Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- 201 SUB-COHORT 12X4215 1215201 09/30/2040 01992 7.490000000000 4,585,010.0000 85,854.31 12/31/2019 12X4215 1215201 09/30/2042 01992 7.490000000000 36,500,000.0000 683,462.50 12/31/2019 12X4215 1215201 09/30/2043 01992 7.490000000000 60,152,000.0000 1,126,346.20 12/31/2019 12X4215 1215201 09/30/2045 01992 7.490000000000 4,756,000.0000 89,056.10 12/31/2019 12X4215 1215201 09/30/2049 01992 7.490000000000 27,000.0000 505.58 12/31/2019 12X4215 1215201 09/30/2050 01992 7.490000000000 1,847,000.0000 34,585.07 12/31/2019 12X4215 1215201 09/30/2051 01992 7.490000000000 325,000.0000 6,085.62 12/31/2019 12X4215 1215201 09/30/2052 01992 7.490000000000 2,455,000.0000 45,969.87 12/31/2019 12X4215 1215201 09/30/2038 01993 6.670000000000 6,691,174.0000 111,575.33 12/31/2019 12X4215 1215201 09/30/2040 01993 6.670000000000 30,000,000.0000 500,250.00 12/31/2019 12X4215 1215201 09/30/2042 01993 6.670000000000 25,200,000.0000 420,210.00 12/31/2019 12X4215 1215201 09/30/2043 01993 6.670000000000 60,842,000.0000 1,014,540.35 12/31/2019 12X4215 1215201 09/30/2045 01993 6.670000000000 5,052,000.0000 84,242.10 12/31/2019 12X4215 1215201 09/30/2046 01993 6.670000000000 1,764,000.0000 29,414.70 12/31/2019 12X4215 1215201 09/30/2047 01993 6.670000000000 1,652,000.0000 27,547.10 12/31/2019 12X4215 1215201 09/30/2050 01993 6.670000000000 1,916,000.0000 31,949.30 12/31/2019 12X4215 1215201 09/30/2051 01993 6.670000000000 1,285,000.0000 21,427.37 12/31/2019 12X4215 1215201 09/30/2052 01993 6.670000000000 35,000.0000 583.62 12/31/2019 12X4215 1215201 09/30/2028 01994 6.870000000000 115,720,101.0000 1,987,492.73 12/31/2019 12X4215 1215201 09/30/2037 01994 6.870000000000 11,000,000.0000 188,925.00 12/31/2019 12X4215 1215201 09/30/2038 01994 6.870000000000 10,900,000.0000 187,207.50 12/31/2019 12X4215 1215201 09/30/2040 01994 6.870000000000 45,000,000.0000 772,875.00 12/31/2019 12X4215 1215201 09/30/2042 01994 6.870000000000 10,450,000.0000 179,478.75 12/31/2019 12X4215 1215201 09/30/2043 01994 6.870000000000 2,125,000.0000 36,496.87 12/31/2019 12X4215 1215201 09/30/2045 01994 6.870000000000 2,369,000.0000 40,687.57 12/31/2019 12X4215 1215201 09/30/2046 01994 6.870000000000 2,136,000.0000 36,685.80 12/31/2019 12X4215 1215201 09/30/2047 01994 6.870000000000 2,152,000.0000 36,960.60 12/31/2019 12X4215 1215201 09/30/2050 01994 6.870000000000 2,664,000.0000 45,754.20 12/31/2019 12X4215 1215201 09/30/2051 01994 6.870000000000 1,180,000.0000 20,266.50 12/31/2019 12X4215 1215201 09/30/2052 01994 6.870000000000 28,000.0000 480.90 12/31/2019 12X4215 1215201 09/30/2028 01995 7.330000000000 57,677,497.0000 1,056,940.13 12/31/2019 12X4215 1215201 09/30/2038 01995 7.330000000000 4,311,000.0000 78,999.07 12/31/2019 12X4215 1215201 09/30/2039 01995 7.330000000000 5,000.0000 91.63 12/31/2019 12X4215 1215201 09/30/2040 01995 7.330000000000 27,000,000.0000 494,775.00 12/31/2019 12X4215 1215201 09/30/2042 01995 7.330000000000 4,650,000.0000 85,211.25 12/31/2019 12X4215 1215201 09/30/2043 01995 7.330000000000 20,390,000.0000 373,646.75 12/31/2019 12X4215 1215201 09/30/2045 01995 7.330000000000 1,344,000.0000 24,628.80 12/31/2019 12X4215 1215201 09/30/2046 01995 7.330000000000 1,458,000.0000 26,717.85 12/31/2019 12X4215 1215201 09/30/2047 01995 7.330000000000 1,467,000.0000 26,882.77 12/31/2019 12X4215 1215201 09/30/2050 01995 7.330000000000 1,911,000.0000 35,019.07 12/31/2019 12X4215 1215201 09/30/2051 01995 7.330000000000 1,115,000.0000 20,432.37 12/31/2019 12X4215 1215201 09/30/2052 01995 7.330000000000 45,000.0000 824.63 12/31/2019 12X4215 1215201 09/30/2030 01996 6.800000000000 94,571,387.0000 1,607,713.58 12/31/2019 12X4215 1215201 09/30/2037 01996 6.800000000000 4,100,000.0000 69,700.00 12/31/2019 12X4215 1215201 09/30/2038 01996 6.800000000000 14,424,700.0000 245,219.90 12/31/2019 12X4215 1215201 09/30/2040 01996 6.800000000000 28,400,000.0000 482,800.00 12/31/2019 12X4215 1215201 09/30/2042 01996 6.800000000000 2,000,000.0000 34,000.00 12/31/2019 12X4215 1215201 09/30/2043 01996 6.800000000000 1,594,000.0000 27,098.00 12/31/2019 12X4215 1215201 09/30/2045 01996 6.800000000000 1,554,000.0000 26,418.00 12/31/2019 12X4215 1215201 09/30/2046 01996 6.800000000000 3,361,000.0000 57,137.00 12/31/2019 12X4215 1215201 09/30/2047 01996 6.800000000000 1,626,000.0000 27,642.00 12/31/2019 12X4215 1215201 09/30/2050 01996 6.800000000000 1,664,000.0000 28,288.00 12/31/2019 12X4215 1215201 09/30/2051 01996 6.800000000000 1,432,000.0000 24,344.00 12/31/2019 12X4215 1215201 09/30/2031 01997 6.670000000000 52,409,510.0000 873,928.58 12/31/2019 12X4215 1215201 09/30/2032 01997 6.670000000000 5,500,000.0000 91,712.50 12/31/2019 12X4215 1215201 09/30/2037 01997 6.670000000000 4,200,000.0000 70,035.00 12/31/2019 12X4215 1215201 09/30/2038 01997 6.670000000000 6,367,000.0000 106,169.72 12/31/2019 12X4215 1215201 09/30/2040 01997 6.670000000000 20,300,000.0000 338,502.50 12/31/2019 12X4215 1215201 09/30/2041 01997 6.670000000000 51,000.0000 850.42 12/31/2019 12X4215 1215201 09/30/2042 01997 6.670000000000 12,150,000.0000 202,601.25 12/31/2019 12X4215 1215201 09/30/2043 01997 6.670000000000 1,121,000.0000 18,692.67 12/31/2019 12X4215 1215201 09/30/2045 01997 6.670000000000 1,027,000.0000 17,125.22 12/31/2019 12X4215 1215201 09/30/2046 01997 6.670000000000 2,155,000.0000 35,934.62 12/31/2019 12X4215 1215201 09/30/2047 01997 6.670000000000 1,075,000.0000 17,925.62 12/31/2019 12X4215 1215201 09/30/2050 01997 6.670000000000 1,377,000.0000 22,961.47 12/31/2019 12X4215 1215201 09/30/2051 01997 6.670000000000 605,000.0000 10,088.37 12/31/2019 12X4215 1215201 09/30/2052 01997 6.670000000000 53,000.0000 883.77 12/31/2019 12X4215 1215201 09/30/2032 01998 5.930000000000 75,996,997.0000 1,126,655.48 12/31/2019 12X4215 1215201 09/30/2033 01998 5.930000000000 7,200,000.0000 106,740.00 12/31/2019 12X4215 1215201 09/30/2037 01998 5.930000000000 20,500,000.0000 303,912.50 12/31/2019 12X4215 1215201 09/30/2038 01998 5.930000000000 9,722,000.0000 144,128.65 12/31/2019 12X4215 1215201 09/30/2040 01998 5.930000000000 27,400,000.0000 406,205.00 12/31/2019 12X4215 1215201 09/30/2042 01998 5.930000000000 40,200,000.0000 595,965.00 12/31/2019 12X4215 1215201 09/30/2043 01998 5.930000000000 1,614,000.0000 23,927.55 12/31/2019 12X4215 1215201 09/30/2045 01998 5.930000000000 1,669,000.0000 24,742.92 12/31/2019 12X4215 1215201 09/30/2046 01998 5.930000000000 1,926,000.0000 28,552.95 12/31/2019 12X4215 1215201 09/30/2047 01998 5.930000000000 2,044,000.0000 30,302.30 12/31/2019 12X4215 1215201 09/30/2050 01998 5.930000000000 2,024,000.0000 30,005.80 12/31/2019 12X4215 1215201 09/30/2051 01998 5.930000000000 1,430,000.0000 21,199.75 12/31/2019 12X4215 1215201 09/30/2052 01998 5.930000000000 50,000.0000 741.25 12/31/2019 12X4215 1215201 09/30/2033 01999 5.950000000000 73,068,423.0000 1,086,892.79 12/31/2019 12X4215 1215201 09/30/2034 01999 5.950000000000 9,000,000.0000 133,875.00 12/31/2019 12X4215 1215201 09/30/2037 01999 5.950000000000 24,200,000.0000 359,975.00 12/31/2019 12X4215 1215201 09/30/2038 01999 5.950000000000 10,483,500.0000 155,942.06 12/31/2019 12X4215 1215201 09/30/2040 01999 5.950000000000 27,800,000.0000 413,525.00 12/31/2019 12X4215 1215201 09/30/2042 01999 5.950000000000 42,850,000.0000 637,393.75 12/31/2019 12X4215 1215201 09/30/2043 01999 5.950000000000 2,021,000.0000 30,062.37 12/31/2019 12X4215 1215201 09/30/2045 01999 5.950000000000 2,256,000.0000 33,558.00 12/31/2019 12X4215 1215201 09/30/2046 01999 5.950000000000 2,191,000.0000 32,591.12 12/31/2019 12X4215 1215201 09/30/2047 01999 5.950000000000 2,437,000.0000 36,250.37 12/31/2019 12X4215 1215201 09/30/2050 01999 5.950000000000 2,435,000.0000 36,220.62 12/31/2019 12X4215 1215201 09/30/2051 01999 5.950000000000 1,340,000.0000 19,932.50 12/31/2019 12X4215 1215201 09/30/2052 01999 5.950000000000 65,000.0000 966.87 12/31/2019 12X4215 1215201 09/30/2034 02000 6.220000000000 103,866,074.0000 1,615,117.45 12/31/2019 12X4215 1215201 09/30/2035 02000 6.220000000000 15,000,000.0000 233,250.00 12/31/2019 12X4215 1215201 09/30/2037 02000 6.220000000000 3,000,000.0000 46,650.00 12/31/2019 12X4215 1215201 09/30/2038 02000 6.220000000000 8,800,500.0000 136,847.77 12/31/2019 12X4215 1215201 09/30/2040 02000 6.220000000000 35,700,000.0000 555,135.00 12/31/2019 12X4215 1215201 09/30/2042 02000 6.220000000000 76,050,000.0000 1,182,577.50 12/31/2019 12X4215 1215201 09/30/2043 02000 6.220000000000 2,303,000.0000 35,811.65 12/31/2019 12X4215 1215201 09/30/2045 02000 6.220000000000 2,741,000.0000 42,622.55 12/31/2019 12X4215 1215201 09/30/2046 02000 6.220000000000 4,085,000.0000 63,521.75 12/31/2019 12X4215 1215201 09/30/2047 02000 6.220000000000 2,886,000.0000 44,877.30 12/31/2019 12X4215 1215201 09/30/2049 02000 6.220000000000 2,000.0000 31.10 12/31/2019 12X4215 1215201 09/30/2050 02000 6.220000000000 3,139,000.0000 48,811.45 12/31/2019 12X4215 1215201 09/30/2051 02000 6.220000000000 562,000.0000 8,739.10 12/31/2019 12X4215 1215201 09/30/2052 02000 6.220000000000 42,000.0000 653.10 12/31/2019 12X4215 1215201 09/30/2035 02001 5.290000000000 152,456,000.0000 2,016,230.60 12/31/2019 12X4215 1215201 09/30/2037 02001 5.290000000000 13,200,000.0000 174,570.00 12/31/2019 12X4215 1215201 09/30/2038 02001 5.290000000000 8,686,000.0000 114,872.35 12/31/2019 12X4215 1215201 09/30/2040 02001 5.290000000000 37,800,000.0000 499,905.00 12/31/2019 12X4215 1215201 09/30/2042 02001 5.290000000000 55,400,000.0000 732,665.00 12/31/2019 12X4215 1215201 09/30/2043 02001 5.290000000000 2,582,000.0000 34,146.95 12/31/2019 12X4215 1215201 09/30/2045 02001 5.290000000000 2,948,000.0000 38,987.30 12/31/2019 12X4215 1215201 09/30/2046 02001 5.290000000000 3,275,000.0000 43,311.87 12/31/2019 12X4215 1215201 09/30/2050 02001 5.290000000000 2,934,000.0000 38,802.15 12/31/2019 12X4215 1215201 09/30/2051 02001 5.290000000000 936,000.0000 12,378.60 12/31/2019 12X4215 1215201 09/30/2052 02001 5.290000000000 50,000.0000 661.25 12/31/2019 12X4215 1215201 09/30/2036 02002 4.870000000000 134,553,000.0000 1,638,182.77 12/31/2019 12X4215 1215201 09/30/2037 02002 4.870000000000 52,000,000.0000 633,100.00 12/31/2019 12X4215 1215201 09/30/2038 02002 4.870000000000 46,350,100.0000 564,312.47 12/31/2019 12X4215 1215201 09/30/2040 02002 4.870000000000 35,700,000.0000 434,647.50 12/31/2019 12X4215 1215201 09/30/2042 02002 4.870000000000 30,370,000.0000 369,754.75 12/31/2019 12X4215 1215201 09/30/2043 02002 4.870000000000 10,234,000.0000 124,598.95 12/31/2019 12X4215 1215201 09/30/2045 02002 4.870000000000 3,129,000.0000 38,095.57 12/31/2019 12X4215 1215201 09/30/2046 02002 4.870000000000 5,063,000.0000 61,642.02 12/31/2019 12X4215 1215201 09/30/2047 02002 4.870000000000 3,562,000.0000 43,367.35 12/31/2019 12X4215 1215201 09/30/2050 02002 4.870000000000 3,240,000.0000 39,447.00 12/31/2019 12X4215 1215201 09/30/2051 02002 4.870000000000 95,000.0000 1,156.62 12/31/2019 12X4215 1215201 09/30/2052 02002 4.870000000000 24,000.0000 292.20 12/31/2019 12X4215 1215201 09/30/2037 02003 4.500000000000 171,719,500.0000 1,931,844.38 12/31/2019 12X4215 1215201 09/30/2038 02003 4.500000000000 115,557,000.0000 1,300,016.25 12/31/2019 12X4215 1215201 09/30/2039 02003 4.500000000000 10,675,000.0000 120,093.75 12/31/2019 12X4215 1215201 09/30/2040 02003 4.500000000000 25,000,000.0000 281,250.00 12/31/2019 12X4215 1215201 09/30/2041 02003 4.500000000000 6,000,000.0000 67,500.00 12/31/2019 12X4215 1215201 09/30/2042 02003 4.500000000000 19,900,000.0000 223,875.00 12/31/2019 12X4215 1215201 09/30/2043 02003 4.500000000000 3,515,000.0000 39,543.75 12/31/2019 12X4215 1215201 09/30/2045 02003 4.500000000000 3,175,000.0000 35,718.75 12/31/2019 12X4215 1215201 09/30/2046 02003 4.500000000000 3,264,000.0000 