2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912810FR4	Interest 01/15/17 (184 days)	$15.2178
Dated Date	July 15, 2004	Interest 07/15/17 (181 days)	$15.4105
Ref CPI on Dated Date	188.49677	Interest Total	$30.6283
Original Issue Date	July 30, 2004	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	1.28240	170	14.0698	x	x	16.5585	26.18			14.0698	0.00
Mon	01/02/17	241.71687	1.28234	171	14.1519	x	x	16.4764	26.24			14.1519	-0.06
Tue	01/03/17	241.70474	1.28228	172	14.2340	x	x	16.3943	26.30			14.2340	-0.12
Wed	01/04/17	241.69261	1.28221	173	14.3160	x	x	16.3123	26.37			14.3160	-0.19
Thu	01/05/17	241.68048	1.28215	174	14.3981	x	x	16.2302	26.43			14.3981	-0.25
Fri	01/06/17	241.66835	1.28208	175	14.4800	x	x	16.1483	26.50			14.4800	-0.32
Mon	01/09/17	241.63197	1.28189	178	14.7261	x	x	15.9022	26.69			14.7261	-0.51
Tue	01/10/17	241.61984	1.28182	179	14.8080	x	x	15.8203	26.76			14.8080	-0.58
Wed	01/11/17	241.60771	1.28176	180	14.8900	x	x	15.7383	26.82			14.8900	-0.64
Thu	01/12/17	241.59558	1.28170	181	14.9720	x	x	15.6563	26.88			14.9720	-0.70
Fri	01/13/17	241.58345	1.28163	182	15.0539	x	x	15.5744	26.95			15.0539	-0.77
Sun	01/15/17	241.55919	1.28150	0	0.0000		x	15.4105	27.08	x		15.2178	-0.90
Mon	01/16/17	241.54706	1.28144	1	0.0841		x	15.3264	27.14	x		15.3019	-0.96
Tue	01/17/17	241.53494	1.28137	2	0.1681		x	15.2424	27.21	x		15.3859	-1.03
Wed	01/18/17	241.52281	1.28131	3	0.2522		x	15.1583	27.27	x		15.4700	-1.09
Thu	01/19/17	241.51068	1.28125	4	0.3362		x	15.0743	27.33	x		15.5540	-1.15
Fri	01/20/17	241.49855	1.28118	5	0.4203		x	14.9902	27.40	x		15.6381	-1.22
Mon	01/23/17	241.46216	1.28099	8	0.6723		x	14.7382	27.59	x		15.8901	-1.41
Tue	01/24/17	241.45003	1.28092	9	0.7563		x	14.6542	27.66	x		15.9741	-1.48
Wed	01/25/17	241.43790	1.28086	10	0.8403		x	14.5702	27.72	x		16.0581	-1.54
Thu	01/26/17	241.42577	1.28080	11	0.9243		x	14.4862	27.78	x		16.1421	-1.60
Fri	01/27/17	241.41365	1.28073	12	1.0083		x	14.4022	27.85	x		16.2261	-1.67
Mon	01/30/17	241.37726	1.28054	15	1.2602		x	14.1503	28.04	x		16.4780	-1.86
Tue	01/31/17	241.36513	1.28047	16	1.3441		x	14.0664	28.11	x		16.5619	-1.93
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	1.28041	17	1.4281		x	13.9824	28.17	x		16.6459	-1.99
Thu	02/02/17	241.35582	1.28042	18	1.5121		x	13.8984	28.16	x		16.7299	-1.98
Fri	02/03/17	241.35864	1.28044	19	1.5961		x	13.8144	28.14	x		16.8139	-1.96
Mon	02/06/17	241.36711	1.28048	22	1.8482		x	13.5623	28.10	x		17.0660	-1.92
Tue	02/07/17	241.36993	1.28050	23	1.9322		x	13.4783	28.08	x		17.1500	-1.90
Wed	02/08/17	241.37275	1.28051	24	2.0163		x	13.3942	28.07	x		17.2341	-1.89
