0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2026

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

CUSIP Number	912828S50	Interest 01/15/17 (184 days)	$0.6298
Dated Date	July 15, 2016	Interest 07/15/17 (181 days)	$0.6378
Ref CPI on Dated Date	239.70132	Interest Total	$1.2676
Original Issue Date	July 29, 2016	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	1.00846	170	0.5823	x	x	0.6853	20.58			0.5823	0.00
Mon	01/02/17	241.71687	1.00841	171	0.5857	x	x	0.6819	20.63			0.5857	-0.05
Tue	01/03/17	241.70474	1.00836	172	0.5891	x	x	0.6785	20.68			0.5891	-0.10
Wed	01/04/17	241.69261	1.00831	173	0.5925	x	x	0.6751	20.73			0.5925	-0.15
Thu	01/05/17	241.68048	1.00826	174	0.5959	x	x	0.6717	20.78			0.5959	-0.20
Fri	01/06/17	241.66835	1.00821	175	0.5993	x	x	0.6683	20.83			0.5993	-0.25
Mon	01/09/17	241.63197	1.00805	178	0.6095	x	x	0.6581	20.99			0.6095	-0.41
Tue	01/10/17	241.61984	1.00800	179	0.6129	x	x	0.6547	21.04			0.6129	-0.46
Wed	01/11/17	241.60771	1.00795	180	0.6163	x	x	0.6513	21.09			0.6163	-0.51
Thu	01/12/17	241.59558	1.00790	181	0.6197	x	x	0.6479	21.14			0.6197	-0.56
Fri	01/13/17	241.58345	1.00785	182	0.6231	x	x	0.6445	21.19			0.6231	-0.61
Sun	01/15/17	241.55919	1.00775	0	0.0000		x	0.6378	21.29	x		0.6298	-0.71
Mon	01/16/17	241.54706	1.00770	1	0.0035		x	0.6343	21.34	x		0.6333	-0.76
Tue	01/17/17	241.53494	1.00765	2	0.0070		x	0.6308	21.39	x		0.6368	-0.81
Wed	01/18/17	241.52281	1.00760	3	0.0104		x	0.6274	21.44	x		0.6402	-0.86
Thu	01/19/17	241.51068	1.00755	4	0.0139		x	0.6239	21.49	x		0.6437	-0.91
Fri	01/20/17	241.49855	1.00750	5	0.0174		x	0.6204	21.54	x		0.6472	-0.96
Mon	01/23/17	241.46216	1.00735	8	0.0278		x	0.6100	21.69	x		0.6576	-1.11
Tue	01/24/17	241.45003	1.00730	9	0.0313		x	0.6065	21.74	x		0.6611	-1.16
Wed	01/25/17	241.43790	1.00724	10	0.0348		x	0.6030	21.80	x		0.6646	-1.22
Thu	01/26/17	241.42577	1.00719	11	0.0383		x	0.5995	21.85	x		0.6681	-1.27
Fri	01/27/17	241.41365	1.00714	12	0.0417		x	0.5961	21.90	x		0.6715	-1.32
Mon	01/30/17	241.37726	1.00699	15	0.0522		x	0.5856	22.05	x		0.6820	-1.47
Tue	01/31/17	241.36513	1.00694	16	0.0556		x	0.5822	22.10	x		0.6854	-1.52
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	1.00689	17	0.0591		x	0.5787	22.15	x		0.6889	-1.57
Thu	02/02/17	241.35582	1.00690	18	0.0626		x	0.5752	22.14	x		0.6924	-1.56
Fri	02/03/17	241.35864	1.00691	19	0.0661		x	0.5717	22.13	x		0.6959	-1.55
Mon	02/06/17	241.36711	1.00695	22	0.0765		x	0.5613	22.09	x		0.7063	-1.51
Tue	02/07/17	241.36993	1.00696	23	0.0800		x	0.5578	22.08	x		0.7098	-1.50
