Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2027 01992 7.490000000000 10.0000 0.69 08/31/2017 12X4215 1215201 09/30/2034 01992 7.490000000000 12,912,000.0000 886,516.40 08/31/2017 12X4215 1215201 09/30/2038 01992 7.490000000000 8,613,000.0000 591,354.22 08/31/2017 12X4215 1215201 09/30/2039 01992 7.490000000000 4,677,000.0000 321,115.02 08/31/2017 12X4215 1215201 09/30/2040 01992 7.490000000000 27,400,000.0000 1,881,238.33 08/31/2017 12X4215 1215201 09/30/2042 01992 7.490000000000 36,500,000.0000 2,506,029.17 08/31/2017 12X4215 1215201 09/30/2043 01992 7.490000000000 60,152,000.0000 4,129,936.07 08/31/2017 12X4215 1215201 09/30/2045 01992 7.490000000000 4,756,000.0000 326,539.03 08/31/2017 12X4215 1215201 09/30/2049 01992 7.490000000000 27,000.0000 1,853.78 08/31/2017 12X4215 1215201 09/30/2050 01992 7.490000000000 1,847,000.0000 126,811.94 08/31/2017 12X4215 1215201 09/30/2027 01993 6.670000000000 42,512,074.0000 2,599,259.06 08/31/2017 12X4215 1215201 09/30/2038 01993 6.670000000000 9,728,900.0000 594,841.16 08/31/2017 12X4215 1215201 09/30/2040 01993 6.670000000000 30,000,000.0000 1,834,250.00 08/31/2017 12X4215 1215201 09/30/2042 01993 6.670000000000 25,200,000.0000 1,540,770.00 08/31/2017 12X4215 1215201 09/30/2043 01993 6.670000000000 60,842,000.0000 3,719,981.28 08/31/2017 12X4215 1215201 09/30/2045 01993 6.670000000000 5,052,000.0000 308,887.70 08/31/2017 12X4215 1215201 09/30/2046 01993 6.670000000000 1,764,000.0000 107,853.90 08/31/2017 12X4215 1215201 09/30/2047 01993 6.670000000000 1,652,000.0000 101,006.03 08/31/2017 12X4215 1215201 09/30/2050 01993 6.670000000000 1,916,000.0000 117,147.43 08/31/2017 12X4215 1215201 09/30/2028 01994 6.870000000000 169,891,301.0000 10,698,904.68 08/31/2017 12X4215 1215201 09/30/2037 01994 6.870000000000 11,000,000.0000 692,725.00 08/31/2017 12X4215 1215201 09/30/2038 01994 6.870000000000 10,900,000.0000 686,427.50 08/31/2017 12X4215 1215201 09/30/2040 01994 6.870000000000 45,000,000.0000 2,833,875.00 08/31/2017 12X4215 1215201 09/30/2042 01994 6.870000000000 10,450,000.0000 658,088.75 08/31/2017 12X4215 1215201 09/30/2043 01994 6.870000000000 2,125,000.0000 133,821.87 08/31/2017 12X4215 1215201 09/30/2045 01994 6.870000000000 2,369,000.0000 149,187.77 08/31/2017 12X4215 1215201 09/30/2046 01994 6.870000000000 2,136,000.0000 134,514.60 08/31/2017 12X4215 1215201 09/30/2047 01994 6.870000000000 2,152,000.0000 135,522.20 08/31/2017 12X4215 1215201 09/30/2050 01994 6.870000000000 2,664,000.0000 167,765.40 08/31/2017 12X4215 1215201 09/30/2028 01995 7.330000000000 96,227,697.0000 6,465,699.34 08/31/2017 12X4215 1215201 09/30/2038 01995 7.330000000000 4,311,000.0000 289,663.27 08/31/2017 12X4215 1215201 09/30/2039 01995 7.330000000000 5,000.0000 335.96 08/31/2017 12X4215 1215201 09/30/2040 01995 7.330000000000 27,000,000.0000 1,814,175.00 08/31/2017 12X4215 1215201 09/30/2042 01995 7.330000000000 4,650,000.0000 312,441.25 08/31/2017 12X4215 1215201 09/30/2043 01995 7.330000000000 20,390,000.0000 1,370,038.08 08/31/2017 12X4215 1215201 09/30/2045 01995 7.330000000000 1,344,000.0000 90,305.60 08/31/2017 12X4215 1215201 09/30/2046 01995 7.330000000000 1,458,000.0000 97,965.45 08/31/2017 12X4215 1215201 09/30/2047 01995 7.330000000000 1,467,000.0000 98,570.17 08/31/2017 12X4215 1215201 09/30/2050 01995 7.330000000000 1,911,000.0000 128,403.27 08/31/2017 12X4215 1215201 09/30/2029 01996 6.800000000000 31,499,587.0000 1,963,474.26 08/31/2017 12X4215 1215201 09/30/2030 01996 6.800000000000 100,000,000.0000 6,233,333.33 08/31/2017 12X4215 1215201 09/30/2037 01996 6.800000000000 4,100,000.0000 255,566.67 08/31/2017 12X4215 1215201 09/30/2038 01996 6.800000000000 14,424,700.0000 899,139.63 08/31/2017 12X4215 1215201 09/30/2040 01996 6.800000000000 28,400,000.0000 1,770,266.67 08/31/2017 12X4215 1215201 09/30/2042 01996 6.800000000000 2,000,000.0000 124,666.67 08/31/2017 12X4215 1215201 09/30/2043 01996 6.800000000000 1,594,000.0000 99,359.33 08/31/2017 12X4215 1215201 09/30/2045 01996 6.800000000000 1,554,000.0000 96,866.00 08/31/2017 12X4215 1215201 09/30/2046 01996 6.800000000000 3,361,000.0000 209,502.33 08/31/2017 12X4215 1215201 09/30/2047 01996 6.800000000000 1,626,000.0000 101,354.00 08/31/2017 12X4215 1215201 09/30/2050 01996 6.800000000000 1,664,000.0000 103,722.67 08/31/2017 12X4215 1215201 09/30/2031 01997 6.670000000000 81,628,410.0000 4,990,897.03 08/31/2017 12X4215 1215201 09/30/2032 01997 6.670000000000 5,500,000.0000 336,279.17 08/31/2017 12X4215 1215201 09/30/2037 01997 6.670000000000 4,200,000.0000 256,795.00 08/31/2017 12X4215 1215201 09/30/2038 01997 6.670000000000 6,367,000.0000 389,288.99 08/31/2017 12X4215 1215201 09/30/2040 01997 6.670000000000 20,300,000.0000 1,241,175.83 08/31/2017 12X4215 1215201 09/30/2041 01997 6.670000000000 51,000.0000 3,118.22 08/31/2017 12X4215 1215201 09/30/2042 01997 6.670000000000 12,150,000.0000 742,871.25 08/31/2017 12X4215 1215201 09/30/2043 01997 6.670000000000 1,121,000.0000 68,539.81 08/31/2017 12X4215 1215201 09/30/2045 01997 6.670000000000 1,027,000.0000 62,792.49 08/31/2017 12X4215 1215201 09/30/2046 01997 6.670000000000 2,155,000.0000 131,760.29 08/31/2017 12X4215 1215201 09/30/2047 01997 6.670000000000 1,075,000.0000 65,727.29 08/31/2017 12X4215 1215201 09/30/2050 01997 6.670000000000 1,377,000.0000 84,192.07 08/31/2017 12X4215 1215201 09/30/2032 01998 5.930000000000 117,742,097.0000 6,400,264.16 08/31/2017 12X4215 1215201 09/30/2033 01998 5.930000000000 7,200,000.0000 391,380.00 08/31/2017 12X4215 1215201 09/30/2037 01998 5.930000000000 20,500,000.0000 1,114,345.83 08/31/2017 12X4215 1215201 09/30/2038 01998 5.930000000000 9,722,000.0000 528,471.72 08/31/2017 12X4215 1215201 09/30/2040 01998 5.930000000000 27,400,000.0000 1,489,418.33 08/31/2017 12X4215 1215201 09/30/2042 01998 5.930000000000 40,200,000.0000 2,185,205.00 08/31/2017 12X4215 1215201 09/30/2043 01998 5.930000000000 1,614,000.0000 87,734.35 08/31/2017 12X4215 1215201 09/30/2045 01998 5.930000000000 1,669,000.0000 90,724.06 08/31/2017 12X4215 1215201 09/30/2046 01998 5.930000000000 1,926,000.0000 104,694.15 08/31/2017 12X4215 1215201 09/30/2047 01998 5.930000000000 2,044,000.0000 111,108.43 08/31/2017 12X4215 1215201 09/30/2050 01998 5.930000000000 2,024,000.0000 110,021.27 08/31/2017 12X4215 1215201 09/30/2033 01999 5.950000000000 117,558,123.0000 6,411,815.96 08/31/2017 12X4215 1215201 09/30/2034 01999 5.950000000000 9,000,000.0000 490,875.00 08/31/2017 12X4215 1215201 09/30/2037 01999 5.950000000000 24,200,000.0000 1,319,908.33 08/31/2017 12X4215 1215201 09/30/2038 01999 5.950000000000 10,483,500.0000 571,787.56 08/31/2017 12X4215 1215201 09/30/2040 01999 5.950000000000 27,800,000.0000 1,516,258.33 08/31/2017 12X4215 1215201 09/30/2042 01999 5.950000000000 42,850,000.0000 2,337,110.42 08/31/2017 12X4215 1215201 09/30/2043 01999 5.950000000000 2,021,000.0000 110,228.71 08/31/2017 12X4215 1215201 09/30/2045 01999 5.950000000000 2,256,000.0000 123,046.00 08/31/2017 12X4215 1215201 09/30/2046 01999 5.950000000000 2,191,000.0000 119,500.79 08/31/2017 12X4215 1215201 09/30/2047 01999 5.950000000000 2,437,000.0000 132,918.04 08/31/2017 12X4215 1215201 09/30/2050 01999 5.950000000000 2,435,000.0000 132,808.96 08/31/2017 12X4215 1215201 09/30/2034 02000 6.220000000000 157,386,374.0000 8,973,646.42 08/31/2017 12X4215 1215201 09/30/2035 02000 6.220000000000 15,000,000.0000 855,250.00 08/31/2017 12X4215 1215201 09/30/2037 02000 6.220000000000 3,000,000.0000 171,050.00 08/31/2017 12X4215 1215201 09/30/2038 02000 6.220000000000 8,800,500.0000 501,775.17 08/31/2017 12X4215 1215201 09/30/2040 02000 6.220000000000 35,700,000.0000 2,035,495.00 08/31/2017 12X4215 1215201 09/30/2042 02000 6.220000000000 76,050,000.0000 4,336,117.50 08/31/2017 12X4215 1215201 09/30/2043 02000 6.220000000000 2,303,000.0000 131,309.38 08/31/2017 12X4215 1215201 09/30/2045 02000 6.220000000000 2,741,000.0000 156,282.68 08/31/2017 12X4215 1215201 09/30/2046 02000 6.220000000000 4,085,000.0000 232,913.08 08/31/2017 12X4215 1215201 09/30/2047 02000 6.220000000000 2,886,000.0000 164,550.10 08/31/2017 12X4215 1215201 09/30/2049 02000 6.220000000000 2,000.0000 114.03 08/31/2017 12X4215 1215201 09/30/2050 02000 6.220000000000 3,139,000.0000 178,975.32 08/31/2017 12X4215 1215201 09/30/2035 02001 5.290000000000 211,507,000.0000 10,256,326.94 08/31/2017 12X4215 1215201 09/30/2037 02001 5.290000000000 13,200,000.0000 640,090.00 08/31/2017 12X4215 1215201 09/30/2038 02001 5.290000000000 8,686,000.0000 421,198.62 08/31/2017 12X4215 1215201 09/30/2040 02001 5.290000000000 37,800,000.0000 1,832,985.00 08/31/2017 12X4215 1215201 09/30/2042 02001 5.290000000000 55,400,000.0000 2,686,438.33 08/31/2017 12X4215 1215201 09/30/2043 02001 5.290000000000 2,582,000.0000 125,205.48 08/31/2017 12X4215 1215201 09/30/2045 02001 5.290000000000 2,948,000.0000 142,953.43 08/31/2017 12X4215 1215201 09/30/2046 02001 5.290000000000 3,275,000.0000 158,810.21 08/31/2017 12X4215 1215201 09/30/2050 02001 5.290000000000 2,934,000.0000 142,274.55 08/31/2017 12X4215 1215201 09/30/2036 02002 4.870000000000 202,579,000.0000 9,043,464.19 08/31/2017 12X4215 1215201 09/30/2037 02002 4.870000000000 52,000,000.0000 2,321,366.67 08/31/2017 12X4215 1215201 09/30/2038 02002 4.870000000000 46,350,100.0000 2,069,145.71 08/31/2017 12X4215 1215201 09/30/2040 02002 4.870000000000 35,700,000.0000 1,593,707.50 08/31/2017 12X4215 1215201 09/30/2042 02002 4.870000000000 30,370,000.0000 1,355,767.42 08/31/2017 12X4215 1215201 09/30/2043 02002 4.870000000000 10,234,000.0000 456,862.82 08/31/2017 12X4215 1215201 09/30/2045 02002 4.870000000000 3,129,000.0000 139,683.77 08/31/2017 12X4215 1215201 09/30/2046 02002 4.870000000000 5,063,000.0000 226,020.76 08/31/2017 12X4215 1215201 09/30/2047 02002 4.870000000000 3,562,000.0000 159,013.62 08/31/2017 12X4215 1215201 09/30/2050 02002 4.870000000000 3,240,000.0000 144,639.00 08/31/2017 12X4215 1215201 09/30/2037 02003 4.500000000000 236,263,000.0000 9,745,848.75 08/31/2017 12X4215 1215201 09/30/2038 02003 4.500000000000 115,557,000.0000 4,766,726.25 08/31/2017 12X4215 1215201 09/30/2039 02003 4.500000000000 10,675,000.0000 440,343.75 08/31/2017 12X4215 1215201 09/30/2040 02003 4.500000000000 25,000,000.0000 1,031,250.00 08/31/2017 12X4215 1215201 09/30/2041 02003 4.500000000000 6,000,000.0000 247,500.00 08/31/2017 12X4215 1215201 09/30/2042 02003 4.500000000000 19,900,000.0000 820,875.00 08/31/2017 12X4215 1215201 09/30/2043 02003 4.500000000000 3,515,000.0000 144,993.75 08/31/2017 12X4215 1215201 09/30/2045 02003 4.500000000000 3,175,000.0000 130,968.75 08/31/2017 12X4215 1215201 09/30/2046 02003 4.500000000000 3,264,000.0000 134,640.00 08/31/2017 12X4215 1215201 09/30/2047 02003 4.500000000000 3,486,000.0000 143,797.50 08/31/2017 12X4215 1215201 09/30/2050 02003 4.500000000000 3,333,000.0000 137,486.25 08/31/2017 12X4215 1215201 09/30/2037 02004 4.670000000000 83,474,874.0000 3,573,420.23 08/31/2017 12X4215 1215201 09/30/2038 02004 4.670000000000 330,310,000.0000 14,140,020.58 08/31/2017 12X4215 1215201 09/30/2039 02004 4.670000000000 17,413,000.0000 745,421.51 08/31/2017 12X4215 1215201 09/30/2040 02004 4.670000000000 