Thu	02/09/17	241.37557	1.28053	25	2.1003		x	13.3102	28.05	x		17.3181	-1.87
Fri	02/10/17	241.37839	1.28054	26	2.1843		x	13.2262	28.04	x		17.4021	-1.86
Mon	02/13/17	241.38686	1.28059	29	2.4365		x	12.9740	27.99	x		17.6543	-1.81
Tue	02/14/17	241.38968	1.28060	30	2.5205		x	12.8900	27.98	x		17.7383	-1.80
Wed	02/15/17	241.39250	1.28062	31	2.6046		x	12.8059	27.96	x		17.8224	-1.78
Thu	02/16/17	241.39532	1.28063	32	2.6886		x	12.7219	27.95	x		17.9064	-1.77
Fri	02/17/17	241.39814	1.28065	33	2.7727		x	12.6378	27.93	x		17.9905	-1.75
Mon	02/20/17	241.40661	1.28069	36	3.0248		x	12.3857	27.89	x		18.2426	-1.71
Tue	02/21/17	241.40943	1.28071	37	3.1089		x	12.3016	27.87	x		18.3267	-1.69
Wed	02/22/17	241.41225	1.28072	38	3.1930		x	12.2175	27.86	x		18.4108	-1.68
Thu	02/23/17	241.41507	1.28074	39	3.2770		x	12.1335	27.84	x		18.4948	-1.66
Fri	02/24/17	241.41789	1.28075	40	3.3611		x	12.0494	27.83	x		18.5789	-1.65
Mon	02/27/17	241.42636	1.28080	43	3.6133		x	11.7972	27.78	x		18.8311	-1.60
Tue	02/28/17	241.42918	1.28081	44	3.6974		x	11.7131	27.77	x		18.9152	-1.59
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	1.28083	45	3.7815		x	11.6290	27.75	x		18.9993	-1.57
Thu	03/02/17	241.47739	1.28107	46	3.8662		x	11.5443	27.51	x		19.0840	-1.33
Fri	03/03/17	241.52277	1.28131	47	3.9510		x	11.4595	27.27	x		19.1688	-1.09
Mon	03/06/17	241.65894	1.28203	50	4.2056		x	11.2049	26.55	x		19.4234	-0.37
Tue	03/07/17	241.70432	1.28227	51	4.2905		x	11.1200	26.31	x		19.5083	-0.13
Wed	03/08/17	241.74971	1.28251	52	4.3754		x	11.0351	26.07	x		19.5932	0.11
Thu	03/09/17	241.79510	1.28275	53	4.4604		x	10.9501	25.83	x		19.6782	0.35
Fri	03/10/17	241.84048	1.28300	54	4.5454		x	10.8651	25.58	x		19.7632	0.60
Mon	03/13/17	241.97665	1.28372	57	4.8007		x	10.6098	24.86	x		20.0185	1.32
Tue	03/14/17	242.02203	1.28396	58	4.8858		x	10.5247	24.62	x		20.1036	1.56
Wed	03/15/17	242.06742	1.28420	59	4.9710		x	10.4395	24.38	x		20.1888	1.80
Thu	03/16/17	242.11281	1.28444	60	5.0562		x	10.3543	24.14	x		20.2740	2.04
Fri	03/17/17	242.15819	1.28468	61	5.1414		x	10.2691	23.90	x		20.3592	2.28
Mon	03/20/17	242.29435	1.28540	64	5.3973		x	10.0132	23.18	x		20.6151	3.00
Tue	03/21/17	242.33974	1.28564	65	5.4826		x	9.9279	22.94	x		20.7004	3.24
Wed	03/22/17	242.38513	1.28588	66	5.5680		x	9.8425	22.70	x		20.7858	3.48
Thu	03/23/17	242.43052	1.28613	67	5.6535		x	9.7570	22.45	x		20.8713	3.73
Fri	03/24/17	242.47590	1.28637	68	5.7389		x	9.6716	22.21	x		20.9567	3.97
Mon	03/27/17	242.61206	1.28709	71	5.9955		x	9.4150	21.49	x		21.2133	4.69
Tue	03/28/17	242.65745	1.28733	72	6.0810		x	9.3295	21.25	x		21.2988	4.93
