2.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2040

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

CUSIP Number	912810QF8	Interest 02/15/16 (184 days)	$11.6478
Dated Date	February 15, 2010	Interest 08/15/16 (182 days)	$11.8273
Ref CPI on Dated Date	216.13950	Interest Total	$23.4751
Original Issue Date	February 26, 2010	Interest 02/15/17 (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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	01/01/16	237.83800	1.10039	139	8.8323	x	x	14.6428	18.00			8.8323	0.00
Mon	01/04/16	237.78942	1.10017	142	9.0211	x	x	14.4540	18.22			9.0211	-0.22
Tue	01/05/16	237.77323	1.10009	143	9.0840	x	x	14.3911	18.30			9.0840	-0.30
Wed	01/06/16	237.75703	1.10002	144	9.1469	x	x	14.3282	18.37			9.1469	-0.37
Thu	01/07/16	237.74084	1.09994	145	9.2098	x	x	14.2653	18.45			9.2098	-0.45
Fri	01/08/16	237.72465	1.09987	146	9.2727	x	x	14.2024	18.52			9.2727	-0.52
Mon	01/11/16	237.67606	1.09964	149	9.4612	x	x	14.0139	18.75			9.4612	-0.75
Tue	01/12/16	237.65987	1.09957	150	9.5241	x	x	13.9510	18.82			9.5241	-0.82
Wed	01/13/16	237.64368	1.09949	151	9.5869	x	x	13.8882	18.90			9.5869	-0.90
Thu	01/14/16	237.62748	1.09942	152	9.6498	x	x	13.8253	18.97			9.6498	-0.97
Fri	01/15/16	237.61129	1.09934	153	9.7126	x	x	13.7625	19.05			9.7126	-1.05
Mon	01/18/16	237.56271	1.09912	156	9.9010	x	x	13.5741	19.27			9.9010	-1.27
Tue	01/19/16	237.54652	1.09904	157	9.9638	x	x	13.5113	19.35			9.9638	-1.35
Wed	01/20/16	237.53032	1.09897	158	10.0266	x	x	13.4485	19.42			10.0266	-1.42
Thu	01/21/16	237.51413	1.09889	159	10.0893	x	x	13.3858	19.50			10.0893	-1.50
Fri	01/22/16	237.49794	1.09882	160	10.1521	x	x	13.3230	19.57			10.1521	-1.57
Mon	01/25/16	237.44935	1.09859	163	10.3403	x	x	13.1348	19.80			10.3403	-1.80
Tue	01/26/16	237.43316	1.09852	164	10.4031	x	x	13.0720	19.87			10.4031	-1.87
Wed	01/27/16	237.41697	1.09844	165	10.4658	x	x	13.0093	19.95			10.4658	-1.95
Thu	01/28/16	237.40077	1.09837	166	10.5285	x	x	12.9466	20.02			10.5285	-2.02
Fri	01/29/16	237.38458	1.09829	167	10.5912	x	x	12.8839	20.10			10.5912	-2.10
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	02/01/16	237.33600	1.09807	170	10.7793	x	x	12.6958	20.32			10.7793	-2.32
Tue	02/02/16	237.30803	1.09794	171	10.8414	x	x	12.6337	20.45			10.8414	-2.45
Wed	02/03/16	237.28007	1.09781	172	10.9035	x	x	12.5716	20.58			10.9035	-2.58
Thu	02/04/16	237.25210	1.09768	173	10.9656	x	x	12.5095	20.71			10.9656	-2.71
Fri	02/05/16	237.22414	1.09755	174	11.0277	x	x	12.4474	20.84			11.0277	-2.84
Mon	02/08/16	237.14024	1.09716	177	11.2138	x	x	12.2613	21.23			11.2138	-3.23
