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 765,324.88 08/31/2015 86X4077 8677M 09/30/2024 01993 6.649999200 12,000,000.0000 731,499.91 08/31/2015 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 1,219,166.52 08/31/2015 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 609,583.26 08/31/2015 86X4077 8677M 09/30/2031 01993 6.649999200 10,000,000.0000 609,583.26 08/31/2015 86X4077 8677M 09/30/2033 01993 6.649999200 12,000,000.0000 731,499.91 08/31/2015 86X4077 8677M 09/30/2032 01994 6.770001600 6,000,000.0000 372,350.09 08/31/2015 86X4077 8677M 09/30/2024 01995 7.390000800 7,000,000.0000 474,191.72 08/31/2015 86X4077 8677M 09/30/2032 01996 6.770001600 10,000,000.0000 620,583.48 08/31/2015 86X4077 8677M 09/30/2030 01997 6.890000400 20,000,000.0000 1,263,166.74 08/31/2015 86X4077 8677M 09/30/2033 01998 5.979999600 5,000,000.0000 274,083.32 08/31/2015 86X4077 8677M 09/30/2033 01999 5.810000400 5,000,000.0000 266,291.69 08/31/2015 86X4077 8677M 09/30/2033 02000 6.360001200 20,000,000.0000 1,166,000.22 08/31/2015 86X4077 8677M 09/30/2033 02001 5.699998800 10,000,000.0000 522,499.89 08/31/2015 86X4077 8677M 09/30/2026 02002 5.500000800 25,000,000.0000 1,260,416.85 08/31/2015 86X4077 8677M 09/30/2029 02002 5.500000800 20,000,000.0000 1,008,333.48 08/31/2015 86X4077 8677M 09/30/2032 02002 5.500000800 15,000,000.0000 756,250.11 08/31/2015 86X4077 8677M 09/30/2030 02003 5.280001200 50,000,000.0000 2,420,000.55 08/31/2015 86X4077 8677M 09/30/2033 02003 5.280001200 61,000,000.0000 2,952,400.67 08/31/2015 86X4077 8677M 09/30/2027 02004 5.259999600 67,000,000.0000 3,230,516.42 08/31/2015 86X4077 8677M 09/30/2029 02005 4.939999200 29,000,000.0000 1,313,216.45 08/31/2015 86X4077 8677M 09/30/2032 02005 4.939999200 10,000,000.0000 452,833.26 08/31/2015 86X4077 8677M 09/30/2029 02006 5.010001200 10,000,000.0000 459,250.11 08/31/2015 86X4077 8677M 09/30/2030 02006 5.010001200 130,000,000.0000 5,970,251.43 08/31/2015 86X4077 8677M 09/30/2029 02007 4.939999200 15,000,000.0000 679,249.89 08/31/2015 86X4077 8677M 09/30/2032 02007 4.939999200 10,000,000.0000 452,833.26 08/31/2015 86X4077 8677M 09/30/2030 02008 4.410000000 20,000,000.0000 808,500.00 08/31/2015 86X4077 8677M 09/30/2028 02009 3.589999200 7,000,000.0000 230,358.28 08/31/2015 86X4077 8677M 09/30/2030 02009 3.589999200 30,000,000.0000 987,249.78 08/31/2015 86X4077 8677M 09/30/2029 02010 3.669998400 25,000,000.0000 841,041.30 08/31/2015 86X4077 8677M 09/30/2030 02010 3.669998400 45,000,000.0000 1,513,874.34 08/31/2015 86X4077 8677M 09/30/2030 02011 3.110000400 41,000,000.0000 1,168,841.82 08/31/2015 86X4077 8677M 09/30/2031 02011 3.110000400 200,000,000.0000 5,701,667.40 08/31/2015 86X4077 8677M 09/30/2031 02012 2.350000800 100,000,000.0000 2,154,167.40 08/31/2015 86X4077 8677M 09/30/2032 02012 2.350000800 215,000,000.0000 4,631,459.91 08/31/2015 86X4077 8677M 09/30/2032 02013 3.170001600 400,000,000.0000 11,623,339.20 08/31/2015 86X4077 8677M 09/30/2033 02013 3.170001600 327,000,000.0000 9,502,079.80 08/31/2015 86X4077 8677M 09/30/2033 02014 2.149999200 