1.25% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2020

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

CUSIP Number	912828NM8	Interest 01/15/17 (184 days)	$6.9228
Dated Date	July 15, 2010	Interest 07/15/17 (181 days)	$7.0104
Ref CPI on Dated Date	218.08532	Interest Total	$13.9332
Original Issue Date	July 15, 2010	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	1.10841	170	6.4005	x	x	7.5327	22.63			6.4005	0.00
Mon	01/02/17	241.71687	1.10836	171	6.4378	x	x	7.4954	22.68			6.4378	-0.05
Tue	01/03/17	241.70474	1.10830	172	6.4751	x	x	7.4581	22.74			6.4751	-0.11
Wed	01/04/17	241.69261	1.10825	173	6.5125	x	x	7.4207	22.79			6.5125	-0.16
Thu	01/05/17	241.68048	1.10819	174	6.5498	x	x	7.3834	22.85			6.5498	-0.22
Fri	01/06/17	241.66835	1.10814	175	6.5871	x	x	7.3461	22.90			6.5871	-0.27
Mon	01/09/17	241.63197	1.10797	178	6.6990	x	x	7.2342	23.07			6.6990	-0.44
Tue	01/10/17	241.61984	1.10791	179	6.7363	x	x	7.1969	23.13			6.7363	-0.50
Wed	01/11/17	241.60771	1.10786	180	6.7736	x	x	7.1596	23.18			6.7736	-0.55
Thu	01/12/17	241.59558	1.10780	181	6.8109	x	x	7.1223	23.24			6.8109	-0.61
Fri	01/13/17	241.58345	1.10775	182	6.8482	x	x	7.0850	23.29			6.8482	-0.66
Sun	01/15/17	241.55919	1.10764	0	0.0000		x	7.0104	23.40	x		6.9228	-0.77
Mon	01/16/17	241.54706	1.10758	1	0.0382		x	6.9722	23.46	x		6.9610	-0.83
Tue	01/17/17	241.53494	1.10752	2	0.0765		x	6.9339	23.52	x		6.9993	-0.89
Wed	01/18/17	241.52281	1.10747	3	0.1147		x	6.8957	23.57	x		7.0375	-0.94
Thu	01/19/17	241.51068	1.10741	4	0.1530		x	6.8574	23.63	x		7.0758	-1.00
Fri	01/20/17	241.49855	1.10736	5	0.1912		x	6.8192	23.68	x		7.1140	-1.05
Mon	01/23/17	241.46216	1.10719	8	0.3059		x	6.7045	23.85	x		7.2287	-1.22
Tue	01/24/17	241.45003	1.10714	9	0.3441		x	6.6663	23.90	x		7.2669	-1.27
Wed	01/25/17	241.43790	1.10708	10	0.3823		x	6.6281	23.96	x		7.3051	-1.33
Thu	01/26/17	241.42577	1.10702	11	0.4205		x	6.5899	24.02	x		7.3433	-1.39
Fri	01/27/17	241.41365	1.10697	12	0.4587		x	6.5517	24.07	x		7.3815	-1.44
Mon	01/30/17	241.37726	1.10680	15	0.5733		x	6.4371	24.24	x		7.4961	-1.61
Tue	01/31/17	241.36513	1.10675	16	0.6115		x	6.3989	24.29	x		7.5343	-1.66
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	1.10669	17	0.6496		x	6.3608	24.35	x		7.5724	-1.72
Thu	02/02/17	241.35582	1.10670	18	0.6879		x	6.3225	24.34	x		7.6107	-1.71
Fri	02/03/17	241.35864	1.10672	19	0.7261		x	6.2843	24.32	x		7.6489	-1.69
Mon	02/06/17	241.36711	1.10676	22	0.8408		x	6.1696	24.28	x		7.7636	-1.65
Tue	02/07/17	241.36993	1.10677	23	0.8790		x	6.1314	24.27	x		7.8018	-1.64
