1.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2021

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

CUSIP Number	912828PP9	Interest 01/15/16 (184 days)	$6.1099
Dated Date	January 15, 2011	Interest 07/15/16 (182 days)	$6.1637
Ref CPI on Dated Date	218.75255	Interest Total	$12.2736
Original Issue Date	January 31, 2011	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	1.08725	170	5.6505	x	x	6.6231	17.78			5.6505	0.00
Mon	01/04/16	237.78942	1.08702	173	5.7489	x	x	6.5247	18.01			5.7489	-0.23
Tue	01/05/16	237.77323	1.08695	174	5.7818	x	x	6.4918	18.08			5.7818	-0.30
Wed	01/06/16	237.75703	1.08688	175	5.8147	x	x	6.4589	18.15			5.8147	-0.37
Thu	01/07/16	237.74084	1.08680	176	5.8475	x	x	6.4261	18.23			5.8475	-0.45
Fri	01/08/16	237.72465	1.08673	177	5.8803	x	x	6.3933	18.30			5.8803	-0.52
Mon	01/11/16	237.67606	1.08651	180	5.9788	x	x	6.2948	18.52			5.9788	-0.74
Tue	01/12/16	237.65987	1.08643	181	6.0115	x	x	6.2621	18.60			6.0115	-0.82
Wed	01/13/16	237.64368	1.08636	182	6.0444	x	x	6.2292	18.67			6.0444	-0.89
Thu	01/14/16	237.62748	1.08628	183	6.0771	x	x	6.1965	18.75			6.0771	-0.97
Fri	01/15/16	237.61129	1.08621	0	0.0000		x	6.1637	18.82	x		6.1099	-1.04
Mon	01/18/16	237.56271	1.08599	3	0.1007		x	6.0630	19.04	x		6.2106	-1.26
Tue	01/19/16	237.54652	1.08591	4	0.1342		x	6.0295	19.12	x		6.2441	-1.34
Wed	01/20/16	237.53032	1.08584	5	0.1678		x	5.9959	19.19	x		6.2777	-1.41
Thu	01/21/16	237.51413	1.08577	6	0.2013		x	5.9624	19.26	x		6.3112	-1.48
Fri	01/22/16	237.49794	1.08569	7	0.2349		x	5.9288	19.34	x		6.3448	-1.56
Mon	01/25/16	237.44935	1.08547	10	0.3355		x	5.8282	19.56	x		6.4454	-1.78
Tue	01/26/16	237.43316	1.08540	11	0.3690		x	5.7947	19.63	x		6.4789	-1.85
Wed	01/27/16	237.41697	1.08532	12	0.4025		x	5.7612	19.71	x		6.5124	-1.93
Thu	01/28/16	237.40077	1.08525	13	0.4360		x	5.7277	19.78	x		6.5459	-2.00
Fri	01/29/16	237.38458	1.08517	14	0.4695		x	5.6942	19.86	x		6.5794	-2.08
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	1.08495	17	0.5700		x	5.5937	20.08	x		6.6799	-2.30
Tue	02/02/16	237.30803	1.08482	18	0.6035		x	5.5602	20.21	x		6.7134	-2.43
Wed	02/03/16	237.28007	1.08470	19	0.6370		x	5.5267	20.33	x		6.7469	-2.55
Thu	02/04/16	237.25210	1.08457	20	0.6704		x	5.4933	20.46	x		6.7803	-2.68
Fri	02/05/16	237.22414	1.08444	21	0.7038		x	5.4599	20.59	x		6.8137	-2.81
Mon	02/08/16	237.14024	1.08406	24	0.8041		x	5.3596	20.97	x		6.9140	-3.19
Tue	02/09/16	237.11228	1.08393	25	0.8375		x	5.3262	21.10	x		6.9474	-3.32
Wed	02/10/16	237.08431	1.08380	26	0.8709		x	5.2928	21.23	x		6.9808	-3.45
