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 607.98 03/31/2017 71X4074 7174LAFI3 09/30/2024 02003 4.310000000000 193,896.8300 4,178.48 03/31/2017 71X4074 7174N-NM1 09/30/2017 02003 4.730000000000 364,826.3700 8,628.14 03/31/2017 71X4074 7174CASMA 09/30/2020 02004 4.010000000000 6,508.8400 130.50 03/31/2017 71X4074 7174GILBT 09/30/2017 02004 3.830000000000 873.6300 16.73 03/31/2017 71X4074 7174GOLCW 09/30/2017 02004 4.300000000000 3,126.1200 67.21 03/31/2017 71X4074 7174IRAQM 09/30/2022 02004 4.370000000000 644,881.8200 14,090.67 03/31/2017 71X4074 7174MJGRK 09/30/2021 02004 3.710000000000 244,886.9800 4,542.65 03/31/2017 71X4074 7174PTUCA 09/30/2018 02004 4.820000000000 1,361,537.6300 32,813.06 03/31/2017 71X4074 7174CONDO 09/30/2021 02005 4.430000000000 61,596.1700 1,364.36 03/31/2017 71X4074 7174FUTUR 09/30/2023 02005 4.840000000000 2,452,892.8600 59,360.01 03/31/2017 71X4074 7174N-NYP 09/30/2021 02005 3.940000000000 31,308.8100 616.78 03/31/2017 71X4074 7174SAFI 09/30/2021 02005 4.710000000000 54,170.2200 1,275.71 03/31/2017 71X4074 7174BDCC 09/30/2022 02006 3.700000000000 8,539,541.1300 157,981.51 03/31/2017 71X4074 7174BRAV1 09/30/2023 02006 4.750000000000 3,074,364.4100 73,016.15 03/31/2017 71X4074 7174GANHO 09/30/2022 02006 3.260000000000 9,316,670.2400 151,861.72 03/31/2017 71X4074 7174INTCO 09/30/2020 02006 4.500000000000 701,668.5600 15,787.54 03/31/2017 71X4074 7174LAFI2 09/30/2023 02006 4.800000000000 3,003,488.8500 72,083.73 03/31/2017 71X4074 7174LAFS3 09/30/2023 02006 3.520000000000 4,466,721.7400 78,614.30 03/31/2017 71X4074 71741STMT 09/30/2023 02007 3.400000000000 2,564,847.1300 43,602.40 03/31/2017 71X4074 7174AFGGR 09/30/2022 02007 2.800000000000 13,692,209.7600 191,690.94 03/31/2017 71X4074 7174BDCC2 09/30/2028 02007 3.230000000000 5,199,918.7000 83,978.69 03/31/2017 71X4074 7174BLH 09/30/2029 02007 3.180000000000 2,744,435.9900 43,636.53 03/31/2017 71X4074 7174LEDFC 09/30/2022 02007 2.610000000000 14,101,439.3800 184,023.78 03/31/2017 71X4074 7174N-NM2 09/30/2017 02007 4.730000000000 61,529.1700 1,455.16 03/31/2017 71X4074 7174TAYL 09/30/2034 02007 3.930000000000 14,845,078.0900 291,705.78 03/31/2017 71X4074 7174IMMDF 09/30/2021 02008 2.490000000000 283,360.1100 3,527.83 03/31/2017 71X4074 7174INTMA 09/30/2035 02008 5.150000000000 48,210,635.3100 1,241,423.86 03/31/2017 71X4074 7174LAFIS 09/30/2033 02008 3.740000000000 4,955,774.2800 92,672.98 03/31/2017 71X4074 7174AMKI 09/30/2020 02009 2.900000000000 1,733,774.3200 25,139.73 03/31/2017 71X4074 7174AUSTA 09/30/2020 02009 1.950000000000 3,139,473.5600 30,609.87 03/31/2017 71X4074 7174AZURE 09/30/2022 02009 2.870000000000 3,679,452.4400 52,800.14 03/31/2017 71X4074 7174BAMAK 09/30/2023 02009 2.770000000000 4,033,554.2500 55,864.73 03/31/2017 71X4074 7174BRACB 09/30/2021 02009 1.870000000000 356,027.3300 3,328.86 03/31/2017 71X4074 7174CAIRO 09/30/2034 02009 4.070000000000 21,263,303.1500 432,708.22 03/31/2017 71X4074 7174CJSTR 09/30/2019 02009 2.910000000000 2,815,546.2300 40,966.20 03/31/2017 71X4074 7174CSILC 09/30/2019 02009 4.340000000000 2,308,613.9300 50,096.92 03/31/2017 71X4074 7174CSILT 09/30/2021 02009 4.350000000000 1,070,225.6600 23,277.41 03/31/2017 71X4074 