0.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2021

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

CUSIP Number	912828QV5	Interest 01/15/17 (184 days)	$3.3493
Dated Date	July 15, 2011	Interest 07/15/17 (181 days)	$3.3917
Ref CPI on Dated Date	225.38381	Interest Total	$6.7410
Original Issue Date	July 29, 2011	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	1.07252	170	3.0966	x	x	3.6444	21.89			3.0966	0.00
Mon	01/02/17	241.71687	1.07247	171	3.1147	x	x	3.6263	21.94			3.1147	-0.05
Tue	01/03/17	241.70474	1.07241	172	3.1327	x	x	3.6083	22.00			3.1327	-0.11
Wed	01/04/17	241.69261	1.07236	173	3.1508	x	x	3.5902	22.05			3.1508	-0.16
Thu	01/05/17	241.68048	1.07231	174	3.1689	x	x	3.5721	22.10			3.1689	-0.21
Fri	01/06/17	241.66835	1.07225	175	3.1869	x	x	3.5541	22.16			3.1869	-0.27
Mon	01/09/17	241.63197	1.07209	178	3.2410	x	x	3.5000	22.32			3.2410	-0.43
Tue	01/10/17	241.61984	1.07204	179	3.2591	x	x	3.4819	22.37			3.2591	-0.48
Wed	01/11/17	241.60771	1.07198	180	3.2771	x	x	3.4639	22.43			3.2771	-0.54
Thu	01/12/17	241.59558	1.07193	181	3.2952	x	x	3.4458	22.48			3.2952	-0.59
Fri	01/13/17	241.58345	1.07188	182	3.3132	x	x	3.4278	22.53			3.3132	-0.64
Sun	01/15/17	241.55919	1.07177	0	0.0000		x	3.3917	22.64	x		3.3493	-0.75
Mon	01/16/17	241.54706	1.07171	1	0.0185		x	3.3732	22.70	x		3.3678	-0.81
Tue	01/17/17	241.53494	1.07166	2	0.0370		x	3.3547	22.75	x		3.3863	-0.86
Wed	01/18/17	241.52281	1.07161	3	0.0555		x	3.3362	22.80	x		3.4048	-0.91
Thu	01/19/17	241.51068	1.07155	4	0.0740		x	3.3177	22.86	x		3.4233	-0.97
Fri	01/20/17	241.49855	1.07150	5	0.0925		x	3.2992	22.91	x		3.4418	-1.02
Mon	01/23/17	241.46216	1.07134	8	0.1480		x	3.2437	23.07	x		3.4973	-1.18
Tue	01/24/17	241.45003	1.07128	9	0.1665		x	3.2252	23.13	x		3.5158	-1.24
Wed	01/25/17	241.43790	1.07123	10	0.1849		x	3.2068	23.18	x		3.5342	-1.29
Thu	01/26/17	241.42577	1.07118	11	0.2034		x	3.1883	23.23	x		3.5527	-1.34
Fri	01/27/17	241.41365	1.07112	12	0.2219		x	3.1698	23.29	x		3.5712	-1.40
Mon	01/30/17	241.37726	1.07096	15	0.2774		x	3.1143	23.45	x		3.6267	-1.56
Tue	01/31/17	241.36513	1.07091	16	0.2958		x	3.0959	23.50	x		3.6451	-1.61
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	1.07085	17	0.3143		x	3.0774	23.56	x		3.6636	-1.67
Thu	02/02/17	241.35582	1.07087	18	0.3328		x	3.0589	23.54	x		3.6821	-1.65
Fri	02/03/17	241.35864	1.07088	19	0.3513		x	3.0404	23.53	x		3.7006	-1.64
Mon	02/06/17	241.36711	1.07092	22	0.4068		x	2.9849	23.49	x		3.7561	-1.60
Tue	02/07/17	241.36993	1.07093	23	0.4253		x	2.9664	23.48	x		3.7746	-1.59
