0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2020

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

CUSIP Number	912828K33	Interest 04/15/16 (183 days)	$0.6325
Dated Date	April 15, 2015	Interest 10/15/16 (183 days)	$0.6425
Ref CPI on Dated Date	234.18067	Interest Total	$1.2750
Original Issue Date	April 30, 2015	Interest 04/15/17 (182 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	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	01/01/16	237.83800	1.01562	78	0.2706	x	x	1.0044	16.61			0.2706	0.00
Mon	01/04/16	237.78942	1.01541	81	0.2809	x	x	0.9941	16.82			0.2809	-0.21
Tue	01/05/16	237.77323	1.01534	82	0.2844	x	x	0.9906	16.89			0.2844	-0.28
Wed	01/06/16	237.75703	1.01527	83	0.2878	x	x	0.9872	16.96			0.2878	-0.35
Thu	01/07/16	237.74084	1.01520	84	0.2912	x	x	0.9838	17.03			0.2912	-0.42
Fri	01/08/16	237.72465	1.01513	85	0.2947	x	x	0.9803	17.10			0.2947	-0.49
Mon	01/11/16	237.67606	1.01493	88	0.3050	x	x	0.9700	17.30			0.3050	-0.69
Tue	01/12/16	237.65987	1.01486	89	0.3085	x	x	0.9665	17.37			0.3085	-0.76
Wed	01/13/16	237.64368	1.01479	90	0.3119	x	x	0.9631	17.44			0.3119	-0.83
Thu	01/14/16	237.62748	1.01472	91	0.3154	x	x	0.9596	17.51			0.3154	-0.90
Fri	01/15/16	237.61129	1.01465	92	0.3188	x	x	0.9562	17.58			0.3188	-0.97
Mon	01/18/16	237.56271	1.01444	95	0.3291	x	x	0.9459	17.79			0.3291	-1.18
Tue	01/19/16	237.54652	1.01437	96	0.3326	x	x	0.9424	17.86			0.3326	-1.25
Wed	01/20/16	237.53032	1.01430	97	0.3360	x	x	0.9390	17.93			0.3360	-1.32
Thu	01/21/16	237.51413	1.01423	98	0.3395	x	x	0.9355	18.00			0.3395	-1.39
Fri	01/22/16	237.49794	1.01417	99	0.3429	x	x	0.9321	18.06			0.3429	-1.45
Mon	01/25/16	237.44935	1.01396	102	0.3532	x	x	0.9218	18.27			0.3532	-1.66
Tue	01/26/16	237.43316	1.01389	103	0.3567	x	x	0.9183	18.34			0.3567	-1.73
Wed	01/27/16	237.41697	1.01382	104	0.3601	x	x	0.9149	18.41			0.3601	-1.80
Thu	01/28/16	237.40077	1.01375	105	0.3635	x	x	0.9115	18.48			0.3635	-1.87
Fri	01/29/16	237.38458	1.01368	106	0.3670	x	x	0.9080	18.55			0.3670	-1.94
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	02/01/16	237.33600	1.01347	109	0.3773	x	x	0.8977	18.76			0.3773	-2.15
Tue	02/02/16	237.30803	1.01335	110	0.3807	x	x	0.8943	18.88			0.3807	-2.27
Wed	02/03/16	237.28007	1.01324	111	0.3841	x	x	0.8909	18.99			0.3841	-2.38
Thu	02/04/16	237.25210	1.01312	112	0.3875	x	x	0.8875	19.11			0.3875	-2.50
Fri	02/05/16	237.22414	1.01300	113	0.3909	x	x	0.8841	19.23			0.3909	-2.62
Mon	02/08/16	237.14024	1.01264	116	0.4012	x	x	0.8738	19.59			0.4012	-2.98
