1.75% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2028

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

CUSIP Number	912810PV4	Interest 01/15/16 (184 days)	$9.9243
Dated Date	January 15, 2008	Interest 07/15/16 (182 days)	$10.0116
Ref CPI on Dated Date	209.49645	Interest Total	$19.9359
Original Issue Date	January 31, 2008	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	1.13528	170	9.1779	x	x	10.7580	18.58			9.1779	0.00
Mon	01/04/16	237.78942	1.13505	173	9.3379	x	x	10.5980	18.81			9.3379	-0.23
Tue	01/05/16	237.77323	1.13497	174	9.3913	x	x	10.5446	18.89			9.3913	-0.31
Wed	01/06/16	237.75703	1.13490	175	9.4447	x	x	10.4912	18.96			9.4447	-0.38
Thu	01/07/16	237.74084	1.13482	176	9.4980	x	x	10.4379	19.04			9.4980	-0.46
Fri	01/08/16	237.72465	1.13474	177	9.5512	x	x	10.3847	19.12			9.5512	-0.54
Mon	01/11/16	237.67606	1.13451	180	9.7112	x	x	10.2247	19.35			9.7112	-0.77
Tue	01/12/16	237.65987	1.13443	181	9.7644	x	x	10.1715	19.43			9.7644	-0.85
Wed	01/13/16	237.64368	1.13436	182	9.8178	x	x	10.1181	19.50			9.8178	-0.92
Thu	01/14/16	237.62748	1.13428	183	9.8710	x	x	10.0649	19.58			9.8710	-1.00
Fri	01/15/16	237.61129	1.13420	0	0.0000		x	10.0116	19.66	x		9.9243	-1.08
Mon	01/18/16	237.56271	1.13397	3	0.1636		x	9.8480	19.89	x		10.0879	-1.31
Tue	01/19/16	237.54652	1.13389	4	0.2181		x	9.7935	19.97	x		10.1424	-1.39
Wed	01/20/16	237.53032	1.13382	5	0.2726		x	9.7390	20.04	x		10.1969	-1.46
Thu	01/21/16	237.51413	1.13374	6	0.3270		x	9.6846	20.12	x		10.2513	-1.54
Fri	01/22/16	237.49794	1.13366	7	0.3815		x	9.6301	20.20	x		10.3058	-1.62
Mon	01/25/16	237.44935	1.13343	10	0.5449		x	9.4667	20.43	x		10.4692	-1.85
Tue	01/26/16	237.43316	1.13335	11	0.5994		x	9.4122	20.51	x		10.5237	-1.93
Wed	01/27/16	237.41697	1.13327	12	0.6538		x	9.3578	20.59	x		10.5781	-2.01
Thu	01/28/16	237.40077	1.13320	13	0.7082		x	9.3034	20.66	x		10.6325	-2.08
Fri	01/29/16	237.38458	1.13312	14	0.7627		x	9.2489	20.74	x		10.6870	-2.16
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	1.13289	17	0.9259		x	9.0857	20.97	x		10.8502	-2.39
Tue	02/02/16	237.30803	1.13275	18	0.9803		x	9.0313	21.11	x		10.9046	-2.53
Wed	02/03/16	237.28007	1.13262	19	1.0346		x	8.9770	21.24	x		10.9589	-2.66
Thu	02/04/16	237.25210	1.13249	20	1.0889		x	8.9227	21.37	x		11.0132	-2.79
Fri	02/05/16	237.22414	1.13235	21	1.1432		x	8.8684	21.51	x		11.0675	-2.93
Mon	02/08/16	237.14024	1.13195	24	1.3061		x	8.7055	21.91	x		11.2304	-3.33
Tue	02/09/16	237.11228	1.13182	25	1.3604		x	8.6512	22.04	x		11.2847	-3.46
Wed	02/10/16	237.08431	1.13169	26	1.4146		x	8.5970	22.17	x		11.3389	-3.59
