Report Account Number Security Number (Full) Shares/Par Accrued Income Gross Request Date Coupon Rate ------------------------- ------------------------------- ------------------------ ---------------------- --------------- ------------------- N/A SUB-COHORT 60X8010 601000131 06/02/2016 02015 222,700,000.0000 6,671,847.94 05/31/2016 2.250000000 60X8010 601000131 06/02/2017 02016 228,000,000.0000 1,700,630.14 05/31/2016 2.250000000 60X8010 601000228 06/02/2016 02015 321,400,000.0000 9,074,046.57 05/31/2016 2.250000000 60X8010 601000229 06/02/2017 02016 315,400,000.0000 1,788,706.85 05/31/2016 2.250000000 60X8010 601000331 06/02/2016 02015 328,100,000.0000 8,636,221.23 05/31/2016 2.250000000 60X8010 601000331 06/02/2017 02016 320,800,000.0000 1,206,295.89 05/31/2016 2.250000000 60X8010 601000430 06/02/2016 02015 295,100,000.0000 7,221,865.06 05/31/2016 2.250000000 60X8010 601000430 06/02/2017 02016 294,400,000.0000 562,586.30 05/31/2016 2.250000000 60X8010 601000531 06/02/2016 02015 361,300,000.0000 8,151,521.92 05/31/2016 2.250000000 60X8010 601000630 06/02/2016 02015 341,600,000.0000 7,075,331.51 05/31/2016 2.250000000 60X8010 601000731 06/02/2016 02015 273,800,000.0000 5,147,815.07 05/31/2016 2.250000000 60X8010 601000831 06/02/2016 02015 340,000,000.0000 5,742,739.72 05/31/2016 2.250000000 60X8010 601000930 06/02/2016 02015 344,700,000.0000 5,184,665.75 05/31/2016 2.250000000 60X8010 601001031 06/02/2016 02014 295,800,000.0000 10,539,394.51 05/31/2016 2.250000000 60X8010 601001031 06/02/2017 02015 287,700,000.0000 3,777,540.41 05/31/2016 2.250000000 60X8010 601001130 06/02/2016 02014 359,000,000.0000 12,127,315.07 05/31/2016 2.250000000 60X8010 601001130 06/02/2017 02016 352,900,000.0000 3,981,002.05 05/31/2016 2.250000000 60X8010 601001231 06/02/2016 02014 359,100,000.0000 11,444,467.81 05/31/2016 2.250000000 60X8010 601001231 06/02/2017 02015 353,800,000.0000 3,315,057.53 05/31/2016 2.250000000 ------------------------ ---------------------- 5,995,600,000.0000 113,349,051.33 ======================== ====================== 5,995,600,000.0000 113,349,051.33 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00