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

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

CUSIP Number	912828TE0	Interest 01/15/16 (184 days)	$0.6458
Dated Date	July 15, 2012	Interest 07/15/16 (182 days)	$0.6515
Ref CPI on Dated Date	229.96306	Interest Total	$1.2973
Original Issue Date	July 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	1.03424	170	0.5972	x	x	0.7001	16.92			0.5972	0.00
Mon	01/04/16	237.78942	1.03403	173	0.6076	x	x	0.6897	17.13			0.6076	-0.21
Tue	01/05/16	237.77323	1.03396	174	0.6111	x	x	0.6862	17.20			0.6111	-0.28
Wed	01/06/16	237.75703	1.03389	175	0.6146	x	x	0.6827	17.27			0.6146	-0.35
Thu	01/07/16	237.74084	1.03382	176	0.6180	x	x	0.6793	17.34			0.6180	-0.42
Fri	01/08/16	237.72465	1.03375	177	0.6215	x	x	0.6758	17.41			0.6215	-0.49
Mon	01/11/16	237.67606	1.03354	180	0.6319	x	x	0.6654	17.62			0.6319	-0.70
Tue	01/12/16	237.65987	1.03347	181	0.6354	x	x	0.6619	17.69			0.6354	-0.77
Wed	01/13/16	237.64368	1.03340	182	0.6389	x	x	0.6584	17.76			0.6389	-0.84
Thu	01/14/16	237.62748	1.03333	183	0.6423	x	x	0.6550	17.83			0.6423	-0.91
Fri	01/15/16	237.61129	1.03326	0	0.0000		x	0.6515	17.90	x		0.6458	-0.98
Mon	01/18/16	237.56271	1.03305	3	0.0106		x	0.6409	18.11	x		0.6564	-1.19
Tue	01/19/16	237.54652	1.03298	4	0.0142		x	0.6373	18.18	x		0.6600	-1.26
Wed	01/20/16	237.53032	1.03291	5	0.0177		x	0.6338	18.25	x		0.6635	-1.33
Thu	01/21/16	237.51413	1.03284	6	0.0213		x	0.6302	18.32	x		0.6671	-1.40
Fri	01/22/16	237.49794	1.03277	7	0.0248		x	0.6267	18.39	x		0.6706	-1.47
Mon	01/25/16	237.44935	1.03255	10	0.0355		x	0.6160	18.61	x		0.6813	-1.69
Tue	01/26/16	237.43316	1.03248	11	0.0390		x	0.6125	18.68	x		0.6848	-1.76
Wed	01/27/16	237.41697	1.03241	12	0.0425		x	0.6090	18.75	x		0.6883	-1.83
Thu	01/28/16	237.40077	1.03234	13	0.0461		x	0.6054	18.82	x		0.6919	-1.90
Fri	01/29/16	237.38458	1.03227	14	0.0496		x	0.6019	18.89	x		0.6954	-1.97
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	1.03206	17	0.0603		x	0.5912	19.10	x		0.7061	-2.18
Tue	02/02/16	237.30803	1.03194	18	0.0638		x	0.5877	19.22	x		0.7096	-2.30
Wed	02/03/16	237.28007	1.03182	19	0.0673		x	0.5842	19.34	x		0.7131	-2.42
Thu	02/04/16	237.25210	1.03170	20	0.0709		x	0.5806	19.46	x		0.7167	-2.54
Fri	02/05/16	237.22414	1.03157	21	0.0744		x	0.5771	19.59	x		0.7202	-2.67
Mon	02/08/16	237.14024	1.03121	24	0.0850		x	0.5665	19.95	x		0.7308	-3.03
Tue	02/09/16	237.11228	1.03109	25	0.0885		x	0.5630	20.07	x		0.7343	-3.15
Wed	02/10/16	237.08431	1.03097	26	0.0921		x	0.5594	20.19	x		0.7379	-3.27
