2.5% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2029

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

CUSIP Number	912810PZ5	Interest 01/15/16 (184 days)	$13.8339
Dated Date	January 15, 2009	Interest 07/15/16 (182 days)	$13.9556
Ref CPI on Dated Date	214.69971	Interest Total	$27.7895
Original Issue Date	January 30, 2009	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	1.10777	170	12.7935	x	x	14.9960	18.12			12.7935	0.00
Mon	01/04/16	237.78942	1.10754	173	13.0166	x	x	14.7729	18.35			13.0166	-0.23
Tue	01/05/16	237.77323	1.10747	174	13.0910	x	x	14.6985	18.42			13.0910	-0.30
Wed	01/06/16	237.75703	1.10739	175	13.1653	x	x	14.6242	18.50			13.1653	-0.38
Thu	01/07/16	237.74084	1.10732	176	13.2397	x	x	14.5498	18.57			13.2397	-0.45
Fri	01/08/16	237.72465	1.10724	177	13.3140	x	x	14.4755	18.65			13.3140	-0.53
Mon	01/11/16	237.67606	1.10702	180	13.5369	x	x	14.2526	18.87			13.5369	-0.75
Tue	01/12/16	237.65987	1.10694	181	13.6112	x	x	14.1783	18.95			13.6112	-0.83
Wed	01/13/16	237.64368	1.10687	182	13.6855	x	x	14.1040	19.02			13.6855	-0.90
Thu	01/14/16	237.62748	1.10679	183	13.7597	x	x	14.0298	19.10			13.7597	-0.98
Fri	01/15/16	237.61129	1.10671	0	0.0000		x	13.9556	19.18	x		13.8339	-1.06
Mon	01/18/16	237.56271	1.10649	3	0.2280		x	13.7276	19.40	x		14.0619	-1.28
Tue	01/19/16	237.54652	1.10641	4	0.3040		x	13.6516	19.48	x		14.1379	-1.36
Wed	01/20/16	237.53032	1.10634	5	0.3799		x	13.5757	19.55	x		14.2138	-1.43
Thu	01/21/16	237.51413	1.10626	6	0.4559		x	13.4997	19.63	x		14.2898	-1.51
Fri	01/22/16	237.49794	1.10619	7	0.5318		x	13.4238	19.70	x		14.3657	-1.58
Mon	01/25/16	237.44935	1.10596	10	0.7596		x	13.1960	19.93	x		14.5935	-1.81
Tue	01/26/16	237.43316	1.10588	11	0.8355		x	13.1201	20.01	x		14.6694	-1.89
Wed	01/27/16	237.41697	1.10581	12	0.9114		x	13.0442	20.08	x		14.7453	-1.96
Thu	01/28/16	237.40077	1.10573	13	0.9873		x	12.9683	20.16	x		14.8212	-2.04
Fri	01/29/16	237.38458	1.10566	14	1.0631		x	12.8925	20.23	x		14.8970	-2.11
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	1.10543	17	1.2907		x	12.6649	20.46	x		15.1246	-2.34
Tue	02/02/16	237.30803	1.10530	18	1.3664		x	12.5892	20.59	x		15.2003	-2.47
Wed	02/03/16	237.28007	1.10517	19	1.4422		x	12.5134	20.72	x		15.2761	-2.60
Thu	02/04/16	237.25210	1.10504	20	1.5179		x	12.4377	20.85	x		15.3518	-2.73
Fri	02/05/16	237.22414	1.10491	21	1.5936		x	12.3620	20.98	x		15.4275	-2.86
Mon	02/08/16	237.14024	1.10452	24	1.8206		x	12.1350	21.37	x		15.6545	-3.25
Tue	02/09/16	237.11228	1.10439	25	1.8963		x	12.0593	21.50	x		15.7302	-3.38
