2.5% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2016

Interest and OID per $1,000 Face Value for 2016 (until 07/15/16)

CUSIP Number	912828FL9	Interest 01/15/16 (184 days)	$14.7073
Dated Date	July 15, 2006	Interest 07/15/16 (182 days)	$14.8365
Ref CPI on Dated Date	201.95161	Interest Total	$29.5438
Original Issue Date	July 17, 2006

						Purchased on Settelment Date & held to 07/15/16				Held on 01/01/16 & 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	01/01/16	237.83800	1.17770	170	13.6012	x	x	15.9426	9.22			13.6012	0.00
Mon	01/04/16	237.78942	1.17746	173	13.8384	x	x	15.7054	9.46			13.8384	-0.24
Tue	01/05/16	237.77323	1.17738	174	13.9174	x	x	15.6264	9.54			13.9174	-0.32
Wed	01/06/16	237.75703	1.17730	175	13.9964	x	x	15.5474	9.62			13.9964	-0.40
Thu	01/07/16	237.74084	1.17722	176	14.0755	x	x	15.4683	9.70			14.0755	-0.48
Fri	01/08/16	237.72465	1.17714	177	14.1545	x	x	15.3893	9.78			14.1545	-0.56
Mon	01/11/16	237.67606	1.17690	180	14.3914	x	x	15.1524	10.02			14.3914	-0.80
Tue	01/12/16	237.65987	1.17682	181	14.4704	x	x	15.0734	10.10			14.4704	-0.88
Wed	01/13/16	237.64368	1.17674	182	14.5494	x	x	14.9944	10.18			14.5494	-0.96
Thu	01/14/16	237.62748	1.17666	183	14.6283	x	x	14.9155	10.26			14.6283	-1.04
Fri	01/15/16	237.61129	1.17658	0	0.0000		x	14.8365	10.34	x		14.7073	-1.12
Mon	01/18/16	237.56271	1.17633	3	0.2424		x	14.5941	10.59	x		14.9497	-1.37
Tue	01/19/16	237.54652	1.17625	4	0.3231		x	14.5134	10.67	x		15.0304	-1.45
Wed	01/20/16	237.53032	1.17617	5	0.4039		x	14.4326	10.75	x		15.1112	-1.53
Thu	01/21/16	237.51413	1.17609	6	0.4847		x	14.3518	10.83	x		15.1920	-1.61
Fri	01/22/16	237.49794	1.17601	7	0.5654		x	14.2711	10.91	x		15.2727	-1.69
Mon	01/25/16	237.44935	1.17577	10	0.8075		x	14.0290	11.15	x		15.5148	-1.93
Tue	01/26/16	237.43316	1.17569	11	0.8882		x	13.9483	11.23	x		15.5955	-2.01
Wed	01/27/16	237.41697	1.17561	12	0.9689		x	13.8676	11.31	x		15.6762	-2.09
Thu	01/28/16	237.40077	1.17553	13	1.0496		x	13.7869	11.39	x		15.7569	-2.17
Fri	01/29/16	237.38458	1.17545	14	1.1302		x	13.7063	11.47	x		15.8375	-2.25
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	02/01/16	237.33600	1.17521	17	1.3722		x	13.4643	11.71	x		16.0795	-2.49
Tue	02/02/16	237.30803	1.17507	18	1.4527		x	13.3838	11.85	x		16.1600	-2.63
Wed	02/03/16	237.28007	1.17494	19	1.5332		x	13.3033	11.98	x		16.2405	-2.76
Thu	02/04/16	237.25210	1.17480	20	1.6137		x	13.2228	12.12	x		16.3210	-2.90
Fri	02/05/16	237.22414	1.17466	21	1.6942		x	13.1423	12.26	x		16.4015	-3.04
Mon	02/08/16	237.14024	1.17424	24	1.9356		x	12.9009	12.68	x		16.6429	-3.46
Tue	02/09/16	237.11228	1.17410	25	2.0160		x	12.8205	12.82	x		16.7233	-3.60
Wed	02/10/16	237.08431	1.17397	26	2.0964		x	12.7401	12.95	x		16.8037	-3.73
Thu	02/11/16	237.05634	1.17383	27	2.1767		x	12.6598	13.09	x		16.8840	-3.87
Fri	02/12/16	237.02838	1.17369	28	2.2571		x	12.5794	13.23	x		16.9644	-4.01
