1.375% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2044

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

CUSIP Number	912810RF7	Interest 02/15/15 (184 days)	$6.9464
Dated Date	February 15, 2014	Interest 08/15/15 (181 days)	$7.0261
Ref CPI on Dated Date	233.05900	Interest Total	$13.9725
Original Issue Date	February 28, 2014	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	1.01877	139	5.2911	x	x	8.6814	1.74			5.2911	0.00
Fri	01/02/15	237.39165	1.01859	140	5.3282	x	x	8.6443	1.92			5.3282	-0.18
Mon	01/05/15	237.26758	1.01806	143	5.4396	x	x	8.5329	2.45			5.4396	-0.71
Tue	01/06/15	237.22623	1.01788	144	5.4766	x	x	8.4959	2.63			5.4766	-0.89
Wed	01/07/15	237.18487	1.01770	145	5.5137	x	x	8.4588	2.81			5.5137	-1.07
Thu	01/08/15	237.14352	1.01753	146	5.5508	x	x	8.4217	2.98			5.5508	-1.24
Fri	01/09/15	237.10216	1.01735	147	5.5878	x	x	8.3847	3.16			5.5878	-1.42
Mon	01/12/15	236.97810	1.01682	150	5.6989	x	x	8.2736	3.69			5.6989	-1.95
Tue	01/13/15	236.93674	1.01664	151	5.7359	x	x	8.2366	3.87			5.7359	-2.13
Wed	01/14/15	236.89539	1.01646	152	5.7728	x	x	8.1997	4.05			5.7728	-2.31
Thu	01/15/15	236.85403	1.01628	153	5.8098	x	x	8.1627	4.23			5.8098	-2.49
Fri	01/16/15	236.81268	1.01611	154	5.8468	x	x	8.1257	4.40			5.8468	-2.66
Mon	01/19/15	236.68861	1.01557	157	5.9575	x	x	8.0150	4.94			5.9575	-3.20
Tue	01/20/15	236.64726	1.01540	158	5.9944	x	x	7.9781	5.11			5.9944	-3.37
Wed	01/21/15	236.60590	1.01522	159	6.0313	x	x	7.9412	5.29			6.0313	-3.55
Thu	01/22/15	236.56455	1.01504	160	6.0682	x	x	7.9043	5.47			6.0682	-3.73
Fri	01/23/15	236.52319	1.01486	161	6.1050	x	x	7.8675	5.65			6.1050	-3.91
Mon	01/26/15	236.39913	1.01433	164	6.2155	x	x	7.7570	6.18			6.2155	-4.44
Tue	01/27/15	236.35777	1.01415	165	6.2523	x	x	7.7202	6.36			6.2523	-4.62
Wed	01/28/15	236.31642	1.01398	166	6.2892	x	x	7.6833	6.53			6.2892	-4.79
Thu	01/29/15	236.27506	1.01380	167	6.3259	x	x	7.6466	6.71			6.3259	-4.97
Fri	01/30/15	236.23371	1.01362	168	6.3627	x	x	7.6098	6.89			6.3627	-5.15
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	1.01306	171	6.4727	x	x	7.4998	7.45			6.4727	-5.71
Tue	02/03/15	236.05536	1.01286	172	6.5093	x	x	7.4632	7.65			6.5093	-5.91
Wed	02/04/15	236.00754	1.01265	173	6.5458	x	x	7.4267	7.86			6.5458	-6.12
Thu	02/05/15	235.95971	1.01245	174	6.5823	x	x	7.3902	8.06			6.5823	-6.32
Fri	02/06/15	235.91189	1.01224	175	6.6188	x	x	7.3537	8.27			6.6188	-6.53
Mon	02/09/15	235.76843	1.01163	178	6.7282	x	x	7.2443	8.88			6.7282	-7.14
Tue	02/10/15	235.72061	1.01142	179	6.7646	x	x	7.2079	9.09			6.7646	-7.35
