1.375% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2044

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

CUSIP Number	912810RF7	Interest 02/15/16 (184 days)	$6.9896
Dated Date	February 15, 2014	Interest 08/15/16 (182 days)	$7.0974
Ref CPI on Dated Date	233.05900	Interest Total	$14.0870
Original Issue Date	February 28, 2014	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	1.02051	139	5.3001	x	x	8.7869	16.69			5.3001	0.00
Mon	01/04/16	237.78942	1.02030	142	5.4134	x	x	8.6736	16.90			5.4134	-0.21
Tue	01/05/16	237.77323	1.02023	143	5.4512	x	x	8.6358	16.97			5.4512	-0.28
Wed	01/06/16	237.75703	1.02016	144	5.4889	x	x	8.5981	17.04			5.4889	-0.35
Thu	01/07/16	237.74084	1.02009	145	5.5266	x	x	8.5604	17.11			5.5266	-0.42
Fri	01/08/16	237.72465	1.02002	146	5.5644	x	x	8.5226	17.18			5.5644	-0.49
Mon	01/11/16	237.67606	1.01981	149	5.6775	x	x	8.4095	17.39			5.6775	-0.70
Tue	01/12/16	237.65987	1.01974	150	5.7153	x	x	8.3717	17.46			5.7153	-0.77
Wed	01/13/16	237.64368	1.01967	151	5.7530	x	x	8.3340	17.53			5.7530	-0.84
Thu	01/14/16	237.62748	1.01960	152	5.7907	x	x	8.2963	17.60			5.7907	-0.91
Fri	01/15/16	237.61129	1.01953	153	5.8284	x	x	8.2586	17.67			5.8284	-0.98
Mon	01/18/16	237.56271	1.01932	156	5.9414	x	x	8.1456	17.88			5.9414	-1.19
Tue	01/19/16	237.54652	1.01925	157	5.9791	x	x	8.1079	17.95			5.9791	-1.26
Wed	01/20/16	237.53032	1.01919	158	6.0168	x	x	8.0702	18.01			6.0168	-1.32
Thu	01/21/16	237.51413	1.01912	159	6.0545	x	x	8.0325	18.08			6.0545	-1.39
Fri	01/22/16	237.49794	1.01905	160	6.0921	x	x	7.9949	18.15			6.0921	-1.46
Mon	01/25/16	237.44935	1.01884	163	6.2051	x	x	7.8819	18.36			6.2051	-1.67
Tue	01/26/16	237.43316	1.01877	164	6.2427	x	x	7.8443	18.43			6.2427	-1.74
Wed	01/27/16	237.41697	1.01870	165	6.2804	x	x	7.8066	18.50			6.2804	-1.81
Thu	01/28/16	237.40077	1.01863	166	6.3180	x	x	7.7690	18.57			6.3180	-1.88
Fri	01/29/16	237.38458	1.01856	167	6.3556	x	x	7.7314	18.64			6.3556	-1.95
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	1.01835	170	6.4685	x	x	7.6185	18.85			6.4685	-2.16
Tue	02/02/16	237.30803	1.01823	171	6.5057	x	x	7.5813	18.97			6.5057	-2.28
Wed	02/03/16	237.28007	1.01811	172	6.5430	x	x	7.5440	19.09			6.5430	-2.40
Thu	02/04/16	237.25210	1.01799	173	6.5803	x	x	7.5067	19.21			6.5803	-2.52
Fri	02/05/16	237.22414	1.01787	174	6.6175	x	x	7.4695	19.33			6.6175	-2.64
Mon	02/08/16	237.14024	1.01751	177	6.7293	x	x	7.3577	19.69			6.7293	-3.00
Tue	02/09/16	237.11228	1.01739	178	6.7665	x	x	7.3205	19.81			6.7665	-3.12