Wed	02/08/17	241.37275	1.10678	24	0.9172		x	6.0932	24.26	x		7.8400	-1.63
Thu	02/09/17	241.37557	1.10679	25	0.9554		x	6.0550	24.25	x		7.8782	-1.62
Fri	02/10/17	241.37839	1.10681	26	0.9937		x	6.0167	24.23	x		7.9165	-1.60
Mon	02/13/17	241.38686	1.10685	29	1.1084		x	5.9020	24.19	x		8.0312	-1.56
Tue	02/14/17	241.38968	1.10686	30	1.1466		x	5.8638	24.18	x		8.0694	-1.55
Wed	02/15/17	241.39250	1.10687	31	1.1848		x	5.8256	24.17	x		8.1076	-1.54
Thu	02/16/17	241.39532	1.10688	32	1.2231		x	5.7873	24.16	x		8.1459	-1.53
Fri	02/17/17	241.39814	1.10690	33	1.2613		x	5.7491	24.14	x		8.1841	-1.51
Mon	02/20/17	241.40661	1.10694	36	1.3760		x	5.6344	24.10	x		8.2988	-1.47
Tue	02/21/17	241.40943	1.10695	37	1.4143		x	5.5961	24.09	x		8.3371	-1.46
Wed	02/22/17	241.41225	1.10696	38	1.4525		x	5.5579	24.08	x		8.3753	-1.45
Thu	02/23/17	241.41507	1.10698	39	1.4908		x	5.5196	24.06	x		8.4136	-1.43
Fri	02/24/17	241.41789	1.10699	40	1.5290		x	5.4814	24.05	x		8.4518	-1.42
Mon	02/27/17	241.42636	1.10703	43	1.6437		x	5.3667	24.01	x		8.5665	-1.38
Tue	02/28/17	241.42918	1.10704	44	1.6820		x	5.3284	24.00	x		8.6048	-1.37
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	1.10705	45	1.7202		x	5.2902	23.99	x		8.6430	-1.36
Thu	03/02/17	241.47739	1.10726	46	1.7588		x	5.2516	23.78	x		8.6816	-1.15
Fri	03/03/17	241.52277	1.10747	47	1.7973		x	5.2131	23.57	x		8.7201	-0.94
Mon	03/06/17	241.65894	1.10809	50	1.9131		x	5.0973	22.95	x		8.8359	-0.32
Tue	03/07/17	241.70432	1.10830	51	1.9518		x	5.0586	22.74	x		8.8746	-0.11
Wed	03/08/17	241.74971	1.10851	52	1.9904		x	5.0200	22.53	x		8.9132	0.10
Thu	03/09/17	241.79510	1.10872	53	2.0291		x	4.9813	22.32	x		8.9519	0.31
Fri	03/10/17	241.84048	1.10893	54	2.0678		x	4.9426	22.11	x		8.9906	0.52
Mon	03/13/17	241.97665	1.10955	57	2.1839		x	4.8265	21.49	x		9.1067	1.14
Tue	03/14/17	242.02203	1.10976	58	2.2226		x	4.7878	21.28	x		9.1454	1.35
Wed	03/15/17	242.06742	1.10997	59	2.2613		x	4.7491	21.07	x		9.1841	1.56
Thu	03/16/17	242.11281	1.11017	60	2.3001		x	4.7103	20.87	x		9.2229	1.76
Fri	03/17/17	242.15819	1.11038	61	2.3389		x	4.6715	20.66	x		9.2617	1.97
Mon	03/20/17	242.29435	1.11101	64	2.4553		x	4.5551	20.03	x		9.3781	2.60
Tue	03/21/17	242.33974	1.11122	65	2.4941		x	4.5163	19.82	x		9.4169	2.81
Wed	03/22/17	242.38513	1.11142	66	2.5329		x	4.4775	19.62	x		9.4557	3.01
Thu	03/23/17	242.43052	1.11163	67	2.5718		x	4.4386	19.41	x		9.4946	3.22
Fri	03/24/17	242.47590	1.11184	68	2.6107		x	4.3997	19.20	x		9.5335	3.43
Mon	03/27/17	242.61206	1.11246	71	2.7274		x	4.2830	18.58	x		9.6502	4.05
Tue	03/28/17	242.65745	1.11267	72	2.7663		x	4.2441	18.37	x		9.6891	4.26