Thu	02/11/16	237.05634	1.08367	27	0.9043		x	5.2594	21.36	x		7.0142	-3.58
Fri	02/12/16	237.02838	1.08355	28	0.9377		x	5.2260	21.48	x		7.0476	-3.70
Mon	02/15/16	236.94448	1.08316	31	1.0378		x	5.1259	21.87	x		7.1477	-4.09
Tue	02/16/16	236.91652	1.08303	32	1.0711		x	5.0926	22.00	x		7.1810	-4.22
Wed	02/17/16	236.88855	1.08291	33	1.1045		x	5.0592	22.12	x		7.2144	-4.34
Thu	02/18/16	236.86059	1.08278	34	1.1378		x	5.0259	22.25	x		7.2477	-4.47
Fri	02/19/16	236.83262	1.08265	35	1.1711		x	4.9926	22.38	x		7.2810	-4.60
Mon	02/22/16	236.74872	1.08227	38	1.2711		x	4.8926	22.76	x		7.3810	-4.98
Tue	02/23/16	236.72076	1.08214	39	1.3044		x	4.8593	22.89	x		7.4143	-5.11
Wed	02/24/16	236.69279	1.08201	40	1.3376		x	4.8261	23.02	x		7.4475	-5.24
Thu	02/25/16	236.66483	1.08188	41	1.3709		x	4.7928	23.15	x		7.4808	-5.37
Fri	02/26/16	236.63686	1.08176	42	1.4042		x	4.7595	23.27	x		7.5141	-5.49
Mon	02/29/16	236.55297	1.08137	45	1.5040		x	4.6597	23.66	x		7.6139	-5.88
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	1.08124	46	1.5372		x	4.6265	23.79	x		7.6471	-6.01
Wed	03/02/16	236.53761	1.08130	47	1.5707		x	4.5930	23.73	x		7.6806	-5.95
Thu	03/03/16	236.55023	1.08136	48	1.6042		x	4.5595	23.67	x		7.7141	-5.89
Fri	03/04/16	236.56284	1.08142	49	1.6377		x	4.5260	23.61	x		7.7476	-5.83
Mon	03/07/16	236.60068	1.08159	52	1.7383		x	4.4254	23.44	x		7.8482	-5.66
Tue	03/08/16	236.61329	1.08165	53	1.7718		x	4.3919	23.38	x		7.8817	-5.60
Wed	03/09/16	236.62590	1.08171	54	1.8053		x	4.3584	23.32	x		7.9152	-5.54
Thu	03/10/16	236.63852	1.08176	55	1.8388		x	4.3249	23.27	x		7.9487	-5.49
Fri	03/11/16	236.65113	1.08182	56	1.8724		x	4.2913	23.21	x		7.9823	-5.43
Mon	03/14/16	236.68897	1.08199	59	1.9730		x	4.1907	23.04	x		8.0829	-5.26
Tue	03/15/16	236.70158	1.08205	60	2.0065		x	4.1572	22.98	x		8.1164	-5.20
Wed	03/16/16	236.71419	1.08211	61	2.0401		x	4.1236	22.92	x		8.1500	-5.14
Thu	03/17/16	236.72681	1.08217	62	2.0737		x	4.0900	22.86	x		8.1836	-5.08
Fri	03/18/16	236.73942	1.08222	63	2.1072		x	4.0565	22.81	x		8.2171	-5.03
Mon	03/21/16	236.77726	1.08240	66	2.2079		x	3.9558	22.63	x		8.3178	-4.85
Tue	03/22/16	236.78987	1.08246	67	2.2415		x	3.9222	22.57	x		8.3514	-4.79
Wed	03/23/16	236.80248	1.08251	68	2.2751		x	3.8886	22.52	x		8.3850	-4.74
Thu	03/24/16	236.81510	1.08257	69	2.3086		x	3.8551	22.46	x		8.4185	-4.68
Fri	03/25/16	236.82771	1.08263	70	2.3422		x	3.8215	22.40	x		8.4521	-4.62
Mon	03/28/16	236.86555	1.08280	73	2.4430		x	3.7207	22.23	x		8.5529	-4.45
Tue	03/29/16	236.87816	1.08286	74	2.4766		x	3.6871	22.17	x		8.5865	-4.39