Wed	02/08/17	241.37275	1.07094	24	0.4438		x	2.9479	23.47	x		3.7931	-1.58
Thu	02/09/17	241.37557	1.07095	25	0.4623		x	2.9294	23.46	x		3.8116	-1.57
Fri	02/10/17	241.37839	1.07097	26	0.4808		x	2.9109	23.44	x		3.8301	-1.55
Mon	02/13/17	241.38686	1.07100	29	0.5362		x	2.8555	23.41	x		3.8855	-1.52
Tue	02/14/17	241.38968	1.07102	30	0.5547		x	2.8370	23.39	x		3.9040	-1.50
Wed	02/15/17	241.39250	1.07103	31	0.5732		x	2.8185	23.38	x		3.9225	-1.49
Thu	02/16/17	241.39532	1.07104	32	0.5917		x	2.8000	23.37	x		3.9410	-1.48
Fri	02/17/17	241.39814	1.07105	33	0.6102		x	2.7815	23.36	x		3.9595	-1.47
Mon	02/20/17	241.40661	1.07109	36	0.6657		x	2.7260	23.32	x		4.0150	-1.43
Tue	02/21/17	241.40943	1.07110	37	0.6842		x	2.7075	23.31	x		4.0335	-1.42
Wed	02/22/17	241.41225	1.07112	38	0.7027		x	2.6890	23.29	x		4.0520	-1.40
Thu	02/23/17	241.41507	1.07113	39	0.7212		x	2.6705	23.28	x		4.0705	-1.39
Fri	02/24/17	241.41789	1.07114	40	0.7397		x	2.6520	23.27	x		4.0890	-1.38
Mon	02/27/17	241.42636	1.07118	43	0.7952		x	2.5965	23.23	x		4.1445	-1.34
Tue	02/28/17	241.42918	1.07119	44	0.8137		x	2.5780	23.22	x		4.1630	-1.33
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	1.07120	45	0.8323		x	2.5594	23.21	x		4.1816	-1.32
Thu	03/02/17	241.47739	1.07141	46	0.8509		x	2.5408	23.00	x		4.2002	-1.11
Fri	03/03/17	241.52277	1.07161	47	0.8696		x	2.5221	22.80	x		4.2189	-0.91
Mon	03/06/17	241.65894	1.07221	50	0.9256		x	2.4661	22.20	x		4.2749	-0.31
Tue	03/07/17	241.70432	1.07241	51	0.9443		x	2.4474	22.00	x		4.2936	-0.11
Wed	03/08/17	241.74971	1.07261	52	0.9630		x	2.4287	21.80	x		4.3123	0.09
Thu	03/09/17	241.79510	1.07281	53	0.9817		x	2.4100	21.60	x		4.3310	0.29
Fri	03/10/17	241.84048	1.07302	54	1.0004		x	2.3913	21.39	x		4.3497	0.50
Mon	03/13/17	241.97665	1.07362	57	1.0566		x	2.3351	20.79	x		4.4059	1.10
Tue	03/14/17	242.02203	1.07382	58	1.0753		x	2.3164	20.59	x		4.4246	1.30
Wed	03/15/17	242.06742	1.07402	59	1.0940		x	2.2977	20.39	x		4.4433	1.50
Thu	03/16/17	242.11281	1.07422	60	1.1128		x	2.2789	20.19	x		4.4621	1.70
Fri	03/17/17	242.15819	1.07443	61	1.1316		x	2.2601	19.98	x		4.4809	1.91
Mon	03/20/17	242.29435	1.07503	64	1.1879		x	2.2038	19.38	x		4.5372	2.51
Tue	03/21/17	242.33974	1.07523	65	1.2067		x	2.1850	19.18	x		4.5560	2.71
Wed	03/22/17	242.38513	1.07543	66	1.2255		x	2.1662	18.98	x		4.5748	2.91
Thu	03/23/17	242.43052	1.07563	67	1.2443		x	2.1474	18.78	x		4.5936	3.11
Fri	03/24/17	242.47590	1.07584	68	1.2631		x	2.1286	18.57	x		4.6124	3.32
Mon	03/27/17	242.61206	1.07644	71	1.3195		x	2.0722	17.97	x		4.6688	3.92
