1.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2021

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

CUSIP Number	912828PP9	Interest 01/15/17 (184 days)	$6.2115
Dated Date	January 15, 2011	Interest 07/15/17 (181 days)	$6.2901
Ref CPI on Dated Date	218.75255	Interest Total	$12.5016
Original Issue Date	January 31, 2011	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	1.10503	170	5.7429	x	x	6.7587	22.56			5.7429	0.00
Mon	01/02/17	241.71687	1.10498	171	5.7764	x	x	6.7252	22.61			5.7764	-0.05
Tue	01/03/17	241.70474	1.10492	172	5.8098	x	x	6.6918	22.67			5.8098	-0.11
Wed	01/04/17	241.69261	1.10487	173	5.8434	x	x	6.6582	22.72			5.8434	-0.16
Thu	01/05/17	241.68048	1.10481	174	5.8768	x	x	6.6248	22.78			5.8768	-0.22
Fri	01/06/17	241.66835	1.10476	175	5.9103	x	x	6.5913	22.83			5.9103	-0.27
Mon	01/09/17	241.63197	1.10459	178	6.0107	x	x	6.4909	23.00			6.0107	-0.44
Tue	01/10/17	241.61984	1.10453	179	6.0442	x	x	6.4574	23.06			6.0442	-0.50
Wed	01/11/17	241.60771	1.10448	180	6.0776	x	x	6.4240	23.11			6.0776	-0.55
Thu	01/12/17	241.59558	1.10442	181	6.1111	x	x	6.3905	23.17			6.1111	-0.61
Fri	01/13/17	241.58345	1.10437	182	6.1446	x	x	6.3570	23.22			6.1446	-0.66
Sun	01/15/17	241.55919	1.10426	0	0.0000		x	6.2901	23.33	x		6.2115	-0.77
Mon	01/16/17	241.54706	1.10420	1	0.0343		x	6.2558	23.39	x		6.2458	-0.83
Tue	01/17/17	241.53494	1.10415	2	0.0686		x	6.2215	23.44	x		6.2801	-0.88
Wed	01/18/17	241.52281	1.10409	3	0.1029		x	6.1872	23.50	x		6.3144	-0.94
Thu	01/19/17	241.51068	1.10404	4	0.1372		x	6.1529	23.55	x		6.3487	-0.99
Fri	01/20/17	241.49855	1.10398	5	0.1715		x	6.1186	23.61	x		6.3830	-1.05
Mon	01/23/17	241.46216	1.10381	8	0.2744		x	6.0157	23.78	x		6.4859	-1.22
Tue	01/24/17	241.45003	1.10376	9	0.3087		x	5.9814	23.83	x		6.5202	-1.27
Wed	01/25/17	241.43790	1.10370	10	0.3430		x	5.9471	23.89	x		6.5545	-1.33
Thu	01/26/17	241.42577	1.10365	11	0.3773		x	5.9128	23.94	x		6.5888	-1.38
Fri	01/27/17	241.41365	1.10359	12	0.4116		x	5.8785	24.00	x		6.6231	-1.44
Mon	01/30/17	241.37726	1.10343	15	0.5144		x	5.7757	24.16	x		6.7259	-1.60
Tue	01/31/17	241.36513	1.10337	16	0.5486		x	5.7415	24.22	x		6.7601	-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	1.10332	17	0.5829		x	5.7072	24.27	x		6.7944	-1.71
Thu	02/02/17	241.35582	1.10333	18	0.6172		x	5.6729	24.26	x		6.8287	-1.70
Fri	02/03/17	241.35864	1.10334	19	0.6515		x	5.6386	24.25	x		6.8630	-1.69
Mon	02/06/17	241.36711	1.10338	22	0.7544		x	5.5357	24.21	x		6.9659	-1.65
Tue	02/07/17	241.36993	1.10339	23	0.7887		x	5.5014	24.20	x		7.0002	-1.64
