Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 820 SUB-COHORT 20X4521 2021820 09/30/2050 02010 2.809999800 2,331,252,217.8900 21,836,062.44 01/31/2018 20X4521 2021820 09/30/2053 02010 2.809999800 601,904,837.6300 5,637,841.98 01/31/2018 20X4521 2021820 09/30/2054 02010 2.809999800 464,973,028.6000 4,355,247.37 01/31/2018 20X4521 2021820 09/30/2055 02010 2.809999800 384,121,623.8100 3,597,939.21 01/31/2018 20X4521 2021820 09/30/2056 02010 2.809999800 481,945,638.7800 4,514,224.15 01/31/2018 20X4521 2021820 09/30/2057 02010 2.809999800 53,634,888.5100 502,380.12 01/31/2018 20X4521 2021820 09/30/2050 02011 2.579999760 252,448,920.7000 2,171,060.72 01/31/2018 20X4521 2021820 09/30/2053 02011 2.579999760 1,211,377,584.1100 10,417,847.22 01/31/2018 20X4521 2021820 09/30/2054 02011 2.579999760 621,854,869.4600 5,347,951.88 01/31/2018 20X4521 2021820 09/30/2055 02011 2.579999760 458,661,425.9900 3,944,488.26 01/31/2018 20X4521 2021820 09/30/2056 02011 2.579999760 345,032,650.6600 2,967,280.80 01/31/2018 20X4521 2021820 09/30/2057 02011 2.579999760 72,380,989.9700 622,476.51 01/31/2018 20X4521 2021820 09/30/2058 02011 2.579999760 12,682,041.4200 109,065.56 01/31/2018 20X4521 2021820 09/30/2050 02012 2.637499680 6,879,164.4200 60,479.32 01/31/2018 20X4521 2021820 09/30/2053 02012 2.637499680 661,437,334.7400 5,815,136.57 01/31/2018 20X4521 2021820 09/30/2054 02012 2.637499680 897,664,970.8700 7,891,971.20 01/31/2018 20X4521 2021820 09/30/2055 02012 2.637499680 676,078,508.0700 5,943,856.88 01/31/2018 20X4521 2021820 09/30/2056 02012 2.637499680 401,986,293.9900 3,534,129.50 01/31/2018 20X4521 2021820 09/30/2057 02012 2.637499680 320,700,466.7200 2,819,491.60 01/31/2018 20X4521 2021820 09/30/2058 02012 2.637499680 32,655,471.3900 287,096.02 01/31/2018 20X4521 2021820 09/30/2053 02013 2.824599960 3,624,358.0100 34,124.54 01/31/2018 20X4521 2021820 09/30/2054 02013 2.824599960 600,483,224.4300 5,653,749.72 01/31/2018 20X4521 2021820 09/30/2055 02013 2.824599960 935,198,004.7300 8,805,200.95 01/31/2018 20X4521 2021820 09/30/2056 02013 2.824599960 567,247,847.8500 5,340,827.57 01/31/2018 20X4521 2021820 09/30/2057 02013 2.824599960 500,650,743.2800 4,713,793.63 01/31/2018 20X4521 2021820 09/30/2058 02013 2.824599960 112,552,905.5800 1,059,723.12 01/31/2018 20X4521 2021820 09/30/2054 02014 2.499099840 5,122,136.9800 42,669.11 01/31/2018 20X4521 2021820 09/30/2055 02014 2.499099840 423,845,421.7200 3,530,773.64 01/31/2018 20X4521 2021820 09/30/2056 02014 2.499099840 584,296,000.0000 4,867,380.45 01/31/2018 20X4521 2021820 09/30/2057 02014 2.499099840 416,734,414.0000 3,471,536.58 01/31/2018 20X4521 2021820 09/30/2058 02014 2.499099840 78,400,611.6200 653,103.23 01/31/2018 20X4521 2021820 09/30/2055 02015 2.979599760 5,070,368.9200 50,358.90 01/31/2018 20X4521 2021820 09/30/2056 02015 2.979599760 657,359,719.7300 6,528,896.74 01/31/2018 20X4521 2021820 09/30/2057 02015 2.979599760 680,800,734.2300 6,761,712.89 01/31/2018 20X4521 2021820 09/30/2058 02015 2.979599760 194,824,870.7600 1,935,000.62 01/31/2018 20X4521 2021820 09/30/2056 02016 3.045600000 34,674,674.1900 352,017.29 01/31/2018 20X4521 2021820 09/30/2057 02016 3.045600000 644,498,689.1700 6,542,950.69 01/31/2018 20X4521 2021820 09/30/2058 02016 3.045600000 195,924,264.7800 1,989,023.14 01/31/2018 20X4521 2021820 09/30/2057 02017 3.369099960 92,354,000.0000 1,037,166.20 01/31/2018 20X4521 2021820 09/30/2058 02017 3.369099960 45,081,002.7800 506,274.69 01/31/2018 ------------------------ ---------------------- 17,068,416,920.4900 156,252,311.01 825 SUB-COHORT 20X4521 2021825 09/30/2050 02010 2.929999680 64,890,342.4400 633,762.34 01/31/2018 20X4521 2021825 09/30/2053 02010 2.929999680 17,065,338.7600 166,671.48 01/31/2018 20X4521 2021825 