2.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2017

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

CUSIP Number	912828GD6	Interest 01/15/15 (184 days)	$13.9472
Dated Date	January 15, 2007	Interest 07/15/15 (181 days)	$13.9642
Ref CPI on Dated Date	201.66452	Interest Total	$27.9114
Original Issue Date	January 16, 2007	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	1.17737	170	12.9175	x	x	14.9939	2.00			12.9175	0.00
Fri	01/02/15	237.39165	1.17716	171	12.9911	x	x	14.9203	2.21			12.9911	-0.21
Mon	01/05/15	237.26758	1.17655	174	13.2122	x	x	14.6992	2.82			13.2122	-0.82
Tue	01/06/15	237.22623	1.17634	175	13.2858	x	x	14.6256	3.03			13.2858	-1.03
Wed	01/07/15	237.18487	1.17614	176	13.3594	x	x	14.5520	3.23			13.3594	-1.23
Thu	01/08/15	237.14352	1.17593	177	13.4329	x	x	14.4785	3.44			13.4329	-1.44
Fri	01/09/15	237.10216	1.17573	178	13.5065	x	x	14.4049	3.64			13.5065	-1.64
Mon	01/12/15	236.97810	1.17511	181	13.7269	x	x	14.1845	4.26			13.7269	-2.26
Tue	01/13/15	236.93674	1.17491	182	13.8004	x	x	14.1110	4.46			13.8004	-2.46
Wed	01/14/15	236.89539	1.17470	183	13.8737	x	x	14.0377	4.67			13.8737	-2.67
Thu	01/15/15	236.85403	1.17450	0	0.0000		x	13.9642	4.87	x		13.9472	-2.87
Fri	01/16/15	236.81268	1.17429	1	0.0770		x	13.8872	5.08	x		14.0242	-3.08
Mon	01/19/15	236.68861	1.17368	4	0.3080		x	13.6562	5.69	x		14.2552	-3.69
Tue	01/20/15	236.64726	1.17347	5	0.3849		x	13.5793	5.90	x		14.3321	-3.90
Wed	01/21/15	236.60590	1.17326	6	0.4618		x	13.5024	6.11	x		14.4090	-4.11
Thu	01/22/15	236.56455	1.17306	7	0.5387		x	13.4255	6.31	x		14.4859	-4.31
Fri	01/23/15	236.52319	1.17285	8	0.6156		x	13.3486	6.52	x		14.5628	-4.52
Mon	01/26/15	236.39913	1.17224	11	0.8460		x	13.1182	7.13	x		14.7932	-5.13
Tue	01/27/15	236.35777	1.17203	12	0.9227		x	13.0415	7.34	x		14.8699	-5.34
Wed	01/28/15	236.31642	1.17183	13	0.9995		x	12.9647	7.54	x		14.9467	-5.54
Thu	01/29/15	236.27506	1.17162	14	1.0761		x	12.8881	7.75	x		15.0233	-5.75
Fri	01/30/15	236.23371	1.17142	15	1.1528		x	12.8114	7.95	x		15.1000	-5.95
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	1.17077	18	1.3826		x	12.5816	8.60	x		15.3298	-6.60
Tue	02/03/15	236.05536	1.17053	19	1.4591		x	12.5051	8.84	x		15.4063	-6.84
Wed	02/04/15	236.00754	1.17030	20	1.5356		x	12.4286	9.07	x		15.4828	-7.07
Thu	02/05/15	235.95971	1.17006	21	1.6121		x	12.3521	9.31	x		15.5593	-7.31
Fri	02/06/15	235.91189	1.16982	22	1.6885		x	12.2757	9.55	x		15.6357	-7.55
Mon	02/09/15	235.76843	1.16911	25	1.9176		x	12.0466	10.26	x		15.8648	-8.26
Tue	02/10/15	235.72061	1.16887	26	1.9939		x	11.9703	10.50	x		15.9411	-8.50
