Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- TRIEX SUB-COHORT 69X4123 6923TRIEX 09/30/2047 02009 4.250001600 379,003,215.4300 5,369,214.24 01/31/2014 ------------------------ ---------------------- 379,003,215.4300 5,369,214.24 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 4.309999200 314,533,027.0900 4,518,790.32 01/31/2014 ------------------------ ---------------------- 314,533,027.0900 4,518,790.32 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.079998800 618,657,761.7600 8,413,743.09 01/31/2014 ------------------------ ---------------------- 618,657,761.7600 8,413,743.09 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.119998400 187,623,775.6300 2,576,698.85 01/31/2014 ------------------------ ---------------------- 187,623,775.6300 2,576,698.85 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920001200 143,375,279.1200 2,351,355.15 01/31/2014 ------------------------ ---------------------- 143,375,279.1200 2,351,355.15 POCAH SUB-COHORT 69X4123 6923POCAH 09/30/2044 02007 4.730000400 105,387,101.0100 1,661,603.43 01/31/2014 ------------------------ ---------------------- 105,387,101.0100 1,661,603.43 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.389998400 447,216,131.1500 6,544,260.33 01/31/2014 ------------------------ ---------------------- 447,216,131.1500 6,544,260.33 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.639999600 570,807,563.4100 6,925,797.67 01/31/2014 ------------------------ ---------------------- 570,807,563.4100 6,925,797.67 LA-1 SUB-COHORT 69X4123 6923LA-1 09/30/2041 02005 3.909999600 53,893,604.8200 702,413.24 01/31/2014 ------------------------ ---------------------- 53,893,604.8200 702,413.24 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 4.449999600 42,637,689.1100 632,459.00 01/31/2014 ------------------------ ---------------------- 42,637,689.1100 632,459.00 CTTP SUB-COHORT 69X4123 6923CTTP 09/30/2042 02001 4.659998400 1,131,037,951.2300 17,568,783.48 01/31/2014 ------------------------ ---------------------- 1,131,037,951.2300 17,568,783.48 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.989998800 145,036,094.4500 1,928,979.48 01/31/2014 ------------------------ ---------------------- 145,036,094.4500 1,928,979.48 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 2.559999600 397,962,433.8600 3,395,945.57 01/31/2014 ------------------------ ---------------------- 397,962,433.8600 3,395,945.57 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 4.219999200 658,844,144.2600 9,267,739.21 01/31/2014 69X4123 6923635 09/30/2051 02010 4.219999200 15,666,484.9000 220,375.18 01/31/2014 ------------------------ ---------------------- 674,510,629.1600 9,488,114.39 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 4.520001600 409,753,938.5100 6,173,628.19 01/31/2014 ------------------------ ---------------------- 409,753,938.5100 6,173,628.19 PPKYA SUB-COHORT 69X4123 6923PPKYA 09/30/2043 02012 0.460000800 62,514,604.8700 95,855.89 01/31/2014 ------------------------ ---------------------- 62,514,604.8700 95,855.89 ERC SUB-COHORT 69X4123 6923ERC 09/30/2046 02012 3.179998800 92,750,605.3700 983,156.05 01/31/2014 ------------------------ ---------------------- 92,750,605.3700 983,156.05 MRCF2 SUB-COHORT 69X4123 6923MRCF2 09/30/2044 02007 4.860000000 99,103,854.1300 1,605,482.44 01/31/2014 ------------------------ ---------------------- 99,103,854.1300 1,605,482.44 EAGLE SUB-COHORT 69X4123 6923EAGLE 09/30/2045 02012 3.139999200 125,561,089.3800 1,314,205.73 01/31/2014 ------------------------ ---------------------- 125,561,089.3800 1,314,205.73 LA1B SUB-COHORT 69X4123 6923LA1B 09/30/2046 02014 1.890000000 53,336,400.0000 336,019.32 01/31/2014 ------------------------ ---------------------- 53,336,400.0000 336,019.32 LA1C SUB-COHORT 69X4123 6923LA1C 09/30/2032 02014 3.459999600 43,986,800.0000 507,314.37 01/31/2014 ------------------------ ---------------------- 43,986,800.0000 507,314.37 ======================== ====================== 6,098,689,549.4900 83,093,820.23 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00