0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2023

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

CUSIP Number	912828UH1	Interest 01/15/17 (184 days)	$0.6541
Dated Date	January 15, 2013	Interest 07/15/17 (181 days)	$0.6624
Ref CPI on Dated Date	230.82203	Interest Total	$1.3165
Original Issue Date	January 31, 2013	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	1.04725	170	0.6047	x	x	0.7118	21.38			0.6047	0.00
Mon	01/02/17	241.71687	1.04720	171	0.6083	x	x	0.7082	21.43			0.6083	-0.05
Tue	01/03/17	241.70474	1.04715	172	0.6118	x	x	0.7047	21.48			0.6118	-0.10
Wed	01/04/17	241.69261	1.04710	173	0.6153	x	x	0.7012	21.53			0.6153	-0.15
Thu	01/05/17	241.68048	1.04704	174	0.6188	x	x	0.6977	21.59			0.6188	-0.21
Fri	01/06/17	241.66835	1.04699	175	0.6224	x	x	0.6941	21.64			0.6224	-0.26
Mon	01/09/17	241.63197	1.04683	178	0.6329	x	x	0.6836	21.80			0.6329	-0.42
Tue	01/10/17	241.61984	1.04678	179	0.6365	x	x	0.6800	21.85			0.6365	-0.47
Wed	01/11/17	241.60771	1.04673	180	0.6400	x	x	0.6765	21.90			0.6400	-0.52
Thu	01/12/17	241.59558	1.04667	181	0.6435	x	x	0.6730	21.96			0.6435	-0.58
Fri	01/13/17	241.58345	1.04662	182	0.6470	x	x	0.6695	22.01			0.6470	-0.63
Sun	01/15/17	241.55919	1.04652	0	0.0000		x	0.6624	22.11	x		0.6541	-0.73
Mon	01/16/17	241.54706	1.04646	1	0.0036		x	0.6588	22.17	x		0.6577	-0.79
Tue	01/17/17	241.53494	1.04641	2	0.0072		x	0.6552	22.22	x		0.6613	-0.84
Wed	01/18/17	241.52281	1.04636	3	0.0108		x	0.6516	22.27	x		0.6649	-0.89
Thu	01/19/17	241.51068	1.04631	4	0.0145		x	0.6479	22.32	x		0.6686	-0.94
Fri	01/20/17	241.49855	1.04625	5	0.0181		x	0.6443	22.38	x		0.6722	-1.00
Mon	01/23/17	241.46216	1.04610	8	0.0289		x	0.6335	22.53	x		0.6830	-1.15
Tue	01/24/17	241.45003	1.04604	9	0.0325		x	0.6299	22.59	x		0.6866	-1.21
Wed	01/25/17	241.43790	1.04599	10	0.0361		x	0.6263	22.64	x		0.6902	-1.26
Thu	01/26/17	241.42577	1.04594	11	0.0397		x	0.6227	22.69	x		0.6938	-1.31
Fri	01/27/17	241.41365	1.04589	12	0.0433		x	0.6191	22.74	x		0.6974	-1.36
Mon	01/30/17	241.37726	1.04573	15	0.0542		x	0.6082	22.90	x		0.7083	-1.52
Tue	01/31/17	241.36513	1.04568	16	0.0578		x	0.6046	22.95	x		0.7119	-1.57
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	1.04562	17	0.0614		x	0.6010	23.01	x		0.7155	-1.63
Thu	02/02/17	241.35582	1.04564	18	0.0650		x	0.5974	22.99	x		0.7191	-1.61
Fri	02/03/17	241.35864	1.04565	19	0.0686		x	0.5938	22.98	x		0.7227	-1.60
Mon	02/06/17	241.36711	1.04568	22	0.0794		x	0.5830	22.95	x		0.7335	-1.57
Tue	02/07/17	241.36993	1.04570	23	0.0830		x	0.5794	22.93	x		0.7371	-1.55
