1.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2020

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

CUSIP Number	912828MF4	Interest 01/15/16 (184 days)	$7.5543
Dated Date	January 15, 2010	Interest 07/15/16 (182 days)	$7.6207
Ref CPI on Dated Date	216.24610	Interest Total	$15.1750
Original Issue Date	January 15, 2010	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	1.09985	170	6.9861	x	x	8.1889	17.99			6.9861	0.00
Mon	01/04/16	237.78942	1.09962	173	7.1079	x	x	8.0671	18.22			7.1079	-0.23
Tue	01/05/16	237.77323	1.09955	174	7.1486	x	x	8.0264	18.29			7.1486	-0.30
Wed	01/06/16	237.75703	1.09947	175	7.1891	x	x	7.9859	18.37			7.1891	-0.38
Thu	01/07/16	237.74084	1.09940	176	7.2298	x	x	7.9452	18.44			7.2298	-0.45
Fri	01/08/16	237.72465	1.09932	177	7.2703	x	x	7.9047	18.52			7.2703	-0.53
Mon	01/11/16	237.67606	1.09910	180	7.3920	x	x	7.7830	18.74			7.3920	-0.75
Tue	01/12/16	237.65987	1.09902	181	7.4326	x	x	7.7424	18.82			7.4326	-0.83
Wed	01/13/16	237.64368	1.09895	182	7.4732	x	x	7.7018	18.89			7.4732	-0.90
Thu	01/14/16	237.62748	1.09888	183	7.5137	x	x	7.6613	18.96			7.5137	-0.97
Fri	01/15/16	237.61129	1.09880	0	0.0000		x	7.6207	19.04	x		7.5543	-1.05
Mon	01/18/16	237.56271	1.09858	3	0.1245		x	7.4962	19.26	x		7.6788	-1.27
Tue	01/19/16	237.54652	1.09850	4	0.1660		x	7.4547	19.34	x		7.7203	-1.35
Wed	01/20/16	237.53032	1.09843	5	0.2075		x	7.4132	19.41	x		7.7618	-1.42
Thu	01/21/16	237.51413	1.09835	6	0.2489		x	7.3718	19.49	x		7.8032	-1.50
Fri	01/22/16	237.49794	1.09828	7	0.2904		x	7.3303	19.56	x		7.8447	-1.57
Mon	01/25/16	237.44935	1.09805	10	0.4148		x	7.2059	19.79	x		7.9691	-1.80
Tue	01/26/16	237.43316	1.09798	11	0.4562		x	7.1645	19.86	x		8.0105	-1.87
Wed	01/27/16	237.41697	1.09790	12	0.4977		x	7.1230	19.94	x		8.0520	-1.95
Thu	01/28/16	237.40077	1.09783	13	0.5391		x	7.0816	20.01	x		8.0934	-2.02
Fri	01/29/16	237.38458	1.09775	14	0.5805		x	7.0402	20.09	x		8.1348	-2.10
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	1.09753	17	0.7048		x	6.9159	20.31	x		8.2591	-2.32
Tue	02/02/16	237.30803	1.09740	18	0.7462		x	6.8745	20.44	x		8.3005	-2.45
Wed	02/03/16	237.28007	1.09727	19	0.7875		x	6.8332	20.57	x		8.3418	-2.58
Thu	02/04/16	237.25210	1.09714	20	0.8289		x	6.7918	20.70	x		8.3832	-2.71
Fri	02/05/16	237.22414	1.09701	21	0.8702		x	6.7505	20.83	x		8.4245	-2.84
Mon	02/08/16	237.14024	1.09662	24	0.9942		x	6.6265	21.22	x		8.5485	-3.23
Tue	02/09/16	237.11228	1.09649	25	1.0355		x	6.5852	21.35	x		8.5898	-3.36
Wed	02/10/16	237.08431	1.09636	26	1.0768		x	6.5439	21.48	x		8.6311	-3.49
