Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- 101 SUB-COHORT 12X4212 1212101 09/30/2020 01992 5.480000000000 244,000.0000 8,914.13 05/31/2019 12X4212 1212101 09/30/2021 01992 5.480000000000 1,775,000.0000 64,846.67 05/31/2019 12X4212 1212101 09/30/2022 01992 5.480000000000 36,000.0000 1,315.20 05/31/2019 12X4212 1212101 09/30/2020 01993 4.630000000000 2,056,500.0000 63,477.30 05/31/2019 12X4212 1212101 09/30/2021 01993 4.630000000000 321,000.0000 9,908.20 05/31/2019 12X4212 1212101 09/30/2022 01993 4.630000000000 70,000.0000 2,160.67 05/31/2019 12X4212 1212101 09/30/2020 01994 5.420000000000 3,409,500.0000 123,196.60 05/31/2019 12X4212 1212101 09/30/2021 01994 5.420000000000 193,000.0000 6,973.73 05/31/2019 12X4212 1212101 09/30/2020 01995 6.740000000000 1,932,000.0000 86,811.20 05/31/2019 12X4212 1212101 09/30/2021 01995 6.740000000000 737,000.0000 33,115.87 05/31/2019 12X4212 1212101 09/30/2022 01995 6.740000000000 18,000.0000 808.80 05/31/2019 12X4212 1212101 09/30/2023 01995 6.740000000000 9,000.0000 404.40 05/31/2019 12X4212 1212101 09/30/2020 01996 5.970000000000 4,144,500.0000 164,951.10 05/31/2019 12X4212 1212101 09/30/2021 01996 5.970000000000 1,036,000.0000 41,232.80 05/31/2019 12X4212 1212101 09/30/2020 01997 6.150000000000 6,171,500.0000 253,031.50 05/31/2019 12X4212 1212101 09/30/2021 01997 6.150000000000 987,000.0000 40,467.00 05/31/2019 12X4212 1212101 09/30/2022 01997 6.150000000000 4,000.0000 164.00 05/31/2019 12X4212 1212101 09/30/2020 01998 5.550000000000 6,690,500.0000 247,548.50 05/31/2019 12X4212 1212101 09/30/2021 01998 5.550000000000 1,260,000.0000 46,620.00 05/31/2019 12X4212 1212101 09/30/2022 01998 5.550000000000 71,000.0000 2,627.00 05/31/2019 12X4212 1212101 09/30/2020 01999 5.200000000000 10,871,000.0000 376,861.33 05/31/2019 12X4212 1212101 09/30/2021 01999 5.200000000000 2,594,000.0000 89,925.33 05/31/2019 12X4212 1212101 09/30/2022 01999 5.200000000000 198,000.0000 6,864.00 05/31/2019 12X4212 1212101 09/30/2021 02000 6.250000000000 615,000.0000 25,625.00 05/31/2019 12X4212 1212101 09/30/2024 02000 6.250000000000 9,772,000.0000 407,166.67 05/31/2019 12X4212 1212101 09/30/2020 02001 4.960000000000 12,911,000.0000 426,923.73 05/31/2019 12X4212 1212101 09/30/2021 02001 4.960000000000 1,501,000.0000 49,633.07 05/31/2019 12X4212 1212101 09/30/2022 02001 4.960000000000 21,000.0000 694.40 05/31/2019 12X4212 1212101 09/30/2023 02001 4.960000000000 80,200.0000 2,651.95 05/31/2019 12X4212 1212101 09/30/2020 02002 4.010000000000 14,613,500.0000 390,667.57 05/31/2019 12X4212 1212101 09/30/2023 02002 4.010000000000 313,000.0000 8,367.53 05/31/2019 12X4212 1212101 09/30/2024 02002 4.010000000000 67,500.0000 1,804.50 05/31/2019 12X4212 1212101 09/30/2024 02003 3.010000000000 15,523,500.0000 311,504.90 05/31/2019 12X4212 1212101 09/30/2024 02004 3.360000000000 16,417,000.0000 367,740.80 05/31/2019 12X4212 1212101 09/30/2020 02005 3.980000000000 19,486,000.0000 517,028.53 05/31/2019 12X4212 1212101 09/30/2022 02005 3.980000000000 102,000.0000 2,706.40 05/31/2019 12X4212 1212101 09/30/2023 02005 3.980000000000 97,000.0000 2,573.73 05/31/2019 12X4212 1212101 09/30/2020 02006 4.790000000000 27,856,500.0000 889,550.90 05/31/2019 12X4212 1212101 09/30/2023 02006 4.790000000000 147,000.0000 4,694.20 05/31/2019 12X4212 1212101 09/30/2024 02007 4.660000000000 28,149,000.0000 874,495.60 05/31/2019 12X4212 1212101 09/30/2021 02008 3.290000000000 173,000.0000 3,794.47 05/31/2019 12X4212 1212101 09/30/2022 02008 3.290000000000 8,000.0000 175.47 05/31/2019 12X4212 1212101 09/30/2023 02008 3.290000000000 147,000.0000 3,224.20 05/31/2019 12X4212 1212101 09/30/2024 02008 3.290000000000 35,886,500.0000 787,110.57 05/31/2019 12X4212 1212101 09/30/2020 02009 2.380000000000 95,657,492.0000 1,517,765.54 05/31/2019 12X4212 1212101 09/30/2021 02009 2.380000000000 4,658,000.0000 73,906.93 05/31/2019 12X4212 1212101 09/30/2022 02009 2.380000000000 887,000.0000 14,073.73 05/31/2019 12X4212 1212101 09/30/2023 02009 2.380000000000 1,513,000.0000 24,006.27 05/31/2019 12X4212 1212101 09/30/2020 02010 2.220000000000 56,895,986.0000 842,060.59 05/31/2019 12X4212 1212101 09/30/2021 02010 2.220000000000 26,668,000.0000 394,686.40 05/31/2019 12X4212 1212101 09/30/2022 