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 10,028.40 06/30/2019 12X4212 1212101 09/30/2021 01992 5.480000000000 1,775,000.0000 72,952.50 06/30/2019 12X4212 1212101 09/30/2022 01992 5.480000000000 36,000.0000 1,479.60 06/30/2019 12X4212 1212101 09/30/2020 01993 4.630000000000 2,056,500.0000 71,411.96 06/30/2019 12X4212 1212101 09/30/2021 01993 4.630000000000 321,000.0000 11,146.72 06/30/2019 12X4212 1212101 09/30/2022 01993 4.630000000000 70,000.0000 2,430.75 06/30/2019 12X4212 1212101 09/30/2020 01994 5.420000000000 3,409,500.0000 138,596.17 06/30/2019 12X4212 1212101 09/30/2021 01994 5.420000000000 193,000.0000 7,845.45 06/30/2019 12X4212 1212101 09/30/2020 01995 6.740000000000 1,932,000.0000 97,662.60 06/30/2019 12X4212 1212101 09/30/2021 01995 6.740000000000 737,000.0000 37,255.35 06/30/2019 12X4212 1212101 09/30/2022 01995 6.740000000000 18,000.0000 909.90 06/30/2019 12X4212 1212101 09/30/2023 01995 6.740000000000 9,000.0000 454.95 06/30/2019 12X4212 1212101 09/30/2020 01996 5.970000000000 4,144,500.0000 185,569.99 06/30/2019 12X4212 1212101 09/30/2021 01996 5.970000000000 1,036,000.0000 46,386.90 06/30/2019 12X4212 1212101 09/30/2020 01997 6.150000000000 6,171,500.0000 284,660.44 06/30/2019 12X4212 1212101 09/30/2021 01997 6.150000000000 987,000.0000 45,525.37 06/30/2019 12X4212 1212101 09/30/2022 01997 6.150000000000 4,000.0000 184.50 06/30/2019 12X4212 1212101 09/30/2020 01998 5.550000000000 6,690,500.0000 278,492.06 06/30/2019 12X4212 1212101 09/30/2021 01998 5.550000000000 1,260,000.0000 52,447.50 06/30/2019 12X4212 1212101 09/30/2022 01998 5.550000000000 71,000.0000 2,955.37 06/30/2019 12X4212 1212101 09/30/2020 01999 5.200000000000 10,871,000.0000 423,969.00 06/30/2019 12X4212 1212101 09/30/2021 01999 5.200000000000 2,594,000.0000 101,166.00 06/30/2019 12X4212 1212101 09/30/2022 01999 5.200000000000 198,000.0000 7,722.00 06/30/2019 12X4212 1212101 09/30/2021 02000 6.250000000000 615,000.0000 28,828.12 06/30/2019 12X4212 1212101 09/30/2024 02000 6.250000000000 9,772,000.0000 458,062.50 06/30/2019 12X4212 1212101 09/30/2020 02001 4.960000000000 12,911,000.0000 480,289.20 06/30/2019 12X4212 1212101 09/30/2021 02001 4.960000000000 1,501,000.0000 55,837.20 06/30/2019 12X4212 1212101 09/30/2022 02001 4.960000000000 21,000.0000 781.20 06/30/2019 12X4212 1212101 09/30/2023 02001 4.960000000000 80,200.0000 2,983.44 06/30/2019 12X4212 1212101 09/30/2020 02002 4.010000000000 14,613,500.0000 439,501.01 06/30/2019 12X4212 1212101 09/30/2023 02002 4.010000000000 313,000.0000 9,413.47 06/30/2019 12X4212 1212101 09/30/2024 02002 4.010000000000 67,500.0000 2,030.06 06/30/2019 12X4212 1212101 09/30/2024 02003 3.010000000000 15,523,500.0000 350,443.01 06/30/2019 12X4212 1212101 09/30/2024 02004 3.360000000000 16,417,000.0000 413,708.40 06/30/2019 12X4212 1212101 09/30/2020 02005 3.980000000000 19,486,000.0000 581,657.10 06/30/2019 12X4212 1212101 09/30/2022 02005 3.980000000000 102,000.0000 3,044.70 06/30/2019 12X4212 1212101 09/30/2023 02005 3.980000000000 97,000.0000 2,895.45 06/30/2019 12X4212 1212101 09/30/2020 02006 4.790000000000 27,856,500.0000 1,000,744.76 06/30/2019 12X4212 1212101 09/30/2023 02006 4.790000000000 147,000.0000 5,280.97 06/30/2019 12X4212 1212101 09/30/2024 02007 4.660000000000 28,149,000.0000 983,807.55 06/30/2019 12X4212 1212101 09/30/2021 02008 3.290000000000 173,000.0000 4,268.77 