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 626,174.90 06/30/2015 86X4077 8677M 09/30/2024 01993 6.649999200 12,000,000.0000 598,499.93 06/30/2015 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 997,499.88 06/30/2015 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 498,749.94 06/30/2015 86X4077 8677M 09/30/2031 01993 6.649999200 10,000,000.0000 498,749.94 06/30/2015 86X4077 8677M 09/30/2033 01993 6.649999200 12,000,000.0000 598,499.93 06/30/2015 86X4077 8677M 09/30/2032 01994 6.770001600 6,000,000.0000 304,650.07 06/30/2015 86X4077 8677M 09/30/2024 01995 7.390000800 7,000,000.0000 387,975.04 06/30/2015 86X4077 8677M 09/30/2032 01996 6.770001600 10,000,000.0000 507,750.12 06/30/2015 86X4077 8677M 09/30/2030 01997 6.890000400 20,000,000.0000 1,033,500.06 06/30/2015 86X4077 8677M 09/30/2033 01998 5.979999600 5,000,000.0000 224,249.99 06/30/2015 86X4077 8677M 09/30/2033 01999 5.810000400 5,000,000.0000 217,875.02 06/30/2015 86X4077 8677M 09/30/2033 02000 6.360001200 20,000,000.0000 954,000.18 06/30/2015 86X4077 8677M 09/30/2033 02001 5.699998800 10,000,000.0000 427,499.91 06/30/2015 86X4077 8677M 09/30/2026 02002 5.500000800 25,000,000.0000 1,031,250.15 06/30/2015 86X4077 8677M 09/30/2029 02002 5.500000800 20,000,000.0000 825,000.12 06/30/2015 86X4077 8677M 09/30/2032 02002 5.500000800 15,000,000.0000 618,750.09 06/30/2015 86X4077 8677M 09/30/2030 02003 5.280001200 50,000,000.0000 1,980,000.45 06/30/2015 86X4077 8677M 09/30/2033 02003 5.280001200 61,000,000.0000 2,415,600.55 06/30/2015 86X4077 8677M 09/30/2027 02004 5.259999600 67,000,000.0000 2,643,149.80 06/30/2015 86X4077 8677M 09/30/2029 02005 4.939999200 29,000,000.0000 1,074,449.83 06/30/2015 86X4077 8677M 09/30/2032 02005 4.939999200 10,000,000.0000 370,499.94 06/30/2015 86X4077 8677M 09/30/2029 02006 5.010001200 10,000,000.0000 375,750.09 06/30/2015 86X4077 8677M 09/30/2030 02006 5.010001200 130,000,000.0000 4,884,751.17 06/30/2015 86X4077 8677M 09/30/2029 02007 4.939999200 15,000,000.0000 555,749.91 06/30/2015 86X4077 8677M 09/30/2032 02007 4.939999200 10,000,000.0000 370,499.94 06/30/2015 86X4077 8677M 09/30/2030 02008 4.410000000 20,000,000.0000 661,500.00 06/30/2015 86X4077 8677M 09/30/2028 02009 3.589999200 7,000,000.0000 188,474.96 06/30/2015 86X4077 8677M 09/30/2030 02009 3.589999200 30,000,000.0000 807,749.82 06/30/2015 86X4077 8677M 09/30/2029 02010 3.669998400 25,000,000.0000 688,124.70 06/30/2015 86X4077 8677M 09/30/2030 02010 3.669998400 45,000,000.0000 1,238,624.46 06/30/2015 86X4077 8677M 09/30/2030 02011 3.110000400 41,000,000.0000 956,325.12 06/30/2015 86X4077 8677M 09/30/2031 02011 3.110000400 200,000,000.0000 4,665,000.60 06/30/2015 86X4077 8677M 09/30/2031 02012 2.350000800 100,000,000.0000 1,762,500.60 06/30/2015 86X4077 8677M 09/30/2032 02012 2.350000800 215,000,000.0000 3,789,376.29 06/30/2015 86X4077 8677M 09/30/2032 02013 3.170001600 400,000,000.0000 9,510,004.80 06/30/2015 86X4077 8677M 09/30/2033 02013 3.170001600 327,000,000.0000 7,774,428.92 06/30/2015 86X4077 8677M 09/30/2033 02014 2.149999200 175,000,000.0000 