0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2022

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

CUSIP Number	912828TE0	Interest 01/15/17 (184 days)	$0.6565
Dated Date	July 15, 2012	Interest 07/15/17 (181 days)	$0.6648
Ref CPI on Dated Date	229.96306	Interest Total	$1.3213
Original Issue Date	July 31, 2012	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	1.05116	170	0.6070	x	x	0.7143	21.46			0.6070	0.00
Mon	01/02/17	241.71687	1.05111	171	0.6105	x	x	0.7108	21.51			0.6105	-0.05
Tue	01/03/17	241.70474	1.05106	172	0.6141	x	x	0.7072	21.56			0.6141	-0.10
Wed	01/04/17	241.69261	1.05101	173	0.6176	x	x	0.7037	21.61			0.6176	-0.15
Thu	01/05/17	241.68048	1.05095	174	0.6211	x	x	0.7002	21.67			0.6211	-0.21
Fri	01/06/17	241.66835	1.05090	175	0.6247	x	x	0.6966	21.72			0.6247	-0.26
Mon	01/09/17	241.63197	1.05074	178	0.6353	x	x	0.6860	21.88			0.6353	-0.42
Tue	01/10/17	241.61984	1.05069	179	0.6388	x	x	0.6825	21.93			0.6388	-0.47
Wed	01/11/17	241.60771	1.05064	180	0.6424	x	x	0.6789	21.98			0.6424	-0.52
Thu	01/12/17	241.59558	1.05058	181	0.6459	x	x	0.6754	22.04			0.6459	-0.58
Fri	01/13/17	241.58345	1.05053	182	0.6494	x	x	0.6719	22.09			0.6494	-0.63
Sun	01/15/17	241.55919	1.05043	0	0.0000		x	0.6648	22.19	x		0.6565	-0.73
Mon	01/16/17	241.54706	1.05037	1	0.0036		x	0.6612	22.25	x		0.6601	-0.79
Tue	01/17/17	241.53494	1.05032	2	0.0073		x	0.6575	22.30	x		0.6638	-0.84
Wed	01/18/17	241.52281	1.05027	3	0.0109		x	0.6539	22.35	x		0.6674	-0.89
Thu	01/19/17	241.51068	1.05022	4	0.0145		x	0.6503	22.40	x		0.6710	-0.94
Fri	01/20/17	241.49855	1.05016	5	0.0181		x	0.6467	22.46	x		0.6746	-1.00
Mon	01/23/17	241.46216	1.05000	8	0.0290		x	0.6358	22.62	x		0.6855	-1.16
Tue	01/24/17	241.45003	1.04995	9	0.0326		x	0.6322	22.67	x		0.6891	-1.21
Wed	01/25/17	241.43790	1.04990	10	0.0363		x	0.6285	22.72	x		0.6928	-1.26
Thu	01/26/17	241.42577	1.04985	11	0.0399		x	0.6249	22.77	x		0.6964	-1.31
Fri	01/27/17	241.41365	1.04979	12	0.0435		x	0.6213	22.83	x		0.7000	-1.37
Mon	01/30/17	241.37726	1.04963	15	0.0544		x	0.6104	22.99	x		0.7109	-1.53
Tue	01/31/17	241.36513	1.04958	16	0.0580		x	0.6068	23.04	x		0.7145	-1.58
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	02/01/17	241.35300	1.04953	17	0.0616		x	0.6032	23.09	x		0.7181	-1.63
Thu	02/02/17	241.35582	1.04954	18	0.0652		x	0.5996	23.08	x		0.7217	-1.62
Fri	02/03/17	241.35864	1.04955	19	0.0689		x	0.5959	23.07	x		0.7254	-1.61
Mon	02/06/17	241.36711	1.04959	22	0.0797		x	0.5851	23.03	x		0.7362	-1.57
Tue	02/07/17	241.36993	1.04960	23	0.0834		x	0.5814	23.02	x		0.7399	-1.56
