2.125% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2041

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

CUSIP Number	912810QP6	Interest 02/15/17 (184 days)	$11.7118
Dated Date	February 15, 2011	Interest 08/15/17 (181 days)	$11.8789
Ref CPI on Dated Date	218.99100	Interest Total	$23.5907
Original Issue Date	February 28, 2011	Interest 02/15/18 (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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Sun	01/01/17	241.72900	1.10383	139	8.8599	x	x	14.7308	22.53			8.8599	0.00
Mon	01/02/17	241.71687	1.10378	140	8.9232	x	x	14.6675	22.58			8.9232	-0.05
Tue	01/03/17	241.70474	1.10372	141	8.9865	x	x	14.6042	22.64			8.9865	-0.11
Wed	01/04/17	241.69261	1.10366	142	9.0497	x	x	14.5410	22.70			9.0497	-0.17
Thu	01/05/17	241.68048	1.10361	143	9.1130	x	x	14.4777	22.75			9.1130	-0.22
Fri	01/06/17	241.66835	1.10355	144	9.1763	x	x	14.4144	22.81			9.1763	-0.28
Mon	01/09/17	241.63197	1.10339	147	9.3661	x	x	14.2246	22.97			9.3661	-0.44
Tue	01/10/17	241.61984	1.10333	148	9.4293	x	x	14.1614	23.03			9.4293	-0.50
Wed	01/11/17	241.60771	1.10328	149	9.4926	x	x	14.0981	23.08			9.4926	-0.55
Thu	01/12/17	241.59558	1.10322	150	9.5557	x	x	14.0350	23.14			9.5557	-0.61
Fri	01/13/17	241.58345	1.10317	151	9.6190	x	x	13.9717	23.19			9.6190	-0.66
Mon	01/16/17	241.54706	1.10300	154	9.8086	x	x	13.7821	23.36			9.8086	-0.83
Tue	01/17/17	241.53494	1.10294	155	9.8718	x	x	13.7189	23.42			9.8718	-0.89
Wed	01/18/17	241.52281	1.10289	156	9.9350	x	x	13.6557	23.47			9.9350	-0.94
Thu	01/19/17	241.51068	1.10283	157	9.9981	x	x	13.5926	23.53			9.9981	-1.00
Fri	01/20/17	241.49855	1.10278	158	10.0614	x	x	13.5293	23.58			10.0614	-1.05
Mon	01/23/17	241.46216	1.10261	161	10.2508	x	x	13.3399	23.75			10.2508	-1.22
Tue	01/24/17	241.45003	1.10256	162	10.3140	x	x	13.2767	23.80			10.3140	-1.27
Wed	01/25/17	241.43790	1.10250	163	10.3771	x	x	13.2136	23.86			10.3771	-1.33
Thu	01/26/17	241.42577	1.10245	164	10.4403	x	x	13.1504	23.91			10.4403	-1.38
Fri	01/27/17	241.41365	1.10239	165	10.5034	x	x	13.0873	23.97			10.5034	-1.44
Mon	01/30/17	241.37726	1.10222	168	10.6927	x	x	12.8980	24.14			10.6927	-1.61
Tue	01/31/17	241.36513	1.10217	169	10.7559	x	x	12.8348	24.19			10.7559	-1.66
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	02/01/17	241.35300	1.10211	170	10.8189	x	x	12.7718	24.25			10.8189	-1.72
Thu	02/02/17	241.35582	1.10213	171	10.8828	x	x	12.7079	24.23			10.8828	-1.70
Fri	02/03/17	241.35864	1.10214	172	10.9465	x	x	12.6442	24.22			10.9465	-1.69
Mon	02/06/17	241.36711	1.10218	175	11.1379	x	x	12.4528	24.18			11.1379	-1.65
