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 911.98 06/30/2017 71X4074 7174LAFI3 09/30/2024 02003 4.310000000000 193,896.8300 6,267.72 06/30/2017 71X4074 7174N-NM1 09/30/2017 02003 4.730000000000 364,826.3700 12,942.22 06/30/2017 71X4074 7174CASMA 09/30/2020 02004 4.010000000000 6,508.8400 195.75 06/30/2017 71X4074 7174GILBT 09/30/2017 02004 3.830000000000 873.6300 25.10 06/30/2017 71X4074 7174GOLCW 09/30/2017 02004 4.300000000000 3,126.1200 100.82 06/30/2017 71X4074 7174IRAQM 09/30/2022 02004 4.370000000000 644,881.8200 21,136.00 06/30/2017 71X4074 7174MJGRK 09/30/2021 02004 3.710000000000 244,886.9800 6,813.98 06/30/2017 71X4074 7174PTUCA 09/30/2018 02004 4.820000000000 1,361,537.6300 49,219.59 06/30/2017 71X4074 7174CONDO 09/30/2021 02005 4.430000000000 61,596.1700 2,046.53 06/30/2017 71X4074 7174FUTUR 09/30/2023 02005 4.840000000000 2,452,892.8600 89,040.01 06/30/2017 71X4074 7174N-NYP 09/30/2021 02005 3.940000000000 31,308.8100 925.18 06/30/2017 71X4074 7174SAFI 09/30/2021 02005 4.710000000000 54,170.2200 1,913.56 06/30/2017 71X4074 7174BDCC 09/30/2022 02006 3.700000000000 8,539,541.1300 236,972.27 06/30/2017 71X4074 7174BRAV1 09/30/2023 02006 4.750000000000 3,074,364.4100 109,524.23 06/30/2017 71X4074 7174GANHO 09/30/2022 02006 3.260000000000 9,316,670.2400 227,792.59 06/30/2017 71X4074 7174INTCO 09/30/2020 02006 4.500000000000 701,668.5600 23,681.31 06/30/2017 71X4074 7174LAFI2 09/30/2023 02006 4.800000000000 3,003,488.8500 108,125.60 06/30/2017 71X4074 7174LAFS3 09/30/2023 02006 3.520000000000 4,466,721.7400 117,921.45 06/30/2017 71X4074 71741STMT 09/30/2023 02007 3.400000000000 2,564,847.1300 65,403.60 06/30/2017 71X4074 7174AFGGR 09/30/2022 02007 2.800000000000 13,692,209.7600 287,536.40 06/30/2017 71X4074 7174BDCC2 09/30/2028 02007 3.230000000000 5,199,918.7000 125,968.03 06/30/2017 71X4074 7174BLH 09/30/2029 02007 3.180000000000 2,744,435.9900 65,454.80 06/30/2017 71X4074 7174LEDFC 09/30/2022 02007 2.610000000000 14,101,439.3800 276,035.68 06/30/2017 71X4074 7174N-NM2 09/30/2017 02007 4.730000000000 61,529.1700 2,182.75 06/30/2017 71X4074 7174TAYL 09/30/2034 02007 3.930000000000 14,845,078.0900 437,558.68 06/30/2017 71X4074 7174IMMDF 09/30/2021 02008 2.490000000000 283,360.1100 5,291.75 06/30/2017 71X4074 7174INTMA 09/30/2035 02008 5.150000000000 48,210,635.3100 1,862,135.79 06/30/2017 71X4074 7174LAFIS 09/30/2033 02008 3.740000000000 4,955,774.2800 139,009.47 06/30/2017 71X4074 7174AMKI 09/30/2020 02009 2.900000000000 1,733,774.3200 37,709.59 06/30/2017 71X4074 7174AUSTA 09/30/2020 02009 1.950000000000 3,139,473.5600 45,914.80 06/30/2017 71X4074 7174AZURE 09/30/2022 02009 2.870000000000 3,679,452.4400 79,200.21 06/30/2017 71X4074 7174BAMAK 09/30/2023 02009 2.770000000000 4,033,554.2500 