0.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2024

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

CUSIP Number	912828B25	Interest 01/15/16 (184 days)	$3.1823
Dated Date	January 15, 2014	Interest 07/15/16 (182 days)	$3.2103
Ref CPI on Dated Date	233.33058	Interest Total	$6.3926
Original Issue Date	January 31, 2014	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	1.01932	170	2.9430	x	x	3.4496	16.67			2.9430	0.00
Mon	01/04/16	237.78942	1.01911	173	2.9943	x	x	3.3983	16.88			2.9943	-0.21
Tue	01/05/16	237.77323	1.01904	174	3.0114	x	x	3.3812	16.95			3.0114	-0.28
Wed	01/06/16	237.75703	1.01897	175	3.0285	x	x	3.3641	17.02			3.0285	-0.35
Thu	01/07/16	237.74084	1.01890	176	3.0456	x	x	3.3470	17.09			3.0456	-0.42
Fri	01/08/16	237.72465	1.01883	177	3.0627	x	x	3.3299	17.16			3.0627	-0.49
Mon	01/11/16	237.67606	1.01862	180	3.1140	x	x	3.2786	17.37			3.1140	-0.70
Tue	01/12/16	237.65987	1.01855	181	3.1311	x	x	3.2615	17.44			3.1311	-0.77
Wed	01/13/16	237.64368	1.01848	182	3.1482	x	x	3.2444	17.51			3.1482	-0.84
Thu	01/14/16	237.62748	1.01842	183	3.1653	x	x	3.2273	17.57			3.1653	-0.90
Fri	01/15/16	237.61129	1.01835	0	0.0000		x	3.2103	17.64	x		3.1823	-0.97
Mon	01/18/16	237.56271	1.01814	3	0.0524		x	3.1579	17.85	x		3.2347	-1.18
Tue	01/19/16	237.54652	1.01807	4	0.0699		x	3.1404	17.92	x		3.2522	-1.25
Wed	01/20/16	237.53032	1.01800	5	0.0874		x	3.1229	17.99	x		3.2697	-1.32
Thu	01/21/16	237.51413	1.01793	6	0.1049		x	3.1054	18.06	x		3.2872	-1.39
Fri	01/22/16	237.49794	1.01786	7	0.1223		x	3.0880	18.13	x		3.3046	-1.46
Mon	01/25/16	237.44935	1.01765	10	0.1747		x	3.0356	18.34	x		3.3570	-1.67
Tue	01/26/16	237.43316	1.01758	11	0.1922		x	3.0181	18.41	x		3.3745	-1.74
Wed	01/27/16	237.41697	1.01751	12	0.2097		x	3.0006	18.48	x		3.3920	-1.81
Thu	01/28/16	237.40077	1.01744	13	0.2271		x	2.9832	18.55	x		3.4094	-1.88
Fri	01/29/16	237.38458	1.01737	14	0.2446		x	2.9657	18.62	x		3.4269	-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	1.01717	17	0.2969		x	2.9134	18.82	x		3.4792	-2.15
Tue	02/02/16	237.30803	1.01705	18	0.3143		x	2.8960	18.94	x		3.4966	-2.27
Wed	02/03/16	237.28007	1.01693	19	0.3318		x	2.8785	19.06	x		3.5141	-2.39
Thu	02/04/16	237.25210	1.01681	20	0.3492		x	2.8611	19.18	x		3.5315	-2.51
Fri	02/05/16	237.22414	1.01669	21	0.3666		x	2.8437	19.30	x		3.5489	-2.63
Mon	02/08/16	237.14024	1.01633	24	0.4188		x	2.7915	19.66	x		3.6011	-2.99
Tue	02/09/16	237.11228	1.01621	25	0.4362		x	2.7741	19.78	x		3.6185	-3.11
Wed	02/10/16	237.08431	1.01609	26	0.4536		x	2.7567	19.90	x		3.6359	-3.23
