1.375% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2044

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

CUSIP Number	912810RF7	Interest 02/15/17 (184 days)	$7.1209
Dated Date	February 15, 2014	Interest 08/15/17 (181 days)	$7.2223
Ref CPI on Dated Date	233.05900	Interest Total	$14.3432
Original Issue Date	February 28, 2014	Interest 02/15/18 (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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Sun	01/01/17	241.72900	1.03720	139	5.3868	x	x	8.9564	21.17			5.3868	0.00
Mon	01/02/17	241.71687	1.03715	140	5.4253	x	x	8.9179	21.22			5.4253	-0.05
Tue	01/03/17	241.70474	1.03710	141	5.4638	x	x	8.8794	21.27			5.4638	-0.10
Wed	01/04/17	241.69261	1.03704	142	5.5022	x	x	8.8410	21.33			5.5022	-0.16
Thu	01/05/17	241.68048	1.03699	143	5.5407	x	x	8.8025	21.38			5.5407	-0.21
Fri	01/06/17	241.66835	1.03694	144	5.5792	x	x	8.7640	21.43			5.5792	-0.26
Mon	01/09/17	241.63197	1.03678	147	5.6945	x	x	8.6487	21.59			5.6945	-0.42
Tue	01/10/17	241.61984	1.03673	148	5.7330	x	x	8.6102	21.64			5.7330	-0.47
Wed	01/11/17	241.60771	1.03668	149	5.7715	x	x	8.5717	21.69			5.7715	-0.52
Thu	01/12/17	241.59558	1.03663	150	5.8099	x	x	8.5333	21.74			5.8099	-0.57
Fri	01/13/17	241.58345	1.03658	151	5.8484	x	x	8.4948	21.79			5.8484	-0.62
Mon	01/16/17	241.54706	1.03642	154	5.9636	x	x	8.3796	21.95			5.9636	-0.78
Tue	01/17/17	241.53494	1.03637	155	6.0021	x	x	8.3411	22.00			6.0021	-0.83
Wed	01/18/17	241.52281	1.03632	156	6.0405	x	x	8.3027	22.05			6.0405	-0.88
Thu	01/19/17	241.51068	1.03626	157	6.0789	x	x	8.2643	22.11			6.0789	-0.94
Fri	01/20/17	241.49855	1.03621	158	6.1173	x	x	8.2259	22.16			6.1173	-0.99
Mon	01/23/17	241.46216	1.03606	161	6.2325	x	x	8.1107	22.31			6.2325	-1.14
Tue	01/24/17	241.45003	1.03600	162	6.2709	x	x	8.0723	22.37			6.2709	-1.20
Wed	01/25/17	241.43790	1.03595	163	6.3093	x	x	8.0339	22.42			6.3093	-1.25
Thu	01/26/17	241.42577	1.03590	164	6.3477	x	x	7.9955	22.47			6.3477	-1.30
Fri	01/27/17	241.41365	1.03585	165	6.3861	x	x	7.9571	22.52			6.3861	-1.35
Mon	01/30/17	241.37726	1.03569	168	6.5012	x	x	7.8420	22.68			6.5012	-1.51
Tue	01/31/17	241.36513	1.03564	169	6.5396	x	x	7.8036	22.73			6.5396	-1.56
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	02/01/17	241.35300	1.03559	170	6.5780	x	x	7.7652	22.78			6.5780	-1.61
Thu	02/02/17	241.35582	1.03560	171	6.6167	x	x	7.7265	22.77			6.6167	-1.60
Fri	02/03/17	241.35864	1.03561	172	6.6555	x	x	7.6877	22.76			6.6555	-1.59
Mon	02/06/17	241.36711	1.03565	175	6.7718	x	x	7.5714	22.72			6.7718	-1.55
