0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2025

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

CUSIP Number	912828XL9	Interest 01/15/16 (184 days)	$1.8787
Dated Date	July 15, 2015	Interest 07/15/16 (182 days)	$1.8952
Ref CPI on Dated Date	237.14365	Interest Total	$3.7739
Original Issue Date	July 31, 2015	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	1.00293	170	1.7374	x	x	2.0365	16.41			1.7374	0.00
Mon	01/04/16	237.78942	1.00272	173	1.7677	x	x	2.0062	16.62			1.7677	-0.21
Tue	01/05/16	237.77323	1.00265	174	1.7778	x	x	1.9961	16.69			1.7778	-0.28
Wed	01/06/16	237.75703	1.00259	175	1.7879	x	x	1.9860	16.75			1.7879	-0.34
Thu	01/07/16	237.74084	1.00252	176	1.7980	x	x	1.9759	16.82			1.7980	-0.41
Fri	01/08/16	237.72465	1.00245	177	1.8081	x	x	1.9658	16.89			1.8081	-0.48
Mon	01/11/16	237.67606	1.00225	180	1.8384	x	x	1.9355	17.09			1.8384	-0.68
Tue	01/12/16	237.65987	1.00218	181	1.8485	x	x	1.9254	17.16			1.8485	-0.75
Wed	01/13/16	237.64368	1.00211	182	1.8585	x	x	1.9154	17.23			1.8585	-0.82
Thu	01/14/16	237.62748	1.00204	183	1.8686	x	x	1.9053	17.30			1.8686	-0.89
Fri	01/15/16	237.61129	1.00197	0	0.0000		x	1.8952	17.37	x		1.8787	-0.96
Mon	01/18/16	237.56271	1.00177	3	0.0310		x	1.8642	17.57	x		1.9097	-1.16
Tue	01/19/16	237.54652	1.00170	4	0.0413		x	1.8539	17.64	x		1.9200	-1.23
Wed	01/20/16	237.53032	1.00163	5	0.0516		x	1.8436	17.71	x		1.9303	-1.30
Thu	01/21/16	237.51413	1.00156	6	0.0619		x	1.8333	17.78	x		1.9406	-1.37
Fri	01/22/16	237.49794	1.00149	7	0.0722		x	1.8230	17.85	x		1.9509	-1.44
Mon	01/25/16	237.44935	1.00129	10	0.1032		x	1.7920	18.05	x		1.9819	-1.64
Tue	01/26/16	237.43316	1.00122	11	0.1135		x	1.7817	18.12	x		1.9922	-1.71
Wed	01/27/16	237.41697	1.00115	12	0.1238		x	1.7714	18.19	x		2.0025	-1.78
Thu	01/28/16	237.40077	1.00108	13	0.1341		x	1.7611	18.26	x		2.0128	-1.85
Fri	01/29/16	237.38458	1.00102	14	0.1444		x	1.7508	18.32	x		2.0231	-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	1.00081	17	0.1753		x	1.7199	18.53	x		2.0540	-2.12
Tue	02/02/16	237.30803	1.00069	18	0.1856		x	1.7096	18.65	x		2.0643	-2.24
Wed	02/03/16	237.28007	1.00058	19	0.1959		x	1.6993	18.76	x		2.0746	-2.35
Thu	02/04/16	237.25210	1.00046	20	0.2061		x	1.6891	18.88	x		2.0848	-2.47
Fri	02/05/16	237.22414	1.00034	21	0.2164		x	1.6788	19.00	x		2.0951	-2.59
Mon	02/08/16	237.14024	0.99999	24	0.2473		x	1.6479	19.35	x		2.1260	-2.94
Tue	02/09/16	237.11228	0.99987	25	0.2575		x	1.6377	19.47	x		2.1362	-3.06
Wed	02/10/16	237.08431	0.99975	26	0.2678		x	1.6274	19.59	x		2.1465	-3.18
