2.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2041

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

CUSIP Number	912810QP6	Interest 02/15/16 (184 days)	$11.4960
Dated Date	February 15, 2011	Interest 08/15/16 (182 days)	$11.6734
Ref CPI on Dated Date	218.99100	Interest Total	$23.1694
Original Issue Date	February 28, 2011	Interest 02/15/17 (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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	01/01/16	237.83800	1.08606	139	8.7173	x	x	14.4521	17.77			8.7173	0.00
Mon	01/04/16	237.78942	1.08584	142	8.9036	x	x	14.2658	17.99			8.9036	-0.22
Tue	01/05/16	237.77323	1.08577	143	8.9657	x	x	14.2037	18.06			8.9657	-0.29
Wed	01/06/16	237.75703	1.08569	144	9.0277	x	x	14.1417	18.14			9.0277	-0.37
Thu	01/07/16	237.74084	1.08562	145	9.0899	x	x	14.0795	18.21			9.0899	-0.44
Fri	01/08/16	237.72465	1.08555	146	9.1520	x	x	14.0174	18.28			9.1520	-0.51
Mon	01/11/16	237.67606	1.08532	149	9.3380	x	x	13.8314	18.51			9.3380	-0.74
Tue	01/12/16	237.65987	1.08525	150	9.4001	x	x	13.7693	18.58			9.4001	-0.81
Wed	01/13/16	237.64368	1.08518	151	9.4622	x	x	13.7072	18.65			9.4622	-0.88
Thu	01/14/16	237.62748	1.08510	152	9.5241	x	x	13.6453	18.73			9.5241	-0.96
Fri	01/15/16	237.61129	1.08503	153	9.5862	x	x	13.5832	18.80			9.5862	-1.03
Mon	01/18/16	237.56271	1.08481	156	9.7721	x	x	13.3973	19.02			9.7721	-1.25
Tue	01/19/16	237.54652	1.08473	157	9.8341	x	x	13.3353	19.10			9.8341	-1.33
Wed	01/20/16	237.53032	1.08466	158	9.8960	x	x	13.2734	19.17			9.8960	-1.40
Thu	01/21/16	237.51413	1.08458	159	9.9579	x	x	13.2115	19.25			9.9579	-1.48
Fri	01/22/16	237.49794	1.08451	160	10.0199	x	x	13.1495	19.32			10.0199	-1.55
Mon	01/25/16	237.44935	1.08429	163	10.2057	x	x	12.9637	19.54			10.2057	-1.77
Tue	01/26/16	237.43316	1.08421	164	10.2676	x	x	12.9018	19.62			10.2676	-1.85
Wed	01/27/16	237.41697	1.08414	165	10.3295	x	x	12.8399	19.69			10.3295	-1.92
Thu	01/28/16	237.40077	1.08407	166	10.3915	x	x	12.7779	19.76			10.3915	-1.99
Fri	01/29/16	237.38458	1.08399	167	10.4533	x	x	12.7161	19.84			10.4533	-2.07
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	02/01/16	237.33600	1.08377	170	10.6389	x	x	12.5305	20.06			10.6389	-2.29
Tue	02/02/16	237.30803	1.08364	171	10.7002	x	x	12.4692	20.19			10.7002	-2.42
Wed	02/03/16	237.28007	1.08352	172	10.7616	x	x	12.4078	20.31			10.7616	-2.54
Thu	02/04/16	237.25210	1.08339	173	10.8229	x	x	12.3465	20.44			10.8229	-2.67
Fri	02/05/16	237.22414	1.08326	174	10.8841	x	x	12.2853	20.57			10.8841	-2.80
Mon	02/08/16	237.14024	1.08288	177	11.0679	x	x	12.1015	20.95			11.0679	-3.18
