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

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

CUSIP Number	912828SA9	Interest 01/15/15 (184 days)	$0.6541
Dated Date	January 15, 2012	Interest 07/15/15 (181 days)	$0.6549
Ref CPI on Dated Date	226.33474	Interest Total	$1.3090
Original Issue Date	January 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	1.04903	170	0.6058	x	x	0.7032	1.79			0.6058	0.00
Fri	01/02/15	237.39165	1.04885	171	0.6092	x	x	0.6998	1.97			0.6092	-0.18
Mon	01/05/15	237.26758	1.04830	174	0.6196	x	x	0.6894	2.52			0.6196	-0.73
Tue	01/06/15	237.22623	1.04812	175	0.6230	x	x	0.6860	2.70			0.6230	-0.91
Wed	01/07/15	237.18487	1.04794	176	0.6265	x	x	0.6825	2.88			0.6265	-1.09
Thu	01/08/15	237.14352	1.04776	177	0.6299	x	x	0.6791	3.06			0.6299	-1.27
Fri	01/09/15	237.10216	1.04757	178	0.6334	x	x	0.6756	3.25			0.6334	-1.46
Mon	01/12/15	236.97810	1.04702	181	0.6437	x	x	0.6653	3.80			0.6437	-2.01
Tue	01/13/15	236.93674	1.04684	182	0.6472	x	x	0.6618	3.98			0.6472	-2.19
Wed	01/14/15	236.89539	1.04666	183	0.6506	x	x	0.6584	4.16			0.6506	-2.37
Thu	01/15/15	236.85403	1.04648	0	0.0000		x	0.6549	4.34	x		0.6541	-2.55
Fri	01/16/15	236.81268	1.04629	1	0.0036		x	0.6513	4.53	x		0.6577	-2.74
Mon	01/19/15	236.68861	1.04575	4	0.0144		x	0.6405	5.07	x		0.6685	-3.28
Tue	01/20/15	236.64726	1.04556	5	0.0181		x	0.6368	5.26	x		0.6722	-3.47
Wed	01/21/15	236.60590	1.04538	6	0.0217		x	0.6332	5.44	x		0.6758	-3.65
Thu	01/22/15	236.56455	1.04520	7	0.0253		x	0.6296	5.62	x		0.6794	-3.83
Fri	01/23/15	236.52319	1.04501	8	0.0289		x	0.6260	5.81	x		0.6830	-4.02
Mon	01/26/15	236.39913	1.04447	11	0.0397		x	0.6152	6.35	x		0.6938	-4.56
Tue	01/27/15	236.35777	1.04428	12	0.0433		x	0.6116	6.54	x		0.6974	-4.75
Wed	01/28/15	236.31642	1.04410	13	0.0469		x	0.6080	6.72	x		0.7010	-4.93
Thu	01/29/15	236.27506	1.04392	14	0.0505		x	0.6044	6.90	x		0.7046	-5.11
Fri	01/30/15	236.23371	1.04374	15	0.0541		x	0.6008	7.08	x		0.7082	-5.29
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	1.04316	18	0.0648		x	0.5901	7.66	x		0.7189	-5.87
Tue	02/03/15	236.05536	1.04295	19	0.0684		x	0.5865	7.87	x		0.7225	-6.08
Wed	02/04/15	236.00754	1.04274	20	0.0720		x	0.5829	8.08	x		0.7261	-6.29
Thu	02/05/15	235.95971	1.04253	21	0.0756		x	0.5793	8.29	x		0.7297	-6.50
Fri	02/06/15	235.91189	1.04231	22	0.0792		x	0.5757	8.51	x		0.7333	-6.72
Mon	02/09/15	235.76843	1.04168	25	0.0899		x	0.5650	9.14	x		0.7440	-7.35
Tue	02/10/15	235.72061	1.04147	26	0.0935		x	0.5614	9.35	x		0.7476	-7.56
