Report
    Account Number             Security Number (Full)                   Coupon Rate                Shares/Par    Accrued Income Gross  Request Date
    -------------------------  -------------------------------  -------------------  ------------------------  ----------------------  ---------------
N/A SUB-COHORT                                      
    60X8010                    601000131 06/02/2020 02019               2.500000000          285,900,000.0000            7,147,500.00  01/31/2020     
    60X8010                    601000228 06/02/2020 02019               2.500000000          353,100,000.0000            8,150,321.92  01/31/2020     
    60X8010                    601000331 06/02/2020 02019               2.500000000          356,600,000.0000            7,473,945.20  01/31/2020     
    60X8010                    601000430 06/02/2020 02019               2.500000000          324,700,000.0000            6,138,164.38  01/31/2020     
    60X8010                    601000531 06/02/2020 02019               2.500000000          391,900,000.0000            6,576,404.10  01/31/2020     
    60X8010                    601000630 06/02/2020 02019               2.500000000          397,200,000.0000            5,849,178.07  01/31/2020     
    60X8010                    601000731 06/02/2020 02019               2.500000000          334,500,000.0000            4,215,616.44  01/31/2020     
    60X8010                    601000831 06/02/2020 02019               2.500000000          400,600,000.0000            4,198,068.49  01/31/2020     
    60X8010                    601000930 06/02/2020 02019               2.500000000          402,900,000.0000            3,394,294.52  01/31/2020     
    60X8010                    601001031 06/02/2020 02018               2.500000000          324,000,000.0000           10,141,643.83  01/31/2020     
    60X8010                    601001031 06/02/2021 02019               2.500000000          334,100,000.0000            2,105,287.67  01/31/2020     
    60X8010                    601001130 06/02/2020 02018               2.500000000          382,700,000.0000           11,192,664.38  01/31/2020     
    60X8010                    601001130 06/02/2021 02019               2.500000000          391,400,000.0000            1,662,109.58  01/31/2020     
    60X8010                    601001231 06/02/2020 02019               2.500000000          382,700,000.0000           10,380,082.18  01/31/2020     
    60X8010                    601001231 06/02/2021 02019               2.500000000          391,400,000.0000              831,054.79  01/31/2020     
                                                                                     ------------------------  ----------------------
                                                                                           5,453,700,000.0000           89,456,335.55
                                                                                     ========================  ======================
                                                                                           5,453,700,000.0000           89,456,335.55
============================================================================================================================
							TRANSACTIONS
============================================================================================================================                                                                                                                   
    Security Number (Full)           Effective Date   Tran Code                  Shares/Par                  Income  Memo Number
    -------------------------------  ---------------  -----------  ------------------------  ----------------------  -------------
                                                                   ========================  ======================
                                                                                     0.0000                    0.00