0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2022

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

CUSIP Number	912828SA9	Interest 01/15/17 (184 days)	$0.6670
Dated Date	January 15, 2012	Interest 07/15/17 (181 days)	$0.6755
Ref CPI on Dated Date	226.33474	Interest Total	$1.3425
Original Issue Date	January 31, 2012	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	1.06802	170	0.6167	x	x	0.7258	21.80			0.6167	0.00
Mon	01/02/17	241.71687	1.06796	171	0.6203	x	x	0.7222	21.86			0.6203	-0.06
Tue	01/03/17	241.70474	1.06791	172	0.6239	x	x	0.7186	21.91			0.6239	-0.11
Wed	01/04/17	241.69261	1.06785	173	0.6275	x	x	0.7150	21.97			0.6275	-0.17
Thu	01/05/17	241.68048	1.06780	174	0.6311	x	x	0.7114	22.02			0.6311	-0.22
Fri	01/06/17	241.66835	1.06775	175	0.6347	x	x	0.7078	22.07			0.6347	-0.27
Mon	01/09/17	241.63197	1.06759	178	0.6455	x	x	0.6970	22.23			0.6455	-0.43
Tue	01/10/17	241.61984	1.06753	179	0.6491	x	x	0.6934	22.29			0.6491	-0.49
Wed	01/11/17	241.60771	1.06748	180	0.6527	x	x	0.6898	22.34			0.6527	-0.54
Thu	01/12/17	241.59558	1.06743	181	0.6563	x	x	0.6862	22.39			0.6563	-0.59
Fri	01/13/17	241.58345	1.06737	182	0.6599	x	x	0.6826	22.45			0.6599	-0.65
Sun	01/15/17	241.55919	1.06727	0	0.0000		x	0.6755	22.55	x		0.6670	-0.75
Mon	01/16/17	241.54706	1.06721	1	0.0037		x	0.6718	22.61	x		0.6707	-0.81
Tue	01/17/17	241.53494	1.06716	2	0.0074		x	0.6681	22.66	x		0.6744	-0.86
Wed	01/18/17	241.52281	1.06710	3	0.0111		x	0.6644	22.72	x		0.6781	-0.92
Thu	01/19/17	241.51068	1.06705	4	0.0147		x	0.6608	22.77	x		0.6817	-0.97
Fri	01/20/17	241.49855	1.06700	5	0.0184		x	0.6571	22.82	x		0.6854	-1.02
Mon	01/23/17	241.46216	1.06684	8	0.0295		x	0.6460	22.98	x		0.6965	-1.18
Tue	01/24/17	241.45003	1.06678	9	0.0332		x	0.6423	23.04	x		0.7002	-1.24
Wed	01/25/17	241.43790	1.06673	10	0.0368		x	0.6387	23.09	x		0.7038	-1.29
Thu	01/26/17	241.42577	1.06668	11	0.0405		x	0.6350	23.14	x		0.7075	-1.34
Fri	01/27/17	241.41365	1.06662	12	0.0442		x	0.6313	23.20	x		0.7112	-1.40
Mon	01/30/17	241.37726	1.06646	15	0.0552		x	0.6203	23.36	x		0.7222	-1.56
Tue	01/31/17	241.36513	1.06641	16	0.0589		x	0.6166	23.41	x		0.7259	-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	1.06635	17	0.0626		x	0.6129	23.47	x		0.7296	-1.67
Thu	02/02/17	241.35582	1.06637	18	0.0663		x	0.6092	23.45	x		0.7333	-1.65
Fri	02/03/17	241.35864	1.06638	19	0.0700		x	0.6055	23.44	x		0.7370	-1.64
Mon	02/06/17	241.36711	1.06642	22	0.0810		x	0.5945	23.40	x		0.7480	-1.60
Tue	02/07/17	241.36993	1.06643	23	0.0847		x	0.5908	23.39	x		0.7517	-1.59