Wed	02/10/16	237.08431	1.10426	26	1.9719		x	11.9837	21.63	x		15.8058	-3.51
Thu	02/11/16	237.05634	1.10413	27	2.0475		x	11.9081	21.76	x		15.8814	-3.64
Fri	02/12/16	237.02838	1.10400	28	2.1231		x	11.8325	21.89	x		15.9570	-3.77
Mon	02/15/16	236.94448	1.10361	31	2.3497		x	11.6059	22.28	x		16.1836	-4.16
Tue	02/16/16	236.91652	1.10348	32	2.4252		x	11.5304	22.41	x		16.2591	-4.29
Wed	02/17/16	236.88855	1.10335	33	2.5007		x	11.4549	22.54	x		16.3346	-4.42
Thu	02/18/16	236.86059	1.10322	34	2.5762		x	11.3794	22.67	x		16.4101	-4.55
Fri	02/19/16	236.83262	1.10309	35	2.6517		x	11.3039	22.80	x		16.4856	-4.68
Mon	02/22/16	236.74872	1.10270	38	2.8779		x	11.0777	23.19	x		16.7118	-5.07
Tue	02/23/16	236.72076	1.10257	39	2.9533		x	11.0023	23.32	x		16.7872	-5.20
Wed	02/24/16	236.69279	1.10244	40	3.0287		x	10.9269	23.45	x		16.8626	-5.33
Thu	02/25/16	236.66483	1.10231	41	3.1040		x	10.8516	23.58	x		16.9379	-5.46
Fri	02/26/16	236.63686	1.10218	42	3.1794		x	10.7762	23.71	x		17.0133	-5.59
Mon	02/29/16	236.55297	1.10179	45	3.4053		x	10.5503	24.10	x		17.2392	-5.98
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	1.10165	46	3.4805		x	10.4751	24.24	x		17.3144	-6.12
Wed	03/02/16	236.53761	1.10171	47	3.5563		x	10.3993	24.18	x		17.3902	-6.06
Thu	03/03/16	236.55023	1.10177	48	3.6322		x	10.3234	24.12	x		17.4661	-6.00
Fri	03/04/16	236.56284	1.10183	49	3.7081		x	10.2475	24.06	x		17.5420	-5.94
Mon	03/07/16	236.60068	1.10201	52	3.9358		x	10.0198	23.88	x		17.7697	-5.76
Tue	03/08/16	236.61329	1.10207	53	4.0117		x	9.9439	23.82	x		17.8456	-5.70
Wed	03/09/16	236.62590	1.10212	54	4.0875		x	9.8681	23.77	x		17.9214	-5.65
Thu	03/10/16	236.63852	1.10218	55	4.1635		x	9.7921	23.71	x		17.9974	-5.59
Fri	03/11/16	236.65113	1.10224	56	4.2394		x	9.7162	23.65	x		18.0733	-5.53
Mon	03/14/16	236.68897	1.10242	59	4.4672		x	9.4884	23.47	x		18.3011	-5.35
Tue	03/15/16	236.70158	1.10248	60	4.5432		x	9.4124	23.41	x		18.3771	-5.29
Wed	03/16/16	236.71419	1.10254	61	4.6192		x	9.3364	23.35	x		18.4531	-5.23
Thu	03/17/16	236.72681	1.10259	62	4.6951		x	9.2605	23.30	x		18.5290	-5.18
Fri	03/18/16	236.73942	1.10265	63	4.7711		x	9.1845	23.24	x		18.6050	-5.12
Mon	03/21/16	236.77726	1.10283	66	4.9991		x	8.9565	23.06	x		18.8330	-4.94
Tue	03/22/16	236.78987	1.10289	67	5.0751		x	8.8805	23.00	x		18.9090	-4.88
Wed	03/23/16	236.80248	1.10295	68	5.1511		x	8.8045	22.94	x		18.9850	-4.82
Thu	03/24/16	236.81510	1.10301	69	5.2272		x	8.7284	22.88	x		19.0611	-4.76
Fri	03/25/16	236.82771	1.10306	70	5.3032		x	8.6524	22.83	x		19.1371	-4.71
Mon	03/28/16	236.86555	1.10324	73	5.5314		x	8.4242	22.65	x		19.3653	-4.53
