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

Interest and OID per $1,000 Face Value for 2016

CUSIP Number	912828SA9	Interest 01/15/16 (184 days)	$0.6561
Dated Date	January 15, 2012	Interest 07/15/16 (182 days)	$0.6619
Ref CPI on Dated Date	226.33474	Interest Total	$1.3180
Original Issue Date	January 31, 2012	Interest 01/15/17 (184 days)

						Purchased on Settelment Date & held to 01/01/17				Held on 01/01/16 & 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
Fri	01/01/16	237.83800	1.05082	170	0.6068	x	x	0.7112	17.20			0.6068	0.00
Mon	01/04/16	237.78942	1.05061	173	0.6174	x	x	0.7006	17.41			0.6174	-0.21
Tue	01/05/16	237.77323	1.05054	174	0.6209	x	x	0.6971	17.48			0.6209	-0.28
Wed	01/06/16	237.75703	1.05047	175	0.6244	x	x	0.6936	17.55			0.6244	-0.35
Thu	01/07/16	237.74084	1.05039	176	0.6280	x	x	0.6900	17.63			0.6280	-0.43
Fri	01/08/16	237.72465	1.05032	177	0.6315	x	x	0.6865	17.70			0.6315	-0.50
Mon	01/11/16	237.67606	1.05011	180	0.6421	x	x	0.6759	17.91			0.6421	-0.71
Tue	01/12/16	237.65987	1.05004	181	0.6456	x	x	0.6724	17.98			0.6456	-0.78
Wed	01/13/16	237.64368	1.04997	182	0.6491	x	x	0.6689	18.05			0.6491	-0.85
Thu	01/14/16	237.62748	1.04989	183	0.6526	x	x	0.6654	18.13			0.6526	-0.93
Fri	01/15/16	237.61129	1.04982	0	0.0000		x	0.6619	18.20	x		0.6561	-1.00
Mon	01/18/16	237.56271	1.04961	3	0.0108		x	0.6511	18.41	x		0.6669	-1.21
Tue	01/19/16	237.54652	1.04954	4	0.0144		x	0.6475	18.48	x		0.6705	-1.28
Wed	01/20/16	237.53032	1.04946	5	0.0180		x	0.6439	18.56	x		0.6741	-1.36
Thu	01/21/16	237.51413	1.04939	6	0.0216		x	0.6403	18.63	x		0.6777	-1.43
Fri	01/22/16	237.49794	1.04932	7	0.0252		x	0.6367	18.70	x		0.6813	-1.50
Mon	01/25/16	237.44935	1.04911	10	0.0360		x	0.6259	18.91	x		0.6921	-1.71
Tue	01/26/16	237.43316	1.04904	11	0.0396		x	0.6223	18.98	x		0.6957	-1.78
Wed	01/27/16	237.41697	1.04896	12	0.0432		x	0.6187	19.06	x		0.6993	-1.86
Thu	01/28/16	237.40077	1.04889	13	0.0468		x	0.6151	19.13	x		0.7029	-1.93
Fri	01/29/16	237.38458	1.04882	14	0.0504		x	0.6115	19.20	x		0.7065	-2.00
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	02/01/16	237.33600	1.04861	17	0.0612		x	0.6007	19.41	x		0.7173	-2.21
Tue	02/02/16	237.30803	1.04848	18	0.0648		x	0.5971	19.54	x		0.7209	-2.34
Wed	02/03/16	237.28007	1.04836	19	0.0684		x	0.5935	19.66	x		0.7245	-2.46
Thu	02/04/16	237.25210	1.04824	20	0.0720		x	0.5899	19.78	x		0.7281	-2.58
Fri	02/05/16	237.22414	1.04811	21	0.0756		x	0.5863	19.91	x		0.7317	-2.71
Mon	02/08/16	237.14024	1.04774	24	0.0864		x	0.5755	20.28	x		0.7425	-3.08
