Report Account Number Security Number (Full) Coupon Rate Shares/Par Accrued Income Gross Request Date ------------------------- ------------------------------- ------------------- ------------------------ ---------------------- --------------- 301 SUB-COHORT 12X4226 1226301 09/30/2031 01992 6.889999680 45,275,000.0000 1,559,723.75 03/31/2016 12X4226 1226301 09/30/2034 01992 6.889999680 50,000.0000 1,722.50 03/31/2016 12X4226 1226301 09/30/2039 01992 6.889999680 5,402,000.0000 186,098.90 03/31/2016 12X4226 1226301 09/30/2040 01992 6.889999680 6,857,000.0000 236,223.65 03/31/2016 12X4226 1226301 09/30/2041 01992 6.889999680 2,268,000.0000 78,132.60 03/31/2016 12X4226 1226301 09/30/2042 01992 6.889999680 33,745,000.0000 1,162,515.25 03/31/2016 12X4226 1226301 09/30/2046 01992 6.889999680 745,000.0000 25,665.25 03/31/2016 12X4226 1226301 09/30/2047 01992 6.889999680 3,213,000.0000 110,687.85 03/31/2016 12X4226 1226301 09/30/2048 01992 6.889999680 4,366,000.0000 150,408.70 03/31/2016 12X4226 1226301 09/30/2049 01992 6.889999680 5,404,000.0000 186,167.80 03/31/2016 12X4226 1226301 09/30/2032 01993 6.959999880 9,037,000.0000 314,487.60 03/31/2016 12X4226 1226301 09/30/2033 01993 6.959999880 8,000,000.0000 278,400.00 03/31/2016 12X4226 1226301 09/30/2034 01993 6.959999880 15,000,000.0000 522,000.00 03/31/2016 12X4226 1226301 09/30/2036 01993 6.959999880 18,000,000.0000 626,400.00 03/31/2016 12X4226 1226301 09/30/2039 01993 6.959999880 13,150,000.0000 457,620.00 03/31/2016 12X4226 1226301 09/30/2040 01993 6.959999880 8,952,000.0000 311,529.60 03/31/2016 12X4226 1226301 09/30/2041 01993 6.959999880 6,679,000.0000 232,429.20 03/31/2016 12X4226 1226301 09/30/2042 01993 6.959999880 37,590,000.0000 1,308,132.00 03/31/2016 12X4226 1226301 09/30/2043 01993 6.959999880 6,100,000.0000 212,280.00 03/31/2016 12X4226 1226301 09/30/2044 01993 6.959999880 77,000.0000 2,679.60 03/31/2016 12X4226 1226301 09/30/2046 01993 6.959999880 2,485,000.0000 86,478.00 03/31/2016 12X4226 1226301 09/30/2047 01993 6.959999880 4,445,000.0000 154,686.00 03/31/2016 12X4226 1226301 09/30/2048 01993 6.959999880 9,102,000.0000 316,749.60 03/31/2016 12X4226 1226301 09/30/2049 01993 6.959999880 4,234,000.0000 147,343.20 03/31/2016 12X4226 1226301 09/30/2032 01994 6.709999680 36,329,526.0000 1,218,855.60 03/31/2016 12X4226 1226301 09/30/2033 01994 6.709999680 30,000,000.0000 1,006,500.00 03/31/2016 12X4226 1226301 09/30/2036 01994 6.709999680 5,000,000.0000 167,750.00 03/31/2016 12X4226 1226301 09/30/2038 01994 6.709999680 13,000,000.0000 436,150.00 03/31/2016 12X4226 1226301 09/30/2039 01994 6.709999680 9,250,000.0000 310,337.50 03/31/2016 12X4226 1226301 09/30/2040 01994 6.709999680 12,875,000.0000 431,956.25 03/31/2016 12X4226 1226301 09/30/2041 01994 6.709999680 4,965,000.0000 166,575.75 