2.5% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2016

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

CUSIP Number	912828FL9	Interest 01/15/15 (184 days)	$14.6604
Dated Date	July 15, 2006	Interest 07/15/15 (181 days)	$14.6783
Ref CPI on Dated Date	201.95161	Interest Total	$29.3387
Original Issue Date	July 17, 2006	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	1.17569	170	13.5779	x	x	15.7608	2.01			13.5779	0.00
Fri	01/02/15	237.39165	1.17549	171	13.6555	x	x	15.6832	2.21			13.6555	-0.20
Mon	01/05/15	237.26758	1.17487	174	13.8877	x	x	15.4510	2.83			13.8877	-0.82
Tue	01/06/15	237.22623	1.17467	175	13.9652	x	x	15.3735	3.03			13.9652	-1.02
Wed	01/07/15	237.18487	1.17446	176	14.0425	x	x	15.2962	3.24			14.0425	-1.23
Thu	01/08/15	237.14352	1.17426	177	14.1198	x	x	15.2189	3.44			14.1198	-1.43
Fri	01/09/15	237.10216	1.17405	178	14.1971	x	x	15.1416	3.65			14.1971	-1.64
Mon	01/12/15	236.97810	1.17344	181	14.4288	x	x	14.9099	4.26			14.4288	-2.25
Tue	01/13/15	236.93674	1.17324	182	14.5061	x	x	14.8326	4.46			14.5061	-2.45
Wed	01/14/15	236.89539	1.17303	183	14.5832	x	x	14.7555	4.67			14.5832	-2.66
Thu	01/15/15	236.85403	1.17283	0	0.0000		x	14.6783	4.87	x		14.6604	-2.86
Fri	01/16/15	236.81268	1.17262	1	0.0810		x	14.5973	5.08	x		14.7414	-3.07
Mon	01/19/15	236.68861	1.17201	4	0.3238		x	14.3545	5.69	x		14.9842	-3.68
Tue	01/20/15	236.64726	1.17180	5	0.4046		x	14.2737	5.90	x		15.0650	-3.89
Wed	01/21/15	236.60590	1.17160	6	0.4855		x	14.1928	6.10	x		15.1459	-4.09
Thu	01/22/15	236.56455	1.17139	7	0.5663		x	14.1120	6.31	x		15.2267	-4.30
Fri	01/23/15	236.52319	1.17119	8	0.6471		x	14.0312	6.51	x		15.3075	-4.50
Mon	01/26/15	236.39913	1.17057	11	0.8892		x	13.7891	7.13	x		15.5496	-5.12
Tue	01/27/15	236.35777	1.17037	12	0.9699		x	13.7084	7.33	x		15.6303	-5.32
Wed	01/28/15	236.31642	1.17016	13	1.0506		x	13.6277	7.54	x		15.7110	-5.53
Thu	01/29/15	236.27506	1.16996	14	1.1312		x	13.5471	7.74	x		15.7916	-5.73
Fri	01/30/15	236.23371	1.16975	15	1.2118		x	13.4665	7.95	x		15.8722	-5.94
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	1.16911	18	1.4533		x	13.2250	8.59	x		16.1137	-6.58
Tue	02/03/15	236.05536	1.16887	19	1.5337		x	13.1446	8.83	x		16.1941	-6.82
Wed	02/04/15	236.00754	1.16863	20	1.6141		x	13.0642	9.07	x		16.2745	-7.06
Thu	02/05/15	235.95971	1.16840	21	1.6945		x	12.9838	9.30	x		16.3549	-7.29
Fri	02/06/15	235.91189	1.16816	22	1.7748		x	12.9035	9.54	x		16.4352	-7.53
Mon	02/09/15	235.76843	1.16745	25	2.0156		x	12.6627	10.25	x		16.6760	-8.24
Tue	02/10/15	235.72061	1.16721	26	2.0958		x	12.5825	10.49	x		16.7562	-8.48
