0.25% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912828H45	Interest 01/15/17 (184 days)	$1.2748
Dated Date	January 15, 2015	Interest 07/15/17 (181 days)	$1.2910
Ref CPI on Dated Date	236.85403	Interest Total	$2.5658
Original Issue Date	January 30, 2015	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	1.02058	170	1.1787	x	x	1.3871	20.83			1.1787	0.00
Mon	01/02/17	241.71687	1.02053	171	1.1855	x	x	1.3803	20.88			1.1855	-0.05
Tue	01/03/17	241.70474	1.02048	172	1.1924	x	x	1.3734	20.93			1.1924	-0.10
Wed	01/04/17	241.69261	1.02043	173	1.1993	x	x	1.3665	20.98			1.1993	-0.15
Thu	01/05/17	241.68048	1.02038	174	1.2062	x	x	1.3596	21.03			1.2062	-0.20
Fri	01/06/17	241.66835	1.02033	175	1.2130	x	x	1.3528	21.08			1.2130	-0.25
Mon	01/09/17	241.63197	1.02017	178	1.2336	x	x	1.3322	21.24			1.2336	-0.41
Tue	01/10/17	241.61984	1.02012	179	1.2405	x	x	1.3253	21.29			1.2405	-0.46
Wed	01/11/17	241.60771	1.02007	180	1.2474	x	x	1.3184	21.34			1.2474	-0.51
Thu	01/12/17	241.59558	1.02002	181	1.2542	x	x	1.3116	21.39			1.2542	-0.56
Fri	01/13/17	241.58345	1.01997	182	1.2611	x	x	1.3047	21.44			1.2611	-0.61
Sun	01/15/17	241.55919	1.01987	0	0.0000		x	1.2910	21.54	x		1.2748	-0.71
Mon	01/16/17	241.54706	1.01981	1	0.0070		x	1.2840	21.60	x		1.2818	-0.77
Tue	01/17/17	241.53494	1.01976	2	0.0141		x	1.2769	21.65	x		1.2889	-0.82
Wed	01/18/17	241.52281	1.01971	3	0.0211		x	1.2699	21.70	x		1.2959	-0.87
Thu	01/19/17	241.51068	1.01966	4	0.0282		x	1.2628	21.75	x		1.3030	-0.92
Fri	01/20/17	241.49855	1.01961	5	0.0352		x	1.2558	21.80	x		1.3100	-0.97
Mon	01/23/17	241.46216	1.01946	8	0.0563		x	1.2347	21.95	x		1.3311	-1.12
Tue	01/24/17	241.45003	1.01940	9	0.0634		x	1.2276	22.01	x		1.3382	-1.18
Wed	01/25/17	241.43790	1.01935	10	0.0704		x	1.2206	22.06	x		1.3452	-1.23
Thu	01/26/17	241.42577	1.01930	11	0.0774		x	1.2136	22.11	x		1.3522	-1.28
Fri	01/27/17	241.41365	1.01925	12	0.0845		x	1.2065	22.16	x		1.3593	-1.33
Mon	01/30/17	241.37726	1.01910	15	0.1056		x	1.1854	22.31	x		1.3804	-1.48
Tue	01/31/17	241.36513	1.01905	16	0.1126		x	1.1784	22.36	x		1.3874	-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	1.01899	17	0.1196		x	1.1714	22.42	x		1.3944	-1.59
Thu	02/02/17	241.35582	1.01901	18	0.1267		x	1.1643	22.40	x		1.4015	-1.57
Fri	02/03/17	241.35864	1.01902	19	0.1337		x	1.1573	22.39	x		1.4085	-1.56
Mon	02/06/17	241.36711	1.01905	22	0.1548		x	1.1362	22.36	x		1.4296	-1.53
Tue	02/07/17	241.36993	1.01907	23	0.1619		x	1.1291	22.34	x		1.4367	-1.51
Wed	02/08/17	241.37275	1.01908	24	0.1689		x	1.1221	22.33	x		1.4437	-1.50