Thu	02/11/16	237.05634	1.09623	27	1.1181		x	6.5026	21.61	x		8.6724	-3.62
Fri	02/12/16	237.02838	1.09610	28	1.1593		x	6.4614	21.74	x		8.7136	-3.75
Mon	02/15/16	236.94448	1.09572	31	1.2831		x	6.3376	22.12	x		8.8374	-4.13
Tue	02/16/16	236.91652	1.09559	32	1.3243		x	6.2964	22.25	x		8.8786	-4.26
Wed	02/17/16	236.88855	1.09546	33	1.3656		x	6.2551	22.38	x		8.9199	-4.39
Thu	02/18/16	236.86059	1.09533	34	1.4068		x	6.2139	22.51	x		8.9611	-4.52
Fri	02/19/16	236.83262	1.09520	35	1.4480		x	6.1727	22.64	x		9.0023	-4.65
Mon	02/22/16	236.74872	1.09481	38	1.5715		x	6.0492	23.03	x		9.1258	-5.04
Tue	02/23/16	236.72076	1.09468	39	1.6127		x	6.0080	23.16	x		9.1670	-5.17
Wed	02/24/16	236.69279	1.09455	40	1.6539		x	5.9668	23.29	x		9.2082	-5.30
Thu	02/25/16	236.66483	1.09442	41	1.6950		x	5.9257	23.42	x		9.2493	-5.43
Fri	02/26/16	236.63686	1.09429	42	1.7361		x	5.8846	23.55	x		9.2904	-5.56
Mon	02/29/16	236.55297	1.09391	45	1.8595		x	5.7612	23.93	x		9.4138	-5.94
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	1.09378	46	1.9006		x	5.7201	24.06	x		9.4549	-6.07
Wed	03/02/16	236.53761	1.09384	47	1.9420		x	5.6787	24.00	x		9.4963	-6.01
Thu	03/03/16	236.55023	1.09389	48	1.9834		x	5.6373	23.95	x		9.5377	-5.96
Fri	03/04/16	236.56284	1.09395	49	2.0249		x	5.5958	23.89	x		9.5792	-5.90
Mon	03/07/16	236.60068	1.09413	52	2.1492		x	5.4715	23.71	x		9.7035	-5.72
Tue	03/08/16	236.61329	1.09419	53	2.1906		x	5.4301	23.65	x		9.7449	-5.66
Wed	03/09/16	236.62590	1.09424	54	2.2321		x	5.3886	23.60	x		9.7864	-5.61
Thu	03/10/16	236.63852	1.09430	55	2.2735		x	5.3472	23.54	x		9.8278	-5.55
Fri	03/11/16	236.65113	1.09436	56	2.3150		x	5.3057	23.48	x		9.8693	-5.49
Mon	03/14/16	236.68897	1.09454	59	2.4394		x	5.1813	23.30	x		9.9937	-5.31
Tue	03/15/16	236.70158	1.09459	60	2.4809		x	5.1398	23.25	x		10.0352	-5.26
Wed	03/16/16	236.71419	1.09465	61	2.5224		x	5.0983	23.19	x		10.0767	-5.20
Thu	03/17/16	236.72681	1.09471	62	2.5638		x	5.0569	23.13	x		10.1181	-5.14
Fri	03/18/16	236.73942	1.09477	63	2.6053		x	5.0154	23.07	x		10.1596	-5.08
Mon	03/21/16	236.77726	1.09494	66	2.7298		x	4.8909	22.90	x		10.2841	-4.91
Tue	03/22/16	236.78987	1.09500	67	2.7713		x	4.8494	22.84	x		10.3256	-4.85
Wed	03/23/16	236.80248	1.09506	68	2.8129		x	4.8078	22.78	x		10.3672	-4.79
Thu	03/24/16	236.81510	1.09512	69	2.8544		x	4.7663	22.72	x		10.4087	-4.73
Fri	03/25/16	236.82771	1.09518	70	2.8959		x	4.7248	22.66	x		10.4502	-4.67
Mon	03/28/16	236.86555	1.09535	73	3.0205		x	4.6002	22.49	x		10.5748	-4.50
Tue	03/29/16	236.87816	1.09541	74	3.0620		x	4.5587	22.43	x		10.6163	-4.44
