Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- N/A SUB-COHORT 86X4104 8604 09/30/2010 01995 7.059999600 50,000.0000 2,647.50 06/30/2010 86X4104 8604 09/30/2010 01996 6.699999600 30,000.0000 1,507.50 06/30/2010 86X4104 8604 09/30/2011 01996 6.699999600 125,000.0000 6,281.25 06/30/2010 86X4104 8604 09/30/2011 01997 6.699999600 175,000.0000 8,793.75 06/30/2010 86X4104 8604 09/30/2010 01998 5.929999200 50,000.0000 2,223.75 06/30/2010 86X4104 8604 09/30/2010 01999 6.040000800 195,000.0000 8,833.50 06/30/2010 86X4104 8604 09/30/2010 02000 6.239998800 175,000.0000 8,190.00 06/30/2010 86X4104 8604 09/30/2011 02000 6.239998800 100,000.0000 4,680.00 06/30/2010 86X4104 8604 09/30/2011 02001 6.239998800 300,000.0000 14,040.00 06/30/2010 86X4104 8604 09/30/2010 02003 5.609998800 300,000.0000 12,622.50 06/30/2010 86X4104 8604 09/30/2011 02004 5.609998800 750,000.0000 31,556.24 06/30/2010 86X4104 8604 09/30/2010 02005 5.370001200 3,200,000.0000 128,880.03 06/30/2010 86X4104 8604 09/30/2010 02006 5.180000400 500,000.0000 19,425.00 06/30/2010 86X4104 8604 09/30/2011 02006 5.180000400 3,650,000.0000 141,802.51 06/30/2010 86X4104 8604 09/30/2010 02007 5.090000400 500,000.0000 19,087.50 06/30/2010 ------------------------ ---------------------- 10,100,000.0000 410,571.03 ======================== ====================== 10,100,000.0000 410,571.03 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00