Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2031 01992 6.890000000000 15,408,000.0000 353,870.40 01/31/2020 12X4226 1226301 09/30/2034 01992 6.890000000000 50,000.0000 1,148.33 01/31/2020 12X4226 1226301 09/30/2039 01992 6.890000000000 5,402,000.0000 124,065.93 01/31/2020 12X4226 1226301 09/30/2040 01992 6.890000000000 6,857,000.0000 157,482.43 01/31/2020 12X4226 1226301 09/30/2041 01992 6.890000000000 2,268,000.0000 52,088.40 01/31/2020 12X4226 1226301 09/30/2042 01992 6.890000000000 33,745,000.0000 775,010.17 01/31/2020 12X4226 1226301 09/30/2046 01992 6.890000000000 102,000.0000 2,342.60 01/31/2020 12X4226 1226301 09/30/2047 01992 6.890000000000 3,213,000.0000 73,791.90 01/31/2020 12X4226 1226301 09/30/2048 01992 6.890000000000 4,366,000.0000 100,272.47 01/31/2020 12X4226 1226301 09/30/2049 01992 6.890000000000 5,404,000.0000 124,111.87 01/31/2020 12X4226 1226301 09/30/2054 01992 6.890000000000 250,000.0000 5,741.67 01/31/2020 12X4226 1226301 09/30/2036 01993 6.960000000000 4,627,000.0000 107,346.40 01/31/2020 12X4226 1226301 09/30/2039 01993 6.960000000000 13,150,000.0000 305,080.00 01/31/2020 12X4226 1226301 09/30/2040 01993 6.960000000000 8,952,000.0000 207,686.40 01/31/2020 12X4226 1226301 09/30/2041 01993 6.960000000000 4,997,000.0000 115,930.40 01/31/2020 12X4226 1226301 09/30/2042 01993 6.960000000000 37,590,000.0000 872,088.00 01/31/2020 12X4226 1226301 09/30/2043 01993 6.960000000000 6,100,000.0000 141,520.00 01/31/2020 12X4226 1226301 09/30/2044 01993 6.960000000000 77,000.0000 1,786.40 01/31/2020 12X4226 1226301 09/30/2046 01993 6.960000000000 2,485,000.0000 57,652.00 01/31/2020 12X4226 1226301 09/30/2047 01993 6.960000000000 4,445,000.0000 103,124.00 01/31/2020 12X4226 1226301 09/30/2048 01993 6.960000000000 9,102,000.0000 211,166.40 01/31/2020 12X4226 1226301 09/30/2049 01993 6.960000000000 4,234,000.0000 98,228.80 01/31/2020 12X4226 1226301 09/30/2053 01993 6.960000000000 1,151,000.0000 26,703.20 01/31/2020 12X4226 1226301 09/30/2054 01993 6.960000000000 9,000,000.0000 208,800.00 01/31/2020 12X4226 1226301 09/30/2033 01994 6.710000000000 3,626,000.0000 81,101.53 01/31/2020 12X4226 1226301 09/30/2036 01994 6.710000000000 5,000,000.0000 111,833.33 01/31/2020 12X4226 1226301 09/30/2038 01994 6.710000000000 13,000,000.0000 290,766.67 01/31/2020 12X4226 1226301 09/30/2039 01994 6.710000000000 2,871,000.0000 64,214.70 01/31/2020 12X4226 1226301 09/30/2040 01994 6.710000000000 12,875,000.0000 287,970.83 01/31/2020 12X4226 1226301 09/30/2041 01994 6.710000000000 4,965,000.0000 111,050.50 01/31/2020 12X4226 1226301 09/30/2042 01994 6.710000000000 42,549,000.0000 951,679.30 01/31/2020 12X4226 1226301 09/30/2043 01994 6.710000000000 7,700,000.0000 172,223.33 01/31/2020 12X4226 1226301 09/30/2044 01994 6.710000000000 85,000.0000 1,901.17 01/31/2020 12X4226 1226301 09/30/2046 01994 6.710000000000 22,000.0000 492.07 01/31/2020 12X4226 