03/31/2016 12X4226 1226301 09/30/2042 01994 6.709999680 42,549,000.0000 1,427,518.95 03/31/2016 12X4226 1226301 09/30/2043 01994 6.709999680 7,700,000.0000 258,335.00 03/31/2016 12X4226 1226301 09/30/2044 01994 6.709999680 85,000.0000 2,851.75 03/31/2016 12X4226 1226301 09/30/2046 01994 6.709999680 22,000.0000 738.10 03/31/2016 12X4226 1226301 09/30/2047 01994 6.709999680 4,154,000.0000 139,366.70 03/31/2016 12X4226 1226301 09/30/2048 01994 6.709999680 4,753,000.0000 159,463.15 03/31/2016 12X4226 1226301 09/30/2049 01994 6.709999680 13,226,000.0000 443,732.30 03/31/2016 12X4226 1226301 09/30/2033 01995 6.559999920 88,178,000.0000 2,892,238.40 03/31/2016 12X4226 1226301 09/30/2036 01995 6.559999920 22,000,000.0000 721,600.00 03/31/2016 12X4226 1226301 09/30/2038 01995 6.559999920 5,000,000.0000 164,000.00 03/31/2016 12X4226 1226301 09/30/2039 01995 6.559999920 12,200,000.0000 400,160.00 03/31/2016 12X4226 1226301 09/30/2040 01995 6.559999920 7,743,000.0000 253,970.40 03/31/2016 12X4226 1226301 09/30/2041 01995 6.559999920 7,309,000.0000 239,735.20 03/31/2016 12X4226 1226301 09/30/2042 01995 6.559999920 45,778,000.0000 1,501,518.40 03/31/2016 12X4226 1226301 09/30/2043 01995 6.559999920 3,700,000.0000 121,360.00 03/31/2016 12X4226 1226301 09/30/2044 01995 6.559999920 112,000.0000 3,673.60 03/31/2016 12X4226 1226301 09/30/2045 01995 6.559999920 8,000,000.0000 262,400.00 03/31/2016 12X4226 1226301 09/30/2046 01995 6.559999920 1,507,000.0000 49,429.60 03/31/2016 12X4226 1226301 09/30/2047 01995 6.559999920 4,794,000.0000 157,243.20 03/31/2016 12X4226 1226301 09/30/2048 01995 6.559999920 8,238,000.0000 270,206.40 03/31/2016 12X4226 1226301 09/30/2049 01995 6.559999920 15,086,000.0000 494,820.80 03/31/2016 12X4226 1226301 09/30/2033 01996 6.259999680 49,542,771.0000 1,550,688.73 03/31/2016 12X4226 1226301 09/30/2034 01996 6.259999680 29,000,000.0000 907,700.00 03/31/2016 12X4226 1226301 09/30/2036 01996 6.259999680 23,000,000.0000 719,900.00 03/31/2016 12X4226 1226301 09/30/2038 01996 6.259999680 1,000,000.0000 31,300.00 03/31/2016 12X4226 1226301 09/30/2039 01996 6.259999680 7,600,000.0000 237,880.00 03/31/2016 12X4226 1226301 09/30/2040 01996 6.259999680 44,441,000.0000 1,391,003.30 03/31/2016 12X4226 1226301 09/30/2041 01996 6.259999680 5,189,000.0000 162,415.70 03/31/2016 12X4226 1226301 09/30/2042 01996 6.259999680 30,500,000.0000 954,650.00 03/31/2016 12X4226 1226301 09/30/2043 01996 6.259999680 3,652,000.0000 114,307.60 03/31/2016 12X4226 1226301 09/30/2044 01996 6.259999680 28,000.0000 876.40 03/31/2016 12X4226 1226301 09/30/2045 01996 6.259999680 7,718,000.0000 241,573.40 03/31/2016 12X4226 1226301 09/30/2046 01996 6.259999680 1,188,000.0000 37,184.40 03/31/2016 12X4226 1226301 09/30/2047 01996 6.259999680 2,586,000.0000 80,941.80 03/31/2016 12X4226 