2.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2017

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

CUSIP Number	912828GX2	Interest 01/15/16 (184 days)	$15.0473
Dated Date	July 15, 2007	Interest 07/15/16 (182 days)	$15.1796
Ref CPI on Dated Date	207.25639	Interest Total	$30.2269
Original Issue Date	July 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	1.14755	170	13.9156	x	x	16.3113	18.78			13.9156	0.00
Mon	01/04/16	237.78942	1.14732	173	14.1583	x	x	16.0686	19.01			14.1583	-0.23
Tue	01/05/16	237.77323	1.14724	174	14.2392	x	x	15.9877	19.09			14.2392	-0.31
Wed	01/06/16	237.75703	1.14716	175	14.3200	x	x	15.9069	19.17			14.3200	-0.39
Thu	01/07/16	237.74084	1.14709	176	14.4010	x	x	15.8259	19.24			14.4010	-0.46
Fri	01/08/16	237.72465	1.14701	177	14.4818	x	x	15.7451	19.32			14.4818	-0.54
Mon	01/11/16	237.67606	1.14677	180	14.7242	x	x	15.5027	19.56			14.7242	-0.78
Tue	01/12/16	237.65987	1.14670	181	14.8050	x	x	15.4219	19.63			14.8050	-0.85
Wed	01/13/16	237.64368	1.14662	182	14.8858	x	x	15.3411	19.71			14.8858	-0.93
Thu	01/14/16	237.62748	1.14654	183	14.9666	x	x	15.2603	19.79			14.9666	-1.01
Fri	01/15/16	237.61129	1.14646	0	0.0000		x	15.1796	19.87	x		15.0473	-1.09
Mon	01/18/16	237.56271	1.14623	3	0.2480		x	14.9316	20.10	x		15.2953	-1.32
Tue	01/19/16	237.54652	1.14615	4	0.3306		x	14.8490	20.18	x		15.3779	-1.40
Wed	01/20/16	237.53032	1.14607	5	0.4132		x	14.7664	20.26	x		15.4605	-1.48
Thu	01/21/16	237.51413	1.14599	6	0.4959		x	14.6837	20.34	x		15.5432	-1.56
Fri	01/22/16	237.49794	1.14591	7	0.5785		x	14.6011	20.42	x		15.6258	-1.64
Mon	01/25/16	237.44935	1.14568	10	0.8262		x	14.3534	20.65	x		15.8735	-1.87
Tue	01/26/16	237.43316	1.14560	11	0.9088		x	14.2708	20.73	x		15.9561	-1.95
Wed	01/27/16	237.41697	1.14552	12	0.9913		x	14.1883	20.81	x		16.0386	-2.03
Thu	01/28/16	237.40077	1.14544	13	1.0739		x	14.1057	20.89	x		16.1212	-2.11
Fri	01/29/16	237.38458	1.14537	14	1.1564		x	14.0232	20.96	x		16.2037	-2.18
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	1.14513	17	1.4039		x	13.7757	21.20	x		16.4512	-2.42
Tue	02/02/16	237.30803	1.14500	18	1.4863		x	13.6933	21.33	x		16.5336	-2.55
Wed	02/03/16	237.28007	1.14486	19	1.5687		x	13.6109	21.47	x		16.6160	-2.69
Thu	02/04/16	237.25210	1.14473	20	1.6511		x	13.5285	21.60	x		16.6984	-2.82
Fri	02/05/16	237.22414	1.14459	21	1.7334		x	13.4462	21.74	x		16.7807	-2.96
Mon	02/08/16	237.14024	1.14419	24	1.9803		x	13.1993	22.14	x		17.0276	-3.36
Tue	02/09/16	237.11228	1.14405	25	2.0626		x	13.1170	22.28	x		17.1099	-3.50
Wed	02/10/16	237.08431	1.14392	26	2.1449		x	13.0347	22.41	x		17.1922	-3.63
