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 6,830,630.14 05/31/2017 60X8010 601000131 06/04/2018 02017 2.250000000 264,100,000.0000 1,953,616.44 05/31/2017 60X8010 601000228 06/04/2018 02017 2.250000000 337,300,000.0000 1,912,906.85 05/31/2017 60X8010 601000229 06/02/2017 02016 2.250000000 315,400,000.0000 8,885,206.85 05/31/2017 60X8010 601000331 06/02/2017 02016 2.250000000 320,800,000.0000 8,424,295.89 05/31/2017 60X8010 601000331 06/04/2018 02017 2.250000000 334,900,000.0000 1,259,315.75 05/31/2017 60X8010 601000430 06/02/2017 02016 2.250000000 294,400,000.0000 7,186,586.30 05/31/2017 60X8010 601000430 06/04/2018 02017 2.250000000 305,300,000.0000 583,415.75 05/31/2017 60X8010 601000531 06/02/2017 02016 2.250000000 365,600,000.0000 8,226,000.00 05/31/2017 60X8010 601000630 06/02/2017 02016 2.250000000 381,100,000.0000 7,869,976.03 05/31/2017 60X8010 601000731 06/02/2017 02016 2.250000000 303,400,000.0000 5,685,632.87 05/31/2017 60X8010 601000831 06/02/2017 02016 2.250000000 373,600,000.0000 6,287,227.39 05/31/2017 60X8010 601000930 06/02/2017 02016 2.250000000 378,800,000.0000 5,674,216.43 05/31/2017 60X8010 601001031 06/02/2017 02015 2.250000000 287,700,000.0000 10,250,790.41 05/31/2017 60X8010 601001031 06/04/2018 02016 2.250000000 299,700,000.0000 3,916,627.39 05/31/2017 60X8010 601001130 06/02/2017 02016 2.250000000 352,900,000.0000 11,921,252.05 05/31/2017 60X8010 601001130 06/04/2018 02016 2.250000000 372,200,000.0000 4,175,778.07 05/31/2017 60X8010 601001231 06/02/2017 02015 2.250000000 353,800,000.0000 11,275,557.53 05/31/2017 60X8010 601001231 06/04/2018 02016 2.250000000 372,200,000.0000 3,464,519.18 05/31/2017 ------------------------ ---------------------- 6,241,200,000.0000 115,783,551.32 ======================== ====================== 6,241,200,000.0000 115,783,551.32 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00