36,720.00 12/31/2019 12X4215 1215201 09/30/2047 02003 4.500000000000 3,486,000.0000 39,217.50 12/31/2019 12X4215 1215201 09/30/2050 02003 4.500000000000 3,333,000.0000 37,496.25 12/31/2019 12X4215 1215201 09/30/2051 02003 4.500000000000 1,032,000.0000 11,610.00 12/31/2019 12X4215 1215201 09/30/2052 02003 4.500000000000 11,000.0000 123.75 12/31/2019 12X4215 1215201 09/30/2038 02004 4.670000000000 306,079,374.0000 3,573,476.69 12/31/2019 12X4215 1215201 09/30/2039 02004 4.670000000000 17,413,000.0000 203,296.77 12/31/2019 12X4215 1215201 09/30/2040 02004 4.670000000000 48,000,000.0000 560,400.00 12/31/2019 12X4215 1215201 09/30/2041 02004 4.670000000000 3,753,000.0000 43,816.27 12/31/2019 12X4215 1215201 09/30/2042 02004 4.670000000000 114,750,000.0000 1,339,706.25 12/31/2019 12X4215 1215201 09/30/2043 02004 4.670000000000 4,432,000.0000 51,743.60 12/31/2019 12X4215 1215201 09/30/2045 02004 4.670000000000 4,399,000.0000 51,358.32 12/31/2019 12X4215 1215201 09/30/2046 02004 4.670000000000 4,442,000.0000 51,860.35 12/31/2019 12X4215 1215201 09/30/2047 02004 4.670000000000 4,508,000.0000 52,630.90 12/31/2019 12X4215 1215201 09/30/2050 02004 4.670000000000 5,033,000.0000 58,760.27 12/31/2019 12X4215 1215201 09/30/2051 02004 4.670000000000 1,846,000.0000 21,552.05 12/31/2019 12X4215 1215201 09/30/2052 02004 4.670000000000 48,000.0000 560.40 12/31/2019 12X4215 1215201 09/30/2038 02005 4.560000000000 129,130,641.0000 1,472,089.31 12/31/2019 12X4215 1215201 09/30/2039 02005 4.560000000000 278,957,000.0000 3,180,109.80 12/31/2019 12X4215 1215201 09/30/2040 02005 4.560000000000 57,158,000.0000 651,601.20 12/31/2019 12X4215 1215201 09/30/2041 02005 4.560000000000 3,802,000.0000 43,342.80 12/31/2019 12X4215 1215201 09/30/2042 02005 4.560000000000 8,145,000.0000 92,853.00 12/31/2019 12X4215 1215201 09/30/2043 02005 4.560000000000 3,895,000.0000 44,403.00 12/31/2019 12X4215 1215201 09/30/2045 02005 4.560000000000 4,204,000.0000 47,925.60 12/31/2019 12X4215 1215201 09/30/2046 02005 4.560000000000 4,849,000.0000 55,278.60 12/31/2019 12X4215 1215201 09/30/2047 02005 4.560000000000 4,020,000.0000 45,828.00 12/31/2019 12X4215 1215201 09/30/2049 02005 4.560000000000 2,000.0000 22.80 12/31/2019 12X4215 1215201 09/30/2050 02005 4.560000000000 4,596,000.0000 52,394.40 12/31/2019 12X4215 1215201 09/30/2051 02005 4.560000000000 1,920,000.0000 21,888.00 12/31/2019 12X4215 1215201 09/30/2052 02005 4.560000000000 24,000.0000 273.60 12/31/2019 12X4215 1215201 09/30/2039 02006 4.870000000000 272,439,795.0000 3,316,954.50 12/31/2019 12X4215 1215201 09/30/2040 02006 4.870000000000 229,682,000.0000 2,796,378.35 12/31/2019 12X4215 1215201 09/30/2041 02006 4.870000000000 13,170,000.0000 160,344.75 12/31/2019 12X4215 1215201 09/30/2042 02006 4.870000000000 47,654,900.0000 580,198.41 12/31/2019 12X4215 1215201 09/30/2043 02006 4.870000000000 4,128,000.0000 50,258.40 12/31/2019 12X4215 1215201 09/30/2045 02006 4.870000000000 5,124,000.0000 62,384.70 12/31/2019 12X4215 1215201 09/30/2046 02006 4.870000000000 4,998,000.0000 60,850.65 12/31/2019 12X4215 1215201 09/30/2047 02006 4.870000000000 5,284,000.0000 64,332.70 12/31/2019 12X4215 1215201 09/30/2049 02006 4.870000000000 3,000.0000 36.52 12/31/2019 12X4215 1215201 09/30/2050 02006 4.870000000000 5,720,000.0000 69,641.00 12/31/2019 12X4215 1215201 09/30/2051 02006 4.870000000000 1,535,000.0000 18,688.62 12/31/2019 12X4215 1215201 09/30/2052 02006 4.870000000000 37,000.0000 450.47 12/31/2019 12X4215 1215201 09/30/2040 02007 4.790000000000 397,913,953.0000 4,765,019.59 12/31/2019 12X4215 1215201 09/30/2041 02007 4.790000000000 166,241,000.0000 1,990,735.97 12/31/2019 12X4215 1215201 09/30/2042 02007 4.790000000000 47,218,000.0000 565,435.55 12/31/2019 12X4215 1215201 09/30/2043 02007 4.790000000000 4,580,000.0000 54,845.50 12/31/2019 12X4215 1215201 09/30/2045 02007 4.790000000000 5,251,000.0000 62,880.72 12/31/2019 12X4215 1215201 09/30/2046 02007 4.790000000000 5,748,000.0000 68,832.30 12/31/2019 12X4215 1215201 09/30/2047 02007 4.790000000000 5,713,000.0000 68,413.17 12/31/2019 12X4215 1215201 09/30/2049 02007 4.790000000000 3,000.0000 35.93 12/31/2019 12X4215 1215201 09/30/2050 02007 4.790000000000 5,948,000.0000 71,227.30 12/31/2019 12X4215 1215201 09/30/2051 02007 4.790000000000 191,000.0000 2,287.22 12/31/2019 12X4215 1215201 09/30/2052 02007 4.790000000000 18,000.0000 215.55 12/31/2019 12X4215 1215201 09/30/2041 02008 4.230000000000 433,655,916.0000 4,585,911.31 12/31/2019 12X4215 1215201 09/30/2042 02008 4.230000000000 201,621,197.0000 2,132,144.16 12/31/2019 12X4215 1215201 09/30/2043 02008 4.230000000000 19,995,000.0000 211,447.13 12/31/2019 12X4215 1215201 09/30/2045 02008 4.230000000000 4,542,000.0000 48,031.65 12/31/2019 12X4215 1215201 09/30/2046 02008 4.230000000000 4,728,000.0000 49,998.60 12/31/2019 12X4215 1215201 09/30/2047 02008 4.230000000000 4,515,000.0000 47,746.13 12/31/2019 12X4215 1215201 09/30/2050 02008 4.230000000000 5,616,000.0000 59,389.20 12/31/2019 12X4215 1215201 09/30/2051 02008 4.230000000000 1,526,000.0000 16,137.45 12/31/2019 12X4215 1215201 09/30/2052 02008 4.230000000000 12,000.0000 126.90 12/31/2019 12X4215 1215201 09/30/2042 02009 3.630000000000 628,604,837.0000 5,704,588.90 12/31/2019 12X4215 1215201 09/30/2043 02009 3.630000000000 274,331,000.0000 2,489,553.82 12/31/2019 12X4215 1215201 09/30/2044 02009 3.630000000000 23,667,000.0000 214,778.02 12/31/2019 12X4215 1215201 09/30/2050 02009 3.630000000000 5,440,000.0000 49,368.00 12/31/2019 12X4215 1215201 09/30/2051 02009 3.630000000000 2,061,000.0000 18,703.57 12/31/2019 12X4215 1215201 09/30/2052 02009 3.630000000000 8,000.0000 72.60 12/31/2019 12X4215 1215201 09/30/2043 02010 3.820000000000 1,075,904,183.0000 10,274,884.95 12/31/2019 12X4215 1215201 09/30/2044 02010 3.820000000000 321,666,000.0000 3,071,910.30 12/31/2019 12X4215 1215201 09/30/2050 02010 3.820000000000 8,432,000.0000 80,525.60 12/31/2019 12X4215 1215201 09/30/2051 02010 3.820000000000 17,139,000.0000 163,677.45 12/31/2019 12X4215 1215201 09/30/2052 02010 3.820000000000 8,000.0000 76.40 12/31/2019 12X4215 1215201 09/30/2044 02011 3.470000000000 582,192,644.0000 5,050,521.19 12/31/2019 12X4215 1215201 09/30/2045 02011 3.470000000000 170,387,077.0000 1,478,107.89 12/31/2019 12X4215 1215201 09/30/2046 02011 3.470000000000 21,394,000.0000 185,592.95 12/31/2019 12X4215 1215201 09/30/2049 02011 3.470000000000 24,000.0000 208.20 12/31/2019 12X4215 1215201 09/30/2050 02011 3.470000000000 3,686,000.0000 31,976.05 12/31/2019 12X4215 1215201 09/30/2051 02011 3.470000000000 12,525,000.0000 108,654.37 12/31/2019 12X4215 1215201 09/30/2045 02012 2.430000000000 559,190,200.0000 3,397,080.47 12/31/2019 12X4215 1215201 09/30/2046 02012 2.430000000000 112,987,000.0000 686,396.03 12/31/2019 12X4215 1215201 09/30/2049 02012 2.430000000000 39,000.0000 236.93 12/31/2019 12X4215 1215201 09/30/2050 02012 2.430000000000 2,386,000.0000 14,494.95 12/31/2019 12X4215 1215201 09/30/2051 02012 2.430000000000 540,000.0000 3,280.50 12/31/2019 12X4215 1215201 09/30/2052 02012 2.430000000000 15,630,000.0000 94,952.25 12/31/2019 12X4215 1215201 09/30/2046 02013 2.750000000000 439,894,000.0000 3,024,271.25 12/31/2019 12X4215 1215201 09/30/2047 02013 2.750000000000 182,748,000.0000 1,256,392.50 12/31/2019 12X4215 1215201 09/30/2049 02013 2.750000000000 514,000.0000 3,533.75 12/31/2019 12X4215 1215201 09/30/2050 02013 2.750000000000 2,175,000.0000 14,953.12 12/31/2019 12X4215 1215201 09/30/2051 02013 2.750000000000 869,000.0000 5,974.37 12/31/2019 12X4215 1215201 09/30/2052 02013 2.750000000000 12,332,000.0000 84,782.50 12/31/2019 12X4215 1215201 09/30/2047 02014 2.840000000000 416,053,500.0000 2,953,979.85 12/31/2019 12X4215 1215201 09/30/2048 02014 2.840000000000 219,238,000.0000 1,556,589.80 12/31/2019 12X4215 1215201 09/30/2049 02014 2.840000000000 13,136,000.0000 93,265.60 12/31/2019 12X4215 1215201 09/30/2050 02014 2.840000000000 3,924,000.0000 27,860.40 12/31/2019 12X4215 1215201 09/30/2051 02014 2.840000000000 4,244,000.0000 30,132.40 12/31/2019 12X4215 1215201 09/30/2052 02014 2.840000000000 102,000.0000 724.20 12/31/2019 12X4215 1215201 09/30/2048 02015 2.350000000000 196,680,500.0000 1,155,497.94 12/31/2019 12X4215 1215201 09/30/2049 02015 2.350000000000 496,426,000.0000 2,916,502.75 12/31/2019 12X4215 1215201 09/30/2050 02015 2.350000000000 63,128,000.0000 370,877.00 12/31/2019 12X4215 1215201 09/30/2051 02015 2.350000000000 3,200,000.0000 18,800.00 12/31/2019 12X4215 1215201 09/30/2052 02015 2.350000000000 9,366,000.0000 55,025.25 12/31/2019 12X4215 1215201 09/30/2053 02015 2.350000000000 30,000.0000 176.25 12/31/2019 12X4215 1215201 09/30/2049 02016 2.198100000000 559,812,500.0000 3,076,309.64 12/31/2019 12X4215 1215201 09/30/2050 02016 2.198100000000 248,802,000.0000 1,367,229.19 12/31/2019 12X4215 1215201 09/30/2051 02016 2.198100000000 48,907,000.0000 268,756.19 12/31/2019 12X4215 1215201 09/30/2052 02016 2.198100000000 10,149,000.0000 55,771.29 12/31/2019 12X4215 1215201 09/30/2053 02016 2.198100000000 69,000.0000 379.17 12/31/2019 12X4215 1215201 09/30/2050 02017 2.581434000000 605,000,500.0000 3,904,422.15 12/31/2019 12X4215 1215201 09/30/2051 02017 2.581434000000 254,275,000.0000 1,640,985.33 12/31/2019 12X4215 1215201 09/30/2052 02017 2.581434000000 39,721,000.0000 256,342.85 12/31/2019 12X4215 1215201 09/30/2053 02017 2.581434000000 1,557,000.0000 10,048.23 12/31/2019 12X4215 1215201 09/30/2051 02018 2.780238000000 688,843,000.0000 4,787,868.71 12/31/2019 12X4215 1215201 09/30/2052 02018 2.780238000000 281,450,000.0000 1,956,244.96 12/31/2019 12X4215 1215201 09/30/2053 02018 2.780238000000 12,864,000.0000 89,412.45 12/31/2019 12X4215 1215201 09/30/2052 02019 2.714431000000 691,749,000.0000 4,694,262.32 12/31/2019 12X4215 1215201 09/30/2053 02019 2.714431000000 172,256,000.0000 1,168,942.57 12/31/2019 12X4215 1215201 09/30/2053 02020 2.714431000000 77,074,000.0000 523,030.14 12/31/2019 ------------------------ ---------------------- 14,971,702,190.0000 140,311,443.91 202 SUB-COHORT 12X4215 1215202 09/30/2034 01992 7.490000000000 1,100.0000 20.60 12/31/2019 12X4215 1215202 09/30/2038 01992 7.490000000000 3,000.0000 56.18 12/31/2019 12X4215 1215202 09/30/2035 01993 6.660000000000 3,000.0000 49.95 12/31/2019 12X4215 1215202 09/30/2037 01993 6.660000000000 110.0000 1.83 12/31/2019 12X4215 1215202 09/30/2029 01994 6.820000000000 41,601.0000 709.30 12/31/2019 12X4215 1215202 09/30/2030 01995 7.190000000000 105,500.0000 1,896.36 12/31/2019 12X4215 1215202 09/30/2037 01995 7.190000000000 3,000.0000 53.93 12/31/2019 12X4215 1215202 09/30/2029 01996 6.650000000000 153,842.0000 2,557.62 12/31/2019 12X4215 1215202 09/30/2038 01996 6.650000000000 1,000.0000 16.62 12/31/2019 12X4215 1215202 09/30/2029 01997 6.670000000000 189,400.0000 3,158.24 12/31/2019 12X4215 1215202 09/30/2037 01997 6.670000000000 3,000.0000 50.02 12/31/2019 12X4215 1215202 09/30/2039 01997 6.670000000000 2,000.0000 33.35 12/31/2019 12X4215 1215202 09/30/2029 01998 5.830000000000 168,413.0000 2,454.62 12/31/2019 12X4215 1215202 09/30/2037 01998 5.830000000000 11,000.0000 160.33 12/31/2019 12X4215 1215202 09/30/2038 01998 5.830000000000 54,000.0000 787.05 12/31/2019 12X4215 1215202 09/30/2039 01998 5.830000000000 27,000.0000 393.53 12/31/2019 12X4215 1215202 09/30/2029 01999 5.790000000000 290,617.0000 4,206.68 12/31/2019 12X4215 1215202 09/30/2037 01999 5.790000000000 85,000.0000 1,230.37 12/31/2019 12X4215 1215202 09/30/2039 01999 5.790000000000 1,000.0000 14.47 12/31/2019 12X4215 1215202 09/30/2029 02000 6.240000000000 682,000.0000 10,639.20 12/31/2019 12X4215 1215202 09/30/2037 02000 6.240000000000 31,000.0000 483.60 12/31/2019 12X4215 1215202 09/30/2038 02000 6.240000000000 12,000.0000 187.20 12/31/2019 12X4215 