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 419,038.60 02/29/2016 12X4226 1226301 09/30/2031 01992 6.889999680 50,000,000.0000 1,435,416.67 02/29/2016 12X4226 1226301 09/30/2034 01992 6.889999680 50,000.0000 1,435.42 02/29/2016 12X4226 1226301 09/30/2039 01992 6.889999680 5,402,000.0000 155,082.42 02/29/2016 12X4226 1226301 09/30/2040 01992 6.889999680 6,857,000.0000 196,853.04 02/29/2016 12X4226 1226301 09/30/2041 01992 6.889999680 2,268,000.0000 65,110.50 02/29/2016 12X4226 1226301 09/30/2042 01992 6.889999680 33,745,000.0000 968,762.71 02/29/2016 12X4226 1226301 09/30/2046 01992 6.889999680 745,000.0000 21,387.71 02/29/2016 12X4226 1226301 09/30/2047 01992 6.889999680 3,213,000.0000 92,239.87 02/29/2016 12X4226 1226301 09/30/2048 01992 6.889999680 4,366,000.0000 125,340.58 02/29/2016 12X4226 1226301 09/30/2049 01992 6.889999680 5,404,000.0000 155,139.83 02/29/2016 12X4226 1226301 09/30/2032 01993 6.959999880 30,400,000.0000 881,600.00 02/29/2016 12X4226 1226301 09/30/2033 01993 6.959999880 8,000,000.0000 232,000.00 02/29/2016 12X4226 1226301 09/30/2034 01993 6.959999880 15,000,000.0000 435,000.00 02/29/2016 12X4226 1226301 09/30/2036 01993 6.959999880 18,000,000.0000 522,000.00 02/29/2016 12X4226 1226301 09/30/2039 01993 6.959999880 13,150,000.0000 381,350.00 02/29/2016 12X4226 1226301 09/30/2040 01993 6.959999880 8,952,000.0000 259,608.00 02/29/2016 12X4226 1226301 09/30/2041 01993 6.959999880 6,679,000.0000 193,691.00 02/29/2016 12X4226 1226301 09/30/2042 01993 6.959999880 37,590,000.0000 1,090,110.00 02/29/2016 12X4226 1226301 09/30/2043 01993 6.959999880 6,100,000.0000 176,900.00 02/29/2016 12X4226 1226301 09/30/2044 01993 6.959999880 77,000.0000 2,233.00 02/29/2016 12X4226 1226301 09/30/2046 01993 6.959999880 2,485,000.0000 72,065.00 02/29/2016 12X4226 1226301 09/30/2047 01993 6.959999880 4,445,000.0000 128,905.00 02/29/2016 12X4226 1226301 09/30/2048 01993 6.959999880 9,102,000.0000 263,958.00 02/29/2016 12X4226 1226301 09/30/2049 01993 6.959999880 4,234,000.0000 122,786.00 02/29/2016 12X4226 1226301 09/30/2032 01994 6.709999680 62,850,526.0000 1,757,195.96 02/29/2016 12X4226 1226301 09/30/2033 01994 6.709999680 30,000,000.0000 838,750.00 02/29/2016 12X4226 1226301 09/30/2036 01994 6.709999680 5,000,000.0000 139,791.67 02/29/2016 12X4226 1226301 09/30/2038 01994 6.709999680 13,000,000.0000 363,458.33 02/29/2016 12X4226 1226301 09/30/2039 01994 6.709999680 9,250,000.0000 258,614.58 02/29/2016 12X4226 1226301 09/30/2040 01994 6.709999680 12,875,000.0000 359,963.54 02/29/2016 12X4226 1226301 09/30/2041 01994 6.709999680 4,965,000.0000 138,813.12 02/29/2016 12X4226 1226301 09/30/2042 01994 6.709999680 42,549,000.0000 1,189,599.12 02/29/2016 12X4226 1226301 09/30/2043 01994 6.709999680 7,700,000.0000 215,279.17 02/29/2016 12X4226 1226301 09/30/2044 01994 