2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912810FR4	Interest 01/15/15 (184 days)	$14.9214
Dated Date	July 15, 2004	Interest 07/15/15 (181 days)	$14.9397
Ref CPI on Dated Date	188.49677	Interest Total	$29.8611
Original Issue Date	July 30, 2004	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	1.25961	170	13.8198	x	x	16.0413	2.15			13.8198	0.00
Fri	01/02/15	237.39165	1.25939	171	13.8986	x	x	15.9625	2.37			13.8986	-0.22
Mon	01/05/15	237.26758	1.25874	174	14.1352	x	x	15.7259	3.02			14.1352	-0.87
Tue	01/06/15	237.22623	1.25852	175	14.2139	x	x	15.6472	3.24			14.2139	-1.09
Wed	01/07/15	237.18487	1.25830	176	14.2926	x	x	15.5685	3.46			14.2926	-1.31
Thu	01/08/15	237.14352	1.25808	177	14.3713	x	x	15.4898	3.68			14.3713	-1.53
Fri	01/09/15	237.10216	1.25786	178	14.4500	x	x	15.4111	3.90			14.4500	-1.75
Mon	01/12/15	236.97810	1.25720	181	14.6858	x	x	15.1753	4.56			14.6858	-2.41
Tue	01/13/15	236.93674	1.25698	182	14.7644	x	x	15.0967	4.78			14.7644	-2.63
Wed	01/14/15	236.89539	1.25676	183	14.8429	x	x	15.0182	5.00			14.8429	-2.85
Thu	01/15/15	236.85403	1.25654	0	0.0000		x	14.9397	5.22	x		14.9214	-3.07
Fri	01/16/15	236.81268	1.25632	1	0.0824		x	14.8573	5.44	x		15.0038	-3.29
Mon	01/19/15	236.68861	1.25566	4	0.3295		x	14.6102	6.10	x		15.2509	-3.95
Tue	01/20/15	236.64726	1.25544	5	0.4118		x	14.5279	6.32	x		15.3332	-4.17
Wed	01/21/15	236.60590	1.25523	6	0.4941		x	14.4456	6.53	x		15.4155	-4.38
Thu	01/22/15	236.56455	1.25501	7	0.5764		x	14.3633	6.75	x		15.4978	-4.60
Fri	01/23/15	236.52319	1.25479	8	0.6586		x	14.2811	6.97	x		15.5800	-4.82
Mon	01/26/15	236.39913	1.25413	11	0.9051		x	14.0346	7.63	x		15.8265	-5.48
Tue	01/27/15	236.35777	1.25391	12	0.9872		x	13.9525	7.85	x		15.9086	-5.70
Wed	01/28/15	236.31642	1.25369	13	1.0693		x	13.8704	8.07	x		15.9907	-5.92
Thu	01/29/15	236.27506	1.25347	14	1.1513		x	13.7884	8.29	x		16.0727	-6.14
Fri	01/30/15	236.23371	1.25325	15	1.2333		x	13.7064	8.51	x		16.1547	-6.36
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	1.25256	18	1.4792		x	13.4605	9.20	x		16.4006	-7.05
Tue	02/03/15	236.05536	1.25230	19	1.5611		x	13.3786	9.46	x		16.4825	-7.31
Wed	02/04/15	236.00754	1.25205	20	1.6429		x	13.2968	9.71	x		16.5643	-7.56
Thu	02/05/15	235.95971	1.25180	21	1.7247		x	13.2150	9.96	x		16.6461	-7.81
Fri	02/06/15	235.91189	1.25154	22	1.8064		x	13.1333	10.22	x		16.7278	-8.07
Mon	02/09/15	235.76843	1.25078	25	2.0515		x	12.8882	10.98	x		16.9729	-8.83
Tue	02/10/15	235.72061	1.25053	26	2.1332		x	12.8065	11.23	x		17.0546	-9.08
Wed	02/11/15	235.67279	1.25027	27	2.2147		x	12.7250	11.49	x		17.1361	-9.34
