1.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2018

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

CUSIP Number	912828HN3	Interest 01/15/17 (184 days)	$9.3685
Dated Date	January 15, 2008	Interest 07/15/17 (181 days)	$9.4872
Ref CPI on Dated Date	209.49645	Interest Total	$18.8557
Original Issue Date	January 15, 2008	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	1.15386	170	8.6618	x	x	10.1939	23.55			8.6618	0.00
Mon	01/02/17	241.71687	1.15380	171	8.7123	x	x	10.1434	23.61			8.7123	-0.06
Tue	01/03/17	241.70474	1.15374	172	8.7628	x	x	10.0929	23.67			8.7628	-0.12
Wed	01/04/17	241.69261	1.15368	173	8.8133	x	x	10.0424	23.73			8.8133	-0.18
Thu	01/05/17	241.68048	1.15363	174	8.8638	x	x	9.9919	23.78			8.8638	-0.23
Fri	01/06/17	241.66835	1.15357	175	8.9143	x	x	9.9414	23.84			8.9143	-0.29
Mon	01/09/17	241.63197	1.15339	178	9.0657	x	x	9.7900	24.02			9.0657	-0.47
Tue	01/10/17	241.61984	1.15334	179	9.1162	x	x	9.7395	24.07			9.1162	-0.52
Wed	01/11/17	241.60771	1.15328	180	9.1667	x	x	9.6890	24.13			9.1667	-0.58
Thu	01/12/17	241.59558	1.15322	181	9.2171	x	x	9.6386	24.19			9.2171	-0.64
Fri	01/13/17	241.58345	1.15316	182	9.2676	x	x	9.5881	24.25			9.2676	-0.70
Sun	01/15/17	241.55919	1.15305	0	0.0000		x	9.4872	24.36	x		9.3685	-0.81
Mon	01/16/17	241.54706	1.15299	1	0.0518		x	9.4354	24.42	x		9.4203	-0.87
Tue	01/17/17	241.53494	1.15293	2	0.1035		x	9.3837	24.48	x		9.4720	-0.93
Wed	01/18/17	241.52281	1.15287	3	0.1553		x	9.3319	24.54	x		9.5238	-0.99
Thu	01/19/17	241.51068	1.15282	4	0.2070		x	9.2802	24.59	x		9.5755	-1.04
Fri	01/20/17	241.49855	1.15276	5	0.2587		x	9.2285	24.65	x		9.6272	-1.10
Mon	01/23/17	241.46216	1.15258	8	0.4139		x	9.0733	24.83	x		9.7824	-1.28
Tue	01/24/17	241.45003	1.15253	9	0.4656		x	9.0216	24.88	x		9.8341	-1.33
Wed	01/25/17	241.43790	1.15247	10	0.5173		x	8.9699	24.94	x		9.8858	-1.39
Thu	01/26/17	241.42577	1.15241	11	0.5690		x	8.9182	25.00	x		9.9375	-1.45
Fri	01/27/17	241.41365	1.15235	12	0.6207		x	8.8665	25.06	x		9.9892	-1.51
Mon	01/30/17	241.37726	1.15218	15	0.7758		x	8.7114	25.23	x		10.1443	-1.68
Tue	01/31/17	241.36513	1.15212	16	0.8275		x	8.6597	25.29	x		10.1960	-1.74
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	1.15206	17	0.8792		x	8.6080	25.35	x		10.2477	-1.80
Thu	02/02/17	241.35582	1.15208	18	0.9309		x	8.5563	25.33	x		10.2994	-1.78
Fri	02/03/17	241.35864	1.15209	19	0.9826		x	8.5046	25.32	x		10.3511	-1.77
Mon	02/06/17	241.36711	1.15213	22	1.1378		x	8.3494	25.28	x		10.5063	-1.73
Tue	02/07/17	241.36993	1.15214	23	1.1895		x	8.2977	25.27	x		10.5580	-1.72
