0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2024

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

CUSIP Number	912828WU0	Interest 01/15/16 (184 days)	$0.6254
Dated Date	July 15, 2014	Interest 07/15/16 (182 days)	$0.6309
Ref CPI on Dated Date	237.44594	Interest Total	$1.2563
Original Issue Date	July 31, 2014	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	1.00165	170	0.5784	x	x	0.6779	16.39			0.5784	0.00
Mon	01/04/16	237.78942	1.00145	173	0.5885	x	x	0.6678	16.59			0.5885	-0.20
Tue	01/05/16	237.77323	1.00138	174	0.5918	x	x	0.6645	16.66			0.5918	-0.27
Wed	01/06/16	237.75703	1.00131	175	0.5952	x	x	0.6611	16.73			0.5952	-0.34
Thu	01/07/16	237.74084	1.00124	176	0.5986	x	x	0.6577	16.80			0.5986	-0.41
Fri	01/08/16	237.72465	1.00117	177	0.6019	x	x	0.6544	16.87			0.6019	-0.48
Mon	01/11/16	237.67606	1.00097	180	0.6120	x	x	0.6443	17.07			0.6120	-0.68
Tue	01/12/16	237.65987	1.00090	181	0.6154	x	x	0.6409	17.14			0.6154	-0.75
Wed	01/13/16	237.64368	1.00083	182	0.6187	x	x	0.6376	17.21			0.6187	-0.82
Thu	01/14/16	237.62748	1.00076	183	0.6221	x	x	0.6342	17.28			0.6221	-0.89
Fri	01/15/16	237.61129	1.00070	0	0.0000		x	0.6309	17.34	x		0.6254	-0.95
Mon	01/18/16	237.56271	1.00049	3	0.0103		x	0.6206	17.55	x		0.6357	-1.16
Tue	01/19/16	237.54652	1.00042	4	0.0137		x	0.6172	17.62	x		0.6391	-1.23
Wed	01/20/16	237.53032	1.00036	5	0.0172		x	0.6137	17.68	x		0.6426	-1.29
Thu	01/21/16	237.51413	1.00029	6	0.0206		x	0.6103	17.75	x		0.6460	-1.36
Fri	01/22/16	237.49794	1.00022	7	0.0240		x	0.6069	17.82	x		0.6494	-1.43
Mon	01/25/16	237.44935	1.00001	10	0.0343		x	0.5966	18.03	x		0.6597	-1.64
Tue	01/26/16	237.43316	0.99995	11	0.0378		x	0.5931	18.09	x		0.6632	-1.70
Wed	01/27/16	237.41697	0.99988	12	0.0412		x	0.5897	18.16	x		0.6666	-1.77
Thu	01/28/16	237.40077	0.99981	13	0.0446		x	0.5863	18.23	x		0.6700	-1.84
Fri	01/29/16	237.38458	0.99974	14	0.0481		x	0.5828	18.30	x		0.6735	-1.91
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	0.99954	17	0.0584		x	0.5725	18.50	x		0.6838	-2.11
Tue	02/02/16	237.30803	0.99942	18	0.0618		x	0.5691	18.62	x		0.6872	-2.23
Wed	02/03/16	237.28007	0.99930	19	0.0652		x	0.5657	18.74	x		0.6906	-2.35
Thu	02/04/16	237.25210	0.99918	20	0.0686		x	0.5623	18.86	x		0.6940	-2.47
Fri	02/05/16	237.22414	0.99907	21	0.0720		x	0.5589	18.97	x		0.6974	-2.58
Mon	02/08/16	237.14024	0.99871	24	0.0823		x	0.5486	19.33	x		0.7077	-2.94
Tue	02/09/16	237.11228	0.99859	25	0.0857		x	0.5452	19.45	x		0.7111	-3.06
Wed	02/10/16	237.08431	0.99848	26	0.0891		x	0.5418	19.56	x		0.7145	-3.17