Thu	02/11/16	237.05634	1.03085	27	0.0956		x	0.5559	20.31	x		0.7414	-3.39
Fri	02/12/16	237.02838	1.03072	28	0.0991		x	0.5524	20.44	x		0.7449	-3.52
Mon	02/15/16	236.94448	1.03036	31	0.1097		x	0.5418	20.80	x		0.7555	-3.88
Tue	02/16/16	236.91652	1.03024	32	0.1132		x	0.5383	20.92	x		0.7590	-4.00
Wed	02/17/16	236.88855	1.03012	33	0.1167		x	0.5348	21.04	x		0.7625	-4.12
Thu	02/18/16	236.86059	1.02999	34	0.1203		x	0.5312	21.17	x		0.7661	-4.25
Fri	02/19/16	236.83262	1.02987	35	0.1238		x	0.5277	21.29	x		0.7696	-4.37
Mon	02/22/16	236.74872	1.02951	38	0.1343		x	0.5172	21.65	x		0.7801	-4.73
Tue	02/23/16	236.72076	1.02939	39	0.1379		x	0.5136	21.77	x		0.7837	-4.85
Wed	02/24/16	236.69279	1.02926	40	0.1414		x	0.5101	21.90	x		0.7872	-4.98
Thu	02/25/16	236.66483	1.02914	41	0.1449		x	0.5066	22.02	x		0.7907	-5.10
Fri	02/26/16	236.63686	1.02902	42	0.1484		x	0.5031	22.14	x		0.7942	-5.22
Mon	02/29/16	236.55297	1.02866	45	0.1590		x	0.4925	22.50	x		0.8048	-5.58
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	1.02853	46	0.1625		x	0.4890	22.63	x		0.8083	-5.71
Wed	03/02/16	236.53761	1.02859	47	0.1660		x	0.4855	22.57	x		0.8118	-5.65
Thu	03/03/16	236.55023	1.02864	48	0.1696		x	0.4819	22.52	x		0.8154	-5.60
Fri	03/04/16	236.56284	1.02870	49	0.1731		x	0.4784	22.46	x		0.8189	-5.54
Mon	03/07/16	236.60068	1.02886	52	0.1837		x	0.4678	22.30	x		0.8295	-5.38
Tue	03/08/16	236.61329	1.02892	53	0.1873		x	0.4642	22.24	x		0.8331	-5.32
Wed	03/09/16	236.62590	1.02897	54	0.1908		x	0.4607	22.19	x		0.8366	-5.27
Thu	03/10/16	236.63852	1.02903	55	0.1944		x	0.4571	22.13	x		0.8402	-5.21
Fri	03/11/16	236.65113	1.02908	56	0.1979		x	0.4536	22.08	x		0.8437	-5.16
Mon	03/14/16	236.68897	1.02925	59	0.2085		x	0.4430	21.91	x		0.8543	-4.99
Tue	03/15/16	236.70158	1.02930	60	0.2121		x	0.4394	21.86	x		0.8579	-4.94
Wed	03/16/16	236.71419	1.02936	61	0.2156		x	0.4359	21.80	x		0.8614	-4.88
Thu	03/17/16	236.72681	1.02941	62	0.2192		x	0.4323	21.75	x		0.8650	-4.83
Fri	03/18/16	236.73942	1.02947	63	0.2227		x	0.4288	21.69	x		0.8685	-4.77
Mon	03/21/16	236.77726	1.02963	66	0.2334		x	0.4181	21.53	x		0.8792	-4.61
Tue	03/22/16	236.78987	1.02969	67	0.2369		x	0.4146	21.47	x		0.8827	-4.55
Wed	03/23/16	236.80248	1.02974	68	0.2405		x	0.4110	21.42	x		0.8863	-4.50
Thu	03/24/16	236.81510	1.02980	69	0.2440		x	0.4075	21.36	x		0.8898	-4.44
Fri	03/25/16	236.82771	1.02985	70	0.2476		x	0.4039	21.31	x		0.8934	-4.39
Mon	03/28/16	236.86555	1.03002	73	0.2582		x	0.3933	21.14	x		0.9040	-4.22
Tue	03/29/16	236.87816	1.03007	74	0.2618		x	0.3897	21.09	x		0.9076	-4.17