Wed	02/10/16	237.08431	1.01727	179	6.8037	x	x	7.2833	19.93			6.8037	-3.24
Thu	02/11/16	237.05634	1.01715	180	6.8409	x	x	7.2461	20.05			6.8409	-3.36
Fri	02/12/16	237.02838	1.01703	181	6.8781	x	x	7.2089	20.17			6.8781	-3.48
Mon	02/15/16	236.94448	1.01667	0	0.0000		x	7.0974	20.53	x		6.9896	-3.84
Tue	02/16/16	236.91652	1.01655	1	0.0384		x	7.0590	20.65	x		7.0280	-3.96
Wed	02/17/16	236.88855	1.01643	2	0.0768		x	7.0206	20.77	x		7.0664	-4.08
Thu	02/18/16	236.86059	1.01631	3	0.1152		x	6.9822	20.89	x		7.1048	-4.20
Fri	02/19/16	236.83262	1.01619	4	0.1535		x	6.9439	21.01	x		7.1431	-4.32
Mon	02/22/16	236.74872	1.01583	7	0.2686		x	6.8288	21.37	x		7.2582	-4.68
Tue	02/23/16	236.72076	1.01571	8	0.3069		x	6.7905	21.49	x		7.2965	-4.80
Wed	02/24/16	236.69279	1.01559	9	0.3453		x	6.7521	21.61	x		7.3349	-4.92
Thu	02/25/16	236.66483	1.01547	10	0.3836		x	6.7138	21.73	x		7.3732	-5.04
Fri	02/26/16	236.63686	1.01535	11	0.4219		x	6.6755	21.85	x		7.4115	-5.16
Mon	02/29/16	236.55297	1.01499	14	0.5368		x	6.5606	22.21	x		7.5264	-5.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	03/01/16	236.52500	1.01487	15	0.5750		x	6.5224	22.33	x		7.5646	-5.64
Wed	03/02/16	236.53761	1.01493	16	0.6134		x	6.4840	22.27	x		7.6030	-5.58
Thu	03/03/16	236.55023	1.01498	17	0.6518		x	6.4456	22.22	x		7.6414	-5.53
Fri	03/04/16	236.56284	1.01503	18	0.6902		x	6.4072	22.17	x		7.6798	-5.48
Mon	03/07/16	236.60068	1.01520	21	0.8053		x	6.2921	22.00	x		7.7949	-5.31
Tue	03/08/16	236.61329	1.01525	22	0.8437		x	6.2537	21.95	x		7.8333	-5.26
Wed	03/09/16	236.62590	1.01530	23	0.8821		x	6.2153	21.90	x		7.8717	-5.21
Thu	03/10/16	236.63852	1.01536	24	0.9205		x	6.1769	21.84	x		7.9101	-5.15
Fri	03/11/16	236.65113	1.01541	25	0.9589		x	6.1385	21.79	x		7.9485	-5.10
Mon	03/14/16	236.68897	1.01558	28	1.0742		x	6.0232	21.62	x		8.0638	-4.93
Tue	03/15/16	236.70158	1.01563	29	1.1126		x	5.9848	21.57	x		8.1022	-4.88
Wed	03/16/16	236.71419	1.01568	30	1.1510		x	5.9464	21.52	x		8.1406	-4.83
Thu	03/17/16	236.72681	1.01574	31	1.1894		x	5.9080	21.46	x		8.1790	-4.77
Fri	03/18/16	236.73942	1.01579	32	1.2279		x	5.8695	21.41	x		8.2175	-4.72
Mon	03/21/16	236.77726	1.01595	35	1.3432		x	5.7542	21.25	x		8.3328	-4.56
Tue	03/22/16	236.78987	1.01601	36	1.3817		x	5.7157	21.19	x		8.3713	-4.50
Wed	03/23/16	236.80248	1.01606	37	1.4201		x	5.6773	21.14	x		8.4097	-4.45
Thu	03/24/16	236.81510	1.01612	38	1.4586		x	5.6388	21.08	x		8.4482	-4.39
Fri	03/25/16	236.82771	1.01617	39	1.4970		x	5.6004	21.03	x		8.4866	-4.34
Mon	03/28/16	236.86555	1.01633	42	1.6124		x	5.4850	20.87	x		8.6020	-4.18
