0.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2026

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

CUSIP Number	912828N71	Interest 01/15/17 (184 days)	$3.1769
Dated Date	January 15, 2016	Interest 07/15/17 (181 days)	$3.2172
Ref CPI on Dated Date	237.61129	Interest Total	$6.3941
Original Issue Date	January 29, 2016	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	1.01733	170	2.9373	x	x	3.4568	20.76			2.9373	0.00
Mon	01/02/17	241.71687	1.01728	171	2.9544	x	x	3.4397	20.81			2.9544	-0.05
Tue	01/03/17	241.70474	1.01723	172	2.9715	x	x	3.4226	20.86			2.9715	-0.10
Wed	01/04/17	241.69261	1.01718	173	2.9887	x	x	3.4054	20.91			2.9887	-0.15
Thu	01/05/17	241.68048	1.01713	174	3.0058	x	x	3.3883	20.96			3.0058	-0.20
Fri	01/06/17	241.66835	1.01707	175	3.0229	x	x	3.3712	21.02			3.0229	-0.26
Mon	01/09/17	241.63197	1.01692	178	3.0742	x	x	3.3199	21.17			3.0742	-0.41
Tue	01/10/17	241.61984	1.01687	179	3.0914	x	x	3.3027	21.22			3.0914	-0.46
Wed	01/11/17	241.60771	1.01682	180	3.1085	x	x	3.2856	21.27			3.1085	-0.51
Thu	01/12/17	241.59558	1.01677	181	3.1256	x	x	3.2685	21.32			3.1256	-0.56
Fri	01/13/17	241.58345	1.01672	182	3.1427	x	x	3.2514	21.37			3.1427	-0.61
Sun	01/15/17	241.55919	1.01661	0	0.0000		x	3.2172	21.48	x		3.1769	-0.72
Mon	01/16/17	241.54706	1.01656	1	0.0176		x	3.1996	21.53	x		3.1945	-0.77
Tue	01/17/17	241.53494	1.01651	2	0.0351		x	3.1821	21.58	x		3.2120	-0.82
Wed	01/18/17	241.52281	1.01646	3	0.0526		x	3.1646	21.63	x		3.2295	-0.87
Thu	01/19/17	241.51068	1.01641	4	0.0702		x	3.1470	21.68	x		3.2471	-0.92
Fri	01/20/17	241.49855	1.01636	5	0.0877		x	3.1295	21.73	x		3.2646	-0.97
Mon	01/23/17	241.46216	1.01621	8	0.1404		x	3.0768	21.88	x		3.3173	-1.12
Tue	01/24/17	241.45003	1.01616	9	0.1579		x	3.0593	21.93	x		3.3348	-1.17
Wed	01/25/17	241.43790	1.01610	10	0.1754		x	3.0418	21.99	x		3.3523	-1.23
Thu	01/26/17	241.42577	1.01605	11	0.1930		x	3.0242	22.04	x		3.3699	-1.28
Fri	01/27/17	241.41365	1.01600	12	0.2105		x	3.0067	22.09	x		3.3874	-1.33
Mon	01/30/17	241.37726	1.01585	15	0.2631		x	2.9541	22.24	x		3.4400	-1.48
Tue	01/31/17	241.36513	1.01580	16	0.2806		x	2.9366	22.29	x		3.4575	-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	1.01575	17	0.2981		x	2.9191	22.34	x		3.4750	-1.58
Thu	02/02/17	241.35582	1.01576	18	0.3157		x	2.9015	22.33	x		3.4926	-1.57
Fri	02/03/17	241.35864	1.01577	19	0.3332		x	2.8840	22.32	x		3.5101	-1.56
Mon	02/06/17	241.36711	1.01581	22	0.3858		x	2.8314	22.28	x		3.5627	-1.52
Tue	02/07/17	241.36993	1.01582	23	0.4034		x	2.8138	22.27	x		3.5803	-1.51