Wed	02/11/15	235.67279	1.16698	27	2.1760		x	12.5023	10.72	x		16.8364	-8.71
Thu	02/12/15	235.62496	1.16674	28	2.2561		x	12.4222	10.96	x		16.9165	-8.95
Fri	02/13/15	235.57714	1.16650	29	2.3362		x	12.3421	11.20	x		16.9966	-9.19
Mon	02/16/15	235.43368	1.16579	32	2.5763		x	12.1020	11.91	x		17.2367	-9.90
Tue	02/17/15	235.38586	1.16556	33	2.6563		x	12.0220	12.14	x		17.3167	-10.13
Wed	02/18/15	235.33804	1.16532	34	2.7362		x	11.9421	12.38	x		17.3966	-10.37
Thu	02/19/15	235.29021	1.16508	35	2.8161		x	11.8622	12.62	x		17.4765	-10.61
Fri	02/20/15	235.24239	1.16485	36	2.8960		x	11.7823	12.85	x		17.5564	-10.84
Mon	02/23/15	235.09893	1.16413	39	3.1354		x	11.5429	13.57	x		17.7958	-11.56
Tue	02/24/15	235.05111	1.16390	40	3.2152		x	11.4631	13.80	x		17.8756	-11.79
Wed	02/25/15	235.00329	1.16366	41	3.2949		x	11.3834	14.04	x		17.9553	-12.03
Thu	02/26/15	234.95546	1.16342	42	3.3746		x	11.3037	14.28	x		18.0350	-12.27
Fri	02/27/15	234.90764	1.16319	43	3.4542		x	11.2241	14.51	x		18.1146	-12.50
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	1.16254	46	3.6932		x	10.9851	15.16	x		18.3536	-13.15
Tue	03/03/15	234.74071	1.16236	47	3.7729		x	10.9054	15.34	x		18.4333	-13.33
Wed	03/04/15	234.70506	1.16218	48	3.8525		x	10.8258	15.52	x		18.5129	-13.51
Thu	03/05/15	234.66942	1.16201	49	3.9322		x	10.7461	15.69	x		18.5926	-13.68
Fri	03/06/15	234.63377	1.16183	50	4.0118		x	10.6665	15.87	x		18.6722	-13.86
Mon	03/09/15	234.52684	1.16130	53	4.2506		x	10.4277	16.40	x		18.9110	-14.39
Tue	03/10/15	234.49119	1.16113	54	4.3302		x	10.3481	16.57	x		18.9906	-14.56
Wed	03/11/15	234.45555	1.16095	55	4.4097		x	10.2686	16.75	x		19.0701	-14.74
Thu	03/12/15	234.41990	1.16077	56	4.4892		x	10.1891	16.93	x		19.1496	-14.92
Fri	03/13/15	234.38426	1.16060	57	4.5687		x	10.1096	17.10	x		19.2291	-15.09
Mon	03/16/15	234.27732	1.16007	60	4.8069		x	9.8714	17.63	x		19.4673	-15.62
Tue	03/17/15	234.24168	1.15989	61	4.8863		x	9.7920	17.81	x		19.5467	-15.80
Wed	03/18/15	234.20603	1.15971	62	4.9656		x	9.7127	17.99	x		19.6260	-15.98
Thu	03/19/15	234.17039	1.15954	63	5.0450		x	9.6333	18.16	x		19.7054	-16.15
Fri	03/20/15	234.13474	1.15936	64	5.1242		x	9.5541	18.34	x		19.7846	-16.33
Mon	03/23/15	234.02781	1.15883	67	5.3620		x	9.3163	18.87	x		20.0224	-16.86
Tue	03/24/15	233.99216	1.15865	68	5.4412		x	9.2371	19.05	x		20.1016	-17.04
Wed	03/25/15	233.95652	1.15848	69	5.5204		x	9.1579	19.22	x		20.1808	-17.21
Thu	03/26/15	233.92087	1.15830	70	5.5995		x	9.0788	19.40	x		20.2599	-17.39
Fri	03/27/15	233.88523	1.15813	71	5.6787		x	8.9996	19.57	x		20.3391	-17.56