02010 2.220000000000 1,638,000.0000 24,242.40 05/31/2019 12X4212 1212101 09/30/2023 02010 2.220000000000 795,000.0000 11,766.00 05/31/2019 12X4212 1212101 09/30/2021 02011 1.830000000000 70,531,500.0000 860,484.30 05/31/2019 12X4212 1212101 09/30/2022 02011 1.830000000000 2,649,000.0000 32,317.80 05/31/2019 12X4212 1212101 09/30/2024 02012 1.270000000000 105,271,000.0000 891,294.47 05/31/2019 12X4212 1212101 09/30/2019 02013 1.750000000000 111,694,671.0000 1,303,104.49 05/31/2019 12X4212 1212101 09/30/2021 02013 1.750000000000 11,491,000.0000 134,061.67 05/31/2019 12X4212 1212101 09/30/2022 02013 1.750000000000 3,667,000.0000 42,781.67 05/31/2019 12X4212 1212101 09/30/2023 02013 1.750000000000 1,296,000.0000 15,120.00 05/31/2019 12X4212 1212101 09/30/2024 02013 1.750000000000 12,000.0000 140.00 05/31/2019 12X4212 1212101 09/30/2020 02014 1.660000000000 99,450,500.0000 1,100,585.53 05/31/2019 12X4212 1212101 09/30/2021 02014 1.660000000000 129,037,000.0000 1,428,009.47 05/31/2019 12X4212 1212101 09/30/2022 02014 1.660000000000 4,386,000.0000 48,538.40 05/31/2019 12X4212 1212101 09/30/2023 02014 1.660000000000 298,000.0000 3,297.87 05/31/2019 12X4212 1212101 09/30/2024 02014 1.660000000000 73,000.0000 807.87 05/31/2019 12X4212 1212101 09/30/2025 02014 1.660000000000 6,000.0000 66.40 05/31/2019 12X4212 1212101 09/30/2021 02015 1.630000000000 243,431,500.0000 2,645,288.97 05/31/2019 12X4212 1212101 09/30/2022 02015 1.630000000000 158,932,000.0000 1,727,061.07 05/31/2019 12X4212 1212101 09/30/2023 02015 1.630000000000 3,506,000.0000 38,098.53 05/31/2019 12X4212 1212101 09/30/2024 02015 1.630000000000 725,000.0000 7,878.33 05/31/2019 12X4212 1212101 09/30/2025 02015 1.630000000000 129,000.0000 1,401.80 05/31/2019 12X4212 1212101 09/30/2022 02016 1.630000000000 451,694,500.0000 4,908,413.57 05/31/2019 12X4212 1212101 09/30/2023 02016 1.630000000000 118,346,000.0000 1,286,026.53 05/31/2019 12X4212 1212101 09/30/2024 02016 1.630000000000 3,589,000.0000 39,000.47 05/31/2019 12X4212 1212101 09/30/2025 02016 1.630000000000 118,000.0000 1,282.27 05/31/2019 12X4212 1212101 09/30/2023 02017 2.020000000000 448,060,000.0000 6,033,874.67 05/31/2019 12X4212 1212101 09/30/2024 02017 2.020000000000 165,984,000.0000 2,235,251.20 05/31/2019 12X4212 1212101 09/30/2025 02017 2.020000000000 2,764,000.0000 37,221.87 05/31/2019 12X4212 1212101 09/30/2024 02018 2.452800000000 847,677,000.0000 13,861,214.30 05/31/2019 12X4212 1212101 09/30/2025 02018 2.452800000000 99,750,000.0000 1,631,112.00 05/31/2019 12X4212 1212101 09/30/2025 02019 2.452800000000 543,483,000.0000 8,887,034.02 05/31/2019 ------------------------ ---------------------- 4,045,479,349.0000 58,853,636.92 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.500000000000 4,743,186.0000 237,159.30 05/31/2019 12X4212 1212105 09/30/2055 01992 7.500000000000 570,000.0000 28,500.00 05/31/2019 12X4212 1212105 09/30/2056 01992 7.500000000000 97,000.0000 4,850.00 05/31/2019 12X4212 1212105 09/30/2057 01992 7.500000000000 102,400.0000 5,120.00 05/31/2019 12X4212 1212105 09/30/2041 01993 6.660000000000 3,769,218.0000 167,353.28 05/31/2019 12X4212 1212105 09/30/2055 01993 6.660000000000 1,902,000.0000 84,448.80 05/31/2019 12X4212 1212105 09/30/2056 01993 6.660000000000 90,000.0000 3,996.00 05/31/2019 12X4212 1212105 09/30/2057 01993 6.660000000000 20,000.0000 888.00 05/31/2019 12X4212 1212105 09/30/2041 01994 6.840000000000 814,966.0000 37,162.45 05/31/2019 12X4212 1212105 09/30/2055 01994 6.840000000000 6,596,000.0000 300,777.60 05/31/2019 12X4212 1212105 09/30/2035 01995 7.320000000000 3,593,702.0000 175,372.66 05/31/2019 12X4212 1212105 09/30/2055 01995 7.320000000000 861,000.0000 42,016.80 05/31/2019 12X4212 1212105 09/30/2056 01995 7.320000000000 59,000.0000 2,879.20 05/31/2019 12X4212 1212105 09/30/2041 01996 6.790000000000 2,695,156.0000 122,000.73 05/31/2019 12X4212 1212105 09/30/2055 01996 6.790000000000 5,656,000.0000 256,028.27 05/31/2019 12X4212 1212105 09/30/2056 01996 6.790000000000 71,000.0000 3,213.93 05/31/2019 12X4212 1212105 09/30/2041 01997 6.500000000000 3,692,471.0000 160,007.08 05/31/2019 12X4212 1212105 09/30/2055 01997 6.500000000000 3,953,000.0000 171,296.67 05/31/2019 12X4212 1212105 09/30/2038 01998 5.940000000000 