Thu	02/11/16	237.05634	0.99836	27	0.0926		x	0.5383	19.68	x		0.7180	-3.29
Fri	02/12/16	237.02838	0.99824	28	0.0960		x	0.5349	19.80	x		0.7214	-3.41
Mon	02/15/16	236.94448	0.99789	31	0.1062		x	0.5247	20.15	x		0.7316	-3.76
Tue	02/16/16	236.91652	0.99777	32	0.1096		x	0.5213	20.27	x		0.7350	-3.88
Wed	02/17/16	236.88855	0.99765	33	0.1131		x	0.5178	20.39	x		0.7385	-4.00
Thu	02/18/16	236.86059	0.99753	34	0.1165		x	0.5144	20.51	x		0.7419	-4.12
Fri	02/19/16	236.83262	0.99742	35	0.1199		x	0.5110	20.62	x		0.7453	-4.23
Mon	02/22/16	236.74872	0.99706	38	0.1301		x	0.5008	20.98	x		0.7555	-4.59
Tue	02/23/16	236.72076	0.99695	39	0.1335		x	0.4974	21.09	x		0.7589	-4.70
Wed	02/24/16	236.69279	0.99683	40	0.1369		x	0.4940	21.21	x		0.7623	-4.82
Thu	02/25/16	236.66483	0.99671	41	0.1403		x	0.4906	21.33	x		0.7657	-4.94
Fri	02/26/16	236.63686	0.99659	42	0.1437		x	0.4872	21.45	x		0.7691	-5.06
Mon	02/29/16	236.55297	0.99624	45	0.1540		x	0.4769	21.80	x		0.7794	-5.41
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	0.99612	46	0.1574		x	0.4735	21.92	x		0.7828	-5.53
Wed	03/02/16	236.53761	0.99617	47	0.1608		x	0.4701	21.87	x		0.7862	-5.48
Thu	03/03/16	236.55023	0.99623	48	0.1642		x	0.4667	21.81	x		0.7896	-5.42
Fri	03/04/16	236.56284	0.99628	49	0.1676		x	0.4633	21.76	x		0.7930	-5.37
Mon	03/07/16	236.60068	0.99644	52	0.1779		x	0.4530	21.60	x		0.8033	-5.21
Tue	03/08/16	236.61329	0.99649	53	0.1814		x	0.4495	21.55	x		0.8068	-5.16
Wed	03/09/16	236.62590	0.99655	54	0.1848		x	0.4461	21.49	x		0.8102	-5.10
Thu	03/10/16	236.63852	0.99660	55	0.1882		x	0.4427	21.44	x		0.8136	-5.05
Fri	03/11/16	236.65113	0.99665	56	0.1917		x	0.4392	21.39	x		0.8171	-5.00
Mon	03/14/16	236.68897	0.99681	59	0.2020		x	0.4289	21.23	x		0.8274	-4.84
Tue	03/15/16	236.70158	0.99687	60	0.2054		x	0.4255	21.17	x		0.8308	-4.78
Wed	03/16/16	236.71419	0.99692	61	0.2088		x	0.4221	21.12	x		0.8342	-4.73
Thu	03/17/16	236.72681	0.99697	62	0.2123		x	0.4186	21.07	x		0.8377	-4.68
Fri	03/18/16	236.73942	0.99702	63	0.2157		x	0.4152	21.02	x		0.8411	-4.63
Mon	03/21/16	236.77726	0.99718	66	0.2260		x	0.4049	20.86	x		0.8514	-4.47
Tue	03/22/16	236.78987	0.99724	67	0.2294		x	0.4015	20.80	x		0.8548	-4.41
Wed	03/23/16	236.80248	0.99729	68	0.2329		x	0.3980	20.75	x		0.8583	-4.36
Thu	03/24/16	236.81510	0.99734	69	0.2363		x	0.3946	20.70	x		0.8617	-4.31
Fri	03/25/16	236.82771	0.99740	70	0.2398		x	0.3911	20.64	x		0.8652	-4.25
Mon	03/28/16	236.86555	0.99756	73	0.2501		x	0.3808	20.48	x		0.8755	-4.09
