1.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2021

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

CUSIP Number	912828PP9	Interest 01/15/15 (184 days)	$6.0905
Dated Date	January 15, 2011	Interest 07/15/15 (181 days)	$6.0979
Ref CPI on Dated Date	218.75255	Interest Total	$12.1884
Original Issue Date	January 31, 2011	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	1.08540	170	5.6408	x	x	6.5476	1.85			5.6408	0.00
Fri	01/02/15	237.39165	1.08521	171	5.6730	x	x	6.5154	2.04			5.6730	-0.19
Mon	01/05/15	237.26758	1.08464	174	5.7695	x	x	6.4189	2.61			5.7695	-0.76
Tue	01/06/15	237.22623	1.08445	175	5.8017	x	x	6.3867	2.80			5.8017	-0.95
Wed	01/07/15	237.18487	1.08426	176	5.8338	x	x	6.3546	2.99			5.8338	-1.14
Thu	01/08/15	237.14352	1.08407	177	5.8659	x	x	6.3225	3.18			5.8659	-1.33
Fri	01/09/15	237.10216	1.08388	178	5.8980	x	x	6.2904	3.37			5.8980	-1.52
Mon	01/12/15	236.97810	1.08332	181	5.9943	x	x	6.1941	3.93			5.9943	-2.08
Tue	01/13/15	236.93674	1.08313	182	6.0264	x	x	6.1620	4.12			6.0264	-2.27
Wed	01/14/15	236.89539	1.08294	183	6.0584	x	x	6.1300	4.31			6.0584	-2.46
Thu	01/15/15	236.85403	1.08275	0	0.0000		x	6.0979	4.50	x		6.0905	-2.65
Fri	01/16/15	236.81268	1.08256	1	0.0336		x	6.0643	4.69	x		6.1241	-2.84
Mon	01/19/15	236.68861	1.08199	4	0.1345		x	5.9634	5.26	x		6.2250	-3.41
Tue	01/20/15	236.64726	1.08180	5	0.1681		x	5.9298	5.45	x		6.2586	-3.60
Wed	01/21/15	236.60590	1.08161	6	0.2017		x	5.8962	5.64	x		6.2922	-3.79
Thu	01/22/15	236.56455	1.08143	7	0.2353		x	5.8626	5.82	x		6.3258	-3.97
Fri	01/23/15	236.52319	1.08124	8	0.2688		x	5.8291	6.01	x		6.3593	-4.16
Mon	01/26/15	236.39913	1.08067	11	0.3694		x	5.7285	6.58	x		6.4599	-4.73
Tue	01/27/15	236.35777	1.08048	12	0.4029		x	5.6950	6.77	x		6.4934	-4.92
Wed	01/28/15	236.31642	1.08029	13	0.4364		x	5.6615	6.96	x		6.5269	-5.11
Thu	01/29/15	236.27506	1.08010	14	0.4699		x	5.6280	7.15	x		6.5604	-5.30
Fri	01/30/15	236.23371	1.07991	15	0.5034		x	5.5945	7.34	x		6.5939	-5.49
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	1.07932	18	0.6038		x	5.4941	7.93	x		6.6943	-6.08
Tue	02/03/15	236.05536	1.07910	19	0.6372		x	5.4607	8.15	x		6.7277	-6.30
Wed	02/04/15	236.00754	1.07888	20	0.6706		x	5.4273	8.37	x		6.7611	-6.52
Thu	02/05/15	235.95971	1.07866	21	0.7040		x	5.3939	8.59	x		6.7945	-6.74
Fri	02/06/15	235.91189	1.07844	22	0.7373		x	5.3606	8.81	x		6.8278	-6.96
Mon	02/09/15	235.76843	1.07779	25	0.8374		x	5.2605	9.46	x		6.9279	-7.61
Tue	02/10/15	235.72061	1.07757	26	0.8707		x	5.2272	9.68	x		6.9612	-7.83
