0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2023

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

CUSIP Number	912828VM9	Interest 01/15/16 (184 days)	$1.9144
Dated Date	July 15, 2013	Interest 07/15/16 (182 days)	$1.9313
Ref CPI on Dated Date	232.71797	Interest Total	$3.8457
Original Issue Date	July 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	1.02200	170	1.7704	x	x	2.0753	16.72			1.7704	0.00
Mon	01/04/16	237.78942	1.02179	173	1.8013	x	x	2.0444	16.93			1.8013	-0.21
Tue	01/05/16	237.77323	1.02172	174	1.8116	x	x	2.0341	17.00			1.8116	-0.28
Wed	01/06/16	237.75703	1.02165	175	1.8219	x	x	2.0238	17.07			1.8219	-0.35
Thu	01/07/16	237.74084	1.02158	176	1.8322	x	x	2.0135	17.14			1.8322	-0.42
Fri	01/08/16	237.72465	1.02151	177	1.8425	x	x	2.0032	17.21			1.8425	-0.49
Mon	01/11/16	237.67606	1.02131	180	1.8733	x	x	1.9724	17.41			1.8733	-0.69
Tue	01/12/16	237.65987	1.02124	181	1.8836	x	x	1.9621	17.48			1.8836	-0.76
Wed	01/13/16	237.64368	1.02117	182	1.8939	x	x	1.9518	17.55			1.8939	-0.83
Thu	01/14/16	237.62748	1.02110	183	1.9042	x	x	1.9415	17.62			1.9042	-0.90
Fri	01/15/16	237.61129	1.02103	0	0.0000		x	1.9313	17.69	x		1.9144	-0.97
Mon	01/18/16	237.56271	1.02082	3	0.0316		x	1.8997	17.90	x		1.9460	-1.18
Tue	01/19/16	237.54652	1.02075	4	0.0421		x	1.8892	17.97	x		1.9565	-1.25
Wed	01/20/16	237.53032	1.02068	5	0.0526		x	1.8787	18.04	x		1.9670	-1.32
Thu	01/21/16	237.51413	1.02061	6	0.0631		x	1.8682	18.11	x		1.9775	-1.39
Fri	01/22/16	237.49794	1.02054	7	0.0736		x	1.8577	18.18	x		1.9880	-1.46
Mon	01/25/16	237.44935	1.02033	10	0.1051		x	1.8262	18.39	x		2.0195	-1.67
Tue	01/26/16	237.43316	1.02026	11	0.1156		x	1.8157	18.46	x		2.0300	-1.74
Wed	01/27/16	237.41697	1.02019	12	0.1261		x	1.8052	18.53	x		2.0405	-1.81
Thu	01/28/16	237.40077	1.02012	13	0.1366		x	1.7947	18.60	x		2.0510	-1.88
Fri	01/29/16	237.38458	1.02005	14	0.1471		x	1.7842	18.67	x		2.0615	-1.95
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	1.01984	17	0.1786		x	1.7527	18.88	x		2.0930	-2.16
Tue	02/02/16	237.30803	1.01972	18	0.1891		x	1.7422	19.00	x		2.1035	-2.28
Wed	02/03/16	237.28007	1.01960	19	0.1996		x	1.7317	19.12	x		2.1140	-2.40
Thu	02/04/16	237.25210	1.01948	20	0.2101		x	1.7212	19.24	x		2.1245	-2.52
Fri	02/05/16	237.22414	1.01936	21	0.2205		x	1.7108	19.36	x		2.1349	-2.64
Mon	02/08/16	237.14024	1.01900	24	0.2520		x	1.6793	19.72	x		2.1664	-3.00
Tue	02/09/16	237.11228	1.01888	25	0.2624		x	1.6689	19.84	x		2.1768	-3.12
Wed	02/10/16	237.08431	1.01876	26	0.2729		x	1.6584	19.96	x		2.1873	-3.24
