0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2022

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

CUSIP Number	912828X39
Dated Date	April 15, 2017	Interest 10/15/17 (183 days)	$0.6299
Ref CPI on Dated Date	243.19553
Original Issue Date	April 28, 2017	Interest 04/15/18 (182 days)

						Purchased on Settelment Date & held to 01/01/18				Held on 04/28/17 & Sold on Settlement Date
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	04/28/17	243.52660	1.00136	13	0.0445		x	0.5854	12.90			0.0445	0.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	05/01/17	243.60300	1.00168	16	0.0547		x	0.5752	12.58			0.0547	0.32
Tue	05/02/17	243.60939	1.00170	17	0.0582		x	0.5717	12.56			0.0582	0.34
Wed	05/03/17	243.61577	1.00173	18	0.0616		x	0.5683	12.53			0.0616	0.37
Thu	05/04/17	243.62216	1.00175	19	0.0650		x	0.5649	12.51			0.0650	0.39
Fri	05/05/17	243.62855	1.00178	20	0.0684		x	0.5615	12.48			0.0684	0.42
Mon	05/08/17	243.64771	1.00186	23	0.0787		x	0.5512	12.40			0.0787	0.50
Tue	05/09/17	243.65410	1.00189	24	0.0821		x	0.5478	12.37			0.0821	0.53
Wed	05/10/17	243.66048	1.00191	25	0.0855		x	0.5444	12.35			0.0855	0.55
Thu	05/11/17	243.66687	1.00194	26	0.0890		x	0.5409	12.32			0.0890	0.58
Fri	05/12/17	243.67326	1.00196	27	0.0924		x	0.5375	12.30			0.0924	0.60
Mon	05/15/17	243.69242	1.00204	30	0.1027		x	0.5272	12.22			0.1027	0.68
Tue	05/16/17	243.69881	1.00207	31	0.1061		x	0.5238	12.19			0.1061	0.71
Wed	05/17/17	243.70519	1.00210	32	0.1095		x	0.5204	12.16			0.1095	0.74
Thu	05/18/17	243.71158	1.00212	33	0.1129		x	0.5170	12.14			0.1129	0.76
Fri	05/19/17	243.71797	1.00215	34	0.1164		x	0.5135	12.11			0.1164	0.79
Mon	05/22/17	243.73713	1.00223	37	0.1266		x	0.5033	12.03			0.1266	0.87
Tue	05/23/17	243.74352	1.00225	38	0.1301		x	0.4998	12.01			0.1301	0.89
Wed	05/24/17	243.74990	1.00228	39	0.1335		x	0.4964	11.98			0.1335	0.92
Thu	05/25/17	243.75629	1.00231	40	0.1369		x	0.4930	11.95			0.1369	0.95
Fri	05/26/17	243.76268	1.00233	41	0.1404		x	0.4895	11.93			0.1404	0.97
Mon	05/29/17	243.78184	1.00241	44	0.1506		x	0.4793	11.85			0.1506	1.05
Tue	05/30/17	243.78823	1.00244	45	0.1541		x	0.4758	11.82			0.1541	1.08
Wed	05/31/17	243.79461	1.00246	46	0.1575		x	0.4724	11.80			0.1575	1.10
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	06/01/17	243.80100	1.00249	47	0.1609		x	0.4690	11.77			0.1609	1.13
Fri	06/02/17	243.82510	1.00259	48	0.1644		x	0.4655	11.67			0.1644	1.23
Mon	06/05/17	243.89740	1.00289	51	0.1747		x	0.4552	11.37			0.1747	1.53
Tue	06/06/17	243.92150	1.00299	52	0.1781		x	0.4518	11.27			0.1781	1.63
Wed	06/07/17	243.94560	1.00308	53	0.1816		x	0.4483	11.18			0.1816	1.72
Thu	06/08/17	243.96970	1.00318	54	0.1850		x	0.4449	11.08			0.1850	1.82
