Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- M SUB-COHORT 86X4077 8677M 09/30/2035 01992 7.590000000000 7,000,000.0000 265,650.00 03/31/2017 86X4077 8677M 09/30/2034 01993 6.650000000000 4,000,000.0000 133,000.00 03/31/2017 86X4077 8677M 09/30/2035 01994 6.770000000000 2,000,000.0000 67,700.00 03/31/2017 86X4077 8677M 09/30/2024 01995 7.390000000000 4,000,000.0000 147,800.00 03/31/2017 86X4077 8677M 09/30/2035 01997 6.890000000000 18,000,000.0000 620,100.00 03/31/2017 86X4077 8677M 09/30/2034 01999 5.810000000000 14,000,000.0000 406,700.00 03/31/2017 86X4077 8677M 09/30/2034 02000 6.360000000000 10,000,000.0000 318,000.00 03/31/2017 86X4077 8677M 09/30/2034 02001 5.700000000000 5,000,000.0000 142,500.00 03/31/2017 86X4077 8677M 09/30/2032 02002 5.500000000000 12,000,000.0000 330,000.00 03/31/2017 86X4077 8677M 09/30/2035 02002 5.500000000000 20,000,000.0000 550,000.00 03/31/2017 86X4077 8677M 09/30/2033 02003 5.280000000000 31,000,000.0000 818,400.00 03/31/2017 86X4077 8677M 09/30/2034 02003 5.280000000000 45,000,000.0000 1,188,000.00 03/31/2017 86X4077 8677M 09/30/2035 02004 5.260000000000 23,000,000.0000 604,900.00 03/31/2017 86X4077 8677M 09/30/2035 02005 4.940000000000 30,000,000.0000 741,000.00 03/31/2017 86X4077 8677M 09/30/2030 02006 5.010000000000 85,000,000.0000 2,129,250.00 03/31/2017 86X4077 8677M 09/30/2035 02006 5.010000000000 65,000,000.0000 1,628,250.00 03/31/2017 86X4077 8677M 09/30/2035 02007 4.940000000000 16,000,000.0000 395,200.00 03/31/2017 86X4077 8677M 09/30/2030 02008 4.410000000000 5,000,000.0000 110,250.00 03/31/2017 86X4077 8677M 09/30/2035 02008 4.410000000000 7,000,000.0000 154,350.00 03/31/2017 86X4077 8677M 09/30/2035 02009 3.590000000000 46,000,000.0000 825,700.00 03/31/2017 86X4077 8677M 09/30/2035 02010 3.670000000000 114,000,000.0000 2,091,900.00 03/31/2017 86X4077 8677M 09/30/2031 02011 3.110000000000 121,000,000.0000 1,881,550.00 03/31/2017 86X4077 8677M 09/30/2035 02011 3.110000000000 85,000,000.0000 1,321,750.00 03/31/2017 86X4077 8677M 09/30/2031 02012 2.310000000000 100,000,000.0000 1,155,000.00 03/31/2017 86X4077 8677M 09/30/2032 02012 2.310000000000 115,000,000.0000 1,328,250.00 03/31/2017 86X4077 8677M 09/30/2035 02012 2.310000000000 48,000,000.0000 554,400.00 03/31/2017 86X4077 8677M 09/30/2032 02013 2.330000000000 144,000,000.0000 1,677,600.00 03/31/2017 86X4077 8677M 09/30/2033 02013 2.330000000000 327,000,000.0000 3,809,550.00 03/31/2017 86X4077 8677M 09/30/2034 02014 2.700000000000 300,000,000.0000 4,050,000.00 03/31/2017 86X4077 8677M 09/30/2034 02015 3.090000000000 130,000,000.0000 2,008,500.00 03/31/2017 86X4077 8677M 09/30/2035 02015 3.090000000000 145,000,000.0000 2,240,250.00 03/31/2017 86X4077 8677M 09/30/2035 02016 2.970000000000 105,000,000.0000 1,559,250.00 03/31/2017 ------------------------ ---------------------- 2,183,000,000.0000 35,254,750.00 S SUB-COHORT 86X4077 8677S 09/30/2034 02001 5.950000000000 16,000,000.0000 476,000.00 03/31/2017 86X4077 8677S 09/30/2035 02001 5.950000000000 2,000,000.0000 59,500.00 03/31/2017 86X4077 8677S 09/30/2027 02002 5.680000000000 43,000,000.0000 1,221,200.00 03/31/2017 86X4077 8677S 09/30/2028 02002 5.680000000000 40,000,000.0000 1,136,000.00 03/31/2017 86X4077 8677S 09/30/2029 02002 5.680000000000 5,000,000.0000 142,000.00 03/31/2017 86X4077 8677S 09/30/2033 02002 5.680000000000 14,000,000.0000 397,600.00 03/31/2017 86X4077 8677S 09/30/2035 