Thu	02/11/16	237.05634	1.14378	27	2.2271		x	12.9525	22.55	x		17.2744	-3.77
Fri	02/12/16	237.02838	1.14365	28	2.3093		x	12.8703	22.68	x		17.3566	-3.90
Mon	02/15/16	236.94448	1.14324	31	2.5558		x	12.6238	23.09	x		17.6031	-4.31
Tue	02/16/16	236.91652	1.14311	32	2.6379		x	12.5417	23.22	x		17.6852	-4.44
Wed	02/17/16	236.88855	1.14297	33	2.7200		x	12.4596	23.36	x		17.7673	-4.58
Thu	02/18/16	236.86059	1.14284	34	2.8022		x	12.3774	23.49	x		17.8495	-4.71
Fri	02/19/16	236.83262	1.14270	35	2.8842		x	12.2954	23.63	x		17.9315	-4.85
Mon	02/22/16	236.74872	1.14230	38	3.1303		x	12.0493	24.03	x		18.1776	-5.25
Tue	02/23/16	236.72076	1.14216	39	3.2123		x	11.9673	24.17	x		18.2596	-5.39
Wed	02/24/16	236.69279	1.14203	40	3.2943		x	11.8853	24.30	x		18.3416	-5.52
Thu	02/25/16	236.66483	1.14189	41	3.3763		x	11.8033	24.44	x		18.4236	-5.66
Fri	02/26/16	236.63686	1.14176	42	3.4582		x	11.7214	24.57	x		18.5055	-5.79
Mon	02/29/16	236.55297	1.14135	45	3.7039		x	11.4757	24.98	x		18.7512	-6.20
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	1.14122	46	3.7858		x	11.3938	25.11	x		18.8331	-6.33
Wed	03/02/16	236.53761	1.14128	47	3.8683		x	11.3113	25.05	x		18.9156	-6.27
Thu	03/03/16	236.55023	1.14134	48	3.9508		x	11.2288	24.99	x		18.9981	-6.21
Fri	03/04/16	236.56284	1.14140	49	4.0333		x	11.1463	24.93	x		19.0806	-6.15
Mon	03/07/16	236.60068	1.14158	52	4.2809		x	10.8987	24.75	x		19.3282	-5.97
Tue	03/08/16	236.61329	1.14165	53	4.3635		x	10.8161	24.68	x		19.4108	-5.90
Wed	03/09/16	236.62590	1.14171	54	4.4461		x	10.7335	24.62	x		19.4934	-5.84
Thu	03/10/16	236.63852	1.14177	55	4.5287		x	10.6509	24.56	x		19.5760	-5.78
Fri	03/11/16	236.65113	1.14183	56	4.6112		x	10.5684	24.50	x		19.6585	-5.72
Mon	03/14/16	236.68897	1.14201	59	4.8590		x	10.3206	24.32	x		19.9063	-5.54
Tue	03/15/16	236.70158	1.14207	60	4.9416		x	10.2380	24.26	x		19.9889	-5.48
Wed	03/16/16	236.71419	1.14213	61	5.0243		x	10.1553	24.20	x		20.0716	-5.42
Thu	03/17/16	236.72681	1.14219	62	5.1069		x	10.0727	24.14	x		20.1542	-5.36
Fri	03/18/16	236.73942	1.14225	63	5.1895		x	9.9901	24.08	x		20.2368	-5.30
Mon	03/21/16	236.77726	1.14244	66	5.4376		x	9.7420	23.89	x		20.4849	-5.11
Tue	03/22/16	236.78987	1.14250	67	5.5203		x	9.6593	23.83	x		20.5676	-5.05
Wed	03/23/16	236.80248	1.14256	68	5.6029		x	9.5767	23.77	x		20.6502	-4.99
Thu	03/24/16	236.81510	1.14262	69	5.6856		x	9.4940	23.71	x		20.7329	-4.93
Fri	03/25/16	236.82771	1.14268	70	5.7683		x	9.4113	23.65	x		20.8156	-4.87
Mon	03/28/16	236.86555	1.14286	73	6.0165		x	9.1631	23.47	x		21.0638	-4.69
