Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2031 01992 6.890000000000 33,891,500.0000 1,556,749.57 05/31/2017 12X4226 1226301 09/30/2034 01992 6.890000000000 50,000.0000 2,296.67 05/31/2017 12X4226 1226301 09/30/2039 01992 6.890000000000 5,402,000.0000 248,131.87 05/31/2017 12X4226 1226301 09/30/2040 01992 6.890000000000 6,857,000.0000 314,964.87 05/31/2017 12X4226 1226301 09/30/2041 01992 6.890000000000 2,268,000.0000 104,176.80 05/31/2017 12X4226 1226301 09/30/2042 01992 6.890000000000 33,745,000.0000 1,550,020.33 05/31/2017 12X4226 1226301 09/30/2046 01992 6.890000000000 745,000.0000 34,220.33 05/31/2017 12X4226 1226301 09/30/2047 01992 6.890000000000 3,213,000.0000 147,583.80 05/31/2017 12X4226 1226301 09/30/2048 01992 6.890000000000 4,366,000.0000 200,544.93 05/31/2017 12X4226 1226301 09/30/2049 01992 6.890000000000 5,404,000.0000 248,223.73 05/31/2017 12X4226 1226301 09/30/2033 01993 6.960000000000 7,800,000.0000 361,920.00 05/31/2017 12X4226 1226301 09/30/2034 01993 6.960000000000 15,000,000.0000 696,000.00 05/31/2017 12X4226 1226301 09/30/2036 01993 6.960000000000 18,000,000.0000 835,200.00 05/31/2017 12X4226 1226301 09/30/2039 01993 6.960000000000 13,150,000.0000 610,160.00 05/31/2017 12X4226 1226301 09/30/2040 01993 6.960000000000 8,952,000.0000 415,372.80 05/31/2017 12X4226 1226301 09/30/2041 01993 6.960000000000 6,679,000.0000 309,905.60 05/31/2017 12X4226 1226301 09/30/2042 01993 6.960000000000 37,590,000.0000 1,744,176.00 05/31/2017 12X4226 1226301 09/30/2043 01993 6.960000000000 6,100,000.0000 283,040.00 05/31/2017 12X4226 1226301 09/30/2044 01993 6.960000000000 77,000.0000 3,572.80 05/31/2017 12X4226 1226301 09/30/2046 01993 6.960000000000 2,485,000.0000 115,304.00 05/31/2017 12X4226 1226301 09/30/2047 01993 6.960000000000 4,445,000.0000 206,248.00 05/31/2017 12X4226 1226301 09/30/2048 01993 6.960000000000 9,102,000.0000 422,332.80 05/31/2017 12X4226 1226301 09/30/2049 01993 6.960000000000 4,234,000.0000 196,457.60 05/31/2017 12X4226 1226301 09/30/2032 01994 6.710000000000 15,537,026.0000 695,022.96 05/31/2017 12X4226 1226301 09/30/2033 01994 6.710000000000 30,000,000.0000 1,342,000.00 05/31/2017 12X4226 1226301 09/30/2036 01994 6.710000000000 5,000,000.0000 223,666.67 05/31/2017 12X4226 1226301 09/30/2038 01994 6.710000000000 13,000,000.0000 581,533.33 05/31/2017 12X4226 1226301 09/30/2039 01994 6.710000000000 9,250,000.0000 413,783.33 05/31/2017 12X4226 1226301 09/30/2040 01994 6.710000000000 12,875,000.0000 575,941.67 05/31/2017 12X4226 1226301 09/30/2041 01994 6.710000000000 4,965,000.0000 222,101.00 05/31/2017 12X4226 1226301 09/30/2042 01994 6.710000000000 42,549,000.0000 1,903,358.60 05/31/2017 12X4226 1226301 09/30/2043 01994 6.710000000000 7,700,000.0000 344,446.67 05/31/2017 12X4226 1226301 09/30/2044 