0.75% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2045

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

CUSIP Number	912810RL4	Interest 02/15/16 (184 days)	$3.7733
Dated Date	February 15, 2015	Interest 08/15/16 (182 days)	$3.8315
Ref CPI on Dated Date	235.48150	Interest Total	$7.6048
Original Issue Date	February 27, 2015	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	1.01001	139	2.8612	x	x	4.7436	16.52			2.8612	0.00
Mon	01/04/16	237.78942	1.00980	142	2.9224	x	x	4.6824	16.73			2.9224	-0.21
Tue	01/05/16	237.77323	1.00973	143	2.9428	x	x	4.6620	16.80			2.9428	-0.28
Wed	01/06/16	237.75703	1.00966	144	2.9631	x	x	4.6417	16.87			2.9631	-0.35
Thu	01/07/16	237.74084	1.00959	145	2.9835	x	x	4.6213	16.94			2.9835	-0.42
Fri	01/08/16	237.72465	1.00953	146	3.0039	x	x	4.6009	17.00			3.0039	-0.48
Mon	01/11/16	237.67606	1.00932	149	3.0650	x	x	4.5398	17.21			3.0650	-0.69
Tue	01/12/16	237.65987	1.00925	150	3.0853	x	x	4.5195	17.28			3.0853	-0.76
Wed	01/13/16	237.64368	1.00918	151	3.1057	x	x	4.4991	17.35			3.1057	-0.83
Thu	01/14/16	237.62748	1.00911	152	3.1260	x	x	4.4788	17.42			3.1260	-0.90
Fri	01/15/16	237.61129	1.00904	153	3.1464	x	x	4.4584	17.49			3.1464	-0.97
Mon	01/18/16	237.56271	1.00884	156	3.2075	x	x	4.3973	17.69			3.2075	-1.17
Tue	01/19/16	237.54652	1.00877	157	3.2278	x	x	4.3770	17.76			3.2278	-1.24
Wed	01/20/16	237.53032	1.00870	158	3.2481	x	x	4.3567	17.83			3.2481	-1.31
Thu	01/21/16	237.51413	1.00863	159	3.2685	x	x	4.3363	17.90			3.2685	-1.38
Fri	01/22/16	237.49794	1.00856	160	3.2888	x	x	4.3160	17.97			3.2888	-1.45
Mon	01/25/16	237.44935	1.00836	163	3.3498	x	x	4.2550	18.17			3.3498	-1.65
Tue	01/26/16	237.43316	1.00829	164	3.3701	x	x	4.2347	18.24			3.3701	-1.72
Wed	01/27/16	237.41697	1.00822	165	3.3904	x	x	4.2144	18.31			3.3904	-1.79
Thu	01/28/16	237.40077	1.00815	166	3.4107	x	x	4.1941	18.38			3.4107	-1.86
Fri	01/29/16	237.38458	1.00808	167	3.4310	x	x	4.1738	18.45			3.4310	-1.93
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	1.00788	170	3.4920	x	x	4.1128	18.65			3.4920	-2.13
Tue	02/02/16	237.30803	1.00776	171	3.5121	x	x	4.0927	18.77			3.5121	-2.25
Wed	02/03/16	237.28007	1.00764	172	3.5322	x	x	4.0726	18.89			3.5322	-2.37
Thu	02/04/16	237.25210	1.00752	173	3.5523	x	x	4.0525	19.01			3.5523	-2.49
Fri	02/05/16	237.22414	1.00740	174	3.5724	x	x	4.0324	19.13			3.5724	-2.61
Mon	02/08/16	237.14024	1.00704	177	3.6327	x	x	3.9721	19.49			3.6327	-2.97
Tue	02/09/16	237.11228	1.00693	178	3.6529	x	x	3.9519	19.60			3.6529	-3.08