Wed	02/11/15	235.67279	1.16864	27	2.0701		x	11.8941	10.73	x		16.0173	-8.73
Thu	02/12/15	235.62496	1.16840	28	2.1464		x	11.8178	10.97	x		16.0936	-8.97
Fri	02/13/15	235.57714	1.16816	29	2.2226		x	11.7416	11.21	x		16.1698	-9.21
Mon	02/16/15	235.43368	1.16745	32	2.4510		x	11.5132	11.92	x		16.3982	-9.92
Tue	02/17/15	235.38586	1.16722	33	2.5271		x	11.4371	12.15	x		16.4743	-10.15
Wed	02/18/15	235.33804	1.16698	34	2.6031		x	11.3611	12.39	x		16.5503	-10.39
Thu	02/19/15	235.29021	1.16674	35	2.6792		x	11.2850	12.63	x		16.6264	-10.63
Fri	02/20/15	235.24239	1.16650	36	2.7551		x	11.2091	12.87	x		16.7023	-10.87
Mon	02/23/15	235.09893	1.16579	39	2.9829		x	10.9813	13.58	x		16.9301	-11.58
Tue	02/24/15	235.05111	1.16556	40	3.0588		x	10.9054	13.81	x		17.0060	-11.81
Wed	02/25/15	235.00329	1.16532	41	3.1346		x	10.8296	14.05	x		17.0818	-12.05
Thu	02/26/15	234.95546	1.16508	42	3.2104		x	10.7538	14.29	x		17.1576	-12.29
Fri	02/27/15	234.90764	1.16484	43	3.2862		x	10.6780	14.53	x		17.2334	-12.53
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	1.16419	46	3.5135		x	10.4507	15.18	x		17.4607	-13.18
Tue	03/03/15	234.74071	1.16402	47	3.5893		x	10.3749	15.35	x		17.5365	-13.35
Wed	03/04/15	234.70506	1.16384	48	3.6651		x	10.2991	15.53	x		17.6123	-13.53
Thu	03/05/15	234.66942	1.16366	49	3.7409		x	10.2233	15.71	x		17.6881	-13.71
Fri	03/06/15	234.63377	1.16349	50	3.8167		x	10.1475	15.88	x		17.7639	-13.88
Mon	03/09/15	234.52684	1.16296	53	4.0439		x	9.9203	16.41	x		17.9911	-14.41
Tue	03/10/15	234.49119	1.16278	54	4.1195		x	9.8447	16.59	x		18.0667	-14.59
Wed	03/11/15	234.45555	1.16260	55	4.1952		x	9.7690	16.77	x		18.1424	-14.77
Thu	03/12/15	234.41990	1.16243	56	4.2708		x	9.6934	16.94	x		18.2180	-14.94
Fri	03/13/15	234.38426	1.16225	57	4.3464		x	9.6178	17.12	x		18.2936	-15.12
Mon	03/16/15	234.27732	1.16172	60	4.5731		x	9.3911	17.65	x		18.5203	-15.65
Tue	03/17/15	234.24168	1.16154	61	4.6486		x	9.3156	17.83	x		18.5958	-15.83
Wed	03/18/15	234.20603	1.16136	62	4.7240		x	9.2402	18.01	x		18.6712	-16.01
Thu	03/19/15	234.17039	1.16119	63	4.7995		x	9.1647	18.18	x		18.7467	-16.18
Fri	03/20/15	234.13474	1.16101	64	4.8750		x	9.0892	18.36	x		18.8222	-16.36
Mon	03/23/15	234.02781	1.16048	67	5.1011		x	8.8631	18.89	x		19.0483	-16.89
Tue	03/24/15	233.99216	1.16030	68	5.1765		x	8.7877	19.07	x		19.1237	-17.07
Wed	03/25/15	233.95652	1.16013	69	5.2518		x	8.7124	19.24	x		19.1990	-17.24
Thu	03/26/15	233.92087	1.15995	70	5.3271		x	8.6371	19.42	x		19.2743	-17.42
Fri	03/27/15	233.88523	1.15977	71	5.4024		x	8.5618	19.60	x		19.3496	-17.60