Tue	03/29/16	236.87816	1.01639	43	1.6509		x	5.4465	20.81	x		8.6405	-4.12
Wed	03/30/16	236.89077	1.01644	44	1.6894		x	5.4080	20.76	x		8.6790	-4.07
Thu	03/31/16	236.90339	1.01650	45	1.7279		x	5.3695	20.70	x		8.7175	-4.01
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	1.01655	46	1.7664		x	5.3310	20.65	x		8.7560	-3.96
Mon	04/04/16	236.93550	1.01663	49	1.8817		x	5.2157	20.57	x		8.8713	-3.88
Tue	04/05/16	236.94200	1.01666	50	1.9202		x	5.1772	20.54	x		8.9098	-3.85
Wed	04/06/16	236.94850	1.01669	51	1.9587		x	5.1387	20.51	x		8.9483	-3.82
Thu	04/07/16	236.95500	1.01672	52	1.9971		x	5.1003	20.48	x		8.9867	-3.79
Fri	04/08/16	236.96150	1.01674	53	2.0356		x	5.0618	20.46	x		9.0252	-3.77
Mon	04/11/16	236.98100	1.01683	56	2.1510		x	4.9464	20.37	x		9.1406	-3.68
Tue	04/12/16	236.98750	1.01686	57	2.1895		x	4.9079	20.34	x		9.1791	-3.65
Wed	04/13/16	236.99400	1.01688	58	2.2279		x	4.8695	20.32	x		9.2175	-3.63
Thu	04/14/16	237.00050	1.01691	59	2.2664		x	4.8310	20.29	x		9.2560	-3.60
Fri	04/15/16	237.00700	1.01694	60	2.3049		x	4.7925	20.26	x		9.2945	-3.57
Mon	04/18/16	237.02650	1.01702	63	2.4203		x	4.6771	20.18	x		9.4099	-3.49
Tue	04/19/16	237.03300	1.01705	64	2.4588		x	4.6386	20.15	x		9.4484	-3.46
Wed	04/20/16	237.03950	1.01708	65	2.4973		x	4.6001	20.12	x		9.4869	-3.43
Thu	04/21/16	237.04600	1.01711	66	2.5358		x	4.5616	20.09	x		9.5254	-3.40
Fri	04/22/16	237.05250	1.01714	67	2.5743		x	4.5231	20.06	x		9.5639	-3.37
Mon	04/25/16	237.07200	1.01722	70	2.6898		x	4.4076	19.98	x		9.6794	-3.29
Tue	04/26/16	237.07850	1.01725	71	2.7283		x	4.3691	19.95	x		9.7179	-3.26
Wed	04/27/16	237.08500	1.01727	72	2.7668		x	4.3306	19.93	x		9.7564	-3.24
Thu	04/28/16	237.09150	1.01730	73	2.8053		x	4.2921	19.90	x		9.7949	-3.21
Fri	04/29/16	237.09800	1.01733	74	2.8438		x	4.2536	19.87	x		9.8334	-3.18
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	1.01753	77	2.9596		x	4.1378	19.67	x		9.9492	-2.98
Tue	05/03/16	237.17687	1.01767	78	2.9985		x	4.0989	19.53	x		9.9881	-2.84
Wed	05/04/16	237.20981	1.01781	79	3.0374		x	4.0600	19.39	x		10.0270	-2.70
Thu	05/05/16	237.24274	1.01795	80	3.0762		x	4.0212	19.25	x		10.0658	-2.56
Fri	05/06/16	237.27568	1.01809	81	3.1151		x	3.9823	19.11	x		10.1047	-2.42
Mon	05/09/16	237.37448	1.01852	84	3.2318		x	3.8656	18.68	x		10.2214	-1.99
Tue	05/10/16	237.40742	1.01866	85	3.2708		x	3.8266	18.54	x		10.2604	-1.85
Wed	05/11/16	237.44035	1.01880	86	3.3097		x	3.7877	18.40	x		10.2993	-1.71
Thu	05/12/16	237.47329	1.01894	87	3.3486		x	3.7488	18.26	x		10.3382	-1.57
