2.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2041

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

CUSIP Number	912810QP6	Interest 02/15/15 (184 days)	$11.4251
Dated Date	February 15, 2011	Interest 08/15/15 (181 days)	$11.5561
Ref CPI on Dated Date	218.99100	Interest Total	$22.9812
Original Issue Date	February 28, 2011	Interest 02/15/16 (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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	01/01/15	237.43300	1.08421	139	8.7024	x	x	14.2788	1.85			8.7024	0.00
Fri	01/02/15	237.39165	1.08402	140	8.7635	x	x	14.2177	2.04			8.7635	-0.19
Mon	01/05/15	237.26758	1.08346	143	8.9466	x	x	14.0346	2.60			8.9466	-0.75
Tue	01/06/15	237.22623	1.08327	144	9.0076	x	x	13.9736	2.79			9.0076	-0.94
Wed	01/07/15	237.18487	1.08308	145	9.0686	x	x	13.9126	2.98			9.0686	-1.13
Thu	01/08/15	237.14352	1.08289	146	9.1295	x	x	13.8517	3.17			9.1295	-1.32
Fri	01/09/15	237.10216	1.08270	147	9.1904	x	x	13.7908	3.36			9.1904	-1.51
Mon	01/12/15	236.97810	1.08214	150	9.3732	x	x	13.6080	3.92			9.3732	-2.07
Tue	01/13/15	236.93674	1.08195	151	9.4340	x	x	13.5472	4.11			9.4340	-2.26
Wed	01/14/15	236.89539	1.08176	152	9.4948	x	x	13.4864	4.30			9.4948	-2.45
Thu	01/15/15	236.85403	1.08157	153	9.5556	x	x	13.4256	4.49			9.5556	-2.64
Fri	01/16/15	236.81268	1.08138	154	9.6163	x	x	13.3649	4.68			9.6163	-2.83
Mon	01/19/15	236.68861	1.08081	157	9.7985	x	x	13.1827	5.25			9.7985	-3.40
Tue	01/20/15	236.64726	1.08063	158	9.8593	x	x	13.1219	5.43			9.8593	-3.58
Wed	01/21/15	236.60590	1.08044	159	9.9199	x	x	13.0613	5.62			9.9199	-3.77
Thu	01/22/15	236.56455	1.08025	160	9.9806	x	x	13.0006	5.81			9.9806	-3.96
Fri	01/23/15	236.52319	1.08006	161	10.0412	x	x	12.9400	6.00			10.0412	-4.15
Mon	01/26/15	236.39913	1.07949	164	10.2229	x	x	12.7583	6.57			10.2229	-4.72
Tue	01/27/15	236.35777	1.07930	165	10.2834	x	x	12.6978	6.76			10.2834	-4.91
Wed	01/28/15	236.31642	1.07911	166	10.3439	x	x	12.6373	6.95			10.3439	-5.10
Thu	01/29/15	236.27506	1.07893	167	10.4045	x	x	12.5767	7.13			10.4045	-5.28
Fri	01/30/15	236.23371	1.07874	168	10.4650	x	x	12.5162	7.32			10.4650	-5.47
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	02/02/15	236.10318	1.07814	171	10.6459	x	x	12.3353	7.92			10.6459	-6.07
Tue	02/03/15	236.05536	1.07792	172	10.7060	x	x	12.2752	8.14			10.7060	-6.29
Wed	02/04/15	236.00754	1.07770	173	10.7660	x	x	12.2152	8.36			10.7660	-6.51
Thu	02/05/15	235.95971	1.07749	174	10.8261	x	x	12.1551	8.57			10.8261	-6.72
Fri	02/06/15	235.91189	1.07727	175	10.8861	x	x	12.0951	8.79			10.8861	-6.94
Mon	02/09/15	235.76843	1.07661	178	11.0660	x	x	11.9152	9.45			11.0660	-7.60