Wed	02/08/17	241.37275	1.00697	24	0.0835		x	0.5543	22.07	x		0.7133	-1.49
Thu	02/09/17	241.37557	1.00698	25	0.0869		x	0.5509	22.06	x		0.7167	-1.48
Fri	02/10/17	241.37839	1.00700	26	0.0904		x	0.5474	22.04	x		0.7202	-1.46
Mon	02/13/17	241.38686	1.00703	29	0.1008		x	0.5370	22.01	x		0.7306	-1.43
Tue	02/14/17	241.38968	1.00704	30	0.1043		x	0.5335	22.00	x		0.7341	-1.42
Wed	02/15/17	241.39250	1.00706	31	0.1078		x	0.5300	21.98	x		0.7376	-1.40
Thu	02/16/17	241.39532	1.00707	32	0.1113		x	0.5265	21.97	x		0.7411	-1.39
Fri	02/17/17	241.39814	1.00708	33	0.1148		x	0.5230	21.96	x		0.7446	-1.38
Mon	02/20/17	241.40661	1.00711	36	0.1252		x	0.5126	21.93	x		0.7550	-1.35
Tue	02/21/17	241.40943	1.00713	37	0.1287		x	0.5091	21.91	x		0.7585	-1.33
Wed	02/22/17	241.41225	1.00714	38	0.1322		x	0.5056	21.90	x		0.7620	-1.32
Thu	02/23/17	241.41507	1.00715	39	0.1356		x	0.5022	21.89	x		0.7654	-1.31
Fri	02/24/17	241.41789	1.00716	40	0.1391		x	0.4987	21.88	x		0.7689	-1.30
Mon	02/27/17	241.42636	1.00720	43	0.1495		x	0.4883	21.84	x		0.7793	-1.26
Tue	02/28/17	241.42918	1.00721	44	0.1530		x	0.4848	21.83	x		0.7828	-1.25
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	1.00722	45	0.1565		x	0.4813	21.82	x		0.7863	-1.24
Thu	03/02/17	241.47739	1.00741	46	0.1600		x	0.4778	21.63	x		0.7898	-1.05
Fri	03/03/17	241.52277	1.00760	47	0.1635		x	0.4743	21.44	x		0.7933	-0.86
Mon	03/06/17	241.65894	1.00817	50	0.1741		x	0.4637	20.87	x		0.8039	-0.29
Tue	03/07/17	241.70432	1.00836	51	0.1776		x	0.4602	20.68	x		0.8074	-0.10
Wed	03/08/17	241.74971	1.00855	52	0.1811		x	0.4567	20.49	x		0.8109	0.09
Thu	03/09/17	241.79510	1.00873	53	0.1846		x	0.4532	20.31	x		0.8144	0.27
Fri	03/10/17	241.84048	1.00892	54	0.1881		x	0.4497	20.12	x		0.8179	0.46
Mon	03/13/17	241.97665	1.00949	57	0.1987		x	0.4391	19.55	x		0.8285	1.03
Tue	03/14/17	242.02203	1.00968	58	0.2022		x	0.4356	19.36	x		0.8320	1.22
Wed	03/15/17	242.06742	1.00987	59	0.2057		x	0.4321	19.17	x		0.8355	1.41
Thu	03/16/17	242.11281	1.01006	60	0.2093		x	0.4285	18.98	x		0.8391	1.60
Fri	03/17/17	242.15819	1.01025	61	0.2128		x	0.4250	18.79	x		0.8426	1.79
Mon	03/20/17	242.29435	1.01082	64	0.2234		x	0.4144	18.22	x		0.8532	2.36
Tue	03/21/17	242.33974	1.01101	65	0.2269		x	0.4109	18.03	x		0.8567	2.55
Wed	03/22/17	242.38513	1.01120	66	0.2305		x	0.4073	17.84	x		0.8603	2.74
Thu	03/23/17	242.43052	1.01139	67	0.2340		x	0.4038	17.65	x		0.8638	2.93
Fri	03/24/17	242.47590	1.01158	68	0.2375		x	0.4003	17.46	x		0.8673	3.12
Mon	03/27/17	242.61206	1.01214	71	0.2481		x	0.3897	16.90	x		0.8779	3.68