Wed	02/11/15	235.67279	1.04126	27	0.0971		x	0.5578	9.56	x		0.7512	-7.77
Thu	02/12/15	235.62496	1.04105	28	0.1007		x	0.5542	9.77	x		0.7548	-7.98
Fri	02/13/15	235.57714	1.04084	29	0.1042		x	0.5507	9.98	x		0.7583	-8.19
Mon	02/16/15	235.43368	1.04020	32	0.1149		x	0.5400	10.62	x		0.7690	-8.83
Tue	02/17/15	235.38586	1.03999	33	0.1185		x	0.5364	10.83	x		0.7726	-9.04
Wed	02/18/15	235.33804	1.03978	34	0.1221		x	0.5328	11.04	x		0.7762	-9.25
Thu	02/19/15	235.29021	1.03957	35	0.1256		x	0.5293	11.25	x		0.7797	-9.46
Fri	02/20/15	235.24239	1.03936	36	0.1292		x	0.5257	11.46	x		0.7833	-9.67
Mon	02/23/15	235.09893	1.03872	39	0.1399		x	0.5150	12.10	x		0.7940	-10.31
Tue	02/24/15	235.05111	1.03851	40	0.1434		x	0.5115	12.31	x		0.7975	-10.52
Wed	02/25/15	235.00329	1.03830	41	0.1470		x	0.5079	12.52	x		0.8011	-10.73
Thu	02/26/15	234.95546	1.03809	42	0.1506		x	0.5043	12.73	x		0.8047	-10.94
Fri	02/27/15	234.90764	1.03788	43	0.1541		x	0.5008	12.94	x		0.8082	-11.15
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	03/02/15	234.77635	1.03730	46	0.1648		x	0.4901	13.52	x		0.8189	-11.73
Tue	03/03/15	234.74071	1.03714	47	0.1683		x	0.4866	13.68	x		0.8224	-11.89
Wed	03/04/15	234.70506	1.03698	48	0.1719		x	0.4830	13.84	x		0.8260	-12.05
Thu	03/05/15	234.66942	1.03682	49	0.1754		x	0.4795	14.00	x		0.8295	-12.21
Fri	03/06/15	234.63377	1.03667	50	0.1790		x	0.4759	14.15	x		0.8331	-12.36
Mon	03/09/15	234.52684	1.03619	53	0.1896		x	0.4653	14.63	x		0.8437	-12.84
Tue	03/10/15	234.49119	1.03604	54	0.1932		x	0.4617	14.78	x		0.8473	-12.99
Wed	03/11/15	234.45555	1.03588	55	0.1967		x	0.4582	14.94	x		0.8508	-13.15
Thu	03/12/15	234.41990	1.03572	56	0.2003		x	0.4546	15.10	x		0.8544	-13.31
Fri	03/13/15	234.38426	1.03556	57	0.2038		x	0.4511	15.26	x		0.8579	-13.47
Mon	03/16/15	234.27732	1.03509	60	0.2145		x	0.4404	15.73	x		0.8686	-13.94
Tue	03/17/15	234.24168	1.03493	61	0.2180		x	0.4369	15.89	x		0.8721	-14.10
Wed	03/18/15	234.20603	1.03478	62	0.2215		x	0.4334	16.04	x		0.8756	-14.25
Thu	03/19/15	234.17039	1.03462	63	0.2251		x	0.4298	16.20	x		0.8792	-14.41
Fri	03/20/15	234.13474	1.03446	64	0.2286		x	0.4263	16.36	x		0.8827	-14.57
Mon	03/23/15	234.02781	1.03399	67	0.2392		x	0.4157	16.83	x		0.8933	-15.04
Tue	03/24/15	233.99216	1.03383	68	0.2428		x	0.4121	16.99	x		0.8969	-15.20
Wed	03/25/15	233.95652	1.03367	69	0.2463		x	0.4086	17.15	x		0.9004	-15.36
Thu	03/26/15	233.92087	1.03352	70	0.2498		x	0.4051	17.30	x		0.9039	-15.51
Fri	03/27/15	233.88523	1.03336	71	0.2533		x	0.4016	17.46	x		0.9074	-15.67
