0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2024

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

CUSIP Number	912828WU0	Interest 01/15/17 (184 days)	$0.6358
Dated Date	July 15, 2014	Interest 07/15/17 (181 days)	$0.6439
Ref CPI on Dated Date	237.44594	Interest Total	$1.2797
Original Issue Date	July 31, 2014	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	1.01804	170	0.5879	x	x	0.6918	20.78			0.5879	0.00
Mon	01/02/17	241.71687	1.01799	171	0.5913	x	x	0.6884	20.83			0.5913	-0.05
Tue	01/03/17	241.70474	1.01794	172	0.5947	x	x	0.6850	20.88			0.5947	-0.10
Wed	01/04/17	241.69261	1.01788	173	0.5981	x	x	0.6816	20.94			0.5981	-0.16
Thu	01/05/17	241.68048	1.01783	174	0.6016	x	x	0.6781	20.99			0.6016	-0.21
Fri	01/06/17	241.66835	1.01778	175	0.6050	x	x	0.6747	21.04			0.6050	-0.26
Mon	01/09/17	241.63197	1.01763	178	0.6153	x	x	0.6644	21.19			0.6153	-0.41
Tue	01/10/17	241.61984	1.01758	179	0.6187	x	x	0.6610	21.24			0.6187	-0.46
Wed	01/11/17	241.60771	1.01753	180	0.6221	x	x	0.6576	21.29			0.6221	-0.51
Thu	01/12/17	241.59558	1.01748	181	0.6256	x	x	0.6541	21.34			0.6256	-0.56
Fri	01/13/17	241.58345	1.01743	182	0.6290	x	x	0.6507	21.39			0.6290	-0.61
Sun	01/15/17	241.55919	1.01732	0	0.0000		x	0.6439	21.50	x		0.6358	-0.72
Mon	01/16/17	241.54706	1.01727	1	0.0035		x	0.6404	21.55	x		0.6393	-0.77
Tue	01/17/17	241.53494	1.01722	2	0.0070		x	0.6369	21.60	x		0.6428	-0.82
Wed	01/18/17	241.52281	1.01717	3	0.0105		x	0.6334	21.65	x		0.6463	-0.87
Thu	01/19/17	241.51068	1.01712	4	0.0140		x	0.6299	21.70	x		0.6498	-0.92
Fri	01/20/17	241.49855	1.01707	5	0.0176		x	0.6263	21.75	x		0.6534	-0.97
Mon	01/23/17	241.46216	1.01691	8	0.0281		x	0.6158	21.91	x		0.6639	-1.13
Tue	01/24/17	241.45003	1.01686	9	0.0316		x	0.6123	21.96	x		0.6674	-1.18
Wed	01/25/17	241.43790	1.01681	10	0.0351		x	0.6088	22.01	x		0.6709	-1.23
Thu	01/26/17	241.42577	1.01676	11	0.0386		x	0.6053	22.06	x		0.6744	-1.28
Fri	01/27/17	241.41365	1.01671	12	0.0421		x	0.6018	22.11	x		0.6779	-1.33
Mon	01/30/17	241.37726	1.01656	15	0.0527		x	0.5912	22.26	x		0.6885	-1.48
Tue	01/31/17	241.36513	1.01651	16	0.0562		x	0.5877	22.31	x		0.6920	-1.53
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	1.01645	17	0.0597		x	0.5842	22.37	x		0.6955	-1.59
Thu	02/02/17	241.35582	1.01647	18	0.0632		x	0.5807	22.35	x		0.6990	-1.57
Fri	02/03/17	241.35864	1.01648	19	0.0667		x	0.5772	22.34	x		0.7025	-1.56
Mon	02/06/17	241.36711	1.01651	22	0.0772		x	0.5667	22.31	x		0.7130	-1.53
Tue	02/07/17	241.36993	1.01653	23	0.0807		x	0.5632	22.29	x		0.7165	-1.51
