0.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2027

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

CUSIP Number	912828V49
Dated Date	January 15, 2017	Interest 07/15/17 (181 days)	$1.8987
Ref CPI on Dated Date	241.55919
Original Issue Date	January 31, 2017	Interest 01/15/18 (184 days)

						Purchased on Settelment Date & held to 01/01/18				Held on 01/31/17 & 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
Tue	01/31/17	241.36513	0.99920	16	0.1656		x	1.7331	21.93			0.1656	0.00
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	0.99915	17	0.1760		x	1.7227	21.98			0.1760	-0.05
Thu	02/02/17	241.35582	0.99916	18	0.1863		x	1.7124	21.97			0.1863	-0.04
Fri	02/03/17	241.35864	0.99917	19	0.1967		x	1.7020	21.96			0.1967	-0.03
Mon	02/06/17	241.36711	0.99920	22	0.2277		x	1.6710	21.93			0.2277	0.00
Tue	02/07/17	241.36993	0.99922	23	0.2381		x	1.6606	21.91			0.2381	0.02
Wed	02/08/17	241.37275	0.99923	24	0.2484		x	1.6503	21.90			0.2484	0.03
Thu	02/09/17	241.37557	0.99924	25	0.2588		x	1.6399	21.89			0.2588	0.04
Fri	02/10/17	241.37839	0.99925	26	0.2691		x	1.6296	21.88			0.2691	0.05
Mon	02/13/17	241.38686	0.99929	29	0.3002		x	1.5985	21.84			0.3002	0.09
Tue	02/14/17	241.38968	0.99930	30	0.3106		x	1.5881	21.83			0.3106	0.10
Wed	02/15/17	241.39250	0.99931	31	0.3209		x	1.5778	21.82			0.3209	0.11
Thu	02/16/17	241.39532	0.99932	32	0.3313		x	1.5674	21.81			0.3313	0.12
Fri	02/17/17	241.39814	0.99933	33	0.3416		x	1.5571	21.80			0.3416	0.13
Mon	02/20/17	241.40661	0.99937	36	0.3727		x	1.5260	21.76			0.3727	0.17
Tue	02/21/17	241.40943	0.99938	37	0.3830		x	1.5157	21.75			0.3830	0.18
Wed	02/22/17	241.41225	0.99939	38	0.3934		x	1.5053	21.74			0.3934	0.19
Thu	02/23/17	241.41507	0.99940	39	0.4038		x	1.4949	21.73			0.4038	0.20
Fri	02/24/17	241.41789	0.99942	40	0.4141		x	1.4846	21.71			0.4141	0.22
Mon	02/27/17	241.42636	0.99945	43	0.4452		x	1.4535	21.68			0.4452	0.25
Tue	02/28/17	241.42918	0.99946	44	0.4556		x	1.4431	21.67			0.4556	0.26
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	0.99947	45	0.4659		x	1.4328	21.66			0.4659	0.27
Thu	03/02/17	241.47739	0.99966	46	0.4764		x	1.4223	21.47			0.4764	0.46
Fri	03/03/17	241.52277	0.99985	47	0.4868		x	1.4119	21.28			0.4868	0.65
Mon	03/06/17	241.65894	1.00041	50	0.5182		x	1.3805	20.72			0.5182	1.21
Tue	03/07/17	241.70432	1.00060	51	0.5286		x	1.3701	20.53			0.5286	1.40
Wed	03/08/17	241.74971	1.00079	52	0.5391		x	1.3596	20.34			0.5391	1.59
Thu	03/09/17	241.79510	1.00098	53	0.5496		x	1.3491	20.15			0.5496	1.78
Fri	03/10/17	241.84048	1.00116	54	0.5600		x	1.3387	19.97			0.5600	1.96
Mon	03/13/17	241.97665	1.00173	57	0.5915		x	1.3072	19.40			0.5915	2.53
