1% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2046

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

CUSIP Number	912810RR1
Dated Date	February 15, 2016	Interest 08/15/16 (182 days)	$5.0771
Ref CPI on Dated Date	236.94448
Original Issue Date	February 29, 2016	Interest 02/15/17 (184 days)

						Purchased on Settelment Date & held to 01/01/17				Held on 02/29/16 & 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
Mon	02/29/16	236.55297	0.99835	14	0.3840		x	4.6931	21.84			0.3840	0.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	03/01/16	236.52500	0.99823	15	0.4114		x	4.6657	21.96			0.4114	-0.12
Wed	03/02/16	236.53761	0.99828	16	0.4388		x	4.6383	21.91			0.4388	-0.07
Thu	03/03/16	236.55023	0.99834	17	0.4663		x	4.6108	21.85			0.4663	-0.01
Fri	03/04/16	236.56284	0.99839	18	0.4937		x	4.5834	21.80			0.4937	0.04
Mon	03/07/16	236.60068	0.99855	21	0.5761		x	4.5010	21.64			0.5761	0.20
Tue	03/08/16	236.61329	0.99860	22	0.6035		x	4.4736	21.59			0.6035	0.25
Wed	03/09/16	236.62590	0.99866	23	0.6310		x	4.4461	21.53			0.6310	0.31
Thu	03/10/16	236.63852	0.99871	24	0.6585		x	4.4186	21.48			0.6585	0.36
Fri	03/11/16	236.65113	0.99876	25	0.6860		x	4.3911	21.43			0.6860	0.41
Mon	03/14/16	236.68897	0.99892	28	0.7684		x	4.3087	21.27			0.7684	0.57
Tue	03/15/16	236.70158	0.99897	29	0.7959		x	4.2812	21.22			0.7959	0.62
Wed	03/16/16	236.71419	0.99903	30	0.8234		x	4.2537	21.16			0.8234	0.68
Thu	03/17/16	236.72681	0.99908	31	0.8509		x	4.2262	21.11			0.8509	0.73
Fri	03/18/16	236.73942	0.99913	32	0.8784		x	4.1987	21.06			0.8784	0.78
Mon	03/21/16	236.77726	0.99929	35	0.9609		x	4.1162	20.90			0.9609	0.94
Tue	03/22/16	236.78987	0.99935	36	0.9884		x	4.0887	20.84			0.9884	1.00
Wed	03/23/16	236.80248	0.99940	37	1.0159		x	4.0612	20.79			1.0159	1.05
Thu	03/24/16	236.81510	0.99945	38	1.0434		x	4.0337	20.74			1.0434	1.10
Fri	03/25/16	236.82771	0.99951	39	1.0709		x	4.0062	20.68			1.0709	1.16
Mon	03/28/16	236.86555	0.99967	42	1.1535		x	3.9236	20.52			1.1535	1.32
Tue	03/29/16	236.87816	0.99972	43	1.1810		x	3.8961	20.47			1.1810	1.37
Wed	03/30/16	236.89077	0.99977	44	1.2085		x	3.8686	20.42			1.2085	1.42
Thu	03/31/16	236.90339	0.99983	45	1.2361		x	3.8410	20.36			1.2361	1.48
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	0.99988	46	1.2636		x	3.8135	20.31			1.2636	1.53
Mon	04/04/16	236.93550	0.99996	49	1.3461		x	3.7310	20.23			1.3461	1.61
Tue	04/05/16	236.94200	0.99999	50	1.3736		x	3.7035	20.20			1.3736	1.64
Wed	04/06/16	236.94850	1.00002	51	1.4011		x	3.6760	20.17			1.4011	1.67
Thu	04/07/16	236.95500	1.00004	52	1.4286		x	3.6485	20.15			1.4286	1.69
Fri	04/08/16	236.96150	1.00007	53	1.4561		x	3.6210	20.12			1.4561	1.72
Mon	04/11/16	236.98100	1.00015	56	1.5387		x	3.5384	20.04			1.5387	1.80
Tue	04/12/16	236.98750	1.00018	57	1.5662		x	3.5109	20.01			1.5662	1.83
