0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2016

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

CUSIP Number	912828QD5	Interest 04/15/15 (182 days)	$0.6631
Dated Date	April 15, 2011	Interest 10/15/15 (183 days)	$0.6753
Ref CPI on Dated Date	220.72980	Interest Total	$1.3384
Original Issue Date	April 29, 2011	Interest 04/15/16 (183 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	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	01/01/15	237.43300	1.07567	78	0.2881	x	x	1.0503	1.84			0.2881	0.00
Fri	01/02/15	237.39165	1.07549	79	0.2918	x	x	1.0466	2.02			0.2918	-0.18
Mon	01/05/15	237.26758	1.07492	82	0.3027	x	x	1.0357	2.59			0.3027	-0.75
Tue	01/06/15	237.22623	1.07474	83	0.3063	x	x	1.0321	2.77			0.3063	-0.93
Wed	01/07/15	237.18487	1.07455	84	0.3100	x	x	1.0284	2.96			0.3100	-1.12
Thu	01/08/15	237.14352	1.07436	85	0.3136	x	x	1.0248	3.15			0.3136	-1.31
Fri	01/09/15	237.10216	1.07417	86	0.3172	x	x	1.0212	3.34			0.3172	-1.50
Mon	01/12/15	236.97810	1.07361	89	0.3281	x	x	1.0103	3.90			0.3281	-2.06
Tue	01/13/15	236.93674	1.07342	90	0.3318	x	x	1.0066	4.09			0.3318	-2.25
Wed	01/14/15	236.89539	1.07324	91	0.3354	x	x	1.0030	4.27			0.3354	-2.43
Thu	01/15/15	236.85403	1.07305	92	0.3390	x	x	0.9994	4.46			0.3390	-2.62
Fri	01/16/15	236.81268	1.07286	93	0.3426	x	x	0.9958	4.65			0.3426	-2.81
Mon	01/19/15	236.68861	1.07230	96	0.3535	x	x	0.9849	5.21			0.3535	-3.37
Tue	01/20/15	236.64726	1.07211	97	0.3571	x	x	0.9813	5.40			0.3571	-3.56
Wed	01/21/15	236.60590	1.07193	98	0.3607	x	x	0.9777	5.58			0.3607	-3.74
Thu	01/22/15	236.56455	1.07174	99	0.3644	x	x	0.9740	5.77			0.3644	-3.93
Fri	01/23/15	236.52319	1.07155	100	0.3680	x	x	0.9704	5.96			0.3680	-4.12
Mon	01/26/15	236.39913	1.07099	103	0.3788	x	x	0.9596	6.52			0.3788	-4.68
Tue	01/27/15	236.35777	1.07080	104	0.3824	x	x	0.9560	6.71			0.3824	-4.87
Wed	01/28/15	236.31642	1.07061	105	0.3860	x	x	0.9524	6.90			0.3860	-5.06
Thu	01/29/15	236.27506	1.07043	106	0.3896	x	x	0.9488	7.08			0.3896	-5.24
Fri	01/30/15	236.23371	1.07024	107	0.3933	x	x	0.9451	7.27			0.3933	-5.43
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	02/02/15	236.10318	1.06965	110	0.4041	x	x	0.9343	7.86			0.4041	-6.02
Tue	02/03/15	236.05536	1.06943	111	0.4076	x	x	0.9308	8.08			0.4076	-6.24
Wed	02/04/15	236.00754	1.06921	112	0.4112	x	x	0.9272	8.30			0.4112	-6.46
Thu	02/05/15	235.95971	1.06900	113	0.4148	x	x	0.9236	8.51			0.4148	-6.67
Fri	02/06/15	235.91189	1.06878	114	0.4184	x	x	0.9200	8.73			0.4184	-6.89
Mon	02/09/15	235.76843	1.06813	117	0.4292	x	x	0.9092	9.38			0.4292	-7.54