Tue	03/29/16	236.87816	1.14292	74	6.0992		x	9.0804	23.41	x		21.1465	-4.63
Wed	03/30/16	236.89077	1.14298	75	6.1820		x	8.9976	23.35	x		21.2293	-4.57
Thu	03/31/16	236.90339	1.14305	76	6.2648		x	8.9148	23.28	x		21.3121	-4.50
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	1.14311	77	6.3476		x	8.8320	23.22	x		21.3949	-4.44
Mon	04/04/16	236.93550	1.14320	80	6.5954		x	8.5842	23.13	x		21.6427	-4.35
Tue	04/05/16	236.94200	1.14323	81	6.6780		x	8.5016	23.10	x		21.7253	-4.32
Wed	04/06/16	236.94850	1.14326	82	6.7606		x	8.4190	23.07	x		21.8079	-4.29
Thu	04/07/16	236.95500	1.14329	83	6.8433		x	8.3363	23.04	x		21.8906	-4.26
Fri	04/08/16	236.96150	1.14333	84	6.9259		x	8.2537	23.00	x		21.9732	-4.22
Mon	04/11/16	236.98100	1.14342	87	7.1739		x	8.0057	22.91	x		22.2212	-4.13
Tue	04/12/16	236.98750	1.14345	88	7.2565		x	7.9231	22.88	x		22.3038	-4.10
Wed	04/13/16	236.99400	1.14348	89	7.3392		x	7.8404	22.85	x		22.3865	-4.07
Thu	04/14/16	237.00050	1.14351	90	7.4218		x	7.7578	22.82	x		22.4691	-4.04
Fri	04/15/16	237.00700	1.14354	91	7.5045		x	7.6751	22.79	x		22.5518	-4.01
Mon	04/18/16	237.02650	1.14364	94	7.7526		x	7.4270	22.69	x		22.7999	-3.91
Tue	04/19/16	237.03300	1.14367	95	7.8352		x	7.3444	22.66	x		22.8825	-3.88
Wed	04/20/16	237.03950	1.14370	96	7.9179		x	7.2617	22.63	x		22.9652	-3.85
Thu	04/21/16	237.04600	1.14373	97	8.0006		x	7.1790	22.60	x		23.0479	-3.82
Fri	04/22/16	237.05250	1.14376	98	8.0833		x	7.0963	22.57	x		23.1306	-3.79
Mon	04/25/16	237.07200	1.14386	101	8.3315		x	6.8481	22.47	x		23.3788	-3.69
Tue	04/26/16	237.07850	1.14389	102	8.4142		x	6.7654	22.44	x		23.4615	-3.66
Wed	04/27/16	237.08500	1.14392	103	8.4969		x	6.6827	22.41	x		23.5442	-3.63
Thu	04/28/16	237.09150	1.14395	104	8.5796		x	6.6000	22.38	x		23.6269	-3.60
Fri	04/29/16	237.09800	1.14398	105	8.6623		x	6.5173	22.35	x		23.7096	-3.57
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	1.14421	108	8.9116		x	6.2680	22.12	x		23.9589	-3.34
Tue	05/03/16	237.17687	1.14436	109	8.9953		x	6.1843	21.97	x		24.0426	-3.19
Wed	05/04/16	237.20981	1.14452	110	9.0791		x	6.1005	21.81	x		24.1264	-3.03
Thu	05/05/16	237.24274	1.14468	111	9.1629		x	6.0167	21.65	x		24.2102	-2.87
Fri	05/06/16	237.27568	1.14484	112	9.2468		x	5.9328	21.49	x		24.2941	-2.71
Mon	05/09/16	237.37448	1.14532	115	9.4984		x	5.6812	21.01	x		24.5457	-2.23
Tue	05/10/16	237.40742	1.14548	116	9.5824		x	5.5972	20.85	x		24.6297	-2.07
Wed	05/11/16	237.44035	1.14564	117	9.6663		x	5.5133	20.69	x		24.7136	-1.91
Thu	05/12/16	237.47329	1.14579	118	9.7502		x	5.4294	20.54	x		24.7975	-1.76