83,797.09 06/30/2017 71X4074 7174BRACB 09/30/2021 02009 1.870000000000 356,027.3300 4,993.28 06/30/2017 71X4074 7174CAIRO 09/30/2034 02009 4.070000000000 21,263,303.1500 649,062.33 06/30/2017 71X4074 7174CJSTR 09/30/2019 02009 2.910000000000 2,815,546.2300 61,449.30 06/30/2017 71X4074 7174CSILC 09/30/2019 02009 4.340000000000 2,308,613.9300 75,145.38 06/30/2017 71X4074 7174CSILT 09/30/2021 02009 4.350000000000 1,070,225.6600 34,916.11 06/30/2017 71X4074 7174CSIP 09/30/2022 02009 4.350000000000 485,414.6500 15,836.65 06/30/2017 71X4074 7174EXPR 09/30/2018 02009 4.510000000000 2,724,638.4800 92,160.90 06/30/2017 71X4074 7174GMTAT 09/30/2026 02009 1.760000000000 10,730,348.1900 141,640.60 06/30/2017 71X4074 7174HUSK 09/30/2022 02009 1.360000000000 550,468.1400 5,614.78 06/30/2017 71X4074 7174IMMD3 09/30/2018 02009 2.010000000000 1,674,825.3300 25,247.99 06/30/2017 71X4074 7174JSCGA 09/30/2019 02009 3.120000000000 10,581,528.1400 247,607.76 06/30/2017 71X4074 7174MONR 09/30/2027 02009 2.880000000000 226,034.5100 4,882.35 06/30/2017 71X4074 7174MVEST 09/30/2020 02009 2.880000000000 5,124,389.5300 110,686.81 06/30/2017 71X4074 7174PACCO 09/30/2018 02009 2.670000000000 60,704.6800 1,215.61 06/30/2017 71X4074 7174PJWR 09/30/2017 02009 2.830000000000 5,058,042.4200 107,356.95 06/30/2017 71X4074 7174PYMM 09/30/2030 02009 3.950000000000 76,670.6100 2,271.37 06/30/2017 71X4074 7174RLJLI 09/30/2023 02009 3.160000000000 5,100,665.7900 120,885.78 06/30/2017 71X4074 7174SANTE 09/30/2017 02009 2.670000000000 718,246.7500 14,382.89 06/30/2017 71X4074 7174SESA 09/30/2020 02009 4.600000000000 769,845.5700 26,559.67 06/30/2017 71X4074 7174SLID 09/30/2018 02009 2.830000000000 8,270.6200 175.54 06/30/2017 71X4074 7174TOGO 09/30/2029 02009 3.370000000000 133,336,530.5400 3,370,080.81 06/30/2017 71X4074 7174VELIF 09/30/2017 02009 1.430000000000 18,908,950.5500 202,798.49 06/30/2017 71X4074 7174VERDA 09/30/2032 02009 2.700000000000 19,058,350.7000 385,931.60 06/30/2017 71X4074 7174AFGLC 09/30/2025 02010 2.300000000000 6,807,576.3700 117,430.69 06/30/2017 71X4074 7174ALTAM 09/30/2025 02010 2.770000000000 64,713,267.5200 1,344,418.13 06/30/2017 71X4074 7174AUTO 09/30/2018 02010 1.000000000000 1,516,720.0300 11,375.40 06/30/2017 71X4074 7174AZURH 09/30/2026 02010 2.730000000000 20,525,921.3000 420,268.24 06/30/2017 71X4074 7174BETSY 09/30/2022 02010 2.810000000000 2,267,106.0400 47,779.26 06/30/2017 71X4074 7174C21 09/30/2017 02010 1.720000000000 97,080.9300 1,252.34 06/30/2017 71X4074 7174CGS 09/30/2024 02010 2.640000000000 8,110,487.6300 160,587.66 06/30/2017 71X4074 7174DSP 09/30/2021 02010 2.580000000000 28,074,520.4200 543,241.97 06/30/2017 71X4074 7174FTFC 09/30/2020 02010 1.970000000000 3,987,518.0200 58,915.58 06/30/2017 