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 278,299.96 01/31/2015 86X4077 8677M 09/30/2024 01993 6.649999200 12,000,000.0000 265,999.97 01/31/2015 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 443,333.28 01/31/2015 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 221,666.64 01/31/2015 86X4077 8677M 09/30/2031 01993 6.649999200 10,000,000.0000 221,666.64 01/31/2015 86X4077 8677M 09/30/2033 01993 6.649999200 12,000,000.0000 265,999.97 01/31/2015 86X4077 8677M 09/30/2032 01994 6.770001600 6,000,000.0000 135,400.03 01/31/2015 86X4077 8677M 09/30/2024 01995 7.390000800 7,000,000.0000 172,433.35 01/31/2015 86X4077 8677M 09/30/2032 01996 6.770001600 10,000,000.0000 225,666.72 01/31/2015 86X4077 8677M 09/30/2030 01997 6.890000400 20,000,000.0000 459,333.36 01/31/2015 86X4077 8677M 09/30/2033 01998 5.979999600 5,000,000.0000 99,666.66 01/31/2015 86X4077 8677M 09/30/2033 01999 5.810000400 5,000,000.0000 96,833.34 01/31/2015 86X4077 8677M 09/30/2033 02000 6.360001200 20,000,000.0000 424,000.08 01/31/2015 86X4077 8677M 09/30/2033 02001 5.699998800 10,000,000.0000 189,999.96 01/31/2015 86X4077 8677M 09/30/2026 02002 5.500000800 25,000,000.0000 458,333.40 01/31/2015 86X4077 8677M 09/30/2029 02002 5.500000800 20,000,000.0000 366,666.72 01/31/2015 86X4077 8677M 09/30/2032 02002 5.500000800 15,000,000.0000 275,000.04 01/31/2015 86X4077 8677M 09/30/2030 02003 5.280001200 50,000,000.0000 880,000.20 01/31/2015 86X4077 8677M 09/30/2033 02003 5.280001200 61,000,000.0000 1,073,600.24 01/31/2015 86X4077 8677M 09/30/2027 02004 5.259999600 67,000,000.0000 1,174,733.24 01/31/2015 86X4077 8677M 09/30/2029 02005 4.939999200 29,000,000.0000 477,533.26 01/31/2015 86X4077 8677M 09/30/2032 02005 4.939999200 10,000,000.0000 164,666.64 01/31/2015 86X4077 8677M 09/30/2029 02006 5.010001200 10,000,000.0000 167,000.04 01/31/2015 86X4077 8677M 09/30/2030 02006 5.010001200 130,000,000.0000 2,171,000.52 01/31/2015 86X4077 8677M 09/30/2029 02007 4.939999200 15,000,000.0000 246,999.96 01/31/2015 86X4077 8677M 09/30/2032 02007 4.939999200 10,000,000.0000 164,666.64 01/31/2015 86X4077 8677M 09/30/2030 02008 4.410000000 20,000,000.0000 294,000.00 01/31/2015 86X4077 8677M 09/30/2028 02009 3.589999200 7,000,000.0000 83,766.65 01/31/2015 86X4077 8677M 09/30/2030 02009 3.589999200 30,000,000.0000 358,999.92 01/31/2015 86X4077 8677M 09/30/2029 02010 3.669998400 25,000,000.0000 305,833.20 01/31/2015 86X4077 8677M 09/30/2030 02010 3.669998400 45,000,000.0000 550,499.76 01/31/2015 86X4077 8677M 09/30/2030 02011 3.110000400 41,000,000.0000 425,033.39 01/31/2015 86X4077 8677M 09/30/2031 02011 3.110000400 200,000,000.0000 2,073,333.60 01/31/2015 86X4077 8677M 09/30/2031 02012 2.350000800 100,000,000.0000 783,333.60 01/31/2015 86X4077 8677M 09/30/2032 02012 2.350000800 215,000,000.0000 1,684,167.24 01/31/2015 86X4077 8677M 09/30/2032 02013 3.170001600 400,000,000.0000 4,226,668.80 01/31/2015 86X4077 8677M 09/30/2033 02013 3.170001600 327,000,000.0000 3,455,301.74 01/31/2015 86X4077 8677M 09/30/2033 02014 2.149999200 