0.875% 30-Year Treasury Inflation Protected Security (TIPS) due February 15, 2047

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

CUSIP Number	912810RW0
Dated Date	February 15, 2017	Interest 08/15/17 (181 days)	$4.4373
Ref CPI on Dated Date	241.39250
Original Issue Date	February 28, 2017	Interest 02/15/18 (184 days)

						Purchased on Settelment Date & held to 01/01/18				Held on 02/28/17 & 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
Tue	02/28/17	241.42918	1.00015	13	0.3143		x	4.1230	21.68			0.3143	0.00
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	1.00016	14	0.3385		x	4.0988	21.67			0.3385	0.01
Thu	03/02/17	241.47739	1.00035	15	0.3627		x	4.0746	21.48			0.3627	0.20
Fri	03/03/17	241.52277	1.00054	16	0.3869		x	4.0504	21.29			0.3869	0.39
Mon	03/06/17	241.65894	1.00110	19	0.4598		x	3.9775	20.73			0.4598	0.95
Tue	03/07/17	241.70432	1.00129	20	0.4840		x	3.9533	20.54			0.4840	1.14
Wed	03/08/17	241.74971	1.00148	21	0.5083		x	3.9290	20.35			0.5083	1.33
Thu	03/09/17	241.79510	1.00167	22	0.5327		x	3.9046	20.16			0.5327	1.52
Fri	03/10/17	241.84048	1.00186	23	0.5570		x	3.8803	19.97			0.5570	1.71
Mon	03/13/17	241.97665	1.00242	26	0.6300		x	3.8073	19.41			0.6300	2.27
Tue	03/14/17	242.02203	1.00261	27	0.6543		x	3.7830	19.22			0.6543	2.46
Wed	03/15/17	242.06742	1.00280	28	0.6787		x	3.7586	19.03			0.6787	2.65
Thu	03/16/17	242.11281	1.00298	29	0.7031		x	3.7342	18.85			0.7031	2.83
Fri	03/17/17	242.15819	1.00317	30	0.7274		x	3.7099	18.66			0.7274	3.02
Mon	03/20/17	242.29435	1.00374	33	0.8006		x	3.6367	18.09			0.8006	3.59
Tue	03/21/17	242.33974	1.00392	34	0.8250		x	3.6123	17.91			0.8250	3.77
Wed	03/22/17	242.38513	1.00411	35	0.8495		x	3.5878	17.72			0.8495	3.96
Thu	03/23/17	242.43052	1.00430	36	0.8739		x	3.5634	17.53			0.8739	4.15
Fri	03/24/17	242.47590	1.00449	37	0.8984		x	3.5389	17.34			0.8984	4.34
Mon	03/27/17	242.61206	1.00505	40	0.9717		x	3.4656	16.78			0.9717	4.90
Tue	03/28/17	242.65745	1.00524	41	0.9962		x	3.4411	16.59			0.9962	5.09
Wed	03/29/17	242.70284	1.00543	42	1.0207		x	3.4166	16.40			1.0207	5.28
Thu	03/30/17	242.74823	1.00562	43	1.0452		x	3.3921	16.21			1.0452	5.47
Fri	03/31/17	242.79361	1.00580	44	1.0697		x	3.3676	16.03			1.0697	5.65
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	04/03/17	242.88993	1.00620	47	1.1431		x	3.2942	15.63			1.1431	6.05
Tue	04/04/17	242.91540	1.00631	48	1.1675		x	3.2698	15.52			1.1675	6.16
Wed	04/05/17	242.94087	1.00641	49	1.1920		x	3.2453	15.42			1.1920	6.26
Thu	04/06/17	242.96633	1.00652	50	1.2164		x	3.2209	15.31			1.2164	6.37
Fri	04/07/17	242.99180	1.00663	51	1.2409		x	3.1964	15.20			1.2409	6.48
Mon	04/10/17	243.06820	1.00694	54	1.3143		x	3.1230	14.89			1.3143	6.79
Tue	04/11/17	243.09367	1.00705	55	1.3388		x	3.0985	14.78			1.3388	6.90
Wed	04/12/17	243.11913	1.00715	56	1.3633		x	3.0740	14.68			1.3633	7.00
