0.625% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2043

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

CUSIP Number	912810RA8	Interest 02/15/15 (184 days)	$3.2007
Dated Date	February 15, 2013	Interest 08/15/15 (181 days)	$3.2374
Ref CPI on Dated Date	229.91100	Interest Total	$6.4381
Original Issue Date	February 28, 2013	Interest 02/15/16 (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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	01/01/15	237.43300	1.03272	139	2.4380	x	x	4.0001	1.76			2.4380	0.00
Fri	01/02/15	237.39165	1.03254	140	2.4551	x	x	3.9830	1.94			2.4551	-0.18
Mon	01/05/15	237.26758	1.03200	143	2.5064	x	x	3.9317	2.48			2.5064	-0.72
Tue	01/06/15	237.22623	1.03182	144	2.5235	x	x	3.9146	2.66			2.5235	-0.90
Wed	01/07/15	237.18487	1.03164	145	2.5406	x	x	3.8975	2.84			2.5406	-1.08
Thu	01/08/15	237.14352	1.03146	146	2.5576	x	x	3.8805	3.02			2.5576	-1.26
Fri	01/09/15	237.10216	1.03128	147	2.5747	x	x	3.8634	3.20			2.5747	-1.44
Mon	01/12/15	236.97810	1.03074	150	2.6259	x	x	3.8122	3.74			2.6259	-1.98
Tue	01/13/15	236.93674	1.03056	151	2.6429	x	x	3.7952	3.92			2.6429	-2.16
Wed	01/14/15	236.89539	1.03038	152	2.6599	x	x	3.7782	4.10			2.6599	-2.34
Thu	01/15/15	236.85403	1.03020	153	2.6770	x	x	3.7611	4.28			2.6770	-2.52
Fri	01/16/15	236.81268	1.03002	154	2.6940	x	x	3.7441	4.46			2.6940	-2.70
Mon	01/19/15	236.68861	1.02948	157	2.7450	x	x	3.6931	5.00			2.7450	-3.24
Tue	01/20/15	236.64726	1.02930	158	2.7620	x	x	3.6761	5.18			2.7620	-3.42
Wed	01/21/15	236.60590	1.02912	159	2.7790	x	x	3.6591	5.36			2.7790	-3.60
Thu	01/22/15	236.56455	1.02894	160	2.7960	x	x	3.6421	5.54			2.7960	-3.78
Fri	01/23/15	236.52319	1.02876	161	2.8130	x	x	3.6251	5.72			2.8130	-3.96
Mon	01/26/15	236.39913	1.02822	164	2.8639	x	x	3.5742	6.26			2.8639	-4.50
Tue	01/27/15	236.35777	1.02804	165	2.8809	x	x	3.5572	6.44			2.8809	-4.68
Wed	01/28/15	236.31642	1.02786	166	2.8978	x	x	3.5403	6.62			2.8978	-4.86
Thu	01/29/15	236.27506	1.02768	167	2.9148	x	x	3.5233	6.80			2.9148	-5.04
Fri	01/30/15	236.23371	1.02750	168	2.9317	x	x	3.5064	6.98			2.9317	-5.22
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	02/02/15	236.10318	1.02693	171	2.9824	x	x	3.4557	7.55			2.9824	-5.79
Tue	02/03/15	236.05536	1.02672	172	2.9993	x	x	3.4388	7.76			2.9993	-6.00
Wed	02/04/15	236.00754	1.02652	173	3.0161	x	x	3.4220	7.96			3.0161	-6.20
Thu	02/05/15	235.95971	1.02631	174	3.0329	x	x	3.4052	8.17			3.0329	-6.41
Fri	02/06/15	235.91189	1.02610	175	3.0497	x	x	3.3884	8.38			3.0497	-6.62
Mon	02/09/15	235.76843	1.02548	178	3.1001	x	x	3.3380	9.00			3.1001	-7.24