Wed	04/13/16	236.99400	1.00021	58	1.5937		x	3.4834	19.98			1.5937	1.86
Thu	04/14/16	237.00050	1.00024	59	1.6213		x	3.4558	19.95			1.6213	1.89
Fri	04/15/16	237.00700	1.00026	60	1.6488		x	3.4283	19.93			1.6488	1.91
Mon	04/18/16	237.02650	1.00035	63	1.7314		x	3.3457	19.84			1.7314	2.00
Tue	04/19/16	237.03300	1.00037	64	1.7589		x	3.3182	19.82			1.7589	2.02
Wed	04/20/16	237.03950	1.00040	65	1.7864		x	3.2907	19.79			1.7864	2.05
Thu	04/21/16	237.04600	1.00043	66	1.8140		x	3.2631	19.76			1.8140	2.08
Fri	04/22/16	237.05250	1.00046	67	1.8415		x	3.2356	19.73			1.8415	2.11
Mon	04/25/16	237.07200	1.00054	70	1.9241		x	3.1530	19.65			1.9241	2.19
Tue	04/26/16	237.07850	1.00057	71	1.9517		x	3.1254	19.62			1.9517	2.22
Wed	04/27/16	237.08500	1.00059	72	1.9792		x	3.0979	19.60			1.9792	2.24
Thu	04/28/16	237.09150	1.00062	73	2.0067		x	3.0704	19.57			2.0067	2.27
Fri	04/29/16	237.09800	1.00065	74	2.0343		x	3.0428	19.54			2.0343	2.30
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	1.00084	77	2.1172		x	2.9599	19.35			2.1172	2.49
Tue	05/03/16	237.17687	1.00098	78	2.1450		x	2.9321	19.21			2.1450	2.63
Wed	05/04/16	237.20981	1.00112	79	2.1728		x	2.9043	19.07			2.1728	2.77
Thu	05/05/16	237.24274	1.00126	80	2.2006		x	2.8765	18.93			2.2006	2.91
Fri	05/06/16	237.27568	1.00140	81	2.2284		x	2.8487	18.79			2.2284	3.05
Mon	05/09/16	237.37448	1.00181	84	2.3119		x	2.7652	18.38			2.3119	3.46
Tue	05/10/16	237.40742	1.00195	85	2.3397		x	2.7374	18.24			2.3397	3.60
Wed	05/11/16	237.44035	1.00209	86	2.3676		x	2.7095	18.10			2.3676	3.74
Thu	05/12/16	237.47329	1.00223	87	2.3954		x	2.6817	17.96			2.3954	3.88
Fri	05/13/16	237.50623	1.00237	88	2.4233		x	2.6538	17.82			2.4233	4.02
Mon	05/16/16	237.60503	1.00279	91	2.5070		x	2.5701	17.40			2.5070	4.44
Tue	05/17/16	237.63797	1.00293	92	2.5349		x	2.5422	17.26			2.5349	4.58
Wed	05/18/16	237.67090	1.00307	93	2.5628		x	2.5143	17.12			2.5628	4.72
Thu	05/19/16	237.70384	1.00320	94	2.5907		x	2.4864	16.99			2.5907	4.85
Fri	05/20/16	237.73677	1.00334	95	2.6186		x	2.4585	16.85			2.6186	4.99
Mon	05/23/16	237.83558	1.00376	98	2.7024		x	2.3747	16.43			2.7024	5.41
Tue	05/24/16	237.86852	1.00390	99	2.7304		x	2.3467	16.29			2.7304	5.55
Wed	05/25/16	237.90145	1.00404	100	2.7584		x	2.3187	16.15			2.7584	5.69
Thu	05/26/16	237.93439	1.00418	101	2.7863		x	2.2908	16.01			2.7863	5.83
Fri	05/27/16	237.96732	1.00432	102	2.8143		x	2.2628	15.87			2.8143	5.97
Mon	05/30/16	238.06613	1.00473	105	2.8983		x	2.1788	15.46			2.8983	6.38
Tue	05/31/16	238.09906	1.00487	106	2.9263		x	2.1508	15.32			2.9263	6.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	06/01/16	238.13200	1.00501	107	2.9543		x	2.1228	15.18			2.9543	6.66
Thu	06/02/16	238.16963	1.00517	108	2.9824		x	2.0947	15.02			2.9824	6.82
Fri	06/03/16	238.20727	1.00533	109	3.0105		x	2.0666	14.86			3.0105	6.98
