0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2025

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

CUSIP Number	912828XL9	Interest 01/15/17 (184 days)	$1.9099
Dated Date	July 15, 2015	Interest 07/15/17 (181 days)	$1.9341
Ref CPI on Dated Date	237.14365	Interest Total	$3.8440
Original Issue Date	July 31, 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	1.01934	170	1.7658	x	x	2.0782	20.80			1.7658	0.00
Mon	01/02/17	241.71687	1.01928	171	1.7761	x	x	2.0679	20.86			1.7761	-0.06
Tue	01/03/17	241.70474	1.01923	172	1.7864	x	x	2.0576	20.91			1.7864	-0.11
Wed	01/04/17	241.69261	1.01918	173	1.7967	x	x	2.0473	20.96			1.7967	-0.16
Thu	01/05/17	241.68048	1.01913	174	1.8070	x	x	2.0370	21.01			1.8070	-0.21
Fri	01/06/17	241.66835	1.01908	175	1.8173	x	x	2.0267	21.06			1.8173	-0.26
Mon	01/09/17	241.63197	1.01893	178	1.8482	x	x	1.9958	21.21			1.8482	-0.41
Tue	01/10/17	241.61984	1.01888	179	1.8585	x	x	1.9855	21.26			1.8585	-0.46
Wed	01/11/17	241.60771	1.01882	180	1.8688	x	x	1.9752	21.32			1.8688	-0.52
Thu	01/12/17	241.59558	1.01877	181	1.8790	x	x	1.9650	21.37			1.8790	-0.57
Fri	01/13/17	241.58345	1.01872	182	1.8893	x	x	1.9547	21.42			1.8893	-0.62
Sun	01/15/17	241.55919	1.01862	0	0.0000		x	1.9341	21.52	x		1.9099	-0.72
Mon	01/16/17	241.54706	1.01857	1	0.0106		x	1.9235	21.57	x		1.9205	-0.77
Tue	01/17/17	241.53494	1.01852	2	0.0211		x	1.9130	21.62	x		1.9310	-0.82
Wed	01/18/17	241.52281	1.01847	3	0.0317		x	1.9024	21.67	x		1.9416	-0.87
Thu	01/19/17	241.51068	1.01842	4	0.0422		x	1.8919	21.72	x		1.9521	-0.92
Fri	01/20/17	241.49855	1.01836	5	0.0527		x	1.8814	21.78	x		1.9626	-0.98
Mon	01/23/17	241.46216	1.01821	8	0.0844		x	1.8497	21.93	x		1.9943	-1.13
Tue	01/24/17	241.45003	1.01816	9	0.0949		x	1.8392	21.98	x		2.0048	-1.18
Wed	01/25/17	241.43790	1.01811	10	0.1055		x	1.8286	22.03	x		2.0154	-1.23
Thu	01/26/17	241.42577	1.01806	11	0.1160		x	1.8181	22.08	x		2.0259	-1.28
Fri	01/27/17	241.41365	1.01801	12	0.1265		x	1.8076	22.13	x		2.0364	-1.33
Mon	01/30/17	241.37726	1.01785	15	0.1582		x	1.7759	22.29	x		2.0681	-1.49
Tue	01/31/17	241.36513	1.01780	16	0.1687		x	1.7654	22.34	x		2.0786	-1.54
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	1.01775	17	0.1792		x	1.7549	22.39	x		2.0891	-1.59
Thu	02/02/17	241.35582	1.01776	18	0.1898		x	1.7443	22.38	x		2.0997	-1.58
Fri	02/03/17	241.35864	1.01777	19	0.2003		x	1.7338	22.37	x		2.1102	-1.57
Mon	02/06/17	241.36711	1.01781	22	0.2320		x	1.7021	22.33	x		2.1419	-1.53
Tue	02/07/17	241.36993	1.01782	23	0.2425		x	1.6916	22.32	x		2.1524	-1.52