Thu	02/11/16	237.05634	1.13155	27	1.4688		x	8.5428	22.31	x		11.3931	-3.73
Fri	02/12/16	237.02838	1.13142	28	1.5231		x	8.4885	22.44	x		11.4474	-3.86
Mon	02/15/16	236.94448	1.13102	31	1.6857		x	8.3259	22.84	x		11.6100	-4.26
Tue	02/16/16	236.91652	1.13089	32	1.7398		x	8.2718	22.97	x		11.6641	-4.39
Wed	02/17/16	236.88855	1.13075	33	1.7940		x	8.2176	23.11	x		11.7183	-4.53
Thu	02/18/16	236.86059	1.13062	34	1.8481		x	8.1635	23.24	x		11.7724	-4.66
Fri	02/19/16	236.83262	1.13049	35	1.9023		x	8.1093	23.37	x		11.8266	-4.79
Mon	02/22/16	236.74872	1.13008	38	2.0646		x	7.9470	23.78	x		11.9889	-5.20
Tue	02/23/16	236.72076	1.12995	39	2.1187		x	7.8929	23.91	x		12.0430	-5.33
Wed	02/24/16	236.69279	1.12982	40	2.1727		x	7.8389	24.04	x		12.0970	-5.46
Thu	02/25/16	236.66483	1.12968	41	2.2268		x	7.7848	24.18	x		12.1511	-5.60
Fri	02/26/16	236.63686	1.12955	42	2.2808		x	7.7308	24.31	x		12.2051	-5.73
Mon	02/29/16	236.55297	1.12915	45	2.4429		x	7.5687	24.71	x		12.3672	-6.13
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	03/01/16	236.52500	1.12902	46	2.4969		x	7.5147	24.84	x		12.4212	-6.26
Wed	03/02/16	236.53761	1.12908	47	2.5513		x	7.4603	24.78	x		12.4756	-6.20
Thu	03/03/16	236.55023	1.12914	48	2.6057		x	7.4059	24.72	x		12.5300	-6.14
Fri	03/04/16	236.56284	1.12920	49	2.6601		x	7.3515	24.66	x		12.5844	-6.08
Mon	03/07/16	236.60068	1.12938	52	2.8234		x	7.1882	24.48	x		12.7477	-5.90
Tue	03/08/16	236.61329	1.12944	53	2.8779		x	7.1337	24.42	x		12.8022	-5.84
Wed	03/09/16	236.62590	1.12950	54	2.9324		x	7.0792	24.36	x		12.8567	-5.78
Thu	03/10/16	236.63852	1.12956	55	2.9868		x	7.0248	24.30	x		12.9111	-5.72
Fri	03/11/16	236.65113	1.12962	56	3.0413		x	6.9703	24.24	x		12.9656	-5.66
Mon	03/14/16	236.68897	1.12980	59	3.2047		x	6.8069	24.06	x		13.1290	-5.48
Tue	03/15/16	236.70158	1.12986	60	3.2592		x	6.7524	24.00	x		13.1835	-5.42
Wed	03/16/16	236.71419	1.12992	61	3.3137		x	6.6979	23.94	x		13.2380	-5.36
Thu	03/17/16	236.72681	1.12998	62	3.3682		x	6.6434	23.88	x		13.2925	-5.30
Fri	03/18/16	236.73942	1.13004	63	3.4227		x	6.5889	23.82	x		13.3470	-5.24
Mon	03/21/16	236.77726	1.13022	66	3.5863		x	6.4253	23.64	x		13.5106	-5.06
Tue	03/22/16	236.78987	1.13028	67	3.6408		x	6.3708	23.58	x		13.5651	-5.00
Wed	03/23/16	236.80248	1.13034	68	3.6953		x	6.3163	23.52	x		13.6196	-4.94
Thu	03/24/16	236.81510	1.13040	69	3.7499		x	6.2617	23.46	x		13.6742	-4.88
Fri	03/25/16	236.82771	1.13046	70	3.8044		x	6.2072	23.40	x		13.7287	-4.82
Mon	03/28/16	236.86555	1.13064	73	3.9681		x	6.0435	23.22	x		13.8924	-4.64