Tue	02/09/16	237.11228	1.08275	178	11.1291	x	x	12.0403	21.08			11.1291	-3.31
Wed	02/10/16	237.08431	1.08262	179	11.1903	x	x	11.9791	21.21			11.1903	-3.44
Thu	02/11/16	237.05634	1.08249	180	11.2514	x	x	11.9180	21.34			11.2514	-3.57
Fri	02/12/16	237.02838	1.08237	181	11.3127	x	x	11.8567	21.46			11.3127	-3.69
Mon	02/15/16	236.94448	1.08198	0	0.0000		x	11.6734	21.85	x		11.4960	-4.08
Tue	02/16/16	236.91652	1.08186	1	0.0632		x	11.6102	21.97	x		11.5592	-4.20
Wed	02/17/16	236.88855	1.08173	2	0.1263		x	11.5471	22.10	x		11.6223	-4.33
Thu	02/18/16	236.86059	1.08160	3	0.1894		x	11.4840	22.23	x		11.6854	-4.46
Fri	02/19/16	236.83262	1.08147	4	0.2525		x	11.4209	22.36	x		11.7485	-4.59
Mon	02/22/16	236.74872	1.08109	7	0.4418		x	11.2316	22.74	x		11.9378	-4.97
Tue	02/23/16	236.72076	1.08096	8	0.5048		x	11.1686	22.87	x		12.0008	-5.10
Wed	02/24/16	236.69279	1.08083	9	0.5679		x	11.1055	23.00	x		12.0639	-5.23
Thu	02/25/16	236.66483	1.08071	10	0.6309		x	11.0425	23.12	x		12.1269	-5.35
Fri	02/26/16	236.63686	1.08058	11	0.6939		x	10.9795	23.25	x		12.1899	-5.48
Mon	02/29/16	236.55297	1.08019	14	0.8828		x	10.7906	23.64	x		12.3788	-5.87
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	03/01/16	236.52500	1.08007	15	0.9458		x	10.7276	23.76	x		12.4418	-5.99
Wed	03/02/16	236.53761	1.08012	16	1.0089		x	10.6645	23.71	x		12.5049	-5.94
Thu	03/03/16	236.55023	1.08018	17	1.0720		x	10.6014	23.65	x		12.5680	-5.88
Fri	03/04/16	236.56284	1.08024	18	1.1351		x	10.5383	23.59	x		12.6311	-5.82
Mon	03/07/16	236.60068	1.08041	21	1.3245		x	10.3489	23.42	x		12.8205	-5.65
Tue	03/08/16	236.61329	1.08047	22	1.3877		x	10.2857	23.36	x		12.8837	-5.59
Wed	03/09/16	236.62590	1.08053	23	1.4508		x	10.2226	23.30	x		12.9468	-5.53
Thu	03/10/16	236.63852	1.08059	24	1.5140		x	10.1594	23.24	x		13.0100	-5.47
Fri	03/11/16	236.65113	1.08064	25	1.5772		x	10.0962	23.19	x		13.0732	-5.42
Mon	03/14/16	236.68897	1.08082	28	1.7667		x	9.9067	23.01	x		13.2627	-5.24
Tue	03/15/16	236.70158	1.08087	29	1.8299		x	9.8435	22.96	x		13.3259	-5.19
Wed	03/16/16	236.71419	1.08093	30	1.8931		x	9.7803	22.90	x		13.3891	-5.13
Thu	03/17/16	236.72681	1.08099	31	1.9563		x	9.7171	22.84	x		13.4523	-5.07
Fri	03/18/16	236.73942	1.08105	32	2.0195		x	9.6539	22.78	x		13.5155	-5.01
Mon	03/21/16	236.77726	1.08122	35	2.2092		x	9.4642	22.61	x		13.7052	-4.84
Tue	03/22/16	236.78987	1.08128	36	2.2725		x	9.4009	22.55	x		13.7685	-4.78
Wed	03/23/16	236.80248	1.08133	37	2.3357		x	9.3377	22.50	x		13.8317	-4.73
Thu	03/24/16	236.81510	1.08139	38	2.3990		x	9.2744	22.44	x		13.8950	-4.67
Fri	03/25/16	236.82771	1.08145	39	2.4622		x	9.2112	22.38	x		13.9582	-4.61
