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 8,322,431.50 03/31/2020 60X8010 601000131 06/02/2021 02020 2.500000000 279,800,000.0000 1,130,698.63 03/31/2020 60X8010 601000228 06/02/2020 02019 2.500000000 353,100,000.0000 9,601,417.80 03/31/2020 60X8010 601000229 06/02/2021 02020 2.500000000 352,000,000.0000 747,397.25 03/31/2020 60X8010 601000331 06/02/2020 02019 2.500000000 356,600,000.0000 8,939,424.66 03/31/2020 60X8010 601000430 06/02/2020 02019 2.500000000 324,700,000.0000 7,472,547.94 03/31/2020 60X8010 601000531 06/02/2020 02019 2.500000000 391,900,000.0000 8,186,952.05 03/31/2020 60X8010 601000630 06/02/2020 02019 2.500000000 397,200,000.0000 7,481,506.84 03/31/2020 60X8010 601000731 06/02/2020 02019 2.500000000 334,500,000.0000 5,590,273.97 03/31/2020 60X8010 601000831 06/02/2020 02019 2.500000000 400,600,000.0000 5,844,369.85 03/31/2020 60X8010 601000930 06/02/2020 02019 2.500000000 402,900,000.0000 5,050,047.95 03/31/2020 60X8010 601001031 06/02/2020 02018 2.500000000 324,000,000.0000 11,473,150.68 03/31/2020 60X8010 601001031 06/02/2021 02019 2.500000000 334,100,000.0000 3,478,301.37 03/31/2020 60X8010 601001130 06/02/2020 02018 2.500000000 382,700,000.0000 12,765,404.11 03/31/2020 60X8010 601001130 06/02/2021 02019 2.500000000 391,400,000.0000 3,270,602.74 03/31/2020 60X8010 601001231 06/02/2020 02019 2.500000000 382,700,000.0000 11,952,821.91 03/31/2020 60X8010 601001231 06/02/2021 02019 2.500000000 391,400,000.0000 2,439,547.94 03/31/2020 ------------------------ ---------------------- 6,085,500,000.0000 113,746,897.19 ======================== ====================== 6,085,500,000.0000 113,746,897.19 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00