0.125% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2024

Interest and OID per $1,000 Face Value for 2014

CUSIP Number	912828WU0
Dated Date	July 15, 2014
Ref CPI on Dated Date	237.44594
Original Issue Date	July 31, 2014	Interest 01/15/15 (184 days)

						Purchased on Settelment Date & held to 01/01/15				Held on 07/31/14 & 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
Thu	07/31/14	237.87329	1.00180	16	0.0544			-0.0544	-1.85			0.0544	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
Fri	08/01/14	237.90000	1.00191	17	0.0579			-0.0579	-1.96			0.0579	0.11
Mon	08/04/14	237.94287	1.00209	20	0.0681			-0.0681	-2.14			0.0681	0.29
Tue	08/05/14	237.95716	1.00215	21	0.0715			-0.0715	-2.20			0.0715	0.35
Wed	08/06/14	237.97145	1.00221	22	0.0749			-0.0749	-2.26			0.0749	0.41
Thu	08/07/14	237.98574	1.00227	23	0.0783			-0.0783	-2.32			0.0783	0.47
Fri	08/08/14	238.00003	1.00233	24	0.0817			-0.0817	-2.38			0.0817	0.53
Mon	08/11/14	238.04290	1.00251	27	0.0919			-0.0919	-2.56			0.0919	0.71
Tue	08/12/14	238.05719	1.00257	28	0.0954			-0.0954	-2.62			0.0954	0.77
Wed	08/13/14	238.07148	1.00263	29	0.0988			-0.0988	-2.68			0.0988	0.83
Thu	08/14/14	238.08577	1.00269	30	0.1022			-0.1022	-2.74			0.1022	0.89
Fri	08/15/14	238.10006	1.00275	31	0.1056			-0.1056	-2.80			0.1056	0.95
Mon	08/18/14	238.14294	1.00294	34	0.1158			-0.1158	-2.99			0.1158	1.14
Tue	08/19/14	238.15723	1.00300	35	0.1192			-0.1192	-3.05			0.1192	1.20
Wed	08/20/14	238.17152	1.00306	36	0.1227			-0.1227	-3.11			0.1227	1.26
Thu	08/21/14	238.18581	1.00312	37	0.1261			-0.1261	-3.17			0.1261	1.32
Fri	08/22/14	238.20010	1.00318	38	0.1295			-0.1295	-3.23			0.1295	1.38
Mon	08/25/14	238.24297	1.00336	41	0.1397			-0.1397	-3.41			0.1397	1.56
Tue	08/26/14	238.25726	1.00342	42	0.1432			-0.1432	-3.47			0.1432	1.62
Wed	08/27/14	238.27155	1.00348	43	0.1466			-0.1466	-3.53			0.1466	1.68
Thu	08/28/14	238.28584	1.00354	44	0.1500			-0.1500	-3.59			0.1500	1.74
Fri	08/29/14	238.30013	1.00360	45	0.1534			-0.1534	-3.65			0.1534	1.80
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	09/01/14	238.34300	1.00378	48	0.1637			-0.1637	-3.83			0.1637	1.98
Tue	09/02/14	238.33990	1.00376	49	0.1671			-0.1671	-3.81			0.1671	1.96
Wed	09/03/14	238.33680	1.00375	50	0.1705			-0.1705	-3.80			0.1705	1.95
Thu	09/04/14	238.33370	1.00374	51	0.1739			-0.1739	-3.79			0.1739	1.94
Fri	09/05/14	238.33060	1.00373	52	0.1773			-0.1773	-3.78			0.1773	1.93
Mon	09/08/14	238.32130	1.00369	55	0.1875			-0.1875	-3.74			0.1875	1.89
Tue	09/09/14	238.31820	1.00367	56	0.1909			-0.1909	-3.72			0.1909	1.87
Wed	09/10/14	238.31510	1.00366	57	0.1943			-0.1943	-3.71			0.1943	1.86
Thu	09/11/14	238.31200	1.00365	58	0.1977			-0.1977	-3.70			0.1977	1.85
Fri	09/12/14	238.30890	1.00363	59	0.2011			-0.2011	-3.68			0.2011	1.83