Thu	02/11/16	237.05634	1.01864	27	0.2833		x	1.6480	20.08	x		2.1977	-3.36
Fri	02/12/16	237.02838	1.01852	28	0.2938		x	1.6375	20.20	x		2.2082	-3.48
Mon	02/15/16	236.94448	1.01816	31	0.3252		x	1.6061	20.56	x		2.2396	-3.84
Tue	02/16/16	236.91652	1.01804	32	0.3356		x	1.5957	20.68	x		2.2500	-3.96
Wed	02/17/16	236.88855	1.01792	33	0.3461		x	1.5852	20.80	x		2.2605	-4.08
Thu	02/18/16	236.86059	1.01780	34	0.3565		x	1.5748	20.92	x		2.2709	-4.20
Fri	02/19/16	236.83262	1.01768	35	0.3670		x	1.5643	21.04	x		2.2814	-4.32
Mon	02/22/16	236.74872	1.01732	38	0.3983		x	1.5330	21.40	x		2.3127	-4.68
Tue	02/23/16	236.72076	1.01720	39	0.4087		x	1.5226	21.52	x		2.3231	-4.80
Wed	02/24/16	236.69279	1.01708	40	0.4191		x	1.5122	21.64	x		2.3335	-4.92
Thu	02/25/16	236.66483	1.01696	41	0.4296		x	1.5017	21.76	x		2.3440	-5.04
Fri	02/26/16	236.63686	1.01684	42	0.4400		x	1.4913	21.88	x		2.3544	-5.16
Mon	02/29/16	236.55297	1.01648	45	0.4712		x	1.4601	22.24	x		2.3856	-5.52
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	1.01636	46	0.4817		x	1.4496	22.36	x		2.3961	-5.64
Wed	03/02/16	236.53761	1.01641	47	0.4921		x	1.4392	22.31	x		2.4065	-5.59
Thu	03/03/16	236.55023	1.01647	48	0.5027		x	1.4286	22.25	x		2.4171	-5.53
Fri	03/04/16	236.56284	1.01652	49	0.5131		x	1.4182	22.20	x		2.4275	-5.48
Mon	03/07/16	236.60068	1.01668	52	0.5447		x	1.3866	22.04	x		2.4591	-5.32
Tue	03/08/16	236.61329	1.01674	53	0.5552		x	1.3761	21.98	x		2.4696	-5.26
Wed	03/09/16	236.62590	1.01679	54	0.5657		x	1.3656	21.93	x		2.4801	-5.21
Thu	03/10/16	236.63852	1.01685	55	0.5762		x	1.3551	21.87	x		2.4906	-5.15
Fri	03/11/16	236.65113	1.01690	56	0.5867		x	1.3446	21.82	x		2.5011	-5.10
Mon	03/14/16	236.68897	1.01706	59	0.6182		x	1.3131	21.66	x		2.5326	-4.94
Tue	03/15/16	236.70158	1.01712	60	0.6287		x	1.3026	21.60	x		2.5431	-4.88
Wed	03/16/16	236.71419	1.01717	61	0.6392		x	1.2921	21.55	x		2.5536	-4.83
Thu	03/17/16	236.72681	1.01723	62	0.6497		x	1.2816	21.49	x		2.5641	-4.77
Fri	03/18/16	236.73942	1.01728	63	0.6603		x	1.2710	21.44	x		2.5747	-4.72
Mon	03/21/16	236.77726	1.01744	66	0.6918		x	1.2395	21.28	x		2.6062	-4.56
Tue	03/22/16	236.78987	1.01750	67	0.7023		x	1.2290	21.22	x		2.6167	-4.50
Wed	03/23/16	236.80248	1.01755	68	0.7128		x	1.2185	21.17	x		2.6272	-4.45
Thu	03/24/16	236.81510	1.01761	69	0.7234		x	1.2079	21.11	x		2.6378	-4.39
Fri	03/25/16	236.82771	1.01766	70	0.7339		x	1.1974	21.06	x		2.6483	-4.34
Mon	03/28/16	236.86555	1.01782	73	0.7655		x	1.1658	20.90	x		2.6799	-4.18
Tue	03/29/16	236.87816	1.01788	74	0.7760		x	1.1553	20.84	x		2.6904	-4.12
