1.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2018

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

CUSIP Number	912828HN3	Interest 01/15/16 (184 days)	$9.2154
Dated Date	January 15, 2008	Interest 07/15/16 (182 days)	$9.2965
Ref CPI on Dated Date	209.49645	Interest Total	$18.5119
Original Issue Date	January 15, 2008	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	1.13528	170	8.5223	x	x	9.9896	18.58			8.5223	0.00
Mon	01/04/16	237.78942	1.13505	173	8.6709	x	x	9.8410	18.81			8.6709	-0.23
Tue	01/05/16	237.77323	1.13497	174	8.7205	x	x	9.7914	18.89			8.7205	-0.31
Wed	01/06/16	237.75703	1.13490	175	8.7700	x	x	9.7419	18.96			8.7700	-0.38
Thu	01/07/16	237.74084	1.13482	176	8.8195	x	x	9.6924	19.04			8.8195	-0.46
Fri	01/08/16	237.72465	1.13474	177	8.8690	x	x	9.6429	19.12			8.8690	-0.54
Mon	01/11/16	237.67606	1.13451	180	9.0175	x	x	9.4944	19.35			9.0175	-0.77
Tue	01/12/16	237.65987	1.13443	181	9.0670	x	x	9.4449	19.43			9.0670	-0.85
Wed	01/13/16	237.64368	1.13436	182	9.1165	x	x	9.3954	19.50			9.1165	-0.92
Thu	01/14/16	237.62748	1.13428	183	9.1659	x	x	9.3460	19.58			9.1659	-1.00
Fri	01/15/16	237.61129	1.13420	0	0.0000		x	9.2965	19.66	x		9.2154	-1.08
Mon	01/18/16	237.56271	1.13397	3	0.1519		x	9.1446	19.89	x		9.3673	-1.31
Tue	01/19/16	237.54652	1.13389	4	0.2025		x	9.0940	19.97	x		9.4179	-1.39
Wed	01/20/16	237.53032	1.13382	5	0.2531		x	9.0434	20.04	x		9.4685	-1.46
Thu	01/21/16	237.51413	1.13374	6	0.3037		x	8.9928	20.12	x		9.5191	-1.54
Fri	01/22/16	237.49794	1.13366	7	0.3543		x	8.9422	20.20	x		9.5697	-1.62
Mon	01/25/16	237.44935	1.13343	10	0.5060		x	8.7905	20.43	x		9.7214	-1.85
Tue	01/26/16	237.43316	1.13335	11	0.5566		x	8.7399	20.51	x		9.7720	-1.93
Wed	01/27/16	237.41697	1.13327	12	0.6071		x	8.6894	20.59	x		9.8225	-2.01
Thu	01/28/16	237.40077	1.13320	13	0.6577		x	8.6388	20.66	x		9.8731	-2.08
Fri	01/29/16	237.38458	1.13312	14	0.7082		x	8.5883	20.74	x		9.9236	-2.16
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	1.13289	17	0.8598		x	8.4367	20.97	x		10.0752	-2.39
Tue	02/02/16	237.30803	1.13275	18	0.9102		x	8.3863	21.11	x		10.1256	-2.53
Wed	02/03/16	237.28007	1.13262	19	0.9607		x	8.3358	21.24	x		10.1761	-2.66
Thu	02/04/16	237.25210	1.13249	20	1.0112		x	8.2853	21.37	x		10.2266	-2.79
Fri	02/05/16	237.22414	1.13235	21	1.0616		x	8.2349	21.51	x		10.2770	-2.93
Mon	02/08/16	237.14024	1.13195	24	1.2128		x	8.0837	21.91	x		10.4282	-3.33
Tue	02/09/16	237.11228	1.13182	25	1.2632		x	8.0333	22.04	x		10.4786	-3.46
Wed	02/10/16	237.08431	1.13169	26	1.3136		x	7.9829	22.17	x		10.5290	-3.59