Tue	02/07/17	241.36993	1.10219	176	11.2016	x	x	12.3891	24.17			11.2016	-1.64
Wed	02/08/17	241.37275	1.10220	177	11.2654	x	x	12.3253	24.16			11.2654	-1.63
Thu	02/09/17	241.37557	1.10222	178	11.3292	x	x	12.2615	24.14			11.3292	-1.61
Fri	02/10/17	241.37839	1.10223	179	11.3930	x	x	12.1977	24.13			11.3930	-1.60
Mon	02/13/17	241.38686	1.10227	182	11.5843	x	x	12.0064	24.09			11.5843	-1.56
Tue	02/14/17	241.38968	1.10228	183	11.6481	x	x	11.9426	24.08			11.6481	-1.55
Wed	02/15/17	241.39250	1.10229	0	0.0000		x	11.8789	24.07	x		11.7118	-1.54
Thu	02/16/17	241.39532	1.10231	1	0.0647		x	11.8142	24.05	x		11.7765	-1.52
Fri	02/17/17	241.39814	1.10232	2	0.1294		x	11.7495	24.04	x		11.8412	-1.51
Mon	02/20/17	241.40661	1.10236	5	0.3236		x	11.5553	24.00	x		12.0354	-1.47
Tue	02/21/17	241.40943	1.10237	6	0.3883		x	11.4906	23.99	x		12.1001	-1.46
Wed	02/22/17	241.41225	1.10238	7	0.4530		x	11.4259	23.98	x		12.1648	-1.45
Thu	02/23/17	241.41507	1.10240	8	0.5177		x	11.3612	23.96	x		12.2295	-1.43
Fri	02/24/17	241.41789	1.10241	9	0.5824		x	11.2965	23.95	x		12.2942	-1.42
Mon	02/27/17	241.42636	1.10245	12	0.7766		x	11.1023	23.91	x		12.4884	-1.38
Tue	02/28/17	241.42918	1.10246	13	0.8413		x	11.0376	23.90	x		12.5531	-1.37
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	03/01/17	241.43200	1.10247	14	0.9060		x	10.9729	23.89	x		12.6178	-1.36
Thu	03/02/17	241.47739	1.10268	15	0.9709		x	10.9080	23.68	x		12.6827	-1.15
Fri	03/03/17	241.52277	1.10289	16	1.0359		x	10.8430	23.47	x		12.7477	-0.94
Mon	03/06/17	241.65894	1.10351	19	1.2308		x	10.6481	22.85	x		12.9426	-0.32
Tue	03/07/17	241.70432	1.10372	20	1.2958		x	10.5831	22.64	x		13.0076	-0.11
Wed	03/08/17	241.74971	1.10393	21	1.3609		x	10.5180	22.43	x		13.0727	0.10
Thu	03/09/17	241.79510	1.10413	22	1.4259		x	10.4530	22.23	x		13.1377	0.30
Fri	03/10/17	241.84048	1.10434	23	1.4910		x	10.3879	22.02	x		13.2028	0.51
Mon	03/13/17	241.97665	1.10496	26	1.6864		x	10.1925	21.40	x		13.3982	1.13
Tue	03/14/17	242.02203	1.10517	27	1.7516		x	10.1273	21.19	x		13.4634	1.34
Wed	03/15/17	242.06742	1.10538	28	1.8169		x	10.0620	20.98	x		13.5287	1.55
Thu	03/16/17	242.11281	1.10558	29	1.8821		x	9.9968	20.78	x		13.5939	1.75
Fri	03/17/17	242.15819	1.10579	30	1.9474		x	9.9315	20.57	x		13.6592	1.96
Mon	03/20/17	242.29435	1.10641	33	2.1433		x	9.7356	19.95	x		13.8551	2.58
Tue	03/21/17	242.33974	1.10662	34	2.2087		x	9.6702	19.74	x		13.9205	2.79
Wed	03/22/17	242.38513	1.10683	35	2.2740		x	9.6049	19.53	x		13.9858	3.00
Thu	03/23/17	242.43052	1.10703	36	2.3394		x	9.5395	19.33	x		14.0512	3.20
Fri	03/24/17	242.47590	1.10724	37	2.4049		x	9.4740	19.12	x		14.1167	3.41