Tue	02/09/16	237.11228	1.01252	117	0.4046	x	x	0.8704	19.71			0.4046	-3.10
Wed	02/10/16	237.08431	1.01240	118	0.4080	x	x	0.8670	19.83			0.4080	-3.22
Thu	02/11/16	237.05634	1.01228	119	0.4114	x	x	0.8636	19.95			0.4114	-3.34
Fri	02/12/16	237.02838	1.01216	120	0.4148	x	x	0.8602	20.07			0.4148	-3.46
Mon	02/15/16	236.94448	1.01180	123	0.4250	x	x	0.8500	20.43			0.4250	-3.82
Tue	02/16/16	236.91652	1.01168	124	0.4284	x	x	0.8466	20.55			0.4284	-3.94
Wed	02/17/16	236.88855	1.01156	125	0.4318	x	x	0.8432	20.67			0.4318	-4.06
Thu	02/18/16	236.86059	1.01144	126	0.4353	x	x	0.8397	20.79			0.4353	-4.18
Fri	02/19/16	236.83262	1.01132	127	0.4387	x	x	0.8363	20.91			0.4387	-4.30
Mon	02/22/16	236.74872	1.01097	130	0.4489	x	x	0.8261	21.26			0.4489	-4.65
Tue	02/23/16	236.72076	1.01085	131	0.4523	x	x	0.8227	21.38			0.4523	-4.77
Wed	02/24/16	236.69279	1.01073	132	0.4557	x	x	0.8193	21.50			0.4557	-4.89
Thu	02/25/16	236.66483	1.01061	133	0.4591	x	x	0.8159	21.62			0.4591	-5.01
Fri	02/26/16	236.63686	1.01049	134	0.4625	x	x	0.8125	21.74			0.4625	-5.13
Mon	02/29/16	236.55297	1.01013	137	0.4726	x	x	0.8024	22.10			0.4726	-5.49
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	03/01/16	236.52500	1.01001	138	0.4760	x	x	0.7990	22.22			0.4760	-5.61
Wed	03/02/16	236.53761	1.01006	139	0.4795	x	x	0.7955	22.17			0.4795	-5.56
Thu	03/03/16	236.55023	1.01012	140	0.4830	x	x	0.7920	22.11			0.4830	-5.50
Fri	03/04/16	236.56284	1.01017	141	0.4865	x	x	0.7885	22.06			0.4865	-5.45
Mon	03/07/16	236.60068	1.01033	144	0.4969	x	x	0.7781	21.90			0.4969	-5.29
Tue	03/08/16	236.61329	1.01039	145	0.5004	x	x	0.7746	21.84			0.5004	-5.23
Wed	03/09/16	236.62590	1.01044	146	0.5038	x	x	0.7712	21.79			0.5038	-5.18
Thu	03/10/16	236.63852	1.01050	147	0.5073	x	x	0.7677	21.73			0.5073	-5.12
Fri	03/11/16	236.65113	1.01055	148	0.5108	x	x	0.7642	21.68			0.5108	-5.07
Mon	03/14/16	236.68897	1.01071	151	0.5212	x	x	0.7538	21.52			0.5212	-4.91
Tue	03/15/16	236.70158	1.01076	152	0.5247	x	x	0.7503	21.47			0.5247	-4.86
Wed	03/16/16	236.71419	1.01082	153	0.5282	x	x	0.7468	21.41			0.5282	-4.80
Thu	03/17/16	236.72681	1.01087	154	0.5317	x	x	0.7433	21.36			0.5317	-4.75
Fri	03/18/16	236.73942	1.01093	155	0.5352	x	x	0.7398	21.30			0.5352	-4.69
Mon	03/21/16	236.77726	1.01109	158	0.5456	x	x	0.7294	21.14			0.5456	-4.53
Tue	03/22/16	236.78987	1.01114	159	0.5491	x	x	0.7259	21.09			0.5491	-4.48
Wed	03/23/16	236.80248	1.01120	160	0.5526	x	x	0.7224	21.03			0.5526	-4.42
Thu	03/24/16	236.81510	1.01125	161	0.5560	x	x	0.7190	20.98			0.5560	-4.37
Fri	03/25/16	236.82771	1.01130	162	0.5595	x	x	0.7155	20.93			0.5595	-4.32
