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

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

CUSIP Number	912828MF4	Interest 01/15/17 (184 days)	$7.6798
Dated Date	January 15, 2010	Interest 07/15/17 (181 days)	$7.7770
Ref CPI on Dated Date	216.24610	Interest Total	$15.4568
Original Issue Date	January 15, 2010	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	1.11784	170	7.1004	x	x	8.3564	22.82			7.1004	0.00
Mon	01/02/17	241.71687	1.11779	171	7.1419	x	x	8.3149	22.87			7.1419	-0.05
Tue	01/03/17	241.70474	1.11773	172	7.1832	x	x	8.2736	22.93			7.1832	-0.11
Wed	01/04/17	241.69261	1.11767	173	7.2246	x	x	8.2322	22.99			7.2246	-0.17
Thu	01/05/17	241.68048	1.11762	174	7.2660	x	x	8.1908	23.04			7.2660	-0.22
Fri	01/06/17	241.66835	1.11756	175	7.3074	x	x	8.1494	23.10			7.3074	-0.28
Mon	01/09/17	241.63197	1.11739	178	7.4316	x	x	8.0252	23.27			7.4316	-0.45
Tue	01/10/17	241.61984	1.11734	179	7.4730	x	x	7.9838	23.32			7.4730	-0.50
Wed	01/11/17	241.60771	1.11728	180	7.5143	x	x	7.9425	23.38			7.5143	-0.56
Thu	01/12/17	241.59558	1.11723	181	7.5557	x	x	7.9011	23.43			7.5557	-0.61
Fri	01/13/17	241.58345	1.11717	182	7.5971	x	x	7.8597	23.49			7.5971	-0.67
Sun	01/15/17	241.55919	1.11706	0	0.0000		x	7.7770	23.60	x		7.6798	-0.78
Mon	01/16/17	241.54706	1.11700	1	0.0424		x	7.7346	23.66	x		7.7222	-0.84
Tue	01/17/17	241.53494	1.11694	2	0.0849		x	7.6921	23.72	x		7.7647	-0.90
Wed	01/18/17	241.52281	1.11689	3	0.1273		x	7.6497	23.77	x		7.8071	-0.95
Thu	01/19/17	241.51068	1.11683	4	0.1697		x	7.6073	23.83	x		7.8495	-1.01
Fri	01/20/17	241.49855	1.11678	5	0.2121		x	7.5649	23.88	x		7.8919	-1.06
Mon	01/23/17	241.46216	1.11661	8	0.3393		x	7.4377	24.05	x		8.0191	-1.23
Tue	01/24/17	241.45003	1.11655	9	0.3817		x	7.3953	24.11	x		8.0615	-1.29
Wed	01/25/17	241.43790	1.11650	10	0.4241		x	7.3529	24.16	x		8.1039	-1.34
Thu	01/26/17	241.42577	1.11644	11	0.4665		x	7.3105	24.22	x		8.1463	-1.40
Fri	01/27/17	241.41365	1.11638	12	0.5088		x	7.2682	24.28	x		8.1886	-1.46
Mon	01/30/17	241.37726	1.11622	15	0.6360		x	7.1410	24.44	x		8.3158	-1.62
Tue	01/31/17	241.36513	1.11616	16	0.6783		x	7.0987	24.50	x		8.3581	-1.68
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	02/01/17	241.35300	1.11610	17	0.7207		x	7.0563	24.56	x		8.4005	-1.74
Thu	02/02/17	241.35582	1.11612	18	0.7631		x	7.0139	24.54	x		8.4429	-1.72
Fri	02/03/17	241.35864	1.11613	19	0.8055		x	6.9715	24.53	x		8.4853	-1.71
Mon	02/06/17	241.36711	1.11617	22	0.9327		x	6.8443	24.49	x		8.6125	-1.67
Tue	02/07/17	241.36993	1.11618	23	0.9751		x	6.8019	24.48	x		8.6549	-1.66
