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 695,749.89 07/31/2015 86X4077 8677M 09/30/2024 01993 6.649999200 12,000,000.0000 664,999.92 07/31/2015 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 1,108,333.20 07/31/2015 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 554,166.60 07/31/2015 86X4077 8677M 09/30/2031 01993 6.649999200 10,000,000.0000 554,166.60 07/31/2015 86X4077 8677M 09/30/2033 01993 6.649999200 12,000,000.0000 664,999.92 07/31/2015 86X4077 8677M 09/30/2032 01994 6.770001600 6,000,000.0000 338,500.08 07/31/2015 86X4077 8677M 09/30/2024 01995 7.390000800 7,000,000.0000 431,083.38 07/31/2015 86X4077 8677M 09/30/2032 01996 6.770001600 10,000,000.0000 564,166.80 07/31/2015 86X4077 8677M 09/30/2030 01997 6.890000400 20,000,000.0000 1,148,333.40 07/31/2015 86X4077 8677M 09/30/2033 01998 5.979999600 5,000,000.0000 249,166.65 07/31/2015 86X4077 8677M 09/30/2033 01999 5.810000400 5,000,000.0000 242,083.35 07/31/2015 86X4077 8677M 09/30/2033 02000 6.360001200 20,000,000.0000 1,060,000.20 07/31/2015 86X4077 8677M 09/30/2033 02001 5.699998800 10,000,000.0000 474,999.90 07/31/2015 86X4077 8677M 09/30/2026 02002 5.500000800 25,000,000.0000 1,145,833.50 07/31/2015 86X4077 8677M 09/30/2029 02002 5.500000800 20,000,000.0000 916,666.80 07/31/2015 86X4077 8677M 09/30/2032 02002 5.500000800 15,000,000.0000 687,500.10 07/31/2015 86X4077 8677M 09/30/2030 02003 5.280001200 50,000,000.0000 2,200,000.50 07/31/2015 86X4077 8677M 09/30/2033 02003 5.280001200 61,000,000.0000 2,684,000.61 07/31/2015 86X4077 8677M 09/30/2027 02004 5.259999600 67,000,000.0000 2,936,833.11 07/31/2015 86X4077 8677M 09/30/2029 02005 4.939999200 29,000,000.0000 1,193,833.14 07/31/2015 86X4077 8677M 09/30/2032 02005 4.939999200 10,000,000.0000 411,666.60 07/31/2015 86X4077 8677M 09/30/2029 02006 5.010001200 10,000,000.0000 417,500.10 07/31/2015 86X4077 8677M 09/30/2030 02006 5.010001200 130,000,000.0000 5,427,501.30 07/31/2015 86X4077 8677M 09/30/2029 02007 4.939999200 15,000,000.0000 617,499.90 07/31/2015 86X4077 8677M 09/30/2032 02007 4.939999200 10,000,000.0000 411,666.60 07/31/2015 86X4077 8677M 09/30/2030 02008 4.410000000 20,000,000.0000 735,000.00 07/31/2015 86X4077 8677M 09/30/2028 02009 3.589999200 7,000,000.0000 209,416.62 07/31/2015 86X4077 8677M 09/30/2030 02009 3.589999200 30,000,000.0000 897,499.80 07/31/2015 86X4077 8677M 09/30/2029 02010 3.669998400 25,000,000.0000 764,583.00 07/31/2015 86X4077 8677M 09/30/2030 02010 3.669998400 45,000,000.0000 1,376,249.40 07/31/2015 86X4077 8677M 09/30/2030 02011 3.110000400 41,000,000.0000 1,062,583.47 07/31/2015 86X4077 8677M 09/30/2031 02011 3.110000400 200,000,000.0000 5,183,334.00 07/31/2015 86X4077 8677M 09/30/2031 02012 2.350000800 100,000,000.0000 1,958,334.00 07/31/2015 86X4077 8677M 09/30/2032 02012 2.350000800 215,000,000.0000 4,210,418.10 07/31/2015 86X4077 8677M 09/30/2032 02013 3.170001600 400,000,000.0000 10,566,672.00 07/31/2015 86X4077 8677M 09/30/2033 02013 3.170001600 327,000,000.0000 8,638,254.36 07/31/2015 86X4077 8677M 09/30/2033 02014 2.149999200 