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 487,025.00 08/31/2017 86X4077 8677M 09/30/2034 01993 6.650000000000 4,000,000.0000 243,833.33 08/31/2017 86X4077 8677M 09/30/2035 01994 6.770000000000 2,000,000.0000 124,116.67 08/31/2017 86X4077 8677M 09/30/2024 01995 7.390000000000 4,000,000.0000 270,966.67 08/31/2017 86X4077 8677M 09/30/2035 01997 6.890000000000 18,000,000.0000 1,136,850.00 08/31/2017 86X4077 8677M 09/30/2034 01999 5.810000000000 14,000,000.0000 745,616.67 08/31/2017 86X4077 8677M 09/30/2034 02000 6.360000000000 10,000,000.0000 583,000.00 08/31/2017 86X4077 8677M 09/30/2034 02001 5.700000000000 5,000,000.0000 261,250.00 08/31/2017 86X4077 8677M 09/30/2032 02002 5.500000000000 12,000,000.0000 605,000.00 08/31/2017 86X4077 8677M 09/30/2035 02002 5.500000000000 20,000,000.0000 1,008,333.33 08/31/2017 86X4077 8677M 09/30/2033 02003 5.280000000000 31,000,000.0000 1,500,400.00 08/31/2017 86X4077 8677M 09/30/2034 02003 5.280000000000 45,000,000.0000 2,178,000.00 08/31/2017 86X4077 8677M 09/30/2035 02004 5.260000000000 23,000,000.0000 1,108,983.33 08/31/2017 86X4077 8677M 09/30/2035 02005 4.940000000000 30,000,000.0000 1,358,500.00 08/31/2017 86X4077 8677M 09/30/2030 02006 5.010000000000 85,000,000.0000 3,903,625.00 08/31/2017 86X4077 8677M 09/30/2035 02006 5.010000000000 65,000,000.0000 2,985,125.00 08/31/2017 86X4077 8677M 09/30/2035 02007 4.940000000000 16,000,000.0000 724,533.33 08/31/2017 86X4077 8677M 09/30/2030 02008 4.410000000000 5,000,000.0000 202,125.00 08/31/2017 86X4077 8677M 09/30/2035 02008 4.410000000000 7,000,000.0000 282,975.00 08/31/2017 86X4077 8677M 09/30/2035 02009 3.590000000000 46,000,000.0000 1,513,783.33 08/31/2017 86X4077 8677M 09/30/2035 02010 3.670000000000 114,000,000.0000 3,835,150.00 08/31/2017 86X4077 8677M 09/30/2031 02011 3.110000000000 121,000,000.0000 3,449,508.33 08/31/2017 86X4077 8677M 09/30/2035 02011 3.110000000000 85,000,000.0000 2,423,208.33 08/31/2017 86X4077 8677M 09/30/2031 02012 2.310000000000 100,000,000.0000 2,117,500.00 08/31/2017 86X4077 8677M 09/30/2032 02012 2.310000000000 115,000,000.0000 2,435,125.00 08/31/2017 86X4077 8677M 09/30/2035 02012 2.310000000000 48,000,000.0000 1,016,400.00 08/31/2017 86X4077 8677M 09/30/2032 02013 2.330000000000 144,000,000.0000 3,075,600.00 08/31/2017 86X4077 8677M 09/30/2033 02013 2.330000000000 327,000,000.0000 6,984,175.00 08/31/2017 86X4077 8677M 09/30/2034 02014 2.700000000000 300,000,000.0000 7,425,000.00 08/31/2017 86X4077 8677M 09/30/2034 02015 3.090000000000 130,000,000.0000 3,682,250.00 08/31/2017 86X4077 8677M 09/30/2035 02015 3.090000000000 145,000,000.0000 4,107,125.00 08/31/2017 86X4077 8677M 09/30/2035 02016 2.970000000000 105,000,000.0000 2,858,625.00 08/31/2017 ------------------------ ---------------------- 2,183,000,000.0000 64,633,708.32 S SUB-COHORT 86X4077 8677S 09/30/2034 02001 5.950000000000 16,000,000.0000 872,666.67 08/31/2017 86X4077 8677S 09/30/2035 02001 5.950000000000 2,000,000.0000 109,083.33 08/31/2017 86X4077 8677S 09/30/2027 02002 5.680000000000 43,000,000.0000 2,238,866.67 08/31/2017 86X4077 8677S 09/30/2028 02002 5.680000000000 40,000,000.0000 2,082,666.67 08/31/2017 86X4077 8677S 09/30/2029 02002 5.680000000000 5,000,000.0000 260,333.33 08/31/2017 86X4077 8677S 09/30/2033 02002 5.680000000000 14,000,000.0000 728,933.33 08/31/2017 86X4077 8677S 09/30/2035 02008 3.220000000000 23,000,000.0000 678,883.33 