Mon	06/06/16	238.32017	1.00581	112	3.0948		x	1.9823	14.38			3.0948	7.46
Tue	06/07/16	238.35780	1.00596	113	3.1229		x	1.9542	14.23			3.1229	7.61
Wed	06/08/16	238.39543	1.00612	114	3.1510		x	1.9261	14.07			3.1510	7.77
Thu	06/09/16	238.43307	1.00628	115	3.1792		x	1.8979	13.91			3.1792	7.93
Fri	06/10/16	238.47070	1.00644	116	3.2073		x	1.8698	13.75			3.2073	8.09
Mon	06/13/16	238.58360	1.00692	119	3.2919		x	1.7852	13.27			3.2919	8.57
Tue	06/14/16	238.62123	1.00708	120	3.3200		x	1.7571	13.11			3.3200	8.73
Wed	06/15/16	238.65887	1.00724	121	3.3482		x	1.7289	12.95			3.3482	8.89
Thu	06/16/16	238.69650	1.00739	122	3.3764		x	1.7007	12.80			3.3764	9.04
Fri	06/17/16	238.73413	1.00755	123	3.4046		x	1.6725	12.64			3.4046	9.20
Mon	06/20/16	238.84703	1.00803	126	3.4893		x	1.5878	12.16			3.4893	9.68
Tue	06/21/16	238.88467	1.00819	127	3.5176		x	1.5595	12.00			3.5176	9.84
Wed	06/22/16	238.92230	1.00835	128	3.5458		x	1.5313	11.84			3.5458	10.00
Thu	06/23/16	238.95993	1.00851	129	3.5741		x	1.5030	11.68			3.5741	10.16
Fri	06/24/16	238.99757	1.00866	130	3.6024		x	1.4747	11.53			3.6024	10.31
Mon	06/27/16	239.11047	1.00914	133	3.6872		x	1.3899	11.05			3.6872	10.79
Tue	06/28/16	239.14810	1.00930	134	3.7156		x	1.3615	10.89			3.7156	10.95
Wed	06/29/16	239.18573	1.00946	135	3.7439		x	1.3332	10.73			3.7439	11.11
Thu	06/30/16	239.22337	1.00962	136	3.7722		x	1.3049	10.57			3.7722	11.27
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	07/01/16	239.26100	1.00978	137	3.8005		x	1.2766	10.41			3.8005	11.43
Mon	07/04/16	239.35535	1.01017	140	3.8853		x	1.1918	10.02			3.8853	11.82
Tue	07/05/16	239.38681	1.01031	141	3.9136		x	1.1635	9.88			3.9136	11.96
Wed	07/06/16	239.41826	1.01044	142	3.9418		x	1.1353	9.75			3.9418	12.09
Thu	07/07/16	239.44971	1.01057	143	3.9701		x	1.1070	9.62			3.9701	12.22
Fri	07/08/16	239.48116	1.01071	144	3.9984		x	1.0787	9.48			3.9984	12.36
Mon	07/11/16	239.57552	1.01110	147	4.0833		x	0.9938	9.09			4.0833	12.75
Tue	07/12/16	239.60697	1.01124	148	4.1116		x	0.9655	8.95			4.1116	12.89
Wed	07/13/16	239.63842	1.01137	149	4.1399		x	0.9372	8.82			4.1399	13.02
Thu	07/14/16	239.66987	1.01150	150	4.1683		x	0.9088	8.69			4.1683	13.15
Fri	07/15/16	239.70132	1.01163	151	4.1966		x	0.8805	8.56			4.1966	13.28
Mon	07/18/16	239.79568	1.01203	154	4.2817		x	0.7954	8.16			4.2817	13.68
Tue	07/19/16	239.82713	1.01217	155	4.3101		x	0.7670	8.02			4.3101	13.82
Wed	07/20/16	239.85858	1.01230	156	4.3384		x	0.7387	7.89			4.3384	13.95
Thu	07/21/16	239.89003	1.01243	157	4.3668		x	0.7103	7.76			4.3668	14.08
Fri	07/22/16	239.92148	1.01256	158	4.3952		x	0.6819	7.63			4.3952	14.21
Mon	07/25/16	240.01584	1.01296	161	4.4804		x	0.5967	7.23			4.4804	14.61
Tue	07/26/16	240.04729	1.01310	162	4.5089		x	0.5682	7.09			4.5089	14.75
Wed	07/27/16	240.07874	1.01323	163	4.5373		x	0.5398	6.96			4.5373	14.88
