2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912810FR4	Interest 01/15/16 (184 days)	$14.9692
Dated Date	July 15, 2004	Interest 07/15/16 (182 days)	$15.1008
Ref CPI on Dated Date	188.49677	Interest Total	$30.0700
Original Issue Date	July 30, 2004	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	1.26176	170	13.8434	x	x	16.2266	20.64			13.8434	0.00
Mon	01/04/16	237.78942	1.26150	173	14.0848	x	x	15.9852	20.90			14.0848	-0.26
Tue	01/05/16	237.77323	1.26142	174	14.1653	x	x	15.9047	20.98			14.1653	-0.34
Wed	01/06/16	237.75703	1.26133	175	14.2457	x	x	15.8243	21.07			14.2457	-0.43
Thu	01/07/16	237.74084	1.26125	176	14.3262	x	x	15.7438	21.15			14.3262	-0.51
Fri	01/08/16	237.72465	1.26116	177	14.4065	x	x	15.6635	21.24			14.4065	-0.60
Mon	01/11/16	237.67606	1.26090	180	14.6477	x	x	15.4223	21.50			14.6477	-0.86
Tue	01/12/16	237.65987	1.26082	181	14.7281	x	x	15.3419	21.58			14.7281	-0.94
Wed	01/13/16	237.64368	1.26073	182	14.8084	x	x	15.2616	21.67			14.8084	-1.03
Thu	01/14/16	237.62748	1.26064	183	14.8887	x	x	15.1813	21.76			14.8887	-1.12
Fri	01/15/16	237.61129	1.26056	0	0.0000		x	15.1008	21.84	x		14.9692	-1.20
Mon	01/18/16	237.56271	1.26030	3	0.2467		x	14.8541	22.10	x		15.2159	-1.46
Tue	01/19/16	237.54652	1.26022	4	0.3289		x	14.7719	22.18	x		15.2981	-1.54
Wed	01/20/16	237.53032	1.26013	5	0.4111		x	14.6897	22.27	x		15.3803	-1.63
Thu	01/21/16	237.51413	1.26004	6	0.4933		x	14.6075	22.36	x		15.4625	-1.72
Fri	01/22/16	237.49794	1.25996	7	0.5755		x	14.5253	22.44	x		15.5447	-1.80
Mon	01/25/16	237.44935	1.25970	10	0.8219		x	14.2789	22.70	x		15.7911	-2.06
Tue	01/26/16	237.43316	1.25961	11	0.9040		x	14.1968	22.79	x		15.8732	-2.15
Wed	01/27/16	237.41697	1.25953	12	0.9862		x	14.1146	22.87	x		15.9554	-2.23
Thu	01/28/16	237.40077	1.25944	13	1.0683		x	14.0325	22.96	x		16.0375	-2.32
Fri	01/29/16	237.38458	1.25936	14	1.1504		x	13.9504	23.04	x		16.1196	-2.40
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	1.25910	17	1.3966		x	13.7042	23.30	x		16.3658	-2.66
Tue	02/02/16	237.30803	1.25895	18	1.4786		x	13.6222	23.45	x		16.4478	-2.81
Wed	02/03/16	237.28007	1.25880	19	1.5605		x	13.5403	23.60	x		16.5297	-2.96
Thu	02/04/16	237.25210	1.25865	20	1.6425		x	13.4583	23.75	x		16.6117	-3.11
Fri	02/05/16	237.22414	1.25851	21	1.7244		x	13.3764	23.89	x		16.6936	-3.25
Mon	02/08/16	237.14024	1.25806	24	1.9700		x	13.1308	24.34	x		16.9392	-3.70
Tue	02/09/16	237.11228	1.25791	25	2.0519		x	13.0489	24.49	x		17.0211	-3.85
Wed	02/10/16	237.08431	1.25776	26	2.1337		x	12.9671	24.64	x		17.1029	-4.00