Mon	03/27/17	242.61206	1.10786	40	2.6013		x	9.2776	18.50	x		14.3131	4.03
Tue	03/28/17	242.65745	1.10807	41	2.6669		x	9.2120	18.29	x		14.3787	4.24
Wed	03/29/17	242.70284	1.10828	42	2.7324		x	9.1465	18.08	x		14.4442	4.45
Thu	03/30/17	242.74823	1.10848	43	2.7980		x	9.0809	17.88	x		14.5098	4.65
Fri	03/31/17	242.79361	1.10869	44	2.8636		x	9.0153	17.67	x		14.5754	4.86
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	04/03/17	242.88993	1.10913	47	3.0601		x	8.8188	17.23	x		14.7719	5.30
Tue	04/04/17	242.91540	1.10925	48	3.1255		x	8.7534	17.11	x		14.8373	5.42
Wed	04/05/17	242.94087	1.10936	49	3.1909		x	8.6880	17.00	x		14.9027	5.53
Thu	04/06/17	242.96633	1.10948	50	3.2564		x	8.6225	16.88	x		14.9682	5.65
Fri	04/07/17	242.99180	1.10960	51	3.3219		x	8.5570	16.76	x		15.0337	5.77
Mon	04/10/17	243.06820	1.10995	54	3.5184		x	8.3605	16.41	x		15.2302	6.12
Tue	04/11/17	243.09367	1.11006	55	3.5839		x	8.2950	16.30	x		15.2957	6.23
Wed	04/12/17	243.11913	1.11018	56	3.6495		x	8.2294	16.18	x		15.3613	6.35
Thu	04/13/17	243.14460	1.11029	57	3.7150		x	8.1639	16.07	x		15.4268	6.46
Fri	04/14/17	243.17007	1.11041	58	3.7806		x	8.0983	15.95	x		15.4924	6.58
Mon	04/17/17	243.24647	1.11076	61	3.9774		x	7.9015	15.60	x		15.6892	6.93
Tue	04/18/17	243.27193	1.11088	62	4.0431		x	7.8358	15.48	x		15.7549	7.05
Wed	04/19/17	243.29740	1.11099	63	4.1087		x	7.7702	15.37	x		15.8205	7.16
Thu	04/20/17	243.32287	1.11111	64	4.1743		x	7.7046	15.25	x		15.8861	7.28
Fri	04/21/17	243.34833	1.11123	65	4.2400		x	7.6389	15.13	x		15.9518	7.40
Mon	04/24/17	243.42473	1.11157	68	4.4371		x	7.4418	14.79	x		16.1489	7.74
Tue	04/25/17	243.45020	1.11169	69	4.5028		x	7.3761	14.67	x		16.2146	7.86
Wed	04/26/17	243.47567	1.11181	70	4.5686		x	7.3103	14.55	x		16.2804	7.98
Thu	04/27/17	243.50113	1.11192	71	4.6343		x	7.2446	14.44	x		16.3461	8.09
Fri	04/28/17	243.52660	1.11204	72	4.7001		x	7.1788	14.32	x		16.4119	8.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	05/01/17	243.60300	1.11239	75	4.8974		x	6.9815	13.97	x		16.6092	8.56
Tue	05/02/17	243.60939	1.11242	76	4.9629		x	6.9160	13.94	x		16.6747	8.59
Wed	05/03/17	243.61577	1.11245	77	5.0283		x	6.8506	13.91	x		16.7401	8.62
Thu	05/04/17	243.62216	1.11248	78	5.0937		x	6.7852	13.88	x		16.8055	8.65
Fri	05/05/17	243.62855	1.11250	79	5.1591		x	6.7198	13.86	x		16.8709	8.67
Mon	05/08/17	243.64771	1.11259	82	5.3555		x	6.5234	13.77	x		17.0673	8.76
Tue	05/09/17	243.65410	1.11262	83	5.4209		x	6.4580	13.74	x		17.1327	8.79
Wed	05/10/17	243.66048	1.11265	84	5.4864		x	6.3925	13.71	x		17.1982	8.82
