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 6,248,000.0000 215,243.60 03/31/2020 12X4226 1226301 09/30/2034 01992 6.890000000000 50,000.0000 1,722.50 03/31/2020 12X4226 1226301 09/30/2039 01992 6.890000000000 5,402,000.0000 186,098.90 03/31/2020 12X4226 1226301 09/30/2040 01992 6.890000000000 6,857,000.0000 236,223.65 03/31/2020 12X4226 1226301 09/30/2041 01992 6.890000000000 2,268,000.0000 78,132.60 03/31/2020 12X4226 1226301 09/30/2042 01992 6.890000000000 33,745,000.0000 1,162,515.25 03/31/2020 12X4226 1226301 09/30/2046 01992 6.890000000000 102,000.0000 3,513.90 03/31/2020 12X4226 1226301 09/30/2047 01992 6.890000000000 3,213,000.0000 110,687.85 03/31/2020 12X4226 1226301 09/30/2048 01992 6.890000000000 4,366,000.0000 150,408.70 03/31/2020 12X4226 1226301 09/30/2049 01992 6.890000000000 5,404,000.0000 186,167.80 03/31/2020 12X4226 1226301 09/30/2054 01992 6.890000000000 250,000.0000 8,612.50 03/31/2020 12X4226 1226301 09/30/2040 01993 6.960000000000 6,460,000.0000 224,808.00 03/31/2020 12X4226 1226301 09/30/2041 01993 6.960000000000 4,997,000.0000 173,895.60 03/31/2020 12X4226 1226301 09/30/2042 01993 6.960000000000 37,590,000.0000 1,308,132.00 03/31/2020 12X4226 1226301 09/30/2043 01993 6.960000000000 6,100,000.0000 212,280.00 03/31/2020 12X4226 1226301 09/30/2044 01993 6.960000000000 77,000.0000 2,679.60 03/31/2020 12X4226 1226301 09/30/2046 01993 6.960000000000 2,485,000.0000 86,478.00 03/31/2020 12X4226 1226301 09/30/2047 01993 6.960000000000 4,445,000.0000 154,686.00 03/31/2020 12X4226 1226301 09/30/2048 01993 6.960000000000 9,102,000.0000 316,749.60 03/31/2020 12X4226 1226301 09/30/2049 01993 6.960000000000 4,234,000.0000 147,343.20 03/31/2020 12X4226 1226301 09/30/2053 01993 6.960000000000 1,151,000.0000 40,054.80 03/31/2020 12X4226 1226301 09/30/2054 01993 6.960000000000 9,000,000.0000 313,200.00 03/31/2020 12X4226 1226301 09/30/2040 01994 6.710000000000 12,790,000.0000 429,104.50 03/31/2020 12X4226 1226301 09/30/2041 01994 6.710000000000 4,965,000.0000 166,575.75 03/31/2020 12X4226 1226301 09/30/2042 01994 6.710000000000 42,549,000.0000 1,427,518.95 03/31/2020 12X4226 1226301 09/30/2043 01994 6.710000000000 7,700,000.0000 258,335.00 03/31/2020 12X4226 1226301 09/30/2044 01994 6.710000000000 85,000.0000 2,851.75 03/31/2020 12X4226 1226301 09/30/2046 01994 6.710000000000 22,000.0000 738.10 03/31/2020 12X4226 1226301 09/30/2047 01994 6.710000000000 4,154,000.0000 139,366.70 03/31/2020 12X4226 1226301 09/30/2048 01994 6.710000000000 4,753,000.0000 159,463.15 03/31/2020 12X4226 1226301 09/30/2049 01994 6.710000000000 13,226,000.0000 443,732.30 03/31/2020 12X4226 1226301 09/30/2054 01994 6.710000000000 13,000,000.0000 436,150.00 03/31/2020 12X4226 1226301 09/30/2033 01995 6.560000000000 4,058,000.0000 133,102.40 03/31/2020 12X4226 1226301 09/30/2036 01995 6.560000000000 22,000,000.0000 721,600.00 03/31/2020 12X4226 1226301 09/30/2038 01995 6.560000000000 5,000,000.0000 164,000.00 03/31/2020 12X4226 1226301 09/30/2039 01995 6.560000000000 12,200,000.0000 400,160.00 03/31/2020 12X4226 1226301 09/30/2040 01995 6.560000000000 7,743,000.0000 253,970.40 03/31/2020 