1226301 09/30/2047 01994 6.710000000000 4,154,000.0000 92,911.13 01/31/2020 12X4226 1226301 09/30/2048 01994 6.710000000000 4,753,000.0000 106,308.77 01/31/2020 12X4226 1226301 09/30/2049 01994 6.710000000000 13,226,000.0000 295,821.53 01/31/2020 12X4226 1226301 09/30/2054 01994 6.710000000000 13,000,000.0000 290,766.67 01/31/2020 12X4226 1226301 09/30/2033 01995 6.560000000000 22,017,000.0000 481,438.40 01/31/2020 12X4226 1226301 09/30/2036 01995 6.560000000000 22,000,000.0000 481,066.67 01/31/2020 12X4226 1226301 09/30/2038 01995 6.560000000000 5,000,000.0000 109,333.33 01/31/2020 12X4226 1226301 09/30/2039 01995 6.560000000000 12,200,000.0000 266,773.33 01/31/2020 12X4226 1226301 09/30/2040 01995 6.560000000000 7,743,000.0000 169,313.60 01/31/2020 12X4226 1226301 09/30/2041 01995 6.560000000000 7,309,000.0000 159,823.47 01/31/2020 12X4226 1226301 09/30/2042 01995 6.560000000000 45,778,000.0000 1,001,012.27 01/31/2020 12X4226 1226301 09/30/2043 01995 6.560000000000 3,700,000.0000 80,906.67 01/31/2020 12X4226 1226301 09/30/2044 01995 6.560000000000 112,000.0000 2,449.07 01/31/2020 12X4226 1226301 09/30/2045 01995 6.560000000000 8,000,000.0000 174,933.33 01/31/2020 12X4226 1226301 09/30/2046 01995 6.560000000000 774,000.0000 16,924.80 01/31/2020 12X4226 1226301 09/30/2047 01995 6.560000000000 4,794,000.0000 104,828.80 01/31/2020 12X4226 1226301 09/30/2048 01995 6.560000000000 8,238,000.0000 180,137.60 01/31/2020 12X4226 1226301 09/30/2049 01995 6.560000000000 15,086,000.0000 329,880.53 01/31/2020 12X4226 1226301 09/30/2054 01995 6.560000000000 21,000.0000 459.20 01/31/2020 12X4226 1226301 09/30/2034 01996 6.260000000000 6,035,000.0000 125,930.33 01/31/2020 12X4226 1226301 09/30/2036 01996 6.260000000000 23,000,000.0000 479,933.33 01/31/2020 12X4226 1226301 09/30/2038 01996 6.260000000000 152,000.0000 3,171.73 01/31/2020 12X4226 1226301 09/30/2039 01996 6.260000000000 7,600,000.0000 158,586.67 01/31/2020 12X4226 1226301 09/30/2040 01996 6.260000000000 44,441,000.0000 927,335.53 01/31/2020 12X4226 1226301 09/30/2041 01996 6.260000000000 5,189,000.0000 108,277.13 01/31/2020 12X4226 1226301 09/30/2042 01996 6.260000000000 30,500,000.0000 636,433.33 01/31/2020 12X4226 1226301 09/30/2043 01996 6.260000000000 3,652,000.0000 76,205.07 01/31/2020 12X4226 1226301 09/30/2044 01996 6.260000000000 28,000.0000 584.27 01/31/2020 12X4226 1226301 09/30/2045 01996 6.260000000000 7,718,000.0000 161,048.93 01/31/2020 12X4226 1226301 09/30/2046 01996 6.260000000000 1,188,000.0000 24,789.60 01/31/2020 12X4226 1226301 09/30/2047 01996 6.260000000000 2,586,000.0000 53,961.20 01/31/2020 12X4226 1226301 09/30/2048 01996 6.260000000000 3,640,000.0000 75,954.67 01/31/2020 12X4226 1226301 09/30/2049 01996 6.260000000000 12,790,000.0000 266,884.67 01/31/2020 12X4226 1226301 09/30/2036 01997 6.030000000000 68,000,000.0000 1,366,800.00 01/31/2020 12X4226 1226301 09/30/2038 01997 