Wed	02/11/15	235.67279	1.01122	180	6.8010	x	x	7.1715	9.29			6.8010	-7.55
Thu	02/12/15	235.62496	1.01101	181	6.8374	x	x	7.1351	9.50			6.8374	-7.76
Fri	02/13/15	235.57714	1.01080	182	6.8737	x	x	7.0988	9.71			6.8737	-7.97
Sun	02/15/15	235.48150	1.01039	0	0.0000		x	7.0261	10.12	x		6.9464	-8.38
Mon	02/16/15	235.43368	1.01019	1	0.0384		x	6.9877	10.32	x		6.9848	-8.58
Tue	02/17/15	235.38586	1.00998	2	0.0767		x	6.9494	10.53	x		7.0231	-8.79
Wed	02/18/15	235.33804	1.00978	3	0.1151		x	6.9110	10.73	x		7.0615	-8.99
Thu	02/19/15	235.29021	1.00957	4	0.1534		x	6.8727	10.94	x		7.0998	-9.20
Fri	02/20/15	235.24239	1.00937	5	0.1917		x	6.8344	11.14	x		7.1381	-9.40
Mon	02/23/15	235.09893	1.00875	8	0.3065		x	6.7196	11.76	x		7.2529	-10.02
Tue	02/24/15	235.05111	1.00855	9	0.3448		x	6.6813	11.96	x		7.2912	-10.22
Wed	02/25/15	235.00329	1.00834	10	0.3830		x	6.6431	12.17	x		7.3294	-10.43
Thu	02/26/15	234.95546	1.00814	11	0.4212		x	6.6049	12.37	x		7.3676	-10.63
Fri	02/27/15	234.90764	1.00793	12	0.4594		x	6.5667	12.58	x		7.4058	-10.84
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	1.00737	15	0.5740		x	6.4521	13.14	x		7.5204	-11.40
Tue	03/03/15	234.74071	1.00722	16	0.6121		x	6.4140	13.29	x		7.5585	-11.55
Wed	03/04/15	234.70506	1.00706	17	0.6503		x	6.3758	13.45	x		7.5967	-11.71
Thu	03/05/15	234.66942	1.00691	18	0.6884		x	6.3377	13.60	x		7.6348	-11.86
Fri	03/06/15	234.63377	1.00676	19	0.7266		x	6.2995	13.75	x		7.6730	-12.01
Mon	03/09/15	234.52684	1.00630	22	0.8409		x	6.1852	14.21	x		7.7873	-12.47
Tue	03/10/15	234.49119	1.00615	23	0.8790		x	6.1471	14.36	x		7.8254	-12.62
Wed	03/11/15	234.45555	1.00599	24	0.9171		x	6.1090	14.52	x		7.8635	-12.78
Thu	03/12/15	234.41990	1.00584	25	0.9551		x	6.0710	14.67	x		7.9015	-12.93
Fri	03/13/15	234.38426	1.00569	26	0.9932		x	6.0329	14.82	x		7.9396	-13.08
Mon	03/16/15	234.27732	1.00523	29	1.1073		x	5.9188	15.28	x		8.0537	-13.54
Tue	03/17/15	234.24168	1.00507	30	1.1453		x	5.8808	15.44	x		8.0917	-13.70
Wed	03/18/15	234.20603	1.00492	31	1.1833		x	5.8428	15.59	x		8.1297	-13.85
Thu	03/19/15	234.17039	1.00477	32	1.2213		x	5.8048	15.74	x		8.1677	-14.00
Fri	03/20/15	234.13474	1.00462	33	1.2592		x	5.7669	15.89	x		8.2056	-14.15
Mon	03/23/15	234.02781	1.00416	36	1.3731		x	5.6530	16.35	x		8.3195	-14.61
Tue	03/24/15	233.99216	1.00400	37	1.4110		x	5.6151	16.51	x		8.3574	-14.77
Wed	03/25/15	233.95652	1.00385	38	1.4489		x	5.5772	16.66	x		8.3953	-14.92
Thu	03/26/15	233.92087	1.00370	39	1.4868		x	5.5393	16.81	x		8.4332	-15.07
Fri	03/27/15	233.88523	1.00355	40	1.5247		x	5.5014	16.96	x		8.4711	-15.22