Wed	02/08/17	241.37275	1.10341	24	0.8230		x	5.4671	24.18	x		7.0345	-1.62
Thu	02/09/17	241.37557	1.10342	25	0.8573		x	5.4328	24.17	x		7.0688	-1.61
Fri	02/10/17	241.37839	1.10343	26	0.8916		x	5.3985	24.16	x		7.1031	-1.60
Mon	02/13/17	241.38686	1.10347	29	0.9945		x	5.2956	24.12	x		7.2060	-1.56
Tue	02/14/17	241.38968	1.10348	30	1.0288		x	5.2613	24.11	x		7.2403	-1.55
Wed	02/15/17	241.39250	1.10350	31	1.0631		x	5.2270	24.09	x		7.2746	-1.53
Thu	02/16/17	241.39532	1.10351	32	1.0974		x	5.1927	24.08	x		7.3089	-1.52
Fri	02/17/17	241.39814	1.10352	33	1.1317		x	5.1584	24.07	x		7.3432	-1.51
Mon	02/20/17	241.40661	1.10356	36	1.2346		x	5.0555	24.03	x		7.4461	-1.47
Tue	02/21/17	241.40943	1.10357	37	1.2690		x	5.0211	24.02	x		7.4805	-1.46
Wed	02/22/17	241.41225	1.10359	38	1.3033		x	4.9868	24.00	x		7.5148	-1.44
Thu	02/23/17	241.41507	1.10360	39	1.3376		x	4.9525	23.99	x		7.5491	-1.43
Fri	02/24/17	241.41789	1.10361	40	1.3719		x	4.9182	23.98	x		7.5834	-1.42
Mon	02/27/17	241.42636	1.10365	43	1.4748		x	4.8153	23.94	x		7.6863	-1.38
Tue	02/28/17	241.42918	1.10366	44	1.5091		x	4.7810	23.93	x		7.7206	-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	1.10368	45	1.5435		x	4.7466	23.91	x		7.7550	-1.35
Thu	03/02/17	241.47739	1.10388	46	1.5781		x	4.7120	23.71	x		7.7896	-1.15
Fri	03/03/17	241.52277	1.10409	47	1.6127		x	4.6774	23.50	x		7.8242	-0.94
Mon	03/06/17	241.65894	1.10471	50	1.7166		x	4.5735	22.88	x		7.9281	-0.32
Tue	03/07/17	241.70432	1.10492	51	1.7512		x	4.5389	22.67	x		7.9627	-0.11
Wed	03/08/17	241.74971	1.10513	52	1.7859		x	4.5042	22.46	x		7.9974	0.10
Thu	03/09/17	241.79510	1.10534	53	1.8206		x	4.4695	22.25	x		8.0321	0.31
Fri	03/10/17	241.84048	1.10554	54	1.8553		x	4.4348	22.05	x		8.0668	0.51
Mon	03/13/17	241.97665	1.10617	57	1.9595		x	4.3306	21.42	x		8.1710	1.14
Tue	03/14/17	242.02203	1.10637	58	1.9942		x	4.2959	21.22	x		8.2057	1.34
Wed	03/15/17	242.06742	1.10658	59	2.0290		x	4.2611	21.01	x		8.2405	1.55
Thu	03/16/17	242.11281	1.10679	60	2.0638		x	4.2263	20.80	x		8.2753	1.76
Fri	03/17/17	242.15819	1.10700	61	2.0986		x	4.1915	20.59	x		8.3101	1.97
Mon	03/20/17	242.29435	1.10762	64	2.2030		x	4.0871	19.97	x		8.4145	2.59
Tue	03/21/17	242.33974	1.10783	65	2.2378		x	4.0523	19.76	x		8.4493	2.80
Wed	03/22/17	242.38513	1.10803	66	2.2727		x	4.0174	19.56	x		8.4842	3.00
Thu	03/23/17	242.43052	1.10824	67	2.3076		x	3.9825	19.35	x		8.5191	3.21
Fri	03/24/17	242.47590	1.10845	68	2.3424		x	3.9477	19.14	x		8.5539	3.42
Mon	03/27/17	242.61206	1.10907	71	2.4472		x	3.8429	18.52	x		8.6587	4.04
Tue	03/28/17	242.65745	1.10928	72	2.4821		x	3.8080	18.31	x		8.6936	4.25