Thu	02/11/16	237.05634	1.13155	27	1.3639		x	7.9326	22.31	x		10.5793	-3.73
Fri	02/12/16	237.02838	1.13142	28	1.4143		x	7.8822	22.44	x		10.6297	-3.86
Mon	02/15/16	236.94448	1.13102	31	1.5653		x	7.7312	22.84	x		10.7807	-4.26
Tue	02/16/16	236.91652	1.13089	32	1.6156		x	7.6809	22.97	x		10.8310	-4.39
Wed	02/17/16	236.88855	1.13075	33	1.6658		x	7.6307	23.11	x		10.8812	-4.53
Thu	02/18/16	236.86059	1.13062	34	1.7161		x	7.5804	23.24	x		10.9315	-4.66
Fri	02/19/16	236.83262	1.13049	35	1.7664		x	7.5301	23.37	x		10.9818	-4.79
Mon	02/22/16	236.74872	1.13008	38	1.9171		x	7.3794	23.78	x		11.1325	-5.20
Tue	02/23/16	236.72076	1.12995	39	1.9673		x	7.3292	23.91	x		11.1827	-5.33
Wed	02/24/16	236.69279	1.12982	40	2.0175		x	7.2790	24.04	x		11.2329	-5.46
Thu	02/25/16	236.66483	1.12968	41	2.0677		x	7.2288	24.18	x		11.2831	-5.60
Fri	02/26/16	236.63686	1.12955	42	2.1179		x	7.1786	24.31	x		11.3333	-5.73
Mon	02/29/16	236.55297	1.12915	45	2.2684		x	7.0281	24.71	x		11.4838	-6.13
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	1.12902	46	2.3185		x	6.9780	24.84	x		11.5339	-6.26
Wed	03/02/16	236.53761	1.12908	47	2.3691		x	6.9274	24.78	x		11.5845	-6.20
Thu	03/03/16	236.55023	1.12914	48	2.4196		x	6.8769	24.72	x		11.6350	-6.14
Fri	03/04/16	236.56284	1.12920	49	2.4701		x	6.8264	24.66	x		11.6855	-6.08
Mon	03/07/16	236.60068	1.12938	52	2.6218		x	6.6747	24.48	x		11.8372	-5.90
Tue	03/08/16	236.61329	1.12944	53	2.6723		x	6.6242	24.42	x		11.8877	-5.84
Wed	03/09/16	236.62590	1.12950	54	2.7229		x	6.5736	24.36	x		11.9383	-5.78
Thu	03/10/16	236.63852	1.12956	55	2.7735		x	6.5230	24.30	x		11.9889	-5.72
Fri	03/11/16	236.65113	1.12962	56	2.8241		x	6.4724	24.24	x		12.0395	-5.66
Mon	03/14/16	236.68897	1.12980	59	2.9758		x	6.3207	24.06	x		12.1912	-5.48
Tue	03/15/16	236.70158	1.12986	60	3.0264		x	6.2701	24.00	x		12.2418	-5.42
Wed	03/16/16	236.71419	1.12992	61	3.0770		x	6.2195	23.94	x		12.2924	-5.36
Thu	03/17/16	236.72681	1.12998	62	3.1276		x	6.1689	23.88	x		12.3430	-5.30
Fri	03/18/16	236.73942	1.13004	63	3.1782		x	6.1183	23.82	x		12.3936	-5.24
Mon	03/21/16	236.77726	1.13022	66	3.3301		x	5.9664	23.64	x		12.5455	-5.06
Tue	03/22/16	236.78987	1.13028	67	3.3807		x	5.9158	23.58	x		12.5961	-5.00
Wed	03/23/16	236.80248	1.13034	68	3.4314		x	5.8651	23.52	x		12.6468	-4.94
Thu	03/24/16	236.81510	1.13040	69	3.4820		x	5.8145	23.46	x		12.6974	-4.88
Fri	03/25/16	236.82771	1.13046	70	3.5327		x	5.7638	23.40	x		12.7481	-4.82
Mon	03/28/16	236.86555	1.13064	73	3.6847		x	5.6118	23.22	x		12.9001	-4.64
Tue	03/29/16	236.87816	1.13070	74	3.7353		x	5.5612	23.16	x		12.9507	-4.58
