0.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2024

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

CUSIP Number	912828B25	Interest 01/15/17 (184 days)	$3.2352
Dated Date	January 15, 2014	Interest 07/15/17 (181 days)	$3.2762
Ref CPI on Dated Date	233.33058	Interest Total	$6.5114
Original Issue Date	January 31, 2014	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	1.03599	170	2.9911	x	x	3.5203	21.15			2.9911	0.00
Mon	01/02/17	241.71687	1.03594	171	3.0086	x	x	3.5028	21.20			3.0086	-0.05
Tue	01/03/17	241.70474	1.03589	172	3.0260	x	x	3.4854	21.25			3.0260	-0.10
Wed	01/04/17	241.69261	1.03584	173	3.0435	x	x	3.4679	21.30			3.0435	-0.15
Thu	01/05/17	241.68048	1.03579	174	3.0609	x	x	3.4505	21.35			3.0609	-0.20
Fri	01/06/17	241.66835	1.03573	175	3.0783	x	x	3.4331	21.41			3.0783	-0.26
Mon	01/09/17	241.63197	1.03558	178	3.1307	x	x	3.3807	21.56			3.1307	-0.41
Tue	01/10/17	241.61984	1.03553	179	3.1481	x	x	3.3633	21.61			3.1481	-0.46
Wed	01/11/17	241.60771	1.03547	180	3.1655	x	x	3.3459	21.67			3.1655	-0.52
Thu	01/12/17	241.59558	1.03542	181	3.1829	x	x	3.3285	21.72			3.1829	-0.57
Fri	01/13/17	241.58345	1.03537	182	3.2004	x	x	3.3110	21.77			3.2004	-0.62
Sun	01/15/17	241.55919	1.03527	0	0.0000		x	3.2762	21.87	x		3.2352	-0.72
Mon	01/16/17	241.54706	1.03521	1	0.0179		x	3.2583	21.93	x		3.2531	-0.78
Tue	01/17/17	241.53494	1.03516	2	0.0357		x	3.2405	21.98	x		3.2709	-0.83
Wed	01/18/17	241.52281	1.03511	3	0.0536		x	3.2226	22.03	x		3.2888	-0.88
Thu	01/19/17	241.51068	1.03506	4	0.0715		x	3.2047	22.08	x		3.3067	-0.93
Fri	01/20/17	241.49855	1.03501	5	0.0893		x	3.1869	22.13	x		3.3245	-0.98
Mon	01/23/17	241.46216	1.03485	8	0.1429		x	3.1333	22.29	x		3.3781	-1.14
Tue	01/24/17	241.45003	1.03480	9	0.1608		x	3.1154	22.34	x		3.3960	-1.19
Wed	01/25/17	241.43790	1.03475	10	0.1787		x	3.0975	22.39	x		3.4139	-1.24
Thu	01/26/17	241.42577	1.03469	11	0.1965		x	3.0797	22.45	x		3.4317	-1.30
Fri	01/27/17	241.41365	1.03464	12	0.2144		x	3.0618	22.50	x		3.4496	-1.35
Mon	01/30/17	241.37726	1.03449	15	0.2679		x	3.0083	22.65	x		3.5031	-1.50
Tue	01/31/17	241.36513	1.03443	16	0.2858		x	2.9904	22.71	x		3.5210	-1.56
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	1.03438	17	0.3036		x	2.9726	22.76	x		3.5388	-1.61
Thu	02/02/17	241.35582	1.03439	18	0.3215		x	2.9547	22.75	x		3.5567	-1.60
Fri	02/03/17	241.35864	1.03441	19	0.3393		x	2.9369	22.73	x		3.5745	-1.58
Mon	02/06/17	241.36711	1.03444	22	0.3929		x	2.8833	22.70	x		3.6281	-1.55
Tue	02/07/17	241.36993	1.03445	23	0.4108		x	2.8654	22.69	x		3.6460	-1.54
