0.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2026

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

CUSIP Number	912828N71
Dated Date	January 15, 2016	Interest 07/15/16 (182 days)	$3.1525
Ref CPI on Dated Date	237.61129
Original Issue Date	January 29, 2016	Interest 01/15/17 (184 days)

						Purchased on Settelment Date & held to 01/01/17				Held on 01/29/16 & 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	01/29/16	237.38458	0.99905	14	0.2402		x	2.9123	18.28			0.2402	0.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	02/01/16	237.33600	0.99884	17	0.2916		x	2.8609	18.49			0.2916	-0.21
Tue	02/02/16	237.30803	0.99872	18	0.3087		x	2.8438	18.61			0.3087	-0.33
Wed	02/03/16	237.28007	0.99861	19	0.3258		x	2.8267	18.72			0.3258	-0.44
Thu	02/04/16	237.25210	0.99849	20	0.3429		x	2.8096	18.84			0.3429	-0.56
Fri	02/05/16	237.22414	0.99837	21	0.3600		x	2.7925	18.96			0.3600	-0.68
Mon	02/08/16	237.14024	0.99802	24	0.4113		x	2.7412	19.31			0.4113	-1.03
Tue	02/09/16	237.11228	0.99790	25	0.4284		x	2.7241	19.43			0.4284	-1.15
Wed	02/10/16	237.08431	0.99778	26	0.4454		x	2.7071	19.55			0.4454	-1.27
Thu	02/11/16	237.05634	0.99766	27	0.4625		x	2.6900	19.67			0.4625	-1.39
Fri	02/12/16	237.02838	0.99755	28	0.4796		x	2.6729	19.78			0.4796	-1.50
Mon	02/15/16	236.94448	0.99719	31	0.5308		x	2.6217	20.14			0.5308	-1.86
Tue	02/16/16	236.91652	0.99708	32	0.5478		x	2.6047	20.25			0.5478	-1.97
Wed	02/17/16	236.88855	0.99696	33	0.5649		x	2.5876	20.37			0.5649	-2.09
Thu	02/18/16	236.86059	0.99684	34	0.5819		x	2.5706	20.49			0.5819	-2.21
Fri	02/19/16	236.83262	0.99672	35	0.5990		x	2.5535	20.61			0.5990	-2.33
Mon	02/22/16	236.74872	0.99637	38	0.6501		x	2.5024	20.96			0.6501	-2.68
Tue	02/23/16	236.72076	0.99625	39	0.6671		x	2.4854	21.08			0.6671	-2.80
Wed	02/24/16	236.69279	0.99613	40	0.6842		x	2.4683	21.20			0.6842	-2.92
Thu	02/25/16	236.66483	0.99602	41	0.7012		x	2.4513	21.31			0.7012	-3.03
Fri	02/26/16	236.63686	0.99590	42	0.7182		x	2.4343	21.43			0.7182	-3.15
Mon	02/29/16	236.55297	0.99555	45	0.7692		x	2.3833	21.78			0.7692	-3.50
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	0.99543	46	0.7862		x	2.3663	21.90			0.7862	-3.62
Wed	03/02/16	236.53761	0.99548	47	0.8034		x	2.3491	21.85			0.8034	-3.57
Thu	03/03/16	236.55023	0.99553	48	0.8205		x	2.3320	21.80			0.8205	-3.52
Fri	03/04/16	236.56284	0.99559	49	0.8376		x	2.3149	21.74			0.8376	-3.46
Mon	03/07/16	236.60068	0.99575	52	0.8891		x	2.2634	21.58			0.8891	-3.30
Tue	03/08/16	236.61329	0.99580	53	0.9062		x	2.2463	21.53			0.9062	-3.25
Wed	03/09/16	236.62590	0.99585	54	0.9233		x	2.2292	21.48			0.9233	-3.20