6.030000000000 12,000,000.0000 241,200.00 01/31/2020 12X4226 1226301 09/30/2039 01997 6.030000000000 14,200,000.0000 285,420.00 01/31/2020 12X4226 1226301 09/30/2040 01997 6.030000000000 8,441,000.0000 169,664.10 01/31/2020 12X4226 1226301 09/30/2041 01997 6.030000000000 4,913,000.0000 98,751.30 01/31/2020 12X4226 1226301 09/30/2042 01997 6.030000000000 47,484,000.0000 954,428.40 01/31/2020 12X4226 1226301 09/30/2043 01997 6.030000000000 5,100,000.0000 102,510.00 01/31/2020 12X4226 1226301 09/30/2044 01997 6.030000000000 2,087,000.0000 41,948.70 01/31/2020 12X4226 1226301 09/30/2045 01997 6.030000000000 129,000.0000 2,592.90 01/31/2020 12X4226 1226301 09/30/2047 01997 6.030000000000 4,558,000.0000 91,615.80 01/31/2020 12X4226 1226301 09/30/2048 01997 6.030000000000 7,352,000.0000 147,775.20 01/31/2020 12X4226 1226301 09/30/2049 01997 6.030000000000 15,792,000.0000 317,419.20 01/31/2020 12X4226 1226301 09/30/2053 01997 6.030000000000 142,000.0000 2,854.20 01/31/2020 12X4226 1226301 09/30/2036 01998 5.890000000000 11,350,000.0000 222,838.33 01/31/2020 12X4226 1226301 09/30/2037 01998 5.890000000000 18,750,000.0000 368,125.00 01/31/2020 12X4226 1226301 09/30/2038 01998 5.890000000000 28,000,000.0000 549,733.33 01/31/2020 12X4226 1226301 09/30/2039 01998 5.890000000000 25,500,000.0000 500,650.00 01/31/2020 12X4226 1226301 09/30/2040 01998 5.890000000000 29,789,000.0000 584,857.37 01/31/2020 12X4226 1226301 09/30/2041 01998 5.890000000000 10,475,000.0000 205,659.17 01/31/2020 12X4226 1226301 09/30/2042 01998 5.890000000000 42,229,000.0000 829,096.03 01/31/2020 12X4226 1226301 09/30/2043 01998 5.890000000000 19,113,000.0000 375,251.90 01/31/2020 12X4226 1226301 09/30/2044 01998 5.890000000000 3,659,000.0000 71,838.37 01/31/2020 12X4226 1226301 09/30/2045 01998 5.890000000000 29,000.0000 569.37 01/31/2020 12X4226 1226301 09/30/2046 01998 5.890000000000 933,000.0000 18,317.90 01/31/2020 12X4226 1226301 09/30/2047 01998 5.890000000000 2,927,000.0000 57,466.77 01/31/2020 12X4226 1226301 09/30/2048 01998 5.890000000000 7,798,000.0000 153,100.73 01/31/2020 12X4226 1226301 09/30/2049 01998 5.890000000000 13,973,000.0000 274,336.57 01/31/2020 12X4226 1226301 09/30/2054 01998 5.890000000000 8,000,000.0000 157,066.67 01/31/2020 12X4226 1226301 09/30/2037 01999 5.660000000000 3,119,000.0000 58,845.13 01/31/2020 12X4226 1226301 09/30/2038 01999 5.660000000000 58,000,000.0000 1,094,266.67 01/31/2020 12X4226 1226301 09/30/2039 01999 5.660000000000 44,200,000.0000 833,906.67 01/31/2020 12X4226 1226301 09/30/2040 01999 5.660000000000 24,227,000.0000 457,082.73 01/31/2020 12X4226 1226301 09/30/2041 01999 5.660000000000 8,698,000.0000 164,102.27 01/31/2020 12X4226 1226301 09/30/2042 01999 5.660000000000 48,054,000.0000 906,618.80 01/31/2020 12X4226 1226301 09/30/2043 01999 5.660000000000 7,741,000.0000 146,046.87 01/31/2020 12X4226 1226301 09/30/2044 01999 5.660000000000 