0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2024

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

CUSIP Number	912828WU0	Interest 01/15/15 (184 days)	$0.6234
Dated Date	July 15, 2014	Interest 07/15/15 (181 days)	$0.6242
Ref CPI on Dated Date	237.44594	Interest Total	$1.2476
Original Issue Date	July 31, 2014	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	0.99995	170	0.5774	x	x	0.6702	1.70			0.5774	0.00
Fri	01/02/15	237.39165	0.99977	171	0.5807	x	x	0.6669	1.88			0.5807	-0.18
Mon	01/05/15	237.26758	0.99925	174	0.5906	x	x	0.6570	2.40			0.5906	-0.70
Tue	01/06/15	237.22623	0.99907	175	0.5939	x	x	0.6537	2.58			0.5939	-0.88
Wed	01/07/15	237.18487	0.99890	176	0.5972	x	x	0.6504	2.75			0.5972	-1.05
Thu	01/08/15	237.14352	0.99873	177	0.6005	x	x	0.6471	2.92			0.6005	-1.22
Fri	01/09/15	237.10216	0.99855	178	0.6037	x	x	0.6439	3.10			0.6037	-1.40
Mon	01/12/15	236.97810	0.99803	181	0.6136	x	x	0.6340	3.62			0.6136	-1.92
Tue	01/13/15	236.93674	0.99786	182	0.6169	x	x	0.6307	3.79			0.6169	-2.09
Wed	01/14/15	236.89539	0.99768	183	0.6202	x	x	0.6274	3.97			0.6202	-2.27
Thu	01/15/15	236.85403	0.99751	0	0.0000		x	0.6242	4.14	x		0.6234	-2.44
Fri	01/16/15	236.81268	0.99733	1	0.0034		x	0.6208	4.32	x		0.6268	-2.62
Mon	01/19/15	236.68861	0.99681	4	0.0138		x	0.6104	4.84	x		0.6372	-3.14
Tue	01/20/15	236.64726	0.99664	5	0.0172		x	0.6070	5.01	x		0.6406	-3.31
Wed	01/21/15	236.60590	0.99646	6	0.0206		x	0.6036	5.19	x		0.6440	-3.49
Thu	01/22/15	236.56455	0.99629	7	0.0241		x	0.6001	5.36	x		0.6475	-3.66
Fri	01/23/15	236.52319	0.99611	8	0.0275		x	0.5967	5.54	x		0.6509	-3.84
Mon	01/26/15	236.39913	0.99559	11	0.0378		x	0.5864	6.06	x		0.6612	-4.36
Tue	01/27/15	236.35777	0.99542	12	0.0412		x	0.5830	6.23	x		0.6646	-4.53
Wed	01/28/15	236.31642	0.99524	13	0.0447		x	0.5795	6.41	x		0.6681	-4.71
Thu	01/29/15	236.27506	0.99507	14	0.0481		x	0.5761	6.58	x		0.6715	-4.88
Fri	01/30/15	236.23371	0.99489	15	0.0515		x	0.5727	6.76	x		0.6749	-5.06
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	0.99434	18	0.0618		x	0.5624	7.31	x		0.6852	-5.61
Tue	02/03/15	236.05536	0.99414	19	0.0652		x	0.5590	7.51	x		0.6886	-5.81
Wed	02/04/15	236.00754	0.99394	20	0.0686		x	0.5556	7.71	x		0.6920	-6.01
Thu	02/05/15	235.95971	0.99374	21	0.0721		x	0.5521	7.91	x		0.6955	-6.21
Fri	02/06/15	235.91189	0.99354	22	0.0755		x	0.5487	8.11	x		0.6989	-6.41
Mon	02/09/15	235.76843	0.99294	25	0.0857		x	0.5385	8.71	x		0.7091	-7.01
Tue	02/10/15	235.72061	0.99273	26	0.0891		x	0.5351	8.92	x		0.7125	-7.22