Wed	02/08/17	241.37275	1.03447	24	0.4286		x	2.8476	22.67	x		3.6638	-1.52
Thu	02/09/17	241.37557	1.03448	25	0.4465		x	2.8297	22.66	x		3.6817	-1.51
Fri	02/10/17	241.37839	1.03449	26	0.4644		x	2.8118	22.65	x		3.6996	-1.50
Mon	02/13/17	241.38686	1.03453	29	0.5180		x	2.7582	22.61	x		3.7532	-1.46
Tue	02/14/17	241.38968	1.03454	30	0.5358		x	2.7404	22.60	x		3.7710	-1.45
Wed	02/15/17	241.39250	1.03455	31	0.5537		x	2.7225	22.59	x		3.7889	-1.44
Thu	02/16/17	241.39532	1.03456	32	0.5716		x	2.7046	22.58	x		3.8068	-1.43
Fri	02/17/17	241.39814	1.03458	33	0.5895		x	2.6867	22.56	x		3.8247	-1.41
Mon	02/20/17	241.40661	1.03461	36	0.6431		x	2.6331	22.53	x		3.8783	-1.38
Tue	02/21/17	241.40943	1.03462	37	0.6609		x	2.6153	22.52	x		3.8961	-1.37
Wed	02/22/17	241.41225	1.03464	38	0.6788		x	2.5974	22.50	x		3.9140	-1.35
Thu	02/23/17	241.41507	1.03465	39	0.6967		x	2.5795	22.49	x		3.9319	-1.34
Fri	02/24/17	241.41789	1.03466	40	0.7145		x	2.5617	22.48	x		3.9497	-1.33
Mon	02/27/17	241.42636	1.03470	43	0.7682		x	2.5080	22.44	x		4.0034	-1.29
Tue	02/28/17	241.42918	1.03471	44	0.7860		x	2.4902	22.43	x		4.0212	-1.28
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	03/01/17	241.43200	1.03472	45	0.8039		x	2.4723	22.42	x		4.0391	-1.27
Thu	03/02/17	241.47739	1.03492	46	0.8219		x	2.4543	22.22	x		4.0571	-1.07
Fri	03/03/17	241.52277	1.03511	47	0.8400		x	2.4362	22.03	x		4.0752	-0.88
Mon	03/06/17	241.65894	1.03569	50	0.8941		x	2.3821	21.45	x		4.1293	-0.30
Tue	03/07/17	241.70432	1.03589	51	0.9121		x	2.3641	21.25	x		4.1473	-0.10
Wed	03/08/17	241.74971	1.03608	52	0.9302		x	2.3460	21.06	x		4.1654	0.09
Thu	03/09/17	241.79510	1.03628	53	0.9483		x	2.3279	20.86	x		4.1835	0.29
Fri	03/10/17	241.84048	1.03647	54	0.9663		x	2.3099	20.67	x		4.2015	0.48
Mon	03/13/17	241.97665	1.03706	57	1.0206		x	2.2556	20.08	x		4.2558	1.07
Tue	03/14/17	242.02203	1.03725	58	1.0387		x	2.2375	19.89	x		4.2739	1.26
Wed	03/15/17	242.06742	1.03744	59	1.0568		x	2.2194	19.70	x		4.2920	1.45
Thu	03/16/17	242.11281	1.03764	60	1.0749		x	2.2013	19.50	x		4.3101	1.65
Fri	03/17/17	242.15819	1.03783	61	1.0930		x	2.1832	19.31	x		4.3282	1.84
Mon	03/20/17	242.29435	1.03842	64	1.1474		x	2.1288	18.72	x		4.3826	2.43
Tue	03/21/17	242.33974	1.03861	65	1.1656		x	2.1106	18.53	x		4.4008	2.62
Wed	03/22/17	242.38513	1.03881	66	1.1837		x	2.0925	18.33	x		4.4189	2.82
Thu	03/23/17	242.43052	1.03900	67	1.2019		x	2.0743	18.14	x		4.4371	3.01
Fri	03/24/17	242.47590	1.03919	68	1.2200		x	2.0562	17.95	x		4.4552	3.20
Mon	03/27/17	242.61206	1.03978	71	1.2746		x	2.0016	17.36	x		4.5098	3.79