Mon	03/30/15	233.77829	1.00309	43	1.6383		x	5.3878	17.42	x		8.5847	-15.68
Tue	03/31/15	233.74265	1.00293	44	1.6762		x	5.3499	17.58	x		8.6226	-15.84
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	1.00278	45	1.7140		x	5.3121	17.73	x		8.6604	-15.99
Thu	04/02/15	233.74083	1.00293	46	1.7524		x	5.2737	17.58	x		8.6988	-15.84
Fri	04/03/15	233.77467	1.00307	47	1.7907		x	5.2354	17.44	x		8.7371	-15.70
Mon	04/06/15	233.87617	1.00351	50	1.9058		x	5.1203	17.00	x		8.8522	-15.26
Tue	04/07/15	233.91000	1.00365	51	1.9442		x	5.0819	16.86	x		8.8906	-15.12
Wed	04/08/15	233.94383	1.00380	52	1.9826		x	5.0435	16.71	x		8.9290	-14.97
Thu	04/09/15	233.97767	1.00394	53	2.0211		x	5.0050	16.57	x		8.9675	-14.83
Fri	04/10/15	234.01150	1.00409	54	2.0595		x	4.9666	16.42	x		9.0059	-14.68
Mon	04/13/15	234.11300	1.00452	57	2.1748		x	4.8513	15.99	x		9.1212	-14.25
Tue	04/14/15	234.14683	1.00467	58	2.2133		x	4.8128	15.84	x		9.1597	-14.10
Wed	04/15/15	234.18067	1.00481	59	2.2518		x	4.7743	15.70	x		9.1982	-13.96
Thu	04/16/15	234.21450	1.00496	60	2.2903		x	4.7358	15.55	x		9.2367	-13.81
Fri	04/17/15	234.24833	1.00510	61	2.3288		x	4.6973	15.41	x		9.2752	-13.67
Mon	04/20/15	234.34983	1.00554	64	2.4444		x	4.5817	14.97	x		9.3908	-13.23
Tue	04/21/15	234.38367	1.00568	65	2.4829		x	4.5432	14.83	x		9.4293	-13.09
Wed	04/22/15	234.41750	1.00583	66	2.5215		x	4.5046	14.68	x		9.4679	-12.94
Thu	04/23/15	234.45133	1.00597	67	2.5601		x	4.4660	14.54	x		9.5065	-12.80
Fri	04/24/15	234.48517	1.00612	68	2.5987		x	4.4274	14.39	x		9.5451	-12.65
Mon	04/27/15	234.58667	1.00655	71	2.7145		x	4.3116	13.96	x		9.6609	-12.22
Tue	04/28/15	234.62050	1.00670	72	2.7531		x	4.2730	13.81	x		9.6995	-12.07
Wed	04/29/15	234.65433	1.00685	73	2.7918		x	4.2343	13.66	x		9.7382	-11.92
Thu	04/30/15	234.68817	1.00699	74	2.8304		x	4.1957	13.52	x		9.7768	-11.78
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	1.00714	75	2.8691		x	4.1570	13.37	x		9.8155	-11.63
Mon	05/04/15	234.85719	1.00772	78	2.9856		x	4.0405	12.79	x		9.9320	-11.05
Tue	05/05/15	234.90226	1.00791	79	3.0244		x	4.0017	12.60	x		9.9708	-10.86
Wed	05/06/15	234.94732	1.00810	80	3.0633		x	3.9628	12.41	x		10.0097	-10.67
Thu	05/07/15	234.99239	1.00830	81	3.1022		x	3.9239	12.21	x		10.0486	-10.47
Fri	05/08/15	235.03745	1.00849	82	3.1411		x	3.8850	12.02	x		10.0875	-10.28
Mon	05/11/15	235.17265	1.00907	85	3.2579		x	3.7682	11.44	x		10.2043	-9.70
Tue	05/12/15	235.21771	1.00926	86	3.2968		x	3.7293	11.25	x		10.2432	-9.51
Wed	05/13/15	235.26277	1.00946	87	3.3358		x	3.6903	11.05	x		10.2822	-9.31
