Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4074 7174BRAZE 09/30/2021 02003 3.540000000000 34,349.4000 405.32 01/31/2017 71X4074 7174LAFI3 09/30/2024 02003 4.310000000000 193,896.8300 2,785.65 01/31/2017 71X4074 7174N-NM1 09/30/2017 02003 4.730000000000 364,826.3700 5,752.10 01/31/2017 71X4074 7174CASMA 09/30/2020 02004 4.010000000000 6,508.8400 87.00 01/31/2017 71X4074 7174GILBT 09/30/2017 02004 3.830000000000 873.6300 11.15 01/31/2017 71X4074 7174GOLCW 09/30/2017 02004 4.300000000000 3,126.1200 44.81 01/31/2017 71X4074 7174IRAQM 09/30/2022 02004 4.370000000000 644,881.8200 9,393.78 01/31/2017 71X4074 7174MJGRK 09/30/2021 02004 3.710000000000 244,886.9800 3,028.44 01/31/2017 71X4074 7174PTUCA 09/30/2018 02004 4.820000000000 1,361,537.6300 21,875.37 01/31/2017 71X4074 7174CONDO 09/30/2021 02005 4.430000000000 61,596.1700 909.57 01/31/2017 71X4074 7174FUTUR 09/30/2023 02005 4.840000000000 2,452,892.8600 39,573.34 01/31/2017 71X4074 7174N-NYP 09/30/2021 02005 3.940000000000 31,308.8100 411.19 01/31/2017 71X4074 7174SAFI 09/30/2021 02005 4.710000000000 54,170.2200 850.47 01/31/2017 71X4074 7174BDCC 09/30/2022 02006 3.700000000000 8,539,541.1300 105,321.01 01/31/2017 71X4074 7174BRAV1 09/30/2023 02006 4.750000000000 3,074,364.4100 48,677.44 01/31/2017 71X4074 7174GANHO 09/30/2022 02006 3.260000000000 9,316,670.2400 101,241.15 01/31/2017 71X4074 7174INTCO 09/30/2020 02006 4.500000000000 701,668.5600 10,525.03 01/31/2017 71X4074 7174LAFI2 09/30/2023 02006 4.800000000000 3,003,488.8500 48,055.82 01/31/2017 71X4074 7174LAFS3 09/30/2023 02006 3.520000000000 4,466,721.7400 52,409.54 01/31/2017 71X4074 71741STMT 09/30/2023 02007 3.400000000000 2,564,847.1300 29,068.27 01/31/2017 71X4074 7174AFGGR 09/30/2022 02007 2.800000000000 13,692,209.7600 127,793.96 01/31/2017 71X4074 7174BDCC2 09/30/2028 02007 3.230000000000 5,199,918.7000 55,985.79 01/31/2017 71X4074 7174BLH 09/30/2029 02007 3.180000000000 2,744,435.9900 29,091.02 01/31/2017 71X4074 7174LEDFC 09/30/2022 02007 2.610000000000 14,101,439.3800 122,682.52 01/31/2017 71X4074 7174N-NM2 09/30/2017 02007 4.730000000000 61,529.1700 970.11 01/31/2017 71X4074 7174TAYL 09/30/2034 02007 3.930000000000 14,845,078.0900 194,470.52 01/31/2017 71X4074 7174IMMDF 09/30/2021 02008 2.490000000000 283,360.1100 2,351.89 01/31/2017 71X4074 7174INTMA 09/30/2035 02008 5.150000000000 48,210,635.3100 827,615.91 01/31/2017 71X4074 7174LAFIS 09/30/2033 02008 3.740000000000 4,955,774.2800 61,781.99 01/31/2017 71X4074 7174AMKI 09/30/2020 02009 2.900000000000 1,733,774.3200 16,759.82 01/31/2017 71X4074 7174AUSTA 09/30/2020 02009 1.950000000000 3,139,473.5600 20,406.58 01/31/2017 71X4074 7174AZURE 09/30/2022 02009 2.870000000000 3,679,452.4400 35,200.10 01/31/2017 71X4074 7174BAMAK 09/30/2023 02009 2.770000000000 4,033,554.2500 37,243.15 01/31/2017 71X4074 7174BRACB 09/30/2021 02009 1.870000000000 356,027.3300 2,219.24 01/31/2017 71X4074 7174CAIRO 09/30/2034 02009 4.070000000000 21,263,303.1500 288,472.15 01/31/2017 71X4074 7174CJSTR 09/30/2019 02009 2.910000000000 2,815,546.2300 27,310.80 01/31/2017 71X4074 7174CSILC 09/30/2019 02009 4.340000000000 2,308,613.9300 33,397.95 01/31/2017 71X4074 7174CSILT 09/30/2021 