Tue	02/07/17	241.36993	1.03566	176	6.8106	x	x	7.5326	22.71			6.8106	-1.54
Wed	02/08/17	241.37275	1.03567	177	6.8494	x	x	7.4938	22.70			6.8494	-1.53
Thu	02/09/17	241.37557	1.03568	178	6.8881	x	x	7.4551	22.69			6.8881	-1.52
Fri	02/10/17	241.37839	1.03570	179	6.9269	x	x	7.4163	22.67			6.9269	-1.50
Mon	02/13/17	241.38686	1.03573	182	7.0432	x	x	7.3000	22.64			7.0432	-1.47
Tue	02/14/17	241.38968	1.03574	183	7.0820	x	x	7.2612	22.63			7.0820	-1.46
Wed	02/15/17	241.39250	1.03576	0	0.0000		x	7.2223	22.61	x		7.1209	-1.44
Thu	02/16/17	241.39532	1.03577	1	0.0393		x	7.1830	22.60	x		7.1602	-1.43
Fri	02/17/17	241.39814	1.03578	2	0.0787		x	7.1436	22.59	x		7.1996	-1.42
Mon	02/20/17	241.40661	1.03582	5	0.1967		x	7.0256	22.55	x		7.3176	-1.38
Tue	02/21/17	241.40943	1.03583	6	0.2361		x	6.9862	22.54	x		7.3570	-1.37
Wed	02/22/17	241.41225	1.03584	7	0.2754		x	6.9469	22.53	x		7.3963	-1.36
Thu	02/23/17	241.41507	1.03585	8	0.3148		x	6.9075	22.52	x		7.4357	-1.35
Fri	02/24/17	241.41789	1.03587	9	0.3541		x	6.8682	22.50	x		7.4750	-1.33
Mon	02/27/17	241.42636	1.03590	12	0.4722		x	6.7501	22.47	x		7.5931	-1.30
Tue	02/28/17	241.42918	1.03591	13	0.5115		x	6.7108	22.46	x		7.6324	-1.29
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	03/01/17	241.43200	1.03593	14	0.5509		x	6.6714	22.44	x		7.6718	-1.27
Thu	03/02/17	241.47739	1.03612	15	0.5903		x	6.6320	22.25	x		7.7112	-1.08
Fri	03/03/17	241.52277	1.03632	16	0.6298		x	6.5925	22.05	x		7.7507	-0.88
Mon	03/06/17	241.65894	1.03690	19	0.7483		x	6.4740	21.47	x		7.8692	-0.30
Tue	03/07/17	241.70432	1.03709	20	0.7878		x	6.4345	21.28	x		7.9087	-0.11
Wed	03/08/17	241.74971	1.03729	21	0.8274		x	6.3949	21.08	x		7.9483	0.09
Thu	03/09/17	241.79510	1.03748	22	0.8670		x	6.3553	20.89	x		7.9879	0.28
Fri	03/10/17	241.84048	1.03768	23	0.9065		x	6.3158	20.69	x		8.0274	0.48
Mon	03/13/17	241.97665	1.03826	26	1.0254		x	6.1969	20.11	x		8.1463	1.06
Tue	03/14/17	242.02203	1.03846	27	1.0650		x	6.1573	19.91	x		8.1859	1.26
Wed	03/15/17	242.06742	1.03865	28	1.1046		x	6.1177	19.72	x		8.2255	1.45
Thu	03/16/17	242.11281	1.03885	29	1.1443		x	6.0780	19.52	x		8.2652	1.65
Fri	03/17/17	242.15819	1.03904	30	1.1840		x	6.0383	19.33	x		8.3049	1.84
Mon	03/20/17	242.29435	1.03963	33	1.3031		x	5.9192	18.74	x		8.4240	2.43
Tue	03/21/17	242.33974	1.03982	34	1.3429		x	5.8794	18.55	x		8.4638	2.62
Wed	03/22/17	242.38513	1.04002	35	1.3826		x	5.8397	18.35	x		8.5035	2.82
Thu	03/23/17	242.43052	1.04021	36	1.4224		x	5.7999	18.16	x		8.5433	3.01
Fri	03/24/17	242.47590	1.04041	37	1.4622		x	5.7601	17.96	x		8.5831	3.21
Mon	03/27/17	242.61206	1.04099	40	1.5816		x	5.6407	17.38	x		8.7025	3.79