Fri	05/13/16	237.50623	1.14595	119	9.8342		x	5.3454	20.38	x		24.8815	-1.60
Mon	05/16/16	237.60503	1.14643	122	10.0864		x	5.0932	19.90	x		25.1337	-1.12
Tue	05/17/16	237.63797	1.14659	123	10.1705		x	5.0091	19.74	x		25.2178	-0.96
Wed	05/18/16	237.67090	1.14675	124	10.2546		x	4.9250	19.58	x		25.3019	-0.80
Thu	05/19/16	237.70384	1.14691	125	10.3387		x	4.8409	19.42	x		25.3860	-0.64
Fri	05/20/16	237.73677	1.14707	126	10.4229		x	4.7567	19.26	x		25.4702	-0.48
Mon	05/23/16	237.83558	1.14754	129	10.6754		x	4.5042	18.79	x		25.7227	-0.01
Tue	05/24/16	237.86852	1.14770	130	10.7597		x	4.4199	18.63	x		25.8070	0.15
Wed	05/25/16	237.90145	1.14786	131	10.8440		x	4.3356	18.47	x		25.8913	0.31
Thu	05/26/16	237.93439	1.14802	132	10.9283		x	4.2513	18.31	x		25.9756	0.47
Fri	05/27/16	237.96732	1.14818	133	11.0126		x	4.1670	18.15	x		26.0599	0.63
Mon	05/30/16	238.06613	1.14866	136	11.2657		x	3.9139	17.67	x		26.3130	1.11
Tue	05/31/16	238.09906	1.14881	137	11.3500		x	3.8296	17.52	x		26.3973	1.26
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	1.14897	138	11.4345		x	3.7451	17.36	x		26.4818	1.42
Thu	06/02/16	238.16963	1.14915	139	11.5191		x	3.6605	17.18	x		26.5664	1.60
Fri	06/03/16	238.20727	1.14934	140	11.6039		x	3.5757	16.99	x		26.6512	1.79
Mon	06/06/16	238.32017	1.14988	143	11.8581		x	3.3215	16.45	x		26.9054	2.33
Tue	06/07/16	238.35780	1.15006	144	11.9429		x	3.2367	16.27	x		26.9902	2.51
Wed	06/08/16	238.39543	1.15024	145	12.0278		x	3.1518	16.09	x		27.0751	2.69
Thu	06/09/16	238.43307	1.15043	146	12.1127		x	3.0669	15.90	x		27.1600	2.88
Fri	06/10/16	238.47070	1.15061	147	12.1976		x	2.9820	15.72	x		27.2449	3.06
Mon	06/13/16	238.58360	1.15115	150	12.4523		x	2.7273	15.18	x		27.4996	3.60
Tue	06/14/16	238.62123	1.15133	151	12.5373		x	2.6423	15.00	x		27.5846	3.78
Wed	06/15/16	238.65887	1.15152	152	12.6224		x	2.5572	14.81	x		27.6697	3.97
Thu	06/16/16	238.69650	1.15170	153	12.7075		x	2.4721	14.63	x		27.7548	4.15
Fri	06/17/16	238.73413	1.15188	154	12.7925		x	2.3871	14.45	x		27.8398	4.33
Mon	06/20/16	238.84703	1.15242	157	13.0478		x	2.1318	13.91	x		28.0951	4.87
Tue	06/21/16	238.88467	1.15260	158	13.1330		x	2.0466	13.73	x		28.1803	5.05
Wed	06/22/16	238.92230	1.15279	159	13.2183		x	1.9613	13.54	x		28.2656	5.24
Thu	06/23/16	238.95993	1.15297	160	13.3035		x	1.8761	13.36	x		28.3508	5.42
Fri	06/24/16	238.99757	1.15315	161	13.3887		x	1.7909	13.18	x		28.4360	5.60
Mon	06/27/16	239.11047	1.15369	164	13.6446		x	1.5350	12.64	x		28.6919	6.14
Tue	06/28/16	239.14810	1.15388	165	13.7301		x	1.4495	12.45	x		28.7774	6.33
Wed	06/29/16	239.18573	1.15406	166	13.8154		x	1.3642	12.27	x		28.8627	6.51