Tue	03/28/17	242.65745	1.07664	72	1.3384		x	2.0533	17.77	x		4.6877	4.12
Wed	03/29/17	242.70284	1.07684	73	1.3572		x	2.0345	17.57	x		4.7065	4.32
Thu	03/30/17	242.74823	1.07704	74	1.3761		x	2.0156	17.37	x		4.7254	4.52
Fri	03/31/17	242.79361	1.07725	75	1.3949		x	1.9968	17.16	x		4.7442	4.73
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	1.07767	78	1.4513		x	1.9404	16.74	x		4.8006	5.15
Tue	04/04/17	242.91540	1.07779	79	1.4701		x	1.9216	16.62	x		4.8194	5.27
Wed	04/05/17	242.94087	1.07790	80	1.4888		x	1.9029	16.51	x		4.8381	5.38
Thu	04/06/17	242.96633	1.07801	81	1.5076		x	1.8841	16.40	x		4.8569	5.49
Fri	04/07/17	242.99180	1.07812	82	1.5263		x	1.8654	16.29	x		4.8756	5.60
Mon	04/10/17	243.06820	1.07846	85	1.5827		x	1.8090	15.95	x		4.9320	5.94
Tue	04/11/17	243.09367	1.07858	86	1.6015		x	1.7902	15.83	x		4.9508	6.06
Wed	04/12/17	243.11913	1.07869	87	1.6203		x	1.7714	15.72	x		4.9696	6.17
Thu	04/13/17	243.14460	1.07880	88	1.6391		x	1.7526	15.61	x		4.9884	6.28
Fri	04/14/17	243.17007	1.07892	89	1.6579		x	1.7338	15.49	x		5.0072	6.40
Mon	04/17/17	243.24647	1.07925	92	1.7143		x	1.6774	15.16	x		5.0636	6.73
Tue	04/18/17	243.27193	1.07937	93	1.7331		x	1.6586	15.04	x		5.0824	6.85
Wed	04/19/17	243.29740	1.07948	94	1.7519		x	1.6398	14.93	x		5.1012	6.96
Thu	04/20/17	243.32287	1.07959	95	1.7707		x	1.6210	14.82	x		5.1200	7.07
Fri	04/21/17	243.34833	1.07971	96	1.7896		x	1.6021	14.70	x		5.1389	7.19
Mon	04/24/17	243.42473	1.08005	99	1.8461		x	1.5456	14.36	x		5.1954	7.53
Tue	04/25/17	243.45020	1.08016	100	1.8649		x	1.5268	14.25	x		5.2142	7.64
Wed	04/26/17	243.47567	1.08027	101	1.8838		x	1.5079	14.14	x		5.2331	7.75
Thu	04/27/17	243.50113	1.08038	102	1.9026		x	1.4891	14.03	x		5.2519	7.86
Fri	04/28/17	243.52660	1.08050	103	1.9215		x	1.4702	13.91	x		5.2708	7.98
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	1.08084	106	1.9781		x	1.4136	13.57	x		5.3274	8.32
Tue	05/02/17	243.60939	1.08086	107	1.9968		x	1.3949	13.55	x		5.3461	8.34
Wed	05/03/17	243.61577	1.08089	108	2.0155		x	1.3762	13.52	x		5.3648	8.37
Thu	05/04/17	243.62216	1.08092	109	2.0342		x	1.3575	13.49	x		5.3835	8.40
Fri	05/05/17	243.62855	1.08095	110	2.0529		x	1.3388	13.46	x		5.4022	8.43
Mon	05/08/17	243.64771	1.08103	113	2.1091		x	1.2826	13.38	x		5.4584	8.51
Tue	05/09/17	243.65410	1.08106	114	2.1278		x	1.2639	13.35	x		5.4771	8.54
Wed	05/10/17	243.66048	1.08109	115	2.1465		x	1.2452	13.32	x		5.4958	8.57
Thu	05/11/17	243.66687	1.08112	116	2.1652		x	1.2265	13.29	x		5.5145	8.60
Fri	05/12/17	243.67326	1.08115	117	2.1840		x	1.2077	13.26	x		5.5333	8.63
