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 417,449.93 03/31/2015 86X4077 8677M 09/30/2024 01993 6.649999200 12,000,000.0000 398,999.95 03/31/2015 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 664,999.92 03/31/2015 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 332,499.96 03/31/2015 86X4077 8677M 09/30/2031 01993 6.649999200 10,000,000.0000 332,499.96 03/31/2015 86X4077 8677M 09/30/2033 01993 6.649999200 12,000,000.0000 398,999.95 03/31/2015 86X4077 8677M 09/30/2032 01994 6.770001600 6,000,000.0000 203,100.05 03/31/2015 86X4077 8677M 09/30/2024 01995 7.390000800 7,000,000.0000 258,650.03 03/31/2015 86X4077 8677M 09/30/2032 01996 6.770001600 10,000,000.0000 338,500.08 03/31/2015 86X4077 8677M 09/30/2030 01997 6.890000400 20,000,000.0000 689,000.04 03/31/2015 86X4077 8677M 09/30/2033 01998 5.979999600 5,000,000.0000 149,499.99 03/31/2015 86X4077 8677M 09/30/2033 01999 5.810000400 5,000,000.0000 145,250.01 03/31/2015 86X4077 8677M 09/30/2033 02000 6.360001200 20,000,000.0000 636,000.12 03/31/2015 86X4077 8677M 09/30/2033 02001 5.699998800 10,000,000.0000 284,999.94 03/31/2015 86X4077 8677M 09/30/2026 02002 5.500000800 25,000,000.0000 687,500.10 03/31/2015 86X4077 8677M 09/30/2029 02002 5.500000800 20,000,000.0000 550,000.08 03/31/2015 86X4077 8677M 09/30/2032 02002 5.500000800 15,000,000.0000 412,500.06 03/31/2015 86X4077 8677M 09/30/2030 02003 5.280001200 50,000,000.0000 1,320,000.30 03/31/2015 86X4077 8677M 09/30/2033 02003 5.280001200 61,000,000.0000 1,610,400.37 03/31/2015 86X4077 8677M 09/30/2027 02004 5.259999600 67,000,000.0000 1,762,099.87 03/31/2015 86X4077 8677M 09/30/2029 02005 4.939999200 29,000,000.0000 716,299.88 03/31/2015 86X4077 8677M 09/30/2032 02005 4.939999200 10,000,000.0000 246,999.96 03/31/2015 86X4077 8677M 09/30/2029 02006 5.010001200 10,000,000.0000 250,500.06 03/31/2015 86X4077 8677M 09/30/2030 02006 5.010001200 130,000,000.0000 3,256,500.78 03/31/2015 86X4077 8677M 09/30/2029 02007 4.939999200 15,000,000.0000 370,499.94 03/31/2015 86X4077 8677M 09/30/2032 02007 4.939999200 10,000,000.0000 246,999.96 03/31/2015 86X4077 8677M 09/30/2030 02008 4.410000000 20,000,000.0000 441,000.00 03/31/2015 86X4077 8677M 09/30/2028 02009 3.589999200 7,000,000.0000 125,649.97 03/31/2015 86X4077 8677M 09/30/2030 02009 3.589999200 30,000,000.0000 538,499.88 03/31/2015 86X4077 8677M 09/30/2029 02010 3.669998400 25,000,000.0000 458,749.80 03/31/2015 86X4077 8677M 09/30/2030 02010 3.669998400 45,000,000.0000 825,749.64 03/31/2015 86X4077 8677M 09/30/2030 02011 3.110000400 41,000,000.0000 637,550.08 03/31/2015 86X4077 8677M 09/30/2031 02011 3.110000400 200,000,000.0000 3,110,000.40 03/31/2015 86X4077 8677M 09/30/2031 02012 2.350000800 100,000,000.0000 1,175,000.40 03/31/2015 86X4077 8677M 09/30/2032 02012 2.350000800 215,000,000.0000 2,526,250.86 03/31/2015 86X4077 8677M 09/30/2032 02013 3.170001600 400,000,000.0000 6,340,003.20 03/31/2015 86X4077 8677M 09/30/2033 02013 3.170001600 327,000,000.0000 5,182,952.62 03/31/2015 86X4077 8677M 09/30/2033 02014 2.149999200 