Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 86X4104 8604 09/30/2026 01994 7.229999880 50,000.0000 1,506.25 02/29/2016 86X4104 8604 09/30/2026 01995 7.059999960 155,000.0000 4,559.58 02/29/2016 86X4104 8604 09/30/2026 01996 6.699999960 175,000.0000 4,885.42 02/29/2016 86X4104 8604 09/30/2026 01997 6.379999920 150,000.0000 3,987.50 02/29/2016 86X4104 8604 09/30/2026 01998 5.929999920 245,000.0000 6,053.54 02/29/2016 86X4104 8604 09/30/2026 01999 6.039999720 275,000.0000 6,920.83 02/29/2016 86X4104 8604 09/30/2027 02000 6.039999720 200,000.0000 5,033.33 02/29/2016 86X4104 8604 09/30/2029 02001 6.309999720 500,000.0000 13,145.83 02/29/2016 86X4104 8604 09/30/2026 02002 4.999999680 750,000.0000 15,625.00 02/29/2016 86X4104 8604 09/30/2026 02003 5.609999880 700,000.0000 16,362.50 02/29/2016 86X4104 8604 09/30/2027 02003 5.609999880 1,300,000.0000 30,387.50 02/29/2016 86X4104 8604 09/30/2026 02004 4.909999680 3,000,000.0000 61,375.00 02/29/2016 86X4104 8604 09/30/2026 02005 5.369999760 3,000,000.0000 67,125.00 02/29/2016 86X4104 8604 09/30/2027 02005 5.369999760 7,000,000.0000 156,625.00 02/29/2016 86X4104 8604 09/30/2026 02006 5.179999680 2,150,000.0000 46,404.17 02/29/2016 86X4104 8604 09/30/2027 02006 5.179999680 23,000,000.0000 496,416.67 02/29/2016 86X4104 8604 09/30/2026 02007 5.089999680 3,950,000.0000 83,772.92 02/29/2016 86X4104 8604 09/30/2027 02007 5.089999680 36,000,000.0000 763,500.00 02/29/2016 86X4104 8604 09/30/2026 02008 4.079999880 5,400,000.0000 91,800.00 02/29/2016 86X4104 8604 09/30/2027 02008 4.079999880 20,000,000.0000 340,000.00 02/29/2016 86X4104 8604 09/30/2027 02009 4.079999880 7,500,000.0000 127,500.00 02/29/2016 ------------------------ ---------------------- 115,500,000.0000 2,342,986.04 ======================== ====================== 115,500,000.0000 2,342,986.04 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00