1226301 09/30/2048 01996 6.259999680 3,640,000.0000 113,932.00 03/31/2016 12X4226 1226301 09/30/2049 01996 6.259999680 12,790,000.0000 400,327.00 03/31/2016 12X4226 1226301 09/30/2036 01997 6.030000000 68,000,000.0000 2,050,200.00 03/31/2016 12X4226 1226301 09/30/2038 01997 6.030000000 12,000,000.0000 361,800.00 03/31/2016 12X4226 1226301 09/30/2039 01997 6.030000000 14,200,000.0000 428,130.00 03/31/2016 12X4226 1226301 09/30/2040 01997 6.030000000 128,455,000.0000 3,872,918.25 03/31/2016 12X4226 1226301 09/30/2041 01997 6.030000000 4,913,000.0000 148,126.95 03/31/2016 12X4226 1226301 09/30/2042 01997 6.030000000 47,484,000.0000 1,431,642.60 03/31/2016 12X4226 1226301 09/30/2043 01997 6.030000000 5,100,000.0000 153,765.00 03/31/2016 12X4226 1226301 09/30/2044 01997 6.030000000 2,087,000.0000 62,923.05 03/31/2016 12X4226 1226301 09/30/2045 01997 6.030000000 129,000.0000 3,889.35 03/31/2016 12X4226 1226301 09/30/2047 01997 6.030000000 4,558,000.0000 137,423.70 03/31/2016 12X4226 1226301 09/30/2048 01997 6.030000000 7,352,000.0000 221,662.80 03/31/2016 12X4226 1226301 09/30/2049 01997 6.030000000 15,792,000.0000 476,128.80 03/31/2016 12X4226 1226301 09/30/2036 01998 5.889999960 115,634,000.0000 3,405,421.30 03/31/2016 12X4226 1226301 09/30/2037 01998 5.889999960 18,750,000.0000 552,187.50 03/31/2016 12X4226 1226301 09/30/2038 01998 5.889999960 28,000,000.0000 824,600.00 03/31/2016 12X4226 1226301 09/30/2039 01998 5.889999960 25,500,000.0000 750,975.00 03/31/2016 12X4226 1226301 09/30/2040 01998 5.889999960 29,789,000.0000 877,286.05 03/31/2016 12X4226 1226301 09/30/2041 01998 5.889999960 10,475,000.0000 308,488.75 03/31/2016 12X4226 1226301 09/30/2042 01998 5.889999960 42,229,000.0000 1,243,644.05 03/31/2016 12X4226 1226301 09/30/2043 01998 5.889999960 19,113,000.0000 562,877.85 03/31/2016 12X4226 1226301 09/30/2044 01998 5.889999960 3,659,000.0000 107,757.55 03/31/2016 12X4226 1226301 09/30/2045 01998 5.889999960 29,000.0000 854.05 03/31/2016 12X4226 1226301 09/30/2046 01998 5.889999960 1,358,000.0000 39,993.10 03/31/2016 12X4226 1226301 09/30/2047 01998 5.889999960 2,927,000.0000 86,200.15 03/31/2016 12X4226 1226301 09/30/2048 01998 5.889999960 7,798,000.0000 229,651.10 03/31/2016 12X4226 1226301 09/30/2049 01998 5.889999960 13,973,000.0000 411,504.85 03/31/2016 12X4226 1226301 09/30/2036 01999 5.659999920 74,229,194.0000 2,100,686.19 03/31/2016 12X4226 1226301 09/30/2037 01999 5.659999920 31,250,000.0000 884,375.00 03/31/2016 12X4226 1226301 09/30/2038 01999 5.659999920 58,000,000.0000 1,641,400.00 03/31/2016 12X4226 1226301 09/30/2039 01999 5.659999920 44,200,000.0000 1,250,860.00 03/31/2016 12X4226 1226301 09/30/2040 01999 5.659999920 24,227,000.0000 685,624.10 03/31/2016 12X4226 1226301 09/30/2041 01999 5.659999920 9,980,000.0000 282,434.00 03/31/2016 