11,319,000.0000 213,551.80 01/31/2020 12X4226 1226301 09/30/2045 01999 5.660000000000 8,721,000.0000 164,536.20 01/31/2020 12X4226 1226301 09/30/2046 01999 5.660000000000 40,000.0000 754.67 01/31/2020 12X4226 1226301 09/30/2047 01999 5.660000000000 367,000.0000 6,924.07 01/31/2020 12X4226 1226301 09/30/2048 01999 5.660000000000 6,566,000.0000 123,878.53 01/31/2020 12X4226 1226301 09/30/2049 01999 5.660000000000 22,191,000.0000 418,670.20 01/31/2020 12X4226 1226301 09/30/2054 01999 5.660000000000 10,000,000.0000 188,666.67 01/31/2020 12X4226 1226301 09/30/2039 02000 5.420000000000 83,816,500.0000 1,514,284.77 01/31/2020 12X4226 1226301 09/30/2040 02000 5.420000000000 36,113,000.0000 652,441.53 01/31/2020 12X4226 1226301 09/30/2041 02000 5.420000000000 25,985,000.0000 469,462.33 01/31/2020 12X4226 1226301 09/30/2042 02000 5.420000000000 79,191,000.0000 1,430,717.40 01/31/2020 12X4226 1226301 09/30/2043 02000 5.420000000000 15,114,000.0000 273,059.60 01/31/2020 12X4226 1226301 09/30/2044 02000 5.420000000000 706,000.0000 12,755.07 01/31/2020 12X4226 1226301 09/30/2045 02000 5.420000000000 10,523,000.0000 190,115.53 01/31/2020 12X4226 1226301 09/30/2046 02000 5.420000000000 7,084,000.0000 127,984.27 01/31/2020 12X4226 1226301 09/30/2047 02000 5.420000000000 2,544,000.0000 45,961.60 01/31/2020 12X4226 1226301 09/30/2048 02000 5.420000000000 4,099,000.0000 74,055.27 01/31/2020 12X4226 1226301 09/30/2049 02000 5.420000000000 14,411,000.0000 260,358.73 01/31/2020 12X4226 1226301 09/30/2054 02000 5.420000000000 5,000,000.0000 90,333.33 01/31/2020 12X4226 1226301 09/30/2039 02001 5.000000000000 34,507,900.0000 575,131.67 01/31/2020 12X4226 1226301 09/30/2040 02001 5.000000000000 87,344,600.0000 1,455,743.33 01/31/2020 12X4226 1226301 09/30/2041 02001 5.000000000000 48,088,000.0000 801,466.67 01/31/2020 12X4226 1226301 09/30/2042 02001 5.000000000000 58,527,000.0000 975,450.00 01/31/2020 12X4226 1226301 09/30/2043 02001 5.000000000000 20,095,000.0000 334,916.67 01/31/2020 12X4226 1226301 09/30/2044 02001 5.000000000000 3,679,000.0000 61,316.67 01/31/2020 12X4226 1226301 09/30/2045 02001 5.000000000000 348,000.0000 5,800.00 01/31/2020 12X4226 1226301 09/30/2046 02001 5.000000000000 18,413,000.0000 306,883.33 01/31/2020 12X4226 1226301 09/30/2047 02001 5.000000000000 1,435,000.0000 23,916.67 01/31/2020 12X4226 1226301 09/30/2048 02001 5.000000000000 4,098,000.0000 68,300.00 01/31/2020 12X4226 1226301 09/30/2049 02001 5.000000000000 6,938,000.0000 115,633.33 01/31/2020 12X4226 1226301 09/30/2054 02001 5.000000000000 13,000,000.0000 216,666.67 01/31/2020 12X4226 1226301 09/30/2040 02002 4.840000000000 47,226,000.0000 761,912.80 01/31/2020 12X4226 1226301 09/30/2041 02002 4.840000000000 101,381,000.0000 1,635,613.47 01/31/2020 12X4226 1226301 09/30/2042 02002 4.840000000000 177,538,000.0000 2,864,279.73 01/31/2020 12X4226 1226301 09/30/2043 02002 4.840000000000 42,528,000.0000 