Tue	03/29/16	236.87816	1.13070	74	4.0227		x	5.9889	23.16	x		13.9470	-4.58
Wed	03/30/16	236.89077	1.13076	75	4.0773		x	5.9343	23.10	x		14.0016	-4.52
Thu	03/31/16	236.90339	1.13082	76	4.1318		x	5.8798	23.04	x		14.0561	-4.46
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	1.13088	77	4.1864		x	5.8252	22.98	x		14.1107	-4.40
Mon	04/04/16	236.93550	1.13098	80	4.3499		x	5.6617	22.88	x		14.2742	-4.30
Tue	04/05/16	236.94200	1.13101	81	4.4044		x	5.6072	22.85	x		14.3287	-4.27
Wed	04/06/16	236.94850	1.13104	82	4.4589		x	5.5527	22.82	x		14.3832	-4.24
Thu	04/07/16	236.95500	1.13107	83	4.5134		x	5.4982	22.79	x		14.4377	-4.21
Fri	04/08/16	236.96150	1.13110	84	4.5679		x	5.4437	22.76	x		14.4922	-4.18
Mon	04/11/16	236.98100	1.13119	87	4.7314		x	5.2802	22.67	x		14.6557	-4.09
Tue	04/12/16	236.98750	1.13122	88	4.7859		x	5.2257	22.64	x		14.7102	-4.06
Wed	04/13/16	236.99400	1.13126	89	4.8405		x	5.1711	22.60	x		14.7648	-4.02
Thu	04/14/16	237.00050	1.13129	90	4.8950		x	5.1166	22.57	x		14.8193	-3.99
Fri	04/15/16	237.00700	1.13132	91	4.9495		x	5.0621	22.54	x		14.8738	-3.96
Mon	04/18/16	237.02650	1.13141	94	5.1131		x	4.8985	22.45	x		15.0374	-3.87
Tue	04/19/16	237.03300	1.13144	95	5.1676		x	4.8440	22.42	x		15.0919	-3.84
Wed	04/20/16	237.03950	1.13147	96	5.2222		x	4.7894	22.39	x		15.1465	-3.81
Thu	04/21/16	237.04600	1.13150	97	5.2767		x	4.7349	22.36	x		15.2010	-3.78
Fri	04/22/16	237.05250	1.13153	98	5.3312		x	4.6804	22.33	x		15.2555	-3.75
Mon	04/25/16	237.07200	1.13163	101	5.4949		x	4.5167	22.23	x		15.4192	-3.65
Tue	04/26/16	237.07850	1.13166	102	5.5495		x	4.4621	22.20	x		15.4738	-3.62
Wed	04/27/16	237.08500	1.13169	103	5.6040		x	4.4076	22.17	x		15.5283	-3.59
Thu	04/28/16	237.09150	1.13172	104	5.6586		x	4.3530	22.14	x		15.5829	-3.56
Fri	04/29/16	237.09800	1.13175	105	5.7132		x	4.2984	22.11	x		15.6375	-3.53
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	1.13197	108	5.8775		x	4.1341	21.89	x		15.8018	-3.31
Tue	05/03/16	237.17687	1.13213	109	5.9328		x	4.0788	21.73	x		15.8571	-3.15
Wed	05/04/16	237.20981	1.13229	110	5.9881		x	4.0235	21.57	x		15.9124	-2.99
Thu	05/05/16	237.24274	1.13244	111	6.0433		x	3.9683	21.42	x		15.9676	-2.84
Fri	05/06/16	237.27568	1.13260	112	6.0986		x	3.9130	21.26	x		16.0229	-2.68
Mon	05/09/16	237.37448	1.13307	115	6.2646		x	3.7470	20.79	x		16.1889	-2.21
Tue	05/10/16	237.40742	1.13323	116	6.3199		x	3.6917	20.63	x		16.2442	-2.05
Wed	05/11/16	237.44035	1.13339	117	6.3753		x	3.6363	20.47	x		16.2996	-1.89
Thu	05/12/16	237.47329	1.13354	118	6.4307		x	3.5809	20.32	x		16.3550	-1.74
