Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 71X4074 7174JOPA 09/30/2023 02003 4.880000000000 1,461,705.4700 59,442.69 07/31/2016 71X4074 7174LAFI3 09/30/2016 02003 4.310000000000 839,295.0500 30,144.68 07/31/2016 71X4074 7174N-NM1 09/30/2017 02003 4.730000000000 320,105.5100 12,617.49 07/31/2016 71X4074 7174ABUJA 09/30/2016 02004 4.780000000000 171,885.8100 6,846.78 07/31/2016 71X4074 7174CASMA 09/30/2020 02004 4.010000000000 3,284.6200 109.76 07/31/2016 71X4074 7174EMERG 09/30/2016 02004 4.400000000000 4,816,052.8200 176,588.60 07/31/2016 71X4074 7174GILBT 09/30/2016 02004 3.830000000000 88.3200 2.82 07/31/2016 71X4074 7174GOLCW 09/30/2016 02004 4.300000000000 3,126.1200 112.02 07/31/2016 71X4074 7174IRAQM 09/30/2016 02004 4.370000000000 176,465.9000 6,426.30 07/31/2016 71X4074 7174LAGRA 09/30/2016 02004 4.190000000000 28,091.9700 980.88 07/31/2016 71X4074 7174PASTU 09/30/2020 02004 4.840000000000 223,516.9600 9,015.18 07/31/2016 71X4074 7174PTUCA 09/30/2018 02004 4.820000000000 1,240,863.7200 49,841.36 07/31/2016 71X4074 7174QTO 09/30/2016 02004 4.840000000000 47,564.0100 1,918.42 07/31/2016 71X4074 7174SWEET 09/30/2016 02004 4.770000000000 15,198.9900 604.16 07/31/2016 71X4074 7174CONDO 09/30/2016 02005 4.430000000000 123,192.4000 4,547.85 07/31/2016 71X4074 7174FUTUR 09/30/2016 02005 4.840000000000 2,246,472.9600 90,607.74 07/31/2016 71X4074 7174LUSAK 09/30/2019 02005 4.080000000000 232,020.6400 7,888.70 07/31/2016 71X4074 7174SAFI 09/30/2016 02005 4.710000000000 108,340.4100 4,252.36 07/31/2016 71X4074 7174BDCC 09/30/2022 02006 3.700000000000 9,805,844.2800 302,346.87 07/31/2016 71X4074 7174BRAV1 09/30/2016 02006 4.750000000000 2,904,935.4900 114,987.03 07/31/2016 71X4074 7174GANHO 09/30/2022 02006 3.260000000000 12,276,748.2300 333,518.33 07/31/2016 71X4074 7174INTCO 09/30/2020 02006 4.500000000000 890,491.0800 33,393.42 07/31/2016 71X4074 7174LAFI2 09/30/2023 02006 4.800000000000 5,371,870.3300 214,874.81 07/31/2016 71X4074 7174LAFS3 09/30/2023 02006 3.520000000000 5,488,058.0900 160,983.04 07/31/2016 71X4074 7174SALVA 09/30/2017 02006 4.400000000000 397,655.7200 14,580.71 07/31/2016 71X4074 71741STMT 09/30/2023 02007 3.400000000000 3,038,325.4500 86,085.89 07/31/2016 71X4074 7174AFGGR 09/30/2022 02007 2.800000000000 14,303,499.2500 333,748.32 07/31/2016 71X4074 7174AMINS 09/30/2020 02007 4.820000000000 20,609.9000 827.83 07/31/2016 71X4074 7174BDCC2 09/30/2028 02007 3.230000000000 5,489,988.0600 147,772.18 07/31/2016 71X4074 7174BLH 09/30/2029 02007 3.180000000000 2,965,340.8500 78,581.53 07/31/2016 71X4074 7174LEDFC 09/30/2022 02007 5.270000000000 8,844,066.7900 388,401.93 07/31/2016 71X4074 7174N-NM2 09/30/2017 02007 4.730000000000 54,441.1100 2,145.89 07/31/2016 71X4074 7174QTO2 09/30/2016 02007 4.780000000000 9,020.1700 359.30 07/31/2016 