Thu	05/11/17	243.66687	1.11268	85	5.5519		x	6.3270	13.68	x		17.2637	8.85
Fri	05/12/17	243.67326	1.11271	86	5.6173		x	6.2616	13.65	x		17.3291	8.88
Mon	05/15/17	243.69242	1.11280	89	5.8138		x	6.0651	13.56	x		17.5256	8.97
Tue	05/16/17	243.69881	1.11283	90	5.8792		x	5.9997	13.53	x		17.5910	9.00
Wed	05/17/17	243.70519	1.11285	91	5.9447		x	5.9342	13.51	x		17.6565	9.02
Thu	05/18/17	243.71158	1.11288	92	6.0102		x	5.8687	13.48	x		17.7220	9.05
Fri	05/19/17	243.71797	1.11291	93	6.0757		x	5.8032	13.45	x		17.7875	9.08
Mon	05/22/17	243.73713	1.11300	96	6.2722		x	5.6067	13.36	x		17.9840	9.17
Tue	05/23/17	243.74352	1.11303	97	6.3377		x	5.5412	13.33	x		18.0495	9.20
Wed	05/24/17	243.74990	1.11306	98	6.4032		x	5.4757	13.30	x		18.1150	9.23
Thu	05/25/17	243.75629	1.11309	99	6.4687		x	5.4102	13.27	x		18.1805	9.26
Fri	05/26/17	243.76268	1.11312	100	6.5342		x	5.3447	13.24	x		18.2460	9.29
Mon	05/29/17	243.78184	1.11320	103	6.7307		x	5.1482	13.16	x		18.4425	9.37
Tue	05/30/17	243.78823	1.11323	104	6.7962		x	5.0827	13.13	x		18.5080	9.40
Wed	05/31/17	243.79461	1.11326	105	6.8618		x	5.0171	13.10	x		18.5736	9.43
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	06/01/17	243.80100	1.11329	106	6.9273		x	4.9516	13.07	x		18.6391	9.46
Fri	06/02/17	243.82510	1.11340	107	6.9934		x	4.8855	12.96	x		18.7052	9.57
Mon	06/05/17	243.89740	1.11373	110	7.1916		x	4.6873	12.63	x		18.9034	9.90
Tue	06/06/17	243.92150	1.11384	111	7.2577		x	4.6212	12.52	x		18.9695	10.01
Wed	06/07/17	243.94560	1.11395	112	7.3238		x	4.5551	12.41	x		19.0356	10.12
Thu	06/08/17	243.96970	1.11406	113	7.3899		x	4.4890	12.30	x		19.1017	10.23
Fri	06/09/17	243.99380	1.11417	114	7.4560		x	4.4229	12.19	x		19.1678	10.34
Mon	06/12/17	244.06610	1.11450	117	7.6545		x	4.2244	11.86	x		19.3663	10.67
Tue	06/13/17	244.09020	1.11461	118	7.7207		x	4.1582	11.75	x		19.4325	10.78
Wed	06/14/17	244.11430	1.11472	119	7.7869		x	4.0920	11.64	x		19.4987	10.89
Thu	06/15/17	244.13840	1.11483	120	7.8531		x	4.0258	11.53	x		19.5649	11.00
Fri	06/16/17	244.16250	1.11494	121	7.9193		x	3.9596	11.42	x		19.6311	11.11
Mon	06/19/17	244.23480	1.11527	124	8.1181		x	3.7608	11.09	x		19.8299	11.44
Tue	06/20/17	244.25890	1.11538	125	8.1843		x	3.6946	10.98	x		19.8961	11.55
Wed	06/21/17	244.28300	1.11549	126	8.2506		x	3.6283	10.87	x		19.9624	11.66
Thu	06/22/17	244.30710	1.11560	127	8.3169		x	3.5620	10.76	x		20.0287	11.77
Fri	06/23/17	244.33120	1.11571	128	8.3832		x	3.4957	10.65	x		20.0950	11.88
Mon	06/26/17	244.40350	1.11604	131	8.5823		x	3.2966	10.32	x		20.2941	12.21
Tue	06/27/17	244.42760	1.11615	132	8.6486		x	3.2303	10.21	x		20.3604	12.32