Wed	02/08/17	241.37275	1.11619	24	1.0175		x	6.7595	24.47	x		8.6973	-1.65
Thu	02/09/17	241.37557	1.11621	25	1.0599		x	6.7171	24.45	x		8.7397	-1.63
Fri	02/10/17	241.37839	1.11622	26	1.1023		x	6.6747	24.44	x		8.7821	-1.62
Mon	02/13/17	241.38686	1.11626	29	1.2296		x	6.5474	24.40	x		8.9094	-1.58
Tue	02/14/17	241.38968	1.11627	30	1.2720		x	6.5050	24.39	x		8.9518	-1.57
Wed	02/15/17	241.39250	1.11629	31	1.3144		x	6.4626	24.37	x		8.9942	-1.55
Thu	02/16/17	241.39532	1.11630	32	1.3568		x	6.4202	24.36	x		9.0366	-1.54
Fri	02/17/17	241.39814	1.11631	33	1.3992		x	6.3778	24.35	x		9.0790	-1.53
Mon	02/20/17	241.40661	1.11635	36	1.5265		x	6.2505	24.31	x		9.2063	-1.49
Tue	02/21/17	241.40943	1.11636	37	1.5689		x	6.2081	24.30	x		9.2487	-1.48
Wed	02/22/17	241.41225	1.11638	38	1.6113		x	6.1657	24.28	x		9.2911	-1.46
Thu	02/23/17	241.41507	1.11639	39	1.6538		x	6.1232	24.27	x		9.3336	-1.45
Fri	02/24/17	241.41789	1.11640	40	1.6962		x	6.0808	24.26	x		9.3760	-1.44
Mon	02/27/17	241.42636	1.11644	43	1.8235		x	5.9535	24.22	x		9.5033	-1.40
Tue	02/28/17	241.42918	1.11646	44	1.8659		x	5.9111	24.20	x		9.5457	-1.38
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	1.11647	45	1.9083		x	5.8687	24.19	x		9.5881	-1.37
Thu	03/02/17	241.47739	1.11668	46	1.9511		x	5.8259	23.98	x		9.6309	-1.16
Fri	03/03/17	241.52277	1.11689	47	1.9939		x	5.7831	23.77	x		9.6737	-0.95
Mon	03/06/17	241.65894	1.11752	50	2.1224		x	5.6546	23.14	x		9.8022	-0.32
Tue	03/07/17	241.70432	1.11773	51	2.1652		x	5.6118	22.93	x		9.8450	-0.11
Wed	03/08/17	241.74971	1.11794	52	2.2081		x	5.5689	22.72	x		9.8879	0.10
Thu	03/09/17	241.79510	1.11815	53	2.2510		x	5.5260	22.51	x		9.9308	0.31
Fri	03/10/17	241.84048	1.11836	54	2.2939		x	5.4831	22.30	x		9.9737	0.52
Mon	03/13/17	241.97665	1.11899	57	2.4227		x	5.3543	21.67	x		10.1025	1.15
Tue	03/14/17	242.02203	1.11920	58	2.4656		x	5.3114	21.46	x		10.1454	1.36
Wed	03/15/17	242.06742	1.11941	59	2.5086		x	5.2684	21.25	x		10.1884	1.57
Thu	03/16/17	242.11281	1.11962	60	2.5516		x	5.2254	21.04	x		10.2314	1.78
Fri	03/17/17	242.15819	1.11983	61	2.5946		x	5.1824	20.83	x		10.2744	1.99
Mon	03/20/17	242.29435	1.12046	64	2.7238		x	5.0532	20.20	x		10.4036	2.62
Tue	03/21/17	242.33974	1.12067	65	2.7668		x	5.0102	19.99	x		10.4466	2.83
Wed	03/22/17	242.38513	1.12088	66	2.8099		x	4.9671	19.78	x		10.4897	3.04
Thu	03/23/17	242.43052	1.12109	67	2.8531		x	4.9239	19.57	x		10.5329	3.25
Fri	03/24/17	242.47590	1.12130	68	2.8962		x	4.8808	19.36	x		10.5760	3.46
Mon	03/27/17	242.61206	1.12193	71	3.0256		x	4.7514	18.73	x		10.7054	4.09
