1% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2046

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

CUSIP Number	912810RR1	Interest 02/15/17 (184 days)	$5.0939
Dated Date	February 15, 2016	Interest 08/15/17 (181 days)	$5.1665
Ref CPI on Dated Date	236.94448	Interest Total	$10.2604
Original Issue Date	February 29, 2016	Interest 02/15/18 (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	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Sun	01/01/17	241.72900	1.02019	139	3.8534	x	x	6.4070	20.83			3.8534	0.00
Mon	01/02/17	241.71687	1.02014	140	3.8810	x	x	6.3794	20.88			3.8810	-0.05
Tue	01/03/17	241.70474	1.02009	141	3.9085	x	x	6.3519	20.93			3.9085	-0.10
Wed	01/04/17	241.69261	1.02004	142	3.9360	x	x	6.3244	20.98			3.9360	-0.15
Thu	01/05/17	241.68048	1.01999	143	3.9635	x	x	6.2969	21.03			3.9635	-0.20
Fri	01/06/17	241.66835	1.01994	144	3.9911	x	x	6.2693	21.08			3.9911	-0.25
Mon	01/09/17	241.63197	1.01978	147	4.0736	x	x	6.1868	21.24			4.0736	-0.41
Tue	01/10/17	241.61984	1.01973	148	4.1011	x	x	6.1593	21.29			4.1011	-0.46
Wed	01/11/17	241.60771	1.01968	149	4.1286	x	x	6.1318	21.34			4.1286	-0.51
Thu	01/12/17	241.59558	1.01963	150	4.1561	x	x	6.1043	21.39			4.1561	-0.56
Fri	01/13/17	241.58345	1.01958	151	4.1836	x	x	6.0768	21.44			4.1836	-0.61
Mon	01/16/17	241.54706	1.01942	154	4.2661	x	x	5.9943	21.60			4.2661	-0.77
Tue	01/17/17	241.53494	1.01937	155	4.2935	x	x	5.9669	21.65			4.2935	-0.82
Wed	01/18/17	241.52281	1.01932	156	4.3210	x	x	5.9394	21.70			4.3210	-0.87
Thu	01/19/17	241.51068	1.01927	157	4.3485	x	x	5.9119	21.75			4.3485	-0.92
Fri	01/20/17	241.49855	1.01922	158	4.3760	x	x	5.8844	21.80			4.3760	-0.97
Mon	01/23/17	241.46216	1.01907	161	4.4584	x	x	5.8020	21.95			4.4584	-1.12
Tue	01/24/17	241.45003	1.01902	162	4.4859	x	x	5.7745	22.00			4.4859	-1.17
Wed	01/25/17	241.43790	1.01896	163	4.5133	x	x	5.7471	22.06			4.5133	-1.23
Thu	01/26/17	241.42577	1.01891	164	4.5408	x	x	5.7196	22.11			4.5408	-1.28
Fri	01/27/17	241.41365	1.01886	165	4.5683	x	x	5.6921	22.16			4.5683	-1.33
Mon	01/30/17	241.37726	1.01871	168	4.6506	x	x	5.6098	22.31			4.6506	-1.48
Tue	01/31/17	241.36513	1.01866	169	4.6781	x	x	5.5823	22.36			4.6781	-1.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	02/01/17	241.35300	1.01861	170	4.7055	x	x	5.5549	22.41			4.7055	-1.58
Thu	02/02/17	241.35582	1.01862	171	4.7333	x	x	5.5271	22.40			4.7333	-1.57
Fri	02/03/17	241.35864	1.01863	172	4.7610	x	x	5.4994	22.39			4.7610	-1.56
Mon	02/06/17	241.36711	1.01867	175	4.8442	x	x	5.4162	22.35			4.8442	-1.52