Wed	02/08/17	241.37275	1.15216	24	1.2413		x	8.2459	25.25	x		10.6098	-1.70
Thu	02/09/17	241.37557	1.15217	25	1.2930		x	8.1942	25.24	x		10.6615	-1.69
Fri	02/10/17	241.37839	1.15218	26	1.3447		x	8.1425	25.23	x		10.7132	-1.68
Mon	02/13/17	241.38686	1.15222	29	1.5000		x	7.9872	25.19	x		10.8685	-1.64
Tue	02/14/17	241.38968	1.15224	30	1.5517		x	7.9355	25.17	x		10.9202	-1.62
Wed	02/15/17	241.39250	1.15225	31	1.6034		x	7.8838	25.16	x		10.9719	-1.61
Thu	02/16/17	241.39532	1.15226	32	1.6552		x	7.8320	25.15	x		11.0237	-1.60
Fri	02/17/17	241.39814	1.15228	33	1.7069		x	7.7803	25.13	x		11.0754	-1.58
Mon	02/20/17	241.40661	1.15232	36	1.8622		x	7.6250	25.09	x		11.2307	-1.54
Tue	02/21/17	241.40943	1.15233	37	1.9139		x	7.5733	25.08	x		11.2824	-1.53
Wed	02/22/17	241.41225	1.15235	38	1.9657		x	7.5215	25.06	x		11.3342	-1.51
Thu	02/23/17	241.41507	1.15236	39	2.0174		x	7.4698	25.05	x		11.3859	-1.50
Fri	02/24/17	241.41789	1.15237	40	2.0692		x	7.4180	25.04	x		11.4377	-1.49
Mon	02/27/17	241.42636	1.15241	43	2.2244		x	7.2628	25.00	x		11.5929	-1.45
Tue	02/28/17	241.42918	1.15243	44	2.2762		x	7.2110	24.98	x		11.6447	-1.43
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	03/01/17	241.43200	1.15244	45	2.3280		x	7.1592	24.97	x		11.6965	-1.42
Thu	03/02/17	241.47739	1.15266	46	2.3801		x	7.1071	24.75	x		11.7486	-1.20
Fri	03/03/17	241.52277	1.15287	47	2.4323		x	7.0549	24.54	x		11.8008	-0.99
Mon	03/06/17	241.65894	1.15352	50	2.5890		x	6.8982	23.89	x		11.9575	-0.34
Tue	03/07/17	241.70432	1.15374	51	2.6413		x	6.8459	23.67	x		12.0098	-0.12
Wed	03/08/17	241.74971	1.15396	52	2.6936		x	6.7936	23.45	x		12.0621	0.10
Thu	03/09/17	241.79510	1.15417	53	2.7459		x	6.7413	23.24	x		12.1144	0.31
Fri	03/10/17	241.84048	1.15439	54	2.7983		x	6.6889	23.02	x		12.1668	0.53
Mon	03/13/17	241.97665	1.15504	57	2.9554		x	6.5318	22.37	x		12.3239	1.18
Tue	03/14/17	242.02203	1.15526	58	3.0078		x	6.4794	22.15	x		12.3763	1.40
Wed	03/15/17	242.06742	1.15547	59	3.0602		x	6.4270	21.94	x		12.4287	1.61
Thu	03/16/17	242.11281	1.15569	60	3.1127		x	6.3745	21.72	x		12.4812	1.83
Fri	03/17/17	242.15819	1.15591	61	3.1652		x	6.3220	21.50	x		12.5337	2.05
Mon	03/20/17	242.29435	1.15656	64	3.3227		x	6.1645	20.85	x		12.6912	2.70
Tue	03/21/17	242.33974	1.15677	65	3.3752		x	6.1120	20.64	x		12.7437	2.91
Wed	03/22/17	242.38513	1.15699	66	3.4278		x	6.0594	20.42	x		12.7963	3.13
Thu	03/23/17	242.43052	1.15721	67	3.4804		x	6.0068	20.20	x		12.8489	3.35
Fri	03/24/17	242.47590	1.15742	68	3.5330		x	5.9542	19.99	x		12.9015	3.56
Mon	03/27/17	242.61206	1.15807	71	3.6909		x	5.7963	19.34	x		13.0594	4.21