12X4226 1226301 09/30/2041 01995 6.560000000000 7,309,000.0000 239,735.20 03/31/2020 12X4226 1226301 09/30/2042 01995 6.560000000000 45,778,000.0000 1,501,518.40 03/31/2020 12X4226 1226301 09/30/2043 01995 6.560000000000 3,700,000.0000 121,360.00 03/31/2020 12X4226 1226301 09/30/2044 01995 6.560000000000 112,000.0000 3,673.60 03/31/2020 12X4226 1226301 09/30/2045 01995 6.560000000000 8,000,000.0000 262,400.00 03/31/2020 12X4226 1226301 09/30/2046 01995 6.560000000000 774,000.0000 25,387.20 03/31/2020 12X4226 1226301 09/30/2047 01995 6.560000000000 4,794,000.0000 157,243.20 03/31/2020 12X4226 1226301 09/30/2048 01995 6.560000000000 8,238,000.0000 270,206.40 03/31/2020 12X4226 1226301 09/30/2049 01995 6.560000000000 15,086,000.0000 494,820.80 03/31/2020 12X4226 1226301 09/30/2054 01995 6.560000000000 21,000.0000 688.80 03/31/2020 12X4226 1226301 09/30/2036 01996 6.260000000000 23,000,000.0000 719,900.00 03/31/2020 12X4226 1226301 09/30/2038 01996 6.260000000000 152,000.0000 4,757.60 03/31/2020 12X4226 1226301 09/30/2039 01996 6.260000000000 7,600,000.0000 237,880.00 03/31/2020 12X4226 1226301 09/30/2040 01996 6.260000000000 37,390,000.0000 1,170,307.00 03/31/2020 12X4226 1226301 09/30/2041 01996 6.260000000000 5,189,000.0000 162,415.70 03/31/2020 12X4226 1226301 09/30/2042 01996 6.260000000000 30,500,000.0000 954,650.00 03/31/2020 12X4226 1226301 09/30/2043 01996 6.260000000000 3,652,000.0000 114,307.60 03/31/2020 12X4226 1226301 09/30/2044 01996 6.260000000000 28,000.0000 876.40 03/31/2020 12X4226 1226301 09/30/2045 01996 6.260000000000 7,718,000.0000 241,573.40 03/31/2020 12X4226 1226301 09/30/2046 01996 6.260000000000 1,188,000.0000 37,184.40 03/31/2020 12X4226 1226301 09/30/2047 01996 6.260000000000 2,586,000.0000 80,941.80 03/31/2020 12X4226 1226301 09/30/2048 01996 6.260000000000 3,640,000.0000 113,932.00 03/31/2020 12X4226 1226301 09/30/2049 01996 6.260000000000 12,790,000.0000 400,327.00 03/31/2020 12X4226 1226301 09/30/2036 01997 6.030000000000 51,679,000.0000 1,558,121.85 03/31/2020 12X4226 1226301 09/30/2038 01997 6.030000000000 12,000,000.0000 361,800.00 03/31/2020 12X4226 1226301 09/30/2039 01997 6.030000000000 14,200,000.0000 428,130.00 03/31/2020 12X4226 1226301 09/30/2040 01997 6.030000000000 8,035,000.0000 242,255.25 03/31/2020 12X4226 1226301 09/30/2041 01997 6.030000000000 4,913,000.0000 148,126.95 03/31/2020 12X4226 1226301 09/30/2042 01997 6.030000000000 47,484,000.0000 1,431,642.60 03/31/2020 12X4226 1226301 09/30/2043 01997 6.030000000000 5,100,000.0000 153,765.00 03/31/2020 12X4226 1226301 09/30/2044 01997 6.030000000000 2,087,000.0000 62,923.05 03/31/2020 12X4226 1226301 09/30/2045 01997 6.030000000000 129,000.0000 3,889.35 03/31/2020 12X4226 1226301 09/30/2047 01997 6.030000000000 4,558,000.0000 137,423.70 03/31/2020 12X4226 1226301 09/30/2048 01997 6.030000000000 7,352,000.0000 221,662.80 03/31/2020 12X4226 1226301 09/30/2049 01997 6.030000000000 15,792,000.0000 476,128.80 03/31/2020 12X4226 1226301 09/30/2053 01997 6.030000000000 142,000.0000 4,281.30 03/31/2020 12X4226 1226301 09/30/2037 01998 5.890000000000 8,617,000.0000 253,770.65 03/31/2020 12X4226 