Wed	03/30/16	236.89077	1.03013	75	0.2653		x	0.3862	21.03	x		0.9111	-4.11
Thu	03/31/16	236.90339	1.03018	76	0.2689		x	0.3826	20.98	x		0.9147	-4.06
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	04/01/16	236.91600	1.03024	77	0.2724		x	0.3791	20.92	x		0.9182	-4.00
Mon	04/04/16	236.93550	1.03032	80	0.2831		x	0.3684	20.84	x		0.9289	-3.92
Tue	04/05/16	236.94200	1.03035	81	0.2866		x	0.3649	20.81	x		0.9324	-3.89
Wed	04/06/16	236.94850	1.03038	82	0.2901		x	0.3614	20.78	x		0.9359	-3.86
Thu	04/07/16	236.95500	1.03040	83	0.2937		x	0.3578	20.76	x		0.9395	-3.84
Fri	04/08/16	236.96150	1.03043	84	0.2972		x	0.3543	20.73	x		0.9430	-3.81
Mon	04/11/16	236.98100	1.03052	87	0.3079		x	0.3436	20.64	x		0.9537	-3.72
Tue	04/12/16	236.98750	1.03055	88	0.3114		x	0.3401	20.61	x		0.9572	-3.69
Wed	04/13/16	236.99400	1.03057	89	0.3150		x	0.3365	20.59	x		0.9608	-3.67
Thu	04/14/16	237.00050	1.03060	90	0.3185		x	0.3330	20.56	x		0.9643	-3.64
Fri	04/15/16	237.00700	1.03063	91	0.3221		x	0.3294	20.53	x		0.9679	-3.61
Mon	04/18/16	237.02650	1.03072	94	0.3327		x	0.3188	20.44	x		0.9785	-3.52
Tue	04/19/16	237.03300	1.03074	95	0.3363		x	0.3152	20.42	x		0.9821	-3.50
Wed	04/20/16	237.03950	1.03077	96	0.3398		x	0.3117	20.39	x		0.9856	-3.47
Thu	04/21/16	237.04600	1.03080	97	0.3434		x	0.3081	20.36	x		0.9892	-3.44
Fri	04/22/16	237.05250	1.03083	98	0.3469		x	0.3046	20.33	x		0.9927	-3.41
Mon	04/25/16	237.07200	1.03091	101	0.3576		x	0.2939	20.25	x		1.0034	-3.33
Tue	04/26/16	237.07850	1.03094	102	0.3611		x	0.2904	20.22	x		1.0069	-3.30
Wed	04/27/16	237.08500	1.03097	103	0.3647		x	0.2868	20.19	x		1.0105	-3.27
Thu	04/28/16	237.09150	1.03100	104	0.3682		x	0.2833	20.16	x		1.0140	-3.24
Fri	04/29/16	237.09800	1.03103	105	0.3718		x	0.2797	20.13	x		1.0176	-3.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/02/16	237.14394	1.03123	108	0.3825		x	0.2690	19.93	x		1.0283	-3.01
Tue	05/03/16	237.17687	1.03137	109	0.3861		x	0.2654	19.79	x		1.0319	-2.87
Wed	05/04/16	237.20981	1.03151	110	0.3897		x	0.2618	19.65	x		1.0355	-2.73
Thu	05/05/16	237.24274	1.03166	111	0.3932		x	0.2583	19.50	x		1.0390	-2.58
Fri	05/06/16	237.27568	1.03180	112	0.3968		x	0.2547	19.36	x		1.0426	-2.44
Mon	05/09/16	237.37448	1.03223	115	0.4076		x	0.2439	18.93	x		1.0534	-2.01
Tue	05/10/16	237.40742	1.03237	116	0.4112		x	0.2403	18.79	x		1.0570	-1.87
Wed	05/11/16	237.44035	1.03252	117	0.4149		x	0.2366	18.64	x		1.0607	-1.72
Thu	05/12/16	237.47329	1.03266	118	0.4185		x	0.2330	18.50	x		1.0643	-1.58
