Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- 101 SUB-COHORT 12X4212 1212101 09/30/2020 01992 5.480000000000 604,000.0000 16,549.60 03/31/2018 12X4212 1212101 09/30/2021 01992 5.480000000000 1,775,000.0000 48,635.00 03/31/2018 12X4212 1212101 09/30/2022 01992 5.480000000000 36,000.0000 986.40 03/31/2018 12X4212 1212101 09/30/2020 01993 4.630000000000 2,466,500.0000 57,099.47 03/31/2018 12X4212 1212101 09/30/2021 01993 4.630000000000 321,000.0000 7,431.15 03/31/2018 12X4212 1212101 09/30/2022 01993 4.630000000000 70,000.0000 1,620.50 03/31/2018 12X4212 1212101 09/30/2020 01994 5.420000000000 4,096,500.0000 111,015.15 03/31/2018 12X4212 1212101 09/30/2021 01994 5.420000000000 193,000.0000 5,230.30 03/31/2018 12X4212 1212101 09/30/2020 01995 6.740000000000 2,731,000.0000 92,034.70 03/31/2018 12X4212 1212101 09/30/2021 01995 6.740000000000 737,000.0000 24,836.90 03/31/2018 12X4212 1212101 09/30/2022 01995 6.740000000000 18,000.0000 606.60 03/31/2018 12X4212 1212101 09/30/2023 01995 6.740000000000 9,000.0000 303.30 03/31/2018 12X4212 1212101 09/30/2020 01996 5.970000000000 5,097,500.0000 152,160.37 03/31/2018 12X4212 1212101 09/30/2021 01996 5.970000000000 1,036,000.0000 30,924.60 03/31/2018 12X4212 1212101 09/30/2020 01997 6.150000000000 8,198,500.0000 252,103.87 03/31/2018 12X4212 1212101 09/30/2021 01997 6.150000000000 987,000.0000 30,350.25 03/31/2018 12X4212 1212101 09/30/2022 01997 6.150000000000 4,000.0000 123.00 03/31/2018 12X4212 1212101 09/30/2020 01998 5.550000000000 8,240,500.0000 228,673.87 03/31/2018 12X4212 1212101 09/30/2021 01998 5.550000000000 1,260,000.0000 34,965.00 03/31/2018 12X4212 1212101 09/30/2022 01998 5.550000000000 71,000.0000 1,970.25 03/31/2018 12X4212 1212101 09/30/2020 01999 5.200000000000 14,146,000.0000 367,796.00 03/31/2018 12X4212 1212101 09/30/2021 01999 5.200000000000 2,594,000.0000 67,444.00 03/31/2018 12X4212 1212101 09/30/2022 01999 5.200000000000 198,000.0000 5,148.00 03/31/2018 12X4212 1212101 09/30/2021 02000 6.250000000000 3,387,000.0000 105,843.75 03/31/2018 12X4212 1212101 09/30/2024 02000 6.250000000000 9,772,000.0000 305,375.00 03/31/2018 12X4212 1212101 09/30/2020 02001 4.960000000000 16,564,000.0000 410,787.20 03/31/2018 12X4212 1212101 09/30/2021 02001 4.960000000000 1,501,000.0000 37,224.80 03/31/2018 12X4212 1212101 09/30/2022 02001 4.960000000000 21,000.0000 520.80 03/31/2018 12X4212 1212101 09/30/2023 02001 4.960000000000 80,200.0000 1,988.96 03/31/2018 12X4212 1212101 09/30/2020 02002 4.010000000000 17,847,500.0000 357,842.37 03/31/2018 12X4212 1212101 09/30/2023 02002 4.010000000000 313,000.0000 6,275.65 03/31/2018 12X4212 1212101 09/30/2022 02003 3.010000000000 325,000.0000 4,891.25 03/31/2018 12X4212 1212101 09/30/2023 02003 3.010000000000 11,000.0000 165.55 03/31/2018 12X4212 1212101 09/30/2024 02003 3.010000000000 18,693,500.0000 281,337.17 03/31/2018 12X4212 1212101 09/30/2021 02004 3.360000000000 2,098,000.0000 35,246.40 03/31/2018 12X4212 1212101 09/30/2022 02004 3.360000000000 214,000.0000 3,595.20 03/31/2018 12X4212 1212101 09/30/2024 02004 3.360000000000 17,419,000.0000 292,639.20 03/31/2018 12X4212 1212101 09/30/2020 02005 3.980000000000 23,226,000.0000 462,197.40 03/31/2018 12X4212 1212101 09/30/2022 02005 3.980000000000 102,000.0000 2,029.80 03/31/2018 12X4212 1212101 09/30/2023 02005 3.980000000000 97,000.0000 1,930.30 03/31/2018 12X4212 1212101 09/30/2020 02006 4.790000000000 33,396,500.0000 799,846.17 03/31/2018 12X4212 1212101 09/30/2023 02006 4.790000000000 147,000.0000 3,520.65 03/31/2018 12X4212 1212101 09/30/2024 02007 4.790000000000 33,334,000.0000 798,349.30 03/31/2018 12X4212 1212101 09/30/2021 02008 3.290000000000 9,556,000.0000 157,196.20 03/31/2018 12X4212 1212101 09/30/2022 02008 3.290000000000 8,000.0000 131.60 03/31/2018 12X4212 1212101 09/30/2023 02008 3.290000000000 147,000.0000 2,418.15 03/31/2018 12X4212 1212101 09/30/2024 02008 3.290000000000 