175,000,000.0000 1,881,249.30 03/31/2015 ------------------------ ---------------------- 2,185,000,000.0000 39,923,407.44 S SUB-COHORT 86X4077 8677S 09/30/2025 01993 6.649999200 1,500,000.0000 49,874.99 03/31/2015 86X4077 8677S 09/30/2025 01994 6.770001600 3,500,000.0000 118,475.03 03/31/2015 86X4077 8677S 09/30/2028 01995 7.390000800 3,000,000.0000 110,850.01 03/31/2015 86X4077 8677S 09/30/2024 01996 6.770001600 2,000,000.0000 67,700.02 03/31/2015 86X4077 8677S 09/30/2024 01998 5.979999600 3,000,000.0000 89,699.99 03/31/2015 86X4077 8677S 09/30/2027 02002 5.680000800 65,000,000.0000 1,846,000.26 03/31/2015 86X4077 8677S 09/30/2028 02002 5.680000800 40,000,000.0000 1,136,000.16 03/31/2015 86X4077 8677S 09/30/2029 02002 5.680000800 5,000,000.0000 142,000.02 03/31/2015 86X4077 8677S 09/30/2033 02002 5.680000800 14,000,000.0000 397,600.06 03/31/2015 86X4077 8677S 09/30/2033 02008 3.219998400 60,000,000.0000 965,999.52 03/31/2015 86X4077 8677S 09/30/2030 02009 2.639998800 20,000,000.0000 263,999.88 03/31/2015 86X4077 8677S 09/30/2033 02009 2.639998800 12,000,000.0000 158,399.93 03/31/2015 86X4077 8677S 09/30/2030 02010 3.110000400 10,000,000.0000 155,500.02 03/31/2015 86X4077 8677S 09/30/2033 02010 3.110000400 24,000,000.0000 373,200.05 03/31/2015 86X4077 8677S 09/30/2030 02011 2.289999600 10,000,000.0000 114,499.98 03/31/2015 86X4077 8677S 09/30/2033 02011 2.289999600 5,000,000.0000 57,249.99 03/31/2015 86X4077 8677S 09/30/2031 02012 1.019998800 5,000,000.0000 25,499.97 03/31/2015 86X4077 8677S 09/30/2033 02012 1.019998800 5,000,000.0000 25,499.97 03/31/2015 ------------------------ ---------------------- 288,000,000.0000 6,098,049.85 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 8,000,000.0000 265,999.97 03/31/2015 86X4077 8677H 09/30/2030 01994 6.770001600 28,000,000.0000 947,800.22 03/31/2015 86X4077 8677H 09/30/2024 01995 7.390000800 15,000,000.0000 554,250.06 03/31/2015 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 923,750.10 03/31/2015 86X4077 8677H 09/30/2021 01996 6.770001600 10,000,000.0000 338,500.08 03/31/2015 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 236,950.06 03/31/2015 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 846,250.20 03/31/2015 86X4077 8677H 09/30/2022 01997 6.890000400 35,000,000.0000 1,205,750.07 03/31/2015 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 723,450.04 03/31/2015 86X4077 8677H 09/30/2033 01997 6.890000400 2,000,000.0000 68,900.00 03/31/2015 86X4077 8677H 09/30/2029 01998 5.979999600 43,000,000.0000 1,285,699.91 03/31/2015 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 597,999.96 03/31/2015 86X4077 8677H 09/30/2033 01998 5.979999600 5,000,000.0000 149,499.99 03/31/2015 86X4077 8677H 09/30/2023 01999 5.810000400 55,000,000.0000 1,597,750.11 03/31/2015 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 58,100.00 03/31/2015 86X4077 8677H 09/30/2030 02000 6.360001200 15,000,000.0000 477,000.09 03/31/2015 86X4077 8677H 09/30/2031 02000 6.360001200 5,000,000.0000 159,000.03 03/31/2015 86X4077 8677H 09/30/2033 02000 