Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- 101 SUB-COHORT 12X4212 1212101 09/30/2020 01992 5.480000000000 920,000.0000 37,812.00 06/30/2017 12X4212 1212101 09/30/2021 01992 5.480000000000 1,775,000.0000 72,952.50 06/30/2017 12X4212 1212101 09/30/2022 01992 5.480000000000 36,000.0000 1,479.60 06/30/2017 12X4212 1212101 09/30/2020 01993 4.630000000000 2,876,000.0000 99,869.10 06/30/2017 12X4212 1212101 09/30/2021 01993 4.630000000000 321,000.0000 11,146.72 06/30/2017 12X4212 1212101 09/30/2022 01993 4.630000000000 70,000.0000 2,430.75 06/30/2017 12X4212 1212101 09/30/2020 01994 5.420000000000 4,993,000.0000 202,965.45 06/30/2017 12X4212 1212101 09/30/2021 01994 5.420000000000 193,000.0000 7,845.45 06/30/2017 12X4212 1212101 09/30/2020 01995 6.740000000000 3,455,000.0000 174,650.25 06/30/2017 12X4212 1212101 09/30/2021 01995 6.740000000000 737,000.0000 37,255.35 06/30/2017 12X4212 1212101 09/30/2022 01995 6.740000000000 18,000.0000 909.90 06/30/2017 12X4212 1212101 09/30/2023 01995 6.740000000000 9,000.0000 454.95 06/30/2017 12X4212 1212101 09/30/2020 01996 5.970000000000 6,726,000.0000 301,156.65 06/30/2017 12X4212 1212101 09/30/2021 01996 5.970000000000 1,036,000.0000 46,386.90 06/30/2017 12X4212 1212101 09/30/2020 01997 6.150000000000 9,306,000.0000 429,239.25 06/30/2017 12X4212 1212101 09/30/2021 01997 6.150000000000 987,000.0000 45,525.37 06/30/2017 12X4212 1212101 09/30/2022 01997 6.150000000000 4,000.0000 184.50 06/30/2017 12X4212 1212101 09/30/2020 01998 5.550000000000 9,916,000.0000 412,753.50 06/30/2017 12X4212 1212101 09/30/2021 01998 5.550000000000 1,260,000.0000 52,447.50 06/30/2017 12X4212 1212101 09/30/2022 01998 5.550000000000 71,000.0000 2,955.37 06/30/2017 12X4212 1212101 09/30/2020 01999 5.200000000000 18,253,000.0000 711,867.00 06/30/2017 12X4212 1212101 09/30/2021 01999 5.200000000000 2,594,000.0000 101,166.00 06/30/2017 12X4212 1212101 09/30/2022 01999 5.200000000000 198,000.0000 7,722.00 06/30/2017 12X4212 1212101 09/30/2018 02000 6.250000000000 12,141,281.0000 569,122.55 06/30/2017 12X4212 1212101 09/30/2021 02000 6.250000000000 3,387,000.0000 158,765.62 06/30/2017 12X4212 1212101 09/30/2020 02001 4.960000000000 18,981,000.0000 706,093.20 06/30/2017 12X4212 1212101 09/30/2021 02001 4.960000000000 1,501,000.0000 55,837.20 06/30/2017 12X4212 1212101 09/30/2022 02001 4.960000000000 21,000.0000 781.20 06/30/2017 12X4212 1212101 09/30/2023 02001 4.960000000000 24,000.0000 892.80 06/30/2017 12X4212 1212101 09/30/2020 02002 4.010000000000 21,329,000.0000 641,469.67 06/30/2017 12X4212 1212101 09/30/2023 02002 4.010000000000 313,000.0000 9,413.47 06/30/2017 12X4212 1212101 09/30/2018 02003 3.010000000000 23,191,946.0000 523,558.18 06/30/2017 12X4212 1212101 09/30/2022 02003 3.010000000000 325,000.0000 7,336.87 06/30/2017 12X4212 1212101 09/30/2023 02003 3.010000000000 11,000.0000 248.32 06/30/2017 12X4212 1212101 09/30/2018 02004 3.360000000000 21,540,084.0000 542,810.12 06/30/2017 12X4212 1212101 09/30/2021 02004 3.360000000000 2,098,000.0000 52,869.60 06/30/2017 12X4212 1212101 09/30/2022 02004 3.360000000000 214,000.0000 5,392.80 06/30/2017 12X4212 1212101 09/30/2020 02005 3.980000000000 27,266,000.0000 813,890.10 06/30/2017 12X4212 1212101 09/30/2022 02005 3.980000000000 102,000.0000 3,044.70 06/30/2017 12X4212 1212101 09/30/2023 02005 3.980000000000 97,000.0000 2,895.45 06/30/2017 12X4212 1212101 09/30/2020 02006 4.790000000000 40,062,000.0000 1,439,227.35 06/30/2017 12X4212 1212101 09/30/2023 02006 4.790000000000 147,000.0000 5,280.97 06/30/2017 12X4212 1212101 09/30/2018 02007 4.660000000000 39,968,644.0000 1,396,904.11 06/30/2017 12X4212 1212101 