Wed	03/30/16	236.89077	1.08292	75	2.5102		x	3.6535	22.11	x		8.6201	-4.33
Thu	03/31/16	236.90339	1.08297	76	2.5438		x	3.6199	22.06	x		8.6537	-4.28
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	1.08303	77	2.5774		x	3.5863	22.00	x		8.6873	-4.22
Mon	04/04/16	236.93550	1.08312	80	2.6780		x	3.4857	21.91	x		8.7879	-4.13
Tue	04/05/16	236.94200	1.08315	81	2.7116		x	3.4521	21.88	x		8.8215	-4.10
Wed	04/06/16	236.94850	1.08318	82	2.7451		x	3.4186	21.85	x		8.8550	-4.07
Thu	04/07/16	236.95500	1.08321	83	2.7787		x	3.3850	21.82	x		8.8886	-4.04
Fri	04/08/16	236.96150	1.08324	84	2.8123		x	3.3514	21.79	x		8.9222	-4.01
Mon	04/11/16	236.98100	1.08333	87	2.9129		x	3.2508	21.70	x		9.0228	-3.92
Tue	04/12/16	236.98750	1.08336	88	2.9465		x	3.2172	21.67	x		9.0564	-3.89
Wed	04/13/16	236.99400	1.08339	89	2.9801		x	3.1836	21.64	x		9.0900	-3.86
Thu	04/14/16	237.00050	1.08342	90	3.0136		x	3.1501	21.61	x		9.1235	-3.83
Fri	04/15/16	237.00700	1.08345	91	3.0472		x	3.1165	21.58	x		9.1571	-3.80
Mon	04/18/16	237.02650	1.08354	94	3.1479		x	3.0158	21.49	x		9.2578	-3.71
Tue	04/19/16	237.03300	1.08357	95	3.1815		x	2.9822	21.46	x		9.2914	-3.68
Wed	04/20/16	237.03950	1.08360	96	3.2151		x	2.9486	21.43	x		9.3250	-3.65
Thu	04/21/16	237.04600	1.08363	97	3.2487		x	2.9150	21.40	x		9.3586	-3.62
Fri	04/22/16	237.05250	1.08366	98	3.2822		x	2.8815	21.37	x		9.3921	-3.59
Mon	04/25/16	237.07200	1.08375	101	3.3830		x	2.7807	21.28	x		9.4929	-3.50
Tue	04/26/16	237.07850	1.08377	102	3.4166		x	2.7471	21.26	x		9.5265	-3.48
Wed	04/27/16	237.08500	1.08380	103	3.4501		x	2.7136	21.23	x		9.5600	-3.45
Thu	04/28/16	237.09150	1.08383	104	3.4837		x	2.6800	21.20	x		9.5936	-3.42
Fri	04/29/16	237.09800	1.08386	105	3.5173		x	2.6464	21.17	x		9.6272	-3.39
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	1.08407	108	3.6185		x	2.5452	20.96	x		9.7284	-3.18
Tue	05/03/16	237.17687	1.08422	109	3.6525		x	2.5112	20.81	x		9.7624	-3.03
Wed	05/04/16	237.20981	1.08438	110	3.6866		x	2.4771	20.65	x		9.7965	-2.87
Thu	05/05/16	237.24274	1.08453	111	3.7206		x	2.4431	20.50	x		9.8305	-2.72
Fri	05/06/16	237.27568	1.08468	112	3.7547		x	2.4090	20.35	x		9.8646	-2.57
Mon	05/09/16	237.37448	1.08513	115	3.8568		x	2.3069	19.90	x		9.9667	-2.12
Tue	05/10/16	237.40742	1.08528	116	3.8909		x	2.2728	19.75	x		10.0008	-1.97
Wed	05/11/16	237.44035	1.08543	117	3.9250		x	2.2387	19.60	x		10.0349	-1.82
Thu	05/12/16	237.47329	1.08558	118	3.9591		x	2.2046	19.45	x		10.0690	-1.67
Fri	05/13/16	237.50623	1.08573	119	3.9932		x	2.1705	19.30	x		10.1031	-1.52