175,000,000.0000 3,135,415.50 07/31/2015 ------------------------ ---------------------- 2,185,000,000.0000 66,539,012.40 S SUB-COHORT 86X4077 8677S 09/30/2025 01993 6.649999200 1,500,000.0000 83,124.99 07/31/2015 86X4077 8677S 09/30/2025 01994 6.770001600 3,500,000.0000 197,458.38 07/31/2015 86X4077 8677S 09/30/2028 01995 7.390000800 3,000,000.0000 184,750.02 07/31/2015 86X4077 8677S 09/30/2024 01996 6.770001600 2,000,000.0000 112,833.36 07/31/2015 86X4077 8677S 09/30/2024 01998 5.979999600 3,000,000.0000 149,499.99 07/31/2015 86X4077 8677S 09/30/2027 02002 5.680000800 65,000,000.0000 3,076,667.10 07/31/2015 86X4077 8677S 09/30/2028 02002 5.680000800 40,000,000.0000 1,893,333.60 07/31/2015 86X4077 8677S 09/30/2029 02002 5.680000800 5,000,000.0000 236,666.70 07/31/2015 86X4077 8677S 09/30/2033 02002 5.680000800 14,000,000.0000 662,666.76 07/31/2015 86X4077 8677S 09/30/2033 02008 3.219998400 60,000,000.0000 1,609,999.20 07/31/2015 86X4077 8677S 09/30/2030 02009 2.639998800 20,000,000.0000 439,999.80 07/31/2015 86X4077 8677S 09/30/2033 02009 2.639998800 12,000,000.0000 263,999.88 07/31/2015 86X4077 8677S 09/30/2030 02010 3.110000400 10,000,000.0000 259,166.70 07/31/2015 86X4077 8677S 09/30/2033 02010 3.110000400 24,000,000.0000 622,000.08 07/31/2015 86X4077 8677S 09/30/2030 02011 2.289999600 10,000,000.0000 190,833.30 07/31/2015 86X4077 8677S 09/30/2033 02011 2.289999600 5,000,000.0000 95,416.65 07/31/2015 86X4077 8677S 09/30/2031 02012 1.019998800 5,000,000.0000 42,499.95 07/31/2015 86X4077 8677S 09/30/2033 02012 1.019998800 5,000,000.0000 42,499.95 07/31/2015 ------------------------ ---------------------- 288,000,000.0000 10,163,416.41 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 8,000,000.0000 443,333.28 07/31/2015 86X4077 8677H 09/30/2030 01994 6.770001600 28,000,000.0000 1,579,667.04 07/31/2015 86X4077 8677H 09/30/2024 01995 7.390000800 15,000,000.0000 923,750.10 07/31/2015 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 1,539,583.50 07/31/2015 86X4077 8677H 09/30/2021 01996 6.770001600 10,000,000.0000 564,166.80 07/31/2015 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 394,916.76 07/31/2015 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 1,410,417.00 07/31/2015 86X4077 8677H 09/30/2022 01997 6.890000400 35,000,000.0000 2,009,583.45 07/31/2015 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 1,205,750.07 07/31/2015 86X4077 8677H 09/30/2033 01997 6.890000400 2,000,000.0000 114,833.34 07/31/2015 86X4077 8677H 09/30/2029 01998 5.979999600 43,000,000.0000 2,142,833.19 07/31/2015 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 996,666.60 07/31/2015 86X4077 8677H 09/30/2033 01998 5.979999600 5,000,000.0000 249,166.65 07/31/2015 86X4077 8677H 09/30/2023 01999 5.810000400 55,000,000.0000 2,662,916.85 07/31/2015 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 96,833.34 07/31/2015 86X4077 8677H 09/30/2030 02000 6.360001200 15,000,000.0000 795,000.15 07/31/2015 86X4077 8677H 09/30/2031 02000 6.360001200 5,000,000.0000 265,000.05 07/31/2015 86X4077 8677H 09/30/2033 02000 6.360001200 