35,886,500.0000 590,332.92 03/31/2018 12X4212 1212101 09/30/2020 02009 2.380000000000 116,508,492.0000 1,386,451.05 03/31/2018 12X4212 1212101 09/30/2021 02009 2.380000000000 4,658,000.0000 55,430.20 03/31/2018 12X4212 1212101 09/30/2022 02009 2.380000000000 887,000.0000 10,555.30 03/31/2018 12X4212 1212101 09/30/2023 02009 2.380000000000 1,513,000.0000 18,004.70 03/31/2018 12X4212 1212101 09/30/2020 02010 2.220000000000 82,758,986.0000 918,624.74 03/31/2018 12X4212 1212101 09/30/2021 02010 2.220000000000 26,668,000.0000 296,014.80 03/31/2018 12X4212 1212101 09/30/2022 02010 2.220000000000 1,638,000.0000 18,181.80 03/31/2018 12X4212 1212101 09/30/2023 02010 2.220000000000 795,000.0000 8,824.50 03/31/2018 12X4212 1212101 09/30/2021 02011 1.830000000000 104,464,500.0000 955,850.17 03/31/2018 12X4212 1212101 09/30/2022 02011 1.830000000000 2,649,000.0000 24,238.35 03/31/2018 12X4212 1212101 09/30/2021 02012 1.270000000000 31,225,000.0000 198,278.75 03/31/2018 12X4212 1212101 09/30/2022 02012 1.270000000000 1,034,000.0000 6,565.90 03/31/2018 12X4212 1212101 09/30/2023 02012 1.270000000000 1,899,000.0000 12,058.65 03/31/2018 12X4212 1212101 09/30/2024 02012 1.270000000000 114,574,000.0000 727,544.90 03/31/2018 12X4212 1212101 09/30/2019 02013 1.750000000000 163,632,671.0000 1,431,785.87 03/31/2018 12X4212 1212101 09/30/2021 02013 1.750000000000 11,491,000.0000 100,546.25 03/31/2018 12X4212 1212101 09/30/2022 02013 1.750000000000 3,667,000.0000 32,086.25 03/31/2018 12X4212 1212101 09/30/2023 02013 1.750000000000 1,296,000.0000 11,340.00 03/31/2018 12X4212 1212101 09/30/2024 02013 1.750000000000 12,000.0000 105.00 03/31/2018 12X4212 1212101 09/30/2020 02014 1.660000000000 174,987,500.0000 1,452,396.25 03/31/2018 12X4212 1212101 09/30/2021 02014 1.660000000000 129,037,000.0000 1,071,007.10 03/31/2018 12X4212 1212101 09/30/2022 02014 1.660000000000 4,386,000.0000 36,403.80 03/31/2018 12X4212 1212101 09/30/2023 02014 1.660000000000 298,000.0000 2,473.40 03/31/2018 12X4212 1212101 09/30/2024 02014 1.660000000000 29,000.0000 240.70 03/31/2018 12X4212 1212101 09/30/2021 02015 1.630000000000 344,247,500.0000 2,805,617.12 03/31/2018 12X4212 1212101 09/30/2022 02015 1.630000000000 158,932,000.0000 1,295,295.80 03/31/2018 12X4212 1212101 09/30/2023 02015 1.630000000000 3,506,000.0000 28,573.90 03/31/2018 12X4212 1212101 09/30/2024 02015 1.630000000000 251,000.0000 2,045.65 03/31/2018 12X4212 1212101 09/30/2022 02016 1.630000000000 594,663,500.0000 4,846,507.52 03/31/2018 12X4212 1212101 09/30/2023 02016 1.630000000000 118,346,000.0000 964,519.90 03/31/2018 12X4212 1212101 09/30/2024 02016 1.630000000000 2,647,000.0000 21,573.05 03/31/2018 12X4212 1212101 09/30/2023 02017 2.714300000000 972,335,000.0000 13,196,044.45 03/31/2018 12X4212 1212101 09/30/2024 02017 2.714300000000 113,956,000.0000 1,546,553.85 03/31/2018 12X4212 1212101 09/30/2024 02018 2.714300000000 363,946,000.0000 4,939,293.14 03/31/2018 ------------------------ ---------------------- 3,931,973,849.0000 44,620,726.88 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.500000000000 5,212,186.0000 195,456.97 03/31/2018 12X4212 1212105 09/30/2055 01992 7.500000000000 570,000.0000 21,375.00 03/31/2018 12X4212 1212105 09/30/2056 01992 7.500000000000 97,000.0000 3,637.50 03/31/2018 12X4212 1212105 09/30/2057 01992 7.500000000000 102,400.0000 3,840.00 03/31/2018 12X4212 1212105 09/30/2041 01993 6.660000000000 4,827,218.0000 160,746.36 03/31/2018 12X4212 1212105 09/30/2055 01993 6.660000000000 1,902,000.0000 63,336.60 03/31/2018 12X4212 1212105 09/30/2056 01993 6.660000000000 90,000.0000 2,997.00 03/31/2018 12X4212 1212105 09/30/2057 01993 6.660000000000 20,000.0000 666.00 03/31/2018 12X4212 1212105 09/30/2041 01994 6.840000000000 1,672,966.0000 57,215.44 03/31/2018 12X4212 1212105 09/30/2055 01994 6.840000000000 6,596,000.0000 225,583.20 03/31/2018 12X4212 1212105 09/30/2035 01995 7.320000000000 4,472,702.0000 