Thu	02/09/17	241.37557	1.01909	25	0.1759		x	1.1151	22.32	x		1.4507	-1.49
Fri	02/10/17	241.37839	1.01910	26	0.1830		x	1.1080	22.31	x		1.4578	-1.48
Mon	02/13/17	241.38686	1.01914	29	0.2041		x	1.0869	22.27	x		1.4789	-1.44
Tue	02/14/17	241.38968	1.01915	30	0.2111		x	1.0799	22.26	x		1.4859	-1.43
Wed	02/15/17	241.39250	1.01916	31	0.2182		x	1.0728	22.25	x		1.4930	-1.42
Thu	02/16/17	241.39532	1.01917	32	0.2252		x	1.0658	22.24	x		1.5000	-1.41
Fri	02/17/17	241.39814	1.01919	33	0.2323		x	1.0587	22.22	x		1.5071	-1.39
Mon	02/20/17	241.40661	1.01922	36	0.2534		x	1.0376	22.19	x		1.5282	-1.36
Tue	02/21/17	241.40943	1.01923	37	0.2604		x	1.0306	22.18	x		1.5352	-1.35
Wed	02/22/17	241.41225	1.01924	38	0.2675		x	1.0235	22.17	x		1.5423	-1.34
Thu	02/23/17	241.41507	1.01926	39	0.2745		x	1.0165	22.15	x		1.5493	-1.32
Fri	02/24/17	241.41789	1.01927	40	0.2816		x	1.0094	22.14	x		1.5564	-1.31
Mon	02/27/17	241.42636	1.01930	43	0.3027		x	0.9883	22.11	x		1.5775	-1.28
Tue	02/28/17	241.42918	1.01932	44	0.3097		x	0.9813	22.09	x		1.5845	-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	1.01933	45	0.3168		x	0.9742	22.08	x		1.5916	-1.25
Thu	03/02/17	241.47739	1.01952	46	0.3239		x	0.9671	21.89	x		1.5987	-1.06
Fri	03/03/17	241.52277	1.01971	47	0.3310		x	0.9600	21.70	x		1.6058	-0.87
Mon	03/06/17	241.65894	1.02029	50	0.3523		x	0.9387	21.12	x		1.6271	-0.29
Tue	03/07/17	241.70432	1.02048	51	0.3594		x	0.9316	20.93	x		1.6342	-0.10
Wed	03/08/17	241.74971	1.02067	52	0.3665		x	0.9245	20.74	x		1.6413	0.09
Thu	03/09/17	241.79510	1.02086	53	0.3737		x	0.9173	20.55	x		1.6485	0.28
Fri	03/10/17	241.84048	1.02105	54	0.3808		x	0.9102	20.36	x		1.6556	0.47
Mon	03/13/17	241.97665	1.02163	57	0.4022		x	0.8888	19.78	x		1.6770	1.05
Tue	03/14/17	242.02203	1.02182	58	0.4093		x	0.8817	19.59	x		1.6841	1.24
Wed	03/15/17	242.06742	1.02201	59	0.4164		x	0.8746	19.40	x		1.6912	1.43
Thu	03/16/17	242.11281	1.02220	60	0.4236		x	0.8674	19.21	x		1.6984	1.62
Fri	03/17/17	242.15819	1.02239	61	0.4307		x	0.8603	19.02	x		1.7055	1.81
Mon	03/20/17	242.29435	1.02297	64	0.4521		x	0.8389	18.44	x		1.7269	2.39
Tue	03/21/17	242.33974	1.02316	65	0.4593		x	0.8317	18.25	x		1.7341	2.58
Wed	03/22/17	242.38513	1.02335	66	0.4664		x	0.8246	18.06	x		1.7412	2.77
Thu	03/23/17	242.43052	1.02354	67	0.4736		x	0.8174	17.87	x		1.7484	2.96
Fri	03/24/17	242.47590	1.02374	68	0.4808		x	0.8102	17.67	x		1.7556	3.16
Mon	03/27/17	242.61206	1.02431	71	0.5023		x	0.7887	17.10	x		1.7771	3.73
Tue	03/28/17	242.65745	1.02450	72	0.5094		x	0.7816	16.91	x		1.7842	3.92
