0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2026

Interest and OID per $1,000 Face Value for 2016

CUSIP Number	912828S50
Dated Date	July 15, 2016
Ref CPI on Dated Date	239.70132
Original Issue Date	July 29, 2016	Interest 01/15/17 (184 days)

						Purchased on Settelment Date & held to 01/01/17				Held on 07/29/16 & 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
Fri	07/29/16	240.14165	1.00184	14	0.0476			-0.0476	6.62			0.0476	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
Mon	08/01/16	240.23600	1.00223	17	0.0579			-0.0579	6.23			0.0579	0.39
Tue	08/02/16	240.26187	1.00234	18	0.0613			-0.0613	6.12			0.0613	0.50
Wed	08/03/16	240.28774	1.00245	19	0.0647			-0.0647	6.01			0.0647	0.61
Thu	08/04/16	240.31361	1.00255	20	0.0681			-0.0681	5.91			0.0681	0.71
Fri	08/05/16	240.33948	1.00266	21	0.0715			-0.0715	5.80			0.0715	0.82
Mon	08/08/16	240.41710	1.00299	24	0.0818			-0.0818	5.47			0.0818	1.15
Tue	08/09/16	240.44297	1.00309	25	0.0852			-0.0852	5.37			0.0852	1.25
Wed	08/10/16	240.46884	1.00320	26	0.0886			-0.0886	5.26			0.0886	1.36
Thu	08/11/16	240.49471	1.00331	27	0.0920			-0.0920	5.15			0.0920	1.47
Fri	08/12/16	240.52058	1.00342	28	0.0954			-0.0954	5.04			0.0954	1.58
Mon	08/15/16	240.59819	1.00374	31	0.1057			-0.1057	4.72			0.1057	1.90
Tue	08/16/16	240.62406	1.00385	32	0.1091			-0.1091	4.61			0.1091	2.01
Wed	08/17/16	240.64994	1.00396	33	0.1125			-0.1125	4.50			0.1125	2.12
Thu	08/18/16	240.67581	1.00407	34	0.1160			-0.1160	4.39			0.1160	2.23
Fri	08/19/16	240.70168	1.00417	35	0.1194			-0.1194	4.29			0.1194	2.33
Mon	08/22/16	240.77929	1.00450	38	0.1297			-0.1297	3.96			0.1297	2.66
Tue	08/23/16	240.80516	1.00461	39	0.1331			-0.1331	3.85			0.1331	2.77
Wed	08/24/16	240.83103	1.00471	40	0.1365			-0.1365	3.75			0.1365	2.87
Thu	08/25/16	240.85690	1.00482	41	0.1399			-0.1399	3.64			0.1399	2.98
Fri	08/26/16	240.88277	1.00493	42	0.1434			-0.1434	3.53			0.1434	3.09
Mon	08/29/16	240.96039	1.00525	45	0.1537			-0.1537	3.21			0.1537	3.41
Tue	08/30/16	240.98626	1.00536	46	0.1571			-0.1571	3.10			0.1571	3.52
Wed	08/31/16	241.01213	1.00547	47	0.1605			-0.1605	2.99			0.1605	3.63
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	09/01/16	241.03800	1.00558	48	0.1640			-0.1640	2.88			0.1640	3.74
Fri	09/02/16	241.02497	1.00552	49	0.1674			-0.1674	2.94			0.1674	3.68
Mon	09/05/16	240.98587	1.00536	52	0.1776			-0.1776	3.10			0.1776	3.52
Tue	09/06/16	240.97283	1.00530	53	0.1810			-0.1810	3.16			0.1810	3.46
Wed	09/07/16	240.95980	1.00525	54	0.1844			-0.1844	3.21			0.1844	3.41
Thu	09/08/16	240.94677	1.00520	55	0.1878			-0.1878	3.26			0.1878	3.36
Fri	09/09/16	240.93373	1.00514	56	0.1912			-0.1912	3.32			0.1912	3.30
Mon	09/12/16	240.89463	1.00498	59	0.2014			-0.2014	3.48			0.2014	3.14
Tue	09/13/16	240.88160	1.00492	60	0.2048			-0.2048	3.54			0.2048	3.08
Wed	09/14/16	240.86857	1.00487	61	0.2082			-0.2082	3.59			0.2082	3.03