Mon	03/28/16	236.86555	1.08162	42	2.6520		x	9.0214	22.21	x		14.1480	-4.44
Tue	03/29/16	236.87816	1.08168	43	2.7153		x	8.9581	22.15	x		14.2113	-4.38
Wed	03/30/16	236.89077	1.08174	44	2.7786		x	8.8948	22.09	x		14.2746	-4.32
Thu	03/31/16	236.90339	1.08180	45	2.8420		x	8.8314	22.03	x		14.3380	-4.26
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	04/01/16	236.91600	1.08185	46	2.9052		x	8.7682	21.98	x		14.4012	-4.21
Mon	04/04/16	236.93550	1.08194	49	3.0950		x	8.5784	21.89	x		14.5910	-4.12
Tue	04/05/16	236.94200	1.08197	50	3.1582		x	8.5152	21.86	x		14.6542	-4.09
Wed	04/06/16	236.94850	1.08200	51	3.2215		x	8.4519	21.83	x		14.7175	-4.06
Thu	04/07/16	236.95500	1.08203	52	3.2847		x	8.3887	21.80	x		14.7807	-4.03
Fri	04/08/16	236.96150	1.08206	53	3.3480		x	8.3254	21.77	x		14.8440	-4.00
Mon	04/11/16	236.98100	1.08215	56	3.5378		x	8.1356	21.68	x		15.0338	-3.91
Tue	04/12/16	236.98750	1.08218	57	3.6011		x	8.0723	21.65	x		15.0971	-3.88
Wed	04/13/16	236.99400	1.08221	58	3.6644		x	8.0090	21.62	x		15.1604	-3.85
Thu	04/14/16	237.00050	1.08224	59	3.7276		x	7.9458	21.59	x		15.2236	-3.82
Fri	04/15/16	237.00700	1.08227	60	3.7909		x	7.8825	21.56	x		15.2869	-3.79
Mon	04/18/16	237.02650	1.08236	63	3.9808		x	7.6926	21.47	x		15.4768	-3.70
Tue	04/19/16	237.03300	1.08239	64	4.0441		x	7.6293	21.44	x		15.5401	-3.67
Wed	04/20/16	237.03950	1.08242	65	4.1074		x	7.5660	21.41	x		15.6034	-3.64
Thu	04/21/16	237.04600	1.08245	66	4.1707		x	7.5027	21.38	x		15.6667	-3.61
Fri	04/22/16	237.05250	1.08248	67	4.2340		x	7.4394	21.35	x		15.7300	-3.58
Mon	04/25/16	237.07200	1.08257	70	4.4240		x	7.2494	21.26	x		15.9200	-3.49
Tue	04/26/16	237.07850	1.08259	71	4.4872		x	7.1862	21.24	x		15.9832	-3.47
Wed	04/27/16	237.08500	1.08262	72	4.5506		x	7.1228	21.21	x		16.0466	-3.44
Thu	04/28/16	237.09150	1.08265	73	4.6139		x	7.0595	21.18	x		16.1099	-3.41
Fri	04/29/16	237.09800	1.08268	74	4.6772		x	6.9962	21.15	x		16.1732	-3.38
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	05/02/16	237.14394	1.08289	77	4.8678		x	6.8056	20.94	x		16.3638	-3.17
Tue	05/03/16	237.17687	1.08304	78	4.9317		x	6.7417	20.79	x		16.4277	-3.02
Wed	05/04/16	237.20981	1.08319	79	4.9956		x	6.6778	20.64	x		16.4916	-2.87
Thu	05/05/16	237.24274	1.08334	80	5.0596		x	6.6138	20.49	x		16.5556	-2.72
Fri	05/06/16	237.27568	1.08350	81	5.1236		x	6.5498	20.33	x		16.6196	-2.56
Mon	05/09/16	237.37448	1.08395	84	5.3155		x	6.3579	19.88	x		16.8115	-2.11
Tue	05/10/16	237.40742	1.08410	85	5.3795		x	6.2939	19.73	x		16.8755	-1.96
Wed	05/11/16	237.44035	1.08425	86	5.4436		x	6.2298	19.58	x		16.9396	-1.81