Wed	03/29/17	242.70284	1.02469	73	0.5166		x	0.7744	16.72	x		1.7914	4.11
Thu	03/30/17	242.74823	1.02489	74	0.5238		x	0.7672	16.52	x		1.7986	4.31
Fri	03/31/17	242.79361	1.02508	75	0.5309		x	0.7601	16.33	x		1.8057	4.50
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	1.02548	78	0.5524		x	0.7386	15.93	x		1.8272	4.90
Tue	04/04/17	242.91540	1.02559	79	0.5595		x	0.7315	15.82	x		1.8343	5.01
Wed	04/05/17	242.94087	1.02570	80	0.5667		x	0.7243	15.71	x		1.8415	5.12
Thu	04/06/17	242.96633	1.02581	81	0.5738		x	0.7172	15.60	x		1.8486	5.23
Fri	04/07/17	242.99180	1.02591	82	0.5810		x	0.7100	15.50	x		1.8558	5.33
Mon	04/10/17	243.06820	1.02624	85	0.6024		x	0.6886	15.17	x		1.8772	5.66
Tue	04/11/17	243.09367	1.02634	86	0.6096		x	0.6814	15.07	x		1.8844	5.76
Wed	04/12/17	243.11913	1.02645	87	0.6167		x	0.6743	14.96	x		1.8915	5.87
Thu	04/13/17	243.14460	1.02656	88	0.6239		x	0.6671	14.85	x		1.8987	5.98
Fri	04/14/17	243.17007	1.02667	89	0.6310		x	0.6600	14.74	x		1.9058	6.09
Mon	04/17/17	243.24647	1.02699	92	0.6525		x	0.6385	14.42	x		1.9273	6.41
Tue	04/18/17	243.27193	1.02710	93	0.6597		x	0.6313	14.31	x		1.9345	6.52
Wed	04/19/17	243.29740	1.02720	94	0.6668		x	0.6242	14.21	x		1.9416	6.62
Thu	04/20/17	243.32287	1.02731	95	0.6740		x	0.6170	14.10	x		1.9488	6.73
Fri	04/21/17	243.34833	1.02742	96	0.6812		x	0.6098	13.99	x		1.9560	6.84
Mon	04/24/17	243.42473	1.02774	99	0.7027		x	0.5883	13.67	x		1.9775	7.16
Tue	04/25/17	243.45020	1.02785	100	0.7098		x	0.5812	13.56	x		1.9846	7.27
Wed	04/26/17	243.47567	1.02796	101	0.7170		x	0.5740	13.45	x		1.9918	7.38
Thu	04/27/17	243.50113	1.02806	102	0.7242		x	0.5668	13.35	x		1.9990	7.48
Fri	04/28/17	243.52660	1.02817	103	0.7314		x	0.5596	13.24	x		2.0062	7.59
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	1.02849	106	0.7529		x	0.5381	12.92	x		2.0277	7.91
Tue	05/02/17	243.60939	1.02852	107	0.7600		x	0.5310	12.89	x		2.0348	7.94
Wed	05/03/17	243.61577	1.02855	108	0.7672		x	0.5238	12.86	x		2.0420	7.97
Thu	05/04/17	243.62216	1.02858	109	0.7743		x	0.5167	12.83	x		2.0491	8.00
Fri	05/05/17	243.62855	1.02860	110	0.7814		x	0.5096	12.81	x		2.0562	8.02
Mon	05/08/17	243.64771	1.02868	113	0.8028		x	0.4882	12.73	x		2.0776	8.10
Tue	05/09/17	243.65410	1.02871	114	0.8099		x	0.4811	12.70	x		2.0847	8.13
Wed	05/10/17	243.66048	1.02874	115	0.8170		x	0.4740	12.67	x		2.0918	8.16
Thu	05/11/17	243.66687	1.02876	116	0.8241		x	0.4669	12.65	x		2.0989	8.18
Fri	05/12/17	243.67326	1.02879	117	0.8313		x	0.4597	12.62	x		2.1061	8.21
