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 347,874.95 02/28/2015 86X4077 8677M 09/30/2024 01993 6.649999200 12,000,000.0000 332,499.96 02/28/2015 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 554,166.60 02/28/2015 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 277,083.30 02/28/2015 86X4077 8677M 09/30/2031 01993 6.649999200 10,000,000.0000 277,083.30 02/28/2015 86X4077 8677M 09/30/2033 01993 6.649999200 12,000,000.0000 332,499.96 02/28/2015 86X4077 8677M 09/30/2032 01994 6.770001600 6,000,000.0000 169,250.04 02/28/2015 86X4077 8677M 09/30/2024 01995 7.390000800 7,000,000.0000 215,541.69 02/28/2015 86X4077 8677M 09/30/2032 01996 6.770001600 10,000,000.0000 282,083.40 02/28/2015 86X4077 8677M 09/30/2030 01997 6.890000400 20,000,000.0000 574,166.70 02/28/2015 86X4077 8677M 09/30/2033 01998 5.979999600 5,000,000.0000 124,583.33 02/28/2015 86X4077 8677M 09/30/2033 01999 5.810000400 5,000,000.0000 121,041.68 02/28/2015 86X4077 8677M 09/30/2033 02000 6.360001200 20,000,000.0000 530,000.10 02/28/2015 86X4077 8677M 09/30/2033 02001 5.699998800 10,000,000.0000 237,499.95 02/28/2015 86X4077 8677M 09/30/2026 02002 5.500000800 25,000,000.0000 572,916.75 02/28/2015 86X4077 8677M 09/30/2029 02002 5.500000800 20,000,000.0000 458,333.40 02/28/2015 86X4077 8677M 09/30/2032 02002 5.500000800 15,000,000.0000 343,750.05 02/28/2015 86X4077 8677M 09/30/2030 02003 5.280001200 50,000,000.0000 1,100,000.25 02/28/2015 86X4077 8677M 09/30/2033 02003 5.280001200 61,000,000.0000 1,342,000.31 02/28/2015 86X4077 8677M 09/30/2027 02004 5.259999600 67,000,000.0000 1,468,416.56 02/28/2015 86X4077 8677M 09/30/2029 02005 4.939999200 29,000,000.0000 596,916.57 02/28/2015 86X4077 8677M 09/30/2032 02005 4.939999200 10,000,000.0000 205,833.30 02/28/2015 86X4077 8677M 09/30/2029 02006 5.010001200 10,000,000.0000 208,750.05 02/28/2015 86X4077 8677M 09/30/2030 02006 5.010001200 130,000,000.0000 2,713,750.65 02/28/2015 86X4077 8677M 09/30/2029 02007 4.939999200 15,000,000.0000 308,749.95 02/28/2015 86X4077 8677M 09/30/2032 02007 4.939999200 10,000,000.0000 205,833.30 02/28/2015 86X4077 8677M 09/30/2030 02008 4.410000000 20,000,000.0000 367,500.00 02/28/2015 86X4077 8677M 09/30/2028 02009 3.589999200 7,000,000.0000 104,708.31 02/28/2015 86X4077 8677M 09/30/2030 02009 3.589999200 30,000,000.0000 448,749.90 02/28/2015 86X4077 8677M 09/30/2029 02010 3.669998400 25,000,000.0000 382,291.50 02/28/2015 86X4077 8677M 09/30/2030 02010 3.669998400 45,000,000.0000 688,124.70 02/28/2015 86X4077 8677M 09/30/2030 02011 3.110000400 41,000,000.0000 531,291.74 02/28/2015 86X4077 8677M 09/30/2031 02011 3.110000400 200,000,000.0000 2,591,667.00 02/28/2015 86X4077 8677M 09/30/2031 02012 2.350000800 100,000,000.0000 979,167.00 02/28/2015 86X4077 8677M 09/30/2032 02012 2.350000800 215,000,000.0000 2,105,209.05 02/28/2015 86X4077 8677M 09/30/2032 02013 3.170001600 400,000,000.0000 5,283,336.00 02/28/2015 86X4077 8677M 09/30/2033 02013 3.170001600 327,000,000.0000 4,319,127.18 02/28/2015 86X4077 8677M 09/30/2033 02014 2.149999200 