Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- 303 SUB-COHORT 12X4225 1225303 09/30/2046 01992 6.890000000000 5,000.0000 172.25 03/31/2020 12X4225 1225303 09/30/2047 01992 6.890000000000 2,400,000.0000 82,680.00 03/31/2020 12X4225 1225303 09/30/2048 01992 6.890000000000 525,000.0000 18,086.25 03/31/2020 12X4225 1225303 09/30/2052 01992 6.890000000000 580,000.0000 19,981.00 03/31/2020 12X4225 1225303 09/30/2053 01992 6.890000000000 6,000.0000 206.70 03/31/2020 12X4225 1225303 09/30/2054 01992 6.890000000000 5,000.0000 172.25 03/31/2020 12X4225 1225303 09/30/2057 01992 6.890000000000 9,000.0000 310.05 03/31/2020 12X4225 1225303 09/30/2058 01992 6.890000000000 48,000.0000 1,653.60 03/31/2020 12X4225 1225303 09/30/2047 01993 6.970000000000 866,000.0000 30,180.10 03/31/2020 12X4225 1225303 09/30/2048 01993 6.970000000000 1,020,000.0000 35,547.00 03/31/2020 12X4225 1225303 09/30/2052 01993 6.970000000000 311,000.0000 10,838.35 03/31/2020 12X4225 1225303 09/30/2053 01993 6.970000000000 431,000.0000 15,020.35 03/31/2020 12X4225 1225303 09/30/2058 01993 6.970000000000 38,000.0000 1,324.30 03/31/2020 12X4225 1225303 09/30/2059 01993 6.970000000000 5,000.0000 174.25 03/31/2020 12X4225 1225303 09/30/2047 01994 6.970000000000 4,333,000.0000 151,005.05 03/31/2020 12X4225 1225303 09/30/2048 01994 6.970000000000 1,200,000.0000 41,820.00 03/31/2020 12X4225 1225303 09/30/2051 01994 6.970000000000 625,000.0000 21,781.25 03/31/2020 12X4225 1225303 09/30/2052 01994 6.970000000000 5,807,000.0000 202,373.95 03/31/2020 12X4225 1225303 09/30/2053 01994 6.970000000000 22,000.0000 766.70 03/31/2020 12X4225 1225303 09/30/2054 01994 6.970000000000 176,000.0000 6,133.60 03/31/2020 12X4225 1225303 09/30/2059 01994 6.970000000000 18,000.0000 627.30 03/31/2020 12X4225 1225303 09/30/2047 01995 6.610000000000 5,191,000.0000 171,562.55 03/31/2020 12X4225 1225303 09/30/2048 01995 6.610000000000 1,905,000.0000 62,960.25 03/31/2020 12X4225 1225303 09/30/2052 01995 6.610000000000 3,120,000.0000 103,116.00 03/31/2020 12X4225 1225303 09/30/2053 01995 6.610000000000 27,000.0000 892.35 03/31/2020 12X4225 1225303 09/30/2054 01995 6.610000000000 231,000.0000 7,634.55 03/31/2020 12X4225 1225303 09/30/2058 01995 6.610000000000 169,000.0000 5,585.45 03/31/2020 12X4225 1225303 09/30/2059 01995 6.610000000000 77,000.0000 2,544.85 03/31/2020 12X4225 1225303 09/30/2045 01996 6.370000000000 638,900.0000 20,348.96 03/31/2020 12X4225 1225303 09/30/2046 01996 6.370000000000 4,437,000.0000 141,318.45 03/31/2020 12X4225 1225303 09/30/2047 01996 6.370000000000 7,451,000.0000 237,314.35 03/31/2020 12X4225 1225303 09/30/2048 01996 6.370000000000 1,700,000.0000 54,145.00 03/31/2020 12X4225 1225303 09/30/2050 01996 6.370000000000 2,000,000.0000 63,700.00 03/31/2020 12X4225 1225303 09/30/2051 01996 6.370000000000 717,000.0000 22,836.45 03/31/2020 12X4225 1225303 09/30/2052 01996 6.370000000000 513,000.0000 16,339.05 03/31/2020 12X4225 1225303 09/30/2053 01996 6.370000000000 505,000.0000 16,084.25 03/31/2020 12X4225 1225303 09/30/2054 