686,118.40 01/31/2020 12X4226 1226301 09/30/2044 02002 4.840000000000 26,118,000.0000 421,370.40 01/31/2020 12X4226 1226301 09/30/2045 02002 4.840000000000 36,708,000.0000 592,222.40 01/31/2020 12X4226 1226301 09/30/2046 02002 4.840000000000 4,502,000.0000 72,632.27 01/31/2020 12X4226 1226301 09/30/2047 02002 4.840000000000 2,392,000.0000 38,590.93 01/31/2020 12X4226 1226301 09/30/2048 02002 4.840000000000 3,169,000.0000 51,126.53 01/31/2020 12X4226 1226301 09/30/2049 02002 4.840000000000 12,587,000.0000 203,070.27 01/31/2020 12X4226 1226301 09/30/2053 02002 4.840000000000 882,000.0000 14,229.60 01/31/2020 12X4226 1226301 09/30/2054 02002 4.840000000000 10,000,000.0000 161,333.33 01/31/2020 12X4226 1226301 09/30/2041 02003 4.760000000000 67,442,500.0000 1,070,087.67 01/31/2020 12X4226 1226301 09/30/2042 02003 4.760000000000 123,287,000.0000 1,956,153.73 01/31/2020 12X4226 1226301 09/30/2043 02003 4.760000000000 97,576,000.0000 1,548,205.87 01/31/2020 12X4226 1226301 09/30/2044 02003 4.760000000000 17,934,000.0000 284,552.80 01/31/2020 12X4226 1226301 09/30/2045 02003 4.760000000000 32,073,000.0000 508,891.60 01/31/2020 12X4226 1226301 09/30/2046 02003 4.760000000000 4,610,000.0000 73,145.33 01/31/2020 12X4226 1226301 09/30/2047 02003 4.760000000000 4,521,000.0000 71,733.20 01/31/2020 12X4226 1226301 09/30/2048 02003 4.760000000000 40,000.0000 634.67 01/31/2020 12X4226 1226301 09/30/2049 02003 4.760000000000 600,000.0000 9,520.00 01/31/2020 12X4226 1226301 09/30/2050 02003 4.760000000000 444,000.0000 7,044.80 01/31/2020 12X4226 1226301 09/30/2054 02003 4.760000000000 16,000,000.0000 253,866.67 01/31/2020 12X4226 1226301 09/30/2042 02004 4.690000000000 169,356,000.0000 2,647,598.80 01/31/2020 12X4226 1226301 09/30/2043 02004 4.690000000000 112,982,000.0000 1,766,285.27 01/31/2020 12X4226 1226301 09/30/2044 02004 4.690000000000 53,536,000.0000 836,946.13 01/31/2020 12X4226 1226301 09/30/2045 02004 4.690000000000 14,227,000.0000 222,415.43 01/31/2020 12X4226 1226301 09/30/2046 02004 4.690000000000 16,508,000.0000 258,075.07 01/31/2020 12X4226 1226301 09/30/2047 02004 4.690000000000 10,433,000.0000 163,102.57 01/31/2020 12X4226 1226301 09/30/2048 02004 4.690000000000 4,490,000.0000 70,193.67 01/31/2020 12X4226 1226301 09/30/2049 02004 4.690000000000 10,863,000.0000 169,824.90 01/31/2020 12X4226 1226301 09/30/2053 02004 4.690000000000 183,000.0000 2,860.90 01/31/2020 12X4226 1226301 09/30/2054 02004 4.690000000000 15,001,000.0000 234,515.63 01/31/2020 12X4226 1226301 09/30/2043 02005 4.520000000000 171,270,500.0000 2,580,475.53 01/31/2020 12X4226 1226301 09/30/2044 02005 4.520000000000 95,770,000.0000 1,442,934.67 01/31/2020 12X4226 1226301 09/30/2045 02005 4.520000000000 104,436,000.0000 1,573,502.40 01/31/2020 12X4226 1226301 09/30/2046 02005 4.520000000000 65,126,000.0000 981,231.73 01/31/2020 12X4226 1226301 09/30/2047 02005 4.520000000000 25,193,000.0000 