Wed	03/30/16	236.89077	1.13076	75	3.7860		x	5.5105	23.10	x		13.0014	-4.52
Thu	03/31/16	236.90339	1.13082	76	3.8367		x	5.4598	23.04	x		13.0521	-4.46
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	1.13088	77	3.8874		x	5.4091	22.98	x		13.1028	-4.40
Mon	04/04/16	236.93550	1.13098	80	4.0392		x	5.2573	22.88	x		13.2546	-4.30
Tue	04/05/16	236.94200	1.13101	81	4.0898		x	5.2067	22.85	x		13.3052	-4.27
Wed	04/06/16	236.94850	1.13104	82	4.1404		x	5.1561	22.82	x		13.3558	-4.24
Thu	04/07/16	236.95500	1.13107	83	4.1910		x	5.1055	22.79	x		13.4064	-4.21
Fri	04/08/16	236.96150	1.13110	84	4.2416		x	5.0549	22.76	x		13.4570	-4.18
Mon	04/11/16	236.98100	1.13119	87	4.3935		x	4.9030	22.67	x		13.6089	-4.09
Tue	04/12/16	236.98750	1.13122	88	4.4441		x	4.8524	22.64	x		13.6595	-4.06
Wed	04/13/16	236.99400	1.13126	89	4.4947		x	4.8018	22.60	x		13.7101	-4.02
Thu	04/14/16	237.00050	1.13129	90	4.5454		x	4.7511	22.57	x		13.7608	-3.99
Fri	04/15/16	237.00700	1.13132	91	4.5960		x	4.7005	22.54	x		13.8114	-3.96
Mon	04/18/16	237.02650	1.13141	94	4.7479		x	4.5486	22.45	x		13.9633	-3.87
Tue	04/19/16	237.03300	1.13144	95	4.7985		x	4.4980	22.42	x		14.0139	-3.84
Wed	04/20/16	237.03950	1.13147	96	4.8492		x	4.4473	22.39	x		14.0646	-3.81
Thu	04/21/16	237.04600	1.13150	97	4.8998		x	4.3967	22.36	x		14.1152	-3.78
Fri	04/22/16	237.05250	1.13153	98	4.9504		x	4.3461	22.33	x		14.1658	-3.75
Mon	04/25/16	237.07200	1.13163	101	5.1024		x	4.1941	22.23	x		14.3178	-3.65
Tue	04/26/16	237.07850	1.13166	102	5.1531		x	4.1434	22.20	x		14.3685	-3.62
Wed	04/27/16	237.08500	1.13169	103	5.2038		x	4.0927	22.17	x		14.4192	-3.59
Thu	04/28/16	237.09150	1.13172	104	5.2544		x	4.0421	22.14	x		14.4698	-3.56
Fri	04/29/16	237.09800	1.13175	105	5.3051		x	3.9914	22.11	x		14.5205	-3.53
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	1.13197	108	5.4577		x	3.8388	21.89	x		14.6731	-3.31
Tue	05/03/16	237.17687	1.13213	109	5.5090		x	3.7875	21.73	x		14.7244	-3.15
Wed	05/04/16	237.20981	1.13229	110	5.5604		x	3.7361	21.57	x		14.7758	-2.99
Thu	05/05/16	237.24274	1.13244	111	5.6116		x	3.6849	21.42	x		14.8270	-2.84
Fri	05/06/16	237.27568	1.13260	112	5.6630		x	3.6335	21.26	x		14.8784	-2.68
Mon	05/09/16	237.37448	1.13307	115	5.8171		x	3.4794	20.79	x		15.0325	-2.21
Tue	05/10/16	237.40742	1.13323	116	5.8685		x	3.4280	20.63	x		15.0839	-2.05
Wed	05/11/16	237.44035	1.13339	117	5.9199		x	3.3766	20.47	x		15.1353	-1.89
Thu	05/12/16	237.47329	1.13354	118	5.9713		x	3.3252	20.32	x		15.1867	-1.74
Fri	05/13/16	237.50623	1.13370	119	6.0228		x	3.2737	20.16	x		15.2382	-1.58