Fri	05/13/16	237.50623	1.03280	119	0.4221		x	0.2294	18.36	x		1.0679	-1.44
Mon	05/16/16	237.60503	1.03323	122	0.4329		x	0.2186	17.93	x		1.0787	-1.01
Tue	05/17/16	237.63797	1.03337	123	0.4365		x	0.2150	17.79	x		1.0823	-0.87
Wed	05/18/16	237.67090	1.03352	124	0.4401		x	0.2114	17.64	x		1.0859	-0.72
Thu	05/19/16	237.70384	1.03366	125	0.4437		x	0.2078	17.50	x		1.0895	-0.58
Fri	05/20/16	237.73677	1.03380	126	0.4473		x	0.2042	17.36	x		1.0931	-0.44
Mon	05/23/16	237.83558	1.03423	129	0.4582		x	0.1933	16.93	x		1.1040	-0.01
Tue	05/24/16	237.86852	1.03438	130	0.4618		x	0.1897	16.78	x		1.1076	0.14
Wed	05/25/16	237.90145	1.03452	131	0.4654		x	0.1861	16.64	x		1.1112	0.28
Thu	05/26/16	237.93439	1.03466	132	0.4690		x	0.1825	16.50	x		1.1148	0.42
Fri	05/27/16	237.96732	1.03481	133	0.4726		x	0.1789	16.35	x		1.1184	0.57
Mon	05/30/16	238.06613	1.03524	136	0.4835		x	0.1680	15.92	x		1.1293	1.00
Tue	05/31/16	238.09906	1.03538	137	0.4871		x	0.1644	15.78	x		1.1329	1.14
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	1.03552	138	0.4907		x	0.1608	15.64	x		1.1365	1.28
Thu	06/02/16	238.16963	1.03569	139	0.4944		x	0.1571	15.47	x		1.1402	1.45
Fri	06/03/16	238.20727	1.03585	140	0.4980		x	0.1535	15.31	x		1.1438	1.61
Mon	06/06/16	238.32017	1.03634	143	0.5089		x	0.1426	14.82	x		1.1547	2.10
Tue	06/07/16	238.35780	1.03650	144	0.5126		x	0.1389	14.66	x		1.1584	2.26
Wed	06/08/16	238.39543	1.03667	145	0.5162		x	0.1353	14.49	x		1.1620	2.43
Thu	06/09/16	238.43307	1.03683	146	0.5198		x	0.1317	14.33	x		1.1656	2.59
Fri	06/10/16	238.47070	1.03700	147	0.5235		x	0.1280	14.16	x		1.1693	2.76
Mon	06/13/16	238.58360	1.03749	150	0.5344		x	0.1171	13.67	x		1.1802	3.25
Tue	06/14/16	238.62123	1.03765	151	0.5381		x	0.1134	13.51	x		1.1839	3.41
Wed	06/15/16	238.65887	1.03781	152	0.5417		x	0.1098	13.35	x		1.1875	3.57
Thu	06/16/16	238.69650	1.03798	153	0.5454		x	0.1061	13.18	x		1.1912	3.74
Fri	06/17/16	238.73413	1.03814	154	0.5490		x	0.1025	13.02	x		1.1948	3.90
Mon	06/20/16	238.84703	1.03863	157	0.5600		x	0.0915	12.53	x		1.2058	4.39
Tue	06/21/16	238.88467	1.03880	158	0.5636		x	0.0879	12.36	x		1.2094	4.56
Wed	06/22/16	238.92230	1.03896	159	0.5673		x	0.0842	12.20	x		1.2131	4.72
Thu	06/23/16	238.95993	1.03912	160	0.5709		x	0.0806	12.04	x		1.2167	4.88
Fri	06/24/16	238.99757	1.03929	161	0.5746		x	0.0769	11.87	x		1.2204	5.05
Mon	06/27/16	239.11047	1.03978	164	0.5856		x	0.0659	11.38	x		1.2314	5.54
Tue	06/28/16	239.14810	1.03994	165	0.5893		x	0.0622	11.22	x		1.2351	5.70
Wed	06/29/16	239.18573	1.04011	166	0.5929		x	0.0586	11.05	x		1.2387	5.87