Wed	02/11/15	235.67279	1.07735	27	0.9040		x	5.1939	9.90	x		6.9945	-8.05
Thu	02/12/15	235.62496	1.07713	28	0.9373		x	5.1606	10.12	x		7.0278	-8.27
Fri	02/13/15	235.57714	1.07691	29	0.9706		x	5.1273	10.34	x		7.0611	-8.49
Mon	02/16/15	235.43368	1.07626	32	1.0703		x	5.0276	10.99	x		7.1608	-9.14
Tue	02/17/15	235.38586	1.07604	33	1.1035		x	4.9944	11.21	x		7.1940	-9.36
Wed	02/18/15	235.33804	1.07582	34	1.1367		x	4.9612	11.43	x		7.2272	-9.58
Thu	02/19/15	235.29021	1.07560	35	1.1699		x	4.9280	11.65	x		7.2604	-9.80
Fri	02/20/15	235.24239	1.07538	36	1.2031		x	4.8948	11.87	x		7.2936	-10.02
Mon	02/23/15	235.09893	1.07473	39	1.3026		x	4.7953	12.52	x		7.3931	-10.67
Tue	02/24/15	235.05111	1.07451	40	1.3357		x	4.7622	12.74	x		7.4262	-10.89
Wed	02/25/15	235.00329	1.07429	41	1.3688		x	4.7291	12.96	x		7.4593	-11.11
Thu	02/26/15	234.95546	1.07407	42	1.4019		x	4.6960	13.18	x		7.4924	-11.33
Fri	02/27/15	234.90764	1.07385	43	1.4350		x	4.6629	13.40	x		7.5255	-11.55
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	03/02/15	234.77635	1.07325	46	1.5343		x	4.5636	14.00	x		7.6248	-12.15
Tue	03/03/15	234.74071	1.07309	47	1.5674		x	4.5305	14.16	x		7.6579	-12.31
Wed	03/04/15	234.70506	1.07292	48	1.6005		x	4.4974	14.33	x		7.6910	-12.48
Thu	03/05/15	234.66942	1.07276	49	1.6336		x	4.4643	14.49	x		7.7241	-12.64
Fri	03/06/15	234.63377	1.07260	50	1.6667		x	4.4312	14.65	x		7.7572	-12.80
Mon	03/09/15	234.52684	1.07211	53	1.7659		x	4.3320	15.14	x		7.8564	-13.29
Tue	03/10/15	234.49119	1.07195	54	1.7989		x	4.2990	15.30	x		7.8894	-13.45
Wed	03/11/15	234.45555	1.07178	55	1.8319		x	4.2660	15.47	x		7.9224	-13.62
Thu	03/12/15	234.41990	1.07162	56	1.8650		x	4.2329	15.63	x		7.9555	-13.78
Fri	03/13/15	234.38426	1.07146	57	1.8980		x	4.1999	15.79	x		7.9885	-13.94
Mon	03/16/15	234.27732	1.07097	60	1.9970		x	4.1009	16.28	x		8.0875	-14.43
Tue	03/17/15	234.24168	1.07081	61	2.0300		x	4.0679	16.44	x		8.1205	-14.59
Wed	03/18/15	234.20603	1.07064	62	2.0629		x	4.0350	16.61	x		8.1534	-14.76
Thu	03/19/15	234.17039	1.07048	63	2.0959		x	4.0020	16.77	x		8.1864	-14.92
Fri	03/20/15	234.13474	1.07032	64	2.1288		x	3.9691	16.93	x		8.2193	-15.08
Mon	03/23/15	234.02781	1.06983	67	2.2276		x	3.8703	17.42	x		8.3181	-15.57
Tue	03/24/15	233.99216	1.06967	68	2.2605		x	3.8374	17.58	x		8.3510	-15.73
Wed	03/25/15	233.95652	1.06950	69	2.2934		x	3.8045	17.75	x		8.3839	-15.90
Thu	03/26/15	233.92087	1.06934	70	2.3263		x	3.7716	17.91	x		8.4168	-16.06
Fri	03/27/15	233.88523	1.06918	71	2.3591		x	3.7388	18.07	x		8.4496	-16.22
Mon	03/30/15	233.77829	1.06869	74	2.4577		x	3.6402	18.56	x		8.5482	-16.71