Mon	03/28/16	236.86555	1.01146	165	0.5700	x	x	0.7050	20.77			0.5700	-4.16
Tue	03/29/16	236.87816	1.01152	166	0.5735	x	x	0.7015	20.71			0.5735	-4.10
Wed	03/30/16	236.89077	1.01157	167	0.5770	x	x	0.6980	20.66			0.5770	-4.05
Thu	03/31/16	236.90339	1.01163	168	0.5804	x	x	0.6946	20.60			0.5804	-3.99
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	04/01/16	236.91600	1.01168	169	0.5839	x	x	0.6911	20.55			0.5839	-3.94
Mon	04/04/16	236.93550	1.01176	172	0.5943	x	x	0.6807	20.47			0.5943	-3.86
Tue	04/05/16	236.94200	1.01179	173	0.5978	x	x	0.6772	20.44			0.5978	-3.83
Wed	04/06/16	236.94850	1.01182	174	0.6013	x	x	0.6737	20.41			0.6013	-3.80
Thu	04/07/16	236.95500	1.01185	175	0.6048	x	x	0.6702	20.38			0.6048	-3.77
Fri	04/08/16	236.96150	1.01187	176	0.6082	x	x	0.6668	20.36			0.6082	-3.75
Mon	04/11/16	236.98100	1.01196	179	0.6187	x	x	0.6563	20.27			0.6187	-3.66
Tue	04/12/16	236.98750	1.01199	180	0.6221	x	x	0.6529	20.24			0.6221	-3.63
Wed	04/13/16	236.99400	1.01201	181	0.6256	x	x	0.6494	20.22			0.6256	-3.61
Thu	04/14/16	237.00050	1.01204	182	0.6291	x	x	0.6459	20.19			0.6291	-3.58
Fri	04/15/16	237.00700	1.01207	0	0.0000		x	0.6425	20.16	x		0.6325	-3.55
Mon	04/18/16	237.02650	1.01215	3	0.0104		x	0.6321	20.08	x		0.6429	-3.47
Tue	04/19/16	237.03300	1.01218	4	0.0138		x	0.6287	20.05	x		0.6463	-3.44
Wed	04/20/16	237.03950	1.01221	5	0.0173		x	0.6252	20.02	x		0.6498	-3.41
Thu	04/21/16	237.04600	1.01224	6	0.0207		x	0.6218	19.99	x		0.6532	-3.38
Fri	04/22/16	237.05250	1.01226	7	0.0242		x	0.6183	19.97	x		0.6567	-3.36
Mon	04/25/16	237.07200	1.01235	10	0.0346		x	0.6079	19.88	x		0.6671	-3.27
Tue	04/26/16	237.07850	1.01237	11	0.0380		x	0.6045	19.86	x		0.6705	-3.25
Wed	04/27/16	237.08500	1.01240	12	0.0415		x	0.6010	19.83	x		0.6740	-3.22
Thu	04/28/16	237.09150	1.01243	13	0.0450		x	0.5975	19.80	x		0.6775	-3.19
Fri	04/29/16	237.09800	1.01246	14	0.0484		x	0.5941	19.77	x		0.6809	-3.16
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	05/02/16	237.14394	1.01265	17	0.0588		x	0.5837	19.58	x		0.6913	-2.97
Tue	05/03/16	237.17687	1.01279	18	0.0623		x	0.5802	19.44	x		0.6948	-2.83
Wed	05/04/16	237.20981	1.01294	19	0.0657		x	0.5768	19.29	x		0.6982	-2.68
Thu	05/05/16	237.24274	1.01308	20	0.0692		x	0.5733	19.15	x		0.7017	-2.54
Fri	05/06/16	237.27568	1.01322	21	0.0727		x	0.5698	19.01	x		0.7052	-2.40
Mon	05/09/16	237.37448	1.01364	24	0.0831		x	0.5594	18.59	x		0.7156	-1.98
Tue	05/10/16	237.40742	1.01378	25	0.0866		x	0.5559	18.45	x		0.7191	-1.84
Wed	05/11/16	237.44035	1.01392	26	0.0900		x	0.5525	18.31	x		0.7225	-1.70