Tue	02/09/16	237.11228	1.09703	178	11.2759	x	x	12.1992	21.36			11.2759	-3.36
Wed	02/10/16	237.08431	1.09690	179	11.3379	x	x	12.1372	21.49			11.3379	-3.49
Thu	02/11/16	237.05634	1.09677	180	11.3999	x	x	12.0752	21.62			11.3999	-3.62
Fri	02/12/16	237.02838	1.09665	181	11.4619	x	x	12.0132	21.74			11.4619	-3.74
Mon	02/15/16	236.94448	1.09626	0	0.0000		x	11.8273	22.13	x		11.6478	-4.13
Tue	02/16/16	236.91652	1.09613	1	0.0640		x	11.7633	22.26	x		11.7118	-4.26
Wed	02/17/16	236.88855	1.09600	2	0.1280		x	11.6993	22.39	x		11.7758	-4.39
Thu	02/18/16	236.86059	1.09587	3	0.1919		x	11.6354	22.52	x		11.8397	-4.52
Fri	02/19/16	236.83262	1.09574	4	0.2559		x	11.5714	22.65	x		11.9037	-4.65
Mon	02/22/16	236.74872	1.09535	7	0.4476		x	11.3797	23.04	x		12.0954	-5.04
Tue	02/23/16	236.72076	1.09522	8	0.5115		x	11.3158	23.17	x		12.1593	-5.17
Wed	02/24/16	236.69279	1.09509	9	0.5754		x	11.2519	23.30	x		12.2232	-5.30
Thu	02/25/16	236.66483	1.09496	10	0.6392		x	11.1881	23.43	x		12.2870	-5.43
Fri	02/26/16	236.63686	1.09483	11	0.7031		x	11.1242	23.56	x		12.3509	-5.56
Mon	02/29/16	236.55297	1.09445	14	0.8945		x	10.9328	23.94	x		12.5423	-5.94
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	03/01/16	236.52500	1.09432	15	0.9583		x	10.8690	24.07	x		12.6061	-6.07
Wed	03/02/16	236.53761	1.09437	16	1.0222		x	10.8051	24.02	x		12.6700	-6.02
Thu	03/03/16	236.55023	1.09443	17	1.0862		x	10.7411	23.96	x		12.7340	-5.96
Fri	03/04/16	236.56284	1.09449	18	1.1501		x	10.6772	23.90	x		12.7979	-5.90
Mon	03/07/16	236.60068	1.09467	21	1.3420		x	10.4853	23.72	x		12.9898	-5.72
Tue	03/08/16	236.61329	1.09472	22	1.4060		x	10.4213	23.67	x		13.0538	-5.67
Wed	03/09/16	236.62590	1.09478	23	1.4700		x	10.3573	23.61	x		13.1178	-5.61
Thu	03/10/16	236.63852	1.09484	24	1.5340		x	10.2933	23.55	x		13.1818	-5.55
Fri	03/11/16	236.65113	1.09490	25	1.5980		x	10.2293	23.49	x		13.2458	-5.49
Mon	03/14/16	236.68897	1.09508	28	1.7900		x	10.0373	23.31	x		13.4378	-5.31
Tue	03/15/16	236.70158	1.09513	29	1.8540		x	9.9733	23.26	x		13.5018	-5.26
Wed	03/16/16	236.71419	1.09519	30	1.9181		x	9.9092	23.20	x		13.5659	-5.20
Thu	03/17/16	236.72681	1.09525	31	1.9821		x	9.8452	23.14	x		13.6299	-5.14
Fri	03/18/16	236.73942	1.09531	32	2.0462		x	9.7811	23.08	x		13.6940	-5.08
Mon	03/21/16	236.77726	1.09548	35	2.2384		x	9.5889	22.91	x		13.8862	-4.91
Tue	03/22/16	236.78987	1.09554	36	2.3024		x	9.5249	22.85	x		13.9502	-4.85
Wed	03/23/16	236.80248	1.09560	37	2.3665		x	9.4608	22.79	x		14.0143	-4.79
Thu	03/24/16	236.81510	1.09566	38	2.4306		x	9.3967	22.73	x		14.0784	-4.73
Fri	03/25/16	236.82771	1.09572	39	2.4947		x	9.3326	22.67	x		14.1425	-4.67
