0.75% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2042

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

CUSIP Number	912810QV3	Interest 02/15/16 (184 days)	$3.9323
Dated Date	February 15, 2012	Interest 08/15/16 (182 days)	$3.9929
Ref CPI on Dated Date	225.96062	Interest Total	$7.9252
Original Issue Date	February 29, 2012	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	1.05256	139	2.9818	x	x	4.9434	17.22			2.9818	0.00
Mon	01/04/16	237.78942	1.05235	142	3.0455	x	x	4.8797	17.43			3.0455	-0.21
Tue	01/05/16	237.77323	1.05228	143	3.0668	x	x	4.8584	17.50			3.0668	-0.28
Wed	01/06/16	237.75703	1.05221	144	3.0880	x	x	4.8372	17.57			3.0880	-0.35
Thu	01/07/16	237.74084	1.05213	145	3.1092	x	x	4.8160	17.65			3.1092	-0.43
Fri	01/08/16	237.72465	1.05206	146	3.1305	x	x	4.7947	17.72			3.1305	-0.50
Mon	01/11/16	237.67606	1.05185	149	3.1941	x	x	4.7311	17.93			3.1941	-0.71
Tue	01/12/16	237.65987	1.05178	150	3.2154	x	x	4.7098	18.00			3.2154	-0.78
Wed	01/13/16	237.64368	1.05170	151	3.2365	x	x	4.6887	18.08			3.2365	-0.86
Thu	01/14/16	237.62748	1.05163	152	3.2578	x	x	4.6674	18.15			3.2578	-0.93
Fri	01/15/16	237.61129	1.05156	153	3.2790	x	x	4.6462	18.22			3.2790	-1.00
Mon	01/18/16	237.56271	1.05135	156	3.3426	x	x	4.5826	18.43			3.3426	-1.21
Tue	01/19/16	237.54652	1.05127	157	3.3638	x	x	4.5614	18.51			3.3638	-1.29
Wed	01/20/16	237.53032	1.05120	158	3.3850	x	x	4.5402	18.58			3.3850	-1.36
Thu	01/21/16	237.51413	1.05113	159	3.4062	x	x	4.5190	18.65			3.4062	-1.43
Fri	01/22/16	237.49794	1.05106	160	3.4274	x	x	4.4978	18.72			3.4274	-1.50
Mon	01/25/16	237.44935	1.05084	163	3.4909	x	x	4.4343	18.94			3.4909	-1.72
Tue	01/26/16	237.43316	1.05077	164	3.5121	x	x	4.4131	19.01			3.5121	-1.79
Wed	01/27/16	237.41697	1.05070	165	3.5333	x	x	4.3919	19.08			3.5333	-1.86
Thu	01/28/16	237.40077	1.05063	166	3.5544	x	x	4.3708	19.15			3.5544	-1.93
Fri	01/29/16	237.38458	1.05056	167	3.5756	x	x	4.3496	19.22			3.5756	-2.00
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	1.05034	170	3.6391	x	x	4.2861	19.44			3.6391	-2.22
Tue	02/02/16	237.30803	1.05022	171	3.6601	x	x	4.2651	19.56			3.6601	-2.34
Wed	02/03/16	237.28007	1.05009	172	3.6810	x	x	4.2442	19.69			3.6810	-2.47
Thu	02/04/16	237.25210	1.04997	173	3.7020	x	x	4.2232	19.81			3.7020	-2.59
Fri	02/05/16	237.22414	1.04985	174	3.7230	x	x	4.2022	19.93			3.7230	-2.71
Mon	02/08/16	237.14024	1.04948	177	3.7858	x	x	4.1394	20.30			3.7858	-3.08
Tue	02/09/16	237.11228	1.04935	178	3.8067	x	x	4.1185	20.43			3.8067	-3.21