Thu	02/11/16	237.05634	1.25761	27	2.2155		x	12.8853	24.79	x		17.1847	-4.15
Fri	02/12/16	237.02838	1.25747	28	2.2973		x	12.8035	24.93	x		17.2665	-4.29
Mon	02/15/16	236.94448	1.25702	31	2.5425		x	12.5583	25.38	x		17.5117	-4.74
Tue	02/16/16	236.91652	1.25687	32	2.6242		x	12.4766	25.53	x		17.5934	-4.89
Wed	02/17/16	236.88855	1.25672	33	2.7059		x	12.3949	25.68	x		17.6751	-5.04
Thu	02/18/16	236.86059	1.25658	34	2.7876		x	12.3132	25.82	x		17.7568	-5.18
Fri	02/19/16	236.83262	1.25643	35	2.8693		x	12.2315	25.97	x		17.8385	-5.33
Mon	02/22/16	236.74872	1.25598	38	3.1141		x	11.9867	26.42	x		18.0833	-5.78
Tue	02/23/16	236.72076	1.25583	39	3.1956		x	11.9052	26.57	x		18.1648	-5.93
Wed	02/24/16	236.69279	1.25569	40	3.2772		x	11.8236	26.71	x		18.2464	-6.07
Thu	02/25/16	236.66483	1.25554	41	3.3587		x	11.7421	26.86	x		18.3279	-6.22
Fri	02/26/16	236.63686	1.25539	42	3.4403		x	11.6605	27.01	x		18.4095	-6.37
Mon	02/29/16	236.55297	1.25494	45	3.6847		x	11.4161	27.46	x		18.6539	-6.82
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	1.25480	46	3.7661		x	11.3347	27.60	x		18.7353	-6.96
Wed	03/02/16	236.53761	1.25486	47	3.8482		x	11.2526	27.54	x		18.8174	-6.90
Thu	03/03/16	236.55023	1.25493	48	3.9303		x	11.1705	27.47	x		18.8995	-6.83
Fri	03/04/16	236.56284	1.25500	49	4.0124		x	11.0884	27.40	x		18.9816	-6.76
Mon	03/07/16	236.60068	1.25520	52	4.2587		x	10.8421	27.20	x		19.2279	-6.56
Tue	03/08/16	236.61329	1.25526	53	4.3408		x	10.7600	27.14	x		19.3100	-6.50
Wed	03/09/16	236.62590	1.25533	54	4.4230		x	10.6778	27.07	x		19.3922	-6.43
Thu	03/10/16	236.63852	1.25540	55	4.5051		x	10.5957	27.00	x		19.4743	-6.36
Fri	03/11/16	236.65113	1.25547	56	4.5873		x	10.5135	26.93	x		19.5565	-6.29
Mon	03/14/16	236.68897	1.25567	59	4.8338		x	10.2670	26.73	x		19.8030	-6.09
Tue	03/15/16	236.70158	1.25573	60	4.9160		x	10.1848	26.67	x		19.8852	-6.03
Wed	03/16/16	236.71419	1.25580	61	4.9982		x	10.1026	26.60	x		19.9674	-5.96
Thu	03/17/16	236.72681	1.25587	62	5.0804		x	10.0204	26.53	x		20.0496	-5.89
Fri	03/18/16	236.73942	1.25593	63	5.1626		x	9.9382	26.47	x		20.1318	-5.83
Mon	03/21/16	236.77726	1.25613	66	5.4093		x	9.6915	26.27	x		20.3785	-5.63
Tue	03/22/16	236.78987	1.25620	67	5.4916		x	9.6092	26.20	x		20.4608	-5.56
Wed	03/23/16	236.80248	1.25627	68	5.5738		x	9.5270	26.13	x		20.5430	-5.49
Thu	03/24/16	236.81510	1.25634	69	5.6561		x	9.4447	26.06	x		20.6253	-5.42
Fri	03/25/16	236.82771	1.25640	70	5.7384		x	9.3624	26.00	x		20.7076	-5.36
Mon	03/28/16	236.86555	1.25660	73	5.9852		x	9.1156	25.80	x		20.9544	-5.16
Tue	03/29/16	236.87816	1.25667	74	6.0676		x	9.0332	25.73	x		21.0368	-5.09