Thu	02/12/15	235.62496	1.25002	28	2.2963		x	12.6434	11.74	x		17.2177	-9.59
Fri	02/13/15	235.57714	1.24977	29	2.3778		x	12.5619	11.99	x		17.2992	-9.84
Mon	02/16/15	235.43368	1.24901	32	2.6222		x	12.3175	12.75	x		17.5436	-10.60
Tue	02/17/15	235.38586	1.24875	33	2.7036		x	12.2361	13.01	x		17.6250	-10.86
Wed	02/18/15	235.33804	1.24850	34	2.7850		x	12.1547	13.26	x		17.7064	-11.11
Thu	02/19/15	235.29021	1.24825	35	2.8663		x	12.0734	13.51	x		17.7877	-11.36
Fri	02/20/15	235.24239	1.24799	36	2.9476		x	11.9921	13.77	x		17.8690	-11.62
Mon	02/23/15	235.09893	1.24723	39	3.1913		x	11.7484	14.53	x		18.1127	-12.38
Tue	02/24/15	235.05111	1.24698	40	3.2725		x	11.6672	14.78	x		18.1939	-12.63
Wed	02/25/15	235.00329	1.24672	41	3.3536		x	11.5861	15.04	x		18.2750	-12.89
Thu	02/26/15	234.95546	1.24647	42	3.4347		x	11.5050	15.29	x		18.3561	-13.14
Fri	02/27/15	234.90764	1.24622	43	3.5158		x	11.4239	15.54	x		18.4372	-13.39
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	1.24552	46	3.7589		x	11.1808	16.24	x		18.6803	-14.09
Tue	03/03/15	234.74071	1.24533	47	3.8401		x	11.0996	16.43	x		18.7615	-14.28
Wed	03/04/15	234.70506	1.24514	48	3.9212		x	11.0185	16.62	x		18.8426	-14.47
Thu	03/05/15	234.66942	1.24495	49	4.0022		x	10.9375	16.81	x		18.9236	-14.66
Fri	03/06/15	234.63377	1.24476	50	4.0833		x	10.8564	17.00	x		19.0047	-14.85
Mon	03/09/15	234.52684	1.24420	53	4.3263		x	10.6134	17.56	x		19.2477	-15.41
Tue	03/10/15	234.49119	1.24401	54	4.4073		x	10.5324	17.75	x		19.3287	-15.60
Wed	03/11/15	234.45555	1.24382	55	4.4882		x	10.4515	17.94	x		19.4096	-15.79
Thu	03/12/15	234.41990	1.24363	56	4.5691		x	10.3706	18.13	x		19.4905	-15.98
Fri	03/13/15	234.38426	1.24344	57	4.6500		x	10.2897	18.32	x		19.5714	-16.17
Mon	03/16/15	234.27732	1.24287	60	4.8925		x	10.0472	18.89	x		19.8139	-16.74
Tue	03/17/15	234.24168	1.24268	61	4.9733		x	9.9664	19.08	x		19.8947	-16.93
Wed	03/18/15	234.20603	1.24249	62	5.0541		x	9.8856	19.27	x		19.9755	-17.12
Thu	03/19/15	234.17039	1.24230	63	5.1348		x	9.8049	19.46	x		20.0562	-17.31
Fri	03/20/15	234.13474	1.24212	64	5.2155		x	9.7242	19.64	x		20.1369	-17.49
Mon	03/23/15	234.02781	1.24155	67	5.4575		x	9.4822	20.21	x		20.3789	-18.06
Tue	03/24/15	233.99216	1.24136	68	5.5381		x	9.4016	20.40	x		20.4595	-18.25
Wed	03/25/15	233.95652	1.24117	69	5.6187		x	9.3210	20.59	x		20.5401	-18.44
Thu	03/26/15	233.92087	1.24098	70	5.6993		x	9.2404	20.78	x		20.6207	-18.63
Fri	03/27/15	233.88523	1.24079	71	5.7798		x	9.1599	20.97	x		20.7012	-18.82
Mon	03/30/15	233.77829	1.24022	74	6.0212		x	8.9185	21.54	x		20.9426	-19.39
