Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2030 01992 6.889999680 14,596,410.0000 251,423.16 12/31/2015 12X4226 1226301 09/30/2031 01992 6.889999680 50,000,000.0000 861,250.00 12/31/2015 12X4226 1226301 09/30/2034 01992 6.889999680 50,000.0000 861.25 12/31/2015 12X4226 1226301 09/30/2039 01992 6.889999680 5,402,000.0000 93,049.45 12/31/2015 12X4226 1226301 09/30/2040 01992 6.889999680 6,857,000.0000 118,111.82 12/31/2015 12X4226 1226301 09/30/2041 01992 6.889999680 2,268,000.0000 39,066.30 12/31/2015 12X4226 1226301 09/30/2042 01992 6.889999680 33,745,000.0000 581,257.62 12/31/2015 12X4226 1226301 09/30/2046 01992 6.889999680 745,000.0000 12,832.62 12/31/2015 12X4226 1226301 09/30/2047 01992 6.889999680 3,213,000.0000 55,343.92 12/31/2015 12X4226 1226301 09/30/2048 01992 6.889999680 4,366,000.0000 75,204.35 12/31/2015 12X4226 1226301 09/30/2049 01992 6.889999680 5,404,000.0000 93,083.90 12/31/2015 12X4226 1226301 09/30/2032 01993 6.959999880 30,400,000.0000 528,960.00 12/31/2015 12X4226 1226301 09/30/2033 01993 6.959999880 8,000,000.0000 139,200.00 12/31/2015 12X4226 1226301 09/30/2034 01993 6.959999880 15,000,000.0000 261,000.00 12/31/2015 12X4226 1226301 09/30/2036 01993 6.959999880 18,000,000.0000 313,200.00 12/31/2015 12X4226 1226301 09/30/2039 01993 6.959999880 13,150,000.0000 228,810.00 12/31/2015 12X4226 1226301 09/30/2040 01993 6.959999880 8,952,000.0000 155,764.80 12/31/2015 12X4226 1226301 09/30/2041 01993 6.959999880 6,679,000.0000 116,214.60 12/31/2015 12X4226 1226301 09/30/2042 01993 6.959999880 37,590,000.0000 654,066.00 12/31/2015 12X4226 1226301 09/30/2043 01993 6.959999880 6,100,000.0000 106,140.00 12/31/2015 12X4226 1226301 09/30/2044 01993 6.959999880 77,000.0000 1,339.80 12/31/2015 12X4226 1226301 09/30/2046 01993 6.959999880 2,485,000.0000 43,239.00 12/31/2015 12X4226 1226301 09/30/2047 01993 6.959999880 4,445,000.0000 77,343.00 12/31/2015 12X4226 1226301 09/30/2048 01993 6.959999880 9,102,000.0000 158,374.80 12/31/2015 12X4226 1226301 09/30/2049 01993 6.959999880 4,234,000.0000 73,671.60 12/31/2015 12X4226 1226301 09/30/2032 01994 6.709999680 62,850,526.0000 1,054,317.57 12/31/2015 12X4226 1226301 09/30/2033 01994 6.709999680 30,000,000.0000 503,250.00 12/31/2015 12X4226 1226301 09/30/2036 01994 6.709999680 5,000,000.0000 83,875.00 12/31/2015 12X4226 1226301 09/30/2038 01994 6.709999680 13,000,000.0000 218,075.00 12/31/2015 12X4226 1226301 09/30/2039 01994 6.709999680 9,250,000.0000 155,168.75 12/31/2015 12X4226 1226301 09/30/2040 01994 6.709999680 12,875,000.0000 215,978.12 12/31/2015 12X4226 1226301 09/30/2041 01994 6.709999680 4,965,000.0000 83,287.87 12/31/2015 12X4226 1226301 09/30/2042 01994 6.709999680 42,549,000.0000 713,759.47 12/31/2015 12X4226 1226301 09/30/2043 01994 6.709999680 7,700,000.0000 129,167.50 12/31/2015 12X4226 1226301 