Tue	03/28/17	242.65745	1.04118	41	1.6215		x	5.6008	17.19	x		8.7424	3.98
Wed	03/29/17	242.70284	1.04138	42	1.6613		x	5.5610	16.99	x		8.7822	4.18
Thu	03/30/17	242.74823	1.04157	43	1.7012		x	5.5211	16.80	x		8.8221	4.37
Fri	03/31/17	242.79361	1.04177	44	1.7411		x	5.4812	16.60	x		8.8620	4.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	04/03/17	242.88993	1.04218	47	1.8605		x	5.3618	16.19	x		8.9814	4.98
Tue	04/04/17	242.91540	1.04229	48	1.9003		x	5.3220	16.08	x		9.0212	5.09
Wed	04/05/17	242.94087	1.04240	49	1.9401		x	5.2822	15.97	x		9.0610	5.20
Thu	04/06/17	242.96633	1.04251	50	1.9799		x	5.2424	15.86	x		9.1008	5.31
Fri	04/07/17	242.99180	1.04262	51	2.0197		x	5.2026	15.75	x		9.1406	5.42
Mon	04/10/17	243.06820	1.04295	54	2.1392		x	5.0831	15.42	x		9.2601	5.75
Tue	04/11/17	243.09367	1.04306	55	2.1790		x	5.0433	15.31	x		9.2999	5.86
Wed	04/12/17	243.11913	1.04317	56	2.2189		x	5.0034	15.20	x		9.3398	5.97
Thu	04/13/17	243.14460	1.04327	57	2.2587		x	4.9636	15.10	x		9.3796	6.07
Fri	04/14/17	243.17007	1.04338	58	2.2986		x	4.9237	14.99	x		9.4195	6.18
Mon	04/17/17	243.24647	1.04371	61	2.4183		x	4.8040	14.66	x		9.5392	6.51
Tue	04/18/17	243.27193	1.04382	62	2.4582		x	4.7641	14.55	x		9.5791	6.62
Wed	04/19/17	243.29740	1.04393	63	2.4981		x	4.7242	14.44	x		9.6190	6.73
Thu	04/20/17	243.32287	1.04404	64	2.5380		x	4.6843	14.33	x		9.6589	6.84
Fri	04/21/17	243.34833	1.04415	65	2.5779		x	4.6444	14.22	x		9.6988	6.95
Mon	04/24/17	243.42473	1.04448	68	2.6978		x	4.5245	13.89	x		9.8187	7.28
Tue	04/25/17	243.45020	1.04459	69	2.7377		x	4.4846	13.78	x		9.8586	7.39
Wed	04/26/17	243.47567	1.04470	70	2.7777		x	4.4446	13.67	x		9.8986	7.50
Thu	04/27/17	243.50113	1.04480	71	2.8176		x	4.4047	13.57	x		9.9385	7.60
Fri	04/28/17	243.52660	1.04491	72	2.8576		x	4.3647	13.46	x		9.9785	7.71
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	05/01/17	243.60300	1.04524	75	2.9776		x	4.2447	13.13	x		10.0985	8.04
Tue	05/02/17	243.60939	1.04527	76	3.0174		x	4.2049	13.10	x		10.1383	8.07
Wed	05/03/17	243.61577	1.04530	77	3.0572		x	4.1651	13.07	x		10.1781	8.10
Thu	05/04/17	243.62216	1.04532	78	3.0970		x	4.1253	13.05	x		10.2179	8.12
Fri	05/05/17	243.62855	1.04535	79	3.1368		x	4.0855	13.02	x		10.2577	8.15
Mon	05/08/17	243.64771	1.04543	82	3.2561		x	3.9662	12.94	x		10.3770	8.23
Tue	05/09/17	243.65410	1.04546	83	3.2959		x	3.9264	12.91	x		10.4168	8.26
Wed	05/10/17	243.66048	1.04549	84	3.3357		x	3.8866	12.88	x		10.4566	8.29
Thu	05/11/17	243.66687	1.04552	85	3.3756		x	3.8467	12.85	x		10.4965	8.32