1226301 09/30/2038 01998 5.890000000000 28,000,000.0000 824,600.00 03/31/2020 12X4226 1226301 09/30/2039 01998 5.890000000000 25,500,000.0000 750,975.00 03/31/2020 12X4226 1226301 09/30/2040 01998 5.890000000000 29,789,000.0000 877,286.05 03/31/2020 12X4226 1226301 09/30/2041 01998 5.890000000000 10,475,000.0000 308,488.75 03/31/2020 12X4226 1226301 09/30/2042 01998 5.890000000000 42,229,000.0000 1,243,644.05 03/31/2020 12X4226 1226301 09/30/2043 01998 5.890000000000 19,113,000.0000 562,877.85 03/31/2020 12X4226 1226301 09/30/2044 01998 5.890000000000 3,659,000.0000 107,757.55 03/31/2020 12X4226 1226301 09/30/2045 01998 5.890000000000 29,000.0000 854.05 03/31/2020 12X4226 1226301 09/30/2046 01998 5.890000000000 933,000.0000 27,476.85 03/31/2020 12X4226 1226301 09/30/2047 01998 5.890000000000 2,927,000.0000 86,200.15 03/31/2020 12X4226 1226301 09/30/2048 01998 5.890000000000 7,798,000.0000 229,651.10 03/31/2020 12X4226 1226301 09/30/2049 01998 5.890000000000 13,973,000.0000 411,504.85 03/31/2020 12X4226 1226301 09/30/2054 01998 5.890000000000 8,000,000.0000 235,600.00 03/31/2020 12X4226 1226301 09/30/2038 01999 5.660000000000 38,550,000.0000 1,090,965.00 03/31/2020 12X4226 1226301 09/30/2039 01999 5.660000000000 44,200,000.0000 1,250,860.00 03/31/2020 12X4226 1226301 09/30/2040 01999 5.660000000000 24,227,000.0000 685,624.10 03/31/2020 12X4226 1226301 09/30/2041 01999 5.660000000000 8,698,000.0000 246,153.40 03/31/2020 12X4226 1226301 09/30/2042 01999 5.660000000000 48,054,000.0000 1,359,928.20 03/31/2020 12X4226 1226301 09/30/2043 01999 5.660000000000 7,741,000.0000 219,070.30 03/31/2020 12X4226 1226301 09/30/2044 01999 5.660000000000 11,319,000.0000 320,327.70 03/31/2020 12X4226 1226301 09/30/2045 01999 5.660000000000 8,721,000.0000 246,804.30 03/31/2020 12X4226 1226301 09/30/2046 01999 5.660000000000 40,000.0000 1,132.00 03/31/2020 12X4226 1226301 09/30/2047 01999 5.660000000000 367,000.0000 10,386.10 03/31/2020 12X4226 1226301 09/30/2048 01999 5.660000000000 6,566,000.0000 185,817.80 03/31/2020 12X4226 1226301 09/30/2049 01999 5.660000000000 22,191,000.0000 628,005.30 03/31/2020 12X4226 1226301 09/30/2054 01999 5.660000000000 10,000,000.0000 283,000.00 03/31/2020 12X4226 1226301 09/30/2039 02000 5.420000000000 55,276,500.0000 1,497,993.15 03/31/2020 12X4226 1226301 09/30/2040 02000 5.420000000000 36,113,000.0000 978,662.30 03/31/2020 12X4226 1226301 09/30/2041 02000 5.420000000000 25,985,000.0000 704,193.50 03/31/2020 12X4226 1226301 09/30/2042 02000 5.420000000000 79,191,000.0000 2,146,076.10 03/31/2020 12X4226 1226301 09/30/2043 02000 5.420000000000 15,114,000.0000 409,589.40 03/31/2020 12X4226 1226301 09/30/2044 02000 5.420000000000 706,000.0000 19,132.60 03/31/2020 12X4226 1226301 09/30/2045 02000 5.420000000000 10,523,000.0000 285,173.30 03/31/2020 12X4226 1226301 09/30/2046 02000 5.420000000000 7,084,000.0000 191,976.40 03/31/2020 12X4226 1226301 09/30/2047 02000 5.420000000000 2,544,000.0000 68,942.40 03/31/2020 12X4226 1226301 09/30/2048 02000 5.420000000000 4,099,000.0000 111,082.90 03/31/2020 12X4226 1226301 09/30/2049 02000 5.420000000000 14,411,000.0000 390,538.10 