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 442,338.00 02/29/2020 12X4226 1226301 09/30/2034 01992 6.890000000000 50,000.0000 1,435.42 02/29/2020 12X4226 1226301 09/30/2039 01992 6.890000000000 5,402,000.0000 155,082.42 02/29/2020 12X4226 1226301 09/30/2040 01992 6.890000000000 6,857,000.0000 196,853.04 02/29/2020 12X4226 1226301 09/30/2041 01992 6.890000000000 2,268,000.0000 65,110.50 02/29/2020 12X4226 1226301 09/30/2042 01992 6.890000000000 33,745,000.0000 968,762.71 02/29/2020 12X4226 1226301 09/30/2046 01992 6.890000000000 102,000.0000 2,928.25 02/29/2020 12X4226 1226301 09/30/2047 01992 6.890000000000 3,213,000.0000 92,239.87 02/29/2020 12X4226 1226301 09/30/2048 01992 6.890000000000 4,366,000.0000 125,340.58 02/29/2020 12X4226 1226301 09/30/2049 01992 6.890000000000 5,404,000.0000 155,139.83 02/29/2020 12X4226 1226301 09/30/2054 01992 6.890000000000 250,000.0000 7,177.08 02/29/2020 12X4226 1226301 09/30/2036 01993 6.960000000000 4,627,000.0000 134,183.00 02/29/2020 12X4226 1226301 09/30/2039 01993 6.960000000000 13,150,000.0000 381,350.00 02/29/2020 12X4226 1226301 09/30/2040 01993 6.960000000000 8,952,000.0000 259,608.00 02/29/2020 12X4226 1226301 09/30/2041 01993 6.960000000000 4,997,000.0000 144,913.00 02/29/2020 12X4226 1226301 09/30/2042 01993 6.960000000000 37,590,000.0000 1,090,110.00 02/29/2020 12X4226 1226301 09/30/2043 01993 6.960000000000 6,100,000.0000 176,900.00 02/29/2020 12X4226 1226301 09/30/2044 01993 6.960000000000 77,000.0000 2,233.00 02/29/2020 12X4226 1226301 09/30/2046 01993 6.960000000000 2,485,000.0000 72,065.00 02/29/2020 12X4226 1226301 09/30/2047 01993 6.960000000000 4,445,000.0000 128,905.00 02/29/2020 12X4226 1226301 09/30/2048 01993 6.960000000000 9,102,000.0000 263,958.00 02/29/2020 12X4226 1226301 09/30/2049 01993 6.960000000000 4,234,000.0000 122,786.00 02/29/2020 12X4226 1226301 09/30/2053 01993 6.960000000000 1,151,000.0000 33,379.00 02/29/2020 12X4226 1226301 09/30/2054 01993 6.960000000000 9,000,000.0000 261,000.00 02/29/2020 12X4226 1226301 09/30/2033 01994 6.710000000000 3,626,000.0000 101,376.92 02/29/2020 12X4226 1226301 09/30/2036 01994 6.710000000000 5,000,000.0000 139,791.67 02/29/2020 12X4226 1226301 09/30/2038 01994 6.710000000000 13,000,000.0000 363,458.33 02/29/2020 12X4226 1226301 09/30/2039 01994 6.710000000000 2,871,000.0000 80,268.37 02/29/2020 12X4226 1226301 09/30/2040 01994 6.710000000000 12,875,000.0000 359,963.54 02/29/2020 12X4226 1226301 09/30/2041 01994 6.710000000000 4,965,000.0000 138,813.12 02/29/2020 12X4226 1226301 09/30/2042 01994 6.710000000000 42,549,000.0000 1,189,599.12 02/29/2020 12X4226 1226301 09/30/2043 01994 6.710000000000 7,700,000.0000 215,279.17 02/29/2020 12X4226 1226301 09/30/2044 01994 6.710000000000 85,000.0000 2,376.46 02/29/2020 12X4226 1226301 09/30/2046 01994 6.710000000000 22,000.0000 615.08 02/29/2020 12X4226 1226301 09/30/2047 01994 6.710000000000 