0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2027

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

CUSIP Number	9128282L3
Dated Date	July 15, 2017
Ref CPI on Dated Date	244.61839
Original Issue Date	July 31, 2017	Interest 01/15/18 (184 days)

						Purchased on Settelment Date & held to 01/01/18				Held on 07/31/17 & 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
Mon	07/31/17	244.72626	1.00044	16	0.1631			-0.1631	7.92			0.1631	0.00
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	1.00047	17	0.1733			-0.1733	7.89			0.1733	0.03
Wed	08/02/17	244.74016	1.00050	18	0.1835			-0.1835	7.86			0.1835	0.06
Thu	08/03/17	244.74732	1.00053	19	0.1937			-0.1937	7.83			0.1937	0.09
Fri	08/04/17	244.75448	1.00056	20	0.2039			-0.2039	7.80			0.2039	0.12
Mon	08/07/17	244.77597	1.00064	23	0.2345			-0.2345	7.72			0.2345	0.20
Tue	08/08/17	244.78313	1.00067	24	0.2447			-0.2447	7.69			0.2447	0.23
Wed	08/09/17	244.79029	1.00070	25	0.2549			-0.2549	7.66			0.2549	0.26
Thu	08/10/17	244.79745	1.00073	26	0.2651			-0.2651	7.63			0.2651	0.29
Fri	08/11/17	244.80461	1.00076	27	0.2753			-0.2753	7.60			0.2753	0.32
Mon	08/14/17	244.82610	1.00085	30	0.3060			-0.3060	7.51			0.3060	0.41
Tue	08/15/17	244.83326	1.00088	31	0.3162			-0.3162	7.48			0.3162	0.44
Wed	08/16/17	244.84042	1.00091	32	0.3264			-0.3264	7.45			0.3264	0.47
Thu	08/17/17	244.84758	1.00094	33	0.3366			-0.3366	7.42			0.3366	0.50
Fri	08/18/17	244.85474	1.00097	34	0.3468			-0.3468	7.39			0.3468	0.53
Mon	08/21/17	244.87623	1.00105	37	0.3774			-0.3774	7.31			0.3774	0.61
Tue	08/22/17	244.88339	1.00108	38	0.3876			-0.3876	7.28			0.3876	0.64
Wed	08/23/17	244.89055	1.00111	39	0.3979			-0.3979	7.25			0.3979	0.67
Thu	08/24/17	244.89771	1.00114	40	0.4081			-0.4081	7.22			0.4081	0.70
Fri	08/25/17	244.90487	1.00117	41	0.4183			-0.4183	7.19			0.4183	0.73
Mon	08/28/17	244.92635	1.00126	44	0.4489			-0.4489	7.10			0.4489	0.82
Tue	08/29/17	244.93352	1.00129	45	0.4592			-0.4592	7.07			0.4592	0.85
Wed	08/30/17	244.94068	1.00132	46	0.4694			-0.4694	7.04			0.4694	0.88
Thu	08/31/17	244.94784	1.00135	47	0.4796			-0.4796	7.01			0.4796	0.91
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	09/01/17	244.95500	1.00138	48	0.4898			-0.4898	6.98			0.4898	0.94
Mon	09/04/17	244.93810	1.00131	51	0.5204			-0.5204	7.05			0.5204	0.87
Tue	09/05/17	244.93247	1.00128	52	0.5306			-0.5306	7.08			0.5306	0.84
Wed	09/06/17	244.92683	1.00126	53	0.5408			-0.5408	7.10			0.5408	0.82
Thu	09/07/17	244.92120	1.00124	54	0.5510			-0.5510	7.12			0.5510	0.80
Fri	09/08/17	244.91557	1.00121	55	0.5611			-0.5611	7.15			0.5611	0.77
Mon	09/11/17	244.89867	1.00115	58	0.5917			-0.5917	7.21			0.5917	0.71
Tue	09/12/17	244.89303	1.00112	59	0.6019			-0.6019	7.24			0.6019	0.68
Wed	09/13/17	244.88740	1.00110	60	0.6121			-0.6121	7.26			0.6121	0.66
