0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2023

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

CUSIP Number	912828VM9	Interest 01/15/17 (184 days)	$1.9462
Dated Date	July 15, 2013	Interest 07/15/17 (181 days)	$1.9709
Ref CPI on Dated Date	232.71797	Interest Total	$3.9171
Original Issue Date	July 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	1.03872	170	1.7994	x	x	2.1177	21.20			1.7994	0.00
Mon	01/02/17	241.71687	1.03867	171	1.8099	x	x	2.1072	21.25			1.8099	-0.05
Tue	01/03/17	241.70474	1.03862	172	1.8204	x	x	2.0967	21.30			1.8204	-0.10
Wed	01/04/17	241.69261	1.03856	173	1.8309	x	x	2.0862	21.36			1.8309	-0.16
Thu	01/05/17	241.68048	1.03851	174	1.8414	x	x	2.0757	21.41			1.8414	-0.21
Fri	01/06/17	241.66835	1.03846	175	1.8519	x	x	2.0652	21.46			1.8519	-0.26
Mon	01/09/17	241.63197	1.03830	178	1.8833	x	x	2.0338	21.62			1.8833	-0.42
Tue	01/10/17	241.61984	1.03825	179	1.8938	x	x	2.0233	21.67			1.8938	-0.47
Wed	01/11/17	241.60771	1.03820	180	1.9043	x	x	2.0128	21.72			1.9043	-0.52
Thu	01/12/17	241.59558	1.03815	181	1.9148	x	x	2.0023	21.77			1.9148	-0.57
Fri	01/13/17	241.58345	1.03810	182	1.9253	x	x	1.9918	21.82			1.9253	-0.62
Sun	01/15/17	241.55919	1.03799	0	0.0000		x	1.9709	21.93	x		1.9462	-0.73
Mon	01/16/17	241.54706	1.03794	1	0.0108		x	1.9601	21.98	x		1.9570	-0.78
Tue	01/17/17	241.53494	1.03789	2	0.0215		x	1.9494	22.03	x		1.9677	-0.83
Wed	01/18/17	241.52281	1.03783	3	0.0323		x	1.9386	22.09	x		1.9785	-0.89
Thu	01/19/17	241.51068	1.03778	4	0.0430		x	1.9279	22.14	x		1.9892	-0.94
Fri	01/20/17	241.49855	1.03773	5	0.0537		x	1.9172	22.19	x		1.9999	-0.99
Mon	01/23/17	241.46216	1.03757	8	0.0860		x	1.8849	22.35	x		2.0322	-1.15
Tue	01/24/17	241.45003	1.03752	9	0.0967		x	1.8742	22.40	x		2.0429	-1.20
Wed	01/25/17	241.43790	1.03747	10	0.1075		x	1.8634	22.45	x		2.0537	-1.25
Thu	01/26/17	241.42577	1.03742	11	0.1182		x	1.8527	22.50	x		2.0644	-1.30
Fri	01/27/17	241.41365	1.03737	12	0.1290		x	1.8419	22.55	x		2.0752	-1.35
Mon	01/30/17	241.37726	1.03721	15	0.1612		x	1.8097	22.71	x		2.1074	-1.51
Tue	01/31/17	241.36513	1.03716	16	0.1719		x	1.7990	22.76	x		2.1181	-1.56
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	1.03711	17	0.1826		x	1.7883	22.81	x		2.1288	-1.61
Thu	02/02/17	241.35582	1.03712	18	0.1934		x	1.7775	22.80	x		2.1396	-1.60
Fri	02/03/17	241.35864	1.03713	19	0.2041		x	1.7668	22.79	x		2.1503	-1.59
Mon	02/06/17	241.36711	1.03717	22	0.2364		x	1.7345	22.75	x		2.1826	-1.55
Tue	02/07/17	241.36993	1.03718	23	0.2471		x	1.7238	22.74	x		2.1933	-1.54
