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 1,391,499.78 01/31/2014 86X4077 8677M 09/30/2024 01993 6.649999200 12,000,000.0000 265,999.97 01/31/2014 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 443,333.28 01/31/2014 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 221,666.64 01/31/2014 86X4077 8677M 09/30/2031 01993 6.649999200 10,000,000.0000 221,666.64 01/31/2014 86X4077 8677M 09/30/2024 01994 6.770001600 10,000,000.0000 225,666.72 01/31/2014 86X4077 8677M 09/30/2032 01994 6.770001600 78,000,000.0000 1,760,200.42 01/31/2014 86X4077 8677M 09/30/2024 01995 7.390000800 10,000,000.0000 246,333.36 01/31/2014 86X4077 8677M 09/30/2030 01996 6.770001600 5,000,000.0000 112,833.36 01/31/2014 86X4077 8677M 09/30/2032 01996 6.770001600 70,000,000.0000 1,579,667.04 01/31/2014 86X4077 8677M 09/30/2030 01997 6.890000400 32,000,000.0000 734,933.38 01/31/2014 86X4077 8677M 09/30/2026 02002 5.500000800 25,000,000.0000 458,333.40 01/31/2014 86X4077 8677M 09/30/2029 02002 5.500000800 20,000,000.0000 366,666.72 01/31/2014 86X4077 8677M 09/30/2032 02002 5.500000800 15,000,000.0000 275,000.04 01/31/2014 86X4077 8677M 09/30/2030 02003 5.280001200 50,000,000.0000 880,000.20 01/31/2014 86X4077 8677M 09/30/2027 02004 5.259999600 97,000,000.0000 1,700,733.20 01/31/2014 86X4077 8677M 09/30/2029 02005 4.939999200 64,000,000.0000 1,053,866.50 01/31/2014 86X4077 8677M 09/30/2032 02005 4.939999200 10,000,000.0000 164,666.64 01/31/2014 86X4077 8677M 09/30/2029 02006 5.010001200 45,000,000.0000 751,500.18 01/31/2014 86X4077 8677M 09/30/2030 02006 5.010001200 130,000,000.0000 2,171,000.52 01/31/2014 86X4077 8677M 09/30/2029 02007 4.939999200 60,000,000.0000 987,999.84 01/31/2014 86X4077 8677M 09/30/2032 02007 4.939999200 10,000,000.0000 164,666.64 01/31/2014 86X4077 8677M 09/30/2029 02008 4.410000000 35,000,000.0000 514,500.00 01/31/2014 86X4077 8677M 09/30/2030 02008 4.410000000 60,000,000.0000 882,000.00 01/31/2014 86X4077 8677M 09/30/2028 02009 3.589999200 117,000,000.0000 1,400,099.69 01/31/2014 86X4077 8677M 09/30/2030 02009 3.589999200 30,000,000.0000 358,999.92 01/31/2014 86X4077 8677M 09/30/2029 02010 3.669998400 175,000,000.0000 2,140,832.40 01/31/2014 86X4077 8677M 09/30/2030 02010 3.669998400 45,000,000.0000 550,499.76 01/31/2014 86X4077 8677M 09/30/2030 02011 4.380001200 167,000,000.0000 2,438,200.67 01/31/2014 86X4077 8677M 09/30/2031 02011 4.380001200 200,000,000.0000 2,920,000.80 01/31/2014 86X4077 8677M 09/30/2031 02012 3.740000400 100,000,000.0000 1,246,666.80 01/31/2014 86X4077 8677M 09/30/2032 02012 3.740000400 400,000,000.0000 4,986,667.20 01/31/2014 86X4077 8677M 09/30/2032 02013 3.170001600 400,000,000.0000 4,226,668.80 01/31/2014 ------------------------ ---------------------- 2,567,000,000.0000 37,843,370.51 S SUB-COHORT 86X4077 8677S 09/30/2025 01993 6.649999200 5,000,000.0000 110,833.32 01/31/2014 86X4077 8677S 09/30/2025 01994 6.770001600 7,000,000.0000 157,966.70 01/31/2014 86X4077 8677S 09/30/2028 01995 7.390000800 5,000,000.0000 123,166.68 01/31/2014 86X4077 8677S 09/30/2024 01996 6.770001600 3,000,000.0000 67,700.02 01/31/2014 86X4077 8677S 09/30/2024 01998 5.979999600 5,000,000.0000 99,666.66 01/31/2014 86X4077 8677S 09/30/2027 02002 5.490000000 65,000,000.0000 1,189,500.00 01/31/2014 86X4077 8677S 09/30/2028 02002 5.490000000 40,000,000.0000 732,000.00 01/31/2014 86X4077 8677S 09/30/2029 02002 5.490000000 5,000,000.0000 91,500.00 01/31/2014 86X4077 8677S 09/30/2030 02009 4.899999600 