CUSIP SEQ START COUPON MARGIN SIMPNDX FIRSTRST CPNFRQ FORMULA ------------------ --- ---------------- ------------------ -------------------- ------- ---------------- ------ ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------ 3130AKAZ9 1 20200929 0.520000 0.000000 0 N/A S 0.520000% 3130ALLW2 1 20210329 1.000000 0.000000 0 N/A S 1.000000% 3130ALND2 1 20210329 1.000000 0.000000 0 N/A S 1.000000% 3130ALLW2 2 20250329 2.000000 0.000000 0 N/A S 2.000000% 3130ALND2 2 20240929 2.000000 0.000000 0 N/A S 2.000000% 3130ALQF4 1 20210329 1.000000 0.000000 0 N/A S 1.000000% 3130ALQF4 2 20240329 2.000000 0.000000 0 N/A S 2.000000% 3130ALQF4 3 20270329 3.000000 0.000000 0 N/A S 3.000000% 3130ALU44 1 20210329 0.980000 0.000000 0 N/A S 0.980000% 3130ALSM7 1 20210329 0.510000 0.000000 0 N/A S 0.510000% 3130ALST2 1 20210329 2.950000 0.000000 0 N/A S 2.950000% 3130ALSF2 1 20210329 2.850000 0.000000 0 N/A S 2.850000% 3130ALRM8 1 20210329 0.600000 0.000000 0 N/A S 0.600000% 3130APAB1 1 20210929 1.875000 0.000000 0 N/A S 1.875000% 3130ANWR7 1 20210929 1.375000 0.000000 0 N/A S 1.375000% 3130ARCK5 5 20230329 2.300000 0.000000 0 N/A Q 2.300000% 3130ARCK5 6 20230629 2.550000 0.000000 0 N/A Q 2.550000% 3130ARCK5 7 20230929 2.800000 0.000000 0 N/A Q 2.800000% 3130ARCK5 8 20231229 3.050000 0.000000 0 N/A Q 3.050000% 3130ARCK5 9 20240329 3.300000 0.000000 0 N/A Q 3.300000% 3130ARCK5 10 20240629 3.550000 0.000000 0 N/A Q 3.550000% 3130ARCK5 11 20240929 3.800000 0.000000 0 N/A Q 3.800000% 3130ARCK5 12 20241229 4.050000 0.000000 0 N/A Q 4.050000% 3130ARCK5 13 20250329 4.300000 0.000000 0 N/A Q 4.300000% 3130ARCK5 14 20250629 4.550000 0.000000 0 N/A Q 4.550000% 3130ARCK5 15 20250929 4.800000 0.000000 0 N/A Q 4.800000% 3130ARCK5 16 20251229 5.050000 0.000000 0 N/A Q 5.050000% 3130ARCK5 17 20260329 5.300000 0.000000 0 N/A Q 5.300000% 3130ARCK5 18 20260629 5.550000 0.000000 0 N/A Q 5.550000% 3130ARCK5 19 20260929 5.800000 0.000000 0 N/A Q 5.800000% 3130ARCK5 20 20261229 6.050000 0.000000 0 N/A Q 6.050000% 3130ARCN9 1 20220329 2.000000 0.000000 0 N/A S 2.000000% 3130ARD57 1 20220329 1.750000 0.000000 0 N/A S 1.750000% 3130ATE29 1 20220929 4.375000 0.000000 0 N/A S 4.375000% 3130ATEN3 1 20220930 4.500000 0.000000 0 N/A S 4.500000% 3130ATCG0 1 20220929 4.000000 0.000000 0 N/A S 4.000000% 3130AT7A9 1 20220929 4.000000 0.000000 0 N/A S 4.000000% 3130AT7F8 1 20220929 4.600000 0.000000 0 N/A S 4.600000% 3130AK3Z7 1 20200929 0.570000 0.000000 0 N/A S 0.570000% 