4,154,000.0000 116,138.92 02/29/2020 12X4226 1226301 09/30/2048 01994 6.710000000000 4,753,000.0000 132,885.96 02/29/2020 12X4226 1226301 09/30/2049 01994 6.710000000000 13,226,000.0000 369,776.92 02/29/2020 12X4226 1226301 09/30/2054 01994 6.710000000000 13,000,000.0000 363,458.33 02/29/2020 12X4226 1226301 09/30/2033 01995 6.560000000000 22,017,000.0000 601,798.00 02/29/2020 12X4226 1226301 09/30/2036 01995 6.560000000000 22,000,000.0000 601,333.33 02/29/2020 12X4226 1226301 09/30/2038 01995 6.560000000000 5,000,000.0000 136,666.67 02/29/2020 12X4226 1226301 09/30/2039 01995 6.560000000000 12,200,000.0000 333,466.67 02/29/2020 12X4226 1226301 09/30/2040 01995 6.560000000000 7,743,000.0000 211,642.00 02/29/2020 12X4226 1226301 09/30/2041 01995 6.560000000000 7,309,000.0000 199,779.33 02/29/2020 12X4226 1226301 09/30/2042 01995 6.560000000000 45,778,000.0000 1,251,265.33 02/29/2020 12X4226 1226301 09/30/2043 01995 6.560000000000 3,700,000.0000 101,133.33 02/29/2020 12X4226 1226301 09/30/2044 01995 6.560000000000 112,000.0000 3,061.33 02/29/2020 12X4226 1226301 09/30/2045 01995 6.560000000000 8,000,000.0000 218,666.67 02/29/2020 12X4226 1226301 09/30/2046 01995 6.560000000000 774,000.0000 21,156.00 02/29/2020 12X4226 1226301 09/30/2047 01995 6.560000000000 4,794,000.0000 131,036.00 02/29/2020 12X4226 1226301 09/30/2048 01995 6.560000000000 8,238,000.0000 225,172.00 02/29/2020 12X4226 1226301 09/30/2049 01995 6.560000000000 15,086,000.0000 412,350.67 02/29/2020 12X4226 1226301 09/30/2054 01995 6.560000000000 21,000.0000 574.00 02/29/2020 12X4226 1226301 09/30/2034 01996 6.260000000000 6,035,000.0000 157,412.92 02/29/2020 12X4226 1226301 09/30/2036 01996 6.260000000000 23,000,000.0000 599,916.67 02/29/2020 12X4226 1226301 09/30/2038 01996 6.260000000000 152,000.0000 3,964.67 02/29/2020 12X4226 1226301 09/30/2039 01996 6.260000000000 7,600,000.0000 198,233.33 02/29/2020 12X4226 1226301 09/30/2040 01996 6.260000000000 44,441,000.0000 1,159,169.42 02/29/2020 12X4226 1226301 09/30/2041 01996 6.260000000000 5,189,000.0000 135,346.42 02/29/2020 12X4226 1226301 09/30/2042 01996 6.260000000000 30,500,000.0000 795,541.67 02/29/2020 12X4226 1226301 09/30/2043 01996 6.260000000000 3,652,000.0000 95,256.33 02/29/2020 12X4226 1226301 09/30/2044 01996 6.260000000000 28,000.0000 730.33 02/29/2020 12X4226 1226301 09/30/2045 01996 6.260000000000 7,718,000.0000 201,311.17 02/29/2020 12X4226 1226301 09/30/2046 01996 6.260000000000 1,188,000.0000 30,987.00 02/29/2020 12X4226 1226301 09/30/2047 01996 6.260000000000 2,586,000.0000 67,451.50 02/29/2020 12X4226 1226301 09/30/2048 01996 6.260000000000 3,640,000.0000 94,943.33 02/29/2020 12X4226 1226301 09/30/2049 01996 6.260000000000 12,790,000.0000 333,605.83 02/29/2020 12X4226 1226301 09/30/2036 01997 6.030000000000 68,000,000.0000 1,708,500.00 02/29/2020 12X4226 1226301 09/30/2038 01997 6.030000000000 12,000,000.0000 301,500.00 