Mon	05/16/16	237.60503	1.13417	122	6.1772		x	3.1193	19.69	x		15.3926	-1.11
Tue	05/17/16	237.63797	1.13433	123	6.2287		x	3.0678	19.53	x		15.4441	-0.95
Wed	05/18/16	237.67090	1.13449	124	6.2802		x	3.0163	19.37	x		15.4956	-0.79
Thu	05/19/16	237.70384	1.13464	125	6.3317		x	2.9648	19.22	x		15.5471	-0.64
Fri	05/20/16	237.73677	1.13480	126	6.3833		x	2.9132	19.06	x		15.5987	-0.48
Mon	05/23/16	237.83558	1.13527	129	6.5379		x	2.7586	18.59	x		15.7533	-0.01
Tue	05/24/16	237.86852	1.13543	130	6.5895		x	2.7070	18.43	x		15.8049	0.15
Wed	05/25/16	237.90145	1.13559	131	6.6412		x	2.6553	18.27	x		15.8566	0.31
Thu	05/26/16	237.93439	1.13574	132	6.6928		x	2.6037	18.12	x		15.9082	0.46
Fri	05/27/16	237.96732	1.13590	133	6.7444		x	2.5521	17.96	x		15.9598	0.62
Mon	05/30/16	238.06613	1.13637	136	6.8994		x	2.3971	17.49	x		16.1148	1.09
Tue	05/31/16	238.09906	1.13653	137	6.9511		x	2.3454	17.33	x		16.1665	1.25
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	1.13669	138	7.0028		x	2.2937	17.17	x		16.2182	1.41
Thu	06/02/16	238.16963	1.13687	139	7.0547		x	2.2418	16.99	x		16.2701	1.59
Fri	06/03/16	238.20727	1.13705	140	7.1066		x	2.1899	16.81	x		16.3220	1.77
Mon	06/06/16	238.32017	1.13759	143	7.2623		x	2.0342	16.27	x		16.4777	2.31
Tue	06/07/16	238.35780	1.13777	144	7.3142		x	1.9823	16.09	x		16.5296	2.49
Wed	06/08/16	238.39543	1.13794	145	7.3661		x	1.9304	15.92	x		16.5815	2.66
Thu	06/09/16	238.43307	1.13812	146	7.4181		x	1.8784	15.74	x		16.6335	2.84
Fri	06/10/16	238.47070	1.13830	147	7.4701		x	1.8264	15.56	x		16.6855	3.02
Mon	06/13/16	238.58360	1.13884	150	7.6262		x	1.6703	15.02	x		16.8416	3.56
Tue	06/14/16	238.62123	1.13902	151	7.6782		x	1.6183	14.84	x		16.8936	3.74
Wed	06/15/16	238.65887	1.13920	152	7.7303		x	1.5662	14.66	x		16.9457	3.92
Thu	06/16/16	238.69650	1.13938	153	7.7824		x	1.5141	14.48	x		16.9978	4.10
Fri	06/17/16	238.73413	1.13956	154	7.8345		x	1.4620	14.30	x		17.0499	4.28
Mon	06/20/16	238.84703	1.14010	157	7.9909		x	1.3056	13.76	x		17.2063	4.82
Tue	06/21/16	238.88467	1.14028	158	8.0430		x	1.2535	13.58	x		17.2584	5.00
Wed	06/22/16	238.92230	1.14046	159	8.0952		x	1.2013	13.40	x		17.3106	5.18
Thu	06/23/16	238.95993	1.14064	160	8.1474		x	1.1491	13.22	x		17.3628	5.36
Fri	06/24/16	238.99757	1.14082	161	8.1996		x	1.0969	13.04	x		17.4150	5.54
Mon	06/27/16	239.11047	1.14136	164	8.3564		x	0.9401	12.50	x		17.5718	6.08
Tue	06/28/16	239.14810	1.14154	165	8.4087		x	0.8878	12.32	x		17.6241	6.26
Wed	06/29/16	239.18573	1.14172	166	8.4610		x	0.8355	12.14	x		17.6764	6.44