6.709999680 85,000.0000 2,376.46 02/29/2016 12X4226 1226301 09/30/2046 01994 6.709999680 22,000.0000 615.08 02/29/2016 12X4226 1226301 09/30/2047 01994 6.709999680 4,154,000.0000 116,138.92 02/29/2016 12X4226 1226301 09/30/2048 01994 6.709999680 4,753,000.0000 132,885.96 02/29/2016 12X4226 1226301 09/30/2049 01994 6.709999680 13,226,000.0000 369,776.92 02/29/2016 12X4226 1226301 09/30/2033 01995 6.559999920 120,400,000.0000 3,290,933.33 02/29/2016 12X4226 1226301 09/30/2036 01995 6.559999920 22,000,000.0000 601,333.33 02/29/2016 12X4226 1226301 09/30/2038 01995 6.559999920 5,000,000.0000 136,666.67 02/29/2016 12X4226 1226301 09/30/2039 01995 6.559999920 12,200,000.0000 333,466.67 02/29/2016 12X4226 1226301 09/30/2040 01995 6.559999920 7,743,000.0000 211,642.00 02/29/2016 12X4226 1226301 09/30/2041 01995 6.559999920 7,309,000.0000 199,779.33 02/29/2016 12X4226 1226301 09/30/2042 01995 6.559999920 45,778,000.0000 1,251,265.33 02/29/2016 12X4226 1226301 09/30/2043 01995 6.559999920 3,700,000.0000 101,133.33 02/29/2016 12X4226 1226301 09/30/2044 01995 6.559999920 112,000.0000 3,061.33 02/29/2016 12X4226 1226301 09/30/2045 01995 6.559999920 8,000,000.0000 218,666.67 02/29/2016 12X4226 1226301 09/30/2046 01995 6.559999920 1,507,000.0000 41,191.33 02/29/2016 12X4226 1226301 09/30/2047 01995 6.559999920 4,794,000.0000 131,036.00 02/29/2016 12X4226 1226301 09/30/2048 01995 6.559999920 8,238,000.0000 225,172.00 02/29/2016 12X4226 1226301 09/30/2049 01995 6.559999920 15,086,000.0000 412,350.67 02/29/2016 12X4226 1226301 09/30/2033 01996 6.259999680 68,945,771.0000 1,798,335.53 02/29/2016 12X4226 1226301 09/30/2034 01996 6.259999680 29,000,000.0000 756,416.67 02/29/2016 12X4226 1226301 09/30/2036 01996 6.259999680 23,000,000.0000 599,916.67 02/29/2016 12X4226 1226301 09/30/2038 01996 6.259999680 1,000,000.0000 26,083.33 02/29/2016 12X4226 1226301 09/30/2039 01996 6.259999680 7,600,000.0000 198,233.33 02/29/2016 12X4226 1226301 09/30/2040 01996 6.259999680 44,441,000.0000 1,159,169.42 02/29/2016 12X4226 1226301 09/30/2041 01996 6.259999680 5,189,000.0000 135,346.42 02/29/2016 12X4226 1226301 09/30/2042 01996 6.259999680 30,500,000.0000 795,541.67 02/29/2016 12X4226 1226301 09/30/2043 01996 6.259999680 3,652,000.0000 95,256.33 02/29/2016 12X4226 1226301 09/30/2044 01996 6.259999680 28,000.0000 730.33 02/29/2016 12X4226 1226301 09/30/2045 01996 6.259999680 7,718,000.0000 201,311.17 02/29/2016 12X4226 1226301 09/30/2046 01996 6.259999680 1,188,000.0000 30,987.00 02/29/2016 12X4226 1226301 09/30/2047 01996 6.259999680 2,586,000.0000 67,451.50 02/29/2016 12X4226 1226301 09/30/2048 01996 6.259999680 3,640,000.0000 94,943.33 02/29/2016 12X4226 1226301 09/30/2049 01996 6.259999680 12,790,000.0000 333,605.83 02/29/2016 12X4226 1226301 09/30/2034 01997 6.030000000 31,683,479.0000 796,047.41 02/29/2016 