02/29/2020 12X4226 1226301 09/30/2039 01997 6.030000000000 14,200,000.0000 356,775.00 02/29/2020 12X4226 1226301 09/30/2040 01997 6.030000000000 8,441,000.0000 212,080.13 02/29/2020 12X4226 1226301 09/30/2041 01997 6.030000000000 4,913,000.0000 123,439.13 02/29/2020 12X4226 1226301 09/30/2042 01997 6.030000000000 47,484,000.0000 1,193,035.50 02/29/2020 12X4226 1226301 09/30/2043 01997 6.030000000000 5,100,000.0000 128,137.50 02/29/2020 12X4226 1226301 09/30/2044 01997 6.030000000000 2,087,000.0000 52,435.88 02/29/2020 12X4226 1226301 09/30/2045 01997 6.030000000000 129,000.0000 3,241.13 02/29/2020 12X4226 1226301 09/30/2047 01997 6.030000000000 4,558,000.0000 114,519.75 02/29/2020 12X4226 1226301 09/30/2048 01997 6.030000000000 7,352,000.0000 184,719.00 02/29/2020 12X4226 1226301 09/30/2049 01997 6.030000000000 15,792,000.0000 396,774.00 02/29/2020 12X4226 1226301 09/30/2053 01997 6.030000000000 142,000.0000 3,567.75 02/29/2020 12X4226 1226301 09/30/2036 01998 5.890000000000 11,350,000.0000 278,547.92 02/29/2020 12X4226 1226301 09/30/2037 01998 5.890000000000 18,750,000.0000 460,156.25 02/29/2020 12X4226 1226301 09/30/2038 01998 5.890000000000 28,000,000.0000 687,166.67 02/29/2020 12X4226 1226301 09/30/2039 01998 5.890000000000 25,500,000.0000 625,812.50 02/29/2020 12X4226 1226301 09/30/2040 01998 5.890000000000 29,789,000.0000 731,071.71 02/29/2020 12X4226 1226301 09/30/2041 01998 5.890000000000 10,475,000.0000 257,073.96 02/29/2020 12X4226 1226301 09/30/2042 01998 5.890000000000 42,229,000.0000 1,036,370.04 02/29/2020 12X4226 1226301 09/30/2043 01998 5.890000000000 19,113,000.0000 469,064.87 02/29/2020 12X4226 1226301 09/30/2044 01998 5.890000000000 3,659,000.0000 89,797.96 02/29/2020 12X4226 1226301 09/30/2045 01998 5.890000000000 29,000.0000 711.71 02/29/2020 12X4226 1226301 09/30/2046 01998 5.890000000000 933,000.0000 22,897.37 02/29/2020 12X4226 1226301 09/30/2047 01998 5.890000000000 2,927,000.0000 71,833.46 02/29/2020 12X4226 1226301 09/30/2048 01998 5.890000000000 7,798,000.0000 191,375.92 02/29/2020 12X4226 1226301 09/30/2049 01998 5.890000000000 13,973,000.0000 342,920.71 02/29/2020 12X4226 1226301 09/30/2054 01998 5.890000000000 8,000,000.0000 196,333.33 02/29/2020 12X4226 1226301 09/30/2037 01999 5.660000000000 3,119,000.0000 73,556.42 02/29/2020 12X4226 1226301 09/30/2038 01999 5.660000000000 58,000,000.0000 1,367,833.33 02/29/2020 12X4226 1226301 09/30/2039 01999 5.660000000000 44,200,000.0000 1,042,383.33 02/29/2020 12X4226 1226301 09/30/2040 01999 5.660000000000 24,227,000.0000 571,353.42 02/29/2020 12X4226 1226301 09/30/2041 01999 5.660000000000 8,698,000.0000 205,127.83 02/29/2020 12X4226 1226301 09/30/2042 01999 5.660000000000 48,054,000.0000 1,133,273.50 02/29/2020 12X4226 1226301 09/30/2043 01999 5.660000000000 7,741,000.0000 182,558.58 02/29/2020 12X4226 1226301 09/30/2044 01999 5.660000000000 11,319,000.0000 266,939.75 