Tue	02/10/15	235.72061	1.02527	179	3.1169	x	x	3.3212	9.21			3.1169	-7.45
Wed	02/11/15	235.67279	1.02506	180	3.1337	x	x	3.3044	9.42			3.1337	-7.66
Thu	02/12/15	235.62496	1.02485	181	3.1504	x	x	3.2877	9.63			3.1504	-7.87
Fri	02/13/15	235.57714	1.02464	182	3.1672	x	x	3.2709	9.84			3.1672	-8.08
Sun	02/15/15	235.48150	1.02423	0	0.0000		x	3.2374	10.25	x		3.2007	-8.49
Mon	02/16/15	235.43368	1.02402	1	0.0177		x	3.2197	10.46	x		3.2184	-8.70
Tue	02/17/15	235.38586	1.02381	2	0.0354		x	3.2020	10.67	x		3.2361	-8.91
Wed	02/18/15	235.33804	1.02360	3	0.0530		x	3.1844	10.88	x		3.2537	-9.12
Thu	02/19/15	235.29021	1.02340	4	0.0707		x	3.1667	11.08	x		3.2714	-9.32
Fri	02/20/15	235.24239	1.02319	5	0.0883		x	3.1491	11.29	x		3.2890	-9.53
Mon	02/23/15	235.09893	1.02256	8	0.1412		x	3.0962	11.92	x		3.3419	-10.16
Tue	02/24/15	235.05111	1.02236	9	0.1589		x	3.0785	12.12	x		3.3596	-10.36
Wed	02/25/15	235.00329	1.02215	10	0.1765		x	3.0609	12.33	x		3.3772	-10.57
Thu	02/26/15	234.95546	1.02194	11	0.1941		x	3.0433	12.54	x		3.3948	-10.78
Fri	02/27/15	234.90764	1.02173	12	0.2117		x	3.0257	12.75	x		3.4124	-10.99
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	03/02/15	234.77635	1.02116	15	0.2645		x	2.9729	13.32	x		3.4652	-11.56
Tue	03/03/15	234.74071	1.02101	16	0.2820		x	2.9554	13.47	x		3.4827	-11.71
Wed	03/04/15	234.70506	1.02085	17	0.2996		x	2.9378	13.63	x		3.5003	-11.87
Thu	03/05/15	234.66942	1.02070	18	0.3172		x	2.9202	13.78	x		3.5179	-12.02
Fri	03/06/15	234.63377	1.02054	19	0.3348		x	2.9026	13.94	x		3.5355	-12.18
Mon	03/09/15	234.52684	1.02008	22	0.3875		x	2.8499	14.40	x		3.5882	-12.64
Tue	03/10/15	234.49119	1.01992	23	0.4050		x	2.8324	14.56	x		3.6057	-12.80
Wed	03/11/15	234.45555	1.01977	24	0.4226		x	2.8148	14.71	x		3.6233	-12.95
Thu	03/12/15	234.41990	1.01961	25	0.4401		x	2.7973	14.87	x		3.6408	-13.11
Fri	03/13/15	234.38426	1.01946	26	0.4576		x	2.7798	15.02	x		3.6583	-13.26
Mon	03/16/15	234.27732	1.01899	29	0.5102		x	2.7272	15.49	x		3.7109	-13.73
Tue	03/17/15	234.24168	1.01884	30	0.5277		x	2.7097	15.64	x		3.7284	-13.88
Wed	03/18/15	234.20603	1.01868	31	0.5452		x	2.6922	15.80	x		3.7459	-14.04
Thu	03/19/15	234.17039	1.01853	32	0.5627		x	2.6747	15.95	x		3.7634	-14.19
Fri	03/20/15	234.13474	1.01837	33	0.5802		x	2.6572	16.11	x		3.7809	-14.35
Mon	03/23/15	234.02781	1.01791	36	0.6327		x	2.6047	16.57	x		3.8334	-14.81
Tue	03/24/15	233.99216	1.01775	37	0.6502		x	2.5872	16.73	x		3.8509	-14.97
Wed	03/25/15	233.95652	1.01760	38	0.6676		x	2.5698	16.88	x		3.8683	-15.12
Thu	03/26/15	233.92087	1.01744	39	0.6851		x	2.5523	17.04	x		3.8858	-15.28