Tue	02/09/16	237.11228	1.04762	25	0.0899		x	0.5720	20.40	x		0.7460	-3.20
Wed	02/10/16	237.08431	1.04749	26	0.0935		x	0.5684	20.53	x		0.7496	-3.33
Thu	02/11/16	237.05634	1.04737	27	0.0971		x	0.5648	20.65	x		0.7532	-3.45
Fri	02/12/16	237.02838	1.04725	28	0.1007		x	0.5612	20.77	x		0.7568	-3.57
Mon	02/15/16	236.94448	1.04688	31	0.1114		x	0.5505	21.14	x		0.7675	-3.94
Tue	02/16/16	236.91652	1.04675	32	0.1150		x	0.5469	21.27	x		0.7711	-4.07
Wed	02/17/16	236.88855	1.04663	33	0.1186		x	0.5433	21.39	x		0.7747	-4.19
Thu	02/18/16	236.86059	1.04651	34	0.1222		x	0.5397	21.51	x		0.7783	-4.31
Fri	02/19/16	236.83262	1.04638	35	0.1258		x	0.5361	21.64	x		0.7819	-4.44
Mon	02/22/16	236.74872	1.04601	38	0.1365		x	0.5254	22.01	x		0.7926	-4.81
Tue	02/23/16	236.72076	1.04589	39	0.1401		x	0.5218	22.13	x		0.7962	-4.93
Wed	02/24/16	236.69279	1.04576	40	0.1436		x	0.5183	22.26	x		0.7997	-5.06
Thu	02/25/16	236.66483	1.04564	41	0.1472		x	0.5147	22.38	x		0.8033	-5.18
Fri	02/26/16	236.63686	1.04552	42	0.1508		x	0.5111	22.50	x		0.8069	-5.30
Mon	02/29/16	236.55297	1.04515	45	0.1615		x	0.5004	22.87	x		0.8176	-5.67
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	03/01/16	236.52500	1.04502	46	0.1651		x	0.4968	23.00	x		0.8212	-5.80
Wed	03/02/16	236.53761	1.04508	47	0.1687		x	0.4932	22.94	x		0.8248	-5.74
Thu	03/03/16	236.55023	1.04513	48	0.1723		x	0.4896	22.89	x		0.8284	-5.69
Fri	03/04/16	236.56284	1.04519	49	0.1759		x	0.4860	22.83	x		0.8320	-5.63
Mon	03/07/16	236.60068	1.04536	52	0.1867		x	0.4752	22.66	x		0.8428	-5.46
Tue	03/08/16	236.61329	1.04541	53	0.1903		x	0.4716	22.61	x		0.8464	-5.41
Wed	03/09/16	236.62590	1.04547	54	0.1939		x	0.4680	22.55	x		0.8500	-5.35
Thu	03/10/16	236.63852	1.04552	55	0.1975		x	0.4644	22.50	x		0.8536	-5.30
Fri	03/11/16	236.65113	1.04558	56	0.2011		x	0.4608	22.44	x		0.8572	-5.24
Mon	03/14/16	236.68897	1.04575	59	0.2119		x	0.4500	22.27	x		0.8680	-5.07
Tue	03/15/16	236.70158	1.04580	60	0.2155		x	0.4464	22.22	x		0.8716	-5.02
Wed	03/16/16	236.71419	1.04586	61	0.2191		x	0.4428	22.16	x		0.8752	-4.96
Thu	03/17/16	236.72681	1.04591	62	0.2227		x	0.4392	22.11	x		0.8788	-4.91
Fri	03/18/16	236.73942	1.04597	63	0.2263		x	0.4356	22.05	x		0.8824	-4.85
Mon	03/21/16	236.77726	1.04614	66	0.2371		x	0.4248	21.88	x		0.8932	-4.68
Tue	03/22/16	236.78987	1.04619	67	0.2407		x	0.4212	21.83	x		0.8968	-4.63
Wed	03/23/16	236.80248	1.04625	68	0.2443		x	0.4176	21.77	x		0.9004	-4.57
Thu	03/24/16	236.81510	1.04630	69	0.2479		x	0.4140	21.72	x		0.9040	-4.52
Fri	03/25/16	236.82771	1.04636	70	0.2515		x	0.4104	21.66	x		0.9076	-4.46