5,000,000.0000 265,000.05 07/31/2015 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 435,333.36 07/31/2015 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 163,250.01 07/31/2015 86X4077 8677H 09/30/2030 02001 6.530000400 15,000,000.0000 816,250.05 07/31/2015 86X4077 8677H 09/30/2033 02001 6.530000400 6,000,000.0000 326,500.02 07/31/2015 86X4077 8677H 09/30/2024 02002 5.379998400 35,000,000.0000 1,569,166.20 07/31/2015 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 672,499.80 07/31/2015 86X4077 8677H 09/30/2031 02002 5.379998400 20,000,000.0000 896,666.40 07/31/2015 86X4077 8677H 09/30/2033 02002 5.379998400 27,000,000.0000 1,210,499.64 07/31/2015 86X4077 8677H 09/30/2027 02003 5.259999600 175,000,000.0000 7,670,832.75 07/31/2015 86X4077 8677H 09/30/2028 02003 5.259999600 105,000,000.0000 4,602,499.65 07/31/2015 86X4077 8677H 09/30/2033 02003 5.259999600 75,000,000.0000 3,287,499.75 07/31/2015 86X4077 8677H 09/30/2033 02004 5.799999600 155,000,000.0000 7,491,666.15 07/31/2015 ------------------------ ---------------------- 965,000,000.0000 46,802,082.00 HC SUB-COHORT 86X4077 8677HC 09/30/2032 01993 6.649999200 3,000,000.0000 166,249.98 07/31/2015 86X4077 8677HC 09/30/2033 01994 6.770001600 8,000,000.0000 451,333.44 07/31/2015 86X4077 8677HC 09/30/2032 01995 7.390000800 5,000,000.0000 307,916.70 07/31/2015 86X4077 8677HC 09/30/2032 02000 6.360001200 7,000,000.0000 371,000.07 07/31/2015 86X4077 8677HC 09/30/2032 02001 5.670000000 3,000,000.0000 141,750.00 07/31/2015 86X4077 8677HC 09/30/2032 02003 6.030000000 10,000,000.0000 502,500.00 07/31/2015 86X4077 8677HC 09/30/2033 02004 4.989999600 27,000,000.0000 1,122,749.91 07/31/2015 86X4077 8677HC 09/30/2033 02005 4.700001600 18,000,000.0000 705,000.24 07/31/2015 86X4077 8677HC 09/30/2033 02006 4.910000400 23,000,000.0000 941,083.41 07/31/2015 86X4077 8677HC 09/30/2033 02007 4.709998800 26,000,000.0000 1,020,499.74 07/31/2015 86X4077 8677HC 09/30/2032 02008 4.060000800 15,000,000.0000 507,500.10 07/31/2015 86X4077 8677HC 09/30/2033 02008 4.060000800 15,000,000.0000 507,500.10 07/31/2015 86X4077 8677HC 09/30/2033 02009 3.350001600 45,000,000.0000 1,256,250.60 07/31/2015 86X4077 8677HC 09/30/2032 02010 3.489998400 30,000,000.0000 872,499.60 07/31/2015 86X4077 8677HC 09/30/2033 02010 3.489998400 230,000,000.0000 6,689,163.60 07/31/2015 86X4077 8677HC 09/30/2033 02011 3.179998800 85,000,000.0000 2,252,499.15 07/31/2015 86X4077 8677HC 09/30/2032 02012 2.610000000 60,000,000.0000 1,305,000.00 07/31/2015 86X4077 8677HC 09/30/2033 02012 2.610000000 82,000,000.0000 1,783,500.00 07/31/2015 86X4077 8677HC 09/30/2032 02013 3.170001600 150,000,000.0000 3,962,502.00 07/31/2015 86X4077 8677HC 09/30/2033 02013 3.170001600 120,000,000.0000 3,170,001.60 07/31/2015 86X4077 8677HC 09/30/2033 02014 2.400001200 80,000,000.0000 1,600,000.80 07/31/2015 ------------------------ ---------------------- 1,042,000,000.0000 29,636,501.04 ======================== ====================== 4,480,000,000.0000 153,141,011.85 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00