71X4074 7174GHANA 09/30/2032 02010 2.260000000000 24,887,978.3200 421,851.23 06/30/2017 71X4074 7174INNOV 09/30/2021 02010 2.130000000000 31,639.6300 505.44 06/30/2017 71X4074 7174PLAZA 09/30/2021 02010 2.560000000000 5,364,544.9700 102,999.26 06/30/2017 71X4074 7174PRCRH 09/30/2019 02010 3.220000000000 26,163,639.5100 631,851.89 06/30/2017 71X4074 7174PTSM 09/30/2020 02010 1.970000000000 313,608.7700 4,633.57 06/30/2017 71X4074 7174PTTUC 09/30/2020 02010 2.320000000000 291,323.0900 5,069.02 06/30/2017 71X4074 7174SAFI2 09/30/2019 02010 1.150000000000 47,287.8000 407.86 06/30/2017 71X4074 7174TBCK 09/30/2021 02010 2.100000000000 6,769,443.7500 106,618.74 06/30/2017 71X4074 7174A0006 09/30/2027 02011 1.740000000000 7,585,535.8600 98,991.24 06/30/2017 71X4074 7174A0007 09/30/2021 02011 1.140000000000 5,063,742.1400 43,295.00 06/30/2017 71X4074 7174A0012 09/30/2018 02011 1.580000000000 16,970,857.1500 201,104.66 06/30/2017 71X4074 7174A0018 09/30/2021 02011 1.090000000000 2,025,442.8100 16,557.99 06/30/2017 71X4074 7174A0020 09/30/2021 02011 1.360000000000 1,180,898.9400 12,045.17 06/30/2017 71X4074 7174A0022 09/30/2022 02011 4.040000000000 8,700,142.5200 263,614.32 06/30/2017 71X4074 7174A0028 09/30/2017 02011 3.470000000000 11,256,274.1900 292,944.54 06/30/2017 71X4074 7174A0032 09/30/2024 02011 3.540000000000 14,068,767.4700 373,525.78 06/30/2017 71X4074 7174A0036 09/30/2034 02011 2.620000000000 1,504,595.3900 29,565.30 06/30/2017 71X4074 7174A0037 09/30/2022 02011 1.420000000000 27,571,553.3000 293,637.04 06/30/2017 71X4074 7174AMUB 09/30/2025 02011 1.930000000000 8,044,861.1400 116,449.36 06/30/2017 71X4074 7174GAMMA 09/30/2018 02011 1.000000000000 747,202.7700 5,604.02 06/30/2017 71X4074 7174HAITI 09/30/2018 02011 1.550000000000 1,998,165.3300 23,228.67 06/30/2017 71X4074 7174JIMM 09/30/2018 02011 2.160000000000 30,509.0900 494.25 06/30/2017 71X4074 7174MASSA 09/30/2021 02011 3.930000000000 28,499,846.3800 840,032.97 06/30/2017 71X4074 7174PNET 09/30/2021 02011 1.000000000000 108,088.4100 810.66 06/30/2017 71X4074 7174UOG 09/30/2021 02011 1.810000000000 4,894,400.2500 66,441.48 06/30/2017 71X4074 7174A0040 09/30/2023 02012 1.340000000000 742,535.9000 7,462.49 06/30/2017 71X4074 7174A0045 09/30/2020 02012 1.000000000000 14,812.2500 111.09 06/30/2017 71X4074 7174A0048 09/30/2018 02012 1.000000000000 3,579,992.4300 26,849.94 06/30/2017 71X4074 7174A0049 09/30/2023 02012 1.370000000000 3,244,544.7200 33,337.70 06/30/2017 71X4074 7174A1196 09/30/2019 02012 1.910000000000 42,537,108.3300 609,344.08 06/30/2017 71X4074 7174A1301 09/30/2028 02012 2.720000000000 15,856,686.8400 323,476.41 06/30/2017 71X4074 7174A1424 09/30/2023 02012 2.530000000000 9,546,295.0700 181,140.95 06/30/2017 71X4074 7174A1428 09/30/2017 