61,293,173.7700 830,522.50 03/31/2016 ------------------------ ---------------------- 61,293,173.7700 830,522.50 SR520 SUB-COHORT 69X4123 6923SR520 09/30/2051 02013 2.989999800 188,589,888.8700 2,819,418.84 03/31/2016 ------------------------ ---------------------- 188,589,888.8700 2,819,418.84 I4ULA SUB-COHORT 69X4123 6923I4ULA 09/30/2023 02014 2.319999840 128,052,527.9000 1,485,409.32 03/31/2016 ------------------------ ---------------------- 128,052,527.9000 1,485,409.32 MWAASL SUB-COHORT 69X4123 6923MWAAS 09/30/2043 02014 3.209999760 288,035,623.8200 4,622,971.76 03/31/2016 ------------------------ ---------------------- 288,035,623.8200 4,622,971.76 LDNSL SUB-COHORT 69X4123 6923LDNSL 09/30/2045 02015 2.869999920 34,067,496.8600 488,868.58 03/31/2016 ------------------------ ---------------------- 34,067,496.8600 488,868.58 FRFXSL SUB-COHORT 69X4123 6923FRFXS 09/30/2045 02015 2.729999880 62,859,117.9800 858,026.96 03/31/2016 ------------------------ ---------------------- 62,859,117.9800 858,026.96 I4ULB SUB-COHORT 69X4123 6923I4ULB 09/30/2052 02014 3.169999800 284,107,593.8500 4,503,105.36 03/31/2016 ------------------------ ---------------------- 284,107,593.8500 4,503,105.36 SR91 SUB-COHORT 69X4123 6923SR91 09/30/2052 02013 3.469999680 186,143,766.4300 3,229,594.35 03/31/2016 ------------------------ ---------------------- 186,143,766.4300 3,229,594.35 GTHLS SUB-COHORT 69X4123 6923GTHLS 09/30/2053 02012 3.709999800 149,668,440.9200 2,776,349.58 03/31/2016 ------------------------ ---------------------- 149,668,440.9200 2,776,349.58 NTE3 SUB-COHORT 69X4123 6923NTE3 09/30/2053 02013 3.839999760 113,044,217.4200 2,170,448.97 03/31/2016 ------------------------ ---------------------- 113,044,217.4200 2,170,448.97 183-S SUB-COHORT 69X4123 6923183-S 09/30/2049 02016 3.079999800 46,231.5800 711.97 03/31/2016 ------------------------ ---------------------- 46,231.5800 711.97 CATSB SUB-COHORT 69X4123 6923CATSB 09/30/2048 02015 3.069999720 18,831,014.7100 289,056.08 03/31/2016 ------------------------ ---------------------- 18,831,014.7100 289,056.08 ======================== ====================== 7,442,181,574.2000 131,381,602.69 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00