Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- M SUB-COHORT 86X4077 8677M 09/30/2035 01992 7.590000000000 7,000,000.0000 398,475.00 06/30/2017 86X4077 8677M 09/30/2034 01993 6.650000000000 4,000,000.0000 199,500.00 06/30/2017 86X4077 8677M 09/30/2035 01994 6.770000000000 2,000,000.0000 101,550.00 06/30/2017 86X4077 8677M 09/30/2024 01995 7.390000000000 4,000,000.0000 221,700.00 06/30/2017 86X4077 8677M 09/30/2035 01997 6.890000000000 18,000,000.0000 930,150.00 06/30/2017 86X4077 8677M 09/30/2034 01999 5.810000000000 14,000,000.0000 610,050.00 06/30/2017 86X4077 8677M 09/30/2034 02000 6.360000000000 10,000,000.0000 477,000.00 06/30/2017 86X4077 8677M 09/30/2034 02001 5.700000000000 5,000,000.0000 213,750.00 06/30/2017 86X4077 8677M 09/30/2032 02002 5.500000000000 12,000,000.0000 495,000.00 06/30/2017 86X4077 8677M 09/30/2035 02002 5.500000000000 20,000,000.0000 825,000.00 06/30/2017 86X4077 8677M 09/30/2033 02003 5.280000000000 31,000,000.0000 1,227,600.00 06/30/2017 86X4077 8677M 09/30/2034 02003 5.280000000000 45,000,000.0000 1,782,000.00 06/30/2017 86X4077 8677M 09/30/2035 02004 5.260000000000 23,000,000.0000 907,350.00 06/30/2017 86X4077 8677M 09/30/2035 02005 4.940000000000 30,000,000.0000 1,111,500.00 06/30/2017 86X4077 8677M 09/30/2030 02006 5.010000000000 85,000,000.0000 3,193,875.00 06/30/2017 86X4077 8677M 09/30/2035 02006 5.010000000000 65,000,000.0000 2,442,375.00 06/30/2017 86X4077 8677M 09/30/2035 02007 4.940000000000 16,000,000.0000 592,800.00 06/30/2017 86X4077 8677M 09/30/2030 02008 4.410000000000 5,000,000.0000 165,375.00 06/30/2017 86X4077 8677M 09/30/2035 02008 4.410000000000 7,000,000.0000 231,525.00 06/30/2017 86X4077 8677M 09/30/2035 02009 3.590000000000 46,000,000.0000 1,238,550.00 06/30/2017 86X4077 8677M 09/30/2035 02010 3.670000000000 114,000,000.0000 3,137,850.00 06/30/2017 86X4077 8677M 09/30/2031 02011 3.110000000000 121,000,000.0000 2,822,325.00 06/30/2017 86X4077 8677M 09/30/2035 02011 3.110000000000 85,000,000.0000 1,982,625.00 06/30/2017 86X4077 8677M 09/30/2031 02012 2.310000000000 100,000,000.0000 1,732,500.00 06/30/2017 86X4077 8677M 09/30/2032 02012 2.310000000000 115,000,000.0000 1,992,375.00 06/30/2017 86X4077 8677M 09/30/2035 02012 2.310000000000 48,000,000.0000 831,600.00 06/30/2017 86X4077 8677M 09/30/2032 02013 2.330000000000 144,000,000.0000 2,516,400.00 06/30/2017 86X4077 8677M 09/30/2033 02013 2.330000000000 327,000,000.0000 5,714,325.00 06/30/2017 86X4077 8677M 09/30/2034 02014 2.700000000000 300,000,000.0000 6,075,000.00 06/30/2017 86X4077 8677M 09/30/2034 02015 3.090000000000 130,000,000.0000 3,012,750.00 06/30/2017 86X4077 8677M 09/30/2035 02015 3.090000000000 145,000,000.0000 3,360,375.00 06/30/2017 86X4077 8677M 09/30/2035 02016 2.970000000000 105,000,000.0000 2,338,875.00 06/30/2017 ------------------------ ---------------------- 2,183,000,000.0000 52,882,125.00 S SUB-COHORT 86X4077 8677S 09/30/2034 02001 5.950000000000 16,000,000.0000 714,000.00 06/30/2017 86X4077 8677S 09/30/2035 02001 5.950000000000 2,000,000.0000 89,250.00 06/30/2017 86X4077 8677S 09/30/2027 02002 5.680000000000 43,000,000.0000 1,831,800.00 06/30/2017 86X4077 8677S 09/30/2028 02002 5.680000000000 40,000,000.0000 1,704,000.00 06/30/2017 86X4077 8677S 09/30/2029 02002 5.680000000000 5,000,000.0000 213,000.00 06/30/2017 86X4077 8677S 09/30/2033 02002 5.680000000000 14,000,000.0000 596,400.00 06/30/2017 86X4077 8677S 09/30/2035 