09/30/2018 02008 3.290000000000 47,077,727.0000 1,161,642.91 06/30/2017 12X4212 1212101 09/30/2021 02008 3.290000000000 9,556,000.0000 235,794.30 06/30/2017 12X4212 1212101 09/30/2022 02008 3.290000000000 8,000.0000 197.40 06/30/2017 12X4212 1212101 09/30/2023 02008 3.290000000000 147,000.0000 3,627.22 06/30/2017 12X4212 1212101 09/30/2020 02009 2.380000000000 146,351,492.0000 2,612,374.13 06/30/2017 12X4212 1212101 09/30/2021 02009 2.380000000000 4,658,000.0000 83,145.30 06/30/2017 12X4212 1212101 09/30/2022 02009 2.380000000000 887,000.0000 15,832.95 06/30/2017 12X4212 1212101 09/30/2023 02009 2.380000000000 1,513,000.0000 27,007.05 06/30/2017 12X4212 1212101 09/30/2020 02010 2.220000000000 126,545,986.0000 2,106,990.67 06/30/2017 12X4212 1212101 09/30/2021 02010 2.220000000000 26,668,000.0000 444,022.20 06/30/2017 12X4212 1212101 09/30/2022 02010 2.220000000000 1,638,000.0000 27,272.70 06/30/2017 12X4212 1212101 09/30/2023 02010 2.220000000000 795,000.0000 13,236.75 06/30/2017 12X4212 1212101 09/30/2021 02011 1.830000000000 146,956,000.0000 2,016,971.10 06/30/2017 12X4212 1212101 09/30/2022 02011 1.830000000000 2,649,000.0000 36,357.52 06/30/2017 12X4212 1212101 09/30/2018 02012 1.270000000000 171,503,613.0000 1,633,571.91 06/30/2017 12X4212 1212101 09/30/2021 02012 1.270000000000 31,225,000.0000 297,418.12 06/30/2017 12X4212 1212101 09/30/2022 02012 1.270000000000 1,034,000.0000 9,848.85 06/30/2017 12X4212 1212101 09/30/2023 02012 1.270000000000 1,899,000.0000 18,087.97 06/30/2017 12X4212 1212101 09/30/2019 02013 1.750000000000 222,538,171.0000 2,920,813.49 06/30/2017 12X4212 1212101 09/30/2021 02013 1.750000000000 11,491,000.0000 150,819.37 06/30/2017 12X4212 1212101 09/30/2022 02013 1.750000000000 3,667,000.0000 48,129.37 06/30/2017 12X4212 1212101 09/30/2023 02013 1.750000000000 1,296,000.0000 17,010.00 06/30/2017 12X4212 1212101 09/30/2020 02014 1.660000000000 265,456,000.0000 3,304,927.20 06/30/2017 12X4212 1212101 09/30/2021 02014 1.660000000000 129,037,000.0000 1,606,510.65 06/30/2017 12X4212 1212101 09/30/2022 02014 1.660000000000 4,386,000.0000 54,605.70 06/30/2017 12X4212 1212101 09/30/2023 02014 1.660000000000 236,000.0000 2,938.20 06/30/2017 12X4212 1212101 09/30/2021 02015 1.620000000000 454,723,000.0000 5,524,884.45 06/30/2017 12X4212 1212101 09/30/2022 02015 1.620000000000 158,932,000.0000 1,931,023.80 06/30/2017 12X4212 1212101 09/30/2023 02015 1.620000000000 3,296,000.0000 40,046.40 06/30/2017 12X4212 1212101 09/30/2022 02016 1.470000000000 1,039,417,000.0000 11,459,572.42 06/30/2017 12X4212 1212101 09/30/2023 02016 1.470000000000 114,076,000.0000 1,257,687.90 06/30/2017 12X4212 1212101 09/30/2023 02017 1.470000000000 812,622,000.0000 8,959,157.55 06/30/2017 ------------------------ ---------------------- 4,220,758,944.0000 57,718,535.89 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.500000000000 6,169,186.0000 347,016.71 06/30/2017 12X4212 1212105 09/30/2055 01992 7.500000000000 570,000.0000 32,062.50 06/30/2017 12X4212 1212105 09/30/2056 01992 7.500000000000 97,000.0000 5,456.25 06/30/2017 12X4212 1212105 09/30/2057 01992 7.500000000000 16,000.0000 900.00 06/30/2017 12X4212 1212105 09/30/2041 01993 6.660000000000 5,993,218.0000 299,361.24 06/30/2017 12X4212 1212105 09/30/2055 01993 6.660000000000 1,902,000.0000 95,004.90 06/30/2017 12X4212 1212105 09/30/2056 01993 6.660000000000 90,000.0000 4,495.50 06/30/2017 12X4212 1212105 09/30/2057 01993 6.660000000000 20,000.0000 999.00 06/30/2017 12X4212 1212105 09/30/2041 01994 6.840000000000 2,639,866.0000 135,425.13 06/30/2017 12X4212 1212105 09/30/2055 01994 6.840000000000 6,596,000.0000 338,374.80 