Wed	02/08/17	241.37275	1.01583	24	0.4209		x	2.7963	22.26	x		3.5978	-1.50
Thu	02/09/17	241.37557	1.01584	25	0.4385		x	2.7787	22.25	x		3.6154	-1.49
Fri	02/10/17	241.37839	1.01585	26	0.4560		x	2.7612	22.24	x		3.6329	-1.48
Mon	02/13/17	241.38686	1.01589	29	0.5086		x	2.7086	22.20	x		3.6855	-1.44
Tue	02/14/17	241.38968	1.01590	30	0.5262		x	2.6910	22.19	x		3.7031	-1.43
Wed	02/15/17	241.39250	1.01591	31	0.5437		x	2.6735	22.18	x		3.7206	-1.42
Thu	02/16/17	241.39532	1.01593	32	0.5613		x	2.6559	22.16	x		3.7382	-1.40
Fri	02/17/17	241.39814	1.01594	33	0.5788		x	2.6384	22.15	x		3.7557	-1.39
Mon	02/20/17	241.40661	1.01597	36	0.6315		x	2.5857	22.12	x		3.8084	-1.36
Tue	02/21/17	241.40943	1.01598	37	0.6490		x	2.5682	22.11	x		3.8259	-1.35
Wed	02/22/17	241.41225	1.01600	38	0.6666		x	2.5506	22.09	x		3.8435	-1.33
Thu	02/23/17	241.41507	1.01601	39	0.6841		x	2.5331	22.08	x		3.8610	-1.32
Fri	02/24/17	241.41789	1.01602	40	0.7017		x	2.5155	22.07	x		3.8786	-1.31
Mon	02/27/17	241.42636	1.01606	43	0.7543		x	2.4629	22.03	x		3.9312	-1.27
Tue	02/28/17	241.42918	1.01607	44	0.7719		x	2.4453	22.02	x		3.9488	-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	1.01608	45	0.7894		x	2.4278	22.01	x		3.9663	-1.25
Thu	03/02/17	241.47739	1.01627	46	0.8071		x	2.4101	21.82	x		3.9840	-1.06
Fri	03/03/17	241.52277	1.01646	47	0.8248		x	2.3924	21.63	x		4.0017	-0.87
Mon	03/06/17	241.65894	1.01703	50	0.8780		x	2.3392	21.06	x		4.0549	-0.30
Tue	03/07/17	241.70432	1.01723	51	0.8957		x	2.3215	20.86	x		4.0726	-0.10
Wed	03/08/17	241.74971	1.01742	52	0.9134		x	2.3038	20.67	x		4.0903	0.09
Thu	03/09/17	241.79510	1.01761	53	0.9312		x	2.2860	20.48	x		4.1081	0.28
Fri	03/10/17	241.84048	1.01780	54	0.9489		x	2.2683	20.29	x		4.1258	0.47
Mon	03/13/17	241.97665	1.01837	57	1.0022		x	2.2150	19.72	x		4.1791	1.04
Tue	03/14/17	242.02203	1.01856	58	1.0200		x	2.1972	19.53	x		4.1969	1.23
Wed	03/15/17	242.06742	1.01875	59	1.0377		x	2.1795	19.34	x		4.2146	1.42
Thu	03/16/17	242.11281	1.01894	60	1.0555		x	2.1617	19.15	x		4.2324	1.61
Fri	03/17/17	242.15819	1.01914	61	1.0733		x	2.1439	18.95	x		4.2502	1.81
Mon	03/20/17	242.29435	1.01971	64	1.1268		x	2.0904	18.38	x		4.3037	2.38
Tue	03/21/17	242.33974	1.01990	65	1.1446		x	2.0726	18.19	x		4.3215	2.57
Wed	03/22/17	242.38513	1.02009	66	1.1624		x	2.0548	18.00	x		4.3393	2.76
Thu	03/23/17	242.43052	1.02028	67	1.1802		x	2.0370	17.81	x		4.3571	2.95
Fri	03/24/17	242.47590	1.02047	68	1.1981		x	2.0191	17.62	x		4.3750	3.14
Mon	03/27/17	242.61206	1.02105	71	1.2516		x	1.9656	17.04	x		4.4285	3.72
