Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- M SUB-COHORT 86X4077 8677M 09/30/2024 01993 6.649999920 12,000,000.0000 66,500.00 10/31/2015 86X4077 8677M 09/30/2029 01993 6.649999920 20,000,000.0000 110,833.33 10/31/2015 86X4077 8677M 09/30/2030 01993 6.649999920 10,000,000.0000 55,416.67 10/31/2015 86X4077 8677M 09/30/2031 01993 6.649999920 10,000,000.0000 55,416.67 10/31/2015 86X4077 8677M 09/30/2033 01993 6.649999920 12,000,000.0000 66,500.00 10/31/2015 86X4077 8677M 09/30/2034 01993 6.649999920 20,000,000.0000 110,833.33 10/31/2015 86X4077 8677M 09/30/2024 01995 7.389999720 6,000,000.0000 36,950.00 10/31/2015 86X4077 8677M 09/30/2033 01998 5.979999960 5,000,000.0000 24,916.67 10/31/2015 86X4077 8677M 09/30/2034 01998 5.979999960 44,000,000.0000 219,266.67 10/31/2015 86X4077 8677M 09/30/2033 01999 5.809999680 5,000,000.0000 24,208.33 10/31/2015 86X4077 8677M 09/30/2034 01999 5.809999680 15,000,000.0000 72,625.00 10/31/2015 86X4077 8677M 09/30/2033 02000 6.359999760 20,000,000.0000 106,000.00 10/31/2015 86X4077 8677M 09/30/2034 02000 6.359999760 12,000,000.0000 63,600.00 10/31/2015 86X4077 8677M 09/30/2033 02001 5.699999880 10,000,000.0000 47,500.00 10/31/2015 86X4077 8677M 09/30/2034 02001 5.699999880 22,000,000.0000 104,500.00 10/31/2015 86X4077 8677M 09/30/2032 02002 5.499999720 12,000,000.0000 55,000.00 10/31/2015 86X4077 8677M 09/30/2030 02003 5.279999760 50,000,000.0000 220,000.00 10/31/2015 86X4077 8677M 09/30/2033 02003 5.279999760 61,000,000.0000 268,400.00 10/31/2015 86X4077 8677M 09/30/2034 02003 5.279999760 45,000,000.0000 198,000.00 10/31/2015 86X4077 8677M 09/30/2030 02006 5.009999760 85,000,000.0000 354,875.00 10/31/2015 86X4077 8677M 09/30/2030 02008 4.410000000 5,000,000.0000 18,375.00 10/31/2015 86X4077 8677M 09/30/2031 02011 3.109999680 121,000,000.0000 313,591.67 10/31/2015 86X4077 8677M 09/30/2031 02012 2.309999760 100,000,000.0000 192,500.00 10/31/2015 86X4077 8677M 09/30/2032 02012 2.309999760 115,000,000.0000 221,375.00 10/31/2015 86X4077 8677M 09/30/2032 02013 2.329999920 150,000,000.0000 291,250.00 10/31/2015 86X4077 8677M 09/30/2033 02013 2.329999920 327,000,000.0000 634,925.00 10/31/2015 86X4077 8677M 09/30/2033 02014 2.160000000 175,000,000.0000 315,000.00 10/31/2015 86X4077 8677M 09/30/2034 02014 2.160000000 425,000,000.0000 765,000.00 10/31/2015 86X4077 8677M 09/30/2034 02015 3.089999880 130,000,000.0000 334,750.00 10/31/2015 ------------------------ ---------------------- 2,024,000,000.0000 5,348,108.34 S SUB-COHORT 86X4077 8677S 09/30/2034 02001 5.949999720 16,000,000.0000 79,333.33 10/31/2015 86X4077 8677S 09/30/2027 02002 5.679999720 43,000,000.0000 203,533.33 10/31/2015 86X4077 8677S 09/30/2028 02002 5.679999720 40,000,000.0000 189,333.33 10/31/2015 86X4077 8677S 09/30/2029 02002 5.679999720 5,000,000.0000 23,666.67 10/31/2015 86X4077 8677S 09/30/2033 02002 5.679999720 14,000,000.0000 66,266.67 10/31/2015 86X4077 8677S 09/30/2030 02009 2.639999880 20,000,000.0000 44,000.00 10/31/2015 86X4077 8677S 09/30/2033 02009 2.639999880 12,000,000.0000 26,400.00 10/31/2015 86X4077 8677S 09/30/2034 02009 2.639999880 155,000,000.0000 341,000.00 10/31/2015 86X4077 8677S 09/30/2030 02010 3.179999880 10,000,000.0000 