06/30/2017 12X4212 1212105 09/30/2035 01995 7.320000000000 5,045,502.0000 276,998.06 06/30/2017 12X4212 1212105 09/30/2055 01995 7.320000000000 861,000.0000 47,268.90 06/30/2017 12X4212 1212105 09/30/2056 01995 7.320000000000 59,000.0000 3,239.10 06/30/2017 12X4212 1212105 09/30/2041 01996 6.790000000000 4,665,656.0000 237,598.53 06/30/2017 12X4212 1212105 09/30/2055 01996 6.790000000000 5,656,000.0000 288,031.80 06/30/2017 12X4212 1212105 09/30/2056 01996 6.790000000000 71,000.0000 3,615.68 06/30/2017 12X4212 1212105 09/30/2041 01997 6.500000000000 5,804,971.0000 282,992.34 06/30/2017 12X4212 1212105 09/30/2055 01997 6.500000000000 3,953,000.0000 192,708.75 06/30/2017 12X4212 1212105 09/30/2038 01998 5.940000000000 13,622,731.0000 606,892.67 06/30/2017 12X4212 1212105 09/30/2051 01998 5.940000000000 1,000,000.0000 44,550.00 06/30/2017 12X4212 1212105 09/30/2055 01998 5.940000000000 2,791,000.0000 124,339.05 06/30/2017 12X4212 1212105 09/30/2039 01999 5.930000000000 1,556,499.0000 69,225.29 06/30/2017 12X4212 1212105 09/30/2044 01999 5.930000000000 23,000,000.0000 1,022,925.00 06/30/2017 12X4212 1212105 09/30/2055 01999 5.930000000000 6,525,000.0000 290,199.37 06/30/2017 12X4212 1212105 09/30/2056 01999 5.930000000000 713,000.0000 31,710.67 06/30/2017 12X4212 1212105 09/30/2041 02000 6.230000000000 37,485,475.0000 1,751,508.82 06/30/2017 12X4212 1212105 09/30/2055 02000 6.230000000000 6,760,000.0000 315,861.00 06/30/2017 12X4212 1212105 09/30/2044 02001 5.380000000000 31,090,648.0000 1,254,507.65 06/30/2017 12X4212 1212105 09/30/2055 02001 5.380000000000 4,796,000.0000 193,518.60 06/30/2017 12X4212 1212105 09/30/2056 02001 5.380000000000 228,000.0000 9,199.80 06/30/2017 12X4212 1212105 09/30/2042 02002 4.940000000000 8,717,853.0000 322,996.45 06/30/2017 12X4212 1212105 09/30/2043 02002 4.940000000000 35,000,000.0000 1,296,750.00 06/30/2017 12X4212 1212105 09/30/2055 02002 4.940000000000 4,526,000.0000 167,688.30 06/30/2017 12X4212 1212105 09/30/2056 02002 4.940000000000 410,000.0000 15,190.50 06/30/2017 12X4212 1212105 09/30/2057 02002 4.940000000000 6,500.0000 240.82 06/30/2017 12X4212 1212105 09/30/2044 02003 4.500000000000 50,216,415.0000 1,694,804.01 06/30/2017 12X4212 1212105 09/30/2055 02003 4.500000000000 3,974,000.0000 134,122.50 06/30/2017 12X4212 1212105 09/30/2044 02004 4.680000000000 16,289,866.0000 571,774.30 06/30/2017 12X4212 1212105 09/30/2046 02004 4.680000000000 30,000,000.0000 1,053,000.00 06/30/2017 12X4212 1212105 09/30/2055 02004 4.680000000000 3,004,000.0000 105,440.40 06/30/2017 12X4212 1212105 09/30/2056 02004 4.680000000000 590,000.0000 20,709.00 06/30/2017 12X4212 1212105 09/30/2045 02005 4.570000000000 1,890,771.0000 64,806.18 06/30/2017 12X4212 1212105 09/30/2046 02005 4.570000000000 100,000,000.0000 3,427,500.00 06/30/2017 12X4212 1212105 09/30/2055 02005 4.570000000000 2,928,000.0000 100,357.20 06/30/2017 12X4212 1212105 09/30/2056 02005 4.570000000000 620,000.0000 21,250.50 06/30/2017 12X4212 1212105 09/30/2057 02005 4.570000000000 18,500.0000 634.09 06/30/2017 12X4212 1212105 09/30/2046 02006 4.860000000000 78,815,434.0000 2,872,822.57 06/30/2017 12X4212 1212105 09/30/2047 02006 4.860000000000 25,000,000.0000 911,250.00 06/30/2017 12X4212 1212105 09/30/2055 02006 4.860000000000 5,879,000.0000 214,289.55 06/30/2017 12X4212 1212105 09/30/2056 02006 4.860000000000 338,000.0000 12,320.10 06/30/2017 12X4212 1212105 09/30/2046 02007 4.620000000000 42,742,576.0000 1,481,030.26 06/30/2017 12X4212 1212105 09/30/2047 02007 4.620000000000 49,000,000.0000 1,697,850.00 06/30/2017 12X4212 1212105 09/30/2048 02007 4.620000000000 40,000,000.0000 1,386,000.00 