48,000,000.0000 2,054,800.00 08/31/2017 12X4215 1215201 09/30/2041 02004 4.670000000000 3,753,000.0000 160,659.67 08/31/2017 12X4215 1215201 09/30/2042 02004 4.670000000000 114,750,000.0000 4,912,256.25 08/31/2017 12X4215 1215201 09/30/2043 02004 4.670000000000 4,432,000.0000 189,726.53 08/31/2017 12X4215 1215201 09/30/2045 02004 4.670000000000 4,399,000.0000 188,313.86 08/31/2017 12X4215 1215201 09/30/2046 02004 4.670000000000 4,442,000.0000 190,154.62 08/31/2017 12X4215 1215201 09/30/2047 02004 4.670000000000 4,508,000.0000 192,979.97 08/31/2017 12X4215 1215201 09/30/2050 02004 4.670000000000 5,033,000.0000 215,454.34 08/31/2017 12X4215 1215201 09/30/2038 02005 4.560000000000 224,670,241.0000 9,391,216.07 08/31/2017 12X4215 1215201 09/30/2039 02005 4.560000000000 278,957,000.0000 11,660,402.60 08/31/2017 12X4215 1215201 09/30/2040 02005 4.560000000000 57,158,000.0000 2,389,204.40 08/31/2017 12X4215 1215201 09/30/2041 02005 4.560000000000 3,802,000.0000 158,923.60 08/31/2017 12X4215 1215201 09/30/2042 02005 4.560000000000 8,145,000.0000 340,461.00 08/31/2017 12X4215 1215201 09/30/2043 02005 4.560000000000 3,895,000.0000 162,811.00 08/31/2017 12X4215 1215201 09/30/2045 02005 4.560000000000 4,204,000.0000 175,727.20 08/31/2017 12X4215 1215201 09/30/2046 02005 4.560000000000 4,849,000.0000 202,688.20 08/31/2017 12X4215 1215201 09/30/2047 02005 4.560000000000 4,020,000.0000 168,036.00 08/31/2017 12X4215 1215201 09/30/2049 02005 4.560000000000 2,000.0000 83.60 08/31/2017 12X4215 1215201 09/30/2050 02005 4.560000000000 4,596,000.0000 192,112.80 08/31/2017 12X4215 1215201 09/30/2039 02006 4.870000000000 375,319,395.0000 16,754,883.32 08/31/2017 12X4215 1215201 09/30/2040 02006 4.870000000000 229,682,000.0000 10,253,387.28 08/31/2017 12X4215 1215201 09/30/2041 02006 4.870000000000 13,170,000.0000 587,930.75 08/31/2017 12X4215 1215201 09/30/2042 02006 4.870000000000 47,654,900.0000 2,127,394.16 08/31/2017 12X4215 1215201 09/30/2043 02006 4.870000000000 4,128,000.0000 184,280.80 08/31/2017 12X4215 1215201 09/30/2045 02006 4.870000000000 5,124,000.0000 228,743.90 08/31/2017 12X4215 1215201 09/30/2046 02006 4.870000000000 4,998,000.0000 223,119.05 08/31/2017 12X4215 1215201 09/30/2047 02006 4.870000000000 5,284,000.0000 235,886.57 08/31/2017 12X4215 1215201 09/30/2049 02006 4.870000000000 3,000.0000 133.92 08/31/2017 12X4215 1215201 09/30/2050 02006 4.870000000000 5,720,000.0000 255,350.33 08/31/2017 12X4215 1215201 09/30/2040 02007 4.790000000000 511,781,953.0000 22,471,492.59 08/31/2017 12X4215 1215201 09/30/2041 02007 4.790000000000 166,241,000.0000 7,299,365.24 08/31/2017 12X4215 1215201 09/30/2042 02007 4.790000000000 47,218,000.0000 2,073,263.68 08/31/2017 12X4215 1215201 09/30/2043 02007 4.790000000000 4,580,000.0000 201,100.17 08/31/2017 12X4215 1215201 09/30/2045 02007 4.790000000000 5,251,000.0000 230,562.66 08/31/2017 12X4215 1215201 09/30/2046 02007 4.790000000000 5,748,000.0000 252,385.10 08/31/2017 12X4215 1215201 09/30/2047 02007 4.790000000000 5,713,000.0000 250,848.31 08/31/2017 12X4215 1215201 09/30/2049 02007 4.790000000000 3,000.0000 131.73 08/31/2017 12X4215 1215201 09/30/2050 02007 4.790000000000 5,948,000.0000 261,166.77 08/31/2017 12X4215 1215201 09/30/2041 02008 4.230000000000 550,879,716.0000 21,360,360.99 08/31/2017 12X4215 1215201 09/30/2042 02008 4.230000000000 201,621,197.0000 7,817,861.91 08/31/2017 12X4215 1215201 09/30/2043 02008 4.230000000000 19,995,000.0000 775,306.13 08/31/2017 12X4215 1215201 09/30/2045 02008 4.230000000000 4,542,000.0000 176,116.05 08/31/2017 12X4215 1215201 09/30/2046 02008 4.230000000000 4,728,000.0000 183,328.20 08/31/2017 12X4215 1215201 09/30/2047 02008 4.230000000000 4,515,000.0000 175,069.13 08/31/2017 12X4215 1215201 09/30/2050 02008 4.230000000000 5,616,000.0000 217,760.40 08/31/2017 12X4215 1215201 09/30/2042 02009 3.630000000000 783,629,337.0000 26,075,266.19 08/31/2017 12X4215 1215201 09/30/2043 02009 3.630000000000 274,331,000.0000 9,128,364.02 08/31/2017 12X4215 1215201 09/30/2044 02009 3.630000000000 23,667,000.0000 787,519.42 08/31/2017 12X4215 1215201 09/30/2050 02009 3.630000000000 5,440,000.0000 181,016.00 08/31/2017 12X4215 1215201 09/30/2043 02010 3.820000000000 1,275,954,183.0000 44,679,662.31 08/31/2017 12X4215 1215201 09/30/2044 02010 3.820000000000 321,666,000.0000 11,263,671.10 08/31/2017 12X4215 1215201 09/30/2050 02010 3.820000000000 8,432,000.0000 295,260.53 08/31/2017 12X4215 1215201 09/30/2044 02011 3.470000000000 679,815,844.0000 21,623,808.97 08/31/2017 12X4215 1215201 09/30/2045 02011 3.470000000000 170,387,077.0000 5,419,728.94 08/31/2017 12X4215 1215201 09/30/2046 02011 3.470000000000 21,394,000.0000 680,507.48 08/31/2017 12X4215 1215201 09/30/2049 02011 3.470000000000 24,000.0000 763.40 08/31/2017 12X4215 1215201 09/30/2050 02011 3.470000000000 3,686,000.0000 117,245.52 08/31/2017 12X4215 1215201 09/30/2045 02012 2.430000000000 649,753,000.0000 14,473,248.08 08/31/2017 12X4215 1215201 09/30/2046 02012 2.430000000000 112,987,000.0000 2,516,785.43 08/31/2017 12X4215 1215201 09/30/2049 02012 2.430000000000 39,000.0000 868.73 08/31/2017 12X4215 1215201 09/30/2050 02012 2.430000000000 2,386,000.0000 53,148.15 08/31/2017 12X4215 1215201 09/30/2046 02013 2.750000000000 502,569,000.0000 12,668,926.87 08/31/2017 12X4215 1215201 09/30/2047 02013 2.750000000000 182,748,000.0000 4,606,772.50 08/31/2017 12X4215 1215201 09/30/2049 02013 2.750000000000 514,000.0000 12,957.08 08/31/2017 12X4215 1215201 09/30/2050 02013 2.750000000000 2,175,000.0000 54,828.12 08/31/2017 12X4215 1215201 09/30/2047 02014 2.840000000000 469,967,000.0000 12,234,807.57 08/31/2017 12X4215 1215201 09/30/2048 02014 2.840000000000 219,238,000.0000 5,707,495.93 08/31/2017 12X4215 1215201 09/30/2049 02014 2.840000000000 13,136,000.0000 341,973.87 08/31/2017 12X4215 1215201 09/30/2050 02014 2.840000000000 3,924,000.0000 102,154.80 08/31/2017 12X4215 1215201 09/30/2048 02015 2.350000000000 258,572,000.0000 5,570,071.83 08/31/2017 12X4215 1215201 09/30/2049 02015 2.350000000000 496,426,000.0000 10,693,843.42 08/31/2017 12X4215 1215201 09/30/2050 02015 2.350000000000 63,128,000.0000 1,359,882.33 08/31/2017 12X4215 1215201 09/30/2049 02016 2.510000000000 608,521,000.0000 14,001,054.01 08/31/2017 12X4215 1215201 09/30/2050 02016 2.510000000000 248,802,000.0000 5,724,519.35 08/31/2017 12X4215 1215201 09/30/2050 02017 2.510000000000 607,437,000.0000 13,976,112.97 08/31/2017 ------------------------ ---------------------- 14,488,295,090.0000 534,516,366.56 202 SUB-COHORT 12X4215 1215202 09/30/2034 01992 7.490000000000 2,000.0000 137.32 08/31/2017 12X4215 1215202 09/30/2035 01993 6.660000000000 8,000.0000 488.40 08/31/2017 12X4215 1215202 09/30/2037 01993 6.660000000000 110.0000 6.72 08/31/2017 12X4215 1215202 09/30/2029 01994 6.820000000000 45,101.0000 2,819.56 08/31/2017 12X4215 1215202 09/30/2030 01995 7.190000000000 118,000.0000 7,777.18 08/31/2017 12X4215 1215202 09/30/2037 01995 7.190000000000 3,000.0000 197.73 08/31/2017 12X4215 1215202 09/30/2029 01996 6.650000000000 201,342.0000 12,273.47 08/31/2017 12X4215 1215202 09/30/2037 01996 6.650000000000 14,000.0000 853.42 08/31/2017 12X4215 1215202 09/30/2029 01997 6.670000000000 439,400.0000 26,865.65 08/31/2017 12X4215 1215202 09/30/2037 01997 6.670000000000 3,000.0000 183.42 08/31/2017 12X4215 1215202 09/30/2029 01998 5.830000000000 786,913.0000 42,053.94 08/31/2017 12X4215 1215202 09/30/2037 01998 5.830000000000 11,000.0000 587.86 08/31/2017 12X4215 1215202 09/30/2029 01999 5.790000000000 1,041,617.0000 55,283.82 08/31/2017 12X4215 1215202 09/30/2037 01999 5.790000000000 369,000.0000 19,584.67 08/31/2017 12X4215 1215202 09/30/2026 02000 6.240000000000 257,383.0000 14,722.31 08/31/2017 12X4215 1215202 09/30/2029 02000 6.240000000000 1,400,000.0000 80,080.00 08/31/2017 12X4215 1215202 09/30/2037 02000 6.240000000000 31,000.0000 1,773.20 08/31/2017 12X4215 1215202 09/30/2026 02001 5.170000000000 420,000.0000 19,904.50 08/31/2017 12X4215 1215202 09/30/2027 02001 5.170000000000 400,000.0000 18,956.67 08/31/2017 12X4215 1215202 09/30/2029 02001 5.170000000000 1,650,000.0000 78,196.25 08/31/2017 12X4215 1215202 09/30/2032 02001 5.170000000000 33,000.0000 1,563.93 08/31/2017 12X4215 1215202 09/30/2033 02001 5.170000000000 20,000.0000 947.83 08/31/2017 12X4215 1215202 09/30/2034 02001 5.170000000000 64,000.0000 3,033.07 08/31/2017 12X4215 1215202 09/30/2037 02001 5.170000000000 15,000.0000 710.88 08/31/2017 12X4215 1215202 09/30/2026 02002 4.770000000000 590,979.0000 25,840.56 08/31/2017 12X4215 1215202 09/30/2027 02002 4.770000000000 500,000.0000 21,862.50 08/31/2017 12X4215 1215202 09/30/2029 02002 4.770000000000 2,400,000.0000 104,940.00 08/31/2017 12X4215 1215202 09/30/2032 02002 4.770000000000 19,000.0000 830.78 08/31/2017 12X4215 1215202 09/30/2033 02002 4.770000000000 9,000.0000 393.53 08/31/2017 12X4215 1215202 09/30/2034 02002 4.770000000000 16,000.0000 699.60 08/31/2017 12X4215 1215202 09/30/2036 02002 4.770000000000 2,000.0000 87.45 08/31/2017 12X4215 1215202 09/30/2037 02002 4.770000000000 100,000.0000 4,372.50 08/31/2017 12X4215 1215202 09/30/2024 02003 4.110000000000 244,968.0000 9,229.17 08/31/2017 12X4215 1215202 09/30/2025 02003 4.110000000000 670,000.0000 25,242.25 08/31/2017 12X4215 1215202 09/30/2026 02003 4.110000000000 703,000.0000 26,485.52 08/31/2017 12X4215 1215202 09/30/2027 02003 4.110000000000 500,000.0000 18,837.50 08/31/2017 12X4215 1215202 09/30/2029 02003 4.110000000000 2,400,000.0000 90,420.00 08/31/2017 12X4215 1215202 09/30/2032 02003 4.110000000000 19,000.0000 715.83 08/31/2017 12X4215 1215202 09/30/2033 02003 4.110000000000 12,000.0000 452.10 08/31/2017 12X4215 1215202 09/30/2034 02003 4.110000000000 33,000.0000 1,243.27 08/31/2017 12X4215 1215202 09/30/2037 02003 4.110000000000 34,000.0000 1,280.95 08/31/2017 12X4215 1215202 09/30/2025 02004 4.310000000000 889,000.0000 35,122.91 08/31/2017 12X4215 1215202 09/30/2026 02004 4.310000000000 1,006,000.0000 39,745.38 08/31/2017 12X4215 1215202 09/30/2027 02004 4.310000000000 500,000.0000 19,754.17 08/31/2017 12X4215 1215202 09/30/2029 02004 4.310000000000 3,250,000.0000 128,402.08 08/31/2017 12X4215 1215202 09/30/2032 02004 4.310000000000 5,000.0000 197.54 08/31/2017 12X4215 1215202 09/30/2033 02004 4.310000000000 17,000.0000 671.64 08/31/2017 12X4215 1215202 09/30/2034 02004 4.310000000000 21,000.0000 829.68 08/31/2017 12X4215 1215202 09/30/2037 02004 4.310000000000 11,000.0000 434.59 08/31/2017 12X4215 1215202 09/30/2026 02005 4.330000000000 3,081,589.0000 122,313.40 08/31/2017 12X4215 1215202 09/30/2027 02005 4.330000000000 773,000.0000 30,681.66 08/31/2017 12X4215 1215202 09/30/2028 02005 4.330000000000 15,000.0000 595.38 08/31/2017 12X4215 1215202 09/30/2029 02005 4.330000000000 3,550,000.0000 140,905.42 08/31/2017 12X4215 1215202 09/30/2032 02005 4.330000000000 26,000.0000 1,031.98 08/31/2017 12X4215 1215202 09/30/2033 02005 4.330000000000 16,000.0000 635.07 08/31/2017 12X4215 1215202 09/30/2034 02005 4.330000000000 30,000.0000 1,190.75 08/31/2017 12X4215 1215202 09/30/2037 02005 4.330000000000 22,000.0000 873.22 08/31/2017 12X4215 1215202 09/30/2027 02006 4.820000000000 