175,000,000.0000 3,448,957.05 08/31/2015 ------------------------ ---------------------- 2,185,000,000.0000 73,192,913.65 S SUB-COHORT 86X4077 8677S 09/30/2025 01993 6.649999200 1,500,000.0000 91,437.49 08/31/2015 86X4077 8677S 09/30/2025 01994 6.770001600 3,500,000.0000 217,204.22 08/31/2015 86X4077 8677S 09/30/2028 01995 7.390000800 3,000,000.0000 203,225.02 08/31/2015 86X4077 8677S 09/30/2024 01996 6.770001600 2,000,000.0000 124,116.70 08/31/2015 86X4077 8677S 09/30/2024 01998 5.979999600 3,000,000.0000 164,449.99 08/31/2015 86X4077 8677S 09/30/2027 02002 5.680000800 65,000,000.0000 3,384,333.81 08/31/2015 86X4077 8677S 09/30/2028 02002 5.680000800 40,000,000.0000 2,082,666.96 08/31/2015 86X4077 8677S 09/30/2029 02002 5.680000800 5,000,000.0000 260,333.37 08/31/2015 86X4077 8677S 09/30/2033 02002 5.680000800 14,000,000.0000 728,933.44 08/31/2015 86X4077 8677S 09/30/2033 02008 3.219998400 60,000,000.0000 1,770,999.12 08/31/2015 86X4077 8677S 09/30/2030 02009 2.639998800 20,000,000.0000 483,999.78 08/31/2015 86X4077 8677S 09/30/2033 02009 2.639998800 12,000,000.0000 290,399.87 08/31/2015 86X4077 8677S 09/30/2030 02010 3.110000400 10,000,000.0000 285,083.37 08/31/2015 86X4077 8677S 09/30/2033 02010 3.110000400 24,000,000.0000 684,200.09 08/31/2015 86X4077 8677S 09/30/2030 02011 2.289999600 10,000,000.0000 209,916.63 08/31/2015 86X4077 8677S 09/30/2033 02011 2.289999600 5,000,000.0000 104,958.32 08/31/2015 86X4077 8677S 09/30/2031 02012 1.019998800 5,000,000.0000 46,749.95 08/31/2015 86X4077 8677S 09/30/2033 02012 1.019998800 5,000,000.0000 46,749.95 08/31/2015 ------------------------ ---------------------- 288,000,000.0000 11,179,758.08 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 8,000,000.0000 487,666.61 08/31/2015 86X4077 8677H 09/30/2030 01994 6.770001600 28,000,000.0000 1,737,633.74 08/31/2015 86X4077 8677H 09/30/2024 01995 7.390000800 15,000,000.0000 1,016,125.11 08/31/2015 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 1,693,541.85 08/31/2015 86X4077 8677H 09/30/2021 01996 6.770001600 10,000,000.0000 620,583.48 08/31/2015 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 434,408.44 08/31/2015 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 1,551,458.70 08/31/2015 86X4077 8677H 09/30/2022 01997 6.890000400 35,000,000.0000 2,210,541.80 08/31/2015 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 1,326,325.08 08/31/2015 86X4077 8677H 09/30/2033 01997 6.890000400 2,000,000.0000 126,316.67 08/31/2015 86X4077 8677H 09/30/2029 01998 5.979999600 43,000,000.0000 2,357,116.51 08/31/2015 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 1,096,333.26 08/31/2015 86X4077 8677H 09/30/2033 01998 5.979999600 5,000,000.0000 274,083.32 08/31/2015 86X4077 8677H 09/30/2023 01999 5.810000400 55,000,000.0000 2,929,208.54 08/31/2015 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 106,516.67 08/31/2015 86X4077 8677H 09/30/2030 02000 6.360001200 15,000,000.0000 874,500.17 08/31/2015 86X4077 8677H 09/30/2031 02000 6.360001200 5,000,000.0000 291,500.06 08/31/2015 86X4077 8677H 09/30/2033 02000 