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 199,500.00 12/31/2015 86X4077 8677M 09/30/2029 01993 6.649999920 20,000,000.0000 332,500.00 12/31/2015 86X4077 8677M 09/30/2030 01993 6.649999920 10,000,000.0000 166,250.00 12/31/2015 86X4077 8677M 09/30/2031 01993 6.649999920 10,000,000.0000 166,250.00 12/31/2015 86X4077 8677M 09/30/2033 01993 6.649999920 12,000,000.0000 199,500.00 12/31/2015 86X4077 8677M 09/30/2034 01993 6.649999920 20,000,000.0000 332,500.00 12/31/2015 86X4077 8677M 09/30/2024 01995 7.389999720 6,000,000.0000 110,850.00 12/31/2015 86X4077 8677M 09/30/2033 01998 5.979999960 5,000,000.0000 74,750.00 12/31/2015 86X4077 8677M 09/30/2034 01998 5.979999960 44,000,000.0000 657,800.00 12/31/2015 86X4077 8677M 09/30/2033 01999 5.809999680 5,000,000.0000 72,625.00 12/31/2015 86X4077 8677M 09/30/2034 01999 5.809999680 15,000,000.0000 217,875.00 12/31/2015 86X4077 8677M 09/30/2033 02000 6.359999760 20,000,000.0000 318,000.00 12/31/2015 86X4077 8677M 09/30/2034 02000 6.359999760 12,000,000.0000 190,800.00 12/31/2015 86X4077 8677M 09/30/2033 02001 5.699999880 10,000,000.0000 142,500.00 12/31/2015 86X4077 8677M 09/30/2034 02001 5.699999880 22,000,000.0000 313,500.00 12/31/2015 86X4077 8677M 09/30/2032 02002 5.499999720 12,000,000.0000 165,000.00 12/31/2015 86X4077 8677M 09/30/2030 02003 5.279999760 50,000,000.0000 660,000.00 12/31/2015 86X4077 8677M 09/30/2033 02003 5.279999760 61,000,000.0000 805,200.00 12/31/2015 86X4077 8677M 09/30/2034 02003 5.279999760 45,000,000.0000 594,000.00 12/31/2015 86X4077 8677M 09/30/2030 02006 5.009999760 85,000,000.0000 1,064,625.00 12/31/2015 86X4077 8677M 09/30/2030 02008 4.410000000 5,000,000.0000 55,125.00 12/31/2015 86X4077 8677M 09/30/2031 02011 3.109999680 121,000,000.0000 940,775.00 12/31/2015 86X4077 8677M 09/30/2031 02012 2.309999760 100,000,000.0000 577,500.00 12/31/2015 86X4077 8677M 09/30/2032 02012 2.309999760 115,000,000.0000 664,125.00 12/31/2015 86X4077 8677M 09/30/2032 02013 2.329999920 150,000,000.0000 873,750.00 12/31/2015 86X4077 8677M 09/30/2033 02013 2.329999920 327,000,000.0000 1,904,775.00 12/31/2015 86X4077 8677M 09/30/2033 02014 2.160000000 175,000,000.0000 945,000.00 12/31/2015 86X4077 8677M 09/30/2034 02014 2.160000000 425,000,000.0000 2,295,000.00 12/31/2015 86X4077 8677M 09/30/2034 02015 3.089999880 130,000,000.0000 1,004,250.00 12/31/2015 ------------------------ ---------------------- 2,024,000,000.0000 16,044,325.00 S SUB-COHORT 86X4077 8677S 09/30/2034 02001 5.949999720 16,000,000.0000 238,000.00 12/31/2015 86X4077 8677S 09/30/2027 02002 5.679999720 43,000,000.0000 610,600.00 12/31/2015 86X4077 8677S 09/30/2028 02002 5.679999720 40,000,000.0000 568,000.00 12/31/2015 86X4077 8677S 09/30/2029 02002 5.679999720 5,000,000.0000 71,000.00 12/31/2015 86X4077 8677S 09/30/2033 02002 5.679999720 14,000,000.0000 198,800.00 12/31/2015 86X4077 8677S 09/30/2030 02009 2.639999880 20,000,000.0000 132,000.00 12/31/2015 86X4077 8677S 09/30/2033 02009 2.639999880 12,000,000.0000 79,200.00 12/31/2015 86X4077 8677S 09/30/2034 02009 2.639999880 155,000,000.0000 1,023,000.00 12/31/2015 86X4077 8677S 09/30/2030 02010 3.179999880 10,000,000.0000 79,500.00 12/31/2015 86X4077 8677S 09/30/2033 