Fri	03/27/15	233.88523	1.01729	40	0.7025		x	2.5349	17.19	x		3.9032	-15.43
Mon	03/30/15	233.77829	1.01682	43	0.7549		x	2.4825	17.66	x		3.9556	-15.90
Tue	03/31/15	233.74265	1.01667	44	0.7723		x	2.4651	17.81	x		3.9730	-16.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	04/01/15	233.70700	1.01651	45	0.7898		x	2.4476	17.97	x		3.9905	-16.21
Thu	04/02/15	233.74083	1.01666	46	0.8074		x	2.4300	17.82	x		4.0081	-16.06
Fri	04/03/15	233.77467	1.01681	47	0.8251		x	2.4123	17.67	x		4.0258	-15.91
Mon	04/06/15	233.87617	1.01725	50	0.8782		x	2.3592	17.23	x		4.0789	-15.47
Tue	04/07/15	233.91000	1.01739	51	0.8958		x	2.3416	17.09	x		4.0965	-15.33
Wed	04/08/15	233.94383	1.01754	52	0.9135		x	2.3239	16.94	x		4.1142	-15.18
Thu	04/09/15	233.97767	1.01769	53	0.9312		x	2.3062	16.79	x		4.1319	-15.03
Fri	04/10/15	234.01150	1.01784	54	0.9490		x	2.2884	16.64	x		4.1497	-14.88
Mon	04/13/15	234.11300	1.01828	57	1.0021		x	2.2353	16.20	x		4.2028	-14.44
Tue	04/14/15	234.14683	1.01842	58	1.0198		x	2.2176	16.06	x		4.2205	-14.30
Wed	04/15/15	234.18067	1.01857	59	1.0376		x	2.1998	15.91	x		4.2383	-14.15
Thu	04/16/15	234.21450	1.01872	60	1.0553		x	2.1821	15.76	x		4.2560	-14.00
Fri	04/17/15	234.24833	1.01887	61	1.0731		x	2.1643	15.61	x		4.2738	-13.85
Mon	04/20/15	234.34983	1.01931	64	1.1263		x	2.1111	15.17	x		4.3270	-13.41
Tue	04/21/15	234.38367	1.01945	65	1.1441		x	2.0933	15.03	x		4.3448	-13.27
Wed	04/22/15	234.41750	1.01960	66	1.1618		x	2.0756	14.88	x		4.3625	-13.12
Thu	04/23/15	234.45133	1.01975	67	1.1796		x	2.0578	14.73	x		4.3803	-12.97
Fri	04/24/15	234.48517	1.01990	68	1.1974		x	2.0400	14.58	x		4.3981	-12.82
Mon	04/27/15	234.58667	1.02034	71	1.2508		x	1.9866	14.14	x		4.4515	-12.38
Tue	04/28/15	234.62050	1.02048	72	1.2686		x	1.9688	14.00	x		4.4693	-12.24
Wed	04/29/15	234.65433	1.02063	73	1.2864		x	1.9510	13.85	x		4.4871	-12.09
Thu	04/30/15	234.68817	1.02078	74	1.3042		x	1.9332	13.70	x		4.5049	-11.94
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	05/01/15	234.72200	1.02093	75	1.3220		x	1.9154	13.55	x		4.5227	-11.79
Mon	05/04/15	234.85719	1.02151	78	1.3757		x	1.8617	12.97	x		4.5764	-11.21
Tue	05/05/15	234.90226	1.02171	79	1.3936		x	1.8438	12.77	x		4.5943	-11.01
Wed	05/06/15	234.94732	1.02191	80	1.4115		x	1.8259	12.57	x		4.6122	-10.81
Thu	05/07/15	234.99239	1.02210	81	1.4294		x	1.8080	12.38	x		4.6301	-10.62
Fri	05/08/15	235.03745	1.02230	82	1.4473		x	1.7901	12.18	x		4.6480	-10.42
Mon	05/11/15	235.17265	1.02289	85	1.5011		x	1.7363	11.59	x		4.7018	-9.83
Tue	05/12/15	235.21771	1.02308	86	1.5191		x	1.7183	11.40	x		4.7198	-9.64
