3.875% 30-Year Treasury Inflation Protected Security (TIPS) due April 15, 2029

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

CUSIP Number	912810FH6	Interest 04/15/17 (182 days)	$28.6624
Dated Date	April 15, 1999	Interest 10/15/17 (183 days)	$28.8889
Ref CPI on Dated Date	164.39333	Interest Total	$57.5513
Original Issue Date	April 15, 1999	Interest 04/15/18 (182 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	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Sun	01/01/17	241.72900	1.47043	78	12.2098	x	x	45.3415	30.01			12.2098	0.00
Mon	01/02/17	241.71687	1.47036	79	12.3658	x	x	45.1855	30.08			12.3658	-0.07
Tue	01/03/17	241.70474	1.47028	80	12.5216	x	x	45.0297	30.16			12.5216	-0.15
Wed	01/04/17	241.69261	1.47021	81	12.6775	x	x	44.8738	30.23			12.6775	-0.22
Thu	01/05/17	241.68048	1.47014	82	12.8334	x	x	44.7179	30.30			12.8334	-0.29
Fri	01/06/17	241.66835	1.47006	83	12.9892	x	x	44.5621	30.38			12.9892	-0.37
Mon	01/09/17	241.63197	1.46984	86	13.4567	x	x	44.0946	30.60			13.4567	-0.59
Tue	01/10/17	241.61984	1.46977	87	13.6125	x	x	43.9388	30.67			13.6125	-0.66
Wed	01/11/17	241.60771	1.46969	88	13.7682	x	x	43.7831	30.75			13.7682	-0.74
Thu	01/12/17	241.59558	1.46962	89	13.9240	x	x	43.6273	30.82			13.9240	-0.81
Fri	01/13/17	241.58345	1.46955	90	14.0798	x	x	43.4715	30.89			14.0798	-0.88
Mon	01/16/17	241.54706	1.46932	93	14.5469	x	x	43.0044	31.12			14.5469	-1.11
Tue	01/17/17	241.53494	1.46925	94	14.7026	x	x	42.8487	31.19			14.7026	-1.18
Wed	01/18/17	241.52281	1.46918	95	14.8583	x	x	42.6930	31.26			14.8583	-1.25
Thu	01/19/17	241.51068	1.46910	96	15.0139	x	x	42.5374	31.34			15.0139	-1.33
Fri	01/20/17	241.49855	1.46903	97	15.1696	x	x	42.3817	31.41			15.1696	-1.40
Mon	01/23/17	241.46216	1.46881	100	15.6364	x	x	41.9149	31.63			15.6364	-1.62
Tue	01/24/17	241.45003	1.46873	101	15.7919	x	x	41.7594	31.71			15.7919	-1.70
Wed	01/25/17	241.43790	1.46866	102	15.9475	x	x	41.6038	31.78			15.9475	-1.77
Thu	01/26/17	241.42577	1.46859	103	16.1030	x	x	41.4483	31.85			16.1030	-1.84
Fri	01/27/17	241.41365	1.46851	104	16.2585	x	x	41.2928	31.93			16.2585	-1.92
Mon	01/30/17	241.37726	1.46829	107	16.7250	x	x	40.8263	32.15			16.7250	-2.14
Tue	01/31/17	241.36513	1.46822	108	16.8805	x	x	40.6708	32.22			16.8805	-2.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	02/01/17	241.35300	1.46814	109	17.0359	x	x	40.5154	32.30			17.0359	-2.29
Thu	02/02/17	241.35582	1.46816	110	17.1924	x	x	40.3589	32.28			17.1924	-2.27
Fri	02/03/17	241.35864	1.46818	111	17.3489	x	x	40.2024	32.26			17.3489	-2.25
Mon	02/06/17	241.36711	1.46823	114	17.8184	x	x	39.7329	32.21			17.8184	-2.20