Tue	03/28/17	242.65745	1.12214	72	3.0688		x	4.7082	18.52	x		10.7486	4.30
Wed	03/29/17	242.70284	1.12235	73	3.1120		x	4.6650	18.31	x		10.7918	4.51
Thu	03/30/17	242.74823	1.12256	74	3.1553		x	4.6217	18.10	x		10.8351	4.72
Fri	03/31/17	242.79361	1.12277	75	3.1985		x	4.5785	17.89	x		10.8783	4.93
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	1.12321	78	3.3277		x	4.4493	17.45	x		11.0075	5.37
Tue	04/04/17	242.91540	1.12333	79	3.3708		x	4.4062	17.33	x		11.0506	5.49
Wed	04/05/17	242.94087	1.12345	80	3.4138		x	4.3632	17.21	x		11.0936	5.61
Thu	04/06/17	242.96633	1.12356	81	3.4568		x	4.3202	17.10	x		11.1366	5.72
Fri	04/07/17	242.99180	1.12368	82	3.4999		x	4.2771	16.98	x		11.1797	5.84
Mon	04/10/17	243.06820	1.12404	85	3.6291		x	4.1479	16.62	x		11.3089	6.20
Tue	04/11/17	243.09367	1.12415	86	3.6721		x	4.1049	16.51	x		11.3519	6.31
Wed	04/12/17	243.11913	1.12427	87	3.7152		x	4.0618	16.39	x		11.3950	6.43
Thu	04/13/17	243.14460	1.12439	88	3.7583		x	4.0187	16.27	x		11.4381	6.55
Fri	04/14/17	243.17007	1.12451	89	3.8014		x	3.9756	16.15	x		11.4812	6.67
Mon	04/17/17	243.24647	1.12486	92	3.9308		x	3.8462	15.80	x		11.6106	7.02
Tue	04/18/17	243.27193	1.12498	93	3.9739		x	3.8031	15.68	x		11.6537	7.14
Wed	04/19/17	243.29740	1.12509	94	4.0171		x	3.7599	15.57	x		11.6969	7.25
Thu	04/20/17	243.32287	1.12521	95	4.0602		x	3.7168	15.45	x		11.7400	7.37
Fri	04/21/17	243.34833	1.12533	96	4.1034		x	3.6736	15.33	x		11.7832	7.49
Mon	04/24/17	243.42473	1.12568	99	4.2330		x	3.5440	14.98	x		11.9128	7.84
Tue	04/25/17	243.45020	1.12580	100	4.2762		x	3.5008	14.86	x		11.9560	7.96
Wed	04/26/17	243.47567	1.12592	101	4.3194		x	3.4576	14.74	x		11.9992	8.08
Thu	04/27/17	243.50113	1.12604	102	4.3626		x	3.4144	14.62	x		12.0424	8.20
Fri	04/28/17	243.52660	1.12615	103	4.4058		x	3.3712	14.51	x		12.0856	8.31
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	1.12651	106	4.5356		x	3.2414	14.15	x		12.2154	8.67
Tue	05/02/17	243.60939	1.12654	107	4.5785		x	3.1985	14.12	x		12.2583	8.70
Wed	05/03/17	243.61577	1.12657	108	4.6214		x	3.1556	14.09	x		12.3012	8.73
Thu	05/04/17	243.62216	1.12660	109	4.6643		x	3.1127	14.06	x		12.3441	8.76
Fri	05/05/17	243.62855	1.12663	110	4.7073		x	3.0697	14.03	x		12.3871	8.79
Mon	05/08/17	243.64771	1.12671	113	4.8360		x	2.9410	13.95	x		12.5158	8.87
Tue	05/09/17	243.65410	1.12674	114	4.8789		x	2.8981	13.92	x		12.5587	8.90
Wed	05/10/17	243.66048	1.12677	115	4.9218		x	2.8552	13.89	x		12.6016	8.93
Thu	05/11/17	243.66687	1.12680	116	4.9648		x	2.8122	13.86	x		12.6446	8.96
Fri	05/12/17	243.67326	1.12683	117	5.0077		x	2.7693	13.83	x		12.6875	8.99