Mon	03/28/16	236.86555	1.04653	73	0.2624		x	0.3995	21.49	x		0.9185	-4.29
Tue	03/29/16	236.87816	1.04658	74	0.2660		x	0.3959	21.44	x		0.9221	-4.24
Wed	03/30/16	236.89077	1.04664	75	0.2696		x	0.3923	21.38	x		0.9257	-4.18
Thu	03/31/16	236.90339	1.04669	76	0.2732		x	0.3887	21.33	x		0.9293	-4.13
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	04/01/16	236.91600	1.04675	77	0.2768		x	0.3851	21.27	x		0.9329	-4.07
Mon	04/04/16	236.93550	1.04684	80	0.2876		x	0.3743	21.18	x		0.9437	-3.98
Tue	04/05/16	236.94200	1.04687	81	0.2912		x	0.3707	21.15	x		0.9473	-3.95
Wed	04/06/16	236.94850	1.04689	82	0.2948		x	0.3671	21.13	x		0.9509	-3.93
Thu	04/07/16	236.95500	1.04692	83	0.2984		x	0.3635	21.10	x		0.9545	-3.90
Fri	04/08/16	236.96150	1.04695	84	0.3020		x	0.3599	21.07	x		0.9581	-3.87
Mon	04/11/16	236.98100	1.04704	87	0.3128		x	0.3491	20.98	x		0.9689	-3.78
Tue	04/12/16	236.98750	1.04707	88	0.3164		x	0.3455	20.95	x		0.9725	-3.75
Wed	04/13/16	236.99400	1.04710	89	0.3200		x	0.3419	20.92	x		0.9761	-3.72
Thu	04/14/16	237.00050	1.04712	90	0.3236		x	0.3383	20.90	x		0.9797	-3.70
Fri	04/15/16	237.00700	1.04715	91	0.3272		x	0.3347	20.87	x		0.9833	-3.67
Mon	04/18/16	237.02650	1.04724	94	0.3381		x	0.3238	20.78	x		0.9942	-3.58
Tue	04/19/16	237.03300	1.04727	95	0.3417		x	0.3202	20.75	x		0.9978	-3.55
Wed	04/20/16	237.03950	1.04730	96	0.3453		x	0.3166	20.72	x		1.0014	-3.52
Thu	04/21/16	237.04600	1.04732	97	0.3489		x	0.3130	20.70	x		1.0050	-3.50
Fri	04/22/16	237.05250	1.04735	98	0.3525		x	0.3094	20.67	x		1.0086	-3.47
Mon	04/25/16	237.07200	1.04744	101	0.3633		x	0.2986	20.58	x		1.0194	-3.38
Tue	04/26/16	237.07850	1.04747	102	0.3669		x	0.2950	20.55	x		1.0230	-3.35
Wed	04/27/16	237.08500	1.04750	103	0.3705		x	0.2914	20.52	x		1.0266	-3.32
Thu	04/28/16	237.09150	1.04753	104	0.3741		x	0.2878	20.49	x		1.0302	-3.29
Fri	04/29/16	237.09800	1.04755	105	0.3777		x	0.2842	20.47	x		1.0338	-3.27
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	05/02/16	237.14394	1.04776	108	0.3886		x	0.2733	20.26	x		1.0447	-3.06
Tue	05/03/16	237.17687	1.04790	109	0.3922		x	0.2697	20.12	x		1.0483	-2.92
Wed	05/04/16	237.20981	1.04805	110	0.3959		x	0.2660	19.97	x		1.0520	-2.77
Thu	05/05/16	237.24274	1.04819	111	0.3996		x	0.2623	19.83	x		1.0557	-2.63
Fri	05/06/16	237.27568	1.04834	112	0.4032		x	0.2587	19.68	x		1.0593	-2.48
Mon	05/09/16	237.37448	1.04878	115	0.4142		x	0.2477	19.24	x		1.0703	-2.04
Tue	05/10/16	237.40742	1.04892	116	0.4178		x	0.2441	19.10	x		1.0739	-1.90
Wed	05/11/16	237.44035	1.04907	117	0.4215		x	0.2404	18.95	x		1.0776	-1.75