Thu	03/10/16	236.63852	0.99591	55	0.9405		x	2.2120	21.42			0.9405	-3.14
Fri	03/11/16	236.65113	0.99596	56	0.9577		x	2.1948	21.37			0.9577	-3.09
Mon	03/14/16	236.68897	0.99612	59	1.0091		x	2.1434	21.21			1.0091	-2.93
Tue	03/15/16	236.70158	0.99617	60	1.0263		x	2.1262	21.16			1.0263	-2.88
Wed	03/16/16	236.71419	0.99622	61	1.0434		x	2.1091	21.11			1.0434	-2.83
Thu	03/17/16	236.72681	0.99628	62	1.0606		x	2.0919	21.05			1.0606	-2.77
Fri	03/18/16	236.73942	0.99633	63	1.0778		x	2.0747	21.00			1.0778	-2.72
Mon	03/21/16	236.77726	0.99649	66	1.1293		x	2.0232	20.84			1.1293	-2.56
Tue	03/22/16	236.78987	0.99654	67	1.1464		x	2.0061	20.79			1.1464	-2.51
Wed	03/23/16	236.80248	0.99660	68	1.1636		x	1.9889	20.73			1.1636	-2.45
Thu	03/24/16	236.81510	0.99665	69	1.1808		x	1.9717	20.68			1.1808	-2.40
Fri	03/25/16	236.82771	0.99670	70	1.1980		x	1.9545	20.63			1.1980	-2.35
Mon	03/28/16	236.86555	0.99686	73	1.2495		x	1.9030	20.47			1.2495	-2.19
Tue	03/29/16	236.87816	0.99691	74	1.2667		x	1.8858	20.42			1.2667	-2.14
Wed	03/30/16	236.89077	0.99697	75	1.2839		x	1.8686	20.36			1.2839	-2.08
Thu	03/31/16	236.90339	0.99702	76	1.3011		x	1.8514	20.31			1.3011	-2.03
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	04/01/16	236.91600	0.99707	77	1.3182		x	1.8343	20.26			1.3182	-1.98
Mon	04/04/16	236.93550	0.99716	80	1.3697		x	1.7828	20.17			1.3697	-1.89
Tue	04/05/16	236.94200	0.99718	81	1.3869		x	1.7656	20.15			1.3869	-1.87
Wed	04/06/16	236.94850	0.99721	82	1.4040		x	1.7485	20.12			1.4040	-1.84
Thu	04/07/16	236.95500	0.99724	83	1.4212		x	1.7313	20.09			1.4212	-1.81
Fri	04/08/16	236.96150	0.99727	84	1.4384		x	1.7141	20.06			1.4384	-1.78
Mon	04/11/16	236.98100	0.99735	87	1.4899		x	1.6626	19.98			1.4899	-1.70
Tue	04/12/16	236.98750	0.99737	88	1.5070		x	1.6455	19.96			1.5070	-1.68
Wed	04/13/16	236.99400	0.99740	89	1.5242		x	1.6283	19.93			1.5242	-1.65
Thu	04/14/16	237.00050	0.99743	90	1.5414		x	1.6111	19.90			1.5414	-1.62
Fri	04/15/16	237.00700	0.99746	91	1.5585		x	1.5940	19.87			1.5585	-1.59
Mon	04/18/16	237.02650	0.99754	94	1.6100		x	1.5425	19.79			1.6100	-1.51
Tue	04/19/16	237.03300	0.99757	95	1.6272		x	1.5253	19.76			1.6272	-1.48
Wed	04/20/16	237.03950	0.99759	96	1.6444		x	1.5081	19.74			1.6444	-1.46
Thu	04/21/16	237.04600	0.99762	97	1.6616		x	1.4909	19.71			1.6616	-1.43
Fri	04/22/16	237.05250	0.99765	98	1.6787		x	1.4738	19.68			1.6787	-1.40
Mon	04/25/16	237.07200	0.99773	101	1.7303		x	1.4222	19.60			1.7303	-1.32
Tue	04/26/16	237.07850	0.99776	102	1.7475		x	1.4050	19.57			1.7475	-1.29
Wed	04/27/16	237.08500	0.99779	103	1.7646		x	1.3879	19.54			1.7646	-1.26
Thu	04/28/16	237.09150	0.99781	104	1.7818		x	1.3707	19.52			1.7818	-1.24
