0.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2021

Interest and OID per $1,000 Face Value for 2015

CUSIP Number	912828QV5	Interest 01/15/15 (184 days)	$3.2840
Dated Date	July 15, 2011	Interest 07/15/15 (181 days)	$3.2881
Ref CPI on Dated Date	225.38381	Interest Total	$6.5721
Original Issue Date	July 29, 2011	Interest 01/15/16 (184 days)

						Purchased on Settelment Date & held to 01/01/16				Held on 01/01/15 & Sold on Settlement Date
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	01/01/15	237.43300	1.05346	170	3.0416	x	x	3.5305	1.80			3.0416	0.00
Fri	01/02/15	237.39165	1.05328	171	3.0589	x	x	3.5132	1.98			3.0589	-0.18
Mon	01/05/15	237.26758	1.05273	174	3.1110	x	x	3.4611	2.53			3.1110	-0.73
Tue	01/06/15	237.22623	1.05254	175	3.1283	x	x	3.4438	2.72			3.1283	-0.92
Wed	01/07/15	237.18487	1.05236	176	3.1456	x	x	3.4265	2.90			3.1456	-1.10
Thu	01/08/15	237.14352	1.05218	177	3.1630	x	x	3.4091	3.08			3.1630	-1.28
Fri	01/09/15	237.10216	1.05199	178	3.1803	x	x	3.3918	3.27			3.1803	-1.47
Mon	01/12/15	236.97810	1.05144	181	3.2322	x	x	3.3399	3.82			3.2322	-2.02
Tue	01/13/15	236.93674	1.05126	182	3.2495	x	x	3.3226	4.00			3.2495	-2.20
Wed	01/14/15	236.89539	1.05108	183	3.2668	x	x	3.3053	4.18			3.2668	-2.38
Thu	01/15/15	236.85403	1.05089	0	0.0000		x	3.2881	4.37	x		3.2840	-2.57
Fri	01/16/15	236.81268	1.05071	1	0.0181		x	3.2700	4.55	x		3.3021	-2.75
Mon	01/19/15	236.68861	1.05016	4	0.0725		x	3.2156	5.10	x		3.3565	-3.30
Tue	01/20/15	236.64726	1.04997	5	0.0906		x	3.1975	5.29	x		3.3746	-3.49
Wed	01/21/15	236.60590	1.04979	6	0.1087		x	3.1794	5.47	x		3.3927	-3.67
Thu	01/22/15	236.56455	1.04961	7	0.1269		x	3.1612	5.65	x		3.4109	-3.85
Fri	01/23/15	236.52319	1.04942	8	0.1449		x	3.1432	5.84	x		3.4289	-4.04
Mon	01/26/15	236.39913	1.04887	11	0.1992		x	3.0889	6.39	x		3.4832	-4.59
Tue	01/27/15	236.35777	1.04869	12	0.2173		x	3.0708	6.57	x		3.5013	-4.77
Wed	01/28/15	236.31642	1.04851	13	0.2353		x	3.0528	6.75	x		3.5193	-4.95
Thu	01/29/15	236.27506	1.04832	14	0.2534		x	3.0347	6.94	x		3.5374	-5.14
Fri	01/30/15	236.23371	1.04814	15	0.2714		x	3.0167	7.12	x		3.5554	-5.32
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	02/02/15	236.10318	1.04756	18	0.3256		x	2.9625	7.70	x		3.6096	-5.90
Tue	02/03/15	236.05536	1.04735	19	0.3436		x	2.9445	7.91	x		3.6276	-6.11
Wed	02/04/15	236.00754	1.04714	20	0.3616		x	2.9265	8.12	x		3.6456	-6.32
Thu	02/05/15	235.95971	1.04692	21	0.3796		x	2.9085	8.34	x		3.6636	-6.54
Fri	02/06/15	235.91189	1.04671	22	0.3976		x	2.8905	8.55	x		3.6816	-6.75