01994 6.710000000000 85,000.0000 3,802.33 05/31/2017 12X4226 1226301 09/30/2046 01994 6.710000000000 22,000.0000 984.13 05/31/2017 12X4226 1226301 09/30/2047 01994 6.710000000000 4,154,000.0000 185,822.27 05/31/2017 12X4226 1226301 09/30/2048 01994 6.710000000000 4,753,000.0000 212,617.53 05/31/2017 12X4226 1226301 09/30/2049 01994 6.710000000000 13,226,000.0000 591,643.07 05/31/2017 12X4226 1226301 09/30/2033 01995 6.560000000000 69,168,000.0000 3,024,947.20 05/31/2017 12X4226 1226301 09/30/2036 01995 6.560000000000 22,000,000.0000 962,133.33 05/31/2017 12X4226 1226301 09/30/2038 01995 6.560000000000 5,000,000.0000 218,666.67 05/31/2017 12X4226 1226301 09/30/2039 01995 6.560000000000 12,200,000.0000 533,546.67 05/31/2017 12X4226 1226301 09/30/2040 01995 6.560000000000 7,743,000.0000 338,627.20 05/31/2017 12X4226 1226301 09/30/2041 01995 6.560000000000 7,309,000.0000 319,646.93 05/31/2017 12X4226 1226301 09/30/2042 01995 6.560000000000 45,778,000.0000 2,002,024.53 05/31/2017 12X4226 1226301 09/30/2043 01995 6.560000000000 3,700,000.0000 161,813.33 05/31/2017 12X4226 1226301 09/30/2044 01995 6.560000000000 112,000.0000 4,898.13 05/31/2017 12X4226 1226301 09/30/2045 01995 6.560000000000 8,000,000.0000 349,866.67 05/31/2017 12X4226 1226301 09/30/2046 01995 6.560000000000 1,507,000.0000 65,906.13 05/31/2017 12X4226 1226301 09/30/2047 01995 6.560000000000 4,794,000.0000 209,657.60 05/31/2017 12X4226 1226301 09/30/2048 01995 6.560000000000 8,238,000.0000 360,275.20 05/31/2017 12X4226 1226301 09/30/2049 01995 6.560000000000 15,086,000.0000 659,761.07 05/31/2017 12X4226 1226301 09/30/2033 01996 6.260000000000 18,853,771.0000 786,830.71 05/31/2017 12X4226 1226301 09/30/2034 01996 6.260000000000 29,000,000.0000 1,210,266.67 05/31/2017 12X4226 1226301 09/30/2036 01996 6.260000000000 23,000,000.0000 959,866.67 05/31/2017 12X4226 1226301 09/30/2038 01996 6.260000000000 1,000,000.0000 41,733.33 05/31/2017 12X4226 1226301 09/30/2039 01996 6.260000000000 7,600,000.0000 317,173.33 05/31/2017 12X4226 1226301 09/30/2040 01996 6.260000000000 44,441,000.0000 1,854,671.07 05/31/2017 12X4226 1226301 09/30/2041 01996 6.260000000000 5,189,000.0000 216,554.27 05/31/2017 12X4226 1226301 09/30/2042 01996 6.260000000000 30,500,000.0000 1,272,866.67 05/31/2017 12X4226 1226301 09/30/2043 01996 6.260000000000 3,652,000.0000 152,410.13 05/31/2017 12X4226 1226301 09/30/2044 01996 6.260000000000 28,000.0000 1,168.53 05/31/2017 12X4226 1226301 09/30/2045 01996 6.260000000000 7,718,000.0000 322,097.87 05/31/2017 12X4226 1226301 09/30/2046 01996 6.260000000000 1,188,000.0000 49,579.20 05/31/2017 12X4226 1226301 09/30/2047 01996 6.260000000000 2,586,000.0000 107,922.40 05/31/2017 12X4226 1226301 09/30/2048 01996 6.260000000000 3,640,000.0000 151,909.33 05/31/2017 12X4226 1226301 