163,700.89 03/31/2018 12X4212 1212105 09/30/2055 01995 7.320000000000 861,000.0000 31,512.60 03/31/2018 12X4212 1212105 09/30/2056 01995 7.320000000000 59,000.0000 2,159.40 03/31/2018 12X4212 1212105 09/30/2041 01996 6.790000000000 4,093,156.0000 138,962.65 03/31/2018 12X4212 1212105 09/30/2055 01996 6.790000000000 5,656,000.0000 192,021.20 03/31/2018 12X4212 1212105 09/30/2056 01996 6.790000000000 71,000.0000 2,410.45 03/31/2018 12X4212 1212105 09/30/2041 01997 6.500000000000 4,821,471.0000 156,697.81 03/31/2018 12X4212 1212105 09/30/2055 01997 6.500000000000 3,953,000.0000 128,472.50 03/31/2018 12X4212 1212105 09/30/2038 01998 5.940000000000 11,069,731.0000 328,771.01 03/31/2018 12X4212 1212105 09/30/2051 01998 5.940000000000 1,000,000.0000 29,700.00 03/31/2018 12X4212 1212105 09/30/2055 01998 5.940000000000 2,791,000.0000 82,892.70 03/31/2018 12X4212 1212105 09/30/2044 01999 5.930000000000 20,836,499.0000 617,802.20 03/31/2018 12X4212 1212105 09/30/2055 01999 5.930000000000 6,525,000.0000 193,466.25 03/31/2018 12X4212 1212105 09/30/2056 01999 5.930000000000 713,000.0000 21,140.45 03/31/2018 12X4212 1212105 09/30/2057 01999 5.930000000000 113,300.0000 3,359.35 03/31/2018 12X4212 1212105 09/30/2041 02000 6.230000000000 32,548,675.0000 1,013,891.23 03/31/2018 12X4212 1212105 09/30/2055 02000 6.230000000000 6,760,000.0000 210,574.00 03/31/2018 12X4212 1212105 09/30/2044 02001 5.380000000000 27,829,648.0000 748,617.53 03/31/2018 12X4212 1212105 09/30/2055 02001 5.380000000000 4,796,000.0000 129,012.40 03/31/2018 12X4212 1212105 09/30/2056 02001 5.380000000000 228,000.0000 6,133.20 03/31/2018 12X4212 1212105 09/30/2057 02001 5.380000000000 174,600.0000 4,696.74 03/31/2018 12X4212 1212105 09/30/2058 02001 5.380000000000 24,000.0000 645.60 03/31/2018 12X4212 1212105 09/30/2042 02002 4.940000000000 2,356,053.0000 58,194.51 03/31/2018 12X4212 1212105 09/30/2043 02002 4.940000000000 35,000,000.0000 864,500.00 03/31/2018 12X4212 1212105 09/30/2055 02002 4.940000000000 4,526,000.0000 111,792.20 03/31/2018 12X4212 1212105 09/30/2056 02002 4.940000000000 410,000.0000 10,127.00 03/31/2018 12X4212 1212105 09/30/2057 02002 4.940000000000 6,500.0000 160.55 03/31/2018 12X4212 1212105 09/30/2044 02003 4.500000000000 44,053,015.0000 991,192.84 03/31/2018 12X4212 1212105 09/30/2055 02003 4.500000000000 3,974,000.0000 89,415.00 03/31/2018 12X4212 1212105 09/30/2044 02004 4.680000000000 9,493,366.0000 222,144.76 03/31/2018 12X4212 1212105 09/30/2046 02004 4.680000000000 30,000,000.0000 702,000.00 03/31/2018 12X4212 1212105 09/30/2055 02004 4.680000000000 3,004,000.0000 70,293.60 03/31/2018 12X4212 1212105 09/30/2056 02004 4.680000000000 590,000.0000 13,806.00 03/31/2018 12X4212 1212105 09/30/2057 02004 4.680000000000 2,004,000.0000 46,893.60 03/31/2018 12X4212 1212105 09/30/2046 02005 4.570000000000 89,664,271.0000 2,048,828.59 03/31/2018 12X4212 1212105 09/30/2055 02005 4.570000000000 2,928,000.0000 66,904.80 03/31/2018 12X4212 1212105 09/30/2056 02005 4.570000000000 620,000.0000 14,167.00 03/31/2018 12X4212 1212105 09/30/2057 02005 4.570000000000 18,500.0000 422.72 03/31/2018 12X4212 1212105 09/30/2046 02006 4.860000000000 68,099,434.0000 1,654,816.25 03/31/2018 12X4212 1212105 09/30/2047 02006 4.860000000000 25,000,000.0000 607,500.00 03/31/2018 12X4212 1212105 09/30/2055 02006 4.860000000000 5,879,000.0000 142,859.70 03/31/2018 12X4212 1212105 09/30/2056 02006 4.860000000000 338,000.0000 8,213.40 03/31/2018 12X4212 1212105 09/30/2046 02007 4.620000000000 27,682,076.0000 639,455.96 03/31/2018 12X4212 1212105 09/30/2047 02007 4.620000000000 49,000,000.0000 1,131,900.00 03/31/2018 12X4212 1212105 09/30/2048 02007 4.620000000000 40,000,000.0000 924,000.00 03/31/2018 12X4212 1212105 09/30/2055 02007 4.620000000000 3,754,000.0000 86,717.40 03/31/2018 12X4212 1212105 09/30/2056 02007 4.620000000000 67,000.0000 1,547.70 03/31/2018 12X4212 1212105 09/30/2057 02007 