0.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2024

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

CUSIP Number	912828B25	Interest 01/15/15 (184 days)	$3.1722
Dated Date	January 15, 2014	Interest 07/15/15 (181 days)	$3.1761
Ref CPI on Dated Date	233.33058	Interest Total	$6.3483
Original Issue Date	January 31, 2014	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	1.01758	170	2.9380	x	x	3.4103	1.74			2.9380	0.00
Fri	01/02/15	237.39165	1.01740	171	2.9547	x	x	3.3936	1.92			2.9547	-0.18
Mon	01/05/15	237.26758	1.01687	174	3.0050	x	x	3.3433	2.45			3.0050	-0.71
Tue	01/06/15	237.22623	1.01670	175	3.0218	x	x	3.3265	2.62			3.0218	-0.88
Wed	01/07/15	237.18487	1.01652	176	3.0385	x	x	3.3098	2.80			3.0385	-1.06
Thu	01/08/15	237.14352	1.01634	177	3.0552	x	x	3.2931	2.98			3.0552	-1.24
Fri	01/09/15	237.10216	1.01616	178	3.0720	x	x	3.2763	3.16			3.0720	-1.42
Mon	01/12/15	236.97810	1.01563	181	3.1221	x	x	3.2262	3.69			3.1221	-1.95
Tue	01/13/15	236.93674	1.01546	182	3.1388	x	x	3.2095	3.86			3.1388	-2.12
Wed	01/14/15	236.89539	1.01528	183	3.1555	x	x	3.1928	4.04			3.1555	-2.30
Thu	01/15/15	236.85403	1.01510	0	0.0000		x	3.1761	4.22	x		3.1722	-2.48
Fri	01/16/15	236.81268	1.01492	1	0.0175		x	3.1586	4.40	x		3.1897	-2.66
Mon	01/19/15	236.68861	1.01439	4	0.0701		x	3.1060	4.93	x		3.2423	-3.19
Tue	01/20/15	236.64726	1.01421	5	0.0876		x	3.0885	5.11	x		3.2598	-3.37
Wed	01/21/15	236.60590	1.01404	6	0.1050		x	3.0711	5.28	x		3.2772	-3.54
Thu	01/22/15	236.56455	1.01386	7	0.1225		x	3.0536	5.46	x		3.2947	-3.72
Fri	01/23/15	236.52319	1.01368	8	0.1400		x	3.0361	5.64	x		3.3122	-3.90
Mon	01/26/15	236.39913	1.01315	11	0.1924		x	2.9837	6.17	x		3.3646	-4.43
Tue	01/27/15	236.35777	1.01297	12	0.2099		x	2.9662	6.35	x		3.3821	-4.61
Wed	01/28/15	236.31642	1.01280	13	0.2273		x	2.9488	6.52	x		3.3995	-4.78
Thu	01/29/15	236.27506	1.01262	14	0.2448		x	2.9313	6.70	x		3.4170	-4.96
Fri	01/30/15	236.23371	1.01244	15	0.2622		x	2.9139	6.88	x		3.4344	-5.14
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	1.01188	18	0.3145		x	2.8616	7.44	x		3.4867	-5.70
Tue	02/03/15	236.05536	1.01168	19	0.3319		x	2.8442	7.64	x		3.5041	-5.90
Wed	02/04/15	236.00754	1.01147	20	0.3493		x	2.8268	7.85	x		3.5215	-6.11
Thu	02/05/15	235.95971	1.01127	21	0.3667		x	2.8094	8.05	x		3.5389	-6.31
Fri	02/06/15	235.91189	1.01106	22	0.3840		x	2.7921	8.26	x		3.5562	-6.52
Mon	02/09/15	235.76843	1.01045	25	0.4361		x	2.7400	8.87	x		3.6083	-7.13
Tue	02/10/15	235.72061	1.01024	26	0.4535		x	2.7226	9.08	x		3.6257	-7.34