Fri	05/13/16	237.50623	1.01908	88	3.3876		x	3.7098	18.12	x		10.3772	-1.43
Mon	05/16/16	237.60503	1.01951	91	3.5046		x	3.5928	17.69	x		10.4942	-1.00
Tue	05/17/16	237.63797	1.01965	92	3.5436		x	3.5538	17.55	x		10.5332	-0.86
Wed	05/18/16	237.67090	1.01979	93	3.5826		x	3.5148	17.41	x		10.5722	-0.72
Thu	05/19/16	237.70384	1.01993	94	3.6216		x	3.4758	17.27	x		10.6112	-0.58
Fri	05/20/16	237.73677	1.02007	95	3.6606		x	3.4368	17.13	x		10.6502	-0.44
Mon	05/23/16	237.83558	1.02050	98	3.7778		x	3.3196	16.70	x		10.7674	-0.01
Tue	05/24/16	237.86852	1.02064	99	3.8169		x	3.2805	16.56	x		10.8065	0.13
Wed	05/25/16	237.90145	1.02078	100	3.8560		x	3.2414	16.42	x		10.8456	0.27
Thu	05/26/16	237.93439	1.02092	101	3.8951		x	3.2023	16.28	x		10.8847	0.41
Fri	05/27/16	237.96732	1.02106	102	3.9342		x	3.1632	16.14	x		10.9238	0.55
Mon	05/30/16	238.06613	1.02148	105	4.0515		x	3.0459	15.72	x		11.0411	0.97
Tue	05/31/16	238.09906	1.02163	106	4.0907		x	3.0067	15.57	x		11.0803	1.12
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	1.02177	107	4.1299		x	2.9675	15.43	x		11.1195	1.26
Thu	06/02/16	238.16963	1.02193	108	4.1691		x	2.9283	15.27	x		11.1587	1.42
Fri	06/03/16	238.20727	1.02209	109	4.2084		x	2.8890	15.11	x		11.1980	1.58
Mon	06/06/16	238.32017	1.02257	112	4.3263		x	2.7711	14.63	x		11.3159	2.06
Tue	06/07/16	238.35780	1.02274	113	4.3656		x	2.7318	14.46	x		11.3552	2.23
Wed	06/08/16	238.39543	1.02290	114	4.4049		x	2.6925	14.30	x		11.3945	2.39
Thu	06/09/16	238.43307	1.02306	115	4.4443		x	2.6531	14.14	x		11.4339	2.55
Fri	06/10/16	238.47070	1.02322	116	4.4836		x	2.6138	13.98	x		11.4732	2.71
Mon	06/13/16	238.58360	1.02370	119	4.6017		x	2.4957	13.50	x		11.5913	3.19
Tue	06/14/16	238.62123	1.02387	120	4.6412		x	2.4562	13.33	x		11.6308	3.36
Wed	06/15/16	238.65887	1.02403	121	4.6806		x	2.4168	13.17	x		11.6702	3.52
Thu	06/16/16	238.69650	1.02419	122	4.7200		x	2.3774	13.01	x		11.7096	3.68
Fri	06/17/16	238.73413	1.02435	123	4.7594		x	2.3380	12.85	x		11.7490	3.84
Mon	06/20/16	238.84703	1.02484	126	4.8778		x	2.2196	12.36	x		11.8674	4.33
Tue	06/21/16	238.88467	1.02500	127	4.9173		x	2.1801	12.20	x		11.9069	4.49
Wed	06/22/16	238.92230	1.02516	128	4.9568		x	2.1406	12.04	x		11.9464	4.65
Thu	06/23/16	238.95993	1.02532	129	4.9963		x	2.1011	11.88	x		11.9859	4.81
Fri	06/24/16	238.99757	1.02548	130	5.0358		x	2.0616	11.72	x		12.0254	4.97
Mon	06/27/16	239.11047	1.02597	133	5.1545		x	1.9429	11.23	x		12.1441	5.46
Tue	06/28/16	239.14810	1.02613	134	5.1941		x	1.9033	11.07	x		12.1837	5.62
Wed	06/29/16	239.18573	1.02629	135	5.2337		x	1.8637	10.91	x		12.2233	5.78
