2.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2017

Interest and OID per $1,000 Face Value for 2017 (until 07/15/17)

CUSIP Number	912828GX2	Interest 01/15/17 (184 days)	$15.2973
Dated Date	July 15, 2007	Interest 07/15/17 (181 days)	$15.4910
Ref CPI on Dated Date	207.25639	Interest Total	$30.7883
Original Issue Date	July 16, 2007

						Purchased on Settelment Date & held to 07/15/17				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	1.16633	170	14.1433	x	x	16.6450	13.94			14.1433	0.00
Mon	01/02/17	241.71687	1.16627	171	14.2258	x	x	16.5625	14.00			14.2258	-0.06
Tue	01/03/17	241.70474	1.16621	172	14.3083	x	x	16.4800	14.06			14.3083	-0.12
Wed	01/04/17	241.69261	1.16615	173	14.3907	x	x	16.3976	14.12			14.3907	-0.18
Thu	01/05/17	241.68048	1.16609	174	14.4731	x	x	16.3152	14.18			14.4731	-0.24
Fri	01/06/17	241.66835	1.16604	175	14.5557	x	x	16.2326	14.23			14.5557	-0.29
Mon	01/09/17	241.63197	1.16586	178	14.8029	x	x	15.9854	14.41			14.8029	-0.47
Tue	01/10/17	241.61984	1.16580	179	14.8853	x	x	15.9030	14.47			14.8853	-0.53
Wed	01/11/17	241.60771	1.16574	180	14.9677	x	x	15.8206	14.53			14.9677	-0.59
Thu	01/12/17	241.59558	1.16568	181	15.0501	x	x	15.7382	14.59			15.0501	-0.65
Fri	01/13/17	241.58345	1.16563	182	15.1326	x	x	15.6557	14.64			15.1326	-0.70
Sun	01/15/17	241.55919	1.16551	0	0.0000		x	15.4910	14.76	x		15.2973	-0.82
Mon	01/16/17	241.54706	1.16545	1	0.0845		x	15.4065	14.82	x		15.3818	-0.88
Tue	01/17/17	241.53494	1.16539	2	0.1690		x	15.3220	14.88	x		15.4663	-0.94
Wed	01/18/17	241.52281	1.16533	3	0.2535		x	15.2375	14.94	x		15.5508	-1.00
Thu	01/19/17	241.51068	1.16527	4	0.3380		x	15.1530	15.00	x		15.6353	-1.06
Fri	01/20/17	241.49855	1.16522	5	0.4225		x	15.0685	15.05	x		15.7198	-1.11
Mon	01/23/17	241.46216	1.16504	8	0.6759		x	14.8151	15.23	x		15.9732	-1.29
Tue	01/24/17	241.45003	1.16498	9	0.7603		x	14.7307	15.29	x		16.0576	-1.35
Wed	01/25/17	241.43790	1.16492	10	0.8447		x	14.6463	15.35	x		16.1420	-1.41
Thu	01/26/17	241.42577	1.16487	11	0.9292		x	14.5618	15.40	x		16.2265	-1.46
Fri	01/27/17	241.41365	1.16481	12	1.0136		x	14.4774	15.46	x		16.3109	-1.52
Mon	01/30/17	241.37726	1.16463	15	1.2668		x	14.2242	15.64	x		16.5641	-1.70
Tue	01/31/17	241.36513	1.16457	16	1.3512		x	14.1398	15.70	x		16.6485	-1.76
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	1.16451	17	1.4355		x	14.0555	15.76	x		16.7328	-1.82
Thu	02/02/17	241.35582	1.16453	18	1.5200		x	13.9710	15.74	x		16.8173	-1.80
Fri	02/03/17	241.35864	1.16454	19	1.6045		x	13.8865	15.73	x		16.9018	-1.79
Mon	02/06/17	241.36711	1.16458	22	1.8579		x	13.6331	15.69	x		17.1552	-1.75
Tue	02/07/17	241.36993	1.16460	23	1.9423		x	13.5487	15.67	x		17.2396	-1.73
Wed	02/08/17	241.37275	1.16461	24	2.0268		x	13.4642	15.66	x		17.3241	-1.72
Thu	02/09/17	241.37557	1.16462	25	2.1113		x	13.3797	15.65	x		17.4086	-1.71