Wed	03/29/17	242.70284	1.10949	73	2.5170		x	3.7731	18.10	x		8.7285	4.46
Thu	03/30/17	242.74823	1.10969	74	2.5520		x	3.7381	17.90	x		8.7635	4.66
Fri	03/31/17	242.79361	1.10990	75	2.5870		x	3.7031	17.69	x		8.7985	4.87
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	1.11034	78	2.6915		x	3.5986	17.25	x		8.9030	5.31
Tue	04/04/17	242.91540	1.11046	79	2.7263		x	3.5638	17.13	x		8.9378	5.43
Wed	04/05/17	242.94087	1.11057	80	2.7611		x	3.5290	17.02	x		8.9726	5.54
Thu	04/06/17	242.96633	1.11069	81	2.7959		x	3.4942	16.90	x		9.0074	5.66
Fri	04/07/17	242.99180	1.11081	82	2.8307		x	3.4594	16.78	x		9.0422	5.78
Mon	04/10/17	243.06820	1.11116	85	2.9352		x	3.3549	16.43	x		9.1467	6.13
Tue	04/11/17	243.09367	1.11127	86	2.9700		x	3.3201	16.32	x		9.1815	6.24
Wed	04/12/17	243.11913	1.11139	87	3.0049		x	3.2852	16.20	x		9.2164	6.36
Thu	04/13/17	243.14460	1.11151	88	3.0398		x	3.2503	16.08	x		9.2513	6.48
Fri	04/14/17	243.17007	1.11162	89	3.0746		x	3.2155	15.97	x		9.2861	6.59
Mon	04/17/17	243.24647	1.11197	92	3.1793		x	3.1108	15.62	x		9.3908	6.94
Tue	04/18/17	243.27193	1.11209	93	3.2142		x	3.0759	15.50	x		9.4257	7.06
Wed	04/19/17	243.29740	1.11220	94	3.2490		x	3.0411	15.39	x		9.4605	7.17
Thu	04/20/17	243.32287	1.11232	95	3.2840		x	3.0061	15.27	x		9.4955	7.29
Fri	04/21/17	243.34833	1.11244	96	3.3189		x	2.9712	15.15	x		9.5304	7.41
Mon	04/24/17	243.42473	1.11279	99	3.4237		x	2.8664	14.80	x		9.6352	7.76
Tue	04/25/17	243.45020	1.11290	100	3.4586		x	2.8315	14.69	x		9.6701	7.87
Wed	04/26/17	243.47567	1.11302	101	3.4936		x	2.7965	14.57	x		9.7051	7.99
Thu	04/27/17	243.50113	1.11314	102	3.5285		x	2.7616	14.45	x		9.7400	8.11
Fri	04/28/17	243.52660	1.11325	103	3.5635		x	2.7266	14.34	x		9.7750	8.22
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	05/01/17	243.60300	1.11360	106	3.6684		x	2.6217	13.99	x		9.8799	8.57
Tue	05/02/17	243.60939	1.11363	107	3.7031		x	2.5870	13.96	x		9.9146	8.60
Wed	05/03/17	243.61577	1.11366	108	3.7378		x	2.5523	13.93	x		9.9493	8.63
Thu	05/04/17	243.62216	1.11369	109	3.7725		x	2.5176	13.90	x		9.9840	8.66
Fri	05/05/17	243.62855	1.11372	110	3.8073		x	2.4828	13.87	x		10.0188	8.69
Mon	05/08/17	243.64771	1.11381	113	3.9114		x	2.3787	13.78	x		10.1229	8.78
Tue	05/09/17	243.65410	1.11383	114	3.9461		x	2.3440	13.76	x		10.1576	8.80
Wed	05/10/17	243.66048	1.11386	115	3.9808		x	2.3093	13.73	x		10.1923	8.83
Thu	05/11/17	243.66687	1.11389	116	4.0155		x	2.2746	13.70	x		10.2270	8.86
Fri	05/12/17	243.67326	1.11392	117	4.0503		x	2.2398	13.67	x		10.2618	8.89
Mon	05/15/17	243.69242	1.11401	120	4.1545		x	2.1356	13.58	x		10.3660	8.98