Wed	02/11/15	235.67279	1.01004	27	0.4708		x	2.7053	9.28	x		3.6430	-7.54
Thu	02/12/15	235.62496	1.00983	28	0.4882		x	2.6879	9.49	x		3.6604	-7.75
Fri	02/13/15	235.57714	1.00963	29	0.5055		x	2.6706	9.69	x		3.6777	-7.95
Mon	02/16/15	235.43368	1.00901	32	0.5575		x	2.6186	10.31	x		3.7297	-8.57
Tue	02/17/15	235.38586	1.00881	33	0.5748		x	2.6013	10.51	x		3.7470	-8.77
Wed	02/18/15	235.33804	1.00860	34	0.5921		x	2.5840	10.72	x		3.7643	-8.98
Thu	02/19/15	235.29021	1.00840	35	0.6094		x	2.5667	10.92	x		3.7816	-9.18
Fri	02/20/15	235.24239	1.00819	36	0.6266		x	2.5495	11.13	x		3.7988	-9.39
Mon	02/23/15	235.09893	1.00758	39	0.6784		x	2.4977	11.74	x		3.8506	-10.00
Tue	02/24/15	235.05111	1.00737	40	0.6957		x	2.4804	11.95	x		3.8679	-10.21
Wed	02/25/15	235.00329	1.00717	41	0.7129		x	2.4632	12.15	x		3.8851	-10.41
Thu	02/26/15	234.95546	1.00696	42	0.7302		x	2.4459	12.36	x		3.9024	-10.62
Fri	02/27/15	234.90764	1.00676	43	0.7474		x	2.4287	12.56	x		3.9196	-10.82
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	1.00620	46	0.7991		x	2.3770	13.12	x		3.9713	-11.38
Tue	03/03/15	234.74071	1.00604	47	0.8164		x	2.3597	13.28	x		3.9886	-11.54
Wed	03/04/15	234.70506	1.00589	48	0.8336		x	2.3425	13.43	x		4.0058	-11.69
Thu	03/05/15	234.66942	1.00574	49	0.8509		x	2.3252	13.58	x		4.0231	-11.84
Fri	03/06/15	234.63377	1.00559	50	0.8681		x	2.3080	13.73	x		4.0403	-11.99
Mon	03/09/15	234.52684	1.00513	53	0.9197		x	2.2564	14.19	x		4.0919	-12.45
Tue	03/10/15	234.49119	1.00497	54	0.9370		x	2.2391	14.35	x		4.1092	-12.61
Wed	03/11/15	234.45555	1.00482	55	0.9542		x	2.2219	14.50	x		4.1264	-12.76
Thu	03/12/15	234.41990	1.00467	56	0.9714		x	2.2047	14.65	x		4.1436	-12.91
Fri	03/13/15	234.38426	1.00452	57	0.9886		x	2.1875	14.80	x		4.1608	-13.06
Mon	03/16/15	234.27732	1.00406	60	1.0401		x	2.1360	15.26	x		4.2123	-13.52
Tue	03/17/15	234.24168	1.00390	61	1.0573		x	2.1188	15.42	x		4.2295	-13.68
Wed	03/18/15	234.20603	1.00375	62	1.0745		x	2.1016	15.57	x		4.2467	-13.83
Thu	03/19/15	234.17039	1.00360	63	1.0916		x	2.0845	15.72	x		4.2638	-13.98
Fri	03/20/15	234.13474	1.00345	64	1.1088		x	2.0673	15.87	x		4.2810	-14.13
Mon	03/23/15	234.02781	1.00299	67	1.1602		x	2.0159	16.33	x		4.3324	-14.59
Tue	03/24/15	233.99216	1.00284	68	1.1774		x	1.9987	16.48	x		4.3496	-14.74
Wed	03/25/15	233.95652	1.00268	69	1.1945		x	1.9816	16.64	x		4.3667	-14.90
Thu	03/26/15	233.92087	1.00253	70	1.2116		x	1.9645	16.79	x		4.3838	-15.05
Fri	03/27/15	233.88523	1.00238	71	1.2287		x	1.9474	16.94	x		4.4009	-15.20