Tue	03/28/17	242.65745	1.01233	72	0.2517		x	0.3861	16.71	x		0.8815	3.87
Wed	03/29/17	242.70284	1.01252	73	0.2552		x	0.3826	16.52	x		0.8850	4.06
Thu	03/30/17	242.74823	1.01271	74	0.2588		x	0.3790	16.33	x		0.8886	4.25
Fri	03/31/17	242.79361	1.01290	75	0.2623		x	0.3755	16.14	x		0.8921	4.44
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	1.01330	78	0.2729		x	0.3649	15.74	x		0.9027	4.84
Tue	04/04/17	242.91540	1.01341	79	0.2764		x	0.3614	15.63	x		0.9062	4.95
Wed	04/05/17	242.94087	1.01351	80	0.2800		x	0.3578	15.53	x		0.9098	5.05
Thu	04/06/17	242.96633	1.01362	81	0.2835		x	0.3543	15.42	x		0.9133	5.16
Fri	04/07/17	242.99180	1.01373	82	0.2870		x	0.3508	15.31	x		0.9168	5.27
Mon	04/10/17	243.06820	1.01405	85	0.2976		x	0.3402	14.99	x		0.9274	5.59
Tue	04/11/17	243.09367	1.01415	86	0.3012		x	0.3366	14.89	x		0.9310	5.69
Wed	04/12/17	243.11913	1.01426	87	0.3047		x	0.3331	14.78	x		0.9345	5.80
Thu	04/13/17	243.14460	1.01436	88	0.3082		x	0.3296	14.68	x		0.9380	5.90
Fri	04/14/17	243.17007	1.01447	89	0.3118		x	0.3260	14.57	x		0.9416	6.01
Mon	04/17/17	243.24647	1.01479	92	0.3224		x	0.3154	14.25	x		0.9522	6.33
Tue	04/18/17	243.27193	1.01490	93	0.3259		x	0.3119	14.14	x		0.9557	6.44
Wed	04/19/17	243.29740	1.01500	94	0.3295		x	0.3083	14.04	x		0.9593	6.54
Thu	04/20/17	243.32287	1.01511	95	0.3330		x	0.3048	13.93	x		0.9628	6.65
Fri	04/21/17	243.34833	1.01521	96	0.3365		x	0.3013	13.83	x		0.9663	6.75
Mon	04/24/17	243.42473	1.01553	99	0.3472		x	0.2906	13.51	x		0.9770	7.07
Tue	04/25/17	243.45020	1.01564	100	0.3507		x	0.2871	13.40	x		0.9805	7.18
Wed	04/26/17	243.47567	1.01575	101	0.3542		x	0.2836	13.29	x		0.9840	7.29
Thu	04/27/17	243.50113	1.01585	102	0.3578		x	0.2800	13.19	x		0.9876	7.39
Fri	04/28/17	243.52660	1.01596	103	0.3613		x	0.2765	13.08	x		0.9911	7.50
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	1.01628	106	0.3720		x	0.2658	12.76	x		1.0018	7.82
Tue	05/02/17	243.60939	1.01630	107	0.3755		x	0.2623	12.74	x		1.0053	7.84
Wed	05/03/17	243.61577	1.01633	108	0.3790		x	0.2588	12.71	x		1.0088	7.87
Thu	05/04/17	243.62216	1.01636	109	0.3825		x	0.2553	12.68	x		1.0123	7.90
Fri	05/05/17	243.62855	1.01638	110	0.3861		x	0.2517	12.66	x		1.0159	7.92
Mon	05/08/17	243.64771	1.01646	113	0.3966		x	0.2412	12.58	x		1.0264	8.00
Tue	05/09/17	243.65410	1.01649	114	0.4001		x	0.2377	12.55	x		1.0299	8.03
Wed	05/10/17	243.66048	1.01652	115	0.4037		x	0.2341	12.52	x		1.0335	8.06
Thu	05/11/17	243.66687	1.01654	116	0.4072		x	0.2306	12.50	x		1.0370	8.08
Fri	05/12/17	243.67326	1.01657	117	0.4107		x	0.2271	12.47	x		1.0405	8.11