09/30/2049 01996 6.260000000000 12,790,000.0000 533,769.33 05/31/2017 12X4226 1226301 09/30/2036 01997 6.030000000000 68,000,000.0000 2,733,600.00 05/31/2017 12X4226 1226301 09/30/2038 01997 6.030000000000 12,000,000.0000 482,400.00 05/31/2017 12X4226 1226301 09/30/2039 01997 6.030000000000 14,200,000.0000 570,840.00 05/31/2017 12X4226 1226301 09/30/2040 01997 6.030000000000 89,289,500.0000 3,589,437.90 05/31/2017 12X4226 1226301 09/30/2041 01997 6.030000000000 4,913,000.0000 197,502.60 05/31/2017 12X4226 1226301 09/30/2042 01997 6.030000000000 47,484,000.0000 1,908,856.80 05/31/2017 12X4226 1226301 09/30/2043 01997 6.030000000000 5,100,000.0000 205,020.00 05/31/2017 12X4226 1226301 09/30/2044 01997 6.030000000000 2,087,000.0000 83,897.40 05/31/2017 12X4226 1226301 09/30/2045 01997 6.030000000000 129,000.0000 5,185.80 05/31/2017 12X4226 1226301 09/30/2047 01997 6.030000000000 4,558,000.0000 183,231.60 05/31/2017 12X4226 1226301 09/30/2048 01997 6.030000000000 7,352,000.0000 295,550.40 05/31/2017 12X4226 1226301 09/30/2049 01997 6.030000000000 15,792,000.0000 634,838.40 05/31/2017 12X4226 1226301 09/30/2036 01998 5.890000000000 82,661,500.0000 3,245,841.57 05/31/2017 12X4226 1226301 09/30/2037 01998 5.890000000000 18,750,000.0000 736,250.00 05/31/2017 12X4226 1226301 09/30/2038 01998 5.890000000000 28,000,000.0000 1,099,466.67 05/31/2017 12X4226 1226301 09/30/2039 01998 5.890000000000 25,500,000.0000 1,001,300.00 05/31/2017 12X4226 1226301 09/30/2040 01998 5.890000000000 29,789,000.0000 1,169,714.73 05/31/2017 12X4226 1226301 09/30/2041 01998 5.890000000000 10,475,000.0000 411,318.33 05/31/2017 12X4226 1226301 09/30/2042 01998 5.890000000000 42,229,000.0000 1,658,192.07 05/31/2017 12X4226 1226301 09/30/2043 01998 5.890000000000 19,113,000.0000 750,503.80 05/31/2017 12X4226 1226301 09/30/2044 01998 5.890000000000 3,659,000.0000 143,676.73 05/31/2017 12X4226 1226301 09/30/2045 01998 5.890000000000 29,000.0000 1,138.73 05/31/2017 12X4226 1226301 09/30/2046 01998 5.890000000000 1,358,000.0000 53,324.13 05/31/2017 12X4226 1226301 09/30/2047 01998 5.890000000000 2,927,000.0000 114,933.53 05/31/2017 12X4226 1226301 09/30/2048 01998 5.890000000000 7,798,000.0000 306,201.47 05/31/2017 12X4226 1226301 09/30/2049 01998 5.890000000000 13,973,000.0000 548,673.13 05/31/2017 12X4226 1226301 09/30/2036 01999 5.660000000000 46,506,694.0000 1,754,852.59 05/31/2017 12X4226 1226301 09/30/2037 01999 5.660000000000 31,250,000.0000 1,179,166.67 05/31/2017 12X4226 1226301 09/30/2038 01999 5.660000000000 58,000,000.0000 2,188,533.33 05/31/2017 12X4226 1226301 09/30/2039 01999 5.660000000000 44,200,000.0000 1,667,813.33 05/31/2017 12X4226 1226301 09/30/2040 01999 5.660000000000 24,227,000.0000 914,165.47 05/31/2017 12X4226 1226301 09/30/2041 01999 5.660000000000 