12X4226 1226301 09/30/2042 01999 5.659999920 48,054,000.0000 1,359,928.20 03/31/2016 12X4226 1226301 09/30/2043 01999 5.659999920 7,741,000.0000 219,070.30 03/31/2016 12X4226 1226301 09/30/2044 01999 5.659999920 11,319,000.0000 320,327.70 03/31/2016 12X4226 1226301 09/30/2045 01999 5.659999920 8,721,000.0000 246,804.30 03/31/2016 12X4226 1226301 09/30/2046 01999 5.659999920 40,000.0000 1,132.00 03/31/2016 12X4226 1226301 09/30/2047 01999 5.659999920 367,000.0000 10,386.10 03/31/2016 12X4226 1226301 09/30/2048 01999 5.659999920 6,566,000.0000 185,817.80 03/31/2016 12X4226 1226301 09/30/2049 01999 5.659999920 22,191,000.0000 628,005.30 03/31/2016 12X4226 1226301 09/30/2038 02000 5.419999800 107,310,000.0000 2,908,101.00 03/31/2016 12X4226 1226301 09/30/2039 02000 5.419999800 91,700,000.0000 2,485,070.00 03/31/2016 12X4226 1226301 09/30/2040 02000 5.419999800 36,113,000.0000 978,662.30 03/31/2016 12X4226 1226301 09/30/2041 02000 5.419999800 25,985,000.0000 704,193.50 03/31/2016 12X4226 1226301 09/30/2042 02000 5.419999800 79,191,000.0000 2,146,076.10 03/31/2016 12X4226 1226301 09/30/2043 02000 5.419999800 15,114,000.0000 409,589.40 03/31/2016 12X4226 1226301 09/30/2044 02000 5.419999800 706,000.0000 19,132.60 03/31/2016 12X4226 1226301 09/30/2045 02000 5.419999800 10,523,000.0000 285,173.30 03/31/2016 12X4226 1226301 09/30/2046 02000 5.419999800 7,923,000.0000 214,713.30 03/31/2016 12X4226 1226301 09/30/2047 02000 5.419999800 2,544,000.0000 68,942.40 03/31/2016 12X4226 1226301 09/30/2048 02000 5.419999800 4,099,000.0000 111,082.90 03/31/2016 12X4226 1226301 09/30/2049 02000 5.419999800 14,411,000.0000 390,538.10 03/31/2016 12X4226 1226301 09/30/2039 02001 4.999999680 135,190,000.0000 3,379,750.00 03/31/2016 12X4226 1226301 09/30/2040 02001 4.999999680 87,344,600.0000 2,183,615.00 03/31/2016 12X4226 1226301 09/30/2041 02001 4.999999680 48,088,000.0000 1,202,200.00 03/31/2016 12X4226 1226301 09/30/2042 02001 4.999999680 58,527,000.0000 1,463,175.00 03/31/2016 12X4226 1226301 09/30/2043 02001 4.999999680 20,095,000.0000 502,375.00 03/31/2016 12X4226 1226301 09/30/2044 02001 4.999999680 3,679,000.0000 91,975.00 03/31/2016 12X4226 1226301 09/30/2045 02001 4.999999680 3,519,000.0000 87,975.00 03/31/2016 12X4226 1226301 09/30/2046 02001 4.999999680 18,413,000.0000 460,325.00 03/31/2016 12X4226 1226301 09/30/2047 02001 4.999999680 1,435,000.0000 35,875.00 03/31/2016 12X4226 1226301 09/30/2048 02001 4.999999680 4,098,000.0000 102,450.00 03/31/2016 12X4226 1226301 09/30/2049 02001 4.999999680 6,938,000.0000 173,450.00 03/31/2016 12X4226 1226301 09/30/2039 02002 4.839999840 20,128,589.0000 487,111.85 03/31/2016 12X4226 1226301 09/30/2040 02002 4.839999840 236,472,000.0000 5,722,622.40 03/31/2016 12X4226 1226301 09/30/2041 02002 4.839999840 101,381,000.0000 