Tue	03/14/17	242.02203	1.00192	58	0.6020		x	1.2967	19.21			0.6020	2.72
Wed	03/15/17	242.06742	1.00210	59	0.6125		x	1.2862	19.03			0.6125	2.90
Thu	03/16/17	242.11281	1.00229	60	0.6230		x	1.2757	18.84			0.6230	3.09
Fri	03/17/17	242.15819	1.00248	61	0.6335		x	1.2652	18.65			0.6335	3.28
Mon	03/20/17	242.29435	1.00304	64	0.6650		x	1.2337	18.09			0.6650	3.84
Tue	03/21/17	242.33974	1.00323	65	0.6755		x	1.2232	17.90			0.6755	4.03
Wed	03/22/17	242.38513	1.00342	66	0.6860		x	1.2127	17.71			0.6860	4.22
Thu	03/23/17	242.43052	1.00361	67	0.6966		x	1.2021	17.52			0.6966	4.41
Fri	03/24/17	242.47590	1.00379	68	0.7071		x	1.1916	17.34			0.7071	4.59
Mon	03/27/17	242.61206	1.00436	71	0.7387		x	1.1600	16.77			0.7387	5.16
Tue	03/28/17	242.65745	1.00455	72	0.7493		x	1.1494	16.58			0.7493	5.35
Wed	03/29/17	242.70284	1.00473	73	0.7598		x	1.1389	16.40			0.7598	5.53
Thu	03/30/17	242.74823	1.00492	74	0.7703		x	1.1284	16.21			0.7703	5.72
Fri	03/31/17	242.79361	1.00511	75	0.7809		x	1.1178	16.02			0.7809	5.91
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	1.00551	78	0.8125		x	1.0862	15.62			0.8125	6.31
Tue	04/04/17	242.91540	1.00561	79	0.8230		x	1.0757	15.52			0.8230	6.41
Wed	04/05/17	242.94087	1.00572	80	0.8335		x	1.0652	15.41			0.8335	6.52
Thu	04/06/17	242.96633	1.00583	81	0.8440		x	1.0547	15.30			0.8440	6.63
Fri	04/07/17	242.99180	1.00593	82	0.8545		x	1.0442	15.20			0.8545	6.73
Mon	04/10/17	243.06820	1.00625	85	0.8860		x	1.0127	14.88			0.8860	7.05
Tue	04/11/17	243.09367	1.00635	86	0.8965		x	1.0022	14.78			0.8965	7.15
Wed	04/12/17	243.11913	1.00646	87	0.9071		x	0.9916	14.67			0.9071	7.26
Thu	04/13/17	243.14460	1.00656	88	0.9176		x	0.9811	14.57			0.9176	7.36
Fri	04/14/17	243.17007	1.00667	89	0.9281		x	0.9706	14.46			0.9281	7.47
Mon	04/17/17	243.24647	1.00698	92	0.9597		x	0.9390	14.15			0.9597	7.78
Tue	04/18/17	243.27193	1.00709	93	0.9702		x	0.9285	14.04			0.9702	7.89
Wed	04/19/17	243.29740	1.00720	94	0.9808		x	0.9179	13.93			0.9808	8.00
Thu	04/20/17	243.32287	1.00730	95	0.9913		x	0.9074	13.83			0.9913	8.10
Fri	04/21/17	243.34833	1.00741	96	1.0018		x	0.8969	13.72			1.0018	8.21
Mon	04/24/17	243.42473	1.00772	99	1.0335		x	0.8652	13.41			1.0335	8.52
Tue	04/25/17	243.45020	1.00783	100	1.0440		x	0.8547	13.30			1.0440	8.63
Wed	04/26/17	243.47567	1.00793	101	1.0546		x	0.8441	13.20			1.0546	8.73
Thu	04/27/17	243.50113	1.00804	102	1.0651		x	0.8336	13.09			1.0651	8.84
Fri	04/28/17	243.52660	1.00814	103	1.0757		x	0.8230	12.99			1.0757	8.94
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	1.00846	106	1.1074		x	0.7913	12.67			1.1074	9.26