Mon	03/28/16	236.86555	1.09589	42	2.6870		x	9.1403	22.50	x		14.3348	-4.50
Tue	03/29/16	236.87816	1.09595	43	2.7512		x	9.0761	22.44	x		14.3990	-4.44
Wed	03/30/16	236.89077	1.09601	44	2.8153		x	9.0120	22.38	x		14.4631	-4.38
Thu	03/31/16	236.90339	1.09607	45	2.8794		x	8.9479	22.32	x		14.5272	-4.32
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	04/01/16	236.91600	1.09613	46	2.9436		x	8.8837	22.26	x		14.5914	-4.26
Mon	04/04/16	236.93550	1.09622	49	3.1358		x	8.6915	22.17	x		14.7836	-4.17
Tue	04/05/16	236.94200	1.09625	50	3.1999		x	8.6274	22.14	x		14.8477	-4.14
Wed	04/06/16	236.94850	1.09628	51	3.2640		x	8.5633	22.11	x		14.9118	-4.11
Thu	04/07/16	236.95500	1.09631	52	3.3281		x	8.4992	22.08	x		14.9759	-4.08
Fri	04/08/16	236.96150	1.09634	53	3.3922		x	8.4351	22.05	x		15.0400	-4.05
Mon	04/11/16	236.98100	1.09643	56	3.5845		x	8.2428	21.96	x		15.2323	-3.96
Tue	04/12/16	236.98750	1.09646	57	3.6486		x	8.1787	21.93	x		15.2964	-3.93
Wed	04/13/16	236.99400	1.09649	58	3.7127		x	8.1146	21.90	x		15.3605	-3.90
Thu	04/14/16	237.00050	1.09652	59	3.7768		x	8.0505	21.87	x		15.4246	-3.87
Fri	04/15/16	237.00700	1.09655	60	3.8409		x	7.9864	21.84	x		15.4887	-3.84
Mon	04/18/16	237.02650	1.09664	63	4.0333		x	7.7940	21.75	x		15.6811	-3.75
Tue	04/19/16	237.03300	1.09667	64	4.0974		x	7.7299	21.72	x		15.7452	-3.72
Wed	04/20/16	237.03950	1.09670	65	4.1616		x	7.6657	21.69	x		15.8094	-3.69
Thu	04/21/16	237.04600	1.09673	66	4.2257		x	7.6016	21.66	x		15.8735	-3.66
Fri	04/22/16	237.05250	1.09676	67	4.2899		x	7.5374	21.63	x		15.9377	-3.63
Mon	04/25/16	237.07200	1.09685	70	4.4823		x	7.3450	21.54	x		16.1301	-3.54
Tue	04/26/16	237.07850	1.09688	71	4.5465		x	7.2808	21.51	x		16.1943	-3.51
Wed	04/27/16	237.08500	1.09691	72	4.6106		x	7.2167	21.48	x		16.2584	-3.48
Thu	04/28/16	237.09150	1.09694	73	4.6748		x	7.1525	21.45	x		16.3226	-3.45
Fri	04/29/16	237.09800	1.09697	74	4.7390		x	7.0883	21.42	x		16.3868	-3.42
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	05/02/16	237.14394	1.09718	77	4.9320		x	6.8953	21.21	x		16.5798	-3.21
Tue	05/03/16	237.17687	1.09733	78	4.9968		x	6.8305	21.06	x		16.6446	-3.06
Wed	05/04/16	237.20981	1.09748	79	5.0615		x	6.7658	20.91	x		16.7093	-2.91
Thu	05/05/16	237.24274	1.09764	80	5.1263		x	6.7010	20.75	x		16.7741	-2.75
Fri	05/06/16	237.27568	1.09779	81	5.1911		x	6.6362	20.60	x		16.8389	-2.60
Mon	05/09/16	237.37448	1.09825	84	5.3856		x	6.4417	20.14	x		17.0334	-2.14
Tue	05/10/16	237.40742	1.09840	85	5.4505		x	6.3768	19.99	x		17.0983	-1.99
Wed	05/11/16	237.44035	1.09855	86	5.5154		x	6.3119	19.84	x		17.1632	-1.84
