Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 60X8010 601000131 06/02/2017 02016 2.250000000 228,000,000.0000 4,708,356.16 12/31/2016 60X8010 601000229 06/02/2017 02016 2.250000000 315,400,000.0000 5,949,394.52 12/31/2016 60X8010 601000331 06/02/2017 02016 2.250000000 320,800,000.0000 5,438,219.17 12/31/2016 60X8010 601000430 06/02/2017 02016 2.250000000 294,400,000.0000 4,446,246.57 12/31/2016 60X8010 601000531 06/02/2017 02016 2.250000000 365,600,000.0000 4,822,915.06 12/31/2016 60X8010 601000630 06/02/2017 02016 2.250000000 381,100,000.0000 4,322,613.70 12/31/2016 60X8010 601000731 06/02/2017 02016 2.250000000 303,400,000.0000 2,861,519.18 12/31/2016 60X8010 601000831 06/02/2017 02016 2.250000000 373,600,000.0000 2,809,676.71 12/31/2016 60X8010 601000930 06/02/2017 02016 2.250000000 378,800,000.0000 2,148,263.01 12/31/2016 60X8010 601001031 06/02/2017 02015 2.250000000 287,700,000.0000 7,572,815.75 12/31/2016 60X8010 601001031 06/04/2018 02016 2.250000000 299,700,000.0000 1,126,954.11 12/31/2016 60X8010 601001130 06/02/2017 02016 2.250000000 352,900,000.0000 8,636,381.50 12/31/2016 60X8010 601001130 06/04/2018 02016 2.250000000 372,200,000.0000 711,258.90 12/31/2016 60X8010 601001231 06/02/2017 02015 2.250000000 353,800,000.0000 7,982,309.59 12/31/2016 ------------------------ ---------------------- 4,627,400,000.0000 63,536,923.93 ======================== ====================== 4,627,400,000.0000 63,536,923.93 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00