Thu	06/30/16	239.22337	1.15424	167	13.9008		x	1.2788	12.09	x		28.9481	6.69
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	1.15442	168	13.9862		x	1.1934	11.91	x		29.0335	6.87
Mon	07/04/16	239.35535	1.15488	171	14.2417		x	0.9379	11.45	x		29.2890	7.33
Tue	07/05/16	239.38681	1.15503	172	14.3268		x	0.8528	11.30	x		29.3741	7.48
Wed	07/06/16	239.41826	1.15518	173	14.4120		x	0.7676	11.15	x		29.4593	7.63
Thu	07/07/16	239.44971	1.15533	174	14.4972		x	0.6824	11.00	x		29.5445	7.78
Fri	07/08/16	239.48116	1.15548	175	14.5824		x	0.5972	10.85	x		29.6297	7.93
Mon	07/11/16	239.57552	1.15594	178	14.8383		x	0.3413	10.39	x		29.8856	8.39
Tue	07/12/16	239.60697	1.15609	179	14.9236		x	0.2560	10.24	x		29.9709	8.54
Wed	07/13/16	239.63842	1.15624	180	15.0089		x	0.1707	10.09	x		30.0562	8.69
Thu	07/14/16	239.66987	1.15639	181	15.0942		x	0.0854	9.94	x		30.1415	8.84
Fri	07/15/16	239.70132	1.15654	0	0.0000			0.0000	9.79	x	x	30.2269	8.99
Mon	07/18/16	239.79568	1.15700	3	0.2476			-0.2476	9.33	x	x	30.4745	9.45
Tue	07/19/16	239.82713	1.15715	4	0.3302			-0.3302	9.18	x	x	30.5571	9.60
Wed	07/20/16	239.85858	1.15730	5	0.4128			-0.4128	9.03	x	x	30.6397	9.75
Thu	07/21/16	239.89003	1.15746	6	0.4954			-0.4954	8.87	x	x	30.7223	9.91
Fri	07/22/16	239.92148	1.15761	7	0.5780			-0.5780	8.72	x	x	30.8049	10.06
Mon	07/25/16	240.01584	1.15806	10	0.8261			-0.8261	8.27	x	x	31.0530	10.51
Tue	07/26/16	240.04729	1.15821	11	0.9088			-0.9088	8.12	x	x	31.1357	10.66
Wed	07/27/16	240.07874	1.15837	12	0.9915			-0.9915	7.96	x	x	31.2184	10.82
Thu	07/28/16	240.11019	1.15852	13	1.0743			-1.0743	7.81	x	x	31.3012	10.97
Fri	07/29/16	240.14165	1.15867	14	1.1571			-1.1571	7.66	x	x	31.3840	11.12
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	1.15912	17	1.4056			-1.4056	7.21	x	x	31.6325	11.57
Tue	08/02/16	240.26187	1.15925	18	1.4884			-1.4884	7.08	x	x	31.7153	11.70
Wed	08/03/16	240.28774	1.15937	19	1.5713			-1.5713	6.96	x	x	31.7982	11.82
Thu	08/04/16	240.31361	1.15950	20	1.6542			-1.6542	6.83	x	x	31.8811	11.95
Fri	08/05/16	240.33948	1.15962	21	1.7371			-1.7371	6.71	x	x	31.9640	12.07
Mon	08/08/16	240.41710	1.16000	24	1.9859			-1.9859	6.33	x	x	32.2128	12.45
Tue	08/09/16	240.44297	1.16012	25	2.0688			-2.0688	6.21	x	x	32.2957	12.57
Wed	08/10/16	240.46884	1.16025	26	2.1518			-2.1518	6.08	x	x	32.3787	12.70
Thu	08/11/16	240.49471	1.16037	27	2.2348			-2.2348	5.96	x	x	32.4617	12.82
Fri	08/12/16	240.52058	1.16050	28	2.3178			-2.3178	5.83	x	x	32.5447	12.95
Mon	08/15/16	240.59819	1.16087	31	2.5670			-2.5670	5.46	x	x	32.7939	13.32