Thu	07/28/16	240.11019	1.01336	164	4.5657		x	0.5114	6.83			4.5657	15.01
Fri	07/29/16	240.14165	1.01349	165	4.5941		x	0.4830	6.70			4.5941	15.14
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	1.01389	168	4.6795		x	0.3976	6.30			4.6795	15.54
Tue	08/02/16	240.26187	1.01400	169	4.7079		x	0.3692	6.19			4.7079	15.65
Wed	08/03/16	240.28774	1.01411	170	4.7362		x	0.3409	6.08			4.7362	15.76
Thu	08/04/16	240.31361	1.01422	171	4.7646		x	0.3125	5.97			4.7646	15.87
Fri	08/05/16	240.33948	1.01433	172	4.7930		x	0.2841	5.86			4.7930	15.98
Mon	08/08/16	240.41710	1.01466	175	4.8782		x	0.1989	5.53			4.8782	16.31
Tue	08/09/16	240.44297	1.01477	176	4.9066		x	0.1705	5.42			4.9066	16.42
Wed	08/10/16	240.46884	1.01487	177	4.9349		x	0.1422	5.32			4.9349	16.52
Thu	08/11/16	240.49471	1.01498	178	4.9634		x	0.1137	5.21			4.9634	16.63
Fri	08/12/16	240.52058	1.01509	179	4.9918		x	0.0853	5.10			4.9918	16.74
Mon	08/15/16	240.59819	1.01542	0	0.0000			0.0000	4.77		x	5.0771	17.07
Tue	08/16/16	240.62406	1.01553	1	0.0276			-0.0276	4.66		x	5.1047	17.18
Wed	08/17/16	240.64994	1.01564	2	0.0552			-0.0552	4.55		x	5.1323	17.29
Thu	08/18/16	240.67581	1.01575	3	0.0828			-0.0828	4.44		x	5.1599	17.40
Fri	08/19/16	240.70168	1.01586	4	0.1104			-0.1104	4.33		x	5.1875	17.51
Mon	08/22/16	240.77929	1.01618	7	0.1933			-0.1933	4.01		x	5.2704	17.83
Tue	08/23/16	240.80516	1.01629	8	0.2209			-0.2209	3.90		x	5.2980	17.94
Wed	08/24/16	240.83103	1.01640	9	0.2486			-0.2486	3.79		x	5.3257	18.05
Thu	08/25/16	240.85690	1.01651	10	0.2762			-0.2762	3.68		x	5.3533	18.16
Fri	08/26/16	240.88277	1.01662	11	0.3039			-0.3039	3.57		x	5.3810	18.27
Mon	08/29/16	240.96039	1.01695	14	0.3869			-0.3869	3.24		x	5.4640	18.60
Tue	08/30/16	240.98626	1.01706	15	0.4146			-0.4146	3.13		x	5.4917	18.71
Wed	08/31/16	241.01213	1.01717	16	0.4422			-0.4422	3.02		x	5.5193	18.82
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	1.01728	17	0.4699			-0.4699	2.91		x	5.5470	18.93
Fri	09/02/16	241.02497	1.01722	18	0.4976			-0.4976	2.97		x	5.5747	18.87
Mon	09/05/16	240.98587	1.01706	21	0.5804			-0.5804	3.13		x	5.6575	18.71
Tue	09/06/16	240.97283	1.01700	22	0.6080			-0.6080	3.19		x	5.6851	18.65
Wed	09/07/16	240.95980	1.01695	23	0.6356			-0.6356	3.24		x	5.7127	18.60
Thu	09/08/16	240.94677	1.01689	24	0.6632			-0.6632	3.30		x	5.7403	18.54
Fri	09/09/16	240.93373	1.01684	25	0.6908			-0.6908	3.35		x	5.7679	18.49
Mon	09/12/16	240.89463	1.01667	28	0.7736			-0.7736	3.52		x	5.8507	18.32
Tue	09/13/16	240.88160	1.01662	29	0.8011			-0.8011	3.57		x	5.8782	18.27
Wed	09/14/16	240.86857	1.01656	30	0.8287			-0.8287	3.63		x	5.9058	18.21
Thu	09/15/16	240.85553	1.01651	31	0.8563			-0.8563	3.68		x	5.9334	18.16
Fri	09/16/16	240.84250	1.01645	32	0.8839			-0.8839	3.74		x	5.9610	18.10
