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 69,574.99 10/31/2014 86X4077 8677M 09/30/2024 01993 6.649999200 12,000,000.0000 66,499.99 10/31/2014 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 110,833.32 10/31/2014 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 55,416.66 10/31/2014 86X4077 8677M 09/30/2031 01993 6.649999200 10,000,000.0000 55,416.66 10/31/2014 86X4077 8677M 09/30/2033 01993 6.649999200 12,000,000.0000 66,499.99 10/31/2014 86X4077 8677M 09/30/2032 01994 6.770001600 6,000,000.0000 33,850.01 10/31/2014 86X4077 8677M 09/30/2024 01995 7.390000800 7,000,000.0000 43,108.34 10/31/2014 86X4077 8677M 09/30/2032 01996 6.770001600 10,000,000.0000 56,416.68 10/31/2014 86X4077 8677M 09/30/2030 01997 6.890000400 20,000,000.0000 114,833.34 10/31/2014 86X4077 8677M 09/30/2033 01998 5.979999600 5,000,000.0000 24,916.67 10/31/2014 86X4077 8677M 09/30/2033 01999 5.810000400 5,000,000.0000 24,208.34 10/31/2014 86X4077 8677M 09/30/2033 02000 6.360001200 20,000,000.0000 106,000.02 10/31/2014 86X4077 8677M 09/30/2033 02001 5.699998800 10,000,000.0000 47,499.99 10/31/2014 86X4077 8677M 09/30/2026 02002 5.500000800 25,000,000.0000 114,583.35 10/31/2014 86X4077 8677M 09/30/2029 02002 5.500000800 20,000,000.0000 91,666.68 10/31/2014 86X4077 8677M 09/30/2032 02002 5.500000800 15,000,000.0000 68,750.01 10/31/2014 86X4077 8677M 09/30/2030 02003 5.280001200 50,000,000.0000 220,000.05 10/31/2014 86X4077 8677M 09/30/2033 02003 5.280001200 61,000,000.0000 268,400.06 10/31/2014 86X4077 8677M 09/30/2027 02004 5.259999600 67,000,000.0000 293,683.31 10/31/2014 86X4077 8677M 09/30/2029 02005 4.939999200 29,000,000.0000 119,383.31 10/31/2014 86X4077 8677M 09/30/2032 02005 4.939999200 10,000,000.0000 41,166.66 10/31/2014 86X4077 8677M 09/30/2029 02006 5.010001200 10,000,000.0000 41,750.01 10/31/2014 86X4077 8677M 09/30/2030 02006 5.010001200 130,000,000.0000 542,750.13 10/31/2014 86X4077 8677M 09/30/2029 02007 4.939999200 15,000,000.0000 61,749.99 10/31/2014 86X4077 8677M 09/30/2032 02007 4.939999200 10,000,000.0000 41,166.66 10/31/2014 86X4077 8677M 09/30/2030 02008 4.410000000 20,000,000.0000 73,500.00 10/31/2014 86X4077 8677M 09/30/2028 02009 3.589999200 7,000,000.0000 20,941.66 10/31/2014 86X4077 8677M 09/30/2030 02009 3.589999200 30,000,000.0000 89,749.98 10/31/2014 86X4077 8677M 09/30/2029 02010 3.669998400 25,000,000.0000 76,458.30 10/31/2014 86X4077 8677M 09/30/2030 02010 3.669998400 45,000,000.0000 137,624.94 10/31/2014 86X4077 8677M 09/30/2030 02011 3.110000400 41,000,000.0000 106,258.35 10/31/2014 86X4077 8677M 09/30/2031 02011 3.110000400 200,000,000.0000 518,333.40 10/31/2014 86X4077 8677M 09/30/2031 02012 2.350000800 100,000,000.0000 195,833.40 10/31/2014 86X4077 8677M 09/30/2032 02012 2.350000800 215,000,000.0000 421,041.81 10/31/2014 86X4077 8677M 09/30/2032 02013 3.170001600 400,000,000.0000 1,056,667.20 10/31/2014 86X4077 8677M 09/30/2033 02013 3.170001600 327,000,000.0000 863,825.44 10/31/2014 86X4077 8677M 09/30/2033 02014 2.149999200 