08/31/2017 86X4077 8677S 09/30/2030 02009 2.640000000000 20,000,000.0000 484,000.00 08/31/2017 86X4077 8677S 09/30/2033 02009 2.640000000000 12,000,000.0000 290,400.00 08/31/2017 86X4077 8677S 09/30/2034 02009 2.640000000000 155,000,000.0000 3,751,000.00 08/31/2017 86X4077 8677S 09/30/2035 02009 2.640000000000 240,000,000.0000 5,808,000.00 08/31/2017 86X4077 8677S 09/30/2033 02010 3.180000000000 19,000,000.0000 553,850.00 08/31/2017 86X4077 8677S 09/30/2034 02010 3.180000000000 4,000,000.0000 116,600.00 08/31/2017 86X4077 8677S 09/30/2033 02011 2.270000000000 5,000,000.0000 104,041.67 08/31/2017 86X4077 8677S 09/30/2034 02011 2.270000000000 16,000,000.0000 332,933.33 08/31/2017 86X4077 8677S 09/30/2034 02012 1.020000000000 14,000,000.0000 130,900.00 08/31/2017 86X4077 8677S 09/30/2034 02013 1.530000000000 10,500,000.0000 147,262.50 08/31/2017 86X4077 8677S 09/30/2035 02016 2.910000000000 3,000,000.0000 80,025.00 08/31/2017 ------------------------ ---------------------- 641,500,000.0000 18,770,445.83 H SUB-COHORT 86X4077 8677H 09/30/2030 01993 6.650000000000 5,000,000.0000 304,791.67 08/31/2017 86X4077 8677H 09/30/2030 01994 6.770000000000 19,000,000.0000 1,179,108.33 08/31/2017 86X4077 8677H 09/30/2024 01995 7.390000000000 5,000,000.0000 338,708.33 08/31/2017 86X4077 8677H 09/30/2030 01995 7.390000000000 25,000,000.0000 1,693,541.67 08/31/2017 86X4077 8677H 09/30/2035 01995 7.390000000000 3,000,000.0000 203,225.00 08/31/2017 86X4077 8677H 09/30/2021 01996 6.770000000000 4,000,000.0000 248,233.33 08/31/2017 86X4077 8677H 09/30/2024 01996 6.770000000000 7,000,000.0000 434,408.33 08/31/2017 86X4077 8677H 09/30/2030 01996 6.770000000000 25,000,000.0000 1,551,458.33 08/31/2017 86X4077 8677H 09/30/2022 01997 6.890000000000 27,000,000.0000 1,705,275.00 08/31/2017 86X4077 8677H 09/30/2030 01997 6.890000000000 21,000,000.0000 1,326,325.00 08/31/2017 86X4077 8677H 09/30/2033 01997 6.890000000000 2,000,000.0000 126,316.67 08/31/2017 86X4077 8677H 09/30/2029 01998 5.980000000000 30,000,000.0000 1,644,500.00 08/31/2017 86X4077 8677H 09/30/2030 01998 5.980000000000 20,000,000.0000 1,096,333.33 08/31/2017 86X4077 8677H 09/30/2033 01998 5.980000000000 5,000,000.0000 274,083.33 08/31/2017 86X4077 8677H 09/30/2035 01998 5.980000000000 6,000,000.0000 328,900.00 08/31/2017 86X4077 8677H 09/30/2023 01999 5.810000000000 40,000,000.0000 2,130,333.33 08/31/2017 86X4077 8677H 09/30/2030 01999 5.810000000000 2,000,000.0000 106,516.67 08/31/2017 86X4077 8677H 09/30/2030 02000 6.360000000000 8,000,000.0000 466,400.00 08/31/2017 86X4077 8677H 09/30/2031 02000 6.360000000000 5,000,000.0000 291,500.00 08/31/2017 86X4077 8677H 09/30/2033 02000 6.360000000000 5,000,000.0000 291,500.00 08/31/2017 86X4077 8677H 09/30/2027 02001 6.530000000000 8,000,000.0000 478,866.67 08/31/2017 86X4077 8677H 09/30/2029 02001 6.530000000000 3,000,000.0000 179,575.00 08/31/2017 86X4077 8677H 09/30/2030 02001 6.530000000000 15,000,000.0000 897,875.00 08/31/2017 86X4077 8677H 09/30/2033 02001 6.530000000000 6,000,000.0000 359,150.00 08/31/2017 86X4077 8677H 09/30/2024 02002 5.380000000000 28,000,000.0000 1,380,866.67 08/31/2017 86X4077 8677H 09/30/2026 02002 5.380000000000 15,000,000.0000 739,750.00 08/31/2017 86X4077 8677H 09/30/2031 02002 5.380000000000 20,000,000.0000 986,333.33 08/31/2017 86X4077 8677H 09/30/2033 02002 5.380000000000 27,000,000.0000 1,331,550.00 08/31/2017 86X4077 