Wed	02/08/17	241.37275	1.04571	24	0.0867		x	0.5757	22.92	x		0.7408	-1.54
Thu	02/09/17	241.37557	1.04572	25	0.0903		x	0.5721	22.91	x		0.7444	-1.53
Fri	02/10/17	241.37839	1.04573	26	0.0939		x	0.5685	22.90	x		0.7480	-1.52
Mon	02/13/17	241.38686	1.04577	29	0.1047		x	0.5577	22.86	x		0.7588	-1.48
Tue	02/14/17	241.38968	1.04578	30	0.1083		x	0.5541	22.85	x		0.7624	-1.47
Wed	02/15/17	241.39250	1.04579	31	0.1119		x	0.5505	22.84	x		0.7660	-1.46
Thu	02/16/17	241.39532	1.04581	32	0.1156		x	0.5468	22.82	x		0.7697	-1.44
Fri	02/17/17	241.39814	1.04582	33	0.1192		x	0.5432	22.81	x		0.7733	-1.43
Mon	02/20/17	241.40661	1.04586	36	0.1300		x	0.5324	22.77	x		0.7841	-1.39
Tue	02/21/17	241.40943	1.04587	37	0.1336		x	0.5288	22.76	x		0.7877	-1.38
Wed	02/22/17	241.41225	1.04588	38	0.1372		x	0.5252	22.75	x		0.7913	-1.37
Thu	02/23/17	241.41507	1.04589	39	0.1408		x	0.5216	22.74	x		0.7949	-1.36
Fri	02/24/17	241.41789	1.04590	40	0.1445		x	0.5179	22.73	x		0.7986	-1.35
Mon	02/27/17	241.42636	1.04594	43	0.1553		x	0.5071	22.69	x		0.8094	-1.31
Tue	02/28/17	241.42918	1.04595	44	0.1589		x	0.5035	22.68	x		0.8130	-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	1.04597	45	0.1625		x	0.4999	22.66	x		0.8166	-1.28
Thu	03/02/17	241.47739	1.04616	46	0.1662		x	0.4962	22.47	x		0.8203	-1.09
Fri	03/03/17	241.52277	1.04636	47	0.1698		x	0.4926	22.27	x		0.8239	-0.89
Mon	03/06/17	241.65894	1.04695	50	0.1808		x	0.4816	21.68	x		0.8349	-0.30
Tue	03/07/17	241.70432	1.04715	51	0.1844		x	0.4780	21.48	x		0.8385	-0.10
Wed	03/08/17	241.74971	1.04734	52	0.1881		x	0.4743	21.29	x		0.8422	0.09
Thu	03/09/17	241.79510	1.04754	53	0.1917		x	0.4707	21.09	x		0.8458	0.29
Fri	03/10/17	241.84048	1.04774	54	0.1954		x	0.4670	20.89	x		0.8495	0.49
Mon	03/13/17	241.97665	1.04833	57	0.2063		x	0.4561	20.30	x		0.8604	1.08
Tue	03/14/17	242.02203	1.04852	58	0.2100		x	0.4524	20.11	x		0.8641	1.27
Wed	03/15/17	242.06742	1.04872	59	0.2137		x	0.4487	19.91	x		0.8678	1.47
Thu	03/16/17	242.11281	1.04892	60	0.2173		x	0.4451	19.71	x		0.8714	1.67
Fri	03/17/17	242.15819	1.04911	61	0.2210		x	0.4414	19.52	x		0.8751	1.86
Mon	03/20/17	242.29435	1.04970	64	0.2320		x	0.4304	18.93	x		0.8861	2.45
Tue	03/21/17	242.33974	1.04990	65	0.2356		x	0.4268	18.73	x		0.8897	2.65
Wed	03/22/17	242.38513	1.05010	66	0.2393		x	0.4231	18.53	x		0.8934	2.85
Thu	03/23/17	242.43052	1.05029	67	0.2430		x	0.4194	18.34	x		0.8971	3.04
Fri	03/24/17	242.47590	1.05049	68	0.2467		x	0.4157	18.14	x		0.9008	3.24
Mon	03/27/17	242.61206	1.05108	71	0.2577		x	0.4047	17.55	x		0.9118	3.83