Mon	03/30/15	233.77829	1.15760	74	5.9159		x	8.7624	20.10	x		20.5763	-18.09
Tue	03/31/15	233.74265	1.15742	75	5.9949		x	8.6834	20.28	x		20.6553	-18.27
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	1.15724	76	6.0739		x	8.6044	20.46	x		20.7343	-18.45
Thu	04/02/15	233.74083	1.15741	77	6.1547		x	8.5236	20.29	x		20.8151	-18.28
Fri	04/03/15	233.77467	1.15758	78	6.2356		x	8.4427	20.12	x		20.8960	-18.11
Mon	04/06/15	233.87617	1.15808	81	6.4782		x	8.2001	19.62	x		21.1386	-17.61
Tue	04/07/15	233.91000	1.15825	82	6.5592		x	8.1191	19.45	x		21.2196	-17.44
Wed	04/08/15	233.94383	1.15842	83	6.6401		x	8.0382	19.28	x		21.3005	-17.27
Thu	04/09/15	233.97767	1.15858	84	6.7210		x	7.9573	19.12	x		21.3814	-17.11
Fri	04/10/15	234.01150	1.15875	85	6.8021		x	7.8762	18.95	x		21.4625	-16.94
Mon	04/13/15	234.11300	1.15925	88	7.0452		x	7.6331	18.45	x		21.7056	-16.44
Tue	04/14/15	234.14683	1.15942	89	7.1263		x	7.5520	18.28	x		21.7867	-16.27
Wed	04/15/15	234.18067	1.15959	90	7.2074		x	7.4709	18.11	x		21.8678	-16.10
Thu	04/16/15	234.21450	1.15976	91	7.2885		x	7.3898	17.94	x		21.9489	-15.93
Fri	04/17/15	234.24833	1.15992	92	7.3697		x	7.3086	17.78	x		22.0301	-15.77
Mon	04/20/15	234.34983	1.16043	95	7.6133		x	7.0650	17.27	x		22.2737	-15.26
Tue	04/21/15	234.38367	1.16059	96	7.6945		x	6.9838	17.11	x		22.3549	-15.10
Wed	04/22/15	234.41750	1.16076	97	7.7758		x	6.9025	16.94	x		22.4362	-14.93
Thu	04/23/15	234.45133	1.16093	98	7.8571		x	6.8212	16.77	x		22.5175	-14.76
Fri	04/24/15	234.48517	1.16110	99	7.9385		x	6.7398	16.60	x		22.5989	-14.59
Mon	04/27/15	234.58667	1.16160	102	8.1825		x	6.4958	16.10	x		22.8429	-14.09
Tue	04/28/15	234.62050	1.16177	103	8.2640		x	6.4143	15.93	x		22.9244	-13.92
Wed	04/29/15	234.65433	1.16193	104	8.3454		x	6.3329	15.77	x		23.0058	-13.76
Thu	04/30/15	234.68817	1.16210	105	8.4268		x	6.2515	15.60	x		23.0872	-13.59
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	1.16227	106	8.5083		x	6.1700	15.43	x		23.1687	-13.42
Mon	05/04/15	234.85719	1.16294	109	8.7542		x	5.9241	14.76	x		23.4146	-12.75
Tue	05/05/15	234.90226	1.16316	110	8.8362		x	5.8421	14.54	x		23.4966	-12.53
Wed	05/06/15	234.94732	1.16338	111	8.9182		x	5.7601	14.32	x		23.5786	-12.31
Thu	05/07/15	234.99239	1.16361	112	9.0003		x	5.6780	14.09	x		23.6607	-12.08
Fri	05/08/15	235.03745	1.16383	113	9.0824		x	5.5959	13.87	x		23.7428	-11.86
Mon	05/11/15	235.17265	1.16450	116	9.3289		x	5.3494	13.20	x		23.9893	-11.19
Tue	05/12/15	235.21771	1.16472	117	9.4111		x	5.2672	12.98	x		24.0715	-10.97
Wed	05/13/15	235.26277	1.16495	118	9.4934		x	5.1849	12.75	x		24.1538	-10.74