Wed	05/13/15	235.26277	1.02328	87	1.5370		x	1.7004	11.20	x		4.7377	-9.44
Thu	05/14/15	235.30784	1.02347	88	1.5550		x	1.6824	11.01	x		4.7557	-9.25
Fri	05/15/15	235.35290	1.02367	89	1.5730		x	1.6644	10.81	x		4.7737	-9.05
Mon	05/18/15	235.48810	1.02426	92	1.6269		x	1.6105	10.22	x		4.8276	-8.46
Tue	05/19/15	235.53316	1.02445	93	1.6449		x	1.5925	10.03	x		4.8456	-8.27
Wed	05/20/15	235.57823	1.02465	94	1.6629		x	1.5745	9.83	x		4.8636	-8.07
Thu	05/21/15	235.62329	1.02485	95	1.6810		x	1.5564	9.63	x		4.8817	-7.87
Fri	05/22/15	235.66835	1.02504	96	1.6990		x	1.5384	9.44	x		4.8997	-7.68
Mon	05/25/15	235.80355	1.02563	99	1.7531		x	1.4843	8.85	x		4.9538	-7.09
Tue	05/26/15	235.84861	1.02583	100	1.7711		x	1.4663	8.65	x		4.9718	-6.89
Wed	05/27/15	235.89368	1.02602	101	1.7892		x	1.4482	8.46	x		4.9899	-6.70
Thu	05/28/15	235.93874	1.02622	102	1.8072		x	1.4302	8.26	x		5.0079	-6.50
Fri	05/29/15	235.98381	1.02641	103	1.8253		x	1.4121	8.07	x		5.0260	-6.31
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	06/01/15	236.11900	1.02700	106	1.8795		x	1.3579	7.48	x		5.0802	-5.72
Tue	06/02/15	236.13500	1.02707	107	1.8974		x	1.3400	7.41	x		5.0981	-5.65
Wed	06/03/15	236.15100	1.02714	108	1.9152		x	1.3222	7.34	x		5.1159	-5.58
Thu	06/04/15	236.16700	1.02721	109	1.9331		x	1.3043	7.27	x		5.1338	-5.51
Fri	06/05/15	236.18300	1.02728	110	1.9510		x	1.2864	7.20	x		5.1517	-5.44
Mon	06/08/15	236.23100	1.02749	113	2.0046		x	1.2328	6.99	x		5.2053	-5.23
Tue	06/09/15	236.24700	1.02756	114	2.0225		x	1.2149	6.92	x		5.2232	-5.16
Wed	06/10/15	236.26300	1.02763	115	2.0404		x	1.1970	6.85	x		5.2411	-5.09
Thu	06/11/15	236.27900	1.02770	116	2.0582		x	1.1792	6.78	x		5.2589	-5.02
Fri	06/12/15	236.29500	1.02777	117	2.0761		x	1.1613	6.71	x		5.2768	-4.95
Mon	06/15/15	236.34300	1.02798	120	2.1298		x	1.1076	6.50	x		5.3305	-4.74
Tue	06/16/15	236.35900	1.02805	121	2.1477		x	1.0897	6.43	x		5.3484	-4.67
Wed	06/17/15	236.37500	1.02812	122	2.1656		x	1.0718	6.36	x		5.3663	-4.60
Thu	06/18/15	236.39100	1.02818	123	2.1835		x	1.0539	6.30	x		5.3842	-4.54
Fri	06/19/15	236.40700	1.02825	124	2.2014		x	1.0360	6.23	x		5.4021	-4.47
Mon	06/22/15	236.45500	1.02846	127	2.2551		x	0.9823	6.02	x		5.4558	-4.26
Tue	06/23/15	236.47100	1.02853	128	2.2730		x	0.9644	5.95	x		5.4737	-4.19
Wed	06/24/15	236.48700	1.02860	129	2.2909		x	0.9465	5.88	x		5.4916	-4.12
Thu	06/25/15	236.50300	1.02867	130	2.3088		x	0.9286	5.81	x		5.5095	-4.05
Fri	06/26/15	236.51900	1.02874	131	2.3267		x	0.9107	5.74	x		5.5274	-3.98
Mon	06/29/15	236.56700	1.02895	134	2.3805		x	0.8569	5.53	x		5.5812	-3.77