Wed	02/08/17	241.37275	1.03719	24	0.2579		x	1.7130	22.73	x		2.2041	-1.53
Thu	02/09/17	241.37557	1.03720	25	0.2686		x	1.7023	22.72	x		2.2148	-1.52
Fri	02/10/17	241.37839	1.03721	26	0.2794		x	1.6915	22.71	x		2.2256	-1.51
Mon	02/13/17	241.38686	1.03725	29	0.3116		x	1.6593	22.67	x		2.2578	-1.47
Tue	02/14/17	241.38968	1.03726	30	0.3224		x	1.6485	22.66	x		2.2686	-1.46
Wed	02/15/17	241.39250	1.03727	31	0.3331		x	1.6378	22.65	x		2.2793	-1.45
Thu	02/16/17	241.39532	1.03729	32	0.3439		x	1.6270	22.63	x		2.2901	-1.43
Fri	02/17/17	241.39814	1.03730	33	0.3546		x	1.6163	22.62	x		2.3008	-1.42
Mon	02/20/17	241.40661	1.03734	36	0.3869		x	1.5840	22.58	x		2.3331	-1.38
Tue	02/21/17	241.40943	1.03735	37	0.3976		x	1.5733	22.57	x		2.3438	-1.37
Wed	02/22/17	241.41225	1.03736	38	0.4084		x	1.5625	22.56	x		2.3546	-1.36
Thu	02/23/17	241.41507	1.03737	39	0.4191		x	1.5518	22.55	x		2.3653	-1.35
Fri	02/24/17	241.41789	1.03738	40	0.4299		x	1.5410	22.54	x		2.3761	-1.34
Mon	02/27/17	241.42636	1.03742	43	0.4621		x	1.5088	22.50	x		2.4083	-1.30
Tue	02/28/17	241.42918	1.03743	44	0.4729		x	1.4980	22.49	x		2.4191	-1.29
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	1.03744	45	0.4836		x	1.4873	22.48	x		2.4298	-1.28
Thu	03/02/17	241.47739	1.03764	46	0.4945		x	1.4764	22.28	x		2.4407	-1.08
Fri	03/03/17	241.52277	1.03783	47	0.5053		x	1.4656	22.09	x		2.4515	-0.89
Mon	03/06/17	241.65894	1.03842	50	0.5379		x	1.4330	21.50	x		2.4841	-0.30
Tue	03/07/17	241.70432	1.03861	51	0.5487		x	1.4222	21.31	x		2.4949	-0.11
Wed	03/08/17	241.74971	1.03881	52	0.5596		x	1.4113	21.11	x		2.5058	0.09
Thu	03/09/17	241.79510	1.03900	53	0.5704		x	1.4005	20.92	x		2.5166	0.28
Fri	03/10/17	241.84048	1.03920	54	0.5813		x	1.3896	20.72	x		2.5275	0.48
Mon	03/13/17	241.97665	1.03978	57	0.6140		x	1.3569	20.14	x		2.5602	1.06
Tue	03/14/17	242.02203	1.03998	58	0.6248		x	1.3461	19.94	x		2.5710	1.26
Wed	03/15/17	242.06742	1.04018	59	0.6357		x	1.3352	19.74	x		2.5819	1.46
Thu	03/16/17	242.11281	1.04037	60	0.6466		x	1.3243	19.55	x		2.5928	1.65
Fri	03/17/17	242.15819	1.04057	61	0.6575		x	1.3134	19.35	x		2.6037	1.85
Mon	03/20/17	242.29435	1.04115	64	0.6903		x	1.2806	18.77	x		2.6365	2.43
Tue	03/21/17	242.33974	1.04135	65	0.7012		x	1.2697	18.57	x		2.6474	2.63
Wed	03/22/17	242.38513	1.04154	66	0.7121		x	1.2588	18.38	x		2.6583	2.82
Thu	03/23/17	242.43052	1.04174	67	0.7230		x	1.2479	18.18	x		2.6692	3.02
Fri	03/24/17	242.47590	1.04193	68	0.7340		x	1.2369	17.99	x		2.6802	3.21
Mon	03/27/17	242.61206	1.04252	71	0.7668		x	1.2041	17.40	x		2.7130	3.80