Tue	02/07/17	241.36993	1.46825	115	17.9750	x	x	39.5763	32.19			17.9750	-2.18
Wed	02/08/17	241.37275	1.46826	116	18.1314	x	x	39.4199	32.18			18.1314	-2.17
Thu	02/09/17	241.37557	1.46828	117	18.2880	x	x	39.2633	32.16			18.2880	-2.15
Fri	02/10/17	241.37839	1.46830	118	18.4445	x	x	39.1068	32.14			18.4445	-2.13
Mon	02/13/17	241.38686	1.46835	121	18.9141	x	x	38.6372	32.09			18.9141	-2.08
Tue	02/14/17	241.38968	1.46837	122	19.0707	x	x	38.4806	32.07			19.0707	-2.06
Wed	02/15/17	241.39250	1.46838	123	19.2271	x	x	38.3242	32.06			19.2271	-2.05
Thu	02/16/17	241.39532	1.46840	124	19.3837	x	x	38.1676	32.04			19.3837	-2.03
Fri	02/17/17	241.39814	1.46842	125	19.5403	x	x	38.0110	32.02			19.5403	-2.01
Mon	02/20/17	241.40661	1.46847	128	20.0099	x	x	37.5414	31.97			20.0099	-1.96
Tue	02/21/17	241.40943	1.46849	129	20.1665	x	x	37.3848	31.95			20.1665	-1.94
Wed	02/22/17	241.41225	1.46850	130	20.3230	x	x	37.2283	31.94			20.3230	-1.93
Thu	02/23/17	241.41507	1.46852	131	20.4796	x	x	37.0717	31.92			20.4796	-1.91
Fri	02/24/17	241.41789	1.46854	132	20.6362	x	x	36.9151	31.90			20.6362	-1.89
Mon	02/27/17	241.42636	1.46859	135	21.1059	x	x	36.4454	31.85			21.1059	-1.84
Tue	02/28/17	241.42918	1.46861	136	21.2626	x	x	36.2887	31.83			21.2626	-1.82
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	03/01/17	241.43200	1.46862	137	21.4191	x	x	36.1322	31.82			21.4191	-1.81
Thu	03/02/17	241.47739	1.46890	138	21.5795	x	x	35.9718	31.54			21.5795	-1.53
Fri	03/03/17	241.52277	1.46918	139	21.7400	x	x	35.8113	31.26			21.7400	-1.25
Mon	03/06/17	241.65894	1.47000	142	22.2216	x	x	35.3297	30.44			22.2216	-0.43
Tue	03/07/17	241.70432	1.47028	143	22.3824	x	x	35.1689	30.16			22.3824	-0.15
Wed	03/08/17	241.74971	1.47056	144	22.5432	x	x	35.0081	29.88			22.5432	0.13
Thu	03/09/17	241.79510	1.47083	145	22.7039	x	x	34.8474	29.61			22.7039	0.40
Fri	03/10/17	241.84048	1.47111	146	22.8648	x	x	34.6865	29.33			22.8648	0.68
Mon	03/13/17	241.97665	1.47194	149	23.3478	x	x	34.2035	28.50			23.3478	1.51
Tue	03/14/17	242.02203	1.47221	150	23.5088	x	x	34.0425	28.23			23.5088	1.78
Wed	03/15/17	242.06742	1.47249	151	23.6701	x	x	33.8812	27.95			23.6701	2.06
Thu	03/16/17	242.11281	1.47277	152	23.8314	x	x	33.7199	27.67			23.8314	2.34
Fri	03/17/17	242.15819	1.47304	153	23.9925	x	x	33.5588	27.40			23.9925	2.61
Mon	03/20/17	242.29435	1.47387	156	24.4768	x	x	33.0745	26.57			24.4768	3.44
Tue	03/21/17	242.33974	1.47415	157	24.6384	x	x	32.9129	26.29			24.6384	3.72
Wed	03/22/17	242.38513	1.47442	158	24.7998	x	x	32.7515	26.02			24.7998	3.99
Thu	03/23/17	242.43052	1.47470	159	24.9615	x	x	32.5898	25.74			24.9615	4.27
Fri	03/24/17	242.47590	1.47497	160	25.1231	x	x	32.4282	25.47			25.1231	4.54