Tue	06/30/15	236.58300	1.02902	135	2.3984		x	0.8390	5.46	x		5.5991	-3.70
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	07/01/15	236.59900	1.02909	136	2.4164		x	0.8210	5.39	x		5.6171	-3.63
Thu	07/02/15	236.63790	1.02926	137	2.4345		x	0.8029	5.22	x		5.6352	-3.46
Fri	07/03/15	236.67681	1.02943	138	2.4527		x	0.7847	5.05	x		5.6534	-3.29
Mon	07/06/15	236.79352	1.02994	141	2.5073		x	0.7301	4.54	x		5.7080	-2.78
Tue	07/07/15	236.83242	1.03010	142	2.5255		x	0.7119	4.38	x		5.7262	-2.62
Wed	07/08/15	236.87132	1.03027	143	2.5437		x	0.6937	4.21	x		5.7444	-2.45
Thu	07/09/15	236.91023	1.03044	144	2.5619		x	0.6755	4.04	x		5.7626	-2.28
Fri	07/10/15	236.94913	1.03061	145	2.5801		x	0.6573	3.87	x		5.7808	-2.11
Mon	07/13/15	237.06584	1.03112	148	2.6348		x	0.6026	3.36	x		5.8355	-1.60
Tue	07/14/15	237.10474	1.03129	149	2.6530		x	0.5844	3.19	x		5.8537	-1.43
Wed	07/15/15	237.14365	1.03146	150	2.6713		x	0.5661	3.02	x		5.8720	-1.26
Thu	07/16/15	237.18255	1.03163	151	2.6895		x	0.5479	2.85	x		5.8902	-1.09
Fri	07/17/15	237.22145	1.03180	152	2.7078		x	0.5296	2.68	x		5.9085	-0.92
Mon	07/20/15	237.33816	1.03230	155	2.7625		x	0.4749	2.18	x		5.9632	-0.42
Tue	07/21/15	237.37706	1.03247	156	2.7808		x	0.4566	2.01	x		5.9815	-0.25
Wed	07/22/15	237.41597	1.03264	157	2.7991		x	0.4383	1.84	x		5.9998	-0.08
Thu	07/23/15	237.45487	1.03281	158	2.8174		x	0.4200	1.67	x		6.0181	0.09
Fri	07/24/15	237.49377	1.03298	159	2.8357		x	0.4017	1.50	x		6.0364	0.26
Mon	07/27/15	237.61048	1.03349	162	2.8906		x	0.3468	0.99	x		6.0913	0.77
Tue	07/28/15	237.64939	1.03366	163	2.9090		x	0.3284	0.82	x		6.1097	0.94
Wed	07/29/15	237.68829	1.03383	164	2.9273		x	0.3101	0.65	x		6.1280	1.11
Thu	07/30/15	237.72719	1.03400	165	2.9456		x	0.2918	0.48	x		6.1463	1.28
Fri	07/31/15	237.76610	1.03417	166	2.9640		x	0.2734	0.31	x		6.1647	1.45
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	08/03/15	237.85874	1.03457	169	3.0187		x	0.2187	-0.09	x		6.2194	1.85
Tue	08/04/15	237.88561	1.03469	170	3.0369		x	0.2005	-0.21	x		6.2376	1.97
Wed	08/05/15	237.91248	1.03480	171	3.0551		x	0.1823	-0.32	x		6.2558	2.08
Thu	08/06/15	237.93935	1.03492	172	3.0733		x	0.1641	-0.44	x		6.2740	2.20
Fri	08/07/15	237.96623	1.03504	173	3.0915		x	0.1459	-0.56	x		6.2922	2.32
Mon	08/10/15	238.04684	1.03539	176	3.1462		x	0.0912	-0.91	x		6.3469	2.67
Tue	08/11/15	238.07371	1.03550	177	3.1644		x	0.0730	-1.02	x		6.3651	2.78
Wed	08/12/15	238.10058	1.03562	178	3.1827		x	0.0547	-1.14	x		6.3834	2.90
Thu	08/13/15	238.12745	1.03574	179	3.2009		x	0.0365	-1.26	x		6.4016	3.02
