0.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2021

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

CUSIP Number	912828QV5	Interest 01/15/16 (184 days)	$3.2945
Dated Date	July 15, 2011	Interest 07/15/16 (182 days)	$3.3235
Ref CPI on Dated Date	225.38381	Interest Total	$6.6180
Original Issue Date	July 29, 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	1.05526	170	3.0468	x	x	3.5712	17.26			3.0468	0.00
Mon	01/04/16	237.78942	1.05504	173	3.0999	x	x	3.5181	17.48			3.0999	-0.22
Tue	01/05/16	237.77323	1.05497	174	3.1176	x	x	3.5004	17.55			3.1176	-0.29
Wed	01/06/16	237.75703	1.05490	175	3.1353	x	x	3.4827	17.62			3.1353	-0.36
Thu	01/07/16	237.74084	1.05483	176	3.1530	x	x	3.4650	17.69			3.1530	-0.43
Fri	01/08/16	237.72465	1.05475	177	3.1707	x	x	3.4473	17.77			3.1707	-0.51
Mon	01/11/16	237.67606	1.05454	180	3.2238	x	x	3.3942	17.98			3.2238	-0.72
Tue	01/12/16	237.65987	1.05447	181	3.2415	x	x	3.3765	18.05			3.2415	-0.79
Wed	01/13/16	237.64368	1.05440	182	3.2592	x	x	3.3588	18.12			3.2592	-0.86
Thu	01/14/16	237.62748	1.05432	183	3.2768	x	x	3.3412	18.20			3.2768	-0.94
Fri	01/15/16	237.61129	1.05425	0	0.0000		x	3.3235	18.27	x		3.2945	-1.01
Mon	01/18/16	237.56271	1.05404	3	0.0543		x	3.2692	18.48	x		3.3488	-1.22
Tue	01/19/16	237.54652	1.05396	4	0.0724		x	3.2511	18.56	x		3.3669	-1.30
Wed	01/20/16	237.53032	1.05389	5	0.0905		x	3.2330	18.63	x		3.3850	-1.37
Thu	01/21/16	237.51413	1.05382	6	0.1086		x	3.2149	18.70	x		3.4031	-1.44
Fri	01/22/16	237.49794	1.05375	7	0.1267		x	3.1968	18.77	x		3.4212	-1.51
Mon	01/25/16	237.44935	1.05353	10	0.1809		x	3.1426	18.99	x		3.4754	-1.73
Tue	01/26/16	237.43316	1.05346	11	0.1990		x	3.1245	19.06	x		3.4935	-1.80
Wed	01/27/16	237.41697	1.05339	12	0.2170		x	3.1065	19.13	x		3.5115	-1.87
Thu	01/28/16	237.40077	1.05332	13	0.2351		x	3.0884	19.20	x		3.5296	-1.94
Fri	01/29/16	237.38458	1.05325	14	0.2532		x	3.0703	19.27	x		3.5477	-2.01
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	02/01/16	237.33600	1.05303	17	0.3074		x	3.0161	19.49	x		3.6019	-2.23
Tue	02/02/16	237.30803	1.05291	18	0.3254		x	2.9981	19.61	x		3.6199	-2.35
Wed	02/03/16	237.28007	1.05278	19	0.3435		x	2.9800	19.74	x		3.6380	-2.48
Thu	02/04/16	237.25210	1.05266	20	0.3615		x	2.9620	19.86	x		3.6560	-2.60
Fri	02/05/16	237.22414	1.05253	21	0.3795		x	2.9440	19.99	x		3.6740	-2.73
Mon	02/08/16	237.14024	1.05216	24	0.4336		x	2.8899	20.36	x		3.7281	-3.10
Tue	02/09/16	237.11228	1.05204	25	0.4516		x	2.8719	20.48	x		3.7461	-3.22
Wed	02/10/16	237.08431	1.05191	26	0.4696		x	2.8539	20.61	x		3.7641	-3.35