Mon	03/30/15	233.77829	1.03289	74	0.2639		x	0.3910	17.93	x		0.9180	-16.14
Tue	03/31/15	233.74265	1.03273	75	0.2675		x	0.3874	18.09	x		0.9216	-16.30
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	04/01/15	233.70700	1.03257	76	0.2710		x	0.3839	18.25	x		0.9251	-16.46
Thu	04/02/15	233.74083	1.03272	77	0.2746		x	0.3803	18.10	x		0.9287	-16.31
Fri	04/03/15	233.77467	1.03287	78	0.2782		x	0.3767	17.95	x		0.9323	-16.16
Mon	04/06/15	233.87617	1.03332	81	0.2890		x	0.3659	17.50	x		0.9431	-15.71
Tue	04/07/15	233.91000	1.03347	82	0.2926		x	0.3623	17.35	x		0.9467	-15.56
Wed	04/08/15	233.94383	1.03362	83	0.2962		x	0.3587	17.20	x		0.9503	-15.41
Thu	04/09/15	233.97767	1.03377	84	0.2999		x	0.3550	17.05	x		0.9540	-15.26
Fri	04/10/15	234.01150	1.03392	85	0.3035		x	0.3514	16.90	x		0.9576	-15.11
Mon	04/13/15	234.11300	1.03437	88	0.3143		x	0.3406	16.45	x		0.9684	-14.66
Tue	04/14/15	234.14683	1.03452	89	0.3179		x	0.3370	16.30	x		0.9720	-14.51
Wed	04/15/15	234.18067	1.03467	90	0.3215		x	0.3334	16.15	x		0.9756	-14.36
Thu	04/16/15	234.21450	1.03481	91	0.3252		x	0.3297	16.01	x		0.9793	-14.22
Fri	04/17/15	234.24833	1.03496	92	0.3288		x	0.3261	15.86	x		0.9829	-14.07
Mon	04/20/15	234.34983	1.03541	95	0.3397		x	0.3152	15.41	x		0.9938	-13.62
Tue	04/21/15	234.38367	1.03556	96	0.3433		x	0.3116	15.26	x		0.9974	-13.47
Wed	04/22/15	234.41750	1.03571	97	0.3469		x	0.3080	15.11	x		1.0010	-13.32
Thu	04/23/15	234.45133	1.03586	98	0.3505		x	0.3044	14.96	x		1.0046	-13.17
Fri	04/24/15	234.48517	1.03601	99	0.3542		x	0.3007	14.81	x		1.0083	-13.02
Mon	04/27/15	234.58667	1.03646	102	0.3651		x	0.2898	14.36	x		1.0192	-12.57
Tue	04/28/15	234.62050	1.03661	103	0.3687		x	0.2862	14.21	x		1.0228	-12.42
Wed	04/29/15	234.65433	1.03676	104	0.3723		x	0.2826	14.06	x		1.0264	-12.27
Thu	04/30/15	234.68817	1.03691	105	0.3760		x	0.2789	13.91	x		1.0301	-12.12
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	1.03706	106	0.3796		x	0.2753	13.76	x		1.0337	-11.97
Mon	05/04/15	234.85719	1.03765	109	0.3906		x	0.2643	13.17	x		1.0447	-11.38
Tue	05/05/15	234.90226	1.03785	110	0.3942		x	0.2607	12.97	x		1.0483	-11.18
Wed	05/06/15	234.94732	1.03805	111	0.3979		x	0.2570	12.77	x		1.0520	-10.98
Thu	05/07/15	234.99239	1.03825	112	0.4015		x	0.2534	12.57	x		1.0556	-10.78
Fri	05/08/15	235.03745	1.03845	113	0.4052		x	0.2497	12.37	x		1.0593	-10.58
Mon	05/11/15	235.17265	1.03905	116	0.4162		x	0.2387	11.77	x		1.0703	-9.98
Tue	05/12/15	235.21771	1.03925	117	0.4199		x	0.2350	11.57	x		1.0740	-9.78
Wed	05/13/15	235.26277	1.03945	118	0.4235		x	0.2314	11.37	x		1.0776	-9.58