Wed	02/10/16	237.08431	1.00681	179	3.6729	x	x	3.9319	19.72			3.6729	-3.20
Thu	02/11/16	237.05634	1.00669	180	3.6930	x	x	3.9118	19.84			3.6930	-3.32
Fri	02/12/16	237.02838	1.00657	181	3.7131	x	x	3.8917	19.96			3.7131	-3.44
Mon	02/15/16	236.94448	1.00621	0	0.0000		x	3.8315	20.32	x		3.7733	-3.80
Tue	02/16/16	236.91652	1.00609	1	0.0207		x	3.8108	20.44	x		3.7940	-3.92
Wed	02/17/16	236.88855	1.00598	2	0.0415		x	3.7900	20.55	x		3.8148	-4.03
Thu	02/18/16	236.86059	1.00586	3	0.0622		x	3.7693	20.67	x		3.8355	-4.15
Fri	02/19/16	236.83262	1.00574	4	0.0829		x	3.7486	20.79	x		3.8562	-4.27
Mon	02/22/16	236.74872	1.00538	7	0.1450		x	3.6865	21.15	x		3.9183	-4.63
Tue	02/23/16	236.72076	1.00526	8	0.1657		x	3.6658	21.27	x		3.9390	-4.75
Wed	02/24/16	236.69279	1.00514	9	0.1864		x	3.6451	21.39	x		3.9597	-4.87
Thu	02/25/16	236.66483	1.00503	10	0.2071		x	3.6244	21.50	x		3.9804	-4.98
Fri	02/26/16	236.63686	1.00491	11	0.2278		x	3.6037	21.62	x		4.0011	-5.10
Mon	02/29/16	236.55297	1.00455	14	0.2898		x	3.5417	21.98	x		4.0631	-5.46
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	1.00443	15	0.3104		x	3.5211	22.10	x		4.0837	-5.58
Wed	03/02/16	236.53761	1.00448	16	0.3311		x	3.5004	22.05	x		4.1044	-5.53
Thu	03/03/16	236.55023	1.00454	17	0.3519		x	3.4796	21.99	x		4.1252	-5.47
Fri	03/04/16	236.56284	1.00459	18	0.3726		x	3.4589	21.94	x		4.1459	-5.42
Mon	03/07/16	236.60068	1.00475	21	0.4347		x	3.3968	21.78	x		4.2080	-5.26
Tue	03/08/16	236.61329	1.00481	22	0.4555		x	3.3760	21.72	x		4.2288	-5.20
Wed	03/09/16	236.62590	1.00486	23	0.4762		x	3.3553	21.67	x		4.2495	-5.15
Thu	03/10/16	236.63852	1.00491	24	0.4969		x	3.3346	21.62	x		4.2702	-5.10
Fri	03/11/16	236.65113	1.00497	25	0.5177		x	3.3138	21.56	x		4.2910	-5.04
Mon	03/14/16	236.68897	1.00513	28	0.5799		x	3.2516	21.40	x		4.3532	-4.88
Tue	03/15/16	236.70158	1.00518	29	0.6006		x	3.2309	21.35	x		4.3739	-4.83
Wed	03/16/16	236.71419	1.00523	30	0.6214		x	3.2101	21.30	x		4.3947	-4.78
Thu	03/17/16	236.72681	1.00529	31	0.6421		x	3.1894	21.24	x		4.4154	-4.72
Fri	03/18/16	236.73942	1.00534	32	0.6629		x	3.1686	21.19	x		4.4362	-4.67
Mon	03/21/16	236.77726	1.00550	35	0.7251		x	3.1064	21.03	x		4.4984	-4.51
Tue	03/22/16	236.78987	1.00556	36	0.7459		x	3.0856	20.97	x		4.5192	-4.45
Wed	03/23/16	236.80248	1.00561	37	0.7666		x	3.0649	20.92	x		4.5399	-4.40
Thu	03/24/16	236.81510	1.00566	38	0.7874		x	3.0441	20.87	x		4.5607	-4.35
Fri	03/25/16	236.82771	1.00572	39	0.8082		x	3.0233	20.81	x		4.5815	-4.29
Mon	03/28/16	236.86555	1.00588	42	0.8705		x	2.9610	20.65	x		4.6438	-4.13
