Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4074 7174JOPA 09/30/2023 02003 4.880000000000 1,461,705.4700 53,498.42 06/30/2016 71X4074 7174LAFI3 09/30/2016 02003 4.310000000000 839,295.0500 27,130.21 06/30/2016 71X4074 7174N-NM1 09/30/2017 02003 4.730000000000 320,105.5100 11,355.74 06/30/2016 71X4074 7174ABUJA 09/30/2016 02004 4.780000000000 171,885.8100 6,162.11 06/30/2016 71X4074 7174CASMA 09/30/2020 02004 4.010000000000 3,284.6200 98.78 06/30/2016 71X4074 7174EMERG 09/30/2016 02004 4.400000000000 4,816,052.8200 158,929.74 06/30/2016 71X4074 7174GILBT 09/30/2016 02004 3.830000000000 88.3200 2.54 06/30/2016 71X4074 7174GOLCW 09/30/2016 02004 4.300000000000 3,126.1200 100.82 06/30/2016 71X4074 7174IRAQM 09/30/2016 02004 4.370000000000 176,465.9000 5,783.67 06/30/2016 71X4074 7174LAGRA 09/30/2016 02004 4.190000000000 28,091.9700 882.79 06/30/2016 71X4074 7174PASTU 09/30/2020 02004 4.840000000000 223,516.9600 8,113.67 06/30/2016 71X4074 7174PTUCA 09/30/2018 02004 4.820000000000 1,240,863.7200 44,857.22 06/30/2016 71X4074 7174QTO 09/30/2016 02004 4.840000000000 47,564.0100 1,726.57 06/30/2016 71X4074 7174SWEET 09/30/2016 02004 4.770000000000 15,198.9900 543.74 06/30/2016 71X4074 7174CONDO 09/30/2016 02005 4.430000000000 123,192.4000 4,093.07 06/30/2016 71X4074 7174FUTUR 09/30/2016 02005 4.840000000000 2,246,472.9600 81,546.97 06/30/2016 71X4074 7174LUSAK 09/30/2019 02005 4.080000000000 232,020.6400 7,099.83 06/30/2016 71X4074 7174SAFI 09/30/2016 02005 4.710000000000 108,340.4100 3,827.12 06/30/2016 71X4074 7174BDCC 09/30/2022 02006 3.700000000000 9,805,844.2800 272,112.18 06/30/2016 71X4074 7174BRAV1 09/30/2016 02006 4.750000000000 2,904,935.4900 103,488.33 06/30/2016 71X4074 7174GANHO 09/30/2022 02006 3.260000000000 12,276,748.2300 300,166.49 06/30/2016 71X4074 7174INTCO 09/30/2020 02006 4.500000000000 890,491.0800 30,054.07 06/30/2016 71X4074 7174LAFI2 09/30/2023 02006 4.800000000000 5,371,870.3300 193,387.33 06/30/2016 71X4074 7174LAFS3 09/30/2023 02006 3.520000000000 5,488,058.0900 144,884.73 06/30/2016 71X4074 7174SALVA 09/30/2017 02006 4.400000000000 397,655.7200 13,122.64 06/30/2016 71X4074 71741STMT 09/30/2023 02007 3.400000000000 3,038,325.4500 77,477.30 06/30/2016 71X4074 7174AFGGR 09/30/2022 02007 2.800000000000 14,303,499.2500 300,373.48 06/30/2016 71X4074 7174AMINS 09/30/2020 02007 4.820000000000 20,609.9000 745.05 06/30/2016 71X4074 7174BDCC2 09/30/2028 02007 3.230000000000 5,489,988.0600 132,994.96 06/30/2016 71X4074 7174BLH 09/30/2029 02007 3.180000000000 2,965,340.8500 70,723.38 06/30/2016 71X4074 7174LEDFC 09/30/2022 02007 5.270000000000 8,844,066.7900 349,561.74 06/30/2016 71X4074 7174N-NM2 09/30/2017 02007 4.730000000000 54,441.1100 1,931.30 06/30/2016 71X4074 7174QTO2 09/30/2016 02007 4.780000000000 