7174CSIP 09/30/2022 02009 4.350000000000 485,414.6500 10,557.77 03/31/2017 71X4074 7174EXPR 09/30/2018 02009 4.510000000000 2,724,638.4800 61,440.60 03/31/2017 71X4074 7174GMTAT 09/30/2026 02009 1.760000000000 10,730,348.1900 94,427.06 03/31/2017 71X4074 7174HUSK 09/30/2022 02009 1.360000000000 550,468.1400 3,743.18 03/31/2017 71X4074 7174IMMD3 09/30/2018 02009 2.010000000000 1,674,825.3300 16,831.99 03/31/2017 71X4074 7174JSCGA 09/30/2019 02009 3.120000000000 10,581,528.1400 165,071.84 03/31/2017 71X4074 7174MONR 09/30/2027 02009 2.880000000000 226,034.5100 3,254.90 03/31/2017 71X4074 7174MVEST 09/30/2020 02009 2.880000000000 5,124,389.5300 73,791.21 03/31/2017 71X4074 7174PACCO 09/30/2018 02009 2.670000000000 60,704.6800 810.41 03/31/2017 71X4074 7174PJWR 09/30/2017 02009 2.830000000000 5,058,042.4200 71,571.30 03/31/2017 71X4074 7174PYMM 09/30/2030 02009 3.950000000000 76,670.6100 1,514.24 03/31/2017 71X4074 7174RLJLI 09/30/2023 02009 3.160000000000 5,100,665.7900 80,590.52 03/31/2017 71X4074 7174SANTE 09/30/2017 02009 2.670000000000 718,246.7500 9,588.59 03/31/2017 71X4074 7174SESA 09/30/2020 02009 4.600000000000 769,845.5700 17,706.45 03/31/2017 71X4074 7174SLID 09/30/2018 02009 2.830000000000 8,270.6200 117.03 03/31/2017 71X4074 7174TOGO 09/30/2029 02009 3.370000000000 133,336,530.5400 2,246,720.54 03/31/2017 71X4074 7174VELIF 09/30/2017 02009 1.430000000000 18,908,950.5500 135,199.00 03/31/2017 71X4074 7174VERDA 09/30/2032 02009 2.700000000000 19,058,350.7000 257,287.73 03/31/2017 71X4074 7174AFGLC 09/30/2025 02010 2.300000000000 6,807,576.3700 78,287.13 03/31/2017 71X4074 7174ALTAM 09/30/2025 02010 2.770000000000 64,713,267.5200 896,278.76 03/31/2017 71X4074 7174AUTO 09/30/2018 02010 1.000000000000 1,516,720.0300 7,583.60 03/31/2017 71X4074 7174AZURH 09/30/2026 02010 2.730000000000 20,525,921.3000 280,178.83 03/31/2017 71X4074 7174BETSY 09/30/2022 02010 2.810000000000 2,267,106.0400 31,852.84 03/31/2017 71X4074 7174C21 09/30/2017 02010 1.720000000000 97,080.9300 834.90 03/31/2017 71X4074 7174CGS 09/30/2024 02010 2.640000000000 8,110,487.6300 107,058.44 03/31/2017 71X4074 7174DSP 09/30/2021 02010 2.580000000000 28,074,520.4200 362,161.31 03/31/2017 71X4074 7174FTFC 09/30/2020 02010 1.970000000000 3,987,518.0200 39,277.05 03/31/2017 71X4074 7174GHANA 09/30/2032 02010 2.260000000000 24,887,978.3200 281,234.15 03/31/2017 71X4074 7174INNOV 09/30/2021 02010 2.130000000000 31,639.6300 336.96 03/31/2017 71X4074 7174PLAZA 09/30/2021 02010 2.560000000000 5,364,544.9700 68,666.18 03/31/2017 71X4074 7174PRCRH 09/30/2019 02010 3.220000000000 26,163,639.5100 421,234.60 03/31/2017 71X4074 7174PTSM 09/30/2020 02010 1.970000000000 313,608.7700 3,089.05 03/31/2017 71X4074 7174PTTUC 09/30/2020 02010 2.320000000000 291,323.0900 3,379.35 03/31/2017 71X4074 7174SAFI2 09/30/2019 02010 1.150000000000 47,287.8000 271.90 03/31/2017 71X4074 7174TBCK 09/30/2021 02010 2.100000000000 6,769,443.7500 71,079.16 03/31/2017 71X4074 717400006 09/30/2027 02011 1.740000000000 7,585,535.8600 65,994.16 03/31/2017 71X4074 717400007 09/30/2021 02011 1.140000000000 5,063,742.1400 28,863.33 03/31/2017 71X4074 717400012 09/30/2018 02011 1.580000000000 16,970,857.1500 134,069.77 03/31/2017 