Wed	03/30/16	236.89077	1.25674	75	6.1499		x	8.9509	25.66	x		21.1191	-5.02
Thu	03/31/16	236.90339	1.25680	76	6.2322		x	8.8686	25.60	x		21.2014	-4.96
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	1.25687	77	6.3146		x	8.7862	25.53	x		21.2838	-4.89
Mon	04/04/16	236.93550	1.25697	80	6.5611		x	8.5397	25.43	x		21.5303	-4.79
Tue	04/05/16	236.94200	1.25701	81	6.6433		x	8.4575	25.39	x		21.6125	-4.75
Wed	04/06/16	236.94850	1.25704	82	6.7255		x	8.3753	25.36	x		21.6947	-4.72
Thu	04/07/16	236.95500	1.25708	83	6.8077		x	8.2931	25.32	x		21.7769	-4.68
Fri	04/08/16	236.96150	1.25711	84	6.8899		x	8.2109	25.29	x		21.8591	-4.65
Mon	04/11/16	236.98100	1.25722	87	7.1366		x	7.9642	25.18	x		22.1058	-4.54
Tue	04/12/16	236.98750	1.25725	88	7.2188		x	7.8820	25.15	x		22.1880	-4.51
Wed	04/13/16	236.99400	1.25728	89	7.3010		x	7.7998	25.12	x		22.2702	-4.48
Thu	04/14/16	237.00050	1.25732	90	7.3833		x	7.7175	25.08	x		22.3525	-4.44
Fri	04/15/16	237.00700	1.25735	91	7.4655		x	7.6353	25.05	x		22.4347	-4.41
Mon	04/18/16	237.02650	1.25746	94	7.7123		x	7.3885	24.94	x		22.6815	-4.30
Tue	04/19/16	237.03300	1.25749	95	7.7945		x	7.3063	24.91	x		22.7637	-4.27
Wed	04/20/16	237.03950	1.25753	96	7.8768		x	7.2240	24.87	x		22.8460	-4.23
Thu	04/21/16	237.04600	1.25756	97	7.9591		x	7.1417	24.84	x		22.9283	-4.20
Fri	04/22/16	237.05250	1.25759	98	8.0413		x	7.0595	24.81	x		23.0105	-4.17
Mon	04/25/16	237.07200	1.25770	101	8.2882		x	6.8126	24.70	x		23.2574	-4.06
Tue	04/26/16	237.07850	1.25773	102	8.3705		x	6.7303	24.67	x		23.3397	-4.03
Wed	04/27/16	237.08500	1.25777	103	8.4528		x	6.6480	24.63	x		23.4220	-3.99
Thu	04/28/16	237.09150	1.25780	104	8.5351		x	6.5657	24.60	x		23.5043	-3.96
Fri	04/29/16	237.09800	1.25784	105	8.6174		x	6.4834	24.56	x		23.5866	-3.92
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	1.25808	108	8.8653		x	6.2355	24.32	x		23.8345	-3.68
Tue	05/03/16	237.17687	1.25825	109	8.9486		x	6.1522	24.15	x		23.9178	-3.51
Wed	05/04/16	237.20981	1.25843	110	9.0320		x	6.0688	23.97	x		24.0012	-3.33
Thu	05/05/16	237.24274	1.25860	111	9.1153		x	5.9855	23.80	x		24.0845	-3.16
Fri	05/06/16	237.27568	1.25878	112	9.1988		x	5.9020	23.62	x		24.1680	-2.98
Mon	05/09/16	237.37448	1.25930	115	9.4491		x	5.6517	23.10	x		24.4183	-2.46
Tue	05/10/16	237.40742	1.25948	116	9.5326		x	5.5682	22.92	x		24.5018	-2.28
Wed	05/11/16	237.44035	1.25965	117	9.6161		x	5.4847	22.75	x		24.5853	-2.11
Thu	05/12/16	237.47329	1.25983	118	9.6997		x	5.4011	22.57	x		24.6689	-1.93
Fri	05/13/16	237.50623	1.26000	119	9.7832		x	5.3176	22.40	x		24.7524	-1.76