12X4226 1226301 09/30/2036 01997 6.030000000 68,000,000.0000 1,708,500.00 02/29/2016 12X4226 1226301 09/30/2038 01997 6.030000000 12,000,000.0000 301,500.00 02/29/2016 12X4226 1226301 09/30/2039 01997 6.030000000 14,200,000.0000 356,775.00 02/29/2016 12X4226 1226301 09/30/2040 01997 6.030000000 136,035,000.0000 3,417,879.38 02/29/2016 12X4226 1226301 09/30/2041 01997 6.030000000 4,913,000.0000 123,439.13 02/29/2016 12X4226 1226301 09/30/2042 01997 6.030000000 47,484,000.0000 1,193,035.50 02/29/2016 12X4226 1226301 09/30/2043 01997 6.030000000 5,100,000.0000 128,137.50 02/29/2016 12X4226 1226301 09/30/2044 01997 6.030000000 2,087,000.0000 52,435.88 02/29/2016 12X4226 1226301 09/30/2045 01997 6.030000000 129,000.0000 3,241.13 02/29/2016 12X4226 1226301 09/30/2047 01997 6.030000000 4,558,000.0000 114,519.75 02/29/2016 12X4226 1226301 09/30/2048 01997 6.030000000 7,352,000.0000 184,719.00 02/29/2016 12X4226 1226301 09/30/2049 01997 6.030000000 15,792,000.0000 396,774.00 02/29/2016 12X4226 1226301 09/30/2036 01998 5.889999960 125,886,000.0000 3,089,452.25 02/29/2016 12X4226 1226301 09/30/2037 01998 5.889999960 18,750,000.0000 460,156.25 02/29/2016 12X4226 1226301 09/30/2038 01998 5.889999960 28,000,000.0000 687,166.67 02/29/2016 12X4226 1226301 09/30/2039 01998 5.889999960 25,500,000.0000 625,812.50 02/29/2016 12X4226 1226301 09/30/2040 01998 5.889999960 53,052,970.0000 1,302,008.31 02/29/2016 12X4226 1226301 09/30/2041 01998 5.889999960 10,475,000.0000 257,073.96 02/29/2016 12X4226 1226301 09/30/2042 01998 5.889999960 42,229,000.0000 1,036,370.04 02/29/2016 12X4226 1226301 09/30/2043 01998 5.889999960 19,113,000.0000 469,064.87 02/29/2016 12X4226 1226301 09/30/2044 01998 5.889999960 3,659,000.0000 89,797.96 02/29/2016 12X4226 1226301 09/30/2045 01998 5.889999960 29,000.0000 711.71 02/29/2016 12X4226 1226301 09/30/2046 01998 5.889999960 1,358,000.0000 33,327.58 02/29/2016 12X4226 1226301 09/30/2047 01998 5.889999960 2,927,000.0000 71,833.46 02/29/2016 12X4226 1226301 09/30/2048 01998 5.889999960 7,798,000.0000 191,375.92 02/29/2016 12X4226 1226301 09/30/2049 01998 5.889999960 13,973,000.0000 342,920.71 02/29/2016 12X4226 1226301 09/30/2022 01999 5.659999920 5,776,000.0000 136,217.33 02/29/2016 12X4226 1226301 09/30/2036 01999 5.659999920 84,429,194.0000 1,991,121.83 02/29/2016 12X4226 1226301 09/30/2037 01999 5.659999920 31,250,000.0000 736,979.17 02/29/2016 12X4226 1226301 09/30/2038 01999 5.659999920 58,000,000.0000 1,367,833.33 02/29/2016 12X4226 1226301 09/30/2039 01999 5.659999920 44,200,000.0000 1,042,383.33 02/29/2016 12X4226 1226301 09/30/2040 01999 5.659999920 24,227,000.0000 571,353.42 02/29/2016 12X4226 1226301 09/30/2041 01999 5.659999920 9,980,000.0000 235,361.67 02/29/2016 12X4226 1226301 09/30/2042 01999 5.659999920 48,054,000.0000 1,133,273.50 02/29/2016 12X4226 