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 3,235.83 08/31/2011 86X4104 8604 09/30/2015 01996 6.699999600 155,000.0000 9,519.58 08/31/2011 86X4104 8604 09/30/2015 01997 6.379999200 175,000.0000 10,234.58 08/31/2011 86X4104 8604 09/30/2015 01998 5.929999200 50,000.0000 2,717.92 08/31/2011 86X4104 8604 09/30/2015 01999 6.040000800 195,000.0000 10,796.50 08/31/2011 86X4104 8604 09/30/2015 02000 6.239998800 275,000.0000 15,730.00 08/31/2011 86X4104 8604 09/30/2015 02001 6.310000800 300,000.0000 17,352.50 08/31/2011 86X4104 8604 09/30/2015 02003 5.609998800 300,000.0000 15,427.50 08/31/2011 86X4104 8604 09/30/2015 02004 4.910000400 750,000.0000 33,756.25 08/31/2011 86X4104 8604 09/30/2015 02005 5.370001200 3,200,000.0000 157,520.04 08/31/2011 86X4104 8604 09/30/2015 02006 5.180000400 4,150,000.0000 197,055.85 08/31/2011 86X4104 8604 09/30/2015 02007 5.090000400 500,000.0000 23,329.17 08/31/2011 ------------------------ ---------------------- 10,100,000.0000 496,675.72 ======================== ====================== 10,100,000.0000 496,675.72 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00