Interest Rate Report Account Number Security Number (Full) Floating/Variable Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------------- ------------------------ ---------------------- --------------- TRIEX SUB-COHORT 69X4123 6923TRIEX 09/30/2047 02009 3.880000000000 414,790,563.4000 10,729,249.24 05/31/2017 ------------------------ ---------------------- 414,790,563.4000 10,729,249.24 POMT SUB-COHORT 69X4123 6923POMT 09/30/2043 02010 3.690000000000 421,208,751.2800 10,361,735.28 05/31/2017 ------------------------ ---------------------- 421,208,751.2800 10,361,735.28 BELTWY SUB-COHORT 69X4123 6923BELTW 09/30/2048 02008 4.080000000000 499,967,909.0400 13,599,127.13 05/31/2017 ------------------------ ---------------------- 499,967,909.0400 13,599,127.13 MRCF1 SUB-COHORT 69X4123 6923MRCF1 09/30/2045 01999 4.120000000000 155,899,192.1300 4,282,031.14 05/31/2017 ------------------------ ---------------------- 155,899,192.1300 4,282,031.14 SR125 SUB-COHORT 69X4123 6923SR125 09/30/2040 02003 4.920000000000 163,195,703.1500 5,352,819.06 05/31/2017 ------------------------ ---------------------- 163,195,703.1500 5,352,819.06 SH130 SUB-COHORT 69X4123 6923SH130 09/30/2047 02008 4.390000000000 221,931,034.4600 6,495,181.61 05/31/2017 ------------------------ ---------------------- 221,931,034.4600 6,495,181.61 I595 SUB-COHORT 69X4123 6923I595 09/30/2043 02009 3.680000000000 536,924,269.5700 13,172,542.08 05/31/2017 ------------------------ ---------------------- 536,924,269.5700 13,172,542.08 WARWIC SUB-COHORT 69X4123 6923WARWI 09/30/2040 02006 4.450000000000 43,729,636.2800 1,297,312.54 05/31/2017 ------------------------ ---------------------- 43,729,636.2800 1,297,312.54 DUS SUB-COHORT 69X4123 6923DUS 09/30/2040 02010 3.320000000000 168,254,317.8500 3,724,028.90 05/31/2017 ------------------------ ---------------------- 168,254,317.8500 3,724,028.90 ICC SUB-COHORT 69X4123 6923ICC 09/30/2049 02007 3.710000000000 456,619,998.4600 11,293,734.63 05/31/2017 ------------------------ ---------------------- 456,619,998.4600 11,293,734.63 635 SUB-COHORT 69X4123 6923635 09/30/2050 02010 3.520000000000 891,642,544.9400 20,923,878.39 05/31/2017 69X4123 6923635 09/30/2051 02010 3.520000000000 78,233,975.7800 1,835,890.63 05/31/2017 ------------------------ ---------------------- 969,876,520.7200 22,759,769.02 NTE SUB-COHORT 69X4123 6923NTE 09/30/2050 02010 3.430000000000 786,782,401.0700 17,991,090.90 05/31/2017 ------------------------ ---------------------- 786,782,401.0700 17,991,090.90 ERC SUB-COHORT 69X4123 6923ERC 09/30/2046 02012 3.340000000000 368,712,546.8500 8,209,999.38 05/31/2017 ------------------------ ---------------------- 368,712,546.8500 8,209,999.38 MRCF2 SUB-COHORT 69X4123 6923MRCF2 09/30/2044 02007 1.760000000000 96,474,858.9500 1,131,971.68 05/31/2017 ------------------------ ---------------------- 96,474,858.9500 1,131,971.68 EAGLE SUB-COHORT 69X4123 6923EAGLE 09/30/2045 02012 3.260000000000 294,898,310.5400 6,409,123.28 05/31/2017 ------------------------ ---------------------- 294,898,310.5400 6,409,123.28 LA1B SUB-COHORT 69X4123 6923LA1B 09/30/2046 02014 3.610000000000 57,184,967.2600 1,376,251.55 05/31/2017 ------------------------ ---------------------- 57,184,967.2600 1,376,251.55 LA1C SUB-COHORT 69X4123 6923LA1C 09/30/2032 02014 2.900000000000 45,766,835.4000 884,825.48 05/31/2017 ------------------------ ---------------------- 45,766,835.4000 884,825.48 RIVER SUB-COHORT 69X4123 6923RIVER 09/30/2048 02013 3.330000000000 85,402,974.9900 1,895,946.04 05/31/2017 ------------------------ ---------------------- 85,402,974.9900 1,895,946.04 US36P2 SUB-COHORT 69X4123 6923US36P 09/30/2045 02014 3.680000000000 1,812,250.4500 44,460.54 05/31/2017 69X4123 6923US36P 09/30/2050 02014 3.680000000000 54,286,603.3500 1,331,831.34 05/31/2017 ------------------------ ---------------------- 56,098,853.8000 1,376,291.88 PPKYB SUB-COHORT 69X4123 6923PPKYB 09/30/2043 02012 2.670000000000 60,757,783.1400 1,081,488.54 05/31/2017 ------------------------ ---------------------- 60,757,783.1400 1,081,488.54 SR520 SUB-COHORT 69X4123 6923SR520 09/30/2051 02013 2.990000000000 294,298,960.6700 5,866,359.28 05/31/2017 ------------------------ ---------------------- 294,298,960.6700 5,866,359.28 I4ULA SUB-COHORT 69X4123 6923I4ULA 09/30/2023 02014 2.130000000000 134,017,370.3700 1,903,046.66 05/31/2017 ------------------------ ---------------------- 134,017,370.3700 1,903,046.66 MWAASL SUB-COHORT 69X4123 6923MWAAS 09/30/2043 02014 3.210000000000 555,031,671.9100 11,877,677.78 05/31/2017 ------------------------ ---------------------- 555,031,671.9100 11,877,677.78 LDNSL SUB-COHORT 69X4123 6923LDNSL 09/30/2045 02015 2.870000000000 100,651,146.1500 1,925,791.93 05/31/2017 ------------------------ ---------------------- 100,651,146.1500 1,925,791.93 FRFXSL SUB-COHORT 69X4123 6923FRFXS 09/30/2045 02015 2.730000000000 188,620,154.5900 3,432,886.81 05/31/2017 ------------------------ ---------------------- 188,620,154.5900 3,432,886.81 I4ULB SUB-COHORT 69X4123 6923I4ULB 09/30/2052 02014 3.170000000000 445,138,164.9200 9,407,253.22 05/31/2017 ------------------------ ---------------------- 445,138,164.9200 9,407,253.22 SR91 SUB-COHORT 69X4123 6923SR91 09/30/2052 02013 3.470000000000 378,587,273.2700 8,757,985.59 05/31/2017 ------------------------ ---------------------- 378,587,273.2700 8,757,985.59 GTHLS SUB-COHORT 69X4123 6923GTHLS 09/30/2053 02012 3.710000000000 401,501,724.1500 9,930,475.98 05/31/2017 ------------------------ ---------------------- 401,501,724.1500 9,930,475.98 NTE3 SUB-COHORT 69X4123 6923NTE3 09/30/2053 02013 3.840000000000 299,371,347.4300 7,663,906.49 05/31/2017 ------------------------ ---------------------- 299,371,347.4300 7,663,906.49 183-S SUB-COHORT 69X4123 6923183-S 09/30/2049 02016 3.080000000000 47,655.5100 978.53 05/31/2017 ------------------------ ---------------------- 47,655.5100 978.53 CATSB SUB-COHORT 69X4123 6923CATSB 09/30/2048 02015 3.070000000000 140,923,712.1700 2,884,238.64 05/31/2017 ------------------------ ---------------------- 140,923,712.1700 2,884,238.64 I77 SUB-COHORT 69X4123 6923I77 09/30/2053 02015 3.040000000000 74,414,043.1100 1,508,124.61 05/31/2017 ------------------------ ---------------------- 74,414,043.1100 1,508,124.61 I93 SUB-COHORT 69X4123 6923I93 09/30/2034 02016 1.090000000000 28,685,831.2500 208,450.37 05/31/2017 ------------------------ ---------------------- 28,685,831.2500 208,450.37 REG SUB-COHORT 69X4123 6923REG 09/30/2036 02014 3.500000000000 61,490,116.9700 1,434,769.40 05/31/2017 ------------------------ ---------------------- 61,490,116.9700 1,434,769.40 PBYP SUB-COHORT 69X4123 6923PBYP 09/30/2051 02015 1.270000000000 72,757,575.0200 616,014.14 05/31/2017 ------------------------ ---------------------- 72,757,575.0200 616,014.14 EEC SUB-COHORT 69X4123 6923EEC 09/30/2032 02015 2.250000000000 169,371,000.0000 2,540,565.00 05/31/2017 ------------------------ ---------------------- 169,371,000.0000 2,540,565.00 IH35E SUB-COHORT 69X4123 6923IH35E 09/30/2052 02017 2.580000000000 264,622,500.0000 4,551,507.00 05/31/2017 ------------------------ ---------------------- 264,622,500.0000 4,551,507.00 GDPK SUB-COHORT 69X4123 6923GDPK 09/30/2051 02014 3.650000000000 786,927,784.5000 19,148,576.09 05/31/2017 ------------------------ ---------------------- 786,927,784.5000 19,148,576.09 NWC SUB-COHORT 69X4123 6923NWC 09/30/2053 02014 3.790000000000 165,835,274.8600 4,190,104.61 05/31/2017 ------------------------ ---------------------- 165,835,274.8600 4,190,104.61 TRANS SUB-COHORT 69X4123 6923TRANS 09/30/2049 02010 4.570000000000 72,376,769.1900 2,205,078.90 05/31/2017 ------------------------ ---------------------- 72,376,769.1900 2,205,078.90 CONRA SUB-COHORT 69X4123 6923CONRA 09/30/2052 02013 3.860000000000 46,074,939.0100 1,185,661.76 05/31/2017 ------------------------ ---------------------- 46,074,939.0100 1,185,661.76 ======================== ====================== 10,585,222,443.3900 244,663,972.15 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00