0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2023

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

CUSIP Number	912828VM9	Interest 01/15/15 (184 days)	$1.9083
Dated Date	July 15, 2013	Interest 07/15/15 (181 days)	$1.9107
Ref CPI on Dated Date	232.71797	Interest Total	$3.8190
Original Issue Date	July 31, 2013	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	1.02026	170	1.7674	x	x	2.0516	1.74			1.7674	0.00
Fri	01/02/15	237.39165	1.02008	171	1.7775	x	x	2.0415	1.92			1.7775	-0.18
Mon	01/05/15	237.26758	1.01955	174	1.8078	x	x	2.0112	2.45			1.8078	-0.71
Tue	01/06/15	237.22623	1.01937	175	1.8178	x	x	2.0012	2.63			1.8178	-0.89
Wed	01/07/15	237.18487	1.01919	176	1.8279	x	x	1.9911	2.81			1.8279	-1.07
Thu	01/08/15	237.14352	1.01902	177	1.8380	x	x	1.9810	2.98			1.8380	-1.24
Fri	01/09/15	237.10216	1.01884	178	1.8480	x	x	1.9710	3.16			1.8480	-1.42
Mon	01/12/15	236.97810	1.01831	181	1.8782	x	x	1.9408	3.69			1.8782	-1.95
Tue	01/13/15	236.93674	1.01813	182	1.8882	x	x	1.9308	3.87			1.8882	-2.13
Wed	01/14/15	236.89539	1.01795	183	1.8983	x	x	1.9207	4.05			1.8983	-2.31
Thu	01/15/15	236.85403	1.01777	0	0.0000		x	1.9107	4.23	x		1.9083	-2.49
Fri	01/16/15	236.81268	1.01760	1	0.0105		x	1.9002	4.40	x		1.9188	-2.66
Mon	01/19/15	236.68861	1.01706	4	0.0421		x	1.8686	4.94	x		1.9504	-3.20
Tue	01/20/15	236.64726	1.01688	5	0.0527		x	1.8580	5.12	x		1.9610	-3.38
Wed	01/21/15	236.60590	1.01671	6	0.0632		x	1.8475	5.29	x		1.9715	-3.55
Thu	01/22/15	236.56455	1.01653	7	0.0737		x	1.8370	5.47	x		1.9820	-3.73
Fri	01/23/15	236.52319	1.01635	8	0.0842		x	1.8265	5.65	x		1.9925	-3.91
Mon	01/26/15	236.39913	1.01582	11	0.1158		x	1.7949	6.18	x		2.0241	-4.44
Tue	01/27/15	236.35777	1.01564	12	0.1263		x	1.7844	6.36	x		2.0346	-4.62
Wed	01/28/15	236.31642	1.01546	13	0.1368		x	1.7739	6.54	x		2.0451	-4.80
Thu	01/29/15	236.27506	1.01528	14	0.1472		x	1.7635	6.72	x		2.0555	-4.98
Fri	01/30/15	236.23371	1.01511	15	0.1577		x	1.7530	6.89	x		2.0660	-5.15
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	1.01455	18	0.1892		x	1.7215	7.45	x		2.0975	-5.71
Tue	02/03/15	236.05536	1.01434	19	0.1996		x	1.7111	7.66	x		2.1079	-5.92
Wed	02/04/15	236.00754	1.01414	20	0.2101		x	1.7006	7.86	x		2.1184	-6.12
Thu	02/05/15	235.95971	1.01393	21	0.2206		x	1.6901	8.07	x		2.1289	-6.33
Fri	02/06/15	235.91189	1.01372	22	0.2310		x	1.6797	8.28	x		2.1393	-6.54
Mon	02/09/15	235.76843	1.01311	25	0.2624		x	1.6483	8.89	x		2.1707	-7.15
Tue	02/10/15	235.72061	1.01290	26	0.2728		x	1.6379	9.10	x		2.1811	-7.36