Wed	06/28/17	244.45170	1.11626	133	8.7150		x	3.1639	10.10	x		20.4268	12.43
Thu	06/29/17	244.47580	1.11637	134	8.7814		x	3.0975	9.99	x		20.4932	12.54
Fri	06/30/17	244.49990	1.11648	135	8.8478		x	3.0311	9.88	x		20.5596	12.65
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	07/03/17	244.53748	1.11666	138	9.0459		x	2.8330	9.70	x		20.7577	12.83
Tue	07/04/17	244.54423	1.11669	139	9.1117		x	2.7672	9.67	x		20.8235	12.86
Wed	07/05/17	244.55097	1.11672	140	9.1775		x	2.7014	9.64	x		20.8893	12.89
Thu	07/06/17	244.55771	1.11675	141	9.2433		x	2.6356	9.61	x		20.9551	12.92
Fri	07/07/17	244.56445	1.11678	142	9.3091		x	2.5698	9.58	x		21.0209	12.95
Mon	07/10/17	244.58468	1.11687	145	9.5065		x	2.3724	9.49	x		21.2183	13.04
Tue	07/11/17	244.59142	1.11690	146	9.5723		x	2.3066	9.46	x		21.2841	13.07
Wed	07/12/17	244.59816	1.11693	147	9.6381		x	2.2408	9.43	x		21.3499	13.10
Thu	07/13/17	244.60490	1.11696	148	9.7040		x	2.1749	9.40	x		21.4158	13.13
Fri	07/14/17	244.61165	1.11699	149	9.7698		x	2.1091	9.37	x		21.4816	13.16
Mon	07/17/17	244.63187	1.11709	152	9.9674		x	1.9115	9.27	x		21.6792	13.26
Tue	07/18/17	244.63861	1.11712	153	10.0332		x	1.8457	9.24	x		21.7450	13.29
Wed	07/19/17	244.64535	1.11715	154	10.0991		x	1.7798	9.21	x		21.8109	13.32
Thu	07/20/17	244.65210	1.11718	155	10.1649		x	1.7140	9.18	x		21.8767	13.35
Fri	07/21/17	244.65884	1.11721	156	10.2308		x	1.6481	9.15	x		21.9426	13.38
Mon	07/24/17	244.67906	1.11730	159	10.4284		x	1.4505	9.06	x		22.1402	13.47
Tue	07/25/17	244.68581	1.11733	160	10.4943		x	1.3846	9.03	x		22.2061	13.50
Wed	07/26/17	244.69255	1.11736	161	10.5601		x	1.3188	9.00	x		22.2719	13.53
Thu	07/27/17	244.69929	1.11739	162	10.6260		x	1.2529	8.97	x		22.3378	13.56
Fri	07/28/17	244.70603	1.11743	163	10.6920		x	1.1869	8.93	x		22.4038	13.60
Mon	07/31/17	244.72626	1.11752	166	10.8896		x	0.9893	8.84	x		22.6014	13.69
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	08/01/17	244.73300	1.11755	167	10.9555		x	0.9234	8.81	x		22.6673	13.72
Wed	08/02/17	244.74016	1.11758	168	11.0214		x	0.8575	8.78	x		22.7332	13.75
Thu	08/03/17	244.74732	1.11761	169	11.0873		x	0.7916	8.75	x		22.7991	13.78
Fri	08/04/17	244.75448	1.11765	170	11.1533		x	0.7256	8.71	x		22.8651	13.82
Mon	08/07/17	244.77597	1.11774	173	11.3511		x	0.5278	8.62	x		23.0629	13.91
Tue	08/08/17	244.78313	1.11778	174	11.4171		x	0.4618	8.58	x		23.1289	13.95
Wed	08/09/17	244.79029	1.11781	175	11.4830		x	0.3959	8.55	x		23.1948	13.98
Thu	08/10/17	244.79745	1.11784	176	11.5490		x	0.3299	8.52	x		23.2608	14.01
Fri	08/11/17	244.80461	1.11788	177	11.6150		x	0.2639	8.48	x		23.3268	14.05