Fri	05/12/17	243.67326	1.04554	86	3.4153		x	3.8070	12.83	x		10.5362	8.34
Mon	05/15/17	243.69242	1.04563	89	3.5348		x	3.6875	12.74	x		10.6557	8.43
Tue	05/16/17	243.69881	1.04565	90	3.5746		x	3.6477	12.72	x		10.6955	8.45
Wed	05/17/17	243.70519	1.04568	91	3.6144		x	3.6079	12.69	x		10.7353	8.48
Thu	05/18/17	243.71158	1.04571	92	3.6542		x	3.5681	12.66	x		10.7751	8.51
Fri	05/19/17	243.71797	1.04574	93	3.6940		x	3.5283	12.63	x		10.8149	8.54
Mon	05/22/17	243.73713	1.04582	96	3.8135		x	3.4088	12.55	x		10.9344	8.62
Tue	05/23/17	243.74352	1.04584	97	3.8533		x	3.3690	12.53	x		10.9742	8.64
Wed	05/24/17	243.74990	1.04587	98	3.8931		x	3.3292	12.50	x		11.0140	8.67
Thu	05/25/17	243.75629	1.04590	99	3.9330		x	3.2893	12.47	x		11.0539	8.70
Fri	05/26/17	243.76268	1.04593	100	3.9728		x	3.2495	12.44	x		11.0937	8.73
Mon	05/29/17	243.78184	1.04601	103	4.0923		x	3.1300	12.36	x		11.2132	8.81
Tue	05/30/17	243.78823	1.04604	104	4.1321		x	3.0902	12.33	x		11.2530	8.84
Wed	05/31/17	243.79461	1.04606	105	4.1720		x	3.0503	12.31	x		11.2929	8.86
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	06/01/17	243.80100	1.04609	106	4.2118		x	3.0105	12.28	x		11.3327	8.89
Fri	06/02/17	243.82510	1.04619	107	4.2520		x	2.9703	12.18	x		11.3729	8.99
Mon	06/05/17	243.89740	1.04650	110	4.3725		x	2.8498	11.87	x		11.4934	9.30
Tue	06/06/17	243.92150	1.04661	111	4.4127		x	2.8096	11.76	x		11.5336	9.41
Wed	06/07/17	243.94560	1.04671	112	4.4529		x	2.7694	11.66	x		11.5738	9.51
Thu	06/08/17	243.96970	1.04682	113	4.4931		x	2.7292	11.55	x		11.6140	9.62
Fri	06/09/17	243.99380	1.04692	114	4.5333		x	2.6890	11.45	x		11.6542	9.72
Mon	06/12/17	244.06610	1.04723	117	4.6540		x	2.5683	11.14	x		11.7749	10.03
Tue	06/13/17	244.09020	1.04733	118	4.6942		x	2.5281	11.04	x		11.8151	10.13
Wed	06/14/17	244.11430	1.04744	119	4.7345		x	2.4878	10.93	x		11.8554	10.24
Thu	06/15/17	244.13840	1.04754	120	4.7747		x	2.4476	10.83	x		11.8956	10.34
Fri	06/16/17	244.16250	1.04764	121	4.8149		x	2.4074	10.73	x		11.9358	10.44
Mon	06/19/17	244.23480	1.04795	124	4.9358		x	2.2865	10.42	x		12.0567	10.75
Tue	06/20/17	244.25890	1.04806	125	4.9761		x	2.2462	10.31	x		12.0970	10.86
Wed	06/21/17	244.28300	1.04816	126	5.0164		x	2.2059	10.21	x		12.1373	10.96
Thu	06/22/17	244.30710	1.04826	127	5.0567		x	2.1656	10.11	x		12.1776	11.06
Fri	06/23/17	244.33120	1.04837	128	5.0970		x	2.1253	10.00	x		12.2179	11.17
Mon	06/26/17	244.40350	1.04868	131	5.2181		x	2.0042	9.69	x		12.3390	11.48
Tue	06/27/17	244.42760	1.04878	132	5.2584		x	1.9639	9.59	x		12.3793	11.58
Wed	06/28/17	244.45170	1.04888	133	5.2987		x	1.9236	9.49	x		12.4196	11.68
