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 810.65 05/31/2017 71X4074 7174LAFI3 09/30/2024 02003 4.310000000000 193,896.8300 5,571.30 05/31/2017 71X4074 7174N-NM1 09/30/2017 02003 4.730000000000 364,826.3700 11,504.19 05/31/2017 71X4074 7174CASMA 09/30/2020 02004 4.010000000000 6,508.8400 174.00 05/31/2017 71X4074 7174GILBT 09/30/2017 02004 3.830000000000 873.6300 22.31 05/31/2017 71X4074 7174GOLCW 09/30/2017 02004 4.300000000000 3,126.1200 89.62 05/31/2017 71X4074 7174IRAQM 09/30/2022 02004 4.370000000000 644,881.8200 18,787.56 05/31/2017 71X4074 7174MJGRK 09/30/2021 02004 3.710000000000 244,886.9800 6,056.87 05/31/2017 71X4074 7174PTUCA 09/30/2018 02004 4.820000000000 1,361,537.6300 43,750.74 05/31/2017 71X4074 7174CONDO 09/30/2021 02005 4.430000000000 61,596.1700 1,819.14 05/31/2017 71X4074 7174FUTUR 09/30/2023 02005 4.840000000000 2,452,892.8600 79,146.68 05/31/2017 71X4074 7174N-NYP 09/30/2021 02005 3.940000000000 31,308.8100 822.38 05/31/2017 71X4074 7174SAFI 09/30/2021 02005 4.710000000000 54,170.2200 1,700.94 05/31/2017 71X4074 7174BDCC 09/30/2022 02006 3.700000000000 8,539,541.1300 210,642.01 05/31/2017 71X4074 7174BRAV1 09/30/2023 02006 4.750000000000 3,074,364.4100 97,354.87 05/31/2017 71X4074 7174GANHO 09/30/2022 02006 3.260000000000 9,316,670.2400 202,482.30 05/31/2017 71X4074 7174INTCO 09/30/2020 02006 4.500000000000 701,668.5600 21,050.06 05/31/2017 71X4074 7174LAFI2 09/30/2023 02006 4.800000000000 3,003,488.8500 96,111.64 05/31/2017 71X4074 7174LAFS3 09/30/2023 02006 3.520000000000 4,466,721.7400 104,819.07 05/31/2017 71X4074 71741STMT 09/30/2023 02007 3.400000000000 2,564,847.1300 58,136.53 05/31/2017 71X4074 7174AFGGR 09/30/2022 02007 2.800000000000 13,692,209.7600 255,587.92 05/31/2017 71X4074 7174BDCC2 09/30/2028 02007 3.230000000000 5,199,918.7000 111,971.58 05/31/2017 71X4074 7174BLH 09/30/2029 02007 3.180000000000 2,744,435.9900 58,182.04 05/31/2017 71X4074 7174LEDFC 09/30/2022 02007 2.610000000000 14,101,439.3800 245,365.05 05/31/2017 71X4074 7174N-NM2 09/30/2017 02007 4.730000000000 61,529.1700 1,940.22 05/31/2017 71X4074 7174TAYL 09/30/2034 02007 3.930000000000 14,845,078.0900 388,941.05 05/31/2017 71X4074 7174IMMDF 09/30/2021 02008 2.490000000000 283,360.1100 4,703.78 05/31/2017 71X4074 7174INTMA 09/30/2035 02008 5.150000000000 48,210,635.3100 1,655,231.81 05/31/2017 71X4074 7174LAFIS 09/30/2033 02008 3.740000000000 4,955,774.2800 123,563.97 05/31/2017 71X4074 7174AMKI 09/30/2020 02009 2.900000000000 1,733,774.3200 33,519.64 05/31/2017 71X4074 7174AUSTA 09/30/2020 02009 1.950000000000 3,139,473.5600 40,813.16 05/31/2017 71X4074 7174AZURE 09/30/2022 02009 2.870000000000 3,679,452.4400 70,400.19 05/31/2017 71X4074 7174BAMAK 09/30/2023 02009 2.770000000000 