2.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2017

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

CUSIP Number	912828GX2	Interest 01/15/15 (184 days)	$14.9994
Dated Date	July 15, 2007	Interest 07/15/15 (181 days)	$15.0176
Ref CPI on Dated Date	207.25639	Interest Total	$30.0170
Original Issue Date	July 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	1.14560	170	13.8920	x	x	16.1250	1.95			13.8920	0.00
Fri	01/02/15	237.39165	1.14540	171	13.9712	x	x	16.0458	2.15			13.9712	-0.20
Mon	01/05/15	237.26758	1.14480	174	14.2089	x	x	15.8081	2.75			14.2089	-0.80
Tue	01/06/15	237.22623	1.14460	175	14.2881	x	x	15.7289	2.95			14.2881	-1.00
Wed	01/07/15	237.18487	1.14440	176	14.3672	x	x	15.6498	3.15			14.3672	-1.20
Thu	01/08/15	237.14352	1.14420	177	14.4463	x	x	15.5707	3.35			14.4463	-1.40
Fri	01/09/15	237.10216	1.14400	178	14.5254	x	x	15.4916	3.55			14.5254	-1.60
Mon	01/12/15	236.97810	1.14341	181	14.7626	x	x	15.2544	4.14			14.7626	-2.19
Tue	01/13/15	236.93674	1.14321	182	14.8415	x	x	15.1755	4.34			14.8415	-2.39
Wed	01/14/15	236.89539	1.14301	183	14.9205	x	x	15.0965	4.54			14.9205	-2.59
Thu	01/15/15	236.85403	1.14281	0	0.0000		x	15.0176	4.74	x		14.9994	-2.79
Fri	01/16/15	236.81268	1.14261	1	0.0829		x	14.9347	4.94	x		15.0823	-2.99
Mon	01/19/15	236.68861	1.14201	4	0.3312		x	14.6864	5.54	x		15.3306	-3.59
Tue	01/20/15	236.64726	1.14181	5	0.4140		x	14.6036	5.74	x		15.4134	-3.79
Wed	01/21/15	236.60590	1.14161	6	0.4967		x	14.5209	5.94	x		15.4961	-3.99
Thu	01/22/15	236.56455	1.14141	7	0.5794		x	14.4382	6.14	x		15.5788	-4.19
Fri	01/23/15	236.52319	1.14121	8	0.6620		x	14.3556	6.34	x		15.6614	-4.39
Mon	01/26/15	236.39913	1.14061	11	0.9098		x	14.1078	6.94	x		15.9092	-4.99
Tue	01/27/15	236.35777	1.14041	12	0.9923		x	14.0253	7.14	x		15.9917	-5.19
Wed	01/28/15	236.31642	1.14021	13	1.0749		x	13.9427	7.34	x		16.0743	-5.39
Thu	01/29/15	236.27506	1.14001	14	1.1573		x	13.8603	7.54	x		16.1567	-5.59
Fri	01/30/15	236.23371	1.13981	15	1.2398		x	13.7778	7.74	x		16.2392	-5.79
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	1.13918	18	1.4869		x	13.5307	8.37	x		16.4863	-6.42
Tue	02/03/15	236.05536	1.13895	19	1.5692		x	13.4484	8.60	x		16.5686	-6.65
Wed	02/04/15	236.00754	1.13872	20	1.6515		x	13.3661	8.83	x		16.6509	-6.88
Thu	02/05/15	235.95971	1.13849	21	1.7337		x	13.2839	9.06	x		16.7331	-7.11
Fri	02/06/15	235.91189	1.13826	22	1.8159		x	13.2017	9.29	x		16.8153	-7.34
Mon	02/09/15	235.76843	1.13757	25	2.0622		x	12.9554	9.98	x		17.0616	-8.03
Tue	02/10/15	235.72061	1.13734	26	2.1443		x	12.8733	10.21	x		17.1437	-8.26
