2.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2017

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

CUSIP Number	912828GD6	Interest 01/15/16 (184 days)	$13.9917
Dated Date	January 15, 2007	Interest 07/15/16 (182 days)	$14.1147
Ref CPI on Dated Date	201.66452	Interest Total	$28.1064
Original Issue Date	January 16, 2007	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	1.17937	170	12.9394	x	x	15.1670	19.30			12.9394	0.00
Mon	01/04/16	237.78942	1.17913	173	13.1651	x	x	14.9413	19.54			13.1651	-0.24
Tue	01/05/16	237.77323	1.17905	174	13.2403	x	x	14.8661	19.62			13.2403	-0.32
Wed	01/06/16	237.75703	1.17897	175	13.3155	x	x	14.7909	19.70			13.3155	-0.40
Thu	01/07/16	237.74084	1.17889	176	13.3907	x	x	14.7157	19.78			13.3907	-0.48
Fri	01/08/16	237.72465	1.17881	177	13.4658	x	x	14.6406	19.86			13.4658	-0.56
Mon	01/11/16	237.67606	1.17857	180	13.6913	x	x	14.4151	20.10			13.6913	-0.80
Tue	01/12/16	237.65987	1.17849	181	13.7664	x	x	14.3400	20.18			13.7664	-0.88
Wed	01/13/16	237.64368	1.17841	182	13.8415	x	x	14.2649	20.26			13.8415	-0.96
Thu	01/14/16	237.62748	1.17833	183	13.9166	x	x	14.1898	20.34			13.9166	-1.04
Fri	01/15/16	237.61129	1.17825	0	0.0000		x	14.1147	20.42	x		13.9917	-1.12
Mon	01/18/16	237.56271	1.17801	3	0.2306		x	13.8841	20.66	x		14.2223	-1.36
Tue	01/19/16	237.54652	1.17793	4	0.3074		x	13.8073	20.74	x		14.2991	-1.44
Wed	01/20/16	237.53032	1.17785	5	0.3843		x	13.7304	20.82	x		14.3760	-1.52
Thu	01/21/16	237.51413	1.17777	6	0.4611		x	13.6536	20.90	x		14.4528	-1.60
Fri	01/22/16	237.49794	1.17769	7	0.5379		x	13.5768	20.98	x		14.5296	-1.68
Mon	01/25/16	237.44935	1.17745	10	0.7683		x	13.3464	21.22	x		14.7600	-1.92
Tue	01/26/16	237.43316	1.17737	11	0.8450		x	13.2697	21.30	x		14.8367	-2.00
Wed	01/27/16	237.41697	1.17729	12	0.9218		x	13.1929	21.38	x		14.9135	-2.08
Thu	01/28/16	237.40077	1.17721	13	0.9985		x	13.1162	21.46	x		14.9902	-2.16
Fri	01/29/16	237.38458	1.17713	14	1.0753		x	13.0394	21.54	x		15.0670	-2.24
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	1.17689	17	1.3054		x	12.8093	21.78	x		15.2971	-2.48
Tue	02/02/16	237.30803	1.17675	18	1.3820		x	12.7327	21.92	x		15.3737	-2.62
Wed	02/03/16	237.28007	1.17661	19	1.4586		x	12.6561	22.06	x		15.4503	-2.76
Thu	02/04/16	237.25210	1.17647	20	1.5352		x	12.5795	22.20	x		15.5269	-2.90
Fri	02/05/16	237.22414	1.17633	21	1.6118		x	12.5029	22.34	x		15.6035	-3.04
Mon	02/08/16	237.14024	1.17591	24	1.8414		x	12.2733	22.76	x		15.8331	-3.46
Tue	02/09/16	237.11228	1.17578	25	1.9179		x	12.1968	22.89	x		15.9096	-3.59