Wed	03/29/17	242.70284	1.28757	73	6.1666		x	9.2439	21.01	x		21.3844	5.17
Thu	03/30/17	242.74823	1.28781	74	6.2523		x	9.1582	20.77	x		21.4701	5.41
Fri	03/31/17	242.79361	1.28805	75	6.3380		x	9.0725	20.53	x		21.5558	5.65
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	1.28856	78	6.5941		x	8.8164	20.02	x		21.8119	6.16
Tue	04/04/17	242.91540	1.28870	79	6.6793		x	8.7312	19.88	x		21.8971	6.30
Wed	04/05/17	242.94087	1.28883	80	6.7646		x	8.6459	19.75	x		21.9824	6.43
Thu	04/06/17	242.96633	1.28897	81	6.8499		x	8.5606	19.61	x		22.0677	6.57
Fri	04/07/17	242.99180	1.28910	82	6.9351		x	8.4754	19.48	x		22.1529	6.70
Mon	04/10/17	243.06820	1.28951	85	7.1912		x	8.2193	19.07	x		22.4090	7.11
Tue	04/11/17	243.09367	1.28964	86	7.2765		x	8.1340	18.94	x		22.4943	7.24
Wed	04/12/17	243.11913	1.28978	87	7.3619		x	8.0486	18.80	x		22.5797	7.38
Thu	04/13/17	243.14460	1.28991	88	7.4473		x	7.9632	18.67	x		22.6651	7.51
Fri	04/14/17	243.17007	1.29005	89	7.5327		x	7.8778	18.53	x		22.7505	7.65
Mon	04/17/17	243.24647	1.29045	92	7.7890		x	7.6215	18.13	x		23.0068	8.05
Tue	04/18/17	243.27193	1.29059	93	7.8746		x	7.5359	17.99	x		23.0924	8.19
Wed	04/19/17	243.29740	1.29072	94	7.9600		x	7.4505	17.86	x		23.1778	8.32
Thu	04/20/17	243.32287	1.29086	95	8.0456		x	7.3649	17.72	x		23.2634	8.46
Fri	04/21/17	243.34833	1.29099	96	8.1311		x	7.2794	17.59	x		23.3489	8.59
Mon	04/24/17	243.42473	1.29140	99	8.3879		x	7.0226	17.18	x		23.6057	9.00
Tue	04/25/17	243.45020	1.29154	100	8.4735		x	6.9370	17.04	x		23.6913	9.14
Wed	04/26/17	243.47567	1.29167	101	8.5591		x	6.8514	16.91	x		23.7769	9.27
Thu	04/27/17	243.50113	1.29181	102	8.6448		x	6.7657	16.77	x		23.8626	9.41
Fri	04/28/17	243.52660	1.29194	103	8.7304		x	6.6801	16.64	x		23.9482	9.54
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	1.29235	106	8.9875		x	6.4230	16.23	x		24.2053	9.95
Tue	05/02/17	243.60939	1.29238	107	9.0725		x	6.3380	16.20	x		24.2903	9.98
Wed	05/03/17	243.61577	1.29241	108	9.1575		x	6.2530	16.17	x		24.3753	10.01
Thu	05/04/17	243.62216	1.29245	109	9.2426		x	6.1679	16.13	x		24.4604	10.05
Fri	05/05/17	243.62855	1.29248	110	9.3276		x	6.0829	16.10	x		24.5454	10.08
Mon	05/08/17	243.64771	1.29258	113	9.5828		x	5.8277	16.00	x		24.8006	10.18
Tue	05/09/17	243.65410	1.29262	114	9.6679		x	5.7426	15.96	x		24.8857	10.22
Wed	05/10/17	243.66048	1.29265	115	9.7529		x	5.6576	15.93	x		24.9707	10.25
Thu	05/11/17	243.66687	1.29268	116	9.8379		x	5.5726	15.90	x		25.0557	10.28
Fri	05/12/17	243.67326	1.29272	117	9.9231		x	5.4874	15.86	x		25.1409	10.32
