Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- 845 SUB-COHORT 12X4208 1208845 09/30/2044 01992 6.740000000000 5,366,000.0000 30,139.03 10/31/2019 12X4208 1208845 09/30/2045 01992 6.740000000000 429,000.0000 2,409.55 10/31/2019 12X4208 1208845 09/30/2046 01992 6.740000000000 367,000.0000 2,061.32 10/31/2019 12X4208 1208845 09/30/2047 01992 6.740000000000 274,000.0000 1,538.97 10/31/2019 12X4208 1208845 09/30/2048 01992 6.740000000000 17,368,000.0000 97,550.27 10/31/2019 12X4208 1208845 09/30/2052 01992 6.740000000000 200,000.0000 1,123.33 10/31/2019 12X4208 1208845 09/30/2048 01993 6.530000000000 3,761,000.0000 20,466.11 10/31/2019 12X4208 1208845 09/30/2053 01993 6.530000000000 28,000.0000 152.37 10/31/2019 ------------------------ ---------------------- 27,793,000.0000 155,440.95 840 SUB-COHORT 12X4208 1208840 09/30/2046 01992 6.950000000000 6,801,000.0000 39,389.12 10/31/2019 12X4208 1208840 09/30/2047 01992 6.950000000000 2,396,000.0000 13,876.83 10/31/2019 12X4208 1208840 09/30/2048 01992 6.950000000000 2,178,000.0000 12,614.25 10/31/2019 12X4208 1208840 09/30/2052 01992 6.950000000000 166,000.0000 961.42 10/31/2019 12X4208 1208840 09/30/2053 01992 6.950000000000 166,000.0000 961.42 10/31/2019 12X4208 1208840 09/30/2046 01993 7.010000000000 4,601,000.0000 26,877.51 10/31/2019 12X4208 1208840 09/30/2047 01993 7.010000000000 10,074,000.0000 58,848.95 10/31/2019 12X4208 1208840 09/30/2052 01993 7.010000000000 44,000.0000 257.03 10/31/2019 ------------------------ ---------------------- 26,426,000.0000 153,786.53 850 SUB-COHORT 12X4208 1208850 09/30/2046 01995 6.680000000000 82,000.0000 456.47 10/31/2019 12X4208 1208850 09/30/2047 01995 6.680000000000 295,000.0000 1,642.17 10/31/2019 12X4208 1208850 09/30/2046 01996 6.450000000000 818,000.0000 4,396.75 10/31/2019 12X4208 1208850 09/30/2052 01996 6.450000000000 276,000.0000 1,483.50 10/31/2019 12X4208 1208850 09/30/2047 01997 5.980000000000 8,000.0000 39.87 10/31/2019 12X4208 1208850 09/30/2042 01998 6.000000000000 906,000.0000 4,530.00 10/31/2019 12X4208 1208850 09/30/2046 01998 6.000000000000 4,280,000.0000 21,400.00 10/31/2019 12X4208 1208850 09/30/2052 01998 6.000000000000 15,000.0000 75.00 10/31/2019 12X4208 1208850 09/30/2044 02001 5.000000000000 1,500.0000 6.25 10/31/2019 12X4208 1208850 09/30/2042 02002 4.790000000000 3,986,000.0000 15,910.78 10/31/2019 12X4208 1208850 09/30/2043 02002 4.790000000000 800,000.0000 3,193.33 10/31/2019 12X4208 1208850 09/30/2052 02002 4.790000000000 21,000.0000 83.83 10/31/2019 12X4208 1208850 09/30/2044 02004 4.690000000000 1,240,000.0000 4,846.33 10/31/2019 12X4208 1208850 09/30/2052 02004 4.690000000000 2,000.0000 7.82 10/31/2019 12X4208 1208850 09/30/2053 02004 4.690000000000 12,000.0000 46.90 10/31/2019 12X4208 1208850 09/30/2046 02007 3.450000000000 4,991,000.0000 14,349.12 10/31/2019 12X4208 1208850 09/30/2048 02008 1.830000000000 591,000.0000 901.27 10/31/2019 12X4208 1208850 09/30/2053 02008 1.830000000000 1,000.0000 1.52 10/31/2019 12X4208 1208850 09/30/2052 02011 0.816768000000 296,000.0000 201.47 10/31/2019 ------------------------ ---------------------- 18,621,500.0000 73,572.38 810 SUB-COHORT 12X4208 1208810 09/30/2029 01994 6.910000000000 22,056,000.0000 127,005.80 10/31/2019 12X4208 1208810 09/30/2042 01994 6.910000000000 13,700,000.0000 78,889.17 10/31/2019 12X4208 1208810 09/30/2046 01994 6.910000000000 1,498,000.0000 8,625.98 10/31/2019 12X4208 1208810 09/30/2047 01994 6.910000000000 800,000.0000 4,606.67 10/31/2019 12X4208 1208810 09/30/2048 01994 6.910000000000 1,593,000.0000 9,173.02 10/31/2019 12X4208 1208810 09/30/2052 01994 6.910000000000 714,000.0000 4,111.45 10/31/2019 12X4208 1208810 09/30/2030 01995 6.580000000000 21,646,000.0000 118,692.23 10/31/2019 12X4208 1208810 09/30/2042 01995 6.580000000000 15,300,000.0000 83,895.00 10/31/2019 12X4208 1208810 09/30/2046 01995 6.580000000000 208,000.0000 1,140.53 10/31/2019 12X4208 1208810 09/30/2047 01995 6.580000000000 3,802,000.0000 20,847.63 10/31/2019 12X4208 1208810 09/30/2048 01995 6.580000000000 930,000.0000 5,099.50 10/31/2019 12X4208 1208810 09/30/2052 01995 6.580000000000 3,038,000.0000 16,658.37 10/31/2019 12X4208 1208810 09/30/2031 01996 6.320000000000 61,666,000.0000 324,774.27 10/31/2019 12X4208 1208810 09/30/2042 01996 6.320000000000 9,000,000.0000 47,400.00 10/31/2019 12X4208 1208810 09/30/2043 01996 6.320000000000 6,700,000.0000 35,286.67 10/31/2019 12X4208 1208810 09/30/2044 01996 6.320000000000 1,850,000.0000 9,743.33 10/31/2019 12X4208 1208810 09/30/2046 01996 6.320000000000 1,312,000.0000 6,909.87 10/31/2019 12X4208 1208810 09/30/2047 01996 6.320000000000 2,681,000.0000 14,119.93 10/31/2019 12X4208 1208810 09/30/2048 01996 6.320000000000 6,223,000.0000 32,774.47 10/31/2019 12X4208 1208810 09/30/2052 01996 6.320000000000 750,000.0000 3,950.00 10/31/2019 12X4208 1208810 09/30/2032 01997 6.140000000000 34,794,000.0000 178,029.30 10/31/2019 12X4208 1208810 09/30/2042 01997 6.140000000000 10,800,000.0000 55,260.00 10/31/2019 12X4208 1208810 09/30/2043 01997 6.140000000000 4,400,000.0000 22,513.33 10/31/2019 12X4208 1208810 09/30/2044 01997 6.140000000000 1,501,000.0000 7,680.12 10/31/2019 12X4208 1208810 09/30/2046 01997 6.140000000000 443,000.0000 2,266.68 10/31/2019 12X4208 1208810 09/30/2047 01997 6.140000000000 2,934,000.0000 15,012.30 10/31/2019 12X4208 1208810 09/30/2048 01997 6.140000000000 8,162,000.0000 41,762.23 10/31/2019 12X4208 1208810 09/30/2052 01997 6.140000000000 650,000.0000 3,325.83 10/31/2019 12X4208 1208810 09/30/2033 01998 5.920000000000 35,822,000.0000 176,721.87 10/31/2019 12X4208 1208810 09/30/2042 01998 5.920000000000 7,400,000.0000 36,506.67 10/31/2019 12X4208 1208810 09/30/2043 01998 5.920000000000 8,450,000.0000 41,686.67 10/31/2019 12X4208 1208810 09/30/2044 01998 5.920000000000 1,326,000.0000 6,541.60 10/31/2019 12X4208 1208810 09/30/2045 01998 5.920000000000 244,000.0000 1,203.73 10/31/2019 12X4208 1208810 09/30/2046 01998 5.920000000000 2,000.0000 9.87 10/31/2019 12X4208 1208810 09/30/2047 01998 5.920000000000 5,120,000.0000 25,258.67 10/31/2019 12X4208 1208810 09/30/2048 01998 5.920000000000 7,550,000.0000 37,246.67 10/31/2019 12X4208 1208810 09/30/2034 01999 5.890000000000 22,162,000.0000 108,778.48 10/31/2019 12X4208 1208810 09/30/2042 01999 5.890000000000 2,400,000.0000 11,780.00 10/31/2019 12X4208 1208810 09/30/2043 01999 5.890000000000 6,200,000.0000 30,431.67 10/31/2019 12X4208 1208810 09/30/2045 01999 5.890000000000 2,498,000.0000 12,261.02 10/31/2019 12X4208 1208810 09/30/2046 01999 5.890000000000 4,000.0000 19.63 10/31/2019 12X4208 1208810 09/30/2047 01999 5.890000000000 1,862,000.0000 9,139.32 10/31/2019 12X4208 1208810 09/30/2048 01999 5.890000000000 6,010,000.0000 29,499.08 10/31/2019 12X4208 