Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 60X8010 601000131 06/02/2015 02014 2.375000000 266,200,000.0000 8,400,797.94 05/31/2015 60X8010 601000131 06/02/2016 02015 2.375000000 222,700,000.0000 1,738,890.41 05/31/2015 60X8010 601000228 06/02/2015 02014 2.375000000 328,400,000.0000 9,765,401.37 05/31/2015 60X8010 601000228 06/02/2016 02015 2.375000000 321,400,000.0000 1,923,997.26 05/31/2015 60X8010 601000331 06/02/2015 02014 2.375000000 328,400,000.0000 9,102,978.08 05/31/2015 60X8010 601000331 06/02/2016 02015 2.375000000 328,100,000.0000 1,302,287.33 05/31/2015 60X8010 601000430 06/02/2015 02014 2.375000000 293,200,000.0000 7,554,920.55 05/31/2015 60X8010 601000430 06/02/2016 02015 2.375000000 295,100,000.0000 595,253.08 05/31/2015 60X8010 601000531 06/02/2015 02014 2.375000000 355,400,000.0000 8,440,750.00 05/31/2015 60X8010 601000630 06/02/2015 02014 2.375000000 345,900,000.0000 7,539,909.25 05/31/2015 60X8010 601000731 06/02/2015 02014 2.375000000 284,600,000.0000 5,629,621.92 05/31/2015 60X8010 601000831 06/02/2015 02014 2.375000000 347,900,000.0000 6,179,990.75 05/31/2015 60X8010 601000930 06/02/2015 02014 2.375000000 347,400,000.0000 5,492,965.07 05/31/2015 60X8010 601001031 06/02/2015 02013 2.375000000 280,400,000.0000 10,527,483.56 05/31/2015 60X8010 601001031 06/02/2016 02014 2.375000000 295,800,000.0000 4,080,419.18 05/31/2015 60X8010 601001130 06/02/2015 02013 2.375000000 350,700,000.0000 12,482,277.74 05/31/2015 60X8010 601001130 06/02/2016 02014 2.375000000 359,000,000.0000 4,251,445.21 05/31/2015 60X8010 601001231 06/02/2015 02013 2.375000000 350,800,000.0000 11,778,230.14 05/31/2015 60X8010 601001231 06/02/2016 02014 2.375000000 359,100,000.0000 3,528,280.48 05/31/2015 ------------------------ ---------------------- 6,060,500,000.0000 120,315,899.32 ======================== ====================== 6,060,500,000.0000 120,315,899.32 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00