Wed	02/11/15	235.67279	1.01270	27	0.2832		x	1.6275	9.30	x		2.1915	-7.56
Thu	02/12/15	235.62496	1.01249	28	0.2937		x	1.6170	9.51	x		2.2020	-7.77
Fri	02/13/15	235.57714	1.01229	29	0.3041		x	1.6066	9.71	x		2.2124	-7.97
Mon	02/16/15	235.43368	1.01167	32	0.3354		x	1.5753	10.33	x		2.2437	-8.59
Tue	02/17/15	235.38586	1.01146	33	0.3458		x	1.5649	10.54	x		2.2541	-8.80
Wed	02/18/15	235.33804	1.01126	34	0.3562		x	1.5545	10.74	x		2.2645	-9.00
Thu	02/19/15	235.29021	1.01105	35	0.3666		x	1.5441	10.95	x		2.2749	-9.21
Fri	02/20/15	235.24239	1.01085	36	0.3770		x	1.5337	11.15	x		2.2853	-9.41
Mon	02/23/15	235.09893	1.01023	39	0.4081		x	1.5026	11.77	x		2.3164	-10.03
Tue	02/24/15	235.05111	1.01003	40	0.4185		x	1.4922	11.97	x		2.3268	-10.23
Wed	02/25/15	235.00329	1.00982	41	0.4289		x	1.4818	12.18	x		2.3372	-10.44
Thu	02/26/15	234.95546	1.00961	42	0.4393		x	1.4714	12.39	x		2.3476	-10.65
Fri	02/27/15	234.90764	1.00941	43	0.4496		x	1.4611	12.59	x		2.3579	-10.85
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	1.00884	46	0.4807		x	1.4300	13.16	x		2.3890	-11.42
Tue	03/03/15	234.74071	1.00869	47	0.4911		x	1.4196	13.31	x		2.3994	-11.57
Wed	03/04/15	234.70506	1.00854	48	0.5015		x	1.4092	13.46	x		2.4098	-11.72
Thu	03/05/15	234.66942	1.00839	49	0.5119		x	1.3988	13.61	x		2.4202	-11.87
Fri	03/06/15	234.63377	1.00823	50	0.5222		x	1.3885	13.77	x		2.4305	-12.03
Mon	03/09/15	234.52684	1.00777	53	0.5533		x	1.3574	14.23	x		2.4616	-12.49
Tue	03/10/15	234.49119	1.00762	54	0.5637		x	1.3470	14.38	x		2.4720	-12.64
Wed	03/11/15	234.45555	1.00747	55	0.5740		x	1.3367	14.53	x		2.4823	-12.79
Thu	03/12/15	234.41990	1.00731	56	0.5844		x	1.3263	14.69	x		2.4927	-12.95
Fri	03/13/15	234.38426	1.00716	57	0.5947		x	1.3160	14.84	x		2.5030	-13.10
Mon	03/16/15	234.27732	1.00670	60	0.6257		x	1.2850	15.30	x		2.5340	-13.56
Tue	03/17/15	234.24168	1.00655	61	0.6360		x	1.2747	15.45	x		2.5443	-13.71
Wed	03/18/15	234.20603	1.00639	62	0.6464		x	1.2643	15.61	x		2.5547	-13.87
Thu	03/19/15	234.17039	1.00624	63	0.6567		x	1.2540	15.76	x		2.5650	-14.02
Fri	03/20/15	234.13474	1.00609	64	0.6670		x	1.2437	15.91	x		2.5753	-14.17
Mon	03/23/15	234.02781	1.00563	67	0.6980		x	1.2127	16.37	x		2.6063	-14.63
Tue	03/24/15	233.99216	1.00548	68	0.7083		x	1.2024	16.52	x		2.6166	-14.78
Wed	03/25/15	233.95652	1.00532	69	0.7186		x	1.1921	16.68	x		2.6269	-14.94
Thu	03/26/15	233.92087	1.00517	70	0.7289		x	1.1818	16.83	x		2.6372	-15.09
Fri	03/27/15	233.88523	1.00502	71	0.7392		x	1.1715	16.98	x		2.6475	-15.24
Mon	03/30/15	233.77829	1.00456	74	0.7701		x	1.1406	17.44	x		2.6784	-15.70