175,000,000.0000 1,254,166.20 01/31/2015 ------------------------ ---------------------- 2,185,000,000.0000 26,615,604.96 S SUB-COHORT 86X4077 8677S 09/30/2025 01993 6.649999200 1,500,000.0000 33,250.00 01/31/2015 86X4077 8677S 09/30/2025 01994 6.770001600 3,500,000.0000 78,983.35 01/31/2015 86X4077 8677S 09/30/2028 01995 7.390000800 3,000,000.0000 73,900.01 01/31/2015 86X4077 8677S 09/30/2024 01996 6.770001600 2,000,000.0000 45,133.34 01/31/2015 86X4077 8677S 09/30/2024 01998 5.979999600 3,000,000.0000 59,800.00 01/31/2015 86X4077 8677S 09/30/2027 02002 5.680000800 65,000,000.0000 1,230,666.84 01/31/2015 86X4077 8677S 09/30/2028 02002 5.680000800 40,000,000.0000 757,333.44 01/31/2015 86X4077 8677S 09/30/2029 02002 5.680000800 5,000,000.0000 94,666.68 01/31/2015 86X4077 8677S 09/30/2033 02002 5.680000800 14,000,000.0000 265,066.70 01/31/2015 86X4077 8677S 09/30/2033 02008 3.219998400 60,000,000.0000 643,999.68 01/31/2015 86X4077 8677S 09/30/2030 02009 2.639998800 20,000,000.0000 175,999.92 01/31/2015 86X4077 8677S 09/30/2033 02009 2.639998800 12,000,000.0000 105,599.95 01/31/2015 86X4077 8677S 09/30/2030 02010 3.110000400 10,000,000.0000 103,666.68 01/31/2015 86X4077 8677S 09/30/2033 02010 3.110000400 24,000,000.0000 248,800.03 01/31/2015 86X4077 8677S 09/30/2030 02011 2.289999600 10,000,000.0000 76,333.32 01/31/2015 86X4077 8677S 09/30/2033 02011 2.289999600 5,000,000.0000 38,166.66 01/31/2015 86X4077 8677S 09/30/2031 02012 1.019998800 5,000,000.0000 16,999.98 01/31/2015 86X4077 8677S 09/30/2033 02012 1.019998800 5,000,000.0000 16,999.98 01/31/2015 ------------------------ ---------------------- 288,000,000.0000 4,065,366.56 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 8,000,000.0000 177,333.31 01/31/2015 86X4077 8677H 09/30/2030 01994 6.770001600 28,000,000.0000 631,866.82 01/31/2015 86X4077 8677H 09/30/2024 01995 7.390000800 15,000,000.0000 369,500.04 01/31/2015 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 615,833.40 01/31/2015 86X4077 8677H 09/30/2021 01996 6.770001600 10,000,000.0000 225,666.72 01/31/2015 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 157,966.70 01/31/2015 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 564,166.80 01/31/2015 86X4077 8677H 09/30/2022 01997 6.890000400 35,000,000.0000 803,833.38 01/31/2015 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 482,300.03 01/31/2015 86X4077 8677H 09/30/2033 01997 6.890000400 2,000,000.0000 45,933.34 01/31/2015 86X4077 8677H 09/30/2029 01998 5.979999600 43,000,000.0000 857,133.28 01/31/2015 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 398,666.64 01/31/2015 86X4077 8677H 09/30/2033 01998 5.979999600 5,000,000.0000 99,666.66 01/31/2015 86X4077 8677H 09/30/2023 01999 5.810000400 55,000,000.0000 1,065,166.74 01/31/2015 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 38,733.34 01/31/2015 86X4077 8677H 09/30/2030 02000 6.360001200 15,000,000.0000 318,000.06 01/31/2015 86X4077 8677H 09/30/2031 02000 6.360001200 5,000,000.0000 106,000.02 01/31/2015 86X4077 8677H 09/30/2033 02000 6.360001200 