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 101,183,118.3200 736,106.88 12/31/2014 ------------------------ ---------------------- 101,183,118.3200 736,106.88 I95 SUB-COHORT 69X4348 6948I95 09/30/2048 02012 2.769998400 261,637,489.4300 1,811,838.57 12/31/2014 ------------------------ ---------------------- 261,637,489.4300 1,811,838.57 ======================== ====================== 362,820,607.7500 2,547,945.45 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00