Tue	03/29/16	236.87816	1.00593	43	0.8912		x	2.9403	20.60	x		4.6645	-4.08
Wed	03/30/16	236.89077	1.00598	44	0.9120		x	2.9195	20.55	x		4.6853	-4.03
Thu	03/31/16	236.90339	1.00604	45	0.9328		x	2.8987	20.49	x		4.7061	-3.97
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	1.00609	46	0.9536		x	2.8779	20.44	x		4.7269	-3.92
Mon	04/04/16	236.93550	1.00617	49	1.0158		x	2.8157	20.36	x		4.7891	-3.84
Tue	04/05/16	236.94200	1.00620	50	1.0366		x	2.7949	20.33	x		4.8099	-3.81
Wed	04/06/16	236.94850	1.00623	51	1.0574		x	2.7741	20.30	x		4.8307	-3.78
Thu	04/07/16	236.95500	1.00626	52	1.0781		x	2.7534	20.27	x		4.8514	-3.75
Fri	04/08/16	236.96150	1.00628	53	1.0989		x	2.7326	20.25	x		4.8722	-3.73
Mon	04/11/16	236.98100	1.00637	56	1.1612		x	2.6703	20.16	x		4.9345	-3.64
Tue	04/12/16	236.98750	1.00640	57	1.1820		x	2.6495	20.13	x		4.9553	-3.61
Wed	04/13/16	236.99400	1.00642	58	1.2027		x	2.6288	20.11	x		4.9760	-3.59
Thu	04/14/16	237.00050	1.00645	59	1.2235		x	2.6080	20.08	x		4.9968	-3.56
Fri	04/15/16	237.00700	1.00648	60	1.2443		x	2.5872	20.05	x		5.0176	-3.53
Mon	04/18/16	237.02650	1.00656	63	1.3066		x	2.5249	19.97	x		5.0799	-3.45
Tue	04/19/16	237.03300	1.00659	64	1.3274		x	2.5041	19.94	x		5.1007	-3.42
Wed	04/20/16	237.03950	1.00662	65	1.3482		x	2.4833	19.91	x		5.1215	-3.39
Thu	04/21/16	237.04600	1.00664	66	1.3689		x	2.4626	19.89	x		5.1422	-3.37
Fri	04/22/16	237.05250	1.00667	67	1.3897		x	2.4418	19.86	x		5.1630	-3.34
Mon	04/25/16	237.07200	1.00675	70	1.4520		x	2.3795	19.78	x		5.2253	-3.26
Tue	04/26/16	237.07850	1.00678	71	1.4728		x	2.3587	19.75	x		5.2461	-3.23
Wed	04/27/16	237.08500	1.00681	72	1.4936		x	2.3379	19.72	x		5.2669	-3.20
Thu	04/28/16	237.09150	1.00684	73	1.5144		x	2.3171	19.69	x		5.2877	-3.17
Fri	04/29/16	237.09800	1.00686	74	1.5352		x	2.2963	19.67	x		5.3085	-3.15
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	1.00706	77	1.5977		x	2.2338	19.47	x		5.3710	-2.95
Tue	05/03/16	237.17687	1.00720	78	1.6187		x	2.2128	19.33	x		5.3920	-2.81
Wed	05/04/16	237.20981	1.00734	79	1.6397		x	2.1918	19.19	x		5.4130	-2.67
Thu	05/05/16	237.24274	1.00748	80	1.6607		x	2.1708	19.05	x		5.4340	-2.53
Fri	05/06/16	237.27568	1.00762	81	1.6817		x	2.1498	18.91	x		5.4550	-2.39
Mon	05/09/16	237.37448	1.00804	84	1.7447		x	2.0868	18.49	x		5.5180	-1.97
Tue	05/10/16	237.40742	1.00818	85	1.7657		x	2.0658	18.35	x		5.5390	-1.83
Wed	05/11/16	237.44035	1.00832	86	1.7867		x	2.0448	18.21	x		5.5600	-1.69
Thu	05/12/16	237.47329	1.00846	87	1.8077		x	2.0238	18.07	x		5.5810	-1.55