9,416,731.0000 372,902.55 05/31/2019 12X4212 1212105 09/30/2051 01998 5.940000000000 1,000,000.0000 39,600.00 05/31/2019 12X4212 1212105 09/30/2055 01998 5.940000000000 2,791,000.0000 110,523.60 05/31/2019 12X4212 1212105 09/30/2044 01999 5.930000000000 17,166,499.0000 678,648.93 05/31/2019 12X4212 1212105 09/30/2055 01999 5.930000000000 6,525,000.0000 257,955.00 05/31/2019 12X4212 1212105 09/30/2056 01999 5.930000000000 713,000.0000 28,187.27 05/31/2019 12X4212 1212105 09/30/2057 01999 5.930000000000 113,300.0000 4,479.13 05/31/2019 12X4212 1212105 09/30/2041 02000 6.230000000000 27,096,675.0000 1,125,415.23 05/31/2019 12X4212 1212105 09/30/2055 02000 6.230000000000 6,760,000.0000 280,765.33 05/31/2019 12X4212 1212105 09/30/2044 02001 5.380000000000 23,991,648.0000 860,500.44 05/31/2019 12X4212 1212105 09/30/2055 02001 5.380000000000 4,796,000.0000 172,016.53 05/31/2019 12X4212 1212105 09/30/2056 02001 5.380000000000 228,000.0000 8,177.60 05/31/2019 12X4212 1212105 09/30/2057 02001 5.380000000000 174,600.0000 6,262.32 05/31/2019 12X4212 1212105 09/30/2058 02001 5.380000000000 24,000.0000 860.80 05/31/2019 12X4212 1212105 09/30/2043 02002 4.940000000000 33,644,053.0000 1,108,010.81 05/31/2019 12X4212 1212105 09/30/2055 02002 4.940000000000 4,526,000.0000 149,056.27 05/31/2019 12X4212 1212105 09/30/2056 02002 4.940000000000 410,000.0000 13,502.67 05/31/2019 12X4212 1212105 09/30/2057 02002 4.940000000000 6,500.0000 214.07 05/31/2019 12X4212 1212105 09/30/2044 02003 4.500000000000 38,944,015.0000 1,168,320.45 05/31/2019 12X4212 1212105 09/30/2055 02003 4.500000000000 3,974,000.0000 119,220.00 05/31/2019 12X4212 1212105 09/30/2044 02004 4.680000000000 4,221,366.0000 131,706.62 05/31/2019 12X4212 1212105 09/30/2046 02004 4.680000000000 30,000,000.0000 936,000.00 05/31/2019 12X4212 1212105 09/30/2055 02004 4.680000000000 3,004,000.0000 93,724.80 05/31/2019 12X4212 1212105 09/30/2056 02004 4.680000000000 590,000.0000 18,408.00 05/31/2019 12X4212 1212105 09/30/2057 02004 4.680000000000 2,004,000.0000 62,524.80 05/31/2019 12X4212 1212105 09/30/2046 02005 4.570000000000 80,415,271.0000 2,449,985.26 05/31/2019 12X4212 1212105 09/30/2055 02005 4.570000000000 2,928,000.0000 89,206.40 05/31/2019 12X4212 1212105 09/30/2056 02005 4.570000000000 620,000.0000 18,889.33 05/31/2019 12X4212 1212105 09/30/2057 02005 4.570000000000 18,500.0000 563.63 05/31/2019 12X4212 1212105 09/30/2058 02005 4.570000000000 273,000.0000 8,317.40 05/31/2019 12X4212 1212105 09/30/2046 02006 4.860000000000 55,882,434.0000 1,810,590.86 05/31/2019 12X4212 1212105 09/30/2047 02006 4.860000000000 25,000,000.0000 810,000.00 05/31/2019 12X4212 1212105 09/30/2055 02006 4.860000000000 5,879,000.0000 190,479.60 05/31/2019 12X4212 1212105 09/30/2056 02006 4.860000000000 338,000.0000 10,951.20 05/31/2019 12X4212 1212105 09/30/2059 02006 4.860000000000 434,000.0000 14,061.60 05/31/2019 12X4212 1212105 09/30/2046 02007 4.620000000000 15,885,076.0000 489,260.34 05/31/2019 12X4212 1212105 09/30/2047 02007 4.620000000000 49,000,000.0000 1,509,200.00 05/31/2019 12X4212 1212105 09/30/2048 02007 4.620000000000 40,000,000.0000 1,232,000.00 05/31/2019 12X4212 1212105 09/30/2055 02007 4.620000000000 3,754,000.0000 115,623.20 05/31/2019 12X4212 1212105 09/30/2056 02007 4.620000000000 67,000.0000 2,063.60 05/31/2019 12X4212 1212105 09/30/2057 02007 4.620000000000 235,500.0000 7,253.40 05/31/2019 12X4212 1212105 09/30/2058 02007 4.620000000000 38,000.0000 1,170.40 05/31/2019 12X4212 1212105 09/30/2048 02008 4.140000000000 52,846,895.0000 1,458,574.30 05/31/2019 12X4212 1212105 09/30/2049 02008 4.140000000000 87,000,000.0000 2,401,200.00 05/31/2019 12X4212 1212105 09/30/2055 02008 4.140000000000 7,078,000.0000 195,352.80 05/31/2019 12X4212 1212105 09/30/2056 02008 4.140000000000 2,174,000.0000 60,002.40 05/31/2019 12X4212 1212105 09/30/2057 02008 4.140000000000 19,080,000.0000 526,608.00 05/31/2019 12X4212 1212105 09/30/2049 02009 3.660000000000 267,761,130.0000 6,533,371.57 05/31/2019 12X4212 1212105 09/30/2055 02009 3.660000000000 18,750,000.0000 457,500.00 05/31/2019 12X4212 1212105 09/30/2056 02009 3.660000000000 2,420,000.0000 59,048.00 05/31/2019 12X4212 1212105 09/30/2050 02010 3.790000000000 310,879,456.0000 