Wed	03/30/16	236.89077	1.01793	75	0.7865		x	1.1448	20.79	x		2.7009	-4.07
Thu	03/31/16	236.90339	1.01798	76	0.7970		x	1.1343	20.74	x		2.7114	-4.02
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	04/01/16	236.91600	1.01804	77	0.8076		x	1.1237	20.68	x		2.7220	-3.96
Mon	04/04/16	236.93550	1.01812	80	0.8391		x	1.0922	20.60	x		2.7535	-3.88
Tue	04/05/16	236.94200	1.01815	81	0.8496		x	1.0817	20.57	x		2.7640	-3.85
Wed	04/06/16	236.94850	1.01818	82	0.8601		x	1.0712	20.54	x		2.7745	-3.82
Thu	04/07/16	236.95500	1.01821	83	0.8707		x	1.0606	20.51	x		2.7851	-3.79
Fri	04/08/16	236.96150	1.01823	84	0.8812		x	1.0501	20.49	x		2.7956	-3.77
Mon	04/11/16	236.98100	1.01832	87	0.9127		x	1.0186	20.40	x		2.8271	-3.68
Tue	04/12/16	236.98750	1.01835	88	0.9232		x	1.0081	20.37	x		2.8376	-3.65
Wed	04/13/16	236.99400	1.01837	89	0.9337		x	0.9976	20.35	x		2.8481	-3.63
Thu	04/14/16	237.00050	1.01840	90	0.9443		x	0.9870	20.32	x		2.8587	-3.60
Fri	04/15/16	237.00700	1.01843	91	0.9548		x	0.9765	20.29	x		2.8692	-3.57
Mon	04/18/16	237.02650	1.01851	94	0.9863		x	0.9450	20.21	x		2.9007	-3.49
Tue	04/19/16	237.03300	1.01854	95	0.9969		x	0.9344	20.18	x		2.9113	-3.46
Wed	04/20/16	237.03950	1.01857	96	1.0074		x	0.9239	20.15	x		2.9218	-3.43
Thu	04/21/16	237.04600	1.01860	97	1.0179		x	0.9134	20.12	x		2.9323	-3.40
Fri	04/22/16	237.05250	1.01863	98	1.0284		x	0.9029	20.09	x		2.9428	-3.37
Mon	04/25/16	237.07200	1.01871	101	1.0600		x	0.8713	20.01	x		2.9744	-3.29
Tue	04/26/16	237.07850	1.01874	102	1.0705		x	0.8608	19.98	x		2.9849	-3.26
Wed	04/27/16	237.08500	1.01877	103	1.0810		x	0.8503	19.95	x		2.9954	-3.23
Thu	04/28/16	237.09150	1.01879	104	1.0916		x	0.8397	19.93	x		3.0060	-3.21
Fri	04/29/16	237.09800	1.01882	105	1.1021		x	0.8292	19.90	x		3.0165	-3.18
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	05/02/16	237.14394	1.01902	108	1.1338		x	0.7975	19.70	x		3.0482	-2.98
Tue	05/03/16	237.17687	1.01916	109	1.1445		x	0.7868	19.56	x		3.0589	-2.84
Wed	05/04/16	237.20981	1.01930	110	1.1551		x	0.7762	19.42	x		3.0695	-2.70
Thu	05/05/16	237.24274	1.01944	111	1.1658		x	0.7655	19.28	x		3.0802	-2.56
Fri	05/06/16	237.27568	1.01958	112	1.1764		x	0.7549	19.14	x		3.0908	-2.42
Mon	05/09/16	237.37448	1.02001	115	1.2085		x	0.7228	18.71	x		3.1229	-1.99
Tue	05/10/16	237.40742	1.02015	116	1.2191		x	0.7122	18.57	x		3.1335	-1.85
Wed	05/11/16	237.44035	1.02029	117	1.2298		x	0.7015	18.43	x		3.1442	-1.71
Thu	05/12/16	237.47329	1.02043	118	1.2405		x	0.6908	18.29	x		3.1549	-1.57