Wed	02/10/16	237.08431	1.17564	26	1.9944		x	12.1203	23.03	x		15.9861	-3.73
Thu	02/11/16	237.05634	1.17550	27	2.0708		x	12.0439	23.17	x		16.0625	-3.87
Fri	02/12/16	237.02838	1.17536	28	2.1473		x	11.9674	23.31	x		16.1390	-4.01
Mon	02/15/16	236.94448	1.17494	31	2.3765		x	11.7382	23.73	x		16.3682	-4.43
Tue	02/16/16	236.91652	1.17481	32	2.4529		x	11.6618	23.86	x		16.4446	-4.56
Wed	02/17/16	236.88855	1.17467	33	2.5293		x	11.5854	24.00	x		16.5210	-4.70
Thu	02/18/16	236.86059	1.17453	34	2.6056		x	11.5091	24.14	x		16.5973	-4.84
Fri	02/19/16	236.83262	1.17439	35	2.6819		x	11.4328	24.28	x		16.6736	-4.98
Mon	02/22/16	236.74872	1.17397	38	2.9107		x	11.2040	24.70	x		16.9024	-5.40
Tue	02/23/16	236.72076	1.17383	39	2.9870		x	11.1277	24.84	x		16.9787	-5.54
Wed	02/24/16	236.69279	1.17370	40	3.0632		x	11.0515	24.97	x		17.0549	-5.67
Thu	02/25/16	236.66483	1.17356	41	3.1394		x	10.9753	25.11	x		17.1311	-5.81
Fri	02/26/16	236.63686	1.17342	42	3.2156		x	10.8991	25.25	x		17.2073	-5.95
Mon	02/29/16	236.55297	1.17300	45	3.4441		x	10.6706	25.67	x		17.4358	-6.37
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	1.17286	46	3.5202		x	10.5945	25.81	x		17.5119	-6.51
Wed	03/02/16	236.53761	1.17293	47	3.5969		x	10.5178	25.74	x		17.5886	-6.44
Thu	03/03/16	236.55023	1.17299	48	3.6737		x	10.4410	25.68	x		17.6654	-6.38
Fri	03/04/16	236.56284	1.17305	49	3.7504		x	10.3643	25.62	x		17.7421	-6.32
Mon	03/07/16	236.60068	1.17324	52	3.9806		x	10.1341	25.43	x		17.9723	-6.13
Tue	03/08/16	236.61329	1.17330	53	4.0574		x	10.0573	25.37	x		18.0491	-6.07
Wed	03/09/16	236.62590	1.17336	54	4.1342		x	9.9805	25.31	x		18.1259	-6.01
Thu	03/10/16	236.63852	1.17343	55	4.2110		x	9.9037	25.24	x		18.2027	-5.94
Fri	03/11/16	236.65113	1.17349	56	4.2878		x	9.8269	25.18	x		18.2795	-5.88
Mon	03/14/16	236.68897	1.17368	59	4.5182		x	9.5965	24.99	x		18.5099	-5.69
Tue	03/15/16	236.70158	1.17374	60	4.5950		x	9.5197	24.93	x		18.5867	-5.63
Wed	03/16/16	236.71419	1.17380	61	4.6718		x	9.4429	24.87	x		18.6635	-5.57
Thu	03/17/16	236.72681	1.17386	62	4.7487		x	9.3660	24.81	x		18.7404	-5.51
Fri	03/18/16	236.73942	1.17393	63	4.8255		x	9.2892	24.74	x		18.8172	-5.44
Mon	03/21/16	236.77726	1.17411	66	5.0561		x	9.0586	24.56	x		19.0478	-5.26
Tue	03/22/16	236.78987	1.17418	67	5.1330		x	8.9817	24.49	x		19.1247	-5.19
Wed	03/23/16	236.80248	1.17424	68	5.2099		x	8.9048	24.43	x		19.2016	-5.13
Thu	03/24/16	236.81510	1.17430	69	5.2868		x	8.8279	24.37	x		19.2785	-5.07
Fri	03/25/16	236.82771	1.17436	70	5.3637		x	8.7510	24.31	x		19.3554	-5.01
Mon	03/28/16	236.86555	1.17455	73	5.5944		x	8.5203	24.12	x		19.5861	-4.82
