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 266,000.00 01/31/2016 86X4077 8677M 09/30/2029 01993 6.649999920 20,000,000.0000 443,333.33 01/31/2016 86X4077 8677M 09/30/2030 01993 6.649999920 10,000,000.0000 221,666.67 01/31/2016 86X4077 8677M 09/30/2031 01993 6.649999920 10,000,000.0000 221,666.67 01/31/2016 86X4077 8677M 09/30/2033 01993 6.649999920 12,000,000.0000 266,000.00 01/31/2016 86X4077 8677M 09/30/2034 01993 6.649999920 20,000,000.0000 443,333.33 01/31/2016 86X4077 8677M 09/30/2024 01995 7.389999720 6,000,000.0000 147,800.00 01/31/2016 86X4077 8677M 09/30/2033 01998 5.979999960 5,000,000.0000 99,666.67 01/31/2016 86X4077 8677M 09/30/2034 01998 5.979999960 44,000,000.0000 877,066.67 01/31/2016 86X4077 8677M 09/30/2033 01999 5.809999680 5,000,000.0000 96,833.33 01/31/2016 86X4077 8677M 09/30/2034 01999 5.809999680 15,000,000.0000 290,500.00 01/31/2016 86X4077 8677M 09/30/2033 02000 6.359999760 20,000,000.0000 424,000.00 01/31/2016 86X4077 8677M 09/30/2034 02000 6.359999760 12,000,000.0000 254,400.00 01/31/2016 86X4077 8677M 09/30/2033 02001 5.699999880 10,000,000.0000 190,000.00 01/31/2016 86X4077 8677M 09/30/2034 02001 5.699999880 22,000,000.0000 418,000.00 01/31/2016 86X4077 8677M 09/30/2032 02002 5.499999720 12,000,000.0000 220,000.00 01/31/2016 86X4077 8677M 09/30/2030 02003 5.279999760 50,000,000.0000 880,000.00 01/31/2016 86X4077 8677M 09/30/2033 02003 5.279999760 61,000,000.0000 1,073,600.00 01/31/2016 86X4077 8677M 09/30/2034 02003 5.279999760 45,000,000.0000 792,000.00 01/31/2016 86X4077 8677M 09/30/2030 02006 5.009999760 85,000,000.0000 1,419,500.00 01/31/2016 86X4077 8677M 09/30/2030 02008 4.410000000 5,000,000.0000 73,500.00 01/31/2016 86X4077 8677M 09/30/2031 02011 3.109999680 121,000,000.0000 1,254,366.67 01/31/2016 86X4077 8677M 09/30/2031 02012 2.309999760 100,000,000.0000 770,000.00 01/31/2016 86X4077 8677M 09/30/2032 02012 2.309999760 115,000,000.0000 885,500.00 01/31/2016 86X4077 8677M 09/30/2032 02013 2.329999920 150,000,000.0000 1,165,000.00 01/31/2016 86X4077 8677M 09/30/2033 02013 2.329999920 327,000,000.0000 2,539,700.00 01/31/2016 86X4077 8677M 09/30/2033 02014 2.160000000 175,000,000.0000 1,260,000.00 01/31/2016 86X4077 8677M 09/30/2034 02014 2.160000000 425,000,000.0000 3,060,000.00 01/31/2016 86X4077 8677M 09/30/2034 02015 3.089999880 130,000,000.0000 1,339,000.00 01/31/2016 ------------------------ ---------------------- 2,024,000,000.0000 21,392,433.34 S SUB-COHORT 86X4077 8677S 09/30/2034 02001 5.949999720 16,000,000.0000 317,333.33 01/31/2016 86X4077 8677S 09/30/2027 02002 5.679999720 43,000,000.0000 814,133.33 01/31/2016 86X4077 8677S 09/30/2028 02002 5.679999720 40,000,000.0000 757,333.33 01/31/2016 86X4077 8677S 09/30/2029 02002 5.679999720 5,000,000.0000 94,666.67 01/31/2016 86X4077 8677S 09/30/2033 02002 5.679999720 14,000,000.0000 265,066.67 01/31/2016 86X4077 8677S 09/30/2030 02009 2.639999880 20,000,000.0000 176,000.00 01/31/2016 86X4077 8677S 09/30/2033 02009 2.639999880 12,000,000.0000 105,600.00 01/31/2016 86X4077 8677S 09/30/2034 02009 2.639999880 155,000,000.0000 1,364,000.00 01/31/2016 86X4077 8677S 09/30/2030 02010 3.179999880 10,000,000.0000 106,000.00 01/31/2016 86X4077 8677S 