Mon	05/16/16	237.60503	1.26053	122	10.0340		x	5.0668	21.87	x		25.0032	-1.23
Tue	05/17/16	237.63797	1.26070	123	10.1176		x	4.9832	21.70	x		25.0868	-1.06
Wed	05/18/16	237.67090	1.26088	124	10.2014		x	4.8994	21.52	x		25.1706	-0.88
Thu	05/19/16	237.70384	1.26105	125	10.2850		x	4.8158	21.35	x		25.2542	-0.71
Fri	05/20/16	237.73677	1.26122	126	10.3687		x	4.7321	21.18	x		25.3379	-0.54
Mon	05/23/16	237.83558	1.26175	129	10.6200		x	4.4808	20.65	x		25.5892	-0.01
Tue	05/24/16	237.86852	1.26192	130	10.7038		x	4.3970	20.48	x		25.6730	0.16
Wed	05/25/16	237.90145	1.26210	131	10.7877		x	4.3131	20.30	x		25.7569	0.34
Thu	05/26/16	237.93439	1.26227	132	10.8715		x	4.2293	20.13	x		25.8407	0.51
Fri	05/27/16	237.96732	1.26245	133	10.9554		x	4.1454	19.95	x		25.9246	0.69
Mon	05/30/16	238.06613	1.26297	136	11.2071		x	3.8937	19.43	x		26.1763	1.21
Tue	05/31/16	238.09906	1.26315	137	11.2911		x	3.8097	19.25	x		26.2603	1.39
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	06/01/16	238.13200	1.26332	138	11.3751		x	3.7257	19.08	x		26.3443	1.56
Thu	06/02/16	238.16963	1.26352	139	11.4593		x	3.6415	18.88	x		26.4285	1.76
Fri	06/03/16	238.20727	1.26372	140	11.5436		x	3.5572	18.68	x		26.5128	1.96
Mon	06/06/16	238.32017	1.26432	143	11.7966		x	3.3042	18.08	x		26.7658	2.56
Tue	06/07/16	238.35780	1.26452	144	11.8809		x	3.2199	17.88	x		26.8501	2.76
Wed	06/08/16	238.39543	1.26472	145	11.9653		x	3.1355	17.68	x		26.9345	2.96
Thu	06/09/16	238.43307	1.26492	146	12.0498		x	3.0510	17.48	x		27.0190	3.16
Fri	06/10/16	238.47070	1.26512	147	12.1342		x	2.9666	17.28	x		27.1034	3.36
Mon	06/13/16	238.58360	1.26572	150	12.3877		x	2.7131	16.68	x		27.3569	3.96
Tue	06/14/16	238.62123	1.26592	151	12.4723		x	2.6285	16.48	x		27.4415	4.16
Wed	06/15/16	238.65887	1.26612	152	12.5568		x	2.5440	16.28	x		27.5260	4.36
Thu	06/16/16	238.69650	1.26632	153	12.6415		x	2.4593	16.08	x		27.6107	4.56
Fri	06/17/16	238.73413	1.26652	154	12.7261		x	2.3747	15.88	x		27.6953	4.76
Mon	06/20/16	238.84703	1.26711	157	12.9800		x	2.1208	15.29	x		27.9492	5.35
Tue	06/21/16	238.88467	1.26731	158	13.0648		x	2.0360	15.09	x		28.0340	5.55
Wed	06/22/16	238.92230	1.26751	159	13.1495		x	1.9513	14.89	x		28.1187	5.75
Thu	06/23/16	238.95993	1.26771	160	13.2343		x	1.8665	14.69	x		28.2035	5.95
Fri	06/24/16	238.99757	1.26791	161	13.3192		x	1.7816	14.49	x		28.2884	6.15
Mon	06/27/16	239.11047	1.26851	164	13.5738		x	1.5270	13.89	x		28.5430	6.75
Tue	06/28/16	239.14810	1.26871	165	13.6587		x	1.4421	13.69	x		28.6279	6.95
Wed	06/29/16	239.18573	1.26891	166	13.7436		x	1.3572	13.49	x		28.7128	7.15