09/30/2054 02010 2.929999680 31,056,409.0000 303,317.59 01/31/2018 20X4521 2021825 09/30/2055 02010 2.929999680 17,395,820.0000 169,899.18 01/31/2018 20X4521 2021825 09/30/2056 02010 2.929999680 18,956,084.0000 185,137.75 01/31/2018 20X4521 2021825 09/30/2057 02010 2.929999680 2,294,629.0000 22,410.88 01/31/2018 20X4521 2021825 09/30/2050 02011 4.059999720 2,960,109.6300 40,060.15 01/31/2018 20X4521 2021825 09/30/2053 02011 4.059999720 31,958,188.0200 432,500.81 01/31/2018 20X4521 2021825 09/30/2054 02011 4.059999720 19,632,377.0000 265,691.50 01/31/2018 20X4521 2021825 09/30/2055 02011 4.059999720 50,731,993.0000 686,572.97 01/31/2018 20X4521 2021825 09/30/2056 02011 4.059999720 68,135,310.0000 922,097.86 01/31/2018 20X4521 2021825 09/30/2057 02011 4.059999720 4,495,933.0000 60,844.96 01/31/2018 20X4521 2021825 09/30/2050 02012 3.109999680 114,097.2000 1,182.81 01/31/2018 20X4521 2021825 09/30/2053 02012 3.109999680 11,049,589.4500 114,547.41 01/31/2018 20X4521 2021825 09/30/2054 02012 3.109999680 11,109,482.0000 115,168.30 01/31/2018 20X4521 2021825 09/30/2055 02012 3.109999680 12,987,107.0000 134,633.01 01/31/2018 20X4521 2021825 09/30/2056 02012 3.109999680 999,753.0000 10,364.11 01/31/2018 20X4521 2021825 09/30/2057 02012 3.109999680 629,359.0000 6,524.35 01/31/2018 20X4521 2021825 09/30/2058 02012 3.109999680 350,026.0000 3,628.60 01/31/2018 20X4521 2021825 09/30/2055 02014 2.029999680 9,297,496.3000 62,913.06 01/31/2018 20X4521 2021825 09/30/2056 02014 2.029999680 13,046,564.0000 88,281.75 01/31/2018 20X4521 2021825 09/30/2057 02014 2.029999680 4,818,523.0000 32,605.34 01/31/2018 20X4521 2021825 09/30/2058 02014 2.029999680 433,197.0000 2,931.30 01/31/2018 20X4521 2021825 09/30/2055 02015 2.970000000 2,964,056.5700 29,344.16 01/31/2018 20X4521 2021825 09/30/2056 02015 2.970000000 36,222,401.0000 358,601.77 01/31/2018 20X4521 2021825 09/30/2057 02015 2.970000000 14,302,124.0000 141,591.03 01/31/2018 20X4521 2021825 09/30/2058 02015 2.970000000 20,903,417.0000 206,943.83 01/31/2018 20X4521 2021825 09/30/2056 02016 2.970000000 6,674,645.0000 66,078.99 01/31/2018 20X4521 2021825 09/30/2057 02016 2.970000000 32,841,300.0000 325,128.87 01/31/2018 20X4521 2021825 09/30/2058 02016 2.970000000 8,128,937.0000 80,476.48 01/31/2018 20X4521 2021825 09/30/2057 02017 2.970000000 5,733,518.0000 56,761.83 01/31/2018 20X4521 2021825 09/30/2058 02017 2.970000000 14,549,721.0000 144,042.24 01/31/2018 ------------------------ ---------------------- 536,727,847.3700 5,870,716.71 FORD SUB-COHORT 20X4521 2021FORD 09/30/2050 02009 2.319999840 2,651,711,759.2800 20,506,570.94 01/31/2018 ------------------------ ---------------------- 2,651,711,759.2800 20,506,570.94 SWIPS SUB-COHORT 20X4521 2021SWIPS 09/30/2050 02011 2.999999880 144,070,516.8600 1,440,705.17 01/31/2018 20X4521 2021SWIPS 09/30/2053 02011 2.999999880 110,092,592.2000 1,100,925.92 01/31/2018 20X4521 2021SWIPS 09/30/2054 02011 2.999999880 53,471,007.1700 534,710.07 01/31/2018 ------------------------ ---------------------- 307,634,116.2300 3,076,341.16 AZSOLAR SUB-COHORT 20X4521 2021AZSOL 09/30/2050 02011 2.919999960 595,337,591.6900 5,794,619.23 01/31/2018 20X4521 2021AZSOL 09/30/2053 02011 2.919999960 198,179,167.9200 1,928,943.90 01/31/2018 20X4521 2021AZSOL 09/30/2054 02011 2.919999960 72,833,596.6000 708,913.67 01/31/2018 ------------------------ ---------------------- 866,350,356.2100 8,432,476.80 871 SUB-COHORT 20X4521 2021871 09/30/2050 02010 3.309999840 175,000,000.0000 1,930,833.33 01/31/2018 20X4521 2021871 09/30/2053 02010 3.309999840 325,000,000.0000 3,585,833.33 01/31/2018 20X4521 2021871 09/30/2050 02011 2.809999800 499,000,000.0000 4,673,966.67 01/31/2018 20X4521 2021871 09/30/2054 02012 3.159999720 352,530,322.2100 3,713,319.39 