02012 1.000000000000 5,666,156.2200 42,496.17 06/30/2017 71X4074 7174A1429 09/30/2021 02012 1.340000000000 65,881,001.2100 662,104.06 06/30/2017 71X4074 7174A1430 09/30/2019 02012 1.250000000000 14,760,712.6700 138,381.68 06/30/2017 71X4074 7174A1434 09/30/2023 02012 1.300000000000 2,452,142.6100 23,908.39 06/30/2017 71X4074 7174A1435 09/30/2022 02012 1.330000000000 16,845,073.9300 168,029.61 06/30/2017 71X4074 7174A1437 09/30/2019 02012 1.890000000000 14,062,843.6700 199,340.81 06/30/2017 71X4074 7174A1444 09/30/2019 02012 1.920000000000 3,881,289.4800 55,890.57 06/30/2017 71X4074 7174A1447 09/30/2028 02012 2.920000000000 4,927,817.4100 107,919.20 06/30/2017 71X4074 7174A1450 09/30/2020 02012 1.160000000000 5,065,807.6700 44,072.53 06/30/2017 71X4074 7174A1451 09/30/2023 02012 2.300000000000 794,898.5400 13,712.00 06/30/2017 71X4074 7174A1452 09/30/2034 02012 3.260000000000 20,062,272.2900 490,522.56 06/30/2017 71X4074 7174A1453 09/30/2019 02012 2.150000000000 676,991.9500 10,916.50 06/30/2017 71X4074 7174A1454 09/30/2023 02012 1.460000000000 12,237.1400 134.00 06/30/2017 71X4074 7174A1455 09/30/2021 02012 2.170000000000 5,211,024.5000 84,809.42 06/30/2017 71X4074 7174A1476 09/30/2023 02013 2.610000000000 14,664,447.4300 287,056.56 06/30/2017 71X4074 7174A1480 09/30/2019 02013 1.730000000000 0.1300 0.00 06/30/2017 71X4074 7174A1482 09/30/2025 02013 1.670000000000 21,563,247.5100 270,079.68 06/30/2017 71X4074 7174A1487 09/30/2027 02013 1.950000000000 7,210,077.5600 105,447.38 06/30/2017 71X4074 7174A1492 09/30/2027 02013 1.840000000000 26,594,532.9500 367,004.55 06/30/2017 71X4074 7174A1493 09/30/2024 02013 2.470000000000 5,836,662.6600 108,124.18 06/30/2017 71X4074 7174A1495 09/30/2024 02013 2.180000000000 197,615.9000 3,231.02 06/30/2017 71X4074 7174A1496 09/30/2020 02013 1.240000000000 49,642,268.1700 461,673.09 06/30/2017 71X4074 7174A1502 09/30/2018 02013 1.000000000000 7,408,942.3300 55,567.07 06/30/2017 71X4074 7174A1504 09/30/2035 02013 3.400000000000 7,486,608.9200 190,908.53 06/30/2017 71X4074 7174A1508 09/30/2021 02013 1.670000000000 2,068,033.3100 25,902.12 06/30/2017 71X4074 7174A1511 09/30/2021 02013 1.780000000000 45,529,609.7800 607,820.29 06/30/2017 71X4074 7174A1512 09/30/2022 02013 2.760000000000 1,270,527.4200 26,299.92 06/30/2017 71X4074 7174A1517 09/30/2023 02013 2.320000000000 8,252,569.3800 143,594.71 06/30/2017 71X4074 7174A1522 09/30/2023 02013 1.870000000000 2,627,755.4000 36,854.27 06/30/2017 71X4074 7174A1523 09/30/2025 02013 2.330000000000 12,959,559.4600 226,468.30 06/30/2017 71X4074 7174A1524 09/30/2018 02013 1.000000000000 1,656,715.8000 12,425.37 06/30/2017 71X4074 7174A1530 09/30/2020 02013 2.490000000000 5,249,453.6900 98,033.55 06/30/2017 71X4074 7174A1534 09/30/2018 02013 