Mon	02/09/15	235.76843	1.04608	25	0.4515		x	2.8366	9.18	x		3.7355	-7.38
Tue	02/10/15	235.72061	1.04586	26	0.4695		x	2.8186	9.40	x		3.7535	-7.60
Wed	02/11/15	235.67279	1.04565	27	0.4874		x	2.8007	9.61	x		3.7714	-7.81
Thu	02/12/15	235.62496	1.04544	28	0.5054		x	2.7827	9.82	x		3.7894	-8.02
Fri	02/13/15	235.57714	1.04523	29	0.5233		x	2.7648	10.03	x		3.8073	-8.23
Mon	02/16/15	235.43368	1.04459	32	0.5771		x	2.7110	10.67	x		3.8611	-8.87
Tue	02/17/15	235.38586	1.04438	33	0.5950		x	2.6931	10.88	x		3.8790	-9.08
Wed	02/18/15	235.33804	1.04417	34	0.6129		x	2.6752	11.09	x		3.8969	-9.29
Thu	02/19/15	235.29021	1.04395	35	0.6308		x	2.6573	11.31	x		3.9148	-9.51
Fri	02/20/15	235.24239	1.04374	36	0.6487		x	2.6394	11.52	x		3.9327	-9.72
Mon	02/23/15	235.09893	1.04310	39	0.7024		x	2.5857	12.16	x		3.9864	-10.36
Tue	02/24/15	235.05111	1.04289	40	0.7202		x	2.5679	12.37	x		4.0042	-10.57
Wed	02/25/15	235.00329	1.04268	41	0.7381		x	2.5500	12.58	x		4.0221	-10.78
Thu	02/26/15	234.95546	1.04247	42	0.7559		x	2.5322	12.79	x		4.0399	-10.99
Fri	02/27/15	234.90764	1.04226	43	0.7738		x	2.5143	13.00	x		4.0578	-11.20
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	03/02/15	234.77635	1.04167	46	0.8273		x	2.4608	13.59	x		4.1113	-11.79
Tue	03/03/15	234.74071	1.04152	47	0.8452		x	2.4429	13.74	x		4.1292	-11.94
Wed	03/04/15	234.70506	1.04136	48	0.8630		x	2.4251	13.90	x		4.1470	-12.10
Thu	03/05/15	234.66942	1.04120	49	0.8808		x	2.4073	14.06	x		4.1648	-12.26
Fri	03/06/15	234.63377	1.04104	50	0.8987		x	2.3894	14.22	x		4.1827	-12.42
Mon	03/09/15	234.52684	1.04057	53	0.9522		x	2.3359	14.69	x		4.2362	-12.89
Tue	03/10/15	234.49119	1.04041	54	0.9700		x	2.3181	14.85	x		4.2540	-13.05
Wed	03/11/15	234.45555	1.04025	55	0.9878		x	2.3003	15.01	x		4.2718	-13.21
Thu	03/12/15	234.41990	1.04009	56	1.0056		x	2.2825	15.17	x		4.2896	-13.37
Fri	03/13/15	234.38426	1.03993	57	1.0234		x	2.2647	15.33	x		4.3074	-13.53
Mon	03/16/15	234.27732	1.03946	60	1.0768		x	2.2113	15.80	x		4.3608	-14.00
Tue	03/17/15	234.24168	1.03930	61	1.0946		x	2.1935	15.96	x		4.3786	-14.16
Wed	03/18/15	234.20603	1.03914	62	1.1123		x	2.1758	16.12	x		4.3963	-14.32
Thu	03/19/15	234.17039	1.03898	63	1.1301		x	2.1580	16.28	x		4.4141	-14.48
Fri	03/20/15	234.13474	1.03883	64	1.1479		x	2.1402	16.43	x		4.4319	-14.63
Mon	03/23/15	234.02781	1.03835	67	1.2011		x	2.0870	16.91	x		4.4851	-15.11
Tue	03/24/15	233.99216	1.03819	68	1.2189		x	2.0692	17.07	x		4.5029	-15.27
Wed	03/25/15	233.95652	1.03804	69	1.2366		x	2.0515	17.22	x		4.5206	-15.42
Thu	03/26/15	233.92087	1.03788	70	1.2543		x	2.0338	17.38	x		4.5383	-15.58