Tue	03/31/15	233.74265	1.00440	75	0.7804		x	1.1303	17.60	x		2.6887	-15.86
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	1.00425	76	0.7906		x	1.1201	17.75	x		2.6989	-16.01
Thu	04/02/15	233.74083	1.00440	77	0.8012		x	1.1095	17.60	x		2.7095	-15.86
Fri	04/03/15	233.77467	1.00454	78	0.8117		x	1.0990	17.46	x		2.7200	-15.72
Mon	04/06/15	233.87617	1.00498	81	0.8433		x	1.0674	17.02	x		2.7516	-15.28
Tue	04/07/15	233.91000	1.00512	82	0.8538		x	1.0569	16.88	x		2.7621	-15.14
Wed	04/08/15	233.94383	1.00527	83	0.8643		x	1.0464	16.73	x		2.7726	-14.99
Thu	04/09/15	233.97767	1.00541	84	0.8749		x	1.0358	16.59	x		2.7832	-14.85
Fri	04/10/15	234.01150	1.00556	85	0.8854		x	1.0253	16.44	x		2.7937	-14.70
Mon	04/13/15	234.11300	1.00599	88	0.9171		x	0.9936	16.01	x		2.8254	-14.27
Tue	04/14/15	234.14683	1.00614	89	0.9276		x	0.9831	15.86	x		2.8359	-14.12
Wed	04/15/15	234.18067	1.00629	90	0.9382		x	0.9725	15.71	x		2.8465	-13.97
Thu	04/16/15	234.21450	1.00643	91	0.9487		x	0.9620	15.57	x		2.8570	-13.83
Fri	04/17/15	234.24833	1.00658	92	0.9593		x	0.9514	15.42	x		2.8676	-13.68
Mon	04/20/15	234.34983	1.00701	95	0.9910		x	0.9197	14.99	x		2.8993	-13.25
Tue	04/21/15	234.38367	1.00716	96	1.0016		x	0.9091	14.84	x		2.9099	-13.10
Wed	04/22/15	234.41750	1.00730	97	1.0122		x	0.8985	14.70	x		2.9205	-12.96
Thu	04/23/15	234.45133	1.00745	98	1.0228		x	0.8879	14.55	x		2.9311	-12.81
Fri	04/24/15	234.48517	1.00759	99	1.0333		x	0.8774	14.41	x		2.9416	-12.67
Mon	04/27/15	234.58667	1.00803	102	1.0651		x	0.8456	13.97	x		2.9734	-12.23
Tue	04/28/15	234.62050	1.00818	103	1.0757		x	0.8350	13.82	x		2.9840	-12.08
Wed	04/29/15	234.65433	1.00832	104	1.0863		x	0.8244	13.68	x		2.9946	-11.94
Thu	04/30/15	234.68817	1.00847	105	1.0969		x	0.8138	13.53	x		3.0052	-11.79
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	05/01/15	234.72200	1.00861	106	1.1075		x	0.8032	13.39	x		3.0158	-11.65
Mon	05/04/15	234.85719	1.00919	109	1.1395		x	0.7712	12.81	x		3.0478	-11.07
Tue	05/05/15	234.90226	1.00939	110	1.1502		x	0.7605	12.61	x		3.0585	-10.87
Wed	05/06/15	234.94732	1.00958	111	1.1609		x	0.7498	12.42	x		3.0692	-10.68
Thu	05/07/15	234.99239	1.00977	112	1.1716		x	0.7391	12.23	x		3.0799	-10.49
Fri	05/08/15	235.03745	1.00997	113	1.1823		x	0.7284	12.03	x		3.0906	-10.29
Mon	05/11/15	235.17265	1.01055	116	1.2143		x	0.6964	11.45	x		3.1226	-9.71
Tue	05/12/15	235.21771	1.01074	117	1.2250		x	0.6857	11.26	x		3.1333	-9.52
Wed	05/13/15	235.26277	1.01094	118	1.2357		x	0.6750	11.06	x		3.1440	-9.32
