Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2044 01992 6.740000000000 9,917,000.0000 55,700.48 10/31/2017 12X4208 1208845 09/30/2045 01992 6.740000000000 429,000.0000 2,409.55 10/31/2017 12X4208 1208845 09/30/2046 01992 6.740000000000 367,000.0000 2,061.32 10/31/2017 12X4208 1208845 09/30/2047 01992 6.740000000000 274,000.0000 1,538.97 10/31/2017 12X4208 1208845 09/30/2048 01992 6.740000000000 17,368,000.0000 97,550.27 10/31/2017 12X4208 1208845 09/30/2048 01993 6.530000000000 8,535,500.0000 46,447.35 10/31/2017 ------------------------ ---------------------- 36,890,500.0000 205,707.94 840 SUB-COHORT 12X4208 1208840 09/30/2046 01992 6.950000000000 13,220,200.0000 76,566.99 10/31/2017 12X4208 1208840 09/30/2047 01992 6.950000000000 2,396,000.0000 13,876.83 10/31/2017 12X4208 1208840 09/30/2048 01992 6.950000000000 2,178,000.0000 12,614.25 10/31/2017 12X4208 1208840 09/30/2046 01993 7.010000000000 6,080,200.0000 35,518.50 10/31/2017 12X4208 1208840 09/30/2047 01993 7.010000000000 10,074,000.0000 58,848.95 10/31/2017 12X4208 1208840 09/30/2048 01993 7.010000000000 1,708,000.0000 9,977.57 10/31/2017 ------------------------ ---------------------- 35,656,400.0000 207,403.09 850 SUB-COHORT 12X4208 1208850 09/30/2046 01994 7.040000000000 144,308.0000 846.61 10/31/2017 12X4208 1208850 09/30/2047 01994 7.040000000000 1,037,000.0000 6,083.73 10/31/2017 12X4208 1208850 09/30/2046 01995 6.680000000000 224,712.0000 1,250.90 10/31/2017 12X4208 1208850 09/30/2047 01995 6.680000000000 295,000.0000 1,642.17 10/31/2017 12X4208 1208850 09/30/2031 01996 6.450000000000 2,182,500.0000 11,730.94 10/31/2017 12X4208 1208850 09/30/2046 01996 6.450000000000 4,441,000.0000 23,870.37 10/31/2017 12X4208 1208850 09/30/2047 01997 5.980000000000 33,505.0000 166.97 10/31/2017 12X4208 1208850 09/30/2042 01998 6.000000000000 1,715,900.0000 8,579.50 10/31/2017 12X4208 1208850 09/30/2046 01998 6.000000000000 4,280,000.0000 21,400.00 10/31/2017 12X4208 1208850 09/30/2047 01999 5.920000000000 29,000.0000 143.07 10/31/2017 12X4208 1208850 09/30/2044 02001 5.000000000000 630,000.0000 2,625.00 10/31/2017 12X4208 1208850 09/30/2037 02002 4.790000000000 113,753.0000 454.06 10/31/2017 12X4208 1208850 09/30/2042 02002 4.790000000000 4,701,000.0000 18,764.82 10/31/2017 12X4208 1208850 09/30/2043 02002 4.790000000000 800,000.0000 3,193.33 10/31/2017 12X4208 1208850 09/30/2044 02004 4.690000000000 1,363,100.0000 5,327.45 10/31/2017 12X4208 1208850 09/30/2045 02005 4.570000000000 117,000.0000 445.57 10/31/2017 12X4208 1208850 09/30/2049 02006 4.410000000000 2,500.0000 9.19 10/31/2017 12X4208 1208850 09/30/2050 02006 4.410000000000 3,750.0000 13.78 10/31/2017 12X4208 1208850 09/30/2046 02007 3.450000000000 5,664,400.0000 16,285.15 10/31/2017 12X4208 1208850 09/30/2048 02008 1.830000000000 11,519,000.0000 17,566.47 10/31/2017 12X4208 1208850 09/30/2047 02009 0.870000000000 717,800.0000 520.40 10/31/2017 12X4208 1208850 09/30/2049 02010 0.780000000000 20,293,300.0000 13,190.64 10/31/2017 12X4208 1208850 09/30/2047 02011 4.320000000000 562,300.0000 2,024.28 10/31/2017 12X4208 1208850 09/30/2050 02011 4.320000000000 2,462,200.0000 8,863.92 10/31/2017 ------------------------ ---------------------- 63,333,028.0000 164,998.32 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.910000000000 39,940,629.6000 229,991.46 10/31/2017 12X4208 1208810 09/30/2042 01994 6.910000000000 13,700,000.0000 78,889.17 10/31/2017 12X4208 1208810 09/30/2046 01994 6.910000000000 1,498,000.0000 8,625.98 10/31/2017 12X4208 1208810 09/30/2047 01994 6.910000000000 800,000.0000 4,606.67 10/31/2017 12X4208 1208810 09/30/2048 01994 6.910000000000 1,593,000.0000 9,173.02 10/31/2017 12X4208 1208810 09/30/2030 01995 6.580000000000 74,736,898.2000 409,807.33 10/31/2017 12X4208 1208810 09/30/2042 01995 6.580000000000 15,300,000.0000 83,895.00 10/31/2017 12X4208 1208810 09/30/2046 01995 6.580000000000 208,000.0000 1,140.53 10/31/2017 12X4208 1208810 09/30/2047 01995 6.580000000000 3,802,000.0000 20,847.63 10/31/2017 12X4208 1208810 09/30/2048 01995 6.580000000000 930,000.0000 5,099.50 10/31/2017 12X4208 1208810 09/30/2031 01996 6.320000000000 84,911,000.0000 447,197.93 10/31/2017 12X4208 1208810 09/30/2042 01996 6.320000000000 9,000,000.0000 47,400.00 10/31/2017 12X4208 1208810 09/30/2043 01996 6.320000000000 6,700,000.0000 35,286.67 10/31/2017 12X4208 1208810 09/30/2044 01996 6.320000000000 1,850,000.0000 9,743.33 10/31/2017 12X4208 1208810 09/30/2046 01996 6.320000000000 1,312,000.0000 6,909.87 10/31/2017 12X4208 1208810 09/30/2047 01996 6.320000000000 2,681,000.0000 14,119.93 10/31/2017 12X4208 1208810 09/30/2048 01996 6.320000000000 6,223,000.0000 32,774.47 10/31/2017 12X4208 1208810 09/30/2032 01997 6.140000000000 46,581,000.0000 238,339.45 10/31/2017 12X4208 1208810 09/30/2042 01997 6.140000000000 10,800,000.0000 55,260.00 10/31/2017 12X4208 1208810 09/30/2043 01997 6.140000000000 4,400,000.0000 22,513.33 10/31/2017 12X4208 1208810 09/30/2044 01997 6.140000000000 1,501,000.0000 7,680.12 10/31/2017 12X4208 1208810 09/30/2046 01997 6.140000000000 443,000.0000 2,266.68 10/31/2017 12X4208 1208810 09/30/2047 01997 6.140000000000 2,934,000.0000 15,012.30 10/31/2017 12X4208 1208810 09/30/2048 01997 6.140000000000 8,162,000.0000 41,762.23 10/31/2017 12X4208 1208810 09/30/2033 01998 5.920000000000 59,624,000.0000 294,145.07 10/31/2017 12X4208 1208810 09/30/2042 01998 5.920000000000 7,400,000.0000 36,506.67 10/31/2017 12X4208 1208810 09/30/2043 01998 5.920000000000 8,450,000.0000 41,686.67 10/31/2017 12X4208 1208810 09/30/2044 01998 5.920000000000 1,326,000.0000 6,541.60 10/31/2017 12X4208 1208810 09/30/2045 01998 5.920000000000 244,000.0000 1,203.73 10/31/2017 12X4208 1208810 09/30/2046 01998 5.920000000000 2,000.0000 9.87 10/31/2017 12X4208 1208810 09/30/2047 01998 5.920000000000 5,120,000.0000 25,258.67 10/31/2017 12X4208 1208810 09/30/2048 01998 5.920000000000 7,550,000.0000 37,246.67 10/31/2017 12X4208 1208810 09/30/2034 01999 5.890000000000 25,882,000.0000 127,037.48 10/31/2017 12X4208 1208810 09/30/2042 01999 5.890000000000 2,400,000.0000 11,780.00 10/31/2017 12X4208 1208810 09/30/2043 01999 5.890000000000 6,200,000.0000 30,431.67 10/31/2017 12X4208 1208810 09/30/2045 01999 5.890000000000 2,498,000.0000 12,261.02 10/31/2017 12X4208 1208810 09/30/2046 01999 5.890000000000 4,000.0000 19.63 10/31/2017 12X4208 1208810 09/30/2047 01999 5.890000000000 1,862,000.0000 9,139.32 10/31/2017 12X4208 1208810 09/30/2048 01999 5.890000000000 6,010,000.0000 29,499.08 10/31/2017 12X4208 1208810 09/30/2051 01999 5.890000000000 1,000,000.0000 4,908.33 10/31/2017 12X4208 