Mon	09/15/14	238.29960	1.00360	62	0.2114			-0.2114	-3.65			0.2114	1.80
Tue	09/16/14	238.29650	1.00358	63	0.2148			-0.2148	-3.63			0.2148	1.78
Wed	09/17/14	238.29340	1.00357	64	0.2182			-0.2182	-3.62			0.2182	1.77
Thu	09/18/14	238.29030	1.00356	65	0.2216			-0.2216	-3.61			0.2216	1.76
Fri	09/19/14	238.28720	1.00354	66	0.2250			-0.2250	-3.59			0.2250	1.74
Mon	09/22/14	238.27790	1.00350	69	0.2352			-0.2352	-3.55			0.2352	1.70
Tue	09/23/14	238.27480	1.00349	70	0.2386			-0.2386	-3.54			0.2386	1.69
Wed	09/24/14	238.27170	1.00348	71	0.2420			-0.2420	-3.53			0.2420	1.68
Thu	09/25/14	238.26860	1.00346	72	0.2454			-0.2454	-3.51			0.2454	1.66
Fri	09/26/14	238.26550	1.00345	73	0.2488			-0.2488	-3.50			0.2488	1.65
Mon	09/29/14	238.25620	1.00341	76	0.2590			-0.2590	-3.46			0.2590	1.61
Tue	09/30/14	238.25310	1.00340	77	0.2624			-0.2624	-3.45			0.2624	1.60
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	10/01/14	238.25000	1.00339	78	0.2658			-0.2658	-3.44			0.2658	1.59
Thu	10/02/14	238.23716	1.00333	79	0.2692			-0.2692	-3.38			0.2692	1.53
Fri	10/03/14	238.22432	1.00328	80	0.2726			-0.2726	-3.33			0.2726	1.48
Mon	10/06/14	238.18581	1.00312	83	0.2828			-0.2828	-3.17			0.2828	1.32
Tue	10/07/14	238.17297	1.00306	84	0.2862			-0.2862	-3.11			0.2862	1.26
Wed	10/08/14	238.16013	1.00301	85	0.2896			-0.2896	-3.06			0.2896	1.21
Thu	10/09/14	238.14729	1.00295	86	0.2930			-0.2930	-3.00			0.2930	1.15
Fri	10/10/14	238.13445	1.00290	87	0.2964			-0.2964	-2.95			0.2964	1.10
Mon	10/13/14	238.09594	1.00274	90	0.3065			-0.3065	-2.79			0.3065	0.94
Tue	10/14/14	238.08310	1.00268	91	0.3099			-0.3099	-2.73			0.3099	0.88
Wed	10/15/14	238.07026	1.00263	92	0.3133			-0.3133	-2.68			0.3133	0.83
Thu	10/16/14	238.05742	1.00258	93	0.3167			-0.3167	-2.63			0.3167	0.78
Fri	10/17/14	238.04458	1.00252	94	0.3201			-0.3201	-2.57			0.3201	0.72
Mon	10/20/14	238.00606	1.00236	97	0.3303			-0.3303	-2.41			0.3303	0.56
Tue	10/21/14	237.99323	1.00230	98	0.3336			-0.3336	-2.35			0.3336	0.50
Wed	10/22/14	237.98039	1.00225	99	0.3370			-0.3370	-2.30			0.3370	0.45
Thu	10/23/14	237.96755	1.00220	100	0.3404			-0.3404	-2.25			0.3404	0.40
Fri	10/24/14	237.95471	1.00214	101	0.3438			-0.3438	-2.19			0.3438	0.34
Mon	10/27/14	237.91619	1.00198	104	0.3540			-0.3540	-2.03			0.3540	0.18
Tue	10/28/14	237.90335	1.00193	105	0.3573			-0.3573	-1.98			0.3573	0.13
Wed	10/29/14	237.89052	1.00187	106	0.3607			-0.3607	-1.92			0.3607	0.07
Thu	10/30/14	237.87768	1.00182	107	0.3641			-0.3641	-1.87			0.3641	0.02
Fri	10/31/14	237.86484	1.00176	108	0.3675			-0.3675	-1.81			0.3675	-0.04
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	11/03/14	237.86393	1.00176	111	0.3777			-0.3777	-1.81			0.3777	-0.04
Tue	11/04/14	237.86990	1.00179	112	0.3811			-0.3811	-1.84			0.3811	-0.01
Wed	11/05/14	237.87587	1.00181	113	0.3845			-0.3845	-1.86			0.3845	0.01