Wed	02/08/17	241.37275	1.01783	24	0.2531		x	1.6810	22.31	x		2.1630	-1.51
Thu	02/09/17	241.37557	1.01785	25	0.2636		x	1.6705	22.29	x		2.1735	-1.49
Fri	02/10/17	241.37839	1.01786	26	0.2741		x	1.6600	22.28	x		2.1840	-1.48
Mon	02/13/17	241.38686	1.01789	29	0.3058		x	1.6283	22.25	x		2.2157	-1.45
Tue	02/14/17	241.38968	1.01790	30	0.3163		x	1.6178	22.24	x		2.2262	-1.44
Wed	02/15/17	241.39250	1.01792	31	0.3269		x	1.6072	22.22	x		2.2368	-1.42
Thu	02/16/17	241.39532	1.01793	32	0.3374		x	1.5967	22.21	x		2.2473	-1.41
Fri	02/17/17	241.39814	1.01794	33	0.3480		x	1.5861	22.20	x		2.2579	-1.40
Mon	02/20/17	241.40661	1.01798	36	0.3796		x	1.5545	22.16	x		2.2895	-1.36
Tue	02/21/17	241.40943	1.01799	37	0.3902		x	1.5439	22.15	x		2.3001	-1.35
Wed	02/22/17	241.41225	1.01800	38	0.4007		x	1.5334	22.14	x		2.3106	-1.34
Thu	02/23/17	241.41507	1.01801	39	0.4113		x	1.5228	22.13	x		2.3212	-1.33
Fri	02/24/17	241.41789	1.01802	40	0.4218		x	1.5123	22.12	x		2.3317	-1.32
Mon	02/27/17	241.42636	1.01806	43	0.4535		x	1.4806	22.08	x		2.3634	-1.28
Tue	02/28/17	241.42918	1.01807	44	0.4640		x	1.4701	22.07	x		2.3739	-1.27
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	1.01808	45	0.4746		x	1.4595	22.06	x		2.3845	-1.26
Thu	03/02/17	241.47739	1.01827	46	0.4852		x	1.4489	21.87	x		2.3951	-1.07
Fri	03/03/17	241.52277	1.01847	47	0.4959		x	1.4382	21.67	x		2.4058	-0.87
Mon	03/06/17	241.65894	1.01904	50	0.5278		x	1.4063	21.10	x		2.4377	-0.30
Tue	03/07/17	241.70432	1.01923	51	0.5385		x	1.3956	20.91	x		2.4484	-0.11
Wed	03/08/17	241.74971	1.01942	52	0.5491		x	1.3850	20.72	x		2.4590	0.08
Thu	03/09/17	241.79510	1.01961	53	0.5598		x	1.3743	20.53	x		2.4697	0.27
Fri	03/10/17	241.84048	1.01981	54	0.5705		x	1.3636	20.33	x		2.4804	0.47
Mon	03/13/17	241.97665	1.02038	57	0.6025		x	1.3316	19.76	x		2.5124	1.04
Tue	03/14/17	242.02203	1.02057	58	0.6132		x	1.3209	19.57	x		2.5231	1.23
Wed	03/15/17	242.06742	1.02076	59	0.6239		x	1.3102	19.38	x		2.5338	1.42
Thu	03/16/17	242.11281	1.02095	60	0.6346		x	1.2995	19.19	x		2.5445	1.61
Fri	03/17/17	242.15819	1.02115	61	0.6453		x	1.2888	18.99	x		2.5552	1.81
Mon	03/20/17	242.29435	1.02172	64	0.6774		x	1.2567	18.42	x		2.5873	2.38
Tue	03/21/17	242.33974	1.02191	65	0.6881		x	1.2460	18.23	x		2.5980	2.57
Wed	03/22/17	242.38513	1.02210	66	0.6988		x	1.2353	18.04	x		2.6087	2.76
Thu	03/23/17	242.43052	1.02229	67	0.7095		x	1.2246	17.85	x		2.6194	2.95
Fri	03/24/17	242.47590	1.02249	68	0.7203		x	1.2138	17.65	x		2.6302	3.15
Mon	03/27/17	242.61206	1.02306	71	0.7525		x	1.1816	17.08	x		2.6624	3.72
