0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2022

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

CUSIP Number	912828TE0	Interest 01/15/15 (184 days)	$0.6437
Dated Date	July 15, 2012	Interest 07/15/15 (181 days)	$0.6445
Ref CPI on Dated Date	229.96306	Interest Total	$1.2882
Original Issue Date	July 31, 2012	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	1.03248	170	0.5962	x	x	0.6920	1.76			0.5962	0.00
Fri	01/02/15	237.39165	1.03230	171	0.5996	x	x	0.6886	1.94			0.5996	-0.18
Mon	01/05/15	237.26758	1.03176	174	0.6098	x	x	0.6784	2.48			0.6098	-0.72
Tue	01/06/15	237.22623	1.03158	175	0.6132	x	x	0.6750	2.66			0.6132	-0.90
Wed	01/07/15	237.18487	1.03140	176	0.6166	x	x	0.6716	2.84			0.6166	-1.08
Thu	01/08/15	237.14352	1.03122	177	0.6200	x	x	0.6682	3.02			0.6200	-1.26
Fri	01/09/15	237.10216	1.03104	178	0.6234	x	x	0.6648	3.20			0.6234	-1.44
Mon	01/12/15	236.97810	1.03051	181	0.6336	x	x	0.6546	3.73			0.6336	-1.97
Tue	01/13/15	236.93674	1.03033	182	0.6370	x	x	0.6512	3.91			0.6370	-2.15
Wed	01/14/15	236.89539	1.03015	183	0.6403	x	x	0.6479	4.09			0.6403	-2.33
Thu	01/15/15	236.85403	1.02997	0	0.0000		x	0.6445	4.27	x		0.6437	-2.51
Fri	01/16/15	236.81268	1.02979	1	0.0036		x	0.6409	4.45	x		0.6473	-2.69
Mon	01/19/15	236.68861	1.02925	4	0.0142		x	0.6303	4.99	x		0.6579	-3.23
Tue	01/20/15	236.64726	1.02907	5	0.0178		x	0.6267	5.17	x		0.6615	-3.41
Wed	01/21/15	236.60590	1.02889	6	0.0213		x	0.6232	5.35	x		0.6650	-3.59
Thu	01/22/15	236.56455	1.02871	7	0.0249		x	0.6196	5.53	x		0.6686	-3.77
Fri	01/23/15	236.52319	1.02853	8	0.0284		x	0.6161	5.71	x		0.6721	-3.95
Mon	01/26/15	236.39913	1.02799	11	0.0390		x	0.6055	6.25	x		0.6827	-4.49
Tue	01/27/15	236.35777	1.02781	12	0.0426		x	0.6019	6.43	x		0.6863	-4.67
Wed	01/28/15	236.31642	1.02763	13	0.0461		x	0.5984	6.61	x		0.6898	-4.85
Thu	01/29/15	236.27506	1.02745	14	0.0497		x	0.5948	6.79	x		0.6934	-5.03
Fri	01/30/15	236.23371	1.02727	15	0.0532		x	0.5913	6.97	x		0.6969	-5.21
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	1.02670	18	0.0638		x	0.5807	7.54	x		0.7075	-5.78
Tue	02/03/15	236.05536	1.02649	19	0.0673		x	0.5772	7.75	x		0.7110	-5.99
Wed	02/04/15	236.00754	1.02628	20	0.0709		x	0.5736	7.96	x		0.7146	-6.20
Thu	02/05/15	235.95971	1.02608	21	0.0744		x	0.5701	8.16	x		0.7181	-6.40
Fri	02/06/15	235.91189	1.02587	22	0.0779		x	0.5666	8.37	x		0.7216	-6.61
Mon	02/09/15	235.76843	1.02524	25	0.0885		x	0.5560	9.00	x		0.7322	-7.24
Tue	02/10/15	235.72061	1.02504	26	0.0920		x	0.5525	9.20	x		0.7357	-7.44