Mon	03/27/17	242.61206	1.47580	163	25.6086	x	x	31.9427	24.64			25.6086	5.37
Tue	03/28/17	242.65745	1.47608	164	25.7706	x	x	31.7807	24.36			25.7706	5.65
Wed	03/29/17	242.70284	1.47635	165	25.9325	x	x	31.6188	24.09			25.9325	5.92
Thu	03/30/17	242.74823	1.47663	166	26.0946	x	x	31.4567	23.81			26.0946	6.20
Fri	03/31/17	242.79361	1.47691	167	26.2567	x	x	31.2946	23.53			26.2567	6.48
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	04/03/17	242.88993	1.47749	170	26.7389	x	x	30.8124	22.95			26.7389	7.06
Tue	04/04/17	242.91540	1.47765	171	26.8991	x	x	30.6522	22.79			26.8991	7.22
Wed	04/05/17	242.94087	1.47780	172	27.0592	x	x	30.4921	22.64			27.0592	7.37
Thu	04/06/17	242.96633	1.47796	173	27.2194	x	x	30.3319	22.48			27.2194	7.53
Fri	04/07/17	242.99180	1.47811	174	27.3796	x	x	30.1717	22.33			27.3796	7.68
Mon	04/10/17	243.06820	1.47858	177	27.8605	x	x	29.6908	21.86			27.8605	8.15
Tue	04/11/17	243.09367	1.47873	178	28.0207	x	x	29.5306	21.71			28.0207	8.30
Wed	04/12/17	243.11913	1.47889	179	28.1812	x	x	29.3701	21.55			28.1812	8.46
Thu	04/13/17	243.14460	1.47904	180	28.3415	x	x	29.2098	21.40			28.3415	8.61
Fri	04/14/17	243.17007	1.47920	181	28.5020	x	x	29.0493	21.24			28.5020	8.77
Sat	04/15/17	243.19553	1.47935	0	0.0000		x	28.8889	21.09	x		28.6624	8.92
Mon	04/17/17	243.24647	1.47966	2	0.3133		x	28.5756	20.78	x		28.9757	9.23
Tue	04/18/17	243.27193	1.47982	3	0.4700		x	28.4189	20.62	x		29.1324	9.39
Wed	04/19/17	243.29740	1.47997	4	0.6268		x	28.2621	20.47	x		29.2892	9.54
Thu	04/20/17	243.32287	1.48013	5	0.7835		x	28.1054	20.31	x		29.4459	9.70
Fri	04/21/17	243.34833	1.48028	6	0.9403		x	27.9486	20.16	x		29.6027	9.85
Mon	04/24/17	243.42473	1.48075	9	1.4110		x	27.4779	19.69	x		30.0734	10.32
Tue	04/25/17	243.45020	1.48090	10	1.5679		x	27.3210	19.54	x		30.2303	10.47
Wed	04/26/17	243.47567	1.48106	11	1.7249		x	27.1640	19.38	x		30.3873	10.63
Thu	04/27/17	243.50113	1.48121	12	1.8819		x	27.0070	19.23	x		30.5443	10.78
Fri	04/28/17	243.52660	1.48137	13	2.0389		x	26.8500	19.07	x		30.7013	10.94
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	05/01/17	243.60300	1.48183	16	2.5102		x	26.3787	18.61	x		31.1726	11.40
Tue	05/02/17	243.60939	1.48187	17	2.6672		x	26.2217	18.57	x		31.3296	11.44
Wed	05/03/17	243.61577	1.48191	18	2.8241		x	26.0648	18.53	x		31.4865	11.48
Thu	05/04/17	243.62216	1.48195	19	2.9811		x	25.9078	18.49	x		31.6435	11.52
Fri	05/05/17	243.62855	1.48199	20	3.1381		x	25.7508	18.45	x		31.8005	11.56
Mon	05/08/17	243.64771	1.48210	23	3.6091		x	25.2798	18.34	x		32.2715	11.67
Tue	05/09/17	243.65410	1.48214	24	3.7661		x	25.1228	18.30	x		32.4285	11.71
Wed	05/10/17	243.66048	1.48218	25	3.9231		x	24.9658	18.26	x		32.5855	11.75