Tue	03/28/17	242.65745	1.02325	72	0.7632		x	1.1709	16.89	x		2.6731	3.91
Wed	03/29/17	242.70284	1.02344	73	0.7739		x	1.1602	16.70	x		2.6838	4.10
Thu	03/30/17	242.74823	1.02363	74	0.7847		x	1.1494	16.51	x		2.6946	4.29
Fri	03/31/17	242.79361	1.02383	75	0.7954		x	1.1387	16.31	x		2.7053	4.49
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	1.02423	78	0.8276		x	1.1065	15.91	x		2.7375	4.89
Tue	04/04/17	242.91540	1.02434	79	0.8383		x	1.0958	15.80	x		2.7482	5.00
Wed	04/05/17	242.94087	1.02445	80	0.8490		x	1.0851	15.69	x		2.7589	5.11
Thu	04/06/17	242.96633	1.02455	81	0.8597		x	1.0744	15.59	x		2.7696	5.21
Fri	04/07/17	242.99180	1.02466	82	0.8704		x	1.0637	15.48	x		2.7803	5.32
Mon	04/10/17	243.06820	1.02498	85	0.9025		x	1.0316	15.16	x		2.8124	5.64
Tue	04/11/17	243.09367	1.02509	86	0.9132		x	1.0209	15.05	x		2.8231	5.75
Wed	04/12/17	243.11913	1.02520	87	0.9240		x	1.0101	14.94	x		2.8339	5.86
Thu	04/13/17	243.14460	1.02531	88	0.9347		x	0.9994	14.83	x		2.8446	5.97
Fri	04/14/17	243.17007	1.02541	89	0.9454		x	0.9887	14.73	x		2.8553	6.07
Mon	04/17/17	243.24647	1.02573	92	0.9776		x	0.9565	14.41	x		2.8875	6.39
Tue	04/18/17	243.27193	1.02584	93	0.9883		x	0.9458	14.30	x		2.8982	6.50
Wed	04/19/17	243.29740	1.02595	94	0.9990		x	0.9351	14.19	x		2.9089	6.61
Thu	04/20/17	243.32287	1.02606	95	1.0098		x	0.9243	14.08	x		2.9197	6.72
Fri	04/21/17	243.34833	1.02616	96	1.0205		x	0.9136	13.98	x		2.9304	6.82
Mon	04/24/17	243.42473	1.02649	99	1.0527		x	0.8814	13.65	x		2.9626	7.15
Tue	04/25/17	243.45020	1.02659	100	1.0635		x	0.8706	13.55	x		2.9734	7.25
Wed	04/26/17	243.47567	1.02670	101	1.0742		x	0.8599	13.44	x		2.9841	7.36
Thu	04/27/17	243.50113	1.02681	102	1.0850		x	0.8491	13.33	x		2.9949	7.47
Fri	04/28/17	243.52660	1.02692	103	1.0957		x	0.8384	13.22	x		3.0056	7.58
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	05/01/17	243.60300	1.02724	106	1.1280		x	0.8061	12.90	x		3.0379	7.90
Tue	05/02/17	243.60939	1.02727	107	1.1387		x	0.7954	12.87	x		3.0486	7.93
Wed	05/03/17	243.61577	1.02729	108	1.1493		x	0.7848	12.85	x		3.0592	7.95
Thu	05/04/17	243.62216	1.02732	109	1.1600		x	0.7741	12.82	x		3.0699	7.98
Fri	05/05/17	243.62855	1.02735	110	1.1707		x	0.7634	12.79	x		3.0806	8.01
Mon	05/08/17	243.64771	1.02743	113	1.2027		x	0.7314	12.71	x		3.1126	8.09
Tue	05/09/17	243.65410	1.02745	114	1.2134		x	0.7207	12.69	x		3.1233	8.11
Wed	05/10/17	243.66048	1.02748	115	1.2240		x	0.7101	12.66	x		3.1339	8.14
Thu	05/11/17	243.66687	1.02751	116	1.2347		x	0.6994	12.63	x		3.1446	8.17
Fri	05/12/17	243.67326	1.02753	117	1.2454		x	0.6887	12.61	x		3.1553	8.19