Tue	03/28/17	242.65745	1.03997	72	1.2928		x	1.9834	17.17	x		4.5280	3.98
Wed	03/29/17	242.70284	1.04017	73	1.3110		x	1.9652	16.97	x		4.5462	4.18
Thu	03/30/17	242.74823	1.04036	74	1.3292		x	1.9470	16.78	x		4.5644	4.37
Fri	03/31/17	242.79361	1.04056	75	1.3474		x	1.9288	16.58	x		4.5826	4.57
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	1.04097	78	1.4019		x	1.8743	16.17	x		4.6371	4.98
Tue	04/04/17	242.91540	1.04108	79	1.4200		x	1.8562	16.06	x		4.6552	5.09
Wed	04/05/17	242.94087	1.04119	80	1.4381		x	1.8381	15.95	x		4.6733	5.20
Thu	04/06/17	242.96633	1.04130	81	1.4562		x	1.8200	15.84	x		4.6914	5.31
Fri	04/07/17	242.99180	1.04141	82	1.4744		x	1.8018	15.73	x		4.7096	5.42
Mon	04/10/17	243.06820	1.04173	85	1.5288		x	1.7474	15.41	x		4.7640	5.74
Tue	04/11/17	243.09367	1.04184	86	1.5469		x	1.7293	15.30	x		4.7821	5.85
Wed	04/12/17	243.11913	1.04195	87	1.5651		x	1.7111	15.19	x		4.8003	5.96
Thu	04/13/17	243.14460	1.04206	88	1.5832		x	1.6930	15.08	x		4.8184	6.07
Fri	04/14/17	243.17007	1.04217	89	1.6014		x	1.6748	14.97	x		4.8366	6.18
Mon	04/17/17	243.24647	1.04250	92	1.6559		x	1.6203	14.64	x		4.8911	6.51
Tue	04/18/17	243.27193	1.04261	93	1.6741		x	1.6021	14.53	x		4.9093	6.62
Wed	04/19/17	243.29740	1.04272	94	1.6923		x	1.5839	14.42	x		4.9275	6.73
Thu	04/20/17	243.32287	1.04282	95	1.7104		x	1.5658	14.32	x		4.9456	6.83
Fri	04/21/17	243.34833	1.04293	96	1.7286		x	1.5476	14.21	x		4.9638	6.94
Mon	04/24/17	243.42473	1.04326	99	1.7832		x	1.4930	13.88	x		5.0184	7.27
Tue	04/25/17	243.45020	1.04337	100	1.8014		x	1.4748	13.77	x		5.0366	7.38
Wed	04/26/17	243.47567	1.04348	101	1.8196		x	1.4566	13.66	x		5.0548	7.49
Thu	04/27/17	243.50113	1.04359	102	1.8378		x	1.4384	13.55	x		5.0730	7.60
Fri	04/28/17	243.52660	1.04370	103	1.8560		x	1.4202	13.44	x		5.0912	7.71
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/01/17	243.60300	1.04403	106	1.9107		x	1.3655	13.11	x		5.1459	8.04
Tue	05/02/17	243.60939	1.04405	107	1.9288		x	1.3474	13.09	x		5.1640	8.06
Wed	05/03/17	243.61577	1.04408	108	1.9468		x	1.3294	13.06	x		5.1820	8.09
Thu	05/04/17	243.62216	1.04411	109	1.9649		x	1.3113	13.03	x		5.2001	8.12
Fri	05/05/17	243.62855	1.04413	110	1.9830		x	1.2932	13.01	x		5.2182	8.14
Mon	05/08/17	243.64771	1.04422	113	2.0372		x	1.2390	12.92	x		5.2724	8.23
Tue	05/09/17	243.65410	1.04424	114	2.0553		x	1.2209	12.90	x		5.2905	8.25
Wed	05/10/17	243.66048	1.04427	115	2.0734		x	1.2028	12.87	x		5.3086	8.28
Thu	05/11/17	243.66687	1.04430	116	2.0915		x	1.1847	12.84	x		5.3267	8.31