Mon	08/14/17	244.82610	1.11797	180	11.8128		x	0.0661	8.39	x		23.5246	14.14
Tue	08/15/17	244.83326	1.11801	0	0.0000			0.0000	8.35	x	x	23.5907	14.18
Wed	08/16/17	244.84042	1.11804	1	0.0646			-0.0646	8.32	x	x	23.6553	14.21
Thu	08/17/17	244.84758	1.11807	2	0.1291			-0.1291	8.29	x	x	23.7198	14.24
Fri	08/18/17	244.85474	1.11810	3	0.1937			-0.1937	8.26	x	x	23.7844	14.27
Mon	08/21/17	244.87623	1.11820	6	0.3874			-0.3874	8.16	x	x	23.9781	14.37
Tue	08/22/17	244.88339	1.11823	7	0.4520			-0.4520	8.13	x	x	24.0427	14.40
Wed	08/23/17	244.89055	1.11827	8	0.5166			-0.5166	8.09	x	x	24.1073	14.44
Thu	08/24/17	244.89771	1.11830	9	0.5812			-0.5812	8.06	x	x	24.1719	14.47
Fri	08/25/17	244.90487	1.11833	10	0.6458			-0.6458	8.03	x	x	24.2365	14.50
Mon	08/28/17	244.92635	1.11843	13	0.8396			-0.8396	7.93	x	x	24.4303	14.60
Tue	08/29/17	244.93352	1.11846	14	0.9042			-0.9042	7.90	x	x	24.4949	14.63
Wed	08/30/17	244.94068	1.11850	15	0.9688			-0.9688	7.86	x	x	24.5595	14.67
Thu	08/31/17	244.94784	1.11853	16	1.0334			-1.0334	7.83	x	x	24.6241	14.70
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	09/01/17	244.95500	1.11856	17	1.0980			-1.0980	7.80	x	x	24.6887	14.73
Mon	09/04/17	244.93810	1.11848	20	1.2917			-1.2917	7.88	x	x	24.8824	14.65
Tue	09/05/17	244.93247	1.11846	21	1.3563			-1.3563	7.90	x	x	24.9470	14.63
Wed	09/06/17	244.92683	1.11843	22	1.4208			-1.4208	7.93	x	x	25.0115	14.60
Thu	09/07/17	244.92120	1.11841	23	1.4854			-1.4854	7.95	x	x	25.0761	14.58
Fri	09/08/17	244.91557	1.11838	24	1.5499			-1.5499	7.98	x	x	25.1406	14.55
Mon	09/11/17	244.89867	1.11830	27	1.7435			-1.7435	8.06	x	x	25.3342	14.47
Tue	09/12/17	244.89303	1.11828	28	1.8081			-1.8081	8.08	x	x	25.3988	14.45
Wed	09/13/17	244.88740	1.11825	29	1.8726			-1.8726	8.11	x	x	25.4633	14.42
Thu	09/14/17	244.88177	1.11823	30	1.9372			-1.9372	8.13	x	x	25.5279	14.40
Fri	09/15/17	244.87613	1.11820	31	2.0017			-2.0017	8.16	x	x	25.5924	14.37
Mon	09/18/17	244.85923	1.11812	34	2.1952			-2.1952	8.24	x	x	25.7859	14.29
Tue	09/19/17	244.85360	1.11810	35	2.2597			-2.2597	8.26	x	x	25.8504	14.27
Wed	09/20/17	244.84797	1.11807	36	2.3242			-2.3242	8.29	x	x	25.9149	14.24
Thu	09/21/17	244.84233	1.11805	37	2.3888			-2.3888	8.31	x	x	25.9795	14.22
Fri	09/22/17	244.83670	1.11802	38	2.4533			-2.4533	8.34	x	x	26.0440	14.19
Mon	09/25/17	244.81980	1.11794	41	2.6468			-2.6468	8.42	x	x	26.2375	14.11
Tue	09/26/17	244.81417	1.11792	42	2.7113			-2.7113	8.44	x	x	26.3020	14.09
Wed	09/27/17	244.80853	1.11789	43	2.7757			-2.7757	8.47	x	x	26.3664	14.06
Thu	09/28/17	244.80290	1.11787	44	2.8402			-2.8402	8.49	x	x	26.4309	14.04