Thu	02/11/16	237.05634	1.01597	27	0.4710		x	2.7393	20.02	x		3.6533	-3.35
Fri	02/12/16	237.02838	1.01585	28	0.4884		x	2.7219	20.14	x		3.6707	-3.47
Mon	02/15/16	236.94448	1.01549	31	0.5405		x	2.6698	20.50	x		3.7228	-3.83
Tue	02/16/16	236.91652	1.01537	32	0.5579		x	2.6524	20.62	x		3.7402	-3.95
Wed	02/17/16	236.88855	1.01525	33	0.5753		x	2.6350	20.74	x		3.7576	-4.07
Thu	02/18/16	236.86059	1.01513	34	0.5926		x	2.6177	20.86	x		3.7749	-4.19
Fri	02/19/16	236.83262	1.01501	35	0.6100		x	2.6003	20.98	x		3.7923	-4.31
Mon	02/22/16	236.74872	1.01465	38	0.6620		x	2.5483	21.34	x		3.8443	-4.67
Tue	02/23/16	236.72076	1.01453	39	0.6794		x	2.5309	21.46	x		3.8617	-4.79
Wed	02/24/16	236.69279	1.01441	40	0.6967		x	2.5136	21.58	x		3.8790	-4.91
Thu	02/25/16	236.66483	1.01429	41	0.7140		x	2.4963	21.70	x		3.8963	-5.03
Fri	02/26/16	236.63686	1.01417	42	0.7314		x	2.4789	21.82	x		3.9137	-5.15
Mon	02/29/16	236.55297	1.01381	45	0.7833		x	2.4270	22.18	x		3.9656	-5.51
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	1.01369	46	0.8006		x	2.4097	22.30	x		3.9829	-5.63
Wed	03/02/16	236.53761	1.01374	47	0.8181		x	2.3922	22.25	x		4.0004	-5.58
Thu	03/03/16	236.55023	1.01380	48	0.8355		x	2.3748	22.19	x		4.0178	-5.52
Fri	03/04/16	236.56284	1.01385	49	0.8530		x	2.3573	22.14	x		4.0353	-5.47
Mon	03/07/16	236.60068	1.01401	52	0.9054		x	2.3049	21.98	x		4.0877	-5.31
Tue	03/08/16	236.61329	1.01407	53	0.9228		x	2.2875	21.92	x		4.1051	-5.25
Wed	03/09/16	236.62590	1.01412	54	0.9403		x	2.2700	21.87	x		4.1226	-5.20
Thu	03/10/16	236.63852	1.01418	55	0.9578		x	2.2525	21.81	x		4.1401	-5.14
Fri	03/11/16	236.65113	1.01423	56	0.9752		x	2.2351	21.76	x		4.1575	-5.09
Mon	03/14/16	236.68897	1.01439	59	1.0276		x	2.1827	21.60	x		4.2099	-4.93
Tue	03/15/16	236.70158	1.01445	60	1.0451		x	2.1652	21.54	x		4.2274	-4.87
Wed	03/16/16	236.71419	1.01450	61	1.0626		x	2.1477	21.49	x		4.2449	-4.82
Thu	03/17/16	236.72681	1.01456	62	1.0801		x	2.1302	21.43	x		4.2624	-4.76
Fri	03/18/16	236.73942	1.01461	63	1.0975		x	2.1128	21.38	x		4.2798	-4.71
Mon	03/21/16	236.77726	1.01477	66	1.1500		x	2.0603	21.22	x		4.3323	-4.55
Tue	03/22/16	236.78987	1.01483	67	1.1675		x	2.0428	21.16	x		4.3498	-4.49
Wed	03/23/16	236.80248	1.01488	68	1.1850		x	2.0253	21.11	x		4.3673	-4.44
Thu	03/24/16	236.81510	1.01493	69	1.2024		x	2.0079	21.06	x		4.3847	-4.39
Fri	03/25/16	236.82771	1.01499	70	1.2199		x	1.9904	21.00	x		4.4022	-4.33
Mon	03/28/16	236.86555	1.01515	73	1.2724		x	1.9379	20.84	x		4.4547	-4.17
