2.375% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

Interest and OID per $1,000 Face Value for 2017

CUSIP Number	912810PS1	Interest 01/15/17 (184 days)	$14.2242
Dated Date	January 15, 2007	Interest 07/15/17 (181 days)	$14.4044
Ref CPI on Dated Date	201.66452	Interest Total	$28.6286
Original Issue Date	January 31, 2007	Interest 01/15/18 (184 days)

						Purchased on Settelment Date & held to 01/01/18				Held on 01/01/17 & 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
Sun	01/01/17	241.72900	1.19867	170	13.1512	x	x	15.4774	24.47			13.1512	0.00
Mon	01/02/17	241.71687	1.19861	171	13.2279	x	x	15.4007	24.53			13.2279	-0.06
Tue	01/03/17	241.70474	1.19855	172	13.3046	x	x	15.3240	24.59			13.3046	-0.12
Wed	01/04/17	241.69261	1.19849	173	13.3812	x	x	15.2474	24.65			13.3812	-0.18
Thu	01/05/17	241.68048	1.19843	174	13.4579	x	x	15.1707	24.71			13.4579	-0.24
Fri	01/06/17	241.66835	1.19837	175	13.5346	x	x	15.0940	24.77			13.5346	-0.30
Mon	01/09/17	241.63197	1.19819	178	13.7645	x	x	14.8641	24.95			13.7645	-0.48
Tue	01/10/17	241.61984	1.19813	179	13.8412	x	x	14.7874	25.01			13.8412	-0.54
Wed	01/11/17	241.60771	1.19807	180	13.9178	x	x	14.7108	25.07			13.9178	-0.60
Thu	01/12/17	241.59558	1.19801	181	13.9944	x	x	14.6342	25.13			13.9944	-0.66
Fri	01/13/17	241.58345	1.19795	182	14.0710	x	x	14.5576	25.19			14.0710	-0.72
Sun	01/15/17	241.55919	1.19783	0	0.0000		x	14.4044	25.31	x		14.2242	-0.84
Mon	01/16/17	241.54706	1.19777	1	0.0786		x	14.3258	25.37	x		14.3028	-0.90
Tue	01/17/17	241.53494	1.19771	2	0.1572		x	14.2472	25.43	x		14.3814	-0.96
Wed	01/18/17	241.52281	1.19765	3	0.2357		x	14.1687	25.49	x		14.4599	-1.02
Thu	01/19/17	241.51068	1.19759	4	0.3143		x	14.0901	25.55	x		14.5385	-1.08
Fri	01/20/17	241.49855	1.19753	5	0.3928		x	14.0116	25.61	x		14.6170	-1.14
Mon	01/23/17	241.46216	1.19735	8	0.6284		x	13.7760	25.79	x		14.8526	-1.32
Tue	01/24/17	241.45003	1.19729	9	0.7070		x	13.6974	25.85	x		14.9312	-1.38
Wed	01/25/17	241.43790	1.19723	10	0.7855		x	13.6189	25.91	x		15.0097	-1.44
Thu	01/26/17	241.42577	1.19717	11	0.8640		x	13.5404	25.97	x		15.0882	-1.50
Fri	01/27/17	241.41365	1.19711	12	0.9425		x	13.4619	26.03	x		15.1667	-1.56
Mon	01/30/17	241.37726	1.19692	15	1.1779		x	13.2265	26.22	x		15.4021	-1.75
Tue	01/31/17	241.36513	1.19686	16	1.2564		x	13.1480	26.28	x		15.4806	-1.81
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	02/01/17	241.35300	1.19680	17	1.3348		x	13.0696	26.34	x		15.5590	-1.87
Thu	02/02/17	241.35582	1.19682	18	1.4134		x	12.9910	26.32	x		15.6376	-1.85
Fri	02/03/17	241.35864	1.19683	19	1.4919		x	12.9125	26.31	x		15.7161	-1.84