Wed	02/11/15	235.67279	0.99253	27	0.0925		x	0.5317	9.12	x		0.7159	-7.42
Thu	02/12/15	235.62496	0.99233	28	0.0959		x	0.5283	9.32	x		0.7193	-7.62
Fri	02/13/15	235.57714	0.99213	29	0.0994		x	0.5248	9.52	x		0.7228	-7.82
Mon	02/16/15	235.43368	0.99153	32	0.1096		x	0.5146	10.12	x		0.7330	-8.42
Tue	02/17/15	235.38586	0.99132	33	0.1130		x	0.5112	10.33	x		0.7364	-8.63
Wed	02/18/15	235.33804	0.99112	34	0.1164		x	0.5078	10.53	x		0.7398	-8.83
Thu	02/19/15	235.29021	0.99092	35	0.1198		x	0.5044	10.73	x		0.7432	-9.03
Fri	02/20/15	235.24239	0.99072	36	0.1232		x	0.5010	10.93	x		0.7466	-9.23
Mon	02/23/15	235.09893	0.99012	39	0.1333		x	0.4909	11.53	x		0.7567	-9.83
Tue	02/24/15	235.05111	0.98991	40	0.1367		x	0.4875	11.74	x		0.7601	-10.04
Wed	02/25/15	235.00329	0.98971	41	0.1401		x	0.4841	11.94	x		0.7635	-10.24
Thu	02/26/15	234.95546	0.98951	42	0.1435		x	0.4807	12.14	x		0.7669	-10.44
Fri	02/27/15	234.90764	0.98931	43	0.1469		x	0.4773	12.34	x		0.7703	-10.64
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	0.98876	46	0.1571		x	0.4671	12.89	x		0.7805	-11.19
Tue	03/03/15	234.74071	0.98861	47	0.1604		x	0.4638	13.04	x		0.7838	-11.34
Wed	03/04/15	234.70506	0.98846	48	0.1638		x	0.4604	13.19	x		0.7872	-11.49
Thu	03/05/15	234.66942	0.98831	49	0.1672		x	0.4570	13.34	x		0.7906	-11.64
Fri	03/06/15	234.63377	0.98816	50	0.1706		x	0.4536	13.49	x		0.7940	-11.79
Mon	03/09/15	234.52684	0.98771	53	0.1808		x	0.4434	13.94	x		0.8042	-12.24
Tue	03/10/15	234.49119	0.98756	54	0.1841		x	0.4401	14.09	x		0.8075	-12.39
Wed	03/11/15	234.45555	0.98741	55	0.1875		x	0.4367	14.24	x		0.8109	-12.54
Thu	03/12/15	234.41990	0.98726	56	0.1909		x	0.4333	14.39	x		0.8143	-12.69
Fri	03/13/15	234.38426	0.98711	57	0.1943		x	0.4299	14.54	x		0.8177	-12.84
Mon	03/16/15	234.27732	0.98666	60	0.2044		x	0.4198	14.99	x		0.8278	-13.29
Tue	03/17/15	234.24168	0.98651	61	0.2078		x	0.4164	15.14	x		0.8312	-13.44
Wed	03/18/15	234.20603	0.98636	62	0.2112		x	0.4130	15.29	x		0.8346	-13.59
Thu	03/19/15	234.17039	0.98621	63	0.2145		x	0.4097	15.44	x		0.8379	-13.74
Fri	03/20/15	234.13474	0.98605	64	0.2179		x	0.4063	15.60	x		0.8413	-13.90
Mon	03/23/15	234.02781	0.98560	67	0.2280		x	0.3962	16.05	x		0.8514	-14.35
Tue	03/24/15	233.99216	0.98545	68	0.2314		x	0.3928	16.20	x		0.8548	-14.50
Wed	03/25/15	233.95652	0.98530	69	0.2348		x	0.3894	16.35	x		0.8582	-14.65
Thu	03/26/15	233.92087	0.98515	70	0.2381		x	0.3861	16.50	x		0.8615	-14.80
Fri	03/27/15	233.88523	0.98500	71	0.2415		x	0.3827	16.65	x		0.8649	-14.95