Tue	05/16/17	243.69881	1.11404	121	4.1892		x	2.1009	13.55	x		10.4007	9.01
Wed	05/17/17	243.70519	1.11407	122	4.2239		x	2.0662	13.52	x		10.4354	9.04
Thu	05/18/17	243.71158	1.11410	123	4.2587		x	2.0314	13.49	x		10.4702	9.07
Fri	05/19/17	243.71797	1.11413	124	4.2934		x	1.9967	13.46	x		10.5049	9.10
Mon	05/22/17	243.73713	1.11421	127	4.3976		x	1.8925	13.38	x		10.6091	9.18
Tue	05/23/17	243.74352	1.11424	128	4.4323		x	1.8578	13.35	x		10.6438	9.21
Wed	05/24/17	243.74990	1.11427	129	4.4671		x	1.8230	13.32	x		10.6786	9.24
Thu	05/25/17	243.75629	1.11430	130	4.5018		x	1.7883	13.29	x		10.7133	9.27
Fri	05/26/17	243.76268	1.11433	131	4.5366		x	1.7535	13.26	x		10.7481	9.30
Mon	05/29/17	243.78184	1.11442	134	4.6409		x	1.6492	13.17	x		10.8524	9.39
Tue	05/30/17	243.78823	1.11445	135	4.6756		x	1.6145	13.14	x		10.8871	9.42
Wed	05/31/17	243.79461	1.11448	136	4.7104		x	1.5797	13.11	x		10.9219	9.45
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	1.11451	137	4.7451		x	1.5450	13.08	x		10.9566	9.48
Fri	06/02/17	243.82510	1.11462	138	4.7802		x	1.5099	12.97	x		10.9917	9.59
Mon	06/05/17	243.89740	1.11495	141	4.8856		x	1.4045	12.64	x		11.0971	9.92
Tue	06/06/17	243.92150	1.11506	142	4.9207		x	1.3694	12.53	x		11.1322	10.03
Wed	06/07/17	243.94560	1.11517	143	4.9559		x	1.3342	12.42	x		11.1674	10.14
Thu	06/08/17	243.96970	1.11528	144	4.9910		x	1.2991	12.31	x		11.2025	10.25
Fri	06/09/17	243.99380	1.11539	145	5.0262		x	1.2639	12.20	x		11.2377	10.36
Mon	06/12/17	244.06610	1.11572	148	5.1317		x	1.1584	11.87	x		11.3432	10.69
Tue	06/13/17	244.09020	1.11583	149	5.1669		x	1.1232	11.76	x		11.3784	10.80
Wed	06/14/17	244.11430	1.11594	150	5.2021		x	1.0880	11.65	x		11.4136	10.91
Thu	06/15/17	244.13840	1.11605	151	5.2373		x	1.0528	11.54	x		11.4488	11.02
Fri	06/16/17	244.16250	1.11616	152	5.2725		x	1.0176	11.43	x		11.4840	11.13
Mon	06/19/17	244.23480	1.11649	155	5.3781		x	0.9120	11.10	x		11.5896	11.46
Tue	06/20/17	244.25890	1.11660	156	5.4134		x	0.8767	10.99	x		11.6249	11.57
Wed	06/21/17	244.28300	1.11671	157	5.4486		x	0.8415	10.88	x		11.6601	11.68
Thu	06/22/17	244.30710	1.11682	158	5.4838		x	0.8063	10.77	x		11.6953	11.79
Fri	06/23/17	244.33120	1.11693	159	5.5191		x	0.7710	10.66	x		11.7306	11.90
Mon	06/26/17	244.40350	1.11726	162	5.6249		x	0.6652	10.33	x		11.8364	12.23
Tue	06/27/17	244.42760	1.11737	163	5.6602		x	0.6299	10.22	x		11.8717	12.34
Wed	06/28/17	244.45170	1.11748	164	5.6954		x	0.5947	10.11	x		11.9069	12.45
Thu	06/29/17	244.47580	1.11759	165	5.7307		x	0.5594	10.00	x		11.9422	12.56