02008 3.220000000000 23,000,000.0000 555,450.00 06/30/2017 86X4077 8677S 09/30/2030 02009 2.640000000000 20,000,000.0000 396,000.00 06/30/2017 86X4077 8677S 09/30/2033 02009 2.640000000000 12,000,000.0000 237,600.00 06/30/2017 86X4077 8677S 09/30/2034 02009 2.640000000000 155,000,000.0000 3,069,000.00 06/30/2017 86X4077 8677S 09/30/2035 02009 2.640000000000 240,000,000.0000 4,752,000.00 06/30/2017 86X4077 8677S 09/30/2033 02010 3.180000000000 19,000,000.0000 453,150.00 06/30/2017 86X4077 8677S 09/30/2034 02010 3.180000000000 4,000,000.0000 95,400.00 06/30/2017 86X4077 8677S 09/30/2033 02011 2.270000000000 5,000,000.0000 85,125.00 06/30/2017 86X4077 8677S 09/30/2034 02011 2.270000000000 16,000,000.0000 272,400.00 06/30/2017 86X4077 8677S 09/30/2034 02012 1.020000000000 14,000,000.0000 107,100.00 06/30/2017 86X4077 8677S 09/30/2034 02013 1.530000000000 10,500,000.0000 120,487.50 06/30/2017 86X4077 8677S 09/30/2035 02016 2.910000000000 3,000,000.0000 65,475.00 06/30/2017 ------------------------ ---------------------- 641,500,000.0000 15,357,637.50 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.650000000000 5,000,000.0000 249,375.00 06/30/2017 86X4077 8677H 09/30/2030 01994 6.770000000000 19,000,000.0000 964,725.00 06/30/2017 86X4077 8677H 09/30/2024 01995 7.390000000000 5,000,000.0000 277,125.00 06/30/2017 86X4077 8677H 09/30/2030 01995 7.390000000000 25,000,000.0000 1,385,625.00 06/30/2017 86X4077 8677H 09/30/2035 01995 7.390000000000 3,000,000.0000 166,275.00 06/30/2017 86X4077 8677H 09/30/2021 01996 6.770000000000 4,000,000.0000 203,100.00 06/30/2017 86X4077 8677H 09/30/2024 01996 6.770000000000 7,000,000.0000 355,425.00 06/30/2017 86X4077 8677H 09/30/2030 01996 6.770000000000 25,000,000.0000 1,269,375.00 06/30/2017 86X4077 8677H 09/30/2022 01997 6.890000000000 27,000,000.0000 1,395,225.00 06/30/2017 86X4077 8677H 09/30/2030 01997 6.890000000000 21,000,000.0000 1,085,175.00 06/30/2017 86X4077 8677H 09/30/2033 01997 6.890000000000 2,000,000.0000 103,350.00 06/30/2017 86X4077 8677H 09/30/2029 01998 5.980000000000 30,000,000.0000 1,345,500.00 06/30/2017 86X4077 8677H 09/30/2030 01998 5.980000000000 20,000,000.0000 897,000.00 06/30/2017 86X4077 8677H 09/30/2033 01998 5.980000000000 5,000,000.0000 224,250.00 06/30/2017 86X4077 8677H 09/30/2035 01998 5.980000000000 6,000,000.0000 269,100.00 06/30/2017 86X4077 8677H 09/30/2023 01999 5.810000000000 40,000,000.0000 1,743,000.00 06/30/2017 86X4077 8677H 09/30/2030 01999 5.810000000000 2,000,000.0000 87,150.00 06/30/2017 86X4077 8677H 09/30/2030 02000 6.360000000000 8,000,000.0000 381,600.00 06/30/2017 86X4077 8677H 09/30/2031 02000 6.360000000000 5,000,000.0000 238,500.00 06/30/2017 86X4077 8677H 09/30/2033 02000 6.360000000000 5,000,000.0000 238,500.00 06/30/2017 86X4077 8677H 09/30/2027 02001 6.530000000000 8,000,000.0000 391,800.00 06/30/2017 86X4077 8677H 09/30/2029 02001 6.530000000000 3,000,000.0000 146,925.00 06/30/2017 86X4077 8677H 09/30/2030 02001 6.530000000000 15,000,000.0000 734,625.00 06/30/2017 86X4077 8677H 09/30/2033 02001 6.530000000000 6,000,000.0000 293,850.00 06/30/2017 86X4077 8677H 09/30/2024 02002 5.380000000000 28,000,000.0000 1,129,800.00 06/30/2017 86X4077 8677H 09/30/2026 02002 5.380000000000 15,000,000.0000 605,250.00 06/30/2017 86X4077 8677H 09/30/2031 02002 5.380000000000 20,000,000.0000 807,000.00 06/30/2017 86X4077 8677H 09/30/2033 02002 5.380000000000 27,000,000.0000 