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 635,000.0000 31,898.17 08/31/2017 12X4212 1212101 09/30/2021 01992 5.480000000000 1,775,000.0000 89,164.17 08/31/2017 12X4212 1212101 09/30/2022 01992 5.480000000000 36,000.0000 1,808.40 08/31/2017 12X4212 1212101 09/30/2020 01993 4.630000000000 2,561,000.0000 108,693.11 08/31/2017 12X4212 1212101 09/30/2021 01993 4.630000000000 321,000.0000 13,623.77 08/31/2017 12X4212 1212101 09/30/2022 01993 4.630000000000 70,000.0000 2,970.92 08/31/2017 12X4212 1212101 09/30/2020 01994 5.420000000000 4,223,000.0000 209,812.72 08/31/2017 12X4212 1212101 09/30/2021 01994 5.420000000000 193,000.0000 9,588.88 08/31/2017 12X4212 1212101 09/30/2020 01995 6.740000000000 2,820,000.0000 174,229.00 08/31/2017 12X4212 1212101 09/30/2021 01995 6.740000000000 737,000.0000 45,534.32 08/31/2017 12X4212 1212101 09/30/2022 01995 6.740000000000 18,000.0000 1,112.10 08/31/2017 12X4212 1212101 09/30/2023 01995 6.740000000000 9,000.0000 556.05 08/31/2017 12X4212 1212101 09/30/2020 01996 5.970000000000 5,251,000.0000 287,360.97 08/31/2017 12X4212 1212101 09/30/2021 01996 5.970000000000 1,036,000.0000 56,695.10 08/31/2017 12X4212 1212101 09/30/2020 01997 6.150000000000 8,296,000.0000 467,687.00 08/31/2017 12X4212 1212101 09/30/2021 01997 6.150000000000 987,000.0000 55,642.12 08/31/2017 12X4212 1212101 09/30/2022 01997 6.150000000000 4,000.0000 225.50 08/31/2017 12X4212 1212101 09/30/2020 01998 5.550000000000 8,341,000.0000 424,348.37 08/31/2017 12X4212 1212101 09/30/2021 01998 5.550000000000 1,260,000.0000 64,102.50 08/31/2017 12X4212 1212101 09/30/2022 01998 5.550000000000 71,000.0000 3,612.12 08/31/2017 12X4212 1212101 09/30/2020 01999 5.200000000000 14,873,000.0000 708,946.33 08/31/2017 12X4212 1212101 09/30/2021 01999 5.200000000000 2,594,000.0000 123,647.33 08/31/2017 12X4212 1212101 09/30/2022 01999 5.200000000000 198,000.0000 9,438.00 08/31/2017 12X4212 1212101 09/30/2018 02000 6.250000000000 9,921,281.0000 568,406.72 08/31/2017 12X4212 1212101 09/30/2021 02000 6.250000000000 3,387,000.0000 194,046.87 08/31/2017 12X4212 1212101 09/30/2020 02001 4.960000000000 16,571,000.0000 753,428.13 08/31/2017 12X4212 1212101 09/30/2021 02001 4.960000000000 1,501,000.0000 68,245.47 08/31/2017 12X4212 1212101 09/30/2022 02001 4.960000000000 21,000.0000 954.80 08/31/2017 12X4212 1212101 09/30/2023 02001 4.960000000000 24,000.0000 1,091.20 08/31/2017 12X4212 1212101 09/30/2020 02002 4.010000000000 18,059,000.0000 663,818.74 08/31/2017 12X4212 1212101 09/30/2023 02002 4.010000000000 313,000.0000 11,505.36 08/31/2017 12X4212 1212101 09/30/2018 02003 3.010000000000 19,016,946.0000 524,709.24 08/31/2017 12X4212 1212101 09/30/2022 02003 3.010000000000 325,000.0000 8,967.29 08/31/2017 12X4212 1212101 09/30/2023 02003 3.010000000000 11,000.0000 303.51 08/31/2017 12X4212 1212101 09/30/2018 02004 3.360000000000 17,670,084.0000 544,238.59 08/31/2017 12X4212 1212101 09/30/2021 02004 3.360000000000 2,098,000.0000 64,618.40 08/31/2017 12X4212 1212101 09/30/2022 02004 3.360000000000 214,000.0000 6,591.20 08/31/2017 12X4212 1212101 09/30/2020 02005 3.980000000000 23,411,000.0000 854,111.32 08/31/2017 12X4212 1212101 09/30/2022 02005 3.980000000000 102,000.0000 3,721.30 08/31/2017 12X4212 1212101 09/30/2023 02005 3.980000000000 97,000.0000 3,538.88 08/31/2017 12X4212 1212101 09/30/2020 02006 4.790000000000 34,492,000.0000 1,514,486.23 08/31/2017 12X4212 1212101 09/30/2023 02006 4.790000000000 147,000.0000 6,454.52 08/31/2017 12X4212 1212101 09/30/2018 02007 4.660000000000 33,823,644.0000 1,444,833.33 08/31/2017 12X4212 1212101 09/30/2018 02008 3.290000000000 37,157,727.0000 1,120,615.12 08/31/2017 12X4212 1212101 09/30/2021 02008 3.290000000000 9,556,000.0000 288,193.03 08/31/2017 12X4212 1212101 09/30/2022 02008 3.290000000000 8,000.0000 241.27 08/31/2017 12X4212 1212101 09/30/2023 02008 3.290000000000 147,000.0000 4,433.27 08/31/2017 