Tue	03/28/17	242.65745	1.02124	72	1.2695		x	1.9477	16.85	x		4.4464	3.91
Wed	03/29/17	242.70284	1.02143	73	1.2874		x	1.9298	16.66	x		4.4643	4.10
Thu	03/30/17	242.74823	1.02162	74	1.3052		x	1.9120	16.47	x		4.4821	4.29
Fri	03/31/17	242.79361	1.02181	75	1.3231		x	1.8941	16.28	x		4.5000	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	1.02222	78	1.3766		x	1.8406	15.87	x		4.5535	4.89
Tue	04/04/17	242.91540	1.02232	79	1.3944		x	1.8228	15.77	x		4.5713	4.99
Wed	04/05/17	242.94087	1.02243	80	1.4122		x	1.8050	15.66	x		4.5891	5.10
Thu	04/06/17	242.96633	1.02254	81	1.4300		x	1.7872	15.55	x		4.6069	5.21
Fri	04/07/17	242.99180	1.02264	82	1.4478		x	1.7694	15.45	x		4.6247	5.31
Mon	04/10/17	243.06820	1.02297	85	1.5013		x	1.7159	15.12	x		4.6782	5.64
Tue	04/11/17	243.09367	1.02307	86	1.5191		x	1.6981	15.02	x		4.6960	5.74
Wed	04/12/17	243.11913	1.02318	87	1.5369		x	1.6803	14.91	x		4.7138	5.85
Thu	04/13/17	243.14460	1.02329	88	1.5547		x	1.6625	14.80	x		4.7316	5.96
Fri	04/14/17	243.17007	1.02339	89	1.5725		x	1.6447	14.70	x		4.7494	6.06
Mon	04/17/17	243.24647	1.02372	92	1.6261		x	1.5911	14.37	x		4.8030	6.39
Tue	04/18/17	243.27193	1.02382	93	1.6439		x	1.5733	14.27	x		4.8208	6.49
Wed	04/19/17	243.29740	1.02393	94	1.6618		x	1.5554	14.16	x		4.8387	6.60
Thu	04/20/17	243.32287	1.02404	95	1.6796		x	1.5376	14.05	x		4.8565	6.71
Fri	04/21/17	243.34833	1.02414	96	1.6975		x	1.5197	13.95	x		4.8744	6.81
Mon	04/24/17	243.42473	1.02447	99	1.7511		x	1.4661	13.62	x		4.9280	7.14
Tue	04/25/17	243.45020	1.02457	100	1.7689		x	1.4483	13.52	x		4.9458	7.24
Wed	04/26/17	243.47567	1.02468	101	1.7868		x	1.4304	13.41	x		4.9637	7.35
Thu	04/27/17	243.50113	1.02479	102	1.8047		x	1.4125	13.30	x		4.9816	7.46
Fri	04/28/17	243.52660	1.02489	103	1.8226		x	1.3946	13.20	x		4.9995	7.56
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/01/17	243.60300	1.02522	106	1.8763		x	1.3409	12.87	x		5.0532	7.89
Tue	05/02/17	243.60939	1.02524	107	1.8940		x	1.3232	12.85	x		5.0709	7.91
Wed	05/03/17	243.61577	1.02527	108	1.9118		x	1.3054	12.82	x		5.0887	7.94
Thu	05/04/17	243.62216	1.02530	109	1.9295		x	1.2877	12.79	x		5.1064	7.97
Fri	05/05/17	243.62855	1.02532	110	1.9473		x	1.2699	12.77	x		5.1242	7.99
Mon	05/08/17	243.64771	1.02540	113	2.0005		x	1.2167	12.69	x		5.1774	8.07
Tue	05/09/17	243.65410	1.02543	114	2.0183		x	1.1989	12.66	x		5.1952	8.10
Wed	05/10/17	243.66048	1.02546	115	2.0360		x	1.1812	12.63	x		5.2129	8.13
Thu	05/11/17	243.66687	1.02549	116	2.0538		x	1.1634	12.60	x		5.2307	8.16
Fri	05/12/17	243.67326	1.02551	117	2.0716		x	1.1456	12.58	x		5.2485	8.18