Wed	03/29/17	242.70284	1.11288	73	2.8053		x	4.2051	18.16	x		9.7281	4.47
Thu	03/30/17	242.74823	1.11309	74	2.8442		x	4.1662	17.95	x		9.7670	4.68
Fri	03/31/17	242.79361	1.11330	75	2.8832		x	4.1272	17.74	x		9.8060	4.89
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	1.11374	78	2.9997		x	4.0107	17.30	x		9.9225	5.33
Tue	04/04/17	242.91540	1.11385	79	3.0385		x	3.9719	17.19	x		9.9613	5.44
Wed	04/05/17	242.94087	1.11397	80	3.0773		x	3.9331	17.07	x		10.0001	5.56
Thu	04/06/17	242.96633	1.11409	81	3.1161		x	3.8943	16.95	x		10.0389	5.68
Fri	04/07/17	242.99180	1.11421	82	3.1549		x	3.8555	16.83	x		10.0777	5.80
Mon	04/10/17	243.06820	1.11456	85	3.2713		x	3.7391	16.48	x		10.1941	6.15
Tue	04/11/17	243.09367	1.11467	86	3.3101		x	3.7003	16.37	x		10.2329	6.26
Wed	04/12/17	243.11913	1.11479	87	3.3490		x	3.6614	16.25	x		10.2718	6.38
Thu	04/13/17	243.14460	1.11491	88	3.3878		x	3.6226	16.13	x		10.3106	6.50
Fri	04/14/17	243.17007	1.11502	89	3.4267		x	3.5837	16.02	x		10.3495	6.61
Mon	04/17/17	243.24647	1.11537	92	3.5433		x	3.4671	15.67	x		10.4661	6.96
Tue	04/18/17	243.27193	1.11549	93	3.5822		x	3.4282	15.55	x		10.5050	7.08
Wed	04/19/17	243.29740	1.11561	94	3.6211		x	3.3893	15.43	x		10.5439	7.20
Thu	04/20/17	243.32287	1.11572	95	3.6600		x	3.3504	15.32	x		10.5828	7.31
Fri	04/21/17	243.34833	1.11584	96	3.6989		x	3.3115	15.20	x		10.6217	7.43
Mon	04/24/17	243.42473	1.11619	99	3.8157		x	3.1947	14.85	x		10.7385	7.78
Tue	04/25/17	243.45020	1.11631	100	3.8547		x	3.1557	14.73	x		10.7775	7.90
Wed	04/26/17	243.47567	1.11642	101	3.8936		x	3.1168	14.62	x		10.8164	8.01
Thu	04/27/17	243.50113	1.11654	102	3.9326		x	3.0778	14.50	x		10.8554	8.13
Fri	04/28/17	243.52660	1.11666	103	3.9715		x	3.0389	14.38	x		10.8943	8.25
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/01/17	243.60300	1.11701	106	4.0885		x	2.9219	14.03	x		11.0113	8.60
Tue	05/02/17	243.60939	1.11704	107	4.1272		x	2.8832	14.00	x		11.0500	8.63
Wed	05/03/17	243.61577	1.11707	108	4.1659		x	2.8445	13.97	x		11.0887	8.66
Thu	05/04/17	243.62216	1.11710	109	4.2046		x	2.8058	13.94	x		11.1274	8.69
Fri	05/05/17	243.62855	1.11712	110	4.2432		x	2.7672	13.92	x		11.1660	8.71
Mon	05/08/17	243.64771	1.11721	113	4.3593		x	2.6511	13.83	x		11.2821	8.80
Tue	05/09/17	243.65410	1.11724	114	4.3980		x	2.6124	13.80	x		11.3208	8.83
Wed	05/10/17	243.66048	1.11727	115	4.4367		x	2.5737	13.77	x		11.3595	8.86
Thu	05/11/17	243.66687	1.11730	116	4.4754		x	2.5350	13.74	x		11.3982	8.89
Fri	05/12/17	243.67326	1.11733	117	4.5141		x	2.4963	13.71	x		11.4369	8.92