1226301 09/30/2043 01999 5.659999920 7,741,000.0000 182,558.58 02/29/2016 12X4226 1226301 09/30/2044 01999 5.659999920 11,319,000.0000 266,939.75 02/29/2016 12X4226 1226301 09/30/2045 01999 5.659999920 8,721,000.0000 205,670.25 02/29/2016 12X4226 1226301 09/30/2046 01999 5.659999920 40,000.0000 943.33 02/29/2016 12X4226 1226301 09/30/2047 01999 5.659999920 367,000.0000 8,655.08 02/29/2016 12X4226 1226301 09/30/2048 01999 5.659999920 6,566,000.0000 154,848.17 02/29/2016 12X4226 1226301 09/30/2049 01999 5.659999920 22,191,000.0000 523,337.75 02/29/2016 12X4226 1226301 09/30/2037 02000 5.419999800 34,650,000.0000 782,512.50 02/29/2016 12X4226 1226301 09/30/2038 02000 5.419999800 111,000,000.0000 2,506,750.00 02/29/2016 12X4226 1226301 09/30/2039 02000 5.419999800 91,700,000.0000 2,070,891.67 02/29/2016 12X4226 1226301 09/30/2040 02000 5.419999800 36,113,000.0000 815,551.92 02/29/2016 12X4226 1226301 09/30/2041 02000 5.419999800 25,985,000.0000 586,827.92 02/29/2016 12X4226 1226301 09/30/2042 02000 5.419999800 79,191,000.0000 1,788,396.75 02/29/2016 12X4226 1226301 09/30/2043 02000 5.419999800 15,114,000.0000 341,324.50 02/29/2016 12X4226 1226301 09/30/2044 02000 5.419999800 706,000.0000 15,943.83 02/29/2016 12X4226 1226301 09/30/2045 02000 5.419999800 10,523,000.0000 237,644.42 02/29/2016 12X4226 1226301 09/30/2046 02000 5.419999800 7,923,000.0000 178,927.75 02/29/2016 12X4226 1226301 09/30/2047 02000 5.419999800 2,544,000.0000 57,452.00 02/29/2016 12X4226 1226301 09/30/2048 02000 5.419999800 4,099,000.0000 92,569.08 02/29/2016 12X4226 1226301 09/30/2049 02000 5.419999800 14,411,000.0000 325,448.42 02/29/2016 12X4226 1226301 09/30/2038 02001 4.999999680 35,288,281.0000 735,172.52 02/29/2016 12X4226 1226301 09/30/2039 02001 4.999999680 163,000,000.0000 3,395,833.33 02/29/2016 12X4226 1226301 09/30/2040 02001 4.999999680 87,344,600.0000 1,819,679.17 02/29/2016 12X4226 1226301 09/30/2041 02001 4.999999680 48,088,000.0000 1,001,833.33 02/29/2016 12X4226 1226301 09/30/2042 02001 4.999999680 58,527,000.0000 1,219,312.50 02/29/2016 12X4226 1226301 09/30/2043 02001 4.999999680 20,095,000.0000 418,645.83 02/29/2016 12X4226 1226301 09/30/2044 02001 4.999999680 3,679,000.0000 76,645.83 02/29/2016 12X4226 1226301 09/30/2045 02001 4.999999680 3,519,000.0000 73,312.50 02/29/2016 12X4226 1226301 09/30/2046 02001 4.999999680 18,413,000.0000 383,604.17 02/29/2016 12X4226 1226301 09/30/2047 02001 4.999999680 1,435,000.0000 29,895.83 02/29/2016 12X4226 1226301 09/30/2048 02001 4.999999680 4,098,000.0000 85,375.00 02/29/2016 12X4226 1226301 09/30/2049 02001 4.999999680 6,938,000.0000 144,541.67 02/29/2016 12X4226 1226301 09/30/2039 02002 4.839999840 79,197,589.0000 1,597,151.38 02/29/2016 12X4226 1226301 09/30/2040 02002 4.839999840 236,472,000.0000 4,768,852.00 02/29/2016 12X4226 1226301 