Thu	04/13/17	243.14460	1.00726	57	1.3878		x	3.0495	14.57			1.3878	7.11
Fri	04/14/17	243.17007	1.00736	58	1.4123		x	3.0250	14.47			1.4123	7.21
Mon	04/17/17	243.24647	1.00768	61	1.4858		x	2.9515	14.15			1.4858	7.53
Tue	04/18/17	243.27193	1.00779	62	1.5103		x	2.9270	14.04			1.5103	7.64
Wed	04/19/17	243.29740	1.00789	63	1.5348		x	2.9025	13.94			1.5348	7.74
Thu	04/20/17	243.32287	1.00800	64	1.5593		x	2.8780	13.83			1.5593	7.85
Fri	04/21/17	243.34833	1.00810	65	1.5839		x	2.8534	13.73			1.5839	7.95
Mon	04/24/17	243.42473	1.00842	68	1.6575		x	2.7798	13.41			1.6575	8.27
Tue	04/25/17	243.45020	1.00852	69	1.6820		x	2.7553	13.31			1.6820	8.37
Wed	04/26/17	243.47567	1.00863	70	1.7066		x	2.7307	13.20			1.7066	8.48
Thu	04/27/17	243.50113	1.00874	71	1.7312		x	2.7061	13.09			1.7312	8.59
Fri	04/28/17	243.52660	1.00884	72	1.7557		x	2.6816	12.99			1.7557	8.69
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	1.00916	75	1.8295		x	2.6078	12.67			1.8295	9.01
Tue	05/02/17	243.60939	1.00918	76	1.8539		x	2.5834	12.65			1.8539	9.03
Wed	05/03/17	243.61577	1.00921	77	1.8783		x	2.5590	12.62			1.8783	9.06
Thu	05/04/17	243.62216	1.00924	78	1.9028		x	2.5345	12.59			1.9028	9.09
Fri	05/05/17	243.62855	1.00926	79	1.9272		x	2.5101	12.57			1.9272	9.11
Mon	05/08/17	243.64771	1.00934	82	2.0006		x	2.4367	12.49			2.0006	9.19
Tue	05/09/17	243.65410	1.00937	83	2.0250		x	2.4123	12.46			2.0250	9.22
Wed	05/10/17	243.66048	1.00940	84	2.0495		x	2.3878	12.43			2.0495	9.25
Thu	05/11/17	243.66687	1.00942	85	2.0739		x	2.3634	12.41			2.0739	9.27
Fri	05/12/17	243.67326	1.00945	86	2.0984		x	2.3389	12.38			2.0984	9.30
Mon	05/15/17	243.69242	1.00953	89	2.1717		x	2.2656	12.30			2.1717	9.38
Tue	05/16/17	243.69881	1.00955	90	2.1962		x	2.2411	12.28			2.1962	9.40
Wed	05/17/17	243.70519	1.00958	91	2.2207		x	2.2166	12.25			2.2207	9.43
Thu	05/18/17	243.71158	1.00961	92	2.2451		x	2.1922	12.22			2.2451	9.46
Fri	05/19/17	243.71797	1.00963	93	2.2696		x	2.1677	12.20			2.2696	9.48
Mon	05/22/17	243.73713	1.00971	96	2.3430		x	2.0943	12.12			2.3430	9.56
Tue	05/23/17	243.74352	1.00974	97	2.3674		x	2.0699	12.09			2.3674	9.59
Wed	05/24/17	243.74990	1.00977	98	2.3919		x	2.0454	12.06			2.3919	9.62
Thu	05/25/17	243.75629	1.00979	99	2.4164		x	2.0209	12.04			2.4164	9.64
Fri	05/26/17	243.76268	1.00982	100	2.4409		x	1.9964	12.01			2.4409	9.67
Mon	05/29/17	243.78184	1.00990	103	2.5143		x	1.9230	11.93			2.5143	9.75
Tue	05/30/17	243.78823	1.00992	104	2.5387		x	1.8986	11.91			2.5387	9.77
Wed	05/31/17	243.79461	1.00995	105	2.5632		x	1.8741	11.88			2.5632	9.80
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	1.00998	106	2.5877		x	1.8496	11.85			2.5877	9.83
Fri	06/02/17	243.82510	1.01008	107	2.6124		x	1.8249	11.75			2.6124	9.93
Mon	06/05/17	243.89740	1.01038	110	2.6864		x	1.7509	11.45			2.6864	10.23