Wed	02/08/17	241.37275	1.04962	24	0.0870		x	0.5778	23.00	x		0.7435	-1.54
Thu	02/09/17	241.37557	1.04963	25	0.0906		x	0.5742	22.99	x		0.7471	-1.53
Fri	02/10/17	241.37839	1.04964	26	0.0942		x	0.5706	22.98	x		0.7507	-1.52
Mon	02/13/17	241.38686	1.04968	29	0.1051		x	0.5597	22.94	x		0.7616	-1.48
Tue	02/14/17	241.38968	1.04969	30	0.1087		x	0.5561	22.93	x		0.7652	-1.47
Wed	02/15/17	241.39250	1.04970	31	0.1124		x	0.5524	22.92	x		0.7689	-1.46
Thu	02/16/17	241.39532	1.04971	32	0.1160		x	0.5488	22.91	x		0.7725	-1.45
Fri	02/17/17	241.39814	1.04973	33	0.1196		x	0.5452	22.89	x		0.7761	-1.43
Mon	02/20/17	241.40661	1.04976	36	0.1305		x	0.5343	22.86	x		0.7870	-1.40
Tue	02/21/17	241.40943	1.04977	37	0.1341		x	0.5307	22.85	x		0.7906	-1.39
Wed	02/22/17	241.41225	1.04979	38	0.1377		x	0.5271	22.83	x		0.7942	-1.37
Thu	02/23/17	241.41507	1.04980	39	0.1414		x	0.5234	22.82	x		0.7979	-1.36
Fri	02/24/17	241.41789	1.04981	40	0.1450		x	0.5198	22.81	x		0.8015	-1.35
Mon	02/27/17	241.42636	1.04985	43	0.1559		x	0.5089	22.77	x		0.8124	-1.31
Tue	02/28/17	241.42918	1.04986	44	0.1595		x	0.5053	22.76	x		0.8160	-1.30
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	03/01/17	241.43200	1.04987	45	0.1631		x	0.5017	22.75	x		0.8196	-1.29
Thu	03/02/17	241.47739	1.05007	46	0.1668		x	0.4980	22.55	x		0.8233	-1.09
Fri	03/03/17	241.52277	1.05027	47	0.1705		x	0.4943	22.35	x		0.8270	-0.89
Mon	03/06/17	241.65894	1.05086	50	0.1814		x	0.4834	21.76	x		0.8379	-0.30
Tue	03/07/17	241.70432	1.05106	51	0.1851		x	0.4797	21.56	x		0.8416	-0.10
Wed	03/08/17	241.74971	1.05125	52	0.1888		x	0.4760	21.37	x		0.8453	0.09
Thu	03/09/17	241.79510	1.05145	53	0.1924		x	0.4724	21.17	x		0.8489	0.29
Fri	03/10/17	241.84048	1.05165	54	0.1961		x	0.4687	20.97	x		0.8526	0.49
Mon	03/13/17	241.97665	1.05224	57	0.2071		x	0.4577	20.38	x		0.8636	1.08
Tue	03/14/17	242.02203	1.05244	58	0.2108		x	0.4540	20.18	x		0.8673	1.28
Wed	03/15/17	242.06742	1.05264	59	0.2145		x	0.4503	19.98	x		0.8710	1.48
Thu	03/16/17	242.11281	1.05283	60	0.2181		x	0.4467	19.79	x		0.8746	1.67
Fri	03/17/17	242.15819	1.05303	61	0.2218		x	0.4430	19.59	x		0.8783	1.87
Mon	03/20/17	242.29435	1.05362	64	0.2328		x	0.4320	19.00	x		0.8893	2.46
Tue	03/21/17	242.33974	1.05382	65	0.2365		x	0.4283	18.80	x		0.8930	2.66
Wed	03/22/17	242.38513	1.05402	66	0.2402		x	0.4246	18.60	x		0.8967	2.86
Thu	03/23/17	242.43052	1.05422	67	0.2439		x	0.4209	18.40	x		0.9004	3.06
Fri	03/24/17	242.47590	1.05441	68	0.2476		x	0.4172	18.21	x		0.9041	3.25
Mon	03/27/17	242.61206	1.05500	71	0.2586		x	0.4062	17.62	x		0.9151	3.84