Mon	05/15/17	243.69242	1.29282	120	10.1783		x	5.2322	15.76	x		25.3961	10.42
Tue	05/16/17	243.69881	1.29285	121	10.2633		x	5.1472	15.73	x		25.4811	10.45
Wed	05/17/17	243.70519	1.29289	122	10.3485		x	5.0620	15.69	x		25.5663	10.49
Thu	05/18/17	243.71158	1.29292	123	10.4335		x	4.9770	15.66	x		25.6513	10.52
Fri	05/19/17	243.71797	1.29296	124	10.5187		x	4.8918	15.62	x		25.7365	10.56
Mon	05/22/17	243.73713	1.29306	127	10.7740		x	4.6365	15.52	x		25.9918	10.66
Tue	05/23/17	243.74352	1.29309	128	10.8591		x	4.5514	15.49	x		26.0769	10.69
Wed	05/24/17	243.74990	1.29313	129	10.9443		x	4.4662	15.45	x		26.1621	10.73
Thu	05/25/17	243.75629	1.29316	130	11.0294		x	4.3811	15.42	x		26.2472	10.76
Fri	05/26/17	243.76268	1.29319	131	11.1145		x	4.2960	15.39	x		26.3323	10.79
Mon	05/29/17	243.78184	1.29329	134	11.3699		x	4.0406	15.29	x		26.5877	10.89
Tue	05/30/17	243.78823	1.29333	135	11.4551		x	3.9554	15.25	x		26.6729	10.93
Wed	05/31/17	243.79461	1.29336	136	11.5402		x	3.8703	15.22	x		26.7580	10.96
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	1.29340	137	11.6254		x	3.7851	15.18	x		26.8432	11.00
Fri	06/02/17	243.82510	1.29352	138	11.7114		x	3.6991	15.06	x		26.9292	11.12
Mon	06/05/17	243.89740	1.29391	141	11.9696		x	3.4409	14.67	x		27.1874	11.51
Tue	06/06/17	243.92150	1.29404	142	12.0557		x	3.3548	14.54	x		27.2735	11.64
Wed	06/07/17	243.94560	1.29416	143	12.1417		x	3.2688	14.42	x		27.3595	11.76
Thu	06/08/17	243.96970	1.29429	144	12.2278		x	3.1827	14.29	x		27.4456	11.89
Fri	06/09/17	243.99380	1.29442	145	12.3140		x	3.0965	14.16	x		27.5318	12.02
Mon	06/12/17	244.06610	1.29480	148	12.5724		x	2.8381	13.78	x		27.7902	12.40
Tue	06/13/17	244.09020	1.29493	149	12.6587		x	2.7518	13.65	x		27.8765	12.53
Wed	06/14/17	244.11430	1.29506	150	12.7449		x	2.6656	13.52	x		27.9627	12.66
Thu	06/15/17	244.13840	1.29519	151	12.8311		x	2.5794	13.39	x		28.0489	12.79
Fri	06/16/17	244.16250	1.29531	152	12.9173		x	2.4932	13.27	x		28.1351	12.91
Mon	06/19/17	244.23480	1.29570	155	13.1762		x	2.2343	12.88	x		28.3940	13.30
Tue	06/20/17	244.25890	1.29583	156	13.2626		x	2.1479	12.75	x		28.4804	13.43
Wed	06/21/17	244.28300	1.29595	157	13.3488		x	2.0617	12.63	x		28.5666	13.55
Thu	06/22/17	244.30710	1.29608	158	13.4352		x	1.9753	12.50	x		28.6530	13.68
Fri	06/23/17	244.33120	1.29621	159	13.5216		x	1.8889	12.37	x		28.7394	13.81
Mon	06/26/17	244.40350	1.29659	162	13.7807		x	1.6298	11.99	x		28.9985	14.19
Tue	06/27/17	244.42760	1.29672	163	13.8672		x	1.5433	11.86	x		29.0850	14.32
Wed	06/28/17	244.45170	1.29685	164	13.9537		x	1.4568	11.73	x		29.1715	14.45
Thu	06/29/17	244.47580	1.29698	165	14.0402		x	1.3703	11.60	x		29.2580	14.58