4.620000000000 235,500.0000 5,440.05 03/31/2018 12X4212 1212105 09/30/2048 02008 4.140000000000 71,755,895.0000 1,485,347.03 03/31/2018 12X4212 1212105 09/30/2049 02008 4.140000000000 87,000,000.0000 1,800,900.00 03/31/2018 12X4212 1212105 09/30/2055 02008 4.140000000000 7,078,000.0000 146,514.60 03/31/2018 12X4212 1212105 09/30/2056 02008 4.140000000000 2,174,000.0000 45,001.80 03/31/2018 12X4212 1212105 09/30/2057 02008 4.140000000000 19,080,000.0000 394,956.00 03/31/2018 12X4212 1212105 09/30/2049 02009 3.660000000000 294,376,130.0000 5,387,083.18 03/31/2018 12X4212 1212105 09/30/2055 02009 3.660000000000 18,750,000.0000 343,125.00 03/31/2018 12X4212 1212105 09/30/2056 02009 3.660000000000 2,420,000.0000 44,286.00 03/31/2018 12X4212 1212105 09/30/2050 02010 3.790000000000 347,117,456.0000 6,577,875.79 03/31/2018 12X4212 1212105 09/30/2051 02010 3.790000000000 50,000,000.0000 947,500.00 03/31/2018 12X4212 1212105 09/30/2055 02010 3.790000000000 22,967,000.0000 435,224.65 03/31/2018 12X4212 1212105 09/30/2056 02010 3.790000000000 2,374,000.0000 44,987.30 03/31/2018 12X4212 1212105 09/30/2051 02011 3.310000000000 376,547,882.0000 6,231,867.45 03/31/2018 12X4212 1212105 09/30/2055 02011 3.310000000000 10,975,000.0000 181,636.25 03/31/2018 12X4212 1212105 09/30/2056 02011 3.310000000000 2,691,000.0000 44,536.05 03/31/2018 12X4212 1212105 09/30/2057 02011 3.310000000000 8,981,000.0000 148,635.55 03/31/2018 12X4212 1212105 09/30/2052 02012 2.400000000000 324,333,883.0000 3,892,006.60 03/31/2018 12X4212 1212105 09/30/2053 02012 2.400000000000 50,000,000.0000 600,000.00 03/31/2018 12X4212 1212105 09/30/2055 02012 2.400000000000 6,311,000.0000 75,732.00 03/31/2018 12X4212 1212105 09/30/2056 02012 2.400000000000 2,492,000.0000 29,904.00 03/31/2018 12X4212 1212105 09/30/2057 02012 2.400000000000 10,000.0000 120.00 03/31/2018 12X4212 1212105 09/30/2058 02012 2.400000000000 24,184,500.0000 290,214.00 03/31/2018 12X4212 1212105 09/30/2053 02013 2.910000000000 357,368,671.0000 5,199,714.16 03/31/2018 12X4212 1212105 09/30/2055 02013 2.910000000000 4,786,000.0000 69,636.30 03/31/2018 12X4212 1212105 09/30/2056 02013 2.910000000000 1,716,000.0000 24,967.80 03/31/2018 12X4212 1212105 09/30/2057 02013 2.910000000000 113,000.0000 1,644.15 03/31/2018 12X4212 1212105 09/30/2058 02013 2.910000000000 85,000.0000 1,236.75 03/31/2018 12X4212 1212105 09/30/2054 02014 3.040000000000 624,205,600.0000 9,487,925.12 03/31/2018 12X4212 1212105 09/30/2055 02014 3.040000000000 213,931,000.0000 3,251,751.20 03/31/2018 12X4212 1212105 09/30/2056 02014 3.040000000000 2,807,000.0000 42,666.40 03/31/2018 12X4212 1212105 09/30/2057 02014 3.040000000000 737,000.0000 11,202.40 03/31/2018 12X4212 1212105 09/30/2058 02014 3.040000000000 102,000.0000 1,550.40 03/31/2018 12X4212 1212105 09/30/2055 02015 2.460000000000 521,758,000.0000 6,417,623.40 03/31/2018 12X4212 1212105 09/30/2056 02015 2.460000000000 355,025,000.0000 4,366,807.50 03/31/2018 12X4212 1212105 09/30/2057 02015 2.460000000000 74,442,000.0000 915,636.60 03/31/2018 12X4212 1212105 09/30/2058 02015 2.460000000000 282,000.0000 3,468.60 03/31/2018 12X4212 1212105 09/30/2056 02016 2.350000000000 725,926,000.0000 8,529,630.50 03/31/2018 12X4212 1212105 09/30/2057 02016 2.350000000000 200,581,000.0000 2,356,826.75 03/31/2018 12X4212 1212105 09/30/2058 02016 2.350000000000 3,725,000.0000 43,768.75 03/31/2018 12X4212 1212105 09/30/2057 02017 3.353000000000 837,815,000.0000 14,045,968.47 03/31/2018 12X4212 1212105 09/30/2058 02017 3.353000000000 182,561,000.0000 3,060,635.16 03/31/2018 12X4212 1212105 09/30/2058 02018 3.353000000000 363,490,000.0000 6,093,909.85 03/31/2018 ------------------------ ---------------------- 6,812,264,284.0000 108,528,811.37 107 SUB-COHORT 12X4212 1212107 09/30/2029 01992 7.540000000000 463,000.0000 17,455.10 03/31/2018 12X4212 1212107 09/30/2031 01992 7.540000000000 1,500.0000 56.55 03/31/2018 12X4212 1212107 