Tue	02/07/17	241.36993	1.01868	176	4.8719	x	x	5.3885	22.34			4.8719	-1.51
Wed	02/08/17	241.37275	1.01869	177	4.8997	x	x	5.3607	22.33			4.8997	-1.50
Thu	02/09/17	241.37557	1.01870	178	4.9274	x	x	5.3330	22.32			4.9274	-1.49
Fri	02/10/17	241.37839	1.01871	179	4.9551	x	x	5.3053	22.31			4.9551	-1.48
Mon	02/13/17	241.38686	1.01875	182	5.0384	x	x	5.2220	22.27			5.0384	-1.44
Tue	02/14/17	241.38968	1.01876	183	5.0661	x	x	5.1943	22.26			5.0661	-1.43
Wed	02/15/17	241.39250	1.01877	0	0.0000		x	5.1665	22.25	x		5.0939	-1.42
Thu	02/16/17	241.39532	1.01878	1	0.0281		x	5.1384	22.24	x		5.1220	-1.41
Fri	02/17/17	241.39814	1.01880	2	0.0563		x	5.1102	22.22	x		5.1502	-1.39
Mon	02/20/17	241.40661	1.01883	5	0.1407		x	5.0258	22.19	x		5.2346	-1.36
Tue	02/21/17	241.40943	1.01884	6	0.1689		x	4.9976	22.18	x		5.2628	-1.35
Wed	02/22/17	241.41225	1.01886	7	0.1970		x	4.9695	22.16	x		5.2909	-1.33
Thu	02/23/17	241.41507	1.01887	8	0.2252		x	4.9413	22.15	x		5.3191	-1.32
Fri	02/24/17	241.41789	1.01888	9	0.2533		x	4.9132	22.14	x		5.3472	-1.31
Mon	02/27/17	241.42636	1.01892	12	0.3378		x	4.8287	22.10	x		5.4317	-1.27
Tue	02/28/17	241.42918	1.01893	13	0.3659		x	4.8006	22.09	x		5.4598	-1.26
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	03/01/17	241.43200	1.01894	14	0.3941		x	4.7724	22.08	x		5.4880	-1.25
Thu	03/02/17	241.47739	1.01913	15	0.4223		x	4.7442	21.89	x		5.5162	-1.06
Fri	03/03/17	241.52277	1.01932	16	0.4505		x	4.7160	21.70	x		5.5444	-0.87
Mon	03/06/17	241.65894	1.01990	19	0.5353		x	4.6312	21.12	x		5.6292	-0.29
Tue	03/07/17	241.70432	1.02009	20	0.5636		x	4.6029	20.93	x		5.6575	-0.10
Wed	03/08/17	241.74971	1.02028	21	0.5919		x	4.5746	20.74	x		5.6858	0.09
Thu	03/09/17	241.79510	1.02047	22	0.6202		x	4.5463	20.55	x		5.7141	0.28
Fri	03/10/17	241.84048	1.02066	23	0.6485		x	4.5180	20.36	x		5.7424	0.47
Mon	03/13/17	241.97665	1.02124	26	0.7335		x	4.4330	19.78	x		5.8274	1.05
Tue	03/14/17	242.02203	1.02143	27	0.7618		x	4.4047	19.59	x		5.8557	1.24
Wed	03/15/17	242.06742	1.02162	28	0.7902		x	4.3763	19.40	x		5.8841	1.43
Thu	03/16/17	242.11281	1.02181	29	0.8186		x	4.3479	19.21	x		5.9125	1.62
Fri	03/17/17	242.15819	1.02200	30	0.8470		x	4.3195	19.02	x		5.9409	1.81
Mon	03/20/17	242.29435	1.02258	33	0.9322		x	4.2343	18.44	x		6.0261	2.39
Tue	03/21/17	242.33974	1.02277	34	0.9606		x	4.2059	18.25	x		6.0545	2.58
Wed	03/22/17	242.38513	1.02296	35	0.9890		x	4.1775	18.06	x		6.0829	2.77
Thu	03/23/17	242.43052	1.02315	36	1.0175		x	4.1490	17.87	x		6.1114	2.96
Fri	03/24/17	242.47590	1.02334	37	1.0460		x	4.1205	17.68	x		6.1399	3.15
Mon	03/27/17	242.61206	1.02392	40	1.1314		x	4.0351	17.10	x		6.2253	3.73