06/30/2017 12X4212 1212105 09/30/2055 02007 4.620000000000 3,754,000.0000 130,076.10 06/30/2017 12X4212 1212105 09/30/2056 02007 4.620000000000 67,000.0000 2,321.55 06/30/2017 12X4212 1212105 09/30/2057 02007 4.620000000000 235,500.0000 8,160.07 06/30/2017 12X4212 1212105 09/30/2048 02008 4.140000000000 110,352,395.0000 3,426,441.86 06/30/2017 12X4212 1212105 09/30/2049 02008 4.140000000000 87,000,000.0000 2,701,350.00 06/30/2017 12X4212 1212105 09/30/2055 02008 4.140000000000 7,078,000.0000 219,771.90 06/30/2017 12X4212 1212105 09/30/2056 02008 4.140000000000 2,174,000.0000 67,502.70 06/30/2017 12X4212 1212105 09/30/2049 02009 3.660000000000 321,267,630.0000 8,818,796.44 06/30/2017 12X4212 1212105 09/30/2055 02009 3.660000000000 18,750,000.0000 514,687.50 06/30/2017 12X4212 1212105 09/30/2056 02009 3.660000000000 2,420,000.0000 66,429.00 06/30/2017 12X4212 1212105 09/30/2050 02010 3.790000000000 386,123,456.0000 10,975,559.24 06/30/2017 12X4212 1212105 09/30/2051 02010 3.790000000000 50,000,000.0000 1,421,250.00 06/30/2017 12X4212 1212105 09/30/2055 02010 3.790000000000 22,967,000.0000 652,836.97 06/30/2017 12X4212 1212105 09/30/2056 02010 3.790000000000 2,374,000.0000 67,480.95 06/30/2017 12X4212 1212105 09/30/2051 02011 3.310000000000 420,945,382.0000 10,449,969.11 06/30/2017 12X4212 1212105 09/30/2055 02011 3.310000000000 10,975,000.0000 272,454.37 06/30/2017 12X4212 1212105 09/30/2056 02011 3.310000000000 2,691,000.0000 66,804.07 06/30/2017 12X4212 1212105 09/30/2052 02012 2.400000000000 380,825,383.0000 6,854,856.89 06/30/2017 12X4212 1212105 09/30/2053 02012 2.400000000000 50,000,000.0000 900,000.00 06/30/2017 12X4212 1212105 09/30/2055 02012 2.400000000000 6,311,000.0000 113,598.00 06/30/2017 12X4212 1212105 09/30/2056 02012 2.400000000000 2,492,000.0000 44,856.00 06/30/2017 12X4212 1212105 09/30/2057 02012 2.400000000000 10,000.0000 180.00 06/30/2017 12X4212 1212105 09/30/2053 02013 2.910000000000 379,419,671.0000 8,280,834.32 06/30/2017 12X4212 1212105 09/30/2055 02013 2.910000000000 4,786,000.0000 104,454.45 06/30/2017 12X4212 1212105 09/30/2056 02013 2.910000000000 1,716,000.0000 37,451.70 06/30/2017 12X4212 1212105 09/30/2057 02013 2.910000000000 113,000.0000 2,466.22 06/30/2017 12X4212 1212105 09/30/2054 02014 3.040000000000 669,517,600.0000 15,265,001.28 06/30/2017 12X4212 1212105 09/30/2055 02014 3.040000000000 213,931,000.0000 4,877,626.80 06/30/2017 12X4212 1212105 09/30/2056 02014 3.040000000000 2,807,000.0000 63,999.60 06/30/2017 12X4212 1212105 09/30/2057 02014 3.040000000000 656,000.0000 14,956.80 06/30/2017 12X4212 1212105 09/30/2055 02015 2.470000000000 547,450,500.0000 10,141,520.51 06/30/2017 12X4212 1212105 09/30/2056 02015 2.470000000000 355,025,000.0000 6,576,838.12 06/30/2017 12X4212 1212105 09/30/2057 02015 2.470000000000 4,335,000.0000 80,305.87 06/30/2017 12X4212 1212105 09/30/2056 02016 3.225700000000 817,708,500.0000 19,782,617.31 06/30/2017 12X4212 1212105 09/30/2057 02016 3.225700000000 194,992,000.0000 4,717,392.71 06/30/2017 12X4212 1212105 09/30/2057 02017 3.225700000000 589,541,000.0000 14,262,618.03 06/30/2017 ------------------------ ---------------------- 6,350,555,684.0000 157,862,280.28 107 SUB-COHORT 12X4212 1212107 09/30/2029 01992 7.540000000000 492,000.0000 27,822.60 06/30/2017 12X4212 1212107 09/30/2031 01992 7.540000000000 1,500.0000 84.83 06/30/2017 12X4212 1212107 09/30/2029 01993 6.660000000000 1,367,500.0000 68,306.63 06/30/2017 12X4212 1212107 09/30/2029 01994 6.800000000000 2,491,500.0000 127,066.50 06/30/2017 12X4212 1212107 09/30/2029 01995 7.200000000000 3,970,500.0000 214,407.00 06/30/2017 12X4212 1212107 09/30/2030 