Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- 303 SUB-COHORT 12X4225 1225303 09/30/2045 01992 6.890000000000 582,000.0000 10,024.95 12/31/2019 12X4225 1225303 09/30/2046 01992 6.890000000000 700,000.0000 12,057.50 12/31/2019 12X4225 1225303 09/30/2047 01992 6.890000000000 2,400,000.0000 41,340.00 12/31/2019 12X4225 1225303 09/30/2048 01992 6.890000000000 525,000.0000 9,043.12 12/31/2019 12X4225 1225303 09/30/2052 01992 6.890000000000 580,000.0000 9,990.50 12/31/2019 12X4225 1225303 09/30/2053 01992 6.890000000000 6,000.0000 103.35 12/31/2019 12X4225 1225303 09/30/2054 01992 6.890000000000 5,000.0000 86.12 12/31/2019 12X4225 1225303 09/30/2057 01992 6.890000000000 9,000.0000 155.03 12/31/2019 12X4225 1225303 09/30/2058 01992 6.890000000000 48,000.0000 826.80 12/31/2019 12X4225 1225303 09/30/2047 01993 6.970000000000 1,232,000.0000 21,467.60 12/31/2019 12X4225 1225303 09/30/2048 01993 6.970000000000 1,020,000.0000 17,773.50 12/31/2019 12X4225 1225303 09/30/2052 01993 6.970000000000 311,000.0000 5,419.17 12/31/2019 12X4225 1225303 09/30/2053 01993 6.970000000000 431,000.0000 7,510.17 12/31/2019 12X4225 1225303 09/30/2058 01993 6.970000000000 38,000.0000 662.15 12/31/2019 12X4225 1225303 09/30/2059 01993 6.970000000000 5,000.0000 87.13 12/31/2019 12X4225 1225303 09/30/2046 01994 6.970000000000 571,000.0000 9,949.67 12/31/2019 12X4225 1225303 09/30/2047 01994 6.970000000000 5,000,000.0000 87,125.00 12/31/2019 12X4225 1225303 09/30/2048 01994 6.970000000000 1,200,000.0000 20,910.00 12/31/2019 12X4225 1225303 09/30/2051 01994 6.970000000000 625,000.0000 10,890.62 12/31/2019 12X4225 1225303 09/30/2052 01994 6.970000000000 5,807,000.0000 101,186.97 12/31/2019 12X4225 1225303 09/30/2053 01994 6.970000000000 22,000.0000 383.35 12/31/2019 12X4225 1225303 09/30/2054 01994 6.970000000000 176,000.0000 3,066.80 12/31/2019 12X4225 1225303 09/30/2059 01994 6.970000000000 18,000.0000 313.65 12/31/2019 12X4225 1225303 09/30/2037 01995 6.610000000000 24,000.0000 396.60 12/31/2019 12X4225 1225303 09/30/2046 01995 6.610000000000 3,000.0000 49.57 12/31/2019 12X4225 1225303 09/30/2047 01995 6.610000000000 7,379,000.0000 121,937.97 12/31/2019 12X4225 1225303 09/30/2048 01995 6.610000000000 1,905,000.0000 31,480.12 12/31/2019 12X4225 1225303 09/30/2052 01995 6.610000000000 3,120,000.0000 51,558.00 12/31/2019 12X4225 1225303 09/30/2053 01995 6.610000000000 27,000.0000 446.18 12/31/2019 12X4225 1225303 09/30/2054 01995 6.610000000000 231,000.0000 3,817.27 12/31/2019 12X4225 1225303 09/30/2058 01995 6.610000000000 169,000.0000 2,792.73 12/31/2019 12X4225 1225303 09/30/2059 01995 6.610000000000 77,000.0000 1,272.42 12/31/2019 12X4225 1225303 09/30/2044 01996 6.370000000000 3,159,000.0000 50,307.07 12/31/2019 12X4225 