Mon	05/15/17	243.69242	1.02887	120	0.8527		x	0.4383	12.54	x		2.1275	8.29
Tue	05/16/17	243.69881	1.02890	121	0.8598		x	0.4312	12.51	x		2.1346	8.32
Wed	05/17/17	243.70519	1.02893	122	0.8669		x	0.4241	12.48	x		2.1417	8.35
Thu	05/18/17	243.71158	1.02895	123	0.8740		x	0.4170	12.46	x		2.1488	8.37
Fri	05/19/17	243.71797	1.02898	124	0.8812		x	0.4098	12.43	x		2.1560	8.40
Mon	05/22/17	243.73713	1.02906	127	0.9026		x	0.3884	12.35	x		2.1774	8.48
Tue	05/23/17	243.74352	1.02909	128	0.9097		x	0.3813	12.32	x		2.1845	8.51
Wed	05/24/17	243.74990	1.02911	129	0.9168		x	0.3742	12.30	x		2.1916	8.53
Thu	05/25/17	243.75629	1.02914	130	0.9240		x	0.3670	12.27	x		2.1988	8.56
Fri	05/26/17	243.76268	1.02917	131	0.9311		x	0.3599	12.24	x		2.2059	8.59
Mon	05/29/17	243.78184	1.02925	134	0.9525		x	0.3385	12.16	x		2.2273	8.67
Tue	05/30/17	243.78823	1.02928	135	0.9596		x	0.3314	12.13	x		2.2344	8.70
Wed	05/31/17	243.79461	1.02930	136	0.9667		x	0.3243	12.11	x		2.2415	8.72
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	1.02933	137	0.9739		x	0.3171	12.08	x		2.2487	8.75
Fri	06/02/17	243.82510	1.02943	138	0.9811		x	0.3099	11.98	x		2.2559	8.85
Mon	06/05/17	243.89740	1.02974	141	1.0027		x	0.2883	11.67	x		2.2775	9.16
Tue	06/06/17	243.92150	1.02984	142	1.0099		x	0.2811	11.57	x		2.2847	9.26
Wed	06/07/17	243.94560	1.02994	143	1.0171		x	0.2739	11.47	x		2.2919	9.36
Thu	06/08/17	243.96970	1.03004	144	1.0243		x	0.2667	11.37	x		2.2991	9.46
Fri	06/09/17	243.99380	1.03014	145	1.0316		x	0.2594	11.27	x		2.3064	9.56
Mon	06/12/17	244.06610	1.03045	148	1.0532		x	0.2378	10.96	x		2.3280	9.87
Tue	06/13/17	244.09020	1.03055	149	1.0604		x	0.2306	10.86	x		2.3352	9.97
Wed	06/14/17	244.11430	1.03065	150	1.0677		x	0.2233	10.76	x		2.3425	10.07
Thu	06/15/17	244.13840	1.03075	151	1.0749		x	0.2161	10.66	x		2.3497	10.17
Fri	06/16/17	244.16250	1.03086	152	1.0821		x	0.2089	10.55	x		2.3569	10.28
Mon	06/19/17	244.23480	1.03116	155	1.1038		x	0.1872	10.25	x		2.3786	10.58
Tue	06/20/17	244.25890	1.03126	156	1.1110		x	0.1800	10.15	x		2.3858	10.68
Wed	06/21/17	244.28300	1.03137	157	1.1183		x	0.1727	10.04	x		2.3931	10.79
Thu	06/22/17	244.30710	1.03147	158	1.1255		x	0.1655	9.94	x		2.4003	10.89
Fri	06/23/17	244.33120	1.03157	159	1.1327		x	0.1583	9.84	x		2.4075	10.99
Mon	06/26/17	244.40350	1.03187	162	1.1544		x	0.1366	9.54	x		2.4292	11.29
Tue	06/27/17	244.42760	1.03198	163	1.1617		x	0.1293	9.43	x		2.4365	11.40
Wed	06/28/17	244.45170	1.03208	164	1.1689		x	0.1221	9.33	x		2.4437	11.50
Thu	06/29/17	244.47580	1.03218	165	1.1762		x	0.1148	9.23	x		2.4510	11.60