Fri	03/27/15	233.88523	1.03772	71	1.2721		x	2.0160	17.54	x		4.5561	-15.74
Mon	03/30/15	233.77829	1.03725	74	1.3252		x	1.9629	18.01	x		4.6092	-16.21
Tue	03/31/15	233.74265	1.03709	75	1.3429		x	1.9452	18.17	x		4.6269	-16.37
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	04/01/15	233.70700	1.03693	76	1.3606		x	1.9275	18.33	x		4.6446	-16.53
Thu	04/02/15	233.74083	1.03708	77	1.3787		x	1.9094	18.18	x		4.6627	-16.38
Fri	04/03/15	233.77467	1.03723	78	1.3968		x	1.8913	18.03	x		4.6808	-16.23
Mon	04/06/15	233.87617	1.03768	81	1.4512		x	1.8369	17.58	x		4.7352	-15.78
Tue	04/07/15	233.91000	1.03783	82	1.4693		x	1.8188	17.43	x		4.7533	-15.63
Wed	04/08/15	233.94383	1.03798	83	1.4874		x	1.8007	17.28	x		4.7714	-15.48
Thu	04/09/15	233.97767	1.03813	84	1.5056		x	1.7825	17.13	x		4.7896	-15.33
Fri	04/10/15	234.01150	1.03828	85	1.5237		x	1.7644	16.98	x		4.8077	-15.18
Mon	04/13/15	234.11300	1.03873	88	1.5782		x	1.7099	16.53	x		4.8622	-14.73
Tue	04/14/15	234.14683	1.03888	89	1.5963		x	1.6918	16.38	x		4.8803	-14.58
Wed	04/15/15	234.18067	1.03903	90	1.6145		x	1.6736	16.23	x		4.8985	-14.43
Thu	04/16/15	234.21450	1.03918	91	1.6327		x	1.6554	16.08	x		4.9167	-14.28
Fri	04/17/15	234.24833	1.03933	92	1.6509		x	1.6372	15.93	x		4.9349	-14.13
Mon	04/20/15	234.34983	1.03978	95	1.7054		x	1.5827	15.48	x		4.9894	-13.68
Tue	04/21/15	234.38367	1.03993	96	1.7236		x	1.5645	15.33	x		5.0076	-13.53
Wed	04/22/15	234.41750	1.04008	97	1.7418		x	1.5463	15.18	x		5.0258	-13.38
Thu	04/23/15	234.45133	1.04023	98	1.7601		x	1.5280	15.03	x		5.0441	-13.23
Fri	04/24/15	234.48517	1.04038	99	1.7783		x	1.5098	14.88	x		5.0623	-13.08
Mon	04/27/15	234.58667	1.04083	102	1.8330		x	1.4551	14.43	x		5.1170	-12.63
Tue	04/28/15	234.62050	1.04098	103	1.8512		x	1.4369	14.28	x		5.1352	-12.48
Wed	04/29/15	234.65433	1.04113	104	1.8694		x	1.4187	14.13	x		5.1534	-12.33
Thu	04/30/15	234.68817	1.04128	105	1.8877		x	1.4004	13.98	x		5.1717	-12.18
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	05/01/15	234.72200	1.04143	106	1.9059		x	1.3822	13.83	x		5.1899	-12.03
Mon	05/04/15	234.85719	1.04203	109	1.9610		x	1.3271	13.23	x		5.2450	-11.43
Tue	05/05/15	234.90226	1.04223	110	1.9794		x	1.3087	13.03	x		5.2634	-11.23
Wed	05/06/15	234.94732	1.04243	111	1.9978		x	1.2903	12.83	x		5.2818	-11.03
Thu	05/07/15	234.99239	1.04263	112	2.0161		x	1.2720	12.63	x		5.3001	-10.83
Fri	05/08/15	235.03745	1.04283	113	2.0345		x	1.2536	12.43	x		5.3185	-10.63
Mon	05/11/15	235.17265	1.04343	116	2.0897		x	1.1984	11.83	x		5.3737	-10.03
Tue	05/12/15	235.21771	1.04363	117	2.1082		x	1.1799	11.63	x		5.3922	-9.83