12X4212 1212101 09/30/2020 02009 2.380000000000 119,676,492.0000 2,610,942.13 08/31/2017 12X4212 1212101 09/30/2021 02009 2.380000000000 4,658,000.0000 101,622.03 08/31/2017 12X4212 1212101 09/30/2022 02009 2.380000000000 887,000.0000 19,351.38 08/31/2017 12X4212 1212101 09/30/2023 02009 2.380000000000 1,513,000.0000 33,008.62 08/31/2017 12X4212 1212101 09/30/2020 02010 2.220000000000 86,845,986.0000 1,767,315.81 08/31/2017 12X4212 1212101 09/30/2021 02010 2.220000000000 26,668,000.0000 542,693.80 08/31/2017 12X4212 1212101 09/30/2022 02010 2.220000000000 1,638,000.0000 33,333.30 08/31/2017 12X4212 1212101 09/30/2023 02010 2.220000000000 795,000.0000 16,178.25 08/31/2017 12X4212 1212101 09/30/2021 02011 1.830000000000 107,076,000.0000 1,796,199.90 08/31/2017 12X4212 1212101 09/30/2022 02011 1.830000000000 2,649,000.0000 44,436.97 08/31/2017 12X4212 1212101 09/30/2018 02012 1.270000000000 116,703,613.0000 1,358,624.56 08/31/2017 12X4212 1212101 09/30/2021 02012 1.270000000000 31,225,000.0000 363,511.04 08/31/2017 12X4212 1212101 09/30/2022 02012 1.270000000000 1,034,000.0000 12,037.48 08/31/2017 12X4212 1212101 09/30/2023 02012 1.270000000000 1,899,000.0000 22,107.52 08/31/2017 12X4212 1212101 09/30/2019 02013 1.750000000000 165,588,171.0000 2,656,310.24 08/31/2017 12X4212 1212101 09/30/2021 02013 1.750000000000 11,491,000.0000 184,334.79 08/31/2017 12X4212 1212101 09/30/2022 02013 1.750000000000 3,667,000.0000 58,824.79 08/31/2017 12X4212 1212101 09/30/2023 02013 1.750000000000 1,296,000.0000 20,790.00 08/31/2017 12X4212 1212101 09/30/2020 02014 1.660000000000 178,806,000.0000 2,720,831.30 08/31/2017 12X4212 1212101 09/30/2021 02014 1.660000000000 129,037,000.0000 1,963,513.02 08/31/2017 12X4212 1212101 09/30/2022 02014 1.660000000000 4,386,000.0000 66,740.30 08/31/2017 12X4212 1212101 09/30/2023 02014 1.660000000000 298,000.0000 4,534.57 08/31/2017 12X4212 1212101 09/30/2021 02015 1.620000000000 396,723,000.0000 5,891,336.55 08/31/2017 12X4212 1212101 09/30/2022 02015 1.620000000000 158,932,000.0000 2,360,140.20 08/31/2017 12X4212 1212101 09/30/2023 02015 1.620000000000 3,506,000.0000 52,064.10 08/31/2017 12X4212 1212101 09/30/2022 02016 1.470000000000 779,417,000.0000 10,502,644.07 08/31/2017 12X4212 1212101 09/30/2023 02016 1.470000000000 118,346,000.0000 1,594,712.35 08/31/2017 12X4212 1212101 09/30/2023 02017 1.470000000000 1,007,987,000.0000 13,582,624.82 08/31/2017 ------------------------ ---------------------- 3,747,130,944.0000 61,923,014.63 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.500000000000 6,169,186.0000 424,131.54 08/31/2017 12X4212 1212105 09/30/2055 01992 7.500000000000 570,000.0000 39,187.50 08/31/2017 12X4212 1212105 09/30/2056 01992 7.500000000000 97,000.0000 6,668.75 08/31/2017 12X4212 1212105 09/30/2057 01992 7.500000000000 16,000.0000 1,100.00 08/31/2017 12X4212 1212105 09/30/2041 01993 6.660000000000 5,993,218.0000 365,885.96 08/31/2017 12X4212 1212105 09/30/2055 01993 6.660000000000 1,902,000.0000 116,117.10 08/31/2017 12X4212 1212105 09/30/2056 01993 6.660000000000 90,000.0000 5,494.50 08/31/2017 12X4212 1212105 09/30/2057 01993 6.660000000000 20,000.0000 1,221.00 08/31/2017 12X4212 1212105 09/30/2041 01994 6.840000000000 2,639,866.0000 165,519.60 08/31/2017 12X4212 1212105 09/30/2055 01994 6.840000000000 6,596,000.0000 413,569.20 08/31/2017 12X4212 1212105 09/30/2035 01995 7.320000000000 5,045,502.0000 338,553.18 08/31/2017 12X4212 1212105 09/30/2055 01995 7.320000000000 861,000.0000 57,773.10 08/31/2017 12X4212 1212105 09/30/2056 01995 7.320000000000 59,000.0000 3,958.90 08/31/2017 12X4212 1212105 09/30/2041 01996 6.790000000000 4,665,656.0000 290,398.21 08/31/2017 12X4212 1212105 09/30/2055 01996 6.790000000000 5,656,000.0000 352,038.87 08/31/2017 12X4212 1212105 09/30/2056 01996 6.790000000000 71,000.0000 4,419.16 08/31/2017 12X4212 1212105 09/30/2041 01997 6.500000000000 