Mon	03/30/15	233.77829	0.98455	74	0.2516		x	0.3726	17.10	x		0.8750	-15.40
Tue	03/31/15	233.74265	0.98440	75	0.2549		x	0.3693	17.25	x		0.8783	-15.55
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	0.98425	76	0.2583		x	0.3659	17.40	x		0.8817	-15.70
Thu	04/02/15	233.74083	0.98440	77	0.2617		x	0.3625	17.25	x		0.8851	-15.55
Fri	04/03/15	233.77467	0.98454	78	0.2652		x	0.3590	17.11	x		0.8886	-15.41
Mon	04/06/15	233.87617	0.98497	81	0.2755		x	0.3487	16.68	x		0.8989	-14.98
Tue	04/07/15	233.91000	0.98511	82	0.2789		x	0.3453	16.54	x		0.9023	-14.84
Wed	04/08/15	233.94383	0.98525	83	0.2824		x	0.3418	16.40	x		0.9058	-14.70
Thu	04/09/15	233.97767	0.98539	84	0.2858		x	0.3384	16.26	x		0.9092	-14.56
Fri	04/10/15	234.01150	0.98554	85	0.2893		x	0.3349	16.11	x		0.9127	-14.41
Mon	04/13/15	234.11300	0.98596	88	0.2996		x	0.3246	15.69	x		0.9230	-13.99
Tue	04/14/15	234.14683	0.98611	89	0.3031		x	0.3211	15.54	x		0.9265	-13.84
Wed	04/15/15	234.18067	0.98625	90	0.3065		x	0.3177	15.40	x		0.9299	-13.70
Thu	04/16/15	234.21450	0.98639	91	0.3099		x	0.3143	15.26	x		0.9333	-13.56
Fri	04/17/15	234.24833	0.98653	92	0.3134		x	0.3108	15.12	x		0.9368	-13.42
Mon	04/20/15	234.34983	0.98696	95	0.3238		x	0.3004	14.69	x		0.9472	-12.99
Tue	04/21/15	234.38367	0.98710	96	0.3272		x	0.2970	14.55	x		0.9506	-12.85
Wed	04/22/15	234.41750	0.98725	97	0.3307		x	0.2935	14.40	x		0.9541	-12.70
Thu	04/23/15	234.45133	0.98739	98	0.3341		x	0.2901	14.26	x		0.9575	-12.56
Fri	04/24/15	234.48517	0.98753	99	0.3376		x	0.2866	14.12	x		0.9610	-12.42
Mon	04/27/15	234.58667	0.98796	102	0.3480		x	0.2762	13.69	x		0.9714	-11.99
Tue	04/28/15	234.62050	0.98810	103	0.3514		x	0.2728	13.55	x		0.9748	-11.85
Wed	04/29/15	234.65433	0.98824	104	0.3549		x	0.2693	13.41	x		0.9783	-11.71
Thu	04/30/15	234.68817	0.98839	105	0.3584		x	0.2658	13.26	x		0.9818	-11.56
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	0.98853	106	0.3618		x	0.2624	13.12	x		0.9852	-11.42
Mon	05/04/15	234.85719	0.98910	109	0.3723		x	0.2519	12.55	x		0.9957	-10.85
Tue	05/05/15	234.90226	0.98929	110	0.3758		x	0.2484	12.36	x		0.9992	-10.66
Wed	05/06/15	234.94732	0.98948	111	0.3793		x	0.2449	12.17	x		1.0027	-10.47
Thu	05/07/15	234.99239	0.98967	112	0.3827		x	0.2415	11.98	x		1.0061	-10.28
Fri	05/08/15	235.03745	0.98986	113	0.3862		x	0.2380	11.79	x		1.0096	-10.09
Mon	05/11/15	235.17265	0.99043	116	0.3967		x	0.2275	11.22	x		1.0201	-9.52
Tue	05/12/15	235.21771	0.99062	117	0.4002		x	0.2240	11.03	x		1.0236	-9.33
Wed	05/13/15	235.26277	0.99081	118	0.4037		x	0.2205	10.84	x		1.0271	-9.14