Tue	03/28/17	242.65745	1.05128	72	0.2614		x	0.4010	17.35	x		0.9155	4.03
Wed	03/29/17	242.70284	1.05147	73	0.2650		x	0.3974	17.16	x		0.9191	4.22
Thu	03/30/17	242.74823	1.05167	74	0.2687		x	0.3937	16.96	x		0.9228	4.42
Fri	03/31/17	242.79361	1.05186	75	0.2724		x	0.3900	16.77	x		0.9265	4.61
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	1.05228	78	0.2834		x	0.3790	16.35	x		0.9375	5.03
Tue	04/04/17	242.91540	1.05239	79	0.2871		x	0.3753	16.24	x		0.9412	5.14
Wed	04/05/17	242.94087	1.05250	80	0.2907		x	0.3717	16.13	x		0.9448	5.25
Thu	04/06/17	242.96633	1.05261	81	0.2944		x	0.3680	16.02	x		0.9485	5.36
Fri	04/07/17	242.99180	1.05272	82	0.2981		x	0.3643	15.91	x		0.9522	5.47
Mon	04/10/17	243.06820	1.05305	85	0.3091		x	0.3533	15.58	x		0.9632	5.80
Tue	04/11/17	243.09367	1.05316	86	0.3127		x	0.3497	15.47	x		0.9668	5.91
Wed	04/12/17	243.11913	1.05328	87	0.3164		x	0.3460	15.35	x		0.9705	6.03
Thu	04/13/17	243.14460	1.05339	88	0.3201		x	0.3423	15.24	x		0.9742	6.14
Fri	04/14/17	243.17007	1.05350	89	0.3238		x	0.3386	15.13	x		0.9779	6.25
Mon	04/17/17	243.24647	1.05383	92	0.3348		x	0.3276	14.80	x		0.9889	6.58
Tue	04/18/17	243.27193	1.05394	93	0.3385		x	0.3239	14.69	x		0.9926	6.69
Wed	04/19/17	243.29740	1.05405	94	0.3421		x	0.3203	14.58	x		0.9962	6.80
Thu	04/20/17	243.32287	1.05416	95	0.3458		x	0.3166	14.47	x		0.9999	6.91
Fri	04/21/17	243.34833	1.05427	96	0.3495		x	0.3129	14.36	x		1.0036	7.02
Mon	04/24/17	243.42473	1.05460	99	0.3605		x	0.3019	14.03	x		1.0146	7.35
Tue	04/25/17	243.45020	1.05471	100	0.3642		x	0.2982	13.92	x		1.0183	7.46
Wed	04/26/17	243.47567	1.05482	101	0.3679		x	0.2945	13.81	x		1.0220	7.57
Thu	04/27/17	243.50113	1.05493	102	0.3716		x	0.2908	13.70	x		1.0257	7.68
Fri	04/28/17	243.52660	1.05504	103	0.3752		x	0.2872	13.59	x		1.0293	7.79
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	1.05537	106	0.3863		x	0.2761	13.26	x		1.0404	8.12
Tue	05/02/17	243.60939	1.05540	107	0.3899		x	0.2725	13.23	x		1.0440	8.15
Wed	05/03/17	243.61577	1.05543	108	0.3936		x	0.2688	13.20	x		1.0477	8.18
Thu	05/04/17	243.62216	1.05545	109	0.3973		x	0.2651	13.18	x		1.0514	8.20
Fri	05/05/17	243.62855	1.05548	110	0.4009		x	0.2615	13.15	x		1.0550	8.23
Mon	05/08/17	243.64771	1.05557	113	0.4119		x	0.2505	13.06	x		1.0660	8.32
Tue	05/09/17	243.65410	1.05559	114	0.4155		x	0.2469	13.04	x		1.0696	8.34
Wed	05/10/17	243.66048	1.05562	115	0.4192		x	0.2432	13.01	x		1.0733	8.37
Thu	05/11/17	243.66687	1.05565	116	0.4228		x	0.2396	12.98	x		1.0769	8.40
Fri	05/12/17	243.67326	1.05568	117	0.4265		x	0.2359	12.95	x		1.0806	8.43