5,804,971.0000 345,879.52 08/31/2017 12X4212 1212105 09/30/2055 01997 6.500000000000 3,953,000.0000 235,532.92 08/31/2017 12X4212 1212105 09/30/2038 01998 5.940000000000 13,622,731.0000 741,757.70 08/31/2017 12X4212 1212105 09/30/2051 01998 5.940000000000 1,000,000.0000 54,450.00 08/31/2017 12X4212 1212105 09/30/2055 01998 5.940000000000 2,791,000.0000 151,969.95 08/31/2017 12X4212 1212105 09/30/2039 01999 5.930000000000 1,556,499.0000 84,608.69 08/31/2017 12X4212 1212105 09/30/2044 01999 5.930000000000 23,000,000.0000 1,250,241.67 08/31/2017 12X4212 1212105 09/30/2055 01999 5.930000000000 6,525,000.0000 354,688.12 08/31/2017 12X4212 1212105 09/30/2056 01999 5.930000000000 713,000.0000 38,757.49 08/31/2017 12X4212 1212105 09/30/2041 02000 6.230000000000 37,485,475.0000 2,140,733.00 08/31/2017 12X4212 1212105 09/30/2055 02000 6.230000000000 6,760,000.0000 386,052.33 08/31/2017 12X4212 1212105 09/30/2044 02001 5.380000000000 31,090,648.0000 1,533,287.12 08/31/2017 12X4212 1212105 09/30/2055 02001 5.380000000000 4,796,000.0000 236,522.73 08/31/2017 12X4212 1212105 09/30/2056 02001 5.380000000000 228,000.0000 11,244.20 08/31/2017 12X4212 1212105 09/30/2042 02002 4.940000000000 8,717,853.0000 394,773.44 08/31/2017 12X4212 1212105 09/30/2043 02002 4.940000000000 35,000,000.0000 1,584,916.67 08/31/2017 12X4212 1212105 09/30/2055 02002 4.940000000000 4,526,000.0000 204,952.37 08/31/2017 12X4212 1212105 09/30/2056 02002 4.940000000000 410,000.0000 18,566.17 08/31/2017 12X4212 1212105 09/30/2057 02002 4.940000000000 6,500.0000 294.34 08/31/2017 12X4212 1212105 09/30/2044 02003 4.500000000000 50,216,415.0000 2,071,427.12 08/31/2017 12X4212 1212105 09/30/2055 02003 4.500000000000 3,974,000.0000 163,927.50 08/31/2017 12X4212 1212105 09/30/2044 02004 4.680000000000 16,289,866.0000 698,835.25 08/31/2017 12X4212 1212105 09/30/2046 02004 4.680000000000 30,000,000.0000 1,287,000.00 08/31/2017 12X4212 1212105 09/30/2055 02004 4.680000000000 3,004,000.0000 128,871.60 08/31/2017 12X4212 1212105 09/30/2056 02004 4.680000000000 590,000.0000 25,311.00 08/31/2017 12X4212 1212105 09/30/2045 02005 4.570000000000 1,890,771.0000 79,207.55 08/31/2017 12X4212 1212105 09/30/2046 02005 4.570000000000 100,000,000.0000 4,189,166.67 08/31/2017 12X4212 1212105 09/30/2055 02005 4.570000000000 2,928,000.0000 122,658.80 08/31/2017 12X4212 1212105 09/30/2056 02005 4.570000000000 620,000.0000 25,972.83 08/31/2017 12X4212 1212105 09/30/2057 02005 4.570000000000 18,500.0000 775.00 08/31/2017 12X4212 1212105 09/30/2046 02006 4.860000000000 78,815,434.0000 3,511,227.58 08/31/2017 12X4212 1212105 09/30/2047 02006 4.860000000000 25,000,000.0000 1,113,750.00 08/31/2017 12X4212 1212105 09/30/2055 02006 4.860000000000 5,879,000.0000 261,909.45 08/31/2017 12X4212 1212105 09/30/2056 02006 4.860000000000 338,000.0000 15,057.90 08/31/2017 12X4212 1212105 09/30/2046 02007 4.620000000000 42,742,576.0000 1,810,148.09 08/31/2017 12X4212 1212105 09/30/2047 02007 4.620000000000 49,000,000.0000 2,075,150.00 08/31/2017 12X4212 1212105 09/30/2048 02007 4.620000000000 40,000,000.0000 1,694,000.00 08/31/2017 12X4212 1212105 09/30/2055 02007 4.620000000000 3,754,000.0000 158,981.90 08/31/2017 12X4212 1212105 09/30/2056 02007 4.620000000000 67,000.0000 2,837.45 08/31/2017 12X4212 1212105 09/30/2057 02007 4.620000000000 235,500.0000 9,973.42 08/31/2017 12X4212 1212105 09/30/2048 02008 4.140000000000 110,352,395.0000 4,187,873.39 08/31/2017 12X4212 1212105 09/30/2049 02008 4.140000000000 87,000,000.0000 3,301,650.00 08/31/2017 12X4212 1212105 09/30/2055 02008 4.140000000000 7,078,000.0000 268,610.10 08/31/2017 12X4212 1212105 09/30/2056 02008 4.140000000000 2,174,000.0000 82,503.30 08/31/2017 12X4212 1212105 09/30/2049 02009 3.660000000000 321,267,630.0000 10,778,528.99 08/31/2017 12X4212 1212105 09/30/2055 02009 3.660000000000 18,750,000.0000 629,062.50 08/31/2017 12X4212 1212105 09/30/2056 02009 