Fri	06/30/17	244.49990	1.11770	166	5.7660		x	0.5241	9.89	x		11.9775	12.67
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	1.11787	169	5.8711		x	0.4190	9.72	x		12.0826	12.84
Tue	07/04/17	244.54423	1.11790	170	5.9060		x	0.3841	9.69	x		12.1175	12.87
Wed	07/05/17	244.55097	1.11793	171	5.9409		x	0.3492	9.66	x		12.1524	12.90
Thu	07/06/17	244.55771	1.11797	172	5.9759		x	0.3142	9.62	x		12.1874	12.94
Fri	07/07/17	244.56445	1.11800	173	6.0108		x	0.2793	9.59	x		12.2223	12.97
Mon	07/10/17	244.58468	1.11809	176	6.1155		x	0.1746	9.50	x		12.3270	13.06
Tue	07/11/17	244.59142	1.11812	177	6.1504		x	0.1397	9.47	x		12.3619	13.09
Wed	07/12/17	244.59816	1.11815	178	6.1853		x	0.1048	9.44	x		12.3968	13.12
Thu	07/13/17	244.60490	1.11818	179	6.2203		x	0.0698	9.41	x		12.4318	13.15
Fri	07/14/17	244.61165	1.11821	180	6.2552		x	0.0349	9.38	x		12.4667	13.18
Sat	07/15/17	244.61839	1.11824	0	0.0000			0.0000	9.35	x	x	12.5016	13.21
Mon	07/17/17	244.63187	1.11830	2	0.0684			-0.0684	9.29	x	x	12.5700	13.27
Tue	07/18/17	244.63861	1.11833	3	0.1026			-0.1026	9.26	x	x	12.6042	13.30
Wed	07/19/17	244.64535	1.11837	4	0.1368			-0.1368	9.22	x	x	12.6384	13.34
Thu	07/20/17	244.65210	1.11840	5	0.1710			-0.1710	9.19	x	x	12.6726	13.37
Fri	07/21/17	244.65884	1.11843	6	0.2051			-0.2051	9.16	x	x	12.7067	13.40
Mon	07/24/17	244.67906	1.11852	9	0.3077			-0.3077	9.07	x	x	12.8093	13.49
Tue	07/25/17	244.68581	1.11855	10	0.3419			-0.3419	9.04	x	x	12.8435	13.52
Wed	07/26/17	244.69255	1.11858	11	0.3762			-0.3762	9.01	x	x	12.8778	13.55
Thu	07/27/17	244.69929	1.11861	12	0.4104			-0.4104	8.98	x	x	12.9120	13.58
Fri	07/28/17	244.70603	1.11864	13	0.4446			-0.4446	8.95	x	x	12.9462	13.61
Mon	07/31/17	244.72626	1.11874	16	0.5472			-0.5472	8.85	x	x	13.0488	13.71
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	08/01/17	244.73300	1.11877	17	0.5814			-0.5814	8.82	x	x	13.0830	13.74
Wed	08/02/17	244.74016	1.11880	18	0.6156			-0.6156	8.79	x	x	13.1172	13.77
Thu	08/03/17	244.74732	1.11883	19	0.6499			-0.6499	8.76	x	x	13.1515	13.80
Fri	08/04/17	244.75448	1.11886	20	0.6841			-0.6841	8.73	x	x	13.1857	13.83
Mon	08/07/17	244.77597	1.11896	23	0.7868			-0.7868	8.63	x	x	13.2884	13.93
Tue	08/08/17	244.78313	1.11900	24	0.8210			-0.8210	8.59	x	x	13.3226	13.97
Wed	08/09/17	244.79029	1.11903	25	0.8552			-0.8552	8.56	x	x	13.3568	14.00
Thu	08/10/17	244.79745	1.11906	26	0.8895			-0.8895	8.53	x	x	13.3911	14.03
Fri	08/11/17	244.80461	1.11909	27	0.9237			-0.9237	8.50	x	x	13.4253	14.06
Mon	08/14/17	244.82610	1.11919	30	1.0264			-1.0264	8.40	x	x	13.5280	14.16