Fri	05/13/16	237.50623	1.13370	119	6.4861		x	3.5255	20.16	x		16.4104	-1.58
Mon	05/16/16	237.60503	1.13417	122	6.6523		x	3.3593	19.69	x		16.5766	-1.11
Tue	05/17/16	237.63797	1.13433	123	6.7078		x	3.3038	19.53	x		16.6321	-0.95
Wed	05/18/16	237.67090	1.13449	124	6.7633		x	3.2483	19.37	x		16.6876	-0.79
Thu	05/19/16	237.70384	1.13464	125	6.8188		x	3.1928	19.22	x		16.7431	-0.64
Fri	05/20/16	237.73677	1.13480	126	6.8743		x	3.1373	19.06	x		16.7986	-0.48
Mon	05/23/16	237.83558	1.13527	129	7.0409		x	2.9707	18.59	x		16.9652	-0.01
Tue	05/24/16	237.86852	1.13543	130	7.0964		x	2.9152	18.43	x		17.0207	0.15
Wed	05/25/16	237.90145	1.13559	131	7.1520		x	2.8596	18.27	x		17.0763	0.31
Thu	05/26/16	237.93439	1.13574	132	7.2076		x	2.8040	18.12	x		17.1319	0.46
Fri	05/27/16	237.96732	1.13590	133	7.2632		x	2.7484	17.96	x		17.1875	0.62
Mon	05/30/16	238.06613	1.13637	136	7.4301		x	2.5815	17.49	x		17.3544	1.09
Tue	05/31/16	238.09906	1.13653	137	7.4858		x	2.5258	17.33	x		17.4101	1.25
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	1.13669	138	7.5415		x	2.4701	17.17	x		17.4658	1.41
Thu	06/02/16	238.16963	1.13687	139	7.5974		x	2.4142	16.99	x		17.5217	1.59
Fri	06/03/16	238.20727	1.13705	140	7.6532		x	2.3584	16.81	x		17.5775	1.77
Mon	06/06/16	238.32017	1.13759	143	7.8209		x	2.1907	16.27	x		17.7452	2.31
Tue	06/07/16	238.35780	1.13777	144	7.8769		x	2.1347	16.09	x		17.8012	2.49
Wed	06/08/16	238.39543	1.13794	145	7.9328		x	2.0788	15.92	x		17.8571	2.66
Thu	06/09/16	238.43307	1.13812	146	7.9887		x	2.0229	15.74	x		17.9130	2.84
Fri	06/10/16	238.47070	1.13830	147	8.0447		x	1.9669	15.56	x		17.9690	3.02
Mon	06/13/16	238.58360	1.13884	150	8.2128		x	1.7988	15.02	x		18.1371	3.56
Tue	06/14/16	238.62123	1.13902	151	8.2688		x	1.7428	14.84	x		18.1931	3.74
Wed	06/15/16	238.65887	1.13920	152	8.3249		x	1.6867	14.66	x		18.2492	3.92
Thu	06/16/16	238.69650	1.13938	153	8.3810		x	1.6306	14.48	x		18.3053	4.10
Fri	06/17/16	238.73413	1.13956	154	8.4371		x	1.5745	14.30	x		18.3614	4.28
Mon	06/20/16	238.84703	1.14010	157	8.6056		x	1.4060	13.76	x		18.5299	4.82
Tue	06/21/16	238.88467	1.14028	158	8.6617		x	1.3499	13.58	x		18.5860	5.00
Wed	06/22/16	238.92230	1.14046	159	8.7179		x	1.2937	13.40	x		18.6422	5.18
Thu	06/23/16	238.95993	1.14064	160	8.7742		x	1.2374	13.22	x		18.6985	5.36
Fri	06/24/16	238.99757	1.14082	161	8.8304		x	1.1812	13.04	x		18.7547	5.54
Mon	06/27/16	239.11047	1.14136	164	8.9992		x	1.0124	12.50	x		18.9235	6.08
Tue	06/28/16	239.14810	1.14154	165	9.0555		x	0.9561	12.32	x		18.9798	6.26
Wed	06/29/16	239.18573	1.14172	166	9.1118		x	0.8998	12.14	x		19.0361	6.44