Fri	05/12/17	243.67326	1.04433	117	2.1096		x	1.1666	12.81	x		5.3448	8.34
Mon	05/15/17	243.69242	1.04441	120	2.1638		x	1.1124	12.73	x		5.3990	8.42
Tue	05/16/17	243.69881	1.04444	121	2.1819		x	1.0943	12.70	x		5.4171	8.45
Wed	05/17/17	243.70519	1.04446	122	2.2000		x	1.0762	12.68	x		5.4352	8.47
Thu	05/18/17	243.71158	1.04449	123	2.2181		x	1.0581	12.65	x		5.4533	8.50
Fri	05/19/17	243.71797	1.04452	124	2.2362		x	1.0400	12.62	x		5.4714	8.53
Mon	05/22/17	243.73713	1.04460	127	2.2905		x	0.9857	12.54	x		5.5257	8.61
Tue	05/23/17	243.74352	1.04463	128	2.3086		x	0.9676	12.51	x		5.5438	8.64
Wed	05/24/17	243.74990	1.04465	129	2.3267		x	0.9495	12.49	x		5.5619	8.66
Thu	05/25/17	243.75629	1.04468	130	2.3448		x	0.9314	12.46	x		5.5800	8.69
Fri	05/26/17	243.76268	1.04471	131	2.3629		x	0.9133	12.43	x		5.5981	8.72
Mon	05/29/17	243.78184	1.04479	134	2.4172		x	0.8590	12.35	x		5.6524	8.80
Tue	05/30/17	243.78823	1.04482	135	2.4353		x	0.8409	12.32	x		5.6705	8.83
Wed	05/31/17	243.79461	1.04485	136	2.4534		x	0.8228	12.29	x		5.6886	8.86
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	06/01/17	243.80100	1.04487	137	2.4715		x	0.8047	12.27	x		5.7067	8.88
Fri	06/02/17	243.82510	1.04498	138	2.4898		x	0.7864	12.16	x		5.7250	8.99
Mon	06/05/17	243.89740	1.04529	141	2.5446		x	0.7316	11.85	x		5.7798	9.30
Tue	06/06/17	243.92150	1.04539	142	2.5629		x	0.7133	11.75	x		5.7981	9.40
Wed	06/07/17	243.94560	1.04549	143	2.5812		x	0.6950	11.65	x		5.8164	9.50
Thu	06/08/17	243.96970	1.04560	144	2.5996		x	0.6766	11.54	x		5.8348	9.61
Fri	06/09/17	243.99380	1.04570	145	2.6179		x	0.6583	11.44	x		5.8531	9.71
Mon	06/12/17	244.06610	1.04601	148	2.6728		x	0.6034	11.13	x		5.9080	10.02
Tue	06/13/17	244.09020	1.04611	149	2.6911		x	0.5851	11.03	x		5.9263	10.12
Wed	06/14/17	244.11430	1.04622	150	2.7095		x	0.5667	10.92	x		5.9447	10.23
Thu	06/15/17	244.13840	1.04632	151	2.7278		x	0.5484	10.82	x		5.9630	10.33
Fri	06/16/17	244.16250	1.04642	152	2.7461		x	0.5301	10.72	x		5.9813	10.43
Mon	06/19/17	244.23480	1.04673	155	2.8012		x	0.4750	10.41	x		6.0364	10.74
Tue	06/20/17	244.25890	1.04684	156	2.8195		x	0.4567	10.30	x		6.0547	10.85
Wed	06/21/17	244.28300	1.04694	157	2.8379		x	0.4383	10.20	x		6.0731	10.95
Thu	06/22/17	244.30710	1.04704	158	2.8562		x	0.4200	10.10	x		6.0914	11.05
Fri	06/23/17	244.33120	1.04715	159	2.8746		x	0.4016	9.99	x		6.1098	11.16
Mon	06/26/17	244.40350	1.04746	162	2.9297		x	0.3465	9.68	x		6.1649	11.47
Tue	06/27/17	244.42760	1.04756	163	2.9481		x	0.3281	9.58	x		6.1833	11.57
Wed	06/28/17	244.45170	1.04766	164	2.9664		x	0.3098	9.48	x		6.2016	11.67