Wed	02/11/15	235.67279	1.02483	27	0.0955		x	0.5490	9.41	x		0.7392	-7.65
Thu	02/12/15	235.62496	1.02462	28	0.0991		x	0.5454	9.62	x		0.7428	-7.86
Fri	02/13/15	235.57714	1.02441	29	0.1026		x	0.5419	9.83	x		0.7463	-8.07
Mon	02/16/15	235.43368	1.02379	32	0.1131		x	0.5314	10.45	x		0.7568	-8.69
Tue	02/17/15	235.38586	1.02358	33	0.1166		x	0.5279	10.66	x		0.7603	-8.90
Wed	02/18/15	235.33804	1.02337	34	0.1201		x	0.5244	10.87	x		0.7638	-9.11
Thu	02/19/15	235.29021	1.02317	35	0.1237		x	0.5208	11.07	x		0.7674	-9.31
Fri	02/20/15	235.24239	1.02296	36	0.1272		x	0.5173	11.28	x		0.7709	-9.52
Mon	02/23/15	235.09893	1.02233	39	0.1377		x	0.5068	11.91	x		0.7814	-10.15
Tue	02/24/15	235.05111	1.02213	40	0.1412		x	0.5033	12.11	x		0.7849	-10.35
Wed	02/25/15	235.00329	1.02192	41	0.1447		x	0.4998	12.32	x		0.7884	-10.56
Thu	02/26/15	234.95546	1.02171	42	0.1482		x	0.4963	12.53	x		0.7919	-10.77
Fri	02/27/15	234.90764	1.02150	43	0.1517		x	0.4928	12.74	x		0.7954	-10.98
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	1.02093	46	0.1622		x	0.4823	13.31	x		0.8059	-11.55
Tue	03/03/15	234.74071	1.02078	47	0.1657		x	0.4788	13.46	x		0.8094	-11.70
Wed	03/04/15	234.70506	1.02062	48	0.1692		x	0.4753	13.62	x		0.8129	-11.86
Thu	03/05/15	234.66942	1.02047	49	0.1727		x	0.4718	13.77	x		0.8164	-12.01
Fri	03/06/15	234.63377	1.02031	50	0.1762		x	0.4683	13.93	x		0.8199	-12.17
Mon	03/09/15	234.52684	1.01985	53	0.1866		x	0.4579	14.39	x		0.8303	-12.63
Tue	03/10/15	234.49119	1.01969	54	0.1901		x	0.4544	14.55	x		0.8338	-12.79
Wed	03/11/15	234.45555	1.01954	55	0.1936		x	0.4509	14.70	x		0.8373	-12.94
Thu	03/12/15	234.41990	1.01938	56	0.1971		x	0.4474	14.86	x		0.8408	-13.10
Fri	03/13/15	234.38426	1.01923	57	0.2006		x	0.4439	15.01	x		0.8443	-13.25
Mon	03/16/15	234.27732	1.01876	60	0.2111		x	0.4334	15.48	x		0.8548	-13.72
Tue	03/17/15	234.24168	1.01861	61	0.2146		x	0.4299	15.63	x		0.8583	-13.87
Wed	03/18/15	234.20603	1.01845	62	0.2180		x	0.4265	15.79	x		0.8617	-14.03
Thu	03/19/15	234.17039	1.01830	63	0.2215		x	0.4230	15.94	x		0.8652	-14.18
Fri	03/20/15	234.13474	1.01814	64	0.2250		x	0.4195	16.10	x		0.8687	-14.34
Mon	03/23/15	234.02781	1.01768	67	0.2354		x	0.4091	16.56	x		0.8791	-14.80
Tue	03/24/15	233.99216	1.01752	68	0.2389		x	0.4056	16.72	x		0.8826	-14.96
Wed	03/25/15	233.95652	1.01737	69	0.2424		x	0.4021	16.87	x		0.8861	-15.11
Thu	03/26/15	233.92087	1.01721	70	0.2459		x	0.3986	17.03	x		0.8896	-15.27
Fri	03/27/15	233.88523	1.01706	71	0.2493		x	0.3952	17.18	x		0.8930	-15.42
Mon	03/30/15	233.77829	1.01659	74	0.2598		x	0.3847	17.65	x		0.9035	-15.89