1215202 09/30/2029 02001 5.170000000000 1,210,500.0000 15,645.71 12/31/2019 12X4215 1215202 09/30/2032 02001 5.170000000000 33,000.0000 426.53 12/31/2019 12X4215 1215202 09/30/2033 02001 5.170000000000 20,000.0000 258.50 12/31/2019 12X4215 1215202 09/30/2034 02001 5.170000000000 64,000.0000 827.20 12/31/2019 12X4215 1215202 09/30/2037 02001 5.170000000000 15,000.0000 193.88 12/31/2019 12X4215 1215202 09/30/2038 02001 5.170000000000 23,000.0000 297.28 12/31/2019 12X4215 1215202 09/30/2029 02002 4.770000000000 1,892,000.0000 22,562.10 12/31/2019 12X4215 1215202 09/30/2032 02002 4.770000000000 19,000.0000 226.58 12/31/2019 12X4215 1215202 09/30/2033 02002 4.770000000000 9,000.0000 107.33 12/31/2019 12X4215 1215202 09/30/2034 02002 4.770000000000 16,000.0000 190.80 12/31/2019 12X4215 1215202 09/30/2036 02002 4.770000000000 2,000.0000 23.85 12/31/2019 12X4215 1215202 09/30/2037 02002 4.770000000000 100,000.0000 1,192.50 12/31/2019 12X4215 1215202 09/30/2038 02002 4.770000000000 50,000.0000 596.25 12/31/2019 12X4215 1215202 09/30/2039 02002 4.770000000000 1,000.0000 11.93 12/31/2019 12X4215 1215202 09/30/2027 02003 4.110000000000 242,000.0000 2,486.55 12/31/2019 12X4215 1215202 09/30/2029 02003 4.110000000000 2,400,000.0000 24,660.00 12/31/2019 12X4215 1215202 09/30/2032 02003 4.110000000000 19,000.0000 195.23 12/31/2019 12X4215 1215202 09/30/2033 02003 4.110000000000 12,000.0000 123.30 12/31/2019 12X4215 1215202 09/30/2034 02003 4.110000000000 33,000.0000 339.08 12/31/2019 12X4215 1215202 09/30/2037 02003 4.110000000000 34,000.0000 349.35 12/31/2019 12X4215 1215202 09/30/2038 02003 4.110000000000 57,000.0000 585.68 12/31/2019 12X4215 1215202 09/30/2039 02003 4.110000000000 1,000.0000 10.28 12/31/2019 12X4215 1215202 09/30/2027 02004 4.310000000000 343,500.0000 3,701.21 12/31/2019 12X4215 1215202 09/30/2029 02004 4.310000000000 3,250,000.0000 35,018.75 12/31/2019 12X4215 1215202 09/30/2032 02004 4.310000000000 5,000.0000 53.87 12/31/2019 12X4215 1215202 09/30/2033 02004 4.310000000000 17,000.0000 183.18 12/31/2019 12X4215 1215202 09/30/2034 02004 4.310000000000 21,000.0000 226.28 12/31/2019 12X4215 1215202 09/30/2037 02004 4.310000000000 11,000.0000 118.52 12/31/2019 12X4215 1215202 09/30/2038 02004 4.310000000000 32,000.0000 344.80 12/31/2019 12X4215 1215202 09/30/2039 02004 4.310000000000 1,000.0000 10.77 12/31/2019 12X4215 1215202 09/30/2026 02005 4.330000000000 583,589.0000 6,317.35 12/31/2019 12X4215 1215202 09/30/2027 02005 4.330000000000 773,000.0000 8,367.72 12/31/2019 12X4215 1215202 09/30/2028 02005 4.330000000000 15,000.0000 162.38 12/31/2019 12X4215 1215202 09/30/2029 02005 4.330000000000 3,550,000.0000 38,428.75 12/31/2019 12X4215 1215202 09/30/2032 02005 4.330000000000 26,000.0000 281.45 12/31/2019 12X4215 1215202 09/30/2033 02005 4.330000000000 16,000.0000 173.20 12/31/2019 12X4215 1215202 09/30/2034 02005 4.330000000000 30,000.0000 324.75 12/31/2019 12X4215 1215202 09/30/2037 02005 4.330000000000 22,000.0000 238.15 12/31/2019 12X4215 1215202 09/30/2038 02005 4.330000000000 46,000.0000 497.95 12/31/2019 12X4215 1215202 09/30/2039 02005 4.330000000000 1,000.0000 10.83 12/31/2019 12X4215 1215202 09/30/2029 02006 4.820000000000 6,066,009.0000 73,095.41 12/31/2019 12X4215 1215202 09/30/2032 02006 4.820000000000 15,000.0000 180.75 12/31/2019 12X4215 1215202 09/30/2033 02006 4.820000000000 22,000.0000 265.10 12/31/2019 12X4215 1215202 09/30/2034 02006 4.820000000000 29,000.0000 349.45 12/31/2019 12X4215 1215202 09/30/2037 02006 4.820000000000 25,000.0000 301.25 12/31/2019 12X4215 1215202 09/30/2038 02006 4.820000000000 88,000.0000 1,060.40 12/31/2019 12X4215 1215202 09/30/2029 02007 4.700000000000 7,372,703.0000 86,629.26 12/31/2019 12X4215 1215202 09/30/2030 02007 4.700000000000 20,000.0000 235.00 12/31/2019 12X4215 1215202 09/30/2032 02007 4.700000000000 17,000.0000 199.75 12/31/2019 12X4215 1215202 09/30/2033 02007 4.700000000000 20,000.0000 235.00 12/31/2019 12X4215 1215202 09/30/2034 02007 4.700000000000 23,000.0000 270.25 12/31/2019 12X4215 1215202 09/30/2037 02007 4.700000000000 19,000.0000 223.25 12/31/2019 12X4215 1215202 09/30/2038 02007 4.700000000000 57,000.0000 669.75 12/31/2019 12X4215 1215202 09/30/2039 02007 4.700000000000 1,000.0000 11.75 12/31/2019 12X4215 1215202 09/30/2028 02008 3.850000000000 94,199.0000 906.67 12/31/2019 12X4215 1215202 09/30/2029 02008 3.850000000000 6,108,442.0000 58,793.75 12/31/2019 12X4215 1215202 09/30/2030 02008 3.850000000000 740,700.0000 7,129.24 12/31/2019 12X4215 1215202 09/30/2031 02008 3.850000000000 477,000.0000 4,591.12 12/31/2019 12X4215 1215202 09/30/2032 02008 3.850000000000 20,000.0000 192.50 12/31/2019 12X4215 1215202 09/30/2033 02008 3.850000000000 17,000.0000 163.62 12/31/2019 12X4215 1215202 09/30/2034 02008 3.850000000000 12,000.0000 115.50 12/31/2019 12X4215 1215202 09/30/2037 02008 3.850000000000 34,000.0000 327.25 12/31/2019 12X4215 1215202 09/30/2038 02008 3.850000000000 26,000.0000 250.25 12/31/2019 12X4215 1215202 09/30/2039 02008 3.850000000000 1,000.0000 9.62 12/31/2019 12X4215 1215202 09/30/2029 02009 3.110000000000 1,725,859.0000 13,418.55 12/31/2019 12X4215 1215202 09/30/2030 02009 3.110000000000 3,996,000.0000 31,068.90 12/31/2019 12X4215 1215202 09/30/2031 02009 3.110000000000 1,351,000.0000 10,504.02 12/31/2019 12X4215 1215202 09/30/2032 02009 3.110000000000 710,000.0000 5,520.25 12/31/2019 12X4215 1215202 09/30/2033 02009 3.110000000000 13,000.0000 101.07 12/31/2019 12X4215 1215202 09/30/2034 02009 3.110000000000 16,000.0000 124.40 12/31/2019 12X4215 1215202 09/30/2037 02009 3.110000000000 20,000.0000 155.50 12/31/2019 12X4215 1215202 09/30/2038 02009 3.110000000000 82,000.0000 637.55 12/31/2019 12X4215 1215202 09/30/2039 02009 3.110000000000 1,000.0000 7.78 12/31/2019 12X4215 1215202 09/30/2030 02010 3.270000000000 7,398,401.0000 60,481.93 12/31/2019 12X4215 1215202 09/30/2031 02010 3.270000000000 1,424,700.0000 11,646.92 12/31/2019 12X4215 1215202 09/30/2032 02010 3.270000000000 95,000.0000 776.62 12/31/2019 12X4215 1215202 09/30/2033 02010 3.270000000000 30,000.0000 245.25 12/31/2019 12X4215 1215202 09/30/2037 02010 3.270000000000 9,000.0000 73.58 12/31/2019 12X4215 1215202 09/30/2038 02010 3.270000000000 87,000.0000 711.23 12/31/2019 12X4215 1215202 09/30/2039 02010 3.270000000000 1,000.0000 8.17 12/31/2019 12X4215 1215202 09/30/2031 02011 2.840000000000 4,523,000.0000 32,113.30 12/31/2019 12X4215 1215202 09/30/2032 02011 2.840000000000 3,846,458.0000 27,309.85 12/31/2019 12X4215 1215202 09/30/2033 02011 2.840000000000 303,000.0000 2,151.30 12/31/2019 12X4215 1215202 09/30/2034 02011 2.840000000000 23,000.0000 163.30 12/31/2019 12X4215 1215202 09/30/2037 02011 2.840000000000 23,000.0000 163.30 12/31/2019 12X4215 1215202 09/30/2038 02011 2.840000000000 75,000.0000 532.50 12/31/2019 12X4215 1215202 09/30/2032 02012 1.850000000000 3,386,000.0000 15,660.25 12/31/2019 12X4215 1215202 09/30/2034 02012 1.850000000000 1,368,000.0000 6,327.00 12/31/2019 12X4215 1215202 09/30/2036 02012 1.850000000000 2,000.0000 9.25 12/31/2019 12X4215 1215202 09/30/2037 02012 1.850000000000 8,000.0000 37.00 12/31/2019 12X4215 1215202 09/30/2038 02012 1.850000000000 40,000.0000 185.00 12/31/2019 12X4215 1215202 09/30/2039 02012 1.850000000000 1,000.0000 4.63 12/31/2019 12X4215 1215202 09/30/2033 02013 2.100000000000 4,093,700.0000 21,491.92 12/31/2019 12X4215 1215202 09/30/2034 02013 2.100000000000 2,541,000.0000 13,340.25 12/31/2019 12X4215 1215202 09/30/2035 02013 2.100000000000 884,000.0000 4,641.00 12/31/2019 12X4215 1215202 09/30/2036 02013 2.100000000000 17,000.0000 89.25 12/31/2019 12X4215 1215202 09/30/2037 02013 2.100000000000 6,000.0000 31.50 12/31/2019 12X4215 1215202 09/30/2038 02013 2.100000000000 13,000.0000 68.25 12/31/2019 12X4215 1215202 09/30/2034 02014 2.490000000000 5,514,500.0000 34,327.76 12/31/2019 12X4215 1215202 09/30/2035 02014 2.490000000000 2,515,000.0000 15,655.87 12/31/2019 12X4215 1215202 09/30/2036 02014 2.490000000000 41,000.0000 255.22 12/31/2019 12X4215 1215202 09/30/2037 02014 2.490000000000 36,000.0000 224.10 12/31/2019 12X4215 1215202 09/30/2038 02014 2.490000000000 54,000.0000 336.15 12/31/2019 12X4215 1215202 09/30/2035 02015 2.060000000000 6,419,000.0000 33,057.85 12/31/2019 12X4215 1215202 09/30/2036 02015 2.060000000000 1,891,000.0000 9,738.65 12/31/2019 12X4215 1215202 09/30/2037 02015 2.060000000000 1,513,000.0000 7,791.95 12/31/2019 12X4215 1215202 09/30/2038 02015 2.060000000000 72,000.0000 370.80 12/31/2019 12X4215 1215202 09/30/2036 02016 1.876507000000 9,689,000.0000 45,453.69 12/31/2019 12X4215 1215202 09/30/2037 02016 1.876507000000 1,715,000.0000 8,045.52 12/31/2019 12X4215 1215202 09/30/2038 02016 1.876507000000 1,165,000.0000 5,465.33 12/31/2019 12X4215 1215202 09/30/2039 02016 1.876507000000 25,000.0000 117.28 12/31/2019 12X4215 1215202 09/30/2037 02017 2.286010000000 12,319,000.0000 70,403.39 12/31/2019 12X4215 1215202 09/30/2038 02017 2.286010000000 2,474,000.0000 14,138.97 12/31/2019 12X4215 1215202 09/30/2039 02017 2.286010000000 836,000.0000 4,777.76 12/31/2019 12X4215 1215202 09/30/2040 02017 2.286010000000 21,000.0000 120.02 12/31/2019 12X4215 1215202 09/30/2038 02018 2.767900000000 12,960,000.0000 89,679.96 12/31/2019 12X4215 1215202 09/30/2039 02018 2.767900000000 2,841,000.0000 19,659.01 12/31/2019 12X4215 1215202 09/30/2040 02018 2.767900000000 73,000.0000 505.14 12/31/2019 12X4215 1215202 09/30/2039 02019 2.767900000000 10,907,000.0000 75,473.71 12/31/2019 12X4215 1215202 09/30/2040 02019 2.772755000000 2,173,000.0000 15,062.99 12/31/2019 12X4215 1215202 09/30/2040 02020 2.772755000000 1,679,000.0000 11,638.64 12/31/2019 ------------------------ ---------------------- 153,214,843.0000 1,153,237.09 203 SUB-COHORT 12X4215 1215203 09/30/2042 01992 7.570000000000 8,746,105.0000 165,520.04 12/31/2019 12X4215 1215203 09/30/2045 01992 7.570000000000 2,281,000.0000 43,167.92 12/31/2019 12X4215 1215203 09/30/2049 01992 7.570000000000 698,000.0000 13,209.65 12/31/2019 12X4215 1215203 09/30/2050 01992 7.570000000000 351,000.0000 6,642.67 12/31/2019 12X4215 1215203 09/30/2052 01992 7.570000000000 635,000.0000 12,017.37 12/31/2019 12X4215 1215203 09/30/2042 01993 6.660000000000 13,053,209.0000 217,335.93 12/31/2019 12X4215 1215203 09/30/2044 01993 6.660000000000 313,000.0000 5,211.45 12/31/2019 12X4215 1215203 09/30/2050 01993 6.660000000000 350,000.0000 5,827.50 12/31/2019 12X4215 1215203 09/30/2052 01993 6.660000000000 5,000.0000 83.25 12/31/2019 12X4215 1215203 09/30/2042 01994 6.790000000000 12,364,366.0000 209,885.11 12/31/2019 12X4215 1215203 09/30/2050 01994 6.790000000000 267,000.0000 4,532.32 12/31/2019 12X4215 1215203 09/30/2051 01994 6.790000000000 226,000.0000 3,836.35 12/31/2019 12X4215 1215203 09/30/2052 01994 6.790000000000 2,000.0000 33.95 12/31/2019 12X4215 1215203 09/30/2049 01997 6.660000000000 2,484,000.0000 41,358.60 12/31/2019 12X4215 1215203 09/30/2050 01997 6.660000000000 30,000.0000 499.50 12/31/2019 12X4215 1215203 09/30/2052 01997 6.660000000000 3,000.0000 49.95 12/31/2019 12X4215 1215203 09/30/2042 01998 5.980000000000 2,592,400.0000 38,756.38 12/31/2019 12X4215 1215203 09/30/2050 01998 5.980000000000 42,000.0000 627.90 12/31/2019 12X4215 1215203 09/30/2052 01998 5.980000000000 102,000.0000 1,524.90 12/31/2019 12X4215 1215203 09/30/2042 01999 5.810000000000 1,748,700.0000 25,399.87 12/31/2019 12X4215 1215203 09/30/2043 01999 5.810000000000 462,300.0000 6,714.91 12/31/2019 12X4215 1215203 09/30/2050 01999 5.810000000000 39,000.0000 566.47 12/31/2019 12X4215 1215203 09/30/2051 01999 5.810000000000 87,870.0000 1,276.31 12/31/2019 12X4215 1215203 09/30/2052 01999 5.810000000000 5,000.0000 72.62 12/31/2019 12X4215 1215203 09/30/2033 02000 6.350000000000 225,000.0000 3,571.87 12/31/2019 12X4215 