0.25% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912828H45	Interest 01/15/16 (184 days)	$1.2540
Dated Date	January 15, 2015	Interest 07/15/16 (182 days)	$1.2650
Ref CPI on Dated Date	236.85403	Interest Total	$2.5190
Original Issue Date	January 30, 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	1.00415	170	1.1597	x	x	1.3593	16.43			1.1597	0.00
Mon	01/04/16	237.78942	1.00395	173	1.1799	x	x	1.3391	16.63			1.1799	-0.20
Tue	01/05/16	237.77323	1.00388	174	1.1867	x	x	1.3323	16.70			1.1867	-0.27
Wed	01/06/16	237.75703	1.00381	175	1.1934	x	x	1.3256	16.77			1.1934	-0.34
Thu	01/07/16	237.74084	1.00374	176	1.2001	x	x	1.3189	16.84			1.2001	-0.41
Fri	01/08/16	237.72465	1.00368	177	1.2069	x	x	1.3121	16.90			1.2069	-0.47
Mon	01/11/16	237.67606	1.00347	180	1.2271	x	x	1.2919	17.11			1.2271	-0.68
Tue	01/12/16	237.65987	1.00340	181	1.2338	x	x	1.2852	17.18			1.2338	-0.75
Wed	01/13/16	237.64368	1.00333	182	1.2405	x	x	1.2785	17.25			1.2405	-0.82
Thu	01/14/16	237.62748	1.00327	183	1.2473	x	x	1.2717	17.31			1.2473	-0.88
Fri	01/15/16	237.61129	1.00320	0	0.0000		x	1.2650	17.38	x		1.2540	-0.95
Mon	01/18/16	237.56271	1.00299	3	0.0207		x	1.2443	17.59	x		1.2747	-1.16
Tue	01/19/16	237.54652	1.00292	4	0.0276		x	1.2374	17.66	x		1.2816	-1.23
Wed	01/20/16	237.53032	1.00286	5	0.0344		x	1.2306	17.72	x		1.2884	-1.29
Thu	01/21/16	237.51413	1.00279	6	0.0413		x	1.2237	17.79	x		1.2953	-1.36
Fri	01/22/16	237.49794	1.00272	7	0.0482		x	1.2168	17.86	x		1.3022	-1.43
Mon	01/25/16	237.44935	1.00251	10	0.0689		x	1.1961	18.07	x		1.3229	-1.64
Tue	01/26/16	237.43316	1.00245	11	0.0757		x	1.1893	18.13	x		1.3297	-1.70
Wed	01/27/16	237.41697	1.00238	12	0.0826		x	1.1824	18.20	x		1.3366	-1.77
Thu	01/28/16	237.40077	1.00231	13	0.0895		x	1.1755	18.27	x		1.3435	-1.84
Fri	01/29/16	237.38458	1.00224	14	0.0964		x	1.1686	18.34	x		1.3504	-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	1.00203	17	0.1170		x	1.1480	18.55	x		1.3710	-2.12
Tue	02/02/16	237.30803	1.00192	18	0.1239		x	1.1411	18.66	x		1.3779	-2.23
Wed	02/03/16	237.28007	1.00180	19	0.1307		x	1.1343	18.78	x		1.3847	-2.35
Thu	02/04/16	237.25210	1.00168	20	0.1376		x	1.1274	18.90	x		1.3916	-2.47
Fri	02/05/16	237.22414	1.00156	21	0.1445		x	1.1205	19.02	x		1.3985	-2.59
Mon	02/08/16	237.14024	1.00121	24	0.1650		x	1.1000	19.37	x		1.4190	-2.94
Tue	02/09/16	237.11228	1.00109	25	0.1719		x	1.0931	19.49	x		1.4259	-3.06
Wed	02/10/16	237.08431	1.00097	26	0.1787		x	1.0863	19.61	x		1.4327	-3.18
Thu	02/11/16	237.05634	1.00085	27	0.1856		x	1.0794	19.73	x		1.4396	-3.30