Tue	03/31/15	233.74265	1.24004	75	6.1017		x	8.8380	21.72	x		21.0231	-19.57
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	1.23985	76	6.1821		x	8.7576	21.91	x		21.1035	-19.76
Thu	04/02/15	233.74083	1.24003	77	6.2644		x	8.6753	21.73	x		21.1858	-19.58
Fri	04/03/15	233.77467	1.24021	78	6.3467		x	8.5930	21.55	x		21.2681	-19.40
Mon	04/06/15	233.87617	1.24074	81	6.5936		x	8.3461	21.02	x		21.5150	-18.87
Tue	04/07/15	233.91000	1.24092	82	6.6759		x	8.2638	20.84	x		21.5973	-18.69
Wed	04/08/15	233.94383	1.24110	83	6.7583		x	8.1814	20.66	x		21.6797	-18.51
Thu	04/09/15	233.97767	1.24128	84	6.8408		x	8.0989	20.48	x		21.7622	-18.33
Fri	04/10/15	234.01150	1.24146	85	6.9232		x	8.0165	20.30	x		21.8446	-18.15
Mon	04/13/15	234.11300	1.24200	88	7.1707		x	7.7690	19.76	x		22.0921	-17.61
Tue	04/14/15	234.14683	1.24218	89	7.2532		x	7.6865	19.58	x		22.1746	-17.43
Wed	04/15/15	234.18067	1.24236	90	7.3358		x	7.6039	19.40	x		22.2572	-17.25
Thu	04/16/15	234.21450	1.24254	91	7.4183		x	7.5214	19.22	x		22.3397	-17.07
Fri	04/17/15	234.24833	1.24272	92	7.5009		x	7.4388	19.04	x		22.4223	-16.89
Mon	04/20/15	234.34983	1.24326	95	7.7489		x	7.1908	18.50	x		22.6703	-16.35
Tue	04/21/15	234.38367	1.24344	96	7.8316		x	7.1081	18.32	x		22.7530	-16.17
Wed	04/22/15	234.41750	1.24362	97	7.9143		x	7.0254	18.14	x		22.8357	-15.99
Thu	04/23/15	234.45133	1.24379	98	7.9970		x	6.9427	17.97	x		22.9184	-15.82
Fri	04/24/15	234.48517	1.24397	99	8.0798		x	6.8599	17.79	x		23.0012	-15.64
Mon	04/27/15	234.58667	1.24451	102	8.3282		x	6.6115	17.25	x		23.2496	-15.10
Tue	04/28/15	234.62050	1.24469	103	8.4111		x	6.5286	17.07	x		23.3325	-14.92
Wed	04/29/15	234.65433	1.24487	104	8.4940		x	6.4457	16.89	x		23.4154	-14.74
Thu	04/30/15	234.68817	1.24505	105	8.5769		x	6.3628	16.71	x		23.4983	-14.56
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	1.24523	106	8.6599		x	6.2798	16.53	x		23.5813	-14.38
Mon	05/04/15	234.85719	1.24595	109	8.9101		x	6.0296	15.81	x		23.8315	-13.66
Tue	05/05/15	234.90226	1.24619	110	8.9936		x	5.9461	15.57	x		23.9150	-13.42
Wed	05/06/15	234.94732	1.24643	111	9.0771		x	5.8626	15.33	x		23.9985	-13.18
Thu	05/07/15	234.99239	1.24667	112	9.1606		x	5.7791	15.09	x		24.0820	-12.94
Fri	05/08/15	235.03745	1.24690	113	9.2441		x	5.6956	14.86	x		24.1655	-12.71
Mon	05/11/15	235.17265	1.24762	116	9.4950		x	5.4447	14.14	x		24.4164	-11.99
Tue	05/12/15	235.21771	1.24786	117	9.5787		x	5.3610	13.90	x		24.5001	-11.75
Wed	05/13/15	235.26277	1.24810	118	9.6624		x	5.2773	13.66	x		24.5838	-11.51
Thu	05/14/15	235.30784	1.24834	119	9.7462		x	5.1935	13.42	x		24.6676	-11.27