3130AK5K8 1 20200929 1.400000 0.000000 0 N/A S 1.400000% 3130AMV33 1 20210629 0.300000 0.000000 0 N/A S 0.300000% 3130AMVK5 1 20210629 0.500000 0.000000 0 N/A Q 0.500000% 3130AMVK5 2 20231229 2.000000 0.000000 0 N/A Q 2.000000% 3130AMTP7 1 20210629 0.400000 0.000000 0 N/A S 0.400000% 3130AMSY9 1 20210629 0.800000 0.000000 0 N/A S 0.800000% 3130AMY48 1 20210629 0.900000 0.000000 0 N/A S 0.900000% 3130ANZY9 1 20210929 0.500000 0.000000 0 N/A S 0.500000% 3130ANZY9 2 20230929 1.100000 0.000000 0 N/A S 1.100000% 3130ANXC9 1 20210929 0.600000 0.000000 0 N/A S 0.600000% 3130ANXC9 2 20220329 0.625000 0.000000 0 N/A S 0.625000% 3130ANXC9 3 20220929 0.650000 0.000000 0 N/A S 0.650000% 3130ANXC9 4 20230329 0.700000 0.000000 0 N/A S 0.700000% 3130ANXC9 5 20230929 0.750000 0.000000 0 N/A S 0.750000% 3130ANXC9 6 20240329 0.875000 0.000000 0 N/A S 0.875000% 3130ANXC9 7 20240929 1.000000 0.000000 0 N/A S 1.000000% 3130ANXC9 8 20250329 1.250000 0.000000 0 N/A S 1.250000% 3130ANXC9 9 20250929 2.000000 0.000000 0 N/A S 2.000000% 3130ANXC9 10 20260329 3.000000 0.000000 0 N/A S 3.000000% 3130ANXF2 1 20210929 0.400000 0.000000 0 N/A S 0.400000% 3130ANXF2 2 20220929 0.500000 0.000000 0 N/A S 0.500000% 3130ANXF2 3 20230329 0.650000 0.000000 0 N/A S 0.650000% 3130ANXF2 4 20230929 0.800000 0.000000 0 N/A S 0.800000% 3130ANXF2 5 20240329 1.000000 0.000000 0 N/A S 1.000000% 3130ANXF2 6 20240929 1.500000 0.000000 0 N/A S 1.500000% 3130ANXF2 7 20250329 2.000000 0.000000 0 N/A S 2.000000% 3130AU5F7 1 20221229 5.450000 0.000000 0 N/A S 5.450000% 3130AVJM5 1 20230329 5.350000 0.000000 0 N/A S 5.350000% 3130AVHV7 1 20230329 5.350000 0.000000 0 N/A S 5.350000% 3130AVJ86 1 20230329 5.350000 0.000000 0 N/A S 5.350000% 3130AMW24 1 20210629 1.150000 0.000000 0 N/A S 1.150000% 3130ANU99 1 20210929 0.500000 0.000000 0 N/A Q 0.500000% 3130ANU99 2 20220629 1.250000 0.000000 0 N/A Q 1.250000% 3130ANZF0 1 20210929 0.800000 0.000000 0 N/A S 0.800000% 3130ANZF0 2 20240929 1.500000 0.000000 0 N/A S 1.500000% 3130ANZL7 1 20210929 1.250000 0.000000 0 N/A S 1.250000% 3130ANZP8 1 20210929 0.700000 0.000000 0 N/A S 0.700000% 3130ANZP8 2 20230929 0.750000 0.000000 0 N/A S 0.750000% 3130ANZP8 3 20240329 0.800000 0.000000 0 N/A S 0.800000% 3130ANZP8 4 20240929 0.850000 0.000000 0 N/A S 0.850000% 3130ANZP8 5 20250329 1.000000 0.000000 0 N/A S 1.000000% 3130ANZP8 6 20250929 2.000000 0.000000 0 N/A S 2.000000% 3130ANZP8 7 20260329 3.000000 0.000000 0 N/A S 3.000000% 3130ANXX3 1 