Mon	05/16/16	237.60503	1.08618	122	4.0956		x	2.0681	18.85	x		10.2055	-1.07
Tue	05/17/16	237.63797	1.08633	123	4.1297		x	2.0340	18.70	x		10.2396	-0.92
Wed	05/18/16	237.67090	1.08648	124	4.1638		x	1.9999	18.55	x		10.2737	-0.77
Thu	05/19/16	237.70384	1.08663	125	4.1980		x	1.9657	18.40	x		10.3079	-0.62
Fri	05/20/16	237.73677	1.08678	126	4.2322		x	1.9315	18.25	x		10.3421	-0.47
Mon	05/23/16	237.83558	1.08724	129	4.3348		x	1.8289	17.79	x		10.4447	-0.01
Tue	05/24/16	237.86852	1.08739	130	4.3690		x	1.7947	17.64	x		10.4789	0.14
Wed	05/25/16	237.90145	1.08754	131	4.4032		x	1.7605	17.49	x		10.5131	0.29
Thu	05/26/16	237.93439	1.08769	132	4.4374		x	1.7263	17.34	x		10.5473	0.44
Fri	05/27/16	237.96732	1.08784	133	4.4716		x	1.6921	17.19	x		10.5815	0.59
Mon	05/30/16	238.06613	1.08829	136	4.5744		x	1.5893	16.74	x		10.6843	1.04
Tue	05/31/16	238.09906	1.08844	137	4.6087		x	1.5550	16.59	x		10.7186	1.19
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	1.08859	138	4.6430		x	1.5207	16.44	x		10.7529	1.34
Thu	06/02/16	238.16963	1.08876	139	4.6773		x	1.4864	16.27	x		10.7872	1.51
Fri	06/03/16	238.20727	1.08893	140	4.7117		x	1.4520	16.10	x		10.8216	1.68
Mon	06/06/16	238.32017	1.08945	143	4.8150		x	1.3487	15.58	x		10.9249	2.20
Tue	06/07/16	238.35780	1.08962	144	4.8494		x	1.3143	15.41	x		10.9593	2.37
Wed	06/08/16	238.39543	1.08979	145	4.8838		x	1.2799	15.24	x		10.9937	2.54
Thu	06/09/16	238.43307	1.08997	146	4.9183		x	1.2454	15.06	x		11.0282	2.72
Fri	06/10/16	238.47070	1.09014	147	4.9528		x	1.2109	14.89	x		11.0627	2.89
Mon	06/13/16	238.58360	1.09066	150	5.0563		x	1.1074	14.37	x		11.1662	3.41
Tue	06/14/16	238.62123	1.09083	151	5.0908		x	1.0729	14.20	x		11.2007	3.58
Wed	06/15/16	238.65887	1.09100	152	5.1253		x	1.0384	14.03	x		11.2352	3.75
Thu	06/16/16	238.69650	1.09117	153	5.1598		x	1.0039	13.86	x		11.2697	3.92
Fri	06/17/16	238.73413	1.09134	154	5.1944		x	0.9693	13.69	x		11.3043	4.09
Mon	06/20/16	238.84703	1.09186	157	5.2981		x	0.8656	13.17	x		11.4080	4.61
Tue	06/21/16	238.88467	1.09203	158	5.3326		x	0.8311	13.00	x		11.4425	4.78
Wed	06/22/16	238.92230	1.09220	159	5.3672		x	0.7965	12.83	x		11.4771	4.95
Thu	06/23/16	238.95993	1.09238	160	5.4019		x	0.7618	12.65	x		11.5118	5.13
Fri	06/24/16	238.99757	1.09255	161	5.4365		x	0.7272	12.48	x		11.5464	5.30
Mon	06/27/16	239.11047	1.09306	164	5.5404		x	0.6233	11.97	x		11.6503	5.81
Tue	06/28/16	239.14810	1.09324	165	5.5751		x	0.5886	11.79	x		11.6850	5.99
Wed	06/29/16	239.18573	1.09341	166	5.6097		x	0.5540	11.62	x		11.7196	6.16
Thu	06/30/16	239.22337	1.09358	167	5.6444		x	0.5193	11.45	x		11.7543	6.33