Wed	02/10/16	237.08431	1.04923	179	3.8277	x	x	4.0975	20.55			3.8277	-3.33
Thu	02/11/16	237.05634	1.04910	180	3.8486	x	x	4.0766	20.68			3.8486	-3.46
Fri	02/12/16	237.02838	1.04898	181	3.8695	x	x	4.0557	20.80			3.8695	-3.58
Mon	02/15/16	236.94448	1.04861	0	0.0000		x	3.9929	21.17	x		3.9323	-3.95
Tue	02/16/16	236.91652	1.04849	1	0.0216		x	3.9713	21.29	x		3.9539	-4.07
Wed	02/17/16	236.88855	1.04836	2	0.0432		x	3.9497	21.42	x		3.9755	-4.20
Thu	02/18/16	236.86059	1.04824	3	0.0648		x	3.9281	21.54	x		3.9971	-4.32
Fri	02/19/16	236.83262	1.04811	4	0.0864		x	3.9065	21.67	x		4.0187	-4.45
Mon	02/22/16	236.74872	1.04774	7	0.1511		x	3.8418	22.04	x		4.0834	-4.82
Tue	02/23/16	236.72076	1.04762	8	0.1727		x	3.8202	22.16	x		4.1050	-4.94
Wed	02/24/16	236.69279	1.04750	9	0.1942		x	3.7987	22.28	x		4.1265	-5.06
Thu	02/25/16	236.66483	1.04737	10	0.2158		x	3.7771	22.41	x		4.1481	-5.19
Fri	02/26/16	236.63686	1.04725	11	0.2374		x	3.7555	22.53	x		4.1697	-5.31
Mon	02/29/16	236.55297	1.04688	14	0.3020		x	3.6909	22.90	x		4.2343	-5.68
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	1.04675	15	0.3235		x	3.6694	23.03	x		4.2558	-5.81
Wed	03/02/16	236.53761	1.04681	16	0.3451		x	3.6478	22.97	x		4.2774	-5.75
Thu	03/03/16	236.55023	1.04686	17	0.3667		x	3.6262	22.92	x		4.2990	-5.70
Fri	03/04/16	236.56284	1.04692	18	0.3883		x	3.6046	22.86	x		4.3206	-5.64
Mon	03/07/16	236.60068	1.04709	21	0.4531		x	3.5398	22.69	x		4.3854	-5.47
Tue	03/08/16	236.61329	1.04714	22	0.4747		x	3.5182	22.64	x		4.4070	-5.42
Wed	03/09/16	236.62590	1.04720	23	0.4963		x	3.4966	22.58	x		4.4286	-5.36
Thu	03/10/16	236.63852	1.04726	24	0.5179		x	3.4750	22.52	x		4.4502	-5.30
Fri	03/11/16	236.65113	1.04731	25	0.5395		x	3.4534	22.47	x		4.4718	-5.25
Mon	03/14/16	236.68897	1.04748	28	0.6043		x	3.3886	22.30	x		4.5366	-5.08
Tue	03/15/16	236.70158	1.04753	29	0.6259		x	3.3670	22.25	x		4.5582	-5.03
Wed	03/16/16	236.71419	1.04759	30	0.6475		x	3.3454	22.19	x		4.5798	-4.97
Thu	03/17/16	236.72681	1.04765	31	0.6692		x	3.3237	22.13	x		4.6015	-4.91
Fri	03/18/16	236.73942	1.04770	32	0.6908		x	3.3021	22.08	x		4.6231	-4.86
Mon	03/21/16	236.77726	1.04787	35	0.7557		x	3.2372	21.91	x		4.6880	-4.69
Tue	03/22/16	236.78987	1.04793	36	0.7773		x	3.2156	21.85	x		4.7096	-4.63
Wed	03/23/16	236.80248	1.04798	37	0.7989		x	3.1940	21.80	x		4.7312	-4.58
Thu	03/24/16	236.81510	1.04804	38	0.8206		x	3.1723	21.74	x		4.7529	-4.52
Fri	03/25/16	236.82771	1.04809	39	0.8422		x	3.1507	21.69	x		4.7745	-4.47
Mon	03/28/16	236.86555	1.04826	42	0.9071		x	3.0858	21.52	x		4.8394	-4.30