Fri	02/12/16	237.02838	1.00074	28	0.1925		x	1.0725	19.84	x		1.4465	-3.41
Mon	02/15/16	236.94448	1.00038	31	0.2130		x	1.0520	20.20	x		1.4670	-3.77
Tue	02/16/16	236.91652	1.00026	32	0.2198		x	1.0452	20.32	x		1.4738	-3.89
Wed	02/17/16	236.88855	1.00015	33	0.2267		x	1.0383	20.43	x		1.4807	-4.00
Thu	02/18/16	236.86059	1.00003	34	0.2335		x	1.0315	20.55	x		1.4875	-4.12
Fri	02/19/16	236.83262	0.99991	35	0.2404		x	1.0246	20.67	x		1.4944	-4.24
Mon	02/22/16	236.74872	0.99956	38	0.2609		x	1.0041	21.02	x		1.5149	-4.59
Tue	02/23/16	236.72076	0.99944	39	0.2677		x	0.9973	21.14	x		1.5217	-4.71
Wed	02/24/16	236.69279	0.99932	40	0.2745		x	0.9905	21.26	x		1.5285	-4.83
Thu	02/25/16	236.66483	0.99920	41	0.2814		x	0.9836	21.38	x		1.5354	-4.95
Fri	02/26/16	236.63686	0.99908	42	0.2882		x	0.9768	21.50	x		1.5422	-5.07
Mon	02/29/16	236.55297	0.99873	45	0.3087		x	0.9563	21.85	x		1.5627	-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	0.99861	46	0.3155		x	0.9495	21.97	x		1.5695	-5.54
Wed	03/02/16	236.53761	0.99866	47	0.3224		x	0.9426	21.92	x		1.5764	-5.49
Thu	03/03/16	236.55023	0.99872	48	0.3292		x	0.9358	21.86	x		1.5832	-5.43
Fri	03/04/16	236.56284	0.99877	49	0.3361		x	0.9289	21.81	x		1.5901	-5.38
Mon	03/07/16	236.60068	0.99893	52	0.3568		x	0.9082	21.65	x		1.6108	-5.22
Tue	03/08/16	236.61329	0.99898	53	0.3636		x	0.9014	21.60	x		1.6176	-5.17
Wed	03/09/16	236.62590	0.99904	54	0.3705		x	0.8945	21.54	x		1.6245	-5.11
Thu	03/10/16	236.63852	0.99909	55	0.3774		x	0.8876	21.49	x		1.6314	-5.06
Fri	03/11/16	236.65113	0.99914	56	0.3843		x	0.8807	21.44	x		1.6383	-5.01
Mon	03/14/16	236.68897	0.99930	59	0.4049		x	0.8601	21.28	x		1.6589	-4.85
Tue	03/15/16	236.70158	0.99936	60	0.4118		x	0.8532	21.22	x		1.6658	-4.79
Wed	03/16/16	236.71419	0.99941	61	0.4187		x	0.8463	21.17	x		1.6727	-4.74
Thu	03/17/16	236.72681	0.99946	62	0.4256		x	0.8394	21.12	x		1.6796	-4.69
Fri	03/18/16	236.73942	0.99952	63	0.4325		x	0.8325	21.06	x		1.6865	-4.63
Mon	03/21/16	236.77726	0.99968	66	0.4532		x	0.8118	20.90	x		1.7072	-4.47
Tue	03/22/16	236.78987	0.99973	67	0.4600		x	0.8050	20.85	x		1.7140	-4.42
Wed	03/23/16	236.80248	0.99978	68	0.4669		x	0.7981	20.80	x		1.7209	-4.37
Thu	03/24/16	236.81510	0.99984	69	0.4738		x	0.7912	20.74	x		1.7278	-4.31
Fri	03/25/16	236.82771	0.99989	70	0.4807		x	0.7843	20.69	x		1.7347	-4.26
Mon	03/28/16	236.86555	1.00005	73	0.5014		x	0.7636	20.53	x		1.7554	-4.10
Tue	03/29/16	236.87816	1.00010	74	0.5083		x	0.7567	20.48	x		1.7623	-4.05