Tue	03/28/17	242.65745	1.15829	72	3.7436		x	5.7436	19.12	x		13.1121	4.43
Wed	03/29/17	242.70284	1.15851	73	3.7964		x	5.6908	18.90	x		13.1649	4.65
Thu	03/30/17	242.74823	1.15872	74	3.8491		x	5.6381	18.69	x		13.2176	4.86
Fri	03/31/17	242.79361	1.15894	75	3.9018		x	5.5854	18.47	x		13.2703	5.08
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/03/17	242.88993	1.15940	78	4.0595		x	5.4277	18.01	x		13.4280	5.54
Tue	04/04/17	242.91540	1.15952	79	4.1120		x	5.3752	17.89	x		13.4805	5.66
Wed	04/05/17	242.94087	1.15964	80	4.1645		x	5.3227	17.77	x		13.5330	5.78
Thu	04/06/17	242.96633	1.15976	81	4.2169		x	5.2703	17.65	x		13.5854	5.90
Fri	04/07/17	242.99180	1.15989	82	4.2695		x	5.2177	17.52	x		13.6380	6.03
Mon	04/10/17	243.06820	1.16025	85	4.4271		x	5.0601	17.16	x		13.7956	6.39
Tue	04/11/17	243.09367	1.16037	86	4.4796		x	5.0076	17.04	x		13.8481	6.51
Wed	04/12/17	243.11913	1.16049	87	4.5322		x	4.9550	16.92	x		13.9007	6.63
Thu	04/13/17	243.14460	1.16061	88	4.5847		x	4.9025	16.80	x		13.9532	6.75
Fri	04/14/17	243.17007	1.16074	89	4.6373		x	4.8499	16.67	x		14.0058	6.88
Mon	04/17/17	243.24647	1.16110	92	4.7952		x	4.6920	16.31	x		14.1637	7.24
Tue	04/18/17	243.27193	1.16122	93	4.8478		x	4.6394	16.19	x		14.2163	7.36
Wed	04/19/17	243.29740	1.16134	94	4.9004		x	4.5868	16.07	x		14.2689	7.48
Thu	04/20/17	243.32287	1.16147	95	4.9531		x	4.5341	15.94	x		14.3216	7.61
Fri	04/21/17	243.34833	1.16159	96	5.0057		x	4.4815	15.82	x		14.3742	7.73
Mon	04/24/17	243.42473	1.16195	99	5.1638		x	4.3234	15.46	x		14.5323	8.09
Tue	04/25/17	243.45020	1.16207	100	5.2165		x	4.2707	15.34	x		14.5850	8.21
Wed	04/26/17	243.47567	1.16219	101	5.2692		x	4.2180	15.22	x		14.6377	8.33
Thu	04/27/17	243.50113	1.16232	102	5.3219		x	4.1653	15.09	x		14.6904	8.46
Fri	04/28/17	243.52660	1.16244	103	5.3747		x	4.1125	14.97	x		14.7432	8.58
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	1.16280	106	5.5329		x	3.9543	14.61	x		14.9014	8.94
Tue	05/02/17	243.60939	1.16283	107	5.5853		x	3.9019	14.58	x		14.9538	8.97
Wed	05/03/17	243.61577	1.16286	108	5.6376		x	3.8496	14.55	x		15.0061	9.00
Thu	05/04/17	243.62216	1.16289	109	5.6900		x	3.7972	14.52	x		15.0585	9.03
Fri	05/05/17	243.62855	1.16292	110	5.7423		x	3.7449	14.49	x		15.1108	9.06
Mon	05/08/17	243.64771	1.16302	113	5.8994		x	3.5878	14.39	x		15.2679	9.16
Tue	05/09/17	243.65410	1.16305	114	5.9518		x	3.5354	14.36	x		15.3203	9.19
Wed	05/10/17	243.66048	1.16308	115	6.0042		x	3.4830	14.33	x		15.3727	9.22
Thu	05/11/17	243.66687	1.16311	116	6.0565		x	3.4307	14.30	x		15.4250	9.25
Fri	05/12/17	243.67326	1.16314	117	6.1089		x	3.3783	14.27	x		15.4774	9.28