09/30/2029 01993 6.660000000000 1,156,500.0000 38,511.45 03/31/2018 12X4212 1212107 09/30/2029 01994 6.800000000000 2,201,500.0000 74,851.00 03/31/2018 12X4212 1212107 09/30/2029 01995 7.200000000000 3,936,500.0000 141,714.00 03/31/2018 12X4212 1212107 09/30/2030 01995 7.200000000000 17,000.0000 612.00 03/31/2018 12X4212 1212107 09/30/2029 01996 6.640000000000 3,202,500.0000 106,323.00 03/31/2018 12X4212 1212107 09/30/2030 01996 6.640000000000 92,000.0000 3,054.40 03/31/2018 12X4212 1212107 09/30/2031 01996 6.640000000000 14,000.0000 464.80 03/31/2018 12X4212 1212107 09/30/2029 01997 6.710000000000 11,347,000.0000 380,691.85 03/31/2018 12X4212 1212107 09/30/2030 01997 6.710000000000 408,000.0000 13,688.40 03/31/2018 12X4212 1212107 09/30/2029 01998 5.840000000000 5,551,500.0000 162,103.80 03/31/2018 12X4212 1212107 09/30/2024 01999 5.730000000000 35,299,688.0000 1,011,336.06 03/31/2018 12X4212 1212107 09/30/2029 01999 5.730000000000 1,648,000.0000 47,215.20 03/31/2018 12X4212 1212107 09/30/2024 02000 6.380000000000 9,549,937.0000 304,642.99 03/31/2018 12X4212 1212107 09/30/2029 02000 6.380000000000 1,794,000.0000 57,228.60 03/31/2018 12X4212 1212107 09/30/2030 02000 6.380000000000 98,000.0000 3,126.20 03/31/2018 12X4212 1212107 09/30/2031 02000 6.380000000000 36,000.0000 1,148.40 03/31/2018 12X4212 1212107 09/30/2029 02001 5.200000000000 4,792,000.0000 124,592.00 03/31/2018 12X4212 1212107 09/30/2030 02001 5.200000000000 59,000.0000 1,534.00 03/31/2018 12X4212 1212107 09/30/2031 02001 5.200000000000 1,500.0000 39.00 03/31/2018 12X4212 1212107 09/30/2030 02002 4.550000000000 3,717,500.0000 84,573.12 03/31/2018 12X4212 1212107 09/30/2031 02002 4.550000000000 5,000.0000 113.75 03/31/2018 12X4212 1212107 09/30/2029 02003 3.510000000000 1,353,000.0000 23,745.15 03/31/2018 12X4212 1212107 09/30/2030 02003 3.510000000000 42,000.0000 737.10 03/31/2018 12X4212 1212107 09/30/2031 02003 3.510000000000 3,687,000.0000 64,706.85 03/31/2018 12X4212 1212107 09/30/2032 02004 3.880000000000 2,494,865.0000 48,400.38 03/31/2018 12X4212 1212107 09/30/2019 02005 4.140000000000 1,528,776.0000 31,645.66 03/31/2018 12X4212 1212107 09/30/2030 02005 4.140000000000 31,000.0000 641.70 03/31/2018 12X4212 1212107 09/30/2031 02005 4.140000000000 3,500.0000 72.45 03/31/2018 12X4212 1212107 09/30/2032 02005 4.140000000000 118,000.0000 2,442.60 03/31/2018 12X4212 1212107 09/30/2020 02006 4.820000000000 5,324,354.0000 128,316.93 03/31/2018 12X4212 1212107 09/30/2029 02006 4.820000000000 484,000.0000 11,664.40 03/31/2018 12X4212 1212107 09/30/2030 02006 4.820000000000 288,000.0000 6,940.80 03/31/2018 12X4212 1212107 09/30/2021 02007 4.730000000000 9,952,066.0000 235,366.36 03/31/2018 12X4212 1212107 09/30/2029 02007 4.730000000000 604,000.0000 14,284.60 03/31/2018 12X4212 1212107 09/30/2030 02007 4.730000000000 273,000.0000 6,456.45 03/31/2018 12X4212 1212107 09/30/2022 02008 3.790000000000 8,816,351.0000 167,069.85 03/31/2018 12X4212 1212107 09/30/2029 02008 3.790000000000 1,254,000.0000 23,763.30 03/31/2018 12X4212 1212107 09/30/2030 02008 3.790000000000 239,000.0000 4,529.05 03/31/2018 12X4212 1212107 09/30/2024 02009 3.100000000000 6,625,618.0000 102,697.08 03/31/2018 12X4212 1212107 09/30/2029 02009 3.100000000000 563,000.0000 8,726.50 03/31/2018 12X4212 1212107 09/30/2024 02010 2.960000000000 8,622,564.0000 127,613.95 03/31/2018 12X4212 1212107 09/30/2029 02010 2.960000000000 352,000.0000 5,209.60 03/31/2018 12X4212 1212107 09/30/2030 02010 2.960000000000 162,000.0000 2,397.60 03/31/2018 12X4212 1212107 09/30/2031 02010 2.960000000000 40,900.0000 605.32 03/31/2018 12X4212 1212107 09/30/2032 02010 2.960000000000 4,500.0000 66.60 03/31/2018 12X4212 1212107 09/30/2025 02011 2.840000000000 9,570,941.0000 135,907.36 03/31/2018 12X4212 1212107 09/30/2029 02011 2.840000000000 256,000.0000 3,635.20 03/31/2018 12X4212 1212107 09/30/2030 02011 2.840000000000 201,000.0000 2,854.20 