Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- M SUB-COHORT 86X4077 8677M 09/30/2032 01992 7.589998800 11,000,000.0000 487,024.92 04/30/2015 86X4077 8677M 09/30/2024 01993 6.649999200 12,000,000.0000 465,499.94 04/30/2015 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 775,833.24 04/30/2015 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 387,916.62 04/30/2015 86X4077 8677M 09/30/2031 01993 6.649999200 10,000,000.0000 387,916.62 04/30/2015 86X4077 8677M 09/30/2033 01993 6.649999200 12,000,000.0000 465,499.94 04/30/2015 86X4077 8677M 09/30/2032 01994 6.770001600 6,000,000.0000 236,950.06 04/30/2015 86X4077 8677M 09/30/2024 01995 7.390000800 7,000,000.0000 301,758.37 04/30/2015 86X4077 8677M 09/30/2032 01996 6.770001600 10,000,000.0000 394,916.76 04/30/2015 86X4077 8677M 09/30/2030 01997 6.890000400 20,000,000.0000 803,833.38 04/30/2015 86X4077 8677M 09/30/2033 01998 5.979999600 5,000,000.0000 174,416.66 04/30/2015 86X4077 8677M 09/30/2033 01999 5.810000400 5,000,000.0000 169,458.35 04/30/2015 86X4077 8677M 09/30/2033 02000 6.360001200 20,000,000.0000 742,000.14 04/30/2015 86X4077 8677M 09/30/2033 02001 5.699998800 10,000,000.0000 332,499.93 04/30/2015 86X4077 8677M 09/30/2026 02002 5.500000800 25,000,000.0000 802,083.45 04/30/2015 86X4077 8677M 09/30/2029 02002 5.500000800 20,000,000.0000 641,666.76 04/30/2015 86X4077 8677M 09/30/2032 02002 5.500000800 15,000,000.0000 481,250.07 04/30/2015 86X4077 8677M 09/30/2030 02003 5.280001200 50,000,000.0000 1,540,000.35 04/30/2015 86X4077 8677M 09/30/2033 02003 5.280001200 61,000,000.0000 1,878,800.43 04/30/2015 86X4077 8677M 09/30/2027 02004 5.259999600 67,000,000.0000 2,055,783.18 04/30/2015 86X4077 8677M 09/30/2029 02005 4.939999200 29,000,000.0000 835,683.20 04/30/2015 86X4077 8677M 09/30/2032 02005 4.939999200 10,000,000.0000 288,166.62 04/30/2015 86X4077 8677M 09/30/2029 02006 5.010001200 10,000,000.0000 292,250.07 04/30/2015 86X4077 8677M 09/30/2030 02006 5.010001200 130,000,000.0000 3,799,250.91 04/30/2015 86X4077 8677M 09/30/2029 02007 4.939999200 15,000,000.0000 432,249.93 04/30/2015 86X4077 8677M 09/30/2032 02007 4.939999200 10,000,000.0000 288,166.62 04/30/2015 86X4077 8677M 09/30/2030 02008 4.410000000 20,000,000.0000 514,500.00 04/30/2015 86X4077 8677M 09/30/2028 02009 3.589999200 7,000,000.0000 146,591.63 04/30/2015 86X4077 8677M 09/30/2030 02009 3.589999200 30,000,000.0000 628,249.86 04/30/2015 86X4077 8677M 09/30/2029 02010 3.669998400 25,000,000.0000 535,208.10 04/30/2015 86X4077 8677M 09/30/2030 02010 3.669998400 45,000,000.0000 963,374.58 04/30/2015 86X4077 8677M 09/30/2030 02011 3.110000400 41,000,000.0000 743,808.43 04/30/2015 86X4077 8677M 09/30/2031 02011 3.110000400 200,000,000.0000 3,628,333.80 04/30/2015 86X4077 8677M 09/30/2031 02012 2.350000800 100,000,000.0000 1,370,833.80 04/30/2015 86X4077 8677M 09/30/2032 02012 2.350000800 215,000,000.0000 2,947,292.67 04/30/2015 86X4077 8677M 09/30/2032 02013 3.170001600 400,000,000.0000 7,396,670.40 04/30/2015 86X4077 8677M 09/30/2033 02013 3.170001600 327,000,000.0000 6,046,778.05 04/30/2015 