Fri	05/15/15	235.35290	1.24858	120	9.8300		x	5.1097	13.18	x		24.7514	-11.03
Mon	05/18/15	235.48810	1.24930	123	10.0815		x	4.8582	12.46	x		25.0029	-10.31
Tue	05/19/15	235.53316	1.24953	124	10.1654		x	4.7743	12.23	x		25.0868	-10.08
Wed	05/20/15	235.57823	1.24977	125	10.2493		x	4.6904	11.99	x		25.1707	-9.84
Thu	05/21/15	235.62329	1.25001	126	10.3333		x	4.6064	11.75	x		25.2547	-9.60
Fri	05/22/15	235.66835	1.25025	127	10.4173		x	4.5224	11.51	x		25.3387	-9.36
Mon	05/25/15	235.80355	1.25097	130	10.6695		x	4.2702	10.79	x		25.5909	-8.64
Tue	05/26/15	235.84861	1.25121	131	10.7537		x	4.1860	10.55	x		25.6751	-8.40
Wed	05/27/15	235.89368	1.25145	132	10.8378		x	4.1019	10.31	x		25.7592	-8.16
Thu	05/28/15	235.93874	1.25169	133	10.9220		x	4.0177	10.07	x		25.8434	-7.92
Fri	05/29/15	235.98381	1.25192	134	11.0062		x	3.9335	9.84	x		25.9276	-7.69
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	1.25264	137	11.2591		x	3.6806	9.12	x		26.1805	-6.97
Tue	06/02/15	236.13500	1.25273	138	11.3421		x	3.5976	9.03	x		26.2635	-6.88
Wed	06/03/15	236.15100	1.25281	139	11.4250		x	3.5147	8.95	x		26.3464	-6.80
Thu	06/04/15	236.16700	1.25290	140	11.5080		x	3.4317	8.86	x		26.4294	-6.71
Fri	06/05/15	236.18300	1.25298	141	11.5909		x	3.3488	8.78	x		26.5123	-6.63
Mon	06/08/15	236.23100	1.25324	144	11.8400		x	3.0997	8.52	x		26.7614	-6.37
Tue	06/09/15	236.24700	1.25332	145	11.9230		x	3.0167	8.44	x		26.8444	-6.29
Wed	06/10/15	236.26300	1.25341	146	12.0061		x	2.9336	8.35	x		26.9275	-6.20
Thu	06/11/15	236.27900	1.25349	147	12.0891		x	2.8506	8.27	x		27.0105	-6.12
Fri	06/12/15	236.29500	1.25358	148	12.1722		x	2.7675	8.18	x		27.0936	-6.03
Mon	06/15/15	236.34300	1.25383	151	12.4214		x	2.5183	7.93	x		27.3428	-5.78
Tue	06/16/15	236.35900	1.25392	152	12.5046		x	2.4351	7.84	x		27.4260	-5.69
Wed	06/17/15	236.37500	1.25400	153	12.5876		x	2.3521	7.76	x		27.5090	-5.61
Thu	06/18/15	236.39100	1.25409	154	12.6708		x	2.2689	7.67	x		27.5922	-5.52
Fri	06/19/15	236.40700	1.25417	155	12.7539		x	2.1858	7.59	x		27.6753	-5.44
Mon	06/22/15	236.45500	1.25442	158	13.0033		x	1.9364	7.34	x		27.9247	-5.19
Tue	06/23/15	236.47100	1.25451	159	13.0866		x	1.8531	7.25	x		28.0080	-5.10
Wed	06/24/15	236.48700	1.25459	160	13.1697		x	1.7700	7.17	x		28.0911	-5.02
Thu	06/25/15	236.50300	1.25468	161	13.2530		x	1.6867	7.08	x		28.1744	-4.93
Fri	06/26/15	236.51900	1.25476	162	13.3362		x	1.6035	7.00	x		28.2576	-4.85
Mon	06/29/15	236.56700	1.25502	165	13.5859		x	1.3538	6.74	x		28.5073	-4.59
Tue	06/30/15	236.58300	1.25510	166	13.6691		x	1.2706	6.66	x		28.5905	-4.51