71X4074 7174TAYL 09/30/2034 02007 3.930000000000 35,653,818.2200 1,167,662.55 07/31/2016 71X4074 7174IMMDF 09/30/2016 02008 2.490000000000 317,182.6200 6,581.54 07/31/2016 71X4074 7174INTMA 09/30/2035 02008 2.290000000000 37,102,260.7600 708,034.81 07/31/2016 71X4074 7174LAFIS 09/30/2033 02008 3.740000000000 6,073,465.5000 189,289.67 07/31/2016 71X4074 7174SUMMI 09/30/2016 02008 3.110000000000 980,864.8200 25,420.75 07/31/2016 71X4074 7174AMKI 09/30/2020 02009 2.900000000000 2,221,346.8100 53,682.55 07/31/2016 71X4074 7174AUSTA 09/30/2020 02009 1.950000000000 4,054,701.5300 65,888.90 07/31/2016 71X4074 7174AZURE 09/30/2022 02009 2.870000000000 4,119,886.1700 98,533.94 07/31/2016 71X4074 7174BAMAK 09/30/2023 02009 2.770000000000 1,213,984.1900 28,022.80 07/31/2016 71X4074 7174BRACB 09/30/2016 02009 1.870000000000 342,098.8900 5,331.04 07/31/2016 71X4074 7174CAIRO 09/30/2034 02009 4.070000000000 20,910,101.6700 709,200.95 07/31/2016 71X4074 7174CJSTR 09/30/2019 02009 2.910000000000 2,776,689.5000 67,334.72 07/31/2016 71X4074 7174CSILC 09/30/2019 02009 4.340000000000 4,031,473.2500 145,804.95 07/31/2016 71X4074 7174CSILT 09/30/2016 02009 4.600000000000 2,546,489.0400 97,615.41 07/31/2016 71X4074 7174CSIP 09/30/2016 02009 4.350000000000 2,139,975.9400 77,574.13 07/31/2016 71X4074 7174EXPR 09/30/2018 02009 4.510000000000 3,105,340.4200 116,709.04 07/31/2016 71X4074 7174FINAN 09/30/2018 02009 2.250000000000 115,654.7400 2,168.53 07/31/2016 71X4074 7174GMTAT 09/30/2026 02009 1.760000000000 11,350,102.0300 166,468.16 07/31/2016 71X4074 7174HUSK 09/30/2022 02009 1.360000000000 639,454.0500 7,247.15 07/31/2016 71X4074 7174IMMD3 09/30/2018 02009 4.430000000000 342,895.1800 12,658.55 07/31/2016 71X4074 7174JSCGA 09/30/2019 02009 3.120000000000 10,917,541.9200 283,856.09 07/31/2016 71X4074 7174MONR 09/30/2027 02009 2.880000000000 787,192.3900 18,892.62 07/31/2016 71X4074 7174MVEST 09/30/2016 02009 2.880000000000 9,074,155.1400 217,779.72 07/31/2016 71X4074 7174PACCO 09/30/2018 02009 2.670000000000 295,939.1600 6,584.65 07/31/2016 71X4074 7174PJWR 09/30/2017 02009 2.830000000000 5,870,000.8000 138,434.19 07/31/2016 71X4074 7174RLJLI 09/30/2023 02009 3.160000000000 7,437,423.6800 195,852.16 07/31/2016 71X4074 7174SANTE 09/30/2016 02009 2.670000000000 6,299,348.5600 140,160.51 07/31/2016 71X4074 7174SESA 09/30/2020 02009 4.600000000000 706,330.2500 27,075.99 07/31/2016 71X4074 7174SLID 09/30/2018 02009 2.830000000000 9,423.1900 222.23 07/31/2016 71X4074 7174TIVGL 09/30/2016 02009 1.910000000000 551,355.9600 8,775.75 07/31/2016 71X4074 7174TOGO 09/30/2029 02009 3.370000000000 141,433,333.1900 3,971,919.44 07/31/2016 71X4074 7174VELIF 09/30/2017 02009 1.430000000000 23,723,937.7000 282,710.26 07/31/2016 71X4074 7174VERDA 09/30/2032 02009 2.700000000000 22,311,252.5500 