0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2023

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

CUSIP Number	912828UH1	Interest 01/15/16 (184 days)	$0.6434
Dated Date	January 15, 2013	Interest 07/15/16 (182 days)	$0.6490
Ref CPI on Dated Date	230.82203	Interest Total	$1.2924
Original Issue Date	January 31, 2013	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	1.03040	170	0.5950	x	x	0.6974	16.85			0.5950	0.00
Mon	01/04/16	237.78942	1.03019	173	0.6054	x	x	0.6870	17.06			0.6054	-0.21
Tue	01/05/16	237.77323	1.03011	174	0.6088	x	x	0.6836	17.14			0.6088	-0.29
Wed	01/06/16	237.75703	1.03004	175	0.6123	x	x	0.6801	17.21			0.6123	-0.36
Thu	01/07/16	237.74084	1.02997	176	0.6157	x	x	0.6767	17.28			0.6157	-0.43
Fri	01/08/16	237.72465	1.02990	177	0.6192	x	x	0.6732	17.35			0.6192	-0.50
Mon	01/11/16	237.67606	1.02969	180	0.6296	x	x	0.6628	17.56			0.6296	-0.71
Tue	01/12/16	237.65987	1.02962	181	0.6330	x	x	0.6594	17.63			0.6330	-0.78
Wed	01/13/16	237.64368	1.02955	182	0.6365	x	x	0.6559	17.70			0.6365	-0.85
Thu	01/14/16	237.62748	1.02948	183	0.6399	x	x	0.6525	17.77			0.6399	-0.92
Fri	01/15/16	237.61129	1.02941	0	0.0000		x	0.6490	17.84	x		0.6434	-0.99
Mon	01/18/16	237.56271	1.02920	3	0.0106		x	0.6384	18.05	x		0.6540	-1.20
Tue	01/19/16	237.54652	1.02913	4	0.0141		x	0.6349	18.12	x		0.6575	-1.27
Wed	01/20/16	237.53032	1.02906	5	0.0177		x	0.6313	18.19	x		0.6611	-1.34
Thu	01/21/16	237.51413	1.02899	6	0.0212		x	0.6278	18.26	x		0.6646	-1.41
Fri	01/22/16	237.49794	1.02892	7	0.0247		x	0.6243	18.33	x		0.6681	-1.48
Mon	01/25/16	237.44935	1.02871	10	0.0353		x	0.6137	18.54	x		0.6787	-1.69
Tue	01/26/16	237.43316	1.02864	11	0.0389		x	0.6101	18.61	x		0.6823	-1.76
Wed	01/27/16	237.41697	1.02857	12	0.0424		x	0.6066	18.68	x		0.6858	-1.83
Thu	01/28/16	237.40077	1.02850	13	0.0459		x	0.6031	18.75	x		0.6893	-1.90
Fri	01/29/16	237.38458	1.02843	14	0.0494		x	0.5996	18.82	x		0.6928	-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	1.02822	17	0.0600		x	0.5890	19.03	x		0.7034	-2.18
Tue	02/02/16	237.30803	1.02810	18	0.0636		x	0.5854	19.15	x		0.7070	-2.30
Wed	02/03/16	237.28007	1.02798	19	0.0671		x	0.5819	19.27	x		0.7105	-2.42
Thu	02/04/16	237.25210	1.02786	20	0.0706		x	0.5784	19.39	x		0.7140	-2.54
Fri	02/05/16	237.22414	1.02774	21	0.0741		x	0.5749	19.51	x		0.7175	-2.66
Mon	02/08/16	237.14024	1.02737	24	0.0847		x	0.5643	19.88	x		0.7281	-3.03
Tue	02/09/16	237.11228	1.02725	25	0.0882		x	0.5608	20.00	x		0.7316	-3.15
Wed	02/10/16	237.08431	1.02713	26	0.0917		x	0.5573	20.12	x		0.7351	-3.27