Tue	02/10/15	235.72061	1.07639	179	11.1259	x	x	11.8553	9.67			11.1259	-7.82
Wed	02/11/15	235.67279	1.07618	180	11.1858	x	x	11.7954	9.88			11.1858	-8.03
Thu	02/12/15	235.62496	1.07596	181	11.2457	x	x	11.7355	10.10			11.2457	-8.25
Fri	02/13/15	235.57714	1.07574	182	11.3055	x	x	11.6757	10.32			11.3055	-8.47
Sun	02/15/15	235.48150	1.07530	0	0.0000		x	11.5561	10.76	x		11.4251	-8.91
Mon	02/16/15	235.43368	1.07508	1	0.0631		x	11.4930	10.98	x		11.4882	-9.13
Tue	02/17/15	235.38586	1.07487	2	0.1262		x	11.4299	11.19	x		11.5513	-9.34
Wed	02/18/15	235.33804	1.07465	3	0.1893		x	11.3668	11.41	x		11.6144	-9.56
Thu	02/19/15	235.29021	1.07443	4	0.2523		x	11.3038	11.63	x		11.6774	-9.78
Fri	02/20/15	235.24239	1.07421	5	0.3153		x	11.2408	11.85	x		11.7404	-10.00
Mon	02/23/15	235.09893	1.07356	8	0.5042		x	11.0519	12.50	x		11.9293	-10.65
Tue	02/24/15	235.05111	1.07334	9	0.5671		x	10.9890	12.72	x		11.9922	-10.87
Wed	02/25/15	235.00329	1.07312	10	0.6299		x	10.9262	12.94	x		12.0550	-11.09
Thu	02/26/15	234.95546	1.07290	11	0.6928		x	10.8633	13.16	x		12.1179	-11.31
Fri	02/27/15	234.90764	1.07268	12	0.7556		x	10.8005	13.38	x		12.1807	-11.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	03/02/15	234.77635	1.07208	15	0.9440		x	10.6121	13.98	x		12.3691	-12.13
Tue	03/03/15	234.74071	1.07192	16	1.0068		x	10.5493	14.14	x		12.4319	-12.29
Wed	03/04/15	234.70506	1.07176	17	1.0695		x	10.4866	14.30	x		12.4946	-12.45
Thu	03/05/15	234.66942	1.07159	18	1.1323		x	10.4238	14.47	x		12.5574	-12.62
Fri	03/06/15	234.63377	1.07143	19	1.1950		x	10.3611	14.63	x		12.6201	-12.78
Mon	03/09/15	234.52684	1.07094	22	1.3831		x	10.1730	15.12	x		12.8082	-13.27
Tue	03/10/15	234.49119	1.07078	23	1.4457		x	10.1104	15.28	x		12.8708	-13.43
Wed	03/11/15	234.45555	1.07062	24	1.5083		x	10.0478	15.44	x		12.9334	-13.59
Thu	03/12/15	234.41990	1.07045	25	1.5709		x	9.9852	15.61	x		12.9960	-13.76
Fri	03/13/15	234.38426	1.07029	26	1.6335		x	9.9226	15.77	x		13.0586	-13.92
Mon	03/16/15	234.27732	1.06980	29	1.8212		x	9.7349	16.26	x		13.2463	-14.41
Tue	03/17/15	234.24168	1.06964	30	1.8837		x	9.6724	16.42	x		13.3088	-14.57
Wed	03/18/15	234.20603	1.06948	31	1.9462		x	9.6099	16.58	x		13.3713	-14.73
Thu	03/19/15	234.17039	1.06932	32	2.0087		x	9.5474	16.74	x		13.4338	-14.89
Fri	03/20/15	234.13474	1.06915	33	2.0711		x	9.4850	16.91	x		13.4962	-15.06
Mon	03/23/15	234.02781	1.06866	36	2.2584		x	9.2977	17.40	x		13.6835	-15.55
Tue	03/24/15	233.99216	1.06850	37	2.3207		x	9.2354	17.56	x		13.7458	-15.71
Wed	03/25/15	233.95652	1.06834	38	2.3831		x	9.1730	17.72	x		13.8082	-15.87