Tue	06/06/17	243.92150	1.01048	111	2.7111		x	1.7262	11.35			2.7111	10.33
Wed	06/07/17	243.94560	1.01058	112	2.7358		x	1.7015	11.25			2.7358	10.43
Thu	06/08/17	243.96970	1.01068	113	2.7605		x	1.6768	11.15			2.7605	10.53
Fri	06/09/17	243.99380	1.01078	114	2.7852		x	1.6521	11.05			2.7852	10.63
Mon	06/12/17	244.06610	1.01108	117	2.8594		x	1.5779	10.75			2.8594	10.93
Tue	06/13/17	244.09020	1.01118	118	2.8841		x	1.5532	10.65			2.8841	11.03
Wed	06/14/17	244.11430	1.01128	119	2.9088		x	1.5285	10.55			2.9088	11.13
Thu	06/15/17	244.13840	1.01138	120	2.9336		x	1.5037	10.45			2.9336	11.23
Fri	06/16/17	244.16250	1.01148	121	2.9583		x	1.4790	10.35			2.9583	11.33
Mon	06/19/17	244.23480	1.01177	124	3.0325		x	1.4048	10.06			3.0325	11.62
Tue	06/20/17	244.25890	1.01187	125	3.0573		x	1.3800	9.96			3.0573	11.72
Wed	06/21/17	244.28300	1.01197	126	3.0820		x	1.3553	9.86			3.0820	11.82
Thu	06/22/17	244.30710	1.01207	127	3.1068		x	1.3305	9.76			3.1068	11.92
Fri	06/23/17	244.33120	1.01217	128	3.1316		x	1.3057	9.66			3.1316	12.02
Mon	06/26/17	244.40350	1.01247	131	3.2059		x	1.2314	9.36			3.2059	12.32
Tue	06/27/17	244.42760	1.01257	132	3.2307		x	1.2066	9.26			3.2307	12.42
Wed	06/28/17	244.45170	1.01267	133	3.2555		x	1.1818	9.16			3.2555	12.52
Thu	06/29/17	244.47580	1.01277	134	3.2803		x	1.1570	9.06			3.2803	12.62
Fri	06/30/17	244.49990	1.01287	135	3.3051		x	1.1322	8.96			3.3051	12.72
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Feb Int	Aug Int	Net Interest	OID	Feb Int	Aug Int	Total Interest	OID
Mon	07/03/17	244.53748	1.01303	138	3.3791		x	1.0582	8.80			3.3791	12.88
Tue	07/04/17	244.54423	1.01306	139	3.4037		x	1.0336	8.77			3.4037	12.91
Wed	07/05/17	244.55097	1.01308	140	3.4282		x	1.0091	8.75			3.4282	12.93
Thu	07/06/17	244.55771	1.01311	141	3.4528		x	0.9845	8.72			3.4528	12.96
Fri	07/07/17	244.56445	1.01314	142	3.4774		x	0.9599	8.69			3.4774	12.99
Mon	07/10/17	244.58468	1.01322	145	3.5512		x	0.8861	8.61			3.5512	13.07
Tue	07/11/17	244.59142	1.01325	146	3.5758		x	0.8615	8.58			3.5758	13.10
Wed	07/12/17	244.59816	1.01328	147	3.6004		x	0.8369	8.55			3.6004	13.13
Thu	07/13/17	244.60490	1.01331	148	3.6250		x	0.8123	8.52			3.6250	13.16
Fri	07/14/17	244.61165	1.01334	149	3.6496		x	0.7877	8.49			3.6496	13.19
Mon	07/17/17	244.63187	1.01342	152	3.7233		x	0.7140	8.41			3.7233	13.27
Tue	07/18/17	244.63861	1.01345	153	3.7479		x	0.6894	8.38			3.7479	13.30
Wed	07/19/17	244.64535	1.01348	154	3.7726		x	0.6647	8.35			3.7726	13.33
Thu	07/20/17	244.65210	1.01350	155	3.7971		x	0.6402	8.33			3.7971	13.35
Fri	07/21/17	244.65884	1.01353	156	3.8217		x	0.6156	8.30			3.8217	13.38
Mon	07/24/17	244.67906	1.01362	159	3.8956		x	0.5417	8.21			3.8956	13.47
Tue	07/25/17	244.68581	1.01364	160	3.9202		x	0.5171	8.19			3.9202	13.49
Wed	07/26/17	244.69255	1.01367	161	3.9448		x	0.4925	8.16			3.9448	13.52