Thu	06/29/17	244.47580	1.04899	134	5.3391		x	1.8832	9.38	x		12.4600	11.79
Fri	06/30/17	244.49990	1.04909	135	5.3795		x	1.8428	9.28	x		12.5004	11.89
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	07/03/17	244.53748	1.04925	138	5.4999		x	1.7224	9.12	x		12.6208	12.05
Tue	07/04/17	244.54423	1.04928	139	5.5399		x	1.6824	9.09	x		12.6608	12.08
Wed	07/05/17	244.55097	1.04931	140	5.5799		x	1.6424	9.06	x		12.7008	12.11
Thu	07/06/17	244.55771	1.04934	141	5.6199		x	1.6024	9.03	x		12.7408	12.14
Fri	07/07/17	244.56445	1.04937	142	5.6599		x	1.5624	9.00	x		12.7808	12.17
Mon	07/10/17	244.58468	1.04945	145	5.7799		x	1.4424	8.92	x		12.9008	12.25
Tue	07/11/17	244.59142	1.04948	146	5.8200		x	1.4023	8.89	x		12.9409	12.28
Wed	07/12/17	244.59816	1.04951	147	5.8600		x	1.3623	8.86	x		12.9809	12.31
Thu	07/13/17	244.60490	1.04954	148	5.9000		x	1.3223	8.83	x		13.0209	12.34
Fri	07/14/17	244.61165	1.04957	149	5.9401		x	1.2822	8.80	x		13.0610	12.37
Mon	07/17/17	244.63187	1.04966	152	6.0602		x	1.1621	8.71	x		13.1811	12.46
Tue	07/18/17	244.63861	1.04969	153	6.1002		x	1.1221	8.68	x		13.2211	12.49
Wed	07/19/17	244.64535	1.04971	154	6.1402		x	1.0821	8.66	x		13.2611	12.51
Thu	07/20/17	244.65210	1.04974	155	6.1803		x	1.0420	8.63	x		13.3012	12.54
Fri	07/21/17	244.65884	1.04977	156	6.2203		x	1.0020	8.60	x		13.3412	12.57
Mon	07/24/17	244.67906	1.04986	159	6.3405		x	0.8818	8.51	x		13.4614	12.66
Tue	07/25/17	244.68581	1.04989	160	6.3805		x	0.8418	8.48	x		13.5014	12.69
Wed	07/26/17	244.69255	1.04992	161	6.4206		x	0.8017	8.45	x		13.5415	12.72
Thu	07/27/17	244.69929	1.04995	162	6.4607		x	0.7616	8.42	x		13.5816	12.75
Fri	07/28/17	244.70603	1.04997	163	6.5007		x	0.7216	8.40	x		13.6216	12.77
Mon	07/31/17	244.72626	1.05006	166	6.6209		x	0.6014	8.31	x		13.7418	12.86
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	08/01/17	244.73300	1.05009	167	6.6610		x	0.5613	8.28	x		13.7819	12.89
Wed	08/02/17	244.74016	1.05012	168	6.7010		x	0.5213	8.25	x		13.8219	12.92
Thu	08/03/17	244.74732	1.05015	169	6.7411		x	0.4812	8.22	x		13.8620	12.95
Fri	08/04/17	244.75448	1.05018	170	6.7812		x	0.4411	8.19	x		13.9021	12.98
Mon	08/07/17	244.77597	1.05027	173	6.9015		x	0.3208	8.10	x		14.0224	13.07
Tue	08/08/17	244.78313	1.05031	174	6.9416		x	0.2807	8.06	x		14.0625	13.11
Wed	08/09/17	244.79029	1.05034	175	6.9817		x	0.2406	8.03	x		14.1026	13.14
Thu	08/10/17	244.79745	1.05037	176	7.0218		x	0.2005	8.00	x		14.1427	13.17
Fri	08/11/17	244.80461	1.05040	177	7.0619		x	0.1604	7.97	x		14.1828	13.20
Mon	08/14/17	244.82610	1.05049	180	7.1822		x	0.0401	7.88	x		14.3031	13.29