09/30/2044 01994 6.709999680 85,000.0000 1,425.87 12/31/2015 12X4226 1226301 09/30/2046 01994 6.709999680 22,000.0000 369.05 12/31/2015 12X4226 1226301 09/30/2047 01994 6.709999680 4,154,000.0000 69,683.35 12/31/2015 12X4226 1226301 09/30/2048 01994 6.709999680 4,753,000.0000 79,731.57 12/31/2015 12X4226 1226301 09/30/2049 01994 6.709999680 13,226,000.0000 221,866.15 12/31/2015 12X4226 1226301 09/30/2033 01995 6.559999920 120,400,000.0000 1,974,560.00 12/31/2015 12X4226 1226301 09/30/2036 01995 6.559999920 22,000,000.0000 360,800.00 12/31/2015 12X4226 1226301 09/30/2038 01995 6.559999920 5,000,000.0000 82,000.00 12/31/2015 12X4226 1226301 09/30/2039 01995 6.559999920 12,200,000.0000 200,080.00 12/31/2015 12X4226 1226301 09/30/2040 01995 6.559999920 7,743,000.0000 126,985.20 12/31/2015 12X4226 1226301 09/30/2041 01995 6.559999920 7,309,000.0000 119,867.60 12/31/2015 12X4226 1226301 09/30/2042 01995 6.559999920 45,778,000.0000 750,759.20 12/31/2015 12X4226 1226301 09/30/2043 01995 6.559999920 3,700,000.0000 60,680.00 12/31/2015 12X4226 1226301 09/30/2044 01995 6.559999920 112,000.0000 1,836.80 12/31/2015 12X4226 1226301 09/30/2045 01995 6.559999920 8,000,000.0000 131,200.00 12/31/2015 12X4226 1226301 09/30/2046 01995 6.559999920 1,507,000.0000 24,714.80 12/31/2015 12X4226 1226301 09/30/2047 01995 6.559999920 4,794,000.0000 78,621.60 12/31/2015 12X4226 1226301 09/30/2048 01995 6.559999920 8,238,000.0000 135,103.20 12/31/2015 12X4226 1226301 09/30/2049 01995 6.559999920 15,086,000.0000 247,410.40 12/31/2015 12X4226 1226301 09/30/2033 01996 6.259999680 68,945,771.0000 1,079,001.32 12/31/2015 12X4226 1226301 09/30/2034 01996 6.259999680 29,000,000.0000 453,850.00 12/31/2015 12X4226 1226301 09/30/2036 01996 6.259999680 23,000,000.0000 359,950.00 12/31/2015 12X4226 1226301 09/30/2038 01996 6.259999680 1,000,000.0000 15,650.00 12/31/2015 12X4226 1226301 09/30/2039 01996 6.259999680 7,600,000.0000 118,940.00 12/31/2015 12X4226 1226301 09/30/2040 01996 6.259999680 44,441,000.0000 695,501.65 12/31/2015 12X4226 1226301 09/30/2041 01996 6.259999680 5,189,000.0000 81,207.85 12/31/2015 12X4226 1226301 09/30/2042 01996 6.259999680 30,500,000.0000 477,325.00 12/31/2015 12X4226 1226301 09/30/2043 01996 6.259999680 3,652,000.0000 57,153.80 12/31/2015 12X4226 1226301 09/30/2044 01996 6.259999680 28,000.0000 438.20 12/31/2015 12X4226 1226301 09/30/2045 01996 6.259999680 7,718,000.0000 120,786.70 12/31/2015 12X4226 1226301 09/30/2046 01996 6.259999680 1,188,000.0000 18,592.20 12/31/2015 12X4226 1226301 09/30/2047 01996 6.259999680 2,586,000.0000 40,470.90 12/31/2015 12X4226 1226301 09/30/2048 01996 6.259999680 3,640,000.0000 56,966.00 12/31/2015 12X4226 1226301 09/30/2049 01996 6.259999680 12,790,000.0000 200,163.50 12/31/2015 12X4226 1226301 09/30/2034 01997 6.030000000 31,683,479.0000 477,628.45 