Wed	03/30/16	236.89077	1.09547	75	3.1036		x	4.5171	22.37	x		10.6579	-4.38
Thu	03/31/16	236.90339	1.09553	76	3.1451		x	4.4756	22.31	x		10.6994	-4.32
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	04/01/16	236.91600	1.09559	77	3.1867		x	4.4340	22.25	x		10.7410	-4.26
Mon	04/04/16	236.93550	1.09568	80	3.3111		x	4.3096	22.16	x		10.8654	-4.17
Tue	04/05/16	236.94200	1.09571	81	3.3526		x	4.2681	22.13	x		10.9069	-4.14
Wed	04/06/16	236.94850	1.09574	82	3.3941		x	4.2266	22.10	x		10.9484	-4.11
Thu	04/07/16	236.95500	1.09577	83	3.4356		x	4.1851	22.07	x		10.9899	-4.08
Fri	04/08/16	236.96150	1.09580	84	3.4771		x	4.1436	22.04	x		11.0314	-4.05
Mon	04/11/16	236.98100	1.09589	87	3.6015		x	4.0192	21.95	x		11.1558	-3.96
Tue	04/12/16	236.98750	1.09592	88	3.6430		x	3.9777	21.92	x		11.1973	-3.93
Wed	04/13/16	236.99400	1.09595	89	3.6845		x	3.9362	21.89	x		11.2388	-3.90
Thu	04/14/16	237.00050	1.09598	90	3.7260		x	3.8947	21.86	x		11.2803	-3.87
Fri	04/15/16	237.00700	1.09601	91	3.7675		x	3.8532	21.83	x		11.3218	-3.84
Mon	04/18/16	237.02650	1.09610	94	3.8921		x	3.7286	21.74	x		11.4464	-3.75
Tue	04/19/16	237.03300	1.09613	95	3.9336		x	3.6871	21.71	x		11.4879	-3.72
Wed	04/20/16	237.03950	1.09616	96	3.9751		x	3.6456	21.68	x		11.5294	-3.69
Thu	04/21/16	237.04600	1.09619	97	4.0166		x	3.6041	21.65	x		11.5709	-3.66
Fri	04/22/16	237.05250	1.09622	98	4.0581		x	3.5626	21.62	x		11.6124	-3.63
Mon	04/25/16	237.07200	1.09631	101	4.1827		x	3.4380	21.53	x		11.7370	-3.54
Tue	04/26/16	237.07850	1.09634	102	4.2242		x	3.3965	21.50	x		11.7785	-3.51
Wed	04/27/16	237.08500	1.09637	103	4.2658		x	3.3549	21.47	x		11.8201	-3.48
Thu	04/28/16	237.09150	1.09640	104	4.3073		x	3.3134	21.44	x		11.8616	-3.45
Fri	04/29/16	237.09800	1.09643	105	4.3488		x	3.2719	21.41	x		11.9031	-3.42
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	1.09664	108	4.4739		x	3.1468	21.20	x		12.0282	-3.21
Tue	05/03/16	237.17687	1.09679	109	4.5160		x	3.1047	21.05	x		12.0703	-3.06
Wed	05/04/16	237.20981	1.09694	110	4.5580		x	3.0627	20.90	x		12.1123	-2.91
Thu	05/05/16	237.24274	1.09710	111	4.6001		x	3.0206	20.74	x		12.1544	-2.75
Fri	05/06/16	237.27568	1.09725	112	4.6422		x	2.9785	20.59	x		12.1965	-2.60
Mon	05/09/16	237.37448	1.09771	115	4.7686		x	2.8521	20.13	x		12.3229	-2.14
Tue	05/10/16	237.40742	1.09786	116	4.8107		x	2.8100	19.98	x		12.3650	-1.99
Wed	05/11/16	237.44035	1.09801	117	4.8528		x	2.7679	19.83	x		12.4071	-1.84
Thu	05/12/16	237.47329	1.09816	118	4.8950		x	2.7257	19.68	x		12.4493	-1.69
Fri	05/13/16	237.50623	1.09831	119	4.9371		x	2.6836	19.53	x		12.4914	-1.54
