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                1,470.83  02/28/2011     
    86X4104                    8604      09/30/2011 01996               6.699999600              125,000.0000                3,489.58  02/28/2011     
    86X4104                    8604      09/30/2015 01996               6.699999600               30,000.0000                  837.50  02/28/2011     
    86X4104                    8604      09/30/2011 01997               6.379999200              175,000.0000                4,652.08  02/28/2011     
    86X4104                    8604      09/30/2015 01998               5.929999200               50,000.0000                1,235.42  02/28/2011     
    86X4104                    8604      09/30/2015 01999               6.040000800              195,000.0000                4,907.50  02/28/2011     
    86X4104                    8604      09/30/2011 02000               6.239998800              100,000.0000                2,600.00  02/28/2011     
    86X4104                    8604      09/30/2015 02000               6.239998800              175,000.0000                4,550.00  02/28/2011     
    86X4104                    8604      09/30/2011 02001               6.310000800              300,000.0000                7,887.50  02/28/2011     
    86X4104                    8604      09/30/2015 02003               5.609998800              300,000.0000                7,012.50  02/28/2011     
    86X4104                    8604      09/30/2011 02004               4.910000400              750,000.0000               15,343.75  02/28/2011     
    86X4104                    8604      09/30/2015 02005               5.370001200            3,200,000.0000               71,600.02  02/28/2011     
    86X4104                    8604      09/30/2011 02006               5.180000400            3,650,000.0000               78,779.17  02/28/2011     
    86X4104                    8604      09/30/2015 02006               5.180000400              500,000.0000               10,791.67  02/28/2011     
    86X4104                    8604      09/30/2015 02007               5.090000400              500,000.0000               10,604.17  02/28/2011     
                                                                                     ------------------------  ----------------------
                                                                                              10,100,000.0000              225,761.69
                                                                                     ========================  ======================
                                                                                              10,100,000.0000              225,761.69
============================================================================================================================
							TRANSACTIONS
============================================================================================================================                                                                                                                   
    Security Number (Full)           Effective Date   Tran Code                  Shares/Par                  Income  Memo Number
    -------------------------------  ---------------  -----------  ------------------------  ----------------------  -------------
                                                                   ========================  ======================
                                                                                     0.0000                    0.00