7,854,887.59 05/31/2019 12X4212 1212105 09/30/2051 02010 3.790000000000 50,000,000.0000 1,263,333.33 05/31/2019 12X4212 1212105 09/30/2055 02010 3.790000000000 22,967,000.0000 580,299.53 05/31/2019 12X4212 1212105 09/30/2056 02010 3.790000000000 2,374,000.0000 59,983.07 05/31/2019 12X4212 1212105 09/30/2051 02011 3.310000000000 341,956,882.0000 7,545,848.53 05/31/2019 12X4212 1212105 09/30/2055 02011 3.310000000000 10,975,000.0000 242,181.67 05/31/2019 12X4212 1212105 09/30/2056 02011 3.310000000000 2,691,000.0000 59,381.40 05/31/2019 12X4212 1212105 09/30/2057 02011 3.310000000000 8,981,000.0000 198,180.73 05/31/2019 12X4212 1212105 09/30/2052 02012 2.400000000000 291,017,883.0000 4,656,286.13 05/31/2019 12X4212 1212105 09/30/2053 02012 2.400000000000 50,000,000.0000 800,000.00 05/31/2019 12X4212 1212105 09/30/2055 02012 2.400000000000 6,311,000.0000 100,976.00 05/31/2019 12X4212 1212105 09/30/2056 02012 2.400000000000 2,492,000.0000 39,872.00 05/31/2019 12X4212 1212105 09/30/2057 02012 2.400000000000 10,000.0000 160.00 05/31/2019 12X4212 1212105 09/30/2058 02012 2.400000000000 24,184,500.0000 386,952.00 05/31/2019 12X4212 1212105 09/30/2053 02013 2.910000000000 335,059,671.0000 6,500,157.62 05/31/2019 12X4212 1212105 09/30/2055 02013 2.910000000000 4,786,000.0000 92,848.40 05/31/2019 12X4212 1212105 09/30/2056 02013 2.910000000000 1,716,000.0000 33,290.40 05/31/2019 12X4212 1212105 09/30/2057 02013 2.910000000000 113,000.0000 2,192.20 05/31/2019 12X4212 1212105 09/30/2058 02013 2.910000000000 85,000.0000 1,649.00 05/31/2019 12X4212 1212105 09/30/2054 02014 3.040000000000 568,412,600.0000 11,519,828.69 05/31/2019 12X4212 1212105 09/30/2055 02014 3.040000000000 213,931,000.0000 4,335,668.27 05/31/2019 12X4212 1212105 09/30/2056 02014 3.040000000000 2,807,000.0000 56,888.53 05/31/2019 12X4212 1212105 09/30/2057 02014 3.040000000000 737,000.0000 14,936.53 05/31/2019 12X4212 1212105 09/30/2058 02014 3.040000000000 148,000.0000 2,999.47 05/31/2019 12X4212 1212105 09/30/2059 02014 3.040000000000 33,000.0000 668.80 05/31/2019 12X4212 1212105 09/30/2055 02015 2.460000000000 468,729,000.0000 7,687,155.60 05/31/2019 12X4212 1212105 09/30/2056 02015 2.460000000000 355,025,000.0000 5,822,410.00 05/31/2019 12X4212 1212105 09/30/2057 02015 2.460000000000 74,442,000.0000 1,220,848.80 05/31/2019 12X4212 1212105 09/30/2058 02015 2.460000000000 388,000.0000 6,363.20 05/31/2019 12X4212 1212105 09/30/2059 02015 2.460000000000 402,000.0000 6,592.80 05/31/2019 12X4212 1212105 09/30/2056 02016 2.340000000000 683,535,000.0000 10,663,146.00 05/31/2019 12X4212 1212105 09/30/2057 02016 2.340000000000 200,581,000.0000 3,129,063.60 05/31/2019 12X4212 1212105 09/30/2058 02016 2.340000000000 81,869,000.0000 1,277,156.40 05/31/2019 12X4212 1212105 09/30/2059 02016 2.340000000000 215,000.0000 3,354.00 05/31/2019 12X4212 1212105 09/30/2057 02017 2.660000000000 737,504,000.0000 13,078,404.27 05/31/2019 12X4212 1212105 09/30/2058 02017 2.660000000000 203,514,000.0000 3,608,981.60 05/31/2019 12X4212 1212105 09/30/2059 02017 2.660000000000 3,055,000.0000 54,175.33 05/31/2019 12X4212 1212105 09/30/2058 02018 3.056900000000 957,628,000.0000 19,515,820.22 05/31/2019 12X4212 1212105 09/30/2059 02018 3.056900000000 199,308,000.0000 4,061,764.17 05/31/2019 12X4212 1212105 09/30/2059 02019 3.056900000000 591,820,000.0000 12,060,897.05 05/31/2019 ------------------------ ---------------------- 7,809,967,284.0000 158,546,930.21 107 SUB-COHORT 12X4212 1212107 09/30/2029 01992 7.540000000000 216,000.0000 10,857.60 05/31/2019 12X4212 1212107 09/30/2031 01992 7.540000000000 1,500.0000 75.40 05/31/2019 12X4212 1212107 09/30/2029 01993 6.660000000000 640,500.0000 28,438.20 05/31/2019 12X4212 1212107 09/30/2029 01994 6.800000000000 2,098,500.0000 95,132.00 05/31/2019 12X4212 1212107 09/30/2029 01995 7.200000000000 3,505,500.0000 168,264.00 05/31/2019 12X4212 1212107 09/30/2030 01995 7.200000000000 17,000.0000 816.00 05/31/2019 12X4212 1212107 09/30/2029 01996 6.640000000000 1,609,500.0000 71,247.20 05/31/2019 12X4212 1212107 09/30/2030 01996 6.640000000000 92,000.0000 4,072.53 05/31/2019 12X4212 1212107 09/30/2031 01996 6.640000000000 14,000.0000 619.73 05/31/2019 12X4212 1212107 09/30/2029 01997 6.710000000000 