Thu	02/11/16	237.05634	0.99963	27	0.2781		x	1.6171	19.71	x		2.1568	-3.30
Fri	02/12/16	237.02838	0.99951	28	0.2883		x	1.6069	19.83	x		2.1670	-3.42
Mon	02/15/16	236.94448	0.99916	31	0.3191		x	1.5761	20.18	x		2.1978	-3.77
Tue	02/16/16	236.91652	0.99904	32	0.3294		x	1.5658	20.30	x		2.2081	-3.89
Wed	02/17/16	236.88855	0.99892	33	0.3396		x	1.5556	20.42	x		2.2183	-4.01
Thu	02/18/16	236.86059	0.99881	34	0.3499		x	1.5453	20.53	x		2.2286	-4.12
Fri	02/19/16	236.83262	0.99869	35	0.3601		x	1.5351	20.65	x		2.2388	-4.24
Mon	02/22/16	236.74872	0.99833	38	0.3908		x	1.5044	21.01	x		2.2695	-4.60
Tue	02/23/16	236.72076	0.99822	39	0.4011		x	1.4941	21.12	x		2.2798	-4.71
Wed	02/24/16	236.69279	0.99810	40	0.4113		x	1.4839	21.24	x		2.2900	-4.83
Thu	02/25/16	236.66483	0.99798	41	0.4215		x	1.4737	21.36	x		2.3002	-4.95
Fri	02/26/16	236.63686	0.99786	42	0.4318		x	1.4634	21.48	x		2.3105	-5.07
Mon	02/29/16	236.55297	0.99751	45	0.4624		x	1.4328	21.83	x		2.3411	-5.42
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	0.99739	46	0.4727		x	1.4225	21.95	x		2.3514	-5.54
Wed	03/02/16	236.53761	0.99744	47	0.4830		x	1.4122	21.90	x		2.3617	-5.49
Thu	03/03/16	236.55023	0.99750	48	0.4933		x	1.4019	21.84	x		2.3720	-5.43
Fri	03/04/16	236.56284	0.99755	49	0.5036		x	1.3916	21.79	x		2.3823	-5.38
Mon	03/07/16	236.60068	0.99771	52	0.5345		x	1.3607	21.63	x		2.4132	-5.22
Tue	03/08/16	236.61329	0.99776	53	0.5448		x	1.3504	21.58	x		2.4235	-5.17
Wed	03/09/16	236.62590	0.99782	54	0.5551		x	1.3401	21.52	x		2.4338	-5.11
Thu	03/10/16	236.63852	0.99787	55	0.5654		x	1.3298	21.47	x		2.4441	-5.06
Fri	03/11/16	236.65113	0.99792	56	0.5757		x	1.3195	21.42	x		2.4544	-5.01
Mon	03/14/16	236.68897	0.99808	59	0.6067		x	1.2885	21.26	x		2.4854	-4.85
Tue	03/15/16	236.70158	0.99814	60	0.6170		x	1.2782	21.20	x		2.4957	-4.79
Wed	03/16/16	236.71419	0.99819	61	0.6273		x	1.2679	21.15	x		2.5060	-4.74
Thu	03/17/16	236.72681	0.99824	62	0.6376		x	1.2576	21.10	x		2.5163	-4.69
Fri	03/18/16	236.73942	0.99830	63	0.6479		x	1.2473	21.04	x		2.5266	-4.63
Mon	03/21/16	236.77726	0.99845	66	0.6789		x	1.2163	20.89	x		2.5576	-4.48
Tue	03/22/16	236.78987	0.99851	67	0.6892		x	1.2060	20.83	x		2.5679	-4.42
Wed	03/23/16	236.80248	0.99856	68	0.6995		x	1.1957	20.78	x		2.5782	-4.37
Thu	03/24/16	236.81510	0.99861	69	0.7099		x	1.1853	20.73	x		2.5886	-4.32
Fri	03/25/16	236.82771	0.99867	70	0.7202		x	1.1750	20.67	x		2.5989	-4.26
Mon	03/28/16	236.86555	0.99883	73	0.7512		x	1.1440	20.51	x		2.6299	-4.10