01996 6.370000000000 377,000.0000 12,007.45 03/31/2020 12X4225 1225303 09/30/2058 01996 6.370000000000 227,000.0000 7,229.95 03/31/2020 12X4225 1225303 09/30/2059 01996 6.370000000000 275,000.0000 8,758.75 03/31/2020 12X4225 1225303 09/30/2040 01997 6.010000000000 384,000.0000 11,539.20 03/31/2020 12X4225 1225303 09/30/2041 01997 6.010000000000 6,000,000.0000 180,300.00 03/31/2020 12X4225 1225303 09/30/2042 01997 6.010000000000 1,000,000.0000 30,050.00 03/31/2020 12X4225 1225303 09/30/2044 01997 6.010000000000 1,022,000.0000 30,711.10 03/31/2020 12X4225 1225303 09/30/2045 01997 6.010000000000 50,870.0000 1,528.64 03/31/2020 12X4225 1225303 09/30/2046 01997 6.010000000000 970,000.0000 29,148.50 03/31/2020 12X4225 1225303 09/30/2047 01997 6.010000000000 4,600,000.0000 138,230.00 03/31/2020 12X4225 1225303 09/30/2048 01997 6.010000000000 900,000.0000 27,045.00 03/31/2020 12X4225 1225303 09/30/2051 01997 6.010000000000 37,000.0000 1,111.85 03/31/2020 12X4225 1225303 09/30/2052 01997 6.010000000000 4,254,000.0000 127,832.70 03/31/2020 12X4225 1225303 09/30/2053 01997 6.010000000000 33,000.0000 991.65 03/31/2020 12X4225 1225303 09/30/2057 01997 6.010000000000 4,000.0000 120.20 03/31/2020 12X4225 1225303 09/30/2058 01997 6.010000000000 351,000.0000 10,547.55 03/31/2020 12X4225 1225303 09/30/2059 01997 6.010000000000 5,000.0000 150.25 03/31/2020 12X4225 1225303 09/30/2037 01998 5.970000000000 275,000.0000 8,208.75 03/31/2020 12X4225 1225303 09/30/2042 01998 5.970000000000 3,301,000.0000 98,534.85 03/31/2020 12X4225 1225303 09/30/2044 01998 5.970000000000 600,000.0000 17,910.00 03/31/2020 12X4225 1225303 09/30/2045 01998 5.970000000000 2,157,500.0000 64,401.37 03/31/2020 12X4225 1225303 09/30/2046 01998 5.970000000000 3,746,000.0000 111,818.10 03/31/2020 12X4225 1225303 09/30/2047 01998 5.970000000000 8,000,000.0000 238,800.00 03/31/2020 12X4225 1225303 09/30/2048 01998 5.970000000000 500,000.0000 14,925.00 03/31/2020 12X4225 1225303 09/30/2051 01998 5.970000000000 909,000.0000 27,133.65 03/31/2020 12X4225 1225303 09/30/2052 01998 5.970000000000 7,519,000.0000 224,442.15 03/31/2020 12X4225 1225303 09/30/2053 01998 5.970000000000 997,000.0000 29,760.45 03/31/2020 12X4225 1225303 09/30/2057 01998 5.970000000000 17,000.0000 507.45 03/31/2020 12X4225 1225303 09/30/2058 01998 5.970000000000 192,000.0000 5,731.20 03/31/2020 12X4225 1225303 09/30/2059 01998 5.970000000000 2,000.0000 59.70 03/31/2020 12X4225 1225303 09/30/2042 01999 5.890000000000 5,722,000.0000 168,512.90 03/31/2020 12X4225 1225303 09/30/2043 01999 5.890000000000 8,000,000.0000 235,600.00 03/31/2020 12X4225 1225303 09/30/2044 01999 5.890000000000 3,000,000.0000 88,350.00 03/31/2020 12X4225 1225303 09/30/2045 01999 5.890000000000 2,000,000.0000 58,900.00 03/31/2020 12X4225 1225303 09/30/2046 01999 5.890000000000 715,000.0000 21,056.75 03/31/2020 12X4225 1225303 09/30/2047 01999 5.890000000000 7,100,000.0000 209,095.00 03/31/2020 12X4225 1225303 09/30/2048 01999 5.890000000000 78,000.0000 2,297.10 03/31/2020 12X4225 