26,500.00 10/31/2015 86X4077 8677S 09/30/2033 02010 3.179999880 24,000,000.0000 63,600.00 10/31/2015 86X4077 8677S 09/30/2034 02010 3.179999880 4,000,000.0000 10,600.00 10/31/2015 86X4077 8677S 09/30/2030 02011 2.269999800 10,000,000.0000 18,916.67 10/31/2015 86X4077 8677S 09/30/2033 02011 2.269999800 5,000,000.0000 9,458.33 10/31/2015 86X4077 8677S 09/30/2034 02011 2.269999800 16,000,000.0000 30,266.67 10/31/2015 86X4077 8677S 09/30/2031 02012 1.019999880 5,000,000.0000 4,250.00 10/31/2015 86X4077 8677S 09/30/2033 02012 1.019999880 5,000,000.0000 4,250.00 10/31/2015 86X4077 8677S 09/30/2034 02012 1.019999880 14,000,000.0000 11,900.00 10/31/2015 86X4077 8677S 09/30/2034 02013 1.530000000 17,500,000.0000 22,312.50 10/31/2015 86X4077 8677S 09/30/2034 02014 2.099999880 3,500,000.0000 6,125.00 10/31/2015 86X4077 8677S 09/30/2034 02015 3.600000000 1,000,000.0000 3,000.00 10/31/2015 ------------------------ ---------------------- 420,000,000.0000 1,184,712.50 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999920 5,000,000.0000 27,708.33 10/31/2015 86X4077 8677H 09/30/2030 01994 6.769999800 22,000,000.0000 124,116.67 10/31/2015 86X4077 8677H 09/30/2024 01995 7.389999720 5,000,000.0000 30,791.67 10/31/2015 86X4077 8677H 09/30/2030 01995 7.389999720 25,000,000.0000 153,958.33 10/31/2015 86X4077 8677H 09/30/2021 01996 6.769999800 5,000,000.0000 28,208.33 10/31/2015 86X4077 8677H 09/30/2024 01996 6.769999800 7,000,000.0000 39,491.67 10/31/2015 86X4077 8677H 09/30/2030 01996 6.769999800 25,000,000.0000 141,041.67 10/31/2015 86X4077 8677H 09/30/2022 01997 6.889999680 27,000,000.0000 155,025.00 10/31/2015 86X4077 8677H 09/30/2030 01997 6.889999680 21,000,000.0000 120,575.00 10/31/2015 86X4077 8677H 09/30/2033 01997 6.889999680 2,000,000.0000 11,483.33 10/31/2015 86X4077 8677H 09/30/2029 01998 5.979999960 30,000,000.0000 149,500.00 10/31/2015 86X4077 8677H 09/30/2030 01998 5.979999960 20,000,000.0000 99,666.67 10/31/2015 86X4077 8677H 09/30/2033 01998 5.979999960 5,000,000.0000 24,916.67 10/31/2015 86X4077 8677H 09/30/2023 01999 5.809999680 41,000,000.0000 198,508.33 10/31/2015 86X4077 8677H 09/30/2030 01999 5.809999680 2,000,000.0000 9,683.33 10/31/2015 86X4077 8677H 09/30/2030 02000 6.359999760 8,000,000.0000 42,400.00 10/31/2015 86X4077 8677H 09/30/2031 02000 6.359999760 5,000,000.0000 26,500.00 10/31/2015 86X4077 8677H 09/30/2033 02000 6.359999760 5,000,000.0000 26,500.00 10/31/2015 86X4077 8677H 09/30/2027 02001 6.529999680 8,000,000.0000 43,533.33 10/31/2015 86X4077 8677H 09/30/2029 02001 6.529999680 3,000,000.0000 16,325.00 10/31/2015 86X4077 8677H 09/30/2030 02001 6.529999680 15,000,000.0000 81,625.00 10/31/2015 86X4077 8677H 09/30/2033 02001 6.529999680 6,000,000.0000 32,650.00 10/31/2015 86X4077 8677H 09/30/2024 02002 5.379999840 28,000,000.0000 125,533.33 10/31/2015 86X4077 8677H 09/30/2026 02002 5.379999840 15,000,000.0000 67,250.00 10/31/2015 86X4077 8677H 09/30/2031 02002 5.379999840 20,000,000.0000 89,666.67 10/31/2015 86X4077 8677H 09/30/2033 02002 5.379999840 27,000,000.0000 121,050.00 10/31/2015 86X4077 8677H 09/30/2027 02003 5.259999960 155,000,000.0000 679,416.67 10/31/2015 86X4077 8677H 09/30/2028 02003 5.259999960 105,000,000.0000 