2,453,420.20 03/31/2016 12X4226 1226301 09/30/2042 02002 4.839999840 177,538,000.0000 4,296,419.60 03/31/2016 12X4226 1226301 09/30/2043 02002 4.839999840 42,528,000.0000 1,029,177.60 03/31/2016 12X4226 1226301 09/30/2044 02002 4.839999840 26,118,000.0000 632,055.60 03/31/2016 12X4226 1226301 09/30/2045 02002 4.839999840 36,708,000.0000 888,333.60 03/31/2016 12X4226 1226301 09/30/2046 02002 4.839999840 4,502,000.0000 108,948.40 03/31/2016 12X4226 1226301 09/30/2047 02002 4.839999840 8,741,000.0000 211,532.20 03/31/2016 12X4226 1226301 09/30/2048 02002 4.839999840 3,169,000.0000 76,689.80 03/31/2016 12X4226 1226301 09/30/2049 02002 4.839999840 12,587,000.0000 304,605.40 03/31/2016 12X4226 1226301 09/30/2040 02003 4.759999920 77,506,524.0000 1,844,655.27 03/31/2016 12X4226 1226301 09/30/2041 02003 4.759999920 118,980,000.0000 2,831,724.00 03/31/2016 12X4226 1226301 09/30/2042 02003 4.759999920 123,287,000.0000 2,934,230.60 03/31/2016 12X4226 1226301 09/30/2043 02003 4.759999920 97,576,000.0000 2,322,308.80 03/31/2016 12X4226 1226301 09/30/2044 02003 4.759999920 17,934,000.0000 426,829.20 03/31/2016 12X4226 1226301 09/30/2045 02003 4.759999920 32,073,000.0000 763,337.40 03/31/2016 12X4226 1226301 09/30/2046 02003 4.759999920 4,610,000.0000 109,718.00 03/31/2016 12X4226 1226301 09/30/2047 02003 4.759999920 4,521,000.0000 107,599.80 03/31/2016 12X4226 1226301 09/30/2048 02003 4.759999920 3,236,000.0000 77,016.80 03/31/2016 12X4226 1226301 09/30/2049 02003 4.759999920 600,000.0000 14,280.00 03/31/2016 12X4226 1226301 09/30/2050 02003 4.759999920 444,000.0000 10,567.20 03/31/2016 12X4226 1226301 09/30/2041 02004 4.689999720 68,643,548.0000 1,609,691.20 03/31/2016 12X4226 1226301 09/30/2042 02004 4.689999720 233,961,000.0000 5,486,385.45 03/31/2016 12X4226 1226301 09/30/2043 02004 4.689999720 112,982,000.0000 2,649,427.90 03/31/2016 12X4226 1226301 09/30/2044 02004 4.689999720 53,536,000.0000 1,255,419.20 03/31/2016 12X4226 1226301 09/30/2045 02004 4.689999720 14,227,000.0000 333,623.15 03/31/2016 12X4226 1226301 09/30/2046 02004 4.689999720 16,508,000.0000 387,112.60 03/31/2016 12X4226 1226301 09/30/2047 02004 4.689999720 10,433,000.0000 244,653.85 03/31/2016 12X4226 1226301 09/30/2048 02004 4.689999720 4,490,000.0000 105,290.50 03/31/2016 12X4226 1226301 09/30/2049 02004 4.689999720 10,863,000.0000 254,737.35 03/31/2016 12X4226 1226301 09/30/2042 02005 4.519999800 143,453,153.0000 3,242,041.26 03/31/2016 12X4226 1226301 09/30/2043 02005 4.519999800 176,866,000.0000 3,997,171.60 03/31/2016 12X4226 1226301 09/30/2044 02005 4.519999800 95,770,000.0000 2,164,402.00 03/31/2016 12X4226 1226301 09/30/2045 02005 4.519999800 104,436,000.0000 2,360,253.60 03/31/2016 12X4226 1226301 09/30/2046 02005 4.519999800 65,126,000.0000 1,471,847.60 03/31/2016 12X4226 1226301 