Tue	03/28/17	242.65745	1.04271	72	0.7777		x	1.1932	17.21	x		2.7239	3.99
Wed	03/29/17	242.70284	1.04291	73	0.7887		x	1.1822	17.01	x		2.7349	4.19
Thu	03/30/17	242.74823	1.04310	74	0.7996		x	1.1713	16.82	x		2.7458	4.38
Fri	03/31/17	242.79361	1.04330	75	0.8106		x	1.1603	16.62	x		2.7568	4.58
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	04/03/17	242.88993	1.04371	78	0.8433		x	1.1276	16.21	x		2.7895	4.99
Tue	04/04/17	242.91540	1.04382	79	0.8542		x	1.1167	16.10	x		2.8004	5.10
Wed	04/05/17	242.94087	1.04393	80	0.8651		x	1.1058	15.99	x		2.8113	5.21
Thu	04/06/17	242.96633	1.04404	81	0.8760		x	1.0949	15.88	x		2.8222	5.32
Fri	04/07/17	242.99180	1.04415	82	0.8870		x	1.0839	15.77	x		2.8332	5.43
Mon	04/10/17	243.06820	1.04448	85	0.9197		x	1.0512	15.44	x		2.8659	5.76
Tue	04/11/17	243.09367	1.04458	86	0.9306		x	1.0403	15.34	x		2.8768	5.86
Wed	04/12/17	243.11913	1.04469	87	0.9415		x	1.0294	15.23	x		2.8877	5.97
Thu	04/13/17	243.14460	1.04480	88	0.9524		x	1.0185	15.12	x		2.8986	6.08
Fri	04/14/17	243.17007	1.04491	89	0.9634		x	1.0075	15.01	x		2.9096	6.19
Mon	04/17/17	243.24647	1.04524	92	0.9962		x	0.9747	14.68	x		2.9424	6.52
Tue	04/18/17	243.27193	1.04535	93	1.0071		x	0.9638	14.57	x		2.9533	6.63
Wed	04/19/17	243.29740	1.04546	94	1.0180		x	0.9529	14.46	x		2.9642	6.74
Thu	04/20/17	243.32287	1.04557	95	1.0290		x	0.9419	14.35	x		2.9752	6.85
Fri	04/21/17	243.34833	1.04568	96	1.0399		x	0.9310	14.24	x		2.9861	6.96
Mon	04/24/17	243.42473	1.04601	99	1.0727		x	0.8982	13.91	x		3.0189	7.29
Tue	04/25/17	243.45020	1.04612	100	1.0837		x	0.8872	13.80	x		3.0299	7.40
Wed	04/26/17	243.47567	1.04623	101	1.0946		x	0.8763	13.69	x		3.0408	7.51
Thu	04/27/17	243.50113	1.04634	102	1.1056		x	0.8653	13.58	x		3.0518	7.62
Fri	04/28/17	243.52660	1.04645	103	1.1166		x	0.8543	13.47	x		3.0628	7.73
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	1.04677	106	1.1494		x	0.8215	13.15	x		3.0956	8.05
Tue	05/02/17	243.60939	1.04680	107	1.1603		x	0.8106	13.12	x		3.1065	8.08
Wed	05/03/17	243.61577	1.04683	108	1.1712		x	0.7997	13.09	x		3.1174	8.11
Thu	05/04/17	243.62216	1.04686	109	1.1821		x	0.7888	13.06	x		3.1283	8.14
Fri	05/05/17	243.62855	1.04688	110	1.1929		x	0.7780	13.04	x		3.1391	8.16
Mon	05/08/17	243.64771	1.04697	113	1.2256		x	0.7453	12.95	x		3.1718	8.25
Tue	05/09/17	243.65410	1.04699	114	1.2364		x	0.7345	12.93	x		3.1826	8.27
Wed	05/10/17	243.66048	1.04702	115	1.2473		x	0.7236	12.90	x		3.1935	8.30
Thu	05/11/17	243.66687	1.04705	116	1.2582		x	0.7127	12.87	x		3.2044	8.33