502,003.18 07/31/2016 71X4074 7174AFGLC 09/30/2025 02010 2.300000000000 8,302,619.7800 159,133.55 07/31/2016 71X4074 7174ALTAM 09/30/2025 02010 2.300000000000 55,590,305.0000 1,065,480.85 07/31/2016 71X4074 7174AUTO 09/30/2018 02010 2.300000000000 1,662,520.4300 31,864.97 07/31/2016 71X4074 7174AZURH 09/30/2026 02010 2.730000000000 22,813,526.5300 519,007.73 07/31/2016 71X4074 7174BETSY 09/30/2022 02010 2.810000000000 1,965,077.2000 46,015.56 07/31/2016 71X4074 7174C21 09/30/2017 02010 1.720000000000 104,449.4600 1,497.11 07/31/2016 71X4074 7174CGS 09/30/2024 02010 2.300000000000 81,399,901.3800 1,560,164.78 07/31/2016 71X4074 7174CPSIF 09/30/2016 02010 1.760000000000 5,387,182.0600 79,012.00 07/31/2016 71X4074 7174DSP 09/30/2021 02010 2.580000000000 40,448,747.1900 869,648.06 07/31/2016 71X4074 7174EQCM 09/30/2017 02010 2.920000000000 4,441,182.5400 108,068.78 07/31/2016 71X4074 7174EYEF1 09/30/2017 02010 2.400000000000 1,989,495.1800 39,789.90 07/31/2016 71X4074 7174FTFC 09/30/2020 02010 1.970000000000 5,192,068.0600 85,236.45 07/31/2016 71X4074 7174GHANA 09/30/2032 02010 2.940000000000 26,173,724.6300 641,256.25 07/31/2016 71X4074 7174GPSIS 09/30/2016 02010 1.620000000000 1,252,854.1800 16,913.53 07/31/2016 71X4074 7174PLAZA 09/30/2021 02010 2.560000000000 6,363,559.5200 135,755.94 07/31/2016 71X4074 7174PRCRH 09/30/2019 02010 3.220000000000 26,866,086.4400 720,906.65 07/31/2016 71X4074 7174PTSM 09/30/2020 02010 1.970000000000 431,794.9700 7,088.63 07/31/2016 71X4074 7174PTTUC 09/30/2016 02010 2.320000000000 253,376.9200 4,898.62 07/31/2016 71X4074 7174QUAN 09/30/2016 02010 1.210000000000 260,062.8900 2,622.30 07/31/2016 71X4074 7174SAFI2 09/30/2019 02010 1.150000000000 98,140.9900 940.52 07/31/2016 71X4074 7174SUMMP 09/30/2017 02010 2.730000000000 987,008.8700 22,454.45 07/31/2016 71X4074 7174TBCK 09/30/2021 02010 2.100000000000 8,419,651.7200 147,343.91 07/31/2016 71X4074 717400006 09/30/2027 02011 1.740000000000 18,387,611.9200 266,620.37 07/31/2016 71X4074 717400007 09/30/2021 02011 3.860000000000 5,825,813.0800 187,396.99 07/31/2016 71X4074 717400012 09/30/2018 02011 1.580000000000 18,263,240.4500 240,466.00 07/31/2016 71X4074 717400013 09/30/2020 02011 1.800000000000 19,404,041.0900 291,060.62 07/31/2016 71X4074 717400018 09/30/2021 02011 1.090000000000 2,200,915.6900 19,991.65 07/31/2016 71X4074 717400020 09/30/2021 02011 3.860000000000 1,704,794.1700 54,837.55 07/31/2016 71X4074 717400022 09/30/2022 02011 3.860000000000 5,514,734.6900 177,390.63 07/31/2016 71X4074 717400028 09/30/2017 02011 3.470000000000 11,398,962.0100 329,619.98 07/31/2016 71X4074 717400032 09/30/2024 02011 3.860000000000 20,688,039.5800 665,465.27 07/31/2016 71X4074 717400036 09/30/2034 02011 2.620000000000 3,233,935.3300 70,607.59 07/31/2016 71X4074 717400037 09/30/2022 