Mon	05/15/17	243.69242	1.02559	120	2.1248		x	1.0924	12.50	x		5.3017	8.26
Tue	05/16/17	243.69881	1.02562	121	2.1426		x	1.0746	12.47	x		5.3195	8.29
Wed	05/17/17	243.70519	1.02565	122	2.1604		x	1.0568	12.44	x		5.3373	8.32
Thu	05/18/17	243.71158	1.02567	123	2.1781		x	1.0391	12.42	x		5.3550	8.34
Fri	05/19/17	243.71797	1.02570	124	2.1959		x	1.0213	12.39	x		5.3728	8.37
Mon	05/22/17	243.73713	1.02578	127	2.2492		x	0.9680	12.31	x		5.4261	8.45
Tue	05/23/17	243.74352	1.02581	128	2.2670		x	0.9502	12.28	x		5.4439	8.48
Wed	05/24/17	243.74990	1.02583	129	2.2847		x	0.9325	12.26	x		5.4616	8.50
Thu	05/25/17	243.75629	1.02586	130	2.3025		x	0.9147	12.23	x		5.4794	8.53
Fri	05/26/17	243.76268	1.02589	131	2.3203		x	0.8969	12.20	x		5.4972	8.56
Mon	05/29/17	243.78184	1.02597	134	2.3736		x	0.8436	12.12	x		5.5505	8.64
Tue	05/30/17	243.78823	1.02600	135	2.3914		x	0.8258	12.09	x		5.5683	8.67
Wed	05/31/17	243.79461	1.02602	136	2.4092		x	0.8080	12.07	x		5.5861	8.69
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	06/01/17	243.80100	1.02605	137	2.4269		x	0.7903	12.04	x		5.6038	8.72
Fri	06/02/17	243.82510	1.02615	138	2.4449		x	0.7723	11.94	x		5.6218	8.82
Mon	06/05/17	243.89740	1.02646	141	2.4988		x	0.7184	11.63	x		5.6757	9.13
Tue	06/06/17	243.92150	1.02656	142	2.5168		x	0.7004	11.53	x		5.6937	9.23
Wed	06/07/17	243.94560	1.02666	143	2.5347		x	0.6825	11.43	x		5.7116	9.33
Thu	06/08/17	243.96970	1.02676	144	2.5527		x	0.6645	11.33	x		5.7296	9.43
Fri	06/09/17	243.99380	1.02686	145	2.5707		x	0.6465	11.23	x		5.7476	9.53
Mon	06/12/17	244.06610	1.02717	148	2.6247		x	0.5925	10.92	x		5.8016	9.84
Tue	06/13/17	244.09020	1.02727	149	2.6427		x	0.5745	10.82	x		5.8196	9.94
Wed	06/14/17	244.11430	1.02737	150	2.6607		x	0.5565	10.72	x		5.8376	10.04
Thu	06/15/17	244.13840	1.02747	151	2.6787		x	0.5385	10.62	x		5.8556	10.14
Fri	06/16/17	244.16250	1.02757	152	2.6967		x	0.5205	10.52	x		5.8736	10.24
Mon	06/19/17	244.23480	1.02788	155	2.7507		x	0.4665	10.21	x		5.9276	10.55
Tue	06/20/17	244.25890	1.02798	156	2.7687		x	0.4485	10.11	x		5.9456	10.65
Wed	06/21/17	244.28300	1.02808	157	2.7868		x	0.4304	10.01	x		5.9637	10.75
Thu	06/22/17	244.30710	1.02818	158	2.8048		x	0.4124	9.91	x		5.9817	10.85
Fri	06/23/17	244.33120	1.02828	159	2.8228		x	0.3944	9.81	x		5.9997	10.95
Mon	06/26/17	244.40350	1.02859	162	2.8769		x	0.3403	9.50	x		6.0538	11.26
Tue	06/27/17	244.42760	1.02869	163	2.8950		x	0.3222	9.40	x		6.0719	11.36
Wed	06/28/17	244.45170	1.02879	164	2.9130		x	0.3042	9.30	x		6.0899	11.46