Tue	03/29/16	236.87816	0.99888	74	0.7615		x	1.1337	20.46	x		2.6402	-4.05
Wed	03/30/16	236.89077	0.99893	75	0.7718		x	1.1234	20.41	x		2.6505	-4.00
Thu	03/31/16	236.90339	0.99899	76	0.7822		x	1.1130	20.35	x		2.6609	-3.94
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	0.99904	77	0.7925		x	1.1027	20.30	x		2.6712	-3.89
Mon	04/04/16	236.93550	0.99912	80	0.8235		x	1.0717	20.22	x		2.7022	-3.81
Tue	04/05/16	236.94200	0.99915	81	0.8338		x	1.0614	20.19	x		2.7125	-3.78
Wed	04/06/16	236.94850	0.99918	82	0.8441		x	1.0511	20.16	x		2.7228	-3.75
Thu	04/07/16	236.95500	0.99920	83	0.8544		x	1.0408	20.14	x		2.7331	-3.73
Fri	04/08/16	236.96150	0.99923	84	0.8647		x	1.0305	20.11	x		2.7434	-3.70
Mon	04/11/16	236.98100	0.99931	87	0.8957		x	0.9995	20.03	x		2.7744	-3.62
Tue	04/12/16	236.98750	0.99934	88	0.9060		x	0.9892	20.00	x		2.7847	-3.59
Wed	04/13/16	236.99400	0.99937	89	0.9163		x	0.9789	19.97	x		2.7950	-3.56
Thu	04/14/16	237.00050	0.99940	90	0.9266		x	0.9686	19.94	x		2.8053	-3.53
Fri	04/15/16	237.00700	0.99942	91	0.9370		x	0.9582	19.92	x		2.8157	-3.51
Mon	04/18/16	237.02650	0.99951	94	0.9679		x	0.9273	19.83	x		2.8466	-3.42
Tue	04/19/16	237.03300	0.99953	95	0.9782		x	0.9170	19.81	x		2.8569	-3.40
Wed	04/20/16	237.03950	0.99956	96	0.9886		x	0.9066	19.78	x		2.8673	-3.37
Thu	04/21/16	237.04600	0.99959	97	0.9989		x	0.8963	19.75	x		2.8776	-3.34
Fri	04/22/16	237.05250	0.99962	98	1.0092		x	0.8860	19.72	x		2.8879	-3.31
Mon	04/25/16	237.07200	0.99970	101	1.0402		x	0.8550	19.64	x		2.9189	-3.23
Tue	04/26/16	237.07850	0.99973	102	1.0505		x	0.8447	19.61	x		2.9292	-3.20
Wed	04/27/16	237.08500	0.99975	103	1.0609		x	0.8343	19.59	x		2.9396	-3.18
Thu	04/28/16	237.09150	0.99978	104	1.0712		x	0.8240	19.56	x		2.9499	-3.15
Fri	04/29/16	237.09800	0.99981	105	1.0815		x	0.8137	19.53	x		2.9602	-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	1.00000	108	1.1126		x	0.7826	19.34	x		2.9913	-2.93
Tue	05/03/16	237.17687	1.00014	109	1.1231		x	0.7721	19.20	x		3.0018	-2.79
Wed	05/04/16	237.20981	1.00028	110	1.1336		x	0.7616	19.06	x		3.0123	-2.65
Thu	05/05/16	237.24274	1.00042	111	1.1440		x	0.7512	18.92	x		3.0227	-2.51
Fri	05/06/16	237.27568	1.00056	112	1.1545		x	0.7407	18.78	x		3.0332	-2.37
Mon	05/09/16	237.37448	1.00097	115	1.1859		x	0.7093	18.37	x		3.0646	-1.96
Tue	05/10/16	237.40742	1.00111	116	1.1964		x	0.6988	18.23	x		3.0751	-1.82
Wed	05/11/16	237.44035	1.00125	117	1.2069		x	0.6883	18.09	x		3.0856	-1.68
Thu	05/12/16	237.47329	1.00139	118	1.2173		x	0.6779	17.95	x		3.0960	-1.54
