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 1,751,343.26 06/30/2017 12X4226 1226301 09/30/2034 01992 6.890000000000 50,000.0000 2,583.75 06/30/2017 12X4226 1226301 09/30/2039 01992 6.890000000000 5,402,000.0000 279,148.35 06/30/2017 12X4226 1226301 09/30/2040 01992 6.890000000000 6,857,000.0000 354,335.47 06/30/2017 12X4226 1226301 09/30/2041 01992 6.890000000000 2,268,000.0000 117,198.90 06/30/2017 12X4226 1226301 09/30/2042 01992 6.890000000000 33,745,000.0000 1,743,772.87 06/30/2017 12X4226 1226301 09/30/2046 01992 6.890000000000 745,000.0000 38,497.87 06/30/2017 12X4226 1226301 09/30/2047 01992 6.890000000000 3,213,000.0000 166,031.77 06/30/2017 12X4226 1226301 09/30/2048 01992 6.890000000000 4,366,000.0000 225,613.05 06/30/2017 12X4226 1226301 09/30/2049 01992 6.890000000000 5,404,000.0000 279,251.70 06/30/2017 12X4226 1226301 09/30/2033 01993 6.960000000000 7,800,000.0000 407,160.00 06/30/2017 12X4226 1226301 09/30/2034 01993 6.960000000000 15,000,000.0000 783,000.00 06/30/2017 12X4226 1226301 09/30/2036 01993 6.960000000000 18,000,000.0000 939,600.00 06/30/2017 12X4226 1226301 09/30/2039 01993 6.960000000000 13,150,000.0000 686,430.00 06/30/2017 12X4226 1226301 09/30/2040 01993 6.960000000000 8,952,000.0000 467,294.40 06/30/2017 12X4226 1226301 09/30/2041 01993 6.960000000000 6,679,000.0000 348,643.80 06/30/2017 12X4226 1226301 09/30/2042 01993 6.960000000000 37,590,000.0000 1,962,198.00 06/30/2017 12X4226 1226301 09/30/2043 01993 6.960000000000 6,100,000.0000 318,420.00 06/30/2017 12X4226 1226301 09/30/2044 01993 6.960000000000 77,000.0000 4,019.40 06/30/2017 12X4226 1226301 09/30/2046 01993 6.960000000000 2,485,000.0000 129,717.00 06/30/2017 12X4226 1226301 09/30/2047 01993 6.960000000000 4,445,000.0000 232,029.00 06/30/2017 12X4226 1226301 09/30/2048 01993 6.960000000000 9,102,000.0000 475,124.40 06/30/2017 12X4226 1226301 09/30/2049 01993 6.960000000000 4,234,000.0000 221,014.80 06/30/2017 12X4226 1226301 09/30/2032 01994 6.710000000000 15,537,026.0000 781,900.83 06/30/2017 12X4226 1226301 09/30/2033 01994 6.710000000000 30,000,000.0000 1,509,750.00 06/30/2017 12X4226 1226301 09/30/2036 01994 6.710000000000 5,000,000.0000 251,625.00 06/30/2017 12X4226 1226301 09/30/2038 01994 6.710000000000 13,000,000.0000 654,225.00 06/30/2017 12X4226 1226301 09/30/2039 01994 6.710000000000 9,250,000.0000 465,506.25 06/30/2017 12X4226 1226301 09/30/2040 01994 6.710000000000 12,875,000.0000 647,934.37 06/30/2017 12X4226 1226301 09/30/2041 01994 6.710000000000 4,965,000.0000 249,863.62 06/30/2017 12X4226 1226301 09/30/2042 01994 6.710000000000 42,549,000.0000 2,141,278.42 06/30/2017 12X4226 1226301 09/30/2043 01994 6.710000000000 7,700,000.0000 387,502.50 06/30/2017 12X4226 1226301 09/30/2044 01994 6.710000000000 85,000.0000 4,277.62 06/30/2017 12X4226 1226301 09/30/2046 01994 6.710000000000 22,000.0000 1,107.15 