9,980,000.0000 376,578.67 05/31/2017 12X4226 1226301 09/30/2042 01999 5.660000000000 48,054,000.0000 1,813,237.60 05/31/2017 12X4226 1226301 09/30/2043 01999 5.660000000000 7,741,000.0000 292,093.73 05/31/2017 12X4226 1226301 09/30/2044 01999 5.660000000000 11,319,000.0000 427,103.60 05/31/2017 12X4226 1226301 09/30/2045 01999 5.660000000000 8,721,000.0000 329,072.40 05/31/2017 12X4226 1226301 09/30/2046 01999 5.660000000000 40,000.0000 1,509.33 05/31/2017 12X4226 1226301 09/30/2047 01999 5.660000000000 367,000.0000 13,848.13 05/31/2017 12X4226 1226301 09/30/2048 01999 5.660000000000 6,566,000.0000 247,757.07 05/31/2017 12X4226 1226301 09/30/2049 01999 5.660000000000 22,191,000.0000 837,340.40 05/31/2017 12X4226 1226301 09/30/2038 02000 5.420000000000 60,599,000.0000 2,189,643.87 05/31/2017 12X4226 1226301 09/30/2039 02000 5.420000000000 91,700,000.0000 3,313,426.67 05/31/2017 12X4226 1226301 09/30/2040 02000 5.420000000000 36,113,000.0000 1,304,883.07 05/31/2017 12X4226 1226301 09/30/2041 02000 5.420000000000 25,985,000.0000 938,924.67 05/31/2017 12X4226 1226301 09/30/2042 02000 5.420000000000 79,191,000.0000 2,861,434.80 05/31/2017 12X4226 1226301 09/30/2043 02000 5.420000000000 15,114,000.0000 546,119.20 05/31/2017 12X4226 1226301 09/30/2044 02000 5.420000000000 706,000.0000 25,510.13 05/31/2017 12X4226 1226301 09/30/2045 02000 5.420000000000 10,523,000.0000 380,231.07 05/31/2017 12X4226 1226301 09/30/2046 02000 5.420000000000 7,923,000.0000 286,284.40 05/31/2017 12X4226 1226301 09/30/2047 02000 5.420000000000 2,544,000.0000 91,923.20 05/31/2017 12X4226 1226301 09/30/2048 02000 5.420000000000 4,099,000.0000 148,110.53 05/31/2017 12X4226 1226301 09/30/2049 02000 5.420000000000 14,411,000.0000 520,717.47 05/31/2017 12X4226 1226301 09/30/2039 02001 5.000000000000 108,615,000.0000 3,620,500.00 05/31/2017 12X4226 1226301 09/30/2040 02001 5.000000000000 87,344,600.0000 2,911,486.67 05/31/2017 12X4226 1226301 09/30/2041 02001 5.000000000000 48,088,000.0000 1,602,933.33 05/31/2017 12X4226 1226301 09/30/2042 02001 5.000000000000 58,527,000.0000 1,950,900.00 05/31/2017 12X4226 1226301 09/30/2043 02001 5.000000000000 20,095,000.0000 669,833.33 05/31/2017 12X4226 1226301 09/30/2044 02001 5.000000000000 3,679,000.0000 122,633.33 05/31/2017 12X4226 1226301 09/30/2045 02001 5.000000000000 3,519,000.0000 117,300.00 05/31/2017 12X4226 1226301 09/30/2046 02001 5.000000000000 18,413,000.0000 613,766.67 05/31/2017 12X4226 1226301 09/30/2047 02001 5.000000000000 1,435,000.0000 47,833.33 05/31/2017 12X4226 1226301 09/30/2048 02001 5.000000000000 4,098,000.0000 136,600.00 05/31/2017 12X4226 1226301 09/30/2049 02001 5.000000000000 6,938,000.0000 231,266.67 05/31/2017 12X4226 1226301 09/30/2040 02002 4.840000000000 150,249,589.0000 4,848,053.40 05/31/2017 