09/30/2041 02002 4.839999840 101,381,000.0000 2,044,516.83 02/29/2016 12X4226 1226301 09/30/2042 02002 4.839999840 177,538,000.0000 3,580,349.67 02/29/2016 12X4226 1226301 09/30/2043 02002 4.839999840 42,528,000.0000 857,648.00 02/29/2016 12X4226 1226301 09/30/2044 02002 4.839999840 26,118,000.0000 526,713.00 02/29/2016 12X4226 1226301 09/30/2045 02002 4.839999840 36,708,000.0000 740,278.00 02/29/2016 12X4226 1226301 09/30/2046 02002 4.839999840 4,502,000.0000 90,790.33 02/29/2016 12X4226 1226301 09/30/2047 02002 4.839999840 8,741,000.0000 176,276.83 02/29/2016 12X4226 1226301 09/30/2048 02002 4.839999840 3,169,000.0000 63,908.17 02/29/2016 12X4226 1226301 09/30/2049 02002 4.839999840 12,587,000.0000 253,837.83 02/29/2016 12X4226 1226301 09/30/2040 02003 4.759999920 111,739,524.0000 2,216,167.23 02/29/2016 12X4226 1226301 09/30/2041 02003 4.759999920 118,980,000.0000 2,359,770.00 02/29/2016 12X4226 1226301 09/30/2042 02003 4.759999920 123,287,000.0000 2,445,192.17 02/29/2016 12X4226 1226301 09/30/2043 02003 4.759999920 97,576,000.0000 1,935,257.33 02/29/2016 12X4226 1226301 09/30/2044 02003 4.759999920 17,934,000.0000 355,691.00 02/29/2016 12X4226 1226301 09/30/2045 02003 4.759999920 32,073,000.0000 636,114.50 02/29/2016 12X4226 1226301 09/30/2046 02003 4.759999920 4,610,000.0000 91,431.67 02/29/2016 12X4226 1226301 09/30/2047 02003 4.759999920 4,521,000.0000 89,666.50 02/29/2016 12X4226 1226301 09/30/2048 02003 4.759999920 3,236,000.0000 64,180.67 02/29/2016 12X4226 1226301 09/30/2049 02003 4.759999920 600,000.0000 11,900.00 02/29/2016 12X4226 1226301 09/30/2050 02003 4.759999920 444,000.0000 8,806.00 02/29/2016 12X4226 1226301 09/30/2041 02004 4.689999720 124,453,548.0000 2,432,029.75 02/29/2016 12X4226 1226301 09/30/2042 02004 4.689999720 233,961,000.0000 4,571,987.87 02/29/2016 12X4226 1226301 09/30/2043 02004 4.689999720 112,982,000.0000 2,207,856.58 02/29/2016 12X4226 1226301 09/30/2044 02004 4.689999720 53,536,000.0000 1,046,182.67 02/29/2016 12X4226 1226301 09/30/2045 02004 4.689999720 14,227,000.0000 278,019.29 02/29/2016 12X4226 1226301 09/30/2046 02004 4.689999720 16,508,000.0000 322,593.83 02/29/2016 12X4226 1226301 09/30/2047 02004 4.689999720 10,433,000.0000 203,878.21 02/29/2016 12X4226 1226301 09/30/2048 02004 4.689999720 4,490,000.0000 87,742.08 02/29/2016 12X4226 1226301 09/30/2049 02004 4.689999720 10,863,000.0000 212,281.12 02/29/2016 12X4226 1226301 09/30/2042 02005 4.519999800 156,469,153.0000 2,946,835.71 02/29/2016 12X4226 1226301 09/30/2043 02005 4.519999800 176,866,000.0000 3,330,976.33 02/29/2016 12X4226 1226301 09/30/2044 02005 4.519999800 95,770,000.0000 1,803,668.33 02/29/2016 12X4226 1226301 09/30/2045 02005 4.519999800 104,436,000.0000 1,966,878.00 02/29/2016 12X4226 1226301 09/30/2046 02005 4.519999800 65,126,000.0000 1,226,539.67 02/29/2016 