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	1.09375	168	5.6791		x	0.4846	11.28	x		11.7890	6.50
Mon	07/04/16	239.35535	1.09418	171	5.7828		x	0.3809	10.85	x		11.8927	6.93
Tue	07/05/16	239.38681	1.09433	172	5.8174		x	0.3463	10.70	x		11.9273	7.08
Wed	07/06/16	239.41826	1.09447	173	5.8520		x	0.3117	10.56	x		11.9619	7.22
Thu	07/07/16	239.44971	1.09461	174	5.8865		x	0.2772	10.42	x		11.9964	7.36
Fri	07/08/16	239.48116	1.09476	175	5.9212		x	0.2425	10.27	x		12.0311	7.51
Mon	07/11/16	239.57552	1.09519	178	6.0250		x	0.1387	9.84	x		12.1349	7.94
Tue	07/12/16	239.60697	1.09533	179	6.0597		x	0.1040	9.70	x		12.1696	8.08
Wed	07/13/16	239.63842	1.09548	180	6.0944		x	0.0693	9.55	x		12.2043	8.23
Thu	07/14/16	239.66987	1.09562	181	6.1290		x	0.0347	9.41	x		12.2389	8.37
Fri	07/15/16	239.70132	1.09576	0	0.0000			0.0000	9.27	x	x	12.2736	8.51
Mon	07/18/16	239.79568	1.09620	3	0.1005			-0.1005	8.83	x	x	12.3741	8.95
Tue	07/19/16	239.82713	1.09634	4	0.1341			-0.1341	8.69	x	x	12.4077	9.09
Wed	07/20/16	239.85858	1.09648	5	0.1676			-0.1676	8.55	x	x	12.4412	9.23
Thu	07/21/16	239.89003	1.09663	6	0.2011			-0.2011	8.40	x	x	12.4747	9.38
Fri	07/22/16	239.92148	1.09677	7	0.2347			-0.2347	8.26	x	x	12.5083	9.52
Mon	07/25/16	240.01584	1.09720	10	0.3354			-0.3354	7.83	x	x	12.6090	9.95
Tue	07/26/16	240.04729	1.09735	11	0.3690			-0.3690	7.68	x	x	12.6426	10.10
Wed	07/27/16	240.07874	1.09749	12	0.4026			-0.4026	7.54	x	x	12.6762	10.24
Thu	07/28/16	240.11019	1.09763	13	0.4362			-0.4362	7.40	x	x	12.7098	10.38
Fri	07/29/16	240.14165	1.09778	14	0.4698			-0.4698	7.25	x	x	12.7434	10.53
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	08/01/16	240.23600	1.09821	17	0.5707			-0.5707	6.82	x	x	12.8443	10.96
Tue	08/02/16	240.26187	1.09833	18	0.6044			-0.6044	6.70	x	x	12.8780	11.08
Wed	08/03/16	240.28774	1.09845	19	0.6380			-0.6380	6.58	x	x	12.9116	11.20
Thu	08/04/16	240.31361	1.09856	20	0.6717			-0.6717	6.47	x	x	12.9453	11.31
Fri	08/05/16	240.33948	1.09868	21	0.7053			-0.7053	6.35	x	x	12.9789	11.43
Mon	08/08/16	240.41710	1.09904	24	0.8064			-0.8064	5.99	x	x	13.0800	11.79
Tue	08/09/16	240.44297	1.09916	25	0.8401			-0.8401	5.87	x	x	13.1137	11.91
Wed	08/10/16	240.46884	1.09927	26	0.8737			-0.8737	5.76	x	x	13.1473	12.02
Thu	08/11/16	240.49471	1.09939	27	0.9074			-0.9074	5.64	x	x	13.1810	12.14
Fri	08/12/16	240.52058	1.09951	28	0.9412			-0.9412	5.52	x	x	13.2148	12.26
Mon	08/15/16	240.59819	1.09986	31	1.0423			-1.0423	5.17	x	x	13.3159	12.61
Tue	08/16/16	240.62406	1.09998	32	1.0761			-1.0761	5.05	x	x	13.3497	12.73