Tue	08/15/17	244.83326	1.11922	31	1.0607			-1.0607	8.37	x	x	13.5623	14.19
Wed	08/16/17	244.84042	1.11926	32	1.0949			-1.0949	8.33	x	x	13.5965	14.23
Thu	08/17/17	244.84758	1.11929	33	1.1292			-1.1292	8.30	x	x	13.6308	14.26
Fri	08/18/17	244.85474	1.11932	34	1.1634			-1.1634	8.27	x	x	13.6650	14.29
Mon	08/21/17	244.87623	1.11942	37	1.2662			-1.2662	8.17	x	x	13.7678	14.39
Tue	08/22/17	244.88339	1.11945	38	1.3004			-1.3004	8.14	x	x	13.8020	14.42
Wed	08/23/17	244.89055	1.11949	39	1.3347			-1.3347	8.10	x	x	13.8363	14.46
Thu	08/24/17	244.89771	1.11952	40	1.3690			-1.3690	8.07	x	x	13.8706	14.49
Fri	08/25/17	244.90487	1.11955	41	1.4032			-1.4032	8.04	x	x	13.9048	14.52
Mon	08/28/17	244.92635	1.11965	44	1.5061			-1.5061	7.94	x	x	14.0077	14.62
Tue	08/29/17	244.93352	1.11968	45	1.5403			-1.5403	7.91	x	x	14.0419	14.65
Wed	08/30/17	244.94068	1.11972	46	1.5746			-1.5746	7.87	x	x	14.0762	14.69
Thu	08/31/17	244.94784	1.11975	47	1.6089			-1.6089	7.84	x	x	14.1105	14.72
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	1.11978	48	1.6432			-1.6432	7.81	x	x	14.1448	14.75
Mon	09/04/17	244.93810	1.11970	51	1.7457			-1.7457	7.89	x	x	14.2473	14.67
Tue	09/05/17	244.93247	1.11968	52	1.7799			-1.7799	7.91	x	x	14.2815	14.65
Wed	09/06/17	244.92683	1.11965	53	1.8141			-1.8141	7.94	x	x	14.3157	14.62
Thu	09/07/17	244.92120	1.11963	54	1.8483			-1.8483	7.96	x	x	14.3499	14.60
Fri	09/08/17	244.91557	1.11960	55	1.8825			-1.8825	7.99	x	x	14.3841	14.57
Mon	09/11/17	244.89867	1.11952	58	1.9850			-1.9850	8.07	x	x	14.4866	14.49
Tue	09/12/17	244.89303	1.11950	59	2.0192			-2.0192	8.09	x	x	14.5208	14.47
Wed	09/13/17	244.88740	1.11947	60	2.0534			-2.0534	8.12	x	x	14.5550	14.44
Thu	09/14/17	244.88177	1.11945	61	2.0876			-2.0876	8.14	x	x	14.5892	14.42
Fri	09/15/17	244.87613	1.11942	62	2.1217			-2.1217	8.17	x	x	14.6233	14.39
Mon	09/18/17	244.85923	1.11934	65	2.2242			-2.2242	8.25	x	x	14.7258	14.31
Tue	09/19/17	244.85360	1.11932	66	2.2584			-2.2584	8.27	x	x	14.7600	14.29
Wed	09/20/17	244.84797	1.11929	67	2.2926			-2.2926	8.30	x	x	14.7942	14.26
Thu	09/21/17	244.84233	1.11927	68	2.3267			-2.3267	8.32	x	x	14.8283	14.24
Fri	09/22/17	244.83670	1.11924	69	2.3609			-2.3609	8.35	x	x	14.8625	14.21
Mon	09/25/17	244.81980	1.11916	72	2.4634			-2.4634	8.43	x	x	14.9650	14.13
Tue	09/26/17	244.81417	1.11914	73	2.4975			-2.4975	8.45	x	x	14.9991	14.11
Wed	09/27/17	244.80853	1.11911	74	2.5317			-2.5317	8.48	x	x	15.0333	14.08
Thu	09/28/17	244.80290	1.11909	75	2.5658			-2.5658	8.50	x	x	15.0674	14.06
Fri	09/29/17	244.79727	1.11906	76	2.6000			-2.6000	8.53	x	x	15.1016	14.03