Tue	03/29/16	236.87816	1.04832	43	0.9288		x	3.0641	21.46	x		4.8611	-4.24
Wed	03/30/16	236.89077	1.04837	44	0.9504		x	3.0425	21.41	x		4.8827	-4.19
Thu	03/31/16	236.90339	1.04843	45	0.9721		x	3.0208	21.35	x		4.9044	-4.13
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	1.04848	46	0.9938		x	2.9991	21.30	x		4.9261	-4.08
Mon	04/04/16	236.93550	1.04857	49	1.0587		x	2.9342	21.21	x		4.9910	-3.99
Tue	04/05/16	236.94200	1.04860	50	1.0803		x	2.9126	21.18	x		5.0126	-3.96
Wed	04/06/16	236.94850	1.04863	51	1.1019		x	2.8910	21.15	x		5.0342	-3.93
Thu	04/07/16	236.95500	1.04866	52	1.1236		x	2.8693	21.12	x		5.0559	-3.90
Fri	04/08/16	236.96150	1.04868	53	1.1452		x	2.8477	21.10	x		5.0775	-3.88
Mon	04/11/16	236.98100	1.04877	56	1.2101		x	2.7828	21.01	x		5.1424	-3.79
Tue	04/12/16	236.98750	1.04880	57	1.2318		x	2.7611	20.98	x		5.1641	-3.76
Wed	04/13/16	236.99400	1.04883	58	1.2534		x	2.7395	20.95	x		5.1857	-3.73
Thu	04/14/16	237.00050	1.04886	59	1.2751		x	2.7178	20.92	x		5.2074	-3.70
Fri	04/15/16	237.00700	1.04889	60	1.2967		x	2.6962	20.89	x		5.2290	-3.67
Mon	04/18/16	237.02650	1.04897	63	1.3616		x	2.6313	20.81	x		5.2939	-3.59
Tue	04/19/16	237.03300	1.04900	64	1.3833		x	2.6096	20.78	x		5.3156	-3.56
Wed	04/20/16	237.03950	1.04903	65	1.4050		x	2.5879	20.75	x		5.3373	-3.53
Thu	04/21/16	237.04600	1.04906	66	1.4266		x	2.5663	20.72	x		5.3589	-3.50
Fri	04/22/16	237.05250	1.04909	67	1.4483		x	2.5446	20.69	x		5.3806	-3.47
Mon	04/25/16	237.07200	1.04917	70	1.5132		x	2.4797	20.61	x		5.4455	-3.39
Tue	04/26/16	237.07850	1.04920	71	1.5349		x	2.4580	20.58	x		5.4672	-3.36
Wed	04/27/16	237.08500	1.04923	72	1.5566		x	2.4363	20.55	x		5.4889	-3.33
Thu	04/28/16	237.09150	1.04926	73	1.5782		x	2.4147	20.52	x		5.5105	-3.30
Fri	04/29/16	237.09800	1.04929	74	1.5999		x	2.3930	20.49	x		5.5322	-3.27
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	1.04949	77	1.6651		x	2.3278	20.29	x		5.5974	-3.07
Tue	05/03/16	237.17687	1.04964	78	1.6869		x	2.3060	20.14	x		5.6192	-2.92
Wed	05/04/16	237.20981	1.04978	79	1.7088		x	2.2841	20.00	x		5.6411	-2.78
Thu	05/05/16	237.24274	1.04993	80	1.7307		x	2.2622	19.85	x		5.6630	-2.63
Fri	05/06/16	237.27568	1.05008	81	1.7525		x	2.2404	19.70	x		5.6848	-2.48
Mon	05/09/16	237.37448	1.05051	84	1.8182		x	2.1747	19.27	x		5.7505	-2.05
Tue	05/10/16	237.40742	1.05066	85	1.8401		x	2.1528	19.12	x		5.7724	-1.90
Wed	05/11/16	237.44035	1.05080	86	1.8620		x	2.1309	18.98	x		5.7943	-1.76
Thu	05/12/16	237.47329	1.05095	87	1.8839		x	2.1090	18.83	x		5.8162	-1.61