Tue	05/02/17	243.60939	1.00849	107	1.1178		x	0.7809	12.64			1.1178	9.29
Wed	05/03/17	243.61577	1.00851	108	1.1283		x	0.7704	12.62			1.1283	9.31
Thu	05/04/17	243.62216	1.00854	109	1.1388		x	0.7599	12.59			1.1388	9.34
Fri	05/05/17	243.62855	1.00857	110	1.1493		x	0.7494	12.56			1.1493	9.37
Mon	05/08/17	243.64771	1.00865	113	1.1807		x	0.7180	12.48			1.1807	9.45
Tue	05/09/17	243.65410	1.00867	114	1.1912		x	0.7075	12.46			1.1912	9.47
Wed	05/10/17	243.66048	1.00870	115	1.2017		x	0.6970	12.43			1.2017	9.50
Thu	05/11/17	243.66687	1.00873	116	1.2121		x	0.6866	12.40			1.2121	9.53
Fri	05/12/17	243.67326	1.00875	117	1.2226		x	0.6761	12.38			1.2226	9.55
Mon	05/15/17	243.69242	1.00883	120	1.2541		x	0.6446	12.30			1.2541	9.63
Tue	05/16/17	243.69881	1.00886	121	1.2646		x	0.6341	12.27			1.2646	9.66
Wed	05/17/17	243.70519	1.00888	122	1.2750		x	0.6237	12.25			1.2750	9.68
Thu	05/18/17	243.71158	1.00891	123	1.2855		x	0.6132	12.22			1.2855	9.71
Fri	05/19/17	243.71797	1.00894	124	1.2960		x	0.6027	12.19			1.2960	9.74
Mon	05/22/17	243.73713	1.00902	127	1.3275		x	0.5712	12.11			1.3275	9.82
Tue	05/23/17	243.74352	1.00904	128	1.3380		x	0.5607	12.09			1.3380	9.84
Wed	05/24/17	243.74990	1.00907	129	1.3484		x	0.5503	12.06			1.3484	9.87
Thu	05/25/17	243.75629	1.00910	130	1.3589		x	0.5398	12.03			1.3589	9.90
Fri	05/26/17	243.76268	1.00912	131	1.3694		x	0.5293	12.01			1.3694	9.92
Mon	05/29/17	243.78184	1.00920	134	1.4009		x	0.4978	11.93			1.4009	10.00
Tue	05/30/17	243.78823	1.00923	135	1.4114		x	0.4873	11.90			1.4114	10.03
Wed	05/31/17	243.79461	1.00925	136	1.4219		x	0.4768	11.88			1.4219	10.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	06/01/17	243.80100	1.00928	137	1.4324		x	0.4663	11.85			1.4324	10.08
Fri	06/02/17	243.82510	1.00938	138	1.4430		x	0.4557	11.75			1.4430	10.18
Mon	06/05/17	243.89740	1.00968	141	1.4748		x	0.4239	11.45			1.4748	10.48
Tue	06/06/17	243.92150	1.00978	142	1.4854		x	0.4133	11.35			1.4854	10.58
Wed	06/07/17	243.94560	1.00988	143	1.4960		x	0.4027	11.25			1.4960	10.68
Thu	06/08/17	243.96970	1.00998	144	1.5066		x	0.3921	11.15			1.5066	10.78
Fri	06/09/17	243.99380	1.01008	145	1.5172		x	0.3815	11.05			1.5172	10.88
Mon	06/12/17	244.06610	1.01038	148	1.5491		x	0.3496	10.75			1.5491	11.18
Tue	06/13/17	244.09020	1.01048	149	1.5597		x	0.3390	10.65			1.5597	11.28
Wed	06/14/17	244.11430	1.01058	150	1.5703		x	0.3284	10.55			1.5703	11.38
Thu	06/15/17	244.13840	1.01068	151	1.5809		x	0.3178	10.45			1.5809	11.48
Fri	06/16/17	244.16250	1.01078	152	1.5916		x	0.3071	10.35			1.5916	11.58
Mon	06/19/17	244.23480	1.01108	155	1.6235		x	0.2752	10.05			1.6235	11.88