Thu	05/12/16	237.47329	1.01406	27	0.0935		x	0.5490	18.17	x		0.7260	-1.56
Fri	05/13/16	237.50623	1.01420	28	0.0970		x	0.5455	18.03	x		0.7295	-1.42
Mon	05/16/16	237.60503	1.01462	31	0.1074		x	0.5351	17.61	x		0.7399	-1.00
Tue	05/17/16	237.63797	1.01476	32	0.1109		x	0.5316	17.47	x		0.7434	-0.86
Wed	05/18/16	237.67090	1.01490	33	0.1144		x	0.5281	17.33	x		0.7469	-0.72
Thu	05/19/16	237.70384	1.01504	34	0.1179		x	0.5246	17.19	x		0.7504	-0.58
Fri	05/20/16	237.73677	1.01519	35	0.1214		x	0.5211	17.04	x		0.7539	-0.43
Mon	05/23/16	237.83558	1.01561	38	0.1318		x	0.5107	16.62	x		0.7643	-0.01
Tue	05/24/16	237.86852	1.01575	39	0.1353		x	0.5072	16.48	x		0.7678	0.13
Wed	05/25/16	237.90145	1.01589	40	0.1388		x	0.5037	16.34	x		0.7713	0.27
Thu	05/26/16	237.93439	1.01603	41	0.1423		x	0.5002	16.20	x		0.7748	0.41
Fri	05/27/16	237.96732	1.01617	42	0.1458		x	0.4967	16.06	x		0.7783	0.55
Mon	05/30/16	238.06613	1.01659	45	0.1562		x	0.4863	15.64	x		0.7887	0.97
Tue	05/31/16	238.09906	1.01673	46	0.1597		x	0.4828	15.50	x		0.7922	1.11
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	06/01/16	238.13200	1.01687	47	0.1632		x	0.4793	15.36	x		0.7957	1.25
Thu	06/02/16	238.16963	1.01703	48	0.1667		x	0.4758	15.20	x		0.7992	1.41
Fri	06/03/16	238.20727	1.01719	49	0.1702		x	0.4723	15.04	x		0.8027	1.57
Mon	06/06/16	238.32017	1.01768	52	0.1807		x	0.4618	14.55	x		0.8132	2.06
Tue	06/07/16	238.35780	1.01784	53	0.1842		x	0.4583	14.39	x		0.8167	2.22
Wed	06/08/16	238.39543	1.01800	54	0.1877		x	0.4548	14.23	x		0.8202	2.38
Thu	06/09/16	238.43307	1.01816	55	0.1913		x	0.4512	14.07	x		0.8238	2.54
Fri	06/10/16	238.47070	1.01832	56	0.1948		x	0.4477	13.91	x		0.8273	2.70
Mon	06/13/16	238.58360	1.01880	59	0.2053		x	0.4372	13.43	x		0.8378	3.18
Tue	06/14/16	238.62123	1.01896	60	0.2088		x	0.4337	13.27	x		0.8413	3.34
Wed	06/15/16	238.65887	1.01912	61	0.2123		x	0.4302	13.11	x		0.8448	3.50
Thu	06/16/16	238.69650	1.01928	62	0.2158		x	0.4267	12.95	x		0.8483	3.66
Fri	06/17/16	238.73413	1.01944	63	0.2193		x	0.4232	12.79	x		0.8518	3.82
Mon	06/20/16	238.84703	1.01993	66	0.2299		x	0.4126	12.30	x		0.8624	4.31
Tue	06/21/16	238.88467	1.02009	67	0.2334		x	0.4091	12.14	x		0.8659	4.47
Wed	06/22/16	238.92230	1.02025	68	0.2369		x	0.4056	11.98	x		0.8694	4.63
Thu	06/23/16	238.95993	1.02041	69	0.2405		x	0.4020	11.82	x		0.8730	4.79
Fri	06/24/16	238.99757	1.02057	70	0.2440		x	0.3985	11.66	x		0.8765	4.95
Mon	06/27/16	239.11047	1.02105	73	0.2546		x	0.3879	11.18	x		0.8871	5.43
Tue	06/28/16	239.14810	1.02121	74	0.2581		x	0.3844	11.02	x		0.8906	5.59