Wed	05/13/15	235.26277	1.04383	118	2.1266		x	1.1615	11.43	x		5.4106	-9.63
Thu	05/14/15	235.30784	1.04403	119	2.1450		x	1.1431	11.23	x		5.4290	-9.43
Fri	05/15/15	235.35290	1.04423	120	2.1635		x	1.1246	11.03	x		5.4475	-9.23
Mon	05/18/15	235.48810	1.04483	123	2.2188		x	1.0693	10.43	x		5.5028	-8.63
Tue	05/19/15	235.53316	1.04503	124	2.2373		x	1.0508	10.23	x		5.5213	-8.43
Wed	05/20/15	235.57823	1.04523	125	2.2558		x	1.0323	10.03	x		5.5398	-8.23
Thu	05/21/15	235.62329	1.04543	126	2.2742		x	1.0139	9.83	x		5.5582	-8.03
Fri	05/22/15	235.66835	1.04563	127	2.2927		x	0.9954	9.63	x		5.5767	-7.83
Mon	05/25/15	235.80355	1.04623	130	2.3482		x	0.9399	9.03	x		5.6322	-7.23
Tue	05/26/15	235.84861	1.04643	131	2.3668		x	0.9213	8.83	x		5.6508	-7.03
Wed	05/27/15	235.89368	1.04663	132	2.3853		x	0.9028	8.63	x		5.6693	-6.83
Thu	05/28/15	235.93874	1.04683	133	2.4038		x	0.8843	8.43	x		5.6878	-6.63
Fri	05/29/15	235.98381	1.04703	134	2.4223		x	0.8658	8.23	x		5.7063	-6.43
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	06/01/15	236.11900	1.04763	137	2.4780		x	0.8101	7.63	x		5.7620	-5.83
Tue	06/02/15	236.13500	1.04770	138	2.4962		x	0.7919	7.56	x		5.7802	-5.76
Wed	06/03/15	236.15100	1.04777	139	2.5145		x	0.7736	7.49	x		5.7985	-5.69
Thu	06/04/15	236.16700	1.04784	140	2.5328		x	0.7553	7.42	x		5.8168	-5.62
Fri	06/05/15	236.18300	1.04791	141	2.5510		x	0.7371	7.35	x		5.8350	-5.55
Mon	06/08/15	236.23100	1.04813	144	2.6058		x	0.6823	7.13	x		5.8898	-5.33
Tue	06/09/15	236.24700	1.04820	145	2.6241		x	0.6640	7.06	x		5.9081	-5.26
Wed	06/10/15	236.26300	1.04827	146	2.6424		x	0.6457	6.99	x		5.9264	-5.19
Thu	06/11/15	236.27900	1.04834	147	2.6607		x	0.6274	6.92	x		5.9447	-5.12
Fri	06/12/15	236.29500	1.04841	148	2.6789		x	0.6092	6.85	x		5.9629	-5.05
Mon	06/15/15	236.34300	1.04862	151	2.7338		x	0.5543	6.64	x		6.0178	-4.84
Tue	06/16/15	236.35900	1.04870	152	2.7521		x	0.5360	6.56	x		6.0361	-4.76
Wed	06/17/15	236.37500	1.04877	153	2.7704		x	0.5177	6.49	x		6.0544	-4.69
Thu	06/18/15	236.39100	1.04884	154	2.7887		x	0.4994	6.42	x		6.0727	-4.62
Fri	06/19/15	236.40700	1.04891	155	2.8070		x	0.4811	6.35	x		6.0910	-4.55
Mon	06/22/15	236.45500	1.04912	158	2.8619		x	0.4262	6.14	x		6.1459	-4.34
Tue	06/23/15	236.47100	1.04919	159	2.8802		x	0.4079	6.07	x		6.1642	-4.27
Wed	06/24/15	236.48700	1.04926	160	2.8985		x	0.3896	6.00	x		6.1825	-4.20
Thu	06/25/15	236.50300	1.04933	161	2.9168		x	0.3713	5.93	x		6.2008	-4.13
Fri	06/26/15	236.51900	1.04941	162	2.9352		x	0.3529	5.85	x		6.2192	-4.05
Mon	06/29/15	236.56700	1.04962	165	2.9901		x	0.2980	5.64	x		6.2741	-3.84