Fri	04/29/16	237.09800	0.99784	105	1.7990		x	1.3535	19.49			1.7990	-1.21
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	0.99803	108	1.8507		x	1.3018	19.30			1.8507	-1.02
Tue	05/03/16	237.17687	0.99817	109	1.8681		x	1.2844	19.16			1.8681	-0.88
Wed	05/04/16	237.20981	0.99831	110	1.8855		x	1.2670	19.02			1.8855	-0.74
Thu	05/05/16	237.24274	0.99845	111	1.9030		x	1.2495	18.88			1.9030	-0.60
Fri	05/06/16	237.27568	0.99859	112	1.9204		x	1.2321	18.74			1.9204	-0.46
Mon	05/09/16	237.37448	0.99900	115	1.9726		x	1.1799	18.33			1.9726	-0.05
Tue	05/10/16	237.40742	0.99914	116	1.9900		x	1.1625	18.19			1.9900	0.09
Wed	05/11/16	237.44035	0.99928	117	2.0075		x	1.1450	18.05			2.0075	0.23
Thu	05/12/16	237.47329	0.99942	118	2.0249		x	1.1276	17.91			2.0249	0.37
Fri	05/13/16	237.50623	0.99956	119	2.0424		x	1.1101	17.77			2.0424	0.51
Mon	05/16/16	237.60503	0.99997	122	2.0947		x	1.0578	17.36			2.0947	0.92
Tue	05/17/16	237.63797	1.00011	123	2.1122		x	1.0403	17.22			2.1122	1.06
Wed	05/18/16	237.67090	1.00025	124	2.1297		x	1.0228	17.08			2.1297	1.20
Thu	05/19/16	237.70384	1.00039	125	2.1471		x	1.0054	16.94			2.1471	1.34
Fri	05/20/16	237.73677	1.00053	126	2.1646		x	0.9879	16.80			2.1646	1.48
Mon	05/23/16	237.83558	1.00094	129	2.2171		x	0.9354	16.39			2.2171	1.89
Tue	05/24/16	237.86852	1.00108	130	2.2346		x	0.9179	16.25			2.2346	2.03
Wed	05/25/16	237.90145	1.00122	131	2.2521		x	0.9004	16.11			2.2521	2.17
Thu	05/26/16	237.93439	1.00136	132	2.2696		x	0.8829	15.97			2.2696	2.31
Fri	05/27/16	237.96732	1.00150	133	2.2871		x	0.8654	15.83			2.2871	2.45
Mon	05/30/16	238.06613	1.00191	136	2.3396		x	0.8129	15.42			2.3396	2.86
Tue	05/31/16	238.09906	1.00205	137	2.3572		x	0.7953	15.28			2.3572	3.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	06/01/16	238.13200	1.00219	138	2.3747		x	0.7778	15.14			2.3747	3.14
Thu	06/02/16	238.16963	1.00235	139	2.3923		x	0.7602	14.98			2.3923	3.30
Fri	06/03/16	238.20727	1.00251	140	2.4099		x	0.7426	14.82			2.4099	3.46
Mon	06/06/16	238.32017	1.00298	143	2.4627		x	0.6898	14.35			2.4627	3.93
Tue	06/07/16	238.35780	1.00314	144	2.4803		x	0.6722	14.19			2.4803	4.09
Wed	06/08/16	238.39543	1.00330	145	2.4979		x	0.6546	14.03			2.4979	4.25
Thu	06/09/16	238.43307	1.00346	146	2.5155		x	0.6370	13.87			2.5155	4.41
Fri	06/10/16	238.47070	1.00362	147	2.5332		x	0.6193	13.71			2.5332	4.57
Mon	06/13/16	238.58360	1.00409	150	2.5861		x	0.5664	13.24			2.5861	5.04
Tue	06/14/16	238.62123	1.00425	151	2.6037		x	0.5488	13.08			2.6037	5.20
Wed	06/15/16	238.65887	1.00441	152	2.6214		x	0.5311	12.92			2.6214	5.36
Thu	06/16/16	238.69650	1.00457	153	2.6391		x	0.5134	12.76			2.6391	5.52