Thu	05/14/15	235.30784	1.01113	119	1.2465		x	0.6642	10.87	x		3.1548	-9.13
Fri	05/15/15	235.35290	1.01132	120	1.2572		x	0.6535	10.68	x		3.1655	-8.94
Mon	05/18/15	235.48810	1.01190	123	1.2893		x	0.6214	10.10	x		3.1976	-8.36
Tue	05/19/15	235.53316	1.01210	124	1.3001		x	0.6106	9.90	x		3.2084	-8.16
Wed	05/20/15	235.57823	1.01229	125	1.3108		x	0.5999	9.71	x		3.2191	-7.97
Thu	05/21/15	235.62329	1.01248	126	1.3215		x	0.5892	9.52	x		3.2298	-7.78
Fri	05/22/15	235.66835	1.01268	127	1.3323		x	0.5784	9.32	x		3.2406	-7.58
Mon	05/25/15	235.80355	1.01326	130	1.3645		x	0.5462	8.74	x		3.2728	-7.00
Tue	05/26/15	235.84861	1.01345	131	1.3753		x	0.5354	8.55	x		3.2836	-6.81
Wed	05/27/15	235.89368	1.01365	132	1.3861		x	0.5246	8.35	x		3.2944	-6.61
Thu	05/28/15	235.93874	1.01384	133	1.3968		x	0.5139	8.16	x		3.3051	-6.42
Fri	05/29/15	235.98381	1.01403	134	1.4076		x	0.5031	7.97	x		3.3159	-6.23
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	1.01461	137	1.4399		x	0.4708	7.39	x		3.3482	-5.65
Tue	06/02/15	236.13500	1.01468	138	1.4505		x	0.4602	7.32	x		3.3588	-5.58
Wed	06/03/15	236.15100	1.01475	139	1.4612		x	0.4495	7.25	x		3.3695	-5.51
Thu	06/04/15	236.16700	1.01482	140	1.4718		x	0.4389	7.18	x		3.3801	-5.44
Fri	06/05/15	236.18300	1.01489	141	1.4824		x	0.4283	7.11	x		3.3907	-5.37
Mon	06/08/15	236.23100	1.01510	144	1.5142		x	0.3965	6.90	x		3.4225	-5.16
Tue	06/09/15	236.24700	1.01516	145	1.5248		x	0.3859	6.84	x		3.4331	-5.10
Wed	06/10/15	236.26300	1.01523	146	1.5355		x	0.3752	6.77	x		3.4438	-5.03
Thu	06/11/15	236.27900	1.01530	147	1.5461		x	0.3646	6.70	x		3.4544	-4.96
Fri	06/12/15	236.29500	1.01537	148	1.5567		x	0.3540	6.63	x		3.4650	-4.89
Mon	06/15/15	236.34300	1.01558	151	1.5886		x	0.3221	6.42	x		3.4969	-4.68
Tue	06/16/15	236.35900	1.01565	152	1.5992		x	0.3115	6.35	x		3.5075	-4.61
Wed	06/17/15	236.37500	1.01571	153	1.6098		x	0.3009	6.29	x		3.5181	-4.55
Thu	06/18/15	236.39100	1.01578	154	1.6205		x	0.2902	6.22	x		3.5288	-4.48
Fri	06/19/15	236.40700	1.01585	155	1.6311		x	0.2796	6.15	x		3.5394	-4.41
Mon	06/22/15	236.45500	1.01606	158	1.6630		x	0.2477	5.94	x		3.5713	-4.20
Tue	06/23/15	236.47100	1.01613	159	1.6737		x	0.2370	5.87	x		3.5820	-4.13
Wed	06/24/15	236.48700	1.01620	160	1.6843		x	0.2264	5.80	x		3.5926	-4.06
Thu	06/25/15	236.50300	1.01626	161	1.6949		x	0.2158	5.74	x		3.6032	-4.00
Fri	06/26/15	236.51900	1.01633	162	1.7056		x	0.2051	5.67	x		3.6139	-3.93
Mon	06/29/15	236.56700	1.01654	165	1.7375		x	0.1732	5.46	x		3.6458	-3.72
Tue	06/30/15	236.58300	1.01661	166	1.7482		x	0.1625	5.39	x		3.6565	-3.65
