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 208,724.97 12/31/2014 86X4077 8677M 09/30/2024 01993 6.649999200 12,000,000.0000 199,499.98 12/31/2014 86X4077 8677M 09/30/2029 01993 6.649999200 20,000,000.0000 332,499.96 12/31/2014 86X4077 8677M 09/30/2030 01993 6.649999200 10,000,000.0000 166,249.98 12/31/2014 86X4077 8677M 09/30/2031 01993 6.649999200 10,000,000.0000 166,249.98 12/31/2014 86X4077 8677M 09/30/2033 01993 6.649999200 12,000,000.0000 199,499.98 12/31/2014 86X4077 8677M 09/30/2032 01994 6.770001600 6,000,000.0000 101,550.02 12/31/2014 86X4077 8677M 09/30/2024 01995 7.390000800 7,000,000.0000 129,325.01 12/31/2014 86X4077 8677M 09/30/2032 01996 6.770001600 10,000,000.0000 169,250.04 12/31/2014 86X4077 8677M 09/30/2030 01997 6.890000400 20,000,000.0000 344,500.02 12/31/2014 86X4077 8677M 09/30/2033 01998 5.979999600 5,000,000.0000 74,750.00 12/31/2014 86X4077 8677M 09/30/2033 01999 5.810000400 5,000,000.0000 72,625.01 12/31/2014 86X4077 8677M 09/30/2033 02000 6.360001200 20,000,000.0000 318,000.06 12/31/2014 86X4077 8677M 09/30/2033 02001 5.699998800 10,000,000.0000 142,499.97 12/31/2014 86X4077 8677M 09/30/2026 02002 5.500000800 25,000,000.0000 343,750.05 12/31/2014 86X4077 8677M 09/30/2029 02002 5.500000800 20,000,000.0000 275,000.04 12/31/2014 86X4077 8677M 09/30/2032 02002 5.500000800 15,000,000.0000 206,250.03 12/31/2014 86X4077 8677M 09/30/2030 02003 5.280001200 50,000,000.0000 660,000.15 12/31/2014 86X4077 8677M 09/30/2033 02003 5.280001200 61,000,000.0000 805,200.18 12/31/2014 86X4077 8677M 09/30/2027 02004 5.259999600 67,000,000.0000 881,049.93 12/31/2014 86X4077 8677M 09/30/2029 02005 4.939999200 29,000,000.0000 358,149.94 12/31/2014 86X4077 8677M 09/30/2032 02005 4.939999200 10,000,000.0000 123,499.98 12/31/2014 86X4077 8677M 09/30/2029 02006 5.010001200 10,000,000.0000 125,250.03 12/31/2014 86X4077 8677M 09/30/2030 02006 5.010001200 130,000,000.0000 1,628,250.39 12/31/2014 86X4077 8677M 09/30/2029 02007 4.939999200 15,000,000.0000 185,249.97 12/31/2014 86X4077 8677M 09/30/2032 02007 4.939999200 10,000,000.0000 123,499.98 12/31/2014 86X4077 8677M 09/30/2030 02008 4.410000000 20,000,000.0000 220,500.00 12/31/2014 86X4077 8677M 09/30/2028 02009 3.589999200 7,000,000.0000 62,824.99 12/31/2014 86X4077 8677M 09/30/2030 02009 3.589999200 30,000,000.0000 269,249.94 12/31/2014 86X4077 8677M 09/30/2029 02010 3.669998400 25,000,000.0000 229,374.90 12/31/2014 86X4077 8677M 09/30/2030 02010 3.669998400 45,000,000.0000 412,874.82 12/31/2014 86X4077 8677M 09/30/2030 02011 3.110000400 41,000,000.0000 318,775.04 12/31/2014 86X4077 8677M 09/30/2031 02011 3.110000400 200,000,000.0000 1,555,000.20 12/31/2014 86X4077 8677M 09/30/2031 02012 2.350000800 100,000,000.0000 587,500.20 12/31/2014 86X4077 8677M 09/30/2032 02012 2.350000800 215,000,000.0000 1,263,125.43 12/31/2014 86X4077 8677M 09/30/2032 02013 3.170001600 400,000,000.0000 3,170,001.60 12/31/2014 86X4077 8677M 09/30/2033 02013 3.170001600 327,000,000.0000 2,591,476.31 12/31/2014 86X4077 8677M 09/30/2033 02014 2.149999200 175,000,000.0000 