Thu	05/14/15	235.30784	0.99100	119	0.4072		x	0.2170	10.65	x		1.0306	-8.95
Fri	05/15/15	235.35290	0.99119	120	0.4107		x	0.2135	10.46	x		1.0341	-8.76
Mon	05/18/15	235.48810	0.99175	123	0.4212		x	0.2030	9.90	x		1.0446	-8.20
Tue	05/19/15	235.53316	0.99194	124	0.4247		x	0.1995	9.71	x		1.0481	-8.01
Wed	05/20/15	235.57823	0.99213	125	0.4282		x	0.1960	9.52	x		1.0516	-7.82
Thu	05/21/15	235.62329	0.99232	126	0.4317		x	0.1925	9.33	x		1.0551	-7.63
Fri	05/22/15	235.66835	0.99251	127	0.4353		x	0.1889	9.14	x		1.0587	-7.44
Mon	05/25/15	235.80355	0.99308	130	0.4458		x	0.1784	8.57	x		1.0692	-6.87
Tue	05/26/15	235.84861	0.99327	131	0.4493		x	0.1749	8.38	x		1.0727	-6.68
Wed	05/27/15	235.89368	0.99346	132	0.4528		x	0.1714	8.19	x		1.0762	-6.49
Thu	05/28/15	235.93874	0.99365	133	0.4563		x	0.1679	8.00	x		1.0797	-6.30
Fri	05/29/15	235.98381	0.99384	134	0.4599		x	0.1643	7.81	x		1.0833	-6.11
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	0.99441	137	0.4704		x	0.1538	7.24	x		1.0938	-5.54
Tue	06/02/15	236.13500	0.99448	138	0.4739		x	0.1503	7.17	x		1.0973	-5.47
Wed	06/03/15	236.15100	0.99455	139	0.4774		x	0.1468	7.10	x		1.1008	-5.40
Thu	06/04/15	236.16700	0.99461	140	0.4808		x	0.1434	7.04	x		1.1042	-5.34
Fri	06/05/15	236.18300	0.99468	141	0.4843		x	0.1399	6.97	x		1.1077	-5.27
Mon	06/08/15	236.23100	0.99488	144	0.4947		x	0.1295	6.77	x		1.1181	-5.07
Tue	06/09/15	236.24700	0.99495	145	0.4982		x	0.1260	6.70	x		1.1216	-5.00
Wed	06/10/15	236.26300	0.99502	146	0.5016		x	0.1226	6.63	x		1.1250	-4.93
Thu	06/11/15	236.27900	0.99509	147	0.5051		x	0.1191	6.56	x		1.1285	-4.86
Fri	06/12/15	236.29500	0.99515	148	0.5086		x	0.1156	6.50	x		1.1320	-4.80
Mon	06/15/15	236.34300	0.99535	151	0.5190		x	0.1052	6.30	x		1.1424	-4.60
Tue	06/16/15	236.35900	0.99542	152	0.5225		x	0.1017	6.23	x		1.1459	-4.53
Wed	06/17/15	236.37500	0.99549	153	0.5259		x	0.0983	6.16	x		1.1493	-4.46
Thu	06/18/15	236.39100	0.99556	154	0.5294		x	0.0948	6.09	x		1.1528	-4.39
Fri	06/19/15	236.40700	0.99562	155	0.5329		x	0.0913	6.03	x		1.1563	-4.33
Mon	06/22/15	236.45500	0.99583	158	0.5433		x	0.0809	5.82	x		1.1667	-4.12
Tue	06/23/15	236.47100	0.99589	159	0.5468		x	0.0774	5.76	x		1.1702	-4.06
Wed	06/24/15	236.48700	0.99596	160	0.5503		x	0.0739	5.69	x		1.1737	-3.99
Thu	06/25/15	236.50300	0.99603	161	0.5537		x	0.0705	5.62	x		1.1771	-3.92
Fri	06/26/15	236.51900	0.99610	162	0.5572		x	0.0670	5.55	x		1.1806	-3.85
Mon	06/29/15	236.56700	0.99630	165	0.5676		x	0.0566	5.35	x		1.1910	-3.65
Tue	06/30/15	236.58300	0.99637	166	0.5711		x	0.0531	5.28	x		1.1945	-3.58