Tue	03/29/16	236.87816	1.17461	74	5.6714		x	8.4433	24.06	x		19.6631	-4.76
Wed	03/30/16	236.89077	1.17468	75	5.7483		x	8.3664	23.99	x		19.7400	-4.69
Thu	03/31/16	236.90339	1.17474	76	5.8253		x	8.2894	23.93	x		19.8170	-4.63
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	1.17480	77	5.9022		x	8.2125	23.87	x		19.8939	-4.57
Mon	04/04/16	236.93550	1.17490	80	6.1327		x	7.9820	23.77	x		20.1244	-4.47
Tue	04/05/16	236.94200	1.17493	81	6.2095		x	7.9052	23.74	x		20.2012	-4.44
Wed	04/06/16	236.94850	1.17496	82	6.2864		x	7.8283	23.71	x		20.2781	-4.41
Thu	04/07/16	236.95500	1.17500	83	6.3632		x	7.7515	23.67	x		20.3549	-4.37
Fri	04/08/16	236.96150	1.17503	84	6.4401		x	7.6746	23.64	x		20.4318	-4.34
Mon	04/11/16	236.98100	1.17512	87	6.6706		x	7.4441	23.55	x		20.6623	-4.25
Tue	04/12/16	236.98750	1.17516	88	6.7475		x	7.3672	23.51	x		20.7392	-4.21
Wed	04/13/16	236.99400	1.17519	89	6.8243		x	7.2904	23.48	x		20.8160	-4.18
Thu	04/14/16	237.00050	1.17522	90	6.9012		x	7.2135	23.45	x		20.8929	-4.15
Fri	04/15/16	237.00700	1.17525	91	6.9780		x	7.1367	23.42	x		20.9697	-4.12
Mon	04/18/16	237.02650	1.17535	94	7.2087		x	6.9060	23.32	x		21.2004	-4.02
Tue	04/19/16	237.03300	1.17538	95	7.2856		x	6.8291	23.29	x		21.2773	-3.99
Wed	04/20/16	237.03950	1.17541	96	7.3625		x	6.7522	23.26	x		21.3542	-3.96
Thu	04/21/16	237.04600	1.17545	97	7.4394		x	6.6753	23.22	x		21.4311	-3.92
Fri	04/22/16	237.05250	1.17548	98	7.5163		x	6.5984	23.19	x		21.5080	-3.89
Mon	04/25/16	237.07200	1.17558	101	7.7470		x	6.3677	23.09	x		21.7387	-3.79
Tue	04/26/16	237.07850	1.17561	102	7.8239		x	6.2908	23.06	x		21.8156	-3.76
Wed	04/27/16	237.08500	1.17564	103	7.9008		x	6.2139	23.03	x		21.8925	-3.73
Thu	04/28/16	237.09150	1.17567	104	7.9778		x	6.1369	23.00	x		21.9695	-3.70
Fri	04/29/16	237.09800	1.17571	105	8.0547		x	6.0600	22.96	x		22.0464	-3.66
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	1.17593	108	8.2864		x	5.8283	22.74	x		22.2781	-3.44
Tue	05/03/16	237.17687	1.17610	109	8.3644		x	5.7503	22.57	x		22.3561	-3.27
Wed	05/04/16	237.20981	1.17626	110	8.4423		x	5.6724	22.41	x		22.4340	-3.11
Thu	05/05/16	237.24274	1.17642	111	8.5202		x	5.5945	22.25	x		22.5119	-2.95
Fri	05/06/16	237.27568	1.17659	112	8.5982		x	5.5165	22.08	x		22.5899	-2.78
Mon	05/09/16	237.37448	1.17708	115	8.8321		x	5.2826	21.59	x		22.8238	-2.29
Tue	05/10/16	237.40742	1.17724	116	8.9102		x	5.2045	21.43	x		22.9019	-2.13
Wed	05/11/16	237.44035	1.17740	117	8.9882		x	5.1265	21.27	x		22.9799	-1.97
Thu	05/12/16	237.47329	1.17757	118	9.0663		x	5.0484	21.10	x		23.0580	-1.80