03/31/2020 12X4226 1226301 09/30/2054 02000 5.420000000000 5,000,000.0000 135,500.00 03/31/2020 12X4226 1226301 09/30/2039 02001 5.000000000000 5,809,900.0000 145,247.50 03/31/2020 12X4226 1226301 09/30/2040 02001 5.000000000000 87,344,600.0000 2,183,615.00 03/31/2020 12X4226 1226301 09/30/2041 02001 5.000000000000 48,088,000.0000 1,202,200.00 03/31/2020 12X4226 1226301 09/30/2042 02001 5.000000000000 58,527,000.0000 1,463,175.00 03/31/2020 12X4226 1226301 09/30/2043 02001 5.000000000000 20,095,000.0000 502,375.00 03/31/2020 12X4226 1226301 09/30/2044 02001 5.000000000000 3,679,000.0000 91,975.00 03/31/2020 12X4226 1226301 09/30/2045 02001 5.000000000000 348,000.0000 8,700.00 03/31/2020 12X4226 1226301 09/30/2046 02001 5.000000000000 18,413,000.0000 460,325.00 03/31/2020 12X4226 1226301 09/30/2047 02001 5.000000000000 1,435,000.0000 35,875.00 03/31/2020 12X4226 1226301 09/30/2048 02001 5.000000000000 4,098,000.0000 102,450.00 03/31/2020 12X4226 1226301 09/30/2049 02001 5.000000000000 6,938,000.0000 173,450.00 03/31/2020 12X4226 1226301 09/30/2054 02001 5.000000000000 13,000,000.0000 325,000.00 03/31/2020 12X4226 1226301 09/30/2040 02002 4.840000000000 14,336,000.0000 346,931.20 03/31/2020 12X4226 1226301 09/30/2041 02002 4.840000000000 101,381,000.0000 2,453,420.20 03/31/2020 12X4226 1226301 09/30/2042 02002 4.840000000000 177,538,000.0000 4,296,419.60 03/31/2020 12X4226 1226301 09/30/2043 02002 4.840000000000 42,528,000.0000 1,029,177.60 03/31/2020 12X4226 1226301 09/30/2044 02002 4.840000000000 26,118,000.0000 632,055.60 03/31/2020 12X4226 1226301 09/30/2045 02002 4.840000000000 36,708,000.0000 888,333.60 03/31/2020 12X4226 1226301 09/30/2046 02002 4.840000000000 4,502,000.0000 108,948.40 03/31/2020 12X4226 1226301 09/30/2047 02002 4.840000000000 2,392,000.0000 57,886.40 03/31/2020 12X4226 1226301 09/30/2048 02002 4.840000000000 3,169,000.0000 76,689.80 03/31/2020 12X4226 1226301 09/30/2049 02002 4.840000000000 12,587,000.0000 304,605.40 03/31/2020 12X4226 1226301 09/30/2053 02002 4.840000000000 882,000.0000 21,344.40 03/31/2020 12X4226 1226301 09/30/2054 02002 4.840000000000 10,000,000.0000 242,000.00 03/31/2020 12X4226 1226301 09/30/2041 02003 4.760000000000 38,980,500.0000 927,735.90 03/31/2020 12X4226 1226301 09/30/2042 02003 4.760000000000 123,287,000.0000 2,934,230.60 03/31/2020 12X4226 1226301 09/30/2043 02003 4.760000000000 97,576,000.0000 2,322,308.80 03/31/2020 12X4226 1226301 09/30/2044 02003 4.760000000000 17,934,000.0000 426,829.20 03/31/2020 12X4226 1226301 09/30/2045 02003 4.760000000000 32,073,000.0000 763,337.40 03/31/2020 12X4226 1226301 09/30/2046 02003 4.760000000000 4,610,000.0000 109,718.00 03/31/2020 12X4226 1226301 09/30/2047 02003 4.760000000000 4,521,000.0000 107,599.80 03/31/2020 12X4226 1226301 09/30/2048 02003 4.760000000000 40,000.0000 952.00 03/31/2020 12X4226 1226301 09/30/2049 02003 4.760000000000 600,000.0000 14,280.00 03/31/2020 12X4226 1226301 09/30/2050 02003 4.760000000000 444,000.0000 10,567.20 03/31/2020 12X4226 1226301 09/30/2054 02003 4.760000000000 16,000,000.0000 380,800.00 03/31/2020 12X4226 1226301 09/30/2042 02004 4.690000000000 