Mon	05/16/16	237.60503	1.09877	122	5.0637		x	2.5570	19.07	x		12.6180	-1.08
Tue	05/17/16	237.63797	1.09892	123	5.1059		x	2.5148	18.92	x		12.6602	-0.93
Wed	05/18/16	237.67090	1.09908	124	5.1482		x	2.4725	18.76	x		12.7025	-0.77
Thu	05/19/16	237.70384	1.09923	125	5.1904		x	2.4303	18.61	x		12.7447	-0.62
Fri	05/20/16	237.73677	1.09938	126	5.2326		x	2.3881	18.46	x		12.7869	-0.47
Mon	05/23/16	237.83558	1.09984	129	5.3595		x	2.2612	18.00	x		12.9138	-0.01
Tue	05/24/16	237.86852	1.09999	130	5.4017		x	2.2190	17.85	x		12.9560	0.14
Wed	05/25/16	237.90145	1.10014	131	5.4440		x	2.1767	17.70	x		12.9983	0.29
Thu	05/26/16	237.93439	1.10029	132	5.4863		x	2.1344	17.55	x		13.0406	0.44
Fri	05/27/16	237.96732	1.10045	133	5.5287		x	2.0920	17.39	x		13.0830	0.60
Mon	05/30/16	238.06613	1.10090	136	5.6557		x	1.9650	16.94	x		13.2100	1.05
Tue	05/31/16	238.09906	1.10106	137	5.6981		x	1.9226	16.78	x		13.2524	1.21
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	1.10121	138	5.7405		x	1.8802	16.63	x		13.2948	1.36
Thu	06/02/16	238.16963	1.10138	139	5.7830		x	1.8377	16.46	x		13.3373	1.53
Fri	06/03/16	238.20727	1.10156	140	5.8256		x	1.7951	16.28	x		13.3799	1.71
Mon	06/06/16	238.32017	1.10208	143	5.9532		x	1.6675	15.76	x		13.5075	2.23
Tue	06/07/16	238.35780	1.10225	144	5.9958		x	1.6249	15.59	x		13.5501	2.40
Wed	06/08/16	238.39543	1.10243	145	6.0384		x	1.5823	15.41	x		13.5927	2.58
Thu	06/09/16	238.43307	1.10260	146	6.0810		x	1.5397	15.24	x		13.6353	2.75
Fri	06/10/16	238.47070	1.10277	147	6.1236		x	1.4971	15.07	x		13.6779	2.92
Mon	06/13/16	238.58360	1.10330	150	6.2515		x	1.3692	14.54	x		13.8058	3.45
Tue	06/14/16	238.62123	1.10347	151	6.2942		x	1.3265	14.37	x		13.8485	3.62
Wed	06/15/16	238.65887	1.10364	152	6.3368		x	1.2839	14.20	x		13.8911	3.79
Thu	06/16/16	238.69650	1.10382	153	6.3796		x	1.2411	14.02	x		13.9339	3.97
Fri	06/17/16	238.73413	1.10399	154	6.4222		x	1.1985	13.85	x		13.9765	4.14
Mon	06/20/16	238.84703	1.10451	157	6.5504		x	1.0703	13.33	x		14.1047	4.66
Tue	06/21/16	238.88467	1.10469	158	6.5932		x	1.0275	13.15	x		14.1475	4.84
Wed	06/22/16	238.92230	1.10486	159	6.6360		x	0.9847	12.98	x		14.1903	5.01
Thu	06/23/16	238.95993	1.10504	160	6.6788		x	0.9419	12.80	x		14.2331	5.19
Fri	06/24/16	238.99757	1.10521	161	6.7216		x	0.8991	12.63	x		14.2759	5.36
Mon	06/27/16	239.11047	1.10573	164	6.8501		x	0.7706	12.11	x		14.4044	5.88
Tue	06/28/16	239.14810	1.10591	165	6.8929		x	0.7278	11.93	x		14.4472	6.06
Wed	06/29/16	239.18573	1.10608	166	6.9358		x	0.6849	11.76	x		14.4901	6.23