Fri	08/14/15	238.15432	1.03585	180	3.2191		x	0.0183	-1.37	x		6.4198	3.13
Sat	08/15/15	238.18119	1.03597	0	0.0000			0.0000	-1.49	x	x	6.4381	3.25
Mon	08/17/15	238.23494	1.03621	2	0.0352			-0.0352	-1.73	x	x	6.4733	3.49
Tue	08/18/15	238.26181	1.03632	3	0.0528			-0.0528	-1.84	x	x	6.4909	3.60
Wed	08/19/15	238.28868	1.03644	4	0.0704			-0.0704	-1.96	x	x	6.5085	3.72
Thu	08/20/15	238.31555	1.03656	5	0.0880			-0.0880	-2.08	x	x	6.5261	3.84
Fri	08/21/15	238.34242	1.03667	6	0.1056			-0.1056	-2.19	x	x	6.5437	3.95
Mon	08/24/15	238.42303	1.03702	9	0.1585			-0.1585	-2.54	x	x	6.5966	4.30
Tue	08/25/15	238.44990	1.03714	10	0.1761			-0.1761	-2.66	x	x	6.6142	4.42
Wed	08/26/15	238.47677	1.03726	11	0.1938			-0.1938	-2.78	x	x	6.6319	4.54
Thu	08/27/15	238.50365	1.03737	12	0.2114			-0.2114	-2.89	x	x	6.6495	4.65
Fri	08/28/15	238.53052	1.03749	13	0.2291			-0.2291	-3.01	x	x	6.6672	4.77
Mon	08/31/15	238.61113	1.03784	16	0.2820			-0.2820	-3.36	x	x	6.7201	5.12
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	09/01/15	238.63800	1.03796	17	0.2997			-0.2997	-3.48	x	x	6.7378	5.24
Wed	09/02/15	238.63853	1.03796	18	0.3173			-0.3173	-3.48	x	x	6.7554	5.24
Thu	09/03/15	238.63907	1.03796	19	0.3349			-0.3349	-3.48	x	x	6.7730	5.24
Fri	09/04/15	238.63960	1.03797	20	0.3526			-0.3526	-3.49	x	x	6.7907	5.25
Mon	09/07/15	238.64120	1.03797	23	0.4055			-0.4055	-3.49	x	x	6.8436	5.25
Tue	09/08/15	238.64173	1.03797	24	0.4231			-0.4231	-3.49	x	x	6.8612	5.25
Wed	09/09/15	238.64227	1.03798	25	0.4407			-0.4407	-3.50	x	x	6.8788	5.26
Thu	09/10/15	238.64280	1.03798	26	0.4583			-0.4583	-3.50	x	x	6.8964	5.26
Fri	09/11/15	238.64333	1.03798	27	0.4760			-0.4760	-3.50	x	x	6.9141	5.26
Mon	09/14/15	238.64493	1.03799	30	0.5289			-0.5289	-3.51	x	x	6.9670	5.27
Tue	09/15/15	238.64547	1.03799	31	0.5465			-0.5465	-3.51	x	x	6.9846	5.27
Wed	09/16/15	238.64600	1.03799	32	0.5641			-0.5641	-3.51	x	x	7.0022	5.27
Thu	09/17/15	238.64653	1.03800	33	0.5818			-0.5818	-3.52	x	x	7.0199	5.28
Fri	09/18/15	238.64707	1.03800	34	0.5994			-0.5994	-3.52	x	x	7.0375	5.28
Mon	09/21/15	238.64867	1.03800	37	0.6523			-0.6523	-3.52	x	x	7.0904	5.28
Tue	09/22/15	238.64920	1.03801	38	0.6699			-0.6699	-3.53	x	x	7.1080	5.29
Wed	09/23/15	238.64973	1.03801	39	0.6875			-0.6875	-3.53	x	x	7.1256	5.29
Thu	09/24/15	238.65027	1.03801	40	0.7052			-0.7052	-3.53	x	x	7.1433	5.29
Fri	09/25/15	238.65080	1.03801	41	0.7228			-0.7228	-3.53	x	x	7.1609	5.29
Mon	09/28/15	238.65240	1.03802	44	0.7757			-0.7757	-3.54	x	x	7.2138	5.30
Tue	09/29/15	238.65293	1.03802	45	0.7933			-0.7933	-3.54	x	x	7.2314	5.30
Wed	09/30/15	238.65347	1.03803	46	0.8110			-0.8110	-3.55	x	x	7.2491	5.31