379,574.53 01/31/2020 12X4226 1226301 09/30/2048 02005 4.520000000000 24,742,000.0000 372,779.47 01/31/2020 12X4226 1226301 09/30/2049 02005 4.520000000000 20,124,000.0000 303,201.60 01/31/2020 12X4226 1226301 09/30/2050 02005 4.520000000000 97,000.0000 1,461.47 01/31/2020 12X4226 1226301 09/30/2051 02005 4.520000000000 63,000.0000 949.20 01/31/2020 12X4226 1226301 09/30/2053 02005 4.520000000000 513,000.0000 7,729.20 01/31/2020 12X4226 1226301 09/30/2043 02006 4.340000000000 119,632,500.0000 1,730,683.50 01/31/2020 12X4226 1226301 09/30/2044 02006 4.340000000000 182,138,000.0000 2,634,929.73 01/31/2020 12X4226 1226301 09/30/2045 02006 4.340000000000 112,058,000.0000 1,621,105.73 01/31/2020 12X4226 1226301 09/30/2046 02006 4.340000000000 86,045,000.0000 1,244,784.33 01/31/2020 12X4226 1226301 09/30/2047 02006 4.340000000000 63,962,000.0000 925,316.93 01/31/2020 12X4226 1226301 09/30/2048 02006 4.340000000000 25,708,000.0000 371,909.07 01/31/2020 12X4226 1226301 09/30/2049 02006 4.340000000000 8,059,000.0000 116,586.87 01/31/2020 12X4226 1226301 09/30/2050 02006 4.340000000000 545,000.0000 7,884.33 01/31/2020 12X4226 1226301 09/30/2051 02006 4.340000000000 102,000.0000 1,475.60 01/31/2020 12X4226 1226301 09/30/2053 02006 4.340000000000 1,136,000.0000 16,434.13 01/31/2020 12X4226 1226301 09/30/2044 02007 3.930000000000 61,762,500.0000 809,088.75 01/31/2020 12X4226 1226301 09/30/2045 02007 3.930000000000 197,431,000.0000 2,586,346.10 01/31/2020 12X4226 1226301 09/30/2046 02007 3.930000000000 167,157,000.0000 2,189,756.70 01/31/2020 12X4226 1226301 09/30/2047 02007 3.930000000000 82,700,000.0000 1,083,370.00 01/31/2020 12X4226 1226301 09/30/2048 02007 3.930000000000 89,976,000.0000 1,178,685.60 01/31/2020 12X4226 1226301 09/30/2049 02007 3.930000000000 9,060,000.0000 118,686.00 01/31/2020 12X4226 1226301 09/30/2050 02007 3.930000000000 1,707,000.0000 22,361.70 01/31/2020 12X4226 1226301 09/30/2051 02007 3.930000000000 2,396,000.0000 31,387.60 01/31/2020 12X4226 1226301 09/30/2052 02007 3.930000000000 750,000.0000 9,825.00 01/31/2020 12X4226 1226301 09/30/2053 02007 3.930000000000 414,000.0000 5,423.40 01/31/2020 12X4226 1226301 09/30/2045 02008 3.420000000000 76,487,000.0000 871,951.80 01/31/2020 12X4226 1226301 09/30/2046 02008 3.420000000000 246,347,000.0000 2,808,355.80 01/31/2020 12X4226 1226301 09/30/2047 02008 3.420000000000 171,083,000.0000 1,950,346.20 01/31/2020 12X4226 1226301 09/30/2048 02008 3.420000000000 173,188,000.0000 1,974,343.20 01/31/2020 12X4226 1226301 09/30/2049 02008 3.420000000000 92,628,000.0000 1,055,959.20 01/31/2020 12X4226 1226301 09/30/2050 02008 3.420000000000 6,790,000.0000 77,406.00 01/31/2020 12X4226 1226301 09/30/2051 02008 3.420000000000 5,975,000.0000 68,115.00 01/31/2020 12X4226 1226301 09/30/2052 02008 3.420000000000 9,090,000.0000 103,626.00 01/31/2020 12X4226 1226301 09/30/2053 02008 3.420000000000 