Mon	05/15/17	243.69242	1.01665	120	0.4213		x	0.2165	12.39	x		1.0511	8.19
Tue	05/16/17	243.69881	1.01668	121	0.4248		x	0.2130	12.36	x		1.0546	8.22
Wed	05/17/17	243.70519	1.01670	122	0.4283		x	0.2095	12.34	x		1.0581	8.24
Thu	05/18/17	243.71158	1.01673	123	0.4318		x	0.2060	12.31	x		1.0616	8.27
Fri	05/19/17	243.71797	1.01676	124	0.4354		x	0.2024	12.28	x		1.0652	8.30
Mon	05/22/17	243.73713	1.01684	127	0.4459		x	0.1919	12.20	x		1.0757	8.38
Tue	05/23/17	243.74352	1.01686	128	0.4494		x	0.1884	12.18	x		1.0792	8.40
Wed	05/24/17	243.74990	1.01689	129	0.4530		x	0.1848	12.15	x		1.0828	8.43
Thu	05/25/17	243.75629	1.01692	130	0.4565		x	0.1813	12.12	x		1.0863	8.46
Fri	05/26/17	243.76268	1.01694	131	0.4600		x	0.1778	12.10	x		1.0898	8.48
Mon	05/29/17	243.78184	1.01702	134	0.4706		x	0.1672	12.02	x		1.1004	8.56
Tue	05/30/17	243.78823	1.01705	135	0.4741		x	0.1637	11.99	x		1.1039	8.59
Wed	05/31/17	243.79461	1.01708	136	0.4776		x	0.1602	11.96	x		1.1074	8.62
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	06/01/17	243.80100	1.01710	137	0.4812		x	0.1566	11.94	x		1.1110	8.64
Fri	06/02/17	243.82510	1.01720	138	0.4847		x	0.1531	11.84	x		1.1145	8.74
Mon	06/05/17	243.89740	1.01751	141	0.4954		x	0.1424	11.53	x		1.1252	9.05
Tue	06/06/17	243.92150	1.01761	142	0.4990		x	0.1388	11.43	x		1.1288	9.15
Wed	06/07/17	243.94560	1.01771	143	0.5025		x	0.1353	11.33	x		1.1323	9.25
Thu	06/08/17	243.96970	1.01781	144	0.5061		x	0.1317	11.23	x		1.1359	9.35
Fri	06/09/17	243.99380	1.01791	145	0.5097		x	0.1281	11.13	x		1.1395	9.45
Mon	06/12/17	244.06610	1.01821	148	0.5204		x	0.1174	10.83	x		1.1502	9.75
Tue	06/13/17	244.09020	1.01831	149	0.5239		x	0.1139	10.73	x		1.1537	9.85
Wed	06/14/17	244.11430	1.01841	150	0.5275		x	0.1103	10.63	x		1.1573	9.95
Thu	06/15/17	244.13840	1.01851	151	0.5311		x	0.1067	10.53	x		1.1609	10.05
Fri	06/16/17	244.16250	1.01861	152	0.5346		x	0.1032	10.43	x		1.1644	10.15
Mon	06/19/17	244.23480	1.01891	155	0.5453		x	0.0925	10.13	x		1.1751	10.45
Tue	06/20/17	244.25890	1.01901	156	0.5489		x	0.0889	10.03	x		1.1787	10.55
Wed	06/21/17	244.28300	1.01911	157	0.5525		x	0.0853	9.93	x		1.1823	10.65
Thu	06/22/17	244.30710	1.01921	158	0.5561		x	0.0817	9.83	x		1.1859	10.75
Fri	06/23/17	244.33120	1.01932	159	0.5596		x	0.0782	9.72	x		1.1894	10.86
Mon	06/26/17	244.40350	1.01962	162	0.5704		x	0.0674	9.42	x		1.2002	11.16
Tue	06/27/17	244.42760	1.01972	163	0.5739		x	0.0639	9.32	x		1.2037	11.26
Wed	06/28/17	244.45170	1.01982	164	0.5775		x	0.0603	9.22	x		1.2073	11.36