Fri	05/13/16	237.50623	1.00860	88	1.8288		x	2.0027	17.93	x		5.6021	-1.41
Mon	05/16/16	237.60503	1.00902	91	1.8919		x	1.9396	17.51	x		5.6652	-0.99
Tue	05/17/16	237.63797	1.00916	92	1.9130		x	1.9185	17.37	x		5.6863	-0.85
Wed	05/18/16	237.67090	1.00930	93	1.9340		x	1.8975	17.23	x		5.7073	-0.71
Thu	05/19/16	237.70384	1.00944	94	1.9551		x	1.8764	17.09	x		5.7284	-0.57
Fri	05/20/16	237.73677	1.00958	95	1.9762		x	1.8553	16.95	x		5.7495	-0.43
Mon	05/23/16	237.83558	1.01000	98	2.0394		x	1.7921	16.53	x		5.8127	-0.01
Tue	05/24/16	237.86852	1.01014	99	2.0605		x	1.7710	16.39	x		5.8338	0.13
Wed	05/25/16	237.90145	1.01028	100	2.0816		x	1.7499	16.25	x		5.8549	0.27
Thu	05/26/16	237.93439	1.01042	101	2.1027		x	1.7288	16.11	x		5.8760	0.41
Fri	05/27/16	237.96732	1.01056	102	2.1238		x	1.7077	15.97	x		5.8971	0.55
Mon	05/30/16	238.06613	1.01098	105	2.1872		x	1.6443	15.55	x		5.9605	0.97
Tue	05/31/16	238.09906	1.01112	106	2.2084		x	1.6231	15.41	x		5.9817	1.11
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	1.01126	107	2.2295		x	1.6020	15.27	x		6.0028	1.25
Thu	06/02/16	238.16963	1.01142	108	2.2507		x	1.5808	15.11	x		6.0240	1.41
Fri	06/03/16	238.20727	1.01158	109	2.2719		x	1.5596	14.95	x		6.0452	1.57
Mon	06/06/16	238.32017	1.01205	112	2.3355		x	1.4960	14.48	x		6.1088	2.04
Tue	06/07/16	238.35780	1.01221	113	2.3567		x	1.4748	14.32	x		6.1300	2.20
Wed	06/08/16	238.39543	1.01237	114	2.3780		x	1.4535	14.16	x		6.1513	2.36
Thu	06/09/16	238.43307	1.01253	115	2.3992		x	1.4323	14.00	x		6.1725	2.52
Fri	06/10/16	238.47070	1.01269	116	2.4204		x	1.4111	13.84	x		6.1937	2.68
Mon	06/13/16	238.58360	1.01317	119	2.4842		x	1.3473	13.36	x		6.2575	3.16
Tue	06/14/16	238.62123	1.01333	120	2.5055		x	1.3260	13.20	x		6.2788	3.32
Wed	06/15/16	238.65887	1.01349	121	2.5268		x	1.3047	13.04	x		6.3001	3.48
Thu	06/16/16	238.69650	1.01365	122	2.5480		x	1.2835	12.88	x		6.3213	3.64
Fri	06/17/16	238.73413	1.01381	123	2.5693		x	1.2622	12.72	x		6.3426	3.80
Mon	06/20/16	238.84703	1.01429	126	2.6333		x	1.1982	12.24	x		6.4066	4.28
Tue	06/21/16	238.88467	1.01445	127	2.6546		x	1.1769	12.08	x		6.4279	4.44
Wed	06/22/16	238.92230	1.01461	128	2.6759		x	1.1556	11.92	x		6.4492	4.60
Thu	06/23/16	238.95993	1.01477	129	2.6972		x	1.1343	11.76	x		6.4705	4.76
Fri	06/24/16	238.99757	1.01493	130	2.7186		x	1.1129	11.60	x		6.4919	4.92
Mon	06/27/16	239.11047	1.01541	133	2.7826		x	1.0489	11.12	x		6.5559	5.40
Tue	06/28/16	239.14810	1.01557	134	2.8040		x	1.0275	10.96	x		6.5773	5.56
Wed	06/29/16	239.18573	1.01573	135	2.8253		x	1.0062	10.80	x		6.5986	5.72