Thu	06/30/16	239.22337	1.04027	167	0.5966		x	0.0549	10.89	x		1.2424	6.03
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	07/01/16	239.26100	1.04043	168	0.6002		x	0.0513	10.73	x		1.2460	6.19
Mon	07/04/16	239.35535	1.04084	171	0.6112		x	0.0403	10.32	x		1.2570	6.60
Tue	07/05/16	239.38681	1.04098	172	0.6149		x	0.0366	10.18	x		1.2607	6.74
Wed	07/06/16	239.41826	1.04112	173	0.6185		x	0.0330	10.04	x		1.2643	6.88
Thu	07/07/16	239.44971	1.04125	174	0.6222		x	0.0293	9.91	x		1.2680	7.01
Fri	07/08/16	239.48116	1.04139	175	0.6258		x	0.0257	9.77	x		1.2716	7.15
Mon	07/11/16	239.57552	1.04180	178	0.6368		x	0.0147	9.36	x		1.2826	7.56
Tue	07/12/16	239.60697	1.04194	179	0.6405		x	0.0110	9.22	x		1.2863	7.70
Wed	07/13/16	239.63842	1.04207	180	0.6441		x	0.0074	9.09	x		1.2899	7.83
Thu	07/14/16	239.66987	1.04221	181	0.6478		x	0.0037	8.95	x		1.2936	7.97
Fri	07/15/16	239.70132	1.04235	0	0.0000			0.0000	8.81	x	x	1.2973	8.11
Mon	07/18/16	239.79568	1.04276	3	0.0106			-0.0106	8.40	x	x	1.3079	8.52
Tue	07/19/16	239.82713	1.04289	4	0.0142			-0.0142	8.27	x	x	1.3115	8.65
Wed	07/20/16	239.85858	1.04303	5	0.0177			-0.0177	8.13	x	x	1.3150	8.79
Thu	07/21/16	239.89003	1.04317	6	0.0213			-0.0213	7.99	x	x	1.3186	8.93
Fri	07/22/16	239.92148	1.04330	7	0.0248			-0.0248	7.86	x	x	1.3221	9.06
Mon	07/25/16	240.01584	1.04371	10	0.0355			-0.0355	7.45	x	x	1.3328	9.47
Tue	07/26/16	240.04729	1.04385	11	0.0390			-0.0390	7.31	x	x	1.3363	9.61
Wed	07/27/16	240.07874	1.04399	12	0.0426			-0.0426	7.17	x	x	1.3399	9.75
Thu	07/28/16	240.11019	1.04413	13	0.0461			-0.0461	7.03	x	x	1.3434	9.89
Fri	07/29/16	240.14165	1.04426	14	0.0497			-0.0497	6.90	x	x	1.3470	10.02
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	1.04467	17	0.0603			-0.0603	6.49	x	x	1.3576	10.43
Tue	08/02/16	240.26187	1.04478	18	0.0639			-0.0639	6.38	x	x	1.3612	10.54
Wed	08/03/16	240.28774	1.04490	19	0.0674			-0.0674	6.26	x	x	1.3647	10.66
Thu	08/04/16	240.31361	1.04501	20	0.0710			-0.0710	6.15	x	x	1.3683	10.77
Fri	08/05/16	240.33948	1.04512	21	0.0745			-0.0745	6.04	x	x	1.3718	10.88
Mon	08/08/16	240.41710	1.04546	24	0.0852			-0.0852	5.70	x	x	1.3825	11.22
Tue	08/09/16	240.44297	1.04557	25	0.0888			-0.0888	5.59	x	x	1.3861	11.33
Wed	08/10/16	240.46884	1.04568	26	0.0923			-0.0923	5.48	x	x	1.3896	11.44
Thu	08/11/16	240.49471	1.04580	27	0.0959			-0.0959	5.36	x	x	1.3932	11.56
Fri	08/12/16	240.52058	1.04591	28	0.0995			-0.0995	5.25	x	x	1.3968	11.67
Mon	08/15/16	240.59819	1.04625	31	0.1102			-0.1102	4.91	x	x	1.4075	12.01
