Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 216 SUB-COHORT 12X4269 1269216 09/30/2042 02006 4.320000000 108,633.0000 1,564.32 01/31/2015 12X4269 1269216 09/30/2046 02006 4.320000000 1,000.0000 14.40 01/31/2015 12X4269 1269216 09/30/2047 02006 4.320000000 10,000.0000 144.00 01/31/2015 12X4269 1269216 09/30/2042 02007 4.110001200 1,282,347.0000 17,568.16 01/31/2015 12X4269 1269216 09/30/2044 02007 4.110001200 92,000.0000 1,260.40 01/31/2015 12X4269 1269216 09/30/2045 02007 4.110001200 3,000.0000 41.10 01/31/2015 12X4269 1269216 09/30/2046 02007 4.110001200 12,000.0000 164.40 01/31/2015 12X4269 1269216 09/30/2047 02007 4.110001200 5,000.0000 68.50 01/31/2015 12X4269 1269216 09/30/2043 02008 4.330000800 1,120,395.0000 16,171.04 01/31/2015 12X4269 1269216 09/30/2044 02008 4.330000800 4,169,000.0000 60,172.58 01/31/2015 12X4269 1269216 09/30/2043 02009 4.320000000 892,908.0000 12,857.88 01/31/2015 12X4269 1269216 09/30/2044 02009 4.320000000 4,616,000.0000 66,470.40 01/31/2015 12X4269 1269216 09/30/2045 02009 4.320000000 667,000.0000 9,604.80 01/31/2015 12X4269 1269216 09/30/2045 02010 3.470000400 1,615,733.0000 18,688.65 01/31/2015 12X4269 1269216 09/30/2046 02010 3.470000400 122,000.0000 1,411.13 01/31/2015 12X4269 1269216 09/30/2047 02010 3.470000400 10,000.0000 115.67 01/31/2015 12X4269 1269216 09/30/2046 02011 4.410000000 1,223,000.0000 17,978.10 01/31/2015 12X4269 1269216 09/30/2047 02011 4.410000000 86,000.0000 1,264.20 01/31/2015 12X4269 1269216 09/30/2048 02011 4.410000000 97,000.0000 1,425.90 01/31/2015 12X4269 1269216 09/30/2046 02012 4.179999600 1,041,000.0000 14,504.60 01/31/2015 12X4269 1269216 09/30/2047 02012 4.179999600 2,946,000.0000 41,047.60 01/31/2015 12X4269 1269216 09/30/2048 02012 4.179999600 322,000.0000 4,486.53 01/31/2015 12X4269 1269216 09/30/2047 02013 4.179999600 161,000.0000 2,243.27 01/31/2015 12X4269 1269216 09/30/2048 02013 4.179999600 26,000.0000 362.27 01/31/2015 12X4269 1269216 09/30/2048 02014 4.179999600 141,000.0000 1,964.60 01/31/2015 ------------------------ ---------------------- 20,770,016.0000 291,594.50 230 SUB-COHORT 12X4269 1269230 09/30/2040 02005 3.809998800 80,475.0000 1,022.03 01/31/2015 12X4269 1269230 09/30/2041 02005 3.809998800 707,000.0000 8,978.90 01/31/2015 12X4269 1269230 09/30/2042 02005 3.809998800 876,000.0000 11,125.20 01/31/2015 12X4269 1269230 09/30/2043 02005 3.809998800 630,000.0000 8,001.00 01/31/2015 12X4269 1269230 09/30/2044 02005 3.809998800 175,000.0000 2,222.50 01/31/2015 12X4269 1269230 09/30/2045 02005 3.809998800 1,219,000.0000 15,481.30 01/31/2015 12X4269 1269230 09/30/2046 02005 3.809998800 189,000.0000 2,400.30 01/31/2015 12X4269 1269230 09/30/2047 02005 3.809998800 491,000.0000 6,235.70 01/31/2015 12X4269 1269230 09/30/2042 02006 4.079998800 631,407.0000 8,587.13 01/31/2015 12X4269 1269230 09/30/2043 02006 4.079998800 205,000.0000 2,788.00 01/31/2015 12X4269 1269230 09/30/2044 02006 4.079998800 701,000.0000 9,533.60 01/31/2015 12X4269 1269230 09/30/2045 02006 4.079998800 296,000.0000 4,025.60 01/31/2015 12X4269 1269230 09/30/2047 02006 4.079998800 71,000.0000 965.60 01/31/2015 12X4269 1269230 09/30/2045 02007 3.179998800 351,098.0000 3,721.64 01/31/2015 12X4269 1269230 