12X4226 1226301 09/30/2041 02002 4.840000000000 101,381,000.0000 3,271,226.93 05/31/2017 12X4226 1226301 09/30/2042 02002 4.840000000000 177,538,000.0000 5,728,559.47 05/31/2017 12X4226 1226301 09/30/2043 02002 4.840000000000 42,528,000.0000 1,372,236.80 05/31/2017 12X4226 1226301 09/30/2044 02002 4.840000000000 26,118,000.0000 842,740.80 05/31/2017 12X4226 1226301 09/30/2045 02002 4.840000000000 36,708,000.0000 1,184,444.80 05/31/2017 12X4226 1226301 09/30/2046 02002 4.840000000000 4,502,000.0000 145,264.53 05/31/2017 12X4226 1226301 09/30/2047 02002 4.840000000000 8,741,000.0000 282,042.93 05/31/2017 12X4226 1226301 09/30/2048 02002 4.840000000000 3,169,000.0000 102,253.07 05/31/2017 12X4226 1226301 09/30/2049 02002 4.840000000000 12,587,000.0000 406,140.53 05/31/2017 12X4226 1226301 09/30/2040 02003 4.760000000000 21,780,524.0000 691,168.63 05/31/2017 12X4226 1226301 09/30/2041 02003 4.760000000000 118,980,000.0000 3,775,632.00 05/31/2017 12X4226 1226301 09/30/2042 02003 4.760000000000 123,287,000.0000 3,912,307.47 05/31/2017 12X4226 1226301 09/30/2043 02003 4.760000000000 97,576,000.0000 3,096,411.73 05/31/2017 12X4226 1226301 09/30/2044 02003 4.760000000000 17,934,000.0000 569,105.60 05/31/2017 12X4226 1226301 09/30/2045 02003 4.760000000000 32,073,000.0000 1,017,783.20 05/31/2017 12X4226 1226301 09/30/2046 02003 4.760000000000 4,610,000.0000 146,290.67 05/31/2017 12X4226 1226301 09/30/2047 02003 4.760000000000 4,521,000.0000 143,466.40 05/31/2017 12X4226 1226301 09/30/2048 02003 4.760000000000 3,236,000.0000 102,689.07 05/31/2017 12X4226 1226301 09/30/2049 02003 4.760000000000 600,000.0000 19,040.00 05/31/2017 12X4226 1226301 09/30/2050 02003 4.760000000000 444,000.0000 14,089.60 05/31/2017 12X4226 1226301 09/30/2041 02004 4.690000000000 25,443,548.0000 795,534.93 05/31/2017 12X4226 1226301 09/30/2042 02004 4.690000000000 233,961,000.0000 7,315,180.60 05/31/2017 12X4226 1226301 09/30/2043 02004 4.690000000000 112,982,000.0000 3,532,570.53 05/31/2017 12X4226 1226301 09/30/2044 02004 4.690000000000 53,536,000.0000 1,673,892.27 05/31/2017 12X4226 1226301 09/30/2045 02004 4.690000000000 14,227,000.0000 444,830.87 05/31/2017 12X4226 1226301 09/30/2046 02004 4.690000000000 16,508,000.0000 516,150.13 05/31/2017 12X4226 1226301 09/30/2047 02004 4.690000000000 10,433,000.0000 326,205.13 05/31/2017 12X4226 1226301 09/30/2048 02004 4.690000000000 4,490,000.0000 140,387.33 05/31/2017 12X4226 1226301 09/30/2049 02004 4.690000000000 10,863,000.0000 339,649.80 05/31/2017 12X4226 1226301 09/30/2042 02005 4.520000000000 91,678,653.0000 2,762,583.41 05/31/2017 12X4226 1226301 09/30/2043 02005 4.520000000000 176,866,000.0000 5,329,562.13 05/31/2017 12X4226 1226301 09/30/2044 02005 4.520000000000 95,770,000.0000 2,885,869.33 05/31/2017 12X4226 1226301 