Wed	02/11/15	235.67279	1.13711	27	2.2263		x	12.7913	10.44	x		17.2257	-8.49
Thu	02/12/15	235.62496	1.13688	28	2.3083		x	12.7093	10.67	x		17.3077	-8.72
Fri	02/13/15	235.57714	1.13665	29	2.3903		x	12.6273	10.90	x		17.3897	-8.95
Mon	02/16/15	235.43368	1.13595	32	2.6359		x	12.3817	11.60	x		17.6353	-9.65
Tue	02/17/15	235.38586	1.13572	33	2.7177		x	12.2999	11.83	x		17.7171	-9.88
Wed	02/18/15	235.33804	1.13549	34	2.7995		x	12.2181	12.06	x		17.7989	-10.11
Thu	02/19/15	235.29021	1.13526	35	2.8813		x	12.1363	12.29	x		17.8807	-10.34
Fri	02/20/15	235.24239	1.13503	36	2.9630		x	12.0546	12.52	x		17.9624	-10.57
Mon	02/23/15	235.09893	1.13434	39	3.2080		x	11.8096	13.21	x		18.2074	-11.26
Tue	02/24/15	235.05111	1.13411	40	3.2895		x	11.7281	13.44	x		18.2889	-11.49
Wed	02/25/15	235.00329	1.13388	41	3.3711		x	11.6465	13.67	x		18.3705	-11.72
Thu	02/26/15	234.95546	1.13365	42	3.4526		x	11.5650	13.90	x		18.4520	-11.95
Fri	02/27/15	234.90764	1.13342	43	3.5341		x	11.4835	14.13	x		18.5335	-12.18
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	1.13278	46	3.7785		x	11.2391	14.77	x		18.7779	-12.82
Tue	03/03/15	234.74071	1.13261	47	3.8601		x	11.1575	14.94	x		18.8595	-12.99
Wed	03/04/15	234.70506	1.13244	48	3.9416		x	11.0760	15.11	x		18.9410	-13.16
Thu	03/05/15	234.66942	1.13227	49	4.0232		x	10.9944	15.28	x		19.0226	-13.33
Fri	03/06/15	234.63377	1.13209	50	4.1046		x	10.9130	15.46	x		19.1040	-13.51
Mon	03/09/15	234.52684	1.13158	53	4.3489		x	10.6687	15.97	x		19.3483	-14.02
Tue	03/10/15	234.49119	1.13141	54	4.4303		x	10.5873	16.14	x		19.4297	-14.19
Wed	03/11/15	234.45555	1.13123	55	4.5116		x	10.5060	16.32	x		19.5110	-14.37
Thu	03/12/15	234.41990	1.13106	56	4.5930		x	10.4246	16.49	x		19.5924	-14.54
Fri	03/13/15	234.38426	1.13089	57	4.6743		x	10.3433	16.66	x		19.6737	-14.71
Mon	03/16/15	234.27732	1.13037	60	4.9180		x	10.0996	17.18	x		19.9174	-15.23
Tue	03/17/15	234.24168	1.13020	61	4.9993		x	10.0183	17.35	x		19.9987	-15.40
Wed	03/18/15	234.20603	1.13003	62	5.0805		x	9.9371	17.52	x		20.0799	-15.57
Thu	03/19/15	234.17039	1.12986	63	5.1616		x	9.8560	17.69	x		20.1610	-15.74
Fri	03/20/15	234.13474	1.12969	64	5.2428		x	9.7748	17.86	x		20.2422	-15.91
Mon	03/23/15	234.02781	1.12917	67	5.4860		x	9.5316	18.38	x		20.4854	-16.43
Tue	03/24/15	233.99216	1.12900	68	5.5670		x	9.4506	18.55	x		20.5664	-16.60
Wed	03/25/15	233.95652	1.12883	69	5.6480		x	9.3696	18.72	x		20.6474	-16.77
Thu	03/26/15	233.92087	1.12865	70	5.7290		x	9.2886	18.90	x		20.7284	-16.95
Fri	03/27/15	233.88523	1.12848	71	5.8100		x	9.2076	19.07	x		20.8094	-17.12