Fri	05/13/16	237.50623	1.02058	119	1.2512		x	0.6801	18.14	x		3.1656	-1.42
Mon	05/16/16	237.60503	1.02100	122	1.2833		x	0.6480	17.72	x		3.1977	-1.00
Tue	05/17/16	237.63797	1.02114	123	1.2940		x	0.6373	17.58	x		3.2084	-0.86
Wed	05/18/16	237.67090	1.02128	124	1.3047		x	0.6266	17.44	x		3.2191	-0.72
Thu	05/19/16	237.70384	1.02142	125	1.3154		x	0.6159	17.30	x		3.2298	-0.58
Fri	05/20/16	237.73677	1.02157	126	1.3261		x	0.6052	17.15	x		3.2405	-0.43
Mon	05/23/16	237.83558	1.02199	129	1.3582		x	0.5731	16.73	x		3.2726	-0.01
Tue	05/24/16	237.86852	1.02213	130	1.3689		x	0.5624	16.59	x		3.2833	0.13
Wed	05/25/16	237.90145	1.02227	131	1.3796		x	0.5517	16.45	x		3.2940	0.27
Thu	05/26/16	237.93439	1.02242	132	1.3904		x	0.5409	16.30	x		3.3048	0.42
Fri	05/27/16	237.96732	1.02256	133	1.4011		x	0.5302	16.16	x		3.3155	0.56
Mon	05/30/16	238.06613	1.02298	136	1.4333		x	0.4980	15.74	x		3.3477	0.98
Tue	05/31/16	238.09906	1.02312	137	1.4440		x	0.4873	15.60	x		3.3584	1.12
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	06/01/16	238.13200	1.02326	138	1.4548		x	0.4765	15.46	x		3.3692	1.26
Thu	06/02/16	238.16963	1.02343	139	1.4656		x	0.4657	15.29	x		3.3800	1.43
Fri	06/03/16	238.20727	1.02359	140	1.4763		x	0.4550	15.13	x		3.3907	1.59
Mon	06/06/16	238.32017	1.02407	143	1.5087		x	0.4226	14.65	x		3.4231	2.07
Tue	06/07/16	238.35780	1.02423	144	1.5195		x	0.4118	14.49	x		3.4339	2.23
Wed	06/08/16	238.39543	1.02440	145	1.5303		x	0.4010	14.32	x		3.4447	2.40
Thu	06/09/16	238.43307	1.02456	146	1.5411		x	0.3902	14.16	x		3.4555	2.56
Fri	06/10/16	238.47070	1.02472	147	1.5519		x	0.3794	14.00	x		3.4663	2.72
Mon	06/13/16	238.58360	1.02520	150	1.5843		x	0.3470	13.52	x		3.4987	3.20
Tue	06/14/16	238.62123	1.02537	151	1.5951		x	0.3362	13.35	x		3.5095	3.37
Wed	06/15/16	238.65887	1.02553	152	1.6059		x	0.3254	13.19	x		3.5203	3.53
Thu	06/16/16	238.69650	1.02569	153	1.6167		x	0.3146	13.03	x		3.5311	3.69
Fri	06/17/16	238.73413	1.02585	154	1.6276		x	0.3037	12.87	x		3.5420	3.85
Mon	06/20/16	238.84703	1.02634	157	1.6600		x	0.2713	12.38	x		3.5744	4.34
Tue	06/21/16	238.88467	1.02650	158	1.6709		x	0.2604	12.22	x		3.5853	4.50
Wed	06/22/16	238.92230	1.02666	159	1.6817		x	0.2496	12.06	x		3.5961	4.66
Thu	06/23/16	238.95993	1.02682	160	1.6926		x	0.2387	11.90	x		3.6070	4.82
Fri	06/24/16	238.99757	1.02698	161	1.7034		x	0.2279	11.74	x		3.6178	4.98
Mon	06/27/16	239.11047	1.02747	164	1.7360		x	0.1953	11.25	x		3.6504	5.47
Tue	06/28/16	239.14810	1.02763	165	1.7468		x	0.1845	11.09	x		3.6612	5.63
Wed	06/29/16	239.18573	1.02779	166	1.7577		x	0.1736	10.93	x		3.6721	5.79