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	1.01668	167	1.7588		x	0.1519	5.32	x		3.6671	-3.58
Thu	07/02/15	236.63790	1.01684	168	1.7696		x	0.1411	5.16	x		3.6779	-3.42
Fri	07/03/15	236.67681	1.01701	169	1.7805		x	0.1302	4.99	x		3.6888	-3.25
Mon	07/06/15	236.79352	1.01751	172	1.8130		x	0.0977	4.49	x		3.7213	-2.75
Tue	07/07/15	236.83242	1.01768	173	1.8238		x	0.0869	4.32	x		3.7321	-2.58
Wed	07/08/15	236.87132	1.01785	174	1.8347		x	0.0760	4.15	x		3.7430	-2.41
Thu	07/09/15	236.91023	1.01801	175	1.8455		x	0.0652	3.99	x		3.7538	-2.25
Fri	07/10/15	236.94913	1.01818	176	1.8564		x	0.0543	3.82	x		3.7647	-2.08
Mon	07/13/15	237.06584	1.01868	179	1.8889		x	0.0218	3.32	x		3.7972	-1.58
Tue	07/14/15	237.10474	1.01885	180	1.8998		x	0.0109	3.15	x		3.8081	-1.41
Wed	07/15/15	237.14365	1.01902	0	0.0000			0.0000	2.98	x	x	3.8190	-1.24
Thu	07/16/15	237.18255	1.01918	1	0.0104			-0.0104	2.82	x	x	3.8294	-1.08
Fri	07/17/15	237.22145	1.01935	2	0.0208			-0.0208	2.65	x	x	3.8398	-0.91
Mon	07/20/15	237.33816	1.01985	5	0.0520			-0.0520	2.15	x	x	3.8710	-0.41
Tue	07/21/15	237.37706	1.02002	6	0.0624			-0.0624	1.98	x	x	3.8814	-0.24
Wed	07/22/15	237.41597	1.02019	7	0.0728			-0.0728	1.81	x	x	3.8918	-0.07
Thu	07/23/15	237.45487	1.02035	8	0.0832			-0.0832	1.65	x	x	3.9022	0.09
Fri	07/24/15	237.49377	1.02052	9	0.0936			-0.0936	1.48	x	x	3.9126	0.26
Mon	07/27/15	237.61048	1.02102	12	0.1249			-0.1249	0.98	x	x	3.9439	0.76
Tue	07/28/15	237.64939	1.02119	13	0.1353			-0.1353	0.81	x	x	3.9543	0.93
Wed	07/29/15	237.68829	1.02136	14	0.1457			-0.1457	0.64	x	x	3.9647	1.10
Thu	07/30/15	237.72719	1.02152	15	0.1561			-0.1561	0.48	x	x	3.9751	1.26
Fri	07/31/15	237.76610	1.02169	16	0.1666			-0.1666	0.31	x	x	3.9856	1.43
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	1.02209	19	0.1979			-0.1979	-0.09	x	x	4.0169	1.83
Tue	08/04/15	237.88561	1.02221	20	0.2083			-0.2083	-0.21	x	x	4.0273	1.95
Wed	08/05/15	237.91248	1.02232	21	0.2188			-0.2188	-0.32	x	x	4.0378	2.06
Thu	08/06/15	237.93935	1.02244	22	0.2292			-0.2292	-0.44	x	x	4.0482	2.18
Fri	08/07/15	237.96623	1.02255	23	0.2397			-0.2397	-0.55	x	x	4.0587	2.29
Mon	08/10/15	238.04684	1.02290	26	0.2710			-0.2710	-0.90	x	x	4.0900	2.64
Tue	08/11/15	238.07371	1.02301	27	0.2815			-0.2815	-1.01	x	x	4.1005	2.75
Wed	08/12/15	238.10058	1.02313	28	0.2919			-0.2919	-1.13	x	x	4.1109	2.87
Thu	08/13/15	238.12745	1.02324	29	0.3024			-0.3024	-1.24	x	x	4.1214	2.98
Fri	08/14/15	238.15432	1.02336	30	0.3128			-0.3128	-1.36	x	x	4.1318	3.10