Thu	05/14/15	235.30784	1.16517	119	9.5756		x	5.1027	12.53	x		24.2360	-10.52
Fri	05/15/15	235.35290	1.16539	120	9.6579		x	5.0204	12.31	x		24.3183	-10.30
Mon	05/18/15	235.48810	1.16606	123	9.9051		x	4.7732	11.64	x		24.5655	-9.63
Tue	05/19/15	235.53316	1.16629	124	9.9876		x	4.6907	11.41	x		24.6480	-9.40
Wed	05/20/15	235.57823	1.16651	125	10.0700		x	4.6083	11.19	x		24.7304	-9.18
Thu	05/21/15	235.62329	1.16673	126	10.1525		x	4.5258	10.97	x		24.8129	-8.96
Fri	05/22/15	235.66835	1.16695	127	10.2350		x	4.4433	10.75	x		24.8954	-8.74
Mon	05/25/15	235.80355	1.16762	130	10.4828		x	4.1955	10.08	x		25.1432	-8.07
Tue	05/26/15	235.84861	1.16785	131	10.5655		x	4.1128	9.85	x		25.2259	-7.84
Wed	05/27/15	235.89368	1.16807	132	10.6482		x	4.0301	9.63	x		25.3086	-7.62
Thu	05/28/15	235.93874	1.16829	133	10.7308		x	3.9475	9.41	x		25.3912	-7.40
Fri	05/29/15	235.98381	1.16852	134	10.8137		x	3.8646	9.18	x		25.4741	-7.17
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	1.16919	137	11.0621		x	3.6162	8.51	x		25.7225	-6.50
Tue	06/02/15	236.13500	1.16927	138	11.1436		x	3.5347	8.43	x		25.8040	-6.42
Wed	06/03/15	236.15100	1.16934	139	11.2250		x	3.4533	8.36	x		25.8854	-6.35
Thu	06/04/15	236.16700	1.16942	140	11.3065		x	3.3718	8.28	x		25.9669	-6.27
Fri	06/05/15	236.18300	1.16950	141	11.3881		x	3.2902	8.20	x		26.0485	-6.19
Mon	06/08/15	236.23100	1.16974	144	11.6328		x	3.0455	7.96	x		26.2932	-5.95
Tue	06/09/15	236.24700	1.16982	145	11.7144		x	2.9639	7.88	x		26.3748	-5.87
Wed	06/10/15	236.26300	1.16990	146	11.7960		x	2.8823	7.80	x		26.4564	-5.79
Thu	06/11/15	236.27900	1.16998	147	11.8776		x	2.8007	7.72	x		26.5380	-5.71
Fri	06/12/15	236.29500	1.17006	148	11.9592		x	2.7191	7.64	x		26.6196	-5.63
Mon	06/15/15	236.34300	1.17030	151	12.2041		x	2.4742	7.40	x		26.8645	-5.39
Tue	06/16/15	236.35900	1.17037	152	12.2857		x	2.3926	7.33	x		26.9461	-5.32
Wed	06/17/15	236.37500	1.17045	153	12.3673		x	2.3110	7.25	x		27.0277	-5.24
Thu	06/18/15	236.39100	1.17053	154	12.4490		x	2.2293	7.17	x		27.1094	-5.16
Fri	06/19/15	236.40700	1.17061	155	12.5307		x	2.1476	7.09	x		27.1911	-5.08
Mon	06/22/15	236.45500	1.17085	158	12.7758		x	1.9025	6.85	x		27.4362	-4.84
Tue	06/23/15	236.47100	1.17093	159	12.8576		x	1.8207	6.77	x		27.5180	-4.76
Wed	06/24/15	236.48700	1.17101	160	12.9393		x	1.7390	6.69	x		27.5997	-4.68
Thu	06/25/15	236.50300	1.17109	161	13.0211		x	1.6572	6.61	x		27.6815	-4.60
Fri	06/26/15	236.51900	1.17117	162	13.1029		x	1.5754	6.53	x		27.7633	-4.52
Mon	06/29/15	236.56700	1.17140	165	13.3481		x	1.3302	6.30	x		28.0085	-4.29