Tue	02/10/15	235.72061	1.06791	118	0.4327	x	x	0.9057	9.60			0.4327	-7.76
Wed	02/11/15	235.67279	1.06770	119	0.4363	x	x	0.9021	9.81			0.4363	-7.97
Thu	02/12/15	235.62496	1.06748	120	0.4399	x	x	0.8985	10.03			0.4399	-8.19
Fri	02/13/15	235.57714	1.06726	121	0.4435	x	x	0.8949	10.25			0.4435	-8.41
Mon	02/16/15	235.43368	1.06661	124	0.4542	x	x	0.8842	10.90			0.4542	-9.06
Tue	02/17/15	235.38586	1.06640	125	0.4578	x	x	0.8806	11.11			0.4578	-9.27
Wed	02/18/15	235.33804	1.06618	126	0.4613	x	x	0.8771	11.33			0.4613	-9.49
Thu	02/19/15	235.29021	1.06596	127	0.4649	x	x	0.8735	11.55			0.4649	-9.71
Fri	02/20/15	235.24239	1.06575	128	0.4685	x	x	0.8699	11.76			0.4685	-9.92
Mon	02/23/15	235.09893	1.06510	131	0.4791	x	x	0.8593	12.41			0.4791	-10.57
Tue	02/24/15	235.05111	1.06488	132	0.4827	x	x	0.8557	12.63			0.4827	-10.79
Wed	02/25/15	235.00329	1.06466	133	0.4863	x	x	0.8521	12.85			0.4863	-11.01
Thu	02/26/15	234.95546	1.06445	134	0.4898	x	x	0.8486	13.06			0.4898	-11.22
Fri	02/27/15	234.90764	1.06423	135	0.4934	x	x	0.8450	13.28			0.4934	-11.44
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	03/02/15	234.77635	1.06364	138	0.5041	x	x	0.8343	13.87			0.5041	-12.03
Tue	03/03/15	234.74071	1.06348	139	0.5076	x	x	0.8308	14.03			0.5076	-12.19
Wed	03/04/15	234.70506	1.06331	140	0.5112	x	x	0.8272	14.20			0.5112	-12.36
Thu	03/05/15	234.66942	1.06315	141	0.5148	x	x	0.8236	14.36			0.5148	-12.52
Fri	03/06/15	234.63377	1.06299	142	0.5184	x	x	0.8200	14.52			0.5184	-12.68
Mon	03/09/15	234.52684	1.06251	145	0.5291	x	x	0.8093	15.00			0.5291	-13.16
Tue	03/10/15	234.49119	1.06234	146	0.5326	x	x	0.8058	15.17			0.5326	-13.33
Wed	03/11/15	234.45555	1.06218	147	0.5362	x	x	0.8022	15.33			0.5362	-13.49
Thu	03/12/15	234.41990	1.06202	148	0.5398	x	x	0.7986	15.49			0.5398	-13.65
Fri	03/13/15	234.38426	1.06186	149	0.5433	x	x	0.7951	15.65			0.5433	-13.81
Mon	03/16/15	234.27732	1.06138	152	0.5540	x	x	0.7844	16.13			0.5540	-14.29
Tue	03/17/15	234.24168	1.06121	153	0.5576	x	x	0.7808	16.30			0.5576	-14.46
Wed	03/18/15	234.20603	1.06105	154	0.5611	x	x	0.7773	16.46			0.5611	-14.62
Thu	03/19/15	234.17039	1.06089	155	0.5647	x	x	0.7737	16.62			0.5647	-14.78
Fri	03/20/15	234.13474	1.06073	156	0.5682	x	x	0.7702	16.78			0.5682	-14.94
Mon	03/23/15	234.02781	1.06025	159	0.5789	x	x	0.7595	17.26			0.5789	-15.42
Tue	03/24/15	233.99216	1.06008	160	0.5825	x	x	0.7559	17.43			0.5825	-15.59
Wed	03/25/15	233.95652	1.05992	161	0.5860	x	x	0.7524	17.59			0.5860	-15.75
Thu	03/26/15	233.92087	1.05976	162	0.5896	x	x	0.7488	17.75			0.5896	-15.91