Thu	06/29/17	244.47580	1.04777	165	2.9848		x	0.2914	9.37	x		6.2200	11.78
Fri	06/30/17	244.49990	1.04787	166	3.0032		x	0.2730	9.27	x		6.2384	11.88
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	1.04803	169	3.0580		x	0.2182	9.11	x		6.2932	12.04
Tue	07/04/17	244.54423	1.04806	170	3.0761		x	0.2001	9.08	x		6.3113	12.07
Wed	07/05/17	244.55097	1.04809	171	3.0943		x	0.1819	9.05	x		6.3295	12.10
Thu	07/06/17	244.55771	1.04812	172	3.1125		x	0.1637	9.02	x		6.3477	12.13
Fri	07/07/17	244.56445	1.04815	173	3.1307		x	0.1455	8.99	x		6.3659	12.16
Mon	07/10/17	244.58468	1.04823	176	3.1852		x	0.0910	8.91	x		6.4204	12.24
Tue	07/11/17	244.59142	1.04826	177	3.2034		x	0.0728	8.88	x		6.4386	12.27
Wed	07/12/17	244.59816	1.04829	178	3.2216		x	0.0546	8.85	x		6.4568	12.30
Thu	07/13/17	244.60490	1.04832	179	3.2398		x	0.0364	8.82	x		6.4750	12.33
Fri	07/14/17	244.61165	1.04835	180	3.2580		x	0.0182	8.79	x		6.4932	12.36
Sat	07/15/17	244.61839	1.04838	0	0.0000			0.0000	8.76	x	x	6.5114	12.39
Mon	07/17/17	244.63187	1.04843	2	0.0356			-0.0356	8.71	x	x	6.5470	12.44
Tue	07/18/17	244.63861	1.04846	3	0.0534			-0.0534	8.68	x	x	6.5648	12.47
Wed	07/19/17	244.64535	1.04849	4	0.0712			-0.0712	8.65	x	x	6.5826	12.50
Thu	07/20/17	244.65210	1.04852	5	0.0890			-0.0890	8.62	x	x	6.6004	12.53
Fri	07/21/17	244.65884	1.04855	6	0.1068			-0.1068	8.59	x	x	6.6182	12.56
Mon	07/24/17	244.67906	1.04864	9	0.1603			-0.1603	8.50	x	x	6.6717	12.65
Tue	07/25/17	244.68581	1.04867	10	0.1781			-0.1781	8.47	x	x	6.6895	12.68
Wed	07/26/17	244.69255	1.04869	11	0.1959			-0.1959	8.45	x	x	6.7073	12.70
Thu	07/27/17	244.69929	1.04872	12	0.2137			-0.2137	8.42	x	x	6.7251	12.73
Fri	07/28/17	244.70603	1.04875	13	0.2316			-0.2316	8.39	x	x	6.7430	12.76
Mon	07/31/17	244.72626	1.04884	16	0.2850			-0.2850	8.30	x	x	6.7964	12.85
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	1.04887	17	0.3028			-0.3028	8.27	x	x	6.8142	12.88
Wed	08/02/17	244.74016	1.04890	18	0.3207			-0.3207	8.24	x	x	6.8321	12.91
Thu	08/03/17	244.74732	1.04893	19	0.3385			-0.3385	8.21	x	x	6.8499	12.94
Fri	08/04/17	244.75448	1.04896	20	0.3563			-0.3563	8.18	x	x	6.8677	12.97
Mon	08/07/17	244.77597	1.04905	23	0.4098			-0.4098	8.09	x	x	6.9212	13.06
Tue	08/08/17	244.78313	1.04908	24	0.4276			-0.4276	8.06	x	x	6.9390	13.09
Wed	08/09/17	244.79029	1.04911	25	0.4454			-0.4454	8.03	x	x	6.9568	13.12
Thu	08/10/17	244.79745	1.04914	26	0.4633			-0.4633	8.00	x	x	6.9747	13.15
Fri	08/11/17	244.80461	1.04917	27	0.4811			-0.4811	7.97	x	x	6.9925	13.18