1208810 09/30/2035 02000 5.880000000000 8,115,000.0000 39,763.50 10/31/2017 12X4208 1208810 09/30/2042 02000 5.880000000000 7,100,000.0000 34,790.00 10/31/2017 12X4208 1208810 09/30/2043 02000 5.880000000000 5,850,000.0000 28,665.00 10/31/2017 12X4208 1208810 09/30/2044 02000 5.880000000000 2,273,000.0000 11,137.70 10/31/2017 12X4208 1208810 09/30/2045 02000 5.880000000000 1,861,000.0000 9,118.90 10/31/2017 12X4208 1208810 09/30/2046 02000 5.880000000000 882,000.0000 4,321.80 10/31/2017 12X4208 1208810 09/30/2047 02000 5.880000000000 1,595,000.0000 7,815.50 10/31/2017 12X4208 1208810 09/30/2048 02000 5.880000000000 6,511,000.0000 31,903.90 10/31/2017 12X4208 1208810 09/30/2051 02000 5.880000000000 10,500,000.0000 51,450.00 10/31/2017 12X4208 1208810 09/30/2036 02001 5.150000000000 106,715,000.0000 457,985.21 10/31/2017 12X4208 1208810 09/30/2042 02001 5.150000000000 2,600,000.0000 11,158.33 10/31/2017 12X4208 1208810 09/30/2043 02001 5.150000000000 6,900,000.0000 29,612.50 10/31/2017 12X4208 1208810 09/30/2044 02001 5.150000000000 2,175,000.0000 9,334.37 10/31/2017 12X4208 1208810 09/30/2045 02001 5.150000000000 721,000.0000 3,094.29 10/31/2017 12X4208 1208810 09/30/2046 02001 5.150000000000 547,000.0000 2,347.54 10/31/2017 12X4208 1208810 09/30/2047 02001 5.150000000000 1,134,000.0000 4,866.75 10/31/2017 12X4208 1208810 09/30/2048 02001 5.150000000000 10,268,000.0000 44,066.83 10/31/2017 12X4208 1208810 09/30/2051 02001 5.150000000000 2,000,000.0000 8,583.33 10/31/2017 12X4208 1208810 09/30/2037 02002 4.680000000000 91,953,000.0000 358,616.70 10/31/2017 12X4208 1208810 09/30/2042 02002 4.680000000000 5,601,000.0000 21,843.90 10/31/2017 12X4208 1208810 09/30/2044 02002 4.680000000000 1,858,000.0000 7,246.20 10/31/2017 12X4208 1208810 09/30/2045 02002 4.680000000000 589,000.0000 2,297.10 10/31/2017 12X4208 1208810 09/30/2046 02002 4.680000000000 435,000.0000 1,696.50 10/31/2017 12X4208 1208810 09/30/2047 02002 4.680000000000 1,013,000.0000 3,950.70 10/31/2017 12X4208 1208810 09/30/2048 02002 4.680000000000 5,867,000.0000 22,881.30 10/31/2017 12X4208 1208810 09/30/2038 02003 4.720000000000 15,127,507.0000 59,501.53 10/31/2017 12X4208 1208810 09/30/2042 02003 4.720000000000 8,241,000.0000 32,414.60 10/31/2017 12X4208 1208810 09/30/2043 02003 4.720000000000 12,082,000.0000 47,522.53 10/31/2017 12X4208 1208810 09/30/2047 02003 4.720000000000 63,000.0000 247.80 10/31/2017 12X4208 1208810 09/30/2048 02003 4.720000000000 3,340,000.0000 13,137.33 10/31/2017 12X4208 1208810 09/30/2042 02004 4.580000000000 72,279,615.0000 275,867.20 10/31/2017 12X4208 1208810 09/30/2043 02004 4.580000000000 77,198,000.0000 294,639.03 10/31/2017 12X4208 1208810 09/30/2044 02004 4.580000000000 15,517,000.0000 59,223.22 10/31/2017 12X4208 1208810 09/30/2045 02004 4.580000000000 2,565,000.0000 9,789.75 10/31/2017 12X4208 1208810 09/30/2047 02004 4.580000000000 1,612,000.0000 6,152.47 10/31/2017 12X4208 1208810 09/30/2048 02004 4.580000000000 8,805,000.0000 33,605.75 10/31/2017 12X4208 1208810 09/30/2042 02005 4.500000000000 7,228,000.0000 27,105.00 10/31/2017 12X4208 1208810 09/30/2043 02005 4.500000000000 15,572,000.0000 58,395.00 10/31/2017 12X4208 1208810 09/30/2044 02005 4.500000000000 8,770,000.0000 32,887.50 10/31/2017 12X4208 1208810 09/30/2045 02005 4.500000000000 2,727,000.0000 10,226.25 10/31/2017 12X4208 1208810 09/30/2047 02005 4.500000000000 374,000.0000 1,402.50 10/31/2017 12X4208 1208810 09/30/2048 02005 4.500000000000 2,454,000.0000 9,202.50 10/31/2017 12X4208 1208810 09/30/2042 02006 4.430000000000 882,000.0000 3,256.05 10/31/2017 12X4208 1208810 09/30/2043 02006 4.430000000000 12,982,000.0000 47,925.22 10/31/2017 12X4208 1208810 09/30/2044 02006 4.430000000000 19,298,000.0000 71,241.78 10/31/2017 12X4208 1208810 09/30/2045 02006 4.430000000000 1,336,000.0000 4,932.07 10/31/2017 12X4208 1208810 09/30/2046 02006 4.430000000000 1,489,000.0000 5,496.89 10/31/2017 12X4208 1208810 09/30/2047 02006 4.430000000000 398,000.0000 1,469.28 10/31/2017 12X4208 1208810 09/30/2048 02006 4.430000000000 1,415,000.0000 5,223.71 10/31/2017 12X4208 1208810 09/30/2051 02006 4.430000000000 1,850,000.0000 6,829.58 10/31/2017 12X4208 1208810 09/30/2043 02007 4.160000000000 4,264,000.0000 14,781.87 10/31/2017 12X4208 1208810 09/30/2044 02007 4.160000000000 8,252,000.0000 28,606.93 10/31/2017 12X4208 1208810 09/30/2045 02007 4.160000000000 14,224,000.0000 49,309.87 10/31/2017 12X4208 1208810 09/30/2046 02007 4.160000000000 5,585,000.0000 19,361.33 10/31/2017 12X4208 1208810 09/30/2047 02007 4.160000000000 4,848,000.0000 16,806.40 10/31/2017 12X4208 1208810 09/30/2048 02007 4.160000000000 1,646,000.0000 5,706.13 10/31/2017 ------------------------ ---------------------- 1,093,065,649.8000 4,956,833.00 855 SUB-COHORT 12X4208 1208855 09/30/2048 01994 6.480000000000 1,102,000.0000 5,950.80 10/31/2017 12X4208 1208855 09/30/2030 01995 6.010000000000 2,348,500.0000 11,762.07 10/31/2017 12X4208 1208855 09/30/2042 01995 6.010000000000 80,000.0000 400.67 10/31/2017 12X4208 1208855 09/30/2044 01995 6.010000000000 1,168,000.0000 5,849.73 10/31/2017 12X4208 1208855 09/30/2045 01995 6.010000000000 122,000.0000 611.02 10/31/2017 12X4208 1208855 09/30/2047 01995 6.010000000000 36,000.0000 180.30 10/31/2017 12X4208 1208855 09/30/2031 01996 6.050000000000 22,628.0000 114.08 10/31/2017 12X4208 1208855 09/30/2042 01996 6.050000000000 2,763,000.0000 13,930.12 10/31/2017 12X4208 1208855 09/30/2043 01996 6.050000000000 349,000.0000 1,759.54 10/31/2017 12X4208 1208855 09/30/2044 01996 6.050000000000 193,000.0000 973.04 10/31/2017 12X4208 1208855 09/30/2045 01996 6.050000000000 48,000.0000 242.00 10/31/2017 12X4208 1208855 09/30/2046 01996 6.050000000000 293,000.0000 1,477.21 10/31/2017 12X4208 1208855 09/30/2047 01996 6.050000000000 562,000.0000 2,833.42 10/31/2017 12X4208 1208855 09/30/2048 01996 6.050000000000 52,000.0000 262.17 10/31/2017 12X4208 1208855 09/30/2051 01996 6.050000000000 57,000.0000 287.37 10/31/2017 12X4208 1208855 09/30/2032 01997 5.670000000000 5,308,000.0000 25,080.30 10/31/2017 12X4208 1208855 09/30/2042 01997 5.670000000000 1,138,000.0000 5,377.05 10/31/2017 12X4208 1208855 09/30/2044 01997 5.670000000000 76,000.0000 359.10 10/31/2017 12X4208 1208855 09/30/2045 01997 5.670000000000 91,000.0000 429.98 10/31/2017 12X4208 1208855 09/30/2046 01997 5.670000000000 41,000.0000 193.73 10/31/2017 12X4208 1208855 09/30/2047 01997 5.670000000000 20,000.0000 94.50 10/31/2017 12X4208 1208855 09/30/2048 01997 5.670000000000 13,000.0000 61.43 10/31/2017 12X4208 1208855 09/30/2042 01998 5.740000000000 3,485,500.0000 16,672.31 10/31/2017 