Fri	05/12/17	243.67326	1.04708	117	1.2691		x	0.7018	12.84	x		3.2153	8.36
Mon	05/15/17	243.69242	1.04716	120	1.3017		x	0.6692	12.76	x		3.2479	8.44
Tue	05/16/17	243.69881	1.04719	121	1.3126		x	0.6583	12.73	x		3.2588	8.47
Wed	05/17/17	243.70519	1.04721	122	1.3235		x	0.6474	12.71	x		3.2697	8.49
Thu	05/18/17	243.71158	1.04724	123	1.3344		x	0.6365	12.68	x		3.2806	8.52
Fri	05/19/17	243.71797	1.04727	124	1.3453		x	0.6256	12.65	x		3.2915	8.55
Mon	05/22/17	243.73713	1.04735	127	1.3779		x	0.5930	12.57	x		3.3241	8.63
Tue	05/23/17	243.74352	1.04738	128	1.3888		x	0.5821	12.54	x		3.3350	8.66
Wed	05/24/17	243.74990	1.04740	129	1.3997		x	0.5712	12.52	x		3.3459	8.68
Thu	05/25/17	243.75629	1.04743	130	1.4106		x	0.5603	12.49	x		3.3568	8.71
Fri	05/26/17	243.76268	1.04746	131	1.4214		x	0.5495	12.46	x		3.3676	8.74
Mon	05/29/17	243.78184	1.04754	134	1.4541		x	0.5168	12.38	x		3.4003	8.82
Tue	05/30/17	243.78823	1.04757	135	1.4650		x	0.5059	12.35	x		3.4112	8.85
Wed	05/31/17	243.79461	1.04760	136	1.4759		x	0.4950	12.32	x		3.4221	8.88
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	1.04762	137	1.4868		x	0.4841	12.30	x		3.4330	8.90
Fri	06/02/17	243.82510	1.04773	138	1.4978		x	0.4731	12.19	x		3.4440	9.01
Mon	06/05/17	243.89740	1.04804	141	1.5308		x	0.4401	11.88	x		3.4770	9.32
Tue	06/06/17	243.92150	1.04814	142	1.5418		x	0.4291	11.78	x		3.4880	9.42
Wed	06/07/17	243.94560	1.04825	143	1.5528		x	0.4181	11.67	x		3.4990	9.53
Thu	06/08/17	243.96970	1.04835	144	1.5638		x	0.4071	11.57	x		3.5100	9.63
Fri	06/09/17	243.99380	1.04845	145	1.5748		x	0.3961	11.47	x		3.5210	9.73
Mon	06/12/17	244.06610	1.04876	148	1.6079		x	0.3630	11.16	x		3.5541	10.04
Tue	06/13/17	244.09020	1.04887	149	1.6189		x	0.3520	11.05	x		3.5651	10.15
Wed	06/14/17	244.11430	1.04897	150	1.6300		x	0.3409	10.95	x		3.5762	10.25
Thu	06/15/17	244.13840	1.04907	151	1.6410		x	0.3299	10.85	x		3.5872	10.35
Fri	06/16/17	244.16250	1.04918	152	1.6520		x	0.3189	10.74	x		3.5982	10.46
Mon	06/19/17	244.23480	1.04949	155	1.6851		x	0.2858	10.43	x		3.6313	10.77
Tue	06/20/17	244.25890	1.04959	156	1.6962		x	0.2747	10.33	x		3.6424	10.87
Wed	06/21/17	244.28300	1.04970	157	1.7072		x	0.2637	10.22	x		3.6534	10.98
Thu	06/22/17	244.30710	1.04980	158	1.7183		x	0.2526	10.12	x		3.6645	11.08
Fri	06/23/17	244.33120	1.04990	159	1.7293		x	0.2416	10.02	x		3.6755	11.18
Mon	06/26/17	244.40350	1.05021	162	1.7624		x	0.2085	9.71	x		3.7086	11.49
Tue	06/27/17	244.42760	1.05032	163	1.7735		x	0.1974	9.60	x		3.7197	11.60
Wed	06/28/17	244.45170	1.05042	164	1.7846		x	0.1863	9.50	x		3.7308	11.70