4,033,554.2500 74,486.30 05/31/2017 71X4074 7174BRACB 09/30/2021 02009 1.870000000000 356,027.3300 4,438.47 05/31/2017 71X4074 7174CAIRO 09/30/2034 02009 4.070000000000 21,263,303.1500 576,944.29 05/31/2017 71X4074 7174CJSTR 09/30/2019 02009 2.910000000000 2,815,546.2300 54,621.60 05/31/2017 71X4074 7174CSILC 09/30/2019 02009 4.340000000000 2,308,613.9300 66,795.90 05/31/2017 71X4074 7174CSILT 09/30/2021 02009 4.350000000000 1,070,225.6600 31,036.54 05/31/2017 71X4074 7174CSIP 09/30/2022 02009 4.350000000000 485,414.6500 14,077.02 05/31/2017 71X4074 7174EXPR 09/30/2018 02009 4.510000000000 2,724,638.4800 81,920.80 05/31/2017 71X4074 7174GMTAT 09/30/2026 02009 1.760000000000 10,730,348.1900 125,902.75 05/31/2017 71X4074 7174HUSK 09/30/2022 02009 1.360000000000 550,468.1400 4,990.91 05/31/2017 71X4074 7174IMMD3 09/30/2018 02009 2.010000000000 1,674,825.3300 22,442.66 05/31/2017 71X4074 7174JSCGA 09/30/2019 02009 3.120000000000 10,581,528.1400 220,095.79 05/31/2017 71X4074 7174MONR 09/30/2027 02009 2.880000000000 226,034.5100 4,339.86 05/31/2017 71X4074 7174MVEST 09/30/2020 02009 2.880000000000 5,124,389.5300 98,388.28 05/31/2017 71X4074 7174PACCO 09/30/2018 02009 2.670000000000 60,704.6800 1,080.54 05/31/2017 71X4074 7174PJWR 09/30/2017 02009 2.830000000000 5,058,042.4200 95,428.40 05/31/2017 71X4074 7174PYMM 09/30/2030 02009 3.950000000000 76,670.6100 2,018.99 05/31/2017 71X4074 7174RLJLI 09/30/2023 02009 3.160000000000 5,100,665.7900 107,454.03 05/31/2017 71X4074 7174SANTE 09/30/2017 02009 2.670000000000 718,246.7500 12,784.79 05/31/2017 71X4074 7174SESA 09/30/2020 02009 4.600000000000 769,845.5700 23,608.60 05/31/2017 71X4074 7174SLID 09/30/2018 02009 2.830000000000 8,270.6200 156.04 05/31/2017 71X4074 7174TOGO 09/30/2029 02009 3.370000000000 133,336,530.5400 2,995,627.39 05/31/2017 71X4074 7174VELIF 09/30/2017 02009 1.430000000000 18,908,950.5500 180,265.33 05/31/2017 71X4074 7174VERDA 09/30/2032 02009 2.700000000000 19,058,350.7000 343,050.31 05/31/2017 71X4074 7174AFGLC 09/30/2025 02010 2.300000000000 6,807,576.3700 104,382.84 05/31/2017 71X4074 7174ALTAM 09/30/2025 02010 2.770000000000 64,713,267.5200 1,195,038.34 05/31/2017 71X4074 7174AUTO 09/30/2018 02010 1.000000000000 1,516,720.0300 10,111.47 05/31/2017 71X4074 7174AZURH 09/30/2026 02010 2.730000000000 20,525,921.3000 373,571.77 05/31/2017 71X4074 7174BETSY 09/30/2022 02010 2.810000000000 2,267,106.0400 42,470.45 05/31/2017 71X4074 7174C21 09/30/2017 02010 1.720000000000 97,080.9300 1,113.19 05/31/2017 71X4074 7174CGS 09/30/2024 02010 2.640000000000 8,110,487.6300 142,744.58 05/31/2017 71X4074 7174DSP 09/30/2021 02010 2.580000000000 28,074,520.4200 482,881.75 05/31/2017 71X4074 7174FTFC 09/30/2020 02010 1.970000000000 