12X4226 1226301 09/30/2047 02005 4.519999800 25,193,000.0000 474,468.17 02/29/2016 12X4226 1226301 09/30/2048 02005 4.519999800 24,742,000.0000 465,974.33 02/29/2016 12X4226 1226301 09/30/2049 02005 4.519999800 20,124,000.0000 379,002.00 02/29/2016 12X4226 1226301 09/30/2050 02005 4.519999800 97,000.0000 1,826.83 02/29/2016 12X4226 1226301 09/30/2051 02005 4.519999800 49,000.0000 922.83 02/29/2016 12X4226 1226301 09/30/2042 02006 4.339999800 14,255,750.0000 257,791.48 02/29/2016 12X4226 1226301 09/30/2043 02006 4.339999800 290,126,000.0000 5,246,445.17 02/29/2016 12X4226 1226301 09/30/2044 02006 4.339999800 182,138,000.0000 3,293,662.17 02/29/2016 12X4226 1226301 09/30/2045 02006 4.339999800 112,058,000.0000 2,026,382.17 02/29/2016 12X4226 1226301 09/30/2046 02006 4.339999800 86,045,000.0000 1,555,980.42 02/29/2016 12X4226 1226301 09/30/2047 02006 4.339999800 63,962,000.0000 1,156,646.17 02/29/2016 12X4226 1226301 09/30/2048 02006 4.339999800 25,708,000.0000 464,886.33 02/29/2016 12X4226 1226301 09/30/2049 02006 4.339999800 8,059,000.0000 145,733.58 02/29/2016 12X4226 1226301 09/30/2050 02006 4.339999800 2,136,000.0000 38,626.00 02/29/2016 12X4226 1226301 09/30/2051 02006 4.339999800 102,000.0000 1,844.50 02/29/2016 12X4226 1226301 09/30/2043 02007 3.929999760 20,522,882.0000 336,062.19 02/29/2016 12X4226 1226301 09/30/2044 02007 3.929999760 227,809,000.0000 3,730,372.37 02/29/2016 12X4226 1226301 09/30/2045 02007 3.929999760 197,431,000.0000 3,232,932.62 02/29/2016 12X4226 1226301 09/30/2046 02007 3.929999760 167,157,000.0000 2,737,195.87 02/29/2016 12X4226 1226301 09/30/2047 02007 3.929999760 82,700,000.0000 1,354,212.50 02/29/2016 12X4226 1226301 09/30/2048 02007 3.929999760 89,976,000.0000 1,473,357.00 02/29/2016 12X4226 1226301 09/30/2049 02007 3.929999760 9,060,000.0000 148,357.50 02/29/2016 12X4226 1226301 09/30/2050 02007 3.929999760 7,588,000.0000 124,253.50 02/29/2016 12X4226 1226301 09/30/2051 02007 3.929999760 409,000.0000 6,697.37 02/29/2016 12X4226 1226301 09/30/2045 02008 3.420000000 260,356,000.0000 3,710,073.00 02/29/2016 12X4226 1226301 09/30/2046 02008 3.420000000 246,347,000.0000 3,510,444.75 02/29/2016 12X4226 1226301 09/30/2047 02008 3.420000000 171,083,000.0000 2,437,932.75 02/29/2016 12X4226 1226301 09/30/2048 02008 3.420000000 173,188,000.0000 2,467,929.00 02/29/2016 12X4226 1226301 09/30/2049 02008 3.420000000 92,628,000.0000 1,319,949.00 02/29/2016 12X4226 1226301 09/30/2050 02008 3.420000000 6,790,000.0000 96,757.50 02/29/2016 12X4226 1226301 09/30/2051 02008 3.420000000 2,202,000.0000 31,378.50 02/29/2016 12X4226 1226301 09/30/2045 02009 3.309999840 69,272,409.0000 955,381.97 02/29/2016 12X4226 1226301 09/30/2046 02009 3.309999840 316,278,000.0000 4,362,000.75 02/29/2016 12X4226 1226301 09/30/2047 02009 3.309999840 289,781,000.0000 3,996,562.96 