Thu	05/14/15	235.30784	1.00965	88	3.3748		x	3.6513	10.86	x		10.3212	-9.12
Fri	05/15/15	235.35290	1.00984	89	3.4138		x	3.6123	10.67	x		10.3602	-8.93
Mon	05/18/15	235.48810	1.01042	92	3.5309		x	3.4952	10.09	x		10.4773	-8.35
Tue	05/19/15	235.53316	1.01062	93	3.5700		x	3.4561	9.89	x		10.5164	-8.15
Wed	05/20/15	235.57823	1.01081	94	3.6090		x	3.4171	9.70	x		10.5554	-7.96
Thu	05/21/15	235.62329	1.01100	95	3.6481		x	3.3780	9.51	x		10.5945	-7.77
Fri	05/22/15	235.66835	1.01120	96	3.6872		x	3.3389	9.31	x		10.6336	-7.57
Mon	05/25/15	235.80355	1.01178	99	3.8047		x	3.2214	8.73	x		10.7511	-6.99
Tue	05/26/15	235.84861	1.01197	100	3.8438		x	3.1823	8.54	x		10.7902	-6.80
Wed	05/27/15	235.89368	1.01216	101	3.8830		x	3.1431	8.35	x		10.8294	-6.61
Thu	05/28/15	235.93874	1.01236	102	3.9222		x	3.1039	8.15	x		10.8686	-6.41
Fri	05/29/15	235.98381	1.01255	103	3.9614		x	3.0647	7.96	x		10.9078	-6.22
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	1.01313	106	4.0791		x	2.9470	7.38	x		11.0255	-5.64
Tue	06/02/15	236.13500	1.01320	107	4.1179		x	2.9082	7.31	x		11.0643	-5.57
Wed	06/03/15	236.15100	1.01327	108	4.1566		x	2.8695	7.24	x		11.1030	-5.50
Thu	06/04/15	236.16700	1.01334	109	4.1954		x	2.8307	7.17	x		11.1418	-5.43
Fri	06/05/15	236.18300	1.01340	110	4.2342		x	2.7919	7.11	x		11.1806	-5.37
Mon	06/08/15	236.23100	1.01361	113	4.3505		x	2.6756	6.90	x		11.2969	-5.16
Tue	06/09/15	236.24700	1.01368	114	4.3893		x	2.6368	6.83	x		11.3357	-5.09
Wed	06/10/15	236.26300	1.01375	115	4.4282		x	2.5979	6.76	x		11.3746	-5.02
Thu	06/11/15	236.27900	1.01382	116	4.4670		x	2.5591	6.69	x		11.4134	-4.95
Fri	06/12/15	236.29500	1.01388	117	4.5057		x	2.5204	6.63	x		11.4521	-4.89
Mon	06/15/15	236.34300	1.01409	120	4.6222		x	2.4039	6.42	x		11.5686	-4.68
Tue	06/16/15	236.35900	1.01416	121	4.6611		x	2.3650	6.35	x		11.6075	-4.61
Wed	06/17/15	236.37500	1.01423	122	4.6999		x	2.3262	6.28	x		11.6463	-4.54
Thu	06/18/15	236.39100	1.01430	123	4.7388		x	2.2873	6.21	x		11.6852	-4.47
Fri	06/19/15	236.40700	1.01437	124	4.7776		x	2.2485	6.14	x		11.7240	-4.40
Mon	06/22/15	236.45500	1.01457	127	4.8942		x	2.1319	5.94	x		11.8406	-4.20
Tue	06/23/15	236.47100	1.01464	128	4.9331		x	2.0930	5.87	x		11.8795	-4.13
Wed	06/24/15	236.48700	1.01471	129	4.9719		x	2.0542	5.80	x		11.9183	-4.06
Thu	06/25/15	236.50300	1.01478	130	5.0108		x	2.0153	5.73	x		11.9572	-3.99
Fri	06/26/15	236.51900	1.01485	131	5.0497		x	1.9764	5.66	x		11.9961	-3.92
Mon	06/29/15	236.56700	1.01505	134	5.1664		x	1.8597	5.46	x		12.1128	-3.72
Tue	06/30/15	236.58300	1.01512	135	5.2053		x	1.8208	5.39	x		12.1517	-3.65