Tue	03/31/15	233.74265	1.06853	75	2.4905		x	3.6074	18.72	x		8.5810	-16.87
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	1.06836	76	2.5233		x	3.5746	18.89	x		8.6138	-17.04
Thu	04/02/15	233.74083	1.06852	77	2.5569		x	3.5410	18.73	x		8.6474	-16.88
Fri	04/03/15	233.77467	1.06867	78	2.5905		x	3.5074	18.58	x		8.6810	-16.73
Mon	04/06/15	233.87617	1.06914	81	2.6913		x	3.4066	18.11	x		8.7818	-16.26
Tue	04/07/15	233.91000	1.06929	82	2.7249		x	3.3730	17.96	x		8.8154	-16.11
Wed	04/08/15	233.94383	1.06945	83	2.7586		x	3.3393	17.80	x		8.8491	-15.95
Thu	04/09/15	233.97767	1.06960	84	2.7922		x	3.3057	17.65	x		8.8827	-15.80
Fri	04/10/15	234.01150	1.06975	85	2.8258		x	3.2721	17.50	x		8.9163	-15.65
Mon	04/13/15	234.11300	1.07022	88	2.9268		x	3.1711	17.03	x		9.0173	-15.18
Tue	04/14/15	234.14683	1.07037	89	2.9605		x	3.1374	16.88	x		9.0510	-15.03
Wed	04/15/15	234.18067	1.07053	90	2.9942		x	3.1037	16.72	x		9.0847	-14.87
Thu	04/16/15	234.21450	1.07068	91	3.0279		x	3.0700	16.57	x		9.1184	-14.72
Fri	04/17/15	234.24833	1.07084	92	3.0617		x	3.0362	16.41	x		9.1522	-14.56
Mon	04/20/15	234.34983	1.07130	95	3.1629		x	2.9350	15.95	x		9.2534	-14.10
Tue	04/21/15	234.38367	1.07146	96	3.1966		x	2.9013	15.79	x		9.2871	-13.94
Wed	04/22/15	234.41750	1.07161	97	3.2304		x	2.8675	15.64	x		9.3209	-13.79
Thu	04/23/15	234.45133	1.07177	98	3.2642		x	2.8337	15.48	x		9.3547	-13.63
Fri	04/24/15	234.48517	1.07192	99	3.2979		x	2.8000	15.33	x		9.3884	-13.48
Mon	04/27/15	234.58667	1.07238	102	3.3993		x	2.6986	14.87	x		9.4898	-13.02
Tue	04/28/15	234.62050	1.07254	103	3.4332		x	2.6647	14.71	x		9.5237	-12.86
Wed	04/29/15	234.65433	1.07269	104	3.4670		x	2.6309	14.56	x		9.5575	-12.71
Thu	04/30/15	234.68817	1.07285	105	3.5008		x	2.5971	14.40	x		9.5913	-12.55
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	05/01/15	234.72200	1.07300	106	3.5347		x	2.5632	14.25	x		9.6252	-12.40
Mon	05/04/15	234.85719	1.07362	109	3.6368		x	2.4611	13.63	x		9.7273	-11.78
Tue	05/05/15	234.90226	1.07383	110	3.6709		x	2.4270	13.42	x		9.7614	-11.57
Wed	05/06/15	234.94732	1.07403	111	3.7050		x	2.3929	13.22	x		9.7955	-11.37
Thu	05/07/15	234.99239	1.07424	112	3.7391		x	2.3588	13.01	x		9.8296	-11.16
Fri	05/08/15	235.03745	1.07444	113	3.7732		x	2.3247	12.81	x		9.8637	-10.96
Mon	05/11/15	235.17265	1.07506	116	3.8756		x	2.2223	12.19	x		9.9661	-10.34
Tue	05/12/15	235.21771	1.07527	117	3.9097		x	2.1882	11.98	x		10.0002	-10.13
Wed	05/13/15	235.26277	1.07547	118	3.9439		x	2.1540	11.78	x		10.0344	-9.93
Thu	05/14/15	235.30784	1.07568	119	3.9781		x	2.1198	11.57	x		10.0686	-9.72