Mon	05/15/17	243.69242	1.16323	120	6.2660		x	3.2212	14.18	x		15.6345	9.37
Tue	05/16/17	243.69881	1.16326	121	6.3184		x	3.1688	14.15	x		15.6869	9.40
Wed	05/17/17	243.70519	1.16329	122	6.3708		x	3.1164	14.12	x		15.7393	9.43
Thu	05/18/17	243.71158	1.16332	123	6.4232		x	3.0640	14.09	x		15.7917	9.46
Fri	05/19/17	243.71797	1.16335	124	6.4756		x	3.0116	14.06	x		15.8441	9.49
Mon	05/22/17	243.73713	1.16344	127	6.6327		x	2.8545	13.97	x		16.0012	9.58
Tue	05/23/17	243.74352	1.16347	128	6.6851		x	2.8021	13.94	x		16.0536	9.61
Wed	05/24/17	243.74990	1.16350	129	6.7375		x	2.7497	13.91	x		16.1060	9.64
Thu	05/25/17	243.75629	1.16353	130	6.7899		x	2.6973	13.88	x		16.1584	9.67
Fri	05/26/17	243.76268	1.16356	131	6.8423		x	2.6449	13.85	x		16.2108	9.70
Mon	05/29/17	243.78184	1.16366	134	6.9996		x	2.4876	13.75	x		16.3681	9.80
Tue	05/30/17	243.78823	1.16369	135	7.0521		x	2.4351	13.72	x		16.4206	9.83
Wed	05/31/17	243.79461	1.16372	136	7.1045		x	2.3827	13.69	x		16.4730	9.86
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	1.16375	137	7.1569		x	2.3303	13.66	x		16.5254	9.89
Fri	06/02/17	243.82510	1.16386	138	7.2098		x	2.2774	13.55	x		16.5783	10.00
Mon	06/05/17	243.89740	1.16421	141	7.3688		x	2.1184	13.20	x		16.7373	10.35
Tue	06/06/17	243.92150	1.16432	142	7.4217		x	2.0655	13.09	x		16.7902	10.46
Wed	06/07/17	243.94560	1.16444	143	7.4748		x	2.0124	12.97	x		16.8433	10.58
Thu	06/08/17	243.96970	1.16455	144	7.5278		x	1.9594	12.86	x		16.8963	10.69
Fri	06/09/17	243.99380	1.16467	145	7.5808		x	1.9064	12.74	x		16.9493	10.81
Mon	06/12/17	244.06610	1.16501	148	7.7399		x	1.7473	12.40	x		17.1084	11.15
Tue	06/13/17	244.09020	1.16513	149	7.7930		x	1.6942	12.28	x		17.1615	11.27
Wed	06/14/17	244.11430	1.16524	150	7.8461		x	1.6411	12.17	x		17.2146	11.38
Thu	06/15/17	244.13840	1.16536	151	7.8992		x	1.5880	12.05	x		17.2677	11.50
Fri	06/16/17	244.16250	1.16547	152	7.9522		x	1.5350	11.94	x		17.3207	11.61
Mon	06/19/17	244.23480	1.16582	155	8.1116		x	1.3756	11.59	x		17.4801	11.96
Tue	06/20/17	244.25890	1.16593	156	8.1647		x	1.3225	11.48	x		17.5332	12.07
Wed	06/21/17	244.28300	1.16605	157	8.2179		x	1.2693	11.36	x		17.5864	12.19
Thu	06/22/17	244.30710	1.16616	158	8.2710		x	1.2162	11.25	x		17.6395	12.30
Fri	06/23/17	244.33120	1.16628	159	8.3242		x	1.1630	11.13	x		17.6927	12.42
Mon	06/26/17	244.40350	1.16662	162	8.4838		x	1.0034	10.79	x		17.8523	12.76
Tue	06/27/17	244.42760	1.16674	163	8.5370		x	0.9502	10.67	x		17.9055	12.88
Wed	06/28/17	244.45170	1.16685	164	8.5902		x	0.8970	10.56	x		17.9587	12.99