Tue	06/20/17	244.25890	1.01118	156	1.6341		x	0.2646	9.95			1.6341	11.98
Wed	06/21/17	244.28300	1.01128	157	1.6447		x	0.2540	9.85			1.6447	12.08
Thu	06/22/17	244.30710	1.01138	158	1.6554		x	0.2433	9.75			1.6554	12.18
Fri	06/23/17	244.33120	1.01148	159	1.6660		x	0.2327	9.65			1.6660	12.28
Mon	06/26/17	244.40350	1.01177	162	1.6979		x	0.2008	9.36			1.6979	12.57
Tue	06/27/17	244.42760	1.01187	163	1.7086		x	0.1901	9.26			1.7086	12.67
Wed	06/28/17	244.45170	1.01197	164	1.7192		x	0.1795	9.16			1.7192	12.77
Thu	06/29/17	244.47580	1.01207	165	1.7299		x	0.1688	9.06			1.7299	12.87
Fri	06/30/17	244.49990	1.01217	166	1.7405		x	0.1582	8.96			1.7405	12.97
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	1.01233	169	1.7723		x	0.1264	8.80			1.7723	13.13
Tue	07/04/17	244.54423	1.01236	170	1.7828		x	0.1159	8.77			1.7828	13.16
Wed	07/05/17	244.55097	1.01239	171	1.7934		x	0.1053	8.74			1.7934	13.19
Thu	07/06/17	244.55771	1.01241	172	1.8039		x	0.0948	8.72			1.8039	13.21
Fri	07/07/17	244.56445	1.01244	173	1.8144		x	0.0843	8.69			1.8144	13.24
Mon	07/10/17	244.58468	1.01252	176	1.8460		x	0.0527	8.61			1.8460	13.32
Tue	07/11/17	244.59142	1.01255	177	1.8566		x	0.0421	8.58			1.8566	13.35
Wed	07/12/17	244.59816	1.01258	178	1.8671		x	0.0316	8.55			1.8671	13.38
Thu	07/13/17	244.60490	1.01261	179	1.8777		x	0.0210	8.52			1.8777	13.41
Fri	07/14/17	244.61165	1.01264	180	1.8882		x	0.0105	8.49			1.8882	13.44
Sat	07/15/17	244.61839	1.01266	0	0.0000			0.0000	8.47		x	1.8987	13.46
Mon	07/17/17	244.63187	1.01272	2	0.0206			-0.0206	8.41		x	1.9193	13.52
Tue	07/18/17	244.63861	1.01275	3	0.0310			-0.0310	8.38		x	1.9297	13.55
Wed	07/19/17	244.64535	1.01278	4	0.0413			-0.0413	8.35		x	1.9400	13.58
Thu	07/20/17	244.65210	1.01280	5	0.0516			-0.0516	8.33		x	1.9503	13.60
Fri	07/21/17	244.65884	1.01283	6	0.0619			-0.0619	8.30		x	1.9606	13.63
Mon	07/24/17	244.67906	1.01292	9	0.0929			-0.0929	8.21		x	1.9916	13.72
Tue	07/25/17	244.68581	1.01294	10	0.1032			-0.1032	8.19		x	2.0019	13.74
Wed	07/26/17	244.69255	1.01297	11	0.1135			-0.1135	8.16		x	2.0122	13.77
Thu	07/27/17	244.69929	1.01300	12	0.1239			-0.1239	8.13		x	2.0226	13.80
Fri	07/28/17	244.70603	1.01303	13	0.1342			-0.1342	8.10		x	2.0329	13.83
Mon	07/31/17	244.72626	1.01311	16	0.1652			-0.1652	8.02		x	2.0639	13.91
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	1.01314	17	0.1755			-0.1755	7.99		x	2.0742	13.94
Wed	08/02/17	244.74016	1.01317	18	0.1858			-0.1858	7.96		x	2.0845	13.97
Thu	08/03/17	244.74732	1.01320	19	0.1962			-0.1962	7.93		x	2.0949	14.00
Fri	08/04/17	244.75448	1.01323	20	0.2065			-0.2065	7.90		x	2.1052	14.03