Tue	06/30/15	236.58300	1.04969	166	3.0084		x	0.2797	5.57	x		6.2924	-3.77
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	07/01/15	236.59900	1.04976	167	3.0268		x	0.2613	5.50	x		6.3108	-3.70
Thu	07/02/15	236.63790	1.04993	168	3.0454		x	0.2427	5.33	x		6.3294	-3.53
Fri	07/03/15	236.67681	1.05011	169	3.0640		x	0.2241	5.15	x		6.3480	-3.35
Mon	07/06/15	236.79352	1.05062	172	3.1199		x	0.1682	4.64	x		6.4039	-2.84
Tue	07/07/15	236.83242	1.05080	173	3.1386		x	0.1495	4.46	x		6.4226	-2.66
Wed	07/08/15	236.87132	1.05097	174	3.1573		x	0.1308	4.29	x		6.4413	-2.49
Thu	07/09/15	236.91023	1.05114	175	3.1759		x	0.1122	4.12	x		6.4599	-2.32
Fri	07/10/15	236.94913	1.05131	176	3.1946		x	0.0935	3.95	x		6.4786	-2.15
Mon	07/13/15	237.06584	1.05183	179	3.2506		x	0.0375	3.43	x		6.5346	-1.63
Tue	07/14/15	237.10474	1.05200	180	3.2693		x	0.0188	3.26	x		6.5533	-1.46
Wed	07/15/15	237.14365	1.05218	0	0.0000			0.0000	3.08	x	x	6.5721	-1.28
Thu	07/16/15	237.18255	1.05235	1	0.0179			-0.0179	2.91	x	x	6.5900	-1.11
Fri	07/17/15	237.22145	1.05252	2	0.0358			-0.0358	2.74	x	x	6.6079	-0.94
Mon	07/20/15	237.33816	1.05304	5	0.0894			-0.0894	2.22	x	x	6.6615	-0.42
Tue	07/21/15	237.37706	1.05321	6	0.1073			-0.1073	2.05	x	x	6.6794	-0.25
Wed	07/22/15	237.41597	1.05339	7	0.1252			-0.1252	1.87	x	x	6.6973	-0.07
Thu	07/23/15	237.45487	1.05356	8	0.1431			-0.1431	1.70	x	x	6.7152	0.10
Fri	07/24/15	237.49377	1.05373	9	0.1611			-0.1611	1.53	x	x	6.7332	0.27
Mon	07/27/15	237.61048	1.05425	12	0.2149			-0.2149	1.01	x	x	6.7870	0.79
Tue	07/28/15	237.64939	1.05442	13	0.2328			-0.2328	0.84	x	x	6.8049	0.96
Wed	07/29/15	237.68829	1.05459	14	0.2508			-0.2508	0.67	x	x	6.8229	1.13
Thu	07/30/15	237.72719	1.05477	15	0.2687			-0.2687	0.49	x	x	6.8408	1.31
Fri	07/31/15	237.76610	1.05494	16	0.2867			-0.2867	0.32	x	x	6.8588	1.48
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/03/15	237.85874	1.05535	19	0.3406			-0.3406	-0.09	x	x	6.9127	1.89
Tue	08/04/15	237.88561	1.05547	20	0.3585			-0.3585	-0.21	x	x	6.9306	2.01
Wed	08/05/15	237.91248	1.05559	21	0.3765			-0.3765	-0.33	x	x	6.9486	2.13
Thu	08/06/15	237.93935	1.05571	22	0.3945			-0.3945	-0.45	x	x	6.9666	2.25
Fri	08/07/15	237.96623	1.05583	23	0.4124			-0.4124	-0.57	x	x	6.9845	2.37
Mon	08/10/15	238.04684	1.05618	26	0.4664			-0.4664	-0.92	x	x	7.0385	2.72
Tue	08/11/15	238.07371	1.05630	27	0.4844			-0.4844	-1.04	x	x	7.0565	2.84
Wed	08/12/15	238.10058	1.05642	28	0.5024			-0.5024	-1.16	x	x	7.0745	2.96
Thu	08/13/15	238.12745	1.05654	29	0.5204			-0.5204	-1.28	x	x	7.0925	3.08