Thu	06/29/17	244.47580	1.16697	165	8.6435		x	0.8437	10.44	x		18.0120	13.11
Fri	06/30/17	244.49990	1.16708	166	8.6967		x	0.7905	10.33	x		18.0652	13.22
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	1.16726	169	8.8552		x	0.6320	10.15	x		18.2237	13.40
Tue	07/04/17	244.54423	1.16730	170	8.9079		x	0.5793	10.11	x		18.2764	13.44
Wed	07/05/17	244.55097	1.16733	171	8.9605		x	0.5267	10.08	x		18.3290	13.47
Thu	07/06/17	244.55771	1.16736	172	9.0132		x	0.4740	10.05	x		18.3817	13.50
Fri	07/07/17	244.56445	1.16739	173	9.0658		x	0.4214	10.02	x		18.4343	13.53
Mon	07/10/17	244.58468	1.16749	176	9.2238		x	0.2634	9.92	x		18.5923	13.63
Tue	07/11/17	244.59142	1.16752	177	9.2765		x	0.2107	9.89	x		18.6450	13.66
Wed	07/12/17	244.59816	1.16755	178	9.3291		x	0.1581	9.86	x		18.6976	13.69
Thu	07/13/17	244.60490	1.16758	179	9.3818		x	0.1054	9.83	x		18.7503	13.72
Fri	07/14/17	244.61165	1.16762	180	9.4345		x	0.0527	9.79	x		18.8030	13.76
Sat	07/15/17	244.61839	1.16765	0	0.0000			0.0000	9.76	x	x	18.8557	13.79
Mon	07/17/17	244.63187	1.16771	2	0.1031			-0.1031	9.70	x	x	18.9588	13.85
Tue	07/18/17	244.63861	1.16775	3	0.1547			-0.1547	9.66	x	x	19.0104	13.89
Wed	07/19/17	244.64535	1.16778	4	0.2063			-0.2063	9.63	x	x	19.0620	13.92
Thu	07/20/17	244.65210	1.16781	5	0.2578			-0.2578	9.60	x	x	19.1135	13.95
Fri	07/21/17	244.65884	1.16784	6	0.3094			-0.3094	9.57	x	x	19.1651	13.98
Mon	07/24/17	244.67906	1.16794	9	0.4642			-0.4642	9.47	x	x	19.3199	14.08
Tue	07/25/17	244.68581	1.16797	10	0.5157			-0.5157	9.44	x	x	19.3714	14.11
Wed	07/26/17	244.69255	1.16800	11	0.5673			-0.5673	9.41	x	x	19.4230	14.14
Thu	07/27/17	244.69929	1.16804	12	0.6189			-0.6189	9.37	x	x	19.4746	14.18
Fri	07/28/17	244.70603	1.16807	13	0.6705			-0.6705	9.34	x	x	19.5262	14.21
Mon	07/31/17	244.72626	1.16816	16	0.8253			-0.8253	9.25	x	x	19.6810	14.30
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	1.16820	17	0.8769			-0.8769	9.21	x	x	19.7326	14.34
Wed	08/02/17	244.74016	1.16823	18	0.9286			-0.9286	9.18	x	x	19.7843	14.37
Thu	08/03/17	244.74732	1.16826	19	0.9802			-0.9802	9.15	x	x	19.8359	14.40
Fri	08/04/17	244.75448	1.16830	20	1.0318			-1.0318	9.11	x	x	19.8875	14.44
Mon	08/07/17	244.77597	1.16840	23	1.1867			-1.1867	9.01	x	x	20.0424	14.54
Tue	08/08/17	244.78313	1.16844	24	1.2383			-1.2383	8.97	x	x	20.0940	14.58
Wed	08/09/17	244.79029	1.16847	25	1.2899			-1.2899	8.94	x	x	20.1456	14.61
Thu	08/10/17	244.79745	1.16850	26	1.3416			-1.3416	8.91	x	x	20.1973	14.64
Fri	08/11/17	244.80461	1.16854	27	1.3932			-1.3932	8.87	x	x	20.2489	14.68
Mon	08/14/17	244.82610	1.16864	30	1.5481			-1.5481	8.77	x	x	20.4038	14.78