02009 4.350000000000 1,070,225.6600 15,518.27 01/31/2017 71X4074 7174CSIP 09/30/2022 02009 4.350000000000 485,414.6500 7,038.51 01/31/2017 71X4074 7174EXPR 09/30/2018 02009 4.510000000000 2,724,638.4800 40,960.40 01/31/2017 71X4074 7174GMTAT 09/30/2026 02009 1.760000000000 10,730,348.1900 62,951.38 01/31/2017 71X4074 7174HUSK 09/30/2022 02009 1.360000000000 550,468.1400 2,495.46 01/31/2017 71X4074 7174IMMD3 09/30/2018 02009 2.010000000000 1,674,825.3300 11,221.33 01/31/2017 71X4074 7174JSCGA 09/30/2019 02009 3.120000000000 10,581,528.1400 110,047.89 01/31/2017 71X4074 7174MONR 09/30/2027 02009 2.880000000000 226,034.5100 2,169.93 01/31/2017 71X4074 7174MVEST 09/30/2020 02009 2.880000000000 5,124,389.5300 49,194.14 01/31/2017 71X4074 7174PACCO 09/30/2018 02009 2.670000000000 60,704.6800 540.27 01/31/2017 71X4074 7174PJWR 09/30/2017 02009 2.830000000000 5,058,042.4200 47,714.20 01/31/2017 71X4074 7174PYMM 09/30/2030 02009 3.950000000000 76,670.6100 1,009.50 01/31/2017 71X4074 7174RLJLI 09/30/2023 02009 3.160000000000 5,100,665.7900 53,727.01 01/31/2017 71X4074 7174SANTE 09/30/2017 02009 2.670000000000 718,246.7500 6,392.40 01/31/2017 71X4074 7174SESA 09/30/2020 02009 4.600000000000 769,845.5700 11,804.30 01/31/2017 71X4074 7174SLID 09/30/2018 02009 2.830000000000 8,270.6200 78.02 01/31/2017 71X4074 7174TOGO 09/30/2029 02009 3.370000000000 133,336,530.5400 1,497,813.69 01/31/2017 71X4074 7174VELIF 09/30/2017 02009 1.430000000000 18,908,950.5500 90,132.66 01/31/2017 71X4074 7174VERDA 09/30/2032 02009 2.700000000000 19,058,350.7000 171,525.16 01/31/2017 71X4074 7174AFGLC 09/30/2025 02010 2.300000000000 6,807,576.3700 52,191.42 01/31/2017 71X4074 7174ALTAM 09/30/2025 02010 2.770000000000 64,713,267.5200 597,519.17 01/31/2017 71X4074 7174AUTO 09/30/2018 02010 1.000000000000 1,516,720.0300 5,055.73 01/31/2017 71X4074 7174AZURH 09/30/2026 02010 2.730000000000 20,525,921.3000 186,785.88 01/31/2017 71X4074 7174BETSY 09/30/2022 02010 2.810000000000 2,267,106.0400 21,235.23 01/31/2017 71X4074 7174C21 09/30/2017 02010 1.720000000000 97,080.9300 556.60 01/31/2017 71X4074 7174CGS 09/30/2024 02010 2.640000000000 8,110,487.6300 71,372.29 01/31/2017 71X4074 7174DSP 09/30/2021 02010 2.580000000000 28,074,520.4200 241,440.88 01/31/2017 71X4074 7174FTFC 09/30/2020 02010 1.970000000000 3,987,518.0200 26,184.70 01/31/2017 71X4074 7174GHANA 09/30/2032 02010 2.260000000000 24,887,978.3200 187,489.44 01/31/2017 71X4074 7174INNOV 09/30/2021 02010 2.130000000000 31,639.6300 224.64 01/31/2017 71X4074 7174PLAZA 09/30/2021 02010 2.560000000000 5,364,544.9700 45,777.45 01/31/2017 71X4074 7174PRCRH 09/30/2019 02010 3.220000000000 26,163,639.5100 280,823.06 01/31/2017 71X4074 7174PTSM 09/30/2020 02010 1.970000000000 313,608.7700 2,059.36 01/31/2017 71X4074 7174PTTUC 09/30/2020 02010 2.320000000000 291,323.0900 2,252.90 01/31/2017 71X4074 7174SAFI2 09/30/2019 02010 1.150000000000 47,287.8000 181.27 01/31/2017 71X4074 7174TBCK 09/30/2021 02010 2.100000000000 6,769,443.7500 47,386.11 01/31/2017 71X4074 717400006 09/30/2027 02011 1.740000000000 7,585,535.8600 43,996.11 01/31/2017 71X4074 717400007 09/30/2021 02011 1.140000000000 5,063,742.1400 19,242.22 01/31/2017 71X4074 