06/30/2017 12X4226 1226301 09/30/2047 01994 6.710000000000 4,154,000.0000 209,050.05 06/30/2017 12X4226 1226301 09/30/2048 01994 6.710000000000 4,753,000.0000 239,194.72 06/30/2017 12X4226 1226301 09/30/2049 01994 6.710000000000 13,226,000.0000 665,598.45 06/30/2017 12X4226 1226301 09/30/2033 01995 6.560000000000 69,168,000.0000 3,403,065.60 06/30/2017 12X4226 1226301 09/30/2036 01995 6.560000000000 22,000,000.0000 1,082,400.00 06/30/2017 12X4226 1226301 09/30/2038 01995 6.560000000000 5,000,000.0000 246,000.00 06/30/2017 12X4226 1226301 09/30/2039 01995 6.560000000000 12,200,000.0000 600,240.00 06/30/2017 12X4226 1226301 09/30/2040 01995 6.560000000000 7,743,000.0000 380,955.60 06/30/2017 12X4226 1226301 09/30/2041 01995 6.560000000000 7,309,000.0000 359,602.80 06/30/2017 12X4226 1226301 09/30/2042 01995 6.560000000000 45,778,000.0000 2,252,277.60 06/30/2017 12X4226 1226301 09/30/2043 01995 6.560000000000 3,700,000.0000 182,040.00 06/30/2017 12X4226 1226301 09/30/2044 01995 6.560000000000 112,000.0000 5,510.40 06/30/2017 12X4226 1226301 09/30/2045 01995 6.560000000000 8,000,000.0000 393,600.00 06/30/2017 12X4226 1226301 09/30/2046 01995 6.560000000000 1,507,000.0000 74,144.40 06/30/2017 12X4226 1226301 09/30/2047 01995 6.560000000000 4,794,000.0000 235,864.80 06/30/2017 12X4226 1226301 09/30/2048 01995 6.560000000000 8,238,000.0000 405,309.60 06/30/2017 12X4226 1226301 09/30/2049 01995 6.560000000000 15,086,000.0000 742,231.20 06/30/2017 12X4226 1226301 09/30/2033 01996 6.260000000000 18,853,771.0000 885,184.55 06/30/2017 12X4226 1226301 09/30/2034 01996 6.260000000000 29,000,000.0000 1,361,550.00 06/30/2017 12X4226 1226301 09/30/2036 01996 6.260000000000 23,000,000.0000 1,079,850.00 06/30/2017 12X4226 1226301 09/30/2038 01996 6.260000000000 1,000,000.0000 46,950.00 06/30/2017 12X4226 1226301 09/30/2039 01996 6.260000000000 7,600,000.0000 356,820.00 06/30/2017 12X4226 1226301 09/30/2040 01996 6.260000000000 44,441,000.0000 2,086,504.95 06/30/2017 12X4226 1226301 09/30/2041 01996 6.260000000000 5,189,000.0000 243,623.55 06/30/2017 12X4226 1226301 09/30/2042 01996 6.260000000000 30,500,000.0000 1,431,975.00 06/30/2017 12X4226 1226301 09/30/2043 01996 6.260000000000 3,652,000.0000 171,461.40 06/30/2017 12X4226 1226301 09/30/2044 01996 6.260000000000 28,000.0000 1,314.60 06/30/2017 12X4226 1226301 09/30/2045 01996 6.260000000000 7,718,000.0000 362,360.10 06/30/2017 12X4226 1226301 09/30/2046 01996 6.260000000000 1,188,000.0000 55,776.60 06/30/2017 12X4226 1226301 09/30/2047 01996 6.260000000000 2,586,000.0000 121,412.70 06/30/2017 12X4226 1226301 09/30/2048 01996 6.260000000000 3,640,000.0000 170,898.00 06/30/2017 12X4226 1226301 09/30/2049 01996 6.260000000000 12,790,000.0000 600,490.50 06/30/2017 12X4226 1226301 09/30/2036 01997 6.030000000000 68,000,000.0000 3,075,300.00 06/30/2017 12X4226 1226301 09/30/2038 01997 