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	0.99643	167	0.5746		x	0.0496	5.22	x		1.1980	-3.52
Thu	07/02/15	236.63790	0.99660	168	0.5781		x	0.0461	5.05	x		1.2015	-3.35
Fri	07/03/15	236.67681	0.99676	169	0.5817		x	0.0425	4.89	x		1.2051	-3.19
Mon	07/06/15	236.79352	0.99725	172	0.5923		x	0.0319	4.40	x		1.2157	-2.70
Tue	07/07/15	236.83242	0.99742	173	0.5958		x	0.0284	4.23	x		1.2192	-2.53
Wed	07/08/15	236.87132	0.99758	174	0.5994		x	0.0248	4.07	x		1.2228	-2.37
Thu	07/09/15	236.91023	0.99774	175	0.6029		x	0.0213	3.91	x		1.2263	-2.21
Fri	07/10/15	236.94913	0.99791	176	0.6065		x	0.0177	3.74	x		1.2299	-2.04
Mon	07/13/15	237.06584	0.99840	179	0.6171		x	0.0071	3.25	x		1.2405	-1.55
Tue	07/14/15	237.10474	0.99856	180	0.6207		x	0.0035	3.09	x		1.2441	-1.39
Wed	07/15/15	237.14365	0.99873	0	0.0000			0.0000	2.92	x	x	1.2476	-1.22
Thu	07/16/15	237.18255	0.99889	1	0.0034			-0.0034	2.76	x	x	1.2510	-1.06
Fri	07/17/15	237.22145	0.99905	2	0.0068			-0.0068	2.60	x	x	1.2544	-0.90
Mon	07/20/15	237.33816	0.99955	5	0.0170			-0.0170	2.10	x	x	1.2646	-0.40
Tue	07/21/15	237.37706	0.99971	6	0.0204			-0.0204	1.94	x	x	1.2680	-0.24
Wed	07/22/15	237.41597	0.99987	7	0.0238			-0.0238	1.78	x	x	1.2714	-0.08
Thu	07/23/15	237.45487	1.00004	8	0.0272			-0.0272	1.61	x	x	1.2748	0.09
Fri	07/24/15	237.49377	1.00020	9	0.0306			-0.0306	1.45	x	x	1.2782	0.25
Mon	07/27/15	237.61048	1.00069	12	0.0408			-0.0408	0.96	x	x	1.2884	0.74
Tue	07/28/15	237.64939	1.00086	13	0.0442			-0.0442	0.79	x	x	1.2918	0.91
Wed	07/29/15	237.68829	1.00102	14	0.0476			-0.0476	0.63	x	x	1.2952	1.07
Thu	07/30/15	237.72719	1.00118	15	0.0510			-0.0510	0.47	x	x	1.2986	1.23
Fri	07/31/15	237.76610	1.00135	16	0.0544			-0.0544	0.30	x	x	1.3020	1.40
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	1.00174	19	0.0647			-0.0647	-0.09	x	x	1.3123	1.79
Tue	08/04/15	237.88561	1.00185	20	0.0681			-0.0681	-0.20	x	x	1.3157	1.90
Wed	08/05/15	237.91248	1.00196	21	0.0715			-0.0715	-0.31	x	x	1.3191	2.01
Thu	08/06/15	237.93935	1.00208	22	0.0749			-0.0749	-0.43	x	x	1.3225	2.13
Fri	08/07/15	237.96623	1.00219	23	0.0783			-0.0783	-0.54	x	x	1.3259	2.24
Mon	08/10/15	238.04684	1.00253	26	0.0885			-0.0885	-0.88	x	x	1.3361	2.58
Tue	08/11/15	238.07371	1.00264	27	0.0920			-0.0920	-0.99	x	x	1.3396	2.69
Wed	08/12/15	238.10058	1.00276	28	0.0954			-0.0954	-1.11	x	x	1.3430	2.81
Thu	08/13/15	238.12745	1.00287	29	0.0988			-0.0988	-1.22	x	x	1.3464	2.92
Fri	08/14/15	238.15432	1.00298	30	0.1022			-0.1022	-1.33	x	x	1.3498	3.03