09/30/2046 02007 3.179998800 817,000.0000 8,660.20 01/31/2015 12X4269 1269230 09/30/2047 02007 3.179998800 331,000.0000 3,508.60 01/31/2015 12X4269 1269230 09/30/2042 02008 3.809998800 347,383.0000 4,411.76 01/31/2015 12X4269 1269230 09/30/2044 02008 3.809998800 426,000.0000 5,410.20 01/31/2015 12X4269 1269230 09/30/2045 02008 3.809998800 103,000.0000 1,308.10 01/31/2015 12X4269 1269230 09/30/2046 02008 3.809998800 130,000.0000 1,651.00 01/31/2015 12X4269 1269230 09/30/2045 02009 4.880001600 1,046,022.0000 17,015.30 01/31/2015 12X4269 1269230 09/30/2046 02009 4.880001600 626,000.0000 10,182.94 01/31/2015 12X4269 1269230 09/30/2047 02009 4.880001600 967,000.0000 15,729.87 01/31/2015 12X4269 1269230 09/30/2048 02009 4.880001600 747,000.0000 12,151.20 01/31/2015 12X4269 1269230 09/30/2046 02011 4.460000400 1,002,000.0000 14,896.40 01/31/2015 12X4269 1269230 09/30/2047 02011 4.460000400 402,000.0000 5,976.40 01/31/2015 12X4269 1269230 09/30/2048 02011 4.460000400 208,000.0000 3,092.27 01/31/2015 12X4269 1269230 09/30/2046 02012 3.899998800 97,000.0000 1,261.00 01/31/2015 12X4269 1269230 09/30/2047 02012 3.899998800 780,000.0000 10,140.00 01/31/2015 12X4269 1269230 09/30/2048 02012 3.899998800 1,216,000.0000 15,808.00 01/31/2015 ------------------------ ---------------------- 15,868,385.0000 216,291.74 215 SUB-COHORT 12X4269 1269215 09/30/2058 02006 4.700001600 10,713,623.0000 167,846.82 01/31/2015 12X4269 1269215 09/30/2059 02006 4.700001600 4,549,000.0000 71,267.69 01/31/2015 12X4269 1269215 09/30/2060 02006 4.700001600 1,000,000.0000 15,666.67 01/31/2015 12X4269 1269215 09/30/2062 02006 4.700001600 85,000.0000 1,331.67 01/31/2015 12X4269 1269215 09/30/2063 02006 4.700001600 152,000.0000 2,381.33 01/31/2015 12X4269 1269215 09/30/2064 02006 4.700001600 1,441,000.0000 22,575.67 01/31/2015 12X4269 1269215 09/30/2059 02007 4.110001200 13,046,234.0000 178,733.46 01/31/2015 12X4269 1269215 09/30/2060 02007 4.110001200 2,802,000.0000 38,387.41 01/31/2015 12X4269 1269215 09/30/2061 02007 4.110001200 1,428,000.0000 19,563.61 01/31/2015 12X4269 1269215 09/30/2062 02007 4.110001200 997,000.0000 13,658.90 01/31/2015 12X4269 1269215 09/30/2064 02007 4.110001200 2,980,000.0000 40,826.01 01/31/2015 12X4269 1269215 09/30/2060 02008 4.010000400 3,181,984.0000 42,532.52 01/31/2015 12X4269 1269215 09/30/2061 02008 4.010000400 23,209,000.0000 310,227.00 01/31/2015 12X4269 1269215 09/30/2062 02008 4.010000400 4,997,100.0000 66,794.58 01/31/2015 12X4269 1269215 09/30/2063 02008 4.010000400 750,000.0000 10,025.00 01/31/2015 12X4269 1269215 09/30/2064 02008 4.010000400 3,405,000.0000 45,513.50 01/31/2015 12X4269 1269215 09/30/2061 02009 4.119998400 8,837,659.0000 121,370.47 01/31/2015 12X4269 1269215 09/30/2062 02009 4.119998400 5,189,000.0000 71,262.24 01/31/2015 12X4269 1269215 09/30/2064 02009 4.119998400 3,172,000.0000 43,562.12 01/31/2015 12X4269 1269215 09/30/2062 02010 3.639999600 16,675,886.0000 202,334.06 01/31/2015 12X4269 1269215 09/30/2063 02010 3.639999600 25,380,000.0000 307,943.97 01/31/2015 12X4269 1269215 09/30/2062 02011 2.930000400 9,213,695.0000 89,987.10 01/31/2015 12X4269 1269215 09/30/2063 02011 2.930000400 373,000.0000 3,642.97 01/31/2015 12X4269 1269215 09/30/2064 