Thu	05/12/16	237.47329	1.09870	87	5.5803		x	6.2470	19.69	x		17.2281	-1.69
Fri	05/13/16	237.50623	1.09886	88	5.6452		x	6.1821	19.53	x		17.2930	-1.53
Mon	05/16/16	237.60503	1.09931	91	5.8401		x	5.9872	19.08	x		17.4879	-1.08
Tue	05/17/16	237.63797	1.09947	92	5.9051		x	5.9222	18.92	x		17.5529	-0.92
Wed	05/18/16	237.67090	1.09962	93	5.9701		x	5.8572	18.77	x		17.6179	-0.77
Thu	05/19/16	237.70384	1.09977	94	6.0351		x	5.7922	18.62	x		17.6829	-0.62
Fri	05/20/16	237.73677	1.09992	95	6.1002		x	5.7271	18.47	x		17.7480	-0.47
Mon	05/23/16	237.83558	1.10038	98	6.2954		x	5.5319	18.01	x		17.9432	-0.01
Tue	05/24/16	237.86852	1.10053	99	6.3605		x	5.4668	17.86	x		18.0083	0.14
Wed	05/25/16	237.90145	1.10068	100	6.4257		x	5.4016	17.71	x		18.0735	0.29
Thu	05/26/16	237.93439	1.10084	101	6.4909		x	5.3364	17.55	x		18.1387	0.45
Fri	05/27/16	237.96732	1.10099	102	6.5560		x	5.2713	17.40	x		18.2038	0.60
Mon	05/30/16	238.06613	1.10145	105	6.7517		x	5.0756	16.94	x		18.3995	1.06
Tue	05/31/16	238.09906	1.10160	106	6.8169		x	5.0104	16.79	x		18.4647	1.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	06/01/16	238.13200	1.10175	107	6.8822		x	4.9451	16.64	x		18.5300	1.36
Thu	06/02/16	238.16963	1.10193	108	6.9476		x	4.8797	16.46	x		18.5954	1.54
Fri	06/03/16	238.20727	1.10210	109	7.0130		x	4.8143	16.29	x		18.6608	1.71
Mon	06/06/16	238.32017	1.10262	112	7.2094		x	4.6179	15.77	x		18.8572	2.23
Tue	06/07/16	238.35780	1.10280	113	7.2750		x	4.5523	15.59	x		18.9228	2.41
Wed	06/08/16	238.39543	1.10297	114	7.3405		x	4.4868	15.42	x		18.9883	2.58
Thu	06/09/16	238.43307	1.10314	115	7.4060		x	4.4213	15.25	x		19.0538	2.75
Fri	06/10/16	238.47070	1.10332	116	7.4717		x	4.3556	15.07	x		19.1195	2.93
Mon	06/13/16	238.58360	1.10384	119	7.6685		x	4.1588	14.55	x		19.3163	3.45
Tue	06/14/16	238.62123	1.10401	120	7.7341		x	4.0932	14.38	x		19.3819	3.62
Wed	06/15/16	238.65887	1.10419	121	7.7999		x	4.0274	14.20	x		19.4477	3.80
Thu	06/16/16	238.69650	1.10436	122	7.8655		x	3.9618	14.03	x		19.5133	3.97
Fri	06/17/16	238.73413	1.10454	123	7.9313		x	3.8960	13.85	x		19.5791	4.15
Mon	06/20/16	238.84703	1.10506	126	8.1286		x	3.6987	13.33	x		19.7764	4.67
Tue	06/21/16	238.88467	1.10523	127	8.1943		x	3.6330	13.16	x		19.8421	4.84
Wed	06/22/16	238.92230	1.10541	128	8.2602		x	3.5671	12.98	x		19.9080	5.02
Thu	06/23/16	238.95993	1.10558	129	8.3260		x	3.5013	12.81	x		19.9738	5.19
Fri	06/24/16	238.99757	1.10576	130	8.3919		x	3.4354	12.63	x		20.0397	5.37
Mon	06/27/16	239.11047	1.10628	133	8.5896		x	3.2377	12.11	x		20.2374	5.89
Tue	06/28/16	239.14810	1.10645	134	8.6555		x	3.1718	11.94	x		20.3033	6.06