02011 1.420000000000 27,684,579.5600 327,600.86 07/31/2016 71X4074 7174AERIS 09/30/2024 02011 2.830000000000 54,935,605.3400 1,295,564.69 07/31/2016 71X4074 7174AMUB 09/30/2025 02011 1.930000000000 8,986,486.3400 144,532.66 07/31/2016 71X4074 7174GAMMA 09/30/2018 02011 1.000000000000 1,129,426.3600 9,411.89 07/31/2016 71X4074 7174HAITI 09/30/2018 02011 1.550000000000 1,393,145.3100 17,994.79 07/31/2016 71X4074 7174JIMM 09/30/2018 02011 2.160000000000 24,861.4200 447.51 07/31/2016 71X4074 7174MASSA 09/30/2021 02011 3.860000000000 27,858,572.0400 896,117.40 07/31/2016 71X4074 7174PNET 09/30/2021 02011 3.680000000000 305,863.4600 9,379.81 07/31/2016 71X4074 7174UOG 09/30/2021 02011 1.810000000000 6,065,359.4500 91,485.84 07/31/2016 71X4074 717400039 09/30/2020 02012 2.130000000000 659,758.3800 11,710.71 07/31/2016 71X4074 717400040 09/30/2023 02012 1.340000000000 871,359.9400 9,730.19 07/31/2016 71X4074 717400045 09/30/2020 02012 1.000000000000 414,361.6500 3,453.01 07/31/2016 71X4074 717400048 09/30/2018 02012 2.040000000000 5,064,870.7800 86,102.80 07/31/2016 71X4074 717400049 09/30/2023 02012 1.370000000000 3,692,406.8100 42,154.98 07/31/2016 71X4074 717401196 09/30/2019 02012 2.670000000000 42,522,870.5700 946,133.87 07/31/2016 71X4074 717401301 09/30/2028 02012 2.200000000000 6,783,725.0300 124,368.29 07/31/2016 71X4074 717401424 09/30/2023 02012 2.530000000000 5,410,011.3700 114,061.07 07/31/2016 71X4074 717401428 09/30/2017 02012 1.000000000000 18,890,546.3200 157,421.22 07/31/2016 71X4074 717401429 09/30/2021 02012 2.300000000000 67,693,961.8200 1,297,467.60 07/31/2016 71X4074 717401430 09/30/2019 02012 2.130000000000 14,856,460.0000 263,702.16 07/31/2016 71X4074 717401434 09/30/2023 02012 1.300000000000 2,986,178.2600 32,350.26 07/31/2016 71X4074 717401435 09/30/2022 02012 1.330000000000 19,225,387.0600 213,081.37 07/31/2016 71X4074 717401437 09/30/2019 02012 2.310000000000 13,589,537.2600 261,598.59 07/31/2016 71X4074 717401444 09/30/2019 02012 2.310000000000 3,720,248.3100 71,614.78 07/31/2016 71X4074 717401447 09/30/2028 02012 2.920000000000 2,356,893.3400 57,351.07 07/31/2016 71X4074 717401450 09/30/2020 02012 2.230000000000 5,023,593.2800 93,355.11 07/31/2016 71X4074 717401451 09/30/2023 02012 2.300000000000 718,424.9200 13,769.81 07/31/2016 71X4074 717401452 09/30/2034 02012 3.260000000000 18,015,264.8000 489,414.69 07/31/2016 71X4074 717401453 09/30/2019 02012 2.150000000000 828,103.5800 14,836.86 07/31/2016 71X4074 717401454 09/30/2023 02012 1.460000000000 947,956.2600 11,533.47 07/31/2016 71X4074 717401455 09/30/2021 02012 2.180000000000 2,608,500.0000 47,387.75 07/31/2016 71X4074 717401476 09/30/2023 02013 2.610000000000 14,901,775.8700 324,113.63 07/31/2016 71X4074 717401480 09/30/2019 02013 1.640000000000 1,314,890.7200 17,970.17 07/31/2016 