Thu	06/29/17	244.47580	1.01992	165	0.5811		x	0.0567	9.12	x		1.2109	11.46
Fri	06/30/17	244.49990	1.02002	166	0.5847		x	0.0531	9.02	x		1.2145	11.56
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/03/17	244.53748	1.02018	169	0.5953		x	0.0425	8.86	x		1.2251	11.72
Tue	07/04/17	244.54423	1.02020	170	0.5989		x	0.0389	8.84	x		1.2287	11.74
Wed	07/05/17	244.55097	1.02023	171	0.6024		x	0.0354	8.81	x		1.2322	11.77
Thu	07/06/17	244.55771	1.02026	172	0.6060		x	0.0318	8.78	x		1.2358	11.80
Fri	07/07/17	244.56445	1.02029	173	0.6095		x	0.0283	8.75	x		1.2393	11.83
Mon	07/10/17	244.58468	1.02037	176	0.6201		x	0.0177	8.67	x		1.2499	11.91
Tue	07/11/17	244.59142	1.02040	177	0.6237		x	0.0141	8.64	x		1.2535	11.94
Wed	07/12/17	244.59816	1.02043	178	0.6272		x	0.0106	8.61	x		1.2570	11.97
Thu	07/13/17	244.60490	1.02046	179	0.6307		x	0.0071	8.58	x		1.2605	12.00
Fri	07/14/17	244.61165	1.02049	180	0.6343		x	0.0035	8.55	x		1.2641	12.03
Sat	07/15/17	244.61839	1.02051	0	0.0000			0.0000	8.53	x	x	1.2676	12.05
Mon	07/17/17	244.63187	1.02057	2	0.0069			-0.0069	8.47	x	x	1.2745	12.11
Tue	07/18/17	244.63861	1.02060	3	0.0104			-0.0104	8.44	x	x	1.2780	12.14
Wed	07/19/17	244.64535	1.02063	4	0.0139			-0.0139	8.41	x	x	1.2815	12.17
Thu	07/20/17	244.65210	1.02065	5	0.0173			-0.0173	8.39	x	x	1.2849	12.19
Fri	07/21/17	244.65884	1.02068	6	0.0208			-0.0208	8.36	x	x	1.2884	12.22
Mon	07/24/17	244.67906	1.02077	9	0.0312			-0.0312	8.27	x	x	1.2988	12.31
Tue	07/25/17	244.68581	1.02079	10	0.0347			-0.0347	8.25	x	x	1.3023	12.33
Wed	07/26/17	244.69255	1.02082	11	0.0381			-0.0381	8.22	x	x	1.3057	12.36
Thu	07/27/17	244.69929	1.02085	12	0.0416			-0.0416	8.19	x	x	1.3092	12.39
Fri	07/28/17	244.70603	1.02088	13	0.0451			-0.0451	8.16	x	x	1.3127	12.42
Mon	07/31/17	244.72626	1.02096	16	0.0555			-0.0555	8.08	x	x	1.3231	12.50
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	1.02099	17	0.0590			-0.0590	8.05	x	x	1.3266	12.53
Wed	08/02/17	244.74016	1.02102	18	0.0624			-0.0624	8.02	x	x	1.3300	12.56
Thu	08/03/17	244.74732	1.02105	19	0.0659			-0.0659	7.99	x	x	1.3335	12.59
Fri	08/04/17	244.75448	1.02108	20	0.0694			-0.0694	7.96	x	x	1.3370	12.62
Mon	08/07/17	244.77597	1.02117	23	0.0798			-0.0798	7.87	x	x	1.3474	12.71
Tue	08/08/17	244.78313	1.02120	24	0.0833			-0.0833	7.84	x	x	1.3509	12.74
Wed	08/09/17	244.79029	1.02123	25	0.0867			-0.0867	7.81	x	x	1.3543	12.77
Thu	08/10/17	244.79745	1.02126	26	0.0902			-0.0902	7.78	x	x	1.3578	12.80
Fri	08/11/17	244.80461	1.02129	27	0.0937			-0.0937	7.75	x	x	1.3613	12.83
Mon	08/14/17	244.82610	1.02138	30	0.1041			-0.1041	7.66	x	x	1.3717	12.92