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	1.01519	136	5.2442		x	1.7819	5.32	x		12.1906	-3.58
Thu	07/02/15	236.63790	1.01536	137	5.2837		x	1.7424	5.15	x		12.2301	-3.41
Fri	07/03/15	236.67681	1.01552	138	5.3231		x	1.7030	4.99	x		12.2695	-3.25
Mon	07/06/15	236.79352	1.01602	141	5.4415		x	1.5846	4.49	x		12.3879	-2.75
Tue	07/07/15	236.83242	1.01619	142	5.4810		x	1.5451	4.32	x		12.4274	-2.58
Wed	07/08/15	236.87132	1.01636	143	5.5205		x	1.5056	4.15	x		12.4669	-2.41
Thu	07/09/15	236.91023	1.01652	144	5.5600		x	1.4661	3.99	x		12.5064	-2.25
Fri	07/10/15	236.94913	1.01669	145	5.5995		x	1.4266	3.82	x		12.5459	-2.08
Mon	07/13/15	237.06584	1.01719	148	5.7182		x	1.3079	3.32	x		12.6646	-1.58
Tue	07/14/15	237.10474	1.01736	149	5.7578		x	1.2683	3.15	x		12.7042	-1.41
Wed	07/15/15	237.14365	1.01753	150	5.7974		x	1.2287	2.98	x		12.7438	-1.24
Thu	07/16/15	237.18255	1.01769	151	5.8370		x	1.1891	2.82	x		12.7834	-1.08
Fri	07/17/15	237.22145	1.01786	152	5.8766		x	1.1495	2.65	x		12.8230	-0.91
Mon	07/20/15	237.33816	1.01836	155	5.9955		x	1.0306	2.15	x		12.9419	-0.41
Tue	07/21/15	237.37706	1.01853	156	6.0352		x	0.9909	1.98	x		12.9816	-0.24
Wed	07/22/15	237.41597	1.01869	157	6.0749		x	0.9512	1.82	x		13.0213	-0.08
Thu	07/23/15	237.45487	1.01886	158	6.1146		x	0.9115	1.65	x		13.0610	0.09
Fri	07/24/15	237.49377	1.01903	159	6.1543		x	0.8718	1.48	x		13.1007	0.26
Mon	07/27/15	237.61048	1.01953	162	6.2735		x	0.7526	0.98	x		13.2199	0.76
Tue	07/28/15	237.64939	1.01970	163	6.3133		x	0.7128	0.81	x		13.2597	0.93
Wed	07/29/15	237.68829	1.01986	164	6.3530		x	0.6731	0.65	x		13.2994	1.09
Thu	07/30/15	237.72719	1.02003	165	6.3928		x	0.6333	0.48	x		13.3392	1.26
Fri	07/31/15	237.76610	1.02020	166	6.4326		x	0.5935	0.31	x		13.3790	1.43
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	1.02059	169	6.5514		x	0.4747	-0.08	x		13.4978	1.82
Tue	08/04/15	237.88561	1.02071	170	6.5909		x	0.4352	-0.20	x		13.5373	1.94
Wed	08/05/15	237.91248	1.02083	171	6.6305		x	0.3956	-0.32	x		13.5769	2.06
Thu	08/06/15	237.93935	1.02094	172	6.6700		x	0.3561	-0.43	x		13.6164	2.17
Fri	08/07/15	237.96623	1.02106	173	6.7095		x	0.3166	-0.55	x		13.6559	2.29
Mon	08/10/15	238.04684	1.02140	176	6.8281		x	0.1980	-0.89	x		13.7745	2.63
Tue	08/11/15	238.07371	1.02152	177	6.8677		x	0.1584	-1.01	x		13.8141	2.75
Wed	08/12/15	238.10058	1.02163	178	6.9073		x	0.1188	-1.12	x		13.8537	2.86
Thu	08/13/15	238.12745	1.02175	179	6.9469		x	0.0792	-1.24	x		13.8933	2.98
Fri	08/14/15	238.15432	1.02186	180	6.9865		x	0.0396	-1.35	x		13.9329	3.09
Sat	08/15/15	238.18119	1.02198	0	0.0000			0.0000	-1.47	x	x	13.9725	3.21