Mon	03/30/15	233.77829	1.15924	74	5.6281		x	8.3361	20.13	x		19.5753	-18.13
Tue	03/31/15	233.74265	1.15907	75	5.7033		x	8.2609	20.30	x		19.6505	-18.30
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	1.15889	76	5.7784		x	8.1858	20.48	x		19.7256	-18.48
Thu	04/02/15	233.74083	1.15906	77	5.8553		x	8.1089	20.31	x		19.8025	-18.31
Fri	04/03/15	233.77467	1.15923	78	5.9322		x	8.0320	20.14	x		19.8794	-18.14
Mon	04/06/15	233.87617	1.15973	81	6.1631		x	7.8011	19.64	x		20.1103	-17.64
Tue	04/07/15	233.91000	1.15990	82	6.2401		x	7.7241	19.47	x		20.1873	-17.47
Wed	04/08/15	233.94383	1.16006	83	6.3170		x	7.6472	19.31	x		20.2642	-17.31
Thu	04/09/15	233.97767	1.16023	84	6.3941		x	7.5701	19.14	x		20.3413	-17.14
Fri	04/10/15	234.01150	1.16040	85	6.4712		x	7.4930	18.97	x		20.4184	-16.97
Mon	04/13/15	234.11300	1.16090	88	6.7024		x	7.2618	18.47	x		20.6496	-16.47
Tue	04/14/15	234.14683	1.16107	89	6.7796		x	7.1846	18.30	x		20.7268	-16.30
Wed	04/15/15	234.18067	1.16124	90	6.8568		x	7.1074	18.13	x		20.8040	-16.13
Thu	04/16/15	234.21450	1.16141	91	6.9340		x	7.0302	17.96	x		20.8812	-15.96
Fri	04/17/15	234.24833	1.16157	92	7.0111		x	6.9531	17.80	x		20.9583	-15.80
Mon	04/20/15	234.34983	1.16208	95	7.2429		x	6.7213	17.29	x		21.1901	-15.29
Tue	04/21/15	234.38367	1.16225	96	7.3202		x	6.6440	17.12	x		21.2674	-15.12
Wed	04/22/15	234.41750	1.16241	97	7.3975		x	6.5667	16.96	x		21.3447	-14.96
Thu	04/23/15	234.45133	1.16258	98	7.4749		x	6.4893	16.79	x		21.4221	-14.79
Fri	04/24/15	234.48517	1.16275	99	7.5523		x	6.4119	16.62	x		21.4995	-14.62
Mon	04/27/15	234.58667	1.16325	102	7.7845		x	6.1797	16.12	x		21.7317	-14.12
Tue	04/28/15	234.62050	1.16342	103	7.8619		x	6.1023	15.95	x		21.8091	-13.95
Wed	04/29/15	234.65433	1.16359	104	7.9394		x	6.0248	15.78	x		21.8866	-13.78
Thu	04/30/15	234.68817	1.16376	105	8.0169		x	5.9473	15.61	x		21.9641	-13.61
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	1.16392	106	8.0944		x	5.8698	15.45	x		22.0416	-13.45
Mon	05/04/15	234.85719	1.16459	109	8.3283		x	5.6359	14.78	x		22.2755	-12.78
Tue	05/05/15	234.90226	1.16482	110	8.4063		x	5.5579	14.55	x		22.3535	-12.55
Wed	05/06/15	234.94732	1.16504	111	8.4844		x	5.4798	14.33	x		22.4316	-12.33
Thu	05/07/15	234.99239	1.16526	112	8.5624		x	5.4018	14.11	x		22.5096	-12.11
Fri	05/08/15	235.03745	1.16549	113	8.6406		x	5.3236	13.88	x		22.5878	-11.88
Mon	05/11/15	235.17265	1.16616	116	8.8751		x	5.0891	13.21	x		22.8223	-11.21
Tue	05/12/15	235.21771	1.16638	117	8.9533		x	5.0109	12.99	x		22.9005	-10.99
Wed	05/13/15	235.26277	1.16660	118	9.0315		x	4.9327	12.77	x		22.9787	-10.77