Mon	03/30/15	233.77829	1.12797	74	6.0527		x	8.9649	19.58	x		21.0521	-17.63
Tue	03/31/15	233.74265	1.12779	75	6.1335		x	8.8841	19.76	x		21.1329	-17.81
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	04/01/15	233.70700	1.12762	76	6.2144		x	8.8032	19.93	x		21.2138	-17.98
Thu	04/02/15	233.74083	1.12779	77	6.2971		x	8.7205	19.76	x		21.2965	-17.81
Fri	04/03/15	233.77467	1.12795	78	6.3798		x	8.6378	19.60	x		21.3792	-17.65
Mon	04/06/15	233.87617	1.12844	81	6.6280		x	8.3896	19.11	x		21.6274	-17.16
Tue	04/07/15	233.91000	1.12860	82	6.7108		x	8.3068	18.95	x		21.7102	-17.00
Wed	04/08/15	233.94383	1.12877	83	6.7937		x	8.2239	18.78	x		21.7931	-16.83
Thu	04/09/15	233.97767	1.12893	84	6.8765		x	8.1411	18.62	x		21.8759	-16.67
Fri	04/10/15	234.01150	1.12909	85	6.9593		x	8.0583	18.46	x		21.9587	-16.51
Mon	04/13/15	234.11300	1.12958	88	7.2081		x	7.8095	17.97	x		22.2075	-16.02
Tue	04/14/15	234.14683	1.12974	89	7.2910		x	7.7266	17.81	x		22.2904	-15.86
Wed	04/15/15	234.18067	1.12991	90	7.3741		x	7.6435	17.64	x		22.3735	-15.69
Thu	04/16/15	234.21450	1.13007	91	7.4571		x	7.5605	17.48	x		22.4565	-15.53
Fri	04/17/15	234.24833	1.13023	92	7.5401		x	7.4775	17.32	x		22.5395	-15.37
Mon	04/20/15	234.34983	1.13072	95	7.7893		x	7.2283	16.83	x		22.7887	-14.88
Tue	04/21/15	234.38367	1.13089	96	7.8725		x	7.1451	16.66	x		22.8719	-14.71
Wed	04/22/15	234.41750	1.13105	97	7.9556		x	7.0620	16.50	x		22.9550	-14.55
Thu	04/23/15	234.45133	1.13121	98	8.0388		x	6.9788	16.34	x		23.0382	-14.39
Fri	04/24/15	234.48517	1.13138	99	8.1220		x	6.8956	16.17	x		23.1214	-14.22
Mon	04/27/15	234.58667	1.13187	102	8.3718		x	6.6458	15.68	x		23.3712	-13.73
Tue	04/28/15	234.62050	1.13203	103	8.4550		x	6.5626	15.52	x		23.4544	-13.57
Wed	04/29/15	234.65433	1.13219	104	8.5383		x	6.4793	15.36	x		23.5377	-13.41
Thu	04/30/15	234.68817	1.13236	105	8.6217		x	6.3959	15.19	x		23.6211	-13.24
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	1.13252	106	8.7051		x	6.3125	15.03	x		23.7045	-13.08
Mon	05/04/15	234.85719	1.13317	109	8.9566		x	6.0610	14.38	x		23.9560	-12.43
Tue	05/05/15	234.90226	1.13339	110	9.0405		x	5.9771	14.16	x		24.0399	-12.21
Wed	05/06/15	234.94732	1.13361	111	9.1245		x	5.8931	13.94	x		24.1239	-11.99
Thu	05/07/15	234.99239	1.13382	112	9.2084		x	5.8092	13.73	x		24.2078	-11.78
Fri	05/08/15	235.03745	1.13404	113	9.2924		x	5.7252	13.51	x		24.2918	-11.56
Mon	05/11/15	235.17265	1.13469	116	9.5446		x	5.4730	12.86	x		24.5440	-10.91
Tue	05/12/15	235.21771	1.13491	117	9.6287		x	5.3889	12.64	x		24.6281	-10.69
Wed	05/13/15	235.26277	1.13513	118	9.7129		x	5.3047	12.42	x		24.7123	-10.47
