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 55,000,000.0000 3,130,874.51 06/30/2014 86X4077 8677M 09/30/2024 01993 6.649999200 12,000,000.0000 598,499.93 06/30/2014 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 997,499.88 06/30/2014 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 498,749.94 06/30/2014 86X4077 8677M 09/30/2031 01993 6.649999200 10,000,000.0000 498,749.94 06/30/2014 86X4077 8677M 09/30/2024 01994 6.770001600 10,000,000.0000 507,750.12 06/30/2014 86X4077 8677M 09/30/2032 01994 6.770001600 78,000,000.0000 3,960,450.94 06/30/2014 86X4077 8677M 09/30/2024 01995 7.390000800 10,000,000.0000 554,250.06 06/30/2014 86X4077 8677M 09/30/2030 01996 6.770001600 5,000,000.0000 253,875.06 06/30/2014 86X4077 8677M 09/30/2032 01996 6.770001600 70,000,000.0000 3,554,250.84 06/30/2014 86X4077 8677M 09/30/2030 01997 6.890000400 32,000,000.0000 1,653,600.10 06/30/2014 86X4077 8677M 09/30/2026 02002 5.500000800 25,000,000.0000 1,031,250.15 06/30/2014 86X4077 8677M 09/30/2029 02002 5.500000800 20,000,000.0000 825,000.12 06/30/2014 86X4077 8677M 09/30/2032 02002 5.500000800 15,000,000.0000 618,750.09 06/30/2014 86X4077 8677M 09/30/2030 02003 5.280001200 50,000,000.0000 1,980,000.45 06/30/2014 86X4077 8677M 09/30/2027 02004 5.259999600 97,000,000.0000 3,826,649.71 06/30/2014 86X4077 8677M 09/30/2029 02005 4.939999200 64,000,000.0000 2,371,199.62 06/30/2014 86X4077 8677M 09/30/2032 02005 4.939999200 10,000,000.0000 370,499.94 06/30/2014 86X4077 8677M 09/30/2029 02006 5.010001200 45,000,000.0000 1,690,875.41 06/30/2014 86X4077 8677M 09/30/2030 02006 5.010001200 130,000,000.0000 4,884,751.17 06/30/2014 86X4077 8677M 09/30/2029 02007 4.939999200 60,000,000.0000 2,222,999.64 06/30/2014 86X4077 8677M 09/30/2032 02007 4.939999200 10,000,000.0000 370,499.94 06/30/2014 86X4077 8677M 09/30/2029 02008 4.410000000 35,000,000.0000 1,157,625.00 06/30/2014 86X4077 8677M 09/30/2030 02008 4.410000000 60,000,000.0000 1,984,500.00 06/30/2014 86X4077 8677M 09/30/2028 02009 3.589999200 117,000,000.0000 3,150,224.30 06/30/2014 86X4077 8677M 09/30/2030 02009 3.589999200 30,000,000.0000 807,749.82 06/30/2014 86X4077 8677M 09/30/2029 02010 3.669998400 175,000,000.0000 4,816,872.90 06/30/2014 86X4077 8677M 09/30/2030 02010 3.669998400 45,000,000.0000 1,238,624.46 06/30/2014 86X4077 8677M 09/30/2030 02011 4.380001200 167,000,000.0000 5,485,951.50 06/30/2014 86X4077 8677M 09/30/2031 02011 4.380001200 200,000,000.0000 6,570,001.80 06/30/2014 86X4077 8677M 09/30/2031 02012 3.740000400 100,000,000.0000 2,805,000.30 06/30/2014 86X4077 8677M 09/30/2032 02012 3.740000400 400,000,000.0000 11,220,001.20 06/30/2014 86X4077 8677M 09/30/2032 02013 3.170001600 400,000,000.0000 9,510,004.80 06/30/2014 ------------------------ ---------------------- 2,567,000,000.0000 85,147,583.64 S SUB-COHORT 86X4077 8677S 09/30/2025 01993 6.649999200 5,000,000.0000 249,374.97 06/30/2014 86X4077 8677S 09/30/2025 01994 6.770001600 7,000,000.0000 355,425.08 06/30/2014 86X4077 8677S 09/30/2028 01995 7.390000800 5,000,000.0000 277,125.03 06/30/2014 86X4077 8677S 09/30/2024 01996 6.770001600 3,000,000.0000 152,325.04 06/30/2014 86X4077 8677S 09/30/2024 01998 5.979999600 5,000,000.0000 224,249.99 06/30/2014 86X4077 8677S 09/30/2027 02002 5.490000000 65,000,000.0000 2,676,375.00 06/30/2014 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 1,647,000.00 06/30/2014 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 205,875.00 06/30/2014 86X4077 8677S 09/30/2030 02009 4.899999600 