Tue	03/29/16	236.87816	1.01520	74	1.2899		x	1.9204	20.79	x		4.4722	-4.12
Wed	03/30/16	236.89077	1.01526	75	1.3074		x	1.9029	20.73	x		4.4897	-4.06
Thu	03/31/16	236.90339	1.01531	76	1.3249		x	1.8854	20.68	x		4.5072	-4.01
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	1.01537	77	1.3424		x	1.8679	20.62	x		4.5247	-3.95
Mon	04/04/16	236.93550	1.01545	80	1.3948		x	1.8155	20.54	x		4.5771	-3.87
Tue	04/05/16	236.94200	1.01548	81	1.4123		x	1.7980	20.51	x		4.5946	-3.84
Wed	04/06/16	236.94850	1.01551	82	1.4298		x	1.7805	20.48	x		4.6121	-3.81
Thu	04/07/16	236.95500	1.01553	83	1.4473		x	1.7630	20.46	x		4.6296	-3.79
Fri	04/08/16	236.96150	1.01556	84	1.4648		x	1.7455	20.43	x		4.6471	-3.76
Mon	04/11/16	236.98100	1.01564	87	1.5172		x	1.6931	20.35	x		4.6995	-3.68
Tue	04/12/16	236.98750	1.01567	88	1.5347		x	1.6756	20.32	x		4.7170	-3.65
Wed	04/13/16	236.99400	1.01570	89	1.5522		x	1.6581	20.29	x		4.7345	-3.62
Thu	04/14/16	237.00050	1.01573	90	1.5696		x	1.6407	20.26	x		4.7519	-3.59
Fri	04/15/16	237.00700	1.01576	91	1.5871		x	1.6232	20.23	x		4.7694	-3.56
Mon	04/18/16	237.02650	1.01584	94	1.6396		x	1.5707	20.15	x		4.8219	-3.48
Tue	04/19/16	237.03300	1.01587	95	1.6571		x	1.5532	20.12	x		4.8394	-3.45
Wed	04/20/16	237.03950	1.01590	96	1.6746		x	1.5357	20.09	x		4.8569	-3.42
Thu	04/21/16	237.04600	1.01592	97	1.6920		x	1.5183	20.07	x		4.8743	-3.40
Fri	04/22/16	237.05250	1.01595	98	1.7095		x	1.5008	20.04	x		4.8918	-3.37
Mon	04/25/16	237.07200	1.01603	101	1.7620		x	1.4483	19.96	x		4.9443	-3.29
Tue	04/26/16	237.07850	1.01606	102	1.7795		x	1.4308	19.93	x		4.9618	-3.26
Wed	04/27/16	237.08500	1.01609	103	1.7970		x	1.4133	19.90	x		4.9793	-3.23
Thu	04/28/16	237.09150	1.01612	104	1.8145		x	1.3958	19.87	x		4.9968	-3.20
Fri	04/29/16	237.09800	1.01615	105	1.8320		x	1.3783	19.84	x		5.0143	-3.17
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	1.01634	108	1.8847		x	1.3256	19.65	x		5.0670	-2.98
Tue	05/03/16	237.17687	1.01648	109	1.9024		x	1.3079	19.51	x		5.0847	-2.84
Wed	05/04/16	237.20981	1.01663	110	1.9201		x	1.2902	19.36	x		5.1024	-2.69
Thu	05/05/16	237.24274	1.01677	111	1.9379		x	1.2724	19.22	x		5.1202	-2.55
Fri	05/06/16	237.27568	1.01691	112	1.9556		x	1.2547	19.08	x		5.1379	-2.41
Mon	05/09/16	237.37448	1.01733	115	2.0088		x	1.2015	18.66	x		5.1911	-1.99
Tue	05/10/16	237.40742	1.01747	116	2.0266		x	1.1837	18.52	x		5.2089	-1.85
Wed	05/11/16	237.44035	1.01761	117	2.0443		x	1.1660	18.38	x		5.2266	-1.71
Thu	05/12/16	237.47329	1.01775	118	2.0621		x	1.1482	18.24	x		5.2444	-1.57