Wed	02/08/17	241.37275	1.06644	24	0.0884		x	0.5871	23.38	x		0.7554	-1.58
Thu	02/09/17	241.37557	1.06645	25	0.0921		x	0.5834	23.37	x		0.7591	-1.57
Fri	02/10/17	241.37839	1.06647	26	0.0957		x	0.5798	23.35	x		0.7627	-1.55
Mon	02/13/17	241.38686	1.06650	29	0.1068		x	0.5687	23.32	x		0.7738	-1.52
Tue	02/14/17	241.38968	1.06652	30	0.1105		x	0.5650	23.30	x		0.7775	-1.50
Wed	02/15/17	241.39250	1.06653	31	0.1142		x	0.5613	23.29	x		0.7812	-1.49
Thu	02/16/17	241.39532	1.06654	32	0.1178		x	0.5577	23.28	x		0.7848	-1.48
Fri	02/17/17	241.39814	1.06655	33	0.1215		x	0.5540	23.27	x		0.7885	-1.47
Mon	02/20/17	241.40661	1.06659	36	0.1326		x	0.5429	23.23	x		0.7996	-1.43
Tue	02/21/17	241.40943	1.06660	37	0.1363		x	0.5392	23.22	x		0.8033	-1.42
Wed	02/22/17	241.41225	1.06662	38	0.1400		x	0.5355	23.20	x		0.8070	-1.40
Thu	02/23/17	241.41507	1.06663	39	0.1436		x	0.5319	23.19	x		0.8106	-1.39
Fri	02/24/17	241.41789	1.06664	40	0.1473		x	0.5282	23.18	x		0.8143	-1.38
Mon	02/27/17	241.42636	1.06668	43	0.1584		x	0.5171	23.14	x		0.8254	-1.34
Tue	02/28/17	241.42918	1.06669	44	0.1621		x	0.5134	23.13	x		0.8291	-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	1.06670	45	0.1658		x	0.5097	23.12	x		0.8328	-1.32
Thu	03/02/17	241.47739	1.06690	46	0.1695		x	0.5060	22.92	x		0.8365	-1.12
Fri	03/03/17	241.52277	1.06710	47	0.1732		x	0.5023	22.72	x		0.8402	-0.92
Mon	03/06/17	241.65894	1.06771	50	0.1843		x	0.4912	22.11	x		0.8513	-0.31
Tue	03/07/17	241.70432	1.06791	51	0.1881		x	0.4874	21.91	x		0.8551	-0.11
Wed	03/08/17	241.74971	1.06811	52	0.1918		x	0.4837	21.71	x		0.8588	0.09
Thu	03/09/17	241.79510	1.06831	53	0.1955		x	0.4800	21.51	x		0.8625	0.29
Fri	03/10/17	241.84048	1.06851	54	0.1992		x	0.4763	21.31	x		0.8662	0.49
Mon	03/13/17	241.97665	1.06911	57	0.2104		x	0.4651	20.71	x		0.8774	1.09
Tue	03/14/17	242.02203	1.06931	58	0.2142		x	0.4613	20.51	x		0.8812	1.29
Wed	03/15/17	242.06742	1.06951	59	0.2179		x	0.4576	20.31	x		0.8849	1.49
Thu	03/16/17	242.11281	1.06971	60	0.2216		x	0.4539	20.11	x		0.8886	1.69
Fri	03/17/17	242.15819	1.06991	61	0.2254		x	0.4501	19.91	x		0.8924	1.89
Mon	03/20/17	242.29435	1.07051	64	0.2366		x	0.4389	19.31	x		0.9036	2.49
Tue	03/21/17	242.33974	1.07071	65	0.2403		x	0.4352	19.11	x		0.9073	2.69
Wed	03/22/17	242.38513	1.07091	66	0.2441		x	0.4314	18.91	x		0.9111	2.89
Thu	03/23/17	242.43052	1.07111	67	0.2478		x	0.4277	18.71	x		0.9148	3.09
Fri	03/24/17	242.47590	1.07132	68	0.2516		x	0.4239	18.50	x		0.9186	3.30
Mon	03/27/17	242.61206	1.07192	71	0.2628		x	0.4127	17.90	x		0.9298	3.90