Tue	03/29/16	236.87816	0.99761	74	0.2535		x	0.3774	20.43	x		0.8789	-4.04
Wed	03/30/16	236.89077	0.99766	75	0.2570		x	0.3739	20.38	x		0.8824	-3.99
Thu	03/31/16	236.90339	0.99772	76	0.2604		x	0.3705	20.32	x		0.8858	-3.93
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	0.99777	77	0.2638		x	0.3671	20.27	x		0.8892	-3.88
Mon	04/04/16	236.93550	0.99785	80	0.2741		x	0.3568	20.19	x		0.8995	-3.80
Tue	04/05/16	236.94200	0.99788	81	0.2776		x	0.3533	20.16	x		0.9030	-3.77
Wed	04/06/16	236.94850	0.99791	82	0.2810		x	0.3499	20.13	x		0.9064	-3.74
Thu	04/07/16	236.95500	0.99793	83	0.2844		x	0.3465	20.11	x		0.9098	-3.72
Fri	04/08/16	236.96150	0.99796	84	0.2879		x	0.3430	20.08	x		0.9133	-3.69
Mon	04/11/16	236.98100	0.99804	87	0.2982		x	0.3327	20.00	x		0.9236	-3.61
Tue	04/12/16	236.98750	0.99807	88	0.3016		x	0.3293	19.97	x		0.9270	-3.58
Wed	04/13/16	236.99400	0.99810	89	0.3051		x	0.3258	19.94	x		0.9305	-3.55
Thu	04/14/16	237.00050	0.99812	90	0.3085		x	0.3224	19.92	x		0.9339	-3.53
Fri	04/15/16	237.00700	0.99815	91	0.3119		x	0.3190	19.89	x		0.9373	-3.50
Mon	04/18/16	237.02650	0.99823	94	0.3222		x	0.3087	19.81	x		0.9476	-3.42
Tue	04/19/16	237.03300	0.99826	95	0.3257		x	0.3052	19.78	x		0.9511	-3.39
Wed	04/20/16	237.03950	0.99829	96	0.3291		x	0.3018	19.75	x		0.9545	-3.36
Thu	04/21/16	237.04600	0.99832	97	0.3325		x	0.2984	19.72	x		0.9579	-3.33
Fri	04/22/16	237.05250	0.99834	98	0.3360		x	0.2949	19.70	x		0.9614	-3.31
Mon	04/25/16	237.07200	0.99843	101	0.3463		x	0.2846	19.61	x		0.9717	-3.22
Tue	04/26/16	237.07850	0.99845	102	0.3497		x	0.2812	19.59	x		0.9751	-3.20
Wed	04/27/16	237.08500	0.99848	103	0.3532		x	0.2777	19.56	x		0.9786	-3.17
Thu	04/28/16	237.09150	0.99851	104	0.3566		x	0.2743	19.53	x		0.9820	-3.14
Fri	04/29/16	237.09800	0.99853	105	0.3600		x	0.2709	19.51	x		0.9854	-3.12
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/02/16	237.14394	0.99873	108	0.3704		x	0.2605	19.31	x		0.9958	-2.92
Tue	05/03/16	237.17687	0.99887	109	0.3739		x	0.2570	19.17	x		0.9993	-2.78
Wed	05/04/16	237.20981	0.99901	110	0.3774		x	0.2535	19.03	x		1.0028	-2.64
Thu	05/05/16	237.24274	0.99914	111	0.3809		x	0.2500	18.90	x		1.0063	-2.51
Fri	05/06/16	237.27568	0.99928	112	0.3843		x	0.2466	18.76	x		1.0097	-2.37
Mon	05/09/16	237.37448	0.99970	115	0.3948		x	0.2361	18.34	x		1.0202	-1.95
Tue	05/10/16	237.40742	0.99984	116	0.3983		x	0.2326	18.20	x		1.0237	-1.81
Wed	05/11/16	237.44035	0.99998	117	0.4018		x	0.2291	18.06	x		1.0272	-1.67
Thu	05/12/16	237.47329	1.00012	118	0.4053		x	0.2256	17.92	x		1.0307	-1.53