Thu	06/30/16	239.22337	1.14190	167	9.1681		x	0.8435	11.96	x		19.0924	6.62
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	1.14208	168	9.2245		x	0.7871	11.78	x		19.1488	6.80
Mon	07/04/16	239.35535	1.14253	171	9.3929		x	0.6187	11.33	x		19.3172	7.25
Tue	07/05/16	239.38681	1.14268	172	9.4491		x	0.5625	11.18	x		19.3734	7.40
Wed	07/06/16	239.41826	1.14283	173	9.5053		x	0.5063	11.03	x		19.4296	7.55
Thu	07/07/16	239.44971	1.14298	174	9.5615		x	0.4501	10.88	x		19.4858	7.70
Fri	07/08/16	239.48116	1.14313	175	9.6177		x	0.3939	10.73	x		19.5420	7.85
Mon	07/11/16	239.57552	1.14358	178	9.7864		x	0.2252	10.28	x		19.7107	8.30
Tue	07/12/16	239.60697	1.14373	179	9.8427		x	0.1689	10.13	x		19.7670	8.45
Wed	07/13/16	239.63842	1.14388	180	9.8990		x	0.1126	9.98	x		19.8233	8.60
Thu	07/14/16	239.66987	1.14403	181	9.9553		x	0.0563	9.83	x		19.8796	8.75
Fri	07/15/16	239.70132	1.14418	0	0.0000			0.0000	9.68	x	x	19.9359	8.90
Mon	07/18/16	239.79568	1.14463	3	0.1633			-0.1633	9.23	x	x	20.0992	9.35
Tue	07/19/16	239.82713	1.14478	4	0.2178			-0.2178	9.08	x	x	20.1537	9.50
Wed	07/20/16	239.85858	1.14493	5	0.2722			-0.2722	8.93	x	x	20.2081	9.65
Thu	07/21/16	239.89003	1.14508	6	0.3267			-0.3267	8.78	x	x	20.2626	9.80
Fri	07/22/16	239.92148	1.14523	7	0.3812			-0.3812	8.63	x	x	20.3171	9.95
Mon	07/25/16	240.01584	1.14568	10	0.5448			-0.5448	8.18	x	x	20.4807	10.40
Tue	07/26/16	240.04729	1.14583	11	0.5994			-0.5994	8.03	x	x	20.5353	10.55
Wed	07/27/16	240.07874	1.14598	12	0.6540			-0.6540	7.88	x	x	20.5899	10.70
Thu	07/28/16	240.11019	1.14613	13	0.7085			-0.7085	7.73	x	x	20.6444	10.85
Fri	07/29/16	240.14165	1.14628	14	0.7631			-0.7631	7.58	x	x	20.6990	11.00
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	08/01/16	240.23600	1.14673	17	0.9270			-0.9270	7.13	x	x	20.8629	11.45
Tue	08/02/16	240.26187	1.14685	18	0.9817			-0.9817	7.01	x	x	20.9176	11.57
Wed	08/03/16	240.28774	1.14698	19	1.0363			-1.0363	6.88	x	x	20.9722	11.70
Thu	08/04/16	240.31361	1.14710	20	1.0910			-1.0910	6.76	x	x	21.0269	11.82
Fri	08/05/16	240.33948	1.14722	21	1.1457			-1.1457	6.64	x	x	21.0816	11.94
Mon	08/08/16	240.41710	1.14760	24	1.3098			-1.3098	6.26	x	x	21.2457	12.32
Tue	08/09/16	240.44297	1.14772	25	1.3645			-1.3645	6.14	x	x	21.3004	12.44
Wed	08/10/16	240.46884	1.14784	26	1.4192			-1.4192	6.02	x	x	21.3551	12.56
Thu	08/11/16	240.49471	1.14797	27	1.4740			-1.4740	5.89	x	x	21.4099	12.69
Fri	08/12/16	240.52058	1.14809	28	1.5287			-1.5287	5.77	x	x	21.4646	12.81
Mon	08/15/16	240.59819	1.14846	31	1.6930			-1.6930	5.40	x	x	21.6289	13.18