Fri	05/13/16	237.50623	1.17773	119	9.1444		x	4.9703	20.94	x		23.1361	-1.64
Mon	05/16/16	237.60503	1.17822	122	9.3788		x	4.7359	20.45	x		23.3705	-1.15
Tue	05/17/16	237.63797	1.17838	123	9.4570		x	4.6577	20.29	x		23.4487	-0.99
Wed	05/18/16	237.67090	1.17855	124	9.5352		x	4.5795	20.12	x		23.5269	-0.82
Thu	05/19/16	237.70384	1.17871	125	9.6134		x	4.5013	19.96	x		23.6051	-0.66
Fri	05/20/16	237.73677	1.17887	126	9.6917		x	4.4230	19.80	x		23.6834	-0.50
Mon	05/23/16	237.83558	1.17936	129	9.9266		x	4.1881	19.31	x		23.9183	-0.01
Tue	05/24/16	237.86852	1.17953	130	10.0049		x	4.1098	19.14	x		23.9966	0.16
Wed	05/25/16	237.90145	1.17969	131	10.0833		x	4.0314	18.98	x		24.0750	0.32
Thu	05/26/16	237.93439	1.17985	132	10.1616		x	3.9531	18.82	x		24.1533	0.48
Fri	05/27/16	237.96732	1.18002	133	10.2401		x	3.8746	18.65	x		24.2318	0.65
Mon	05/30/16	238.06613	1.18051	136	10.4754		x	3.6393	18.16	x		24.4671	1.14
Tue	05/31/16	238.09906	1.18067	137	10.5539		x	3.5608	18.00	x		24.5456	1.30
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	1.18083	138	10.6323		x	3.4824	17.84	x		24.6240	1.46
Thu	06/02/16	238.16963	1.18102	139	10.7111		x	3.4036	17.65	x		24.7028	1.65
Fri	06/03/16	238.20727	1.18121	140	10.7899		x	3.3248	17.46	x		24.7816	1.84
Mon	06/06/16	238.32017	1.18177	143	11.0263		x	3.0884	16.90	x		25.0180	2.40
Tue	06/07/16	238.35780	1.18195	144	11.1051		x	3.0096	16.72	x		25.0968	2.58
Wed	06/08/16	238.39543	1.18214	145	11.1841		x	2.9306	16.53	x		25.1758	2.77
Thu	06/09/16	238.43307	1.18233	146	11.2630		x	2.8517	16.34	x		25.2547	2.96
Fri	06/10/16	238.47070	1.18251	147	11.3419		x	2.7728	16.16	x		25.3336	3.14
Mon	06/13/16	238.58360	1.18307	150	11.5788		x	2.5359	15.60	x		25.5705	3.70
Tue	06/14/16	238.62123	1.18326	151	11.6579		x	2.4568	15.41	x		25.6496	3.89
Wed	06/15/16	238.65887	1.18345	152	11.7370		x	2.3777	15.22	x		25.7287	4.08
Thu	06/16/16	238.69650	1.18363	153	11.8160		x	2.2987	15.04	x		25.8077	4.26
Fri	06/17/16	238.73413	1.18382	154	11.8951		x	2.2196	14.85	x		25.8868	4.45
Mon	06/20/16	238.84703	1.18438	157	12.1326		x	1.9821	14.29	x		26.1243	5.01
Tue	06/21/16	238.88467	1.18456	158	12.2117		x	1.9030	14.11	x		26.2034	5.19
Wed	06/22/16	238.92230	1.18475	159	12.2910		x	1.8237	13.92	x		26.2827	5.38
Thu	06/23/16	238.95993	1.18494	160	12.3703		x	1.7444	13.73	x		26.3620	5.57
Fri	06/24/16	238.99757	1.18512	161	12.4495		x	1.6652	13.55	x		26.4412	5.75
Mon	06/27/16	239.11047	1.18568	164	12.6874		x	1.4273	12.99	x		26.6791	6.31
Tue	06/28/16	239.14810	1.18587	165	12.7668		x	1.3479	12.80	x		26.7585	6.50
Wed	06/29/16	239.18573	1.18606	166	12.8463		x	1.2684	12.61	x		26.8380	6.69