Mon	05/15/17	243.69242	1.12692	120	5.1365		x	2.6405	13.74	x		12.8163	9.08
Tue	05/16/17	243.69881	1.12695	121	5.1795		x	2.5975	13.71	x		12.8593	9.11
Wed	05/17/17	243.70519	1.12698	122	5.2224		x	2.5546	13.68	x		12.9022	9.14
Thu	05/18/17	243.71158	1.12701	123	5.2653		x	2.5117	13.65	x		12.9451	9.17
Fri	05/19/17	243.71797	1.12704	124	5.3083		x	2.4687	13.62	x		12.9881	9.20
Mon	05/22/17	243.73713	1.12713	127	5.4372		x	2.3398	13.53	x		13.1170	9.29
Tue	05/23/17	243.74352	1.12716	128	5.4801		x	2.2969	13.50	x		13.1599	9.32
Wed	05/24/17	243.74990	1.12719	129	5.5231		x	2.2539	13.47	x		13.2029	9.35
Thu	05/25/17	243.75629	1.12722	130	5.5660		x	2.2110	13.44	x		13.2458	9.38
Fri	05/26/17	243.76268	1.12725	131	5.6090		x	2.1680	13.41	x		13.2888	9.41
Mon	05/29/17	243.78184	1.12734	134	5.7379		x	2.0391	13.32	x		13.4177	9.50
Tue	05/30/17	243.78823	1.12736	135	5.7808		x	1.9962	13.30	x		13.4606	9.52
Wed	05/31/17	243.79461	1.12739	136	5.8238		x	1.9532	13.27	x		13.5036	9.55
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	1.12742	137	5.8668		x	1.9102	13.24	x		13.5466	9.58
Fri	06/02/17	243.82510	1.12754	138	5.9102		x	1.8668	13.12	x		13.5900	9.70
Mon	06/05/17	243.89740	1.12787	141	6.0405		x	1.7365	12.79	x		13.7203	10.03
Tue	06/06/17	243.92150	1.12798	142	6.0839		x	1.6931	12.68	x		13.7637	10.14
Wed	06/07/17	243.94560	1.12809	143	6.1274		x	1.6496	12.57	x		13.8072	10.25
Thu	06/08/17	243.96970	1.12820	144	6.1708		x	1.6062	12.46	x		13.8506	10.36
Fri	06/09/17	243.99380	1.12832	145	6.2143		x	1.5627	12.34	x		13.8941	10.48
Mon	06/12/17	244.06610	1.12865	148	6.3448		x	1.4322	12.01	x		14.0246	10.81
Tue	06/13/17	244.09020	1.12876	149	6.3883		x	1.3887	11.90	x		14.0681	10.92
Wed	06/14/17	244.11430	1.12887	150	6.4318		x	1.3452	11.79	x		14.1116	11.03
Thu	06/15/17	244.13840	1.12898	151	6.4753		x	1.3017	11.68	x		14.1551	11.14
Fri	06/16/17	244.16250	1.12910	152	6.5188		x	1.2582	11.56	x		14.1986	11.26
Mon	06/19/17	244.23480	1.12943	155	6.6494		x	1.1276	11.23	x		14.3292	11.59
Tue	06/20/17	244.25890	1.12954	156	6.6930		x	1.0840	11.12	x		14.3728	11.70
Wed	06/21/17	244.28300	1.12965	157	6.7366		x	1.0404	11.01	x		14.4164	11.81
Thu	06/22/17	244.30710	1.12976	158	6.7801		x	0.9969	10.90	x		14.4599	11.92
Fri	06/23/17	244.33120	1.12988	159	6.8238		x	0.9532	10.78	x		14.5036	12.04
Mon	06/26/17	244.40350	1.13021	162	6.9545		x	0.8225	10.45	x		14.6343	12.37
Tue	06/27/17	244.42760	1.13032	163	6.9981		x	0.7789	10.34	x		14.6779	12.48
Wed	06/28/17	244.45170	1.13043	164	7.0418		x	0.7352	10.23	x		14.7216	12.59
Thu	06/29/17	244.47580	1.13054	165	7.0854		x	0.6916	10.12	x		14.7652	12.70