Thu	06/30/16	239.22337	1.02795	167	1.7686		x	0.1627	10.77	x		3.6830	5.95
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	1.02812	168	1.7794		x	0.1519	10.60	x		3.6938	6.12
Mon	07/04/16	239.35535	1.02852	171	1.8119		x	0.1194	10.20	x		3.7263	6.52
Tue	07/05/16	239.38681	1.02866	172	1.8228		x	0.1085	10.06	x		3.7372	6.66
Wed	07/06/16	239.41826	1.02879	173	1.8336		x	0.0977	9.93	x		3.7480	6.79
Thu	07/07/16	239.44971	1.02893	174	1.8444		x	0.0869	9.79	x		3.7588	6.93
Fri	07/08/16	239.48116	1.02906	175	1.8553		x	0.0760	9.66	x		3.7697	7.06
Mon	07/11/16	239.57552	1.02947	178	1.8878		x	0.0435	9.25	x		3.8022	7.47
Tue	07/12/16	239.60697	1.02960	179	1.8987		x	0.0326	9.12	x		3.8131	7.60
Wed	07/13/16	239.63842	1.02974	180	1.9095		x	0.0218	8.98	x		3.8239	7.74
Thu	07/14/16	239.66987	1.02987	181	1.9204		x	0.0109	8.85	x		3.8348	7.87
Fri	07/15/16	239.70132	1.03001	0	0.0000			0.0000	8.71	x	x	3.8457	8.01
Mon	07/18/16	239.79568	1.03041	3	0.0315			-0.0315	8.31	x	x	3.8772	8.41
Tue	07/19/16	239.82713	1.03055	4	0.0420			-0.0420	8.17	x	x	3.8877	8.55
Wed	07/20/16	239.85858	1.03068	5	0.0525			-0.0525	8.04	x	x	3.8982	8.68
Thu	07/21/16	239.89003	1.03082	6	0.0630			-0.0630	7.90	x	x	3.9087	8.82
Fri	07/22/16	239.92148	1.03095	7	0.0735			-0.0735	7.77	x	x	3.9192	8.95
Mon	07/25/16	240.01584	1.03136	10	0.1051			-0.1051	7.36	x	x	3.9508	9.36
Tue	07/26/16	240.04729	1.03149	11	0.1156			-0.1156	7.23	x	x	3.9613	9.49
Wed	07/27/16	240.07874	1.03163	12	0.1262			-0.1262	7.09	x	x	3.9719	9.63
Thu	07/28/16	240.11019	1.03176	13	0.1367			-0.1367	6.96	x	x	3.9824	9.76
Fri	07/29/16	240.14165	1.03190	14	0.1472			-0.1472	6.82	x	x	3.9929	9.90
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	08/01/16	240.23600	1.03231	17	0.1788			-0.1788	6.41	x	x	4.0245	10.31
Tue	08/02/16	240.26187	1.03242	18	0.1894			-0.1894	6.30	x	x	4.0351	10.42
Wed	08/03/16	240.28774	1.03253	19	0.1999			-0.1999	6.19	x	x	4.0456	10.53
Thu	08/04/16	240.31361	1.03264	20	0.2105			-0.2105	6.08	x	x	4.0562	10.64
Fri	08/05/16	240.33948	1.03275	21	0.2210			-0.2210	5.97	x	x	4.0667	10.75
Mon	08/08/16	240.41710	1.03308	24	0.2527			-0.2527	5.64	x	x	4.0984	11.08
Tue	08/09/16	240.44297	1.03319	25	0.2632			-0.2632	5.53	x	x	4.1089	11.19
Wed	08/10/16	240.46884	1.03331	26	0.2738			-0.2738	5.41	x	x	4.1195	11.31
Thu	08/11/16	240.49471	1.03342	27	0.2843			-0.2843	5.30	x	x	4.1300	11.42
Fri	08/12/16	240.52058	1.03353	28	0.2949			-0.2949	5.19	x	x	4.1406	11.53
Mon	08/15/16	240.59819	1.03386	31	0.3266			-0.3266	4.86	x	x	4.1723	11.86