Thu	06/30/16	239.22337	1.10626	167	6.9787		x	0.6420	11.58	x		14.5330	6.41
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	1.10643	168	7.0216		x	0.5991	11.41	x		14.5759	6.58
Mon	07/04/16	239.35535	1.10687	171	7.1498		x	0.4709	10.97	x		14.7041	7.02
Tue	07/05/16	239.38681	1.10701	172	7.1925		x	0.4282	10.83	x		14.7468	7.16
Wed	07/06/16	239.41826	1.10716	173	7.2353		x	0.3854	10.68	x		14.7896	7.31
Thu	07/07/16	239.44971	1.10730	174	7.2781		x	0.3426	10.54	x		14.8324	7.45
Fri	07/08/16	239.48116	1.10745	175	7.3209		x	0.2998	10.39	x		14.8752	7.60
Mon	07/11/16	239.57552	1.10788	178	7.4493		x	0.1714	9.96	x		15.0036	8.03
Tue	07/12/16	239.60697	1.10803	179	7.4921		x	0.1286	9.81	x		15.0464	8.18
Wed	07/13/16	239.63842	1.10817	180	7.5349		x	0.0858	9.67	x		15.0892	8.32
Thu	07/14/16	239.66987	1.10832	181	7.5778		x	0.0429	9.52	x		15.1321	8.47
Fri	07/15/16	239.70132	1.10847	0	0.0000			0.0000	9.37	x	x	15.1750	8.62
Mon	07/18/16	239.79568	1.10890	3	0.1243			-0.1243	8.94	x	x	15.2993	9.05
Tue	07/19/16	239.82713	1.10905	4	0.1658			-0.1658	8.79	x	x	15.3408	9.20
Wed	07/20/16	239.85858	1.10919	5	0.2072			-0.2072	8.65	x	x	15.3822	9.34
Thu	07/21/16	239.89003	1.10934	6	0.2487			-0.2487	8.50	x	x	15.4237	9.49
Fri	07/22/16	239.92148	1.10948	7	0.2902			-0.2902	8.36	x	x	15.4652	9.63
Mon	07/25/16	240.01584	1.10992	10	0.4147			-0.4147	7.92	x	x	15.5897	10.07
Tue	07/26/16	240.04729	1.11007	11	0.4562			-0.4562	7.77	x	x	15.6312	10.22
Wed	07/27/16	240.07874	1.11021	12	0.4978			-0.4978	7.63	x	x	15.6728	10.36
Thu	07/28/16	240.11019	1.11036	13	0.5393			-0.5393	7.48	x	x	15.7143	10.51
Fri	07/29/16	240.14165	1.11050	14	0.5809			-0.5809	7.34	x	x	15.7559	10.65
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	1.11094	17	0.7057			-0.7057	6.90	x	x	15.8807	11.09
Tue	08/02/16	240.26187	1.11106	18	0.7472			-0.7472	6.78	x	x	15.9222	11.21
Wed	08/03/16	240.28774	1.11118	19	0.7888			-0.7888	6.66	x	x	15.9638	11.33
Thu	08/04/16	240.31361	1.11130	20	0.8305			-0.8305	6.54	x	x	16.0055	11.45
Fri	08/05/16	240.33948	1.11142	21	0.8721			-0.8721	6.42	x	x	16.0471	11.57
Mon	08/08/16	240.41710	1.11178	24	0.9970			-0.9970	6.06	x	x	16.1720	11.93
Tue	08/09/16	240.44297	1.11190	25	1.0386			-1.0386	5.94	x	x	16.2136	12.05
Wed	08/10/16	240.46884	1.11201	26	1.0803			-1.0803	5.83	x	x	16.2553	12.16
Thu	08/11/16	240.49471	1.11213	27	1.1220			-1.1220	5.71	x	x	16.2970	12.28
Fri	08/12/16	240.52058	1.11225	28	1.1636			-1.1636	5.59	x	x	16.3386	12.40
Mon	08/15/16	240.59819	1.11261	31	1.2887			-1.2887	5.23	x	x	16.4637	12.76