Thu	05/12/16	237.47329	1.08440	87	5.5076		x	6.1658	19.43	x		17.0036	-1.66
Fri	05/13/16	237.50623	1.08455	88	5.5717		x	6.1017	19.28	x		17.0677	-1.51
Mon	05/16/16	237.60503	1.08500	91	5.7641		x	5.9093	18.83	x		17.2601	-1.06
Tue	05/17/16	237.63797	1.08515	92	5.8282		x	5.8452	18.68	x		17.3242	-0.91
Wed	05/18/16	237.67090	1.08530	93	5.8924		x	5.7810	18.53	x		17.3884	-0.76
Thu	05/19/16	237.70384	1.08545	94	5.9566		x	5.7168	18.38	x		17.4526	-0.61
Fri	05/20/16	237.73677	1.08560	95	6.0208		x	5.6526	18.23	x		17.5168	-0.46
Mon	05/23/16	237.83558	1.08605	98	6.2135		x	5.4599	17.78	x		17.7095	-0.01
Tue	05/24/16	237.86852	1.08620	99	6.2777		x	5.3957	17.63	x		17.7737	0.14
Wed	05/25/16	237.90145	1.08635	100	6.3420		x	5.3314	17.48	x		17.8380	0.29
Thu	05/26/16	237.93439	1.08650	101	6.4063		x	5.2671	17.33	x		17.9023	0.44
Fri	05/27/16	237.96732	1.08665	102	6.4706		x	5.2028	17.18	x		17.9666	0.59
Mon	05/30/16	238.06613	1.08710	105	6.6637		x	5.0097	16.73	x		18.1597	1.04
Tue	05/31/16	238.09906	1.08726	106	6.7282		x	4.9452	16.57	x		18.2242	1.20
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	06/01/16	238.13200	1.08741	107	6.7926		x	4.8808	16.42	x		18.2886	1.35
Thu	06/02/16	238.16963	1.08758	108	6.8571		x	4.8163	16.25	x		18.3531	1.52
Fri	06/03/16	238.20727	1.08775	109	6.9217		x	4.7517	16.08	x		18.4177	1.69
Mon	06/06/16	238.32017	1.08826	112	7.1155		x	4.5579	15.57	x		18.6115	2.20
Tue	06/07/16	238.35780	1.08844	113	7.1803		x	4.4931	15.39	x		18.6763	2.38
Wed	06/08/16	238.39543	1.08861	114	7.2449		x	4.4285	15.22	x		18.7409	2.55
Thu	06/09/16	238.43307	1.08878	115	7.3096		x	4.3638	15.05	x		18.8056	2.72
Fri	06/10/16	238.47070	1.08895	116	7.3743		x	4.2991	14.88	x		18.8703	2.89
Mon	06/13/16	238.58360	1.08947	119	7.5687		x	4.1047	14.36	x		19.0647	3.41
Tue	06/14/16	238.62123	1.08964	120	7.6335		x	4.0399	14.19	x		19.1295	3.58
Wed	06/15/16	238.65887	1.08981	121	7.6983		x	3.9751	14.02	x		19.1943	3.75
Thu	06/16/16	238.69650	1.08998	122	7.7631		x	3.9103	13.85	x		19.2591	3.92
Fri	06/17/16	238.73413	1.09015	123	7.8280		x	3.8454	13.68	x		19.3240	4.09
Mon	06/20/16	238.84703	1.09067	126	8.0227		x	3.6507	13.16	x		19.5187	4.61
Tue	06/21/16	238.88467	1.09084	127	8.0876		x	3.5858	12.99	x		19.5836	4.78
Wed	06/22/16	238.92230	1.09101	128	8.1526		x	3.5208	12.82	x		19.6486	4.95
Thu	06/23/16	238.95993	1.09119	129	8.2176		x	3.4558	12.64	x		19.7136	5.13
Fri	06/24/16	238.99757	1.09136	130	8.2826		x	3.3908	12.47	x		19.7786	5.30
Mon	06/27/16	239.11047	1.09187	133	8.4777		x	3.1957	11.96	x		19.9737	5.81
Tue	06/28/16	239.14810	1.09205	134	8.5429		x	3.1305	11.78	x		20.0389	5.99
