Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- ORANGE SUB-COHORT 69X4348 6948ORANG 09/30/2047 02013 2.909998800 95,240,425.2200 1,847,663.49 05/31/2014 ------------------------ ---------------------- 95,240,425.2200 1,847,663.49 I95 SUB-COHORT 69X4348 6948I95 09/30/2048 02012 2.769998400 146,925,786.4500 2,713,227.96 05/31/2014 ------------------------ ---------------------- 146,925,786.4500 2,713,227.96 ======================== ====================== 242,166,211.6700 4,560,891.45 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00