6.030000000000 12,000,000.0000 542,700.00 06/30/2017 12X4226 1226301 09/30/2039 01997 6.030000000000 14,200,000.0000 642,195.00 06/30/2017 12X4226 1226301 09/30/2040 01997 6.030000000000 89,289,500.0000 4,038,117.64 06/30/2017 12X4226 1226301 09/30/2041 01997 6.030000000000 4,913,000.0000 222,190.43 06/30/2017 12X4226 1226301 09/30/2042 01997 6.030000000000 47,484,000.0000 2,147,463.90 06/30/2017 12X4226 1226301 09/30/2043 01997 6.030000000000 5,100,000.0000 230,647.50 06/30/2017 12X4226 1226301 09/30/2044 01997 6.030000000000 2,087,000.0000 94,384.58 06/30/2017 12X4226 1226301 09/30/2045 01997 6.030000000000 129,000.0000 5,834.03 06/30/2017 12X4226 1226301 09/30/2047 01997 6.030000000000 4,558,000.0000 206,135.55 06/30/2017 12X4226 1226301 09/30/2048 01997 6.030000000000 7,352,000.0000 332,494.20 06/30/2017 12X4226 1226301 09/30/2049 01997 6.030000000000 15,792,000.0000 714,193.20 06/30/2017 12X4226 1226301 09/30/2036 01998 5.890000000000 82,661,500.0000 3,651,571.76 06/30/2017 12X4226 1226301 09/30/2037 01998 5.890000000000 18,750,000.0000 828,281.25 06/30/2017 12X4226 1226301 09/30/2038 01998 5.890000000000 28,000,000.0000 1,236,900.00 06/30/2017 12X4226 1226301 09/30/2039 01998 5.890000000000 25,500,000.0000 1,126,462.50 06/30/2017 12X4226 1226301 09/30/2040 01998 5.890000000000 29,789,000.0000 1,315,929.07 06/30/2017 12X4226 1226301 09/30/2041 01998 5.890000000000 10,475,000.0000 462,733.12 06/30/2017 12X4226 1226301 09/30/2042 01998 5.890000000000 42,229,000.0000 1,865,466.07 06/30/2017 12X4226 1226301 09/30/2043 01998 5.890000000000 19,113,000.0000 844,316.77 06/30/2017 12X4226 1226301 09/30/2044 01998 5.890000000000 3,659,000.0000 161,636.32 06/30/2017 12X4226 1226301 09/30/2045 01998 5.890000000000 29,000.0000 1,281.07 06/30/2017 12X4226 1226301 09/30/2046 01998 5.890000000000 1,358,000.0000 59,989.65 06/30/2017 12X4226 1226301 09/30/2047 01998 5.890000000000 2,927,000.0000 129,300.22 06/30/2017 12X4226 1226301 09/30/2048 01998 5.890000000000 7,798,000.0000 344,476.65 06/30/2017 12X4226 1226301 09/30/2049 01998 5.890000000000 13,973,000.0000 617,257.27 06/30/2017 12X4226 1226301 09/30/2036 01999 5.660000000000 46,506,694.0000 1,974,209.16 06/30/2017 12X4226 1226301 09/30/2037 01999 5.660000000000 31,250,000.0000 1,326,562.50 06/30/2017 12X4226 1226301 09/30/2038 01999 5.660000000000 58,000,000.0000 2,462,100.00 06/30/2017 12X4226 1226301 09/30/2039 01999 5.660000000000 44,200,000.0000 1,876,290.00 06/30/2017 12X4226 1226301 09/30/2040 01999 5.660000000000 24,227,000.0000 1,028,436.15 06/30/2017 12X4226 1226301 09/30/2041 01999 5.660000000000 9,980,000.0000 423,651.00 06/30/2017 12X4226 1226301 09/30/2042 01999 5.660000000000 48,054,000.0000 2,039,892.30 06/30/2017 12X4226 1226301 09/30/2043 01999 5.660000000000 7,741,000.0000 328,605.45 06/30/2017 12X4226 1226301 09/30/2044 01999 5.660000000000 11,319,000.0000 