02011 2.930000400 4,693,000.0000 45,834.97 01/31/2015 12X4269 1269215 09/30/2063 02012 4.250001600 14,208,000.0000 201,280.08 01/31/2015 12X4269 1269215 09/30/2064 02012 4.250001600 7,580,000.0000 107,383.37 01/31/2015 12X4269 1269215 09/30/2063 02013 4.140000000 1,311,000.0000 18,091.80 01/31/2015 12X4269 1269215 09/30/2064 02013 4.140000000 3,441,000.0000 47,485.80 01/31/2015 12X4269 1269215 09/30/2065 02013 4.140000000 330,000.0000 4,554.00 01/31/2015 12X4269 1269215 09/30/2064 02014 4.140000000 3,639,000.0000 50,218.20 01/31/2015 12X4269 1269215 09/30/2065 02014 4.140000000 14,029,000.0000 193,600.20 01/31/2015 ------------------------ ---------------------- 192,809,181.0000 2,555,883.19 217 SUB-COHORT 12X4269 1269217 09/30/2042 02006 4.910000400 1,633,253.0000 26,730.91 01/31/2015 12X4269 1269217 09/30/2044 02006 4.910000400 109,000.0000 1,783.97 01/31/2015 12X4269 1269217 09/30/2045 02006 4.910000400 204,000.0000 3,338.80 01/31/2015 12X4269 1269217 09/30/2046 02006 4.910000400 174,000.0000 2,847.80 01/31/2015 12X4269 1269217 09/30/2047 02006 4.910000400 568,000.0000 9,296.27 01/31/2015 12X4269 1269217 09/30/2042 02007 4.489999200 918,842.0000 13,752.00 01/31/2015 12X4269 1269217 09/30/2044 02007 4.489999200 230,000.0000 3,442.33 01/31/2015 12X4269 1269217 09/30/2045 02007 4.489999200 16,000.0000 239.47 01/31/2015 12X4269 1269217 09/30/2046 02007 4.489999200 77,000.0000 1,152.43 01/31/2015 12X4269 1269217 09/30/2047 02007 4.489999200 13,000.0000 194.57 01/31/2015 12X4269 1269217 09/30/2044 02008 4.489999200 3,089,965.0000 46,246.47 01/31/2015 12X4269 1269217 09/30/2045 02008 4.489999200 2,134,000.0000 31,938.86 01/31/2015 12X4269 1269217 09/30/2046 02008 4.489999200 566,000.0000 8,471.13 01/31/2015 12X4269 1269217 09/30/2045 02009 4.200001200 1,108,198.0000 15,514.78 01/31/2015 12X4269 1269217 09/30/2046 02009 4.200001200 1,154,000.0000 16,156.00 01/31/2015 12X4269 1269217 09/30/2047 02009 4.200001200 98,000.0000 1,372.00 01/31/2015 12X4269 1269217 09/30/2045 02010 3.980001600 3,607,644.0000 47,861.43 01/31/2015 12X4269 1269217 09/30/2046 02010 3.980001600 5,694,000.0000 75,540.43 01/31/2015 12X4269 1269217 09/30/2047 02010 3.980001600 871,000.0000 11,555.27 01/31/2015 12X4269 1269217 09/30/2048 02010 3.980001600 126,000.0000 1,671.60 01/31/2015 12X4269 1269217 09/30/2046 02011 4.839998400 1,783,039.0000 28,766.35 01/31/2015 12X4269 1269217 09/30/2047 02011 4.839998400 1,689,000.0000 27,249.19 01/31/2015 12X4269 1269217 09/30/2046 02012 4.439998800 817,000.0000 12,091.60 01/31/2015 12X4269 1269217 09/30/2047 02012 4.439998800 939,000.0000 13,897.20 01/31/2015 12X4269 1269217 09/30/2048 02012 4.439998800 166,000.0000 2,456.80 01/31/2015 12X4269 1269217 09/30/2046 02013 4.420000800 362,000.0000 5,333.47 01/31/2015 12X4269 1269217 09/30/2047 02013 4.420000800 221,000.0000 3,256.07 01/31/2015 12X4269 1269217 09/30/2048 02013 4.420000800 217,000.0000 3,197.13 01/31/2015 12X4269 1269217 09/30/2048 02014 4.420000800 103,000.0000 1,517.53 01/31/2015 ------------------------ ---------------------- 28,688,941.0000 416,871.86 ======================== ====================== 258,136,523.0000 3,480,641.29 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00