1225303 09/30/2049 01999 5.890000000000 863,000.0000 25,415.35 03/31/2020 12X4225 1225303 09/30/2052 01999 5.890000000000 3,658,000.0000 107,728.10 03/31/2020 12X4225 1225303 09/30/2053 01999 5.890000000000 361,000.0000 10,631.45 03/31/2020 12X4225 1225303 09/30/2057 01999 5.890000000000 1,000.0000 29.45 03/31/2020 12X4225 1225303 09/30/2058 01999 5.890000000000 126,600.0000 3,728.37 03/31/2020 12X4225 1225303 09/30/2059 01999 5.890000000000 20,000.0000 589.00 03/31/2020 12X4225 1225303 09/30/2043 02000 5.660000000000 9,379,000.0000 265,425.70 03/31/2020 12X4225 1225303 09/30/2044 02000 5.660000000000 4,500,000.0000 127,350.00 03/31/2020 12X4225 1225303 09/30/2045 02000 5.660000000000 2,500,000.0000 70,750.00 03/31/2020 12X4225 1225303 09/30/2046 02000 5.660000000000 4,046,000.0000 114,501.80 03/31/2020 12X4225 1225303 09/30/2047 02000 5.660000000000 7,200,000.0000 203,760.00 03/31/2020 12X4225 1225303 09/30/2048 02000 5.660000000000 3,800,000.0000 107,540.00 03/31/2020 12X4225 1225303 09/30/2049 02000 5.660000000000 87,000.0000 2,462.10 03/31/2020 12X4225 1225303 09/30/2051 02000 5.660000000000 197,000.0000 5,575.10 03/31/2020 12X4225 1225303 09/30/2052 02000 5.660000000000 2,147,000.0000 60,760.10 03/31/2020 12X4225 1225303 09/30/2053 02000 5.660000000000 805,000.0000 22,781.50 03/31/2020 12X4225 1225303 09/30/2054 02000 5.660000000000 824,000.0000 23,319.20 03/31/2020 12X4225 1225303 09/30/2058 02000 5.660000000000 306,000.0000 8,659.80 03/31/2020 12X4225 1225303 09/30/2037 02001 4.870000000000 4,129,000.0000 100,541.15 03/31/2020 12X4225 1225303 09/30/2044 02001 4.870000000000 19,300,000.0000 469,955.00 03/31/2020 12X4225 1225303 09/30/2045 02001 4.870000000000 29,140,000.0000 709,559.00 03/31/2020 12X4225 1225303 09/30/2046 02001 4.870000000000 13,195,000.0000 321,298.25 03/31/2020 12X4225 1225303 09/30/2047 02001 4.870000000000 10,761,000.0000 262,030.35 03/31/2020 12X4225 1225303 09/30/2048 02001 4.870000000000 607,000.0000 14,780.45 03/31/2020 12X4225 1225303 09/30/2049 02001 4.870000000000 554,000.0000 13,489.90 03/31/2020 12X4225 1225303 09/30/2050 02001 4.870000000000 1,811,000.0000 44,097.85 03/31/2020 12X4225 1225303 09/30/2051 02001 4.870000000000 3,173,000.0000 77,262.55 03/31/2020 12X4225 1225303 09/30/2052 02001 4.870000000000 7,654,000.0000 186,374.90 03/31/2020 12X4225 1225303 09/30/2053 02001 4.870000000000 111,000.0000 2,702.85 03/31/2020 12X4225 1225303 09/30/2054 02001 4.870000000000 31,000.0000 754.85 03/31/2020 12X4225 1225303 09/30/2057 02001 4.870000000000 1,000.0000 24.35 03/31/2020 12X4225 1225303 09/30/2058 02001 4.870000000000 1,471,000.0000 35,818.85 03/31/2020 12X4225 1225303 09/30/2059 02001 4.870000000000 27,000.0000 657.45 03/31/2020 12X4225 1225303 09/30/2037 02002 4.790000000000 5,803,000.0000 138,981.85 03/31/2020 12X4225 1225303 09/30/2045 02002 4.790000000000 10,863,000.0000 260,168.85 03/31/2020 12X4225 1225303 09/30/2046 02002 4.790000000000 55,382,000.0000 1,326,398.90 03/31/2020 12X4225 1225303 09/30/2047 02002 4.790000000000 