Mon	03/30/15	233.77829	1.00192	74	1.2801		x	1.8960	17.40	x		4.4523	-15.66
Tue	03/31/15	233.74265	1.00177	75	1.2972		x	1.8789	17.55	x		4.4694	-15.81
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	1.00161	76	1.3143		x	1.8618	17.71	x		4.4865	-15.97
Thu	04/02/15	233.74083	1.00176	77	1.3318		x	1.8443	17.56	x		4.5040	-15.82
Fri	04/03/15	233.77467	1.00190	78	1.3492		x	1.8269	17.42	x		4.5214	-15.68
Mon	04/06/15	233.87617	1.00234	81	1.4018		x	1.7743	16.98	x		4.5740	-15.24
Tue	04/07/15	233.91000	1.00248	82	1.4193		x	1.7568	16.84	x		4.5915	-15.10
Wed	04/08/15	233.94383	1.00263	83	1.4368		x	1.7393	16.69	x		4.6090	-14.95
Thu	04/09/15	233.97767	1.00277	84	1.4543		x	1.7218	16.55	x		4.6265	-14.81
Fri	04/10/15	234.01150	1.00292	85	1.4718		x	1.7043	16.40	x		4.6440	-14.66
Mon	04/13/15	234.11300	1.00335	88	1.5244		x	1.6517	15.97	x		4.6966	-14.23
Tue	04/14/15	234.14683	1.00350	89	1.5420		x	1.6341	15.82	x		4.7142	-14.08
Wed	04/15/15	234.18067	1.00364	90	1.5595		x	1.6166	15.68	x		4.7317	-13.94
Thu	04/16/15	234.21450	1.00379	91	1.5771		x	1.5990	15.53	x		4.7493	-13.79
Fri	04/17/15	234.24833	1.00393	92	1.5946		x	1.5815	15.39	x		4.7668	-13.65
Mon	04/20/15	234.34983	1.00437	95	1.6474		x	1.5287	14.95	x		4.8196	-13.21
Tue	04/21/15	234.38367	1.00451	96	1.6649		x	1.5112	14.81	x		4.8371	-13.07
Wed	04/22/15	234.41750	1.00466	97	1.6825		x	1.4936	14.66	x		4.8547	-12.92
Thu	04/23/15	234.45133	1.00480	98	1.7001		x	1.4760	14.52	x		4.8723	-12.78
Fri	04/24/15	234.48517	1.00495	99	1.7177		x	1.4584	14.37	x		4.8899	-12.63
Mon	04/27/15	234.58667	1.00538	102	1.7705		x	1.4056	13.94	x		4.9427	-12.20
Tue	04/28/15	234.62050	1.00553	103	1.7881		x	1.3880	13.79	x		4.9603	-12.05
Wed	04/29/15	234.65433	1.00567	104	1.8058		x	1.3703	13.65	x		4.9780	-11.91
Thu	04/30/15	234.68817	1.00582	105	1.8234		x	1.3527	13.50	x		4.9956	-11.76
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	1.00596	106	1.8410		x	1.3351	13.36	x		5.0132	-11.62
Mon	05/04/15	234.85719	1.00654	109	1.8942		x	1.2819	12.78	x		5.0664	-11.04
Tue	05/05/15	234.90226	1.00674	110	1.9120		x	1.2641	12.58	x		5.0842	-10.84
Wed	05/06/15	234.94732	1.00693	111	1.9297		x	1.2464	12.39	x		5.1019	-10.65
Thu	05/07/15	234.99239	1.00712	112	1.9475		x	1.2286	12.20	x		5.1197	-10.46
Fri	05/08/15	235.03745	1.00732	113	1.9652		x	1.2109	12.00	x		5.1374	-10.26
Mon	05/11/15	235.17265	1.00789	116	2.0186		x	1.1575	11.43	x		5.1908	-9.69
Tue	05/12/15	235.21771	1.00809	117	2.0364		x	1.1397	11.23	x		5.2086	-9.49
Wed	05/13/15	235.26277	1.00828	118	2.0542		x	1.1219	11.04	x		5.2264	-9.30