Mon	02/15/16	236.94448	1.17327	31	2.4980		x	12.3385	13.65	x		17.2053	-4.43
Tue	02/16/16	236.91652	1.17314	32	2.5783		x	12.2582	13.78	x		17.2856	-4.56
Wed	02/17/16	236.88855	1.17300	33	2.6586		x	12.1779	13.92	x		17.3659	-4.70
Thu	02/18/16	236.86059	1.17286	34	2.7388		x	12.0977	14.06	x		17.4461	-4.84
Fri	02/19/16	236.83262	1.17272	35	2.8190		x	12.0175	14.20	x		17.5263	-4.98
Mon	02/22/16	236.74872	1.17230	38	3.0596		x	11.7769	14.62	x		17.7669	-5.40
Tue	02/23/16	236.72076	1.17217	39	3.1397		x	11.6968	14.75	x		17.8470	-5.53
Wed	02/24/16	236.69279	1.17203	40	3.2199		x	11.6166	14.89	x		17.9272	-5.67
Thu	02/25/16	236.66483	1.17189	41	3.3000		x	11.5365	15.03	x		18.0073	-5.81
Fri	02/26/16	236.63686	1.17175	42	3.3800		x	11.4565	15.17	x		18.0873	-5.95
Mon	02/29/16	236.55297	1.17133	45	3.6202		x	11.2163	15.59	x		18.3275	-6.37
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	03/01/16	236.52500	1.17120	46	3.7002		x	11.1363	15.72	x		18.4075	-6.50
Wed	03/02/16	236.53761	1.17126	47	3.7809		x	11.0556	15.66	x		18.4882	-6.44
Thu	03/03/16	236.55023	1.17132	48	3.8615		x	10.9750	15.60	x		18.5688	-6.38
Fri	03/04/16	236.56284	1.17138	49	3.9421		x	10.8944	15.54	x		18.6494	-6.32
Mon	03/07/16	236.60068	1.17157	52	4.1842		x	10.6523	15.35	x		18.8915	-6.13
Tue	03/08/16	236.61329	1.17163	53	4.2649		x	10.5716	15.29	x		18.9722	-6.07
Wed	03/09/16	236.62590	1.17170	54	4.3456		x	10.4909	15.22	x		19.0529	-6.00
Thu	03/10/16	236.63852	1.17176	55	4.4263		x	10.4102	15.16	x		19.1336	-5.94
Fri	03/11/16	236.65113	1.17182	56	4.5070		x	10.3295	15.10	x		19.2143	-5.88
Mon	03/14/16	236.68897	1.17201	59	4.7492		x	10.0873	14.91	x		19.4565	-5.69
Tue	03/15/16	236.70158	1.17207	60	4.8300		x	10.0065	14.85	x		19.5373	-5.63
Wed	03/16/16	236.71419	1.17213	61	4.9107		x	9.9258	14.79	x		19.6180	-5.57
Thu	03/17/16	236.72681	1.17220	62	4.9915		x	9.8450	14.72	x		19.6988	-5.50
Fri	03/18/16	236.73942	1.17226	63	5.0723		x	9.7642	14.66	x		19.7796	-5.44
Mon	03/21/16	236.77726	1.17245	66	5.3147		x	9.5218	14.47	x		20.0220	-5.25
Tue	03/22/16	236.78987	1.17251	67	5.3955		x	9.4410	14.41	x		20.1028	-5.19
Wed	03/23/16	236.80248	1.17257	68	5.4763		x	9.3602	14.35	x		20.1836	-5.13
Thu	03/24/16	236.81510	1.17263	69	5.5571		x	9.2794	14.29	x		20.2644	-5.07
Fri	03/25/16	236.82771	1.17270	70	5.6380		x	9.1985	14.22	x		20.3453	-5.00
Mon	03/28/16	236.86555	1.17288	73	5.8805		x	8.9560	14.04	x		20.5878	-4.82
Tue	03/29/16	236.87816	1.17295	74	5.9614		x	8.8751	13.97	x		20.6687	-4.75
Wed	03/30/16	236.89077	1.17301	75	6.0423		x	8.7942	13.91	x		20.7496	-4.69
Thu	03/31/16	236.90339	1.17307	76	6.1232		x	8.7133	13.85	x		20.8305	-4.63
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	04/01/16	236.91600	1.17313	77	6.2041		x	8.6324	13.79	x		20.9114	-4.57
Mon	04/04/16	236.93550	1.17323	80	6.4463		x	8.3902	13.69	x		21.1536	-4.47