21,583,000.0000 516,912.85 03/31/2020 12X4225 1225303 09/30/2048 02002 4.790000000000 13,785,000.0000 330,150.75 03/31/2020 12X4225 1225303 09/30/2049 02002 4.790000000000 4,704,000.0000 112,660.80 03/31/2020 12X4225 1225303 09/30/2050 02002 4.790000000000 236,000.0000 5,652.20 03/31/2020 12X4225 1225303 09/30/2051 02002 4.790000000000 518,000.0000 12,406.10 03/31/2020 12X4225 1225303 09/30/2052 02002 4.790000000000 3,200,000.0000 76,640.00 03/31/2020 12X4225 1225303 09/30/2053 02002 4.790000000000 1,759,000.0000 42,128.05 03/31/2020 12X4225 1225303 09/30/2054 02002 4.790000000000 1,593,000.0000 38,152.35 03/31/2020 12X4225 1225303 09/30/2057 02002 4.790000000000 9,000.0000 215.55 03/31/2020 12X4225 1225303 09/30/2058 02002 4.790000000000 364,000.0000 8,717.80 03/31/2020 12X4225 1225303 09/30/2059 02002 4.790000000000 500,000.0000 11,975.00 03/31/2020 12X4225 1225303 09/30/2037 02003 4.750000000000 2,001,000.0000 47,523.75 03/31/2020 12X4225 1225303 09/30/2045 02003 4.750000000000 14,586,000.0000 346,417.50 03/31/2020 12X4225 1225303 09/30/2046 02003 4.750000000000 40,725,000.0000 967,218.75 03/31/2020 12X4225 1225303 09/30/2047 02003 4.750000000000 23,052,000.0000 547,485.00 03/31/2020 12X4225 1225303 09/30/2048 02003 4.750000000000 8,111,000.0000 192,636.25 03/31/2020 12X4225 1225303 09/30/2049 02003 4.750000000000 303,000.0000 7,196.25 03/31/2020 12X4225 1225303 09/30/2050 02003 4.750000000000 147,000.0000 3,491.25 03/31/2020 12X4225 1225303 09/30/2051 02003 4.750000000000 2,262,000.0000 53,722.50 03/31/2020 12X4225 1225303 09/30/2052 02003 4.750000000000 2,396,000.0000 56,905.00 03/31/2020 12X4225 1225303 09/30/2053 02003 4.750000000000 1,028,000.0000 24,415.00 03/31/2020 12X4225 1225303 09/30/2054 02003 4.750000000000 161,000.0000 3,823.75 03/31/2020 12X4225 1225303 09/30/2055 02003 4.750000000000 1,468,000.0000 34,865.00 03/31/2020 12X4225 1225303 09/30/2057 02003 4.750000000000 9,000.0000 213.75 03/31/2020 12X4225 1225303 09/30/2058 02003 4.750000000000 898,000.0000 21,327.50 03/31/2020 12X4225 1225303 09/30/2059 02003 4.750000000000 510,000.0000 12,112.50 03/31/2020 12X4225 1225303 09/30/2047 02004 4.630000000000 47,384,000.0000 1,096,939.60 03/31/2020 12X4225 1225303 09/30/2048 02004 4.630000000000 62,273,000.0000 1,441,619.95 03/31/2020 12X4225 1225303 09/30/2049 02004 4.630000000000 31,332,000.0000 725,335.80 03/31/2020 12X4225 1225303 09/30/2050 02004 4.630000000000 6,634,000.0000 153,577.10 03/31/2020 12X4225 1225303 09/30/2051 02004 4.630000000000 10,734,000.0000 248,492.10 03/31/2020 12X4225 1225303 09/30/2052 02004 4.630000000000 8,174,000.0000 189,228.10 03/31/2020 12X4225 1225303 09/30/2053 02004 4.630000000000 959,000.0000 22,200.85 03/31/2020 12X4225 1225303 09/30/2054 02004 4.630000000000 1,985,000.0000 45,952.75 03/31/2020 12X4225 1225303 09/30/2057 02004 4.630000000000 39,000.0000 902.85 03/31/2020 12X4225 1225303 09/30/2058 02004 4.630000000000 2,000.0000 46.30 03/31/2020 12X4225 1225303 09/30/2059 02004 4.630000000000 2,790,000.0000 64,588.50 03/31/2020 