Tue	08/16/16	240.62406	1.11273	32	1.3304			-1.3304	5.11	x	x	16.5054	12.88
Wed	08/17/16	240.64994	1.11285	33	1.3722			-1.3722	4.99	x	x	16.5472	13.00
Thu	08/18/16	240.67581	1.11297	34	1.4139			-1.4139	4.87	x	x	16.5889	13.12
Fri	08/19/16	240.70168	1.11309	35	1.4556			-1.4556	4.75	x	x	16.6306	13.24
Mon	08/22/16	240.77929	1.11345	38	1.5809			-1.5809	4.39	x	x	16.7559	13.60
Tue	08/23/16	240.80516	1.11357	39	1.6227			-1.6227	4.27	x	x	16.7977	13.72
Wed	08/24/16	240.83103	1.11369	40	1.6645			-1.6645	4.15	x	x	16.8395	13.84
Thu	08/25/16	240.85690	1.11381	41	1.7063			-1.7063	4.03	x	x	16.8813	13.96
Fri	08/26/16	240.88277	1.11393	42	1.7481			-1.7481	3.91	x	x	16.9231	14.08
Mon	08/29/16	240.96039	1.11429	45	1.8736			-1.8736	3.55	x	x	17.0486	14.44
Tue	08/30/16	240.98626	1.11441	46	1.9154			-1.9154	3.43	x	x	17.0904	14.56
Wed	08/31/16	241.01213	1.11453	47	1.9572			-1.9572	3.31	x	x	17.1322	14.68
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	1.11465	48	1.9991			-1.9991	3.19	x	x	17.1741	14.80
Fri	09/02/16	241.02497	1.11459	49	2.0406			-2.0406	3.25	x	x	17.2156	14.74
Mon	09/05/16	240.98587	1.11441	52	2.1652			-2.1652	3.43	x	x	17.3402	14.56
Tue	09/06/16	240.97283	1.11435	53	2.2067			-2.2067	3.49	x	x	17.3817	14.50
Wed	09/07/16	240.95980	1.11429	54	2.2483			-2.2483	3.55	x	x	17.4233	14.44
Thu	09/08/16	240.94677	1.11422	55	2.2898			-2.2898	3.62	x	x	17.4648	14.37
Fri	09/09/16	240.93373	1.11416	56	2.3313			-2.3313	3.68	x	x	17.5063	14.31
Mon	09/12/16	240.89463	1.11398	59	2.4558			-2.4558	3.86	x	x	17.6308	14.13
Tue	09/13/16	240.88160	1.11392	60	2.4972			-2.4972	3.92	x	x	17.6722	14.07
Wed	09/14/16	240.86857	1.11386	61	2.5387			-2.5387	3.98	x	x	17.7137	14.01
Thu	09/15/16	240.85553	1.11380	62	2.5802			-2.5802	4.04	x	x	17.7552	13.95
Fri	09/16/16	240.84250	1.11374	63	2.6217			-2.6217	4.10	x	x	17.7967	13.89
Mon	09/19/16	240.80340	1.11356	66	2.7461			-2.7461	4.28	x	x	17.9211	13.71
Tue	09/20/16	240.79037	1.11350	67	2.7875			-2.7875	4.34	x	x	17.9625	13.65
Wed	09/21/16	240.77733	1.11344	68	2.8290			-2.8290	4.40	x	x	18.0040	13.59
Thu	09/22/16	240.76430	1.11338	69	2.8704			-2.8704	4.46	x	x	18.0454	13.53
Fri	09/23/16	240.75127	1.11332	70	2.9119			-2.9119	4.52	x	x	18.0869	13.47
Mon	09/26/16	240.71217	1.11314	73	3.0362			-3.0362	4.70	x	x	18.2112	13.29
Tue	09/27/16	240.69913	1.11308	74	3.0776			-3.0776	4.76	x	x	18.2526	13.23
Wed	09/28/16	240.68610	1.11302	75	3.1190			-3.1190	4.82	x	x	18.2940	13.17
Thu	09/29/16	240.67307	1.11296	76	3.1604			-3.1604	4.88	x	x	18.3354	13.11