3,987,518.0200 52,369.40 05/31/2017 71X4074 7174GHANA 09/30/2032 02010 2.260000000000 24,887,978.3200 374,978.87 05/31/2017 71X4074 7174INNOV 09/30/2021 02010 2.130000000000 31,639.6300 449.28 05/31/2017 71X4074 7174PLAZA 09/30/2021 02010 2.560000000000 5,364,544.9700 91,554.90 05/31/2017 71X4074 7174PRCRH 09/30/2019 02010 3.220000000000 26,163,639.5100 561,646.13 05/31/2017 71X4074 7174PTSM 09/30/2020 02010 1.970000000000 313,608.7700 4,118.73 05/31/2017 71X4074 7174PTTUC 09/30/2020 02010 2.320000000000 291,323.0900 4,505.80 05/31/2017 71X4074 7174SAFI2 09/30/2019 02010 1.150000000000 47,287.8000 362.54 05/31/2017 71X4074 7174TBCK 09/30/2021 02010 2.100000000000 6,769,443.7500 94,772.21 05/31/2017 71X4074 7174A0006 09/30/2027 02011 1.740000000000 7,585,535.8600 87,992.22 05/31/2017 71X4074 7174A0007 09/30/2021 02011 1.140000000000 5,063,742.1400 38,484.44 05/31/2017 71X4074 7174A0012 09/30/2018 02011 1.580000000000 16,970,857.1500 178,759.70 05/31/2017 71X4074 7174A0018 09/30/2021 02011 1.090000000000 2,025,442.8100 14,718.22 05/31/2017 71X4074 7174A0020 09/30/2021 02011 1.360000000000 1,180,898.9400 10,706.82 05/31/2017 71X4074 7174A0022 09/30/2022 02011 4.040000000000 8,700,142.5200 234,323.84 05/31/2017 71X4074 7174A0028 09/30/2017 02011 3.470000000000 11,256,274.1900 260,395.14 05/31/2017 71X4074 7174A0032 09/30/2024 02011 3.540000000000 14,068,767.4700 332,022.91 05/31/2017 71X4074 7174A0036 09/30/2034 02011 2.620000000000 1,504,595.3900 26,280.27 05/31/2017 71X4074 7174A0037 09/30/2022 02011 1.420000000000 27,571,553.3000 261,010.70 05/31/2017 71X4074 7174AMUB 09/30/2025 02011 1.930000000000 8,044,861.1400 103,510.55 05/31/2017 71X4074 7174GAMMA 09/30/2018 02011 1.000000000000 747,202.7700 4,981.35 05/31/2017 71X4074 7174HAITI 09/30/2018 02011 1.550000000000 1,998,165.3300 20,647.71 05/31/2017 71X4074 7174JIMM 09/30/2018 02011 2.160000000000 30,509.0900 439.33 05/31/2017 71X4074 7174MASSA 09/30/2021 02011 3.930000000000 28,499,846.3800 746,695.98 05/31/2017 71X4074 7174PNET 09/30/2021 02011 1.000000000000 108,088.4100 720.59 05/31/2017 71X4074 7174UOG 09/30/2021 02011 1.810000000000 4,894,400.2500 59,059.10 05/31/2017 71X4074 7174A0040 09/30/2023 02012 1.340000000000 742,535.9000 6,633.32 05/31/2017 71X4074 7174A0045 09/30/2020 02012 1.000000000000 14,812.2500 98.75 05/31/2017 71X4074 7174A0048 09/30/2018 02012 1.000000000000 3,579,992.4300 23,866.62 05/31/2017 71X4074 7174A0049 09/30/2023 02012 1.370000000000 3,244,544.7200 29,633.51 05/31/2017 71X4074 7174A1196 09/30/2019 02012 1.910000000000 42,537,108.3300 541,639.18 05/31/2017 71X4074 7174A1301 09/30/2028 02012 2.720000000000 14,177,935.9000 257,093.24 05/31/2017 71X4074 7174A1424 09/30/2023 02012 2.530000000000 9,546,295.0700 161,014.18 