Tue	06/30/15	236.58300	1.17148	166	13.4300		x	1.2483	6.22	x		28.0904	-4.21
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	1.17156	167	13.5118		x	1.1665	6.14	x		28.1722	-4.13
Thu	07/02/15	236.63790	1.17176	168	13.5950		x	1.0833	5.94	x		28.2554	-3.93
Fri	07/03/15	236.67681	1.17195	169	13.6781		x	1.0002	5.75	x		28.3385	-3.74
Mon	07/06/15	236.79352	1.17253	172	13.9278		x	0.7505	5.17	x		28.5882	-3.16
Tue	07/07/15	236.83242	1.17272	173	14.0111		x	0.6672	4.98	x		28.6715	-2.97
Wed	07/08/15	236.87132	1.17291	174	14.0944		x	0.5839	4.79	x		28.7548	-2.78
Thu	07/09/15	236.91023	1.17310	175	14.1777		x	0.5006	4.60	x		28.8381	-2.59
Fri	07/10/15	236.94913	1.17330	176	14.2611		x	0.4172	4.40	x		28.9215	-2.39
Mon	07/13/15	237.06584	1.17387	179	14.5112		x	0.1671	3.83	x		29.1716	-1.82
Tue	07/14/15	237.10474	1.17407	180	14.5948		x	0.0835	3.63	x		29.2552	-1.62
Wed	07/15/15	237.14365	1.17426	0	0.0000			0.0000	3.44	x	x	29.3387	-1.43
Thu	07/16/15	237.18255	1.17445	1	0.0798			-0.0798	3.25	x	x	29.4185	-1.24
Fri	07/17/15	237.22145	1.17465	2	0.1596			-0.1596	3.05	x	x	29.4983	-1.04
Mon	07/20/15	237.33816	1.17522	5	0.3992			-0.3992	2.48	x	x	29.7379	-0.47
Tue	07/21/15	237.37706	1.17542	6	0.4791			-0.4791	2.28	x	x	29.8178	-0.27
Wed	07/22/15	237.41597	1.17561	7	0.5591			-0.5591	2.09	x	x	29.8978	-0.08
Thu	07/23/15	237.45487	1.17580	8	0.6390			-0.6390	1.90	x	x	29.9777	0.11
Fri	07/24/15	237.49377	1.17599	9	0.7190			-0.7190	1.71	x	x	30.0577	0.30
Mon	07/27/15	237.61048	1.17657	12	0.9592			-0.9592	1.13	x	x	30.2979	0.88
Tue	07/28/15	237.64939	1.17676	13	1.0393			-1.0393	0.94	x	x	30.3780	1.07
Wed	07/29/15	237.68829	1.17696	14	1.1194			-1.1194	0.74	x	x	30.4581	1.27
Thu	07/30/15	237.72719	1.17715	15	1.1995			-1.1995	0.55	x	x	30.5382	1.46
Fri	07/31/15	237.76610	1.17734	16	1.2797			-1.2797	0.36	x	x	30.6184	1.65
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	1.17780	19	1.5203			-1.5203	-0.10	x	x	30.8590	2.11
Tue	08/04/15	237.88561	1.17793	20	1.6004			-1.6004	-0.23	x	x	30.9391	2.24
Wed	08/05/15	237.91248	1.17807	21	1.6807			-1.6807	-0.37	x	x	31.0194	2.38
Thu	08/06/15	237.93935	1.17820	22	1.7609			-1.7609	-0.50	x	x	31.0996	2.51
Fri	08/07/15	237.96623	1.17833	23	1.8411			-1.8411	-0.63	x	x	31.1798	2.64
Mon	08/10/15	238.04684	1.17873	26	2.0820			-2.0820	-1.03	x	x	31.4207	3.04
Tue	08/11/15	238.07371	1.17887	27	2.1623			-2.1623	-1.17	x	x	31.5010	3.18
Wed	08/12/15	238.10058	1.17900	28	2.2427			-2.2427	-1.30	x	x	31.5814	3.31
Thu	08/13/15	238.12745	1.17913	29	2.3230			-2.3230	-1.43	x	x	31.6617	3.44
Fri	08/14/15	238.15432	1.17926	30	2.4034			-2.4034	-1.56	x	x	31.7421	3.57