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	1.25519	167	13.7525		x	1.1872	6.57	x		28.6739	-4.42
Thu	07/02/15	236.63790	1.25539	168	13.8370		x	1.1027	6.37	x		28.7584	-4.22
Fri	07/03/15	236.67681	1.25560	169	13.9217		x	1.0180	6.16	x		28.8431	-4.01
Mon	07/06/15	236.79352	1.25622	172	14.1759		x	0.7638	5.54	x		29.0973	-3.39
Tue	07/07/15	236.83242	1.25643	173	14.2607		x	0.6790	5.33	x		29.1821	-3.18
Wed	07/08/15	236.87132	1.25663	174	14.3454		x	0.5943	5.13	x		29.2668	-2.98
Thu	07/09/15	236.91023	1.25684	175	14.4302		x	0.5095	4.92	x		29.3516	-2.77
Fri	07/10/15	236.94913	1.25705	176	14.5151		x	0.4246	4.71	x		29.4365	-2.56
Mon	07/13/15	237.06584	1.25767	179	14.7698		x	0.1699	4.09	x		29.6912	-1.94
Tue	07/14/15	237.10474	1.25787	180	14.8547		x	0.0850	3.89	x		29.7761	-1.74
Wed	07/15/15	237.14365	1.25808	0	0.0000			0.0000	3.68	x	x	29.8611	-1.53
Thu	07/16/15	237.18255	1.25828	1	0.0812			-0.0812	3.48	x	x	29.9423	-1.33
Fri	07/17/15	237.22145	1.25849	2	0.1624			-0.1624	3.27	x	x	30.0235	-1.12
Mon	07/20/15	237.33816	1.25911	5	0.4063			-0.4063	2.65	x	x	30.2674	-0.50
Tue	07/21/15	237.37706	1.25932	6	0.4876			-0.4876	2.44	x	x	30.3487	-0.29
Wed	07/22/15	237.41597	1.25952	7	0.5690			-0.5690	2.24	x	x	30.4301	-0.09
Thu	07/23/15	237.45487	1.25973	8	0.6504			-0.6504	2.03	x	x	30.5115	0.12
Fri	07/24/15	237.49377	1.25994	9	0.7318			-0.7318	1.82	x	x	30.5929	0.33
Mon	07/27/15	237.61048	1.26055	12	0.9762			-0.9762	1.21	x	x	30.8373	0.94
Tue	07/28/15	237.64939	1.26076	13	1.0578			-1.0578	1.00	x	x	30.9189	1.15
Wed	07/29/15	237.68829	1.26097	14	1.1393			-1.1393	0.79	x	x	31.0004	1.36
Thu	07/30/15	237.72719	1.26117	15	1.2209			-1.2209	0.59	x	x	31.0820	1.56
Fri	07/31/15	237.76610	1.26138	16	1.3025			-1.3025	0.38	x	x	31.1636	1.77
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/03/15	237.85874	1.26187	19	1.5473			-1.5473	-0.11	x	x	31.4084	2.26
Tue	08/04/15	237.88561	1.26201	20	1.6290			-1.6290	-0.25	x	x	31.4901	2.40
Wed	08/05/15	237.91248	1.26216	21	1.7106			-1.7106	-0.40	x	x	31.5717	2.55
Thu	08/06/15	237.93935	1.26230	22	1.7923			-1.7923	-0.54	x	x	31.6534	2.69
Fri	08/07/15	237.96623	1.26244	23	1.8739			-1.8739	-0.68	x	x	31.7350	2.83
Mon	08/10/15	238.04684	1.26287	26	2.1191			-2.1191	-1.11	x	x	31.9802	3.26
Tue	08/11/15	238.07371	1.26301	27	2.2008			-2.2008	-1.25	x	x	32.0619	3.40
Wed	08/12/15	238.10058	1.26315	28	2.2826			-2.2826	-1.39	x	x	32.1437	3.54
Thu	08/13/15	238.12745	1.26330	29	2.3644			-2.3644	-1.54	x	x	32.2255	3.69
Fri	08/14/15	238.15432	1.26344	30	2.4462			-2.4462	-1.68	x	x	32.3073	3.83