01995 7.200000000000 17,000.0000 918.00 06/30/2017 12X4212 1212107 09/30/2029 01996 6.640000000000 3,499,000.0000 174,250.20 06/30/2017 12X4212 1212107 09/30/2030 01996 6.640000000000 92,000.0000 4,581.60 06/30/2017 12X4212 1212107 09/30/2031 01996 6.640000000000 14,000.0000 697.20 06/30/2017 12X4212 1212107 09/30/2029 01997 6.710000000000 12,973,000.0000 652,866.22 06/30/2017 12X4212 1212107 09/30/2030 01997 6.710000000000 408,000.0000 20,532.60 06/30/2017 12X4212 1212107 09/30/2029 01998 5.840000000000 6,615,500.0000 289,758.90 06/30/2017 12X4212 1212107 09/30/2024 01999 5.730000000000 38,683,688.0000 1,662,431.49 06/30/2017 12X4212 1212107 09/30/2029 01999 5.730000000000 1,648,000.0000 70,822.80 06/30/2017 12X4212 1212107 09/30/2024 02000 6.380000000000 11,572,437.0000 553,741.11 06/30/2017 12X4212 1212107 09/30/2029 02000 6.380000000000 1,794,000.0000 85,842.90 06/30/2017 12X4212 1212107 09/30/2030 02000 6.380000000000 98,000.0000 4,689.30 06/30/2017 12X4212 1212107 09/30/2031 02000 6.380000000000 2,500.0000 119.63 06/30/2017 12X4212 1212107 09/30/2029 02001 5.200000000000 6,193,000.0000 241,527.00 06/30/2017 12X4212 1212107 09/30/2030 02001 5.200000000000 59,000.0000 2,301.00 06/30/2017 12X4212 1212107 09/30/2031 02001 5.200000000000 1,500.0000 58.50 06/30/2017 12X4212 1212107 09/30/2030 02002 4.550000000000 4,634,000.0000 158,135.25 06/30/2017 12X4212 1212107 09/30/2031 02002 4.550000000000 5,000.0000 170.62 06/30/2017 12X4212 1212107 09/30/2017 02003 3.510000000000 4,053,343.0000 106,704.25 06/30/2017 12X4212 1212107 09/30/2029 02003 3.510000000000 1,501,000.0000 39,513.83 06/30/2017 12X4212 1212107 09/30/2030 02003 3.510000000000 42,000.0000 1,105.65 06/30/2017 12X4212 1212107 09/30/2031 02003 3.510000000000 87,000.0000 2,290.28 06/30/2017 12X4212 1212107 09/30/2018 02004 3.880000000000 2,478,865.0000 72,134.97 06/30/2017 12X4212 1212107 09/30/2029 02004 3.880000000000 240,000.0000 6,984.00 06/30/2017 12X4212 1212107 09/30/2019 02005 4.140000000000 2,493,776.0000 77,431.74 06/30/2017 12X4212 1212107 09/30/2030 02005 4.140000000000 31,000.0000 962.55 06/30/2017 12X4212 1212107 09/30/2031 02005 4.140000000000 3,500.0000 108.68 06/30/2017 12X4212 1212107 09/30/2020 02006 4.820000000000 5,833,854.0000 210,893.82 06/30/2017 12X4212 1212107 09/30/2029 02006 4.820000000000 484,000.0000 17,496.60 06/30/2017 12X4212 1212107 09/30/2030 02006 4.820000000000 288,000.0000 10,411.20 06/30/2017 12X4212 1212107 09/30/2021 02007 4.730000000000 11,790,566.0000 418,270.33 06/30/2017 12X4212 1212107 09/30/2029 02007 4.730000000000 604,000.0000 21,426.90 06/30/2017 12X4212 1212107 09/30/2030 02007 4.730000000000 273,000.0000 9,684.67 06/30/2017 12X4212 1212107 09/30/2022 02008 3.790000000000 9,340,351.0000 265,499.48 06/30/2017 12X4212 1212107 09/30/2029 02008 3.790000000000 1,254,000.0000 35,644.95 06/30/2017 12X4212 1212107 09/30/2030 02008 3.790000000000 239,000.0000 6,793.57 06/30/2017 12X4212 1212107 09/30/2024 02009 3.100000000000 7,282,618.0000 169,320.87 06/30/2017 12X4212 1212107 09/30/2029 02009 3.100000000000 563,000.0000 13,089.75 06/30/2017 12X4212 1212107 09/30/2024 02010 2.960000000000 9,672,564.0000 214,730.92 06/30/2017 12X4212 1212107 09/30/2029 02010 2.960000000000 352,000.0000 7,814.40 06/30/2017 12X4212 1212107 09/30/2030 02010 2.960000000000 162,000.0000 3,596.40 06/30/2017 12X4212 1212107 09/30/2025 02011 2.840000000000 11,605,941.0000 247,206.54 06/30/2017 12X4212 1212107 09/30/2029 02011 2.840000000000 256,000.0000 5,452.80 06/30/2017 12X4212 1212107 09/30/2030 02011 2.840000000000 201,000.0000 4,281.30 06/30/2017 12X4212 1212107 09/30/2031 02011 2.840000000000 