09/30/2033 02010 3.179999880 24,000,000.0000 254,400.00 01/31/2016 86X4077 8677S 09/30/2034 02010 3.179999880 4,000,000.0000 42,400.00 01/31/2016 86X4077 8677S 09/30/2030 02011 2.269999800 10,000,000.0000 75,666.67 01/31/2016 86X4077 8677S 09/30/2033 02011 2.269999800 5,000,000.0000 37,833.33 01/31/2016 86X4077 8677S 09/30/2034 02011 2.269999800 16,000,000.0000 121,066.67 01/31/2016 86X4077 8677S 09/30/2031 02012 1.019999880 5,000,000.0000 17,000.00 01/31/2016 86X4077 8677S 09/30/2033 02012 1.019999880 5,000,000.0000 17,000.00 01/31/2016 86X4077 8677S 09/30/2034 02012 1.019999880 14,000,000.0000 47,600.00 01/31/2016 86X4077 8677S 09/30/2034 02013 1.530000000 17,500,000.0000 89,250.00 01/31/2016 86X4077 8677S 09/30/2034 02014 2.099999880 3,500,000.0000 24,500.00 01/31/2016 86X4077 8677S 09/30/2034 02015 3.600000000 1,000,000.0000 12,000.00 01/31/2016 ------------------------ ---------------------- 420,000,000.0000 4,738,850.00 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999920 5,000,000.0000 110,833.33 01/31/2016 86X4077 8677H 09/30/2030 01994 6.769999800 22,000,000.0000 496,466.67 01/31/2016 86X4077 8677H 09/30/2024 01995 7.389999720 5,000,000.0000 123,166.67 01/31/2016 86X4077 8677H 09/30/2030 01995 7.389999720 25,000,000.0000 615,833.33 01/31/2016 86X4077 8677H 09/30/2021 01996 6.769999800 5,000,000.0000 112,833.33 01/31/2016 86X4077 8677H 09/30/2024 01996 6.769999800 7,000,000.0000 157,966.67 01/31/2016 86X4077 8677H 09/30/2030 01996 6.769999800 25,000,000.0000 564,166.67 01/31/2016 86X4077 8677H 09/30/2022 01997 6.889999680 27,000,000.0000 620,100.00 01/31/2016 86X4077 8677H 09/30/2030 01997 6.889999680 21,000,000.0000 482,300.00 01/31/2016 86X4077 8677H 09/30/2033 01997 6.889999680 2,000,000.0000 45,933.33 01/31/2016 86X4077 8677H 09/30/2029 01998 5.979999960 30,000,000.0000 598,000.00 01/31/2016 86X4077 8677H 09/30/2030 01998 5.979999960 20,000,000.0000 398,666.67 01/31/2016 86X4077 8677H 09/30/2033 01998 5.979999960 5,000,000.0000 99,666.67 01/31/2016 86X4077 8677H 09/30/2023 01999 5.809999680 41,000,000.0000 794,033.33 01/31/2016 86X4077 8677H 09/30/2030 01999 5.809999680 2,000,000.0000 38,733.33 01/31/2016 86X4077 8677H 09/30/2030 02000 6.359999760 8,000,000.0000 169,600.00 01/31/2016 86X4077 8677H 09/30/2031 02000 6.359999760 5,000,000.0000 106,000.00 01/31/2016 86X4077 8677H 09/30/2033 02000 6.359999760 5,000,000.0000 106,000.00 01/31/2016 86X4077 8677H 09/30/2027 02001 6.529999680 8,000,000.0000 174,133.33 01/31/2016 86X4077 8677H 09/30/2029 02001 6.529999680 3,000,000.0000 65,300.00 01/31/2016 86X4077 8677H 09/30/2030 02001 6.529999680 15,000,000.0000 326,500.00 01/31/2016 86X4077 8677H 09/30/2033 02001 6.529999680 6,000,000.0000 130,600.00 01/31/2016 86X4077 8677H 09/30/2024 02002 5.379999840 28,000,000.0000 502,133.33 01/31/2016 86X4077 8677H 09/30/2026 02002 5.379999840 15,000,000.0000 269,000.00 01/31/2016 86X4077 8677H 09/30/2031 02002 5.379999840 20,000,000.0000 358,666.67 01/31/2016 86X4077 8677H 09/30/2033 02002 5.379999840 27,000,000.0000 484,200.00 01/31/2016 86X4077 8677H 09/30/2027 02003 5.259999960 155,000,000.0000 2,717,666.67 01/31/2016 86X4077 8677H 09/30/2028 02003 5.259999960 105,000,000.0000 1,841,000.00 01/31/2016 