9,020.1700 323.37 06/30/2016 71X4074 7174TAYL 09/30/2034 02007 3.930000000000 35,653,818.2200 1,050,896.29 06/30/2016 71X4074 7174IMMDF 09/30/2016 02008 2.490000000000 317,182.6200 5,923.39 06/30/2016 71X4074 7174INTMA 09/30/2035 02008 2.290000000000 37,102,260.7600 637,231.33 06/30/2016 71X4074 7174LAFIS 09/30/2033 02008 3.740000000000 6,073,465.5000 170,360.71 06/30/2016 71X4074 7174SUMMI 09/30/2016 02008 3.110000000000 980,864.8200 22,878.67 06/30/2016 71X4074 7174AMKI 09/30/2020 02009 2.900000000000 2,221,346.8100 48,314.29 06/30/2016 71X4074 7174AUSTA 09/30/2020 02009 1.950000000000 4,054,701.5300 59,300.01 06/30/2016 71X4074 7174AZURE 09/30/2022 02009 2.870000000000 4,119,886.1700 88,680.55 06/30/2016 71X4074 7174BAMAK 09/30/2023 02009 2.770000000000 1,213,984.1900 25,220.52 06/30/2016 71X4074 7174BRACB 09/30/2016 02009 1.870000000000 342,098.8900 4,797.94 06/30/2016 71X4074 7174CAIRO 09/30/2034 02009 4.070000000000 20,910,101.6700 638,280.85 06/30/2016 71X4074 7174CJSTR 09/30/2019 02009 2.910000000000 2,776,689.5000 60,601.25 06/30/2016 71X4074 7174CSILC 09/30/2019 02009 4.340000000000 4,031,473.2500 131,224.45 06/30/2016 71X4074 7174CSILT 09/30/2016 02009 4.600000000000 2,546,489.0400 87,853.87 06/30/2016 71X4074 7174CSIP 09/30/2016 02009 4.350000000000 2,139,975.9400 69,816.72 06/30/2016 71X4074 7174EXPR 09/30/2018 02009 4.510000000000 3,105,340.4200 105,038.14 06/30/2016 71X4074 7174FINAN 09/30/2018 02009 2.250000000000 115,654.7400 1,951.67 06/30/2016 71X4074 7174GMTAT 09/30/2026 02009 1.760000000000 11,350,102.0300 149,821.35 06/30/2016 71X4074 7174HUSK 09/30/2022 02009 1.360000000000 639,454.0500 6,522.43 06/30/2016 71X4074 7174IMMD3 09/30/2018 02009 4.430000000000 342,895.1800 11,392.69 06/30/2016 71X4074 7174JSCGA 09/30/2019 02009 3.120000000000 10,917,541.9200 255,470.48 06/30/2016 71X4074 7174MONR 09/30/2027 02009 2.880000000000 787,192.3900 17,003.36 06/30/2016 71X4074 7174MVEST 09/30/2016 02009 2.880000000000 9,074,155.1400 196,001.75 06/30/2016 71X4074 7174PACCO 09/30/2018 02009 2.670000000000 295,939.1600 5,926.18 06/30/2016 71X4074 7174PJWR 09/30/2017 02009 2.830000000000 5,870,000.8000 124,590.77 06/30/2016 71X4074 7174RLJLI 09/30/2023 02009 3.160000000000 7,437,423.6800 176,266.94 06/30/2016 71X4074 7174SANTE 09/30/2016 02009 2.670000000000 6,299,348.5600 126,144.45 06/30/2016 71X4074 7174SESA 09/30/2020 02009 4.600000000000 706,330.2500 24,368.39 06/30/2016 71X4074 7174SLID 09/30/2018 02009 2.830000000000 9,423.1900 200.01 06/30/2016 71X4074 7174TIVGL 09/30/2016 02009 1.910000000000 551,355.9600 7,898.17 06/30/2016 71X4074 7174TOGO 09/30/2029 02009 3.370000000000 141,433,333.1900 3,574,727.50 06/30/2016 71X4074 7174VELIF 09/30/2017 02009 1.430000000000 23,723,937.7000 254,439.23 06/30/2016 71X4074 