940,624.65 12/31/2014 ------------------------ ---------------------- 2,185,000,000.0000 19,961,703.73 S SUB-COHORT 86X4077 8677S 09/30/2025 01993 6.649999200 1,500,000.0000 24,937.50 12/31/2014 86X4077 8677S 09/30/2025 01994 6.770001600 3,500,000.0000 59,237.51 12/31/2014 86X4077 8677S 09/30/2028 01995 7.390000800 3,000,000.0000 55,425.01 12/31/2014 86X4077 8677S 09/30/2024 01996 6.770001600 2,000,000.0000 33,850.01 12/31/2014 86X4077 8677S 09/30/2024 01998 5.979999600 3,000,000.0000 44,850.00 12/31/2014 86X4077 8677S 09/30/2027 02002 5.680000800 65,000,000.0000 923,000.13 12/31/2014 86X4077 8677S 09/30/2028 02002 5.680000800 40,000,000.0000 568,000.08 12/31/2014 86X4077 8677S 09/30/2029 02002 5.680000800 5,000,000.0000 71,000.01 12/31/2014 86X4077 8677S 09/30/2033 02002 5.680000800 14,000,000.0000 198,800.03 12/31/2014 86X4077 8677S 09/30/2033 02008 3.219998400 60,000,000.0000 482,999.76 12/31/2014 86X4077 8677S 09/30/2030 02009 2.639998800 20,000,000.0000 131,999.94 12/31/2014 86X4077 8677S 09/30/2033 02009 2.639998800 12,000,000.0000 79,199.96 12/31/2014 86X4077 8677S 09/30/2030 02010 3.110000400 10,000,000.0000 77,750.01 12/31/2014 86X4077 8677S 09/30/2033 02010 3.110000400 24,000,000.0000 186,600.02 12/31/2014 86X4077 8677S 09/30/2030 02011 2.289999600 10,000,000.0000 57,249.99 12/31/2014 86X4077 8677S 09/30/2033 02011 2.289999600 5,000,000.0000 28,625.00 12/31/2014 86X4077 8677S 09/30/2031 02012 1.019998800 5,000,000.0000 12,749.99 12/31/2014 86X4077 8677S 09/30/2033 02012 1.019998800 5,000,000.0000 12,749.99 12/31/2014 ------------------------ ---------------------- 288,000,000.0000 3,049,024.94 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.649999200 8,000,000.0000 132,999.98 12/31/2014 86X4077 8677H 09/30/2030 01994 6.770001600 28,000,000.0000 473,900.11 12/31/2014 86X4077 8677H 09/30/2024 01995 7.390000800 15,000,000.0000 277,125.03 12/31/2014 86X4077 8677H 09/30/2030 01995 7.390000800 25,000,000.0000 461,875.05 12/31/2014 86X4077 8677H 09/30/2021 01996 6.770001600 10,000,000.0000 169,250.04 12/31/2014 86X4077 8677H 09/30/2024 01996 6.770001600 7,000,000.0000 118,475.03 12/31/2014 86X4077 8677H 09/30/2030 01996 6.770001600 25,000,000.0000 423,125.10 12/31/2014 86X4077 8677H 09/30/2022 01997 6.890000400 35,000,000.0000 602,875.04 12/31/2014 86X4077 8677H 09/30/2030 01997 6.890000400 21,000,000.0000 361,725.02 12/31/2014 86X4077 8677H 09/30/2033 01997 6.890000400 2,000,000.0000 34,450.00 12/31/2014 86X4077 8677H 09/30/2029 01998 5.979999600 43,000,000.0000 642,849.96 12/31/2014 86X4077 8677H 09/30/2030 01998 5.979999600 20,000,000.0000 298,999.98 12/31/2014 86X4077 8677H 09/30/2033 01998 5.979999600 5,000,000.0000 74,750.00 12/31/2014 86X4077 8677H 09/30/2023 01999 5.810000400 55,000,000.0000 798,875.06 12/31/2014 86X4077 8677H 09/30/2030 01999 5.810000400 2,000,000.0000 29,050.00 12/31/2014 86X4077 8677H 09/30/2030 02000 6.360001200 15,000,000.0000 238,500.05 12/31/2014 86X4077 8677H 09/30/2031 02000 6.360001200 5,000,000.0000 79,500.02 12/31/2014 86X4077 8677H 09/30/2033 02000 