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	1.11912	79	2.7028			-2.7028	8.47	x	x	15.2044	14.09
Tue	10/03/17	244.83329	1.11922	80	2.7372			-2.7372	8.37	x	x	15.2388	14.19
Wed	10/04/17	244.85694	1.11933	81	2.7717			-2.7717	8.26	x	x	15.2733	14.30
Thu	10/05/17	244.88058	1.11944	82	2.8062			-2.8062	8.15	x	x	15.3078	14.41
Fri	10/06/17	244.90423	1.11955	83	2.8407			-2.8407	8.04	x	x	15.3423	14.52
Mon	10/09/17	244.97516	1.11987	86	2.9442			-2.9442	7.72	x	x	15.4458	14.84
Tue	10/10/17	244.99881	1.11998	87	2.9788			-2.9788	7.61	x	x	15.4804	14.95
Wed	10/11/17	245.02245	1.12009	88	3.0133			-3.0133	7.50	x	x	15.5149	15.06
Thu	10/12/17	245.04610	1.12020	89	3.0478			-3.0478	7.39	x	x	15.5494	15.17
Fri	10/13/17	245.06974	1.12031	90	3.0824			-3.0824	7.28	x	x	15.5840	15.28
Mon	10/16/17	245.14068	1.12063	93	3.1860			-3.1860	6.96	x	x	15.6876	15.60
Tue	10/17/17	245.16432	1.12074	94	3.2206			-3.2206	6.85	x	x	15.7222	15.71
Wed	10/18/17	245.18797	1.12085	95	3.2552			-3.2552	6.74	x	x	15.7568	15.82
Thu	10/19/17	245.21161	1.12095	96	3.2897			-3.2897	6.64	x	x	15.7913	15.92
Fri	10/20/17	245.23526	1.12106	97	3.3243			-3.3243	6.53	x	x	15.8259	16.03
Mon	10/23/17	245.30619	1.12139	100	3.4282			-3.4282	6.20	x	x	15.9298	16.36
Tue	10/24/17	245.32984	1.12149	101	3.4628			-3.4628	6.10	x	x	15.9644	16.46
Wed	10/25/17	245.35348	1.12160	102	3.4974			-3.4974	5.99	x	x	15.9990	16.57
Thu	10/26/17	245.37713	1.12171	103	3.5320			-3.5320	5.88	x	x	16.0336	16.68
Fri	10/27/17	245.40077	1.12182	104	3.5667			-3.5667	5.77	x	x	16.0683	16.79
Mon	10/30/17	245.47171	1.12214	107	3.6706			-3.6706	5.45	x	x	16.1722	17.11
Tue	10/31/17	245.49535	1.12225	108	3.7053			-3.7053	5.34	x	x	16.2069	17.22
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	11/01/17	245.51900	1.12236	109	3.7399			-3.7399	5.23	x	x	16.2415	17.33
Thu	11/02/17	245.56233	1.12256	110	3.7749			-3.7749	5.03	x	x	16.2765	17.53
Fri	11/03/17	245.60567	1.12276	111	3.8099			-3.8099	4.83	x	x	16.3115	17.73
Mon	11/06/17	245.73567	1.12335	114	3.9149			-3.9149	4.24	x	x	16.4165	18.32
Tue	11/07/17	245.77900	1.12355	115	3.9500			-3.9500	4.04	x	x	16.4516	18.52
Wed	11/08/17	245.82233	1.12375	116	3.9850			-3.9850	3.84	x	x	16.4866	18.72
Thu	11/09/17	245.86567	1.12394	117	4.0201			-4.0201	3.65	x	x	16.5217	18.91
Fri	11/10/17	245.90900	1.12414	118	4.0552			-4.0552	3.45	x	x	16.5568	19.11
Mon	11/13/17	246.03900	1.12474	121	4.1605			-4.1605	2.85	x	x	16.6621	19.71
Tue	11/14/17	246.08233	1.12493	122	4.1956			-4.1956	2.66	x	x	16.6972	19.90
Wed	11/15/17	246.12567	1.12513	123	4.2307			-4.2307	2.46	x	x	16.7323	20.10