Wed	03/30/16	236.89077	1.00016	75	0.5152		x	0.7498	20.42	x		1.7692	-3.99
Thu	03/31/16	236.90339	1.00021	76	0.5221		x	0.7429	20.37	x		1.7761	-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	1.00026	77	0.5290		x	0.7360	20.32	x		1.7830	-3.89
Mon	04/04/16	236.93550	1.00034	80	0.5496		x	0.7154	20.24	x		1.8036	-3.81
Tue	04/05/16	236.94200	1.00037	81	0.5565		x	0.7085	20.21	x		1.8105	-3.78
Wed	04/06/16	236.94850	1.00040	82	0.5634		x	0.7016	20.18	x		1.8174	-3.75
Thu	04/07/16	236.95500	1.00043	83	0.5703		x	0.6947	20.15	x		1.8243	-3.72
Fri	04/08/16	236.96150	1.00045	84	0.5772		x	0.6878	20.13	x		1.8312	-3.70
Mon	04/11/16	236.98100	1.00054	87	0.5979		x	0.6671	20.04	x		1.8519	-3.61
Tue	04/12/16	236.98750	1.00056	88	0.6047		x	0.6603	20.02	x		1.8587	-3.59
Wed	04/13/16	236.99400	1.00059	89	0.6116		x	0.6534	19.99	x		1.8656	-3.56
Thu	04/14/16	237.00050	1.00062	90	0.6185		x	0.6465	19.96	x		1.8725	-3.53
Fri	04/15/16	237.00700	1.00065	91	0.6254		x	0.6396	19.93	x		1.8794	-3.50
Mon	04/18/16	237.02650	1.00073	94	0.6461		x	0.6189	19.85	x		1.9001	-3.42
Tue	04/19/16	237.03300	1.00076	95	0.6530		x	0.6120	19.82	x		1.9070	-3.39
Wed	04/20/16	237.03950	1.00078	96	0.6599		x	0.6051	19.80	x		1.9139	-3.37
Thu	04/21/16	237.04600	1.00081	97	0.6667		x	0.5983	19.77	x		1.9207	-3.34
Fri	04/22/16	237.05250	1.00084	98	0.6736		x	0.5914	19.74	x		1.9276	-3.31
Mon	04/25/16	237.07200	1.00092	101	0.6943		x	0.5707	19.66	x		1.9483	-3.23
Tue	04/26/16	237.07850	1.00095	102	0.7012		x	0.5638	19.63	x		1.9552	-3.20
Wed	04/27/16	237.08500	1.00098	103	0.7081		x	0.5569	19.60	x		1.9621	-3.17
Thu	04/28/16	237.09150	1.00100	104	0.7150		x	0.5500	19.58	x		1.9690	-3.15
Fri	04/29/16	237.09800	1.00103	105	0.7219		x	0.5431	19.55	x		1.9759	-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	1.00122	108	0.7427		x	0.5223	19.36	x		1.9967	-2.93
Tue	05/03/16	237.17687	1.00136	109	0.7496		x	0.5154	19.22	x		2.0036	-2.79
Wed	05/04/16	237.20981	1.00150	110	0.7566		x	0.5084	19.08	x		2.0106	-2.65
Thu	05/05/16	237.24274	1.00164	111	0.7636		x	0.5014	18.94	x		2.0176	-2.51
Fri	05/06/16	237.27568	1.00178	112	0.7706		x	0.4944	18.80	x		2.0246	-2.37
Mon	05/09/16	237.37448	1.00220	115	0.7916		x	0.4734	18.38	x		2.0456	-1.95
Tue	05/10/16	237.40742	1.00234	116	0.7986		x	0.4664	18.24	x		2.0526	-1.81
Wed	05/11/16	237.44035	1.00248	117	0.8056		x	0.4594	18.10	x		2.0596	-1.67
Thu	05/12/16	237.47329	1.00261	118	0.8126		x	0.4524	17.97	x		2.0666	-1.54
Fri	05/13/16	237.50623	1.00275	119	0.8196		x	0.4454	17.83	x		2.0736	-1.40
