0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2021

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

CUSIP Number	912828Q60
Dated Date	April 15, 2016	Interest 10/15/16 (183 days)	$0.6348
Ref CPI on Dated Date	237.00700
Original Issue Date	April 29, 2016	Interest 04/15/17 (182 days)

						Purchased on Settelment Date & held to 01/01/17				Held on 04/29/16 & 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	04/29/16	237.09800	1.00038	14	0.0478		x	0.5870	19.54			0.0478	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	05/02/16	237.14394	1.00058	17	0.0581		x	0.5767	19.34			0.0581	0.20
Tue	05/03/16	237.17687	1.00072	18	0.0615		x	0.5733	19.20			0.0615	0.34
Wed	05/04/16	237.20981	1.00086	19	0.0649		x	0.5699	19.06			0.0649	0.48
Thu	05/05/16	237.24274	1.00099	20	0.0684		x	0.5664	18.93			0.0684	0.61
Fri	05/06/16	237.27568	1.00113	21	0.0718		x	0.5630	18.79			0.0718	0.75
Mon	05/09/16	237.37448	1.00155	24	0.0821		x	0.5527	18.37			0.0821	1.17
Tue	05/10/16	237.40742	1.00169	25	0.0855		x	0.5493	18.23			0.0855	1.31
Wed	05/11/16	237.44035	1.00183	26	0.0890		x	0.5458	18.09			0.0890	1.45
Thu	05/12/16	237.47329	1.00197	27	0.0924		x	0.5424	17.95			0.0924	1.59
Fri	05/13/16	237.50623	1.00211	28	0.0958		x	0.5390	17.81			0.0958	1.73
Mon	05/16/16	237.60503	1.00252	31	0.1061		x	0.5287	17.40			0.1061	2.14
Tue	05/17/16	237.63797	1.00266	32	0.1096		x	0.5252	17.26			0.1096	2.28
Wed	05/18/16	237.67090	1.00280	33	0.1130		x	0.5218	17.12			0.1130	2.42
Thu	05/19/16	237.70384	1.00294	34	0.1165		x	0.5183	16.98			0.1165	2.56
Fri	05/20/16	237.73677	1.00308	35	0.1199		x	0.5149	16.84			0.1199	2.70
Mon	05/23/16	237.83558	1.00350	38	0.1302		x	0.5046	16.42			0.1302	3.12
Tue	05/24/16	237.86852	1.00363	39	0.1337		x	0.5011	16.29			0.1337	3.25
Wed	05/25/16	237.90145	1.00377	40	0.1371		x	0.4977	16.15			0.1371	3.39
Thu	05/26/16	237.93439	1.00391	41	0.1406		x	0.4942	16.01			0.1406	3.53
Fri	05/27/16	237.96732	1.00405	42	0.1440		x	0.4908	15.87			0.1440	3.67
Mon	05/30/16	238.06613	1.00447	45	0.1544		x	0.4804	15.45			0.1544	4.09
Tue	05/31/16	238.09906	1.00461	46	0.1578		x	0.4770	15.31			0.1578	4.23
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	06/01/16	238.13200	1.00475	47	0.1613		x	0.4735	15.17			0.1613	4.37
Thu	06/02/16	238.16963	1.00491	48	0.1647		x	0.4701	15.01			0.1647	4.53
Fri	06/03/16	238.20727	1.00506	49	0.1682		x	0.4666	14.86			0.1682	4.68
Mon	06/06/16	238.32017	1.00554	52	0.1786		x	0.4562	14.38			0.1786	5.16
Tue	06/07/16	238.35780	1.00570	53	0.1820		x	0.4528	14.22			0.1820	5.32
Wed	06/08/16	238.39543	1.00586	54	0.1855		x	0.4493	14.06			0.1855	5.48
Thu	06/09/16	238.43307	1.00602	55	0.1890		x	0.4458	13.90			0.1890	5.64
Fri	06/10/16	238.47070	1.00618	56	0.1924		x	0.4424	13.74			0.1924	5.80