Thu	05/14/15	235.30784	1.16683	119	9.1098		x	4.8544	12.54	x		23.0570	-10.54
Fri	05/15/15	235.35290	1.16705	120	9.1881		x	4.7761	12.32	x		23.1353	-10.32
Mon	05/18/15	235.48810	1.16772	123	9.4232		x	4.5410	11.65	x		23.3704	-9.65
Tue	05/19/15	235.53316	1.16795	124	9.5017		x	4.4625	11.42	x		23.4489	-9.42
Wed	05/20/15	235.57823	1.16817	125	9.5801		x	4.3841	11.20	x		23.5273	-9.20
Thu	05/21/15	235.62329	1.16839	126	9.6586		x	4.3056	10.98	x		23.6058	-8.98
Fri	05/22/15	235.66835	1.16862	127	9.7372		x	4.2270	10.75	x		23.6844	-8.75
Mon	05/25/15	235.80355	1.16929	130	9.9729		x	3.9913	10.08	x		23.9201	-8.08
Tue	05/26/15	235.84861	1.16951	131	10.0515		x	3.9127	9.86	x		23.9987	-7.86
Wed	05/27/15	235.89368	1.16973	132	10.1301		x	3.8341	9.64	x		24.0773	-7.64
Thu	05/28/15	235.93874	1.16996	133	10.2089		x	3.7553	9.41	x		24.1561	-7.41
Fri	05/29/15	235.98381	1.17018	134	10.2876		x	3.6766	9.19	x		24.2348	-7.19
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	1.17085	137	10.5239		x	3.4403	8.52	x		24.4711	-6.52
Tue	06/02/15	236.13500	1.17093	138	10.6014		x	3.3628	8.44	x		24.5486	-6.44
Wed	06/03/15	236.15100	1.17101	139	10.6790		x	3.2852	8.36	x		24.6262	-6.36
Thu	06/04/15	236.16700	1.17109	140	10.7566		x	3.2076	8.28	x		24.7038	-6.28
Fri	06/05/15	236.18300	1.17117	141	10.8341		x	3.1301	8.20	x		24.7813	-6.20
Mon	06/08/15	236.23100	1.17141	144	11.0669		x	2.8973	7.96	x		25.0141	-5.96
Tue	06/09/15	236.24700	1.17149	145	11.1445		x	2.8197	7.88	x		25.0917	-5.88
Wed	06/10/15	236.26300	1.17156	146	11.2221		x	2.7421	7.81	x		25.1693	-5.81
Thu	06/11/15	236.27900	1.17164	147	11.2997		x	2.6645	7.73	x		25.2469	-5.73
Fri	06/12/15	236.29500	1.17172	148	11.3773		x	2.5869	7.65	x		25.3245	-5.65
Mon	06/15/15	236.34300	1.17196	151	11.6103		x	2.3539	7.41	x		25.5575	-5.41
Tue	06/16/15	236.35900	1.17204	152	11.6880		x	2.2762	7.33	x		25.6352	-5.33
Wed	06/17/15	236.37500	1.17212	153	11.7657		x	2.1985	7.25	x		25.7129	-5.25
Thu	06/18/15	236.39100	1.17220	154	11.8434		x	2.1208	7.17	x		25.7906	-5.17
Fri	06/19/15	236.40700	1.17228	155	11.9211		x	2.0431	7.09	x		25.8683	-5.09
Mon	06/22/15	236.45500	1.17252	158	12.1544		x	1.8098	6.85	x		26.1016	-4.85
Tue	06/23/15	236.47100	1.17260	159	12.2321		x	1.7321	6.77	x		26.1793	-4.77
Wed	06/24/15	236.48700	1.17268	160	12.3099		x	1.6543	6.69	x		26.2571	-4.69
Thu	06/25/15	236.50300	1.17275	161	12.3876		x	1.5766	6.62	x		26.3348	-4.62
Fri	06/26/15	236.51900	1.17283	162	12.4654		x	1.4988	6.54	x		26.4126	-4.54
Mon	06/29/15	236.56700	1.17307	165	12.6988		x	1.2654	6.30	x		26.6460	-4.30