12/31/2015 12X4226 1226301 09/30/2036 01997 6.030000000 68,000,000.0000 1,025,100.00 12/31/2015 12X4226 1226301 09/30/2038 01997 6.030000000 12,000,000.0000 180,900.00 12/31/2015 12X4226 1226301 09/30/2039 01997 6.030000000 14,200,000.0000 214,065.00 12/31/2015 12X4226 1226301 09/30/2040 01997 6.030000000 136,035,000.0000 2,050,727.63 12/31/2015 12X4226 1226301 09/30/2041 01997 6.030000000 4,913,000.0000 74,063.48 12/31/2015 12X4226 1226301 09/30/2042 01997 6.030000000 47,484,000.0000 715,821.30 12/31/2015 12X4226 1226301 09/30/2043 01997 6.030000000 5,100,000.0000 76,882.50 12/31/2015 12X4226 1226301 09/30/2044 01997 6.030000000 2,087,000.0000 31,461.53 12/31/2015 12X4226 1226301 09/30/2045 01997 6.030000000 129,000.0000 1,944.68 12/31/2015 12X4226 1226301 09/30/2047 01997 6.030000000 4,558,000.0000 68,711.85 12/31/2015 12X4226 1226301 09/30/2048 01997 6.030000000 7,352,000.0000 110,831.40 12/31/2015 12X4226 1226301 09/30/2049 01997 6.030000000 15,792,000.0000 238,064.40 12/31/2015 12X4226 1226301 09/30/2036 01998 5.889999960 125,886,000.0000 1,853,671.35 12/31/2015 12X4226 1226301 09/30/2037 01998 5.889999960 18,750,000.0000 276,093.75 12/31/2015 12X4226 1226301 09/30/2038 01998 5.889999960 28,000,000.0000 412,300.00 12/31/2015 12X4226 1226301 09/30/2039 01998 5.889999960 25,500,000.0000 375,487.50 12/31/2015 12X4226 1226301 09/30/2040 01998 5.889999960 53,052,970.0000 781,204.98 12/31/2015 12X4226 1226301 09/30/2041 01998 5.889999960 10,475,000.0000 154,244.37 12/31/2015 12X4226 1226301 09/30/2042 01998 5.889999960 42,229,000.0000 621,822.02 12/31/2015 12X4226 1226301 09/30/2043 01998 5.889999960 19,113,000.0000 281,438.92 12/31/2015 12X4226 1226301 09/30/2044 01998 5.889999960 3,659,000.0000 53,878.77 12/31/2015 12X4226 1226301 09/30/2045 01998 5.889999960 29,000.0000 427.02 12/31/2015 12X4226 1226301 09/30/2046 01998 5.889999960 1,358,000.0000 19,996.55 12/31/2015 12X4226 1226301 09/30/2047 01998 5.889999960 2,927,000.0000 43,100.07 12/31/2015 12X4226 1226301 09/30/2048 01998 5.889999960 7,798,000.0000 114,825.55 12/31/2015 12X4226 1226301 09/30/2049 01998 5.889999960 13,973,000.0000 205,752.42 12/31/2015 12X4226 1226301 09/30/2022 01999 5.659999920 5,776,000.0000 81,730.40 12/31/2015 12X4226 1226301 09/30/2036 01999 5.659999920 84,429,194.0000 1,194,673.10 12/31/2015 12X4226 1226301 09/30/2037 01999 5.659999920 31,250,000.0000 442,187.50 12/31/2015 12X4226 1226301 09/30/2038 01999 5.659999920 58,000,000.0000 820,700.00 12/31/2015 12X4226 1226301 09/30/2039 01999 5.659999920 44,200,000.0000 625,430.00 12/31/2015 12X4226 1226301 09/30/2040 01999 5.659999920 24,227,000.0000 342,812.05 12/31/2015 12X4226 1226301 09/30/2041 01999 5.659999920 9,980,000.0000 141,217.00 12/31/2015 12X4226 1226301 09/30/2042 01999 5.659999920 48,054,000.0000 679,964.10 12/31/2015 12X4226 