175,000,000.0000 1,567,707.75 02/28/2015 ------------------------ ---------------------- 2,185,000,000.0000 33,269,506.23 S SUB-COHORT 86X4077 8677S 09/30/2025 01993 6.649999200 1,500,000.0000 41,562.50 02/28/2015 86X4077 8677S 09/30/2025 01994 6.770001600 3,500,000.0000 98,729.19 02/28/2015 86X4077 8677S 09/30/2028 01995 7.390000800 3,000,000.0000 92,375.01 02/28/2015 86X4077 8677S 09/30/2024 01996 6.770001600 2,000,000.0000 56,416.68 02/28/2015 86X4077 8677S 09/30/2024 01998 5.979999600 3,000,000.0000 74,750.00 02/28/2015 86X4077 8677S 09/30/2027 02002 5.680000800 65,000,000.0000 1,538,333.55 02/28/2015 86X4077 8677S 09/30/2028 02002 5.680000800 40,000,000.0000 946,666.80 02/28/2015 86X4077 8677S 09/30/2029 02002 5.680000800 5,000,000.0000 118,333.35 02/28/2015 86X4077 8677S 09/30/2033 02002 5.680000800 14,000,000.0000 331,333.38 02/28/2015 86X4077 8677S 09/30/2033 02008 3.219998400 60,000,000.0000 804,999.60 02/28/2015 86X4077 8677S 09/30/2030 02009 2.639998800 20,000,000.0000 219,999.90 02/28/2015 86X4077 8677S 09/30/2033 02009 2.639998800 12,000,000.0000 131,999.94 02/28/2015 86X4077 8677S 09/30/2030 02010 3.110000400 10,000,000.0000 129,583.35 02/28/2015 86X4077 8677S 09/30/2033 02010 3.110000400 24,000,000.0000 311,000.04 02/28/2015 86X4077 8677S 09/30/2030 02011 2.289999600 10,000,000.0000 95,416.65 02/28/2015 86X4077 8677S 09/30/2033 02011 2.289999600 5,000,000.0000 47,708.33 02/28/2015 86X4077 8677S 09/30/2031 02012 1.019998800 5,000,000.0000 21,249.98 02/28/2015 86X4077 8677S 09/30/2033 02012 1.019998800 5,000,000.0000 21,249.98 02/28/2015 ------------------------ ---------------------- 288,000,000.0000 5,081,708.23 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 8,000,000.0000 221,666.64 02/28/2015 86X4077 8677H 09/30/2030 01994 6.770001600 28,000,000.0000 789,833.52 02/28/2015 86X4077 8677H 09/30/2024 01995 7.390000800 15,000,000.0000 461,875.05 02/28/2015 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 769,791.75 02/28/2015 86X4077 8677H 09/30/2021 01996 6.770001600 10,000,000.0000 282,083.40 02/28/2015 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 197,458.38 02/28/2015 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 705,208.50 02/28/2015 86X4077 8677H 09/30/2022 01997 6.890000400 35,000,000.0000 1,004,791.73 02/28/2015 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 602,875.04 02/28/2015 86X4077 8677H 09/30/2033 01997 6.890000400 2,000,000.0000 57,416.67 02/28/2015 86X4077 8677H 09/30/2029 01998 5.979999600 43,000,000.0000 1,071,416.60 02/28/2015 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 498,333.30 02/28/2015 86X4077 8677H 09/30/2033 01998 5.979999600 5,000,000.0000 124,583.33 02/28/2015 86X4077 8677H 09/30/2023 01999 5.810000400 55,000,000.0000 1,331,458.43 02/28/2015 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 48,416.67 02/28/2015 86X4077 8677H 09/30/2030 02000 6.360001200 15,000,000.0000 397,500.08 02/28/2015 86X4077 8677H 09/30/2031 02000 6.360001200 5,000,000.0000 132,500.03 02/28/2015 86X4077 8677H 09/30/2033 02000 