Tue	08/16/16	240.62406	1.14858	32	1.7478			-1.7478	5.28	x	x	21.6837	13.30
Wed	08/17/16	240.64994	1.14871	33	1.8027			-1.8027	5.15	x	x	21.7386	13.43
Thu	08/18/16	240.67581	1.14883	34	1.8575			-1.8575	5.03	x	x	21.7934	13.55
Fri	08/19/16	240.70168	1.14895	35	1.9123			-1.9123	4.91	x	x	21.8482	13.67
Mon	08/22/16	240.77929	1.14932	38	2.0769			-2.0769	4.54	x	x	22.0128	14.04
Tue	08/23/16	240.80516	1.14945	39	2.1318			-2.1318	4.41	x	x	22.0677	14.17
Wed	08/24/16	240.83103	1.14957	40	2.1867			-2.1867	4.29	x	x	22.1226	14.29
Thu	08/25/16	240.85690	1.14969	41	2.2416			-2.2416	4.17	x	x	22.1775	14.41
Fri	08/26/16	240.88277	1.14982	42	2.2965			-2.2965	4.04	x	x	22.2324	14.54
Mon	08/29/16	240.96039	1.15019	45	2.4613			-2.4613	3.67	x	x	22.3972	14.91
Tue	08/30/16	240.98626	1.15031	46	2.5163			-2.5163	3.55	x	x	22.4522	15.03
Wed	08/31/16	241.01213	1.15044	47	2.5713			-2.5713	3.42	x	x	22.5072	15.16
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	1.15056	48	2.6263			-2.6263	3.30	x	x	22.5622	15.28
Fri	09/02/16	241.02497	1.15050	49	2.6809			-2.6809	3.36	x	x	22.6168	15.22
Mon	09/05/16	240.98587	1.15031	52	2.8445			-2.8445	3.55	x	x	22.7804	15.03
Tue	09/06/16	240.97283	1.15025	53	2.8991			-2.8991	3.61	x	x	22.8350	14.97
Wed	09/07/16	240.95980	1.15019	54	2.9536			-2.9536	3.67	x	x	22.8895	14.91
Thu	09/08/16	240.94677	1.15012	55	3.0081			-3.0081	3.74	x	x	22.9440	14.84
Fri	09/09/16	240.93373	1.15006	56	3.0627			-3.0627	3.80	x	x	22.9986	14.78
Mon	09/12/16	240.89463	1.14987	59	3.2262			-3.2262	3.99	x	x	23.1621	14.59
Tue	09/13/16	240.88160	1.14981	60	3.2807			-3.2807	4.05	x	x	23.2166	14.53
Wed	09/14/16	240.86857	1.14975	61	3.3352			-3.3352	4.11	x	x	23.2711	14.47
Thu	09/15/16	240.85553	1.14969	62	3.3897			-3.3897	4.17	x	x	23.3256	14.41
Fri	09/16/16	240.84250	1.14963	63	3.4442			-3.4442	4.23	x	x	23.3801	14.35
Mon	09/19/16	240.80340	1.14944	66	3.6076			-3.6076	4.42	x	x	23.5435	14.16
Tue	09/20/16	240.79037	1.14938	67	3.6621			-3.6621	4.48	x	x	23.5980	14.10
Wed	09/21/16	240.77733	1.14931	68	3.7165			-3.7165	4.55	x	x	23.6524	14.03
Thu	09/22/16	240.76430	1.14925	69	3.7710			-3.7710	4.61	x	x	23.7069	13.97
Fri	09/23/16	240.75127	1.14919	70	3.8254			-3.8254	4.67	x	x	23.7613	13.91
Mon	09/26/16	240.71217	1.14900	73	3.9887			-3.9887	4.86	x	x	23.9246	13.72
Tue	09/27/16	240.69913	1.14894	74	4.0431			-4.0431	4.92	x	x	23.9790	13.66
Wed	09/28/16	240.68610	1.14888	75	4.0976			-4.0976	4.98	x	x	24.0335	13.60
Thu	09/29/16	240.67307	1.14882	76	4.1520			-4.1520	5.04	x	x	24.0879	13.54
Fri	09/30/16	240.66003	1.14875	77	4.2064			-4.2064	5.11	x	x	24.1423	13.47