02/29/2016 12X4226 1226301 09/30/2048 02009 3.309999840 274,288,000.0000 3,782,888.67 02/29/2016 12X4226 1226301 09/30/2049 02009 3.309999840 149,025,000.0000 2,055,303.12 02/29/2016 12X4226 1226301 09/30/2050 02009 3.309999840 44,774,000.0000 617,508.08 02/29/2016 12X4226 1226301 09/30/2051 02009 3.309999840 2,320,000.0000 31,996.67 02/29/2016 12X4226 1226301 09/30/2046 02010 2.790000000 258,044,950.0000 2,999,772.54 02/29/2016 12X4226 1226301 09/30/2047 02010 2.790000000 532,002,000.0000 6,184,523.25 02/29/2016 12X4226 1226301 09/30/2048 02010 2.790000000 566,190,000.0000 6,581,958.75 02/29/2016 12X4226 1226301 09/30/2049 02010 2.790000000 295,942,000.0000 3,440,325.75 02/29/2016 12X4226 1226301 09/30/2050 02010 2.790000000 201,770,000.0000 2,345,576.25 02/29/2016 12X4226 1226301 09/30/2051 02010 2.790000000 12,131,000.0000 141,022.88 02/29/2016 12X4226 1226301 09/30/2047 02011 2.939999760 146,908,402.0000 1,799,627.92 02/29/2016 12X4226 1226301 09/30/2048 02011 2.939999760 254,395,000.0000 3,116,338.75 02/29/2016 12X4226 1226301 09/30/2049 02011 2.939999760 183,380,000.0000 2,246,405.00 02/29/2016 12X4226 1226301 09/30/2050 02011 2.939999760 140,190,000.0000 1,717,327.50 02/29/2016 12X4226 1226301 09/30/2051 02011 2.939999760 32,259,000.0000 395,172.72 02/29/2016 12X4226 1226301 09/30/2047 02012 3.060000000 8,175,000.0000 104,231.25 02/29/2016 12X4226 1226301 09/30/2048 02012 3.060000000 100,458,000.0000 1,280,839.50 02/29/2016 12X4226 1226301 09/30/2049 02012 3.060000000 175,747,000.0000 2,240,774.25 02/29/2016 12X4226 1226301 09/30/2050 02012 3.060000000 259,359,000.0000 3,306,827.25 02/29/2016 12X4226 1226301 09/30/2051 02012 3.060000000 73,078,000.0000 931,744.50 02/29/2016 12X4226 1226301 09/30/2048 02013 3.249999720 5,207,000.0000 70,511.46 02/29/2016 12X4226 1226301 09/30/2049 02013 3.249999720 85,943,000.0000 1,163,811.46 02/29/2016 12X4226 1226301 09/30/2050 02013 3.249999720 209,196,000.0000 2,832,862.50 02/29/2016 12X4226 1226301 09/30/2051 02013 3.249999720 107,789,000.0000 1,459,642.58 02/29/2016 12X4226 1226301 09/30/2049 02014 2.579999760 8,928,000.0000 95,976.00 02/29/2016 12X4226 1226301 09/30/2050 02014 2.579999760 104,377,000.0000 1,122,052.75 02/29/2016 12X4226 1226301 09/30/2051 02014 2.579999760 88,699,000.0000 953,514.16 02/29/2016 12X4226 1226301 09/30/2050 02015 3.479999760 54,908,000.0000 796,166.00 02/29/2016 12X4226 1226301 09/30/2051 02015 3.479999760 38,888,000.0000 563,875.96 02/29/2016 12X4226 1226301 09/30/2051 02016 3.479999760 4,820,000.0000 69,890.00 02/29/2016 ------------------------ ---------------------- 13,082,390,438.0000 226,450,422.77 ======================== ====================== 13,082,390,438.0000 226,450,422.77 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- ======================== ====================== 0.0000 0.00