Thu	06/30/16	239.22337	1.01589	136	2.8467		x	0.9848	10.64	x		6.6200	5.88
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	07/01/16	239.26100	1.01605	137	2.8681		x	0.9634	10.48	x		6.6414	6.04
Mon	07/04/16	239.35535	1.01645	140	2.9321		x	0.8994	10.08	x		6.7054	6.44
Tue	07/05/16	239.38681	1.01658	141	2.9534		x	0.8781	9.95	x		6.7267	6.57
Wed	07/06/16	239.41826	1.01672	142	2.9747		x	0.8568	9.81	x		6.7480	6.71
Thu	07/07/16	239.44971	1.01685	143	2.9961		x	0.8354	9.68	x		6.7694	6.84
Fri	07/08/16	239.48116	1.01699	144	3.0174		x	0.8141	9.54	x		6.7907	6.98
Mon	07/11/16	239.57552	1.01739	147	3.0815		x	0.7500	9.14	x		6.8548	7.38
Tue	07/12/16	239.60697	1.01752	148	3.1029		x	0.7286	9.01	x		6.8762	7.51
Wed	07/13/16	239.63842	1.01765	149	3.1242		x	0.7073	8.88	x		6.8975	7.64
Thu	07/14/16	239.66987	1.01779	150	3.1456		x	0.6859	8.74	x		6.9189	7.78
Fri	07/15/16	239.70132	1.01792	151	3.1670		x	0.6645	8.61	x		6.9403	7.91
Mon	07/18/16	239.79568	1.01832	154	3.2312		x	0.6003	8.21	x		7.0045	8.31
Tue	07/19/16	239.82713	1.01845	155	3.2526		x	0.5789	8.08	x		7.0259	8.44
Wed	07/20/16	239.85858	1.01859	156	3.2740		x	0.5575	7.94	x		7.0473	8.58
Thu	07/21/16	239.89003	1.01872	157	3.2954		x	0.5361	7.81	x		7.0687	8.71
Fri	07/22/16	239.92148	1.01885	158	3.3169		x	0.5146	7.68	x		7.0902	8.84
Mon	07/25/16	240.01584	1.01926	161	3.3812		x	0.4503	7.27	x		7.1545	9.25
Tue	07/26/16	240.04729	1.01939	162	3.4026		x	0.4289	7.14	x		7.1759	9.38
Wed	07/27/16	240.07874	1.01952	163	3.4241		x	0.4074	7.01	x		7.1974	9.51
Thu	07/28/16	240.11019	1.01966	164	3.4456		x	0.3859	6.87	x		7.2189	9.65
Fri	07/29/16	240.14165	1.01979	165	3.4670		x	0.3645	6.74	x		7.2403	9.78
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	1.02019	168	3.5314		x	0.3001	6.34	x		7.3047	10.18
Tue	08/02/16	240.26187	1.02030	169	3.5528		x	0.2787	6.23	x		7.3261	10.29
Wed	08/03/16	240.28774	1.02041	170	3.5742		x	0.2573	6.12	x		7.3475	10.40
Thu	08/04/16	240.31361	1.02052	171	3.5957		x	0.2358	6.01	x		7.3690	10.51
Fri	08/05/16	240.33948	1.02063	172	3.6171		x	0.2144	5.90	x		7.3904	10.62
Mon	08/08/16	240.41710	1.02096	175	3.6813		x	0.1502	5.57	x		7.4546	10.95
Tue	08/09/16	240.44297	1.02107	176	3.7028		x	0.1287	5.46	x		7.4761	11.06
Wed	08/10/16	240.46884	1.02118	177	3.7242		x	0.1073	5.35	x		7.4975	11.17
Thu	08/11/16	240.49471	1.02129	178	3.7457		x	0.0858	5.24	x		7.5190	11.28
Fri	08/12/16	240.52058	1.02140	179	3.7671		x	0.0644	5.13	x		7.5404	11.39
Mon	08/15/16	240.59819	1.02173	0	0.0000			0.0000	4.80	x	x	7.6048	11.72