12X4208 1208855 09/30/2044 01998 5.740000000000 79,000.0000 377.88 10/31/2017 12X4208 1208855 09/30/2045 01998 5.740000000000 31,000.0000 148.28 10/31/2017 12X4208 1208855 09/30/2047 01998 5.740000000000 10,000.0000 47.83 10/31/2017 12X4208 1208855 09/30/2034 01999 5.420000000000 2,769,000.0000 12,506.65 10/31/2017 12X4208 1208855 09/30/2042 01999 5.420000000000 2,094,000.0000 9,457.90 10/31/2017 12X4208 1208855 09/30/2043 01999 5.420000000000 2,083,000.0000 9,408.22 10/31/2017 12X4208 1208855 09/30/2044 01999 5.420000000000 254,000.0000 1,147.23 10/31/2017 12X4208 1208855 09/30/2045 01999 5.420000000000 372,000.0000 1,680.20 10/31/2017 12X4208 1208855 09/30/2046 01999 5.420000000000 36,000.0000 162.60 10/31/2017 12X4208 1208855 09/30/2047 01999 5.420000000000 13,000.0000 58.72 10/31/2017 12X4208 1208855 09/30/2048 01999 5.420000000000 5,000.0000 22.58 10/31/2017 12X4208 1208855 09/30/2044 02000 4.970000000000 6,192,500.0000 25,647.27 10/31/2017 12X4208 1208855 09/30/2045 02000 4.970000000000 392,000.0000 1,623.53 10/31/2017 12X4208 1208855 09/30/2046 02000 4.970000000000 181,000.0000 749.64 10/31/2017 12X4208 1208855 09/30/2047 02000 4.970000000000 41,000.0000 169.81 10/31/2017 12X4208 1208855 09/30/2036 02001 5.220000000000 6,607,000.0000 28,740.45 10/31/2017 12X4208 1208855 09/30/2042 02001 5.220000000000 1,503,000.0000 6,538.05 10/31/2017 12X4208 1208855 09/30/2043 02001 5.220000000000 1,700,000.0000 7,395.00 10/31/2017 12X4208 1208855 09/30/2044 02001 5.220000000000 501,000.0000 2,179.35 10/31/2017 12X4208 1208855 09/30/2045 02001 5.220000000000 119,000.0000 517.65 10/31/2017 12X4208 1208855 09/30/2048 02001 5.220000000000 90,000.0000 391.50 10/31/2017 12X4208 1208855 09/30/2043 02002 4.260000000000 2,870,977.0000 10,191.97 10/31/2017 12X4208 1208855 09/30/2044 02002 4.260000000000 4,340,000.0000 15,407.00 10/31/2017 12X4208 1208855 09/30/2045 02002 4.260000000000 213,000.0000 756.15 10/31/2017 12X4208 1208855 09/30/2046 02002 4.260000000000 278,000.0000 986.90 10/31/2017 12X4208 1208855 09/30/2048 02002 4.260000000000 2,000.0000 7.10 10/31/2017 12X4208 1208855 09/30/2038 02003 4.230000000000 624,000.0000 2,199.60 10/31/2017 12X4208 1208855 09/30/2042 02003 4.230000000000 9,385,000.0000 33,082.13 10/31/2017 12X4208 1208855 09/30/2043 02003 4.230000000000 4,516,000.0000 15,918.90 10/31/2017 12X4208 1208855 09/30/2044 02003 4.230000000000 2,241,000.0000 7,899.53 10/31/2017 12X4208 1208855 09/30/2045 02003 4.230000000000 175,000.0000 616.88 10/31/2017 12X4208 1208855 09/30/2046 02003 4.230000000000 918,000.0000 3,235.95 10/31/2017 12X4208 1208855 09/30/2047 02003 4.230000000000 48,000.0000 169.20 10/31/2017 12X4208 1208855 09/30/2048 02003 4.230000000000 36,000.0000 126.90 10/31/2017 12X4208 1208855 09/30/2039 02004 4.280000000000 16,755,100.0000 59,759.86 10/31/2017 12X4208 1208855 09/30/2042 02004 4.280000000000 6,767,000.0000 24,135.63 10/31/2017 12X4208 1208855 09/30/2043 02004 4.280000000000 752,000.0000 2,682.13 10/31/2017 12X4208 1208855 09/30/2044 02004 4.280000000000 6,433,000.0000 22,944.37 10/31/2017 12X4208 1208855 09/30/2045 02004 4.280000000000 2,704,000.0000 9,644.27 10/31/2017 12X4208 1208855 09/30/2046 02004 4.280000000000 763,000.0000 2,721.37 10/31/2017 12X4208 1208855 09/30/2047 02004 4.280000000000 63,000.0000 224.70 10/31/2017 12X4208 1208855 09/30/2048 02004 4.280000000000 28,000.0000 99.87 10/31/2017 12X4208 1208855 09/30/2040 02005 4.340000000000 910,012.0000 3,291.21 10/31/2017 12X4208 1208855 09/30/2042 02005 4.340000000000 27,745,000.0000 100,344.42 10/31/2017 12X4208 1208855 09/30/2043 02005 4.340000000000 9,090,000.0000 32,875.50 10/31/2017 12X4208 1208855 09/30/2044 02005 4.340000000000 7,620,000.0000 27,559.00 10/31/2017 12X4208 1208855 09/30/2045 02005 4.340000000000 3,813,000.0000 13,790.35 10/31/2017 12X4208 1208855 09/30/2046 02005 4.340000000000 10,498,000.0000 37,967.77 10/31/2017 12X4208 1208855 09/30/2047 02005 4.340000000000 1,318,000.0000 4,766.77 10/31/2017 12X4208 1208855 09/30/2048 02005 4.340000000000 413,000.0000 1,493.68 10/31/2017 12X4208 1208855 09/30/2042 02006 3.500000000000 2,700,288.0000 7,875.84 10/31/2017 12X4208 1208855 09/30/2043 02006 3.500000000000 12,881,000.0000 37,569.58 10/31/2017 12X4208 1208855 09/30/2044 02006 3.500000000000 19,119,000.0000 55,763.75 10/31/2017 12X4208 1208855 09/30/2045 02006 3.500000000000 19,340,000.0000 56,408.33 10/31/2017 12X4208 1208855 09/30/2046 02006 3.500000000000 13,796,000.0000 40,238.33 10/31/2017 12X4208 1208855 09/30/2047 02006 3.500000000000 2,003,000.0000 5,842.08 10/31/2017 12X4208 1208855 09/30/2048 02006 3.500000000000 7,507,000.0000 21,895.42 10/31/2017 12X4208 1208855 09/30/2049 02006 3.500000000000 548,000.0000 1,598.33 10/31/2017 12X4208 1208855 09/30/2043 02007 3.320000000000 4,509,000.0000 12,474.90 10/31/2017 12X4208 1208855 09/30/2044 02007 3.320000000000 13,252,000.0000 36,663.87 10/31/2017 12X4208 1208855 09/30/2045 02007 3.320000000000 6,664,000.0000 18,437.07 10/31/2017 12X4208 1208855 09/30/2046 02007 3.320000000000 3,884,000.0000 10,745.73 10/31/2017 12X4208 1208855 09/30/2047 02007 3.320000000000 5,880,000.0000 16,268.00 10/31/2017 12X4208 1208855 09/30/2048 02007 3.320000000000 7,000.0000 19.37 10/31/2017 12X4208 1208855 09/30/2049 02007 3.320000000000 245,000.0000 677.83 10/31/2017 12X4208 1208855 09/30/2050 02007 3.320000000000 1,126,000.0000 3,115.27 10/31/2017 12X4208 1208855 09/30/2044 02008 2.530000000000 11,013,070.0000 23,219.22 10/31/2017 12X4208 1208855 09/30/2045 02008 2.530000000000 19,907,000.0000 41,970.59 10/31/2017 12X4208 1208855 09/30/2046 02008 2.530000000000 24,935,000.0000 52,571.29 10/31/2017 12X4208 1208855 09/30/2047 02008 2.530000000000 9,524,000.0000 20,079.77 10/31/2017 12X4208 1208855 09/30/2048 02008 2.530000000000 5,060,000.0000 10,668.17 10/31/2017 12X4208 1208855 09/30/2049 02008 2.530000000000 4,710,000.0000 9,930.25 10/31/2017 12X4208 1208855 09/30/2051 02008 2.530000000000 15,995,000.0000 33,722.79 10/31/2017 12X4208 1208855 09/30/2043 02009 2.710000000000 9,767,570.0000 22,058.43 10/31/2017 12X4208 1208855 09/30/2044 02009 2.710000000000 6,330,000.0000 14,295.25 10/31/2017 12X4208 1208855 09/30/2045 02009 2.710000000000 10,261,000.0000 23,172.76 10/31/2017 12X4208 1208855 09/30/2046 02009 2.710000000000 2,870,000.0000 6,481.42 10/31/2017 12X4208 1208855 09/30/2047 02009 2.710000000000 9,706,000.0000 21,919.38 10/31/2017 12X4208 1208855 09/30/2048 02009 2.710000000000 5,074,000.0000 11,458.78 10/31/2017 12X4208 1208855 09/30/2049 02009 2.710000000000 18,815,000.0000 42,490.54 10/31/2017 12X4208 1208855 09/30/2051 