Thu	06/29/17	244.47580	1.05052	165	1.7956		x	0.1753	9.40	x		3.7418	11.80
Fri	06/30/17	244.49990	1.05063	166	1.8067		x	0.1642	9.29	x		3.7529	11.91
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	1.05079	169	1.8396		x	0.1313	9.13	x		3.7858	12.07
Tue	07/04/17	244.54423	1.05082	170	1.8505		x	0.1204	9.10	x		3.7967	12.10
Wed	07/05/17	244.55097	1.05085	171	1.8615		x	0.1094	9.07	x		3.8077	12.13
Thu	07/06/17	244.55771	1.05088	172	1.8724		x	0.0985	9.04	x		3.8186	12.16
Fri	07/07/17	244.56445	1.05090	173	1.8833		x	0.0876	9.02	x		3.8295	12.18
Mon	07/10/17	244.58468	1.05099	176	1.9162		x	0.0547	8.93	x		3.8624	12.27
Tue	07/11/17	244.59142	1.05102	177	1.9271		x	0.0438	8.90	x		3.8733	12.30
Wed	07/12/17	244.59816	1.05105	178	1.9381		x	0.0328	8.87	x		3.8843	12.33
Thu	07/13/17	244.60490	1.05108	179	1.9490		x	0.0219	8.84	x		3.8952	12.36
Fri	07/14/17	244.61165	1.05111	180	1.9599		x	0.0110	8.81	x		3.9061	12.39
Sat	07/15/17	244.61839	1.05114	0	0.0000			0.0000	8.78	x	x	3.9171	12.42
Mon	07/17/17	244.63187	1.05119	2	0.0214			-0.0214	8.73	x	x	3.9385	12.47
Tue	07/18/17	244.63861	1.05122	3	0.0321			-0.0321	8.70	x	x	3.9492	12.50
Wed	07/19/17	244.64535	1.05125	4	0.0428			-0.0428	8.67	x	x	3.9599	12.53
Thu	07/20/17	244.65210	1.05128	5	0.0536			-0.0536	8.64	x	x	3.9707	12.56
Fri	07/21/17	244.65884	1.05131	6	0.0643			-0.0643	8.61	x	x	3.9814	12.59
Mon	07/24/17	244.67906	1.05140	9	0.0964			-0.0964	8.52	x	x	4.0135	12.68
Tue	07/25/17	244.68581	1.05143	10	0.1071			-0.1071	8.49	x	x	4.0242	12.71
Wed	07/26/17	244.69255	1.05146	11	0.1179			-0.1179	8.46	x	x	4.0350	12.74
Thu	07/27/17	244.69929	1.05148	12	0.1286			-0.1286	8.44	x	x	4.0457	12.76
Fri	07/28/17	244.70603	1.05151	13	0.1393			-0.1393	8.41	x	x	4.0564	12.79
Mon	07/31/17	244.72626	1.05160	16	0.1715			-0.1715	8.32	x	x	4.0886	12.88
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	1.05163	17	0.1822			-0.1822	8.29	x	x	4.0993	12.91
Wed	08/02/17	244.74016	1.05166	18	0.1929			-0.1929	8.26	x	x	4.1100	12.94
Thu	08/03/17	244.74732	1.05169	19	0.2036			-0.2036	8.23	x	x	4.1207	12.97
Fri	08/04/17	244.75448	1.05172	20	0.2143			-0.2143	8.20	x	x	4.1314	13.00
Mon	08/07/17	244.77597	1.05181	23	0.2465			-0.2465	8.11	x	x	4.1636	13.09
Tue	08/08/17	244.78313	1.05184	24	0.2572			-0.2572	8.08	x	x	4.1743	13.12
Wed	08/09/17	244.79029	1.05188	25	0.2680			-0.2680	8.04	x	x	4.1851	13.16
Thu	08/10/17	244.79745	1.05191	26	0.2787			-0.2787	8.01	x	x	4.1958	13.19
Fri	08/11/17	244.80461	1.05194	27	0.2894			-0.2894	7.98	x	x	4.2065	13.22
Mon	08/14/17	244.82610	1.05203	30	0.3216			-0.3216	7.89	x	x	4.2387	13.31