Tue	08/15/17	244.83326	1.02141	31	0.1076			-0.1076	7.63	x	x	1.3752	12.95
Wed	08/16/17	244.84042	1.02144	32	0.1110			-0.1110	7.60	x	x	1.3786	12.98
Thu	08/17/17	244.84758	1.02147	33	0.1145			-0.1145	7.57	x	x	1.3821	13.01
Fri	08/18/17	244.85474	1.02150	34	0.1180			-0.1180	7.54	x	x	1.3856	13.04
Mon	08/21/17	244.87623	1.02159	37	0.1284			-0.1284	7.45	x	x	1.3960	13.13
Tue	08/22/17	244.88339	1.02162	38	0.1319			-0.1319	7.42	x	x	1.3995	13.16
Wed	08/23/17	244.89055	1.02165	39	0.1353			-0.1353	7.39	x	x	1.4029	13.19
Thu	08/24/17	244.89771	1.02168	40	0.1388			-0.1388	7.36	x	x	1.4064	13.22
Fri	08/25/17	244.90487	1.02171	41	0.1423			-0.1423	7.33	x	x	1.4099	13.25
Mon	08/28/17	244.92635	1.02180	44	0.1527			-0.1527	7.24	x	x	1.4203	13.34
Tue	08/29/17	244.93352	1.02183	45	0.1562			-0.1562	7.21	x	x	1.4238	13.37
Wed	08/30/17	244.94068	1.02186	46	0.1597			-0.1597	7.18	x	x	1.4273	13.40
Thu	08/31/17	244.94784	1.02189	47	0.1631			-0.1631	7.15	x	x	1.4307	13.43
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	1.02192	48	0.1666			-0.1666	7.12	x	x	1.4342	13.46
Mon	09/04/17	244.93810	1.02185	51	0.1770			-0.1770	7.19	x	x	1.4446	13.39
Tue	09/05/17	244.93247	1.02182	52	0.1805			-0.1805	7.22	x	x	1.4481	13.36
Wed	09/06/17	244.92683	1.02180	53	0.1840			-0.1840	7.24	x	x	1.4516	13.34
Thu	09/07/17	244.92120	1.02178	54	0.1874			-0.1874	7.26	x	x	1.4550	13.32
Fri	09/08/17	244.91557	1.02175	55	0.1909			-0.1909	7.29	x	x	1.4585	13.29
Mon	09/11/17	244.89867	1.02168	58	0.2013			-0.2013	7.36	x	x	1.4689	13.22
Tue	09/12/17	244.89303	1.02166	59	0.2047			-0.2047	7.38	x	x	1.4723	13.20
Wed	09/13/17	244.88740	1.02164	60	0.2082			-0.2082	7.40	x	x	1.4758	13.18
Thu	09/14/17	244.88177	1.02161	61	0.2117			-0.2117	7.43	x	x	1.4793	13.15
Fri	09/15/17	244.87613	1.02159	62	0.2151			-0.2151	7.45	x	x	1.4827	13.13
Mon	09/18/17	244.85923	1.02152	65	0.2255			-0.2255	7.52	x	x	1.4931	13.06
Tue	09/19/17	244.85360	1.02149	66	0.2290			-0.2290	7.55	x	x	1.4966	13.03
Wed	09/20/17	244.84797	1.02147	67	0.2325			-0.2325	7.57	x	x	1.5001	13.01
Thu	09/21/17	244.84233	1.02145	68	0.2359			-0.2359	7.59	x	x	1.5035	12.99
Fri	09/22/17	244.83670	1.02142	69	0.2394			-0.2394	7.62	x	x	1.5070	12.96
Mon	09/25/17	244.81980	1.02135	72	0.2498			-0.2498	7.69	x	x	1.5174	12.89
Tue	09/26/17	244.81417	1.02133	73	0.2533			-0.2533	7.71	x	x	1.5209	12.87
Wed	09/27/17	244.80853	1.02131	74	0.2567			-0.2567	7.73	x	x	1.5243	12.85
Thu	09/28/17	244.80290	1.02128	75	0.2602			-0.2602	7.76	x	x	1.5278	12.82
Fri	09/29/17	244.79727	1.02126	76	0.2636			-0.2636	7.78	x	x	1.5312	12.80
