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 556,599.91 05/31/2015 86X4077 8677M 09/30/2024 01993 6.649999200 12,000,000.0000 531,999.94 05/31/2015 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 886,666.56 05/31/2015 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 443,333.28 05/31/2015 86X4077 8677M 09/30/2031 01993 6.649999200 10,000,000.0000 443,333.28 05/31/2015 86X4077 8677M 09/30/2033 01993 6.649999200 12,000,000.0000 531,999.94 05/31/2015 86X4077 8677M 09/30/2032 01994 6.770001600 6,000,000.0000 270,800.06 05/31/2015 86X4077 8677M 09/30/2024 01995 7.390000800 7,000,000.0000 344,866.70 05/31/2015 86X4077 8677M 09/30/2032 01996 6.770001600 10,000,000.0000 451,333.44 05/31/2015 86X4077 8677M 09/30/2030 01997 6.890000400 20,000,000.0000 918,666.72 05/31/2015 86X4077 8677M 09/30/2033 01998 5.979999600 5,000,000.0000 199,333.32 05/31/2015 86X4077 8677M 09/30/2033 01999 5.810000400 5,000,000.0000 193,666.68 05/31/2015 86X4077 8677M 09/30/2033 02000 6.360001200 20,000,000.0000 848,000.16 05/31/2015 86X4077 8677M 09/30/2033 02001 5.699998800 10,000,000.0000 379,999.92 05/31/2015 86X4077 8677M 09/30/2026 02002 5.500000800 25,000,000.0000 916,666.80 05/31/2015 86X4077 8677M 09/30/2029 02002 5.500000800 20,000,000.0000 733,333.44 05/31/2015 86X4077 8677M 09/30/2032 02002 5.500000800 15,000,000.0000 550,000.08 05/31/2015 86X4077 8677M 09/30/2030 02003 5.280001200 50,000,000.0000 1,760,000.40 05/31/2015 86X4077 8677M 09/30/2033 02003 5.280001200 61,000,000.0000 2,147,200.49 05/31/2015 86X4077 8677M 09/30/2027 02004 5.259999600 67,000,000.0000 2,349,466.49 05/31/2015 86X4077 8677M 09/30/2029 02005 4.939999200 29,000,000.0000 955,066.51 05/31/2015 86X4077 8677M 09/30/2032 02005 4.939999200 10,000,000.0000 329,333.28 05/31/2015 86X4077 8677M 09/30/2029 02006 5.010001200 10,000,000.0000 334,000.08 05/31/2015 86X4077 8677M 09/30/2030 02006 5.010001200 130,000,000.0000 4,342,001.04 05/31/2015 86X4077 8677M 09/30/2029 02007 4.939999200 15,000,000.0000 493,999.92 05/31/2015 86X4077 8677M 09/30/2032 02007 4.939999200 10,000,000.0000 329,333.28 05/31/2015 86X4077 8677M 09/30/2030 02008 4.410000000 20,000,000.0000 588,000.00 05/31/2015 86X4077 8677M 09/30/2028 02009 3.589999200 7,000,000.0000 167,533.30 05/31/2015 86X4077 8677M 09/30/2030 02009 3.589999200 30,000,000.0000 717,999.84 05/31/2015 86X4077 8677M 09/30/2029 02010 3.669998400 25,000,000.0000 611,666.40 05/31/2015 86X4077 8677M 09/30/2030 02010 3.669998400 45,000,000.0000 1,100,999.52 05/31/2015 86X4077 8677M 09/30/2030 02011 3.110000400 41,000,000.0000 850,066.78 05/31/2015 86X4077 8677M 09/30/2031 02011 3.110000400 200,000,000.0000 4,146,667.20 05/31/2015 86X4077 8677M 09/30/2031 02012 2.350000800 100,000,000.0000 1,566,667.20 05/31/2015 86X4077 8677M 09/30/2032 02012 2.350000800 215,000,000.0000 3,368,334.48 05/31/2015 86X4077 8677M 09/30/2032 02013 3.170001600 400,000,000.0000 8,453,337.60 05/31/2015 86X4077 8677M 09/30/2033 02013 3.170001600 327,000,000.0000 6,910,603.49 05/31/2015 86X4077 8677M 09/30/2033 02014 2.149999200 175,000,000.0000 