Fri	05/13/16	237.50623	1.00025	119	0.4088		x	0.2221	17.79	x		1.0342	-1.40
Mon	05/16/16	237.60503	1.00067	122	0.4192		x	0.2117	17.37	x		1.0446	-0.98
Tue	05/17/16	237.63797	1.00081	123	0.4227		x	0.2082	17.23	x		1.0481	-0.84
Wed	05/18/16	237.67090	1.00095	124	0.4262		x	0.2047	17.09	x		1.0516	-0.70
Thu	05/19/16	237.70384	1.00109	125	0.4297		x	0.2012	16.95	x		1.0551	-0.56
Fri	05/20/16	237.73677	1.00122	126	0.4332		x	0.1977	16.82	x		1.0586	-0.43
Mon	05/23/16	237.83558	1.00164	129	0.4437		x	0.1872	16.40	x		1.0691	-0.01
Tue	05/24/16	237.86852	1.00178	130	0.4472		x	0.1837	16.26	x		1.0726	0.13
Wed	05/25/16	237.90145	1.00192	131	0.4507		x	0.1802	16.12	x		1.0761	0.27
Thu	05/26/16	237.93439	1.00206	132	0.4542		x	0.1767	15.98	x		1.0796	0.41
Fri	05/27/16	237.96732	1.00220	133	0.4577		x	0.1732	15.84	x		1.0831	0.55
Mon	05/30/16	238.06613	1.00261	136	0.4683		x	0.1626	15.43	x		1.0937	0.96
Tue	05/31/16	238.09906	1.00275	137	0.4718		x	0.1591	15.29	x		1.0972	1.10
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	1.00289	138	0.4753		x	0.1556	15.15	x		1.1007	1.24
Thu	06/02/16	238.16963	1.00305	139	0.4788		x	0.1521	14.99	x		1.1042	1.40
Fri	06/03/16	238.20727	1.00321	140	0.4823		x	0.1486	14.83	x		1.1077	1.56
Mon	06/06/16	238.32017	1.00368	143	0.4929		x	0.1380	14.36	x		1.1183	2.03
Tue	06/07/16	238.35780	1.00384	144	0.4964		x	0.1345	14.20	x		1.1218	2.19
Wed	06/08/16	238.39543	1.00400	145	0.4999		x	0.1310	14.04	x		1.1253	2.35
Thu	06/09/16	238.43307	1.00416	146	0.5035		x	0.1274	13.88	x		1.1289	2.51
Fri	06/10/16	238.47070	1.00432	147	0.5070		x	0.1239	13.72	x		1.1324	2.67
Mon	06/13/16	238.58360	1.00479	150	0.5176		x	0.1133	13.25	x		1.1430	3.14
Tue	06/14/16	238.62123	1.00495	151	0.5211		x	0.1098	13.09	x		1.1465	3.30
Wed	06/15/16	238.65887	1.00511	152	0.5246		x	0.1063	12.93	x		1.1500	3.46
Thu	06/16/16	238.69650	1.00527	153	0.5282		x	0.1027	12.77	x		1.1536	3.62
Fri	06/17/16	238.73413	1.00543	154	0.5317		x	0.0992	12.61	x		1.1571	3.78
Mon	06/20/16	238.84703	1.00590	157	0.5423		x	0.0886	12.14	x		1.1677	4.25
Tue	06/21/16	238.88467	1.00606	158	0.5459		x	0.0850	11.98	x		1.1713	4.41
Wed	06/22/16	238.92230	1.00622	159	0.5494		x	0.0815	11.82	x		1.1748	4.57
Thu	06/23/16	238.95993	1.00638	160	0.5530		x	0.0779	11.66	x		1.1784	4.73
Fri	06/24/16	238.99757	1.00653	161	0.5565		x	0.0744	11.51	x		1.1819	4.88
Mon	06/27/16	239.11047	1.00701	164	0.5671		x	0.0638	11.03	x		1.1925	5.36
Tue	06/28/16	239.14810	1.00717	165	0.5707		x	0.0602	10.87	x		1.1961	5.52
Wed	06/29/16	239.18573	1.00733	166	0.5742		x	0.0567	10.71	x		1.1996	5.68