6.360001200 5,000,000.0000 79,500.02 12/31/2014 86X4077 8677H 09/30/2027 02001 6.530000400 8,000,000.0000 130,600.01 12/31/2014 86X4077 8677H 09/30/2029 02001 6.530000400 3,000,000.0000 48,975.00 12/31/2014 86X4077 8677H 09/30/2030 02001 6.530000400 15,000,000.0000 244,875.02 12/31/2014 86X4077 8677H 09/30/2033 02001 6.530000400 6,000,000.0000 97,950.01 12/31/2014 86X4077 8677H 09/30/2024 02002 5.379998400 35,000,000.0000 470,749.86 12/31/2014 86X4077 8677H 09/30/2026 02002 5.379998400 15,000,000.0000 201,749.94 12/31/2014 86X4077 8677H 09/30/2031 02002 5.379998400 20,000,000.0000 268,999.92 12/31/2014 86X4077 8677H 09/30/2033 02002 5.379998400 27,000,000.0000 363,149.89 12/31/2014 86X4077 8677H 09/30/2027 02003 5.259999600 175,000,000.0000 2,301,249.83 12/31/2014 86X4077 8677H 09/30/2028 02003 5.259999600 105,000,000.0000 1,380,749.90 12/31/2014 86X4077 8677H 09/30/2033 02003 5.259999600 75,000,000.0000 986,249.93 12/31/2014 86X4077 8677H 09/30/2033 02004 5.799999600 155,000,000.0000 2,247,499.85 12/31/2014 ------------------------ ---------------------- 965,000,000.0000 14,040,624.65 HC SUB-COHORT 86X4077 8677HC 09/30/2032 01993 6.649999200 3,000,000.0000 49,874.99 12/31/2014 86X4077 8677HC 09/30/2033 01994 6.770001600 8,000,000.0000 135,400.03 12/31/2014 86X4077 8677HC 09/30/2032 01995 7.390000800 5,000,000.0000 92,375.01 12/31/2014 86X4077 8677HC 09/30/2032 02000 6.360001200 7,000,000.0000 111,300.02 12/31/2014 86X4077 8677HC 09/30/2032 02001 5.670000000 3,000,000.0000 42,525.00 12/31/2014 86X4077 8677HC 09/30/2032 02003 6.030000000 10,000,000.0000 150,750.00 12/31/2014 86X4077 8677HC 09/30/2033 02004 4.989999600 27,000,000.0000 336,824.97 12/31/2014 86X4077 8677HC 09/30/2033 02005 4.700001600 18,000,000.0000 211,500.07 12/31/2014 86X4077 8677HC 09/30/2033 02006 4.910000400 23,000,000.0000 282,325.02 12/31/2014 86X4077 8677HC 09/30/2033 02007 4.709998800 26,000,000.0000 306,149.92 12/31/2014 86X4077 8677HC 09/30/2032 02008 4.060000800 15,000,000.0000 152,250.03 12/31/2014 86X4077 8677HC 09/30/2033 02008 4.060000800 15,000,000.0000 152,250.03 12/31/2014 86X4077 8677HC 09/30/2033 02009 3.350001600 45,000,000.0000 376,875.18 12/31/2014 86X4077 8677HC 09/30/2032 02010 3.489998400 30,000,000.0000 261,749.88 12/31/2014 86X4077 8677HC 09/30/2033 02010 3.489998400 230,000,000.0000 2,006,749.08 12/31/2014 86X4077 8677HC 09/30/2033 02011 3.179998800 85,000,000.0000 675,749.75 12/31/2014 86X4077 8677HC 09/30/2032 02012 2.610000000 60,000,000.0000 391,500.00 12/31/2014 86X4077 8677HC 09/30/2033 02012 2.610000000 82,000,000.0000 535,050.00 12/31/2014 86X4077 8677HC 09/30/2032 02013 3.170001600 150,000,000.0000 1,188,750.60 12/31/2014 86X4077 8677HC 09/30/2033 02013 3.170001600 120,000,000.0000 951,000.48 12/31/2014 86X4077 8677HC 09/30/2033 02014 2.400001200 80,000,000.0000 480,000.24 12/31/2014 ------------------------ ---------------------- 1,042,000,000.0000 8,890,950.30 ======================== ====================== 4,480,000,000.0000 45,942,303.62 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00