Fri	06/17/16	238.73413	1.00473	154	2.6567		x	0.4958	12.60			2.6567	5.68
Mon	06/20/16	238.84703	1.00520	157	2.7098		x	0.4427	12.13			2.7098	6.15
Tue	06/21/16	238.88467	1.00536	158	2.7275		x	0.4250	11.97			2.7275	6.31
Wed	06/22/16	238.92230	1.00552	159	2.7452		x	0.4073	11.81			2.7452	6.47
Thu	06/23/16	238.95993	1.00568	160	2.7629		x	0.3896	11.65			2.7629	6.63
Fri	06/24/16	238.99757	1.00583	161	2.7805		x	0.3720	11.50			2.7805	6.78
Mon	06/27/16	239.11047	1.00631	164	2.8337		x	0.3188	11.02			2.8337	7.26
Tue	06/28/16	239.14810	1.00647	165	2.8514		x	0.3011	10.86			2.8514	7.42
Wed	06/29/16	239.18573	1.00663	166	2.8692		x	0.2833	10.70			2.8692	7.58
Thu	06/30/16	239.22337	1.00678	167	2.8869		x	0.2656	10.55			2.8869	7.73
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	07/01/16	239.26100	1.00694	168	2.9046		x	0.2479	10.39			2.9046	7.89
Mon	07/04/16	239.35535	1.00734	171	2.9577		x	0.1948	9.99			2.9577	8.29
Tue	07/05/16	239.38681	1.00747	172	2.9754		x	0.1771	9.86			2.9754	8.42
Wed	07/06/16	239.41826	1.00760	173	2.9930		x	0.1595	9.73			2.9930	8.55
Thu	07/07/16	239.44971	1.00774	174	3.0108		x	0.1417	9.59			3.0108	8.69
Fri	07/08/16	239.48116	1.00787	175	3.0285		x	0.1240	9.46			3.0285	8.82
Mon	07/11/16	239.57552	1.00827	178	3.0816		x	0.0709	9.06			3.0816	9.22
Tue	07/12/16	239.60697	1.00840	179	3.0993		x	0.0532	8.93			3.0993	9.35
Wed	07/13/16	239.63842	1.00853	180	3.1170		x	0.0355	8.80			3.1170	9.48
Thu	07/14/16	239.66987	1.00866	181	3.1347		x	0.0178	8.67			3.1347	9.61
Fri	07/15/16	239.70132	1.00880	0	0.0000			0.0000	8.53		x	3.1525	9.75
Mon	07/18/16	239.79568	1.00919	3	0.0514			-0.0514	8.14		x	3.2039	10.14
Tue	07/19/16	239.82713	1.00933	4	0.0686			-0.0686	8.00		x	3.2211	10.28
Wed	07/20/16	239.85858	1.00946	5	0.0857			-0.0857	7.87		x	3.2382	10.41
Thu	07/21/16	239.89003	1.00959	6	0.1029			-0.1029	7.74		x	3.2554	10.54
Fri	07/22/16	239.92148	1.00972	7	0.1200			-0.1200	7.61		x	3.2725	10.67
Mon	07/25/16	240.01584	1.01012	10	0.1716			-0.1716	7.21		x	3.3241	11.07
Tue	07/26/16	240.04729	1.01025	11	0.1887			-0.1887	7.08		x	3.3412	11.20
Wed	07/27/16	240.07874	1.01038	12	0.2059			-0.2059	6.95		x	3.3584	11.33
Thu	07/28/16	240.11019	1.01052	13	0.2231			-0.2231	6.81		x	3.3756	11.47
Fri	07/29/16	240.14165	1.01065	14	0.2403			-0.2403	6.68		x	3.3928	11.60
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	1.01105	17	0.2919			-0.2919	6.28		x	3.4444	12.00
Tue	08/02/16	240.26187	1.01116	18	0.3091			-0.3091	6.17		x	3.4616	12.11
Wed	08/03/16	240.28774	1.01126	19	0.3263			-0.3263	6.07		x	3.4788	12.21
Thu	08/04/16	240.31361	1.01137	20	0.3435			-0.3435	5.96		x	3.4960	12.32