Mon	08/17/15	238.23494	1.26387	33	2.6917			-2.6917	-2.11	x	x	32.5528	4.26
Tue	08/18/15	238.26181	1.26401	34	2.7736			-2.7736	-2.25	x	x	32.6347	4.40
Wed	08/19/15	238.28868	1.26415	35	2.8555			-2.8555	-2.39	x	x	32.7166	4.54
Thu	08/20/15	238.31555	1.26430	36	2.9374			-2.9374	-2.54	x	x	32.7985	4.69
Fri	08/21/15	238.34242	1.26444	37	3.0194			-3.0194	-2.68	x	x	32.8805	4.83
Mon	08/24/15	238.42303	1.26487	40	3.2653			-3.2653	-3.11	x	x	33.1264	5.26
Tue	08/25/15	238.44990	1.26501	41	3.3473			-3.3473	-3.25	x	x	33.2084	5.40
Wed	08/26/15	238.47677	1.26515	42	3.4293			-3.4293	-3.39	x	x	33.2904	5.54
Thu	08/27/15	238.50365	1.26529	43	3.5114			-3.5114	-3.53	x	x	33.3725	5.68
Fri	08/28/15	238.53052	1.26544	44	3.5934			-3.5934	-3.68	x	x	33.4545	5.83
Mon	08/31/15	238.61113	1.26586	47	3.8397			-3.8397	-4.10	x	x	33.7008	6.25
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	1.26601	48	3.9219			-3.9219	-4.25	x	x	33.7830	6.40
Wed	09/02/15	238.63853	1.26601	49	4.0036			-4.0036	-4.25	x	x	33.8647	6.40
Thu	09/03/15	238.63907	1.26601	50	4.0853			-4.0853	-4.25	x	x	33.9464	6.40
Fri	09/04/15	238.63960	1.26601	51	4.1670			-4.1670	-4.25	x	x	34.0281	6.40
Mon	09/07/15	238.64120	1.26602	54	4.4121			-4.4121	-4.26	x	x	34.2732	6.41
Tue	09/08/15	238.64173	1.26603	55	4.4939			-4.4939	-4.27	x	x	34.3550	6.42
Wed	09/09/15	238.64227	1.26603	56	4.5756			-4.5756	-4.27	x	x	34.4367	6.42
Thu	09/10/15	238.64280	1.26603	57	4.6573			-4.6573	-4.27	x	x	34.5184	6.42
Fri	09/11/15	238.64333	1.26603	58	4.7390			-4.7390	-4.27	x	x	34.6001	6.42
Mon	09/14/15	238.64493	1.26604	61	4.9842			-4.9842	-4.28	x	x	34.8453	6.43
Tue	09/15/15	238.64547	1.26605	62	5.0659			-5.0659	-4.29	x	x	34.9270	6.44
Wed	09/16/15	238.64600	1.26605	63	5.1476			-5.1476	-4.29	x	x	35.0087	6.44
Thu	09/17/15	238.64653	1.26605	64	5.2293			-5.2293	-4.29	x	x	35.0904	6.44
Fri	09/18/15	238.64707	1.26605	65	5.3110			-5.3110	-4.29	x	x	35.1721	6.44
Mon	09/21/15	238.64867	1.26606	68	5.5562			-5.5562	-4.30	x	x	35.4173	6.45
Tue	09/22/15	238.64920	1.26607	69	5.6380			-5.6380	-4.31	x	x	35.4991	6.46
Wed	09/23/15	238.64973	1.26607	70	5.7197			-5.7197	-4.31	x	x	35.5808	6.46
Thu	09/24/15	238.65027	1.26607	71	5.8014			-5.8014	-4.31	x	x	35.6625	6.46
Fri	09/25/15	238.65080	1.26607	72	5.8831			-5.8831	-4.31	x	x	35.7442	6.46
Mon	09/28/15	238.65240	1.26608	75	6.1283			-6.1283	-4.32	x	x	35.9894	6.47
Tue	09/29/15	238.65293	1.26608	76	6.2100			-6.2100	-4.32	x	x	36.0711	6.47
Wed	09/30/15	238.65347	1.26609	77	6.2917			-6.2917	-4.33	x	x	36.1528	6.48
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	10/01/15	238.65400	1.26609	78	6.3735			-6.3735	-4.33	x	x	36.2346	6.48