Thu	05/14/15	235.30784	1.13535	119	9.7971		x	5.2205	12.20	x		24.7965	-10.25
Fri	05/15/15	235.35290	1.13556	120	9.8813		x	5.1363	11.99	x		24.8807	-10.04
Mon	05/18/15	235.48810	1.13622	123	10.1342		x	4.8834	11.33	x		25.1336	-9.38
Tue	05/19/15	235.53316	1.13643	124	10.2185		x	4.7991	11.12	x		25.2179	-9.17
Wed	05/20/15	235.57823	1.13665	125	10.3029		x	4.7147	10.90	x		25.3023	-8.95
Thu	05/21/15	235.62329	1.13687	126	10.3873		x	4.6303	10.68	x		25.3867	-8.73
Fri	05/22/15	235.66835	1.13709	127	10.4718		x	4.5458	10.46	x		25.4712	-8.51
Mon	05/25/15	235.80355	1.13774	130	10.7252		x	4.2924	9.81	x		25.7246	-7.86
Tue	05/26/15	235.84861	1.13796	131	10.8098		x	4.2078	9.59	x		25.8092	-7.64
Wed	05/27/15	235.89368	1.13817	132	10.8944		x	4.1232	9.38	x		25.8938	-7.43
Thu	05/28/15	235.93874	1.13839	133	10.9790		x	4.0386	9.16	x		25.9784	-7.21
Fri	05/29/15	235.98381	1.13861	134	11.0637		x	3.9539	8.94	x		26.0631	-6.99
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	1.13926	137	11.3179		x	3.6997	8.29	x		26.3173	-6.34
Tue	06/02/15	236.13500	1.13934	138	11.4013		x	3.6163	8.21	x		26.4007	-6.26
Wed	06/03/15	236.15100	1.13941	139	11.4846		x	3.5330	8.14	x		26.4840	-6.19
Thu	06/04/15	236.16700	1.13949	140	11.5680		x	3.4496	8.06	x		26.5674	-6.11
Fri	06/05/15	236.18300	1.13957	141	11.6515		x	3.3661	7.98	x		26.6509	-6.03
Mon	06/08/15	236.23100	1.13980	144	11.9018		x	3.1158	7.75	x		26.9012	-5.80
Tue	06/09/15	236.24700	1.13988	145	11.9853		x	3.0323	7.67	x		26.9847	-5.72
Wed	06/10/15	236.26300	1.13996	146	12.0688		x	2.9488	7.59	x		27.0682	-5.64
Thu	06/11/15	236.27900	1.14003	147	12.1522		x	2.8654	7.52	x		27.1516	-5.57
Fri	06/12/15	236.29500	1.14011	148	12.2357		x	2.7819	7.44	x		27.2351	-5.49
Mon	06/15/15	236.34300	1.14034	151	12.4863		x	2.5313	7.21	x		27.4857	-5.26
Tue	06/16/15	236.35900	1.14042	152	12.5698		x	2.4478	7.13	x		27.5692	-5.18
Wed	06/17/15	236.37500	1.14050	153	12.6534		x	2.3642	7.05	x		27.6528	-5.10
Thu	06/18/15	236.39100	1.14057	154	12.7369		x	2.2807	6.98	x		27.7363	-5.03
Fri	06/19/15	236.40700	1.14065	155	12.8205		x	2.1971	6.90	x		27.8199	-4.95
Mon	06/22/15	236.45500	1.14088	158	13.0713		x	1.9463	6.67	x		28.0707	-4.72
Tue	06/23/15	236.47100	1.14096	159	13.1549		x	1.8627	6.59	x		28.1543	-4.64
Wed	06/24/15	236.48700	1.14104	160	13.2386		x	1.7790	6.51	x		28.2380	-4.56
Thu	06/25/15	236.50300	1.14111	161	13.3221		x	1.6955	6.44	x		28.3215	-4.49
Fri	06/26/15	236.51900	1.14119	162	13.4058		x	1.6118	6.36	x		28.4052	-4.41
Mon	06/29/15	236.56700	1.14142	165	13.6568		x	1.3608	6.13	x		28.6562	-4.18
Tue	06/30/15	236.58300	1.14150	166	13.7406		x	1.2770	6.05	x		28.7400	-4.10