Mon	06/13/16	238.58360	1.00665	59	0.2028		x	0.4320	13.27			0.2028	6.27
Tue	06/14/16	238.62123	1.00681	60	0.2063		x	0.4285	13.11			0.2063	6.43
Wed	06/15/16	238.65887	1.00697	61	0.2098		x	0.4250	12.95			0.2098	6.59
Thu	06/16/16	238.69650	1.00713	62	0.2133		x	0.4215	12.79			0.2133	6.75
Fri	06/17/16	238.73413	1.00729	63	0.2167		x	0.4181	12.63			0.2167	6.91
Mon	06/20/16	238.84703	1.00776	66	0.2272		x	0.4076	12.16			0.2272	7.38
Tue	06/21/16	238.88467	1.00792	67	0.2306		x	0.4042	12.00			0.2306	7.54
Wed	06/22/16	238.92230	1.00808	68	0.2341		x	0.4007	11.84			0.2341	7.70
Thu	06/23/16	238.95993	1.00824	69	0.2376		x	0.3972	11.68			0.2376	7.86
Fri	06/24/16	238.99757	1.00840	70	0.2411		x	0.3937	11.52			0.2411	8.02
Mon	06/27/16	239.11047	1.00888	73	0.2515		x	0.3833	11.04			0.2515	8.50
Tue	06/28/16	239.14810	1.00903	74	0.2550		x	0.3798	10.89			0.2550	8.65
Wed	06/29/16	239.18573	1.00919	75	0.2585		x	0.3763	10.73			0.2585	8.81
Thu	06/30/16	239.22337	1.00935	76	0.2620		x	0.3728	10.57			0.2620	8.97
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	07/01/16	239.26100	1.00951	77	0.2655		x	0.3693	10.41			0.2655	9.13
Mon	07/04/16	239.35535	1.00991	80	0.2759		x	0.3589	10.01			0.2759	9.53
Tue	07/05/16	239.38681	1.01004	81	0.2794		x	0.3554	9.88			0.2794	9.66
Wed	07/06/16	239.41826	1.01017	82	0.2829		x	0.3519	9.75			0.2829	9.79
Thu	07/07/16	239.44971	1.01031	83	0.2864		x	0.3484	9.61			0.2864	9.93
Fri	07/08/16	239.48116	1.01044	84	0.2899		x	0.3449	9.48			0.2899	10.06
Mon	07/11/16	239.57552	1.01084	87	0.3004		x	0.3344	9.08			0.3004	10.46
Tue	07/12/16	239.60697	1.01097	88	0.3038		x	0.3310	8.95			0.3038	10.59
Wed	07/13/16	239.63842	1.01110	89	0.3073		x	0.3275	8.82			0.3073	10.72
Thu	07/14/16	239.66987	1.01124	90	0.3108		x	0.3240	8.68			0.3108	10.86
Fri	07/15/16	239.70132	1.01137	91	0.3143		x	0.3205	8.55			0.3143	10.99
Mon	07/18/16	239.79568	1.01177	94	0.3248		x	0.3100	8.15			0.3248	11.39
Tue	07/19/16	239.82713	1.01190	95	0.3283		x	0.3065	8.02			0.3283	11.52
Wed	07/20/16	239.85858	1.01203	96	0.3318		x	0.3030	7.89			0.3318	11.65
Thu	07/21/16	239.89003	1.01216	97	0.3353		x	0.2995	7.76			0.3353	11.78
Fri	07/22/16	239.92148	1.01230	98	0.3388		x	0.2960	7.62			0.3388	11.92
Mon	07/25/16	240.01584	1.01270	101	0.3493		x	0.2855	7.22			0.3493	12.32
Tue	07/26/16	240.04729	1.01283	102	0.3528		x	0.2820	7.09			0.3528	12.45
Wed	07/27/16	240.07874	1.01296	103	0.3563		x	0.2785	6.96			0.3563	12.58
Thu	07/28/16	240.11019	1.01309	104	0.3598		x	0.2750	6.83			0.3598	12.71
Fri	07/29/16	240.14165	1.01323	105	0.3634		x	0.2714	6.69			0.3634	12.85
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	08/01/16	240.23600	1.01362	108	0.3739		x	0.2609	6.30			0.3739	13.24
Tue	08/02/16	240.26187	1.01373	109	0.3774		x	0.2574	6.19			0.3774	13.35