Tue	08/16/16	240.62406	1.04636	32	0.1137			-0.1137	4.80	x	x	1.4110	12.12
Wed	08/17/16	240.64994	1.04647	33	0.1173			-0.1173	4.69	x	x	1.4146	12.23
Thu	08/18/16	240.67581	1.04658	34	0.1209			-0.1209	4.58	x	x	1.4182	12.34
Fri	08/19/16	240.70168	1.04670	35	0.1244			-0.1244	4.46	x	x	1.4217	12.46
Mon	08/22/16	240.77929	1.04703	38	0.1351			-0.1351	4.13	x	x	1.4324	12.79
Tue	08/23/16	240.80516	1.04715	39	0.1387			-0.1387	4.01	x	x	1.4360	12.91
Wed	08/24/16	240.83103	1.04726	40	0.1423			-0.1423	3.90	x	x	1.4396	13.02
Thu	08/25/16	240.85690	1.04737	41	0.1459			-0.1459	3.79	x	x	1.4432	13.13
Fri	08/26/16	240.88277	1.04748	42	0.1494			-0.1494	3.68	x	x	1.4467	13.24
Mon	08/29/16	240.96039	1.04782	45	0.1602			-0.1602	3.34	x	x	1.4575	13.58
Tue	08/30/16	240.98626	1.04793	46	0.1637			-0.1637	3.23	x	x	1.4610	13.69
Wed	08/31/16	241.01213	1.04805	47	0.1673			-0.1673	3.11	x	x	1.4646	13.81
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	1.04816	48	0.1709			-0.1709	3.00	x	x	1.4682	13.92
Fri	09/02/16	241.02497	1.04810	49	0.1744			-0.1744	3.06	x	x	1.4717	13.86
Mon	09/05/16	240.98587	1.04793	52	0.1851			-0.1851	3.23	x	x	1.4824	13.69
Tue	09/06/16	240.97283	1.04788	53	0.1886			-0.1886	3.28	x	x	1.4859	13.64
Wed	09/07/16	240.95980	1.04782	54	0.1922			-0.1922	3.34	x	x	1.4895	13.58
Thu	09/08/16	240.94677	1.04776	55	0.1957			-0.1957	3.40	x	x	1.4930	13.52
Fri	09/09/16	240.93373	1.04771	56	0.1993			-0.1993	3.45	x	x	1.4966	13.47
Mon	09/12/16	240.89463	1.04754	59	0.2099			-0.2099	3.62	x	x	1.5072	13.30
Tue	09/13/16	240.88160	1.04748	60	0.2135			-0.2135	3.68	x	x	1.5108	13.24
Wed	09/14/16	240.86857	1.04742	61	0.2170			-0.2170	3.74	x	x	1.5143	13.18
Thu	09/15/16	240.85553	1.04737	62	0.2206			-0.2206	3.79	x	x	1.5179	13.13
Fri	09/16/16	240.84250	1.04731	63	0.2241			-0.2241	3.85	x	x	1.5214	13.07
Mon	09/19/16	240.80340	1.04714	66	0.2348			-0.2348	4.02	x	x	1.5321	12.90
Tue	09/20/16	240.79037	1.04708	67	0.2383			-0.2383	4.08	x	x	1.5356	12.84
Wed	09/21/16	240.77733	1.04703	68	0.2418			-0.2418	4.13	x	x	1.5391	12.79
Thu	09/22/16	240.76430	1.04697	69	0.2454			-0.2454	4.19	x	x	1.5427	12.73
Fri	09/23/16	240.75127	1.04691	70	0.2489			-0.2489	4.25	x	x	1.5462	12.67
Mon	09/26/16	240.71217	1.04674	73	0.2596			-0.2596	4.42	x	x	1.5569	12.50
Tue	09/27/16	240.69913	1.04669	74	0.2631			-0.2631	4.47	x	x	1.5604	12.45
Wed	09/28/16	240.68610	1.04663	75	0.2666			-0.2666	4.53	x	x	1.5639	12.39
Thu	09/29/16	240.67307	1.04657	76	0.2702			-0.2702	4.59	x	x	1.5675	12.33
Fri	09/30/16	240.66003	1.04652	77	0.2737			-0.2737	4.64	x	x	1.5710	12.28