09/30/2045 02005 4.520000000000 104,436,000.0000 3,147,004.80 05/31/2017 12X4226 1226301 09/30/2046 02005 4.520000000000 65,126,000.0000 1,962,463.47 05/31/2017 12X4226 1226301 09/30/2047 02005 4.520000000000 25,193,000.0000 759,149.07 05/31/2017 12X4226 1226301 09/30/2048 02005 4.520000000000 24,742,000.0000 745,558.93 05/31/2017 12X4226 1226301 09/30/2049 02005 4.520000000000 20,124,000.0000 606,403.20 05/31/2017 12X4226 1226301 09/30/2050 02005 4.520000000000 97,000.0000 2,922.93 05/31/2017 12X4226 1226301 09/30/2051 02005 4.520000000000 63,000.0000 1,898.40 05/31/2017 12X4226 1226301 09/30/2043 02006 4.340000000000 212,617,500.0000 6,151,733.00 05/31/2017 12X4226 1226301 09/30/2044 02006 4.340000000000 182,138,000.0000 5,269,859.47 05/31/2017 12X4226 1226301 09/30/2045 02006 4.340000000000 112,058,000.0000 3,242,211.47 05/31/2017 12X4226 1226301 09/30/2046 02006 4.340000000000 86,045,000.0000 2,489,568.67 05/31/2017 12X4226 1226301 09/30/2047 02006 4.340000000000 63,962,000.0000 1,850,633.87 05/31/2017 12X4226 1226301 09/30/2048 02006 4.340000000000 25,708,000.0000 743,818.13 05/31/2017 12X4226 1226301 09/30/2049 02006 4.340000000000 8,059,000.0000 233,173.73 05/31/2017 12X4226 1226301 09/30/2050 02006 4.340000000000 2,136,000.0000 61,801.60 05/31/2017 12X4226 1226301 09/30/2051 02006 4.340000000000 102,000.0000 2,951.20 05/31/2017 12X4226 1226301 09/30/2044 02007 3.930000000000 161,222,382.0000 4,224,026.41 05/31/2017 12X4226 1226301 09/30/2045 02007 3.930000000000 197,431,000.0000 5,172,692.20 05/31/2017 12X4226 1226301 09/30/2046 02007 3.930000000000 167,157,000.0000 4,379,513.40 05/31/2017 12X4226 1226301 09/30/2047 02007 3.930000000000 82,700,000.0000 2,166,740.00 05/31/2017 12X4226 1226301 09/30/2048 02007 3.930000000000 89,976,000.0000 2,357,371.20 05/31/2017 12X4226 1226301 09/30/2049 02007 3.930000000000 9,060,000.0000 237,372.00 05/31/2017 12X4226 1226301 09/30/2050 02007 3.930000000000 7,588,000.0000 198,805.60 05/31/2017 12X4226 1226301 09/30/2051 02007 3.930000000000 2,396,000.0000 62,775.20 05/31/2017 12X4226 1226301 09/30/2052 02007 3.930000000000 563,000.0000 14,750.60 05/31/2017 12X4226 1226301 09/30/2045 02008 3.420000000000 173,797,000.0000 3,962,571.60 05/31/2017 12X4226 1226301 09/30/2046 02008 3.420000000000 246,347,000.0000 5,616,711.60 05/31/2017 12X4226 1226301 09/30/2047 02008 3.420000000000 171,083,000.0000 3,900,692.40 05/31/2017 12X4226 1226301 09/30/2048 02008 3.420000000000 173,188,000.0000 3,948,686.40 05/31/2017 12X4226 1226301 09/30/2049 02008 3.420000000000 92,628,000.0000 2,111,918.40 05/31/2017 12X4226 1226301 09/30/2050 02008 3.420000000000 6,790,000.0000 154,812.00 05/31/2017 12X4226 1226301 09/30/2051 02008 3.420000000000 7,142,000.0000 162,837.60 05/31/2017 12X4226 1226301 09/30/2052 02008 