2,516,509.0000 111,187.76 08/31/2017 12X4215 1215202 09/30/2029 02006 4.820000000000 6,275,000.0000 277,250.42 08/31/2017 12X4215 1215202 09/30/2032 02006 4.820000000000 15,000.0000 662.75 08/31/2017 12X4215 1215202 09/30/2033 02006 4.820000000000 22,000.0000 972.03 08/31/2017 12X4215 1215202 09/30/2034 02006 4.820000000000 29,000.0000 1,281.32 08/31/2017 12X4215 1215202 09/30/2037 02006 4.820000000000 25,000.0000 1,104.58 08/31/2017 12X4215 1215202 09/30/2029 02007 4.700000000000 10,404,703.0000 448,269.29 08/31/2017 12X4215 1215202 09/30/2030 02007 4.700000000000 20,000.0000 861.67 08/31/2017 12X4215 1215202 09/30/2032 02007 4.700000000000 17,000.0000 732.42 08/31/2017 12X4215 1215202 09/30/2033 02007 4.700000000000 20,000.0000 861.67 08/31/2017 12X4215 1215202 09/30/2034 02007 4.700000000000 23,000.0000 990.92 08/31/2017 12X4215 1215202 09/30/2037 02007 4.700000000000 19,000.0000 818.58 08/31/2017 12X4215 1215202 09/30/2028 02008 3.850000000000 1,550,199.0000 54,709.11 08/31/2017 12X4215 1215202 09/30/2029 02008 3.850000000000 6,108,442.0000 215,577.10 08/31/2017 12X4215 1215202 09/30/2030 02008 3.850000000000 2,265,000.0000 79,935.62 08/31/2017 12X4215 1215202 09/30/2031 02008 3.850000000000 477,000.0000 16,834.12 08/31/2017 12X4215 1215202 09/30/2032 02008 3.850000000000 20,000.0000 705.83 08/31/2017 12X4215 1215202 09/30/2033 02008 3.850000000000 17,000.0000 599.96 08/31/2017 12X4215 1215202 09/30/2034 02008 3.850000000000 12,000.0000 423.50 08/31/2017 12X4215 1215202 09/30/2037 02008 3.850000000000 34,000.0000 1,199.92 08/31/2017 12X4215 1215202 09/30/2029 02009 3.110000000000 4,766,859.0000 135,895.21 08/31/2017 12X4215 1215202 09/30/2030 02009 3.110000000000 3,996,000.0000 113,919.30 08/31/2017 12X4215 1215202 09/30/2031 02009 3.110000000000 1,351,000.0000 38,514.76 08/31/2017 12X4215 1215202 09/30/2032 02009 3.110000000000 710,000.0000 20,240.92 08/31/2017 12X4215 1215202 09/30/2033 02009 3.110000000000 13,000.0000 370.61 08/31/2017 12X4215 1215202 09/30/2034 02009 3.110000000000 16,000.0000 456.13 08/31/2017 12X4215 1215202 09/30/2037 02009 3.110000000000 20,000.0000 570.17 08/31/2017 12X4215 1215202 09/30/2030 02010 3.270000000000 8,988,401.0000 269,427.32 08/31/2017 12X4215 1215202 09/30/2031 02010 3.270000000000 3,096,000.0000 92,802.60 08/31/2017 12X4215 1215202 09/30/2032 02010 3.270000000000 95,000.0000 2,847.62 08/31/2017 12X4215 1215202 09/30/2033 02010 3.270000000000 30,000.0000 899.25 08/31/2017 12X4215 1215202 09/30/2037 02010 3.270000000000 9,000.0000 269.78 08/31/2017 12X4215 1215202 09/30/2031 02011 2.840000000000 7,372,000.0000 191,917.73 08/31/2017 12X4215 1215202 09/30/2032 02011 2.840000000000 3,846,458.0000 100,136.12 08/31/2017 12X4215 1215202 09/30/2033 02011 2.840000000000 303,000.0000 7,888.10 08/31/2017 12X4215 1215202 09/30/2034 02011 2.840000000000 23,000.0000 598.77 08/31/2017 12X4215 1215202 09/30/2037 02011 2.840000000000 23,000.0000 598.77 08/31/2017 12X4215 1215202 09/30/2032 02012 1.850000000000 4,476,000.0000 75,905.50 08/31/2017 12X4215 1215202 09/30/2033 02012 1.850000000000 438,000.0000 7,427.75 08/31/2017 12X4215 1215202 09/30/2034 02012 1.850000000000 1,368,000.0000 23,199.00 08/31/2017 12X4215 1215202 09/30/2036 02012 1.850000000000 2,000.0000 33.92 08/31/2017 12X4215 1215202 09/30/2037 02012 1.850000000000 8,000.0000 135.67 08/31/2017 12X4215 1215202 09/30/2033 02013 2.100000000000 6,170,000.0000 118,772.50 08/31/2017 12X4215 1215202 09/30/2034 02013 2.100000000000 2,541,000.0000 48,914.25 08/31/2017 12X4215 1215202 09/30/2035 02013 2.100000000000 884,000.0000 17,017.00 08/31/2017 12X4215 1215202 09/30/2036 02013 2.100000000000 17,000.0000 327.25 08/31/2017 12X4215 1215202 09/30/2037 02013 2.100000000000 6,000.0000 115.50 08/31/2017 12X4215 1215202 09/30/2034 02014 2.490000000000 7,302,000.0000 166,668.15 08/31/2017 12X4215 1215202 09/30/2035 02014 2.490000000000 2,515,000.0000 57,404.87 08/31/2017 12X4215 1215202 09/30/2036 02014 2.490000000000 41,000.0000 935.82 08/31/2017 12X4215 1215202 09/30/2037 02014 2.490000000000 36,000.0000 821.70 08/31/2017 12X4215 1215202 09/30/2035 02015 3.050000000000 9,011,000.0000 251,932.54 08/31/2017 12X4215 1215202 09/30/2036 02015 3.050000000000 1,891,000.0000 52,869.21 08/31/2017 12X4215 1215202 09/30/2037 02015 3.050000000000 1,513,000.0000 42,300.96 08/31/2017 12X4215 1215202 09/30/2036 02016 3.050000000000 11,973,000.0000 334,745.12 08/31/2017 12X4215 1215202 09/30/2037 02016 3.050000000000 1,715,000.0000 47,948.54 08/31/2017 12X4215 1215202 09/30/2037 02017 3.050000000000 14,419,000.0000 403,131.21 08/31/2017 ------------------------ ---------------------- 159,652,973.0000 5,088,258.37 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000000000 15,365,082.0000 1,066,208.65 08/31/2017 12X4215 1215203 09/30/2045 01992 7.570000000000 2,281,000.0000 158,282.39 08/31/2017 12X4215 1215203 09/30/2049 01992 7.570000000000 698,000.0000 48,435.38 08/31/2017 12X4215 1215203 09/30/2050 01992 7.570000000000 351,000.0000 24,356.47 08/31/2017 12X4215 1215203 09/30/2042 01993 6.660000000000 17,741,130.0000 1,083,095.99 08/31/2017 12X4215 1215203 09/30/2044 01993 6.660000000000 313,000.0000 19,108.65 08/31/2017 12X4215 1215203 09/30/2050 01993 6.660000000000 350,000.0000 21,367.50 08/31/2017 12X4215 1215203 09/30/2042 01994 6.790000000000 15,554,097.0000 968,112.92 08/31/2017 12X4215 1215203 09/30/2050 01994 6.790000000000 267,000.0000 16,618.52 08/31/2017 12X4215 1215203 09/30/2049 01997 6.660000000000 3,007,565.0000 183,611.84 08/31/2017 12X4215 1215203 09/30/2050 01997 6.660000000000 31,000.0000 1,892.55 08/31/2017 12X4215 1215203 09/30/2042 01998 5.980000000000 3,635,000.0000 199,258.58 08/31/2017 12X4215 1215203 09/30/2050 01998 5.980000000000 42,000.0000 2,302.30 08/31/2017 12X4215 1215203 09/30/2042 01999 5.810000000000 2,421,933.0000 128,988.12 08/31/2017 12X4215 1215203 09/30/2043 01999 5.810000000000 462,300.0000 24,621.33 08/31/2017 12X4215 1215203 09/30/2050 01999 5.810000000000 39,000.0000 2,077.07 08/31/2017 12X4215 1215203 09/30/2033 02000 6.350000000000 898,263.0000 52,286.39 08/31/2017 12X4215 1215203 09/30/2042 02000 6.350000000000 627,000.0000 36,496.62 08/31/2017 12X4215 1215203 09/30/2043 02000 6.350000000000 118,000.0000 6,868.58 08/31/2017 12X4215 1215203 09/30/2044 02000 6.350000000000 49,000.0000 2,852.21 08/31/2017 12X4215 1215203 09/30/2045 02000 6.350000000000 17,000.0000 989.54 08/31/2017 12X4215 1215203 09/30/2046 02000 6.350000000000 5,000.0000 291.04 08/31/2017 12X4215 1215203 09/30/2050 02000 6.350000000000 22,000.0000 1,280.58 08/31/2017 12X4215 1215203 09/30/2048 02001 4.730000000000 40,500.0000 1,756.01 08/31/2017 12X4215 1215203 09/30/2042 02002 4.940000000000 84,192.0000 3,812.49 08/31/2017 12X4215 1215203 09/30/2036 02003 4.100000000000 24,822.0000 932.89 08/31/2017 12X4215 1215203 09/30/2042 02003 4.100000000000 105,000.0000 3,946.25 08/31/2017 12X4215 1215203 09/30/2049 02003 4.100000000000 2,500.0000 93.96 08/31/2017 12X4215 1215203 09/30/2037 02004 3.950000000000 90,279.0000 3,268.85 08/31/2017 12X4215 1215203 09/30/2049 02004 3.950000000000 2,000.0000 72.42 08/31/2017 12X4215 1215203 09/30/2050 02004 3.950000000000 1,000.0000 36.21 08/31/2017 12X4215 1215203 09/30/2042 02005 3.880000000000 204,300.0000 7,266.27 08/31/2017 12X4215 1215203 09/30/2039 02006 4.840000000000 32,583.0000 1,445.60 08/31/2017 12X4215 1215203 09/30/2042 02006 4.840000000000 55,000.0000 2,440.17 08/31/2017 12X4215 1215203 09/30/2047 02006 4.840000000000 14,000.0000 621.13 08/31/2017 12X4215 1215203 09/30/2042 02007 4.880000000000 31,000.0000 1,386.73 08/31/2017 12X4215 1215203 09/30/2043 02007 4.880000000000 1,900.0000 84.99 08/31/2017 12X4215 1215203 09/30/2048 02007 4.880000000000 14,000.0000 626.27 08/31/2017 12X4215 1215203 09/30/2049 02007 4.880000000000 2,000.0000 89.47 08/31/2017 12X4215 1215203 09/30/2041 02008 3.490000000000 94,355.0000 3,018.57 08/31/2017 12X4215 1215203 09/30/2048 02008 3.490000000000 5,000.0000 159.96 08/31/2017 12X4215 1215203 09/30/2044 02009 3.090000000000 102,300.0000 2,897.65 08/31/2017 12X4215 1215203 09/30/2046 02009 3.090000000000 23,000.0000 651.48 08/31/2017 12X4215 1215203 09/30/2047 02009 3.090000000000 125,000.0000 3,540.62 08/31/2017 12X4215 1215203 09/30/2050 02009 3.090000000000 2,000.0000 56.65 08/31/2017 12X4215 1215203 09/30/2043 02010 3.610000000000 451,521.0000 14,941.58 08/31/2017 12X4215 1215203 09/30/2050 02010 3.610000000000 1,000.0000 33.09 08/31/2017 12X4215 1215203 09/30/2044 02011 3.300000000000 398,400.0000 12,051.60 08/31/2017 12X4215 1215203 09/30/2045 02012 2.150000000000 455,000.0000 8,967.29 08/31/2017 12X4215 1215203 09/30/2046 02013 1.570000000000 433,000.0000 6,231.59 08/31/2017 12X4215 1215203 09/30/2047 02014 2.760000000000 580,000.0000 14,674.00 08/31/2017 12X4215 1215203 09/30/2049 02014 2.760000000000 69,000.0000 1,745.70 08/31/2017 12X4215 1215203 09/30/2050 02014 2.760000000000 120,000.0000 3,036.00 08/31/2017 12X4215 1215203 09/30/2047 02015 2.670000000000 721,000.0000 17,646.47 08/31/2017 12X4215 1215203 09/30/2048 02015 2.670000000000 333,500.0000 8,162.41 08/31/2017 12X4215 1215203 09/30/2050 02015 2.670000000000 300,000.0000 7,342.50 08/31/2017 12X4215 1215203 09/30/2049 02016 2.670000000000 1,880,000.0000 46,013.00 08/31/2017 12X4215 1215203 09/30/2050 02016 2.670000000000 3,000.0000 73.43 08/31/2017 12X4215 1215203 09/30/2050 02017 2.670000000000 571,000.0000 13,975.22 08/31/2017 ------------------------ ---------------------- 71,668,522.0000 4,242,501.74 206 SUB-COHORT 12X4215 1215206 09/30/2029 01992 6.920000000000 832,500.0000 52,808.25 08/31/2017 12X4215 1215206 09/30/2035 01992 6.920000000000 1,600,000.0000 101,493.33 08/31/2017 12X4215 1215206 09/30/2037 01992 6.920000000000 39,000.0000 2,473.90 08/31/2017 12X4215 1215206 09/30/2038 01992 6.920000000000 360,000.0000 22,836.00 08/31/2017 12X4215 1215206 09/30/2042 01992 6.920000000000 781,000.0000 49,541.43 08/31/2017 12X4215 1215206 09/30/2044 01992 6.920000000000 51,000.0000 3,235.10 08/31/2017 12X4215 1215206 09/30/2045 01992 6.920000000000 2,000.0000 126.87 08/31/2017 12X4215 1215206 09/30/2046 01992 6.920000000000 1,000.0000 63.43 08/31/2017 12X4215 1215206 09/30/2047 01992 6.920000000000 41,000.0000 2,600.77 08/31/2017 12X4215 1215206 09/30/2030 01993 7.050000000000 850,889.0000 54,988.70 08/31/2017 12X4215 1215206 09/30/2038 01993 7.050000000000 488,000.0000 31,537.00 08/31/2017 12X4215 1215206 09/30/2042 01993 7.050000000000 1,300,000.0000 84,012.50 08/31/2017 12X4215 1215206 09/30/2044 01993 7.050000000000 21,000.0000 1,357.13 08/31/2017 12X4215 1215206 09/30/2045 01993 7.050000000000 1,939,000.0000 125,307.87 08/31/2017 12X4215 1215206 09/30/2046 01993 7.050000000000 19,000.0000 1,227.87 08/31/2017 12X4215 1215206 09/30/2047 01993 7.050000000000 4,000.0000 258.50 08/31/2017 12X4215 1215206 09/30/2043 01994 6.990000000000 3,264,680.0000 209,184.37 08/31/2017 12X4215 1215206 09/30/2044 01994 6.990000000000 71,000.0000 4,549.32 08/31/2017 12X4215 1215206 09/30/2045 01994 6.990000000000 45,000.0000 2,883.37 08/31/2017 12X4215 1215206 09/30/2047 01994 6.990000000000 83,000.0000 5,318.22 08/31/2017 