Thu	02/11/16	237.05634	1.02701	27	0.0952		x	0.5538	20.24	x		0.7386	-3.39
Fri	02/12/16	237.02838	1.02689	28	0.0987		x	0.5503	20.36	x		0.7421	-3.51
Mon	02/15/16	236.94448	1.02652	31	0.1093		x	0.5397	20.73	x		0.7527	-3.88
Tue	02/16/16	236.91652	1.02640	32	0.1128		x	0.5362	20.85	x		0.7562	-4.00
Wed	02/17/16	236.88855	1.02628	33	0.1163		x	0.5327	20.97	x		0.7597	-4.12
Thu	02/18/16	236.86059	1.02616	34	0.1198		x	0.5292	21.09	x		0.7632	-4.24
Fri	02/19/16	236.83262	1.02604	35	0.1233		x	0.5257	21.21	x		0.7667	-4.36
Mon	02/22/16	236.74872	1.02568	38	0.1338		x	0.5152	21.57	x		0.7772	-4.72
Tue	02/23/16	236.72076	1.02556	39	0.1374		x	0.5116	21.69	x		0.7808	-4.84
Wed	02/24/16	236.69279	1.02543	40	0.1409		x	0.5081	21.82	x		0.7843	-4.97
Thu	02/25/16	236.66483	1.02531	41	0.1444		x	0.5046	21.94	x		0.7878	-5.09
Fri	02/26/16	236.63686	1.02519	42	0.1479		x	0.5011	22.06	x		0.7913	-5.21
Mon	02/29/16	236.55297	1.02483	45	0.1584		x	0.4906	22.42	x		0.8018	-5.57
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	1.02471	46	0.1619		x	0.4871	22.54	x		0.8053	-5.69
Wed	03/02/16	236.53761	1.02476	47	0.1654		x	0.4836	22.49	x		0.8088	-5.64
Thu	03/03/16	236.55023	1.02482	48	0.1689		x	0.4801	22.43	x		0.8123	-5.58
Fri	03/04/16	236.56284	1.02487	49	0.1725		x	0.4765	22.38	x		0.8159	-5.53
Mon	03/07/16	236.60068	1.02504	52	0.1830		x	0.4660	22.21	x		0.8264	-5.36
Tue	03/08/16	236.61329	1.02509	53	0.1866		x	0.4624	22.16	x		0.8300	-5.31
Wed	03/09/16	236.62590	1.02514	54	0.1901		x	0.4589	22.11	x		0.8335	-5.26
Thu	03/10/16	236.63852	1.02520	55	0.1936		x	0.4554	22.05	x		0.8370	-5.20
Fri	03/11/16	236.65113	1.02525	56	0.1972		x	0.4518	22.00	x		0.8406	-5.15
Mon	03/14/16	236.68897	1.02542	59	0.2078		x	0.4412	21.83	x		0.8512	-4.98
Tue	03/15/16	236.70158	1.02547	60	0.2113		x	0.4377	21.78	x		0.8547	-4.93
Wed	03/16/16	236.71419	1.02553	61	0.2148		x	0.4342	21.72	x		0.8582	-4.87
Thu	03/17/16	236.72681	1.02558	62	0.2184		x	0.4306	21.67	x		0.8618	-4.82
Fri	03/18/16	236.73942	1.02564	63	0.2219		x	0.4271	21.61	x		0.8653	-4.76
Mon	03/21/16	236.77726	1.02580	66	0.2325		x	0.4165	21.45	x		0.8759	-4.60
Tue	03/22/16	236.78987	1.02585	67	0.2360		x	0.4130	21.40	x		0.8794	-4.55
Wed	03/23/16	236.80248	1.02591	68	0.2396		x	0.4094	21.34	x		0.8830	-4.49
Thu	03/24/16	236.81510	1.02596	69	0.2431		x	0.4059	21.29	x		0.8865	-4.44
Fri	03/25/16	236.82771	1.02602	70	0.2466		x	0.4024	21.23	x		0.8900	-4.38
Mon	03/28/16	236.86555	1.02618	73	0.2572		x	0.3918	21.07	x		0.9006	-4.22