Thu	09/14/17	244.88177	1.00108	61	0.6223			-0.6223	7.28			0.6223	0.64
Fri	09/15/17	244.87613	1.00105	62	0.6325			-0.6325	7.31			0.6325	0.61
Mon	09/18/17	244.85923	1.00098	65	0.6630			-0.6630	7.38			0.6630	0.54
Tue	09/19/17	244.85360	1.00096	66	0.6732			-0.6732	7.40			0.6732	0.52
Wed	09/20/17	244.84797	1.00094	67	0.6834			-0.6834	7.42			0.6834	0.50
Thu	09/21/17	244.84233	1.00092	68	0.6936			-0.6936	7.44			0.6936	0.48
Fri	09/22/17	244.83670	1.00089	69	0.7038			-0.7038	7.47			0.7038	0.45
Mon	09/25/17	244.81980	1.00082	72	0.7343			-0.7343	7.54			0.7343	0.38
Tue	09/26/17	244.81417	1.00080	73	0.7445			-0.7445	7.56			0.7445	0.36
Wed	09/27/17	244.80853	1.00078	74	0.7547			-0.7547	7.58			0.7547	0.34
Thu	09/28/17	244.80290	1.00075	75	0.7648			-0.7648	7.61			0.7648	0.31
Fri	09/29/17	244.79727	1.00073	76	0.7750			-0.7750	7.63			0.7750	0.29
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	1.00078	79	0.8057			-0.8057	7.58			0.8057	0.34
Tue	10/03/17	244.83329	1.00088	80	0.8159			-0.8159	7.48			0.8159	0.44
Wed	10/04/17	244.85694	1.00098	81	0.8262			-0.8262	7.38			0.8262	0.54
Thu	10/05/17	244.88058	1.00107	82	0.8365			-0.8365	7.29			0.8365	0.63
Fri	10/06/17	244.90423	1.00117	83	0.8468			-0.8468	7.19			0.8468	0.73
Mon	10/09/17	244.97516	1.00146	86	0.8776			-0.8776	6.90			0.8776	1.02
Tue	10/10/17	244.99881	1.00156	87	0.8879			-0.8879	6.80			0.8879	1.12
Wed	10/11/17	245.02245	1.00165	88	0.8982			-0.8982	6.71			0.8982	1.21
Thu	10/12/17	245.04610	1.00175	89	0.9085			-0.9085	6.61			0.9085	1.31
Fri	10/13/17	245.06974	1.00185	90	0.9188			-0.9188	6.51			0.9188	1.41
Mon	10/16/17	245.14068	1.00214	93	0.9497			-0.9497	6.22			0.9497	1.70
Tue	10/17/17	245.16432	1.00223	94	0.9600			-0.9600	6.13			0.9600	1.79
Wed	10/18/17	245.18797	1.00233	95	0.9703			-0.9703	6.03			0.9703	1.89
Thu	10/19/17	245.21161	1.00243	96	0.9806			-0.9806	5.93			0.9806	1.99
Fri	10/20/17	245.23526	1.00252	97	0.9909			-0.9909	5.84			0.9909	2.08
Mon	10/23/17	245.30619	1.00281	100	1.0219			-1.0219	5.55			1.0219	2.37
Tue	10/24/17	245.32984	1.00291	101	1.0322			-1.0322	5.45			1.0322	2.47
Wed	10/25/17	245.35348	1.00301	102	1.0425			-1.0425	5.35			1.0425	2.57
Thu	10/26/17	245.37713	1.00310	103	1.0528			-1.0528	5.26			1.0528	2.66
Fri	10/27/17	245.40077	1.00320	104	1.0632			-1.0632	5.16			1.0632	2.76
Mon	10/30/17	245.47171	1.00349	107	1.0942			-1.0942	4.87			1.0942	3.05
Tue	10/31/17	245.49535	1.00359	108	1.1045			-1.1045	4.77			1.1045	3.15
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	1.00368	109	1.1148			-1.1148	4.68			1.1148	3.24
Thu	11/02/17	245.56233	1.00386	110	1.1253			-1.1253	4.50			1.1253	3.42
Fri	11/03/17	245.60567	1.00404	111	1.1357			-1.1357	4.32			1.1357	3.60
Mon	11/06/17	245.73567	1.00457	114	1.1670			-1.1670	3.79			1.1670	4.13
Tue	11/07/17	245.77900	1.00474	115	1.1774			-1.1774	3.62			1.1774	4.30