Tue	03/28/17	242.65745	1.07212	72	0.2665		x	0.4090	17.70	x		0.9335	4.10
Wed	03/29/17	242.70284	1.07232	73	0.2703		x	0.4052	17.50	x		0.9373	4.30
Thu	03/30/17	242.74823	1.07252	74	0.2741		x	0.4014	17.30	x		0.9411	4.50
Fri	03/31/17	242.79361	1.07272	75	0.2778		x	0.3977	17.10	x		0.9448	4.70
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	1.07314	78	0.2890		x	0.3865	16.68	x		0.9560	5.12
Tue	04/04/17	242.91540	1.07326	79	0.2928		x	0.3827	16.56	x		0.9598	5.24
Wed	04/05/17	242.94087	1.07337	80	0.2965		x	0.3790	16.45	x		0.9635	5.35
Thu	04/06/17	242.96633	1.07348	81	0.3002		x	0.3753	16.34	x		0.9672	5.46
Fri	04/07/17	242.99180	1.07359	82	0.3040		x	0.3715	16.23	x		0.9710	5.57
Mon	04/10/17	243.06820	1.07393	85	0.3152		x	0.3603	15.89	x		0.9822	5.91
Tue	04/11/17	243.09367	1.07404	86	0.3189		x	0.3566	15.78	x		0.9859	6.02
Wed	04/12/17	243.11913	1.07416	87	0.3227		x	0.3528	15.66	x		0.9897	6.14
Thu	04/13/17	243.14460	1.07427	88	0.3264		x	0.3491	15.55	x		0.9934	6.25
Fri	04/14/17	243.17007	1.07438	89	0.3302		x	0.3453	15.44	x		0.9972	6.36
Mon	04/17/17	243.24647	1.07472	92	0.3414		x	0.3341	15.10	x		1.0084	6.70
Tue	04/18/17	243.27193	1.07483	93	0.3452		x	0.3303	14.99	x		1.0122	6.81
Wed	04/19/17	243.29740	1.07495	94	0.3489		x	0.3266	14.87	x		1.0159	6.93
Thu	04/20/17	243.32287	1.07506	95	0.3527		x	0.3228	14.76	x		1.0197	7.04
Fri	04/21/17	243.34833	1.07517	96	0.3564		x	0.3191	14.65	x		1.0234	7.15
Mon	04/24/17	243.42473	1.07551	99	0.3677		x	0.3078	14.31	x		1.0347	7.49
Tue	04/25/17	243.45020	1.07562	100	0.3714		x	0.3041	14.20	x		1.0384	7.60
Wed	04/26/17	243.47567	1.07573	101	0.3752		x	0.3003	14.09	x		1.0422	7.71
Thu	04/27/17	243.50113	1.07585	102	0.3789		x	0.2966	13.97	x		1.0459	7.83
Fri	04/28/17	243.52660	1.07596	103	0.3827		x	0.2928	13.86	x		1.0497	7.94
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	1.07630	106	0.3939		x	0.2816	13.52	x		1.0609	8.28
Tue	05/02/17	243.60939	1.07632	107	0.3977		x	0.2778	13.50	x		1.0647	8.30
Wed	05/03/17	243.61577	1.07635	108	0.4014		x	0.2741	13.47	x		1.0684	8.33
Thu	05/04/17	243.62216	1.07638	109	0.4051		x	0.2704	13.44	x		1.0721	8.36
Fri	05/05/17	243.62855	1.07641	110	0.4089		x	0.2666	13.41	x		1.0759	8.39
Mon	05/08/17	243.64771	1.07649	113	0.4200		x	0.2555	13.33	x		1.0870	8.47
Tue	05/09/17	243.65410	1.07652	114	0.4238		x	0.2517	13.30	x		1.0908	8.50
Wed	05/10/17	243.66048	1.07655	115	0.4275		x	0.2480	13.27	x		1.0945	8.53
Thu	05/11/17	243.66687	1.07658	116	0.4312		x	0.2443	13.24	x		1.0982	8.56
Fri	05/12/17	243.67326	1.07661	117	0.4350		x	0.2405	13.21	x		1.1020	8.59