Tue	08/15/17	244.83326	1.16867	31	1.5998			-1.5998	8.74	x	x	20.4555	14.81
Wed	08/16/17	244.84042	1.16871	32	1.6514			-1.6514	8.70	x	x	20.5071	14.85
Thu	08/17/17	244.84758	1.16874	33	1.7031			-1.7031	8.67	x	x	20.5588	14.88
Fri	08/18/17	244.85474	1.16878	34	1.7548			-1.7548	8.63	x	x	20.6105	14.92
Mon	08/21/17	244.87623	1.16888	37	1.9098			-1.9098	8.53	x	x	20.7655	15.02
Tue	08/22/17	244.88339	1.16891	38	1.9614			-1.9614	8.50	x	x	20.8171	15.05
Wed	08/23/17	244.89055	1.16895	39	2.0131			-2.0131	8.46	x	x	20.8688	15.09
Thu	08/24/17	244.89771	1.16898	40	2.0648			-2.0648	8.43	x	x	20.9205	15.12
Fri	08/25/17	244.90487	1.16902	41	2.1165			-2.1165	8.39	x	x	20.9722	15.16
Mon	08/28/17	244.92635	1.16912	44	2.2715			-2.2715	8.29	x	x	21.1272	15.26
Tue	08/29/17	244.93352	1.16915	45	2.3232			-2.3232	8.26	x	x	21.1789	15.29
Wed	08/30/17	244.94068	1.16919	46	2.3749			-2.3749	8.22	x	x	21.2306	15.33
Thu	08/31/17	244.94784	1.16922	47	2.4266			-2.4266	8.19	x	x	21.2823	15.36
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	1.16926	48	2.4783			-2.4783	8.15	x	x	21.3340	15.40
Mon	09/04/17	244.93810	1.16918	51	2.6330			-2.6330	8.23	x	x	21.4887	15.32
Tue	09/05/17	244.93247	1.16915	52	2.6846			-2.6846	8.26	x	x	21.5403	15.29
Wed	09/06/17	244.92683	1.16912	53	2.7362			-2.7362	8.29	x	x	21.5919	15.26
Thu	09/07/17	244.92120	1.16909	54	2.7877			-2.7877	8.32	x	x	21.6434	15.23
Fri	09/08/17	244.91557	1.16907	55	2.8393			-2.8393	8.34	x	x	21.6950	15.21
Mon	09/11/17	244.89867	1.16899	58	2.9939			-2.9939	8.42	x	x	21.8496	15.13
Tue	09/12/17	244.89303	1.16896	59	3.0455			-3.0455	8.45	x	x	21.9012	15.10
Wed	09/13/17	244.88740	1.16893	60	3.0970			-3.0970	8.48	x	x	21.9527	15.07
Thu	09/14/17	244.88177	1.16891	61	3.1486			-3.1486	8.50	x	x	22.0043	15.05
Fri	09/15/17	244.87613	1.16888	62	3.2001			-3.2001	8.53	x	x	22.0558	15.02
Mon	09/18/17	244.85923	1.16880	65	3.3547			-3.3547	8.61	x	x	22.2104	14.94
Tue	09/19/17	244.85360	1.16877	66	3.4063			-3.4063	8.64	x	x	22.2620	14.91
Wed	09/20/17	244.84797	1.16875	67	3.4578			-3.4578	8.66	x	x	22.3135	14.89
Thu	09/21/17	244.84233	1.16872	68	3.5093			-3.5093	8.69	x	x	22.3650	14.86
Fri	09/22/17	244.83670	1.16869	69	3.5609			-3.5609	8.72	x	x	22.4166	14.83
Mon	09/25/17	244.81980	1.16861	72	3.7154			-3.7154	8.80	x	x	22.5711	14.75
Tue	09/26/17	244.81417	1.16858	73	3.7669			-3.7669	8.83	x	x	22.6226	14.72
Wed	09/27/17	244.80853	1.16856	74	3.8185			-3.8185	8.85	x	x	22.6742	14.70
Thu	09/28/17	244.80290	1.16853	75	3.8700			-3.8700	8.88	x	x	22.7257	14.67
Fri	09/29/17	244.79727	1.16850	76	3.9215			-3.9215	8.91	x	x	22.7772	14.64