Thu	03/26/15	233.92087	1.06818	39	2.4455		x	9.1106	17.88	x		13.8706	-16.03
Fri	03/27/15	233.88523	1.06801	40	2.5078		x	9.0483	18.05	x		13.9329	-16.20
Mon	03/30/15	233.77829	1.06752	43	2.6946		x	8.8615	18.54	x		14.1197	-16.69
Tue	03/31/15	233.74265	1.06736	44	2.7569		x	8.7992	18.70	x		14.1820	-16.85
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	04/01/15	233.70700	1.06720	45	2.8191		x	8.7370	18.86	x		14.2442	-17.01
Thu	04/02/15	233.74083	1.06735	46	2.8821		x	8.6740	18.71	x		14.3072	-16.86
Fri	04/03/15	233.77467	1.06751	47	2.9452		x	8.6109	18.55	x		14.3703	-16.70
Mon	04/06/15	233.87617	1.06797	50	3.1346		x	8.4215	18.09	x		14.5597	-16.24
Tue	04/07/15	233.91000	1.06813	51	3.1978		x	8.3583	17.93	x		14.6229	-16.08
Wed	04/08/15	233.94383	1.06828	52	3.2609		x	8.2952	17.78	x		14.6860	-15.93
Thu	04/09/15	233.97767	1.06844	53	3.3241		x	8.2320	17.62	x		14.7492	-15.77
Fri	04/10/15	234.01150	1.06859	54	3.3873		x	8.1688	17.47	x		14.8124	-15.62
Mon	04/13/15	234.11300	1.06905	57	3.5770		x	7.9791	17.01	x		15.0021	-15.16
Tue	04/14/15	234.14683	1.06921	58	3.6403		x	7.9158	16.85	x		15.0654	-15.00
Wed	04/15/15	234.18067	1.06936	59	3.7036		x	7.8525	16.70	x		15.1287	-14.85
Thu	04/16/15	234.21450	1.06952	60	3.7670		x	7.7891	16.54	x		15.1921	-14.69
Fri	04/17/15	234.24833	1.06967	61	3.8303		x	7.7258	16.39	x		15.2554	-14.54
Mon	04/20/15	234.34983	1.07013	64	4.0204		x	7.5357	15.93	x		15.4455	-14.08
Tue	04/21/15	234.38367	1.07029	65	4.0838		x	7.4723	15.77	x		15.5089	-13.92
Wed	04/22/15	234.41750	1.07044	66	4.1472		x	7.4089	15.62	x		15.5723	-13.77
Thu	04/23/15	234.45133	1.07060	67	4.2107		x	7.3454	15.46	x		15.6358	-13.61
Fri	04/24/15	234.48517	1.07075	68	4.2741		x	7.2820	15.31	x		15.6992	-13.46
Mon	04/27/15	234.58667	1.07122	71	4.4646		x	7.0915	14.84	x		15.8897	-12.99
Tue	04/28/15	234.62050	1.07137	72	4.5282		x	7.0279	14.69	x		15.9533	-12.84
Wed	04/29/15	234.65433	1.07152	73	4.5917		x	6.9644	14.54	x		16.0168	-12.69
Thu	04/30/15	234.68817	1.07168	74	4.6553		x	6.9008	14.38	x		16.0804	-12.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	05/01/15	234.72200	1.07183	75	4.7189		x	6.8372	14.23	x		16.1440	-12.38
Mon	05/04/15	234.85719	1.07245	78	4.9105		x	6.6456	13.61	x		16.3356	-11.76
Tue	05/05/15	234.90226	1.07266	79	4.9744		x	6.5817	13.40	x		16.3995	-11.55
Wed	05/06/15	234.94732	1.07286	80	5.0383		x	6.5178	13.20	x		16.4634	-11.35
Thu	05/07/15	234.99239	1.07307	81	5.1023		x	6.4538	12.99	x		16.5274	-11.14
Fri	05/08/15	235.03745	1.07327	82	5.1662		x	6.3899	12.79	x		16.5913	-10.94
Mon	05/11/15	235.17265	1.07389	85	5.3583		x	6.1978	12.17	x		16.7834	-10.32