Tue	03/31/15	233.74265	1.01644	75	0.2632		x	0.3813	17.80	x		0.9069	-16.04
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	1.01628	76	0.2667		x	0.3778	17.96	x		0.9104	-16.20
Thu	04/02/15	233.74083	1.01643	77	0.2703		x	0.3742	17.81	x		0.9140	-16.05
Fri	04/03/15	233.77467	1.01657	78	0.2738		x	0.3707	17.67	x		0.9175	-15.91
Mon	04/06/15	233.87617	1.01702	81	0.2845		x	0.3600	17.22	x		0.9282	-15.46
Tue	04/07/15	233.91000	1.01716	82	0.2880		x	0.3565	17.08	x		0.9317	-15.32
Wed	04/08/15	233.94383	1.01731	83	0.2916		x	0.3529	16.93	x		0.9353	-15.17
Thu	04/09/15	233.97767	1.01746	84	0.2951		x	0.3494	16.78	x		0.9388	-15.02
Fri	04/10/15	234.01150	1.01760	85	0.2987		x	0.3458	16.64	x		0.9424	-14.88
Mon	04/13/15	234.11300	1.01805	88	0.3094		x	0.3351	16.19	x		0.9531	-14.43
Tue	04/14/15	234.14683	1.01819	89	0.3129		x	0.3316	16.05	x		0.9566	-14.29
Wed	04/15/15	234.18067	1.01834	90	0.3165		x	0.3280	15.90	x		0.9602	-14.14
Thu	04/16/15	234.21450	1.01849	91	0.3200		x	0.3245	15.75	x		0.9637	-13.99
Fri	04/17/15	234.24833	1.01863	92	0.3236		x	0.3209	15.61	x		0.9673	-13.85
Mon	04/20/15	234.34983	1.01908	95	0.3343		x	0.3102	15.16	x		0.9780	-13.40
Tue	04/21/15	234.38367	1.01922	96	0.3379		x	0.3066	15.02	x		0.9816	-13.26
Wed	04/22/15	234.41750	1.01937	97	0.3414		x	0.3031	14.87	x		0.9851	-13.11
Thu	04/23/15	234.45133	1.01952	98	0.3450		x	0.2995	14.72	x		0.9887	-12.96
Fri	04/24/15	234.48517	1.01966	99	0.3486		x	0.2959	14.58	x		0.9923	-12.82
Mon	04/27/15	234.58667	1.02011	102	0.3593		x	0.2852	14.13	x		1.0030	-12.37
Tue	04/28/15	234.62050	1.02025	103	0.3629		x	0.2816	13.99	x		1.0066	-12.23
Wed	04/29/15	234.65433	1.02040	104	0.3664		x	0.2781	13.84	x		1.0101	-12.08
Thu	04/30/15	234.68817	1.02055	105	0.3700		x	0.2745	13.69	x		1.0137	-11.93
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	1.02069	106	0.3736		x	0.2709	13.55	x		1.0173	-11.79
Mon	05/04/15	234.85719	1.02128	109	0.3844		x	0.2601	12.96	x		1.0281	-11.20
Tue	05/05/15	234.90226	1.02148	110	0.3880		x	0.2565	12.76	x		1.0317	-11.00
Wed	05/06/15	234.94732	1.02167	111	0.3916		x	0.2529	12.57	x		1.0353	-10.81
Thu	05/07/15	234.99239	1.02187	112	0.3952		x	0.2493	12.37	x		1.0389	-10.61
Fri	05/08/15	235.03745	1.02207	113	0.3988		x	0.2457	12.17	x		1.0425	-10.41
Mon	05/11/15	235.17265	1.02265	116	0.4096		x	0.2349	11.59	x		1.0533	-9.83
Tue	05/12/15	235.21771	1.02285	117	0.4132		x	0.2313	11.39	x		1.0569	-9.63
Wed	05/13/15	235.26277	1.02305	118	0.4169		x	0.2276	11.19	x		1.0606	-9.43