Fri	05/13/16	237.50623	1.01790	119	2.0798		x	1.1305	18.09	x		5.2621	-1.42
Mon	05/16/16	237.60503	1.01832	122	2.1332		x	1.0771	17.67	x		5.3155	-1.00
Tue	05/17/16	237.63797	1.01846	123	2.1509		x	1.0594	17.53	x		5.3332	-0.86
Wed	05/18/16	237.67090	1.01860	124	2.1687		x	1.0416	17.39	x		5.3510	-0.72
Thu	05/19/16	237.70384	1.01874	125	2.1865		x	1.0238	17.25	x		5.3688	-0.58
Fri	05/20/16	237.73677	1.01888	126	2.2043		x	1.0060	17.11	x		5.3866	-0.44
Mon	05/23/16	237.83558	1.01931	129	2.2577		x	0.9526	16.68	x		5.4400	-0.01
Tue	05/24/16	237.86852	1.01945	130	2.2756		x	0.9347	16.54	x		5.4579	0.13
Wed	05/25/16	237.90145	1.01959	131	2.2934		x	0.9169	16.40	x		5.4757	0.27
Thu	05/26/16	237.93439	1.01973	132	2.3112		x	0.8991	16.26	x		5.4935	0.41
Fri	05/27/16	237.96732	1.01987	133	2.3290		x	0.8813	16.12	x		5.5113	0.55
Mon	05/30/16	238.06613	1.02030	136	2.3826		x	0.8277	15.69	x		5.5649	0.98
Tue	05/31/16	238.09906	1.02044	137	2.4004		x	0.8099	15.55	x		5.5827	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	1.02058	138	2.4183		x	0.7920	15.41	x		5.6006	1.26
Thu	06/02/16	238.16963	1.02074	139	2.4362		x	0.7741	15.25	x		5.6185	1.42
Fri	06/03/16	238.20727	1.02090	140	2.4541		x	0.7562	15.09	x		5.6364	1.58
Mon	06/06/16	238.32017	1.02138	143	2.5079		x	0.7024	14.61	x		5.6902	2.06
Tue	06/07/16	238.35780	1.02155	144	2.5258		x	0.6845	14.44	x		5.7081	2.23
Wed	06/08/16	238.39543	1.02171	145	2.5437		x	0.6666	14.28	x		5.7260	2.39
Thu	06/09/16	238.43307	1.02187	146	2.5617		x	0.6486	14.12	x		5.7440	2.55
Fri	06/10/16	238.47070	1.02203	147	2.5796		x	0.6307	13.96	x		5.7619	2.71
Mon	06/13/16	238.58360	1.02251	150	2.6335		x	0.5768	13.48	x		5.8158	3.19
Tue	06/14/16	238.62123	1.02267	151	2.6515		x	0.5588	13.32	x		5.8338	3.35
Wed	06/15/16	238.65887	1.02284	152	2.6695		x	0.5408	13.15	x		5.8518	3.52
Thu	06/16/16	238.69650	1.02300	153	2.6875		x	0.5228	12.99	x		5.8698	3.68
Fri	06/17/16	238.73413	1.02316	154	2.7055		x	0.5048	12.83	x		5.8878	3.84
Mon	06/20/16	238.84703	1.02364	157	2.7595		x	0.4508	12.35	x		5.9418	4.32
Tue	06/21/16	238.88467	1.02380	158	2.7775		x	0.4328	12.19	x		5.9598	4.48
Wed	06/22/16	238.92230	1.02396	159	2.7955		x	0.4148	12.03	x		5.9778	4.64
Thu	06/23/16	238.95993	1.02413	160	2.8135		x	0.3968	11.86	x		5.9958	4.81
Fri	06/24/16	238.99757	1.02429	161	2.8316		x	0.3787	11.70	x		6.0139	4.97
Mon	06/27/16	239.11047	1.02477	164	2.8857		x	0.3246	11.22	x		6.0680	5.45
Tue	06/28/16	239.14810	1.02493	165	2.9037		x	0.3066	11.06	x		6.0860	5.61
Wed	06/29/16	239.18573	1.02509	166	2.9218		x	0.2885	10.90	x		6.1041	5.77