1.000000000000 453,069.3800 3,398.02 06/30/2017 71X4074 7174A1536 09/30/2028 02013 2.110000000000 8,664,186.1300 137,110.75 06/30/2017 71X4074 7174A1553 09/30/2031 02014 2.270000000000 7,108,507.0100 121,022.33 06/30/2017 71X4074 7174A1564 09/30/2018 02014 1.000000000000 2,911,428.4200 21,835.71 06/30/2017 71X4074 7174A1569 09/30/2025 02014 1.370000000000 9,287,786.0000 95,432.00 06/30/2017 71X4074 7174A1570 09/30/2022 02014 1.700000000000 21,090,941.1500 268,909.50 06/30/2017 71X4074 7174A1573 09/30/2021 02014 1.050000000000 2,060,708.4800 16,228.08 06/30/2017 71X4074 7174A1577 09/30/2033 02014 2.280000000000 45,951,147.1800 785,764.62 06/30/2017 71X4074 7174A1582 09/30/2031 02014 2.030000000000 882,638.5800 13,438.17 06/30/2017 71X4074 7174A1584 09/30/2025 02014 2.040000000000 2,818,656.6500 43,125.45 06/30/2017 71X4074 7174A1586 09/30/2022 02014 1.530000000000 3,057,921.3700 35,089.65 06/30/2017 71X4074 7174A1588 09/30/2031 02014 2.100000000000 26,321,190.1200 414,558.74 06/30/2017 71X4074 7174A1589 09/30/2021 02014 1.600000000000 21,743,366.8400 260,920.40 06/30/2017 71X4074 7174A1590 09/30/2031 02014 1.950000000000 25,886,481.7800 378,589.80 06/30/2017 71X4074 7174A1592 09/30/2022 02014 1.660000000000 50,863,878.2900 633,255.28 06/30/2017 71X4074 7174A1593 09/30/2023 02014 1.600000000000 1,657,726.1200 19,892.71 06/30/2017 71X4074 7174A1595 09/30/2032 02014 2.170000000000 48,241,058.5900 785,123.23 06/30/2017 71X4074 7174A1603 09/30/2021 02014 1.430000000000 10,397,087.4600 111,508.76 06/30/2017 71X4074 7174A1813 09/30/2020 02014 1.260000000000 2,899,887.7800 27,403.94 06/30/2017 71X4074 7174A1890 09/30/2031 02015 3.050000000000 12,291,577.4500 281,169.83 06/30/2017 71X4074 7174A1896 09/30/2027 02015 2.610000000000 6,001,865.0700 117,486.51 06/30/2017 71X4074 7174A1900 09/30/2022 02015 1.920000000000 2,176,875.0100 31,347.00 06/30/2017 71X4074 7174A1905 09/30/2043 02015 3.580000000000 24,538,128.2300 658,848.74 06/30/2017 71X4074 7174A1908 09/30/2025 02015 2.230000000000 2,608,775.5000 43,631.77 06/30/2017 71X4074 7174A1915 09/30/2020 02015 1.230000000000 4,239,329.5400 39,107.81 06/30/2017 71X4074 7174A1917 09/30/2026 02015 2.510000000000 15,883,200.0000 299,001.24 06/30/2017 71X4074 7174A1922 09/30/2034 02015 3.200000000000 54,970,551.5200 1,319,293.24 06/30/2017 71X4074 7174A1925 09/30/2022 02015 2.500000000000 2,290,657.5000 42,949.83 06/30/2017 71X4074 7174A1926 09/30/2024 02015 3.110000000000 16,203,200.0000 377,939.64 06/30/2017 71X4074 7174A1928 09/30/2023 02015 1.960000000000 5,752,500.0000 84,561.75 06/30/2017 71X4074 7174A1929 09/30/2021 02015 3.410000000000 2,550,000.0000 65,216.25 06/30/2017 71X4074 7174A1930 09/30/2034 02015 3.270000000000 15,106,822.1200 370,494.81 06/30/2017 71X4074 