2,508,332.40 05/31/2015 ------------------------ ---------------------- 2,185,000,000.0000 53,231,209.93 S SUB-COHORT 86X4077 8677S 09/30/2025 01993 6.649999200 1,500,000.0000 66,499.99 05/31/2015 86X4077 8677S 09/30/2025 01994 6.770001600 3,500,000.0000 157,966.70 05/31/2015 86X4077 8677S 09/30/2028 01995 7.390000800 3,000,000.0000 147,800.02 05/31/2015 86X4077 8677S 09/30/2024 01996 6.770001600 2,000,000.0000 90,266.69 05/31/2015 86X4077 8677S 09/30/2024 01998 5.979999600 3,000,000.0000 119,599.99 05/31/2015 86X4077 8677S 09/30/2027 02002 5.680000800 65,000,000.0000 2,461,333.68 05/31/2015 86X4077 8677S 09/30/2028 02002 5.680000800 40,000,000.0000 1,514,666.88 05/31/2015 86X4077 8677S 09/30/2029 02002 5.680000800 5,000,000.0000 189,333.36 05/31/2015 86X4077 8677S 09/30/2033 02002 5.680000800 14,000,000.0000 530,133.41 05/31/2015 86X4077 8677S 09/30/2033 02008 3.219998400 60,000,000.0000 1,287,999.36 05/31/2015 86X4077 8677S 09/30/2030 02009 2.639998800 20,000,000.0000 351,999.84 05/31/2015 86X4077 8677S 09/30/2033 02009 2.639998800 12,000,000.0000 211,199.90 05/31/2015 86X4077 8677S 09/30/2030 02010 3.110000400 10,000,000.0000 207,333.36 05/31/2015 86X4077 8677S 09/30/2033 02010 3.110000400 24,000,000.0000 497,600.06 05/31/2015 86X4077 8677S 09/30/2030 02011 2.289999600 10,000,000.0000 152,666.64 05/31/2015 86X4077 8677S 09/30/2033 02011 2.289999600 5,000,000.0000 76,333.32 05/31/2015 86X4077 8677S 09/30/2031 02012 1.019998800 5,000,000.0000 33,999.96 05/31/2015 86X4077 8677S 09/30/2033 02012 1.019998800 5,000,000.0000 33,999.96 05/31/2015 ------------------------ ---------------------- 288,000,000.0000 8,130,733.12 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 8,000,000.0000 354,666.62 05/31/2015 86X4077 8677H 09/30/2030 01994 6.770001600 28,000,000.0000 1,263,733.63 05/31/2015 86X4077 8677H 09/30/2024 01995 7.390000800 15,000,000.0000 739,000.08 05/31/2015 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 1,231,666.80 05/31/2015 86X4077 8677H 09/30/2021 01996 6.770001600 10,000,000.0000 451,333.44 05/31/2015 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 315,933.41 05/31/2015 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 1,128,333.60 05/31/2015 86X4077 8677H 09/30/2022 01997 6.890000400 35,000,000.0000 1,607,666.76 05/31/2015 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 964,600.06 05/31/2015 86X4077 8677H 09/30/2033 01997 6.890000400 2,000,000.0000 91,866.67 05/31/2015 86X4077 8677H 09/30/2029 01998 5.979999600 43,000,000.0000 1,714,266.55 05/31/2015 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 797,333.28 05/31/2015 86X4077 8677H 09/30/2033 01998 5.979999600 5,000,000.0000 199,333.32 05/31/2015 86X4077 8677H 09/30/2023 01999 5.810000400 55,000,000.0000 2,130,333.48 05/31/2015 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 77,466.67 05/31/2015 86X4077 8677H 09/30/2030 02000 6.360001200 15,000,000.0000 636,000.12 05/31/2015 86X4077 8677H 09/30/2031 02000 6.360001200 5,000,000.0000 212,000.04 05/31/2015 86X4077 8677H 09/30/2033 02000 6.360001200 