Thu	05/14/15	235.30784	1.00847	119	2.0720		x	1.1041	10.85	x		5.2442	-9.11
Fri	05/15/15	235.35290	1.00867	120	2.0898		x	1.0863	10.65	x		5.2620	-8.91
Mon	05/18/15	235.48810	1.00925	123	2.1433		x	1.0328	10.07	x		5.3155	-8.33
Tue	05/19/15	235.53316	1.00944	124	2.1611		x	1.0150	9.88	x		5.3333	-8.14
Wed	05/20/15	235.57823	1.00963	125	2.1789		x	0.9972	9.69	x		5.3511	-7.95
Thu	05/21/15	235.62329	1.00983	126	2.1968		x	0.9793	9.49	x		5.3690	-7.75
Fri	05/22/15	235.66835	1.01002	127	2.2147		x	0.9614	9.30	x		5.3869	-7.56
Mon	05/25/15	235.80355	1.01060	130	2.2683		x	0.9078	8.72	x		5.4405	-6.98
Tue	05/26/15	235.84861	1.01079	131	2.2861		x	0.8900	8.53	x		5.4583	-6.79
Wed	05/27/15	235.89368	1.01098	132	2.3040		x	0.8721	8.34	x		5.4762	-6.60
Thu	05/28/15	235.93874	1.01118	133	2.3219		x	0.8542	8.14	x		5.4941	-6.40
Fri	05/29/15	235.98381	1.01137	134	2.3398		x	0.8363	7.95	x		5.5120	-6.21
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	06/01/15	236.11900	1.01195	137	2.3936		x	0.7825	7.37	x		5.5658	-5.63
Tue	06/02/15	236.13500	1.01202	138	2.4112		x	0.7649	7.30	x		5.5834	-5.56
Wed	06/03/15	236.15100	1.01209	139	2.4289		x	0.7472	7.23	x		5.6011	-5.49
Thu	06/04/15	236.16700	1.01216	140	2.4465		x	0.7296	7.16	x		5.6187	-5.42
Fri	06/05/15	236.18300	1.01222	141	2.4641		x	0.7120	7.10	x		5.6363	-5.36
Mon	06/08/15	236.23100	1.01243	144	2.5171		x	0.6590	6.89	x		5.6893	-5.15
Tue	06/09/15	236.24700	1.01250	145	2.5347		x	0.6414	6.82	x		5.7069	-5.08
Wed	06/10/15	236.26300	1.01257	146	2.5524		x	0.6237	6.75	x		5.7246	-5.01
Thu	06/11/15	236.27900	1.01264	147	2.5701		x	0.6060	6.68	x		5.7423	-4.94
Fri	06/12/15	236.29500	1.01270	148	2.5877		x	0.5884	6.62	x		5.7599	-4.88
Mon	06/15/15	236.34300	1.01291	151	2.6407		x	0.5354	6.41	x		5.8129	-4.67
Tue	06/16/15	236.35900	1.01298	152	2.6584		x	0.5177	6.34	x		5.8306	-4.60
Wed	06/17/15	236.37500	1.01305	153	2.6760		x	0.5001	6.27	x		5.8482	-4.53
Thu	06/18/15	236.39100	1.01312	154	2.6937		x	0.4824	6.20	x		5.8659	-4.46
Fri	06/19/15	236.40700	1.01318	155	2.7114		x	0.4647	6.14	x		5.8836	-4.40
Mon	06/22/15	236.45500	1.01339	158	2.7644		x	0.4117	5.93	x		5.9366	-4.19
Tue	06/23/15	236.47100	1.01346	159	2.7821		x	0.3940	5.86	x		5.9543	-4.12
Wed	06/24/15	236.48700	1.01353	160	2.7998		x	0.3763	5.79	x		5.9720	-4.05
Thu	06/25/15	236.50300	1.01360	161	2.8175		x	0.3586	5.72	x		5.9897	-3.98
Fri	06/26/15	236.51900	1.01366	162	2.8352		x	0.3409	5.66	x		6.0074	-3.92
Mon	06/29/15	236.56700	1.01387	165	2.8883		x	0.2878	5.45	x		6.0605	-3.71