Tue	05/12/15	235.21771	1.07410	86	5.4224		x	6.1337	11.96	x		16.8475	-10.11
Wed	05/13/15	235.26277	1.07430	87	5.4865		x	6.0696	11.76	x		16.9116	-9.91
Thu	05/14/15	235.30784	1.07451	88	5.5506		x	6.0055	11.55	x		16.9757	-9.70
Fri	05/15/15	235.35290	1.07471	89	5.6148		x	5.9413	11.35	x		17.0399	-9.50
Mon	05/18/15	235.48810	1.07533	92	5.8074		x	5.7487	10.73	x		17.2325	-8.88
Tue	05/19/15	235.53316	1.07554	93	5.8716		x	5.6845	10.52	x		17.2967	-8.67
Wed	05/20/15	235.57823	1.07574	94	5.9359		x	5.6202	10.32	x		17.3610	-8.47
Thu	05/21/15	235.62329	1.07595	95	6.0002		x	5.5559	10.11	x		17.4253	-8.26
Fri	05/22/15	235.66835	1.07616	96	6.0645		x	5.4916	9.90	x		17.4896	-8.05
Mon	05/25/15	235.80355	1.07677	99	6.2576		x	5.2985	9.29	x		17.6827	-7.44
Tue	05/26/15	235.84861	1.07698	100	6.3221		x	5.2340	9.08	x		17.7472	-7.23
Wed	05/27/15	235.89368	1.07718	101	6.3865		x	5.1696	8.88	x		17.8116	-7.03
Thu	05/28/15	235.93874	1.07739	102	6.4509		x	5.1052	8.67	x		17.8760	-6.82
Fri	05/29/15	235.98381	1.07760	103	6.5155		x	5.0406	8.46	x		17.9406	-6.61
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	06/01/15	236.11900	1.07821	106	6.7090		x	4.8471	7.85	x		18.1341	-6.00
Tue	06/02/15	236.13500	1.07829	107	6.7728		x	4.7833	7.77	x		18.1979	-5.92
Wed	06/03/15	236.15100	1.07836	108	6.8366		x	4.7195	7.70	x		18.2617	-5.85
Thu	06/04/15	236.16700	1.07843	109	6.9003		x	4.6558	7.63	x		18.3254	-5.78
Fri	06/05/15	236.18300	1.07851	110	6.9641		x	4.5920	7.55	x		18.3892	-5.70
Mon	06/08/15	236.23100	1.07872	113	7.1555		x	4.4006	7.34	x		18.5806	-5.49
Tue	06/09/15	236.24700	1.07880	114	7.2193		x	4.3368	7.26	x		18.6444	-5.41
Wed	06/10/15	236.26300	1.07887	115	7.2831		x	4.2730	7.19	x		18.7082	-5.34
Thu	06/11/15	236.27900	1.07894	116	7.3469		x	4.2092	7.12	x		18.7720	-5.27
Fri	06/12/15	236.29500	1.07902	117	7.4108		x	4.1453	7.04	x		18.8359	-5.19
Mon	06/15/15	236.34300	1.07924	120	7.6024		x	3.9537	6.82	x		19.0275	-4.97
Tue	06/16/15	236.35900	1.07931	121	7.6662		x	3.8899	6.75	x		19.0913	-4.90
Wed	06/17/15	236.37500	1.07938	122	7.7301		x	3.8260	6.68	x		19.1552	-4.83
Thu	06/18/15	236.39100	1.07946	123	7.7940		x	3.7621	6.60	x		19.2191	-4.75
Fri	06/19/15	236.40700	1.07953	124	7.8579		x	3.6982	6.53	x		19.2830	-4.68
Mon	06/22/15	236.45500	1.07975	127	8.0497		x	3.5064	6.31	x		19.4748	-4.46
Tue	06/23/15	236.47100	1.07982	128	8.1136		x	3.4425	6.24	x		19.5387	-4.39
Wed	06/24/15	236.48700	1.07989	129	8.1775		x	3.3786	6.17	x		19.6026	-4.32
Thu	06/25/15	236.50300	1.07997	130	8.2415		x	3.3146	6.09	x		19.6666	-4.24
Fri	06/26/15	236.51900	1.08004	131	8.3054		x	3.2507	6.02	x		19.7305	-4.17
Mon	06/29/15	236.56700	1.08026	134	8.4973		x	3.0588	5.80	x		19.9224	-3.95