10,066,000.0000 450,285.73 05/31/2019 12X4212 1212107 09/30/2030 01997 6.710000000000 408,000.0000 18,251.20 05/31/2019 12X4212 1212107 09/30/2029 01998 5.840000000000 4,788,500.0000 186,432.27 05/31/2019 12X4212 1212107 09/30/2024 01999 5.730000000000 30,205,688.0000 1,153,857.28 05/31/2019 12X4212 1212107 09/30/2029 01999 5.730000000000 1,648,000.0000 62,953.60 05/31/2019 12X4212 1212107 09/30/2024 02000 6.380000000000 6,968,937.0000 296,412.12 05/31/2019 12X4212 1212107 09/30/2029 02000 6.380000000000 1,794,000.0000 76,304.80 05/31/2019 12X4212 1212107 09/30/2030 02000 6.380000000000 98,000.0000 4,168.27 05/31/2019 12X4212 1212107 09/30/2031 02000 6.380000000000 36,000.0000 1,531.20 05/31/2019 12X4212 1212107 09/30/2029 02001 5.200000000000 3,992,000.0000 138,389.33 05/31/2019 12X4212 1212107 09/30/2030 02001 5.200000000000 59,000.0000 2,045.33 05/31/2019 12X4212 1212107 09/30/2031 02001 5.200000000000 1,500.0000 52.00 05/31/2019 12X4212 1212107 09/30/2030 02002 4.550000000000 3,047,500.0000 92,440.83 05/31/2019 12X4212 1212107 09/30/2031 02002 4.550000000000 5,000.0000 151.67 05/31/2019 12X4212 1212107 09/30/2032 02002 4.550000000000 131,000.0000 3,973.67 05/31/2019 12X4212 1212107 09/30/2029 02003 3.510000000000 25,000.0000 585.00 05/31/2019 12X4212 1212107 09/30/2030 02003 3.510000000000 42,000.0000 982.80 05/31/2019 12X4212 1212107 09/30/2031 02003 3.510000000000 3,687,000.0000 86,275.80 05/31/2019 12X4212 1212107 09/30/2032 02003 3.510000000000 103,000.0000 2,410.20 05/31/2019 12X4212 1212107 09/30/2032 02004 3.880000000000 1,958,865.0000 50,669.31 05/31/2019 12X4212 1212107 09/30/2019 02005 4.140000000000 1,177,776.0000 32,506.62 05/31/2019 12X4212 1212107 09/30/2030 02005 4.140000000000 31,000.0000 855.60 05/31/2019 12X4212 1212107 09/30/2031 02005 4.140000000000 3,500.0000 96.60 05/31/2019 12X4212 1212107 09/30/2032 02005 4.140000000000 118,000.0000 3,256.80 05/31/2019 12X4212 1212107 09/30/2020 02006 4.820000000000 4,667,354.0000 149,977.64 05/31/2019 12X4212 1212107 09/30/2029 02006 4.820000000000 484,000.0000 15,552.53 05/31/2019 12X4212 1212107 09/30/2030 02006 4.820000000000 288,000.0000 9,254.40 05/31/2019 12X4212 1212107 09/30/2021 02007 4.730000000000 7,856,066.0000 247,727.95 05/31/2019 12X4212 1212107 09/30/2029 02007 4.730000000000 604,000.0000 19,046.13 05/31/2019 12X4212 1212107 09/30/2030 02007 4.730000000000 273,000.0000 8,608.60 05/31/2019 12X4212 1212107 09/30/2022 02008 3.790000000000 7,121,351.0000 179,932.80 05/31/2019 12X4212 1212107 09/30/2029 02008 3.790000000000 1,254,000.0000 31,684.40 05/31/2019 12X4212 1212107 09/30/2030 02008 3.790000000000 239,000.0000 6,038.73 05/31/2019 12X4212 1212107 09/30/2024 02009 3.100000000000 5,712,618.0000 118,060.77 05/31/2019 12X4212 1212107 09/30/2029 02009 3.100000000000 563,000.0000 11,635.33 05/31/2019 12X4212 1212107 09/30/2024 02010 2.960000000000 6,715,564.0000 132,520.46 05/31/2019 12X4212 1212107 09/30/2029 02010 2.960000000000 352,000.0000 6,946.13 05/31/2019 12X4212 1212107 09/30/2030 02010 2.960000000000 162,000.0000 3,196.80 05/31/2019 12X4212 1212107 09/30/2031 02010 2.960000000000 40,900.0000 807.09 05/31/2019 12X4212 1212107 09/30/2032 02010 2.960000000000 4,500.0000 88.80 05/31/2019 12X4212 1212107 09/30/2025 02011 2.840000000000 7,494,941.0000 141,904.22 05/31/2019 12X4212 1212107 09/30/2029 02011 2.840000000000 256,000.0000 4,846.93 05/31/2019 12X4212 1212107 09/30/2030 02011 2.840000000000 201,000.0000 3,805.60 05/31/2019 12X4212 1212107 09/30/2031 02011 2.840000000000 32,500.0000 615.33 05/31/2019 12X4212 1212107 09/30/2032 02011 2.840000000000 22,000.0000 416.53 05/31/2019 12X4212 1212107 09/30/2026 02012 1.880000000000 9,781,318.0000 122,592.52 05/31/2019 12X4212 1212107 09/30/2029 02012 1.880000000000 110,000.0000 1,378.67 05/31/2019 12X4212 1212107 09/30/2030 02012 1.880000000000 214,000.0000 2,682.13 05/31/2019 12X4212 1212107 09/30/2031 02012 1.880000000000 4,000.0000 50.13 05/31/2019 12X4212 1212107 09/30/2027 02013 1.830000000000 9,711,504.0000 118,480.35 05/31/2019 12X4212 1212107 09/30/2029 02013 1.830000000000 453,000.0000 5,526.60 05/31/2019 12X4212 1212107 09/30/2030 02013 1.830000000000 290,000.0000 3,538.00 05/31/2019 12X4212 1212107 09/30/2028 02014 