Tue	03/29/16	236.87816	1.10330	74	5.6074		x	8.3482	22.59	x		19.4413	-4.47
Wed	03/30/16	236.89077	1.10336	75	5.6835		x	8.2721	22.53	x		19.5174	-4.41
Thu	03/31/16	236.90339	1.10342	76	5.7596		x	8.1960	22.47	x		19.5935	-4.35
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	04/01/16	236.91600	1.10348	77	5.8357		x	8.1199	22.41	x		19.6696	-4.29
Mon	04/04/16	236.93550	1.10357	80	6.0636		x	7.8920	22.32	x		19.8975	-4.20
Tue	04/05/16	236.94200	1.10360	81	6.1395		x	7.8161	22.29	x		19.9734	-4.17
Wed	04/06/16	236.94850	1.10363	82	6.2155		x	7.7401	22.26	x		20.0494	-4.14
Thu	04/07/16	236.95500	1.10366	83	6.2915		x	7.6641	22.23	x		20.1254	-4.11
Fri	04/08/16	236.96150	1.10369	84	6.3674		x	7.5882	22.20	x		20.2013	-4.08
Mon	04/11/16	236.98100	1.10378	87	6.5954		x	7.3602	22.11	x		20.4293	-3.99
Tue	04/12/16	236.98750	1.10381	88	6.6714		x	7.2842	22.08	x		20.5053	-3.96
Wed	04/13/16	236.99400	1.10384	89	6.7474		x	7.2082	22.05	x		20.5813	-3.93
Thu	04/14/16	237.00050	1.10387	90	6.8234		x	7.1322	22.02	x		20.6573	-3.90
Fri	04/15/16	237.00700	1.10390	91	6.8994		x	7.0562	21.99	x		20.7333	-3.87
Mon	04/18/16	237.02650	1.10399	94	7.1274		x	6.8282	21.90	x		20.9613	-3.78
Tue	04/19/16	237.03300	1.10402	95	7.2034		x	6.7522	21.87	x		21.0373	-3.75
Wed	04/20/16	237.03950	1.10405	96	7.2795		x	6.6761	21.84	x		21.1134	-3.72
Thu	04/21/16	237.04600	1.10408	97	7.3555		x	6.6001	21.81	x		21.1894	-3.69
Fri	04/22/16	237.05250	1.10411	98	7.4315		x	6.5241	21.78	x		21.2654	-3.66
Mon	04/25/16	237.07200	1.10420	101	7.6596		x	6.2960	21.69	x		21.4935	-3.57
Tue	04/26/16	237.07850	1.10423	102	7.7357		x	6.2199	21.66	x		21.5696	-3.54
Wed	04/27/16	237.08500	1.10426	103	7.8117		x	6.1439	21.63	x		21.6456	-3.51
Thu	04/28/16	237.09150	1.10429	104	7.8878		x	6.0678	21.60	x		21.7217	-3.48
Fri	04/29/16	237.09800	1.10432	105	7.9638		x	5.9918	21.57	x		21.7977	-3.45
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	1.10454	108	8.1930		x	5.7626	21.35	x		22.0269	-3.23
Tue	05/03/16	237.17687	1.10469	109	8.2700		x	5.6856	21.20	x		22.1039	-3.08
Wed	05/04/16	237.20981	1.10484	110	8.3470		x	5.6086	21.05	x		22.1809	-2.93
Thu	05/05/16	237.24274	1.10500	111	8.4241		x	5.5315	20.89	x		22.2580	-2.77
Fri	05/06/16	237.27568	1.10515	112	8.5012		x	5.4544	20.74	x		22.3351	-2.62
Mon	05/09/16	237.37448	1.10561	115	8.7325		x	5.2231	20.28	x		22.5664	-2.16
Tue	05/10/16	237.40742	1.10576	116	8.8096		x	5.1460	20.13	x		22.6435	-2.01
Wed	05/11/16	237.44035	1.10592	117	8.8869		x	5.0687	19.97	x		22.7208	-1.85
Thu	05/12/16	237.47329	1.10607	118	8.9640		x	4.9916	19.82	x		22.7979	-1.70