Fri	05/15/15	235.35290	1.07589	120	4.0123		x	2.0856	11.36	x		10.1028	-9.51
Mon	05/18/15	235.48810	1.07650	123	4.1149		x	1.9830	10.75	x		10.2054	-8.90
Tue	05/19/15	235.53316	1.07671	124	4.1492		x	1.9487	10.54	x		10.2397	-8.69
Wed	05/20/15	235.57823	1.07692	125	4.1835		x	1.9144	10.33	x		10.2740	-8.48
Thu	05/21/15	235.62329	1.07712	126	4.2177		x	1.8802	10.13	x		10.3082	-8.28
Fri	05/22/15	235.66835	1.07733	127	4.2520		x	1.8459	9.92	x		10.3425	-8.07
Mon	05/25/15	235.80355	1.07795	130	4.3550		x	1.7429	9.30	x		10.4455	-7.45
Tue	05/26/15	235.84861	1.07815	131	4.3893		x	1.7086	9.10	x		10.4798	-7.25
Wed	05/27/15	235.89368	1.07836	132	4.4237		x	1.6742	8.89	x		10.5142	-7.04
Thu	05/28/15	235.93874	1.07856	133	4.4580		x	1.6399	8.69	x		10.5485	-6.84
Fri	05/29/15	235.98381	1.07877	134	4.4924		x	1.6055	8.48	x		10.5829	-6.63
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	1.07939	137	4.5956		x	1.5023	7.86	x		10.6861	-6.01
Tue	06/02/15	236.13500	1.07946	138	4.6295		x	1.4684	7.79	x		10.7200	-5.94
Wed	06/03/15	236.15100	1.07953	139	4.6633		x	1.4346	7.72	x		10.7538	-5.87
Thu	06/04/15	236.16700	1.07961	140	4.6972		x	1.4007	7.64	x		10.7877	-5.79
Fri	06/05/15	236.18300	1.07968	141	4.7311		x	1.3668	7.57	x		10.8216	-5.72
Mon	06/08/15	236.23100	1.07990	144	4.8327		x	1.2652	7.35	x		10.9232	-5.50
Tue	06/09/15	236.24700	1.07997	145	4.8666		x	1.2313	7.28	x		10.9571	-5.43
Wed	06/10/15	236.26300	1.08005	146	4.9005		x	1.1974	7.20	x		10.9910	-5.35
Thu	06/11/15	236.27900	1.08012	147	4.9344		x	1.1635	7.13	x		11.0249	-5.28
Fri	06/12/15	236.29500	1.08019	148	4.9683		x	1.1296	7.06	x		11.0588	-5.21
Mon	06/15/15	236.34300	1.08041	151	5.0700		x	1.0279	6.84	x		11.1605	-4.99
Tue	06/16/15	236.35900	1.08049	152	5.1040		x	0.9939	6.76	x		11.1945	-4.91
Wed	06/17/15	236.37500	1.08056	153	5.1379		x	0.9600	6.69	x		11.2284	-4.84
Thu	06/18/15	236.39100	1.08063	154	5.1718		x	0.9261	6.62	x		11.2623	-4.77
Fri	06/19/15	236.40700	1.08071	155	5.2058		x	0.8921	6.54	x		11.2963	-4.69
Mon	06/22/15	236.45500	1.08092	158	5.3076		x	0.7903	6.33	x		11.3981	-4.48
Tue	06/23/15	236.47100	1.08100	159	5.3415		x	0.7564	6.25	x		11.4320	-4.40
Wed	06/24/15	236.48700	1.08107	160	5.3755		x	0.7224	6.18	x		11.4660	-4.33
Thu	06/25/15	236.50300	1.08114	161	5.4094		x	0.6885	6.11	x		11.4999	-4.26
Fri	06/26/15	236.51900	1.08122	162	5.4434		x	0.6545	6.03	x		11.5339	-4.18
Mon	06/29/15	236.56700	1.08144	165	5.5454		x	0.5525	5.81	x		11.6359	-3.96
Tue	06/30/15	236.58300	1.08151	166	5.5793		x	0.5186	5.74	x		11.6698	-3.89