2.400000000000 8,868,000.0000 141,888.00 05/31/2019 12X4212 1212107 09/30/2029 02014 2.400000000000 1,286,000.0000 20,576.00 05/31/2019 12X4212 1212107 09/30/2030 02014 2.400000000000 6,000.0000 96.00 05/31/2019 12X4212 1212107 09/30/2029 02015 1.980000000000 3,082,500.0000 40,689.00 05/31/2019 12X4212 1212107 09/30/2030 02015 1.980000000000 1,485,000.0000 19,602.00 05/31/2019 12X4212 1212107 09/30/2032 02015 1.980000000000 1,500.0000 19.80 05/31/2019 12X4212 1212107 09/30/2039 02015 1.980000000000 4,083,000.0000 53,895.60 05/31/2019 12X4212 1212107 09/30/2030 02016 1.760000000000 27,411,500.0000 321,628.27 05/31/2019 12X4212 1212107 09/30/2031 02016 1.760000000000 2,042,500.0000 23,965.33 05/31/2019 12X4212 1212107 09/30/2032 02016 1.760000000000 1,060,000.0000 12,437.33 05/31/2019 12X4212 1212107 09/30/2031 02017 2.190000000000 11,324,000.0000 165,330.40 05/31/2019 12X4212 1212107 09/30/2032 02017 2.190000000000 1,560,000.0000 22,776.00 05/31/2019 12X4212 1212107 09/30/2032 02018 2.648500000000 9,686,000.0000 171,022.47 05/31/2019 12X4212 1212107 09/30/2033 02018 2.648500000000 1,995,000.0000 35,225.05 05/31/2019 12X4212 1212107 09/30/2033 02019 2.648500000000 6,787,000.0000 119,835.80 05/31/2019 ------------------------ ---------------------- 224,175,382.0000 5,540,313.31 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530000000000 813,107.0000 40,817.97 05/31/2019 12X4212 1212108 09/30/2055 01992 7.530000000000 557,000.0000 27,961.40 05/31/2019 12X4212 1212108 09/30/2050 01993 6.660000000000 852,012.0000 37,829.33 05/31/2019 12X4212 1212108 09/30/2055 01993 6.660000000000 1,933,000.0000 85,825.20 05/31/2019 12X4212 1212108 09/30/2050 01994 6.940000000000 1,782,069.0000 82,450.39 05/31/2019 12X4212 1212108 09/30/2055 01994 6.940000000000 965,000.0000 44,647.33 05/31/2019 12X4212 1212108 09/30/2056 01994 6.940000000000 105,000.0000 4,858.00 05/31/2019 12X4212 1212108 09/30/2050 01997 6.720000000000 1,164,123.0000 52,152.71 05/31/2019 12X4212 1212108 09/30/2055 01997 6.720000000000 95,000.0000 4,256.00 05/31/2019 12X4212 1212108 09/30/2044 01998 5.910000000000 986,111.0000 38,852.77 05/31/2019 12X4212 1212108 09/30/2055 01998 5.910000000000 150,000.0000 5,910.00 05/31/2019 12X4212 1212108 09/30/2058 01998 5.910000000000 20,000.0000 788.00 05/31/2019 ------------------------ ---------------------- 9,422,422.0000 426,349.10 109 SUB-COHORT 12X4212 1212109 09/30/2040 02000 6.250000000000 25,639.0000 1,068.29 05/31/2019 12X4212 1212109 09/30/2044 02000 6.250000000000 76,000.0000 3,166.67 05/31/2019 12X4212 1212109 09/30/2041 02001 5.030000000000 370.0000 12.41 05/31/2019 12X4212 1212109 09/30/2044 02001 5.030000000000 13,000.0000 435.93 05/31/2019 12X4212 1212109 09/30/2055 02001 5.030000000000 15,000.0000 503.00 05/31/2019 12X4212 1212109 09/30/2056 02001 5.030000000000 536,948.0000 18,005.66 05/31/2019 12X4212 1212109 09/30/2044 02004 4.890000000000 606,892.0000 19,784.68 05/31/2019 12X4212 1212109 09/30/2053 02004 4.890000000000 2,000.0000 65.20 05/31/2019 12X4212 1212109 09/30/2054 02004 4.890000000000 4,518.0400 147.29 05/31/2019 12X4212 1212109 09/30/2055 02004 4.890000000000 17,000.0000 554.20 05/31/2019 ------------------------ ---------------------- 1,297,367.0400 43,743.33 116 SUB-COHORT 12X4212 1212116 09/30/2040 01992 7.500000000000 1,200.0000 60.00 05/31/2019 12X4212 1212116 09/30/2041 01992 7.500000000000 3,300.0000 165.00 05/31/2019 12X4212 1212116 09/30/2043 01992 7.500000000000 4,300.0000 215.00 05/31/2019 ------------------------ ---------------------- 8,800.0000 440.00 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.650000000000 134,692.0000 5,971.35 05/31/2019 12X4212 1212121 09/30/2034 01993 6.650000000000 100,000.0000 4,433.33 05/31/2019 12X4212 1212121 09/30/2036 01993 6.650000000000 37,000.0000 1,640.33 05/31/2019 12X4212 1212121 09/30/2037 01993 6.650000000000 13,000.0000 576.33 05/31/2019 12X4212 1212121 09/30/2038 01993 6.650000000000 41,000.0000 1,817.67 05/31/2019 12X4212 1212121 09/30/2040 01993 6.650000000000 15,000.0000 665.00 05/31/2019 12X4212 1212121 09/30/2041 01993 6.650000000000 26,000.0000 1,152.67 05/31/2019 12X4212 1212121 09/30/2042 01993 6.650000000000 30,000.0000 1,330.00 05/31/2019 12X4212 1212121 09/30/2043 01993 