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 1,962,951.69 05/31/2015 ------------------------ ---------------------- 101,183,118.3200 1,962,951.69 I95 SUB-COHORT 69X4348 6948I95 09/30/2048 02012 2.769998400 269,522,666.0300 4,977,182.36 05/31/2015 ------------------------ ---------------------- 269,522,666.0300 4,977,182.36 ======================== ====================== 370,705,784.3500 6,940,134.05 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00