Mon	02/06/17	241.36711	1.19687	22	1.7275		x	12.6769	26.27	x		15.9517	-1.80
Tue	02/07/17	241.36993	1.19689	23	1.8061		x	12.5983	26.25	x		16.0303	-1.78
Wed	02/08/17	241.37275	1.19690	24	1.8846		x	12.5198	26.24	x		16.1088	-1.77
Thu	02/09/17	241.37557	1.19692	25	1.9632		x	12.4412	26.22	x		16.1874	-1.75
Fri	02/10/17	241.37839	1.19693	26	2.0417		x	12.3627	26.21	x		16.2659	-1.74
Mon	02/13/17	241.38686	1.19697	29	2.2774		x	12.1270	26.17	x		16.5016	-1.70
Tue	02/14/17	241.38968	1.19699	30	2.3560		x	12.0484	26.15	x		16.5802	-1.68
Wed	02/15/17	241.39250	1.19700	31	2.4345		x	11.9699	26.14	x		16.6587	-1.67
Thu	02/16/17	241.39532	1.19701	32	2.5131		x	11.8913	26.13	x		16.7373	-1.66
Fri	02/17/17	241.39814	1.19703	33	2.5916		x	11.8128	26.11	x		16.8158	-1.64
Mon	02/20/17	241.40661	1.19707	36	2.8273		x	11.5771	26.07	x		17.0515	-1.60
Tue	02/21/17	241.40943	1.19708	37	2.9059		x	11.4985	26.06	x		17.1301	-1.59
Wed	02/22/17	241.41225	1.19710	38	2.9845		x	11.4199	26.04	x		17.2087	-1.57
Thu	02/23/17	241.41507	1.19711	39	3.0630		x	11.3414	26.03	x		17.2872	-1.56
Fri	02/24/17	241.41789	1.19713	40	3.1416		x	11.2628	26.01	x		17.3658	-1.54
Mon	02/27/17	241.42636	1.19717	43	3.3774		x	11.0270	25.97	x		17.6016	-1.50
Tue	02/28/17	241.42918	1.19718	44	3.4559		x	10.9485	25.96	x		17.6801	-1.49
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	03/01/17	241.43200	1.19720	45	3.5346		x	10.8698	25.94	x		17.7588	-1.47
Thu	03/02/17	241.47739	1.19742	46	3.6138		x	10.7906	25.72	x		17.8380	-1.25
Fri	03/03/17	241.52277	1.19765	47	3.6930		x	10.7114	25.49	x		17.9172	-1.02
Mon	03/06/17	241.65894	1.19832	50	3.9310		x	10.4734	24.82	x		18.1552	-0.35
Tue	03/07/17	241.70432	1.19855	51	4.0103		x	10.3941	24.59	x		18.2345	-0.12
Wed	03/08/17	241.74971	1.19877	52	4.0897		x	10.3147	24.37	x		18.3139	0.10
Thu	03/09/17	241.79510	1.19900	53	4.1692		x	10.2352	24.14	x		18.3934	0.33
Fri	03/10/17	241.84048	1.19922	54	4.2486		x	10.1558	23.92	x		18.4728	0.55
Mon	03/13/17	241.97665	1.19990	57	4.4872		x	9.9172	23.24	x		18.7114	1.23
Tue	03/14/17	242.02203	1.20012	58	4.5668		x	9.8376	23.02	x		18.7910	1.45
Wed	03/15/17	242.06742	1.20035	59	4.6464		x	9.7580	22.79	x		18.8706	1.68
Thu	03/16/17	242.11281	1.20057	60	4.7260		x	9.6784	22.57	x		18.9502	1.90
Fri	03/17/17	242.15819	1.20080	61	4.8057		x	9.5987	22.34	x		19.0299	2.13
Mon	03/20/17	242.29435	1.20147	64	5.0448		x	9.3596	21.67	x		19.2690	2.80
Tue	03/21/17	242.33974	1.20170	65	5.1247		x	9.2797	21.44	x		19.3489	3.03
Wed	03/22/17	242.38513	1.20192	66	5.2044		x	9.2000	21.22	x		19.4286	3.25
Thu	03/23/17	242.43052	1.20215	67	5.2843		x	9.1201	20.99	x		19.5085	3.48
Fri	03/24/17	242.47590	1.20237	68	5.3642		x	9.0402	20.77	x		19.5884	3.70