71X4074 717401482 09/30/2025 02013 2.270000000000 21,413,567.9600 405,073.33 07/31/2016 71X4074 717401487 09/30/2027 02013 1.950000000000 7,777,252.7400 126,380.36 07/31/2016 71X4074 717401492 09/30/2027 02013 1.840000000000 29,802,027.3800 456,964.42 07/31/2016 71X4074 717401493 09/30/2024 02013 2.470000000000 5,451,943.6400 112,219.17 07/31/2016 71X4074 717401495 09/30/2024 02013 2.180000000000 4,336,575.4800 78,781.12 07/31/2016 71X4074 717401496 09/30/2020 02013 1.240000000000 52,542,868.4700 542,942.97 07/31/2016 71X4074 717401502 09/30/2018 02013 1.000000000000 9,440,180.8200 78,668.17 07/31/2016 71X4074 717401504 09/30/2035 02013 3.400000000000 8,670,338.1000 245,659.58 07/31/2016 71X4074 717401508 09/30/2021 02013 1.960000000000 2,151,573.6600 35,142.37 07/31/2016 71X4074 717401511 09/30/2021 02013 2.040000000000 47,482,715.1300 807,206.16 07/31/2016 71X4074 717401512 09/30/2022 02013 2.760000000000 1,399,678.2200 32,192.60 07/31/2016 71X4074 717401517 09/30/2023 02013 2.320000000000 4,248,456.5400 82,136.83 07/31/2016 71X4074 717401522 09/30/2023 02013 2.180000000000 2,398,141.9400 43,566.25 07/31/2016 71X4074 717401523 09/30/2025 02013 2.250000000000 5,109,600.0000 95,805.00 07/31/2016 71X4074 717401524 09/30/2018 02013 1.120000000000 2,508,010.9900 23,408.10 07/31/2016 71X4074 717401530 09/30/2020 02013 2.490000000000 4,694,659.8500 97,414.19 07/31/2016 71X4074 717401534 09/30/2018 02013 1.570000000000 1,605,637.0900 21,007.09 07/31/2016 71X4074 717401536 09/30/2028 02013 2.800000000000 8,908,275.6100 207,859.76 07/31/2016 71X4074 717401552 09/30/2020 02014 1.280000000000 2,994,046.9400 31,936.50 07/31/2016 71X4074 717401553 09/30/2031 02014 2.270000000000 7,861,033.7000 148,704.55 07/31/2016 71X4074 717401564 09/30/2018 02014 1.000000000000 3,315,115.4200 27,625.96 07/31/2016 71X4074 717401569 09/30/2025 02014 1.900000000000 4,050,150.0000 64,127.37 07/31/2016 71X4074 717401570 09/30/2022 02014 1.700000000000 19,970,607.5800 282,916.94 07/31/2016 71X4074 717401573 09/30/2021 02014 1.050000000000 2,235,624.8500 19,561.72 07/31/2016 71X4074 717401577 09/30/2033 02014 2.330000000000 45,788,082.1800 889,051.93 07/31/2016 71X4074 717401584 09/30/2025 02014 2.050000000000 2,882,250.0000 49,238.44 07/31/2016 71X4074 717401586 09/30/2022 02014 2.050000000000 3,138,900.0000 53,622.87 07/31/2016 71X4074 717401588 09/30/2031 02014 1.660000000000 23,615,005.6400 326,674.24 07/31/2016 71X4074 717401589 09/30/2021 02014 1.290000000000 21,399,361.1100 230,043.13 07/31/2016 71X4074 717401590 09/30/2031 02014 1.660000000000 8,694,708.2300 120,276.80 07/31/2016 71X4074 717401592 09/30/2022 02014 1.660000000000 29,040,546.8600 401,727.56 07/31/2016 71X4074 717401593 09/30/2023 02014 1.740000000000 1,656,160.0000 24,014.32 07/31/2016 71X4074 717401595 09/30/2032 