Mon	08/17/15	238.23494	1.17966	33	2.6446			-2.6446	-1.96	x	x	31.9833	3.97
Tue	08/18/15	238.26181	1.17980	34	2.7251			-2.7251	-2.10	x	x	32.0638	4.11
Wed	08/19/15	238.28868	1.17993	35	2.8055			-2.8055	-2.23	x	x	32.1442	4.24
Thu	08/20/15	238.31555	1.18006	36	2.8860			-2.8860	-2.36	x	x	32.2247	4.37
Fri	08/21/15	238.34242	1.18020	37	2.9665			-2.9665	-2.50	x	x	32.3052	4.51
Mon	08/24/15	238.42303	1.18059	40	3.2081			-3.2081	-2.89	x	x	32.5468	4.90
Tue	08/25/15	238.44990	1.18073	41	3.2887			-3.2887	-3.03	x	x	32.6274	5.04
Wed	08/26/15	238.47677	1.18086	42	3.3693			-3.3693	-3.16	x	x	32.7080	5.17
Thu	08/27/15	238.50365	1.18099	43	3.4499			-3.4499	-3.29	x	x	32.7886	5.30
Fri	08/28/15	238.53052	1.18113	44	3.5306			-3.5306	-3.43	x	x	32.8693	5.44
Mon	08/31/15	238.61113	1.18153	47	3.7725			-3.7725	-3.83	x	x	33.1112	5.84
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	1.18166	48	3.8532			-3.8532	-3.96	x	x	33.1919	5.97
Wed	09/02/15	238.63853	1.18166	49	3.9335			-3.9335	-3.96	x	x	33.2722	5.97
Thu	09/03/15	238.63907	1.18166	50	4.0138			-4.0138	-3.96	x	x	33.3525	5.97
Fri	09/04/15	238.63960	1.18167	51	4.0941			-4.0941	-3.97	x	x	33.4328	5.98
Mon	09/07/15	238.64120	1.18168	54	4.3350			-4.3350	-3.98	x	x	33.6737	5.99
Tue	09/08/15	238.64173	1.18168	55	4.4152			-4.4152	-3.98	x	x	33.7539	5.99
Wed	09/09/15	238.64227	1.18168	56	4.4955			-4.4955	-3.98	x	x	33.8342	5.99
Thu	09/10/15	238.64280	1.18168	57	4.5758			-4.5758	-3.98	x	x	33.9145	5.99
Fri	09/11/15	238.64333	1.18169	58	4.6561			-4.6561	-3.99	x	x	33.9948	6.00
Mon	09/14/15	238.64493	1.18169	61	4.8969			-4.8969	-3.99	x	x	34.2356	6.00
Tue	09/15/15	238.64547	1.18170	62	4.9773			-4.9773	-4.00	x	x	34.3160	6.01
Wed	09/16/15	238.64600	1.18170	63	5.0575			-5.0575	-4.00	x	x	34.3962	6.01
Thu	09/17/15	238.64653	1.18170	64	5.1378			-5.1378	-4.00	x	x	34.4765	6.01
Fri	09/18/15	238.64707	1.18170	65	5.2181			-5.2181	-4.00	x	x	34.5568	6.01
Mon	09/21/15	238.64867	1.18171	68	5.4590			-5.4590	-4.01	x	x	34.7977	6.02
Tue	09/22/15	238.64920	1.18171	69	5.5393			-5.5393	-4.01	x	x	34.8780	6.02
Wed	09/23/15	238.64973	1.18172	70	5.6196			-5.6196	-4.02	x	x	34.9583	6.03
Thu	09/24/15	238.65027	1.18172	71	5.6999			-5.6999	-4.02	x	x	35.0386	6.03
Fri	09/25/15	238.65080	1.18172	72	5.7802			-5.7802	-4.02	x	x	35.1189	6.03
Mon	09/28/15	238.65240	1.18173	75	6.0210			-6.0210	-4.03	x	x	35.3597	6.04
Tue	09/29/15	238.65293	1.18173	76	6.1013			-6.1013	-4.03	x	x	35.4400	6.04
Wed	09/30/15	238.65347	1.18174	77	6.1817			-6.1817	-4.04	x	x	35.5204	6.05
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	1.18174	78	6.2619			-6.2619	-4.04	x	x	35.6006	6.05