12X4215 1215206 09/30/2048 01994 6.990000000000 525,000.0000 33,639.37 08/31/2017 12X4215 1215206 09/30/2030 01995 6.950000000000 943,959.0000 60,138.05 08/31/2017 12X4215 1215206 09/30/2033 01995 6.950000000000 1,200,000.0000 76,450.00 08/31/2017 12X4215 1215206 09/30/2035 01995 6.950000000000 310,000.0000 19,749.58 08/31/2017 12X4215 1215206 09/30/2038 01995 6.950000000000 195,000.0000 12,423.12 08/31/2017 12X4215 1215206 09/30/2042 01995 6.950000000000 1,600,000.0000 101,933.33 08/31/2017 12X4215 1215206 09/30/2045 01995 6.950000000000 54,000.0000 3,440.25 08/31/2017 12X4215 1215206 09/30/2046 01995 6.950000000000 2,000.0000 127.42 08/31/2017 12X4215 1215206 09/30/2047 01995 6.950000000000 74,000.0000 4,714.42 08/31/2017 12X4215 1215206 09/30/2032 01996 6.420000000000 431,901.0000 25,417.37 08/31/2017 12X4215 1215206 09/30/2034 01996 6.420000000000 50,000.0000 2,942.50 08/31/2017 12X4215 1215206 09/30/2035 01996 6.420000000000 400,000.0000 23,540.00 08/31/2017 12X4215 1215206 09/30/2038 01996 6.420000000000 437,000.0000 25,717.45 08/31/2017 12X4215 1215206 09/30/2042 01996 6.420000000000 2,550,000.0000 150,067.50 08/31/2017 12X4215 1215206 09/30/2045 01996 6.420000000000 510,000.0000 30,013.50 08/31/2017 12X4215 1215206 09/30/2046 01996 6.420000000000 39,000.0000 2,295.15 08/31/2017 12X4215 1215206 09/30/2047 01996 6.420000000000 10,000.0000 588.50 08/31/2017 12X4215 1215206 09/30/2049 01996 6.420000000000 22,000.0000 1,294.70 08/31/2017 12X4215 1215206 09/30/2032 01997 6.040000000000 220,201.0000 12,191.80 08/31/2017 12X4215 1215206 09/30/2033 01997 6.040000000000 700,000.0000 38,756.67 08/31/2017 12X4215 1215206 09/30/2035 01997 6.040000000000 400,000.0000 22,146.67 08/31/2017 12X4215 1215206 09/30/2038 01997 6.040000000000 317,000.0000 17,551.23 08/31/2017 12X4215 1215206 09/30/2042 01997 6.040000000000 2,100,000.0000 116,270.00 08/31/2017 12X4215 1215206 09/30/2045 01997 6.040000000000 498,000.0000 27,572.60 08/31/2017 12X4215 1215206 09/30/2047 01997 6.040000000000 49,000.0000 2,712.97 08/31/2017 12X4215 1215206 09/30/2049 01997 6.040000000000 1,102,000.0000 61,014.07 08/31/2017 12X4215 1215206 09/30/2033 01998 5.980000000000 661,100.0000 36,239.30 08/31/2017 12X4215 1215206 09/30/2035 01998 5.980000000000 1,000,000.0000 54,816.67 08/31/2017 12X4215 1215206 09/30/2038 01998 5.980000000000 257,000.0000 14,087.88 08/31/2017 12X4215 1215206 09/30/2040 01998 5.980000000000 827,000.0000 45,333.38 08/31/2017 12X4215 1215206 09/30/2042 01998 5.980000000000 706,000.0000 38,700.57 08/31/2017 12X4215 1215206 09/30/2043 01998 5.980000000000 782,000.0000 42,866.63 08/31/2017 12X4215 1215206 09/30/2044 01998 5.980000000000 797,000.0000 43,688.88 08/31/2017 12X4215 1215206 09/30/2045 01998 5.980000000000 4,369.0000 239.49 08/31/2017 12X4215 1215206 09/30/2046 01998 5.980000000000 3,000.0000 164.45 08/31/2017 12X4215 1215206 09/30/2047 01998 5.980000000000 36,000.0000 1,973.40 08/31/2017 12X4215 1215206 09/30/2049 01998 5.980000000000 54,000.0000 2,960.10 08/31/2017 12X4215 1215206 09/30/2035 01999 5.690000000000 478,135.0000 24,938.72 08/31/2017 12X4215 1215206 09/30/2036 01999 5.690000000000 1,000,000.0000 52,158.33 08/31/2017 12X4215 1215206 09/30/2037 01999 5.690000000000 3,400,000.0000 177,338.33 08/31/2017 12X4215 1215206 09/30/2038 01999 5.690000000000 755,000.0000 39,379.54 08/31/2017 12X4215 1215206 09/30/2040 01999 5.690000000000 400,000.0000 20,863.33 08/31/2017 12X4215 1215206 09/30/2042 01999 5.690000000000 1,250,000.0000 65,197.92 08/31/2017 12X4215 1215206 09/30/2045 01999 5.690000000000 51,000.0000 2,660.07 08/31/2017 12X4215 1215206 09/30/2047 01999 5.690000000000 65,000.0000 3,390.29 08/31/2017 12X4215 1215206 09/30/2035 02000 5.350000000000 343,176.0000 16,829.92 08/31/2017 12X4215 1215206 09/30/2036 02000 5.350000000000 3,700,000.0000 181,454.17 08/31/2017 12X4215 1215206 09/30/2037 02000 5.350000000000 2,616,000.0000 128,293.00 08/31/2017 12X4215 1215206 09/30/2038 02000 5.350000000000 628,000.0000 30,798.17 08/31/2017 12X4215 1215206 09/30/2039 02000 5.350000000000 2,071,000.0000 101,565.29 08/31/2017 12X4215 1215206 09/30/2042 02000 5.350000000000 2,450,000.0000 120,152.08 08/31/2017 12X4215 1215206 09/30/2045 02000 5.350000000000 4,000.0000 196.17 08/31/2017 12X4215 1215206 09/30/2047 02000 5.350000000000 29,000.0000 1,422.21 08/31/2017 12X4215 1215206 09/30/2037 02001 4.940000000000 2,956,610.0000 133,885.16 08/31/2017 12X4215 1215206 09/30/2038 02001 4.940000000000 2,748,000.0000 124,438.60 08/31/2017 12X4215 1215206 09/30/2039 02001 4.940000000000 1,593,000.0000 72,136.35 08/31/2017 12X4215 1215206 09/30/2040 02001 4.940000000000 388,000.0000 17,569.93 08/31/2017 12X4215 1215206 09/30/2041 02001 4.940000000000 148,000.0000 6,701.93 08/31/2017 12X4215 1215206 09/30/2042 02001 4.940000000000 3,287,000.0000 148,846.32 08/31/2017 12X4215 1215206 09/30/2043 02001 4.940000000000 1,370,000.0000 62,038.17 08/31/2017 12X4215 1215206 09/30/2044 02001 4.940000000000 748,000.0000 33,871.93 08/31/2017 12X4215 1215206 09/30/2045 02001 4.940000000000 78,000.0000 3,532.10 08/31/2017 12X4215 1215206 09/30/2046 02001 4.940000000000 905,000.0000 40,981.42 08/31/2017 12X4215 1215206 09/30/2047 02001 4.940000000000 63,000.0000 2,852.85 08/31/2017 12X4215 1215206 09/30/2050 02001 4.940000000000 109,000.0000 4,935.88 08/31/2017 12X4215 1215206 09/30/2038 02002 4.650000000000 5,699,500.0000 242,941.19 08/31/2017 12X4215 1215206 09/30/2039 02002 4.650000000000 1,572,000.0000 67,006.50 08/31/2017 12X4215 1215206 09/30/2040 02002 4.650000000000 1,812,000.0000 77,236.50 08/31/2017 12X4215 1215206 09/30/2041 02002 4.650000000000 105,000.0000 4,475.62 08/31/2017 12X4215 1215206 09/30/2042 02002 4.650000000000 2,950,000.0000 125,743.75 08/31/2017 12X4215 1215206 09/30/2043 02002 4.650000000000 942,000.0000 40,152.75 08/31/2017 12X4215 1215206 09/30/2044 02002 4.650000000000 1,497,000.0000 63,809.62 08/31/2017 12X4215 1215206 09/30/2045 02002 4.650000000000 1,466,000.0000 62,488.25 08/31/2017 12X4215 1215206 09/30/2046 02002 4.650000000000 871,000.0000 37,126.37 08/31/2017 12X4215 1215206 09/30/2047 02002 4.650000000000 42,000.0000 1,790.25 08/31/2017 12X4215 1215206 09/30/2039 02003 4.410000000000 1,499,241.0000 60,606.82 08/31/2017 12X4215 1215206 09/30/2040 02003 4.410000000000 1,085,000.0000 43,861.13 08/31/2017 12X4215 1215206 09/30/2041 02003 4.410000000000 5,590,000.0000 225,975.75 08/31/2017 12X4215 1215206 09/30/2042 02003 4.410000000000 7,405,200.0000 299,355.21 08/31/2017 12X4215 1215206 09/30/2043 02003 4.410000000000 1,036,000.0000 41,880.30 08/31/2017 12X4215 1215206 09/30/2044 02003 4.410000000000 2,760,000.0000 111,573.00 08/31/2017 12X4215 1215206 09/30/2045 02003 4.410000000000 985,000.0000 39,818.63 08/31/2017 12X4215 1215206 09/30/2046 02003 4.410000000000 2,570,000.0000 103,892.25 08/31/2017 12X4215 1215206 09/30/2047 02003 4.410000000000 195,000.0000 7,882.88 08/31/2017 12X4215 1215206 09/30/2040 02004 4.550000000000 5,413,500.0000 225,788.06 08/31/2017 12X4215 1215206 09/30/2041 02004 4.550000000000 1,165,000.0000 48,590.21 08/31/2017 12X4215 1215206 09/30/2042 02004 4.550000000000 5,043,000.0000 210,335.12 08/31/2017 12X4215 1215206 09/30/2043 02004 4.550000000000 1,126,000.0000 46,963.58 08/31/2017 12X4215 1215206 09/30/2046 02004 4.550000000000 263,000.0000 10,969.29 08/31/2017 12X4215 1215206 09/30/2040 02005 4.560000000000 1,981,819.0000 82,840.03 08/31/2017 12X4215 1215206 09/30/2041 02005 4.560000000000 4,534,000.0000 189,521.20 08/31/2017 12X4215 1215206 09/30/2042 02005 4.560000000000 3,033,000.0000 126,779.40 08/31/2017 12X4215 1215206 09/30/2043 02005 4.560000000000 1,950,000.0000 81,510.00 08/31/2017 12X4215 1215206 09/30/2044 02005 4.560000000000 610,000.0000 25,498.00 08/31/2017 12X4215 1215206 09/30/2045 02005 4.560000000000 441,000.0000 18,433.80 08/31/2017 12X4215 1215206 09/30/2047 02005 4.560000000000 7,000.0000 292.60 08/31/2017 12X4215 1215206 09/30/2042 02006 4.660000000000 1,429,689.0000 61,071.55 08/31/2017 12X4215 1215206 09/30/2043 02006 4.660000000000 2,763,000.0000 118,026.15 08/31/2017 12X4215 1215206 09/30/2044 02006 4.660000000000 780,000.0000 33,319.00 08/31/2017 12X4215 1215206 09/30/2045 02006 4.660000000000 758,000.0000 32,379.23 08/31/2017 12X4215 1215206 09/30/2046 02006 4.660000000000 2,103,000.0000 89,833.15 08/31/2017 12X4215 1215206 09/30/2047 02006 4.660000000000 157,000.0000 6,706.52 08/31/2017 12X4215 1215206 09/30/2049 02006 4.660000000000 1,042,000.0000 44,510.77 08/31/2017 12X4215 1215206 09/30/2050 02006 4.660000000000 1,292,000.0000 55,189.93 08/31/2017 12X4215 1215206 09/30/2043 02007 4.700000000000 5,874,500.0000 253,093.04 08/31/2017 12X4215 1215206 09/30/2044 02007 4.700000000000 4,346,700.0000 187,270.32 08/31/2017 12X4215 1215206 09/30/2045 02007 4.700000000000 1,397,000.0000 60,187.42 08/31/2017 12X4215 1215206 09/30/2046 02007 4.700000000000 1,535,000.0000 66,132.92 08/31/2017 12X4215 1215206 09/30/2047 02007 4.700000000000 1,674,000.0000 72,121.50 08/31/2017 12X4215 1215206 09/30/2048 02007 4.700000000000 159,000.0000 6,850.25 08/31/2017 12X4215 1215206 09/30/2049 02007 4.700000000000 1,847,000.0000 79,574.92 08/31/2017 12X4215 1215206 09/30/2050 02007 4.700000000000 1,562,000.0000 67,296.17 08/31/2017 12X4215 1215206 09/30/2044 02008 3.320000000000 5,131,825.0000 156,178.54 08/31/2017 12X4215 1215206 09/30/2045 02008 3.320000000000 5,964,000.0000 181,504.40 08/31/2017 12X4215 1215206 09/30/2046 02008 3.320000000000 2,569,000.0000 78,183.23 08/31/2017 12X4215 1215206 09/30/2047 02008 3.320000000000 3,820,000.0000 116,255.33 08/31/2017 12X4215 1215206 09/30/2049 02008 3.320000000000 171,000.0000 5,204.10 08/31/2017 12X4215 1215206 09/30/2045 02009 3.170000000000 2,253,117.0000 65,471.82 08/31/2017 12X4215 1215206 09/30/2046 02009 3.170000000000 12,789,000.0000 371,627.02 08/31/2017 12X4215 1215206 09/30/2047 02009 3.170000000000 4,504,000.0000 130,878.73 08/31/2017 12X4215 1215206 09/30/2043 02010 2.930000000000 51,030.0000 1,370.58 08/31/2017 12X4215 1215206 09/30/2044 02010 2.930000000000 621,000.0000 16,679.02 08/31/2017 12X4215 1215206 09/30/2045 02010 2.930000000000 4,255,000.0000 114,282.21 08/31/2017 12X4215 1215206 09/30/2046 02010 2.930000000000 397,000.0000 10,662.76 08/31/2017 12X4215 1215206 09/30/2047 02010 2.930000000000 385,000.0000 10,340.46 08/31/2017 12X4215 1215206 09/30/2048 02010 2.930000000000 2,346,000.0000 63,009.65 08/31/2017 12X4215 1215206 09/30/2049 02010 2.930000000000 275,000.0000 7,386.04 08/31/2017 12X4215 1215206 09/30/2050 02010 2.930000000000 118,000.0000 3,169.28 08/31/2017 12X4215 1215206 09/30/2046 02011 4.430000000000 2,336,715.0000 94,890.10 08/31/2017 12X4215 1215206 09/30/2047 02011 4.430000000000 2,361,000.0000 95,876.27 08/31/2017 12X4215 1215206 09/30/2048 02011 4.430000000000 11,026,000.0000 447,747.48 08/31/2017 12X4215 1215206 09/30/2049 02011 4.430000000000 1,467,000.0000 59,572.42 08/31/2017 12X4215 1215206 09/30/2050 02011 4.430000000000 100,000.0000 4,060.83 08/31/2017 12X4215 1215206 09/30/2045 02012 3.910000000000 383,000.0000 13,727.36 08/31/2017 12X4215 1215206 09/30/2046 02012 3.910000000000 610,000.0000 