Thu	06/30/16	239.22337	1.26911	167	13.8286		x	1.2722	13.29	x		28.7978	7.35
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	07/01/16	239.26100	1.26931	168	13.9136		x	1.1872	13.09	x		28.8828	7.55
Mon	07/04/16	239.35535	1.26981	171	14.1676		x	0.9332	12.59	x		29.1368	8.05
Tue	07/05/16	239.38681	1.26998	172	14.2524		x	0.8484	12.42	x		29.2216	8.22
Wed	07/06/16	239.41826	1.27015	173	14.3372		x	0.7636	12.25	x		29.3064	8.39
Thu	07/07/16	239.44971	1.27031	174	14.4219		x	0.6789	12.09	x		29.3911	8.55
Fri	07/08/16	239.48116	1.27048	175	14.5067		x	0.5941	11.92	x		29.4759	8.72
Mon	07/11/16	239.57552	1.27098	178	14.7612		x	0.3396	11.42	x		29.7304	9.22
Tue	07/12/16	239.60697	1.27115	179	14.8461		x	0.2547	11.25	x		29.8153	9.39
Wed	07/13/16	239.63842	1.27131	180	14.9309		x	0.1699	11.09	x		29.9001	9.55
Thu	07/14/16	239.66987	1.27148	181	15.0159		x	0.0849	10.92	x		29.9851	9.72
Fri	07/15/16	239.70132	1.27165	0	0.0000			0.0000	10.75	x	x	30.0700	9.89
Mon	07/18/16	239.79568	1.27215	3	0.2463			-0.2463	10.25	x	x	30.3163	10.39
Tue	07/19/16	239.82713	1.27231	4	0.3284			-0.3284	10.09	x	x	30.3984	10.55
Wed	07/20/16	239.85858	1.27248	5	0.4106			-0.4106	9.92	x	x	30.4806	10.72
Thu	07/21/16	239.89003	1.27265	6	0.4928			-0.4928	9.75	x	x	30.5628	10.89
Fri	07/22/16	239.92148	1.27281	7	0.5750			-0.5750	9.59	x	x	30.6450	11.05
Mon	07/25/16	240.01584	1.27332	10	0.8218			-0.8218	9.08	x	x	30.8918	11.56
Tue	07/26/16	240.04729	1.27348	11	0.9041			-0.9041	8.92	x	x	30.9741	11.72
Wed	07/27/16	240.07874	1.27365	12	0.9864			-0.9864	8.75	x	x	31.0564	11.89
Thu	07/28/16	240.11019	1.27382	13	1.0687			-1.0687	8.58	x	x	31.1387	12.06
Fri	07/29/16	240.14165	1.27398	14	1.1511			-1.1511	8.42	x	x	31.2211	12.22
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	1.27448	17	1.3983			-1.3983	7.92	x	x	31.4683	12.72
Tue	08/02/16	240.26187	1.27462	18	1.4807			-1.4807	7.78	x	x	31.5507	12.86
Wed	08/03/16	240.28774	1.27476	19	1.5631			-1.5631	7.64	x	x	31.6331	13.00
Thu	08/04/16	240.31361	1.27490	20	1.6456			-1.6456	7.50	x	x	31.7156	13.14
Fri	08/05/16	240.33948	1.27503	21	1.7280			-1.7280	7.37	x	x	31.7980	13.27
Mon	08/08/16	240.41710	1.27544	24	1.9755			-1.9755	6.96	x	x	32.0455	13.68
Tue	08/09/16	240.44297	1.27558	25	2.0581			-2.0581	6.82	x	x	32.1281	13.82
Wed	08/10/16	240.46884	1.27572	26	2.1406			-2.1406	6.68	x	x	32.2106	13.96
Thu	08/11/16	240.49471	1.27586	27	2.2232			-2.2232	6.54	x	x	32.2932	14.10
Fri	08/12/16	240.52058	1.27599	28	2.3058			-2.3058	6.41	x	x	32.3758	14.23
Mon	08/15/16	240.59819	1.27640	31	2.5537			-2.5537	6.00	x	x	32.6237	14.64