Tue	06/30/15	236.58300	1.17315	166	12.7766		x	1.1876	6.22	x		26.7238	-4.22
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	1.17323	167	12.8545		x	1.1097	6.14	x		26.8017	-4.14
Thu	07/02/15	236.63790	1.17342	168	12.9336		x	1.0306	5.95	x		26.8808	-3.95
Fri	07/03/15	236.67681	1.17362	169	13.0128		x	0.9514	5.75	x		26.9600	-3.75
Mon	07/06/15	236.79352	1.17420	172	13.2503		x	0.7139	5.17	x		27.1975	-3.17
Tue	07/07/15	236.83242	1.17439	173	13.3295		x	0.6347	4.98	x		27.2767	-2.98
Wed	07/08/15	236.87132	1.17458	174	13.4087		x	0.5555	4.79	x		27.3559	-2.79
Thu	07/09/15	236.91023	1.17477	175	13.4879		x	0.4763	4.60	x		27.4351	-2.60
Fri	07/10/15	236.94913	1.17497	176	13.5673		x	0.3969	4.40	x		27.5145	-2.40
Mon	07/13/15	237.06584	1.17555	179	13.8054		x	0.1588	3.82	x		27.7526	-1.82
Tue	07/14/15	237.10474	1.17574	180	13.8848		x	0.0794	3.63	x		27.8320	-1.63
Wed	07/15/15	237.14365	1.17593	0	0.0000			0.0000	3.44	x	x	27.9114	-1.44
Thu	07/16/15	237.18255	1.17612	1	0.0759			-0.0759	3.25	x	x	27.9873	-1.25
Fri	07/17/15	237.22145	1.17632	2	0.1518			-0.1518	3.05	x	x	28.0632	-1.05
Mon	07/20/15	237.33816	1.17690	5	0.3798			-0.3798	2.47	x	x	28.2912	-0.47
Tue	07/21/15	237.37706	1.17709	6	0.4558			-0.4558	2.28	x	x	28.3672	-0.28
Wed	07/22/15	237.41597	1.17728	7	0.5319			-0.5319	2.09	x	x	28.4433	-0.09
Thu	07/23/15	237.45487	1.17747	8	0.6079			-0.6079	1.90	x	x	28.5193	0.10
Fri	07/24/15	237.49377	1.17767	9	0.6840			-0.6840	1.70	x	x	28.5954	0.30
Mon	07/27/15	237.61048	1.17825	12	0.9125			-0.9125	1.12	x	x	28.8239	0.88
Tue	07/28/15	237.64939	1.17844	13	0.9887			-0.9887	0.93	x	x	28.9001	1.07
Wed	07/29/15	237.68829	1.17863	14	1.0649			-1.0649	0.74	x	x	28.9763	1.26
Thu	07/30/15	237.72719	1.17883	15	1.1412			-1.1412	0.54	x	x	29.0526	1.46
Fri	07/31/15	237.76610	1.17902	16	1.2175			-1.2175	0.35	x	x	29.1289	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	1.17948	19	1.4463			-1.4463	-0.11	x	x	29.3577	2.11
Tue	08/04/15	237.88561	1.17961	20	1.5226			-1.5226	-0.24	x	x	29.4340	2.24
Wed	08/05/15	237.91248	1.17974	21	1.5989			-1.5989	-0.37	x	x	29.5103	2.37
Thu	08/06/15	237.93935	1.17988	22	1.6752			-1.6752	-0.51	x	x	29.5866	2.51
Fri	08/07/15	237.96623	1.18001	23	1.7516			-1.7516	-0.64	x	x	29.6630	2.64
Mon	08/10/15	238.04684	1.18041	26	1.9807			-1.9807	-1.04	x	x	29.8921	3.04
Tue	08/11/15	238.07371	1.18054	27	2.0571			-2.0571	-1.17	x	x	29.9685	3.17
Wed	08/12/15	238.10058	1.18068	28	2.1336			-2.1336	-1.31	x	x	30.0450	3.31
Thu	08/13/15	238.12745	1.18081	29	2.2100			-2.2100	-1.44	x	x	30.1214	3.44
Fri	08/14/15	238.15432	1.18094	30	2.2865			-2.2865	-1.57	x	x	30.1979	3.57