Fri	06/30/17	244.49990	1.03228	166	1.1834		x	0.1076	9.13	x		2.4582	11.70
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/03/17	244.53748	1.03244	169	1.2050		x	0.0860	8.97	x		2.4798	11.86
Tue	07/04/17	244.54423	1.03247	170	1.2122		x	0.0788	8.94	x		2.4870	11.89
Wed	07/05/17	244.55097	1.03250	171	1.2193		x	0.0717	8.91	x		2.4941	11.92
Thu	07/06/17	244.55771	1.03253	172	1.2265		x	0.0645	8.88	x		2.5013	11.95
Fri	07/07/17	244.56445	1.03255	173	1.2336		x	0.0574	8.86	x		2.5084	11.97
Mon	07/10/17	244.58468	1.03264	176	1.2551		x	0.0359	8.77	x		2.5299	12.06
Tue	07/11/17	244.59142	1.03267	177	1.2623		x	0.0287	8.74	x		2.5371	12.09
Wed	07/12/17	244.59816	1.03270	178	1.2695		x	0.0215	8.71	x		2.5443	12.12
Thu	07/13/17	244.60490	1.03272	179	1.2766		x	0.0144	8.69	x		2.5514	12.14
Fri	07/14/17	244.61165	1.03275	180	1.2838		x	0.0072	8.66	x		2.5586	12.17
Sat	07/15/17	244.61839	1.03278	0	0.0000			0.0000	8.63	x	x	2.5658	12.20
Mon	07/17/17	244.63187	1.03284	2	0.0140			-0.0140	8.57	x	x	2.5798	12.26
Tue	07/18/17	244.63861	1.03287	3	0.0211			-0.0211	8.54	x	x	2.5869	12.29
Wed	07/19/17	244.64535	1.03290	4	0.0281			-0.0281	8.51	x	x	2.5939	12.32
Thu	07/20/17	244.65210	1.03292	5	0.0351			-0.0351	8.49	x	x	2.6009	12.34
Fri	07/21/17	244.65884	1.03295	6	0.0421			-0.0421	8.46	x	x	2.6079	12.37
Mon	07/24/17	244.67906	1.03304	9	0.0632			-0.0632	8.37	x	x	2.6290	12.46
Tue	07/25/17	244.68581	1.03307	10	0.0702			-0.0702	8.34	x	x	2.6360	12.49
Wed	07/26/17	244.69255	1.03309	11	0.0772			-0.0772	8.32	x	x	2.6430	12.51
Thu	07/27/17	244.69929	1.03312	12	0.0842			-0.0842	8.29	x	x	2.6500	12.54
Fri	07/28/17	244.70603	1.03315	13	0.0912			-0.0912	8.26	x	x	2.6570	12.57
Mon	07/31/17	244.72626	1.03324	16	0.1123			-0.1123	8.17	x	x	2.6781	12.66
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	1.03327	17	0.1193			-0.1193	8.14	x	x	2.6851	12.69
Wed	08/02/17	244.74016	1.03330	18	0.1264			-0.1264	8.11	x	x	2.6922	12.72
Thu	08/03/17	244.74732	1.03333	19	0.1334			-0.1334	8.08	x	x	2.6992	12.75
Fri	08/04/17	244.75448	1.03336	20	0.1404			-0.1404	8.05	x	x	2.7062	12.78
Mon	08/07/17	244.77597	1.03345	23	0.1615			-0.1615	7.96	x	x	2.7273	12.87
Tue	08/08/17	244.78313	1.03348	24	0.1685			-0.1685	7.93	x	x	2.7343	12.90
Wed	08/09/17	244.79029	1.03351	25	0.1755			-0.1755	7.90	x	x	2.7413	12.93
Thu	08/10/17	244.79745	1.03354	26	0.1826			-0.1826	7.87	x	x	2.7484	12.96
Fri	08/11/17	244.80461	1.03357	27	0.1896			-0.1896	7.84	x	x	2.7554	12.99
Mon	08/14/17	244.82610	1.03366	30	0.2107			-0.2107	7.75	x	x	2.7765	13.08