09/30/2047 02005 4.519999800 25,193,000.0000 569,361.80 03/31/2016 12X4226 1226301 09/30/2048 02005 4.519999800 24,742,000.0000 559,169.20 03/31/2016 12X4226 1226301 09/30/2049 02005 4.519999800 20,124,000.0000 454,802.40 03/31/2016 12X4226 1226301 09/30/2050 02005 4.519999800 97,000.0000 2,192.20 03/31/2016 12X4226 1226301 09/30/2051 02005 4.519999800 49,000.0000 1,107.40 03/31/2016 12X4226 1226301 09/30/2043 02006 4.339999800 259,900,000.0000 5,639,830.00 03/31/2016 12X4226 1226301 09/30/2044 02006 4.339999800 182,138,000.0000 3,952,394.60 03/31/2016 12X4226 1226301 09/30/2045 02006 4.339999800 112,058,000.0000 2,431,658.60 03/31/2016 12X4226 1226301 09/30/2046 02006 4.339999800 86,045,000.0000 1,867,176.50 03/31/2016 12X4226 1226301 09/30/2047 02006 4.339999800 63,962,000.0000 1,387,975.40 03/31/2016 12X4226 1226301 09/30/2048 02006 4.339999800 25,708,000.0000 557,863.60 03/31/2016 12X4226 1226301 09/30/2049 02006 4.339999800 8,059,000.0000 174,880.30 03/31/2016 12X4226 1226301 09/30/2050 02006 4.339999800 2,136,000.0000 46,351.20 03/31/2016 12X4226 1226301 09/30/2051 02006 4.339999800 102,000.0000 2,213.40 03/31/2016 12X4226 1226301 09/30/2044 02007 3.929999760 206,545,882.0000 4,058,626.58 03/31/2016 12X4226 1226301 09/30/2045 02007 3.929999760 197,431,000.0000 3,879,519.15 03/31/2016 12X4226 1226301 09/30/2046 02007 3.929999760 167,157,000.0000 3,284,635.05 03/31/2016 12X4226 1226301 09/30/2047 02007 3.929999760 82,700,000.0000 1,625,055.00 03/31/2016 12X4226 1226301 09/30/2048 02007 3.929999760 89,976,000.0000 1,768,028.40 03/31/2016 12X4226 1226301 09/30/2049 02007 3.929999760 9,060,000.0000 178,029.00 03/31/2016 12X4226 1226301 09/30/2050 02007 3.929999760 7,588,000.0000 149,104.20 03/31/2016 12X4226 1226301 09/30/2051 02007 3.929999760 556,000.0000 10,925.40 03/31/2016 12X4226 1226301 09/30/2045 02008 3.420000000 233,442,000.0000 3,991,858.20 03/31/2016 12X4226 1226301 09/30/2046 02008 3.420000000 246,347,000.0000 4,212,533.70 03/31/2016 12X4226 1226301 09/30/2047 02008 3.420000000 171,083,000.0000 2,925,519.30 03/31/2016 12X4226 1226301 09/30/2048 02008 3.420000000 173,188,000.0000 2,961,514.80 03/31/2016 12X4226 1226301 09/30/2049 02008 3.420000000 92,628,000.0000 1,583,938.80 03/31/2016 12X4226 1226301 09/30/2050 02008 3.420000000 6,790,000.0000 116,109.00 03/31/2016 12X4226 1226301 09/30/2051 02008 3.420000000 2,366,000.0000 40,458.60 03/31/2016 12X4226 1226301 09/30/2045 02009 3.309999840 32,898,409.0000 544,468.67 03/31/2016 12X4226 1226301 09/30/2046 02009 3.309999840 316,278,000.0000 5,234,400.90 03/31/2016 12X4226 1226301 09/30/2047 02009 3.309999840 289,781,000.0000 4,795,875.55 03/31/2016 12X4226 1226301 09/30/2048 02009 3.309999840 274,288,000.0000 4,539,466.40 03/31/2016 12X4226 1226301 09/30/2049 02009 3.309999840 149,025,000.0000 