Wed	08/17/16	240.64994	1.10010	33	1.1098			-1.1098	4.93	x	x	13.3834	12.85
Thu	08/18/16	240.67581	1.10022	34	1.1436			-1.1436	4.81	x	x	13.4172	12.97
Fri	08/19/16	240.70168	1.10034	35	1.1773			-1.1773	4.69	x	x	13.4509	13.09
Mon	08/22/16	240.77929	1.10069	38	1.2787			-1.2787	4.34	x	x	13.5523	13.44
Tue	08/23/16	240.80516	1.10081	39	1.3124			-1.3124	4.22	x	x	13.5860	13.56
Wed	08/24/16	240.83103	1.10093	40	1.3462			-1.3462	4.10	x	x	13.6198	13.68
Thu	08/25/16	240.85690	1.10105	41	1.3801			-1.3801	3.98	x	x	13.6537	13.80
Fri	08/26/16	240.88277	1.10117	42	1.4139			-1.4139	3.86	x	x	13.6875	13.92
Mon	08/29/16	240.96039	1.10152	45	1.5153			-1.5153	3.51	x	x	13.7889	14.27
Tue	08/30/16	240.98626	1.10164	46	1.5492			-1.5492	3.39	x	x	13.8228	14.39
Wed	08/31/16	241.01213	1.10176	47	1.5830			-1.5830	3.27	x	x	13.8566	14.51
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	09/01/16	241.03800	1.10188	48	1.6169			-1.6169	3.15	x	x	13.8905	14.63
Fri	09/02/16	241.02497	1.10182	49	1.6505			-1.6505	3.21	x	x	13.9241	14.57
Mon	09/05/16	240.98587	1.10164	52	1.7512			-1.7512	3.39	x	x	14.0248	14.39
Tue	09/06/16	240.97283	1.10158	53	1.7848			-1.7848	3.45	x	x	14.0584	14.33
Wed	09/07/16	240.95980	1.10152	54	1.8184			-1.8184	3.51	x	x	14.0920	14.27
Thu	09/08/16	240.94677	1.10146	55	1.8520			-1.8520	3.57	x	x	14.1256	14.21
Fri	09/09/16	240.93373	1.10140	56	1.8855			-1.8855	3.63	x	x	14.1591	14.15
Mon	09/12/16	240.89463	1.10122	59	1.9862			-1.9862	3.81	x	x	14.2598	13.97
Tue	09/13/16	240.88160	1.10116	60	2.0198			-2.0198	3.87	x	x	14.2934	13.91
Wed	09/14/16	240.86857	1.10110	61	2.0533			-2.0533	3.93	x	x	14.3269	13.85
Thu	09/15/16	240.85553	1.10104	62	2.0869			-2.0869	3.99	x	x	14.3605	13.79
Fri	09/16/16	240.84250	1.10098	63	2.1204			-2.1204	4.05	x	x	14.3940	13.73
Mon	09/19/16	240.80340	1.10080	66	2.2210			-2.2210	4.23	x	x	14.4946	13.55
Tue	09/20/16	240.79037	1.10074	67	2.2546			-2.2546	4.29	x	x	14.5282	13.49
Wed	09/21/16	240.77733	1.10068	68	2.2881			-2.2881	4.35	x	x	14.5617	13.43
Thu	09/22/16	240.76430	1.10062	69	2.3216			-2.3216	4.41	x	x	14.5952	13.37
Fri	09/23/16	240.75127	1.10056	70	2.3551			-2.3551	4.47	x	x	14.6287	13.31
Mon	09/26/16	240.71217	1.10039	73	2.4557			-2.4557	4.64	x	x	14.7293	13.14
Tue	09/27/16	240.69913	1.10033	74	2.4892			-2.4892	4.70	x	x	14.7628	13.08
Wed	09/28/16	240.68610	1.10027	75	2.5227			-2.5227	4.76	x	x	14.7963	13.02
Thu	09/29/16	240.67307	1.10021	76	2.5562			-2.5562	4.82	x	x	14.8298	12.96
Fri	09/30/16	240.66003	1.10015	77	2.5897			-2.5897	4.88	x	x	14.8633	12.90