06/30/2019 12X4212 1212101 09/30/2022 02008 3.290000000000 8,000.0000 197.40 06/30/2019 12X4212 1212101 09/30/2023 02008 3.290000000000 147,000.0000 3,627.22 06/30/2019 12X4212 1212101 09/30/2024 02008 3.290000000000 35,886,500.0000 885,499.39 06/30/2019 12X4212 1212101 09/30/2020 02009 2.380000000000 95,657,492.0000 1,707,486.23 06/30/2019 12X4212 1212101 09/30/2021 02009 2.380000000000 4,658,000.0000 83,145.30 06/30/2019 12X4212 1212101 09/30/2022 02009 2.380000000000 887,000.0000 15,832.95 06/30/2019 12X4212 1212101 09/30/2023 02009 2.380000000000 1,513,000.0000 27,007.05 06/30/2019 12X4212 1212101 09/30/2020 02010 2.220000000000 56,895,986.0000 947,318.17 06/30/2019 12X4212 1212101 09/30/2021 02010 2.220000000000 26,668,000.0000 444,022.20 06/30/2019 12X4212 1212101 09/30/2022 02010 2.220000000000 1,638,000.0000 27,272.70 06/30/2019 12X4212 1212101 09/30/2023 02010 2.220000000000 795,000.0000 13,236.75 06/30/2019 12X4212 1212101 09/30/2021 02011 1.830000000000 70,531,500.0000 968,044.84 06/30/2019 12X4212 1212101 09/30/2022 02011 1.830000000000 2,649,000.0000 36,357.52 06/30/2019 12X4212 1212101 09/30/2024 02012 1.270000000000 105,271,000.0000 1,002,706.27 06/30/2019 12X4212 1212101 09/30/2019 02013 1.750000000000 111,694,671.0000 1,465,992.56 06/30/2019 12X4212 1212101 09/30/2021 02013 1.750000000000 11,491,000.0000 150,819.37 06/30/2019 12X4212 1212101 09/30/2022 02013 1.750000000000 3,667,000.0000 48,129.37 06/30/2019 12X4212 1212101 09/30/2023 02013 1.750000000000 1,296,000.0000 17,010.00 06/30/2019 12X4212 1212101 09/30/2024 02013 1.750000000000 12,000.0000 157.50 06/30/2019 12X4212 1212101 09/30/2020 02014 1.660000000000 99,450,500.0000 1,238,158.72 06/30/2019 12X4212 1212101 09/30/2021 02014 1.660000000000 129,037,000.0000 1,606,510.65 06/30/2019 12X4212 1212101 09/30/2022 02014 1.660000000000 4,386,000.0000 54,605.70 06/30/2019 12X4212 1212101 09/30/2023 02014 1.660000000000 298,000.0000 3,710.10 06/30/2019 12X4212 1212101 09/30/2024 02014 1.660000000000 73,000.0000 908.85 06/30/2019 12X4212 1212101 09/30/2025 02014 1.660000000000 6,000.0000 74.70 06/30/2019 12X4212 1212101 09/30/2021 02015 1.630000000000 243,431,500.0000 2,975,950.09 06/30/2019 12X4212 1212101 09/30/2022 02015 1.630000000000 158,932,000.0000 1,942,943.70 06/30/2019 12X4212 1212101 09/30/2023 02015 1.630000000000 3,506,000.0000 42,860.85 06/30/2019 12X4212 1212101 09/30/2024 02015 1.630000000000 725,000.0000 8,863.12 06/30/2019 12X4212 1212101 09/30/2025 02015 1.630000000000 129,000.0000 1,577.02 06/30/2019 12X4212 1212101 09/30/2022 02016 1.630000000000 451,694,500.0000 5,521,965.26 06/30/2019 12X4212 1212101 09/30/2023 02016 1.630000000000 118,346,000.0000 1,446,779.85 06/30/2019 12X4212 1212101 09/30/2024 02016 1.630000000000 3,589,000.0000 43,875.52 06/30/2019 12X4212 1212101 09/30/2025 02016 1.630000000000 118,000.0000 1,442.55 06/30/2019 12X4212 1212101 09/30/2023 02017 2.020000000000 448,060,000.0000 6,788,109.00 06/30/2019 12X4212 1212101 09/30/2024 02017 2.020000000000 165,984,000.0000 2,514,657.60 06/30/2019 12X4212 1212101 09/30/2025 02017 2.020000000000 2,934,000.0000 44,450.10 06/30/2019 12X4212 1212101 09/30/2024 02018 2.452800000000 847,677,000.0000 15,593,866.09 06/30/2019 12X4212 1212101 09/30/2025 02018 2.452800000000 101,275,000.0000 1,863,054.90 06/30/2019 12X4212 1212101 09/30/2025 02019 2.452800000000 