Mon	08/07/17	244.77597	1.01332	23	0.2375			-0.2375	7.81		x	2.1362	14.12
Tue	08/08/17	244.78313	1.01335	24	0.2478			-0.2478	7.78		x	2.1465	14.15
Wed	08/09/17	244.79029	1.01338	25	0.2582			-0.2582	7.75		x	2.1569	14.18
Thu	08/10/17	244.79745	1.01341	26	0.2685			-0.2685	7.72		x	2.1672	14.21
Fri	08/11/17	244.80461	1.01344	27	0.2788			-0.2788	7.69		x	2.1775	14.24
Mon	08/14/17	244.82610	1.01352	30	0.3098			-0.3098	7.61		x	2.2085	14.32
Tue	08/15/17	244.83326	1.01355	31	0.3202			-0.3202	7.58		x	2.2189	14.35
Wed	08/16/17	244.84042	1.01358	32	0.3305			-0.3305	7.55		x	2.2292	14.38
Thu	08/17/17	244.84758	1.01361	33	0.3409			-0.3409	7.52		x	2.2396	14.41
Fri	08/18/17	244.85474	1.01364	34	0.3512			-0.3512	7.49		x	2.2499	14.44
Mon	08/21/17	244.87623	1.01373	37	0.3822			-0.3822	7.40		x	2.2809	14.53
Tue	08/22/17	244.88339	1.01376	38	0.3926			-0.3926	7.37		x	2.2913	14.56
Wed	08/23/17	244.89055	1.01379	39	0.4029			-0.4029	7.34		x	2.3016	14.59
Thu	08/24/17	244.89771	1.01382	40	0.4132			-0.4132	7.31		x	2.3119	14.62
Fri	08/25/17	244.90487	1.01385	41	0.4236			-0.4236	7.28		x	2.3223	14.65
Mon	08/28/17	244.92635	1.01394	44	0.4546			-0.4546	7.19		x	2.3533	14.74
Tue	08/29/17	244.93352	1.01397	45	0.4650			-0.4650	7.16		x	2.3637	14.77
Wed	08/30/17	244.94068	1.01400	46	0.4753			-0.4753	7.13		x	2.3740	14.80
Thu	08/31/17	244.94784	1.01403	47	0.4857			-0.4857	7.10		x	2.3844	14.83
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	1.01406	48	0.4960			-0.4960	7.07		x	2.3947	14.86
Mon	09/04/17	244.93810	1.01399	51	0.5270			-0.5270	7.14		x	2.4257	14.79
Tue	09/05/17	244.93247	1.01396	52	0.5373			-0.5373	7.17		x	2.4360	14.76
Wed	09/06/17	244.92683	1.01394	53	0.5476			-0.5476	7.19		x	2.4463	14.74
Thu	09/07/17	244.92120	1.01392	54	0.5579			-0.5579	7.21		x	2.4566	14.72
Fri	09/08/17	244.91557	1.01389	55	0.5682			-0.5682	7.24		x	2.4669	14.69
Mon	09/11/17	244.89867	1.01382	58	0.5992			-0.5992	7.31		x	2.4979	14.62
Tue	09/12/17	244.89303	1.01380	59	0.6095			-0.6095	7.33		x	2.5082	14.60
Wed	09/13/17	244.88740	1.01378	60	0.6198			-0.6198	7.35		x	2.5185	14.58
Thu	09/14/17	244.88177	1.01375	61	0.6302			-0.6302	7.38		x	2.5289	14.55
Fri	09/15/17	244.87613	1.01373	62	0.6405			-0.6405	7.40		x	2.5392	14.53
Mon	09/18/17	244.85923	1.01366	65	0.6714			-0.6714	7.47		x	2.5701	14.46
Tue	09/19/17	244.85360	1.01364	66	0.6817			-0.6817	7.49		x	2.5804	14.44
Wed	09/20/17	244.84797	1.01361	67	0.6920			-0.6920	7.52		x	2.5907	14.41
Thu	09/21/17	244.84233	1.01359	68	0.7024			-0.7024	7.54		x	2.6011	14.39
Fri	09/22/17	244.83670	1.01357	69	0.7127			-0.7127	7.56		x	2.6114	14.37
Mon	09/25/17	244.81980	1.01350	72	0.7436			-0.7436	7.63		x	2.6423	14.30