Mon	05/15/17	243.69242	1.08123	120	2.2401		x	1.1516	13.18	x		5.5894	8.71
Tue	05/16/17	243.69881	1.08126	121	2.2588		x	1.1329	13.15	x		5.6081	8.74
Wed	05/17/17	243.70519	1.08129	122	2.2776		x	1.1141	13.12	x		5.6269	8.77
Thu	05/18/17	243.71158	1.08132	123	2.2963		x	1.0954	13.09	x		5.6456	8.80
Fri	05/19/17	243.71797	1.08135	124	2.3150		x	1.0767	13.06	x		5.6643	8.83
Mon	05/22/17	243.73713	1.08143	127	2.3712		x	1.0205	12.98	x		5.7205	8.91
Tue	05/23/17	243.74352	1.08146	128	2.3900		x	1.0017	12.95	x		5.7393	8.94
Wed	05/24/17	243.74990	1.08149	129	2.4087		x	0.9830	12.92	x		5.7580	8.97
Thu	05/25/17	243.75629	1.08152	130	2.4274		x	0.9643	12.89	x		5.7767	9.00
Fri	05/26/17	243.76268	1.08154	131	2.4462		x	0.9455	12.87	x		5.7955	9.02
Mon	05/29/17	243.78184	1.08163	134	2.5024		x	0.8893	12.78	x		5.8517	9.11
Tue	05/30/17	243.78823	1.08166	135	2.5211		x	0.8706	12.75	x		5.8704	9.14
Wed	05/31/17	243.79461	1.08169	136	2.5399		x	0.8518	12.72	x		5.8892	9.17
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	1.08171	137	2.5586		x	0.8331	12.70	x		5.9079	9.19
Fri	06/02/17	243.82510	1.08182	138	2.5775		x	0.8142	12.59	x		5.9268	9.30
Mon	06/05/17	243.89740	1.08214	141	2.6344		x	0.7573	12.27	x		5.9837	9.62
Tue	06/06/17	243.92150	1.08225	142	2.6533		x	0.7384	12.16	x		6.0026	9.73
Wed	06/07/17	243.94560	1.08236	143	2.6723		x	0.7194	12.05	x		6.0216	9.84
Thu	06/08/17	243.96970	1.08246	144	2.6912		x	0.7005	11.95	x		6.0405	9.94
Fri	06/09/17	243.99380	1.08257	145	2.7102		x	0.6815	11.84	x		6.0595	10.05
Mon	06/12/17	244.06610	1.08289	148	2.7671		x	0.6246	11.52	x		6.1164	10.37
Tue	06/13/17	244.09020	1.08300	149	2.7860		x	0.6057	11.41	x		6.1353	10.48
Wed	06/14/17	244.11430	1.08310	150	2.8050		x	0.5867	11.31	x		6.1543	10.58
Thu	06/15/17	244.13840	1.08321	151	2.8240		x	0.5677	11.20	x		6.1733	10.69
Fri	06/16/17	244.16250	1.08332	152	2.8430		x	0.5487	11.09	x		6.1923	10.80
Mon	06/19/17	244.23480	1.08364	155	2.8999		x	0.4918	10.77	x		6.2492	11.12
Tue	06/20/17	244.25890	1.08375	156	2.9189		x	0.4728	10.66	x		6.2682	11.23
Wed	06/21/17	244.28300	1.08385	157	2.9379		x	0.4538	10.56	x		6.2872	11.33
Thu	06/22/17	244.30710	1.08396	158	2.9569		x	0.4348	10.45	x		6.3062	11.44
Fri	06/23/17	244.33120	1.08407	159	2.9760		x	0.4157	10.34	x		6.3253	11.55
Mon	06/26/17	244.40350	1.08439	162	3.0330		x	0.3587	10.02	x		6.3823	11.87
Tue	06/27/17	244.42760	1.08449	163	3.0520		x	0.3397	9.92	x		6.4013	11.97
Wed	06/28/17	244.45170	1.08460	164	3.0710		x	0.3207	9.81	x		6.4203	12.08