03/31/2018 12X4212 1212107 09/30/2031 02011 2.840000000000 32,500.0000 461.50 03/31/2018 12X4212 1212107 09/30/2032 02011 2.840000000000 1,000.0000 14.20 03/31/2018 12X4212 1212107 09/30/2026 02012 1.880000000000 11,498,318.0000 108,084.19 03/31/2018 12X4212 1212107 09/30/2029 02012 1.880000000000 110,000.0000 1,034.00 03/31/2018 12X4212 1212107 09/30/2030 02012 1.880000000000 214,000.0000 2,011.60 03/31/2018 12X4212 1212107 09/30/2031 02012 1.880000000000 4,000.0000 37.60 03/31/2018 12X4212 1212107 09/30/2027 02013 1.830000000000 13,075,504.0000 119,640.86 03/31/2018 12X4212 1212107 09/30/2029 02013 1.830000000000 453,000.0000 4,144.95 03/31/2018 12X4212 1212107 09/30/2030 02013 1.830000000000 290,000.0000 2,653.50 03/31/2018 12X4212 1212107 09/30/2028 02014 2.400000000000 10,486,000.0000 125,832.00 03/31/2018 12X4212 1212107 09/30/2029 02014 2.400000000000 1,286,000.0000 15,432.00 03/31/2018 12X4212 1212107 09/30/2030 02014 2.400000000000 6,000.0000 72.00 03/31/2018 12X4212 1212107 09/30/2029 02015 1.980000000000 4,342,500.0000 42,990.75 03/31/2018 12X4212 1212107 09/30/2030 02015 1.980000000000 1,485,000.0000 14,701.50 03/31/2018 12X4212 1212107 09/30/2039 02015 1.980000000000 4,083,000.0000 40,421.70 03/31/2018 12X4212 1212107 09/30/2030 02016 1.760000000000 34,749,500.0000 305,795.60 03/31/2018 12X4212 1212107 09/30/2031 02016 1.760000000000 2,042,500.0000 17,974.00 03/31/2018 12X4212 1212107 09/30/2031 02017 2.160000000000 12,217,000.0000 131,943.60 03/31/2018 12X4212 1212107 09/30/2032 02017 2.160000000000 1,560,000.0000 16,848.00 03/31/2018 12X4212 1212107 09/30/2032 02018 2.160000000000 3,174,000.0000 34,279.20 03/31/2018 ------------------------ ---------------------- 249,392,882.0000 4,719,945.46 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530000000000 923,107.0000 34,754.98 03/31/2018 12X4212 1212108 09/30/2055 01992 7.530000000000 557,000.0000 20,971.05 03/31/2018 12X4212 1212108 09/30/2050 01993 6.660000000000 1,376,012.0000 45,821.20 03/31/2018 12X4212 1212108 09/30/2055 01993 6.660000000000 1,933,000.0000 64,368.90 03/31/2018 12X4212 1212108 09/30/2050 01994 6.940000000000 2,275,069.0000 78,944.89 03/31/2018 12X4212 1212108 09/30/2055 01994 6.940000000000 965,000.0000 33,485.50 03/31/2018 12X4212 1212108 09/30/2050 01997 6.720000000000 1,458,123.0000 48,992.93 03/31/2018 12X4212 1212108 09/30/2055 01997 6.720000000000 95,000.0000 3,192.00 03/31/2018 12X4212 1212108 09/30/2044 01998 5.910000000000 989,111.0000 29,228.23 03/31/2018 12X4212 1212108 09/30/2055 01998 5.910000000000 150,000.0000 4,432.50 03/31/2018 ------------------------ ---------------------- 10,721,422.0000 364,192.18 109 SUB-COHORT 12X4212 1212109 09/30/2040 02000 6.250000000000 45,639.0000 1,426.22 03/31/2018 12X4212 1212109 09/30/2041 02001 5.030000000000 16,370.0000 411.71 03/31/2018 12X4212 1212109 09/30/2055 02001 5.030000000000 15,000.0000 377.25 03/31/2018 12X4212 1212109 09/30/2056 02001 5.030000000000 536,948.0000 13,504.24 03/31/2018 12X4212 1212109 09/30/2044 02004 4.890000000000 604,892.0000 14,789.61 03/31/2018 12X4212 1212109 09/30/2053 02004 4.890000000000 2,000.0000 48.90 03/31/2018 12X4212 1212109 09/30/2054 02004 4.890000000000 4,518.0400 110.47 03/31/2018 12X4212 1212109 09/30/2055 02004 4.890000000000 17,000.0000 415.65 03/31/2018 ------------------------ ---------------------- 1,242,367.0400 31,084.05 116 SUB-COHORT 12X4212 1212116 09/30/2040 01992 7.500000000000 4,200.0000 157.50 03/31/2018 12X4212 1212116 09/30/2041 01992 7.500000000000 3,300.0000 123.75 03/31/2018 ------------------------ ---------------------- 7,500.0000 281.25 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.650000000000 136,692.0000 4,545.01 03/31/2018 12X4212 1212121 09/30/2034 01993 6.650000000000 100,000.0000 3,325.00 03/31/2018 12X4212 1212121 09/30/2036 01993 6.650000000000 37,000.0000 1,230.25 03/31/2018 12X4212 1212121 09/30/2037 01993 6.650000000000 