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/02/17	244.80965	1.02131	79	0.2741			-0.2741	7.73	x	x	1.5417	12.85
Tue	10/03/17	244.83329	1.02141	80	0.2776			-0.2776	7.63	x	x	1.5452	12.95
Wed	10/04/17	244.85694	1.02151	81	0.2811			-0.2811	7.53	x	x	1.5487	13.05
Thu	10/05/17	244.88058	1.02161	82	0.2846			-0.2846	7.43	x	x	1.5522	13.15
Fri	10/06/17	244.90423	1.02171	83	0.2881			-0.2881	7.33	x	x	1.5557	13.25
Mon	10/09/17	244.97516	1.02200	86	0.2985			-0.2985	7.04	x	x	1.5661	13.54
Tue	10/10/17	244.99881	1.02210	87	0.3020			-0.3020	6.94	x	x	1.5696	13.64
Wed	10/11/17	245.02245	1.02220	88	0.3055			-0.3055	6.84	x	x	1.5731	13.74
Thu	10/12/17	245.04610	1.02230	89	0.3091			-0.3091	6.74	x	x	1.5767	13.84
Fri	10/13/17	245.06974	1.02240	90	0.3126			-0.3126	6.64	x	x	1.5802	13.94
Mon	10/16/17	245.14068	1.02269	93	0.3231			-0.3231	6.35	x	x	1.5907	14.23
Tue	10/17/17	245.16432	1.02279	94	0.3266			-0.3266	6.25	x	x	1.5942	14.33
Wed	10/18/17	245.18797	1.02289	95	0.3301			-0.3301	6.15	x	x	1.5977	14.43
Thu	10/19/17	245.21161	1.02299	96	0.3336			-0.3336	6.05	x	x	1.6012	14.53
Fri	10/20/17	245.23526	1.02309	97	0.3371			-0.3371	5.95	x	x	1.6047	14.63
Mon	10/23/17	245.30619	1.02338	100	0.3476			-0.3476	5.66	x	x	1.6152	14.92
Tue	10/24/17	245.32984	1.02348	101	0.3511			-0.3511	5.56	x	x	1.6187	15.02
Wed	10/25/17	245.35348	1.02358	102	0.3546			-0.3546	5.46	x	x	1.6222	15.12
Thu	10/26/17	245.37713	1.02368	103	0.3581			-0.3581	5.36	x	x	1.6257	15.22
Fri	10/27/17	245.40077	1.02378	104	0.3617			-0.3617	5.26	x	x	1.6293	15.32
Mon	10/30/17	245.47171	1.02407	107	0.3722			-0.3722	4.97	x	x	1.6398	15.61
Tue	10/31/17	245.49535	1.02417	108	0.3757			-0.3757	4.87	x	x	1.6433	15.71
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	1.02427	109	0.3792			-0.3792	4.77	x	x	1.6468	15.81
Thu	11/02/17	245.56233	1.02445	110	0.3828			-0.3828	4.59	x	x	1.6504	15.99
Fri	11/03/17	245.60567	1.02463	111	0.3863			-0.3863	4.41	x	x	1.6539	16.17
Mon	11/06/17	245.73567	1.02517	114	0.3970			-0.3970	3.87	x	x	1.6646	16.71
Tue	11/07/17	245.77900	1.02536	115	0.4005			-0.4005	3.68	x	x	1.6681	16.90
Wed	11/08/17	245.82233	1.02554	116	0.4041			-0.4041	3.50	x	x	1.6717	17.08
Thu	11/09/17	245.86567	1.02572	117	0.4076			-0.4076	3.32	x	x	1.6752	17.26
Fri	11/10/17	245.90900	1.02590	118	0.4112			-0.4112	3.14	x	x	1.6788	17.44
Mon	11/13/17	246.03900	1.02644	121	0.4219			-0.4219	2.60	x	x	1.6895	17.98
Tue	11/14/17	246.08233	1.02662	122	0.4254			-0.4254	2.42	x	x	1.6930	18.16
Wed	11/15/17	246.12567	1.02680	123	0.4290			-0.4290	2.24	x	x	1.6966	18.34