Tue	08/16/16	240.62406	1.16100	32	2.6501			-2.6501	5.33	x	x	32.8770	13.45
Wed	08/17/16	240.64994	1.16112	33	2.7332			-2.7332	5.21	x	x	32.9601	13.57
Thu	08/18/16	240.67581	1.16125	34	2.8163			-2.8163	5.08	x	x	33.0432	13.70
Fri	08/19/16	240.70168	1.16137	35	2.8995			-2.8995	4.96	x	x	33.1264	13.82
Mon	08/22/16	240.77929	1.16175	38	3.1490			-3.1490	4.58	x	x	33.3759	14.20
Tue	08/23/16	240.80516	1.16187	39	3.2322			-3.2322	4.46	x	x	33.4591	14.32
Wed	08/24/16	240.83103	1.16200	40	3.3155			-3.3155	4.33	x	x	33.5424	14.45
Thu	08/25/16	240.85690	1.16212	41	3.3987			-3.3987	4.21	x	x	33.6256	14.57
Fri	08/26/16	240.88277	1.16225	42	3.4820			-3.4820	4.08	x	x	33.7089	14.70
Mon	08/29/16	240.96039	1.16262	45	3.7319			-3.7319	3.71	x	x	33.9588	15.07
Tue	08/30/16	240.98626	1.16274	46	3.8152			-3.8152	3.59	x	x	34.0421	15.19
Wed	08/31/16	241.01213	1.16287	47	3.8986			-3.8986	3.46	x	x	34.1255	15.32
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	1.16299	48	3.9820			-3.9820	3.34	x	x	34.2089	15.44
Fri	09/02/16	241.02497	1.16293	49	4.0647			-4.0647	3.40	x	x	34.2916	15.38
Mon	09/05/16	240.98587	1.16274	52	4.3129			-4.3129	3.59	x	x	34.5398	15.19
Tue	09/06/16	240.97283	1.16268	53	4.3956			-4.3956	3.65	x	x	34.6225	15.13
Wed	09/07/16	240.95980	1.16262	54	4.4783			-4.4783	3.71	x	x	34.7052	15.07
Thu	09/08/16	240.94677	1.16255	55	4.5610			-4.5610	3.78	x	x	34.7879	15.00
Fri	09/09/16	240.93373	1.16249	56	4.6436			-4.6436	3.84	x	x	34.8705	14.94
Mon	09/12/16	240.89463	1.16230	59	4.8916			-4.8916	4.03	x	x	35.1185	14.75
Tue	09/13/16	240.88160	1.16224	60	4.9743			-4.9743	4.09	x	x	35.2012	14.69
Wed	09/14/16	240.86857	1.16218	61	5.0569			-5.0569	4.15	x	x	35.2838	14.63
Thu	09/15/16	240.85553	1.16211	62	5.1395			-5.1395	4.22	x	x	35.3664	14.56
Fri	09/16/16	240.84250	1.16205	63	5.2221			-5.2221	4.28	x	x	35.4490	14.50
Mon	09/19/16	240.80340	1.16186	66	5.4699			-5.4699	4.47	x	x	35.6968	14.31
Tue	09/20/16	240.79037	1.16180	67	5.5525			-5.5525	4.53	x	x	35.7794	14.25
Wed	09/21/16	240.77733	1.16174	68	5.6351			-5.6351	4.59	x	x	35.8620	14.19
Thu	09/22/16	240.76430	1.16167	69	5.7176			-5.7176	4.66	x	x	35.9445	14.12
Fri	09/23/16	240.75127	1.16161	70	5.8002			-5.8002	4.72	x	x	36.0271	14.06
Mon	09/26/16	240.71217	1.16142	73	6.0477			-6.0477	4.91	x	x	36.2746	13.87
Tue	09/27/16	240.69913	1.16136	74	6.1303			-6.1303	4.97	x	x	36.3572	13.81
Wed	09/28/16	240.68610	1.16130	75	6.2128			-6.2128	5.03	x	x	36.4397	13.75
Thu	09/29/16	240.67307	1.16123	76	6.2953			-6.2953	5.10	x	x	36.5222	13.68
Fri	09/30/16	240.66003	1.16117	77	6.3778			-6.3778	5.16	x	x	36.6047	13.62