8677H 09/30/2035 02002 5.380000000000 6,000,000.0000 295,900.00 08/31/2017 86X4077 8677H 09/30/2027 02003 5.260000000000 155,000,000.0000 7,473,583.33 08/31/2017 86X4077 8677H 09/30/2028 02003 5.260000000000 105,000,000.0000 5,062,750.00 08/31/2017 86X4077 8677H 09/30/2033 02003 5.260000000000 75,000,000.0000 3,616,250.00 08/31/2017 86X4077 8677H 09/30/2035 02003 5.260000000000 35,000,000.0000 1,687,583.33 08/31/2017 86X4077 8677H 09/30/2033 02004 5.800000000000 155,000,000.0000 8,240,833.33 08/31/2017 86X4077 8677H 09/30/2034 02004 5.800000000000 45,000,000.0000 2,392,500.00 08/31/2017 86X4077 8677H 09/30/2035 02004 5.800000000000 145,000,000.0000 7,709,166.67 08/31/2017 86X4077 8677H 09/30/2035 02005 4.950000000000 180,000,000.0000 8,167,500.00 08/31/2017 ------------------------ ---------------------- 1,287,000,000.0000 66,741,491.65 HC SUB-COHORT 86X4077 8677HC 09/30/2035 01993 6.650000000000 8,000,000.0000 487,666.67 08/31/2017 86X4077 8677HC 09/30/2034 01994 6.770000000000 9,000,000.0000 558,525.00 08/31/2017 86X4077 8677HC 09/30/2032 01995 7.390000000000 3,000,000.0000 203,225.00 08/31/2017 86X4077 8677HC 09/30/2035 01995 7.390000000000 3,000,000.0000 203,225.00 08/31/2017 86X4077 8677HC 09/30/2034 01997 6.890000000000 1,500,000.0000 94,737.50 08/31/2017 86X4077 8677HC 09/30/2035 02003 6.030000000000 21,000,000.0000 1,160,775.00 08/31/2017 86X4077 8677HC 09/30/2034 02004 4.990000000000 25,000,000.0000 1,143,541.67 08/31/2017 86X4077 8677HC 09/30/2034 02005 4.700000000000 27,000,000.0000 1,163,250.00 08/31/2017 86X4077 8677HC 09/30/2034 02006 4.910000000000 15,000,000.0000 675,125.00 08/31/2017 86X4077 8677HC 09/30/2034 02007 4.710000000000 22,000,000.0000 949,850.00 08/31/2017 86X4077 8677HC 09/30/2032 02008 4.060000000000 15,000,000.0000 558,250.00 08/31/2017 86X4077 8677HC 09/30/2033 02008 4.060000000000 15,000,000.0000 558,250.00 08/31/2017 86X4077 8677HC 09/30/2034 02008 4.060000000000 7,000,000.0000 260,516.67 08/31/2017 86X4077 8677HC 09/30/2035 02008 4.060000000000 15,000,000.0000 558,250.00 08/31/2017 86X4077 8677HC 09/30/2034 02009 3.350000000000 40,000,000.0000 1,228,333.33 08/31/2017 86X4077 8677HC 09/30/2033 02010 3.490000000000 70,000,000.0000 2,239,416.67 08/31/2017 86X4077 8677HC 09/30/2034 02011 3.250000000000 67,000,000.0000 1,996,041.67 08/31/2017 86X4077 8677HC 09/30/2032 02012 2.590000000000 15,000,000.0000 356,125.00 08/31/2017 86X4077 8677HC 09/30/2033 02012 2.590000000000 82,000,000.0000 1,946,816.67 08/31/2017 86X4077 8677HC 09/30/2034 02012 2.590000000000 107,000,000.0000 2,540,358.33 08/31/2017 86X4077 8677HC 09/30/2032 02013 2.680000000000 23,000,000.0000 565,033.33 08/31/2017 86X4077 8677HC 09/30/2033 02013 2.680000000000 120,000,000.0000 2,948,000.00 08/31/2017 86X4077 8677HC 09/30/2034 02013 2.680000000000 45,000,000.0000 1,105,500.00 08/31/2017 86X4077 8677HC 09/30/2034 02014 2.800000000000 165,000,000.0000 4,235,000.00 08/31/2017 86X4077 8677HC 09/30/2034 02015 3.450000000000 32,000,000.0000 1,012,000.00 08/31/2017 86X4077 8677HC 09/30/2035 02015 3.450000000000 60,000,000.0000 1,897,500.00 08/31/2017 86X4077 8677HC 09/30/2035 02016 3.060000000000 55,000,000.0000 1,542,750.00 08/31/2017 ------------------------ ---------------------- 1,067,500,000.0000 32,188,062.51 ======================== ====================== 5,179,000,000.0000 182,333,708.31 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00