02/29/2020 12X4226 1226301 09/30/2045 01999 5.660000000000 8,721,000.0000 205,670.25 02/29/2020 12X4226 1226301 09/30/2046 01999 5.660000000000 40,000.0000 943.33 02/29/2020 12X4226 1226301 09/30/2047 01999 5.660000000000 367,000.0000 8,655.08 02/29/2020 12X4226 1226301 09/30/2048 01999 5.660000000000 6,566,000.0000 154,848.17 02/29/2020 12X4226 1226301 09/30/2049 01999 5.660000000000 22,191,000.0000 523,337.75 02/29/2020 12X4226 1226301 09/30/2054 01999 5.660000000000 10,000,000.0000 235,833.33 02/29/2020 12X4226 1226301 09/30/2039 02000 5.420000000000 83,816,500.0000 1,892,855.96 02/29/2020 12X4226 1226301 09/30/2040 02000 5.420000000000 36,113,000.0000 815,551.92 02/29/2020 12X4226 1226301 09/30/2041 02000 5.420000000000 25,985,000.0000 586,827.92 02/29/2020 12X4226 1226301 09/30/2042 02000 5.420000000000 79,191,000.0000 1,788,396.75 02/29/2020 12X4226 1226301 09/30/2043 02000 5.420000000000 15,114,000.0000 341,324.50 02/29/2020 12X4226 1226301 09/30/2044 02000 5.420000000000 706,000.0000 15,943.83 02/29/2020 12X4226 1226301 09/30/2045 02000 5.420000000000 10,523,000.0000 237,644.42 02/29/2020 12X4226 1226301 09/30/2046 02000 5.420000000000 7,084,000.0000 159,980.33 02/29/2020 12X4226 1226301 09/30/2047 02000 5.420000000000 2,544,000.0000 57,452.00 02/29/2020 12X4226 1226301 09/30/2048 02000 5.420000000000 4,099,000.0000 92,569.08 02/29/2020 12X4226 1226301 09/30/2049 02000 5.420000000000 14,411,000.0000 325,448.42 02/29/2020 12X4226 1226301 09/30/2054 02000 5.420000000000 5,000,000.0000 112,916.67 02/29/2020 12X4226 1226301 09/30/2039 02001 5.000000000000 34,507,900.0000 718,914.58 02/29/2020 12X4226 1226301 09/30/2040 02001 5.000000000000 87,344,600.0000 1,819,679.17 02/29/2020 12X4226 1226301 09/30/2041 02001 5.000000000000 48,088,000.0000 1,001,833.33 02/29/2020 12X4226 1226301 09/30/2042 02001 5.000000000000 58,527,000.0000 1,219,312.50 02/29/2020 12X4226 1226301 09/30/2043 02001 5.000000000000 20,095,000.0000 418,645.83 02/29/2020 12X4226 1226301 09/30/2044 02001 5.000000000000 3,679,000.0000 76,645.83 02/29/2020 12X4226 1226301 09/30/2045 02001 5.000000000000 348,000.0000 7,250.00 02/29/2020 12X4226 1226301 09/30/2046 02001 5.000000000000 18,413,000.0000 383,604.17 02/29/2020 12X4226 1226301 09/30/2047 02001 5.000000000000 1,435,000.0000 29,895.83 02/29/2020 12X4226 1226301 09/30/2048 02001 5.000000000000 4,098,000.0000 85,375.00 02/29/2020 12X4226 1226301 09/30/2049 02001 5.000000000000 6,938,000.0000 144,541.67 02/29/2020 12X4226 1226301 09/30/2054 02001 5.000000000000 13,000,000.0000 270,833.33 02/29/2020 12X4226 1226301 09/30/2040 02002 4.840000000000 47,226,000.0000 952,391.00 02/29/2020 12X4226 1226301 09/30/2041 02002 4.840000000000 101,381,000.0000 2,044,516.83 02/29/2020 12X4226 1226301 09/30/2042 02002 4.840000000000 177,538,000.0000 3,580,349.67 02/29/2020 12X4226 1226301 09/30/2043 02002 4.840000000000 42,528,000.0000 857,648.00 