20210929 0.800000 0.000000 0 N/A S 0.800000% 3130ANXZ8 1 20210929 0.900000 0.000000 0 N/A S 0.900000% 3130ANY95 1 20210929 1.190000 0.000000 0 N/A S 1.190000% 3130ANYF1 1 20210929 1.000000 0.000000 0 N/A S 1.000000% 3130ANYF1 2 20250929 2.000000 0.000000 0 N/A S 2.000000% 3130AP4U6 1 20210929 1.250000 0.000000 0 N/A S 1.250000% 3130AP4U6 2 20260929 2.000000 0.000000 0 N/A S 2.000000% 3130AP4U6 3 20290929 2.500000 0.000000 0 N/A S 2.500000% 3130AP4V4 1 20210929 1.000000 0.000000 0 N/A S 1.000000% 3130AP4V4 2 20240329 1.250000 0.000000 0 N/A S 1.250000% 3130AP4V4 3 20260929 1.750000 0.000000 0 N/A S 1.750000% 3130AP4Y8 1 20210929 0.880000 0.000000 0 N/A S 0.880000% 3130AP5G6 1 20210929 0.500000 0.000000 0 N/A S 0.500000% 3130AP5G6 2 20230929 0.750000 0.000000 0 N/A S 0.750000% 3130AP5G6 3 20240929 1.000000 0.000000 0 N/A S 1.000000% 3130AP5G6 4 20250329 2.000000 0.000000 0 N/A S 2.000000% 3130AP5G6 5 20250929 3.000000 0.000000 0 N/A S 3.000000% 3130AP5G6 6 20260329 4.000000 0.000000 0 N/A S 4.000000% 3130AP4J1 1 20210929 0.850000 0.000000 0 N/A S 0.850000% 3130AP2C8 1 20210929 1.340000 0.000000 0 N/A S 1.340000% 3130AP2L8 1 20210929 1.250000 0.000000 0 N/A S 1.250000% 3130AP2Q7 1 20210929 0.750000 0.000000 0 N/A S 0.750000% 3130AP2Q7 2 20220929 0.875000 0.000000 0 N/A S 0.875000% 3130AP2Q7 3 20230929 1.000000 0.000000 0 N/A S 1.000000% 3130AP2Q7 4 20240929 1.250000 0.000000 0 N/A S 1.250000% 3130AP2Q7 5 20250929 1.500000 0.000000 0 N/A S 1.500000% 3130AP2Q7 6 20260329 1.750000 0.000000 0 N/A S 1.750000% 3130AP2Q7 7 20260929 2.000000 0.000000 0 N/A S 2.000000% 3130AP2Q7 8 20270329 2.500000 0.000000 0 N/A S 2.500000% 3130AP2Q7 9 20270929 3.000000 0.000000 0 N/A S 3.000000% 3130AP2Q7 10 20280329 3.500000 0.000000 0 N/A S 3.500000% 3130AP7J8 1 20210929 1.480000 0.000000 0 N/A S 1.480000% 3130AP7C3 1 20210929 1.000000 0.000000 0 N/A S 1.000000% 3130APCH6 1 20210929 1.125000 0.000000 0 N/A S 1.125000% 3130AQG80 1 20211229 1.420000 0.000000 0 N/A S 1.420000% 3130AQGR8 1 20211230 1.680000 0.000000 0 N/A S 1.680000% 3130ATBS5 1 20220929 4.000000 0.000000 0 N/A S 4.000000% 3130ATBT3 1 20220929 4.000000 0.000000 0 N/A S 4.000000% 3130ATBV8 1 20220929 4.150000 0.000000 0 N/A S 4.150000% 3130AUBF0 1 20221229 5.000000 0.000000 0 N/A S 5.000000% 3130AUBF0 2 20240629 6.250000 0.000000 0 N/A S 6.250000% 3130AUBP8 1 20221229 5.050000 0.000000 0 N/A S 5.050000% 3130AUBX1 1 20221229 5.000000 0.000000 0 N/A S 5.000000% 3130APBL8 1 20210929 1.330000 