Thu	05/11/17	243.66687	1.48222	26	4.0802		x	24.8087	18.22	x		32.7426	11.79
Fri	05/12/17	243.67326	1.48226	27	4.2372		x	24.6517	18.18	x		32.8996	11.83
Mon	05/15/17	243.69242	1.48237	30	4.7083		x	24.1806	18.07	x		33.3707	11.94
Tue	05/16/17	243.69881	1.48241	31	4.8654		x	24.0235	18.03	x		33.5278	11.98
Wed	05/17/17	243.70519	1.48245	32	5.0225		x	23.8664	17.99	x		33.6849	12.02
Thu	05/18/17	243.71158	1.48249	33	5.1796		x	23.7093	17.95	x		33.8420	12.06
Fri	05/19/17	243.71797	1.48253	34	5.3367		x	23.5522	17.91	x		33.9991	12.10
Mon	05/22/17	243.73713	1.48265	37	5.8081		x	23.0808	17.79	x		34.4705	12.22
Tue	05/23/17	243.74352	1.48268	38	5.9652		x	22.9237	17.76	x		34.6276	12.25
Wed	05/24/17	243.74990	1.48272	39	6.1223		x	22.7666	17.72	x		34.7847	12.29
Thu	05/25/17	243.75629	1.48276	40	6.2794		x	22.6095	17.68	x		34.9418	12.33
Fri	05/26/17	243.76268	1.48280	41	6.4366		x	22.4523	17.64	x		35.0990	12.37
Mon	05/29/17	243.78184	1.48292	44	6.9081		x	21.9808	17.52	x		35.5705	12.49
Tue	05/30/17	243.78823	1.48296	45	7.0653		x	21.8236	17.48	x		35.7277	12.53
Wed	05/31/17	243.79461	1.48300	46	7.2225		x	21.6664	17.44	x		35.8849	12.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	06/01/17	243.80100	1.48303	47	7.3797		x	21.5092	17.41	x		36.0421	12.60
Fri	06/02/17	243.82510	1.48318	48	7.5375		x	21.3514	17.26	x		36.1999	12.75
Mon	06/05/17	243.89740	1.48362	51	8.0109		x	20.8780	16.82	x		36.6733	13.19
Tue	06/06/17	243.92150	1.48377	52	8.1688		x	20.7201	16.67	x		36.8312	13.34
Wed	06/07/17	243.94560	1.48391	53	8.3267		x	20.5622	16.53	x		36.9891	13.48
Thu	06/08/17	243.96970	1.48406	54	8.4847		x	20.4042	16.38	x		37.1471	13.63
Fri	06/09/17	243.99380	1.48421	55	8.6427		x	20.2462	16.23	x		37.3051	13.78
Mon	06/12/17	244.06610	1.48465	58	9.1168		x	19.7721	15.79	x		37.7792	14.22
Tue	06/13/17	244.09020	1.48479	59	9.2749		x	19.6140	15.65	x		37.9373	14.36
Wed	06/14/17	244.11430	1.48494	60	9.4330		x	19.4559	15.50	x		38.0954	14.51
Thu	06/15/17	244.13840	1.48509	61	9.5912		x	19.2977	15.35	x		38.2536	14.66
Fri	06/16/17	244.16250	1.48523	62	9.7494		x	19.1395	15.21	x		38.4118	14.80
Mon	06/19/17	244.23480	1.48567	65	10.2241		x	18.6648	14.77	x		38.8865	15.24
Tue	06/20/17	244.25890	1.48582	66	10.3825		x	18.5064	14.62	x		39.0449	15.39
Wed	06/21/17	244.28300	1.48597	67	10.5408		x	18.3481	14.47	x		39.2032	15.54
Thu	06/22/17	244.30710	1.48611	68	10.6992		x	18.1897	14.33	x		39.3616	15.68
Fri	06/23/17	244.33120	1.48626	69	10.8576		x	18.0313	14.18	x		39.5200	15.83
Mon	06/26/17	244.40350	1.48670	72	11.3330		x	17.5559	13.74	x		39.9954	16.27
Tue	06/27/17	244.42760	1.48685	73	11.4916		x	17.3973	13.59	x		40.1540	16.42