Mon	08/17/15	238.23494	1.18134	33	2.5160			-2.5160	-1.97	x	x	30.4274	3.97
Tue	08/18/15	238.26181	1.18148	34	2.5925			-2.5925	-2.11	x	x	30.5039	4.11
Wed	08/19/15	238.28868	1.18161	35	2.6691			-2.6691	-2.24	x	x	30.5805	4.24
Thu	08/20/15	238.31555	1.18174	36	2.7456			-2.7456	-2.37	x	x	30.6570	4.37
Fri	08/21/15	238.34242	1.18188	37	2.8222			-2.8222	-2.51	x	x	30.7336	4.51
Mon	08/24/15	238.42303	1.18228	40	3.0521			-3.0521	-2.91	x	x	30.9635	4.91
Tue	08/25/15	238.44990	1.18241	41	3.1287			-3.1287	-3.04	x	x	31.0401	5.04
Wed	08/26/15	238.47677	1.18254	42	3.2054			-3.2054	-3.17	x	x	31.1168	5.17
Thu	08/27/15	238.50365	1.18268	43	3.2821			-3.2821	-3.31	x	x	31.1935	5.31
Fri	08/28/15	238.53052	1.18281	44	3.3588			-3.3588	-3.44	x	x	31.2702	5.44
Mon	08/31/15	238.61113	1.18321	47	3.5890			-3.5890	-3.84	x	x	31.5004	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	1.18334	48	3.6658			-3.6658	-3.97	x	x	31.5772	5.97
Wed	09/02/15	238.63853	1.18334	49	3.7422			-3.7422	-3.97	x	x	31.6536	5.97
Thu	09/03/15	238.63907	1.18335	50	3.8186			-3.8186	-3.98	x	x	31.7300	5.98
Fri	09/04/15	238.63960	1.18335	51	3.8949			-3.8949	-3.98	x	x	31.8063	5.98
Mon	09/07/15	238.64120	1.18336	54	4.1241			-4.1241	-3.99	x	x	32.0355	5.99
Tue	09/08/15	238.64173	1.18336	55	4.2004			-4.2004	-3.99	x	x	32.1118	5.99
Wed	09/09/15	238.64227	1.18336	56	4.2768			-4.2768	-3.99	x	x	32.1882	5.99
Thu	09/10/15	238.64280	1.18337	57	4.3532			-4.3532	-4.00	x	x	32.2646	6.00
Fri	09/11/15	238.64333	1.18337	58	4.4296			-4.4296	-4.00	x	x	32.3410	6.00
Mon	09/14/15	238.64493	1.18338	61	4.6588			-4.6588	-4.01	x	x	32.5702	6.01
Tue	09/15/15	238.64547	1.18338	62	4.7351			-4.7351	-4.01	x	x	32.6465	6.01
Wed	09/16/15	238.64600	1.18338	63	4.8115			-4.8115	-4.01	x	x	32.7229	6.01
Thu	09/17/15	238.64653	1.18338	64	4.8879			-4.8879	-4.01	x	x	32.7993	6.01
Fri	09/18/15	238.64707	1.18339	65	4.9643			-4.9643	-4.02	x	x	32.8757	6.02
Mon	09/21/15	238.64867	1.18339	68	5.1934			-5.1934	-4.02	x	x	33.1048	6.02
Tue	09/22/15	238.64920	1.18340	69	5.2698			-5.2698	-4.03	x	x	33.1812	6.03
Wed	09/23/15	238.64973	1.18340	70	5.3462			-5.3462	-4.03	x	x	33.2576	6.03
Thu	09/24/15	238.65027	1.18340	71	5.4226			-5.4226	-4.03	x	x	33.3340	6.03
Fri	09/25/15	238.65080	1.18340	72	5.4990			-5.4990	-4.03	x	x	33.4104	6.03
Mon	09/28/15	238.65240	1.18341	75	5.7281			-5.7281	-4.04	x	x	33.6395	6.04
Tue	09/29/15	238.65293	1.18342	76	5.8045			-5.8045	-4.05	x	x	33.7159	6.05
Wed	09/30/15	238.65347	1.18342	77	5.8809			-5.8809	-4.05	x	x	33.7923	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	1.18342	78	5.9573			-5.9573	-4.05	x	x	33.8687	6.05