717400012 09/30/2018 02011 1.580000000000 16,970,857.1500 89,379.85 01/31/2017 71X4074 717400018 09/30/2021 02011 1.090000000000 2,025,442.8100 7,359.11 01/31/2017 71X4074 717400020 09/30/2021 02011 1.360000000000 1,180,898.9400 5,353.41 01/31/2017 71X4074 717400022 09/30/2022 02011 4.040000000000 8,700,142.5200 117,161.92 01/31/2017 71X4074 717400028 09/30/2017 02011 3.470000000000 11,256,274.1900 130,197.57 01/31/2017 71X4074 717400032 09/30/2024 02011 3.540000000000 14,068,767.4700 166,011.46 01/31/2017 71X4074 717400036 09/30/2034 02011 2.620000000000 1,504,595.3900 13,140.13 01/31/2017 71X4074 717400037 09/30/2022 02011 1.420000000000 27,571,553.3000 130,505.35 01/31/2017 71X4074 7174AMUB 09/30/2025 02011 1.930000000000 8,044,861.1400 51,755.27 01/31/2017 71X4074 7174GAMMA 09/30/2018 02011 1.000000000000 747,202.7700 2,490.68 01/31/2017 71X4074 7174HAITI 09/30/2018 02011 1.550000000000 1,998,165.3300 10,323.85 01/31/2017 71X4074 7174JIMM 09/30/2018 02011 2.160000000000 30,509.0900 219.67 01/31/2017 71X4074 7174MASSA 09/30/2021 02011 3.930000000000 28,499,846.3800 373,347.99 01/31/2017 71X4074 7174PNET 09/30/2021 02011 1.000000000000 108,088.4100 360.29 01/31/2017 71X4074 7174UOG 09/30/2021 02011 1.810000000000 4,894,400.2500 29,529.55 01/31/2017 71X4074 717400040 09/30/2023 02012 1.340000000000 742,535.9000 3,316.66 01/31/2017 71X4074 717400045 09/30/2020 02012 1.000000000000 14,812.2500 49.37 01/31/2017 71X4074 717400048 09/30/2018 02012 1.000000000000 3,579,992.4300 11,933.31 01/31/2017 71X4074 717400049 09/30/2023 02012 1.370000000000 3,244,544.7200 14,816.75 01/31/2017 71X4074 717401196 09/30/2019 02012 1.910000000000 42,537,108.3300 270,819.59 01/31/2017 71X4074 717401301 09/30/2028 02012 2.720000000000 11,527,433.3600 104,515.40 01/31/2017 71X4074 717401424 09/30/2023 02012 2.530000000000 9,546,295.0700 80,507.09 01/31/2017 71X4074 717401428 09/30/2017 02012 1.000000000000 5,666,156.2200 18,887.19 01/31/2017 71X4074 717401429 09/30/2021 02012 1.340000000000 65,881,001.2100 294,268.47 01/31/2017 71X4074 717401430 09/30/2019 02012 1.250000000000 14,760,712.6700 61,502.97 01/31/2017 71X4074 717401434 09/30/2023 02012 1.300000000000 2,452,142.6100 10,625.95 01/31/2017 71X4074 717401435 09/30/2022 02012 1.330000000000 16,845,073.9300 74,679.83 01/31/2017 71X4074 717401437 09/30/2019 02012 1.890000000000 14,062,843.6700 88,595.92 01/31/2017 71X4074 717401444 09/30/2019 02012 1.920000000000 3,881,289.4800 24,840.25 01/31/2017 71X4074 717401447 09/30/2028 02012 2.920000000000 4,927,817.4100 47,964.09 01/31/2017 71X4074 717401450 09/30/2020 02012 1.160000000000 5,065,807.6700 19,587.79 01/31/2017 71X4074 717401451 09/30/2023 02012 2.300000000000 794,898.5400 6,094.22 01/31/2017 71X4074 717401452 09/30/2034 02012 3.260000000000 20,062,272.2900 218,010.03 01/31/2017 71X4074 717401453 09/30/2019 02012 2.150000000000 676,991.9500 4,851.78 01/31/2017 71X4074 717401454 09/30/2023 02012 1.460000000000 12,237.1400 59.55 01/31/2017 71X4074 717401455 09/30/2021 02012 2.170000000000 5,211,024.5000 37,693.08 01/31/2017 71X4074 717401476 09/30/2023 02013 2.610000000000 14,664,447.4300 127,580.69 01/31/2017 71X4074 717401480 09/30/2019 02013 1.730000000000 