71X4074 717400018 09/30/2021 02011 1.090000000000 2,025,442.8100 11,038.66 03/31/2017 71X4074 717400020 09/30/2021 02011 1.360000000000 1,180,898.9400 8,030.11 03/31/2017 71X4074 717400022 09/30/2022 02011 4.040000000000 8,700,142.5200 175,742.88 03/31/2017 71X4074 717400028 09/30/2017 02011 3.470000000000 11,256,274.1900 195,296.36 03/31/2017 71X4074 717400032 09/30/2024 02011 3.540000000000 14,068,767.4700 249,017.18 03/31/2017 71X4074 717400036 09/30/2034 02011 2.620000000000 1,504,595.3900 19,710.20 03/31/2017 71X4074 717400037 09/30/2022 02011 1.420000000000 27,571,553.3000 195,758.03 03/31/2017 71X4074 7174AMUB 09/30/2025 02011 1.930000000000 8,044,861.1400 77,632.91 03/31/2017 71X4074 7174GAMMA 09/30/2018 02011 1.000000000000 747,202.7700 3,736.01 03/31/2017 71X4074 7174HAITI 09/30/2018 02011 1.550000000000 1,998,165.3300 15,485.78 03/31/2017 71X4074 7174JIMM 09/30/2018 02011 2.160000000000 30,509.0900 329.50 03/31/2017 71X4074 7174MASSA 09/30/2021 02011 3.930000000000 28,499,846.3800 560,021.98 03/31/2017 71X4074 7174PNET 09/30/2021 02011 1.000000000000 108,088.4100 540.44 03/31/2017 71X4074 7174UOG 09/30/2021 02011 1.810000000000 4,894,400.2500 44,294.32 03/31/2017 71X4074 717400040 09/30/2023 02012 1.340000000000 742,535.9000 4,974.99 03/31/2017 71X4074 717400045 09/30/2020 02012 1.000000000000 14,812.2500 74.06 03/31/2017 71X4074 717400048 09/30/2018 02012 1.000000000000 3,579,992.4300 17,899.96 03/31/2017 71X4074 717400049 09/30/2023 02012 1.370000000000 3,244,544.7200 22,225.13 03/31/2017 71X4074 717401196 09/30/2019 02012 1.910000000000 42,537,108.3300 406,229.38 03/31/2017 71X4074 717401301 09/30/2028 02012 2.720000000000 14,177,935.9000 192,819.93 03/31/2017 71X4074 717401424 09/30/2023 02012 2.530000000000 9,546,295.0700 120,760.63 03/31/2017 71X4074 717401428 09/30/2017 02012 1.000000000000 5,666,156.2200 28,330.78 03/31/2017 71X4074 717401429 09/30/2021 02012 1.340000000000 65,881,001.2100 441,402.71 03/31/2017 71X4074 717401430 09/30/2019 02012 1.250000000000 14,760,712.6700 92,254.45 03/31/2017 71X4074 717401434 09/30/2023 02012 1.300000000000 2,452,142.6100 15,938.93 03/31/2017 71X4074 717401435 09/30/2022 02012 1.330000000000 16,845,073.9300 112,019.74 03/31/2017 71X4074 717401437 09/30/2019 02012 1.890000000000 14,062,843.6700 132,893.87 03/31/2017 71X4074 717401444 09/30/2019 02012 1.920000000000 3,881,289.4800 37,260.38 03/31/2017 71X4074 717401447 09/30/2028 02012 2.920000000000 4,927,817.4100 71,946.13 03/31/2017 71X4074 717401450 09/30/2020 02012 1.160000000000 5,065,807.6700 29,381.68 03/31/2017 71X4074 717401451 09/30/2023 02012 2.300000000000 794,898.5400 9,141.33 03/31/2017 71X4074 717401452 09/30/2034 02012 3.260000000000 20,062,272.2900 327,015.04 03/31/2017 71X4074 717401453 09/30/2019 02012 2.150000000000 676,991.9500 7,277.66 03/31/2017 71X4074 717401454 09/30/2023 02012 1.460000000000 12,237.1400 89.33 03/31/2017 71X4074 717401455 09/30/2021 02012 2.170000000000 5,211,024.5000 56,539.62 03/31/2017 71X4074 717401476 09/30/2023 02013 2.610000000000 14,664,447.4300 191,371.04 03/31/2017 71X4074 717401480 09/30/2019 02013 1.730000000000 0.1300 0.00 03/31/2017 71X4074 717401482 09/30/2025 02013 1.670000000000 