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	1.14876	80	4.3703			-4.3703	5.10	x	x	24.3062	13.48
Tue	10/04/16	240.66694	1.14879	81	4.4250			-4.4250	5.07	x	x	24.3609	13.51
Wed	10/05/16	240.67358	1.14882	82	4.4798			-4.4798	5.04	x	x	24.4157	13.54
Thu	10/06/16	240.68023	1.14885	83	4.5345			-4.5345	5.01	x	x	24.4704	13.57
Fri	10/07/16	240.68687	1.14888	84	4.5893			-4.5893	4.98	x	x	24.5252	13.60
Mon	10/10/16	240.70681	1.14898	87	4.7536			-4.7536	4.88	x	x	24.6895	13.70
Tue	10/11/16	240.71345	1.14901	88	4.8084			-4.8084	4.85	x	x	24.7443	13.73
Wed	10/12/16	240.72010	1.14904	89	4.8631			-4.8631	4.82	x	x	24.7990	13.76
Thu	10/13/16	240.72674	1.14907	90	4.9179			-4.9179	4.79	x	x	24.8538	13.79
Fri	10/14/16	240.73339	1.14910	91	4.9727			-4.9727	4.76	x	x	24.9086	13.82
Mon	10/17/16	240.75332	1.14920	94	5.1370			-5.1370	4.66	x	x	25.0729	13.92
Tue	10/18/16	240.75997	1.14923	95	5.1918			-5.1918	4.63	x	x	25.1277	13.95
Wed	10/19/16	240.76661	1.14926	96	5.2466			-5.2466	4.60	x	x	25.1825	13.98
Thu	10/20/16	240.77326	1.14930	97	5.3015			-5.3015	4.56	x	x	25.2374	14.02
Fri	10/21/16	240.77990	1.14933	98	5.3563			-5.3563	4.53	x	x	25.2922	14.05
Mon	10/24/16	240.79984	1.14942	101	5.5207			-5.5207	4.44	x	x	25.4566	14.14
Tue	10/25/16	240.80648	1.14945	102	5.5755			-5.5755	4.41	x	x	25.5114	14.17
Wed	10/26/16	240.81313	1.14949	103	5.6303			-5.6303	4.37	x	x	25.5662	14.21
Thu	10/27/16	240.81977	1.14952	104	5.6851			-5.6851	4.34	x	x	25.6210	14.24
Fri	10/28/16	240.82642	1.14955	105	5.7399			-5.7399	4.31	x	x	25.6758	14.27
Mon	10/31/16	240.84635	1.14964	108	5.9044			-5.9044	4.22	x	x	25.8403	14.36
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	1.14968	109	5.9593			-5.9593	4.18	x	x	25.8952	14.40
Wed	11/02/16	240.87217	1.14977	110	6.0144			-6.0144	4.09	x	x	25.9503	14.49
Thu	11/03/16	240.89133	1.14986	111	6.0696			-6.0696	4.00	x	x	26.0055	14.58
Fri	11/04/16	240.91050	1.14995	112	6.1247			-6.1247	3.91	x	x	26.0606	14.67
Mon	11/07/16	240.96800	1.15022	115	6.2903			-6.2903	3.64	x	x	26.2262	14.94
Tue	11/08/16	240.98717	1.15032	116	6.3455			-6.3455	3.54	x	x	26.2814	15.04
Wed	11/09/16	241.00633	1.15041	117	6.4007			-6.4007	3.45	x	x	26.3366	15.13
Thu	11/10/16	241.02550	1.15050	118	6.4559			-6.4559	3.36	x	x	26.3918	15.22
Fri	11/11/16	241.04467	1.15059	119	6.5112			-6.5112	3.27	x	x	26.4471	15.31
Mon	11/14/16	241.10217	1.15087	122	6.6769			-6.6769	2.99	x	x	26.6128	15.59
Tue	11/15/16	241.12133	1.15096	123	6.7322			-6.7322	2.90	x	x	26.6681	15.68
Wed	11/16/16	241.14050	1.15105	124	6.7874			-6.7874	2.81	x	x	26.7233	15.77