1208810 09/30/2051 01999 5.890000000000 1,000,000.0000 4,908.33 10/31/2019 12X4208 1208810 09/30/2035 02000 5.880000000000 5,875,000.0000 28,787.50 10/31/2019 12X4208 1208810 09/30/2042 02000 5.880000000000 7,100,000.0000 34,790.00 10/31/2019 12X4208 1208810 09/30/2043 02000 5.880000000000 5,850,000.0000 28,665.00 10/31/2019 12X4208 1208810 09/30/2044 02000 5.880000000000 2,273,000.0000 11,137.70 10/31/2019 12X4208 1208810 09/30/2045 02000 5.880000000000 1,861,000.0000 9,118.90 10/31/2019 12X4208 1208810 09/30/2046 02000 5.880000000000 882,000.0000 4,321.80 10/31/2019 12X4208 1208810 09/30/2047 02000 5.880000000000 1,595,000.0000 7,815.50 10/31/2019 12X4208 1208810 09/30/2048 02000 5.880000000000 6,511,000.0000 31,903.90 10/31/2019 12X4208 1208810 09/30/2051 02000 5.880000000000 10,500,000.0000 51,450.00 10/31/2019 12X4208 1208810 09/30/2053 02000 5.880000000000 5,217,000.0000 25,563.30 10/31/2019 12X4208 1208810 09/30/2036 02001 5.150000000000 103,074,000.0000 442,359.25 10/31/2019 12X4208 1208810 09/30/2042 02001 5.150000000000 2,600,000.0000 11,158.33 10/31/2019 12X4208 1208810 09/30/2043 02001 5.150000000000 6,900,000.0000 29,612.50 10/31/2019 12X4208 1208810 09/30/2044 02001 5.150000000000 2,175,000.0000 9,334.37 10/31/2019 12X4208 1208810 09/30/2045 02001 5.150000000000 721,000.0000 3,094.29 10/31/2019 12X4208 1208810 09/30/2046 02001 5.150000000000 547,000.0000 2,347.54 10/31/2019 12X4208 1208810 09/30/2047 02001 5.150000000000 1,134,000.0000 4,866.75 10/31/2019 12X4208 1208810 09/30/2048 02001 5.150000000000 10,268,000.0000 44,066.83 10/31/2019 12X4208 1208810 09/30/2051 02001 5.150000000000 2,000,000.0000 8,583.33 10/31/2019 12X4208 1208810 09/30/2053 02001 5.150000000000 4,339,000.0000 18,621.54 10/31/2019 12X4208 1208810 09/30/2037 02002 4.680000000000 81,427,000.0000 317,565.30 10/31/2019 12X4208 1208810 09/30/2042 02002 4.680000000000 5,601,000.0000 21,843.90 10/31/2019 12X4208 1208810 09/30/2044 02002 4.680000000000 1,858,000.0000 7,246.20 10/31/2019 12X4208 1208810 09/30/2045 02002 4.680000000000 589,000.0000 2,297.10 10/31/2019 12X4208 1208810 09/30/2046 02002 4.680000000000 435,000.0000 1,696.50 10/31/2019 12X4208 1208810 09/30/2047 02002 4.680000000000 1,013,000.0000 3,950.70 10/31/2019 12X4208 1208810 09/30/2048 02002 4.680000000000 5,867,000.0000 22,881.30 10/31/2019 12X4208 1208810 09/30/2052 02002 4.680000000000 2,484,000.0000 9,687.60 10/31/2019 12X4208 1208810 09/30/2053 02002 4.680000000000 27,210,000.0000 106,119.00 10/31/2019 12X4208 1208810 09/30/2038 02003 4.720000000000 10,745,000.0000 42,263.67 10/31/2019 12X4208 1208810 09/30/2042 02003 4.720000000000 8,241,000.0000 32,414.60 10/31/2019 12X4208 1208810 09/30/2043 02003 4.720000000000 12,082,000.0000 47,522.53 10/31/2019 12X4208 1208810 09/30/2047 02003 4.720000000000 63,000.0000 247.80 10/31/2019 12X4208 1208810 09/30/2048 02003 4.720000000000 3,340,000.0000 13,137.33 10/31/2019 12X4208 1208810 09/30/2052 02003 4.720000000000 164,000.0000 645.07 10/31/2019 12X4208 1208810 09/30/2042 02004 4.580000000000 3,192,000.0000 12,182.80 10/31/2019 12X4208 1208810 09/30/2043 02004 4.580000000000 77,198,000.0000 294,639.03 10/31/2019 12X4208 1208810 09/30/2044 02004 4.580000000000 15,517,000.0000 59,223.22 10/31/2019 12X4208 1208810 09/30/2045 02004 4.580000000000 2,565,000.0000 9,789.75 10/31/2019 12X4208 1208810 09/30/2047 02004 4.580000000000 1,612,000.0000 6,152.47 10/31/2019 12X4208 1208810 09/30/2048 02004 4.580000000000 8,805,000.0000 33,605.75 10/31/2019 12X4208 1208810 09/30/2052 02004 4.580000000000 3,611,000.0000 13,781.98 10/31/2019 12X4208 1208810 09/30/2053 02004 4.580000000000 4,582,000.0000 17,487.97 10/31/2019 12X4208 1208810 09/30/2042 02005 4.500000000000 927,000.0000 3,476.25 10/31/2019 12X4208 1208810 09/30/2043 02005 4.500000000000 15,572,000.0000 58,395.00 10/31/2019 12X4208 1208810 09/30/2044 02005 4.500000000000 8,770,000.0000 32,887.50 10/31/2019 12X4208 1208810 09/30/2045 02005 4.500000000000 2,727,000.0000 10,226.25 10/31/2019 12X4208 1208810 09/30/2047 02005 4.500000000000 374,000.0000 1,402.50 10/31/2019 12X4208 1208810 09/30/2048 02005 4.500000000000 2,454,000.0000 9,202.50 10/31/2019 12X4208 1208810 09/30/2052 02005 4.500000000000 908,000.0000 3,405.00 10/31/2019 12X4208 1208810 09/30/2053 02005 4.500000000000 861,000.0000 3,228.75 10/31/2019 12X4208 1208810 09/30/2043 02006 4.430000000000 12,627,000.0000 46,614.67 10/31/2019 12X4208 1208810 09/30/2044 02006 4.430000000000 19,298,000.0000 71,241.78 10/31/2019 12X4208 1208810 09/30/2045 02006 4.430000000000 1,336,000.0000 4,932.07 10/31/2019 12X4208 1208810 09/30/2046 02006 4.430000000000 1,489,000.0000 5,496.89 10/31/2019 12X4208 1208810 09/30/2047 02006 4.430000000000 398,000.0000 1,469.28 10/31/2019 12X4208 1208810 09/30/2048 02006 4.430000000000 1,415,000.0000 5,223.71 10/31/2019 12X4208 1208810 09/30/2051 02006 4.430000000000 1,850,000.0000 6,829.58 10/31/2019 12X4208 1208810 09/30/2052 02006 4.430000000000 100,000.0000 369.17 10/31/2019 12X4208 1208810 09/30/2044 02007 4.160000000000 2,034,000.0000 7,051.20 10/31/2019 12X4208 1208810 09/30/2045 02007 4.160000000000 14,224,000.0000 49,309.87 10/31/2019 12X4208 1208810 09/30/2046 02007 4.160000000000 5,585,000.0000 19,361.33 10/31/2019 12X4208 1208810 09/30/2047 02007 4.160000000000 4,848,000.0000 16,806.40 10/31/2019 12X4208 1208810 09/30/2048 02007 4.160000000000 1,646,000.0000 5,706.13 10/31/2019 12X4208 1208810 09/30/2052 02007 4.160000000000 100,000.0000 346.67 10/31/2019 ------------------------ ---------------------- 906,367,000.0000 4,058,509.36 855 SUB-COHORT 12X4208 1208855 09/30/2044 01995 6.010000000000 136,500.0000 683.64 10/31/2019 12X4208 1208855 09/30/2045 01995 6.010000000000 122,000.0000 611.02 10/31/2019 12X4208 1208855 09/30/2047 01995 6.010000000000 36,000.0000 180.30 10/31/2019 12X4208 1208855 09/30/2052 01995 6.010000000000 46,000.0000 230.38 10/31/2019 12X4208 1208855 09/30/2053 01995 6.010000000000 7,000.0000 35.06 10/31/2019 12X4208 1208855 09/30/2042 01997 5.670000000000 561,000.0000 2,650.73 10/31/2019 12X4208 1208855 09/30/2044 01997 5.670000000000 76,000.0000 359.10 10/31/2019 12X4208 1208855 09/30/2045 01997 5.670000000000 91,000.0000 429.98 10/31/2019 12X4208 1208855 09/30/2046 01997 5.670000000000 41,000.0000 193.73 10/31/2019 12X4208 1208855 09/30/2047 01997 5.670000000000 20,000.0000 94.50 10/31/2019 12X4208 1208855 09/30/2048 01997 5.670000000000 13,000.0000 61.43 10/31/2019 12X4208 1208855 09/30/2052 01997 5.670000000000 182,000.0000 859.95 10/31/2019 12X4208 1208855 09/30/2053 01997 5.670000000000 38,000.0000 179.55 10/31/2019 12X4208 1208855 09/30/2042 01998 5.740000000000 678,000.0000 3,243.10 10/31/2019 12X4208 1208855 09/30/2044 01998 5.740000000000 79,000.0000 377.88 10/31/2019 