659,756,000.0000 12,136,871.38 06/30/2019 ------------------------ ---------------------- 4,163,447,349.0000 68,379,928.93 105 SUB-COHORT 12X4212 1212105 09/30/2041 01992 7.500000000000 4,743,186.0000 266,804.21 06/30/2019 12X4212 1212105 09/30/2055 01992 7.500000000000 570,000.0000 32,062.50 06/30/2019 12X4212 1212105 09/30/2056 01992 7.500000000000 97,000.0000 5,456.25 06/30/2019 12X4212 1212105 09/30/2057 01992 7.500000000000 102,400.0000 5,760.00 06/30/2019 12X4212 1212105 09/30/2041 01993 6.660000000000 3,769,218.0000 188,272.44 06/30/2019 12X4212 1212105 09/30/2055 01993 6.660000000000 1,902,000.0000 95,004.90 06/30/2019 12X4212 1212105 09/30/2056 01993 6.660000000000 90,000.0000 4,495.50 06/30/2019 12X4212 1212105 09/30/2057 01993 6.660000000000 20,000.0000 999.00 06/30/2019 12X4212 1212105 09/30/2041 01994 6.840000000000 814,966.0000 41,807.76 06/30/2019 12X4212 1212105 09/30/2055 01994 6.840000000000 6,596,000.0000 338,374.80 06/30/2019 12X4212 1212105 09/30/2035 01995 7.320000000000 3,593,702.0000 197,294.24 06/30/2019 12X4212 1212105 09/30/2055 01995 7.320000000000 861,000.0000 47,268.90 06/30/2019 12X4212 1212105 09/30/2056 01995 7.320000000000 59,000.0000 3,239.10 06/30/2019 12X4212 1212105 09/30/2041 01996 6.790000000000 2,695,156.0000 137,250.82 06/30/2019 12X4212 1212105 09/30/2055 01996 6.790000000000 5,656,000.0000 288,031.80 06/30/2019 12X4212 1212105 09/30/2056 01996 6.790000000000 71,000.0000 3,615.68 06/30/2019 12X4212 1212105 09/30/2041 01997 6.500000000000 3,692,471.0000 180,007.96 06/30/2019 12X4212 1212105 09/30/2055 01997 6.500000000000 3,953,000.0000 192,708.75 06/30/2019 12X4212 1212105 09/30/2038 01998 5.940000000000 9,416,731.0000 419,515.37 06/30/2019 12X4212 1212105 09/30/2051 01998 5.940000000000 1,000,000.0000 44,550.00 06/30/2019 12X4212 1212105 09/30/2055 01998 5.940000000000 2,791,000.0000 124,339.05 06/30/2019 12X4212 1212105 09/30/2044 01999 5.930000000000 17,166,499.0000 763,480.04 06/30/2019 12X4212 1212105 09/30/2055 01999 5.930000000000 6,525,000.0000 290,199.37 06/30/2019 12X4212 1212105 09/30/2056 01999 5.930000000000 713,000.0000 31,710.67 06/30/2019 12X4212 1212105 09/30/2057 01999 5.930000000000 113,300.0000 5,039.02 06/30/2019 12X4212 1212105 09/30/2041 02000 6.230000000000 27,096,675.0000 1,266,092.14 06/30/2019 12X4212 1212105 09/30/2055 02000 6.230000000000 6,760,000.0000 315,861.00 06/30/2019 12X4212 1212105 09/30/2044 02001 5.380000000000 23,991,648.0000 968,063.00 06/30/2019 12X4212 1212105 09/30/2055 02001 5.380000000000 4,796,000.0000 193,518.60 06/30/2019 12X4212 1212105 09/30/2056 02001 5.380000000000 228,000.0000 9,199.80 06/30/2019 12X4212 1212105 09/30/2057 02001 5.380000000000 174,600.0000 7,045.11 06/30/2019 12X4212 1212105 09/30/2058 02001 5.380000000000 24,000.0000 968.40 06/30/2019 12X4212 1212105 09/30/2043 02002 4.940000000000 33,644,053.0000 1,246,512.16 06/30/2019 12X4212 1212105 09/30/2055 02002 4.940000000000 4,526,000.0000 167,688.30 06/30/2019 12X4212 1212105 09/30/2056 02002 4.940000000000 410,000.0000 15,190.50 06/30/2019 12X4212 1212105 09/30/2057 02002 4.940000000000 6,500.0000 240.82 06/30/2019 12X4212 1212105 09/30/2044 02003 4.500000000000 38,944,015.0000 1,314,360.51 06/30/2019 12X4212 1212105 09/30/2055 02003 4.500000000000 3,974,000.0000 134,122.50 06/30/2019 12X4212 1212105 09/30/2044 02004 4.680000000000 4,221,366.0000 148,169.95 