Mon	03/27/17	242.61206	1.20305	71	5.6040		x	8.8004	20.09	x		19.8282	4.38
Tue	03/28/17	242.65745	1.20327	72	5.6840		x	8.7204	19.87	x		19.9082	4.60
Wed	03/29/17	242.70284	1.20350	73	5.7640		x	8.6404	19.64	x		19.9882	4.83
Thu	03/30/17	242.74823	1.20372	74	5.8440		x	8.5604	19.42	x		20.0682	5.05
Fri	03/31/17	242.79361	1.20395	75	5.9241		x	8.4803	19.19	x		20.1483	5.28
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	04/03/17	242.88993	1.20443	78	6.1636		x	8.2408	18.71	x		20.3878	5.76
Tue	04/04/17	242.91540	1.20455	79	6.2432		x	8.1612	18.59	x		20.4674	5.88
Wed	04/05/17	242.94087	1.20468	80	6.3229		x	8.0815	18.46	x		20.5471	6.01
Thu	04/06/17	242.96633	1.20480	81	6.4026		x	8.0018	18.34	x		20.6268	6.13
Fri	04/07/17	242.99180	1.20493	82	6.4823		x	7.9221	18.21	x		20.7065	6.26
Mon	04/10/17	243.06820	1.20531	85	6.7216		x	7.6828	17.83	x		20.9458	6.64
Tue	04/11/17	243.09367	1.20544	86	6.8014		x	7.6030	17.70	x		21.0256	6.77
Wed	04/12/17	243.11913	1.20556	87	6.8812		x	7.5232	17.58	x		21.1054	6.89
Thu	04/13/17	243.14460	1.20569	88	6.9610		x	7.4434	17.45	x		21.1852	7.02
Fri	04/14/17	243.17007	1.20581	89	7.0408		x	7.3636	17.33	x		21.2650	7.14
Mon	04/17/17	243.24647	1.20619	92	7.2805		x	7.1239	16.95	x		21.5047	7.52
Tue	04/18/17	243.27193	1.20632	93	7.3604		x	7.0440	16.82	x		21.5846	7.65
Wed	04/19/17	243.29740	1.20645	94	7.4403		x	6.9641	16.69	x		21.6645	7.78
Thu	04/20/17	243.32287	1.20657	95	7.5202		x	6.8842	16.57	x		21.7444	7.90
Fri	04/21/17	243.34833	1.20670	96	7.6002		x	6.8042	16.44	x		21.8244	8.03
Mon	04/24/17	243.42473	1.20708	99	7.8402		x	6.5642	16.06	x		22.0644	8.41
Tue	04/25/17	243.45020	1.20720	100	7.9202		x	6.4842	15.94	x		22.1444	8.53
Wed	04/26/17	243.47567	1.20733	101	8.0002		x	6.4042	15.81	x		22.2244	8.66
Thu	04/27/17	243.50113	1.20746	102	8.0803		x	6.3241	15.68	x		22.3045	8.79
Fri	04/28/17	243.52660	1.20758	103	8.1603		x	6.2441	15.56	x		22.3845	8.91
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/01/17	243.60300	1.20796	106	8.4007		x	6.0037	15.18	x		22.6249	9.29
Tue	05/02/17	243.60939	1.20799	107	8.4801		x	5.9243	15.15	x		22.7043	9.32
Wed	05/03/17	243.61577	1.20802	108	8.5596		x	5.8448	15.12	x		22.7838	9.35
Thu	05/04/17	243.62216	1.20806	109	8.6391		x	5.7653	15.08	x		22.8633	9.39
Fri	05/05/17	243.62855	1.20809	110	8.7186		x	5.6858	15.05	x		22.9428	9.42
Mon	05/08/17	243.64771	1.20818	113	8.9571		x	5.4473	14.96	x		23.1813	9.51
Tue	05/09/17	243.65410	1.20822	114	9.0366		x	5.3678	14.92	x		23.2608	9.55
Wed	05/10/17	243.66048	1.20825	115	9.1161		x	5.2883	14.89	x		23.3403	9.58
Thu	05/11/17	243.66687	1.20828	116	9.1956		x	5.2088	14.86	x		23.4198	9.61