6.650000000000 29,000.0000 1,285.67 05/31/2019 12X4212 1212121 09/30/2028 01994 6.810000000000 58,074.0000 2,636.56 05/31/2019 12X4212 1212121 09/30/2034 01994 6.810000000000 650,000.0000 29,510.00 05/31/2019 12X4212 1212121 09/30/2040 01994 6.810000000000 50,000.0000 2,270.00 05/31/2019 12X4212 1212121 09/30/2041 01994 6.810000000000 50,600.0000 2,297.24 05/31/2019 12X4212 1212121 09/30/2042 01994 6.810000000000 61,000.0000 2,769.40 05/31/2019 12X4212 1212121 09/30/2043 01994 6.810000000000 60,000.0000 2,724.00 05/31/2019 ------------------------ ---------------------- 1,355,366.0000 61,079.55 124 SUB-COHORT 12X4212 1212124 09/30/2019 02001 4.840000000000 47,000.0000 1,516.53 05/31/2019 ------------------------ ---------------------- 47,000.0000 1,516.53 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.050000000000 363,000.0000 4,961.00 05/31/2019 12X4212 1212127 09/30/2031 02010 2.050000000000 20,000.0000 273.33 05/31/2019 12X4212 1212127 09/30/2034 02010 2.050000000000 300,000.0000 4,100.00 05/31/2019 12X4212 1212127 09/30/2035 02010 2.050000000000 133,000.0000 1,817.67 05/31/2019 12X4212 1212127 09/30/2030 02011 2.220000000000 933,000.0000 13,808.40 05/31/2019 12X4212 1212127 09/30/2034 02011 2.220000000000 1,920,000.0000 28,416.00 05/31/2019 ------------------------ ---------------------- 3,669,000.0000 53,376.40 ======================== ====================== 12,095,421,970.0400 223,527,385.35 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4212 1212101 09/30/2019 02013 03/27/2019 INT + 0.0000 454,457.49 496940 1212101 09/30/2020 01992 03/27/2019 INT + 0.0000 9,864.00 496882 1212101 09/30/2020 01993 03/27/2019 INT + 0.0000 9,491.50 496884 1212101 09/30/2020 01994 03/27/2019 INT + 0.0000 18,617.70 496886 1212101 09/30/2020 01995 03/27/2019 INT + 0.0000 26,926.30 496888 1212101 09/30/2020 01996 03/27/2019 INT + 0.0000 28,447.05 496890 1212101 09/30/2020 01997 03/27/2019 INT + 0.0000 62,330.25 496892 1212101 09/30/2020 01998 03/27/2019 INT + 0.0000 43,012.50 496894 1212101 09/30/2020 01999 03/27/2019 INT + 0.0000 85,150.00 496896 1212101 09/30/2020 02001 03/27/2019 INT + 0.0000 90,594.39 496900 1212101 09/30/2020 02002 03/27/2019 INT + 0.0000 64,841.69 496902 1212101 09/30/2020 02005 03/27/2019 INT + 0.0000 74,426.00 496916 1212101 09/30/2020 02006 03/27/2019 INT + 0.0000 132,682.99 496918 1212101 09/30/2020 02009 03/27/2019 INT + 0.0000 248,126.90 496924 1212101 09/30/2020 02010 03/27/2019 INT + 0.0000 287,079.27 496926 1212101 09/30/2020 02014 03/27/2019 INT + 0.0000 626,957.08 496942 1212101 09/30/2021 02000 03/27/2019 INT + 0.0000 86,625.00 496898 1212101 09/30/2021 02004 03/27/2019 INT + 0.0000 35,246.40 496910 1212101 09/30/2021 02008 03/27/2019 INT + 0.0000 154,350.33 496922 1212101 09/30/2021 02011 03/27/2019 INT + 0.0000 310,486.93 496928 1212101 09/30/2021 02012 03/27/2019 INT + 0.0000 198,278.71 496930 1212101 09/30/2021 02015 03/27/2019 INT + 0.0000 821,650.26 496944 1212101 09/30/2022 02003 03/27/2019 INT + 0.0000 4,891.25 496904 1212101 09/30/2022 02004 03/27/2019 INT + 0.0000 3,595.20 496912 1212101 09/30/2022 02012 03/27/2019 INT + 0.0000 254.00 496932 1212101 09/30/2022 02012 03/27/2019 INT + 0.0000 6,311.90 496934 1212101 09/30/2022 02016 03/27/2019 INT + 0.0000 1,165,197.15 496946 1212101 09/30/2023 02003 03/27/2019 INT + 0.0000 165.55 496906 1212101 09/30/2023 02012 03/27/2019 INT + 0.0000 12,058.65 496936 1212101 09/30/2023 02017 03/27/2019 INT + 0.0000 5,295,177.40 496948 1212101 09/30/2024 02003 03/27/2019 INT + 0.0000 47,708.50 496908 1212101 09/30/2024 02004 03/27/2019 INT + 0.0000 16,833.60 496914 1212101 09/30/2024 02007 03/27/2019 INT + 0.0000 120,810.50 496920 1212101 09/30/2024 02012 03/27/2019 INT + 0.0000 59,074.04 496938 1212101 09/30/2024 02018 03/27/2019 INT + 0.0000 2,755,279.16 496950 1212105 09/30/2035 01995 03/28/2019 INT + 0.0000 32,171.40 497062 1212105 09/30/2038 01998 03/28/2019 INT + 0.0000 49,094.10 497068 1212105 09/30/2041 01992 03/28/2019 INT + 0.0000 17,587.50 497056 1212105 09/30/2041 01993 03/28/2019 INT + 0.0000 35,231.40 497058 1212105 09/30/2041 01994 03/28/2019 INT + 0.0000 29,343.60 497060 1212105 09/30/2041 01996 03/28/2019 INT + 0.0000 47,462.10 497064 1212105 09/30/2041 01997 03/28/2019 INT + 0.0000 36,692.50 497066 1212105 09/30/2041 02000 03/28/2019 INT + 0.0000 169,829.79 497016 1212105 09/30/2042 02002 03/28/2019 INT + 0.0000 58,194.51 497020 1212105 09/30/2043 02002 03/28/2019 INT + 0.0000 33,491.89 497022 1212105 09/30/2044 01999 03/28/2019 INT + 0.0000 108,815.50 497070 1212105 09/30/2044 02001 03/28/2019 INT + 0.0000 103,242.20 497018 1212105 09/30/2044 02003 03/28/2019 INT + 0.0000 114,952.50 497024 1212105 09/30/2044 02004 03/28/2019 INT + 0.0000 123,364.80 497026 1212105 09/30/2046 02005 03/28/2019 INT + 0.0000 211,339.64 497028 1212105 09/30/2046 02006 03/28/2019 INT + 0.0000 296,873.10 497030 1212105 09/30/2046 02007 03/28/2019 INT + 0.0000 272,510.69 497032 1212105 09/30/2048 02008 03/28/2019 INT + 0.0000 391,416.30 497034 1212105 09/30/2049 02009 03/28/2019 INT + 0.0000 487,054.47 497036 1212105 09/30/2050 02010 03/28/2019 INT + 0.0000 686,710.05 497038 1212105 09/30/2051 02011 03/28/2019 INT + 0.0000 572,481.02 497040 1212105 09/30/2052 02012 03/28/2019 INT + 0.0000 399,791.96 497042 1212105 09/30/2053 02013 03/28/2019 INT + 0.0000 324,595.94 497044 1212105 09/30/2054 02014 03/28/2019 INT + 0.0000 848,053.56 497046 1212105 09/30/2055 02015 03/28/2019 INT + 0.0000 652,256.67 497048 1212105 09/30/2056 02016 03/28/2019 INT + 0.0000 495,974.70 497050 1212105 09/30/2057 02017 03/28/2019 INT + 0.0000 1,334,136.14 497052 1212105 09/30/2058 02018 03/28/2019 INT + 0.0000 4,058,936.11 497054 1212107 09/30/2019 02005 03/28/2019 INT + 0.0000 7,265.70 496988 1212107 09/30/2020 02006 03/28/2019 INT + 0.0000 15,833.70 496990 1212107 09/30/2021 02007 03/28/2019 INT + 0.0000 49,570.40 496992 1212107 09/30/2022 02008 03/28/2019 INT + 0.0000 32,120.25 496994 1212107 09/30/2024 01999 03/28/2019 INT + 0.0000 145,943.09 496976 1212107 09/30/2024 02000 03/28/2019 INT + 0.0000 82,333.90 496978 1212107 09/30/2024 02009 03/28/2019 INT + 0.0000 14,151.50 496996 1212107 09/30/2024 02010 03/28/2019 INT + 0.0000 28,223.60 496998 1212107 09/30/2025 02011 03/28/2019 INT + 0.0000 29,479.20 497000 1212107 09/30/2026 02012 03/28/2019 INT + 0.0000 16,139.80 497002 1212107 09/30/2027 02013 03/28/2019 INT + 0.0000 30,780.60 497004 1212107 09/30/2028 02014 03/28/2019 INT + 0.0000 19,416.00 497006 1212107 09/30/2029 01992 03/28/2019 INT + 0.0000 9,311.90 496962 1212107 09/30/2029 01993 03/28/2019 INT + 0.0000 17,182.80 496964 1212107 09/30/2029 01994 03/28/2019 INT + 0.0000 3,502.00 496966 1212107 09/30/2029 01995 03/28/2019 INT + 0.0000 15,516.00 496968 1212107 09/30/2029 01996 03/28/2019 INT + 0.0000 52,887.60 496970 1212107 09/30/2029 01997 03/28/2019 INT + 0.0000 42,977.55 496972 1212107 09/30/2029 01998 03/28/2019 INT + 0.0000 22,279.60 496974 1212107 09/30/2029 02001 03/28/2019 INT + 0.0000 20,800.00 496980 1212107 09/30/2029 02003 03/28/2019 INT + 0.0000 23,306.40 496984 1212107 09/30/2029 02015 03/28/2019 INT + 0.0000 12,474.00 497008 1212107 09/30/2030 02002 03/28/2019 INT + 0.0000 15,242.50 496982 1212107 09/30/2030 02016 03/28/2019 INT + 0.0000 64,574.39 497010 1212107 09/30/2031 02017 03/28/2019 INT + 0.0000 9,778.35 497012 1212107 09/30/2032 02004 03/28/2019 INT + 0.0000 10,398.40 496986 1212107 09/30/2032 02018 03/28/2019 INT + 0.0000 36,920.09 497014 1212108 09/30/2044 01998 03/27/2019 INT + 0.0000 88.65 496960 1212108 09/30/2050 01992 03/27/2019 INT + 0.0000 527.10 496952 1212108 09/30/2050 01993 03/27/2019 INT + 0.0000 1,198.80 496954 1212108 09/30/2050 01994 03/27/2019 INT + 0.0000 7,044.10 496956 1212108 09/30/2050 01997 03/27/2019 INT + 0.0000 4,704.00 496958 1212109 09/30/2040 02000 03/27/2019 INT + 0.0000 625.00 496864 1212109 09/30/2041 02001 03/27/2019 INT + 0.0000 150.90 496866 1212109 09/30/2044 02004 03/27/2019 INT + 0.0000 268.95 496868 1212116 09/30/2040 01992 03/27/2019 INT + 0.0000 112.50 496880 1212121 09/30/2028 01994 03/27/2019 INT + 0.0000 136.20 496878 1212121 09/30/2033 01993 03/27/2019 INT + 0.0000 66.50 496876 1212124 09/30/2019 02001 03/27/2019 INT + 0.0000 48.40 496874 1212127 09/30/2030 02010 03/27/2019 INT + 0.0000 174.25 496870 1212127 09/30/2030 02011 03/27/2019 INT + 0.0000 421.80 496872 ------------------------ ---------------------- 0.0000 26,192,580.25 ======================== ====================== 0.0000 26,192,580.25