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	1.10015	80	2.6906			-2.6906	4.88	x	x	14.9642	12.90
Tue	10/04/16	240.66694	1.10018	81	2.7243			-2.7243	4.85	x	x	14.9979	12.93
Wed	10/05/16	240.67358	1.10021	82	2.7580			-2.7580	4.82	x	x	15.0316	12.96
Thu	10/06/16	240.68023	1.10024	83	2.7917			-2.7917	4.79	x	x	15.0653	12.99
Fri	10/07/16	240.68687	1.10027	84	2.8254			-2.8254	4.76	x	x	15.0990	13.02
Mon	10/10/16	240.70681	1.10036	87	2.9266			-2.9266	4.67	x	x	15.2002	13.11
Tue	10/11/16	240.71345	1.10039	88	2.9603			-2.9603	4.64	x	x	15.2339	13.14
Wed	10/12/16	240.72010	1.10042	89	2.9940			-2.9940	4.61	x	x	15.2676	13.17
Thu	10/13/16	240.72674	1.10045	90	3.0277			-3.0277	4.58	x	x	15.3013	13.20
Fri	10/14/16	240.73339	1.10048	91	3.0615			-3.0615	4.55	x	x	15.3351	13.23
Mon	10/17/16	240.75332	1.10057	94	3.1626			-3.1626	4.46	x	x	15.4362	13.32
Tue	10/18/16	240.75997	1.10060	95	3.1964			-3.1964	4.43	x	x	15.4700	13.35
Wed	10/19/16	240.76661	1.10063	96	3.2301			-3.2301	4.40	x	x	15.5037	13.38
Thu	10/20/16	240.77326	1.10066	97	3.2638			-3.2638	4.37	x	x	15.5374	13.41
Fri	10/21/16	240.77990	1.10070	98	3.2976			-3.2976	4.33	x	x	15.5712	13.45
Mon	10/24/16	240.79984	1.10079	101	3.3988			-3.3988	4.24	x	x	15.6724	13.54
Tue	10/25/16	240.80648	1.10082	102	3.4326			-3.4326	4.21	x	x	15.7062	13.57
Wed	10/26/16	240.81313	1.10085	103	3.4663			-3.4663	4.18	x	x	15.7399	13.60
Thu	10/27/16	240.81977	1.10088	104	3.5001			-3.5001	4.15	x	x	15.7737	13.63
Fri	10/28/16	240.82642	1.10091	105	3.5338			-3.5338	4.12	x	x	15.8074	13.66
Mon	10/31/16	240.84635	1.10100	108	3.6351			-3.6351	4.03	x	x	15.9087	13.75
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	1.10103	109	3.6689			-3.6689	4.00	x	x	15.9425	13.78
Wed	11/02/16	240.87217	1.10112	110	3.7028			-3.7028	3.91	x	x	15.9764	13.87
Thu	11/03/16	240.89133	1.10120	111	3.7367			-3.7367	3.83	x	x	16.0103	13.95
Fri	11/04/16	240.91050	1.10129	112	3.7707			-3.7707	3.74	x	x	16.0443	14.04
Mon	11/07/16	240.96800	1.10156	115	3.8727			-3.8727	3.47	x	x	16.1463	14.31
Tue	11/08/16	240.98717	1.10164	116	3.9066			-3.9066	3.39	x	x	16.1802	14.39
Wed	11/09/16	241.00633	1.10173	117	3.9406			-3.9406	3.30	x	x	16.2142	14.48
Thu	11/10/16	241.02550	1.10182	118	3.9746			-3.9746	3.21	x	x	16.2482	14.57
Fri	11/11/16	241.04467	1.10191	119	4.0086			-4.0086	3.12	x	x	16.2822	14.66
Mon	11/14/16	241.10217	1.10217	122	4.1107			-4.1107	2.86	x	x	16.3843	14.92
Tue	11/15/16	241.12133	1.10226	123	4.1447			-4.1447	2.77	x	x	16.4183	15.01
Wed	11/16/16	241.14050	1.10234	124	4.1787			-4.1787	2.69	x	x	16.4523	15.09