2,000.0000 42.60 06/30/2017 12X4212 1212107 09/30/2026 02012 1.880000000000 13,675,318.0000 192,821.98 06/30/2017 12X4212 1212107 09/30/2029 02012 1.880000000000 110,000.0000 1,551.00 06/30/2017 12X4212 1212107 09/30/2030 02012 1.880000000000 214,000.0000 3,017.40 06/30/2017 12X4212 1212107 09/30/2031 02012 1.880000000000 4,000.0000 56.40 06/30/2017 12X4212 1212107 09/30/2027 02013 1.830000000000 15,631,504.0000 214,542.39 06/30/2017 12X4212 1212107 09/30/2029 02013 1.830000000000 453,000.0000 6,217.42 06/30/2017 12X4212 1212107 09/30/2030 02013 1.830000000000 290,000.0000 3,980.25 06/30/2017 12X4212 1212107 09/30/2028 02014 2.400000000000 11,706,000.0000 210,708.00 06/30/2017 12X4212 1212107 09/30/2029 02014 2.400000000000 1,286,000.0000 23,148.00 06/30/2017 12X4212 1212107 09/30/2030 02014 2.400000000000 6,000.0000 108.00 06/30/2017 12X4212 1212107 09/30/2029 02015 1.980000000000 5,798,000.0000 86,100.30 06/30/2017 12X4212 1212107 09/30/2030 02015 1.980000000000 1,485,000.0000 22,052.25 06/30/2017 12X4212 1212107 09/30/2039 02015 1.980000000000 4,083,000.0000 60,632.55 06/30/2017 12X4212 1212107 09/30/2030 02016 1.760000000000 38,171,500.0000 503,863.80 06/30/2017 12X4212 1212107 09/30/2031 02016 1.760000000000 1,882,000.0000 24,842.40 06/30/2017 12X4212 1212107 09/30/2031 02017 1.760000000000 10,436,000.0000 137,755.20 06/30/2017 ------------------------ ---------------------- 272,998,325.0000 7,821,422.27 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530000000000 1,159,607.0000 65,488.81 06/30/2017 12X4212 1212108 09/30/2055 01992 7.530000000000 557,000.0000 31,456.57 06/30/2017 12X4212 1212108 09/30/2050 01993 6.660000000000 1,793,012.0000 89,560.95 06/30/2017 12X4212 1212108 09/30/2055 01993 6.660000000000 1,933,000.0000 96,553.35 06/30/2017 12X4212 1212108 09/30/2050 01994 6.940000000000 3,520,069.0000 183,219.59 06/30/2017 12X4212 1212108 09/30/2055 01994 6.940000000000 965,000.0000 50,228.25 06/30/2017 12X4212 1212108 09/30/2050 01997 6.720000000000 1,650,623.0000 83,191.40 06/30/2017 12X4212 1212108 09/30/2055 01997 6.720000000000 95,000.0000 4,788.00 06/30/2017 12X4212 1212108 09/30/2044 01998 5.910000000000 1,037,611.0000 45,992.11 06/30/2017 12X4212 1212108 09/30/2055 01998 5.910000000000 150,000.0000 6,648.75 06/30/2017 ------------------------ ---------------------- 12,860,922.0000 657,127.78 109 SUB-COHORT 12X4212 1212109 09/30/2040 02000 6.250000000000 69,439.0000 3,254.95 06/30/2017 12X4212 1212109 09/30/2041 02001 5.030000000000 21,370.0000 806.18 06/30/2017 12X4212 1212109 09/30/2055 02001 5.030000000000 15,000.0000 565.87 06/30/2017 12X4212 1212109 09/30/2056 02001 5.030000000000 536,948.0000 20,256.36 06/30/2017 12X4212 1212109 09/30/2044 02004 4.890000000000 646,892.0000 23,724.76 06/30/2017 12X4212 1212109 09/30/2053 02004 4.890000000000 2,000.0000 73.35 06/30/2017 12X4212 1212109 09/30/2054 02004 4.890000000000 4,518.0400 165.70 06/30/2017 12X4212 1212109 09/30/2055 02004 4.890000000000 17,000.0000 623.48 06/30/2017 ------------------------ ---------------------- 1,313,167.0400 49,470.65 116 SUB-COHORT 12X4212 1212116 09/30/2040 01992 7.500000000000 11,000.0000 618.75 06/30/2017 12X4212 1212116 09/30/2041 01992 7.500000000000 3,300.0000 185.63 06/30/2017 ------------------------ ---------------------- 14,300.0000 804.38 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.650000000000 141,192.0000 7,041.95 06/30/2017 12X4212 1212121 09/30/2034 01993 6.650000000000 100,000.0000 4,987.50 06/30/2017 12X4212 1212121 09/30/2036 01993 6.650000000000 37,000.0000 1,845.37 06/30/2017 12X4212 1212121 09/30/2037 01993 6.650000000000 13,000.0000 648.38 06/30/2017 