Fri	05/13/16	237.50623	1.10623	119	9.0413		x	4.9143	19.66	x		22.8752	-1.54
Mon	05/16/16	237.60503	1.10669	122	9.2731		x	4.6825	19.20	x		23.1070	-1.08
Tue	05/17/16	237.63797	1.10684	123	9.3504		x	4.6052	19.05	x		23.1843	-0.93
Wed	05/18/16	237.67090	1.10699	124	9.4277		x	4.5279	18.90	x		23.2616	-0.78
Thu	05/19/16	237.70384	1.10715	125	9.5051		x	4.4505	18.74	x		23.3390	-0.62
Fri	05/20/16	237.73677	1.10730	126	9.5824		x	4.3732	18.59	x		23.4163	-0.47
Mon	05/23/16	237.83558	1.10776	129	9.8146		x	4.1410	18.13	x		23.6485	-0.01
Tue	05/24/16	237.86852	1.10791	130	9.8921		x	4.0635	17.98	x		23.7260	0.14
Wed	05/25/16	237.90145	1.10807	131	9.9696		x	3.9860	17.82	x		23.8035	0.30
Thu	05/26/16	237.93439	1.10822	132	10.0470		x	3.9086	17.67	x		23.8809	0.45
Fri	05/27/16	237.96732	1.10837	133	10.1245		x	3.8311	17.52	x		23.9584	0.60
Mon	05/30/16	238.06613	1.10883	136	10.3572		x	3.5984	17.06	x		24.1911	1.06
Tue	05/31/16	238.09906	1.10899	137	10.4349		x	3.5207	16.90	x		24.2688	1.22
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	06/01/16	238.13200	1.10914	138	10.5125		x	3.4431	16.75	x		24.3464	1.37
Thu	06/02/16	238.16963	1.10932	139	10.5903		x	3.3653	16.57	x		24.4242	1.55
Fri	06/03/16	238.20727	1.10949	140	10.6682		x	3.2874	16.40	x		24.5021	1.72
Mon	06/06/16	238.32017	1.11002	143	10.9020		x	3.0536	15.87	x		24.7359	2.25
Tue	06/07/16	238.35780	1.11019	144	10.9799		x	2.9757	15.70	x		24.8138	2.42
Wed	06/08/16	238.39543	1.11037	145	11.0579		x	2.8977	15.52	x		24.8918	2.60
Thu	06/09/16	238.43307	1.11054	146	11.1359		x	2.8197	15.35	x		24.9698	2.77
Fri	06/10/16	238.47070	1.11072	147	11.2140		x	2.7416	15.17	x		25.0479	2.95
Mon	06/13/16	238.58360	1.11124	150	11.4482		x	2.5074	14.65	x		25.2821	3.47
Tue	06/14/16	238.62123	1.11142	151	11.5264		x	2.4292	14.47	x		25.3603	3.65
Wed	06/15/16	238.65887	1.11159	152	11.6045		x	2.3511	14.30	x		25.4384	3.82
Thu	06/16/16	238.69650	1.11177	153	11.6827		x	2.2729	14.12	x		25.5166	4.00
Fri	06/17/16	238.73413	1.11194	154	11.7609		x	2.1947	13.95	x		25.5948	4.17
Mon	06/20/16	238.84703	1.11247	157	11.9957		x	1.9599	13.42	x		25.8296	4.70
Tue	06/21/16	238.88467	1.11265	158	12.0741		x	1.8815	13.24	x		25.9080	4.88
Wed	06/22/16	238.92230	1.11282	159	12.1524		x	1.8032	13.07	x		25.9863	5.05
Thu	06/23/16	238.95993	1.11300	160	12.2308		x	1.7248	12.89	x		26.0647	5.23
Fri	06/24/16	238.99757	1.11317	161	12.3091		x	1.6465	12.72	x		26.1430	5.40
Mon	06/27/16	239.11047	1.11370	164	12.5444		x	1.4112	12.19	x		26.3783	5.93
Tue	06/28/16	239.14810	1.11387	165	12.6228		x	1.3328	12.02	x		26.4567	6.10