02009 2.710000000000 13,800,000.0000 31,165.00 10/31/2017 12X4208 1208855 09/30/2044 02010 2.720000000000 2,729,976.0000 6,187.95 10/31/2017 12X4208 1208855 09/30/2045 02010 2.720000000000 16,474,000.0000 37,341.07 10/31/2017 12X4208 1208855 09/30/2046 02010 2.720000000000 14,359,000.0000 32,547.07 10/31/2017 12X4208 1208855 09/30/2047 02010 2.720000000000 7,864,000.0000 17,825.07 10/31/2017 12X4208 1208855 09/30/2048 02010 2.720000000000 12,460,000.0000 28,242.67 10/31/2017 12X4208 1208855 09/30/2049 02010 2.720000000000 8,934,000.0000 20,250.40 10/31/2017 12X4208 1208855 09/30/2050 02010 2.720000000000 2,504,000.0000 5,675.73 10/31/2017 12X4208 1208855 09/30/2051 02010 2.720000000000 1,750,000.0000 3,966.67 10/31/2017 12X4208 1208855 09/30/2047 02011 4.080000000000 1,079,000.0000 3,668.60 10/31/2017 12X4208 1208855 09/30/2048 02011 4.080000000000 2,717,000.0000 9,237.80 10/31/2017 12X4208 1208855 09/30/2049 02011 4.080000000000 6,817,000.0000 23,177.80 10/31/2017 12X4208 1208855 09/30/2050 02011 4.080000000000 11,279,000.0000 38,348.60 10/31/2017 12X4208 1208855 09/30/2051 02011 4.080000000000 569,000.0000 1,934.60 10/31/2017 ------------------------ ---------------------- 536,525,121.0000 1,557,972.76 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.770000000000 1,570,000.0000 8,857.42 10/31/2017 12X4208 1208815 09/30/2032 01994 6.770000000000 500,000.0000 2,820.83 10/31/2017 12X4208 1208815 09/30/2036 01994 6.770000000000 25,000.0000 141.04 10/31/2017 12X4208 1208815 09/30/2038 01994 6.770000000000 1,175,000.0000 6,628.96 10/31/2017 12X4208 1208815 09/30/2030 01995 6.000000000000 3,076,000.0000 15,380.00 10/31/2017 12X4208 1208815 09/30/2032 01995 6.000000000000 1,990,000.0000 9,950.00 10/31/2017 12X4208 1208815 09/30/2033 01995 6.000000000000 350,000.0000 1,750.00 10/31/2017 12X4208 1208815 09/30/2037 01995 6.000000000000 1,912,000.0000 9,560.00 10/31/2017 12X4208 1208815 09/30/2037 01996 5.820000000000 2,378,000.0000 11,533.30 10/31/2017 12X4208 1208815 09/30/2038 01996 5.820000000000 136,000.0000 659.60 10/31/2017 12X4208 1208815 09/30/2041 01996 5.820000000000 1,000.0000 4.85 10/31/2017 12X4208 1208815 09/30/2032 01997 5.560000000000 8,634,000.0000 40,004.20 10/31/2017 12X4208 1208815 09/30/2033 01997 5.560000000000 1,523,000.0000 7,056.57 10/31/2017 12X4208 1208815 09/30/2038 01997 5.560000000000 718,000.0000 3,326.73 10/31/2017 12X4208 1208815 09/30/2041 01997 5.560000000000 10,000.0000 46.33 10/31/2017 12X4208 1208815 09/30/2032 01998 5.530000000000 4,546,000.0000 20,949.48 10/31/2017 12X4208 1208815 09/30/2033 01998 5.530000000000 2,730,000.0000 12,580.75 10/31/2017 12X4208 1208815 09/30/2034 01998 5.530000000000 3,419,000.0000 15,755.89 10/31/2017 12X4208 1208815 09/30/2035 01998 5.530000000000 1,919,000.0000 8,843.39 10/31/2017 12X4208 1208815 09/30/2036 01998 5.530000000000 1,795,000.0000 8,271.96 10/31/2017 12X4208 1208815 09/30/2037 01998 5.530000000000 912,000.0000 4,202.80 10/31/2017 12X4208 1208815 09/30/2038 01998 5.530000000000 57,000.0000 262.67 10/31/2017 12X4208 1208815 09/30/2032 01999 5.320000000000 5,079,000.0000 22,516.90 10/31/2017 12X4208 1208815 09/30/2033 01999 5.320000000000 2,371,000.0000 10,511.43 10/31/2017 12X4208 1208815 09/30/2034 01999 5.320000000000 15,942,000.0000 70,676.20 10/31/2017 12X4208 1208815 09/30/2036 01999 5.320000000000 340,000.0000 1,507.33 10/31/2017 12X4208 1208815 09/30/2037 01999 5.320000000000 754,000.0000 3,342.73 10/31/2017 12X4208 1208815 09/30/2038 01999 5.320000000000 445,000.0000 1,972.83 10/31/2017 12X4208 1208815 09/30/2041 01999 5.320000000000 13,000.0000 57.63 10/31/2017 12X4208 1208815 09/30/2032 02000 4.970000000000 25,447,000.0000 105,392.99 10/31/2017 12X4208 1208815 09/30/2033 02000 4.970000000000 4,929,000.0000 20,414.27 10/31/2017 12X4208 1208815 09/30/2034 02000 4.970000000000 5,200,000.0000 21,536.67 10/31/2017 12X4208 1208815 09/30/2035 02000 4.970000000000 22,091,000.0000 91,493.56 10/31/2017 12X4208 1208815 09/30/2037 02000 4.970000000000 385,000.0000 1,594.54 10/31/2017 12X4208 1208815 09/30/2038 02000 4.970000000000 577,000.0000 2,389.74 10/31/2017 12X4208 1208815 09/30/2032 02001 3.820000000000 752,000.0000 2,393.87 10/31/2017 12X4208 1208815 09/30/2033 02001 3.820000000000 21,368,700.0000 68,023.69 10/31/2017 12X4208 1208815 09/30/2034 02001 3.820000000000 16,929,000.0000 53,890.65 10/31/2017 12X4208 1208815 09/30/2035 02001 3.820000000000 176,000.0000 560.27 10/31/2017 12X4208 1208815 09/30/2036 02001 3.820000000000 3,632,000.0000 11,561.87 10/31/2017 12X4208 1208815 09/30/2037 02001 3.820000000000 13,431,000.0000 42,755.35 10/31/2017 12X4208 1208815 09/30/2038 02001 3.820000000000 419,000.0000 1,333.82 10/31/2017 12X4208 1208815 09/30/2039 02001 3.820000000000 153,000.0000 487.05 10/31/2017 12X4208 1208815 09/30/2040 02001 3.820000000000 193,000.0000 614.38 10/31/2017 12X4208 1208815 09/30/2041 02001 3.820000000000 747,000.0000 2,377.95 10/31/2017 12X4208 1208815 09/30/2032 02002 4.320000000000 14,504,000.0000 52,214.40 10/31/2017 12X4208 1208815 09/30/2033 02002 4.320000000000 16,198,000.0000 58,312.80 10/31/2017 12X4208 1208815 09/30/2034 02002 4.320000000000 15,892,000.0000 57,211.20 10/31/2017 12X4208 1208815 09/30/2035 02002 4.320000000000 7,141,000.0000 25,707.60 10/31/2017 12X4208 1208815 09/30/2036 02002 4.320000000000 1,020,000.0000 3,672.00 10/31/2017 12X4208 1208815 09/30/2037 02002 4.320000000000 870,000.0000 3,132.00 10/31/2017 12X4208 1208815 09/30/2038 02002 4.320000000000 782,000.0000 2,815.20 10/31/2017 12X4208 1208815 09/30/2032 02003 4.180000000000 12,866,000.0000 44,816.57 10/31/2017 12X4208 1208815 09/30/2033 02003 4.180000000000 14,299,000.0000 49,808.18 10/31/2017 12X4208 1208815 09/30/2034 02003 4.180000000000 8,895,000.0000 30,984.25 10/31/2017 12X4208 1208815 09/30/2035 02003 4.180000000000 4,045,000.0000 14,090.08 10/31/2017 12X4208 1208815 09/30/2036 02003 4.180000000000 216,000.0000 752.40 10/31/2017 12X4208 1208815 09/30/2038 02003 4.180000000000 1,000.0000 3.48 10/31/2017 12X4208 1208815 09/30/2033 02004 3.960000000000 312,000.0000 1,029.60 10/31/2017 12X4208 1208815 09/30/2034 02004 3.960000000000 639,000.0000 2,108.70 10/31/2017 12X4208 1208815 09/30/2035 02004 3.960000000000 272,000.0000 897.60 10/31/2017 12X4208 1208815 09/30/2036 02004 3.960000000000 76,000.0000 250.80 10/31/2017 12X4208 1208815 09/30/2037 02004 3.960000000000 24,000.0000 79.20 10/31/2017 12X4208 1208815 09/30/2038 02004 3.960000000000 64,000.0000 211.20 10/31/2017 12X4208 1208815 09/30/2032 02005 4.530000000000 39,012,000.0000 147,270.30 10/31/2017 12X4208 1208815 09/30/2033 02005 