Mon	05/15/17	243.69242	1.07669	120	0.4461		x	0.2294	13.13	x		1.1131	8.67
Tue	05/16/17	243.69881	1.07672	121	0.4499		x	0.2256	13.10	x		1.1169	8.70
Wed	05/17/17	243.70519	1.07675	122	0.4536		x	0.2219	13.07	x		1.1206	8.73
Thu	05/18/17	243.71158	1.07677	123	0.4573		x	0.2182	13.05	x		1.1243	8.75
Fri	05/19/17	243.71797	1.07680	124	0.4611		x	0.2144	13.02	x		1.1281	8.78
Mon	05/22/17	243.73713	1.07689	127	0.4723		x	0.2032	12.93	x		1.1393	8.87
Tue	05/23/17	243.74352	1.07692	128	0.4760		x	0.1995	12.90	x		1.1430	8.90
Wed	05/24/17	243.74990	1.07694	129	0.4797		x	0.1958	12.88	x		1.1467	8.92
Thu	05/25/17	243.75629	1.07697	130	0.4834		x	0.1921	12.85	x		1.1504	8.95
Fri	05/26/17	243.76268	1.07700	131	0.4872		x	0.1883	12.82	x		1.1542	8.98
Mon	05/29/17	243.78184	1.07709	134	0.4984		x	0.1771	12.73	x		1.1654	9.07
Tue	05/30/17	243.78823	1.07711	135	0.5021		x	0.1734	12.71	x		1.1691	9.09
Wed	05/31/17	243.79461	1.07714	136	0.5058		x	0.1697	12.68	x		1.1728	9.12
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	1.07717	137	0.5096		x	0.1659	12.65	x		1.1766	9.15
Fri	06/02/17	243.82510	1.07728	138	0.5133		x	0.1622	12.54	x		1.1803	9.26
Mon	06/05/17	243.89740	1.07760	141	0.5247		x	0.1508	12.22	x		1.1917	9.58
Tue	06/06/17	243.92150	1.07770	142	0.5284		x	0.1471	12.12	x		1.1954	9.68
Wed	06/07/17	243.94560	1.07781	143	0.5322		x	0.1433	12.01	x		1.1992	9.79
Thu	06/08/17	243.96970	1.07792	144	0.5360		x	0.1395	11.90	x		1.2030	9.90
Fri	06/09/17	243.99380	1.07802	145	0.5398		x	0.1357	11.80	x		1.2068	10.00
Mon	06/12/17	244.06610	1.07834	148	0.5511		x	0.1244	11.48	x		1.2181	10.32
Tue	06/13/17	244.09020	1.07845	149	0.5549		x	0.1206	11.37	x		1.2219	10.43
Wed	06/14/17	244.11430	1.07855	150	0.5586		x	0.1169	11.27	x		1.2256	10.53
Thu	06/15/17	244.13840	1.07866	151	0.5624		x	0.1131	11.16	x		1.2294	10.64
Fri	06/16/17	244.16250	1.07877	152	0.5662		x	0.1093	11.05	x		1.2332	10.75
Mon	06/19/17	244.23480	1.07909	155	0.5776		x	0.0979	10.73	x		1.2446	11.07
Tue	06/20/17	244.25890	1.07919	156	0.5813		x	0.0942	10.63	x		1.2483	11.17
Wed	06/21/17	244.28300	1.07930	157	0.5851		x	0.0904	10.52	x		1.2521	11.28
Thu	06/22/17	244.30710	1.07941	158	0.5889		x	0.0866	10.41	x		1.2559	11.39
Fri	06/23/17	244.33120	1.07951	159	0.5927		x	0.0828	10.31	x		1.2597	11.49
Mon	06/26/17	244.40350	1.07983	162	0.6040		x	0.0715	9.99	x		1.2710	11.81
Tue	06/27/17	244.42760	1.07994	163	0.6078		x	0.0677	9.88	x		1.2748	11.92
Wed	06/28/17	244.45170	1.08004	164	0.6116		x	0.0639	9.78	x		1.2786	12.02
Thu	06/29/17	244.47580	1.08015	165	0.6154		x	0.0601	9.67	x		1.2824	12.13