2,821,873.95 06/30/2015 ------------------------ ---------------------- 2,185,000,000.0000 59,885,111.17 S SUB-COHORT 86X4077 8677S 09/30/2025 01993 6.649999200 1,500,000.0000 74,812.49 06/30/2015 86X4077 8677S 09/30/2025 01994 6.770001600 3,500,000.0000 177,712.54 06/30/2015 86X4077 8677S 09/30/2028 01995 7.390000800 3,000,000.0000 166,275.02 06/30/2015 86X4077 8677S 09/30/2024 01996 6.770001600 2,000,000.0000 101,550.02 06/30/2015 86X4077 8677S 09/30/2024 01998 5.979999600 3,000,000.0000 134,549.99 06/30/2015 86X4077 8677S 09/30/2027 02002 5.680000800 65,000,000.0000 2,769,000.39 06/30/2015 86X4077 8677S 09/30/2028 02002 5.680000800 40,000,000.0000 1,704,000.24 06/30/2015 86X4077 8677S 09/30/2029 02002 5.680000800 5,000,000.0000 213,000.03 06/30/2015 86X4077 8677S 09/30/2033 02002 5.680000800 14,000,000.0000 596,400.08 06/30/2015 86X4077 8677S 09/30/2033 02008 3.219998400 60,000,000.0000 1,448,999.28 06/30/2015 86X4077 8677S 09/30/2030 02009 2.639998800 20,000,000.0000 395,999.82 06/30/2015 86X4077 8677S 09/30/2033 02009 2.639998800 12,000,000.0000 237,599.89 06/30/2015 86X4077 8677S 09/30/2030 02010 3.110000400 10,000,000.0000 233,250.03 06/30/2015 86X4077 8677S 09/30/2033 02010 3.110000400 24,000,000.0000 559,800.07 06/30/2015 86X4077 8677S 09/30/2030 02011 2.289999600 10,000,000.0000 171,749.97 06/30/2015 86X4077 8677S 09/30/2033 02011 2.289999600 5,000,000.0000 85,874.99 06/30/2015 86X4077 8677S 09/30/2031 02012 1.019998800 5,000,000.0000 38,249.96 06/30/2015 86X4077 8677S 09/30/2033 02012 1.019998800 5,000,000.0000 38,249.96 06/30/2015 ------------------------ ---------------------- 288,000,000.0000 9,147,074.77 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 8,000,000.0000 398,999.95 06/30/2015 86X4077 8677H 09/30/2030 01994 6.770001600 28,000,000.0000 1,421,700.34 06/30/2015 86X4077 8677H 09/30/2024 01995 7.390000800 15,000,000.0000 831,375.09 06/30/2015 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 1,385,625.15 06/30/2015 86X4077 8677H 09/30/2021 01996 6.770001600 10,000,000.0000 507,750.12 06/30/2015 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 355,425.08 06/30/2015 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 1,269,375.30 06/30/2015 86X4077 8677H 09/30/2022 01997 6.890000400 35,000,000.0000 1,808,625.11 06/30/2015 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 1,085,175.06 06/30/2015 86X4077 8677H 09/30/2033 01997 6.890000400 2,000,000.0000 103,350.01 06/30/2015 86X4077 8677H 09/30/2029 01998 5.979999600 43,000,000.0000 1,928,549.87 06/30/2015 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 896,999.94 06/30/2015 86X4077 8677H 09/30/2033 01998 5.979999600 5,000,000.0000 224,249.99 06/30/2015 86X4077 8677H 09/30/2023 01999 5.810000400 55,000,000.0000 2,396,625.17 06/30/2015 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 87,150.01 06/30/2015 86X4077 8677H 09/30/2030 02000 6.360001200 15,000,000.0000 715,500.14 06/30/2015 86X4077 8677H 09/30/2031 02000 6.360001200 5,000,000.0000 238,500.05 06/30/2015 86X4077 8677H 09/30/2033 02000 6.360001200 