Thu	05/12/16	237.47329	1.04921	118	0.4252		x	0.2367	18.81	x		1.0813	-1.61
Fri	05/13/16	237.50623	1.04936	119	0.4288		x	0.2331	18.66	x		1.0849	-1.46
Mon	05/16/16	237.60503	1.04979	122	0.4398		x	0.2221	18.23	x		1.0959	-1.03
Tue	05/17/16	237.63797	1.04994	123	0.4435		x	0.2184	18.08	x		1.0996	-0.88
Wed	05/18/16	237.67090	1.05009	124	0.4472		x	0.2147	17.93	x		1.1033	-0.73
Thu	05/19/16	237.70384	1.05023	125	0.4508		x	0.2111	17.79	x		1.1069	-0.59
Fri	05/20/16	237.73677	1.05038	126	0.4545		x	0.2074	17.64	x		1.1106	-0.44
Mon	05/23/16	237.83558	1.05081	129	0.4655		x	0.1964	17.21	x		1.1216	-0.01
Tue	05/24/16	237.86852	1.05096	130	0.4692		x	0.1927	17.06	x		1.1253	0.14
Wed	05/25/16	237.90145	1.05110	131	0.4729		x	0.1890	16.92	x		1.1290	0.28
Thu	05/26/16	237.93439	1.05125	132	0.4765		x	0.1854	16.77	x		1.1326	0.43
Fri	05/27/16	237.96732	1.05140	133	0.4802		x	0.1817	16.62	x		1.1363	0.58
Mon	05/30/16	238.06613	1.05183	136	0.4912		x	0.1707	16.19	x		1.1473	1.01
Tue	05/31/16	238.09906	1.05198	137	0.4949		x	0.1670	16.04	x		1.1510	1.16
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	06/01/16	238.13200	1.05212	138	0.4986		x	0.1633	15.90	x		1.1547	1.30
Thu	06/02/16	238.16963	1.05229	139	0.5023		x	0.1596	15.73	x		1.1584	1.47
Fri	06/03/16	238.20727	1.05246	140	0.5060		x	0.1559	15.56	x		1.1621	1.64
Mon	06/06/16	238.32017	1.05295	143	0.5171		x	0.1448	15.07	x		1.1732	2.13
Tue	06/07/16	238.35780	1.05312	144	0.5208		x	0.1411	14.90	x		1.1769	2.30
Wed	06/08/16	238.39543	1.05329	145	0.5245		x	0.1374	14.73	x		1.1806	2.47
Thu	06/09/16	238.43307	1.05345	146	0.5282		x	0.1337	14.57	x		1.1843	2.63
Fri	06/10/16	238.47070	1.05362	147	0.5319		x	0.1300	14.40	x		1.1880	2.80
Mon	06/13/16	238.58360	1.05412	150	0.5430		x	0.1189	13.90	x		1.1991	3.30
Tue	06/14/16	238.62123	1.05428	151	0.5467		x	0.1152	13.74	x		1.2028	3.46
Wed	06/15/16	238.65887	1.05445	152	0.5504		x	0.1115	13.57	x		1.2065	3.63
Thu	06/16/16	238.69650	1.05462	153	0.5541		x	0.1078	13.40	x		1.2102	3.80
Fri	06/17/16	238.73413	1.05478	154	0.5578		x	0.1041	13.24	x		1.2139	3.96
Mon	06/20/16	238.84703	1.05528	157	0.5690		x	0.0929	12.74	x		1.2251	4.46
Tue	06/21/16	238.88467	1.05545	158	0.5727		x	0.0892	12.57	x		1.2288	4.63
Wed	06/22/16	238.92230	1.05561	159	0.5764		x	0.0855	12.41	x		1.2325	4.79
Thu	06/23/16	238.95993	1.05578	160	0.5801		x	0.0818	12.24	x		1.2362	4.96
Fri	06/24/16	238.99757	1.05595	161	0.5838		x	0.0781	12.07	x		1.2399	5.13
Mon	06/27/16	239.11047	1.05645	164	0.5950		x	0.0669	11.57	x		1.2511	5.63
Tue	06/28/16	239.14810	1.05661	165	0.5987		x	0.0632	11.41	x		1.2548	5.79