01/31/2018 20X4521 2021871 09/30/2054 02013 2.839999680 205,240,515.4500 1,942,943.55 01/31/2018 20X4521 2021871 09/30/2056 02013 2.839999680 250,000,000.0000 2,366,666.67 01/31/2018 20X4521 2021871 09/30/2050 02014 2.534599800 121,875,000.0000 1,029,681.25 01/31/2018 20X4521 2021871 09/30/2055 02014 2.534599800 73,125,000.0000 617,808.75 01/31/2018 20X4521 2021871 09/30/2057 02014 2.534599800 250,000,000.0000 2,112,166.67 01/31/2018 20X4521 2021871 09/30/2058 02014 2.534599800 45,000,000.0000 380,190.00 01/31/2018 ------------------------ ---------------------- 2,296,770,837.6600 22,353,409.61 SPONE SUB-COHORT 20X4521 2021SPONE 09/30/2050 02011 2.599999920 261,650,364.0400 2,267,636.49 01/31/2018 20X4521 2021SPONE 09/30/2053 02011 2.599999920 65,041,854.9500 563,696.08 01/31/2018 20X4521 2021SPONE 09/30/2054 02011 2.599999920 8,210,174.6100 71,154.85 01/31/2018 ------------------------ ---------------------- 334,902,393.6000 2,902,487.42 SPTWO SUB-COHORT 20X4521 2021SPTWO 09/30/2050 02011 2.869999920 305,767,681.0700 2,925,177.48 01/31/2018 20X4521 2021SPTWO 09/30/2053 02011 2.869999920 39,182,544.2700 374,846.34 01/31/2018 ------------------------ ---------------------- 344,950,225.3400 3,300,023.82 SPEIG SUB-COHORT 20X4521 2021SPEIG 09/30/2050 02011 2.849999760 302,027,525.1100 2,869,261.49 01/31/2018 20X4521 2021SPEIG 09/30/2053 02011 2.849999760 88,585,563.6900 841,562.85 01/31/2018 ------------------------ ---------------------- 390,613,088.8000 3,710,824.34 AGUACAL SUB-COHORT 20X4521 2021AGUAC 09/30/2050 02011 2.679999840 466,272,094.2200 4,165,364.04 01/31/2018 20X4521 2021AGUAC 09/30/2053 02011 2.679999840 178,414,110.3000 1,593,832.72 01/31/2018 20X4521 2021AGUAC 09/30/2054 02011 2.679999840 159,970,347.2300 1,429,068.44 01/31/2018 20X4521 2021AGUAC 09/30/2055 02011 2.679999840 10,196,916.8300 91,092.46 01/31/2018 ------------------------ ---------------------- 814,853,468.5800 7,279,357.66 RECHILL SUB-COHORT 20X4521 2021RECHI 09/30/2050 02011 2.829999960 50,963,512.9800 480,755.81 01/31/2018 ------------------------ ---------------------- 50,963,512.9800 480,755.81 USG-OREG SUB-COHORT 20X4521 2021USGOR 09/30/2050 02011 2.340000000 48,454,952.0800 377,948.63 01/31/2018 20X4521 2021USGOR 09/30/2053 02011 2.340000000 6,069,718.1800 47,343.80 01/31/2018 ------------------------ ---------------------- 54,524,670.2600 425,292.43 TONOPAH SUB-COHORT 20X4521 2021TONOP 09/30/2050 02011 2.619999720 165,721,706.3100 1,447,302.90 01/31/2018 20X4521 2021TONOP 09/30/2053 02011 2.619999720 117,112,597.5800 1,022,783.35 01/31/2018 20X4521 2021TONOP 09/30/2054 02011 2.619999720 158,770,452.0800 1,386,595.28 01/31/2018 20X4521 2021TONOP 09/30/2055 02011 2.619999720 7,120,407.0800 62,184.89 01/31/2018 ------------------------ ---------------------- 448,725,163.0500 3,918,866.42 COGENTRX SUB-COHORT 20X4521 2021COGEN 09/30/2050 02011 2.079999720 48,365,656.0900 335,335.22 01/31/2018 ------------------------ ---------------------- 48,365,656.0900 335,335.22 MOJAVE SUB-COHORT 20X4521 2021MOJAV 09/30/2050 02011 2.379999960 148,042,295.0300 1,174,468.87 01/31/2018 20X4521 2021MOJAV 09/30/2053 02011 2.379999960 514,744,381.5200 4,083,638.76 01/31/2018 20X4521 2021MOJAV 09/30/2055 02011 2.379999960 105,391,609.7700 836,106.77 01/31/2018 ------------------------ ---------------------- 768,178,286.3200 6,094,214.40 HIGHPR SUB-COHORT 20X4521 2021HIGHP 09/30/2050 02011 2.379999960 554,342,546.5400 4,397,784.20 01/31/2018 20X4521 2021HIGHP 09/30/2053 02011 2.379999960 143,371,294.8900 1,137,412.27 01/31/2018 20X4521 2021HIGHP 09/30/2054 02011 2.379999960 48,637,786.7000 385,859.77 01/31/2018 ------------------------ ---------------------- 746,351,628.1300 5,921,056.24 AVSOLAR SUB-COHORT 20X4521 2021AVSOL 09/30/2050 