Mon	05/16/16	237.60503	1.00317	122	0.8406		x	0.4244	17.41	x		2.0946	-0.98
Tue	05/17/16	237.63797	1.00331	123	0.8476		x	0.4174	17.27	x		2.1016	-0.84
Wed	05/18/16	237.67090	1.00345	124	0.8546		x	0.4104	17.13	x		2.1086	-0.70
Thu	05/19/16	237.70384	1.00359	125	0.8616		x	0.4034	16.99	x		2.1156	-0.56
Fri	05/20/16	237.73677	1.00373	126	0.8686		x	0.3964	16.85	x		2.1226	-0.42
Mon	05/23/16	237.83558	1.00414	129	0.8897		x	0.3753	16.44	x		2.1437	-0.01
Tue	05/24/16	237.86852	1.00428	130	0.8967		x	0.3683	16.30	x		2.1507	0.13
Wed	05/25/16	237.90145	1.00442	131	0.9037		x	0.3613	16.16	x		2.1577	0.27
Thu	05/26/16	237.93439	1.00456	132	0.9107		x	0.3543	16.02	x		2.1647	0.41
Fri	05/27/16	237.96732	1.00470	133	0.9178		x	0.3472	15.88	x		2.1718	0.55
Mon	05/30/16	238.06613	1.00512	136	0.9388		x	0.3262	15.46	x		2.1928	0.97
Tue	05/31/16	238.09906	1.00526	137	0.9459		x	0.3191	15.32	x		2.1999	1.11
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	1.00540	138	0.9529		x	0.3121	15.18	x		2.2069	1.25
Thu	06/02/16	238.16963	1.00555	139	0.9600		x	0.3050	15.03	x		2.2140	1.40
Fri	06/03/16	238.20727	1.00571	140	0.9670		x	0.2980	14.87	x		2.2210	1.56
Mon	06/06/16	238.32017	1.00619	143	0.9882		x	0.2768	14.39	x		2.2422	2.04
Tue	06/07/16	238.35780	1.00635	144	0.9953		x	0.2697	14.23	x		2.2493	2.20
Wed	06/08/16	238.39543	1.00651	145	1.0024		x	0.2626	14.07	x		2.2564	2.36
Thu	06/09/16	238.43307	1.00667	146	1.0094		x	0.2556	13.91	x		2.2634	2.52
Fri	06/10/16	238.47070	1.00683	147	1.0165		x	0.2485	13.75	x		2.2705	2.68
Mon	06/13/16	238.58360	1.00730	150	1.0377		x	0.2273	13.28	x		2.2917	3.15
Tue	06/14/16	238.62123	1.00746	151	1.0448		x	0.2202	13.12	x		2.2988	3.31
Wed	06/15/16	238.65887	1.00762	152	1.0519		x	0.2131	12.96	x		2.3059	3.47
Thu	06/16/16	238.69650	1.00778	153	1.0590		x	0.2060	12.80	x		2.3130	3.63
Fri	06/17/16	238.73413	1.00794	154	1.0661		x	0.1989	12.64	x		2.3201	3.79
Mon	06/20/16	238.84703	1.00841	157	1.0874		x	0.1776	12.17	x		2.3414	4.26
Tue	06/21/16	238.88467	1.00857	158	1.0945		x	0.1705	12.01	x		2.3485	4.42
Wed	06/22/16	238.92230	1.00873	159	1.1016		x	0.1634	11.85	x		2.3556	4.58
Thu	06/23/16	238.95993	1.00889	160	1.1087		x	0.1563	11.69	x		2.3627	4.74
Fri	06/24/16	238.99757	1.00905	161	1.1158		x	0.1492	11.53	x		2.3698	4.90
Mon	06/27/16	239.11047	1.00953	164	1.1371		x	0.1279	11.05	x		2.3911	5.38
Tue	06/28/16	239.14810	1.00969	165	1.1442		x	0.1208	10.89	x		2.3982	5.54
Wed	06/29/16	239.18573	1.00984	166	1.1513		x	0.1137	10.74	x		2.4053	5.69