Tue	03/29/16	236.87816	1.02624	74	0.2608		x	0.3882	21.01	x		0.9042	-4.16
Wed	03/30/16	236.89077	1.02629	75	0.2643		x	0.3847	20.96	x		0.9077	-4.11
Thu	03/31/16	236.90339	1.02635	76	0.2679		x	0.3811	20.90	x		0.9113	-4.05
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	1.02640	77	0.2714		x	0.3776	20.85	x		0.9148	-4.00
Mon	04/04/16	236.93550	1.02649	80	0.2820		x	0.3670	20.76	x		0.9254	-3.91
Tue	04/05/16	236.94200	1.02651	81	0.2855		x	0.3635	20.74	x		0.9289	-3.89
Wed	04/06/16	236.94850	1.02654	82	0.2891		x	0.3599	20.71	x		0.9325	-3.86
Thu	04/07/16	236.95500	1.02657	83	0.2926		x	0.3564	20.68	x		0.9360	-3.83
Fri	04/08/16	236.96150	1.02660	84	0.2961		x	0.3529	20.65	x		0.9395	-3.80
Mon	04/11/16	236.98100	1.02668	87	0.3067		x	0.3423	20.57	x		0.9501	-3.72
Tue	04/12/16	236.98750	1.02671	88	0.3103		x	0.3387	20.54	x		0.9537	-3.69
Wed	04/13/16	236.99400	1.02674	89	0.3138		x	0.3352	20.51	x		0.9572	-3.66
Thu	04/14/16	237.00050	1.02677	90	0.3173		x	0.3317	20.48	x		0.9607	-3.63
Fri	04/15/16	237.00700	1.02680	91	0.3209		x	0.3281	20.45	x		0.9643	-3.60
Mon	04/18/16	237.02650	1.02688	94	0.3315		x	0.3175	20.37	x		0.9749	-3.52
Tue	04/19/16	237.03300	1.02691	95	0.3350		x	0.3140	20.34	x		0.9784	-3.49
Wed	04/20/16	237.03950	1.02694	96	0.3386		x	0.3104	20.31	x		0.9820	-3.46
Thu	04/21/16	237.04600	1.02696	97	0.3421		x	0.3069	20.29	x		0.9855	-3.44
Fri	04/22/16	237.05250	1.02699	98	0.3456		x	0.3034	20.26	x		0.9890	-3.41
Mon	04/25/16	237.07200	1.02708	101	0.3562		x	0.2928	20.17	x		0.9996	-3.32
Tue	04/26/16	237.07850	1.02711	102	0.3598		x	0.2892	20.14	x		1.0032	-3.29
Wed	04/27/16	237.08500	1.02713	103	0.3633		x	0.2857	20.12	x		1.0067	-3.27
Thu	04/28/16	237.09150	1.02716	104	0.3668		x	0.2822	20.09	x		1.0102	-3.24
Fri	04/29/16	237.09800	1.02719	105	0.3704		x	0.2786	20.06	x		1.0138	-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	1.02739	108	0.3810		x	0.2680	19.86	x		1.0244	-3.01
Tue	05/03/16	237.17687	1.02753	109	0.3846		x	0.2644	19.72	x		1.0280	-2.87
Wed	05/04/16	237.20981	1.02767	110	0.3882		x	0.2608	19.58	x		1.0316	-2.73
Thu	05/05/16	237.24274	1.02782	111	0.3918		x	0.2572	19.43	x		1.0352	-2.58
Fri	05/06/16	237.27568	1.02796	112	0.3954		x	0.2536	19.29	x		1.0388	-2.44
Mon	05/09/16	237.37448	1.02839	115	0.4061		x	0.2429	18.86	x		1.0495	-2.01
Tue	05/10/16	237.40742	1.02853	116	0.4097		x	0.2393	18.72	x		1.0531	-1.87
Wed	05/11/16	237.44035	1.02867	117	0.4133		x	0.2357	18.58	x		1.0567	-1.73
Thu	05/12/16	237.47329	1.02882	118	0.4169		x	0.2321	18.43	x		1.0603	-1.58
Fri	05/13/16	237.50623	1.02896	119	0.4205		x	0.2285	18.29	x		1.0639	-1.44