Mon	05/15/17	243.69242	1.05576	120	0.4375		x	0.2249	12.87	x		1.0916	8.51
Tue	05/16/17	243.69881	1.05579	121	0.4411		x	0.2213	12.84	x		1.0952	8.54
Wed	05/17/17	243.70519	1.05581	122	0.4448		x	0.2176	12.82	x		1.0989	8.56
Thu	05/18/17	243.71158	1.05584	123	0.4484		x	0.2140	12.79	x		1.1025	8.59
Fri	05/19/17	243.71797	1.05587	124	0.4521		x	0.2103	12.76	x		1.1062	8.62
Mon	05/22/17	243.73713	1.05595	127	0.4631		x	0.1993	12.68	x		1.1172	8.70
Tue	05/23/17	243.74352	1.05598	128	0.4667		x	0.1957	12.65	x		1.1208	8.73
Wed	05/24/17	243.74990	1.05601	129	0.4704		x	0.1920	12.62	x		1.1245	8.76
Thu	05/25/17	243.75629	1.05604	130	0.4741		x	0.1883	12.59	x		1.1282	8.79
Fri	05/26/17	243.76268	1.05606	131	0.4777		x	0.1847	12.57	x		1.1318	8.81
Mon	05/29/17	243.78184	1.05615	134	0.4887		x	0.1737	12.48	x		1.1428	8.90
Tue	05/30/17	243.78823	1.05617	135	0.4923		x	0.1701	12.46	x		1.1464	8.92
Wed	05/31/17	243.79461	1.05620	136	0.4960		x	0.1664	12.43	x		1.1501	8.95
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	06/01/17	243.80100	1.05623	137	0.4997		x	0.1627	12.40	x		1.1538	8.98
Fri	06/02/17	243.82510	1.05633	138	0.5034		x	0.1590	12.30	x		1.1575	9.08
Mon	06/05/17	243.89740	1.05665	141	0.5145		x	0.1479	11.98	x		1.1686	9.40
Tue	06/06/17	243.92150	1.05675	142	0.5182		x	0.1442	11.88	x		1.1723	9.50
Wed	06/07/17	243.94560	1.05686	143	0.5219		x	0.1405	11.77	x		1.1760	9.61
Thu	06/08/17	243.96970	1.05696	144	0.5256		x	0.1368	11.67	x		1.1797	9.71
Fri	06/09/17	243.99380	1.05706	145	0.5293		x	0.1331	11.57	x		1.1834	9.81
Mon	06/12/17	244.06610	1.05738	148	0.5404		x	0.1220	11.25	x		1.1945	10.13
Tue	06/13/17	244.09020	1.05748	149	0.5441		x	0.1183	11.15	x		1.1982	10.23
Wed	06/14/17	244.11430	1.05759	150	0.5478		x	0.1146	11.04	x		1.2019	10.34
Thu	06/15/17	244.13840	1.05769	151	0.5515		x	0.1109	10.94	x		1.2056	10.44
Fri	06/16/17	244.16250	1.05780	152	0.5552		x	0.1072	10.83	x		1.2093	10.55
Mon	06/19/17	244.23480	1.05811	155	0.5663		x	0.0961	10.52	x		1.2204	10.86
Tue	06/20/17	244.25890	1.05821	156	0.5700		x	0.0924	10.42	x		1.2241	10.96
Wed	06/21/17	244.28300	1.05832	157	0.5737		x	0.0887	10.31	x		1.2278	11.07
Thu	06/22/17	244.30710	1.05842	158	0.5775		x	0.0849	10.21	x		1.2316	11.17
Fri	06/23/17	244.33120	1.05853	159	0.5812		x	0.0812	10.10	x		1.2353	11.28
Mon	06/26/17	244.40350	1.05884	162	0.5923		x	0.0701	9.79	x		1.2464	11.59
Tue	06/27/17	244.42760	1.05894	163	0.5960		x	0.0664	9.69	x		1.2501	11.69
Wed	06/28/17	244.45170	1.05905	164	0.5997		x	0.0627	9.58	x		1.2538	11.80
Thu	06/29/17	244.47580	1.05915	165	0.6035		x	0.0589	9.48	x		1.2576	11.90