Wed	06/29/16	239.18573	1.10663	135	8.7216		x	3.1057	11.76	x		20.3694	6.24
Thu	06/30/16	239.22337	1.10680	136	8.7875		x	3.0398	11.59	x		20.4353	6.41
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	07/01/16	239.26100	1.10697	137	8.8535		x	2.9738	11.42	x		20.5013	6.58
Mon	07/04/16	239.35535	1.10741	140	9.0509		x	2.7764	10.98	x		20.6987	7.02
Tue	07/05/16	239.38681	1.10756	141	9.1168		x	2.7105	10.83	x		20.7646	7.17
Wed	07/06/16	239.41826	1.10770	142	9.1827		x	2.6446	10.69	x		20.8305	7.31
Thu	07/07/16	239.44971	1.10785	143	9.2486		x	2.5787	10.54	x		20.8964	7.46
Fri	07/08/16	239.48116	1.10799	144	9.3144		x	2.5129	10.40	x		20.9622	7.60
Mon	07/11/16	239.57552	1.10843	147	9.5122		x	2.3151	9.96	x		21.1600	8.04
Tue	07/12/16	239.60697	1.10858	148	9.5783		x	2.2490	9.81	x		21.2261	8.19
Wed	07/13/16	239.63842	1.10872	149	9.6442		x	2.1831	9.67	x		21.2920	8.33
Thu	07/14/16	239.66987	1.10887	150	9.7102		x	2.1171	9.52	x		21.3580	8.48
Fri	07/15/16	239.70132	1.10901	151	9.7762		x	2.0511	9.38	x		21.4240	8.62
Mon	07/18/16	239.79568	1.10945	154	9.9744		x	1.8529	8.94	x		21.6222	9.06
Tue	07/19/16	239.82713	1.10959	155	10.0404		x	1.7869	8.80	x		21.6882	9.20
Wed	07/20/16	239.85858	1.10974	156	10.1066		x	1.7207	8.65	x		21.7544	9.35
Thu	07/21/16	239.89003	1.10989	157	10.1727		x	1.6546	8.50	x		21.8205	9.50
Fri	07/22/16	239.92148	1.11003	158	10.2388		x	1.5885	8.36	x		21.8866	9.64
Mon	07/25/16	240.01584	1.11047	161	10.4374		x	1.3899	7.92	x		22.0852	10.08
Tue	07/26/16	240.04729	1.11061	162	10.5035		x	1.3238	7.78	x		22.1513	10.22
Wed	07/27/16	240.07874	1.11076	163	10.5698		x	1.2575	7.63	x		22.2176	10.37
Thu	07/28/16	240.11019	1.11090	164	10.6360		x	1.1913	7.49	x		22.2838	10.51
Fri	07/29/16	240.14165	1.11105	165	10.7023		x	1.1250	7.34	x		22.3501	10.66
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	08/01/16	240.23600	1.11149	168	10.9012		x	0.9261	6.90	x		22.5490	11.10
Tue	08/02/16	240.26187	1.11161	169	10.9672		x	0.8601	6.78	x		22.6150	11.22
Wed	08/03/16	240.28774	1.11173	170	11.0333		x	0.7940	6.66	x		22.6811	11.34
Thu	08/04/16	240.31361	1.11184	171	11.0993		x	0.7280	6.55	x		22.7471	11.45
Fri	08/05/16	240.33948	1.11196	172	11.1654		x	0.6619	6.43	x		22.8132	11.57
Mon	08/08/16	240.41710	1.11232	175	11.3638		x	0.4635	6.07	x		23.0116	11.93
Tue	08/09/16	240.44297	1.11244	176	11.4300		x	0.3973	5.95	x		23.0778	12.05
Wed	08/10/16	240.46884	1.11256	177	11.4962		x	0.3311	5.83	x		23.1440	12.17
Thu	08/11/16	240.49471	1.11268	178	11.5624		x	0.2649	5.71	x		23.2102	12.29
Fri	08/12/16	240.52058	1.11280	179	11.6286		x	0.1987	5.59	x		23.2764	12.41
