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 90,262,925.2200 875,550.01 01/31/2014 ------------------------ ---------------------- 90,262,925.2200 875,550.01 I95 SUB-COHORT 69X4348 6948I95 09/30/2048 02012 2.769998400 86,361,432.8700 797,403.44 01/31/2014 ------------------------ ---------------------- 86,361,432.8700 797,403.44 ======================== ====================== 176,624,358.0900 1,672,953.45 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00