Fri	05/13/16	237.50623	1.00153	119	1.2278		x	0.6674	17.81	x		3.1065	-1.40
Mon	05/16/16	237.60503	1.00195	122	1.2593		x	0.6359	17.39	x		3.1380	-0.98
Tue	05/17/16	237.63797	1.00208	123	1.2698		x	0.6254	17.26	x		3.1485	-0.85
Wed	05/18/16	237.67090	1.00222	124	1.2803		x	0.6149	17.12	x		3.1590	-0.71
Thu	05/19/16	237.70384	1.00236	125	1.2908		x	0.6044	16.98	x		3.1695	-0.57
Fri	05/20/16	237.73677	1.00250	126	1.3013		x	0.5939	16.84	x		3.1800	-0.43
Mon	05/23/16	237.83558	1.00292	129	1.3329		x	0.5623	16.42	x		3.2116	-0.01
Tue	05/24/16	237.86852	1.00306	130	1.3434		x	0.5518	16.28	x		3.2221	0.13
Wed	05/25/16	237.90145	1.00320	131	1.3539		x	0.5413	16.14	x		3.2326	0.27
Thu	05/26/16	237.93439	1.00333	132	1.3644		x	0.5308	16.01	x		3.2431	0.40
Fri	05/27/16	237.96732	1.00347	133	1.3749		x	0.5203	15.87	x		3.2536	0.54
Mon	05/30/16	238.06613	1.00389	136	1.4065		x	0.4887	15.45	x		3.2852	0.96
Tue	05/31/16	238.09906	1.00403	137	1.4171		x	0.4781	15.31	x		3.2958	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	1.00417	138	1.4276		x	0.4676	15.17	x		3.3063	1.24
Thu	06/02/16	238.16963	1.00433	139	1.4382		x	0.4570	15.01	x		3.3169	1.40
Fri	06/03/16	238.20727	1.00449	140	1.4488		x	0.4464	14.85	x		3.3275	1.56
Mon	06/06/16	238.32017	1.00496	143	1.4805		x	0.4147	14.38	x		3.3592	2.03
Tue	06/07/16	238.35780	1.00512	144	1.4911		x	0.4041	14.22	x		3.3698	2.19
Wed	06/08/16	238.39543	1.00528	145	1.5017		x	0.3935	14.06	x		3.3804	2.35
Thu	06/09/16	238.43307	1.00544	146	1.5123		x	0.3829	13.90	x		3.3910	2.51
Fri	06/10/16	238.47070	1.00560	147	1.5229		x	0.3723	13.74	x		3.4016	2.67
Mon	06/13/16	238.58360	1.00607	150	1.5547		x	0.3405	13.27	x		3.4334	3.14
Tue	06/14/16	238.62123	1.00623	151	1.5653		x	0.3299	13.11	x		3.4440	3.30
Wed	06/15/16	238.65887	1.00639	152	1.5759		x	0.3193	12.95	x		3.4546	3.46
Thu	06/16/16	238.69650	1.00655	153	1.5866		x	0.3086	12.79	x		3.4653	3.62
Fri	06/17/16	238.73413	1.00671	154	1.5972		x	0.2980	12.63	x		3.4759	3.78
Mon	06/20/16	238.84703	1.00718	157	1.6291		x	0.2661	12.16	x		3.5078	4.25
Tue	06/21/16	238.88467	1.00734	158	1.6397		x	0.2555	12.00	x		3.5184	4.41
Wed	06/22/16	238.92230	1.00750	159	1.6503		x	0.2449	11.84	x		3.5290	4.57
Thu	06/23/16	238.95993	1.00766	160	1.6610		x	0.2342	11.68	x		3.5397	4.73
Fri	06/24/16	238.99757	1.00782	161	1.6716		x	0.2236	11.52	x		3.5503	4.89
Mon	06/27/16	239.11047	1.00829	164	1.7036		x	0.1916	11.05	x		3.5823	5.36
Tue	06/28/16	239.14810	1.00845	165	1.7142		x	0.1810	10.89	x		3.5929	5.52
Wed	06/29/16	239.18573	1.00861	166	1.7249		x	0.1703	10.73	x		3.6036	5.68