480,491.55 06/30/2017 12X4226 1226301 09/30/2045 01999 5.660000000000 8,721,000.0000 370,206.45 06/30/2017 12X4226 1226301 09/30/2046 01999 5.660000000000 40,000.0000 1,698.00 06/30/2017 12X4226 1226301 09/30/2047 01999 5.660000000000 367,000.0000 15,579.15 06/30/2017 12X4226 1226301 09/30/2048 01999 5.660000000000 6,566,000.0000 278,726.70 06/30/2017 12X4226 1226301 09/30/2049 01999 5.660000000000 22,191,000.0000 942,007.95 06/30/2017 12X4226 1226301 09/30/2038 02000 5.420000000000 60,599,000.0000 2,463,349.35 06/30/2017 12X4226 1226301 09/30/2039 02000 5.420000000000 91,700,000.0000 3,727,605.00 06/30/2017 12X4226 1226301 09/30/2040 02000 5.420000000000 36,113,000.0000 1,467,993.45 06/30/2017 12X4226 1226301 09/30/2041 02000 5.420000000000 25,985,000.0000 1,056,290.25 06/30/2017 12X4226 1226301 09/30/2042 02000 5.420000000000 79,191,000.0000 3,219,114.15 06/30/2017 12X4226 1226301 09/30/2043 02000 5.420000000000 15,114,000.0000 614,384.10 06/30/2017 12X4226 1226301 09/30/2044 02000 5.420000000000 706,000.0000 28,698.90 06/30/2017 12X4226 1226301 09/30/2045 02000 5.420000000000 10,523,000.0000 427,759.95 06/30/2017 12X4226 1226301 09/30/2046 02000 5.420000000000 7,923,000.0000 322,069.95 06/30/2017 12X4226 1226301 09/30/2047 02000 5.420000000000 2,544,000.0000 103,413.60 06/30/2017 12X4226 1226301 09/30/2048 02000 5.420000000000 4,099,000.0000 166,624.35 06/30/2017 12X4226 1226301 09/30/2049 02000 5.420000000000 14,411,000.0000 585,807.15 06/30/2017 12X4226 1226301 09/30/2039 02001 5.000000000000 108,615,000.0000 4,073,062.50 06/30/2017 12X4226 1226301 09/30/2040 02001 5.000000000000 87,344,600.0000 3,275,422.50 06/30/2017 12X4226 1226301 09/30/2041 02001 5.000000000000 48,088,000.0000 1,803,300.00 06/30/2017 12X4226 1226301 09/30/2042 02001 5.000000000000 58,527,000.0000 2,194,762.50 06/30/2017 12X4226 1226301 09/30/2043 02001 5.000000000000 20,095,000.0000 753,562.50 06/30/2017 12X4226 1226301 09/30/2044 02001 5.000000000000 3,679,000.0000 137,962.50 06/30/2017 12X4226 1226301 09/30/2045 02001 5.000000000000 3,519,000.0000 131,962.50 06/30/2017 12X4226 1226301 09/30/2046 02001 5.000000000000 18,413,000.0000 690,487.50 06/30/2017 12X4226 1226301 09/30/2047 02001 5.000000000000 1,435,000.0000 53,812.50 06/30/2017 12X4226 1226301 09/30/2048 02001 5.000000000000 4,098,000.0000 153,675.00 06/30/2017 12X4226 1226301 09/30/2049 02001 5.000000000000 6,938,000.0000 260,175.00 06/30/2017 12X4226 1226301 09/30/2040 02002 4.840000000000 150,249,589.0000 5,454,060.08 06/30/2017 12X4226 1226301 09/30/2041 02002 4.840000000000 101,381,000.0000 3,680,130.30 06/30/2017 12X4226 1226301 09/30/2042 02002 4.840000000000 177,538,000.0000 6,444,629.40 06/30/2017 12X4226 1226301 09/30/2043 02002 4.840000000000 42,528,000.0000 1,543,766.40 06/30/2017 12X4226 1226301 09/30/2044 02002 4.840000000000 26,118,000.0000 948,083.40 06/30/2017 12X4226 