Wed	08/03/16	240.28774	1.01384	110	0.3809		x	0.2539	6.08			0.3809	13.46
Thu	08/04/16	240.31361	1.01395	111	0.3844		x	0.2504	5.97			0.3844	13.57
Fri	08/05/16	240.33948	1.01406	112	0.3879		x	0.2469	5.86			0.3879	13.68
Mon	08/08/16	240.41710	1.01439	115	0.3984		x	0.2364	5.53			0.3984	14.01
Tue	08/09/16	240.44297	1.01450	116	0.4019		x	0.2329	5.42			0.4019	14.12
Wed	08/10/16	240.46884	1.01461	117	0.4054		x	0.2294	5.31			0.4054	14.23
Thu	08/11/16	240.49471	1.01472	118	0.4089		x	0.2259	5.20			0.4089	14.34
Fri	08/12/16	240.52058	1.01482	119	0.4124		x	0.2224	5.10			0.4124	14.44
Mon	08/15/16	240.59819	1.01515	122	0.4230		x	0.2118	4.77			0.4230	14.77
Tue	08/16/16	240.62406	1.01526	123	0.4265		x	0.2083	4.66			0.4265	14.88
Wed	08/17/16	240.64994	1.01537	124	0.4300		x	0.2048	4.55			0.4300	14.99
Thu	08/18/16	240.67581	1.01548	125	0.4335		x	0.2013	4.44			0.4335	15.10
Fri	08/19/16	240.70168	1.01559	126	0.4370		x	0.1978	4.33			0.4370	15.21
Mon	08/22/16	240.77929	1.01592	129	0.4476		x	0.1872	4.00			0.4476	15.54
Tue	08/23/16	240.80516	1.01603	130	0.4511		x	0.1837	3.89			0.4511	15.65
Wed	08/24/16	240.83103	1.01613	131	0.4546		x	0.1802	3.79			0.4546	15.75
Thu	08/25/16	240.85690	1.01624	132	0.4581		x	0.1767	3.68			0.4581	15.86
Fri	08/26/16	240.88277	1.01635	133	0.4617		x	0.1731	3.57			0.4617	15.97
Mon	08/29/16	240.96039	1.01668	136	0.4722		x	0.1626	3.24			0.4722	16.30
Tue	08/30/16	240.98626	1.01679	137	0.4758		x	0.1590	3.13			0.4758	16.41
Wed	08/31/16	241.01213	1.01690	138	0.4793		x	0.1555	3.02			0.4793	16.52
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	09/01/16	241.03800	1.01701	139	0.4828		x	0.1520	2.91			0.4828	16.63
Fri	09/02/16	241.02497	1.01695	140	0.4862		x	0.1486	2.97			0.4862	16.57
Mon	09/05/16	240.98587	1.01679	143	0.4966		x	0.1382	3.13			0.4966	16.41
Tue	09/06/16	240.97283	1.01673	144	0.5000		x	0.1348	3.19			0.5000	16.35
Wed	09/07/16	240.95980	1.01668	145	0.5035		x	0.1313	3.24			0.5035	16.30
Thu	09/08/16	240.94677	1.01662	146	0.5069		x	0.1279	3.30			0.5069	16.24
Fri	09/09/16	240.93373	1.01657	147	0.5104		x	0.1244	3.35			0.5104	16.19
Mon	09/12/16	240.89463	1.01640	150	0.5207		x	0.1141	3.52			0.5207	16.02
Tue	09/13/16	240.88160	1.01635	151	0.5241		x	0.1107	3.57			0.5241	15.97
Wed	09/14/16	240.86857	1.01629	152	0.5276		x	0.1072	3.63			0.5276	15.91
Thu	09/15/16	240.85553	1.01624	153	0.5310		x	0.1038	3.68			0.5310	15.86
Fri	09/16/16	240.84250	1.01618	154	0.5345		x	0.1003	3.74			0.5345	15.80
Mon	09/19/16	240.80340	1.01602	157	0.5448		x	0.0900	3.90			0.5448	15.64
Tue	09/20/16	240.79037	1.01596	158	0.5482		x	0.0866	3.96			0.5482	15.58
Wed	09/21/16	240.77733	1.01591	159	0.5517		x	0.0831	4.01			0.5517	15.53