Thu	06/30/16	239.22337	1.02645	136	5.2732		x	1.8242	10.75	x		12.2628	5.94
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	1.02661	137	5.3128		x	1.7846	10.59	x		12.3024	6.10
Mon	07/04/16	239.35535	1.02702	140	5.4314		x	1.6660	10.18	x		12.4210	6.51
Tue	07/05/16	239.38681	1.02715	141	5.4708		x	1.6266	10.05	x		12.4604	6.64
Wed	07/06/16	239.41826	1.02729	142	5.5104		x	1.5870	9.91	x		12.5000	6.78
Thu	07/07/16	239.44971	1.02742	143	5.5499		x	1.5475	9.78	x		12.5395	6.91
Fri	07/08/16	239.48116	1.02756	144	5.5895		x	1.5079	9.64	x		12.5791	7.05
Mon	07/11/16	239.57552	1.02796	147	5.7081		x	1.3893	9.24	x		12.6977	7.45
Tue	07/12/16	239.60697	1.02810	148	5.7478		x	1.3496	9.10	x		12.7374	7.59
Wed	07/13/16	239.63842	1.02823	149	5.7873		x	1.3101	8.97	x		12.7769	7.72
Thu	07/14/16	239.66987	1.02837	150	5.8270		x	1.2704	8.83	x		12.8166	7.86
Fri	07/15/16	239.70132	1.02850	151	5.8665		x	1.2309	8.70	x		12.8561	7.99
Mon	07/18/16	239.79568	1.02891	154	5.9855		x	1.1119	8.29	x		12.9751	8.40
Tue	07/19/16	239.82713	1.02904	155	6.0251		x	1.0723	8.16	x		13.0147	8.53
Wed	07/20/16	239.85858	1.02918	156	6.0648		x	1.0326	8.02	x		13.0544	8.67
Thu	07/21/16	239.89003	1.02931	157	6.1045		x	0.9929	7.89	x		13.0941	8.80
Fri	07/22/16	239.92148	1.02945	158	6.1442		x	0.9532	7.75	x		13.1338	8.94
Mon	07/25/16	240.01584	1.02985	161	6.2633		x	0.8341	7.35	x		13.2529	9.34
Tue	07/26/16	240.04729	1.02999	162	6.3030		x	0.7944	7.21	x		13.2926	9.48
Wed	07/27/16	240.07874	1.03012	163	6.3427		x	0.7547	7.08	x		13.3323	9.61
Thu	07/28/16	240.11019	1.03025	164	6.3825		x	0.7149	6.95	x		13.3721	9.74
Fri	07/29/16	240.14165	1.03039	165	6.4222		x	0.6752	6.81	x		13.4118	9.88
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	1.03079	168	6.5416		x	0.5558	6.41	x		13.5312	10.28
Tue	08/02/16	240.26187	1.03091	169	6.5813		x	0.5161	6.29	x		13.5709	10.40
Wed	08/03/16	240.28774	1.03102	170	6.6209		x	0.4765	6.18	x		13.6105	10.51
Thu	08/04/16	240.31361	1.03113	171	6.6606		x	0.4368	6.07	x		13.6502	10.62
Fri	08/05/16	240.33948	1.03124	172	6.7002		x	0.3972	5.96	x		13.6898	10.73
Mon	08/08/16	240.41710	1.03157	175	6.8193		x	0.2781	5.63	x		13.8089	11.06
Tue	08/09/16	240.44297	1.03168	176	6.8590		x	0.2384	5.52	x		13.8486	11.17
Wed	08/10/16	240.46884	1.03179	177	6.8987		x	0.1987	5.41	x		13.8883	11.28
Thu	08/11/16	240.49471	1.03190	178	6.9384		x	0.1590	5.30	x		13.9280	11.39
Fri	08/12/16	240.52058	1.03202	179	6.9782		x	0.1192	5.18	x		13.9678	11.51
Mon	08/15/16	240.59819	1.03235	0	0.0000			0.0000	4.85	x	x	14.0870	11.84