Thu	11/16/17	246.16900	1.02698	124	0.4326			-0.4326	2.06	x	x	1.7002	18.52
Fri	11/17/17	246.21233	1.02716	125	0.4361			-0.4361	1.88	x	x	1.7037	18.70
Mon	11/20/17	246.34233	1.02771	128	0.4468			-0.4468	1.33	x	x	1.7144	19.25
Tue	11/21/17	246.38567	1.02789	129	0.4504			-0.4504	1.15	x	x	1.7180	19.43
Wed	11/22/17	246.42900	1.02807	130	0.4540			-0.4540	0.97	x	x	1.7216	19.61
Thu	11/23/17	246.47233	1.02825	131	0.4575			-0.4575	0.79	x	x	1.7251	19.79
Fri	11/24/17	246.51567	1.02843	132	0.4611			-0.4611	0.61	x	x	1.7287	19.97
Mon	11/27/17	246.64567	1.02897	135	0.4718			-0.4718	0.07	x	x	1.7394	20.51
Tue	11/28/17	246.68900	1.02915	136	0.4754			-0.4754	-0.11	x	x	1.7430	20.69
Wed	11/29/17	246.73233	1.02933	137	0.4790			-0.4790	-0.29	x	x	1.7466	20.87
Thu	11/30/17	246.77567	1.02951	138	0.4826			-0.4826	-0.47	x	x	1.7502	21.05
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	1.02969	139	0.4862			-0.4862	-0.65	x	x	1.7538	21.23
Mon	12/04/17	246.80390	1.02963	142	0.4966			-0.4966	-0.59	x	x	1.7642	21.17
Tue	12/05/17	246.79887	1.02961	143	0.5001			-0.5001	-0.57	x	x	1.7677	21.15
Wed	12/06/17	246.79384	1.02959	144	0.5036			-0.5036	-0.55	x	x	1.7712	21.13
Thu	12/07/17	246.78881	1.02957	145	0.5071			-0.5071	-0.53	x	x	1.7747	21.11
Fri	12/08/17	246.78377	1.02955	146	0.5106			-0.5106	-0.51	x	x	1.7782	21.09
Mon	12/11/17	246.76868	1.02948	149	0.5210			-0.5210	-0.44	x	x	1.7886	21.02
Tue	12/12/17	246.76365	1.02946	150	0.5245			-0.5245	-0.42	x	x	1.7921	21.00
Wed	12/13/17	246.75861	1.02944	151	0.5280			-0.5280	-0.40	x	x	1.7956	20.98
Thu	12/14/17	246.75358	1.02942	152	0.5315			-0.5315	-0.38	x	x	1.7991	20.96
Fri	12/15/17	246.74855	1.02940	153	0.5350			-0.5350	-0.36	x	x	1.8026	20.94
Mon	12/18/17	246.73345	1.02934	156	0.5454			-0.5454	-0.30	x	x	1.8130	20.88
Tue	12/19/17	246.72842	1.02932	157	0.5489			-0.5489	-0.28	x	x	1.8165	20.86
Wed	12/20/17	246.72339	1.02930	158	0.5524			-0.5524	-0.26	x	x	1.8200	20.84
Thu	12/21/17	246.71835	1.02927	159	0.5559			-0.5559	-0.23	x	x	1.8235	20.81
Fri	12/22/17	246.71332	1.02925	160	0.5594			-0.5594	-0.21	x	x	1.8270	20.79
Mon	12/25/17	246.69823	1.02919	163	0.5698			-0.5698	-0.15	x	x	1.8374	20.73
Tue	12/26/17	246.69319	1.02917	164	0.5733			-0.5733	-0.13	x	x	1.8409	20.71
Wed	12/27/17	246.68816	1.02915	165	0.5768			-0.5768	-0.11	x	x	1.8444	20.69
Thu	12/28/17	246.68313	1.02913	166	0.5803			-0.5803	-0.09	x	x	1.8479	20.67
Fri	12/29/17	246.67810	1.02911	167	0.5838			-0.5838	-0.07	x	x	1.8514	20.65
Mon	01/01/18	246.66300	1.02904

Generated 12/13/17 10:09