12X4208 1208855 09/30/2045 01998 5.740000000000 31,000.0000 148.28 10/31/2019 12X4208 1208855 09/30/2047 01998 5.740000000000 10,000.0000 47.83 10/31/2019 12X4208 1208855 09/30/2052 01998 5.740000000000 104,000.0000 497.47 10/31/2019 12X4208 1208855 09/30/2043 01999 5.420000000000 337,000.0000 1,522.12 10/31/2019 12X4208 1208855 09/30/2044 01999 5.420000000000 254,000.0000 1,147.23 10/31/2019 12X4208 1208855 09/30/2045 01999 5.420000000000 372,000.0000 1,680.20 10/31/2019 12X4208 1208855 09/30/2046 01999 5.420000000000 36,000.0000 162.60 10/31/2019 12X4208 1208855 09/30/2047 01999 5.420000000000 13,000.0000 58.72 10/31/2019 12X4208 1208855 09/30/2048 01999 5.420000000000 5,000.0000 22.58 10/31/2019 12X4208 1208855 09/30/2052 01999 5.420000000000 142,000.0000 641.37 10/31/2019 12X4208 1208855 09/30/2044 02000 4.970000000000 1,380,000.0000 5,715.50 10/31/2019 12X4208 1208855 09/30/2045 02000 4.970000000000 392,000.0000 1,623.53 10/31/2019 12X4208 1208855 09/30/2046 02000 4.970000000000 181,000.0000 749.64 10/31/2019 12X4208 1208855 09/30/2047 02000 4.970000000000 41,000.0000 169.81 10/31/2019 12X4208 1208855 09/30/2052 02000 4.970000000000 311,000.0000 1,288.06 10/31/2019 12X4208 1208855 09/30/2036 02001 4.447540000000 1,663,500.0000 6,165.40 10/31/2019 12X4208 1208855 09/30/2042 02001 4.447540000000 1,503,000.0000 5,570.54 10/31/2019 12X4208 1208855 09/30/2043 02001 4.447540000000 1,700,000.0000 6,300.68 10/31/2019 12X4208 1208855 09/30/2044 02001 4.447540000000 501,000.0000 1,856.85 10/31/2019 12X4208 1208855 09/30/2045 02001 4.447540000000 119,000.0000 441.05 10/31/2019 12X4208 1208855 09/30/2048 02001 4.447540000000 90,000.0000 333.57 10/31/2019 12X4208 1208855 09/30/2052 02001 4.447540000000 333,000.0000 1,234.19 10/31/2019 12X4208 1208855 09/30/2053 02001 4.447540000000 2,595,000.0000 9,617.81 10/31/2019 12X4208 1208855 09/30/2044 02002 3.897190000000 2,376,000.0000 7,716.44 10/31/2019 12X4208 1208855 09/30/2045 02002 3.897190000000 213,000.0000 691.75 10/31/2019 12X4208 1208855 09/30/2046 02002 3.897190000000 278,000.0000 902.85 10/31/2019 12X4208 1208855 09/30/2048 02002 3.897190000000 2,000.0000 6.50 10/31/2019 12X4208 1208855 09/30/2052 02002 3.897190000000 527,000.0000 1,711.52 10/31/2019 12X4208 1208855 09/30/2042 02003 4.230000000000 2,454,000.0000 8,650.35 10/31/2019 12X4208 1208855 09/30/2043 02003 4.230000000000 4,516,000.0000 15,918.90 10/31/2019 12X4208 1208855 09/30/2044 02003 4.230000000000 2,241,000.0000 7,899.53 10/31/2019 12X4208 1208855 09/30/2045 02003 4.230000000000 175,000.0000 616.88 10/31/2019 12X4208 1208855 09/30/2046 02003 4.230000000000 918,000.0000 3,235.95 10/31/2019 12X4208 1208855 09/30/2047 02003 4.230000000000 48,000.0000 169.20 10/31/2019 12X4208 1208855 09/30/2048 02003 4.230000000000 36,000.0000 126.90 10/31/2019 12X4208 1208855 09/30/2052 02003 4.230000000000 290,000.0000 1,022.25 10/31/2019 12X4208 1208855 09/30/2039 02004 4.351220000000 8,002,600.0000 29,017.56 10/31/2019 12X4208 1208855 09/30/2042 02004 4.351220000000 6,767,000.0000 24,537.25 10/31/2019 12X4208 1208855 09/30/2043 02004 4.351220000000 752,000.0000 2,726.76 10/31/2019 12X4208 1208855 09/30/2044 02004 4.351220000000 6,433,000.0000 23,326.17 10/31/2019 12X4208 1208855 09/30/2045 02004 4.351220000000 2,704,000.0000 9,804.75 10/31/2019 12X4208 1208855 09/30/2046 02004 4.351220000000 763,000.0000 2,766.65 10/31/2019 12X4208 1208855 09/30/2047 02004 4.351220000000 63,000.0000 228.44 10/31/2019 12X4208 1208855 09/30/2048 02004 4.351220000000 28,000.0000 101.53 10/31/2019 12X4208 1208855 09/30/2052 02004 4.351220000000 446,000.0000 1,617.20 10/31/2019 12X4208 1208855 09/30/2053 02004 4.351220000000 455,000.0000 1,649.84 10/31/2019 12X4208 1208855 09/30/2042 02005 4.340000000000 1,242,000.0000 4,491.90 10/31/2019 12X4208 1208855 09/30/2043 02005 4.340000000000 9,090,000.0000 32,875.50 10/31/2019 12X4208 1208855 09/30/2044 02005 4.340000000000 7,620,000.0000 27,559.00 10/31/2019 12X4208 1208855 09/30/2045 02005 4.340000000000 3,813,000.0000 13,790.35 10/31/2019 12X4208 1208855 09/30/2046 02005 4.340000000000 10,498,000.0000 37,967.77 10/31/2019 12X4208 1208855 09/30/2047 02005 4.340000000000 1,318,000.0000 4,766.77 10/31/2019 12X4208 1208855 09/30/2048 02005 4.340000000000 413,000.0000 1,493.68 10/31/2019 12X4208 1208855 09/30/2052 02005 4.340000000000 256,000.0000 925.87 10/31/2019 12X4208 1208855 09/30/2044 02006 3.500000000000 15,084,000.0000 43,995.00 10/31/2019 12X4208 1208855 09/30/2045 02006 3.500000000000 19,340,000.0000 56,408.33 10/31/2019 12X4208 1208855 09/30/2046 02006 3.500000000000 13,796,000.0000 40,238.33 10/31/2019 12X4208 1208855 09/30/2047 02006 3.500000000000 2,003,000.0000 5,842.08 10/31/2019 12X4208 1208855 09/30/2048 02006 3.500000000000 7,507,000.0000 21,895.42 10/31/2019 12X4208 1208855 09/30/2049 02006 3.500000000000 548,000.0000 1,598.33 10/31/2019 12X4208 1208855 09/30/2052 02006 3.500000000000 930,000.0000 2,712.50 10/31/2019 12X4208 1208855 09/30/2044 02007 3.320000000000 5,353,500.0000 14,811.35 10/31/2019 12X4208 1208855 09/30/2045 02007 3.320000000000 6,664,000.0000 18,437.07 10/31/2019 12X4208 1208855 09/30/2046 02007 3.320000000000 3,884,000.0000 10,745.73 10/31/2019 12X4208 1208855 09/30/2047 02007 3.320000000000 5,880,000.0000 16,268.00 10/31/2019 12X4208 1208855 09/30/2048 02007 3.320000000000 7,000.0000 19.37 10/31/2019 12X4208 1208855 09/30/2049 02007 3.320000000000 245,000.0000 677.83 10/31/2019 12X4208 1208855 09/30/2050 02007 3.320000000000 1,126,000.0000 3,115.27 10/31/2019 12X4208 1208855 09/30/2052 02007 3.320000000000 189,000.0000 522.90 10/31/2019 12X4208 1208855 09/30/2046 02008 2.530000000000 23,475,070.0000 49,493.27 10/31/2019 12X4208 1208855 09/30/2047 02008 2.530000000000 9,524,000.0000 20,079.77 10/31/2019 12X4208 1208855 09/30/2048 02008 2.530000000000 5,060,000.0000 10,668.17 10/31/2019 12X4208 1208855 09/30/2049 02008 2.530000000000 4,710,000.0000 9,930.25 10/31/2019 12X4208 1208855 09/30/2051 02008 2.530000000000 15,995,000.0000 33,722.79 10/31/2019 12X4208 1208855 09/30/2052 02008 2.530000000000 5,507,000.0000 11,610.59 10/31/2019 12X4208 1208855 09/30/2045 02009 2.710000000000 6,165,000.0000 13,922.62 10/31/2019 12X4208 1208855 09/30/2046 02009 2.710000000000 2,870,000.0000 6,481.42 10/31/2019 12X4208 1208855 09/30/2047 02009 2.710000000000 9,706,000.0000 21,919.38 10/31/2019 12X4208 1208855 09/30/2048 02009 2.710000000000 5,074,000.0000 11,458.78 10/31/2019 12X4208 1208855 09/30/2049 02009 2.710000000000 18,815,000.0000 42,490.54 10/31/2019 12X4208 1208855 09/30/2051 02009 2.710000000000 13,800,000.0000 31,165.00 10/31/2019 12X4208 1208855 09/30/2052 02009 2.710000000000 858,000.0000 1,937.65 10/31/2019 12X4208 1208855 09/30/2045 02010 2.660584000000 1,732,476.0000 