12X4225 1225303 09/30/2047 02005 4.580000000000 724,000.0000 16,579.60 03/31/2020 12X4225 1225303 09/30/2048 02005 4.580000000000 108,826,000.0000 2,492,115.40 03/31/2020 12X4225 1225303 09/30/2049 02005 4.580000000000 80,885,665.0000 1,852,281.73 03/31/2020 12X4225 1225303 09/30/2050 02005 4.580000000000 35,351,000.0000 809,537.90 03/31/2020 12X4225 1225303 09/30/2051 02005 4.580000000000 30,352,000.0000 695,060.80 03/31/2020 12X4225 1225303 09/30/2052 02005 4.580000000000 27,852,000.0000 637,810.80 03/31/2020 12X4225 1225303 09/30/2053 02005 4.580000000000 1,183,000.0000 27,090.70 03/31/2020 12X4225 1225303 09/30/2054 02005 4.580000000000 1,881,000.0000 43,074.90 03/31/2020 12X4225 1225303 09/30/2057 02005 4.580000000000 1,000.0000 22.90 03/31/2020 12X4225 1225303 09/30/2058 02005 4.580000000000 1,591,000.0000 36,433.90 03/31/2020 12X4225 1225303 09/30/2059 02005 4.580000000000 1,570,000.0000 35,953.00 03/31/2020 12X4225 1225303 09/30/2048 02006 4.480000000000 86,651,000.0000 1,940,982.40 03/31/2020 12X4225 1225303 09/30/2049 02006 4.480000000000 47,745,000.0000 1,069,488.00 03/31/2020 12X4225 1225303 09/30/2050 02006 4.480000000000 13,858,000.0000 310,419.20 03/31/2020 12X4225 1225303 09/30/2051 02006 4.480000000000 7,539,000.0000 168,873.60 03/31/2020 12X4225 1225303 09/30/2052 02006 4.480000000000 5,793,000.0000 129,763.20 03/31/2020 12X4225 1225303 09/30/2053 02006 4.480000000000 2,410,000.0000 53,984.00 03/31/2020 12X4225 1225303 09/30/2054 02006 4.480000000000 1,761,000.0000 39,446.40 03/31/2020 12X4225 1225303 09/30/2055 02006 4.480000000000 29,000.0000 649.60 03/31/2020 12X4225 1225303 09/30/2056 02006 4.480000000000 30,000.0000 672.00 03/31/2020 12X4225 1225303 09/30/2057 02006 4.480000000000 5,000.0000 112.00 03/31/2020 12X4225 1225303 09/30/2058 02006 4.480000000000 2,000.0000 44.80 03/31/2020 12X4225 1225303 09/30/2059 02006 4.480000000000 2,965,000.0000 66,416.00 03/31/2020 12X4225 1225303 09/30/2049 02007 4.150000000000 59,809,000.0000 1,241,036.75 03/31/2020 12X4225 1225303 09/30/2050 02007 4.150000000000 58,123,000.0000 1,206,052.25 03/31/2020 12X4225 1225303 09/30/2051 02007 4.150000000000 14,075,000.0000 292,056.25 03/31/2020 12X4225 1225303 09/30/2052 02007 4.150000000000 11,259,000.0000 233,624.25 03/31/2020 12X4225 1225303 09/30/2053 02007 4.150000000000 2,404,000.0000 49,883.00 03/31/2020 12X4225 1225303 09/30/2054 02007 4.150000000000 76,000.0000 1,577.00 03/31/2020 12X4225 1225303 09/30/2055 02007 4.150000000000 229,000.0000 4,751.75 03/31/2020 12X4225 1225303 09/30/2057 02007 4.150000000000 117,000.0000 2,427.75 03/31/2020 12X4225 1225303 09/30/2058 02007 4.150000000000 821,000.0000 17,035.75 03/31/2020 12X4225 1225303 09/30/2059 02007 4.150000000000 821,000.0000 17,035.75 03/31/2020 12X4225 1225303 09/30/2050 02008 3.700000000000 47,611,000.0000 880,803.50 03/31/2020 12X4225 1225303 09/30/2051 02008 3.700000000000 82,135,000.0000 1,519,497.50 03/31/2020 12X4225 1225303 09/30/2052 02008 3.700000000000 33,672,000.0000 622,932.00 03/31/2020 12X4225 