Mon	08/17/15	238.23494	1.02221	2	0.0764			-0.0764	-1.70	x	x	14.0489	3.44
Tue	08/18/15	238.26181	1.02232	3	0.1146			-0.1146	-1.81	x	x	14.0871	3.55
Wed	08/19/15	238.28868	1.02244	4	0.1528			-0.1528	-1.93	x	x	14.1253	3.67
Thu	08/20/15	238.31555	1.02255	5	0.1910			-0.1910	-2.04	x	x	14.1635	3.78
Fri	08/21/15	238.34242	1.02267	6	0.2293			-0.2293	-2.16	x	x	14.2018	3.90
Mon	08/24/15	238.42303	1.02302	9	0.3440			-0.3440	-2.51	x	x	14.3165	4.25
Tue	08/25/15	238.44990	1.02313	10	0.3823			-0.3823	-2.62	x	x	14.3548	4.36
Wed	08/26/15	238.47677	1.02325	11	0.4206			-0.4206	-2.74	x	x	14.3931	4.48
Thu	08/27/15	238.50365	1.02336	12	0.4588			-0.4588	-2.85	x	x	14.4313	4.59
Fri	08/28/15	238.53052	1.02348	13	0.4971			-0.4971	-2.97	x	x	14.4696	4.71
Mon	08/31/15	238.61113	1.02382	16	0.6121			-0.6121	-3.31	x	x	14.5846	5.05
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	1.02394	17	0.6504			-0.6504	-3.43	x	x	14.6229	5.17
Wed	09/02/15	238.63853	1.02394	18	0.6887			-0.6887	-3.43	x	x	14.6612	5.17
Thu	09/03/15	238.63907	1.02394	19	0.7269			-0.7269	-3.43	x	x	14.6994	5.17
Fri	09/04/15	238.63960	1.02395	20	0.7652			-0.7652	-3.44	x	x	14.7377	5.18
Mon	09/07/15	238.64120	1.02395	23	0.8800			-0.8800	-3.44	x	x	14.8525	5.18
Tue	09/08/15	238.64173	1.02395	24	0.9182			-0.9182	-3.44	x	x	14.8907	5.18
Wed	09/09/15	238.64227	1.02396	25	0.9565			-0.9565	-3.45	x	x	14.9290	5.19
Thu	09/10/15	238.64280	1.02396	26	0.9947			-0.9947	-3.45	x	x	14.9672	5.19
Fri	09/11/15	238.64333	1.02396	27	1.0330			-1.0330	-3.45	x	x	15.0055	5.19
Mon	09/14/15	238.64493	1.02397	30	1.1478			-1.1478	-3.46	x	x	15.1203	5.20
Tue	09/15/15	238.64547	1.02397	31	1.1861			-1.1861	-3.46	x	x	15.1586	5.20
Wed	09/16/15	238.64600	1.02397	32	1.2243			-1.2243	-3.46	x	x	15.1968	5.20
Thu	09/17/15	238.64653	1.02397	33	1.2626			-1.2626	-3.46	x	x	15.2351	5.20
Fri	09/18/15	238.64707	1.02398	34	1.3008			-1.3008	-3.47	x	x	15.2733	5.21
Mon	09/21/15	238.64867	1.02398	37	1.4156			-1.4156	-3.47	x	x	15.3881	5.21
Tue	09/22/15	238.64920	1.02399	38	1.4539			-1.4539	-3.48	x	x	15.4264	5.22
Wed	09/23/15	238.64973	1.02399	39	1.4922			-1.4922	-3.48	x	x	15.4647	5.22
Thu	09/24/15	238.65027	1.02399	40	1.5304			-1.5304	-3.48	x	x	15.5029	5.22
Fri	09/25/15	238.65080	1.02399	41	1.5687			-1.5687	-3.48	x	x	15.5412	5.22
Mon	09/28/15	238.65240	1.02400	44	1.6835			-1.6835	-3.49	x	x	15.6560	5.23
Tue	09/29/15	238.65293	1.02400	45	1.7217			-1.7217	-3.49	x	x	15.6942	5.23
Wed	09/30/15	238.65347	1.02400	46	1.7600			-1.7600	-3.49	x	x	15.7325	5.23