Tue	08/16/16	240.62406	1.27654	32	2.6363			-2.6363	5.86	x	x	32.7063	14.78
Wed	08/17/16	240.64994	1.27668	33	2.7190			-2.7190	5.72	x	x	32.7890	14.92
Thu	08/18/16	240.67581	1.27682	34	2.8017			-2.8017	5.58	x	x	32.8717	15.06
Fri	08/19/16	240.70168	1.27695	35	2.8844			-2.8844	5.45	x	x	32.9544	15.19
Mon	08/22/16	240.77929	1.27737	38	3.1327			-3.1327	5.03	x	x	33.2027	15.61
Tue	08/23/16	240.80516	1.27750	39	3.2154			-3.2154	4.90	x	x	33.2854	15.74
Wed	08/24/16	240.83103	1.27764	40	3.2983			-3.2983	4.76	x	x	33.3683	15.88
Thu	08/25/16	240.85690	1.27778	41	3.3811			-3.3811	4.62	x	x	33.4511	16.02
Fri	08/26/16	240.88277	1.27791	42	3.4639			-3.4639	4.49	x	x	33.5339	16.15
Mon	08/29/16	240.96039	1.27833	45	3.7125			-3.7125	4.07	x	x	33.7825	16.57
Tue	08/30/16	240.98626	1.27846	46	3.7954			-3.7954	3.94	x	x	33.8654	16.70
Wed	08/31/16	241.01213	1.27860	47	3.8784			-3.8784	3.80	x	x	33.9484	16.84
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	09/01/16	241.03800	1.27874	48	3.9613			-3.9613	3.66	x	x	34.0313	16.98
Fri	09/02/16	241.02497	1.27867	49	4.0436			-4.0436	3.73	x	x	34.1136	16.91
Mon	09/05/16	240.98587	1.27846	52	4.2905			-4.2905	3.94	x	x	34.3605	16.70
Tue	09/06/16	240.97283	1.27839	53	4.3728			-4.3728	4.01	x	x	34.4428	16.63
Wed	09/07/16	240.95980	1.27832	54	4.4550			-4.4550	4.08	x	x	34.5250	16.56
Thu	09/08/16	240.94677	1.27825	55	4.5373			-4.5373	4.15	x	x	34.6073	16.49
Fri	09/09/16	240.93373	1.27818	56	4.6195			-4.6195	4.22	x	x	34.6895	16.42
Mon	09/12/16	240.89463	1.27798	59	4.8662			-4.8662	4.42	x	x	34.9362	16.22
Tue	09/13/16	240.88160	1.27791	60	4.9484			-4.9484	4.49	x	x	35.0184	16.15
Wed	09/14/16	240.86857	1.27784	61	5.0306			-5.0306	4.56	x	x	35.1006	16.08
Thu	09/15/16	240.85553	1.27777	62	5.1128			-5.1128	4.63	x	x	35.1828	16.01
Fri	09/16/16	240.84250	1.27770	63	5.1950			-5.1950	4.70	x	x	35.2650	15.94
Mon	09/19/16	240.80340	1.27749	66	5.4415			-5.4415	4.91	x	x	35.5115	15.73
Tue	09/20/16	240.79037	1.27742	67	5.5236			-5.5236	4.98	x	x	35.5936	15.66
Wed	09/21/16	240.77733	1.27736	68	5.6058			-5.6058	5.04	x	x	35.6758	15.60
Thu	09/22/16	240.76430	1.27729	69	5.6879			-5.6879	5.11	x	x	35.7579	15.53
Fri	09/23/16	240.75127	1.27722	70	5.7700			-5.7700	5.18	x	x	35.8400	15.46
Mon	09/26/16	240.71217	1.27701	73	6.0163			-6.0163	5.39	x	x	36.0863	15.25
Tue	09/27/16	240.69913	1.27694	74	6.0984			-6.0984	5.46	x	x	36.1684	15.18
Wed	09/28/16	240.68610	1.27687	75	6.1805			-6.1805	5.53	x	x	36.2505	15.11
Thu	09/29/16	240.67307	1.27680	76	6.2626			-6.2626	5.60	x	x	36.3326	15.04
Fri	09/30/16	240.66003	1.27673	77	6.3446			-6.3446	5.67	x	x	36.4146	14.97