Mon	08/14/17	244.82610	1.04927	30	0.5346			-0.5346	7.87	x	x	7.0460	13.28
Tue	08/15/17	244.83326	1.04930	31	0.5525			-0.5525	7.84	x	x	7.0639	13.31
Wed	08/16/17	244.84042	1.04933	32	0.5703			-0.5703	7.81	x	x	7.0817	13.34
Thu	08/17/17	244.84758	1.04936	33	0.5881			-0.5881	7.78	x	x	7.0995	13.37
Fri	08/18/17	244.85474	1.04939	34	0.6060			-0.6060	7.75	x	x	7.1174	13.40
Mon	08/21/17	244.87623	1.04948	37	0.6595			-0.6595	7.66	x	x	7.1709	13.49
Tue	08/22/17	244.88339	1.04951	38	0.6773			-0.6773	7.63	x	x	7.1887	13.52
Wed	08/23/17	244.89055	1.04954	39	0.6952			-0.6952	7.60	x	x	7.2066	13.55
Thu	08/24/17	244.89771	1.04957	40	0.7130			-0.7130	7.57	x	x	7.2244	13.58
Fri	08/25/17	244.90487	1.04960	41	0.7309			-0.7309	7.54	x	x	7.2423	13.61
Mon	08/28/17	244.92635	1.04970	44	0.7844			-0.7844	7.44	x	x	7.2958	13.71
Tue	08/29/17	244.93352	1.04973	45	0.8023			-0.8023	7.41	x	x	7.3137	13.74
Wed	08/30/17	244.94068	1.04976	46	0.8201			-0.8201	7.38	x	x	7.3315	13.77
Thu	08/31/17	244.94784	1.04979	47	0.8380			-0.8380	7.35	x	x	7.3494	13.80
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	1.04982	48	0.8558			-0.8558	7.32	x	x	7.3672	13.83
Mon	09/04/17	244.93810	1.04975	51	0.9093			-0.9093	7.39	x	x	7.4207	13.76
Tue	09/05/17	244.93247	1.04972	52	0.9271			-0.9271	7.42	x	x	7.4385	13.73
Wed	09/06/17	244.92683	1.04970	53	0.9449			-0.9449	7.44	x	x	7.4563	13.71
Thu	09/07/17	244.92120	1.04967	54	0.9627			-0.9627	7.47	x	x	7.4741	13.68
Fri	09/08/17	244.91557	1.04965	55	0.9805			-0.9805	7.49	x	x	7.4919	13.66
Mon	09/11/17	244.89867	1.04958	58	1.0339			-1.0339	7.56	x	x	7.5453	13.59
Tue	09/12/17	244.89303	1.04955	59	1.0517			-1.0517	7.59	x	x	7.5631	13.56
Wed	09/13/17	244.88740	1.04953	60	1.0695			-1.0695	7.61	x	x	7.5809	13.54
Thu	09/14/17	244.88177	1.04951	61	1.0873			-1.0873	7.63	x	x	7.5987	13.52
Fri	09/15/17	244.87613	1.04948	62	1.1051			-1.1051	7.66	x	x	7.6165	13.49
Mon	09/18/17	244.85923	1.04941	65	1.1585			-1.1585	7.73	x	x	7.6699	13.42
Tue	09/19/17	244.85360	1.04938	66	1.1763			-1.1763	7.76	x	x	7.6877	13.39
Wed	09/20/17	244.84797	1.04936	67	1.1941			-1.1941	7.78	x	x	7.7055	13.37
Thu	09/21/17	244.84233	1.04934	68	1.2119			-1.2119	7.80	x	x	7.7233	13.35
Fri	09/22/17	244.83670	1.04931	69	1.2297			-1.2297	7.83	x	x	7.7411	13.32
Mon	09/25/17	244.81980	1.04924	72	1.2830			-1.2830	7.90	x	x	7.7944	13.25
Tue	09/26/17	244.81417	1.04922	73	1.3008			-1.3008	7.92	x	x	7.8122	13.23
Wed	09/27/17	244.80853	1.04919	74	1.3186			-1.3186	7.95	x	x	7.8300	13.20
Thu	09/28/17	244.80290	1.04917	75	1.3364			-1.3364	7.97	x	x	7.8478	13.18