Tue	08/15/17	244.83326	1.03369	31	0.2177			-0.2177	7.72	x	x	2.7835	13.11
Wed	08/16/17	244.84042	1.03372	32	0.2247			-0.2247	7.69	x	x	2.7905	13.14
Thu	08/17/17	244.84758	1.03375	33	0.2318			-0.2318	7.66	x	x	2.7976	13.17
Fri	08/18/17	244.85474	1.03378	34	0.2388			-0.2388	7.63	x	x	2.8046	13.20
Mon	08/21/17	244.87623	1.03387	37	0.2599			-0.2599	7.54	x	x	2.8257	13.29
Tue	08/22/17	244.88339	1.03390	38	0.2669			-0.2669	7.51	x	x	2.8327	13.32
Wed	08/23/17	244.89055	1.03393	39	0.2739			-0.2739	7.48	x	x	2.8397	13.35
Thu	08/24/17	244.89771	1.03396	40	0.2810			-0.2810	7.45	x	x	2.8468	13.38
Fri	08/25/17	244.90487	1.03399	41	0.2880			-0.2880	7.42	x	x	2.8538	13.41
Mon	08/28/17	244.92635	1.03408	44	0.3091			-0.3091	7.33	x	x	2.8749	13.50
Tue	08/29/17	244.93352	1.03411	45	0.3161			-0.3161	7.30	x	x	2.8819	13.53
Wed	08/30/17	244.94068	1.03414	46	0.3232			-0.3232	7.27	x	x	2.8890	13.56
Thu	08/31/17	244.94784	1.03417	47	0.3302			-0.3302	7.24	x	x	2.8960	13.59
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	1.03420	48	0.3372			-0.3372	7.21	x	x	2.9030	13.62
Mon	09/04/17	244.93810	1.03413	51	0.3583			-0.3583	7.28	x	x	2.9241	13.55
Tue	09/05/17	244.93247	1.03411	52	0.3653			-0.3653	7.30	x	x	2.9311	13.53
Wed	09/06/17	244.92683	1.03408	53	0.3723			-0.3723	7.33	x	x	2.9381	13.50
Thu	09/07/17	244.92120	1.03406	54	0.3793			-0.3793	7.35	x	x	2.9451	13.48
Fri	09/08/17	244.91557	1.03404	55	0.3864			-0.3864	7.37	x	x	2.9522	13.46
Mon	09/11/17	244.89867	1.03396	58	0.4074			-0.4074	7.45	x	x	2.9732	13.38
Tue	09/12/17	244.89303	1.03394	59	0.4144			-0.4144	7.47	x	x	2.9802	13.36
Wed	09/13/17	244.88740	1.03392	60	0.4214			-0.4214	7.49	x	x	2.9872	13.34
Thu	09/14/17	244.88177	1.03389	61	0.4284			-0.4284	7.52	x	x	2.9942	13.31
Fri	09/15/17	244.87613	1.03387	62	0.4355			-0.4355	7.54	x	x	3.0013	13.29
Mon	09/18/17	244.85923	1.03380	65	0.4565			-0.4565	7.61	x	x	3.0223	13.22
Tue	09/19/17	244.85360	1.03377	66	0.4635			-0.4635	7.64	x	x	3.0293	13.19
Wed	09/20/17	244.84797	1.03375	67	0.4705			-0.4705	7.66	x	x	3.0363	13.17
Thu	09/21/17	244.84233	1.03373	68	0.4775			-0.4775	7.68	x	x	3.0433	13.15
Fri	09/22/17	244.83670	1.03370	69	0.4845			-0.4845	7.71	x	x	3.0503	13.12
Mon	09/25/17	244.81980	1.03363	72	0.5056			-0.5056	7.78	x	x	3.0714	13.05
Tue	09/26/17	244.81417	1.03361	73	0.5126			-0.5126	7.80	x	x	3.0784	13.03
Wed	09/27/17	244.80853	1.03358	74	0.5196			-0.5196	7.83	x	x	3.0854	13.00
Thu	09/28/17	244.80290	1.03356	75	0.5266			-0.5266	7.85	x	x	3.0924	12.98
Fri	09/29/17	244.79727	1.03354	76	0.5336			-0.5336	7.87	x	x	3.0994	12.96