Fri	06/09/17	243.99380	1.00328	55	0.1885		x	0.4414	10.98			0.1885	1.92
Mon	06/12/17	244.06610	1.00358	58	0.1988		x	0.4311	10.68			0.1988	2.22
Tue	06/13/17	244.09020	1.00368	59	0.2022		x	0.4277	10.58			0.2022	2.32
Wed	06/14/17	244.11430	1.00378	60	0.2057		x	0.4242	10.48			0.2057	2.42
Thu	06/15/17	244.13840	1.00388	61	0.2091		x	0.4208	10.38			0.2091	2.52
Fri	06/16/17	244.16250	1.00398	62	0.2126		x	0.4173	10.28			0.2126	2.62
Mon	06/19/17	244.23480	1.00427	65	0.2229		x	0.4070	9.99			0.2229	2.91
Tue	06/20/17	244.25890	1.00437	66	0.2264		x	0.4035	9.89			0.2264	3.01
Wed	06/21/17	244.28300	1.00447	67	0.2298		x	0.4001	9.79			0.2298	3.11
Thu	06/22/17	244.30710	1.00457	68	0.2333		x	0.3966	9.69			0.2333	3.21
Fri	06/23/17	244.33120	1.00467	69	0.2368		x	0.3931	9.59			0.2368	3.31
Mon	06/26/17	244.40350	1.00497	72	0.2471		x	0.3828	9.29			0.2471	3.61
Tue	06/27/17	244.42760	1.00507	73	0.2506		x	0.3793	9.19			0.2506	3.71
Wed	06/28/17	244.45170	1.00517	74	0.2540		x	0.3759	9.09			0.2540	3.81
Thu	06/29/17	244.47580	1.00526	75	0.2575		x	0.3724	9.00			0.2575	3.90
Fri	06/30/17	244.49990	1.00536	76	0.2610		x	0.3689	8.90			0.2610	4.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	07/03/17	244.53748	1.00552	79	0.2713		x	0.3586	8.74			0.2713	4.16
Tue	07/04/17	244.54423	1.00555	80	0.2747		x	0.3552	8.71			0.2747	4.19
Wed	07/05/17	244.55097	1.00557	81	0.2782		x	0.3517	8.69			0.2782	4.21
Thu	07/06/17	244.55771	1.00560	82	0.2816		x	0.3483	8.66			0.2816	4.24
Fri	07/07/17	244.56445	1.00563	83	0.2851		x	0.3448	8.63			0.2851	4.27
Mon	07/10/17	244.58468	1.00571	86	0.2954		x	0.3345	8.55			0.2954	4.35
Tue	07/11/17	244.59142	1.00574	87	0.2988		x	0.3311	8.52			0.2988	4.38
Wed	07/12/17	244.59816	1.00577	88	0.3023		x	0.3276	8.49			0.3023	4.41
Thu	07/13/17	244.60490	1.00580	89	0.3057		x	0.3242	8.46			0.3057	4.44
Fri	07/14/17	244.61165	1.00582	90	0.3092		x	0.3207	8.44			0.3092	4.46
Mon	07/17/17	244.63187	1.00591	93	0.3195		x	0.3104	8.35			0.3195	4.55
Tue	07/18/17	244.63861	1.00593	94	0.3229		x	0.3070	8.33			0.3229	4.57
Wed	07/19/17	244.64535	1.00596	95	0.3264		x	0.3035	8.30			0.3264	4.60
Thu	07/20/17	244.65210	1.00599	96	0.3298		x	0.3001	8.27			0.3298	4.63
Fri	07/21/17	244.65884	1.00602	97	0.3333		x	0.2966	8.24			0.3333	4.66
Mon	07/24/17	244.67906	1.00610	100	0.3436		x	0.2863	8.16			0.3436	4.74
Tue	07/25/17	244.68581	1.00613	101	0.3471		x	0.2828	8.13			0.3471	4.77
Wed	07/26/17	244.69255	1.00616	102	0.3505		x	0.2794	8.10			0.3505	4.80
Thu	07/27/17	244.69929	1.00618	103	0.3539		x	0.2760	8.08			0.3539	4.82
Fri	07/28/17	244.70603	1.00621	104	0.3574		x	0.2725	8.05			0.3574	4.85
Mon	07/31/17	244.72626	1.00629	107	0.3677		x	0.2622	7.97			0.3677	4.93
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	08/01/17	244.73300	1.00632	108	0.3712		x	0.2587	7.94			0.3712	4.96