Mon	08/17/15	238.23494	1.00332	33	0.1125			-0.1125	-1.67	x	x	1.3601	3.37
Tue	08/18/15	238.26181	1.00344	34	0.1159			-0.1159	-1.79	x	x	1.3635	3.49
Wed	08/19/15	238.28868	1.00355	35	0.1193			-0.1193	-1.90	x	x	1.3669	3.60
Thu	08/20/15	238.31555	1.00366	36	0.1227			-0.1227	-2.01	x	x	1.3703	3.71
Fri	08/21/15	238.34242	1.00378	37	0.1262			-0.1262	-2.13	x	x	1.3738	3.83
Mon	08/24/15	238.42303	1.00411	40	0.1364			-0.1364	-2.46	x	x	1.3840	4.16
Tue	08/25/15	238.44990	1.00423	41	0.1399			-0.1399	-2.58	x	x	1.3875	4.28
Wed	08/26/15	238.47677	1.00434	42	0.1433			-0.1433	-2.69	x	x	1.3909	4.39
Thu	08/27/15	238.50365	1.00445	43	0.1467			-0.1467	-2.80	x	x	1.3943	4.50
Fri	08/28/15	238.53052	1.00457	44	0.1501			-0.1501	-2.92	x	x	1.3977	4.62
Mon	08/31/15	238.61113	1.00491	47	0.1604			-0.1604	-3.26	x	x	1.4080	4.96
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	1.00502	48	0.1639			-0.1639	-3.37	x	x	1.4115	5.07
Wed	09/02/15	238.63853	1.00502	49	0.1673			-0.1673	-3.37	x	x	1.4149	5.07
Thu	09/03/15	238.63907	1.00502	50	0.1707			-0.1707	-3.37	x	x	1.4183	5.07
Fri	09/04/15	238.63960	1.00503	51	0.1741			-0.1741	-3.38	x	x	1.4217	5.08
Mon	09/07/15	238.64120	1.00503	54	0.1843			-0.1843	-3.38	x	x	1.4319	5.08
Tue	09/08/15	238.64173	1.00504	55	0.1878			-0.1878	-3.39	x	x	1.4354	5.09
Wed	09/09/15	238.64227	1.00504	56	0.1912			-0.1912	-3.39	x	x	1.4388	5.09
Thu	09/10/15	238.64280	1.00504	57	0.1946			-0.1946	-3.39	x	x	1.4422	5.09
Fri	09/11/15	238.64333	1.00504	58	0.1980			-0.1980	-3.39	x	x	1.4456	5.09
Mon	09/14/15	238.64493	1.00505	61	0.2082			-0.2082	-3.40	x	x	1.4558	5.10
Tue	09/15/15	238.64547	1.00505	62	0.2117			-0.2117	-3.40	x	x	1.4593	5.10
Wed	09/16/15	238.64600	1.00505	63	0.2151			-0.2151	-3.40	x	x	1.4627	5.10
Thu	09/17/15	238.64653	1.00506	64	0.2185			-0.2185	-3.41	x	x	1.4661	5.11
Fri	09/18/15	238.64707	1.00506	65	0.2219			-0.2219	-3.41	x	x	1.4695	5.11
Mon	09/21/15	238.64867	1.00507	68	0.2321			-0.2321	-3.42	x	x	1.4797	5.12
Tue	09/22/15	238.64920	1.00507	69	0.2356			-0.2356	-3.42	x	x	1.4832	5.12
Wed	09/23/15	238.64973	1.00507	70	0.2390			-0.2390	-3.42	x	x	1.4866	5.12
Thu	09/24/15	238.65027	1.00507	71	0.2424			-0.2424	-3.42	x	x	1.4900	5.12
Fri	09/25/15	238.65080	1.00507	72	0.2458			-0.2458	-3.42	x	x	1.4934	5.12
Mon	09/28/15	238.65240	1.00508	75	0.2560			-0.2560	-3.43	x	x	1.5036	5.13
Tue	09/29/15	238.65293	1.00508	76	0.2595			-0.2595	-3.43	x	x	1.5071	5.13
Wed	09/30/15	238.65347	1.00509	77	0.2629			-0.2629	-3.44	x	x	1.5105	5.14
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	1.00509	78	0.2663			-0.2663	-3.44	x	x	1.5139	5.14