20,000,000.0000 326,666.64 01/31/2014 86X4077 8677S 09/30/2030 02010 3.219998400 10,000,000.0000 107,333.28 01/31/2014 86X4077 8677S 09/30/2030 02011 4.129999200 10,000,000.0000 137,666.64 01/31/2014 86X4077 8677S 09/30/2031 02012 2.419999200 5,000,000.0000 40,333.32 01/31/2014 86X4077 8677S 09/30/2032 02013 2.130001200 5,000,000.0000 35,500.02 01/31/2014 ------------------------ ---------------------- 185,000,000.0000 3,219,833.28 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 10,000,000.0000 221,666.64 01/31/2014 86X4077 8677H 09/30/2030 01994 6.770001600 30,000,000.0000 677,000.16 01/31/2014 86X4077 8677H 09/30/2024 01995 7.390000800 15,000,000.0000 369,500.04 01/31/2014 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 615,833.40 01/31/2014 86X4077 8677H 09/30/2021 01996 6.770001600 10,000,000.0000 225,666.72 01/31/2014 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 157,966.70 01/31/2014 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 564,166.80 01/31/2014 86X4077 8677H 09/30/2022 01997 6.890000400 35,000,000.0000 803,833.38 01/31/2014 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 482,300.03 01/31/2014 86X4077 8677H 09/30/2029 01998 5.979999600 43,000,000.0000 857,133.28 01/31/2014 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 398,666.64 01/31/2014 86X4077 8677H 09/30/2023 01999 5.810000400 55,000,000.0000 1,065,166.74 01/31/2014 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 38,733.34 01/31/2014 86X4077 8677H 09/30/2030 02000 6.360001200 15,000,000.0000 318,000.06 01/31/2014 86X4077 8677H 09/30/2031 02000 6.360001200 5,000,000.0000 106,000.02 01/31/2014 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 174,133.34 01/31/2014 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 65,300.00 01/31/2014 86X4077 8677H 09/30/2030 02001 6.530000400 15,000,000.0000 326,500.02 01/31/2014 86X4077 8677H 09/30/2024 02002 5.379998400 35,000,000.0000 627,666.48 01/31/2014 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 268,999.92 01/31/2014 86X4077 8677H 09/30/2031 02002 5.379998400 20,000,000.0000 358,666.56 01/31/2014 86X4077 8677H 09/30/2027 02003 5.259999600 175,000,000.0000 3,068,333.10 01/31/2014 86X4077 8677H 09/30/2028 02003 5.259999600 105,000,000.0000 1,840,999.86 01/31/2014 ------------------------ ---------------------- 694,000,000.0000 13,632,233.23 HC SUB-COHORT 86X4077 8677HC 09/30/2032 01993 6.649999200 20,000,000.0000 443,333.28 01/31/2014 86X4077 8677HC 09/30/2032 01995 7.390000800 10,000,000.0000 246,333.36 01/31/2014 86X4077 8677HC 09/30/2032 01998 5.979999600 40,000,000.0000 797,333.28 01/31/2014 86X4077 8677HC 09/30/2032 01999 5.810000400 10,000,000.0000 193,666.68 01/31/2014 86X4077 8677HC 09/30/2032 02000 6.360001200 25,000,000.0000 530,000.10 01/31/2014 86X4077 8677HC 09/30/2032 02001 5.670000000 40,000,000.0000 756,000.00 01/31/2014 86X4077 8677HC 09/30/2032 02003 6.030000000 45,000,000.0000 904,500.00 01/31/2014 86X4077 8677HC 09/30/2032 02008 4.060000800 15,000,000.0000 203,000.04 01/31/2014 86X4077 8677HC 09/30/2032 02010 3.489998400 30,000,000.0000 348,999.84 01/31/2014 86X4077 8677HC 09/30/2032 02012 3.740000400 60,000,000.0000 748,000.08 01/31/2014 86X4077 8677HC 09/30/2032 02013 3.170001600 150,000,000.0000 1,585,000.80 01/31/2014 ------------------------ ---------------------- 445,000,000.0000 6,756,167.46 ======================== ====================== 3,891,000,000.0000 61,451,604.48 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00