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	1.02401	47	1.7983			-1.7983	-3.50	x	x	15.7708	5.24
Fri	10/02/15	238.64310	1.02396	48	1.8365			-1.8365	-3.45	x	x	15.8090	5.19
Mon	10/05/15	238.61039	1.02382	51	1.9510			-1.9510	-3.31	x	x	15.9235	5.05
Tue	10/06/15	238.59948	1.02377	52	1.9891			-1.9891	-3.26	x	x	15.9616	5.00
Wed	10/07/15	238.58858	1.02373	53	2.0273			-2.0273	-3.22	x	x	15.9998	4.96
Thu	10/08/15	238.57768	1.02368	54	2.0654			-2.0654	-3.17	x	x	16.0379	4.91
Fri	10/09/15	238.56677	1.02363	55	2.1036			-2.1036	-3.12	x	x	16.0761	4.86
Mon	10/12/15	238.53406	1.02349	58	2.2180			-2.2180	-2.98	x	x	16.1905	4.72
Tue	10/13/15	238.52316	1.02345	59	2.2562			-2.2562	-2.94	x	x	16.2287	4.68
Wed	10/14/15	238.51226	1.02340	60	2.2943			-2.2943	-2.89	x	x	16.2668	4.63
Thu	10/15/15	238.50135	1.02335	61	2.3324			-2.3324	-2.84	x	x	16.3049	4.58
Fri	10/16/15	238.49045	1.02331	62	2.3706			-2.3706	-2.80	x	x	16.3431	4.54
Mon	10/19/15	238.45774	1.02316	65	2.4849			-2.4849	-2.65	x	x	16.4574	4.39
Tue	10/20/15	238.44684	1.02312	66	2.5230			-2.5230	-2.61	x	x	16.4955	4.35
Wed	10/21/15	238.43594	1.02307	67	2.5612			-2.5612	-2.56	x	x	16.5337	4.30
Thu	10/22/15	238.42503	1.02302	68	2.5992			-2.5992	-2.51	x	x	16.5717	4.25
Fri	10/23/15	238.41413	1.02298	69	2.6374			-2.6374	-2.47	x	x	16.6099	4.21
Mon	10/26/15	238.38142	1.02284	72	2.7517			-2.7517	-2.33	x	x	16.7242	4.07
Tue	10/27/15	238.37052	1.02279	73	2.7897			-2.7897	-2.28	x	x	16.7622	4.02
Wed	10/28/15	238.35961	1.02274	74	2.8278			-2.8278	-2.23	x	x	16.8003	3.97
Thu	10/29/15	238.34871	1.02270	75	2.8659			-2.8659	-2.19	x	x	16.8384	3.93
Fri	10/30/15	238.33781	1.02265	76	2.9040			-2.9040	-2.14	x	x	16.8765	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
Mon	11/02/15	238.30363	1.02250	79	3.0182			-3.0182	-1.99	x	x	16.9907	3.73
Tue	11/03/15	238.29127	1.02245	80	3.0562			-3.0562	-1.94	x	x	17.0287	3.68
Wed	11/04/15	238.27890	1.02240	81	3.0943			-3.0943	-1.89	x	x	17.0668	3.63
Thu	11/05/15	238.26653	1.02234	82	3.1323			-3.1323	-1.83	x	x	17.1048	3.57
Fri	11/06/15	238.25417	1.02229	83	3.1703			-3.1703	-1.78	x	x	17.1428	3.52
Mon	11/09/15	238.21707	1.02213	86	3.2844			-3.2844	-1.62	x	x	17.2569	3.36
Tue	11/10/15	238.20470	1.02208	87	3.3225			-3.3225	-1.57	x	x	17.2950	3.31
Wed	11/11/15	238.19233	1.02203	88	3.3605			-3.3605	-1.52	x	x	17.3330	3.26
Thu	11/12/15	238.17997	1.02197	89	3.3985			-3.3985	-1.46	x	x	17.3710	3.20
Fri	11/13/15	238.16760	1.02192	90	3.4365			-3.4365	-1.41	x	x	17.4090	3.15
Mon	11/16/15	238.13050	1.02176	93	3.5505			-3.5505	-1.25	x	x	17.5230	2.99