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	07/01/15	236.59900	1.08158	167	5.6133		x	0.4846	5.67	x		11.7038	-3.82
Thu	07/02/15	236.63790	1.08176	168	5.6479		x	0.4500	5.49	x		11.7384	-3.64
Fri	07/03/15	236.67681	1.08194	169	5.6824		x	0.4155	5.31	x		11.7729	-3.46
Mon	07/06/15	236.79352	1.08247	172	5.7861		x	0.3118	4.78	x		11.8766	-2.93
Tue	07/07/15	236.83242	1.08265	173	5.8207		x	0.2772	4.60	x		11.9112	-2.75
Wed	07/08/15	236.87132	1.08283	174	5.8554		x	0.2425	4.42	x		11.9459	-2.57
Thu	07/09/15	236.91023	1.08301	175	5.8900		x	0.2079	4.24	x		11.9805	-2.39
Fri	07/10/15	236.94913	1.08318	176	5.9246		x	0.1733	4.07	x		12.0151	-2.22
Mon	07/13/15	237.06584	1.08372	179	6.0286		x	0.0693	3.53	x		12.1191	-1.68
Tue	07/14/15	237.10474	1.08389	180	6.0632		x	0.0347	3.36	x		12.1537	-1.51
Wed	07/15/15	237.14365	1.08407	0	0.0000			0.0000	3.18	x	x	12.1884	-1.33
Thu	07/16/15	237.18255	1.08425	1	0.0331			-0.0331	3.00	x	x	12.2215	-1.15
Fri	07/17/15	237.22145	1.08443	2	0.0663			-0.0663	2.82	x	x	12.2547	-0.97
Mon	07/20/15	237.33816	1.08496	5	0.1658			-0.1658	2.29	x	x	12.3542	-0.44
Tue	07/21/15	237.37706	1.08514	6	0.1990			-0.1990	2.11	x	x	12.3874	-0.26
Wed	07/22/15	237.41597	1.08532	7	0.2323			-0.2323	1.93	x	x	12.4207	-0.08
Thu	07/23/15	237.45487	1.08550	8	0.2655			-0.2655	1.75	x	x	12.4539	0.10
Fri	07/24/15	237.49377	1.08567	9	0.2987			-0.2987	1.58	x	x	12.4871	0.27
Mon	07/27/15	237.61048	1.08621	12	0.3985			-0.3985	1.04	x	x	12.5869	0.81
Tue	07/28/15	237.64939	1.08638	13	0.4317			-0.4317	0.87	x	x	12.6201	0.98
Wed	07/29/15	237.68829	1.08656	14	0.4650			-0.4650	0.69	x	x	12.6534	1.16
Thu	07/30/15	237.72719	1.08674	15	0.4983			-0.4983	0.51	x	x	12.6867	1.34
Fri	07/31/15	237.76610	1.08692	16	0.5316			-0.5316	0.33	x	x	12.7200	1.52
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	1.08734	19	0.6316			-0.6316	-0.09	x	x	12.8200	1.94
Tue	08/04/15	237.88561	1.08746	20	0.6649			-0.6649	-0.21	x	x	12.8533	2.06
Wed	08/05/15	237.91248	1.08759	21	0.6982			-0.6982	-0.34	x	x	12.8866	2.19
Thu	08/06/15	237.93935	1.08771	22	0.7315			-0.7315	-0.46	x	x	12.9199	2.31
Fri	08/07/15	237.96623	1.08783	23	0.7649			-0.7649	-0.58	x	x	12.9533	2.43
Mon	08/10/15	238.04684	1.08820	26	0.8649			-0.8649	-0.95	x	x	13.0533	2.80
Tue	08/11/15	238.07371	1.08832	27	0.8983			-0.8983	-1.07	x	x	13.0867	2.92
Wed	08/12/15	238.10058	1.08845	28	0.9317			-0.9317	-1.20	x	x	13.1201	3.05
Thu	08/13/15	238.12745	1.08857	29	0.9651			-0.9651	-1.32	x	x	13.1535	3.17
Fri	08/14/15	238.15432	1.08869	30	0.9985			-0.9985	-1.44	x	x	13.1869	3.29