Tue	04/05/16	236.94200	1.17326	81	6.5271		x	8.3094	13.66	x		21.2344	-4.44
Wed	04/06/16	236.94850	1.17329	82	6.6078		x	8.2287	13.63	x		21.3151	-4.41
Thu	04/07/16	236.95500	1.17333	83	6.6886		x	8.1479	13.59	x		21.3959	-4.37
Fri	04/08/16	236.96150	1.17336	84	6.7694		x	8.0671	13.56	x		21.4767	-4.34
Mon	04/11/16	236.98100	1.17345	87	7.0117		x	7.8248	13.47	x		21.7190	-4.25
Tue	04/12/16	236.98750	1.17349	88	7.0925		x	7.7440	13.43	x		21.7998	-4.21
Wed	04/13/16	236.99400	1.17352	89	7.1733		x	7.6632	13.40	x		21.8806	-4.18
Thu	04/14/16	237.00050	1.17355	90	7.2541		x	7.5824	13.37	x		21.9614	-4.15
Fri	04/15/16	237.00700	1.17358	91	7.3349		x	7.5016	13.34	x		22.0422	-4.12
Mon	04/18/16	237.02650	1.17368	94	7.5773		x	7.2592	13.24	x		22.2846	-4.02
Tue	04/19/16	237.03300	1.17371	95	7.6581		x	7.1784	13.21	x		22.3654	-3.99
Wed	04/20/16	237.03950	1.17374	96	7.7389		x	7.0976	13.18	x		22.4462	-3.96
Thu	04/21/16	237.04600	1.17378	97	7.8198		x	7.0167	13.14	x		22.5271	-3.92
Fri	04/22/16	237.05250	1.17381	98	7.9006		x	6.9359	13.11	x		22.6079	-3.89
Mon	04/25/16	237.07200	1.17390	101	8.1431		x	6.6934	13.02	x		22.8504	-3.80
Tue	04/26/16	237.07850	1.17394	102	8.2240		x	6.6125	12.98	x		22.9313	-3.76
Wed	04/27/16	237.08500	1.17397	103	8.3049		x	6.5316	12.95	x		23.0122	-3.73
Thu	04/28/16	237.09150	1.17400	104	8.3857		x	6.4508	12.92	x		23.0930	-3.70
Fri	04/29/16	237.09800	1.17403	105	8.4666		x	6.3699	12.89	x		23.1739	-3.67
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	05/02/16	237.14394	1.17426	108	8.7102		x	6.1263	12.66	x		23.4175	-3.44
Tue	05/03/16	237.17687	1.17442	109	8.7920		x	6.0445	12.50	x		23.4993	-3.28
Wed	05/04/16	237.20981	1.17459	110	8.8740		x	5.9625	12.33	x		23.5813	-3.11
Thu	05/05/16	237.24274	1.17475	111	8.9559		x	5.8806	12.17	x		23.6632	-2.95
Fri	05/06/16	237.27568	1.17491	112	9.0378		x	5.7987	12.01	x		23.7451	-2.79
Mon	05/09/16	237.37448	1.17540	115	9.2837		x	5.5528	11.52	x		23.9910	-2.30
Tue	05/10/16	237.40742	1.17557	116	9.3658		x	5.4707	11.35	x		24.0731	-2.13
Wed	05/11/16	237.44035	1.17573	117	9.4478		x	5.3887	11.19	x		24.1551	-1.97
Thu	05/12/16	237.47329	1.17589	118	9.5299		x	5.3066	11.03	x		24.2372	-1.81
Fri	05/13/16	237.50623	1.17606	119	9.6120		x	5.2245	10.86	x		24.3193	-1.64
Mon	05/16/16	237.60503	1.17654	122	9.8584		x	4.9781	10.38	x		24.5657	-1.16
Tue	05/17/16	237.63797	1.17671	123	9.9406		x	4.8959	10.21	x		24.6479	-0.99
Wed	05/18/16	237.67090	1.17687	124	10.0228		x	4.8137	10.05	x		24.7301	-0.83
Thu	05/19/16	237.70384	1.17703	125	10.1050		x	4.7315	9.89	x		24.8123	-0.67
Fri	05/20/16	237.73677	1.17720	126	10.1873		x	4.6492	9.72	x		24.8946	-0.50
Mon	05/23/16	237.83558	1.17769	129	10.4342		x	4.4023	9.23	x		25.1415	-0.01
Tue	05/24/16	237.86852	1.17785	130	10.5165		x	4.3200	9.07	x		25.2238	0.15
Wed	05/25/16	237.90145	1.17801	131	10.5989		x	4.2376	8.91	x		25.3062	0.31