06/30/2019 12X4212 1212105 09/30/2046 02004 4.680000000000 30,000,000.0000 1,053,000.00 06/30/2019 12X4212 1212105 09/30/2055 02004 4.680000000000 3,004,000.0000 105,440.40 06/30/2019 12X4212 1212105 09/30/2056 02004 4.680000000000 590,000.0000 20,709.00 06/30/2019 12X4212 1212105 09/30/2057 02004 4.680000000000 2,004,000.0000 70,340.40 06/30/2019 12X4212 1212105 09/30/2046 02005 4.570000000000 80,415,271.0000 2,756,233.41 06/30/2019 12X4212 1212105 09/30/2055 02005 4.570000000000 2,928,000.0000 100,357.20 06/30/2019 12X4212 1212105 09/30/2056 02005 4.570000000000 620,000.0000 21,250.50 06/30/2019 12X4212 1212105 09/30/2057 02005 4.570000000000 18,500.0000 634.09 06/30/2019 12X4212 1212105 09/30/2058 02005 4.570000000000 273,000.0000 9,357.07 06/30/2019 12X4212 1212105 09/30/2046 02006 4.860000000000 55,882,434.0000 2,036,914.72 06/30/2019 12X4212 1212105 09/30/2047 02006 4.860000000000 25,000,000.0000 911,250.00 06/30/2019 12X4212 1212105 09/30/2055 02006 4.860000000000 5,879,000.0000 214,289.55 06/30/2019 12X4212 1212105 09/30/2056 02006 4.860000000000 338,000.0000 12,320.10 06/30/2019 12X4212 1212105 09/30/2059 02006 4.860000000000 434,000.0000 15,819.30 06/30/2019 12X4212 1212105 09/30/2046 02007 4.620000000000 15,885,076.0000 550,417.88 06/30/2019 12X4212 1212105 09/30/2047 02007 4.620000000000 49,000,000.0000 1,697,850.00 06/30/2019 12X4212 1212105 09/30/2048 02007 4.620000000000 40,000,000.0000 1,386,000.00 06/30/2019 12X4212 1212105 09/30/2055 02007 4.620000000000 3,754,000.0000 130,076.10 06/30/2019 12X4212 1212105 09/30/2056 02007 4.620000000000 67,000.0000 2,321.55 06/30/2019 12X4212 1212105 09/30/2057 02007 4.620000000000 235,500.0000 8,160.07 06/30/2019 12X4212 1212105 09/30/2058 02007 4.620000000000 38,000.0000 1,316.70 06/30/2019 12X4212 1212105 09/30/2048 02008 4.140000000000 52,846,895.0000 1,640,896.09 06/30/2019 12X4212 1212105 09/30/2049 02008 4.140000000000 87,000,000.0000 2,701,350.00 06/30/2019 12X4212 1212105 09/30/2055 02008 4.140000000000 7,078,000.0000 219,771.90 06/30/2019 12X4212 1212105 09/30/2056 02008 4.140000000000 2,174,000.0000 67,502.70 06/30/2019 12X4212 1212105 09/30/2057 02008 4.140000000000 19,080,000.0000 592,434.00 06/30/2019 12X4212 1212105 09/30/2049 02009 3.660000000000 267,761,130.0000 7,350,043.02 06/30/2019 12X4212 1212105 09/30/2055 02009 3.660000000000 18,750,000.0000 514,687.50 06/30/2019 12X4212 1212105 09/30/2056 02009 3.660000000000 2,420,000.0000 66,429.00 06/30/2019 12X4212 1212105 09/30/2050 02010 3.790000000000 310,879,456.0000 8,836,748.54 06/30/2019 12X4212 1212105 09/30/2051 02010 3.790000000000 50,000,000.0000 1,421,250.00 06/30/2019 12X4212 1212105 09/30/2055 02010 3.790000000000 22,967,000.0000 652,836.97 06/30/2019 12X4212 1212105 09/30/2056 02010 3.790000000000 2,374,000.0000 67,480.95 06/30/2019 12X4212 1212105 09/30/2051 02011 3.310000000000 341,956,882.0000 8,489,079.60 06/30/2019 12X4212 1212105 09/30/2055 02011 3.310000000000 10,975,000.0000 272,454.37 06/30/2019 12X4212 1212105 09/30/2056 02011 3.310000000000 2,691,000.0000 66,804.07 06/30/2019 12X4212 1212105 09/30/2057 02011 3.310000000000 8,981,000.0000 222,953.32 06/30/2019 12X4212 1212105 09/30/2052 02012 2.400000000000 291,017,883.0000 5,238,321.89 06/30/2019 12X4212 1212105 09/30/2053 02012 2.400000000000 50,000,000.0000 900,000.00 06/30/2019 12X4212 1212105 09/30/2055 02012 