Thu	06/30/16	239.22337	1.14190	167	8.5133		x	0.7832	11.96	x		17.7287	6.62
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	07/01/16	239.26100	1.14208	168	8.5656		x	0.7309	11.78	x		17.7810	6.80
Mon	07/04/16	239.35535	1.14253	171	8.7220		x	0.5745	11.33	x		17.9374	7.25
Tue	07/05/16	239.38681	1.14268	172	8.7741		x	0.5224	11.18	x		17.9895	7.40
Wed	07/06/16	239.41826	1.14283	173	8.8263		x	0.4702	11.03	x		18.0417	7.55
Thu	07/07/16	239.44971	1.14298	174	8.8785		x	0.4180	10.88	x		18.0939	7.70
Fri	07/08/16	239.48116	1.14313	175	8.9307		x	0.3658	10.73	x		18.1461	7.85
Mon	07/11/16	239.57552	1.14358	178	9.0874		x	0.2091	10.28	x		18.3028	8.30
Tue	07/12/16	239.60697	1.14373	179	9.1396		x	0.1569	10.13	x		18.3550	8.45
Wed	07/13/16	239.63842	1.14388	180	9.1919		x	0.1046	9.98	x		18.4073	8.60
Thu	07/14/16	239.66987	1.14403	181	9.2442		x	0.0523	9.83	x		18.4596	8.75
Fri	07/15/16	239.70132	1.14418	0	0.0000			0.0000	9.68	x	x	18.5119	8.90
Mon	07/18/16	239.79568	1.14463	3	0.1516			-0.1516	9.23	x	x	18.6635	9.35
Tue	07/19/16	239.82713	1.14478	4	0.2022			-0.2022	9.08	x	x	18.7141	9.50
Wed	07/20/16	239.85858	1.14493	5	0.2528			-0.2528	8.93	x	x	18.7647	9.65
Thu	07/21/16	239.89003	1.14508	6	0.3034			-0.3034	8.78	x	x	18.8153	9.80
Fri	07/22/16	239.92148	1.14523	7	0.3540			-0.3540	8.63	x	x	18.8659	9.95
Mon	07/25/16	240.01584	1.14568	10	0.5059			-0.5059	8.18	x	x	19.0178	10.40
Tue	07/26/16	240.04729	1.14583	11	0.5566			-0.5566	8.03	x	x	19.0685	10.55
Wed	07/27/16	240.07874	1.14598	12	0.6072			-0.6072	7.88	x	x	19.1191	10.70
Thu	07/28/16	240.11019	1.14613	13	0.6579			-0.6579	7.73	x	x	19.1698	10.85
Fri	07/29/16	240.14165	1.14628	14	0.7086			-0.7086	7.58	x	x	19.2205	11.00
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	08/01/16	240.23600	1.14673	17	0.8608			-0.8608	7.13	x	x	19.3727	11.45
Tue	08/02/16	240.26187	1.14685	18	0.9116			-0.9116	7.01	x	x	19.4235	11.57
Wed	08/03/16	240.28774	1.14698	19	0.9623			-0.9623	6.88	x	x	19.4742	11.70
Thu	08/04/16	240.31361	1.14710	20	1.0131			-1.0131	6.76	x	x	19.5250	11.82
Fri	08/05/16	240.33948	1.14722	21	1.0638			-1.0638	6.64	x	x	19.5757	11.94
Mon	08/08/16	240.41710	1.14760	24	1.2162			-1.2162	6.26	x	x	19.7281	12.32
Tue	08/09/16	240.44297	1.14772	25	1.2670			-1.2670	6.14	x	x	19.7789	12.44
Wed	08/10/16	240.46884	1.14784	26	1.3178			-1.3178	6.02	x	x	19.8297	12.56
Thu	08/11/16	240.49471	1.14797	27	1.3687			-1.3687	5.89	x	x	19.8806	12.69
Fri	08/12/16	240.52058	1.14809	28	1.4195			-1.4195	5.77	x	x	19.9314	12.81
Mon	08/15/16	240.59819	1.14846	31	1.5721			-1.5721	5.40	x	x	20.0840	13.18