Mon	05/16/16	237.60503	1.02939	122	0.4313		x	0.2177	17.86	x		1.0747	-1.01
Tue	05/17/16	237.63797	1.02953	123	0.4349		x	0.2141	17.72	x		1.0783	-0.87
Wed	05/18/16	237.67090	1.02967	124	0.4385		x	0.2105	17.58	x		1.0819	-0.73
Thu	05/19/16	237.70384	1.02981	125	0.4421		x	0.2069	17.44	x		1.0855	-0.59
Fri	05/20/16	237.73677	1.02996	126	0.4457		x	0.2033	17.29	x		1.0891	-0.44
Mon	05/23/16	237.83558	1.03039	129	0.4565		x	0.1925	16.86	x		1.0999	-0.01
Tue	05/24/16	237.86852	1.03053	130	0.4601		x	0.1889	16.72	x		1.1035	0.13
Wed	05/25/16	237.90145	1.03067	131	0.4637		x	0.1853	16.58	x		1.1071	0.27
Thu	05/26/16	237.93439	1.03081	132	0.4673		x	0.1817	16.44	x		1.1107	0.41
Fri	05/27/16	237.96732	1.03096	133	0.4709		x	0.1781	16.29	x		1.1143	0.56
Mon	05/30/16	238.06613	1.03138	136	0.4817		x	0.1673	15.87	x		1.1251	0.98
Tue	05/31/16	238.09906	1.03153	137	0.4853		x	0.1637	15.72	x		1.1287	1.13
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	06/01/16	238.13200	1.03167	138	0.4889		x	0.1601	15.58	x		1.1323	1.27
Thu	06/02/16	238.16963	1.03183	139	0.4925		x	0.1565	15.42	x		1.1359	1.43
Fri	06/03/16	238.20727	1.03200	140	0.4962		x	0.1528	15.25	x		1.1396	1.60
Mon	06/06/16	238.32017	1.03248	143	0.5070		x	0.1420	14.77	x		1.1504	2.08
Tue	06/07/16	238.35780	1.03265	144	0.5107		x	0.1383	14.60	x		1.1541	2.25
Wed	06/08/16	238.39543	1.03281	145	0.5143		x	0.1347	14.44	x		1.1577	2.41
Thu	06/09/16	238.43307	1.03297	146	0.5179		x	0.1311	14.28	x		1.1613	2.57
Fri	06/10/16	238.47070	1.03314	147	0.5215		x	0.1275	14.11	x		1.1649	2.74
Mon	06/13/16	238.58360	1.03363	150	0.5324		x	0.1166	13.62	x		1.1758	3.23
Tue	06/14/16	238.62123	1.03379	151	0.5361		x	0.1129	13.46	x		1.1795	3.39
Wed	06/15/16	238.65887	1.03395	152	0.5397		x	0.1093	13.30	x		1.1831	3.55
Thu	06/16/16	238.69650	1.03411	153	0.5433		x	0.1057	13.14	x		1.1867	3.71
Fri	06/17/16	238.73413	1.03428	154	0.5470		x	0.1020	12.97	x		1.1904	3.88
Mon	06/20/16	238.84703	1.03477	157	0.5579		x	0.0911	12.48	x		1.2013	4.37
Tue	06/21/16	238.88467	1.03493	158	0.5615		x	0.0875	12.32	x		1.2049	4.53
Wed	06/22/16	238.92230	1.03509	159	0.5652		x	0.0838	12.16	x		1.2086	4.69
Thu	06/23/16	238.95993	1.03526	160	0.5688		x	0.0802	11.99	x		1.2122	4.86
Fri	06/24/16	238.99757	1.03542	161	0.5725		x	0.0765	11.83	x		1.2159	5.02
Mon	06/27/16	239.11047	1.03591	164	0.5834		x	0.0656	11.34	x		1.2268	5.51
Tue	06/28/16	239.14810	1.03607	165	0.5871		x	0.0619	11.18	x		1.2305	5.67
Wed	06/29/16	239.18573	1.03623	166	0.5907		x	0.0583	11.02	x		1.2341	5.83