Fri	06/30/17	244.49990	1.05926	166	0.6072		x	0.0552	9.37	x		1.2613	12.01
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	1.05942	169	0.6182		x	0.0442	9.21	x		1.2723	12.17
Tue	07/04/17	244.54423	1.05945	170	0.6219		x	0.0405	9.18	x		1.2760	12.20
Wed	07/05/17	244.55097	1.05948	171	0.6256		x	0.0368	9.15	x		1.2797	12.23
Thu	07/06/17	244.55771	1.05951	172	0.6293		x	0.0331	9.12	x		1.2834	12.26
Fri	07/07/17	244.56445	1.05954	173	0.6329		x	0.0295	9.09	x		1.2870	12.29
Mon	07/10/17	244.58468	1.05962	176	0.6440		x	0.0184	9.01	x		1.2981	12.37
Tue	07/11/17	244.59142	1.05965	177	0.6476		x	0.0148	8.98	x		1.3017	12.40
Wed	07/12/17	244.59816	1.05968	178	0.6513		x	0.0111	8.95	x		1.3054	12.43
Thu	07/13/17	244.60490	1.05971	179	0.6550		x	0.0074	8.92	x		1.3091	12.46
Fri	07/14/17	244.61165	1.05974	180	0.6587		x	0.0037	8.89	x		1.3128	12.49
Sat	07/15/17	244.61839	1.05977	0	0.0000			0.0000	8.86	x	x	1.3165	12.52
Mon	07/17/17	244.63187	1.05983	2	0.0072			-0.0072	8.80	x	x	1.3237	12.58
Tue	07/18/17	244.63861	1.05986	3	0.0108			-0.0108	8.77	x	x	1.3273	12.61
Wed	07/19/17	244.64535	1.05989	4	0.0144			-0.0144	8.74	x	x	1.3309	12.64
Thu	07/20/17	244.65210	1.05992	5	0.0180			-0.0180	8.71	x	x	1.3345	12.67
Fri	07/21/17	244.65884	1.05995	6	0.0216			-0.0216	8.68	x	x	1.3381	12.70
Mon	07/24/17	244.67906	1.06003	9	0.0324			-0.0324	8.60	x	x	1.3489	12.78
Tue	07/25/17	244.68581	1.06006	10	0.0360			-0.0360	8.57	x	x	1.3525	12.81
Wed	07/26/17	244.69255	1.06009	11	0.0396			-0.0396	8.54	x	x	1.3561	12.84
Thu	07/27/17	244.69929	1.06012	12	0.0432			-0.0432	8.51	x	x	1.3597	12.87
Fri	07/28/17	244.70603	1.06015	13	0.0468			-0.0468	8.48	x	x	1.3633	12.90
Mon	07/31/17	244.72626	1.06024	16	0.0576			-0.0576	8.39	x	x	1.3741	12.99
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	08/01/17	244.73300	1.06027	17	0.0612			-0.0612	8.36	x	x	1.3777	13.02
Wed	08/02/17	244.74016	1.06030	18	0.0648			-0.0648	8.33	x	x	1.3813	13.05
Thu	08/03/17	244.74732	1.06033	19	0.0684			-0.0684	8.30	x	x	1.3849	13.08
Fri	08/04/17	244.75448	1.06036	20	0.0720			-0.0720	8.27	x	x	1.3885	13.11
Mon	08/07/17	244.77597	1.06045	23	0.0828			-0.0828	8.18	x	x	1.3993	13.20
Tue	08/08/17	244.78313	1.06048	24	0.0865			-0.0865	8.15	x	x	1.4030	13.23
Wed	08/09/17	244.79029	1.06052	25	0.0901			-0.0901	8.11	x	x	1.4066	13.27
Thu	08/10/17	244.79745	1.06055	26	0.0937			-0.0937	8.08	x	x	1.4102	13.30
Fri	08/11/17	244.80461	1.06058	27	0.0973			-0.0973	8.05	x	x	1.4138	13.33
Mon	08/14/17	244.82610	1.06067	30	0.1081			-0.1081	7.96	x	x	1.4246	13.42