21,863.42 08/31/2017 12X4215 1215206 09/30/2047 02012 3.910000000000 19,000.0000 680.99 08/31/2017 12X4215 1215206 09/30/2048 02012 3.910000000000 772,700.0000 27,694.86 08/31/2017 12X4215 1215206 09/30/2049 02012 3.910000000000 212,000.0000 7,598.43 08/31/2017 12X4215 1215206 09/30/2050 02012 3.910000000000 200,000.0000 7,168.33 08/31/2017 12X4215 1215206 09/30/2048 02013 3.830000000000 6,458,200.0000 226,736.64 08/31/2017 12X4215 1215206 09/30/2049 02013 3.830000000000 2,895,000.0000 101,638.62 08/31/2017 12X4215 1215206 09/30/2049 02014 2.830000000000 1,589,300.0000 41,229.09 08/31/2017 12X4215 1215206 09/30/2050 02014 2.830000000000 13,608,000.0000 353,014.20 08/31/2017 12X4215 1215206 09/30/2049 02015 3.740000000000 593,100.0000 20,333.44 08/31/2017 12X4215 1215206 09/30/2050 02015 3.740000000000 376,000.0000 12,890.53 08/31/2017 12X4215 1215206 09/30/2049 02016 3.740000000000 258,000.0000 8,845.10 08/31/2017 12X4215 1215206 09/30/2050 02016 3.740000000000 2,007,000.0000 68,806.65 08/31/2017 12X4215 1215206 09/30/2050 02017 3.740000000000 349,000.0000 11,964.88 08/31/2017 ------------------------ ---------------------- 252,934,656.0000 10,445,254.79 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.620000000000 4,400,000.0000 267,006.67 08/31/2017 12X4215 1215207 09/30/2044 01992 6.620000000000 28,360,000.0000 1,720,979.33 08/31/2017 12X4215 1215207 09/30/2045 01992 6.620000000000 3,000,000.0000 182,050.00 08/31/2017 12X4215 1215207 09/30/2052 01992 6.620000000000 31,000,000.0000 1,881,183.33 08/31/2017 12X4215 1215207 09/30/2056 01992 6.620000000000 12,945,000.0000 785,545.75 08/31/2017 12X4215 1215207 09/30/2057 01992 6.620000000000 10,000,000.0000 606,833.33 08/31/2017 12X4215 1215207 09/30/2058 01992 6.620000000000 122,000.0000 7,403.37 08/31/2017 12X4215 1215207 09/30/2059 01992 6.620000000000 1,250,000.0000 75,854.17 08/31/2017 12X4215 1215207 09/30/2060 01992 6.620000000000 9,700,000.0000 588,628.33 08/31/2017 12X4215 1215207 09/30/2061 01992 6.620000000000 2,628,000.0000 159,475.80 08/31/2017 12X4215 1215207 09/30/2062 01992 6.620000000000 27,608,000.0000 1,675,345.47 08/31/2017 12X4215 1215207 09/30/2063 01992 6.620000000000 8,654,000.0000 525,153.57 08/31/2017 12X4215 1215207 09/30/2064 01992 6.620000000000 6,160,000.0000 373,809.33 08/31/2017 12X4215 1215207 09/30/2065 01992 6.620000000000 28,255,000.0000 1,714,607.58 08/31/2017 12X4215 1215207 09/30/2066 01992 6.620000000000 6,415,000.0000 389,283.58 08/31/2017 12X4215 1215207 09/30/2067 01992 6.620000000000 7,428,470.0000 450,784.32 08/31/2017 12X4215 1215207 09/30/2044 01993 6.890000000000 500,000.0000 31,579.17 08/31/2017 12X4215 1215207 09/30/2045 01993 6.890000000000 28,920,745.0000 1,826,586.05 08/31/2017 12X4215 1215207 09/30/2052 01993 6.890000000000 34,000,000.0000 2,147,383.33 08/31/2017 12X4215 1215207 09/30/2056 01993 6.890000000000 12,513,000.0000 790,300.22 08/31/2017 12X4215 1215207 09/30/2057 01993 6.890000000000 9,200,000.0000 581,056.67 08/31/2017 12X4215 1215207 09/30/2058 01993 6.890000000000 10,345,000.0000 653,372.96 08/31/2017 12X4215 1215207 09/30/2059 01993 6.890000000000 4,750,000.0000 300,002.08 08/31/2017 12X4215 1215207 09/30/2060 01993 6.890000000000 3,462,000.0000 218,654.15 08/31/2017 12X4215 1215207 09/30/2061 01993 6.890000000000 1,160,000.0000 73,263.67 08/31/2017 12X4215 1215207 09/30/2062 01993 6.890000000000 7,846,000.0000 495,540.28 08/31/2017 12X4215 1215207 09/30/2063 01993 6.890000000000 19,774,000.0000 1,248,892.88 08/31/2017 12X4215 1215207 09/30/2064 01993 6.890000000000 4,554,000.0000 287,623.05 08/31/2017 12X4215 1215207 09/30/2065 01993 6.890000000000 31,782,000.0000 2,007,298.15 08/31/2017 12X4215 1215207 09/30/2066 01993 6.890000000000 12,020,000.0000 759,163.17 08/31/2017 12X4215 1215207 09/30/2067 01993 6.890000000000 7,723,465.0000 487,801.18 08/31/2017 12X4215 1215207 09/30/2045 01994 7.090000000000 2,500,000.0000 162,479.17 08/31/2017 12X4215 1215207 09/30/2046 01994 7.090000000000 25,603,590.0000 1,664,019.99 08/31/2017 12X4215 1215207 09/30/2052 01994 7.090000000000 29,000,000.0000 1,884,758.33 08/31/2017 12X4215 1215207 09/30/2055 01994 7.090000000000 16,510,000.0000 1,073,012.42 08/31/2017 12X4215 1215207 09/30/2056 01994 7.090000000000 9,570,000.0000 621,970.25 08/31/2017 12X4215 1215207 09/30/2057 01994 7.090000000000 12,200,000.0000 792,898.33 08/31/2017 12X4215 1215207 09/30/2058 01994 7.090000000000 12,651,000.0000 822,209.57 08/31/2017 12X4215 1215207 09/30/2059 01994 7.090000000000 7,600,000.0000 493,936.67 08/31/2017 12X4215 1215207 09/30/2060 01994 7.090000000000 2,589,000.0000 168,263.42 08/31/2017 12X4215 1215207 09/30/2061 01994 7.090000000000 755,000.0000 49,068.71 08/31/2017 12X4215 1215207 09/30/2062 01994 7.090000000000 12,813,000.0000 832,738.22 08/31/2017 12X4215 1215207 09/30/2063 01994 7.090000000000 17,250,000.0000 1,121,106.25 08/31/2017 12X4215 1215207 09/30/2064 01994 7.090000000000 1,845,000.0000 119,909.62 08/31/2017 12X4215 1215207 09/30/2065 01994 7.090000000000 7,754,000.0000 503,945.38 08/31/2017 12X4215 1215207 09/30/2066 01994 7.090000000000 4,780,000.0000 310,660.17 08/31/2017 12X4215 1215207 09/30/2067 01994 7.090000000000 6,925,010.0000 450,067.94 08/31/2017 12X4215 1215207 09/30/2046 01995 6.710000000000 24,812,362.0000 1,526,167.03 08/31/2017 12X4215 1215207 09/30/2048 01995 6.710000000000 2,000,000.0000 123,016.67 08/31/2017 12X4215 1215207 09/30/2050 01995 6.710000000000 1,000,000.0000 61,508.33 08/31/2017 12X4215 1215207 09/30/2052 01995 6.710000000000 14,000,000.0000 861,116.67 08/31/2017 12X4215 1215207 09/30/2055 01995 6.710000000000 1,069,000.0000 65,752.41 08/31/2017 12X4215 1215207 09/30/2056 01995 6.710000000000 6,695,000.0000 411,798.29 08/31/2017 12X4215 1215207 09/30/2057 01995 6.710000000000 2,200,000.0000 135,318.33 08/31/2017 12X4215 1215207 09/30/2058 01995 6.710000000000 63,000.0000 3,875.02 08/31/2017 12X4215 1215207 09/30/2059 01995 6.710000000000 901,000.0000 55,419.01 08/31/2017 12X4215 1215207 09/30/2060 01995 6.710000000000 3,298,000.0000 202,854.48 08/31/2017 12X4215 1215207 09/30/2061 01995 6.710000000000 509,000.0000 31,307.74 08/31/2017 12X4215 1215207 09/30/2062 01995 6.710000000000 1,876,000.0000 115,389.63 08/31/2017 12X4215 1215207 09/30/2063 01995 6.710000000000 744,000.0000 45,762.20 08/31/2017 12X4215 1215207 09/30/2064 01995 6.710000000000 2,080,000.0000 127,937.33 08/31/2017 12X4215 1215207 09/30/2065 01995 6.710000000000 4,143,000.0000 254,829.02 08/31/2017 12X4215 1215207 09/30/2066 01995 6.710000000000 2,554,000.0000 157,092.28 08/31/2017 12X4215 1215207 09/30/2067 01995 6.710000000000 13,578,096.0000 835,166.05 08/31/2017 12X4215 1215207 09/30/2048 01996 6.460000000000 4,854,000.0000 287,437.70 08/31/2017 12X4215 1215207 09/30/2052 01996 6.460000000000 9,000,000.0000 532,950.00 08/31/2017 12X4215 1215207 09/30/2055 01996 6.460000000000 667,600.0000 39,533.05 08/31/2017 12X4215 1215207 09/30/2056 01996 6.460000000000 5,122,000.0000 303,307.77 08/31/2017 12X4215 1215207 09/30/2057 01996 6.460000000000 3,700,000.0000 219,101.67 08/31/2017 12X4215 1215207 09/30/2058 01996 6.460000000000 19,000.0000 1,125.12 08/31/2017 12X4215 1215207 09/30/2059 01996 6.460000000000 61,000.0000 3,612.22 08/31/2017 12X4215 1215207 09/30/2060 01996 6.460000000000 5,851,000.0000 346,476.72 08/31/2017 12X4215 1215207 09/30/2061 01996 6.460000000000 162,000.0000 9,593.10 08/31/2017 12X4215 1215207 09/30/2062 01996 6.460000000000 343,000.0000 20,311.32 08/31/2017 12X4215 1215207 09/30/2063 01996 6.460000000000 183,000.0000 10,836.65 08/31/2017 12X4215 1215207 09/30/2064 01996 6.460000000000 2,577,000.0000 152,601.35 08/31/2017 12X4215 1215207 09/30/2065 01996 6.460000000000 8,328,000.0000 493,156.40 08/31/2017 12X4215 1215207 09/30/2066 01996 6.460000000000 13,735,000.0000 813,340.92 08/31/2017 12X4215 1215207 09/30/2067 01996 6.460000000000 2,279,050.0000 134,957.74 08/31/2017 12X4215 1215207 09/30/2048 01997 5.950000000000 4,272,717.0000 233,041.11 08/31/2017 12X4215 1215207 09/30/2049 01997 5.950000000000 17,000,000.0000 927,208.33 08/31/2017 12X4215 1215207 09/30/2050 01997 5.950000000000 1,000,000.0000 54,541.67 08/31/2017 12X4215 1215207 09/30/2051 01997 5.950000000000 1,000,000.0000 54,541.67 08/31/2017 12X4215 1215207 09/30/2052 01997 5.950000000000 14,000,000.0000 763,583.33 08/31/2017 12X4215 1215207 09/30/2055 01997 5.950000000000 1,557,500.0000 84,948.65 08/31/2017 12X4215 1215207 09/30/2056 01997 5.950000000000 5,215,000.0000 284,434.79 08/31/2017 12X4215 1215207 09/30/2057 01997 5.950000000000 3,600,000.0000 196,350.00 08/31/2017 12X4215 1215207 09/30/2058 01997 5.950000000000 651,000.0000 35,506.62 08/31/2017 12X4215 1215207 09/30/2059 01997 5.950000000000 606,000.0000 33,052.25 08/31/2017 12X4215 1215207 09/30/2061 01997 5.950000000000 348,000.0000 18,980.50 08/31/2017 12X4215 1215207 09/30/2062 01997 5.950000000000 963,000.0000 52,523.62 08/31/2017 12X4215 1215207 09/30/2063 01997 5.950000000000 1,311,000.0000 71,504.12 08/31/2017 12X4215 1215207 09/30/2064 01997 5.950000000000 2,136,000.0000 116,501.00 08/31/2017 12X4215 1215207 09/30/2065 01997 5.950000000000 4,112,000.0000 224,275.33 08/31/2017 12X4215 1215207 09/30/2066 01997 5.950000000000 1,250,000.0000 68,177.08 08/31/2017 12X4215 1215207 09/30/2067 01997 5.950000000000 1,681,000.0000 91,684.54 08/31/2017 12X4215 1215207 09/30/2049 01998 5.950000000000 18,866,555.0000 1,029,013.35 08/31/2017 12X4215 1215207 09/30/2050 01998 5.950000000000 19,000,000.0000 1,036,291.67 08/31/2017 12X4215 1215207 09/30/2051 01998 5.950000000000 3,000,000.0000 163,625.00 08/31/2017 12X4215 1215207 09/30/2052 01998 5.950000000000 6,000,000.0000 327,250.00 08/31/2017 12X4215 1215207 09/30/2053 01998 5.950000000000 13,000,000.0000 709,041.67 08/31/2017 12X4215 1215207 09/30/2055 01998 5.950000000000 2,342,000.0000 127,736.58 08/31/2017 12X4215 1215207 09/30/2056 01998 5.950000000000 591,000.0000 32,234.12 08/31/2017 12X4215 1215207 09/30/2057 01998 5.950000000000 4,500,000.0000 245,437.50 08/31/2017 12X4215 1215207 09/30/2058 01998 5.950000000000 735,000.0000 40,088.12 08/31/2017 12X4215 1215207 09/30/2059 01998 5.950000000000 1,250,000.0000 68,177.08 08/31/2017 12X4215 1215207 09/30/2060 01998 5.950000000000 5,923,000.0000 323,050.29 08/31/2017 12X4215 1215207 09/30/2061 01998 5.950000000000 949,000.0000 51,760.04 08/31/2017 12X4215 1215207 09/30/2062 01998 5.950000000000 2,352,000.0000 128,282.00 08/31/2017 12X4215 1215207 09/30/2063 01998 5.950000000000 1,527,000.0000 83,285.12 08/31/2017 12X4215 1215207 09/30/2064 01998 5.950000000000 100,000.0000 5,454.17 08/31/2017 12X4215 1215207 09/30/2065 01998 5.950000000000 4,795,000.0000 261,527.29 08/31/2017 12X4215 1215207 09/30/2066 01998 5.950000000000 1,881,000.0000 102,592.87 08/31/2017 12X4215 1215207 09/30/2067 01998 5.950000000000 1,031,000.0000 56,232.46 08/31/2017 12X4215 1215207 09/30/2050 01999 5.840000000000 20,514,952.0000 1,098,233.76 08/31/2017 12X4215 1215207 09/30/2051 01999 5.840000000000 13,000,000.0000 695,933.33 08/31/2017 12X4215 1215207 09/30/2052 01999 5.840000000000 8,000,000.0000 428,266.67 08/31/2017 12X4215 1215207 09/30/2053 01999 