3,841.16 10/31/2019 12X4208 1208855 09/30/2046 02010 2.660584000000 14,359,000.0000 31,836.10 10/31/2019 12X4208 1208855 09/30/2047 02010 2.660584000000 7,864,000.0000 17,435.69 10/31/2019 12X4208 1208855 09/30/2048 02010 2.660584000000 12,460,000.0000 27,625.73 10/31/2019 12X4208 1208855 09/30/2049 02010 2.660584000000 8,934,000.0000 19,808.05 10/31/2019 12X4208 1208855 09/30/2050 02010 2.660584000000 2,504,000.0000 5,551.75 10/31/2019 12X4208 1208855 09/30/2051 02010 2.660584000000 1,750,000.0000 3,880.02 10/31/2019 12X4208 1208855 09/30/2052 02010 2.660584000000 6,487,000.0000 14,382.67 10/31/2019 12X4208 1208855 09/30/2048 02011 2.197310000000 2,284,000.0000 4,182.21 10/31/2019 12X4208 1208855 09/30/2049 02011 2.197310000000 6,817,000.0000 12,482.55 10/31/2019 12X4208 1208855 09/30/2050 02011 2.197310000000 11,279,000.0000 20,652.88 10/31/2019 12X4208 1208855 09/30/2051 02011 2.197310000000 569,000.0000 1,041.89 10/31/2019 12X4208 1208855 09/30/2052 02011 2.197310000000 40,000.0000 73.24 10/31/2019 12X4208 1208855 09/30/2053 02011 2.197310000000 4,460,000.0000 8,166.67 10/31/2019 ------------------------ ---------------------- 374,632,646.0000 998,629.74 815 SUB-COHORT 12X4208 1208815 09/30/2029 01994 6.770000000000 174,000.0000 981.65 10/31/2019 12X4208 1208815 09/30/2032 01994 6.770000000000 500,000.0000 2,820.83 10/31/2019 12X4208 1208815 09/30/2036 01994 6.770000000000 25,000.0000 141.04 10/31/2019 12X4208 1208815 09/30/2038 01994 6.770000000000 1,175,000.0000 6,628.96 10/31/2019 12X4208 1208815 09/30/2042 01994 6.770000000000 38,000.0000 214.38 10/31/2019 12X4208 1208815 09/30/2043 01994 6.770000000000 1,000.0000 5.64 10/31/2019 12X4208 1208815 09/30/2030 01995 6.000000000000 1,123,000.0000 5,615.00 10/31/2019 12X4208 1208815 09/30/2032 01995 6.000000000000 1,990,000.0000 9,950.00 10/31/2019 12X4208 1208815 09/30/2033 01995 6.000000000000 350,000.0000 1,750.00 10/31/2019 12X4208 1208815 09/30/2037 01995 6.000000000000 1,912,000.0000 9,560.00 10/31/2019 12X4208 1208815 09/30/2042 01995 6.000000000000 29,000.0000 145.00 10/31/2019 12X4208 1208815 09/30/2043 01995 6.000000000000 250.0000 1.25 10/31/2019 12X4208 1208815 09/30/2032 01997 5.560000000000 5,582,000.0000 25,863.27 10/31/2019 12X4208 1208815 09/30/2033 01997 5.560000000000 1,523,000.0000 7,056.57 10/31/2019 12X4208 1208815 09/30/2038 01997 5.560000000000 718,000.0000 3,326.73 10/31/2019 12X4208 1208815 09/30/2041 01997 5.560000000000 10,000.0000 46.33 10/31/2019 12X4208 1208815 09/30/2042 01997 5.560000000000 40,000.0000 185.33 10/31/2019 12X4208 1208815 09/30/2043 01997 5.560000000000 465,000.0000 2,154.50 10/31/2019 12X4208 1208815 09/30/2035 01998 5.530000000000 1,717,000.0000 7,912.51 10/31/2019 12X4208 1208815 09/30/2036 01998 5.530000000000 1,795,000.0000 8,271.96 10/31/2019 12X4208 1208815 09/30/2037 01998 5.530000000000 912,000.0000 4,202.80 10/31/2019 12X4208 1208815 09/30/2038 01998 5.530000000000 57,000.0000 262.67 10/31/2019 12X4208 1208815 09/30/2042 01998 5.530000000000 345,000.0000 1,589.87 10/31/2019 12X4208 1208815 09/30/2032 01999 5.320000000000 5,079,000.0000 22,516.90 10/31/2019 12X4208 1208815 09/30/2033 01999 5.320000000000 2,371,000.0000 10,511.43 10/31/2019 12X4208 1208815 09/30/2034 01999 5.320000000000 11,133,000.0000 49,356.30 10/31/2019 12X4208 1208815 09/30/2036 01999 5.320000000000 340,000.0000 1,507.33 10/31/2019 12X4208 1208815 09/30/2037 01999 5.320000000000 754,000.0000 3,342.73 10/31/2019 12X4208 1208815 09/30/2038 01999 5.320000000000 445,000.0000 1,972.83 10/31/2019 12X4208 1208815 09/30/2041 01999 5.320000000000 13,000.0000 57.63 10/31/2019 12X4208 1208815 09/30/2042 01999 5.320000000000 164,000.0000 727.07 10/31/2019 12X4208 1208815 09/30/2032 02000 4.970000000000 25,447,000.0000 105,392.99 10/31/2019 12X4208 1208815 09/30/2033 02000 4.970000000000 4,929,000.0000 20,414.27 10/31/2019 12X4208 1208815 09/30/2034 02000 4.970000000000 5,200,000.0000 21,536.67 10/31/2019 12X4208 1208815 09/30/2035 02000 4.970000000000 13,921,500.0000 57,658.21 10/31/2019 12X4208 1208815 09/30/2037 02000 4.970000000000 385,000.0000 1,594.54 10/31/2019 12X4208 1208815 09/30/2038 02000 4.970000000000 577,000.0000 2,389.74 10/31/2019 12X4208 1208815 09/30/2043 02000 4.970000000000 5,000.0000 20.71 10/31/2019 12X4208 1208815 09/30/2034 02001 3.820000000000 11,967,000.0000 38,094.95 10/31/2019 12X4208 1208815 09/30/2035 02001 3.820000000000 176,000.0000 560.27 10/31/2019 12X4208 1208815 09/30/2036 02001 3.820000000000 3,632,000.0000 11,561.87 10/31/2019 12X4208 1208815 09/30/2037 02001 3.820000000000 13,431,000.0000 42,755.35 10/31/2019 12X4208 1208815 09/30/2038 02001 3.820000000000 419,000.0000 1,333.82 10/31/2019 12X4208 1208815 09/30/2039 02001 3.820000000000 153,000.0000 487.05 10/31/2019 12X4208 1208815 09/30/2040 02001 3.820000000000 193,000.0000 614.38 10/31/2019 12X4208 1208815 09/30/2041 02001 3.820000000000 747,000.0000 2,377.95 10/31/2019 12X4208 1208815 09/30/2042 02001 3.820000000000 248,000.0000 789.47 10/31/2019 12X4208 1208815 09/30/2033 02002 3.980723000000 7,858,000.0000 26,067.10 10/31/2019 12X4208 1208815 09/30/2034 02002 3.980723000000 15,892,000.0000 52,718.04 10/31/2019 12X4208 1208815 09/30/2035 02002 3.980723000000 7,141,000.0000 23,688.62 10/31/2019 12X4208 1208815 09/30/2036 02002 3.980723000000 1,020,000.0000 3,383.61 10/31/2019 12X4208 1208815 09/30/2037 02002 3.980723000000 870,000.0000 2,886.02 10/31/2019 12X4208 1208815 09/30/2038 02002 3.980723000000 782,000.0000 2,594.10 10/31/2019 12X4208 1208815 09/30/2042 02002 3.980723000000 578,000.0000 1,917.38 10/31/2019 12X4208 1208815 09/30/2043 02002 3.980723000000 4,800,000.0000 15,922.89 10/31/2019 12X4208 1208815 09/30/2033 02003 4.180000000000 10,534,000.0000 36,693.43 10/31/2019 12X4208 1208815 09/30/2034 02003 4.180000000000 8,895,000.0000 30,984.25 10/31/2019 12X4208 1208815 09/30/2035 02003 4.180000000000 4,045,000.0000 14,090.08 10/31/2019 12X4208 1208815 09/30/2036 02003 4.180000000000 216,000.0000 752.40 10/31/2019 12X4208 1208815 09/30/2038 02003 4.180000000000 1,000.0000 3.48 10/31/2019 12X4208 1208815 09/30/2042 02003 4.180000000000 523,000.0000 1,821.78 10/31/2019 12X4208 1208815 09/30/2034 02004 3.990808000000 614,000.0000 2,041.96 10/31/2019 12X4208 1208815 09/30/2035 02004 3.990808000000 272,000.0000 904.58 10/31/2019 12X4208 1208815 09/30/2036 02004 3.990808000000 76,000.0000 252.75 10/31/2019 12X4208 1208815 09/30/2037 02004 3.990808000000 24,000.0000 79.82 10/31/2019 12X4208 1208815 09/30/2038 02004 3.990808000000 64,000.0000 212.84 10/31/2019 12X4208 1208815 09/30/2042 02004 3.990808000000 37,000.0000 123.05 10/31/2019 12X4208 1208815 09/30/2043 02004 3.990808000000 91,000.0000 302.64 10/31/2019 12X4208 1208815 09/30/2032 02005 4.530000000000 