Wed	06/29/16	239.18573	1.02137	75	0.2616		x	0.3809	10.86	x		0.8941	5.75
Thu	06/30/16	239.22337	1.02153	76	0.2652		x	0.3773	10.70	x		0.8977	5.91
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	07/01/16	239.26100	1.02169	77	0.2687		x	0.3738	10.54	x		0.9012	6.07
Mon	07/04/16	239.35535	1.02210	80	0.2793		x	0.3632	10.13	x		0.9118	6.48
Tue	07/05/16	239.38681	1.02223	81	0.2828		x	0.3597	10.00	x		0.9153	6.61
Wed	07/06/16	239.41826	1.02237	82	0.2863		x	0.3562	9.86	x		0.9188	6.75
Thu	07/07/16	239.44971	1.02250	83	0.2898		x	0.3527	9.73	x		0.9223	6.88
Fri	07/08/16	239.48116	1.02263	84	0.2934		x	0.3491	9.60	x		0.9259	7.01
Mon	07/11/16	239.57552	1.02304	87	0.3040		x	0.3385	9.19	x		0.9365	7.42
Tue	07/12/16	239.60697	1.02317	88	0.3075		x	0.3350	9.06	x		0.9400	7.55
Wed	07/13/16	239.63842	1.02331	89	0.3110		x	0.3315	8.92	x		0.9435	7.69
Thu	07/14/16	239.66987	1.02344	90	0.3146		x	0.3279	8.79	x		0.9471	7.82
Fri	07/15/16	239.70132	1.02357	91	0.3181		x	0.3244	8.66	x		0.9506	7.95
Mon	07/18/16	239.79568	1.02398	94	0.3287		x	0.3138	8.25	x		0.9612	8.36
Tue	07/19/16	239.82713	1.02411	95	0.3323		x	0.3102	8.12	x		0.9648	8.49
Wed	07/20/16	239.85858	1.02425	96	0.3358		x	0.3067	7.98	x		0.9683	8.63
Thu	07/21/16	239.89003	1.02438	97	0.3394		x	0.3031	7.85	x		0.9719	8.76
Fri	07/22/16	239.92148	1.02451	98	0.3429		x	0.2996	7.72	x		0.9754	8.89
Mon	07/25/16	240.01584	1.02492	101	0.3535		x	0.2890	7.31	x		0.9860	9.30
Tue	07/26/16	240.04729	1.02505	102	0.3571		x	0.2854	7.18	x		0.9896	9.43
Wed	07/27/16	240.07874	1.02519	103	0.3606		x	0.2819	7.04	x		0.9931	9.57
Thu	07/28/16	240.11019	1.02532	104	0.3642		x	0.2783	6.91	x		0.9967	9.70
Fri	07/29/16	240.14165	1.02545	105	0.3677		x	0.2748	6.78	x		1.0002	9.83
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	08/01/16	240.23600	1.02586	108	0.3784		x	0.2641	6.37	x		1.0109	10.24
Tue	08/02/16	240.26187	1.02597	109	0.3819		x	0.2606	6.26	x		1.0144	10.35
Wed	08/03/16	240.28774	1.02608	110	0.3855		x	0.2570	6.15	x		1.0180	10.46
Thu	08/04/16	240.31361	1.02619	111	0.3890		x	0.2535	6.04	x		1.0215	10.57
Fri	08/05/16	240.33948	1.02630	112	0.3926		x	0.2499	5.93	x		1.0251	10.68
Mon	08/08/16	240.41710	1.02663	115	0.4032		x	0.2393	5.60	x		1.0357	11.01
Tue	08/09/16	240.44297	1.02674	116	0.4068		x	0.2357	5.49	x		1.0393	11.12
Wed	08/10/16	240.46884	1.02685	117	0.4103		x	0.2322	5.38	x		1.0428	11.23
Thu	08/11/16	240.49471	1.02696	118	0.4139		x	0.2286	5.27	x		1.0464	11.34
Fri	08/12/16	240.52058	1.02707	119	0.4174		x	0.2251	5.16	x		1.0499	11.45
Mon	08/15/16	240.59819	1.02740	122	0.4281		x	0.2144	4.83	x		1.0606	11.78