Tue	08/16/16	240.62406	1.03246	1	0.0386			-0.0386	4.74	x	x	14.1256	11.95
Wed	08/17/16	240.64994	1.03257	2	0.0772			-0.0772	4.63	x	x	14.1642	12.06
Thu	08/18/16	240.67581	1.03268	3	0.1158			-0.1158	4.52	x	x	14.2028	12.17
Fri	08/19/16	240.70168	1.03279	4	0.1544			-0.1544	4.41	x	x	14.2414	12.28
Mon	08/22/16	240.77929	1.03313	7	0.2702			-0.2702	4.07	x	x	14.3572	12.62
Tue	08/23/16	240.80516	1.03324	8	0.3088			-0.3088	3.96	x	x	14.3958	12.73
Wed	08/24/16	240.83103	1.03335	9	0.3475			-0.3475	3.85	x	x	14.4345	12.84
Thu	08/25/16	240.85690	1.03346	10	0.3861			-0.3861	3.74	x	x	14.4731	12.95
Fri	08/26/16	240.88277	1.03357	11	0.4248			-0.4248	3.63	x	x	14.5118	13.06
Mon	08/29/16	240.96039	1.03390	14	0.5408			-0.5408	3.30	x	x	14.6278	13.39
Tue	08/30/16	240.98626	1.03401	15	0.5795			-0.5795	3.19	x	x	14.6665	13.50
Wed	08/31/16	241.01213	1.03412	16	0.6182			-0.6182	3.08	x	x	14.7052	13.61
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	1.03424	17	0.6569			-0.6569	2.96	x	x	14.7439	13.73
Fri	09/02/16	241.02497	1.03418	18	0.6955			-0.6955	3.02	x	x	14.7825	13.67
Mon	09/05/16	240.98587	1.03401	21	0.8113			-0.8113	3.19	x	x	14.8983	13.50
Tue	09/06/16	240.97283	1.03396	22	0.8499			-0.8499	3.24	x	x	14.9369	13.45
Wed	09/07/16	240.95980	1.03390	23	0.8885			-0.8885	3.30	x	x	14.9755	13.39
Thu	09/08/16	240.94677	1.03384	24	0.9271			-0.9271	3.36	x	x	15.0141	13.33
Fri	09/09/16	240.93373	1.03379	25	0.9657			-0.9657	3.41	x	x	15.0527	13.28
Mon	09/12/16	240.89463	1.03362	28	1.0814			-1.0814	3.58	x	x	15.1684	13.11
Tue	09/13/16	240.88160	1.03356	29	1.1199			-1.1199	3.64	x	x	15.2069	13.05
Wed	09/14/16	240.86857	1.03351	30	1.1585			-1.1585	3.69	x	x	15.2455	13.00
Thu	09/15/16	240.85553	1.03345	31	1.1970			-1.1970	3.75	x	x	15.2840	12.94
Fri	09/16/16	240.84250	1.03340	32	1.2356			-1.2356	3.80	x	x	15.3226	12.89
Mon	09/19/16	240.80340	1.03323	35	1.3512			-1.3512	3.97	x	x	15.4382	12.72
Tue	09/20/16	240.79037	1.03317	36	1.3897			-1.3897	4.03	x	x	15.4767	12.66
Wed	09/21/16	240.77733	1.03312	37	1.4283			-1.4283	4.08	x	x	15.5153	12.61
Thu	09/22/16	240.76430	1.03306	38	1.4668			-1.4668	4.14	x	x	15.5538	12.55
Fri	09/23/16	240.75127	1.03301	39	1.5053			-1.5053	4.19	x	x	15.5923	12.50
Mon	09/26/16	240.71217	1.03284	42	1.6208			-1.6208	4.36	x	x	15.7078	12.33
Tue	09/27/16	240.69913	1.03278	43	1.6593			-1.6593	4.42	x	x	15.7463	12.27
Wed	09/28/16	240.68610	1.03273	44	1.6978			-1.6978	4.47	x	x	15.7848	12.22
Thu	09/29/16	240.67307	1.03267	45	1.7363			-1.7363	4.53	x	x	15.8233	12.16
Fri	09/30/16	240.66003	1.03261	46	1.7748			-1.7748	4.59	x	x	15.8618	12.10