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	1.03359	79	0.5547			-0.5547	7.82	x	x	3.1205	13.01
Tue	10/03/17	244.83329	1.03369	80	0.5618			-0.5618	7.72	x	x	3.1276	13.11
Wed	10/04/17	244.85694	1.03379	81	0.5689			-0.5689	7.62	x	x	3.1347	13.21
Thu	10/05/17	244.88058	1.03389	82	0.5759			-0.5759	7.52	x	x	3.1417	13.31
Fri	10/06/17	244.90423	1.03399	83	0.5830			-0.5830	7.42	x	x	3.1488	13.41
Mon	10/09/17	244.97516	1.03429	86	0.6043			-0.6043	7.12	x	x	3.1701	13.71
Tue	10/10/17	244.99881	1.03439	87	0.6114			-0.6114	7.02	x	x	3.1772	13.81
Wed	10/11/17	245.02245	1.03449	88	0.6184			-0.6184	6.92	x	x	3.1842	13.91
Thu	10/12/17	245.04610	1.03459	89	0.6255			-0.6255	6.82	x	x	3.1913	14.01
Fri	10/13/17	245.06974	1.03469	90	0.6326			-0.6326	6.72	x	x	3.1984	14.11
Mon	10/16/17	245.14068	1.03499	93	0.6539			-0.6539	6.42	x	x	3.2197	14.41
Tue	10/17/17	245.16432	1.03509	94	0.6610			-0.6610	6.32	x	x	3.2268	14.51
Wed	10/18/17	245.18797	1.03519	95	0.6681			-0.6681	6.22	x	x	3.2339	14.61
Thu	10/19/17	245.21161	1.03529	96	0.6752			-0.6752	6.12	x	x	3.2410	14.71
Fri	10/20/17	245.23526	1.03539	97	0.6823			-0.6823	6.02	x	x	3.2481	14.81
Mon	10/23/17	245.30619	1.03569	100	0.7036			-0.7036	5.72	x	x	3.2694	15.11
Tue	10/24/17	245.32984	1.03578	101	0.7107			-0.7107	5.63	x	x	3.2765	15.20
Wed	10/25/17	245.35348	1.03588	102	0.7178			-0.7178	5.53	x	x	3.2836	15.30
Thu	10/26/17	245.37713	1.03598	103	0.7249			-0.7249	5.43	x	x	3.2907	15.40
Fri	10/27/17	245.40077	1.03608	104	0.7320			-0.7320	5.33	x	x	3.2978	15.50
Mon	10/30/17	245.47171	1.03638	107	0.7533			-0.7533	5.03	x	x	3.3191	15.80
Tue	10/31/17	245.49535	1.03648	108	0.7605			-0.7605	4.93	x	x	3.3263	15.90
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	1.03658	109	0.7676			-0.7676	4.83	x	x	3.3334	16.00
Thu	11/02/17	245.56233	1.03677	110	0.7748			-0.7748	4.64	x	x	3.3406	16.19
Fri	11/03/17	245.60567	1.03695	111	0.7819			-0.7819	4.46	x	x	3.3477	16.37
Mon	11/06/17	245.73567	1.03750	114	0.8035			-0.8035	3.91	x	x	3.3693	16.92
Tue	11/07/17	245.77900	1.03768	115	0.8107			-0.8107	3.73	x	x	3.3765	17.10
Wed	11/08/17	245.82233	1.03786	116	0.8179			-0.8179	3.55	x	x	3.3837	17.28
Thu	11/09/17	245.86567	1.03805	117	0.8251			-0.8251	3.36	x	x	3.3909	17.47
Fri	11/10/17	245.90900	1.03823	118	0.8323			-0.8323	3.18	x	x	3.3981	17.65
Mon	11/13/17	246.03900	1.03878	121	0.8539			-0.8539	2.63	x	x	3.4197	18.20
Tue	11/14/17	246.08233	1.03896	122	0.8611			-0.8611	2.45	x	x	3.4269	18.38
Wed	11/15/17	246.12567	1.03914	123	0.8683			-0.8683	2.27	x	x	3.4341	18.56