Thu	09/22/16	240.76430	1.01585	160	0.5551		x	0.0797	4.07			0.5551	15.47
Fri	09/23/16	240.75127	1.01580	161	0.5586		x	0.0762	4.12			0.5586	15.42
Mon	09/26/16	240.71217	1.01563	164	0.5689		x	0.0659	4.29			0.5689	15.25
Tue	09/27/16	240.69913	1.01558	165	0.5723		x	0.0625	4.34			0.5723	15.20
Wed	09/28/16	240.68610	1.01552	166	0.5757		x	0.0591	4.40			0.5757	15.14
Thu	09/29/16	240.67307	1.01547	167	0.5792		x	0.0556	4.45			0.5792	15.09
Fri	09/30/16	240.66003	1.01541	168	0.5826		x	0.0522	4.51			0.5826	15.03
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	10/03/16	240.66029	1.01541	171	0.5930		x	0.0418	4.51			0.5930	15.03
Tue	10/04/16	240.66694	1.01544	172	0.5965		x	0.0383	4.48			0.5965	15.06
Wed	10/05/16	240.67358	1.01547	173	0.6000		x	0.0348	4.45			0.6000	15.09
Thu	10/06/16	240.68023	1.01550	174	0.6035		x	0.0313	4.42			0.6035	15.12
Fri	10/07/16	240.68687	1.01553	175	0.6070		x	0.0278	4.39			0.6070	15.15
Mon	10/10/16	240.70681	1.01561	178	0.6174		x	0.0174	4.31			0.6174	15.23
Tue	10/11/16	240.71345	1.01564	179	0.6209		x	0.0139	4.28			0.6209	15.26
Wed	10/12/16	240.72010	1.01567	180	0.6244		x	0.0104	4.25			0.6244	15.29
Thu	10/13/16	240.72674	1.01569	181	0.6279		x	0.0069	4.23			0.6279	15.31
Fri	10/14/16	240.73339	1.01572	182	0.6314		x	0.0034	4.20			0.6314	15.34
Sat	10/15/16	240.74003	1.01575	0	0.0000			0.0000	4.17		x	0.6348	15.37
Mon	10/17/16	240.75332	1.01581	2	0.0070			-0.0070	4.11		x	0.6418	15.43
Tue	10/18/16	240.75997	1.01583	3	0.0105			-0.0105	4.09		x	0.6453	15.45
Wed	10/19/16	240.76661	1.01586	4	0.0140			-0.0140	4.06		x	0.6488	15.48
Thu	10/20/16	240.77326	1.01589	5	0.0174			-0.0174	4.03		x	0.6522	15.51
Fri	10/21/16	240.77990	1.01592	6	0.0209			-0.0209	4.00		x	0.6557	15.54
Mon	10/24/16	240.79984	1.01600	9	0.0314			-0.0314	3.92		x	0.6662	15.62
Tue	10/25/16	240.80648	1.01603	10	0.0349			-0.0349	3.89		x	0.6697	15.65
Wed	10/26/16	240.81313	1.01606	11	0.0384			-0.0384	3.86		x	0.6732	15.68
Thu	10/27/16	240.81977	1.01609	12	0.0419			-0.0419	3.83		x	0.6767	15.71
Fri	10/28/16	240.82642	1.01612	13	0.0454			-0.0454	3.80		x	0.6802	15.74
Mon	10/31/16	240.84635	1.01620	16	0.0558			-0.0558	3.72		x	0.6906	15.82
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	11/01/16	240.85300	1.01623	17	0.0593			-0.0593	3.69		x	0.6941	15.85
Wed	11/02/16	240.87217	1.01631	18	0.0628			-0.0628	3.61		x	0.6976	15.93
Thu	11/03/16	240.89133	1.01639	19	0.0663			-0.0663	3.53		x	0.7011	16.01
Fri	11/04/16	240.91050	1.01647	20	0.0698			-0.0698	3.45		x	0.7046	16.09
Mon	11/07/16	240.96800	1.01671	23	0.0803			-0.0803	3.21		x	0.7151	16.33
Tue	11/08/16	240.98717	1.01679	24	0.0838			-0.0838	3.13		x	0.7186	16.41
Wed	11/09/16	241.00633	1.01687	25	0.0873			-0.0873	3.05		x	0.7221	16.49
Thu	11/10/16	241.02550	1.01696	26	0.0908			-0.0908	2.96		x	0.7256	16.58