20,000,000.0000 734,999.94 06/30/2014 86X4077 8677S 09/30/2030 02010 3.219998400 10,000,000.0000 241,499.88 06/30/2014 86X4077 8677S 09/30/2030 02011 4.129999200 10,000,000.0000 309,749.94 06/30/2014 86X4077 8677S 09/30/2031 02012 2.419999200 5,000,000.0000 90,749.97 06/30/2014 86X4077 8677S 09/30/2032 02013 2.130001200 5,000,000.0000 79,875.05 06/30/2014 ------------------------ ---------------------- 185,000,000.0000 7,244,624.89 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 10,000,000.0000 498,749.94 06/30/2014 86X4077 8677H 09/30/2030 01994 6.770001600 30,000,000.0000 1,523,250.36 06/30/2014 86X4077 8677H 09/30/2024 01995 7.390000800 15,000,000.0000 831,375.09 06/30/2014 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 1,385,625.15 06/30/2014 86X4077 8677H 09/30/2021 01996 6.770001600 10,000,000.0000 507,750.12 06/30/2014 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 355,425.08 06/30/2014 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 1,269,375.30 06/30/2014 86X4077 8677H 09/30/2022 01997 6.890000400 35,000,000.0000 1,808,625.11 06/30/2014 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 1,085,175.06 06/30/2014 86X4077 8677H 09/30/2029 01998 5.979999600 43,000,000.0000 1,928,549.87 06/30/2014 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 896,999.94 06/30/2014 86X4077 8677H 09/30/2023 01999 5.810000400 55,000,000.0000 2,396,625.17 06/30/2014 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 87,150.01 06/30/2014 86X4077 8677H 09/30/2030 02000 6.360001200 15,000,000.0000 715,500.14 06/30/2014 86X4077 8677H 09/30/2031 02000 6.360001200 5,000,000.0000 238,500.05 06/30/2014 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 391,800.02 06/30/2014 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 146,925.01 06/30/2014 86X4077 8677H 09/30/2030 02001 6.530000400 15,000,000.0000 734,625.05 06/30/2014 86X4077 8677H 09/30/2024 02002 5.379998400 35,000,000.0000 1,412,249.58 06/30/2014 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 605,249.82 06/30/2014 86X4077 8677H 09/30/2031 02002 5.379998400 20,000,000.0000 806,999.76 06/30/2014 86X4077 8677H 09/30/2027 02003 5.259999600 175,000,000.0000 6,903,749.48 06/30/2014 86X4077 8677H 09/30/2028 02003 5.259999600 105,000,000.0000 4,142,249.69 06/30/2014 ------------------------ ---------------------- 694,000,000.0000 30,672,524.80 HC SUB-COHORT 86X4077 8677HC 09/30/2032 01993 6.649999200 20,000,000.0000 997,499.88 06/30/2014 86X4077 8677HC 09/30/2032 01995 7.390000800 10,000,000.0000 554,250.06 06/30/2014 86X4077 8677HC 09/30/2032 01998 5.979999600 40,000,000.0000 1,793,999.88 06/30/2014 86X4077 8677HC 09/30/2032 01999 5.810000400 10,000,000.0000 435,750.03 06/30/2014 86X4077 8677HC 09/30/2032 02000 6.360001200 25,000,000.0000 1,192,500.23 06/30/2014 86X4077 8677HC 09/30/2032 02001 5.670000000 40,000,000.0000 1,701,000.00 06/30/2014 86X4077 8677HC 09/30/2032 02003 6.030000000 45,000,000.0000 2,035,125.00 06/30/2014 86X4077 8677HC 09/30/2032 02008 4.060000800 15,000,000.0000 456,750.09 06/30/2014 86X4077 8677HC 09/30/2032 02010 3.489998400 30,000,000.0000 785,249.64 06/30/2014 86X4077 8677HC 09/30/2032 02012 3.740000400 60,000,000.0000 1,683,000.18 06/30/2014 86X4077 8677HC 09/30/2032 02013 3.170001600 150,000,000.0000 3,566,251.80 06/30/2014 ------------------------ ---------------------- 445,000,000.0000 15,201,376.79 ======================== ====================== 3,891,000,000.0000 138,266,110.12 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00