Thu	06/30/16	239.22337	1.00749	167	0.5778		x	0.0531	10.55	x		1.2032	5.84
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	1.00764	168	0.5813		x	0.0496	10.40	x		1.2067	5.99
Mon	07/04/16	239.35535	1.00804	171	0.5919		x	0.0390	10.00	x		1.2173	6.39
Tue	07/05/16	239.38681	1.00817	172	0.5955		x	0.0354	9.87	x		1.2209	6.52
Wed	07/06/16	239.41826	1.00831	173	0.5990		x	0.0319	9.73	x		1.2244	6.66
Thu	07/07/16	239.44971	1.00844	174	0.6026		x	0.0283	9.60	x		1.2280	6.79
Fri	07/08/16	239.48116	1.00857	175	0.6061		x	0.0248	9.47	x		1.2315	6.92
Mon	07/11/16	239.57552	1.00897	178	0.6167		x	0.0142	9.07	x		1.2421	7.32
Tue	07/12/16	239.60697	1.00910	179	0.6203		x	0.0106	8.94	x		1.2457	7.45
Wed	07/13/16	239.63842	1.00923	180	0.6238		x	0.0071	8.81	x		1.2492	7.58
Thu	07/14/16	239.66987	1.00937	181	0.6274		x	0.0035	8.67	x		1.2528	7.72
Fri	07/15/16	239.70132	1.00950	0	0.0000			0.0000	8.54	x	x	1.2563	7.85
Mon	07/18/16	239.79568	1.00990	3	0.0103			-0.0103	8.14	x	x	1.2666	8.25
Tue	07/19/16	239.82713	1.01003	4	0.0137			-0.0137	8.01	x	x	1.2700	8.38
Wed	07/20/16	239.85858	1.01016	5	0.0172			-0.0172	7.88	x	x	1.2735	8.51
Thu	07/21/16	239.89003	1.01029	6	0.0206			-0.0206	7.75	x	x	1.2769	8.64
Fri	07/22/16	239.92148	1.01043	7	0.0240			-0.0240	7.61	x	x	1.2803	8.78
Mon	07/25/16	240.01584	1.01082	10	0.0343			-0.0343	7.22	x	x	1.2906	9.17
Tue	07/26/16	240.04729	1.01096	11	0.0378			-0.0378	7.08	x	x	1.2941	9.31
Wed	07/27/16	240.07874	1.01109	12	0.0412			-0.0412	6.95	x	x	1.2975	9.44
Thu	07/28/16	240.11019	1.01122	13	0.0447			-0.0447	6.82	x	x	1.3010	9.57
Fri	07/29/16	240.14165	1.01135	14	0.0481			-0.0481	6.69	x	x	1.3044	9.70
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	1.01175	17	0.0584			-0.0584	6.29	x	x	1.3147	10.10
Tue	08/02/16	240.26187	1.01186	18	0.0619			-0.0619	6.18	x	x	1.3182	10.21
Wed	08/03/16	240.28774	1.01197	19	0.0653			-0.0653	6.07	x	x	1.3216	10.32
Thu	08/04/16	240.31361	1.01208	20	0.0688			-0.0688	5.96	x	x	1.3251	10.43
Fri	08/05/16	240.33948	1.01219	21	0.0722			-0.0722	5.85	x	x	1.3285	10.54
Mon	08/08/16	240.41710	1.01251	24	0.0825			-0.0825	5.53	x	x	1.3388	10.86
Tue	08/09/16	240.44297	1.01262	25	0.0860			-0.0860	5.42	x	x	1.3423	10.97
Wed	08/10/16	240.46884	1.01273	26	0.0894			-0.0894	5.31	x	x	1.3457	11.08
Thu	08/11/16	240.49471	1.01284	27	0.0929			-0.0929	5.20	x	x	1.3492	11.19
Fri	08/12/16	240.52058	1.01295	28	0.0963			-0.0963	5.09	x	x	1.3526	11.30
Mon	08/15/16	240.59819	1.01328	31	0.1067			-0.1067	4.76	x	x	1.3630	11.63