Fri	06/30/17	244.49990	1.13066	166	7.1291		x	0.6479	10.00	x		14.8089	12.82
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	1.13083	169	7.2590		x	0.5180	9.83	x		14.9388	12.99
Tue	07/04/17	244.54423	1.13086	170	7.3022		x	0.4748	9.80	x		14.9820	13.02
Wed	07/05/17	244.55097	1.13089	171	7.3453		x	0.4317	9.77	x		15.0251	13.05
Thu	07/06/17	244.55771	1.13092	172	7.3885		x	0.3885	9.74	x		15.0683	13.08
Fri	07/07/17	244.56445	1.13095	173	7.4316		x	0.3454	9.71	x		15.1114	13.11
Mon	07/10/17	244.58468	1.13105	176	7.5612		x	0.2158	9.61	x		15.2410	13.21
Tue	07/11/17	244.59142	1.13108	177	7.6043		x	0.1727	9.58	x		15.2841	13.24
Wed	07/12/17	244.59816	1.13111	178	7.6475		x	0.1295	9.55	x		15.3273	13.27
Thu	07/13/17	244.60490	1.13114	179	7.6907		x	0.0863	9.52	x		15.3705	13.30
Fri	07/14/17	244.61165	1.13117	180	7.7338		x	0.0432	9.49	x		15.4136	13.33
Sat	07/15/17	244.61839	1.13120	0	0.0000			0.0000	9.46	x	x	15.4568	13.36
Mon	07/17/17	244.63187	1.13127	2	0.0845			-0.0845	9.39	x	x	15.5413	13.43
Tue	07/18/17	244.63861	1.13130	3	0.1268			-0.1268	9.36	x	x	15.5836	13.46
Wed	07/19/17	244.64535	1.13133	4	0.1691			-0.1691	9.33	x	x	15.6259	13.49
Thu	07/20/17	244.65210	1.13136	5	0.2114			-0.2114	9.30	x	x	15.6682	13.52
Fri	07/21/17	244.65884	1.13139	6	0.2536			-0.2536	9.27	x	x	15.7104	13.55
Mon	07/24/17	244.67906	1.13148	9	0.3805			-0.3805	9.18	x	x	15.8373	13.64
Tue	07/25/17	244.68581	1.13152	10	0.4228			-0.4228	9.14	x	x	15.8796	13.68
Wed	07/26/17	244.69255	1.13155	11	0.4651			-0.4651	9.11	x	x	15.9219	13.71
Thu	07/27/17	244.69929	1.13158	12	0.5074			-0.5074	9.08	x	x	15.9642	13.74
Fri	07/28/17	244.70603	1.13161	13	0.5497			-0.5497	9.05	x	x	16.0065	13.77
Mon	07/31/17	244.72626	1.13170	16	0.6766			-0.6766	8.96	x	x	16.1334	13.86
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	1.13173	17	0.7189			-0.7189	8.93	x	x	16.1757	13.89
Wed	08/02/17	244.74016	1.13177	18	0.7612			-0.7612	8.89	x	x	16.2180	13.93
Thu	08/03/17	244.74732	1.13180	19	0.8035			-0.8035	8.86	x	x	16.2603	13.96
Fri	08/04/17	244.75448	1.13183	20	0.8458			-0.8458	8.83	x	x	16.3026	13.99
Mon	08/07/17	244.77597	1.13193	23	0.9728			-0.9728	8.73	x	x	16.4296	14.09
Tue	08/08/17	244.78313	1.13197	24	1.0151			-1.0151	8.69	x	x	16.4719	14.13
Wed	08/09/17	244.79029	1.13200	25	1.0574			-1.0574	8.66	x	x	16.5142	14.16
Thu	08/10/17	244.79745	1.13203	26	1.0997			-1.0997	8.63	x	x	16.5565	14.19
Fri	08/11/17	244.80461	1.13206	27	1.1421			-1.1421	8.60	x	x	16.5989	14.22
Mon	08/14/17	244.82610	1.13216	30	1.2691			-1.2691	8.50	x	x	16.7259	14.32