5.840000000000 4,200,000.0000 224,840.00 08/31/2017 12X4215 1215207 09/30/2055 01999 5.840000000000 2,898,200.0000 155,150.31 08/31/2017 12X4215 1215207 09/30/2056 01999 5.840000000000 1,455,000.0000 77,891.00 08/31/2017 12X4215 1215207 09/30/2057 01999 5.840000000000 4,023,000.0000 215,364.60 08/31/2017 12X4215 1215207 09/30/2058 01999 5.840000000000 1,546,000.0000 82,762.53 08/31/2017 12X4215 1215207 09/30/2059 01999 5.840000000000 2,154,000.0000 115,310.80 08/31/2017 12X4215 1215207 09/30/2060 01999 5.840000000000 1,429,000.0000 76,499.13 08/31/2017 12X4215 1215207 09/30/2061 01999 5.840000000000 921,000.0000 49,304.20 08/31/2017 12X4215 1215207 09/30/2062 01999 5.840000000000 1,274,000.0000 68,201.47 08/31/2017 12X4215 1215207 09/30/2063 01999 5.840000000000 645,000.0000 34,529.00 08/31/2017 12X4215 1215207 09/30/2064 01999 5.840000000000 25,000.0000 1,338.33 08/31/2017 12X4215 1215207 09/30/2065 01999 5.840000000000 1,508,000.0000 80,728.27 08/31/2017 12X4215 1215207 09/30/2066 01999 5.840000000000 581,000.0000 31,102.87 08/31/2017 12X4215 1215207 09/30/2067 01999 5.840000000000 2,358,000.0000 126,231.60 08/31/2017 12X4215 1215207 09/30/2051 02000 5.650000000000 8,571,508.0000 443,932.69 08/31/2017 12X4215 1215207 09/30/2052 02000 5.650000000000 24,000,000.0000 1,243,000.00 08/31/2017 12X4215 1215207 09/30/2053 02000 5.650000000000 9,000,000.0000 466,125.00 08/31/2017 12X4215 1215207 09/30/2055 02000 5.650000000000 1,420,000.0000 73,544.17 08/31/2017 12X4215 1215207 09/30/2056 02000 5.650000000000 2,754,000.0000 142,634.25 08/31/2017 12X4215 1215207 09/30/2057 02000 5.650000000000 3,447,000.0000 178,525.87 08/31/2017 12X4215 1215207 09/30/2058 02000 5.650000000000 1,053,000.0000 54,536.62 08/31/2017 12X4215 1215207 09/30/2059 02000 5.650000000000 4,950,000.0000 256,368.75 08/31/2017 12X4215 1215207 09/30/2060 02000 5.650000000000 1,021,000.0000 52,879.29 08/31/2017 12X4215 1215207 09/30/2061 02000 5.650000000000 1,174,000.0000 60,803.42 08/31/2017 12X4215 1215207 09/30/2062 02000 5.650000000000 1,953,000.0000 101,149.12 08/31/2017 12X4215 1215207 09/30/2063 02000 5.650000000000 1,559,000.0000 80,743.21 08/31/2017 12X4215 1215207 09/30/2064 02000 5.650000000000 12,000.0000 621.50 08/31/2017 12X4215 1215207 09/30/2065 02000 5.650000000000 3,276,000.0000 169,669.50 08/31/2017 12X4215 1215207 09/30/2066 02000 5.650000000000 812,000.0000 42,054.83 08/31/2017 12X4215 1215207 09/30/2067 02000 5.650000000000 1,060,000.0000 54,899.17 08/31/2017 12X4215 1215207 09/30/2052 02001 5.350000000000 10,992,746.0000 539,102.59 08/31/2017 12X4215 1215207 09/30/2053 02001 5.350000000000 27,300,000.0000 1,338,837.50 08/31/2017 12X4215 1215207 09/30/2055 02001 5.350000000000 5,969,000.0000 292,729.71 08/31/2017 12X4215 1215207 09/30/2056 02001 5.350000000000 2,953,000.0000 144,820.04 08/31/2017 12X4215 1215207 09/30/2057 02001 5.350000000000 2,629,500.0000 128,955.06 08/31/2017 12X4215 1215207 09/30/2058 02001 5.350000000000 6,917,000.0000 339,221.21 08/31/2017 12X4215 1215207 09/30/2059 02001 5.350000000000 1,781,000.0000 87,343.21 08/31/2017 12X4215 1215207 09/30/2060 02001 5.350000000000 2,187,000.0000 107,254.12 08/31/2017 12X4215 1215207 09/30/2061 02001 5.350000000000 1,770,000.0000 86,803.75 08/31/2017 12X4215 1215207 09/30/2062 02001 5.350000000000 854,000.0000 41,881.58 08/31/2017 12X4215 1215207 09/30/2063 02001 5.350000000000 1,776,000.0000 87,098.00 08/31/2017 12X4215 1215207 09/30/2064 02001 5.350000000000 34,000.0000 1,667.42 08/31/2017 12X4215 1215207 09/30/2065 02001 5.350000000000 1,913,000.0000 93,816.71 08/31/2017 12X4215 1215207 09/30/2066 02001 5.350000000000 705,000.0000 34,574.37 08/31/2017 12X4215 1215207 09/30/2067 02001 5.350000000000 1,086,000.0000 53,259.25 08/31/2017 12X4215 1215207 09/30/2053 02002 5.060000000000 25,993,986.0000 1,205,687.72 08/31/2017 12X4215 1215207 09/30/2055 02002 5.060000000000 12,000,000.0000 556,600.00 08/31/2017 12X4215 1215207 09/30/2056 02002 5.060000000000 4,665,000.0000 216,378.25 08/31/2017 12X4215 1215207 09/30/2057 02002 5.060000000000 6,254,000.0000 290,081.37 08/31/2017 12X4215 1215207 09/30/2058 02002 5.060000000000 4,791,000.0000 222,222.55 08/31/2017 12X4215 1215207 09/30/2059 02002 5.060000000000 890,000.0000 41,281.17 08/31/2017 12X4215 1215207 09/30/2060 02002 5.060000000000 5,139,000.0000 238,363.95 08/31/2017 12X4215 1215207 09/30/2061 02002 5.060000000000 2,095,000.0000 97,173.08 08/31/2017 12X4215 1215207 09/30/2062 02002 5.060000000000 1,438,000.0000 66,699.23 08/31/2017 12X4215 1215207 09/30/2063 02002 5.060000000000 397,000.0000 18,414.18 08/31/2017 12X4215 1215207 09/30/2064 02002 5.060000000000 3,890,000.0000 180,431.17 08/31/2017 12X4215 1215207 09/30/2065 02002 5.060000000000 3,531,000.0000 163,779.55 08/31/2017 12X4215 1215207 09/30/2066 02002 5.060000000000 1,850,000.0000 85,809.17 08/31/2017 12X4215 1215207 09/30/2067 02002 5.060000000000 1,262,000.0000 58,535.77 08/31/2017 12X4215 1215207 09/30/2053 02003 4.910000000000 13,290,624.0000 598,188.84 08/31/2017 12X4215 1215207 09/30/2055 02003 4.910000000000 17,800,000.0000 801,148.33 08/31/2017 12X4215 1215207 09/30/2056 02003 4.910000000000 9,498,000.0000 427,489.15 08/31/2017 12X4215 1215207 09/30/2057 02003 4.910000000000 3,626,000.0000 163,200.22 08/31/2017 12X4215 1215207 09/30/2058 02003 4.910000000000 3,228,000.0000 145,286.90 08/31/2017 12X4215 1215207 09/30/2059 02003 4.910000000000 7,756,000.0000 349,084.63 08/31/2017 12X4215 1215207 09/30/2060 02003 4.910000000000 7,108,000.0000 319,919.23 08/31/2017 12X4215 1215207 09/30/2061 02003 4.910000000000 910,000.0000 40,957.58 08/31/2017 12X4215 1215207 09/30/2062 02003 4.910000000000 1,327,000.0000 59,726.06 08/31/2017 12X4215 1215207 09/30/2063 02003 4.910000000000 1,704,000.0000 76,694.20 08/31/2017 12X4215 1215207 09/30/2065 02003 4.910000000000 1,768,000.0000 79,574.73 08/31/2017 12X4215 1215207 09/30/2066 02003 4.910000000000 268,000.0000 12,062.23 08/31/2017 12X4215 1215207 09/30/2067 02003 4.910000000000 2,372,000.0000 106,759.77 08/31/2017 12X4215 1215207 09/30/2055 02004 4.830000000000 5,859,304.0000 259,420.68 08/31/2017 12X4215 1215207 09/30/2056 02004 4.830000000000 16,995,000.0000 752,453.62 08/31/2017 12X4215 1215207 09/30/2057 02004 4.830000000000 15,297,000.0000 677,274.67 08/31/2017 12X4215 1215207 09/30/2058 02004 4.830000000000 3,794,000.0000 167,979.35 08/31/2017 12X4215 1215207 09/30/2059 02004 4.830000000000 6,631,111.0000 293,592.44 08/31/2017 12X4215 1215207 09/30/2060 02004 4.830000000000 2,760,000.0000 122,199.00 08/31/2017 12X4215 1215207 09/30/2061 02004 4.830000000000 1,566,000.0000 69,334.65 08/31/2017 12X4215 1215207 09/30/2062 02004 4.830000000000 5,652,000.0000 250,242.30 08/31/2017 12X4215 1215207 09/30/2063 02004 4.830000000000 4,041,000.0000 178,915.27 08/31/2017 12X4215 1215207 09/30/2064 02004 4.830000000000 3,489,000.0000 154,475.47 08/31/2017 12X4215 1215207 09/30/2065 02004 4.830000000000 1,605,000.0000 71,061.37 08/31/2017 12X4215 1215207 09/30/2066 02004 4.830000000000 245,000.0000 10,847.37 08/31/2017 12X4215 1215207 09/30/2067 02004 4.830000000000 27,700.0000 1,226.42 08/31/2017 12X4215 1215207 09/30/2056 02005 4.720000000000 6,918,780.0000 299,352.55 08/31/2017 12X4215 1215207 09/30/2057 02005 4.720000000000 14,206,000.0000 614,646.27 08/31/2017 12X4215 1215207 09/30/2058 02005 4.720000000000 13,856,000.0000 599,502.93 08/31/2017 12X4215 1215207 09/30/2059 02005 4.720000000000 6,914,000.0000 299,145.73 08/31/2017 12X4215 1215207 09/30/2060 02005 4.720000000000 3,158,000.0000 136,636.13 08/31/2017 12X4215 1215207 09/30/2061 02005 4.720000000000 1,067,000.0000 46,165.53 08/31/2017 12X4215 1215207 09/30/2062 02005 4.720000000000 3,160,000.0000 136,722.67 08/31/2017 12X4215 1215207 09/30/2063 02005 4.720000000000 4,118,000.0000 178,172.13 08/31/2017 12X4215 1215207 09/30/2064 02005 4.720000000000 721,000.0000 31,195.27 08/31/2017 12X4215 1215207 09/30/2065 02005 4.720000000000 1,585,000.0000 68,577.67 08/31/2017 12X4215 1215207 09/30/2057 02006 4.480000000000 2,922,227.0000 120,006.12 08/31/2017 12X4215 1215207 09/30/2058 02006 4.480000000000 13,388,000.0000 549,800.53 08/31/2017 12X4215 1215207 09/30/2059 02006 4.480000000000 13,287,681.0000 545,680.77 08/31/2017 12X4215 1215207 09/30/2060 02006 4.480000000000 8,638,000.0000 354,733.87 08/31/2017 12X4215 1215207 09/30/2061 02006 4.480000000000 11,126,000.0000 456,907.73 08/31/2017 12X4215 1215207 09/30/2062 02006 4.480000000000 2,736,000.0000 112,358.40 08/31/2017 12X4215 1215207 09/30/2063 02006 4.480000000000 2,994,000.0000 122,953.60 08/31/2017 12X4215 1215207 09/30/2064 02006 4.480000000000 1,535,000.0000 63,037.33 08/31/2017 12X4215 1215207 09/30/2065 02006 4.480000000000 1,225,000.0000 50,306.67 08/31/2017 12X4215 1215207 09/30/2066 02006 4.480000000000 147,000.0000 6,036.80 08/31/2017 12X4215 1215207 09/30/2067 02006 4.480000000000 250,000.0000 10,266.67 08/31/2017 12X4215 1215207 09/30/2058 02007 4.210000000000 9,168,110.0000 353,812.65 08/31/2017 12X4215 1215207 09/30/2059 02007 4.210000000000 21,033,000.0000 811,698.52 08/31/2017 12X4215 1215207 09/30/2060 02007 4.210000000000 10,666,000.0000 411,618.72 08/31/2017 12X4215 1215207 09/30/2061 02007 4.210000000000 7,603,000.0000 293,412.44 08/31/2017 12X4215 1215207 09/30/2062 02007 4.210000000000 3,225,000.0000 124,458.12 08/31/2017 12X4215 1215207 09/30/2063 02007 4.210000000000 5,627,000.0000 217,155.31 08/31/2017 12X4215 1215207 09/30/2064 02007 4.210000000000 701,000.0000 27,052.76 08/31/2017 12X4215 1215207 09/30/2065 02007 4.210000000000 1,281,000.0000 49,435.92 08/31/2017 12X4215 1215207 09/30/2066 02007 4.210000000000 88,000.0000 3,396.07 08/31/2017 12X4215 1215207 09/30/2067 02007 4.210000000000 1,730,000.0000 66,763.58 08/31/2017 12X4215 1215207 09/30/2059 02008 3.980000000000 6,564,972.0000 239,512.06 08/31/2017 12X4215 1215207 09/30/2060 02008 3.980000000000 13,486,000.0000 492,014.23 08/31/2017 12X4215 1215207 09/30/2061 02008 3.980000000000 7,145,000.0000 260,673.42 08/31/2017 12X4215 1215207 09/30/2062 02008 3.980000000000 5,991,000.0000 218,571.65 08/31/2017 12X4215 1215207 09/30/2063 02008 3.980000000000 5,269,000.0000 192,230.68 08/31/2017 12X4215 1215207 09/30/2064 02008 3.980000000000 1,774,000.0000 64,721.43 08/31/2017 12X4215 1215207 09/30/2065 02008 3.980000000000 2,638,000.0000 96,243.03 08/31/2017 12X4215 1215207 09/30/2066 02008 3.980000000000 1,440,000.0000 52,536.00 08/31/2017 12X4215 1215207 09/30/2067 02008 3.980000000000 1,306,000.0000 47,647.23 08/31/2017 12X4215 1215207 09/30/2061 02009 3.780000000000 7,991,027.0000 276,889.09 08/31/2017 12X4215 1215207 09/30/2062 02009 3.780000000000 6,846,000.0000 237,213.90 08/31/2017 12X4215 1215207 09/30/2063 02009 3.780000000000 20,937,000.0000 725,467.05 08/31/2017 12X4215 1215207 09/30/2064 02009 3.780000000000 6,598,000.0000 228,620.70 08/31/2017 12X4215 1215207 09/30/2065 02009 3.780000000000 1,074,000.0000 37,214.10 08/31/2017 12X4215 1215207 09/30/2067 02009 3.780000000000 62,000.0000 2,148.30 08/31/2017 12X4215 1215207 09/30/2061 02010 3.550000000000 4,497,630.0000 146,360.38 08/31/2017 12X4215 1215207 09/30/2062 02010 3.550000000000 