02011 2.619999720 46,575,334.6300 406,757.92 01/31/2018 20X4521 2021AVSOL 09/30/2053 02011 2.619999720 296,622,546.2500 2,590,503.57 01/31/2018 20X4521 2021AVSOL 09/30/2054 02011 2.619999720 147,317,649.5700 1,286,574.14 01/31/2018 20X4521 2021AVSOL 09/30/2055 02011 2.619999720 34,504,232.1400 301,336.96 01/31/2018 ------------------------ ---------------------- 525,019,762.5900 4,585,172.59 MESQU SUB-COHORT 20X4521 2021MESQU 09/30/2053 02011 2.219999760 231,476,828.0000 1,712,928.53 01/31/2018 ------------------------ ---------------------- 231,476,828.0000 1,712,928.53 HBCU SUB-COHORT 20X4521 2021HBCU 09/30/2053 02013 3.793599720 128,157,271.1100 1,620,591.41 01/31/2018 20X4521 2021HBCU 09/30/2054 02013 3.793599720 22,524,269.6700 284,826.90 01/31/2018 20X4521 2021HBCU 09/30/2055 02013 3.793599720 343,519.4200 4,343.92 01/31/2018 20X4521 2021HBCU 09/30/2056 02013 3.793599720 12,772,706.2100 161,515.13 01/31/2018 20X4521 2021HBCU 09/30/2054 02014 2.729999880 50,650,001.4300 460,915.01 01/31/2018 20X4521 2021HBCU 09/30/2055 02014 2.729999880 18,750,171.1900 170,626.56 01/31/2018 20X4521 2021HBCU 09/30/2056 02014 2.729999880 7,776,563.5100 70,766.73 01/31/2018 20X4521 2021HBCU 09/30/2055 02015 3.658099680 103,115,912.5900 1,257,361.07 01/31/2018 20X4521 2021HBCU 09/30/2056 02015 3.658099680 297,205.9000 3,624.03 01/31/2018 20X4521 2021HBCU 09/30/2057 02015 3.658099680 39,346,235.1800 479,774.88 01/31/2018 20X4521 2021HBCU 09/30/2058 02015 3.658099680 8,213,461.7500 100,152.21 01/31/2018 20X4521 2021HBCU 09/30/2056 02016 3.249999720 73,042,426.1000 791,292.95 01/31/2018 20X4521 2021HBCU 09/30/2057 02016 3.249999720 603,569.8600 6,538.67 01/31/2018 20X4521 2021HBCU 09/30/2058 02016 3.249999720 3,692,874.4200 40,006.14 01/31/2018 20X4521 2021HBCU 09/30/2057 02017 3.372499800 126,794,531.1700 1,425,381.85 01/31/2018 20X4521 2021HBCU 09/30/2058 02018 2.809999800 42,453,785.9400 397,650.46 01/31/2018 ------------------------ ---------------------- 638,534,505.4500 7,275,367.92 GPOWER SUB-COHORT 20X4521 2021GPOWE 09/30/2054 02014 2.889000000 1,000,000,000.0000 9,630,000.00 01/31/2018 20X4521 2021GPOWE 09/30/2055 02014 2.889000000 800,000,000.0000 7,704,000.00 01/31/2018 20X4521 2021GPOWE 09/30/2056 02014 2.889000000 700,000,000.0000 6,741,000.00 01/31/2018 20X4521 2021GPOWE 09/30/2057 02014 2.889000000 125,000,000.0000 1,203,750.00 01/31/2018 ------------------------ ---------------------- 2,625,000,000.0000 25,278,750.00 OTHORPE SUB-COHORT 20X4521 2021OTHOR 09/30/2054 02014 2.835000000 725,000,000.0000 6,851,250.00 01/31/2018 20X4521 2021OTHOR 09/30/2055 02014 2.835000000 270,000,000.0000 2,551,500.00 01/31/2018 20X4521 2021OTHOR 09/30/2056 02014 2.835000000 425,000,000.0000 4,016,250.00 01/31/2018 20X4521 2021OTHOR 09/30/2057 02014 2.835000000 150,000,000.0000 1,417,500.00 01/31/2018 ------------------------ ---------------------- 1,570,000,000.0000 14,836,500.00 OF-CH SUB-COHORT 20X4521 2021OF-CH 09/30/2054 02013 2.421859680 12,361,164.4200 99,790.03 01/31/2018 20X4521 2021OF-CH 09/30/2055 02013 2.421859680 36,000,000.0000 290,623.20 01/31/2018 20X4521 2021OF-CH 09/30/2056 02013 2.421859680 48,374,953.7600 390,524.55 01/31/2018 ------------------------ ---------------------- 96,736,118.1800 780,937.78 CR-CD SUB-COHORT 20X4521 2021CR-CD 09/30/2054 02013 3.714699960 20,787,254.4100 257,394.71 01/31/2018 20X4521 2021CR-CD 09/30/2056 02013 3.714699960 26,782,162.9800 331,625.67 01/31/2018 ------------------------ ---------------------- 47,569,417.3900 589,020.38 881 SUB-COHORT 20X4521 2021881 09/30/2054 02014 2.979999720 21,378,341.6300 212,358.19 01/31/2018 ------------------------ ---------------------- 21,378,341.6300 212,358.19 BA-LI SUB-COHORT 20X4521 2021BA-LI 09/30/2055 02013 3.671199720 