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                1,176.67  01/31/2011     
    86X4104                    8604      09/30/2011 01996               6.699999600              125,000.0000                2,791.67  01/31/2011     
    86X4104                    8604      09/30/2015 01996               6.699999600               30,000.0000                  670.00  01/31/2011     
    86X4104                    8604      09/30/2011 01997               6.379999200              175,000.0000                3,721.67  01/31/2011     
    86X4104                    8604      09/30/2015 01998               5.929999200               50,000.0000                  988.33  01/31/2011     
    86X4104                    8604      09/30/2015 01999               6.040000800              195,000.0000                3,926.00  01/31/2011     
    86X4104                    8604      09/30/2011 02000               6.239998800              100,000.0000                2,080.00  01/31/2011     
    86X4104                    8604      09/30/2015 02000               6.239998800              175,000.0000                3,640.00  01/31/2011     
    86X4104                    8604      09/30/2011 02001               6.310000800              300,000.0000                6,310.00  01/31/2011     
    86X4104                    8604      09/30/2015 02003               5.609998800              300,000.0000                5,610.00  01/31/2011     
    86X4104                    8604      09/30/2011 02004               4.910000400              750,000.0000               12,275.00  01/31/2011     
    86X4104                    8604      09/30/2015 02005               5.370001200            3,200,000.0000               57,280.01  01/31/2011     
    86X4104                    8604      09/30/2011 02006               5.180000400            3,650,000.0000               63,023.34  01/31/2011     
    86X4104                    8604      09/30/2015 02006               5.180000400              500,000.0000                8,633.33  01/31/2011     
    86X4104                    8604      09/30/2015 02007               5.090000400              500,000.0000                8,483.33  01/31/2011     
                                                                                     ------------------------  ----------------------
                                                                                              10,100,000.0000              180,609.35
                                                                                     ========================  ======================
                                                                                              10,100,000.0000              180,609.35
============================================================================================================================
							TRANSACTIONS
============================================================================================================================                                                                                                                   
    Security Number (Full)           Effective Date   Tran Code                  Shares/Par                  Income  Memo Number
    -------------------------------  ---------------  -----------  ------------------------  ----------------------  -------------
                                                                   ========================  ======================
                                                                                     0.0000                    0.00