4.530000000000 18,132,000.0000 68,448.30 10/31/2017 12X4208 1208815 09/30/2034 02005 4.530000000000 2,741,000.0000 10,347.27 10/31/2017 12X4208 1208815 09/30/2036 02005 4.530000000000 154,000.0000 581.35 10/31/2017 12X4208 1208815 09/30/2037 02005 4.530000000000 1,137,000.0000 4,292.17 10/31/2017 12X4208 1208815 09/30/2038 02005 4.530000000000 40,000.0000 151.00 10/31/2017 12X4208 1208815 09/30/2040 02005 4.530000000000 5,094,000.0000 19,229.85 10/31/2017 12X4208 1208815 09/30/2041 02005 4.530000000000 50,000.0000 188.75 10/31/2017 12X4208 1208815 09/30/2032 02006 4.140000000000 38,851,000.0000 134,035.95 10/31/2017 12X4208 1208815 09/30/2033 02006 4.140000000000 33,139,000.0000 114,329.55 10/31/2017 12X4208 1208815 09/30/2034 02006 4.140000000000 21,772,000.0000 75,113.40 10/31/2017 12X4208 1208815 09/30/2035 02006 4.140000000000 10,521,000.0000 36,297.45 10/31/2017 12X4208 1208815 09/30/2036 02006 4.140000000000 13,492,000.0000 46,547.40 10/31/2017 12X4208 1208815 09/30/2037 02006 4.140000000000 8,569,000.0000 29,563.05 10/31/2017 12X4208 1208815 09/30/2038 02006 4.140000000000 2,805,000.0000 9,677.25 10/31/2017 12X4208 1208815 09/30/2034 02007 2.790000000000 22,760,000.0000 52,917.00 10/31/2017 12X4208 1208815 09/30/2035 02007 2.790000000000 17,712,000.0000 41,180.40 10/31/2017 12X4208 1208815 09/30/2036 02007 2.790000000000 32,136,000.0000 74,716.20 10/31/2017 12X4208 1208815 09/30/2037 02007 2.790000000000 17,323,000.0000 40,275.98 10/31/2017 12X4208 1208815 09/30/2038 02007 2.790000000000 16,097,000.0000 37,425.53 10/31/2017 12X4208 1208815 09/30/2040 02007 2.790000000000 15,755,000.0000 36,630.38 10/31/2017 12X4208 1208815 09/30/2034 02008 3.060000000000 77,490,000.0000 197,599.50 10/31/2017 12X4208 1208815 09/30/2035 02008 3.060000000000 55,444,000.0000 141,382.20 10/31/2017 12X4208 1208815 09/30/2036 02008 3.060000000000 28,709,000.0000 73,207.95 10/31/2017 12X4208 1208815 09/30/2037 02008 3.060000000000 17,455,000.0000 44,510.25 10/31/2017 12X4208 1208815 09/30/2038 02008 3.060000000000 11,384,000.0000 29,029.20 10/31/2017 12X4208 1208815 09/30/2039 02008 3.060000000000 3,628,000.0000 9,251.40 10/31/2017 12X4208 1208815 09/30/2040 02008 3.060000000000 1,401,000.0000 3,572.55 10/31/2017 12X4208 1208815 09/30/2034 02009 2.660000000000 4,270,913.0000 9,467.19 10/31/2017 12X4208 1208815 09/30/2035 02009 2.660000000000 50,296,000.0000 111,489.47 10/31/2017 12X4208 1208815 09/30/2036 02009 2.660000000000 32,229,000.0000 71,440.95 10/31/2017 12X4208 1208815 09/30/2037 02009 2.660000000000 19,890,000.0000 44,089.50 10/31/2017 12X4208 1208815 09/30/2038 02009 2.660000000000 24,815,000.0000 55,006.58 10/31/2017 12X4208 1208815 09/30/2039 02009 2.660000000000 9,829,000.0000 21,787.62 10/31/2017 12X4208 1208815 09/30/2040 02009 2.660000000000 3,906,200.0000 8,658.74 10/31/2017 12X4208 1208815 09/30/2035 02010 2.525300000000 34,348,263.0000 72,283.06 10/31/2017 12X4208 1208815 09/30/2036 02010 2.525300000000 39,929,000.0000 84,027.25 10/31/2017 12X4208 1208815 09/30/2037 02010 2.525300000000 36,929,000.0000 77,714.00 10/31/2017 12X4208 1208815 09/30/2038 02010 2.525300000000 30,838,000.0000 64,896.00 10/31/2017 12X4208 1208815 09/30/2039 02010 2.525300000000 10,553,000.0000 22,207.91 10/31/2017 12X4208 1208815 09/30/2040 02010 2.525300000000 9,981,000.0000 21,004.18 10/31/2017 12X4208 1208815 09/30/2041 02010 2.525300000000 11,534,000.0000 24,272.34 10/31/2017 12X4208 1208815 09/30/2036 02011 4.070000000000 38,201,000.0000 129,565.06 10/31/2017 12X4208 1208815 09/30/2037 02011 4.070000000000 73,222,000.0000 248,344.62 10/31/2017 12X4208 1208815 09/30/2038 02011 4.070000000000 49,654,000.0000 168,409.82 10/31/2017 12X4208 1208815 09/30/2039 02011 4.070000000000 38,133,000.0000 129,334.42 10/31/2017 12X4208 1208815 09/30/2040 02011 4.070000000000 24,104,000.0000 81,752.73 10/31/2017 12X4208 1208815 09/30/2041 02011 4.070000000000 10,942,000.0000 37,111.62 10/31/2017 12X4208 1208815 09/30/2038 02012 3.070000000000 180,000.0000 460.50 10/31/2017 12X4208 1208815 09/30/2039 02012 3.070000000000 11,958,000.0000 30,592.55 10/31/2017 12X4208 1208815 09/30/2040 02012 3.070000000000 2,068,000.0000 5,290.63 10/31/2017 12X4208 1208815 09/30/2041 02012 3.070000000000 578,000.0000 1,478.72 10/31/2017 12X4208 1208815 09/30/2039 02013 2.940000000000 27,150,000.0000 66,517.50 10/31/2017 12X4208 1208815 09/30/2040 02013 2.940000000000 79,599,000.0000 195,017.55 10/31/2017 12X4208 1208815 09/30/2041 02013 2.940000000000 15,801,000.0000 38,712.45 10/31/2017 12X4208 1208815 09/30/2042 02013 2.940000000000 697,000.0000 1,707.65 10/31/2017 12X4208 1208815 09/30/2039 02014 2.090000000000 3,040,000.0000 5,294.67 10/31/2017 12X4208 1208815 09/30/2040 02014 2.090000000000 87,305,000.0000 152,056.21 10/31/2017 12X4208 1208815 09/30/2041 02014 2.090000000000 35,405,000.0000 61,663.71 10/31/2017 12X4208 1208815 09/30/2042 02014 2.090000000000 2,873,000.0000 5,003.81 10/31/2017 12X4208 1208815 09/30/2040 02015 3.040000000000 34,676,000.0000 87,845.87 10/31/2017 12X4208 1208815 09/30/2041 02015 3.040000000000 22,006,000.0000 55,748.53 10/31/2017 12X4208 1208815 09/30/2040 02016 2.876000000000 300,000.0000 719.00 10/31/2017 12X4208 1208815 09/30/2041 02016 2.876000000000 33,949,000.0000 81,364.44 10/31/2017 12X4208 1208815 09/30/2042 02016 2.876000000000 51,000.0000 122.23 10/31/2017 12X4208 1208815 09/30/2041 02017 2.876000000000 1,200,000.0000 2,876.00 10/31/2017 ------------------------ ---------------------- 1,704,109,076.0000 4,827,196.41 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.110000000000 101,667,000.0000 432,931.97 10/31/2017 12X4208 1208870 09/30/2040 02001 5.110000000000 3,110,000.0000 13,243.42 10/31/2017 12X4208 1208870 09/30/2043 02001 5.110000000000 340,000.0000 1,447.83 10/31/2017 12X4208 1208870 09/30/2044 02001 5.110000000000 552,000.0000 2,350.60 10/31/2017 12X4208 1208870 09/30/2045 02001 5.110000000000 5,000.0000 21.29 10/31/2017 12X4208 1208870 09/30/2046 02001 5.110000000000 380,000.0000 1,618.17 10/31/2017 12X4208 1208870 09/30/2049 02001 5.110000000000 3,753,200.0000 15,982.38 10/31/2017 12X4208 1208870 09/30/2037 02002 4.790000000000 254,759,000.0000 1,016,913.01 10/31/2017 12X4208 1208870 09/30/2040 02002 4.790000000000 3,538,000.0000 14,122.52 10/31/2017 12X4208 1208870 09/30/2042 02002 4.790000000000 2,360,000.0000 9,420.33 10/31/2017 12X4208 1208870 09/30/2043 02002 4.790000000000 1,853,000.0000 7,396.56 10/31/2017 12X4208 1208870 09/30/2044 02002 4.790000000000 1,507,000.0000 6,015.44 10/31/2017 12X4208 1208870 09/30/2046 02002 4.790000000000 3,000.0000 11.98 10/31/2017 