Tue	08/16/16	240.62406	1.02751	123	0.4316		x	0.2109	4.72	x		1.0641	11.89
Wed	08/17/16	240.64994	1.02763	124	0.4352		x	0.2073	4.60	x		1.0677	12.01
Thu	08/18/16	240.67581	1.02774	125	0.4388		x	0.2037	4.49	x		1.0713	12.12
Fri	08/19/16	240.70168	1.02785	126	0.4423		x	0.2002	4.38	x		1.0748	12.23
Mon	08/22/16	240.77929	1.02818	129	0.4530		x	0.1895	4.05	x		1.0855	12.56
Tue	08/23/16	240.80516	1.02829	130	0.4565		x	0.1860	3.94	x		1.0890	12.67
Wed	08/24/16	240.83103	1.02840	131	0.4601		x	0.1824	3.83	x		1.0926	12.78
Thu	08/25/16	240.85690	1.02851	132	0.4637		x	0.1788	3.72	x		1.0962	12.89
Fri	08/26/16	240.88277	1.02862	133	0.4672		x	0.1753	3.61	x		1.0997	13.00
Mon	08/29/16	240.96039	1.02895	136	0.4779		x	0.1646	3.28	x		1.1104	13.33
Tue	08/30/16	240.98626	1.02906	137	0.4815		x	0.1610	3.17	x		1.1140	13.44
Wed	08/31/16	241.01213	1.02917	138	0.4851		x	0.1574	3.06	x		1.1176	13.55
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	09/01/16	241.03800	1.02928	139	0.4886		x	0.1539	2.95	x		1.1211	13.66
Fri	09/02/16	241.02497	1.02923	140	0.4921		x	0.1504	3.00	x		1.1246	13.61
Mon	09/05/16	240.98587	1.02906	143	0.5026		x	0.1399	3.17	x		1.1351	13.44
Tue	09/06/16	240.97283	1.02900	144	0.5061		x	0.1364	3.23	x		1.1386	13.38
Wed	09/07/16	240.95980	1.02895	145	0.5096		x	0.1329	3.28	x		1.1421	13.33
Thu	09/08/16	240.94677	1.02889	146	0.5130		x	0.1295	3.34	x		1.1455	13.27
Fri	09/09/16	240.93373	1.02884	147	0.5165		x	0.1260	3.39	x		1.1490	13.22
Mon	09/12/16	240.89463	1.02867	150	0.5270		x	0.1155	3.56	x		1.1595	13.05
Tue	09/13/16	240.88160	1.02861	151	0.5305		x	0.1120	3.62	x		1.1630	12.99
Wed	09/14/16	240.86857	1.02856	152	0.5340		x	0.1085	3.67	x		1.1665	12.94
Thu	09/15/16	240.85553	1.02850	153	0.5374		x	0.1051	3.73	x		1.1699	12.88
Fri	09/16/16	240.84250	1.02845	154	0.5409		x	0.1016	3.78	x		1.1734	12.83
Mon	09/19/16	240.80340	1.02828	157	0.5514		x	0.0911	3.95	x		1.1839	12.66
Tue	09/20/16	240.79037	1.02822	158	0.5548		x	0.0877	4.01	x		1.1873	12.60
Wed	09/21/16	240.77733	1.02817	159	0.5583		x	0.0842	4.06	x		1.1908	12.55
Thu	09/22/16	240.76430	1.02811	160	0.5618		x	0.0807	4.12	x		1.1943	12.49
Fri	09/23/16	240.75127	1.02806	161	0.5653		x	0.0772	4.17	x		1.1978	12.44
Mon	09/26/16	240.71217	1.02789	164	0.5757		x	0.0668	4.34	x		1.2082	12.27
Tue	09/27/16	240.69913	1.02784	165	0.5792		x	0.0633	4.39	x		1.2117	12.22
Wed	09/28/16	240.68610	1.02778	166	0.5827		x	0.0598	4.45	x		1.2152	12.16
Thu	09/29/16	240.67307	1.02772	167	0.5862		x	0.0563	4.51	x		1.2187	12.10