Thu	06/30/16	239.22337	1.03640	167	0.5944		x	0.0546	10.85	x		1.2378	6.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	07/01/16	239.26100	1.03656	168	0.5980		x	0.0510	10.69	x		1.2414	6.16
Mon	07/04/16	239.35535	1.03697	171	0.6089		x	0.0401	10.28	x		1.2523	6.57
Tue	07/05/16	239.38681	1.03711	172	0.6126		x	0.0364	10.14	x		1.2560	6.71
Wed	07/06/16	239.41826	1.03724	173	0.6162		x	0.0328	10.01	x		1.2596	6.84
Thu	07/07/16	239.44971	1.03738	174	0.6199		x	0.0291	9.87	x		1.2633	6.98
Fri	07/08/16	239.48116	1.03751	175	0.6235		x	0.0255	9.74	x		1.2669	7.11
Mon	07/11/16	239.57552	1.03792	178	0.6344		x	0.0146	9.33	x		1.2778	7.52
Tue	07/12/16	239.60697	1.03806	179	0.6381		x	0.0109	9.19	x		1.2815	7.66
Wed	07/13/16	239.63842	1.03820	180	0.6417		x	0.0073	9.05	x		1.2851	7.80
Thu	07/14/16	239.66987	1.03833	181	0.6454		x	0.0036	8.92	x		1.2888	7.93
Fri	07/15/16	239.70132	1.03847	0	0.0000			0.0000	8.78	x	x	1.2924	8.07
Mon	07/18/16	239.79568	1.03888	3	0.0106			-0.0106	8.37	x	x	1.3030	8.48
Tue	07/19/16	239.82713	1.03901	4	0.0141			-0.0141	8.24	x	x	1.3065	8.61
Wed	07/20/16	239.85858	1.03915	5	0.0176			-0.0176	8.10	x	x	1.3100	8.75
Thu	07/21/16	239.89003	1.03929	6	0.0212			-0.0212	7.96	x	x	1.3136	8.89
Fri	07/22/16	239.92148	1.03942	7	0.0247			-0.0247	7.83	x	x	1.3171	9.02
Mon	07/25/16	240.01584	1.03983	10	0.0353			-0.0353	7.42	x	x	1.3277	9.43
Tue	07/26/16	240.04729	1.03997	11	0.0389			-0.0389	7.28	x	x	1.3313	9.57
Wed	07/27/16	240.07874	1.04010	12	0.0424			-0.0424	7.15	x	x	1.3348	9.70
Thu	07/28/16	240.11019	1.04024	13	0.0459			-0.0459	7.01	x	x	1.3383	9.84
Fri	07/29/16	240.14165	1.04038	14	0.0495			-0.0495	6.87	x	x	1.3419	9.98
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	1.04078	17	0.0601			-0.0601	6.47	x	x	1.3525	10.38
Tue	08/02/16	240.26187	1.04090	18	0.0636			-0.0636	6.35	x	x	1.3560	10.50
Wed	08/03/16	240.28774	1.04101	19	0.0672			-0.0672	6.24	x	x	1.3596	10.61
Thu	08/04/16	240.31361	1.04112	20	0.0707			-0.0707	6.13	x	x	1.3631	10.72
Fri	08/05/16	240.33948	1.04123	21	0.0743			-0.0743	6.02	x	x	1.3667	10.83
Mon	08/08/16	240.41710	1.04157	24	0.0849			-0.0849	5.68	x	x	1.3773	11.17
Tue	08/09/16	240.44297	1.04168	25	0.0885			-0.0885	5.57	x	x	1.3809	11.28
Wed	08/10/16	240.46884	1.04179	26	0.0920			-0.0920	5.46	x	x	1.3844	11.39
Thu	08/11/16	240.49471	1.04191	27	0.0956			-0.0956	5.34	x	x	1.3880	11.51
Fri	08/12/16	240.52058	1.04202	28	0.0991			-0.0991	5.23	x	x	1.3915	11.62
Mon	08/15/16	240.59819	1.04235	31	0.1098			-0.1098	4.90	x	x	1.4022	11.95