Wed	06/29/16	239.18573	1.05678	166	0.6024		x	0.0595	11.24	x		1.2585	5.96
Thu	06/30/16	239.22337	1.05694	167	0.6061		x	0.0558	11.08	x		1.2622	6.12
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	07/01/16	239.26100	1.05711	168	0.6099		x	0.0520	10.91	x		1.2660	6.29
Mon	07/04/16	239.35535	1.05753	171	0.6210		x	0.0409	10.49	x		1.2771	6.71
Tue	07/05/16	239.38681	1.05767	172	0.6247		x	0.0372	10.35	x		1.2808	6.85
Wed	07/06/16	239.41826	1.05781	173	0.6284		x	0.0335	10.21	x		1.2845	6.99
Thu	07/07/16	239.44971	1.05795	174	0.6322		x	0.0297	10.07	x		1.2883	7.13
Fri	07/08/16	239.48116	1.05808	175	0.6359		x	0.0260	9.94	x		1.2920	7.26
Mon	07/11/16	239.57552	1.05850	178	0.6470		x	0.0149	9.52	x		1.3031	7.68
Tue	07/12/16	239.60697	1.05864	179	0.6507		x	0.0112	9.38	x		1.3068	7.82
Wed	07/13/16	239.63842	1.05878	180	0.6545		x	0.0074	9.24	x		1.3106	7.96
Thu	07/14/16	239.66987	1.05892	181	0.6582		x	0.0037	9.10	x		1.3143	8.10
Fri	07/15/16	239.70132	1.05906	0	0.0000			0.0000	8.96	x	x	1.3180	8.24
Mon	07/18/16	239.79568	1.05947	3	0.0108			-0.0108	8.55	x	x	1.3288	8.65
Tue	07/19/16	239.82713	1.05961	4	0.0144			-0.0144	8.41	x	x	1.3324	8.79
Wed	07/20/16	239.85858	1.05975	5	0.0180			-0.0180	8.27	x	x	1.3360	8.93
Thu	07/21/16	239.89003	1.05989	6	0.0216			-0.0216	8.13	x	x	1.3396	9.07
Fri	07/22/16	239.92148	1.06003	7	0.0252			-0.0252	7.99	x	x	1.3432	9.21
Mon	07/25/16	240.01584	1.06045	10	0.0360			-0.0360	7.57	x	x	1.3540	9.63
Tue	07/26/16	240.04729	1.06059	11	0.0396			-0.0396	7.43	x	x	1.3576	9.77
Wed	07/27/16	240.07874	1.06072	12	0.0432			-0.0432	7.30	x	x	1.3612	9.90
Thu	07/28/16	240.11019	1.06086	13	0.0468			-0.0468	7.16	x	x	1.3648	10.04
Fri	07/29/16	240.14165	1.06100	14	0.0505			-0.0505	7.02	x	x	1.3685	10.18
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	08/01/16	240.23600	1.06142	17	0.0613			-0.0613	6.60	x	x	1.3793	10.60
Tue	08/02/16	240.26187	1.06153	18	0.0649			-0.0649	6.49	x	x	1.3829	10.71
Wed	08/03/16	240.28774	1.06165	19	0.0685			-0.0685	6.37	x	x	1.3865	10.83
Thu	08/04/16	240.31361	1.06176	20	0.0721			-0.0721	6.26	x	x	1.3901	10.94
Fri	08/05/16	240.33948	1.06188	21	0.0757			-0.0757	6.14	x	x	1.3937	11.06
Mon	08/08/16	240.41710	1.06222	24	0.0866			-0.0866	5.80	x	x	1.4046	11.40
Tue	08/09/16	240.44297	1.06233	25	0.0902			-0.0902	5.69	x	x	1.4082	11.51
Wed	08/10/16	240.46884	1.06245	26	0.0938			-0.0938	5.57	x	x	1.4118	11.63
Thu	08/11/16	240.49471	1.06256	27	0.0974			-0.0974	5.46	x	x	1.4154	11.74
Fri	08/12/16	240.52058	1.06268	28	0.1011			-0.1011	5.34	x	x	1.4191	11.86