7174VERDA 09/30/2032 02009 2.700000000000 22,311,252.5500 451,802.86 06/30/2016 71X4074 7174AFGLC 09/30/2025 02010 2.300000000000 8,302,619.7800 143,220.19 06/30/2016 71X4074 7174ALTAM 09/30/2025 02010 2.300000000000 55,590,305.0000 958,932.76 06/30/2016 71X4074 7174AUTO 09/30/2018 02010 2.300000000000 1,662,520.4300 28,678.48 06/30/2016 71X4074 7174AZURH 09/30/2026 02010 2.730000000000 22,813,526.5300 467,106.96 06/30/2016 71X4074 7174BETSY 09/30/2022 02010 2.810000000000 1,965,077.2000 41,414.00 06/30/2016 71X4074 7174C21 09/30/2017 02010 1.720000000000 104,449.4600 1,347.40 06/30/2016 71X4074 7174CGS 09/30/2024 02010 2.300000000000 81,399,901.3800 1,404,148.30 06/30/2016 71X4074 7174CPSIF 09/30/2016 02010 1.760000000000 5,387,182.0600 71,110.80 06/30/2016 71X4074 7174DSP 09/30/2021 02010 2.580000000000 40,448,747.1900 782,683.26 06/30/2016 71X4074 7174EQCM 09/30/2017 02010 2.920000000000 4,441,182.5400 97,261.90 06/30/2016 71X4074 7174EYEF1 09/30/2017 02010 2.400000000000 1,989,495.1800 35,810.91 06/30/2016 71X4074 7174FTFC 09/30/2020 02010 1.970000000000 5,192,068.0600 76,712.81 06/30/2016 71X4074 7174GHANA 09/30/2032 02010 2.940000000000 26,173,724.6300 577,130.63 06/30/2016 71X4074 7174GPSIS 09/30/2016 02010 1.620000000000 1,252,854.1800 15,222.18 06/30/2016 71X4074 7174PLAZA 09/30/2021 02010 2.560000000000 6,363,559.5200 122,180.34 06/30/2016 71X4074 7174PRCRH 09/30/2019 02010 3.220000000000 26,866,086.4400 648,815.99 06/30/2016 71X4074 7174PTSM 09/30/2020 02010 1.970000000000 431,794.9700 6,379.77 06/30/2016 71X4074 7174PTTUC 09/30/2016 02010 2.320000000000 253,376.9200 4,408.76 06/30/2016 71X4074 7174QUAN 09/30/2016 02010 1.210000000000 260,062.8900 2,360.07 06/30/2016 71X4074 7174SAFI2 09/30/2019 02010 1.150000000000 98,140.9900 846.47 06/30/2016 71X4074 7174SUMMP 09/30/2017 02010 2.730000000000 987,008.8700 20,209.01 06/30/2016 71X4074 7174TBCK 09/30/2021 02010 2.100000000000 8,419,651.7200 132,609.51 06/30/2016 71X4074 717400006 09/30/2027 02011 1.740000000000 18,387,611.9200 239,958.34 06/30/2016 71X4074 717400007 09/30/2021 02011 3.860000000000 5,825,813.0800 168,657.29 06/30/2016 71X4074 717400012 09/30/2018 02011 1.580000000000 18,263,240.4500 216,419.40 06/30/2016 71X4074 717400013 09/30/2020 02011 1.800000000000 19,404,041.0900 261,954.55 06/30/2016 71X4074 717400018 09/30/2021 02011 1.090000000000 2,200,915.6900 17,992.49 06/30/2016 71X4074 717400020 09/30/2021 02011 3.860000000000 1,704,794.1700 49,353.79 06/30/2016 71X4074 717400022 09/30/2022 02011 3.860000000000 5,514,734.6900 159,651.57 06/30/2016 71X4074 717400028 09/30/2017 02011 3.470000000000 11,398,962.0100 296,657.99 06/30/2016 71X4074 717400032 09/30/2024 02011 3.860000000000 20,688,039.5800 598,918.75 06/30/2016 71X4074 717400036 09/30/2034 02011 