1226301 09/30/2043 01999 5.659999920 7,741,000.0000 109,535.15 12/31/2015 12X4226 1226301 09/30/2044 01999 5.659999920 11,319,000.0000 160,163.85 12/31/2015 12X4226 1226301 09/30/2045 01999 5.659999920 8,721,000.0000 123,402.15 12/31/2015 12X4226 1226301 09/30/2046 01999 5.659999920 40,000.0000 566.00 12/31/2015 12X4226 1226301 09/30/2047 01999 5.659999920 367,000.0000 5,193.05 12/31/2015 12X4226 1226301 09/30/2048 01999 5.659999920 6,566,000.0000 92,908.90 12/31/2015 12X4226 1226301 09/30/2049 01999 5.659999920 22,191,000.0000 314,002.65 12/31/2015 12X4226 1226301 09/30/2037 02000 5.419999800 34,650,000.0000 469,507.50 12/31/2015 12X4226 1226301 09/30/2038 02000 5.419999800 111,000,000.0000 1,504,050.00 12/31/2015 12X4226 1226301 09/30/2039 02000 5.419999800 91,700,000.0000 1,242,535.00 12/31/2015 12X4226 1226301 09/30/2040 02000 5.419999800 36,113,000.0000 489,331.15 12/31/2015 12X4226 1226301 09/30/2041 02000 5.419999800 25,985,000.0000 352,096.75 12/31/2015 12X4226 1226301 09/30/2042 02000 5.419999800 79,191,000.0000 1,073,038.05 12/31/2015 12X4226 1226301 09/30/2043 02000 5.419999800 15,114,000.0000 204,794.70 12/31/2015 12X4226 1226301 09/30/2044 02000 5.419999800 706,000.0000 9,566.30 12/31/2015 12X4226 1226301 09/30/2045 02000 5.419999800 10,523,000.0000 142,586.65 12/31/2015 12X4226 1226301 09/30/2046 02000 5.419999800 7,923,000.0000 107,356.65 12/31/2015 12X4226 1226301 09/30/2047 02000 5.419999800 2,544,000.0000 34,471.20 12/31/2015 12X4226 1226301 09/30/2048 02000 5.419999800 4,099,000.0000 55,541.45 12/31/2015 12X4226 1226301 09/30/2049 02000 5.419999800 14,411,000.0000 195,269.05 12/31/2015 12X4226 1226301 09/30/2038 02001 4.999999680 35,288,281.0000 441,103.51 12/31/2015 12X4226 1226301 09/30/2039 02001 4.999999680 163,000,000.0000 2,037,500.00 12/31/2015 12X4226 1226301 09/30/2040 02001 4.999999680 87,344,600.0000 1,091,807.50 12/31/2015 12X4226 1226301 09/30/2041 02001 4.999999680 48,088,000.0000 601,100.00 12/31/2015 12X4226 1226301 09/30/2042 02001 4.999999680 58,527,000.0000 731,587.50 12/31/2015 12X4226 1226301 09/30/2043 02001 4.999999680 20,095,000.0000 251,187.50 12/31/2015 12X4226 1226301 09/30/2044 02001 4.999999680 3,679,000.0000 45,987.50 12/31/2015 12X4226 1226301 09/30/2045 02001 4.999999680 3,519,000.0000 43,987.50 12/31/2015 12X4226 1226301 09/30/2046 02001 4.999999680 18,413,000.0000 230,162.50 12/31/2015 12X4226 1226301 09/30/2047 02001 4.999999680 1,435,000.0000 17,937.50 12/31/2015 12X4226 1226301 09/30/2048 02001 4.999999680 4,098,000.0000 51,225.00 12/31/2015 12X4226 1226301 09/30/2049 02001 4.999999680 6,938,000.0000 86,725.00 12/31/2015 12X4226 1226301 09/30/2039 02002 4.839999840 79,197,589.0000 958,290.83 12/31/2015 12X4226 1226301 09/30/2040 02002 4.839999840 236,472,000.0000 2,861,311.20 12/31/2015 12X4226 1226301 09/30/2041 02002 