Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 86X4104 8604 09/30/2015 01995 7.059999600 50,000.0000 882.50 12/31/2010 86X4104 8604 09/30/2011 01996 6.699999600 125,000.0000 2,093.75 12/31/2010 86X4104 8604 09/30/2015 01996 6.699999600 30,000.0000 502.50 12/31/2010 86X4104 8604 09/30/2011 01997 6.379999200 175,000.0000 2,791.25 12/31/2010 86X4104 8604 09/30/2015 01998 5.929999200 50,000.0000 741.25 12/31/2010 86X4104 8604 09/30/2015 01999 6.040000800 195,000.0000 2,944.50 12/31/2010 86X4104 8604 09/30/2011 02000 6.239998800 100,000.0000 1,560.00 12/31/2010 86X4104 8604 09/30/2015 02000 6.239998800 175,000.0000 2,730.00 12/31/2010 86X4104 8604 09/30/2011 02001 6.310000800 300,000.0000 4,732.50 12/31/2010 86X4104 8604 09/30/2015 02003 5.609998800 300,000.0000 4,207.50 12/31/2010 86X4104 8604 09/30/2011 02004 4.910000400 750,000.0000 9,206.25 12/31/2010 86X4104 8604 09/30/2015 02005 5.370001200 3,200,000.0000 42,960.01 12/31/2010 86X4104 8604 09/30/2011 02006 5.180000400 3,650,000.0000 47,267.50 12/31/2010 86X4104 8604 09/30/2015 02006 5.180000400 500,000.0000 6,475.00 12/31/2010 86X4104 8604 09/30/2015 02007 5.090000400 500,000.0000 6,362.50 12/31/2010 ------------------------ ---------------------- 10,100,000.0000 135,457.01 ======================== ====================== 10,100,000.0000 135,457.01 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00