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	10/01/15	238.65400	1.03803	47	0.8286			-0.8286	-3.55	x	x	7.2667	5.31
Fri	10/02/15	238.64310	1.03798	48	0.8462			-0.8462	-3.50	x	x	7.2843	5.26
Mon	10/05/15	238.61039	1.03784	51	0.8989			-0.8989	-3.36	x	x	7.3370	5.12
Tue	10/06/15	238.59948	1.03779	52	0.9165			-0.9165	-3.31	x	x	7.3546	5.07
Wed	10/07/15	238.58858	1.03774	53	0.9341			-0.9341	-3.26	x	x	7.3722	5.02
Thu	10/08/15	238.57768	1.03770	54	0.9517			-0.9517	-3.22	x	x	7.3898	4.98
Fri	10/09/15	238.56677	1.03765	55	0.9693			-0.9693	-3.17	x	x	7.4074	4.93
Mon	10/12/15	238.53406	1.03751	58	1.0220			-1.0220	-3.03	x	x	7.4601	4.79
Tue	10/13/15	238.52316	1.03746	59	1.0396			-1.0396	-2.98	x	x	7.4777	4.74
Wed	10/14/15	238.51226	1.03741	60	1.0571			-1.0571	-2.93	x	x	7.4952	4.69
Thu	10/15/15	238.50135	1.03736	61	1.0747			-1.0747	-2.88	x	x	7.5128	4.64
Fri	10/16/15	238.49045	1.03732	62	1.0923			-1.0923	-2.84	x	x	7.5304	4.60
Mon	10/19/15	238.45774	1.03717	65	1.1450			-1.1450	-2.69	x	x	7.5831	4.45
Tue	10/20/15	238.44684	1.03713	66	1.1625			-1.1625	-2.65	x	x	7.6006	4.41
Wed	10/21/15	238.43594	1.03708	67	1.1801			-1.1801	-2.60	x	x	7.6182	4.36
Thu	10/22/15	238.42503	1.03703	68	1.1977			-1.1977	-2.55	x	x	7.6358	4.31
Fri	10/23/15	238.41413	1.03698	69	1.2152			-1.2152	-2.50	x	x	7.6533	4.26
Mon	10/26/15	238.38142	1.03684	72	1.2679			-1.2679	-2.36	x	x	7.7060	4.12
Tue	10/27/15	238.37052	1.03679	73	1.2854			-1.2854	-2.31	x	x	7.7235	4.07
Wed	10/28/15	238.35961	1.03675	74	1.3030			-1.3030	-2.27	x	x	7.7411	4.03
Thu	10/29/15	238.34871	1.03670	75	1.3205			-1.3205	-2.22	x	x	7.7586	3.98
Fri	10/30/15	238.33781	1.03665	76	1.3381			-1.3381	-2.17	x	x	7.7762	3.93
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	11/02/15	238.30363	1.03650	79	1.3907			-1.3907	-2.02	x	x	7.8288	3.78
Tue	11/03/15	238.29127	1.03645	80	1.4082			-1.4082	-1.97	x	x	7.8463	3.73
Wed	11/04/15	238.27890	1.03640	81	1.4258			-1.4258	-1.92	x	x	7.8639	3.68
Thu	11/05/15	238.26653	1.03634	82	1.4433			-1.4433	-1.86	x	x	7.8814	3.62
Fri	11/06/15	238.25417	1.03629	83	1.4608			-1.4608	-1.81	x	x	7.8989	3.57
Mon	11/09/15	238.21707	1.03613	86	1.5134			-1.5134	-1.65	x	x	7.9515	3.41
Tue	11/10/15	238.20470	1.03607	87	1.5309			-1.5309	-1.59	x	x	7.9690	3.35
Wed	11/11/15	238.19233	1.03602	88	1.5484			-1.5484	-1.54	x	x	7.9865	3.30
Thu	11/12/15	238.17997	1.03597	89	1.5659			-1.5659	-1.49	x	x	8.0040	3.25
Fri	11/13/15	238.16760	1.03591	90	1.5834			-1.5834	-1.43	x	x	8.0215	3.19
Mon	11/16/15	238.13050	1.03575	93	1.6360			-1.6360	-1.27	x	x	8.0741	3.03