2.400000000000 6,311,000.0000 113,598.00 06/30/2019 12X4212 1212105 09/30/2056 02012 2.400000000000 2,492,000.0000 44,856.00 06/30/2019 12X4212 1212105 09/30/2057 02012 2.400000000000 10,000.0000 180.00 06/30/2019 12X4212 1212105 09/30/2058 02012 2.400000000000 24,184,500.0000 435,321.00 06/30/2019 12X4212 1212105 09/30/2053 02013 2.910000000000 335,059,671.0000 7,312,677.32 06/30/2019 12X4212 1212105 09/30/2055 02013 2.910000000000 4,786,000.0000 104,454.45 06/30/2019 12X4212 1212105 09/30/2056 02013 2.910000000000 1,716,000.0000 37,451.70 06/30/2019 12X4212 1212105 09/30/2057 02013 2.910000000000 113,000.0000 2,466.22 06/30/2019 12X4212 1212105 09/30/2058 02013 2.910000000000 85,000.0000 1,855.12 06/30/2019 12X4212 1212105 09/30/2054 02014 3.040000000000 568,412,600.0000 12,959,807.28 06/30/2019 12X4212 1212105 09/30/2055 02014 3.040000000000 213,931,000.0000 4,877,626.80 06/30/2019 12X4212 1212105 09/30/2056 02014 3.040000000000 2,807,000.0000 63,999.60 06/30/2019 12X4212 1212105 09/30/2057 02014 3.040000000000 737,000.0000 16,803.60 06/30/2019 12X4212 1212105 09/30/2058 02014 3.040000000000 148,000.0000 3,374.40 06/30/2019 12X4212 1212105 09/30/2059 02014 3.040000000000 33,000.0000 752.40 06/30/2019 12X4212 1212105 09/30/2055 02015 2.460000000000 468,729,000.0000 8,648,050.05 06/30/2019 12X4212 1212105 09/30/2056 02015 2.460000000000 355,025,000.0000 6,550,211.25 06/30/2019 12X4212 1212105 09/30/2057 02015 2.460000000000 74,442,000.0000 1,373,454.90 06/30/2019 12X4212 1212105 09/30/2058 02015 2.460000000000 388,000.0000 7,158.60 06/30/2019 12X4212 1212105 09/30/2059 02015 2.460000000000 402,000.0000 7,416.90 06/30/2019 12X4212 1212105 09/30/2056 02016 2.340000000000 683,535,000.0000 11,996,039.25 06/30/2019 12X4212 1212105 09/30/2057 02016 2.340000000000 200,581,000.0000 3,520,196.55 06/30/2019 12X4212 1212105 09/30/2058 02016 2.340000000000 81,869,000.0000 1,436,800.95 06/30/2019 12X4212 1212105 09/30/2059 02016 2.340000000000 229,000.0000 4,018.95 06/30/2019 12X4212 1212105 09/30/2057 02017 2.660000000000 737,504,000.0000 14,713,204.80 06/30/2019 12X4212 1212105 09/30/2058 02017 2.660000000000 203,514,000.0000 4,060,104.30 06/30/2019 12X4212 1212105 09/30/2059 02017 2.660000000000 3,158,000.0000 63,002.10 06/30/2019 12X4212 1212105 09/30/2058 02018 3.056900000000 957,628,000.0000 21,955,297.75 06/30/2019 12X4212 1212105 09/30/2059 02018 3.056900000000 201,526,000.0000 4,620,336.22 06/30/2019 12X4212 1212105 09/30/2059 02019 3.056900000000 723,526,000.0000 16,588,099.72 06/30/2019 ------------------------ ---------------------- 7,944,008,284.0000 181,438,039.06 107 SUB-COHORT 12X4212 1212107 09/30/2029 01992 7.540000000000 216,000.0000 12,214.80 06/30/2019 12X4212 1212107 09/30/2031 01992 7.540000000000 1,500.0000 84.83 06/30/2019 12X4212 1212107 09/30/2029 01993 6.660000000000 640,500.0000 31,992.98 06/30/2019 12X4212 1212107 09/30/2029 01994 6.800000000000 2,098,500.0000 107,023.50 06/30/2019 12X4212 1212107 09/30/2029 01995 7.200000000000 3,505,500.0000 189,297.00 06/30/2019 12X4212 1212107 09/30/2030 01995 7.200000000000 17,000.0000 918.00 06/30/2019 12X4212 1212107 09/30/2029 01996 6.640000000000 1,609,500.0000 80,153.10 06/30/2019 12X4212 1212107 09/30/2030 01996 6.640000000000 92,000.0000 4,581.60 06/30/2019 12X4212 1212107 09/30/2031 01996 6.640000000000 14,000.0000 697.20 06/30/2019 12X4212 1212107 