Tue	08/15/17	244.83326	1.13220	31	1.3114			-1.3114	8.46	x	x	16.7682	14.36
Wed	08/16/17	244.84042	1.13223	32	1.3538			-1.3538	8.43	x	x	16.8106	14.39
Thu	08/17/17	244.84758	1.13226	33	1.3961			-1.3961	8.40	x	x	16.8529	14.42
Fri	08/18/17	244.85474	1.13230	34	1.4385			-1.4385	8.36	x	x	16.8953	14.46
Mon	08/21/17	244.87623	1.13240	37	1.5655			-1.5655	8.26	x	x	17.0223	14.56
Tue	08/22/17	244.88339	1.13243	38	1.6079			-1.6079	8.23	x	x	17.0647	14.59
Wed	08/23/17	244.89055	1.13246	39	1.6502			-1.6502	8.20	x	x	17.1070	14.62
Thu	08/24/17	244.89771	1.13250	40	1.6926			-1.6926	8.16	x	x	17.1494	14.66
Fri	08/25/17	244.90487	1.13253	41	1.7350			-1.7350	8.13	x	x	17.1918	14.69
Mon	08/28/17	244.92635	1.13263	44	1.8621			-1.8621	8.03	x	x	17.3189	14.79
Tue	08/29/17	244.93352	1.13266	45	1.9044			-1.9044	8.00	x	x	17.3612	14.82
Wed	08/30/17	244.94068	1.13269	46	1.9468			-1.9468	7.97	x	x	17.4036	14.85
Thu	08/31/17	244.94784	1.13273	47	1.9892			-1.9892	7.93	x	x	17.4460	14.89
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	1.13276	48	2.0316			-2.0316	7.90	x	x	17.4884	14.92
Mon	09/04/17	244.93810	1.13268	51	2.1584			-2.1584	7.98	x	x	17.6152	14.84
Tue	09/05/17	244.93247	1.13266	52	2.2007			-2.2007	8.00	x	x	17.6575	14.82
Wed	09/06/17	244.92683	1.13263	53	2.2429			-2.2429	8.03	x	x	17.6997	14.79
Thu	09/07/17	244.92120	1.13260	54	2.2852			-2.2852	8.06	x	x	17.7420	14.76
Fri	09/08/17	244.91557	1.13258	55	2.3275			-2.3275	8.08	x	x	17.7843	14.74
Mon	09/11/17	244.89867	1.13250	58	2.4543			-2.4543	8.16	x	x	17.9111	14.66
Tue	09/12/17	244.89303	1.13247	59	2.4965			-2.4965	8.19	x	x	17.9533	14.63
Wed	09/13/17	244.88740	1.13245	60	2.5388			-2.5388	8.21	x	x	17.9956	14.61
Thu	09/14/17	244.88177	1.13242	61	2.5810			-2.5810	8.24	x	x	18.0378	14.58
Fri	09/15/17	244.87613	1.13240	62	2.6233			-2.6233	8.26	x	x	18.0801	14.56
Mon	09/18/17	244.85923	1.13232	65	2.7500			-2.7500	8.34	x	x	18.2068	14.48
Tue	09/19/17	244.85360	1.13229	66	2.7923			-2.7923	8.37	x	x	18.2491	14.45
Wed	09/20/17	244.84797	1.13227	67	2.8345			-2.8345	8.39	x	x	18.2913	14.43
Thu	09/21/17	244.84233	1.13224	68	2.8768			-2.8768	8.42	x	x	18.3336	14.40
Fri	09/22/17	244.83670	1.13221	69	2.9190			-2.9190	8.45	x	x	18.3758	14.37
Mon	09/25/17	244.81980	1.13214	72	3.0457			-3.0457	8.52	x	x	18.5025	14.30
Tue	09/26/17	244.81417	1.13211	73	3.0879			-3.0879	8.55	x	x	18.5447	14.27
Wed	09/27/17	244.80853	1.13208	74	3.1301			-3.1301	8.58	x	x	18.5869	14.24
Thu	09/28/17	244.80290	1.13206	75	3.1724			-3.1724	8.60	x	x	18.6292	14.22
Fri	09/29/17	244.79727	1.13203	76	3.2146			-3.2146	8.63	x	x	18.6714	14.19