Fri	06/30/17	244.49990	1.08026	166	0.6192		x	0.0563	9.56	x		1.2862	12.24
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/03/17	244.53748	1.08042	169	0.6305		x	0.0450	9.40	x		1.2975	12.40
Tue	07/04/17	244.54423	1.08045	170	0.6342		x	0.0413	9.37	x		1.3012	12.43
Wed	07/05/17	244.55097	1.08048	171	0.6380		x	0.0375	9.34	x		1.3050	12.46
Thu	07/06/17	244.55771	1.08051	172	0.6417		x	0.0338	9.31	x		1.3087	12.49
Fri	07/07/17	244.56445	1.08054	173	0.6455		x	0.0300	9.28	x		1.3125	12.52
Mon	07/10/17	244.58468	1.08063	176	0.6567		x	0.0188	9.19	x		1.3237	12.61
Tue	07/11/17	244.59142	1.08066	177	0.6605		x	0.0150	9.16	x		1.3275	12.64
Wed	07/12/17	244.59816	1.08069	178	0.6642		x	0.0113	9.13	x		1.3312	12.67
Thu	07/13/17	244.60490	1.08072	179	0.6680		x	0.0075	9.10	x		1.3350	12.70
Fri	07/14/17	244.61165	1.08075	180	0.6717		x	0.0038	9.07	x		1.3387	12.73
Sat	07/15/17	244.61839	1.08078	0	0.0000			0.0000	9.04	x	x	1.3425	12.76
Mon	07/17/17	244.63187	1.08084	2	0.0073			-0.0073	8.98	x	x	1.3498	12.82
Tue	07/18/17	244.63861	1.08087	3	0.0110			-0.0110	8.95	x	x	1.3535	12.85
Wed	07/19/17	244.64535	1.08090	4	0.0147			-0.0147	8.92	x	x	1.3572	12.88
Thu	07/20/17	244.65210	1.08093	5	0.0184			-0.0184	8.89	x	x	1.3609	12.91
Fri	07/21/17	244.65884	1.08096	6	0.0220			-0.0220	8.86	x	x	1.3645	12.94
Mon	07/24/17	244.67906	1.08105	9	0.0330			-0.0330	8.77	x	x	1.3755	13.03
Tue	07/25/17	244.68581	1.08108	10	0.0367			-0.0367	8.74	x	x	1.3792	13.06
Wed	07/26/17	244.69255	1.08111	11	0.0404			-0.0404	8.71	x	x	1.3829	13.09
Thu	07/27/17	244.69929	1.08114	12	0.0441			-0.0441	8.68	x	x	1.3866	13.12
Fri	07/28/17	244.70603	1.08117	13	0.0477			-0.0477	8.65	x	x	1.3902	13.15
Mon	07/31/17	244.72626	1.08126	16	0.0588			-0.0588	8.56	x	x	1.4013	13.24
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	08/01/17	244.73300	1.08129	17	0.0624			-0.0624	8.53	x	x	1.4049	13.27
Wed	08/02/17	244.74016	1.08132	18	0.0661			-0.0661	8.50	x	x	1.4086	13.30
Thu	08/03/17	244.74732	1.08135	19	0.0698			-0.0698	8.47	x	x	1.4123	13.33
Fri	08/04/17	244.75448	1.08138	20	0.0735			-0.0735	8.44	x	x	1.4160	13.36
Mon	08/07/17	244.77597	1.08148	23	0.0845			-0.0845	8.34	x	x	1.4270	13.46
Tue	08/08/17	244.78313	1.08151	24	0.0882			-0.0882	8.31	x	x	1.4307	13.49
Wed	08/09/17	244.79029	1.08154	25	0.0918			-0.0918	8.28	x	x	1.4343	13.52
Thu	08/10/17	244.79745	1.08157	26	0.0955			-0.0955	8.25	x	x	1.4380	13.55
Fri	08/11/17	244.80461	1.08160	27	0.0992			-0.0992	8.22	x	x	1.4417	13.58
Mon	08/14/17	244.82610	1.08170	30	0.1102			-0.1102	8.12	x	x	1.4527	13.68