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	1.14158	167	13.8243		x	1.1933	5.97	x		28.8237	-4.02
Thu	07/02/15	236.63790	1.14176	168	13.9093		x	1.1083	5.79	x		28.9087	-3.84
Fri	07/03/15	236.67681	1.14195	169	13.9944		x	1.0232	5.60	x		28.9938	-3.65
Mon	07/06/15	236.79352	1.14251	172	14.2498		x	0.7678	5.04	x		29.2492	-3.09
Tue	07/07/15	236.83242	1.14270	173	14.3350		x	0.6826	4.85	x		29.3344	-2.90
Wed	07/08/15	236.87132	1.14289	174	14.4203		x	0.5973	4.66	x		29.4197	-2.71
Thu	07/09/15	236.91023	1.14308	175	14.5056		x	0.5120	4.47	x		29.5050	-2.52
Fri	07/10/15	236.94913	1.14327	176	14.5909		x	0.4267	4.28	x		29.5903	-2.33
Mon	07/13/15	237.06584	1.14383	179	14.8469		x	0.1707	3.72	x		29.8463	-1.77
Tue	07/14/15	237.10474	1.14402	180	14.9323		x	0.0853	3.53	x		29.9317	-1.58
Wed	07/15/15	237.14365	1.14420	0	0.0000			0.0000	3.35	x	x	30.0170	-1.40
Thu	07/16/15	237.18255	1.14439	1	0.0816			-0.0816	3.16	x	x	30.0986	-1.21
Fri	07/17/15	237.22145	1.14458	2	0.1633			-0.1633	2.97	x	x	30.1803	-1.02
Mon	07/20/15	237.33816	1.14514	5	0.4084			-0.4084	2.41	x	x	30.4254	-0.46
Tue	07/21/15	237.37706	1.14533	6	0.4902			-0.4902	2.22	x	x	30.5072	-0.27
Wed	07/22/15	237.41597	1.14552	7	0.5720			-0.5720	2.03	x	x	30.5890	-0.08
Thu	07/23/15	237.45487	1.14571	8	0.6538			-0.6538	1.84	x	x	30.6708	0.11
Fri	07/24/15	237.49377	1.14589	9	0.7356			-0.7356	1.66	x	x	30.7526	0.29
Mon	07/27/15	237.61048	1.14646	12	0.9813			-0.9813	1.09	x	x	30.9983	0.86
Tue	07/28/15	237.64939	1.14664	13	1.0633			-1.0633	0.91	x	x	31.0803	1.04
Wed	07/29/15	237.68829	1.14683	14	1.1453			-1.1453	0.72	x	x	31.1623	1.23
Thu	07/30/15	237.72719	1.14702	15	1.2273			-1.2273	0.53	x	x	31.2443	1.42
Fri	07/31/15	237.76610	1.14721	16	1.3093			-1.3093	0.34	x	x	31.3263	1.61
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/03/15	237.85874	1.14765	19	1.5554			-1.5554	-0.10	x	x	31.5724	2.05
Tue	08/04/15	237.88561	1.14778	20	1.6375			-1.6375	-0.23	x	x	31.6545	2.18
Wed	08/05/15	237.91248	1.14791	21	1.7195			-1.7195	-0.36	x	x	31.7365	2.31
Thu	08/06/15	237.93935	1.14804	22	1.8016			-1.8016	-0.49	x	x	31.8186	2.44
Fri	08/07/15	237.96623	1.14817	23	1.8837			-1.8837	-0.62	x	x	31.9007	2.57
Mon	08/10/15	238.04684	1.14856	26	2.1301			-2.1301	-1.01	x	x	32.1471	2.96
Tue	08/11/15	238.07371	1.14869	27	2.2123			-2.2123	-1.14	x	x	32.2293	3.09
Wed	08/12/15	238.10058	1.14882	28	2.2945			-2.2945	-1.27	x	x	32.3115	3.22
Thu	08/13/15	238.12745	1.14895	29	2.3767			-2.3767	-1.40	x	x	32.3937	3.35
Fri	08/14/15	238.15432	1.14908	30	2.4590			-2.4590	-1.53	x	x	32.4760	3.48