1225303 09/30/2053 02008 3.700000000000 18,876,000.0000 349,206.00 03/31/2020 12X4225 1225303 09/30/2054 02008 3.700000000000 1,369,000.0000 25,326.50 03/31/2020 12X4225 1225303 09/30/2055 02008 3.700000000000 826,000.0000 15,281.00 03/31/2020 12X4225 1225303 09/30/2056 02008 3.700000000000 4,000.0000 74.00 03/31/2020 12X4225 1225303 09/30/2058 02008 3.700000000000 685,000.0000 12,672.50 03/31/2020 12X4225 1225303 09/30/2059 02008 3.700000000000 20,000.0000 370.00 03/31/2020 12X4225 1225303 09/30/2051 02009 3.410000000000 87,324,000.0000 1,488,874.20 03/31/2020 12X4225 1225303 09/30/2052 02009 3.410000000000 96,494,000.0000 1,645,222.70 03/31/2020 12X4225 1225303 09/30/2053 02009 3.410000000000 12,670,000.0000 216,023.50 03/31/2020 12X4225 1225303 09/30/2054 02009 3.410000000000 34,950,000.0000 595,897.50 03/31/2020 12X4225 1225303 09/30/2055 02009 3.410000000000 693,000.0000 11,815.65 03/31/2020 12X4225 1225303 09/30/2057 02009 3.410000000000 17,000.0000 289.85 03/31/2020 12X4225 1225303 09/30/2058 02009 3.410000000000 2,457,000.0000 41,891.85 03/31/2020 12X4225 1225303 09/30/2059 02009 3.410000000000 3,480,000.0000 59,334.00 03/31/2020 12X4225 1225303 09/30/2051 02010 2.950000000000 594,000.0000 8,761.50 03/31/2020 12X4225 1225303 09/30/2052 02010 2.950000000000 470,478,000.0000 6,939,550.50 03/31/2020 12X4225 1225303 09/30/2053 02010 2.950000000000 533,520,000.0000 7,869,420.00 03/31/2020 12X4225 1225303 09/30/2054 02010 2.950000000000 135,356,000.0000 1,996,501.00 03/31/2020 12X4225 1225303 09/30/2055 02010 2.950000000000 71,746,000.0000 1,058,253.50 03/31/2020 12X4225 1225303 09/30/2056 02010 2.950000000000 2,218,000.0000 32,715.50 03/31/2020 12X4225 1225303 09/30/2057 02010 2.950000000000 243,000.0000 3,584.25 03/31/2020 12X4225 1225303 09/30/2058 02010 2.950000000000 2,579,000.0000 38,040.25 03/31/2020 12X4225 1225303 09/30/2059 02010 2.950000000000 4,815,000.0000 71,021.25 03/31/2020 12X4225 1225303 09/30/2053 02011 2.610000000000 92,357,000.0000 1,205,258.85 03/31/2020 12X4225 1225303 09/30/2054 02011 2.610000000000 81,694,000.0000 1,066,106.70 03/31/2020 12X4225 1225303 09/30/2055 02011 2.610000000000 14,000.0000 182.70 03/31/2020 12X4225 1225303 09/30/2056 02011 2.610000000000 2,142,000.0000 27,953.10 03/31/2020 12X4225 1225303 09/30/2057 02011 2.610000000000 33,792,800.0000 440,996.04 03/31/2020 12X4225 1225303 09/30/2058 02011 2.610000000000 4,339,000.0000 56,623.95 03/31/2020 12X4225 1225303 09/30/2059 02011 2.610000000000 1,089,000.0000 14,211.45 03/31/2020 12X4225 1225303 09/30/2060 02011 2.610000000000 20,000.0000 261.00 03/31/2020 12X4225 1225303 09/30/2054 02012 2.502729000000 126,475,000.0000 1,582,663.25 03/31/2020 12X4225 1225303 09/30/2055 02012 2.502729000000 366,149,000.0000 4,581,858.60 03/31/2020 12X4225 1225303 09/30/2056 02012 2.502729000000 159,678,000.0000 1,998,153.81 03/31/2020 12X4225 1225303 09/30/2057 02012 2.502729000000 165,129,000.0000 2,066,365.69 03/31/2020 12X4225 1225303 09/30/2058 02012 2.502729000000 117,082,000.0000 1,465,122.58 