2.620000000000 3,233,935.3300 63,546.83 06/30/2016 71X4074 717400037 09/30/2022 02011 1.420000000000 27,684,579.5600 294,840.77 06/30/2016 71X4074 7174AERIS 09/30/2024 02011 2.830000000000 54,935,605.3400 1,166,008.22 06/30/2016 71X4074 7174AMUB 09/30/2025 02011 1.930000000000 8,986,486.3400 130,079.39 06/30/2016 71X4074 7174GAMMA 09/30/2018 02011 1.000000000000 1,129,426.3600 8,470.70 06/30/2016 71X4074 7174HAITI 09/30/2018 02011 1.550000000000 1,393,145.3100 16,195.31 06/30/2016 71X4074 7174JIMM 09/30/2018 02011 2.160000000000 24,861.4200 402.76 06/30/2016 71X4074 7174MASSA 09/30/2021 02011 3.860000000000 27,858,572.0400 806,505.66 06/30/2016 71X4074 7174PNET 09/30/2021 02011 3.680000000000 305,863.4600 8,441.83 06/30/2016 71X4074 7174UOG 09/30/2021 02011 1.810000000000 6,065,359.4500 82,337.25 06/30/2016 71X4074 717400039 09/30/2020 02012 2.130000000000 659,758.3800 10,539.64 06/30/2016 71X4074 717400040 09/30/2023 02012 1.340000000000 871,359.9400 8,757.17 06/30/2016 71X4074 717400045 09/30/2020 02012 1.000000000000 414,361.6500 3,107.71 06/30/2016 71X4074 717400048 09/30/2018 02012 2.040000000000 5,064,870.7800 77,492.52 06/30/2016 71X4074 717400049 09/30/2023 02012 1.370000000000 3,692,406.8100 37,939.48 06/30/2016 71X4074 717401196 09/30/2019 02012 2.670000000000 42,522,870.5700 851,520.48 06/30/2016 71X4074 717401301 09/30/2028 02012 2.200000000000 6,783,725.0300 111,931.46 06/30/2016 71X4074 717401424 09/30/2023 02012 2.530000000000 5,410,011.3700 102,654.97 06/30/2016 71X4074 717401428 09/30/2017 02012 1.000000000000 18,890,546.3200 141,679.10 06/30/2016 71X4074 717401429 09/30/2021 02012 2.300000000000 67,693,961.8200 1,167,720.84 06/30/2016 71X4074 717401430 09/30/2019 02012 2.130000000000 14,856,460.0000 237,331.95 06/30/2016 71X4074 717401434 09/30/2023 02012 1.300000000000 2,986,178.2600 29,115.24 06/30/2016 71X4074 717401435 09/30/2022 02012 1.330000000000 19,225,387.0600 191,773.24 06/30/2016 71X4074 717401437 09/30/2019 02012 2.310000000000 13,589,537.2600 235,438.73 06/30/2016 71X4074 717401444 09/30/2019 02012 2.310000000000 3,720,248.3100 64,453.30 06/30/2016 71X4074 717401447 09/30/2028 02012 2.920000000000 2,356,893.3400 51,615.96 06/30/2016 71X4074 717401450 09/30/2020 02012 2.230000000000 5,023,593.2800 84,019.60 06/30/2016 71X4074 717401451 09/30/2023 02012 2.300000000000 718,424.9200 12,392.83 06/30/2016 71X4074 717401452 09/30/2034 02012 3.260000000000 18,015,264.8000 440,473.22 06/30/2016 71X4074 717401453 09/30/2019 02012 2.150000000000 828,103.5800 13,353.17 06/30/2016 71X4074 717401454 09/30/2023 02012 1.460000000000 947,956.2600 10,380.12 06/30/2016 71X4074 717401455 09/30/2021 02012 2.180000000000 2,608,500.0000 42,648.97 06/30/2016 71X4074 717401476 09/30/2023 02013 2.610000000000 