Fri	05/13/16	237.50623	1.05110	88	1.9058		x	2.0871	18.68	x		5.8381	-1.46
Mon	05/16/16	237.60503	1.05153	91	1.9716		x	2.0213	18.25	x		5.9039	-1.03
Tue	05/17/16	237.63797	1.05168	92	1.9936		x	1.9993	18.10	x		5.9259	-0.88
Wed	05/18/16	237.67090	1.05182	93	2.0155		x	1.9774	17.96	x		5.9478	-0.74
Thu	05/19/16	237.70384	1.05197	94	2.0375		x	1.9554	17.81	x		5.9698	-0.59
Fri	05/20/16	237.73677	1.05212	95	2.0594		x	1.9335	17.66	x		5.9917	-0.44
Mon	05/23/16	237.83558	1.05255	98	2.1253		x	1.8676	17.23	x		6.0576	-0.01
Tue	05/24/16	237.86852	1.05270	99	2.1473		x	1.8456	17.08	x		6.0796	0.14
Wed	05/25/16	237.90145	1.05284	100	2.1693		x	1.8236	16.94	x		6.1016	0.28
Thu	05/26/16	237.93439	1.05299	101	2.1913		x	1.8016	16.79	x		6.1236	0.43
Fri	05/27/16	237.96732	1.05314	102	2.2133		x	1.7796	16.64	x		6.1456	0.58
Mon	05/30/16	238.06613	1.05357	105	2.2794		x	1.7135	16.21	x		6.2117	1.01
Tue	05/31/16	238.09906	1.05372	106	2.3014		x	1.6915	16.06	x		6.2337	1.16
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	1.05387	107	2.3234		x	1.6695	15.91	x		6.2557	1.31
Thu	06/02/16	238.16963	1.05403	108	2.3455		x	1.6474	15.75	x		6.2778	1.47
Fri	06/03/16	238.20727	1.05420	109	2.3676		x	1.6253	15.58	x		6.2999	1.64
Mon	06/06/16	238.32017	1.05470	112	2.4339		x	1.5590	15.08	x		6.3662	2.14
Tue	06/07/16	238.35780	1.05486	113	2.4560		x	1.5369	14.92	x		6.3883	2.30
Wed	06/08/16	238.39543	1.05503	114	2.4782		x	1.5147	14.75	x		6.4105	2.47
Thu	06/09/16	238.43307	1.05520	115	2.5003		x	1.4926	14.58	x		6.4326	2.64
Fri	06/10/16	238.47070	1.05536	116	2.5224		x	1.4705	14.42	x		6.4547	2.80
Mon	06/13/16	238.58360	1.05586	119	2.5889		x	1.4040	13.92	x		6.5212	3.30
Tue	06/14/16	238.62123	1.05603	120	2.6111		x	1.3818	13.75	x		6.5434	3.47
Wed	06/15/16	238.65887	1.05620	121	2.6332		x	1.3597	13.58	x		6.5655	3.64
Thu	06/16/16	238.69650	1.05636	122	2.6554		x	1.3375	13.42	x		6.5877	3.80
Fri	06/17/16	238.73413	1.05653	123	2.6776		x	1.3153	13.25	x		6.6099	3.97
Mon	06/20/16	238.84703	1.05703	126	2.7442		x	1.2487	12.75	x		6.6765	4.47
Tue	06/21/16	238.88467	1.05720	127	2.7664		x	1.2265	12.58	x		6.6987	4.64
Wed	06/22/16	238.92230	1.05736	128	2.7886		x	1.2043	12.42	x		6.7209	4.80
Thu	06/23/16	238.95993	1.05753	129	2.8109		x	1.1820	12.25	x		6.7432	4.97
Fri	06/24/16	238.99757	1.05770	130	2.8331		x	1.1598	12.08	x		6.7654	5.14
Mon	06/27/16	239.11047	1.05820	133	2.8999		x	1.0930	11.58	x		6.8322	5.64
Tue	06/28/16	239.14810	1.05836	134	2.9221		x	1.0708	11.42	x		6.8544	5.80
Wed	06/29/16	239.18573	1.05853	135	2.9444		x	1.0485	11.25	x		6.8767	5.97