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	1.03262	49	1.8906			-1.8906	4.58	x	x	15.9776	12.11
Tue	10/04/16	240.66694	1.03264	50	1.9292			-1.9292	4.56	x	x	16.0162	12.13
Wed	10/05/16	240.67358	1.03267	51	1.9678			-1.9678	4.53	x	x	16.0548	12.16
Thu	10/06/16	240.68023	1.03270	52	2.0065			-2.0065	4.50	x	x	16.0935	12.19
Fri	10/07/16	240.68687	1.03273	53	2.0451			-2.0451	4.47	x	x	16.1321	12.22
Mon	10/10/16	240.70681	1.03281	56	2.1610			-2.1610	4.39	x	x	16.2480	12.30
Tue	10/11/16	240.71345	1.03284	57	2.1997			-2.1997	4.36	x	x	16.2867	12.33
Wed	10/12/16	240.72010	1.03287	58	2.2384			-2.2384	4.33	x	x	16.3254	12.36
Thu	10/13/16	240.72674	1.03290	59	2.2770			-2.2770	4.30	x	x	16.3640	12.39
Fri	10/14/16	240.73339	1.03293	60	2.3157			-2.3157	4.27	x	x	16.4027	12.42
Mon	10/17/16	240.75332	1.03301	63	2.4316			-2.4316	4.19	x	x	16.5186	12.50
Tue	10/18/16	240.75997	1.03304	64	2.4703			-2.4703	4.16	x	x	16.5573	12.53
Wed	10/19/16	240.76661	1.03307	65	2.5090			-2.5090	4.13	x	x	16.5960	12.56
Thu	10/20/16	240.77326	1.03310	66	2.5477			-2.5477	4.10	x	x	16.6347	12.59
Fri	10/21/16	240.77990	1.03313	67	2.5863			-2.5863	4.07	x	x	16.6733	12.62
Mon	10/24/16	240.79984	1.03321	70	2.7023			-2.7023	3.99	x	x	16.7893	12.70
Tue	10/25/16	240.80648	1.03324	71	2.7410			-2.7410	3.96	x	x	16.8280	12.73
Wed	10/26/16	240.81313	1.03327	72	2.7797			-2.7797	3.93	x	x	16.8667	12.76
Thu	10/27/16	240.81977	1.03330	73	2.8184			-2.8184	3.90	x	x	16.9054	12.79
Fri	10/28/16	240.82642	1.03333	74	2.8571			-2.8571	3.87	x	x	16.9441	12.82
Mon	10/31/16	240.84635	1.03341	77	2.9732			-2.9732	3.79	x	x	17.0602	12.90
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	1.03344	78	3.0119			-3.0119	3.76	x	x	17.0989	12.93
Wed	11/02/16	240.87217	1.03352	79	3.0507			-3.0507	3.68	x	x	17.1377	13.01
Thu	11/03/16	240.89133	1.03361	80	3.0896			-3.0896	3.59	x	x	17.1766	13.10
Fri	11/04/16	240.91050	1.03369	81	3.1285			-3.1285	3.51	x	x	17.2155	13.18
Mon	11/07/16	240.96800	1.03394	84	3.2451			-3.2451	3.26	x	x	17.3321	13.43
Tue	11/08/16	240.98717	1.03402	85	3.2840			-3.2840	3.18	x	x	17.3710	13.51
Wed	11/09/16	241.00633	1.03410	86	3.3229			-3.3229	3.10	x	x	17.4099	13.59
Thu	11/10/16	241.02550	1.03418	87	3.3618			-3.3618	3.02	x	x	17.4488	13.67
Fri	11/11/16	241.04467	1.03426	88	3.4007			-3.4007	2.94	x	x	17.4877	13.75
Mon	11/14/16	241.10217	1.03451	91	3.5175			-3.5175	2.69	x	x	17.6045	14.00
Tue	11/15/16	241.12133	1.03459	92	3.5564			-3.5564	2.61	x	x	17.6434	14.08
Wed	11/16/16	241.14050	1.03468	93	3.5954			-3.5954	2.52	x	x	17.6824	14.17