Tue	03/28/17	242.65745	1.05520	72	0.2623		x	0.4025	17.42	x		0.9188	4.04
Wed	03/29/17	242.70284	1.05540	73	0.2660		x	0.3988	17.22	x		0.9225	4.24
Thu	03/30/17	242.74823	1.05560	74	0.2697		x	0.3951	17.02	x		0.9262	4.44
Fri	03/31/17	242.79361	1.05579	75	0.2734		x	0.3914	16.83	x		0.9299	4.63
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	1.05621	78	0.2845		x	0.3803	16.41	x		0.9410	5.05
Tue	04/04/17	242.91540	1.05632	79	0.2882		x	0.3766	16.30	x		0.9447	5.16
Wed	04/05/17	242.94087	1.05643	80	0.2918		x	0.3730	16.19	x		0.9483	5.27
Thu	04/06/17	242.96633	1.05655	81	0.2955		x	0.3693	16.07	x		0.9520	5.39
Fri	04/07/17	242.99180	1.05666	82	0.2992		x	0.3656	15.96	x		0.9557	5.50
Mon	04/10/17	243.06820	1.05699	85	0.3102		x	0.3546	15.63	x		0.9667	5.83
Tue	04/11/17	243.09367	1.05710	86	0.3139		x	0.3509	15.52	x		0.9704	5.94
Wed	04/12/17	243.11913	1.05721	87	0.3176		x	0.3472	15.41	x		0.9741	6.05
Thu	04/13/17	243.14460	1.05732	88	0.3213		x	0.3435	15.30	x		0.9778	6.16
Fri	04/14/17	243.17007	1.05743	89	0.3250		x	0.3398	15.19	x		0.9815	6.27
Mon	04/17/17	243.24647	1.05776	92	0.3360		x	0.3288	14.86	x		0.9925	6.60
Tue	04/18/17	243.27193	1.05787	93	0.3397		x	0.3251	14.75	x		0.9962	6.71
Wed	04/19/17	243.29740	1.05798	94	0.3434		x	0.3214	14.64	x		0.9999	6.82
Thu	04/20/17	243.32287	1.05810	95	0.3471		x	0.3177	14.52	x		1.0036	6.94
Fri	04/21/17	243.34833	1.05821	96	0.3508		x	0.3140	14.41	x		1.0073	7.05
Mon	04/24/17	243.42473	1.05854	99	0.3619		x	0.3029	14.08	x		1.0184	7.38
Tue	04/25/17	243.45020	1.05865	100	0.3656		x	0.2992	13.97	x		1.0221	7.49
Wed	04/26/17	243.47567	1.05876	101	0.3692		x	0.2956	13.86	x		1.0257	7.60
Thu	04/27/17	243.50113	1.05887	102	0.3729		x	0.2919	13.75	x		1.0294	7.71
Fri	04/28/17	243.52660	1.05898	103	0.3766		x	0.2882	13.64	x		1.0331	7.82
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	1.05931	106	0.3877		x	0.2771	13.31	x		1.0442	8.15
Tue	05/02/17	243.60939	1.05934	107	0.3914		x	0.2734	13.28	x		1.0479	8.18
Wed	05/03/17	243.61577	1.05937	108	0.3951		x	0.2697	13.25	x		1.0516	8.21
Thu	05/04/17	243.62216	1.05940	109	0.3987		x	0.2661	13.22	x		1.0552	8.24
Fri	05/05/17	243.62855	1.05942	110	0.4024		x	0.2624	13.20	x		1.0589	8.26
Mon	05/08/17	243.64771	1.05951	113	0.4134		x	0.2514	13.11	x		1.0699	8.35
Tue	05/09/17	243.65410	1.05954	114	0.4171		x	0.2477	13.08	x		1.0736	8.38
Wed	05/10/17	243.66048	1.05956	115	0.4208		x	0.2440	13.06	x		1.0773	8.40
Thu	05/11/17	243.66687	1.05959	116	0.4244		x	0.2404	13.03	x		1.0809	8.43