Tue	08/16/16	240.62406	1.14858	32	1.6230			-1.6230	5.28	x	x	20.1349	13.30
Wed	08/17/16	240.64994	1.14871	33	1.6739			-1.6739	5.15	x	x	20.1858	13.43
Thu	08/18/16	240.67581	1.14883	34	1.7248			-1.7248	5.03	x	x	20.2367	13.55
Fri	08/19/16	240.70168	1.14895	35	1.7757			-1.7757	4.91	x	x	20.2876	13.67
Mon	08/22/16	240.77929	1.14932	38	1.9285			-1.9285	4.54	x	x	20.4404	14.04
Tue	08/23/16	240.80516	1.14945	39	1.9795			-1.9795	4.41	x	x	20.4914	14.17
Wed	08/24/16	240.83103	1.14957	40	2.0305			-2.0305	4.29	x	x	20.5424	14.29
Thu	08/25/16	240.85690	1.14969	41	2.0815			-2.0815	4.17	x	x	20.5934	14.41
Fri	08/26/16	240.88277	1.14982	42	2.1325			-2.1325	4.04	x	x	20.6444	14.54
Mon	08/29/16	240.96039	1.15019	45	2.2855			-2.2855	3.67	x	x	20.7974	14.91
Tue	08/30/16	240.98626	1.15031	46	2.3366			-2.3366	3.55	x	x	20.8485	15.03
Wed	08/31/16	241.01213	1.15044	47	2.3876			-2.3876	3.42	x	x	20.8995	15.16
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	1.15056	48	2.4387			-2.4387	3.30	x	x	20.9506	15.28
Fri	09/02/16	241.02497	1.15050	49	2.4894			-2.4894	3.36	x	x	21.0013	15.22
Mon	09/05/16	240.98587	1.15031	52	2.6413			-2.6413	3.55	x	x	21.1532	15.03
Tue	09/06/16	240.97283	1.15025	53	2.6920			-2.6920	3.61	x	x	21.2039	14.97
Wed	09/07/16	240.95980	1.15019	54	2.7426			-2.7426	3.67	x	x	21.2545	14.91
Thu	09/08/16	240.94677	1.15012	55	2.7933			-2.7933	3.74	x	x	21.3052	14.84
Fri	09/09/16	240.93373	1.15006	56	2.8439			-2.8439	3.80	x	x	21.3558	14.78
Mon	09/12/16	240.89463	1.14987	59	2.9958			-2.9958	3.99	x	x	21.5077	14.59
Tue	09/13/16	240.88160	1.14981	60	3.0464			-3.0464	4.05	x	x	21.5583	14.53
Wed	09/14/16	240.86857	1.14975	61	3.0970			-3.0970	4.11	x	x	21.6089	14.47
Thu	09/15/16	240.85553	1.14969	62	3.1476			-3.1476	4.17	x	x	21.6595	14.41
Fri	09/16/16	240.84250	1.14963	63	3.1982			-3.1982	4.23	x	x	21.7101	14.35
Mon	09/19/16	240.80340	1.14944	66	3.3499			-3.3499	4.42	x	x	21.8618	14.16
Tue	09/20/16	240.79037	1.14938	67	3.4005			-3.4005	4.48	x	x	21.9124	14.10
Wed	09/21/16	240.77733	1.14931	68	3.4511			-3.4511	4.55	x	x	21.9630	14.03
Thu	09/22/16	240.76430	1.14925	69	3.5016			-3.5016	4.61	x	x	22.0135	13.97
Fri	09/23/16	240.75127	1.14919	70	3.5522			-3.5522	4.67	x	x	22.0641	13.91
Mon	09/26/16	240.71217	1.14900	73	3.7038			-3.7038	4.86	x	x	22.2157	13.72
Tue	09/27/16	240.69913	1.14894	74	3.7543			-3.7543	4.92	x	x	22.2662	13.66
Wed	09/28/16	240.68610	1.14888	75	3.8049			-3.8049	4.98	x	x	22.3168	13.60
Thu	09/29/16	240.67307	1.14882	76	3.8554			-3.8554	5.04	x	x	22.3673	13.54
Fri	09/30/16	240.66003	1.14875	77	3.9059			-3.9059	5.11	x	x	22.4178	13.47
