Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- M SUB-COHORT 86X4077 8677M 09/30/2024 01993 6.650000000000 12,000,000.0000 731,500.00 08/31/2016 86X4077 8677M 09/30/2029 01993 6.650000000000 20,000,000.0000 1,219,166.67 08/31/2016 86X4077 8677M 09/30/2030 01993 6.650000000000 10,000,000.0000 609,583.33 08/31/2016 86X4077 8677M 09/30/2031 01993 6.650000000000 10,000,000.0000 609,583.33 08/31/2016 86X4077 8677M 09/30/2033 01993 6.650000000000 12,000,000.0000 731,500.00 08/31/2016 86X4077 8677M 09/30/2034 01993 6.650000000000 20,000,000.0000 1,219,166.67 08/31/2016 86X4077 8677M 09/30/2024 01995 7.390000000000 6,000,000.0000 406,450.00 08/31/2016 86X4077 8677M 09/30/2033 01998 5.980000000000 5,000,000.0000 274,083.33 08/31/2016 86X4077 8677M 09/30/2034 01998 5.980000000000 44,000,000.0000 2,411,933.33 08/31/2016 86X4077 8677M 09/30/2033 01999 5.810000000000 5,000,000.0000 266,291.67 08/31/2016 86X4077 8677M 09/30/2034 01999 5.810000000000 15,000,000.0000 798,875.00 08/31/2016 86X4077 8677M 09/30/2033 02000 6.360000000000 20,000,000.0000 1,166,000.00 08/31/2016 86X4077 8677M 09/30/2034 02000 6.360000000000 12,000,000.0000 699,600.00 08/31/2016 86X4077 8677M 09/30/2033 02001 5.700000000000 10,000,000.0000 522,500.00 08/31/2016 86X4077 8677M 09/30/2034 02001 5.700000000000 22,000,000.0000 1,149,500.00 08/31/2016 86X4077 8677M 09/30/2032 02002 5.500000000000 12,000,000.0000 605,000.00 08/31/2016 86X4077 8677M 09/30/2030 02003 5.280000000000 50,000,000.0000 2,420,000.00 08/31/2016 86X4077 8677M 09/30/2033 02003 5.280000000000 61,000,000.0000 2,952,400.00 08/31/2016 86X4077 8677M 09/30/2034 02003 5.280000000000 45,000,000.0000 2,178,000.00 08/31/2016 86X4077 8677M 09/30/2030 02006 5.010000000000 85,000,000.0000 3,903,625.00 08/31/2016 86X4077 8677M 09/30/2030 02008 4.410000000000 5,000,000.0000 202,125.00 08/31/2016 86X4077 8677M 09/30/2031 02011 3.110000000000 121,000,000.0000 3,449,508.33 08/31/2016 86X4077 8677M 09/30/2031 02012 2.310000000000 100,000,000.0000 2,117,500.00 08/31/2016 86X4077 8677M 09/30/2032 02012 2.310000000000 115,000,000.0000 2,435,125.00 08/31/2016 86X4077 8677M 09/30/2032 02013 2.330000000000 150,000,000.0000 3,203,750.00 08/31/2016 86X4077 8677M 09/30/2033 02013 2.330000000000 327,000,000.0000 6,984,175.00 08/31/2016 86X4077 8677M 09/30/2033 02014 2.160000000000 175,000,000.0000 3,465,000.00 08/31/2016 86X4077 8677M 09/30/2034 02014 2.160000000000 425,000,000.0000 8,415,000.00 08/31/2016 86X4077 8677M 09/30/2034 02015 3.090000000000 130,000,000.0000 3,682,250.00 08/31/2016 ------------------------ ---------------------- 2,024,000,000.0000 58,829,191.66 S SUB-COHORT 86X4077 8677S 09/30/2034 02001 5.950000000000 16,000,000.0000 872,666.67 08/31/2016 86X4077 8677S 09/30/2027 02002 5.680000000000 43,000,000.0000 2,238,866.67 08/31/2016 86X4077 8677S 09/30/2028 02002 5.680000000000 40,000,000.0000 2,082,666.67 08/31/2016 86X4077 8677S 09/30/2029 02002 5.680000000000 5,000,000.0000 260,333.33 08/31/2016 86X4077 8677S 09/30/2033 02002 5.680000000000 14,000,000.0000 728,933.33 08/31/2016 86X4077 8677S 09/30/2030 02009 2.640000000000 20,000,000.0000 484,000.00 08/31/2016 86X4077 8677S 09/30/2033 02009 2.640000000000 12,000,000.0000 290,400.00 08/31/2016 86X4077 8677S 09/30/2034 02009 2.640000000000 155,000,000.0000 3,751,000.00 08/31/2016 86X4077 8677S 09/30/2030 02010 3.180000000000 10,000,000.0000 