Thu	06/30/16	239.22337	1.02526	167	2.9399		x	0.2704	10.73	x		6.1222	5.94
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	07/01/16	239.26100	1.02542	168	2.9579		x	0.2524	10.57	x		6.1402	6.10
Mon	07/04/16	239.35535	1.02582	171	3.0119		x	0.1984	10.17	x		6.1942	6.50
Tue	07/05/16	239.38681	1.02596	172	3.0300		x	0.1803	10.03	x		6.2123	6.64
Wed	07/06/16	239.41826	1.02609	173	3.0480		x	0.1623	9.90	x		6.2303	6.77
Thu	07/07/16	239.44971	1.02623	174	3.0660		x	0.1443	9.76	x		6.2483	6.91
Fri	07/08/16	239.48116	1.02636	175	3.0840		x	0.1263	9.63	x		6.2663	7.04
Mon	07/11/16	239.57552	1.02676	178	3.1381		x	0.0722	9.23	x		6.3204	7.44
Tue	07/12/16	239.60697	1.02690	179	3.1562		x	0.0541	9.09	x		6.3385	7.58
Wed	07/13/16	239.63842	1.02703	180	3.1742		x	0.0361	8.96	x		6.3565	7.71
Thu	07/14/16	239.66987	1.02717	181	3.1923		x	0.0180	8.82	x		6.3746	7.85
Fri	07/15/16	239.70132	1.02730	0	0.0000			0.0000	8.69	x	x	6.3926	7.98
Mon	07/18/16	239.79568	1.02771	3	0.0524			-0.0524	8.28	x	x	6.4450	8.39
Tue	07/19/16	239.82713	1.02784	4	0.0698			-0.0698	8.15	x	x	6.4624	8.52
Wed	07/20/16	239.85858	1.02798	5	0.0873			-0.0873	8.01	x	x	6.4799	8.66
Thu	07/21/16	239.89003	1.02811	6	0.1048			-0.1048	7.88	x	x	6.4974	8.79
Fri	07/22/16	239.92148	1.02825	7	0.1222			-0.1222	7.74	x	x	6.5148	8.93
Mon	07/25/16	240.01584	1.02865	10	0.1747			-0.1747	7.34	x	x	6.5673	9.33
Tue	07/26/16	240.04729	1.02879	11	0.1922			-0.1922	7.20	x	x	6.5848	9.47
Wed	07/27/16	240.07874	1.02892	12	0.2097			-0.2097	7.07	x	x	6.6023	9.60
Thu	07/28/16	240.11019	1.02906	13	0.2272			-0.2272	6.93	x	x	6.6198	9.74
Fri	07/29/16	240.14165	1.02919	14	0.2447			-0.2447	6.80	x	x	6.6373	9.87
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	1.02960	17	0.2973			-0.2973	6.39	x	x	6.6899	10.28
Tue	08/02/16	240.26187	1.02971	18	0.3148			-0.3148	6.28	x	x	6.7074	10.39
Wed	08/03/16	240.28774	1.02982	19	0.3323			-0.3323	6.17	x	x	6.7249	10.50
Thu	08/04/16	240.31361	1.02993	20	0.3498			-0.3498	6.06	x	x	6.7424	10.61
Fri	08/05/16	240.33948	1.03004	21	0.3674			-0.3674	5.95	x	x	6.7600	10.72
Mon	08/08/16	240.41710	1.03037	24	0.4200			-0.4200	5.62	x	x	6.8126	11.05
Tue	08/09/16	240.44297	1.03048	25	0.4375			-0.4375	5.51	x	x	6.8301	11.16
Wed	08/10/16	240.46884	1.03059	26	0.4551			-0.4551	5.40	x	x	6.8477	11.27
Thu	08/11/16	240.49471	1.03070	27	0.4726			-0.4726	5.29	x	x	6.8652	11.38
Fri	08/12/16	240.52058	1.03081	28	0.4902			-0.4902	5.18	x	x	6.8828	11.49
Mon	08/15/16	240.59819	1.03115	31	0.5429			-0.5429	4.84	x	x	6.9355	11.83