14,157,515.7400 173,250.24 01/31/2018 20X4521 2021BA-LI 09/30/2056 02013 3.671199720 9,091,670.2400 111,257.80 01/31/2018 20X4521 2021BA-LI 09/30/2057 02013 3.671199720 11,680,150.5100 142,933.90 01/31/2018 ------------------------ ---------------------- 34,929,336.4900 427,441.94 BA-EC SUB-COHORT 20X4521 2021BA-EC 09/30/2055 02013 3.671199720 11,790,970.2000 144,290.03 01/31/2018 20X4521 2021BA-EC 09/30/2057 02013 3.671199720 5,350,700.0300 65,478.30 01/31/2018 20X4521 2021BA-EC 09/30/2058 02013 3.671199720 2,658,171.8100 32,528.93 01/31/2018 ------------------------ ---------------------- 19,799,842.0400 242,297.26 CR-LI SUB-COHORT 20X4521 2021CR-LI 09/30/2055 02014 2.542399920 3,626,336.6600 30,731.99 01/31/2018 20X4521 2021CR-LI 09/30/2056 02014 2.542399920 29,111,549.8400 246,710.68 01/31/2018 ------------------------ ---------------------- 32,737,886.5000 277,442.67 CR-RF SUB-COHORT 20X4521 2021CR-RF 09/30/2055 02014 2.542399920 12,242,378.3200 103,750.08 01/31/2018 20X4521 2021CR-RF 09/30/2056 02014 2.542399920 23,493,334.1700 199,098.18 01/31/2018 20X4521 2021CR-RF 09/30/2057 02014 2.542399920 10,366,058.4100 87,848.89 01/31/2018 20X4521 2021CR-RF 09/30/2058 02014 2.542399920 650,000.0000 5,508.53 01/31/2018 ------------------------ ---------------------- 46,751,770.9000 396,205.68 M-J1 SUB-COHORT 20X4521 2021M-J1 09/30/2055 02015 3.708000000 111,778,343.0000 1,381,580.32 01/31/2018 ------------------------ ---------------------- 111,778,343.0000 1,381,580.32 M-J2 SUB-COHORT 20X4521 2021M-J2 09/30/2055 02015 3.678999840 21,733,433.0000 266,524.33 01/31/2018 ------------------------ ---------------------- 21,733,433.0000 266,524.33 M-J5 SUB-COHORT 20X4521 2021M-J5 09/30/2055 02015 2.700000000 97,123,971.0000 874,115.74 01/31/2018 ------------------------ ---------------------- 97,123,971.0000 874,115.74 M-J6 SUB-COHORT 20X4521 2021M-J6 09/30/2055 02015 2.709999720 63,515,344.0000 573,755.27 01/31/2018 ------------------------ ---------------------- 63,515,344.0000 573,755.27 M-J7 SUB-COHORT 20X4521 2021M-J7 09/30/2055 02015 3.911999760 33,291,500.0000 434,121.16 01/31/2018 ------------------------ ---------------------- 33,291,500.0000 434,121.16 M-M1 SUB-COHORT 20X4521 2021M-M1 09/30/2055 02015 2.589999840 120,244,723.0000 1,038,112.78 01/31/2018 ------------------------ ---------------------- 120,244,723.0000 1,038,112.78 M-M2 SUB-COHORT 20X4521 2021M-M2 09/30/2055 02015 2.610000000 29,132,674.0000 253,454.26 01/31/2018 ------------------------ ---------------------- 29,132,674.0000 253,454.26 M-M3 SUB-COHORT 20X4521 2021M-M3 09/30/2055 02015 2.849999760 113,386,498.0000 1,077,171.73 01/31/2018 ------------------------ ---------------------- 113,386,498.0000 1,077,171.73 M-M4 SUB-COHORT 20X4521 2021M-M4 09/30/2055 02015 2.859999840 30,704,860.0000 292,719.67 01/31/2018 ------------------------ ---------------------- 30,704,860.0000 292,719.67 M-M5 SUB-COHORT 20X4521 2021M-M5 09/30/2055 02015 2.700000000 92,442,874.0000 831,985.87 01/31/2018 ------------------------ ---------------------- 92,442,874.0000 831,985.87 M-M6 SUB-COHORT 20X4521 2021M-M6 09/30/2055 02015 2.709999720 69,951,592.0000 631,896.05 01/31/2018 ------------------------ ---------------------- 69,951,592.0000 631,896.05 M-M7 SUB-COHORT 20X4521 2021M-M7 09/30/2055 02015 3.908999880 17,500,000.0000 228,025.00 01/31/2018 ------------------------ ---------------------- 17,500,000.0000 228,025.00 M-P1 SUB-COHORT 20X4521 2021M-P1 09/30/2055 02015 3.726999720 130,737,231.0000 1,624,192.20 01/31/2018 ------------------------ ---------------------- 130,737,231.0000 1,624,192.20 M-P2 SUB-COHORT 20X4521 2021M-P2 09/30/2055 02015 3.762999720 63,491,525.0000 796,395.36 01/31/2018 ------------------------ ---------------------- 