Fri	09/29/17	244.79727	1.11784	45	2.9047			-2.9047	8.52	x	x	26.4954	14.01
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	10/02/17	244.80965	1.11790	48	3.0985			-3.0985	8.46	x	x	26.6892	14.07
Tue	10/03/17	244.83329	1.11801	49	3.1634			-3.1634	8.35	x	x	26.7541	14.18
Wed	10/04/17	244.85694	1.11811	50	3.2282			-3.2282	8.25	x	x	26.8189	14.28
Thu	10/05/17	244.88058	1.11822	51	3.2931			-3.2931	8.14	x	x	26.8838	14.39
Fri	10/06/17	244.90423	1.11833	52	3.3580			-3.3580	8.03	x	x	26.9487	14.50
Mon	10/09/17	244.97516	1.11865	55	3.5528			-3.5528	7.71	x	x	27.1435	14.82
Tue	10/10/17	244.99881	1.11876	56	3.6177			-3.6177	7.60	x	x	27.2084	14.93
Wed	10/11/17	245.02245	1.11887	57	3.6827			-3.6827	7.49	x	x	27.2734	15.04
Thu	10/12/17	245.04610	1.11898	58	3.7477			-3.7477	7.38	x	x	27.3384	15.15
Fri	10/13/17	245.06974	1.11909	59	3.8127			-3.8127	7.27	x	x	27.4034	15.26
Mon	10/16/17	245.14068	1.11941	62	4.0077			-4.0077	6.95	x	x	27.5984	15.58
Tue	10/17/17	245.16432	1.11952	63	4.0727			-4.0727	6.84	x	x	27.6634	15.69
Wed	10/18/17	245.18797	1.11963	64	4.1378			-4.1378	6.73	x	x	27.7285	15.80
Thu	10/19/17	245.21161	1.11973	65	4.2028			-4.2028	6.63	x	x	27.7935	15.90
Fri	10/20/17	245.23526	1.11984	66	4.2679			-4.2679	6.52	x	x	27.8586	16.01
Mon	10/23/17	245.30619	1.12017	69	4.4632			-4.4632	6.19	x	x	28.0539	16.34
Tue	10/24/17	245.32984	1.12027	70	4.5283			-4.5283	6.09	x	x	28.1190	16.44
Wed	10/25/17	245.35348	1.12038	71	4.5934			-4.5934	5.98	x	x	28.1841	16.55
Thu	10/26/17	245.37713	1.12049	72	4.6586			-4.6586	5.87	x	x	28.2493	16.66
Fri	10/27/17	245.40077	1.12060	73	4.7237			-4.7237	5.76	x	x	28.3144	16.77
Mon	10/30/17	245.47171	1.12092	76	4.9193			-4.9193	5.44	x	x	28.5100	17.09
Tue	10/31/17	245.49535	1.12103	77	4.9845			-4.9845	5.33	x	x	28.5752	17.20
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	11/01/17	245.51900	1.12114	78	5.0497			-5.0497	5.22	x	x	28.6404	17.31
Thu	11/02/17	245.56233	1.12134	79	5.1154			-5.1154	5.02	x	x	28.7061	17.51
Fri	11/03/17	245.60567	1.12153	80	5.1810			-5.1810	4.83	x	x	28.7717	17.70
Mon	11/06/17	245.73567	1.12213	83	5.3781			-5.3781	4.23	x	x	28.9688	18.30
Tue	11/07/17	245.77900	1.12232	84	5.4439			-5.4439	4.04	x	x	29.0346	18.49
Wed	11/08/17	245.82233	1.12252	85	5.5097			-5.5097	3.84	x	x	29.1004	18.69
Thu	11/09/17	245.86567	1.12272	86	5.5755			-5.5755	3.64	x	x	29.1662	18.89
Fri	11/10/17	245.90900	1.12292	87	5.6413			-5.6413	3.44	x	x	29.2320	19.09
Mon	11/13/17	246.03900	1.12351	90	5.8389			-5.8389	2.85	x	x	29.4296	19.68
Tue	11/14/17	246.08233	1.12371	91	5.9048			-5.9048	2.65	x	x	29.4955	19.88