Tue	03/28/17	242.65745	1.02411	41	1.1599		x	4.0066	16.91	x		6.2538	3.92
Wed	03/29/17	242.70284	1.02430	42	1.1884		x	3.9781	16.72	x		6.2823	4.11
Thu	03/30/17	242.74823	1.02449	43	1.2169		x	3.9496	16.53	x		6.3108	4.30
Fri	03/31/17	242.79361	1.02469	44	1.2455		x	3.9210	16.33	x		6.3394	4.50
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	04/03/17	242.88993	1.02509	47	1.3309		x	3.8356	15.93	x		6.4248	4.90
Tue	04/04/17	242.91540	1.02520	48	1.3594		x	3.8071	15.82	x		6.4533	5.01
Wed	04/05/17	242.94087	1.02531	49	1.3879		x	3.7786	15.71	x		6.4818	5.12
Thu	04/06/17	242.96633	1.02541	50	1.4163		x	3.7502	15.61	x		6.5102	5.22
Fri	04/07/17	242.99180	1.02552	51	1.4448		x	3.7217	15.50	x		6.5387	5.33
Mon	04/10/17	243.06820	1.02584	54	1.5303		x	3.6362	15.18	x		6.6242	5.65
Tue	04/11/17	243.09367	1.02595	55	1.5588		x	3.6077	15.07	x		6.6527	5.76
Wed	04/12/17	243.11913	1.02606	56	1.5873		x	3.5792	14.96	x		6.6812	5.87
Thu	04/13/17	243.14460	1.02617	57	1.6158		x	3.5507	14.85	x		6.7097	5.98
Fri	04/14/17	243.17007	1.02627	58	1.6443		x	3.5222	14.75	x		6.7382	6.08
Mon	04/17/17	243.24647	1.02660	61	1.7299		x	3.4366	14.42	x		6.8238	6.41
Tue	04/18/17	243.27193	1.02670	62	1.7584		x	3.4081	14.32	x		6.8523	6.51
Wed	04/19/17	243.29740	1.02681	63	1.7870		x	3.3795	14.21	x		6.8809	6.62
Thu	04/20/17	243.32287	1.02692	64	1.8155		x	3.3510	14.10	x		6.9094	6.73
Fri	04/21/17	243.34833	1.02703	65	1.8441		x	3.3224	13.99	x		6.9380	6.84
Mon	04/24/17	243.42473	1.02735	68	1.9298		x	3.2367	13.67	x		7.0237	7.16
Tue	04/25/17	243.45020	1.02746	69	1.9584		x	3.2081	13.56	x		7.0523	7.27
Wed	04/26/17	243.47567	1.02756	70	1.9870		x	3.1795	13.46	x		7.0809	7.37
Thu	04/27/17	243.50113	1.02767	71	2.0156		x	3.1509	13.35	x		7.1095	7.48
Fri	04/28/17	243.52660	1.02778	72	2.0442		x	3.1223	13.24	x		7.1381	7.59
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	05/01/17	243.60300	1.02810	75	2.1300		x	3.0365	12.92	x		7.2239	7.91
Tue	05/02/17	243.60939	1.02813	76	2.1585		x	3.0080	12.89	x		7.2524	7.94
Wed	05/03/17	243.61577	1.02816	77	2.1870		x	2.9795	12.86	x		7.2809	7.97
Thu	05/04/17	243.62216	1.02818	78	2.2154		x	2.9511	12.84	x		7.3093	7.99
Fri	05/05/17	243.62855	1.02821	79	2.2439		x	2.9226	12.81	x		7.3378	8.02
Mon	05/08/17	243.64771	1.02829	82	2.3293		x	2.8372	12.73	x		7.4232	8.10
Tue	05/09/17	243.65410	1.02832	83	2.3578		x	2.8087	12.70	x		7.4517	8.13
Wed	05/10/17	243.66048	1.02834	84	2.3862		x	2.7803	12.68	x		7.4801	8.15
Thu	05/11/17	243.66687	1.02837	85	2.4147		x	2.7518	12.65	x		7.5086	8.18