2,466,363.75 03/31/2016 12X4226 1226301 09/30/2050 02009 3.309999840 44,774,000.0000 741,009.70 03/31/2016 12X4226 1226301 09/30/2051 02009 3.309999840 2,367,000.0000 39,173.85 03/31/2016 12X4226 1226301 09/30/2046 02010 2.790000000 194,539,950.0000 2,713,832.30 03/31/2016 12X4226 1226301 09/30/2047 02010 2.790000000 532,002,000.0000 7,421,427.90 03/31/2016 12X4226 1226301 09/30/2048 02010 2.790000000 566,190,000.0000 7,898,350.50 03/31/2016 12X4226 1226301 09/30/2049 02010 2.790000000 295,942,000.0000 4,128,390.90 03/31/2016 12X4226 1226301 09/30/2050 02010 2.790000000 201,770,000.0000 2,814,691.50 03/31/2016 12X4226 1226301 09/30/2051 02010 2.790000000 14,086,000.0000 196,499.70 03/31/2016 12X4226 1226301 09/30/2047 02011 2.939999760 92,008,402.0000 1,352,523.51 03/31/2016 12X4226 1226301 09/30/2048 02011 2.939999760 254,395,000.0000 3,739,606.50 03/31/2016 12X4226 1226301 09/30/2049 02011 2.939999760 183,380,000.0000 2,695,686.00 03/31/2016 12X4226 1226301 09/30/2050 02011 2.939999760 140,190,000.0000 2,060,793.00 03/31/2016 12X4226 1226301 09/30/2051 02011 2.939999760 36,222,000.0000 532,463.36 03/31/2016 12X4226 1226301 09/30/2048 02012 3.060000000 23,094,000.0000 353,338.20 03/31/2016 12X4226 1226301 09/30/2049 02012 3.060000000 175,747,000.0000 2,688,929.10 03/31/2016 12X4226 1226301 09/30/2050 02012 3.060000000 259,359,000.0000 3,968,192.70 03/31/2016 12X4226 1226301 09/30/2051 02012 3.060000000 94,825,000.0000 1,450,822.50 03/31/2016 12X4226 1226301 09/30/2049 02013 3.249999720 32,411,000.0000 526,678.75 03/31/2016 12X4226 1226301 09/30/2050 02013 3.249999720 209,196,000.0000 3,399,435.00 03/31/2016 12X4226 1226301 09/30/2051 02013 3.249999720 117,911,000.0000 1,916,053.58 03/31/2016 12X4226 1226301 09/30/2050 02014 2.579999760 76,584,000.0000 987,933.60 03/31/2016 12X4226 1226301 09/30/2051 02014 2.579999760 98,461,000.0000 1,270,146.78 03/31/2016 12X4226 1226301 09/30/2050 02015 3.479999760 23,404,000.0000 407,229.60 03/31/2016 12X4226 1226301 09/30/2051 02015 3.479999760 43,936,000.0000 764,486.35 03/31/2016 12X4226 1226301 09/30/2051 02016 3.479999760 4,857,000.0000 84,511.79 03/31/2016 ------------------------ ---------------------- 12,183,766,548.0000 251,667,925.82 ======================== ====================== 12,183,766,548.0000 251,667,925.82 ============================================================================================================================ TRANSACTIONS ============================================================================================================================ Security Number (Full) Effective Date Tran Code Shares/Par Income Memo Number ------------------------------- --------------- ----------- ------------------------ ---------------------- ------------- 12X4226 1226301 09/30/2022 