Thu	02/11/16	237.05634	1.05179	27	0.4876		x	2.8359	20.73	x		3.7821	-3.47
Fri	02/12/16	237.02838	1.05167	28	0.5056		x	2.8179	20.85	x		3.8001	-3.59
Mon	02/15/16	236.94448	1.05129	31	0.5596		x	2.7639	21.23	x		3.8541	-3.97
Tue	02/16/16	236.91652	1.05117	32	0.5776		x	2.7459	21.35	x		3.8721	-4.09
Wed	02/17/16	236.88855	1.05105	33	0.5955		x	2.7280	21.47	x		3.8900	-4.21
Thu	02/18/16	236.86059	1.05092	34	0.6135		x	2.7100	21.60	x		3.9080	-4.34
Fri	02/19/16	236.83262	1.05080	35	0.6315		x	2.6920	21.72	x		3.9260	-4.46
Mon	02/22/16	236.74872	1.05042	38	0.6854		x	2.6381	22.10	x		3.9799	-4.84
Tue	02/23/16	236.72076	1.05030	39	0.7033		x	2.6202	22.22	x		3.9978	-4.96
Wed	02/24/16	236.69279	1.05018	40	0.7213		x	2.6022	22.34	x		4.0158	-5.08
Thu	02/25/16	236.66483	1.05005	41	0.7392		x	2.5843	22.47	x		4.0337	-5.21
Fri	02/26/16	236.63686	1.04993	42	0.7572		x	2.5663	22.59	x		4.0517	-5.33
Mon	02/29/16	236.55297	1.04956	45	0.8110		x	2.5125	22.96	x		4.1055	-5.70
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	1.04943	46	0.8289		x	2.4946	23.09	x		4.1234	-5.83
Wed	03/02/16	236.53761	1.04949	47	0.8469		x	2.4766	23.03	x		4.1414	-5.77
Thu	03/03/16	236.55023	1.04954	48	0.8650		x	2.4585	22.98	x		4.1595	-5.72
Fri	03/04/16	236.56284	1.04960	49	0.8831		x	2.4404	22.92	x		4.1776	-5.66
Mon	03/07/16	236.60068	1.04977	52	0.9373		x	2.3862	22.75	x		4.2318	-5.49
Tue	03/08/16	236.61329	1.04982	53	0.9554		x	2.3681	22.70	x		4.2499	-5.44
Wed	03/09/16	236.62590	1.04988	54	0.9734		x	2.3501	22.64	x		4.2679	-5.38
Thu	03/10/16	236.63852	1.04994	55	0.9915		x	2.3320	22.58	x		4.2860	-5.32
Fri	03/11/16	236.65113	1.04999	56	1.0096		x	2.3139	22.53	x		4.3041	-5.27
Mon	03/14/16	236.68897	1.05016	59	1.0639		x	2.2596	22.36	x		4.3584	-5.10
Tue	03/15/16	236.70158	1.05022	60	1.0820		x	2.2415	22.30	x		4.3765	-5.04
Wed	03/16/16	236.71419	1.05027	61	1.1000		x	2.2235	22.25	x		4.3945	-4.99
Thu	03/17/16	236.72681	1.05033	62	1.1181		x	2.2054	22.19	x		4.4126	-4.93
Fri	03/18/16	236.73942	1.05038	63	1.1362		x	2.1873	22.14	x		4.4307	-4.88
Mon	03/21/16	236.77726	1.05055	66	1.1905		x	2.1330	21.97	x		4.4850	-4.71
Tue	03/22/16	236.78987	1.05061	67	1.2086		x	2.1149	21.91	x		4.5031	-4.65
Wed	03/23/16	236.80248	1.05066	68	1.2267		x	2.0968	21.86	x		4.5212	-4.60
Thu	03/24/16	236.81510	1.05072	69	1.2448		x	2.0787	21.80	x		4.5393	-4.54
Fri	03/25/16	236.82771	1.05078	70	1.2630		x	2.0605	21.74	x		4.5575	-4.48
Mon	03/28/16	236.86555	1.05094	73	1.3173		x	2.0062	21.58	x		4.6118	-4.32