Thu	07/27/17	244.69929	1.01370	162	3.9694		x	0.4679	8.13			3.9694	13.55
Fri	07/28/17	244.70603	1.01373	163	3.9940		x	0.4433	8.10			3.9940	13.58
Mon	07/31/17	244.72626	1.01381	166	4.0678		x	0.3695	8.02			4.0678	13.66
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	1.01384	167	4.0925		x	0.3448	7.99			4.0925	13.69
Wed	08/02/17	244.74016	1.01387	168	4.1171		x	0.3202	7.96			4.1171	13.72
Thu	08/03/17	244.74732	1.01390	169	4.1417		x	0.2956	7.93			4.1417	13.75
Fri	08/04/17	244.75448	1.01393	170	4.1664		x	0.2709	7.90			4.1664	13.78
Mon	08/07/17	244.77597	1.01402	173	4.2403		x	0.1970	7.81			4.2403	13.87
Tue	08/08/17	244.78313	1.01405	174	4.2649		x	0.1724	7.78			4.2649	13.90
Wed	08/09/17	244.79029	1.01408	175	4.2895		x	0.1478	7.75			4.2895	13.93
Thu	08/10/17	244.79745	1.01411	176	4.3142		x	0.1231	7.72			4.3142	13.96
Fri	08/11/17	244.80461	1.01414	177	4.3388		x	0.0985	7.69			4.3388	13.99
Mon	08/14/17	244.82610	1.01422	180	4.4127		x	0.0246	7.61			4.4127	14.07
Tue	08/15/17	244.83326	1.01425	0	0.0000			0.0000	7.58		x	4.4373	14.10
Wed	08/16/17	244.84042	1.01428	1	0.0241			-0.0241	7.55		x	4.4614	14.13
Thu	08/17/17	244.84758	1.01431	2	0.0482			-0.0482	7.52		x	4.4855	14.16
Fri	08/18/17	244.85474	1.01434	3	0.0724			-0.0724	7.49		x	4.5097	14.19
Mon	08/21/17	244.87623	1.01443	6	0.1447			-0.1447	7.40		x	4.5820	14.28
Tue	08/22/17	244.88339	1.01446	7	0.1688			-0.1688	7.37		x	4.6061	14.31
Wed	08/23/17	244.89055	1.01449	8	0.1930			-0.1930	7.34		x	4.6303	14.34
Thu	08/24/17	244.89771	1.01452	9	0.2171			-0.2171	7.31		x	4.6544	14.37
Fri	08/25/17	244.90487	1.01455	10	0.2412			-0.2412	7.28		x	4.6785	14.40
Mon	08/28/17	244.92635	1.01464	13	0.3136			-0.3136	7.19		x	4.7509	14.49
Tue	08/29/17	244.93352	1.01467	14	0.3378			-0.3378	7.16		x	4.7751	14.52
Wed	08/30/17	244.94068	1.01470	15	0.3619			-0.3619	7.13		x	4.7992	14.55
Thu	08/31/17	244.94784	1.01473	16	0.3860			-0.3860	7.10		x	4.8233	14.58
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	1.01476	17	0.4102			-0.4102	7.07		x	4.8475	14.61
Mon	09/04/17	244.93810	1.01469	20	0.4825			-0.4825	7.14		x	4.9198	14.54
Tue	09/05/17	244.93247	1.01466	21	0.5066			-0.5066	7.17		x	4.9439	14.51
Wed	09/06/17	244.92683	1.01464	22	0.5308			-0.5308	7.19		x	4.9681	14.49
Thu	09/07/17	244.92120	1.01462	23	0.5549			-0.5549	7.21		x	4.9922	14.47
Fri	09/08/17	244.91557	1.01459	24	0.5790			-0.5790	7.24		x	5.0163	14.44
Mon	09/11/17	244.89867	1.01452	27	0.6513			-0.6513	7.31		x	5.0886	14.37
Tue	09/12/17	244.89303	1.01450	28	0.6754			-0.6754	7.33		x	5.1127	14.35
Wed	09/13/17	244.88740	1.01448	29	0.6995			-0.6995	7.35		x	5.1368	14.33
Thu	09/14/17	244.88177	1.01445	30	0.7236			-0.7236	7.38		x	5.1609	14.30
Fri	09/15/17	244.87613	1.01443	31	0.7477			-0.7477	7.40		x	5.1850	14.28
Mon	09/18/17	244.85923	1.01436	34	0.8200			-0.8200	7.47		x	5.2573	14.21