3.660000000000 2,420,000.0000 81,191.00 08/31/2017 12X4212 1212105 09/30/2050 02010 3.790000000000 386,123,456.0000 13,414,572.40 08/31/2017 12X4212 1212105 09/30/2051 02010 3.790000000000 50,000,000.0000 1,737,083.33 08/31/2017 12X4212 1212105 09/30/2055 02010 3.790000000000 22,967,000.0000 797,911.86 08/31/2017 12X4212 1212105 09/30/2056 02010 3.790000000000 2,374,000.0000 82,476.72 08/31/2017 12X4212 1212105 09/30/2051 02011 3.310000000000 420,945,382.0000 12,772,184.46 08/31/2017 12X4212 1212105 09/30/2055 02011 3.310000000000 10,975,000.0000 332,999.79 08/31/2017 12X4212 1212105 09/30/2056 02011 3.310000000000 2,691,000.0000 81,649.42 08/31/2017 12X4212 1212105 09/30/2052 02012 2.400000000000 380,825,383.0000 8,378,158.43 08/31/2017 12X4212 1212105 09/30/2053 02012 2.400000000000 50,000,000.0000 1,100,000.00 08/31/2017 12X4212 1212105 09/30/2055 02012 2.400000000000 6,311,000.0000 138,842.00 08/31/2017 12X4212 1212105 09/30/2056 02012 2.400000000000 2,492,000.0000 54,824.00 08/31/2017 12X4212 1212105 09/30/2057 02012 2.400000000000 10,000.0000 220.00 08/31/2017 12X4212 1212105 09/30/2053 02013 2.910000000000 379,419,671.0000 10,121,019.72 08/31/2017 12X4212 1212105 09/30/2055 02013 2.910000000000 4,786,000.0000 127,666.55 08/31/2017 12X4212 1212105 09/30/2056 02013 2.910000000000 1,716,000.0000 45,774.30 08/31/2017 12X4212 1212105 09/30/2057 02013 2.910000000000 113,000.0000 3,014.27 08/31/2017 12X4212 1212105 09/30/2054 02014 3.040000000000 669,517,600.0000 18,657,223.79 08/31/2017 12X4212 1212105 09/30/2055 02014 3.040000000000 213,931,000.0000 5,961,543.87 08/31/2017 12X4212 1212105 09/30/2056 02014 3.040000000000 2,807,000.0000 78,221.73 08/31/2017 12X4212 1212105 09/30/2057 02014 3.040000000000 708,000.0000 19,729.60 08/31/2017 12X4212 1212105 09/30/2055 02015 2.470000000000 547,450,500.0000 12,395,191.74 08/31/2017 12X4212 1212105 09/30/2056 02015 2.470000000000 355,025,000.0000 8,038,357.71 08/31/2017 12X4212 1212105 09/30/2057 02015 2.470000000000 4,442,000.0000 100,574.28 08/31/2017 12X4212 1212105 09/30/2056 02016 3.225700000000 817,708,500.0000 24,178,754.49 08/31/2017 12X4212 1212105 09/30/2057 02016 3.225700000000 197,881,000.0000 5,851,126.80 08/31/2017 12X4212 1212105 09/30/2057 02017 3.225700000000 669,522,000.0000 19,797,040.22 08/31/2017 ------------------------ ---------------------- 6,433,584,684.0000 195,397,034.87 107 SUB-COHORT 12X4212 1212107 09/30/2029 01992 7.540000000000 473,000.0000 32,692.18 08/31/2017 12X4212 1212107 09/30/2031 01992 7.540000000000 1,500.0000 103.68 08/31/2017 12X4212 1212107 09/30/2029 01993 6.660000000000 1,176,500.0000 71,825.33 08/31/2017 12X4212 1212107 09/30/2029 01994 6.800000000000 2,296,500.0000 143,148.50 08/31/2017 12X4212 1212107 09/30/2029 01995 7.200000000000 3,945,500.0000 260,403.00 08/31/2017 12X4212 1212107 09/30/2030 01995 7.200000000000 17,000.0000 1,122.00 08/31/2017 12X4212 1212107 09/30/2029 01996 6.640000000000 3,304,000.0000 201,103.47 08/31/2017 12X4212 1212107 09/30/2030 01996 6.640000000000 92,000.0000 5,599.73 08/31/2017 12X4212 1212107 09/30/2031 01996 6.640000000000 14,000.0000 852.13 08/31/2017 12X4212 1212107 09/30/2029 01997 6.710000000000 11,478,000.0000 705,992.65 08/31/2017 12X4212 1212107 09/30/2030 01997 6.710000000000 408,000.0000 25,095.40 08/31/2017 12X4212 1212107 09/30/2029 01998 5.840000000000 5,645,500.0000 302,222.43 08/31/2017 12X4212 1212107 09/30/2024 01999 5.730000000000 35,773,688.0000 1,879,012.96 08/31/2017 12X4212 1212107 09/30/2029 01999 5.730000000000 1,648,000.0000 86,561.20 08/31/2017 12X4212 1212107 09/30/2024 02000 6.380000000000 9,552,437.0000 558,658.36 08/31/2017 12X4212 1212107 09/30/2029 02000 6.380000000000 1,794,000.0000 104,919.10 08/31/2017 12X4212 1212107 09/30/2030 02000 6.380000000000 98,000.0000 5,731.37 08/31/2017 12X4212 1212107 09/30/2031 02000 6.380000000000 2,500.0000 146.21 08/31/2017 12X4212 