12X4208 1208870 09/30/2049 02002 4.790000000000 10,991,500.0000 43,874.40 10/31/2017 12X4208 1208870 09/30/2038 02003 4.730000000000 99,588,000.0000 392,542.70 10/31/2017 12X4208 1208870 09/30/2040 02003 4.730000000000 176,784,000.0000 696,823.60 10/31/2017 12X4208 1208870 09/30/2041 02003 4.730000000000 7,978,000.0000 31,446.62 10/31/2017 12X4208 1208870 09/30/2043 02003 4.730000000000 1,500,000.0000 5,912.50 10/31/2017 12X4208 1208870 09/30/2044 02003 4.730000000000 903,000.0000 3,559.32 10/31/2017 12X4208 1208870 09/30/2045 02003 4.730000000000 1,000.0000 3.94 10/31/2017 12X4208 1208870 09/30/2046 02003 4.730000000000 7,000.0000 27.59 10/31/2017 12X4208 1208870 09/30/2049 02003 4.730000000000 12,454,400.0000 49,091.09 10/31/2017 12X4208 1208870 09/30/2040 02004 4.630000000000 247,005,000.0000 953,027.62 10/31/2017 12X4208 1208870 09/30/2041 02004 4.630000000000 104,748,000.0000 404,152.70 10/31/2017 12X4208 1208870 09/30/2042 02004 4.630000000000 14,107,000.0000 54,429.51 10/31/2017 12X4208 1208870 09/30/2043 02004 4.630000000000 10,501,000.0000 40,516.36 10/31/2017 12X4208 1208870 09/30/2045 02004 4.630000000000 1,000.0000 3.86 10/31/2017 12X4208 1208870 09/30/2049 02004 4.630000000000 15,154,400.0000 58,470.73 10/31/2017 12X4208 1208870 09/30/2040 02005 4.580000000000 89,183,000.0000 340,381.78 10/31/2017 12X4208 1208870 09/30/2041 02005 4.580000000000 164,058,000.0000 626,154.70 10/31/2017 12X4208 1208870 09/30/2042 02005 4.580000000000 45,586,000.0000 173,986.57 10/31/2017 12X4208 1208870 09/30/2043 02005 4.580000000000 18,549,000.0000 70,795.35 10/31/2017 12X4208 1208870 09/30/2044 02005 4.580000000000 4,561,000.0000 17,407.82 10/31/2017 12X4208 1208870 09/30/2045 02005 4.580000000000 1,760,000.0000 6,717.33 10/31/2017 12X4208 1208870 09/30/2046 02005 4.580000000000 1,000.0000 3.82 10/31/2017 12X4208 1208870 09/30/2049 02005 4.580000000000 13,103,900.0000 50,013.22 10/31/2017 12X4208 1208870 09/30/2041 02006 4.440000000000 73,483,000.0000 271,887.10 10/31/2017 12X4208 1208870 09/30/2042 02006 4.440000000000 88,142,000.0000 326,125.40 10/31/2017 12X4208 1208870 09/30/2043 02006 4.440000000000 54,238,000.0000 200,680.60 10/31/2017 12X4208 1208870 09/30/2044 02006 4.440000000000 5,050,000.0000 18,685.00 10/31/2017 12X4208 1208870 09/30/2045 02006 4.440000000000 750,000.0000 2,775.00 10/31/2017 12X4208 1208870 09/30/2046 02006 4.440000000000 1,439,000.0000 5,324.30 10/31/2017 12X4208 1208870 09/30/2049 02006 4.440000000000 9,256,200.0000 34,247.94 10/31/2017 12X4208 1208870 09/30/2041 02007 4.150000000000 149,783,000.0000 517,999.54 10/31/2017 12X4208 1208870 09/30/2042 02007 4.150000000000 117,133,000.0000 405,084.96 10/31/2017 12X4208 1208870 09/30/2043 02007 4.150000000000 80,433,000.0000 278,164.12 10/31/2017 12X4208 1208870 09/30/2044 02007 4.150000000000 18,586,000.0000 64,276.58 10/31/2017 12X4208 1208870 09/30/2045 02007 4.150000000000 17,061,000.0000 59,002.62 10/31/2017 12X4208 1208870 09/30/2046 02007 4.150000000000 82,000.0000 283.58 10/31/2017 12X4208 1208870 09/30/2049 02007 4.150000000000 12,073,400.0000 41,753.84 10/31/2017 ------------------------ ---------------------- 2,039,862,000.0000 7,767,109.21 820 SUB-COHORT 12X4208 1208820 09/30/2048 01992 7.400000000000 2,810,000.0000 17,328.33 10/31/2017 12X4208 1208820 09/30/2048 01993 6.650000000000 2,672,000.0000 14,807.33 10/31/2017 12X4208 1208820 09/30/2050 01993 6.650000000000 12,951,000.0000 71,770.12 10/31/2017 12X4208 1208820 09/30/2048 01994 5.900000000000 1,903,000.0000 9,356.42 10/31/2017 12X4208 1208820 09/30/2048 01995 5.990000000000 2,686,000.0000 13,407.62 10/31/2017 12X4208 1208820 09/30/2050 01995 5.990000000000 12,631,000.0000 63,049.74 10/31/2017 12X4208 1208820 09/30/2048 01996 5.950000000000 1,946,000.0000 9,648.92 10/31/2017 12X4208 1208820 09/30/2048 01997 5.750000000000 3,283,000.0000 15,731.04 10/31/2017 12X4208 1208820 09/30/2049 01997 5.750000000000 1,492,000.0000 7,149.17 10/31/2017 12X4208 1208820 09/30/2050 01997 5.750000000000 20,237,000.0000 96,968.96 10/31/2017 12X4208 1208820 09/30/2048 01998 5.800000000000 4,658,000.0000 22,513.67 10/31/2017 12X4208 1208820 09/30/2048 01999 5.780000000000 13,754,000.0000 66,248.43 10/31/2017 12X4208 1208820 09/30/2049 01999 5.780000000000 742,000.0000 3,573.97 10/31/2017 12X4208 1208820 09/30/2048 02000 5.490000000000 19,579,000.0000 89,573.93 10/31/2017 12X4208 1208820 09/30/2050 02000 5.490000000000 38,054,800.0000 174,100.71 10/31/2017 12X4208 1208820 09/30/2048 02001 4.890000000000 8,806,000.0000 35,884.45 10/31/2017 12X4208 1208820 09/30/2049 02001 4.890000000000 8,680,000.0000 35,371.00 10/31/2017 12X4208 1208820 09/30/2050 02001 4.890000000000 7,374,000.0000 30,049.05 10/31/2017 12X4208 1208820 09/30/2048 02002 4.610000000000 25,980,000.0000 99,806.50 10/31/2017 12X4208 1208820 09/30/2049 02002 4.610000000000 21,170,000.0000 81,328.08 10/31/2017 12X4208 1208820 09/30/2048 02003 4.700000000000 27,627,000.0000 108,205.75 10/31/2017 12X4208 1208820 09/30/2049 02003 4.700000000000 28,475,000.0000 111,527.08 10/31/2017 12X4208 1208820 09/30/2050 02003 4.700000000000 58,842,000.0000 230,464.50 10/31/2017 12X4208 1208820 09/30/2048 02004 4.610000000000 16,368,000.0000 62,880.40 10/31/2017 12X4208 1208820 09/30/2049 02004 4.610000000000 19,790,000.0000 76,026.58 10/31/2017 12X4208 1208820 09/30/2050 02004 4.610000000000 70,061,600.0000 269,153.31 10/31/2017 12X4208 1208820 09/30/2047 02005 4.580000000000 8,873,000.0000 33,865.28 10/31/2017 12X4208 1208820 09/30/2048 02005 4.580000000000 20,244,000.0000 77,264.60 10/31/2017 12X4208 1208820 09/30/2049 02005 4.580000000000 12,051,000.0000 45,994.65 10/31/2017 12X4208 1208820 09/30/2050 02005 4.580000000000 15,907,900.0000 60,715.15 10/31/2017 12X4208 1208820 09/30/2047 02006 4.170000000000 91,000.0000 316.22 10/31/2017 12X4208 1208820 09/30/2048 02006 4.170000000000 35,236,000.0000 122,445.10 10/31/2017 12X4208 1208820 09/30/2050 02006 4.170000000000 22,340,154.0000 77,632.04 10/31/2017 12X4208 1208820 09/30/2047 02007 3.700000000000 1,238,000.0000 3,817.17 10/31/2017 12X4208 1208820 09/30/2048 02007 3.700000000000 32,579,000.0000 100,451.92 10/31/2017 12X4208 1208820 09/30/2047 02008 3.540000000000 1,745,000.0000 5,147.75 10/31/2017 12X4208 1208820 09/30/2048 02008 3.540000000000 82,211,000.0000 242,522.45 10/31/2017 12X4208 1208820 09/30/2049 02008 3.540000000000 191,000.0000 563.45 10/31/2017 12X4208 1208820 09/30/2050 02008 3.540000000000 56,000.0000 165.20 10/31/2017 12X4208 1208820 09/30/2047 02009 3.320000000000 11,258,000.0000 31,147.13 10/31/2017 12X4208 1208820 09/30/2048 02009 