Mon	05/15/17	243.69242	1.02762	120	1.2774		x	0.6567	12.52	x		3.1873	8.28
Tue	05/16/17	243.69881	1.02764	121	1.2881		x	0.6460	12.50	x		3.1980	8.30
Wed	05/17/17	243.70519	1.02767	122	1.2988		x	0.6353	12.47	x		3.2087	8.33
Thu	05/18/17	243.71158	1.02770	123	1.3095		x	0.6246	12.44	x		3.2194	8.36
Fri	05/19/17	243.71797	1.02772	124	1.3201		x	0.6140	12.42	x		3.2300	8.38
Mon	05/22/17	243.73713	1.02780	127	1.3522		x	0.5819	12.34	x		3.2621	8.46
Tue	05/23/17	243.74352	1.02783	128	1.3629		x	0.5712	12.31	x		3.2728	8.49
Wed	05/24/17	243.74990	1.02786	129	1.3736		x	0.5605	12.28	x		3.2835	8.52
Thu	05/25/17	243.75629	1.02788	130	1.3842		x	0.5499	12.26	x		3.2941	8.54
Fri	05/26/17	243.76268	1.02791	131	1.3949		x	0.5392	12.23	x		3.3048	8.57
Mon	05/29/17	243.78184	1.02799	134	1.4270		x	0.5071	12.15	x		3.3369	8.65
Tue	05/30/17	243.78823	1.02802	135	1.4377		x	0.4964	12.12	x		3.3476	8.68
Wed	05/31/17	243.79461	1.02805	136	1.4484		x	0.4857	12.09	x		3.3583	8.71
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	1.02807	137	1.4590		x	0.4751	12.07	x		3.3689	8.73
Fri	06/02/17	243.82510	1.02817	138	1.4698		x	0.4643	11.97	x		3.3797	8.83
Mon	06/05/17	243.89740	1.02848	141	1.5022		x	0.4319	11.66	x		3.4121	9.14
Tue	06/06/17	243.92150	1.02858	142	1.5130		x	0.4211	11.56	x		3.4229	9.24
Wed	06/07/17	243.94560	1.02868	143	1.5238		x	0.4103	11.46	x		3.4337	9.34
Thu	06/08/17	243.96970	1.02878	144	1.5346		x	0.3995	11.36	x		3.4445	9.44
Fri	06/09/17	243.99380	1.02889	145	1.5455		x	0.3886	11.25	x		3.4554	9.55
Mon	06/12/17	244.06610	1.02919	148	1.5779		x	0.3562	10.95	x		3.4878	9.85
Tue	06/13/17	244.09020	1.02929	149	1.5887		x	0.3454	10.85	x		3.4986	9.95
Wed	06/14/17	244.11430	1.02939	150	1.5995		x	0.3346	10.75	x		3.5094	10.05
Thu	06/15/17	244.13840	1.02950	151	1.6104		x	0.3237	10.64	x		3.5203	10.16
Fri	06/16/17	244.16250	1.02960	152	1.6212		x	0.3129	10.54	x		3.5311	10.26
Mon	06/19/17	244.23480	1.02990	155	1.6537		x	0.2804	10.24	x		3.5636	10.56
Tue	06/20/17	244.25890	1.03000	156	1.6645		x	0.2696	10.14	x		3.5744	10.66
Wed	06/21/17	244.28300	1.03011	157	1.6754		x	0.2587	10.03	x		3.5853	10.77
Thu	06/22/17	244.30710	1.03021	158	1.6862		x	0.2479	9.93	x		3.5961	10.87
Fri	06/23/17	244.33120	1.03031	159	1.6970		x	0.2371	9.83	x		3.6069	10.97
Mon	06/26/17	244.40350	1.03061	162	1.7295		x	0.2046	9.53	x		3.6394	11.27
Tue	06/27/17	244.42760	1.03072	163	1.7404		x	0.1937	9.42	x		3.6503	11.38
Wed	06/28/17	244.45170	1.03082	164	1.7513		x	0.1828	9.32	x		3.6612	11.48
Thu	06/29/17	244.47580	1.03092	165	1.7621		x	0.1720	9.22	x		3.6720	11.58