Thu	06/30/16	239.22337	1.00877	167	1.7356		x	0.1596	10.57	x		3.6143	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	1.00893	168	1.7462		x	0.1490	10.41	x		3.6249	6.00
Mon	07/04/16	239.35535	1.00933	171	1.7781		x	0.1171	10.01	x		3.6568	6.40
Tue	07/05/16	239.38681	1.00946	172	1.7887		x	0.1065	9.88	x		3.6674	6.53
Wed	07/06/16	239.41826	1.00959	173	1.7994		x	0.0958	9.75	x		3.6781	6.66
Thu	07/07/16	239.44971	1.00972	174	1.8100		x	0.0852	9.62	x		3.6887	6.79
Fri	07/08/16	239.48116	1.00986	175	1.8207		x	0.0745	9.48	x		3.6994	6.93
Mon	07/11/16	239.57552	1.01025	178	1.8526		x	0.0426	9.09	x		3.7313	7.32
Tue	07/12/16	239.60697	1.01039	179	1.8633		x	0.0319	8.95	x		3.7420	7.46
Wed	07/13/16	239.63842	1.01052	180	1.8739		x	0.0213	8.82	x		3.7526	7.59
Thu	07/14/16	239.66987	1.01065	181	1.8846		x	0.0106	8.69	x		3.7633	7.72
Fri	07/15/16	239.70132	1.01079	0	0.0000			0.0000	8.55	x	x	3.7739	7.86
Mon	07/18/16	239.79568	1.01118	3	0.0309			-0.0309	8.16	x	x	3.8048	8.25
Tue	07/19/16	239.82713	1.01132	4	0.0412			-0.0412	8.02	x	x	3.8151	8.39
Wed	07/20/16	239.85858	1.01145	5	0.0515			-0.0515	7.89	x	x	3.8254	8.52
Thu	07/21/16	239.89003	1.01158	6	0.0618			-0.0618	7.76	x	x	3.8357	8.65
Fri	07/22/16	239.92148	1.01171	7	0.0722			-0.0722	7.63	x	x	3.8461	8.78
Mon	07/25/16	240.01584	1.01211	10	0.1031			-0.1031	7.23	x	x	3.8770	9.18
Tue	07/26/16	240.04729	1.01224	11	0.1135			-0.1135	7.10	x	x	3.8874	9.31
Wed	07/27/16	240.07874	1.01238	12	0.1238			-0.1238	6.96	x	x	3.8977	9.45
Thu	07/28/16	240.11019	1.01251	13	0.1341			-0.1341	6.83	x	x	3.9080	9.58
Fri	07/29/16	240.14165	1.01264	14	0.1445			-0.1445	6.70	x	x	3.9184	9.71
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	1.01304	17	0.1755			-0.1755	6.30	x	x	3.9494	10.11
Tue	08/02/16	240.26187	1.01315	18	0.1858			-0.1858	6.19	x	x	3.9597	10.22
Wed	08/03/16	240.28774	1.01326	19	0.1962			-0.1962	6.08	x	x	3.9701	10.33
Thu	08/04/16	240.31361	1.01337	20	0.2065			-0.2065	5.97	x	x	3.9804	10.44
Fri	08/05/16	240.33948	1.01348	21	0.2169			-0.2169	5.86	x	x	3.9908	10.55
Mon	08/08/16	240.41710	1.01380	24	0.2479			-0.2479	5.54	x	x	4.0218	10.87
Tue	08/09/16	240.44297	1.01391	25	0.2583			-0.2583	5.43	x	x	4.0322	10.98
Wed	08/10/16	240.46884	1.01402	26	0.2687			-0.2687	5.32	x	x	4.0426	11.09
Thu	08/11/16	240.49471	1.01413	27	0.2790			-0.2790	5.21	x	x	4.0529	11.20
Fri	08/12/16	240.52058	1.01424	28	0.2894			-0.2894	5.10	x	x	4.0633	11.31
Mon	08/15/16	240.59819	1.01457	31	0.3205			-0.3205	4.77	x	x	4.0944	11.64