Thu	06/29/17	244.47580	1.02889	165	2.9311		x	0.2861	9.20	x		6.1080	11.56
Fri	06/30/17	244.49990	1.02899	166	2.9491		x	0.2681	9.10	x		6.1260	11.66
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/03/17	244.53748	1.02915	169	3.0029		x	0.2143	8.94	x		6.1798	11.82
Tue	07/04/17	244.54423	1.02918	170	3.0207		x	0.1965	8.91	x		6.1976	11.85
Wed	07/05/17	244.55097	1.02921	171	3.0386		x	0.1786	8.88	x		6.2155	11.88
Thu	07/06/17	244.55771	1.02923	172	3.0564		x	0.1608	8.86	x		6.2333	11.90
Fri	07/07/17	244.56445	1.02926	173	3.0743		x	0.1429	8.83	x		6.2512	11.93
Mon	07/10/17	244.58468	1.02935	176	3.1279		x	0.0893	8.74	x		6.3048	12.02
Tue	07/11/17	244.59142	1.02938	177	3.1457		x	0.0715	8.71	x		6.3226	12.05
Wed	07/12/17	244.59816	1.02940	178	3.1636		x	0.0536	8.69	x		6.3405	12.07
Thu	07/13/17	244.60490	1.02943	179	3.1814		x	0.0358	8.66	x		6.3583	12.10
Fri	07/14/17	244.61165	1.02946	180	3.1993		x	0.0179	8.63	x		6.3762	12.13
Sat	07/15/17	244.61839	1.02949	0	0.0000			0.0000	8.60	x	x	6.3941	12.16
Mon	07/17/17	244.63187	1.02955	2	0.0350			-0.0350	8.54	x	x	6.4291	12.22
Tue	07/18/17	244.63861	1.02957	3	0.0525			-0.0525	8.52	x	x	6.4466	12.24
Wed	07/19/17	244.64535	1.02960	4	0.0699			-0.0699	8.49	x	x	6.4640	12.27
Thu	07/20/17	244.65210	1.02963	5	0.0874			-0.0874	8.46	x	x	6.4815	12.30
Fri	07/21/17	244.65884	1.02966	6	0.1049			-0.1049	8.43	x	x	6.4990	12.33
Mon	07/24/17	244.67906	1.02975	9	0.1574			-0.1574	8.34	x	x	6.5515	12.42
Tue	07/25/17	244.68581	1.02977	10	0.1749			-0.1749	8.32	x	x	6.5690	12.44
Wed	07/26/17	244.69255	1.02980	11	0.1924			-0.1924	8.29	x	x	6.5865	12.47
Thu	07/27/17	244.69929	1.02983	12	0.2099			-0.2099	8.26	x	x	6.6040	12.50
Fri	07/28/17	244.70603	1.02986	13	0.2274			-0.2274	8.23	x	x	6.6215	12.53
Mon	07/31/17	244.72626	1.02994	16	0.2799			-0.2799	8.15	x	x	6.6740	12.61
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	08/01/17	244.73300	1.02997	17	0.2974			-0.2974	8.12	x	x	6.6915	12.64
Wed	08/02/17	244.74016	1.03000	18	0.3149			-0.3149	8.09	x	x	6.7090	12.67
Thu	08/03/17	244.74732	1.03003	19	0.3324			-0.3324	8.06	x	x	6.7265	12.70
Fri	08/04/17	244.75448	1.03006	20	0.3499			-0.3499	8.03	x	x	6.7440	12.73
Mon	08/07/17	244.77597	1.03015	23	0.4024			-0.4024	7.94	x	x	6.7965	12.82
Tue	08/08/17	244.78313	1.03018	24	0.4199			-0.4199	7.91	x	x	6.8140	12.85
Wed	08/09/17	244.79029	1.03021	25	0.4374			-0.4374	7.88	x	x	6.8315	12.88
Thu	08/10/17	244.79745	1.03024	26	0.4549			-0.4549	7.85	x	x	6.8490	12.91
Fri	08/11/17	244.80461	1.03027	27	0.4724			-0.4724	7.82	x	x	6.8665	12.94
Mon	08/14/17	244.82610	1.03036	30	0.5250			-0.5250	7.73	x	x	6.9191	13.03