Fri	02/10/17	241.37839	1.16464	26	2.1958		x	13.2952	15.63	x		17.4931	-1.69
Mon	02/13/17	241.38686	1.16468	29	2.4492		x	13.0418	15.59	x		17.7465	-1.65
Tue	02/14/17	241.38968	1.16469	30	2.5337		x	12.9573	15.58	x		17.8310	-1.64
Wed	02/15/17	241.39250	1.16470	31	2.6182		x	12.8728	15.57	x		17.9155	-1.63
Thu	02/16/17	241.39532	1.16472	32	2.7027		x	12.7883	15.55	x		18.0000	-1.61
Fri	02/17/17	241.39814	1.16473	33	2.7871		x	12.7039	15.54	x		18.0844	-1.60
Mon	02/20/17	241.40661	1.16477	36	3.0406		x	12.4504	15.50	x		18.3379	-1.56
Tue	02/21/17	241.40943	1.16479	37	3.1251		x	12.3659	15.48	x		18.4224	-1.54
Wed	02/22/17	241.41225	1.16480	38	3.2096		x	12.2814	15.47	x		18.5069	-1.53
Thu	02/23/17	241.41507	1.16481	39	3.2941		x	12.1969	15.46	x		18.5914	-1.52
Fri	02/24/17	241.41789	1.16483	40	3.3787		x	12.1123	15.44	x		18.6760	-1.50
Mon	02/27/17	241.42636	1.16487	43	3.6322		x	11.8588	15.40	x		18.9295	-1.46
Tue	02/28/17	241.42918	1.16488	44	3.7167		x	11.7743	15.39	x		19.0140	-1.45
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	1.16490	45	3.8012		x	11.6898	15.37	x		19.0985	-1.43
Thu	03/02/17	241.47739	1.16511	46	3.8864		x	11.6046	15.16	x		19.1837	-1.22
Fri	03/03/17	241.52277	1.16533	47	3.9716		x	11.5194	14.94	x		19.2689	-1.00
Mon	03/06/17	241.65894	1.16599	50	4.2275		x	11.2635	14.28	x		19.5248	-0.34
Tue	03/07/17	241.70432	1.16621	51	4.3129		x	11.1781	14.06	x		19.6102	-0.12
Wed	03/08/17	241.74971	1.16643	52	4.3983		x	11.0927	13.84	x		19.6956	0.10
Thu	03/09/17	241.79510	1.16665	53	4.4837		x	11.0073	13.62	x		19.7810	0.32
Fri	03/10/17	241.84048	1.16687	54	4.5692		x	10.9218	13.40	x		19.8665	0.54
Mon	03/13/17	241.97665	1.16752	57	4.8257		x	10.6653	12.75	x		20.1230	1.19
Tue	03/14/17	242.02203	1.16774	58	4.9113		x	10.5797	12.53	x		20.2086	1.41
Wed	03/15/17	242.06742	1.16796	59	4.9969		x	10.4941	12.31	x		20.2942	1.63
Thu	03/16/17	242.11281	1.16818	60	5.0826		x	10.4084	12.09	x		20.3799	1.85
Fri	03/17/17	242.15819	1.16840	61	5.1682		x	10.3228	11.87	x		20.4655	2.07
Mon	03/20/17	242.29435	1.16906	64	5.4255		x	10.0655	11.21	x		20.7228	2.73
Tue	03/21/17	242.33974	1.16928	65	5.5113		x	9.9797	10.99	x		20.8086	2.95
Wed	03/22/17	242.38513	1.16949	66	5.5971		x	9.8939	10.78	x		20.8944	3.16
Thu	03/23/17	242.43052	1.16971	67	5.6829		x	9.8081	10.56	x		20.9802	3.38
Fri	03/24/17	242.47590	1.16993	68	5.7689		x	9.7221	10.34	x		21.0662	3.60
Mon	03/27/17	242.61206	1.17059	71	6.0268		x	9.4642	9.68	x		21.3241	4.26
Tue	03/28/17	242.65745	1.17081	72	6.1128		x	9.3782	9.46	x		21.4101	4.48
Wed	03/29/17	242.70284	1.17103	73	6.1989		x	9.2921	9.24	x		21.4962	4.70
Thu	03/30/17	242.74823	1.17125	74	6.2850		x	9.2060	9.02	x		21.5823	4.92
Fri	03/31/17	242.79361	1.17147	75	6.3711		x	9.1199	8.80	x		21.6684	5.14
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	1.17193	78	6.6285		x	8.8625	8.34	x		21.9258	5.60