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	1.16117	80	6.6262			-6.6262	5.16	x	x	36.8531	13.62
Tue	10/04/16	240.66694	1.16120	81	6.7092			-6.7092	5.13	x	x	36.9361	13.65
Wed	10/05/16	240.67358	1.16124	82	6.7923			-6.7923	5.09	x	x	37.0192	13.69
Thu	10/06/16	240.68023	1.16127	83	6.8753			-6.8753	5.06	x	x	37.1022	13.72
Fri	10/07/16	240.68687	1.16130	84	6.9583			-6.9583	5.03	x	x	37.1852	13.75
Mon	10/10/16	240.70681	1.16140	87	7.2075			-7.2075	4.93	x	x	37.4344	13.85
Tue	10/11/16	240.71345	1.16143	88	7.2905			-7.2905	4.90	x	x	37.5174	13.88
Wed	10/12/16	240.72010	1.16146	89	7.3735			-7.3735	4.87	x	x	37.6004	13.91
Thu	10/13/16	240.72674	1.16149	90	7.4566			-7.4566	4.84	x	x	37.6835	13.94
Fri	10/14/16	240.73339	1.16152	91	7.5396			-7.5396	4.81	x	x	37.7665	13.97
Mon	10/17/16	240.75332	1.16162	94	7.7889			-7.7889	4.71	x	x	38.0158	14.07
Tue	10/18/16	240.75997	1.16165	95	7.8719			-7.8719	4.68	x	x	38.0988	14.10
Wed	10/19/16	240.76661	1.16168	96	7.9550			-7.9550	4.65	x	x	38.1819	14.13
Thu	10/20/16	240.77326	1.16172	97	8.0381			-8.0381	4.61	x	x	38.2650	14.17
Fri	10/21/16	240.77990	1.16175	98	8.1212			-8.1212	4.58	x	x	38.3481	14.20
Mon	10/24/16	240.79984	1.16185	101	8.3705			-8.3705	4.48	x	x	38.5974	14.30
Tue	10/25/16	240.80648	1.16188	102	8.4536			-8.4536	4.45	x	x	38.6805	14.33
Wed	10/26/16	240.81313	1.16191	103	8.5367			-8.5367	4.42	x	x	38.7636	14.36
Thu	10/27/16	240.81977	1.16194	104	8.6198			-8.6198	4.39	x	x	38.8467	14.39
Fri	10/28/16	240.82642	1.16197	105	8.7029			-8.7029	4.36	x	x	38.9298	14.42
Mon	10/31/16	240.84635	1.16207	108	8.9524			-8.9524	4.26	x	x	39.1793	14.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/16	240.85300	1.16210	109	9.0355			-9.0355	4.23	x	x	39.2624	14.55
Wed	11/02/16	240.87217	1.16219	110	9.1191			-9.1191	4.14	x	x	39.3460	14.64
Thu	11/03/16	240.89133	1.16229	111	9.2028			-9.2028	4.04	x	x	39.4297	14.74
Fri	11/04/16	240.91050	1.16238	112	9.2864			-9.2864	3.95	x	x	39.5133	14.83
Mon	11/07/16	240.96800	1.16266	115	9.5374			-9.5374	3.67	x	x	39.7643	15.11
Tue	11/08/16	240.98717	1.16275	116	9.6211			-9.6211	3.58	x	x	39.8480	15.20
Wed	11/09/16	241.00633	1.16284	117	9.7048			-9.7048	3.49	x	x	39.9317	15.29
Thu	11/10/16	241.02550	1.16293	118	9.7885			-9.7885	3.40	x	x	40.0154	15.38
Fri	11/11/16	241.04467	1.16303	119	9.8723			-9.8723	3.30	x	x	40.0992	15.48
Mon	11/14/16	241.10217	1.16330	122	10.1236			-10.1236	3.03	x	x	40.3505	15.75
Tue	11/15/16	241.12133	1.16340	123	10.2074			-10.2074	2.93	x	x	40.4343	15.85
Wed	11/16/16	241.14050	1.16349	124	10.2912			-10.2912	2.84	x	x	40.5181	15.94