13,000.0000 432.25 03/31/2018 12X4212 1212121 09/30/2038 01993 6.650000000000 41,000.0000 1,363.25 03/31/2018 12X4212 1212121 09/30/2040 01993 6.650000000000 15,000.0000 498.75 03/31/2018 12X4212 1212121 09/30/2041 01993 6.650000000000 26,000.0000 864.50 03/31/2018 12X4212 1212121 09/30/2042 01993 6.650000000000 30,000.0000 997.50 03/31/2018 12X4212 1212121 09/30/2028 01994 6.810000000000 62,074.0000 2,113.62 03/31/2018 12X4212 1212121 09/30/2034 01994 6.810000000000 650,000.0000 22,132.50 03/31/2018 12X4212 1212121 09/30/2040 01994 6.810000000000 50,000.0000 1,702.50 03/31/2018 12X4212 1212121 09/30/2041 01994 6.810000000000 50,600.0000 1,722.93 03/31/2018 12X4212 1212121 09/30/2042 01994 6.810000000000 61,000.0000 2,077.05 03/31/2018 ------------------------ ---------------------- 1,272,366.0000 43,005.11 124 SUB-COHORT 12X4212 1212124 09/30/2019 02001 4.840000000000 64,000.0000 1,548.80 03/31/2018 ------------------------ ---------------------- 64,000.0000 1,548.80 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.050000000000 655,622.0000 6,720.13 03/31/2018 12X4212 1212127 09/30/2031 02010 2.050000000000 20,000.0000 205.00 03/31/2018 12X4212 1212127 09/30/2034 02010 2.050000000000 300,000.0000 3,075.00 03/31/2018 12X4212 1212127 09/30/2035 02010 2.050000000000 133,000.0000 1,363.25 03/31/2018 12X4212 1212127 09/30/2030 02011 2.220000000000 1,446,253.0000 16,053.41 03/31/2018 12X4212 1212127 09/30/2034 02011 2.220000000000 1,920,000.0000 21,312.00 03/31/2018 ------------------------ ---------------------- 4,474,875.0000 48,728.79 ======================== ====================== 11,011,413,545.0400 158,358,323.89 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4212 1212101 09/30/2018 02000 03/21/2018 INT + 0.0000 310,040.03 496051 1212101 09/30/2018 02003 03/21/2018 INT + 0.0000 286,205.03 496057 1212101 09/30/2018 02004 03/21/2018 INT + 0.0000 296,857.40 496059 1212101 09/30/2018 02007 03/21/2018 INT + 0.0000 788,090.88 496065 1212101 09/30/2018 02008 03/21/2018 INT + 0.0000 611,244.55 496067 1212101 09/30/2018 02012 03/21/2018 INT + 0.0000 741,067.78 496075 1212101 09/30/2019 02013 03/21/2018 INT + 0.0000 17,110.62 496077 1212101 09/30/2020 01992 03/21/2018 INT + 0.0000 849.40 496087 1212101 09/30/2020 01993 03/21/2018 INT + 0.0000 2,187.67 496089 1212101 09/30/2020 01994 03/21/2018 INT + 0.0000 3,428.15 496091 1212101 09/30/2020 01995 03/21/2018 INT + 0.0000 2,999.30 496093 1212101 09/30/2020 01996 03/21/2018 INT + 0.0000 4,581.97 496095 1212101 09/30/2020 01997 03/21/2018 INT + 0.0000 2,998.12 496097 1212101 09/30/2020 01998 03/21/2018 INT + 0.0000 2,788.87 496099 1212101 09/30/2020 01999 03/21/2018 INT + 0.0000 18,902.00 496101 1212101 09/30/2020 02001 03/21/2018 INT + 0.0000 173.60 496053 1212101 09/30/2020 02002 03/21/2018 INT + 0.0000 4,240.57 496055 1212101 09/30/2020 02005 03/21/2018 INT + 0.0000 3,681.50 496061 1212101 09/30/2020 02006 03/21/2018 INT + 0.0000 26,237.22 496063 1212101 09/30/2020 02009 03/21/2018 INT + 0.0000 37,699.20 496069 1212101 09/30/2020 02010 03/21/2018 INT + 0.0000 45,365.70 496071 1212101 09/30/2020 02014 03/21/2018 INT + 0.0000 31,693.55 496079 1212101 09/30/2021 02011 03/21/2018 INT + 0.0000 23,895.22 496073 1212101 09/30/2021 02015 03/21/2018 INT + 0.0000 427,675.25 496081 1212101 09/30/2022 02016 03/21/2018 INT + 0.0000 1,505,740.77 496083 1212101 09/30/2023 02017 03/21/2018 INT + 0.0000 483,851.10 496085 1212105 09/30/2035 01995 03/23/2018 INT + 0.0000 658.80 496336 1212105 09/30/2038 01998 03/23/2018 INT + 0.0000 16,424.10 496342 1212105 09/30/2041 01992 03/23/2018 INT + 0.0000 2,737.50 496330 1212105 09/30/2041 01993 03/23/2018 INT + 0.0000 6,793.20 496332 1212105 09/30/2041 01994 03/23/2018 INT + 0.0000 13,645.80 496334 1212105 09/30/2041 01996 03/23/2018 INT + 0.0000 2,902.72 496338 1212105 09/30/2041 01997 03/23/2018 INT + 0.0000 1,998.75 496340 1212105 09/30/2041 02000 03/23/2018 INT + 