Mon	08/17/15	238.23494	1.08906	33	1.0987			-1.0987	-1.81	x	x	13.2871	3.66
Tue	08/18/15	238.26181	1.08918	34	1.1321			-1.1321	-1.93	x	x	13.3205	3.78
Wed	08/19/15	238.28868	1.08931	35	1.1655			-1.1655	-2.06	x	x	13.3539	3.91
Thu	08/20/15	238.31555	1.08943	36	1.1990			-1.1990	-2.18	x	x	13.3874	4.03
Fri	08/21/15	238.34242	1.08955	37	1.2324			-1.2324	-2.30	x	x	13.4208	4.15
Mon	08/24/15	238.42303	1.08992	40	1.3328			-1.3328	-2.67	x	x	13.5212	4.52
Tue	08/25/15	238.44990	1.09004	41	1.3663			-1.3663	-2.79	x	x	13.5547	4.64
Wed	08/26/15	238.47677	1.09017	42	1.3997			-1.3997	-2.92	x	x	13.5881	4.77
Thu	08/27/15	238.50365	1.09029	43	1.4332			-1.4332	-3.04	x	x	13.6216	4.89
Fri	08/28/15	238.53052	1.09041	44	1.4667			-1.4667	-3.16	x	x	13.6551	5.01
Mon	08/31/15	238.61113	1.09078	47	1.5673			-1.5673	-3.53	x	x	13.7557	5.38
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	1.09090	48	1.6008			-1.6008	-3.65	x	x	13.7892	5.50
Wed	09/02/15	238.63853	1.09091	49	1.6341			-1.6341	-3.66	x	x	13.8225	5.51
Thu	09/03/15	238.63907	1.09091	50	1.6675			-1.6675	-3.66	x	x	13.8559	5.51
Fri	09/04/15	238.63960	1.09091	51	1.7008			-1.7008	-3.66	x	x	13.8892	5.51
Mon	09/07/15	238.64120	1.09092	54	1.8009			-1.8009	-3.67	x	x	13.9893	5.52
Tue	09/08/15	238.64173	1.09092	55	1.8343			-1.8343	-3.67	x	x	14.0227	5.52
Wed	09/09/15	238.64227	1.09092	56	1.8676			-1.8676	-3.67	x	x	14.0560	5.52
Thu	09/10/15	238.64280	1.09093	57	1.9010			-1.9010	-3.68	x	x	14.0894	5.53
Fri	09/11/15	238.64333	1.09093	58	1.9343			-1.9343	-3.68	x	x	14.1227	5.53
Mon	09/14/15	238.64493	1.09094	61	2.0344			-2.0344	-3.69	x	x	14.2228	5.54
Tue	09/15/15	238.64547	1.09094	62	2.0677			-2.0677	-3.69	x	x	14.2561	5.54
Wed	09/16/15	238.64600	1.09094	63	2.1011			-2.1011	-3.69	x	x	14.2895	5.54
Thu	09/17/15	238.64653	1.09094	64	2.1344			-2.1344	-3.69	x	x	14.3228	5.54
Fri	09/18/15	238.64707	1.09095	65	2.1678			-2.1678	-3.70	x	x	14.3562	5.55
Mon	09/21/15	238.64867	1.09095	68	2.2679			-2.2679	-3.70	x	x	14.4563	5.55
Tue	09/22/15	238.64920	1.09096	69	2.3012			-2.3012	-3.71	x	x	14.4896	5.56
Wed	09/23/15	238.64973	1.09096	70	2.3346			-2.3346	-3.71	x	x	14.5230	5.56
Thu	09/24/15	238.65027	1.09096	71	2.3679			-2.3679	-3.71	x	x	14.5563	5.56
Fri	09/25/15	238.65080	1.09096	72	2.4013			-2.4013	-3.71	x	x	14.5897	5.56
Mon	09/28/15	238.65240	1.09097	75	2.5014			-2.5014	-3.72	x	x	14.6898	5.57
Tue	09/29/15	238.65293	1.09097	76	2.5347			-2.5347	-3.72	x	x	14.7231	5.57
Wed	09/30/15	238.65347	1.09097	77	2.5681			-2.5681	-3.72	x	x	14.7565	5.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	10/01/15	238.65400	1.09098	78	2.6015			-2.6015	-3.73	x	x	14.7899	5.58