Mon	05/15/17	243.69242	1.11742	120	4.6302		x	2.3802	13.62	x		11.5530	9.01
Tue	05/16/17	243.69881	1.11745	121	4.6689		x	2.3415	13.59	x		11.5917	9.04
Wed	05/17/17	243.70519	1.11748	122	4.7076		x	2.3028	13.56	x		11.6304	9.07
Thu	05/18/17	243.71158	1.11751	123	4.7463		x	2.2641	13.53	x		11.6691	9.10
Fri	05/19/17	243.71797	1.11753	124	4.7850		x	2.2254	13.51	x		11.7078	9.12
Mon	05/22/17	243.73713	1.11762	127	4.9012		x	2.1092	13.42	x		11.8240	9.21
Tue	05/23/17	243.74352	1.11765	128	4.9399		x	2.0705	13.39	x		11.8627	9.24
Wed	05/24/17	243.74990	1.11768	129	4.9786		x	2.0318	13.36	x		11.9014	9.27
Thu	05/25/17	243.75629	1.11771	130	5.0173		x	1.9931	13.33	x		11.9401	9.30
Fri	05/26/17	243.76268	1.11774	131	5.0561		x	1.9543	13.30	x		11.9789	9.33
Mon	05/29/17	243.78184	1.11783	134	5.1723		x	1.8381	13.21	x		12.0951	9.42
Tue	05/30/17	243.78823	1.11786	135	5.2110		x	1.7994	13.18	x		12.1338	9.45
Wed	05/31/17	243.79461	1.11789	136	5.2498		x	1.7606	13.15	x		12.1726	9.48
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	1.11792	137	5.2885		x	1.7219	13.12	x		12.2113	9.51
Fri	06/02/17	243.82510	1.11803	138	5.3276		x	1.6828	13.01	x		12.2504	9.62
Mon	06/05/17	243.89740	1.11836	141	5.4451		x	1.5653	12.68	x		12.3679	9.95
Tue	06/06/17	243.92150	1.11847	142	5.4842		x	1.5262	12.57	x		12.4070	10.06
Wed	06/07/17	243.94560	1.11858	143	5.5234		x	1.4870	12.46	x		12.4462	10.17
Thu	06/08/17	243.96970	1.11869	144	5.5625		x	1.4479	12.35	x		12.4853	10.28
Fri	06/09/17	243.99380	1.11880	145	5.6017		x	1.4087	12.24	x		12.5245	10.39
Mon	06/12/17	244.06610	1.11913	148	5.7193		x	1.2911	11.91	x		12.6421	10.72
Tue	06/13/17	244.09020	1.11924	149	5.7585		x	1.2519	11.80	x		12.6813	10.83
Wed	06/14/17	244.11430	1.11935	150	5.7977		x	1.2127	11.69	x		12.7205	10.94
Thu	06/15/17	244.13840	1.11946	151	5.8370		x	1.1734	11.58	x		12.7598	11.05
Fri	06/16/17	244.16250	1.11957	152	5.8762		x	1.1342	11.47	x		12.7990	11.16
Mon	06/19/17	244.23480	1.11990	155	5.9939		x	1.0165	11.14	x		12.9167	11.49
Tue	06/20/17	244.25890	1.12002	156	6.0333		x	0.9771	11.02	x		12.9561	11.61
Wed	06/21/17	244.28300	1.12013	157	6.0725		x	0.9379	10.91	x		12.9953	11.72
Thu	06/22/17	244.30710	1.12024	158	6.1118		x	0.8986	10.80	x		13.0346	11.83
Fri	06/23/17	244.33120	1.12035	159	6.1511		x	0.8593	10.69	x		13.0739	11.94
Mon	06/26/17	244.40350	1.12068	162	6.2690		x	0.7414	10.36	x		13.1918	12.27
Tue	06/27/17	244.42760	1.12079	163	6.3083		x	0.7021	10.25	x		13.2311	12.38
Wed	06/28/17	244.45170	1.12090	164	6.3476		x	0.6628	10.14	x		13.2704	12.49
Thu	06/29/17	244.47580	1.12101	165	6.3870		x	0.6234	10.03	x		13.3098	12.60