Fri	06/30/17	244.49990	1.29710	166	14.1266		x	1.2839	11.48	x		29.3444	14.70
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	1.29730	169	14.3841		x	1.0264	11.28	x		29.6019	14.90
Tue	07/04/17	244.54423	1.29734	170	14.4696		x	0.9409	11.24	x		29.6874	14.94
Wed	07/05/17	244.55097	1.29737	171	14.5551		x	0.8554	11.21	x		29.7729	14.97
Thu	07/06/17	244.55771	1.29741	172	14.6407		x	0.7698	11.17	x		29.8585	15.01
Fri	07/07/17	244.56445	1.29745	173	14.7262		x	0.6843	11.13	x		29.9440	15.05
Mon	07/10/17	244.58468	1.29755	176	14.9828		x	0.4277	11.03	x		30.2006	15.15
Tue	07/11/17	244.59142	1.29759	177	15.0684		x	0.3421	10.99	x		30.2862	15.19
Wed	07/12/17	244.59816	1.29763	178	15.1540		x	0.2565	10.95	x		30.3718	15.23
Thu	07/13/17	244.60490	1.29766	179	15.2394		x	0.1711	10.92	x		30.4572	15.26
Fri	07/14/17	244.61165	1.29770	180	15.3250		x	0.0855	10.88	x		30.5428	15.30
Sat	07/15/17	244.61839	1.29773	0	0.0000			0.0000	10.85	x	x	30.6283	15.33
Mon	07/17/17	244.63187	1.29780	2	0.1675			-0.1675	10.78	x	x	30.7958	15.40
Tue	07/18/17	244.63861	1.29784	3	0.2513			-0.2513	10.74	x	x	30.8796	15.44
Wed	07/19/17	244.64535	1.29788	4	0.3351			-0.3351	10.70	x	x	30.9634	15.48
Thu	07/20/17	244.65210	1.29791	5	0.4188			-0.4188	10.67	x	x	31.0471	15.51
Fri	07/21/17	244.65884	1.29795	6	0.5026			-0.5026	10.63	x	x	31.1309	15.55
Mon	07/24/17	244.67906	1.29805	9	0.7540			-0.7540	10.53	x	x	31.3823	15.65
Tue	07/25/17	244.68581	1.29809	10	0.8378			-0.8378	10.49	x	x	31.4661	15.69
Wed	07/26/17	244.69255	1.29813	11	0.9216			-0.9216	10.45	x	x	31.5499	15.73
Thu	07/27/17	244.69929	1.29816	12	1.0054			-1.0054	10.42	x	x	31.6337	15.76
Fri	07/28/17	244.70603	1.29820	13	1.0892			-1.0892	10.38	x	x	31.7175	15.80
Mon	07/31/17	244.72626	1.29830	16	1.3406			-1.3406	10.28	x	x	31.9689	15.90
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	1.29834	17	1.4245			-1.4245	10.24	x	x	32.0528	15.94
Wed	08/02/17	244.74016	1.29838	18	1.5083			-1.5083	10.20	x	x	32.1366	15.98
Thu	08/03/17	244.74732	1.29842	19	1.5922			-1.5922	10.16	x	x	32.2205	16.02
Fri	08/04/17	244.75448	1.29845	20	1.6760			-1.6760	10.13	x	x	32.3043	16.05
Mon	08/07/17	244.77597	1.29857	23	1.9276			-1.9276	10.01	x	x	32.5559	16.17
Tue	08/08/17	244.78313	1.29861	24	2.0114			-2.0114	9.97	x	x	32.6397	16.21
Wed	08/09/17	244.79029	1.29864	25	2.0953			-2.0953	9.94	x	x	32.7236	16.24
Thu	08/10/17	244.79745	1.29868	26	2.1792			-2.1792	9.90	x	x	32.8075	16.28
Fri	08/11/17	244.80461	1.29872	27	2.2631			-2.2631	9.86	x	x	32.8914	16.32
Mon	08/14/17	244.82610	1.29883	30	2.5147			-2.5147	9.75	x	x	33.1430	16.43