1226301 09/30/2045 02002 4.840000000000 36,708,000.0000 1,332,500.40 06/30/2017 12X4226 1226301 09/30/2046 02002 4.840000000000 4,502,000.0000 163,422.60 06/30/2017 12X4226 1226301 09/30/2047 02002 4.840000000000 8,741,000.0000 317,298.30 06/30/2017 12X4226 1226301 09/30/2048 02002 4.840000000000 3,169,000.0000 115,034.70 06/30/2017 12X4226 1226301 09/30/2049 02002 4.840000000000 12,587,000.0000 456,908.10 06/30/2017 12X4226 1226301 09/30/2040 02003 4.760000000000 21,780,524.0000 777,564.71 06/30/2017 12X4226 1226301 09/30/2041 02003 4.760000000000 118,980,000.0000 4,247,586.00 06/30/2017 12X4226 1226301 09/30/2042 02003 4.760000000000 123,287,000.0000 4,401,345.90 06/30/2017 12X4226 1226301 09/30/2043 02003 4.760000000000 97,576,000.0000 3,483,463.20 06/30/2017 12X4226 1226301 09/30/2044 02003 4.760000000000 17,934,000.0000 640,243.80 06/30/2017 12X4226 1226301 09/30/2045 02003 4.760000000000 32,073,000.0000 1,145,006.10 06/30/2017 12X4226 1226301 09/30/2046 02003 4.760000000000 4,610,000.0000 164,577.00 06/30/2017 12X4226 1226301 09/30/2047 02003 4.760000000000 4,521,000.0000 161,399.70 06/30/2017 12X4226 1226301 09/30/2048 02003 4.760000000000 3,236,000.0000 115,525.20 06/30/2017 12X4226 1226301 09/30/2049 02003 4.760000000000 600,000.0000 21,420.00 06/30/2017 12X4226 1226301 09/30/2050 02003 4.760000000000 444,000.0000 15,850.80 06/30/2017 12X4226 1226301 09/30/2041 02004 4.690000000000 25,443,548.0000 894,976.80 06/30/2017 12X4226 1226301 09/30/2042 02004 4.690000000000 233,961,000.0000 8,229,578.17 06/30/2017 12X4226 1226301 09/30/2043 02004 4.690000000000 112,982,000.0000 3,974,141.85 06/30/2017 12X4226 1226301 09/30/2044 02004 4.690000000000 53,536,000.0000 1,883,128.80 06/30/2017 12X4226 1226301 09/30/2045 02004 4.690000000000 14,227,000.0000 500,434.72 06/30/2017 12X4226 1226301 09/30/2046 02004 4.690000000000 16,508,000.0000 580,668.90 06/30/2017 12X4226 1226301 09/30/2047 02004 4.690000000000 10,433,000.0000 366,980.77 06/30/2017 12X4226 1226301 09/30/2048 02004 4.690000000000 4,490,000.0000 157,935.75 06/30/2017 12X4226 1226301 09/30/2049 02004 4.690000000000 10,863,000.0000 382,106.02 06/30/2017 12X4226 1226301 09/30/2042 02005 4.520000000000 91,678,653.0000 3,107,906.34 06/30/2017 12X4226 1226301 09/30/2043 02005 4.520000000000 176,866,000.0000 5,995,757.40 06/30/2017 12X4226 1226301 09/30/2044 02005 4.520000000000 95,770,000.0000 3,246,603.00 06/30/2017 12X4226 1226301 09/30/2045 02005 4.520000000000 104,436,000.0000 3,540,380.40 06/30/2017 12X4226 1226301 09/30/2046 02005 4.520000000000 65,126,000.0000 2,207,771.40 06/30/2017 12X4226 1226301 09/30/2047 02005 4.520000000000 25,193,000.0000 854,042.70 06/30/2017 12X4226 1226301 09/30/2048 02005 4.520000000000 24,742,000.0000 838,753.80 06/30/2017 12X4226 1226301 09/30/2049 02005 4.520000000000 20,124,000.0000 682,203.60 06/30/2017 12X4226 1226301 09/30/2050 