Fri	05/12/17	243.67326	1.05962	117	0.4281		x	0.2367	13.00	x		1.0846	8.46
Mon	05/15/17	243.69242	1.05970	120	0.4391		x	0.2257	12.92	x		1.0956	8.54
Tue	05/16/17	243.69881	1.05973	121	0.4428		x	0.2220	12.89	x		1.0993	8.57
Wed	05/17/17	243.70519	1.05976	122	0.4464		x	0.2184	12.86	x		1.1029	8.60
Thu	05/18/17	243.71158	1.05979	123	0.4501		x	0.2147	12.83	x		1.1066	8.63
Fri	05/19/17	243.71797	1.05981	124	0.4538		x	0.2110	12.81	x		1.1103	8.65
Mon	05/22/17	243.73713	1.05990	127	0.4648		x	0.2000	12.72	x		1.1213	8.74
Tue	05/23/17	243.74352	1.05992	128	0.4685		x	0.1963	12.70	x		1.1250	8.76
Wed	05/24/17	243.74990	1.05995	129	0.4721		x	0.1927	12.67	x		1.1286	8.79
Thu	05/25/17	243.75629	1.05998	130	0.4758		x	0.1890	12.64	x		1.1323	8.82
Fri	05/26/17	243.76268	1.06001	131	0.4795		x	0.1853	12.61	x		1.1360	8.85
Mon	05/29/17	243.78184	1.06009	134	0.4905		x	0.1743	12.53	x		1.1470	8.93
Tue	05/30/17	243.78823	1.06012	135	0.4942		x	0.1706	12.50	x		1.1507	8.96
Wed	05/31/17	243.79461	1.06015	136	0.4979		x	0.1669	12.47	x		1.1544	8.99
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	1.06017	137	0.5015		x	0.1633	12.45	x		1.1580	9.01
Fri	06/02/17	243.82510	1.06028	138	0.5052		x	0.1596	12.34	x		1.1617	9.12
Mon	06/05/17	243.89740	1.06059	141	0.5164		x	0.1484	12.03	x		1.1729	9.43
Tue	06/06/17	243.92150	1.06070	142	0.5201		x	0.1447	11.92	x		1.1766	9.54
Wed	06/07/17	243.94560	1.06080	143	0.5238		x	0.1410	11.82	x		1.1803	9.64
Thu	06/08/17	243.96970	1.06091	144	0.5275		x	0.1373	11.71	x		1.1840	9.75
Fri	06/09/17	243.99380	1.06101	145	0.5312		x	0.1336	11.61	x		1.1877	9.85
Mon	06/12/17	244.06610	1.06133	148	0.5424		x	0.1224	11.29	x		1.1989	10.17
Tue	06/13/17	244.09020	1.06143	149	0.5461		x	0.1187	11.19	x		1.2026	10.27
Wed	06/14/17	244.11430	1.06154	150	0.5498		x	0.1150	11.08	x		1.2063	10.38
Thu	06/15/17	244.13840	1.06164	151	0.5535		x	0.1113	10.98	x		1.2100	10.48
Fri	06/16/17	244.16250	1.06175	152	0.5573		x	0.1075	10.87	x		1.2138	10.59
Mon	06/19/17	244.23480	1.06206	155	0.5684		x	0.0964	10.56	x		1.2249	10.90
Tue	06/20/17	244.25890	1.06217	156	0.5722		x	0.0926	10.45	x		1.2287	11.01
Wed	06/21/17	244.28300	1.06227	157	0.5759		x	0.0889	10.35	x		1.2324	11.11
Thu	06/22/17	244.30710	1.06238	158	0.5796		x	0.0852	10.24	x		1.2361	11.22
Fri	06/23/17	244.33120	1.06248	159	0.5833		x	0.0815	10.14	x		1.2398	11.32
Mon	06/26/17	244.40350	1.06279	162	0.5945		x	0.0703	9.83	x		1.2510	11.63
Tue	06/27/17	244.42760	1.06290	163	0.5982		x	0.0666	9.72	x		1.2547	11.74
Wed	06/28/17	244.45170	1.06300	164	0.6020		x	0.0628	9.62	x		1.2585	11.84