3.320000000000 74,957,000.0000 207,381.03 10/31/2017 12X4208 1208820 09/30/2049 02009 3.320000000000 4,756,000.0000 13,158.27 10/31/2017 12X4208 1208820 09/30/2050 02009 3.320000000000 106,421,000.0000 294,431.43 10/31/2017 12X4208 1208820 09/30/2051 02009 3.320000000000 153,000.0000 423.30 10/31/2017 12X4208 1208820 09/30/2046 02010 2.810000000000 121,351,000.0000 284,163.59 10/31/2017 12X4208 1208820 09/30/2047 02010 2.810000000000 3,179,000.0000 7,444.16 10/31/2017 12X4208 1208820 09/30/2048 02010 2.810000000000 2,166,000.0000 5,072.05 10/31/2017 12X4208 1208820 09/30/2049 02010 2.810000000000 1,530,000.0000 3,582.75 10/31/2017 12X4208 1208820 09/30/2050 02010 2.810000000000 2,119,000.0000 4,961.99 10/31/2017 12X4208 1208820 09/30/2051 02010 2.810000000000 1,085,000.0000 2,540.71 10/31/2017 12X4208 1208820 09/30/2046 02011 2.580000000000 48,600,000.0000 104,490.00 10/31/2017 12X4208 1208820 09/30/2047 02011 2.580000000000 33,757,000.0000 72,577.55 10/31/2017 12X4208 1208820 09/30/2048 02011 2.580000000000 28,796,000.0000 61,911.40 10/31/2017 12X4208 1208820 09/30/2049 02011 2.580000000000 14,908,000.0000 32,052.20 10/31/2017 12X4208 1208820 09/30/2050 02011 2.580000000000 10,294,000.0000 22,132.10 10/31/2017 12X4208 1208820 09/30/2051 02011 2.580000000000 2,488,000.0000 5,349.20 10/31/2017 12X4208 1208820 09/30/2052 02011 2.580000000000 562,000.0000 1,208.30 10/31/2017 12X4208 1208820 09/30/2046 02012 2.637500000000 1,400,000.0000 3,077.08 10/31/2017 12X4208 1208820 09/30/2047 02012 2.637500000000 48,534,000.0000 106,673.69 10/31/2017 12X4208 1208820 09/30/2048 02012 2.637500000000 35,734,000.0000 78,540.35 10/31/2017 12X4208 1208820 09/30/2049 02012 2.637500000000 21,501,000.0000 47,257.41 10/31/2017 12X4208 1208820 09/30/2050 02012 2.637500000000 13,499,000.0000 29,669.68 10/31/2017 12X4208 1208820 09/30/2051 02012 2.637500000000 13,925,000.0000 30,605.99 10/31/2017 12X4208 1208820 09/30/2052 02012 2.637500000000 731,000.0000 1,606.68 10/31/2017 12X4208 1208820 09/30/2047 02013 2.824600000000 9,066,000.0000 21,339.85 10/31/2017 12X4208 1208820 09/30/2048 02013 2.824600000000 40,599,000.0000 95,563.28 10/31/2017 12X4208 1208820 09/30/2049 02013 2.824600000000 42,902,000.0000 100,984.16 10/31/2017 12X4208 1208820 09/30/2050 02013 2.824600000000 27,463,000.0000 64,643.32 10/31/2017 12X4208 1208820 09/30/2051 02013 2.824600000000 32,648,000.0000 76,847.95 10/31/2017 12X4208 1208820 09/30/2052 02013 2.824600000000 3,072,000.0000 7,230.98 10/31/2017 12X4208 1208820 09/30/2048 02014 2.499100000000 24,018,000.0000 50,019.49 10/31/2017 12X4208 1208820 09/30/2049 02014 2.499100000000 10,777,000.0000 22,444.00 10/31/2017 12X4208 1208820 09/30/2050 02014 2.499100000000 14,056,000.0000 29,272.79 10/31/2017 12X4208 1208820 09/30/2051 02014 2.499100000000 14,783,000.0000 30,786.83 10/31/2017 12X4208 1208820 09/30/2052 02014 2.499100000000 732,000.0000 1,524.45 10/31/2017 12X4208 1208820 09/30/2049 02015 2.979600000000 2,314,000.0000 5,745.66 10/31/2017 12X4208 1208820 09/30/2050 02015 2.979600000000 49,365,000.0000 122,573.29 10/31/2017 12X4208 1208820 09/30/2051 02015 2.979600000000 42,116,000.0000 104,574.03 10/31/2017 12X4208 1208820 09/30/2052 02015 2.979600000000 795,000.0000 1,973.98 10/31/2017 12X4208 1208820 09/30/2050 02016 3.045600000000 4,833,000.0000 12,266.15 10/31/2017 12X4208 1208820 09/30/2051 02016 3.045600000000 30,044,000.0000 76,251.67 10/31/2017 12X4208 1208820 09/30/2052 02016 3.045600000000 3,752,000.0000 9,522.58 10/31/2017 12X4208 1208820 09/30/2051 02017 3.369100000000 6,709,000.0000 18,836.08 10/31/2017 12X4208 1208820 09/30/2052 02017 3.369100000000 194,000.0000 544.67 10/31/2017 ------------------------ ---------------------- 1,629,277,454.0000 4,891,229.29 825 SUB-COHORT 12X4208 1208825 09/30/2047 01992 6.950000000000 224,000.0000 1,297.33 10/31/2017 12X4208 1208825 09/30/2048 01992 6.950000000000 1,414,000.0000 8,189.42 10/31/2017 12X4208 1208825 09/30/2047 01993 6.810000000000 31,000.0000 175.92 10/31/2017 12X4208 1208825 09/30/2048 01993 6.810000000000 109,000.0000 618.57 10/31/2017 12X4208 1208825 09/30/2050 01993 6.810000000000 252,000.0000 1,430.10 10/31/2017 12X4208 1208825 09/30/2047 01994 5.960000000000 753,000.0000 3,739.90 10/31/2017 12X4208 1208825 09/30/2048 01994 5.960000000000 657,000.0000 3,263.10 10/31/2017 12X4208 1208825 09/30/2046 01995 6.210000000000 42,000.0000 217.35 10/31/2017 12X4208 1208825 09/30/2047 01995 6.210000000000 605,000.0000 3,130.88 10/31/2017 12X4208 1208825 09/30/2050 01996 6.050000000000 125,000.0000 630.21 10/31/2017 12X4208 1208825 09/30/2047 01997 4.820000000000 619,000.0000 2,486.32 10/31/2017 12X4208 1208825 09/30/2048 01997 4.820000000000 507,000.0000 2,036.45 10/31/2017 12X4208 1208825 09/30/2047 01998 5.180000000000 195,000.0000 841.75 10/31/2017 12X4208 1208825 09/30/2048 01998 5.180000000000 148,000.0000 638.87 10/31/2017 12X4208 1208825 09/30/2047 01999 5.060000000000 181,000.0000 763.22 10/31/2017 12X4208 1208825 09/30/2048 01999 5.060000000000 278,000.0000 1,172.23 10/31/2017 12X4208 1208825 09/30/2047 02000 4.960000000000 855,000.0000 3,534.00 10/31/2017 12X4208 1208825 09/30/2048 02000 4.960000000000 1,012,000.0000 4,182.93 10/31/2017 12X4208 1208825 09/30/2047 02001 4.060000000000 501,000.0000 1,695.05 10/31/2017 12X4208 1208825 09/30/2048 02001 4.060000000000 1,000.0000 3.38 10/31/2017 12X4208 1208825 09/30/2049 02001 4.060000000000 95,000.0000 321.42 10/31/2017 12X4208 1208825 09/30/2050 02001 4.060000000000 446,000.0000 1,508.97 10/31/2017 12X4208 1208825 09/30/2047 02002 3.990000000000 683,000.0000 2,270.97 10/31/2017 12X4208 1208825 09/30/2048 02002 3.990000000000 566,000.0000 1,881.95 10/31/2017 12X4208 1208825 09/30/2050 02002 3.990000000000 1,373,000.0000 4,565.22 10/31/2017 12X4208 1208825 09/30/2051 02002 3.990000000000 4,000.0000 13.30 10/31/2017 12X4208 1208825 09/30/2047 02003 4.010000000000 1,287,000.0000 4,300.72 10/31/2017 12X4208 1208825 09/30/2048 02003 4.010000000000 558,000.0000 1,864.65 10/31/2017 12X4208 1208825 09/30/2047 02004 4.150000000000 797,000.0000 2,756.29 10/31/2017 12X4208 1208825 09/30/2048 02004 4.150000000000 2,088,000.0000 7,221.00 10/31/2017 12X4208 1208825 09/30/2047 02005 4.050000000000 146,000.0000 492.75 10/31/2017 12X4208 1208825 09/30/2048 02005 4.050000000000 392,000.0000 1,323.00 10/31/2017 12X4208 1208825 09/30/2047 02006 3.690000000000 638,000.0000 1,961.85 10/31/2017 12X4208 1208825 09/30/2048 02006 3.690000000000 1,304,000.0000 4,009.80 10/31/2017 12X4208 1208825 09/30/2049 02006 3.690000000000 640,000.0000 1,968.00 10/31/2017 12X4208 1208825 09/30/2051 02006 