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	1.16856	79	4.0765			-4.0765	8.85	x	x	22.9322	14.70
Tue	10/03/17	244.83329	1.16868	80	4.1285			-4.1285	8.73	x	x	22.9842	14.82
Wed	10/04/17	244.85694	1.16879	81	4.1805			-4.1805	8.62	x	x	23.0362	14.93
Thu	10/05/17	244.88058	1.16890	82	4.2325			-4.2325	8.51	x	x	23.0882	15.04
Fri	10/06/17	244.90423	1.16901	83	4.2845			-4.2845	8.40	x	x	23.1402	15.15
Mon	10/09/17	244.97516	1.16935	86	4.4407			-4.4407	8.06	x	x	23.2964	15.49
Tue	10/10/17	244.99881	1.16947	87	4.4928			-4.4928	7.94	x	x	23.3485	15.61
Wed	10/11/17	245.02245	1.16958	88	4.5448			-4.5448	7.83	x	x	23.4005	15.72
Thu	10/12/17	245.04610	1.16969	89	4.5969			-4.5969	7.72	x	x	23.4526	15.83
Fri	10/13/17	245.06974	1.16980	90	4.6490			-4.6490	7.61	x	x	23.5047	15.94
Mon	10/16/17	245.14068	1.17014	93	4.8054			-4.8054	7.27	x	x	23.6611	16.28
Tue	10/17/17	245.16432	1.17026	94	4.8575			-4.8575	7.15	x	x	23.7132	16.40
Wed	10/18/17	245.18797	1.17037	95	4.9097			-4.9097	7.04	x	x	23.7654	16.51
Thu	10/19/17	245.21161	1.17048	96	4.9618			-4.9618	6.93	x	x	23.8175	16.62
Fri	10/20/17	245.23526	1.17059	97	5.0140			-5.0140	6.82	x	x	23.8697	16.73
Mon	10/23/17	245.30619	1.17093	100	5.1705			-5.1705	6.48	x	x	24.0262	17.07
Tue	10/24/17	245.32984	1.17105	101	5.2228			-5.2228	6.36	x	x	24.0785	17.19
Wed	10/25/17	245.35348	1.17116	102	5.2750			-5.2750	6.25	x	x	24.1307	17.30
Thu	10/26/17	245.37713	1.17127	103	5.3272			-5.3272	6.14	x	x	24.1829	17.41
Fri	10/27/17	245.40077	1.17138	104	5.3794			-5.3794	6.03	x	x	24.2351	17.52
Mon	10/30/17	245.47171	1.17172	107	5.5362			-5.5362	5.69	x	x	24.3919	17.86
Tue	10/31/17	245.49535	1.17184	108	5.5885			-5.5885	5.57	x	x	24.4442	17.98
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	1.17195	109	5.6408			-5.6408	5.46	x	x	24.4965	18.09
Thu	11/02/17	245.56233	1.17216	110	5.6936			-5.6936	5.25	x	x	24.5493	18.30
Fri	11/03/17	245.60567	1.17236	111	5.7463			-5.7463	5.05	x	x	24.6020	18.50
Mon	11/06/17	245.73567	1.17298	114	5.9047			-5.9047	4.43	x	x	24.7604	19.12
Tue	11/07/17	245.77900	1.17319	115	5.9576			-5.9576	4.22	x	x	24.8133	19.33
Wed	11/08/17	245.82233	1.17340	116	6.0105			-6.0105	4.01	x	x	24.8662	19.54
Thu	11/09/17	245.86567	1.17360	117	6.0633			-6.0633	3.81	x	x	24.9190	19.74
Fri	11/10/17	245.90900	1.17381	118	6.1163			-6.1163	3.60	x	x	24.9720	19.95
Mon	11/13/17	246.03900	1.17443	121	6.2751			-6.2751	2.98	x	x	25.1308	20.57
Tue	11/14/17	246.08233	1.17464	122	6.3281			-6.3281	2.77	x	x	25.1838	20.78
Wed	11/15/17	246.12567	1.17484	123	6.3810			-6.3810	2.57	x	x	25.2367	20.98