Fri	10/02/15	238.64310	1.18168	79	6.3419			-6.3419	-3.98	x	x	35.6806	5.99
Mon	10/05/15	238.61039	1.18152	82	6.5818			-6.5818	-3.82	x	x	35.9205	5.83
Tue	10/06/15	238.59948	1.18147	83	6.6618			-6.6618	-3.77	x	x	36.0005	5.78
Wed	10/07/15	238.58858	1.18141	84	6.7417			-6.7417	-3.71	x	x	36.0804	5.72
Thu	10/08/15	238.57768	1.18136	85	6.8217			-6.8217	-3.66	x	x	36.1604	5.67
Fri	10/09/15	238.56677	1.18131	86	6.9017			-6.9017	-3.61	x	x	36.2404	5.62
Mon	10/12/15	238.53406	1.18114	89	7.1414			-7.1414	-3.44	x	x	36.4801	5.45
Tue	10/13/15	238.52316	1.18109	90	7.2213			-7.2213	-3.39	x	x	36.5600	5.40
Wed	10/14/15	238.51226	1.18104	91	7.3013			-7.3013	-3.34	x	x	36.6400	5.35
Thu	10/15/15	238.50135	1.18098	92	7.3811			-7.3811	-3.28	x	x	36.7198	5.29
Fri	10/16/15	238.49045	1.18093	93	7.4610			-7.4610	-3.23	x	x	36.7997	5.24
Mon	10/19/15	238.45774	1.18077	96	7.7007			-7.7007	-3.07	x	x	37.0394	5.08
Tue	10/20/15	238.44684	1.18071	97	7.7805			-7.7805	-3.01	x	x	37.1192	5.02
Wed	10/21/15	238.43594	1.18066	98	7.8604			-7.8604	-2.96	x	x	37.1991	4.97
Thu	10/22/15	238.42503	1.18060	99	7.9402			-7.9402	-2.90	x	x	37.2789	4.91
Fri	10/23/15	238.41413	1.18055	100	8.0200			-8.0200	-2.85	x	x	37.3587	4.86
Mon	10/26/15	238.38142	1.18039	103	8.2595			-8.2595	-2.69	x	x	37.5982	4.70
Tue	10/27/15	238.37052	1.18033	104	8.3393			-8.3393	-2.63	x	x	37.6780	4.64
Wed	10/28/15	238.35961	1.18028	105	8.4191			-8.4191	-2.58	x	x	37.7578	4.59
Thu	10/29/15	238.34871	1.18023	106	8.4989			-8.4989	-2.53	x	x	37.8376	4.54
Fri	10/30/15	238.33781	1.18017	107	8.5787			-8.5787	-2.47	x	x	37.9174	4.48
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	11/02/15	238.30363	1.18000	110	8.8179			-8.8179	-2.30	x	x	38.1566	4.31
Tue	11/03/15	238.29127	1.17994	111	8.8976			-8.8976	-2.24	x	x	38.2363	4.25
Wed	11/04/15	238.27890	1.17988	112	8.9773			-8.9773	-2.18	x	x	38.3160	4.19
Thu	11/05/15	238.26653	1.17982	113	9.0570			-9.0570	-2.12	x	x	38.3957	4.13
Fri	11/06/15	238.25417	1.17976	114	9.1367			-9.1367	-2.06	x	x	38.4754	4.07
Mon	11/09/15	238.21707	1.17957	117	9.3757			-9.3757	-1.87	x	x	38.7144	3.88
Tue	11/10/15	238.20470	1.17951	118	9.4553			-9.4553	-1.81	x	x	38.7940	3.82
Wed	11/11/15	238.19233	1.17945	119	9.5350			-9.5350	-1.75	x	x	38.8737	3.76
Thu	11/12/15	238.17997	1.17939	120	9.6146			-9.6146	-1.69	x	x	38.9533	3.70
Fri	11/13/15	238.16760	1.17933	121	9.6942			-9.6942	-1.63	x	x	39.0329	3.64
Mon	11/16/15	238.13050	1.17915	124	9.9331			-9.9331	-1.45	x	x	39.2718	3.46
Tue	11/17/15	238.11813	1.17909	125	10.0127			-10.0127	-1.39	x	x	39.3514	3.40