Fri	03/27/15	233.88523	1.05960	163	0.5931	x	x	0.7453	17.91			0.5931	-16.07
Mon	03/30/15	233.77829	1.05912	166	0.6038	x	x	0.7346	18.39			0.6038	-16.55
Tue	03/31/15	233.74265	1.05895	167	0.6073	x	x	0.7311	18.56			0.6073	-16.72
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	04/01/15	233.70700	1.05879	168	0.6108	x	x	0.7276	18.72			0.6108	-16.88
Thu	04/02/15	233.74083	1.05895	169	0.6146	x	x	0.7238	18.56			0.6146	-16.72
Fri	04/03/15	233.77467	1.05910	170	0.6183	x	x	0.7201	18.41			0.6183	-16.57
Mon	04/06/15	233.87617	1.05956	173	0.6295	x	x	0.7089	17.95			0.6295	-16.11
Tue	04/07/15	233.91000	1.05971	174	0.6332	x	x	0.7052	17.80			0.6332	-15.96
Wed	04/08/15	233.94383	1.05987	175	0.6369	x	x	0.7015	17.64			0.6369	-15.80
Thu	04/09/15	233.97767	1.06002	176	0.6407	x	x	0.6977	17.49			0.6407	-15.65
Fri	04/10/15	234.01150	1.06017	177	0.6444	x	x	0.6940	17.34			0.6444	-15.50
Mon	04/13/15	234.11300	1.06063	180	0.6556	x	x	0.6828	16.88			0.6556	-15.04
Tue	04/14/15	234.14683	1.06078	181	0.6593	x	x	0.6791	16.73			0.6593	-14.89
Wed	04/15/15	234.18067	1.06094	0	0.0000		x	0.6753	16.57	x		0.6631	-14.73
Thu	04/16/15	234.21450	1.06109	1	0.0036		x	0.6717	16.42	x		0.6667	-14.58
Fri	04/17/15	234.24833	1.06124	2	0.0072		x	0.6681	16.27	x		0.6703	-14.43
Mon	04/20/15	234.34983	1.06170	5	0.0181		x	0.6572	15.81	x		0.6812	-13.97
Tue	04/21/15	234.38367	1.06186	6	0.0218		x	0.6535	15.65	x		0.6849	-13.81
Wed	04/22/15	234.41750	1.06201	7	0.0254		x	0.6499	15.50	x		0.6885	-13.66
Thu	04/23/15	234.45133	1.06216	8	0.0290		x	0.6463	15.35	x		0.6921	-13.51
Fri	04/24/15	234.48517	1.06232	9	0.0327		x	0.6426	15.19	x		0.6958	-13.35
Mon	04/27/15	234.58667	1.06278	12	0.0436		x	0.6317	14.73	x		0.7067	-12.89
Tue	04/28/15	234.62050	1.06293	13	0.0472		x	0.6281	14.58	x		0.7103	-12.74
Wed	04/29/15	234.65433	1.06308	14	0.0508		x	0.6245	14.43	x		0.7139	-12.59
Thu	04/30/15	234.68817	1.06324	15	0.0545		x	0.6208	14.27	x		0.7176	-12.43
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	05/01/15	234.72200	1.06339	16	0.0581		x	0.6172	14.12	x		0.7212	-12.28
Mon	05/04/15	234.85719	1.06400	19	0.0690		x	0.6063	13.51	x		0.7321	-11.67
Tue	05/05/15	234.90226	1.06421	20	0.0727		x	0.6026	13.30	x		0.7358	-11.46
Wed	05/06/15	234.94732	1.06441	21	0.0763		x	0.5990	13.10	x		0.7394	-11.26
Thu	05/07/15	234.99239	1.06462	22	0.0800		x	0.5953	12.89	x		0.7431	-11.05
Fri	05/08/15	235.03745	1.06482	23	0.0836		x	0.5917	12.69	x		0.7467	-10.85
Mon	05/11/15	235.17265	1.06543	26	0.0946		x	0.5807	12.08	x		0.7577	-10.24