Fri	05/12/17	243.67326	1.02840	86	2.4432		x	2.7233	12.62	x		7.5371	8.21
Mon	05/15/17	243.69242	1.02848	89	2.5286		x	2.6379	12.54	x		7.6225	8.29
Tue	05/16/17	243.69881	1.02851	90	2.5571		x	2.6094	12.51	x		7.6510	8.32
Wed	05/17/17	243.70519	1.02853	91	2.5855		x	2.5810	12.49	x		7.6794	8.34
Thu	05/18/17	243.71158	1.02856	92	2.6140		x	2.5525	12.46	x		7.7079	8.37
Fri	05/19/17	243.71797	1.02859	93	2.6425		x	2.5240	12.43	x		7.7364	8.40
Mon	05/22/17	243.73713	1.02867	96	2.7280		x	2.4385	12.35	x		7.8219	8.48
Tue	05/23/17	243.74352	1.02869	97	2.7564		x	2.4101	12.33	x		7.8503	8.50
Wed	05/24/17	243.74990	1.02872	98	2.7849		x	2.3816	12.30	x		7.8788	8.53
Thu	05/25/17	243.75629	1.02875	99	2.8134		x	2.3531	12.27	x		7.9073	8.56
Fri	05/26/17	243.76268	1.02878	100	2.8419		x	2.3246	12.24	x		7.9358	8.59
Mon	05/29/17	243.78184	1.02886	103	2.9274		x	2.2391	12.16	x		8.0213	8.67
Tue	05/30/17	243.78823	1.02888	104	2.9559		x	2.2106	12.14	x		8.0498	8.69
Wed	05/31/17	243.79461	1.02891	105	2.9844		x	2.1821	12.11	x		8.0783	8.72
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Thu	06/01/17	243.80100	1.02894	106	3.0129		x	2.1536	12.08	x		8.1068	8.75
Fri	06/02/17	243.82510	1.02904	107	3.0416		x	2.1249	11.98	x		8.1355	8.85
Mon	06/05/17	243.89740	1.02934	110	3.1278		x	2.0387	11.68	x		8.2217	9.15
Tue	06/06/17	243.92150	1.02945	111	3.1566		x	2.0099	11.57	x		8.2505	9.26
Wed	06/07/17	243.94560	1.02955	112	3.1853		x	1.9812	11.47	x		8.2792	9.36
Thu	06/08/17	243.96970	1.02965	113	3.2141		x	1.9524	11.37	x		8.3080	9.46
Fri	06/09/17	243.99380	1.02975	114	3.2429		x	1.9236	11.27	x		8.3368	9.56
Mon	06/12/17	244.06610	1.03006	117	3.3292		x	1.8373	10.96	x		8.4231	9.87
Tue	06/13/17	244.09020	1.03016	118	3.3580		x	1.8085	10.86	x		8.4519	9.97
Wed	06/14/17	244.11430	1.03026	119	3.3868		x	1.7797	10.76	x		8.4807	10.07
Thu	06/15/17	244.13840	1.03036	120	3.4156		x	1.7509	10.66	x		8.5095	10.17
Fri	06/16/17	244.16250	1.03046	121	3.4444		x	1.7221	10.56	x		8.5383	10.27
Mon	06/19/17	244.23480	1.03077	124	3.5308		x	1.6357	10.25	x		8.6247	10.58
Tue	06/20/17	244.25890	1.03087	125	3.5596		x	1.6069	10.15	x		8.6535	10.68
Wed	06/21/17	244.28300	1.03097	126	3.5885		x	1.5780	10.05	x		8.6824	10.78
Thu	06/22/17	244.30710	1.03107	127	3.6173		x	1.5492	9.95	x		8.7112	10.88
Fri	06/23/17	244.33120	1.03117	128	3.6461		x	1.5204	9.85	x		8.7400	10.98
Mon	06/26/17	244.40350	1.03148	131	3.7327		x	1.4338	9.54	x		8.8266	11.29
Tue	06/27/17	244.42760	1.03158	132	3.7616		x	1.4049	9.44	x		8.8555	11.39
Wed	06/28/17	244.45170	1.03168	133	3.7904		x	1.3761	9.34	x		8.8843	11.49