1225303 09/30/2045 01996 6.370000000000 2,793,900.0000 44,492.86 12/31/2019 12X4225 1225303 09/30/2046 01996 6.370000000000 4,437,000.0000 70,659.22 12/31/2019 12X4225 1225303 09/30/2047 01996 6.370000000000 7,451,000.0000 118,657.17 12/31/2019 12X4225 1225303 09/30/2048 01996 6.370000000000 1,700,000.0000 27,072.50 12/31/2019 12X4225 1225303 09/30/2050 01996 6.370000000000 2,000,000.0000 31,850.00 12/31/2019 12X4225 1225303 09/30/2051 01996 6.370000000000 717,000.0000 11,418.22 12/31/2019 12X4225 1225303 09/30/2052 01996 6.370000000000 513,000.0000 8,169.52 12/31/2019 12X4225 1225303 09/30/2053 01996 6.370000000000 505,000.0000 8,042.12 12/31/2019 12X4225 1225303 09/30/2054 01996 6.370000000000 377,000.0000 6,003.72 12/31/2019 12X4225 1225303 09/30/2058 01996 6.370000000000 227,000.0000 3,614.97 12/31/2019 12X4225 1225303 09/30/2059 01996 6.370000000000 275,000.0000 4,379.37 12/31/2019 12X4225 1225303 09/30/2040 01997 6.010000000000 2,385,000.0000 35,834.62 12/31/2019 12X4225 1225303 09/30/2041 01997 6.010000000000 6,000,000.0000 90,150.00 12/31/2019 12X4225 1225303 09/30/2042 01997 6.010000000000 1,000,000.0000 15,025.00 12/31/2019 12X4225 1225303 09/30/2044 01997 6.010000000000 1,022,000.0000 15,355.55 12/31/2019 12X4225 1225303 09/30/2045 01997 6.010000000000 50,870.0000 764.32 12/31/2019 12X4225 1225303 09/30/2046 01997 6.010000000000 970,000.0000 14,574.25 12/31/2019 12X4225 1225303 09/30/2047 01997 6.010000000000 4,600,000.0000 69,115.00 12/31/2019 12X4225 1225303 09/30/2048 01997 6.010000000000 900,000.0000 13,522.50 12/31/2019 12X4225 1225303 09/30/2051 01997 6.010000000000 37,000.0000 555.92 12/31/2019 12X4225 1225303 09/30/2052 01997 6.010000000000 4,254,000.0000 63,916.35 12/31/2019 12X4225 1225303 09/30/2053 01997 6.010000000000 33,000.0000 495.83 12/31/2019 12X4225 1225303 09/30/2057 01997 6.010000000000 4,000.0000 60.10 12/31/2019 12X4225 1225303 09/30/2058 01997 6.010000000000 351,000.0000 5,273.77 12/31/2019 12X4225 1225303 09/30/2059 01997 6.010000000000 5,000.0000 75.12 12/31/2019 12X4225 1225303 09/30/2037 01998 5.970000000000 275,000.0000 4,104.37 12/31/2019 12X4225 1225303 09/30/2042 01998 5.970000000000 7,129,000.0000 106,400.32 12/31/2019 12X4225 1225303 09/30/2044 01998 5.970000000000 600,000.0000 8,955.00 12/31/2019 12X4225 1225303 09/30/2045 01998 5.970000000000 2,157,500.0000 32,200.69 12/31/2019 12X4225 1225303 09/30/2046 01998 5.970000000000 3,746,000.0000 55,909.05 12/31/2019 12X4225 1225303 09/30/2047 01998 5.970000000000 8,000,000.0000 119,400.00 12/31/2019 12X4225 1225303 09/30/2048 01998 5.970000000000 500,000.0000 7,462.50 12/31/2019 12X4225 1225303 09/30/2051 01998 5.970000000000 909,000.0000 13,566.82 12/31/2019 12X4225 1225303 09/30/2052 01998 5.970000000000 