Tue	05/12/15	235.21771	1.06564	27	0.0983		x	0.5770	11.87	x		0.7614	-10.03
Wed	05/13/15	235.26277	1.06584	28	0.1019		x	0.5734	11.67	x		0.7650	-9.83
Thu	05/14/15	235.30784	1.06604	29	0.1056		x	0.5697	11.47	x		0.7687	-9.63
Fri	05/15/15	235.35290	1.06625	30	0.1092		x	0.5661	11.26	x		0.7723	-9.42
Mon	05/18/15	235.48810	1.06686	33	0.1202		x	0.5551	10.65	x		0.7833	-8.81
Tue	05/19/15	235.53316	1.06707	34	0.1239		x	0.5514	10.44	x		0.7870	-8.60
Wed	05/20/15	235.57823	1.06727	35	0.1276		x	0.5477	10.24	x		0.7907	-8.40
Thu	05/21/15	235.62329	1.06747	36	0.1312		x	0.5441	10.04	x		0.7943	-8.20
Fri	05/22/15	235.66835	1.06768	37	0.1349		x	0.5404	9.83	x		0.7980	-7.99
Mon	05/25/15	235.80355	1.06829	40	0.1459		x	0.5294	9.22	x		0.8090	-7.38
Tue	05/26/15	235.84861	1.06849	41	0.1496		x	0.5257	9.02	x		0.8127	-7.18
Wed	05/27/15	235.89368	1.06870	42	0.1533		x	0.5220	8.81	x		0.8164	-6.97
Thu	05/28/15	235.93874	1.06890	43	0.1570		x	0.5183	8.61	x		0.8201	-6.77
Fri	05/29/15	235.98381	1.06911	44	0.1607		x	0.5146	8.40	x		0.8238	-6.56
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	06/01/15	236.11900	1.06972	47	0.1717		x	0.5036	7.79	x		0.8348	-5.95
Tue	06/02/15	236.13500	1.06979	48	0.1754		x	0.4999	7.72	x		0.8385	-5.88
Wed	06/03/15	236.15100	1.06986	49	0.1790		x	0.4963	7.65	x		0.8421	-5.81
Thu	06/04/15	236.16700	1.06994	50	0.1827		x	0.4926	7.57	x		0.8458	-5.73
Fri	06/05/15	236.18300	1.07001	51	0.1864		x	0.4889	7.50	x		0.8495	-5.66
Mon	06/08/15	236.23100	1.07023	54	0.1974		x	0.4779	7.28	x		0.8605	-5.44
Tue	06/09/15	236.24700	1.07030	55	0.2010		x	0.4743	7.21	x		0.8641	-5.37
Wed	06/10/15	236.26300	1.07037	56	0.2047		x	0.4706	7.14	x		0.8678	-5.30
Thu	06/11/15	236.27900	1.07044	57	0.2084		x	0.4669	7.07	x		0.8715	-5.23
Fri	06/12/15	236.29500	1.07052	58	0.2121		x	0.4632	6.99	x		0.8752	-5.15
Mon	06/15/15	236.34300	1.07073	61	0.2231		x	0.4522	6.78	x		0.8862	-4.94
Tue	06/16/15	236.35900	1.07081	62	0.2267		x	0.4486	6.70	x		0.8898	-4.86
Wed	06/17/15	236.37500	1.07088	63	0.2304		x	0.4449	6.63	x		0.8935	-4.79
Thu	06/18/15	236.39100	1.07095	64	0.2341		x	0.4412	6.56	x		0.8972	-4.72
Fri	06/19/15	236.40700	1.07102	65	0.2378		x	0.4375	6.49	x		0.9009	-4.65
Mon	06/22/15	236.45500	1.07124	68	0.2488		x	0.4265	6.27	x		0.9119	-4.43
Tue	06/23/15	236.47100	1.07131	69	0.2525		x	0.4228	6.20	x		0.9156	-4.36
Wed	06/24/15	236.48700	1.07139	70	0.2561		x	0.4192	6.12	x		0.9192	-4.28
Thu	06/25/15	236.50300	1.07146	71	0.2598		x	0.4155	6.05	x		0.9229	-4.21
Fri	06/26/15	236.51900	1.07153	72	0.2635		x	0.4118	5.98	x		0.9266	-4.14
Mon	06/29/15	236.56700	1.07175	75	0.2745		x	0.4008	5.76	x		0.9376	-3.92