63,491,525.0000 796,395.36 M-P3 SUB-COHORT 20X4521 2021M-P3 09/30/2055 02015 3.989999880 86,435,720.0000 1,149,595.08 01/31/2018 ------------------------ ---------------------- 86,435,720.0000 1,149,595.08 M-P4 SUB-COHORT 20X4521 2021M-P4 09/30/2055 02015 4.009999680 55,370,528.0000 740,119.39 01/31/2018 ------------------------ ---------------------- 55,370,528.0000 740,119.39 HUD542 SUB-COHORT 20X4521 2021HUD54 09/30/2055 02015 2.602009800 102,809,658.9600 891,705.87 01/31/2018 20X4521 2021HUD54 09/30/2056 02016 2.969249760 442,470,460.4600 4,379,351.38 01/31/2018 20X4521 2021HUD54 09/30/2057 02016 2.969249760 124,453,277.3800 1,231,776.31 01/31/2018 20X4521 2021HUD54 09/30/2057 02017 3.038499720 518,465,563.0200 5,251,192.04 01/31/2018 20X4521 2021HUD54 09/30/2058 02017 3.038499720 92,964,536.0000 941,575.81 01/31/2018 20X4521 2021HUD54 09/30/2058 02018 3.033589680 22,544,624.3100 227,970.49 01/31/2018 ------------------------ ---------------------- 1,303,708,120.1300 12,923,571.90 CR-IF SUB-COHORT 20X4521 2021CR-IF 09/30/2055 02014 2.542399920 4,350,966.4400 36,872.99 01/31/2018 20X4521 2021CR-IF 09/30/2056 02014 2.542399920 9,439,002.9700 79,992.40 01/31/2018 20X4521 2021CR-IF 09/30/2057 02014 2.542399920 9,878,386.5800 83,716.03 01/31/2018 ------------------------ ---------------------- 23,668,355.9900 200,581.42 CR-CI SUB-COHORT 20X4521 2021CR-CI 09/30/2056 02014 2.542399920 27,445,079.3700 232,587.90 01/31/2018 20X4521 2021CR-CI 09/30/2057 02014 2.542399920 13,485,000.0000 114,280.88 01/31/2018 ------------------------ ---------------------- 40,930,079.3700 346,868.78 CR-RD SUB-COHORT 20X4521 2021CR-RD 09/30/2056 02015 3.616999920 3,885,875.9900 46,850.71 01/31/2018 20X4521 2021CR-RD 09/30/2057 02015 3.616999920 19,059,083.6900 229,789.02 01/31/2018 ------------------------ ---------------------- 22,944,959.6800 276,639.73 OF-KH SUB-COHORT 20X4521 2021OF-KH 09/30/2056 02015 3.614299920 5,503,726.3500 66,307.06 01/31/2018 20X4521 2021OF-KH 09/30/2057 02015 3.614299920 4,350,000.0000 52,407.35 01/31/2018 ------------------------ ---------------------- 9,853,726.3500 118,714.41 OF-CL SUB-COHORT 20X4521 2021OF-CL 09/30/2056 02015 3.614299920 2,914,984.7000 35,118.76 01/31/2018 20X4521 2021OF-CL 09/30/2057 02015 3.614299920 8,888,806.0000 107,089.37 01/31/2018 ------------------------ ---------------------- 11,803,790.7000 142,208.13 OF-CH2 SUB-COHORT 20X4521 2021OFCH2 09/30/2056 02015 3.388299840 8,401,263.2800 94,886.67 01/31/2018 20X4521 2021OFCH2 09/30/2057 02015 3.388299840 29,000,000.0000 327,535.67 01/31/2018 20X4521 2021OFCH2 09/30/2058 02015 3.388299840 9,000,000.0000 101,649.00 01/31/2018 ------------------------ ---------------------- 46,401,263.2800 524,071.34 OF-CC SUB-COHORT 20X4521 2021OF-CC 09/30/2056 02015 3.614299920 5,405,468.8100 65,123.29 01/31/2018 20X4521 2021OF-CC 09/30/2057 02015 3.614299920 3,700,000.0000 44,576.37 01/31/2018 ------------------------ ---------------------- 9,105,468.8100 109,699.66 OF-CP SUB-COHORT 20X4521 2021OF-CP 09/30/2057 02015 3.614299920 7,952,019.6400 95,803.28 01/31/2018 ------------------------ ---------------------- 7,952,019.6400 95,803.28 CRRF2 SUB-COHORT 20X4521 2021CRRF2 09/30/2057 02016 3.097099800 12,545,764.2200 129,518.29 01/31/2018 20X4521 2021CRRF2 09/30/2058 02016 3.097099800 1,070,000.0000 11,046.32 01/31/2018 ------------------------ ---------------------- 13,615,764.2200 140,564.61 OF-FA SUB-COHORT 20X4521 2021OF-FA 09/30/2057 02015 3.614299920 1,279,240.0000 15,411.86 01/31/2018 20X4521 2021OF-FA 09/30/2058 02015 3.614299920 919,760.0000 11,080.96 01/31/2018 ------------------------ ---------------------- 2,199,000.0000 26,492.82 OF-CV SUB-COHORT 20X4521 2021OF-CV 09/30/2057 02015 3.614299920 6,273,896.4500 75,585.81 