Tue	08/16/16	240.62406	1.03397	32	0.3372			-0.3372	4.75	x	x	4.1829	11.97
Wed	08/17/16	240.64994	1.03408	33	0.3477			-0.3477	4.64	x	x	4.1934	12.08
Thu	08/18/16	240.67581	1.03420	34	0.3583			-0.3583	4.52	x	x	4.2040	12.20
Fri	08/19/16	240.70168	1.03431	35	0.3689			-0.3689	4.41	x	x	4.2146	12.31
Mon	08/22/16	240.77929	1.03464	38	0.4006			-0.4006	4.08	x	x	4.2463	12.64
Tue	08/23/16	240.80516	1.03475	39	0.4112			-0.4112	3.97	x	x	4.2569	12.75
Wed	08/24/16	240.83103	1.03486	40	0.4218			-0.4218	3.86	x	x	4.2675	12.86
Thu	08/25/16	240.85690	1.03497	41	0.4324			-0.4324	3.75	x	x	4.2781	12.97
Fri	08/26/16	240.88277	1.03508	42	0.4430			-0.4430	3.64	x	x	4.2887	13.08
Mon	08/29/16	240.96039	1.03542	45	0.4748			-0.4748	3.30	x	x	4.3205	13.42
Tue	08/30/16	240.98626	1.03553	46	0.4854			-0.4854	3.19	x	x	4.3311	13.53
Wed	08/31/16	241.01213	1.03564	47	0.4960			-0.4960	3.08	x	x	4.3417	13.64
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	1.03575	48	0.5066			-0.5066	2.97	x	x	4.3523	13.75
Fri	09/02/16	241.02497	1.03570	49	0.5171			-0.5171	3.02	x	x	4.3628	13.70
Mon	09/05/16	240.98587	1.03553	52	0.5487			-0.5487	3.19	x	x	4.3944	13.53
Tue	09/06/16	240.97283	1.03547	53	0.5592			-0.5592	3.25	x	x	4.4049	13.47
Wed	09/07/16	240.95980	1.03542	54	0.5698			-0.5698	3.30	x	x	4.4155	13.42
Thu	09/08/16	240.94677	1.03536	55	0.5803			-0.5803	3.36	x	x	4.4260	13.36
Fri	09/09/16	240.93373	1.03530	56	0.5908			-0.5908	3.42	x	x	4.4365	13.30
Mon	09/12/16	240.89463	1.03514	59	0.6223			-0.6223	3.58	x	x	4.4680	13.14
Tue	09/13/16	240.88160	1.03508	60	0.6329			-0.6329	3.64	x	x	4.4786	13.08
Wed	09/14/16	240.86857	1.03502	61	0.6434			-0.6434	3.70	x	x	4.4891	13.02
Thu	09/15/16	240.85553	1.03497	62	0.6539			-0.6539	3.75	x	x	4.4996	12.97
Fri	09/16/16	240.84250	1.03491	63	0.6644			-0.6644	3.81	x	x	4.5101	12.91
Mon	09/19/16	240.80340	1.03474	66	0.6959			-0.6959	3.98	x	x	4.5416	12.74
Tue	09/20/16	240.79037	1.03469	67	0.7064			-0.7064	4.03	x	x	4.5521	12.69
Wed	09/21/16	240.77733	1.03463	68	0.7169			-0.7169	4.09	x	x	4.5626	12.63
Thu	09/22/16	240.76430	1.03458	69	0.7274			-0.7274	4.14	x	x	4.5731	12.58
Fri	09/23/16	240.75127	1.03452	70	0.7379			-0.7379	4.20	x	x	4.5836	12.52
Mon	09/26/16	240.71217	1.03435	73	0.7694			-0.7694	4.37	x	x	4.6151	12.35
Tue	09/27/16	240.69913	1.03430	74	0.7799			-0.7799	4.42	x	x	4.6256	12.30
Wed	09/28/16	240.68610	1.03424	75	0.7904			-0.7904	4.48	x	x	4.6361	12.24
Thu	09/29/16	240.67307	1.03418	76	0.8009			-0.8009	4.54	x	x	4.6466	12.18
Fri	09/30/16	240.66003	1.03413	77	0.8114			-0.8114	4.59	x	x	4.6571	12.13