Tue	09/19/17	244.85360	1.01434	35	0.8441			-0.8441	7.49		x	5.2814	14.19
Wed	09/20/17	244.84797	1.01431	36	0.8682			-0.8682	7.52		x	5.3055	14.16
Thu	09/21/17	244.84233	1.01429	37	0.8923			-0.8923	7.54		x	5.3296	14.14
Fri	09/22/17	244.83670	1.01427	38	0.9164			-0.9164	7.56		x	5.3537	14.12
Mon	09/25/17	244.81980	1.01420	41	0.9887			-0.9887	7.63		x	5.4260	14.05
Tue	09/26/17	244.81417	1.01417	42	1.0128			-1.0128	7.66		x	5.4501	14.02
Wed	09/27/17	244.80853	1.01415	43	1.0369			-1.0369	7.68		x	5.4742	14.00
Thu	09/28/17	244.80290	1.01413	44	1.0610			-1.0610	7.70		x	5.4983	13.98
Fri	09/29/17	244.79727	1.01410	45	1.0851			-1.0851	7.73		x	5.5224	13.95
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	1.01416	48	1.1575			-1.1575	7.67		x	5.5948	14.01
Tue	10/03/17	244.83329	1.01425	49	1.1817			-1.1817	7.58		x	5.6190	14.10
Wed	10/04/17	244.85694	1.01435	50	1.2059			-1.2059	7.48		x	5.6432	14.20
Thu	10/05/17	244.88058	1.01445	51	1.2302			-1.2302	7.38		x	5.6675	14.30
Fri	10/06/17	244.90423	1.01455	52	1.2544			-1.2544	7.28		x	5.6917	14.40
Mon	10/09/17	244.97516	1.01484	55	1.3272			-1.3272	6.99		x	5.7645	14.69
Tue	10/10/17	244.99881	1.01494	56	1.3514			-1.3514	6.89		x	5.7887	14.79
Wed	10/11/17	245.02245	1.01504	57	1.3757			-1.3757	6.79		x	5.8130	14.89
Thu	10/12/17	245.04610	1.01514	58	1.4000			-1.4000	6.69		x	5.8373	14.99
Fri	10/13/17	245.06974	1.01523	59	1.4242			-1.4242	6.60		x	5.8615	15.08
Mon	10/16/17	245.14068	1.01553	62	1.4971			-1.4971	6.30		x	5.9344	15.38
Tue	10/17/17	245.16432	1.01563	63	1.5214			-1.5214	6.20		x	5.9587	15.48
Wed	10/18/17	245.18797	1.01572	64	1.5457			-1.5457	6.11		x	5.9830	15.57
Thu	10/19/17	245.21161	1.01582	65	1.5700			-1.5700	6.01		x	6.0073	15.67
Fri	10/20/17	245.23526	1.01592	66	1.5943			-1.5943	5.91		x	6.0316	15.77
Mon	10/23/17	245.30619	1.01621	69	1.6672			-1.6672	5.62		x	6.1045	16.06
Tue	10/24/17	245.32984	1.01631	70	1.6915			-1.6915	5.52		x	6.1288	16.16
Wed	10/25/17	245.35348	1.01641	71	1.7159			-1.7159	5.42		x	6.1532	16.26
Thu	10/26/17	245.37713	1.01651	72	1.7402			-1.7402	5.32		x	6.1775	16.36
Fri	10/27/17	245.40077	1.01660	73	1.7645			-1.7645	5.23		x	6.2018	16.45
Mon	10/30/17	245.47171	1.01690	76	1.8376			-1.8376	4.93		x	6.2749	16.75
Tue	10/31/17	245.49535	1.01700	77	1.8620			-1.8620	4.83		x	6.2993	16.85
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	1.01709	78	1.8863			-1.8863	4.74		x	6.3236	16.94
Thu	11/02/17	245.56233	1.01727	79	1.9108			-1.9108	4.56		x	6.3481	17.12
Fri	11/03/17	245.60567	1.01745	80	1.9354			-1.9354	4.38		x	6.3727	17.30
Mon	11/06/17	245.73567	1.01799	83	2.0090			-2.0090	3.84		x	6.4463	17.84
Tue	11/07/17	245.77900	1.01817	84	2.0336			-2.0336	3.66		x	6.4709	18.02
Wed	11/08/17	245.82233	1.01835	85	2.0581			-2.0581	3.48		x	6.4954	18.20