7,519,000.0000 112,221.07 12/31/2019 12X4225 1225303 09/30/2053 01998 5.970000000000 997,000.0000 14,880.22 12/31/2019 12X4225 1225303 09/30/2057 01998 5.970000000000 17,000.0000 253.73 12/31/2019 12X4225 1225303 09/30/2058 01998 5.970000000000 192,000.0000 2,865.60 12/31/2019 12X4225 1225303 09/30/2059 01998 5.970000000000 2,000.0000 29.85 12/31/2019 12X4225 1225303 09/30/2042 01999 5.890000000000 8,806,000.0000 129,668.35 12/31/2019 12X4225 1225303 09/30/2043 01999 5.890000000000 8,000,000.0000 117,800.00 12/31/2019 12X4225 1225303 09/30/2044 01999 5.890000000000 3,000,000.0000 44,175.00 12/31/2019 12X4225 1225303 09/30/2045 01999 5.890000000000 2,000,000.0000 29,450.00 12/31/2019 12X4225 1225303 09/30/2046 01999 5.890000000000 715,000.0000 10,528.37 12/31/2019 12X4225 1225303 09/30/2047 01999 5.890000000000 7,100,000.0000 104,547.50 12/31/2019 12X4225 1225303 09/30/2048 01999 5.890000000000 78,000.0000 1,148.55 12/31/2019 12X4225 1225303 09/30/2049 01999 5.890000000000 863,000.0000 12,707.67 12/31/2019 12X4225 1225303 09/30/2052 01999 5.890000000000 3,658,000.0000 53,864.05 12/31/2019 12X4225 1225303 09/30/2053 01999 5.890000000000 361,000.0000 5,315.72 12/31/2019 12X4225 1225303 09/30/2057 01999 5.890000000000 1,000.0000 14.72 12/31/2019 12X4225 1225303 09/30/2058 01999 5.890000000000 126,600.0000 1,864.19 12/31/2019 12X4225 1225303 09/30/2059 01999 5.890000000000 20,000.0000 294.50 12/31/2019 12X4225 1225303 09/30/2043 02000 5.660000000000 13,109,000.0000 185,492.35 12/31/2019 12X4225 1225303 09/30/2044 02000 5.660000000000 4,500,000.0000 63,675.00 12/31/2019 12X4225 1225303 09/30/2045 02000 5.660000000000 2,500,000.0000 35,375.00 12/31/2019 12X4225 1225303 09/30/2046 02000 5.660000000000 4,046,000.0000 57,250.90 12/31/2019 12X4225 1225303 09/30/2047 02000 5.660000000000 7,200,000.0000 101,880.00 12/31/2019 12X4225 1225303 09/30/2048 02000 5.660000000000 3,800,000.0000 53,770.00 12/31/2019 12X4225 1225303 09/30/2049 02000 5.660000000000 87,000.0000 1,231.05 12/31/2019 12X4225 1225303 09/30/2051 02000 5.660000000000 197,000.0000 2,787.55 12/31/2019 12X4225 1225303 09/30/2052 02000 5.660000000000 2,147,000.0000 30,380.05 12/31/2019 12X4225 1225303 09/30/2053 02000 5.660000000000 805,000.0000 11,390.75 12/31/2019 12X4225 1225303 09/30/2054 02000 5.660000000000 824,000.0000 11,659.60 12/31/2019 12X4225 1225303 09/30/2058 02000 5.660000000000 306,000.0000 4,329.90 12/31/2019 12X4225 1225303 09/30/2037 02001 4.870000000000 4,129,000.0000 50,270.57 12/31/2019 12X4225 1225303 09/30/2044 02001 4.870000000000 24,000,000.0000 292,200.00 12/31/2019 12X4225 1225303 09/30/2045 02001 4.870000000000 29,140,000.0000 354,779.50 12/31/2019 12X4225 1225303 09/30/2046 02001 4.870000000000 13,195,000.0000 