21,563,247.5100 180,053.12 03/31/2017 71X4074 717401487 09/30/2027 02013 1.950000000000 7,210,077.5600 70,298.26 03/31/2017 71X4074 717401492 09/30/2027 02013 1.840000000000 26,594,532.9500 244,669.70 03/31/2017 71X4074 717401493 09/30/2024 02013 2.470000000000 5,836,662.6600 72,082.78 03/31/2017 71X4074 717401495 09/30/2024 02013 2.180000000000 197,615.9000 2,154.01 03/31/2017 71X4074 717401496 09/30/2020 02013 1.240000000000 49,642,268.1700 307,782.06 03/31/2017 71X4074 717401502 09/30/2018 02013 1.000000000000 7,408,942.3300 37,044.71 03/31/2017 71X4074 717401504 09/30/2035 02013 3.400000000000 6,757,353.3200 114,875.01 03/31/2017 71X4074 717401508 09/30/2021 02013 1.670000000000 2,068,033.3100 17,268.08 03/31/2017 71X4074 717401511 09/30/2021 02013 1.780000000000 45,529,609.7800 405,213.53 03/31/2017 71X4074 717401512 09/30/2022 02013 2.760000000000 1,270,527.4200 17,533.28 03/31/2017 71X4074 717401517 09/30/2023 02013 2.320000000000 4,812,769.3800 55,828.12 03/31/2017 71X4074 717401522 09/30/2023 02013 1.870000000000 2,627,755.4000 24,569.51 03/31/2017 71X4074 717401523 09/30/2025 02013 2.330000000000 12,959,559.4600 150,978.87 03/31/2017 71X4074 717401524 09/30/2018 02013 1.000000000000 1,656,715.8000 8,283.58 03/31/2017 71X4074 717401530 09/30/2020 02013 2.490000000000 4,893,233.6900 60,920.76 03/31/2017 71X4074 717401534 09/30/2018 02013 1.000000000000 453,069.3800 2,265.35 03/31/2017 71X4074 717401536 09/30/2028 02013 2.110000000000 8,664,186.1300 91,407.16 03/31/2017 71X4074 717401553 09/30/2031 02014 2.270000000000 7,108,507.0100 80,681.55 03/31/2017 71X4074 717401564 09/30/2018 02014 1.000000000000 2,911,428.4200 14,557.14 03/31/2017 71X4074 717401569 09/30/2025 02014 1.370000000000 9,287,786.0000 63,621.33 03/31/2017 71X4074 717401570 09/30/2022 02014 1.700000000000 21,090,941.1500 179,273.00 03/31/2017 71X4074 717401573 09/30/2021 02014 1.050000000000 2,060,708.4800 10,818.72 03/31/2017 71X4074 717401577 09/30/2033 02014 2.280000000000 45,951,147.1800 523,843.08 03/31/2017 71X4074 717401582 09/30/2031 02014 2.030000000000 882,638.5800 8,958.78 03/31/2017 71X4074 717401584 09/30/2025 02014 2.040000000000 2,818,656.6500 28,750.30 03/31/2017 71X4074 717401586 09/30/2022 02014 1.530000000000 3,057,921.3700 23,393.10 03/31/2017 71X4074 717401588 09/30/2031 02014 2.100000000000 25,345,648.7300 266,129.31 03/31/2017 71X4074 717401589 09/30/2021 02014 1.600000000000 21,743,366.8400 173,946.93 03/31/2017 71X4074 717401590 09/30/2031 02014 1.950000000000 21,929,963.6300 213,817.15 03/31/2017 71X4074 717401592 09/30/2022 02014 1.660000000000 44,182,878.2900 366,717.89 03/31/2017 71X4074 717401593 09/30/2023 02014 1.600000000000 1,657,726.1200 13,261.81 03/31/2017 71X4074 717401595 09/30/2032 02014 2.170000000000 48,241,058.5900 523,415.49 03/31/2017 71X4074 717401603 09/30/2021 02014 1.430000000000 10,397,087.4600 74,339.18 03/31/2017 71X4074 717401813 09/30/2020 02014 1.260000000000 2,899,887.7800 18,269.29 03/31/2017 71X4074 717401890 09/30/2031 02015 3.050000000000 12,291,577.4500 187,446.56 03/31/2017 71X4074 717401896 09/30/2027 02015 2.610000000000 6,001,865.0700 78,324.34 03/31/2017 71X4074 717401900 09/30/2022 02015 1.920000000000 