Tue	08/15/17	244.83326	1.05206	31	0.3323			-0.3323	7.86	x	x	4.2494	13.34
Wed	08/16/17	244.84042	1.05209	32	0.3431			-0.3431	7.83	x	x	4.2602	13.37
Thu	08/17/17	244.84758	1.05212	33	0.3538			-0.3538	7.80	x	x	4.2709	13.40
Fri	08/18/17	244.85474	1.05215	34	0.3645			-0.3645	7.77	x	x	4.2816	13.43
Mon	08/21/17	244.87623	1.05224	37	0.3967			-0.3967	7.68	x	x	4.3138	13.52
Tue	08/22/17	244.88339	1.05228	38	0.4075			-0.4075	7.64	x	x	4.3246	13.56
Wed	08/23/17	244.89055	1.05231	39	0.4182			-0.4182	7.61	x	x	4.3353	13.59
Thu	08/24/17	244.89771	1.05234	40	0.4289			-0.4289	7.58	x	x	4.3460	13.62
Fri	08/25/17	244.90487	1.05237	41	0.4397			-0.4397	7.55	x	x	4.3568	13.65
Mon	08/28/17	244.92635	1.05246	44	0.4719			-0.4719	7.46	x	x	4.3890	13.74
Tue	08/29/17	244.93352	1.05249	45	0.4826			-0.4826	7.43	x	x	4.3997	13.77
Wed	08/30/17	244.94068	1.05252	46	0.4934			-0.4934	7.40	x	x	4.4105	13.80
Thu	08/31/17	244.94784	1.05255	47	0.5041			-0.5041	7.37	x	x	4.4212	13.83
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	1.05258	48	0.5148			-0.5148	7.34	x	x	4.4319	13.86
Mon	09/04/17	244.93810	1.05251	51	0.5470			-0.5470	7.41	x	x	4.4641	13.79
Tue	09/05/17	244.93247	1.05249	52	0.5577			-0.5577	7.43	x	x	4.4748	13.77
Wed	09/06/17	244.92683	1.05246	53	0.5684			-0.5684	7.46	x	x	4.4855	13.74
Thu	09/07/17	244.92120	1.05244	54	0.5791			-0.5791	7.48	x	x	4.4962	13.72
Fri	09/08/17	244.91557	1.05241	55	0.5898			-0.5898	7.51	x	x	4.5069	13.69
Mon	09/11/17	244.89867	1.05234	58	0.6220			-0.6220	7.58	x	x	4.5391	13.62
Tue	09/12/17	244.89303	1.05232	59	0.6327			-0.6327	7.60	x	x	4.5498	13.60
Wed	09/13/17	244.88740	1.05229	60	0.6434			-0.6434	7.63	x	x	4.5605	13.57
Thu	09/14/17	244.88177	1.05227	61	0.6541			-0.6541	7.65	x	x	4.5712	13.55
Fri	09/15/17	244.87613	1.05224	62	0.6648			-0.6648	7.68	x	x	4.5819	13.52
Mon	09/18/17	244.85923	1.05217	65	0.6969			-0.6969	7.75	x	x	4.6140	13.45
Tue	09/19/17	244.85360	1.05215	66	0.7076			-0.7076	7.77	x	x	4.6247	13.43
Wed	09/20/17	244.84797	1.05212	67	0.7183			-0.7183	7.80	x	x	4.6354	13.40
Thu	09/21/17	244.84233	1.05210	68	0.7290			-0.7290	7.82	x	x	4.6461	13.38
Fri	09/22/17	244.83670	1.05207	69	0.7397			-0.7397	7.85	x	x	4.6568	13.35
Mon	09/25/17	244.81980	1.05200	72	0.7718			-0.7718	7.92	x	x	4.6889	13.28
Tue	09/26/17	244.81417	1.05198	73	0.7826			-0.7826	7.94	x	x	4.6997	13.26
Wed	09/27/17	244.80853	1.05195	74	0.7933			-0.7933	7.97	x	x	4.7104	13.23
Thu	09/28/17	244.80290	1.05193	75	0.8040			-0.8040	7.99	x	x	4.7211	13.21
Fri	09/29/17	244.79727	1.05191	76	0.8147			-0.8147	8.01	x	x	4.7318	13.19