Thu	06/29/17	244.47580	1.06311	165	0.6057		x	0.0591	9.51	x		1.2622	11.95
Fri	06/30/17	244.49990	1.06321	166	0.6094		x	0.0554	9.41	x		1.2659	12.05
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	1.06338	169	0.6205		x	0.0443	9.24	x		1.2770	12.22
Tue	07/04/17	244.54423	1.06341	170	0.6242		x	0.0406	9.21	x		1.2807	12.25
Wed	07/05/17	244.55097	1.06344	171	0.6279		x	0.0369	9.18	x		1.2844	12.28
Thu	07/06/17	244.55771	1.06347	172	0.6316		x	0.0332	9.15	x		1.2881	12.31
Fri	07/07/17	244.56445	1.06349	173	0.6353		x	0.0295	9.13	x		1.2918	12.33
Mon	07/10/17	244.58468	1.06358	176	0.6464		x	0.0184	9.04	x		1.3029	12.42
Tue	07/11/17	244.59142	1.06361	177	0.6501		x	0.0147	9.01	x		1.3066	12.45
Wed	07/12/17	244.59816	1.06364	178	0.6538		x	0.0110	8.98	x		1.3103	12.48
Thu	07/13/17	244.60490	1.06367	179	0.6574		x	0.0074	8.95	x		1.3139	12.51
Fri	07/14/17	244.61165	1.06370	180	0.6611		x	0.0037	8.92	x		1.3176	12.54
Sat	07/15/17	244.61839	1.06373	0	0.0000			0.0000	8.89	x	x	1.3213	12.57
Mon	07/17/17	244.63187	1.06379	2	0.0072			-0.0072	8.83	x	x	1.3285	12.63
Tue	07/18/17	244.63861	1.06382	3	0.0108			-0.0108	8.80	x	x	1.3321	12.66
Wed	07/19/17	244.64535	1.06385	4	0.0145			-0.0145	8.77	x	x	1.3358	12.69
Thu	07/20/17	244.65210	1.06388	5	0.0181			-0.0181	8.74	x	x	1.3394	12.72
Fri	07/21/17	244.65884	1.06390	6	0.0217			-0.0217	8.72	x	x	1.3430	12.74
Mon	07/24/17	244.67906	1.06399	9	0.0325			-0.0325	8.63	x	x	1.3538	12.83
Tue	07/25/17	244.68581	1.06402	10	0.0361			-0.0361	8.60	x	x	1.3574	12.86
Wed	07/26/17	244.69255	1.06405	11	0.0398			-0.0398	8.57	x	x	1.3611	12.89
Thu	07/27/17	244.69929	1.06408	12	0.0434			-0.0434	8.54	x	x	1.3647	12.92
Fri	07/28/17	244.70603	1.06411	13	0.0470			-0.0470	8.51	x	x	1.3683	12.95
Mon	07/31/17	244.72626	1.06420	16	0.0578			-0.0578	8.42	x	x	1.3791	13.04
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	1.06423	17	0.0615			-0.0615	8.39	x	x	1.3828	13.07
Wed	08/02/17	244.74016	1.06426	18	0.0651			-0.0651	8.36	x	x	1.3864	13.10
Thu	08/03/17	244.74732	1.06429	19	0.0687			-0.0687	8.33	x	x	1.3900	13.13
Fri	08/04/17	244.75448	1.06432	20	0.0723			-0.0723	8.30	x	x	1.3936	13.16
Mon	08/07/17	244.77597	1.06441	23	0.0832			-0.0832	8.21	x	x	1.4045	13.25
Tue	08/08/17	244.78313	1.06445	24	0.0868			-0.0868	8.17	x	x	1.4081	13.29
Wed	08/09/17	244.79029	1.06448	25	0.0904			-0.0904	8.14	x	x	1.4117	13.32
Thu	08/10/17	244.79745	1.06451	26	0.0940			-0.0940	8.11	x	x	1.4153	13.35
Fri	08/11/17	244.80461	1.06454	27	0.0976			-0.0976	8.08	x	x	1.4189	13.38
Mon	08/14/17	244.82610	1.06463	30	0.1085			-0.1085	7.99	x	x	1.4298	13.47