Fri	06/30/17	244.49990	1.12112	166	6.4263		x	0.5841	9.92	x		13.3491	12.71
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/03/17	244.53748	1.12129	169	6.5434		x	0.4670	9.75	x		13.4662	12.88
Tue	07/04/17	244.54423	1.12132	170	6.5823		x	0.4281	9.72	x		13.5051	12.91
Wed	07/05/17	244.55097	1.12135	171	6.6212		x	0.3892	9.69	x		13.5440	12.94
Thu	07/06/17	244.55771	1.12139	172	6.6602		x	0.3502	9.65	x		13.5830	12.98
Fri	07/07/17	244.56445	1.12142	173	6.6991		x	0.3113	9.62	x		13.6219	13.01
Mon	07/10/17	244.58468	1.12151	176	6.8158		x	0.1946	9.53	x		13.7386	13.10
Tue	07/11/17	244.59142	1.12154	177	6.8547		x	0.1557	9.50	x		13.7775	13.13
Wed	07/12/17	244.59816	1.12157	178	6.8936		x	0.1168	9.47	x		13.8164	13.16
Thu	07/13/17	244.60490	1.12160	179	6.9325		x	0.0779	9.44	x		13.8553	13.19
Fri	07/14/17	244.61165	1.12163	180	6.9715		x	0.0389	9.41	x		13.8943	13.22
Sat	07/15/17	244.61839	1.12166	0	0.0000			0.0000	9.38	x	x	13.9332	13.25
Mon	07/17/17	244.63187	1.12173	2	0.0762			-0.0762	9.31	x	x	14.0094	13.32
Tue	07/18/17	244.63861	1.12176	3	0.1143			-0.1143	9.28	x	x	14.0475	13.35
Wed	07/19/17	244.64535	1.12179	4	0.1524			-0.1524	9.25	x	x	14.0856	13.38
Thu	07/20/17	244.65210	1.12182	5	0.1905			-0.1905	9.22	x	x	14.1237	13.41
Fri	07/21/17	244.65884	1.12185	6	0.2286			-0.2286	9.19	x	x	14.1618	13.44
Mon	07/24/17	244.67906	1.12194	9	0.3430			-0.3430	9.10	x	x	14.2762	13.53
Tue	07/25/17	244.68581	1.12197	10	0.3811			-0.3811	9.07	x	x	14.3143	13.56
Wed	07/26/17	244.69255	1.12200	11	0.4192			-0.4192	9.04	x	x	14.3524	13.59
Thu	07/27/17	244.69929	1.12203	12	0.4573			-0.4573	9.01	x	x	14.3905	13.62
Fri	07/28/17	244.70603	1.12207	13	0.4955			-0.4955	8.97	x	x	14.4287	13.66
Mon	07/31/17	244.72626	1.12216	16	0.6099			-0.6099	8.88	x	x	14.5431	13.75
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	1.12219	17	0.6480			-0.6480	8.85	x	x	14.5812	13.78
Wed	08/02/17	244.74016	1.12222	18	0.6861			-0.6861	8.82	x	x	14.6193	13.81
Thu	08/03/17	244.74732	1.12225	19	0.7243			-0.7243	8.79	x	x	14.6575	13.84
Fri	08/04/17	244.75448	1.12229	20	0.7624			-0.7624	8.75	x	x	14.6956	13.88
Mon	08/07/17	244.77597	1.12239	23	0.8769			-0.8769	8.65	x	x	14.8101	13.98
Tue	08/08/17	244.78313	1.12242	24	0.9150			-0.9150	8.62	x	x	14.8482	14.01
Wed	08/09/17	244.79029	1.12245	25	0.9532			-0.9532	8.59	x	x	14.8864	14.04
Thu	08/10/17	244.79745	1.12248	26	0.9913			-0.9913	8.56	x	x	14.9245	14.07
Fri	08/11/17	244.80461	1.12252	27	1.0295			-1.0295	8.52	x	x	14.9627	14.11
Mon	08/14/17	244.82610	1.12262	30	1.1440			-1.1440	8.42	x	x	15.0772	14.21