138,827,000.0000 3,255,493.15 03/31/2020 12X4226 1226301 09/30/2043 02004 4.690000000000 112,982,000.0000 2,649,427.90 03/31/2020 12X4226 1226301 09/30/2044 02004 4.690000000000 53,536,000.0000 1,255,419.20 03/31/2020 12X4226 1226301 09/30/2045 02004 4.690000000000 14,227,000.0000 333,623.15 03/31/2020 12X4226 1226301 09/30/2046 02004 4.690000000000 16,508,000.0000 387,112.60 03/31/2020 12X4226 1226301 09/30/2047 02004 4.690000000000 10,433,000.0000 244,653.85 03/31/2020 12X4226 1226301 09/30/2048 02004 4.690000000000 4,490,000.0000 105,290.50 03/31/2020 12X4226 1226301 09/30/2049 02004 4.690000000000 10,863,000.0000 254,737.35 03/31/2020 12X4226 1226301 09/30/2053 02004 4.690000000000 183,000.0000 4,291.35 03/31/2020 12X4226 1226301 09/30/2054 02004 4.690000000000 15,001,000.0000 351,773.45 03/31/2020 12X4226 1226301 09/30/2043 02005 4.520000000000 150,368,500.0000 3,398,328.10 03/31/2020 12X4226 1226301 09/30/2044 02005 4.520000000000 95,770,000.0000 2,164,402.00 03/31/2020 12X4226 1226301 09/30/2045 02005 4.520000000000 104,436,000.0000 2,360,253.60 03/31/2020 12X4226 1226301 09/30/2046 02005 4.520000000000 65,126,000.0000 1,471,847.60 03/31/2020 12X4226 1226301 09/30/2047 02005 4.520000000000 25,193,000.0000 569,361.80 03/31/2020 12X4226 1226301 09/30/2048 02005 4.520000000000 24,742,000.0000 559,169.20 03/31/2020 12X4226 1226301 09/30/2049 02005 4.520000000000 20,124,000.0000 454,802.40 03/31/2020 12X4226 1226301 09/30/2050 02005 4.520000000000 97,000.0000 2,192.20 03/31/2020 12X4226 1226301 09/30/2051 02005 4.520000000000 63,000.0000 1,423.80 03/31/2020 12X4226 1226301 09/30/2053 02005 4.520000000000 513,000.0000 11,593.80 03/31/2020 12X4226 1226301 09/30/2043 02006 4.340000000000 97,814,500.0000 2,122,574.65 03/31/2020 12X4226 1226301 09/30/2044 02006 4.340000000000 182,138,000.0000 3,952,394.60 03/31/2020 12X4226 1226301 09/30/2045 02006 4.340000000000 112,058,000.0000 2,431,658.60 03/31/2020 12X4226 1226301 09/30/2046 02006 4.340000000000 86,045,000.0000 1,867,176.50 03/31/2020 12X4226 1226301 09/30/2047 02006 4.340000000000 63,962,000.0000 1,387,975.40 03/31/2020 12X4226 1226301 09/30/2048 02006 4.340000000000 25,708,000.0000 557,863.60 03/31/2020 12X4226 1226301 09/30/2049 02006 4.340000000000 8,059,000.0000 174,880.30 03/31/2020 12X4226 1226301 09/30/2050 02006 4.340000000000 545,000.0000 11,826.50 03/31/2020 12X4226 1226301 09/30/2051 02006 4.340000000000 102,000.0000 2,213.40 03/31/2020 12X4226 1226301 09/30/2053 02006 4.340000000000 1,136,000.0000 24,651.20 03/31/2020 12X4226 1226301 09/30/2044 02007 3.930000000000 30,729,500.0000 603,834.67 03/31/2020 12X4226 1226301 09/30/2045 02007 3.930000000000 197,431,000.0000 3,879,519.15 03/31/2020 12X4226 1226301 09/30/2046 02007 3.930000000000 167,157,000.0000 3,284,635.05 03/31/2020 12X4226 1226301 09/30/2047 02007 3.930000000000 82,700,000.0000 1,625,055.00 03/31/2020 12X4226 1226301 09/30/2048 02007 3.930000000000 89,976,000.0000 1,768,028.40 03/31/2020 12X4226 1226301 09/30/2049 02007 3.930000000000 9,060,000.0000 178,029.00 03/31/2020 12X4226 1226301 09/30/2050 02007 3.930000000000 1,707,000.0000 33,542.55 