7,631,000.0000 86,993.40 01/31/2020 12X4226 1226301 09/30/2054 02008 3.420000000000 712,000.0000 8,116.80 01/31/2020 12X4226 1226301 09/30/2055 02008 3.420000000000 109,000.0000 1,242.60 01/31/2020 12X4226 1226301 09/30/2046 02009 3.310000000000 248,924,000.0000 2,746,461.47 01/31/2020 12X4226 1226301 09/30/2047 02009 3.310000000000 289,781,000.0000 3,197,250.37 01/31/2020 12X4226 1226301 09/30/2048 02009 3.310000000000 274,288,000.0000 3,026,310.93 01/31/2020 12X4226 1226301 09/30/2049 02009 3.310000000000 149,025,000.0000 1,644,242.50 01/31/2020 12X4226 1226301 09/30/2050 02009 3.310000000000 44,774,000.0000 494,006.47 01/31/2020 12X4226 1226301 09/30/2051 02009 3.310000000000 23,273,000.0000 256,778.77 01/31/2020 12X4226 1226301 09/30/2053 02009 3.310000000000 130,000.0000 1,434.33 01/31/2020 12X4226 1226301 09/30/2054 02009 3.310000000000 6,947,000.0000 76,648.57 01/31/2020 12X4226 1226301 09/30/2046 02010 2.790000000000 13,653,500.0000 126,977.55 01/31/2020 12X4226 1226301 09/30/2047 02010 2.790000000000 532,002,000.0000 4,947,618.60 01/31/2020 12X4226 1226301 09/30/2048 02010 2.790000000000 560,939,000.0000 5,216,732.70 01/31/2020 12X4226 1226301 09/30/2049 02010 2.790000000000 295,942,000.0000 2,752,260.60 01/31/2020 12X4226 1226301 09/30/2050 02010 2.790000000000 201,770,000.0000 1,876,461.00 01/31/2020 12X4226 1226301 09/30/2051 02010 2.790000000000 125,327,000.0000 1,165,541.10 01/31/2020 12X4226 1226301 09/30/2052 02010 2.790000000000 36,286,000.0000 337,459.80 01/31/2020 12X4226 1226301 09/30/2053 02010 2.790000000000 32,435,000.0000 301,645.50 01/31/2020 12X4226 1226301 09/30/2054 02010 2.790000000000 2,553,000.0000 23,742.90 01/31/2020 12X4226 1226301 09/30/2055 02010 2.790000000000 153,000.0000 1,422.90 01/31/2020 12X4226 1226301 09/30/2048 02011 2.600000000000 211,707,500.0000 1,834,798.33 01/31/2020 12X4226 1226301 09/30/2049 02011 2.600000000000 183,380,000.0000 1,589,293.33 01/31/2020 12X4226 1226301 09/30/2050 02011 2.600000000000 140,190,000.0000 1,214,980.00 01/31/2020 12X4226 1226301 09/30/2051 02011 2.600000000000 163,098,000.0000 1,413,516.00 01/31/2020 12X4226 1226301 09/30/2052 02011 2.600000000000 82,049,000.0000 711,091.33 01/31/2020 12X4226 1226301 09/30/2053 02011 2.600000000000 16,967,000.0000 147,047.33 01/31/2020 12X4226 1226301 09/30/2054 02011 2.600000000000 3,031,000.0000 26,268.67 01/31/2020 12X4226 1226301 09/30/2055 02011 2.600000000000 1,214,000.0000 10,521.33 01/31/2020 12X4226 1226301 09/30/2049 02012 2.590000000000 64,533,000.0000 557,134.90 01/31/2020 12X4226 1226301 09/30/2050 02012 2.590000000000 259,359,000.0000 2,239,132.70 01/31/2020 12X4226 1226301 09/30/2051 02012 2.590000000000 255,893,000.0000 2,209,209.57 01/31/2020 12X4226 1226301 09/30/2052 02012 2.590000000000 123,312,000.0000 1,064,593.60 01/31/2020 12X4226 1226301 09/30/2053 02012 2.590000000000 48,393,000.0000 417,792.90 01/31/2020 12X4226 1226301 