Tue	06/30/15	236.58300	1.01394	166	2.9060		x	0.2701	5.38	x		6.0782	-3.64
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	1.01401	167	2.9237		x	0.2524	5.31	x		6.0959	-3.57
Thu	07/02/15	236.63790	1.01417	168	2.9417		x	0.2344	5.15	x		6.1139	-3.41
Fri	07/03/15	236.67681	1.01434	169	2.9597		x	0.2164	4.98	x		6.1319	-3.24
Mon	07/06/15	236.79352	1.01484	172	3.0137		x	0.1624	4.48	x		6.1859	-2.74
Tue	07/07/15	236.83242	1.01501	173	3.0317		x	0.1444	4.31	x		6.2039	-2.57
Wed	07/08/15	236.87132	1.01517	174	3.0497		x	0.1264	4.15	x		6.2219	-2.41
Thu	07/09/15	236.91023	1.01534	175	3.0678		x	0.1083	3.98	x		6.2400	-2.24
Fri	07/10/15	236.94913	1.01551	176	3.0858		x	0.0903	3.81	x		6.2580	-2.07
Mon	07/13/15	237.06584	1.01601	179	3.1399		x	0.0362	3.31	x		6.3121	-1.57
Tue	07/14/15	237.10474	1.01618	180	3.1580		x	0.0181	3.14	x		6.3302	-1.40
Wed	07/15/15	237.14365	1.01634	0	0.0000			0.0000	2.98	x	x	6.3483	-1.24
Thu	07/16/15	237.18255	1.01651	1	0.0173			-0.0173	2.81	x	x	6.3656	-1.07
Fri	07/17/15	237.22145	1.01668	2	0.0345			-0.0345	2.64	x	x	6.3828	-0.90
Mon	07/20/15	237.33816	1.01718	5	0.0864			-0.0864	2.14	x	x	6.4347	-0.40
Tue	07/21/15	237.37706	1.01734	6	0.1037			-0.1037	1.98	x	x	6.4520	-0.24
Wed	07/22/15	237.41597	1.01751	7	0.1210			-0.1210	1.81	x	x	6.4693	-0.07
Thu	07/23/15	237.45487	1.01768	8	0.1383			-0.1383	1.64	x	x	6.4866	0.10
Fri	07/24/15	237.49377	1.01784	9	0.1556			-0.1556	1.48	x	x	6.5039	0.26
Mon	07/27/15	237.61048	1.01834	12	0.2075			-0.2075	0.98	x	x	6.5558	0.76
Tue	07/28/15	237.64939	1.01851	13	0.2249			-0.2249	0.81	x	x	6.5732	0.93
Wed	07/29/15	237.68829	1.01868	14	0.2422			-0.2422	0.64	x	x	6.5905	1.10
Thu	07/30/15	237.72719	1.01884	15	0.2596			-0.2596	0.48	x	x	6.6079	1.26
Fri	07/31/15	237.76610	1.01901	16	0.2769			-0.2769	0.31	x	x	6.6252	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	1.01941	19	0.3290			-0.3290	-0.09	x	x	6.6773	1.83
Tue	08/04/15	237.88561	1.01952	20	0.3463			-0.3463	-0.20	x	x	6.6946	1.94
Wed	08/05/15	237.91248	1.01964	21	0.3637			-0.3637	-0.32	x	x	6.7120	2.06
Thu	08/06/15	237.93935	1.01975	22	0.3810			-0.3810	-0.43	x	x	6.7293	2.17
Fri	08/07/15	237.96623	1.01987	23	0.3984			-0.3984	-0.55	x	x	6.7467	2.29
Mon	08/10/15	238.04684	1.02021	26	0.4505			-0.4505	-0.89	x	x	6.7988	2.63
Tue	08/11/15	238.07371	1.02033	27	0.4679			-0.4679	-1.01	x	x	6.8162	2.75
Wed	08/12/15	238.10058	1.02044	28	0.4853			-0.4853	-1.12	x	x	6.8336	2.86
Thu	08/13/15	238.12745	1.02056	29	0.5027			-0.5027	-1.24	x	x	6.8510	2.98
Fri	08/14/15	238.15432	1.02067	30	0.5200			-0.5200	-1.35	x	x	6.8683	3.09