Thu	11/16/17	246.16900	1.17505	124	6.4340			-6.4340	2.36	x	x	25.2897	21.19
Fri	11/17/17	246.21233	1.17526	125	6.4871			-6.4871	2.15	x	x	25.3428	21.40
Mon	11/20/17	246.34233	1.17588	128	6.6463			-6.6463	1.53	x	x	25.5020	22.02
Tue	11/21/17	246.38567	1.17609	129	6.6994			-6.6994	1.32	x	x	25.5551	22.23
Wed	11/22/17	246.42900	1.17629	130	6.7525			-6.7525	1.12	x	x	25.6082	22.43
Thu	11/23/17	246.47233	1.17650	131	6.8056			-6.8056	0.91	x	x	25.6613	22.64
Fri	11/24/17	246.51567	1.17671	132	6.8588			-6.8588	0.70	x	x	25.7145	22.85
Mon	11/27/17	246.64567	1.17733	135	7.0184			-7.0184	0.08	x	x	25.8741	23.47
Tue	11/28/17	246.68900	1.17753	136	7.0716			-7.0716	-0.12	x	x	25.9273	23.67
Wed	11/29/17	246.73233	1.17774	137	7.1248			-7.1248	-0.33	x	x	25.9805	23.88
Thu	11/30/17	246.77567	1.17795	138	7.1781			-7.1781	-0.54	x	x	26.0338	24.09
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	12/01/17	246.81900	1.17815	139	7.2314			-7.2314	-0.74	x	x	26.0871	24.29
Mon	12/04/17	246.80390	1.17808	142	7.3870			-7.3870	-0.67	x	x	26.2427	24.22
Tue	12/05/17	246.79887	1.17806	143	7.4389			-7.4389	-0.65	x	x	26.2946	24.20
Wed	12/06/17	246.79384	1.17803	144	7.4907			-7.4907	-0.62	x	x	26.3464	24.17
Thu	12/07/17	246.78881	1.17801	145	7.5426			-7.5426	-0.60	x	x	26.3983	24.15
Fri	12/08/17	246.78377	1.17799	146	7.5945			-7.5945	-0.58	x	x	26.4502	24.13
Mon	12/11/17	246.76868	1.17791	149	7.7500			-7.7500	-0.50	x	x	26.6057	24.05
Tue	12/12/17	246.76365	1.17789	150	7.8019			-7.8019	-0.48	x	x	26.6576	24.03
Wed	12/13/17	246.75861	1.17787	151	7.8538			-7.8538	-0.46	x	x	26.7095	24.01
Thu	12/14/17	246.75358	1.17784	152	7.9056			-7.9056	-0.43	x	x	26.7613	23.98
Fri	12/15/17	246.74855	1.17782	153	7.9575			-7.9575	-0.41	x	x	26.8132	23.96
Mon	12/18/17	246.73345	1.17775	156	8.1130			-8.1130	-0.34	x	x	26.9687	23.89
Tue	12/19/17	246.72842	1.17772	157	8.1648			-8.1648	-0.31	x	x	27.0205	23.86
Wed	12/20/17	246.72339	1.17770	158	8.2167			-8.2167	-0.29	x	x	27.0724	23.84
Thu	12/21/17	246.71835	1.17767	159	8.2685			-8.2685	-0.26	x	x	27.1242	23.81
Fri	12/22/17	246.71332	1.17765	160	8.3204			-8.3204	-0.24	x	x	27.1761	23.79
Mon	12/25/17	246.69823	1.17758	163	8.4759			-8.4759	-0.17	x	x	27.3316	23.72
Tue	12/26/17	246.69319	1.17755	164	8.5276			-8.5276	-0.14	x	x	27.3833	23.69
Wed	12/27/17	246.68816	1.17753	165	8.5795			-8.5795	-0.12	x	x	27.4352	23.67
Thu	12/28/17	246.68313	1.17751	166	8.6313			-8.6313	-0.10	x	x	27.4870	23.65
Fri	12/29/17	246.67810	1.17748	167	8.6831			-8.6831	-0.07	x	x	27.5388	23.62
Mon	01/01/18	246.66300	1.17741

Generated 12/13/17 10:09