Thu	06/29/17	244.47580	1.03179	134	3.8193		x	1.3472	9.23	x		8.9132	11.60
Fri	06/30/17	244.49990	1.03189	135	3.8482		x	1.3183	9.13	x		8.9421	11.70
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	07/03/17	244.53748	1.03205	138	3.9343		x	1.2322	8.97	x		9.0282	11.86
Tue	07/04/17	244.54423	1.03207	139	3.9629		x	1.2036	8.95	x		9.0568	11.88
Wed	07/05/17	244.55097	1.03210	140	3.9915		x	1.1750	8.92	x		9.0854	11.91
Thu	07/06/17	244.55771	1.03213	141	4.0202		x	1.1463	8.89	x		9.1141	11.94
Fri	07/07/17	244.56445	1.03216	142	4.0488		x	1.1177	8.86	x		9.1427	11.97
Mon	07/10/17	244.58468	1.03224	145	4.1347		x	1.0318	8.78	x		9.2286	12.05
Tue	07/11/17	244.59142	1.03227	146	4.1633		x	1.0032	8.75	x		9.2572	12.08
Wed	07/12/17	244.59816	1.03230	147	4.1919		x	0.9746	8.72	x		9.2858	12.11
Thu	07/13/17	244.60490	1.03233	148	4.2206		x	0.9459	8.69	x		9.3145	12.14
Fri	07/14/17	244.61165	1.03236	149	4.2492		x	0.9173	8.66	x		9.3431	12.17
Mon	07/17/17	244.63187	1.03244	152	4.3351		x	0.8314	8.58	x		9.4290	12.25
Tue	07/18/17	244.63861	1.03247	153	4.3638		x	0.8027	8.55	x		9.4577	12.28
Wed	07/19/17	244.64535	1.03250	154	4.3924		x	0.7741	8.52	x		9.4863	12.31
Thu	07/20/17	244.65210	1.03253	155	4.4211		x	0.7454	8.49	x		9.5150	12.34
Fri	07/21/17	244.65884	1.03256	156	4.4497		x	0.7168	8.46	x		9.5436	12.37
Mon	07/24/17	244.67906	1.03264	159	4.5356		x	0.6309	8.38	x		9.6295	12.45
Tue	07/25/17	244.68581	1.03267	160	4.5643		x	0.6022	8.35	x		9.6582	12.48
Wed	07/26/17	244.69255	1.03270	161	4.5929		x	0.5736	8.32	x		9.6868	12.51
Thu	07/27/17	244.69929	1.03273	162	4.6216		x	0.5449	8.29	x		9.7155	12.54
Fri	07/28/17	244.70603	1.03276	163	4.6503		x	0.5162	8.26	x		9.7442	12.57
Mon	07/31/17	244.72626	1.03284	166	4.7362		x	0.4303	8.18	x		9.8301	12.65
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Tue	08/01/17	244.73300	1.03287	167	4.7649		x	0.4016	8.15	x		9.8588	12.68
Wed	08/02/17	244.74016	1.03290	168	4.7936		x	0.3729	8.12	x		9.8875	12.71
Thu	08/03/17	244.74732	1.03293	169	4.8222		x	0.3443	8.09	x		9.9161	12.74
Fri	08/04/17	244.75448	1.03296	170	4.8509		x	0.3156	8.06	x		9.9448	12.77
Mon	08/07/17	244.77597	1.03305	173	4.9370		x	0.2295	7.97	x		10.0309	12.86
Tue	08/08/17	244.78313	1.03308	174	4.9656		x	0.2009	7.94	x		10.0595	12.89
Wed	08/09/17	244.79029	1.03311	175	4.9943		x	0.1722	7.91	x		10.0882	12.92
Thu	08/10/17	244.79745	1.03314	176	5.0230		x	0.1435	7.88	x		10.1169	12.95
Fri	08/11/17	244.80461	1.03317	177	5.0517		x	0.1148	7.85	x		10.1456	12.98
Mon	08/14/17	244.82610	1.03326	180	5.1378		x	0.0287	7.76	x		10.2317	13.07
Tue	08/15/17	244.83326	1.03329	0	0.0000			0.0000	7.73	x	x	10.2604	13.10