Tue	04/04/17	242.91540	1.17205	79	6.7142		x	8.7768	8.22	x		22.0115	5.72
Wed	04/05/17	242.94087	1.17218	80	6.7999		x	8.6911	8.09	x		22.0972	5.85
Thu	04/06/17	242.96633	1.17230	81	6.8856		x	8.6054	7.97	x		22.1829	5.97
Fri	04/07/17	242.99180	1.17242	82	6.9714		x	8.5196	7.85	x		22.2687	6.09
Mon	04/10/17	243.06820	1.17279	85	7.2287		x	8.2623	7.48	x		22.5260	6.46
Tue	04/11/17	243.09367	1.17291	86	7.3145		x	8.1765	7.36	x		22.6118	6.58
Wed	04/12/17	243.11913	1.17304	87	7.4004		x	8.0906	7.23	x		22.6977	6.71
Thu	04/13/17	243.14460	1.17316	88	7.4862		x	8.0048	7.11	x		22.7835	6.83
Fri	04/14/17	243.17007	1.17328	89	7.5720		x	7.9190	6.99	x		22.8693	6.95
Mon	04/17/17	243.24647	1.17365	92	7.8297		x	7.6613	6.62	x		23.1270	7.32
Tue	04/18/17	243.27193	1.17377	93	7.9157		x	7.5753	6.50	x		23.2130	7.44
Wed	04/19/17	243.29740	1.17390	94	8.0017		x	7.4893	6.37	x		23.2990	7.57
Thu	04/20/17	243.32287	1.17402	95	8.0876		x	7.4034	6.25	x		23.3849	7.69
Fri	04/21/17	243.34833	1.17414	96	8.1736		x	7.3174	6.13	x		23.4709	7.81
Mon	04/24/17	243.42473	1.17451	99	8.4317		x	7.0593	5.76	x		23.7290	8.18
Tue	04/25/17	243.45020	1.17463	100	8.5177		x	6.9733	5.64	x		23.8150	8.30
Wed	04/26/17	243.47567	1.17476	101	8.6038		x	6.8872	5.51	x		23.9011	8.43
Thu	04/27/17	243.50113	1.17488	102	8.6899		x	6.8011	5.39	x		23.9872	8.55
Fri	04/28/17	243.52660	1.17500	103	8.7760		x	6.7150	5.27	x		24.0733	8.67
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	1.17537	106	9.0344		x	6.4566	4.90	x		24.3317	9.04
Tue	05/02/17	243.60939	1.17540	107	9.1199		x	6.3711	4.87	x		24.4172	9.07
Wed	05/03/17	243.61577	1.17543	108	9.2054		x	6.2856	4.84	x		24.5027	9.10
Thu	05/04/17	243.62216	1.17546	109	9.2908		x	6.2002	4.81	x		24.5881	9.13
Fri	05/05/17	243.62855	1.17549	110	9.3763		x	6.1147	4.78	x		24.6736	9.16
Mon	05/08/17	243.64771	1.17559	113	9.6329		x	5.8581	4.68	x		24.9302	9.26
Tue	05/09/17	243.65410	1.17562	114	9.7184		x	5.7726	4.65	x		25.0157	9.29
Wed	05/10/17	243.66048	1.17565	115	9.8038		x	5.6872	4.62	x		25.1011	9.32
Thu	05/11/17	243.66687	1.17568	116	9.8894		x	5.6016	4.59	x		25.1867	9.35
Fri	05/12/17	243.67326	1.17571	117	9.9749		x	5.5161	4.56	x		25.2722	9.38
Mon	05/15/17	243.69242	1.17580	120	10.2314		x	5.2596	4.47	x		25.5287	9.47
Tue	05/16/17	243.69881	1.17583	121	10.3169		x	5.1741	4.44	x		25.6142	9.50
Wed	05/17/17	243.70519	1.17586	122	10.4025		x	5.0885	4.41	x		25.6998	9.53
Thu	05/18/17	243.71158	1.17589	123	10.4880		x	5.0030	4.38	x		25.7853	9.56
Fri	05/19/17	243.71797	1.17592	124	10.5735		x	4.9175	4.35	x		25.8708	9.59
Mon	05/22/17	243.73713	1.17602	127	10.8303		x	4.6607	4.25	x		26.1276	9.69
Tue	05/23/17	243.74352	1.17605	128	10.9158		x	4.5752	4.22	x		26.2131	9.72
Wed	05/24/17	243.74990	1.17608	129	11.0014		x	4.4896	4.19	x		26.2987	9.75
Thu	05/25/17	243.75629	1.17611	130	11.0869		x	4.4041	4.16	x		26.3842	9.78
Fri	05/26/17	243.76268	1.17614	131	11.1725		x	4.3185	4.13	x		26.4698	9.81