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	1.04652	80	0.2844			-0.2844	4.64	x	x	1.5817	12.28
Tue	10/04/16	240.66694	1.04655	81	0.2879			-0.2879	4.61	x	x	1.5852	12.31
Wed	10/05/16	240.67358	1.04657	82	0.2915			-0.2915	4.59	x	x	1.5888	12.33
Thu	10/06/16	240.68023	1.04660	83	0.2951			-0.2951	4.56	x	x	1.5924	12.36
Fri	10/07/16	240.68687	1.04663	84	0.2986			-0.2986	4.53	x	x	1.5959	12.39
Mon	10/10/16	240.70681	1.04672	87	0.3093			-0.3093	4.44	x	x	1.6066	12.48
Tue	10/11/16	240.71345	1.04675	88	0.3129			-0.3129	4.41	x	x	1.6102	12.51
Wed	10/12/16	240.72010	1.04678	89	0.3165			-0.3165	4.38	x	x	1.6138	12.54
Thu	10/13/16	240.72674	1.04681	90	0.3200			-0.3200	4.35	x	x	1.6173	12.57
Fri	10/14/16	240.73339	1.04684	91	0.3236			-0.3236	4.32	x	x	1.6209	12.60
Mon	10/17/16	240.75332	1.04692	94	0.3343			-0.3343	4.24	x	x	1.6316	12.68
Tue	10/18/16	240.75997	1.04695	95	0.3378			-0.3378	4.21	x	x	1.6351	12.71
Wed	10/19/16	240.76661	1.04698	96	0.3414			-0.3414	4.18	x	x	1.6387	12.74
Thu	10/20/16	240.77326	1.04701	97	0.3450			-0.3450	4.15	x	x	1.6423	12.77
Fri	10/21/16	240.77990	1.04704	98	0.3485			-0.3485	4.12	x	x	1.6458	12.80
Mon	10/24/16	240.79984	1.04712	101	0.3592			-0.3592	4.04	x	x	1.6565	12.88
Tue	10/25/16	240.80648	1.04715	102	0.3628			-0.3628	4.01	x	x	1.6601	12.91
Wed	10/26/16	240.81313	1.04718	103	0.3664			-0.3664	3.98	x	x	1.6637	12.94
Thu	10/27/16	240.81977	1.04721	104	0.3699			-0.3699	3.95	x	x	1.6672	12.97
Fri	10/28/16	240.82642	1.04724	105	0.3735			-0.3735	3.92	x	x	1.6708	13.00
Mon	10/31/16	240.84635	1.04733	108	0.3842			-0.3842	3.83	x	x	1.6815	13.09
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	1.04736	109	0.3878			-0.3878	3.80	x	x	1.6851	13.12
Wed	11/02/16	240.87217	1.04744	110	0.3914			-0.3914	3.72	x	x	1.6887	13.20
Thu	11/03/16	240.89133	1.04752	111	0.3950			-0.3950	3.64	x	x	1.6923	13.28
Fri	11/04/16	240.91050	1.04761	112	0.3985			-0.3985	3.55	x	x	1.6958	13.37
Mon	11/07/16	240.96800	1.04786	115	0.4093			-0.4093	3.30	x	x	1.7066	13.62
Tue	11/08/16	240.98717	1.04794	116	0.4129			-0.4129	3.22	x	x	1.7102	13.70
Wed	11/09/16	241.00633	1.04802	117	0.4165			-0.4165	3.14	x	x	1.7138	13.78
Thu	11/10/16	241.02550	1.04811	118	0.4201			-0.4201	3.05	x	x	1.7174	13.87
Fri	11/11/16	241.04467	1.04819	119	0.4237			-0.4237	2.97	x	x	1.7210	13.95
Mon	11/14/16	241.10217	1.04844	122	0.4345			-0.4345	2.72	x	x	1.7318	14.20
Tue	11/15/16	241.12133	1.04852	123	0.4381			-0.4381	2.64	x	x	1.7354	14.28
Wed	11/16/16	241.14050	1.04861	124	0.4417			-0.4417	2.55	x	x	1.7390	14.37