09/30/2029 01997 6.710000000000 10,066,000.0000 506,571.45 06/30/2019 12X4212 1212107 09/30/2030 01997 6.710000000000 408,000.0000 20,532.60 06/30/2019 12X4212 1212107 09/30/2029 01998 5.840000000000 4,788,500.0000 209,736.30 06/30/2019 12X4212 1212107 09/30/2024 01999 5.730000000000 30,205,688.0000 1,298,089.44 06/30/2019 12X4212 1212107 09/30/2029 01999 5.730000000000 1,648,000.0000 70,822.80 06/30/2019 12X4212 1212107 09/30/2024 02000 6.380000000000 6,968,937.0000 333,463.64 06/30/2019 12X4212 1212107 09/30/2029 02000 6.380000000000 1,794,000.0000 85,842.90 06/30/2019 12X4212 1212107 09/30/2030 02000 6.380000000000 98,000.0000 4,689.30 06/30/2019 12X4212 1212107 09/30/2031 02000 6.380000000000 36,000.0000 1,722.60 06/30/2019 12X4212 1212107 09/30/2029 02001 5.200000000000 3,992,000.0000 155,688.00 06/30/2019 12X4212 1212107 09/30/2030 02001 5.200000000000 59,000.0000 2,301.00 06/30/2019 12X4212 1212107 09/30/2031 02001 5.200000000000 1,500.0000 58.50 06/30/2019 12X4212 1212107 09/30/2030 02002 4.550000000000 3,047,500.0000 103,995.94 06/30/2019 12X4212 1212107 09/30/2031 02002 4.550000000000 5,000.0000 170.62 06/30/2019 12X4212 1212107 09/30/2032 02002 4.550000000000 131,000.0000 4,470.37 06/30/2019 12X4212 1212107 09/30/2029 02003 3.510000000000 25,000.0000 658.13 06/30/2019 12X4212 1212107 09/30/2030 02003 3.510000000000 42,000.0000 1,105.65 06/30/2019 12X4212 1212107 09/30/2031 02003 3.510000000000 3,687,000.0000 97,060.28 06/30/2019 12X4212 1212107 09/30/2032 02003 3.510000000000 103,000.0000 2,711.48 06/30/2019 12X4212 1212107 09/30/2032 02004 3.880000000000 1,958,865.0000 57,002.97 06/30/2019 12X4212 1212107 09/30/2019 02005 4.140000000000 1,177,776.0000 36,569.94 06/30/2019 12X4212 1212107 09/30/2030 02005 4.140000000000 31,000.0000 962.55 06/30/2019 12X4212 1212107 09/30/2031 02005 4.140000000000 3,500.0000 108.68 06/30/2019 12X4212 1212107 09/30/2032 02005 4.140000000000 118,000.0000 3,663.90 06/30/2019 12X4212 1212107 09/30/2020 02006 4.820000000000 4,667,354.0000 168,724.85 06/30/2019 12X4212 1212107 09/30/2029 02006 4.820000000000 484,000.0000 17,496.60 06/30/2019 12X4212 1212107 09/30/2030 02006 4.820000000000 288,000.0000 10,411.20 06/30/2019 12X4212 1212107 09/30/2021 02007 4.730000000000 7,856,066.0000 278,693.94 06/30/2019 12X4212 1212107 09/30/2029 02007 4.730000000000 604,000.0000 21,426.90 06/30/2019 12X4212 1212107 09/30/2030 02007 4.730000000000 273,000.0000 9,684.67 06/30/2019 12X4212 1212107 09/30/2022 02008 3.790000000000 7,121,351.0000 202,424.40 06/30/2019 12X4212 1212107 09/30/2029 02008 3.790000000000 1,254,000.0000 35,644.95 06/30/2019 12X4212 1212107 09/30/2030 02008 3.790000000000 239,000.0000 6,793.57 06/30/2019 12X4212 1212107 09/30/2024 02009 3.100000000000 5,712,618.0000 132,818.37 06/30/2019 12X4212 1212107 09/30/2029 02009 3.100000000000 563,000.0000 13,089.75 06/30/2019 12X4212 1212107 09/30/2024 02010 2.960000000000 6,715,564.0000 149,085.52 06/30/2019 12X4212 1212107 09/30/2029 02010 2.960000000000 352,000.0000 7,814.40 06/30/2019 12X4212 1212107 09/30/2030 02010 2.960000000000 162,000.0000 3,596.40 06/30/2019 12X4212 1212107 09/30/2031 02010 2.960000000000 40,900.0000 907.98 06/30/2019 12X4212 1212107 09/30/2032 02010 2.960000000000 4,500.0000 99.90 06/30/2019 12X4212 1212107 09/30/2025 02011 2.840000000000 7,494,941.0000 159,642.24 06/30/2019 12X4212 1212107 