Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 12X4158 1258 09/30/2030 02000 5.420001600 150.0000 2.71 01/31/2015 12X4158 1258 09/30/2030 02001 5.420001600 150.0000 2.71 01/31/2015 12X4158 1258 09/30/2029 02002 3.449998800 37,359.4200 429.63 01/31/2015 12X4158 1258 09/30/2030 02002 3.449998800 150.0000 1.72 01/31/2015 12X4158 1258 09/30/2029 02003 3.089998800 150,000.0000 1,545.00 01/31/2015 12X4158 1258 09/30/2030 02003 3.089998800 132.4200 1.36 01/31/2015 12X4158 1258 09/30/2029 02004 3.579998400 149,987.9700 1,789.86 01/31/2015 12X4158 1258 09/30/2030 02005 3.579998400 150.0000 1.79 01/31/2015 12X4158 1258 09/30/2029 02006 4.740001200 135,720.9500 2,144.39 01/31/2015 12X4158 1258 09/30/2015 02007 3.759998400 4,117,096.1600 51,600.92 01/31/2015 12X4158 1258 09/30/2024 02007 3.759998400 108.0000 1.35 01/31/2015 12X4158 1258 09/30/2029 02007 3.759998400 200.0000 2.51 01/31/2015 12X4158 1258 09/30/2030 02007 3.759998400 150.0000 1.88 01/31/2015 12X4158 1258 09/30/2016 02008 2.450001600 21,590,196.4900 176,320.05 01/31/2015 12X4158 1258 09/30/2025 02008 2.450001600 10.0000 0.08 01/31/2015 12X4158 1258 09/30/2029 02008 2.450001600 100.0000 0.82 01/31/2015 12X4158 1258 09/30/2030 02008 2.450001600 150.0000 1.23 01/31/2015 12X4158 1258 09/30/2017 02009 2.030000400 57,022,755.8300 385,854.06 01/31/2015 12X4158 1258 09/30/2030 02009 2.030000400 150.0000 1.02 01/31/2015 12X4158 1258 09/30/2018 02010 1.969999200 141,371,643.3000 928,340.08 01/31/2015 12X4158 1258 09/30/2027 02010 1.969999200 33.0000 0.22 01/31/2015 12X4158 1258 09/30/2030 02010 1.969999200 150.0000 0.98 01/31/2015 12X4158 1258 09/30/2019 02011 1.310000400 144,228,175.2700 629,796.56 01/31/2015 12X4158 1258 09/30/2029 02011 1.310000400 200.0000 0.87 01/31/2015 12X4158 1258 09/30/2030 02011 1.310000400 150.0000 0.66 01/31/2015 12X4158 1258 09/30/2020 02012 1.159999200 146,713,061.5500 567,290.11 01/31/2015 12X4158 1258 09/30/2029 02012 1.159999200 1,614,005.0000 6,240.82 01/31/2015 12X4158 1258 09/30/2030 02012 1.159999200 1,000.0000 3.87 01/31/2015 12X4158 1258 09/30/2021 02013 1.640001600 191,347,326.4400 1,046,033.07 01/31/2015 12X4158 1258 09/30/2030 02013 1.640001600 1,000.0000 5.47 01/31/2015 12X4158 1258 09/30/2022 02014 1.450000800 147,159,893.6800 711,273.21 01/31/2015 12X4158 1258 09/30/2030 02014 1.450000800 5,129,000.0000 24,790.18 01/31/2015 12X4158 1258 09/30/2030 02015 1.450000800 206,024,600.0000 995,786.12 01/31/2015 ------------------------ ---------------------- 1,066,794,955.4800 5,529,265.31 200 SUB-COHORT 12X4158 1258200 09/30/2015 02013 2.440000800 102,000.0000 829.60 01/31/2015 12X4158 1258200 09/30/2028 02013 2.440000800 4,040,700.0000 32,864.37 01/31/2015 ------------------------ ---------------------- 4,142,700.0000 33,693.97 ======================== ====================== 1,070,937,655.4800 5,562,959.28 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4158 1258 09/30/2015 02006 12/17/2014 INT + 0.0000 1,185.00 477624 1258 09/30/2015 02007 12/17/2014 INT + 0.0000 100,511.65 477628 1258 09/30/2015 02009 12/17/2014 INT + 0.0000 1,362.00 477632 1258 09/30/2015 02010 12/17/2014 INT + 0.0000 5,171.25 477636 1258 09/30/2016 02008 12/17/2014 INT + 0.0000 87,967.44 477630 1258 09/30/2017 02009 12/17/2014 INT + 0.0000 68,286.59 477634 1258 09/30/2018 02010 12/17/2014 INT + 0.0000 103,601.47 477638 1258 09/30/2019 02011 12/17/2014 INT + 0.0000 74,665.05 477640 1258 09/30/2020 02000 12/17/2014 INT + 0.0000 265.64 477608 1258 09/30/2020 02012 12/17/2014 INT + 0.0000 59,116.05 477642 1258 09/30/2021 02004 12/17/2014 INT + 0.0000 197.24 477614 1258 09/30/2021 02013 12/17/2014 INT + 0.0000 197,563.92 477644 1258 09/30/2022 02014 12/17/2014 INT + 0.0000 418,028.05 477646 1258 09/30/2023 02006 12/17/2014 INT + 0.0000 2.23 477620 1258 09/30/2029 02002 12/17/2014 INT + 0.0000 45.55 477610 1258 09/30/2029 02004 12/17/2014 INT + 0.0000 0.22 477616 1258 09/30/2029 02006 12/17/2014 INT + 0.0000 338.41 477622 1258 09/30/2030 02003 12/17/2014 INT + 0.0000 0.27 477612 1258 09/30/2030 02004 12/17/2014 INT + 0.0000 2.68 477618 1258 09/30/2030 02006 12/17/2014 INT + 0.0000 3.56 477626 1258 09/30/2030 02015 12/17/2014 INT + 0.0000 220.40 477648 ------------------------ ---------------------- 0.0000 1,118,534.67 ======================== ====================== 0.0000 1,118,534.67