1215203 09/30/2042 02000 6.350000000000 627,000.0000 9,953.62 12/31/2019 12X4215 1215203 09/30/2043 02000 6.350000000000 118,000.0000 1,873.25 12/31/2019 12X4215 1215203 09/30/2044 02000 6.350000000000 49,000.0000 777.87 12/31/2019 12X4215 1215203 09/30/2045 02000 6.350000000000 17,000.0000 269.87 12/31/2019 12X4215 1215203 09/30/2046 02000 6.350000000000 5,000.0000 79.37 12/31/2019 12X4215 1215203 09/30/2050 02000 6.350000000000 1,933.0000 30.69 12/31/2019 12X4215 1215203 09/30/2051 02000 6.350000000000 42,000.0000 666.75 12/31/2019 12X4215 1215203 09/30/2052 02000 6.350000000000 214,000.0000 3,397.25 12/31/2019 12X4215 1215203 09/30/2051 02001 4.730000000000 13,000.0000 153.72 12/31/2019 12X4215 1215203 09/30/2052 02001 4.730000000000 2,000.0000 23.65 12/31/2019 12X4215 1215203 09/30/2042 02002 4.940000000000 60,000.0000 741.00 12/31/2019 12X4215 1215203 09/30/2051 02002 4.940000000000 10,000.0000 123.50 12/31/2019 12X4215 1215203 09/30/2052 02002 4.940000000000 6,000.0000 74.10 12/31/2019 12X4215 1215203 09/30/2042 02003 4.100000000000 73,733.0000 755.76 12/31/2019 12X4215 1215203 09/30/2049 02003 4.100000000000 2,500.0000 25.62 12/31/2019 12X4215 1215203 09/30/2051 02003 4.100000000000 7,000.0000 71.75 12/31/2019 12X4215 1215203 09/30/2052 02003 4.100000000000 9,000.0000 92.25 12/31/2019 12X4215 1215203 09/30/2037 02004 3.950000000000 83,000.0000 819.62 12/31/2019 12X4215 1215203 09/30/2049 02004 3.950000000000 2,000.0000 19.75 12/31/2019 12X4215 1215203 09/30/2050 02004 3.950000000000 1,000.0000 9.87 12/31/2019 12X4215 1215203 09/30/2042 02005 3.880000000000 151,901.0000 1,473.44 12/31/2019 12X4215 1215203 09/30/2042 02006 4.840000000000 16,000.0000 193.60 12/31/2019 12X4215 1215203 09/30/2047 02006 4.840000000000 14,000.0000 169.40 12/31/2019 12X4215 1215203 09/30/2051 02006 4.840000000000 14,000.0000 169.40 12/31/2019 12X4215 1215203 09/30/2042 02007 4.880000000000 27,100.0000 330.62 12/31/2019 12X4215 1215203 09/30/2043 02007 4.880000000000 1,900.0000 23.18 12/31/2019 12X4215 1215203 09/30/2048 02007 4.880000000000 14,000.0000 170.80 12/31/2019 12X4215 1215203 09/30/2049 02007 4.880000000000 2,000.0000 24.40 12/31/2019 12X4215 1215203 09/30/2052 02007 4.880000000000 4,000.0000 48.80 12/31/2019 12X4215 1215203 09/30/2041 02008 3.490000000000 31,168.0000 271.94 12/31/2019 12X4215 1215203 09/30/2048 02008 3.490000000000 5,000.0000 43.62 12/31/2019 12X4215 1215203 09/30/2050 02008 3.490000000000 1,100.0000 9.60 12/31/2019 12X4215 1215203 09/30/2052 02008 3.490000000000 3,000.0000 26.17 12/31/2019 12X4215 1215203 09/30/2044 02009 3.090000000000 75,000.0000 579.38 12/31/2019 12X4215 1215203 09/30/2046 02009 3.090000000000 23,000.0000 177.68 12/31/2019 12X4215 1215203 09/30/2047 02009 3.090000000000 125,000.0000 965.62 12/31/2019 12X4215 1215203 09/30/2050 02009 3.090000000000 2,000.0000 15.45 12/31/2019 12X4215 1215203 09/30/2043 02010 3.610000000000 302,000.0000 2,725.55 12/31/2019 12X4215 1215203 09/30/2050 02010 3.610000000000 1,000.0000 9.03 12/31/2019 12X4215 1215203 09/30/2052 02010 3.610000000000 8,000.0000 72.20 12/31/2019 12X4215 1215203 09/30/2044 02011 3.300000000000 316,000.0000 2,607.00 12/31/2019 12X4215 1215203 09/30/2051 02011 3.300000000000 16,000.0000 132.00 12/31/2019 12X4215 1215203 09/30/2052 02011 3.300000000000 3,000.0000 24.75 12/31/2019 12X4215 1215203 09/30/2045 02012 2.150000000000 319,500.0000 1,717.31 12/31/2019 12X4215 1215203 09/30/2051 02012 2.150000000000 31,500.0000 169.31 12/31/2019 12X4215 1215203 09/30/2046 02013 1.570000000000 234,000.0000 918.45 12/31/2019 12X4215 1215203 09/30/2051 02013 1.570000000000 28,000.0000 109.90 12/31/2019 12X4215 1215203 09/30/2052 02013 1.570000000000 2,000.0000 7.85 12/31/2019 12X4215 1215203 09/30/2047 02014 2.760000000000 374,000.0000 2,580.60 12/31/2019 12X4215 1215203 09/30/2049 02014 2.760000000000 69,000.0000 476.10 12/31/2019 12X4215 1215203 09/30/2050 02014 2.760000000000 120,000.0000 828.00 12/31/2019 12X4215 1215203 09/30/2051 02014 2.760000000000 13,000.0000 89.70 12/31/2019 12X4215 1215203 09/30/2047 02015 2.010000000000 348,000.0000 1,748.70 12/31/2019 12X4215 1215203 09/30/2048 02015 2.010000000000 333,500.0000 1,675.84 12/31/2019 12X4215 1215203 09/30/2050 02015 2.010000000000 290,900.0000 1,461.77 12/31/2019 12X4215 1215203 09/30/2049 02016 1.830000000000 1,365,000.0000 6,244.87 12/31/2019 12X4215 1215203 09/30/2050 02016 1.830000000000 900.0000 4.12 12/31/2019 12X4215 1215203 09/30/2052 02016 1.830000000000 2,000.0000 9.15 12/31/2019 12X4215 1215203 09/30/2050 02017 2.409490000000 660,900.0000 3,981.08 12/31/2019 12X4215 1215203 09/30/2051 02017 2.409490000000 29,000.0000 174.69 12/31/2019 12X4215 1215203 09/30/2052 02017 2.409490000000 25,000.0000 150.59 12/31/2019 12X4215 1215203 09/30/2051 02018 2.751741000000 1,661,300.0000 11,428.67 12/31/2019 12X4215 1215203 09/30/2052 02018 2.751741000000 41,000.0000 282.05 12/31/2019 12X4215 1215203 09/30/2052 02019 2.751741000000 682,000.0000 4,691.72 12/31/2019 ------------------------ ---------------------- 56,242,785.0000 876,696.15 206 SUB-COHORT 12X4215 1215206 09/30/2029 01992 6.920000000000 245,500.0000 4,247.15 12/31/2019 12X4215 1215206 09/30/2035 01992 6.920000000000 1,600,000.0000 27,680.00 12/31/2019 12X4215 1215206 09/30/2037 01992 6.920000000000 39,000.0000 674.70 12/31/2019 12X4215 1215206 09/30/2038 01992 6.920000000000 360,000.0000 6,228.00 12/31/2019 12X4215 1215206 09/30/2042 01992 6.920000000000 781,000.0000 13,511.30 12/31/2019 12X4215 1215206 09/30/2044 01992 6.920000000000 51,000.0000 882.30 12/31/2019 12X4215 1215206 09/30/2045 01992 6.920000000000 2,000.0000 34.60 12/31/2019 12X4215 1215206 09/30/2046 01992 6.920000000000 1,000.0000 17.30 12/31/2019 12X4215 1215206 09/30/2047 01992 6.920000000000 41,000.0000 709.30 12/31/2019 12X4215 1215206 09/30/2051 01992 6.920000000000 12,000.0000 207.60 12/31/2019 12X4215 1215206 09/30/2030 01993 7.050000000000 298,889.0000 5,267.92 12/31/2019 12X4215 1215206 09/30/2038 01993 7.050000000000 488,000.0000 8,601.00 12/31/2019 12X4215 1215206 09/30/2042 01993 7.050000000000 1,300,000.0000 22,912.50 12/31/2019 12X4215 1215206 09/30/2044 01993 7.050000000000 21,000.0000 370.13 12/31/2019 12X4215 1215206 09/30/2045 01993 7.050000000000 1,939,000.0000 34,174.87 12/31/2019 12X4215 1215206 09/30/2046 01993 7.050000000000 19,000.0000 334.87 12/31/2019 12X4215 1215206 09/30/2047 01993 7.050000000000 4,000.0000 70.50 12/31/2019 12X4215 1215206 09/30/2051 01993 7.050000000000 65,000.0000 1,145.62 12/31/2019 12X4215 1215206 09/30/2052 01993 7.050000000000 15,000.0000 264.38 12/31/2019 12X4215 1215206 09/30/2043 01994 6.990000000000 2,687,680.0000 46,967.21 12/31/2019 12X4215 1215206 09/30/2044 01994 6.990000000000 71,000.0000 1,240.72 12/31/2019 12X4215 1215206 09/30/2045 01994 6.990000000000 45,000.0000 786.38 12/31/2019 12X4215 1215206 09/30/2047 01994 6.990000000000 83,000.0000 1,450.42 12/31/2019 12X4215 1215206 09/30/2048 01994 6.990000000000 525,000.0000 9,174.37 12/31/2019 12X4215 1215206 09/30/2051 01994 6.990000000000 24,000.0000 419.40 12/31/2019 12X4215 1215206 09/30/2030 01995 6.950000000000 385,959.0000 6,706.04 12/31/2019 12X4215 1215206 09/30/2033 01995 6.950000000000 1,200,000.0000 20,850.00 12/31/2019 12X4215 1215206 09/30/2035 01995 6.950000000000 310,000.0000 5,386.25 12/31/2019 12X4215 1215206 09/30/2038 01995 6.950000000000 195,000.0000 3,388.12 12/31/2019 12X4215 1215206 09/30/2042 01995 6.950000000000 1,600,000.0000 27,800.00 12/31/2019 12X4215 1215206 09/30/2045 01995 6.950000000000 54,000.0000 938.25 12/31/2019 12X4215 1215206 09/30/2046 01995 6.950000000000 2,000.0000 34.75 12/31/2019 12X4215 1215206 09/30/2047 01995 6.950000000000 74,000.0000 1,285.75 12/31/2019 12X4215 1215206 09/30/2051 01995 6.950000000000 29,000.0000 503.87 12/31/2019 12X4215 1215206 09/30/2035 01996 6.420000000000 231,901.0000 3,722.01 12/31/2019 12X4215 1215206 09/30/2038 01996 6.420000000000 437,000.0000 7,013.85 12/31/2019 12X4215 1215206 09/30/2042 01996 6.420000000000 2,550,000.0000 40,927.50 12/31/2019 12X4215 1215206 09/30/2045 01996 6.420000000000 510,000.0000 8,185.50 12/31/2019 12X4215 1215206 09/30/2046 01996 6.420000000000 39,000.0000 625.95 12/31/2019 12X4215 1215206 09/30/2047 01996 6.420000000000 10,000.0000 160.50 12/31/2019 12X4215 1215206 09/30/2049 01996 6.420000000000 22,000.0000 353.10 12/31/2019 12X4215 1215206 09/30/2051 01996 6.420000000000 58,000.0000 930.90 12/31/2019 12X4215 1215206 09/30/2033 01997 6.040000000000 425,000.0000 6,417.50 12/31/2019 12X4215 1215206 09/30/2035 01997 6.040000000000 400,000.0000 6,040.00 12/31/2019 12X4215 1215206 09/30/2038 01997 6.040000000000 317,000.0000 4,786.70 12/31/2019 12X4215 1215206 09/30/2042 01997 6.040000000000 2,100,000.0000 31,710.00 12/31/2019 12X4215 1215206 09/30/2045 01997 6.040000000000 498,000.0000 7,519.80 12/31/2019 12X4215 1215206 09/30/2047 01997 6.040000000000 49,000.0000 739.90 12/31/2019 12X4215 1215206 09/30/2049 01997 6.040000000000 1,102,000.0000 16,640.20 12/31/2019 12X4215 1215206 09/30/2033 01998 5.980000000000 52,100.0000 778.90 12/31/2019 12X4215 1215206 09/30/2035 01998 5.980000000000 1,000,000.0000 14,950.00 12/31/2019 12X4215 1215206 09/30/2038 01998 5.980000000000 257,000.0000 3,842.15 12/31/2019 12X4215 1215206 09/30/2040 01998 5.980000000000 827,000.0000 12,363.65 12/31/2019 12X4215 1215206 09/30/2042 01998 5.980000000000 706,000.0000 10,554.70 12/31/2019 12X4215 1215206 09/30/2043 01998 5.980000000000 782,000.0000 11,690.90 12/31/2019 12X4215 1215206 09/30/2044 01998 5.980000000000 797,000.0000 11,915.15 12/31/2019 12X4215 1215206 09/30/2045 01998 5.980000000000 4,369.0000 65.32 12/31/2019 12X4215 1215206 09/30/2046 01998 5.980000000000 3,000.0000 44.85 12/31/2019 12X4215 1215206 09/30/2047 01998 5.980000000000 36,000.0000 538.20 12/31/2019 12X4215 1215206 09/30/2049 01998 5.980000000000 54,000.0000 807.30 12/31/2019 12X4215 1215206 09/30/2051 01998 5.980000000000 30,000.0000 448.50 12/31/2019 12X4215 1215206 09/30/2036 01999 5.690000000000 804,135.0000 11,438.82 12/31/2019 12X4215 1215206 09/30/2037 01999 5.690000000000 3,400,000.0000 48,365.00 12/31/2019 12X4215 1215206 09/30/2038 01999 5.690000000000 755,000.0000 10,739.87 12/31/2019 12X4215 1215206 09/30/2040 01999 5.690000000000 400,000.0000 5,690.00 12/31/2019 12X4215 1215206 09/30/2042 01999 5.690000000000 1,250,000.0000 17,781.25 12/31/2019 12X4215 1215206 09/30/2045 01999 5.690000000000 51,000.0000 725.47 12/31/2019 12X4215 1215206 09/30/2047 01999 5.690000000000 65,000.0000 924.62 12/31/2019 12X4215 1215206 09/30/2051 01999 5.690000000000 43,000.0000 611.68 12/31/2019 12X4215 1215206 09/30/2036 02000 5.350000000000 3,110,000.0000 41,596.25 12/31/2019 12X4215 1215206 09/30/2037 02000 5.350000000000 2,616,000.0000 34,989.00 12/31/2019 12X4215 1215206 09/30/2038 02000 5.350000000000 628,000.0000 8,399.50 12/31/2019 12X4215 1215206 09/30/2039 02000 5.350000000000 2,071,000.0000 27,699.62 12/31/2019 12X4215 1215206 09/30/2042 02000 5.350000000000 2,450,000.0000 32,768.75 12/31/2019 12X4215 1215206 09/30/2045 02000 5.350000000000 4,000.0000 53.50 12/31/2019 12X4215 1215206 09/30/2047 02000 5.350000000000 29,000.0000 387.87 12/31/2019 12X4215 1215206 09/30/2037 02001 4.940000000000 1,956,610.0000 24,164.13 12/31/2019 12X4215 1215206 09/30/2038 02001 4.940000000000 2,748,000.0000 33,937.80 12/31/2019 12X4215 1215206 09/30/2039 02001 4.940000000000 1,593,000.0000 19,673.55 12/31/2019 12X4215 1215206 09/30/2040 02001 4.940000000000 388,000.0000 4,791.80 12/31/2019 12X4215 1215206 09/30/2041 02001 4.940000000000 148,000.0000 1,827.80 12/31/2019 12X4215 1215206 09/30/2042 02001 4.940000000000 3,287,000.0000 40,594.45 12/31/2019 12X4215 1215206 09/30/2043 02001 4.940000000000 1,370,000.0000 16,919.50 12/31/2019 