Wed	06/28/17	244.45170	1.48699	74	11.6501		x	17.2388	13.45	x		40.3125	16.56
Thu	06/29/17	244.47580	1.48714	75	11.8087		x	17.0802	13.30	x		40.4711	16.71
Fri	06/30/17	244.49990	1.48729	76	11.9674		x	16.9215	13.15	x		40.6298	16.86
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	07/03/17	244.53748	1.48751	79	12.4416		x	16.4473	12.93	x		41.1040	17.08
Tue	07/04/17	244.54423	1.48756	80	12.5996		x	16.2893	12.88	x		41.2620	17.13
Wed	07/05/17	244.55097	1.48760	81	12.7574		x	16.1315	12.84	x		41.4198	17.17
Thu	07/06/17	244.55771	1.48764	82	12.9152		x	15.9737	12.80	x		41.5776	17.21
Fri	07/07/17	244.56445	1.48768	83	13.0731		x	15.8158	12.76	x		41.7355	17.25
Mon	07/10/17	244.58468	1.48780	86	13.5467		x	15.3422	12.64	x		42.2091	17.37
Tue	07/11/17	244.59142	1.48784	87	13.7046		x	15.1843	12.60	x		42.3670	17.41
Wed	07/12/17	244.59816	1.48788	88	13.8625		x	15.0264	12.56	x		42.5249	17.45
Thu	07/13/17	244.60490	1.48792	89	14.0204		x	14.8685	12.52	x		42.6828	17.49
Fri	07/14/17	244.61165	1.48797	90	14.1784		x	14.7105	12.47	x		42.8408	17.54
Mon	07/17/17	244.63187	1.48809	93	14.6522		x	14.2367	12.35	x		43.3146	17.66
Tue	07/18/17	244.63861	1.48813	94	14.8101		x	14.0788	12.31	x		43.4725	17.70
Wed	07/19/17	244.64535	1.48817	95	14.9681		x	13.9208	12.27	x		43.6305	17.74
Thu	07/20/17	244.65210	1.48821	96	15.1261		x	13.7628	12.23	x		43.7885	17.78
Fri	07/21/17	244.65884	1.48825	97	15.2840		x	13.6049	12.19	x		43.9464	17.82
Mon	07/24/17	244.67906	1.48838	100	15.7581		x	13.1308	12.06	x		44.4205	17.95
Tue	07/25/17	244.68581	1.48842	101	15.9161		x	12.9728	12.02	x		44.5785	17.99
Wed	07/26/17	244.69255	1.48846	102	16.0741		x	12.8148	11.98	x		44.7365	18.03
Thu	07/27/17	244.69929	1.48850	103	16.2322		x	12.6567	11.94	x		44.8946	18.07
Fri	07/28/17	244.70603	1.48854	104	16.3902		x	12.4987	11.90	x		45.0526	18.11
Mon	07/31/17	244.72626	1.48866	107	16.8644		x	12.0245	11.78	x		45.5268	18.23
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	08/01/17	244.73300	1.48870	108	17.0224		x	11.8665	11.74	x		45.6848	18.27
Wed	08/02/17	244.74016	1.48875	109	17.1806		x	11.7083	11.69	x		45.8430	18.32
Thu	08/03/17	244.74732	1.48879	110	17.3387		x	11.5502	11.65	x		46.0011	18.36
Fri	08/04/17	244.75448	1.48883	111	17.4968		x	11.3921	11.61	x		46.1592	18.40
Mon	08/07/17	244.77597	1.48897	114	17.9714		x	10.9175	11.47	x		46.6338	18.54
Tue	08/08/17	244.78313	1.48901	115	18.1295		x	10.7594	11.43	x		46.7919	18.58
Wed	08/09/17	244.79029	1.48905	116	18.2876		x	10.6013	11.39	x		46.9500	18.62
Thu	08/10/17	244.79745	1.48910	117	18.4459		x	10.4430	11.34	x		47.1083	18.67
Fri	08/11/17	244.80461	1.48914	118	18.6041		x	10.2848	11.30	x		47.2665	18.71