Fri	09/30/16	240.66003	1.11290	77	3.2019			-3.2019	4.94	x	x	18.3769	13.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/03/16	240.66029	1.11290	80	3.3266			-3.3266	4.94	x	x	18.5016	13.05
Tue	10/04/16	240.66694	1.11293	81	3.3683			-3.3683	4.91	x	x	18.5433	13.08
Wed	10/05/16	240.67358	1.11296	82	3.4100			-3.4100	4.88	x	x	18.5850	13.11
Thu	10/06/16	240.68023	1.11299	83	3.4516			-3.4516	4.85	x	x	18.6266	13.14
Fri	10/07/16	240.68687	1.11302	84	3.4933			-3.4933	4.82	x	x	18.6683	13.17
Mon	10/10/16	240.70681	1.11312	87	3.6184			-3.6184	4.72	x	x	18.7934	13.27
Tue	10/11/16	240.71345	1.11315	88	3.6601			-3.6601	4.69	x	x	18.8351	13.30
Wed	10/12/16	240.72010	1.11318	89	3.7018			-3.7018	4.66	x	x	18.8768	13.33
Thu	10/13/16	240.72674	1.11321	90	3.7435			-3.7435	4.63	x	x	18.9185	13.36
Fri	10/14/16	240.73339	1.11324	91	3.7852			-3.7852	4.60	x	x	18.9602	13.39
Mon	10/17/16	240.75332	1.11333	94	3.9103			-3.9103	4.51	x	x	19.0853	13.48
Tue	10/18/16	240.75997	1.11336	95	3.9520			-3.9520	4.48	x	x	19.1270	13.51
Wed	10/19/16	240.76661	1.11339	96	3.9937			-3.9937	4.45	x	x	19.1687	13.54
Thu	10/20/16	240.77326	1.11342	97	4.0354			-4.0354	4.42	x	x	19.2104	13.57
Fri	10/21/16	240.77990	1.11345	98	4.0771			-4.0771	4.39	x	x	19.2521	13.60
Mon	10/24/16	240.79984	1.11355	101	4.2023			-4.2023	4.29	x	x	19.3773	13.70
Tue	10/25/16	240.80648	1.11358	102	4.2440			-4.2440	4.26	x	x	19.4190	13.73
Wed	10/26/16	240.81313	1.11361	103	4.2857			-4.2857	4.23	x	x	19.4607	13.76
Thu	10/27/16	240.81977	1.11364	104	4.3275			-4.3275	4.20	x	x	19.5025	13.79
Fri	10/28/16	240.82642	1.11367	105	4.3692			-4.3692	4.17	x	x	19.5442	13.82
Mon	10/31/16	240.84635	1.11376	108	4.4944			-4.4944	4.08	x	x	19.6694	13.91
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	1.11379	109	4.5361			-4.5361	4.05	x	x	19.7111	13.94
Wed	11/02/16	240.87217	1.11388	110	4.5781			-4.5781	3.96	x	x	19.7531	14.03
Thu	11/03/16	240.89133	1.11397	111	4.6201			-4.6201	3.87	x	x	19.7951	14.12
Fri	11/04/16	240.91050	1.11406	112	4.6621			-4.6621	3.78	x	x	19.8371	14.21
Mon	11/07/16	240.96800	1.11432	115	4.7881			-4.7881	3.52	x	x	19.9631	14.47
Tue	11/08/16	240.98717	1.11441	116	4.8301			-4.8301	3.43	x	x	20.0051	14.56
Wed	11/09/16	241.00633	1.11450	117	4.8722			-4.8722	3.34	x	x	20.0472	14.65
Thu	11/10/16	241.02550	1.11459	118	4.9142			-4.9142	3.25	x	x	20.0892	14.74
Fri	11/11/16	241.04467	1.11468	119	4.9562			-4.9562	3.16	x	x	20.1312	14.83
Mon	11/14/16	241.10217	1.11494	122	5.0824			-5.0824	2.90	x	x	20.2574	15.09
Tue	11/15/16	241.12133	1.11503	123	5.1244			-5.1244	2.81	x	x	20.2994	15.18
Wed	11/16/16	241.14050	1.11512	124	5.1665			-5.1665	2.72	x	x	20.3415	15.27