6.360001200 5,000,000.0000 291,500.06 08/31/2015 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 478,866.70 08/31/2015 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 179,575.01 08/31/2015 86X4077 8677H 09/30/2030 02001 6.530000400 15,000,000.0000 897,875.06 08/31/2015 86X4077 8677H 09/30/2033 02001 6.530000400 6,000,000.0000 359,150.02 08/31/2015 86X4077 8677H 09/30/2024 02002 5.379998400 35,000,000.0000 1,726,082.82 08/31/2015 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 739,749.78 08/31/2015 86X4077 8677H 09/30/2031 02002 5.379998400 20,000,000.0000 986,333.04 08/31/2015 86X4077 8677H 09/30/2033 02002 5.379998400 27,000,000.0000 1,331,549.60 08/31/2015 86X4077 8677H 09/30/2027 02003 5.259999600 175,000,000.0000 8,437,916.03 08/31/2015 86X4077 8677H 09/30/2028 02003 5.259999600 105,000,000.0000 5,062,749.62 08/31/2015 86X4077 8677H 09/30/2033 02003 5.259999600 75,000,000.0000 3,616,249.73 08/31/2015 86X4077 8677H 09/30/2033 02004 5.799999600 155,000,000.0000 8,240,832.77 08/31/2015 ------------------------ ---------------------- 965,000,000.0000 51,482,290.25 HC SUB-COHORT 86X4077 8677HC 09/30/2032 01993 6.649999200 3,000,000.0000 182,874.98 08/31/2015 86X4077 8677HC 09/30/2033 01994 6.770001600 8,000,000.0000 496,466.78 08/31/2015 86X4077 8677HC 09/30/2032 01995 7.390000800 5,000,000.0000 338,708.37 08/31/2015 86X4077 8677HC 09/30/2032 02000 6.360001200 7,000,000.0000 408,100.08 08/31/2015 86X4077 8677HC 09/30/2032 02001 5.670000000 3,000,000.0000 155,925.00 08/31/2015 86X4077 8677HC 09/30/2032 02003 6.030000000 10,000,000.0000 552,750.00 08/31/2015 86X4077 8677HC 09/30/2033 02004 4.989999600 27,000,000.0000 1,235,024.90 08/31/2015 86X4077 8677HC 09/30/2033 02005 4.700001600 18,000,000.0000 775,500.26 08/31/2015 86X4077 8677HC 09/30/2033 02006 4.910000400 23,000,000.0000 1,035,191.75 08/31/2015 86X4077 8677HC 09/30/2033 02007 4.709998800 26,000,000.0000 1,122,549.71 08/31/2015 86X4077 8677HC 09/30/2032 02008 4.060000800 15,000,000.0000 558,250.11 08/31/2015 86X4077 8677HC 09/30/2033 02008 4.060000800 15,000,000.0000 558,250.11 08/31/2015 86X4077 8677HC 09/30/2033 02009 3.350001600 45,000,000.0000 1,381,875.66 08/31/2015 86X4077 8677HC 09/30/2032 02010 3.489998400 30,000,000.0000 959,749.56 08/31/2015 86X4077 8677HC 09/30/2033 02010 3.489998400 230,000,000.0000 7,358,079.96 08/31/2015 86X4077 8677HC 09/30/2033 02011 3.179998800 85,000,000.0000 2,477,749.07 08/31/2015 86X4077 8677HC 09/30/2032 02012 2.610000000 60,000,000.0000 1,435,500.00 08/31/2015 86X4077 8677HC 09/30/2033 02012 2.610000000 82,000,000.0000 1,961,850.00 08/31/2015 86X4077 8677HC 09/30/2032 02013 3.170001600 150,000,000.0000 4,358,752.20 08/31/2015 86X4077 8677HC 09/30/2033 02013 3.170001600 120,000,000.0000 3,487,001.76 08/31/2015 86X4077 8677HC 09/30/2033 02014 2.400001200 80,000,000.0000 1,760,000.88 08/31/2015 ------------------------ ---------------------- 1,042,000,000.0000 32,600,151.14 ======================== ====================== 4,480,000,000.0000 168,455,113.12 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00