Mon	09/19/16	240.80340	1.01629	35	0.9666			-0.9666	3.90		x	6.0437	17.94
Tue	09/20/16	240.79037	1.01623	36	0.9941			-0.9941	3.96		x	6.0712	17.88
Wed	09/21/16	240.77733	1.01618	37	1.0217			-1.0217	4.01		x	6.0988	17.83
Thu	09/22/16	240.76430	1.01612	38	1.0493			-1.0493	4.07		x	6.1264	17.77
Fri	09/23/16	240.75127	1.01607	39	1.0768			-1.0768	4.12		x	6.1539	17.72
Mon	09/26/16	240.71217	1.01590	42	1.1595			-1.1595	4.29		x	6.2366	17.55
Tue	09/27/16	240.69913	1.01585	43	1.1870			-1.1870	4.34		x	6.2641	17.50
Wed	09/28/16	240.68610	1.01579	44	1.2145			-1.2145	4.40		x	6.2916	17.44
Thu	09/29/16	240.67307	1.01574	45	1.2421			-1.2421	4.45		x	6.3192	17.39
Fri	09/30/16	240.66003	1.01568	46	1.2696			-1.2696	4.51		x	6.3467	17.33
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	1.01568	49	1.3524			-1.3524	4.51		x	6.4295	17.33
Tue	10/04/16	240.66694	1.01571	50	1.3800			-1.3800	4.48		x	6.4571	17.36
Wed	10/05/16	240.67358	1.01574	51	1.4077			-1.4077	4.45		x	6.4848	17.39
Thu	10/06/16	240.68023	1.01577	52	1.4353			-1.4353	4.42		x	6.5124	17.42
Fri	10/07/16	240.68687	1.01579	53	1.4630			-1.4630	4.40		x	6.5401	17.44
Mon	10/10/16	240.70681	1.01588	56	1.5459			-1.5459	4.31		x	6.6230	17.53
Tue	10/11/16	240.71345	1.01591	57	1.5736			-1.5736	4.28		x	6.6507	17.56
Wed	10/12/16	240.72010	1.01593	58	1.6012			-1.6012	4.26		x	6.6783	17.58
Thu	10/13/16	240.72674	1.01596	59	1.6288			-1.6288	4.23		x	6.7059	17.61
Fri	10/14/16	240.73339	1.01599	60	1.6565			-1.6565	4.20		x	6.7336	17.64
Mon	10/17/16	240.75332	1.01607	63	1.7395			-1.7395	4.12		x	6.8166	17.72
Tue	10/18/16	240.75997	1.01610	64	1.7671			-1.7671	4.09		x	6.8442	17.75
Wed	10/19/16	240.76661	1.01613	65	1.7948			-1.7948	4.06		x	6.8719	17.78
Thu	10/20/16	240.77326	1.01616	66	1.8225			-1.8225	4.03		x	6.8996	17.81
Fri	10/21/16	240.77990	1.01619	67	1.8501			-1.8501	4.00		x	6.9272	17.84
Mon	10/24/16	240.79984	1.01627	70	1.9331			-1.9331	3.92		x	7.0102	17.92
Tue	10/25/16	240.80648	1.01630	71	1.9608			-1.9608	3.89		x	7.0379	17.95
Wed	10/26/16	240.81313	1.01633	72	1.9885			-1.9885	3.86		x	7.0656	17.98
Thu	10/27/16	240.81977	1.01636	73	2.0161			-2.0161	3.83		x	7.0932	18.01
Fri	10/28/16	240.82642	1.01638	74	2.0438			-2.0438	3.81		x	7.1209	18.03
Mon	10/31/16	240.84635	1.01647	77	2.1269			-2.1269	3.72		x	7.2040	18.12
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	1.01650	78	2.1545			-2.1545	3.69		x	7.2316	18.15
Wed	11/02/16	240.87217	1.01658	79	2.1823			-2.1823	3.61		x	7.2594	18.23
Thu	11/03/16	240.89133	1.01666	80	2.2101			-2.2101	3.53		x	7.2872	18.31
Fri	11/04/16	240.91050	1.01674	81	2.2379			-2.2379	3.45		x	7.3150	18.39
Mon	11/07/16	240.96800	1.01698	84	2.3214			-2.3214	3.21		x	7.3985	18.63
Tue	11/08/16	240.98717	1.01706	85	2.3492			-2.3492	3.13		x	7.4263	18.71
Wed	11/09/16	241.00633	1.01714	86	2.3770			-2.3770	3.05		x	7.4541	18.79