03/31/2020 12X4226 1226301 09/30/2051 02007 3.930000000000 2,396,000.0000 47,081.40 03/31/2020 12X4226 1226301 09/30/2052 02007 3.930000000000 750,000.0000 14,737.50 03/31/2020 12X4226 1226301 09/30/2053 02007 3.930000000000 414,000.0000 8,135.10 03/31/2020 12X4226 1226301 09/30/2045 02008 3.420000000000 56,729,000.0000 970,065.90 03/31/2020 12X4226 1226301 09/30/2046 02008 3.420000000000 246,347,000.0000 4,212,533.70 03/31/2020 12X4226 1226301 09/30/2047 02008 3.420000000000 171,083,000.0000 2,925,519.30 03/31/2020 12X4226 1226301 09/30/2048 02008 3.420000000000 173,188,000.0000 2,961,514.80 03/31/2020 12X4226 1226301 09/30/2049 02008 3.420000000000 92,628,000.0000 1,583,938.80 03/31/2020 12X4226 1226301 09/30/2050 02008 3.420000000000 6,790,000.0000 116,109.00 03/31/2020 12X4226 1226301 09/30/2051 02008 3.420000000000 5,975,000.0000 102,172.50 03/31/2020 12X4226 1226301 09/30/2052 02008 3.420000000000 9,090,000.0000 155,439.00 03/31/2020 12X4226 1226301 09/30/2053 02008 3.420000000000 7,631,000.0000 130,490.10 03/31/2020 12X4226 1226301 09/30/2054 02008 3.420000000000 712,000.0000 12,175.20 03/31/2020 12X4226 1226301 09/30/2055 02008 3.420000000000 109,000.0000 1,863.90 03/31/2020 12X4226 1226301 09/30/2046 02009 3.310000000000 223,307,000.0000 3,695,730.85 03/31/2020 12X4226 1226301 09/30/2047 02009 3.310000000000 289,781,000.0000 4,795,875.55 03/31/2020 12X4226 1226301 09/30/2048 02009 3.310000000000 274,288,000.0000 4,539,466.40 03/31/2020 12X4226 1226301 09/30/2049 02009 3.310000000000 149,025,000.0000 2,466,363.75 03/31/2020 12X4226 1226301 09/30/2050 02009 3.310000000000 44,774,000.0000 741,009.70 03/31/2020 12X4226 1226301 09/30/2051 02009 3.310000000000 23,273,000.0000 385,168.15 03/31/2020 12X4226 1226301 09/30/2053 02009 3.310000000000 130,000.0000 2,151.50 03/31/2020 12X4226 1226301 09/30/2054 02009 3.310000000000 6,947,000.0000 114,972.85 03/31/2020 12X4226 1226301 09/30/2047 02010 2.790000000000 502,754,500.0000 7,013,425.28 03/31/2020 12X4226 1226301 09/30/2048 02010 2.790000000000 560,939,000.0000 7,825,099.05 03/31/2020 12X4226 1226301 09/30/2049 02010 2.790000000000 295,942,000.0000 4,128,390.90 03/31/2020 12X4226 1226301 09/30/2050 02010 2.790000000000 201,770,000.0000 2,814,691.50 03/31/2020 12X4226 1226301 09/30/2051 02010 2.790000000000 125,327,000.0000 1,748,311.65 03/31/2020 12X4226 1226301 09/30/2052 02010 2.790000000000 36,286,000.0000 506,189.70 03/31/2020 12X4226 1226301 09/30/2053 02010 2.790000000000 32,435,000.0000 452,468.25 03/31/2020 12X4226 1226301 09/30/2054 02010 2.790000000000 2,553,000.0000 35,614.35 03/31/2020 12X4226 1226301 09/30/2055 02010 2.790000000000 153,000.0000 2,134.35 03/31/2020 12X4226 1226301 09/30/2048 02011 2.600000000000 192,926,500.0000 2,508,044.50 03/31/2020 12X4226 1226301 09/30/2049 02011 2.600000000000 183,380,000.0000 2,383,940.00 03/31/2020 12X4226 1226301 09/30/2050 02011 2.600000000000 140,190,000.0000 1,822,470.00 03/31/2020 12X4226 1226301 09/30/2051 02011 2.600000000000 163,098,000.0000 2,120,274.00 03/31/2020 12X4226 1226301 09/30/2052 02011 2.600000000000 82,049,000.0000 1,066,637.00 03/31/2020 12X4226 