Tue	06/30/15	236.58300	1.07182	76	0.2782		x	0.3971	5.69	x		0.9413	-3.85
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	07/01/15	236.59900	1.07189	77	0.2819		x	0.3934	5.62	x		0.9450	-3.78
Thu	07/02/15	236.63790	1.07207	78	0.2856		x	0.3897	5.44	x		0.9487	-3.60
Fri	07/03/15	236.67681	1.07225	79	0.2893		x	0.3860	5.26	x		0.9524	-3.42
Mon	07/06/15	236.79352	1.07278	82	0.3004		x	0.3749	4.73	x		0.9635	-2.89
Tue	07/07/15	236.83242	1.07295	83	0.3041		x	0.3712	4.56	x		0.9672	-2.72
Wed	07/08/15	236.87132	1.07313	84	0.3079		x	0.3674	4.38	x		0.9710	-2.54
Thu	07/09/15	236.91023	1.07330	85	0.3116		x	0.3637	4.21	x		0.9747	-2.37
Fri	07/10/15	236.94913	1.07348	86	0.3153		x	0.3600	4.03	x		0.9784	-2.19
Mon	07/13/15	237.06584	1.07401	89	0.3265		x	0.3488	3.50	x		0.9896	-1.66
Tue	07/14/15	237.10474	1.07419	90	0.3302		x	0.3451	3.32	x		0.9933	-1.48
Wed	07/15/15	237.14365	1.07436	91	0.3339		x	0.3414	3.15	x		0.9970	-1.31
Thu	07/16/15	237.18255	1.07454	92	0.3376		x	0.3377	2.97	x		1.0007	-1.13
Fri	07/17/15	237.22145	1.07471	93	0.3414		x	0.3339	2.80	x		1.0045	-0.96
Mon	07/20/15	237.33816	1.07524	96	0.3525		x	0.3228	2.27	x		1.0156	-0.43
Tue	07/21/15	237.37706	1.07542	97	0.3563		x	0.3190	2.09	x		1.0194	-0.25
Wed	07/22/15	237.41597	1.07560	98	0.3600		x	0.3153	1.91	x		1.0231	-0.07
Thu	07/23/15	237.45487	1.07577	99	0.3637		x	0.3116	1.74	x		1.0268	0.10
Fri	07/24/15	237.49377	1.07595	100	0.3675		x	0.3078	1.56	x		1.0306	0.28
Mon	07/27/15	237.61048	1.07648	103	0.3787		x	0.2966	1.03	x		1.0418	0.81
Tue	07/28/15	237.64939	1.07665	104	0.3824		x	0.2929	0.86	x		1.0455	0.98
Wed	07/29/15	237.68829	1.07683	105	0.3862		x	0.2891	0.68	x		1.0493	1.16
Thu	07/30/15	237.72719	1.07701	106	0.3899		x	0.2854	0.50	x		1.0530	1.34
Fri	07/31/15	237.76610	1.07718	107	0.3936		x	0.2817	0.33	x		1.0567	1.51
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	08/03/15	237.85874	1.07760	110	0.4048		x	0.2705	-0.09	x		1.0679	1.93
Tue	08/04/15	237.88561	1.07772	111	0.4086		x	0.2667	-0.21	x		1.0717	2.05
Wed	08/05/15	237.91248	1.07784	112	0.4123		x	0.2630	-0.33	x		1.0754	2.17
Thu	08/06/15	237.93935	1.07797	113	0.4160		x	0.2593	-0.46	x		1.0791	2.30
Fri	08/07/15	237.96623	1.07809	114	0.4197		x	0.2556	-0.58	x		1.0828	2.42
Mon	08/10/15	238.04684	1.07845	117	0.4309		x	0.2444	-0.94	x		1.0940	2.78
Tue	08/11/15	238.07371	1.07858	118	0.4347		x	0.2406	-1.07	x		1.0978	2.91
Wed	08/12/15	238.10058	1.07870	119	0.4384		x	0.2369	-1.19	x		1.1015	3.03
Thu	08/13/15	238.12745	1.07882	120	0.4421		x	0.2332	-1.31	x		1.1052	3.15