Fri	11/11/16	241.04467	1.01704	27	0.0943			-0.0943	2.88		x	0.7291	16.66
Mon	11/14/16	241.10217	1.01728	30	0.1048			-0.1048	2.64		x	0.7396	16.90
Tue	11/15/16	241.12133	1.01736	31	0.1083			-0.1083	2.56		x	0.7431	16.98
Wed	11/16/16	241.14050	1.01744	32	0.1118			-0.1118	2.48		x	0.7466	17.06
Thu	11/17/16	241.15967	1.01752	33	0.1153			-0.1153	2.40		x	0.7501	17.14
Fri	11/18/16	241.17883	1.01760	34	0.1188			-0.1188	2.32		x	0.7536	17.22
Mon	11/21/16	241.23633	1.01784	37	0.1293			-0.1293	2.08		x	0.7641	17.46
Tue	11/22/16	241.25550	1.01793	38	0.1328			-0.1328	1.99		x	0.7676	17.55
Wed	11/23/16	241.27467	1.01801	39	0.1363			-0.1363	1.91		x	0.7711	17.63
Thu	11/24/16	241.29383	1.01809	40	0.1398			-0.1398	1.83		x	0.7746	17.71
Fri	11/25/16	241.31300	1.01817	41	0.1434			-0.1434	1.75		x	0.7782	17.79
Mon	11/28/16	241.37050	1.01841	44	0.1539			-0.1539	1.51		x	0.7887	18.03
Tue	11/29/16	241.38967	1.01849	45	0.1574			-0.1574	1.43		x	0.7922	18.11
Wed	11/30/16	241.40883	1.01857	46	0.1609			-0.1609	1.35		x	0.7957	18.19
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	12/01/16	241.42800	1.01865	47	0.1644			-0.1644	1.27		x	0.7992	18.27
Fri	12/02/16	241.43771	1.01869	48	0.1679			-0.1679	1.23		x	0.8027	18.31
Mon	12/05/16	241.46684	1.01882	51	0.1784			-0.1784	1.10		x	0.8132	18.44
Tue	12/06/16	241.47655	1.01886	52	0.1819			-0.1819	1.06		x	0.8167	18.48
Wed	12/07/16	241.48626	1.01890	53	0.1854			-0.1854	1.02		x	0.8202	18.52
Thu	12/08/16	241.49597	1.01894	54	0.1890			-0.1890	0.98		x	0.8238	18.56
Fri	12/09/16	241.50568	1.01898	55	0.1925			-0.1925	0.94		x	0.8273	18.60
Mon	12/12/16	241.53481	1.01910	58	0.2030			-0.2030	0.82		x	0.8378	18.72
Tue	12/13/16	241.54452	1.01915	59	0.2065			-0.2065	0.77		x	0.8413	18.77
Wed	12/14/16	241.55423	1.01919	60	0.2100			-0.2100	0.73		x	0.8448	18.81
Thu	12/15/16	241.56394	1.01923	61	0.2135			-0.2135	0.69		x	0.8483	18.85
Fri	12/16/16	241.57365	1.01927	62	0.2170			-0.2170	0.65		x	0.8518	18.89
Mon	12/19/16	241.60277	1.01939	65	0.2275			-0.2275	0.53		x	0.8623	19.01
Tue	12/20/16	241.61248	1.01943	66	0.2311			-0.2311	0.49		x	0.8659	19.05
Wed	12/21/16	241.62219	1.01947	67	0.2346			-0.2346	0.45		x	0.8694	19.09
Thu	12/22/16	241.63190	1.01951	68	0.2381			-0.2381	0.41		x	0.8729	19.13
Fri	12/23/16	241.64161	1.01955	69	0.2416			-0.2416	0.37		x	0.8764	19.17
Mon	12/26/16	241.67074	1.01968	72	0.2521			-0.2521	0.24		x	0.8869	19.30
Tue	12/27/16	241.68045	1.01972	73	0.2556			-0.2556	0.20		x	0.8904	19.34
Wed	12/28/16	241.69016	1.01976	74	0.2591			-0.2591	0.16		x	0.8939	19.38
Thu	12/29/16	241.69987	1.01980	75	0.2627			-0.2627	0.12		x	0.8975	19.42
Fri	12/30/16	241.70958	1.01984	76	0.2662			-0.2662	0.08		x	0.9010	19.46
Sun	01/01/17	241.72900	1.01992

Generated 12/22/16 16:30