Thu	06/30/16	239.22337	1.05869	136	2.9667		x	1.0262	11.09	x		6.8990	6.13
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	1.05886	137	2.9890		x	1.0039	10.92	x		6.9213	6.30
Mon	07/04/16	239.35535	1.05928	140	3.0556		x	0.9373	10.50	x		6.9879	6.72
Tue	07/05/16	239.38681	1.05942	141	3.0778		x	0.9151	10.36	x		7.0101	6.86
Wed	07/06/16	239.41826	1.05956	142	3.1001		x	0.8928	10.22	x		7.0324	7.00
Thu	07/07/16	239.44971	1.05970	143	3.1223		x	0.8706	10.08	x		7.0546	7.14
Fri	07/08/16	239.48116	1.05984	144	3.1446		x	0.8483	9.94	x		7.0769	7.28
Mon	07/11/16	239.57552	1.06025	147	3.2113		x	0.7816	9.53	x		7.1436	7.69
Tue	07/12/16	239.60697	1.06039	148	3.2336		x	0.7593	9.39	x		7.1659	7.83
Wed	07/13/16	239.63842	1.06053	149	3.2559		x	0.7370	9.25	x		7.1882	7.97
Thu	07/14/16	239.66987	1.06067	150	3.2782		x	0.7147	9.11	x		7.2105	8.11
Fri	07/15/16	239.70132	1.06081	151	3.3005		x	0.6924	8.97	x		7.2328	8.25
Mon	07/18/16	239.79568	1.06123	154	3.3674		x	0.6255	8.55	x		7.2997	8.67
Tue	07/19/16	239.82713	1.06137	155	3.3897		x	0.6032	8.41	x		7.3220	8.81
Wed	07/20/16	239.85858	1.06151	156	3.4120		x	0.5809	8.27	x		7.3443	8.95
Thu	07/21/16	239.89003	1.06165	157	3.4343		x	0.5586	8.13	x		7.3666	9.09
Fri	07/22/16	239.92148	1.06178	158	3.4566		x	0.5363	8.00	x		7.3889	9.22
Mon	07/25/16	240.01584	1.06220	161	3.5236		x	0.4693	7.58	x		7.4559	9.64
Tue	07/26/16	240.04729	1.06234	162	3.5460		x	0.4469	7.44	x		7.4783	9.78
Wed	07/27/16	240.07874	1.06248	163	3.5684		x	0.4245	7.30	x		7.5007	9.92
Thu	07/28/16	240.11019	1.06262	164	3.5907		x	0.4022	7.16	x		7.5230	10.06
Fri	07/29/16	240.14165	1.06276	165	3.6131		x	0.3798	7.02	x		7.5454	10.20
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	1.06318	168	3.6802		x	0.3127	6.60	x		7.6125	10.62
Tue	08/02/16	240.26187	1.06329	169	3.7025		x	0.2904	6.49	x		7.6348	10.73
Wed	08/03/16	240.28774	1.06341	170	3.7249		x	0.2680	6.37	x		7.6572	10.85
Thu	08/04/16	240.31361	1.06352	171	3.7472		x	0.2457	6.26	x		7.6795	10.96
Fri	08/05/16	240.33948	1.06363	172	3.7695		x	0.2234	6.15	x		7.7018	11.07
Mon	08/08/16	240.41710	1.06398	175	3.8365		x	0.1564	5.80	x		7.7688	11.42
Tue	08/09/16	240.44297	1.06409	176	3.8588		x	0.1341	5.69	x		7.7911	11.53
Wed	08/10/16	240.46884	1.06421	177	3.8812		x	0.1117	5.57	x		7.8135	11.65
Thu	08/11/16	240.49471	1.06432	178	3.9035		x	0.0894	5.46	x		7.8358	11.76
Fri	08/12/16	240.52058	1.06444	179	3.9259		x	0.0670	5.34	x		7.8582	11.88
Mon	08/15/16	240.59819	1.06478	0	0.0000			0.0000	5.00	x	x	7.9252	12.22