Tue	08/16/16	240.62406	1.02184	1	0.0208			-0.0208	4.69	x	x	7.6256	11.83
Wed	08/17/16	240.64994	1.02195	2	0.0417			-0.0417	4.58	x	x	7.6465	11.94
Thu	08/18/16	240.67581	1.02206	3	0.0625			-0.0625	4.47	x	x	7.6673	12.05
Fri	08/19/16	240.70168	1.02217	4	0.0833			-0.0833	4.36	x	x	7.6881	12.16
Mon	08/22/16	240.77929	1.02250	7	0.1459			-0.1459	4.03	x	x	7.7507	12.49
Tue	08/23/16	240.80516	1.02261	8	0.1667			-0.1667	3.92	x	x	7.7715	12.60
Wed	08/24/16	240.83103	1.02272	9	0.1876			-0.1876	3.81	x	x	7.7924	12.71
Thu	08/25/16	240.85690	1.02283	10	0.2085			-0.2085	3.70	x	x	7.8133	12.82
Fri	08/26/16	240.88277	1.02294	11	0.2293			-0.2293	3.59	x	x	7.8341	12.93
Mon	08/29/16	240.96039	1.02327	14	0.2920			-0.2920	3.26	x	x	7.8968	13.26
Tue	08/30/16	240.98626	1.02338	15	0.3129			-0.3129	3.15	x	x	7.9177	13.37
Wed	08/31/16	241.01213	1.02349	16	0.3337			-0.3337	3.04	x	x	7.9385	13.48
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	1.02360	17	0.3546			-0.3546	2.93	x	x	7.9594	13.59
Fri	09/02/16	241.02497	1.02354	18	0.3755			-0.3755	2.99	x	x	7.9803	13.53
Mon	09/05/16	240.98587	1.02337	21	0.4380			-0.4380	3.16	x	x	8.0428	13.36
Tue	09/06/16	240.97283	1.02332	22	0.4588			-0.4588	3.21	x	x	8.0636	13.31
Wed	09/07/16	240.95980	1.02326	23	0.4797			-0.4797	3.27	x	x	8.0845	13.25
Thu	09/08/16	240.94677	1.02321	24	0.5005			-0.5005	3.32	x	x	8.1053	13.20
Fri	09/09/16	240.93373	1.02315	25	0.5213			-0.5213	3.38	x	x	8.1261	13.14
Mon	09/12/16	240.89463	1.02299	28	0.5838			-0.5838	3.54	x	x	8.1886	12.98
Tue	09/13/16	240.88160	1.02293	29	0.6046			-0.6046	3.60	x	x	8.2094	12.92
Wed	09/14/16	240.86857	1.02288	30	0.6254			-0.6254	3.65	x	x	8.2302	12.87
Thu	09/15/16	240.85553	1.02282	31	0.6462			-0.6462	3.71	x	x	8.2510	12.81
Fri	09/16/16	240.84250	1.02277	32	0.6670			-0.6670	3.76	x	x	8.2718	12.76
Mon	09/19/16	240.80340	1.02260	35	0.7294			-0.7294	3.93	x	x	8.3342	12.59
Tue	09/20/16	240.79037	1.02254	36	0.7502			-0.7502	3.99	x	x	8.3550	12.53
Wed	09/21/16	240.77733	1.02249	37	0.7710			-0.7710	4.04	x	x	8.3758	12.48
Thu	09/22/16	240.76430	1.02243	38	0.7918			-0.7918	4.10	x	x	8.3966	12.42
Fri	09/23/16	240.75127	1.02238	39	0.8126			-0.8126	4.15	x	x	8.4174	12.37
Mon	09/26/16	240.71217	1.02221	42	0.8750			-0.8750	4.32	x	x	8.4798	12.20
Tue	09/27/16	240.69913	1.02216	43	0.8958			-0.8958	4.37	x	x	8.5006	12.15
Wed	09/28/16	240.68610	1.02210	44	0.9166			-0.9166	4.43	x	x	8.5214	12.09
Thu	09/29/16	240.67307	1.02205	45	0.9373			-0.9373	4.48	x	x	8.5421	12.04
Fri	09/30/16	240.66003	1.02199	46	0.9581			-0.9581	4.54	x	x	8.5629	11.98