4.839999840 101,381,000.0000 1,226,710.10 12/31/2015 12X4226 1226301 09/30/2042 02002 4.839999840 177,538,000.0000 2,148,209.80 12/31/2015 12X4226 1226301 09/30/2043 02002 4.839999840 42,528,000.0000 514,588.80 12/31/2015 12X4226 1226301 09/30/2044 02002 4.839999840 26,118,000.0000 316,027.80 12/31/2015 12X4226 1226301 09/30/2045 02002 4.839999840 36,708,000.0000 444,166.80 12/31/2015 12X4226 1226301 09/30/2046 02002 4.839999840 4,502,000.0000 54,474.20 12/31/2015 12X4226 1226301 09/30/2047 02002 4.839999840 8,741,000.0000 105,766.10 12/31/2015 12X4226 1226301 09/30/2048 02002 4.839999840 3,169,000.0000 38,344.90 12/31/2015 12X4226 1226301 09/30/2049 02002 4.839999840 12,587,000.0000 152,302.70 12/31/2015 12X4226 1226301 09/30/2040 02003 4.759999920 111,739,524.0000 1,329,700.34 12/31/2015 12X4226 1226301 09/30/2041 02003 4.759999920 118,980,000.0000 1,415,862.00 12/31/2015 12X4226 1226301 09/30/2042 02003 4.759999920 123,287,000.0000 1,467,115.30 12/31/2015 12X4226 1226301 09/30/2043 02003 4.759999920 97,576,000.0000 1,161,154.40 12/31/2015 12X4226 1226301 09/30/2044 02003 4.759999920 17,934,000.0000 213,414.60 12/31/2015 12X4226 1226301 09/30/2045 02003 4.759999920 32,073,000.0000 381,668.70 12/31/2015 12X4226 1226301 09/30/2046 02003 4.759999920 4,610,000.0000 54,859.00 12/31/2015 12X4226 1226301 09/30/2047 02003 4.759999920 4,521,000.0000 53,799.90 12/31/2015 12X4226 1226301 09/30/2048 02003 4.759999920 3,236,000.0000 38,508.40 12/31/2015 12X4226 1226301 09/30/2049 02003 4.759999920 600,000.0000 7,140.00 12/31/2015 12X4226 1226301 09/30/2050 02003 4.759999920 444,000.0000 5,283.60 12/31/2015 12X4226 1226301 09/30/2041 02004 4.689999720 124,453,548.0000 1,459,217.85 12/31/2015 12X4226 1226301 09/30/2042 02004 4.689999720 233,961,000.0000 2,743,192.72 12/31/2015 12X4226 1226301 09/30/2043 02004 4.689999720 112,982,000.0000 1,324,713.95 12/31/2015 12X4226 1226301 09/30/2044 02004 4.689999720 53,536,000.0000 627,709.60 12/31/2015 12X4226 1226301 09/30/2045 02004 4.689999720 14,227,000.0000 166,811.57 12/31/2015 12X4226 1226301 09/30/2046 02004 4.689999720 16,508,000.0000 193,556.30 12/31/2015 12X4226 1226301 09/30/2047 02004 4.689999720 10,433,000.0000 122,326.92 12/31/2015 12X4226 1226301 09/30/2048 02004 4.689999720 4,490,000.0000 52,645.25 12/31/2015 12X4226 1226301 09/30/2049 02004 4.689999720 10,863,000.0000 127,368.67 12/31/2015 12X4226 1226301 09/30/2042 02005 4.519999800 156,469,153.0000 1,768,101.43 12/31/2015 12X4226 1226301 09/30/2043 02005 4.519999800 176,866,000.0000 1,998,585.80 12/31/2015 12X4226 1226301 09/30/2044 02005 4.519999800 95,770,000.0000 1,082,201.00 12/31/2015 12X4226 1226301 09/30/2045 02005 4.519999800 104,436,000.0000 1,180,126.80 12/31/2015 12X4226 1226301 09/30/2046 02005 4.519999800 65,126,000.0000 735,923.80 12/31/2015 12X4226 1226301 09/30/2047 