Tue	08/15/17	244.83326	1.03039	31	0.5425			-0.5425	7.70	x	x	6.9366	13.06
Wed	08/16/17	244.84042	1.03042	32	0.5600			-0.5600	7.67	x	x	6.9541	13.09
Thu	08/17/17	244.84758	1.03045	33	0.5775			-0.5775	7.64	x	x	6.9716	13.12
Fri	08/18/17	244.85474	1.03048	34	0.5950			-0.5950	7.61	x	x	6.9891	13.15
Mon	08/21/17	244.87623	1.03057	37	0.6476			-0.6476	7.52	x	x	7.0417	13.24
Tue	08/22/17	244.88339	1.03061	38	0.6651			-0.6651	7.48	x	x	7.0592	13.28
Wed	08/23/17	244.89055	1.03064	39	0.6827			-0.6827	7.45	x	x	7.0768	13.31
Thu	08/24/17	244.89771	1.03067	40	0.7002			-0.7002	7.42	x	x	7.0943	13.34
Fri	08/25/17	244.90487	1.03070	41	0.7177			-0.7177	7.39	x	x	7.1118	13.37
Mon	08/28/17	244.92635	1.03079	44	0.7703			-0.7703	7.30	x	x	7.1644	13.46
Tue	08/29/17	244.93352	1.03082	45	0.7878			-0.7878	7.27	x	x	7.1819	13.49
Wed	08/30/17	244.94068	1.03085	46	0.8054			-0.8054	7.24	x	x	7.1995	13.52
Thu	08/31/17	244.94784	1.03088	47	0.8229			-0.8229	7.21	x	x	7.2170	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	1.03091	48	0.8404			-0.8404	7.18	x	x	7.2345	13.58
Mon	09/04/17	244.93810	1.03084	51	0.8929			-0.8929	7.25	x	x	7.2870	13.51
Tue	09/05/17	244.93247	1.03081	52	0.9104			-0.9104	7.28	x	x	7.3045	13.48
Wed	09/06/17	244.92683	1.03079	53	0.9279			-0.9279	7.30	x	x	7.3220	13.46
Thu	09/07/17	244.92120	1.03076	54	0.9453			-0.9453	7.33	x	x	7.3394	13.43
Fri	09/08/17	244.91557	1.03074	55	0.9628			-0.9628	7.35	x	x	7.3569	13.41
Mon	09/11/17	244.89867	1.03067	58	1.0153			-1.0153	7.42	x	x	7.4094	13.34
Tue	09/12/17	244.89303	1.03065	59	1.0328			-1.0328	7.44	x	x	7.4269	13.32
Wed	09/13/17	244.88740	1.03062	60	1.0502			-1.0502	7.47	x	x	7.4443	13.29
Thu	09/14/17	244.88177	1.03060	61	1.0677			-1.0677	7.49	x	x	7.4618	13.27
Fri	09/15/17	244.87613	1.03057	62	1.0852			-1.0852	7.52	x	x	7.4793	13.24
Mon	09/18/17	244.85923	1.03050	65	1.1376			-1.1376	7.59	x	x	7.5317	13.17
Tue	09/19/17	244.85360	1.03048	66	1.1551			-1.1551	7.61	x	x	7.5492	13.15
Wed	09/20/17	244.84797	1.03046	67	1.1726			-1.1726	7.63	x	x	7.5667	13.13
Thu	09/21/17	244.84233	1.03043	68	1.1900			-1.1900	7.66	x	x	7.5841	13.10
Fri	09/22/17	244.83670	1.03041	69	1.2075			-1.2075	7.68	x	x	7.6016	13.08
Mon	09/25/17	244.81980	1.03034	72	1.2599			-1.2599	7.75	x	x	7.6540	13.01
Tue	09/26/17	244.81417	1.03031	73	1.2774			-1.2774	7.78	x	x	7.6715	12.98
Wed	09/27/17	244.80853	1.03029	74	1.2949			-1.2949	7.80	x	x	7.6890	12.96
Thu	09/28/17	244.80290	1.03027	75	1.3123			-1.3123	7.82	x	x	7.7064	12.94
Fri	09/29/17	244.79727	1.03024	76	1.3298			-1.3298	7.85	x	x	7.7239	12.91