Tue	08/15/17	244.83326	1.12265	31	1.1821			-1.1821	8.39	x	x	15.1153	14.24
Wed	08/16/17	244.84042	1.12268	32	1.2203			-1.2203	8.36	x	x	15.1535	14.27
Thu	08/17/17	244.84758	1.12271	33	1.2585			-1.2585	8.33	x	x	15.1917	14.30
Fri	08/18/17	244.85474	1.12275	34	1.2967			-1.2967	8.29	x	x	15.2299	14.34
Mon	08/21/17	244.87623	1.12285	37	1.4112			-1.4112	8.19	x	x	15.3444	14.44
Tue	08/22/17	244.88339	1.12288	38	1.4494			-1.4494	8.16	x	x	15.3826	14.47
Wed	08/23/17	244.89055	1.12291	39	1.4876			-1.4876	8.13	x	x	15.4208	14.50
Thu	08/24/17	244.89771	1.12294	40	1.5257			-1.5257	8.10	x	x	15.4589	14.53
Fri	08/25/17	244.90487	1.12298	41	1.5639			-1.5639	8.06	x	x	15.4971	14.57
Mon	08/28/17	244.92635	1.12308	44	1.6785			-1.6785	7.96	x	x	15.6117	14.67
Tue	08/29/17	244.93352	1.12311	45	1.7167			-1.7167	7.93	x	x	15.6499	14.70
Wed	08/30/17	244.94068	1.12314	46	1.7549			-1.7549	7.90	x	x	15.6881	14.73
Thu	08/31/17	244.94784	1.12317	47	1.7931			-1.7931	7.87	x	x	15.7263	14.76
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	1.12321	48	1.8313			-1.8313	7.83	x	x	15.7645	14.80
Mon	09/04/17	244.93810	1.12313	51	1.9456			-1.9456	7.91	x	x	15.8788	14.72
Tue	09/05/17	244.93247	1.12310	52	1.9837			-1.9837	7.94	x	x	15.9169	14.69
Wed	09/06/17	244.92683	1.12308	53	2.0218			-2.0218	7.96	x	x	15.9550	14.67
Thu	09/07/17	244.92120	1.12305	54	2.0599			-2.0599	7.99	x	x	15.9931	14.64
Fri	09/08/17	244.91557	1.12303	55	2.0981			-2.0981	8.01	x	x	16.0313	14.62
Mon	09/11/17	244.89867	1.12295	58	2.2123			-2.2123	8.09	x	x	16.1455	14.54
Tue	09/12/17	244.89303	1.12292	59	2.2504			-2.2504	8.12	x	x	16.1836	14.51
Wed	09/13/17	244.88740	1.12290	60	2.2885			-2.2885	8.14	x	x	16.2217	14.49
Thu	09/14/17	244.88177	1.12287	61	2.3266			-2.3266	8.17	x	x	16.2598	14.46
Fri	09/15/17	244.87613	1.12285	62	2.3647			-2.3647	8.19	x	x	16.2979	14.44
Mon	09/18/17	244.85923	1.12277	65	2.4789			-2.4789	8.27	x	x	16.4121	14.36
Tue	09/19/17	244.85360	1.12274	66	2.5170			-2.5170	8.30	x	x	16.4502	14.33
Wed	09/20/17	244.84797	1.12272	67	2.5551			-2.5551	8.32	x	x	16.4883	14.31
Thu	09/21/17	244.84233	1.12269	68	2.5932			-2.5932	8.35	x	x	16.5264	14.28
Fri	09/22/17	244.83670	1.12266	69	2.6312			-2.6312	8.38	x	x	16.5644	14.25
Mon	09/25/17	244.81980	1.12259	72	2.7455			-2.7455	8.45	x	x	16.6787	14.18
Tue	09/26/17	244.81417	1.12256	73	2.7835			-2.7835	8.48	x	x	16.7167	14.15
Wed	09/27/17	244.80853	1.12254	74	2.8216			-2.8216	8.50	x	x	16.7548	14.13
Thu	09/28/17	244.80290	1.12251	75	2.8597			-2.8597	8.53	x	x	16.7929	14.10
Fri	09/29/17	244.79727	1.12248	76	2.8977			-2.8977	8.56	x	x	16.8309	14.07