Wed	02/08/17	241.37275	1.01654	24	0.0842		x	0.5597	22.28	x		0.7200	-1.50
Thu	02/09/17	241.37557	1.01655	25	0.0878		x	0.5561	22.27	x		0.7236	-1.49
Fri	02/10/17	241.37839	1.01656	26	0.0913		x	0.5526	22.26	x		0.7271	-1.48
Mon	02/13/17	241.38686	1.01660	29	0.1018		x	0.5421	22.22	x		0.7376	-1.44
Tue	02/14/17	241.38968	1.01661	30	0.1053		x	0.5386	22.21	x		0.7411	-1.43
Wed	02/15/17	241.39250	1.01662	31	0.1088		x	0.5351	22.20	x		0.7446	-1.42
Thu	02/16/17	241.39532	1.01663	32	0.1123		x	0.5316	22.19	x		0.7481	-1.41
Fri	02/17/17	241.39814	1.01664	33	0.1158		x	0.5281	22.18	x		0.7516	-1.40
Mon	02/20/17	241.40661	1.01668	36	0.1264		x	0.5175	22.14	x		0.7622	-1.36
Tue	02/21/17	241.40943	1.01669	37	0.1299		x	0.5140	22.13	x		0.7657	-1.35
Wed	02/22/17	241.41225	1.01670	38	0.1334		x	0.5105	22.12	x		0.7692	-1.34
Thu	02/23/17	241.41507	1.01672	39	0.1369		x	0.5070	22.10	x		0.7727	-1.32
Fri	02/24/17	241.41789	1.01673	40	0.1404		x	0.5035	22.09	x		0.7762	-1.31
Mon	02/27/17	241.42636	1.01676	43	0.1510		x	0.4929	22.06	x		0.7868	-1.28
Tue	02/28/17	241.42918	1.01678	44	0.1545		x	0.4894	22.04	x		0.7903	-1.26
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	1.01679	45	0.1580		x	0.4859	22.03	x		0.7938	-1.25
Thu	03/02/17	241.47739	1.01698	46	0.1615		x	0.4824	21.84	x		0.7973	-1.06
Fri	03/03/17	241.52277	1.01717	47	0.1651		x	0.4788	21.65	x		0.8009	-0.87
Mon	03/06/17	241.65894	1.01774	50	0.1757		x	0.4682	21.08	x		0.8115	-0.30
Tue	03/07/17	241.70432	1.01793	51	0.1793		x	0.4646	20.89	x		0.8151	-0.11
Wed	03/08/17	241.74971	1.01813	52	0.1828		x	0.4611	20.69	x		0.8186	0.09
Thu	03/09/17	241.79510	1.01832	53	0.1864		x	0.4575	20.50	x		0.8222	0.28
Fri	03/10/17	241.84048	1.01851	54	0.1899		x	0.4540	20.31	x		0.8257	0.47
Mon	03/13/17	241.97665	1.01908	57	0.2006		x	0.4433	19.74	x		0.8364	1.04
Tue	03/14/17	242.02203	1.01927	58	0.2041		x	0.4398	19.55	x		0.8399	1.23
Wed	03/15/17	242.06742	1.01946	59	0.2077		x	0.4362	19.36	x		0.8435	1.42
Thu	03/16/17	242.11281	1.01965	60	0.2113		x	0.4326	19.17	x		0.8471	1.61
Fri	03/17/17	242.15819	1.01985	61	0.2148		x	0.4291	18.97	x		0.8506	1.81
Mon	03/20/17	242.29435	1.02042	64	0.2255		x	0.4184	18.40	x		0.8613	2.38
Tue	03/21/17	242.33974	1.02061	65	0.2291		x	0.4148	18.21	x		0.8649	2.57
Wed	03/22/17	242.38513	1.02080	66	0.2326		x	0.4113	18.02	x		0.8684	2.76
Thu	03/23/17	242.43052	1.02099	67	0.2362		x	0.4077	17.83	x		0.8720	2.95
Fri	03/24/17	242.47590	1.02118	68	0.2398		x	0.4041	17.64	x		0.8756	3.14
Mon	03/27/17	242.61206	1.02176	71	0.2505		x	0.3934	17.06	x		0.8863	3.72