Mon	08/14/17	244.82610	1.48927	121	19.0787		x	9.8102	11.17	x		47.7411	18.84
Tue	08/15/17	244.83326	1.48931	122	19.2369		x	9.6520	11.13	x		47.8993	18.88
Wed	08/16/17	244.84042	1.48936	123	19.3953		x	9.4936	11.08	x		48.0577	18.93
Thu	08/17/17	244.84758	1.48940	124	19.5535		x	9.3354	11.04	x		48.2159	18.97
Fri	08/18/17	244.85474	1.48944	125	19.7117		x	9.1772	11.00	x		48.3741	19.01
Mon	08/21/17	244.87623	1.48958	128	20.1867		x	8.7022	10.86	x		48.8491	19.15
Tue	08/22/17	244.88339	1.48962	129	20.3449		x	8.5440	10.82	x		49.0073	19.19
Wed	08/23/17	244.89055	1.48966	130	20.5032		x	8.3857	10.78	x		49.1656	19.23
Thu	08/24/17	244.89771	1.48971	131	20.6616		x	8.2273	10.73	x		49.3240	19.28
Fri	08/25/17	244.90487	1.48975	132	20.8199		x	8.0690	10.69	x		49.4823	19.32
Mon	08/28/17	244.92635	1.48988	135	21.2949		x	7.5940	10.56	x		49.9573	19.45
Tue	08/29/17	244.93352	1.48992	136	21.4532		x	7.4357	10.52	x		50.1156	19.49
Wed	08/30/17	244.94068	1.48997	137	21.6117		x	7.2772	10.47	x		50.2741	19.54
Thu	08/31/17	244.94784	1.49001	138	21.7700		x	7.1189	10.43	x		50.4324	19.58
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	09/01/17	244.95500	1.49005	139	21.9284		x	6.9605	10.39	x		50.5908	19.62
Mon	09/04/17	244.93810	1.48995	142	22.4001		x	6.4888	10.49	x		51.0625	19.52
Tue	09/05/17	244.93247	1.48992	143	22.5574		x	6.3315	10.52	x		51.2198	19.49
Wed	09/06/17	244.92683	1.48988	144	22.7146		x	6.1743	10.56	x		51.3770	19.45
Thu	09/07/17	244.92120	1.48985	145	22.8718		x	6.0171	10.59	x		51.5342	19.42
Fri	09/08/17	244.91557	1.48981	146	23.0290		x	5.8599	10.63	x		51.6914	19.38
Mon	09/11/17	244.89867	1.48971	149	23.5006		x	5.3883	10.73	x		52.1630	19.28
Tue	09/12/17	244.89303	1.48968	150	23.6578		x	5.2311	10.76	x		52.3202	19.25
Wed	09/13/17	244.88740	1.48964	151	23.8149		x	5.0740	10.80	x		52.4773	19.21
Thu	09/14/17	244.88177	1.48961	152	23.9721		x	4.9168	10.83	x		52.6345	19.18
Fri	09/15/17	244.87613	1.48957	153	24.1292		x	4.7597	10.87	x		52.7916	19.14
Mon	09/18/17	244.85923	1.48947	156	24.6007		x	4.2882	10.97	x		53.2631	19.04
Tue	09/19/17	244.85360	1.48944	157	24.7579		x	4.1310	11.00	x		53.4203	19.01
Wed	09/20/17	244.84797	1.48940	158	24.9149		x	3.9740	11.04	x		53.5773	18.97
Thu	09/21/17	244.84233	1.48937	159	25.0721		x	3.8168	11.07	x		53.7345	18.94
Fri	09/22/17	244.83670	1.48933	160	25.2291		x	3.6598	11.11	x		53.8915	18.90
Mon	09/25/17	244.81980	1.48923	163	25.7004		x	3.1885	11.21	x		54.3628	18.80
Tue	09/26/17	244.81417	1.48920	164	25.8576		x	3.0313	11.24	x		54.5200	18.77
Wed	09/27/17	244.80853	1.48916	165	26.0145		x	2.8744	11.28	x		54.6769	18.73
Thu	09/28/17	244.80290	1.48913	166	26.1717		x	2.7172	11.31	x		54.8341	18.70