Tue	08/15/17	244.83326	1.05052	0	0.0000			0.0000	7.85	x	x	14.3432	13.32
Wed	08/16/17	244.84042	1.05055	1	0.0393			-0.0393	7.82	x	x	14.3825	13.35
Thu	08/17/17	244.84758	1.05058	2	0.0785			-0.0785	7.79	x	x	14.4217	13.38
Fri	08/18/17	244.85474	1.05061	3	0.1178			-0.1178	7.76	x	x	14.4610	13.41
Mon	08/21/17	244.87623	1.05070	6	0.2356			-0.2356	7.67	x	x	14.5788	13.50
Tue	08/22/17	244.88339	1.05074	7	0.2748			-0.2748	7.63	x	x	14.6180	13.54
Wed	08/23/17	244.89055	1.05077	8	0.3141			-0.3141	7.60	x	x	14.6573	13.57
Thu	08/24/17	244.89771	1.05080	9	0.3534			-0.3534	7.57	x	x	14.6966	13.60
Fri	08/25/17	244.90487	1.05083	10	0.3926			-0.3926	7.54	x	x	14.7358	13.63
Mon	08/28/17	244.92635	1.05092	13	0.5105			-0.5105	7.45	x	x	14.8537	13.72
Tue	08/29/17	244.93352	1.05095	14	0.5497			-0.5497	7.42	x	x	14.8929	13.75
Wed	08/30/17	244.94068	1.05098	15	0.5890			-0.5890	7.39	x	x	14.9322	13.78
Thu	08/31/17	244.94784	1.05101	16	0.6283			-0.6283	7.36	x	x	14.9715	13.81
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	09/01/17	244.95500	1.05104	17	0.6676			-0.6676	7.33	x	x	15.0108	13.84
Mon	09/04/17	244.93810	1.05097	20	0.7854			-0.7854	7.40	x	x	15.1286	13.77
Tue	09/05/17	244.93247	1.05095	21	0.8246			-0.8246	7.42	x	x	15.1678	13.75
Wed	09/06/17	244.92683	1.05092	22	0.8639			-0.8639	7.45	x	x	15.2071	13.72
Thu	09/07/17	244.92120	1.05090	23	0.9031			-0.9031	7.47	x	x	15.2463	13.70
Fri	09/08/17	244.91557	1.05087	24	0.9424			-0.9424	7.50	x	x	15.2856	13.67
Mon	09/11/17	244.89867	1.05080	27	1.0601			-1.0601	7.57	x	x	15.4033	13.60
Tue	09/12/17	244.89303	1.05078	28	1.0993			-1.0993	7.59	x	x	15.4425	13.58
Wed	09/13/17	244.88740	1.05075	29	1.1386			-1.1386	7.62	x	x	15.4818	13.55
Thu	09/14/17	244.88177	1.05073	30	1.1778			-1.1778	7.64	x	x	15.5210	13.53
Fri	09/15/17	244.87613	1.05070	31	1.2170			-1.2170	7.67	x	x	15.5602	13.50
Mon	09/18/17	244.85923	1.05063	34	1.3347			-1.3347	7.74	x	x	15.6779	13.43
Tue	09/19/17	244.85360	1.05061	35	1.3739			-1.3739	7.76	x	x	15.7171	13.41
Wed	09/20/17	244.84797	1.05058	36	1.4131			-1.4131	7.79	x	x	15.7563	13.38
Thu	09/21/17	244.84233	1.05056	37	1.4524			-1.4524	7.81	x	x	15.7956	13.36
Fri	09/22/17	244.83670	1.05054	38	1.4916			-1.4916	7.83	x	x	15.8348	13.34
Mon	09/25/17	244.81980	1.05046	41	1.6092			-1.6092	7.91	x	x	15.9524	13.26
Tue	09/26/17	244.81417	1.05044	42	1.6484			-1.6484	7.93	x	x	15.9916	13.24
Wed	09/27/17	244.80853	1.05041	43	1.6876			-1.6876	7.96	x	x	16.0308	13.21
Thu	09/28/17	244.80290	1.05039	44	1.7269			-1.7269	7.98	x	x	16.0701	13.19
Fri	09/29/17	244.79727	1.05037	45	1.7661			-1.7661	8.00	x	x	16.1093	13.17