05/31/2017 71X4074 7174A1428 09/30/2017 02012 1.000000000000 5,666,156.2200 37,774.37 05/31/2017 71X4074 7174A1429 09/30/2021 02012 1.340000000000 65,881,001.2100 588,536.94 05/31/2017 71X4074 7174A1430 09/30/2019 02012 1.250000000000 14,760,712.6700 123,005.94 05/31/2017 71X4074 7174A1434 09/30/2023 02012 1.300000000000 2,452,142.6100 21,251.90 05/31/2017 71X4074 7174A1435 09/30/2022 02012 1.330000000000 16,845,073.9300 149,359.66 05/31/2017 71X4074 7174A1437 09/30/2019 02012 1.890000000000 14,062,843.6700 177,191.83 05/31/2017 71X4074 7174A1444 09/30/2019 02012 1.920000000000 3,881,289.4800 49,680.51 05/31/2017 71X4074 7174A1447 09/30/2028 02012 2.920000000000 4,927,817.4100 95,928.18 05/31/2017 71X4074 7174A1450 09/30/2020 02012 1.160000000000 5,065,807.6700 39,175.58 05/31/2017 71X4074 7174A1451 09/30/2023 02012 2.300000000000 794,898.5400 12,188.44 05/31/2017 71X4074 7174A1452 09/30/2034 02012 3.260000000000 20,062,272.2900 436,020.05 05/31/2017 71X4074 7174A1453 09/30/2019 02012 2.150000000000 676,991.9500 9,703.55 05/31/2017 71X4074 7174A1454 09/30/2023 02012 1.460000000000 12,237.1400 119.11 05/31/2017 71X4074 7174A1455 09/30/2021 02012 2.170000000000 5,211,024.5000 75,386.15 05/31/2017 71X4074 7174A1476 09/30/2023 02013 2.610000000000 14,664,447.4300 255,161.39 05/31/2017 71X4074 7174A1480 09/30/2019 02013 1.730000000000 0.1300 0.00 05/31/2017 71X4074 7174A1482 09/30/2025 02013 1.670000000000 21,563,247.5100 240,070.82 05/31/2017 71X4074 7174A1487 09/30/2027 02013 1.950000000000 7,210,077.5600 93,731.01 05/31/2017 71X4074 7174A1492 09/30/2027 02013 1.840000000000 26,594,532.9500 326,226.27 05/31/2017 71X4074 7174A1493 09/30/2024 02013 2.470000000000 5,836,662.6600 96,110.38 05/31/2017 71X4074 7174A1495 09/30/2024 02013 2.180000000000 197,615.9000 2,872.02 05/31/2017 71X4074 7174A1496 09/30/2020 02013 1.240000000000 49,642,268.1700 410,376.08 05/31/2017 71X4074 7174A1502 09/30/2018 02013 1.000000000000 7,408,942.3300 49,392.95 05/31/2017 71X4074 7174A1504 09/30/2035 02013 3.400000000000 6,757,353.3200 153,166.68 05/31/2017 71X4074 7174A1508 09/30/2021 02013 1.670000000000 2,068,033.3100 23,024.10 05/31/2017 71X4074 7174A1511 09/30/2021 02013 1.780000000000 45,529,609.7800 540,284.70 05/31/2017 71X4074 7174A1512 09/30/2022 02013 2.760000000000 1,270,527.4200 23,377.70 05/31/2017 71X4074 7174A1517 09/30/2023 02013 2.320000000000 8,252,569.3800 127,639.74 05/31/2017 71X4074 7174A1522 09/30/2023 02013 1.870000000000 2,627,755.4000 32,759.35 05/31/2017 71X4074 7174A1523 09/30/2025 02013 2.330000000000 12,959,559.4600 201,305.16 05/31/2017 71X4074 7174A1524 09/30/2018 02013 1.000000000000 1,656,715.8000 11,044.77 05/31/2017 71X4074 7174A1530 09/30/2020 02013 2.490000000000 5,249,453.6900 