Fri	09/30/16	240.66003	1.02767	168	0.5896		x	0.0529	4.56	x		1.2221	12.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	10/03/16	240.66029	1.02767	171	0.6002		x	0.0423	4.56	x		1.2327	12.05
Tue	10/04/16	240.66694	1.02770	172	0.6037		x	0.0388	4.53	x		1.2362	12.08
Wed	10/05/16	240.67358	1.02773	173	0.6072		x	0.0353	4.50	x		1.2397	12.11
Thu	10/06/16	240.68023	1.02775	174	0.6108		x	0.0317	4.48	x		1.2433	12.13
Fri	10/07/16	240.68687	1.02778	175	0.6143		x	0.0282	4.45	x		1.2468	12.16
Mon	10/10/16	240.70681	1.02787	178	0.6249		x	0.0176	4.36	x		1.2574	12.25
Tue	10/11/16	240.71345	1.02790	179	0.6284		x	0.0141	4.33	x		1.2609	12.28
Wed	10/12/16	240.72010	1.02792	180	0.6319		x	0.0106	4.31	x		1.2644	12.30
Thu	10/13/16	240.72674	1.02795	181	0.6354		x	0.0071	4.28	x		1.2679	12.33
Fri	10/14/16	240.73339	1.02798	182	0.6390		x	0.0035	4.25	x		1.2715	12.36
Sat	10/15/16	240.74003	1.02801	0	0.0000			0.0000	4.22	x	x	1.2750	12.39
Mon	10/17/16	240.75332	1.02807	2	0.0071			-0.0071	4.16	x	x	1.2821	12.45
Tue	10/18/16	240.75997	1.02809	3	0.0106			-0.0106	4.14	x	x	1.2856	12.47
Wed	10/19/16	240.76661	1.02812	4	0.0141			-0.0141	4.11	x	x	1.2891	12.50
Thu	10/20/16	240.77326	1.02815	5	0.0177			-0.0177	4.08	x	x	1.2927	12.53
Fri	10/21/16	240.77990	1.02818	6	0.0212			-0.0212	4.05	x	x	1.2962	12.56
Mon	10/24/16	240.79984	1.02827	9	0.0318			-0.0318	3.96	x	x	1.3068	12.65
Tue	10/25/16	240.80648	1.02829	10	0.0353			-0.0353	3.94	x	x	1.3103	12.67
Wed	10/26/16	240.81313	1.02832	11	0.0388			-0.0388	3.91	x	x	1.3138	12.70
Thu	10/27/16	240.81977	1.02835	12	0.0424			-0.0424	3.88	x	x	1.3174	12.73
Fri	10/28/16	240.82642	1.02838	13	0.0459			-0.0459	3.85	x	x	1.3209	12.76
Mon	10/31/16	240.84635	1.02846	16	0.0565			-0.0565	3.77	x	x	1.3315	12.84
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	11/01/16	240.85300	1.02849	17	0.0600			-0.0600	3.74	x	x	1.3350	12.87
Wed	11/02/16	240.87217	1.02857	18	0.0636			-0.0636	3.66	x	x	1.3386	12.95
Thu	11/03/16	240.89133	1.02866	19	0.0671			-0.0671	3.57	x	x	1.3421	13.04
Fri	11/04/16	240.91050	1.02874	20	0.0707			-0.0707	3.49	x	x	1.3457	13.12
Mon	11/07/16	240.96800	1.02898	23	0.0813			-0.0813	3.25	x	x	1.3563	13.36
Tue	11/08/16	240.98717	1.02907	24	0.0848			-0.0848	3.16	x	x	1.3598	13.45
Wed	11/09/16	241.00633	1.02915	25	0.0884			-0.0884	3.08	x	x	1.3634	13.53
Thu	11/10/16	241.02550	1.02923	26	0.0919			-0.0919	3.00	x	x	1.3669	13.61
Fri	11/11/16	241.04467	1.02931	27	0.0954			-0.0954	2.92	x	x	1.3704	13.69
Mon	11/14/16	241.10217	1.02956	30	0.1061			-0.1061	2.67	x	x	1.3811	13.94
Tue	11/15/16	241.12133	1.02964	31	0.1096			-0.1096	2.59	x	x	1.3846	14.02