Fri	05/12/17	243.67326	1.20831	117	9.2751		x	5.1293	14.83	x		23.4993	9.64
Mon	05/15/17	243.69242	1.20841	120	9.5137		x	4.8907	14.73	x		23.7379	9.74
Tue	05/16/17	243.69881	1.20844	121	9.5932		x	4.8112	14.70	x		23.8174	9.77
Wed	05/17/17	243.70519	1.20847	122	9.6728		x	4.7316	14.67	x		23.8970	9.80
Thu	05/18/17	243.71158	1.20850	123	9.7523		x	4.6521	14.64	x		23.9765	9.83
Fri	05/19/17	243.71797	1.20853	124	9.8318		x	4.5726	14.61	x		24.0560	9.86
Mon	05/22/17	243.73713	1.20863	127	10.0705		x	4.3339	14.51	x		24.2947	9.96
Tue	05/23/17	243.74352	1.20866	128	10.1501		x	4.2543	14.48	x		24.3743	9.99
Wed	05/24/17	243.74990	1.20869	129	10.2296		x	4.1748	14.45	x		24.4538	10.02
Thu	05/25/17	243.75629	1.20872	130	10.3092		x	4.0952	14.42	x		24.5334	10.05
Fri	05/26/17	243.76268	1.20875	131	10.3887		x	4.0157	14.39	x		24.6129	10.08
Mon	05/29/17	243.78184	1.20885	134	10.6275		x	3.7769	14.29	x		24.8517	10.18
Tue	05/30/17	243.78823	1.20888	135	10.7071		x	3.6973	14.26	x		24.9313	10.21
Wed	05/31/17	243.79461	1.20891	136	10.7867		x	3.6177	14.23	x		25.0109	10.24
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	06/01/17	243.80100	1.20894	137	10.8663		x	3.5381	14.20	x		25.0905	10.27
Fri	06/02/17	243.82510	1.20906	138	10.9467		x	3.4577	14.08	x		25.1709	10.39
Mon	06/05/17	243.89740	1.20942	141	11.1880		x	3.2164	13.72	x		25.4122	10.75
Tue	06/06/17	243.92150	1.20954	142	11.2684		x	3.1360	13.60	x		25.4926	10.87
Wed	06/07/17	243.94560	1.20966	143	11.3489		x	3.0555	13.48	x		25.5731	10.99
Thu	06/08/17	243.96970	1.20978	144	11.4294		x	2.9750	13.36	x		25.6536	11.11
Fri	06/09/17	243.99380	1.20990	145	11.5099		x	2.8945	13.24	x		25.7341	11.23
Mon	06/12/17	244.06610	1.21026	148	11.7516		x	2.6528	12.88	x		25.9758	11.59
Tue	06/13/17	244.09020	1.21038	149	11.8321		x	2.5723	12.76	x		26.0563	11.71
Wed	06/14/17	244.11430	1.21050	150	11.9127		x	2.4917	12.64	x		26.1369	11.83
Thu	06/15/17	244.13840	1.21062	151	11.9933		x	2.4111	12.52	x		26.2175	11.95
Fri	06/16/17	244.16250	1.21074	152	12.0740		x	2.3304	12.40	x		26.2982	12.07
Mon	06/19/17	244.23480	1.21109	155	12.3158		x	2.0886	12.05	x		26.5400	12.42
Tue	06/20/17	244.25890	1.21121	156	12.3965		x	2.0079	11.93	x		26.6207	12.54
Wed	06/21/17	244.28300	1.21133	157	12.4772		x	1.9272	11.81	x		26.7014	12.66
Thu	06/22/17	244.30710	1.21145	158	12.5579		x	1.8465	11.69	x		26.7821	12.78
Fri	06/23/17	244.33120	1.21157	159	12.6386		x	1.7658	11.57	x		26.8628	12.90
Mon	06/26/17	244.40350	1.21193	162	12.8809		x	1.5235	11.21	x		27.1051	13.26
Tue	06/27/17	244.42760	1.21205	163	12.9617		x	1.4427	11.09	x		27.1859	13.38