Tue	08/16/16	240.62406	1.06489	1	0.0217			-0.0217	4.89	x	x	7.9469	12.33
Wed	08/17/16	240.64994	1.06501	2	0.0434			-0.0434	4.77	x	x	7.9686	12.45
Thu	08/18/16	240.67581	1.06512	3	0.0651			-0.0651	4.66	x	x	7.9903	12.56
Fri	08/19/16	240.70168	1.06524	4	0.0868			-0.0868	4.54	x	x	8.0120	12.68
Mon	08/22/16	240.77929	1.06558	7	0.1520			-0.1520	4.20	x	x	8.0772	13.02
Tue	08/23/16	240.80516	1.06570	8	0.1738			-0.1738	4.08	x	x	8.0990	13.14
Wed	08/24/16	240.83103	1.06581	9	0.1955			-0.1955	3.97	x	x	8.1207	13.25
Thu	08/25/16	240.85690	1.06592	10	0.2172			-0.2172	3.86	x	x	8.1424	13.36
Fri	08/26/16	240.88277	1.06604	11	0.2390			-0.2390	3.74	x	x	8.1642	13.48
Mon	08/29/16	240.96039	1.06638	14	0.3043			-0.3043	3.40	x	x	8.2295	13.82
Tue	08/30/16	240.98626	1.06650	15	0.3260			-0.3260	3.28	x	x	8.2512	13.94
Wed	08/31/16	241.01213	1.06661	16	0.3478			-0.3478	3.17	x	x	8.2730	14.05
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	1.06673	17	0.3696			-0.3696	3.05	x	x	8.2948	14.17
Fri	09/02/16	241.02497	1.06667	18	0.3913			-0.3913	3.11	x	x	8.3165	14.11
Mon	09/05/16	240.98587	1.06649	21	0.4564			-0.4564	3.29	x	x	8.3816	13.93
Tue	09/06/16	240.97283	1.06644	22	0.4782			-0.4782	3.34	x	x	8.4034	13.88
Wed	09/07/16	240.95980	1.06638	23	0.4999			-0.4999	3.40	x	x	8.4251	13.82
Thu	09/08/16	240.94677	1.06632	24	0.5216			-0.5216	3.46	x	x	8.4468	13.76
Fri	09/09/16	240.93373	1.06626	25	0.5433			-0.5433	3.52	x	x	8.4685	13.70
Mon	09/12/16	240.89463	1.06609	28	0.6084			-0.6084	3.69	x	x	8.5336	13.53
Tue	09/13/16	240.88160	1.06603	29	0.6301			-0.6301	3.75	x	x	8.5553	13.47
Wed	09/14/16	240.86857	1.06598	30	0.6518			-0.6518	3.80	x	x	8.5770	13.42
Thu	09/15/16	240.85553	1.06592	31	0.6734			-0.6734	3.86	x	x	8.5986	13.36
Fri	09/16/16	240.84250	1.06586	32	0.6951			-0.6951	3.92	x	x	8.6203	13.30
Mon	09/19/16	240.80340	1.06569	35	0.7602			-0.7602	4.09	x	x	8.6854	13.13
Tue	09/20/16	240.79037	1.06563	36	0.7818			-0.7818	4.15	x	x	8.7070	13.07
Wed	09/21/16	240.77733	1.06557	37	0.8035			-0.8035	4.21	x	x	8.7287	13.01
Thu	09/22/16	240.76430	1.06551	38	0.8252			-0.8252	4.27	x	x	8.7504	12.95
Fri	09/23/16	240.75127	1.06546	39	0.8469			-0.8469	4.32	x	x	8.7721	12.90
Mon	09/26/16	240.71217	1.06528	42	0.9119			-0.9119	4.50	x	x	8.8371	12.72
Tue	09/27/16	240.69913	1.06523	43	0.9335			-0.9335	4.55	x	x	8.8587	12.67
Wed	09/28/16	240.68610	1.06517	44	0.9552			-0.9552	4.61	x	x	8.8804	12.61
Thu	09/29/16	240.67307	1.06511	45	0.9768			-0.9768	4.67	x	x	8.9020	12.55
Fri	09/30/16	240.66003	1.06505	46	0.9985			-0.9985	4.73	x	x	8.9237	12.49