Wed	11/08/17	245.82233	1.00492	116	1.1879			-1.1879	3.44			1.1879	4.48
Thu	11/09/17	245.86567	1.00510	117	1.1983			-1.1983	3.26			1.1983	4.66
Fri	11/10/17	245.90900	1.00528	118	1.2088			-1.2088	3.08			1.2088	4.84
Mon	11/13/17	246.03900	1.00581	121	1.2402			-1.2402	2.55			1.2402	5.37
Tue	11/14/17	246.08233	1.00598	122	1.2506			-1.2506	2.38			1.2506	5.54
Wed	11/15/17	246.12567	1.00616	123	1.2611			-1.2611	2.20			1.2611	5.72
Thu	11/16/17	246.16900	1.00634	124	1.2716			-1.2716	2.02			1.2716	5.90
Fri	11/17/17	246.21233	1.00652	125	1.2821			-1.2821	1.84			1.2821	6.08
Mon	11/20/17	246.34233	1.00705	128	1.3135			-1.3135	1.31			1.3135	6.61
Tue	11/21/17	246.38567	1.00722	129	1.3240			-1.3240	1.14			1.3240	6.78
Wed	11/22/17	246.42900	1.00740	130	1.3345			-1.3345	0.96			1.3345	6.96
Thu	11/23/17	246.47233	1.00758	131	1.3450			-1.3450	0.78			1.3450	7.14
Fri	11/24/17	246.51567	1.00776	132	1.3555			-1.3555	0.60			1.3555	7.32
Mon	11/27/17	246.64567	1.00829	135	1.3871			-1.3871	0.07			1.3871	7.85
Tue	11/28/17	246.68900	1.00846	136	1.3976			-1.3976	-0.10			1.3976	8.02
Wed	11/29/17	246.73233	1.00864	137	1.4081			-1.4081	-0.28			1.4081	8.20
Thu	11/30/17	246.77567	1.00882	138	1.4187			-1.4187	-0.46			1.4187	8.38
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	1.00900	139	1.4292			-1.4292	-0.64			1.4292	8.56
Mon	12/04/17	246.80390	1.00893	142	1.4599			-1.4599	-0.57			1.4599	8.49
Tue	12/05/17	246.79887	1.00891	143	1.4702			-1.4702	-0.55			1.4702	8.47
Wed	12/06/17	246.79384	1.00889	144	1.4804			-1.4804	-0.53			1.4804	8.45
Thu	12/07/17	246.78881	1.00887	145	1.4907			-1.4907	-0.51			1.4907	8.43
Fri	12/08/17	246.78377	1.00885	146	1.5009			-1.5009	-0.49			1.5009	8.41
Mon	12/11/17	246.76868	1.00879	149	1.5317			-1.5317	-0.43			1.5317	8.35
Tue	12/12/17	246.76365	1.00877	150	1.5419			-1.5419	-0.41			1.5419	8.33
Wed	12/13/17	246.75861	1.00875	151	1.5522			-1.5522	-0.39			1.5522	8.31
Thu	12/14/17	246.75358	1.00873	152	1.5624			-1.5624	-0.37			1.5624	8.29
Fri	12/15/17	246.74855	1.00871	153	1.5727			-1.5727	-0.35			1.5727	8.27
Mon	12/18/17	246.73345	1.00865	156	1.6034			-1.6034	-0.29			1.6034	8.21
Tue	12/19/17	246.72842	1.00863	157	1.6137			-1.6137	-0.27			1.6137	8.19
Wed	12/20/17	246.72339	1.00861	158	1.6239			-1.6239	-0.25			1.6239	8.17
Thu	12/21/17	246.71835	1.00858	159	1.6341			-1.6341	-0.22			1.6341	8.14
Fri	12/22/17	246.71332	1.00856	160	1.6444			-1.6444	-0.20			1.6444	8.12
Mon	12/25/17	246.69823	1.00850	163	1.6751			-1.6751	-0.14			1.6751	8.06
Tue	12/26/17	246.69319	1.00848	164	1.6854			-1.6854	-0.12			1.6854	8.04
Wed	12/27/17	246.68816	1.00846	165	1.6956			-1.6956	-0.10			1.6956	8.02
Thu	12/28/17	246.68313	1.00844	166	1.7059			-1.7059	-0.08			1.7059	8.00
Fri	12/29/17	246.67810	1.00842	167	1.7161			-1.7161	-0.06			1.7161	7.98
Mon	01/01/18	246.66300	1.00836

Generated 12/13/17 10:09