Wed	06/28/17	244.45170	1.21217	164	13.0425		x	1.3619	10.97	x		27.2667	13.50
Thu	06/29/17	244.47580	1.21229	165	13.1234		x	1.2810	10.85	x		27.3476	13.62
Fri	06/30/17	244.49990	1.21241	166	13.2042		x	1.2002	10.73	x		27.4284	13.74
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	07/03/17	244.53748	1.21260	169	13.4450		x	0.9594	10.54	x		27.6692	13.93
Tue	07/04/17	244.54423	1.21263	170	13.5248		x	0.8796	10.51	x		27.7490	13.96
Wed	07/05/17	244.55097	1.21266	171	13.6047		x	0.7997	10.48	x		27.8289	13.99
Thu	07/06/17	244.55771	1.21270	172	13.6848		x	0.7196	10.44	x		27.9090	14.03
Fri	07/07/17	244.56445	1.21273	173	13.7647		x	0.6397	10.41	x		27.9889	14.06
Mon	07/10/17	244.58468	1.21283	176	14.0045		x	0.3999	10.31	x		28.2287	14.16
Tue	07/11/17	244.59142	1.21286	177	14.0844		x	0.3200	10.28	x		28.3086	14.19
Wed	07/12/17	244.59816	1.21290	178	14.1645		x	0.2399	10.24	x		28.3887	14.23
Thu	07/13/17	244.60490	1.21293	179	14.2444		x	0.1600	10.21	x		28.4686	14.26
Fri	07/14/17	244.61165	1.21296	180	14.3243		x	0.0801	10.18	x		28.5485	14.29
Sat	07/15/17	244.61839	1.21300	0	0.0000			0.0000	10.14	x	x	28.6286	14.33
Mon	07/17/17	244.63187	1.21306	2	0.1566			-0.1566	10.08	x	x	28.7852	14.39
Tue	07/18/17	244.63861	1.21310	3	0.2349			-0.2349	10.04	x	x	28.8635	14.43
Wed	07/19/17	244.64535	1.21313	4	0.3132			-0.3132	10.01	x	x	28.9418	14.46
Thu	07/20/17	244.65210	1.21316	5	0.3915			-0.3915	9.98	x	x	29.0201	14.49
Fri	07/21/17	244.65884	1.21320	6	0.4698			-0.4698	9.94	x	x	29.0984	14.53
Mon	07/24/17	244.67906	1.21330	9	0.7047			-0.7047	9.84	x	x	29.3333	14.63
Tue	07/25/17	244.68581	1.21333	10	0.7831			-0.7831	9.81	x	x	29.4117	14.66
Wed	07/26/17	244.69255	1.21336	11	0.8614			-0.8614	9.78	x	x	29.4900	14.69
Thu	07/27/17	244.69929	1.21340	12	0.9397			-0.9397	9.74	x	x	29.5683	14.73
Fri	07/28/17	244.70603	1.21343	13	1.0181			-1.0181	9.71	x	x	29.6467	14.76
Mon	07/31/17	244.72626	1.21353	16	1.2531			-1.2531	9.61	x	x	29.8817	14.86
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	08/01/17	244.73300	1.21356	17	1.3315			-1.3315	9.58	x	x	29.9601	14.89
Wed	08/02/17	244.74016	1.21360	18	1.4098			-1.4098	9.54	x	x	30.0384	14.93
Thu	08/03/17	244.74732	1.21364	19	1.4882			-1.4882	9.50	x	x	30.1168	14.97
Fri	08/04/17	244.75448	1.21367	20	1.5666			-1.5666	9.47	x	x	30.1952	15.00
Mon	08/07/17	244.77597	1.21378	23	1.8017			-1.8017	9.36	x	x	30.4303	15.11
Tue	08/08/17	244.78313	1.21381	24	1.8801			-1.8801	9.33	x	x	30.5087	15.14
Wed	08/09/17	244.79029	1.21385	25	1.9585			-1.9585	9.29	x	x	30.5871	15.18
Thu	08/10/17	244.79745	1.21388	26	2.0369			-2.0369	9.26	x	x	30.6655	15.21
Fri	08/11/17	244.80461	1.21392	27	2.1153			-2.1153	9.22	x	x	30.7439	15.25