02008 3.220000000000 23,000,000.0000 370,300.00 03/31/2017 86X4077 8677S 09/30/2030 02009 2.640000000000 20,000,000.0000 264,000.00 03/31/2017 86X4077 8677S 09/30/2033 02009 2.640000000000 12,000,000.0000 158,400.00 03/31/2017 86X4077 8677S 09/30/2034 02009 2.640000000000 155,000,000.0000 2,046,000.00 03/31/2017 86X4077 8677S 09/30/2035 02009 2.640000000000 240,000,000.0000 3,168,000.00 03/31/2017 86X4077 8677S 09/30/2033 02010 3.180000000000 19,000,000.0000 302,100.00 03/31/2017 86X4077 8677S 09/30/2034 02010 3.180000000000 4,000,000.0000 63,600.00 03/31/2017 86X4077 8677S 09/30/2033 02011 2.270000000000 5,000,000.0000 56,750.00 03/31/2017 86X4077 8677S 09/30/2034 02011 2.270000000000 16,000,000.0000 181,600.00 03/31/2017 86X4077 8677S 09/30/2034 02012 1.020000000000 14,000,000.0000 71,400.00 03/31/2017 86X4077 8677S 09/30/2034 02013 1.530000000000 10,500,000.0000 80,325.00 03/31/2017 86X4077 8677S 09/30/2035 02016 2.910000000000 3,000,000.0000 43,650.00 03/31/2017 ------------------------ ---------------------- 641,500,000.0000 10,238,425.00 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.650000000000 5,000,000.0000 166,250.00 03/31/2017 86X4077 8677H 09/30/2030 01994 6.770000000000 19,000,000.0000 643,150.00 03/31/2017 86X4077 8677H 09/30/2024 01995 7.390000000000 5,000,000.0000 184,750.00 03/31/2017 86X4077 8677H 09/30/2030 01995 7.390000000000 25,000,000.0000 923,750.00 03/31/2017 86X4077 8677H 09/30/2035 01995 7.390000000000 3,000,000.0000 110,850.00 03/31/2017 86X4077 8677H 09/30/2021 01996 6.770000000000 4,000,000.0000 135,400.00 03/31/2017 86X4077 8677H 09/30/2024 01996 6.770000000000 7,000,000.0000 236,950.00 03/31/2017 86X4077 8677H 09/30/2030 01996 6.770000000000 25,000,000.0000 846,250.00 03/31/2017 86X4077 8677H 09/30/2022 01997 6.890000000000 27,000,000.0000 930,150.00 03/31/2017 86X4077 8677H 09/30/2030 01997 6.890000000000 21,000,000.0000 723,450.00 03/31/2017 86X4077 8677H 09/30/2033 01997 6.890000000000 2,000,000.0000 68,900.00 03/31/2017 86X4077 8677H 09/30/2029 01998 5.980000000000 30,000,000.0000 897,000.00 03/31/2017 86X4077 8677H 09/30/2030 01998 5.980000000000 20,000,000.0000 598,000.00 03/31/2017 86X4077 8677H 09/30/2033 01998 5.980000000000 5,000,000.0000 149,500.00 03/31/2017 86X4077 8677H 09/30/2035 01998 5.980000000000 6,000,000.0000 179,400.00 03/31/2017 86X4077 8677H 09/30/2023 01999 5.810000000000 40,000,000.0000 1,162,000.00 03/31/2017 86X4077 8677H 09/30/2030 01999 5.810000000000 2,000,000.0000 58,100.00 03/31/2017 86X4077 8677H 09/30/2030 02000 6.360000000000 8,000,000.0000 254,400.00 03/31/2017 86X4077 8677H 09/30/2031 02000 6.360000000000 5,000,000.0000 159,000.00 03/31/2017 86X4077 8677H 09/30/2033 02000 6.360000000000 5,000,000.0000 159,000.00 03/31/2017 86X4077 8677H 09/30/2027 02001 6.530000000000 8,000,000.0000 261,200.00 03/31/2017 86X4077 8677H 09/30/2029 02001 6.530000000000 3,000,000.0000 97,950.00 03/31/2017 86X4077 8677H 09/30/2030 02001 6.530000000000 15,000,000.0000 489,750.00 03/31/2017 86X4077 8677H 09/30/2033 02001 6.530000000000 6,000,000.0000 195,900.00 03/31/2017 86X4077 8677H 09/30/2024 02002 5.380000000000 28,000,000.0000 753,200.00 03/31/2017 86X4077 8677H 09/30/2026 02002 5.380000000000 15,000,000.0000 403,500.00 03/31/2017 86X4077 8677H 09/30/2031 02002 5.380000000000 20,000,000.0000 538,000.00 03/31/2017 86X4077 8677H 09/30/2033 02002 5.380000000000 27,000,000.0000 