Wed	11/16/16	241.14050	1.02972	32	0.1132			-0.1132	2.51	x	x	1.3882	14.10
Thu	11/17/16	241.15967	1.02980	33	0.1167			-0.1167	2.43	x	x	1.3917	14.18
Fri	11/18/16	241.17883	1.02988	34	0.1202			-0.1202	2.35	x	x	1.3952	14.26
Mon	11/21/16	241.23633	1.03013	37	0.1309			-0.1309	2.10	x	x	1.4059	14.51
Tue	11/22/16	241.25550	1.03021	38	0.1344			-0.1344	2.02	x	x	1.4094	14.59
Wed	11/23/16	241.27467	1.03029	39	0.1380			-0.1380	1.94	x	x	1.4130	14.67
Thu	11/24/16	241.29383	1.03037	40	0.1415			-0.1415	1.86	x	x	1.4165	14.75
Fri	11/25/16	241.31300	1.03046	41	0.1451			-0.1451	1.77	x	x	1.4201	14.84
Mon	11/28/16	241.37050	1.03070	44	0.1557			-0.1557	1.53	x	x	1.4307	15.08
Tue	11/29/16	241.38967	1.03078	45	0.1593			-0.1593	1.45	x	x	1.4343	15.16
Wed	11/30/16	241.40883	1.03087	46	0.1628			-0.1628	1.36	x	x	1.4378	15.25
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	12/01/16	241.42800	1.03095	47	0.1664			-0.1664	1.28	x	x	1.4414	15.33
Fri	12/02/16	241.43771	1.03099	48	0.1699			-0.1699	1.24	x	x	1.4449	15.37
Mon	12/05/16	241.46684	1.03111	51	0.1806			-0.1806	1.12	x	x	1.4556	15.49
Tue	12/06/16	241.47655	1.03115	52	0.1841			-0.1841	1.08	x	x	1.4591	15.53
Wed	12/07/16	241.48626	1.03120	53	0.1877			-0.1877	1.03	x	x	1.4627	15.58
Thu	12/08/16	241.49597	1.03124	54	0.1912			-0.1912	0.99	x	x	1.4662	15.62
Fri	12/09/16	241.50568	1.03128	55	0.1948			-0.1948	0.95	x	x	1.4698	15.66
Mon	12/12/16	241.53481	1.03140	58	0.2054			-0.2054	0.83	x	x	1.4804	15.78
Tue	12/13/16	241.54452	1.03145	59	0.2090			-0.2090	0.78	x	x	1.4840	15.83
Wed	12/14/16	241.55423	1.03149	60	0.2125			-0.2125	0.74	x	x	1.4875	15.87
Thu	12/15/16	241.56394	1.03153	61	0.2161			-0.2161	0.70	x	x	1.4911	15.91
Fri	12/16/16	241.57365	1.03157	62	0.2196			-0.2196	0.66	x	x	1.4946	15.95
Mon	12/19/16	241.60277	1.03169	65	0.2303			-0.2303	0.54	x	x	1.5053	16.07
Tue	12/20/16	241.61248	1.03174	66	0.2338			-0.2338	0.49	x	x	1.5088	16.12
Wed	12/21/16	241.62219	1.03178	67	0.2374			-0.2374	0.45	x	x	1.5124	16.16
Thu	12/22/16	241.63190	1.03182	68	0.2409			-0.2409	0.41	x	x	1.5159	16.20
Fri	12/23/16	241.64161	1.03186	69	0.2445			-0.2445	0.37	x	x	1.5195	16.24
Mon	12/26/16	241.67074	1.03198	72	0.2552			-0.2552	0.25	x	x	1.5302	16.36
Tue	12/27/16	241.68045	1.03203	73	0.2587			-0.2587	0.20	x	x	1.5337	16.41
Wed	12/28/16	241.69016	1.03207	74	0.2623			-0.2623	0.16	x	x	1.5373	16.45
Thu	12/29/16	241.69987	1.03211	75	0.2658			-0.2658	0.12	x	x	1.5408	16.49
Fri	12/30/16	241.70958	1.03215	76	0.2694			-0.2694	0.08	x	x	1.5444	16.53
Sun	01/01/17	241.72900	1.03223

Generated 12/22/16 16:30