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	1.27673	80	6.5918			-6.5918	5.67	x	x	36.6618	14.97
Tue	10/04/16	240.66694	1.27677	81	6.6744			-6.6744	5.63	x	x	36.7444	15.01
Wed	10/05/16	240.67358	1.27680	82	6.7570			-6.7570	5.60	x	x	36.8270	15.04
Thu	10/06/16	240.68023	1.27684	83	6.8396			-6.8396	5.56	x	x	36.9096	15.08
Fri	10/07/16	240.68687	1.27688	84	6.9222			-6.9222	5.52	x	x	36.9922	15.12
Mon	10/10/16	240.70681	1.27698	87	7.1700			-7.1700	5.42	x	x	37.2400	15.22
Tue	10/11/16	240.71345	1.27702	88	7.2526			-7.2526	5.38	x	x	37.3226	15.26
Wed	10/12/16	240.72010	1.27705	89	7.3352			-7.3352	5.35	x	x	37.4052	15.29
Thu	10/13/16	240.72674	1.27709	90	7.4179			-7.4179	5.31	x	x	37.4879	15.33
Fri	10/14/16	240.73339	1.27712	91	7.5005			-7.5005	5.28	x	x	37.5705	15.36
Mon	10/17/16	240.75332	1.27723	94	7.7484			-7.7484	5.17	x	x	37.8184	15.47
Tue	10/18/16	240.75997	1.27726	95	7.8310			-7.8310	5.14	x	x	37.9010	15.50
Wed	10/19/16	240.76661	1.27730	96	7.9137			-7.9137	5.10	x	x	37.9837	15.54
Thu	10/20/16	240.77326	1.27733	97	7.9963			-7.9963	5.07	x	x	38.0663	15.57
Fri	10/21/16	240.77990	1.27737	98	8.0790			-8.0790	5.03	x	x	38.1490	15.61
Mon	10/24/16	240.79984	1.27747	101	8.3270			-8.3270	4.93	x	x	38.3970	15.71
Tue	10/25/16	240.80648	1.27751	102	8.4097			-8.4097	4.89	x	x	38.4797	15.75
Wed	10/26/16	240.81313	1.27755	103	8.4924			-8.4924	4.85	x	x	38.5624	15.79
Thu	10/27/16	240.81977	1.27758	104	8.5751			-8.5751	4.82	x	x	38.6451	15.82
Fri	10/28/16	240.82642	1.27762	105	8.6578			-8.6578	4.78	x	x	38.7278	15.86
Mon	10/31/16	240.84635	1.27772	108	8.9058			-8.9058	4.68	x	x	38.9758	15.96
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	1.27776	109	8.9886			-8.9886	4.64	x	x	39.0586	16.00
Wed	11/02/16	240.87217	1.27786	110	9.0718			-9.0718	4.54	x	x	39.1418	16.10
Thu	11/03/16	240.89133	1.27796	111	9.1550			-9.1550	4.44	x	x	39.2250	16.20
Fri	11/04/16	240.91050	1.27806	112	9.2382			-9.2382	4.34	x	x	39.3082	16.30
Mon	11/07/16	240.96800	1.27837	115	9.4879			-9.4879	4.03	x	x	39.5579	16.61
Tue	11/08/16	240.98717	1.27847	116	9.5712			-9.5712	3.93	x	x	39.6412	16.71
Wed	11/09/16	241.00633	1.27857	117	9.6544			-9.6544	3.83	x	x	39.7244	16.81
Thu	11/10/16	241.02550	1.27867	118	9.7377			-9.7377	3.73	x	x	39.8077	16.91
Fri	11/11/16	241.04467	1.27877	119	9.8210			-9.8210	3.63	x	x	39.8910	17.01
Mon	11/14/16	241.10217	1.27908	122	10.0710			-10.0710	3.32	x	x	40.1410	17.32
Tue	11/15/16	241.12133	1.27918	123	10.1544			-10.1544	3.22	x	x	40.2244	17.42
Wed	11/16/16	241.14050	1.27928	124	10.2377			-10.2377	3.12	x	x	40.3077	17.52