Thu	06/29/17	244.47580	1.08471	165	3.0901		x	0.3016	9.70	x		6.4394	12.19
Fri	06/30/17	244.49990	1.08482	166	3.1091		x	0.2826	9.59	x		6.4584	12.30
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	1.08498	169	3.1658		x	0.2259	9.43	x		6.5151	12.46
Tue	07/04/17	244.54423	1.08501	170	3.1846		x	0.2071	9.40	x		6.5339	12.49
Wed	07/05/17	244.55097	1.08504	171	3.2034		x	0.1883	9.37	x		6.5527	12.52
Thu	07/06/17	244.55771	1.08507	172	3.2222		x	0.1695	9.34	x		6.5715	12.55
Fri	07/07/17	244.56445	1.08510	173	3.2411		x	0.1506	9.31	x		6.5904	12.58
Mon	07/10/17	244.58468	1.08519	176	3.2975		x	0.0942	9.22	x		6.6468	12.67
Tue	07/11/17	244.59142	1.08522	177	3.3164		x	0.0753	9.19	x		6.6657	12.70
Wed	07/12/17	244.59816	1.08525	178	3.3352		x	0.0565	9.16	x		6.6845	12.73
Thu	07/13/17	244.60490	1.08528	179	3.3540		x	0.0377	9.13	x		6.7033	12.76
Fri	07/14/17	244.61165	1.08531	180	3.3729		x	0.0188	9.10	x		6.7222	12.79
Sat	07/15/17	244.61839	1.08534	0	0.0000			0.0000	9.07	x	x	6.7410	12.82
Mon	07/17/17	244.63187	1.08540	2	0.0369			-0.0369	9.01	x	x	6.7779	12.88
Tue	07/18/17	244.63861	1.08543	3	0.0553			-0.0553	8.98	x	x	6.7963	12.91
Wed	07/19/17	244.64535	1.08546	4	0.0737			-0.0737	8.95	x	x	6.8147	12.94
Thu	07/20/17	244.65210	1.08549	5	0.0922			-0.0922	8.92	x	x	6.8332	12.97
Fri	07/21/17	244.65884	1.08552	6	0.1106			-0.1106	8.89	x	x	6.8516	13.00
Mon	07/24/17	244.67906	1.08561	9	0.1659			-0.1659	8.80	x	x	6.9069	13.09
Tue	07/25/17	244.68581	1.08564	10	0.1844			-0.1844	8.77	x	x	6.9254	13.12
Wed	07/26/17	244.69255	1.08567	11	0.2028			-0.2028	8.74	x	x	6.9438	13.15
Thu	07/27/17	244.69929	1.08570	12	0.2213			-0.2213	8.71	x	x	6.9623	13.18
Fri	07/28/17	244.70603	1.08573	13	0.2397			-0.2397	8.68	x	x	6.9807	13.21
Mon	07/31/17	244.72626	1.08582	16	0.2951			-0.2951	8.59	x	x	7.0361	13.30
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	1.08585	17	0.3135			-0.3135	8.56	x	x	7.0545	13.33
Wed	08/02/17	244.74016	1.08588	18	0.3320			-0.3320	8.53	x	x	7.0730	13.36
Thu	08/03/17	244.74732	1.08591	19	0.3504			-0.3504	8.50	x	x	7.0914	13.39
Fri	08/04/17	244.75448	1.08595	20	0.3689			-0.3689	8.46	x	x	7.1099	13.43
Mon	08/07/17	244.77597	1.08604	23	0.4242			-0.4242	8.37	x	x	7.1652	13.52
Tue	08/08/17	244.78313	1.08607	24	0.4427			-0.4427	8.34	x	x	7.1837	13.55
Wed	08/09/17	244.79029	1.08610	25	0.4611			-0.4611	8.31	x	x	7.2021	13.58
Thu	08/10/17	244.79745	1.08614	26	0.4796			-0.4796	8.27	x	x	7.2206	13.62
Fri	08/11/17	244.80461	1.08617	27	0.4981			-0.4981	8.24	x	x	7.2391	13.65
Mon	08/14/17	244.82610	1.08626	30	0.5535			-0.5535	8.15	x	x	7.2945	13.74