Tue	08/16/16	240.62406	1.03126	32	0.5605			-0.5605	4.73	x	x	6.9531	11.94
Wed	08/17/16	240.64994	1.03137	33	0.5780			-0.5780	4.62	x	x	6.9706	12.05
Thu	08/18/16	240.67581	1.03148	34	0.5956			-0.5956	4.51	x	x	6.9882	12.16
Fri	08/19/16	240.70168	1.03159	35	0.6132			-0.6132	4.40	x	x	7.0058	12.27
Mon	08/22/16	240.77929	1.03192	38	0.6660			-0.6660	4.07	x	x	7.0586	12.60
Tue	08/23/16	240.80516	1.03203	39	0.6836			-0.6836	3.96	x	x	7.0762	12.71
Wed	08/24/16	240.83103	1.03215	40	0.7012			-0.7012	3.84	x	x	7.0938	12.83
Thu	08/25/16	240.85690	1.03226	41	0.7188			-0.7188	3.73	x	x	7.1114	12.94
Fri	08/26/16	240.88277	1.03237	42	0.7364			-0.7364	3.62	x	x	7.1290	13.05
Mon	08/29/16	240.96039	1.03270	45	0.7893			-0.7893	3.29	x	x	7.1819	13.38
Tue	08/30/16	240.98626	1.03281	46	0.8069			-0.8069	3.18	x	x	7.1995	13.49
Wed	08/31/16	241.01213	1.03292	47	0.8245			-0.8245	3.07	x	x	7.2171	13.60
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	09/01/16	241.03800	1.03303	48	0.8421			-0.8421	2.96	x	x	7.2347	13.71
Fri	09/02/16	241.02497	1.03298	49	0.8596			-0.8596	3.01	x	x	7.2522	13.66
Mon	09/05/16	240.98587	1.03281	52	0.9121			-0.9121	3.18	x	x	7.3047	13.49
Tue	09/06/16	240.97283	1.03275	53	0.9296			-0.9296	3.24	x	x	7.3222	13.43
Wed	09/07/16	240.95980	1.03270	54	0.9471			-0.9471	3.29	x	x	7.3397	13.38
Thu	09/08/16	240.94677	1.03264	55	0.9646			-0.9646	3.35	x	x	7.3572	13.32
Fri	09/09/16	240.93373	1.03259	56	0.9821			-0.9821	3.40	x	x	7.3747	13.27
Mon	09/12/16	240.89463	1.03242	59	1.0345			-1.0345	3.57	x	x	7.4271	13.10
Tue	09/13/16	240.88160	1.03236	60	1.0520			-1.0520	3.63	x	x	7.4446	13.04
Wed	09/14/16	240.86857	1.03231	61	1.0695			-1.0695	3.68	x	x	7.4621	12.99
Thu	09/15/16	240.85553	1.03225	62	1.0869			-1.0869	3.74	x	x	7.4795	12.93
Fri	09/16/16	240.84250	1.03219	63	1.1044			-1.1044	3.80	x	x	7.4970	12.87
Mon	09/19/16	240.80340	1.03203	66	1.1568			-1.1568	3.96	x	x	7.5494	12.71
Tue	09/20/16	240.79037	1.03197	67	1.1743			-1.1743	4.02	x	x	7.5669	12.65
Wed	09/21/16	240.77733	1.03192	68	1.1918			-1.1918	4.07	x	x	7.5844	12.60
Thu	09/22/16	240.76430	1.03186	69	1.2092			-1.2092	4.13	x	x	7.6018	12.54
Fri	09/23/16	240.75127	1.03180	70	1.2267			-1.2267	4.19	x	x	7.6193	12.48
Mon	09/26/16	240.71217	1.03164	73	1.2790			-1.2790	4.35	x	x	7.6716	12.32
Tue	09/27/16	240.69913	1.03158	74	1.2965			-1.2965	4.41	x	x	7.6891	12.26
Wed	09/28/16	240.68610	1.03152	75	1.3139			-1.3139	4.47	x	x	7.7065	12.20
Thu	09/29/16	240.67307	1.03147	76	1.3314			-1.3314	4.52	x	x	7.7240	12.15
Fri	09/30/16	240.66003	1.03141	77	1.3488			-1.3488	4.58	x	x	7.7414	12.09