Tue	06/30/15	236.58300	1.08033	135	8.5613		x	2.9948	5.73	x		19.9864	-3.88
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	07/01/15	236.59900	1.08041	136	8.6254		x	2.9307	5.65	x		20.0505	-3.80
Thu	07/02/15	236.63790	1.08058	137	8.6902		x	2.8659	5.48	x		20.1153	-3.63
Fri	07/03/15	236.67681	1.08076	138	8.7551		x	2.8010	5.30	x		20.1802	-3.45
Mon	07/06/15	236.79352	1.08129	141	8.9498		x	2.6063	4.77	x		20.3749	-2.92
Tue	07/07/15	236.83242	1.08147	142	9.0147		x	2.5414	4.59	x		20.4398	-2.74
Wed	07/08/15	236.87132	1.08165	143	9.0797		x	2.4764	4.41	x		20.5048	-2.56
Thu	07/09/15	236.91023	1.08183	144	9.1448		x	2.4113	4.23	x		20.5699	-2.38
Fri	07/10/15	236.94913	1.08200	145	9.2097		x	2.3464	4.06	x		20.6348	-2.21
Mon	07/13/15	237.06584	1.08254	148	9.4049		x	2.1512	3.52	x		20.8300	-1.67
Tue	07/14/15	237.10474	1.08271	149	9.4700		x	2.0861	3.35	x		20.8951	-1.50
Wed	07/15/15	237.14365	1.08289	150	9.5351		x	2.0210	3.17	x		20.9602	-1.32
Thu	07/16/15	237.18255	1.08307	151	9.6003		x	1.9558	2.99	x		21.0254	-1.14
Fri	07/17/15	237.22145	1.08325	152	9.6655		x	1.8906	2.81	x		21.0906	-0.96
Mon	07/20/15	237.33816	1.08378	155	9.8611		x	1.6950	2.28	x		21.2862	-0.43
Tue	07/21/15	237.37706	1.08396	156	9.9263		x	1.6298	2.10	x		21.3514	-0.25
Wed	07/22/15	237.41597	1.08414	157	9.9916		x	1.5645	1.92	x		21.4167	-0.07
Thu	07/23/15	237.45487	1.08431	158	10.0568		x	1.4993	1.75	x		21.4819	0.10
Fri	07/24/15	237.49377	1.08449	159	10.1222		x	1.4339	1.57	x		21.5473	0.28
Mon	07/27/15	237.61048	1.08502	162	10.3182		x	1.2379	1.04	x		21.7433	0.81
Tue	07/28/15	237.64939	1.08520	163	10.3836		x	1.1725	0.86	x		21.8087	0.99
Wed	07/29/15	237.68829	1.08538	164	10.4490		x	1.1071	0.68	x		21.8741	1.17
Thu	07/30/15	237.72719	1.08556	165	10.5145		x	1.0416	0.50	x		21.9396	1.35
Fri	07/31/15	237.76610	1.08573	166	10.5799		x	0.9762	0.33	x		22.0050	1.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	08/03/15	237.85874	1.08616	169	10.7753		x	0.7808	-0.10	x		22.2004	1.95
Tue	08/04/15	237.88561	1.08628	170	10.8403		x	0.7158	-0.22	x		22.2654	2.07
Wed	08/05/15	237.91248	1.08640	171	10.9053		x	0.6508	-0.34	x		22.3304	2.19
Thu	08/06/15	237.93935	1.08653	172	10.9704		x	0.5857	-0.47	x		22.3955	2.32
Fri	08/07/15	237.96623	1.08665	173	11.0354		x	0.5207	-0.59	x		22.4605	2.44
Mon	08/10/15	238.04684	1.08702	176	11.2305		x	0.3256	-0.96	x		22.6556	2.81
Tue	08/11/15	238.07371	1.08714	177	11.2956		x	0.2605	-1.08	x		22.7207	2.93
Wed	08/12/15	238.10058	1.08726	178	11.3607		x	0.1954	-1.20	x		22.7858	3.05
Thu	08/13/15	238.12745	1.08738	179	11.4258		x	0.1303	-1.32	x		22.8509	3.17