Tue	08/16/16	240.62406	1.01338	32	0.1101			-0.1101	4.66	x	x	1.3664	11.73
Wed	08/17/16	240.64994	1.01349	33	0.1136			-0.1136	4.55	x	x	1.3699	11.84
Thu	08/18/16	240.67581	1.01360	34	0.1171			-0.1171	4.44	x	x	1.3734	11.95
Fri	08/19/16	240.70168	1.01371	35	0.1205			-0.1205	4.33	x	x	1.3768	12.06
Mon	08/22/16	240.77929	1.01404	38	0.1309			-0.1309	4.00	x	x	1.3872	12.39
Tue	08/23/16	240.80516	1.01415	39	0.1343			-0.1343	3.89	x	x	1.3906	12.50
Wed	08/24/16	240.83103	1.01426	40	0.1378			-0.1378	3.78	x	x	1.3941	12.61
Thu	08/25/16	240.85690	1.01437	41	0.1413			-0.1413	3.67	x	x	1.3976	12.72
Fri	08/26/16	240.88277	1.01447	42	0.1447			-0.1447	3.57	x	x	1.4010	12.82
Mon	08/29/16	240.96039	1.01480	45	0.1551			-0.1551	3.24	x	x	1.4114	13.15
Tue	08/30/16	240.98626	1.01491	46	0.1586			-0.1586	3.13	x	x	1.4149	13.26
Wed	08/31/16	241.01213	1.01502	47	0.1620			-0.1620	3.02	x	x	1.4183	13.37
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	1.01513	48	0.1655			-0.1655	2.91	x	x	1.4218	13.48
Fri	09/02/16	241.02497	1.01507	49	0.1689			-0.1689	2.97	x	x	1.4252	13.42
Mon	09/05/16	240.98587	1.01491	52	0.1793			-0.1793	3.13	x	x	1.4356	13.26
Tue	09/06/16	240.97283	1.01485	53	0.1827			-0.1827	3.19	x	x	1.4390	13.20
Wed	09/07/16	240.95980	1.01480	54	0.1861			-0.1861	3.24	x	x	1.4424	13.15
Thu	09/08/16	240.94677	1.01474	55	0.1896			-0.1896	3.30	x	x	1.4459	13.09
Fri	09/09/16	240.93373	1.01469	56	0.1930			-0.1930	3.35	x	x	1.4493	13.04
Mon	09/12/16	240.89463	1.01452	59	0.2033			-0.2033	3.52	x	x	1.4596	12.87
Tue	09/13/16	240.88160	1.01447	60	0.2068			-0.2068	3.57	x	x	1.4631	12.82
Wed	09/14/16	240.86857	1.01441	61	0.2102			-0.2102	3.63	x	x	1.4665	12.76
Thu	09/15/16	240.85553	1.01436	62	0.2136			-0.2136	3.68	x	x	1.4699	12.71
Fri	09/16/16	240.84250	1.01430	63	0.2171			-0.2171	3.74	x	x	1.4734	12.65
Mon	09/19/16	240.80340	1.01414	66	0.2274			-0.2274	3.90	x	x	1.4837	12.49
Tue	09/20/16	240.79037	1.01409	67	0.2308			-0.2308	3.95	x	x	1.4871	12.44
Wed	09/21/16	240.77733	1.01403	68	0.2342			-0.2342	4.01	x	x	1.4905	12.38
Thu	09/22/16	240.76430	1.01398	69	0.2377			-0.2377	4.06	x	x	1.4940	12.33
Fri	09/23/16	240.75127	1.01392	70	0.2411			-0.2411	4.12	x	x	1.4974	12.27
Mon	09/26/16	240.71217	1.01376	73	0.2514			-0.2514	4.28	x	x	1.5077	12.11
Tue	09/27/16	240.69913	1.01370	74	0.2548			-0.2548	4.34	x	x	1.5111	12.05
Wed	09/28/16	240.68610	1.01365	75	0.2582			-0.2582	4.39	x	x	1.5145	12.00
Thu	09/29/16	240.67307	1.01359	76	0.2617			-0.2617	4.45	x	x	1.5180	11.94
Fri	09/30/16	240.66003	1.01354	77	0.2651			-0.2651	4.50	x	x	1.5214	11.89