160,649.12 12/31/2019 12X4225 1225303 09/30/2047 02001 4.870000000000 10,761,000.0000 131,015.17 12/31/2019 12X4225 1225303 09/30/2048 02001 4.870000000000 607,000.0000 7,390.22 12/31/2019 12X4225 1225303 09/30/2049 02001 4.870000000000 554,000.0000 6,744.95 12/31/2019 12X4225 1225303 09/30/2050 02001 4.870000000000 1,811,000.0000 22,048.92 12/31/2019 12X4225 1225303 09/30/2051 02001 4.870000000000 3,173,000.0000 38,631.27 12/31/2019 12X4225 1225303 09/30/2052 02001 4.870000000000 7,654,000.0000 93,187.45 12/31/2019 12X4225 1225303 09/30/2053 02001 4.870000000000 111,000.0000 1,351.42 12/31/2019 12X4225 1225303 09/30/2054 02001 4.870000000000 31,000.0000 377.42 12/31/2019 12X4225 1225303 09/30/2057 02001 4.870000000000 1,000.0000 12.18 12/31/2019 12X4225 1225303 09/30/2058 02001 4.870000000000 1,471,000.0000 17,909.42 12/31/2019 12X4225 1225303 09/30/2059 02001 4.870000000000 27,000.0000 328.73 12/31/2019 12X4225 1225303 09/30/2037 02002 4.790000000000 5,803,000.0000 69,490.92 12/31/2019 12X4225 1225303 09/30/2045 02002 4.790000000000 16,958,000.0000 203,072.05 12/31/2019 12X4225 1225303 09/30/2046 02002 4.790000000000 55,382,000.0000 663,199.45 12/31/2019 12X4225 1225303 09/30/2047 02002 4.790000000000 21,583,000.0000 258,456.42 12/31/2019 12X4225 1225303 09/30/2048 02002 4.790000000000 13,785,000.0000 165,075.37 12/31/2019 12X4225 1225303 09/30/2049 02002 4.790000000000 4,704,000.0000 56,330.40 12/31/2019 12X4225 1225303 09/30/2050 02002 4.790000000000 236,000.0000 2,826.10 12/31/2019 12X4225 1225303 09/30/2051 02002 4.790000000000 518,000.0000 6,203.05 12/31/2019 12X4225 1225303 09/30/2052 02002 4.790000000000 3,200,000.0000 38,320.00 12/31/2019 12X4225 1225303 09/30/2053 02002 4.790000000000 1,759,000.0000 21,064.02 12/31/2019 12X4225 1225303 09/30/2054 02002 4.790000000000 1,593,000.0000 19,076.17 12/31/2019 12X4225 1225303 09/30/2057 02002 4.790000000000 9,000.0000 107.78 12/31/2019 12X4225 1225303 09/30/2058 02002 4.790000000000 364,000.0000 4,358.90 12/31/2019 12X4225 1225303 09/30/2059 02002 4.790000000000 500,000.0000 5,987.50 12/31/2019 12X4225 1225303 09/30/2037 02003 4.750000000000 2,001,000.0000 23,761.87 12/31/2019 12X4225 1225303 09/30/2045 02003 4.750000000000 22,542,000.0000 267,686.25 12/31/2019 12X4225 1225303 09/30/2046 02003 4.750000000000 40,725,000.0000 483,609.37 12/31/2019 12X4225 1225303 09/30/2047 02003 4.750000000000 23,052,000.0000 273,742.50 12/31/2019 12X4225 1225303 09/30/2048 02003 4.750000000000 8,111,000.0000 96,318.12 12/31/2019 12X4225 1225303 09/30/2049 02003 4.750000000000 303,000.0000 3,598.12 12/31/2019 12X4225 1225303 09/30/2050 02003 4.750000000000 147,000.0000 1,745.62 12/31/2019 12X4225 1225303 09/30/2051 02003 4.750000000000 2,262,000.0000 