175,000,000.0000 313,541.55 10/31/2014 ------------------------ ---------------------- 2,185,000,000.0000 6,653,901.25 S SUB-COHORT 86X4077 8677S 09/30/2025 01993 6.649999200 1,500,000.0000 8,312.50 10/31/2014 86X4077 8677S 09/30/2025 01994 6.770001600 3,500,000.0000 19,745.84 10/31/2014 86X4077 8677S 09/30/2028 01995 7.390000800 3,000,000.0000 18,475.00 10/31/2014 86X4077 8677S 09/30/2024 01996 6.770001600 2,000,000.0000 11,283.34 10/31/2014 86X4077 8677S 09/30/2024 01998 5.979999600 3,000,000.0000 14,950.00 10/31/2014 86X4077 8677S 09/30/2027 02002 5.680000800 65,000,000.0000 307,666.71 10/31/2014 86X4077 8677S 09/30/2028 02002 5.680000800 40,000,000.0000 189,333.36 10/31/2014 86X4077 8677S 09/30/2029 02002 5.680000800 5,000,000.0000 23,666.67 10/31/2014 86X4077 8677S 09/30/2033 02002 5.680000800 14,000,000.0000 66,266.68 10/31/2014 86X4077 8677S 09/30/2033 02008 3.219998400 60,000,000.0000 160,999.92 10/31/2014 86X4077 8677S 09/30/2030 02009 2.639998800 20,000,000.0000 43,999.98 10/31/2014 86X4077 8677S 09/30/2033 02009 2.639998800 12,000,000.0000 26,399.99 10/31/2014 86X4077 8677S 09/30/2030 02010 3.110000400 10,000,000.0000 25,916.67 10/31/2014 86X4077 8677S 09/30/2033 02010 3.110000400 24,000,000.0000 62,200.01 10/31/2014 86X4077 8677S 09/30/2030 02011 2.289999600 10,000,000.0000 19,083.33 10/31/2014 86X4077 8677S 09/30/2033 02011 2.289999600 5,000,000.0000 9,541.67 10/31/2014 86X4077 8677S 09/30/2031 02012 1.019998800 5,000,000.0000 4,250.00 10/31/2014 86X4077 8677S 09/30/2033 02012 1.019998800 5,000,000.0000 4,250.00 10/31/2014 ------------------------ ---------------------- 288,000,000.0000 1,016,341.67 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 8,000,000.0000 44,333.33 10/31/2014 86X4077 8677H 09/30/2030 01994 6.770001600 28,000,000.0000 157,966.70 10/31/2014 86X4077 8677H 09/30/2024 01995 7.390000800 15,000,000.0000 92,375.01 10/31/2014 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 153,958.35 10/31/2014 86X4077 8677H 09/30/2021 01996 6.770001600 10,000,000.0000 56,416.68 10/31/2014 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 39,491.68 10/31/2014 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 141,041.70 10/31/2014 86X4077 8677H 09/30/2022 01997 6.890000400 35,000,000.0000 200,958.35 10/31/2014 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 120,575.01 10/31/2014 86X4077 8677H 09/30/2033 01997 6.890000400 2,000,000.0000 11,483.33 10/31/2014 86X4077 8677H 09/30/2029 01998 5.979999600 43,000,000.0000 214,283.32 10/31/2014 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 99,666.66 10/31/2014 86X4077 8677H 09/30/2033 01998 5.979999600 5,000,000.0000 24,916.67 10/31/2014 86X4077 8677H 09/30/2023 01999 5.810000400 55,000,000.0000 266,291.69 10/31/2014 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 9,683.33 10/31/2014 86X4077 8677H 09/30/2030 02000 6.360001200 15,000,000.0000 79,500.02 10/31/2014 86X4077 8677H 09/30/2031 02000 6.360001200 5,000,000.0000 26,500.01 10/31/2014 86X4077 8677H 09/30/2033 02000 