291,500.00 08/31/2016 86X4077 8677S 09/30/2033 02010 3.180000000000 24,000,000.0000 699,600.00 08/31/2016 86X4077 8677S 09/30/2034 02010 3.180000000000 4,000,000.0000 116,600.00 08/31/2016 86X4077 8677S 09/30/2030 02011 2.270000000000 10,000,000.0000 208,083.33 08/31/2016 86X4077 8677S 09/30/2033 02011 2.270000000000 5,000,000.0000 104,041.67 08/31/2016 86X4077 8677S 09/30/2034 02011 2.270000000000 16,000,000.0000 332,933.33 08/31/2016 86X4077 8677S 09/30/2031 02012 1.020000000000 5,000,000.0000 46,750.00 08/31/2016 86X4077 8677S 09/30/2033 02012 1.020000000000 5,000,000.0000 46,750.00 08/31/2016 86X4077 8677S 09/30/2034 02012 1.020000000000 14,000,000.0000 130,900.00 08/31/2016 86X4077 8677S 09/30/2034 02013 1.530000000000 17,500,000.0000 245,437.50 08/31/2016 86X4077 8677S 09/30/2034 02014 2.100000000000 3,500,000.0000 67,375.00 08/31/2016 86X4077 8677S 09/30/2034 02015 3.600000000000 1,000,000.0000 33,000.00 08/31/2016 ------------------------ ---------------------- 420,000,000.0000 13,031,837.50 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.650000000000 5,000,000.0000 304,791.67 08/31/2016 86X4077 8677H 09/30/2030 01994 6.770000000000 22,000,000.0000 1,365,283.33 08/31/2016 86X4077 8677H 09/30/2024 01995 7.390000000000 5,000,000.0000 338,708.33 08/31/2016 86X4077 8677H 09/30/2030 01995 7.390000000000 25,000,000.0000 1,693,541.67 08/31/2016 86X4077 8677H 09/30/2021 01996 6.770000000000 5,000,000.0000 310,291.67 08/31/2016 86X4077 8677H 09/30/2024 01996 6.770000000000 7,000,000.0000 434,408.33 08/31/2016 86X4077 8677H 09/30/2030 01996 6.770000000000 25,000,000.0000 1,551,458.33 08/31/2016 86X4077 8677H 09/30/2022 01997 6.890000000000 27,000,000.0000 1,705,275.00 08/31/2016 86X4077 8677H 09/30/2030 01997 6.890000000000 21,000,000.0000 1,326,325.00 08/31/2016 86X4077 8677H 09/30/2033 01997 6.890000000000 2,000,000.0000 126,316.67 08/31/2016 86X4077 8677H 09/30/2029 01998 5.980000000000 30,000,000.0000 1,644,500.00 08/31/2016 86X4077 8677H 09/30/2030 01998 5.980000000000 20,000,000.0000 1,096,333.33 08/31/2016 86X4077 8677H 09/30/2033 01998 5.980000000000 5,000,000.0000 274,083.33 08/31/2016 86X4077 8677H 09/30/2023 01999 5.810000000000 41,000,000.0000 2,183,591.67 08/31/2016 86X4077 8677H 09/30/2030 01999 5.810000000000 2,000,000.0000 106,516.67 08/31/2016 86X4077 8677H 09/30/2030 02000 6.360000000000 8,000,000.0000 466,400.00 08/31/2016 86X4077 8677H 09/30/2031 02000 6.360000000000 5,000,000.0000 291,500.00 08/31/2016 86X4077 8677H 09/30/2033 02000 6.360000000000 5,000,000.0000 291,500.00 08/31/2016 86X4077 8677H 09/30/2027 02001 6.530000000000 8,000,000.0000 478,866.67 08/31/2016 86X4077 8677H 09/30/2029 02001 6.530000000000 3,000,000.0000 179,575.00 08/31/2016 86X4077 8677H 09/30/2030 02001 6.530000000000 15,000,000.0000 897,875.00 08/31/2016 86X4077 8677H 09/30/2033 02001 6.530000000000 6,000,000.0000 359,150.00 08/31/2016 86X4077 8677H 09/30/2024 02002 5.380000000000 28,000,000.0000 1,380,866.67 08/31/2016 86X4077 8677H 09/30/2026 02002 5.380000000000 15,000,000.0000 739,750.00 08/31/2016 86X4077 8677H 09/30/2031 02002 5.380000000000 20,000,000.0000 986,333.33 08/31/2016 86X4077 8677H 09/30/2033 02002 5.380000000000 27,000,000.0000 1,331,550.00 08/31/2016 86X4077 8677H 09/30/2027 02003 5.260000000000 155,000,000.0000 7,473,583.33 08/31/2016 86X4077 8677H 09/30/2028 02003 5.260000000000 105,000,000.0000 