Wed	06/29/16	239.18573	1.11405	166	12.7014		x	1.2542	11.84	x		26.5353	6.28
Thu	06/30/16	239.22337	1.11422	167	12.7799		x	1.1757	11.67	x		26.6138	6.45
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	1.11440	168	12.8585		x	1.0971	11.49	x		26.6924	6.63
Mon	07/04/16	239.35535	1.11484	171	13.0932		x	0.8624	11.05	x		26.9271	7.07
Tue	07/05/16	239.38681	1.11498	172	13.1715		x	0.7841	10.91	x		27.0054	7.21
Wed	07/06/16	239.41826	1.11513	173	13.2498		x	0.7058	10.76	x		27.0837	7.36
Thu	07/07/16	239.44971	1.11528	174	13.3282		x	0.6274	10.61	x		27.1621	7.51
Fri	07/08/16	239.48116	1.11542	175	13.4065		x	0.5491	10.47	x		27.2404	7.65
Mon	07/11/16	239.57552	1.11586	178	13.6417		x	0.3139	10.03	x		27.4756	8.09
Tue	07/12/16	239.60697	1.11601	179	13.7202		x	0.2354	9.88	x		27.5541	8.24
Wed	07/13/16	239.63842	1.11616	180	13.7987		x	0.1569	9.73	x		27.6326	8.39
Thu	07/14/16	239.66987	1.11630	181	13.8771		x	0.0785	9.59	x		27.7110	8.53
Fri	07/15/16	239.70132	1.11645	0	0.0000			0.0000	9.44	x	x	27.7895	8.68
Mon	07/18/16	239.79568	1.11689	3	0.2276			-0.2276	9.00	x	x	28.0171	9.12
Tue	07/19/16	239.82713	1.11704	4	0.3035			-0.3035	8.85	x	x	28.0930	9.27
Wed	07/20/16	239.85858	1.11718	5	0.3795			-0.3795	8.71	x	x	28.1690	9.41
Thu	07/21/16	239.89003	1.11733	6	0.4554			-0.4554	8.56	x	x	28.2449	9.56
Fri	07/22/16	239.92148	1.11747	7	0.5314			-0.5314	8.42	x	x	28.3209	9.70
Mon	07/25/16	240.01584	1.11791	10	0.7594			-0.7594	7.98	x	x	28.5489	10.14
Tue	07/26/16	240.04729	1.11806	11	0.8355			-0.8355	7.83	x	x	28.6250	10.29
Wed	07/27/16	240.07874	1.11821	12	0.9116			-0.9116	7.68	x	x	28.7011	10.44
Thu	07/28/16	240.11019	1.11835	13	0.9877			-0.9877	7.54	x	x	28.7772	10.58
Fri	07/29/16	240.14165	1.11850	14	1.0638			-1.0638	7.39	x	x	28.8533	10.73
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	1.11894	17	1.2923			-1.2923	6.95	x	x	29.0818	11.17
Tue	08/02/16	240.26187	1.11906	18	1.3684			-1.3684	6.83	x	x	29.1579	11.29
Wed	08/03/16	240.28774	1.11918	19	1.4446			-1.4446	6.71	x	x	29.2341	11.41
Thu	08/04/16	240.31361	1.11930	20	1.5208			-1.5208	6.59	x	x	29.3103	11.53
Fri	08/05/16	240.33948	1.11942	21	1.5970			-1.5970	6.47	x	x	29.3865	11.65
Mon	08/08/16	240.41710	1.11978	24	1.8257			-1.8257	6.11	x	x	29.6152	12.01
Tue	08/09/16	240.44297	1.11990	25	1.9020			-1.9020	5.99	x	x	29.6915	12.13
Wed	08/10/16	240.46884	1.12002	26	1.9783			-1.9783	5.87	x	x	29.7678	12.25
Thu	08/11/16	240.49471	1.12014	27	2.0546			-2.0546	5.75	x	x	29.8441	12.37
Fri	08/12/16	240.52058	1.12027	28	2.1309			-2.1309	5.62	x	x	29.9204	12.50
Mon	08/15/16	240.59819	1.12063	31	2.3600			-2.3600	5.26	x	x	30.1495	12.86