12,376,000.0000 402,735.67 08/31/2017 12X4215 1215207 09/30/2063 02010 3.550000000000 20,200,000.0000 657,341.67 08/31/2017 12X4215 1215207 09/30/2064 02010 3.550000000000 4,227,000.0000 137,553.62 08/31/2017 12X4215 1215207 09/30/2065 02010 3.550000000000 805,000.0000 26,196.04 08/31/2017 12X4215 1215207 09/30/2066 02010 3.550000000000 883,000.0000 28,734.29 08/31/2017 12X4215 1215207 09/30/2067 02010 3.550000000000 117,000.0000 3,807.38 08/31/2017 12X4215 1215207 09/30/2063 02011 3.150000000000 4,558,000.0000 131,612.25 08/31/2017 12X4215 1215207 09/30/2064 02011 3.150000000000 6,293,000.0000 181,710.38 08/31/2017 12X4215 1215207 09/30/2065 02011 3.150000000000 10,878,000.0000 314,102.25 08/31/2017 12X4215 1215207 09/30/2066 02011 3.150000000000 23,582,000.0000 680,930.25 08/31/2017 12X4215 1215207 09/30/2067 02011 3.150000000000 730,000.0000 21,078.75 08/31/2017 12X4215 1215207 09/30/2063 02012 3.090000000000 4,462,000.0000 126,386.15 08/31/2017 12X4215 1215207 09/30/2064 02012 3.090000000000 9,440,000.0000 267,388.00 08/31/2017 12X4215 1215207 09/30/2065 02012 3.090000000000 12,585,000.0000 356,470.12 08/31/2017 12X4215 1215207 09/30/2066 02012 3.090000000000 18,556,000.0000 525,598.70 08/31/2017 12X4215 1215207 09/30/2067 02012 3.090000000000 970,000.0000 27,475.25 08/31/2017 12X4215 1215207 09/30/2064 02013 4.180000000000 5,596,000.0000 214,420.07 08/31/2017 12X4215 1215207 09/30/2065 02013 4.180000000000 9,003,000.0000 344,964.95 08/31/2017 12X4215 1215207 09/30/2066 02013 4.180000000000 3,940,000.0000 150,967.67 08/31/2017 12X4215 1215207 09/30/2067 02013 4.180000000000 1,015,000.0000 38,891.42 08/31/2017 12X4215 1215207 09/30/2065 02014 3.050000000000 9,864,000.0000 275,781.00 08/31/2017 12X4215 1215207 09/30/2066 02014 3.050000000000 6,906,000.0000 193,080.25 08/31/2017 12X4215 1215207 09/30/2067 02014 3.050000000000 2,826,000.0000 79,010.25 08/31/2017 12X4215 1215207 09/30/2066 02015 3.970000000000 11,347,000.0000 412,936.24 08/31/2017 12X4215 1215207 09/30/2067 02015 3.970000000000 5,187,000.0000 188,763.57 08/31/2017 12X4215 1215207 09/30/2067 02016 3.970000000000 12,675,000.0000 461,264.37 08/31/2017 12X4215 1215207 09/30/2067 02017 3.970000000000 3,796,000.0000 138,142.77 08/31/2017 ------------------------ ---------------------- 1,719,558,218.0000 87,725,619.00 208 SUB-COHORT 12X4215 1215208 09/30/2019 02001 3.400000000000 38,000.0000 1,184.33 08/31/2017 12X4215 1215208 09/30/2020 02007 1.000000000000 10,000.0000 91.67 08/31/2017 12X4215 1215208 09/30/2018 02009 2.440000000000 133,000.0000 2,974.77 08/31/2017 12X4215 1215208 09/30/2019 02009 2.440000000000 243,000.0000 5,435.10 08/31/2017 12X4215 1215208 09/30/2019 02010 1.000000000000 2,000.0000 18.33 08/31/2017 12X4215 1215208 09/30/2020 02015 1.360000000000 247,300.0000 3,083.01 08/31/2017 12X4215 1215208 09/30/2020 02016 1.360000000000 70,000.0000 872.67 08/31/2017 ------------------------ ---------------------- 743,300.0000 13,659.88 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310000000000 387,675.0000 25,977.46 08/31/2017 12X4215 1215209 09/30/2061 01992 7.310000000000 69,000.0000 4,623.57 08/31/2017 12X4215 1215209 09/30/2063 01992 7.310000000000 4,000.0000 268.03 08/31/2017 12X4215 1215209 09/30/2064 01992 7.310000000000 3,000.0000 201.03 08/31/2017 12X4215 1215209 09/30/2066 01992 7.310000000000 79,000.0000 5,293.66 08/31/2017 12X4215 1215209 09/30/2057 01993 6.710000000000 414,648.0000 25,504.31 08/31/2017 12X4215 1215209 09/30/2064 01993 6.710000000000 1,000.0000 61.51 08/31/2017 12X4215 1215209 09/30/2067 01993 6.710000000000 10,700.0000 658.14 08/31/2017 12X4215 1215209 09/30/2057 01994 6.770000000000 1,733,576.0000 107,582.84 08/31/2017 12X4215 1215209 09/30/2060 01994 6.770000000000 165,000.0000 10,239.62 08/31/2017 12X4215 1215209 09/30/2061 01994 6.770000000000 24,000.0000 1,489.40 08/31/2017 12X4215 1215209 09/30/2063 01994 6.770000000000 1,000.0000 62.06 08/31/2017 12X4215 1215209 09/30/2060 01997 6.890000000000 1,123,929.0000 70,985.48 08/31/2017 12X4215 1215209 09/30/2061 01997 6.890000000000 99,000.0000 6,252.67 08/31/2017 12X4215 1215209 09/30/2062 01997 6.890000000000 44,000.0000 2,778.97 08/31/2017 12X4215 1215209 09/30/2063 01997 6.890000000000 2,000.0000 126.32 08/31/2017 12X4215 1215209 09/30/2064 01997 6.890000000000 1,000.0000 63.16 08/31/2017 12X4215 1215209 09/30/2067 01997 6.890000000000 13,700.0000 865.27 08/31/2017 12X4215 1215209 09/30/2059 01998 5.980000000000 218,015.0000 11,950.86 08/31/2017 12X4215 1215209 09/30/2060 01998 5.980000000000 110,800.0000 6,073.69 08/31/2017 12X4215 1215209 09/30/2061 01998 5.980000000000 10,000.0000 548.17 08/31/2017 12X4215 1215209 09/30/2062 01998 5.980000000000 26,000.0000 1,425.23 08/31/2017 12X4215 1215209 09/30/2066 01998 5.980000000000 3,100.0000 169.93 08/31/2017 12X4215 1215209 09/30/2059 01999 5.810000000000 44,452.0000 2,367.44 08/31/2017 12X4215 1215209 09/30/2060 01999 5.810000000000 1,925,900.0000 102,570.22 08/31/2017 12X4215 1215209 09/30/2061 01999 5.810000000000 11,000.0000 585.84 08/31/2017 12X4215 1215209 09/30/2063 01999 5.810000000000 1,000.0000 53.26 08/31/2017 12X4215 1215209 09/30/2067 01999 5.810000000000 14,500.0000 772.25 08/31/2017 12X4215 1215209 09/30/2060 02000 6.360000000000 330,600.0000 19,273.98 08/31/2017 12X4215 1215209 09/30/2051 02001 5.670000000000 101,645.0000 5,283.00 08/31/2017 12X4215 1215209 09/30/2052 02001 5.670000000000 120,000.0000 6,237.00 08/31/2017 12X4215 1215209 09/30/2055 02001 5.670000000000 24,700.0000 1,283.78 08/31/2017 12X4215 1215209 09/30/2056 02001 5.670000000000 7,500.0000 389.81 08/31/2017 12X4215 1215209 09/30/2060 02001 5.670000000000 692,000.0000 35,966.70 08/31/2017 12X4215 1215209 09/30/2063 02001 5.670000000000 1,000.0000 51.98 08/31/2017 12X4215 1215209 09/30/2064 02001 5.670000000000 2,000.0000 103.95 08/31/2017 12X4215 1215209 09/30/2067 02001 5.670000000000 9,300.0000 483.37 08/31/2017 12X4215 1215209 09/30/2052 02002 5.600000000000 556,661.0000 28,575.26 08/31/2017 12X4215 1215209 09/30/2056 02002 5.600000000000 5,000.0000 256.67 08/31/2017 12X4215 1215209 09/30/2060 02002 5.600000000000 410,000.0000 21,046.67 08/31/2017 12X4215 1215209 09/30/2061 02002 5.600000000000 9,000.0000 462.00 08/31/2017 12X4215 1215209 09/30/2063 02002 5.600000000000 1,000.0000 51.33 08/31/2017 12X4215 1215209 09/30/2064 02002 5.600000000000 2,000.0000 102.67 08/31/2017 12X4215 1215209 09/30/2065 02002 5.600000000000 2,000.0000 102.67 08/31/2017 12X4215 1215209 09/30/2067 02002 5.600000000000 30,500.0000 1,565.67 08/31/2017 12X4215 1215209 09/30/2054 02003 4.900000000000 560,469.0000 25,174.40 08/31/2017 12X4215 1215209 09/30/2058 02003 4.900000000000 50,000.0000 2,245.83 08/31/2017 12X4215 1215209 09/30/2060 02003 4.900000000000 352,000.0000 15,810.67 08/31/2017 12X4215 1215209 09/30/2061 02003 4.900000000000 111,000.0000 4,985.75 08/31/2017 12X4215 1215209 09/30/2063 02003 4.900000000000 11,000.0000 494.08 08/31/2017 12X4215 1215209 09/30/2064 02003 4.900000000000 1,000.0000 44.92 08/31/2017 12X4215 1215209 09/30/2067 02003 4.900000000000 11,300.0000 507.56 08/31/2017 12X4215 1215209 09/30/2054 02004 5.190000000000 129,290.0000 6,150.97 08/31/2017 12X4215 1215209 09/30/2056 02004 5.190000000000 10,000.0000 475.75 08/31/2017 12X4215 1215209 09/30/2060 02004 5.190000000000 90,000.0000 4,281.75 08/31/2017 12X4215 1215209 09/30/2055 02005 4.480000000000 489,332.0000 20,095.23 08/31/2017 12X4215 1215209 09/30/2056 02005 4.480000000000 177,000.0000 7,268.80 08/31/2017 12X4215 1215209 09/30/2060 02005 4.480000000000 39,000.0000 1,601.60 08/31/2017 12X4215 1215209 09/30/2057 02006 4.890000000000 405,123.0000 18,159.64 08/31/2017 12X4215 1215209 09/30/2059 02006 4.890000000000 114,000.0000 5,110.05 08/31/2017 12X4215 1215209 09/30/2060 02006 4.890000000000 14,000.0000 627.55 08/31/2017 12X4215 1215209 09/30/2062 02006 4.890000000000 30,000.0000 1,344.75 08/31/2017 12X4215 1215209 09/30/2064 02006 4.890000000000 2,000.0000 89.65 08/31/2017 12X4215 1215209 09/30/2057 02007 4.910000000000 776,603.0000 34,953.61 08/31/2017 12X4215 1215209 09/30/2059 02007 4.910000000000 66,000.0000 2,970.55 08/31/2017 12X4215 1215209 09/30/2060 02007 4.910000000000 36,000.0000 1,620.30 08/31/2017 12X4215 1215209 09/30/2061 02007 4.910000000000 5,000.0000 225.04 08/31/2017 12X4215 1215209 09/30/2063 02007 4.910000000000 1,000.0000 45.01 08/31/2017 12X4215 1215209 09/30/2064 02007 4.910000000000 1,000.0000 45.01 08/31/2017 12X4215 1215209 09/30/2058 02008 4.190000000000 851,048.0000 32,687.34 08/31/2017 12X4215 1215209 09/30/2059 02008 4.190000000000 39,000.0000 1,497.92 08/31/2017 12X4215 1215209 09/30/2060 02008 4.190000000000 20,000.0000 768.17 08/31/2017 12X4215 1215209 09/30/2063 02008 4.190000000000 1,000.0000 38.41 08/31/2017 12X4215 1215209 09/30/2059 02009 3.840000000000 867,668.0000 30,541.91 08/31/2017 12X4215 1215209 09/30/2060 02009 3.840000000000 105,000.0000 3,696.00 08/31/2017 12X4215 1215209 09/30/2064 02009 3.840000000000 1,000.0000 35.20 08/31/2017 12X4215 1215209 09/30/2066 02009 3.840000000000 7,000.0000 246.40 08/31/2017 12X4215 1215209 09/30/2067 02009 3.840000000000 7,700.0000 271.04 08/31/2017 12X4215 1215209 09/30/2060 02010 4.390000000000 664,957.0000 26,758.98 08/31/2017 12X4215 1215209 09/30/2067 02010 4.390000000000 9,900.0000 398.39 08/31/2017 12X4215 1215209 09/30/2061 02011 4.140000000000 105,457.0000 4,002.09 08/31/2017 12X4215 1215209 09/30/2062 02011 4.140000000000 3,000.0000 113.85 08/31/2017 12X4215 1215209 09/30/2063 02011 4.140000000000 3,000.0000 113.85 08/31/2017 12X4215 1215209 09/30/2066 02011 4.140000000000 4,000.0000 151.80 08/31/2017 12X4215 1215209 09/30/2067 02011 4.140000000000 1,000.0000 37.95 08/31/2017 ------------------------ ---------------------- 15,018,748.0000 766,474.67 212 SUB-COHORT 12X4215 1215212 09/30/2018 02001 5.370000000000 33,800.0000 1,663.80 08/31/2017 12X4215 1215212 09/30/2020 02001 5.370000000000 100,000.0000 4,922.50 08/31/2017 12X4215 1215212 09/30/2018 02002 5.290000000000 15,000.0000 727.38 08/31/2017 12X4215 1215212 09/30/2020 02002 5.290000000000 180,000.0000 8,728.50 08/31/2017 12X4215 1215212 09/30/2018 02003 4.250000000000 4,000.0000 155.83 08/31/2017 12X4215 1215212 09/30/2019 02003 4.250000000000 5,000.0000 194.79 08/31/2017 12X4215 1215212 09/30/2020 02003 4.250000000000 88,000.0000 3,428.33 08/31/2017 ------------------------ ---------------------- 425,800.0000 19,821.13 ======================== ====================== 16,708,297,307.0000 642,817,956.14 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 201 SUB-COHORT 1215201 09/30/2032 01992 06/16/2017 INT + 0.0000 492,579.84 499270 1215201 09/30/2034 01992 06/16/2017 INT + 0.0000 22,020.60 499272 1215201 09/30/2027 01993 06/16/2017 INT + 0.0000 488,977.68 499274 1215201 09/30/2028 01994 06/16/2017 INT + 0.0000 857,925.59 499276 1215201 09/30/2028 01995 06/16/2017 INT + 0.0000 480,151.65 499278 1215201 09/30/2029 01996 06/16/2017 INT + 0.0000 467,669.98 499280 1215201 09/30/2031 01997 06/16/2017 INT + 0.0000 308,387.44 499282 1215201 09/30/2032 01998 06/16/2017 INT + 0.0000 473,480.84 499284 1215201 09/30/2033 01999 06/16/2017 