86X4077 8677M 09/30/2033 02014 2.149999200 175,000,000.0000 2,194,790.85 04/30/2015 ------------------------ ---------------------- 2,185,000,000.0000 46,577,308.69 S SUB-COHORT 86X4077 8677S 09/30/2025 01993 6.649999200 1,500,000.0000 58,187.49 04/30/2015 86X4077 8677S 09/30/2025 01994 6.770001600 3,500,000.0000 138,220.87 04/30/2015 86X4077 8677S 09/30/2028 01995 7.390000800 3,000,000.0000 129,325.01 04/30/2015 86X4077 8677S 09/30/2024 01996 6.770001600 2,000,000.0000 78,983.35 04/30/2015 86X4077 8677S 09/30/2024 01998 5.979999600 3,000,000.0000 104,649.99 04/30/2015 86X4077 8677S 09/30/2027 02002 5.680000800 65,000,000.0000 2,153,666.97 04/30/2015 86X4077 8677S 09/30/2028 02002 5.680000800 40,000,000.0000 1,325,333.52 04/30/2015 86X4077 8677S 09/30/2029 02002 5.680000800 5,000,000.0000 165,666.69 04/30/2015 86X4077 8677S 09/30/2033 02002 5.680000800 14,000,000.0000 463,866.73 04/30/2015 86X4077 8677S 09/30/2033 02008 3.219998400 60,000,000.0000 1,126,999.44 04/30/2015 86X4077 8677S 09/30/2030 02009 2.639998800 20,000,000.0000 307,999.86 04/30/2015 86X4077 8677S 09/30/2033 02009 2.639998800 12,000,000.0000 184,799.92 04/30/2015 86X4077 8677S 09/30/2030 02010 3.110000400 10,000,000.0000 181,416.69 04/30/2015 86X4077 8677S 09/30/2033 02010 3.110000400 24,000,000.0000 435,400.06 04/30/2015 86X4077 8677S 09/30/2030 02011 2.289999600 10,000,000.0000 133,583.31 04/30/2015 86X4077 8677S 09/30/2033 02011 2.289999600 5,000,000.0000 66,791.66 04/30/2015 86X4077 8677S 09/30/2031 02012 1.019998800 5,000,000.0000 29,749.97 04/30/2015 86X4077 8677S 09/30/2033 02012 1.019998800 5,000,000.0000 29,749.97 04/30/2015 ------------------------ ---------------------- 288,000,000.0000 7,114,391.50 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 8,000,000.0000 310,333.30 04/30/2015 86X4077 8677H 09/30/2030 01994 6.770001600 28,000,000.0000 1,105,766.93 04/30/2015 86X4077 8677H 09/30/2024 01995 7.390000800 15,000,000.0000 646,625.07 04/30/2015 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 1,077,708.45 04/30/2015 86X4077 8677H 09/30/2021 01996 6.770001600 10,000,000.0000 394,916.76 04/30/2015 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 276,441.73 04/30/2015 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 987,291.90 04/30/2015 86X4077 8677H 09/30/2022 01997 6.890000400 35,000,000.0000 1,406,708.42 04/30/2015 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 844,025.05 04/30/2015 86X4077 8677H 09/30/2033 01997 6.890000400 2,000,000.0000 80,383.34 04/30/2015 86X4077 8677H 09/30/2029 01998 5.979999600 43,000,000.0000 1,499,983.23 04/30/2015 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 697,666.62 04/30/2015 86X4077 8677H 09/30/2033 01998 5.979999600 5,000,000.0000 174,416.66 04/30/2015 86X4077 8677H 09/30/2023 01999 5.810000400 55,000,000.0000 1,864,041.80 04/30/2015 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 67,783.34 04/30/2015 86X4077 8677H 09/30/2030 02000 6.360001200 15,000,000.0000 556,500.11 04/30/2015 86X4077 8677H 09/30/2031 02000 6.360001200 5,000,000.0000 185,500.04 04/30/2015 86X4077 8677H 