Mon	08/15/16	240.59819	1.06302	31	0.1119			-0.1119	5.00	x	x	1.4299	12.20
Tue	08/16/16	240.62406	1.06313	32	0.1156			-0.1156	4.89	x	x	1.4336	12.31
Wed	08/17/16	240.64994	1.06325	33	0.1192			-0.1192	4.77	x	x	1.4372	12.43
Thu	08/18/16	240.67581	1.06336	34	0.1228			-0.1228	4.66	x	x	1.4408	12.54
Fri	08/19/16	240.70168	1.06348	35	0.1264			-0.1264	4.54	x	x	1.4444	12.66
Mon	08/22/16	240.77929	1.06382	38	0.1373			-0.1373	4.20	x	x	1.4553	13.00
Tue	08/23/16	240.80516	1.06393	39	0.1409			-0.1409	4.09	x	x	1.4589	13.11
Wed	08/24/16	240.83103	1.06405	40	0.1446			-0.1446	3.97	x	x	1.4626	13.23
Thu	08/25/16	240.85690	1.06416	41	0.1482			-0.1482	3.86	x	x	1.4662	13.34
Fri	08/26/16	240.88277	1.06428	42	0.1518			-0.1518	3.74	x	x	1.4698	13.46
Mon	08/29/16	240.96039	1.06462	45	0.1627			-0.1627	3.40	x	x	1.4807	13.80
Tue	08/30/16	240.98626	1.06473	46	0.1664			-0.1664	3.29	x	x	1.4844	13.91
Wed	08/31/16	241.01213	1.06485	47	0.1700			-0.1700	3.17	x	x	1.4880	14.03
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	09/01/16	241.03800	1.06496	48	0.1736			-0.1736	3.06	x	x	1.4916	14.14
Fri	09/02/16	241.02497	1.06490	49	0.1772			-0.1772	3.12	x	x	1.4952	14.08
Mon	09/05/16	240.98587	1.06473	52	0.1881			-0.1881	3.29	x	x	1.5061	13.91
Tue	09/06/16	240.97283	1.06467	53	0.1917			-0.1917	3.35	x	x	1.5097	13.85
Wed	09/07/16	240.95980	1.06462	54	0.1953			-0.1953	3.40	x	x	1.5133	13.80
Thu	09/08/16	240.94677	1.06456	55	0.1989			-0.1989	3.46	x	x	1.5169	13.74
Fri	09/09/16	240.93373	1.06450	56	0.2025			-0.2025	3.52	x	x	1.5205	13.68
Mon	09/12/16	240.89463	1.06433	59	0.2133			-0.2133	3.69	x	x	1.5313	13.51
Tue	09/13/16	240.88160	1.06427	60	0.2169			-0.2169	3.75	x	x	1.5349	13.45
Wed	09/14/16	240.86857	1.06421	61	0.2205			-0.2205	3.81	x	x	1.5385	13.39
Thu	09/15/16	240.85553	1.06416	62	0.2241			-0.2241	3.86	x	x	1.5421	13.34
Fri	09/16/16	240.84250	1.06410	63	0.2277			-0.2277	3.92	x	x	1.5457	13.28
Mon	09/19/16	240.80340	1.06393	66	0.2385			-0.2385	4.09	x	x	1.5565	13.11
Tue	09/20/16	240.79037	1.06387	67	0.2421			-0.2421	4.15	x	x	1.5601	13.05
Wed	09/21/16	240.77733	1.06381	68	0.2457			-0.2457	4.21	x	x	1.5637	12.99
Thu	09/22/16	240.76430	1.06375	69	0.2493			-0.2493	4.27	x	x	1.5673	12.93
Fri	09/23/16	240.75127	1.06370	70	0.2529			-0.2529	4.32	x	x	1.5709	12.88
Mon	09/26/16	240.71217	1.06352	73	0.2637			-0.2637	4.50	x	x	1.5817	12.70
Tue	09/27/16	240.69913	1.06347	74	0.2673			-0.2673	4.55	x	x	1.5853	12.65
Wed	09/28/16	240.68610	1.06341	75	0.2709			-0.2709	4.61	x	x	1.5889	12.59
Thu	09/29/16	240.67307	1.06335	76	0.2745			-0.2745	4.67	x	x	1.5925	12.53