12X4215 1215206 09/30/2044 02001 4.940000000000 748,000.0000 9,237.80 12/31/2019 12X4215 1215206 09/30/2045 02001 4.940000000000 78,000.0000 963.30 12/31/2019 12X4215 1215206 09/30/2046 02001 4.940000000000 905,000.0000 11,176.75 12/31/2019 12X4215 1215206 09/30/2047 02001 4.940000000000 63,000.0000 778.05 12/31/2019 12X4215 1215206 09/30/2050 02001 4.940000000000 109,000.0000 1,346.15 12/31/2019 12X4215 1215206 09/30/2051 02001 4.940000000000 77,000.0000 950.95 12/31/2019 12X4215 1215206 09/30/2038 02002 4.650000000000 4,501,500.0000 52,329.94 12/31/2019 12X4215 1215206 09/30/2039 02002 4.650000000000 1,572,000.0000 18,274.50 12/31/2019 12X4215 1215206 09/30/2040 02002 4.650000000000 1,812,000.0000 21,064.50 12/31/2019 12X4215 1215206 09/30/2041 02002 4.650000000000 105,000.0000 1,220.62 12/31/2019 12X4215 1215206 09/30/2042 02002 4.650000000000 2,950,000.0000 34,293.75 12/31/2019 12X4215 1215206 09/30/2043 02002 4.650000000000 942,000.0000 10,950.75 12/31/2019 12X4215 1215206 09/30/2044 02002 4.650000000000 1,497,000.0000 17,402.62 12/31/2019 12X4215 1215206 09/30/2045 02002 4.650000000000 1,466,000.0000 17,042.25 12/31/2019 12X4215 1215206 09/30/2046 02002 4.650000000000 871,000.0000 10,125.37 12/31/2019 12X4215 1215206 09/30/2047 02002 4.650000000000 42,000.0000 488.25 12/31/2019 12X4215 1215206 09/30/2051 02002 4.650000000000 65,000.0000 755.62 12/31/2019 12X4215 1215206 09/30/2040 02003 4.410000000000 776,241.0000 8,558.06 12/31/2019 12X4215 1215206 09/30/2041 02003 4.410000000000 5,590,000.0000 61,629.75 12/31/2019 12X4215 1215206 09/30/2042 02003 4.410000000000 7,405,200.0000 81,642.33 12/31/2019 12X4215 1215206 09/30/2043 02003 4.410000000000 1,036,000.0000 11,421.90 12/31/2019 12X4215 1215206 09/30/2044 02003 4.410000000000 2,760,000.0000 30,429.00 12/31/2019 12X4215 1215206 09/30/2045 02003 4.410000000000 985,000.0000 10,859.63 12/31/2019 12X4215 1215206 09/30/2046 02003 4.410000000000 2,570,000.0000 28,334.25 12/31/2019 12X4215 1215206 09/30/2047 02003 4.410000000000 195,000.0000 2,149.88 12/31/2019 12X4215 1215206 09/30/2051 02003 4.410000000000 184,000.0000 2,028.60 12/31/2019 12X4215 1215206 09/30/2052 02003 4.410000000000 545,000.0000 6,008.63 12/31/2019 12X4215 1215206 09/30/2053 02003 4.410000000000 587,000.0000 6,471.68 12/31/2019 12X4215 1215206 09/30/2040 02004 4.550000000000 4,462,500.0000 50,760.94 12/31/2019 12X4215 1215206 09/30/2041 02004 4.550000000000 1,165,000.0000 13,251.87 12/31/2019 12X4215 1215206 09/30/2042 02004 4.550000000000 5,043,000.0000 57,364.12 12/31/2019 12X4215 1215206 09/30/2043 02004 4.550000000000 1,126,000.0000 12,808.25 12/31/2019 12X4215 1215206 09/30/2046 02004 4.550000000000 263,000.0000 2,991.62 12/31/2019 12X4215 1215206 09/30/2051 02004 4.550000000000 63,000.0000 716.62 12/31/2019 12X4215 1215206 09/30/2052 02004 4.550000000000 70,000.0000 796.25 12/31/2019 12X4215 1215206 09/30/2040 02005 4.560000000000 1,281,819.0000 14,612.74 12/31/2019 12X4215 1215206 09/30/2041 02005 4.560000000000 4,534,000.0000 51,687.60 12/31/2019 12X4215 1215206 09/30/2042 02005 4.560000000000 3,033,000.0000 34,576.20 12/31/2019 12X4215 1215206 09/30/2043 02005 4.560000000000 1,950,000.0000 22,230.00 12/31/2019 12X4215 1215206 09/30/2044 02005 4.560000000000 610,000.0000 6,954.00 12/31/2019 12X4215 1215206 09/30/2045 02005 4.560000000000 441,000.0000 5,027.40 12/31/2019 12X4215 1215206 09/30/2047 02005 4.560000000000 7,000.0000 79.80 12/31/2019 12X4215 1215206 09/30/2051 02005 4.560000000000 60,000.0000 684.00 12/31/2019 12X4215 1215206 09/30/2052 02005 4.560000000000 30,000.0000 342.00 12/31/2019 12X4215 1215206 09/30/2042 02006 3.641739000000 1,244,389.0000 11,329.35 12/31/2019 12X4215 1215206 09/30/2043 02006 3.641739000000 2,763,000.0000 25,155.31 12/31/2019 12X4215 1215206 09/30/2044 02006 3.641739000000 780,000.0000 7,101.39 12/31/2019 12X4215 1215206 09/30/2045 02006 3.641739000000 758,000.0000 6,901.10 12/31/2019 12X4215 1215206 09/30/2046 02006 3.641739000000 2,103,000.0000 19,146.44 12/31/2019 12X4215 1215206 09/30/2047 02006 3.641739000000 157,000.0000 1,429.38 12/31/2019 12X4215 1215206 09/30/2049 02006 3.641739000000 1,042,000.0000 9,486.73 12/31/2019 12X4215 1215206 09/30/2050 02006 3.641739000000 1,292,000.0000 11,762.82 12/31/2019 12X4215 1215206 09/30/2051 02006 3.641739000000 10,000.0000 91.04 12/31/2019 12X4215 1215206 09/30/2052 02006 3.641739000000 1,890,000.0000 17,207.22 12/31/2019 12X4215 1215206 09/30/2043 02007 3.643981000000 5,295,500.0000 48,241.75 12/31/2019 12X4215 1215206 09/30/2044 02007 3.643981000000 4,346,700.0000 39,598.23 12/31/2019 12X4215 1215206 09/30/2045 02007 3.643981000000 1,397,000.0000 12,726.60 12/31/2019 12X4215 1215206 09/30/2046 02007 3.643981000000 1,535,000.0000 13,983.78 12/31/2019 12X4215 1215206 09/30/2047 02007 3.643981000000 1,674,000.0000 15,250.06 12/31/2019 12X4215 1215206 09/30/2048 02007 3.643981000000 159,000.0000 1,448.48 12/31/2019 12X4215 1215206 09/30/2049 02007 3.643981000000 1,847,000.0000 16,826.08 12/31/2019 12X4215 1215206 09/30/2050 02007 3.643981000000 1,562,000.0000 14,229.75 12/31/2019 12X4215 1215206 09/30/2051 02007 3.643981000000 53,000.0000 482.83 12/31/2019 12X4215 1215206 09/30/2052 02007 3.643981000000 3,485,000.0000 31,748.18 12/31/2019 12X4215 1215206 09/30/2044 02008 3.320000000000 4,142,825.0000 34,385.45 12/31/2019 12X4215 1215206 09/30/2045 02008 3.320000000000 5,964,000.0000 49,501.20 12/31/2019 12X4215 1215206 09/30/2046 02008 3.320000000000 2,569,000.0000 21,322.70 12/31/2019 12X4215 1215206 09/30/2047 02008 3.320000000000 3,820,000.0000 31,706.00 12/31/2019 12X4215 1215206 09/30/2049 02008 3.320000000000 171,000.0000 1,419.30 12/31/2019 12X4215 1215206 09/30/2051 02008 3.320000000000 24,000.0000 199.20 12/31/2019 12X4215 1215206 09/30/2052 02008 3.320000000000 11,000.0000 91.30 12/31/2019 12X4215 1215206 09/30/2046 02009 3.170000000000 12,739,117.0000 100,957.50 12/31/2019 12X4215 1215206 09/30/2047 02009 3.170000000000 4,504,000.0000 35,694.20 12/31/2019 12X4215 1215206 09/30/2051 02009 3.170000000000 644,000.0000 5,103.70 12/31/2019 12X4215 1215206 09/30/2052 02009 3.170000000000 230,000.0000 1,822.75 12/31/2019 12X4215 1215206 09/30/2044 02010 2.930000000000 50,000.0000 366.25 12/31/2019 12X4215 1215206 09/30/2045 02010 2.930000000000 4,255,000.0000 31,167.87 12/31/2019 12X4215 1215206 09/30/2046 02010 2.930000000000 397,000.0000 2,908.02 12/31/2019 12X4215 1215206 09/30/2047 02010 2.930000000000 385,000.0000 2,820.12 12/31/2019 12X4215 1215206 09/30/2048 02010 2.930000000000 2,346,000.0000 17,184.45 12/31/2019 12X4215 1215206 09/30/2049 02010 2.930000000000 275,000.0000 2,014.37 12/31/2019 12X4215 1215206 09/30/2050 02010 2.930000000000 118,000.0000 864.35 12/31/2019 12X4215 1215206 09/30/2051 02010 2.930000000000 52,000.0000 380.90 12/31/2019 12X4215 1215206 09/30/2052 02010 2.930000000000 1,000.0000 7.33 12/31/2019 12X4215 1215206 09/30/2046 02011 2.789266000000 1,563,715.0000 10,904.04 12/31/2019 12X4215 1215206 09/30/2047 02011 2.789266000000 2,361,000.0000 16,463.64 12/31/2019 12X4215 1215206 09/30/2048 02011 2.789266000000 11,026,000.0000 76,886.12 12/31/2019 12X4215 1215206 09/30/2049 02011 2.789266000000 1,467,000.0000 10,229.63 12/31/2019 12X4215 1215206 09/30/2050 02011 2.789266000000 100,000.0000 697.32 12/31/2019 12X4215 1215206 09/30/2051 02011 2.789266000000 4,140,000.0000 28,868.90 12/31/2019 12X4215 1215206 09/30/2052 02011 2.789266000000 5,624,000.0000 39,217.08 12/31/2019 12X4215 1215206 09/30/2045 02012 2.690000000000 302,000.0000 2,030.95 12/31/2019 12X4215 1215206 09/30/2046 02012 2.690000000000 610,000.0000 4,102.25 12/31/2019 12X4215 1215206 09/30/2047 02012 2.690000000000 19,000.0000 127.77 12/31/2019 12X4215 1215206 09/30/2048 02012 2.690000000000 772,700.0000 5,196.41 12/31/2019 12X4215 1215206 09/30/2049 02012 2.690000000000 212,000.0000 1,425.70 12/31/2019 12X4215 1215206 09/30/2050 02012 2.690000000000 200,000.0000 1,345.00 12/31/2019 12X4215 1215206 09/30/2051 02012 2.690000000000 21,000.0000 141.23 12/31/2019 12X4215 1215206 09/30/2052 02012 2.690000000000 5,000.0000 33.62 12/31/2019 12X4215 1215206 09/30/2048 02013 2.663371000000 4,640,200.0000 30,896.44 12/31/2019 12X4215 1215206 09/30/2049 02013 2.663371000000 2,895,000.0000 19,276.15 12/31/2019 12X4215 1215206 09/30/2051 02013 2.663371000000 3,065,000.0000 20,408.08 12/31/2019 12X4215 1215206 09/30/2052 02013 2.663371000000 85,000.0000 565.97 12/31/2019 12X4215 1215206 09/30/2050 02014 2.830000000000 10,759,300.0000 76,122.05 12/31/2019 12X4215 1215206 09/30/2051 02014 2.830000000000 8,301,000.0000 58,729.57 12/31/2019 12X4215 1215206 09/30/2052 02014 2.830000000000 5,569,000.0000 39,400.67 12/31/2019 12X4215 1215206 09/30/2051 02015 3.740000000000 6,218,100.0000 58,139.23 12/31/2019 12X4215 1215206 09/30/2052 02015 3.740000000000 3,121,000.0000 29,181.35 12/31/2019 12X4215 1215206 09/30/2050 02016 3.299600000000 1,664,000.0000 13,726.34 12/31/2019 12X4215 1215206 09/30/2051 02016 3.299600000000 467,000.0000 3,852.28 12/31/2019 12X4215 1215206 09/30/2052 02016 3.299600000000 5,914,000.0000 48,784.59 12/31/2019 12X4215 1215206 09/30/2053 02016 3.299600000000 2,600,000.0000 21,447.40 12/31/2019 12X4215 1215206 09/30/2050 02017 3.424000000000 186,000.0000 1,592.16 12/31/2019 12X4215 1215206 09/30/2051 02017 3.424000000000 1,158,000.0000 9,912.48 12/31/2019 12X4215 1215206 09/30/2052 02017 3.424000000000 6,138,000.0000 52,541.28 12/31/2019 12X4215 1215206 09/30/2053 02017 3.424000000000 705,000.0000 6,034.80 12/31/2019 12X4215 1215206 09/30/2052 02018 3.424000000000 1,473,000.0000 12,608.88 12/31/2019 12X4215 1215206 09/30/2052 02019 3.424000000000 1,288,000.0000 11,025.28 12/31/2019 12X4215 1215206 09/30/2053 02020 3.424000000000 616,000.0000 5,272.96 12/31/2019 ------------------------ ---------------------- 292,985,949.0000 2,936,188.22 207 SUB-COHORT 12X4215 1215207 09/30/2043 01992 6.620000000000 4,400,000.0000 72,820.00 12/31/2019 12X4215 1215207 09/30/2044 01992 6.620000000000 11,698,000.0000 193,601.90 12/31/2019 12X4215 1215207 09/30/2045 01992 6.620000000000 3,000,000.0000 49,650.00 12/31/2019 12X4215 1215207 09/30/2052 01992 6.620000000000 31,000,000.0000 513,050.00 12/31/2019 12X4215 1215207 09/30/2056 01992 6.620000000000 12,945,000.0000 214,239.75 12/31/2019 12X4215 1215207 09/30/2057 01992 6.620000000000 10,000,000.0000 165,500.00 12/31/2019 12X4215 1215207 09/30/2058 01992 6.620000000000 59,000.0000 976.45 12/31/2019 12X4215 1215207 09/30/2059 01992 6.620000000000 1,250,000.0000 20,687.50 12/31/2019 12X4215 1215207 09/30/2060 01992 6.620000000000 9,700,000.0000 160,535.00 12/31/2019 12X4215 1215207 09/30/2061 01992 6.620000000000 2,628,000.0000 43,493.40 12/31/2019 12X4215 1215207 09/30/2062 01992 6.620000000000 27,608,000.0000 456,912.40 12/31/2019 12X4215 1215207 09/30/2063 01992 6.620000000000 8,654,000.0000 143,223.70 12/31/2019 12X4215 1215207 09/30/2064 01992 6.620000000000 6,160,000.0000 101,948.00 12/31/2019 12X4215 1215207 09/30/2065 01992 6.620000000000 28,255,000.0000 467,620.25 12/31/2019 12X4215 1215207 09/30/2066 01992 6.620000000000 6,415,000.0000 106,168.25 12/31/2019 12X4215 1215207 09/30/2067 01992 6.620000000000 7,428,470.0000 122,941.18 12/31/2019 12X4215 1215207 09/30/2068 01992 6.620000000000 8,602,000.0000 142,363.10 12/31/2019 12X4215 1215207 09/30/2069 01992 6.620000000000 17,143,000.0000 283,716.65 12/31/2019 12X4215 1215207 09/30/2044 01993 6.890000000000 500,000.0000 8,612.50 12/31/2019 12X4215 1215207 09/30/2045 01993 6.890000000000 6,309,000.0000 108,672.52 12/31/2019 12X4215 1215207 09/30/2052 01993 6.890000000000 34,000,000.0000 585,650.00 12/31/2019 12X4215 1215207 09/30/2056 01993 6.890000000000 12,513,000.0000 215,536.42 12/31/2019 12X4215 1215207 09/30/2057 01993 6.890000000000 