Fri	10/02/15	238.64310	1.18337	79	6.0334			-6.0334	-4.00	x	x	33.9448	6.00
Mon	10/05/15	238.61039	1.18320	82	6.2616			-6.2616	-3.83	x	x	34.1730	5.83
Tue	10/06/15	238.59948	1.18315	83	6.3377			-6.3377	-3.78	x	x	34.2491	5.78
Wed	10/07/15	238.58858	1.18310	84	6.4138			-6.4138	-3.73	x	x	34.3252	5.73
Thu	10/08/15	238.57768	1.18304	85	6.4898			-6.4898	-3.67	x	x	34.4012	5.67
Fri	10/09/15	238.56677	1.18299	86	6.5659			-6.5659	-3.62	x	x	34.4773	5.62
Mon	10/12/15	238.53406	1.18283	89	6.7940			-6.7940	-3.46	x	x	34.7054	5.46
Tue	10/13/15	238.52316	1.18277	90	6.8700			-6.8700	-3.40	x	x	34.7814	5.40
Wed	10/14/15	238.51226	1.18272	91	6.9461			-6.9461	-3.35	x	x	34.8575	5.35
Thu	10/15/15	238.50135	1.18266	92	7.0220			-7.0220	-3.29	x	x	34.9334	5.29
Fri	10/16/15	238.49045	1.18261	93	7.0981			-7.0981	-3.24	x	x	35.0095	5.24
Mon	10/19/15	238.45774	1.18245	96	7.3260			-7.3260	-3.08	x	x	35.2374	5.08
Tue	10/20/15	238.44684	1.18239	97	7.4020			-7.4020	-3.02	x	x	35.3134	5.02
Wed	10/21/15	238.43594	1.18234	98	7.4780			-7.4780	-2.97	x	x	35.3894	4.97
Thu	10/22/15	238.42503	1.18229	99	7.5540			-7.5540	-2.92	x	x	35.4654	4.92
Fri	10/23/15	238.41413	1.18223	100	7.6299			-7.6299	-2.86	x	x	35.5413	4.86
Mon	10/26/15	238.38142	1.18207	103	7.8577			-7.8577	-2.70	x	x	35.7691	4.70
Tue	10/27/15	238.37052	1.18202	104	7.9337			-7.9337	-2.65	x	x	35.8451	4.65
Wed	10/28/15	238.35961	1.18196	105	8.0095			-8.0095	-2.59	x	x	35.9209	4.59
Thu	10/29/15	238.34871	1.18191	106	8.0855			-8.0855	-2.54	x	x	35.9969	4.54
Fri	10/30/15	238.33781	1.18185	107	8.1613			-8.1613	-2.48	x	x	36.0727	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	1.18168	110	8.3890			-8.3890	-2.31	x	x	36.3004	4.31
Tue	11/03/15	238.29127	1.18162	111	8.4648			-8.4648	-2.25	x	x	36.3762	4.25
Wed	11/04/15	238.27890	1.18156	112	8.5406			-8.5406	-2.19	x	x	36.4520	4.19
Thu	11/05/15	238.26653	1.18150	113	8.6164			-8.6164	-2.13	x	x	36.5278	4.13
Fri	11/06/15	238.25417	1.18144	114	8.6923			-8.6923	-2.07	x	x	36.6037	4.07
Mon	11/09/15	238.21707	1.18125	117	8.9196			-8.9196	-1.88	x	x	36.8310	3.88
Tue	11/10/15	238.20470	1.18119	118	8.9953			-8.9953	-1.82	x	x	36.9067	3.82
Wed	11/11/15	238.19233	1.18113	119	9.0711			-9.0711	-1.76	x	x	36.9825	3.76
Thu	11/12/15	238.17997	1.18107	120	9.1469			-9.1469	-1.70	x	x	37.0583	3.70
Fri	11/13/15	238.16760	1.18101	121	9.2226			-9.2226	-1.64	x	x	37.1340	3.64
Mon	11/16/15	238.13050	1.18082	124	9.4498			-9.4498	-1.45	x	x	37.3612	3.45
Tue	11/17/15	238.11813	1.18076	125	9.5255			-9.5255	-1.39	x	x	37.4369	3.39