Thu	06/30/16	239.22337	1.18624	167	12.9256		x	1.1891	12.43	x		26.9173	6.87
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	1.18643	168	13.0051		x	1.1096	12.24	x		26.9968	7.06
Mon	07/04/16	239.35535	1.18690	171	13.2426		x	0.8721	11.77	x		27.2343	7.53
Tue	07/05/16	239.38681	1.18705	172	13.3217		x	0.7930	11.62	x		27.3134	7.68
Wed	07/06/16	239.41826	1.18721	173	13.4010		x	0.7137	11.46	x		27.3927	7.84
Thu	07/07/16	239.44971	1.18737	174	13.4802		x	0.6345	11.30	x		27.4719	8.00
Fri	07/08/16	239.48116	1.18752	175	13.5594		x	0.5553	11.15	x		27.5511	8.15
Mon	07/11/16	239.57552	1.18799	178	13.7973		x	0.3174	10.68	x		27.7890	8.62
Tue	07/12/16	239.60697	1.18815	179	13.8767		x	0.2380	10.52	x		27.8684	8.78
Wed	07/13/16	239.63842	1.18830	180	13.9560		x	0.1587	10.37	x		27.9477	8.93
Thu	07/14/16	239.66987	1.18846	181	14.0354		x	0.0793	10.21	x		28.0271	9.09
Fri	07/15/16	239.70132	1.18861	0	0.0000			0.0000	10.06	x	x	28.1064	9.24
Mon	07/18/16	239.79568	1.18908	3	0.2302			-0.2302	9.59	x	x	28.3366	9.71
Tue	07/19/16	239.82713	1.18924	4	0.3070			-0.3070	9.43	x	x	28.4134	9.87
Wed	07/20/16	239.85858	1.18939	5	0.3838			-0.3838	9.28	x	x	28.4902	10.02
Thu	07/21/16	239.89003	1.18955	6	0.4606			-0.4606	9.12	x	x	28.5670	10.18
Fri	07/22/16	239.92148	1.18971	7	0.5375			-0.5375	8.96	x	x	28.6439	10.34
Mon	07/25/16	240.01584	1.19017	10	0.7681			-0.7681	8.50	x	x	28.8745	10.80
Tue	07/26/16	240.04729	1.19033	11	0.8450			-0.8450	8.34	x	x	28.9514	10.96
Wed	07/27/16	240.07874	1.19049	12	0.9220			-0.9220	8.18	x	x	29.0284	11.12
Thu	07/28/16	240.11019	1.19064	13	0.9989			-0.9989	8.03	x	x	29.1053	11.27
Fri	07/29/16	240.14165	1.19080	14	1.0759			-1.0759	7.87	x	x	29.1823	11.43
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	1.19127	17	1.3070			-1.3070	7.40	x	x	29.4134	11.90
Tue	08/02/16	240.26187	1.19139	18	1.3840			-1.3840	7.28	x	x	29.4904	12.02
Wed	08/03/16	240.28774	1.19152	19	1.4611			-1.4611	7.15	x	x	29.5675	12.15
Thu	08/04/16	240.31361	1.19165	20	1.5381			-1.5381	7.02	x	x	29.6445	12.28
Fri	08/05/16	240.33948	1.19178	21	1.6152			-1.6152	6.89	x	x	29.7216	12.41
Mon	08/08/16	240.41710	1.19216	24	1.8466			-1.8466	6.51	x	x	29.9530	12.79
Tue	08/09/16	240.44297	1.19229	25	1.9237			-1.9237	6.38	x	x	30.0301	12.92
Wed	08/10/16	240.46884	1.19242	26	2.0009			-2.0009	6.25	x	x	30.1073	13.05
Thu	08/11/16	240.49471	1.19255	27	2.0781			-2.0781	6.12	x	x	30.1845	13.18
Fri	08/12/16	240.52058	1.19268	28	2.1553			-2.1553	5.99	x	x	30.2617	13.31
Mon	08/15/16	240.59819	1.19306	31	2.3869			-2.3869	5.61	x	x	30.4933	13.69