6.360001200 5,000,000.0000 26,500.01 10/31/2014 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 43,533.34 10/31/2014 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 16,325.00 10/31/2014 86X4077 8677H 09/30/2030 02001 6.530000400 15,000,000.0000 81,625.01 10/31/2014 86X4077 8677H 09/30/2033 02001 6.530000400 6,000,000.0000 32,650.00 10/31/2014 86X4077 8677H 09/30/2024 02002 5.379998400 35,000,000.0000 156,916.62 10/31/2014 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 67,249.98 10/31/2014 86X4077 8677H 09/30/2031 02002 5.379998400 20,000,000.0000 89,666.64 10/31/2014 86X4077 8677H 09/30/2033 02002 5.379998400 27,000,000.0000 121,049.96 10/31/2014 86X4077 8677H 09/30/2027 02003 5.259999600 175,000,000.0000 767,083.28 10/31/2014 86X4077 8677H 09/30/2028 02003 5.259999600 105,000,000.0000 460,249.97 10/31/2014 86X4077 8677H 09/30/2033 02003 5.259999600 75,000,000.0000 328,749.98 10/31/2014 86X4077 8677H 09/30/2033 02004 5.799999600 155,000,000.0000 749,166.62 10/31/2014 ------------------------ ---------------------- 965,000,000.0000 4,680,208.25 HC SUB-COHORT 86X4077 8677HC 09/30/2032 01993 6.649999200 3,000,000.0000 16,625.00 10/31/2014 86X4077 8677HC 09/30/2033 01994 6.770001600 8,000,000.0000 45,133.34 10/31/2014 86X4077 8677HC 09/30/2032 01995 7.390000800 5,000,000.0000 30,791.67 10/31/2014 86X4077 8677HC 09/30/2032 02000 6.360001200 7,000,000.0000 37,100.01 10/31/2014 86X4077 8677HC 09/30/2032 02001 5.670000000 3,000,000.0000 14,175.00 10/31/2014 86X4077 8677HC 09/30/2032 02003 6.030000000 10,000,000.0000 50,250.00 10/31/2014 86X4077 8677HC 09/30/2033 02004 4.989999600 27,000,000.0000 112,274.99 10/31/2014 86X4077 8677HC 09/30/2033 02005 4.700001600 18,000,000.0000 70,500.02 10/31/2014 86X4077 8677HC 09/30/2033 02006 4.910000400 23,000,000.0000 94,108.34 10/31/2014 86X4077 8677HC 09/30/2033 02007 4.709998800 26,000,000.0000 102,049.97 10/31/2014 86X4077 8677HC 09/30/2032 02008 4.060000800 15,000,000.0000 50,750.01 10/31/2014 86X4077 8677HC 09/30/2033 02008 4.060000800 15,000,000.0000 50,750.01 10/31/2014 86X4077 8677HC 09/30/2033 02009 3.350001600 45,000,000.0000 125,625.06 10/31/2014 86X4077 8677HC 09/30/2032 02010 3.489998400 30,000,000.0000 87,249.96 10/31/2014 86X4077 8677HC 09/30/2033 02010 3.489998400 230,000,000.0000 668,916.36 10/31/2014 86X4077 8677HC 09/30/2033 02011 3.179998800 85,000,000.0000 225,249.92 10/31/2014 86X4077 8677HC 09/30/2032 02012 2.610000000 60,000,000.0000 130,500.00 10/31/2014 86X4077 8677HC 09/30/2033 02012 2.610000000 82,000,000.0000 178,350.00 10/31/2014 86X4077 8677HC 09/30/2032 02013 3.170001600 150,000,000.0000 396,250.20 10/31/2014 86X4077 8677HC 09/30/2033 02013 3.170001600 120,000,000.0000 317,000.16 10/31/2014 86X4077 8677HC 09/30/2033 02014 2.400001200 80,000,000.0000 160,000.08 10/31/2014 ------------------------ ---------------------- 1,042,000,000.0000 2,963,650.10 ======================== ====================== 4,480,000,000.0000 15,314,101.27 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00