Wed	08/16/17	244.84042	1.03332	1	0.0281			-0.0281	7.70	x	x	10.2885	13.13
Thu	08/17/17	244.84758	1.03335	2	0.0562			-0.0562	7.67	x	x	10.3166	13.16
Fri	08/18/17	244.85474	1.03338	3	0.0842			-0.0842	7.64	x	x	10.3446	13.19
Mon	08/21/17	244.87623	1.03348	6	0.1685			-0.1685	7.54	x	x	10.4289	13.29
Tue	08/22/17	244.88339	1.03351	7	0.1966			-0.1966	7.51	x	x	10.4570	13.32
Wed	08/23/17	244.89055	1.03354	8	0.2247			-0.2247	7.48	x	x	10.4851	13.35
Thu	08/24/17	244.89771	1.03357	9	0.2528			-0.2528	7.45	x	x	10.5132	13.38
Fri	08/25/17	244.90487	1.03360	10	0.2809			-0.2809	7.42	x	x	10.5413	13.41
Mon	08/28/17	244.92635	1.03369	13	0.3652			-0.3652	7.33	x	x	10.6256	13.50
Tue	08/29/17	244.93352	1.03372	14	0.3933			-0.3933	7.30	x	x	10.6537	13.53
Wed	08/30/17	244.94068	1.03375	15	0.4214			-0.4214	7.27	x	x	10.6818	13.56
Thu	08/31/17	244.94784	1.03378	16	0.4495			-0.4495	7.24	x	x	10.7099	13.59
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	09/01/17	244.95500	1.03381	17	0.4776			-0.4776	7.21	x	x	10.7380	13.62
Mon	09/04/17	244.93810	1.03374	20	0.5618			-0.5618	7.28	x	x	10.8222	13.55
Tue	09/05/17	244.93247	1.03371	21	0.5899			-0.5899	7.31	x	x	10.8503	13.52
Wed	09/06/17	244.92683	1.03369	22	0.6180			-0.6180	7.33	x	x	10.8784	13.50
Thu	09/07/17	244.92120	1.03366	23	0.6460			-0.6460	7.36	x	x	10.9064	13.47
Fri	09/08/17	244.91557	1.03364	24	0.6741			-0.6741	7.38	x	x	10.9345	13.45
Mon	09/11/17	244.89867	1.03357	27	0.7583			-0.7583	7.45	x	x	11.0187	13.38
Tue	09/12/17	244.89303	1.03355	28	0.7864			-0.7864	7.47	x	x	11.0468	13.36
Wed	09/13/17	244.88740	1.03352	29	0.8145			-0.8145	7.50	x	x	11.0749	13.33
Thu	09/14/17	244.88177	1.03350	30	0.8425			-0.8425	7.52	x	x	11.1029	13.31
Fri	09/15/17	244.87613	1.03347	31	0.8706			-0.8706	7.55	x	x	11.1310	13.28
Mon	09/18/17	244.85923	1.03340	34	0.9548			-0.9548	7.62	x	x	11.2152	13.21
Tue	09/19/17	244.85360	1.03338	35	0.9828			-0.9828	7.64	x	x	11.2432	13.19
Wed	09/20/17	244.84797	1.03336	36	1.0109			-1.0109	7.66	x	x	11.2713	13.17
Thu	09/21/17	244.84233	1.03333	37	1.0389			-1.0389	7.69	x	x	11.2993	13.14
Fri	09/22/17	244.83670	1.03331	38	1.0670			-1.0670	7.71	x	x	11.3274	13.12
Mon	09/25/17	244.81980	1.03324	41	1.1512			-1.1512	7.78	x	x	11.4116	13.05
Tue	09/26/17	244.81417	1.03321	42	1.1792			-1.1792	7.81	x	x	11.4396	13.02
Wed	09/27/17	244.80853	1.03319	43	1.2073			-1.2073	7.83	x	x	11.4677	13.00
Thu	09/28/17	244.80290	1.03317	44	1.2353			-1.2353	7.85	x	x	11.4957	12.98
Fri	09/29/17	244.79727	1.03314	45	1.2634			-1.2634	7.88	x	x	11.5238	12.95