Thu	06/30/16	239.22337	1.01000	167	1.1584		x	0.1066	10.58	x		2.4124	5.85
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	1.01016	168	1.1656		x	0.0994	10.42	x		2.4196	6.01
Mon	07/04/16	239.35535	1.01056	171	1.1869		x	0.0781	10.02	x		2.4409	6.41
Tue	07/05/16	239.38681	1.01069	172	1.1939		x	0.0711	9.89	x		2.4479	6.54
Wed	07/06/16	239.41826	1.01083	173	1.2011		x	0.0639	9.75	x		2.4551	6.68
Thu	07/07/16	239.44971	1.01096	174	1.2082		x	0.0568	9.62	x		2.4622	6.81
Fri	07/08/16	239.48116	1.01109	175	1.2153		x	0.0497	9.49	x		2.4693	6.94
Mon	07/11/16	239.57552	1.01149	178	1.2366		x	0.0284	9.09	x		2.4906	7.34
Tue	07/12/16	239.60697	1.01162	179	1.2437		x	0.0213	8.96	x		2.4977	7.47
Wed	07/13/16	239.63842	1.01176	180	1.2508		x	0.0142	8.82	x		2.5048	7.61
Thu	07/14/16	239.66987	1.01189	181	1.2579		x	0.0071	8.69	x		2.5119	7.74
Fri	07/15/16	239.70132	1.01202	0	0.0000			0.0000	8.56	x	x	2.5190	7.87
Mon	07/18/16	239.79568	1.01242	3	0.0206			-0.0206	8.16	x	x	2.5396	8.27
Tue	07/19/16	239.82713	1.01255	4	0.0275			-0.0275	8.03	x	x	2.5465	8.40
Wed	07/20/16	239.85858	1.01269	5	0.0344			-0.0344	7.89	x	x	2.5534	8.54
Thu	07/21/16	239.89003	1.01282	6	0.0413			-0.0413	7.76	x	x	2.5603	8.67
Fri	07/22/16	239.92148	1.01295	7	0.0482			-0.0482	7.63	x	x	2.5672	8.80
Mon	07/25/16	240.01584	1.01335	10	0.0688			-0.0688	7.23	x	x	2.5878	9.20
Tue	07/26/16	240.04729	1.01348	11	0.0757			-0.0757	7.10	x	x	2.5947	9.33
Wed	07/27/16	240.07874	1.01361	12	0.0826			-0.0826	6.97	x	x	2.6016	9.46
Thu	07/28/16	240.11019	1.01375	13	0.0895			-0.0895	6.83	x	x	2.6085	9.60
Fri	07/29/16	240.14165	1.01388	14	0.0964			-0.0964	6.70	x	x	2.6154	9.73
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	1.01428	17	0.1171			-0.1171	6.30	x	x	2.6361	10.13
Tue	08/02/16	240.26187	1.01439	18	0.1240			-0.1240	6.19	x	x	2.6430	10.24
Wed	08/03/16	240.28774	1.01450	19	0.1309			-0.1309	6.08	x	x	2.6499	10.35
Thu	08/04/16	240.31361	1.01461	20	0.1379			-0.1379	5.97	x	x	2.6569	10.46
Fri	08/05/16	240.33948	1.01472	21	0.1448			-0.1448	5.86	x	x	2.6638	10.57
Mon	08/08/16	240.41710	1.01504	24	0.1655			-0.1655	5.54	x	x	2.6845	10.89
Tue	08/09/16	240.44297	1.01515	25	0.1724			-0.1724	5.43	x	x	2.6914	11.00
Wed	08/10/16	240.46884	1.01526	26	0.1793			-0.1793	5.32	x	x	2.6983	11.11
Thu	08/11/16	240.49471	1.01537	27	0.1862			-0.1862	5.21	x	x	2.7052	11.22
Fri	08/12/16	240.52058	1.01548	28	0.1932			-0.1932	5.10	x	x	2.7122	11.33
Mon	08/15/16	240.59819	1.01581	31	0.2139			-0.2139	4.77	x	x	2.7329	11.66
Tue	08/16/16	240.62406	1.01592	32	0.2209			-0.2209	4.66	x	x	2.7399	11.77