09/30/2029 02011 2.840000000000 256,000.0000 5,452.80 06/30/2019 12X4212 1212107 09/30/2030 02011 2.840000000000 201,000.0000 4,281.30 06/30/2019 12X4212 1212107 09/30/2031 02011 2.840000000000 32,500.0000 692.25 06/30/2019 12X4212 1212107 09/30/2032 02011 2.840000000000 22,000.0000 468.60 06/30/2019 12X4212 1212107 09/30/2026 02012 1.880000000000 9,781,318.0000 137,916.58 06/30/2019 12X4212 1212107 09/30/2029 02012 1.880000000000 110,000.0000 1,551.00 06/30/2019 12X4212 1212107 09/30/2030 02012 1.880000000000 214,000.0000 3,017.40 06/30/2019 12X4212 1212107 09/30/2031 02012 1.880000000000 4,000.0000 56.40 06/30/2019 12X4212 1212107 09/30/2027 02013 1.830000000000 9,711,504.0000 133,290.39 06/30/2019 12X4212 1212107 09/30/2029 02013 1.830000000000 453,000.0000 6,217.42 06/30/2019 12X4212 1212107 09/30/2030 02013 1.830000000000 290,000.0000 3,980.25 06/30/2019 12X4212 1212107 09/30/2028 02014 2.400000000000 8,868,000.0000 159,624.00 06/30/2019 12X4212 1212107 09/30/2029 02014 2.400000000000 1,286,000.0000 23,148.00 06/30/2019 12X4212 1212107 09/30/2030 02014 2.400000000000 6,000.0000 108.00 06/30/2019 12X4212 1212107 09/30/2029 02015 1.980000000000 3,082,500.0000 45,775.13 06/30/2019 12X4212 1212107 09/30/2030 02015 1.980000000000 1,485,000.0000 22,052.25 06/30/2019 12X4212 1212107 09/30/2032 02015 1.980000000000 1,500.0000 22.28 06/30/2019 12X4212 1212107 09/30/2039 02015 1.980000000000 4,083,000.0000 60,632.55 06/30/2019 12X4212 1212107 09/30/2030 02016 1.760000000000 27,411,500.0000 361,831.80 06/30/2019 12X4212 1212107 09/30/2031 02016 1.760000000000 2,042,500.0000 26,961.00 06/30/2019 12X4212 1212107 09/30/2032 02016 1.760000000000 1,060,000.0000 13,992.00 06/30/2019 12X4212 1212107 09/30/2031 02017 2.190000000000 11,324,000.0000 185,996.70 06/30/2019 12X4212 1212107 09/30/2032 02017 2.190000000000 1,560,000.0000 25,623.00 06/30/2019 12X4212 1212107 09/30/2032 02018 2.648500000000 9,686,000.0000 192,400.28 06/30/2019 12X4212 1212107 09/30/2033 02018 2.648500000000 2,023,000.0000 40,184.37 06/30/2019 12X4212 1212107 09/30/2033 02019 2.648500000000 9,398,000.0000 186,679.52 06/30/2019 ------------------------ ---------------------- 226,814,382.0000 6,285,272.96 108 SUB-COHORT 12X4212 1212108 09/30/2050 01992 7.530000000000 813,107.0000 45,920.22 06/30/2019 12X4212 1212108 09/30/2055 01992 7.530000000000 557,000.0000 31,456.57 06/30/2019 12X4212 1212108 09/30/2050 01993 6.660000000000 852,012.0000 42,558.00 06/30/2019 12X4212 1212108 09/30/2055 01993 6.660000000000 1,933,000.0000 96,553.35 06/30/2019 12X4212 1212108 09/30/2050 01994 6.940000000000 1,782,069.0000 92,756.69 06/30/2019 12X4212 1212108 09/30/2055 01994 6.940000000000 965,000.0000 50,228.25 06/30/2019 12X4212 1212108 09/30/2056 01994 6.940000000000 105,000.0000 5,465.25 06/30/2019 12X4212 1212108 09/30/2050 01997 6.720000000000 1,164,123.0000 58,671.80 06/30/2019 12X4212 1212108 09/30/2055 01997 6.720000000000 95,000.0000 4,788.00 06/30/2019 12X4212 1212108 09/30/2044 01998 5.910000000000 986,111.0000 43,709.37 06/30/2019 12X4212 1212108 09/30/2055 01998 5.910000000000 150,000.0000 6,648.75 06/30/2019 12X4212 1212108 09/30/2058 01998 5.910000000000 20,000.0000 886.50 06/30/2019 ------------------------ ---------------------- 9,422,422.0000 479,642.75 109 SUB-COHORT 12X4212 1212109 09/30/2040 02000 6.250000000000 25,639.0000 1,201.83 06/30/2019 12X4212 