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	1.12254	79	3.0123			-3.0123	8.50	x	x	16.9455	14.13
Tue	10/03/17	244.83329	1.12265	80	3.0507			-3.0507	8.39	x	x	16.9839	14.24
Wed	10/04/17	244.85694	1.12276	81	3.0891			-3.0891	8.28	x	x	17.0223	14.35
Thu	10/05/17	244.88058	1.12287	82	3.1276			-3.1276	8.17	x	x	17.0608	14.46
Fri	10/06/17	244.90423	1.12297	83	3.1660			-3.1660	8.07	x	x	17.0992	14.56
Mon	10/09/17	244.97516	1.12330	86	3.2814			-3.2814	7.74	x	x	17.2146	14.89
Tue	10/10/17	244.99881	1.12341	87	3.3199			-3.3199	7.63	x	x	17.2531	15.00
Wed	10/11/17	245.02245	1.12352	88	3.3583			-3.3583	7.52	x	x	17.2915	15.11
Thu	10/12/17	245.04610	1.12362	89	3.3968			-3.3968	7.42	x	x	17.3300	15.21
Fri	10/13/17	245.06974	1.12373	90	3.4353			-3.4353	7.31	x	x	17.3685	15.32
Mon	10/16/17	245.14068	1.12406	93	3.5509			-3.5509	6.98	x	x	17.4841	15.65
Tue	10/17/17	245.16432	1.12417	94	3.5894			-3.5894	6.87	x	x	17.5226	15.76
Wed	10/18/17	245.18797	1.12428	95	3.6279			-3.6279	6.76	x	x	17.5611	15.87
Thu	10/19/17	245.21161	1.12438	96	3.6665			-3.6665	6.66	x	x	17.5997	15.97
Fri	10/20/17	245.23526	1.12449	97	3.7050			-3.7050	6.55	x	x	17.6382	16.08
Mon	10/23/17	245.30619	1.12482	100	3.8207			-3.8207	6.22	x	x	17.7539	16.41
Tue	10/24/17	245.32984	1.12493	101	3.8593			-3.8593	6.11	x	x	17.7925	16.52
Wed	10/25/17	245.35348	1.12503	102	3.8979			-3.8979	6.01	x	x	17.8311	16.62
Thu	10/26/17	245.37713	1.12514	103	3.9365			-3.9365	5.90	x	x	17.8697	16.73
Fri	10/27/17	245.40077	1.12525	104	3.9751			-3.9751	5.79	x	x	17.9083	16.84
Mon	10/30/17	245.47171	1.12558	107	4.0909			-4.0909	5.46	x	x	18.0241	17.17
Tue	10/31/17	245.49535	1.12568	108	4.1295			-4.1295	5.36	x	x	18.0627	17.27
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	1.12579	109	4.1682			-4.1682	5.25	x	x	18.1014	17.38
Thu	11/02/17	245.56233	1.12599	110	4.2072			-4.2072	5.05	x	x	18.1404	17.58
Fri	11/03/17	245.60567	1.12619	111	4.2462			-4.2462	4.85	x	x	18.1794	17.78
Mon	11/06/17	245.73567	1.12679	114	4.3632			-4.3632	4.25	x	x	18.2964	18.38
Tue	11/07/17	245.77900	1.12699	115	4.4023			-4.4023	4.05	x	x	18.3355	18.58
Wed	11/08/17	245.82233	1.12718	116	4.4413			-4.4413	3.86	x	x	18.3745	18.77
Thu	11/09/17	245.86567	1.12738	117	4.4804			-4.4804	3.66	x	x	18.4136	18.97
Fri	11/10/17	245.90900	1.12758	118	4.5195			-4.5195	3.46	x	x	18.4527	19.17
Mon	11/13/17	246.03900	1.12818	121	4.6369			-4.6369	2.86	x	x	18.5701	19.77
Tue	11/14/17	246.08233	1.12838	122	4.6760			-4.6760	2.66	x	x	18.6092	19.97
Wed	11/15/17	246.12567	1.12858	123	4.7152			-4.7152	2.46	x	x	18.6484	20.17