Thu	05/14/15	235.30784	1.02324	119	0.4205		x	0.2240	11.00	x		1.0642	-9.24
Fri	05/15/15	235.35290	1.02344	120	0.4241		x	0.2204	10.80	x		1.0678	-9.04
Mon	05/18/15	235.48810	1.02403	123	0.4349		x	0.2096	10.21	x		1.0786	-8.45
Tue	05/19/15	235.53316	1.02422	124	0.4385		x	0.2060	10.02	x		1.0822	-8.26
Wed	05/20/15	235.57823	1.02442	125	0.4422		x	0.2023	9.82	x		1.0859	-8.06
Thu	05/21/15	235.62329	1.02461	126	0.4458		x	0.1987	9.63	x		1.0895	-7.87
Fri	05/22/15	235.66835	1.02481	127	0.4494		x	0.1951	9.43	x		1.0931	-7.67
Mon	05/25/15	235.80355	1.02540	130	0.4603		x	0.1842	8.84	x		1.1040	-7.08
Tue	05/26/15	235.84861	1.02559	131	0.4639		x	0.1806	8.65	x		1.1076	-6.89
Wed	05/27/15	235.89368	1.02579	132	0.4676		x	0.1769	8.45	x		1.1113	-6.69
Thu	05/28/15	235.93874	1.02599	133	0.4712		x	0.1733	8.25	x		1.1149	-6.49
Fri	05/29/15	235.98381	1.02618	134	0.4748		x	0.1697	8.06	x		1.1185	-6.30
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	06/01/15	236.11900	1.02677	137	0.4857		x	0.1588	7.47	x		1.1294	-5.71
Tue	06/02/15	236.13500	1.02684	138	0.4893		x	0.1552	7.40	x		1.1330	-5.64
Wed	06/03/15	236.15100	1.02691	139	0.4929		x	0.1516	7.33	x		1.1366	-5.57
Thu	06/04/15	236.16700	1.02698	140	0.4965		x	0.1480	7.26	x		1.1402	-5.50
Fri	06/05/15	236.18300	1.02705	141	0.5000		x	0.1445	7.19	x		1.1437	-5.43
Mon	06/08/15	236.23100	1.02726	144	0.5108		x	0.1337	6.98	x		1.1545	-5.22
Tue	06/09/15	236.24700	1.02733	145	0.5144		x	0.1301	6.91	x		1.1581	-5.15
Wed	06/10/15	236.26300	1.02740	146	0.5180		x	0.1265	6.84	x		1.1617	-5.08
Thu	06/11/15	236.27900	1.02747	147	0.5215		x	0.1230	6.77	x		1.1652	-5.01
Fri	06/12/15	236.29500	1.02753	148	0.5251		x	0.1194	6.71	x		1.1688	-4.95
Mon	06/15/15	236.34300	1.02774	151	0.5359		x	0.1086	6.50	x		1.1796	-4.74
Tue	06/16/15	236.35900	1.02781	152	0.5395		x	0.1050	6.43	x		1.1832	-4.67
Wed	06/17/15	236.37500	1.02788	153	0.5430		x	0.1015	6.36	x		1.1867	-4.60
Thu	06/18/15	236.39100	1.02795	154	0.5466		x	0.0979	6.29	x		1.1903	-4.53
Fri	06/19/15	236.40700	1.02802	155	0.5502		x	0.0943	6.22	x		1.1939	-4.46
Mon	06/22/15	236.45500	1.02823	158	0.5610		x	0.0835	6.01	x		1.2047	-4.25
Tue	06/23/15	236.47100	1.02830	159	0.5646		x	0.0799	5.94	x		1.2083	-4.18
Wed	06/24/15	236.48700	1.02837	160	0.5682		x	0.0763	5.87	x		1.2119	-4.11
Thu	06/25/15	236.50300	1.02844	161	0.5718		x	0.0727	5.80	x		1.2155	-4.04
Fri	06/26/15	236.51900	1.02851	162	0.5753		x	0.0692	5.73	x		1.2190	-3.97
Mon	06/29/15	236.56700	1.02872	165	0.5861		x	0.0584	5.52	x		1.2298	-3.76
Tue	06/30/15	236.58300	1.02879	166	0.5897		x	0.0548	5.45	x		1.2334	-3.69