02005 4.519999800 25,193,000.0000 284,680.90 12/31/2015 12X4226 1226301 09/30/2048 02005 4.519999800 24,742,000.0000 279,584.60 12/31/2015 12X4226 1226301 09/30/2049 02005 4.519999800 20,124,000.0000 227,401.20 12/31/2015 12X4226 1226301 09/30/2050 02005 4.519999800 97,000.0000 1,096.10 12/31/2015 12X4226 1226301 09/30/2042 02006 4.339999800 14,255,750.0000 154,674.89 12/31/2015 12X4226 1226301 09/30/2043 02006 4.339999800 290,126,000.0000 3,147,867.10 12/31/2015 12X4226 1226301 09/30/2044 02006 4.339999800 182,138,000.0000 1,976,197.30 12/31/2015 12X4226 1226301 09/30/2045 02006 4.339999800 112,058,000.0000 1,215,829.30 12/31/2015 12X4226 1226301 09/30/2046 02006 4.339999800 86,045,000.0000 933,588.25 12/31/2015 12X4226 1226301 09/30/2047 02006 4.339999800 63,962,000.0000 693,987.70 12/31/2015 12X4226 1226301 09/30/2048 02006 4.339999800 25,708,000.0000 278,931.80 12/31/2015 12X4226 1226301 09/30/2049 02006 4.339999800 8,059,000.0000 87,440.15 12/31/2015 12X4226 1226301 09/30/2050 02006 4.339999800 2,136,000.0000 23,175.60 12/31/2015 12X4226 1226301 09/30/2051 02006 4.339999800 102,000.0000 1,106.70 12/31/2015 12X4226 1226301 09/30/2043 02007 3.929999760 20,522,882.0000 201,637.32 12/31/2015 12X4226 1226301 09/30/2044 02007 3.929999760 227,809,000.0000 2,238,223.42 12/31/2015 12X4226 1226301 09/30/2045 02007 3.929999760 197,431,000.0000 1,939,759.57 12/31/2015 12X4226 1226301 09/30/2046 02007 3.929999760 167,157,000.0000 1,642,317.52 12/31/2015 12X4226 1226301 09/30/2047 02007 3.929999760 82,700,000.0000 812,527.50 12/31/2015 12X4226 1226301 09/30/2048 02007 3.929999760 89,976,000.0000 884,014.20 12/31/2015 12X4226 1226301 09/30/2049 02007 3.929999760 9,060,000.0000 89,014.50 12/31/2015 12X4226 1226301 09/30/2050 02007 3.929999760 7,588,000.0000 74,552.10 12/31/2015 12X4226 1226301 09/30/2051 02007 3.929999760 409,000.0000 4,018.42 12/31/2015 12X4226 1226301 09/30/2045 02008 3.420000000 260,356,000.0000 2,226,043.80 12/31/2015 12X4226 1226301 09/30/2046 02008 3.420000000 246,347,000.0000 2,106,266.85 12/31/2015 12X4226 1226301 09/30/2047 02008 3.420000000 171,083,000.0000 1,462,759.65 12/31/2015 12X4226 1226301 09/30/2048 02008 3.420000000 173,188,000.0000 1,480,757.40 12/31/2015 12X4226 1226301 09/30/2049 02008 3.420000000 92,628,000.0000 791,969.40 12/31/2015 12X4226 1226301 09/30/2050 02008 3.420000000 6,790,000.0000 58,054.50 12/31/2015 12X4226 1226301 09/30/2051 02008 3.420000000 1,893,000.0000 16,185.15 12/31/2015 12X4226 1226301 09/30/2045 02009 3.309999840 69,272,409.0000 573,229.18 12/31/2015 12X4226 1226301 09/30/2046 02009 3.309999840 316,278,000.0000 2,617,200.45 12/31/2015 12X4226 1226301 09/30/2047 02009 3.309999840 289,781,000.0000 2,397,937.77 12/31/2015 12X4226 1226301 09/30/2048 02009 3.309999840 274,288,000.0000 2,269,733.20 12/31/2015 12X4226 1226301 