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 139,149.98 11/30/2014 86X4077 8677M 09/30/2024 01993 6.649999200 12,000,000.0000 132,999.98 11/30/2014 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 221,666.64 11/30/2014 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 110,833.32 11/30/2014 86X4077 8677M 09/30/2031 01993 6.649999200 10,000,000.0000 110,833.32 11/30/2014 86X4077 8677M 09/30/2033 01993 6.649999200 12,000,000.0000 132,999.98 11/30/2014 86X4077 8677M 09/30/2032 01994 6.770001600 6,000,000.0000 67,700.02 11/30/2014 86X4077 8677M 09/30/2024 01995 7.390000800 7,000,000.0000 86,216.68 11/30/2014 86X4077 8677M 09/30/2032 01996 6.770001600 10,000,000.0000 112,833.36 11/30/2014 86X4077 8677M 09/30/2030 01997 6.890000400 20,000,000.0000 229,666.68 11/30/2014 86X4077 8677M 09/30/2033 01998 5.979999600 5,000,000.0000 49,833.33 11/30/2014 86X4077 8677M 09/30/2033 01999 5.810000400 5,000,000.0000 48,416.67 11/30/2014 86X4077 8677M 09/30/2033 02000 6.360001200 20,000,000.0000 212,000.04 11/30/2014 86X4077 8677M 09/30/2033 02001 5.699998800 10,000,000.0000 94,999.98 11/30/2014 86X4077 8677M 09/30/2026 02002 5.500000800 25,000,000.0000 229,166.70 11/30/2014 86X4077 8677M 09/30/2029 02002 5.500000800 20,000,000.0000 183,333.36 11/30/2014 86X4077 8677M 09/30/2032 02002 5.500000800 15,000,000.0000 137,500.02 11/30/2014 86X4077 8677M 09/30/2030 02003 5.280001200 50,000,000.0000 440,000.10 11/30/2014 86X4077 8677M 09/30/2033 02003 5.280001200 61,000,000.0000 536,800.12 11/30/2014 86X4077 8677M 09/30/2027 02004 5.259999600 67,000,000.0000 587,366.62 11/30/2014 86X4077 8677M 09/30/2029 02005 4.939999200 29,000,000.0000 238,766.63 11/30/2014 86X4077 8677M 09/30/2032 02005 4.939999200 10,000,000.0000 82,333.32 11/30/2014 86X4077 8677M 09/30/2029 02006 5.010001200 10,000,000.0000 83,500.02 11/30/2014 86X4077 8677M 09/30/2030 02006 5.010001200 130,000,000.0000 1,085,500.26 11/30/2014 86X4077 8677M 09/30/2029 02007 4.939999200 15,000,000.0000 123,499.98 11/30/2014 86X4077 8677M 09/30/2032 02007 4.939999200 10,000,000.0000 82,333.32 11/30/2014 86X4077 8677M 09/30/2030 02008 4.410000000 20,000,000.0000 147,000.00 11/30/2014 86X4077 8677M 09/30/2028 02009 3.589999200 7,000,000.0000 41,883.32 11/30/2014 86X4077 8677M 09/30/2030 02009 3.589999200 30,000,000.0000 179,499.96 11/30/2014 86X4077 8677M 09/30/2029 02010 3.669998400 25,000,000.0000 152,916.60 11/30/2014 86X4077 8677M 09/30/2030 02010 3.669998400 45,000,000.0000 275,249.88 11/30/2014 86X4077 8677M 09/30/2030 02011 3.110000400 41,000,000.0000 212,516.69 11/30/2014 86X4077 8677M 09/30/2031 02011 3.110000400 200,000,000.0000 1,036,666.80 11/30/2014 86X4077 8677M 09/30/2031 02012 2.350000800 100,000,000.0000 391,666.80 11/30/2014 86X4077 8677M 09/30/2032 02012 2.350000800 215,000,000.0000 842,083.62 11/30/2014 86X4077 8677M 09/30/2032 02013 3.170001600 400,000,000.0000 2,113,334.40 11/30/2014 86X4077 8677M 09/30/2033 02013 3.170001600 327,000,000.0000 1,727,650.87 11/30/2014 86X4077 8677M 09/30/2033 02014 2.149999200 