3.420000000000 6,736,000.0000 153,580.80 05/31/2017 12X4226 1226301 09/30/2045 02009 3.310000000000 13,516,909.0000 298,273.13 05/31/2017 12X4226 1226301 09/30/2046 02009 3.310000000000 316,278,000.0000 6,979,201.20 05/31/2017 12X4226 1226301 09/30/2047 02009 3.310000000000 289,781,000.0000 6,394,500.73 05/31/2017 12X4226 1226301 09/30/2048 02009 3.310000000000 274,288,000.0000 6,052,621.87 05/31/2017 12X4226 1226301 09/30/2049 02009 3.310000000000 149,025,000.0000 3,288,485.00 05/31/2017 12X4226 1226301 09/30/2050 02009 3.310000000000 44,774,000.0000 988,012.93 05/31/2017 12X4226 1226301 09/30/2051 02009 3.310000000000 23,660,000.0000 522,097.33 05/31/2017 12X4226 1226301 09/30/2046 02010 2.790000000000 125,362,450.0000 2,331,741.57 05/31/2017 12X4226 1226301 09/30/2047 02010 2.790000000000 532,002,000.0000 9,895,237.20 05/31/2017 12X4226 1226301 09/30/2048 02010 2.790000000000 566,190,000.0000 10,531,134.00 05/31/2017 12X4226 1226301 09/30/2049 02010 2.790000000000 295,942,000.0000 5,504,521.20 05/31/2017 12X4226 1226301 09/30/2050 02010 2.790000000000 201,770,000.0000 3,752,922.00 05/31/2017 12X4226 1226301 09/30/2051 02010 2.790000000000 125,327,000.0000 2,331,082.20 05/31/2017 12X4226 1226301 09/30/2052 02010 2.790000000000 26,525,000.0000 493,365.00 05/31/2017 12X4226 1226301 09/30/2047 02011 2.600000000000 15,539,902.0000 269,358.30 05/31/2017 12X4226 1226301 09/30/2048 02011 2.600000000000 254,395,000.0000 4,409,513.33 05/31/2017 12X4226 1226301 09/30/2049 02011 2.600000000000 183,380,000.0000 3,178,586.67 05/31/2017 12X4226 1226301 09/30/2050 02011 2.600000000000 140,190,000.0000 2,429,960.00 05/31/2017 12X4226 1226301 09/30/2051 02011 2.600000000000 163,098,000.0000 2,827,032.00 05/31/2017 12X4226 1226301 09/30/2052 02011 2.600000000000 30,885,000.0000 535,340.00 05/31/2017 12X4226 1226301 09/30/2049 02012 2.770000000000 107,912,000.0000 1,992,774.93 05/31/2017 12X4226 1226301 09/30/2050 02012 2.770000000000 259,359,000.0000 4,789,496.20 05/31/2017 12X4226 1226301 09/30/2051 02012 2.770000000000 255,893,000.0000 4,725,490.73 05/31/2017 12X4226 1226301 09/30/2052 02012 2.770000000000 65,464,000.0000 1,208,901.87 05/31/2017 12X4226 1226301 09/30/2050 02013 2.790000000000 141,481,500.0000 2,631,555.90 05/31/2017 12X4226 1226301 09/30/2051 02013 2.790000000000 312,881,000.0000 5,819,586.60 05/31/2017 12X4226 1226301 09/30/2052 02013 2.790000000000 78,399,000.0000 1,458,221.40 05/31/2017 12X4226 1226301 09/30/2051 02014 2.450000000000 258,080,000.0000 4,215,306.67 05/31/2017 12X4226 1226301 09/30/2052 02014 2.450000000000 165,042,000.0000 2,695,686.00 05/31/2017 12X4226 1226301 09/30/2051 02015 3.280000000000 148,493,500.0000 3,247,057.87 05/31/2017 12X4226 1226301 09/30/2052 02015 3.280000000000 128,292,000.0000 2,805,318.40 05/31/2017 