Tue	08/16/16	240.62406	1.01468	32	0.3309			-0.3309	4.66	x	x	4.1048	11.75
Wed	08/17/16	240.64994	1.01479	33	0.3413			-0.3413	4.55	x	x	4.1152	11.86
Thu	08/18/16	240.67581	1.01489	34	0.3516			-0.3516	4.45	x	x	4.1255	11.96
Fri	08/19/16	240.70168	1.01500	35	0.3620			-0.3620	4.34	x	x	4.1359	12.07
Mon	08/22/16	240.77929	1.01533	38	0.3932			-0.3932	4.01	x	x	4.1671	12.40
Tue	08/23/16	240.80516	1.01544	39	0.4036			-0.4036	3.90	x	x	4.1775	12.51
Wed	08/24/16	240.83103	1.01555	40	0.4139			-0.4139	3.79	x	x	4.1878	12.62
Thu	08/25/16	240.85690	1.01566	41	0.4243			-0.4243	3.68	x	x	4.1982	12.73
Fri	08/26/16	240.88277	1.01577	42	0.4347			-0.4347	3.57	x	x	4.2086	12.84
Mon	08/29/16	240.96039	1.01609	45	0.4659			-0.4659	3.25	x	x	4.2398	13.16
Tue	08/30/16	240.98626	1.01620	46	0.4763			-0.4763	3.14	x	x	4.2502	13.27
Wed	08/31/16	241.01213	1.01631	47	0.4868			-0.4868	3.03	x	x	4.2607	13.38
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	1.01642	48	0.4972			-0.4972	2.92	x	x	4.2711	13.49
Fri	09/02/16	241.02497	1.01637	49	0.5075			-0.5075	2.97	x	x	4.2814	13.44
Mon	09/05/16	240.98587	1.01620	52	0.5385			-0.5385	3.14	x	x	4.3124	13.27
Tue	09/06/16	240.97283	1.01615	53	0.5488			-0.5488	3.19	x	x	4.3227	13.22
Wed	09/07/16	240.95980	1.01609	54	0.5591			-0.5591	3.25	x	x	4.3330	13.16
Thu	09/08/16	240.94677	1.01604	55	0.5695			-0.5695	3.30	x	x	4.3434	13.11
Fri	09/09/16	240.93373	1.01598	56	0.5798			-0.5798	3.36	x	x	4.3537	13.05
Mon	09/12/16	240.89463	1.01582	59	0.6107			-0.6107	3.52	x	x	4.3846	12.89
Tue	09/13/16	240.88160	1.01576	60	0.6210			-0.6210	3.58	x	x	4.3949	12.83
Wed	09/14/16	240.86857	1.01571	61	0.6314			-0.6314	3.63	x	x	4.4053	12.78
Thu	09/15/16	240.85553	1.01565	62	0.6417			-0.6417	3.69	x	x	4.4156	12.72
Fri	09/16/16	240.84250	1.01560	63	0.6520			-0.6520	3.74	x	x	4.4259	12.67
Mon	09/19/16	240.80340	1.01543	66	0.6829			-0.6829	3.91	x	x	4.4568	12.50
Tue	09/20/16	240.79037	1.01538	67	0.6932			-0.6932	3.96	x	x	4.4671	12.45
Wed	09/21/16	240.77733	1.01532	68	0.7036			-0.7036	4.02	x	x	4.4775	12.39
Thu	09/22/16	240.76430	1.01527	69	0.7139			-0.7139	4.07	x	x	4.4878	12.34
Fri	09/23/16	240.75127	1.01521	70	0.7242			-0.7242	4.13	x	x	4.4981	12.28
Mon	09/26/16	240.71217	1.01505	73	0.7551			-0.7551	4.29	x	x	4.5290	12.12
Tue	09/27/16	240.69913	1.01499	74	0.7654			-0.7654	4.35	x	x	4.5393	12.06
Wed	09/28/16	240.68610	1.01494	75	0.7757			-0.7757	4.40	x	x	4.5496	12.01
Thu	09/29/16	240.67307	1.01488	76	0.7860			-0.7860	4.46	x	x	4.5599	11.95
Fri	09/30/16	240.66003	1.01483	77	0.7963			-0.7963	4.51	x	x	4.5702	11.90