Mon	08/17/15	238.23494	1.14947	33	2.7058			-2.7058	-1.92	x	x	32.7228	3.87
Tue	08/18/15	238.26181	1.14960	34	2.7881			-2.7881	-2.05	x	x	32.8051	4.00
Wed	08/19/15	238.28868	1.14973	35	2.8704			-2.8704	-2.18	x	x	32.8874	4.13
Thu	08/20/15	238.31555	1.14986	36	2.9528			-2.9528	-2.31	x	x	32.9698	4.26
Fri	08/21/15	238.34242	1.14999	37	3.0351			-3.0351	-2.44	x	x	33.0521	4.39
Mon	08/24/15	238.42303	1.15038	40	3.2823			-3.2823	-2.83	x	x	33.2993	4.78
Tue	08/25/15	238.44990	1.15051	41	3.3648			-3.3648	-2.96	x	x	33.3818	4.91
Wed	08/26/15	238.47677	1.15064	42	3.4472			-3.4472	-3.09	x	x	33.4642	5.04
Thu	08/27/15	238.50365	1.15077	43	3.5297			-3.5297	-3.22	x	x	33.5467	5.17
Fri	08/28/15	238.53052	1.15090	44	3.6122			-3.6122	-3.35	x	x	33.6292	5.30
Mon	08/31/15	238.61113	1.15128	47	3.8598			-3.8598	-3.73	x	x	33.8768	5.68
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	1.15141	48	3.9423			-3.9423	-3.86	x	x	33.9593	5.81
Wed	09/02/15	238.63853	1.15142	49	4.0245			-4.0245	-3.87	x	x	34.0415	5.82
Thu	09/03/15	238.63907	1.15142	50	4.1066			-4.1066	-3.87	x	x	34.1236	5.82
Fri	09/04/15	238.63960	1.15142	51	4.1888			-4.1888	-3.87	x	x	34.2058	5.82
Mon	09/07/15	238.64120	1.15143	54	4.4352			-4.4352	-3.88	x	x	34.4522	5.83
Tue	09/08/15	238.64173	1.15143	55	4.5173			-4.5173	-3.88	x	x	34.5343	5.83
Wed	09/09/15	238.64227	1.15144	56	4.5995			-4.5995	-3.89	x	x	34.6165	5.84
Thu	09/10/15	238.64280	1.15144	57	4.6816			-4.6816	-3.89	x	x	34.6986	5.84
Fri	09/11/15	238.64333	1.15144	58	4.7638			-4.7638	-3.89	x	x	34.7808	5.84
Mon	09/14/15	238.64493	1.15145	61	5.0102			-5.0102	-3.90	x	x	35.0272	5.85
Tue	09/15/15	238.64547	1.15145	62	5.0924			-5.0924	-3.90	x	x	35.1094	5.85
Wed	09/16/15	238.64600	1.15145	63	5.1745			-5.1745	-3.90	x	x	35.1915	5.85
Thu	09/17/15	238.64653	1.15146	64	5.2567			-5.2567	-3.91	x	x	35.2737	5.86
Fri	09/18/15	238.64707	1.15146	65	5.3388			-5.3388	-3.91	x	x	35.3558	5.86
Mon	09/21/15	238.64867	1.15147	68	5.5853			-5.5853	-3.92	x	x	35.6023	5.87
Tue	09/22/15	238.64920	1.15147	69	5.6674			-5.6674	-3.92	x	x	35.6844	5.87
Wed	09/23/15	238.64973	1.15147	70	5.7495			-5.7495	-3.92	x	x	35.7665	5.87
Thu	09/24/15	238.65027	1.15147	71	5.8317			-5.8317	-3.92	x	x	35.8487	5.87
Fri	09/25/15	238.65080	1.15148	72	5.9139			-5.9139	-3.93	x	x	35.9309	5.88
Mon	09/28/15	238.65240	1.15148	75	6.1603			-6.1603	-3.93	x	x	36.1773	5.88
Tue	09/29/15	238.65293	1.15149	76	6.2425			-6.2425	-3.94	x	x	36.2595	5.89
Wed	09/30/15	238.65347	1.15149	77	6.3246			-6.3246	-3.94	x	x	36.3416	5.89
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	1.15149	78	6.4067			-6.4067	-3.94	x	x	36.4237	5.89