Thu	05/14/15	235.30784	1.03965	119	0.4272		x	0.2277	11.17	x		1.0813	-9.38
Fri	05/15/15	235.35290	1.03984	120	0.4309		x	0.2240	10.98	x		1.0850	-9.19
Mon	05/18/15	235.48810	1.04044	123	0.4419		x	0.2130	10.38	x		1.0960	-8.59
Tue	05/19/15	235.53316	1.04064	124	0.4456		x	0.2093	10.18	x		1.0997	-8.39
Wed	05/20/15	235.57823	1.04084	125	0.4493		x	0.2056	9.98	x		1.1034	-8.19
Thu	05/21/15	235.62329	1.04104	126	0.4529		x	0.2020	9.78	x		1.1070	-7.99
Fri	05/22/15	235.66835	1.04124	127	0.4566		x	0.1983	9.58	x		1.1107	-7.79
Mon	05/25/15	235.80355	1.04184	130	0.4677		x	0.1872	8.98	x		1.1218	-7.19
Tue	05/26/15	235.84861	1.04203	131	0.4714		x	0.1835	8.79	x		1.1255	-7.00
Wed	05/27/15	235.89368	1.04223	132	0.4750		x	0.1799	8.59	x		1.1291	-6.80
Thu	05/28/15	235.93874	1.04243	133	0.4787		x	0.1762	8.39	x		1.1328	-6.60
Fri	05/29/15	235.98381	1.04263	134	0.4824		x	0.1725	8.19	x		1.1365	-6.40
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	1.04323	137	0.4935		x	0.1614	7.59	x		1.1476	-5.80
Tue	06/02/15	236.13500	1.04330	138	0.4972		x	0.1577	7.52	x		1.1513	-5.73
Wed	06/03/15	236.15100	1.04337	139	0.5008		x	0.1541	7.45	x		1.1549	-5.66
Thu	06/04/15	236.16700	1.04344	140	0.5044		x	0.1505	7.38	x		1.1585	-5.59
Fri	06/05/15	236.18300	1.04351	141	0.5081		x	0.1468	7.31	x		1.1622	-5.52
Mon	06/08/15	236.23100	1.04372	144	0.5190		x	0.1359	7.10	x		1.1731	-5.31
Tue	06/09/15	236.24700	1.04379	145	0.5226		x	0.1323	7.03	x		1.1767	-5.24
Wed	06/10/15	236.26300	1.04387	146	0.5263		x	0.1286	6.95	x		1.1804	-5.16
Thu	06/11/15	236.27900	1.04394	147	0.5299		x	0.1250	6.88	x		1.1840	-5.09
Fri	06/12/15	236.29500	1.04401	148	0.5335		x	0.1214	6.81	x		1.1876	-5.02
Mon	06/15/15	236.34300	1.04422	151	0.5445		x	0.1104	6.60	x		1.1986	-4.81
Tue	06/16/15	236.35900	1.04429	152	0.5481		x	0.1068	6.53	x		1.2022	-4.74
Wed	06/17/15	236.37500	1.04436	153	0.5518		x	0.1031	6.46	x		1.2059	-4.67
Thu	06/18/15	236.39100	1.04443	154	0.5554		x	0.0995	6.39	x		1.2095	-4.60
Fri	06/19/15	236.40700	1.04450	155	0.5590		x	0.0959	6.32	x		1.2131	-4.53
Mon	06/22/15	236.45500	1.04471	158	0.5700		x	0.0849	6.11	x		1.2241	-4.32
Tue	06/23/15	236.47100	1.04478	159	0.5736		x	0.0813	6.04	x		1.2277	-4.25
Wed	06/24/15	236.48700	1.04486	160	0.5773		x	0.0776	5.96	x		1.2314	-4.17
Thu	06/25/15	236.50300	1.04493	161	0.5809		x	0.0740	5.89	x		1.2350	-4.10
Fri	06/26/15	236.51900	1.04500	162	0.5846		x	0.0703	5.82	x		1.2387	-4.03
Mon	06/29/15	236.56700	1.04521	165	0.5955		x	0.0594	5.61	x		1.2496	-3.82
Tue	06/30/15	236.58300	1.04528	166	0.5992		x	0.0557	5.54	x		1.2533	-3.75
