Report           Interest Rate
    Account Number             Security Number (Full)                         Shares/Par    Accrued Income Gross  Request Date     Floating/Variable
    -------------------------  -------------------------------  ------------------------  ----------------------  ---------------  -------------------------
SWIPS SUB-COHORT                                    
    89X4576                    8976SWIPS 09/30/2040 02011                11,761,614.5700              235,232.29  05/31/2016             3.000000000000     
                                                                ------------------------  ----------------------
                                                                         11,761,614.5700              235,232.29
                                                                ========================  ======================
                                                                         11,761,614.5700              235,232.29
============================================================================================================================
							TRANSACTIONS
============================================================================================================================                                                                                                                   
    Security Number (Full)           Effective Date   Tran Code                  Shares/Par                  Income  Memo Number
    -------------------------------  ---------------  -----------  ------------------------  ----------------------  -------------
                                                                   ========================  ======================
                                                                                     0.0000                    0.00