Mon	08/17/15	238.23494	1.02102	33	0.5722			-0.5722	-1.70	x	x	6.9205	3.44
Tue	08/18/15	238.26181	1.02113	34	0.5896			-0.5896	-1.81	x	x	6.9379	3.55
Wed	08/19/15	238.28868	1.02125	35	0.6071			-0.6071	-1.93	x	x	6.9554	3.67
Thu	08/20/15	238.31555	1.02136	36	0.6245			-0.6245	-2.04	x	x	6.9728	3.78
Fri	08/21/15	238.34242	1.02148	37	0.6419			-0.6419	-2.16	x	x	6.9902	3.90
Mon	08/24/15	238.42303	1.02183	40	0.6942			-0.6942	-2.51	x	x	7.0425	4.25
Tue	08/25/15	238.44990	1.02194	41	0.7116			-0.7116	-2.62	x	x	7.0599	4.36
Wed	08/26/15	238.47677	1.02206	42	0.7291			-0.7291	-2.74	x	x	7.0774	4.48
Thu	08/27/15	238.50365	1.02217	43	0.7465			-0.7465	-2.85	x	x	7.0948	4.59
Fri	08/28/15	238.53052	1.02229	44	0.7639			-0.7639	-2.97	x	x	7.1122	4.71
Mon	08/31/15	238.61113	1.02263	47	0.8163			-0.8163	-3.31	x	x	7.1646	5.05
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	1.02275	48	0.8338			-0.8338	-3.43	x	x	7.1821	5.17
Wed	09/02/15	238.63853	1.02275	49	0.8511			-0.8511	-3.43	x	x	7.1994	5.17
Thu	09/03/15	238.63907	1.02275	50	0.8685			-0.8685	-3.43	x	x	7.2168	5.17
Fri	09/04/15	238.63960	1.02275	51	0.8859			-0.8859	-3.43	x	x	7.2342	5.17
Mon	09/07/15	238.64120	1.02276	54	0.9380			-0.9380	-3.44	x	x	7.2863	5.18
Tue	09/08/15	238.64173	1.02276	55	0.9554			-0.9554	-3.44	x	x	7.3037	5.18
Wed	09/09/15	238.64227	1.02276	56	0.9727			-0.9727	-3.44	x	x	7.3210	5.18
Thu	09/10/15	238.64280	1.02277	57	0.9901			-0.9901	-3.45	x	x	7.3384	5.19
Fri	09/11/15	238.64333	1.02277	58	1.0075			-1.0075	-3.45	x	x	7.3558	5.19
Mon	09/14/15	238.64493	1.02278	61	1.0596			-1.0596	-3.46	x	x	7.4079	5.20
Tue	09/15/15	238.64547	1.02278	62	1.0770			-1.0770	-3.46	x	x	7.4253	5.20
Wed	09/16/15	238.64600	1.02278	63	1.0943			-1.0943	-3.46	x	x	7.4426	5.20
Thu	09/17/15	238.64653	1.02278	64	1.1117			-1.1117	-3.46	x	x	7.4600	5.20
Fri	09/18/15	238.64707	1.02279	65	1.1291			-1.1291	-3.47	x	x	7.4774	5.21
Mon	09/21/15	238.64867	1.02279	68	1.1812			-1.1812	-3.47	x	x	7.5295	5.21
Tue	09/22/15	238.64920	1.02279	69	1.1986			-1.1986	-3.47	x	x	7.5469	5.21
Wed	09/23/15	238.64973	1.02280	70	1.2160			-1.2160	-3.48	x	x	7.5643	5.22
Thu	09/24/15	238.65027	1.02280	71	1.2333			-1.2333	-3.48	x	x	7.5816	5.22
Fri	09/25/15	238.65080	1.02280	72	1.2507			-1.2507	-3.48	x	x	7.5990	5.22
Mon	09/28/15	238.65240	1.02281	75	1.3028			-1.3028	-3.49	x	x	7.6511	5.23
Tue	09/29/15	238.65293	1.02281	76	1.3202			-1.3202	-3.49	x	x	7.6685	5.23
Wed	09/30/15	238.65347	1.02281	77	1.3376			-1.3376	-3.49	x	x	7.6859	5.23