Fri	10/02/15	238.64310	1.26603	79	6.4549			-6.4549	-4.27	x	x	36.3160	6.42
Mon	10/05/15	238.61039	1.26586	82	6.6991			-6.6991	-4.10	x	x	36.5602	6.25
Tue	10/06/15	238.59948	1.26580	83	6.7805			-6.7805	-4.04	x	x	36.6416	6.19
Wed	10/07/15	238.58858	1.26574	84	6.8618			-6.8618	-3.98	x	x	36.7229	6.13
Thu	10/08/15	238.57768	1.26569	85	6.9432			-6.9432	-3.93	x	x	36.8043	6.08
Fri	10/09/15	238.56677	1.26563	86	7.0246			-7.0246	-3.87	x	x	36.8857	6.02
Mon	10/12/15	238.53406	1.26545	89	7.2686			-7.2686	-3.69	x	x	37.1297	5.84
Tue	10/13/15	238.52316	1.26540	90	7.3500			-7.3500	-3.64	x	x	37.2111	5.79
Wed	10/14/15	238.51226	1.26534	91	7.4313			-7.4313	-3.58	x	x	37.2924	5.73
Thu	10/15/15	238.50135	1.26528	92	7.5126			-7.5126	-3.52	x	x	37.3737	5.67
Fri	10/16/15	238.49045	1.26522	93	7.5939			-7.5939	-3.46	x	x	37.4550	5.61
Mon	10/19/15	238.45774	1.26505	96	7.8378			-7.8378	-3.29	x	x	37.6989	5.44
Tue	10/20/15	238.44684	1.26499	97	7.9191			-7.9191	-3.23	x	x	37.7802	5.38
Wed	10/21/15	238.43594	1.26493	98	8.0003			-8.0003	-3.17	x	x	37.8614	5.32
Thu	10/22/15	238.42503	1.26488	99	8.0817			-8.0817	-3.12	x	x	37.9428	5.27
Fri	10/23/15	238.41413	1.26482	100	8.1629			-8.1629	-3.06	x	x	38.0240	5.21
Mon	10/26/15	238.38142	1.26464	103	8.4066			-8.4066	-2.88	x	x	38.2677	5.03
Tue	10/27/15	238.37052	1.26459	104	8.4879			-8.4879	-2.83	x	x	38.3490	4.98
Wed	10/28/15	238.35961	1.26453	105	8.5691			-8.5691	-2.77	x	x	38.4302	4.92
Thu	10/29/15	238.34871	1.26447	106	8.6503			-8.6503	-2.71	x	x	38.5114	4.86
Fri	10/30/15	238.33781	1.26441	107	8.7315			-8.7315	-2.65	x	x	38.5926	4.80
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	1.26423	110	8.9750			-8.9750	-2.47	x	x	38.8361	4.62
Tue	11/03/15	238.29127	1.26417	111	9.0562			-9.0562	-2.41	x	x	38.9173	4.56
Wed	11/04/15	238.27890	1.26410	112	9.1372			-9.1372	-2.34	x	x	38.9983	4.49
Thu	11/05/15	238.26653	1.26404	113	9.2184			-9.2184	-2.28	x	x	39.0795	4.43
Fri	11/06/15	238.25417	1.26397	114	9.2995			-9.2995	-2.21	x	x	39.1606	4.36
Mon	11/09/15	238.21707	1.26377	117	9.5427			-9.5427	-2.01	x	x	39.4038	4.16
Tue	11/10/15	238.20470	1.26371	118	9.6238			-9.6238	-1.95	x	x	39.4849	4.10
Wed	11/11/15	238.19233	1.26364	119	9.7048			-9.7048	-1.88	x	x	39.5659	4.03
Thu	11/12/15	238.17997	1.26358	120	9.7859			-9.7859	-1.82	x	x	39.6470	3.97
Fri	11/13/15	238.16760	1.26351	121	9.8669			-9.8669	-1.75	x	x	39.7280	3.90
Mon	11/16/15	238.13050	1.26331	124	10.1099			-10.1099	-1.55	x	x	39.9710	3.70
Tue	11/17/15	238.11813	1.26325	125	10.1910			-10.1910	-1.49	x	x	40.0521	3.64