Tue	08/16/16	240.62406	1.19319	32	2.4642			-2.4642	5.48	x	x	30.5706	13.82
Wed	08/17/16	240.64994	1.19332	33	2.5415			-2.5415	5.35	x	x	30.6479	13.95
Thu	08/18/16	240.67581	1.19345	34	2.6188			-2.6188	5.22	x	x	30.7252	14.08
Fri	08/19/16	240.70168	1.19357	35	2.6961			-2.6961	5.10	x	x	30.8025	14.20
Mon	08/22/16	240.77929	1.19396	38	2.9281			-2.9281	4.71	x	x	31.0345	14.59
Tue	08/23/16	240.80516	1.19409	39	3.0055			-3.0055	4.58	x	x	31.1119	14.72
Wed	08/24/16	240.83103	1.19422	40	3.0829			-3.0829	4.45	x	x	31.1893	14.85
Thu	08/25/16	240.85690	1.19434	41	3.1603			-3.1603	4.33	x	x	31.2667	14.97
Fri	08/26/16	240.88277	1.19447	42	3.2377			-3.2377	4.20	x	x	31.3441	15.10
Mon	08/29/16	240.96039	1.19486	45	3.4701			-3.4701	3.81	x	x	31.5765	15.49
Tue	08/30/16	240.98626	1.19499	46	3.5476			-3.5476	3.68	x	x	31.6540	15.62
Wed	08/31/16	241.01213	1.19511	47	3.6251			-3.6251	3.56	x	x	31.7315	15.74
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	1.19524	48	3.7026			-3.7026	3.43	x	x	31.8090	15.87
Fri	09/02/16	241.02497	1.19518	49	3.7796			-3.7796	3.49	x	x	31.8860	15.81
Mon	09/05/16	240.98587	1.19498	52	4.0103			-4.0103	3.69	x	x	32.1167	15.61
Tue	09/06/16	240.97283	1.19492	53	4.0872			-4.0872	3.75	x	x	32.1936	15.55
Wed	09/07/16	240.95980	1.19485	54	4.1641			-4.1641	3.82	x	x	32.2705	15.48
Thu	09/08/16	240.94677	1.19479	55	4.2410			-4.2410	3.88	x	x	32.3474	15.42
Fri	09/09/16	240.93373	1.19473	56	4.3179			-4.3179	3.94	x	x	32.4243	15.36
Mon	09/12/16	240.89463	1.19453	59	4.5485			-4.5485	4.14	x	x	32.6549	15.16
Tue	09/13/16	240.88160	1.19447	60	4.6253			-4.6253	4.20	x	x	32.7317	15.10
Wed	09/14/16	240.86857	1.19440	61	4.7021			-4.7021	4.27	x	x	32.8085	15.03
Thu	09/15/16	240.85553	1.19434	62	4.7790			-4.7790	4.33	x	x	32.8854	14.97
Fri	09/16/16	240.84250	1.19427	63	4.8558			-4.8558	4.40	x	x	32.9622	14.90
Mon	09/19/16	240.80340	1.19408	66	5.0862			-5.0862	4.59	x	x	33.1926	14.71
Tue	09/20/16	240.79037	1.19401	67	5.1630			-5.1630	4.66	x	x	33.2694	14.64
Wed	09/21/16	240.77733	1.19395	68	5.2398			-5.2398	4.72	x	x	33.3462	14.58
Thu	09/22/16	240.76430	1.19389	69	5.3165			-5.3165	4.78	x	x	33.4229	14.52
Fri	09/23/16	240.75127	1.19382	70	5.3933			-5.3933	4.85	x	x	33.4997	14.45
Mon	09/26/16	240.71217	1.19363	73	5.6235			-5.6235	5.04	x	x	33.7299	14.26
Tue	09/27/16	240.69913	1.19356	74	5.7002			-5.7002	5.11	x	x	33.8066	14.19
Wed	09/28/16	240.68610	1.19350	75	5.7770			-5.7770	5.17	x	x	33.8834	14.13
Thu	09/29/16	240.67307	1.19343	76	5.8536			-5.8536	5.24	x	x	33.9600	14.06
Fri	09/30/16	240.66003	1.19337	77	5.9304			-5.9304	5.30	x	x	34.0368	14.00