Wed	06/29/16	239.18573	1.09222	135	8.6080		x	3.0654	11.61	x		20.1040	6.16
Thu	06/30/16	239.22337	1.09239	136	8.6731		x	3.0003	11.44	x		20.1691	6.33
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	07/01/16	239.26100	1.09256	137	8.7382		x	2.9352	11.27	x		20.2342	6.50
Mon	07/04/16	239.35535	1.09299	140	8.9331		x	2.7403	10.84	x		20.4291	6.93
Tue	07/05/16	239.38681	1.09314	141	8.9981		x	2.6753	10.69	x		20.4941	7.08
Wed	07/06/16	239.41826	1.09328	142	9.0631		x	2.6103	10.55	x		20.5591	7.22
Thu	07/07/16	239.44971	1.09342	143	9.1281		x	2.5453	10.41	x		20.6241	7.36
Fri	07/08/16	239.48116	1.09357	144	9.1932		x	2.4802	10.26	x		20.6892	7.51
Mon	07/11/16	239.57552	1.09400	147	9.3884		x	2.2850	9.83	x		20.8844	7.94
Tue	07/12/16	239.60697	1.09414	148	9.4535		x	2.2199	9.69	x		20.9495	8.08
Wed	07/13/16	239.63842	1.09428	149	9.5186		x	2.1548	9.55	x		21.0146	8.22
Thu	07/14/16	239.66987	1.09443	150	9.5838		x	2.0896	9.40	x		21.0798	8.37
Fri	07/15/16	239.70132	1.09457	151	9.6489		x	2.0245	9.26	x		21.1449	8.51
Mon	07/18/16	239.79568	1.09500	154	9.8445		x	1.8289	8.83	x		21.3405	8.94
Tue	07/19/16	239.82713	1.09515	155	9.9098		x	1.7636	8.68	x		21.4058	9.09
Wed	07/20/16	239.85858	1.09529	156	9.9750		x	1.6984	8.54	x		21.4710	9.23
Thu	07/21/16	239.89003	1.09543	157	10.0402		x	1.6332	8.40	x		21.5362	9.37
Fri	07/22/16	239.92148	1.09558	158	10.1055		x	1.5679	8.25	x		21.6015	9.52
Mon	07/25/16	240.01584	1.09601	161	10.3014		x	1.3720	7.82	x		21.7974	9.95
Tue	07/26/16	240.04729	1.09615	162	10.3667		x	1.3067	7.68	x		21.8627	10.09
Wed	07/27/16	240.07874	1.09630	163	10.4322		x	1.2412	7.53	x		21.9282	10.24
Thu	07/28/16	240.11019	1.09644	164	10.4975		x	1.1759	7.39	x		21.9935	10.38
Fri	07/29/16	240.14165	1.09658	165	10.5629		x	1.1105	7.25	x		22.0589	10.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	08/01/16	240.23600	1.09701	168	10.7591		x	0.9143	6.82	x		22.2551	10.95
Tue	08/02/16	240.26187	1.09713	169	10.8244		x	0.8490	6.70	x		22.3204	11.07
Wed	08/03/16	240.28774	1.09725	170	10.8896		x	0.7838	6.58	x		22.3856	11.19
Thu	08/04/16	240.31361	1.09737	171	10.9549		x	0.7185	6.46	x		22.4509	11.31
Fri	08/05/16	240.33948	1.09749	172	11.0201		x	0.6533	6.34	x		22.5161	11.43
Mon	08/08/16	240.41710	1.09784	175	11.2159		x	0.4575	5.99	x		22.7119	11.78
Tue	08/09/16	240.44297	1.09796	176	11.2812		x	0.3922	5.87	x		22.7772	11.90
Wed	08/10/16	240.46884	1.09808	177	11.3466		x	0.3268	5.75	x		22.8426	12.02
Thu	08/11/16	240.49471	1.09819	178	11.4118		x	0.2616	5.64	x		22.9078	12.13
Fri	08/12/16	240.52058	1.09831	179	11.4772		x	0.1962	5.52	x		22.9732	12.25