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	10/01/15	238.65400	1.02281	78	1.3549			-1.3549	-3.49	x	x	7.7032	5.23
Fri	10/02/15	238.64310	1.02277	79	1.3723			-1.3723	-3.45	x	x	7.7206	5.19
Mon	10/05/15	238.61039	1.02263	82	1.4242			-1.4242	-3.31	x	x	7.7725	5.05
Tue	10/06/15	238.59948	1.02258	83	1.4415			-1.4415	-3.26	x	x	7.7898	5.00
Wed	10/07/15	238.58858	1.02253	84	1.4588			-1.4588	-3.21	x	x	7.8071	4.95
Thu	10/08/15	238.57768	1.02249	85	1.4761			-1.4761	-3.17	x	x	7.8244	4.91
Fri	10/09/15	238.56677	1.02244	86	1.4934			-1.4934	-3.12	x	x	7.8417	4.86
Mon	10/12/15	238.53406	1.02230	89	1.5453			-1.5453	-2.98	x	x	7.8936	4.72
Tue	10/13/15	238.52316	1.02225	90	1.5625			-1.5625	-2.93	x	x	7.9108	4.67
Wed	10/14/15	238.51226	1.02221	91	1.5798			-1.5798	-2.89	x	x	7.9281	4.63
Thu	10/15/15	238.50135	1.02216	92	1.5971			-1.5971	-2.84	x	x	7.9454	4.58
Fri	10/16/15	238.49045	1.02211	93	1.6144			-1.6144	-2.79	x	x	7.9627	4.53
Mon	10/19/15	238.45774	1.02197	96	1.6663			-1.6663	-2.65	x	x	8.0146	4.39
Tue	10/20/15	238.44684	1.02193	97	1.6835			-1.6835	-2.61	x	x	8.0318	4.35
Wed	10/21/15	238.43594	1.02188	98	1.7008			-1.7008	-2.56	x	x	8.0491	4.30
Thu	10/22/15	238.42503	1.02183	99	1.7181			-1.7181	-2.51	x	x	8.0664	4.25
Fri	10/23/15	238.41413	1.02179	100	1.7354			-1.7354	-2.47	x	x	8.0837	4.21
Mon	10/26/15	238.38142	1.02165	103	1.7872			-1.7872	-2.33	x	x	8.1355	4.07
Tue	10/27/15	238.37052	1.02160	104	1.8045			-1.8045	-2.28	x	x	8.1528	4.02
Wed	10/28/15	238.35961	1.02155	105	1.8217			-1.8217	-2.23	x	x	8.1700	3.97
Thu	10/29/15	238.34871	1.02151	106	1.8390			-1.8390	-2.19	x	x	8.1873	3.93
Fri	10/30/15	238.33781	1.02146	107	1.8563			-1.8563	-2.14	x	x	8.2046	3.88
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	1.02131	110	1.9080			-1.9080	-1.99	x	x	8.2563	3.73
Tue	11/03/15	238.29127	1.02126	111	1.9253			-1.9253	-1.94	x	x	8.2736	3.68
Wed	11/04/15	238.27890	1.02121	112	1.9425			-1.9425	-1.89	x	x	8.2908	3.63
Thu	11/05/15	238.26653	1.02115	113	1.9597			-1.9597	-1.83	x	x	8.3080	3.57
Fri	11/06/15	238.25417	1.02110	114	1.9770			-1.9770	-1.78	x	x	8.3253	3.52
Mon	11/09/15	238.21707	1.02094	117	2.0287			-2.0287	-1.62	x	x	8.3770	3.36
Tue	11/10/15	238.20470	1.02089	118	2.0459			-2.0459	-1.57	x	x	8.3942	3.31
Wed	11/11/15	238.19233	1.02084	119	2.0632			-2.0632	-1.52	x	x	8.4115	3.26
Thu	11/12/15	238.17997	1.02078	120	2.0804			-2.0804	-1.46	x	x	8.4287	3.20
Fri	11/13/15	238.16760	1.02073	121	2.0976			-2.0976	-1.41	x	x	8.4459	3.15
Mon	11/16/15	238.13050	1.02057	124	2.1493			-2.1493	-1.25	x	x	8.4976	2.99