Thu	09/15/16	240.85553	1.00482	62	0.2116			-0.2116	3.64			0.2116	2.98
Fri	09/16/16	240.84250	1.00476	63	0.2150			-0.2150	3.70			0.2150	2.92
Mon	09/19/16	240.80340	1.00460	66	0.2252			-0.2252	3.86			0.2252	2.76
Tue	09/20/16	240.79037	1.00454	67	0.2286			-0.2286	3.92			0.2286	2.70
Wed	09/21/16	240.77733	1.00449	68	0.2320			-0.2320	3.97			0.2320	2.65
Thu	09/22/16	240.76430	1.00443	69	0.2354			-0.2354	4.03			0.2354	2.59
Fri	09/23/16	240.75127	1.00438	70	0.2388			-0.2388	4.08			0.2388	2.54
Mon	09/26/16	240.71217	1.00422	73	0.2490			-0.2490	4.24			0.2490	2.38
Tue	09/27/16	240.69913	1.00416	74	0.2524			-0.2524	4.30			0.2524	2.32
Wed	09/28/16	240.68610	1.00411	75	0.2558			-0.2558	4.35			0.2558	2.27
Thu	09/29/16	240.67307	1.00405	76	0.2592			-0.2592	4.41			0.2592	2.21
Fri	09/30/16	240.66003	1.00400	77	0.2626			-0.2626	4.46			0.2626	2.16
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	10/03/16	240.66029	1.00400	80	0.2728			-0.2728	4.46			0.2728	2.16
Tue	10/04/16	240.66694	1.00403	81	0.2762			-0.2762	4.43			0.2762	2.19
Wed	10/05/16	240.67358	1.00406	82	0.2797			-0.2797	4.40			0.2797	2.22
Thu	10/06/16	240.68023	1.00408	83	0.2831			-0.2831	4.38			0.2831	2.24
Fri	10/07/16	240.68687	1.00411	84	0.2865			-0.2865	4.35			0.2865	2.27
Mon	10/10/16	240.70681	1.00419	87	0.2968			-0.2968	4.27			0.2968	2.35
Tue	10/11/16	240.71345	1.00422	88	0.3002			-0.3002	4.24			0.3002	2.38
Wed	10/12/16	240.72010	1.00425	89	0.3036			-0.3036	4.21			0.3036	2.41
Thu	10/13/16	240.72674	1.00428	90	0.3070			-0.3070	4.18			0.3070	2.44
Fri	10/14/16	240.73339	1.00431	91	0.3104			-0.3104	4.15			0.3104	2.47
Mon	10/17/16	240.75332	1.00439	94	0.3207			-0.3207	4.07			0.3207	2.55
Tue	10/18/16	240.75997	1.00442	95	0.3241			-0.3241	4.04			0.3241	2.58
Wed	10/19/16	240.76661	1.00444	96	0.3275			-0.3275	4.02			0.3275	2.60
Thu	10/20/16	240.77326	1.00447	97	0.3310			-0.3310	3.99			0.3310	2.63
Fri	10/21/16	240.77990	1.00450	98	0.3344			-0.3344	3.96			0.3344	2.66
Mon	10/24/16	240.79984	1.00458	101	0.3446			-0.3446	3.88			0.3446	2.74
Tue	10/25/16	240.80648	1.00461	102	0.3481			-0.3481	3.85			0.3481	2.77
Wed	10/26/16	240.81313	1.00464	103	0.3515			-0.3515	3.82			0.3515	2.80
Thu	10/27/16	240.81977	1.00467	104	0.3549			-0.3549	3.79			0.3549	2.83
Fri	10/28/16	240.82642	1.00469	105	0.3583			-0.3583	3.77			0.3583	2.85
Mon	10/31/16	240.84635	1.00478	108	0.3686			-0.3686	3.68			0.3686	2.94
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	11/01/16	240.85300	1.00480	109	0.3720			-0.3720	3.66			0.3720	2.96
Wed	11/02/16	240.87217	1.00488	110	0.3755			-0.3755	3.58			0.3755	3.04
Thu	11/03/16	240.89133	1.00496	111	0.3789			-0.3789	3.50			0.3789	3.12
Fri	11/04/16	240.91050	1.00504	112	0.3824			-0.3824	3.42			0.3824	3.20
Mon	11/07/16	240.96800	1.00528	115	0.3927			-0.3927	3.18			0.3927	3.44
Tue	11/08/16	240.98717	1.00536	116	0.3961			-0.3961	3.10			0.3961	3.52