Mon	08/15/16	240.59819	1.11316	0	0.0000			0.0000	5.23	x	x	23.4751	12.77
Tue	08/16/16	240.62406	1.11328	1	0.0643			-0.0643	5.11	x	x	23.5394	12.89
Wed	08/17/16	240.64994	1.11340	2	0.1286			-0.1286	4.99	x	x	23.6037	13.01
Thu	08/18/16	240.67581	1.11352	3	0.1929			-0.1929	4.87	x	x	23.6680	13.13
Fri	08/19/16	240.70168	1.11364	4	0.2572			-0.2572	4.75	x	x	23.7323	13.25
Mon	08/22/16	240.77929	1.11400	7	0.4503			-0.4503	4.39	x	x	23.9254	13.61
Tue	08/23/16	240.80516	1.11412	8	0.5147			-0.5147	4.27	x	x	23.9898	13.73
Wed	08/24/16	240.83103	1.11424	9	0.5791			-0.5791	4.15	x	x	24.0542	13.85
Thu	08/25/16	240.85690	1.11436	10	0.6435			-0.6435	4.03	x	x	24.1186	13.97
Fri	08/26/16	240.88277	1.11448	11	0.7079			-0.7079	3.91	x	x	24.1830	14.09
Mon	08/29/16	240.96039	1.11484	14	0.9013			-0.9013	3.55	x	x	24.3764	14.45
Tue	08/30/16	240.98626	1.11496	15	0.9657			-0.9657	3.43	x	x	24.4408	14.57
Wed	08/31/16	241.01213	1.11508	16	1.0302			-1.0302	3.31	x	x	24.5053	14.69
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	09/01/16	241.03800	1.11520	17	1.0947			-1.0947	3.19	x	x	24.5698	14.81
Fri	09/02/16	241.02497	1.11514	18	1.1591			-1.1591	3.25	x	x	24.6342	14.75
Mon	09/05/16	240.98587	1.11496	21	1.3520			-1.3520	3.43	x	x	24.8271	14.57
Tue	09/06/16	240.97283	1.11489	22	1.4163			-1.4163	3.50	x	x	24.8914	14.50
Wed	09/07/16	240.95980	1.11483	23	1.4806			-1.4806	3.56	x	x	24.9557	14.44
Thu	09/08/16	240.94677	1.11477	24	1.5449			-1.5449	3.62	x	x	25.0200	14.38
Fri	09/09/16	240.93373	1.11471	25	1.6092			-1.6092	3.68	x	x	25.0843	14.32
Mon	09/12/16	240.89463	1.11453	28	1.8020			-1.8020	3.86	x	x	25.2771	14.14
Tue	09/13/16	240.88160	1.11447	29	1.8663			-1.8663	3.92	x	x	25.3414	14.08
Wed	09/14/16	240.86857	1.11441	30	1.9305			-1.9305	3.98	x	x	25.4056	14.02
Thu	09/15/16	240.85553	1.11435	31	1.9948			-1.9948	4.04	x	x	25.4699	13.96
Fri	09/16/16	240.84250	1.11429	32	2.0590			-2.0590	4.10	x	x	25.5341	13.90
Mon	09/19/16	240.80340	1.11411	35	2.2517			-2.2517	4.28	x	x	25.7268	13.72
Tue	09/20/16	240.79037	1.11405	36	2.3159			-2.3159	4.34	x	x	25.7910	13.66
Wed	09/21/16	240.77733	1.11399	37	2.3801			-2.3801	4.40	x	x	25.8552	13.60
Thu	09/22/16	240.76430	1.11393	38	2.4443			-2.4443	4.46	x	x	25.9194	13.54
Fri	09/23/16	240.75127	1.11387	39	2.5085			-2.5085	4.52	x	x	25.9836	13.48
Mon	09/26/16	240.71217	1.11369	42	2.7010			-2.7010	4.70	x	x	26.1761	13.30
Tue	09/27/16	240.69913	1.11363	43	2.7652			-2.7652	4.76	x	x	26.2403	13.24
Wed	09/28/16	240.68610	1.11357	44	2.8293			-2.8293	4.82	x	x	26.3044	13.18
Thu	09/29/16	240.67307	1.11351	45	2.8935			-2.8935	4.88	x	x	26.3686	13.12