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	1.06505	49	1.0636			-1.0636	4.73	x	x	8.9888	12.49
Tue	10/04/16	240.66694	1.06508	50	1.0853			-1.0853	4.70	x	x	9.0105	12.52
Wed	10/05/16	240.67358	1.06511	51	1.1071			-1.1071	4.67	x	x	9.0323	12.55
Thu	10/06/16	240.68023	1.06514	52	1.1288			-1.1288	4.64	x	x	9.0540	12.58
Fri	10/07/16	240.68687	1.06517	53	1.1506			-1.1506	4.61	x	x	9.0758	12.61
Mon	10/10/16	240.70681	1.06526	56	1.2158			-1.2158	4.52	x	x	9.1410	12.70
Tue	10/11/16	240.71345	1.06529	57	1.2375			-1.2375	4.49	x	x	9.1627	12.73
Wed	10/12/16	240.72010	1.06532	58	1.2593			-1.2593	4.46	x	x	9.1845	12.76
Thu	10/13/16	240.72674	1.06535	59	1.2810			-1.2810	4.43	x	x	9.2062	12.79
Fri	10/14/16	240.73339	1.06538	60	1.3028			-1.3028	4.40	x	x	9.2280	12.82
Mon	10/17/16	240.75332	1.06547	63	1.3680			-1.3680	4.31	x	x	9.2932	12.91
Tue	10/18/16	240.75997	1.06550	64	1.3898			-1.3898	4.28	x	x	9.3150	12.94
Wed	10/19/16	240.76661	1.06552	65	1.4115			-1.4115	4.26	x	x	9.3367	12.96
Thu	10/20/16	240.77326	1.06555	66	1.4333			-1.4333	4.23	x	x	9.3585	12.99
Fri	10/21/16	240.77990	1.06558	67	1.4550			-1.4550	4.20	x	x	9.3802	13.02
Mon	10/24/16	240.79984	1.06567	70	1.5203			-1.5203	4.11	x	x	9.4455	13.11
Tue	10/25/16	240.80648	1.06570	71	1.5421			-1.5421	4.08	x	x	9.4673	13.14
Wed	10/26/16	240.81313	1.06573	72	1.5638			-1.5638	4.05	x	x	9.4890	13.17
Thu	10/27/16	240.81977	1.06576	73	1.5856			-1.5856	4.02	x	x	9.5108	13.20
Fri	10/28/16	240.82642	1.06579	74	1.6074			-1.6074	3.99	x	x	9.5326	13.23
Mon	10/31/16	240.84635	1.06588	77	1.6727			-1.6727	3.90	x	x	9.5979	13.32
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	11/01/16	240.85300	1.06591	78	1.6944			-1.6944	3.87	x	x	9.6196	13.35
Wed	11/02/16	240.87217	1.06599	79	1.7163			-1.7163	3.79	x	x	9.6415	13.43
Thu	11/03/16	240.89133	1.06608	80	1.7382			-1.7382	3.70	x	x	9.6634	13.52
Fri	11/04/16	240.91050	1.06616	81	1.7600			-1.7600	3.62	x	x	9.6852	13.60
Mon	11/07/16	240.96800	1.06642	84	1.8257			-1.8257	3.36	x	x	9.7509	13.86
Tue	11/08/16	240.98717	1.06650	85	1.8475			-1.8475	3.28	x	x	9.7727	13.94
Wed	11/09/16	241.00633	1.06659	86	1.8694			-1.8694	3.19	x	x	9.7946	14.03
Thu	11/10/16	241.02550	1.06667	87	1.8913			-1.8913	3.11	x	x	9.8165	14.11
Fri	11/11/16	241.04467	1.06676	88	1.9132			-1.9132	3.02	x	x	9.8384	14.20
Mon	11/14/16	241.10217	1.06701	91	1.9789			-1.9789	2.77	x	x	9.9041	14.45
Tue	11/15/16	241.12133	1.06709	92	2.0008			-2.0008	2.69	x	x	9.9260	14.53
Wed	11/16/16	241.14050	1.06718	93	2.0227			-2.0227	2.60	x	x	9.9479	14.62