Tue	11/17/15	238.11813	1.02052	125	2.1665			-2.1665	-1.20	x	x	8.5148	2.94
Wed	11/18/15	238.10577	1.02047	126	2.1838			-2.1838	-1.15	x	x	8.5321	2.89
Thu	11/19/15	238.09340	1.02041	127	2.2010			-2.2010	-1.09	x	x	8.5493	2.83
Fri	11/20/15	238.08103	1.02036	128	2.2182			-2.2182	-1.04	x	x	8.5665	2.78
Mon	11/23/15	238.04393	1.02020	131	2.2698			-2.2698	-0.88	x	x	8.6181	2.62
Tue	11/24/15	238.03157	1.02015	132	2.2870			-2.2870	-0.83	x	x	8.6353	2.57
Wed	11/25/15	238.01920	1.02009	133	2.3042			-2.3042	-0.77	x	x	8.6525	2.51
Thu	11/26/15	238.00683	1.02004	134	2.3214			-2.3214	-0.72	x	x	8.6697	2.46
Fri	11/27/15	237.99447	1.01999	135	2.3386			-2.3386	-0.67	x	x	8.6869	2.41
Mon	11/30/15	237.95737	1.01983	138	2.3902			-2.3902	-0.51	x	x	8.7385	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	1.01978	139	2.4074			-2.4074	-0.46	x	x	8.7557	2.20
Wed	12/02/15	237.94155	1.01976	140	2.4247			-2.4247	-0.44	x	x	8.7730	2.18
Thu	12/03/15	237.93810	1.01975	141	2.4420			-2.4420	-0.43	x	x	8.7903	2.17
Fri	12/04/15	237.93465	1.01973	142	2.4593			-2.4593	-0.41	x	x	8.8076	2.15
Mon	12/07/15	237.92429	1.01969	145	2.5111			-2.5111	-0.37	x	x	8.8594	2.11
Tue	12/08/15	237.92084	1.01967	146	2.5284			-2.5284	-0.35	x	x	8.8767	2.09
Wed	12/09/15	237.91739	1.01966	147	2.5457			-2.5457	-0.34	x	x	8.8940	2.08
Thu	12/10/15	237.91394	1.01964	148	2.5630			-2.5630	-0.32	x	x	8.9113	2.06
Fri	12/11/15	237.91048	1.01963	149	2.5802			-2.5802	-0.31	x	x	8.9285	2.05
Mon	12/14/15	237.90013	1.01958	152	2.6321			-2.6321	-0.26	x	x	8.9804	2.00
Tue	12/15/15	237.89668	1.01957	153	2.6494			-2.6494	-0.25	x	x	8.9977	1.99
Wed	12/16/15	237.89323	1.01955	154	2.6666			-2.6666	-0.23	x	x	9.0149	1.97
Thu	12/17/15	237.88977	1.01954	155	2.6839			-2.6839	-0.22	x	x	9.0322	1.96
Fri	12/18/15	237.88632	1.01952	156	2.7012			-2.7012	-0.20	x	x	9.0495	1.94
Mon	12/21/15	237.87597	1.01948	159	2.7530			-2.7530	-0.16	x	x	9.1013	1.90
Tue	12/22/15	237.87252	1.01947	160	2.7703			-2.7703	-0.15	x	x	9.1186	1.89
Wed	12/23/15	237.86906	1.01945	161	2.7876			-2.7876	-0.13	x	x	9.1359	1.87
Thu	12/24/15	237.86561	1.01944	162	2.8048			-2.8048	-0.12	x	x	9.1531	1.86
Fri	12/25/15	237.86216	1.01942	163	2.8221			-2.8221	-0.10	x	x	9.1704	1.84
Mon	12/28/15	237.85181	1.01938	166	2.8739			-2.8739	-0.06	x	x	9.2222	1.80
Tue	12/29/15	237.84835	1.01936	167	2.8912			-2.8912	-0.04	x	x	9.2395	1.78
Wed	12/30/15	237.84490	1.01935	168	2.9085			-2.9085	-0.03	x	x	9.2568	1.77
Thu	12/31/15	237.84145	1.01933	169	2.9257			-2.9257	-0.01	x	x	9.2740	1.75
Fri	01/01/16	237.83800	1.01932

Generated 12/15/15 09:28