1212109 09/30/2044 02000 6.250000000000 76,000.0000 3,562.50 06/30/2019 12X4212 1212109 09/30/2041 02001 5.030000000000 370.0000 13.96 06/30/2019 12X4212 1212109 09/30/2044 02001 5.030000000000 13,000.0000 490.43 06/30/2019 12X4212 1212109 09/30/2055 02001 5.030000000000 15,000.0000 565.87 06/30/2019 12X4212 1212109 09/30/2056 02001 5.030000000000 536,948.0000 20,256.36 06/30/2019 12X4212 1212109 09/30/2044 02004 4.890000000000 606,892.0000 22,257.76 06/30/2019 12X4212 1212109 09/30/2053 02004 4.890000000000 2,000.0000 73.35 06/30/2019 12X4212 1212109 09/30/2054 02004 4.890000000000 4,518.0400 165.70 06/30/2019 12X4212 1212109 09/30/2055 02004 4.890000000000 17,000.0000 623.48 06/30/2019 ------------------------ ---------------------- 1,297,367.0400 49,211.24 116 SUB-COHORT 12X4212 1212116 09/30/2040 01992 7.500000000000 1,200.0000 67.50 06/30/2019 12X4212 1212116 09/30/2041 01992 7.500000000000 3,300.0000 185.63 06/30/2019 12X4212 1212116 09/30/2043 01992 7.500000000000 4,300.0000 241.87 06/30/2019 ------------------------ ---------------------- 8,800.0000 495.00 121 SUB-COHORT 12X4212 1212121 09/30/2033 01993 6.650000000000 134,692.0000 6,717.76 06/30/2019 12X4212 1212121 09/30/2034 01993 6.650000000000 100,000.0000 4,987.50 06/30/2019 12X4212 1212121 09/30/2036 01993 6.650000000000 37,000.0000 1,845.37 06/30/2019 12X4212 1212121 09/30/2037 01993 6.650000000000 13,000.0000 648.38 06/30/2019 12X4212 1212121 09/30/2038 01993 6.650000000000 41,000.0000 2,044.87 06/30/2019 12X4212 1212121 09/30/2040 01993 6.650000000000 15,000.0000 748.12 06/30/2019 12X4212 1212121 09/30/2041 01993 6.650000000000 26,000.0000 1,296.75 06/30/2019 12X4212 1212121 09/30/2042 01993 6.650000000000 30,000.0000 1,496.25 06/30/2019 12X4212 1212121 09/30/2043 01993 6.650000000000 29,000.0000 1,446.37 06/30/2019 12X4212 1212121 09/30/2028 01994 6.810000000000 58,074.0000 2,966.13 06/30/2019 12X4212 1212121 09/30/2034 01994 6.810000000000 650,000.0000 33,198.75 06/30/2019 12X4212 1212121 09/30/2040 01994 6.810000000000 50,000.0000 2,553.75 06/30/2019 12X4212 1212121 09/30/2041 01994 6.810000000000 50,600.0000 2,584.39 06/30/2019 12X4212 1212121 09/30/2042 01994 6.810000000000 61,000.0000 3,115.57 06/30/2019 12X4212 1212121 09/30/2043 01994 6.810000000000 60,000.0000 3,064.50 06/30/2019 ------------------------ ---------------------- 1,355,366.0000 68,714.46 124 SUB-COHORT 12X4212 1212124 09/30/2019 02001 4.840000000000 47,000.0000 1,706.10 06/30/2019 ------------------------ ---------------------- 47,000.0000 1,706.10 127 SUB-COHORT 12X4212 1212127 09/30/2030 02010 2.050000000000 363,000.0000 5,581.12 06/30/2019 12X4212 1212127 09/30/2031 02010 2.050000000000 20,000.0000 307.50 06/30/2019 12X4212 1212127 09/30/2034 02010 2.050000000000 300,000.0000 4,612.50 06/30/2019 12X4212 1212127 09/30/2035 02010 2.050000000000 133,000.0000 2,044.87 06/30/2019 12X4212 1212127 09/30/2030 02011 2.220000000000 933,000.0000 15,534.45 06/30/2019 12X4212 1212127 09/30/2034 02011 2.220000000000 1,920,000.0000 31,968.00 06/30/2019 ------------------------ ---------------------- 3,669,000.0000 60,048.44 ======================== ====================== 12,350,069,970.0400 256,763,058.94 ============================================================================================================================ 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