09/30/2049 02009 3.309999840 149,025,000.0000 1,233,181.87 12/31/2015 12X4226 1226301 09/30/2050 02009 3.309999840 44,774,000.0000 370,504.85 12/31/2015 12X4226 1226301 09/30/2051 02009 3.309999840 2,272,000.0000 18,800.80 12/31/2015 12X4226 1226301 09/30/2046 02010 2.790000000 258,044,950.0000 1,799,863.53 12/31/2015 12X4226 1226301 09/30/2047 02010 2.790000000 532,002,000.0000 3,710,713.95 12/31/2015 12X4226 1226301 09/30/2048 02010 2.790000000 566,190,000.0000 3,949,175.25 12/31/2015 12X4226 1226301 09/30/2049 02010 2.790000000 295,942,000.0000 2,064,195.45 12/31/2015 12X4226 1226301 09/30/2050 02010 2.790000000 201,770,000.0000 1,407,345.75 12/31/2015 12X4226 1226301 09/30/2051 02010 2.790000000 9,234,000.0000 64,407.15 12/31/2015 12X4226 1226301 09/30/2047 02011 2.939999760 146,908,402.0000 1,079,776.75 12/31/2015 12X4226 1226301 09/30/2048 02011 2.939999760 254,395,000.0000 1,869,803.25 12/31/2015 12X4226 1226301 09/30/2049 02011 2.939999760 183,380,000.0000 1,347,843.00 12/31/2015 12X4226 1226301 09/30/2050 02011 2.939999760 140,190,000.0000 1,030,396.50 12/31/2015 12X4226 1226301 09/30/2051 02011 2.939999760 23,673,000.0000 173,996.54 12/31/2015 12X4226 1226301 09/30/2047 02012 3.060000000 8,175,000.0000 62,538.75 12/31/2015 12X4226 1226301 09/30/2048 02012 3.060000000 100,458,000.0000 768,503.70 12/31/2015 12X4226 1226301 09/30/2049 02012 3.060000000 175,747,000.0000 1,344,464.55 12/31/2015 12X4226 1226301 09/30/2050 02012 3.060000000 259,359,000.0000 1,984,096.35 12/31/2015 12X4226 1226301 09/30/2051 02012 3.060000000 44,850,000.0000 343,102.50 12/31/2015 12X4226 1226301 09/30/2048 02013 3.249999720 5,207,000.0000 42,306.87 12/31/2015 12X4226 1226301 09/30/2049 02013 3.249999720 85,943,000.0000 698,286.87 12/31/2015 12X4226 1226301 09/30/2050 02013 3.249999720 209,196,000.0000 1,699,717.50 12/31/2015 12X4226 1226301 09/30/2051 02013 3.249999720 69,881,000.0000 567,783.08 12/31/2015 12X4226 1226301 09/30/2049 02014 2.579999760 8,928,000.0000 57,585.60 12/31/2015 12X4226 1226301 09/30/2050 02014 2.579999760 104,377,000.0000 673,231.65 12/31/2015 12X4226 1226301 09/30/2051 02014 2.579999760 46,055,000.0000 297,054.72 12/31/2015 12X4226 1226301 09/30/2050 02015 3.479999760 54,908,000.0000 477,699.60 12/31/2015 12X4226 1226301 09/30/2051 02015 3.479999760 35,289,000.0000 307,014.28 12/31/2015 ------------------------ ---------------------- 12,953,302,438.0000 134,911,101.31 ======================== ====================== 12,953,302,438.0000 134,911,101.31 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00 ============================================================================================================================ TRANSACTIONS ============================================================================================================================