Tue	09/26/17	244.81417	1.01347	73	0.7539			-0.7539	7.66		x	2.6526	14.27
Wed	09/27/17	244.80853	1.01345	74	0.7642			-0.7642	7.68		x	2.6629	14.25
Thu	09/28/17	244.80290	1.01343	75	0.7745			-0.7745	7.70		x	2.6732	14.23
Fri	09/29/17	244.79727	1.01340	76	0.7848			-0.7848	7.73		x	2.6835	14.20
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	1.01346	79	0.8159			-0.8159	7.67		x	2.7146	14.26
Tue	10/03/17	244.83329	1.01355	80	0.8263			-0.8263	7.58		x	2.7250	14.35
Wed	10/04/17	244.85694	1.01365	81	0.8367			-0.8367	7.48		x	2.7354	14.45
Thu	10/05/17	244.88058	1.01375	82	0.8471			-0.8471	7.38		x	2.7458	14.55
Fri	10/06/17	244.90423	1.01385	83	0.8575			-0.8575	7.28		x	2.7562	14.65
Mon	10/09/17	244.97516	1.01414	86	0.8888			-0.8888	6.99		x	2.7875	14.94
Tue	10/10/17	244.99881	1.01424	87	0.8992			-0.8992	6.89		x	2.7979	15.04
Wed	10/11/17	245.02245	1.01434	88	0.9096			-0.9096	6.79		x	2.8083	15.14
Thu	10/12/17	245.04610	1.01444	89	0.9200			-0.9200	6.69		x	2.8187	15.24
Fri	10/13/17	245.06974	1.01453	90	0.9304			-0.9304	6.60		x	2.8291	15.33
Mon	10/16/17	245.14068	1.01483	93	0.9617			-0.9617	6.30		x	2.8604	15.63
Tue	10/17/17	245.16432	1.01492	94	0.9722			-0.9722	6.21		x	2.8709	15.72
Wed	10/18/17	245.18797	1.01502	95	0.9826			-0.9826	6.11		x	2.8813	15.82
Thu	10/19/17	245.21161	1.01512	96	0.9931			-0.9931	6.01		x	2.8918	15.92
Fri	10/20/17	245.23526	1.01522	97	1.0035			-1.0035	5.91		x	2.9022	16.02
Mon	10/23/17	245.30619	1.01551	100	1.0348			-1.0348	5.62		x	2.9335	16.31
Tue	10/24/17	245.32984	1.01561	101	1.0453			-1.0453	5.52		x	2.9440	16.41
Wed	10/25/17	245.35348	1.01571	102	1.0557			-1.0557	5.42		x	2.9544	16.51
Thu	10/26/17	245.37713	1.01581	103	1.0662			-1.0662	5.32		x	2.9649	16.61
Fri	10/27/17	245.40077	1.01590	104	1.0766			-1.0766	5.23		x	2.9753	16.70
Mon	10/30/17	245.47171	1.01620	107	1.1080			-1.1080	4.93		x	3.0067	17.00
Tue	10/31/17	245.49535	1.01629	108	1.1185			-1.1185	4.84		x	3.0172	17.09
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	1.01639	109	1.1289			-1.1289	4.74		x	3.0276	17.19
Thu	11/02/17	245.56233	1.01657	110	1.1395			-1.1395	4.56		x	3.0382	17.37
Fri	11/03/17	245.60567	1.01675	111	1.1501			-1.1501	4.38		x	3.0488	17.55
Mon	11/06/17	245.73567	1.01729	114	1.1818			-1.1818	3.84		x	3.0805	18.09
Tue	11/07/17	245.77900	1.01747	115	1.1923			-1.1923	3.66		x	3.0910	18.27
Wed	11/08/17	245.82233	1.01765	116	1.2029			-1.2029	3.48		x	3.1016	18.45
Thu	11/09/17	245.86567	1.01783	117	1.2135			-1.2135	3.30		x	3.1122	18.63
Fri	11/10/17	245.90900	1.01801	118	1.2241			-1.2241	3.12		x	3.1228	18.81
Mon	11/13/17	246.03900	1.01855	121	1.2559			-1.2559	2.58		x	3.1546	19.35