02005 4.520000000000 97,000.0000 3,288.30 06/30/2017 12X4226 1226301 09/30/2051 02005 4.520000000000 63,000.0000 2,135.70 06/30/2017 12X4226 1226301 09/30/2043 02006 4.340000000000 212,617,500.0000 6,920,699.62 06/30/2017 12X4226 1226301 09/30/2044 02006 4.340000000000 182,138,000.0000 5,928,591.90 06/30/2017 12X4226 1226301 09/30/2045 02006 4.340000000000 112,058,000.0000 3,647,487.90 06/30/2017 12X4226 1226301 09/30/2046 02006 4.340000000000 86,045,000.0000 2,800,764.75 06/30/2017 12X4226 1226301 09/30/2047 02006 4.340000000000 63,962,000.0000 2,081,963.10 06/30/2017 12X4226 1226301 09/30/2048 02006 4.340000000000 25,708,000.0000 836,795.40 06/30/2017 12X4226 1226301 09/30/2049 02006 4.340000000000 8,059,000.0000 262,320.45 06/30/2017 12X4226 1226301 09/30/2050 02006 4.340000000000 2,136,000.0000 69,526.80 06/30/2017 12X4226 1226301 09/30/2051 02006 4.340000000000 102,000.0000 3,320.10 06/30/2017 12X4226 1226301 09/30/2044 02007 3.930000000000 161,222,382.0000 4,752,029.71 06/30/2017 12X4226 1226301 09/30/2045 02007 3.930000000000 197,431,000.0000 5,819,278.72 06/30/2017 12X4226 1226301 09/30/2046 02007 3.930000000000 167,157,000.0000 4,926,952.57 06/30/2017 12X4226 1226301 09/30/2047 02007 3.930000000000 82,700,000.0000 2,437,582.50 06/30/2017 12X4226 1226301 09/30/2048 02007 3.930000000000 89,976,000.0000 2,652,042.60 06/30/2017 12X4226 1226301 09/30/2049 02007 3.930000000000 9,060,000.0000 267,043.50 06/30/2017 12X4226 1226301 09/30/2050 02007 3.930000000000 7,588,000.0000 223,656.30 06/30/2017 12X4226 1226301 09/30/2051 02007 3.930000000000 2,396,000.0000 70,622.10 06/30/2017 12X4226 1226301 09/30/2052 02007 3.930000000000 563,000.0000 16,594.42 06/30/2017 12X4226 1226301 09/30/2045 02008 3.420000000000 173,797,000.0000 4,457,893.05 06/30/2017 12X4226 1226301 09/30/2046 02008 3.420000000000 246,347,000.0000 6,318,800.55 06/30/2017 12X4226 1226301 09/30/2047 02008 3.420000000000 171,083,000.0000 4,388,278.95 06/30/2017 12X4226 1226301 09/30/2048 02008 3.420000000000 173,188,000.0000 4,442,272.20 06/30/2017 12X4226 1226301 09/30/2049 02008 3.420000000000 92,628,000.0000 2,375,908.20 06/30/2017 12X4226 1226301 09/30/2050 02008 3.420000000000 6,790,000.0000 174,163.50 06/30/2017 12X4226 1226301 09/30/2051 02008 3.420000000000 7,142,000.0000 183,192.30 06/30/2017 12X4226 1226301 09/30/2052 02008 3.420000000000 6,736,000.0000 172,778.40 06/30/2017 12X4226 1226301 09/30/2045 02009 3.310000000000 13,516,909.0000 335,557.27 06/30/2017 12X4226 1226301 09/30/2046 02009 3.310000000000 316,278,000.0000 7,851,601.35 06/30/2017 12X4226 1226301 09/30/2047 02009 3.310000000000 289,781,000.0000 7,193,813.32 06/30/2017 12X4226 1226301 09/30/2048 02009 3.310000000000 274,288,000.0000 6,809,199.60 06/30/2017 12X4226 1226301 09/30/2049 02009 3.310000000000 149,025,000.0000 3,699,545.62 06/30/2017 12X4226 1226301 09/30/2050 02009 