Mon	08/17/15	238.23494	1.02371	33	0.3443			-0.3443	-1.71	x	x	4.1633	3.45
Tue	08/18/15	238.26181	1.02382	34	0.3547			-0.3547	-1.82	x	x	4.1737	3.56
Wed	08/19/15	238.28868	1.02394	35	0.3652			-0.3652	-1.94	x	x	4.1842	3.68
Thu	08/20/15	238.31555	1.02405	36	0.3757			-0.3757	-2.05	x	x	4.1947	3.79
Fri	08/21/15	238.34242	1.02417	37	0.3862			-0.3862	-2.17	x	x	4.2052	3.91
Mon	08/24/15	238.42303	1.02451	40	0.4176			-0.4176	-2.51	x	x	4.2366	4.25
Tue	08/25/15	238.44990	1.02463	41	0.4281			-0.4281	-2.63	x	x	4.2471	4.37
Wed	08/26/15	238.47677	1.02475	42	0.4386			-0.4386	-2.75	x	x	4.2576	4.49
Thu	08/27/15	238.50365	1.02486	43	0.4491			-0.4491	-2.86	x	x	4.2681	4.60
Fri	08/28/15	238.53052	1.02498	44	0.4596			-0.4596	-2.98	x	x	4.2786	4.72
Mon	08/31/15	238.61113	1.02532	47	0.4911			-0.4911	-3.32	x	x	4.3101	5.06
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	1.02544	48	0.5016			-0.5016	-3.44	x	x	4.3206	5.18
Wed	09/02/15	238.63853	1.02544	49	0.5120			-0.5120	-3.44	x	x	4.3310	5.18
Thu	09/03/15	238.63907	1.02544	50	0.5225			-0.5225	-3.44	x	x	4.3415	5.18
Fri	09/04/15	238.63960	1.02545	51	0.5329			-0.5329	-3.45	x	x	4.3519	5.19
Mon	09/07/15	238.64120	1.02545	54	0.5643			-0.5643	-3.45	x	x	4.3833	5.19
Tue	09/08/15	238.64173	1.02545	55	0.5747			-0.5747	-3.45	x	x	4.3937	5.19
Wed	09/09/15	238.64227	1.02546	56	0.5852			-0.5852	-3.46	x	x	4.4042	5.20
Thu	09/10/15	238.64280	1.02546	57	0.5956			-0.5956	-3.46	x	x	4.4146	5.20
Fri	09/11/15	238.64333	1.02546	58	0.6061			-0.6061	-3.46	x	x	4.4251	5.20
Mon	09/14/15	238.64493	1.02547	61	0.6374			-0.6374	-3.47	x	x	4.4564	5.21
Tue	09/15/15	238.64547	1.02547	62	0.6479			-0.6479	-3.47	x	x	4.4669	5.21
Wed	09/16/15	238.64600	1.02547	63	0.6583			-0.6583	-3.47	x	x	4.4773	5.21
Thu	09/17/15	238.64653	1.02548	64	0.6688			-0.6688	-3.48	x	x	4.4878	5.22
Fri	09/18/15	238.64707	1.02548	65	0.6792			-0.6792	-3.48	x	x	4.4982	5.22
Mon	09/21/15	238.64867	1.02548	68	0.7106			-0.7106	-3.48	x	x	4.5296	5.22
Tue	09/22/15	238.64920	1.02549	69	0.7210			-0.7210	-3.49	x	x	4.5400	5.23
Wed	09/23/15	238.64973	1.02549	70	0.7315			-0.7315	-3.49	x	x	4.5505	5.23
Thu	09/24/15	238.65027	1.02549	71	0.7419			-0.7419	-3.49	x	x	4.5609	5.23
Fri	09/25/15	238.65080	1.02549	72	0.7524			-0.7524	-3.49	x	x	4.5714	5.23
Mon	09/28/15	238.65240	1.02550	75	0.7838			-0.7838	-3.50	x	x	4.6028	5.24
Tue	09/29/15	238.65293	1.02550	76	0.7942			-0.7942	-3.50	x	x	4.6132	5.24
Wed	09/30/15	238.65347	1.02551	77	0.8047			-0.8047	-3.51	x	x	4.6237	5.25
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	1.02551	78	0.8151			-0.8151	-3.51	x	x	4.6341	5.25