86X4077 8677H 09/30/2033 02003 5.259999960 75,000,000.0000 1,315,000.00 01/31/2016 86X4077 8677H 09/30/2033 02004 5.799999960 155,000,000.0000 2,996,666.67 01/31/2016 86X4077 8677H 09/30/2034 02004 5.799999960 45,000,000.0000 870,000.00 01/31/2016 ------------------------ ---------------------- 917,000,000.0000 17,691,166.67 HC SUB-COHORT 86X4077 8677HC 09/30/2034 01992 7.589999880 35,000,000.0000 885,500.00 01/31/2016 86X4077 8677HC 09/30/2033 01994 6.769999800 8,000,000.0000 180,533.33 01/31/2016 86X4077 8677HC 09/30/2034 01994 6.769999800 91,000,000.0000 2,053,566.67 01/31/2016 86X4077 8677HC 09/30/2032 01995 7.389999720 3,000,000.0000 73,900.00 01/31/2016 86X4077 8677HC 09/30/2034 01996 6.769999800 75,000,000.0000 1,692,500.00 01/31/2016 86X4077 8677HC 09/30/2034 01997 6.889999680 17,500,000.0000 401,916.67 01/31/2016 86X4077 8677HC 09/30/2034 02002 5.259999960 19,000,000.0000 333,133.33 01/31/2016 86X4077 8677HC 09/30/2033 02004 4.989999960 27,000,000.0000 449,100.00 01/31/2016 86X4077 8677HC 09/30/2034 02004 4.989999960 78,000,000.0000 1,297,400.00 01/31/2016 86X4077 8677HC 09/30/2033 02005 4.699999800 18,000,000.0000 282,000.00 01/31/2016 86X4077 8677HC 09/30/2034 02005 4.699999800 36,000,000.0000 564,000.00 01/31/2016 86X4077 8677HC 09/30/2033 02006 4.909999680 23,000,000.0000 376,433.33 01/31/2016 86X4077 8677HC 09/30/2034 02006 4.909999680 47,000,000.0000 769,233.33 01/31/2016 86X4077 8677HC 09/30/2033 02007 4.709999880 26,000,000.0000 408,200.00 01/31/2016 86X4077 8677HC 09/30/2034 02007 4.709999880 45,000,000.0000 706,500.00 01/31/2016 86X4077 8677HC 09/30/2032 02008 4.059999720 15,000,000.0000 203,000.00 01/31/2016 86X4077 8677HC 09/30/2033 02008 4.059999720 15,000,000.0000 203,000.00 01/31/2016 86X4077 8677HC 09/30/2034 02008 4.059999720 7,000,000.0000 94,733.33 01/31/2016 86X4077 8677HC 09/30/2033 02009 3.349999800 45,000,000.0000 502,500.00 01/31/2016 86X4077 8677HC 09/30/2034 02009 3.349999800 78,000,000.0000 871,000.00 01/31/2016 86X4077 8677HC 09/30/2033 02010 3.489999840 215,000,000.0000 2,501,166.67 01/31/2016 86X4077 8677HC 09/30/2033 02011 3.249999720 85,000,000.0000 920,833.33 01/31/2016 86X4077 8677HC 09/30/2034 02011 3.249999720 102,000,000.0000 1,105,000.00 01/31/2016 86X4077 8677HC 09/30/2032 02012 2.589999840 60,000,000.0000 518,000.00 01/31/2016 86X4077 8677HC 09/30/2033 02012 2.589999840 82,000,000.0000 707,933.33 01/31/2016 86X4077 8677HC 09/30/2034 02012 2.589999840 107,000,000.0000 923,766.67 01/31/2016 86X4077 8677HC 09/30/2032 02013 2.679999840 150,000,000.0000 1,340,000.00 01/31/2016 86X4077 8677HC 09/30/2033 02013 2.679999840 120,000,000.0000 1,072,000.00 01/31/2016 86X4077 8677HC 09/30/2034 02013 2.679999840 45,000,000.0000 402,000.00 01/31/2016 86X4077 8677HC 09/30/2033 02014 2.419999920 80,000,000.0000 645,333.33 01/31/2016 86X4077 8677HC 09/30/2034 02014 2.419999920 220,000,000.0000 1,774,666.67 01/31/2016 86X4077 8677HC 09/30/2034 02015 3.459999960 32,000,000.0000 369,066.67 01/31/2016 ------------------------ ---------------------- 2,006,500,000.0000 24,627,916.66 ======================== ====================== 5,367,500,000.0000 68,450,366.67 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00