1212107 09/30/2029 02001 5.200000000000 4,998,000.0000 238,238.00 08/31/2017 12X4212 1212107 09/30/2030 02001 5.200000000000 59,000.0000 2,812.33 08/31/2017 12X4212 1212107 09/30/2031 02001 5.200000000000 1,500.0000 71.50 08/31/2017 12X4212 1212107 09/30/2030 02002 4.550000000000 3,874,000.0000 161,578.08 08/31/2017 12X4212 1212107 09/30/2031 02002 4.550000000000 5,000.0000 208.54 08/31/2017 12X4212 1212107 09/30/2029 02003 3.510000000000 1,501,000.0000 48,294.68 08/31/2017 12X4212 1212107 09/30/2030 02003 3.510000000000 42,000.0000 1,351.35 08/31/2017 12X4212 1212107 09/30/2031 02003 3.510000000000 3,687,000.0000 118,629.23 08/31/2017 12X4212 1212107 09/30/2018 02004 3.880000000000 2,258,865.0000 80,340.30 08/31/2017 12X4212 1212107 09/30/2029 02004 3.880000000000 240,000.0000 8,536.00 08/31/2017 12X4212 1212107 09/30/2019 02005 4.140000000000 1,668,776.0000 63,330.05 08/31/2017 12X4212 1212107 09/30/2030 02005 4.140000000000 31,000.0000 1,176.45 08/31/2017 12X4212 1212107 09/30/2031 02005 4.140000000000 3,500.0000 132.83 08/31/2017 12X4212 1212107 09/30/2020 02006 4.820000000000 5,483,854.0000 242,294.95 08/31/2017 12X4212 1212107 09/30/2029 02006 4.820000000000 484,000.0000 21,384.73 08/31/2017 12X4212 1212107 09/30/2030 02006 4.820000000000 288,000.0000 12,724.80 08/31/2017 12X4212 1212107 09/30/2021 02007 4.730000000000 10,165,566.0000 440,762.00 08/31/2017 12X4212 1212107 09/30/2029 02007 4.730000000000 604,000.0000 26,188.43 08/31/2017 12X4212 1212107 09/30/2030 02007 4.730000000000 273,000.0000 11,836.82 08/31/2017 12X4212 1212107 09/30/2022 02008 3.790000000000 9,310,351.0000 323,457.11 08/31/2017 12X4212 1212107 09/30/2029 02008 3.790000000000 1,254,000.0000 43,566.05 08/31/2017 12X4212 1212107 09/30/2030 02008 3.790000000000 239,000.0000 8,303.26 08/31/2017 12X4212 1212107 09/30/2024 02009 3.100000000000 6,762,618.0000 192,171.06 08/31/2017 12X4212 1212107 09/30/2029 02009 3.100000000000 563,000.0000 15,998.58 08/31/2017 12X4212 1212107 09/30/2024 02010 2.960000000000 8,622,564.0000 233,958.90 08/31/2017 12X4212 1212107 09/30/2029 02010 2.960000000000 352,000.0000 9,550.93 08/31/2017 12X4212 1212107 09/30/2030 02010 2.960000000000 162,000.0000 4,395.60 08/31/2017 12X4212 1212107 09/30/2025 02011 2.840000000000 9,570,941.0000 249,163.50 08/31/2017 12X4212 1212107 09/30/2029 02011 2.840000000000 256,000.0000 6,664.53 08/31/2017 12X4212 1212107 09/30/2030 02011 2.840000000000 201,000.0000 5,232.70 08/31/2017 12X4212 1212107 09/30/2031 02011 2.840000000000 2,000.0000 52.07 08/31/2017 12X4212 1212107 09/30/2026 02012 1.880000000000 11,635,318.0000 200,515.31 08/31/2017 12X4212 1212107 09/30/2029 02012 1.880000000000 110,000.0000 1,895.67 08/31/2017 12X4212 1212107 09/30/2030 02012 1.880000000000 214,000.0000 3,687.93 08/31/2017 12X4212 1212107 09/30/2031 02012 1.880000000000 4,000.0000 68.93 08/31/2017 12X4212 1212107 09/30/2027 02013 1.830000000000 13,631,504.0000 228,668.48 08/31/2017 12X4212 1212107 09/30/2029 02013 1.830000000000 453,000.0000 7,599.07 08/31/2017 12X4212 1212107 09/30/2030 02013 1.830000000000 290,000.0000 4,864.75 08/31/2017 12X4212 1212107 09/30/2028 02014 2.400000000000 10,506,000.0000 231,132.00 08/31/2017 12X4212 1212107 09/30/2029 02014 2.400000000000 1,286,000.0000 28,292.00 08/31/2017 12X4212 1212107 09/30/2030 02014 2.400000000000 6,000.0000 132.00 08/31/2017 12X4212 1212107 09/30/2029 02015 1.980000000000 4,953,000.0000 89,896.95 08/31/2017 12X4212 1212107 09/30/2030 02015 1.980000000000 1,485,000.0000 26,952.75 08/31/2017 12X4212 1212107 09/30/2039 02015 1.980000000000 4,083,000.0000 74,106.45 08/31/2017 12X4212 1212107 09/30/2030 02016 1.760000000000 34,770,500.0000 560,964.07 08/31/2017 12X4212 1212107 09/30/2031 02016 1.760000000000 1,882,000.0000 30,362.93 08/31/2017 12X4212 1212107 09/30/2031 02017 1.760000000000 12,575,000.0000 202,876.67 08/31/2017 ------------------------ ---------------------- 248,567,982.0000 8,649,611.02 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530000000000 999,607.0000 68,997.87 08/31/2017 12X4212 1212108 09/30/2055 01992 7.530000000000 557,000.0000 38,446.92 08/31/2017 12X4212 1212108 09/30/2050 01993 6.660000000000 1,453,012.0000 88,706.38 08/31/2017 12X4212 1212108 09/30/2055 01993 6.660000000000 1,933,000.0000 118,009.65 08/31/2017 12X4212 1212108 09/30/2050 01994 6.940000000000 2,470,069.0000 157,137.56 08/31/2017 12X4212 1212108 09/30/2055 01994 6.940000000000 965,000.0000 61,390.08 08/31/2017 12X4212 1212108 09/30/2050 01997 6.720000000000 1,640,623.0000 101,062.38 08/31/2017 12X4212 1212108 09/30/2055 01997 6.720000000000 95,000.0000 5,852.00 08/31/2017 12X4212 1212108 09/30/2044 01998 5.910000000000 1,037,611.0000 56,212.58 08/31/2017 12X4212 1212108 09/30/2055 01998 5.910000000000 150,000.0000 8,126.25 08/31/2017 ------------------------ ---------------------- 11,300,922.0000 703,941.67 109 SUB-COHORT 12X4212 1212109 09/30/2040 02000 6.250000000000 53,439.0000 3,061.61 08/31/2017 12X4212 1212109 09/30/2041 02001 5.030000000000 21,370.0000 985.34 08/31/2017 12X4212 1212109 09/30/2055 02001 5.030000000000 15,000.0000 691.62 08/31/2017 12X4212 1212109 09/30/2056 02001 5.030000000000 536,948.0000 24,757.78 08/31/2017 12X4212 1212109 09/30/2044 02004 4.890000000000 626,892.0000 28,100.43 08/31/2017 12X4212 1212109 09/30/2053 02004 4.890000000000 2,000.0000 89.65 08/31/2017 12X4212 1212109 09/30/2054 02004 4.890000000000 4,518.0400 202.52 08/31/2017 12X4212 1212109 09/30/2055 02004 4.890000000000 17,000.0000 762.03 08/31/2017 ------------------------ ---------------------- 1,277,167.0400 58,650.98 116 SUB-COHORT 12X4212 1212116 09/30/2040 01992 7.500000000000 7,000.0000 481.25 08/31/2017 12X4212 1212116 09/30/2041 01992 7.500000000000 3,300.0000 226.88 08/31/2017 ------------------------ ---------------------- 10,300.0000 708.13 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.650000000000 141,192.0000 8,606.83 08/31/2017 12X4212 1212121 09/30/2034 01993 6.650000000000 100,000.0000 6,095.83 08/31/2017 12X4212 1212121 09/30/2036 01993 6.650000000000 37,000.0000 2,255.46 08/31/2017 12X4212 1212121 09/30/2037 01993 6.650000000000 13,000.0000 792.46 08/31/2017 12X4212 1212121 09/30/2038 01993 6.650000000000 41,000.0000 2,499.29 08/31/2017 12X4212 1212121 09/30/2040 01993 6.650000000000 15,000.0000 914.37 08/31/2017 12X4212 1212121 09/30/2041 01993 6.650000000000 26,000.0000 1,584.92 08/31/2017 12X4212 1212121 09/30/2042 01993 6.650000000000 30,000.0000 1,828.75 08/31/2017 12X4212 1212121 09/30/2028 01994 6.810000000000 67,074.0000 4,187.09 08/31/2017 12X4212 1212121 09/30/2034 01994 6.810000000000 650,000.0000 40,576.25 08/31/2017 12X4212 1212121 09/30/2040 01994 6.810000000000 50,000.0000 3,121.25 08/31/2017 12X4212 1212121 09/30/2041 01994 6.810000000000 50,600.0000 3,158.70 08/31/2017 12X4212 1212121 09/30/2042 01994 6.810000000000 61,000.0000 3,807.92 08/31/2017 ------------------------ ---------------------- 1,281,866.0000 79,429.12 123 SUB-COHORT 12X4212 1212123 09/30/2022 02009 1.510000000000 10,651.0000 147.43 08/31/2017 12X4212 1212123 09/30/2024 02012 0.260000000000 1,000.0000 2.38 08/31/2017 ------------------------ ---------------------- 11,651.0000 149.81 124 SUB-COHORT 12X4212 1212124 09/30/2018 02001 4.840000000000 10,900.0000 483.60 08/31/2017 12X4212 1212124 09/30/2019 02001 4.840000000000 64,000.0000 2,839.47 08/31/2017 ------------------------ ---------------------- 74,900.0000 3,323.07 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.050000000000 727,622.0000 13,673.23 08/31/2017 12X4212 1212127 09/30/2031 02010 2.050000000000 20,000.0000 375.83 08/31/2017 12X4212 1212127 09/30/2034 02010 2.050000000000 300,000.0000 5,637.50 08/31/2017 12X4212 1212127 09/30/2035 02010 2.050000000000 133,000.0000 2,499.29 08/31/2017 12X4212 1212127 09/30/2030 