20,755,000.0000 78,350.12 10/31/2019 12X4208 1208815 09/30/2033 02005 4.530000000000 18,132,000.0000 68,448.30 10/31/2019 12X4208 1208815 09/30/2034 02005 4.530000000000 2,741,000.0000 10,347.27 10/31/2019 12X4208 1208815 09/30/2036 02005 4.530000000000 154,000.0000 581.35 10/31/2019 12X4208 1208815 09/30/2037 02005 4.530000000000 1,137,000.0000 4,292.17 10/31/2019 12X4208 1208815 09/30/2038 02005 4.530000000000 40,000.0000 151.00 10/31/2019 12X4208 1208815 09/30/2041 02005 4.530000000000 50,000.0000 188.75 10/31/2019 12X4208 1208815 09/30/2042 02005 4.530000000000 119,000.0000 449.22 10/31/2019 12X4208 1208815 09/30/2033 02006 4.140000000000 18,889,500.0000 65,168.78 10/31/2019 12X4208 1208815 09/30/2034 02006 4.140000000000 21,772,000.0000 75,113.40 10/31/2019 12X4208 1208815 09/30/2035 02006 4.140000000000 10,521,000.0000 36,297.45 10/31/2019 12X4208 1208815 09/30/2036 02006 4.140000000000 13,492,000.0000 46,547.40 10/31/2019 12X4208 1208815 09/30/2037 02006 4.140000000000 8,569,000.0000 29,563.05 10/31/2019 12X4208 1208815 09/30/2038 02006 4.140000000000 2,805,000.0000 9,677.25 10/31/2019 12X4208 1208815 09/30/2042 02006 4.140000000000 919,000.0000 3,170.55 10/31/2019 12X4208 1208815 09/30/2035 02007 2.790000000000 14,480,000.0000 33,666.00 10/31/2019 12X4208 1208815 09/30/2036 02007 2.790000000000 32,136,000.0000 74,716.20 10/31/2019 12X4208 1208815 09/30/2037 02007 2.790000000000 17,323,000.0000 40,275.98 10/31/2019 12X4208 1208815 09/30/2038 02007 2.790000000000 16,097,000.0000 37,425.53 10/31/2019 12X4208 1208815 09/30/2040 02007 2.790000000000 15,755,000.0000 36,630.38 10/31/2019 12X4208 1208815 09/30/2042 02007 2.790000000000 537,000.0000 1,248.53 10/31/2019 12X4208 1208815 09/30/2034 02008 3.060000000000 27,751,500.0000 70,766.33 10/31/2019 12X4208 1208815 09/30/2035 02008 3.060000000000 55,444,000.0000 141,382.20 10/31/2019 12X4208 1208815 09/30/2036 02008 3.060000000000 28,709,000.0000 73,207.95 10/31/2019 12X4208 1208815 09/30/2037 02008 3.060000000000 17,455,000.0000 44,510.25 10/31/2019 12X4208 1208815 09/30/2038 02008 3.060000000000 11,384,000.0000 29,029.20 10/31/2019 12X4208 1208815 09/30/2039 02008 3.060000000000 3,628,000.0000 9,251.40 10/31/2019 12X4208 1208815 09/30/2040 02008 3.060000000000 1,401,000.0000 3,572.55 10/31/2019 12X4208 1208815 09/30/2042 02008 3.060000000000 4,302,000.0000 10,970.10 10/31/2019 12X4208 1208815 09/30/2035 02009 2.660000000000 32,952,000.0000 73,043.60 10/31/2019 12X4208 1208815 09/30/2036 02009 2.660000000000 32,229,000.0000 71,440.95 10/31/2019 12X4208 1208815 09/30/2037 02009 2.660000000000 19,890,000.0000 44,089.50 10/31/2019 12X4208 1208815 09/30/2038 02009 2.660000000000 24,815,000.0000 55,006.58 10/31/2019 12X4208 1208815 09/30/2039 02009 2.660000000000 9,829,000.0000 21,787.62 10/31/2019 12X4208 1208815 09/30/2040 02009 2.660000000000 3,906,200.0000 8,658.74 10/31/2019 12X4208 1208815 09/30/2041 02009 2.660000000000 6,609,000.0000 14,649.95 10/31/2019 12X4208 1208815 09/30/2042 02009 2.660000000000 626,000.0000 1,387.63 10/31/2019 12X4208 1208815 09/30/2035 02010 2.525304000000 5,117,000.0000 10,768.32 10/31/2019 12X4208 1208815 09/30/2036 02010 2.525304000000 39,929,000.0000 84,027.39 10/31/2019 12X4208 1208815 09/30/2037 02010 2.525304000000 36,929,000.0000 77,714.13 10/31/2019 12X4208 1208815 09/30/2038 02010 2.525304000000 30,838,000.0000 64,896.10 10/31/2019 12X4208 1208815 09/30/2039 02010 2.525304000000 10,553,000.0000 22,207.94 10/31/2019 12X4208 1208815 09/30/2040 02010 2.525304000000 9,981,000.0000 21,004.22 10/31/2019 12X4208 1208815 09/30/2041 02010 2.525304000000 11,534,000.0000 24,272.38 10/31/2019 12X4208 1208815 09/30/2042 02010 2.525304000000 6,564,000.0000 13,813.41 10/31/2019 12X4208 1208815 09/30/2037 02011 2.137157000000 61,952,000.0000 110,334.29 10/31/2019 12X4208 1208815 09/30/2038 02011 2.137157000000 49,654,000.0000 88,431.99 10/31/2019 12X4208 1208815 09/30/2039 02011 2.137157000000 38,133,000.0000 67,913.51 10/31/2019 12X4208 1208815 09/30/2040 02011 2.137157000000 24,104,000.0000 42,928.36 10/31/2019 12X4208 1208815 09/30/2041 02011 2.137157000000 10,942,000.0000 19,487.31 10/31/2019 12X4208 1208815 09/30/2042 02011 2.137157000000 29,409,000.0000 52,376.38 10/31/2019 12X4208 1208815 09/30/2043 02011 2.137157000000 46,587,000.0000 82,969.78 10/31/2019 12X4208 1208815 09/30/2039 02012 2.433000000000 11,271,000.0000 22,851.95 10/31/2019 12X4208 1208815 09/30/2040 02012 2.433000000000 2,068,000.0000 4,192.87 10/31/2019 12X4208 1208815 09/30/2041 02012 2.433000000000 578,000.0000 1,171.89 10/31/2019 12X4208 1208815 09/30/2042 02012 2.433000000000 54,000.0000 109.49 10/31/2019 12X4208 1208815 09/30/2043 02012 2.433000000000 10,000.0000 20.27 10/31/2019 12X4208 1208815 09/30/2039 02013 2.940000000000 7,262,500.0000 17,793.12 10/31/2019 12X4208 1208815 09/30/2040 02013 2.940000000000 79,599,000.0000 195,017.55 10/31/2019 12X4208 1208815 09/30/2041 02013 2.940000000000 15,801,000.0000 38,712.45 10/31/2019 12X4208 1208815 09/30/2042 02013 2.940000000000 24,169,000.0000 59,214.05 10/31/2019 12X4208 1208815 09/30/2043 02013 2.940000000000 891,000.0000 2,182.95 10/31/2019 12X4208 1208815 09/30/2040 02014 2.090000000000 72,875,000.0000 126,923.96 10/31/2019 12X4208 1208815 09/30/2041 02014 2.090000000000 35,405,000.0000 61,663.71 10/31/2019 12X4208 1208815 09/30/2042 02014 2.090000000000 24,119,000.0000 42,007.26 10/31/2019 12X4208 1208815 09/30/2043 02014 2.090000000000 6,498,000.0000 11,317.35 10/31/2019 12X4208 1208815 09/30/2044 02014 2.090000000000 102,000.0000 177.65 10/31/2019 12X4208 1208815 09/30/2040 02015 3.040000000000 21,391,500.0000 54,191.80 10/31/2019 12X4208 1208815 09/30/2041 02015 3.040000000000 22,006,000.0000 55,748.53 10/31/2019 12X4208 1208815 09/30/2042 02015 3.040000000000 11,120,000.0000 28,170.67 10/31/2019 12X4208 1208815 09/30/2043 02015 3.040000000000 924,000.0000 2,340.80 10/31/2019 12X4208 1208815 09/30/2041 02016 2.876000000000 23,385,500.0000 56,047.25 10/31/2019 12X4208 1208815 09/30/2042 02016 2.876000000000 12,297,000.0000 29,471.81 10/31/2019 12X4208 1208815 09/30/2043 02016 2.876000000000 5,484,000.0000 13,143.32 10/31/2019 12X4208 1208815 09/30/2044 02016 2.876000000000 1,627,000.0000 3,899.38 10/31/2019 12X4208 1208815 09/30/2042 02017 3.055700000000 50,144,000.0000 127,687.52 10/31/2019 12X4208 1208815 09/30/2043 02017 3.055700000000 26,043,000.0000 66,316.33 10/31/2019 12X4208 1208815 09/30/2044 02017 3.055700000000 5,378,000.0000 13,694.63 10/31/2019 12X4208 1208815 09/30/2042 02018 2.776900000000 1,649,000.0000 3,815.92 10/31/2019 12X4208 1208815 09/30/2043 02018 2.776900000000 27,662,000.0000 64,012.17 10/31/2019 12X4208 1208815 09/30/2044 02018 2.776900000000 1,656,000.0000 3,832.12 10/31/2019 ------------------------ ---------------------- 1,587,593,450.0000 3,927,639.08 870 SUB-COHORT 12X4208 1208870 09/30/2036 02001 5.110000000000 26,737,000.0000 113,855.06 10/31/2019 12X4208 1208870 09/30/2040 02001 5.110000000000 3,110,000.0000 13,243.42 10/31/2019 12X4208 1208870 09/30/2043 02001 5.110000000000 340,000.0000 1,447.83 10/31/2019 12X4208 1208870 09/30/2044 02001 5.110000000000 552,000.0000 2,350.60 10/31/2019 12X4208 1208870 09/30/2045 02001 5.110000000000 5,000.0000 21.29 10/31/2019 12X4208 1208870 09/30/2046 02001 5.110000000000 380,000.0000 1,618.17 10/31/2019 12X4208 1208870 09/30/2049 02001 5.110000000000 4,073,200.0000 17,345.04 10/31/2019 12X4208 1208870 09/30/2037 02002 4.790000000000 183,911,000.0000 734,111.41 10/31/2019 12X4208 1208870 09/30/2040 02002 4.790000000000 3,538,000.0000 14,122.52 10/31/2019 12X4208 1208870 09/30/2042 02002 4.790000000000 2,360,000.0000 9,420.33 10/31/2019 12X4208 1208870 09/30/2043 02002 4.790000000000 1,853,000.0000 7,396.56 10/31/2019 12X4208 1208870 09/30/2044 02002 4.790000000000 1,507,000.0000 6,015.44 10/31/2019 12X4208 1208870 09/30/2046 02002 4.790000000000 3,000.0000 11.98 10/31/2019 12X4208 1208870 09/30/2049 02002 4.790000000000 10,991,500.0000 43,874.40 10/31/2019 12X4208 1208870 09/30/2038 02003 4.730000000000 39,275,000.0000 154,808.96 10/31/2019 12X4208 1208870 09/30/2040 02003 4.730000000000 176,784,000.0000 696,823.60 10/31/2019 12X4208 1208870 09/30/2041 02003 4.730000000000 7,978,000.0000 31,446.62 10/31/2019 12X4208 1208870 09/30/2043 02003 4.730000000000 1,500,000.0000 5,912.50 10/31/2019 12X4208 1208870 09/30/2044 02003 4.730000000000 903,000.0000 3,559.32 10/31/2019 12X4208 1208870 09/30/2045 02003 4.730000000000 1,000.0000 3.94 10/31/2019 12X4208 1208870 09/30/2046 02003 4.730000000000 7,000.0000 27.59 10/31/2019 12X4208 1208870 09/30/2049 02003 4.730000000000 12,589,400.0000 49,623.22 10/31/2019 12X4208 1208870 09/30/2040 02004 4.630000000000 113,672,000.0000 438,584.47 10/31/2019 12X4208 1208870 09/30/2041 02004 4.630000000000 104,748,000.0000 404,152.70 10/31/2019 12X4208 1208870 09/30/2042 02004 4.630000000000 14,107,000.0000 54,429.51 10/31/2019 12X4208 1208870 09/30/2043 02004 4.630000000000 10,501,000.0000 40,516.36 10/31/2019 12X4208 1208870 09/30/2045 02004 4.630000000000 1,000.0000 3.86 10/31/2019 12X4208 1208870 09/30/2049 02004 4.630000000000 17,529,400.0000 67,634.27 10/31/2019 12X4208 1208870 09/30/2041 02005 4.580000000000 157,610,500.0000 601,546.74 10/31/2019 12X4208 1208870 09/30/2042 02005 4.580000000000 45,586,000.0000 173,986.57 10/31/2019 12X4208 1208870 09/30/2043 02005 4.580000000000 18,549,000.0000 70,795.35 10/31/2019 12X4208 1208870 09/30/2044 02005 4.580000000000 4,561,000.0000 17,407.82 10/31/2019 12X4208 1208870 09/30/2045 02005 4.580000000000 1,760,000.0000 6,717.33 10/31/2019 12X4208 1208870 09/30/2046 02005 4.580000000000 1,000.0000 3.82 10/31/2019 12X4208 1208870 09/30/2049 02005 4.580000000000 13,253,900.0000 50,585.72 10/31/2019 12X4208 1208870 09/30/2041 02006 4.440000000000 31,007,000.0000 114,725.90 10/31/2019 12X4208 1208870 09/30/2042 02006 4.440000000000 88,142,000.0000 326,125.40 10/31/2019 12X4208 1208870 09/30/2043 02006 4.440000000000 54,238,000.0000 200,680.60 10/31/2019 12X4208 1208870 09/30/2044 02006 4.440000000000 5,050,000.0000 18,685.00 10/31/2019 12X4208 1208870 09/30/2045 02006 4.440000000000 750,000.0000 2,775.00 10/31/2019 12X4208 1208870 09/30/2046 02006 4.440000000000 1,439,000.0000 5,324.30 10/31/2019 12X4208 1208870 09/30/2049 02006 4.440000000000 9,256,200.0000 34,247.94 10/31/2019 12X4208 1208870 09/30/2042 02007 4.150000000000 46,684,000.0000 161,448.83 10/31/2019 12X4208 1208870 09/30/2043 02007 4.150000000000 80,433,000.0000 278,164.12 10/31/2019 12X4208 1208870 09/30/2044 02007 4.150000000000 18,586,000.0000 64,276.58 10/31/2019 12X4208 1208870 09/30/2045 02007 4.150000000000 17,061,000.0000 59,002.62 10/31/2019 12X4208 1208870 09/30/2046 02007 4.150000000000 82,000.0000 283.58 10/31/2019 12X4208 1208870 09/30/2049 02007 4.150000000000 12,073,400.0000 41,753.84 10/31/2019 ------------------------ ---------------------- 1,345,079,500.0000 5,140,898.03 820 SUB-COHORT 12X4208 1208820 09/30/2048 01992 7.400000000000 1,936,000.0000 11,938.67 10/31/2019 12X4208 1208820 09/30/2052 01992 7.400000000000 246,000.0000 1,517.00 10/31/2019 12X4208 1208820 09/30/2053 01992 7.400000000000 32,000.0000 197.33 10/31/2019 12X4208 1208820 09/30/2050 01993 6.650000000000 7,398,000.0000 40,997.25 10/31/2019 12X4208 1208820 09/30/2052 01993 6.650000000000 69,000.0000 382.37 10/31/2019 12X4208 1208820 09/30/2053 01993 6.650000000000 1,180,000.0000 6,539.17 10/31/2019 12X4208 1208820 09/30/2048 01994 5.900000000000 628,000.0000 3,087.67 10/31/2019 12X4208 1208820 09/30/2052 01994 5.900000000000 941,000.0000 4,626.58 10/31/2019 12X4208 1208820 09/30/2050 01995 5.990000000000 6,207,000.0000 30,983.27 10/31/2019 12X4208 1208820 09/30/2052 01995 5.990000000000 32,000.0000 159.73 10/31/2019 12X4208 1208820 09/30/2052 01996 5.950000000000 2,457,000.0000 12,182.62 10/31/2019 12X4208 1208820 09/30/2053 01996 5.950000000000 1,235,000.0000 6,123.54 10/31/2019 12X4208 1208820 09/30/2050 01997 5.750000000000 11,307,000.0000 54,179.37 10/31/2019 12X4208 1208820 09/30/2052 01997 5.750000000000 184,000.0000 881.67 10/31/2019 12X4208 1208820 09/30/2052 01998 5.800000000000 3,678,000.0000 17,777.00 10/31/2019 12X4208 1208820 09/30/2048 01999 5.780000000000 10,619,000.0000 51,148.18 10/31/2019 12X4208 1208820 09/30/2049 01999 5.780000000000 742,000.0000 3,573.97 10/31/2019 12X4208 1208820 09/30/2052 01999 5.780000000000 3,024,000.0000 14,565.60 10/31/2019 12X4208 1208820 09/30/2048 02000 5.490000000000 1,860,000.0000 8,509.50 10/31/2019 12X4208 1208820 09/30/2050 02000 5.490000000000 38,054,800.0000 174,100.71 10/31/2019 12X4208 1208820 09/30/2052 02000 5.490000000000 7,160,000.0000 32,757.00 10/31/2019 12X4208 1208820 09/30/2050 02001 4.890000000000 4,157,000.0000 16,939.77 10/31/2019 12X4208 1208820 09/30/2052 02001 4.890000000000 29,418,000.0000 119,878.35 10/31/2019 12X4208 1208820 09/30/2052 02002 4.610000000000 52,339,000.0000 201,068.99 10/31/2019 12X4208 1208820 09/30/2050 02003 4.700000000000 18,387,000.0000 72,015.75 10/31/2019 12X4208 1208820 09/30/2052 02003 4.700000000000 61,832,000.0000 242,175.33 10/31/2019 12X4208 1208820 09/30/2048 02004 4.610000000000 3,436,000.0000 13,199.97 10/31/2019 12X4208 1208820 09/30/2049 02004 4.610000000000 19,790,000.0000 76,026.58 10/31/2019 12X4208 1208820 09/30/2050 02004 4.610000000000 70,061,600.0000 269,153.31 10/31/2019 12X4208 1208820 09/30/2049 02005 4.580000000000 4,925,000.0000 18,797.08 10/31/2019 12X4208 1208820 09/30/2050 02005 4.580000000000 15,907,900.0000 60,715.15 