Tue	08/15/17	244.83326	1.06466	31	0.1121			-0.1121	7.96	x	x	1.4334	13.50
Wed	08/16/17	244.84042	1.06469	32	0.1157			-0.1157	7.93	x	x	1.4370	13.53
Thu	08/17/17	244.84758	1.06473	33	0.1193			-0.1193	7.89	x	x	1.4406	13.57
Fri	08/18/17	244.85474	1.06476	34	0.1230			-0.1230	7.86	x	x	1.4443	13.60
Mon	08/21/17	244.87623	1.06485	37	0.1338			-0.1338	7.77	x	x	1.4551	13.69
Tue	08/22/17	244.88339	1.06488	38	0.1375			-0.1375	7.74	x	x	1.4588	13.72
Wed	08/23/17	244.89055	1.06491	39	0.1411			-0.1411	7.71	x	x	1.4624	13.75
Thu	08/24/17	244.89771	1.06494	40	0.1447			-0.1447	7.68	x	x	1.4660	13.78
Fri	08/25/17	244.90487	1.06497	41	0.1483			-0.1483	7.65	x	x	1.4696	13.81
Mon	08/28/17	244.92635	1.06507	44	0.1592			-0.1592	7.55	x	x	1.4805	13.91
Tue	08/29/17	244.93352	1.06510	45	0.1628			-0.1628	7.52	x	x	1.4841	13.94
Wed	08/30/17	244.94068	1.06513	46	0.1664			-0.1664	7.49	x	x	1.4877	13.97
Thu	08/31/17	244.94784	1.06516	47	0.1700			-0.1700	7.46	x	x	1.4913	14.00
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	1.06519	48	0.1737			-0.1737	7.43	x	x	1.4950	14.03
Mon	09/04/17	244.93810	1.06512	51	0.1845			-0.1845	7.50	x	x	1.5058	13.96
Tue	09/05/17	244.93247	1.06509	52	0.1881			-0.1881	7.53	x	x	1.5094	13.93
Wed	09/06/17	244.92683	1.06507	53	0.1917			-0.1917	7.55	x	x	1.5130	13.91
Thu	09/07/17	244.92120	1.06505	54	0.1954			-0.1954	7.57	x	x	1.5167	13.89
Fri	09/08/17	244.91557	1.06502	55	0.1990			-0.1990	7.60	x	x	1.5203	13.86
Mon	09/11/17	244.89867	1.06495	58	0.2098			-0.2098	7.67	x	x	1.5311	13.79
Tue	09/12/17	244.89303	1.06492	59	0.2134			-0.2134	7.70	x	x	1.5347	13.76
Wed	09/13/17	244.88740	1.06490	60	0.2170			-0.2170	7.72	x	x	1.5383	13.74
Thu	09/14/17	244.88177	1.06487	61	0.2206			-0.2206	7.75	x	x	1.5419	13.71
Fri	09/15/17	244.87613	1.06485	62	0.2243			-0.2243	7.77	x	x	1.5456	13.69
Mon	09/18/17	244.85923	1.06478	65	0.2351			-0.2351	7.84	x	x	1.5564	13.62
Tue	09/19/17	244.85360	1.06475	66	0.2387			-0.2387	7.87	x	x	1.5600	13.59
Wed	09/20/17	244.84797	1.06473	67	0.2423			-0.2423	7.89	x	x	1.5636	13.57
Thu	09/21/17	244.84233	1.06470	68	0.2459			-0.2459	7.92	x	x	1.5672	13.54
Fri	09/22/17	244.83670	1.06468	69	0.2495			-0.2495	7.94	x	x	1.5708	13.52
Mon	09/25/17	244.81980	1.06460	72	0.2604			-0.2604	8.02	x	x	1.5817	13.44
Tue	09/26/17	244.81417	1.06458	73	0.2640			-0.2640	8.04	x	x	1.5853	13.42
Wed	09/27/17	244.80853	1.06456	74	0.2676			-0.2676	8.06	x	x	1.5889	13.40
Thu	09/28/17	244.80290	1.06453	75	0.2712			-0.2712	8.09	x	x	1.5925	13.37
