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 6,394,931.50 04/30/2017 60X8010 601000131 06/04/2018 02017 2.250000000 264,100,000.0000 1,448,932.19 04/30/2017 60X8010 601000228 06/04/2018 02017 2.250000000 337,300,000.0000 1,268,340.41 04/30/2017 60X8010 601000229 06/02/2017 02016 2.250000000 315,400,000.0000 8,282,490.41 04/30/2017 60X8010 601000331 06/02/2017 02016 2.250000000 320,800,000.0000 7,811,260.27 04/30/2017 60X8010 601000331 06/04/2018 02017 2.250000000 334,900,000.0000 619,335.61 04/30/2017 60X8010 601000430 06/02/2017 02016 2.250000000 294,400,000.0000 6,624,000.00 04/30/2017 60X8010 601000531 06/02/2017 02016 2.250000000 365,600,000.0000 7,527,353.42 04/30/2017 60X8010 601000630 06/02/2017 02016 2.250000000 381,100,000.0000 7,141,709.59 04/30/2017 60X8010 601000731 06/02/2017 02016 2.250000000 303,400,000.0000 5,105,847.94 04/30/2017 60X8010 601000831 06/02/2017 02016 2.250000000 373,600,000.0000 5,573,293.15 04/30/2017 60X8010 601000930 06/02/2017 02016 2.250000000 378,800,000.0000 4,950,345.20 04/30/2017 60X8010 601001031 06/02/2017 02015 2.250000000 287,700,000.0000 9,701,007.53 04/30/2017 60X8010 601001031 06/04/2018 02016 2.250000000 299,700,000.0000 3,343,913.01 04/30/2017 60X8010 601001130 06/02/2017 02016 2.250000000 352,900,000.0000 11,246,874.66 04/30/2017 60X8010 601001130 06/04/2018 02016 2.250000000 372,200,000.0000 3,464,519.18 04/30/2017 60X8010 601001231 06/02/2017 02015 2.250000000 353,800,000.0000 10,599,460.27 04/30/2017 60X8010 601001231 06/04/2018 02016 2.250000000 372,200,000.0000 2,753,260.27 04/30/2017 ------------------------ ---------------------- 5,935,900,000.0000 103,856,874.61 ======================== ====================== 5,935,900,000.0000 103,856,874.61 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00