Fri	08/05/16	240.33948	1.01148	21	0.3608			-0.3608	5.85		x	3.5133	12.43
Mon	08/08/16	240.41710	1.01181	24	0.4124			-0.4124	5.52		x	3.5649	12.76
Tue	08/09/16	240.44297	1.01192	25	0.4297			-0.4297	5.41		x	3.5822	12.87
Wed	08/10/16	240.46884	1.01203	26	0.4469			-0.4469	5.30		x	3.5994	12.98
Thu	08/11/16	240.49471	1.01214	27	0.4641			-0.4641	5.19		x	3.6166	13.09
Fri	08/12/16	240.52058	1.01224	28	0.4814			-0.4814	5.09		x	3.6339	13.19
Mon	08/15/16	240.59819	1.01257	31	0.5331			-0.5331	4.76		x	3.6856	13.52
Tue	08/16/16	240.62406	1.01268	32	0.5504			-0.5504	4.65		x	3.7029	13.63
Wed	08/17/16	240.64994	1.01279	33	0.5676			-0.5676	4.54		x	3.7201	13.74
Thu	08/18/16	240.67581	1.01290	34	0.5849			-0.5849	4.43		x	3.7374	13.85
Fri	08/19/16	240.70168	1.01301	35	0.6022			-0.6022	4.32		x	3.7547	13.96
Mon	08/22/16	240.77929	1.01333	38	0.6540			-0.6540	4.00		x	3.8065	14.28
Tue	08/23/16	240.80516	1.01344	39	0.6713			-0.6713	3.89		x	3.8238	14.39
Wed	08/24/16	240.83103	1.01355	40	0.6886			-0.6886	3.78		x	3.8411	14.50
Thu	08/25/16	240.85690	1.01366	41	0.7058			-0.7058	3.67		x	3.8583	14.61
Fri	08/26/16	240.88277	1.01377	42	0.7231			-0.7231	3.56		x	3.8756	14.72
Mon	08/29/16	240.96039	1.01409	45	0.7750			-0.7750	3.24		x	3.9275	15.04
Tue	08/30/16	240.98626	1.01420	46	0.7923			-0.7923	3.13		x	3.9448	15.15
Wed	08/31/16	241.01213	1.01431	47	0.8097			-0.8097	3.02		x	3.9622	15.26
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	1.01442	48	0.8270			-0.8270	2.91		x	3.9795	15.37
Fri	09/02/16	241.02497	1.01437	49	0.8442			-0.8442	2.96		x	3.9967	15.32
Mon	09/05/16	240.98587	1.01420	52	0.8957			-0.8957	3.13		x	4.0482	15.15
Tue	09/06/16	240.97283	1.01415	53	0.9129			-0.9129	3.18		x	4.0654	15.10
Wed	09/07/16	240.95980	1.01409	54	0.9300			-0.9300	3.24		x	4.0825	15.04
Thu	09/08/16	240.94677	1.01404	55	0.9472			-0.9472	3.29		x	4.0997	14.99
Fri	09/09/16	240.93373	1.01398	56	0.9644			-0.9644	3.35		x	4.1169	14.93
Mon	09/12/16	240.89463	1.01382	59	1.0159			-1.0159	3.51		x	4.1684	14.77
Tue	09/13/16	240.88160	1.01376	60	1.0330			-1.0330	3.57		x	4.1855	14.71
Wed	09/14/16	240.86857	1.01371	61	1.0502			-1.0502	3.62		x	4.2027	14.66
Thu	09/15/16	240.85553	1.01365	62	1.0674			-1.0674	3.68		x	4.2199	14.60
Fri	09/16/16	240.84250	1.01360	63	1.0845			-1.0845	3.73		x	4.2370	14.55
Mon	09/19/16	240.80340	1.01343	66	1.1360			-1.1360	3.90		x	4.2885	14.38
Tue	09/20/16	240.79037	1.01338	67	1.1531			-1.1531	3.95		x	4.3056	14.33
Wed	09/21/16	240.77733	1.01332	68	1.1703			-1.1703	4.01		x	4.3228	14.27
Thu	09/22/16	240.76430	1.01327	69	1.1874			-1.1874	4.06		x	4.3399	14.22
Fri	09/23/16	240.75127	1.01321	70	1.2046			-1.2046	4.12		x	4.3571	14.16