Wed	08/02/17	244.74016	1.00635	109	0.3746		x	0.2553	7.91			0.3746	4.99
Thu	08/03/17	244.74732	1.00638	110	0.3781		x	0.2518	7.88			0.3781	5.02
Fri	08/04/17	244.75448	1.00641	111	0.3815		x	0.2484	7.85			0.3815	5.05
Mon	08/07/17	244.77597	1.00650	114	0.3919		x	0.2380	7.76			0.3919	5.14
Tue	08/08/17	244.78313	1.00653	115	0.3953		x	0.2346	7.73			0.3953	5.17
Wed	08/09/17	244.79029	1.00656	116	0.3988		x	0.2311	7.70			0.3988	5.20
Thu	08/10/17	244.79745	1.00659	117	0.4022		x	0.2277	7.67			0.4022	5.23
Fri	08/11/17	244.80461	1.00662	118	0.4057		x	0.2242	7.64			0.4057	5.26
Mon	08/14/17	244.82610	1.00670	121	0.4160		x	0.2139	7.56			0.4160	5.34
Tue	08/15/17	244.83326	1.00673	122	0.4195		x	0.2104	7.53			0.4195	5.37
Wed	08/16/17	244.84042	1.00676	123	0.4229		x	0.2070	7.50			0.4229	5.40
Thu	08/17/17	244.84758	1.00679	124	0.4264		x	0.2035	7.47			0.4264	5.43
Fri	08/18/17	244.85474	1.00682	125	0.4298		x	0.2001	7.44			0.4298	5.46
Mon	08/21/17	244.87623	1.00691	128	0.4402		x	0.1897	7.35			0.4402	5.55
Tue	08/22/17	244.88339	1.00694	129	0.4436		x	0.1863	7.32			0.4436	5.58
Wed	08/23/17	244.89055	1.00697	130	0.4471		x	0.1828	7.29			0.4471	5.61
Thu	08/24/17	244.89771	1.00700	131	0.4505		x	0.1794	7.26			0.4505	5.64
Fri	08/25/17	244.90487	1.00703	132	0.4540		x	0.1759	7.23			0.4540	5.67
Mon	08/28/17	244.92635	1.00712	135	0.4643		x	0.1656	7.14			0.4643	5.76
Tue	08/29/17	244.93352	1.00715	136	0.4678		x	0.1621	7.11			0.4678	5.79
Wed	08/30/17	244.94068	1.00718	137	0.4713		x	0.1586	7.08			0.4713	5.82
Thu	08/31/17	244.94784	1.00721	138	0.4747		x	0.1552	7.05			0.4747	5.85
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	09/01/17	244.95500	1.00723	139	0.4782		x	0.1517	7.03			0.4782	5.87
Mon	09/04/17	244.93810	1.00717	142	0.4884		x	0.1415	7.09			0.4884	5.81
Tue	09/05/17	244.93247	1.00714	143	0.4919		x	0.1380	7.12			0.4919	5.78
Wed	09/06/17	244.92683	1.00712	144	0.4953		x	0.1346	7.14			0.4953	5.76
Thu	09/07/17	244.92120	1.00710	145	0.4987		x	0.1312	7.16			0.4987	5.74
Fri	09/08/17	244.91557	1.00707	146	0.5022		x	0.1277	7.19			0.5022	5.71
Mon	09/11/17	244.89867	1.00700	149	0.5124		x	0.1175	7.26			0.5124	5.64
Tue	09/12/17	244.89303	1.00698	150	0.5159		x	0.1140	7.28			0.5159	5.62
Wed	09/13/17	244.88740	1.00696	151	0.5193		x	0.1106	7.30			0.5193	5.60
Thu	09/14/17	244.88177	1.00693	152	0.5227		x	0.1072	7.33			0.5227	5.57
Fri	09/15/17	244.87613	1.00691	153	0.5262		x	0.1037	7.35			0.5262	5.55
Mon	09/18/17	244.85923	1.00684	156	0.5364		x	0.0935	7.42			0.5364	5.48
Tue	09/19/17	244.85360	1.00682	157	0.5399		x	0.0900	7.44			0.5399	5.46
Wed	09/20/17	244.84797	1.00679	158	0.5433		x	0.0866	7.47			0.5433	5.43
Thu	09/21/17	244.84233	1.00677	159	0.5467		x	0.0832	7.49			0.5467	5.41