Mon	08/15/16	240.59819	1.09867	0	0.0000			0.0000	5.16	x	x	23.1694	12.61
Tue	08/16/16	240.62406	1.09879	1	0.0634			-0.0634	5.04	x	x	23.2328	12.73
Wed	08/17/16	240.64994	1.09890	2	0.1269			-0.1269	4.93	x	x	23.2963	12.84
Thu	08/18/16	240.67581	1.09902	3	0.1904			-0.1904	4.81	x	x	23.3598	12.96
Fri	08/19/16	240.70168	1.09914	4	0.2539			-0.2539	4.69	x	x	23.4233	13.08
Mon	08/22/16	240.77929	1.09949	7	0.4444			-0.4444	4.34	x	x	23.6138	13.43
Tue	08/23/16	240.80516	1.09961	8	0.5080			-0.5080	4.22	x	x	23.6774	13.55
Wed	08/24/16	240.83103	1.09973	9	0.5715			-0.5715	4.10	x	x	23.7409	13.67
Thu	08/25/16	240.85690	1.09985	10	0.6351			-0.6351	3.98	x	x	23.8045	13.79
Fri	08/26/16	240.88277	1.09997	11	0.6987			-0.6987	3.86	x	x	23.8681	13.91
Mon	08/29/16	240.96039	1.10032	14	0.8895			-0.8895	3.51	x	x	24.0589	14.26
Tue	08/30/16	240.98626	1.10044	15	0.9532			-0.9532	3.39	x	x	24.1226	14.38
Wed	08/31/16	241.01213	1.10056	16	1.0168			-1.0168	3.27	x	x	24.1862	14.50
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	09/01/16	241.03800	1.10068	17	1.0805			-1.0805	3.15	x	x	24.2499	14.62
Fri	09/02/16	241.02497	1.10062	18	1.1440			-1.1440	3.21	x	x	24.3134	14.56
Mon	09/05/16	240.98587	1.10044	21	1.3344			-1.3344	3.39	x	x	24.5038	14.38
Tue	09/06/16	240.97283	1.10038	22	1.3979			-1.3979	3.45	x	x	24.5673	14.32
Wed	09/07/16	240.95980	1.10032	23	1.4614			-1.4614	3.51	x	x	24.6308	14.26
Thu	09/08/16	240.94677	1.10026	24	1.5248			-1.5248	3.57	x	x	24.6942	14.20
Fri	09/09/16	240.93373	1.10020	25	1.5883			-1.5883	3.63	x	x	24.7577	14.14
Mon	09/12/16	240.89463	1.10002	28	1.7786			-1.7786	3.81	x	x	24.9480	13.96
Tue	09/13/16	240.88160	1.09996	29	1.8420			-1.8420	3.87	x	x	25.0114	13.90
Wed	09/14/16	240.86857	1.09990	30	1.9054			-1.9054	3.93	x	x	25.0748	13.84
Thu	09/15/16	240.85553	1.09984	31	1.9688			-1.9688	3.99	x	x	25.1382	13.78
Fri	09/16/16	240.84250	1.09978	32	2.0322			-2.0322	4.05	x	x	25.2016	13.72
Mon	09/19/16	240.80340	1.09960	35	2.2224			-2.2224	4.23	x	x	25.3918	13.54
Tue	09/20/16	240.79037	1.09954	36	2.2857			-2.2857	4.29	x	x	25.4551	13.48
Wed	09/21/16	240.77733	1.09949	37	2.3491			-2.3491	4.34	x	x	25.5185	13.43
Thu	09/22/16	240.76430	1.09943	38	2.4125			-2.4125	4.40	x	x	25.5819	13.37
Fri	09/23/16	240.75127	1.09937	39	2.4758			-2.4758	4.46	x	x	25.6452	13.31
Mon	09/26/16	240.71217	1.09919	42	2.6658			-2.6658	4.64	x	x	25.8352	13.13
Tue	09/27/16	240.69913	1.09913	43	2.7292			-2.7292	4.70	x	x	25.8986	13.07
Wed	09/28/16	240.68610	1.09907	44	2.7925			-2.7925	4.76	x	x	25.9619	13.01
Thu	09/29/16	240.67307	1.09901	45	2.8558			-2.8558	4.82	x	x	26.0252	12.95