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	1.04535	167	0.6028		x	0.0521	5.47	x		1.2569	-3.68
Thu	07/02/15	236.63790	1.04552	168	0.6065		x	0.0484	5.30	x		1.2606	-3.51
Fri	07/03/15	236.67681	1.04569	169	0.6102		x	0.0447	5.13	x		1.2643	-3.34
Mon	07/06/15	236.79352	1.04621	172	0.6214		x	0.0335	4.61	x		1.2755	-2.82
Tue	07/07/15	236.83242	1.04638	173	0.6251		x	0.0298	4.44	x		1.2792	-2.65
Wed	07/08/15	236.87132	1.04655	174	0.6288		x	0.0261	4.27	x		1.2829	-2.48
Thu	07/09/15	236.91023	1.04672	175	0.6325		x	0.0224	4.10	x		1.2866	-2.31
Fri	07/10/15	236.94913	1.04690	176	0.6362		x	0.0187	3.92	x		1.2903	-2.13
Mon	07/13/15	237.06584	1.04741	179	0.6474		x	0.0075	3.41	x		1.3015	-1.62
Tue	07/14/15	237.10474	1.04758	180	0.6511		x	0.0038	3.24	x		1.3052	-1.45
Wed	07/15/15	237.14365	1.04776	0	0.0000			0.0000	3.06	x	x	1.3090	-1.27
Thu	07/16/15	237.18255	1.04793	1	0.0036			-0.0036	2.89	x	x	1.3126	-1.10
Fri	07/17/15	237.22145	1.04810	2	0.0071			-0.0071	2.72	x	x	1.3161	-0.93
Mon	07/20/15	237.33816	1.04862	5	0.0178			-0.0178	2.20	x	x	1.3268	-0.41
Tue	07/21/15	237.37706	1.04879	6	0.0214			-0.0214	2.03	x	x	1.3304	-0.24
Wed	07/22/15	237.41597	1.04896	7	0.0249			-0.0249	1.86	x	x	1.3339	-0.07
Thu	07/23/15	237.45487	1.04913	8	0.0285			-0.0285	1.69	x	x	1.3375	0.10
Fri	07/24/15	237.49377	1.04930	9	0.0321			-0.0321	1.52	x	x	1.3411	0.27
Mon	07/27/15	237.61048	1.04982	12	0.0428			-0.0428	1.00	x	x	1.3518	0.79
Tue	07/28/15	237.64939	1.04999	13	0.0464			-0.0464	0.83	x	x	1.3554	0.96
Wed	07/29/15	237.68829	1.05016	14	0.0499			-0.0499	0.66	x	x	1.3589	1.13
Thu	07/30/15	237.72719	1.05033	15	0.0535			-0.0535	0.49	x	x	1.3625	1.30
Fri	07/31/15	237.76610	1.05051	16	0.0571			-0.0571	0.31	x	x	1.3661	1.48
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	1.05092	19	0.0678			-0.0678	-0.10	x	x	1.3768	1.89
Tue	08/04/15	237.88561	1.05103	20	0.0714			-0.0714	-0.21	x	x	1.3804	2.00
Wed	08/05/15	237.91248	1.05115	21	0.0750			-0.0750	-0.33	x	x	1.3840	2.12
Thu	08/06/15	237.93935	1.05127	22	0.0786			-0.0786	-0.45	x	x	1.3876	2.24
Fri	08/07/15	237.96623	1.05139	23	0.0821			-0.0821	-0.57	x	x	1.3911	2.36
Mon	08/10/15	238.04684	1.05175	26	0.0929			-0.0929	-0.93	x	x	1.4019	2.72
Tue	08/11/15	238.07371	1.05187	27	0.0965			-0.0965	-1.05	x	x	1.4055	2.84
Wed	08/12/15	238.10058	1.05198	28	0.1001			-0.1001	-1.16	x	x	1.4091	2.95
Thu	08/13/15	238.12745	1.05210	29	0.1036			-0.1036	-1.28	x	x	1.4126	3.07
Fri	08/14/15	238.15432	1.05222	30	0.1072			-0.1072	-1.40	x	x	1.4162	3.19