5,000,000.0000 212,000.04 05/31/2015 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 348,266.69 05/31/2015 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 130,600.01 05/31/2015 86X4077 8677H 09/30/2030 02001 6.530000400 15,000,000.0000 653,000.04 05/31/2015 86X4077 8677H 09/30/2033 02001 6.530000400 6,000,000.0000 261,200.02 05/31/2015 86X4077 8677H 09/30/2024 02002 5.379998400 35,000,000.0000 1,255,332.96 05/31/2015 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 537,999.84 05/31/2015 86X4077 8677H 09/30/2031 02002 5.379998400 20,000,000.0000 717,333.12 05/31/2015 86X4077 8677H 09/30/2033 02002 5.379998400 27,000,000.0000 968,399.71 05/31/2015 86X4077 8677H 09/30/2027 02003 5.259999600 175,000,000.0000 6,136,666.20 05/31/2015 86X4077 8677H 09/30/2028 02003 5.259999600 105,000,000.0000 3,681,999.72 05/31/2015 86X4077 8677H 09/30/2033 02003 5.259999600 75,000,000.0000 2,629,999.80 05/31/2015 86X4077 8677H 09/30/2033 02004 5.799999600 155,000,000.0000 5,993,332.92 05/31/2015 ------------------------ ---------------------- 965,000,000.0000 37,441,665.60 HC SUB-COHORT 86X4077 8677HC 09/30/2032 01993 6.649999200 3,000,000.0000 132,999.98 05/31/2015 86X4077 8677HC 09/30/2033 01994 6.770001600 8,000,000.0000 361,066.75 05/31/2015 86X4077 8677HC 09/30/2032 01995 7.390000800 5,000,000.0000 246,333.36 05/31/2015 86X4077 8677HC 09/30/2032 02000 6.360001200 7,000,000.0000 296,800.06 05/31/2015 86X4077 8677HC 09/30/2032 02001 5.670000000 3,000,000.0000 113,400.00 05/31/2015 86X4077 8677HC 09/30/2032 02003 6.030000000 10,000,000.0000 402,000.00 05/31/2015 86X4077 8677HC 09/30/2033 02004 4.989999600 27,000,000.0000 898,199.93 05/31/2015 86X4077 8677HC 09/30/2033 02005 4.700001600 18,000,000.0000 564,000.19 05/31/2015 86X4077 8677HC 09/30/2033 02006 4.910000400 23,000,000.0000 752,866.73 05/31/2015 86X4077 8677HC 09/30/2033 02007 4.709998800 26,000,000.0000 816,399.79 05/31/2015 86X4077 8677HC 09/30/2032 02008 4.060000800 15,000,000.0000 406,000.08 05/31/2015 86X4077 8677HC 09/30/2033 02008 4.060000800 15,000,000.0000 406,000.08 05/31/2015 86X4077 8677HC 09/30/2033 02009 3.350001600 45,000,000.0000 1,005,000.48 05/31/2015 86X4077 8677HC 09/30/2032 02010 3.489998400 30,000,000.0000 697,999.68 05/31/2015 86X4077 8677HC 09/30/2033 02010 3.489998400 230,000,000.0000 5,351,330.88 05/31/2015 86X4077 8677HC 09/30/2033 02011 3.179998800 85,000,000.0000 1,801,999.32 05/31/2015 86X4077 8677HC 09/30/2032 02012 2.610000000 60,000,000.0000 1,044,000.00 05/31/2015 86X4077 8677HC 09/30/2033 02012 2.610000000 82,000,000.0000 1,426,800.00 05/31/2015 86X4077 8677HC 09/30/2032 02013 3.170001600 150,000,000.0000 3,170,001.60 05/31/2015 86X4077 8677HC 09/30/2033 02013 3.170001600 120,000,000.0000 2,536,001.28 05/31/2015 86X4077 8677HC 09/30/2033 02014 2.400001200 80,000,000.0000 1,280,000.64 05/31/2015 ------------------------ ---------------------- 1,042,000,000.0000 23,709,200.83 ======================== ====================== 4,480,000,000.0000 122,512,809.48 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00