Tue	08/15/17	244.83326	1.29887	31	2.5986			-2.5986	9.71	x	x	33.2269	16.47
Wed	08/16/17	244.84042	1.29891	32	2.6825			-2.6825	9.67	x	x	33.3108	16.51
Thu	08/17/17	244.84758	1.29895	33	2.7664			-2.7664	9.63	x	x	33.3947	16.55
Fri	08/18/17	244.85474	1.29899	34	2.8504			-2.8504	9.59	x	x	33.4787	16.59
Mon	08/21/17	244.87623	1.29910	37	3.1021			-3.1021	9.48	x	x	33.7304	16.70
Tue	08/22/17	244.88339	1.29914	38	3.1861			-3.1861	9.44	x	x	33.8144	16.74
Wed	08/23/17	244.89055	1.29918	39	3.2700			-3.2700	9.40	x	x	33.8983	16.78
Thu	08/24/17	244.89771	1.29921	40	3.3539			-3.3539	9.37	x	x	33.9822	16.81
Fri	08/25/17	244.90487	1.29925	41	3.4379			-3.4379	9.33	x	x	34.0662	16.85
Mon	08/28/17	244.92635	1.29937	44	3.6898			-3.6898	9.21	x	x	34.3181	16.97
Tue	08/29/17	244.93352	1.29940	45	3.7737			-3.7737	9.18	x	x	34.4020	17.00
Wed	08/30/17	244.94068	1.29944	46	3.8577			-3.8577	9.14	x	x	34.4860	17.04
Thu	08/31/17	244.94784	1.29948	47	3.9417			-3.9417	9.10	x	x	34.5700	17.08
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	1.29952	48	4.0257			-4.0257	9.06	x	x	34.6540	17.12
Mon	09/04/17	244.93810	1.29943	51	4.2770			-4.2770	9.15	x	x	34.9053	17.03
Tue	09/05/17	244.93247	1.29940	52	4.3608			-4.3608	9.18	x	x	34.9891	17.00
Wed	09/06/17	244.92683	1.29937	53	4.4445			-4.4445	9.21	x	x	35.0728	16.97
Thu	09/07/17	244.92120	1.29934	54	4.5283			-4.5283	9.24	x	x	35.1566	16.94
Fri	09/08/17	244.91557	1.29931	55	4.6120			-4.6120	9.27	x	x	35.2403	16.91
Mon	09/11/17	244.89867	1.29922	58	4.8632			-4.8632	9.36	x	x	35.4915	16.82
Tue	09/12/17	244.89303	1.29919	59	4.9470			-4.9470	9.39	x	x	35.5753	16.79
Wed	09/13/17	244.88740	1.29916	60	5.0307			-5.0307	9.42	x	x	35.6590	16.76
Thu	09/14/17	244.88177	1.29913	61	5.1144			-5.1144	9.45	x	x	35.7427	16.73
Fri	09/15/17	244.87613	1.29910	62	5.1982			-5.1982	9.48	x	x	35.8265	16.70
Mon	09/18/17	244.85923	1.29901	65	5.4493			-5.4493	9.57	x	x	36.0776	16.61
Tue	09/19/17	244.85360	1.29898	66	5.5330			-5.5330	9.60	x	x	36.1613	16.58
Wed	09/20/17	244.84797	1.29895	67	5.6167			-5.6167	9.63	x	x	36.2450	16.55
Thu	09/21/17	244.84233	1.29892	68	5.7004			-5.7004	9.66	x	x	36.3287	16.52
Fri	09/22/17	244.83670	1.29889	69	5.7841			-5.7841	9.69	x	x	36.4124	16.49
Mon	09/25/17	244.81980	1.29880	72	6.0352			-6.0352	9.78	x	x	36.6635	16.40
Tue	09/26/17	244.81417	1.29877	73	6.1189			-6.1189	9.81	x	x	36.7472	16.37
Wed	09/27/17	244.80853	1.29874	74	6.2025			-6.2025	9.84	x	x	36.8308	16.34
Thu	09/28/17	244.80290	1.29871	75	6.2862			-6.2862	9.87	x	x	36.9145	16.31
Fri	09/29/17	244.79727	1.29868	76	6.3699			-6.3699	9.90	x	x	36.9982	16.28