INT + 0.0000 462,106.73 499286 1215201 09/30/2034 02000 06/16/2017 INT + 0.0000 652,198.07 499288 1215201 09/30/2035 02001 06/16/2017 INT + 0.0000 644,136.83 499290 1215201 09/30/2036 02002 06/16/2017 INT + 0.0000 718,373.66 499292 1215201 09/30/2037 02003 06/16/2017 INT + 0.0000 743,535.00 499294 1215201 09/30/2037 02004 06/16/2017 INT + 0.0000 1,117,530.98 499296 1215201 09/30/2038 02005 06/16/2017 INT + 0.0000 997,819.15 499298 1215201 09/30/2039 02006 06/16/2017 INT + 0.0000 1,140,139.98 499300 1215201 09/30/2040 02007 06/16/2017 INT + 0.0000 1,224,371.85 499302 1215201 09/30/2041 02008 06/16/2017 INT + 0.0000 975,205.35 499304 1215201 09/30/2042 02009 06/16/2017 INT + 0.0000 1,012,425.12 499306 1215201 09/30/2043 02010 06/16/2017 INT + 0.0000 1,731,987.98 499308 1215201 09/30/2044 02011 06/16/2017 INT + 0.0000 749,728.13 499310 1215201 09/30/2045 02012 06/16/2017 INT + 0.0000 299,874.15 499312 1215201 09/30/2046 02013 06/16/2017 INT + 0.0000 219,889.97 499314 1215201 09/30/2047 02014 06/16/2017 INT + 0.0000 191,472.78 499316 1215201 09/30/2048 02015 06/16/2017 INT + 0.0000 264,844.97 499318 1215201 09/30/2049 02016 06/16/2017 INT + 0.0000 1,605,621.85 499320 ------------------------ ---------------------- 0.0000 18,342,456.17 202 SUB-COHORT 1215202 09/30/2034 01992 06/16/2017 INT + 0.0000 112.35 499322 1215202 09/30/2029 01994 06/16/2017 INT + 0.0000 170.50 499324 1215202 09/30/2030 01995 06/16/2017 INT + 0.0000 790.90 499326 1215202 09/30/2029 01996 06/16/2017 INT + 0.0000 4,954.25 499328 1215202 09/30/2029 01997 06/16/2017 INT + 0.0000 10,805.40 499330 1215202 09/30/2029 01998 06/16/2017 INT + 0.0000 14,516.70 499332 1215202 09/30/2026 01999 06/16/2017 INT + 0.0000 1,841.71 499334 1215202 09/30/2029 01999 06/16/2017 INT + 0.0000 8,927.69 499336 1215202 09/30/2026 02000 06/16/2017 INT + 0.0000 13,728.00 499338 1215202 09/30/2026 02001 06/16/2017 INT + 0.0000 16,776.65 499340 1215202 09/30/2026 02002 06/16/2017 INT + 0.0000 19,747.80 499342 1215202 09/30/2024 02003 06/16/2017 INT + 0.0000 18,577.20 499344 1215202 09/30/2025 02004 06/16/2017 INT + 0.0000 23,036.95 499346 1215202 09/30/2025 02005 06/16/2017 INT + 0.0000 5,122.15 499348 1215202 09/30/2026 02005 06/16/2017 INT + 0.0000 19,991.85 499350 1215202 09/30/2026 02006 06/16/2017 INT + 0.0000 15,412.17 499352 1215202 09/30/2027 02006 06/16/2017 INT + 0.0000 14,086.23 499354 1215202 09/30/2028 02007 06/16/2017 INT + 0.0000 10,051.02 499356 1215202 09/30/2029 02007 06/16/2017 INT + 0.0000 24,305.98 499358 1215202 09/30/2028 02008 06/16/2017 INT + 0.0000 27,758.50 499360 1215202 09/30/2029 02009 06/16/2017 INT + 0.0000 23,775.95 499362 1215202 09/30/2030 02010 06/16/2017 INT + 0.0000 21,696.45 499364 1215202 09/30/2031 02011 06/16/2017 INT + 0.0000 17,892.00 499366 1215202 09/30/2032 02012 06/16/2017 INT + 0.0000 6,049.50 499368 1215202 09/30/2033 02013 06/16/2017 INT + 0.0000 11,466.00 499370 1215202 09/30/2034 02014 06/16/2017 INT + 0.0000 11,180.10 499372 1215202 09/30/2035 02015 06/16/2017 INT + 0.0000 18,345.75 499374 1215202 09/30/2036 02016 06/16/2017 INT + 0.0000 77,134.50 499376 ------------------------ ---------------------- 0.0000 438,254.25 203 SUB-COHORT 1215203 09/30/2042 01992 06/16/2017 INT + 0.0000 58,743.20 499220 1215203 09/30/2042 01993 06/16/2017 INT + 0.0000 49,683.60 499222 1215203 09/30/2042 01994 06/16/2017 INT + 0.0000 42,369.60 499224 1215203 09/30/2043 01997 06/16/2017 INT + 0.0000 13,638.51 499226 1215203 09/30/2049 01997 06/16/2017 INT + 0.0000 87,327.09 499228 1215203 09/30/2042 01998 06/16/2017 INT + 0.0000 8,700.90 499230 1215203 09/30/2042 01999 06/16/2017 INT + 0.0000 8,976.45 499232 1215203 09/30/2033 02000 06/16/2017 INT + 0.0000 2,571.75 499234 1215203 09/30/2048 02001 06/16/2017 INT + 0.0000 1,868.35 499236 1215203 09/30/2042 02002 06/16/2017 INT + 0.0000 1,407.90 499238 1215203 09/30/2036 02003 06/16/2017 INT + 0.0000 143.50 499240 1215203 09/30/2037 02004 06/16/2017 INT + 0.0000 59.25 499242 1215203 09/30/2042 02005 06/16/2017 INT + 0.0000 232.80 499244 1215203 09/30/2039 02006 06/16/2017 INT + 0.0000 266.20 499246 1215203 09/30/2042 02007 06/16/2017 INT + 0.0000 48.80 499248 1215203 09/30/2041 02008 06/16/2017 INT + 0.0000 157.05 499250 1215203 09/30/2043 02009 06/16/2017 INT + 0.0000 258.01 499252 1215203 09/30/2044 02009 06/16/2017 INT + 0.0000 220.93 499254 1215203 09/30/2043 02010 06/16/2017 INT + 0.0000 2,779.70 499256 1215203 09/30/2044 02011 06/16/2017 INT + 0.0000 2,491.50 499258 1215203 09/30/2045 02012 06/16/2017 INT + 0.0000 1,075.00 499260 1215203 09/30/2046 02013 06/16/2017 INT + 0.0000 604.45 499262 1215203 09/30/2047 02014 06/16/2017 INT + 0.0000 993.60 499264 1215203 09/30/2047 02015 06/16/2017 INT + 0.0000 5,500.20 499266 1215203 09/30/2049 02016 06/16/2017 INT + 0.0000 7,289.10 499268 ------------------------ ---------------------- 0.0000 297,407.44 206 SUB-COHORT 1215206 09/30/2029 01992 03/15/2017 INT + 0.0000 10,674.10 499113 1215206 09/30/2030 01993 03/15/2017 INT + 0.0000 10,328.25 499115 1215206 09/30/2043 01994 03/15/2017 INT + 0.0000 10,694.70 499117 1215206 09/30/2030 01995 03/15/2017 INT + 0.0000 8,287.87 499119 1215206 09/30/2032 01996 03/15/2017 INT + 0.0000 4,477.95 499121 1215206 09/30/2031 01997 03/15/2017 INT + 0.0000 16,555.67 499123 1215206 09/30/2032 01997 03/15/2017 INT + 0.0000 23,549.93 499125 1215206 09/30/2033 01998 03/15/2017 INT + 0.0000 3,513.25 499127 1215206 09/30/2035 01999 03/15/2017 INT + 0.0000 4,566.22 499129 1215206 09/30/2035 02000 03/15/2017 INT + 0.0000 8,640.25 499131 1215206 09/30/2037 02001 03/15/2017 INT + 0.0000 10,374.00 499133 1215206 09/30/2038 02002 03/15/2017 INT + 0.0000 11,938.87 499135 1215206 09/30/2039 02003 03/15/2017 INT + 0.0000 8,643.60 499137 1215206 09/30/2040 02004 03/15/2017 INT + 0.0000 6,790.87 499139 1215206 09/30/2040 02005 03/15/2017 INT + 0.0000 6,452.40 499141 1215206 09/30/2042 02006 03/15/2017 INT + 0.0000 34.95 499143 1215206 09/30/2043 02007 03/15/2017 INT + 0.0000 13,242.25 499145 1215206 09/30/2044 02008 03/15/2017 INT + 0.0000 6,225.00 499147 1215206 09/30/2045 02009 03/15/2017 INT + 0.0000 4,366.67 499149 1215206 09/30/2043 02010 03/15/2017 INT + 0.0000 3,063.75 499151 1215206 09/30/2043 02010 03/15/2017 INT + 0.0000 56.70 499153 1215206 09/30/2046 02011 03/15/2017 INT + 0.0000 11,540.15 499155 1215206 09/30/2045 02012 03/15/2017 INT + 0.0000 58.65 499157 1215206 09/30/2047 02013 03/15/2017 INT + 0.0000 3,810.85 499159 1215206 09/30/2047 02013 03/15/2017 INT + 0.0000 766.00 499161 1215206 09/30/2048 02013 03/15/2017 INT + 0.0000 32,325.20 499163 1215206 09/30/2047 02014 03/15/2017 INT + 0.0000 1,768.75 499165 1215206 09/30/2048 02014 03/15/2017 INT + 0.0000 4,542.15 499167 1215206 09/30/2048 02014 03/15/2017 INT + 0.0000 174.04 499169 1215206 09/30/2049 02014 03/15/2017 INT + 0.0000 1,141.90 499171 1215206 09/30/2048 02015 03/15/2017 INT + 0.0000 2,281.40 499173 1215206 09/30/2048 02015 03/15/2017 INT + 0.0000 29.92 499175 1215206 09/30/2049 02015 03/15/2017 INT + 0.0000 14,116.63 499177 1215206 09/30/2049 02016 03/15/2017 INT + 0.0000 187.00 499179 ------------------------ ---------------------- 0.0000 245,219.89 207 SUB-COHORT 1215207 09/30/2044 01992 03/14/2017 INT + 0.0000 422,355.98 499027 1215207 09/30/2045 01993 03/14/2017 INT + 0.0000 693,030.62 499029 1215207 09/30/2046 01994 03/14/2017 INT + 0.0000 260,628.39 499031 1215207 09/30/2046 01995 03/14/2017 INT + 0.0000 1,409.10 499033 1215207 09/30/2048 01996 03/14/2017 INT + 0.0000 414,150.59 499035 1215207 09/30/2048 01997 03/14/2017 INT + 0.0000 40,757.50 499037 1215207 09/30/2049 01998 03/14/2017 INT + 0.0000 24,484.25 499039 1215207 09/30/2050 01999 03/14/2017 INT + 0.0000 6,570.00 499041 1215207 09/30/2051 02000 03/14/2017 INT + 0.0000 13,023.25 499043 1215207 09/30/2052 02001 03/14/2017 INT + 0.0000 23,540.00 499045 1215207 09/30/2053 02002 03/14/2017 INT + 0.0000 33,547.80 499047 1215207 09/30/2053 02003 03/14/2017 INT + 0.0000 1,423.90 499049 1215207 09/30/2055 02004 03/14/2017 INT + 0.0000 7,075.95 499051 1215207 09/30/2056 02005 03/14/2017 INT + 0.0000 11,658.40 499053 1215207 09/30/2057 02006 03/14/2017 INT + 0.0000 16,553.60 499055 1215207 09/30/2058 02007 03/14/2017 INT + 0.0000 4,231.05 499057 1215207 09/30/2059 02008 03/14/2017 INT + 0.0000 24,397.40 499059 1215207 09/30/2061 02009 03/14/2017 INT + 0.0000 3,572.10 499061 1215207 09/30/2061 02010 03/14/2017 INT + 0.0000 28,311.25 499063 1215207 09/30/2062 02011 03/14/2017 INT + 0.0000 92,349.50 499065 1215207 09/30/2063 02011 03/14/2017 INT + 0.0000 74,623.50 499067 1215207 09/30/2063 02012 03/14/2017 INT + 0.0000 149,416.94 499069 1215207 09/30/2064 02013 03/14/2017 INT + 0.0000 1,107.70 499071 1215207 09/30/2065 02014 03/14/2017 INT + 0.0000 30,728.75 499073 1215207 09/30/2065 02015 03/14/2017 INT + 0.0000 9,150.85 499075 1215207 09/30/2066 02015 03/14/2017 INT + 0.0000 152,050.99 499077 ------------------------ ---------------------- 0.0000 2,540,149.36 208 SUB-COHORT 1215208 09/30/2017 02001 03/14/2017 INT + 0.0000 153.00 499017 1215208 09/30/2017 02001 08/23/2017 INT + 0.0000 793.14 499553 1215208 09/30/2017 02007 03/14/2017 INT + 0.0000 10.00 499019 1215208 09/30/2017 02007 08/23/2017 INT + 0.0000 6,451.03 499554 1215208 09/30/2018 02009 03/14/2017 INT + 0.0000 97.60 499021 1215208 09/30/2018 02010 03/14/2017 INT + 0.0000 2,320.00 499023 1215208 09/30/2019 02010 03/14/2017 INT + 0.0000 605.00 499025 ------------------------ ---------------------- 0.0000 10,429.77 209 SUB-COHORT 1215209 09/30/2060 01992 03/14/2017 INT + 0.0000 1,918.87 499101 1215209 09/30/2057 01993 03/14/2017 INT + 0.0000 687.77 499103 1215209 09/30/2057 01994 03/14/2017 INT + 0.0000 880.10 499105 1215209 09/30/2060 01997 03/14/2017 INT + 0.0000 1,343.55 499107 1215209 09/30/2059 01998 03/14/2017 INT + 0.0000 538.20 499109 1215209 09/30/2059 01999 03/14/2017 INT + 0.0000 624.57 499111 1215209 09/30/2060 02000 03/14/2017 INT + 0.0000 302.10 499079 1215209 09/30/2051 02001 03/14/2017 INT + 0.0000 212.63 499081 1215209 09/30/2052 02002 03/14/2017 INT + 0.0000 294.00 499083 1215209 09/30/2054 02003 03/14/2017 INT + 0.0000 931.00 499085 1215209 09/30/2054 02004 03/14/2017 INT + 0.0000 90.82 499087 1215209 09/30/2055 02005 03/14/2017 INT + 0.0000 672.00 499089 1215209 09/30/2057 02006 03/14/2017 INT + 0.0000 586.80 499091 1215209 09/30/2057 02007 03/14/2017 INT + 0.0000 270.05 499093 1215209 09/30/2058 02008 03/14/2017 INT + 0.0000 450.42 499095 1215209 09/30/2059 02009 03/14/2017 INT + 0.0000 19.20 499097 1215209 09/30/2060 02010 03/14/2017 INT + 0.0000 307.30 499099 ------------------------ ---------------------- 0.0000 10,129.38 212 SUB-COHORT 1215212 09/30/2017 02001 06/16/2017 INT + 0.0000 483.30 499378 1215212 09/30/2017 02001 08/21/2017 INT + 0.0000 2,592.37 499452 1215212 09/30/2017 02002 06/16/2017 INT + 0.0000 846.40 499380 1215212 09/30/2017 02002 08/21/2017 INT + 0.0000 3,708.29 499454 1215212 09/30/2017 02003 06/16/2017 INT + 0.0000 212.50 499382 1215212 09/30/2017 02003 08/21/2017 INT + 0.0000 1,731.87 499456 ------------------------ ---------------------- 0.0000 9,574.73 ======================== ====================== 0.0000 21,893,620.99