10/31/2019 12X4208 1208820 09/30/2052 02005 4.580000000000 49,439,000.0000 188,692.18 10/31/2019 12X4208 1208820 09/30/2052 02006 4.170000000000 43,679,000.0000 151,784.52 10/31/2019 12X4208 1208820 09/30/2048 02007 3.700000000000 5,878,000.0000 18,123.83 10/31/2019 12X4208 1208820 09/30/2052 02007 3.700000000000 48,758,000.0000 150,337.17 10/31/2019 12X4208 1208820 09/30/2048 02008 3.540000000000 71,477,000.0000 210,857.15 10/31/2019 12X4208 1208820 09/30/2049 02008 3.540000000000 191,000.0000 563.45 10/31/2019 12X4208 1208820 09/30/2050 02008 3.540000000000 56,000.0000 165.20 10/31/2019 12X4208 1208820 09/30/2052 02008 3.540000000000 21,810,000.0000 64,339.50 10/31/2019 12X4208 1208820 09/30/2053 02008 3.540000000000 11,645,000.0000 34,352.75 10/31/2019 12X4208 1208820 09/30/2047 02009 3.320000000000 11,258,000.0000 31,147.13 10/31/2019 12X4208 1208820 09/30/2048 02009 3.320000000000 74,957,000.0000 207,381.03 10/31/2019 12X4208 1208820 09/30/2049 02009 3.320000000000 4,756,000.0000 13,158.27 10/31/2019 12X4208 1208820 09/30/2050 02009 3.320000000000 106,421,000.0000 294,431.43 10/31/2019 12X4208 1208820 09/30/2051 02009 3.320000000000 153,000.0000 423.30 10/31/2019 12X4208 1208820 09/30/2052 02009 3.320000000000 24,432,000.0000 67,595.20 10/31/2019 12X4208 1208820 09/30/2046 02010 2.810000000000 26,383,000.0000 61,780.19 10/31/2019 12X4208 1208820 09/30/2047 02010 2.810000000000 3,179,000.0000 7,444.16 10/31/2019 12X4208 1208820 09/30/2048 02010 2.810000000000 2,166,000.0000 5,072.05 10/31/2019 12X4208 1208820 09/30/2049 02010 2.810000000000 1,530,000.0000 3,582.75 10/31/2019 12X4208 1208820 09/30/2050 02010 2.810000000000 2,119,000.0000 4,961.99 10/31/2019 12X4208 1208820 09/30/2051 02010 2.810000000000 1,085,000.0000 2,540.71 10/31/2019 12X4208 1208820 09/30/2052 02010 2.810000000000 114,864,000.0000 268,973.20 10/31/2019 12X4208 1208820 09/30/2053 02010 2.810000000000 662,000.0000 1,550.18 10/31/2019 12X4208 1208820 09/30/2047 02011 2.580000000000 27,357,000.0000 58,817.55 10/31/2019 12X4208 1208820 09/30/2048 02011 2.580000000000 28,796,000.0000 61,911.40 10/31/2019 12X4208 1208820 09/30/2049 02011 2.580000000000 14,908,000.0000 32,052.20 10/31/2019 12X4208 1208820 09/30/2050 02011 2.580000000000 10,294,000.0000 22,132.10 10/31/2019 12X4208 1208820 09/30/2051 02011 2.580000000000 2,488,000.0000 5,349.20 10/31/2019 12X4208 1208820 09/30/2052 02011 2.580000000000 73,930,000.0000 158,949.50 10/31/2019 12X4208 1208820 09/30/2047 02012 2.637500000000 934,000.0000 2,052.85 10/31/2019 12X4208 1208820 09/30/2048 02012 2.637500000000 35,734,000.0000 78,540.35 10/31/2019 12X4208 1208820 09/30/2049 02012 2.637500000000 21,501,000.0000 47,257.41 10/31/2019 12X4208 1208820 09/30/2050 02012 2.637500000000 13,499,000.0000 29,669.68 10/31/2019 12X4208 1208820 09/30/2051 02012 2.637500000000 13,925,000.0000 30,605.99 10/31/2019 12X4208 1208820 09/30/2052 02012 2.637500000000 67,457,000.0000 148,264.86 10/31/2019 12X4208 1208820 09/30/2053 02012 2.637500000000 1,073,000.0000 2,358.36 10/31/2019 12X4208 1208820 09/30/2053 02013 2.634400000000 43,515,000.0000 95,529.93 10/31/2019 12X4208 1208820 09/30/2054 02013 2.634400000000 517,000.0000 1,134.99 10/31/2019 12X4208 1208820 09/30/2051 02014 2.535900000000 14,783,000.0000 31,240.17 10/31/2019 12X4208 1208820 09/30/2052 02014 2.535900000000 10,702,000.0000 22,616.00 10/31/2019 12X4208 1208820 09/30/2053 02014 2.535900000000 13,352,000.0000 28,216.11 10/31/2019 12X4208 1208820 09/30/2053 02015 2.778500000000 21,533,000.0000 49,857.87 10/31/2019 12X4208 1208820 09/30/2054 02015 2.778500000000 1,173,000.0000 2,715.98 10/31/2019 12X4208 1208820 09/30/2052 02016 2.866800000000 58,993,000.0000 140,934.28 10/31/2019 12X4208 1208820 09/30/2053 02016 2.866800000000 32,313,000.0000 77,195.76 10/31/2019 12X4208 1208820 09/30/2054 02016 2.866800000000 1,176,000.0000 2,809.46 10/31/2019 12X4208 1208820 09/30/2051 02017 3.123600000000 6,709,000.0000 17,463.53 10/31/2019 12X4208 1208820 09/30/2052 02017 3.123600000000 54,944,000.0000 143,019.23 10/31/2019 12X4208 1208820 09/30/2053 02017 3.123600000000 20,652,000.0000 53,757.16 10/31/2019 12X4208 1208820 09/30/2054 02017 3.123600000000 7,070,000.0000 18,403.21 10/31/2019 12X4208 1208820 09/30/2052 02018 2.942800000000 4,293,000.0000 10,527.87 10/31/2019 12X4208 1208820 09/30/2053 02018 2.942800000000 158,409,000.0000 388,471.67 10/31/2019 12X4208 1208820 09/30/2054 02018 2.942800000000 1,543,000.0000 3,783.95 10/31/2019 12X4208 1208820 09/30/2054 02019 2.492800000000 4,253,000.0000 8,834.90 10/31/2019 ------------------------ ---------------------- 1,773,967,300.0000 5,129,929.34 825 SUB-COHORT 12X4208 1208825 09/30/2048 01992 6.950000000000 340,000.0000 1,969.17 10/31/2019 12X4208 1208825 09/30/2052 01992 6.950000000000 56,000.0000 324.33 10/31/2019 12X4208 1208825 09/30/2053 01992 6.950000000000 187,000.0000 1,083.04 10/31/2019 12X4208 1208825 09/30/2048 01993 6.810000000000 31,000.0000 175.92 10/31/2019 12X4208 1208825 09/30/2050 01993 6.810000000000 252,000.0000 1,430.10 10/31/2019 12X4208 1208825 09/30/2052 01993 6.810000000000 16,000.0000 90.80 10/31/2019 12X4208 1208825 09/30/2053 01994 5.960000000000 12,000.0000 59.60 10/31/2019 12X4208 1208825 09/30/2047 01995 6.210000000000 30,000.0000 155.25 10/31/2019 12X4208 1208825 09/30/2053 01995 6.210000000000 26,000.0000 134.55 10/31/2019 12X4208 1208825 09/30/2052 01998 5.180000000000 646,000.0000 2,788.57 10/31/2019 12X4208 1208825 09/30/2053 01998 5.180000000000 237,000.0000 1,023.05 10/31/2019 12X4208 1208825 09/30/2048 01999 5.060000000000 103,000.0000 434.32 10/31/2019 12X4208 1208825 09/30/2052 01999 5.060000000000 66,000.0000 278.30 10/31/2019 12X4208 1208825 09/30/2053 01999 5.060000000000 28,000.0000 118.07 10/31/2019 12X4208 1208825 09/30/2053 02000 4.960000000000 278,000.0000 1,149.07 10/31/2019 12X4208 1208825 09/30/2047 02001 4.060000000000 501,000.0000 1,695.05 10/31/2019 12X4208 1208825 09/30/2048 02001 4.060000000000 1,000.0000 3.38 10/31/2019 12X4208 1208825 09/30/2049 02001 4.060000000000 95,000.0000 321.42 10/31/2019 12X4208 1208825 09/30/2050 02001 4.060000000000 446,000.0000 1,508.97 10/31/2019 12X4208 1208825 09/30/2052 02001 4.060000000000 393,000.0000 1,329.65 10/31/2019 12X4208 1208825 09/30/2053 02001 4.060000000000 443,000.0000 1,498.82 10/31/2019 12X4208 1208825 09/30/2050 02002 3.990000000000 665,000.0000 2,211.12 10/31/2019 12X4208 1208825 09/30/2051 02002 3.990000000000 4,000.0000 13.30 10/31/2019 12X4208 1208825 09/30/2052 02002 3.990000000000 18,000.0000 59.85 10/31/2019 12X4208 1208825 09/30/2053 02002 3.990000000000 170,000.0000 565.25 10/31/2019 12X4208 1208825 09/30/2052 02003 4.010000000000 60,000.0000 200.50 10/31/2019 12X4208 1208825 09/30/2053 02003 