02/29/2020 12X4226 1226301 09/30/2044 02002 4.840000000000 26,118,000.0000 526,713.00 02/29/2020 12X4226 1226301 09/30/2045 02002 4.840000000000 36,708,000.0000 740,278.00 02/29/2020 12X4226 1226301 09/30/2046 02002 4.840000000000 4,502,000.0000 90,790.33 02/29/2020 12X4226 1226301 09/30/2047 02002 4.840000000000 2,392,000.0000 48,238.67 02/29/2020 12X4226 1226301 09/30/2048 02002 4.840000000000 3,169,000.0000 63,908.17 02/29/2020 12X4226 1226301 09/30/2049 02002 4.840000000000 12,587,000.0000 253,837.83 02/29/2020 12X4226 1226301 09/30/2053 02002 4.840000000000 882,000.0000 17,787.00 02/29/2020 12X4226 1226301 09/30/2054 02002 4.840000000000 10,000,000.0000 201,666.67 02/29/2020 12X4226 1226301 09/30/2041 02003 4.760000000000 67,442,500.0000 1,337,609.58 02/29/2020 12X4226 1226301 09/30/2042 02003 4.760000000000 123,287,000.0000 2,445,192.17 02/29/2020 12X4226 1226301 09/30/2043 02003 4.760000000000 97,576,000.0000 1,935,257.33 02/29/2020 12X4226 1226301 09/30/2044 02003 4.760000000000 17,934,000.0000 355,691.00 02/29/2020 12X4226 1226301 09/30/2045 02003 4.760000000000 32,073,000.0000 636,114.50 02/29/2020 12X4226 1226301 09/30/2046 02003 4.760000000000 4,610,000.0000 91,431.67 02/29/2020 12X4226 1226301 09/30/2047 02003 4.760000000000 4,521,000.0000 89,666.50 02/29/2020 12X4226 1226301 09/30/2048 02003 4.760000000000 40,000.0000 793.33 02/29/2020 12X4226 1226301 09/30/2049 02003 4.760000000000 600,000.0000 11,900.00 02/29/2020 12X4226 1226301 09/30/2050 02003 4.760000000000 444,000.0000 8,806.00 02/29/2020 12X4226 1226301 09/30/2054 02003 4.760000000000 16,000,000.0000 317,333.33 02/29/2020 12X4226 1226301 09/30/2042 02004 4.690000000000 169,356,000.0000 3,309,498.50 02/29/2020 12X4226 1226301 09/30/2043 02004 4.690000000000 112,982,000.0000 2,207,856.58 02/29/2020 12X4226 1226301 09/30/2044 02004 4.690000000000 53,536,000.0000 1,046,182.67 02/29/2020 12X4226 1226301 09/30/2045 02004 4.690000000000 14,227,000.0000 278,019.29 02/29/2020 12X4226 1226301 09/30/2046 02004 4.690000000000 16,508,000.0000 322,593.83 02/29/2020 12X4226 1226301 09/30/2047 02004 4.690000000000 10,433,000.0000 203,878.21 02/29/2020 12X4226 1226301 09/30/2048 02004 4.690000000000 4,490,000.0000 87,742.08 02/29/2020 12X4226 1226301 09/30/2049 02004 4.690000000000 10,863,000.0000 212,281.12 02/29/2020 12X4226 1226301 09/30/2053 02004 4.690000000000 183,000.0000 3,576.12 02/29/2020 12X4226 1226301 09/30/2054 02004 4.690000000000 15,001,000.0000 293,144.54 02/29/2020 12X4226 1226301 09/30/2043 02005 4.520000000000 171,270,500.0000 3,225,594.42 02/29/2020 12X4226 1226301 09/30/2044 02005 4.520000000000 95,770,000.0000 1,803,668.33 02/29/2020 12X4226 1226301 09/30/2045 02005 4.520000000000 104,436,000.0000 1,966,878.00 02/29/2020 12X4226 1226301 09/30/2046 02005 4.520000000000 65,126,000.0000 1,226,539.67 02/29/2020 12X4226 1226301 09/30/2047 02005 4.520000000000 25,193,000.0000 474,468.17 