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/02/17	244.80965	1.29875	79	6.6217			-6.6217	9.83	x	x	37.2500	16.35
Tue	10/03/17	244.83329	1.29887	80	6.7061			-6.7061	9.71	x	x	37.3344	16.47
Wed	10/04/17	244.85694	1.29900	81	6.7906			-6.7906	9.58	x	x	37.4189	16.60
Thu	10/05/17	244.88058	1.29912	82	6.8751			-6.8751	9.46	x	x	37.5034	16.72
Fri	10/06/17	244.90423	1.29925	83	6.9596			-6.9596	9.33	x	x	37.5879	16.85
Mon	10/09/17	244.97516	1.29963	86	7.2133			-7.2133	8.95	x	x	37.8416	17.23
Tue	10/10/17	244.99881	1.29975	87	7.2978			-7.2978	8.83	x	x	37.9261	17.35
Wed	10/11/17	245.02245	1.29988	88	7.3825			-7.3825	8.70	x	x	38.0108	17.48
Thu	10/12/17	245.04610	1.30000	89	7.4671			-7.4671	8.58	x	x	38.0954	17.60
Fri	10/13/17	245.06974	1.30013	90	7.5517			-7.5517	8.45	x	x	38.1800	17.73
Mon	10/16/17	245.14068	1.30050	93	7.8057			-7.8057	8.08	x	x	38.4340	18.10
Tue	10/17/17	245.16432	1.30063	94	7.8904			-7.8904	7.95	x	x	38.5187	18.23
Wed	10/18/17	245.18797	1.30075	95	7.9750			-7.9750	7.83	x	x	38.6033	18.35
Thu	10/19/17	245.21161	1.30088	96	8.0598			-8.0598	7.70	x	x	38.6881	18.48
Fri	10/20/17	245.23526	1.30101	97	8.1446			-8.1446	7.57	x	x	38.7729	18.61
Mon	10/23/17	245.30619	1.30138	100	8.3989			-8.3989	7.20	x	x	39.0272	18.98
Tue	10/24/17	245.32984	1.30151	101	8.4837			-8.4837	7.07	x	x	39.1120	19.11
Wed	10/25/17	245.35348	1.30163	102	8.5685			-8.5685	6.95	x	x	39.1968	19.23
Thu	10/26/17	245.37713	1.30176	103	8.6533			-8.6533	6.82	x	x	39.2816	19.36
Fri	10/27/17	245.40077	1.30188	104	8.7382			-8.7382	6.70	x	x	39.3665	19.48
Mon	10/30/17	245.47171	1.30226	107	8.9928			-8.9928	6.32	x	x	39.6211	19.86
Tue	10/31/17	245.49535	1.30238	108	9.0777			-9.0777	6.20	x	x	39.7060	19.98
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	1.30251	109	9.1627			-9.1627	6.07	x	x	39.7910	20.11
Thu	11/02/17	245.56233	1.30274	110	9.2484			-9.2484	5.84	x	x	39.8767	20.34
Fri	11/03/17	245.60567	1.30297	111	9.3341			-9.3341	5.61	x	x	39.9624	20.57
Mon	11/06/17	245.73567	1.30366	114	9.5915			-9.5915	4.92	x	x	40.2198	21.26
Tue	11/07/17	245.77900	1.30389	115	9.6773			-9.6773	4.69	x	x	40.3056	21.49
Wed	11/08/17	245.82233	1.30412	116	9.7632			-9.7632	4.46	x	x	40.3915	21.72
Thu	11/09/17	245.86567	1.30435	117	9.8491			-9.8491	4.23	x	x	40.4774	21.95
Fri	11/10/17	245.90900	1.30458	118	9.9350			-9.9350	4.00	x	x	40.5633	22.18
Mon	11/13/17	246.03900	1.30527	121	10.1930			-10.1930	3.31	x	x	40.8213	22.87
Tue	11/14/17	246.08233	1.30550	122	10.2790			-10.2790	3.08	x	x	40.9073	23.10
Wed	11/15/17	246.12567	1.30573	123	10.3651			-10.3651	2.85	x	x	40.9934	23.33