Fri	10/02/15	238.64310	1.00504	79	0.2697			-0.2697	-3.39	x	x	1.5173	5.09
Mon	10/05/15	238.61039	1.00490	82	0.2799			-0.2799	-3.25	x	x	1.5275	4.95
Tue	10/06/15	238.59948	1.00486	83	0.2833			-0.2833	-3.21	x	x	1.5309	4.91
Wed	10/07/15	238.58858	1.00481	84	0.2867			-0.2867	-3.16	x	x	1.5343	4.86
Thu	10/08/15	238.57768	1.00477	85	0.2901			-0.2901	-3.12	x	x	1.5377	4.82
Fri	10/09/15	238.56677	1.00472	86	0.2935			-0.2935	-3.07	x	x	1.5411	4.77
Mon	10/12/15	238.53406	1.00458	89	0.3037			-0.3037	-2.93	x	x	1.5513	4.63
Tue	10/13/15	238.52316	1.00454	90	0.3071			-0.3071	-2.89	x	x	1.5547	4.59
Wed	10/14/15	238.51226	1.00449	91	0.3105			-0.3105	-2.84	x	x	1.5581	4.54
Thu	10/15/15	238.50135	1.00444	92	0.3139			-0.3139	-2.79	x	x	1.5615	4.49
Fri	10/16/15	238.49045	1.00440	93	0.3173			-0.3173	-2.75	x	x	1.5649	4.45
Mon	10/19/15	238.45774	1.00426	96	0.3275			-0.3275	-2.61	x	x	1.5751	4.31
Tue	10/20/15	238.44684	1.00422	97	0.3309			-0.3309	-2.57	x	x	1.5785	4.27
Wed	10/21/15	238.43594	1.00417	98	0.3343			-0.3343	-2.52	x	x	1.5819	4.22
Thu	10/22/15	238.42503	1.00412	99	0.3377			-0.3377	-2.47	x	x	1.5853	4.17
Fri	10/23/15	238.41413	1.00408	100	0.3411			-0.3411	-2.43	x	x	1.5887	4.13
Mon	10/26/15	238.38142	1.00394	103	0.3512			-0.3512	-2.29	x	x	1.5988	3.99
Tue	10/27/15	238.37052	1.00389	104	0.3546			-0.3546	-2.24	x	x	1.6022	3.94
Wed	10/28/15	238.35961	1.00385	105	0.3580			-0.3580	-2.20	x	x	1.6056	3.90
Thu	10/29/15	238.34871	1.00380	106	0.3614			-0.3614	-2.15	x	x	1.6090	3.85
Fri	10/30/15	238.33781	1.00376	107	0.3648			-0.3648	-2.11	x	x	1.6124	3.81
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	1.00361	110	0.3750			-0.3750	-1.96	x	x	1.6226	3.66
Tue	11/03/15	238.29127	1.00356	111	0.3784			-0.3784	-1.91	x	x	1.6260	3.61
Wed	11/04/15	238.27890	1.00351	112	0.3818			-0.3818	-1.86	x	x	1.6294	3.56
Thu	11/05/15	238.26653	1.00346	113	0.3852			-0.3852	-1.81	x	x	1.6328	3.51
Fri	11/06/15	238.25417	1.00340	114	0.3885			-0.3885	-1.75	x	x	1.6361	3.45
Mon	11/09/15	238.21707	1.00325	117	0.3987			-0.3987	-1.60	x	x	1.6463	3.30
Tue	11/10/15	238.20470	1.00320	118	0.4021			-0.4021	-1.55	x	x	1.6497	3.25
Wed	11/11/15	238.19233	1.00314	119	0.4055			-0.4055	-1.49	x	x	1.6531	3.19
Thu	11/12/15	238.17997	1.00309	120	0.4089			-0.4089	-1.44	x	x	1.6565	3.14
Fri	11/13/15	238.16760	1.00304	121	0.4123			-0.4123	-1.39	x	x	1.6599	3.09
Mon	11/16/15	238.13050	1.00288	124	0.4224			-0.4224	-1.23	x	x	1.6700	2.93
Tue	11/17/15	238.11813	1.00283	125	0.4258			-0.4258	-1.18	x	x	1.6734	2.88