Fri	09/30/16	240.66003	1.09895	46	2.9191			-2.9191	4.88	x	x	26.0885	12.89
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	10/03/16	240.66029	1.09895	49	3.1095			-3.1095	4.88	x	x	26.2789	12.89
Tue	10/04/16	240.66694	1.09898	50	3.1730			-3.1730	4.85	x	x	26.3424	12.92
Wed	10/05/16	240.67358	1.09901	51	3.2366			-3.2366	4.82	x	x	26.4060	12.95
Thu	10/06/16	240.68023	1.09904	52	3.3001			-3.3001	4.79	x	x	26.4695	12.98
Fri	10/07/16	240.68687	1.09907	53	3.3637			-3.3637	4.76	x	x	26.5331	13.01
Mon	10/10/16	240.70681	1.09916	56	3.5543			-3.5543	4.67	x	x	26.7237	13.10
Tue	10/11/16	240.71345	1.09919	57	3.6179			-3.6179	4.64	x	x	26.7873	13.13
Wed	10/12/16	240.72010	1.09922	58	3.6815			-3.6815	4.61	x	x	26.8509	13.16
Thu	10/13/16	240.72674	1.09925	59	3.7451			-3.7451	4.58	x	x	26.9145	13.19
Fri	10/14/16	240.73339	1.09928	60	3.8086			-3.8086	4.55	x	x	26.9780	13.22
Mon	10/17/16	240.75332	1.09938	63	3.9994			-3.9994	4.45	x	x	27.1688	13.32
Tue	10/18/16	240.75997	1.09941	64	4.0630			-4.0630	4.42	x	x	27.2324	13.35
Wed	10/19/16	240.76661	1.09944	65	4.1266			-4.1266	4.39	x	x	27.2960	13.38
Thu	10/20/16	240.77326	1.09947	66	4.1902			-4.1902	4.36	x	x	27.3596	13.41
Fri	10/21/16	240.77990	1.09950	67	4.2538			-4.2538	4.33	x	x	27.4232	13.44
Mon	10/24/16	240.79984	1.09959	70	4.4447			-4.4447	4.24	x	x	27.6141	13.53
Tue	10/25/16	240.80648	1.09962	71	4.5083			-4.5083	4.21	x	x	27.6777	13.56
Wed	10/26/16	240.81313	1.09965	72	4.5719			-4.5719	4.18	x	x	27.7413	13.59
Thu	10/27/16	240.81977	1.09968	73	4.6355			-4.6355	4.15	x	x	27.8049	13.62
Fri	10/28/16	240.82642	1.09971	74	4.6992			-4.6992	4.12	x	x	27.8686	13.65
Mon	10/31/16	240.84635	1.09980	77	4.8901			-4.8901	4.03	x	x	28.0595	13.74
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	11/01/16	240.85300	1.09983	78	4.9537			-4.9537	4.00	x	x	28.1231	13.77
Wed	11/02/16	240.87217	1.09992	79	5.0176			-5.0176	3.91	x	x	28.1870	13.86
Thu	11/03/16	240.89133	1.10001	80	5.0816			-5.0816	3.82	x	x	28.2510	13.95
Fri	11/04/16	240.91050	1.10009	81	5.1455			-5.1455	3.74	x	x	28.3149	14.03
Mon	11/07/16	240.96800	1.10036	84	5.3373			-5.3373	3.47	x	x	28.5067	14.30
Tue	11/08/16	240.98717	1.10044	85	5.4013			-5.4013	3.39	x	x	28.5707	14.38
Wed	11/09/16	241.00633	1.10053	86	5.4653			-5.4653	3.30	x	x	28.6347	14.47
Thu	11/10/16	241.02550	1.10062	87	5.5293			-5.5293	3.21	x	x	28.6987	14.56
Fri	11/11/16	241.04467	1.10071	88	5.5933			-5.5933	3.12	x	x	28.7627	14.65
Mon	11/14/16	241.10217	1.10097	91	5.7853			-5.7853	2.86	x	x	28.9547	14.91
Tue	11/15/16	241.12133	1.10106	92	5.8494			-5.8494	2.77	x	x	29.0188	15.00