02011 2.220000000000 1,606,253.0000 32,687.25 08/31/2017 12X4212 1212127 09/30/2034 02011 2.220000000000 1,920,000.0000 39,072.00 08/31/2017 ------------------------ ---------------------- 4,706,875.0000 93,945.10 ======================== ====================== 10,447,947,291.0400 266,909,808.40 ============================================================================================================================ 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 01992 08/31/2017 INT + 0.0000 7,809.00 495227 1212101 09/30/2020 01993 03/15/2017 INT + 0.0000 1,620.50 494957 1212101 09/30/2020 01993 08/31/2017 INT + 0.0000 7,292.25 495229 1212101 09/30/2020 01994 03/15/2017 INT + 0.0000 2,303.50 494959 1212101 09/30/2020 01994 08/31/2017 INT + 0.0000 20,867.00 495231 1212101 09/30/2020 01995 08/31/2017 INT + 0.0000 21,399.50 495233 1212101 09/30/2020 01996 03/15/2017 INT + 0.0000 5,492.40 494961 1212101 09/30/2020 01996 08/31/2017 INT + 0.0000 44,028.75 495235 1212101 09/30/2020 01997 03/15/2017 INT + 0.0000 1,783.50 494963 1212101 09/30/2020 01997 08/31/2017 INT + 0.0000 31,057.50 495237 1212101 09/30/2020 01998 03/15/2017 INT + 0.0000 305.25 494965 1212101 09/30/2020 01998 08/31/2017 INT + 0.0000 43,706.25 495239 1212101 09/30/2020 01999 03/15/2017 INT + 0.0000 5,330.00 494967 1212101 09/30/2020 01999 08/31/2017 INT + 0.0000 87,880.00 495241 1212101 09/30/2018 02000 03/15/2017 INT + 0.0000 5,531.25 494941 1212101 09/30/2018 02000 08/31/2017 INT + 0.0000 69,375.00 495243 1212101 09/30/2020 02001 08/31/2017 INT + 0.0000 59,768.00 495245 1212101 09/30/2020 02002 08/31/2017 INT + 0.0000 65,563.49 495247 1212101 09/30/2018 02003 08/31/2017 INT + 0.0000 62,833.75 495249 1212101 09/30/2018 02004 03/15/2017 INT + 0.0000 336.00 494943 1212101 09/30/2018 02004 08/31/2017 INT + 0.0000 65,016.00 495251 1212101 09/30/2020 02005 08/31/2017 INT + 0.0000 76,714.50 495253 1212101 09/30/2020 02006 08/31/2017 INT + 0.0000 133,401.49 495255 1212101 09/30/2018 02007 03/15/2017 INT + 0.0000 3,588.20 494945 1212101 09/30/2018 02007 08/31/2017 INT + 0.0000 143,178.50 495257 1212101 09/30/2018 02008 08/31/2017 INT + 0.0000 163,183.98 495259 1212101 09/30/2020 02009 08/31/2017 INT + 0.0000 317,432.49 495261 1212101 09/30/2020 02010 08/31/2017 INT + 0.0000 440,669.95 495263 1212101 09/30/2021 02011 03/15/2017 INT + 0.0000 329.40 494947 1212101 09/30/2021 02011 08/31/2017 INT + 0.0000 364,901.98 495265 1212101 09/30/2018 02012 08/31/2017 INT + 0.0000 347,979.92 495267 1212101 09/30/2019 02013 08/31/2017 INT + 0.0000 498,312.49 495269 1212101 09/30/2020 02014 03/15/2017 INT + 0.0000 105,708.80 494949 1212101 09/30/2020 02014 08/31/2017 INT + 0.0000 719,194.98 495271 1212101 09/30/2021 02015 03/15/2017 INT + 0.0000 1,721,379.60 494951 1212101 09/30/2021 02015 08/31/2017 INT + 0.0000 469,800.00 495273 1212101 09/30/2022 02016 03/15/2017 INT + 0.0000 1,547,784.92 494953 1212101 09/30/2022 02016 08/31/2017 INT + 0.0000 1,910,999.84 495275 ------------------------ ---------------------- 0.0000 9,573,942.13 105 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 01992 08/31/2017 INT + 0.0000 716.30 495179 1212107 09/30/2029 01993 03/15/2017 INT + 0.0000 3,413.25 494969 1212107 09/30/2029 01993 08/31/2017 INT + 0.0000 6,360.30 495181 1212107 09/30/2029 01994 03/15/2017 INT + 0.0000 731.00 494971 1212107 09/30/2029 01994 08/31/2017 INT + 0.0000 6,630.00 495183 1212107 09/30/2029 01995 03/15/2017 INT + 0.0000 198.00 494973 1212107 09/30/2029 01995 08/31/2017 INT + 0.0000 900.00 495185 1212107 09/30/2029 01996 08/31/2017 INT + 0.0000 6,474.00 495187 1212107 09/30/2029 01997 03/15/2017 INT + 0.0000 7,750.05 494975 1212107 09/30/2029 01997 08/31/2017 INT + 0.0000 50,157.25 495189 1212107 09/30/2029 01998 03/15/2017 INT + 0.0000 4,453.00 494977 1212107 09/30/2029 01998 08/31/2017 INT + 0.0000 28,324.00 495191 1212107 09/30/2024 01999 03/15/2017 INT + 