02/29/2020 12X4226 1226301 09/30/2048 02005 4.520000000000 24,742,000.0000 465,974.33 02/29/2020 12X4226 1226301 09/30/2049 02005 4.520000000000 20,124,000.0000 379,002.00 02/29/2020 12X4226 1226301 09/30/2050 02005 4.520000000000 97,000.0000 1,826.83 02/29/2020 12X4226 1226301 09/30/2051 02005 4.520000000000 63,000.0000 1,186.50 02/29/2020 12X4226 1226301 09/30/2053 02005 4.520000000000 513,000.0000 9,661.50 02/29/2020 12X4226 1226301 09/30/2043 02006 4.340000000000 119,632,500.0000 2,163,354.37 02/29/2020 12X4226 1226301 09/30/2044 02006 4.340000000000 182,138,000.0000 3,293,662.17 02/29/2020 12X4226 1226301 09/30/2045 02006 4.340000000000 112,058,000.0000 2,026,382.17 02/29/2020 12X4226 1226301 09/30/2046 02006 4.340000000000 86,045,000.0000 1,555,980.42 02/29/2020 12X4226 1226301 09/30/2047 02006 4.340000000000 63,962,000.0000 1,156,646.17 02/29/2020 12X4226 1226301 09/30/2048 02006 4.340000000000 25,708,000.0000 464,886.33 02/29/2020 12X4226 1226301 09/30/2049 02006 4.340000000000 8,059,000.0000 145,733.58 02/29/2020 12X4226 1226301 09/30/2050 02006 4.340000000000 545,000.0000 9,855.42 02/29/2020 12X4226 1226301 09/30/2051 02006 4.340000000000 102,000.0000 1,844.50 02/29/2020 12X4226 1226301 09/30/2053 02006 4.340000000000 1,136,000.0000 20,542.67 02/29/2020 12X4226 1226301 09/30/2044 02007 3.930000000000 61,762,500.0000 1,011,360.94 02/29/2020 12X4226 1226301 09/30/2045 02007 3.930000000000 197,431,000.0000 3,232,932.62 02/29/2020 12X4226 1226301 09/30/2046 02007 3.930000000000 167,157,000.0000 2,737,195.87 02/29/2020 12X4226 1226301 09/30/2047 02007 3.930000000000 82,700,000.0000 1,354,212.50 02/29/2020 12X4226 1226301 09/30/2048 02007 3.930000000000 89,976,000.0000 1,473,357.00 02/29/2020 12X4226 1226301 09/30/2049 02007 3.930000000000 9,060,000.0000 148,357.50 02/29/2020 12X4226 1226301 09/30/2050 02007 3.930000000000 1,707,000.0000 27,952.12 02/29/2020 12X4226 1226301 09/30/2051 02007 3.930000000000 2,396,000.0000 39,234.50 02/29/2020 12X4226 1226301 09/30/2052 02007 3.930000000000 750,000.0000 12,281.25 02/29/2020 12X4226 1226301 09/30/2053 02007 3.930000000000 414,000.0000 6,779.25 02/29/2020 12X4226 1226301 09/30/2045 02008 3.420000000000 76,487,000.0000 1,089,939.75 02/29/2020 12X4226 1226301 09/30/2046 02008 3.420000000000 246,347,000.0000 3,510,444.75 02/29/2020 12X4226 1226301 09/30/2047 02008 3.420000000000 171,083,000.0000 2,437,932.75 02/29/2020 12X4226 1226301 09/30/2048 02008 3.420000000000 173,188,000.0000 2,467,929.00 02/29/2020 12X4226 1226301 09/30/2049 02008 3.420000000000 92,628,000.0000 1,319,949.00 02/29/2020 12X4226 1226301 09/30/2050 02008 3.420000000000 6,790,000.0000 96,757.50 02/29/2020 12X4226 1226301 09/30/2051 02008 3.420000000000 5,975,000.0000 85,143.75 02/29/2020 12X4226 1226301 09/30/2052 02008 3.420000000000 9,090,000.0000 129,532.50 02/29/2020 12X4226 1226301 09/30/2053 02008 3.420000000000 7,631,000.0000 