0.1300 0.00 01/31/2017 71X4074 717401482 09/30/2025 02013 1.670000000000 21,563,247.5100 120,035.41 01/31/2017 71X4074 717401487 09/30/2027 02013 1.950000000000 7,210,077.5600 46,865.50 01/31/2017 71X4074 717401492 09/30/2027 02013 1.840000000000 26,594,532.9500 163,113.14 01/31/2017 71X4074 717401493 09/30/2024 02013 2.470000000000 5,836,662.6600 48,055.19 01/31/2017 71X4074 717401495 09/30/2024 02013 2.180000000000 197,615.9000 1,436.01 01/31/2017 71X4074 717401496 09/30/2020 02013 1.240000000000 49,642,268.1700 205,188.04 01/31/2017 71X4074 717401502 09/30/2018 02013 1.000000000000 7,408,942.3300 24,696.47 01/31/2017 71X4074 717401504 09/30/2035 02013 3.400000000000 6,757,353.3200 76,583.34 01/31/2017 71X4074 717401508 09/30/2021 02013 1.670000000000 2,068,033.3100 11,512.05 01/31/2017 71X4074 717401511 09/30/2021 02013 1.780000000000 45,529,609.7800 270,142.35 01/31/2017 71X4074 717401512 09/30/2022 02013 2.760000000000 1,270,527.4200 11,688.85 01/31/2017 71X4074 717401517 09/30/2023 02013 2.320000000000 4,812,769.3800 37,218.75 01/31/2017 71X4074 717401522 09/30/2023 02013 1.870000000000 2,627,755.4000 16,379.68 01/31/2017 71X4074 717401523 09/30/2025 02013 2.330000000000 12,959,559.4600 100,652.58 01/31/2017 71X4074 717401524 09/30/2018 02013 1.000000000000 1,656,715.8000 5,522.39 01/31/2017 71X4074 717401530 09/30/2020 02013 2.490000000000 4,180,793.6900 34,700.59 01/31/2017 71X4074 717401534 09/30/2018 02013 1.000000000000 453,069.3800 1,510.23 01/31/2017 71X4074 717401536 09/30/2028 02013 2.110000000000 8,664,186.1300 60,938.11 01/31/2017 71X4074 717401553 09/30/2031 02014 2.270000000000 7,108,507.0100 53,787.70 01/31/2017 71X4074 717401564 09/30/2018 02014 1.000000000000 2,911,428.4200 9,704.76 01/31/2017 71X4074 717401569 09/30/2025 02014 1.370000000000 9,287,786.0000 42,414.22 01/31/2017 71X4074 717401570 09/30/2022 02014 1.700000000000 21,090,941.1500 119,515.33 01/31/2017 71X4074 717401573 09/30/2021 02014 1.050000000000 2,060,708.4800 7,212.48 01/31/2017 71X4074 717401577 09/30/2033 02014 2.280000000000 45,951,147.1800 349,228.72 01/31/2017 71X4074 717401582 09/30/2031 02014 2.030000000000 882,638.5800 5,972.52 01/31/2017 71X4074 717401584 09/30/2025 02014 2.040000000000 2,818,656.6500 19,166.87 01/31/2017 71X4074 717401586 09/30/2022 02014 1.530000000000 3,057,921.3700 15,595.40 01/31/2017 71X4074 717401588 09/30/2031 02014 2.100000000000 24,374,282.3000 170,619.98 01/31/2017 71X4074 717401589 09/30/2021 02014 1.600000000000 21,743,366.8400 115,964.62 01/31/2017 71X4074 717401590 09/30/2031 02014 1.950000000000 17,792,495.4700 115,651.22 01/31/2017 71X4074 717401592 09/30/2022 02014 1.660000000000 33,047,878.2900 182,864.93 01/31/2017 71X4074 717401593 09/30/2023 02014 1.600000000000 1,657,726.1200 8,841.21 01/31/2017 71X4074 717401595 09/30/2032 02014 2.170000000000 48,241,058.5900 348,943.66 01/31/2017 71X4074 717401603 09/30/2021 02014 1.430000000000 10,397,087.4600 49,559.45 01/31/2017 71X4074 717401813 09/30/2020 02014 1.260000000000 2,899,887.7800 12,179.53 01/31/2017 71X4074 717401890 09/30/2031 02015 3.050000000000 6,481,177.4500 65,891.97 01/31/2017 71X4074 717401896 09/30/2027 02015 2.610000000000 6,001,865.0700 