Tue	08/15/17	244.83326	1.08629	31	0.5719			-0.5719	8.12	x	x	7.3129	13.77
Wed	08/16/17	244.84042	1.08633	32	0.5904			-0.5904	8.08	x	x	7.3314	13.81
Thu	08/17/17	244.84758	1.08636	33	0.6089			-0.6089	8.05	x	x	7.3499	13.84
Fri	08/18/17	244.85474	1.08639	34	0.6273			-0.6273	8.02	x	x	7.3683	13.87
Mon	08/21/17	244.87623	1.08649	37	0.6827			-0.6827	7.92	x	x	7.4237	13.97
Tue	08/22/17	244.88339	1.08652	38	0.7012			-0.7012	7.89	x	x	7.4422	14.00
Wed	08/23/17	244.89055	1.08655	39	0.7197			-0.7197	7.86	x	x	7.4607	14.03
Thu	08/24/17	244.89771	1.08658	40	0.7382			-0.7382	7.83	x	x	7.4792	14.06
Fri	08/25/17	244.90487	1.08661	41	0.7566			-0.7566	7.80	x	x	7.4976	14.09
Mon	08/28/17	244.92635	1.08671	44	0.8121			-0.8121	7.70	x	x	7.5531	14.19
Tue	08/29/17	244.93352	1.08674	45	0.8306			-0.8306	7.67	x	x	7.5716	14.22
Wed	08/30/17	244.94068	1.08677	46	0.8490			-0.8490	7.64	x	x	7.5900	14.25
Thu	08/31/17	244.94784	1.08680	47	0.8675			-0.8675	7.61	x	x	7.6085	14.28
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	09/01/17	244.95500	1.08683	48	0.8860			-0.8860	7.58	x	x	7.6270	14.31
Mon	09/04/17	244.93810	1.08676	51	0.9413			-0.9413	7.65	x	x	7.6823	14.24
Tue	09/05/17	244.93247	1.08673	52	0.9597			-0.9597	7.68	x	x	7.7007	14.21
Wed	09/06/17	244.92683	1.08671	53	0.9782			-0.9782	7.70	x	x	7.7192	14.19
Thu	09/07/17	244.92120	1.08668	54	0.9966			-0.9966	7.73	x	x	7.7376	14.16
Fri	09/08/17	244.91557	1.08666	55	1.0151			-1.0151	7.75	x	x	7.7561	14.14
Mon	09/11/17	244.89867	1.08659	58	1.0704			-1.0704	7.82	x	x	7.8114	14.07
Tue	09/12/17	244.89303	1.08656	59	1.0888			-1.0888	7.85	x	x	7.8298	14.04
Wed	09/13/17	244.88740	1.08654	60	1.1072			-1.1072	7.87	x	x	7.8482	14.02
Thu	09/14/17	244.88177	1.08651	61	1.1256			-1.1256	7.90	x	x	7.8666	13.99
Fri	09/15/17	244.87613	1.08649	62	1.1441			-1.1441	7.92	x	x	7.8851	13.97
Mon	09/18/17	244.85923	1.08641	65	1.1993			-1.1993	8.00	x	x	7.9403	13.89
Tue	09/19/17	244.85360	1.08639	66	1.2178			-1.2178	8.02	x	x	7.9588	13.87
Wed	09/20/17	244.84797	1.08636	67	1.2362			-1.2362	8.05	x	x	7.9772	13.84
Thu	09/21/17	244.84233	1.08634	68	1.2546			-1.2546	8.07	x	x	7.9956	13.82
Fri	09/22/17	244.83670	1.08631	69	1.2730			-1.2730	8.10	x	x	8.0140	13.79
Mon	09/25/17	244.81980	1.08624	72	1.3283			-1.3283	8.17	x	x	8.0693	13.72
Tue	09/26/17	244.81417	1.08621	73	1.3467			-1.3467	8.20	x	x	8.0877	13.69
Wed	09/27/17	244.80853	1.08619	74	1.3651			-1.3651	8.22	x	x	8.1061	13.67
Thu	09/28/17	244.80290	1.08616	75	1.3835			-1.3835	8.25	x	x	8.1245	13.64