Wed	08/17/16	240.64994	1.01603	33	0.2278			-0.2278	4.55	x	x	2.7468	11.88
Thu	08/18/16	240.67581	1.01614	34	0.2347			-0.2347	4.44	x	x	2.7537	11.99
Fri	08/19/16	240.70168	1.01624	35	0.2416			-0.2416	4.34	x	x	2.7606	12.09
Mon	08/22/16	240.77929	1.01657	38	0.2624			-0.2624	4.01	x	x	2.7814	12.42
Tue	08/23/16	240.80516	1.01668	39	0.2694			-0.2694	3.90	x	x	2.7884	12.53
Wed	08/24/16	240.83103	1.01679	40	0.2763			-0.2763	3.79	x	x	2.7953	12.64
Thu	08/25/16	240.85690	1.01690	41	0.2832			-0.2832	3.68	x	x	2.8022	12.75
Fri	08/26/16	240.88277	1.01701	42	0.2902			-0.2902	3.57	x	x	2.8092	12.86
Mon	08/29/16	240.96039	1.01734	45	0.3110			-0.3110	3.24	x	x	2.8300	13.19
Tue	08/30/16	240.98626	1.01745	46	0.3180			-0.3180	3.13	x	x	2.8370	13.30
Wed	08/31/16	241.01213	1.01756	47	0.3249			-0.3249	3.02	x	x	2.8439	13.41
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	09/01/16	241.03800	1.01766	48	0.3318			-0.3318	2.92	x	x	2.8508	13.51
Fri	09/02/16	241.02497	1.01761	49	0.3387			-0.3387	2.97	x	x	2.8577	13.46
Mon	09/05/16	240.98587	1.01744	52	0.3594			-0.3594	3.14	x	x	2.8784	13.29
Tue	09/06/16	240.97283	1.01739	53	0.3663			-0.3663	3.19	x	x	2.8853	13.24
Wed	09/07/16	240.95980	1.01733	54	0.3732			-0.3732	3.25	x	x	2.8922	13.18
Thu	09/08/16	240.94677	1.01728	55	0.3801			-0.3801	3.30	x	x	2.8991	13.13
Fri	09/09/16	240.93373	1.01722	56	0.3870			-0.3870	3.36	x	x	2.9060	13.07
Mon	09/12/16	240.89463	1.01706	59	0.4077			-0.4077	3.52	x	x	2.9267	12.91
Tue	09/13/16	240.88160	1.01700	60	0.4145			-0.4145	3.58	x	x	2.9335	12.85
Wed	09/14/16	240.86857	1.01695	61	0.4214			-0.4214	3.63	x	x	2.9404	12.80
Thu	09/15/16	240.85553	1.01689	62	0.4283			-0.4283	3.69	x	x	2.9473	12.74
Fri	09/16/16	240.84250	1.01684	63	0.4352			-0.4352	3.74	x	x	2.9542	12.69
Mon	09/19/16	240.80340	1.01667	66	0.4558			-0.4558	3.91	x	x	2.9748	12.52
Tue	09/20/16	240.79037	1.01662	67	0.4627			-0.4627	3.96	x	x	2.9817	12.47
Wed	09/21/16	240.77733	1.01656	68	0.4696			-0.4696	4.02	x	x	2.9886	12.41
Thu	09/22/16	240.76430	1.01651	69	0.4765			-0.4765	4.07	x	x	2.9955	12.36
Fri	09/23/16	240.75127	1.01645	70	0.4834			-0.4834	4.13	x	x	3.0024	12.30
Mon	09/26/16	240.71217	1.01629	73	0.5040			-0.5040	4.29	x	x	3.0230	12.14
Tue	09/27/16	240.69913	1.01623	74	0.5109			-0.5109	4.35	x	x	3.0299	12.08
Wed	09/28/16	240.68610	1.01618	75	0.5178			-0.5178	4.40	x	x	3.0368	12.03
Thu	09/29/16	240.67307	1.01612	76	0.5246			-0.5246	4.46	x	x	3.0436	11.97
Fri	09/30/16	240.66003	1.01607	77	0.5315			-0.5315	4.51	x	x	3.0505	11.92