175,000,000.0000 627,083.10 11/30/2014 ------------------------ ---------------------- 2,185,000,000.0000 13,307,802.47 S SUB-COHORT 86X4077 8677S 09/30/2025 01993 6.649999200 1,500,000.0000 16,625.00 11/30/2014 86X4077 8677S 09/30/2025 01994 6.770001600 3,500,000.0000 39,491.68 11/30/2014 86X4077 8677S 09/30/2028 01995 7.390000800 3,000,000.0000 36,950.00 11/30/2014 86X4077 8677S 09/30/2024 01996 6.770001600 2,000,000.0000 22,566.67 11/30/2014 86X4077 8677S 09/30/2024 01998 5.979999600 3,000,000.0000 29,900.00 11/30/2014 86X4077 8677S 09/30/2027 02002 5.680000800 65,000,000.0000 615,333.42 11/30/2014 86X4077 8677S 09/30/2028 02002 5.680000800 40,000,000.0000 378,666.72 11/30/2014 86X4077 8677S 09/30/2029 02002 5.680000800 5,000,000.0000 47,333.34 11/30/2014 86X4077 8677S 09/30/2033 02002 5.680000800 14,000,000.0000 132,533.35 11/30/2014 86X4077 8677S 09/30/2033 02008 3.219998400 60,000,000.0000 321,999.84 11/30/2014 86X4077 8677S 09/30/2030 02009 2.639998800 20,000,000.0000 87,999.96 11/30/2014 86X4077 8677S 09/30/2033 02009 2.639998800 12,000,000.0000 52,799.98 11/30/2014 86X4077 8677S 09/30/2030 02010 3.110000400 10,000,000.0000 51,833.34 11/30/2014 86X4077 8677S 09/30/2033 02010 3.110000400 24,000,000.0000 124,400.02 11/30/2014 86X4077 8677S 09/30/2030 02011 2.289999600 10,000,000.0000 38,166.66 11/30/2014 86X4077 8677S 09/30/2033 02011 2.289999600 5,000,000.0000 19,083.33 11/30/2014 86X4077 8677S 09/30/2031 02012 1.019998800 5,000,000.0000 8,499.99 11/30/2014 86X4077 8677S 09/30/2033 02012 1.019998800 5,000,000.0000 8,499.99 11/30/2014 ------------------------ ---------------------- 288,000,000.0000 2,032,683.29 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 8,000,000.0000 88,666.66 11/30/2014 86X4077 8677H 09/30/2030 01994 6.770001600 28,000,000.0000 315,933.41 11/30/2014 86X4077 8677H 09/30/2024 01995 7.390000800 15,000,000.0000 184,750.02 11/30/2014 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 307,916.70 11/30/2014 86X4077 8677H 09/30/2021 01996 6.770001600 10,000,000.0000 112,833.36 11/30/2014 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 78,983.35 11/30/2014 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 282,083.40 11/30/2014 86X4077 8677H 09/30/2022 01997 6.890000400 35,000,000.0000 401,916.69 11/30/2014 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 241,150.01 11/30/2014 86X4077 8677H 09/30/2033 01997 6.890000400 2,000,000.0000 22,966.67 11/30/2014 86X4077 8677H 09/30/2029 01998 5.979999600 43,000,000.0000 428,566.64 11/30/2014 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 199,333.32 11/30/2014 86X4077 8677H 09/30/2033 01998 5.979999600 5,000,000.0000 49,833.33 11/30/2014 86X4077 8677H 09/30/2023 01999 5.810000400 55,000,000.0000 532,583.37 11/30/2014 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 19,366.67 11/30/2014 86X4077 8677H 09/30/2030 02000 6.360001200 15,000,000.0000 159,000.03 11/30/2014 86X4077 8677H 09/30/2031 02000 6.360001200 5,000,000.0000 53,000.01 11/30/2014 86X4077 8677H 09/30/2033 02000 