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	1.01483	80	0.8273			-0.8273	4.51	x	x	4.6012	11.90
Tue	10/04/16	240.66694	1.01486	81	0.8377			-0.8377	4.48	x	x	4.6116	11.93
Wed	10/05/16	240.67358	1.01489	82	0.8480			-0.8480	4.45	x	x	4.6219	11.96
Thu	10/06/16	240.68023	1.01491	83	0.8584			-0.8584	4.43	x	x	4.6323	11.98
Fri	10/07/16	240.68687	1.01494	84	0.8688			-0.8688	4.40	x	x	4.6427	12.01
Mon	10/10/16	240.70681	1.01503	87	0.8999			-0.8999	4.31	x	x	4.6738	12.10
Tue	10/11/16	240.71345	1.01505	88	0.9102			-0.9102	4.29	x	x	4.6841	12.12
Wed	10/12/16	240.72010	1.01508	89	0.9206			-0.9206	4.26	x	x	4.6945	12.15
Thu	10/13/16	240.72674	1.01511	90	0.9310			-0.9310	4.23	x	x	4.7049	12.18
Fri	10/14/16	240.73339	1.01514	91	0.9413			-0.9413	4.20	x	x	4.7152	12.21
Mon	10/17/16	240.75332	1.01522	94	0.9725			-0.9725	4.12	x	x	4.7464	12.29
Tue	10/18/16	240.75997	1.01525	95	0.9828			-0.9828	4.09	x	x	4.7567	12.32
Wed	10/19/16	240.76661	1.01528	96	0.9932			-0.9932	4.06	x	x	4.7671	12.35
Thu	10/20/16	240.77326	1.01531	97	1.0036			-1.0036	4.03	x	x	4.7775	12.38
Fri	10/21/16	240.77990	1.01533	98	1.0140			-1.0140	4.01	x	x	4.7879	12.40
Mon	10/24/16	240.79984	1.01542	101	1.0451			-1.0451	3.92	x	x	4.8190	12.49
Tue	10/25/16	240.80648	1.01545	102	1.0555			-1.0555	3.89	x	x	4.8294	12.52
Wed	10/26/16	240.81313	1.01547	103	1.0658			-1.0658	3.87	x	x	4.8397	12.54
Thu	10/27/16	240.81977	1.01550	104	1.0762			-1.0762	3.84	x	x	4.8501	12.57
Fri	10/28/16	240.82642	1.01553	105	1.0866			-1.0866	3.81	x	x	4.8605	12.60
Mon	10/31/16	240.84635	1.01561	108	1.1177			-1.1177	3.73	x	x	4.8916	12.68
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	1.01564	109	1.1281			-1.1281	3.70	x	x	4.9020	12.71
Wed	11/02/16	240.87217	1.01572	110	1.1385			-1.1385	3.62	x	x	4.9124	12.79
Thu	11/03/16	240.89133	1.01580	111	1.1490			-1.1490	3.54	x	x	4.9229	12.87
Fri	11/04/16	240.91050	1.01588	112	1.1594			-1.1594	3.46	x	x	4.9333	12.95
Mon	11/07/16	240.96800	1.01613	115	1.1908			-1.1908	3.21	x	x	4.9647	13.20
Tue	11/08/16	240.98717	1.01621	116	1.2012			-1.2012	3.13	x	x	4.9751	13.28
Wed	11/09/16	241.00633	1.01629	117	1.2117			-1.2117	3.05	x	x	4.9856	13.36
Thu	11/10/16	241.02550	1.01637	118	1.2221			-1.2221	2.97	x	x	4.9960	13.44
Fri	11/11/16	241.04467	1.01645	119	1.2326			-1.2326	2.89	x	x	5.0065	13.52
Mon	11/14/16	241.10217	1.01669	122	1.2640			-1.2640	2.65	x	x	5.0379	13.76
Tue	11/15/16	241.12133	1.01677	123	1.2744			-1.2744	2.57	x	x	5.0483	13.84
Wed	11/16/16	241.14050	1.01685	124	1.2849			-1.2849	2.49	x	x	5.0588	13.92