26,861.25 12/31/2019 12X4225 1225303 09/30/2052 02003 4.750000000000 2,396,000.0000 28,452.50 12/31/2019 12X4225 1225303 09/30/2053 02003 4.750000000000 1,028,000.0000 12,207.50 12/31/2019 12X4225 1225303 09/30/2054 02003 4.750000000000 161,000.0000 1,911.87 12/31/2019 12X4225 1225303 09/30/2055 02003 4.750000000000 1,468,000.0000 17,432.50 12/31/2019 12X4225 1225303 09/30/2057 02003 4.750000000000 9,000.0000 106.88 12/31/2019 12X4225 1225303 09/30/2058 02003 4.750000000000 898,000.0000 10,663.75 12/31/2019 12X4225 1225303 09/30/2059 02003 4.750000000000 510,000.0000 6,056.25 12/31/2019 12X4225 1225303 09/30/2047 02004 4.630000000000 59,504,000.0000 688,758.80 12/31/2019 12X4225 1225303 09/30/2048 02004 4.630000000000 62,273,000.0000 720,809.97 12/31/2019 12X4225 1225303 09/30/2049 02004 4.630000000000 31,332,000.0000 362,667.90 12/31/2019 12X4225 1225303 09/30/2050 02004 4.630000000000 6,634,000.0000 76,788.55 12/31/2019 12X4225 1225303 09/30/2051 02004 4.630000000000 10,734,000.0000 124,246.05 12/31/2019 12X4225 1225303 09/30/2052 02004 4.630000000000 8,174,000.0000 94,614.05 12/31/2019 12X4225 1225303 09/30/2053 02004 4.630000000000 959,000.0000 11,100.42 12/31/2019 12X4225 1225303 09/30/2054 02004 4.630000000000 1,985,000.0000 22,976.37 12/31/2019 12X4225 1225303 09/30/2057 02004 4.630000000000 39,000.0000 451.42 12/31/2019 12X4225 1225303 09/30/2058 02004 4.630000000000 2,000.0000 23.15 12/31/2019 12X4225 1225303 09/30/2059 02004 4.630000000000 2,790,000.0000 32,294.25 12/31/2019 12X4225 1225303 09/30/2047 02005 4.580000000000 12,713,000.0000 145,563.85 12/31/2019 12X4225 1225303 09/30/2048 02005 4.580000000000 108,826,000.0000 1,246,057.70 12/31/2019 12X4225 1225303 09/30/2049 02005 4.580000000000 80,885,665.0000 926,140.86 12/31/2019 12X4225 1225303 09/30/2050 02005 4.580000000000 35,351,000.0000 404,768.95 12/31/2019 12X4225 1225303 09/30/2051 02005 4.580000000000 30,352,000.0000 347,530.40 12/31/2019 12X4225 1225303 09/30/2052 02005 4.580000000000 27,852,000.0000 318,905.40 12/31/2019 12X4225 1225303 09/30/2053 02005 4.580000000000 1,183,000.0000 13,545.35 12/31/2019 12X4225 1225303 09/30/2054 02005 4.580000000000 1,881,000.0000 21,537.45 12/31/2019 12X4225 1225303 09/30/2057 02005 4.580000000000 1,000.0000 11.45 12/31/2019 12X4225 1225303 09/30/2058 02005 4.580000000000 1,591,000.0000 18,216.95 12/31/2019 12X4225 1225303 09/30/2059 02005 4.580000000000 1,570,000.0000 17,976.50 12/31/2019 12X4225 1225303 09/30/2048 02006 4.480000000000 97,937,000.0000 1,096,894.40 12/31/2019 12X4225 1225303 09/30/2049 02006 4.480000000000 47,745,000.0000 534,744.00 12/31/2019 12X4225 1225303 09/30/2050 02006 4.480000000000 13,858,000.0000 155,209.60 12/31/2019 12X4225 1225303 09/30/2051 02006 4.480000000000 