Thu	11/10/16	241.02550	1.01722	87	2.4048			-2.4048	2.97		x	7.4819	18.87
Fri	11/11/16	241.04467	1.01730	88	2.4327			-2.4327	2.89		x	7.5098	18.95
Mon	11/14/16	241.10217	1.01755	91	2.5162			-2.5162	2.64		x	7.5933	19.20
Tue	11/15/16	241.12133	1.01763	92	2.5441			-2.5441	2.56		x	7.6212	19.28
Wed	11/16/16	241.14050	1.01771	93	2.5719			-2.5719	2.48		x	7.6490	19.36
Thu	11/17/16	241.15967	1.01779	94	2.5998			-2.5998	2.40		x	7.6769	19.44
Fri	11/18/16	241.17883	1.01787	95	2.6277			-2.6277	2.32		x	7.7048	19.52
Mon	11/21/16	241.23633	1.01811	98	2.7113			-2.7113	2.08		x	7.7884	19.76
Tue	11/22/16	241.25550	1.01819	99	2.7392			-2.7392	2.00		x	7.8163	19.84
Wed	11/23/16	241.27467	1.01828	100	2.7671			-2.7671	1.91		x	7.8442	19.93
Thu	11/24/16	241.29383	1.01836	101	2.7950			-2.7950	1.83		x	7.8721	20.01
Fri	11/25/16	241.31300	1.01844	102	2.8229			-2.8229	1.75		x	7.9000	20.09
Mon	11/28/16	241.37050	1.01868	105	2.9066			-2.9066	1.51		x	7.9837	20.33
Tue	11/29/16	241.38967	1.01876	106	2.9345			-2.9345	1.43		x	8.0116	20.41
Wed	11/30/16	241.40883	1.01884	107	2.9624			-2.9624	1.35		x	8.0395	20.49
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	12/01/16	241.42800	1.01892	108	2.9903			-2.9903	1.27		x	8.0674	20.57
Fri	12/02/16	241.43771	1.01896	109	3.0181			-3.0181	1.23		x	8.0952	20.61
Mon	12/05/16	241.46684	1.01909	112	3.1016			-3.1016	1.10		x	8.1787	20.74
Tue	12/06/16	241.47655	1.01913	113	3.1294			-3.1294	1.06		x	8.2065	20.78
Wed	12/07/16	241.48626	1.01917	114	3.1572			-3.1572	1.02		x	8.2343	20.82
Thu	12/08/16	241.49597	1.01921	115	3.1850			-3.1850	0.98		x	8.2621	20.86
Fri	12/09/16	241.50568	1.01925	116	3.2129			-3.2129	0.94		x	8.2900	20.90
Mon	12/12/16	241.53481	1.01937	119	3.2963			-3.2963	0.82		x	8.3734	21.02
Tue	12/13/16	241.54452	1.01941	120	3.3242			-3.3242	0.78		x	8.4013	21.06
Wed	12/14/16	241.55423	1.01945	121	3.3520			-3.3520	0.74		x	8.4291	21.10
Thu	12/15/16	241.56394	1.01950	122	3.3799			-3.3799	0.69		x	8.4570	21.15
Fri	12/16/16	241.57365	1.01954	123	3.4077			-3.4077	0.65		x	8.4848	21.19
Mon	12/19/16	241.60277	1.01966	126	3.4912			-3.4912	0.53		x	8.5683	21.31
Tue	12/20/16	241.61248	1.01970	127	3.5191			-3.5191	0.49		x	8.5962	21.35
Wed	12/21/16	241.62219	1.01974	128	3.5469			-3.5469	0.45		x	8.6240	21.39
Thu	12/22/16	241.63190	1.01978	129	3.5748			-3.5748	0.41		x	8.6519	21.43
Fri	12/23/16	241.64161	1.01982	130	3.6026			-3.6026	0.37		x	8.6797	21.47
Mon	12/26/16	241.67074	1.01995	133	3.6862			-3.6862	0.24		x	8.7633	21.60
Tue	12/27/16	241.68045	1.01999	134	3.7141			-3.7141	0.20		x	8.7912	21.64
Wed	12/28/16	241.69016	1.02003	135	3.7420			-3.7420	0.16		x	8.8191	21.68
Thu	12/29/16	241.69987	1.02007	136	3.7698			-3.7698	0.12		x	8.8469	21.72
Fri	12/30/16	241.70958	1.02011	137	3.7977			-3.7977	0.08		x	8.8748	21.76
Sun	01/01/17	241.72900	1.02019

Generated 12/22/16 16:30