Tue	03/28/17	242.65745	1.02195	72	0.2541		x	0.3898	16.87	x		0.8899	3.91
Wed	03/29/17	242.70284	1.02214	73	0.2577		x	0.3862	16.68	x		0.8935	4.10
Thu	03/30/17	242.74823	1.02233	74	0.2612		x	0.3827	16.49	x		0.8970	4.29
Fri	03/31/17	242.79361	1.02252	75	0.2648		x	0.3791	16.30	x		0.9006	4.48
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	1.02293	78	0.2755		x	0.3684	15.89	x		0.9113	4.89
Tue	04/04/17	242.91540	1.02303	79	0.2791		x	0.3648	15.79	x		0.9149	4.99
Wed	04/05/17	242.94087	1.02314	80	0.2826		x	0.3613	15.68	x		0.9184	5.10
Thu	04/06/17	242.96633	1.02325	81	0.2862		x	0.3577	15.57	x		0.9220	5.21
Fri	04/07/17	242.99180	1.02336	82	0.2898		x	0.3541	15.46	x		0.9256	5.32
Mon	04/10/17	243.06820	1.02368	85	0.3005		x	0.3434	15.14	x		0.9363	5.64
Tue	04/11/17	243.09367	1.02379	86	0.3040		x	0.3399	15.03	x		0.9398	5.75
Wed	04/12/17	243.11913	1.02389	87	0.3076		x	0.3363	14.93	x		0.9434	5.85
Thu	04/13/17	243.14460	1.02400	88	0.3112		x	0.3327	14.82	x		0.9470	5.96
Fri	04/14/17	243.17007	1.02411	89	0.3147		x	0.3292	14.71	x		0.9505	6.07
Mon	04/17/17	243.24647	1.02443	92	0.3254		x	0.3185	14.39	x		0.9612	6.39
Tue	04/18/17	243.27193	1.02454	93	0.3290		x	0.3149	14.28	x		0.9648	6.50
Wed	04/19/17	243.29740	1.02464	94	0.3326		x	0.3113	14.18	x		0.9684	6.60
Thu	04/20/17	243.32287	1.02475	95	0.3362		x	0.3077	14.07	x		0.9720	6.71
Fri	04/21/17	243.34833	1.02486	96	0.3397		x	0.3042	13.96	x		0.9755	6.82
Mon	04/24/17	243.42473	1.02518	99	0.3505		x	0.2934	13.64	x		0.9863	7.14
Tue	04/25/17	243.45020	1.02529	100	0.3540		x	0.2899	13.53	x		0.9898	7.25
Wed	04/26/17	243.47567	1.02539	101	0.3576		x	0.2863	13.43	x		0.9934	7.35
Thu	04/27/17	243.50113	1.02550	102	0.3612		x	0.2827	13.32	x		0.9970	7.46
Fri	04/28/17	243.52660	1.02561	103	0.3648		x	0.2791	13.21	x		1.0006	7.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/01/17	243.60300	1.02593	106	0.3755		x	0.2684	12.89	x		1.0113	7.89
Tue	05/02/17	243.60939	1.02596	107	0.3791		x	0.2648	12.86	x		1.0149	7.92
Wed	05/03/17	243.61577	1.02598	108	0.3826		x	0.2613	12.84	x		1.0184	7.94
Thu	05/04/17	243.62216	1.02601	109	0.3862		x	0.2577	12.81	x		1.0220	7.97
Fri	05/05/17	243.62855	1.02604	110	0.3897		x	0.2542	12.78	x		1.0255	8.00
Mon	05/08/17	243.64771	1.02612	113	0.4004		x	0.2435	12.70	x		1.0362	8.08
Tue	05/09/17	243.65410	1.02615	114	0.4039		x	0.2400	12.67	x		1.0397	8.11
Wed	05/10/17	243.66048	1.02617	115	0.4075		x	0.2364	12.65	x		1.0433	8.13
Thu	05/11/17	243.66687	1.02620	116	0.4110		x	0.2329	12.62	x		1.0468	8.16