Wed	11/18/15	238.10577	1.18070	126	9.6012			-9.6012	-1.33	x	x	37.5126	3.33
Thu	11/19/15	238.09340	1.18064	127	9.6769			-9.6769	-1.27	x	x	37.5883	3.27
Fri	11/20/15	238.08103	1.18058	128	9.7526			-9.7526	-1.21	x	x	37.6640	3.21
Mon	11/23/15	238.04393	1.18040	131	9.9797			-9.9797	-1.03	x	x	37.8911	3.03
Tue	11/24/15	238.03157	1.18033	132	10.0553			-10.0553	-0.96	x	x	37.9667	2.96
Wed	11/25/15	238.01920	1.18027	133	10.1309			-10.1309	-0.90	x	x	38.0423	2.90
Thu	11/26/15	238.00683	1.18021	134	10.2066			-10.2066	-0.84	x	x	38.1180	2.84
Fri	11/27/15	237.99447	1.18015	135	10.2822			-10.2822	-0.78	x	x	38.1936	2.78
Mon	11/30/15	237.95737	1.17997	138	10.5091			-10.5091	-0.60	x	x	38.4205	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	1.17991	139	10.5847			-10.5847	-0.54	x	x	38.4961	2.54
Wed	12/02/15	237.94155	1.17989	140	10.6607			-10.6607	-0.52	x	x	38.5721	2.52
Thu	12/03/15	237.93810	1.17987	141	10.7367			-10.7367	-0.50	x	x	38.6481	2.50
Fri	12/04/15	237.93465	1.17985	142	10.8126			-10.8126	-0.48	x	x	38.7240	2.48
Mon	12/07/15	237.92429	1.17980	145	11.0406			-11.0406	-0.43	x	x	38.9520	2.43
Tue	12/08/15	237.92084	1.17979	146	11.1166			-11.1166	-0.42	x	x	39.0280	2.42
Wed	12/09/15	237.91739	1.17977	147	11.1926			-11.1926	-0.40	x	x	39.1040	2.40
Thu	12/10/15	237.91394	1.17975	148	11.2685			-11.2685	-0.38	x	x	39.1799	2.38
Fri	12/11/15	237.91048	1.17973	149	11.3445			-11.3445	-0.36	x	x	39.2559	2.36
Mon	12/14/15	237.90013	1.17968	152	11.5724			-11.5724	-0.31	x	x	39.4838	2.31
Tue	12/15/15	237.89668	1.17967	153	11.6484			-11.6484	-0.30	x	x	39.5598	2.30
Wed	12/16/15	237.89323	1.17965	154	11.7244			-11.7244	-0.28	x	x	39.6358	2.28
Thu	12/17/15	237.88977	1.17963	155	11.8003			-11.8003	-0.26	x	x	39.7117	2.26
Fri	12/18/15	237.88632	1.17961	156	11.8762			-11.8762	-0.24	x	x	39.7876	2.24
Mon	12/21/15	237.87597	1.17956	159	12.1041			-12.1041	-0.19	x	x	40.0155	2.19
Tue	12/22/15	237.87252	1.17955	160	12.1801			-12.1801	-0.18	x	x	40.0915	2.18
Wed	12/23/15	237.86906	1.17953	161	12.2561			-12.2561	-0.16	x	x	40.1675	2.16
Thu	12/24/15	237.86561	1.17951	162	12.3320			-12.3320	-0.14	x	x	40.2434	2.14
Fri	12/25/15	237.86216	1.17949	163	12.4079			-12.4079	-0.12	x	x	40.3193	2.12
Mon	12/28/15	237.85181	1.17944	166	12.6357			-12.6357	-0.07	x	x	40.5471	2.07
Tue	12/29/15	237.84835	1.17943	167	12.7117			-12.7117	-0.06	x	x	40.6231	2.06
Wed	12/30/15	237.84490	1.17941	168	12.7876			-12.7876	-0.04	x	x	40.6990	2.04
Thu	12/31/15	237.84145	1.17939	169	12.8635			-12.8635	-0.02	x	x	40.7749	2.02
Fri	01/01/16	237.83800	1.17937

Generated 12/15/15 09:27