87,140.93 05/31/2017 71X4074 7174A1534 09/30/2018 02013 1.000000000000 453,069.3800 3,020.46 05/31/2017 71X4074 7174A1536 09/30/2028 02013 2.110000000000 8,664,186.1300 121,876.22 05/31/2017 71X4074 7174A1553 09/30/2031 02014 2.270000000000 7,108,507.0100 107,575.41 05/31/2017 71X4074 7174A1564 09/30/2018 02014 1.000000000000 2,911,428.4200 19,409.52 05/31/2017 71X4074 7174A1569 09/30/2025 02014 1.370000000000 9,287,786.0000 84,828.45 05/31/2017 71X4074 7174A1570 09/30/2022 02014 1.700000000000 21,090,941.1500 239,030.67 05/31/2017 71X4074 7174A1573 09/30/2021 02014 1.050000000000 2,060,708.4800 14,424.96 05/31/2017 71X4074 7174A1577 09/30/2033 02014 2.280000000000 45,951,147.1800 698,457.44 05/31/2017 71X4074 7174A1582 09/30/2031 02014 2.030000000000 882,638.5800 11,945.04 05/31/2017 71X4074 7174A1584 09/30/2025 02014 2.040000000000 2,818,656.6500 38,333.73 05/31/2017 71X4074 7174A1586 09/30/2022 02014 1.530000000000 3,057,921.3700 31,190.80 05/31/2017 71X4074 7174A1588 09/30/2031 02014 2.100000000000 26,321,190.1200 368,496.66 05/31/2017 71X4074 7174A1589 09/30/2021 02014 1.600000000000 21,743,366.8400 231,929.25 05/31/2017 71X4074 7174A1590 09/30/2031 02014 1.950000000000 24,221,282.8100 314,876.68 05/31/2017 71X4074 7174A1592 09/30/2022 02014 1.660000000000 50,863,878.2900 562,893.59 05/31/2017 71X4074 7174A1593 09/30/2023 02014 1.600000000000 1,657,726.1200 17,682.41 05/31/2017 71X4074 7174A1595 09/30/2032 02014 2.170000000000 48,241,058.5900 697,887.31 05/31/2017 71X4074 7174A1603 09/30/2021 02014 1.430000000000 10,397,087.4600 99,118.90 05/31/2017 71X4074 7174A1813 09/30/2020 02014 1.260000000000 2,899,887.7800 24,359.06 05/31/2017 71X4074 7174A1890 09/30/2031 02015 3.050000000000 12,291,577.4500 249,928.74 05/31/2017 71X4074 7174A1896 09/30/2027 02015 2.610000000000 6,001,865.0700 104,432.45 05/31/2017 71X4074 7174A1900 09/30/2022 02015 1.920000000000 2,176,875.0100 27,864.00 05/31/2017 71X4074 7174A1905 09/30/2043 02015 3.580000000000 24,538,128.2300 585,643.33 05/31/2017 71X4074 7174A1908 09/30/2025 02015 2.230000000000 2,608,775.5000 38,783.80 05/31/2017 71X4074 7174A1915 09/30/2020 02015 1.230000000000 4,239,329.5400 34,762.50 05/31/2017 71X4074 7174A1917 09/30/2026 02015 2.510000000000 15,883,200.0000 265,778.88 05/31/2017 71X4074 7174A1922 09/30/2034 02015 3.200000000000 54,970,551.5200 1,172,705.10 05/31/2017 71X4074 7174A1925 09/30/2022 02015 2.500000000000 2,290,657.5000 38,177.62 05/31/2017 71X4074 7174A1926 09/30/2024 02015 3.110000000000 16,203,200.0000 335,946.35 05/31/2017 71X4074 7174A1928 09/30/2023 02015 1.960000000000 5,752,500.0000 75,166.00 05/31/2017 71X4074 7174A1929 09/30/2021 02015 3.410000000000 2,550,000.0000 57,970.00 05/31/2017 71X4074 7174A1930 