726,300.00 03/31/2017 86X4077 8677H 09/30/2035 02002 5.380000000000 6,000,000.0000 161,400.00 03/31/2017 86X4077 8677H 09/30/2027 02003 5.260000000000 155,000,000.0000 4,076,500.00 03/31/2017 86X4077 8677H 09/30/2028 02003 5.260000000000 105,000,000.0000 2,761,500.00 03/31/2017 86X4077 8677H 09/30/2033 02003 5.260000000000 75,000,000.0000 1,972,500.00 03/31/2017 86X4077 8677H 09/30/2035 02003 5.260000000000 35,000,000.0000 920,500.00 03/31/2017 86X4077 8677H 09/30/2033 02004 5.800000000000 155,000,000.0000 4,495,000.00 03/31/2017 86X4077 8677H 09/30/2034 02004 5.800000000000 45,000,000.0000 1,305,000.00 03/31/2017 86X4077 8677H 09/30/2035 02004 5.800000000000 145,000,000.0000 4,205,000.00 03/31/2017 86X4077 8677H 09/30/2035 02005 4.950000000000 180,000,000.0000 4,455,000.00 03/31/2017 ------------------------ ---------------------- 1,287,000,000.0000 36,404,450.00 HC SUB-COHORT 86X4077 8677HC 09/30/2035 01993 6.650000000000 8,000,000.0000 266,000.00 03/31/2017 86X4077 8677HC 09/30/2034 01994 6.770000000000 9,000,000.0000 304,650.00 03/31/2017 86X4077 8677HC 09/30/2032 01995 7.390000000000 3,000,000.0000 110,850.00 03/31/2017 86X4077 8677HC 09/30/2035 01995 7.390000000000 3,000,000.0000 110,850.00 03/31/2017 86X4077 8677HC 09/30/2034 01997 6.890000000000 1,500,000.0000 51,675.00 03/31/2017 86X4077 8677HC 09/30/2035 02003 6.030000000000 21,000,000.0000 633,150.00 03/31/2017 86X4077 8677HC 09/30/2034 02004 4.990000000000 25,000,000.0000 623,750.00 03/31/2017 86X4077 8677HC 09/30/2034 02005 4.700000000000 27,000,000.0000 634,500.00 03/31/2017 86X4077 8677HC 09/30/2034 02006 4.910000000000 15,000,000.0000 368,250.00 03/31/2017 86X4077 8677HC 09/30/2034 02007 4.710000000000 22,000,000.0000 518,100.00 03/31/2017 86X4077 8677HC 09/30/2032 02008 4.060000000000 15,000,000.0000 304,500.00 03/31/2017 86X4077 8677HC 09/30/2033 02008 4.060000000000 15,000,000.0000 304,500.00 03/31/2017 86X4077 8677HC 09/30/2034 02008 4.060000000000 7,000,000.0000 142,100.00 03/31/2017 86X4077 8677HC 09/30/2035 02008 4.060000000000 15,000,000.0000 304,500.00 03/31/2017 86X4077 8677HC 09/30/2034 02009 3.350000000000 40,000,000.0000 670,000.00 03/31/2017 86X4077 8677HC 09/30/2033 02010 3.490000000000 70,000,000.0000 1,221,500.00 03/31/2017 86X4077 8677HC 09/30/2034 02011 3.250000000000 67,000,000.0000 1,088,750.00 03/31/2017 86X4077 8677HC 09/30/2032 02012 2.590000000000 15,000,000.0000 194,250.00 03/31/2017 86X4077 8677HC 09/30/2033 02012 2.590000000000 82,000,000.0000 1,061,900.00 03/31/2017 86X4077 8677HC 09/30/2034 02012 2.590000000000 107,000,000.0000 1,385,650.00 03/31/2017 86X4077 8677HC 09/30/2032 02013 2.680000000000 23,000,000.0000 308,200.00 03/31/2017 86X4077 8677HC 09/30/2033 02013 2.680000000000 120,000,000.0000 1,608,000.00 03/31/2017 86X4077 8677HC 09/30/2034 02013 2.680000000000 45,000,000.0000 603,000.00 03/31/2017 86X4077 8677HC 09/30/2034 02014 2.800000000000 165,000,000.0000 2,310,000.00 03/31/2017 86X4077 8677HC 09/30/2034 02015 3.450000000000 32,000,000.0000 552,000.00 03/31/2017 86X4077 8677HC 09/30/2035 02015 3.450000000000 60,000,000.0000 1,035,000.00 03/31/2017 86X4077 8677HC 09/30/2035 02016 3.060000000000 55,000,000.0000 841,500.00 03/31/2017 ------------------------ ---------------------- 1,067,500,000.0000 17,557,125.00 ======================== ====================== 5,179,000,000.0000 99,454,750.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00