Tue	08/16/16	240.62406	1.12075	32	2.4364			-2.4364	5.14	x	x	30.2259	12.98
Wed	08/17/16	240.64994	1.12087	33	2.5128			-2.5128	5.02	x	x	30.3023	13.10
Thu	08/18/16	240.67581	1.12099	34	2.5892			-2.5892	4.90	x	x	30.3787	13.22
Fri	08/19/16	240.70168	1.12111	35	2.6657			-2.6657	4.78	x	x	30.4552	13.34
Mon	08/22/16	240.77929	1.12147	38	2.8951			-2.8951	4.42	x	x	30.6846	13.70
Tue	08/23/16	240.80516	1.12159	39	2.9716			-2.9716	4.30	x	x	30.7611	13.82
Wed	08/24/16	240.83103	1.12171	40	3.0481			-3.0481	4.18	x	x	30.8376	13.94
Thu	08/25/16	240.85690	1.12183	41	3.1247			-3.1247	4.06	x	x	30.9142	14.06
Fri	08/26/16	240.88277	1.12195	42	3.2012			-3.2012	3.94	x	x	30.9907	14.18
Mon	08/29/16	240.96039	1.12231	45	3.4310			-3.4310	3.58	x	x	31.2205	14.54
Tue	08/30/16	240.98626	1.12243	46	3.5076			-3.5076	3.46	x	x	31.2971	14.66
Wed	08/31/16	241.01213	1.12255	47	3.5842			-3.5842	3.34	x	x	31.3737	14.78
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	1.12268	48	3.6609			-3.6609	3.21	x	x	31.4504	14.91
Fri	09/02/16	241.02497	1.12261	49	3.7369			-3.7369	3.28	x	x	31.5264	14.84
Mon	09/05/16	240.98587	1.12243	52	3.9651			-3.9651	3.46	x	x	31.7546	14.66
Tue	09/06/16	240.97283	1.12237	53	4.0411			-4.0411	3.52	x	x	31.8306	14.60
Wed	09/07/16	240.95980	1.12231	54	4.1172			-4.1172	3.58	x	x	31.9067	14.54
Thu	09/08/16	240.94677	1.12225	55	4.1932			-4.1932	3.64	x	x	31.9827	14.48
Fri	09/09/16	240.93373	1.12219	56	4.2692			-4.2692	3.70	x	x	32.0587	14.42
Mon	09/12/16	240.89463	1.12201	59	4.4972			-4.4972	3.88	x	x	32.2867	14.24
Tue	09/13/16	240.88160	1.12195	60	4.5732			-4.5732	3.94	x	x	32.3627	14.18
Wed	09/14/16	240.86857	1.12189	61	4.6491			-4.6491	4.00	x	x	32.4386	14.12
Thu	09/15/16	240.85553	1.12183	62	4.7251			-4.7251	4.06	x	x	32.5146	14.06
Fri	09/16/16	240.84250	1.12176	63	4.8010			-4.8010	4.13	x	x	32.5905	13.99
Mon	09/19/16	240.80340	1.12158	66	5.0288			-5.0288	4.31	x	x	32.8183	13.81
Tue	09/20/16	240.79037	1.12152	67	5.1047			-5.1047	4.37	x	x	32.8942	13.75
Wed	09/21/16	240.77733	1.12146	68	5.1807			-5.1807	4.43	x	x	32.9702	13.69
Thu	09/22/16	240.76430	1.12140	69	5.2566			-5.2566	4.49	x	x	33.0461	13.63
Fri	09/23/16	240.75127	1.12134	70	5.3325			-5.3325	4.55	x	x	33.1220	13.57
Mon	09/26/16	240.71217	1.12116	73	5.5601			-5.5601	4.73	x	x	33.3496	13.39
Tue	09/27/16	240.69913	1.12110	74	5.6360			-5.6360	4.79	x	x	33.4255	13.33
Wed	09/28/16	240.68610	1.12104	75	5.7118			-5.7118	4.85	x	x	33.5013	13.27
Thu	09/29/16	240.67307	1.12098	76	5.7877			-5.7877	4.91	x	x	33.5772	13.21
Fri	09/30/16	240.66003	1.12091	77	5.8635			-5.8635	4.98	x	x	33.6530	13.14