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/03/16	240.66029	1.03413	80	0.8430			-0.8430	4.59	x	x	4.6887	12.13
Tue	10/04/16	240.66694	1.03416	81	0.8536			-0.8536	4.56	x	x	4.6993	12.16
Wed	10/05/16	240.67358	1.03419	82	0.8642			-0.8642	4.53	x	x	4.7099	12.19
Thu	10/06/16	240.68023	1.03421	83	0.8747			-0.8747	4.51	x	x	4.7204	12.21
Fri	10/07/16	240.68687	1.03424	84	0.8853			-0.8853	4.48	x	x	4.7310	12.24
Mon	10/10/16	240.70681	1.03433	87	0.9170			-0.9170	4.39	x	x	4.7627	12.33
Tue	10/11/16	240.71345	1.03436	88	0.9276			-0.9276	4.36	x	x	4.7733	12.36
Wed	10/12/16	240.72010	1.03439	89	0.9381			-0.9381	4.33	x	x	4.7838	12.39
Thu	10/13/16	240.72674	1.03441	90	0.9487			-0.9487	4.31	x	x	4.7944	12.41
Fri	10/14/16	240.73339	1.03444	91	0.9592			-0.9592	4.28	x	x	4.8049	12.44
Mon	10/17/16	240.75332	1.03453	94	0.9910			-0.9910	4.19	x	x	4.8367	12.53
Tue	10/18/16	240.75997	1.03456	95	1.0015			-1.0015	4.16	x	x	4.8472	12.56
Wed	10/19/16	240.76661	1.03459	96	1.0121			-1.0121	4.13	x	x	4.8578	12.59
Thu	10/20/16	240.77326	1.03461	97	1.0227			-1.0227	4.11	x	x	4.8684	12.61
Fri	10/21/16	240.77990	1.03464	98	1.0332			-1.0332	4.08	x	x	4.8789	12.64
Mon	10/24/16	240.79984	1.03473	101	1.0650			-1.0650	3.99	x	x	4.9107	12.73
Tue	10/25/16	240.80648	1.03476	102	1.0755			-1.0755	3.96	x	x	4.9212	12.76
Wed	10/26/16	240.81313	1.03479	103	1.0861			-1.0861	3.93	x	x	4.9318	12.79
Thu	10/27/16	240.81977	1.03481	104	1.0967			-1.0967	3.91	x	x	4.9424	12.81
Fri	10/28/16	240.82642	1.03484	105	1.1073			-1.1073	3.88	x	x	4.9530	12.84
Mon	10/31/16	240.84635	1.03493	108	1.1390			-1.1390	3.79	x	x	4.9847	12.93
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/16	240.85300	1.03496	109	1.1496			-1.1496	3.76	x	x	4.9953	12.96
Wed	11/02/16	240.87217	1.03504	110	1.1602			-1.1602	3.68	x	x	5.0059	13.04
Thu	11/03/16	240.89133	1.03512	111	1.1708			-1.1708	3.60	x	x	5.0165	13.12
Fri	11/04/16	240.91050	1.03520	112	1.1815			-1.1815	3.52	x	x	5.0272	13.20
Mon	11/07/16	240.96800	1.03545	115	1.2134			-1.2134	3.27	x	x	5.0591	13.45
Tue	11/08/16	240.98717	1.03553	116	1.2241			-1.2241	3.19	x	x	5.0698	13.53
Wed	11/09/16	241.00633	1.03562	117	1.2347			-1.2347	3.10	x	x	5.0804	13.62
Thu	11/10/16	241.02550	1.03570	118	1.2454			-1.2454	3.02	x	x	5.0911	13.70
Fri	11/11/16	241.04467	1.03578	119	1.2560			-1.2560	2.94	x	x	5.1017	13.78
Mon	11/14/16	241.10217	1.03603	122	1.2880			-1.2880	2.69	x	x	5.1337	14.03
Tue	11/15/16	241.12133	1.03611	123	1.2987			-1.2987	2.61	x	x	5.1444	14.11