Tue	03/29/16	236.87816	1.05100	74	1.3354		x	1.9881	21.52	x		4.6299	-4.26
Wed	03/30/16	236.89077	1.05105	75	1.3535		x	1.9700	21.47	x		4.6480	-4.21
Thu	03/31/16	236.90339	1.05111	76	1.3716		x	1.9519	21.41	x		4.6661	-4.15
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	1.05117	77	1.3898		x	1.9337	21.35	x		4.6843	-4.09
Mon	04/04/16	236.93550	1.05125	80	1.4440		x	1.8795	21.27	x		4.7385	-4.01
Tue	04/05/16	236.94200	1.05128	81	1.4621		x	1.8614	21.24	x		4.7566	-3.98
Wed	04/06/16	236.94850	1.05131	82	1.4802		x	1.8433	21.21	x		4.7747	-3.95
Thu	04/07/16	236.95500	1.05134	83	1.4983		x	1.8252	21.18	x		4.7928	-3.92
Fri	04/08/16	236.96150	1.05137	84	1.5164		x	1.8071	21.15	x		4.8109	-3.89
Mon	04/11/16	236.98100	1.05146	87	1.5707		x	1.7528	21.06	x		4.8652	-3.80
Tue	04/12/16	236.98750	1.05148	88	1.5888		x	1.7347	21.04	x		4.8833	-3.78
Wed	04/13/16	236.99400	1.05151	89	1.6069		x	1.7166	21.01	x		4.9014	-3.75
Thu	04/14/16	237.00050	1.05154	90	1.6250		x	1.6985	20.98	x		4.9195	-3.72
Fri	04/15/16	237.00700	1.05157	91	1.6431		x	1.6804	20.95	x		4.9376	-3.69
Mon	04/18/16	237.02650	1.05166	94	1.6974		x	1.6261	20.86	x		4.9919	-3.60
Tue	04/19/16	237.03300	1.05169	95	1.7155		x	1.6080	20.83	x		5.0100	-3.57
Wed	04/20/16	237.03950	1.05171	96	1.7336		x	1.5899	20.81	x		5.0281	-3.55
Thu	04/21/16	237.04600	1.05174	97	1.7517		x	1.5718	20.78	x		5.0462	-3.52
Fri	04/22/16	237.05250	1.05177	98	1.7698		x	1.5537	20.75	x		5.0643	-3.49
Mon	04/25/16	237.07200	1.05186	101	1.8241		x	1.4994	20.66	x		5.1186	-3.40
Tue	04/26/16	237.07850	1.05189	102	1.8423		x	1.4812	20.63	x		5.1368	-3.37
Wed	04/27/16	237.08500	1.05192	103	1.8604		x	1.4631	20.60	x		5.1549	-3.34
Thu	04/28/16	237.09150	1.05195	104	1.8785		x	1.4450	20.57	x		5.1730	-3.31
Fri	04/29/16	237.09800	1.05197	105	1.8966		x	1.4269	20.55	x		5.1911	-3.29
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	1.05218	108	1.9512		x	1.3723	20.34	x		5.2457	-3.08
Tue	05/03/16	237.17687	1.05232	109	1.9695		x	1.3540	20.20	x		5.2640	-2.94
Wed	05/04/16	237.20981	1.05247	110	1.9878		x	1.3357	20.05	x		5.2823	-2.79
Thu	05/05/16	237.24274	1.05262	111	2.0062		x	1.3173	19.90	x		5.3007	-2.64
Fri	05/06/16	237.27568	1.05276	112	2.0245		x	1.2990	19.76	x		5.3190	-2.50
Mon	05/09/16	237.37448	1.05320	115	2.0796		x	1.2439	19.32	x		5.3741	-2.06
Tue	05/10/16	237.40742	1.05335	116	2.0980		x	1.2255	19.17	x		5.3925	-1.91
Wed	05/11/16	237.44035	1.05349	117	2.1164		x	1.2071	19.03	x		5.4109	-1.77
Thu	05/12/16	237.47329	1.05364	118	2.1348		x	1.1887	18.88	x		5.4293	-1.62