02010 3.179999880 24,000,000.0000 190,800.00 12/31/2015 86X4077 8677S 09/30/2034 02010 3.179999880 4,000,000.0000 31,800.00 12/31/2015 86X4077 8677S 09/30/2030 02011 2.269999800 10,000,000.0000 56,750.00 12/31/2015 86X4077 8677S 09/30/2033 02011 2.269999800 5,000,000.0000 28,375.00 12/31/2015 86X4077 8677S 09/30/2034 02011 2.269999800 16,000,000.0000 90,800.00 12/31/2015 86X4077 8677S 09/30/2031 02012 1.019999880 5,000,000.0000 12,750.00 12/31/2015 86X4077 8677S 09/30/2033 02012 1.019999880 5,000,000.0000 12,750.00 12/31/2015 86X4077 8677S 09/30/2034 02012 1.019999880 14,000,000.0000 35,700.00 12/31/2015 86X4077 8677S 09/30/2034 02013 1.530000000 17,500,000.0000 66,937.50 12/31/2015 86X4077 8677S 09/30/2034 02014 2.099999880 3,500,000.0000 18,375.00 12/31/2015 86X4077 8677S 09/30/2034 02015 3.600000000 1,000,000.0000 9,000.00 12/31/2015 ------------------------ ---------------------- 420,000,000.0000 3,554,137.50 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999920 5,000,000.0000 83,125.00 12/31/2015 86X4077 8677H 09/30/2030 01994 6.769999800 22,000,000.0000 372,350.00 12/31/2015 86X4077 8677H 09/30/2024 01995 7.389999720 5,000,000.0000 92,375.00 12/31/2015 86X4077 8677H 09/30/2030 01995 7.389999720 25,000,000.0000 461,875.00 12/31/2015 86X4077 8677H 09/30/2021 01996 6.769999800 5,000,000.0000 84,625.00 12/31/2015 86X4077 8677H 09/30/2024 01996 6.769999800 7,000,000.0000 118,475.00 12/31/2015 86X4077 8677H 09/30/2030 01996 6.769999800 25,000,000.0000 423,125.00 12/31/2015 86X4077 8677H 09/30/2022 01997 6.889999680 27,000,000.0000 465,075.00 12/31/2015 86X4077 8677H 09/30/2030 01997 6.889999680 21,000,000.0000 361,725.00 12/31/2015 86X4077 8677H 09/30/2033 01997 6.889999680 2,000,000.0000 34,450.00 12/31/2015 86X4077 8677H 09/30/2029 01998 5.979999960 30,000,000.0000 448,500.00 12/31/2015 86X4077 8677H 09/30/2030 01998 5.979999960 20,000,000.0000 299,000.00 12/31/2015 86X4077 8677H 09/30/2033 01998 5.979999960 5,000,000.0000 74,750.00 12/31/2015 86X4077 8677H 09/30/2023 01999 5.809999680 41,000,000.0000 595,525.00 12/31/2015 86X4077 8677H 09/30/2030 01999 5.809999680 2,000,000.0000 29,050.00 12/31/2015 86X4077 8677H 09/30/2030 02000 6.359999760 8,000,000.0000 127,200.00 12/31/2015 86X4077 8677H 09/30/2031 02000 6.359999760 5,000,000.0000 79,500.00 12/31/2015 86X4077 8677H 09/30/2033 02000 6.359999760 5,000,000.0000 79,500.00 12/31/2015 86X4077 8677H 09/30/2027 02001 6.529999680 8,000,000.0000 130,600.00 12/31/2015 86X4077 8677H 09/30/2029 02001 6.529999680 3,000,000.0000 48,975.00 12/31/2015 86X4077 8677H 09/30/2030 02001 6.529999680 15,000,000.0000 244,875.00 12/31/2015 86X4077 8677H 09/30/2033 02001 6.529999680 6,000,000.0000 97,950.00 12/31/2015 86X4077 8677H 09/30/2024 02002 5.379999840 28,000,000.0000 376,600.00 12/31/2015 86X4077 8677H 09/30/2026 02002 5.379999840 15,000,000.0000 201,750.00 12/31/2015 86X4077 8677H 09/30/2031 02002 5.379999840 20,000,000.0000 269,000.00 12/31/2015 86X4077 8677H 09/30/2033 02002 5.379999840 27,000,000.0000 363,150.00 12/31/2015 86X4077 8677H 09/30/2027 02003 5.259999960 155,000,000.0000 2,038,250.00 12/31/2015 86X4077 8677H 09/30/2028 02003 5.259999960 105,000,000.0000 1,380,750.00 12/31/2015 