6.360001200 5,000,000.0000 132,500.03 02/28/2015 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 217,666.68 02/28/2015 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 81,625.01 02/28/2015 86X4077 8677H 09/30/2030 02001 6.530000400 15,000,000.0000 408,125.03 02/28/2015 86X4077 8677H 09/30/2033 02001 6.530000400 6,000,000.0000 163,250.01 02/28/2015 86X4077 8677H 09/30/2024 02002 5.379998400 35,000,000.0000 784,583.10 02/28/2015 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 336,249.90 02/28/2015 86X4077 8677H 09/30/2031 02002 5.379998400 20,000,000.0000 448,333.20 02/28/2015 86X4077 8677H 09/30/2033 02002 5.379998400 27,000,000.0000 605,249.82 02/28/2015 86X4077 8677H 09/30/2027 02003 5.259999600 175,000,000.0000 3,835,416.38 02/28/2015 86X4077 8677H 09/30/2028 02003 5.259999600 105,000,000.0000 2,301,249.83 02/28/2015 86X4077 8677H 09/30/2033 02003 5.259999600 75,000,000.0000 1,643,749.88 02/28/2015 86X4077 8677H 09/30/2033 02004 5.799999600 155,000,000.0000 3,745,833.08 02/28/2015 ------------------------ ---------------------- 965,000,000.0000 23,401,041.07 HC SUB-COHORT 86X4077 8677HC 09/30/2032 01993 6.649999200 3,000,000.0000 83,124.99 02/28/2015 86X4077 8677HC 09/30/2033 01994 6.770001600 8,000,000.0000 225,666.72 02/28/2015 86X4077 8677HC 09/30/2032 01995 7.390000800 5,000,000.0000 153,958.35 02/28/2015 86X4077 8677HC 09/30/2032 02000 6.360001200 7,000,000.0000 185,500.04 02/28/2015 86X4077 8677HC 09/30/2032 02001 5.670000000 3,000,000.0000 70,875.00 02/28/2015 86X4077 8677HC 09/30/2032 02003 6.030000000 10,000,000.0000 251,250.00 02/28/2015 86X4077 8677HC 09/30/2033 02004 4.989999600 27,000,000.0000 561,374.96 02/28/2015 86X4077 8677HC 09/30/2033 02005 4.700001600 18,000,000.0000 352,500.12 02/28/2015 86X4077 8677HC 09/30/2033 02006 4.910000400 23,000,000.0000 470,541.71 02/28/2015 86X4077 8677HC 09/30/2033 02007 4.709998800 26,000,000.0000 510,249.87 02/28/2015 86X4077 8677HC 09/30/2032 02008 4.060000800 15,000,000.0000 253,750.05 02/28/2015 86X4077 8677HC 09/30/2033 02008 4.060000800 15,000,000.0000 253,750.05 02/28/2015 86X4077 8677HC 09/30/2033 02009 3.350001600 45,000,000.0000 628,125.30 02/28/2015 86X4077 8677HC 09/30/2032 02010 3.489998400 30,000,000.0000 436,249.80 02/28/2015 86X4077 8677HC 09/30/2033 02010 3.489998400 230,000,000.0000 3,344,581.80 02/28/2015 86X4077 8677HC 09/30/2033 02011 3.179998800 85,000,000.0000 1,126,249.58 02/28/2015 86X4077 8677HC 09/30/2032 02012 2.610000000 60,000,000.0000 652,500.00 02/28/2015 86X4077 8677HC 09/30/2033 02012 2.610000000 82,000,000.0000 891,750.00 02/28/2015 86X4077 8677HC 09/30/2032 02013 3.170001600 150,000,000.0000 1,981,251.00 02/28/2015 86X4077 8677HC 09/30/2033 02013 3.170001600 120,000,000.0000 1,585,000.80 02/28/2015 86X4077 8677HC 09/30/2033 02014 2.400001200 80,000,000.0000 800,000.40 02/28/2015 ------------------------ ---------------------- 1,042,000,000.0000 14,818,250.54 ======================== ====================== 4,480,000,000.0000 76,570,506.07 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00