Fri	09/22/17	244.83670	1.00675	160	0.5501		x	0.0798	7.51			0.5501	5.39
Mon	09/25/17	244.81980	1.00668	163	0.5604		x	0.0695	7.58			0.5604	5.32
Tue	09/26/17	244.81417	1.00666	164	0.5638		x	0.0661	7.60			0.5638	5.30
Wed	09/27/17	244.80853	1.00663	165	0.5673		x	0.0626	7.63			0.5673	5.27
Thu	09/28/17	244.80290	1.00661	166	0.5707		x	0.0592	7.65			0.5707	5.25
Fri	09/29/17	244.79727	1.00659	167	0.5741		x	0.0558	7.67			0.5741	5.23
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	10/02/17	244.80965	1.00664	170	0.5845		x	0.0454	7.62			0.5845	5.28
Tue	10/03/17	244.83329	1.00673	171	0.5879		x	0.0420	7.53			0.5879	5.37
Wed	10/04/17	244.85694	1.00683	172	0.5914		x	0.0385	7.43			0.5914	5.47
Thu	10/05/17	244.88058	1.00693	173	0.5949		x	0.0350	7.33			0.5949	5.57
Fri	10/06/17	244.90423	1.00703	174	0.5984		x	0.0315	7.23			0.5984	5.67
Mon	10/09/17	244.97516	1.00732	177	0.6089		x	0.0210	6.94			0.6089	5.96
Tue	10/10/17	244.99881	1.00741	178	0.6124		x	0.0175	6.85			0.6124	6.05
Wed	10/11/17	245.02245	1.00751	179	0.6159		x	0.0140	6.75			0.6159	6.15
Thu	10/12/17	245.04610	1.00761	180	0.6194		x	0.0105	6.65			0.6194	6.25
Fri	10/13/17	245.06974	1.00771	181	0.6229		x	0.0070	6.55			0.6229	6.35
Sun	10/15/17	245.11703	1.00790	0	0.0000			0.0000	6.36		x	0.6299	6.54
Mon	10/16/17	245.14068	1.00800	1	0.0035			-0.0035	6.26		x	0.6334	6.64
Tue	10/17/17	245.16432	1.00810	2	0.0069			-0.0069	6.16		x	0.6368	6.74
Wed	10/18/17	245.18797	1.00819	3	0.0104			-0.0104	6.07		x	0.6403	6.83
Thu	10/19/17	245.21161	1.00829	4	0.0139			-0.0139	5.97		x	0.6438	6.93
Fri	10/20/17	245.23526	1.00839	5	0.0173			-0.0173	5.87		x	0.6472	7.03
Mon	10/23/17	245.30619	1.00868	8	0.0277			-0.0277	5.58		x	0.6576	7.32
Tue	10/24/17	245.32984	1.00878	9	0.0312			-0.0312	5.48		x	0.6611	7.42
Wed	10/25/17	245.35348	1.00887	10	0.0346			-0.0346	5.39		x	0.6645	7.51
Thu	10/26/17	245.37713	1.00897	11	0.0381			-0.0381	5.29		x	0.6680	7.61
Fri	10/27/17	245.40077	1.00907	12	0.0416			-0.0416	5.19		x	0.6715	7.71
Mon	10/30/17	245.47171	1.00936	15	0.0520			-0.0520	4.90		x	0.6819	8.00
Tue	10/31/17	245.49535	1.00946	16	0.0555			-0.0555	4.80		x	0.6854	8.10
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	11/01/17	245.51900	1.00955	17	0.0589			-0.0589	4.71		x	0.6888	8.19
Thu	11/02/17	245.56233	1.00973	18	0.0624			-0.0624	4.53		x	0.6923	8.37
Fri	11/03/17	245.60567	1.00991	19	0.0659			-0.0659	4.35		x	0.6958	8.55
Mon	11/06/17	245.73567	1.01044	22	0.0763			-0.0763	3.82		x	0.7062	9.08
Tue	11/07/17	245.77900	1.01062	23	0.0798			-0.0798	3.64		x	0.7097	9.26
Wed	11/08/17	245.82233	1.01080	24	0.0833			-0.0833	3.46		x	0.7132	9.44
Thu	11/09/17	245.86567	1.01098	25	0.0868			-0.0868	3.28		x	0.7167	9.62