Fri	10/02/15	238.64310	1.15144	79	6.4886			-6.4886	-3.89	x	x	36.5056	5.84
Mon	10/05/15	238.61039	1.15128	82	6.7340			-6.7340	-3.73	x	x	36.7510	5.68
Tue	10/06/15	238.59948	1.15123	83	6.8159			-6.8159	-3.68	x	x	36.8329	5.63
Wed	10/07/15	238.58858	1.15118	84	6.8977			-6.8977	-3.63	x	x	36.9147	5.58
Thu	10/08/15	238.57768	1.15112	85	6.9794			-6.9794	-3.57	x	x	36.9964	5.52
Fri	10/09/15	238.56677	1.15107	86	7.0613			-7.0613	-3.52	x	x	37.0783	5.47
Mon	10/12/15	238.53406	1.15091	89	7.3066			-7.3066	-3.36	x	x	37.3236	5.31
Tue	10/13/15	238.52316	1.15086	90	7.3883			-7.3883	-3.31	x	x	37.4053	5.26
Wed	10/14/15	238.51226	1.15081	91	7.4701			-7.4701	-3.26	x	x	37.4871	5.21
Thu	10/15/15	238.50135	1.15076	92	7.5519			-7.5519	-3.21	x	x	37.5689	5.16
Fri	10/16/15	238.49045	1.15070	93	7.6335			-7.6335	-3.15	x	x	37.6505	5.10
Mon	10/19/15	238.45774	1.15054	96	7.8787			-7.8787	-2.99	x	x	37.8957	4.94
Tue	10/20/15	238.44684	1.15049	97	7.9604			-7.9604	-2.94	x	x	37.9774	4.89
Wed	10/21/15	238.43594	1.15044	98	8.0421			-8.0421	-2.89	x	x	38.0591	4.84
Thu	10/22/15	238.42503	1.15039	99	8.1238			-8.1238	-2.84	x	x	38.1408	4.79
Fri	10/23/15	238.41413	1.15033	100	8.2055			-8.2055	-2.78	x	x	38.2225	4.73
Mon	10/26/15	238.38142	1.15018	103	8.4505			-8.4505	-2.63	x	x	38.4675	4.58
Tue	10/27/15	238.37052	1.15012	104	8.5321			-8.5321	-2.57	x	x	38.5491	4.52
Wed	10/28/15	238.35961	1.15007	105	8.6138			-8.6138	-2.52	x	x	38.6308	4.47
Thu	10/29/15	238.34871	1.15002	106	8.6955			-8.6955	-2.47	x	x	38.7125	4.42
Fri	10/30/15	238.33781	1.14997	107	8.7771			-8.7771	-2.42	x	x	38.7941	4.37
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	1.14980	110	9.0219			-9.0219	-2.25	x	x	39.0389	4.20
Tue	11/03/15	238.29127	1.14974	111	9.1034			-9.1034	-2.19	x	x	39.1204	4.14
Wed	11/04/15	238.27890	1.14968	112	9.1849			-9.1849	-2.13	x	x	39.2019	4.08
Thu	11/05/15	238.26653	1.14962	113	9.2665			-9.2665	-2.07	x	x	39.2835	4.02
Fri	11/06/15	238.25417	1.14956	114	9.3480			-9.3480	-2.01	x	x	39.3650	3.96
Mon	11/09/15	238.21707	1.14938	117	9.5925			-9.5925	-1.83	x	x	39.6095	3.78
Tue	11/10/15	238.20470	1.14932	118	9.6740			-9.6740	-1.77	x	x	39.6910	3.72
Wed	11/11/15	238.19233	1.14926	119	9.7554			-9.7554	-1.71	x	x	39.7724	3.66
Thu	11/12/15	238.17997	1.14920	120	9.8369			-9.8369	-1.65	x	x	39.8539	3.60
Fri	11/13/15	238.16760	1.14914	121	9.9184			-9.9184	-1.59	x	x	39.9354	3.54
Mon	11/16/15	238.13050	1.14897	124	10.1628			-10.1628	-1.42	x	x	40.1798	3.37
Tue	11/17/15	238.11813	1.14891	125	10.2442			-10.2442	-1.36	x	x	40.2612	3.31