Fri	09/29/17	244.79727	1.06451	76	0.2748			-0.2748	8.11	x	x	1.5961	13.35
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	1.06456	79	0.2857			-0.2857	8.06	x	x	1.6070	13.40
Tue	10/03/17	244.83329	1.06466	80	0.2893			-0.2893	7.96	x	x	1.6106	13.50
Wed	10/04/17	244.85694	1.06477	81	0.2930			-0.2930	7.85	x	x	1.6143	13.61
Thu	10/05/17	244.88058	1.06487	82	0.2966			-0.2966	7.75	x	x	1.6179	13.71
Fri	10/06/17	244.90423	1.06497	83	0.3002			-0.3002	7.65	x	x	1.6215	13.81
Mon	10/09/17	244.97516	1.06528	86	0.3112			-0.3112	7.34	x	x	1.6325	14.12
Tue	10/10/17	244.99881	1.06538	87	0.3148			-0.3148	7.24	x	x	1.6361	14.22
Wed	10/11/17	245.02245	1.06549	88	0.3185			-0.3185	7.13	x	x	1.6398	14.33
Thu	10/12/17	245.04610	1.06559	89	0.3221			-0.3221	7.03	x	x	1.6434	14.43
Fri	10/13/17	245.06974	1.06569	90	0.3258			-0.3258	6.93	x	x	1.6471	14.53
Mon	10/16/17	245.14068	1.06600	93	0.3367			-0.3367	6.62	x	x	1.6580	14.84
Tue	10/17/17	245.16432	1.06610	94	0.3404			-0.3404	6.52	x	x	1.6617	14.94
Wed	10/18/17	245.18797	1.06621	95	0.3441			-0.3441	6.41	x	x	1.6654	15.05
Thu	10/19/17	245.21161	1.06631	96	0.3477			-0.3477	6.31	x	x	1.6690	15.15
Fri	10/20/17	245.23526	1.06641	97	0.3514			-0.3514	6.21	x	x	1.6727	15.25
Mon	10/23/17	245.30619	1.06672	100	0.3623			-0.3623	5.90	x	x	1.6836	15.56
Tue	10/24/17	245.32984	1.06682	101	0.3660			-0.3660	5.80	x	x	1.6873	15.66
Wed	10/25/17	245.35348	1.06693	102	0.3697			-0.3697	5.69	x	x	1.6910	15.77
Thu	10/26/17	245.37713	1.06703	103	0.3733			-0.3733	5.59	x	x	1.6946	15.87
Fri	10/27/17	245.40077	1.06713	104	0.3770			-0.3770	5.49	x	x	1.6983	15.97
Mon	10/30/17	245.47171	1.06744	107	0.3880			-0.3880	5.18	x	x	1.7093	16.28
Tue	10/31/17	245.49535	1.06754	108	0.3916			-0.3916	5.08	x	x	1.7129	16.38
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	1.06765	109	0.3953			-0.3953	4.97	x	x	1.7166	16.49
Thu	11/02/17	245.56233	1.06783	110	0.3990			-0.3990	4.79	x	x	1.7203	16.67
Fri	11/03/17	245.60567	1.06802	111	0.4027			-0.4027	4.60	x	x	1.7240	16.86
Mon	11/06/17	245.73567	1.06859	114	0.4138			-0.4138	4.03	x	x	1.7351	17.43
Tue	11/07/17	245.77900	1.06878	115	0.4175			-0.4175	3.84	x	x	1.7388	17.62
Wed	11/08/17	245.82233	1.06896	116	0.4212			-0.4212	3.66	x	x	1.7425	17.80
Thu	11/09/17	245.86567	1.06915	117	0.4249			-0.4249	3.47	x	x	1.7462	17.99
Fri	11/10/17	245.90900	1.06934	118	0.4286			-0.4286	3.28	x	x	1.7499	18.18
Mon	11/13/17	246.03900	1.06991	121	0.4397			-0.4397	2.71	x	x	1.7610	18.75
Tue	11/14/17	246.08233	1.07010	122	0.4435			-0.4435	2.52	x	x	1.7648	18.94
Wed	11/15/17	246.12567	1.07028	123	0.4472			-0.4472	2.34	x	x	1.7685	19.12