86X4077 8677H 09/30/2033 02003 5.259999960 75,000,000.0000 986,250.00 12/31/2015 86X4077 8677H 09/30/2033 02004 5.799999960 155,000,000.0000 2,247,500.00 12/31/2015 86X4077 8677H 09/30/2034 02004 5.799999960 45,000,000.0000 652,500.00 12/31/2015 ------------------------ ---------------------- 917,000,000.0000 13,268,375.00 HC SUB-COHORT 86X4077 8677HC 09/30/2034 01992 7.589999880 35,000,000.0000 664,125.00 12/31/2015 86X4077 8677HC 09/30/2033 01994 6.769999800 8,000,000.0000 135,400.00 12/31/2015 86X4077 8677HC 09/30/2034 01994 6.769999800 91,000,000.0000 1,540,175.00 12/31/2015 86X4077 8677HC 09/30/2032 01995 7.389999720 3,000,000.0000 55,425.00 12/31/2015 86X4077 8677HC 09/30/2034 01996 6.769999800 75,000,000.0000 1,269,375.00 12/31/2015 86X4077 8677HC 09/30/2034 01997 6.889999680 17,500,000.0000 301,437.50 12/31/2015 86X4077 8677HC 09/30/2034 02002 5.259999960 19,000,000.0000 249,850.00 12/31/2015 86X4077 8677HC 09/30/2033 02004 4.989999960 27,000,000.0000 336,825.00 12/31/2015 86X4077 8677HC 09/30/2034 02004 4.989999960 78,000,000.0000 973,050.00 12/31/2015 86X4077 8677HC 09/30/2033 02005 4.699999800 18,000,000.0000 211,500.00 12/31/2015 86X4077 8677HC 09/30/2034 02005 4.699999800 36,000,000.0000 423,000.00 12/31/2015 86X4077 8677HC 09/30/2033 02006 4.909999680 23,000,000.0000 282,325.00 12/31/2015 86X4077 8677HC 09/30/2034 02006 4.909999680 47,000,000.0000 576,925.00 12/31/2015 86X4077 8677HC 09/30/2033 02007 4.709999880 26,000,000.0000 306,150.00 12/31/2015 86X4077 8677HC 09/30/2034 02007 4.709999880 45,000,000.0000 529,875.00 12/31/2015 86X4077 8677HC 09/30/2032 02008 4.059999720 15,000,000.0000 152,250.00 12/31/2015 86X4077 8677HC 09/30/2033 02008 4.059999720 15,000,000.0000 152,250.00 12/31/2015 86X4077 8677HC 09/30/2034 02008 4.059999720 7,000,000.0000 71,050.00 12/31/2015 86X4077 8677HC 09/30/2033 02009 3.349999800 45,000,000.0000 376,875.00 12/31/2015 86X4077 8677HC 09/30/2034 02009 3.349999800 78,000,000.0000 653,250.00 12/31/2015 86X4077 8677HC 09/30/2033 02010 3.489999840 215,000,000.0000 1,875,875.00 12/31/2015 86X4077 8677HC 09/30/2033 02011 3.249999720 85,000,000.0000 690,625.00 12/31/2015 86X4077 8677HC 09/30/2034 02011 3.249999720 102,000,000.0000 828,750.00 12/31/2015 86X4077 8677HC 09/30/2032 02012 2.589999840 60,000,000.0000 388,500.00 12/31/2015 86X4077 8677HC 09/30/2033 02012 2.589999840 82,000,000.0000 530,950.00 12/31/2015 86X4077 8677HC 09/30/2034 02012 2.589999840 107,000,000.0000 692,825.00 12/31/2015 86X4077 8677HC 09/30/2032 02013 2.679999840 150,000,000.0000 1,005,000.00 12/31/2015 86X4077 8677HC 09/30/2033 02013 2.679999840 120,000,000.0000 804,000.00 12/31/2015 86X4077 8677HC 09/30/2034 02013 2.679999840 45,000,000.0000 301,500.00 12/31/2015 86X4077 8677HC 09/30/2033 02014 2.419999920 80,000,000.0000 484,000.00 12/31/2015 86X4077 8677HC 09/30/2034 02014 2.419999920 220,000,000.0000 1,331,000.00 12/31/2015 86X4077 8677HC 09/30/2034 02015 3.459999960 32,000,000.0000 276,800.00 12/31/2015 ------------------------ ---------------------- 2,006,500,000.0000 18,470,937.50 ======================== ====================== 5,367,500,000.0000 51,337,775.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================