Fri	10/02/15	238.64310	1.02546	79	0.8255			-0.8255	-3.46	x	x	4.6445	5.20
Mon	10/05/15	238.61039	1.02532	82	0.8568			-0.8568	-3.32	x	x	4.6758	5.06
Tue	10/06/15	238.59948	1.02527	83	0.8672			-0.8672	-3.27	x	x	4.6862	5.01
Wed	10/07/15	238.58858	1.02523	84	0.8776			-0.8776	-3.23	x	x	4.6966	4.97
Thu	10/08/15	238.57768	1.02518	85	0.8880			-0.8880	-3.18	x	x	4.7070	4.92
Fri	10/09/15	238.56677	1.02513	86	0.8984			-0.8984	-3.13	x	x	4.7174	4.87
Mon	10/12/15	238.53406	1.02499	89	0.9296			-0.9296	-2.99	x	x	4.7486	4.73
Tue	10/13/15	238.52316	1.02495	90	0.9400			-0.9400	-2.95	x	x	4.7590	4.69
Wed	10/14/15	238.51226	1.02490	91	0.9504			-0.9504	-2.90	x	x	4.7694	4.64
Thu	10/15/15	238.50135	1.02485	92	0.9608			-0.9608	-2.85	x	x	4.7798	4.59
Fri	10/16/15	238.49045	1.02480	93	0.9712			-0.9712	-2.80	x	x	4.7902	4.54
Mon	10/19/15	238.45774	1.02466	96	1.0024			-1.0024	-2.66	x	x	4.8214	4.40
Tue	10/20/15	238.44684	1.02462	97	1.0128			-1.0128	-2.62	x	x	4.8318	4.36
Wed	10/21/15	238.43594	1.02457	98	1.0232			-1.0232	-2.57	x	x	4.8422	4.31
Thu	10/22/15	238.42503	1.02452	99	1.0336			-1.0336	-2.52	x	x	4.8526	4.26
Fri	10/23/15	238.41413	1.02448	100	1.0440			-1.0440	-2.48	x	x	4.8630	4.22
Mon	10/26/15	238.38142	1.02434	103	1.0751			-1.0751	-2.34	x	x	4.8941	4.08
Tue	10/27/15	238.37052	1.02429	104	1.0855			-1.0855	-2.29	x	x	4.9045	4.03
Wed	10/28/15	238.35961	1.02424	105	1.0959			-1.0959	-2.24	x	x	4.9149	3.98
Thu	10/29/15	238.34871	1.02420	106	1.1063			-1.1063	-2.20	x	x	4.9253	3.94
Fri	10/30/15	238.33781	1.02415	107	1.1167			-1.1167	-2.15	x	x	4.9357	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
Mon	11/02/15	238.30363	1.02400	110	1.1478			-1.1478	-2.00	x	x	4.9668	3.74
Tue	11/03/15	238.29127	1.02395	111	1.1582			-1.1582	-1.95	x	x	4.9772	3.69
Wed	11/04/15	238.27890	1.02390	112	1.1686			-1.1686	-1.90	x	x	4.9876	3.64
Thu	11/05/15	238.26653	1.02384	113	1.1789			-1.1789	-1.84	x	x	4.9979	3.58
Fri	11/06/15	238.25417	1.02379	114	1.1893			-1.1893	-1.79	x	x	5.0083	3.53
Mon	11/09/15	238.21707	1.02363	117	1.2204			-1.2204	-1.63	x	x	5.0394	3.37
Tue	11/10/15	238.20470	1.02358	118	1.2308			-1.2308	-1.58	x	x	5.0498	3.32
Wed	11/11/15	238.19233	1.02352	119	1.2412			-1.2412	-1.52	x	x	5.0602	3.26
Thu	11/12/15	238.17997	1.02347	120	1.2515			-1.2515	-1.47	x	x	5.0705	3.21
Fri	11/13/15	238.16760	1.02342	121	1.2619			-1.2619	-1.42	x	x	5.0809	3.16
Mon	11/16/15	238.13050	1.02326	124	1.2930			-1.2930	-1.26	x	x	5.1120	3.00
Tue	11/17/15	238.11813	1.02320	125	1.3033			-1.3033	-1.20	x	x	5.1223	2.94