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	1.02199	49	1.0206			-1.0206	4.54	x	x	8.6254	11.98
Tue	10/04/16	240.66694	1.02202	50	1.0415			-1.0415	4.51	x	x	8.6463	12.01
Wed	10/05/16	240.67358	1.02205	51	1.0623			-1.0623	4.48	x	x	8.6671	12.04
Thu	10/06/16	240.68023	1.02208	52	1.0832			-1.0832	4.45	x	x	8.6880	12.07
Fri	10/07/16	240.68687	1.02211	53	1.1040			-1.1040	4.42	x	x	8.7088	12.10
Mon	10/10/16	240.70681	1.02219	56	1.1666			-1.1666	4.34	x	x	8.7714	12.18
Tue	10/11/16	240.71345	1.02222	57	1.1875			-1.1875	4.31	x	x	8.7923	12.21
Wed	10/12/16	240.72010	1.02225	58	1.2084			-1.2084	4.28	x	x	8.8132	12.24
Thu	10/13/16	240.72674	1.02227	59	1.2292			-1.2292	4.26	x	x	8.8340	12.26
Fri	10/14/16	240.73339	1.02230	60	1.2501			-1.2501	4.23	x	x	8.8549	12.29
Mon	10/17/16	240.75332	1.02239	63	1.3127			-1.3127	4.14	x	x	8.9175	12.38
Tue	10/18/16	240.75997	1.02242	64	1.3336			-1.3336	4.11	x	x	8.9384	12.41
Wed	10/19/16	240.76661	1.02244	65	1.3545			-1.3545	4.09	x	x	8.9593	12.43
Thu	10/20/16	240.77326	1.02247	66	1.3753			-1.3753	4.06	x	x	8.9801	12.46
Fri	10/21/16	240.77990	1.02250	67	1.3962			-1.3962	4.03	x	x	9.0010	12.49
Mon	10/24/16	240.79984	1.02258	70	1.4588			-1.4588	3.95	x	x	9.0636	12.57
Tue	10/25/16	240.80648	1.02261	71	1.4797			-1.4797	3.92	x	x	9.0845	12.60
Wed	10/26/16	240.81313	1.02264	72	1.5006			-1.5006	3.89	x	x	9.1054	12.63
Thu	10/27/16	240.81977	1.02267	73	1.5215			-1.5215	3.86	x	x	9.1263	12.66
Fri	10/28/16	240.82642	1.02270	74	1.5424			-1.5424	3.83	x	x	9.1472	12.69
Mon	10/31/16	240.84635	1.02278	77	1.6050			-1.6050	3.75	x	x	9.2098	12.77
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	1.02281	78	1.6259			-1.6259	3.72	x	x	9.2307	12.80
Wed	11/02/16	240.87217	1.02289	79	1.6469			-1.6469	3.64	x	x	9.2517	12.88
Thu	11/03/16	240.89133	1.02297	80	1.6679			-1.6679	3.56	x	x	9.2727	12.96
Fri	11/04/16	240.91050	1.02305	81	1.6889			-1.6889	3.48	x	x	9.2937	13.04
Mon	11/07/16	240.96800	1.02330	84	1.7518			-1.7518	3.23	x	x	9.3566	13.29
Tue	11/08/16	240.98717	1.02338	85	1.7728			-1.7728	3.15	x	x	9.3776	13.37
Wed	11/09/16	241.00633	1.02346	86	1.7938			-1.7938	3.07	x	x	9.3986	13.45
Thu	11/10/16	241.02550	1.02354	87	1.8148			-1.8148	2.99	x	x	9.4196	13.53
Fri	11/11/16	241.04467	1.02362	88	1.8358			-1.8358	2.91	x	x	9.4406	13.61
Mon	11/14/16	241.10217	1.02387	91	1.8989			-1.8989	2.66	x	x	9.5037	13.86
Tue	11/15/16	241.12133	1.02395	92	1.9199			-1.9199	2.58	x	x	9.5247	13.94
Wed	11/16/16	241.14050	1.02403	93	1.9409			-1.9409	2.50	x	x	9.5457	14.02