1226301 09/30/2053 02011 2.600000000000 16,967,000.0000 220,571.00 03/31/2020 12X4226 1226301 09/30/2054 02011 2.600000000000 3,031,000.0000 39,403.00 03/31/2020 12X4226 1226301 09/30/2055 02011 2.600000000000 3,500,000.0000 45,500.00 03/31/2020 12X4226 1226301 09/30/2049 02012 2.590000000000 49,699,000.0000 643,602.05 03/31/2020 12X4226 1226301 09/30/2050 02012 2.590000000000 259,359,000.0000 3,358,699.05 03/31/2020 12X4226 1226301 09/30/2051 02012 2.590000000000 255,893,000.0000 3,313,814.35 03/31/2020 12X4226 1226301 09/30/2052 02012 2.590000000000 123,312,000.0000 1,596,890.40 03/31/2020 12X4226 1226301 09/30/2053 02012 2.590000000000 48,393,000.0000 626,689.35 03/31/2020 12X4226 1226301 09/30/2054 02012 2.590000000000 9,656,000.0000 125,045.20 03/31/2020 12X4226 1226301 09/30/2055 02012 2.590000000000 6,512,000.0000 84,330.40 03/31/2020 12X4226 1226301 09/30/2050 02013 2.650000000000 116,901,500.0000 1,548,944.87 03/31/2020 12X4226 1226301 09/30/2051 02013 2.650000000000 312,881,000.0000 4,145,673.25 03/31/2020 12X4226 1226301 09/30/2052 02013 2.650000000000 140,725,000.0000 1,864,606.25 03/31/2020 12X4226 1226301 09/30/2053 02013 2.650000000000 75,331,000.0000 998,135.75 03/31/2020 12X4226 1226301 09/30/2054 02013 2.650000000000 398,702,000.0000 5,282,801.50 03/31/2020 12X4226 1226301 09/30/2055 02013 2.650000000000 20,778,000.0000 275,308.50 03/31/2020 12X4226 1226301 09/30/2051 02014 2.506000000000 190,326,500.0000 2,384,791.04 03/31/2020 12X4226 1226301 09/30/2052 02014 2.506000000000 236,611,000.0000 2,964,735.83 03/31/2020 12X4226 1226301 09/30/2053 02014 2.506000000000 93,142,000.0000 1,167,069.26 03/31/2020 12X4226 1226301 09/30/2054 02014 2.506000000000 61,980,000.0000 776,609.40 03/31/2020 12X4226 1226301 09/30/2055 02014 2.506000000000 17,253,000.0000 216,180.09 03/31/2020 12X4226 1226301 09/30/2051 02015 2.883000000000 51,817,000.0000 746,942.05 03/31/2020 12X4226 1226301 09/30/2052 02015 2.883000000000 203,919,000.0000 2,939,492.38 03/31/2020 12X4226 1226301 09/30/2053 02015 2.883000000000 203,831,000.0000 2,938,223.86 03/31/2020 12X4226 1226301 09/30/2054 02015 2.883000000000 160,058,000.0000 2,307,236.07 03/31/2020 12X4226 1226301 09/30/2055 02015 2.883000000000 57,372,000.0000 827,017.38 03/31/2020 12X4226 1226301 09/30/2052 02016 2.901700000000 87,506,500.0000 1,269,588.06 03/31/2020 12X4226 1226301 09/30/2053 02016 2.901700000000 265,963,000.0000 3,858,724.19 03/31/2020 12X4226 1226301 09/30/2054 02016 2.901700000000 195,285,000.0000 2,833,292.42 03/31/2020 12X4226 1226301 09/30/2055 02016 2.901700000000 67,599,000.0000 980,760.09 03/31/2020 12X4226 1226301 09/30/2053 02017 3.146000000000 106,486,900.0000 1,675,038.94 03/31/2020 12X4226 1226301 09/30/2054 02017 3.146000000000 192,912,000.0000 3,034,505.76 03/31/2020 12X4226 1226301 09/30/2055 02017 3.146000000000 160,450,000.0000 2,523,878.50 03/31/2020 12X4226 1226301 09/30/2053 02018 2.994000000000 7,949,000.0000 118,996.53 03/31/2020 12X4226 1226301 09/30/2054 02018 2.994000000000 68,532,000.0000 1,025,924.04 03/31/2020 12X4226 1226301 09/30/2055 02018 2.994000000000 130,314,000.0000 1,950,800.58 03/31/2020 