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	10/02/17	244.80965	1.03319	48	1.3476			-1.3476	7.83	x	x	11.6080	13.00
Tue	10/03/17	244.83329	1.03329	49	1.3758			-1.3758	7.73	x	x	11.6362	13.10
Wed	10/04/17	244.85694	1.03339	50	1.4041			-1.4041	7.63	x	x	11.6645	13.20
Thu	10/05/17	244.88058	1.03349	51	1.4323			-1.4323	7.53	x	x	11.6927	13.30
Fri	10/06/17	244.90423	1.03359	52	1.4605			-1.4605	7.43	x	x	11.7209	13.40
Mon	10/09/17	244.97516	1.03389	55	1.5452			-1.5452	7.13	x	x	11.8056	13.70
Tue	10/10/17	244.99881	1.03399	56	1.5735			-1.5735	7.03	x	x	11.8339	13.80
Wed	10/11/17	245.02245	1.03409	57	1.6017			-1.6017	6.93	x	x	11.8621	13.90
Thu	10/12/17	245.04610	1.03419	58	1.6300			-1.6300	6.83	x	x	11.8904	14.00
Fri	10/13/17	245.06974	1.03429	59	1.6582			-1.6582	6.73	x	x	11.9186	14.10
Mon	10/16/17	245.14068	1.03459	62	1.7431			-1.7431	6.43	x	x	12.0035	14.40
Tue	10/17/17	245.16432	1.03469	63	1.7713			-1.7713	6.33	x	x	12.0317	14.50
Wed	10/18/17	245.18797	1.03479	64	1.7996			-1.7996	6.23	x	x	12.0600	14.60
Thu	10/19/17	245.21161	1.03489	65	1.8279			-1.8279	6.13	x	x	12.0883	14.70
Fri	10/20/17	245.23526	1.03499	66	1.8562			-1.8562	6.03	x	x	12.1166	14.80
Mon	10/23/17	245.30619	1.03529	69	1.9412			-1.9412	5.73	x	x	12.2016	15.10
Tue	10/24/17	245.32984	1.03539	70	1.9695			-1.9695	5.63	x	x	12.2299	15.20
Wed	10/25/17	245.35348	1.03549	71	1.9978			-1.9978	5.53	x	x	12.2582	15.30
Thu	10/26/17	245.37713	1.03559	72	2.0262			-2.0262	5.43	x	x	12.2866	15.40
Fri	10/27/17	245.40077	1.03569	73	2.0545			-2.0545	5.33	x	x	12.3149	15.50
Mon	10/30/17	245.47171	1.03599	76	2.1395			-2.1395	5.03	x	x	12.3999	15.80
Tue	10/31/17	245.49535	1.03609	77	2.1679			-2.1679	4.93	x	x	12.4283	15.90
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Wed	11/01/17	245.51900	1.03619	78	2.1963			-2.1963	4.83	x	x	12.4567	16.00
Thu	11/02/17	245.56233	1.03637	79	2.2248			-2.2248	4.65	x	x	12.4852	16.18
Fri	11/03/17	245.60567	1.03655	80	2.2534			-2.2534	4.47	x	x	12.5138	16.36
Mon	11/06/17	245.73567	1.03710	83	2.3391			-2.3391	3.92	x	x	12.5995	16.91
Tue	11/07/17	245.77900	1.03729	84	2.3677			-2.3677	3.73	x	x	12.6281	17.10
Wed	11/08/17	245.82233	1.03747	85	2.3963			-2.3963	3.55	x	x	12.6567	17.28
Thu	11/09/17	245.86567	1.03765	86	2.4249			-2.4249	3.37	x	x	12.6853	17.46
Fri	11/10/17	245.90900	1.03783	87	2.4536			-2.4536	3.19	x	x	12.7140	17.64
Mon	11/13/17	246.03900	1.03838	90	2.5395			-2.5395	2.64	x	x	12.7999	18.19
Tue	11/14/17	246.08233	1.03857	91	2.5682			-2.5682	2.45	x	x	12.8286	18.38
Wed	11/15/17	246.12567	1.03875	92	2.5969			-2.5969	2.27	x	x	12.8573	18.56