Fri	08/14/15	238.15432	1.08751	180	11.4910		x	0.0651	-1.45	x		22.9161	3.30
Sat	08/15/15	238.18119	1.08763	0	0.0000			0.0000	-1.57	x	x	22.9812	3.42
Mon	08/17/15	238.23494	1.08788	2	0.1256			-0.1256	-1.82	x	x	23.1068	3.67
Tue	08/18/15	238.26181	1.08800	3	0.1885			-0.1885	-1.94	x	x	23.1697	3.79
Wed	08/19/15	238.28868	1.08812	4	0.2513			-0.2513	-2.06	x	x	23.2325	3.91
Thu	08/20/15	238.31555	1.08824	5	0.3142			-0.3142	-2.18	x	x	23.2954	4.03
Fri	08/21/15	238.34242	1.08837	6	0.3771			-0.3771	-2.31	x	x	23.3583	4.16
Mon	08/24/15	238.42303	1.08873	9	0.5658			-0.5658	-2.67	x	x	23.5470	4.52
Tue	08/25/15	238.44990	1.08886	10	0.6288			-0.6288	-2.80	x	x	23.6100	4.65
Wed	08/26/15	238.47677	1.08898	11	0.6917			-0.6917	-2.92	x	x	23.6729	4.77
Thu	08/27/15	238.50365	1.08910	12	0.7547			-0.7547	-3.04	x	x	23.7359	4.89
Fri	08/28/15	238.53052	1.08923	13	0.8177			-0.8177	-3.17	x	x	23.7989	5.02
Mon	08/31/15	238.61113	1.08959	16	1.0067			-1.0067	-3.53	x	x	23.9879	5.38
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	09/01/15	238.63800	1.08972	17	1.0697			-1.0697	-3.66	x	x	24.0509	5.51
Wed	09/02/15	238.63853	1.08972	18	1.1327			-1.1327	-3.66	x	x	24.1139	5.51
Thu	09/03/15	238.63907	1.08972	19	1.1956			-1.1956	-3.66	x	x	24.1768	5.51
Fri	09/04/15	238.63960	1.08972	20	1.2585			-1.2585	-3.66	x	x	24.2397	5.51
Mon	09/07/15	238.64120	1.08973	23	1.4473			-1.4473	-3.67	x	x	24.4285	5.52
Tue	09/08/15	238.64173	1.08973	24	1.5102			-1.5102	-3.67	x	x	24.4914	5.52
Wed	09/09/15	238.64227	1.08974	25	1.5732			-1.5732	-3.68	x	x	24.5544	5.53
Thu	09/10/15	238.64280	1.08974	26	1.6361			-1.6361	-3.68	x	x	24.6173	5.53
Fri	09/11/15	238.64333	1.08974	27	1.6990			-1.6990	-3.68	x	x	24.6802	5.53
Mon	09/14/15	238.64493	1.08975	30	1.8878			-1.8878	-3.69	x	x	24.8690	5.54
Tue	09/15/15	238.64547	1.08975	31	1.9507			-1.9507	-3.69	x	x	24.9319	5.54
Wed	09/16/15	238.64600	1.08975	32	2.0137			-2.0137	-3.69	x	x	24.9949	5.54
Thu	09/17/15	238.64653	1.08975	33	2.0766			-2.0766	-3.69	x	x	25.0578	5.54
Fri	09/18/15	238.64707	1.08976	34	2.1395			-2.1395	-3.70	x	x	25.1207	5.55
Mon	09/21/15	238.64867	1.08976	37	2.3283			-2.3283	-3.70	x	x	25.3095	5.55
Tue	09/22/15	238.64920	1.08977	38	2.3913			-2.3913	-3.71	x	x	25.3725	5.56
Wed	09/23/15	238.64973	1.08977	39	2.4542			-2.4542	-3.71	x	x	25.4354	5.56
Thu	09/24/15	238.65027	1.08977	40	2.5171			-2.5171	-3.71	x	x	25.4983	5.56
Fri	09/25/15	238.65080	1.08977	41	2.5801			-2.5801	-3.71	x	x	25.5613	5.56
Mon	09/28/15	238.65240	1.08978	44	2.7689			-2.7689	-3.72	x	x	25.7501	5.57
Tue	09/29/15	238.65293	1.08978	45	2.8318			-2.8318	-3.72	x	x	25.8130	5.57