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	1.05196	79	0.8469			-0.8469	7.96	x	x	4.7640	13.24
Tue	10/03/17	244.83329	1.05206	80	0.8577			-0.8577	7.86	x	x	4.7748	13.34
Wed	10/04/17	244.85694	1.05216	81	0.8685			-0.8685	7.76	x	x	4.7856	13.44
Thu	10/05/17	244.88058	1.05226	82	0.8793			-0.8793	7.66	x	x	4.7964	13.54
Fri	10/06/17	244.90423	1.05236	83	0.8901			-0.8901	7.56	x	x	4.8072	13.64
Mon	10/09/17	244.97516	1.05267	86	0.9225			-0.9225	7.25	x	x	4.8396	13.95
Tue	10/10/17	244.99881	1.05277	87	0.9333			-0.9333	7.15	x	x	4.8504	14.05
Wed	10/11/17	245.02245	1.05287	88	0.9441			-0.9441	7.05	x	x	4.8612	14.15
Thu	10/12/17	245.04610	1.05297	89	0.9550			-0.9550	6.95	x	x	4.8721	14.25
Fri	10/13/17	245.06974	1.05308	90	0.9658			-0.9658	6.84	x	x	4.8829	14.36
Mon	10/16/17	245.14068	1.05338	93	0.9983			-0.9983	6.54	x	x	4.9154	14.66
Tue	10/17/17	245.16432	1.05348	94	1.0091			-1.0091	6.44	x	x	4.9262	14.76
Wed	10/18/17	245.18797	1.05358	95	1.0199			-1.0199	6.34	x	x	4.9370	14.86
Thu	10/19/17	245.21161	1.05369	96	1.0308			-1.0308	6.23	x	x	4.9479	14.97
Fri	10/20/17	245.23526	1.05379	97	1.0416			-1.0416	6.13	x	x	4.9587	15.07
Mon	10/23/17	245.30619	1.05409	100	1.0741			-1.0741	5.83	x	x	4.9912	15.37
Tue	10/24/17	245.32984	1.05419	101	1.0850			-1.0850	5.73	x	x	5.0021	15.47
Wed	10/25/17	245.35348	1.05430	102	1.0958			-1.0958	5.62	x	x	5.0129	15.58
Thu	10/26/17	245.37713	1.05440	103	1.1067			-1.1067	5.52	x	x	5.0238	15.68
Fri	10/27/17	245.40077	1.05450	104	1.1175			-1.1175	5.42	x	x	5.0346	15.78
Mon	10/30/17	245.47171	1.05480	107	1.1501			-1.1501	5.12	x	x	5.0672	16.08
Tue	10/31/17	245.49535	1.05490	108	1.1610			-1.1610	5.02	x	x	5.0781	16.18
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	1.05501	109	1.1718			-1.1718	4.91	x	x	5.0889	16.29
Thu	11/02/17	245.56233	1.05519	110	1.1828			-1.1828	4.73	x	x	5.0999	16.47
Fri	11/03/17	245.60567	1.05538	111	1.1938			-1.1938	4.54	x	x	5.1109	16.66
Mon	11/06/17	245.73567	1.05594	114	1.2267			-1.2267	3.98	x	x	5.1438	17.22
Tue	11/07/17	245.77900	1.05612	115	1.2376			-1.2376	3.80	x	x	5.1547	17.40
Wed	11/08/17	245.82233	1.05631	116	1.2486			-1.2486	3.61	x	x	5.1657	17.59
Thu	11/09/17	245.86567	1.05650	117	1.2596			-1.2596	3.42	x	x	5.1767	17.78
Fri	11/10/17	245.90900	1.05668	118	1.2706			-1.2706	3.24	x	x	5.1877	17.96
Mon	11/13/17	246.03900	1.05724	121	1.3036			-1.3036	2.68	x	x	5.2207	18.52
Tue	11/14/17	246.08233	1.05743	122	1.3146			-1.3146	2.49	x	x	5.2317	18.71
Wed	11/15/17	246.12567	1.05761	123	1.3256			-1.3256	2.31	x	x	5.2427	18.89