Fri	05/12/17	243.67326	1.02623	117	0.4146		x	0.2293	12.59	x		1.0504	8.19
Mon	05/15/17	243.69242	1.02631	120	0.4253		x	0.2186	12.51	x		1.0611	8.27
Tue	05/16/17	243.69881	1.02633	121	0.4288		x	0.2151	12.49	x		1.0646	8.29
Wed	05/17/17	243.70519	1.02636	122	0.4324		x	0.2115	12.46	x		1.0682	8.32
Thu	05/18/17	243.71158	1.02639	123	0.4359		x	0.2080	12.43	x		1.0717	8.35
Fri	05/19/17	243.71797	1.02641	124	0.4395		x	0.2044	12.41	x		1.0753	8.37
Mon	05/22/17	243.73713	1.02650	127	0.4502		x	0.1937	12.32	x		1.0860	8.46
Tue	05/23/17	243.74352	1.02652	128	0.4537		x	0.1902	12.30	x		1.0895	8.48
Wed	05/24/17	243.74990	1.02655	129	0.4573		x	0.1866	12.27	x		1.0931	8.51
Thu	05/25/17	243.75629	1.02658	130	0.4608		x	0.1831	12.24	x		1.0966	8.54
Fri	05/26/17	243.76268	1.02660	131	0.4644		x	0.1795	12.22	x		1.1002	8.56
Mon	05/29/17	243.78184	1.02668	134	0.4751		x	0.1688	12.14	x		1.1109	8.64
Tue	05/30/17	243.78823	1.02671	135	0.4786		x	0.1653	12.11	x		1.1144	8.67
Wed	05/31/17	243.79461	1.02674	136	0.4822		x	0.1617	12.08	x		1.1180	8.70
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	1.02676	137	0.4857		x	0.1582	12.06	x		1.1215	8.72
Fri	06/02/17	243.82510	1.02687	138	0.4893		x	0.1546	11.95	x		1.1251	8.83
Mon	06/05/17	243.89740	1.02717	141	0.5001		x	0.1438	11.65	x		1.1359	9.13
Tue	06/06/17	243.92150	1.02727	142	0.5037		x	0.1402	11.55	x		1.1395	9.23
Wed	06/07/17	243.94560	1.02737	143	0.5073		x	0.1366	11.45	x		1.1431	9.33
Thu	06/08/17	243.96970	1.02747	144	0.5109		x	0.1330	11.35	x		1.1467	9.43
Fri	06/09/17	243.99380	1.02758	145	0.5145		x	0.1294	11.24	x		1.1503	9.54
Mon	06/12/17	244.06610	1.02788	148	0.5253		x	0.1186	10.94	x		1.1611	9.84
Tue	06/13/17	244.09020	1.02798	149	0.5289		x	0.1150	10.84	x		1.1647	9.94
Wed	06/14/17	244.11430	1.02808	150	0.5325		x	0.1114	10.74	x		1.1683	10.04
Thu	06/15/17	244.13840	1.02819	151	0.5361		x	0.1078	10.63	x		1.1719	10.15
Fri	06/16/17	244.16250	1.02829	152	0.5397		x	0.1042	10.53	x		1.1755	10.25
Mon	06/19/17	244.23480	1.02859	155	0.5505		x	0.0934	10.23	x		1.1863	10.55
Tue	06/20/17	244.25890	1.02869	156	0.5541		x	0.0898	10.13	x		1.1899	10.65
Wed	06/21/17	244.28300	1.02879	157	0.5577		x	0.0862	10.03	x		1.1935	10.75
Thu	06/22/17	244.30710	1.02890	158	0.5613		x	0.0826	9.92	x		1.1971	10.86
Fri	06/23/17	244.33120	1.02900	159	0.5650		x	0.0789	9.82	x		1.2008	10.96
Mon	06/26/17	244.40350	1.02930	162	0.5758		x	0.0681	9.52	x		1.2116	11.26
Tue	06/27/17	244.42760	1.02940	163	0.5794		x	0.0645	9.42	x		1.2152	11.36
Wed	06/28/17	244.45170	1.02950	164	0.5830		x	0.0609	9.32	x		1.2188	11.46