09/30/2054 02012 2.590000000000 9,656,000.0000 83,363.47 01/31/2020 12X4226 1226301 09/30/2055 02012 2.590000000000 561,000.0000 4,843.30 01/31/2020 12X4226 1226301 09/30/2050 02013 2.650000000000 116,901,500.0000 1,032,629.92 01/31/2020 12X4226 1226301 09/30/2051 02013 2.650000000000 312,881,000.0000 2,763,782.17 01/31/2020 12X4226 1226301 09/30/2052 02013 2.650000000000 140,725,000.0000 1,243,070.83 01/31/2020 12X4226 1226301 09/30/2053 02013 2.650000000000 75,331,000.0000 665,423.83 01/31/2020 12X4226 1226301 09/30/2054 02013 2.650000000000 398,702,000.0000 3,521,867.67 01/31/2020 12X4226 1226301 09/30/2055 02013 2.650000000000 7,944,000.0000 70,172.00 01/31/2020 12X4226 1226301 09/30/2051 02014 2.506000000000 206,099,500.0000 1,721,617.82 01/31/2020 12X4226 1226301 09/30/2052 02014 2.506000000000 236,611,000.0000 1,976,490.55 01/31/2020 12X4226 1226301 09/30/2053 02014 2.506000000000 93,142,000.0000 778,046.17 01/31/2020 12X4226 1226301 09/30/2054 02014 2.506000000000 61,980,000.0000 517,739.60 01/31/2020 12X4226 1226301 09/30/2055 02014 2.506000000000 16,060,000.0000 134,154.53 01/31/2020 12X4226 1226301 09/30/2051 02015 2.883000000000 84,802,000.0000 814,947.22 01/31/2020 12X4226 1226301 09/30/2052 02015 2.883000000000 203,919,000.0000 1,959,661.59 01/31/2020 12X4226 1226301 09/30/2053 02015 2.883000000000 203,831,000.0000 1,958,815.91 01/31/2020 12X4226 1226301 09/30/2054 02015 2.883000000000 160,058,000.0000 1,538,157.38 01/31/2020 12X4226 1226301 09/30/2055 02015 2.883000000000 51,818,000.0000 497,970.98 01/31/2020 12X4226 1226301 09/30/2052 02016 2.901700000000 107,490,500.0000 1,039,683.95 01/31/2020 12X4226 1226301 09/30/2053 02016 2.901700000000 265,963,000.0000 2,572,482.79 01/31/2020 12X4226 1226301 09/30/2054 02016 2.901700000000 195,285,000.0000 1,888,861.61 01/31/2020 12X4226 1226301 09/30/2055 02016 2.901700000000 56,874,000.0000 550,104.29 01/31/2020 12X4226 1226301 09/30/2053 02017 3.146000000000 107,034,900.0000 1,122,439.32 01/31/2020 12X4226 1226301 09/30/2054 02017 3.146000000000 192,912,000.0000 2,023,003.84 01/31/2020 12X4226 1226301 09/30/2055 02017 3.146000000000 140,560,000.0000 1,474,005.87 01/31/2020 12X4226 1226301 09/30/2053 02018 2.994000000000 9,053,000.0000 90,348.94 01/31/2020 12X4226 1226301 09/30/2054 02018 2.994000000000 68,532,000.0000 683,949.36 01/31/2020 12X4226 1226301 09/30/2055 02018 2.994000000000 104,479,000.0000 1,042,700.42 01/31/2020 12X4226 1226301 09/30/2054 02019 2.899600000000 13,352,000.0000 129,051.53 01/31/2020 12X4226 1226301 09/30/2055 02019 2.899600000000 9,382,000.0000 90,680.16 01/31/2020 12X4226 1226301 09/30/2055 02020 2.899600000000 128,000.0000 1,237.16 01/31/2020 ------------------------ ---------------------- 13,659,765,400.0000 165,431,122.20 ======================== ====================== 13,659,765,400.0000 165,431,122.20 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00