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	1.03141	80	1.4014			-1.4014	4.58	x	x	7.7940	12.09
Tue	10/04/16	240.66694	1.03144	81	1.4189			-1.4189	4.55	x	x	7.8115	12.12
Wed	10/05/16	240.67358	1.03147	82	1.4365			-1.4365	4.52	x	x	7.8291	12.15
Thu	10/06/16	240.68023	1.03150	83	1.4541			-1.4541	4.49	x	x	7.8467	12.18
Fri	10/07/16	240.68687	1.03153	84	1.4716			-1.4716	4.46	x	x	7.8642	12.21
Mon	10/10/16	240.70681	1.03161	87	1.5243			-1.5243	4.38	x	x	7.9169	12.29
Tue	10/11/16	240.71345	1.03164	88	1.5419			-1.5419	4.35	x	x	7.9345	12.32
Wed	10/12/16	240.72010	1.03167	89	1.5594			-1.5594	4.32	x	x	7.9520	12.35
Thu	10/13/16	240.72674	1.03170	90	1.5770			-1.5770	4.29	x	x	7.9696	12.38
Fri	10/14/16	240.73339	1.03173	91	1.5946			-1.5946	4.26	x	x	7.9872	12.41
Mon	10/17/16	240.75332	1.03181	94	1.6473			-1.6473	4.18	x	x	8.0399	12.49
Tue	10/18/16	240.75997	1.03184	95	1.6648			-1.6648	4.15	x	x	8.0574	12.52
Wed	10/19/16	240.76661	1.03187	96	1.6824			-1.6824	4.12	x	x	8.0750	12.55
Thu	10/20/16	240.77326	1.03190	97	1.7000			-1.7000	4.09	x	x	8.0926	12.58
Fri	10/21/16	240.77990	1.03193	98	1.7175			-1.7175	4.06	x	x	8.1101	12.61
Mon	10/24/16	240.79984	1.03201	101	1.7703			-1.7703	3.98	x	x	8.1629	12.69
Tue	10/25/16	240.80648	1.03204	102	1.7878			-1.7878	3.95	x	x	8.1804	12.72
Wed	10/26/16	240.81313	1.03207	103	1.8054			-1.8054	3.92	x	x	8.1980	12.75
Thu	10/27/16	240.81977	1.03210	104	1.8230			-1.8230	3.89	x	x	8.2156	12.78
Fri	10/28/16	240.82642	1.03213	105	1.8406			-1.8406	3.86	x	x	8.2332	12.81
Mon	10/31/16	240.84635	1.03221	108	1.8933			-1.8933	3.78	x	x	8.2859	12.89
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	1.03224	109	1.9109			-1.9109	3.75	x	x	8.3035	12.92
Wed	11/02/16	240.87217	1.03232	110	1.9286			-1.9286	3.67	x	x	8.3212	13.00
Thu	11/03/16	240.89133	1.03240	111	1.9463			-1.9463	3.59	x	x	8.3389	13.08
Fri	11/04/16	240.91050	1.03249	112	1.9640			-1.9640	3.50	x	x	8.3566	13.17
Mon	11/07/16	240.96800	1.03273	115	2.0171			-2.0171	3.26	x	x	8.4097	13.41
Tue	11/08/16	240.98717	1.03281	116	2.0347			-2.0347	3.18	x	x	8.4273	13.49
Wed	11/09/16	241.00633	1.03290	117	2.0525			-2.0525	3.09	x	x	8.4451	13.58
Thu	11/10/16	241.02550	1.03298	118	2.0702			-2.0702	3.01	x	x	8.4628	13.66
Fri	11/11/16	241.04467	1.03306	119	2.0879			-2.0879	2.93	x	x	8.4805	13.74
Mon	11/14/16	241.10217	1.03331	122	2.1410			-2.1410	2.68	x	x	8.5336	13.99
Tue	11/15/16	241.12133	1.03339	123	2.1587			-2.1587	2.60	x	x	8.5513	14.07
Wed	11/16/16	241.14050	1.03347	124	2.1765			-2.1765	2.52	x	x	8.5691	14.15