3.690000000000 3,000.0000 9.23 10/31/2017 12X4208 1208825 09/30/2047 02007 2.600000000000 380,000.0000 823.33 10/31/2017 12X4208 1208825 09/30/2048 02007 2.600000000000 650,000.0000 1,408.33 10/31/2017 12X4208 1208825 09/30/2050 02007 2.600000000000 2,835,000.0000 6,142.50 10/31/2017 12X4208 1208825 09/30/2047 02008 2.660000000000 1,050,000.0000 2,327.50 10/31/2017 12X4208 1208825 09/30/2048 02008 2.660000000000 1,843,000.0000 4,085.32 10/31/2017 12X4208 1208825 09/30/2051 02008 2.660000000000 11,000,000.0000 24,383.33 10/31/2017 12X4208 1208825 09/30/2047 02009 3.960000000000 4,157,000.0000 13,718.10 10/31/2017 12X4208 1208825 09/30/2048 02009 3.960000000000 5,593,000.0000 18,456.90 10/31/2017 12X4208 1208825 09/30/2049 02009 3.960000000000 23,000.0000 75.90 10/31/2017 12X4208 1208825 09/30/2050 02009 3.960000000000 34,000.0000 112.20 10/31/2017 12X4208 1208825 09/30/2046 02010 2.930000000000 488,000.0000 1,191.53 10/31/2017 12X4208 1208825 09/30/2047 02010 2.930000000000 3,669,000.0000 8,958.47 10/31/2017 12X4208 1208825 09/30/2048 02010 2.930000000000 215,000.0000 524.96 10/31/2017 12X4208 1208825 09/30/2049 02010 2.930000000000 65,000.0000 158.71 10/31/2017 12X4208 1208825 09/30/2050 02010 2.930000000000 108,000.0000 263.70 10/31/2017 12X4208 1208825 09/30/2051 02010 2.930000000000 20,000.0000 48.83 10/31/2017 12X4208 1208825 09/30/2045 02011 4.060000000000 101,000.0000 341.72 10/31/2017 12X4208 1208825 09/30/2046 02011 4.060000000000 1,614,000.0000 5,460.70 10/31/2017 12X4208 1208825 09/30/2047 02011 4.060000000000 1,694,000.0000 5,731.37 10/31/2017 12X4208 1208825 09/30/2048 02011 4.060000000000 1,015,000.0000 3,434.08 10/31/2017 12X4208 1208825 09/30/2049 02011 4.060000000000 1,623,000.0000 5,491.15 10/31/2017 12X4208 1208825 09/30/2050 02011 4.060000000000 1,621,000.0000 5,484.38 10/31/2017 12X4208 1208825 09/30/2051 02011 4.060000000000 210,000.0000 710.50 10/31/2017 12X4208 1208825 09/30/2046 02012 3.110000000000 153,000.0000 396.52 10/31/2017 12X4208 1208825 09/30/2047 02012 3.110000000000 1,029,000.0000 2,666.82 10/31/2017 12X4208 1208825 09/30/2048 02012 3.110000000000 699,000.0000 1,811.57 10/31/2017 12X4208 1208825 09/30/2049 02012 3.110000000000 333,000.0000 863.02 10/31/2017 12X4208 1208825 09/30/2050 02012 3.110000000000 37,000.0000 95.89 10/31/2017 12X4208 1208825 09/30/2051 02012 3.110000000000 31,000.0000 80.34 10/31/2017 12X4208 1208825 09/30/2052 02012 3.110000000000 13,000.0000 33.69 10/31/2017 12X4208 1208825 09/30/2049 02014 2.030000000000 434,000.0000 734.18 10/31/2017 12X4208 1208825 09/30/2050 02014 2.030000000000 950,000.0000 1,607.08 10/31/2017 12X4208 1208825 09/30/2051 02014 2.030000000000 200,000.0000 338.33 10/31/2017 12X4208 1208825 09/30/2049 02015 2.970000000000 210,000.0000 519.75 10/31/2017 12X4208 1208825 09/30/2050 02015 2.970000000000 1,849,000.0000 4,576.28 10/31/2017 12X4208 1208825 09/30/2051 02015 2.970000000000 735,000.0000 1,819.13 10/31/2017 12X4208 1208825 09/30/2052 02015 2.970000000000 36,000.0000 89.10 10/31/2017 12X4208 1208825 09/30/2050 02016 2.970000000000 257,000.0000 636.08 10/31/2017 12X4208 1208825 09/30/2051 02016 2.970000000000 1,182,000.0000 2,925.45 10/31/2017 12X4208 1208825 09/30/2051 02017 2.970000000000 75,000.0000 185.63 10/31/2017 12X4208 1208825 09/30/2052 02017 2.970000000000 245,000.0000 606.38 10/31/2017 ------------------------ ---------------------- 68,005,000.0000 205,834.85 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880000000000 34,940,000.0000 142,089.33 10/31/2017 12X4208 1208881 09/30/2045 02007 4.880000000000 1,000,000.0000 4,066.67 10/31/2017 12X4208 1208881 09/30/2047 02007 4.880000000000 1,211,000.0000 4,924.73 10/31/2017 12X4208 1208881 09/30/2049 02007 4.880000000000 8,846,000.0000 35,973.73 10/31/2017 12X4208 1208881 09/30/2050 02007 4.880000000000 36,495,000.0000 148,413.00 10/31/2017 12X4208 1208881 09/30/2044 02009 3.510000000000 11,889,874.7300 34,777.88 10/31/2017 12X4208 1208881 09/30/2045 02009 3.510000000000 25,000,000.0000 73,125.00 10/31/2017 12X4208 1208881 09/30/2047 02009 3.510000000000 185,000.0000 541.13 10/31/2017 12X4208 1208881 09/30/2049 02009 3.510000000000 84,000.0000 245.70 10/31/2017 12X4208 1208881 09/30/2051 02009 3.510000000000 12,566,000.0000 36,755.55 10/31/2017 12X4208 1208881 09/30/2049 02014 2.980000000000 2,704,000.0000 6,714.93 10/31/2017 12X4208 1208881 09/30/2050 02014 2.980000000000 3,150,000.0000 7,822.50 10/31/2017 ------------------------ ---------------------- 138,070,874.7300 495,450.15 881-NCEMC SUB-COHORT 12X4208 1208881N 09/30/2042 02007 4.880000000000 13,255,706.4900 53,906.54 10/31/2017 ------------------------ ---------------------- 13,255,706.4900 53,906.54 871 SUB-COHORT 12X4208 1208871 09/30/2047 02005 4.760000000000 13,500,000.0000 53,550.00 10/31/2017 12X4208 1208871 09/30/2048 02005 4.760000000000 23,731,000.0000 94,132.97 10/31/2017 12X4208 1208871 09/30/2047 02006 4.900000000000 9,305,000.0000 37,995.42 10/31/2017 12X4208 1208871 09/30/2048 02006 4.900000000000 16,767,000.0000 68,465.25 10/31/2017 12X4208 1208871 09/30/2047 02008 4.480000000000 10,820,000.0000 40,394.67 10/31/2017 12X4208 1208871 09/30/2048 02008 4.480000000000 14,475,000.0000 54,040.00 10/31/2017 12X4208 1208871 09/30/2045 02010 3.310000000000 1,236,900.0000 3,411.78 10/31/2017 12X4208 1208871 09/30/2046 02010 3.310000000000 26,664,000.0000 73,548.20 10/31/2017 12X4208 1208871 09/30/2047 02010 3.310000000000 20,435,000.0000 56,366.54 10/31/2017 12X4208 1208871 09/30/2048 02010 3.310000000000 1,000.0000 2.76 10/31/2017 12X4208 1208871 09/30/2046 02011 2.810000000000 8,624,000.0000 20,194.53 10/31/2017 12X4208 1208871 09/30/2047 02011 2.810000000000 4,295,000.0000 10,057.46 10/31/2017 12X4208 1208871 09/30/2048 02011 2.810000000000 49,881,000.0000 116,804.67 10/31/2017 12X4208 1208871 09/30/2048 02012 3.160000000000 32,806,000.0000 86,389.13 10/31/2017 12X4208 1208871 09/30/2050 02012 3.160000000000 15,000.0000 39.50 10/31/2017 12X4208 1208871 09/30/2048 02013 2.840000000000 20,000,000.0000 47,333.33 10/31/2017 12X4208 1208871 09/30/2050 02013 2.840000000000 23,839,000.0000 56,418.97 10/31/2017 12X4208 1208871 09/30/2048 02014 2.534600000000 8,856,000.0000 18,705.35 10/31/2017 12X4208 1208871 09/30/2051 02014 2.534600000000 156,480,000.0000 330,511.84 10/31/2017 12X4208 1208871 09/30/2052 02014 2.534600000000 46,944,000.0000 99,153.55 10/31/2017 ------------------------ ---------------------- 488,674,900.0000 1,267,515.92 ======================== ====================== 7,846,725,710.0200 26,601,157.48 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00