Wed	11/18/15	238.10577	1.14885	126	10.3256			-10.3256	-1.30	x	x	40.3426	3.25
Thu	11/19/15	238.09340	1.14879	127	10.4070			-10.4070	-1.24	x	x	40.4240	3.19
Fri	11/20/15	238.08103	1.14873	128	10.4884			-10.4884	-1.18	x	x	40.5054	3.13
Mon	11/23/15	238.04393	1.14855	131	10.7325			-10.7325	-1.00	x	x	40.7495	2.95
Tue	11/24/15	238.03157	1.14849	132	10.8139			-10.8139	-0.94	x	x	40.8309	2.89
Wed	11/25/15	238.01920	1.14843	133	10.8953			-10.8953	-0.88	x	x	40.9123	2.83
Thu	11/26/15	238.00683	1.14837	134	10.9766			-10.9766	-0.82	x	x	40.9936	2.77
Fri	11/27/15	237.99447	1.14831	135	11.0579			-11.0579	-0.76	x	x	41.0749	2.71
Mon	11/30/15	237.95737	1.14813	138	11.3019			-11.3019	-0.58	x	x	41.3189	2.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	12/01/15	237.94500	1.14807	139	11.3832			-11.3832	-0.52	x	x	41.4002	2.47
Wed	12/02/15	237.94155	1.14805	140	11.4649			-11.4649	-0.50	x	x	41.4819	2.45
Thu	12/03/15	237.93810	1.14804	141	11.5467			-11.5467	-0.49	x	x	41.5637	2.44
Fri	12/04/15	237.93465	1.14802	142	11.6284			-11.6284	-0.47	x	x	41.6454	2.42
Mon	12/07/15	237.92429	1.14797	145	11.8735			-11.8735	-0.42	x	x	41.8905	2.37
Tue	12/08/15	237.92084	1.14795	146	11.9552			-11.9552	-0.40	x	x	41.9722	2.35
Wed	12/09/15	237.91739	1.14794	147	12.0370			-12.0370	-0.39	x	x	42.0540	2.34
Thu	12/10/15	237.91394	1.14792	148	12.1187			-12.1187	-0.37	x	x	42.1357	2.32
Fri	12/11/15	237.91048	1.14790	149	12.2003			-12.2003	-0.35	x	x	42.2173	2.30
Mon	12/14/15	237.90013	1.14785	152	12.4454			-12.4454	-0.30	x	x	42.4624	2.25
Tue	12/15/15	237.89668	1.14784	153	12.5272			-12.5272	-0.29	x	x	42.5442	2.24
Wed	12/16/15	237.89323	1.14782	154	12.6089			-12.6089	-0.27	x	x	42.6259	2.22
Thu	12/17/15	237.88977	1.14780	155	12.6905			-12.6905	-0.25	x	x	42.7075	2.20
Fri	12/18/15	237.88632	1.14779	156	12.7723			-12.7723	-0.24	x	x	42.7893	2.19
Mon	12/21/15	237.87597	1.14774	159	13.0173			-13.0173	-0.19	x	x	43.0343	2.14
Tue	12/22/15	237.87252	1.14772	160	13.0990			-13.0990	-0.17	x	x	43.1160	2.12
Wed	12/23/15	237.86906	1.14770	161	13.1806			-13.1806	-0.15	x	x	43.1976	2.10
Thu	12/24/15	237.86561	1.14769	162	13.2624			-13.2624	-0.14	x	x	43.2794	2.09
Fri	12/25/15	237.86216	1.14767	163	13.3440			-13.3440	-0.12	x	x	43.3610	2.07
Mon	12/28/15	237.85181	1.14762	166	13.5890			-13.5890	-0.07	x	x	43.6060	2.02
Tue	12/29/15	237.84835	1.14760	167	13.6706			-13.6706	-0.05	x	x	43.6876	2.00
Wed	12/30/15	237.84490	1.14759	168	13.7524			-13.7524	-0.04	x	x	43.7694	1.99
Thu	12/31/15	237.84145	1.14757	169	13.8340			-13.8340	-0.02	x	x	43.8510	1.97
Fri	01/01/16	237.83800	1.14755

Generated 12/15/15 09:27