Fri	09/29/17	244.79727	1.48909	167	26.3286		x	2.5603	11.35	x		54.9910	18.66
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	10/02/17	244.80965	1.48917	170	26.8030		x	2.0859	11.27	x		55.4654	18.74
Tue	10/03/17	244.83329	1.48931	171	26.9632		x	1.9257	11.13	x		55.6256	18.88
Wed	10/04/17	244.85694	1.48946	172	27.1236		x	1.7653	10.98	x		55.7860	19.03
Thu	10/05/17	244.88058	1.48960	173	27.2839		x	1.6050	10.84	x		55.9463	19.17
Fri	10/06/17	244.90423	1.48975	174	27.4444		x	1.4445	10.69	x		56.1068	19.32
Mon	10/09/17	244.97516	1.49018	177	27.9256		x	0.9633	10.26	x		56.5880	19.75
Tue	10/10/17	244.99881	1.49032	178	28.0860		x	0.8029	10.12	x		56.7484	19.89
Wed	10/11/17	245.02245	1.49046	179	28.2465		x	0.6424	9.98	x		56.9089	20.03
Thu	10/12/17	245.04610	1.49061	180	28.4071		x	0.4818	9.83	x		57.0695	20.18
Fri	10/13/17	245.06974	1.49075	181	28.5676		x	0.3213	9.69	x		57.2300	20.32
Sun	10/15/17	245.11703	1.49104	0	0.0000			0.0000	9.40	x	x	57.5513	20.61
Mon	10/16/17	245.14068	1.49118	1	0.1587			-0.1587	9.26	x	x	57.7100	20.75
Tue	10/17/17	245.16432	1.49133	2	0.3175			-0.3175	9.11	x	x	57.8688	20.90
Wed	10/18/17	245.18797	1.49147	3	0.4763			-0.4763	8.97	x	x	58.0276	21.04
Thu	10/19/17	245.21161	1.49162	4	0.6352			-0.6352	8.82	x	x	58.1865	21.19
Fri	10/20/17	245.23526	1.49176	5	0.7940			-0.7940	8.68	x	x	58.3453	21.33
Mon	10/23/17	245.30619	1.49219	8	1.2708			-1.2708	8.25	x	x	58.8221	21.76
Tue	10/24/17	245.32984	1.49233	9	1.4298			-1.4298	8.11	x	x	58.9811	21.90
Wed	10/25/17	245.35348	1.49248	10	1.5888			-1.5888	7.96	x	x	59.1401	22.05
Thu	10/26/17	245.37713	1.49262	11	1.7479			-1.7479	7.82	x	x	59.2992	22.19
Fri	10/27/17	245.40077	1.49277	12	1.9070			-1.9070	7.67	x	x	59.4583	22.34
Mon	10/30/17	245.47171	1.49320	15	2.3844			-2.3844	7.24	x	x	59.9357	22.77
Tue	10/31/17	245.49535	1.49334	16	2.5436			-2.5436	7.10	x	x	60.0949	22.91
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	11/01/17	245.51900	1.49349	17	2.7028			-2.7028	6.95	x	x	60.2541	23.06
Thu	11/02/17	245.56233	1.49375	18	2.8623			-2.8623	6.69	x	x	60.4136	23.32
Fri	11/03/17	245.60567	1.49401	19	3.0219			-3.0219	6.43	x	x	60.5732	23.58
Mon	11/06/17	245.73567	1.49480	22	3.5009			-3.5009	5.64	x	x	61.0522	24.37
Tue	11/07/17	245.77900	1.49507	23	3.6607			-3.6607	5.37	x	x	61.2120	24.64
Wed	11/08/17	245.82233	1.49533	24	3.8205			-3.8205	5.11	x	x	61.3718	24.90
Thu	11/09/17	245.86567	1.49559	25	3.9804			-3.9804	4.85	x	x	61.5317	25.16
Fri	11/10/17	245.90900	1.49586	26	4.1403			-4.1403	4.58	x	x	61.6916	25.43
Mon	11/13/17	246.03900	1.49665	29	4.6205			-4.6205	3.79	x	x	62.1718	26.22
Tue	11/14/17	246.08233	1.49691	30	4.7807			-4.7807	3.53	x	x	62.3320	26.48