Thu	11/17/16	241.15967	1.11521	125	5.2086			-5.2086	2.63	x	x	20.3836	15.36
Fri	11/18/16	241.17883	1.11530	126	5.2507			-5.2507	2.54	x	x	20.4257	15.45
Mon	11/21/16	241.23633	1.11556	129	5.3770			-5.3770	2.28	x	x	20.5520	15.71
Tue	11/22/16	241.25550	1.11565	130	5.4191			-5.4191	2.19	x	x	20.5941	15.80
Wed	11/23/16	241.27467	1.11574	131	5.4612			-5.4612	2.10	x	x	20.6362	15.89
Thu	11/24/16	241.29383	1.11583	132	5.5033			-5.5033	2.01	x	x	20.6783	15.98
Fri	11/25/16	241.31300	1.11592	133	5.5455			-5.5455	1.92	x	x	20.7205	16.07
Mon	11/28/16	241.37050	1.11618	136	5.6719			-5.6719	1.66	x	x	20.8469	16.33
Tue	11/29/16	241.38967	1.11627	137	5.7141			-5.7141	1.57	x	x	20.8891	16.42
Wed	11/30/16	241.40883	1.11636	138	5.7562			-5.7562	1.48	x	x	20.9312	16.51
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	1.11645	139	5.7984			-5.7984	1.39	x	x	20.9734	16.60
Fri	12/02/16	241.43771	1.11650	140	5.8404			-5.8404	1.34	x	x	21.0154	16.65
Mon	12/05/16	241.46684	1.11663	143	5.9662			-5.9662	1.21	x	x	21.1412	16.78
Tue	12/06/16	241.47655	1.11667	144	6.0082			-6.0082	1.17	x	x	21.1832	16.82
Wed	12/07/16	241.48626	1.11672	145	6.0502			-6.0502	1.12	x	x	21.2252	16.87
Thu	12/08/16	241.49597	1.11676	146	6.0921			-6.0921	1.08	x	x	21.2671	16.91
Fri	12/09/16	241.50568	1.11681	147	6.1341			-6.1341	1.03	x	x	21.3091	16.96
Mon	12/12/16	241.53481	1.11694	150	6.2600			-6.2600	0.90	x	x	21.4350	17.09
Tue	12/13/16	241.54452	1.11699	151	6.3020			-6.3020	0.85	x	x	21.4770	17.14
Wed	12/14/16	241.55423	1.11703	152	6.3440			-6.3440	0.81	x	x	21.5190	17.18
Thu	12/15/16	241.56394	1.11708	153	6.3860			-6.3860	0.76	x	x	21.5610	17.23
Fri	12/16/16	241.57365	1.11712	154	6.4280			-6.4280	0.72	x	x	21.6030	17.27
Mon	12/19/16	241.60277	1.11726	157	6.5540			-6.5540	0.58	x	x	21.7290	17.41
Tue	12/20/16	241.61248	1.11730	158	6.5960			-6.5960	0.54	x	x	21.7710	17.45
Wed	12/21/16	241.62219	1.11735	159	6.6381			-6.6381	0.49	x	x	21.8131	17.50
Thu	12/22/16	241.63190	1.11739	160	6.6800			-6.6800	0.45	x	x	21.8550	17.54
Fri	12/23/16	241.64161	1.11744	161	6.7221			-6.7221	0.40	x	x	21.8971	17.59
Mon	12/26/16	241.67074	1.11757	164	6.8482			-6.8482	0.27	x	x	22.0232	17.72
Tue	12/27/16	241.68045	1.11762	165	6.8902			-6.8902	0.22	x	x	22.0652	17.77
Wed	12/28/16	241.69016	1.11766	166	6.9322			-6.9322	0.18	x	x	22.1072	17.81
Thu	12/29/16	241.69987	1.11771	167	6.9743			-6.9743	0.13	x	x	22.1493	17.86
Fri	12/30/16	241.70958	1.11775	168	7.0163			-7.0163	0.09	x	x	22.1913	17.90
Sun	01/01/17	241.72900	1.11784

Generated 12/22/16 16:30