12X4226 1226301 09/30/2054 02019 2.899600000000 9,788,000.0000 141,906.42 03/31/2020 12X4226 1226301 09/30/2055 02019 2.899600000000 14,598,000.0000 211,641.80 03/31/2020 12X4226 1226301 09/30/2055 02020 2.899600000000 456,000.0000 6,611.09 03/31/2020 ------------------------ ---------------------- 13,185,021,400.0000 236,761,961.80 ======================== ====================== 13,185,021,400.0000 236,761,961.80 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2031 01992 03/26/2020 INT + 0.0000 315,561.99 482558 1226301 09/30/2033 01994 03/26/2020 INT + 0.0000 121,652.29 482566 1226301 09/30/2033 01995 03/26/2020 INT + 0.0000 589,055.19 482576 1226301 09/30/2034 01996 03/26/2020 INT + 0.0000 188,895.49 482578 1226301 09/30/2036 01993 03/26/2020 INT + 0.0000 161,019.60 482560 1226301 09/30/2036 01994 03/26/2020 INT + 0.0000 167,749.99 482568 1226301 09/30/2036 01997 03/26/2020 INT + 0.0000 492,078.15 482584 1226301 09/30/2036 01998 03/26/2020 INT + 0.0000 334,257.50 482586 1226301 09/30/2037 01998 03/26/2020 INT + 0.0000 298,416.85 482588 1226301 09/30/2037 01999 03/26/2020 INT + 0.0000 88,267.70 482590 1226301 09/30/2038 01994 03/26/2020 INT + 0.0000 436,149.98 482570 1226301 09/30/2038 01999 03/26/2020 INT + 0.0000 550,434.99 482592 1226301 09/30/2039 01993 03/26/2020 INT + 0.0000 457,619.99 482562 1226301 09/30/2039 01994 03/26/2020 INT + 0.0000 96,322.05 482572 1226301 09/30/2039 02000 03/26/2020 INT + 0.0000 773,433.97 482518 1226301 09/30/2039 02001 03/26/2020 INT + 0.0000 717,449.95 482520 1226301 09/30/2040 01993 03/26/2020 INT + 0.0000 86,721.60 482564 1226301 09/30/2040 01994 03/26/2020 INT + 0.0000 2,851.75 482574 1226301 09/30/2040 01996 03/26/2020 INT + 0.0000 220,696.29 482580 1226301 09/30/2040 01997 03/26/2020 INT + 0.0000 12,240.90 482582 1226301 09/30/2040 02002 03/26/2020 INT + 0.0000 795,937.97 482522 1226301 09/30/2041 02003 03/26/2020 INT + 0.0000 677,395.59 482524 1226301 09/30/2042 02004 03/26/2020 INT + 0.0000 715,905.01 482526 1226301 09/30/2043 02005 03/26/2020 INT + 0.0000 472,385.18 482528 1226301 09/30/2043 02006 03/26/2020 INT + 0.0000 473,450.58 482530 1226301 09/30/2044 02007 03/26/2020 INT + 0.0000 609,798.41 482532 1226301 09/30/2045 02008 03/26/2020 INT + 0.0000 337,861.80 482534 1226301 09/30/2046 02009 03/26/2020 INT + 0.0000 423,961.33 482536 1226301 09/30/2046 02010 03/26/2020 INT + 0.0000 190,466.33 482538 1226301 09/30/2047 02010 03/26/2020 INT + 0.0000 408,002.63 482540 1226301 09/30/2048 02011 03/26/2020 INT + 0.0000 244,152.99 482542 1226301 09/30/2049 02012 03/26/2020 INT + 0.0000 192,100.29 482544 1226301 09/30/2051 02014 03/26/2020 INT + 0.0000 197,635.69 482546 1226301 09/30/2051 02015 03/26/2020 INT + 0.0000 475,478.76 482548 1226301 09/30/2052 02016 03/26/2020 INT + 0.0000 289,937.84 482550 1226301 09/30/2053 02017 03/26/2020 INT + 0.0000 8,620.04 482552 1226301 09/30/2053 02018 03/26/2020 INT + 0.0000 16,526.88 482554 1226301 09/30/2054 02019 03/26/2020 INT + 0.0000 51,670.87 482556 ------------------------ ---------------------- 0.0000 12,692,164.41 ======================== ====================== 0.0000 12,692,164.41