12X4212 1212121 09/30/2038 01993 6.650000000000 41,000.0000 2,044.87 06/30/2017 12X4212 1212121 09/30/2040 01993 6.650000000000 15,000.0000 748.12 06/30/2017 12X4212 1212121 09/30/2041 01993 6.650000000000 26,000.0000 1,296.75 06/30/2017 12X4212 1212121 09/30/2028 01994 6.810000000000 67,074.0000 3,425.80 06/30/2017 12X4212 1212121 09/30/2034 01994 6.810000000000 650,000.0000 33,198.75 06/30/2017 12X4212 1212121 09/30/2040 01994 6.810000000000 50,000.0000 2,553.75 06/30/2017 12X4212 1212121 09/30/2041 01994 6.810000000000 50,600.0000 2,584.39 06/30/2017 ------------------------ ---------------------- 1,190,866.0000 60,375.63 123 SUB-COHORT 12X4212 1212123 09/30/2022 02009 1.510000000000 40,651.0000 460.37 06/30/2017 12X4212 1212123 09/30/2019 02012 0.260000000000 14,295.0000 27.88 06/30/2017 ------------------------ ---------------------- 54,946.0000 488.25 124 SUB-COHORT 12X4212 1212124 09/30/2017 02001 4.840000000000 57,000.0000 2,069.10 06/30/2017 12X4212 1212124 09/30/2018 02001 4.840000000000 10,900.0000 395.67 06/30/2017 ------------------------ ---------------------- 67,900.0000 2,464.77 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.050000000000 927,622.0000 14,262.19 06/30/2017 12X4212 1212127 09/30/2031 02010 2.050000000000 20,000.0000 307.50 06/30/2017 12X4212 1212127 09/30/2034 02010 2.050000000000 300,000.0000 4,612.50 06/30/2017 12X4212 1212127 09/30/2035 02010 2.050000000000 133,000.0000 2,044.87 06/30/2017 12X4212 1212127 09/30/2030 02011 2.220000000000 2,406,253.0000 40,064.11 06/30/2017 12X4212 1212127 09/30/2034 02011 2.220000000000 1,920,000.0000 31,968.00 06/30/2017 ------------------------ ---------------------- 5,706,875.0000 93,259.17 ======================== ====================== 10,865,521,929.0400 224,266,229.07 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 101 SUB-COHORT 1212101 09/30/2020 01992 03/15/2017 INT + 0.0000 82.20 494955 1212101 09/30/2020 01993 03/15/2017 INT + 0.0000 1,620.50 494957 1212101 09/30/2020 01994 03/15/2017 INT + 0.0000 2,303.50 494959 1212101 09/30/2020 01996 03/15/2017 INT + 0.0000 5,492.40 494961 1212101 09/30/2020 01997 03/15/2017 INT + 0.0000 1,783.50 494963 1212101 09/30/2020 01998 03/15/2017 INT + 0.0000 305.25 494965 1212101 09/30/2020 01999 03/15/2017 INT + 0.0000 5,330.00 494967 1212101 09/30/2018 02000 03/15/2017 INT + 0.0000 5,531.25 494941 1212101 09/30/2018 02004 03/15/2017 INT + 0.0000 336.00 494943 1212101 09/30/2018 02007 03/15/2017 INT + 0.0000 3,588.20 494945 1212101 09/30/2021 02011 03/15/2017 INT + 0.0000 329.40 494947 1212101 09/30/2020 02014 03/15/2017 INT + 0.0000 105,708.80 494949 1212101 09/30/2021 02015 03/15/2017 INT + 0.0000 1,721,379.60 494951 1212101 09/30/2022 02016 03/15/2017 INT + 0.0000 1,547,784.92 494953 ------------------------ ---------------------- 0.0000 3,401,575.52 105 SUB-COHORT 1212105 09/30/2041 01994 03/15/2017 INT + 0.0000 3,693.60 495027 1212105 09/30/2035 01995 03/15/2017 INT + 0.0000 91.50 495029 1212105 09/30/2041 01996 03/15/2017 INT + 0.0000 2,885.75 495031 1212105 09/30/2041 01997 03/15/2017 INT + 0.0000 5,005.00 495033 1212105 09/30/2038 01998 03/15/2017 INT + 0.0000 1,930.50 495035 1212105 09/30/2039 01999 03/15/2017 INT + 0.0000 2,327.52 495037 1212105 09/30/2041 02000 03/15/2017 INT + 0.0000 22,069.77 494999 1212105 09/30/2044 02001 03/15/2017 INT + 0.0000 147.95 495001 1212105 09/30/2044 02003 03/15/2017 INT + 0.0000 1,901.25 495003 1212105 09/30/2044 02004 03/15/2017 INT + 0.0000 187.20 495005 1212105 09/30/2046 02006 03/15/2017 INT + 0.0000 157.95 495007 1212105 09/30/2048 02008 03/15/2017 INT + 0.0000 4,305.60 495009 1212105 09/30/2049 02009 