Fri	10/02/15	238.64310	1.09093	79	2.6347			-2.6347	-3.68	x	x	14.8231	5.53
Mon	10/05/15	238.61039	1.09078	82	2.7344			-2.7344	-3.53	x	x	14.9228	5.38
Tue	10/06/15	238.59948	1.09073	83	2.7676			-2.7676	-3.48	x	x	14.9560	5.33
Wed	10/07/15	238.58858	1.09068	84	2.8008			-2.8008	-3.43	x	x	14.9892	5.28
Thu	10/08/15	238.57768	1.09063	85	2.8340			-2.8340	-3.38	x	x	15.0224	5.23
Fri	10/09/15	238.56677	1.09058	86	2.8672			-2.8672	-3.33	x	x	15.0556	5.18
Mon	10/12/15	238.53406	1.09043	89	2.9668			-2.9668	-3.18	x	x	15.1552	5.03
Tue	10/13/15	238.52316	1.09038	90	3.0000			-3.0000	-3.13	x	x	15.1884	4.98
Wed	10/14/15	238.51226	1.09033	91	3.0332			-3.0332	-3.08	x	x	15.2216	4.93
Thu	10/15/15	238.50135	1.09028	92	3.0664			-3.0664	-3.03	x	x	15.2548	4.88
Fri	10/16/15	238.49045	1.09023	93	3.0996			-3.0996	-2.98	x	x	15.2880	4.83
Mon	10/19/15	238.45774	1.09008	96	3.1991			-3.1991	-2.83	x	x	15.3875	4.68
Tue	10/20/15	238.44684	1.09003	97	3.2323			-3.2323	-2.78	x	x	15.4207	4.63
Wed	10/21/15	238.43594	1.08998	98	3.2655			-3.2655	-2.73	x	x	15.4539	4.58
Thu	10/22/15	238.42503	1.08993	99	3.2987			-3.2987	-2.68	x	x	15.4871	4.53
Fri	10/23/15	238.41413	1.08988	100	3.3318			-3.3318	-2.63	x	x	15.5202	4.48
Mon	10/26/15	238.38142	1.08973	103	3.4313			-3.4313	-2.48	x	x	15.6197	4.33
Tue	10/27/15	238.37052	1.08968	104	3.4645			-3.4645	-2.43	x	x	15.6529	4.28
Wed	10/28/15	238.35961	1.08963	105	3.4976			-3.4976	-2.38	x	x	15.6860	4.23
Thu	10/29/15	238.34871	1.08958	106	3.5308			-3.5308	-2.33	x	x	15.7192	4.18
Fri	10/30/15	238.33781	1.08953	107	3.5639			-3.5639	-2.28	x	x	15.7523	4.13
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	1.08938	110	3.6633			-3.6633	-2.13	x	x	15.8517	3.98
Tue	11/03/15	238.29127	1.08932	111	3.6964			-3.6964	-2.07	x	x	15.8848	3.92
Wed	11/04/15	238.27890	1.08926	112	3.7295			-3.7295	-2.01	x	x	15.9179	3.86
Thu	11/05/15	238.26653	1.08921	113	3.7627			-3.7627	-1.96	x	x	15.9511	3.81
Fri	11/06/15	238.25417	1.08915	114	3.7957			-3.7957	-1.90	x	x	15.9841	3.75
Mon	11/09/15	238.21707	1.08898	117	3.8950			-3.8950	-1.73	x	x	16.0834	3.58
Tue	11/10/15	238.20470	1.08892	118	3.9281			-3.9281	-1.67	x	x	16.1165	3.52
Wed	11/11/15	238.19233	1.08887	119	3.9612			-3.9612	-1.62	x	x	16.1496	3.47
Thu	11/12/15	238.17997	1.08881	120	3.9943			-3.9943	-1.56	x	x	16.1827	3.41
Fri	11/13/15	238.16760	1.08875	121	4.0273			-4.0273	-1.50	x	x	16.2157	3.35
Mon	11/16/15	238.13050	1.08858	124	4.1265			-4.1265	-1.33	x	x	16.3149	3.18
Tue	11/17/15	238.11813	1.08853	125	4.1596			-4.1596	-1.28	x	x	16.3480	3.13