Fri	09/29/17	244.79727	1.08614	76	1.4019			-1.4019	8.27	x	x	8.1429	13.62
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	1.08619	79	1.4574			-1.4574	8.22	x	x	8.1984	13.67
Tue	10/03/17	244.83329	1.08629	80	1.4759			-1.4759	8.12	x	x	8.2169	13.77
Wed	10/04/17	244.85694	1.08640	81	1.4945			-1.4945	8.01	x	x	8.2355	13.88
Thu	10/05/17	244.88058	1.08650	82	1.5131			-1.5131	7.91	x	x	8.2541	13.98
Fri	10/06/17	244.90423	1.08661	83	1.5317			-1.5317	7.80	x	x	8.2727	14.09
Mon	10/09/17	244.97516	1.08692	86	1.5876			-1.5876	7.49	x	x	8.3286	14.40
Tue	10/10/17	244.99881	1.08703	87	1.6062			-1.6062	7.38	x	x	8.3472	14.51
Wed	10/11/17	245.02245	1.08713	88	1.6248			-1.6248	7.28	x	x	8.3658	14.61
Thu	10/12/17	245.04610	1.08724	89	1.6434			-1.6434	7.17	x	x	8.3844	14.72
Fri	10/13/17	245.06974	1.08734	90	1.6620			-1.6620	7.07	x	x	8.4030	14.82
Mon	10/16/17	245.14068	1.08766	93	1.7179			-1.7179	6.75	x	x	8.4589	15.14
Tue	10/17/17	245.16432	1.08776	94	1.7366			-1.7366	6.65	x	x	8.4776	15.24
Wed	10/18/17	245.18797	1.08787	95	1.7552			-1.7552	6.54	x	x	8.4962	15.35
Thu	10/19/17	245.21161	1.08797	96	1.7739			-1.7739	6.44	x	x	8.5149	15.45
Fri	10/20/17	245.23526	1.08808	97	1.7925			-1.7925	6.33	x	x	8.5335	15.56
Mon	10/23/17	245.30619	1.08839	100	1.8485			-1.8485	6.02	x	x	8.5895	15.87
Tue	10/24/17	245.32984	1.08850	101	1.8672			-1.8672	5.91	x	x	8.6082	15.98
Wed	10/25/17	245.35348	1.08860	102	1.8858			-1.8858	5.81	x	x	8.6268	16.08
Thu	10/26/17	245.37713	1.08871	103	1.9045			-1.9045	5.70	x	x	8.6455	16.19
Fri	10/27/17	245.40077	1.08881	104	1.9232			-1.9232	5.60	x	x	8.6642	16.29
Mon	10/30/17	245.47171	1.08913	107	1.9792			-1.9792	5.28	x	x	8.7202	16.61
Tue	10/31/17	245.49535	1.08923	108	1.9979			-1.9979	5.18	x	x	8.7389	16.71
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	1.08934	109	2.0166			-2.0166	5.07	x	x	8.7576	16.82
Thu	11/02/17	245.56233	1.08953	110	2.0355			-2.0355	4.88	x	x	8.7765	17.01
Fri	11/03/17	245.60567	1.08972	111	2.0543			-2.0543	4.69	x	x	8.7953	17.20
Mon	11/06/17	245.73567	1.09030	114	2.1110			-2.1110	4.11	x	x	8.8520	17.78
Tue	11/07/17	245.77900	1.09049	115	2.1299			-2.1299	3.92	x	x	8.8709	17.97
Wed	11/08/17	245.82233	1.09068	116	2.1488			-2.1488	3.73	x	x	8.8898	18.16
Thu	11/09/17	245.86567	1.09088	117	2.1677			-2.1677	3.53	x	x	8.9087	18.36
Fri	11/10/17	245.90900	1.09107	118	2.1866			-2.1866	3.34	x	x	8.9276	18.55
Mon	11/13/17	246.03900	1.09164	121	2.2433			-2.2433	2.77	x	x	8.9843	19.12
Tue	11/14/17	246.08233	1.09184	122	2.2623			-2.2623	2.57	x	x	9.0033	19.32
Wed	11/15/17	246.12567	1.09203	123	2.2812			-2.2812	2.38	x	x	9.0222	19.51