0.0000 40,644.52 496296 1212105 09/30/2042 02002 03/23/2018 INT + 0.0000 11,085.36 496298 1212105 09/30/2044 02003 03/23/2018 INT + 0.0000 8,064.00 496300 1212105 09/30/2044 02004 03/23/2018 INT + 0.0000 54,697.50 496302 1212105 09/30/2046 02005 03/23/2018 INT + 0.0000 12,761.72 496304 1212105 09/30/2046 02006 03/23/2018 INT + 0.0000 33,606.90 496306 1212105 09/30/2046 02007 03/23/2018 INT + 0.0000 26,484.15 496308 1212105 09/30/2048 02008 03/23/2018 INT + 0.0000 403,784.55 496310 1212105 09/30/2049 02009 03/23/2018 INT + 0.0000 40,854.75 496312 1212105 09/30/2050 02010 03/23/2018 INT + 0.0000 32,328.70 496314 1212105 09/30/2051 02011 03/23/2018 INT + 0.0000 185,401.37 496316 1212105 09/30/2052 02012 03/23/2018 INT + 0.0000 294,053.97 496318 1212105 09/30/2053 02013 03/23/2018 INT + 0.0000 24,749.55 496320 1212105 09/30/2054 02014 03/23/2018 INT + 0.0000 75,665.60 496322 1212105 09/30/2055 02015 03/23/2018 INT + 0.0000 316,017.73 496324 1212105 09/30/2056 02016 03/23/2018 INT + 0.0000 596,694.30 496326 1212105 09/30/2057 02017 03/23/2018 INT + 0.0000 950,692.76 496328 1212107 09/30/2018 02004 03/22/2018 INT + 0.0000 43,821.98 496209 1212107 09/30/2019 02005 03/22/2018 INT + 0.0000 2,898.00 496215 1212107 09/30/2020 02006 03/22/2018 INT + 0.0000 3,843.95 496217 1212107 09/30/2021 02007 03/22/2018 INT + 0.0000 5,049.27 496219 1212107 09/30/2022 02008 03/22/2018 INT + 0.0000 9,361.30 496221 1212107 09/30/2024 01999 03/22/2018 INT + 0.0000 13,580.10 496199 1212107 09/30/2024 02000 03/22/2018 INT + 0.0000 79.75 496201 1212107 09/30/2024 02009 03/22/2018 INT + 0.0000 2,123.50 496223 1212107 09/30/2026 02012 03/22/2018 INT + 0.0000 1,287.80 496225 1212107 09/30/2027 02013 03/22/2018 INT + 0.0000 5,087.40 496227 1212107 09/30/2028 02014 03/22/2018 INT + 0.0000 240.00 496229 1212107 09/30/2029 01992 03/22/2018 INT + 0.0000 377.00 496185 1212107 09/30/2029 01993 03/22/2018 INT + 0.0000 666.00 496187 1212107 09/30/2029 01994 03/22/2018 INT + 0.0000 3,230.00 496189 1212107 09/30/2029 01995 03/22/2018 INT + 0.0000 324.00 496191 1212107 09/30/2029 01996 03/22/2018 INT + 0.0000 3,369.80 496193 1212107 09/30/2029 01997 03/22/2018 INT + 0.0000 4,395.05 496195 1212107 09/30/2029 01998 03/22/2018 INT + 0.0000 2,744.80 496197 1212107 09/30/2029 02001 03/22/2018 INT + 0.0000 5,356.00 496203 1212107 09/30/2029 02003 03/22/2018 INT + 0.0000 2,597.40 496207 1212107 09/30/2029 02004 03/22/2018 INT + 0.0000 4,656.00 496211 1212107 09/30/2029 02015 03/22/2018 INT + 0.0000 6,043.95 496231 1212107 09/30/2030 02002 03/22/2018 INT + 0.0000 3,560.37 496205 1212107 09/30/2030 02016 03/22/2018 INT + 0.0000 184.80 496233 1212107 09/30/2031 02017 03/22/2018 INT + 0.0000 3,866.40 496235 1212107 09/30/2032 02004 03/22/2018 INT + 0.0000 30,964.89 496241 1212108 09/30/2044 01998 03/21/2018 INT + 0.0000 1,433.17 496049 1212108 09/30/2050 01992 03/21/2018 INT + 0.0000 2,880.22 496041 1212108 09/30/2050 01993 03/21/2018 INT + 0.0000 2,564.10 496043 1212108 09/30/2050 01994 03/21/2018 INT + 0.0000 6,766.50 496045 1212108 09/30/2050 01997 03/21/2018 INT + 0.0000 6,132.00 496047 1212109 09/30/2040 02000 03/21/2018 INT + 0.0000 243.75 496167 1212109 09/30/2041 02001 03/21/2018 INT + 0.0000 125.75 496163 1212109 09/30/2044 02004 03/21/2018 INT + 0.0000 537.90 496165 1212109 09/30/2057 02000 03/21/2018 INT + 0.0000 162.50 496161 1212116 09/30/2040 01992 03/21/2018 INT + 0.0000 105.00 496159 1212121 09/30/2028 01994 03/21/2018 INT + 0.0000 170.25 496035 1212121 09/30/2033 01993 03/21/2018 INT + 0.0000 149.62 496033 1212124 09/30/2018 02001 03/21/2018 INT + 0.0000 229.90 496037 1212124 09/30/2018 02001 03/21/2018 INT + 0.0000 33.88 496039 1212127 09/30/2030 02010 03/21/2018 INT + 0.0000 738.00 496155 1212127 09/30/2030 02011 03/21/2018 INT + 0.0000 1,776.00 496157 ------------------------ ---------------------- 0.0000 9,016,111.80 ======================== ====================== 0.0000 9,016,111.80