5,000,000.0000 238,500.05 06/30/2015 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 391,800.02 06/30/2015 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 146,925.01 06/30/2015 86X4077 8677H 09/30/2030 02001 6.530000400 15,000,000.0000 734,625.05 06/30/2015 86X4077 8677H 09/30/2033 02001 6.530000400 6,000,000.0000 293,850.02 06/30/2015 86X4077 8677H 09/30/2024 02002 5.379998400 35,000,000.0000 1,412,249.58 06/30/2015 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 605,249.82 06/30/2015 86X4077 8677H 09/30/2031 02002 5.379998400 20,000,000.0000 806,999.76 06/30/2015 86X4077 8677H 09/30/2033 02002 5.379998400 27,000,000.0000 1,089,449.68 06/30/2015 86X4077 8677H 09/30/2027 02003 5.259999600 175,000,000.0000 6,903,749.48 06/30/2015 86X4077 8677H 09/30/2028 02003 5.259999600 105,000,000.0000 4,142,249.69 06/30/2015 86X4077 8677H 09/30/2033 02003 5.259999600 75,000,000.0000 2,958,749.78 06/30/2015 86X4077 8677H 09/30/2033 02004 5.799999600 155,000,000.0000 6,742,499.54 06/30/2015 ------------------------ ---------------------- 965,000,000.0000 42,121,873.86 HC SUB-COHORT 86X4077 8677HC 09/30/2032 01993 6.649999200 3,000,000.0000 149,624.98 06/30/2015 86X4077 8677HC 09/30/2033 01994 6.770001600 8,000,000.0000 406,200.10 06/30/2015 86X4077 8677HC 09/30/2032 01995 7.390000800 5,000,000.0000 277,125.03 06/30/2015 86X4077 8677HC 09/30/2032 02000 6.360001200 7,000,000.0000 333,900.06 06/30/2015 86X4077 8677HC 09/30/2032 02001 5.670000000 3,000,000.0000 127,575.00 06/30/2015 86X4077 8677HC 09/30/2032 02003 6.030000000 10,000,000.0000 452,250.00 06/30/2015 86X4077 8677HC 09/30/2033 02004 4.989999600 27,000,000.0000 1,010,474.92 06/30/2015 86X4077 8677HC 09/30/2033 02005 4.700001600 18,000,000.0000 634,500.22 06/30/2015 86X4077 8677HC 09/30/2033 02006 4.910000400 23,000,000.0000 846,975.07 06/30/2015 86X4077 8677HC 09/30/2033 02007 4.709998800 26,000,000.0000 918,449.77 06/30/2015 86X4077 8677HC 09/30/2032 02008 4.060000800 15,000,000.0000 456,750.09 06/30/2015 86X4077 8677HC 09/30/2033 02008 4.060000800 15,000,000.0000 456,750.09 06/30/2015 86X4077 8677HC 09/30/2033 02009 3.350001600 45,000,000.0000 1,130,625.54 06/30/2015 86X4077 8677HC 09/30/2032 02010 3.489998400 30,000,000.0000 785,249.64 06/30/2015 86X4077 8677HC 09/30/2033 02010 3.489998400 230,000,000.0000 6,020,247.24 06/30/2015 86X4077 8677HC 09/30/2033 02011 3.179998800 85,000,000.0000 2,027,249.24 06/30/2015 86X4077 8677HC 09/30/2032 02012 2.610000000 60,000,000.0000 1,174,500.00 06/30/2015 86X4077 8677HC 09/30/2033 02012 2.610000000 82,000,000.0000 1,605,150.00 06/30/2015 86X4077 8677HC 09/30/2032 02013 3.170001600 150,000,000.0000 3,566,251.80 06/30/2015 86X4077 8677HC 09/30/2033 02013 3.170001600 120,000,000.0000 2,853,001.44 06/30/2015 86X4077 8677HC 09/30/2033 02014 2.400001200 80,000,000.0000 1,440,000.72 06/30/2015 ------------------------ ---------------------- 1,042,000,000.0000 26,672,850.95 ======================== ====================== 4,480,000,000.0000 137,826,910.75 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00