Mon	08/17/15	238.23494	1.05258	33	0.1180			-0.1180	-1.76	x	x	1.4270	3.55
Tue	08/18/15	238.26181	1.05270	34	0.1216			-0.1216	-1.88	x	x	1.4306	3.67
Wed	08/19/15	238.28868	1.05282	35	0.1252			-0.1252	-2.00	x	x	1.4342	3.79
Thu	08/20/15	238.31555	1.05293	36	0.1288			-0.1288	-2.11	x	x	1.4378	3.90
Fri	08/21/15	238.34242	1.05305	37	0.1323			-0.1323	-2.23	x	x	1.4413	4.02
Mon	08/24/15	238.42303	1.05341	40	0.1431			-0.1431	-2.59	x	x	1.4521	4.38
Tue	08/25/15	238.44990	1.05353	41	0.1467			-0.1467	-2.71	x	x	1.4557	4.50
Wed	08/26/15	238.47677	1.05365	42	0.1503			-0.1503	-2.83	x	x	1.4593	4.62
Thu	08/27/15	238.50365	1.05377	43	0.1539			-0.1539	-2.95	x	x	1.4629	4.74
Fri	08/28/15	238.53052	1.05388	44	0.1575			-0.1575	-3.06	x	x	1.4665	4.85
Mon	08/31/15	238.61113	1.05424	47	0.1683			-0.1683	-3.42	x	x	1.4773	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
Tue	09/01/15	238.63800	1.05436	48	0.1719			-0.1719	-3.54	x	x	1.4809	5.33
Wed	09/02/15	238.63853	1.05436	49	0.1755			-0.1755	-3.54	x	x	1.4845	5.33
Thu	09/03/15	238.63907	1.05436	50	0.1791			-0.1791	-3.54	x	x	1.4881	5.33
Fri	09/04/15	238.63960	1.05437	51	0.1827			-0.1827	-3.55	x	x	1.4917	5.34
Mon	09/07/15	238.64120	1.05437	54	0.1934			-0.1934	-3.55	x	x	1.5024	5.34
Tue	09/08/15	238.64173	1.05438	55	0.1970			-0.1970	-3.56	x	x	1.5060	5.35
Wed	09/09/15	238.64227	1.05438	56	0.2006			-0.2006	-3.56	x	x	1.5096	5.35
Thu	09/10/15	238.64280	1.05438	57	0.2041			-0.2041	-3.56	x	x	1.5131	5.35
Fri	09/11/15	238.64333	1.05438	58	0.2077			-0.2077	-3.56	x	x	1.5167	5.35
Mon	09/14/15	238.64493	1.05439	61	0.2185			-0.2185	-3.57	x	x	1.5275	5.36
Tue	09/15/15	238.64547	1.05439	62	0.2221			-0.2221	-3.57	x	x	1.5311	5.36
Wed	09/16/15	238.64600	1.05439	63	0.2256			-0.2256	-3.57	x	x	1.5346	5.36
Thu	09/17/15	238.64653	1.05440	64	0.2292			-0.2292	-3.58	x	x	1.5382	5.37
Fri	09/18/15	238.64707	1.05440	65	0.2328			-0.2328	-3.58	x	x	1.5418	5.37
Mon	09/21/15	238.64867	1.05441	68	0.2435			-0.2435	-3.59	x	x	1.5525	5.38
Tue	09/22/15	238.64920	1.05441	69	0.2471			-0.2471	-3.59	x	x	1.5561	5.38
Wed	09/23/15	238.64973	1.05441	70	0.2507			-0.2507	-3.59	x	x	1.5597	5.38
Thu	09/24/15	238.65027	1.05441	71	0.2543			-0.2543	-3.59	x	x	1.5633	5.38
Fri	09/25/15	238.65080	1.05442	72	0.2579			-0.2579	-3.60	x	x	1.5669	5.39
Mon	09/28/15	238.65240	1.05442	75	0.2686			-0.2686	-3.60	x	x	1.5776	5.39
Tue	09/29/15	238.65293	1.05442	76	0.2722			-0.2722	-3.60	x	x	1.5812	5.39
Wed	09/30/15	238.65347	1.05443	77	0.2758			-0.2758	-3.61	x	x	1.5848	5.40