Wed	11/16/16	241.14050	1.10114	93	5.9134			-5.9134	2.69	x	x	29.0828	15.08
Thu	11/17/16	241.15967	1.10123	94	5.9775			-5.9775	2.60	x	x	29.1469	15.17
Fri	11/18/16	241.17883	1.10132	95	6.0415			-6.0415	2.51	x	x	29.2109	15.26
Mon	11/21/16	241.23633	1.10158	98	6.2338			-6.2338	2.25	x	x	29.4032	15.52
Tue	11/22/16	241.25550	1.10167	99	6.2979			-6.2979	2.16	x	x	29.4673	15.61
Wed	11/23/16	241.27467	1.10176	100	6.3621			-6.3621	2.07	x	x	29.5315	15.70
Thu	11/24/16	241.29383	1.10184	101	6.4262			-6.4262	1.99	x	x	29.5956	15.78
Fri	11/25/16	241.31300	1.10193	102	6.4903			-6.4903	1.90	x	x	29.6597	15.87
Mon	11/28/16	241.37050	1.10219	105	6.6828			-6.6828	1.64	x	x	29.8522	16.13
Tue	11/29/16	241.38967	1.10228	106	6.7470			-6.7470	1.55	x	x	29.9164	16.22
Wed	11/30/16	241.40883	1.10237	107	6.8112			-6.8112	1.46	x	x	29.9806	16.31
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	12/01/16	241.42800	1.10246	108	6.8754			-6.8754	1.37	x	x	30.0448	16.40
Fri	12/02/16	241.43771	1.10250	109	6.9393			-6.9393	1.33	x	x	30.1087	16.44
Mon	12/05/16	241.46684	1.10263	112	7.1311			-7.1311	1.20	x	x	30.3005	16.57
Tue	12/06/16	241.47655	1.10268	113	7.1951			-7.1951	1.15	x	x	30.3645	16.62
Wed	12/07/16	241.48626	1.10272	114	7.2591			-7.2591	1.11	x	x	30.4285	16.66
Thu	12/08/16	241.49597	1.10277	115	7.3231			-7.3231	1.06	x	x	30.4925	16.71
Fri	12/09/16	241.50568	1.10281	116	7.3870			-7.3870	1.02	x	x	30.5564	16.75
Mon	12/12/16	241.53481	1.10294	119	7.5790			-7.5790	0.89	x	x	30.7484	16.88
Tue	12/13/16	241.54452	1.10299	120	7.6430			-7.6430	0.84	x	x	30.8124	16.93
Wed	12/14/16	241.55423	1.10303	121	7.7070			-7.7070	0.80	x	x	30.8764	16.97
Thu	12/15/16	241.56394	1.10308	122	7.7710			-7.7710	0.75	x	x	30.9404	17.02
Fri	12/16/16	241.57365	1.10312	123	7.8350			-7.8350	0.71	x	x	31.0044	17.06
Mon	12/19/16	241.60277	1.10325	126	8.0270			-8.0270	0.58	x	x	31.1964	17.19
Tue	12/20/16	241.61248	1.10330	127	8.0911			-8.0911	0.53	x	x	31.2605	17.24
Wed	12/21/16	241.62219	1.10334	128	8.1551			-8.1551	0.49	x	x	31.3245	17.28
Thu	12/22/16	241.63190	1.10339	129	8.2192			-8.2192	0.44	x	x	31.3886	17.33
Fri	12/23/16	241.64161	1.10343	130	8.2832			-8.2832	0.40	x	x	31.4526	17.37
Mon	12/26/16	241.67074	1.10356	133	8.4754			-8.4754	0.27	x	x	31.6448	17.50
Tue	12/27/16	241.68045	1.10361	134	8.5395			-8.5395	0.22	x	x	31.7089	17.55
Wed	12/28/16	241.69016	1.10365	135	8.6035			-8.6035	0.18	x	x	31.7729	17.59
Thu	12/29/16	241.69987	1.10370	136	8.6676			-8.6676	0.13	x	x	31.8370	17.64
Fri	12/30/16	241.70958	1.10374	137	8.7317			-8.7317	0.09	x	x	31.9011	17.68
Sun	01/01/17	241.72900	1.10383

Generated 12/22/16 16:30