Wed	11/18/15	238.10577	1.08847	126	4.1927			-4.1927	-1.22	x	x	16.3811	3.07
Thu	11/19/15	238.09340	1.08841	127	4.2257			-4.2257	-1.16	x	x	16.4141	3.01
Fri	11/20/15	238.08103	1.08836	128	4.2588			-4.2588	-1.11	x	x	16.4472	2.96
Mon	11/23/15	238.04393	1.08819	131	4.3579			-4.3579	-0.94	x	x	16.5463	2.79
Tue	11/24/15	238.03157	1.08813	132	4.3910			-4.3910	-0.88	x	x	16.5794	2.73
Wed	11/25/15	238.01920	1.08808	133	4.4240			-4.4240	-0.83	x	x	16.6124	2.68
Thu	11/26/15	238.00683	1.08802	134	4.4570			-4.4570	-0.77	x	x	16.6454	2.62
Fri	11/27/15	237.99447	1.08796	135	4.4901			-4.4901	-0.71	x	x	16.6785	2.56
Mon	11/30/15	237.95737	1.08779	138	4.5891			-4.5891	-0.54	x	x	16.7775	2.39
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	12/01/15	237.94500	1.08774	139	4.6222			-4.6222	-0.49	x	x	16.8106	2.34
Wed	12/02/15	237.94155	1.08772	140	4.6553			-4.6553	-0.47	x	x	16.8437	2.32
Thu	12/03/15	237.93810	1.08770	141	4.6885			-4.6885	-0.45	x	x	16.8769	2.30
Fri	12/04/15	237.93465	1.08769	142	4.7217			-4.7217	-0.44	x	x	16.9101	2.29
Mon	12/07/15	237.92429	1.08764	145	4.8212			-4.8212	-0.39	x	x	17.0096	2.24
Tue	12/08/15	237.92084	1.08763	146	4.8544			-4.8544	-0.38	x	x	17.0428	2.23
Wed	12/09/15	237.91739	1.08761	147	4.8876			-4.8876	-0.36	x	x	17.0760	2.21
Thu	12/10/15	237.91394	1.08759	148	4.9208			-4.9208	-0.34	x	x	17.1092	2.19
Fri	12/11/15	237.91048	1.08758	149	4.9540			-4.9540	-0.33	x	x	17.1424	2.18
Mon	12/14/15	237.90013	1.08753	152	5.0535			-5.0535	-0.28	x	x	17.2419	2.13
Tue	12/15/15	237.89668	1.08752	153	5.0867			-5.0867	-0.27	x	x	17.2751	2.12
Wed	12/16/15	237.89323	1.08750	154	5.1198			-5.1198	-0.25	x	x	17.3082	2.10
Thu	12/17/15	237.88977	1.08748	155	5.1530			-5.1530	-0.23	x	x	17.3414	2.08
Fri	12/18/15	237.88632	1.08747	156	5.1862			-5.1862	-0.22	x	x	17.3746	2.07
Mon	12/21/15	237.87597	1.08742	159	5.2857			-5.2857	-0.17	x	x	17.4741	2.02
Tue	12/22/15	237.87252	1.08740	160	5.3188			-5.3188	-0.15	x	x	17.5072	2.00
Wed	12/23/15	237.86906	1.08739	161	5.3520			-5.3520	-0.14	x	x	17.5404	1.99
Thu	12/24/15	237.86561	1.08737	162	5.3851			-5.3851	-0.12	x	x	17.5735	1.97
Fri	12/25/15	237.86216	1.08736	163	5.4183			-5.4183	-0.11	x	x	17.6067	1.96
Mon	12/28/15	237.85181	1.08731	166	5.5178			-5.5178	-0.06	x	x	17.7062	1.91
Tue	12/29/15	237.84835	1.08729	167	5.5509			-5.5509	-0.04	x	x	17.7393	1.89
Wed	12/30/15	237.84490	1.08728	168	5.5841			-5.5841	-0.03	x	x	17.7725	1.88
Thu	12/31/15	237.84145	1.08726	169	5.6173			-5.6173	-0.01	x	x	17.8057	1.86
Fri	01/01/16	237.83800	1.08725

Generated 12/15/15 09:27