Tue	11/17/15	238.11813	1.03570	94	1.6535			-1.6535	-1.22	x	x	8.0916	2.98
Wed	11/18/15	238.10577	1.03564	95	1.6710			-1.6710	-1.16	x	x	8.1091	2.92
Thu	11/19/15	238.09340	1.03559	96	1.6885			-1.6885	-1.11	x	x	8.1266	2.87
Fri	11/20/15	238.08103	1.03554	97	1.7060			-1.7060	-1.06	x	x	8.1441	2.82
Mon	11/23/15	238.04393	1.03537	100	1.7584			-1.7584	-0.89	x	x	8.1965	2.65
Tue	11/24/15	238.03157	1.03532	101	1.7759			-1.7759	-0.84	x	x	8.2140	2.60
Wed	11/25/15	238.01920	1.03527	102	1.7934			-1.7934	-0.79	x	x	8.2315	2.55
Thu	11/26/15	238.00683	1.03521	103	1.8109			-1.8109	-0.73	x	x	8.2490	2.49
Fri	11/27/15	237.99447	1.03516	104	1.8284			-1.8284	-0.68	x	x	8.2665	2.44
Mon	11/30/15	237.95737	1.03500	107	1.8809			-1.8809	-0.52	x	x	8.3190	2.28
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	12/01/15	237.94500	1.03494	108	1.8983			-1.8983	-0.46	x	x	8.3364	2.22
Wed	12/02/15	237.94155	1.03493	109	1.9159			-1.9159	-0.45	x	x	8.3540	2.21
Thu	12/03/15	237.93810	1.03491	110	1.9334			-1.9334	-0.43	x	x	8.3715	2.19
Fri	12/04/15	237.93465	1.03490	111	1.9510			-1.9510	-0.42	x	x	8.3891	2.18
Mon	12/07/15	237.92429	1.03485	114	2.0036			-2.0036	-0.37	x	x	8.4417	2.13
Tue	12/08/15	237.92084	1.03484	115	2.0212			-2.0212	-0.36	x	x	8.4593	2.12
Wed	12/09/15	237.91739	1.03482	116	2.0387			-2.0387	-0.34	x	x	8.4768	2.10
Thu	12/10/15	237.91394	1.03481	117	2.0563			-2.0563	-0.33	x	x	8.4944	2.09
Fri	12/11/15	237.91048	1.03479	118	2.0738			-2.0738	-0.31	x	x	8.5119	2.07
Mon	12/14/15	237.90013	1.03475	121	2.1264			-2.1264	-0.27	x	x	8.5645	2.03
Tue	12/15/15	237.89668	1.03473	122	2.1440			-2.1440	-0.25	x	x	8.5821	2.01
Wed	12/16/15	237.89323	1.03472	123	2.1615			-2.1615	-0.24	x	x	8.5996	2.00
Thu	12/17/15	237.88977	1.03470	124	2.1791			-2.1791	-0.22	x	x	8.6172	1.98
Fri	12/18/15	237.88632	1.03469	125	2.1966			-2.1966	-0.21	x	x	8.6347	1.97
Mon	12/21/15	237.87597	1.03464	128	2.2492			-2.2492	-0.16	x	x	8.6873	1.92
Tue	12/22/15	237.87252	1.03463	129	2.2668			-2.2668	-0.15	x	x	8.7049	1.91
Wed	12/23/15	237.86906	1.03461	130	2.2843			-2.2843	-0.13	x	x	8.7224	1.89
Thu	12/24/15	237.86561	1.03460	131	2.3018			-2.3018	-0.12	x	x	8.7399	1.88
Fri	12/25/15	237.86216	1.03458	132	2.3194			-2.3194	-0.10	x	x	8.7575	1.86
Mon	12/28/15	237.85181	1.03454	135	2.3720			-2.3720	-0.06	x	x	8.8101	1.82
Tue	12/29/15	237.84835	1.03452	136	2.3895			-2.3895	-0.04	x	x	8.8276	1.80
Wed	12/30/15	237.84490	1.03451	137	2.4071			-2.4071	-0.03	x	x	8.8452	1.79
Thu	12/31/15	237.84145	1.03449	138	2.4246			-2.4246	-0.01	x	x	8.8627	1.77
Fri	01/01/16	237.83800	1.03448

Generated 12/15/15 09:28