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	10/02/17	244.80965	1.05042	48	1.8839			-1.8839	7.95	x	x	16.2271	13.22
Tue	10/03/17	244.83329	1.05052	49	1.9233			-1.9233	7.85	x	x	16.2665	13.32
Wed	10/04/17	244.85694	1.05062	50	1.9628			-1.9628	7.75	x	x	16.3060	13.42
Thu	10/05/17	244.88058	1.05072	51	2.0022			-2.0022	7.65	x	x	16.3454	13.52
Fri	10/06/17	244.90423	1.05083	52	2.0417			-2.0417	7.54	x	x	16.3849	13.63
Mon	10/09/17	244.97516	1.05113	55	2.1601			-2.1601	7.24	x	x	16.5033	13.93
Tue	10/10/17	244.99881	1.05123	56	2.1996			-2.1996	7.14	x	x	16.5428	14.03
Wed	10/11/17	245.02245	1.05133	57	2.2391			-2.2391	7.04	x	x	16.5823	14.13
Thu	10/12/17	245.04610	1.05143	58	2.2786			-2.2786	6.94	x	x	16.6218	14.23
Fri	10/13/17	245.06974	1.05154	59	2.3181			-2.3181	6.83	x	x	16.6613	14.34
Mon	10/16/17	245.14068	1.05184	62	2.4367			-2.4367	6.53	x	x	16.7799	14.64
Tue	10/17/17	245.16432	1.05194	63	2.4762			-2.4762	6.43	x	x	16.8194	14.74
Wed	10/18/17	245.18797	1.05204	64	2.5157			-2.5157	6.33	x	x	16.8589	14.84
Thu	10/19/17	245.21161	1.05214	65	2.5553			-2.5553	6.23	x	x	16.8985	14.94
Fri	10/20/17	245.23526	1.05225	66	2.5949			-2.5949	6.12	x	x	16.9381	15.05
Mon	10/23/17	245.30619	1.05255	69	2.7136			-2.7136	5.82	x	x	17.0568	15.35
Tue	10/24/17	245.32984	1.05265	70	2.7532			-2.7532	5.72	x	x	17.0964	15.45
Wed	10/25/17	245.35348	1.05275	71	2.7928			-2.7928	5.62	x	x	17.1360	15.55
Thu	10/26/17	245.37713	1.05285	72	2.8324			-2.8324	5.52	x	x	17.1756	15.65
Fri	10/27/17	245.40077	1.05296	73	2.8720			-2.8720	5.41	x	x	17.2152	15.76
Mon	10/30/17	245.47171	1.05326	76	2.9909			-2.9909	5.11	x	x	17.3341	16.06
Tue	10/31/17	245.49535	1.05336	77	3.0306			-3.0306	5.01	x	x	17.3738	16.16
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	11/01/17	245.51900	1.05346	78	3.0702			-3.0702	4.91	x	x	17.4134	16.26
Thu	11/02/17	245.56233	1.05365	79	3.1101			-3.1101	4.72	x	x	17.4533	16.45
Fri	11/03/17	245.60567	1.05383	80	3.1500			-3.1500	4.54	x	x	17.4932	16.63
Mon	11/06/17	245.73567	1.05439	83	3.2699			-3.2699	3.98	x	x	17.6131	17.19
Tue	11/07/17	245.77900	1.05458	84	3.3099			-3.3099	3.79	x	x	17.6531	17.38
Wed	11/08/17	245.82233	1.05476	85	3.3499			-3.3499	3.61	x	x	17.6931	17.56
Thu	11/09/17	245.86567	1.05495	86	3.3899			-3.3899	3.42	x	x	17.7331	17.75
Fri	11/10/17	245.90900	1.05514	87	3.4299			-3.4299	3.23	x	x	17.7731	17.94
Mon	11/13/17	246.03900	1.05569	90	3.5500			-3.5500	2.68	x	x	17.8932	18.49
Tue	11/14/17	246.08233	1.05588	91	3.5901			-3.5901	2.49	x	x	17.9333	18.68
Wed	11/15/17	246.12567	1.05607	92	3.6302			-3.6302	2.30	x	x	17.9734	18.87