108,741.75 02/29/2020 12X4226 1226301 09/30/2054 02008 3.420000000000 712,000.0000 10,146.00 02/29/2020 12X4226 1226301 09/30/2055 02008 3.420000000000 109,000.0000 1,553.25 02/29/2020 12X4226 1226301 09/30/2046 02009 3.310000000000 248,924,000.0000 3,433,076.83 02/29/2020 12X4226 1226301 09/30/2047 02009 3.310000000000 289,781,000.0000 3,996,562.96 02/29/2020 12X4226 1226301 09/30/2048 02009 3.310000000000 274,288,000.0000 3,782,888.67 02/29/2020 12X4226 1226301 09/30/2049 02009 3.310000000000 149,025,000.0000 2,055,303.12 02/29/2020 12X4226 1226301 09/30/2050 02009 3.310000000000 44,774,000.0000 617,508.08 02/29/2020 12X4226 1226301 09/30/2051 02009 3.310000000000 23,273,000.0000 320,973.46 02/29/2020 12X4226 1226301 09/30/2053 02009 3.310000000000 130,000.0000 1,792.92 02/29/2020 12X4226 1226301 09/30/2054 02009 3.310000000000 6,947,000.0000 95,810.71 02/29/2020 12X4226 1226301 09/30/2046 02010 2.790000000000 13,653,500.0000 158,721.94 02/29/2020 12X4226 1226301 09/30/2047 02010 2.790000000000 532,002,000.0000 6,184,523.25 02/29/2020 12X4226 1226301 09/30/2048 02010 2.790000000000 560,939,000.0000 6,520,915.88 02/29/2020 12X4226 1226301 09/30/2049 02010 2.790000000000 295,942,000.0000 3,440,325.75 02/29/2020 12X4226 1226301 09/30/2050 02010 2.790000000000 201,770,000.0000 2,345,576.25 02/29/2020 12X4226 1226301 09/30/2051 02010 2.790000000000 125,327,000.0000 1,456,926.38 02/29/2020 12X4226 1226301 09/30/2052 02010 2.790000000000 36,286,000.0000 421,824.75 02/29/2020 12X4226 1226301 09/30/2053 02010 2.790000000000 32,435,000.0000 377,056.88 02/29/2020 12X4226 1226301 09/30/2054 02010 2.790000000000 2,553,000.0000 29,678.63 02/29/2020 12X4226 1226301 09/30/2055 02010 2.790000000000 153,000.0000 1,778.63 02/29/2020 12X4226 1226301 09/30/2048 02011 2.600000000000 211,707,500.0000 2,293,497.92 02/29/2020 12X4226 1226301 09/30/2049 02011 2.600000000000 183,380,000.0000 1,986,616.67 02/29/2020 12X4226 1226301 09/30/2050 02011 2.600000000000 140,190,000.0000 1,518,725.00 02/29/2020 12X4226 1226301 09/30/2051 02011 2.600000000000 163,098,000.0000 1,766,895.00 02/29/2020 12X4226 1226301 09/30/2052 02011 2.600000000000 82,049,000.0000 888,864.17 02/29/2020 12X4226 1226301 09/30/2053 02011 2.600000000000 16,967,000.0000 183,809.17 02/29/2020 12X4226 1226301 09/30/2054 02011 2.600000000000 3,031,000.0000 32,835.83 02/29/2020 12X4226 1226301 09/30/2055 02011 2.600000000000 3,500,000.0000 37,916.67 02/29/2020 12X4226 1226301 09/30/2049 02012 2.590000000000 64,533,000.0000 696,418.62 02/29/2020 12X4226 1226301 09/30/2050 02012 2.590000000000 259,359,000.0000 2,798,915.87 02/29/2020 12X4226 1226301 09/30/2051 02012 2.590000000000 255,893,000.0000 2,761,511.96 02/29/2020 12X4226 1226301 09/30/2052 02012 2.590000000000 123,312,000.0000 1,330,742.00 02/29/2020 12X4226 1226301 09/30/2053 02012 2.590000000000 48,393,000.0000 522,241.12 02/29/2020 12X4226 1226301 09/30/2054 