Wed	11/18/15	238.10577	1.26318	126	10.2719			-10.2719	-1.42	x	x	40.1330	3.57
Thu	11/19/15	238.09340	1.26312	127	10.3530			-10.3530	-1.36	x	x	40.2141	3.51
Fri	11/20/15	238.08103	1.26305	128	10.4339			-10.4339	-1.29	x	x	40.2950	3.44
Mon	11/23/15	238.04393	1.26285	131	10.6767			-10.6767	-1.09	x	x	40.5378	3.24
Tue	11/24/15	238.03157	1.26279	132	10.7577			-10.7577	-1.03	x	x	40.6188	3.18
Wed	11/25/15	238.01920	1.26272	133	10.8386			-10.8386	-0.96	x	x	40.6997	3.11
Thu	11/26/15	238.00683	1.26266	134	10.9196			-10.9196	-0.90	x	x	40.7807	3.05
Fri	11/27/15	237.99447	1.26259	135	11.0005			-11.0005	-0.83	x	x	40.8616	2.98
Mon	11/30/15	237.95737	1.26239	138	11.2432			-11.2432	-0.63	x	x	41.1043	2.78
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	1.26233	139	11.3241			-11.3241	-0.57	x	x	41.1852	2.72
Wed	12/02/15	237.94155	1.26231	140	11.4054			-11.4054	-0.55	x	x	41.2665	2.70
Thu	12/03/15	237.93810	1.26229	141	11.4867			-11.4867	-0.53	x	x	41.3478	2.68
Fri	12/04/15	237.93465	1.26227	142	11.5679			-11.5679	-0.51	x	x	41.4290	2.66
Mon	12/07/15	237.92429	1.26222	145	11.8119			-11.8119	-0.46	x	x	41.6730	2.61
Tue	12/08/15	237.92084	1.26220	146	11.8931			-11.8931	-0.44	x	x	41.7542	2.59
Wed	12/09/15	237.91739	1.26218	147	11.9744			-11.9744	-0.42	x	x	41.8355	2.57
Thu	12/10/15	237.91394	1.26216	148	12.0557			-12.0557	-0.40	x	x	41.9168	2.55
Fri	12/11/15	237.91048	1.26215	149	12.1370			-12.1370	-0.39	x	x	41.9981	2.54
Mon	12/14/15	237.90013	1.26209	152	12.3808			-12.3808	-0.33	x	x	42.2419	2.48
Tue	12/15/15	237.89668	1.26207	153	12.4621			-12.4621	-0.31	x	x	42.3232	2.46
Wed	12/16/15	237.89323	1.26205	154	12.5433			-12.5433	-0.29	x	x	42.4044	2.44
Thu	12/17/15	237.88977	1.26204	155	12.6247			-12.6247	-0.28	x	x	42.4858	2.43
Fri	12/18/15	237.88632	1.26202	156	12.7059			-12.7059	-0.26	x	x	42.5670	2.41
Mon	12/21/15	237.87597	1.26196	159	12.9497			-12.9497	-0.20	x	x	42.8108	2.35
Tue	12/22/15	237.87252	1.26194	160	13.0309			-13.0309	-0.18	x	x	42.8920	2.33
Wed	12/23/15	237.86906	1.26193	161	13.1122			-13.1122	-0.17	x	x	42.9733	2.32
Thu	12/24/15	237.86561	1.26191	162	13.1935			-13.1935	-0.15	x	x	43.0546	2.30
Fri	12/25/15	237.86216	1.26189	163	13.2747			-13.2747	-0.13	x	x	43.1358	2.28
Mon	12/28/15	237.85181	1.26183	166	13.5184			-13.5184	-0.07	x	x	43.3795	2.22
Tue	12/29/15	237.84835	1.26182	167	13.5997			-13.5997	-0.06	x	x	43.4608	2.21
Wed	12/30/15	237.84490	1.26180	168	13.6809			-13.6809	-0.04	x	x	43.5420	2.19
Thu	12/31/15	237.84145	1.26178	169	13.7621			-13.7621	-0.02	x	x	43.6232	2.17
Fri	01/01/16	237.83800	1.26176

Generated 12/15/15 09:27