Fri	08/14/15	238.15432	1.05666	30	0.5384			-0.5384	-1.40	x	x	7.1105	3.20
Mon	08/17/15	238.23494	1.05702	33	0.5924			-0.5924	-1.76	x	x	7.1645	3.56
Tue	08/18/15	238.26181	1.05714	34	0.6104			-0.6104	-1.88	x	x	7.1825	3.68
Wed	08/19/15	238.28868	1.05726	35	0.6285			-0.6285	-2.00	x	x	7.2006	3.80
Thu	08/20/15	238.31555	1.05738	36	0.6465			-0.6465	-2.12	x	x	7.2186	3.92
Fri	08/21/15	238.34242	1.05750	37	0.6645			-0.6645	-2.24	x	x	7.2366	4.04
Mon	08/24/15	238.42303	1.05785	40	0.7186			-0.7186	-2.59	x	x	7.2907	4.39
Tue	08/25/15	238.44990	1.05797	41	0.7367			-0.7367	-2.71	x	x	7.3088	4.51
Wed	08/26/15	238.47677	1.05809	42	0.7548			-0.7548	-2.83	x	x	7.3269	4.63
Thu	08/27/15	238.50365	1.05821	43	0.7728			-0.7728	-2.95	x	x	7.3449	4.75
Fri	08/28/15	238.53052	1.05833	44	0.7909			-0.7909	-3.07	x	x	7.3630	4.87
Mon	08/31/15	238.61113	1.05869	47	0.8451			-0.8451	-3.43	x	x	7.4172	5.23
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	09/01/15	238.63800	1.05881	48	0.8632			-0.8632	-3.55	x	x	7.4353	5.35
Wed	09/02/15	238.63853	1.05881	49	0.8811			-0.8811	-3.55	x	x	7.4532	5.35
Thu	09/03/15	238.63907	1.05881	50	0.8991			-0.8991	-3.55	x	x	7.4712	5.35
Fri	09/04/15	238.63960	1.05881	51	0.9171			-0.9171	-3.55	x	x	7.4892	5.35
Mon	09/07/15	238.64120	1.05882	54	0.9711			-0.9711	-3.56	x	x	7.5432	5.36
Tue	09/08/15	238.64173	1.05882	55	0.9890			-0.9890	-3.56	x	x	7.5611	5.36
Wed	09/09/15	238.64227	1.05883	56	1.0070			-1.0070	-3.57	x	x	7.5791	5.37
Thu	09/10/15	238.64280	1.05883	57	1.0250			-1.0250	-3.57	x	x	7.5971	5.37
Fri	09/11/15	238.64333	1.05883	58	1.0430			-1.0430	-3.57	x	x	7.6151	5.37
Mon	09/14/15	238.64493	1.05884	61	1.0970			-1.0970	-3.58	x	x	7.6691	5.38
Tue	09/15/15	238.64547	1.05884	62	1.1149			-1.1149	-3.58	x	x	7.6870	5.38
Wed	09/16/15	238.64600	1.05884	63	1.1329			-1.1329	-3.58	x	x	7.7050	5.38
Thu	09/17/15	238.64653	1.05885	64	1.1509			-1.1509	-3.59	x	x	7.7230	5.39
Fri	09/18/15	238.64707	1.05885	65	1.1689			-1.1689	-3.59	x	x	7.7410	5.39
Mon	09/21/15	238.64867	1.05885	68	1.2229			-1.2229	-3.59	x	x	7.7950	5.39
Tue	09/22/15	238.64920	1.05886	69	1.2409			-1.2409	-3.60	x	x	7.8130	5.40
Wed	09/23/15	238.64973	1.05886	70	1.2588			-1.2588	-3.60	x	x	7.8309	5.40
Thu	09/24/15	238.65027	1.05886	71	1.2768			-1.2768	-3.60	x	x	7.8489	5.40
Fri	09/25/15	238.65080	1.05886	72	1.2948			-1.2948	-3.60	x	x	7.8669	5.40
Mon	09/28/15	238.65240	1.05887	75	1.3488			-1.3488	-3.61	x	x	7.9209	5.41
Tue	09/29/15	238.65293	1.05887	76	1.3667			-1.3667	-3.61	x	x	7.9388	5.41
Wed	09/30/15	238.65347	1.05888	77	1.3847			-1.3847	-3.62	x	x	7.9568	5.42