Wed	09/30/15	238.65347	1.08979	46	2.8948			-2.8948	-3.73	x	x	25.8760	5.58
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	10/01/15	238.65400	1.08979	47	2.9577			-2.9577	-3.73	x	x	25.9389	5.58
Fri	10/02/15	238.64310	1.08974	48	3.0205			-3.0205	-3.68	x	x	26.0017	5.53
Mon	10/05/15	238.61039	1.08959	51	3.2088			-3.2088	-3.53	x	x	26.1900	5.38
Tue	10/06/15	238.59948	1.08954	52	3.2716			-3.2716	-3.48	x	x	26.2528	5.33
Wed	10/07/15	238.58858	1.08949	53	3.3343			-3.3343	-3.43	x	x	26.3155	5.28
Thu	10/08/15	238.57768	1.08944	54	3.3971			-3.3971	-3.38	x	x	26.3783	5.23
Fri	10/09/15	238.56677	1.08939	55	3.4598			-3.4598	-3.33	x	x	26.4410	5.18
Mon	10/12/15	238.53406	1.08924	58	3.6481			-3.6481	-3.18	x	x	26.6293	5.03
Tue	10/13/15	238.52316	1.08919	59	3.7108			-3.7108	-3.13	x	x	26.6920	4.98
Wed	10/14/15	238.51226	1.08914	60	3.7735			-3.7735	-3.08	x	x	26.7547	4.93
Thu	10/15/15	238.50135	1.08909	61	3.8362			-3.8362	-3.03	x	x	26.8174	4.88
Fri	10/16/15	238.49045	1.08904	62	3.8989			-3.8989	-2.98	x	x	26.8801	4.83
Mon	10/19/15	238.45774	1.08889	65	4.0870			-4.0870	-2.83	x	x	27.0682	4.68
Tue	10/20/15	238.44684	1.08884	66	4.1497			-4.1497	-2.78	x	x	27.1309	4.63
Wed	10/21/15	238.43594	1.08879	67	4.2124			-4.2124	-2.73	x	x	27.1936	4.58
Thu	10/22/15	238.42503	1.08874	68	4.2751			-4.2751	-2.68	x	x	27.2563	4.53
Fri	10/23/15	238.41413	1.08869	69	4.3377			-4.3377	-2.63	x	x	27.3189	4.48
Mon	10/26/15	238.38142	1.08854	72	4.5257			-4.5257	-2.48	x	x	27.5069	4.33
Tue	10/27/15	238.37052	1.08849	73	4.5884			-4.5884	-2.43	x	x	27.5696	4.28
Wed	10/28/15	238.35961	1.08844	74	4.6510			-4.6510	-2.38	x	x	27.6322	4.23
Thu	10/29/15	238.34871	1.08840	75	4.7137			-4.7137	-2.34	x	x	27.6949	4.19
Fri	10/30/15	238.33781	1.08835	76	4.7763			-4.7763	-2.29	x	x	27.7575	4.14
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	11/02/15	238.30363	1.08819	79	4.9641			-4.9641	-2.13	x	x	27.9453	3.98
Tue	11/03/15	238.29127	1.08813	80	5.0267			-5.0267	-2.07	x	x	28.0079	3.92
Wed	11/04/15	238.27890	1.08808	81	5.0893			-5.0893	-2.02	x	x	28.0705	3.87
Thu	11/05/15	238.26653	1.08802	82	5.1518			-5.1518	-1.96	x	x	28.1330	3.81
Fri	11/06/15	238.25417	1.08796	83	5.2144			-5.2144	-1.90	x	x	28.1956	3.75
Mon	11/09/15	238.21707	1.08779	86	5.4020			-5.4020	-1.73	x	x	28.3832	3.58
Tue	11/10/15	238.20470	1.08774	87	5.4646			-5.4646	-1.68	x	x	28.4458	3.53
Wed	11/11/15	238.19233	1.08768	88	5.5271			-5.5271	-1.62	x	x	28.5083	3.47
Thu	11/12/15	238.17997	1.08762	89	5.5896			-5.5896	-1.56	x	x	28.5708	3.41
Fri	11/13/15	238.16760	1.08757	90	5.6521			-5.6521	-1.51	x	x	28.6333	3.36
Mon	11/16/15	238.13050	1.08740	93	5.8396			-5.8396	-1.34	x	x	28.8208	3.19