01/31/2018 20X4521 2021OF-CV 09/30/2058 02015 3.614299920 378,788.7300 4,563.52 01/31/2018 ------------------------ ---------------------- 6,652,685.1800 80,149.33 OF-BC SUB-COHORT 20X4521 2021OF-BC 09/30/2057 02015 3.614299920 2,068,113.9200 24,915.95 01/31/2018 ------------------------ ---------------------- 2,068,113.9200 24,915.95 CRLI2 SUB-COHORT 20X4521 2021CRLI2 09/30/2057 02016 3.097099800 25,133,084.1500 259,465.58 01/31/2018 ------------------------ ---------------------- 25,133,084.1500 259,465.58 CR-AM SUB-COHORT 20X4521 2021CR-AM 09/30/2058 02017 3.359799720 65,000,000.0000 727,956.67 01/31/2018 ------------------------ ---------------------- 65,000,000.0000 727,956.67 ======================== ====================== 36,347,850,986.9800 335,665,930.75 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 20X4521 2021820 09/30/2050 02010 10/05/2017 INT + 0.0000 412,022.85 324398 2021881 09/30/2054 02014 10/05/2017 INT + 0.0000 2,644.84 324419 2021825 09/30/2055 02015 10/05/2017 INT + 0.0000 9,798.03 324417 2021825 09/30/2055 02014 10/05/2017 INT + 0.0000 4,782.39 324415 2021825 09/30/2053 02012 10/05/2017 INT + 0.0000 10,257.83 324413 2021825 09/30/2050 02011 10/05/2017 INT + 0.0000 67,760.59 324411 2021825 09/30/2050 02010 10/05/2017 INT + 0.0000 37,695.84 324409 2021820 09/30/2055 02015 10/05/2017 INT + 0.0000 47,128.27 324407 2021820 09/30/2055 02014 10/05/2017 INT + 0.0000 95,021.07 324405 2021820 09/30/2054 02013 10/05/2017 INT + 0.0000 238,724.58 324403 2021820 09/30/2053 02012 10/05/2017 INT + 0.0000 259,089.78 324401 2021820 09/30/2050 02011 10/05/2017 INT + 0.0000 292,418.29 324399 2021COGEN 09/30/2050 02011 10/06/2017 INT + 0.0000 14,745.00 324421 2021AGUAC 09/30/2053 02011 10/10/2017 INT + 0.0000 202,419.97 324427 2021AVSOL 09/30/2053 02011 10/10/2017 INT + 0.0000 136,683.03 324429 2021HBCU 09/30/2053 02013 10/12/2017 INT + 0.0000 30,409.76 324437 2021HBCU 09/30/2054 02014 10/12/2017 INT + 0.0000 10,445.23 324439 2021HBCU 09/30/2055 02015 10/12/2017 INT + 0.0000 4,451.50 324441 2021871 09/30/2050 02014 10/18/2017 INT + 0.0000 39,603.13 324463 2021871 09/30/2054 02012 10/18/2017 INT + 0.0000 79,869.61 324461 2021871 09/30/2054 02013 10/18/2017 INT + 0.0000 74,409.21 324462 2021HUD54 09/30/2055 02015 10/19/2017 INT + 0.0000 1,198.68 324467 2021HUD54 09/30/2056 02016 10/19/2017 INT + 0.0000 8,447.82 324469 2021HUD54 09/30/2057 02017 10/19/2017 INT + 0.0000 4,764.78 324471 2021820 09/30/2050 02010 10/25/2017 INT + 0.0000 364,050.97 324485 2021RECHI 09/30/2050 02011 10/26/2017 INT + 0.0000 5,187.78 324491 2021SPEIG 09/30/2053 02011 10/30/2017 INT + 0.0000 89,796.66 324498 2021820 09/30/2050 02011 10/31/2017 INT + 0.0000 77,934.93 324505 2021HBCU 09/30/2054 02014 11/03/2017 INT + 0.0000 39.57 324515 2021COGEN 09/30/2050 02011 11/08/2017 INT + 0.0000 6,915.22 324520 2021820 09/30/2050 02010 11/16/2017 INT + 0.0000 11,027.22 324528 2021HUD54 09/30/2055 02015 11/29/2017 INT + 0.0000 1,203.96 324567 2021HUD54 09/30/2056 02016 11/29/2017 INT + 0.0000 8,473.73 324568 2021HUD54 09/30/2057 02017 11/29/2017 INT + 0.0000 6,639.69 324569 2021820 09/30/2050 02011 11/29/2017 INT + 0.0000 514,627.03 324563 2021820 09/30/2050 02010 11/30/2017 INT + 0.0000 132,704.82 324577 2021HBCU 09/30/2054 02014 12/14/2017 INT + 0.0000 13,571.07 324609 2021HBCU 09/30/2055 02013 12/14/2017 INT + 0.0000 3,248.99 324607 2021HBCU 09/30/2056 02015 12/14/2017 INT + 0.0000 30,641.84 324611 2021HBCU 09/30/2057 02016 12/14/2017 INT + 0.0000 7,839.16 324613 2021AZSOL 09/30/2050 02011 12/18/2017 INT + 0.0000 13,226.03 324621 2021MOJAV 09/30/2050 02011 12/18/2017 INT + 0.0000 156,579.57 324623 2021820 09/30/2054 02013 12/19/2017 INT + 0.0000 361,507.94 324630 2021820 09/30/2056 02016 12/19/2017 INT + 0.0000 23,708.16 