Wed	11/18/15	238.10577	1.00278	126	0.4292			-0.4292	-1.13	x	x	1.6768	2.83
Thu	11/19/15	238.09340	1.00273	127	0.4326			-0.4326	-1.08	x	x	1.6802	2.78
Fri	11/20/15	238.08103	1.00267	128	0.4359			-0.4359	-1.02	x	x	1.6835	2.72
Mon	11/23/15	238.04393	1.00252	131	0.4461			-0.4461	-0.87	x	x	1.6937	2.57
Tue	11/24/15	238.03157	1.00247	132	0.4495			-0.4495	-0.82	x	x	1.6971	2.52
Wed	11/25/15	238.01920	1.00241	133	0.4529			-0.4529	-0.76	x	x	1.7005	2.46
Thu	11/26/15	238.00683	1.00236	134	0.4562			-0.4562	-0.71	x	x	1.7038	2.41
Fri	11/27/15	237.99447	1.00231	135	0.4596			-0.4596	-0.66	x	x	1.7072	2.36
Mon	11/30/15	237.95737	1.00215	138	0.4698			-0.4698	-0.50	x	x	1.7174	2.20
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	12/01/15	237.94500	1.00210	139	0.4731			-0.4731	-0.45	x	x	1.7207	2.15
Wed	12/02/15	237.94155	1.00209	140	0.4765			-0.4765	-0.44	x	x	1.7241	2.14
Thu	12/03/15	237.93810	1.00207	141	0.4799			-0.4799	-0.42	x	x	1.7275	2.12
Fri	12/04/15	237.93465	1.00206	142	0.4833			-0.4833	-0.41	x	x	1.7309	2.11
Mon	12/07/15	237.92429	1.00201	145	0.4935			-0.4935	-0.36	x	x	1.7411	2.06
Tue	12/08/15	237.92084	1.00200	146	0.4969			-0.4969	-0.35	x	x	1.7445	2.05
Wed	12/09/15	237.91739	1.00199	147	0.5003			-0.5003	-0.34	x	x	1.7479	2.04
Thu	12/10/15	237.91394	1.00197	148	0.5037			-0.5037	-0.32	x	x	1.7513	2.02
Fri	12/11/15	237.91048	1.00196	149	0.5071			-0.5071	-0.31	x	x	1.7547	2.01
Mon	12/14/15	237.90013	1.00191	152	0.5173			-0.5173	-0.26	x	x	1.7649	1.96
Tue	12/15/15	237.89668	1.00190	153	0.5207			-0.5207	-0.25	x	x	1.7683	1.95
Wed	12/16/15	237.89323	1.00188	154	0.5241			-0.5241	-0.23	x	x	1.7717	1.93
Thu	12/17/15	237.88977	1.00187	155	0.5275			-0.5275	-0.22	x	x	1.7751	1.92
Fri	12/18/15	237.88632	1.00185	156	0.5309			-0.5309	-0.20	x	x	1.7785	1.90
Mon	12/21/15	237.87597	1.00181	159	0.5411			-0.5411	-0.16	x	x	1.7887	1.86
Tue	12/22/15	237.87252	1.00180	160	0.5445			-0.5445	-0.15	x	x	1.7921	1.85
Wed	12/23/15	237.86906	1.00178	161	0.5478			-0.5478	-0.13	x	x	1.7954	1.83
Thu	12/24/15	237.86561	1.00177	162	0.5512			-0.5512	-0.12	x	x	1.7988	1.82
Fri	12/25/15	237.86216	1.00175	163	0.5546			-0.5546	-0.10	x	x	1.8022	1.80
Mon	12/28/15	237.85181	1.00171	166	0.5648			-0.5648	-0.06	x	x	1.8124	1.76
Tue	12/29/15	237.84835	1.00169	167	0.5682			-0.5682	-0.04	x	x	1.8158	1.74
Wed	12/30/15	237.84490	1.00168	168	0.5716			-0.5716	-0.03	x	x	1.8192	1.73
Thu	12/31/15	237.84145	1.00167	169	0.5750			-0.5750	-0.02	x	x	1.8226	1.72
Fri	01/01/16	237.83800	1.00165

Generated 12/15/15 09:28