3.310000000000 44,774,000.0000 1,111,514.55 06/30/2017 12X4226 1226301 09/30/2051 02009 3.310000000000 23,660,000.0000 587,359.50 06/30/2017 12X4226 1226301 09/30/2046 02010 2.790000000000 125,362,450.0000 2,623,209.27 06/30/2017 12X4226 1226301 09/30/2047 02010 2.790000000000 532,002,000.0000 11,132,141.85 06/30/2017 12X4226 1226301 09/30/2048 02010 2.790000000000 566,190,000.0000 11,847,525.75 06/30/2017 12X4226 1226301 09/30/2049 02010 2.790000000000 295,942,000.0000 6,192,586.35 06/30/2017 12X4226 1226301 09/30/2050 02010 2.790000000000 201,770,000.0000 4,222,037.25 06/30/2017 12X4226 1226301 09/30/2051 02010 2.790000000000 125,327,000.0000 2,622,467.48 06/30/2017 12X4226 1226301 09/30/2052 02010 2.790000000000 27,176,000.0000 568,657.80 06/30/2017 12X4226 1226301 09/30/2047 02011 2.600000000000 15,539,902.0000 303,028.09 06/30/2017 12X4226 1226301 09/30/2048 02011 2.600000000000 254,395,000.0000 4,960,702.50 06/30/2017 12X4226 1226301 09/30/2049 02011 2.600000000000 183,380,000.0000 3,575,910.00 06/30/2017 12X4226 1226301 09/30/2050 02011 2.600000000000 140,190,000.0000 2,733,705.00 06/30/2017 12X4226 1226301 09/30/2051 02011 2.600000000000 163,098,000.0000 3,180,411.00 06/30/2017 12X4226 1226301 09/30/2052 02011 2.600000000000 31,794,000.0000 619,983.00 06/30/2017 12X4226 1226301 09/30/2049 02012 2.770000000000 107,912,000.0000 2,241,871.80 06/30/2017 12X4226 1226301 09/30/2050 02012 2.770000000000 259,359,000.0000 5,388,183.22 06/30/2017 12X4226 1226301 09/30/2051 02012 2.770000000000 255,893,000.0000 5,316,177.07 06/30/2017 12X4226 1226301 09/30/2052 02012 2.770000000000 67,329,000.0000 1,398,759.97 06/30/2017 12X4226 1226301 09/30/2050 02013 2.790000000000 141,481,500.0000 2,960,500.39 06/30/2017 12X4226 1226301 09/30/2051 02013 2.790000000000 312,881,000.0000 6,547,034.93 06/30/2017 12X4226 1226301 09/30/2052 02013 2.790000000000 83,841,000.0000 1,754,372.93 06/30/2017 12X4226 1226301 09/30/2051 02014 2.450000000000 258,080,000.0000 4,742,220.00 06/30/2017 12X4226 1226301 09/30/2052 02014 2.450000000000 174,625,000.0000 3,208,734.37 06/30/2017 12X4226 1226301 09/30/2051 02015 3.280000000000 148,493,500.0000 3,652,940.10 06/30/2017 12X4226 1226301 09/30/2052 02015 3.280000000000 142,744,000.0000 3,511,502.40 06/30/2017 12X4226 1226301 09/30/2051 02016 2.990000000000 29,109,500.0000 652,780.54 06/30/2017 12X4226 1226301 09/30/2052 02016 2.990000000000 78,855,000.0000 1,768,323.37 06/30/2017 12X4226 1226301 09/30/2052 02017 2.990000000000 1,852,000.0000 41,531.10 06/30/2017 ------------------------ ---------------------- 12,580,157,548.0000 370,302,723.87 ======================== ====================== 12,580,157,548.0000 370,302,723.87 ============================================================================================================================ 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