Mon	08/14/17	244.82610	1.21403	30	2.3505			-2.3505	9.11	x	x	30.9791	15.36
Tue	08/15/17	244.83326	1.21406	31	2.4289			-2.4289	9.08	x	x	31.0575	15.39
Wed	08/16/17	244.84042	1.21410	32	2.5074			-2.5074	9.04	x	x	31.1360	15.43
Thu	08/17/17	244.84758	1.21413	33	2.5858			-2.5858	9.01	x	x	31.2144	15.46
Fri	08/18/17	244.85474	1.21417	34	2.6642			-2.6642	8.97	x	x	31.2928	15.50
Mon	08/21/17	244.87623	1.21428	37	2.8996			-2.8996	8.86	x	x	31.5282	15.61
Tue	08/22/17	244.88339	1.21431	38	2.9780			-2.9780	8.83	x	x	31.6066	15.64
Wed	08/23/17	244.89055	1.21435	39	3.0565			-3.0565	8.79	x	x	31.6851	15.68
Thu	08/24/17	244.89771	1.21438	40	3.1349			-3.1349	8.76	x	x	31.7635	15.71
Fri	08/25/17	244.90487	1.21442	41	3.2134			-3.2134	8.72	x	x	31.8420	15.75
Mon	08/28/17	244.92635	1.21452	44	3.4488			-3.4488	8.62	x	x	32.0774	15.85
Tue	08/29/17	244.93352	1.21456	45	3.5273			-3.5273	8.58	x	x	32.1559	15.89
Wed	08/30/17	244.94068	1.21459	46	3.6058			-3.6058	8.55	x	x	32.2344	15.92
Thu	08/31/17	244.94784	1.21463	47	3.6843			-3.6843	8.51	x	x	32.3129	15.96
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	09/01/17	244.95500	1.21467	48	3.7628			-3.7628	8.47	x	x	32.3914	16.00
Mon	09/04/17	244.93810	1.21458	51	3.9977			-3.9977	8.56	x	x	32.6263	15.91
Tue	09/05/17	244.93247	1.21455	52	4.0760			-4.0760	8.59	x	x	32.7046	15.88
Wed	09/06/17	244.92683	1.21453	53	4.1543			-4.1543	8.61	x	x	32.7829	15.86
Thu	09/07/17	244.92120	1.21450	54	4.2326			-4.2326	8.64	x	x	32.8612	15.83
Fri	09/08/17	244.91557	1.21447	55	4.3109			-4.3109	8.67	x	x	32.9395	15.80
Mon	09/11/17	244.89867	1.21439	58	4.5457			-4.5457	8.75	x	x	33.1743	15.72
Tue	09/12/17	244.89303	1.21436	59	4.6240			-4.6240	8.78	x	x	33.2526	15.69
Wed	09/13/17	244.88740	1.21433	60	4.7022			-4.7022	8.81	x	x	33.3308	15.66
Thu	09/14/17	244.88177	1.21430	61	4.7805			-4.7805	8.84	x	x	33.4091	15.63
Fri	09/15/17	244.87613	1.21427	62	4.8587			-4.8587	8.87	x	x	33.4873	15.60
Mon	09/18/17	244.85923	1.21419	65	5.0935			-5.0935	8.95	x	x	33.7221	15.52
Tue	09/19/17	244.85360	1.21416	66	5.1717			-5.1717	8.98	x	x	33.8003	15.49
Wed	09/20/17	244.84797	1.21414	67	5.2500			-5.2500	9.00	x	x	33.8786	15.47
Thu	09/21/17	244.84233	1.21411	68	5.3282			-5.3282	9.03	x	x	33.9568	15.44
Fri	09/22/17	244.83670	1.21408	69	5.4065			-5.4065	9.06	x	x	34.0351	15.41
Mon	09/25/17	244.81980	1.21400	72	5.6411			-5.6411	9.14	x	x	34.2697	15.33
Tue	09/26/17	244.81417	1.21397	73	5.7193			-5.7193	9.17	x	x	34.3479	15.30
Wed	09/27/17	244.80853	1.21394	74	5.7976			-5.7976	9.20	x	x	34.4262	15.27
Thu	09/28/17	244.80290	1.21391	75	5.8758			-5.8758	9.23	x	x	34.5044	15.24