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	10/02/17	244.80965	1.03029	79	1.3824			-1.3824	7.80	x	x	7.7765	12.96
Tue	10/03/17	244.83329	1.03039	80	1.4000			-1.4000	7.70	x	x	7.7941	13.06
Wed	10/04/17	244.85694	1.03049	81	1.4176			-1.4176	7.60	x	x	7.8117	13.16
Thu	10/05/17	244.88058	1.03059	82	1.4353			-1.4353	7.50	x	x	7.8294	13.26
Fri	10/06/17	244.90423	1.03069	83	1.4529			-1.4529	7.40	x	x	7.8470	13.36
Mon	10/09/17	244.97516	1.03099	86	1.5059			-1.5059	7.10	x	x	7.9000	13.66
Tue	10/10/17	244.99881	1.03109	87	1.5235			-1.5235	7.00	x	x	7.9176	13.76
Wed	10/11/17	245.02245	1.03119	88	1.5412			-1.5412	6.90	x	x	7.9353	13.86
Thu	10/12/17	245.04610	1.03129	89	1.5588			-1.5588	6.80	x	x	7.9529	13.96
Fri	10/13/17	245.06974	1.03139	90	1.5765			-1.5765	6.70	x	x	7.9706	14.06
Mon	10/16/17	245.14068	1.03169	93	1.6295			-1.6295	6.40	x	x	8.0236	14.36
Tue	10/17/17	245.16432	1.03179	94	1.6472			-1.6472	6.30	x	x	8.0413	14.46
Wed	10/18/17	245.18797	1.03189	95	1.6649			-1.6649	6.20	x	x	8.0590	14.56
Thu	10/19/17	245.21161	1.03199	96	1.6826			-1.6826	6.10	x	x	8.0767	14.66
Fri	10/20/17	245.23526	1.03209	97	1.7003			-1.7003	6.00	x	x	8.0944	14.76
Mon	10/23/17	245.30619	1.03238	100	1.7534			-1.7534	5.71	x	x	8.1475	15.05
Tue	10/24/17	245.32984	1.03248	101	1.7711			-1.7711	5.61	x	x	8.1652	15.15
Wed	10/25/17	245.35348	1.03258	102	1.7888			-1.7888	5.51	x	x	8.1829	15.25
Thu	10/26/17	245.37713	1.03268	103	1.8065			-1.8065	5.41	x	x	8.2006	15.35
Fri	10/27/17	245.40077	1.03278	104	1.8242			-1.8242	5.31	x	x	8.2183	15.45
Mon	10/30/17	245.47171	1.03308	107	1.8774			-1.8774	5.01	x	x	8.2715	15.75
Tue	10/31/17	245.49535	1.03318	108	1.8951			-1.8951	4.91	x	x	8.2892	15.85
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	1.03328	109	1.9128			-1.9128	4.81	x	x	8.3069	15.95
Thu	11/02/17	245.56233	1.03346	110	1.9307			-1.9307	4.63	x	x	8.3248	16.13
Fri	11/03/17	245.60567	1.03364	111	1.9486			-1.9486	4.45	x	x	8.3427	16.31
Mon	11/06/17	245.73567	1.03419	114	2.0023			-2.0023	3.90	x	x	8.3964	16.86
Tue	11/07/17	245.77900	1.03437	115	2.0203			-2.0203	3.72	x	x	8.4144	17.04
Wed	11/08/17	245.82233	1.03456	116	2.0382			-2.0382	3.53	x	x	8.4323	17.23
Thu	11/09/17	245.86567	1.03474	117	2.0561			-2.0561	3.35	x	x	8.4502	17.41
Fri	11/10/17	245.90900	1.03492	118	2.0741			-2.0741	3.17	x	x	8.4682	17.59
Mon	11/13/17	246.03900	1.03547	121	2.1279			-2.1279	2.62	x	x	8.5220	18.14
Tue	11/14/17	246.08233	1.03565	122	2.1459			-2.1459	2.44	x	x	8.5400	18.32
Wed	11/15/17	246.12567	1.03583	123	2.1638			-2.1638	2.26	x	x	8.5579	18.50