Tue	08/16/16	240.62406	1.04247	32	0.1133			-0.1133	4.78	x	x	1.4057	12.07
Wed	08/17/16	240.64994	1.04258	33	0.1169			-0.1169	4.67	x	x	1.4093	12.18
Thu	08/18/16	240.67581	1.04269	34	0.1204			-0.1204	4.56	x	x	1.4128	12.29
Fri	08/19/16	240.70168	1.04280	35	0.1240			-0.1240	4.45	x	x	1.4164	12.40
Mon	08/22/16	240.77929	1.04314	38	0.1346			-0.1346	4.11	x	x	1.4270	12.74
Tue	08/23/16	240.80516	1.04325	39	0.1382			-0.1382	4.00	x	x	1.4306	12.85
Wed	08/24/16	240.83103	1.04336	40	0.1418			-0.1418	3.89	x	x	1.4342	12.96
Thu	08/25/16	240.85690	1.04347	41	0.1453			-0.1453	3.78	x	x	1.4377	13.07
Fri	08/26/16	240.88277	1.04359	42	0.1489			-0.1489	3.66	x	x	1.4413	13.19
Mon	08/29/16	240.96039	1.04392	45	0.1596			-0.1596	3.33	x	x	1.4520	13.52
Tue	08/30/16	240.98626	1.04403	46	0.1631			-0.1631	3.22	x	x	1.4555	13.63
Wed	08/31/16	241.01213	1.04415	47	0.1667			-0.1667	3.10	x	x	1.4591	13.75
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	09/01/16	241.03800	1.04426	48	0.1703			-0.1703	2.99	x	x	1.4627	13.86
Fri	09/02/16	241.02497	1.04420	49	0.1738			-0.1738	3.05	x	x	1.4662	13.80
Mon	09/05/16	240.98587	1.04403	52	0.1844			-0.1844	3.22	x	x	1.4768	13.63
Tue	09/06/16	240.97283	1.04398	53	0.1879			-0.1879	3.27	x	x	1.4803	13.58
Wed	09/07/16	240.95980	1.04392	54	0.1915			-0.1915	3.33	x	x	1.4839	13.52
Thu	09/08/16	240.94677	1.04386	55	0.1950			-0.1950	3.39	x	x	1.4874	13.46
Fri	09/09/16	240.93373	1.04381	56	0.1986			-0.1986	3.44	x	x	1.4910	13.41
Mon	09/12/16	240.89463	1.04364	59	0.2092			-0.2092	3.61	x	x	1.5016	13.24
Tue	09/13/16	240.88160	1.04358	60	0.2127			-0.2127	3.67	x	x	1.5051	13.18
Wed	09/14/16	240.86857	1.04353	61	0.2162			-0.2162	3.72	x	x	1.5086	13.13
Thu	09/15/16	240.85553	1.04347	62	0.2198			-0.2198	3.78	x	x	1.5122	13.07
Fri	09/16/16	240.84250	1.04341	63	0.2233			-0.2233	3.84	x	x	1.5157	13.01
Mon	09/19/16	240.80340	1.04324	66	0.2339			-0.2339	4.01	x	x	1.5263	12.84
Tue	09/20/16	240.79037	1.04319	67	0.2374			-0.2374	4.06	x	x	1.5298	12.79
Wed	09/21/16	240.77733	1.04313	68	0.2409			-0.2409	4.12	x	x	1.5333	12.73
Thu	09/22/16	240.76430	1.04307	69	0.2445			-0.2445	4.18	x	x	1.5369	12.67
Fri	09/23/16	240.75127	1.04302	70	0.2480			-0.2480	4.23	x	x	1.5404	12.62
Mon	09/26/16	240.71217	1.04285	73	0.2586			-0.2586	4.40	x	x	1.5510	12.45
Tue	09/27/16	240.69913	1.04279	74	0.2621			-0.2621	4.46	x	x	1.5545	12.39
Wed	09/28/16	240.68610	1.04273	75	0.2656			-0.2656	4.52	x	x	1.5580	12.33
Thu	09/29/16	240.67307	1.04268	76	0.2692			-0.2692	4.57	x	x	1.5616	12.28
Fri	09/30/16	240.66003	1.04262	77	0.2727			-0.2727	4.63	x	x	1.5651	12.22