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	1.05443	78	0.2794			-0.2794	-3.61	x	x	1.5884	5.40
Fri	10/02/15	238.64310	1.05438	79	0.2829			-0.2829	-3.56	x	x	1.5919	5.35
Mon	10/05/15	238.61039	1.05424	82	0.2936			-0.2936	-3.42	x	x	1.6026	5.21
Tue	10/06/15	238.59948	1.05419	83	0.2972			-0.2972	-3.37	x	x	1.6062	5.16
Wed	10/07/15	238.58858	1.05414	84	0.3008			-0.3008	-3.32	x	x	1.6098	5.11
Thu	10/08/15	238.57768	1.05409	85	0.3043			-0.3043	-3.27	x	x	1.6133	5.06
Fri	10/09/15	238.56677	1.05404	86	0.3079			-0.3079	-3.22	x	x	1.6169	5.01
Mon	10/12/15	238.53406	1.05390	89	0.3186			-0.3186	-3.08	x	x	1.6276	4.87
Tue	10/13/15	238.52316	1.05385	90	0.3222			-0.3222	-3.03	x	x	1.6312	4.82
Wed	10/14/15	238.51226	1.05380	91	0.3257			-0.3257	-2.98	x	x	1.6347	4.77
Thu	10/15/15	238.50135	1.05375	92	0.3293			-0.3293	-2.93	x	x	1.6383	4.72
Fri	10/16/15	238.49045	1.05371	93	0.3329			-0.3329	-2.89	x	x	1.6419	4.68
Mon	10/19/15	238.45774	1.05356	96	0.3436			-0.3436	-2.74	x	x	1.6526	4.53
Tue	10/20/15	238.44684	1.05351	97	0.3471			-0.3471	-2.69	x	x	1.6561	4.48
Wed	10/21/15	238.43594	1.05347	98	0.3507			-0.3507	-2.65	x	x	1.6597	4.44
Thu	10/22/15	238.42503	1.05342	99	0.3542			-0.3542	-2.60	x	x	1.6632	4.39
Fri	10/23/15	238.41413	1.05337	100	0.3578			-0.3578	-2.55	x	x	1.6668	4.34
Mon	10/26/15	238.38142	1.05323	103	0.3685			-0.3685	-2.41	x	x	1.6775	4.20
Tue	10/27/15	238.37052	1.05318	104	0.3720			-0.3720	-2.36	x	x	1.6810	4.15
Wed	10/28/15	238.35961	1.05313	105	0.3756			-0.3756	-2.31	x	x	1.6846	4.10
Thu	10/29/15	238.34871	1.05308	106	0.3792			-0.3792	-2.26	x	x	1.6882	4.05
Fri	10/30/15	238.33781	1.05303	107	0.3827			-0.3827	-2.21	x	x	1.6917	4.00
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	1.05288	110	0.3934			-0.3934	-2.06	x	x	1.7024	3.85
Tue	11/03/15	238.29127	1.05283	111	0.3970			-0.3970	-2.01	x	x	1.7060	3.80
Wed	11/04/15	238.27890	1.05277	112	0.4005			-0.4005	-1.95	x	x	1.7095	3.74
Thu	11/05/15	238.26653	1.05272	113	0.4041			-0.4041	-1.90	x	x	1.7131	3.69
Fri	11/06/15	238.25417	1.05266	114	0.4076			-0.4076	-1.84	x	x	1.7166	3.63
Mon	11/09/15	238.21707	1.05250	117	0.4183			-0.4183	-1.68	x	x	1.7273	3.47
Tue	11/10/15	238.20470	1.05244	118	0.4218			-0.4218	-1.62	x	x	1.7308	3.41
Wed	11/11/15	238.19233	1.05239	119	0.4254			-0.4254	-1.57	x	x	1.7344	3.36
Thu	11/12/15	238.17997	1.05234	120	0.4289			-0.4289	-1.52	x	x	1.7379	3.31
Fri	11/13/15	238.16760	1.05228	121	0.4325			-0.4325	-1.46	x	x	1.7415	3.25
Mon	11/16/15	238.13050	1.05212	124	0.4431			-0.4431	-1.30	x	x	1.7521	3.09
Tue	11/17/15	238.11813	1.05206	125	0.4467			-0.4467	-1.24	x	x	1.7557	3.03