460,250.00 10/31/2015 86X4077 8677H 09/30/2033 02003 5.259999960 75,000,000.0000 328,750.00 10/31/2015 86X4077 8677H 09/30/2033 02004 5.799999960 155,000,000.0000 749,166.67 10/31/2015 86X4077 8677H 09/30/2034 02004 5.799999960 45,000,000.0000 217,500.00 10/31/2015 ------------------------ ---------------------- 917,000,000.0000 4,422,791.67 HC SUB-COHORT 86X4077 8677HC 09/30/2034 01992 7.589999880 35,000,000.0000 221,375.00 10/31/2015 86X4077 8677HC 09/30/2033 01994 6.769999800 8,000,000.0000 45,133.33 10/31/2015 86X4077 8677HC 09/30/2034 01994 6.769999800 91,000,000.0000 513,391.67 10/31/2015 86X4077 8677HC 09/30/2032 01995 7.389999720 3,000,000.0000 18,475.00 10/31/2015 86X4077 8677HC 09/30/2034 01996 6.769999800 75,000,000.0000 423,125.00 10/31/2015 86X4077 8677HC 09/30/2034 01997 6.889999680 17,500,000.0000 100,479.17 10/31/2015 86X4077 8677HC 09/30/2034 02002 5.259999960 19,000,000.0000 83,283.33 10/31/2015 86X4077 8677HC 09/30/2033 02004 4.989999960 27,000,000.0000 112,275.00 10/31/2015 86X4077 8677HC 09/30/2034 02004 4.989999960 78,000,000.0000 324,350.00 10/31/2015 86X4077 8677HC 09/30/2033 02005 4.699999800 18,000,000.0000 70,500.00 10/31/2015 86X4077 8677HC 09/30/2034 02005 4.699999800 36,000,000.0000 141,000.00 10/31/2015 86X4077 8677HC 09/30/2033 02006 4.909999680 23,000,000.0000 94,108.33 10/31/2015 86X4077 8677HC 09/30/2034 02006 4.909999680 47,000,000.0000 192,308.33 10/31/2015 86X4077 8677HC 09/30/2033 02007 4.709999880 26,000,000.0000 102,050.00 10/31/2015 86X4077 8677HC 09/30/2034 02007 4.709999880 45,000,000.0000 176,625.00 10/31/2015 86X4077 8677HC 09/30/2032 02008 4.059999720 15,000,000.0000 50,750.00 10/31/2015 86X4077 8677HC 09/30/2033 02008 4.059999720 15,000,000.0000 50,750.00 10/31/2015 86X4077 8677HC 09/30/2034 02008 4.059999720 7,000,000.0000 23,683.33 10/31/2015 86X4077 8677HC 09/30/2033 02009 3.349999800 45,000,000.0000 125,625.00 10/31/2015 86X4077 8677HC 09/30/2034 02009 3.349999800 78,000,000.0000 217,750.00 10/31/2015 86X4077 8677HC 09/30/2033 02010 3.489999840 215,000,000.0000 625,291.67 10/31/2015 86X4077 8677HC 09/30/2033 02011 3.249999720 85,000,000.0000 230,208.33 10/31/2015 86X4077 8677HC 09/30/2034 02011 3.249999720 102,000,000.0000 276,250.00 10/31/2015 86X4077 8677HC 09/30/2032 02012 2.589999840 60,000,000.0000 129,500.00 10/31/2015 86X4077 8677HC 09/30/2033 02012 2.589999840 82,000,000.0000 176,983.33 10/31/2015 86X4077 8677HC 09/30/2034 02012 2.589999840 107,000,000.0000 230,941.67 10/31/2015 86X4077 8677HC 09/30/2032 02013 2.679999840 150,000,000.0000 335,000.00 10/31/2015 86X4077 8677HC 09/30/2033 02013 2.679999840 120,000,000.0000 268,000.00 10/31/2015 86X4077 8677HC 09/30/2034 02013 2.679999840 45,000,000.0000 100,500.00 10/31/2015 86X4077 8677HC 09/30/2033 02014 2.419999920 80,000,000.0000 161,333.33 10/31/2015 86X4077 8677HC 09/30/2034 02014 2.419999920 220,000,000.0000 443,666.67 10/31/2015 86X4077 8677HC 09/30/2034 02015 3.459999960 32,000,000.0000 92,266.67 10/31/2015 ------------------------ ---------------------- 2,006,500,000.0000 6,156,979.16 ======================== ====================== 5,367,500,000.0000 17,112,591.67 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00