Tue	11/14/17	246.08233	1.01872	122	1.2665			-1.2665	2.41		x	3.1652	19.52
Wed	11/15/17	246.12567	1.01890	123	1.2771			-1.2771	2.23		x	3.1758	19.70
Thu	11/16/17	246.16900	1.01908	124	1.2877			-1.2877	2.05		x	3.1864	19.88
Fri	11/17/17	246.21233	1.01926	125	1.2983			-1.2983	1.87		x	3.1970	20.06
Mon	11/20/17	246.34233	1.01980	128	1.3302			-1.3302	1.33		x	3.2289	20.60
Tue	11/21/17	246.38567	1.01998	129	1.3408			-1.3408	1.15		x	3.2395	20.78
Wed	11/22/17	246.42900	1.02016	130	1.3514			-1.3514	0.97		x	3.2501	20.96
Thu	11/23/17	246.47233	1.02034	131	1.3621			-1.3621	0.79		x	3.2608	21.14
Fri	11/24/17	246.51567	1.02052	132	1.3727			-1.3727	0.61		x	3.2714	21.32
Mon	11/27/17	246.64567	1.02106	135	1.4047			-1.4047	0.07		x	3.3034	21.86
Tue	11/28/17	246.68900	1.02124	136	1.4153			-1.4153	-0.11		x	3.3140	22.04
Wed	11/29/17	246.73233	1.02142	137	1.4260			-1.4260	-0.29		x	3.3247	22.22
Thu	11/30/17	246.77567	1.02160	138	1.4366			-1.4366	-0.47		x	3.3353	22.40
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	1.02177	139	1.4473			-1.4473	-0.64		x	3.3460	22.57
Mon	12/04/17	246.80390	1.02171	142	1.4784			-1.4784	-0.58		x	3.3771	22.51
Tue	12/05/17	246.79887	1.02169	143	1.4888			-1.4888	-0.56		x	3.3875	22.49
Wed	12/06/17	246.79384	1.02167	144	1.4992			-1.4992	-0.54		x	3.3979	22.47
Thu	12/07/17	246.78881	1.02165	145	1.5096			-1.5096	-0.52		x	3.4083	22.45
Fri	12/08/17	246.78377	1.02163	146	1.5200			-1.5200	-0.50		x	3.4187	22.43
Mon	12/11/17	246.76868	1.02157	149	1.5511			-1.5511	-0.44		x	3.4498	22.37
Tue	12/12/17	246.76365	1.02155	150	1.5615			-1.5615	-0.42		x	3.4602	22.35
Wed	12/13/17	246.75861	1.02152	151	1.5718			-1.5718	-0.39		x	3.4705	22.32
Thu	12/14/17	246.75358	1.02150	152	1.5822			-1.5822	-0.37		x	3.4809	22.30
Fri	12/15/17	246.74855	1.02148	153	1.5926			-1.5926	-0.35		x	3.4913	22.28
Mon	12/18/17	246.73345	1.02142	156	1.6237			-1.6237	-0.29		x	3.5224	22.22
Tue	12/19/17	246.72842	1.02140	157	1.6341			-1.6341	-0.27		x	3.5328	22.20
Wed	12/20/17	246.72339	1.02138	158	1.6445			-1.6445	-0.25		x	3.5432	22.18
Thu	12/21/17	246.71835	1.02136	159	1.6549			-1.6549	-0.23		x	3.5536	22.16
Fri	12/22/17	246.71332	1.02134	160	1.6652			-1.6652	-0.21		x	3.5639	22.14
Mon	12/25/17	246.69823	1.02127	163	1.6963			-1.6963	-0.14		x	3.5950	22.07
Tue	12/26/17	246.69319	1.02125	164	1.7067			-1.7067	-0.12		x	3.6054	22.05
Wed	12/27/17	246.68816	1.02123	165	1.7171			-1.7171	-0.10		x	3.6158	22.03
Thu	12/28/17	246.68313	1.02121	166	1.7275			-1.7275	-0.08		x	3.6262	22.01
Fri	12/29/17	246.67810	1.02119	167	1.7378			-1.7378	-0.06		x	3.6365	21.99
Mon	01/01/18	246.66300	1.02113

Generated 12/13/17 10:09