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	1.02886	167	0.5933		x	0.0512	5.38	x		1.2370	-3.62
Thu	07/02/15	236.63790	1.02903	168	0.5970		x	0.0475	5.21	x		1.2407	-3.45
Fri	07/03/15	236.67681	1.02919	169	0.6006		x	0.0439	5.05	x		1.2443	-3.29
Mon	07/06/15	236.79352	1.02970	172	0.6116		x	0.0329	4.54	x		1.2553	-2.78
Tue	07/07/15	236.83242	1.02987	173	0.6152		x	0.0293	4.37	x		1.2589	-2.61
Wed	07/08/15	236.87132	1.03004	174	0.6189		x	0.0256	4.20	x		1.2626	-2.44
Thu	07/09/15	236.91023	1.03021	175	0.6225		x	0.0220	4.03	x		1.2662	-2.27
Fri	07/10/15	236.94913	1.03038	176	0.6262		x	0.0183	3.86	x		1.2699	-2.10
Mon	07/13/15	237.06584	1.03089	179	0.6372		x	0.0073	3.35	x		1.2809	-1.59
Tue	07/14/15	237.10474	1.03106	180	0.6409		x	0.0036	3.18	x		1.2846	-1.42
Wed	07/15/15	237.14365	1.03122	0	0.0000			0.0000	3.02	x	x	1.2882	-1.26
Thu	07/16/15	237.18255	1.03139	1	0.0035			-0.0035	2.85	x	x	1.2917	-1.09
Fri	07/17/15	237.22145	1.03156	2	0.0070			-0.0070	2.68	x	x	1.2952	-0.92
Mon	07/20/15	237.33816	1.03207	5	0.0175			-0.0175	2.17	x	x	1.3057	-0.41
Tue	07/21/15	237.37706	1.03224	6	0.0210			-0.0210	2.00	x	x	1.3092	-0.24
Wed	07/22/15	237.41597	1.03241	7	0.0245			-0.0245	1.83	x	x	1.3127	-0.07
Thu	07/23/15	237.45487	1.03258	8	0.0281			-0.0281	1.66	x	x	1.3163	0.10
Fri	07/24/15	237.49377	1.03275	9	0.0316			-0.0316	1.49	x	x	1.3198	0.27
Mon	07/27/15	237.61048	1.03325	12	0.0421			-0.0421	0.99	x	x	1.3303	0.77
Tue	07/28/15	237.64939	1.03342	13	0.0456			-0.0456	0.82	x	x	1.3338	0.94
Wed	07/29/15	237.68829	1.03359	14	0.0492			-0.0492	0.65	x	x	1.3374	1.11
Thu	07/30/15	237.72719	1.03376	15	0.0527			-0.0527	0.48	x	x	1.3409	1.28
Fri	07/31/15	237.76610	1.03393	16	0.0562			-0.0562	0.31	x	x	1.3444	1.45
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	1.03433	19	0.0668			-0.0668	-0.09	x	x	1.3550	1.85
Tue	08/04/15	237.88561	1.03445	20	0.0703			-0.0703	-0.21	x	x	1.3585	1.97
Wed	08/05/15	237.91248	1.03457	21	0.0738			-0.0738	-0.33	x	x	1.3620	2.09
Thu	08/06/15	237.93935	1.03469	22	0.0773			-0.0773	-0.45	x	x	1.3655	2.21
Fri	08/07/15	237.96623	1.03480	23	0.0808			-0.0808	-0.56	x	x	1.3690	2.32
Mon	08/10/15	238.04684	1.03515	26	0.0914			-0.0914	-0.91	x	x	1.3796	2.67
Tue	08/11/15	238.07371	1.03527	27	0.0949			-0.0949	-1.03	x	x	1.3831	2.79
Wed	08/12/15	238.10058	1.03539	28	0.0985			-0.0985	-1.15	x	x	1.3867	2.91
Thu	08/13/15	238.12745	1.03550	29	0.1020			-0.1020	-1.26	x	x	1.3902	3.02
Fri	08/14/15	238.15432	1.03562	30	0.1055			-0.1055	-1.38	x	x	1.3937	3.14