Wed	11/18/15	238.10577	1.17902	126	10.0922			-10.0922	-1.32	x	x	39.4309	3.33
Thu	11/19/15	238.09340	1.17896	127	10.1717			-10.1717	-1.26	x	x	39.5104	3.27
Fri	11/20/15	238.08103	1.17890	128	10.2513			-10.2513	-1.20	x	x	39.5900	3.21
Mon	11/23/15	238.04393	1.17872	131	10.4900			-10.4900	-1.02	x	x	39.8287	3.03
Tue	11/24/15	238.03157	1.17866	132	10.5695			-10.5695	-0.96	x	x	39.9082	2.97
Wed	11/25/15	238.01920	1.17860	133	10.6490			-10.6490	-0.90	x	x	39.9877	2.91
Thu	11/26/15	238.00683	1.17853	134	10.7285			-10.7285	-0.83	x	x	40.0672	2.84
Fri	11/27/15	237.99447	1.17847	135	10.8080			-10.8080	-0.77	x	x	40.1467	2.78
Mon	11/30/15	237.95737	1.17829	138	11.0465			-11.0465	-0.59	x	x	40.3852	2.60
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	1.17823	139	11.1259			-11.1259	-0.53	x	x	40.4646	2.54
Wed	12/02/15	237.94155	1.17821	140	11.2058			-11.2058	-0.51	x	x	40.5445	2.52
Thu	12/03/15	237.93810	1.17819	141	11.2857			-11.2857	-0.49	x	x	40.6244	2.50
Fri	12/04/15	237.93465	1.17818	142	11.3656			-11.3656	-0.48	x	x	40.7043	2.49
Mon	12/07/15	237.92429	1.17813	145	11.6052			-11.6052	-0.43	x	x	40.9439	2.44
Tue	12/08/15	237.92084	1.17811	146	11.6851			-11.6851	-0.41	x	x	41.0238	2.42
Wed	12/09/15	237.91739	1.17809	147	11.7649			-11.7649	-0.39	x	x	41.1036	2.40
Thu	12/10/15	237.91394	1.17807	148	11.8447			-11.8447	-0.37	x	x	41.1834	2.38
Fri	12/11/15	237.91048	1.17806	149	11.9247			-11.9247	-0.36	x	x	41.2634	2.37
Mon	12/14/15	237.90013	1.17801	152	12.1642			-12.1642	-0.31	x	x	41.5029	2.32
Tue	12/15/15	237.89668	1.17799	153	12.2441			-12.2441	-0.29	x	x	41.5828	2.30
Wed	12/16/15	237.89323	1.17797	154	12.3239			-12.3239	-0.27	x	x	41.6626	2.28
Thu	12/17/15	237.88977	1.17795	155	12.4037			-12.4037	-0.25	x	x	41.7424	2.26
Fri	12/18/15	237.88632	1.17794	156	12.4836			-12.4836	-0.24	x	x	41.8223	2.25
Mon	12/21/15	237.87597	1.17789	159	12.7231			-12.7231	-0.19	x	x	42.0618	2.20
Tue	12/22/15	237.87252	1.17787	160	12.8029			-12.8029	-0.17	x	x	42.1416	2.18
Wed	12/23/15	237.86906	1.17785	161	12.8827			-12.8827	-0.15	x	x	42.2214	2.16
Thu	12/24/15	237.86561	1.17783	162	12.9625			-12.9625	-0.13	x	x	42.3012	2.14
Fri	12/25/15	237.86216	1.17782	163	13.0424			-13.0424	-0.12	x	x	42.3811	2.13
Mon	12/28/15	237.85181	1.17777	166	13.2819			-13.2819	-0.07	x	x	42.6206	2.08
Tue	12/29/15	237.84835	1.17775	167	13.3617			-13.3617	-0.05	x	x	42.7004	2.06
Wed	12/30/15	237.84490	1.17773	168	13.4415			-13.4415	-0.03	x	x	42.7802	2.04
Thu	12/31/15	237.84145	1.17772	169	13.5214			-13.5214	-0.02	x	x	42.8601	2.03
Fri	01/01/16	237.83800	1.17770

Generated 12/15/15 09:27