5,000,000.0000 106,000.02 01/31/2015 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 174,133.34 01/31/2015 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 65,300.00 01/31/2015 86X4077 8677H 09/30/2030 02001 6.530000400 15,000,000.0000 326,500.02 01/31/2015 86X4077 8677H 09/30/2033 02001 6.530000400 6,000,000.0000 130,600.01 01/31/2015 86X4077 8677H 09/30/2024 02002 5.379998400 35,000,000.0000 627,666.48 01/31/2015 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 268,999.92 01/31/2015 86X4077 8677H 09/30/2031 02002 5.379998400 20,000,000.0000 358,666.56 01/31/2015 86X4077 8677H 09/30/2033 02002 5.379998400 27,000,000.0000 484,199.86 01/31/2015 86X4077 8677H 09/30/2027 02003 5.259999600 175,000,000.0000 3,068,333.10 01/31/2015 86X4077 8677H 09/30/2028 02003 5.259999600 105,000,000.0000 1,840,999.86 01/31/2015 86X4077 8677H 09/30/2033 02003 5.259999600 75,000,000.0000 1,314,999.90 01/31/2015 86X4077 8677H 09/30/2033 02004 5.799999600 155,000,000.0000 2,996,666.46 01/31/2015 ------------------------ ---------------------- 965,000,000.0000 18,720,832.81 HC SUB-COHORT 86X4077 8677HC 09/30/2032 01993 6.649999200 3,000,000.0000 66,499.99 01/31/2015 86X4077 8677HC 09/30/2033 01994 6.770001600 8,000,000.0000 180,533.38 01/31/2015 86X4077 8677HC 09/30/2032 01995 7.390000800 5,000,000.0000 123,166.68 01/31/2015 86X4077 8677HC 09/30/2032 02000 6.360001200 7,000,000.0000 148,400.03 01/31/2015 86X4077 8677HC 09/30/2032 02001 5.670000000 3,000,000.0000 56,700.00 01/31/2015 86X4077 8677HC 09/30/2032 02003 6.030000000 10,000,000.0000 201,000.00 01/31/2015 86X4077 8677HC 09/30/2033 02004 4.989999600 27,000,000.0000 449,099.96 01/31/2015 86X4077 8677HC 09/30/2033 02005 4.700001600 18,000,000.0000 282,000.10 01/31/2015 86X4077 8677HC 09/30/2033 02006 4.910000400 23,000,000.0000 376,433.36 01/31/2015 86X4077 8677HC 09/30/2033 02007 4.709998800 26,000,000.0000 408,199.90 01/31/2015 86X4077 8677HC 09/30/2032 02008 4.060000800 15,000,000.0000 203,000.04 01/31/2015 86X4077 8677HC 09/30/2033 02008 4.060000800 15,000,000.0000 203,000.04 01/31/2015 86X4077 8677HC 09/30/2033 02009 3.350001600 45,000,000.0000 502,500.24 01/31/2015 86X4077 8677HC 09/30/2032 02010 3.489998400 30,000,000.0000 348,999.84 01/31/2015 86X4077 8677HC 09/30/2033 02010 3.489998400 230,000,000.0000 2,675,665.44 01/31/2015 86X4077 8677HC 09/30/2033 02011 3.179998800 85,000,000.0000 900,999.66 01/31/2015 86X4077 8677HC 09/30/2032 02012 2.610000000 60,000,000.0000 522,000.00 01/31/2015 86X4077 8677HC 09/30/2033 02012 2.610000000 82,000,000.0000 713,400.00 01/31/2015 86X4077 8677HC 09/30/2032 02013 3.170001600 150,000,000.0000 1,585,000.80 01/31/2015 86X4077 8677HC 09/30/2033 02013 3.170001600 120,000,000.0000 1,268,000.64 01/31/2015 86X4077 8677HC 09/30/2033 02014 2.400001200 80,000,000.0000 640,000.32 01/31/2015 ------------------------ ---------------------- 1,042,000,000.0000 11,854,600.42 ======================== ====================== 4,480,000,000.0000 61,256,404.75 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00