03/31/2020 12X4225 1225303 09/30/2059 02012 2.502729000000 10,507,000.0000 131,480.87 03/31/2020 12X4225 1225303 09/30/2060 02012 2.502729000000 34,000.0000 425.46 03/31/2020 12X4225 1225303 09/30/2055 02013 2.458665000000 245,313,000.0000 3,015,712.44 03/31/2020 12X4225 1225303 09/30/2056 02013 2.458665000000 371,193,000.0000 4,563,196.19 03/31/2020 12X4225 1225303 09/30/2057 02013 2.458665000000 275,206,000.0000 3,383,196.80 03/31/2020 12X4225 1225303 09/30/2058 02013 2.458665000000 128,133,000.0000 1,575,180.61 03/31/2020 12X4225 1225303 09/30/2059 02013 2.458665000000 26,849,000.0000 330,063.48 03/31/2020 12X4225 1225303 09/30/2060 02013 2.458665000000 1,906,000.0000 23,431.08 03/31/2020 12X4225 1225303 09/30/2055 02014 2.502678000000 71,739,000.0000 897,698.09 03/31/2020 12X4225 1225303 09/30/2056 02014 2.502678000000 130,041,000.0000 1,627,253.75 03/31/2020 12X4225 1225303 09/30/2057 02014 2.502678000000 307,511,000.0000 3,848,005.07 03/31/2020 12X4225 1225303 09/30/2058 02014 2.502678000000 79,768,000.0000 998,168.09 03/31/2020 12X4225 1225303 09/30/2059 02014 2.502678000000 15,179,000.0000 189,940.75 03/31/2020 12X4225 1225303 09/30/2060 02014 2.502678000000 433,000.0000 5,418.30 03/31/2020 12X4225 1225303 09/30/2056 02015 2.674600000000 178,019,000.0000 2,380,648.09 03/31/2020 12X4225 1225303 09/30/2057 02015 2.674600000000 404,000,000.0000 5,402,692.00 03/31/2020 12X4225 1225303 09/30/2058 02015 2.674600000000 383,719,000.0000 5,131,474.19 03/31/2020 12X4225 1225303 09/30/2059 02015 2.674600000000 143,584,000.0000 1,920,148.83 03/31/2020 12X4225 1225303 09/30/2060 02015 2.674600000000 16,642,000.0000 222,553.47 03/31/2020 12X4225 1225303 09/30/2057 02016 2.730300000000 289,020,000.0000 3,945,556.53 03/31/2020 12X4225 1225303 09/30/2058 02016 2.730300000000 517,831,000.0000 7,069,169.90 03/31/2020 12X4225 1225303 09/30/2059 02016 2.730300000000 446,650,000.0000 6,097,442.47 03/31/2020 12X4225 1225303 09/30/2060 02016 2.730300000000 137,445,000.0000 1,876,330.42 03/31/2020 12X4225 1225303 09/30/2057 02017 2.942900000000 141,227,000.0000 2,078,084.69 03/31/2020 12X4225 1225303 09/30/2058 02017 2.942900000000 360,896,000.0000 5,310,404.19 03/31/2020 12X4225 1225303 09/30/2059 02017 2.942900000000 722,288,000.0000 10,628,106.78 03/31/2020 12X4225 1225303 09/30/2060 02017 2.942900000000 248,967,000.0000 3,663,424.92 03/31/2020 12X4225 1225303 09/30/2058 02018 2.917500000000 46,919,000.0000 684,430.91 03/31/2020 12X4225 1225303 09/30/2059 02018 2.917500000000 346,594,000.0000 5,055,939.97 03/31/2020 12X4225 1225303 09/30/2060 02018 2.917500000000 121,262,000.0000 1,768,909.42 03/31/2020 12X4225 1225303 09/30/2059 02019 2.843500000000 15,928,000.0000 226,456.34 03/31/2020 12X4225 1225303 09/30/2060 02019 2.843500000000 47,649,000.0000 677,449.66 03/31/2020 12X4225 1225303 09/30/2060 02020 2.843500000000 3,165,000.0000 44,998.39 03/31/2020 ------------------------ ---------------------- 10,282,628,335.0000 154,675,140.69 311 SUB-COHORT 12X4225 1225311 09/30/2051 02016 