52,216.23 01/31/2017 71X4074 717401900 09/30/2022 02015 1.920000000000 2,176,875.0100 13,932.00 01/31/2017 71X4074 717401905 09/30/2043 02015 3.580000000000 24,538,128.2300 292,821.66 01/31/2017 71X4074 717401908 09/30/2025 02015 2.230000000000 2,608,775.5000 19,391.90 01/31/2017 71X4074 717401915 09/30/2020 02015 1.230000000000 4,239,329.5400 17,381.25 01/31/2017 71X4074 717401922 09/30/2034 02015 3.200000000000 54,970,551.5200 586,352.55 01/31/2017 71X4074 717401925 09/30/2022 02015 2.500000000000 2,290,657.5000 19,088.81 01/31/2017 71X4074 717401926 09/30/2024 02015 3.110000000000 8,101,600.0000 83,986.59 01/31/2017 71X4074 717401928 09/30/2023 02015 1.960000000000 5,752,500.0000 37,583.00 01/31/2017 71X4074 717401929 09/30/2021 02015 3.410000000000 2,550,000.0000 28,985.00 01/31/2017 71X4074 717401930 09/30/2034 02015 3.270000000000 15,106,822.1200 164,664.36 01/31/2017 71X4074 717401937 09/30/2022 02015 1.550000000000 5,463,517.2500 28,228.17 01/31/2017 71X4074 717401939 09/30/2020 02015 3.050000000000 14,573,861.5800 148,167.59 01/31/2017 71X4074 717401941 09/30/2023 02015 2.040000000000 2,263,219.4800 15,389.89 01/31/2017 71X4074 717401943 09/30/2022 02015 2.340000000000 76,980,388.8900 600,447.03 01/31/2017 71X4074 717401944 09/30/2033 02015 3.250000000000 90,286,852.8400 978,107.57 01/31/2017 71X4074 717401950 09/30/2031 02015 2.920000000000 3,018,134.4400 29,376.51 01/31/2017 71X4074 717401956 09/30/2020 02015 1.700000000000 9,684,167.7800 54,876.95 01/31/2017 71X4074 717401957 09/30/2020 02015 1.420000000000 2,246,640.0000 10,634.10 01/31/2017 71X4074 717401958 09/30/2024 02015 3.070000000000 4,840,959.7300 49,539.15 01/31/2017 71X4074 717401963 09/30/2021 02015 1.520000000000 1,935,947.5700 9,808.80 01/31/2017 71X4074 717401964 09/30/2034 02015 3.080000000000 14,272,380.4500 146,529.77 01/31/2017 71X4074 717401965 09/30/2020 02015 1.250000000000 2,971,940.0000 12,383.08 01/31/2017 71X4074 717401966 09/30/2034 02015 3.080000000000 13,259,122.3100 136,126.99 01/31/2017 71X4074 717401967 09/30/2034 02015 3.080000000000 14,493,895.2000 148,803.99 01/31/2017 71X4074 717401968 09/30/2026 02015 2.830000000000 2,661,580.4000 25,107.58 01/31/2017 71X4074 7174A1931 09/30/2021 02015 1.920000000000 5,178,500.0000 33,142.40 01/31/2017 71X4074 717401991 09/30/2022 02016 2.450000000000 2,454,000.0000 20,041.00 01/31/2017 71X4074 717401993 09/30/2023 02016 2.540000000000 57,220,000.0000 484,462.67 01/31/2017 71X4074 717401999 09/30/2028 02016 2.720000000000 129,433,700.0000 1,173,532.21 01/31/2017 71X4074 717402016 09/30/2026 02016 2.630000000000 1,473,912.4200 12,921.30 01/31/2017 71X4074 717402025 09/30/2023 02016 2.470000000000 2,076,883.9300 17,099.68 01/31/2017 71X4074 7174A2015 09/30/2033 02016 2.990000000000 45,417,138.2700 452,657.48 01/31/2017 71X4074 7174A2018 09/30/2022 02016 2.450000000000 9,826,000.0000 80,245.67 01/31/2017 71X4074 7174A2042 09/30/2037 02016 2.970000000000 4,672,212.7400 46,254.91 01/31/2017 ------------------------ ---------------------- 2,099,468,895.8100 17,986,266.10 ======================== ====================== 2,099,468,895.8100 17,986,266.10 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00