Thu	06/29/17	244.47580	1.02961	165	0.5866		x	0.0573	9.21	x		1.2224	11.57
Fri	06/30/17	244.49990	1.02971	166	0.5902		x	0.0537	9.11	x		1.2260	11.67
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	1.02987	169	0.6010		x	0.0429	8.95	x		1.2368	11.83
Tue	07/04/17	244.54423	1.02989	170	0.6046		x	0.0393	8.93	x		1.2404	11.85
Wed	07/05/17	244.55097	1.02992	171	0.6081		x	0.0358	8.90	x		1.2439	11.88
Thu	07/06/17	244.55771	1.02995	172	0.6117		x	0.0322	8.87	x		1.2475	11.91
Fri	07/07/17	244.56445	1.02998	173	0.6153		x	0.0286	8.84	x		1.2511	11.94
Mon	07/10/17	244.58468	1.03006	176	0.6260		x	0.0179	8.76	x		1.2618	12.02
Tue	07/11/17	244.59142	1.03009	177	0.6296		x	0.0143	8.73	x		1.2654	12.05
Wed	07/12/17	244.59816	1.03012	178	0.6332		x	0.0107	8.70	x		1.2690	12.08
Thu	07/13/17	244.60490	1.03015	179	0.6367		x	0.0072	8.67	x		1.2725	12.11
Fri	07/14/17	244.61165	1.03018	180	0.6403		x	0.0036	8.64	x		1.2761	12.14
Sat	07/15/17	244.61839	1.03021	0	0.0000			0.0000	8.61	x	x	1.2797	12.17
Mon	07/17/17	244.63187	1.03026	2	0.0070			-0.0070	8.56	x	x	1.2867	12.22
Tue	07/18/17	244.63861	1.03029	3	0.0105			-0.0105	8.53	x	x	1.2902	12.25
Wed	07/19/17	244.64535	1.03032	4	0.0140			-0.0140	8.50	x	x	1.2937	12.28
Thu	07/20/17	244.65210	1.03035	5	0.0175			-0.0175	8.47	x	x	1.2972	12.31
Fri	07/21/17	244.65884	1.03038	6	0.0210			-0.0210	8.44	x	x	1.3007	12.34
Mon	07/24/17	244.67906	1.03046	9	0.0315			-0.0315	8.36	x	x	1.3112	12.42
Tue	07/25/17	244.68581	1.03049	10	0.0350			-0.0350	8.33	x	x	1.3147	12.45
Wed	07/26/17	244.69255	1.03052	11	0.0385			-0.0385	8.30	x	x	1.3182	12.48
Thu	07/27/17	244.69929	1.03055	12	0.0420			-0.0420	8.27	x	x	1.3217	12.51
Fri	07/28/17	244.70603	1.03058	13	0.0455			-0.0455	8.24	x	x	1.3252	12.54
Mon	07/31/17	244.72626	1.03066	16	0.0560			-0.0560	8.16	x	x	1.3357	12.62
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	1.03069	17	0.0595			-0.0595	8.13	x	x	1.3392	12.65
Wed	08/02/17	244.74016	1.03072	18	0.0630			-0.0630	8.10	x	x	1.3427	12.68
Thu	08/03/17	244.74732	1.03075	19	0.0665			-0.0665	8.07	x	x	1.3462	12.71
Fri	08/04/17	244.75448	1.03078	20	0.0700			-0.0700	8.04	x	x	1.3497	12.74
Mon	08/07/17	244.77597	1.03087	23	0.0805			-0.0805	7.95	x	x	1.3602	12.83
Tue	08/08/17	244.78313	1.03090	24	0.0840			-0.0840	7.92	x	x	1.3637	12.86
Wed	08/09/17	244.79029	1.03093	25	0.0875			-0.0875	7.89	x	x	1.3672	12.89
Thu	08/10/17	244.79745	1.03096	26	0.0910			-0.0910	7.86	x	x	1.3707	12.92
Fri	08/11/17	244.80461	1.03099	27	0.0946			-0.0946	7.83	x	x	1.3743	12.95
Mon	08/14/17	244.82610	1.03108	30	0.1051			-0.1051	7.74	x	x	1.3848	13.04