Thu	11/16/17	246.16900	1.03893	93	2.6256			-2.6256	2.09	x	x	12.8860	18.74
Fri	11/17/17	246.21233	1.03911	94	2.6542			-2.6542	1.91	x	x	12.9146	18.92
Mon	11/20/17	246.34233	1.03966	97	2.7404			-2.7404	1.36	x	x	13.0008	19.47
Tue	11/21/17	246.38567	1.03985	98	2.7692			-2.7692	1.17	x	x	13.0296	19.66
Wed	11/22/17	246.42900	1.04003	99	2.7979			-2.7979	0.99	x	x	13.0583	19.84
Thu	11/23/17	246.47233	1.04021	100	2.8267			-2.8267	0.81	x	x	13.0871	20.02
Fri	11/24/17	246.51567	1.04039	101	2.8554			-2.8554	0.63	x	x	13.1158	20.20
Mon	11/27/17	246.64567	1.04094	104	2.9418			-2.9418	0.08	x	x	13.2022	20.75
Tue	11/28/17	246.68900	1.04113	105	2.9706			-2.9706	-0.11	x	x	13.2310	20.94
Wed	11/29/17	246.73233	1.04131	106	2.9994			-2.9994	-0.29	x	x	13.2598	21.12
Thu	11/30/17	246.77567	1.04149	107	3.0282			-3.0282	-0.47	x	x	13.2886	21.30
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Fri	12/01/17	246.81900	1.04167	108	3.0571			-3.0571	-0.65	x	x	13.3175	21.48
Mon	12/04/17	246.80390	1.04161	111	3.1418			-3.1418	-0.59	x	x	13.4022	21.42
Tue	12/05/17	246.79887	1.04159	112	3.1701			-3.1701	-0.57	x	x	13.4305	21.40
Wed	12/06/17	246.79384	1.04157	113	3.1983			-3.1983	-0.55	x	x	13.4587	21.38
Thu	12/07/17	246.78881	1.04155	114	3.2265			-3.2265	-0.53	x	x	13.4869	21.36
Fri	12/08/17	246.78377	1.04153	115	3.2548			-3.2548	-0.51	x	x	13.5152	21.34
Mon	12/11/17	246.76868	1.04146	118	3.3395			-3.3395	-0.44	x	x	13.5999	21.27
Tue	12/12/17	246.76365	1.04144	119	3.3677			-3.3677	-0.42	x	x	13.6281	21.25
Wed	12/13/17	246.75861	1.04142	120	3.3959			-3.3959	-0.40	x	x	13.6563	21.23
Thu	12/14/17	246.75358	1.04140	121	3.4242			-3.4242	-0.38	x	x	13.6846	21.21
Fri	12/15/17	246.74855	1.04138	122	3.4524			-3.4524	-0.36	x	x	13.7128	21.19
Mon	12/18/17	246.73345	1.04131	125	3.5371			-3.5371	-0.29	x	x	13.7975	21.12
Tue	12/19/17	246.72842	1.04129	126	3.5653			-3.5653	-0.27	x	x	13.8257	21.10
Wed	12/20/17	246.72339	1.04127	127	3.5935			-3.5935	-0.25	x	x	13.8539	21.08
Thu	12/21/17	246.71835	1.04125	128	3.6217			-3.6217	-0.23	x	x	13.8821	21.06
Fri	12/22/17	246.71332	1.04123	129	3.6500			-3.6500	-0.21	x	x	13.9104	21.04
Mon	12/25/17	246.69823	1.04116	132	3.7346			-3.7346	-0.14	x	x	13.9950	20.97
Tue	12/26/17	246.69319	1.04114	133	3.7628			-3.7628	-0.12	x	x	14.0232	20.95
Wed	12/27/17	246.68816	1.04112	134	3.7910			-3.7910	-0.10	x	x	14.0514	20.93
Thu	12/28/17	246.68313	1.04110	135	3.8193			-3.8193	-0.08	x	x	14.0797	20.91
Fri	12/29/17	246.67810	1.04108	136	3.8475			-3.8475	-0.06	x	x	14.1079	20.89
Mon	01/01/18	246.66300	1.04102

Generated 12/13/17 10:09