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	1.14876	80	4.0581			-4.0581	5.10	x	x	22.5700	13.48
Tue	10/04/16	240.66694	1.14879	81	4.1090			-4.1090	5.07	x	x	22.6209	13.51
Wed	10/05/16	240.67358	1.14882	82	4.1598			-4.1598	5.04	x	x	22.6717	13.54
Thu	10/06/16	240.68023	1.14885	83	4.2106			-4.2106	5.01	x	x	22.7225	13.57
Fri	10/07/16	240.68687	1.14888	84	4.2615			-4.2615	4.98	x	x	22.7734	13.60
Mon	10/10/16	240.70681	1.14898	87	4.4141			-4.4141	4.88	x	x	22.9260	13.70
Tue	10/11/16	240.71345	1.14901	88	4.4649			-4.4649	4.85	x	x	22.9768	13.73
Wed	10/12/16	240.72010	1.14904	89	4.5158			-4.5158	4.82	x	x	23.0277	13.76
Thu	10/13/16	240.72674	1.14907	90	4.5666			-4.5666	4.79	x	x	23.0785	13.79
Fri	10/14/16	240.73339	1.14910	91	4.6175			-4.6175	4.76	x	x	23.1294	13.82
Mon	10/17/16	240.75332	1.14920	94	4.7701			-4.7701	4.66	x	x	23.2820	13.92
Tue	10/18/16	240.75997	1.14923	95	4.8210			-4.8210	4.63	x	x	23.3329	13.95
Wed	10/19/16	240.76661	1.14926	96	4.8719			-4.8719	4.60	x	x	23.3838	13.98
Thu	10/20/16	240.77326	1.14930	97	4.9228			-4.9228	4.56	x	x	23.4347	14.02
Fri	10/21/16	240.77990	1.14933	98	4.9737			-4.9737	4.53	x	x	23.4856	14.05
Mon	10/24/16	240.79984	1.14942	101	5.1263			-5.1263	4.44	x	x	23.6382	14.14
Tue	10/25/16	240.80648	1.14945	102	5.1772			-5.1772	4.41	x	x	23.6891	14.17
Wed	10/26/16	240.81313	1.14949	103	5.2281			-5.2281	4.37	x	x	23.7400	14.21
Thu	10/27/16	240.81977	1.14952	104	5.2790			-5.2790	4.34	x	x	23.7909	14.24
Fri	10/28/16	240.82642	1.14955	105	5.3299			-5.3299	4.31	x	x	23.8418	14.27
Mon	10/31/16	240.84635	1.14964	108	5.4827			-5.4827	4.22	x	x	23.9946	14.36
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	1.14968	109	5.5336			-5.5336	4.18	x	x	24.0455	14.40
Wed	11/02/16	240.87217	1.14977	110	5.5848			-5.5848	4.09	x	x	24.0967	14.49
Thu	11/03/16	240.89133	1.14986	111	5.6360			-5.6360	4.00	x	x	24.1479	14.58
Fri	11/04/16	240.91050	1.14995	112	5.6873			-5.6873	3.91	x	x	24.1992	14.67
Mon	11/07/16	240.96800	1.15022	115	5.8410			-5.8410	3.64	x	x	24.3529	14.94
Tue	11/08/16	240.98717	1.15032	116	5.8923			-5.8923	3.54	x	x	24.4042	15.04
Wed	11/09/16	241.00633	1.15041	117	5.9435			-5.9435	3.45	x	x	24.4554	15.13
Thu	11/10/16	241.02550	1.15050	118	5.9948			-5.9948	3.36	x	x	24.5067	15.22
Fri	11/11/16	241.04467	1.15059	119	6.0461			-6.0461	3.27	x	x	24.5580	15.31
Mon	11/14/16	241.10217	1.15087	122	6.2000			-6.2000	2.99	x	x	24.7119	15.59
Tue	11/15/16	241.12133	1.15096	123	6.2513			-6.2513	2.90	x	x	24.7632	15.68
Wed	11/16/16	241.14050	1.15105	124	6.3026			-6.3026	2.81	x	x	24.8145	15.77