Thu	11/16/17	246.16900	1.03602	124	2.1818			-2.1818	2.07	x	x	8.5759	18.69
Fri	11/17/17	246.21233	1.03620	125	2.1998			-2.1998	1.89	x	x	8.5939	18.87
Mon	11/20/17	246.34233	1.03675	128	2.2538			-2.2538	1.34	x	x	8.6479	19.42
Tue	11/21/17	246.38567	1.03693	129	2.2718			-2.2718	1.16	x	x	8.6659	19.60
Wed	11/22/17	246.42900	1.03711	130	2.2898			-2.2898	0.98	x	x	8.6839	19.78
Thu	11/23/17	246.47233	1.03729	131	2.3078			-2.3078	0.80	x	x	8.7019	19.96
Fri	11/24/17	246.51567	1.03747	132	2.3258			-2.3258	0.62	x	x	8.7199	20.14
Mon	11/27/17	246.64567	1.03802	135	2.3800			-2.3800	0.07	x	x	8.7741	20.69
Tue	11/28/17	246.68900	1.03820	136	2.3980			-2.3980	-0.11	x	x	8.7921	20.87
Wed	11/29/17	246.73233	1.03839	137	2.4161			-2.4161	-0.30	x	x	8.8102	21.06
Thu	11/30/17	246.77567	1.03857	138	2.4341			-2.4341	-0.48	x	x	8.8282	21.24
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	1.03875	139	2.4522			-2.4522	-0.66	x	x	8.8463	21.42
Mon	12/04/17	246.80390	1.03869	142	2.5050			-2.5050	-0.60	x	x	8.8991	21.36
Tue	12/05/17	246.79887	1.03867	143	2.5226			-2.5226	-0.58	x	x	8.9167	21.34
Wed	12/06/17	246.79384	1.03865	144	2.5402			-2.5402	-0.56	x	x	8.9343	21.32
Thu	12/07/17	246.78881	1.03862	145	2.5577			-2.5577	-0.53	x	x	8.9518	21.29
Fri	12/08/17	246.78377	1.03860	146	2.5753			-2.5753	-0.51	x	x	8.9694	21.27
Mon	12/11/17	246.76868	1.03854	149	2.6281			-2.6281	-0.45	x	x	9.0222	21.21
Tue	12/12/17	246.76365	1.03852	150	2.6457			-2.6457	-0.43	x	x	9.0398	21.19
Wed	12/13/17	246.75861	1.03850	151	2.6633			-2.6633	-0.41	x	x	9.0574	21.17
Thu	12/14/17	246.75358	1.03848	152	2.6809			-2.6809	-0.39	x	x	9.0750	21.15
Fri	12/15/17	246.74855	1.03845	153	2.6984			-2.6984	-0.36	x	x	9.0925	21.12
Mon	12/18/17	246.73345	1.03839	156	2.7512			-2.7512	-0.30	x	x	9.1453	21.06
Tue	12/19/17	246.72842	1.03837	157	2.7688			-2.7688	-0.28	x	x	9.1629	21.04
Wed	12/20/17	246.72339	1.03835	158	2.7863			-2.7863	-0.26	x	x	9.1804	21.02
Thu	12/21/17	246.71835	1.03833	159	2.8039			-2.8039	-0.24	x	x	9.1980	21.00
Fri	12/22/17	246.71332	1.03831	160	2.8215			-2.8215	-0.22	x	x	9.2156	20.98
Mon	12/25/17	246.69823	1.03824	163	2.8742			-2.8742	-0.15	x	x	9.2683	20.91
Tue	12/26/17	246.69319	1.03822	164	2.8918			-2.8918	-0.13	x	x	9.2859	20.89
Wed	12/27/17	246.68816	1.03820	165	2.9094			-2.9094	-0.11	x	x	9.3035	20.87
Thu	12/28/17	246.68313	1.03818	166	2.9269			-2.9269	-0.09	x	x	9.3210	20.85
Fri	12/29/17	246.67810	1.03816	167	2.9445			-2.9445	-0.07	x	x	9.3386	20.83
Mon	01/01/18	246.66300	1.03809

Generated 12/13/17 10:09