Thu	11/16/17	246.16900	1.12533	124	4.2659			-4.2659	2.26	x	x	16.7675	20.30
Fri	11/17/17	246.21233	1.12553	125	4.3010			-4.3010	2.06	x	x	16.8026	20.50
Mon	11/20/17	246.34233	1.12612	128	4.4066			-4.4066	1.47	x	x	16.9082	21.09
Tue	11/21/17	246.38567	1.12632	129	4.4418			-4.4418	1.27	x	x	16.9434	21.29
Wed	11/22/17	246.42900	1.12652	130	4.4770			-4.4770	1.07	x	x	16.9786	21.49
Thu	11/23/17	246.47233	1.12672	131	4.5122			-4.5122	0.87	x	x	17.0138	21.69
Fri	11/24/17	246.51567	1.12692	132	4.5475			-4.5475	0.67	x	x	17.0491	21.89
Mon	11/27/17	246.64567	1.12751	135	4.6533			-4.6533	0.08	x	x	17.1549	22.48
Tue	11/28/17	246.68900	1.12771	136	4.6886			-4.6886	-0.12	x	x	17.1902	22.68
Wed	11/29/17	246.73233	1.12791	137	4.7239			-4.7239	-0.32	x	x	17.2255	22.88
Thu	11/30/17	246.77567	1.12810	138	4.7592			-4.7592	-0.51	x	x	17.2608	23.07
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	12/01/17	246.81900	1.12830	139	4.7945			-4.7945	-0.71	x	x	17.2961	23.27
Mon	12/04/17	246.80390	1.12823	142	4.8977			-4.8977	-0.64	x	x	17.3993	23.20
Tue	12/05/17	246.79887	1.12821	143	4.9321			-4.9321	-0.62	x	x	17.4337	23.18
Wed	12/06/17	246.79384	1.12819	144	4.9665			-4.9665	-0.60	x	x	17.4681	23.16
Thu	12/07/17	246.78881	1.12816	145	5.0008			-5.0008	-0.57	x	x	17.5024	23.13
Fri	12/08/17	246.78377	1.12814	146	5.0352			-5.0352	-0.55	x	x	17.5368	23.11
Mon	12/11/17	246.76868	1.12807	149	5.1384			-5.1384	-0.48	x	x	17.6400	23.04
Tue	12/12/17	246.76365	1.12805	150	5.1728			-5.1728	-0.46	x	x	17.6744	23.02
Wed	12/13/17	246.75861	1.12803	151	5.2072			-5.2072	-0.44	x	x	17.7088	23.00
Thu	12/14/17	246.75358	1.12800	152	5.2415			-5.2415	-0.41	x	x	17.7431	22.97
Fri	12/15/17	246.74855	1.12798	153	5.2759			-5.2759	-0.39	x	x	17.7775	22.95
Mon	12/18/17	246.73345	1.12791	156	5.3790			-5.3790	-0.32	x	x	17.8806	22.88
Tue	12/19/17	246.72842	1.12789	157	5.4134			-5.4134	-0.30	x	x	17.9150	22.86
Wed	12/20/17	246.72339	1.12787	158	5.4478			-5.4478	-0.28	x	x	17.9494	22.84
Thu	12/21/17	246.71835	1.12784	159	5.4821			-5.4821	-0.25	x	x	17.9837	22.81
Fri	12/22/17	246.71332	1.12782	160	5.5165			-5.5165	-0.23	x	x	18.0181	22.79
Mon	12/25/17	246.69823	1.12775	163	5.6196			-5.6196	-0.16	x	x	18.1212	22.72
Tue	12/26/17	246.69319	1.12773	164	5.6540			-5.6540	-0.14	x	x	18.1556	22.70
Wed	12/27/17	246.68816	1.12770	165	5.6883			-5.6883	-0.11	x	x	18.1899	22.67
Thu	12/28/17	246.68313	1.12768	166	5.7227			-5.7227	-0.09	x	x	18.2243	22.65
Fri	12/29/17	246.67810	1.12766	167	5.7570			-5.7570	-0.07	x	x	18.2586	22.63
Mon	01/01/18	246.66300	1.12759

Generated 12/13/17 10:09