Tue	11/17/15	238.11813	1.02171	94	3.5885			-3.5885	-1.20	x	x	17.5610	2.94
Wed	11/18/15	238.10577	1.02165	95	3.6264			-3.6264	-1.14	x	x	17.5989	2.88
Thu	11/19/15	238.09340	1.02160	96	3.6644			-3.6644	-1.09	x	x	17.6369	2.83
Fri	11/20/15	238.08103	1.02155	97	3.7024			-3.7024	-1.04	x	x	17.6749	2.78
Mon	11/23/15	238.04393	1.02139	100	3.8163			-3.8163	-0.88	x	x	17.7888	2.62
Tue	11/24/15	238.03157	1.02134	101	3.8543			-3.8543	-0.83	x	x	17.8268	2.57
Wed	11/25/15	238.01920	1.02128	102	3.8922			-3.8922	-0.77	x	x	17.8647	2.51
Thu	11/26/15	238.00683	1.02123	103	3.9302			-3.9302	-0.72	x	x	17.9027	2.46
Fri	11/27/15	237.99447	1.02118	104	3.9682			-3.9682	-0.67	x	x	17.9407	2.41
Mon	11/30/15	237.95737	1.02102	107	4.0820			-4.0820	-0.51	x	x	18.0545	2.25
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	1.02096	108	4.1199			-4.1199	-0.45	x	x	18.0924	2.19
Wed	12/02/15	237.94155	1.02095	109	4.1580			-4.1580	-0.44	x	x	18.1305	2.18
Thu	12/03/15	237.93810	1.02094	110	4.1961			-4.1961	-0.43	x	x	18.1686	2.17
Fri	12/04/15	237.93465	1.02092	111	4.2342			-4.2342	-0.41	x	x	18.2067	2.15
Mon	12/07/15	237.92429	1.02088	114	4.3484			-4.3484	-0.37	x	x	18.3209	2.11
Tue	12/08/15	237.92084	1.02086	115	4.3865			-4.3865	-0.35	x	x	18.3590	2.09
Wed	12/09/15	237.91739	1.02085	116	4.4246			-4.4246	-0.34	x	x	18.3971	2.08
Thu	12/10/15	237.91394	1.02083	117	4.4627			-4.4627	-0.32	x	x	18.4352	2.06
Fri	12/11/15	237.91048	1.02082	118	4.5008			-4.5008	-0.31	x	x	18.4733	2.05
Mon	12/14/15	237.90013	1.02077	121	4.6150			-4.6150	-0.26	x	x	18.5875	2.00
Tue	12/15/15	237.89668	1.02076	122	4.6531			-4.6531	-0.25	x	x	18.6256	1.99
Wed	12/16/15	237.89323	1.02074	123	4.6911			-4.6911	-0.23	x	x	18.6636	1.97
Thu	12/17/15	237.88977	1.02073	124	4.7292			-4.7292	-0.22	x	x	18.7017	1.96
Fri	12/18/15	237.88632	1.02071	125	4.7672			-4.7672	-0.20	x	x	18.7397	1.94
Mon	12/21/15	237.87597	1.02067	128	4.8815			-4.8815	-0.16	x	x	18.8540	1.90
Tue	12/22/15	237.87252	1.02065	129	4.9195			-4.9195	-0.14	x	x	18.8920	1.88
Wed	12/23/15	237.86906	1.02064	130	4.9576			-4.9576	-0.13	x	x	18.9301	1.87
Thu	12/24/15	237.86561	1.02062	131	4.9956			-4.9956	-0.11	x	x	18.9681	1.85
Fri	12/25/15	237.86216	1.02061	132	5.0337			-5.0337	-0.10	x	x	19.0062	1.84
Mon	12/28/15	237.85181	1.02056	135	5.1479			-5.1479	-0.05	x	x	19.1204	1.79
Tue	12/29/15	237.84835	1.02055	136	5.1859			-5.1859	-0.04	x	x	19.1584	1.78
Wed	12/30/15	237.84490	1.02054	137	5.2240			-5.2240	-0.03	x	x	19.1965	1.77
Thu	12/31/15	237.84145	1.02052	138	5.2621			-5.2621	-0.01	x	x	19.2346	1.75
Fri	01/01/16	237.83800	1.02051

Generated 12/15/15 09:28