02012 2.590000000000 9,656,000.0000 104,204.33 02/29/2020 12X4226 1226301 09/30/2055 02012 2.590000000000 3,619,000.0000 39,055.04 02/29/2020 12X4226 1226301 09/30/2050 02013 2.650000000000 116,901,500.0000 1,290,787.40 02/29/2020 12X4226 1226301 09/30/2051 02013 2.650000000000 312,881,000.0000 3,454,727.71 02/29/2020 12X4226 1226301 09/30/2052 02013 2.650000000000 140,725,000.0000 1,553,838.54 02/29/2020 12X4226 1226301 09/30/2053 02013 2.650000000000 75,331,000.0000 831,779.79 02/29/2020 12X4226 1226301 09/30/2054 02013 2.650000000000 398,702,000.0000 4,402,334.58 02/29/2020 12X4226 1226301 09/30/2055 02013 2.650000000000 8,411,000.0000 92,871.46 02/29/2020 12X4226 1226301 09/30/2051 02014 2.506000000000 206,099,500.0000 2,152,022.28 02/29/2020 12X4226 1226301 09/30/2052 02014 2.506000000000 236,611,000.0000 2,470,613.19 02/29/2020 12X4226 1226301 09/30/2053 02014 2.506000000000 93,142,000.0000 972,557.72 02/29/2020 12X4226 1226301 09/30/2054 02014 2.506000000000 61,980,000.0000 647,174.50 02/29/2020 12X4226 1226301 09/30/2055 02014 2.506000000000 16,461,000.0000 171,880.27 02/29/2020 12X4226 1226301 09/30/2051 02015 2.883000000000 84,802,000.0000 1,018,684.02 02/29/2020 12X4226 1226301 09/30/2052 02015 2.883000000000 203,919,000.0000 2,449,576.99 02/29/2020 12X4226 1226301 09/30/2053 02015 2.883000000000 203,831,000.0000 2,448,519.89 02/29/2020 12X4226 1226301 09/30/2054 02015 2.883000000000 160,058,000.0000 1,922,696.72 02/29/2020 12X4226 1226301 09/30/2055 02015 2.883000000000 51,818,000.0000 622,463.72 02/29/2020 12X4226 1226301 09/30/2052 02016 2.901700000000 107,490,500.0000 1,299,604.93 02/29/2020 12X4226 1226301 09/30/2053 02016 2.901700000000 265,963,000.0000 3,215,603.49 02/29/2020 12X4226 1226301 09/30/2054 02016 2.901700000000 195,285,000.0000 2,361,077.02 02/29/2020 12X4226 1226301 09/30/2055 02016 2.901700000000 61,459,000.0000 743,064.92 02/29/2020 12X4226 1226301 09/30/2053 02017 3.146000000000 107,034,900.0000 1,403,049.15 02/29/2020 12X4226 1226301 09/30/2054 02017 3.146000000000 192,912,000.0000 2,528,754.80 02/29/2020 12X4226 1226301 09/30/2055 02017 3.146000000000 149,495,000.0000 1,959,630.29 02/29/2020 12X4226 1226301 09/30/2053 02018 2.994000000000 9,053,000.0000 112,936.17 02/29/2020 12X4226 1226301 09/30/2054 02018 2.994000000000 68,532,000.0000 854,936.70 02/29/2020 12X4226 1226301 09/30/2055 02018 2.994000000000 104,479,000.0000 1,303,375.52 02/29/2020 12X4226 1226301 09/30/2054 02019 2.899600000000 13,352,000.0000 161,314.41 02/29/2020 12X4226 1226301 09/30/2055 02019 2.899600000000 12,661,000.0000 152,965.98 02/29/2020 12X4226 1226301 09/30/2055 02020 2.899600000000 456,000.0000 5,509.24 02/29/2020 ------------------------ ---------------------- 13,683,104,400.0000 207,072,148.27 ======================== ====================== 13,683,104,400.0000 207,072,148.27 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00