Thu	11/17/16	241.15967	1.03476	94	3.6343			-3.6343	2.44	x	x	17.7213	14.25
Fri	11/18/16	241.17883	1.03484	95	3.6733			-3.6733	2.36	x	x	17.7603	14.33
Mon	11/21/16	241.23633	1.03509	98	3.7902			-3.7902	2.11	x	x	17.8772	14.58
Tue	11/22/16	241.25550	1.03517	99	3.8291			-3.8291	2.03	x	x	17.9161	14.66
Wed	11/23/16	241.27467	1.03525	100	3.8681			-3.8681	1.95	x	x	17.9551	14.74
Thu	11/24/16	241.29383	1.03533	101	3.9071			-3.9071	1.87	x	x	17.9941	14.82
Fri	11/25/16	241.31300	1.03542	102	3.9461			-3.9461	1.78	x	x	18.0331	14.91
Mon	11/28/16	241.37050	1.03566	105	4.0631			-4.0631	1.54	x	x	18.1501	15.15
Tue	11/29/16	241.38967	1.03574	106	4.1021			-4.1021	1.46	x	x	18.1891	15.23
Wed	11/30/16	241.40883	1.03583	107	4.1412			-4.1412	1.37	x	x	18.2282	15.32
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	1.03591	108	4.1802			-4.1802	1.29	x	x	18.2672	15.40
Fri	12/02/16	241.43771	1.03595	109	4.2191			-4.2191	1.25	x	x	18.3061	15.44
Mon	12/05/16	241.46684	1.03608	112	4.3358			-4.3358	1.12	x	x	18.4228	15.57
Tue	12/06/16	241.47655	1.03612	113	4.3747			-4.3747	1.08	x	x	18.4617	15.61
Wed	12/07/16	241.48626	1.03616	114	4.4135			-4.4135	1.04	x	x	18.5005	15.65
Thu	12/08/16	241.49597	1.03620	115	4.4524			-4.4524	1.00	x	x	18.5394	15.69
Fri	12/09/16	241.50568	1.03624	116	4.4913			-4.4913	0.96	x	x	18.5783	15.73
Mon	12/12/16	241.53481	1.03637	119	4.6080			-4.6080	0.83	x	x	18.6950	15.86
Tue	12/13/16	241.54452	1.03641	120	4.6469			-4.6469	0.79	x	x	18.7339	15.90
Wed	12/14/16	241.55423	1.03645	121	4.6859			-4.6859	0.75	x	x	18.7729	15.94
Thu	12/15/16	241.56394	1.03649	122	4.7248			-4.7248	0.71	x	x	18.8118	15.98
Fri	12/16/16	241.57365	1.03653	123	4.7637			-4.7637	0.67	x	x	18.8507	16.02
Mon	12/19/16	241.60277	1.03666	126	4.8805			-4.8805	0.54	x	x	18.9675	16.15
Tue	12/20/16	241.61248	1.03670	127	4.9194			-4.9194	0.50	x	x	19.0064	16.19
Wed	12/21/16	241.62219	1.03674	128	4.9583			-4.9583	0.46	x	x	19.0453	16.23
Thu	12/22/16	241.63190	1.03678	129	4.9973			-4.9973	0.42	x	x	19.0843	16.27
Fri	12/23/16	241.64161	1.03683	130	5.0362			-5.0362	0.37	x	x	19.1232	16.32
Mon	12/26/16	241.67074	1.03695	133	5.1530			-5.1530	0.25	x	x	19.2400	16.44
Tue	12/27/16	241.68045	1.03699	134	5.1920			-5.1920	0.21	x	x	19.2790	16.48
Wed	12/28/16	241.69016	1.03703	135	5.2309			-5.2309	0.17	x	x	19.3179	16.52
Thu	12/29/16	241.69987	1.03708	136	5.2699			-5.2699	0.12	x	x	19.3569	16.57
Fri	12/30/16	241.70958	1.03712	137	5.3089			-5.3089	0.08	x	x	19.3959	16.61
Sun	01/01/17	241.72900	1.03720

Generated 12/22/16 16:30