Thu	11/16/17	246.16900	1.07047	124	0.4509			-0.4509	2.15	x	x	1.7722	19.31
Fri	11/17/17	246.21233	1.07066	125	0.4546			-0.4546	1.96	x	x	1.7759	19.50
Mon	11/20/17	246.34233	1.07123	128	0.4658			-0.4658	1.39	x	x	1.7871	20.07
Tue	11/21/17	246.38567	1.07141	129	0.4695			-0.4695	1.21	x	x	1.7908	20.25
Wed	11/22/17	246.42900	1.07160	130	0.4732			-0.4732	1.02	x	x	1.7945	20.44
Thu	11/23/17	246.47233	1.07179	131	0.4769			-0.4769	0.83	x	x	1.7982	20.63
Fri	11/24/17	246.51567	1.07198	132	0.4806			-0.4806	0.64	x	x	1.8019	20.82
Mon	11/27/17	246.64567	1.07254	135	0.4918			-0.4918	0.08	x	x	1.8131	21.38
Tue	11/28/17	246.68900	1.07273	136	0.4956			-0.4956	-0.11	x	x	1.8169	21.57
Wed	11/29/17	246.73233	1.07292	137	0.4993			-0.4993	-0.30	x	x	1.8206	21.76
Thu	11/30/17	246.77567	1.07311	138	0.5030			-0.5030	-0.49	x	x	1.8243	21.95
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	1.07330	139	0.5068			-0.5068	-0.68	x	x	1.8281	22.14
Mon	12/04/17	246.80390	1.07323	142	0.5177			-0.5177	-0.61	x	x	1.8390	22.07
Tue	12/05/17	246.79887	1.07321	143	0.5213			-0.5213	-0.59	x	x	1.8426	22.05
Wed	12/06/17	246.79384	1.07319	144	0.5249			-0.5249	-0.57	x	x	1.8462	22.03
Thu	12/07/17	246.78881	1.07317	145	0.5286			-0.5286	-0.55	x	x	1.8499	22.01
Fri	12/08/17	246.78377	1.07315	146	0.5322			-0.5322	-0.53	x	x	1.8535	21.99
Mon	12/11/17	246.76868	1.07308	149	0.5431			-0.5431	-0.46	x	x	1.8644	21.92
Tue	12/12/17	246.76365	1.07306	150	0.5467			-0.5467	-0.44	x	x	1.8680	21.90
Wed	12/13/17	246.75861	1.07304	151	0.5504			-0.5504	-0.42	x	x	1.8717	21.88
Thu	12/14/17	246.75358	1.07301	152	0.5540			-0.5540	-0.39	x	x	1.8753	21.85
Fri	12/15/17	246.74855	1.07299	153	0.5576			-0.5576	-0.37	x	x	1.8789	21.83
Mon	12/18/17	246.73345	1.07293	156	0.5685			-0.5685	-0.31	x	x	1.8898	21.77
Tue	12/19/17	246.72842	1.07290	157	0.5722			-0.5722	-0.28	x	x	1.8935	21.74
Wed	12/20/17	246.72339	1.07288	158	0.5758			-0.5758	-0.26	x	x	1.8971	21.72
Thu	12/21/17	246.71835	1.07286	159	0.5794			-0.5794	-0.24	x	x	1.9007	21.70
Fri	12/22/17	246.71332	1.07284	160	0.5831			-0.5831	-0.22	x	x	1.9044	21.68
Mon	12/25/17	246.69823	1.07277	163	0.5940			-0.5940	-0.15	x	x	1.9153	21.61
Tue	12/26/17	246.69319	1.07275	164	0.5976			-0.5976	-0.13	x	x	1.9189	21.59
Wed	12/27/17	246.68816	1.07273	165	0.6012			-0.6012	-0.11	x	x	1.9225	21.57
Thu	12/28/17	246.68313	1.07271	166	0.6049			-0.6049	-0.09	x	x	1.9262	21.55
Fri	12/29/17	246.67810	1.07269	167	0.6085			-0.6085	-0.07	x	x	1.9298	21.53
Mon	01/01/18	246.66300	1.07262

Generated 12/13/17 10:09