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	1.13209	79	3.3417			-3.3417	8.57	x	x	18.7985	14.25
Tue	10/03/17	244.83329	1.13220	80	3.3843			-3.3843	8.46	x	x	18.8411	14.36
Wed	10/04/17	244.85694	1.13231	81	3.4269			-3.4269	8.35	x	x	18.8837	14.47
Thu	10/05/17	244.88058	1.13242	82	3.4696			-3.4696	8.24	x	x	18.9264	14.58
Fri	10/06/17	244.90423	1.13253	83	3.5122			-3.5122	8.13	x	x	18.9690	14.69
Mon	10/09/17	244.97516	1.13285	86	3.6402			-3.6402	7.81	x	x	19.0970	15.01
Tue	10/10/17	244.99881	1.13296	87	3.6829			-3.6829	7.70	x	x	19.1397	15.12
Wed	10/11/17	245.02245	1.13307	88	3.7256			-3.7256	7.59	x	x	19.1824	15.23
Thu	10/12/17	245.04610	1.13318	89	3.7683			-3.7683	7.48	x	x	19.2251	15.34
Fri	10/13/17	245.06974	1.13329	90	3.8110			-3.8110	7.37	x	x	19.2678	15.45
Mon	10/16/17	245.14068	1.13362	93	3.9392			-3.9392	7.04	x	x	19.3960	15.78
Tue	10/17/17	245.16432	1.13373	94	3.9819			-3.9819	6.93	x	x	19.4387	15.89
Wed	10/18/17	245.18797	1.13384	95	4.0247			-4.0247	6.82	x	x	19.4815	16.00
Thu	10/19/17	245.21161	1.13395	96	4.0674			-4.0674	6.71	x	x	19.5242	16.11
Fri	10/20/17	245.23526	1.13406	97	4.1102			-4.1102	6.60	x	x	19.5670	16.22
Mon	10/23/17	245.30619	1.13438	100	4.2385			-4.2385	6.28	x	x	19.6953	16.54
Tue	10/24/17	245.32984	1.13449	101	4.2813			-4.2813	6.17	x	x	19.7381	16.65
Wed	10/25/17	245.35348	1.13460	102	4.3241			-4.3241	6.06	x	x	19.7809	16.76
Thu	10/26/17	245.37713	1.13471	103	4.3669			-4.3669	5.95	x	x	19.8237	16.87
Fri	10/27/17	245.40077	1.13482	104	4.4098			-4.4098	5.84	x	x	19.8666	16.98
Mon	10/30/17	245.47171	1.13515	107	4.5383			-4.5383	5.51	x	x	19.9951	17.31
Tue	10/31/17	245.49535	1.13526	108	4.5811			-4.5811	5.40	x	x	20.0379	17.42
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	11/01/17	245.51900	1.13537	109	4.6240			-4.6240	5.29	x	x	20.0808	17.53
Thu	11/02/17	245.56233	1.13557	110	4.6673			-4.6673	5.09	x	x	20.1241	17.73
Fri	11/03/17	245.60567	1.13577	111	4.7105			-4.7105	4.89	x	x	20.1673	17.93
Mon	11/06/17	245.73567	1.13637	114	4.8404			-4.8404	4.29	x	x	20.2972	18.53
Tue	11/07/17	245.77900	1.13657	115	4.8837			-4.8837	4.09	x	x	20.3405	18.73
Wed	11/08/17	245.82233	1.13677	116	4.9270			-4.9270	3.89	x	x	20.3838	18.93
Thu	11/09/17	245.86567	1.13697	117	4.9704			-4.9704	3.69	x	x	20.4272	19.13
Fri	11/10/17	245.90900	1.13717	118	5.0137			-5.0137	3.49	x	x	20.4705	19.33
Mon	11/13/17	246.03900	1.13777	121	5.1439			-5.1439	2.89	x	x	20.6007	19.93
Tue	11/14/17	246.08233	1.13797	122	5.1873			-5.1873	2.69	x	x	20.6441	20.13
Wed	11/15/17	246.12567	1.13817	123	5.2308			-5.2308	2.49	x	x	20.6876	20.33