Mon	08/17/15	238.23494	1.03597	33	0.1161			-0.1161	-1.73	x	x	1.4043	3.49
Tue	08/18/15	238.26181	1.03609	34	0.1197			-0.1197	-1.85	x	x	1.4079	3.61
Wed	08/19/15	238.28868	1.03620	35	0.1232			-0.1232	-1.96	x	x	1.4114	3.72
Thu	08/20/15	238.31555	1.03632	36	0.1267			-0.1267	-2.08	x	x	1.4149	3.84
Fri	08/21/15	238.34242	1.03644	37	0.1303			-0.1303	-2.20	x	x	1.4185	3.96
Mon	08/24/15	238.42303	1.03679	40	0.1409			-0.1409	-2.55	x	x	1.4291	4.31
Tue	08/25/15	238.44990	1.03691	41	0.1444			-0.1444	-2.67	x	x	1.4326	4.43
Wed	08/26/15	238.47677	1.03702	42	0.1479			-0.1479	-2.78	x	x	1.4361	4.54
Thu	08/27/15	238.50365	1.03714	43	0.1515			-0.1515	-2.90	x	x	1.4397	4.66
Fri	08/28/15	238.53052	1.03726	44	0.1550			-0.1550	-3.02	x	x	1.4432	4.78
Mon	08/31/15	238.61113	1.03761	47	0.1657			-0.1657	-3.37	x	x	1.4539	5.13
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	09/01/15	238.63800	1.03772	48	0.1692			-0.1692	-3.48	x	x	1.4574	5.24
Wed	09/02/15	238.63853	1.03773	49	0.1727			-0.1727	-3.49	x	x	1.4609	5.25
Thu	09/03/15	238.63907	1.03773	50	0.1762			-0.1762	-3.49	x	x	1.4644	5.25
Fri	09/04/15	238.63960	1.03773	51	0.1798			-0.1798	-3.49	x	x	1.4680	5.25
Mon	09/07/15	238.64120	1.03774	54	0.1903			-0.1903	-3.50	x	x	1.4785	5.26
Tue	09/08/15	238.64173	1.03774	55	0.1939			-0.1939	-3.50	x	x	1.4821	5.26
Wed	09/09/15	238.64227	1.03774	56	0.1974			-0.1974	-3.50	x	x	1.4856	5.26
Thu	09/10/15	238.64280	1.03774	57	0.2009			-0.2009	-3.50	x	x	1.4891	5.26
Fri	09/11/15	238.64333	1.03775	58	0.2044			-0.2044	-3.51	x	x	1.4926	5.27
Mon	09/14/15	238.64493	1.03775	61	0.2150			-0.2150	-3.51	x	x	1.5032	5.27
Tue	09/15/15	238.64547	1.03776	62	0.2186			-0.2186	-3.52	x	x	1.5068	5.28
Wed	09/16/15	238.64600	1.03776	63	0.2221			-0.2221	-3.52	x	x	1.5103	5.28
Thu	09/17/15	238.64653	1.03776	64	0.2256			-0.2256	-3.52	x	x	1.5138	5.28
Fri	09/18/15	238.64707	1.03776	65	0.2291			-0.2291	-3.52	x	x	1.5173	5.28
Mon	09/21/15	238.64867	1.03777	68	0.2397			-0.2397	-3.53	x	x	1.5279	5.29
Tue	09/22/15	238.64920	1.03777	69	0.2432			-0.2432	-3.53	x	x	1.5314	5.29
Wed	09/23/15	238.64973	1.03777	70	0.2468			-0.2468	-3.53	x	x	1.5350	5.29
Thu	09/24/15	238.65027	1.03778	71	0.2503			-0.2503	-3.54	x	x	1.5385	5.30
Fri	09/25/15	238.65080	1.03778	72	0.2538			-0.2538	-3.54	x	x	1.5420	5.30
Mon	09/28/15	238.65240	1.03779	75	0.2644			-0.2644	-3.55	x	x	1.5526	5.31
Tue	09/29/15	238.65293	1.03779	76	0.2679			-0.2679	-3.55	x	x	1.5561	5.31
Wed	09/30/15	238.65347	1.03779	77	0.2714			-0.2714	-3.55	x	x	1.5596	5.31