Thu	11/17/16	241.15967	1.10243	125	4.2128			-4.2128	2.60	x	x	16.4864	15.18
Fri	11/18/16	241.17883	1.10252	126	4.2468			-4.2468	2.51	x	x	16.5204	15.27
Mon	11/21/16	241.23633	1.10278	129	4.3489			-4.3489	2.25	x	x	16.6225	15.53
Tue	11/22/16	241.25550	1.10287	130	4.3830			-4.3830	2.16	x	x	16.6566	15.62
Wed	11/23/16	241.27467	1.10296	131	4.4171			-4.4171	2.07	x	x	16.6907	15.71
Thu	11/24/16	241.29383	1.10304	132	4.4511			-4.4511	1.99	x	x	16.7247	15.79
Fri	11/25/16	241.31300	1.10313	133	4.4852			-4.4852	1.90	x	x	16.7588	15.88
Mon	11/28/16	241.37050	1.10340	136	4.5875			-4.5875	1.63	x	x	16.8611	16.15
Tue	11/29/16	241.38967	1.10348	137	4.6216			-4.6216	1.55	x	x	16.8952	16.23
Wed	11/30/16	241.40883	1.10357	138	4.6557			-4.6557	1.46	x	x	16.9293	16.32
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	1.10366	139	4.6898			-4.6898	1.37	x	x	16.9634	16.41
Fri	12/02/16	241.43771	1.10370	140	4.7237			-4.7237	1.33	x	x	16.9973	16.45
Mon	12/05/16	241.46684	1.10384	143	4.8256			-4.8256	1.19	x	x	17.0992	16.59
Tue	12/06/16	241.47655	1.10388	144	4.8595			-4.8595	1.15	x	x	17.1331	16.63
Wed	12/07/16	241.48626	1.10392	145	4.8934			-4.8934	1.11	x	x	17.1670	16.67
Thu	12/08/16	241.49597	1.10397	146	4.9274			-4.9274	1.06	x	x	17.2010	16.72
Fri	12/09/16	241.50568	1.10401	147	4.9613			-4.9613	1.02	x	x	17.2349	16.76
Mon	12/12/16	241.53481	1.10415	150	5.0632			-5.0632	0.88	x	x	17.3368	16.90
Tue	12/13/16	241.54452	1.10419	151	5.0971			-5.0971	0.84	x	x	17.3707	16.94
Wed	12/14/16	241.55423	1.10424	152	5.1311			-5.1311	0.79	x	x	17.4047	16.99
Thu	12/15/16	241.56394	1.10428	153	5.1651			-5.1651	0.75	x	x	17.4387	17.03
Fri	12/16/16	241.57365	1.10432	154	5.1990			-5.1990	0.71	x	x	17.4726	17.07
Mon	12/19/16	241.60277	1.10446	157	5.3010			-5.3010	0.57	x	x	17.5746	17.21
Tue	12/20/16	241.61248	1.10450	158	5.3349			-5.3349	0.53	x	x	17.6085	17.25
Wed	12/21/16	241.62219	1.10455	159	5.3689			-5.3689	0.48	x	x	17.6425	17.30
Thu	12/22/16	241.63190	1.10459	160	5.4029			-5.4029	0.44	x	x	17.6765	17.34
Fri	12/23/16	241.64161	1.10463	161	5.4369			-5.4369	0.40	x	x	17.7105	17.38
Mon	12/26/16	241.67074	1.10477	164	5.5389			-5.5389	0.26	x	x	17.8125	17.52
Tue	12/27/16	241.68045	1.10481	165	5.5728			-5.5728	0.22	x	x	17.8464	17.56
Wed	12/28/16	241.69016	1.10486	166	5.6069			-5.6069	0.17	x	x	17.8805	17.61
Thu	12/29/16	241.69987	1.10490	167	5.6408			-5.6408	0.13	x	x	17.9144	17.65
Fri	12/30/16	241.70958	1.10495	168	5.6749			-5.6749	0.08	x	x	17.9485	17.70
Sun	01/01/17	241.72900	1.10503

Generated 12/22/16 16:30