Thu	11/16/17	246.16900	1.12877	124	4.7543			-4.7543	2.27	x	x	18.6875	20.36
Fri	11/17/17	246.21233	1.12897	125	4.7935			-4.7935	2.07	x	x	18.7267	20.56
Mon	11/20/17	246.34233	1.12957	128	4.9112			-4.9112	1.47	x	x	18.8444	21.16
Tue	11/21/17	246.38567	1.12977	129	4.9504			-4.9504	1.27	x	x	18.8836	21.36
Wed	11/22/17	246.42900	1.12997	130	4.9897			-4.9897	1.07	x	x	18.9229	21.56
Thu	11/23/17	246.47233	1.13016	131	5.0289			-5.0289	0.88	x	x	18.9621	21.75
Fri	11/24/17	246.51567	1.13036	132	5.0682			-5.0682	0.68	x	x	19.0014	21.95
Mon	11/27/17	246.64567	1.13096	135	5.1861			-5.1861	0.08	x	x	19.1193	22.55
Tue	11/28/17	246.68900	1.13116	136	5.2255			-5.2255	-0.12	x	x	19.1587	22.75
Wed	11/29/17	246.73233	1.13136	137	5.2648			-5.2648	-0.32	x	x	19.1980	22.95
Thu	11/30/17	246.77567	1.13156	138	5.3042			-5.3042	-0.52	x	x	19.2374	23.15
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	1.13175	139	5.3435			-5.3435	-0.71	x	x	19.2767	23.34
Mon	12/04/17	246.80390	1.13169	142	5.4586			-5.4586	-0.65	x	x	19.3918	23.28
Tue	12/05/17	246.79887	1.13166	143	5.4969			-5.4969	-0.62	x	x	19.4301	23.25
Wed	12/06/17	246.79384	1.13164	144	5.5352			-5.5352	-0.60	x	x	19.4684	23.23
Thu	12/07/17	246.78881	1.13162	145	5.5735			-5.5735	-0.58	x	x	19.5067	23.21
Fri	12/08/17	246.78377	1.13159	146	5.6118			-5.6118	-0.55	x	x	19.5450	23.18
Mon	12/11/17	246.76868	1.13152	149	5.7268			-5.7268	-0.48	x	x	19.6600	23.11
Tue	12/12/17	246.76365	1.13150	150	5.7651			-5.7651	-0.46	x	x	19.6983	23.09
Wed	12/13/17	246.75861	1.13148	151	5.8034			-5.8034	-0.44	x	x	19.7366	23.07
Thu	12/14/17	246.75358	1.13145	152	5.8417			-5.8417	-0.41	x	x	19.7749	23.04
Fri	12/15/17	246.74855	1.13143	153	5.8801			-5.8801	-0.39	x	x	19.8133	23.02
Mon	12/18/17	246.73345	1.13136	156	5.9950			-5.9950	-0.32	x	x	19.9282	22.95
Tue	12/19/17	246.72842	1.13134	157	6.0333			-6.0333	-0.30	x	x	19.9665	22.93
Wed	12/20/17	246.72339	1.13132	158	6.0716			-6.0716	-0.28	x	x	20.0048	22.91
Thu	12/21/17	246.71835	1.13129	159	6.1099			-6.1099	-0.25	x	x	20.0431	22.88
Fri	12/22/17	246.71332	1.13127	160	6.1482			-6.1482	-0.23	x	x	20.0814	22.86
Mon	12/25/17	246.69823	1.13120	163	6.2631			-6.2631	-0.16	x	x	20.1963	22.79
Tue	12/26/17	246.69319	1.13118	164	6.3014			-6.3014	-0.14	x	x	20.2346	22.77
Wed	12/27/17	246.68816	1.13115	165	6.3397			-6.3397	-0.11	x	x	20.2729	22.74
Thu	12/28/17	246.68313	1.13113	166	6.3780			-6.3780	-0.09	x	x	20.3112	22.72
Fri	12/29/17	246.67810	1.13111	167	6.4163			-6.4163	-0.07	x	x	20.3495	22.70
Mon	01/01/18	246.66300	1.13104

Generated 12/13/17 10:09