9,200,000.0000 158,470.00 12/31/2019 12X4215 1215207 09/30/2058 01993 6.890000000000 10,345,000.0000 178,192.62 12/31/2019 12X4215 1215207 09/30/2059 01993 6.890000000000 4,750,000.0000 81,818.75 12/31/2019 12X4215 1215207 09/30/2060 01993 6.890000000000 2,100,000.0000 36,172.50 12/31/2019 12X4215 1215207 09/30/2061 01993 6.890000000000 1,160,000.0000 19,981.00 12/31/2019 12X4215 1215207 09/30/2062 01993 6.890000000000 7,846,000.0000 135,147.35 12/31/2019 12X4215 1215207 09/30/2063 01993 6.890000000000 19,774,000.0000 340,607.15 12/31/2019 12X4215 1215207 09/30/2064 01993 6.890000000000 4,554,000.0000 78,442.65 12/31/2019 12X4215 1215207 09/30/2065 01993 6.890000000000 31,782,000.0000 547,444.95 12/31/2019 12X4215 1215207 09/30/2066 01993 6.890000000000 12,020,000.0000 207,044.50 12/31/2019 12X4215 1215207 09/30/2067 01993 6.890000000000 7,723,465.0000 133,036.68 12/31/2019 12X4215 1215207 09/30/2068 01993 6.890000000000 13,280,000.0000 228,748.00 12/31/2019 12X4215 1215207 09/30/2069 01993 6.890000000000 20,889,000.0000 359,813.02 12/31/2019 12X4215 1215207 09/30/2045 01994 7.090000000000 2,500,000.0000 44,312.50 12/31/2019 12X4215 1215207 09/30/2046 01994 7.090000000000 9,986,000.0000 177,001.85 12/31/2019 12X4215 1215207 09/30/2052 01994 7.090000000000 29,000,000.0000 514,025.00 12/31/2019 12X4215 1215207 09/30/2055 01994 7.090000000000 16,510,000.0000 292,639.75 12/31/2019 12X4215 1215207 09/30/2056 01994 7.090000000000 9,570,000.0000 169,628.25 12/31/2019 12X4215 1215207 09/30/2057 01994 7.090000000000 12,200,000.0000 216,245.00 12/31/2019 12X4215 1215207 09/30/2058 01994 7.090000000000 12,651,000.0000 224,238.97 12/31/2019 12X4215 1215207 09/30/2059 01994 7.090000000000 7,600,000.0000 134,710.00 12/31/2019 12X4215 1215207 09/30/2060 01994 7.090000000000 2,589,000.0000 45,890.02 12/31/2019 12X4215 1215207 09/30/2061 01994 7.090000000000 755,000.0000 13,382.37 12/31/2019 12X4215 1215207 09/30/2062 01994 7.090000000000 12,813,000.0000 227,110.42 12/31/2019 12X4215 1215207 09/30/2063 01994 7.090000000000 17,250,000.0000 305,756.25 12/31/2019 12X4215 1215207 09/30/2064 01994 7.090000000000 512,000.0000 9,075.20 12/31/2019 12X4215 1215207 09/30/2065 01994 7.090000000000 7,754,000.0000 137,439.65 12/31/2019 12X4215 1215207 09/30/2066 01994 7.090000000000 4,780,000.0000 84,725.50 12/31/2019 12X4215 1215207 09/30/2067 01994 7.090000000000 6,925,010.0000 122,745.80 12/31/2019 12X4215 1215207 09/30/2068 01994 7.090000000000 10,989,000.0000 194,780.02 12/31/2019 12X4215 1215207 09/30/2069 01994 7.090000000000 10,675,000.0000 189,214.37 12/31/2019 12X4215 1215207 09/30/2046 01995 6.710000000000 9,155,000.0000 153,575.12 12/31/2019 12X4215 1215207 09/30/2048 01995 6.710000000000 2,000,000.0000 33,550.00 12/31/2019 12X4215 1215207 09/30/2050 01995 6.710000000000 1,000,000.0000 16,775.00 12/31/2019 12X4215 1215207 09/30/2052 01995 6.710000000000 14,000,000.0000 234,850.00 12/31/2019 12X4215 1215207 09/30/2055 01995 6.710000000000 1,069,000.0000 17,932.47 12/31/2019 12X4215 1215207 09/30/2056 01995 6.710000000000 6,695,000.0000 112,308.62 12/31/2019 12X4215 1215207 09/30/2057 01995 6.710000000000 2,200,000.0000 36,905.00 12/31/2019 12X4215 1215207 09/30/2058 01995 6.710000000000 63,000.0000 1,056.82 12/31/2019 12X4215 1215207 09/30/2059 01995 6.710000000000 901,000.0000 15,114.27 12/31/2019 12X4215 1215207 09/30/2060 01995 6.710000000000 3,298,000.0000 55,323.95 12/31/2019 12X4215 1215207 09/30/2061 01995 6.710000000000 509,000.0000 8,538.47 12/31/2019 12X4215 1215207 09/30/2062 01995 6.710000000000 1,876,000.0000 31,469.90 12/31/2019 12X4215 1215207 09/30/2063 01995 6.710000000000 744,000.0000 12,480.60 12/31/2019 12X4215 1215207 09/30/2064 01995 6.710000000000 2,080,000.0000 34,892.00 12/31/2019 12X4215 1215207 09/30/2065 01995 6.710000000000 4,143,000.0000 69,498.82 12/31/2019 12X4215 1215207 09/30/2066 01995 6.710000000000 2,554,000.0000 42,843.35 12/31/2019 12X4215 1215207 09/30/2067 01995 6.710000000000 13,578,096.0000 227,772.56 12/31/2019 12X4215 1215207 09/30/2068 01995 6.710000000000 1,754,000.0000 29,423.35 12/31/2019 12X4215 1215207 09/30/2069 01995 6.710000000000 1,358,000.0000 22,780.45 12/31/2019 12X4215 1215207 09/30/2052 01996 6.460000000000 7,834,000.0000 126,519.10 12/31/2019 12X4215 1215207 09/30/2055 01996 6.460000000000 667,600.0000 10,781.74 12/31/2019 12X4215 1215207 09/30/2056 01996 6.460000000000 5,122,000.0000 82,720.30 12/31/2019 12X4215 1215207 09/30/2057 01996 6.460000000000 3,700,000.0000 59,755.00 12/31/2019 12X4215 1215207 09/30/2058 01996 6.460000000000 19,000.0000 306.85 12/31/2019 12X4215 1215207 09/30/2059 01996 6.460000000000 61,000.0000 985.15 12/31/2019 12X4215 1215207 09/30/2060 01996 6.460000000000 5,851,000.0000 94,493.65 12/31/2019 12X4215 1215207 09/30/2061 01996 6.460000000000 162,000.0000 2,616.30 12/31/2019 12X4215 1215207 09/30/2062 01996 6.460000000000 68,000.0000 1,098.20 12/31/2019 12X4215 1215207 09/30/2063 01996 6.460000000000 183,000.0000 2,955.45 12/31/2019 12X4215 1215207 09/30/2064 01996 6.460000000000 2,577,000.0000 41,618.55 12/31/2019 12X4215 1215207 09/30/2065 01996 6.460000000000 8,328,000.0000 134,497.20 12/31/2019 12X4215 1215207 09/30/2066 01996 6.460000000000 13,735,000.0000 221,820.25 12/31/2019 12X4215 1215207 09/30/2067 01996 6.460000000000 2,279,050.0000 36,806.66 12/31/2019 12X4215 1215207 09/30/2068 01996 6.460000000000 3,437,000.0000 55,507.55 12/31/2019 12X4215 1215207 09/30/2069 01996 6.460000000000 3,871,000.0000 62,516.65 12/31/2019 12X4215 1215207 09/30/2048 01997 5.950000000000 145,000.0000 2,156.87 12/31/2019 12X4215 1215207 09/30/2049 01997 5.950000000000 17,000,000.0000 252,875.00 12/31/2019 12X4215 1215207 09/30/2050 01997 5.950000000000 1,000,000.0000 14,875.00 12/31/2019 12X4215 1215207 09/30/2051 01997 5.950000000000 1,000,000.0000 14,875.00 12/31/2019 12X4215 1215207 09/30/2052 01997 5.950000000000 14,000,000.0000 208,250.00 12/31/2019 12X4215 1215207 09/30/2055 01997 5.950000000000 1,557,500.0000 23,167.81 12/31/2019 12X4215 1215207 09/30/2056 01997 5.950000000000 5,215,000.0000 77,573.12 12/31/2019 12X4215 1215207 09/30/2057 01997 5.950000000000 3,600,000.0000 53,550.00 12/31/2019 12X4215 1215207 09/30/2058 01997 5.950000000000 437,000.0000 6,500.37 12/31/2019 12X4215 1215207 09/30/2059 01997 5.950000000000 606,000.0000 9,014.25 12/31/2019 12X4215 1215207 09/30/2061 01997 5.950000000000 348,000.0000 5,176.50 12/31/2019 12X4215 1215207 09/30/2062 01997 5.950000000000 963,000.0000 14,324.62 12/31/2019 12X4215 1215207 09/30/2063 01997 5.950000000000 1,311,000.0000 19,501.12 12/31/2019 12X4215 1215207 09/30/2064 01997 5.950000000000 2,136,000.0000 31,773.00 12/31/2019 12X4215 1215207 09/30/2065 01997 5.950000000000 4,112,000.0000 61,166.00 12/31/2019 12X4215 1215207 09/30/2066 01997 5.950000000000 1,250,000.0000 18,593.75 12/31/2019 12X4215 1215207 09/30/2067 01997 5.950000000000 1,681,000.0000 25,004.87 12/31/2019 12X4215 1215207 09/30/2068 01997 5.950000000000 834,000.0000 12,405.75 12/31/2019 12X4215 1215207 09/30/2069 01997 5.950000000000 1,684,000.0000 25,049.50 12/31/2019 12X4215 1215207 09/30/2049 01998 5.950000000000 18,142,000.0000 269,862.25 12/31/2019 12X4215 1215207 09/30/2050 01998 5.950000000000 19,000,000.0000 282,625.00 12/31/2019 12X4215 1215207 09/30/2051 01998 5.950000000000 3,000,000.0000 44,625.00 12/31/2019 12X4215 1215207 09/30/2052 01998 5.950000000000 6,000,000.0000 89,250.00 12/31/2019 12X4215 1215207 09/30/2053 01998 5.950000000000 13,000,000.0000 193,375.00 12/31/2019 12X4215 1215207 09/30/2055 01998 5.950000000000 2,342,000.0000 34,837.25 12/31/2019 12X4215 1215207 09/30/2056 01998 5.950000000000 591,000.0000 8,791.12 12/31/2019 12X4215 1215207 09/30/2057 01998 5.950000000000 4,500,000.0000 66,937.50 12/31/2019 12X4215 1215207 09/30/2058 01998 5.950000000000 413,000.0000 6,143.37 12/31/2019 12X4215 1215207 09/30/2059 01998 5.950000000000 1,250,000.0000 18,593.75 12/31/2019 12X4215 1215207 09/30/2060 01998 5.950000000000 5,923,000.0000 88,104.62 12/31/2019 12X4215 1215207 09/30/2061 01998 5.950000000000 949,000.0000 14,116.37 12/31/2019 12X4215 1215207 09/30/2062 01998 5.950000000000 2,352,000.0000 34,986.00 12/31/2019 12X4215 1215207 09/30/2063 01998 5.950000000000 1,527,000.0000 22,714.12 12/31/2019 12X4215 1215207 09/30/2064 01998 5.950000000000 100,000.0000 1,487.50 12/31/2019 12X4215 1215207 09/30/2065 01998 5.950000000000 4,795,000.0000 71,325.62 12/31/2019 12X4215 1215207 09/30/2066 01998 5.950000000000 1,881,000.0000 27,979.87 12/31/2019 12X4215 1215207 09/30/2067 01998 5.950000000000 1,031,000.0000 15,336.12 12/31/2019 12X4215 1215207 09/30/2068 01998 5.950000000000 3,601,000.0000 53,564.87 12/31/2019 12X4215 1215207 09/30/2069 01998 5.950000000000 5,443,000.0000 80,964.62 12/31/2019 12X4215 1215207 09/30/2050 01999 5.840000000000 15,239,000.0000 222,489.40 12/31/2019 12X4215 1215207 09/30/2051 01999 5.840000000000 13,000,000.0000 189,800.00 12/31/2019 12X4215 1215207 09/30/2052 01999 5.840000000000 8,000,000.0000 116,800.00 12/31/2019 12X4215 1215207 09/30/2053 01999 5.840000000000 3,511,000.0000 51,260.60 12/31/2019 12X4215 1215207 09/30/2055 01999 5.840000000000 2,898,200.0000 42,313.72 12/31/2019 12X4215 1215207 09/30/2056 01999 5.840000000000 1,455,000.0000 21,243.00 12/31/2019 12X4215 1215207 09/30/2057 01999 5.840000000000 4,023,000.0000 58,735.80 12/31/2019 12X4215 1215207 09/30/2058 01999 5.840000000000 1,546,000.0000 22,571.60 12/31/2019 12X4215 1215207 09/30/2059 01999 5.840000000000 2,154,000.0000 31,448.40 12/31/2019 12X4215 1215207 09/30/2060 01999 5.840000000000 1,429,000.0000 20,863.40 12/31/2019 12X4215 1215207 09/30/2061 01999 5.840000000000 921,000.0000 13,446.60 12/31/2019 12X4215 1215207 09/30/2062 01999 5.840000000000 1,274,000.0000 18,600.40 12/31/2019 12X4215 1215207 09/30/2063 01999 5.840000000000 645,000.0000 9,417.00 12/31/2019 12X4215 1215207 09/30/2064 01999 5.840000000000 25,000.0000 365.00 12/31/2019 12X4215 1215207 09/30/2065 01999 5.840000000000 1,508,000.0000 22,016.80 12/31/2019 12X4215 1215207 09/30/2066 01999 5.840000000000 581,000.0000 8,482.60 12/31/2019 12X4215 1215207 09/30/2067 01999 5.840000000000 2,358,000.0000 34,426.80 12/31/2019 12X4215 1215207 09/30/2068 01999 5.840000000000 4,719,000.0000 68,897.40 12/31/2019 12X4215 1215207 09/30/2069 01999 5.840000000000 2,892,000.0000 42,223.20 12/31/2019 12X4215 1215207 09/30/2051 02000 5.650000000000 8,351,508.0000 117,965.05 12/31/2019 12X4215 1215207 09/30/2052 02000 5.650000000000 24,000,000.0000 339,000.00 12/31/2019 12X4215 1215207 09/30/2053 02000 5.650000000000 9,000,000.0000 127,125.00 12/31/2019 12X4215 1215207 09/30/2055 02000 5.650000000000 1,420,000.0000 20,057.50 12/31/2019 12X4215 1215207 09/30/2056 02000 5.650000000000 2,754,000.0000 38,900.25 12/31/2019 12X4215 1215207 09/30/2057 02000 5.650000000000 3,447,000.0000 48,688.87 12/31/2019 12X4215 1215207 09/30/2058 02000 5.650000000000 1,053,000.0000 14,873.62 12/31/2019 12X4215 1215207 09/30/2059 02000 5.650000000000 4,950,000.0000 69,918.75 12/31/2019 12X4215 1215207 09/30/2060 02000 5.650000000000 1,021,000.0000 14,421.62 12/31/2019 12X4215 1215207 09/30/2061 02000 5.650000000000 1,174,000.0000 16,582.75 12/31/2019 12X4215 1215207 09/30/2062 02000 5.650000000000 1,953,000.0000 27,586.12 12/31/2019 12X4215 1215207 09/30/2063 02000 5.650000000000 1,559,000.0000 22,020.87 12/31/2019 12X4215 1215207 09/30/2064 02000 5.650000000000 12,000.0000 169.50 12/31/2019 12X4215 1215207 09/30/2065 02000 5.650000000000 3,276,000.0000 46,273.50 12/31/2019 12X4215 1215207 09/30/2066 02000 5.650000000000 531,000.0000 7,500.37 12/31/2019 12X4215 1215207 09/30/2067 02000 5.650000000000 1,060,000.0000 14,972.50 12/31/2019 12X4215 1215207 09/30/2068 02000 5.650000000000 1,613,000.0000 22,783.62 