Tue	08/15/17	244.83326	1.08173	31	0.1139			-0.1139	8.09	x	x	1.4564	13.71
Wed	08/16/17	244.84042	1.08176	32	0.1176			-0.1176	8.06	x	x	1.4601	13.74
Thu	08/17/17	244.84758	1.08179	33	0.1213			-0.1213	8.03	x	x	1.4638	13.77
Fri	08/18/17	244.85474	1.08183	34	0.1249			-0.1249	7.99	x	x	1.4674	13.81
Mon	08/21/17	244.87623	1.08192	37	0.1360			-0.1360	7.90	x	x	1.4785	13.90
Tue	08/22/17	244.88339	1.08195	38	0.1397			-0.1397	7.87	x	x	1.4822	13.93
Wed	08/23/17	244.89055	1.08198	39	0.1433			-0.1433	7.84	x	x	1.4858	13.96
Thu	08/24/17	244.89771	1.08202	40	0.1470			-0.1470	7.80	x	x	1.4895	14.00
Fri	08/25/17	244.90487	1.08205	41	0.1507			-0.1507	7.77	x	x	1.4932	14.03
Mon	08/28/17	244.92635	1.08214	44	0.1617			-0.1617	7.68	x	x	1.5042	14.12
Tue	08/29/17	244.93352	1.08217	45	0.1654			-0.1654	7.65	x	x	1.5079	14.15
Wed	08/30/17	244.94068	1.08221	46	0.1691			-0.1691	7.61	x	x	1.5116	14.19
Thu	08/31/17	244.94784	1.08224	47	0.1728			-0.1728	7.58	x	x	1.5153	14.22
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	1.08227	48	0.1765			-0.1765	7.55	x	x	1.5190	14.25
Mon	09/04/17	244.93810	1.08219	51	0.1875			-0.1875	7.63	x	x	1.5300	14.17
Tue	09/05/17	244.93247	1.08217	52	0.1911			-0.1911	7.65	x	x	1.5336	14.15
Wed	09/06/17	244.92683	1.08214	53	0.1948			-0.1948	7.68	x	x	1.5373	14.12
Thu	09/07/17	244.92120	1.08212	54	0.1985			-0.1985	7.70	x	x	1.5410	14.10
Fri	09/08/17	244.91557	1.08209	55	0.2022			-0.2022	7.73	x	x	1.5447	14.07
Mon	09/11/17	244.89867	1.08202	58	0.2132			-0.2132	7.80	x	x	1.5557	14.00
Tue	09/12/17	244.89303	1.08199	59	0.2168			-0.2168	7.83	x	x	1.5593	13.97
Wed	09/13/17	244.88740	1.08197	60	0.2205			-0.2205	7.85	x	x	1.5630	13.95
Thu	09/14/17	244.88177	1.08195	61	0.2242			-0.2242	7.87	x	x	1.5667	13.93
Fri	09/15/17	244.87613	1.08192	62	0.2279			-0.2279	7.90	x	x	1.5704	13.90
Mon	09/18/17	244.85923	1.08185	65	0.2389			-0.2389	7.97	x	x	1.5814	13.83
Tue	09/19/17	244.85360	1.08182	66	0.2425			-0.2425	8.00	x	x	1.5850	13.80
Wed	09/20/17	244.84797	1.08180	67	0.2462			-0.2462	8.02	x	x	1.5887	13.78
Thu	09/21/17	244.84233	1.08177	68	0.2499			-0.2499	8.05	x	x	1.5924	13.75
Fri	09/22/17	244.83670	1.08175	69	0.2535			-0.2535	8.07	x	x	1.5960	13.73
Mon	09/25/17	244.81980	1.08167	72	0.2645			-0.2645	8.15	x	x	1.6070	13.65
Tue	09/26/17	244.81417	1.08165	73	0.2682			-0.2682	8.17	x	x	1.6107	13.63
Wed	09/27/17	244.80853	1.08162	74	0.2719			-0.2719	8.20	x	x	1.6144	13.60
Thu	09/28/17	244.80290	1.08160	75	0.2755			-0.2755	8.22	x	x	1.6180	13.58
Fri	09/29/17	244.79727	1.08157	76	0.2792			-0.2792	8.25	x	x	1.6217	13.55