Fri	08/14/15	238.15432	1.07894	121	0.4459		x	0.2294	-1.43	x		1.1090	3.27
Mon	08/17/15	238.23494	1.07931	124	0.4571		x	0.2182	-1.80	x		1.1202	3.64
Tue	08/18/15	238.26181	1.07943	125	0.4608		x	0.2145	-1.92	x		1.1239	3.76
Wed	08/19/15	238.28868	1.07955	126	0.4646		x	0.2107	-2.04	x		1.1277	3.88
Thu	08/20/15	238.31555	1.07967	127	0.4683		x	0.2070	-2.16	x		1.1314	4.00
Fri	08/21/15	238.34242	1.07979	128	0.4720		x	0.2033	-2.28	x		1.1351	4.12
Mon	08/24/15	238.42303	1.08016	131	0.4833		x	0.1920	-2.65	x		1.1464	4.49
Tue	08/25/15	238.44990	1.08028	132	0.4870		x	0.1883	-2.77	x		1.1501	4.61
Wed	08/26/15	238.47677	1.08040	133	0.4908		x	0.1845	-2.89	x		1.1539	4.73
Thu	08/27/15	238.50365	1.08052	134	0.4945		x	0.1808	-3.01	x		1.1576	4.85
Fri	08/28/15	238.53052	1.08064	135	0.4982		x	0.1771	-3.13	x		1.1613	4.97
Mon	08/31/15	238.61113	1.08101	138	0.5095		x	0.1658	-3.50	x		1.1726	5.34
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	09/01/15	238.63800	1.08113	139	0.5132		x	0.1621	-3.62	x		1.1763	5.46
Wed	09/02/15	238.63853	1.08113	140	0.5169		x	0.1584	-3.62	x		1.1800	5.46
Thu	09/03/15	238.63907	1.08114	141	0.5206		x	0.1547	-3.63	x		1.1837	5.47
Fri	09/04/15	238.63960	1.08114	142	0.5243		x	0.1510	-3.63	x		1.1874	5.47
Mon	09/07/15	238.64120	1.08115	145	0.5354		x	0.1399	-3.64	x		1.1985	5.48
Tue	09/08/15	238.64173	1.08115	146	0.5391		x	0.1362	-3.64	x		1.2022	5.48
Wed	09/09/15	238.64227	1.08115	147	0.5428		x	0.1325	-3.64	x		1.2059	5.48
Thu	09/10/15	238.64280	1.08115	148	0.5465		x	0.1288	-3.64	x		1.2096	5.48
Fri	09/11/15	238.64333	1.08116	149	0.5502		x	0.1251	-3.65	x		1.2133	5.49
Mon	09/14/15	238.64493	1.08116	152	0.5613		x	0.1140	-3.65	x		1.2244	5.49
Tue	09/15/15	238.64547	1.08117	153	0.5650		x	0.1103	-3.66	x		1.2281	5.50
Wed	09/16/15	238.64600	1.08117	154	0.5686		x	0.1067	-3.66	x		1.2317	5.50
Thu	09/17/15	238.64653	1.08117	155	0.5723		x	0.1030	-3.66	x		1.2354	5.50
Fri	09/18/15	238.64707	1.08117	156	0.5760		x	0.0993	-3.66	x		1.2391	5.50
Mon	09/21/15	238.64867	1.08118	159	0.5871		x	0.0882	-3.67	x		1.2502	5.51
Tue	09/22/15	238.64920	1.08118	160	0.5908		x	0.0845	-3.67	x		1.2539	5.51
Wed	09/23/15	238.64973	1.08118	161	0.5945		x	0.0808	-3.67	x		1.2576	5.51
Thu	09/24/15	238.65027	1.08119	162	0.5982		x	0.0771	-3.68	x		1.2613	5.52
Fri	09/25/15	238.65080	1.08119	163	0.6019		x	0.0734	-3.68	x		1.2650	5.52
Mon	09/28/15	238.65240	1.08120	166	0.6130		x	0.0623	-3.69	x		1.2761	5.53
Tue	09/29/15	238.65293	1.08120	167	0.6167		x	0.0586	-3.69	x		1.2798	5.53