6.360001200 5,000,000.0000 159,000.03 03/31/2015 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 261,200.02 03/31/2015 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 97,950.01 03/31/2015 86X4077 8677H 09/30/2030 02001 6.530000400 15,000,000.0000 489,750.03 03/31/2015 86X4077 8677H 09/30/2033 02001 6.530000400 6,000,000.0000 195,900.01 03/31/2015 86X4077 8677H 09/30/2024 02002 5.379998400 35,000,000.0000 941,499.72 03/31/2015 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 403,499.88 03/31/2015 86X4077 8677H 09/30/2031 02002 5.379998400 20,000,000.0000 537,999.84 03/31/2015 86X4077 8677H 09/30/2033 02002 5.379998400 27,000,000.0000 726,299.78 03/31/2015 86X4077 8677H 09/30/2027 02003 5.259999600 175,000,000.0000 4,602,499.65 03/31/2015 86X4077 8677H 09/30/2028 02003 5.259999600 105,000,000.0000 2,761,499.79 03/31/2015 86X4077 8677H 09/30/2033 02003 5.259999600 75,000,000.0000 1,972,499.85 03/31/2015 86X4077 8677H 09/30/2033 02004 5.799999600 155,000,000.0000 4,494,999.69 03/31/2015 ------------------------ ---------------------- 965,000,000.0000 28,081,249.19 HC SUB-COHORT 86X4077 8677HC 09/30/2032 01993 6.649999200 3,000,000.0000 99,749.99 03/31/2015 86X4077 8677HC 09/30/2033 01994 6.770001600 8,000,000.0000 270,800.06 03/31/2015 86X4077 8677HC 09/30/2032 01995 7.390000800 5,000,000.0000 184,750.02 03/31/2015 86X4077 8677HC 09/30/2032 02000 6.360001200 7,000,000.0000 222,600.04 03/31/2015 86X4077 8677HC 09/30/2032 02001 5.670000000 3,000,000.0000 85,050.00 03/31/2015 86X4077 8677HC 09/30/2032 02003 6.030000000 10,000,000.0000 301,500.00 03/31/2015 86X4077 8677HC 09/30/2033 02004 4.989999600 27,000,000.0000 673,649.95 03/31/2015 86X4077 8677HC 09/30/2033 02005 4.700001600 18,000,000.0000 423,000.14 03/31/2015 86X4077 8677HC 09/30/2033 02006 4.910000400 23,000,000.0000 564,650.05 03/31/2015 86X4077 8677HC 09/30/2033 02007 4.709998800 26,000,000.0000 612,299.84 03/31/2015 86X4077 8677HC 09/30/2032 02008 4.060000800 15,000,000.0000 304,500.06 03/31/2015 86X4077 8677HC 09/30/2033 02008 4.060000800 15,000,000.0000 304,500.06 03/31/2015 86X4077 8677HC 09/30/2033 02009 3.350001600 45,000,000.0000 753,750.36 03/31/2015 86X4077 8677HC 09/30/2032 02010 3.489998400 30,000,000.0000 523,499.76 03/31/2015 86X4077 8677HC 09/30/2033 02010 3.489998400 230,000,000.0000 4,013,498.16 03/31/2015 86X4077 8677HC 09/30/2033 02011 3.179998800 85,000,000.0000 1,351,499.49 03/31/2015 86X4077 8677HC 09/30/2032 02012 2.610000000 60,000,000.0000 783,000.00 03/31/2015 86X4077 8677HC 09/30/2033 02012 2.610000000 82,000,000.0000 1,070,100.00 03/31/2015 86X4077 8677HC 09/30/2032 02013 3.170001600 150,000,000.0000 2,377,501.20 03/31/2015 86X4077 8677HC 09/30/2033 02013 3.170001600 120,000,000.0000 1,902,000.96 03/31/2015 86X4077 8677HC 09/30/2033 02014 2.400001200 80,000,000.0000 960,000.48 03/31/2015 ------------------------ ---------------------- 1,042,000,000.0000 17,781,900.62 ======================== ====================== 4,480,000,000.0000 91,884,607.10 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00