09/30/2034 02015 3.270000000000 15,106,822.1200 329,328.72 05/31/2017 71X4074 7174A1931 09/30/2021 02015 1.920000000000 5,178,500.0000 66,284.80 05/31/2017 71X4074 7174A1937 09/30/2022 02015 1.550000000000 5,463,517.2500 56,456.34 05/31/2017 71X4074 7174A1939 09/30/2020 02015 3.050000000000 14,573,861.5800 296,335.19 05/31/2017 71X4074 7174A1941 09/30/2023 02015 2.040000000000 2,263,219.4800 30,779.78 05/31/2017 71X4074 7174A1943 09/30/2022 02015 2.340000000000 102,960,388.8900 1,606,182.07 05/31/2017 71X4074 7174A1944 09/30/2033 02015 3.250000000000 90,286,852.8400 1,956,215.14 05/31/2017 71X4074 7174A1950 09/30/2031 02015 2.920000000000 3,018,134.4400 58,753.02 05/31/2017 71X4074 7174A1956 09/30/2020 02015 1.700000000000 9,684,167.7800 109,753.90 05/31/2017 71X4074 7174A1957 09/30/2020 02015 1.420000000000 7,352,640.0000 69,604.99 05/31/2017 71X4074 7174A1958 09/30/2024 02015 3.070000000000 4,840,959.7300 99,078.31 05/31/2017 71X4074 7174A1963 09/30/2021 02015 1.520000000000 1,935,947.5700 19,617.60 05/31/2017 71X4074 7174A1964 09/30/2034 02015 3.080000000000 14,272,380.4500 293,059.55 05/31/2017 71X4074 7174A1965 09/30/2020 02015 1.250000000000 2,971,940.0000 24,766.17 05/31/2017 71X4074 7174A1966 09/30/2034 02015 3.080000000000 13,259,122.3100 272,253.98 05/31/2017 71X4074 7174A1967 09/30/2034 02015 3.080000000000 14,493,895.2000 297,607.98 05/31/2017 71X4074 7174A1968 09/30/2026 02015 2.830000000000 2,661,580.4000 50,215.15 05/31/2017 71X4074 7174A1991 09/30/2022 02016 2.450000000000 4,229,457.9700 69,081.15 05/31/2017 71X4074 7174A1993 09/30/2023 02016 2.540000000000 57,220,000.0000 968,925.33 05/31/2017 71X4074 7174A1999 09/30/2028 02016 2.720000000000 147,365,900.0000 2,672,234.99 05/31/2017 71X4074 7174A2015 09/30/2033 02016 2.990000000000 45,417,138.2700 905,314.96 05/31/2017 71X4074 7174A2016 09/30/2026 02016 2.630000000000 2,549,162.4200 44,695.31 05/31/2017 71X4074 7174A2018 09/30/2022 02016 2.450000000000 9,826,000.0000 160,491.33 05/31/2017 71X4074 7174A2022 09/30/2035 02016 2.820000000000 95,464,000.0000 1,794,723.20 05/31/2017 71X4074 7174A2024 09/30/2021 02016 2.240000000000 8,048,000.0000 120,183.47 05/31/2017 71X4074 7174A2025 09/30/2023 02016 2.470000000000 2,076,883.9300 34,199.36 05/31/2017 71X4074 7174A2027 09/30/2033 02016 2.930000000000 51,244,688.0000 1,000,979.57 05/31/2017 71X4074 7174A2038 09/30/2034 02016 3.000000000000 67,840,695.0000 1,356,813.90 05/31/2017 71X4074 7174A2042 09/30/2037 02016 2.970000000000 4,672,212.7400 92,509.81 05/31/2017 ------------------------ ---------------------- 2,437,081,044.4800 42,050,775.44 ======================== ====================== 2,437,081,044.4800 42,050,775.44 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00