7,539,000.0000 84,436.80 12/31/2019 12X4225 1225303 09/30/2052 02006 4.480000000000 5,793,000.0000 64,881.60 12/31/2019 12X4225 1225303 09/30/2053 02006 4.480000000000 2,410,000.0000 26,992.00 12/31/2019 12X4225 1225303 09/30/2054 02006 4.480000000000 1,761,000.0000 19,723.20 12/31/2019 12X4225 1225303 09/30/2055 02006 4.480000000000 29,000.0000 324.80 12/31/2019 12X4225 1225303 09/30/2056 02006 4.480000000000 30,000.0000 336.00 12/31/2019 12X4225 1225303 09/30/2057 02006 4.480000000000 5,000.0000 56.00 12/31/2019 12X4225 1225303 09/30/2058 02006 4.480000000000 2,000.0000 22.40 12/31/2019 12X4225 1225303 09/30/2059 02006 4.480000000000 2,965,000.0000 33,208.00 12/31/2019 12X4225 1225303 09/30/2049 02007 4.150000000000 72,370,000.0000 750,838.75 12/31/2019 12X4225 1225303 09/30/2050 02007 4.150000000000 58,123,000.0000 603,026.12 12/31/2019 12X4225 1225303 09/30/2051 02007 4.150000000000 14,075,000.0000 146,028.12 12/31/2019 12X4225 1225303 09/30/2052 02007 4.150000000000 11,259,000.0000 116,812.12 12/31/2019 12X4225 1225303 09/30/2053 02007 4.150000000000 2,404,000.0000 24,941.50 12/31/2019 12X4225 1225303 09/30/2054 02007 4.150000000000 76,000.0000 788.50 12/31/2019 12X4225 1225303 09/30/2055 02007 4.150000000000 229,000.0000 2,375.87 12/31/2019 12X4225 1225303 09/30/2057 02007 4.150000000000 117,000.0000 1,213.87 12/31/2019 12X4225 1225303 09/30/2058 02007 4.150000000000 821,000.0000 8,517.87 12/31/2019 12X4225 1225303 09/30/2059 02007 4.150000000000 821,000.0000 8,517.87 12/31/2019 12X4225 1225303 09/30/2050 02008 3.700000000000 55,950,000.0000 517,537.50 12/31/2019 12X4225 1225303 09/30/2051 02008 3.700000000000 82,135,000.0000 759,748.75 12/31/2019 12X4225 1225303 09/30/2052 02008 3.700000000000 33,672,000.0000 311,466.00 12/31/2019 12X4225 1225303 09/30/2053 02008 3.700000000000 18,876,000.0000 174,603.00 12/31/2019 12X4225 1225303 09/30/2054 02008 3.700000000000 1,369,000.0000 12,663.25 12/31/2019 12X4225 1225303 09/30/2055 02008 3.700000000000 826,000.0000 7,640.50 12/31/2019 12X4225 1225303 09/30/2056 02008 3.700000000000 4,000.0000 37.00 12/31/2019 12X4225 1225303 09/30/2058 02008 3.700000000000 685,000.0000 6,336.25 12/31/2019 12X4225 1225303 09/30/2059 02008 3.700000000000 20,000.0000 185.00 12/31/2019 12X4225 1225303 09/30/2051 02009 3.410000000000 97,619,000.0000 832,201.97 12/31/2019 12X4225 1225303 09/30/2052 02009 3.410000000000 96,494,000.0000 822,611.35 12/31/2019 12X4225 1225303 09/30/2053 02009 3.410000000000 12,670,000.0000 108,011.75 12/31/2019 12X4225 1225303 09/30/2054 02009 3.410000000000 34,950,000.0000 297,948.75 12/31/2019 12X4225 1225303 09/30/2055 02009 3.410000000000 693,000.0000 5,907.82 12/31/2019 12X4225 1225303 09/30/2057 02009 3.410000000000 17,000.0000 