5,062,750.00 08/31/2016 86X4077 8677H 09/30/2033 02003 5.260000000000 75,000,000.0000 3,616,250.00 08/31/2016 86X4077 8677H 09/30/2033 02004 5.800000000000 155,000,000.0000 8,240,833.33 08/31/2016 86X4077 8677H 09/30/2034 02004 5.800000000000 45,000,000.0000 2,392,500.00 08/31/2016 ------------------------ ---------------------- 917,000,000.0000 48,650,708.33 HC SUB-COHORT 86X4077 8677HC 09/30/2034 01992 7.590000000000 35,000,000.0000 2,435,125.00 08/31/2016 86X4077 8677HC 09/30/2033 01994 6.770000000000 8,000,000.0000 496,466.67 08/31/2016 86X4077 8677HC 09/30/2034 01994 6.770000000000 91,000,000.0000 5,647,308.33 08/31/2016 86X4077 8677HC 09/30/2032 01995 7.390000000000 3,000,000.0000 203,225.00 08/31/2016 86X4077 8677HC 09/30/2034 01996 6.770000000000 75,000,000.0000 4,654,375.00 08/31/2016 86X4077 8677HC 09/30/2034 01997 6.890000000000 17,500,000.0000 1,105,270.83 08/31/2016 86X4077 8677HC 09/30/2034 02002 5.260000000000 19,000,000.0000 916,116.67 08/31/2016 86X4077 8677HC 09/30/2033 02004 4.990000000000 27,000,000.0000 1,235,025.00 08/31/2016 86X4077 8677HC 09/30/2034 02004 4.990000000000 78,000,000.0000 3,567,850.00 08/31/2016 86X4077 8677HC 09/30/2033 02005 4.700000000000 18,000,000.0000 775,500.00 08/31/2016 86X4077 8677HC 09/30/2034 02005 4.700000000000 36,000,000.0000 1,551,000.00 08/31/2016 86X4077 8677HC 09/30/2033 02006 4.910000000000 23,000,000.0000 1,035,191.67 08/31/2016 86X4077 8677HC 09/30/2034 02006 4.910000000000 47,000,000.0000 2,115,391.67 08/31/2016 86X4077 8677HC 09/30/2033 02007 4.710000000000 26,000,000.0000 1,122,550.00 08/31/2016 86X4077 8677HC 09/30/2034 02007 4.710000000000 45,000,000.0000 1,942,875.00 08/31/2016 86X4077 8677HC 09/30/2032 02008 4.060000000000 15,000,000.0000 558,250.00 08/31/2016 86X4077 8677HC 09/30/2033 02008 4.060000000000 15,000,000.0000 558,250.00 08/31/2016 86X4077 8677HC 09/30/2034 02008 4.060000000000 7,000,000.0000 260,516.67 08/31/2016 86X4077 8677HC 09/30/2033 02009 3.350000000000 45,000,000.0000 1,381,875.00 08/31/2016 86X4077 8677HC 09/30/2034 02009 3.350000000000 78,000,000.0000 2,395,250.00 08/31/2016 86X4077 8677HC 09/30/2033 02010 3.490000000000 215,000,000.0000 6,878,208.33 08/31/2016 86X4077 8677HC 09/30/2033 02011 3.250000000000 85,000,000.0000 2,532,291.67 08/31/2016 86X4077 8677HC 09/30/2034 02011 3.250000000000 102,000,000.0000 3,038,750.00 08/31/2016 86X4077 8677HC 09/30/2032 02012 2.590000000000 60,000,000.0000 1,424,500.00 08/31/2016 86X4077 8677HC 09/30/2033 02012 2.590000000000 82,000,000.0000 1,946,816.67 08/31/2016 86X4077 8677HC 09/30/2034 02012 2.590000000000 107,000,000.0000 2,540,358.33 08/31/2016 86X4077 8677HC 09/30/2032 02013 2.680000000000 150,000,000.0000 3,685,000.00 08/31/2016 86X4077 8677HC 09/30/2033 02013 2.680000000000 120,000,000.0000 2,948,000.00 08/31/2016 86X4077 8677HC 09/30/2034 02013 2.680000000000 45,000,000.0000 1,105,500.00 08/31/2016 86X4077 8677HC 09/30/2033 02014 2.420000000000 80,000,000.0000 1,774,666.67 08/31/2016 86X4077 8677HC 09/30/2034 02014 2.420000000000 220,000,000.0000 4,880,333.33 08/31/2016 86X4077 8677HC 09/30/2034 02015 3.460000000000 32,000,000.0000 1,014,933.33 08/31/2016 ------------------------ ---------------------- 2,006,500,000.0000 67,726,770.84 ======================== ====================== 5,367,500,000.0000 188,238,508.33 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00