Wed	09/30/15	238.65347	1.08120	168	0.6204		x	0.0549	-3.69	x		1.2835	5.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	10/01/15	238.65400	1.08120	169	0.6241		x	0.0512	-3.69	x		1.2872	5.53
Fri	10/02/15	238.64310	1.08115	170	0.6277		x	0.0476	-3.64	x		1.2908	5.48
Mon	10/05/15	238.61039	1.08101	173	0.6387		x	0.0366	-3.50	x		1.3018	5.34
Tue	10/06/15	238.59948	1.08096	174	0.6424		x	0.0329	-3.45	x		1.3055	5.29
Wed	10/07/15	238.58858	1.08091	175	0.6460		x	0.0293	-3.40	x		1.3091	5.24
Thu	10/08/15	238.57768	1.08086	176	0.6497		x	0.0256	-3.35	x		1.3128	5.19
Fri	10/09/15	238.56677	1.08081	177	0.6534		x	0.0219	-3.30	x		1.3165	5.14
Mon	10/12/15	238.53406	1.08066	180	0.6643		x	0.0110	-3.15	x		1.3274	4.99
Tue	10/13/15	238.52316	1.08061	181	0.6680		x	0.0073	-3.10	x		1.3311	4.94
Wed	10/14/15	238.51226	1.08056	182	0.6717		x	0.0036	-3.05	x		1.3348	4.89
Thu	10/15/15	238.50135	1.08051	0	0.0000			0.0000	-3.00	x	x	1.3384	4.84
Fri	10/16/15	238.49045	1.08046	1	0.0037			-0.0037	-2.95	x	x	1.3421	4.79
Mon	10/19/15	238.45774	1.08032	4	0.0148			-0.0148	-2.81	x	x	1.3532	4.65
Tue	10/20/15	238.44684	1.08027	5	0.0184			-0.0184	-2.76	x	x	1.3568	4.60
Wed	10/21/15	238.43594	1.08022	6	0.0221			-0.0221	-2.71	x	x	1.3605	4.55
Thu	10/22/15	238.42503	1.08017	7	0.0258			-0.0258	-2.66	x	x	1.3642	4.50
Fri	10/23/15	238.41413	1.08012	8	0.0295			-0.0295	-2.61	x	x	1.3679	4.45
Mon	10/26/15	238.38142	1.07997	11	0.0406			-0.0406	-2.46	x	x	1.3790	4.30
Tue	10/27/15	238.37052	1.07992	12	0.0443			-0.0443	-2.41	x	x	1.3827	4.25
Wed	10/28/15	238.35961	1.07987	13	0.0479			-0.0479	-2.36	x	x	1.3863	4.20
Thu	10/29/15	238.34871	1.07982	14	0.0516			-0.0516	-2.31	x	x	1.3900	4.15
Fri	10/30/15	238.33781	1.07977	15	0.0553			-0.0553	-2.26	x	x	1.3937	4.10
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	11/02/15	238.30363	1.07962	18	0.0664			-0.0664	-2.11	x	x	1.4048	3.95
Tue	11/03/15	238.29127	1.07956	19	0.0701			-0.0701	-2.05	x	x	1.4085	3.89
Wed	11/04/15	238.27890	1.07950	20	0.0737			-0.0737	-1.99	x	x	1.4121	3.83
Thu	11/05/15	238.26653	1.07945	21	0.0774			-0.0774	-1.94	x	x	1.4158	3.78
Fri	11/06/15	238.25417	1.07939	22	0.0811			-0.0811	-1.88	x	x	1.4195	3.72
Mon	11/09/15	238.21707	1.07922	25	0.0921			-0.0921	-1.71	x	x	1.4305	3.55
Tue	11/10/15	238.20470	1.07917	26	0.0958			-0.0958	-1.66	x	x	1.4342	3.50
Wed	11/11/15	238.19233	1.07911	27	0.0995			-0.0995	-1.60	x	x	1.4379	3.44
Thu	11/12/15	238.17997	1.07906	28	0.1032			-0.1032	-1.55	x	x	1.4416	3.39
Fri	11/13/15	238.16760	1.07900	29	0.1069			-0.1069	-1.49	x	x	1.4453	3.33
Mon	11/16/15	238.13050	1.07883	32	0.1179			-0.1179	-1.32	x	x	1.4563	3.16