Tue	08/15/17	244.83326	1.06070	31	0.1117			-0.1117	7.93	x	x	1.4282	13.45
Wed	08/16/17	244.84042	1.06073	32	0.1153			-0.1153	7.90	x	x	1.4318	13.48
Thu	08/17/17	244.84758	1.06076	33	0.1189			-0.1189	7.87	x	x	1.4354	13.51
Fri	08/18/17	244.85474	1.06079	34	0.1225			-0.1225	7.84	x	x	1.4390	13.54
Mon	08/21/17	244.87623	1.06089	37	0.1333			-0.1333	7.74	x	x	1.4498	13.64
Tue	08/22/17	244.88339	1.06092	38	0.1369			-0.1369	7.71	x	x	1.4534	13.67
Wed	08/23/17	244.89055	1.06095	39	0.1405			-0.1405	7.68	x	x	1.4570	13.70
Thu	08/24/17	244.89771	1.06098	40	0.1442			-0.1442	7.65	x	x	1.4607	13.73
Fri	08/25/17	244.90487	1.06101	41	0.1478			-0.1478	7.62	x	x	1.4643	13.76
Mon	08/28/17	244.92635	1.06110	44	0.1586			-0.1586	7.53	x	x	1.4751	13.85
Tue	08/29/17	244.93352	1.06114	45	0.1622			-0.1622	7.49	x	x	1.4787	13.89
Wed	08/30/17	244.94068	1.06117	46	0.1658			-0.1658	7.46	x	x	1.4823	13.92
Thu	08/31/17	244.94784	1.06120	47	0.1694			-0.1694	7.43	x	x	1.4859	13.95
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	09/01/17	244.95500	1.06123	48	0.1730			-0.1730	7.40	x	x	1.4895	13.98
Mon	09/04/17	244.93810	1.06116	51	0.1838			-0.1838	7.47	x	x	1.5003	13.91
Tue	09/05/17	244.93247	1.06113	52	0.1874			-0.1874	7.50	x	x	1.5039	13.88
Wed	09/06/17	244.92683	1.06111	53	0.1910			-0.1910	7.52	x	x	1.5075	13.86
Thu	09/07/17	244.92120	1.06108	54	0.1946			-0.1946	7.55	x	x	1.5111	13.83
Fri	09/08/17	244.91557	1.06106	55	0.1982			-0.1982	7.57	x	x	1.5147	13.81
Mon	09/11/17	244.89867	1.06098	58	0.2090			-0.2090	7.65	x	x	1.5255	13.73
Tue	09/12/17	244.89303	1.06096	59	0.2126			-0.2126	7.67	x	x	1.5291	13.71
Wed	09/13/17	244.88740	1.06094	60	0.2162			-0.2162	7.69	x	x	1.5327	13.69
Thu	09/14/17	244.88177	1.06091	61	0.2198			-0.2198	7.72	x	x	1.5363	13.66
Fri	09/15/17	244.87613	1.06089	62	0.2234			-0.2234	7.74	x	x	1.5399	13.64
Mon	09/18/17	244.85923	1.06081	65	0.2342			-0.2342	7.82	x	x	1.5507	13.56
Tue	09/19/17	244.85360	1.06079	66	0.2378			-0.2378	7.84	x	x	1.5543	13.54
Wed	09/20/17	244.84797	1.06077	67	0.2414			-0.2414	7.86	x	x	1.5579	13.52
Thu	09/21/17	244.84233	1.06074	68	0.2450			-0.2450	7.89	x	x	1.5615	13.49
Fri	09/22/17	244.83670	1.06072	69	0.2486			-0.2486	7.91	x	x	1.5651	13.47
Mon	09/25/17	244.81980	1.06064	72	0.2594			-0.2594	7.99	x	x	1.5759	13.39
Tue	09/26/17	244.81417	1.06062	73	0.2630			-0.2630	8.01	x	x	1.5795	13.37
Wed	09/27/17	244.80853	1.06059	74	0.2666			-0.2666	8.04	x	x	1.5831	13.34
Thu	09/28/17	244.80290	1.06057	75	0.2702			-0.2702	8.06	x	x	1.5867	13.32
Fri	09/29/17	244.79727	1.06055	76	0.2738			-0.2738	8.08	x	x	1.5903	13.30