Tue	08/15/17	244.83326	1.03111	31	0.1086			-0.1086	7.71	x	x	1.3883	13.07
Wed	08/16/17	244.84042	1.03114	32	0.1121			-0.1121	7.68	x	x	1.3918	13.10
Thu	08/17/17	244.84758	1.03117	33	0.1156			-0.1156	7.65	x	x	1.3953	13.13
Fri	08/18/17	244.85474	1.03120	34	0.1191			-0.1191	7.62	x	x	1.3988	13.16
Mon	08/21/17	244.87623	1.03129	37	0.1296			-0.1296	7.53	x	x	1.4093	13.25
Tue	08/22/17	244.88339	1.03132	38	0.1331			-0.1331	7.50	x	x	1.4128	13.28
Wed	08/23/17	244.89055	1.03135	39	0.1366			-0.1366	7.47	x	x	1.4163	13.31
Thu	08/24/17	244.89771	1.03138	40	0.1401			-0.1401	7.44	x	x	1.4198	13.34
Fri	08/25/17	244.90487	1.03141	41	0.1436			-0.1436	7.41	x	x	1.4233	13.37
Mon	08/28/17	244.92635	1.03150	44	0.1542			-0.1542	7.32	x	x	1.4339	13.46
Tue	08/29/17	244.93352	1.03153	45	0.1577			-0.1577	7.29	x	x	1.4374	13.49
Wed	08/30/17	244.94068	1.03156	46	0.1612			-0.1612	7.26	x	x	1.4409	13.52
Thu	08/31/17	244.94784	1.03159	47	0.1647			-0.1647	7.23	x	x	1.4444	13.55
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	1.03162	48	0.1682			-0.1682	7.20	x	x	1.4479	13.58
Mon	09/04/17	244.93810	1.03155	51	0.1787			-0.1787	7.27	x	x	1.4584	13.51
Tue	09/05/17	244.93247	1.03153	52	0.1822			-0.1822	7.29	x	x	1.4619	13.49
Wed	09/06/17	244.92683	1.03151	53	0.1857			-0.1857	7.31	x	x	1.4654	13.47
Thu	09/07/17	244.92120	1.03148	54	0.1892			-0.1892	7.34	x	x	1.4689	13.44
Fri	09/08/17	244.91557	1.03146	55	0.1927			-0.1927	7.36	x	x	1.4724	13.42
Mon	09/11/17	244.89867	1.03139	58	0.2032			-0.2032	7.43	x	x	1.4829	13.35
Tue	09/12/17	244.89303	1.03136	59	0.2067			-0.2067	7.46	x	x	1.4864	13.32
Wed	09/13/17	244.88740	1.03134	60	0.2102			-0.2102	7.48	x	x	1.4899	13.30
Thu	09/14/17	244.88177	1.03132	61	0.2137			-0.2137	7.50	x	x	1.4934	13.28
Fri	09/15/17	244.87613	1.03129	62	0.2172			-0.2172	7.53	x	x	1.4969	13.25
Mon	09/18/17	244.85923	1.03122	65	0.2277			-0.2277	7.60	x	x	1.5074	13.18
Tue	09/19/17	244.85360	1.03120	66	0.2312			-0.2312	7.62	x	x	1.5109	13.16
Wed	09/20/17	244.84797	1.03117	67	0.2347			-0.2347	7.65	x	x	1.5144	13.13
Thu	09/21/17	244.84233	1.03115	68	0.2382			-0.2382	7.67	x	x	1.5179	13.11
Fri	09/22/17	244.83670	1.03113	69	0.2417			-0.2417	7.69	x	x	1.5214	13.09
Mon	09/25/17	244.81980	1.03105	72	0.2522			-0.2522	7.77	x	x	1.5319	13.01
Tue	09/26/17	244.81417	1.03103	73	0.2557			-0.2557	7.79	x	x	1.5354	12.99
Wed	09/27/17	244.80853	1.03101	74	0.2592			-0.2592	7.81	x	x	1.5389	12.97
Thu	09/28/17	244.80290	1.03098	75	0.2626			-0.2626	7.84	x	x	1.5423	12.94
Fri	09/29/17	244.79727	1.03096	76	0.2661			-0.2661	7.86	x	x	1.5458	12.92