Fri	05/13/16	237.50623	1.05379	119	2.1532		x	1.1703	18.73	x		5.4477	-1.47
Mon	05/16/16	237.60503	1.05422	122	2.2084		x	1.1151	18.30	x		5.5029	-1.04
Tue	05/17/16	237.63797	1.05437	123	2.2268		x	1.0967	18.15	x		5.5213	-0.89
Wed	05/18/16	237.67090	1.05452	124	2.2452		x	1.0783	18.00	x		5.5397	-0.74
Thu	05/19/16	237.70384	1.05466	125	2.2636		x	1.0599	17.86	x		5.5581	-0.60
Fri	05/20/16	237.73677	1.05481	126	2.2820		x	1.0415	17.71	x		5.5765	-0.45
Mon	05/23/16	237.83558	1.05525	129	2.3373		x	0.9862	17.27	x		5.6318	-0.01
Tue	05/24/16	237.86852	1.05539	130	2.3558		x	0.9677	17.13	x		5.6503	0.13
Wed	05/25/16	237.90145	1.05554	131	2.3742		x	0.9493	16.98	x		5.6687	0.28
Thu	05/26/16	237.93439	1.05569	132	2.3927		x	0.9308	16.83	x		5.6872	0.43
Fri	05/27/16	237.96732	1.05583	133	2.4112		x	0.9123	16.69	x		5.7057	0.57
Mon	05/30/16	238.06613	1.05627	136	2.4666		x	0.8569	16.25	x		5.7611	1.01
Tue	05/31/16	238.09906	1.05642	137	2.4851		x	0.8384	16.10	x		5.7796	1.16
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	06/01/16	238.13200	1.05656	138	2.5035		x	0.8200	15.96	x		5.7980	1.30
Thu	06/02/16	238.16963	1.05673	139	2.5221		x	0.8014	15.79	x		5.8166	1.47
Fri	06/03/16	238.20727	1.05690	140	2.5406		x	0.7829	15.62	x		5.8351	1.64
Mon	06/06/16	238.32017	1.05740	143	2.5963		x	0.7272	15.12	x		5.8908	2.14
Tue	06/07/16	238.35780	1.05756	144	2.6148		x	0.7087	14.96	x		5.9093	2.30
Wed	06/08/16	238.39543	1.05773	145	2.6334		x	0.6901	14.79	x		5.9279	2.47
Thu	06/09/16	238.43307	1.05790	146	2.6520		x	0.6715	14.62	x		5.9465	2.64
Fri	06/10/16	238.47070	1.05806	147	2.6706		x	0.6529	14.46	x		5.9651	2.80
Mon	06/13/16	238.58360	1.05857	150	2.7264		x	0.5971	13.95	x		6.0209	3.31
Tue	06/14/16	238.62123	1.05873	151	2.7450		x	0.5785	13.79	x		6.0395	3.47
Wed	06/15/16	238.65887	1.05890	152	2.7636		x	0.5599	13.62	x		6.0581	3.64
Thu	06/16/16	238.69650	1.05907	153	2.7822		x	0.5413	13.45	x		6.0767	3.81
Fri	06/17/16	238.73413	1.05923	154	2.8008		x	0.5227	13.29	x		6.0953	3.97
Mon	06/20/16	238.84703	1.05973	157	2.8568		x	0.4667	12.79	x		6.1513	4.47
Tue	06/21/16	238.88467	1.05990	158	2.8754		x	0.4481	12.62	x		6.1699	4.64
Wed	06/22/16	238.92230	1.06007	159	2.8941		x	0.4294	12.45	x		6.1886	4.81
Thu	06/23/16	238.95993	1.06024	160	2.9127		x	0.4108	12.28	x		6.2072	4.98
Fri	06/24/16	238.99757	1.06040	161	2.9314		x	0.3921	12.12	x		6.2259	5.14
Mon	06/27/16	239.11047	1.06090	164	2.9874		x	0.3361	11.62	x		6.2819	5.64
Tue	06/28/16	239.14810	1.06107	165	3.0061		x	0.3174	11.45	x		6.3006	5.81
Wed	06/29/16	239.18573	1.06124	166	3.0248		x	0.2987	11.28	x		6.3193	5.98