6.360001200 5,000,000.0000 53,000.01 11/30/2014 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 87,066.67 11/30/2014 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 32,650.00 11/30/2014 86X4077 8677H 09/30/2030 02001 6.530000400 15,000,000.0000 163,250.01 11/30/2014 86X4077 8677H 09/30/2033 02001 6.530000400 6,000,000.0000 65,300.00 11/30/2014 86X4077 8677H 09/30/2024 02002 5.379998400 35,000,000.0000 313,833.24 11/30/2014 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 134,499.96 11/30/2014 86X4077 8677H 09/30/2031 02002 5.379998400 20,000,000.0000 179,333.28 11/30/2014 86X4077 8677H 09/30/2033 02002 5.379998400 27,000,000.0000 242,099.93 11/30/2014 86X4077 8677H 09/30/2027 02003 5.259999600 175,000,000.0000 1,534,166.55 11/30/2014 86X4077 8677H 09/30/2028 02003 5.259999600 105,000,000.0000 920,499.93 11/30/2014 86X4077 8677H 09/30/2033 02003 5.259999600 75,000,000.0000 657,499.95 11/30/2014 86X4077 8677H 09/30/2033 02004 5.799999600 155,000,000.0000 1,498,333.23 11/30/2014 ------------------------ ---------------------- 965,000,000.0000 9,360,416.40 HC SUB-COHORT 86X4077 8677HC 09/30/2032 01993 6.649999200 3,000,000.0000 33,250.00 11/30/2014 86X4077 8677HC 09/30/2033 01994 6.770001600 8,000,000.0000 90,266.69 11/30/2014 86X4077 8677HC 09/30/2032 01995 7.390000800 5,000,000.0000 61,583.34 11/30/2014 86X4077 8677HC 09/30/2032 02000 6.360001200 7,000,000.0000 74,200.01 11/30/2014 86X4077 8677HC 09/30/2032 02001 5.670000000 3,000,000.0000 28,350.00 11/30/2014 86X4077 8677HC 09/30/2032 02003 6.030000000 10,000,000.0000 100,500.00 11/30/2014 86X4077 8677HC 09/30/2033 02004 4.989999600 27,000,000.0000 224,549.98 11/30/2014 86X4077 8677HC 09/30/2033 02005 4.700001600 18,000,000.0000 141,000.05 11/30/2014 86X4077 8677HC 09/30/2033 02006 4.910000400 23,000,000.0000 188,216.68 11/30/2014 86X4077 8677HC 09/30/2033 02007 4.709998800 26,000,000.0000 204,099.95 11/30/2014 86X4077 8677HC 09/30/2032 02008 4.060000800 15,000,000.0000 101,500.02 11/30/2014 86X4077 8677HC 09/30/2033 02008 4.060000800 15,000,000.0000 101,500.02 11/30/2014 86X4077 8677HC 09/30/2033 02009 3.350001600 45,000,000.0000 251,250.12 11/30/2014 86X4077 8677HC 09/30/2032 02010 3.489998400 30,000,000.0000 174,499.92 11/30/2014 86X4077 8677HC 09/30/2033 02010 3.489998400 230,000,000.0000 1,337,832.72 11/30/2014 86X4077 8677HC 09/30/2033 02011 3.179998800 85,000,000.0000 450,499.83 11/30/2014 86X4077 8677HC 09/30/2032 02012 2.610000000 60,000,000.0000 261,000.00 11/30/2014 86X4077 8677HC 09/30/2033 02012 2.610000000 82,000,000.0000 356,700.00 11/30/2014 86X4077 8677HC 09/30/2032 02013 3.170001600 150,000,000.0000 792,500.40 11/30/2014 86X4077 8677HC 09/30/2033 02013 3.170001600 120,000,000.0000 634,000.32 11/30/2014 86X4077 8677HC 09/30/2033 02014 2.400001200 80,000,000.0000 320,000.16 11/30/2014 ------------------------ ---------------------- 1,042,000,000.0000 5,927,300.21 ======================== ====================== 4,480,000,000.0000 30,628,202.37 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00