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 5,537,589.04 02/28/2017 60X8010 601000131 06/04/2018 02017 2.250000000 264,100,000.0000 455,843.83 02/28/2017 60X8010 601000229 06/02/2017 02016 2.250000000 315,400,000.0000 7,096,500.00 02/28/2017 60X8010 601000331 06/02/2017 02016 2.250000000 320,800,000.0000 6,604,964.38 02/28/2017 60X8010 601000430 06/02/2017 02016 2.250000000 294,400,000.0000 5,516,975.34 02/28/2017 60X8010 601000531 06/02/2017 02016 2.250000000 365,600,000.0000 6,152,597.26 02/28/2017 60X8010 601000630 06/02/2017 02016 2.250000000 381,100,000.0000 5,708,669.17 02/28/2017 60X8010 601000731 06/02/2017 02016 2.250000000 303,400,000.0000 3,964,980.82 02/28/2017 60X8010 601000831 06/02/2017 02016 2.250000000 373,600,000.0000 4,168,454.79 02/28/2017 60X8010 601000930 06/02/2017 02016 2.250000000 378,800,000.0000 3,525,953.42 02/28/2017 60X8010 601001031 06/02/2017 02015 2.250000000 287,700,000.0000 8,619,176.71 02/28/2017 60X8010 601001031 06/04/2018 02016 2.250000000 299,700,000.0000 2,216,958.90 02/28/2017 60X8010 601001130 06/02/2017 02016 2.250000000 352,900,000.0000 9,919,873.97 02/28/2017 60X8010 601001130 06/04/2018 02016 2.250000000 372,200,000.0000 2,064,945.20 02/28/2017 60X8010 601001231 06/02/2017 02015 2.250000000 353,800,000.0000 9,269,075.34 02/28/2017 60X8010 601001231 06/04/2018 02016 2.250000000 372,200,000.0000 1,353,686.30 02/28/2017 ------------------------ ---------------------- 5,263,700,000.0000 82,176,244.47 ======================== ====================== 5,263,700,000.0000 82,176,244.47 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00