4.010000000000 370,000.0000 1,236.42 10/31/2019 12X4208 1208825 09/30/2048 02004 4.150000000000 377,000.0000 1,303.79 10/31/2019 12X4208 1208825 09/30/2052 02004 4.150000000000 631,000.0000 2,182.21 10/31/2019 12X4208 1208825 09/30/2053 02004 4.150000000000 567,000.0000 1,960.87 10/31/2019 12X4208 1208825 09/30/2048 02005 4.050000000000 168,000.0000 567.00 10/31/2019 12X4208 1208825 09/30/2052 02005 4.050000000000 158,000.0000 533.25 10/31/2019 12X4208 1208825 09/30/2048 02006 3.690000000000 708,000.0000 2,177.10 10/31/2019 12X4208 1208825 09/30/2049 02006 3.690000000000 640,000.0000 1,968.00 10/31/2019 12X4208 1208825 09/30/2051 02006 3.690000000000 3,000.0000 9.23 10/31/2019 12X4208 1208825 09/30/2052 02006 3.690000000000 335,000.0000 1,030.13 10/31/2019 12X4208 1208825 09/30/2050 02007 2.600000000000 851,000.0000 1,843.83 10/31/2019 12X4208 1208825 09/30/2052 02007 2.600000000000 13,000.0000 28.17 10/31/2019 12X4208 1208825 09/30/2053 02007 2.600000000000 160,000.0000 346.67 10/31/2019 12X4208 1208825 09/30/2051 02008 2.660000000000 2,193,000.0000 4,861.15 10/31/2019 12X4208 1208825 09/30/2052 02008 2.660000000000 589,000.0000 1,305.62 10/31/2019 12X4208 1208825 09/30/2053 02008 2.660000000000 714,000.0000 1,582.70 10/31/2019 12X4208 1208825 09/30/2052 02009 2.753485000000 700,000.0000 1,606.20 10/31/2019 12X4208 1208825 09/30/2053 02009 2.753485000000 1,837,000.0000 4,215.13 10/31/2019 12X4208 1208825 09/30/2053 02010 2.930000000000 1,467,000.0000 3,581.92 10/31/2019 12X4208 1208825 09/30/2053 02012 3.110000000000 546,000.0000 1,415.05 10/31/2019 12X4208 1208825 09/30/2049 02014 2.030000000000 434,000.0000 734.18 10/31/2019 12X4208 1208825 09/30/2050 02014 2.030000000000 950,000.0000 1,607.08 10/31/2019 12X4208 1208825 09/30/2051 02014 2.030000000000 200,000.0000 338.33 10/31/2019 12X4208 1208825 09/30/2052 02014 2.030000000000 213,000.0000 360.32 10/31/2019 12X4208 1208825 09/30/2053 02014 2.030000000000 47,000.0000 79.51 10/31/2019 12X4208 1208825 09/30/2049 02015 2.970000000000 210,000.0000 519.75 10/31/2019 12X4208 1208825 09/30/2050 02015 2.970000000000 1,849,000.0000 4,576.28 10/31/2019 12X4208 1208825 09/30/2051 02015 2.970000000000 735,000.0000 1,819.13 10/31/2019 12X4208 1208825 09/30/2052 02015 2.970000000000 1,193,000.0000 2,952.68 10/31/2019 12X4208 1208825 09/30/2053 02015 2.970000000000 62,000.0000 153.45 10/31/2019 12X4208 1208825 09/30/2050 02016 2.900000000000 257,000.0000 621.08 10/31/2019 12X4208 1208825 09/30/2051 02016 2.900000000000 1,182,000.0000 2,856.50 10/31/2019 12X4208 1208825 09/30/2052 02016 2.900000000000 580,000.0000 1,401.67 10/31/2019 12X4208 1208825 09/30/2053 02016 2.900000000000 353,000.0000 853.08 10/31/2019 12X4208 1208825 09/30/2051 02017 3.020000000000 75,000.0000 188.75 10/31/2019 12X4208 1208825 09/30/2052 02017 3.020000000000 1,566,000.0000 3,941.10 10/31/2019 12X4208 1208825 09/30/2053 02017 3.020000000000 667,000.0000 1,678.62 10/31/2019 12X4208 1208825 09/30/2054 02017 3.020000000000 119,000.0000 299.48 10/31/2019 12X4208 1208825 09/30/2053 02018 3.020000000000 230,000.0000 578.83 10/31/2019 12X4208 1208825 09/30/2054 02018 3.020000000000 24,000.0000 60.40 10/31/2019 ------------------------ ---------------------- 29,077,000.0000 79,996.11 881 SUB-COHORT 12X4208 1208881 09/30/2044 02007 4.880000000000 34,940,000.0000 142,089.33 10/31/2019 12X4208 1208881 09/30/2045 02007 4.880000000000 1,000,000.0000 4,066.67 10/31/2019 12X4208 1208881 09/30/2047 02007 4.880000000000 1,211,000.0000 4,924.73 10/31/2019 12X4208 1208881 09/30/2049 02007 4.880000000000 8,846,000.0000 35,973.73 10/31/2019 12X4208 1208881 09/30/2050 02007 4.880000000000 36,495,000.0000 148,413.00 10/31/2019 12X4208 1208881 09/30/2053 02007 4.880000000000 46,039,000.0000 187,225.27 10/31/2019 12X4208 1208881 09/30/2047 02009 3.510000000000 185,000.0000 541.13 10/31/2019 12X4208 1208881 09/30/2049 02009 3.510000000000 84,000.0000 245.70 10/31/2019 12X4208 1208881 09/30/2051 02009 3.510000000000 12,566,000.0000 36,755.55 10/31/2019 12X4208 1208881 09/30/2053 02009 3.510000000000 450,000.0000 1,316.25 10/31/2019 12X4208 1208881 09/30/2049 02014 2.980000000000 2,704,000.0000 6,714.93 10/31/2019 12X4208 1208881 09/30/2050 02014 2.980000000000 3,150,000.0000 7,822.50 10/31/2019 12X4208 1208881 09/30/2053 02014 2.980000000000 711,000.0000 1,765.65 10/31/2019 ------------------------ ---------------------- 148,381,000.0000 577,854.44 881-NCEMC SUB-COHORT 12X4208 1208881N 09/30/2042 02007 4.880000000000 13,255,706.4900 53,906.54 10/31/2019 ------------------------ ---------------------- 13,255,706.4900 53,906.54 871 SUB-COHORT 12X4208 1208871 09/30/2053 02005 4.760000000000 49,010,000.0000 194,406.33 10/31/2019 12X4208 1208871 09/30/2053 02006 4.900000000000 254,955,000.0000 1,041,066.25 10/31/2019 12X4208 1208871 09/30/2053 02008 4.480000000000 27,965,000.0000 104,402.67 10/31/2019 12X4208 1208871 09/30/2047 02010 3.358900000000 15,335,900.0000 42,926.46 10/31/2019 12X4208 1208871 09/30/2048 02010 3.358900000000 1,000.0000 2.80 10/31/2019 12X4208 1208871 09/30/2053 02010 3.358900000000 15,480,000.0000 43,329.81 10/31/2019 12X4208 1208871 09/30/2048 02011 2.810000000000 34,800,000.0000 81,490.00 10/31/2019 12X4208 1208871 09/30/2053 02011 2.810000000000 15,110,000.0000 35,382.58 10/31/2019 12X4208 1208871 09/30/2048 02012 3.160000000000 18,806,000.0000 49,522.47 10/31/2019 12X4208 1208871 09/30/2050 02012 3.160000000000 15,000.0000 39.50 10/31/2019 12X4208 1208871 09/30/2052 02012 3.160000000000 1,333,000.0000 3,510.23 10/31/2019 12X4208 1208871 09/30/2053 02012 3.160000000000 17,840,000.0000 46,978.67 10/31/2019 12X4208 1208871 09/30/2053 02013 2.840000000000 21,060,000.0000 49,842.00 10/31/2019 12X4208 1208871 09/30/2052 02014 2.544100000000 35,280,000.0000 74,796.54 10/31/2019 12X4208 1208871 09/30/2053 02014 2.544100000000 690,000.0000 1,462.86 10/31/2019 12X4208 1208871 09/30/2052 02015 2.832800000000 11,955,000.0000 28,221.77 10/31/2019 12X4208 1208871 09/30/2053 02015 2.832800000000 103,970,000.0000 245,438.51 10/31/2019 12X4208 1208871 09/30/2053 02016 2.723900000000 5,052,000.0000 11,467.62 10/31/2019 12X4208 1208871 09/30/2053 02017 3.242600000000 8,065,000.0000 21,792.97 10/31/2019 ------------------------ ---------------------- 636,722,900.0000 2,076,080.04 872 SUB-COHORT 12X4208 1208872 09/30/2038 02017 2.849285000000 1,395,000.0000 3,312.29 10/31/2019 12X4208 1208872 09/30/2039 02017 2.850000000000 856,000.0000 2,033.00 10/31/2019 12X4208 1208872 09/30/2039 02019 2.850000000000 35,000.0000 83.12 10/31/2019 ------------------------ ---------------------- 2,286,000.0000 5,428.41 ======================== ====================== 6,890,203,002.4900 22,431,670.95 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00