Thu	06/30/16	239.22337	1.06140	167	3.0435		x	0.2800	11.12	x		6.3380	6.14
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	1.06157	168	3.0622		x	0.2613	10.95	x		6.3567	6.31
Mon	07/04/16	239.35535	1.06199	171	3.1181		x	0.2054	10.53	x		6.4126	6.73
Tue	07/05/16	239.38681	1.06213	172	3.1368		x	0.1867	10.39	x		6.4313	6.87
Wed	07/06/16	239.41826	1.06227	173	3.1554		x	0.1681	10.25	x		6.4499	7.01
Thu	07/07/16	239.44971	1.06241	174	3.1741		x	0.1494	10.11	x		6.4686	7.15
Fri	07/08/16	239.48116	1.06255	175	3.1928		x	0.1307	9.97	x		6.4873	7.29
Mon	07/11/16	239.57552	1.06297	178	3.2488		x	0.0747	9.55	x		6.5433	7.71
Tue	07/12/16	239.60697	1.06311	179	3.2675		x	0.0560	9.41	x		6.5620	7.85
Wed	07/13/16	239.63842	1.06325	180	3.2861		x	0.0374	9.27	x		6.5806	7.99
Thu	07/14/16	239.66987	1.06339	181	3.3048		x	0.0187	9.13	x		6.5993	8.13
Fri	07/15/16	239.70132	1.06353	0	0.0000			0.0000	8.99	x	x	6.6180	8.27
Mon	07/18/16	239.79568	1.06394	3	0.0542			-0.0542	8.58	x	x	6.6722	8.68
Tue	07/19/16	239.82713	1.06408	4	0.0723			-0.0723	8.44	x	x	6.6903	8.82
Wed	07/20/16	239.85858	1.06422	5	0.0904			-0.0904	8.30	x	x	6.7084	8.96
Thu	07/21/16	239.89003	1.06436	6	0.1085			-0.1085	8.16	x	x	6.7265	9.10
Fri	07/22/16	239.92148	1.06450	7	0.1266			-0.1266	8.02	x	x	6.7446	9.24
Mon	07/25/16	240.01584	1.06492	10	0.1809			-0.1809	7.60	x	x	6.7989	9.66
Tue	07/26/16	240.04729	1.06506	11	0.1990			-0.1990	7.46	x	x	6.8170	9.80
Wed	07/27/16	240.07874	1.06520	12	0.2171			-0.2171	7.32	x	x	6.8351	9.94
Thu	07/28/16	240.11019	1.06534	13	0.2352			-0.2352	7.18	x	x	6.8532	10.08
Fri	07/29/16	240.14165	1.06548	14	0.2533			-0.2533	7.04	x	x	6.8713	10.22
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	1.06590	17	0.3077			-0.3077	6.62	x	x	6.9257	10.64
Tue	08/02/16	240.26187	1.06601	18	0.3259			-0.3259	6.51	x	x	6.9439	10.75
Wed	08/03/16	240.28774	1.06613	19	0.3440			-0.3440	6.39	x	x	6.9620	10.87
Thu	08/04/16	240.31361	1.06624	20	0.3622			-0.3622	6.28	x	x	6.9802	10.98
Fri	08/05/16	240.33948	1.06636	21	0.3803			-0.3803	6.16	x	x	6.9983	11.10
Mon	08/08/16	240.41710	1.06670	24	0.4348			-0.4348	5.82	x	x	7.0528	11.44
Tue	08/09/16	240.44297	1.06682	25	0.4530			-0.4530	5.70	x	x	7.0710	11.56
Wed	08/10/16	240.46884	1.06693	26	0.4711			-0.4711	5.59	x	x	7.0891	11.67
Thu	08/11/16	240.49471	1.06705	27	0.4893			-0.4893	5.47	x	x	7.1073	11.79
Fri	08/12/16	240.52058	1.06716	28	0.5075			-0.5075	5.36	x	x	7.1255	11.90
Mon	08/15/16	240.59819	1.06750	31	0.5620			-0.5620	5.02	x	x	7.1800	12.24