Fri	09/29/17	244.79727	1.04914	76	1.3542			-1.3542	8.00	x	x	7.8656	13.15
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	1.04920	79	1.4077			-1.4077	7.94	x	x	7.9191	13.21
Tue	10/03/17	244.83329	1.04930	80	1.4257			-1.4257	7.84	x	x	7.9371	13.31
Wed	10/04/17	244.85694	1.04940	81	1.4436			-1.4436	7.74	x	x	7.9550	13.41
Thu	10/05/17	244.88058	1.04950	82	1.4616			-1.4616	7.64	x	x	7.9730	13.51
Fri	10/06/17	244.90423	1.04960	83	1.4796			-1.4796	7.54	x	x	7.9910	13.61
Mon	10/09/17	244.97516	1.04991	86	1.5335			-1.5335	7.23	x	x	8.0449	13.92
Tue	10/10/17	244.99881	1.05001	87	1.5515			-1.5515	7.13	x	x	8.0629	14.02
Wed	10/11/17	245.02245	1.05011	88	1.5695			-1.5695	7.03	x	x	8.0809	14.12
Thu	10/12/17	245.04610	1.05021	89	1.5874			-1.5874	6.93	x	x	8.0988	14.22
Fri	10/13/17	245.06974	1.05031	90	1.6054			-1.6054	6.83	x	x	8.1168	14.32
Mon	10/16/17	245.14068	1.05062	93	1.6594			-1.6594	6.52	x	x	8.1708	14.63
Tue	10/17/17	245.16432	1.05072	94	1.6774			-1.6774	6.42	x	x	8.1888	14.73
Wed	10/18/17	245.18797	1.05082	95	1.6954			-1.6954	6.32	x	x	8.2068	14.83
Thu	10/19/17	245.21161	1.05092	96	1.7135			-1.7135	6.22	x	x	8.2249	14.93
Fri	10/20/17	245.23526	1.05102	97	1.7315			-1.7315	6.12	x	x	8.2429	15.03
Mon	10/23/17	245.30619	1.05132	100	1.7855			-1.7855	5.82	x	x	8.2969	15.33
Tue	10/24/17	245.32984	1.05143	101	1.8036			-1.8036	5.71	x	x	8.3150	15.44
Wed	10/25/17	245.35348	1.05153	102	1.8216			-1.8216	5.61	x	x	8.3330	15.54
Thu	10/26/17	245.37713	1.05163	103	1.8396			-1.8396	5.51	x	x	8.3510	15.64
Fri	10/27/17	245.40077	1.05173	104	1.8577			-1.8577	5.41	x	x	8.3691	15.74
Mon	10/30/17	245.47171	1.05203	107	1.9118			-1.9118	5.11	x	x	8.4232	16.04
Tue	10/31/17	245.49535	1.05214	108	1.9299			-1.9299	5.00	x	x	8.4413	16.15
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	1.05224	109	1.9479			-1.9479	4.90	x	x	8.4593	16.25
Thu	11/02/17	245.56233	1.05242	110	1.9661			-1.9661	4.72	x	x	8.4775	16.43
Fri	11/03/17	245.60567	1.05261	111	1.9844			-1.9844	4.53	x	x	8.4958	16.62
Mon	11/06/17	245.73567	1.05317	114	2.0391			-2.0391	3.97	x	x	8.5505	17.18
Tue	11/07/17	245.77900	1.05335	115	2.0573			-2.0573	3.79	x	x	8.5687	17.36
Wed	11/08/17	245.82233	1.05354	116	2.0756			-2.0756	3.60	x	x	8.5870	17.55
Thu	11/09/17	245.86567	1.05372	117	2.0938			-2.0938	3.42	x	x	8.6052	17.73
Fri	11/10/17	245.90900	1.05391	118	2.1121			-2.1121	3.23	x	x	8.6235	17.92
Mon	11/13/17	246.03900	1.05447	121	2.1670			-2.1670	2.67	x	x	8.6784	18.48
Tue	11/14/17	246.08233	1.05465	122	2.1852			-2.1852	2.49	x	x	8.6966	18.66
Wed	11/15/17	246.12567	1.05484	123	2.2036			-2.2036	2.30	x	x	8.7150	18.85