Fri	09/29/17	244.79727	1.21388	76	5.9539			-5.9539	9.26	x	x	34.5825	15.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/02/17	244.80965	1.21395	79	6.1893			-6.1893	9.19	x	x	34.8179	15.28
Tue	10/03/17	244.83329	1.21406	80	6.2682			-6.2682	9.08	x	x	34.8968	15.39
Wed	10/04/17	244.85694	1.21418	81	6.3472			-6.3472	8.96	x	x	34.9758	15.51
Thu	10/05/17	244.88058	1.21430	82	6.4262			-6.4262	8.84	x	x	35.0548	15.63
Fri	10/06/17	244.90423	1.21441	83	6.5052			-6.5052	8.73	x	x	35.1338	15.74
Mon	10/09/17	244.97516	1.21477	86	6.7423			-6.7423	8.37	x	x	35.3709	16.10
Tue	10/10/17	244.99881	1.21488	87	6.8213			-6.8213	8.26	x	x	35.4499	16.21
Wed	10/11/17	245.02245	1.21500	88	6.9004			-6.9004	8.14	x	x	35.5290	16.33
Thu	10/12/17	245.04610	1.21512	89	6.9795			-6.9795	8.02	x	x	35.6081	16.45
Fri	10/13/17	245.06974	1.21523	90	7.0586			-7.0586	7.91	x	x	35.6872	16.56
Mon	10/16/17	245.14068	1.21559	93	7.2960			-7.2960	7.55	x	x	35.9246	16.92
Tue	10/17/17	245.16432	1.21570	94	7.3751			-7.3751	7.44	x	x	36.0037	17.03
Wed	10/18/17	245.18797	1.21582	95	7.4543			-7.4543	7.32	x	x	36.0829	17.15
Thu	10/19/17	245.21161	1.21594	96	7.5335			-7.5335	7.20	x	x	36.1621	17.27
Fri	10/20/17	245.23526	1.21606	97	7.6128			-7.6128	7.08	x	x	36.2414	17.39
Mon	10/23/17	245.30619	1.21641	100	7.8505			-7.8505	6.73	x	x	36.4791	17.74
Tue	10/24/17	245.32984	1.21652	101	7.9297			-7.9297	6.62	x	x	36.5583	17.85
Wed	10/25/17	245.35348	1.21664	102	8.0090			-8.0090	6.50	x	x	36.6376	17.97
Thu	10/26/17	245.37713	1.21676	103	8.0883			-8.0883	6.38	x	x	36.7169	18.09
Fri	10/27/17	245.40077	1.21688	104	8.1676			-8.1676	6.26	x	x	36.7962	18.21
Mon	10/30/17	245.47171	1.21723	107	8.4057			-8.4057	5.91	x	x	37.0343	18.56
Tue	10/31/17	245.49535	1.21735	108	8.4851			-8.4851	5.79	x	x	37.1137	18.68
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	11/01/17	245.51900	1.21746	109	8.5644			-8.5644	5.68	x	x	37.1930	18.79
Thu	11/02/17	245.56233	1.21768	110	8.6445			-8.6445	5.46	x	x	37.2731	19.01
Fri	11/03/17	245.60567	1.21789	111	8.7246			-8.7246	5.25	x	x	37.3532	19.22
Mon	11/06/17	245.73567	1.21854	114	8.9652			-8.9652	4.60	x	x	37.5938	19.87
Tue	11/07/17	245.77900	1.21875	115	9.0454			-9.0454	4.39	x	x	37.6740	20.08
Wed	11/08/17	245.82233	1.21897	116	9.1257			-9.1257	4.17	x	x	37.7543	20.30
Thu	11/09/17	245.86567	1.21918	117	9.2060			-9.2060	3.96	x	x	37.8346	20.51
Fri	11/10/17	245.90900	1.21940	118	9.2863			-9.2863	3.74	x	x	37.9149	20.73
Mon	11/13/17	246.03900	1.22004	121	9.5274			-9.5274	3.10	x	x	38.1560	21.37
Tue	11/14/17	246.08233	1.22026	122	9.6079			-9.6079	2.88	x	x	38.2365	21.59
Wed	11/15/17	246.12567	1.22047	123	9.6883			-9.6883	2.67	x	x	38.3169	21.80