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	1.03779	78	0.2750			-0.2750	-3.55	x	x	1.5632	5.31
Fri	10/02/15	238.64310	1.03775	79	0.2785			-0.2785	-3.51	x	x	1.5667	5.27
Mon	10/05/15	238.61039	1.03760	82	0.2890			-0.2890	-3.36	x	x	1.5772	5.12
Tue	10/06/15	238.59948	1.03756	83	0.2925			-0.2925	-3.32	x	x	1.5807	5.08
Wed	10/07/15	238.58858	1.03751	84	0.2960			-0.2960	-3.27	x	x	1.5842	5.03
Thu	10/08/15	238.57768	1.03746	85	0.2995			-0.2995	-3.22	x	x	1.5877	4.98
Fri	10/09/15	238.56677	1.03741	86	0.3030			-0.3030	-3.17	x	x	1.5912	4.93
Mon	10/12/15	238.53406	1.03727	89	0.3136			-0.3136	-3.03	x	x	1.6018	4.79
Tue	10/13/15	238.52316	1.03722	90	0.3171			-0.3171	-2.98	x	x	1.6053	4.74
Wed	10/14/15	238.51226	1.03718	91	0.3206			-0.3206	-2.94	x	x	1.6088	4.70
Thu	10/15/15	238.50135	1.03713	92	0.3241			-0.3241	-2.89	x	x	1.6123	4.65
Fri	10/16/15	238.49045	1.03708	93	0.3276			-0.3276	-2.84	x	x	1.6158	4.60
Mon	10/19/15	238.45774	1.03694	96	0.3381			-0.3381	-2.70	x	x	1.6263	4.46
Tue	10/20/15	238.44684	1.03689	97	0.3416			-0.3416	-2.65	x	x	1.6298	4.41
Wed	10/21/15	238.43594	1.03684	98	0.3451			-0.3451	-2.60	x	x	1.6333	4.36
Thu	10/22/15	238.42503	1.03680	99	0.3487			-0.3487	-2.56	x	x	1.6369	4.32
Fri	10/23/15	238.41413	1.03675	100	0.3522			-0.3522	-2.51	x	x	1.6404	4.27
Mon	10/26/15	238.38142	1.03661	103	0.3627			-0.3627	-2.37	x	x	1.6509	4.13
Tue	10/27/15	238.37052	1.03656	104	0.3662			-0.3662	-2.32	x	x	1.6544	4.08
Wed	10/28/15	238.35961	1.03651	105	0.3697			-0.3697	-2.27	x	x	1.6579	4.03
Thu	10/29/15	238.34871	1.03647	106	0.3732			-0.3732	-2.23	x	x	1.6614	3.99
Fri	10/30/15	238.33781	1.03642	107	0.3767			-0.3767	-2.18	x	x	1.6649	3.94
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	1.03627	110	0.3872			-0.3872	-2.03	x	x	1.6754	3.79
Tue	11/03/15	238.29127	1.03622	111	0.3907			-0.3907	-1.98	x	x	1.6789	3.74
Wed	11/04/15	238.27890	1.03616	112	0.3942			-0.3942	-1.92	x	x	1.6824	3.68
Thu	11/05/15	238.26653	1.03611	113	0.3977			-0.3977	-1.87	x	x	1.6859	3.63
Fri	11/06/15	238.25417	1.03605	114	0.4012			-0.4012	-1.81	x	x	1.6894	3.57
Mon	11/09/15	238.21707	1.03589	117	0.4117			-0.4117	-1.65	x	x	1.6999	3.41
Tue	11/10/15	238.20470	1.03584	118	0.4152			-0.4152	-1.60	x	x	1.7034	3.36
Wed	11/11/15	238.19233	1.03579	119	0.4187			-0.4187	-1.55	x	x	1.7069	3.31
Thu	11/12/15	238.17997	1.03573	120	0.4222			-0.4222	-1.49	x	x	1.7104	3.25
Fri	11/13/15	238.16760	1.03568	121	0.4257			-0.4257	-1.44	x	x	1.7139	3.20
Mon	11/16/15	238.13050	1.03552	124	0.4362			-0.4362	-1.28	x	x	1.7244	3.04
Tue	11/17/15	238.11813	1.03546	125	0.4396			-0.4396	-1.22	x	x	1.7278	2.98