12/31/2019 12X4215 1215207 09/30/2069 02000 5.650000000000 2,008,000.0000 28,363.00 12/31/2019 12X4215 1215207 09/30/2052 02001 5.350000000000 10,024,000.0000 134,071.00 12/31/2019 12X4215 1215207 09/30/2053 02001 5.350000000000 27,300,000.0000 365,137.50 12/31/2019 12X4215 1215207 09/30/2055 02001 5.350000000000 5,969,000.0000 79,835.37 12/31/2019 12X4215 1215207 09/30/2056 02001 5.350000000000 2,953,000.0000 39,496.37 12/31/2019 12X4215 1215207 09/30/2057 02001 5.350000000000 2,629,500.0000 35,169.56 12/31/2019 12X4215 1215207 09/30/2058 02001 5.350000000000 6,917,000.0000 92,514.87 12/31/2019 12X4215 1215207 09/30/2059 02001 5.350000000000 1,781,000.0000 23,820.87 12/31/2019 12X4215 1215207 09/30/2060 02001 5.350000000000 2,187,000.0000 29,251.12 12/31/2019 12X4215 1215207 09/30/2061 02001 5.350000000000 1,770,000.0000 23,673.75 12/31/2019 12X4215 1215207 09/30/2062 02001 5.350000000000 854,000.0000 11,422.25 12/31/2019 12X4215 1215207 09/30/2063 02001 5.350000000000 1,776,000.0000 23,754.00 12/31/2019 12X4215 1215207 09/30/2064 02001 5.350000000000 4,000.0000 53.50 12/31/2019 12X4215 1215207 09/30/2065 02001 5.350000000000 1,913,000.0000 25,586.37 12/31/2019 12X4215 1215207 09/30/2066 02001 5.350000000000 705,000.0000 9,429.37 12/31/2019 12X4215 1215207 09/30/2067 02001 5.350000000000 1,086,000.0000 14,525.25 12/31/2019 12X4215 1215207 09/30/2068 02001 5.350000000000 2,319,000.0000 31,016.62 12/31/2019 12X4215 1215207 09/30/2069 02001 5.350000000000 1,396,000.0000 18,671.50 12/31/2019 12X4215 1215207 09/30/2053 02002 5.060000000000 25,724,986.0000 325,421.07 12/31/2019 12X4215 1215207 09/30/2055 02002 5.060000000000 12,000,000.0000 151,800.00 12/31/2019 12X4215 1215207 09/30/2056 02002 5.060000000000 4,665,000.0000 59,012.25 12/31/2019 12X4215 1215207 09/30/2057 02002 5.060000000000 6,254,000.0000 79,113.10 12/31/2019 12X4215 1215207 09/30/2058 02002 5.060000000000 4,791,000.0000 60,606.15 12/31/2019 12X4215 1215207 09/30/2059 02002 5.060000000000 826,000.0000 10,448.90 12/31/2019 12X4215 1215207 09/30/2060 02002 5.060000000000 5,139,000.0000 65,008.35 12/31/2019 12X4215 1215207 09/30/2061 02002 5.060000000000 2,095,000.0000 26,501.75 12/31/2019 12X4215 1215207 09/30/2062 02002 5.060000000000 1,438,000.0000 18,190.70 12/31/2019 12X4215 1215207 09/30/2063 02002 5.060000000000 397,000.0000 5,022.05 12/31/2019 12X4215 1215207 09/30/2064 02002 5.060000000000 3,890,000.0000 49,208.50 12/31/2019 12X4215 1215207 09/30/2065 02002 5.060000000000 3,531,000.0000 44,667.15 12/31/2019 12X4215 1215207 09/30/2066 02002 5.060000000000 1,850,000.0000 23,402.50 12/31/2019 12X4215 1215207 09/30/2067 02002 5.060000000000 1,262,000.0000 15,964.30 12/31/2019 12X4215 1215207 09/30/2068 02002 5.060000000000 619,000.0000 7,830.35 12/31/2019 12X4215 1215207 09/30/2069 02002 5.060000000000 2,653,000.0000 33,560.45 12/31/2019 12X4215 1215207 09/30/2053 02003 4.910000000000 11,552,000.0000 141,800.80 12/31/2019 12X4215 1215207 09/30/2055 02003 4.910000000000 17,800,000.0000 218,495.00 12/31/2019 12X4215 1215207 09/30/2056 02003 4.910000000000 9,498,000.0000 116,587.95 12/31/2019 12X4215 1215207 09/30/2057 02003 4.910000000000 3,626,000.0000 44,509.15 12/31/2019 12X4215 1215207 09/30/2058 02003 4.910000000000 3,228,000.0000 39,623.70 12/31/2019 12X4215 1215207 09/30/2059 02003 4.910000000000 7,756,000.0000 95,204.90 12/31/2019 12X4215 1215207 09/30/2060 02003 4.910000000000 7,108,000.0000 87,250.70 12/31/2019 12X4215 1215207 09/30/2061 02003 4.910000000000 603,000.0000 7,401.82 12/31/2019 12X4215 1215207 09/30/2062 02003 4.910000000000 1,327,000.0000 16,288.92 12/31/2019 12X4215 1215207 09/30/2063 02003 4.910000000000 1,704,000.0000 20,916.60 12/31/2019 12X4215 1215207 09/30/2065 02003 4.910000000000 1,768,000.0000 21,702.20 12/31/2019 12X4215 1215207 09/30/2066 02003 4.910000000000 268,000.0000 3,289.70 12/31/2019 12X4215 1215207 09/30/2067 02003 4.910000000000 2,372,000.0000 29,116.30 12/31/2019 12X4215 1215207 09/30/2068 02003 4.910000000000 72,000.0000 883.80 12/31/2019 12X4215 1215207 09/30/2069 02003 4.910000000000 390,000.0000 4,787.25 12/31/2019 12X4215 1215207 09/30/2055 02004 4.830000000000 5,612,000.0000 67,764.90 12/31/2019 12X4215 1215207 09/30/2056 02004 4.830000000000 16,995,000.0000 205,214.62 12/31/2019 12X4215 1215207 09/30/2057 02004 4.830000000000 15,297,000.0000 184,711.27 12/31/2019 12X4215 1215207 09/30/2058 02004 4.830000000000 3,794,000.0000 45,812.55 12/31/2019 12X4215 1215207 09/30/2059 02004 4.830000000000 6,631,111.0000 80,070.67 12/31/2019 12X4215 1215207 09/30/2060 02004 4.830000000000 2,760,000.0000 33,327.00 12/31/2019 12X4215 1215207 09/30/2061 02004 4.830000000000 1,566,000.0000 18,909.45 12/31/2019 12X4215 1215207 09/30/2062 02004 4.830000000000 5,652,000.0000 68,247.90 12/31/2019 12X4215 1215207 09/30/2063 02004 4.830000000000 4,041,000.0000 48,795.07 12/31/2019 12X4215 1215207 09/30/2064 02004 4.830000000000 3,489,000.0000 42,129.67 12/31/2019 12X4215 1215207 09/30/2065 02004 4.830000000000 1,605,000.0000 19,380.37 12/31/2019 12X4215 1215207 09/30/2066 02004 4.830000000000 3,000.0000 36.23 12/31/2019 12X4215 1215207 09/30/2067 02004 4.830000000000 71,224.0000 860.03 12/31/2019 12X4215 1215207 09/30/2068 02004 4.830000000000 1,121,000.0000 13,536.07 12/31/2019 12X4215 1215207 09/30/2069 02004 4.830000000000 477,000.0000 5,759.77 12/31/2019 12X4215 1215207 09/30/2056 02005 4.720000000000 6,277,000.0000 74,068.60 12/31/2019 12X4215 1215207 09/30/2057 02005 4.720000000000 14,206,000.0000 167,630.80 12/31/2019 12X4215 1215207 09/30/2058 02005 4.720000000000 13,856,000.0000 163,500.80 12/31/2019 12X4215 1215207 09/30/2059 02005 4.720000000000 6,914,000.0000 81,585.20 12/31/2019 12X4215 1215207 09/30/2060 02005 4.720000000000 3,158,000.0000 37,264.40 12/31/2019 12X4215 1215207 09/30/2061 02005 4.720000000000 1,067,000.0000 12,590.60 12/31/2019 12X4215 1215207 09/30/2062 02005 4.720000000000 3,160,000.0000 37,288.00 12/31/2019 12X4215 1215207 09/30/2063 02005 4.720000000000 4,118,000.0000 48,592.40 12/31/2019 12X4215 1215207 09/30/2064 02005 4.720000000000 721,000.0000 8,507.80 12/31/2019 12X4215 1215207 09/30/2065 02005 4.720000000000 1,585,000.0000 18,703.00 12/31/2019 12X4215 1215207 09/30/2067 02005 4.720000000000 83,427.0000 984.44 12/31/2019 12X4215 1215207 09/30/2068 02005 4.720000000000 700,000.0000 8,260.00 12/31/2019 12X4215 1215207 09/30/2069 02005 4.720000000000 399,000.0000 4,708.20 12/31/2019 12X4215 1215207 09/30/2057 02006 4.480000000000 1,185,800.0000 13,280.96 12/31/2019 12X4215 1215207 09/30/2058 02006 4.480000000000 13,388,000.0000 149,945.60 12/31/2019 12X4215 1215207 09/30/2059 02006 4.480000000000 13,287,681.0000 148,822.03 12/31/2019 12X4215 1215207 09/30/2060 02006 4.480000000000 8,638,000.0000 96,745.60 12/31/2019 12X4215 1215207 09/30/2061 02006 4.480000000000 11,126,000.0000 124,611.20 12/31/2019 12X4215 1215207 09/30/2062 02006 4.480000000000 2,641,000.0000 29,579.20 12/31/2019 12X4215 1215207 09/30/2063 02006 4.480000000000 2,994,000.0000 33,532.80 12/31/2019 12X4215 1215207 09/30/2064 02006 4.480000000000 1,535,000.0000 17,192.00 12/31/2019 12X4215 1215207 09/30/2065 02006 4.480000000000 1,225,000.0000 13,720.00 12/31/2019 12X4215 1215207 09/30/2066 02006 4.480000000000 147,000.0000 1,646.40 12/31/2019 12X4215 1215207 09/30/2067 02006 4.480000000000 250,000.0000 2,800.00 12/31/2019 12X4215 1215207 09/30/2068 02006 4.480000000000 925,000.0000 10,360.00 12/31/2019 12X4215 1215207 09/30/2069 02006 4.480000000000 589,000.0000 6,596.80 12/31/2019 12X4215 1215207 09/30/2070 02006 4.480000000000 141,000.0000 1,579.20 12/31/2019 12X4215 1215207 09/30/2058 02007 4.210000000000 6,615,000.0000 69,622.87 12/31/2019 12X4215 1215207 09/30/2059 02007 4.210000000000 21,033,000.0000 221,372.32 12/31/2019 12X4215 1215207 09/30/2060 02007 4.210000000000 10,666,000.0000 112,259.65 12/31/2019 12X4215 1215207 09/30/2061 02007 4.210000000000 7,603,000.0000 80,021.57 12/31/2019 12X4215 1215207 09/30/2062 02007 4.210000000000 3,225,000.0000 33,943.12 12/31/2019 12X4215 1215207 09/30/2063 02007 4.210000000000 5,627,000.0000 59,224.17 12/31/2019 12X4215 1215207 09/30/2064 02007 4.210000000000 604,000.0000 6,357.10 12/31/2019 12X4215 1215207 09/30/2065 02007 4.210000000000 1,281,000.0000 13,482.52 12/31/2019 12X4215 1215207 09/30/2066 02007 4.210000000000 88,000.0000 926.20 12/31/2019 12X4215 1215207 09/30/2067 02007 4.210000000000 1,730,000.0000 18,208.25 12/31/2019 12X4215 1215207 09/30/2068 02007 4.210000000000 71,000.0000 747.27 12/31/2019 12X4215 1215207 09/30/2069 02007 4.210000000000 924,000.0000 9,725.10 12/31/2019 12X4215 1215207 09/30/2059 02008 3.980000000000 4,507,972.0000 44,854.32 12/31/2019 12X4215 1215207 09/30/2060 02008 3.980000000000 13,486,000.0000 134,185.70 12/31/2019 12X4215 1215207 09/30/2061 02008 3.980000000000 7,145,000.0000 71,092.75 12/31/2019 12X4215 1215207 09/30/2062 02008 3.980000000000 5,991,000.0000 59,610.45 12/31/2019 12X4215 1215207 09/30/2063 02008 3.980000000000 5,269,000.0000 52,426.55 12/31/2019 12X4215 1215207 09/30/2064 02008 3.980000000000 1,774,000.0000 17,651.30 12/31/2019 12X4215 1215207 09/30/2065 02008 3.980000000000 2,638,000.0000 26,248.10 12/31/2019 12X4215 1215207 09/30/2066 02008 3.980000000000 1,440,000.0000 14,328.00 12/31/2019 12X4215 1215207 09/30/2067 02008 3.980000000000 1,306,000.0000 12,994.70 12/31/2019 12X4215 1215207 09/30/2068 02008 3.980000000000 103,000.0000 1,024.85 12/31/2019 12X4215 1215207 09/30/2061 02009 3.780000000000 5,807,000.0000 54,876.15 12/31/2019 12X4215 1215207 09/30/2062 02009 3.780000000000 6,846,000.0000 64,694.70 12/31/2019 12X4215 1215207 09/30/2063 02009 3.780000000000 20,937,000.0000 197,854.65 12/31/2019 12X4215 1215207 09/30/2064 02009 3.780000000000 6,598,000.0000 62,351.10 12/31/2019 12X4215 1215207 09/30/2065 02009 3.780000000000 1,074,000.0000 10,149.30 12/31/2019 12X4215 1215207 09/30/2067 02009 3.780000000000 52,000.0000 491.40 12/31/2019 12X4215 1215207 09/30/2068 02009 3.780000000000 289,000.0000 2,731.05 12/31/2019 12X4215 1215207 09/30/2061 02010 3.550000000000 2,228,950.0000 19,781.93 12/31/2019 12X4215 1215207 09/30/2062 02010 3.550000000000 12,376,000.0000 109,837.00 12/31/2019 12X4215 1215207 09/30/2063 02010 3.550000000000 20,200,000.0000 179,275.00 12/31/2019 12X4215 1215207 09/30/2064 02010 3.550000000000 4,227,000.0000 37,514.62 12/31/2019 12X4215 1215207 09/30/2065 02010 3.550000000000 805,000.0000 7,144.37 12/31/2019 12X4215 1215207 09/30/2066 02010 3.550000000000 883,000.0000 7,836.62 12/31/2019 12X4215 1215207 09/30/2067 02010 3.550000000000 20,000.0000 177.50 12/31/2019 12X4215 1215207 09/30/2069 02010 3.550000000000 48,000.0000 426.00 12/31/2019 12X4215 1215207 09/30/2063 02011 3.150000000000 2,143,000.0000 16,876.13 12/31/2019 12X4215 1215207 09/30/2064 02011 3.150000000000 6,293,000.0000 49,557.38 12/31/2019 12X4215 1215207 09/30/2065 02011 3.150000000000 10,878,000.0000 85,664.25 12/31/2019 12X4215 1215207 09/30/2066 02011 3.150000000000 23,582,000.0000 185,708.25 12/31/2019 12X4215 1215207 09/30/2067 02011 3.150000000000 730,000.0000 5,748.75 12/31/2019 12X4215 1215207 09/30/2068 02011 3.150000000000 404,000.0000 3,181.50 12/31/2019 12X4215 1215207 09/30/2069 02011 3.150000000000 83,000.0000 653.63 12/31/2019 12X4215 1215207 09/30/2063 02012 3.090000000000 3,322,000.0000 25,662.45 12/31/2019 12X4215 1215207 09/30/2064 02012 3.090000000000 9,440,000.0000 72,924.00 12/31/2019 12X4215 1215207 09/30/2065 02012 3.090000000000 12,585,000.0000 97,219.12 12/31/2019 12X4215 1215207 09/30/2066 02012 3.090000000000 18,556,000.0000 143,345.10 12/31/2019 12X4215 1215207 09/30/2067 02012 3.090000000000 970,000.0000 7,493.25 12/31/2019 12X4215 1215207 09/30/2068 02012 3.090000000000 906,000.0000 6,998.85 12/31/2019 