Thu	11/17/16	241.15967	1.02411	94	1.9619			-1.9619	2.42	x	x	9.5667	14.10
Fri	11/18/16	241.17883	1.02419	95	1.9830			-1.9830	2.34	x	x	9.5878	14.18
Mon	11/21/16	241.23633	1.02444	98	2.0461			-2.0461	2.09	x	x	9.6509	14.43
Tue	11/22/16	241.25550	1.02452	99	2.0671			-2.0671	2.01	x	x	9.6719	14.51
Wed	11/23/16	241.27467	1.02460	100	2.0882			-2.0882	1.93	x	x	9.6930	14.59
Thu	11/24/16	241.29383	1.02468	101	2.1092			-2.1092	1.85	x	x	9.7140	14.67
Fri	11/25/16	241.31300	1.02476	102	2.1303			-2.1303	1.77	x	x	9.7351	14.75
Mon	11/28/16	241.37050	1.02501	105	2.1935			-2.1935	1.52	x	x	9.7983	15.00
Tue	11/29/16	241.38967	1.02509	106	2.2145			-2.2145	1.44	x	x	9.8193	15.08
Wed	11/30/16	241.40883	1.02517	107	2.2356			-2.2356	1.36	x	x	9.8404	15.16
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	1.02525	108	2.2567			-2.2567	1.28	x	x	9.8615	15.24
Fri	12/02/16	241.43771	1.02529	109	2.2776			-2.2776	1.24	x	x	9.8824	15.28
Mon	12/05/16	241.46684	1.02542	112	2.3406			-2.3406	1.11	x	x	9.9454	15.41
Tue	12/06/16	241.47655	1.02546	113	2.3616			-2.3616	1.07	x	x	9.9664	15.45
Wed	12/07/16	241.48626	1.02550	114	2.3826			-2.3826	1.03	x	x	9.9874	15.49
Thu	12/08/16	241.49597	1.02554	115	2.4036			-2.4036	0.99	x	x	10.0084	15.53
Fri	12/09/16	241.50568	1.02558	116	2.4246			-2.4246	0.95	x	x	10.0294	15.57
Mon	12/12/16	241.53481	1.02571	119	2.4876			-2.4876	0.82	x	x	10.0924	15.70
Tue	12/13/16	241.54452	1.02575	120	2.5086			-2.5086	0.78	x	x	10.1134	15.74
Wed	12/14/16	241.55423	1.02579	121	2.5296			-2.5296	0.74	x	x	10.1344	15.78
Thu	12/15/16	241.56394	1.02583	122	2.5506			-2.5506	0.70	x	x	10.1554	15.82
Fri	12/16/16	241.57365	1.02587	123	2.5716			-2.5716	0.66	x	x	10.1764	15.86
Mon	12/19/16	241.60277	1.02599	126	2.6347			-2.6347	0.54	x	x	10.2395	15.98
Tue	12/20/16	241.61248	1.02604	127	2.6557			-2.6557	0.49	x	x	10.2605	16.03
Wed	12/21/16	241.62219	1.02608	128	2.6767			-2.6767	0.45	x	x	10.2815	16.07
Thu	12/22/16	241.63190	1.02612	129	2.6977			-2.6977	0.41	x	x	10.3025	16.11
Fri	12/23/16	241.64161	1.02616	130	2.7188			-2.7188	0.37	x	x	10.3236	16.15
Mon	12/26/16	241.67074	1.02628	133	2.7818			-2.7818	0.25	x	x	10.3866	16.27
Tue	12/27/16	241.68045	1.02632	134	2.8029			-2.8029	0.21	x	x	10.4077	16.31
Wed	12/28/16	241.69016	1.02637	135	2.8239			-2.8239	0.16	x	x	10.4287	16.36
Thu	12/29/16	241.69987	1.02641	136	2.8449			-2.8449	0.12	x	x	10.4497	16.40
Fri	12/30/16	241.70958	1.02645	137	2.8660			-2.8660	0.08	x	x	10.4708	16.44
Sun	01/01/17	241.72900	1.02653

Generated 12/22/16 16:30