324632 2021FORD 09/30/2050 02009 12/20/2017 INT + 0.0000 1,713,042.06 324636 2021HUD54 09/30/2055 02015 12/20/2017 INT + 0.0000 1,209.25 324638 2021HUD54 09/30/2056 02016 12/20/2017 INT + 0.0000 8,499.71 324640 2021HUD54 09/30/2057 02017 12/20/2017 INT + 0.0000 6,779.20 324642 2021BA-LI 09/30/2055 02013 12/21/2017 INT + 0.0000 4,617.72 324644 2021CR-CD 09/30/2054 02013 12/21/2017 INT + 0.0000 5,912.83 324646 2021CR-CI 09/30/2056 02014 12/21/2017 INT + 0.0000 4,303.15 324648 2021CR-IF 09/30/2055 02014 12/21/2017 INT + 0.0000 2,342.21 324650 2021CR-LI 09/30/2055 02014 12/21/2017 INT + 0.0000 3,767.82 324652 2021CR-RD 09/30/2056 02015 12/21/2017 INT + 0.0000 2,840.26 324654 2021CR-RF 09/30/2055 02014 12/21/2017 INT + 0.0000 4,883.79 324656 2021CRLI2 09/30/2057 02016 12/21/2017 INT + 0.0000 2,279.39 324658 2021CRRF2 09/30/2057 02016 12/21/2017 INT + 0.0000 1,337.88 324660 2021OF-BC 09/30/2057 02015 12/21/2017 INT + 0.0000 214.80 324662 2021OF-CC 09/30/2056 02015 12/21/2017 INT + 0.0000 1,708.32 324664 2021OF-CH 09/30/2054 02013 12/21/2017 INT + 0.0000 19,845.15 324666 2021OF-CL 09/30/2056 02015 12/21/2017 INT + 0.0000 1,303.23 324668 2021OF-CP 09/30/2057 02015 12/21/2017 INT + 0.0000 867.08 324670 2021OF-CV 09/30/2057 02015 12/21/2017 INT + 0.0000 731.72 324672 2021OF-KH 09/30/2056 02015 12/21/2017 INT + 0.0000 2,643.38 324674 2021OFCH2 09/30/2056 02015 12/21/2017 INT + 0.0000 10,143.50 324676 2021TONOP 09/30/2050 02011 12/21/2017 INT + 0.0000 73,594.72 324678 2021RECHI 09/30/2050 02011 12/27/2017 INT + 0.0000 13,414.20 324705 2021SPONE 09/30/2050 02011 12/27/2017 INT + 0.0000 160,178.14 324701 2021USGOR 09/30/2050 02011 12/27/2017 INT + 0.0000 28,011.00 324703 2021AZSOL 09/30/2050 02011 12/29/2017 INT + 0.0000 621,382.00 324716 2021SWIPS 09/30/2050 02011 12/29/2017 INT + 0.0000 29,328.75 324714 2021AGUAC 09/30/2050 02011 01/05/2018 INT + 0.0000 37,054.00 324745 2021AVSOL 09/30/2050 02011 01/05/2018 INT + 0.0000 61,487.32 324746 2021MESQU 09/30/2053 02011 01/05/2018 INT + 0.0000 89,227.74 324747 2021820 09/30/2050 02010 01/05/2018 INT + 0.0000 420,255.10 324730 2021820 09/30/2050 02011 01/05/2018 INT + 0.0000 296,528.06 324731 2021820 09/30/2053 02012 01/05/2018 INT + 0.0000 271,407.04 324732 2021820 09/30/2054 02013 01/05/2018 INT + 0.0000 256,039.96 324733 2021820 09/30/2055 02014 01/05/2018 INT + 0.0000 104,765.84 324734 2021820 09/30/2055 02015 01/05/2018 INT + 0.0000 88,683.96 324735 2021825 09/30/2050 02010 01/05/2018 INT + 0.0000 38,060.46 324736 2021825 09/30/2053 02011 01/05/2018 INT + 0.0000 68,339.18 324737 2021825 09/30/2053 02012 01/05/2018 INT + 0.0000 10,360.57 324738 2021825 09/30/2055 02014 01/05/2018 INT + 0.0000 4,809.14 324739 2021825 09/30/2055 02015 01/05/2018 INT + 0.0000 10,186.58 324740 2021881 09/30/2054 02014 01/05/2018 INT + 0.0000 2,744.06 324741 2021HBCU 09/30/2053 02013 01/10/2018 INT + 0.0000 36,484.92 324752 2021HBCU 09/30/2056 02016 01/10/2018 INT + 0.0000 3,142.72 324753 2021HBCU 09/30/2057 02017 01/10/2018 INT + 0.0000 26,239.19 324754 2021AVSOL 09/30/2050 02011 01/12/2018 INT + 0.0000 4,671.96 324757 2021871 09/30/2050 02014 01/18/2018 INT + 0.0000 39,603.13 324771 2021871 09/30/2054 02012 01/18/2018 INT + 0.0000 79,878.04 324772 2021871 09/30/2054 02013 01/18/2018 INT + 0.0000 74,422.40 324769 2021HUD54 09/30/2055 02015 01/26/2018 INT + 0.0000 1,214.58 324792 2021HUD54 09/30/2056 02016 01/26/2018 INT + 0.0000 8,525.78 324794 2021HUD54 09/30/2057 02017 01/26/2018 INT + 0.0000 7,135.62 324796 2021HUD54 09/30/2058 02018 01/26/2018 INT + 0.0000 5.70 324798 2021RECHI 09/30/2050 02011 01/26/2018 INT + 0.0000 4,331.68 324806 ------------------------ ---------------------- 0.0000 8,684,502.41 ======================== ====================== 0.0000 8,684,502.41