Thu	11/17/16	241.15967	1.15114	125	6.3539			-6.3539	2.72	x	x	24.8658	15.86
Fri	11/18/16	241.17883	1.15123	126	6.4053			-6.4053	2.63	x	x	24.9172	15.95
Mon	11/21/16	241.23633	1.15151	129	6.5594			-6.5594	2.35	x	x	25.0713	16.23
Tue	11/22/16	241.25550	1.15160	130	6.6107			-6.6107	2.26	x	x	25.1226	16.32
Wed	11/23/16	241.27467	1.15169	131	6.6621			-6.6621	2.17	x	x	25.1740	16.41
Thu	11/24/16	241.29383	1.15178	132	6.7135			-6.7135	2.08	x	x	25.2254	16.50
Fri	11/25/16	241.31300	1.15187	133	6.7649			-6.7649	1.99	x	x	25.2768	16.59
Mon	11/28/16	241.37050	1.15215	136	6.9192			-6.9192	1.71	x	x	25.4311	16.87
Tue	11/29/16	241.38967	1.15224	137	6.9706			-6.9706	1.62	x	x	25.4825	16.96
Wed	11/30/16	241.40883	1.15233	138	7.0220			-7.0220	1.53	x	x	25.5339	17.05
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	1.15242	139	7.0734			-7.0734	1.44	x	x	25.5853	17.14
Fri	12/02/16	241.43771	1.15247	140	7.1246			-7.1246	1.39	x	x	25.6365	17.19
Mon	12/05/16	241.46684	1.15261	143	7.2782			-7.2782	1.25	x	x	25.7901	17.33
Tue	12/06/16	241.47655	1.15265	144	7.3294			-7.3294	1.21	x	x	25.8413	17.37
Wed	12/07/16	241.48626	1.15270	145	7.3806			-7.3806	1.16	x	x	25.8925	17.42
Thu	12/08/16	241.49597	1.15274	146	7.4317			-7.4317	1.12	x	x	25.9436	17.46
Fri	12/09/16	241.50568	1.15279	147	7.4830			-7.4830	1.07	x	x	25.9949	17.51
Mon	12/12/16	241.53481	1.15293	150	7.6366			-7.6366	0.93	x	x	26.1485	17.65
Tue	12/13/16	241.54452	1.15298	151	7.6878			-7.6878	0.88	x	x	26.1997	17.70
Wed	12/14/16	241.55423	1.15302	152	7.7390			-7.7390	0.84	x	x	26.2509	17.74
Thu	12/15/16	241.56394	1.15307	153	7.7903			-7.7903	0.79	x	x	26.3022	17.79
Fri	12/16/16	241.57365	1.15312	154	7.8415			-7.8415	0.74	x	x	26.3534	17.84
Mon	12/19/16	241.60277	1.15325	157	7.9952			-7.9952	0.61	x	x	26.5071	17.97
Tue	12/20/16	241.61248	1.15330	158	8.0465			-8.0465	0.56	x	x	26.5584	18.02
Wed	12/21/16	241.62219	1.15335	159	8.0977			-8.0977	0.51	x	x	26.6096	18.07
Thu	12/22/16	241.63190	1.15339	160	8.1490			-8.1490	0.47	x	x	26.6609	18.11
Fri	12/23/16	241.64161	1.15344	161	8.2002			-8.2002	0.42	x	x	26.7121	18.16
Mon	12/26/16	241.67074	1.15358	164	8.3541			-8.3541	0.28	x	x	26.8660	18.30
Tue	12/27/16	241.68045	1.15363	165	8.4054			-8.4054	0.23	x	x	26.9173	18.35
Wed	12/28/16	241.69016	1.15367	166	8.4566			-8.4566	0.19	x	x	26.9685	18.39
Thu	12/29/16	241.69987	1.15372	167	8.5079			-8.5079	0.14	x	x	27.0198	18.44
Fri	12/30/16	241.70958	1.15376	168	8.5591			-8.5591	0.10	x	x	27.0710	18.48
Sun	01/01/17	241.72900	1.15386

Generated 12/22/16 16:30