Fri	09/30/16	240.66003	1.11345	46	2.9576			-2.9576	4.94	x	x	26.4327	13.06
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	10/03/16	240.66029	1.11345	49	3.1505			-3.1505	4.94	x	x	26.6256	13.06
Tue	10/04/16	240.66694	1.11348	50	3.2149			-3.2149	4.91	x	x	26.6900	13.09
Wed	10/05/16	240.67358	1.11351	51	3.2793			-3.2793	4.88	x	x	26.7544	13.12
Thu	10/06/16	240.68023	1.11354	52	3.3436			-3.3436	4.85	x	x	26.8187	13.15
Fri	10/07/16	240.68687	1.11357	53	3.4080			-3.4080	4.82	x	x	26.8831	13.18
Mon	10/10/16	240.70681	1.11366	56	3.6012			-3.6012	4.73	x	x	27.0763	13.27
Tue	10/11/16	240.71345	1.11369	57	3.6656			-3.6656	4.70	x	x	27.1407	13.30
Wed	10/12/16	240.72010	1.11373	58	3.7301			-3.7301	4.66	x	x	27.2052	13.34
Thu	10/13/16	240.72674	1.11376	59	3.7945			-3.7945	4.63	x	x	27.2696	13.37
Fri	10/14/16	240.73339	1.11379	60	3.8589			-3.8589	4.60	x	x	27.3340	13.40
Mon	10/17/16	240.75332	1.11388	63	4.0522			-4.0522	4.51	x	x	27.5273	13.49
Tue	10/18/16	240.75997	1.11391	64	4.1166			-4.1166	4.48	x	x	27.5917	13.52
Wed	10/19/16	240.76661	1.11394	65	4.1811			-4.1811	4.45	x	x	27.6562	13.55
Thu	10/20/16	240.77326	1.11397	66	4.2455			-4.2455	4.42	x	x	27.7206	13.58
Fri	10/21/16	240.77990	1.11400	67	4.3099			-4.3099	4.39	x	x	27.7850	13.61
Mon	10/24/16	240.79984	1.11409	70	4.5033			-4.5033	4.30	x	x	27.9784	13.70
Tue	10/25/16	240.80648	1.11413	71	4.5678			-4.5678	4.26	x	x	28.0429	13.74
Wed	10/26/16	240.81313	1.11416	72	4.6322			-4.6322	4.23	x	x	28.1073	13.77
Thu	10/27/16	240.81977	1.11419	73	4.6967			-4.6967	4.20	x	x	28.1718	13.80
Fri	10/28/16	240.82642	1.11422	74	4.7612			-4.7612	4.17	x	x	28.2363	13.83
Mon	10/31/16	240.84635	1.11431	77	4.9546			-4.9546	4.08	x	x	28.4297	13.92
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	11/01/16	240.85300	1.11434	78	5.0191			-5.0191	4.05	x	x	28.4942	13.95
Wed	11/02/16	240.87217	1.11443	79	5.0838			-5.0838	3.96	x	x	28.5589	14.04
Thu	11/03/16	240.89133	1.11452	80	5.1486			-5.1486	3.87	x	x	28.6237	14.13
Fri	11/04/16	240.91050	1.11461	81	5.2134			-5.2134	3.78	x	x	28.6885	14.22
Mon	11/07/16	240.96800	1.11487	84	5.4077			-5.4077	3.52	x	x	28.8828	14.48
Tue	11/08/16	240.98717	1.11496	85	5.4725			-5.4725	3.43	x	x	28.9476	14.57
Wed	11/09/16	241.00633	1.11505	86	5.5374			-5.5374	3.34	x	x	29.0125	14.66
Thu	11/10/16	241.02550	1.11514	87	5.6022			-5.6022	3.25	x	x	29.0773	14.75
Fri	11/11/16	241.04467	1.11523	88	5.6671			-5.6671	3.16	x	x	29.1422	14.84
Mon	11/14/16	241.10217	1.11549	91	5.8616			-5.8616	2.90	x	x	29.3367	15.10
Tue	11/15/16	241.12133	1.11558	92	5.9265			-5.9265	2.81	x	x	29.4016	15.19