Fri	06/30/17	244.49990	1.03102	166	1.7730		x	0.1611	9.12	x		3.6829	11.68
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	1.03118	169	1.8053		x	0.1288	8.96	x		3.7152	11.84
Tue	07/04/17	244.54423	1.03121	170	1.8160		x	0.1181	8.93	x		3.7259	11.87
Wed	07/05/17	244.55097	1.03124	171	1.8267		x	0.1074	8.90	x		3.7366	11.90
Thu	07/06/17	244.55771	1.03126	172	1.8375		x	0.0966	8.88	x		3.7474	11.92
Fri	07/07/17	244.56445	1.03129	173	1.8482		x	0.0859	8.85	x		3.7581	11.95
Mon	07/10/17	244.58468	1.03138	176	1.8804		x	0.0537	8.76	x		3.7903	12.04
Tue	07/11/17	244.59142	1.03141	177	1.8912		x	0.0429	8.73	x		3.8011	12.07
Wed	07/12/17	244.59816	1.03143	178	1.9019		x	0.0322	8.71	x		3.8118	12.09
Thu	07/13/17	244.60490	1.03146	179	1.9126		x	0.0215	8.68	x		3.8225	12.12
Fri	07/14/17	244.61165	1.03149	180	1.9234		x	0.0107	8.65	x		3.8333	12.15
Sat	07/15/17	244.61839	1.03152	0	0.0000			0.0000	8.62	x	x	3.8440	12.18
Mon	07/17/17	244.63187	1.03158	2	0.0210			-0.0210	8.56	x	x	3.8650	12.24
Tue	07/18/17	244.63861	1.03161	3	0.0315			-0.0315	8.53	x	x	3.8755	12.27
Wed	07/19/17	244.64535	1.03163	4	0.0421			-0.0421	8.51	x	x	3.8861	12.29
Thu	07/20/17	244.65210	1.03166	5	0.0526			-0.0526	8.48	x	x	3.8966	12.32
Fri	07/21/17	244.65884	1.03169	6	0.0631			-0.0631	8.45	x	x	3.9071	12.35
Mon	07/24/17	244.67906	1.03178	9	0.0946			-0.0946	8.36	x	x	3.9386	12.44
Tue	07/25/17	244.68581	1.03180	10	0.1051			-0.1051	8.34	x	x	3.9491	12.46
Wed	07/26/17	244.69255	1.03183	11	0.1157			-0.1157	8.31	x	x	3.9597	12.49
Thu	07/27/17	244.69929	1.03186	12	0.1262			-0.1262	8.28	x	x	3.9702	12.52
Fri	07/28/17	244.70603	1.03189	13	0.1367			-0.1367	8.25	x	x	3.9807	12.55
Mon	07/31/17	244.72626	1.03197	16	0.1683			-0.1683	8.17	x	x	4.0123	12.63
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	08/01/17	244.73300	1.03200	17	0.1788			-0.1788	8.14	x	x	4.0228	12.66
Wed	08/02/17	244.74016	1.03203	18	0.1893			-0.1893	8.11	x	x	4.0333	12.69
Thu	08/03/17	244.74732	1.03206	19	0.1998			-0.1998	8.08	x	x	4.0438	12.72
Fri	08/04/17	244.75448	1.03209	20	0.2103			-0.2103	8.05	x	x	4.0543	12.75
Mon	08/07/17	244.77597	1.03218	23	0.2419			-0.2419	7.96	x	x	4.0859	12.84
Tue	08/08/17	244.78313	1.03221	24	0.2524			-0.2524	7.93	x	x	4.0964	12.87
Wed	08/09/17	244.79029	1.03224	25	0.2630			-0.2630	7.90	x	x	4.1070	12.90
Thu	08/10/17	244.79745	1.03227	26	0.2735			-0.2735	7.87	x	x	4.1175	12.93
Fri	08/11/17	244.80461	1.03231	27	0.2840			-0.2840	7.83	x	x	4.1280	12.97
Mon	08/14/17	244.82610	1.03240	30	0.3156			-0.3156	7.74	x	x	4.1596	13.06