Thu	11/16/17	246.16900	1.22069	124	9.7688			-9.7688	2.45	x	x	38.3974	22.02
Fri	11/17/17	246.21233	1.22090	125	9.8493			-9.8493	2.24	x	x	38.4779	22.23
Mon	11/20/17	246.34233	1.22155	128	10.0911			-10.0911	1.59	x	x	38.7197	22.88
Tue	11/21/17	246.38567	1.22176	129	10.1717			-10.1717	1.38	x	x	38.8003	23.09
Wed	11/22/17	246.42900	1.22197	130	10.2523			-10.2523	1.17	x	x	38.8809	23.30
Thu	11/23/17	246.47233	1.22219	131	10.3330			-10.3330	0.95	x	x	38.9616	23.52
Fri	11/24/17	246.51567	1.22240	132	10.4137			-10.4137	0.74	x	x	39.0423	23.73
Mon	11/27/17	246.64567	1.22305	135	10.6560			-10.6560	0.09	x	x	39.2846	24.38
Tue	11/28/17	246.68900	1.22326	136	10.7368			-10.7368	-0.12	x	x	39.3654	24.59
Wed	11/29/17	246.73233	1.22348	137	10.8177			-10.8177	-0.34	x	x	39.4463	24.81
Thu	11/30/17	246.77567	1.22369	138	10.8985			-10.8985	-0.55	x	x	39.5271	25.02
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	12/01/17	246.81900	1.22391	139	10.9794			-10.9794	-0.77	x	x	39.6080	25.24
Mon	12/04/17	246.80390	1.22383	142	11.2157			-11.2157	-0.69	x	x	39.8443	25.16
Tue	12/05/17	246.79887	1.22381	143	11.2945			-11.2945	-0.67	x	x	39.9231	25.14
Wed	12/06/17	246.79384	1.22378	144	11.3732			-11.3732	-0.64	x	x	40.0018	25.11
Thu	12/07/17	246.78881	1.22376	145	11.4520			-11.4520	-0.62	x	x	40.0806	25.09
Fri	12/08/17	246.78377	1.22373	146	11.5307			-11.5307	-0.59	x	x	40.1593	25.06
Mon	12/11/17	246.76868	1.22366	149	11.7669			-11.7669	-0.52	x	x	40.3955	24.99
Tue	12/12/17	246.76365	1.22363	150	11.8456			-11.8456	-0.49	x	x	40.4742	24.96
Wed	12/13/17	246.75861	1.22361	151	11.9244			-11.9244	-0.47	x	x	40.5530	24.94
Thu	12/14/17	246.75358	1.22358	152	12.0031			-12.0031	-0.44	x	x	40.6317	24.91
Fri	12/15/17	246.74855	1.22356	153	12.0818			-12.0818	-0.42	x	x	40.7104	24.89
Mon	12/18/17	246.73345	1.22348	156	12.3179			-12.3179	-0.34	x	x	40.9465	24.81
Tue	12/19/17	246.72842	1.22346	157	12.3967			-12.3967	-0.32	x	x	41.0253	24.79
Wed	12/20/17	246.72339	1.22343	158	12.4753			-12.4753	-0.29	x	x	41.1039	24.76
Thu	12/21/17	246.71835	1.22341	159	12.5541			-12.5541	-0.27	x	x	41.1827	24.74
Fri	12/22/17	246.71332	1.22338	160	12.6327			-12.6327	-0.24	x	x	41.2613	24.71
Mon	12/25/17	246.69823	1.22331	163	12.8689			-12.8689	-0.17	x	x	41.4975	24.64
Tue	12/26/17	246.69319	1.22329	164	12.9476			-12.9476	-0.15	x	x	41.5762	24.62
Wed	12/27/17	246.68816	1.22326	165	13.0262			-13.0262	-0.12	x	x	41.6548	24.59
Thu	12/28/17	246.68313	1.22324	166	13.1050			-13.1050	-0.10	x	x	41.7336	24.57
Fri	12/29/17	246.67810	1.22321	167	13.1836			-13.1836	-0.07	x	x	41.8122	24.54
Mon	01/01/18	246.66300	1.22314

Generated 12/13/17 10:09