Mon	09/26/16	240.71217	1.01305	73	1.2560			-1.2560	4.28		x	4.4085	14.00
Tue	09/27/16	240.69913	1.01300	74	1.2731			-1.2731	4.33		x	4.4256	13.95
Wed	09/28/16	240.68610	1.01294	75	1.2903			-1.2903	4.39		x	4.4428	13.89
Thu	09/29/16	240.67307	1.01289	76	1.3074			-1.3074	4.44		x	4.4599	13.84
Fri	09/30/16	240.66003	1.01283	77	1.3245			-1.3245	4.50		x	4.4770	13.78
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	1.01283	80	1.3761			-1.3761	4.50		x	4.5286	13.78
Tue	10/04/16	240.66694	1.01286	81	1.3934			-1.3934	4.47		x	4.5459	13.81
Wed	10/05/16	240.67358	1.01289	82	1.4106			-1.4106	4.44		x	4.5631	13.84
Thu	10/06/16	240.68023	1.01292	83	1.4279			-1.4279	4.41		x	4.5804	13.87
Fri	10/07/16	240.68687	1.01294	84	1.4451			-1.4451	4.39		x	4.5976	13.89
Mon	10/10/16	240.70681	1.01303	87	1.4968			-1.4968	4.30		x	4.6493	13.98
Tue	10/11/16	240.71345	1.01306	88	1.5141			-1.5141	4.27		x	4.6666	14.01
Wed	10/12/16	240.72010	1.01308	89	1.5313			-1.5313	4.25		x	4.6838	14.03
Thu	10/13/16	240.72674	1.01311	90	1.5486			-1.5486	4.22		x	4.7011	14.06
Fri	10/14/16	240.73339	1.01314	91	1.5658			-1.5658	4.19		x	4.7183	14.09
Mon	10/17/16	240.75332	1.01322	94	1.6176			-1.6176	4.11		x	4.7701	14.17
Tue	10/18/16	240.75997	1.01325	95	1.6348			-1.6348	4.08		x	4.7873	14.20
Wed	10/19/16	240.76661	1.01328	96	1.6521			-1.6521	4.05		x	4.8046	14.23
Thu	10/20/16	240.77326	1.01331	97	1.6693			-1.6693	4.02		x	4.8218	14.26
Fri	10/21/16	240.77990	1.01334	98	1.6866			-1.6866	3.99		x	4.8391	14.29
Mon	10/24/16	240.79984	1.01342	101	1.7384			-1.7384	3.91		x	4.8909	14.37
Tue	10/25/16	240.80648	1.01345	102	1.7556			-1.7556	3.88		x	4.9081	14.40
Wed	10/26/16	240.81313	1.01348	103	1.7729			-1.7729	3.85		x	4.9254	14.43
Thu	10/27/16	240.81977	1.01350	104	1.7901			-1.7901	3.83		x	4.9426	14.45
Fri	10/28/16	240.82642	1.01353	105	1.8074			-1.8074	3.80		x	4.9599	14.48
Mon	10/31/16	240.84635	1.01361	108	1.8592			-1.8592	3.72		x	5.0117	14.56
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	1.01364	109	1.8765			-1.8765	3.69		x	5.0290	14.59
Wed	11/02/16	240.87217	1.01372	110	1.8938			-1.8938	3.61		x	5.0463	14.67
Thu	11/03/16	240.89133	1.01380	111	1.9112			-1.9112	3.53		x	5.0637	14.75
Fri	11/04/16	240.91050	1.01388	112	1.9286			-1.9286	3.45		x	5.0811	14.83
Mon	11/07/16	240.96800	1.01413	115	1.9807			-1.9807	3.20		x	5.1332	15.08
Tue	11/08/16	240.98717	1.01421	116	1.9981			-1.9981	3.12		x	5.1506	15.16
Wed	11/09/16	241.00633	1.01429	117	2.0155			-2.0155	3.04		x	5.1680	15.24
Thu	11/10/16	241.02550	1.01437	118	2.0329			-2.0329	2.96		x	5.1854	15.32
Fri	11/11/16	241.04467	1.01445	119	2.0503			-2.0503	2.88		x	5.2028	15.40
Mon	11/14/16	241.10217	1.01469	122	2.1024			-2.1024	2.64		x	5.2549	15.64