Wed	11/09/16	241.00633	1.00544	117	0.3996			-0.3996	3.02			0.3996	3.60
Thu	11/10/16	241.02550	1.00552	118	0.4030			-0.4030	2.94			0.4030	3.68
Fri	11/11/16	241.04467	1.00560	119	0.4065			-0.4065	2.86			0.4065	3.76
Mon	11/14/16	241.10217	1.00584	122	0.4168			-0.4168	2.62			0.4168	4.00
Tue	11/15/16	241.12133	1.00592	123	0.4203			-0.4203	2.54			0.4203	4.08
Wed	11/16/16	241.14050	1.00600	124	0.4237			-0.4237	2.46			0.4237	4.16
Thu	11/17/16	241.15967	1.00608	125	0.4272			-0.4272	2.38			0.4272	4.24
Fri	11/18/16	241.17883	1.00616	126	0.4306			-0.4306	2.30			0.4306	4.32
Mon	11/21/16	241.23633	1.00640	129	0.4410			-0.4410	2.06			0.4410	4.56
Tue	11/22/16	241.25550	1.00648	130	0.4444			-0.4444	1.98			0.4444	4.64
Wed	11/23/16	241.27467	1.00656	131	0.4479			-0.4479	1.90			0.4479	4.72
Thu	11/24/16	241.29383	1.00664	132	0.4513			-0.4513	1.82			0.4513	4.80
Fri	11/25/16	241.31300	1.00672	133	0.4548			-0.4548	1.74			0.4548	4.88
Mon	11/28/16	241.37050	1.00696	136	0.4652			-0.4652	1.50			0.4652	5.12
Tue	11/29/16	241.38967	1.00704	137	0.4686			-0.4686	1.42			0.4686	5.20
Wed	11/30/16	241.40883	1.00712	138	0.4721			-0.4721	1.34			0.4721	5.28
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	12/01/16	241.42800	1.00720	139	0.4755			-0.4755	1.26			0.4755	5.36
Fri	12/02/16	241.43771	1.00724	140	0.4790			-0.4790	1.22			0.4790	5.40
Mon	12/05/16	241.46684	1.00737	143	0.4893			-0.4893	1.09			0.4893	5.53
Tue	12/06/16	241.47655	1.00741	144	0.4928			-0.4928	1.05			0.4928	5.57
Wed	12/07/16	241.48626	1.00745	145	0.4962			-0.4962	1.01			0.4962	5.61
Thu	12/08/16	241.49597	1.00749	146	0.4996			-0.4996	0.97			0.4996	5.65
Fri	12/09/16	241.50568	1.00753	147	0.5031			-0.5031	0.93			0.5031	5.69
Mon	12/12/16	241.53481	1.00765	150	0.5134			-0.5134	0.81			0.5134	5.81
Tue	12/13/16	241.54452	1.00769	151	0.5169			-0.5169	0.77			0.5169	5.85
Wed	12/14/16	241.55423	1.00773	152	0.5203			-0.5203	0.73			0.5203	5.89
Thu	12/15/16	241.56394	1.00777	153	0.5237			-0.5237	0.69			0.5237	5.93
Fri	12/16/16	241.57365	1.00781	154	0.5272			-0.5272	0.65			0.5272	5.97
Mon	12/19/16	241.60277	1.00793	157	0.5375			-0.5375	0.53			0.5375	6.09
Tue	12/20/16	241.61248	1.00797	158	0.5410			-0.5410	0.49			0.5410	6.13
Wed	12/21/16	241.62219	1.00801	159	0.5444			-0.5444	0.45			0.5444	6.17
Thu	12/22/16	241.63190	1.00805	160	0.5479			-0.5479	0.41			0.5479	6.21
Fri	12/23/16	241.64161	1.00809	161	0.5513			-0.5513	0.37			0.5513	6.25
Mon	12/26/16	241.67074	1.00822	164	0.5616			-0.5616	0.24			0.5616	6.38
Tue	12/27/16	241.68045	1.00826	165	0.5651			-0.5651	0.20			0.5651	6.42
Wed	12/28/16	241.69016	1.00830	166	0.5685			-0.5685	0.16			0.5685	6.46
Thu	12/29/16	241.69987	1.00834	167	0.5720			-0.5720	0.12			0.5720	6.50
Fri	12/30/16	241.70958	1.00838	168	0.5754			-0.5754	0.08			0.5754	6.54
Sun	01/01/17	241.72900	1.00846

Generated 12/22/16 16:30