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	1.01607	80	0.5522			-0.5522	4.51	x	x	3.0712	11.92
Tue	10/04/16	240.66694	1.01610	81	0.5591			-0.5591	4.48	x	x	3.0781	11.95
Wed	10/05/16	240.67358	1.01613	82	0.5661			-0.5661	4.45	x	x	3.0851	11.98
Thu	10/06/16	240.68023	1.01615	83	0.5730			-0.5730	4.43	x	x	3.0920	12.00
Fri	10/07/16	240.68687	1.01618	84	0.5799			-0.5799	4.40	x	x	3.0989	12.03
Mon	10/10/16	240.70681	1.01627	87	0.6006			-0.6006	4.31	x	x	3.1196	12.12
Tue	10/11/16	240.71345	1.01629	88	0.6076			-0.6076	4.29	x	x	3.1266	12.14
Wed	10/12/16	240.72010	1.01632	89	0.6145			-0.6145	4.26	x	x	3.1335	12.17
Thu	10/13/16	240.72674	1.01635	90	0.6214			-0.6214	4.23	x	x	3.1404	12.20
Fri	10/14/16	240.73339	1.01638	91	0.6283			-0.6283	4.20	x	x	3.1473	12.23
Mon	10/17/16	240.75332	1.01646	94	0.6491			-0.6491	4.12	x	x	3.1681	12.31
Tue	10/18/16	240.75997	1.01649	95	0.6560			-0.6560	4.09	x	x	3.1750	12.34
Wed	10/19/16	240.76661	1.01652	96	0.6629			-0.6629	4.06	x	x	3.1819	12.37
Thu	10/20/16	240.77326	1.01655	97	0.6699			-0.6699	4.03	x	x	3.1889	12.40
Fri	10/21/16	240.77990	1.01658	98	0.6768			-0.6768	4.00	x	x	3.1958	12.43
Mon	10/24/16	240.79984	1.01666	101	0.6976			-0.6976	3.92	x	x	3.2166	12.51
Tue	10/25/16	240.80648	1.01669	102	0.7045			-0.7045	3.89	x	x	3.2235	12.54
Wed	10/26/16	240.81313	1.01672	103	0.7114			-0.7114	3.86	x	x	3.2304	12.57
Thu	10/27/16	240.81977	1.01674	104	0.7183			-0.7183	3.84	x	x	3.2373	12.59
Fri	10/28/16	240.82642	1.01677	105	0.7253			-0.7253	3.81	x	x	3.2443	12.62
Mon	10/31/16	240.84635	1.01686	108	0.7461			-0.7461	3.72	x	x	3.2651	12.71
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/16	240.85300	1.01688	109	0.7530			-0.7530	3.70	x	x	3.2720	12.73
Wed	11/02/16	240.87217	1.01696	110	0.7600			-0.7600	3.62	x	x	3.2790	12.81
Thu	11/03/16	240.89133	1.01705	111	0.7669			-0.7669	3.53	x	x	3.2859	12.90
Fri	11/04/16	240.91050	1.01713	112	0.7739			-0.7739	3.45	x	x	3.2929	12.98
Mon	11/07/16	240.96800	1.01737	115	0.7948			-0.7948	3.21	x	x	3.3138	13.22
Tue	11/08/16	240.98717	1.01745	116	0.8018			-0.8018	3.13	x	x	3.3208	13.30
Wed	11/09/16	241.00633	1.01753	117	0.8088			-0.8088	3.05	x	x	3.3278	13.38
Thu	11/10/16	241.02550	1.01761	118	0.8157			-0.8157	2.97	x	x	3.3347	13.46
Fri	11/11/16	241.04467	1.01769	119	0.8227			-0.8227	2.89	x	x	3.3417	13.54
Mon	11/14/16	241.10217	1.01794	122	0.8437			-0.8437	2.64	x	x	3.3627	13.79
Tue	11/15/16	241.12133	1.01802	123	0.8507			-0.8507	2.56	x	x	3.3697	13.87
Wed	11/16/16	241.14050	1.01810	124	0.8576			-0.8576	2.48	x	x	3.3766	13.95