Thu	11/16/17	246.16900	1.13837	124	5.2742			-5.2742	2.29	x	x	20.7310	20.53
Fri	11/17/17	246.21233	1.13857	125	5.3177			-5.3177	2.09	x	x	20.7745	20.73
Mon	11/20/17	246.34233	1.13918	128	5.4483			-5.4483	1.48	x	x	20.9051	21.34
Tue	11/21/17	246.38567	1.13938	129	5.4918			-5.4918	1.28	x	x	20.9486	21.54
Wed	11/22/17	246.42900	1.13958	130	5.5353			-5.5353	1.08	x	x	20.9921	21.74
Thu	11/23/17	246.47233	1.13978	131	5.5789			-5.5789	0.88	x	x	21.0357	21.94
Fri	11/24/17	246.51567	1.13998	132	5.6225			-5.6225	0.68	x	x	21.0793	22.14
Mon	11/27/17	246.64567	1.14058	135	5.7533			-5.7533	0.08	x	x	21.2101	22.74
Tue	11/28/17	246.68900	1.14078	136	5.7969			-5.7969	-0.12	x	x	21.2537	22.94
Wed	11/29/17	246.73233	1.14098	137	5.8405			-5.8405	-0.32	x	x	21.2973	23.14
Thu	11/30/17	246.77567	1.14118	138	5.8842			-5.8842	-0.52	x	x	21.3410	23.34
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	1.14138	139	5.9279			-5.9279	-0.72	x	x	21.3847	23.54
Mon	12/04/17	246.80390	1.14131	142	6.0555			-6.0555	-0.65	x	x	21.5123	23.47
Tue	12/05/17	246.79887	1.14129	143	6.0980			-6.0980	-0.63	x	x	21.5548	23.45
Wed	12/06/17	246.79384	1.14126	144	6.1405			-6.1405	-0.60	x	x	21.5973	23.42
Thu	12/07/17	246.78881	1.14124	145	6.1830			-6.1830	-0.58	x	x	21.6398	23.40
Fri	12/08/17	246.78377	1.14122	146	6.2255			-6.2255	-0.56	x	x	21.6823	23.38
Mon	12/11/17	246.76868	1.14115	149	6.3531			-6.3531	-0.49	x	x	21.8099	23.31
Tue	12/12/17	246.76365	1.14112	150	6.3955			-6.3955	-0.46	x	x	21.8523	23.28
Wed	12/13/17	246.75861	1.14110	151	6.4381			-6.4381	-0.44	x	x	21.8949	23.26
Thu	12/14/17	246.75358	1.14108	152	6.4806			-6.4806	-0.42	x	x	21.9374	23.24
Fri	12/15/17	246.74855	1.14105	153	6.5231			-6.5231	-0.39	x	x	21.9799	23.21
Mon	12/18/17	246.73345	1.14098	156	6.6505			-6.6505	-0.32	x	x	22.1073	23.14
Tue	12/19/17	246.72842	1.14096	157	6.6931			-6.6931	-0.30	x	x	22.1499	23.12
Wed	12/20/17	246.72339	1.14094	158	6.7356			-6.7356	-0.28	x	x	22.1924	23.10
Thu	12/21/17	246.71835	1.14091	159	6.7780			-6.7780	-0.25	x	x	22.2348	23.07
Fri	12/22/17	246.71332	1.14089	160	6.8205			-6.8205	-0.23	x	x	22.2773	23.05
Mon	12/25/17	246.69823	1.14082	163	6.9480			-6.9480	-0.16	x	x	22.4048	22.98
Tue	12/26/17	246.69319	1.14080	164	6.9905			-6.9905	-0.14	x	x	22.4473	22.96
Wed	12/27/17	246.68816	1.14078	165	7.0330			-7.0330	-0.12	x	x	22.4898	22.94
Thu	12/28/17	246.68313	1.14075	166	7.0754			-7.0754	-0.09	x	x	22.5322	22.91
Fri	12/29/17	246.67810	1.14073	167	7.1179			-7.1179	-0.07	x	x	22.5747	22.89
Mon	01/01/18	246.66300	1.14066

Generated 12/13/17 10:09