Thu	11/16/17	246.16900	1.03933	124	0.8755			-0.8755	2.08	x	x	3.4413	18.75
Fri	11/17/17	246.21233	1.03951	125	0.8827			-0.8827	1.90	x	x	3.4485	18.93
Mon	11/20/17	246.34233	1.04006	128	0.9044			-0.9044	1.35	x	x	3.4702	19.48
Tue	11/21/17	246.38567	1.04024	129	0.9116			-0.9116	1.17	x	x	3.4774	19.66
Wed	11/22/17	246.42900	1.04043	130	0.9189			-0.9189	0.98	x	x	3.4847	19.85
Thu	11/23/17	246.47233	1.04061	131	0.9261			-0.9261	0.80	x	x	3.4919	20.03
Fri	11/24/17	246.51567	1.04079	132	0.9333			-0.9333	0.62	x	x	3.4991	20.21
Mon	11/27/17	246.64567	1.04134	135	0.9550			-0.9550	0.07	x	x	3.5208	20.76
Tue	11/28/17	246.68900	1.04152	136	0.9623			-0.9623	-0.11	x	x	3.5281	20.94
Wed	11/29/17	246.73233	1.04171	137	0.9695			-0.9695	-0.30	x	x	3.5353	21.13
Thu	11/30/17	246.77567	1.04189	138	0.9768			-0.9768	-0.48	x	x	3.5426	21.31
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	1.04207	139	0.9840			-0.9840	-0.66	x	x	3.5498	21.49
Mon	12/04/17	246.80390	1.04201	142	1.0052			-1.0052	-0.60	x	x	3.5710	21.43
Tue	12/05/17	246.79887	1.04199	143	1.0123			-1.0123	-0.58	x	x	3.5781	21.41
Wed	12/06/17	246.79384	1.04197	144	1.0193			-1.0193	-0.56	x	x	3.5851	21.39
Thu	12/07/17	246.78881	1.04194	145	1.0264			-1.0264	-0.53	x	x	3.5922	21.36
Fri	12/08/17	246.78377	1.04192	146	1.0334			-1.0334	-0.51	x	x	3.5992	21.34
Mon	12/11/17	246.76868	1.04186	149	1.0546			-1.0546	-0.45	x	x	3.6204	21.28
Tue	12/12/17	246.76365	1.04184	150	1.0617			-1.0617	-0.43	x	x	3.6275	21.26
Wed	12/13/17	246.75861	1.04182	151	1.0687			-1.0687	-0.41	x	x	3.6345	21.24
Thu	12/14/17	246.75358	1.04180	152	1.0758			-1.0758	-0.39	x	x	3.6416	21.22
Fri	12/15/17	246.74855	1.04177	153	1.0828			-1.0828	-0.36	x	x	3.6486	21.19
Mon	12/18/17	246.73345	1.04171	156	1.1040			-1.1040	-0.30	x	x	3.6698	21.13
Tue	12/19/17	246.72842	1.04169	157	1.1110			-1.1110	-0.28	x	x	3.6768	21.11
Wed	12/20/17	246.72339	1.04167	158	1.1181			-1.1181	-0.26	x	x	3.6839	21.09
Thu	12/21/17	246.71835	1.04165	159	1.1252			-1.1252	-0.24	x	x	3.6910	21.07
Fri	12/22/17	246.71332	1.04163	160	1.1322			-1.1322	-0.22	x	x	3.6980	21.05
Mon	12/25/17	246.69823	1.04156	163	1.1534			-1.1534	-0.15	x	x	3.7192	20.98
Tue	12/26/17	246.69319	1.04154	164	1.1604			-1.1604	-0.13	x	x	3.7262	20.96
Wed	12/27/17	246.68816	1.04152	165	1.1675			-1.1675	-0.11	x	x	3.7333	20.94
Thu	12/28/17	246.68313	1.04150	166	1.1745			-1.1745	-0.09	x	x	3.7403	20.92
Fri	12/29/17	246.67810	1.04148	167	1.1816			-1.1816	-0.07	x	x	3.7474	20.90
Mon	01/01/18	246.66300	1.04141

Generated 12/13/17 10:09