Tue	11/17/15	238.11813	1.07878	33	0.1216			-0.1216	-1.27	x	x	1.4600	3.11
Wed	11/18/15	238.10577	1.07872	34	0.1253			-0.1253	-1.21	x	x	1.4637	3.05
Thu	11/19/15	238.09340	1.07866	35	0.1289			-0.1289	-1.15	x	x	1.4673	2.99
Fri	11/20/15	238.08103	1.07861	36	0.1326			-0.1326	-1.10	x	x	1.4710	2.94
Mon	11/23/15	238.04393	1.07844	39	0.1436			-0.1436	-0.93	x	x	1.4820	2.77
Tue	11/24/15	238.03157	1.07838	40	0.1473			-0.1473	-0.87	x	x	1.4857	2.71
Wed	11/25/15	238.01920	1.07833	41	0.1510			-0.1510	-0.82	x	x	1.4894	2.66
Thu	11/26/15	238.00683	1.07827	42	0.1547			-0.1547	-0.76	x	x	1.4931	2.60
Fri	11/27/15	237.99447	1.07822	43	0.1583			-0.1583	-0.71	x	x	1.4967	2.55
Mon	11/30/15	237.95737	1.07805	46	0.1694			-0.1694	-0.54	x	x	1.5078	2.38
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	12/01/15	237.94500	1.07799	47	0.1730			-0.1730	-0.48	x	x	1.5114	2.32
Wed	12/02/15	237.94155	1.07798	48	0.1767			-0.1767	-0.47	x	x	1.5151	2.31
Thu	12/03/15	237.93810	1.07796	49	0.1804			-0.1804	-0.45	x	x	1.5188	2.29
Fri	12/04/15	237.93465	1.07795	50	0.1841			-0.1841	-0.44	x	x	1.5225	2.28
Mon	12/07/15	237.92429	1.07790	53	0.1951			-0.1951	-0.39	x	x	1.5335	2.23
Tue	12/08/15	237.92084	1.07788	54	0.1988			-0.1988	-0.37	x	x	1.5372	2.21
Wed	12/09/15	237.91739	1.07787	55	0.2025			-0.2025	-0.36	x	x	1.5409	2.20
Thu	12/10/15	237.91394	1.07785	56	0.2061			-0.2061	-0.34	x	x	1.5445	2.18
Fri	12/11/15	237.91048	1.07784	57	0.2098			-0.2098	-0.33	x	x	1.5482	2.17
Mon	12/14/15	237.90013	1.07779	60	0.2209			-0.2209	-0.28	x	x	1.5593	2.12
Tue	12/15/15	237.89668	1.07777	61	0.2245			-0.2245	-0.26	x	x	1.5629	2.10
Wed	12/16/15	237.89323	1.07776	62	0.2282			-0.2282	-0.25	x	x	1.5666	2.09
Thu	12/17/15	237.88977	1.07774	63	0.2319			-0.2319	-0.23	x	x	1.5703	2.07
Fri	12/18/15	237.88632	1.07773	64	0.2356			-0.2356	-0.22	x	x	1.5740	2.06
Mon	12/21/15	237.87597	1.07768	67	0.2466			-0.2466	-0.17	x	x	1.5850	2.01
Tue	12/22/15	237.87252	1.07766	68	0.2503			-0.2503	-0.15	x	x	1.5887	1.99
Wed	12/23/15	237.86906	1.07765	69	0.2540			-0.2540	-0.14	x	x	1.5924	1.98
Thu	12/24/15	237.86561	1.07763	70	0.2576			-0.2576	-0.12	x	x	1.5960	1.96
Fri	12/25/15	237.86216	1.07762	71	0.2613			-0.2613	-0.11	x	x	1.5997	1.95
Mon	12/28/15	237.85181	1.07757	74	0.2723			-0.2723	-0.06	x	x	1.6107	1.90
Tue	12/29/15	237.84835	1.07755	75	0.2760			-0.2760	-0.04	x	x	1.6144	1.88
Wed	12/30/15	237.84490	1.07754	76	0.2797			-0.2797	-0.03	x	x	1.6181	1.87
Thu	12/31/15	237.84145	1.07752	77	0.2834			-0.2834	-0.01	x	x	1.6218	1.85
Fri	01/01/16	237.83800	1.07751

Generated 12/15/15 09:27