12X4215 1215207 09/30/2069 02012 3.090000000000 80,000.0000 618.00 12/31/2019 12X4215 1215207 09/30/2064 02013 3.086321000000 4,255,000.0000 32,830.74 12/31/2019 12X4215 1215207 09/30/2065 02013 3.086321000000 9,003,000.0000 69,465.37 12/31/2019 12X4215 1215207 09/30/2066 02013 3.086321000000 3,515,000.0000 27,121.05 12/31/2019 12X4215 1215207 09/30/2067 02013 3.086321000000 1,015,000.0000 7,831.54 12/31/2019 12X4215 1215207 09/30/2068 02013 3.086321000000 4,161,000.0000 32,105.45 12/31/2019 12X4215 1215207 09/30/2065 02014 2.768100000000 8,421,000.0000 58,275.43 12/31/2019 12X4215 1215207 09/30/2066 02014 2.768100000000 6,906,000.0000 47,791.25 12/31/2019 12X4215 1215207 09/30/2067 02014 2.768100000000 2,826,000.0000 19,556.63 12/31/2019 12X4215 1215207 09/30/2068 02014 2.768100000000 544,000.0000 3,764.62 12/31/2019 12X4215 1215207 09/30/2069 02014 2.768100000000 455,000.0000 3,148.71 12/31/2019 12X4215 1215207 09/30/2066 02015 3.970000000000 9,134,000.0000 90,654.95 12/31/2019 12X4215 1215207 09/30/2067 02015 3.970000000000 5,187,000.0000 51,480.97 12/31/2019 12X4215 1215207 09/30/2068 02015 3.970000000000 1,633,000.0000 16,207.52 12/31/2019 12X4215 1215207 09/30/2069 02015 3.970000000000 362,000.0000 3,592.85 12/31/2019 12X4215 1215207 09/30/2067 02016 3.452900000000 9,023,000.0000 77,888.79 12/31/2019 12X4215 1215207 09/30/2068 02016 3.452900000000 7,044,000.0000 60,805.57 12/31/2019 12X4215 1215207 09/30/2069 02016 3.452900000000 3,935,000.0000 33,967.90 12/31/2019 12X4215 1215207 09/30/2070 02016 3.452900000000 505,000.0000 4,359.29 12/31/2019 12X4215 1215207 09/30/2067 02017 3.574100000000 2,664,672.0000 23,809.51 12/31/2019 12X4215 1215207 09/30/2068 02017 3.574100000000 7,002,000.0000 62,564.62 12/31/2019 12X4215 1215207 09/30/2069 02017 3.574100000000 10,172,000.0000 90,889.36 12/31/2019 12X4215 1215207 09/30/2070 02017 3.574100000000 466,000.0000 4,163.83 12/31/2019 12X4215 1215207 09/30/2068 02018 3.281700000000 164,000.0000 1,345.50 12/31/2019 12X4215 1215207 09/30/2069 02018 3.281700000000 13,338,000.0000 109,428.29 12/31/2019 12X4215 1215207 09/30/2070 02018 3.281700000000 2,194,000.0000 18,000.12 12/31/2019 12X4215 1215207 09/30/2069 02019 3.024737000000 4,233,000.0000 32,009.28 12/31/2019 12X4215 1215207 09/30/2070 02019 3.024737000000 3,073,000.0000 23,237.54 12/31/2019 ------------------------ ---------------------- 1,787,644,222.0000 24,604,998.32 208 SUB-COHORT 12X4215 1215208 09/30/2020 02007 1.370000000000 8,500.0000 29.11 12/31/2019 12X4215 1215208 09/30/2021 02007 1.370000000000 9,000.0000 30.83 12/31/2019 12X4215 1215208 09/30/2022 02007 1.370000000000 9,000.0000 30.83 12/31/2019 12X4215 1215208 09/30/2022 02009 2.041048000000 86,000.0000 438.83 12/31/2019 12X4215 1215208 09/30/2021 02015 1.206900000000 20,000.0000 60.35 12/31/2019 12X4215 1215208 09/30/2022 02015 1.206900000000 6,000.0000 18.10 12/31/2019 12X4215 1215208 09/30/2021 02016 1.931900000000 3,172,000.0000 15,319.97 12/31/2019 12X4215 1215208 09/30/2022 02016 1.931900000000 907,000.0000 4,380.58 12/31/2019 12X4215 1215208 09/30/2023 02016 1.931900000000 344,000.0000 1,661.43 12/31/2019 ------------------------ ---------------------- 4,561,500.0000 21,970.03 209 SUB-COHORT 12X4215 1215209 09/30/2060 01992 7.310000000000 334,000.0000 6,103.85 12/31/2019 12X4215 1215209 09/30/2061 01992 7.310000000000 69,000.0000 1,260.97 12/31/2019 12X4215 1215209 09/30/2063 01992 7.310000000000 4,000.0000 73.10 12/31/2019 12X4215 1215209 09/30/2064 01992 7.310000000000 3,000.0000 54.83 12/31/2019 12X4215 1215209 09/30/2066 01992 7.310000000000 79,000.0000 1,443.72 12/31/2019 12X4215 1215209 09/30/2068 01992 7.310000000000 12,000.0000 219.30 12/31/2019 12X4215 1215209 09/30/2069 01992 7.310000000000 18,000.0000 328.95 12/31/2019 12X4215 1215209 09/30/2057 01993 6.710000000000 386,000.0000 6,475.15 12/31/2019 12X4215 1215209 09/30/2064 01993 6.710000000000 1,000.0000 16.78 12/31/2019 12X4215 1215209 09/30/2067 01993 6.710000000000 10,700.0000 179.49 12/31/2019 12X4215 1215209 09/30/2069 01993 6.710000000000 1,047,000.0000 17,563.42 12/31/2019 12X4215 1215209 09/30/2057 01994 6.770000000000 1,658,000.0000 28,061.65 12/31/2019 12X4215 1215209 09/30/2060 01994 6.770000000000 165,000.0000 2,792.62 12/31/2019 12X4215 1215209 09/30/2061 01994 6.770000000000 24,000.0000 406.20 12/31/2019 12X4215 1215209 09/30/2063 01994 6.770000000000 1,000.0000 16.93 12/31/2019 12X4215 1215209 09/30/2068 01994 6.770000000000 6,000.0000 101.55 12/31/2019 12X4215 1215209 09/30/2069 01994 6.770000000000 18,000.0000 304.65 12/31/2019 12X4215 1215209 09/30/2060 01997 6.890000000000 999,200.0000 17,211.22 12/31/2019 12X4215 1215209 09/30/2061 01997 6.890000000000 99,000.0000 1,705.27 12/31/2019 12X4215 1215209 09/30/2062 01997 6.890000000000 44,000.0000 757.90 12/31/2019 12X4215 1215209 09/30/2063 01997 6.890000000000 2,000.0000 34.45 12/31/2019 12X4215 1215209 09/30/2064 01997 6.890000000000 1,000.0000 17.23 12/31/2019 12X4215 1215209 09/30/2067 01997 6.890000000000 57,800.0000 995.60 12/31/2019 12X4215 1215209 09/30/2068 01997 6.890000000000 19,000.0000 327.28 12/31/2019 12X4215 1215209 09/30/2069 01997 6.890000000000 10,000.0000 172.25 12/31/2019 12X4215 1215209 09/30/2059 01998 5.980000000000 157,900.0000 2,360.60 12/31/2019 12X4215 1215209 09/30/2060 01998 5.980000000000 110,800.0000 1,656.46 12/31/2019 12X4215 1215209 09/30/2061 01998 5.980000000000 10,000.0000 149.50 12/31/2019 12X4215 1215209 09/30/2062 01998 5.980000000000 26,000.0000 388.70 12/31/2019 12X4215 1215209 09/30/2066 01998 5.980000000000 3,100.0000 46.34 12/31/2019 12X4215 1215209 09/30/2067 01998 5.980000000000 16,200.0000 242.19 12/31/2019 12X4215 1215209 09/30/2068 01998 5.980000000000 18,000.0000 269.10 12/31/2019 12X4215 1215209 09/30/2059 01999 5.810000000000 7,600.0000 110.39 12/31/2019 12X4215 1215209 09/30/2060 01999 5.810000000000 1,925,900.0000 27,973.70 12/31/2019 12X4215 1215209 09/30/2061 01999 5.810000000000 11,000.0000 159.78 12/31/2019 12X4215 1215209 09/30/2063 01999 5.810000000000 1,000.0000 14.53 12/31/2019 12X4215 1215209 09/30/2067 01999 5.810000000000 14,500.0000 210.61 12/31/2019 12X4215 1215209 09/30/2060 02000 6.360000000000 321,000.0000 5,103.90 12/31/2019 12X4215 1215209 09/30/2060 02001 5.670000000000 502,700.0000 7,125.77 12/31/2019 12X4215 1215209 09/30/2063 02001 5.670000000000 1,000.0000 14.18 12/31/2019 12X4215 1215209 09/30/2064 02001 5.670000000000 2,000.0000 28.35 12/31/2019 12X4215 1215209 09/30/2067 02001 5.670000000000 9,300.0000 131.83 12/31/2019 12X4215 1215209 09/30/2068 02001 5.670000000000 119,000.0000 1,686.83 12/31/2019 12X4215 1215209 09/30/2069 02001 5.670000000000 146,000.0000 2,069.55 12/31/2019 12X4215 1215209 09/30/2052 02002 5.600000000000 550,500.0000 7,707.00 12/31/2019 12X4215 1215209 09/30/2056 02002 5.600000000000 5,000.0000 70.00 12/31/2019 12X4215 1215209 09/30/2060 02002 5.600000000000 410,000.0000 5,740.00 12/31/2019 12X4215 1215209 09/30/2061 02002 5.600000000000 9,000.0000 126.00 12/31/2019 12X4215 1215209 09/30/2063 02002 5.600000000000 1,000.0000 14.00 12/31/2019 12X4215 1215209 09/30/2064 02002 5.600000000000 2,000.0000 28.00 12/31/2019 12X4215 1215209 09/30/2065 02002 5.600000000000 2,000.0000 28.00 12/31/2019 12X4215 1215209 09/30/2067 02002 5.600000000000 30,500.0000 427.00 12/31/2019 12X4215 1215209 09/30/2054 02003 4.900000000000 517,000.0000 6,333.25 12/31/2019 12X4215 1215209 09/30/2058 02003 4.900000000000 50,000.0000 612.50 12/31/2019 12X4215 1215209 09/30/2060 02003 4.900000000000 352,000.0000 4,312.00 12/31/2019 12X4215 1215209 09/30/2061 02003 4.900000000000 111,000.0000 1,359.75 12/31/2019 12X4215 1215209 09/30/2063 02003 4.900000000000 11,000.0000 134.75 12/31/2019 12X4215 1215209 09/30/2064 02003 4.900000000000 1,000.0000 12.25 12/31/2019 12X4215 1215209 09/30/2067 02003 4.900000000000 11,300.0000 138.43 12/31/2019 12X4215 1215209 09/30/2069 02003 4.900000000000 8,000.0000 98.00 12/31/2019 12X4215 1215209 09/30/2054 02004 5.190000000000 128,500.0000 1,667.29 12/31/2019 12X4215 1215209 09/30/2056 02004 5.190000000000 10,000.0000 129.75 12/31/2019 12X4215 1215209 09/30/2060 02004 5.190000000000 90,000.0000 1,167.75 12/31/2019 12X4215 1215209 09/30/2069 02004 5.190000000000 2,000.0000 25.95 12/31/2019 12X4215 1215209 09/30/2055 02005 4.480000000000 456,000.0000 5,107.20 12/31/2019 12X4215 1215209 09/30/2056 02005 4.480000000000 177,000.0000 1,982.40 12/31/2019 12X4215 1215209 09/30/2060 02005 4.480000000000 39,000.0000 436.80 12/31/2019 12X4215 1215209 09/30/2069 02005 4.480000000000 3,000.0000 33.60 12/31/2019 12X4215 1215209 09/30/2057 02006 4.890000000000 384,000.0000 4,694.40 12/31/2019 12X4215 1215209 09/30/2059 02006 4.890000000000 114,000.0000 1,393.65 12/31/2019 12X4215 1215209 09/30/2060 02006 4.890000000000 14,000.0000 171.15 12/31/2019 12X4215 1215209 09/30/2062 02006 4.890000000000 30,000.0000 366.75 12/31/2019 12X4215 1215209 09/30/2064 02006 4.890000000000 2,000.0000 24.45 12/31/2019 12X4215 1215209 09/30/2057 02007 4.910000000000 566,000.0000 6,947.65 12/31/2019 12X4215 1215209 09/30/2059 02007 4.910000000000 66,000.0000 810.15 12/31/2019 12X4215 1215209 09/30/2060 02007 4.910000000000 36,000.0000 441.90 12/31/2019 12X4215 1215209 09/30/2061 02007 4.910000000000 5,000.0000 61.37 12/31/2019 12X4215 1215209 09/30/2063 02007 4.910000000000 1,000.0000 12.28 12/31/2019 12X4215 1215209 09/30/2064 02007 4.910000000000 1,000.0000 12.28 12/31/2019 12X4215 1215209 09/30/2069 02007 4.910000000000 2,000.0000 24.55 12/31/2019 12X4215 1215209 09/30/2058 02008 4.190000000000 349,000.0000 3,655.77 12/31/2019 12X4215 1215209 09/30/2059 02008 4.190000000000 39,000.0000 408.52 12/31/2019 12X4215 1215209 09/30/2060 02008 4.190000000000 20,000.0000 209.50 12/31/2019 12X4215 1215209 09/30/2063 02008 4.190000000000 1,000.0000 10.48 12/31/2019 12X4215 1215209 09/30/2068 02008 4.190000000000 94,000.0000 984.65 12/31/2019 12X4215 1215209 09/30/2069 02008 4.190000000000 1,000.0000 10.48 12/31/2019 12X4215 1215209 09/30/2059 02009 3.840000000000 812,000.0000 7,795.20 12/31/2019 12X4215 1215209 09/30/2060 02009 3.840000000000 105,000.0000 1,008.00 12/31/2019 12X4215 1215209 09/30/2064 02009 3.840000000000 1,000.0000 9.60 12/31/2019 12X4215 1215209 09/30/2066 02009 3.840000000000 7,000.0000 67.20 12/31/2019 12X4215 1215209 09/30/2067 02009 3.840000000000 7,700.0000 73.92 12/31/2019 12X4215 1215209 09/30/2068 02009 3.840000000000 11,000.0000 105.60 12/31/2019 12X4215 1215209 09/30/2060 02010 4.390000000000 660,000.0000 7,243.50 12/31/2019 12X4215 1215209 09/30/2067 02010 4.390000000000 9,900.0000 108.65 12/31/2019 12X4215 1215209 09/30/2069 02011 4.140000000000 75,000.0000 776.25 12/31/2019 ------------------------ ---------------------- 14,861,100.0000 211,486.24 212 SUB-COHORT 12X4215 1215212 09/30/2020 02001 5.370000000000 100,000.0000 1,342.50 12/31/2019 12X4215 1215212 09/30/2021 02001 5.370000000000 10,000.0000 134.25 12/31/2019 12X4215 1215212 09/30/2022 02001 5.370000000000 1,000.0000 13.43 12/31/2019 12X4215 1215212 09/30/2020 02002 5.290000000000 69,000.0000 912.52 12/31/2019 12X4215 1215212 09/30/2022 02002 5.290000000000 63,000.0000 833.18 12/31/2019 12X4215 1215212 09/30/2020 02003 4.250000000000 28,000.0000 297.50 12/31/2019 12X4215 1215212 09/30/2021 02003 4.250000000000 38,000.0000 403.75 12/31/2019 12X4215 1215212 09/30/2022 02003 4.250000000000 3,000.0000 31.88 12/31/2019 ------------------------ ---------------------- 312,000.0000 3,969.01 213 SUB-COHORT 12X4215 1215213 09/30/2052 02018 3.150000000000 366,000.0000 2,882.25 12/31/2019 ------------------------ ---------------------- 366,000.0000 2,882.25 ======================== ====================== 17,281,890,589.0000 170,122,871.22 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00