Fri	09/30/16	240.66003	1.06329	77	0.2781			-0.2781	4.73	x	x	1.5961	12.47
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	10/03/16	240.66029	1.06329	80	0.2889			-0.2889	4.73	x	x	1.6069	12.47
Tue	10/04/16	240.66694	1.06332	81	0.2926			-0.2926	4.70	x	x	1.6106	12.50
Wed	10/05/16	240.67358	1.06335	82	0.2962			-0.2962	4.67	x	x	1.6142	12.53
Thu	10/06/16	240.68023	1.06338	83	0.2998			-0.2998	4.64	x	x	1.6178	12.56
Fri	10/07/16	240.68687	1.06341	84	0.3034			-0.3034	4.61	x	x	1.6214	12.59
Mon	10/10/16	240.70681	1.06350	87	0.3143			-0.3143	4.52	x	x	1.6323	12.68
Tue	10/11/16	240.71345	1.06353	88	0.3179			-0.3179	4.49	x	x	1.6359	12.71
Wed	10/12/16	240.72010	1.06356	89	0.3215			-0.3215	4.46	x	x	1.6395	12.74
Thu	10/13/16	240.72674	1.06359	90	0.3251			-0.3251	4.43	x	x	1.6431	12.77
Fri	10/14/16	240.73339	1.06362	91	0.3288			-0.3288	4.40	x	x	1.6468	12.80
Mon	10/17/16	240.75332	1.06370	94	0.3396			-0.3396	4.32	x	x	1.6576	12.88
Tue	10/18/16	240.75997	1.06373	95	0.3433			-0.3433	4.29	x	x	1.6613	12.91
Wed	10/19/16	240.76661	1.06376	96	0.3469			-0.3469	4.26	x	x	1.6649	12.94
Thu	10/20/16	240.77326	1.06379	97	0.3505			-0.3505	4.23	x	x	1.6685	12.97
Fri	10/21/16	240.77990	1.06382	98	0.3541			-0.3541	4.20	x	x	1.6721	13.00
Mon	10/24/16	240.79984	1.06391	101	0.3650			-0.3650	4.11	x	x	1.6830	13.09
Tue	10/25/16	240.80648	1.06394	102	0.3686			-0.3686	4.08	x	x	1.6866	13.12
Wed	10/26/16	240.81313	1.06397	103	0.3722			-0.3722	4.05	x	x	1.6902	13.15
Thu	10/27/16	240.81977	1.06400	104	0.3759			-0.3759	4.02	x	x	1.6939	13.18
Fri	10/28/16	240.82642	1.06403	105	0.3795			-0.3795	3.99	x	x	1.6975	13.21
Mon	10/31/16	240.84635	1.06412	108	0.3904			-0.3904	3.90	x	x	1.7084	13.30
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/16	240.85300	1.06415	109	0.3940			-0.3940	3.87	x	x	1.7120	13.33
Wed	11/02/16	240.87217	1.06423	110	0.3976			-0.3976	3.79	x	x	1.7156	13.41
Thu	11/03/16	240.89133	1.06431	111	0.4013			-0.4013	3.71	x	x	1.7193	13.49
Fri	11/04/16	240.91050	1.06440	112	0.4049			-0.4049	3.62	x	x	1.7229	13.58
Mon	11/07/16	240.96800	1.06465	115	0.4159			-0.4159	3.37	x	x	1.7339	13.83
Tue	11/08/16	240.98717	1.06474	116	0.4195			-0.4195	3.28	x	x	1.7375	13.92
Wed	11/09/16	241.00633	1.06482	117	0.4232			-0.4232	3.20	x	x	1.7412	14.00
Thu	11/10/16	241.02550	1.06491	118	0.4268			-0.4268	3.11	x	x	1.7448	14.09
Fri	11/11/16	241.04467	1.06499	119	0.4305			-0.4305	3.03	x	x	1.7485	14.17
Mon	11/14/16	241.10217	1.06525	122	0.4414			-0.4414	2.77	x	x	1.7594	14.43
Tue	11/15/16	241.12133	1.06533	123	0.4451			-0.4451	2.69	x	x	1.7631	14.51