0.0000 15,542.62 494979 1212107 09/30/2024 01999 08/31/2017 INT + 0.0000 83,371.50 495193 1212107 09/30/2024 02000 08/31/2017 INT + 0.0000 64,438.00 495195 1212107 09/30/2029 02001 08/31/2017 INT + 0.0000 31,070.00 495197 1212107 09/30/2030 02002 08/31/2017 INT + 0.0000 17,290.00 495199 1212107 09/30/2017 02003 08/24/2017 INT + 0.0000 71,136.17 495143 1212107 09/30/2018 02004 03/15/2017 INT + 0.0000 1,736.30 494981 1212107 09/30/2018 02004 08/31/2017 INT + 0.0000 4,268.00 495201 1212107 09/30/2019 02005 08/31/2017 INT + 0.0000 17,077.50 495203 1212107 09/30/2020 02006 08/31/2017 INT + 0.0000 8,435.00 495205 1212107 09/30/2021 02007 03/15/2017 INT + 0.0000 946.00 494983 1212107 09/30/2021 02007 08/31/2017 INT + 0.0000 38,431.25 495207 1212107 09/30/2022 02008 03/15/2017 INT + 0.0000 606.40 494985 1212107 09/30/2022 02008 08/31/2017 INT + 0.0000 568.50 495209 1212107 09/30/2024 02009 03/15/2017 INT + 0.0000 3,727.75 494987 1212107 09/30/2024 02009 08/31/2017 INT + 0.0000 8,060.00 495211 1212107 09/30/2024 02010 03/15/2017 INT + 0.0000 384.80 494989 1212107 09/30/2024 02010 08/31/2017 INT + 0.0000 15,540.00 495213 1212107 09/30/2025 02011 08/31/2017 INT + 0.0000 28,897.00 495215 1212107 09/30/2026 02012 08/31/2017 INT + 0.0000 19,176.00 495217 1212107 09/30/2027 02013 03/15/2017 INT + 0.0000 695.40 494991 1212107 09/30/2027 02013 08/31/2017 INT + 0.0000 18,300.00 495219 1212107 09/30/2028 02014 03/15/2017 INT + 0.0000 5,892.00 494993 1212107 09/30/2028 02014 08/31/2017 INT + 0.0000 14,400.00 495221 1212107 09/30/2029 02015 03/15/2017 INT + 0.0000 10,078.20 494995 1212107 09/30/2029 02015 08/31/2017 INT + 0.0000 8,365.50 495223 1212107 09/30/2030 02016 03/15/2017 INT + 0.0000 60,090.79 494997 1212107 09/30/2030 02016 08/31/2017 INT + 0.0000 29,928.79 495225 ------------------------ ---------------------- 0.0000 694,560.62 108 SUB-COHORT 1212108 09/30/2050 01992 03/15/2017 INT + 0.0000 13,045.72 495055 1212108 09/30/2050 01992 08/31/2017 INT + 0.0000 6,024.00 495157 1212108 09/30/2050 01993 03/15/2017 INT + 0.0000 44,155.80 495057 1212108 09/30/2050 01993 08/31/2017 INT + 0.0000 11,322.00 495159 1212108 09/30/2050 01994 03/15/2017 INT + 0.0000 48,545.30 495059 1212108 09/30/2050 01994 08/31/2017 INT + 0.0000 36,435.00 495161 1212108 09/30/2050 01997 03/15/2017 INT + 0.0000 7,560.00 495061 1212108 09/30/2050 01997 08/31/2017 INT + 0.0000 336.00 495163 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 184,149.11 109 SUB-COHORT 1212109 09/30/2040 02000 03/15/2017 INT + 0.0000 15,875.00 495045 1212109 09/30/2040 02000 08/31/2017 INT + 0.0000 500.00 495169 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 1212109 09/30/2044 02004 08/31/2017 INT + 0.0000 489.00 495171 ------------------------ ---------------------- 0.0000 18,428.17 116 SUB-COHORT 1212116 09/30/2040 01992 03/14/2017 INT + 0.0000 75.00 494912 1212116 09/30/2040 01992 08/31/2017 INT + 0.0000 150.00 495155 ------------------------ ---------------------- 0.0000 225.00 121 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 09/30/2022 02009 08/31/2017 INT + 0.0000 226.50 495153 1212123 09/30/2019 02012 03/14/2017 INT + 0.0000 88.40 494906 1212123 09/30/2019 02012 08/31/2017 INT + 0.0000 18.58 495151 ------------------------ ---------------------- 0.0000 16,079.00 124 SUB-COHORT 1212124 09/30/2017 02001 03/14/2017 INT + 0.0000 72.60 494914 1212124 09/30/2017 02001 08/24/2017 INT + 0.0000 1,379.40 495145 ------------------------ ---------------------- 0.0000 1,452.00 127 SUB-COHORT 1212127 09/30/2030 02010 03/14/2017 INT + 0.0000 2,644.50 494908 1212127 09/30/2030 02010 08/31/2017 INT + 0.0000 2,050.00 495165 1212127 09/30/2030 02011 03/14/2017 INT + 0.0000 16,971.90 494910 1212127 09/30/2030 02011 08/31/2017 INT + 0.0000 8,880.00 495167 ------------------------ ---------------------- 0.0000 30,546.40 ======================== ====================== 0.0000 12,732,250.72