Thu	11/16/17	246.16900	1.30596	124	10.4512			-10.4512	2.62	x	x	41.0795	23.56
Fri	11/17/17	246.21233	1.30619	125	10.5374			-10.5374	2.39	x	x	41.1657	23.79
Mon	11/20/17	246.34233	1.30688	128	10.7960			-10.7960	1.70	x	x	41.4243	24.48
Tue	11/21/17	246.38567	1.30711	129	10.8822			-10.8822	1.47	x	x	41.5105	24.71
Wed	11/22/17	246.42900	1.30734	130	10.9685			-10.9685	1.24	x	x	41.5968	24.94
Thu	11/23/17	246.47233	1.30757	131	11.0548			-11.0548	1.01	x	x	41.6831	25.17
Fri	11/24/17	246.51567	1.30780	132	11.1412			-11.1412	0.78	x	x	41.7695	25.40
Mon	11/27/17	246.64567	1.30849	135	11.4004			-11.4004	0.09	x	x	42.0287	26.09
Tue	11/28/17	246.68900	1.30872	136	11.4869			-11.4869	-0.14	x	x	42.1152	26.32
Wed	11/29/17	246.73233	1.30895	137	11.5734			-11.5734	-0.37	x	x	42.2017	26.55
Thu	11/30/17	246.77567	1.30918	138	11.6599			-11.6599	-0.60	x	x	42.2882	26.78
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	1.30941	139	11.7464			-11.7464	-0.83	x	x	42.3747	27.01
Mon	12/04/17	246.80390	1.30933	142	11.9992			-11.9992	-0.75	x	x	42.6275	26.93
Tue	12/05/17	246.79887	1.30930	143	12.0835			-12.0835	-0.72	x	x	42.7118	26.90
Wed	12/06/17	246.79384	1.30927	144	12.1677			-12.1677	-0.69	x	x	42.7960	26.87
Thu	12/07/17	246.78881	1.30925	145	12.2520			-12.2520	-0.67	x	x	42.8803	26.85
Fri	12/08/17	246.78377	1.30922	146	12.3362			-12.3362	-0.64	x	x	42.9645	26.82
Mon	12/11/17	246.76868	1.30914	149	12.5889			-12.5889	-0.56	x	x	43.2172	26.74
Tue	12/12/17	246.76365	1.30911	150	12.6731			-12.6731	-0.53	x	x	43.3014	26.71
Wed	12/13/17	246.75861	1.30909	151	12.7574			-12.7574	-0.51	x	x	43.3857	26.69
Thu	12/14/17	246.75358	1.30906	152	12.8416			-12.8416	-0.48	x	x	43.4699	26.66
Fri	12/15/17	246.74855	1.30903	153	12.9258			-12.9258	-0.45	x	x	43.5541	26.63
Mon	12/18/17	246.73345	1.30895	156	13.1784			-13.1784	-0.37	x	x	43.8067	26.55
Tue	12/19/17	246.72842	1.30893	157	13.2627			-13.2627	-0.35	x	x	43.8910	26.53
Wed	12/20/17	246.72339	1.30890	158	13.3469			-13.3469	-0.32	x	x	43.9752	26.50
Thu	12/21/17	246.71835	1.30887	159	13.4310			-13.4310	-0.29	x	x	44.0593	26.47
Fri	12/22/17	246.71332	1.30885	160	13.5153			-13.5153	-0.27	x	x	44.1436	26.45
Mon	12/25/17	246.69823	1.30877	163	13.7679			-13.7679	-0.19	x	x	44.3962	26.37
Tue	12/26/17	246.69319	1.30874	164	13.8520			-13.8520	-0.16	x	x	44.4803	26.34
Wed	12/27/17	246.68816	1.30871	165	13.9362			-13.9362	-0.13	x	x	44.5645	26.31
Thu	12/28/17	246.68313	1.30869	166	14.0204			-14.0204	-0.11	x	x	44.6487	26.29
Fri	12/29/17	246.67810	1.30866	167	14.1045			-14.1045	-0.08	x	x	44.7328	26.26
Mon	01/01/18	246.66300	1.30858

Generated 12/13/17 10:09