3.147100000000 9,337,000.0000 146,922.36 03/31/2020 12X4225 1225311 09/30/2052 02016 3.147100000000 18,781,000.0000 295,528.43 03/31/2020 12X4225 1225311 09/30/2053 02016 3.147100000000 15,460,000.0000 243,270.83 03/31/2020 ------------------------ ---------------------- 43,578,000.0000 685,721.62 ======================== ====================== 10,326,206,335.0000 155,360,862.31 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4225 1225303 09/30/2037 01995 03/25/2020 INT + 0.0000 793.20 481969 1225303 09/30/2040 01997 03/25/2020 INT + 0.0000 60,130.05 481979 1225303 09/30/2042 01998 03/25/2020 INT + 0.0000 114,265.80 481981 1225303 09/30/2042 01999 03/25/2020 INT + 0.0000 90,823.80 481983 1225303 09/30/2043 02000 03/25/2020 INT + 0.0000 105,559.00 481913 1225303 09/30/2044 01996 03/25/2020 INT + 0.0000 100,614.15 481975 1225303 09/30/2044 02001 03/25/2020 INT + 0.0000 114,444.99 481915 1225303 09/30/2045 01992 03/25/2020 INT + 0.0000 20,049.90 481955 1225303 09/30/2045 01996 03/25/2020 INT + 0.0000 68,636.75 481977 1225303 09/30/2045 02002 03/25/2020 INT + 0.0000 145,975.24 481917 1225303 09/30/2045 02003 03/25/2020 INT + 0.0000 188,954.99 481919 1225303 09/30/2046 01992 03/25/2020 INT + 0.0000 23,942.75 481957 1225303 09/30/2046 01994 03/25/2020 INT + 0.0000 19,899.35 481961 1225303 09/30/2046 01995 03/25/2020 INT + 0.0000 99.15 481967 1225303 09/30/2047 01993 03/25/2020 INT + 0.0000 12,755.10 481959 1225303 09/30/2047 01994 03/25/2020 INT + 0.0000 17,425.00 481963 1225303 09/30/2047 01994 03/25/2020 INT + 0.0000 5,819.95 481965 1225303 09/30/2047 01995 03/25/2020 INT + 0.0000 62,100.95 481971 1225303 09/30/2047 01995 03/25/2020 INT + 0.0000 10,212.45 481973 1225303 09/30/2047 02004 03/25/2020 INT + 0.0000 280,578.00 481921 1225303 09/30/2047 02005 03/25/2020 INT + 0.0000 11,747.70 481923 1225303 09/30/2047 02005 03/25/2020 INT + 0.0000 262,800.40 481925 1225303 09/30/2048 02006 03/25/2020 INT + 0.0000 252,806.39 481927 1225303 09/30/2049 02007 03/25/2020 INT + 0.0000 260,640.73 481929 1225303 09/30/2050 02008 03/25/2020 INT + 0.0000 154,271.49 481931 1225303 09/30/2051 02009 03/25/2020 INT + 0.0000 175,529.75 481933 1225303 09/30/2051 02010 03/25/2020 INT + 0.0000 605,531.72 481935 1225303 09/30/2053 02011 03/25/2020 INT + 0.0000 123,492.15 481937 1225303 09/30/2054 02012 03/25/2020 INT + 0.0000 386,020.92 481939 1225303 09/30/2055 02013 03/25/2020 INT + 0.0000 750,052.64 481941 1225303 09/30/2055 02014 03/25/2020 INT + 0.0000 215,880.99 481943 1225303 09/30/2056 02015 03/25/2020 INT + 0.0000 1,118,236.82 481945 1225303 09/30/2057 02016 03/25/2020 INT + 0.0000 2,055,642.69 481947 1225303 09/30/2057 02017 03/25/2020 INT + 0.0000 877,440.33 481949 1225303 09/30/2058 02018 03/25/2020 INT + 0.0000 1,002,102.82 481951 1225303 09/30/2059 02019 03/25/2020 INT + 0.0000 966.79 481953 1225311 09/30/2051 02016 03/25/2020 INT + 0.0000 33,862.79 481985 ------------------------ ---------------------- 0.0000 9,730,107.69 ======================== ====================== 0.0000 9,730,107.69