Wed	11/16/16	241.14050	1.03619	124	1.3093			-1.3093	2.53	x	x	5.1550	14.19
Thu	11/17/16	241.15967	1.03627	125	1.3200			-1.3200	2.45	x	x	5.1657	14.27
Fri	11/18/16	241.17883	1.03636	126	1.3307			-1.3307	2.36	x	x	5.1764	14.36
Mon	11/21/16	241.23633	1.03660	129	1.3627			-1.3627	2.12	x	x	5.2084	14.60
Tue	11/22/16	241.25550	1.03669	130	1.3733			-1.3733	2.03	x	x	5.2190	14.69
Wed	11/23/16	241.27467	1.03677	131	1.3840			-1.3840	1.95	x	x	5.2297	14.77
Thu	11/24/16	241.29383	1.03685	132	1.3947			-1.3947	1.87	x	x	5.2404	14.85
Fri	11/25/16	241.31300	1.03693	133	1.4054			-1.4054	1.79	x	x	5.2511	14.93
Mon	11/28/16	241.37050	1.03718	136	1.4374			-1.4374	1.54	x	x	5.2831	15.18
Tue	11/29/16	241.38967	1.03726	137	1.4481			-1.4481	1.46	x	x	5.2938	15.26
Wed	11/30/16	241.40883	1.03735	138	1.4588			-1.4588	1.37	x	x	5.3045	15.35
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	1.03743	139	1.4695			-1.4695	1.29	x	x	5.3152	15.43
Fri	12/02/16	241.43771	1.03747	140	1.4801			-1.4801	1.25	x	x	5.3258	15.47
Mon	12/05/16	241.46684	1.03759	143	1.5120			-1.5120	1.13	x	x	5.3577	15.59
Tue	12/06/16	241.47655	1.03764	144	1.5226			-1.5226	1.08	x	x	5.3683	15.64
Wed	12/07/16	241.48626	1.03768	145	1.5333			-1.5333	1.04	x	x	5.3790	15.68
Thu	12/08/16	241.49597	1.03772	146	1.5439			-1.5439	1.00	x	x	5.3896	15.72
Fri	12/09/16	241.50568	1.03776	147	1.5545			-1.5545	0.96	x	x	5.4002	15.76
Mon	12/12/16	241.53481	1.03789	150	1.5864			-1.5864	0.83	x	x	5.4321	15.89
Tue	12/13/16	241.54452	1.03793	151	1.5971			-1.5971	0.79	x	x	5.4428	15.93
Wed	12/14/16	241.55423	1.03797	152	1.6077			-1.6077	0.75	x	x	5.4534	15.97
Thu	12/15/16	241.56394	1.03801	153	1.6184			-1.6184	0.71	x	x	5.4641	16.01
Fri	12/16/16	241.57365	1.03805	154	1.6290			-1.6290	0.67	x	x	5.4747	16.05
Mon	12/19/16	241.60277	1.03818	157	1.6609			-1.6609	0.54	x	x	5.5066	16.18
Tue	12/20/16	241.61248	1.03822	158	1.6716			-1.6716	0.50	x	x	5.5173	16.22
Wed	12/21/16	241.62219	1.03826	159	1.6822			-1.6822	0.46	x	x	5.5279	16.26
Thu	12/22/16	241.63190	1.03830	160	1.6929			-1.6929	0.42	x	x	5.5386	16.30
Fri	12/23/16	241.64161	1.03835	161	1.7035			-1.7035	0.37	x	x	5.5492	16.35
Mon	12/26/16	241.67074	1.03847	164	1.7355			-1.7355	0.25	x	x	5.5812	16.47
Tue	12/27/16	241.68045	1.03851	165	1.7461			-1.7461	0.21	x	x	5.5918	16.51
Wed	12/28/16	241.69016	1.03855	166	1.7568			-1.7568	0.17	x	x	5.6025	16.55
Thu	12/29/16	241.69987	1.03860	167	1.7675			-1.7675	0.12	x	x	5.6132	16.60
Fri	12/30/16	241.70958	1.03864	168	1.7781			-1.7781	0.08	x	x	5.6238	16.64
Sun	01/01/17	241.72900	1.03872

Generated 12/22/16 16:30