Wed	11/15/17	246.12567	1.49718	31	4.9409			-4.9409	3.26	x	x	62.4922	26.75
Thu	11/16/17	246.16900	1.49744	32	5.1012			-5.1012	3.00	x	x	62.6525	27.01
Fri	11/17/17	246.21233	1.49770	33	5.2615			-5.2615	2.74	x	x	62.8128	27.27
Mon	11/20/17	246.34233	1.49849	36	5.7428			-5.7428	1.95	x	x	63.2941	28.06
Tue	11/21/17	246.38567	1.49876	37	5.9034			-5.9034	1.68	x	x	63.4547	28.33
Wed	11/22/17	246.42900	1.49902	38	6.0640			-6.0640	1.42	x	x	63.6153	28.59
Thu	11/23/17	246.47233	1.49928	39	6.2247			-6.2247	1.16	x	x	63.7760	28.85
Fri	11/24/17	246.51567	1.49955	40	6.3854			-6.3854	0.89	x	x	63.9367	29.12
Mon	11/27/17	246.64567	1.50034	43	6.8680			-6.8680	0.10	x	x	64.4193	29.91
Tue	11/28/17	246.68900	1.50060	44	7.0289			-7.0289	-0.16	x	x	64.5802	30.17
Wed	11/29/17	246.73233	1.50087	45	7.1900			-7.1900	-0.43	x	x	64.7413	30.44
Thu	11/30/17	246.77567	1.50113	46	7.3510			-7.3510	-0.69	x	x	64.9023	30.70
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	12/01/17	246.81900	1.50139	47	7.5121			-7.5121	-0.95	x	x	65.0634	30.96
Mon	12/04/17	246.80390	1.50130	50	7.9911			-7.9911	-0.86	x	x	65.5424	30.87
Tue	12/05/17	246.79887	1.50127	51	8.1508			-8.1508	-0.83	x	x	65.7021	30.84
Wed	12/06/17	246.79384	1.50124	52	8.3104			-8.3104	-0.80	x	x	65.8617	30.81
Thu	12/07/17	246.78881	1.50121	53	8.4701			-8.4701	-0.77	x	x	66.0214	30.78
Fri	12/08/17	246.78377	1.50118	54	8.6297			-8.6297	-0.74	x	x	66.1810	30.75
Mon	12/11/17	246.76868	1.50109	57	9.1086			-9.1086	-0.65	x	x	66.6599	30.66
Tue	12/12/17	246.76365	1.50106	58	9.2682			-9.2682	-0.62	x	x	66.8195	30.63
Wed	12/13/17	246.75861	1.50103	59	9.4278			-9.4278	-0.59	x	x	66.9791	30.60
Thu	12/14/17	246.75358	1.50100	60	9.5874			-9.5874	-0.56	x	x	67.1387	30.57
Fri	12/15/17	246.74855	1.50096	61	9.7470			-9.7470	-0.52	x	x	67.2983	30.53
Mon	12/18/17	246.73345	1.50087	64	10.2257			-10.2257	-0.43	x	x	67.7770	30.44
Tue	12/19/17	246.72842	1.50084	65	10.3853			-10.3853	-0.40	x	x	67.9366	30.41
Wed	12/20/17	246.72339	1.50081	66	10.5448			-10.5448	-0.37	x	x	68.0961	30.38
Thu	12/21/17	246.71835	1.50078	67	10.7044			-10.7044	-0.34	x	x	68.2557	30.35
Fri	12/22/17	246.71332	1.50075	68	10.8639			-10.8639	-0.31	x	x	68.4152	30.32
Mon	12/25/17	246.69823	1.50066	71	11.3426			-11.3426	-0.22	x	x	68.8939	30.23
Tue	12/26/17	246.69319	1.50063	72	11.5021			-11.5021	-0.19	x	x	69.0534	30.20
Wed	12/27/17	246.68816	1.50060	73	11.6616			-11.6616	-0.16	x	x	69.2129	30.17
Thu	12/28/17	246.68313	1.50057	74	11.8211			-11.8211	-0.13	x	x	69.3724	30.14
Fri	12/29/17	246.67810	1.50054	75	11.9806			-11.9806	-0.10	x	x	69.5319	30.11
Mon	01/01/18	246.66300	1.50044

Generated 12/13/17 10:09