12X4226 1226301 09/30/2051 02016 2.990000000000 29,109,500.0000 580,249.37 05/31/2017 12X4226 1226301 09/30/2052 02016 2.990000000000 66,751,000.0000 1,330,569.93 05/31/2017 12X4226 1226301 09/30/2052 02017 2.990000000000 1,425,000.0000 28,405.00 05/31/2017 ------------------------ ---------------------- 12,534,724,548.0000 328,272,126.72 ======================== ====================== 12,534,724,548.0000 328,272,126.72 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 301 SUB-COHORT 1226301 09/30/2031 01992 03/14/2017 INT + 0.0000 392,161.56 480838 1226301 09/30/2032 01993 03/14/2017 INT + 0.0000 314,487.59 480840 1226301 09/30/2033 01993 03/14/2017 INT + 0.0000 6,960.00 480842 1226301 09/30/2032 01994 03/14/2017 INT + 0.0000 697,588.34 480844 1226301 09/30/2033 01995 03/14/2017 INT + 0.0000 623,527.99 480846 1226301 09/30/2033 01996 03/14/2017 INT + 0.0000 960,565.65 480848 1226301 09/30/2040 01997 03/14/2017 INT + 0.0000 1,180,839.83 480850 1226301 09/30/2036 01998 03/14/2017 INT + 0.0000 971,040.12 480852 1226301 09/30/2036 01999 03/14/2017 INT + 0.0000 784,546.74 480854 1226301 09/30/2038 02000 03/14/2017 INT + 0.0000 1,265,868.05 480792 1226301 09/30/2039 02001 03/14/2017 INT + 0.0000 664,374.96 480794 1226301 09/30/2039 02002 03/14/2017 INT + 0.0000 487,111.84 480796 1226301 09/30/2040 02002 03/14/2017 INT + 0.0000 2,086,582.28 480798 1226301 09/30/2040 02003 03/14/2017 INT + 0.0000 1,326,278.78 480800 1226301 09/30/2041 02004 03/14/2017 INT + 0.0000 1,013,039.94 480802 1226301 09/30/2042 02005 03/14/2017 INT + 0.0000 1,170,103.65 480804 1226301 09/30/2043 02006 03/14/2017 INT + 0.0000 1,026,030.20 480806 1226301 09/30/2044 02007 03/14/2017 INT + 0.0000 890,606.72 480808 1226301 09/30/2045 02008 03/14/2017 INT + 0.0000 1,019,929.50 480810 1226301 09/30/2045 02009 03/14/2017 INT + 0.0000 320,763.81 480812 1226301 09/30/2046 02010 03/14/2017 INT + 0.0000 965,026.13 480814 1226301 09/30/2047 02011 03/14/2017 INT + 0.0000 994,090.47 480816 1226301 09/30/2048 02012 03/14/2017 INT + 0.0000 274,036.08 480818 1226301 09/30/2048 02012 03/14/2017 INT + 0.0000 45,815.80 480820 1226301 09/30/2049 02012 03/14/2017 INT + 0.0000 939,514.70 480822 1226301 09/30/2049 02013 03/14/2017 INT + 0.0000 452,133.45 480824 1226301 09/30/2050 02013 03/14/2017 INT + 0.0000 944,617.28 480826 1226301 09/30/2050 02014 03/14/2017 INT + 0.0000 938,153.92 480828 1226301 09/30/2051 02014 03/14/2017 INT + 0.0000 7,435.75 480830 1226301 09/30/2050 02015 03/14/2017 INT + 0.0000 383,825.60 480832 1226301 09/30/2051 02015 03/14/2017 INT + 0.0000 759,032.99 480834 1226301 09/30/2051 02016 03/14/2017 INT + 0.0000 178,211.46 480836 ------------------------ ---------------------- 0.0000 24,084,301.18 ======================== ====================== 0.0000 24,084,301.18