14,901,775.8700 291,702.26 06/30/2016 71X4074 717401480 09/30/2019 02013 1.640000000000 1,314,890.7200 16,173.16 06/30/2016 71X4074 717401482 09/30/2025 02013 2.270000000000 21,413,567.9600 364,565.99 06/30/2016 71X4074 717401487 09/30/2027 02013 1.950000000000 7,777,252.7400 113,742.32 06/30/2016 71X4074 717401492 09/30/2027 02013 1.840000000000 29,802,027.3800 411,267.98 06/30/2016 71X4074 717401493 09/30/2024 02013 2.470000000000 5,451,943.6400 100,997.26 06/30/2016 71X4074 717401495 09/30/2024 02013 2.180000000000 4,336,575.4800 70,903.01 06/30/2016 71X4074 717401496 09/30/2020 02013 1.240000000000 52,542,868.4700 488,648.68 06/30/2016 71X4074 717401502 09/30/2018 02013 1.000000000000 9,440,180.8200 70,801.36 06/30/2016 71X4074 717401504 09/30/2035 02013 3.400000000000 8,670,338.1000 221,093.62 06/30/2016 71X4074 717401508 09/30/2021 02013 1.960000000000 2,151,573.6600 31,628.13 06/30/2016 71X4074 717401511 09/30/2021 02013 2.040000000000 47,482,715.1300 726,485.54 06/30/2016 71X4074 717401512 09/30/2022 02013 2.760000000000 1,399,678.2200 28,973.34 06/30/2016 71X4074 717401517 09/30/2023 02013 2.320000000000 4,248,456.5400 73,923.14 06/30/2016 71X4074 717401522 09/30/2023 02013 2.180000000000 2,398,141.9400 39,209.62 06/30/2016 71X4074 717401523 09/30/2025 02013 2.250000000000 5,109,600.0000 86,224.50 06/30/2016 71X4074 717401524 09/30/2018 02013 1.120000000000 2,508,010.9900 21,067.29 06/30/2016 71X4074 717401530 09/30/2020 02013 2.490000000000 4,694,659.8500 87,672.77 06/30/2016 71X4074 717401534 09/30/2018 02013 1.570000000000 1,605,637.0900 18,906.38 06/30/2016 71X4074 717401536 09/30/2028 02013 2.800000000000 8,908,275.6100 187,073.79 06/30/2016 71X4074 717401552 09/30/2020 02014 1.280000000000 2,994,046.9400 28,742.85 06/30/2016 71X4074 717401553 09/30/2031 02014 2.270000000000 7,861,033.7000 133,834.10 06/30/2016 71X4074 717401564 09/30/2018 02014 1.000000000000 3,315,115.4200 24,863.37 06/30/2016 71X4074 717401569 09/30/2025 02014 1.900000000000 4,050,150.0000 57,714.64 06/30/2016 71X4074 717401570 09/30/2022 02014 1.700000000000 14,934,713.4500 190,417.60 06/30/2016 71X4074 717401573 09/30/2021 02014 1.050000000000 2,235,624.8500 17,605.55 06/30/2016 71X4074 717401577 09/30/2033 02014 2.330000000000 45,788,082.1800 800,146.74 06/30/2016 71X4074 717401584 09/30/2025 02014 2.050000000000 2,882,250.0000 44,314.59 06/30/2016 71X4074 717401586 09/30/2022 02014 2.050000000000 3,138,900.0000 48,260.59 06/30/2016 71X4074 717401588 09/30/2031 02014 1.660000000000 23,615,005.6400 294,006.82 06/30/2016 71X4074 717401589 09/30/2021 02014 1.290000000000 21,399,361.1100 207,038.82 06/30/2016 71X4074 717401590 09/30/2031 02014 1.660000000000 8,694,708.2300 108,249.12 06/30/2016 71X4074 717401592 09/30/2022 02014 1.660000000000 