02014 2.170000000000 53,831,370.1000 973,450.61 07/31/2016 71X4074 717401603 09/30/2021 02014 1.140000000000 9,864,353.3300 93,711.36 07/31/2016 71X4074 717401813 09/30/2020 02014 1.000000000000 2,848,776.2700 23,739.80 07/31/2016 71X4074 717401890 09/30/2031 02015 2.280000000000 6,456,000.0000 122,664.00 07/31/2016 71X4074 717401896 09/30/2027 02015 2.610000000000 6,779,173.2700 147,447.02 07/31/2016 71X4074 717401900 09/30/2022 02015 2.280000000000 2,209,000.0000 41,971.00 07/31/2016 71X4074 717401905 09/30/2043 02015 2.000000000000 24,441,600.0000 407,360.00 07/31/2016 71X4074 717401908 09/30/2025 02015 2.360000000000 2,629,250.0000 51,708.58 07/31/2016 71X4074 717401915 09/30/2020 02015 1.540000000000 4,898,286.6900 62,861.35 07/31/2016 71X4074 717401922 09/30/2034 02015 3.200000000000 58,398,262.0100 1,557,286.99 07/31/2016 71X4074 717401925 09/30/2022 02015 2.360000000000 2,352,900.0000 46,273.70 07/31/2016 71X4074 717401928 09/30/2023 02015 2.280000000000 5,752,500.0000 109,297.50 07/31/2016 71X4074 717401930 09/30/2034 02015 2.200000000000 15,151,332.5300 277,774.43 07/31/2016 71X4074 717401937 09/30/2022 02015 1.910000000000 5,726,920.9000 91,153.49 07/31/2016 71X4074 717401939 09/30/2020 02015 2.000000000000 14,477,360.0000 241,289.33 07/31/2016 71X4074 717401941 09/30/2023 02015 2.000000000000 1,832,220.0000 30,537.00 07/31/2016 71X4074 717401943 09/30/2022 02015 2.360000000000 25,980,000.0000 510,940.00 07/31/2016 71X4074 717401944 09/30/2033 02015 2.280000000000 90,480,571.2000 1,719,130.85 07/31/2016 71X4074 717401950 09/30/2031 02015 2.280000000000 3,113,600.0000 59,158.40 07/31/2016 71X4074 717401956 09/30/2020 02015 2.000000000000 9,778,000.0000 162,966.67 07/31/2016 71X4074 717401958 09/30/2024 02015 2.000000000000 2,959,160.0000 49,319.33 07/31/2016 71X4074 717401963 09/30/2021 02015 2.000000000000 1,921,400.0000 32,023.33 07/31/2016 71X4074 717401964 09/30/2034 02015 2.280000000000 13,862,581.1800 263,389.04 07/31/2016 71X4074 717401965 09/30/2020 02015 2.280000000000 1,835,610.0000 34,876.59 07/31/2016 71X4074 717401966 09/30/2034 02015 2.280000000000 13,138,928.0700 249,639.63 07/31/2016 71X4074 717401968 09/30/2026 02015 2.280000000000 2,624,700.0000 49,869.30 07/31/2016 71X4074 717401999 09/30/2028 02016 3.000000000000 129,433,700.0000 3,235,842.50 07/31/2016 ------------------------ ---------------------- 2,151,240,247.5400 45,093,459.50 ======================== ====================== 2,151,240,247.5400 45,093,459.50 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 71X4074 717401588 09/30/2031 02014 01/14/2016 INT + 0.0000 816.72 483531 717401590 09/30/2031 02014 01/14/2016 INT + 0.0000 210.18 483529 ------------------------ ---------------------- 0.0000 1,026.90 ======================== ====================== 0.0000 1,026.90