0.000000 0 N/A S 1.330000% 3130APC29 1 20210929 1.350000 0.000000 0 N/A S 1.350000% 3130APC37 1 20210929 1.550000 0.000000 0 N/A S 1.550000% 3130AQ6Z1 1 20211229 1.250000 0.000000 0 N/A S 1.250000% 3130AQ6Z1 2 20240929 1.750000 0.000000 0 N/A S 1.750000% 3130AQC27 1 20211229 1.500000 0.000000 0 N/A S 1.500000% 3130AQC27 2 20241229 2.250000 0.000000 0 N/A S 2.250000% 3130AQC27 3 20261229 3.000000 0.000000 0 N/A S 3.000000% 3130AQC27 4 20290629 3.500000 0.000000 0 N/A S 3.500000% 3130AQFR9 1 20211229 1.000000 0.000000 0 N/A S 1.000000% 3130AQFR9 2 20221229 1.250000 0.000000 0 N/A S 1.250000% 3130AQFR9 3 20231229 1.500000 0.000000 0 N/A S 1.500000% 3130AQFR9 4 20241229 2.000000 0.000000 0 N/A S 2.000000% 3130AQFR9 5 20251229 2.500000 0.000000 0 N/A S 2.500000% 3130AQFR9 6 20261229 3.000000 0.000000 0 N/A S 3.000000% 3130AQFR9 7 20271229 3.500000 0.000000 0 N/A S 3.500000% 3130AQEJ8 1 20211229 1.000000 0.000000 0 N/A S 1.000000% 3130AQEJ8 2 20221229 1.250000 0.000000 0 N/A S 1.250000% 3130AQEJ8 3 20231229 1.500000 0.000000 0 N/A S 1.500000% 3130AQEJ8 4 20241229 1.750000 0.000000 0 N/A S 1.750000% 3130AQEJ8 5 20251229 2.250000 0.000000 0 N/A S 2.250000% 3130AQEJ8 6 20261229 2.500000 0.000000 0 N/A S 2.500000% 3130AQEJ8 7 20271229 3.000000 0.000000 0 N/A S 3.000000% 3130ARA50 1 20220329 2.000000 0.000000 0 N/A S 2.000000% 3130ARA68 1 20220329 2.350000 0.000000 0 N/A S 2.350000% 3130ARAH4 1 20220329 2.350000 0.000000 0 N/A S 2.350000% 3130ARC25 1 20220329 2.250000 0.000000 0 N/A S 2.250000% 3130ARC33 1 20220329 2.300000 0.000000 0 N/A S 2.300000% 3130ARC82 1 20220329 2.100000 0.000000 0 N/A S 2.100000% 3130ARCB5 1 20220329 2.375000 0.000000 0 N/A S 2.375000% 3130ARCD1 1 20220329 2.000000 0.000000 0 N/A S 2.000000% 3130ARCD1 2 20230329 2.500000 0.000000 0 N/A S 2.500000% 3130ARCD1 3 20240329 3.000000 0.000000 0 N/A S 3.000000% 3130ARCD1 4 20250329 4.000000 0.000000 0 N/A S 4.000000% 3130ARCD1 5 20260329 5.000000 0.000000 0 N/A S 5.000000% 3130ARCK5 1 20220329 1.300000 0.000000 0 N/A Q 1.300000% 3130ARCK5 2 20220629 1.550000 0.000000 0 N/A Q 1.550000% 3130ARCK5 3 20220929 1.800000 0.000000 0 N/A Q 1.800000% 3130ARCK5 4 20221229 2.050000 0.000000 0 N/A Q 2.050000% 3130ARB34 1 20220329 2.200000 0.000000 0 N/A S 2.200000% 3130ARBF7 1 20220329 2.300000 0.000000 0 N/A S 2.300000% 3130ARBS9 1 20220329 2.710000 0.000000 0 N/A S 2.710000% 3130ARF71 1 20220329 3.300000 0.000000 0 N/A S 3.300000% 3130ARFH9 1 20220329 2.600000 0.000000 0 N/A S 