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 414,163,231.6700 8,034,768.35 03/31/2015 ------------------------ ---------------------- 414,163,231.6700 8,034,768.35 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 362,248,709.9100 7,806,458.25 03/31/2015 ------------------------ ---------------------- 362,248,709.9100 7,806,458.25 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.079998800 562,798,656.3400 11,481,089.21 03/31/2015 ------------------------ ---------------------- 562,798,656.3400 11,481,089.21 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.119998400 177,388,774.9400 3,654,207.34 03/31/2015 ------------------------ ---------------------- 177,388,774.9400 3,654,207.34 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 153,877,932.9600 3,785,398.07 03/31/2015 ------------------------ ---------------------- 153,877,932.9600 3,785,398.07 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 4.730000400 12,980,647.2400 306,992.33 03/31/2015 ------------------------ ---------------------- 12,980,647.2400 306,992.33 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.389998400 207,107,308.8300 4,546,003.77 03/31/2015 ------------------------ ---------------------- 207,107,308.8300 4,546,003.77 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.679999200 628,370,439.3200 11,562,013.57 03/31/2015 ------------------------ ---------------------- 628,370,439.3200 11,562,013.57 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 4.449999600 43,950,206.7200 977,892.01 03/31/2015 ------------------------ ---------------------- 43,950,206.7200 977,892.01 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,196,801,530.7000 27,885,466.09 03/31/2015 ------------------------ ---------------------- 1,196,801,530.7000 27,885,466.09 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 157,609,863.4200 3,144,315.83 03/31/2015 ------------------------ ---------------------- 157,609,863.4200 3,144,315.83 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 395,197,600.8700 5,058,528.50 03/31/2015 ------------------------ ---------------------- 395,197,600.8700 5,058,528.50 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 780,454,955.9700 16,467,596.45 03/31/2015 69X4123 6923635 09/30/2051 02010 4.219999200 15,666,484.9000 330,562.77 03/31/2015 ------------------------ ---------------------- 796,121,440.8700 16,798,159.22 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 608,618,654.0400 13,754,786.45 03/31/2015 ------------------------ ---------------------- 608,618,654.0400 13,754,786.45 PPKYA SUB-COHORT 69X4123 6923PPKYA 09/30/2043 02012 0.460000800 89,402,863.8300 205,626.94 03/31/2015 ------------------------ ---------------------- 89,402,863.8300 205,626.94 ERC SUB-COHORT 69X4123 6923ERC 09/30/2046 02012 3.179998800 351,774,882.6100 5,593,218.52 03/31/2015 ------------------------ ---------------------- 351,774,882.6100 5,593,218.52 MRCF2 SUB-COHORT 69X4123 6923MRCF2 09/30/2044 02007 1.760000400 113,842,379.1600 1,001,813.16 03/31/2015 ------------------------ ---------------------- 113,842,379.1600 1,001,813.16 EAGLE SUB-COHORT 69X4123 6923EAGLE 09/30/2045 02012 3.139999200 285,519,343.5900 4,482,652.55 03/31/2015 ------------------------ ---------------------- 285,519,343.5900 4,482,652.55 LA1B SUB-COHORT 69X4123 6923LA1B 09/30/2046 02014 1.890000000 53,194,472.6600 502,687.77 03/31/2015 ------------------------ ---------------------- 53,194,472.6600 502,687.77 LA1C SUB-COHORT 69X4123 6923LA1C 09/30/2032 02014 3.459999600 44,309,785.6700 766,559.20 03/31/2015 ------------------------ ---------------------- 44,309,785.6700 766,559.20 RIVER SUB-COHORT 69X4123 6923RIVER 09/30/2048 02013 3.330000000 25,255,319.3800 420,501.07 03/31/2015 ------------------------ ---------------------- 25,255,319.3800 420,501.07 US36P2 SUB-COHORT 69X4123 6923US36P 09/30/2050 02014 3.679999200 22,348,882.9400 411,219.36 03/31/2015 ------------------------ ---------------------- 22,348,882.9400 411,219.36 PPKYB SUB-COHORT 69X4123 6923PPKYB 09/30/2043 02012 2.710000800 38,987,571.5000 528,281.75 03/31/2015 ------------------------ ---------------------- 38,987,571.5000 528,281.75 SR520 SUB-COHORT 69X4123 6923SR520 09/30/2051 02013 2.990001600 136,756,426.7100 2,044,509.67 03/31/2015 ------------------------ ---------------------- 136,756,426.7100 2,044,509.67 I4ULA SUB-COHORT 69X4123 6923I4ULA 09/30/2023 02014 2.319998400 121,563,857.1900 1,410,139.77 03/31/2015 ------------------------ ---------------------- 121,563,857.1900 1,410,139.77 0427 69X4123 6923MWAAS 09/30/2043 02014 3.210001200 135,045,412.1900 2,167,479.68 03/31/2015 ------------------------ ---------------------- 135,045,412.1900 2,167,479.68 0428 69X4123 6923LDNSL 09/30/2045 02015 2.869999200 5,323,819.2400 76,396.78 03/31/2015 ------------------------ ---------------------- 5,323,819.2400 76,396.78 0429 69X4123 6923FRFXS 09/30/2045 02015 2.729998800 9,808,866.0100 133,890.96 03/31/2015 ------------------------ ---------------------- 9,808,866.0100 133,890.96 ======================== ====================== 7,150,368,880.5100 138,541,056.17 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00