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	1.04262	80	0.2833			-0.2833	4.63	x	x	1.5757	12.22
Tue	10/04/16	240.66694	1.04265	81	0.2869			-0.2869	4.60	x	x	1.5793	12.25
Wed	10/05/16	240.67358	1.04268	82	0.2904			-0.2904	4.57	x	x	1.5828	12.28
Thu	10/06/16	240.68023	1.04271	83	0.2940			-0.2940	4.54	x	x	1.5864	12.31
Fri	10/07/16	240.68687	1.04274	84	0.2975			-0.2975	4.51	x	x	1.5899	12.34
Mon	10/10/16	240.70681	1.04282	87	0.3082			-0.3082	4.43	x	x	1.6006	12.42
Tue	10/11/16	240.71345	1.04285	88	0.3117			-0.3117	4.40	x	x	1.6041	12.45
Wed	10/12/16	240.72010	1.04288	89	0.3153			-0.3153	4.37	x	x	1.6077	12.48
Thu	10/13/16	240.72674	1.04291	90	0.3188			-0.3188	4.34	x	x	1.6112	12.51
Fri	10/14/16	240.73339	1.04294	91	0.3224			-0.3224	4.31	x	x	1.6148	12.54
Mon	10/17/16	240.75332	1.04303	94	0.3330			-0.3330	4.22	x	x	1.6254	12.63
Tue	10/18/16	240.75997	1.04305	95	0.3366			-0.3366	4.20	x	x	1.6290	12.65
Wed	10/19/16	240.76661	1.04308	96	0.3401			-0.3401	4.17	x	x	1.6325	12.68
Thu	10/20/16	240.77326	1.04311	97	0.3437			-0.3437	4.14	x	x	1.6361	12.71
Fri	10/21/16	240.77990	1.04314	98	0.3472			-0.3472	4.11	x	x	1.6396	12.74
Mon	10/24/16	240.79984	1.04323	101	0.3579			-0.3579	4.02	x	x	1.6503	12.83
Tue	10/25/16	240.80648	1.04326	102	0.3615			-0.3615	3.99	x	x	1.6539	12.86
Wed	10/26/16	240.81313	1.04328	103	0.3650			-0.3650	3.97	x	x	1.6574	12.88
Thu	10/27/16	240.81977	1.04331	104	0.3686			-0.3686	3.94	x	x	1.6610	12.91
Fri	10/28/16	240.82642	1.04334	105	0.3721			-0.3721	3.91	x	x	1.6645	12.94
Mon	10/31/16	240.84635	1.04343	108	0.3828			-0.3828	3.82	x	x	1.6752	13.03
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/16	240.85300	1.04346	109	0.3863			-0.3863	3.79	x	x	1.6787	13.06
Wed	11/02/16	240.87217	1.04354	110	0.3899			-0.3899	3.71	x	x	1.6823	13.14
Thu	11/03/16	240.89133	1.04362	111	0.3935			-0.3935	3.63	x	x	1.6859	13.22
Fri	11/04/16	240.91050	1.04371	112	0.3971			-0.3971	3.54	x	x	1.6895	13.31
Mon	11/07/16	240.96800	1.04396	115	0.4078			-0.4078	3.29	x	x	1.7002	13.56
Tue	11/08/16	240.98717	1.04404	116	0.4114			-0.4114	3.21	x	x	1.7038	13.64
Wed	11/09/16	241.00633	1.04412	117	0.4150			-0.4150	3.13	x	x	1.7074	13.72
Thu	11/10/16	241.02550	1.04420	118	0.4185			-0.4185	3.05	x	x	1.7109	13.80
Fri	11/11/16	241.04467	1.04429	119	0.4221			-0.4221	2.96	x	x	1.7145	13.89
Mon	11/14/16	241.10217	1.04454	122	0.4329			-0.4329	2.71	x	x	1.7253	14.14
Tue	11/15/16	241.12133	1.04462	123	0.4364			-0.4364	2.63	x	x	1.7288	14.22
Wed	11/16/16	241.14050	1.04470	124	0.4400			-0.4400	2.55	x	x	1.7324	14.30