Thu	05/26/16	237.93439	1.17818	132	10.6813		x	4.1552	8.74	x		25.3886	0.48
Fri	05/27/16	237.96732	1.17834	133	10.7637		x	4.0728	8.58	x		25.4710	0.64
Mon	05/30/16	238.06613	1.17883	136	11.0110		x	3.8255	8.09	x		25.7183	1.13
Tue	05/31/16	238.09906	1.17899	137	11.0935		x	3.7430	7.93	x		25.8008	1.29
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	06/01/16	238.13200	1.17915	138	11.1760		x	3.6605	7.77	x		25.8833	1.45
Thu	06/02/16	238.16963	1.17934	139	11.2588		x	3.5777	7.58	x		25.9661	1.64
Fri	06/03/16	238.20727	1.17953	140	11.3416		x	3.4949	7.39	x		26.0489	1.83
Mon	06/06/16	238.32017	1.18009	143	11.5902		x	3.2463	6.83	x		26.2975	2.39
Tue	06/07/16	238.35780	1.18027	144	11.6730		x	3.1635	6.65	x		26.3803	2.57
Wed	06/08/16	238.39543	1.18046	145	11.7560		x	3.0805	6.46	x		26.4633	2.76
Thu	06/09/16	238.43307	1.18064	146	11.8388		x	2.9977	6.28	x		26.5461	2.94
Fri	06/10/16	238.47070	1.18083	147	11.9218		x	2.9147	6.09	x		26.6291	3.13
Mon	06/13/16	238.58360	1.18139	150	12.1709		x	2.6656	5.53	x		26.8782	3.69
Tue	06/14/16	238.62123	1.18158	151	12.2540		x	2.5825	5.34	x		26.9613	3.88
Wed	06/15/16	238.65887	1.18176	152	12.3371		x	2.4994	5.16	x		27.0444	4.06
Thu	06/16/16	238.69650	1.18195	153	12.4202		x	2.4163	4.97	x		27.1275	4.25
Fri	06/17/16	238.73413	1.18214	154	12.5034		x	2.3331	4.78	x		27.2107	4.44
Mon	06/20/16	238.84703	1.18269	157	12.7529		x	2.0836	4.23	x		27.4602	4.99
Tue	06/21/16	238.88467	1.18288	158	12.8362		x	2.0003	4.04	x		27.5435	5.18
Wed	06/22/16	238.92230	1.18307	159	12.9195		x	1.9170	3.85	x		27.6268	5.37
Thu	06/23/16	238.95993	1.18325	160	13.0027		x	1.8338	3.67	x		27.7100	5.55
Fri	06/24/16	238.99757	1.18344	161	13.0861		x	1.7504	3.48	x		27.7934	5.74
Mon	06/27/16	239.11047	1.18400	164	13.3363		x	1.5002	2.92	x		28.0436	6.30
Tue	06/28/16	239.14810	1.18419	165	13.4197		x	1.4168	2.73	x		28.1270	6.49
Wed	06/29/16	239.18573	1.18437	166	13.5031		x	1.3334	2.55	x		28.2104	6.67
Thu	06/30/16	239.22337	1.18456	167	13.5866		x	1.2499	2.36	x		28.2939	6.86
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	07/01/16	239.26100	1.18474	168	13.6701		x	1.1664	2.18	x		28.3774	7.04
Mon	07/04/16	239.35535	1.18521	171	13.9197		x	0.9168	1.71	x		28.6270	7.51
Tue	07/05/16	239.38681	1.18537	172	14.0030		x	0.8335	1.55	x		28.7103	7.67
Wed	07/06/16	239.41826	1.18552	173	14.0862		x	0.7503	1.40	x		28.7935	7.82
Thu	07/07/16	239.44971	1.18568	174	14.1695		x	0.6670	1.24	x		28.8768	7.98
Fri	07/08/16	239.48116	1.18583	175	14.2528		x	0.5837	1.09	x		28.9601	8.13
Mon	07/11/16	239.57552	1.18630	178	14.5028		x	0.3337	0.62	x		29.2101	8.60
Tue	07/12/16	239.60697	1.18646	179	14.5863		x	0.2502	0.46	x		29.2936	8.76
Wed	07/13/16	239.63842	1.18661	180	14.6696		x	0.1669	0.31	x		29.3769	8.91
Thu	07/14/16	239.66987	1.18677	181	14.7531		x	0.0834	0.15	x		29.4604	9.07
Fri	07/15/16	239.70132	1.18692	0	0.0000			0.0000	0.00	x	x	29.5438	9.22

Generated 12/22/16 16:30