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	10/03/16	240.66029	1.01354	80	0.2754			-0.2754	4.50	x	x	1.5317	11.89
Tue	10/04/16	240.66694	1.01357	81	0.2789			-0.2789	4.47	x	x	1.5352	11.92
Wed	10/05/16	240.67358	1.01359	82	0.2823			-0.2823	4.45	x	x	1.5386	11.94
Thu	10/06/16	240.68023	1.01362	83	0.2858			-0.2858	4.42	x	x	1.5421	11.97
Fri	10/07/16	240.68687	1.01365	84	0.2892			-0.2892	4.39	x	x	1.5455	12.00
Mon	10/10/16	240.70681	1.01373	87	0.2996			-0.2996	4.31	x	x	1.5559	12.08
Tue	10/11/16	240.71345	1.01376	88	0.3030			-0.3030	4.28	x	x	1.5593	12.11
Wed	10/12/16	240.72010	1.01379	89	0.3065			-0.3065	4.25	x	x	1.5628	12.14
Thu	10/13/16	240.72674	1.01382	90	0.3099			-0.3099	4.22	x	x	1.5662	12.17
Fri	10/14/16	240.73339	1.01385	91	0.3134			-0.3134	4.19	x	x	1.5697	12.20
Mon	10/17/16	240.75332	1.01393	94	0.3237			-0.3237	4.11	x	x	1.5800	12.28
Tue	10/18/16	240.75997	1.01396	95	0.3272			-0.3272	4.08	x	x	1.5835	12.31
Wed	10/19/16	240.76661	1.01398	96	0.3306			-0.3306	4.06	x	x	1.5869	12.33
Thu	10/20/16	240.77326	1.01401	97	0.3341			-0.3341	4.03	x	x	1.5904	12.36
Fri	10/21/16	240.77990	1.01404	98	0.3376			-0.3376	4.00	x	x	1.5939	12.39
Mon	10/24/16	240.79984	1.01412	101	0.3479			-0.3479	3.92	x	x	1.6042	12.47
Tue	10/25/16	240.80648	1.01415	102	0.3514			-0.3514	3.89	x	x	1.6077	12.50
Wed	10/26/16	240.81313	1.01418	103	0.3548			-0.3548	3.86	x	x	1.6111	12.53
Thu	10/27/16	240.81977	1.01421	104	0.3583			-0.3583	3.83	x	x	1.6146	12.56
Fri	10/28/16	240.82642	1.01424	105	0.3617			-0.3617	3.80	x	x	1.6180	12.59
Mon	10/31/16	240.84635	1.01432	108	0.3721			-0.3721	3.72	x	x	1.6284	12.67
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	11/01/16	240.85300	1.01435	109	0.3756			-0.3756	3.69	x	x	1.6319	12.70
Wed	11/02/16	240.87217	1.01443	110	0.3790			-0.3790	3.61	x	x	1.6353	12.78
Thu	11/03/16	240.89133	1.01451	111	0.3825			-0.3825	3.53	x	x	1.6388	12.86
Fri	11/04/16	240.91050	1.01459	112	0.3860			-0.3860	3.45	x	x	1.6423	12.94
Mon	11/07/16	240.96800	1.01483	115	0.3964			-0.3964	3.21	x	x	1.6527	13.18
Tue	11/08/16	240.98717	1.01491	116	0.3999			-0.3999	3.13	x	x	1.6562	13.26
Wed	11/09/16	241.00633	1.01499	117	0.4034			-0.4034	3.05	x	x	1.6597	13.34
Thu	11/10/16	241.02550	1.01508	118	0.4069			-0.4069	2.96	x	x	1.6632	13.43
Fri	11/11/16	241.04467	1.01516	119	0.4103			-0.4103	2.88	x	x	1.6666	13.51
Mon	11/14/16	241.10217	1.01540	122	0.4208			-0.4208	2.64	x	x	1.6771	13.75
Tue	11/15/16	241.12133	1.01548	123	0.4243			-0.4243	2.56	x	x	1.6806	13.83
Wed	11/16/16	241.14050	1.01556	124	0.4277			-0.4277	2.48	x	x	1.6840	13.91