Tue	08/16/16	240.62406	1.06762	32	0.5802			-0.5802	4.90	x	x	7.1982	12.36
Wed	08/17/16	240.64994	1.06773	33	0.5984			-0.5984	4.79	x	x	7.2164	12.47
Thu	08/18/16	240.67581	1.06785	34	0.6166			-0.6166	4.67	x	x	7.2346	12.59
Fri	08/19/16	240.70168	1.06796	35	0.6348			-0.6348	4.56	x	x	7.2528	12.70
Mon	08/22/16	240.77929	1.06831	38	0.6895			-0.6895	4.21	x	x	7.3075	13.05
Tue	08/23/16	240.80516	1.06842	39	0.7077			-0.7077	4.10	x	x	7.3257	13.16
Wed	08/24/16	240.83103	1.06854	40	0.7259			-0.7259	3.98	x	x	7.3439	13.28
Thu	08/25/16	240.85690	1.06865	41	0.7441			-0.7441	3.87	x	x	7.3621	13.39
Fri	08/26/16	240.88277	1.06877	42	0.7624			-0.7624	3.75	x	x	7.3804	13.51
Mon	08/29/16	240.96039	1.06911	45	0.8171			-0.8171	3.41	x	x	7.4351	13.85
Tue	08/30/16	240.98626	1.06923	46	0.8353			-0.8353	3.29	x	x	7.4533	13.97
Wed	08/31/16	241.01213	1.06934	47	0.8536			-0.8536	3.18	x	x	7.4716	14.08
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	09/01/16	241.03800	1.06946	48	0.8718			-0.8718	3.06	x	x	7.4898	14.20
Fri	09/02/16	241.02497	1.06940	49	0.8900			-0.8900	3.12	x	x	7.5080	14.14
Mon	09/05/16	240.98587	1.06922	52	0.9443			-0.9443	3.30	x	x	7.5623	13.96
Tue	09/06/16	240.97283	1.06917	53	0.9624			-0.9624	3.35	x	x	7.5804	13.91
Wed	09/07/16	240.95980	1.06911	54	0.9805			-0.9805	3.41	x	x	7.5985	13.85
Thu	09/08/16	240.94677	1.06905	55	0.9986			-0.9986	3.47	x	x	7.6166	13.79
Fri	09/09/16	240.93373	1.06899	56	1.0167			-1.0167	3.53	x	x	7.6347	13.73
Mon	09/12/16	240.89463	1.06882	59	1.0710			-1.0710	3.70	x	x	7.6890	13.56
Tue	09/13/16	240.88160	1.06876	60	1.0891			-1.0891	3.76	x	x	7.7071	13.50
Wed	09/14/16	240.86857	1.06870	61	1.1072			-1.1072	3.82	x	x	7.7252	13.44
Thu	09/15/16	240.85553	1.06865	62	1.1253			-1.1253	3.87	x	x	7.7433	13.39
Fri	09/16/16	240.84250	1.06859	63	1.1434			-1.1434	3.93	x	x	7.7614	13.33
Mon	09/19/16	240.80340	1.06841	66	1.1976			-1.1976	4.11	x	x	7.8156	13.15
Tue	09/20/16	240.79037	1.06836	67	1.2157			-1.2157	4.16	x	x	7.8337	13.10
Wed	09/21/16	240.77733	1.06830	68	1.2338			-1.2338	4.22	x	x	7.8518	13.04
Thu	09/22/16	240.76430	1.06824	69	1.2518			-1.2518	4.28	x	x	7.8698	12.98
Fri	09/23/16	240.75127	1.06818	70	1.2699			-1.2699	4.34	x	x	7.8879	12.92
Mon	09/26/16	240.71217	1.06801	73	1.3241			-1.3241	4.51	x	x	7.9421	12.75
Tue	09/27/16	240.69913	1.06795	74	1.3422			-1.3422	4.57	x	x	7.9602	12.69
Wed	09/28/16	240.68610	1.06789	75	1.3603			-1.3603	4.63	x	x	7.9783	12.63
Thu	09/29/16	240.67307	1.06784	76	1.3783			-1.3783	4.68	x	x	7.9963	12.58
Fri	09/30/16	240.66003	1.06778	77	1.3964			-1.3964	4.74	x	x	8.0144	12.52