Thu	11/17/16	241.15967	1.04869	125	0.4453			-0.4453	2.47	x	x	1.7426	14.45
Fri	11/18/16	241.17883	1.04877	126	0.4489			-0.4489	2.39	x	x	1.7462	14.53
Mon	11/21/16	241.23633	1.04902	129	0.4597			-0.4597	2.14	x	x	1.7570	14.78
Tue	11/22/16	241.25550	1.04911	130	0.4633			-0.4633	2.05	x	x	1.7606	14.87
Wed	11/23/16	241.27467	1.04919	131	0.4669			-0.4669	1.97	x	x	1.7642	14.95
Thu	11/24/16	241.29383	1.04927	132	0.4705			-0.4705	1.89	x	x	1.7678	15.03
Fri	11/25/16	241.31300	1.04936	133	0.4741			-0.4741	1.80	x	x	1.7714	15.12
Mon	11/28/16	241.37050	1.04961	136	0.4849			-0.4849	1.55	x	x	1.7822	15.37
Tue	11/29/16	241.38967	1.04969	137	0.4885			-0.4885	1.47	x	x	1.7858	15.45
Wed	11/30/16	241.40883	1.04977	138	0.4921			-0.4921	1.39	x	x	1.7894	15.53
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	1.04986	139	0.4957			-0.4957	1.30	x	x	1.7930	15.62
Fri	12/02/16	241.43771	1.04990	140	0.4993			-0.4993	1.26	x	x	1.7966	15.66
Mon	12/05/16	241.46684	1.05002	143	0.5100			-0.5100	1.14	x	x	1.8073	15.78
Tue	12/06/16	241.47655	1.05007	144	0.5136			-0.5136	1.09	x	x	1.8109	15.83
Wed	12/07/16	241.48626	1.05011	145	0.5172			-0.5172	1.05	x	x	1.8145	15.87
Thu	12/08/16	241.49597	1.05015	146	0.5208			-0.5208	1.01	x	x	1.8181	15.91
Fri	12/09/16	241.50568	1.05019	147	0.5244			-0.5244	0.97	x	x	1.8217	15.95
Mon	12/12/16	241.53481	1.05032	150	0.5351			-0.5351	0.84	x	x	1.8324	16.08
Tue	12/13/16	241.54452	1.05036	151	0.5387			-0.5387	0.80	x	x	1.8360	16.12
Wed	12/14/16	241.55423	1.05040	152	0.5423			-0.5423	0.76	x	x	1.8396	16.16
Thu	12/15/16	241.56394	1.05045	153	0.5459			-0.5459	0.71	x	x	1.8432	16.21
Fri	12/16/16	241.57365	1.05049	154	0.5495			-0.5495	0.67	x	x	1.8468	16.25
Mon	12/19/16	241.60277	1.05062	157	0.5603			-0.5603	0.54	x	x	1.8576	16.38
Tue	12/20/16	241.61248	1.05066	158	0.5639			-0.5639	0.50	x	x	1.8612	16.42
Wed	12/21/16	241.62219	1.05070	159	0.5675			-0.5675	0.46	x	x	1.8648	16.46
Thu	12/22/16	241.63190	1.05074	160	0.5711			-0.5711	0.42	x	x	1.8684	16.50
Fri	12/23/16	241.64161	1.05078	161	0.5746			-0.5746	0.38	x	x	1.8719	16.54
Mon	12/26/16	241.67074	1.05091	164	0.5854			-0.5854	0.25	x	x	1.8827	16.67
Tue	12/27/16	241.68045	1.05095	165	0.5890			-0.5890	0.21	x	x	1.8863	16.71
Wed	12/28/16	241.69016	1.05100	166	0.5926			-0.5926	0.16	x	x	1.8899	16.76
Thu	12/29/16	241.69987	1.05104	167	0.5962			-0.5962	0.12	x	x	1.8935	16.80
Fri	12/30/16	241.70958	1.05108	168	0.5998			-0.5998	0.08	x	x	1.8971	16.84
Sun	01/01/17	241.72900	1.05116

Generated 12/22/16 16:30