2.600000% 3130ARFP1 1 20220329 2.000000 0.000000 0 N/A S 2.000000% 3130ARFP1 2 20230329 2.500000 0.000000 0 N/A S 2.500000% 3130ARFP1 3 20240329 3.000000 0.000000 0 N/A S 3.000000% 3130ARFP1 4 20250329 4.000000 0.000000 0 N/A S 4.000000% 3130ARFP1 5 20260329 5.000000 0.000000 0 N/A S 5.000000% 3130AXEN4 1 20230929 4.800000 0.000000 0 N/A S 4.800000% 3130AQF24 1 20211229 1.400000 0.000000 0 N/A S 1.400000% 3130AQF32 1 20211229 1.500000 0.000000 0 N/A S 1.500000% 3130AQFJ7 1 20211229 1.250000 0.000000 0 N/A S 1.250000% 3130AQFJ7 2 20241229 2.000000 0.000000 0 N/A S 2.000000% 3130AQDK6 1 20211229 1.550000 0.000000 0 N/A S 1.550000% 3130AQ5N9 1 20211229 1.100000 0.000000 0 N/A S 1.100000% 3130AQ5N9 2 20230629 1.650000 0.000000 0 N/A S 1.650000% 3130ASDU0 17 20260929 6.500000 0.000000 0 N/A Q 6.500000% 3130ASDU0 18 20261229 6.750000 0.000000 0 N/A Q 6.750000% 3130ASDU0 19 20270329 7.000000 0.000000 0 N/A Q 7.000000% 3130ASDU0 1 20220629 2.750000 0.000000 0 N/A Q 2.750000% 3130ASDU0 2 20221229 2.875000 0.000000 0 N/A Q 2.875000% 3130ASDU0 3 20230329 3.000000 0.000000 0 N/A Q 3.000000% 3130ASDU0 4 20230629 3.250000 0.000000 0 N/A Q 3.250000% 3130ASDU0 5 20230929 3.500000 0.000000 0 N/A Q 3.500000% 3130ASDU0 6 20231229 3.750000 0.000000 0 N/A Q 3.750000% 3130ASDU0 7 20240329 4.000000 0.000000 0 N/A Q 4.000000% 3130ASDU0 8 20240629 4.250000 0.000000 0 N/A Q 4.250000% 3130ASDU0 9 20240929 4.500000 0.000000 0 N/A Q 4.500000% 3130ASDU0 10 20241229 4.750000 0.000000 0 N/A Q 4.750000% 3130ASDU0 11 20250329 5.000000 0.000000 0 N/A Q 5.000000% 3130ASDU0 12 20250629 5.250000 0.000000 0 N/A Q 5.250000% 3130ASDU0 13 20250929 5.500000 0.000000 0 N/A Q 5.500000% 3130ASDU0 14 20251229 5.750000 0.000000 0 N/A Q 5.750000% 3130ASDU0 15 20260329 6.000000 0.000000 0 N/A Q 6.000000% 3130ASDU0 16 20260629 6.250000 0.000000 0 N/A Q 6.250000% 3130ASH51 1 20220629 4.125000 0.000000 0 N/A S 4.125000% 3130ASFG9 1 20220629 3.800000 0.000000 0 N/A S 3.800000% 3130ASFQ7 1 20220629 4.000000 0.000000 0 N/A S 4.000000% 3130ASJG5 1 20220629 4.000000 0.000000 0 N/A S 4.000000% 3130ASKH1 1 20220629 4.000000 0.000000 0 N/A S 4.000000% 3130ASKH1 2 20240629 4.250000 0.000000 0 N/A S 4.250000% 3130AT4F1 1 20220929 4.350000 0.000000 0 N/A S 4.350000% 3130ATAP2 1 20220929 4.350000 0.000000 0 N/A S 4.350000% 3130ATAW7 1 20220929 4.000000 0.000000 0 N/A S 4.000000% 3130ATGR2 1 20220929 5.550000 0.000000 0 N/A S 5.550000% 3130AKJ64 1 20201229 0.250000 0.000000 0 N/A S 0.250000% 