Thu	11/17/16	241.15967	1.04479	125	0.4436			-0.4436	2.46	x	x	1.7360	14.39
Fri	11/18/16	241.17883	1.04487	126	0.4472			-0.4472	2.38	x	x	1.7396	14.47
Mon	11/21/16	241.23633	1.04512	129	0.4580			-0.4580	2.13	x	x	1.7504	14.72
Tue	11/22/16	241.25550	1.04520	130	0.4615			-0.4615	2.05	x	x	1.7539	14.80
Wed	11/23/16	241.27467	1.04528	131	0.4651			-0.4651	1.97	x	x	1.7575	14.88
Thu	11/24/16	241.29383	1.04537	132	0.4687			-0.4687	1.88	x	x	1.7611	14.97
Fri	11/25/16	241.31300	1.04545	133	0.4723			-0.4723	1.80	x	x	1.7647	15.05
Mon	11/28/16	241.37050	1.04570	136	0.4831			-0.4831	1.55	x	x	1.7755	15.30
Tue	11/29/16	241.38967	1.04578	137	0.4867			-0.4867	1.47	x	x	1.7791	15.38
Wed	11/30/16	241.40883	1.04587	138	0.4903			-0.4903	1.38	x	x	1.7827	15.47
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	12/01/16	241.42800	1.04595	139	0.4938			-0.4938	1.30	x	x	1.7862	15.55
Fri	12/02/16	241.43771	1.04599	140	0.4974			-0.4974	1.26	x	x	1.7898	15.59
Mon	12/05/16	241.46684	1.04612	143	0.5081			-0.5081	1.13	x	x	1.8005	15.72
Tue	12/06/16	241.47655	1.04616	144	0.5117			-0.5117	1.09	x	x	1.8041	15.76
Wed	12/07/16	241.48626	1.04620	145	0.5153			-0.5153	1.05	x	x	1.8077	15.80
Thu	12/08/16	241.49597	1.04624	146	0.5189			-0.5189	1.01	x	x	1.8113	15.84
Fri	12/09/16	241.50568	1.04629	147	0.5224			-0.5224	0.96	x	x	1.8148	15.89
Mon	12/12/16	241.53481	1.04641	150	0.5332			-0.5332	0.84	x	x	1.8256	16.01
Tue	12/13/16	241.54452	1.04645	151	0.5367			-0.5367	0.80	x	x	1.8291	16.05
Wed	12/14/16	241.55423	1.04650	152	0.5403			-0.5403	0.75	x	x	1.8327	16.10
Thu	12/15/16	241.56394	1.04654	153	0.5439			-0.5439	0.71	x	x	1.8363	16.14
Fri	12/16/16	241.57365	1.04658	154	0.5475			-0.5475	0.67	x	x	1.8399	16.18
Mon	12/19/16	241.60277	1.04671	157	0.5582			-0.5582	0.54	x	x	1.8506	16.31
Tue	12/20/16	241.61248	1.04675	158	0.5618			-0.5618	0.50	x	x	1.8542	16.35
Wed	12/21/16	241.62219	1.04679	159	0.5654			-0.5654	0.46	x	x	1.8578	16.39
Thu	12/22/16	241.63190	1.04683	160	0.5689			-0.5689	0.42	x	x	1.8613	16.43
Fri	12/23/16	241.64161	1.04687	161	0.5725			-0.5725	0.38	x	x	1.8649	16.47
Mon	12/26/16	241.67074	1.04700	164	0.5832			-0.5832	0.25	x	x	1.8756	16.60
Tue	12/27/16	241.68045	1.04704	165	0.5868			-0.5868	0.21	x	x	1.8792	16.64
Wed	12/28/16	241.69016	1.04708	166	0.5904			-0.5904	0.17	x	x	1.8828	16.68
Thu	12/29/16	241.69987	1.04713	167	0.5940			-0.5940	0.12	x	x	1.8864	16.73
Fri	12/30/16	241.70958	1.04717	168	0.5976			-0.5976	0.08	x	x	1.8900	16.77
Sun	01/01/17	241.72900	1.04725

Generated 12/22/16 16:30