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	1.06778	80	1.4508			-1.4508	4.74	x	x	8.0688	12.52
Tue	10/04/16	240.66694	1.06781	81	1.4690			-1.4690	4.71	x	x	8.0870	12.55
Wed	10/05/16	240.67358	1.06784	82	1.4871			-1.4871	4.68	x	x	8.1051	12.58
Thu	10/06/16	240.68023	1.06787	83	1.5053			-1.5053	4.65	x	x	8.1233	12.61
Fri	10/07/16	240.68687	1.06790	84	1.5235			-1.5235	4.62	x	x	8.1415	12.64
Mon	10/10/16	240.70681	1.06799	87	1.5780			-1.5780	4.53	x	x	8.1960	12.73
Tue	10/11/16	240.71345	1.06802	88	1.5962			-1.5962	4.50	x	x	8.2142	12.76
Wed	10/12/16	240.72010	1.06805	89	1.6144			-1.6144	4.47	x	x	8.2324	12.79
Thu	10/13/16	240.72674	1.06807	90	1.6326			-1.6326	4.45	x	x	8.2506	12.81
Fri	10/14/16	240.73339	1.06810	91	1.6508			-1.6508	4.42	x	x	8.2688	12.84
Mon	10/17/16	240.75332	1.06819	94	1.7053			-1.7053	4.33	x	x	8.3233	12.93
Tue	10/18/16	240.75997	1.06822	95	1.7235			-1.7235	4.30	x	x	8.3415	12.96
Wed	10/19/16	240.76661	1.06825	96	1.7417			-1.7417	4.27	x	x	8.3597	12.99
Thu	10/20/16	240.77326	1.06828	97	1.7599			-1.7599	4.24	x	x	8.3779	13.02
Fri	10/21/16	240.77990	1.06831	98	1.7781			-1.7781	4.21	x	x	8.3961	13.05
Mon	10/24/16	240.79984	1.06840	101	1.8327			-1.8327	4.12	x	x	8.4507	13.14
Tue	10/25/16	240.80648	1.06843	102	1.8509			-1.8509	4.09	x	x	8.4689	13.17
Wed	10/26/16	240.81313	1.06846	103	1.8691			-1.8691	4.06	x	x	8.4871	13.20
Thu	10/27/16	240.81977	1.06849	104	1.8873			-1.8873	4.03	x	x	8.5053	13.23
Fri	10/28/16	240.82642	1.06852	105	1.9055			-1.9055	4.00	x	x	8.5235	13.26
Mon	10/31/16	240.84635	1.06861	108	1.9601			-1.9601	3.91	x	x	8.5781	13.35
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	1.06863	109	1.9783			-1.9783	3.89	x	x	8.5963	13.37
Wed	11/02/16	240.87217	1.06872	110	1.9966			-1.9966	3.80	x	x	8.6146	13.46
Thu	11/03/16	240.89133	1.06880	111	2.0149			-2.0149	3.72	x	x	8.6329	13.54
Fri	11/04/16	240.91050	1.06889	112	2.0332			-2.0332	3.63	x	x	8.6512	13.63
Mon	11/07/16	240.96800	1.06915	115	2.0882			-2.0882	3.37	x	x	8.7062	13.89
Tue	11/08/16	240.98717	1.06923	116	2.1065			-2.1065	3.29	x	x	8.7245	13.97
Wed	11/09/16	241.00633	1.06932	117	2.1248			-2.1248	3.20	x	x	8.7428	14.06
Thu	11/10/16	241.02550	1.06940	118	2.1432			-2.1432	3.12	x	x	8.7612	14.14
Fri	11/11/16	241.04467	1.06949	119	2.1615			-2.1615	3.03	x	x	8.7795	14.23
Mon	11/14/16	241.10217	1.06974	122	2.2165			-2.2165	2.78	x	x	8.8345	14.48
Tue	11/15/16	241.12133	1.06983	123	2.2349			-2.2349	2.69	x	x	8.8529	14.57
Wed	11/16/16	241.14050	1.06991	124	2.2532			-2.2532	2.61	x	x	8.8712	14.65