144.93 12/31/2019 12X4225 1225303 09/30/2058 02009 3.410000000000 2,457,000.0000 20,945.92 12/31/2019 12X4225 1225303 09/30/2059 02009 3.410000000000 3,480,000.0000 29,667.00 12/31/2019 12X4225 1225303 09/30/2051 02010 2.950000000000 41,647,000.0000 307,146.62 12/31/2019 12X4225 1225303 09/30/2052 02010 2.950000000000 470,478,000.0000 3,469,775.25 12/31/2019 12X4225 1225303 09/30/2053 02010 2.950000000000 533,520,000.0000 3,934,710.00 12/31/2019 12X4225 1225303 09/30/2054 02010 2.950000000000 135,356,000.0000 998,250.50 12/31/2019 12X4225 1225303 09/30/2055 02010 2.950000000000 71,746,000.0000 529,126.75 12/31/2019 12X4225 1225303 09/30/2056 02010 2.950000000000 2,218,000.0000 16,357.75 12/31/2019 12X4225 1225303 09/30/2057 02010 2.950000000000 243,000.0000 1,792.12 12/31/2019 12X4225 1225303 09/30/2058 02010 2.950000000000 2,579,000.0000 19,020.12 12/31/2019 12X4225 1225303 09/30/2059 02010 2.950000000000 4,815,000.0000 35,510.62 12/31/2019 12X4225 1225303 09/30/2053 02011 2.610000000000 101,820,000.0000 664,375.50 12/31/2019 12X4225 1225303 09/30/2054 02011 2.610000000000 81,694,000.0000 533,053.35 12/31/2019 12X4225 1225303 09/30/2055 02011 2.610000000000 14,000.0000 91.35 12/31/2019 12X4225 1225303 09/30/2056 02011 2.610000000000 2,142,000.0000 13,976.55 12/31/2019 12X4225 1225303 09/30/2057 02011 2.610000000000 33,792,800.0000 220,498.02 12/31/2019 12X4225 1225303 09/30/2058 02011 2.610000000000 4,339,000.0000 28,311.98 12/31/2019 12X4225 1225303 09/30/2059 02011 2.610000000000 1,089,000.0000 7,105.73 12/31/2019 12X4225 1225303 09/30/2060 02011 2.610000000000 20,000.0000 130.50 12/31/2019 12X4225 1225303 09/30/2054 02012 2.502729000000 157,323,000.0000 984,342.09 12/31/2019 12X4225 1225303 09/30/2055 02012 2.502729000000 366,149,000.0000 2,290,929.30 12/31/2019 12X4225 1225303 09/30/2056 02012 2.502729000000 159,678,000.0000 999,076.90 12/31/2019 12X4225 1225303 09/30/2057 02012 2.502729000000 165,129,000.0000 1,033,182.84 12/31/2019 12X4225 1225303 09/30/2058 02012 2.502729000000 117,082,000.0000 732,561.29 12/31/2019 12X4225 1225303 09/30/2059 02012 2.502729000000 10,507,000.0000 65,740.43 12/31/2019 12X4225 1225303 09/30/2060 02012 2.502729000000 34,000.0000 212.73 12/31/2019 12X4225 1225303 09/30/2055 02013 2.458665000000 306,326,000.0000 1,882,882.54 12/31/2019 12X4225 1225303 09/30/2056 02013 2.458665000000 371,193,000.0000 2,281,598.09 12/31/2019 12X4225 1225303 09/30/2057 02013 2.458665000000 275,206,000.0000 1,691,598.40 12/31/2019 12X4225 1225303 09/30/2058 02013 2.458665000000 128,133,000.0000 787,590.31 12/31/2019 12X4225 1225303 09/30/2059 02013 2.458665000000 26,849,000.0000 165,031.74 12/31/2019 12X4225 1225303 09/30/2060 02013 2.458665000000 1,372,000.0000 8,433.22 12/31/2019 