Wed	11/18/15	238.10577	1.03541	126	0.4431			-0.4431	-1.17	x	x	1.7313	2.93
Thu	11/19/15	238.09340	1.03535	127	0.4466			-0.4466	-1.11	x	x	1.7348	2.87
Fri	11/20/15	238.08103	1.03530	128	0.4501			-0.4501	-1.06	x	x	1.7383	2.82
Mon	11/23/15	238.04393	1.03514	131	0.4606			-0.4606	-0.90	x	x	1.7488	2.66
Tue	11/24/15	238.03157	1.03509	132	0.4641			-0.4641	-0.85	x	x	1.7523	2.61
Wed	11/25/15	238.01920	1.03503	133	0.4676			-0.4676	-0.79	x	x	1.7558	2.55
Thu	11/26/15	238.00683	1.03498	134	0.4711			-0.4711	-0.74	x	x	1.7593	2.50
Fri	11/27/15	237.99447	1.03492	135	0.4746			-0.4746	-0.68	x	x	1.7628	2.44
Mon	11/30/15	237.95737	1.03476	138	0.4850			-0.4850	-0.52	x	x	1.7732	2.28
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	1.03471	139	0.4885			-0.4885	-0.47	x	x	1.7767	2.23
Wed	12/02/15	237.94155	1.03469	140	0.4920			-0.4920	-0.45	x	x	1.7802	2.21
Thu	12/03/15	237.93810	1.03468	141	0.4955			-0.4955	-0.44	x	x	1.7837	2.20
Fri	12/04/15	237.93465	1.03466	142	0.4991			-0.4991	-0.42	x	x	1.7873	2.18
Mon	12/07/15	237.92429	1.03462	145	0.5096			-0.5096	-0.38	x	x	1.7978	2.14
Tue	12/08/15	237.92084	1.03460	146	0.5131			-0.5131	-0.36	x	x	1.8013	2.12
Wed	12/09/15	237.91739	1.03459	147	0.5166			-0.5166	-0.35	x	x	1.8048	2.11
Thu	12/10/15	237.91394	1.03457	148	0.5201			-0.5201	-0.33	x	x	1.8083	2.09
Fri	12/11/15	237.91048	1.03456	149	0.5236			-0.5236	-0.32	x	x	1.8118	2.08
Mon	12/14/15	237.90013	1.03451	152	0.5341			-0.5341	-0.27	x	x	1.8223	2.03
Tue	12/15/15	237.89668	1.03450	153	0.5376			-0.5376	-0.26	x	x	1.8258	2.02
Wed	12/16/15	237.89323	1.03448	154	0.5411			-0.5411	-0.24	x	x	1.8293	2.00
Thu	12/17/15	237.88977	1.03447	155	0.5446			-0.5446	-0.23	x	x	1.8328	1.99
Fri	12/18/15	237.88632	1.03445	156	0.5481			-0.5481	-0.21	x	x	1.8363	1.97
Mon	12/21/15	237.87597	1.03441	159	0.5587			-0.5587	-0.17	x	x	1.8469	1.93
Tue	12/22/15	237.87252	1.03439	160	0.5622			-0.5622	-0.15	x	x	1.8504	1.91
Wed	12/23/15	237.86906	1.03438	161	0.5657			-0.5657	-0.14	x	x	1.8539	1.90
Thu	12/24/15	237.86561	1.03436	162	0.5692			-0.5692	-0.12	x	x	1.8574	1.88
Fri	12/25/15	237.86216	1.03435	163	0.5727			-0.5727	-0.11	x	x	1.8609	1.87
Mon	12/28/15	237.85181	1.03430	166	0.5832			-0.5832	-0.06	x	x	1.8714	1.82
Tue	12/29/15	237.84835	1.03429	167	0.5867			-0.5867	-0.05	x	x	1.8749	1.81
Wed	12/30/15	237.84490	1.03427	168	0.5902			-0.5902	-0.03	x	x	1.8784	1.79
Thu	12/31/15	237.84145	1.03426	169	0.5937			-0.5937	-0.02	x	x	1.8819	1.78
Fri	01/01/16	237.83800	1.03424

Generated 12/15/15 09:27