Thu	11/17/16	241.15967	1.15114	125	6.8427			-6.8427	2.72	x	x	26.7786	15.86
Fri	11/18/16	241.17883	1.15123	126	6.8980			-6.8980	2.63	x	x	26.8339	15.95
Mon	11/21/16	241.23633	1.15151	129	7.0640			-7.0640	2.35	x	x	26.9999	16.23
Tue	11/22/16	241.25550	1.15160	130	7.1193			-7.1193	2.26	x	x	27.0552	16.32
Wed	11/23/16	241.27467	1.15169	131	7.1746			-7.1746	2.17	x	x	27.1105	16.41
Thu	11/24/16	241.29383	1.15178	132	7.2299			-7.2299	2.08	x	x	27.1658	16.50
Fri	11/25/16	241.31300	1.15187	133	7.2853			-7.2853	1.99	x	x	27.2212	16.59
Mon	11/28/16	241.37050	1.15215	136	7.4514			-7.4514	1.71	x	x	27.3873	16.87
Tue	11/29/16	241.38967	1.15224	137	7.5068			-7.5068	1.62	x	x	27.4427	16.96
Wed	11/30/16	241.40883	1.15233	138	7.5622			-7.5622	1.53	x	x	27.4981	17.05
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	1.15242	139	7.6176			-7.6176	1.44	x	x	27.5535	17.14
Fri	12/02/16	241.43771	1.15247	140	7.6727			-7.6727	1.39	x	x	27.6086	17.19
Mon	12/05/16	241.46684	1.15261	143	7.8381			-7.8381	1.25	x	x	27.7740	17.33
Tue	12/06/16	241.47655	1.15265	144	7.8931			-7.8931	1.21	x	x	27.8290	17.37
Wed	12/07/16	241.48626	1.15270	145	7.9483			-7.9483	1.16	x	x	27.8842	17.42
Thu	12/08/16	241.49597	1.15274	146	8.0034			-8.0034	1.12	x	x	27.9393	17.46
Fri	12/09/16	241.50568	1.15279	147	8.0586			-8.0586	1.07	x	x	27.9945	17.51
Mon	12/12/16	241.53481	1.15293	150	8.2240			-8.2240	0.93	x	x	28.1599	17.65
Tue	12/13/16	241.54452	1.15298	151	8.2792			-8.2792	0.88	x	x	28.2151	17.70
Wed	12/14/16	241.55423	1.15302	152	8.3343			-8.3343	0.84	x	x	28.2702	17.74
Thu	12/15/16	241.56394	1.15307	153	8.3895			-8.3895	0.79	x	x	28.3254	17.79
Fri	12/16/16	241.57365	1.15312	154	8.4447			-8.4447	0.74	x	x	28.3806	17.84
Mon	12/19/16	241.60277	1.15325	157	8.6102			-8.6102	0.61	x	x	28.5461	17.97
Tue	12/20/16	241.61248	1.15330	158	8.6654			-8.6654	0.56	x	x	28.6013	18.02
Wed	12/21/16	241.62219	1.15335	159	8.7206			-8.7206	0.51	x	x	28.6565	18.07
Thu	12/22/16	241.63190	1.15339	160	8.7758			-8.7758	0.47	x	x	28.7117	18.11
Fri	12/23/16	241.64161	1.15344	161	8.8310			-8.8310	0.42	x	x	28.7669	18.16
Mon	12/26/16	241.67074	1.15358	164	8.9967			-8.9967	0.28	x	x	28.9326	18.30
Tue	12/27/16	241.68045	1.15363	165	9.0519			-9.0519	0.23	x	x	28.9878	18.35
Wed	12/28/16	241.69016	1.15367	166	9.1071			-9.1071	0.19	x	x	29.0430	18.39
Thu	12/29/16	241.69987	1.15372	167	9.1624			-9.1624	0.14	x	x	29.0983	18.44
Fri	12/30/16	241.70958	1.15376	168	9.2175			-9.2175	0.10	x	x	29.1534	18.48
Sun	01/01/17	241.72900	1.15386

Generated 12/22/16 16:30