3130AKJ64 2 20211229 0.300000 0.000000 0 N/A S 0.300000% 3130AKJ64 3 20220629 0.350000 0.000000 0 N/A S 0.350000% 3130AKJ64 4 20221229 0.400000 0.000000 0 N/A S 0.400000% 3130AKJ64 5 20230629 0.450000 0.000000 0 N/A S 0.450000% 3130AKJ64 6 20231229 0.500000 0.000000 0 N/A S 0.500000% 3130AKJ64 7 20240629 0.750000 0.000000 0 N/A S 0.750000% 3130AKJ64 8 20241229 1.500000 0.000000 0 N/A S 1.500000% 3130AKJ64 9 20250629 3.500000 0.000000 0 N/A S 3.500000% 3130ARD57 2 20230929 3.000000 0.000000 0 N/A S 3.000000% 3130ARDD0 1 20220329 2.400000 0.000000 0 N/A S 2.400000% 3130ARDJ7 1 20220329 2.180000 0.000000 0 N/A S 2.180000% 3130ARDK4 1 20220329 2.550000 0.000000 0 N/A S 2.550000% 3130ARDM0 1 20220329 2.400000 0.000000 0 N/A S 2.400000% 3130ARDQ1 1 20220329 2.220000 0.000000 0 N/A S 2.220000% 3130ARDT5 1 20220329 2.500000 0.000000 0 N/A S 2.500000% 3130ARDY4 1 20220329 2.500000 0.000000 0 N/A S 2.500000% 3130ATD79 1 20220929 4.250000 0.000000 0 N/A S 4.250000% 3130ATDP9 1 20220914 3.590000 0.000000 0 N/A S 3.590000% 3130ASKH1 3 20250629 4.500000 0.000000 0 N/A S 4.500000% 3130ASKH1 4 20260629 4.750000 0.000000 0 N/A S 4.750000% 3130ASKH1 5 20270629 5.000000 0.000000 0 N/A S 5.000000% 3130ASKH1 6 20280629 5.250000 0.000000 0 N/A S 5.250000% 3130AUCL6 1 20221230 5.000000 0.000000 0 N/A S 5.000000% 3130AU4K7 1 20221229 5.100000 0.000000 0 N/A S 5.100000% 3130AQCA9 1 20211229 1.450000 0.000000 0 N/A S 1.450000% 3130AQCA9 2 20241229 2.000000 0.000000 0 N/A S 2.000000% 3130AQCB7 1 20211229 1.100000 0.000000 0 N/A S 1.100000% 3130AQCB7 2 20221229 1.250000 0.000000 0 N/A S 1.250000% 3130AQCB7 3 20231229 1.500000 0.000000 0 N/A S 1.500000% 3130AQCB7 4 20241229 2.250000 0.000000 0 N/A S 2.250000% 3130AWFK1 1 20230613 3.980000 0.000000 0 N/A S 3.980000% 3130AXA40 1 20230926 6.340000 0.000000 0 N/A S 6.340000% 3130AXD70 1 20230929 6.160000 0.000000 0 N/A S 6.160000% 3130AXD88 1 20230929 5.950000 0.000000 0 N/A S 5.950000% 3130AP5U5 1 20210929 1.500000 0.000000 0 N/A S 1.500000% 3130AP3A1 1 20210929 0.850000 0.000000 0 N/A S 0.850000% 3130AP3F0 1 20210929 0.700000 0.000000 0 N/A S 0.700000% 3130AP3K9 1 20210929 0.500000 0.000000 0 N/A S 0.500000% 3130AP3Y9 1 20210929 0.625000 0.000000 0 N/A S 0.625000% 3130AP3Y9 2 20230929 1.625000 0.000000 0 N/A S 1.625000% 3130ARWZ0 1 20220428 2.820000 0.000000 0 N/A S 2.820000% 3130ATGG6 1 20220930 4.500000 0.000000 0 N/A S 4.500000% 3130AXBV9 1 20230929 5.485000 0.155000 1 20230928 Q SOFR O/N + 0.155000