Thu	11/16/17	246.16900	1.05780	124	1.3366			-1.3366	2.12	x	x	5.2537	19.08
Fri	11/17/17	246.21233	1.05799	125	1.3476			-1.3476	1.93	x	x	5.2647	19.27
Mon	11/20/17	246.34233	1.05854	128	1.3807			-1.3807	1.38	x	x	5.2978	19.82
Tue	11/21/17	246.38567	1.05873	129	1.3917			-1.3917	1.19	x	x	5.3088	20.01
Wed	11/22/17	246.42900	1.05892	130	1.4028			-1.4028	1.00	x	x	5.3199	20.20
Thu	11/23/17	246.47233	1.05910	131	1.4138			-1.4138	0.82	x	x	5.3309	20.38
Fri	11/24/17	246.51567	1.05929	132	1.4249			-1.4249	0.63	x	x	5.3420	20.57
Mon	11/27/17	246.64567	1.05985	135	1.4580			-1.4580	0.07	x	x	5.3751	21.13
Tue	11/28/17	246.68900	1.06003	136	1.4691			-1.4691	-0.11	x	x	5.3862	21.31
Wed	11/29/17	246.73233	1.06022	137	1.4801			-1.4801	-0.30	x	x	5.3972	21.50
Thu	11/30/17	246.77567	1.06041	138	1.4912			-1.4912	-0.49	x	x	5.4083	21.69
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	1.06059	139	1.5023			-1.5023	-0.67	x	x	5.4194	21.87
Mon	12/04/17	246.80390	1.06053	142	1.5346			-1.5346	-0.61	x	x	5.4517	21.81
Tue	12/05/17	246.79887	1.06051	143	1.5454			-1.5454	-0.59	x	x	5.4625	21.79
Wed	12/06/17	246.79384	1.06048	144	1.5561			-1.5561	-0.56	x	x	5.4732	21.76
Thu	12/07/17	246.78881	1.06046	145	1.5669			-1.5669	-0.54	x	x	5.4840	21.74
Fri	12/08/17	246.78377	1.06044	146	1.5777			-1.5777	-0.52	x	x	5.4948	21.72
Mon	12/11/17	246.76868	1.06038	149	1.6100			-1.6100	-0.46	x	x	5.5271	21.66
Tue	12/12/17	246.76365	1.06035	150	1.6208			-1.6208	-0.43	x	x	5.5379	21.63
Wed	12/13/17	246.75861	1.06033	151	1.6316			-1.6316	-0.41	x	x	5.5487	21.61
Thu	12/14/17	246.75358	1.06031	152	1.6423			-1.6423	-0.39	x	x	5.5594	21.59
Fri	12/15/17	246.74855	1.06029	153	1.6531			-1.6531	-0.37	x	x	5.5702	21.57
Mon	12/18/17	246.73345	1.06023	156	1.6854			-1.6854	-0.31	x	x	5.6025	21.51
Tue	12/19/17	246.72842	1.06020	157	1.6962			-1.6962	-0.28	x	x	5.6133	21.48
Wed	12/20/17	246.72339	1.06018	158	1.7069			-1.7069	-0.26	x	x	5.6240	21.46
Thu	12/21/17	246.71835	1.06016	159	1.7177			-1.7177	-0.24	x	x	5.6348	21.44
Fri	12/22/17	246.71332	1.06014	160	1.7285			-1.7285	-0.22	x	x	5.6456	21.42
Mon	12/25/17	246.69823	1.06007	163	1.7608			-1.7608	-0.15	x	x	5.6779	21.35
Tue	12/26/17	246.69319	1.06005	164	1.7716			-1.7716	-0.13	x	x	5.6887	21.33
Wed	12/27/17	246.68816	1.06003	165	1.7823			-1.7823	-0.11	x	x	5.6994	21.31
Thu	12/28/17	246.68313	1.06001	166	1.7931			-1.7931	-0.09	x	x	5.7102	21.29
Fri	12/29/17	246.67810	1.05999	167	1.8039			-1.8039	-0.07	x	x	5.7210	21.27
Mon	01/01/18	246.66300	1.05992

Generated 12/13/17 10:09