Thu	11/16/17	246.16900	1.05625	93	3.6703			-3.6703	2.12	x	x	18.0135	19.05
Fri	11/17/17	246.21233	1.05644	94	3.7105			-3.7105	1.93	x	x	18.0537	19.24
Mon	11/20/17	246.34233	1.05700	97	3.8309			-3.8309	1.37	x	x	18.1741	19.80
Tue	11/21/17	246.38567	1.05718	98	3.8711			-3.8711	1.19	x	x	18.2143	19.98
Wed	11/22/17	246.42900	1.05737	99	3.9113			-3.9113	1.00	x	x	18.2545	20.17
Thu	11/23/17	246.47233	1.05755	100	3.9514			-3.9514	0.82	x	x	18.2946	20.35
Fri	11/24/17	246.51567	1.05774	101	3.9917			-3.9917	0.63	x	x	18.3349	20.54
Mon	11/27/17	246.64567	1.05830	104	4.1124			-4.1124	0.07	x	x	18.4556	21.10
Tue	11/28/17	246.68900	1.05848	105	4.1527			-4.1527	-0.11	x	x	18.4959	21.28
Wed	11/29/17	246.73233	1.05867	106	4.1930			-4.1930	-0.30	x	x	18.5362	21.47
Thu	11/30/17	246.77567	1.05885	107	4.2332			-4.2332	-0.48	x	x	18.5764	21.65
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	12/01/17	246.81900	1.05904	108	4.2736			-4.2736	-0.67	x	x	18.6168	21.84
Mon	12/04/17	246.80390	1.05898	111	4.3920			-4.3920	-0.61	x	x	18.7352	21.78
Tue	12/05/17	246.79887	1.05895	112	4.4315			-4.4315	-0.58	x	x	18.7747	21.75
Wed	12/06/17	246.79384	1.05893	113	4.4710			-4.4710	-0.56	x	x	18.8142	21.73
Thu	12/07/17	246.78881	1.05891	114	4.5104			-4.5104	-0.54	x	x	18.8536	21.71
Fri	12/08/17	246.78377	1.05889	115	4.5499			-4.5499	-0.52	x	x	18.8931	21.69
Mon	12/11/17	246.76868	1.05882	118	4.6683			-4.6683	-0.45	x	x	19.0115	21.62
Tue	12/12/17	246.76365	1.05880	119	4.7078			-4.7078	-0.43	x	x	19.0510	21.60
Wed	12/13/17	246.75861	1.05878	120	4.7472			-4.7472	-0.41	x	x	19.0904	21.58
Thu	12/14/17	246.75358	1.05876	121	4.7867			-4.7867	-0.39	x	x	19.1299	21.56
Fri	12/15/17	246.74855	1.05874	122	4.8262			-4.8262	-0.37	x	x	19.1694	21.54
Mon	12/18/17	246.73345	1.05867	125	4.9445			-4.9445	-0.30	x	x	19.2877	21.47
Tue	12/19/17	246.72842	1.05865	126	4.9840			-4.9840	-0.28	x	x	19.3272	21.45
Wed	12/20/17	246.72339	1.05863	127	5.0235			-5.0235	-0.26	x	x	19.3667	21.43
Thu	12/21/17	246.71835	1.05861	128	5.0629			-5.0629	-0.24	x	x	19.4061	21.41
Fri	12/22/17	246.71332	1.05859	129	5.1024			-5.1024	-0.22	x	x	19.4456	21.39
Mon	12/25/17	246.69823	1.05852	132	5.2207			-5.2207	-0.15	x	x	19.5639	21.32
Tue	12/26/17	246.69319	1.05850	133	5.2601			-5.2601	-0.13	x	x	19.6033	21.30
Wed	12/27/17	246.68816	1.05848	134	5.2996			-5.2996	-0.11	x	x	19.6428	21.28
Thu	12/28/17	246.68313	1.05846	135	5.3390			-5.3390	-0.09	x	x	19.6822	21.26
Fri	12/29/17	246.67810	1.05844	136	5.3785			-5.3785	-0.07	x	x	19.7217	21.24
Mon	01/01/18	246.66300	1.05837

Generated 12/13/17 10:09