Wed	11/16/16	241.14050	1.06542	124	0.4488			-0.4488	2.60	x	x	1.7668	14.60
Thu	11/17/16	241.15967	1.06550	125	0.4524			-0.4524	2.52	x	x	1.7704	14.68
Fri	11/18/16	241.17883	1.06558	126	0.4561			-0.4561	2.44	x	x	1.7741	14.76
Mon	11/21/16	241.23633	1.06584	129	0.4670			-0.4670	2.18	x	x	1.7850	15.02
Tue	11/22/16	241.25550	1.06592	130	0.4707			-0.4707	2.10	x	x	1.7887	15.10
Wed	11/23/16	241.27467	1.06601	131	0.4743			-0.4743	2.01	x	x	1.7923	15.19
Thu	11/24/16	241.29383	1.06609	132	0.4780			-0.4780	1.93	x	x	1.7960	15.27
Fri	11/25/16	241.31300	1.06618	133	0.4817			-0.4817	1.84	x	x	1.7997	15.36
Mon	11/28/16	241.37050	1.06643	136	0.4926			-0.4926	1.59	x	x	1.8106	15.61
Tue	11/29/16	241.38967	1.06652	137	0.4963			-0.4963	1.50	x	x	1.8143	15.70
Wed	11/30/16	241.40883	1.06660	138	0.5000			-0.5000	1.42	x	x	1.8180	15.78
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	12/01/16	241.42800	1.06669	139	0.5036			-0.5036	1.33	x	x	1.8216	15.87
Fri	12/02/16	241.43771	1.06673	140	0.5073			-0.5073	1.29	x	x	1.8253	15.91
Mon	12/05/16	241.46684	1.06686	143	0.5182			-0.5182	1.16	x	x	1.8362	16.04
Tue	12/06/16	241.47655	1.06690	144	0.5219			-0.5219	1.12	x	x	1.8399	16.08
Wed	12/07/16	241.48626	1.06694	145	0.5255			-0.5255	1.08	x	x	1.8435	16.12
Thu	12/08/16	241.49597	1.06699	146	0.5291			-0.5291	1.03	x	x	1.8471	16.17
Fri	12/09/16	241.50568	1.06703	147	0.5328			-0.5328	0.99	x	x	1.8508	16.21
Mon	12/12/16	241.53481	1.06716	150	0.5437			-0.5437	0.86	x	x	1.8617	16.34
Tue	12/13/16	241.54452	1.06720	151	0.5474			-0.5474	0.82	x	x	1.8654	16.38
Wed	12/14/16	241.55423	1.06724	152	0.5510			-0.5510	0.78	x	x	1.8690	16.42
Thu	12/15/16	241.56394	1.06729	153	0.5547			-0.5547	0.73	x	x	1.8727	16.47
Fri	12/16/16	241.57365	1.06733	154	0.5583			-0.5583	0.69	x	x	1.8763	16.51
Mon	12/19/16	241.60277	1.06746	157	0.5693			-0.5693	0.56	x	x	1.8873	16.64
Tue	12/20/16	241.61248	1.06750	158	0.5729			-0.5729	0.52	x	x	1.8909	16.68
Wed	12/21/16	241.62219	1.06754	159	0.5766			-0.5766	0.48	x	x	1.8946	16.72
Thu	12/22/16	241.63190	1.06759	160	0.5802			-0.5802	0.43	x	x	1.8982	16.77
Fri	12/23/16	241.64161	1.06763	161	0.5839			-0.5839	0.39	x	x	1.9019	16.81
Mon	12/26/16	241.67074	1.06776	164	0.5948			-0.5948	0.26	x	x	1.9128	16.94
Tue	12/27/16	241.68045	1.06780	165	0.5985			-0.5985	0.22	x	x	1.9165	16.98
Wed	12/28/16	241.69016	1.06784	166	0.6021			-0.6021	0.18	x	x	1.9201	17.02
Thu	12/29/16	241.69987	1.06789	167	0.6058			-0.6058	0.13	x	x	1.9238	17.07
Fri	12/30/16	241.70958	1.06793	168	0.6094			-0.6094	0.09	x	x	1.9274	17.11
Sun	01/01/17	241.72900	1.06802

Generated 12/22/16 16:30