Fri	11/10/17	245.90900	1.01116	26	0.0903			-0.0903	3.10		x	0.7202	9.80
Mon	11/13/17	246.03900	1.01169	29	0.1008			-0.1008	2.57		x	0.7307	10.33
Tue	11/14/17	246.08233	1.01187	30	0.1042			-0.1042	2.39		x	0.7341	10.51
Wed	11/15/17	246.12567	1.01205	31	0.1077			-0.1077	2.21		x	0.7376	10.69
Thu	11/16/17	246.16900	1.01223	32	0.1112			-0.1112	2.03		x	0.7411	10.87
Fri	11/17/17	246.21233	1.01240	33	0.1147			-0.1147	1.86		x	0.7446	11.04
Mon	11/20/17	246.34233	1.01294	36	0.1252			-0.1252	1.32		x	0.7551	11.58
Tue	11/21/17	246.38567	1.01312	37	0.1287			-0.1287	1.14		x	0.7586	11.76
Wed	11/22/17	246.42900	1.01330	38	0.1322			-0.1322	0.96		x	0.7621	11.94
Thu	11/23/17	246.47233	1.01347	39	0.1357			-0.1357	0.79		x	0.7656	12.11
Fri	11/24/17	246.51567	1.01365	40	0.1392			-0.1392	0.61		x	0.7691	12.29
Mon	11/27/17	246.64567	1.01419	43	0.1498			-0.1498	0.07		x	0.7797	12.83
Tue	11/28/17	246.68900	1.01436	44	0.1533			-0.1533	-0.10		x	0.7832	13.00
Wed	11/29/17	246.73233	1.01454	45	0.1568			-0.1568	-0.28		x	0.7867	13.18
Thu	11/30/17	246.77567	1.01472	46	0.1603			-0.1603	-0.46		x	0.7902	13.36
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	12/01/17	246.81900	1.01490	47	0.1638			-0.1638	-0.64		x	0.7937	13.54
Mon	12/04/17	246.80390	1.01484	50	0.1743			-0.1743	-0.58		x	0.8042	13.48
Tue	12/05/17	246.79887	1.01482	51	0.1777			-0.1777	-0.56		x	0.8076	13.46
Wed	12/06/17	246.79384	1.01480	52	0.1812			-0.1812	-0.54		x	0.8111	13.44
Thu	12/07/17	246.78881	1.01478	53	0.1847			-0.1847	-0.52		x	0.8146	13.42
Fri	12/08/17	246.78377	1.01475	54	0.1882			-0.1882	-0.49		x	0.8181	13.39
Mon	12/11/17	246.76868	1.01469	57	0.1986			-0.1986	-0.43		x	0.8285	13.33
Tue	12/12/17	246.76365	1.01467	58	0.2021			-0.2021	-0.41		x	0.8320	13.31
Wed	12/13/17	246.75861	1.01465	59	0.2056			-0.2056	-0.39		x	0.8355	13.29
Thu	12/14/17	246.75358	1.01463	60	0.2091			-0.2091	-0.37		x	0.8390	13.27
Fri	12/15/17	246.74855	1.01461	61	0.2125			-0.2125	-0.35		x	0.8424	13.25
Mon	12/18/17	246.73345	1.01455	64	0.2230			-0.2230	-0.29		x	0.8529	13.19
Tue	12/19/17	246.72842	1.01453	65	0.2265			-0.2265	-0.27		x	0.8564	13.17
Wed	12/20/17	246.72339	1.01451	66	0.2299			-0.2299	-0.25		x	0.8598	13.15
Thu	12/21/17	246.71835	1.01449	67	0.2334			-0.2334	-0.23		x	0.8633	13.13
Fri	12/22/17	246.71332	1.01446	68	0.2369			-0.2369	-0.20		x	0.8668	13.10
Mon	12/25/17	246.69823	1.01440	71	0.2473			-0.2473	-0.14		x	0.8772	13.04
Tue	12/26/17	246.69319	1.01438	72	0.2508			-0.2508	-0.12		x	0.8807	13.02
Wed	12/27/17	246.68816	1.01436	73	0.2543			-0.2543	-0.10		x	0.8842	13.00
Thu	12/28/17	246.68313	1.01434	74	0.2578			-0.2578	-0.08		x	0.8877	12.98
Fri	12/29/17	246.67810	1.01432	75	0.2612			-0.2612	-0.06		x	0.8911	12.96
Mon	01/01/18	246.66300	1.01426

Generated 12/13/17 10:09