Mon	05/29/17	243.78184	1.17623	134	11.4293		x	4.0617	4.04	x		26.7266	9.90
Tue	05/30/17	243.78823	1.17626	135	11.5148		x	3.9762	4.01	x		26.8121	9.93
Wed	05/31/17	243.79461	1.17629	136	11.6004		x	3.8906	3.98	x		26.8977	9.96
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	06/01/17	243.80100	1.17633	137	11.6861		x	3.8049	3.94	x		26.9834	10.00
Fri	06/02/17	243.82510	1.17644	138	11.7725		x	3.7185	3.83	x		27.0698	10.11
Mon	06/05/17	243.89740	1.17679	141	12.0320		x	3.4590	3.48	x		27.3293	10.46
Tue	06/06/17	243.92150	1.17691	142	12.1186		x	3.3724	3.36	x		27.4159	10.58
Wed	06/07/17	243.94560	1.17702	143	12.2051		x	3.2859	3.25	x		27.5024	10.69
Thu	06/08/17	243.96970	1.17714	144	12.2917		x	3.1993	3.13	x		27.5890	10.81
Fri	06/09/17	243.99380	1.17726	145	12.3783		x	3.1127	3.01	x		27.6756	10.93
Mon	06/12/17	244.06610	1.17760	148	12.6381		x	2.8529	2.67	x		27.9354	11.27
Tue	06/13/17	244.09020	1.17772	149	12.7247		x	2.7663	2.55	x		28.0220	11.39
Wed	06/14/17	244.11430	1.17784	150	12.8115		x	2.6795	2.43	x		28.1088	11.51
Thu	06/15/17	244.13840	1.17795	151	12.8981		x	2.5929	2.32	x		28.1954	11.62
Fri	06/16/17	244.16250	1.17807	152	12.9848		x	2.5062	2.20	x		28.2821	11.74
Mon	06/19/17	244.23480	1.17842	155	13.2450		x	2.2460	1.85	x		28.5423	12.09
Tue	06/20/17	244.25890	1.17853	156	13.3317		x	2.1593	1.74	x		28.6290	12.20
Wed	06/21/17	244.28300	1.17865	157	13.4185		x	2.0725	1.62	x		28.7158	12.32
Thu	06/22/17	244.30710	1.17877	158	13.5054		x	1.9856	1.50	x		28.8027	12.44
Fri	06/23/17	244.33120	1.17888	159	13.5921		x	1.8989	1.39	x		28.8894	12.55
Mon	06/26/17	244.40350	1.17923	162	13.8527		x	1.6383	1.04	x		29.1500	12.90
Tue	06/27/17	244.42760	1.17935	163	13.9396		x	1.5514	0.92	x		29.2369	13.02
Wed	06/28/17	244.45170	1.17947	164	14.0266		x	1.4644	0.80	x		29.3239	13.14
Thu	06/29/17	244.47580	1.17958	165	14.1134		x	1.3776	0.69	x		29.4107	13.25
Fri	06/30/17	244.49990	1.17970	166	14.2004		x	1.2906	0.57	x		29.4977	13.37
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	1.17988	169	14.4592		x	1.0318	0.39	x		29.7565	13.55
Tue	07/04/17	244.54423	1.17991	170	14.5452		x	0.9458	0.36	x		29.8425	13.58
Wed	07/05/17	244.55097	1.17994	171	14.6311		x	0.8599	0.33	x		29.9284	13.61
Thu	07/06/17	244.55771	1.17998	172	14.7172		x	0.7738	0.29	x		30.0145	13.65
Fri	07/07/17	244.56445	1.18001	173	14.8031		x	0.6879	0.26	x		30.1004	13.68
Mon	07/10/17	244.58468	1.18011	176	15.0611		x	0.4299	0.16	x		30.3584	13.78
Tue	07/11/17	244.59142	1.18014	177	15.1470		x	0.3440	0.13	x		30.4443	13.81
Wed	07/12/17	244.59816	1.18017	178	15.2330		x	0.2580	0.10	x		30.5303	13.84
Thu	07/13/17	244.60490	1.18020	179	15.3190		x	0.1720	0.07	x		30.6163	13.87
Fri	07/14/17	244.61165	1.18024	180	15.4051		x	0.0859	0.03	x		30.7024	13.91
Sat	07/15/17	244.61839	1.18027	0	0.0000			0.0000	0.00	x	x	30.7883	13.94

Generated 12/13/17 10:09