Wed	11/18/15	238.10577	1.02315	126	1.3137			-1.3137	-1.15	x	x	5.1327	2.89
Thu	11/19/15	238.09340	1.02310	127	1.3241			-1.3241	-1.10	x	x	5.1431	2.84
Fri	11/20/15	238.08103	1.02305	128	1.3344			-1.3344	-1.05	x	x	5.1534	2.79
Mon	11/23/15	238.04393	1.02289	131	1.3655			-1.3655	-0.89	x	x	5.1845	2.63
Tue	11/24/15	238.03157	1.02283	132	1.3758			-1.3758	-0.83	x	x	5.1948	2.57
Wed	11/25/15	238.01920	1.02278	133	1.3862			-1.3862	-0.78	x	x	5.2052	2.52
Thu	11/26/15	238.00683	1.02273	134	1.3965			-1.3965	-0.73	x	x	5.2155	2.47
Fri	11/27/15	237.99447	1.02267	135	1.4069			-1.4069	-0.67	x	x	5.2259	2.41
Mon	11/30/15	237.95737	1.02251	138	1.4379			-1.4379	-0.51	x	x	5.2569	2.25
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	1.02246	139	1.4483			-1.4483	-0.46	x	x	5.2673	2.20
Wed	12/02/15	237.94155	1.02245	140	1.4587			-1.4587	-0.45	x	x	5.2777	2.19
Thu	12/03/15	237.93810	1.02243	141	1.4690			-1.4690	-0.43	x	x	5.2880	2.17
Fri	12/04/15	237.93465	1.02242	142	1.4795			-1.4795	-0.42	x	x	5.2985	2.16
Mon	12/07/15	237.92429	1.02237	145	1.5106			-1.5106	-0.37	x	x	5.3296	2.11
Tue	12/08/15	237.92084	1.02236	146	1.5210			-1.5210	-0.36	x	x	5.3400	2.10
Wed	12/09/15	237.91739	1.02234	147	1.5314			-1.5314	-0.34	x	x	5.3504	2.08
Thu	12/10/15	237.91394	1.02233	148	1.5418			-1.5418	-0.33	x	x	5.3608	2.07
Fri	12/11/15	237.91048	1.02231	149	1.5522			-1.5522	-0.31	x	x	5.3712	2.05
Mon	12/14/15	237.90013	1.02227	152	1.5834			-1.5834	-0.27	x	x	5.4024	2.01
Tue	12/15/15	237.89668	1.02225	153	1.5938			-1.5938	-0.25	x	x	5.4128	1.99
Wed	12/16/15	237.89323	1.02224	154	1.6042			-1.6042	-0.24	x	x	5.4232	1.98
Thu	12/17/15	237.88977	1.02222	155	1.6146			-1.6146	-0.22	x	x	5.4336	1.96
Fri	12/18/15	237.88632	1.02221	156	1.6250			-1.6250	-0.21	x	x	5.4440	1.95
Mon	12/21/15	237.87597	1.02216	159	1.6561			-1.6561	-0.16	x	x	5.4751	1.90
Tue	12/22/15	237.87252	1.02215	160	1.6665			-1.6665	-0.15	x	x	5.4855	1.89
Wed	12/23/15	237.86906	1.02213	161	1.6769			-1.6769	-0.13	x	x	5.4959	1.87
Thu	12/24/15	237.86561	1.02212	162	1.6873			-1.6873	-0.12	x	x	5.5063	1.86
Fri	12/25/15	237.86216	1.02210	163	1.6977			-1.6977	-0.10	x	x	5.5167	1.84
Mon	12/28/15	237.85181	1.02206	166	1.7289			-1.7289	-0.06	x	x	5.5479	1.80
Tue	12/29/15	237.84835	1.02205	167	1.7393			-1.7393	-0.05	x	x	5.5583	1.79
Wed	12/30/15	237.84490	1.02203	168	1.7497			-1.7497	-0.03	x	x	5.5687	1.77
Thu	12/31/15	237.84145	1.02202	169	1.7601			-1.7601	-0.02	x	x	5.5791	1.76
Fri	01/01/16	237.83800	1.02200

Generated 12/15/15 09:28