Tue	08/15/17	244.83326	1.03243	31	0.3261			-0.3261	7.71	x	x	4.1701	13.09
Wed	08/16/17	244.84042	1.03246	32	0.3367			-0.3367	7.68	x	x	4.1807	13.12
Thu	08/17/17	244.84758	1.03249	33	0.3472			-0.3472	7.65	x	x	4.1912	13.15
Fri	08/18/17	244.85474	1.03252	34	0.3577			-0.3577	7.62	x	x	4.2017	13.18
Mon	08/21/17	244.87623	1.03261	37	0.3893			-0.3893	7.53	x	x	4.2333	13.27
Tue	08/22/17	244.88339	1.03264	38	0.3999			-0.3999	7.50	x	x	4.2439	13.30
Wed	08/23/17	244.89055	1.03267	39	0.4104			-0.4104	7.47	x	x	4.2544	13.33
Thu	08/24/17	244.89771	1.03270	40	0.4209			-0.4209	7.44	x	x	4.2649	13.36
Fri	08/25/17	244.90487	1.03273	41	0.4315			-0.4315	7.41	x	x	4.2755	13.39
Mon	08/28/17	244.92635	1.03282	44	0.4631			-0.4631	7.32	x	x	4.3071	13.48
Tue	08/29/17	244.93352	1.03285	45	0.4736			-0.4736	7.29	x	x	4.3176	13.51
Wed	08/30/17	244.94068	1.03288	46	0.4842			-0.4842	7.26	x	x	4.3282	13.54
Thu	08/31/17	244.94784	1.03291	47	0.4947			-0.4947	7.23	x	x	4.3387	13.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	09/01/17	244.95500	1.03294	48	0.5052			-0.5052	7.20	x	x	4.3492	13.60
Mon	09/04/17	244.93810	1.03287	51	0.5368			-0.5368	7.27	x	x	4.3808	13.53
Tue	09/05/17	244.93247	1.03284	52	0.5473			-0.5473	7.30	x	x	4.3913	13.50
Wed	09/06/17	244.92683	1.03282	53	0.5578			-0.5578	7.32	x	x	4.4018	13.48
Thu	09/07/17	244.92120	1.03280	54	0.5683			-0.5683	7.34	x	x	4.4123	13.46
Fri	09/08/17	244.91557	1.03277	55	0.5788			-0.5788	7.37	x	x	4.4228	13.43
Mon	09/11/17	244.89867	1.03270	58	0.6104			-0.6104	7.44	x	x	4.4544	13.36
Tue	09/12/17	244.89303	1.03268	59	0.6209			-0.6209	7.46	x	x	4.4649	13.34
Wed	09/13/17	244.88740	1.03265	60	0.6314			-0.6314	7.49	x	x	4.4754	13.31
Thu	09/14/17	244.88177	1.03263	61	0.6419			-0.6419	7.51	x	x	4.4859	13.29
Fri	09/15/17	244.87613	1.03261	62	0.6524			-0.6524	7.53	x	x	4.4964	13.27
Mon	09/18/17	244.85923	1.03254	65	0.6839			-0.6839	7.60	x	x	4.5279	13.20
Tue	09/19/17	244.85360	1.03251	66	0.6944			-0.6944	7.63	x	x	4.5384	13.17
Wed	09/20/17	244.84797	1.03249	67	0.7049			-0.7049	7.65	x	x	4.5489	13.15
Thu	09/21/17	244.84233	1.03246	68	0.7154			-0.7154	7.68	x	x	4.5594	13.12
Fri	09/22/17	244.83670	1.03244	69	0.7259			-0.7259	7.70	x	x	4.5699	13.10
Mon	09/25/17	244.81980	1.03237	72	0.7574			-0.7574	7.77	x	x	4.6014	13.03
Tue	09/26/17	244.81417	1.03235	73	0.7680			-0.7680	7.79	x	x	4.6120	13.01
Wed	09/27/17	244.80853	1.03232	74	0.7784			-0.7784	7.82	x	x	4.6224	12.98
Thu	09/28/17	244.80290	1.03230	75	0.7890			-0.7890	7.84	x	x	4.6330	12.96
Fri	09/29/17	244.79727	1.03227	76	0.7994			-0.7994	7.87	x	x	4.6434	12.93