Thu	11/17/16	241.15967	1.07000	125	2.2716			-2.2716	2.52	x	x	8.8896	14.74
Fri	11/18/16	241.17883	1.07008	126	2.2899			-2.2899	2.44	x	x	8.9079	14.82
Mon	11/21/16	241.23633	1.07034	129	2.3450			-2.3450	2.18	x	x	8.9630	15.08
Tue	11/22/16	241.25550	1.07042	130	2.3634			-2.3634	2.10	x	x	8.9814	15.16
Wed	11/23/16	241.27467	1.07051	131	2.3817			-2.3817	2.01	x	x	8.9997	15.25
Thu	11/24/16	241.29383	1.07059	132	2.4001			-2.4001	1.93	x	x	9.0181	15.33
Fri	11/25/16	241.31300	1.07068	133	2.4185			-2.4185	1.84	x	x	9.0365	15.42
Mon	11/28/16	241.37050	1.07093	136	2.4736			-2.4736	1.59	x	x	9.0916	15.67
Tue	11/29/16	241.38967	1.07102	137	2.4920			-2.4920	1.50	x	x	9.1100	15.76
Wed	11/30/16	241.40883	1.07110	138	2.5104			-2.5104	1.42	x	x	9.1284	15.84
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	1.07119	139	2.5288			-2.5288	1.33	x	x	9.1468	15.93
Fri	12/02/16	241.43771	1.07123	140	2.5471			-2.5471	1.29	x	x	9.1651	15.97
Mon	12/05/16	241.46684	1.07136	143	2.6020			-2.6020	1.16	x	x	9.2200	16.10
Tue	12/06/16	241.47655	1.07140	144	2.6203			-2.6203	1.12	x	x	9.2383	16.14
Wed	12/07/16	241.48626	1.07144	145	2.6386			-2.6386	1.08	x	x	9.2566	16.18
Thu	12/08/16	241.49597	1.07149	146	2.6569			-2.6569	1.03	x	x	9.2749	16.23
Fri	12/09/16	241.50568	1.07153	147	2.6752			-2.6752	0.99	x	x	9.2932	16.27
Mon	12/12/16	241.53481	1.07166	150	2.7301			-2.7301	0.86	x	x	9.3481	16.40
Tue	12/13/16	241.54452	1.07170	151	2.7484			-2.7484	0.82	x	x	9.3664	16.44
Wed	12/14/16	241.55423	1.07175	152	2.7667			-2.7667	0.77	x	x	9.3847	16.49
Thu	12/15/16	241.56394	1.07179	153	2.7851			-2.7851	0.73	x	x	9.4031	16.53
Fri	12/16/16	241.57365	1.07183	154	2.8034			-2.8034	0.69	x	x	9.4214	16.57
Mon	12/19/16	241.60277	1.07196	157	2.8583			-2.8583	0.56	x	x	9.4763	16.70
Tue	12/20/16	241.61248	1.07200	158	2.8766			-2.8766	0.52	x	x	9.4946	16.74
Wed	12/21/16	241.62219	1.07205	159	2.8950			-2.8950	0.47	x	x	9.5130	16.79
Thu	12/22/16	241.63190	1.07209	160	2.9133			-2.9133	0.43	x	x	9.5313	16.83
Fri	12/23/16	241.64161	1.07213	161	2.9316			-2.9316	0.39	x	x	9.5496	16.87
Mon	12/26/16	241.67074	1.07226	164	2.9866			-2.9866	0.26	x	x	9.6046	17.00
Tue	12/27/16	241.68045	1.07231	165	3.0049			-3.0049	0.21	x	x	9.6229	17.05
Wed	12/28/16	241.69016	1.07235	166	3.0233			-3.0233	0.17	x	x	9.6413	17.09
Thu	12/29/16	241.69987	1.07239	167	3.0416			-3.0416	0.13	x	x	9.6596	17.13
Fri	12/30/16	241.70958	1.07244	168	3.0600			-3.0600	0.08	x	x	9.6780	17.18
Sun	01/01/17	241.72900	1.07252

Generated 12/22/16 16:30