7174A1931 09/30/2021 02015 1.920000000000 10,357,000.0000 149,140.80 06/30/2017 71X4074 7174A1937 09/30/2022 02015 1.550000000000 5,463,517.2500 63,513.39 06/30/2017 71X4074 7174A1939 09/30/2020 02015 3.050000000000 14,573,861.5800 333,377.08 06/30/2017 71X4074 7174A1941 09/30/2023 02015 2.040000000000 2,263,219.4800 34,627.26 06/30/2017 71X4074 7174A1943 09/30/2022 02015 2.340000000000 137,253,988.8900 2,408,807.51 06/30/2017 71X4074 7174A1944 09/30/2033 02015 3.250000000000 90,286,852.8400 2,200,742.04 06/30/2017 71X4074 7174A1950 09/30/2031 02015 2.920000000000 3,018,134.4400 66,097.14 06/30/2017 71X4074 7174A1956 09/30/2020 02015 1.700000000000 9,684,167.7800 123,473.14 06/30/2017 71X4074 7174A1957 09/30/2020 02015 1.420000000000 10,212,000.0000 108,757.80 06/30/2017 71X4074 7174A1958 09/30/2024 02015 3.070000000000 4,840,959.7300 111,463.10 06/30/2017 71X4074 7174A1961 09/30/2028 02015 3.000000000000 5,674,800.0000 127,683.00 06/30/2017 71X4074 7174A1963 09/30/2021 02015 1.520000000000 1,935,947.5700 22,069.80 06/30/2017 71X4074 7174A1964 09/30/2034 02015 3.080000000000 14,272,380.4500 329,691.99 06/30/2017 71X4074 7174A1965 09/30/2020 02015 1.250000000000 2,971,940.0000 27,861.94 06/30/2017 71X4074 7174A1966 09/30/2034 02015 3.080000000000 13,259,122.3100 306,285.73 06/30/2017 71X4074 7174A1967 09/30/2034 02015 3.080000000000 14,493,895.2000 334,808.98 06/30/2017 71X4074 7174A1968 09/30/2026 02015 2.830000000000 2,661,580.4000 56,492.04 06/30/2017 71X4074 7174A1991 09/30/2022 02016 2.450000000000 4,229,457.9700 77,716.29 06/30/2017 71X4074 7174A1993 09/30/2023 02016 2.540000000000 57,220,000.0000 1,090,041.00 06/30/2017 71X4074 7174A1999 09/30/2028 02016 2.720000000000 147,365,900.0000 3,006,264.36 06/30/2017 71X4074 7174A2015 09/30/2033 02016 2.990000000000 45,417,138.2700 1,018,479.33 06/30/2017 71X4074 7174A2016 09/30/2026 02016 2.630000000000 2,549,162.4200 50,282.23 06/30/2017 71X4074 7174A2018 09/30/2022 02016 2.450000000000 9,826,000.0000 180,552.75 06/30/2017 71X4074 7174A2022 09/30/2035 02016 2.820000000000 95,464,000.0000 2,019,063.60 06/30/2017 71X4074 7174A2024 09/30/2021 02016 2.240000000000 8,048,000.0000 135,206.40 06/30/2017 71X4074 7174A2025 09/30/2023 02016 2.470000000000 2,076,883.9300 38,474.27 06/30/2017 71X4074 7174A2027 09/30/2033 02016 2.930000000000 51,244,688.0000 1,126,102.02 06/30/2017 71X4074 7174A2038 09/30/2034 02016 3.000000000000 67,840,695.0000 1,526,415.64 06/30/2017 71X4074 7174A2042 09/30/2037 02016 2.970000000000 4,672,212.7400 104,073.54 06/30/2017 ------------------------ ---------------------- 2,489,160,509.9900 48,218,876.69 ======================== ====================== 2,489,160,509.9900 48,218,876.69 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00