Wed	11/15/17	246.12567	1.12391	92	5.9708			-5.9708	2.45	x	x	29.5615	20.08
Thu	11/16/17	246.16900	1.12411	93	6.0367			-6.0367	2.25	x	x	29.6274	20.28
Fri	11/17/17	246.21233	1.12430	94	6.1027			-6.1027	2.06	x	x	29.6934	20.47
Mon	11/20/17	246.34233	1.12490	97	6.3008			-6.3008	1.46	x	x	29.8915	21.07
Tue	11/21/17	246.38567	1.12509	98	6.3668			-6.3668	1.27	x	x	29.9575	21.26
Wed	11/22/17	246.42900	1.12529	99	6.4330			-6.4330	1.07	x	x	30.0237	21.46
Thu	11/23/17	246.47233	1.12549	100	6.4991			-6.4991	0.87	x	x	30.0898	21.66
Fri	11/24/17	246.51567	1.12569	101	6.5653			-6.5653	0.67	x	x	30.1560	21.86
Mon	11/27/17	246.64567	1.12628	104	6.7638			-6.7638	0.08	x	x	30.3545	22.45
Tue	11/28/17	246.68900	1.12648	105	6.8301			-6.8301	-0.12	x	x	30.4208	22.65
Wed	11/29/17	246.73233	1.12668	106	6.8963			-6.8963	-0.32	x	x	30.4870	22.85
Thu	11/30/17	246.77567	1.12688	107	6.9626			-6.9626	-0.52	x	x	30.5533	23.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	12/01/17	246.81900	1.12707	108	7.0289			-7.0289	-0.71	x	x	30.6196	23.24
Mon	12/04/17	246.80390	1.12700	111	7.2237			-7.2237	-0.64	x	x	30.8144	23.17
Tue	12/05/17	246.79887	1.12698	112	7.2886			-7.2886	-0.62	x	x	30.8793	23.15
Wed	12/06/17	246.79384	1.12696	113	7.3536			-7.3536	-0.60	x	x	30.9443	23.13
Thu	12/07/17	246.78881	1.12694	114	7.4185			-7.4185	-0.58	x	x	31.0092	23.11
Fri	12/08/17	246.78377	1.12691	115	7.4834			-7.4834	-0.55	x	x	31.0741	23.08
Mon	12/11/17	246.76868	1.12684	118	7.6781			-7.6781	-0.48	x	x	31.2688	23.01
Tue	12/12/17	246.76365	1.12682	119	7.7431			-7.7431	-0.46	x	x	31.3338	22.99
Wed	12/13/17	246.75861	1.12680	120	7.8080			-7.8080	-0.44	x	x	31.3987	22.97
Thu	12/14/17	246.75358	1.12677	121	7.8728			-7.8728	-0.41	x	x	31.4635	22.94
Fri	12/15/17	246.74855	1.12675	122	7.9378			-7.9378	-0.39	x	x	31.5285	22.92
Mon	12/18/17	246.73345	1.12668	125	8.1325			-8.1325	-0.32	x	x	31.7232	22.85
Tue	12/19/17	246.72842	1.12666	126	8.1974			-8.1974	-0.30	x	x	31.7881	22.83
Wed	12/20/17	246.72339	1.12664	127	8.2623			-8.2623	-0.28	x	x	31.8530	22.81
Thu	12/21/17	246.71835	1.12661	128	8.3271			-8.3271	-0.25	x	x	31.9178	22.78
Fri	12/22/17	246.71332	1.12659	129	8.3920			-8.3920	-0.23	x	x	31.9827	22.76
Mon	12/25/17	246.69823	1.12652	132	8.5867			-8.5867	-0.16	x	x	32.1774	22.69
Tue	12/26/17	246.69319	1.12650	133	8.6516			-8.6516	-0.14	x	x	32.2423	22.67
Wed	12/27/17	246.68816	1.12648	134	8.7164			-8.7164	-0.12	x	x	32.3071	22.65
Thu	12/28/17	246.68313	1.12645	135	8.7813			-8.7813	-0.09	x	x	32.3720	22.62
Fri	12/29/17	246.67810	1.12643	136	8.8461			-8.8461	-0.07	x	x	32.4368	22.60
Mon	01/01/18	246.66300	1.12636

Generated 12/13/17 10:09