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 4,977,500.0000 108,633.89 06/30/2013 ------------------------ ---------------------- 4,977,500.0000 108,633.89 ======================== ====================== 4,977,500.0000 108,633.89 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00