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	1.19337	80	6.1614			-6.1614	5.30	x	x	34.2678	14.00
Tue	10/04/16	240.66694	1.19340	81	6.2386			-6.2386	5.27	x	x	34.3450	14.03
Wed	10/05/16	240.67358	1.19344	82	6.3158			-6.3158	5.23	x	x	34.4222	14.07
Thu	10/06/16	240.68023	1.19347	83	6.3930			-6.3930	5.20	x	x	34.4994	14.10
Fri	10/07/16	240.68687	1.19350	84	6.4702			-6.4702	5.17	x	x	34.5766	14.13
Mon	10/10/16	240.70681	1.19360	87	6.7018			-6.7018	5.07	x	x	34.8082	14.23
Tue	10/11/16	240.71345	1.19363	88	6.7790			-6.7790	5.04	x	x	34.8854	14.26
Wed	10/12/16	240.72010	1.19367	89	6.8563			-6.8563	5.00	x	x	34.9627	14.30
Thu	10/13/16	240.72674	1.19370	90	6.9335			-6.9335	4.97	x	x	35.0399	14.33
Fri	10/14/16	240.73339	1.19373	91	7.0107			-7.0107	4.94	x	x	35.1171	14.36
Mon	10/17/16	240.75332	1.19383	94	7.2425			-7.2425	4.84	x	x	35.3489	14.46
Tue	10/18/16	240.75997	1.19386	95	7.3197			-7.3197	4.81	x	x	35.4261	14.49
Wed	10/19/16	240.76661	1.19390	96	7.3970			-7.3970	4.77	x	x	35.5034	14.53
Thu	10/20/16	240.77326	1.19393	97	7.4742			-7.4742	4.74	x	x	35.5806	14.56
Fri	10/21/16	240.77990	1.19396	98	7.5515			-7.5515	4.71	x	x	35.6579	14.59
Mon	10/24/16	240.79984	1.19406	101	7.7833			-7.7833	4.61	x	x	35.8897	14.69
Tue	10/25/16	240.80648	1.19409	102	7.8606			-7.8606	4.58	x	x	35.9670	14.72
Wed	10/26/16	240.81313	1.19413	103	7.9379			-7.9379	4.54	x	x	36.0443	14.76
Thu	10/27/16	240.81977	1.19416	104	8.0152			-8.0152	4.51	x	x	36.1216	14.79
Fri	10/28/16	240.82642	1.19419	105	8.0924			-8.0924	4.48	x	x	36.1988	14.82
Mon	10/31/16	240.84635	1.19429	108	8.3243			-8.3243	4.38	x	x	36.4307	14.92
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/16	240.85300	1.19433	109	8.4017			-8.4017	4.34	x	x	36.5081	14.96
Wed	11/02/16	240.87217	1.19442	110	8.4794			-8.4794	4.25	x	x	36.5858	15.05
Thu	11/03/16	240.89133	1.19452	111	8.5572			-8.5572	4.15	x	x	36.6636	15.15
Fri	11/04/16	240.91050	1.19461	112	8.6350			-8.6350	4.06	x	x	36.7414	15.24
Mon	11/07/16	240.96800	1.19490	115	8.8684			-8.8684	3.77	x	x	36.9748	15.53
Tue	11/08/16	240.98717	1.19499	116	8.9462			-8.9462	3.68	x	x	37.0526	15.62
Wed	11/09/16	241.00633	1.19509	117	9.0241			-9.0241	3.58	x	x	37.1305	15.72
Thu	11/10/16	241.02550	1.19518	118	9.1019			-9.1019	3.49	x	x	37.2083	15.81
Fri	11/11/16	241.04467	1.19528	119	9.1798			-9.1798	3.39	x	x	37.2862	15.91
Mon	11/14/16	241.10217	1.19556	122	9.4134			-9.4134	3.11	x	x	37.5198	16.19
Tue	11/15/16	241.12133	1.19566	123	9.4914			-9.4914	3.01	x	x	37.5978	16.29
Wed	11/16/16	241.14050	1.19575	124	9.5692			-9.5692	2.92	x	x	37.6756	16.38