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	1.12092	80	6.0920			-6.0920	4.97	x	x	33.8815	13.15
Tue	10/04/16	240.66694	1.12095	81	6.1683			-6.1683	4.94	x	x	33.9578	13.18
Wed	10/05/16	240.67358	1.12098	82	6.2446			-6.2446	4.91	x	x	34.0341	13.21
Thu	10/06/16	240.68023	1.12101	83	6.3209			-6.3209	4.88	x	x	34.1104	13.24
Fri	10/07/16	240.68687	1.12104	84	6.3972			-6.3972	4.85	x	x	34.1867	13.27
Mon	10/10/16	240.70681	1.12113	87	6.6262			-6.6262	4.76	x	x	34.4157	13.36
Tue	10/11/16	240.71345	1.12116	88	6.7026			-6.7026	4.73	x	x	34.4921	13.39
Wed	10/12/16	240.72010	1.12119	89	6.7789			-6.7789	4.70	x	x	34.5684	13.42
Thu	10/13/16	240.72674	1.12123	90	6.8553			-6.8553	4.66	x	x	34.6448	13.46
Fri	10/14/16	240.73339	1.12126	91	6.9317			-6.9317	4.63	x	x	34.7212	13.49
Mon	10/17/16	240.75332	1.12135	94	7.1608			-7.1608	4.54	x	x	34.9503	13.58
Tue	10/18/16	240.75997	1.12138	95	7.2372			-7.2372	4.51	x	x	35.0267	13.61
Wed	10/19/16	240.76661	1.12141	96	7.3135			-7.3135	4.48	x	x	35.1030	13.64
Thu	10/20/16	240.77326	1.12144	97	7.3899			-7.3899	4.45	x	x	35.1794	13.67
Fri	10/21/16	240.77990	1.12147	98	7.4663			-7.4663	4.42	x	x	35.2558	13.70
Mon	10/24/16	240.79984	1.12157	101	7.6956			-7.6956	4.32	x	x	35.4851	13.80
Tue	10/25/16	240.80648	1.12160	102	7.7720			-7.7720	4.29	x	x	35.5615	13.83
Wed	10/26/16	240.81313	1.12163	103	7.8484			-7.8484	4.26	x	x	35.6379	13.86
Thu	10/27/16	240.81977	1.12166	104	7.9248			-7.9248	4.23	x	x	35.7143	13.89
Fri	10/28/16	240.82642	1.12169	105	8.0012			-8.0012	4.20	x	x	35.7907	13.92
Mon	10/31/16	240.84635	1.12178	108	8.2305			-8.2305	4.11	x	x	36.0200	14.01
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	1.12181	109	8.3069			-8.3069	4.08	x	x	36.0964	14.04
Wed	11/02/16	240.87217	1.12190	110	8.3838			-8.3838	3.99	x	x	36.1733	14.13
Thu	11/03/16	240.89133	1.12199	111	8.4607			-8.4607	3.90	x	x	36.2502	14.22
Fri	11/04/16	240.91050	1.12208	112	8.5376			-8.5376	3.81	x	x	36.3271	14.31
Mon	11/07/16	240.96800	1.12235	115	8.7684			-8.7684	3.54	x	x	36.5579	14.58
Tue	11/08/16	240.98717	1.12244	116	8.8453			-8.8453	3.45	x	x	36.6348	14.67
Wed	11/09/16	241.00633	1.12253	117	8.9223			-8.9223	3.36	x	x	36.7118	14.76
Thu	11/10/16	241.02550	1.12262	118	8.9993			-8.9993	3.27	x	x	36.7888	14.85
Fri	11/11/16	241.04467	1.12271	119	9.0763			-9.0763	3.18	x	x	36.8658	14.94
Mon	11/14/16	241.10217	1.12297	122	9.3072			-9.3072	2.92	x	x	37.0967	15.20
Tue	11/15/16	241.12133	1.12306	123	9.3843			-9.3843	2.83	x	x	37.1738	15.29
Wed	11/16/16	241.14050	1.12315	124	9.4613			-9.4613	2.74	x	x	37.2508	15.38