Tue	11/17/15	238.11813	1.08734	94	5.9021			-5.9021	-1.28	x	x	28.8833	3.13
Wed	11/18/15	238.10577	1.08729	95	5.9646			-5.9646	-1.23	x	x	28.9458	3.08
Thu	11/19/15	238.09340	1.08723	96	6.0270			-6.0270	-1.17	x	x	29.0082	3.02
Fri	11/20/15	238.08103	1.08717	97	6.0895			-6.0895	-1.11	x	x	29.0707	2.96
Mon	11/23/15	238.04393	1.08700	100	6.2768			-6.2768	-0.94	x	x	29.2580	2.79
Tue	11/24/15	238.03157	1.08695	101	6.3393			-6.3393	-0.89	x	x	29.3205	2.74
Wed	11/25/15	238.01920	1.08689	102	6.4017			-6.4017	-0.83	x	x	29.3829	2.68
Thu	11/26/15	238.00683	1.08683	103	6.4641			-6.4641	-0.77	x	x	29.4453	2.62
Fri	11/27/15	237.99447	1.08678	104	6.5266			-6.5266	-0.72	x	x	29.5078	2.57
Mon	11/30/15	237.95737	1.08661	107	6.7138			-6.7138	-0.55	x	x	29.6950	2.40
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	12/01/15	237.94500	1.08655	108	6.7762			-6.7762	-0.49	x	x	29.7574	2.34
Wed	12/02/15	237.94155	1.08654	109	6.8389			-6.8389	-0.48	x	x	29.8201	2.33
Thu	12/03/15	237.93810	1.08652	110	6.9015			-6.9015	-0.46	x	x	29.8827	2.31
Fri	12/04/15	237.93465	1.08650	111	6.9641			-6.9641	-0.44	x	x	29.9453	2.29
Mon	12/07/15	237.92429	1.08646	114	7.1520			-7.1520	-0.40	x	x	30.1332	2.25
Tue	12/08/15	237.92084	1.08644	115	7.2146			-7.2146	-0.38	x	x	30.1958	2.23
Wed	12/09/15	237.91739	1.08643	116	7.2773			-7.2773	-0.37	x	x	30.2585	2.22
Thu	12/10/15	237.91394	1.08641	117	7.3399			-7.3399	-0.35	x	x	30.3211	2.20
Fri	12/11/15	237.91048	1.08639	118	7.4025			-7.4025	-0.33	x	x	30.3837	2.18
Mon	12/14/15	237.90013	1.08635	121	7.5904			-7.5904	-0.29	x	x	30.5716	2.14
Tue	12/15/15	237.89668	1.08633	122	7.6530			-7.6530	-0.27	x	x	30.6342	2.12
Wed	12/16/15	237.89323	1.08632	123	7.7157			-7.7157	-0.26	x	x	30.6969	2.11
Thu	12/17/15	237.88977	1.08630	124	7.7783			-7.7783	-0.24	x	x	30.7595	2.09
Fri	12/18/15	237.88632	1.08628	125	7.8408			-7.8408	-0.22	x	x	30.8220	2.07
Mon	12/21/15	237.87597	1.08624	128	8.0287			-8.0287	-0.18	x	x	31.0099	2.03
Tue	12/22/15	237.87252	1.08622	129	8.0913			-8.0913	-0.16	x	x	31.0725	2.01
Wed	12/23/15	237.86906	1.08620	130	8.1539			-8.1539	-0.14	x	x	31.1351	1.99
Thu	12/24/15	237.86561	1.08619	131	8.2165			-8.2165	-0.13	x	x	31.1977	1.98
Fri	12/25/15	237.86216	1.08617	132	8.2791			-8.2791	-0.11	x	x	31.2603	1.96
Mon	12/28/15	237.85181	1.08613	135	8.4669			-8.4669	-0.07	x	x	31.4481	1.92
Tue	12/29/15	237.84835	1.08611	136	8.5295			-8.5295	-0.05	x	x	31.5107	1.90
Wed	12/30/15	237.84490	1.08609	137	8.5921			-8.5921	-0.03	x	x	31.5733	1.88
Thu	12/31/15	237.84145	1.08608	138	8.6547			-8.6547	-0.02	x	x	31.6359	1.87
Fri	01/01/16	237.83800	1.08606

Generated 12/15/15 09:27