1,089,450.00 06/30/2017 86X4077 8677H 09/30/2035 02002 5.380000000000 6,000,000.0000 242,100.00 06/30/2017 86X4077 8677H 09/30/2027 02003 5.260000000000 155,000,000.0000 6,114,750.00 06/30/2017 86X4077 8677H 09/30/2028 02003 5.260000000000 105,000,000.0000 4,142,250.00 06/30/2017 86X4077 8677H 09/30/2033 02003 5.260000000000 75,000,000.0000 2,958,750.00 06/30/2017 86X4077 8677H 09/30/2035 02003 5.260000000000 35,000,000.0000 1,380,750.00 06/30/2017 86X4077 8677H 09/30/2033 02004 5.800000000000 155,000,000.0000 6,742,500.00 06/30/2017 86X4077 8677H 09/30/2034 02004 5.800000000000 45,000,000.0000 1,957,500.00 06/30/2017 86X4077 8677H 09/30/2035 02004 5.800000000000 145,000,000.0000 6,307,500.00 06/30/2017 86X4077 8677H 09/30/2035 02005 4.950000000000 180,000,000.0000 6,682,500.00 06/30/2017 ------------------------ ---------------------- 1,287,000,000.0000 54,606,675.00 HC SUB-COHORT 86X4077 8677HC 09/30/2035 01993 6.650000000000 8,000,000.0000 399,000.00 06/30/2017 86X4077 8677HC 09/30/2034 01994 6.770000000000 9,000,000.0000 456,975.00 06/30/2017 86X4077 8677HC 09/30/2032 01995 7.390000000000 3,000,000.0000 166,275.00 06/30/2017 86X4077 8677HC 09/30/2035 01995 7.390000000000 3,000,000.0000 166,275.00 06/30/2017 86X4077 8677HC 09/30/2034 01997 6.890000000000 1,500,000.0000 77,512.50 06/30/2017 86X4077 8677HC 09/30/2035 02003 6.030000000000 21,000,000.0000 949,725.00 06/30/2017 86X4077 8677HC 09/30/2034 02004 4.990000000000 25,000,000.0000 935,625.00 06/30/2017 86X4077 8677HC 09/30/2034 02005 4.700000000000 27,000,000.0000 951,750.00 06/30/2017 86X4077 8677HC 09/30/2034 02006 4.910000000000 15,000,000.0000 552,375.00 06/30/2017 86X4077 8677HC 09/30/2034 02007 4.710000000000 22,000,000.0000 777,150.00 06/30/2017 86X4077 8677HC 09/30/2032 02008 4.060000000000 15,000,000.0000 456,750.00 06/30/2017 86X4077 8677HC 09/30/2033 02008 4.060000000000 15,000,000.0000 456,750.00 06/30/2017 86X4077 8677HC 09/30/2034 02008 4.060000000000 7,000,000.0000 213,150.00 06/30/2017 86X4077 8677HC 09/30/2035 02008 4.060000000000 15,000,000.0000 456,750.00 06/30/2017 86X4077 8677HC 09/30/2034 02009 3.350000000000 40,000,000.0000 1,005,000.00 06/30/2017 86X4077 8677HC 09/30/2033 02010 3.490000000000 70,000,000.0000 1,832,250.00 06/30/2017 86X4077 8677HC 09/30/2034 02011 3.250000000000 67,000,000.0000 1,633,125.00 06/30/2017 86X4077 8677HC 09/30/2032 02012 2.590000000000 15,000,000.0000 291,375.00 06/30/2017 86X4077 8677HC 09/30/2033 02012 2.590000000000 82,000,000.0000 1,592,850.00 06/30/2017 86X4077 8677HC 09/30/2034 02012 2.590000000000 107,000,000.0000 2,078,475.00 06/30/2017 86X4077 8677HC 09/30/2032 02013 2.680000000000 23,000,000.0000 462,300.00 06/30/2017 86X4077 8677HC 09/30/2033 02013 2.680000000000 120,000,000.0000 2,412,000.00 06/30/2017 86X4077 8677HC 09/30/2034 02013 2.680000000000 45,000,000.0000 904,500.00 06/30/2017 86X4077 8677HC 09/30/2034 02014 2.800000000000 165,000,000.0000 3,465,000.00 06/30/2017 86X4077 8677HC 09/30/2034 02015 3.450000000000 32,000,000.0000 828,000.00 06/30/2017 86X4077 8677HC 09/30/2035 02015 3.450000000000 60,000,000.0000 1,552,500.00 06/30/2017 86X4077 8677HC 09/30/2035 02016 3.060000000000 55,000,000.0000 1,262,250.00 06/30/2017 ------------------------ ---------------------- 1,067,500,000.0000 26,335,687.50 ======================== ====================== 5,179,000,000.0000 149,182,125.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00