Thu	11/17/16	241.15967	1.01693	125	1.2953			-1.2953	2.41	x	x	5.0692	14.00
Fri	11/18/16	241.17883	1.01702	126	1.3058			-1.3058	2.32	x	x	5.0797	14.09
Mon	11/21/16	241.23633	1.01726	129	1.3372			-1.3372	2.08	x	x	5.1111	14.33
Tue	11/22/16	241.25550	1.01734	130	1.3477			-1.3477	2.00	x	x	5.1216	14.41
Wed	11/23/16	241.27467	1.01742	131	1.3582			-1.3582	1.92	x	x	5.1321	14.49
Thu	11/24/16	241.29383	1.01750	132	1.3686			-1.3686	1.84	x	x	5.1425	14.57
Fri	11/25/16	241.31300	1.01758	133	1.3791			-1.3791	1.76	x	x	5.1530	14.65
Mon	11/28/16	241.37050	1.01782	136	1.4106			-1.4106	1.52	x	x	5.1845	14.89
Tue	11/29/16	241.38967	1.01790	137	1.4210			-1.4210	1.44	x	x	5.1949	14.97
Wed	11/30/16	241.40883	1.01799	138	1.4315			-1.4315	1.35	x	x	5.2054	15.06
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	1.01807	139	1.4420			-1.4420	1.27	x	x	5.2159	15.14
Fri	12/02/16	241.43771	1.01811	140	1.4525			-1.4525	1.23	x	x	5.2264	15.18
Mon	12/05/16	241.46684	1.01823	143	1.4838			-1.4838	1.11	x	x	5.2577	15.30
Tue	12/06/16	241.47655	1.01827	144	1.4942			-1.4942	1.07	x	x	5.2681	15.34
Wed	12/07/16	241.48626	1.01831	145	1.5046			-1.5046	1.03	x	x	5.2785	15.38
Thu	12/08/16	241.49597	1.01835	146	1.5151			-1.5151	0.99	x	x	5.2890	15.42
Fri	12/09/16	241.50568	1.01839	147	1.5255			-1.5255	0.95	x	x	5.2994	15.46
Mon	12/12/16	241.53481	1.01852	150	1.5568			-1.5568	0.82	x	x	5.3307	15.59
Tue	12/13/16	241.54452	1.01856	151	1.5673			-1.5673	0.78	x	x	5.3412	15.63
Wed	12/14/16	241.55423	1.01860	152	1.5777			-1.5777	0.74	x	x	5.3516	15.67
Thu	12/15/16	241.56394	1.01864	153	1.5882			-1.5882	0.70	x	x	5.3621	15.71
Fri	12/16/16	241.57365	1.01868	154	1.5986			-1.5986	0.66	x	x	5.3725	15.75
Mon	12/19/16	241.60277	1.01880	157	1.6299			-1.6299	0.54	x	x	5.4038	15.87
Tue	12/20/16	241.61248	1.01884	158	1.6404			-1.6404	0.50	x	x	5.4143	15.91
Wed	12/21/16	241.62219	1.01889	159	1.6509			-1.6509	0.45	x	x	5.4248	15.96
Thu	12/22/16	241.63190	1.01893	160	1.6613			-1.6613	0.41	x	x	5.4352	16.00
Fri	12/23/16	241.64161	1.01897	161	1.6717			-1.6717	0.37	x	x	5.4456	16.04
Mon	12/26/16	241.67074	1.01909	164	1.7031			-1.7031	0.25	x	x	5.4770	16.16
Tue	12/27/16	241.68045	1.01913	165	1.7136			-1.7136	0.21	x	x	5.4875	16.20
Wed	12/28/16	241.69016	1.01917	166	1.7240			-1.7240	0.17	x	x	5.4979	16.24
Thu	12/29/16	241.69987	1.01921	167	1.7345			-1.7345	0.13	x	x	5.5084	16.28
Fri	12/30/16	241.70958	1.01925	168	1.7449			-1.7449	0.09	x	x	5.5188	16.32
Sun	01/01/17	241.72900	1.01934

Generated 12/22/16 16:30