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/02/17	244.80965	1.06060	79	0.2846			-0.2846	8.03	x	x	1.6011	13.35
Tue	10/03/17	244.83329	1.06070	80	0.2882			-0.2882	7.93	x	x	1.6047	13.45
Wed	10/04/17	244.85694	1.06080	81	0.2919			-0.2919	7.83	x	x	1.6084	13.55
Thu	10/05/17	244.88058	1.06091	82	0.2955			-0.2955	7.72	x	x	1.6120	13.66
Fri	10/06/17	244.90423	1.06101	83	0.2991			-0.2991	7.62	x	x	1.6156	13.76
Mon	10/09/17	244.97516	1.06132	86	0.3100			-0.3100	7.31	x	x	1.6265	14.07
Tue	10/10/17	244.99881	1.06142	87	0.3137			-0.3137	7.21	x	x	1.6302	14.17
Wed	10/11/17	245.02245	1.06152	88	0.3173			-0.3173	7.11	x	x	1.6338	14.27
Thu	10/12/17	245.04610	1.06162	89	0.3209			-0.3209	7.01	x	x	1.6374	14.37
Fri	10/13/17	245.06974	1.06173	90	0.3246			-0.3246	6.90	x	x	1.6411	14.48
Mon	10/16/17	245.14068	1.06203	93	0.3355			-0.3355	6.60	x	x	1.6520	14.78
Tue	10/17/17	245.16432	1.06214	94	0.3391			-0.3391	6.49	x	x	1.6556	14.89
Wed	10/18/17	245.18797	1.06224	95	0.3428			-0.3428	6.39	x	x	1.6593	14.99
Thu	10/19/17	245.21161	1.06234	96	0.3464			-0.3464	6.29	x	x	1.6629	15.09
Fri	10/20/17	245.23526	1.06244	97	0.3501			-0.3501	6.19	x	x	1.6666	15.19
Mon	10/23/17	245.30619	1.06275	100	0.3610			-0.3610	5.88	x	x	1.6775	15.50
Tue	10/24/17	245.32984	1.06285	101	0.3646			-0.3646	5.78	x	x	1.6811	15.60
Wed	10/25/17	245.35348	1.06296	102	0.3683			-0.3683	5.67	x	x	1.6848	15.71
Thu	10/26/17	245.37713	1.06306	103	0.3719			-0.3719	5.57	x	x	1.6884	15.81
Fri	10/27/17	245.40077	1.06316	104	0.3756			-0.3756	5.47	x	x	1.6921	15.91
Mon	10/30/17	245.47171	1.06347	107	0.3865			-0.3865	5.16	x	x	1.7030	16.22
Tue	10/31/17	245.49535	1.06357	108	0.3902			-0.3902	5.06	x	x	1.7067	16.32
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	1.06367	109	0.3938			-0.3938	4.96	x	x	1.7103	16.42
Thu	11/02/17	245.56233	1.06386	110	0.3975			-0.3975	4.77	x	x	1.7140	16.61
Fri	11/03/17	245.60567	1.06405	111	0.4012			-0.4012	4.58	x	x	1.7177	16.80
Mon	11/06/17	245.73567	1.06461	114	0.4122			-0.4122	4.02	x	x	1.7287	17.36
Tue	11/07/17	245.77900	1.06480	115	0.4159			-0.4159	3.83	x	x	1.7324	17.55
Wed	11/08/17	245.82233	1.06499	116	0.4196			-0.4196	3.64	x	x	1.7361	17.74
Thu	11/09/17	245.86567	1.06517	117	0.4233			-0.4233	3.46	x	x	1.7398	17.92
Fri	11/10/17	245.90900	1.06536	118	0.4270			-0.4270	3.27	x	x	1.7435	18.11
Mon	11/13/17	246.03900	1.06593	121	0.4381			-0.4381	2.70	x	x	1.7546	18.68
Tue	11/14/17	246.08233	1.06611	122	0.4418			-0.4418	2.52	x	x	1.7583	18.86
Wed	11/15/17	246.12567	1.06630	123	0.4455			-0.4455	2.33	x	x	1.7620	19.05