Wed	11/18/15	238.10577	1.05201	126	0.4502			-0.4502	-1.19	x	x	1.7592	2.98
Thu	11/19/15	238.09340	1.05195	127	0.4538			-0.4538	-1.13	x	x	1.7628	2.92
Fri	11/20/15	238.08103	1.05190	128	0.4573			-0.4573	-1.08	x	x	1.7663	2.87
Mon	11/23/15	238.04393	1.05173	131	0.4680			-0.4680	-0.91	x	x	1.7770	2.70
Tue	11/24/15	238.03157	1.05168	132	0.4715			-0.4715	-0.86	x	x	1.7805	2.65
Wed	11/25/15	238.01920	1.05162	133	0.4751			-0.4751	-0.80	x	x	1.7841	2.59
Thu	11/26/15	238.00683	1.05157	134	0.4786			-0.4786	-0.75	x	x	1.7876	2.54
Fri	11/27/15	237.99447	1.05152	135	0.4822			-0.4822	-0.70	x	x	1.7912	2.49
Mon	11/30/15	237.95737	1.05135	138	0.4928			-0.4928	-0.53	x	x	1.8018	2.32
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	1.05130	139	0.4964			-0.4964	-0.48	x	x	1.8054	2.27
Wed	12/02/15	237.94155	1.05128	140	0.4999			-0.4999	-0.46	x	x	1.8089	2.25
Thu	12/03/15	237.93810	1.05127	141	0.5035			-0.5035	-0.45	x	x	1.8125	2.24
Fri	12/04/15	237.93465	1.05125	142	0.5071			-0.5071	-0.43	x	x	1.8161	2.22
Mon	12/07/15	237.92429	1.05121	145	0.5177			-0.5177	-0.39	x	x	1.8267	2.18
Tue	12/08/15	237.92084	1.05119	146	0.5213			-0.5213	-0.37	x	x	1.8303	2.16
Wed	12/09/15	237.91739	1.05117	147	0.5249			-0.5249	-0.35	x	x	1.8339	2.14
Thu	12/10/15	237.91394	1.05116	148	0.5284			-0.5284	-0.34	x	x	1.8374	2.13
Fri	12/11/15	237.91048	1.05114	149	0.5320			-0.5320	-0.32	x	x	1.8410	2.11
Mon	12/14/15	237.90013	1.05110	152	0.5427			-0.5427	-0.28	x	x	1.8517	2.07
Tue	12/15/15	237.89668	1.05108	153	0.5462			-0.5462	-0.26	x	x	1.8552	2.05
Wed	12/16/15	237.89323	1.05107	154	0.5498			-0.5498	-0.25	x	x	1.8588	2.04
Thu	12/17/15	237.88977	1.05105	155	0.5534			-0.5534	-0.23	x	x	1.8624	2.02
Fri	12/18/15	237.88632	1.05104	156	0.5569			-0.5569	-0.22	x	x	1.8659	2.01
Mon	12/21/15	237.87597	1.05099	159	0.5676			-0.5676	-0.17	x	x	1.8766	1.96
Tue	12/22/15	237.87252	1.05098	160	0.5712			-0.5712	-0.16	x	x	1.8802	1.95
Wed	12/23/15	237.86906	1.05096	161	0.5747			-0.5747	-0.14	x	x	1.8837	1.93
Thu	12/24/15	237.86561	1.05095	162	0.5783			-0.5783	-0.13	x	x	1.8873	1.92
Fri	12/25/15	237.86216	1.05093	163	0.5819			-0.5819	-0.11	x	x	1.8909	1.90
Mon	12/28/15	237.85181	1.05089	166	0.5926			-0.5926	-0.07	x	x	1.9016	1.86
Tue	12/29/15	237.84835	1.05087	167	0.5961			-0.5961	-0.05	x	x	1.9051	1.84
Wed	12/30/15	237.84490	1.05085	168	0.5997			-0.5997	-0.03	x	x	1.9087	1.82
Thu	12/31/15	237.84145	1.05084	169	0.6032			-0.6032	-0.02	x	x	1.9122	1.81
Fri	01/01/16	237.83800	1.05082

Generated 12/15/15 09:27