Thu	11/17/16	241.15967	1.01564	125	0.4312			-0.4312	2.40	x	x	1.6875	13.99
Fri	11/18/16	241.17883	1.01572	126	0.4347			-0.4347	2.32	x	x	1.6910	14.07
Mon	11/21/16	241.23633	1.01596	129	0.4452			-0.4452	2.08	x	x	1.7015	14.31
Tue	11/22/16	241.25550	1.01604	130	0.4487			-0.4487	2.00	x	x	1.7050	14.39
Wed	11/23/16	241.27467	1.01612	131	0.4521			-0.4521	1.92	x	x	1.7084	14.47
Thu	11/24/16	241.29383	1.01621	132	0.4556			-0.4556	1.83	x	x	1.7119	14.56
Fri	11/25/16	241.31300	1.01629	133	0.4591			-0.4591	1.75	x	x	1.7154	14.64
Mon	11/28/16	241.37050	1.01653	136	0.4696			-0.4696	1.51	x	x	1.7259	14.88
Tue	11/29/16	241.38967	1.01661	137	0.4731			-0.4731	1.43	x	x	1.7294	14.96
Wed	11/30/16	241.40883	1.01669	138	0.4766			-0.4766	1.35	x	x	1.7329	15.04
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	1.01677	139	0.4801			-0.4801	1.27	x	x	1.7364	15.12
Fri	12/02/16	241.43771	1.01681	140	0.4835			-0.4835	1.23	x	x	1.7398	15.16
Mon	12/05/16	241.46684	1.01693	143	0.4940			-0.4940	1.11	x	x	1.7503	15.28
Tue	12/06/16	241.47655	1.01697	144	0.4974			-0.4974	1.07	x	x	1.7537	15.32
Wed	12/07/16	241.48626	1.01702	145	0.5009			-0.5009	1.02	x	x	1.7572	15.37
Thu	12/08/16	241.49597	1.01706	146	0.5044			-0.5044	0.98	x	x	1.7607	15.41
Fri	12/09/16	241.50568	1.01710	147	0.5079			-0.5079	0.94	x	x	1.7642	15.45
Mon	12/12/16	241.53481	1.01722	150	0.5183			-0.5183	0.82	x	x	1.7746	15.57
Tue	12/13/16	241.54452	1.01726	151	0.5218			-0.5218	0.78	x	x	1.7781	15.61
Wed	12/14/16	241.55423	1.01730	152	0.5252			-0.5252	0.74	x	x	1.7815	15.65
Thu	12/15/16	241.56394	1.01734	153	0.5287			-0.5287	0.70	x	x	1.7850	15.69
Fri	12/16/16	241.57365	1.01738	154	0.5322			-0.5322	0.66	x	x	1.7885	15.73
Mon	12/19/16	241.60277	1.01751	157	0.5426			-0.5426	0.53	x	x	1.7989	15.86
Tue	12/20/16	241.61248	1.01755	158	0.5461			-0.5461	0.49	x	x	1.8024	15.90
Wed	12/21/16	241.62219	1.01759	159	0.5496			-0.5496	0.45	x	x	1.8059	15.94
Thu	12/22/16	241.63190	1.01763	160	0.5531			-0.5531	0.41	x	x	1.8094	15.98
Fri	12/23/16	241.64161	1.01767	161	0.5565			-0.5565	0.37	x	x	1.8128	16.02
Mon	12/26/16	241.67074	1.01779	164	0.5670			-0.5670	0.25	x	x	1.8233	16.14
Tue	12/27/16	241.68045	1.01783	165	0.5705			-0.5705	0.21	x	x	1.8268	16.18
Wed	12/28/16	241.69016	1.01787	166	0.5739			-0.5739	0.17	x	x	1.8302	16.22
Thu	12/29/16	241.69987	1.01792	167	0.5774			-0.5774	0.12	x	x	1.8337	16.27
Fri	12/30/16	241.70958	1.01796	168	0.5809			-0.5809	0.08	x	x	1.8372	16.31
Sun	01/01/17	241.72900	1.01804

Generated 12/22/16 16:30