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/02/17	244.80965	1.08163	79	0.2902			-0.2902	8.19	x	x	1.6327	13.61
Tue	10/03/17	244.83329	1.08173	80	0.2939			-0.2939	8.09	x	x	1.6364	13.71
Wed	10/04/17	244.85694	1.08184	81	0.2977			-0.2977	7.98	x	x	1.6402	13.82
Thu	10/05/17	244.88058	1.08194	82	0.3014			-0.3014	7.88	x	x	1.6439	13.92
Fri	10/06/17	244.90423	1.08204	83	0.3051			-0.3051	7.78	x	x	1.6476	14.02
Mon	10/09/17	244.97516	1.08236	86	0.3162			-0.3162	7.46	x	x	1.6587	14.34
Tue	10/10/17	244.99881	1.08246	87	0.3199			-0.3199	7.36	x	x	1.6624	14.44
Wed	10/11/17	245.02245	1.08257	88	0.3236			-0.3236	7.25	x	x	1.6661	14.55
Thu	10/12/17	245.04610	1.08267	89	0.3273			-0.3273	7.15	x	x	1.6698	14.65
Fri	10/13/17	245.06974	1.08278	90	0.3310			-0.3310	7.04	x	x	1.6735	14.76
Mon	10/16/17	245.14068	1.08309	93	0.3421			-0.3421	6.73	x	x	1.6846	15.07
Tue	10/17/17	245.16432	1.08319	94	0.3459			-0.3459	6.63	x	x	1.6884	15.17
Wed	10/18/17	245.18797	1.08330	95	0.3496			-0.3496	6.52	x	x	1.6921	15.28
Thu	10/19/17	245.21161	1.08340	96	0.3533			-0.3533	6.42	x	x	1.6958	15.38
Fri	10/20/17	245.23526	1.08351	97	0.3570			-0.3570	6.31	x	x	1.6995	15.49
Mon	10/23/17	245.30619	1.08382	100	0.3681			-0.3681	6.00	x	x	1.7106	15.80
Tue	10/24/17	245.32984	1.08392	101	0.3719			-0.3719	5.90	x	x	1.7144	15.90
Wed	10/25/17	245.35348	1.08403	102	0.3756			-0.3756	5.79	x	x	1.7181	16.01
Thu	10/26/17	245.37713	1.08413	103	0.3793			-0.3793	5.69	x	x	1.7218	16.11
Fri	10/27/17	245.40077	1.08424	104	0.3830			-0.3830	5.58	x	x	1.7255	16.22
Mon	10/30/17	245.47171	1.08455	107	0.3942			-0.3942	5.27	x	x	1.7367	16.53
Tue	10/31/17	245.49535	1.08466	108	0.3979			-0.3979	5.16	x	x	1.7404	16.64
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	1.08476	109	0.4016			-0.4016	5.06	x	x	1.7441	16.74
Thu	11/02/17	245.56233	1.08495	110	0.4054			-0.4054	4.87	x	x	1.7479	16.93
Fri	11/03/17	245.60567	1.08514	111	0.4091			-0.4091	4.68	x	x	1.7516	17.12
Mon	11/06/17	245.73567	1.08572	114	0.4204			-0.4204	4.10	x	x	1.7629	17.70
Tue	11/07/17	245.77900	1.08591	115	0.4242			-0.4242	3.91	x	x	1.7667	17.89
Wed	11/08/17	245.82233	1.08610	116	0.4279			-0.4279	3.72	x	x	1.7704	18.08
Thu	11/09/17	245.86567	1.08629	117	0.4317			-0.4317	3.53	x	x	1.7742	18.27
Fri	11/10/17	245.90900	1.08648	118	0.4355			-0.4355	3.34	x	x	1.7780	18.46
Mon	11/13/17	246.03900	1.08706	121	0.4468			-0.4468	2.76	x	x	1.7893	19.04
Tue	11/14/17	246.08233	1.08725	122	0.4506			-0.4506	2.57	x	x	1.7931	19.23
Wed	11/15/17	246.12567	1.08744	123	0.4543			-0.4543	2.38	x	x	1.7968	19.42