Wed	11/16/16	241.14050	1.11567	93	5.9914			-5.9914	2.72	x	x	29.4665	15.28
Thu	11/17/16	241.15967	1.11576	94	6.0563			-6.0563	2.63	x	x	29.5314	15.37
Fri	11/18/16	241.17883	1.11585	95	6.1213			-6.1213	2.54	x	x	29.5964	15.46
Mon	11/21/16	241.23633	1.11611	98	6.3160			-6.3160	2.28	x	x	29.7911	15.72
Tue	11/22/16	241.25550	1.11620	99	6.3810			-6.3810	2.19	x	x	29.8561	15.81
Wed	11/23/16	241.27467	1.11629	100	6.4460			-6.4460	2.10	x	x	29.9211	15.90
Thu	11/24/16	241.29383	1.11638	101	6.5110			-6.5110	2.01	x	x	29.9861	15.99
Fri	11/25/16	241.31300	1.11647	102	6.5759			-6.5759	1.92	x	x	30.0510	16.08
Mon	11/28/16	241.37050	1.11673	105	6.7709			-6.7709	1.66	x	x	30.2460	16.34
Tue	11/29/16	241.38967	1.11682	106	6.8360			-6.8360	1.57	x	x	30.3111	16.43
Wed	11/30/16	241.40883	1.11691	107	6.9010			-6.9010	1.48	x	x	30.3761	16.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	12/01/16	241.42800	1.11700	108	6.9661			-6.9661	1.39	x	x	30.4412	16.61
Fri	12/02/16	241.43771	1.11705	109	7.0309			-7.0309	1.34	x	x	30.5060	16.66
Mon	12/05/16	241.46684	1.11718	112	7.2252			-7.2252	1.21	x	x	30.7003	16.79
Tue	12/06/16	241.47655	1.11723	113	7.2901			-7.2901	1.16	x	x	30.7652	16.84
Wed	12/07/16	241.48626	1.11727	114	7.3549			-7.3549	1.12	x	x	30.8300	16.88
Thu	12/08/16	241.49597	1.11732	115	7.4197			-7.4197	1.07	x	x	30.8948	16.93
Fri	12/09/16	241.50568	1.11736	116	7.4845			-7.4845	1.03	x	x	30.9596	16.97
Mon	12/12/16	241.53481	1.11749	119	7.6789			-7.6789	0.90	x	x	31.1540	17.10
Tue	12/13/16	241.54452	1.11754	120	7.7438			-7.7438	0.85	x	x	31.2189	17.15
Wed	12/14/16	241.55423	1.11758	121	7.8086			-7.8086	0.81	x	x	31.2837	17.19
Thu	12/15/16	241.56394	1.11763	122	7.8735			-7.8735	0.76	x	x	31.3486	17.24
Fri	12/16/16	241.57365	1.11767	123	7.9383			-7.9383	0.72	x	x	31.4134	17.28
Mon	12/19/16	241.60277	1.11781	126	8.1330			-8.1330	0.58	x	x	31.6081	17.42
Tue	12/20/16	241.61248	1.11785	127	8.1978			-8.1978	0.54	x	x	31.6729	17.46
Wed	12/21/16	241.62219	1.11790	128	8.2627			-8.2627	0.49	x	x	31.7378	17.51
Thu	12/22/16	241.63190	1.11794	129	8.3276			-8.3276	0.45	x	x	31.8027	17.55
Fri	12/23/16	241.64161	1.11799	130	8.3925			-8.3925	0.40	x	x	31.8676	17.60
Mon	12/26/16	241.67074	1.11812	133	8.5872			-8.5872	0.27	x	x	32.0623	17.73
Tue	12/27/16	241.68045	1.11817	134	8.6521			-8.6521	0.22	x	x	32.1272	17.78
Wed	12/28/16	241.69016	1.11821	135	8.7170			-8.7170	0.18	x	x	32.1921	17.82
Thu	12/29/16	241.69987	1.11826	136	8.7820			-8.7820	0.13	x	x	32.2571	17.87
Fri	12/30/16	241.70958	1.11830	137	8.8469			-8.8469	0.09	x	x	32.3220	17.91
Sun	01/01/17	241.72900	1.11839

Generated 12/22/16 16:30