Thu	11/17/16	241.15967	1.03355	125	2.1942			-2.1942	2.44	x	x	8.5868	14.23
Fri	11/18/16	241.17883	1.03364	126	2.2119			-2.2119	2.35	x	x	8.6045	14.32
Mon	11/21/16	241.23633	1.03388	129	2.2651			-2.2651	2.11	x	x	8.6577	14.56
Tue	11/22/16	241.25550	1.03396	130	2.2829			-2.2829	2.03	x	x	8.6755	14.64
Wed	11/23/16	241.27467	1.03405	131	2.3006			-2.3006	1.94	x	x	8.6932	14.73
Thu	11/24/16	241.29383	1.03413	132	2.3184			-2.3184	1.86	x	x	8.7110	14.81
Fri	11/25/16	241.31300	1.03421	133	2.3361			-2.3361	1.78	x	x	8.7287	14.89
Mon	11/28/16	241.37050	1.03446	136	2.3894			-2.3894	1.53	x	x	8.7820	15.14
Tue	11/29/16	241.38967	1.03454	137	2.4071			-2.4071	1.45	x	x	8.7997	15.22
Wed	11/30/16	241.40883	1.03462	138	2.4249			-2.4249	1.37	x	x	8.8175	15.30
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	1.03470	139	2.4427			-2.4427	1.29	x	x	8.8353	15.38
Fri	12/02/16	241.43771	1.03475	140	2.4603			-2.4603	1.24	x	x	8.8529	15.43
Mon	12/05/16	241.46684	1.03487	143	2.5134			-2.5134	1.12	x	x	8.9060	15.55
Tue	12/06/16	241.47655	1.03491	144	2.5310			-2.5310	1.08	x	x	8.9236	15.59
Wed	12/07/16	241.48626	1.03495	145	2.5487			-2.5487	1.04	x	x	8.9413	15.63
Thu	12/08/16	241.49597	1.03499	146	2.5664			-2.5664	1.00	x	x	8.9590	15.67
Fri	12/09/16	241.50568	1.03504	147	2.5841			-2.5841	0.95	x	x	8.9767	15.72
Mon	12/12/16	241.53481	1.03516	150	2.6371			-2.6371	0.83	x	x	9.0297	15.84
Tue	12/13/16	241.54452	1.03520	151	2.6548			-2.6548	0.79	x	x	9.0474	15.88
Wed	12/14/16	241.55423	1.03524	152	2.6725			-2.6725	0.75	x	x	9.0651	15.92
Thu	12/15/16	241.56394	1.03529	153	2.6902			-2.6902	0.70	x	x	9.0828	15.97
Fri	12/16/16	241.57365	1.03533	154	2.7079			-2.7079	0.66	x	x	9.1005	16.01
Mon	12/19/16	241.60277	1.03545	157	2.7610			-2.7610	0.54	x	x	9.1536	16.13
Tue	12/20/16	241.61248	1.03549	158	2.7787			-2.7787	0.50	x	x	9.1713	16.17
Wed	12/21/16	241.62219	1.03554	159	2.7964			-2.7964	0.45	x	x	9.1890	16.22
Thu	12/22/16	241.63190	1.03558	160	2.8141			-2.8141	0.41	x	x	9.2067	16.26
Fri	12/23/16	241.64161	1.03562	161	2.8318			-2.8318	0.37	x	x	9.2244	16.30
Mon	12/26/16	241.67074	1.03574	164	2.8849			-2.8849	0.25	x	x	9.2775	16.42
Tue	12/27/16	241.68045	1.03579	165	2.9026			-2.9026	0.20	x	x	9.2952	16.47
Wed	12/28/16	241.69016	1.03583	166	2.9203			-2.9203	0.16	x	x	9.3129	16.51
Thu	12/29/16	241.69987	1.03587	167	2.9380			-2.9380	0.12	x	x	9.3306	16.55
Fri	12/30/16	241.70958	1.03591	168	2.9557			-2.9557	0.08	x	x	9.3483	16.59
Sun	01/01/17	241.72900	1.03599

Generated 12/22/16 16:30