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	1.03233	79	0.8311			-0.8311	7.81	x	x	4.6751	12.99
Tue	10/03/17	244.83329	1.03243	80	0.8417			-0.8417	7.71	x	x	4.6857	13.09
Wed	10/04/17	244.85694	1.03253	81	0.8523			-0.8523	7.61	x	x	4.6963	13.19
Thu	10/05/17	244.88058	1.03263	82	0.8629			-0.8629	7.51	x	x	4.7069	13.29
Fri	10/06/17	244.90423	1.03273	83	0.8735			-0.8735	7.41	x	x	4.7175	13.39
Mon	10/09/17	244.97516	1.03302	86	0.9053			-0.9053	7.12	x	x	4.7493	13.68
Tue	10/10/17	244.99881	1.03312	87	0.9159			-0.9159	7.02	x	x	4.7599	13.78
Wed	10/11/17	245.02245	1.03322	88	0.9265			-0.9265	6.92	x	x	4.7705	13.88
Thu	10/12/17	245.04610	1.03332	89	0.9371			-0.9371	6.82	x	x	4.7811	13.98
Fri	10/13/17	245.06974	1.03342	90	0.9478			-0.9478	6.72	x	x	4.7918	14.08
Mon	10/16/17	245.14068	1.03372	93	0.9796			-0.9796	6.42	x	x	4.8236	14.38
Tue	10/17/17	245.16432	1.03382	94	0.9903			-0.9903	6.32	x	x	4.8343	14.48
Wed	10/18/17	245.18797	1.03392	95	1.0009			-1.0009	6.22	x	x	4.8449	14.58
Thu	10/19/17	245.21161	1.03402	96	1.0115			-1.0115	6.12	x	x	4.8555	14.68
Fri	10/20/17	245.23526	1.03412	97	1.0222			-1.0222	6.02	x	x	4.8662	14.78
Mon	10/23/17	245.30619	1.03442	100	1.0541			-1.0541	5.72	x	x	4.8981	15.08
Tue	10/24/17	245.32984	1.03452	101	1.0647			-1.0647	5.62	x	x	4.9087	15.18
Wed	10/25/17	245.35348	1.03462	102	1.0754			-1.0754	5.52	x	x	4.9194	15.28
Thu	10/26/17	245.37713	1.03472	103	1.0860			-1.0860	5.42	x	x	4.9300	15.38
Fri	10/27/17	245.40077	1.03482	104	1.0967			-1.0967	5.32	x	x	4.9407	15.48
Mon	10/30/17	245.47171	1.03512	107	1.1286			-1.1286	5.02	x	x	4.9726	15.78
Tue	10/31/17	245.49535	1.03522	108	1.1393			-1.1393	4.92	x	x	4.9833	15.88
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	11/01/17	245.51900	1.03532	109	1.1500			-1.1500	4.82	x	x	4.9940	15.98
Thu	11/02/17	245.56233	1.03550	110	1.1607			-1.1607	4.64	x	x	5.0047	16.16
Fri	11/03/17	245.60567	1.03568	111	1.1715			-1.1715	4.46	x	x	5.0155	16.34
Mon	11/06/17	245.73567	1.03623	114	1.2038			-1.2038	3.91	x	x	5.0478	16.89
Tue	11/07/17	245.77900	1.03641	115	1.2145			-1.2145	3.73	x	x	5.0585	17.07
Wed	11/08/17	245.82233	1.03660	116	1.2253			-1.2253	3.54	x	x	5.0693	17.26
Thu	11/09/17	245.86567	1.03678	117	1.2361			-1.2361	3.36	x	x	5.0801	17.44
Fri	11/10/17	245.90900	1.03696	118	1.2469			-1.2469	3.18	x	x	5.0909	17.62
Mon	11/13/17	246.03900	1.03751	121	1.2793			-1.2793	2.63	x	x	5.1233	18.17
Tue	11/14/17	246.08233	1.03769	122	1.2901			-1.2901	2.45	x	x	5.1341	18.35
Wed	11/15/17	246.12567	1.03788	123	1.3009			-1.3009	2.26	x	x	5.1449	18.54