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	10/01/15	238.65400	1.05888	78	1.4027			-1.4027	-3.62	x	x	7.9748	5.42
Fri	10/02/15	238.64310	1.05883	79	1.4206			-1.4206	-3.57	x	x	7.9927	5.37
Mon	10/05/15	238.61039	1.05868	82	1.4744			-1.4744	-3.42	x	x	8.0465	5.22
Tue	10/06/15	238.59948	1.05864	83	1.4923			-1.4923	-3.38	x	x	8.0644	5.18
Wed	10/07/15	238.58858	1.05859	84	1.5102			-1.5102	-3.33	x	x	8.0823	5.13
Thu	10/08/15	238.57768	1.05854	85	1.5281			-1.5281	-3.28	x	x	8.1002	5.08
Fri	10/09/15	238.56677	1.05849	86	1.5460			-1.5460	-3.23	x	x	8.1181	5.03
Mon	10/12/15	238.53406	1.05835	89	1.5997			-1.5997	-3.09	x	x	8.1718	4.89
Tue	10/13/15	238.52316	1.05830	90	1.6176			-1.6176	-3.04	x	x	8.1897	4.84
Wed	10/14/15	238.51226	1.05825	91	1.6355			-1.6355	-2.99	x	x	8.2076	4.79
Thu	10/15/15	238.50135	1.05820	92	1.6534			-1.6534	-2.94	x	x	8.2255	4.74
Fri	10/16/15	238.49045	1.05815	93	1.6713			-1.6713	-2.89	x	x	8.2434	4.69
Mon	10/19/15	238.45774	1.05801	96	1.7250			-1.7250	-2.75	x	x	8.2971	4.55
Tue	10/20/15	238.44684	1.05796	97	1.7429			-1.7429	-2.70	x	x	8.3150	4.50
Wed	10/21/15	238.43594	1.05791	98	1.7608			-1.7608	-2.65	x	x	8.3329	4.45
Thu	10/22/15	238.42503	1.05786	99	1.7787			-1.7787	-2.60	x	x	8.3508	4.40
Fri	10/23/15	238.41413	1.05781	100	1.7966			-1.7966	-2.55	x	x	8.3687	4.35
Mon	10/26/15	238.38142	1.05767	103	1.8502			-1.8502	-2.41	x	x	8.4223	4.21
Tue	10/27/15	238.37052	1.05762	104	1.8681			-1.8681	-2.36	x	x	8.4402	4.16
Wed	10/28/15	238.35961	1.05757	105	1.8860			-1.8860	-2.31	x	x	8.4581	4.11
Thu	10/29/15	238.34871	1.05752	106	1.9038			-1.9038	-2.26	x	x	8.4759	4.06
Fri	10/30/15	238.33781	1.05748	107	1.9217			-1.9217	-2.22	x	x	8.4938	4.02
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	11/02/15	238.30363	1.05732	110	1.9753			-1.9753	-2.06	x	x	8.5474	3.86
Tue	11/03/15	238.29127	1.05727	111	1.9932			-1.9932	-2.01	x	x	8.5653	3.81
Wed	11/04/15	238.27890	1.05721	112	2.0110			-2.0110	-1.95	x	x	8.5831	3.75
Thu	11/05/15	238.26653	1.05716	113	2.0289			-2.0289	-1.90	x	x	8.6010	3.70
Fri	11/06/15	238.25417	1.05710	114	2.0467			-2.0467	-1.84	x	x	8.6188	3.64
Mon	11/09/15	238.21707	1.05694	117	2.1002			-2.1002	-1.68	x	x	8.6723	3.48
Tue	11/10/15	238.20470	1.05688	118	2.1181			-2.1181	-1.62	x	x	8.6902	3.42
Wed	11/11/15	238.19233	1.05683	119	2.1359			-2.1359	-1.57	x	x	8.7080	3.37
Thu	11/12/15	238.17997	1.05677	120	2.1537			-2.1537	-1.51	x	x	8.7258	3.31
Fri	11/13/15	238.16760	1.05672	121	2.1716			-2.1716	-1.46	x	x	8.7437	3.26
Mon	11/16/15	238.13050	1.05656	124	2.2251			-2.2251	-1.30	x	x	8.7972	3.10