Thu	11/17/16	241.15967	1.12324	125	9.5384			-9.5384	2.65	x	x	37.3279	15.47
Fri	11/18/16	241.17883	1.12333	126	9.6155			-9.6155	2.56	x	x	37.4050	15.56
Mon	11/21/16	241.23633	1.12360	129	9.8468			-9.8468	2.29	x	x	37.6363	15.83
Tue	11/22/16	241.25550	1.12369	130	9.9239			-9.9239	2.20	x	x	37.7134	15.92
Wed	11/23/16	241.27467	1.12378	131	10.0010			-10.0010	2.11	x	x	37.7905	16.01
Thu	11/24/16	241.29383	1.12387	132	10.0782			-10.0782	2.02	x	x	37.8677	16.10
Fri	11/25/16	241.31300	1.12396	133	10.1553			-10.1553	1.93	x	x	37.9448	16.19
Mon	11/28/16	241.37050	1.12422	136	10.3868			-10.3868	1.67	x	x	38.1763	16.45
Tue	11/29/16	241.38967	1.12431	137	10.4640			-10.4640	1.58	x	x	38.2535	16.54
Wed	11/30/16	241.40883	1.12440	138	10.5413			-10.5413	1.49	x	x	38.3308	16.63
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	12/01/16	241.42800	1.12449	139	10.6185			-10.6185	1.40	x	x	38.4080	16.72
Fri	12/02/16	241.43771	1.12454	140	10.6954			-10.6954	1.35	x	x	38.4849	16.77
Mon	12/05/16	241.46684	1.12467	143	10.9258			-10.9258	1.22	x	x	38.7153	16.90
Tue	12/06/16	241.47655	1.12472	144	11.0027			-11.0027	1.17	x	x	38.7922	16.95
Wed	12/07/16	241.48626	1.12476	145	11.0795			-11.0795	1.13	x	x	38.8690	16.99
Thu	12/08/16	241.49597	1.12481	146	11.1564			-11.1564	1.08	x	x	38.9459	17.04
Fri	12/09/16	241.50568	1.12485	147	11.2332			-11.2332	1.04	x	x	39.0227	17.08
Mon	12/12/16	241.53481	1.12499	150	11.4639			-11.4639	0.90	x	x	39.2534	17.22
Tue	12/13/16	241.54452	1.12503	151	11.5407			-11.5407	0.86	x	x	39.3302	17.26
Wed	12/14/16	241.55423	1.12508	152	11.6177			-11.6177	0.81	x	x	39.4072	17.31
Thu	12/15/16	241.56394	1.12512	153	11.6945			-11.6945	0.77	x	x	39.4840	17.35
Fri	12/16/16	241.57365	1.12517	154	11.7715			-11.7715	0.72	x	x	39.5610	17.40
Mon	12/19/16	241.60277	1.12531	157	12.0023			-12.0023	0.58	x	x	39.7918	17.54
Tue	12/20/16	241.61248	1.12535	158	12.0792			-12.0792	0.54	x	x	39.8687	17.58
Wed	12/21/16	241.62219	1.12540	159	12.1562			-12.1562	0.49	x	x	39.9457	17.63
Thu	12/22/16	241.63190	1.12544	160	12.2330			-12.2330	0.45	x	x	40.0225	17.67
Fri	12/23/16	241.64161	1.12549	161	12.3100			-12.3100	0.40	x	x	40.0995	17.72
Mon	12/26/16	241.67074	1.12562	164	12.5409			-12.5409	0.27	x	x	40.3304	17.85
Tue	12/27/16	241.68045	1.12567	165	12.6179			-12.6179	0.22	x	x	40.4074	17.90
Wed	12/28/16	241.69016	1.12571	166	12.6948			-12.6948	0.18	x	x	40.4843	17.94
Thu	12/29/16	241.69987	1.12576	167	12.7719			-12.7719	0.13	x	x	40.5614	17.99
Fri	12/30/16	241.70958	1.12580	168	12.8488			-12.8488	0.09	x	x	40.6383	18.03
Sun	01/01/17	241.72900	1.12589

Generated 12/22/16 16:30