Thu	11/17/16	241.15967	1.01818	125	0.8646			-0.8646	2.40	x	x	3.3836	14.03
Fri	11/18/16	241.17883	1.01826	126	0.8716			-0.8716	2.32	x	x	3.3906	14.11
Mon	11/21/16	241.23633	1.01850	129	0.8926			-0.8926	2.08	x	x	3.4116	14.35
Tue	11/22/16	241.25550	1.01858	130	0.8996			-0.8996	2.00	x	x	3.4186	14.43
Wed	11/23/16	241.27467	1.01866	131	0.9066			-0.9066	1.92	x	x	3.4256	14.51
Thu	11/24/16	241.29383	1.01874	132	0.9135			-0.9135	1.84	x	x	3.4325	14.59
Fri	11/25/16	241.31300	1.01883	133	0.9205			-0.9205	1.75	x	x	3.4395	14.68
Mon	11/28/16	241.37050	1.01907	136	0.9415			-0.9415	1.51	x	x	3.4605	14.92
Tue	11/29/16	241.38967	1.01915	137	0.9485			-0.9485	1.43	x	x	3.4675	15.00
Wed	11/30/16	241.40883	1.01923	138	0.9555			-0.9555	1.35	x	x	3.4745	15.08
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	1.01931	139	0.9625			-0.9625	1.27	x	x	3.4815	15.16
Fri	12/02/16	241.43771	1.01935	140	0.9695			-0.9695	1.23	x	x	3.4885	15.20
Mon	12/05/16	241.46684	1.01948	143	0.9904			-0.9904	1.10	x	x	3.5094	15.33
Tue	12/06/16	241.47655	1.01952	144	0.9974			-0.9974	1.06	x	x	3.5164	15.37
Wed	12/07/16	241.48626	1.01956	145	1.0043			-1.0043	1.02	x	x	3.5233	15.41
Thu	12/08/16	241.49597	1.01960	146	1.0113			-1.0113	0.98	x	x	3.5303	15.45
Fri	12/09/16	241.50568	1.01964	147	1.0183			-1.0183	0.94	x	x	3.5373	15.49
Mon	12/12/16	241.53481	1.01976	150	1.0392			-1.0392	0.82	x	x	3.5582	15.61
Tue	12/13/16	241.54452	1.01980	151	1.0461			-1.0461	0.78	x	x	3.5651	15.65
Wed	12/14/16	241.55423	1.01984	152	1.0531			-1.0531	0.74	x	x	3.5721	15.69
Thu	12/15/16	241.56394	1.01989	153	1.0601			-1.0601	0.69	x	x	3.5791	15.74
Fri	12/16/16	241.57365	1.01993	154	1.0670			-1.0670	0.65	x	x	3.5860	15.78
Mon	12/19/16	241.60277	1.02005	157	1.0880			-1.0880	0.53	x	x	3.6070	15.90
Tue	12/20/16	241.61248	1.02009	158	1.0949			-1.0949	0.49	x	x	3.6139	15.94
Wed	12/21/16	241.62219	1.02013	159	1.1019			-1.1019	0.45	x	x	3.6209	15.98
Thu	12/22/16	241.63190	1.02017	160	1.1089			-1.1089	0.41	x	x	3.6279	16.02
Fri	12/23/16	241.64161	1.02021	161	1.1159			-1.1159	0.37	x	x	3.6349	16.06
Mon	12/26/16	241.67074	1.02034	164	1.1368			-1.1368	0.24	x	x	3.6558	16.19
Tue	12/27/16	241.68045	1.02038	165	1.1438			-1.1438	0.20	x	x	3.6628	16.23
Wed	12/28/16	241.69016	1.02042	166	1.1507			-1.1507	0.16	x	x	3.6697	16.27
Thu	12/29/16	241.69987	1.02046	167	1.1577			-1.1577	0.12	x	x	3.6767	16.31
Fri	12/30/16	241.70958	1.02050	168	1.1647			-1.1647	0.08	x	x	3.6837	16.35
Sun	01/01/17	241.72900	1.02058

Generated 12/22/16 16:30