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 7.229998800 50,000.0000 1,506.25 02/29/2012 86X4104 8604 09/30/2026 01995 7.059999600 155,000.0000 4,559.58 02/29/2012 86X4104 8604 09/30/2026 01996 6.699999600 175,000.0000 4,885.42 02/29/2012 86X4104 8604 09/30/2026 01997 6.379999200 150,000.0000 3,987.50 02/29/2012 86X4104 8604 09/30/2026 01998 5.929999200 245,000.0000 6,053.54 02/29/2012 86X4104 8604 09/30/2026 01999 6.040000800 275,000.0000 6,920.83 02/29/2012 86X4104 8604 09/30/2026 02002 5.000000400 750,000.0000 15,625.00 02/29/2012 86X4104 8604 09/30/2026 02003 5.609998800 700,000.0000 16,362.50 02/29/2012 86X4104 8604 09/30/2026 02004 4.910000400 3,000,000.0000 61,375.01 02/29/2012 86X4104 8604 09/30/2026 02005 5.370001200 3,000,000.0000 67,125.02 02/29/2012 86X4104 8604 09/30/2026 02006 5.180000400 2,150,000.0000 46,404.17 02/29/2012 86X4104 8604 09/30/2026 02007 5.090000400 3,950,000.0000 83,772.92 02/29/2012 86X4104 8604 09/30/2026 02008 4.079998800 5,400,000.0000 91,799.97 02/29/2012 ------------------------ ---------------------- 20,000,000.0000 410,377.71 ======================== ====================== 20,000,000.0000 410,377.71 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00