12X4225 1225303 09/30/2055 02014 2.502678000000 88,991,000.0000 556,789.54 12/31/2019 12X4225 1225303 09/30/2056 02014 2.502678000000 130,041,000.0000 813,626.87 12/31/2019 12X4225 1225303 09/30/2057 02014 2.502678000000 307,511,000.0000 1,924,002.54 12/31/2019 12X4225 1225303 09/30/2058 02014 2.502678000000 79,768,000.0000 499,084.05 12/31/2019 12X4225 1225303 09/30/2059 02014 2.502678000000 15,179,000.0000 94,970.37 12/31/2019 12X4225 1225303 09/30/2060 02014 2.502678000000 433,000.0000 2,709.15 12/31/2019 12X4225 1225303 09/30/2056 02015 2.674600000000 261,638,000.0000 1,749,442.49 12/31/2019 12X4225 1225303 09/30/2057 02015 2.674600000000 404,000,000.0000 2,701,346.00 12/31/2019 12X4225 1225303 09/30/2058 02015 2.674600000000 383,719,000.0000 2,565,737.09 12/31/2019 12X4225 1225303 09/30/2059 02015 2.674600000000 143,584,000.0000 960,074.42 12/31/2019 12X4225 1225303 09/30/2060 02015 2.674600000000 8,876,000.0000 59,349.37 12/31/2019 12X4225 1225303 09/30/2057 02016 2.730300000000 439,600,000.0000 3,000,599.70 12/31/2019 12X4225 1225303 09/30/2058 02016 2.730300000000 517,831,000.0000 3,534,584.95 12/31/2019 12X4225 1225303 09/30/2059 02016 2.730300000000 446,650,000.0000 3,048,721.24 12/31/2019 12X4225 1225303 09/30/2060 02016 2.730300000000 57,248,000.0000 390,760.54 12/31/2019 12X4225 1225303 09/30/2057 02017 2.942900000000 200,858,000.0000 1,477,762.52 12/31/2019 12X4225 1225303 09/30/2058 02017 2.942900000000 360,896,000.0000 2,655,202.10 12/31/2019 12X4225 1225303 09/30/2059 02017 2.942900000000 722,288,000.0000 5,314,053.39 12/31/2019 12X4225 1225303 09/30/2060 02017 2.942900000000 160,591,000.0000 1,181,508.13 12/31/2019 12X4225 1225303 09/30/2058 02018 2.917500000000 115,615,000.0000 843,266.91 12/31/2019 12X4225 1225303 09/30/2059 02018 2.917500000000 346,594,000.0000 2,527,969.99 12/31/2019 12X4225 1225303 09/30/2060 02018 2.917500000000 62,264,000.0000 454,138.05 12/31/2019 12X4225 1225303 09/30/2059 02019 2.843500000000 15,996,000.0000 113,711.56 12/31/2019 12X4225 1225303 09/30/2060 02019 2.843500000000 16,026,000.0000 113,924.83 12/31/2019 12X4225 1225303 09/30/2060 02020 2.843500000000 61,000.0000 433.63 12/31/2019 ------------------------ ---------------------- 10,642,647,335.0000 80,255,691.83 311 SUB-COHORT 12X4225 1225311 09/30/2051 02016 3.147100000000 11,489,000.0000 90,392.58 12/31/2019 12X4225 1225311 09/30/2052 02016 3.147100000000 18,781,000.0000 147,764.21 12/31/2019 12X4225 1225311 09/30/2053 02016 3.147100000000 2,859,000.0000 22,493.90 12/31/2019 ------------------------ ---------------------- 33,129,000.0000 260,650.69 ======================== ====================== 10,675,776,335.0000 80,516,342.52 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00