Thu	11/17/16	241.15967	1.06726	94	2.0446			-2.0446	2.52	x	x	9.9698	14.70
Fri	11/18/16	241.17883	1.06735	95	2.0665			-2.0665	2.43	x	x	9.9917	14.79
Mon	11/21/16	241.23633	1.06760	98	2.1323			-2.1323	2.18	x	x	10.0575	15.04
Tue	11/22/16	241.25550	1.06769	99	2.1542			-2.1542	2.09	x	x	10.0794	15.13
Wed	11/23/16	241.27467	1.06777	100	2.1762			-2.1762	2.01	x	x	10.1014	15.21
Thu	11/24/16	241.29383	1.06786	101	2.1981			-2.1981	1.92	x	x	10.1233	15.30
Fri	11/25/16	241.31300	1.06794	102	2.2200			-2.2200	1.84	x	x	10.1452	15.38
Mon	11/28/16	241.37050	1.06820	105	2.2859			-2.2859	1.58	x	x	10.2111	15.64
Tue	11/29/16	241.38967	1.06828	106	2.3078			-2.3078	1.50	x	x	10.2330	15.72
Wed	11/30/16	241.40883	1.06837	107	2.3298			-2.3298	1.41	x	x	10.2550	15.81
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	1.06845	108	2.3518			-2.3518	1.33	x	x	10.2770	15.89
Fri	12/02/16	241.43771	1.06849	109	2.3736			-2.3736	1.29	x	x	10.2988	15.93
Mon	12/05/16	241.46684	1.06862	112	2.4392			-2.4392	1.16	x	x	10.3644	16.06
Tue	12/06/16	241.47655	1.06867	113	2.4611			-2.4611	1.11	x	x	10.3863	16.11
Wed	12/07/16	241.48626	1.06871	114	2.4830			-2.4830	1.07	x	x	10.4082	16.15
Thu	12/08/16	241.49597	1.06875	115	2.5049			-2.5049	1.03	x	x	10.4301	16.19
Fri	12/09/16	241.50568	1.06880	116	2.5268			-2.5268	0.98	x	x	10.4520	16.24
Mon	12/12/16	241.53481	1.06892	119	2.5924			-2.5924	0.86	x	x	10.5176	16.36
Tue	12/13/16	241.54452	1.06897	120	2.6143			-2.6143	0.81	x	x	10.5395	16.41
Wed	12/14/16	241.55423	1.06901	121	2.6362			-2.6362	0.77	x	x	10.5614	16.45
Thu	12/15/16	241.56394	1.06905	122	2.6581			-2.6581	0.73	x	x	10.5833	16.49
Fri	12/16/16	241.57365	1.06910	123	2.6800			-2.6800	0.68	x	x	10.6052	16.54
Mon	12/19/16	241.60277	1.06923	126	2.7457			-2.7457	0.55	x	x	10.6709	16.67
Tue	12/20/16	241.61248	1.06927	127	2.7676			-2.7676	0.51	x	x	10.6928	16.71
Wed	12/21/16	241.62219	1.06931	128	2.7895			-2.7895	0.47	x	x	10.7147	16.75
Thu	12/22/16	241.63190	1.06935	129	2.8114			-2.8114	0.43	x	x	10.7366	16.79
Fri	12/23/16	241.64161	1.06940	130	2.8333			-2.8333	0.38	x	x	10.7585	16.84
Mon	12/26/16	241.67074	1.06953	133	2.8991			-2.8991	0.25	x	x	10.8243	16.97
Tue	12/27/16	241.68045	1.06957	134	2.9210			-2.9210	0.21	x	x	10.8462	17.01
Wed	12/28/16	241.69016	1.06961	135	2.9429			-2.9429	0.17	x	x	10.8681	17.05
Thu	12/29/16	241.69987	1.06965	136	2.9648			-2.9648	0.13	x	x	10.8900	17.09
Fri	12/30/16	241.70958	1.06970	137	2.9867			-2.9867	0.08	x	x	10.9119	17.14
Sun	01/01/17	241.72900	1.06978

Generated 12/22/16 16:30