Tue	11/17/15	238.11813	1.05650	125	2.2429			-2.2429	-1.24	x	x	8.8150	3.04
Wed	11/18/15	238.10577	1.05645	126	2.2607			-2.2607	-1.19	x	x	8.8328	2.99
Thu	11/19/15	238.09340	1.05639	127	2.2786			-2.2786	-1.13	x	x	8.8507	2.93
Fri	11/20/15	238.08103	1.05634	128	2.2964			-2.2964	-1.08	x	x	8.8685	2.88
Mon	11/23/15	238.04393	1.05617	131	2.3498			-2.3498	-0.91	x	x	8.9219	2.71
Tue	11/24/15	238.03157	1.05612	132	2.3677			-2.3677	-0.86	x	x	8.9398	2.66
Wed	11/25/15	238.01920	1.05606	133	2.3855			-2.3855	-0.80	x	x	8.9576	2.60
Thu	11/26/15	238.00683	1.05601	134	2.4033			-2.4033	-0.75	x	x	8.9754	2.55
Fri	11/27/15	237.99447	1.05595	135	2.4211			-2.4211	-0.69	x	x	8.9932	2.49
Mon	11/30/15	237.95737	1.05579	138	2.4745			-2.4745	-0.53	x	x	9.0466	2.33
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	12/01/15	237.94500	1.05573	139	2.4923			-2.4923	-0.47	x	x	9.0644	2.27
Wed	12/02/15	237.94155	1.05572	140	2.5102			-2.5102	-0.46	x	x	9.0823	2.26
Thu	12/03/15	237.93810	1.05570	141	2.5281			-2.5281	-0.44	x	x	9.1002	2.24
Fri	12/04/15	237.93465	1.05569	142	2.5460			-2.5460	-0.43	x	x	9.1181	2.23
Mon	12/07/15	237.92429	1.05564	145	2.5997			-2.5997	-0.38	x	x	9.1718	2.18
Tue	12/08/15	237.92084	1.05563	146	2.6176			-2.6176	-0.37	x	x	9.1897	2.17
Wed	12/09/15	237.91739	1.05561	147	2.6354			-2.6354	-0.35	x	x	9.2075	2.15
Thu	12/10/15	237.91394	1.05559	148	2.6533			-2.6533	-0.33	x	x	9.2254	2.13
Fri	12/11/15	237.91048	1.05558	149	2.6712			-2.6712	-0.32	x	x	9.2433	2.12
Mon	12/14/15	237.90013	1.05553	152	2.7249			-2.7249	-0.27	x	x	9.2970	2.07
Tue	12/15/15	237.89668	1.05552	153	2.7428			-2.7428	-0.26	x	x	9.3149	2.06
Wed	12/16/15	237.89323	1.05550	154	2.7606			-2.7606	-0.24	x	x	9.3327	2.04
Thu	12/17/15	237.88977	1.05549	155	2.7785			-2.7785	-0.23	x	x	9.3506	2.03
Fri	12/18/15	237.88632	1.05547	156	2.7964			-2.7964	-0.21	x	x	9.3685	2.01
Mon	12/21/15	237.87597	1.05543	159	2.8501			-2.8501	-0.17	x	x	9.4222	1.97
Tue	12/22/15	237.87252	1.05541	160	2.8680			-2.8680	-0.15	x	x	9.4401	1.95
Wed	12/23/15	237.86906	1.05540	161	2.8859			-2.8859	-0.14	x	x	9.4580	1.94
Thu	12/24/15	237.86561	1.05538	162	2.9037			-2.9037	-0.12	x	x	9.4758	1.92
Fri	12/25/15	237.86216	1.05536	163	2.9216			-2.9216	-0.10	x	x	9.4937	1.90
Mon	12/28/15	237.85181	1.05532	166	2.9753			-2.9753	-0.06	x	x	9.5474	1.86
Tue	12/29/15	237.84835	1.05530	167	2.9931			-2.9931	-0.04	x	x	9.5652	1.84
Wed	12/30/15	237.84490	1.05529	168	3.0110			-3.0110	-0.03	x	x	9.5831	1.83
Thu	12/31/15	237.84145	1.05527	169	3.0289			-3.0289	-0.01	x	x	9.6010	1.81
Fri	01/01/16	237.83800	1.05526

Generated 12/15/15 09:27