Thu	11/09/17	245.86567	1.01853	86	2.0827			-2.0827	3.30		x	6.5200	18.38
Fri	11/10/17	245.90900	1.01871	87	2.1073			-2.1073	3.12		x	6.5446	18.56
Mon	11/13/17	246.03900	1.01925	90	2.1811			-2.1811	2.58		x	6.6184	19.10
Tue	11/14/17	246.08233	1.01943	91	2.2058			-2.2058	2.40		x	6.6431	19.28
Wed	11/15/17	246.12567	1.01961	92	2.2304			-2.2304	2.22		x	6.6677	19.46
Thu	11/16/17	246.16900	1.01979	93	2.2550			-2.2550	2.04		x	6.6923	19.64
Fri	11/17/17	246.21233	1.01997	94	2.2797			-2.2797	1.86		x	6.7170	19.82
Mon	11/20/17	246.34233	1.02051	97	2.3537			-2.3537	1.32		x	6.7910	20.36
Tue	11/21/17	246.38567	1.02068	98	2.3784			-2.3784	1.15		x	6.8157	20.53
Wed	11/22/17	246.42900	1.02086	99	2.4030			-2.4030	0.97		x	6.8403	20.71
Thu	11/23/17	246.47233	1.02104	100	2.4277			-2.4277	0.79		x	6.8650	20.89
Fri	11/24/17	246.51567	1.02122	101	2.4525			-2.4525	0.61		x	6.8898	21.07
Mon	11/27/17	246.64567	1.02176	104	2.5266			-2.5266	0.07		x	6.9639	21.61
Tue	11/28/17	246.68900	1.02194	105	2.5514			-2.5514	-0.11		x	6.9887	21.79
Wed	11/29/17	246.73233	1.02212	106	2.5761			-2.5761	-0.29		x	7.0134	21.97
Thu	11/30/17	246.77567	1.02230	107	2.6009			-2.6009	-0.47		x	7.0382	22.15
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	1.02248	108	2.6257			-2.6257	-0.65		x	7.0630	22.33
Mon	12/04/17	246.80390	1.02242	111	2.6984			-2.6984	-0.59		x	7.1357	22.27
Tue	12/05/17	246.79887	1.02240	112	2.7227			-2.7227	-0.57		x	7.1600	22.25
Wed	12/06/17	246.79384	1.02238	113	2.7470			-2.7470	-0.55		x	7.1843	22.23
Thu	12/07/17	246.78881	1.02235	114	2.7712			-2.7712	-0.52		x	7.2085	22.20
Fri	12/08/17	246.78377	1.02233	115	2.7954			-2.7954	-0.50		x	7.2327	22.18
Mon	12/11/17	246.76868	1.02227	118	2.8682			-2.8682	-0.44		x	7.3055	22.12
Tue	12/12/17	246.76365	1.02225	119	2.8924			-2.8924	-0.42		x	7.3297	22.10
Wed	12/13/17	246.75861	1.02223	120	2.9167			-2.9167	-0.40		x	7.3540	22.08
Thu	12/14/17	246.75358	1.02221	121	2.9409			-2.9409	-0.38		x	7.3782	22.06
Fri	12/15/17	246.74855	1.02219	122	2.9652			-2.9652	-0.36		x	7.4025	22.04
Mon	12/18/17	246.73345	1.02213	125	3.0379			-3.0379	-0.30		x	7.4752	21.98
Tue	12/19/17	246.72842	1.02210	126	3.0621			-3.0621	-0.27		x	7.4994	21.95
Wed	12/20/17	246.72339	1.02208	127	3.0864			-3.0864	-0.25		x	7.5237	21.93
Thu	12/21/17	246.71835	1.02206	128	3.1106			-3.1106	-0.23		x	7.5479	21.91
Fri	12/22/17	246.71332	1.02204	129	3.1349			-3.1349	-0.21		x	7.5722	21.89
Mon	12/25/17	246.69823	1.02198	132	3.2076			-3.2076	-0.15		x	7.6449	21.83
Tue	12/26/17	246.69319	1.02196	133	3.2318			-3.2318	-0.13		x	7.6691	21.81
Wed	12/27/17	246.68816	1.02194	134	3.2560			-3.2560	-0.11		x	7.6933	21.79
Thu	12/28/17	246.68313	1.02192	135	3.2803			-3.2803	-0.09		x	7.7176	21.77
Fri	12/29/17	246.67810	1.02190	136	3.3045			-3.3045	-0.07		x	7.7418	21.75
Mon	01/01/18	246.66300	1.02183

Generated 12/13/17 10:09