Thu	11/16/17	246.16900	1.08763	124	0.4581			-0.4581	2.19	x	x	1.8006	19.61
Fri	11/17/17	246.21233	1.08782	125	0.4619			-0.4619	2.00	x	x	1.8044	19.80
Mon	11/20/17	246.34233	1.08840	128	0.4732			-0.4732	1.42	x	x	1.8157	20.38
Tue	11/21/17	246.38567	1.08859	129	0.4770			-0.4770	1.23	x	x	1.8195	20.57
Wed	11/22/17	246.42900	1.08878	130	0.4808			-0.4808	1.04	x	x	1.8233	20.76
Thu	11/23/17	246.47233	1.08897	131	0.4846			-0.4846	0.85	x	x	1.8271	20.95
Fri	11/24/17	246.51567	1.08916	132	0.4883			-0.4883	0.66	x	x	1.8308	21.14
Mon	11/27/17	246.64567	1.08974	135	0.4997			-0.4997	0.08	x	x	1.8422	21.72
Tue	11/28/17	246.68900	1.08993	136	0.5035			-0.5035	-0.11	x	x	1.8460	21.91
Wed	11/29/17	246.73233	1.09012	137	0.5073			-0.5073	-0.30	x	x	1.8498	22.10
Thu	11/30/17	246.77567	1.09031	138	0.5111			-0.5111	-0.49	x	x	1.8536	22.29
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	1.09050	139	0.5149			-0.5149	-0.68	x	x	1.8574	22.48
Mon	12/04/17	246.80390	1.09044	142	0.5260			-0.5260	-0.62	x	x	1.8685	22.42
Tue	12/05/17	246.79887	1.09042	143	0.5297			-0.5297	-0.60	x	x	1.8722	22.40
Wed	12/06/17	246.79384	1.09039	144	0.5333			-0.5333	-0.57	x	x	1.8758	22.37
Thu	12/07/17	246.78881	1.09037	145	0.5370			-0.5370	-0.55	x	x	1.8795	22.35
Fri	12/08/17	246.78377	1.09035	146	0.5407			-0.5407	-0.53	x	x	1.8832	22.33
Mon	12/11/17	246.76868	1.09028	149	0.5518			-0.5518	-0.46	x	x	1.8943	22.26
Tue	12/12/17	246.76365	1.09026	150	0.5555			-0.5555	-0.44	x	x	1.8980	22.24
Wed	12/13/17	246.75861	1.09024	151	0.5592			-0.5592	-0.42	x	x	1.9017	22.22
Thu	12/14/17	246.75358	1.09022	152	0.5629			-0.5629	-0.40	x	x	1.9054	22.20
Fri	12/15/17	246.74855	1.09019	153	0.5666			-0.5666	-0.37	x	x	1.9091	22.17
Mon	12/18/17	246.73345	1.09013	156	0.5777			-0.5777	-0.31	x	x	1.9202	22.11
Tue	12/19/17	246.72842	1.09010	157	0.5813			-0.5813	-0.28	x	x	1.9238	22.08
Wed	12/20/17	246.72339	1.09008	158	0.5850			-0.5850	-0.26	x	x	1.9275	22.06
Thu	12/21/17	246.71835	1.09006	159	0.5887			-0.5887	-0.24	x	x	1.9312	22.04
Fri	12/22/17	246.71332	1.09004	160	0.5924			-0.5924	-0.22	x	x	1.9349	22.02
Mon	12/25/17	246.69823	1.08997	163	0.6035			-0.6035	-0.15	x	x	1.9460	21.95
Tue	12/26/17	246.69319	1.08995	164	0.6072			-0.6072	-0.13	x	x	1.9497	21.93
Wed	12/27/17	246.68816	1.08993	165	0.6109			-0.6109	-0.11	x	x	1.9534	21.91
Thu	12/28/17	246.68313	1.08990	166	0.6145			-0.6145	-0.08	x	x	1.9570	21.88
Fri	12/29/17	246.67810	1.08988	167	0.6182			-0.6182	-0.06	x	x	1.9607	21.86
Mon	01/01/18	246.66300	1.08982

Generated 12/13/17 10:09