2,176,875.0100 20,898.00 03/31/2017 71X4074 717401905 09/30/2043 02015 3.580000000000 24,538,128.2300 439,232.50 03/31/2017 71X4074 717401908 09/30/2025 02015 2.230000000000 2,608,775.5000 29,087.85 03/31/2017 71X4074 717401915 09/30/2020 02015 1.230000000000 4,239,329.5400 26,071.88 03/31/2017 71X4074 717401922 09/30/2034 02015 3.200000000000 54,970,551.5200 879,528.82 03/31/2017 71X4074 717401925 09/30/2022 02015 2.500000000000 2,290,657.5000 28,633.22 03/31/2017 71X4074 717401926 09/30/2024 02015 3.110000000000 16,203,200.0000 251,959.76 03/31/2017 71X4074 717401928 09/30/2023 02015 1.960000000000 5,752,500.0000 56,374.50 03/31/2017 71X4074 717401929 09/30/2021 02015 3.410000000000 2,550,000.0000 43,477.50 03/31/2017 71X4074 717401930 09/30/2034 02015 3.270000000000 15,106,822.1200 246,996.54 03/31/2017 71X4074 717401937 09/30/2022 02015 1.550000000000 5,463,517.2500 42,342.26 03/31/2017 71X4074 717401939 09/30/2020 02015 3.050000000000 14,573,861.5800 222,251.39 03/31/2017 71X4074 717401941 09/30/2023 02015 2.040000000000 2,263,219.4800 23,084.84 03/31/2017 71X4074 717401943 09/30/2022 02015 2.340000000000 102,960,388.8900 1,204,636.55 03/31/2017 71X4074 717401944 09/30/2033 02015 3.250000000000 90,286,852.8400 1,467,161.36 03/31/2017 71X4074 717401950 09/30/2031 02015 2.920000000000 3,018,134.4400 44,064.76 03/31/2017 71X4074 717401956 09/30/2020 02015 1.700000000000 9,684,167.7800 82,315.43 03/31/2017 71X4074 717401957 09/30/2020 02015 1.420000000000 7,352,640.0000 52,203.74 03/31/2017 71X4074 717401958 09/30/2024 02015 3.070000000000 4,840,959.7300 74,308.73 03/31/2017 71X4074 717401963 09/30/2021 02015 1.520000000000 1,935,947.5700 14,713.20 03/31/2017 71X4074 717401964 09/30/2034 02015 3.080000000000 14,272,380.4500 219,794.66 03/31/2017 71X4074 717401965 09/30/2020 02015 1.250000000000 2,971,940.0000 18,574.62 03/31/2017 71X4074 717401966 09/30/2034 02015 3.080000000000 13,259,122.3100 204,190.48 03/31/2017 71X4074 717401967 09/30/2034 02015 3.080000000000 14,493,895.2000 223,205.99 03/31/2017 71X4074 717401968 09/30/2026 02015 2.830000000000 2,661,580.4000 37,661.36 03/31/2017 71X4074 7174A1931 09/30/2021 02015 1.920000000000 5,178,500.0000 49,713.60 03/31/2017 71X4074 717401991 09/30/2022 02016 2.450000000000 3,270,496.3200 40,063.58 03/31/2017 71X4074 717401993 09/30/2023 02016 2.540000000000 57,220,000.0000 726,694.00 03/31/2017 71X4074 717401999 09/30/2028 02016 2.720000000000 147,365,900.0000 2,004,176.24 03/31/2017 71X4074 717402016 09/30/2026 02016 2.630000000000 2,549,162.4200 33,521.49 03/31/2017 71X4074 717402025 09/30/2023 02016 2.470000000000 2,076,883.9300 25,649.52 03/31/2017 71X4074 7174A2015 09/30/2033 02016 2.990000000000 45,417,138.2700 678,986.22 03/31/2017 71X4074 7174A2018 09/30/2022 02016 2.450000000000 9,826,000.0000 120,368.50 03/31/2017 71X4074 7174A2027 09/30/2033 02016 2.930000000000 51,244,688.0000 750,734.68 03/31/2017 71X4074 7174A2042 09/30/2037 02016 2.970000000000 4,672,212.7400 69,382.36 03/31/2017 ------------------------ ---------------------- 2,235,142,307.2600 28,740,837.19 ======================== ====================== 2,235,142,307.2600 28,740,837.19 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00