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	1.03101	79	0.2767			-0.2767	7.81	x	x	1.5564	12.97
Tue	10/03/17	244.83329	1.03111	80	0.2802			-0.2802	7.71	x	x	1.5599	13.07
Wed	10/04/17	244.85694	1.03121	81	0.2837			-0.2837	7.61	x	x	1.5634	13.17
Thu	10/05/17	244.88058	1.03131	82	0.2873			-0.2873	7.51	x	x	1.5670	13.27
Fri	10/06/17	244.90423	1.03141	83	0.2908			-0.2908	7.41	x	x	1.5705	13.37
Mon	10/09/17	244.97516	1.03171	86	0.3014			-0.3014	7.11	x	x	1.5811	13.67
Tue	10/10/17	244.99881	1.03181	87	0.3049			-0.3049	7.01	x	x	1.5846	13.77
Wed	10/11/17	245.02245	1.03191	88	0.3085			-0.3085	6.91	x	x	1.5882	13.87
Thu	10/12/17	245.04610	1.03201	89	0.3120			-0.3120	6.81	x	x	1.5917	13.97
Fri	10/13/17	245.06974	1.03211	90	0.3155			-0.3155	6.71	x	x	1.5952	14.07
Mon	10/16/17	245.14068	1.03241	93	0.3261			-0.3261	6.41	x	x	1.6058	14.37
Tue	10/17/17	245.16432	1.03251	94	0.3297			-0.3297	6.31	x	x	1.6094	14.47
Wed	10/18/17	245.18797	1.03261	95	0.3332			-0.3332	6.21	x	x	1.6129	14.57
Thu	10/19/17	245.21161	1.03271	96	0.3368			-0.3368	6.11	x	x	1.6165	14.67
Fri	10/20/17	245.23526	1.03280	97	0.3403			-0.3403	6.02	x	x	1.6200	14.76
Mon	10/23/17	245.30619	1.03310	100	0.3509			-0.3509	5.72	x	x	1.6306	15.06
Tue	10/24/17	245.32984	1.03320	101	0.3545			-0.3545	5.62	x	x	1.6342	15.16
Wed	10/25/17	245.35348	1.03330	102	0.3580			-0.3580	5.52	x	x	1.6377	15.26
Thu	10/26/17	245.37713	1.03340	103	0.3615			-0.3615	5.42	x	x	1.6412	15.36
Fri	10/27/17	245.40077	1.03350	104	0.3651			-0.3651	5.32	x	x	1.6448	15.46
Mon	10/30/17	245.47171	1.03380	107	0.3757			-0.3757	5.02	x	x	1.6554	15.76
Tue	10/31/17	245.49535	1.03390	108	0.3793			-0.3793	4.92	x	x	1.6590	15.86
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	1.03400	109	0.3828			-0.3828	4.82	x	x	1.6625	15.96
Thu	11/02/17	245.56233	1.03418	110	0.3864			-0.3864	4.64	x	x	1.6661	16.14
Fri	11/03/17	245.60567	1.03436	111	0.3900			-0.3900	4.46	x	x	1.6697	16.32
Mon	11/06/17	245.73567	1.03491	114	0.4007			-0.4007	3.91	x	x	1.6804	16.87
Tue	11/07/17	245.77900	1.03509	115	0.4043			-0.4043	3.73	x	x	1.6840	17.05
Wed	11/08/17	245.82233	1.03528	116	0.4079			-0.4079	3.54	x	x	1.6876	17.24
Thu	11/09/17	245.86567	1.03546	117	0.4115			-0.4115	3.36	x	x	1.6912	17.42
Fri	11/10/17	245.90900	1.03564	118	0.4151			-0.4151	3.18	x	x	1.6948	17.60
Mon	11/13/17	246.03900	1.03619	121	0.4259			-0.4259	2.63	x	x	1.7056	18.15
Tue	11/14/17	246.08233	1.03637	122	0.4295			-0.4295	2.45	x	x	1.7092	18.33
Wed	11/15/17	246.12567	1.03655	123	0.4331			-0.4331	2.27	x	x	1.7128	18.51