03/15/2017 INT + 0.0000 3,769.80 495011 1212105 09/30/2050 02010 03/15/2017 INT + 0.0000 13,255.52 495013 1212105 09/30/2051 02011 03/15/2017 INT + 0.0000 3,161.05 495015 1212105 09/30/2052 02012 03/15/2017 INT + 0.0000 7,632.00 495017 1212105 09/30/2053 02013 03/15/2017 INT + 0.0000 7,202.25 495019 1212105 09/30/2054 02014 03/15/2017 INT + 0.0000 257,214.39 495021 1212105 09/30/2055 02015 03/15/2017 INT + 0.0000 1,435,508.40 495023 1212105 09/30/2056 02016 03/15/2017 INT + 0.0000 440,170.92 495025 ------------------------ ---------------------- 0.0000 2,212,617.92 107 SUB-COHORT 1212107 09/30/2029 01993 03/15/2017 INT + 0.0000 3,413.25 494969 1212107 09/30/2029 01994 03/15/2017 INT + 0.0000 731.00 494971 1212107 09/30/2029 01995 03/15/2017 INT + 0.0000 198.00 494973 1212107 09/30/2029 01997 03/15/2017 INT + 0.0000 7,750.05 494975 1212107 09/30/2029 01998 03/15/2017 INT + 0.0000 4,453.00 494977 1212107 09/30/2024 01999 03/15/2017 INT + 0.0000 15,542.62 494979 1212107 09/30/2018 02004 03/15/2017 INT + 0.0000 1,736.30 494981 1212107 09/30/2021 02007 03/15/2017 INT + 0.0000 946.00 494983 1212107 09/30/2022 02008 03/15/2017 INT + 0.0000 606.40 494985 1212107 09/30/2024 02009 03/15/2017 INT + 0.0000 3,727.75 494987 1212107 09/30/2024 02010 03/15/2017 INT + 0.0000 384.80 494989 1212107 09/30/2027 02013 03/15/2017 INT + 0.0000 695.40 494991 1212107 09/30/2028 02014 03/15/2017 INT + 0.0000 5,892.00 494993 1212107 09/30/2029 02015 03/15/2017 INT + 0.0000 10,078.20 494995 1212107 09/30/2030 02016 03/15/2017 INT + 0.0000 60,090.79 494997 ------------------------ ---------------------- 0.0000 116,245.56 108 SUB-COHORT 1212108 09/30/2050 01992 03/15/2017 INT + 0.0000 13,045.72 495055 1212108 09/30/2050 01993 03/15/2017 INT + 0.0000 44,155.80 495057 1212108 09/30/2050 01994 03/15/2017 INT + 0.0000 48,545.30 495059 1212108 09/30/2050 01997 03/15/2017 INT + 0.0000 7,560.00 495061 1212108 09/30/2041 01998 03/15/2017 INT + 0.0000 8,971.70 495063 1212108 09/30/2044 01998 03/15/2017 INT + 0.0000 7,753.59 495065 ------------------------ ---------------------- 0.0000 130,032.11 109 SUB-COHORT 1212109 09/30/2040 02000 03/15/2017 INT + 0.0000 15,875.00 495045 1212109 09/30/2055 02000 03/15/2017 INT + 0.0000 312.50 495047 1212109 09/30/2056 02000 03/15/2017 INT + 0.0000 562.50 495049 1212109 09/30/2041 02001 03/15/2017 INT + 0.0000 603.60 495051 1212109 09/30/2044 02004 03/15/2017 INT + 0.0000 85.57 495053 ------------------------ ---------------------- 0.0000 17,439.17 116 SUB-COHORT 1212116 09/30/2040 01992 03/14/2017 INT + 0.0000 75.00 494912 ------------------------ ---------------------- 0.0000 75.00 121 SUB-COHORT 1212121 09/30/2037 01993 03/15/2017 INT + 0.0000 66.50 495039 1212121 09/30/2039 01994 03/15/2017 INT + 0.0000 34.05 495041 1212121 09/30/2041 01994 03/15/2017 INT + 0.0000 149.82 495043 ------------------------ ---------------------- 0.0000 250.37 123 SUB-COHORT 1212123 09/30/2017 02009 03/14/2017 INT + 0.0000 1,760.29 494900 1212123 09/30/2021 02009 03/14/2017 INT + 0.0000 120.80 494902 1212123 09/30/2022 02009 03/14/2017 INT + 0.0000 13,864.43 494904 1212123 09/30/2019 02012 03/14/2017 INT + 0.0000 88.40 494906 ------------------------ ---------------------- 0.0000 15,833.92 124 SUB-COHORT 1212124 09/30/2017 02001 03/14/2017 INT + 0.0000 72.60 494914 ------------------------ ---------------------- 0.0000 72.60 127 SUB-COHORT 1212127 09/30/2030 02010 03/14/2017 INT + 0.0000 2,644.50 494908 1212127 09/30/2030 02011 03/14/2017 INT + 0.0000 16,971.90 494910 ------------------------ ---------------------- 0.0000 19,616.40 ======================== ====================== 0.0000 5,913,758.57