Thu	11/17/16	241.15967	1.19585	125	9.6472			-9.6472	2.82	x	x	37.7536	16.48
Fri	11/18/16	241.17883	1.19594	126	9.7251			-9.7251	2.73	x	x	37.8315	16.57
Mon	11/21/16	241.23633	1.19623	129	9.9591			-9.9591	2.44	x	x	38.0655	16.86
Tue	11/22/16	241.25550	1.19632	130	10.0371			-10.0371	2.35	x	x	38.1435	16.95
Wed	11/23/16	241.27467	1.19642	131	10.1151			-10.1151	2.25	x	x	38.2215	17.05
Thu	11/24/16	241.29383	1.19651	132	10.1931			-10.1931	2.16	x	x	38.2995	17.14
Fri	11/25/16	241.31300	1.19661	133	10.2712			-10.2712	2.06	x	x	38.3776	17.24
Mon	11/28/16	241.37050	1.19689	136	10.5053			-10.5053	1.78	x	x	38.6117	17.52
Tue	11/29/16	241.38967	1.19699	137	10.5834			-10.5834	1.68	x	x	38.6898	17.62
Wed	11/30/16	241.40883	1.19708	138	10.6615			-10.6615	1.59	x	x	38.7679	17.71
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	1.19718	139	10.7396			-10.7396	1.49	x	x	38.8460	17.81
Fri	12/02/16	241.43771	1.19722	140	10.8173			-10.8173	1.45	x	x	38.9237	17.85
Mon	12/05/16	241.46684	1.19737	143	11.0505			-11.0505	1.30	x	x	39.1569	18.00
Tue	12/06/16	241.47655	1.19742	144	11.1282			-11.1282	1.25	x	x	39.2346	18.05
Wed	12/07/16	241.48626	1.19747	145	11.2059			-11.2059	1.20	x	x	39.3123	18.10
Thu	12/08/16	241.49597	1.19751	146	11.2836			-11.2836	1.16	x	x	39.3900	18.14
Fri	12/09/16	241.50568	1.19756	147	11.3614			-11.3614	1.11	x	x	39.4678	18.19
Mon	12/12/16	241.53481	1.19771	150	11.5947			-11.5947	0.96	x	x	39.7011	18.34
Tue	12/13/16	241.54452	1.19775	151	11.6724			-11.6724	0.92	x	x	39.7788	18.38
Wed	12/14/16	241.55423	1.19780	152	11.7502			-11.7502	0.87	x	x	39.8566	18.43
Thu	12/15/16	241.56394	1.19785	153	11.8280			-11.8280	0.82	x	x	39.9344	18.48
Fri	12/16/16	241.57365	1.19790	154	11.9058			-11.9058	0.77	x	x	40.0122	18.53
Mon	12/19/16	241.60277	1.19804	157	12.1391			-12.1391	0.63	x	x	40.2455	18.67
Tue	12/20/16	241.61248	1.19809	158	12.2169			-12.2169	0.58	x	x	40.3233	18.72
Wed	12/21/16	241.62219	1.19814	159	12.2948			-12.2948	0.53	x	x	40.4012	18.77
Thu	12/22/16	241.63190	1.19819	160	12.3726			-12.3726	0.48	x	x	40.4790	18.82
Fri	12/23/16	241.64161	1.19824	161	12.4505			-12.4505	0.43	x	x	40.5569	18.87
Mon	12/26/16	241.67074	1.19838	164	12.6839			-12.6839	0.29	x	x	40.7903	19.01
Tue	12/27/16	241.68045	1.19843	165	12.7618			-12.7618	0.24	x	x	40.8682	19.06
Wed	12/28/16	241.69016	1.19848	166	12.8397			-12.8397	0.19	x	x	40.9461	19.11
Thu	12/29/16	241.69987	1.19852	167	12.9175			-12.9175	0.15	x	x	41.0239	19.15
Fri	12/30/16	241.70958	1.19857	168	12.9954			-12.9954	0.10	x	x	41.1018	19.20
Sun	01/01/17	241.72900	1.19867

Generated 12/22/16 16:30