Thu	11/16/17	246.16900	1.06649	124	0.4492			-0.4492	2.14	x	x	1.7657	19.24
Fri	11/17/17	246.21233	1.06668	125	0.4529			-0.4529	1.95	x	x	1.7694	19.43
Mon	11/20/17	246.34233	1.06724	128	0.4640			-0.4640	1.39	x	x	1.7805	19.99
Tue	11/21/17	246.38567	1.06743	129	0.4677			-0.4677	1.20	x	x	1.7842	20.18
Wed	11/22/17	246.42900	1.06761	130	0.4714			-0.4714	1.02	x	x	1.7879	20.36
Thu	11/23/17	246.47233	1.06780	131	0.4751			-0.4751	0.83	x	x	1.7916	20.55
Fri	11/24/17	246.51567	1.06799	132	0.4789			-0.4789	0.64	x	x	1.7954	20.74
Mon	11/27/17	246.64567	1.06855	135	0.4900			-0.4900	0.08	x	x	1.8065	21.30
Tue	11/28/17	246.68900	1.06874	136	0.4937			-0.4937	-0.11	x	x	1.8102	21.49
Wed	11/29/17	246.73233	1.06893	137	0.4974			-0.4974	-0.30	x	x	1.8139	21.68
Thu	11/30/17	246.77567	1.06912	138	0.5012			-0.5012	-0.49	x	x	1.8177	21.87
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	12/01/17	246.81900	1.06930	139	0.5049			-0.5049	-0.67	x	x	1.8214	22.05
Mon	12/04/17	246.80390	1.06924	142	0.5157			-0.5157	-0.61	x	x	1.8322	21.99
Tue	12/05/17	246.79887	1.06922	143	0.5194			-0.5194	-0.59	x	x	1.8359	21.97
Wed	12/06/17	246.79384	1.06920	144	0.5230			-0.5230	-0.57	x	x	1.8395	21.95
Thu	12/07/17	246.78881	1.06917	145	0.5266			-0.5266	-0.54	x	x	1.8431	21.92
Fri	12/08/17	246.78377	1.06915	146	0.5302			-0.5302	-0.52	x	x	1.8467	21.90
Mon	12/11/17	246.76868	1.06909	149	0.5411			-0.5411	-0.46	x	x	1.8576	21.84
Tue	12/12/17	246.76365	1.06906	150	0.5447			-0.5447	-0.43	x	x	1.8612	21.81
Wed	12/13/17	246.75861	1.06904	151	0.5483			-0.5483	-0.41	x	x	1.8648	21.79
Thu	12/14/17	246.75358	1.06902	152	0.5519			-0.5519	-0.39	x	x	1.8684	21.77
Fri	12/15/17	246.74855	1.06900	153	0.5556			-0.5556	-0.37	x	x	1.8721	21.75
Mon	12/18/17	246.73345	1.06893	156	0.5664			-0.5664	-0.30	x	x	1.8829	21.68
Tue	12/19/17	246.72842	1.06891	157	0.5700			-0.5700	-0.28	x	x	1.8865	21.66
Wed	12/20/17	246.72339	1.06889	158	0.5737			-0.5737	-0.26	x	x	1.8902	21.64
Thu	12/21/17	246.71835	1.06887	159	0.5773			-0.5773	-0.24	x	x	1.8938	21.62
Fri	12/22/17	246.71332	1.06885	160	0.5809			-0.5809	-0.22	x	x	1.8974	21.60
Mon	12/25/17	246.69823	1.06878	163	0.5917			-0.5917	-0.15	x	x	1.9082	21.53
Tue	12/26/17	246.69319	1.06876	164	0.5954			-0.5954	-0.13	x	x	1.9119	21.51
Wed	12/27/17	246.68816	1.06874	165	0.5990			-0.5990	-0.11	x	x	1.9155	21.49
Thu	12/28/17	246.68313	1.06872	166	0.6026			-0.6026	-0.09	x	x	1.9191	21.47
Fri	12/29/17	246.67810	1.06869	167	0.6062			-0.6062	-0.06	x	x	1.9227	21.44
Mon	01/01/18	246.66300	1.06863

Generated 12/13/17 10:09