Tue	11/15/16	241.12133	1.01477	123	2.1198			-2.1198	2.56		x	5.2723	15.72
Wed	11/16/16	241.14050	1.01485	124	2.1373			-2.1373	2.48		x	5.2898	15.80
Thu	11/17/16	241.15967	1.01493	125	2.1547			-2.1547	2.40		x	5.3072	15.88
Fri	11/18/16	241.17883	1.01501	126	2.1721			-2.1721	2.32		x	5.3246	15.96
Mon	11/21/16	241.23633	1.01526	129	2.2243			-2.2243	2.07		x	5.3768	16.21
Tue	11/22/16	241.25550	1.01534	130	2.2417			-2.2417	1.99		x	5.3942	16.29
Wed	11/23/16	241.27467	1.01542	131	2.2592			-2.2592	1.91		x	5.4117	16.37
Thu	11/24/16	241.29383	1.01550	132	2.2766			-2.2766	1.83		x	5.4291	16.45
Fri	11/25/16	241.31300	1.01558	133	2.2940			-2.2940	1.75		x	5.4465	16.53
Mon	11/28/16	241.37050	1.01582	136	2.3463			-2.3463	1.51		x	5.4988	16.77
Tue	11/29/16	241.38967	1.01590	137	2.3638			-2.3638	1.43		x	5.5163	16.85
Wed	11/30/16	241.40883	1.01598	138	2.3812			-2.3812	1.35		x	5.5337	16.93
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	12/01/16	241.42800	1.01606	139	2.3986			-2.3986	1.27		x	5.5511	17.01
Fri	12/02/16	241.43771	1.01610	140	2.4160			-2.4160	1.23		x	5.5685	17.05
Mon	12/05/16	241.46684	1.01623	143	2.4681			-2.4681	1.10		x	5.6206	17.18
Tue	12/06/16	241.47655	1.01627	144	2.4854			-2.4854	1.06		x	5.6379	17.22
Wed	12/07/16	241.48626	1.01631	145	2.5028			-2.5028	1.02		x	5.6553	17.26
Thu	12/08/16	241.49597	1.01635	146	2.5202			-2.5202	0.98		x	5.6727	17.30
Fri	12/09/16	241.50568	1.01639	147	2.5375			-2.5375	0.94		x	5.6900	17.34
Mon	12/12/16	241.53481	1.01651	150	2.5896			-2.5896	0.82		x	5.7421	17.46
Tue	12/13/16	241.54452	1.01655	151	2.6070			-2.6070	0.78		x	5.7595	17.50
Wed	12/14/16	241.55423	1.01659	152	2.6243			-2.6243	0.74		x	5.7768	17.54
Thu	12/15/16	241.56394	1.01663	153	2.6417			-2.6417	0.70		x	5.7942	17.58
Fri	12/16/16	241.57365	1.01668	154	2.6591			-2.6591	0.65		x	5.8116	17.63
Mon	12/19/16	241.60277	1.01680	157	2.7112			-2.7112	0.53		x	5.8637	17.75
Tue	12/20/16	241.61248	1.01684	158	2.7286			-2.7286	0.49		x	5.8811	17.79
Wed	12/21/16	241.62219	1.01688	159	2.7460			-2.7460	0.45		x	5.8985	17.83
Thu	12/22/16	241.63190	1.01692	160	2.7634			-2.7634	0.41		x	5.9159	17.87
Fri	12/23/16	241.64161	1.01696	161	2.7808			-2.7808	0.37		x	5.9333	17.91
Mon	12/26/16	241.67074	1.01708	164	2.8329			-2.8329	0.25		x	5.9854	18.03
Tue	12/27/16	241.68045	1.01713	165	2.8503			-2.8503	0.20		x	6.0028	18.08
Wed	12/28/16	241.69016	1.01717	166	2.8677			-2.8677	0.16		x	6.0202	18.12
Thu	12/29/16	241.69987	1.01721	167	2.8851			-2.8851	0.12		x	6.0376	18.16
Fri	12/30/16	241.70958	1.01725	168	2.9025			-2.9025	0.08		x	6.0550	18.20
Sun	01/01/17	241.72900	1.01733

Generated 12/22/16 16:30