Thu	11/16/17	246.16900	1.03674	124	0.4367			-0.4367	2.08	x	x	1.7164	18.70
Fri	11/17/17	246.21233	1.03692	125	0.4403			-0.4403	1.90	x	x	1.7200	18.88
Mon	11/20/17	246.34233	1.03747	128	0.4511			-0.4511	1.35	x	x	1.7308	19.43
Tue	11/21/17	246.38567	1.03765	129	0.4547			-0.4547	1.17	x	x	1.7344	19.61
Wed	11/22/17	246.42900	1.03783	130	0.4583			-0.4583	0.99	x	x	1.7380	19.79
Thu	11/23/17	246.47233	1.03801	131	0.4619			-0.4619	0.81	x	x	1.7416	19.97
Fri	11/24/17	246.51567	1.03820	132	0.4655			-0.4655	0.62	x	x	1.7452	20.16
Mon	11/27/17	246.64567	1.03874	135	0.4763			-0.4763	0.08	x	x	1.7560	20.70
Tue	11/28/17	246.68900	1.03893	136	0.4799			-0.4799	-0.11	x	x	1.7596	20.89
Wed	11/29/17	246.73233	1.03911	137	0.4836			-0.4836	-0.29	x	x	1.7633	21.07
Thu	11/30/17	246.77567	1.03929	138	0.4872			-0.4872	-0.47	x	x	1.7669	21.25
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	1.03947	139	0.4908			-0.4908	-0.65	x	x	1.7705	21.43
Mon	12/04/17	246.80390	1.03941	142	0.5013			-0.5013	-0.59	x	x	1.7810	21.37
Tue	12/05/17	246.79887	1.03939	143	0.5049			-0.5049	-0.57	x	x	1.7846	21.35
Wed	12/06/17	246.79384	1.03937	144	0.5084			-0.5084	-0.55	x	x	1.7881	21.33
Thu	12/07/17	246.78881	1.03935	145	0.5119			-0.5119	-0.53	x	x	1.7916	21.31
Fri	12/08/17	246.78377	1.03933	146	0.5154			-0.5154	-0.51	x	x	1.7951	21.29
Mon	12/11/17	246.76868	1.03926	149	0.5260			-0.5260	-0.44	x	x	1.8057	21.22
Tue	12/12/17	246.76365	1.03924	150	0.5295			-0.5295	-0.42	x	x	1.8092	21.20
Wed	12/13/17	246.75861	1.03922	151	0.5330			-0.5330	-0.40	x	x	1.8127	21.18
Thu	12/14/17	246.75358	1.03920	152	0.5365			-0.5365	-0.38	x	x	1.8162	21.16
Fri	12/15/17	246.74855	1.03918	153	0.5401			-0.5401	-0.36	x	x	1.8198	21.14
Mon	12/18/17	246.73345	1.03911	156	0.5506			-0.5506	-0.29	x	x	1.8303	21.07
Tue	12/19/17	246.72842	1.03909	157	0.5541			-0.5541	-0.27	x	x	1.8338	21.05
Wed	12/20/17	246.72339	1.03907	158	0.5577			-0.5577	-0.25	x	x	1.8374	21.03
Thu	12/21/17	246.71835	1.03905	159	0.5612			-0.5612	-0.23	x	x	1.8409	21.01
Fri	12/22/17	246.71332	1.03903	160	0.5647			-0.5647	-0.21	x	x	1.8444	20.99
Mon	12/25/17	246.69823	1.03897	163	0.5752			-0.5752	-0.15	x	x	1.8549	20.93
Tue	12/26/17	246.69319	1.03894	164	0.5788			-0.5788	-0.12	x	x	1.8585	20.90
Wed	12/27/17	246.68816	1.03892	165	0.5823			-0.5823	-0.10	x	x	1.8620	20.88
Thu	12/28/17	246.68313	1.03890	166	0.5858			-0.5858	-0.08	x	x	1.8655	20.86
Fri	12/29/17	246.67810	1.03888	167	0.5893			-0.5893	-0.06	x	x	1.8690	20.84
Mon	01/01/18	246.66300	1.03882

Generated 12/13/17 10:09