09/30/2033 02000 6.360001200 5,000,000.0000 185,500.04 04/30/2015 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 304,733.35 04/30/2015 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 114,275.01 04/30/2015 86X4077 8677H 09/30/2030 02001 6.530000400 15,000,000.0000 571,375.04 04/30/2015 86X4077 8677H 09/30/2033 02001 6.530000400 6,000,000.0000 228,550.01 04/30/2015 86X4077 8677H 09/30/2024 02002 5.379998400 35,000,000.0000 1,098,416.34 04/30/2015 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 470,749.86 04/30/2015 86X4077 8677H 09/30/2031 02002 5.379998400 20,000,000.0000 627,666.48 04/30/2015 86X4077 8677H 09/30/2033 02002 5.379998400 27,000,000.0000 847,349.75 04/30/2015 86X4077 8677H 09/30/2027 02003 5.259999600 175,000,000.0000 5,369,582.93 04/30/2015 86X4077 8677H 09/30/2028 02003 5.259999600 105,000,000.0000 3,221,749.76 04/30/2015 86X4077 8677H 09/30/2033 02003 5.259999600 75,000,000.0000 2,301,249.83 04/30/2015 86X4077 8677H 09/30/2033 02004 5.799999600 155,000,000.0000 5,244,166.31 04/30/2015 ------------------------ ---------------------- 965,000,000.0000 32,761,457.46 HC SUB-COHORT 86X4077 8677HC 09/30/2032 01993 6.649999200 3,000,000.0000 116,374.99 04/30/2015 86X4077 8677HC 09/30/2033 01994 6.770001600 8,000,000.0000 315,933.41 04/30/2015 86X4077 8677HC 09/30/2032 01995 7.390000800 5,000,000.0000 215,541.69 04/30/2015 86X4077 8677HC 09/30/2032 02000 6.360001200 7,000,000.0000 259,700.05 04/30/2015 86X4077 8677HC 09/30/2032 02001 5.670000000 3,000,000.0000 99,225.00 04/30/2015 86X4077 8677HC 09/30/2032 02003 6.030000000 10,000,000.0000 351,750.00 04/30/2015 86X4077 8677HC 09/30/2033 02004 4.989999600 27,000,000.0000 785,924.94 04/30/2015 86X4077 8677HC 09/30/2033 02005 4.700001600 18,000,000.0000 493,500.17 04/30/2015 86X4077 8677HC 09/30/2033 02006 4.910000400 23,000,000.0000 658,758.39 04/30/2015 86X4077 8677HC 09/30/2033 02007 4.709998800 26,000,000.0000 714,349.82 04/30/2015 86X4077 8677HC 09/30/2032 02008 4.060000800 15,000,000.0000 355,250.07 04/30/2015 86X4077 8677HC 09/30/2033 02008 4.060000800 15,000,000.0000 355,250.07 04/30/2015 86X4077 8677HC 09/30/2033 02009 3.350001600 45,000,000.0000 879,375.42 04/30/2015 86X4077 8677HC 09/30/2032 02010 3.489998400 30,000,000.0000 610,749.72 04/30/2015 86X4077 8677HC 09/30/2033 02010 3.489998400 230,000,000.0000 4,682,414.52 04/30/2015 86X4077 8677HC 09/30/2033 02011 3.179998800 85,000,000.0000 1,576,749.41 04/30/2015 86X4077 8677HC 09/30/2032 02012 2.610000000 60,000,000.0000 913,500.00 04/30/2015 86X4077 8677HC 09/30/2033 02012 2.610000000 82,000,000.0000 1,248,450.00 04/30/2015 86X4077 8677HC 09/30/2032 02013 3.170001600 150,000,000.0000 2,773,751.40 04/30/2015 86X4077 8677HC 09/30/2033 02013 3.170001600 120,000,000.0000 2,219,001.12 04/30/2015 86X4077 8677HC 09/30/2033 02014 2.400001200 80,000,000.0000 1,120,000.56 04/30/2015 ------------------------ ---------------------- 1,042,000,000.0000 20,745,550.75 ======================== ====================== 4,480,000,000.0000 107,198,708.40 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00