Thu	11/17/16	241.15967	1.27938	125	10.3211			-10.3211	3.02	x	x	40.3911	17.62
Fri	11/18/16	241.17883	1.27949	126	10.4045			-10.4045	2.91	x	x	40.4745	17.73
Mon	11/21/16	241.23633	1.27979	129	10.6548			-10.6548	2.61	x	x	40.7248	18.03
Tue	11/22/16	241.25550	1.27989	130	10.7382			-10.7382	2.51	x	x	40.8082	18.13
Wed	11/23/16	241.27467	1.27999	131	10.8217			-10.8217	2.41	x	x	40.8917	18.23
Thu	11/24/16	241.29383	1.28010	132	10.9052			-10.9052	2.30	x	x	40.9752	18.34
Fri	11/25/16	241.31300	1.28020	133	10.9887			-10.9887	2.20	x	x	41.0587	18.44
Mon	11/28/16	241.37050	1.28050	136	11.2392			-11.2392	1.90	x	x	41.3092	18.74
Tue	11/29/16	241.38967	1.28060	137	11.3227			-11.3227	1.80	x	x	41.3927	18.84
Wed	11/30/16	241.40883	1.28071	138	11.4063			-11.4063	1.69	x	x	41.4763	18.95
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	1.28081	139	11.4899			-11.4899	1.59	x	x	41.5599	19.05
Fri	12/02/16	241.43771	1.28086	140	11.5730			-11.5730	1.54	x	x	41.6430	19.10
Mon	12/05/16	241.46684	1.28101	143	11.8224			-11.8224	1.39	x	x	41.8924	19.25
Tue	12/06/16	241.47655	1.28106	144	11.9055			-11.9055	1.34	x	x	41.9755	19.30
Wed	12/07/16	241.48626	1.28112	145	11.9887			-11.9887	1.28	x	x	42.0587	19.36
Thu	12/08/16	241.49597	1.28117	146	12.0719			-12.0719	1.23	x	x	42.1419	19.41
Fri	12/09/16	241.50568	1.28122	147	12.1551			-12.1551	1.18	x	x	42.2251	19.46
Mon	12/12/16	241.53481	1.28137	150	12.4046			-12.4046	1.03	x	x	42.4746	19.61
Tue	12/13/16	241.54452	1.28143	151	12.4878			-12.4878	0.97	x	x	42.5578	19.67
Wed	12/14/16	241.55423	1.28148	152	12.5710			-12.5710	0.92	x	x	42.6410	19.72
Thu	12/15/16	241.56394	1.28153	153	12.6542			-12.6542	0.87	x	x	42.7242	19.77
Fri	12/16/16	241.57365	1.28158	154	12.7374			-12.7374	0.82	x	x	42.8074	19.82
Mon	12/19/16	241.60277	1.28173	157	12.9871			-12.9871	0.67	x	x	43.0571	19.97
Tue	12/20/16	241.61248	1.28179	158	13.0704			-13.0704	0.61	x	x	43.1404	20.03
Wed	12/21/16	241.62219	1.28184	159	13.1537			-13.1537	0.56	x	x	43.2237	20.08
Thu	12/22/16	241.63190	1.28189	160	13.2369			-13.2369	0.51	x	x	43.3069	20.13
Fri	12/23/16	241.64161	1.28194	161	13.3202			-13.3202	0.46	x	x	43.3902	20.18
Mon	12/26/16	241.67074	1.28209	164	13.5699			-13.5699	0.31	x	x	43.6399	20.33
Tue	12/27/16	241.68045	1.28215	165	13.6533			-13.6533	0.25	x	x	43.7233	20.39
Wed	12/28/16	241.69016	1.28220	166	13.7366			-13.7366	0.20	x	x	43.8066	20.44
Thu	12/29/16	241.69987	1.28225	167	13.8199			-13.8199	0.15	x	x	43.8899	20.49
Fri	12/30/16	241.70958	1.28230	168	13.9032			-13.9032	0.10	x	x	43.9732	20.54
Sun	01/01/17	241.72900	1.28240

Generated 12/22/16 16:30