29,040,546.8600 361,554.81 06/30/2016 71X4074 717401593 09/30/2023 02014 1.740000000000 1,656,160.0000 21,612.89 06/30/2016 71X4074 717401595 09/30/2032 02014 2.170000000000 53,831,370.1000 876,105.55 06/30/2016 71X4074 717401603 09/30/2021 02014 1.140000000000 9,864,353.3300 84,340.22 06/30/2016 71X4074 717401813 09/30/2020 02014 1.000000000000 2,848,776.2700 21,365.82 06/30/2016 71X4074 717401890 09/30/2031 02015 2.280000000000 6,456,000.0000 110,397.60 06/30/2016 71X4074 717401896 09/30/2027 02015 2.610000000000 6,779,173.2700 132,702.32 06/30/2016 71X4074 717401900 09/30/2022 02015 2.280000000000 2,209,000.0000 37,773.90 06/30/2016 71X4074 717401905 09/30/2043 02015 2.000000000000 15,276,000.0000 229,140.00 06/30/2016 71X4074 717401908 09/30/2025 02015 2.360000000000 2,629,250.0000 46,537.72 06/30/2016 71X4074 717401915 09/30/2020 02015 1.540000000000 4,898,286.6900 56,575.21 06/30/2016 71X4074 717401922 09/30/2034 02015 3.200000000000 58,398,262.0100 1,401,558.29 06/30/2016 71X4074 717401925 09/30/2022 02015 2.360000000000 2,352,900.0000 41,646.33 06/30/2016 71X4074 717401928 09/30/2023 02015 2.280000000000 5,752,500.0000 98,367.75 06/30/2016 71X4074 717401930 09/30/2034 02015 2.200000000000 9,046,240.0000 149,262.96 06/30/2016 71X4074 717401937 09/30/2022 02015 1.910000000000 5,726,920.9000 82,038.14 06/30/2016 71X4074 717401939 09/30/2020 02015 2.000000000000 14,477,360.0000 217,160.40 06/30/2016 71X4074 717401941 09/30/2023 02015 2.000000000000 1,832,220.0000 27,483.30 06/30/2016 71X4074 717401943 09/30/2022 02015 2.360000000000 25,980,000.0000 459,846.00 06/30/2016 71X4074 717401944 09/30/2033 02015 2.280000000000 90,480,571.2000 1,547,217.77 06/30/2016 71X4074 717401950 09/30/2031 02015 2.280000000000 3,113,600.0000 53,242.56 06/30/2016 71X4074 717401956 09/30/2020 02015 2.000000000000 9,778,000.0000 146,670.00 06/30/2016 71X4074 717401958 09/30/2024 02015 2.000000000000 2,959,160.0000 44,387.40 06/30/2016 71X4074 717401964 09/30/2034 02015 2.280000000000 13,862,581.1800 237,050.14 06/30/2016 71X4074 717401966 09/30/2034 02015 2.280000000000 13,138,928.0700 224,675.67 06/30/2016 71X4074 717401968 09/30/2026 02015 2.280000000000 2,624,700.0000 44,882.37 06/30/2016 71X4074 717401999 09/30/2028 02016 3.000000000000 129,433,700.0000 2,912,258.25 06/30/2016 ------------------------ ---------------------- 2,127,176,650.8800 40,221,477.96 ======================== ====================== 2,127,176,650.8800 40,221,477.96 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4074 717401588 09/30/2031 02014 01/14/2016 INT + 0.0000 816.72 483531 717401590 09/30/2031 02014 01/14/2016 INT + 0.0000 210.18 483529 ------------------------ ---------------------- 0.0000 1,026.90 ======================== ====================== 0.0000 1,026.90