Thu	11/16/17	246.16900	1.05502	124	2.2218			-2.2218	2.12	x	x	8.7332	19.03
Fri	11/17/17	246.21233	1.05521	125	2.2402			-2.2402	1.93	x	x	8.7516	19.22
Mon	11/20/17	246.34233	1.05577	128	2.2952			-2.2952	1.37	x	x	8.8066	19.78
Tue	11/21/17	246.38567	1.05595	129	2.3135			-2.3135	1.19	x	x	8.8249	19.96
Wed	11/22/17	246.42900	1.05614	130	2.3318			-2.3318	1.00	x	x	8.8432	20.15
Thu	11/23/17	246.47233	1.05632	131	2.3502			-2.3502	0.82	x	x	8.8616	20.33
Fri	11/24/17	246.51567	1.05651	132	2.3685			-2.3685	0.63	x	x	8.8799	20.52
Mon	11/27/17	246.64567	1.05707	135	2.4236			-2.4236	0.07	x	x	8.9350	21.08
Tue	11/28/17	246.68900	1.05725	136	2.4420			-2.4420	-0.11	x	x	8.9534	21.26
Wed	11/29/17	246.73233	1.05744	137	2.4604			-2.4604	-0.30	x	x	8.9718	21.45
Thu	11/30/17	246.77567	1.05762	138	2.4788			-2.4788	-0.48	x	x	8.9902	21.63
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	1.05781	139	2.4972			-2.4972	-0.67	x	x	9.0086	21.82
Mon	12/04/17	246.80390	1.05774	142	2.5509			-2.5509	-0.60	x	x	9.0623	21.75
Tue	12/05/17	246.79887	1.05772	143	2.5689			-2.5689	-0.58	x	x	9.0803	21.73
Wed	12/06/17	246.79384	1.05770	144	2.5868			-2.5868	-0.56	x	x	9.0982	21.71
Thu	12/07/17	246.78881	1.05768	145	2.6047			-2.6047	-0.54	x	x	9.1161	21.69
Fri	12/08/17	246.78377	1.05766	146	2.6226			-2.6226	-0.52	x	x	9.1340	21.67
Mon	12/11/17	246.76868	1.05759	149	2.6763			-2.6763	-0.45	x	x	9.1877	21.60
Tue	12/12/17	246.76365	1.05757	150	2.6942			-2.6942	-0.43	x	x	9.2056	21.58
Wed	12/13/17	246.75861	1.05755	151	2.7121			-2.7121	-0.41	x	x	9.2235	21.56
Thu	12/14/17	246.75358	1.05753	152	2.7300			-2.7300	-0.39	x	x	9.2414	21.54
Fri	12/15/17	246.74855	1.05751	153	2.7479			-2.7479	-0.37	x	x	9.2593	21.52
Mon	12/18/17	246.73345	1.05744	156	2.8016			-2.8016	-0.30	x	x	9.3130	21.45
Tue	12/19/17	246.72842	1.05742	157	2.8195			-2.8195	-0.28	x	x	9.3309	21.43
Wed	12/20/17	246.72339	1.05740	158	2.8375			-2.8375	-0.26	x	x	9.3489	21.41
Thu	12/21/17	246.71835	1.05738	159	2.8554			-2.8554	-0.24	x	x	9.3668	21.39
Fri	12/22/17	246.71332	1.05736	160	2.8733			-2.8733	-0.22	x	x	9.3847	21.37
Mon	12/25/17	246.69823	1.05729	163	2.9269			-2.9269	-0.15	x	x	9.4383	21.30
Tue	12/26/17	246.69319	1.05727	164	2.9448			-2.9448	-0.13	x	x	9.4562	21.28
Wed	12/27/17	246.68816	1.05725	165	2.9627			-2.9627	-0.11	x	x	9.4741	21.26
Thu	12/28/17	246.68313	1.05723	166	2.9806			-2.9806	-0.09	x	x	9.4920	21.24
Fri	12/29/17	246.67810	1.05720	167	2.9985			-2.9985	-0.06	x	x	9.5099	21.21
Mon	01/01/18	246.66300	1.05714

Generated 12/13/17 10:09