Thu	11/16/17	246.16900	1.03806	124	1.3117			-1.3117	2.08	x	x	5.1557	18.72
Fri	11/17/17	246.21233	1.03824	125	1.3225			-1.3225	1.90	x	x	5.1665	18.90
Mon	11/20/17	246.34233	1.03879	128	1.3549			-1.3549	1.35	x	x	5.1989	19.45
Tue	11/21/17	246.38567	1.03897	129	1.3658			-1.3658	1.17	x	x	5.2098	19.63
Wed	11/22/17	246.42900	1.03915	130	1.3766			-1.3766	0.99	x	x	5.2206	19.81
Thu	11/23/17	246.47233	1.03934	131	1.3874			-1.3874	0.80	x	x	5.2314	20.00
Fri	11/24/17	246.51567	1.03952	132	1.3983			-1.3983	0.62	x	x	5.2423	20.18
Mon	11/27/17	246.64567	1.04007	135	1.4308			-1.4308	0.07	x	x	5.2748	20.73
Tue	11/28/17	246.68900	1.04025	136	1.4417			-1.4417	-0.11	x	x	5.2857	20.91
Wed	11/29/17	246.73233	1.04043	137	1.4525			-1.4525	-0.29	x	x	5.2965	21.09
Thu	11/30/17	246.77567	1.04062	138	1.4634			-1.4634	-0.48	x	x	5.3074	21.28
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	1.04080	139	1.4742			-1.4742	-0.66	x	x	5.3182	21.46
Mon	12/04/17	246.80390	1.04074	142	1.5060			-1.5060	-0.60	x	x	5.3500	21.40
Tue	12/05/17	246.79887	1.04071	143	1.5165			-1.5165	-0.57	x	x	5.3605	21.37
Wed	12/06/17	246.79384	1.04069	144	1.5271			-1.5271	-0.55	x	x	5.3711	21.35
Thu	12/07/17	246.78881	1.04067	145	1.5377			-1.5377	-0.53	x	x	5.3817	21.33
Fri	12/08/17	246.78377	1.04065	146	1.5482			-1.5482	-0.51	x	x	5.3922	21.31
Mon	12/11/17	246.76868	1.04059	149	1.5800			-1.5800	-0.45	x	x	5.4240	21.25
Tue	12/12/17	246.76365	1.04057	150	1.5905			-1.5905	-0.43	x	x	5.4345	21.23
Wed	12/13/17	246.75861	1.04054	151	1.6011			-1.6011	-0.40	x	x	5.4451	21.20
Thu	12/14/17	246.75358	1.04052	152	1.6117			-1.6117	-0.38	x	x	5.4557	21.18
Fri	12/15/17	246.74855	1.04050	153	1.6222			-1.6222	-0.36	x	x	5.4662	21.16
Mon	12/18/17	246.73345	1.04044	156	1.6540			-1.6540	-0.30	x	x	5.4980	21.10
Tue	12/19/17	246.72842	1.04042	157	1.6645			-1.6645	-0.28	x	x	5.5085	21.08
Wed	12/20/17	246.72339	1.04040	158	1.6751			-1.6751	-0.26	x	x	5.5191	21.06
Thu	12/21/17	246.71835	1.04038	159	1.6857			-1.6857	-0.24	x	x	5.5297	21.04
Fri	12/22/17	246.71332	1.04035	160	1.6962			-1.6962	-0.21	x	x	5.5402	21.01
Mon	12/25/17	246.69823	1.04029	163	1.7279			-1.7279	-0.15	x	x	5.5719	20.95
Tue	12/26/17	246.69319	1.04027	164	1.7385			-1.7385	-0.13	x	x	5.5825	20.93
Wed	12/27/17	246.68816	1.04025	165	1.7491			-1.7491	-0.11	x	x	5.5931	20.91
Thu	12/28/17	246.68313	1.04023	166	1.7596			-1.7596	-0.09	x	x	5.6036	20.89
Fri	12/29/17	246.67810	1.04021	167	1.7702			-1.7702	-0.07	x	x	5.6142	20.87
Mon	01/01/18	246.66300	1.04014

Generated 12/13/17 10:09