Thu	11/16/17	246.16900	1.09222	124	2.3002			-2.3002	2.19	x	x	9.0412	19.70
Fri	11/17/17	246.21233	1.09241	125	2.3191			-2.3191	2.00	x	x	9.0601	19.89
Mon	11/20/17	246.34233	1.09299	128	2.3761			-2.3761	1.42	x	x	9.1171	20.47
Tue	11/21/17	246.38567	1.09318	129	2.3950			-2.3950	1.23	x	x	9.1360	20.66
Wed	11/22/17	246.42900	1.09337	130	2.4140			-2.4140	1.04	x	x	9.1550	20.85
Thu	11/23/17	246.47233	1.09357	131	2.4330			-2.4330	0.84	x	x	9.1740	21.05
Fri	11/24/17	246.51567	1.09376	132	2.4520			-2.4520	0.65	x	x	9.1930	21.24
Mon	11/27/17	246.64567	1.09434	135	2.5091			-2.5091	0.07	x	x	9.2501	21.82
Tue	11/28/17	246.68900	1.09453	136	2.5281			-2.5281	-0.12	x	x	9.2691	22.01
Wed	11/29/17	246.73233	1.09472	137	2.5472			-2.5472	-0.31	x	x	9.2882	22.20
Thu	11/30/17	246.77567	1.09491	138	2.5662			-2.5662	-0.50	x	x	9.3072	22.39
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	1.09511	139	2.5853			-2.5853	-0.70	x	x	9.3263	22.59
Mon	12/04/17	246.80390	1.09504	142	2.6409			-2.6409	-0.63	x	x	9.3819	22.52
Tue	12/05/17	246.79887	1.09502	143	2.6594			-2.6594	-0.61	x	x	9.4004	22.50
Wed	12/06/17	246.79384	1.09499	144	2.6780			-2.6780	-0.58	x	x	9.4190	22.47
Thu	12/07/17	246.78881	1.09497	145	2.6965			-2.6965	-0.56	x	x	9.4375	22.45
Fri	12/08/17	246.78377	1.09495	146	2.7151			-2.7151	-0.54	x	x	9.4561	22.43
Mon	12/11/17	246.76868	1.09488	149	2.7707			-2.7707	-0.47	x	x	9.5117	22.36
Tue	12/12/17	246.76365	1.09486	150	2.7892			-2.7892	-0.45	x	x	9.5302	22.34
Wed	12/13/17	246.75861	1.09484	151	2.8078			-2.8078	-0.43	x	x	9.5488	22.32
Thu	12/14/17	246.75358	1.09482	152	2.8263			-2.8263	-0.41	x	x	9.5673	22.30
Fri	12/15/17	246.74855	1.09479	153	2.8448			-2.8448	-0.38	x	x	9.5858	22.27
Mon	12/18/17	246.73345	1.09473	156	2.9004			-2.9004	-0.32	x	x	9.6414	22.21
Tue	12/19/17	246.72842	1.09470	157	2.9190			-2.9190	-0.29	x	x	9.6600	22.18
Wed	12/20/17	246.72339	1.09468	158	2.9375			-2.9375	-0.27	x	x	9.6785	22.16
Thu	12/21/17	246.71835	1.09466	159	2.9560			-2.9560	-0.25	x	x	9.6970	22.14
Fri	12/22/17	246.71332	1.09464	160	2.9746			-2.9746	-0.23	x	x	9.7156	22.12
Mon	12/25/17	246.69823	1.09457	163	3.0301			-3.0301	-0.16	x	x	9.7711	22.05
Tue	12/26/17	246.69319	1.09455	164	3.0487			-3.0487	-0.14	x	x	9.7897	22.03
Wed	12/27/17	246.68816	1.09452	165	3.0672			-3.0672	-0.11	x	x	9.8082	22.00
Thu	12/28/17	246.68313	1.09450	166	3.0857			-3.0857	-0.09	x	x	9.8267	21.98
Fri	12/29/17	246.67810	1.09448	167	3.1042			-3.1042	-0.07	x	x	9.8452	21.96
Mon	01/01/18	246.66300	1.09441

Generated 12/13/17 10:09