Thu	11/17/16	241.15967	1.16358	125	10.3750			-10.3750	2.75	x	x	40.6019	16.03
Fri	11/18/16	241.17883	1.16367	126	10.4588			-10.4588	2.66	x	x	40.6857	16.12
Mon	11/21/16	241.23633	1.16395	129	10.7104			-10.7104	2.38	x	x	40.9373	16.40
Tue	11/22/16	241.25550	1.16404	130	10.7943			-10.7943	2.29	x	x	41.0212	16.49
Wed	11/23/16	241.27467	1.16414	131	10.8782			-10.8782	2.19	x	x	41.1051	16.59
Thu	11/24/16	241.29383	1.16423	132	10.9621			-10.9621	2.10	x	x	41.1890	16.68
Fri	11/25/16	241.31300	1.16432	133	11.0460			-11.0460	2.01	x	x	41.2729	16.77
Mon	11/28/16	241.37050	1.16460	136	11.2979			-11.2979	1.73	x	x	41.5248	17.05
Tue	11/29/16	241.38967	1.16469	137	11.3818			-11.3818	1.64	x	x	41.6087	17.14
Wed	11/30/16	241.40883	1.16478	138	11.4658			-11.4658	1.55	x	x	41.6927	17.23
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	1.16488	139	11.5499			-11.5499	1.45	x	x	41.7768	17.33
Fri	12/02/16	241.43771	1.16492	140	11.6334			-11.6334	1.41	x	x	41.8603	17.37
Mon	12/05/16	241.46684	1.16506	143	11.8841			-11.8841	1.27	x	x	42.1110	17.51
Tue	12/06/16	241.47655	1.16511	144	11.9677			-11.9677	1.22	x	x	42.1946	17.56
Wed	12/07/16	241.48626	1.16516	145	12.0513			-12.0513	1.17	x	x	42.2782	17.61
Thu	12/08/16	241.49597	1.16520	146	12.1349			-12.1349	1.13	x	x	42.3618	17.65
Fri	12/09/16	241.50568	1.16525	147	12.2185			-12.2185	1.08	x	x	42.4454	17.70
Mon	12/12/16	241.53481	1.16539	150	12.4694			-12.4694	0.94	x	x	42.6963	17.84
Tue	12/13/16	241.54452	1.16544	151	12.5530			-12.5530	0.89	x	x	42.7799	17.89
Wed	12/14/16	241.55423	1.16549	152	12.6367			-12.6367	0.84	x	x	42.8636	17.94
Thu	12/15/16	241.56394	1.16553	153	12.7203			-12.7203	0.80	x	x	42.9472	17.98
Fri	12/16/16	241.57365	1.16558	154	12.8040			-12.8040	0.75	x	x	43.0309	18.03
Mon	12/19/16	241.60277	1.16572	157	13.0550			-13.0550	0.61	x	x	43.2819	18.17
Tue	12/20/16	241.61248	1.16577	158	13.1387			-13.1387	0.56	x	x	43.3656	18.22
Wed	12/21/16	241.62219	1.16581	159	13.2223			-13.2223	0.52	x	x	43.4492	18.26
Thu	12/22/16	241.63190	1.16586	160	13.3060			-13.3060	0.47	x	x	43.5329	18.31
Fri	12/23/16	241.64161	1.16591	161	13.3897			-13.3897	0.42	x	x	43.6166	18.36
Mon	12/26/16	241.67074	1.16605	164	13.6409			-13.6409	0.28	x	x	43.8678	18.50
Tue	12/27/16	241.68045	1.16609	165	13.7245			-13.7245	0.24	x	x	43.9514	18.54
Wed	12/28/16	241.69016	1.16614	166	13.8083			-13.8083	0.19	x	x	44.0352	18.59
Thu	12/29/16	241.69987	1.16619	167	13.8921			-13.8921	0.14	x	x	44.1190	18.64
Fri	12/30/16	241.70958	1.16623	168	13.9757			-13.9757	0.10	x	x	44.2026	18.68
Sun	01/01/17	241.72900	1.16633

Generated 12/22/16 16:30