01999 03/10/2016 INT + 0.0000 163,460.80 480434 1226301 09/30/2030 01992 03/10/2016 INT + 0.0000 502,846.30 480410 1226301 09/30/2031 01992 03/10/2016 INT + 0.0000 162,776.24 480412 1226301 09/30/2032 01993 03/10/2016 INT + 0.0000 118,320.00 480414 1226301 09/30/2032 01993 03/10/2016 INT + 0.0000 625,112.39 480416 1226301 09/30/2032 01994 03/10/2016 INT + 0.0000 889,779.51 480418 1226301 09/30/2033 01995 03/10/2016 INT + 0.0000 1,056,881.59 480420 1226301 09/30/2033 01996 03/10/2016 INT + 0.0000 607,313.87 480422 1226301 09/30/2034 01997 03/10/2016 INT + 0.0000 955,256.89 480424 1226301 09/30/2036 01998 03/10/2016 INT + 0.0000 301,921.40 480430 1226301 09/30/2036 01999 03/10/2016 INT + 0.0000 288,660.00 480432 1226301 09/30/2037 02000 03/10/2016 INT + 0.0000 939,014.97 480362 1226301 09/30/2038 02000 03/10/2016 INT + 0.0000 99,999.00 480364 1226301 09/30/2038 02001 03/10/2016 INT + 0.0000 882,206.97 480366 1226301 09/30/2039 02001 03/10/2016 INT + 0.0000 695,249.96 480368 1226301 09/30/2039 02002 03/10/2016 INT + 0.0000 1,429,469.75 480370 1226301 09/30/2040 01997 03/10/2016 INT + 0.0000 228,537.00 480426 1226301 09/30/2040 01998 03/10/2016 INT + 0.0000 685,123.91 480428 1226301 09/30/2040 02003 03/10/2016 INT + 0.0000 814,745.39 480372 1226301 09/30/2041 02004 03/10/2016 INT + 0.0000 1,308,744.42 480374 1226301 09/30/2042 02005 03/10/2016 INT + 0.0000 294,161.59 480376 1226301 09/30/2042 02006 03/10/2016 INT + 0.0000 187,829.77 480378 1226301 09/30/2042 02006 03/10/2016 INT + 0.0000 121,519.99 480380 1226301 09/30/2043 02006 03/10/2016 INT + 0.0000 655,904.17 480382 1226301 09/30/2043 02007 03/10/2016 INT + 0.0000 202,844.62 480384 1226301 09/30/2043 02007 03/10/2016 INT + 0.0000 200,429.99 480438 1226301 09/30/2044 02007 03/10/2016 INT + 0.0000 417,820.24 480440 1226301 09/30/2045 02008 03/10/2016 INT + 0.0000 460,229.40 480386 1226301 09/30/2045 02009 03/10/2016 INT + 0.0000 601,989.67 480388 1226301 09/30/2046 02010 03/10/2016 INT + 0.0000 885,894.75 480390 1226301 09/30/2047 02011 03/10/2016 INT + 0.0000 807,029.93 480392 1226301 09/30/2047 02012 03/10/2016 INT + 0.0000 119,370.60 480394 1226301 09/30/2047 02012 03/10/2016 INT + 0.0000 5,706.90 480396 1226301 09/30/2048 02012 03/10/2016 INT + 0.0000 1,183,669.20 480398 1226301 09/30/2048 02013 03/10/2016 INT + 0.0000 82,744.99 480400 1226301 09/30/2048 02013 03/10/2016 INT + 0.0000 1,868.75 480402 1226301 09/30/2049 02013 03/10/2016 INT + 0.0000 869,894.93 480404 1226301 09/30/2049 02014 03/10/2016 INT + 0.0000 115,171.19 480406 1226301 09/30/2050 02014 03/10/2016 INT + 0.0000 358,529.67 480436 1226301 09/30/2050 02015 03/10/2016 INT + 0.0000 548,169.56 480408 ------------------------ ---------------------- 0.0000 20,876,200.27 ======================== ====================== 0.0000 20,876,200.27