Thu	11/06/14	237.88183	1.00184	114	0.3879			-0.3879	-1.89			0.3879	0.04
Fri	11/07/14	237.88780	1.00186	115	0.3914			-0.3914	-1.91			0.3914	0.06
Mon	11/10/14	237.90570	1.00194	118	0.4016			-0.4016	-1.99			0.4016	0.14
Tue	11/11/14	237.91167	1.00196	119	0.4050			-0.4050	-2.01			0.4050	0.16
Wed	11/12/14	237.91763	1.00199	120	0.4084			-0.4084	-2.04			0.4084	0.19
Thu	11/13/14	237.92360	1.00201	121	0.4118			-0.4118	-2.06			0.4118	0.21
Fri	11/14/14	237.92957	1.00204	122	0.4152			-0.4152	-2.09			0.4152	0.24
Mon	11/17/14	237.94747	1.00211	125	0.4255			-0.4255	-2.16			0.4255	0.31
Tue	11/18/14	237.95343	1.00214	126	0.4289			-0.4289	-2.19			0.4289	0.34
Wed	11/19/14	237.95940	1.00216	127	0.4323			-0.4323	-2.21			0.4323	0.36
Thu	11/20/14	237.96537	1.00219	128	0.4357			-0.4357	-2.24			0.4357	0.39
Fri	11/21/14	237.97133	1.00221	129	0.4391			-0.4391	-2.26			0.4391	0.41
Mon	11/24/14	237.98923	1.00229	132	0.4494			-0.4494	-2.34			0.4494	0.49
Tue	11/25/14	237.99520	1.00231	133	0.4528			-0.4528	-2.36			0.4528	0.51
Wed	11/26/14	238.00117	1.00234	134	0.4562			-0.4562	-2.39			0.4562	0.54
Thu	11/27/14	238.00713	1.00236	135	0.4596			-0.4596	-2.41			0.4596	0.56
Fri	11/28/14	238.01310	1.00239	136	0.4631			-0.4631	-2.44			0.4631	0.59
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	12/01/14	238.03100	1.00246	139	0.4733			-0.4733	-2.51			0.4733	0.66
Tue	12/02/14	238.01171	1.00238	140	0.4767			-0.4767	-2.43			0.4767	0.58
Wed	12/03/14	237.99242	1.00230	141	0.4800			-0.4800	-2.35			0.4800	0.50
Thu	12/04/14	237.97313	1.00222	142	0.4834			-0.4834	-2.27			0.4834	0.42
Fri	12/05/14	237.95384	1.00214	143	0.4868			-0.4868	-2.19			0.4868	0.34
Mon	12/08/14	237.89597	1.00190	146	0.4969			-0.4969	-1.95			0.4969	0.10
Tue	12/09/14	237.87668	1.00181	147	0.5002			-0.5002	-1.86			0.5002	0.01
Wed	12/10/14	237.85739	1.00173	148	0.5036			-0.5036	-1.78			0.5036	-0.07
Thu	12/11/14	237.83810	1.00165	149	0.5069			-0.5069	-1.70			0.5069	-0.15
Fri	12/12/14	237.81881	1.00157	150	0.5103			-0.5103	-1.62			0.5103	-0.23
Mon	12/15/14	237.76094	1.00133	153	0.5204			-0.5204	-1.38			0.5204	-0.47
Tue	12/16/14	237.74165	1.00125	154	0.5238			-0.5238	-1.30			0.5238	-0.55
Wed	12/17/14	237.72235	1.00116	155	0.5271			-0.5271	-1.21			0.5271	-0.64
Thu	12/18/14	237.70306	1.00108	156	0.5305			-0.5305	-1.13			0.5305	-0.72
Fri	12/19/14	237.68377	1.00100	157	0.5338			-0.5338	-1.05			0.5338	-0.80
Mon	12/22/14	237.62590	1.00076	160	0.5439			-0.5439	-0.81			0.5439	-1.04
Tue	12/23/14	237.60661	1.00068	161	0.5472			-0.5472	-0.73			0.5472	-1.12
Wed	12/24/14	237.58732	1.00060	162	0.5506			-0.5506	-0.65			0.5506	-1.20
Thu	12/25/14	237.56803	1.00051	163	0.5540			-0.5540	-0.56			0.5540	-1.29
Fri	12/26/14	237.54874	1.00043	164	0.5573			-0.5573	-0.48			0.5573	-1.37
Mon	12/29/14	237.49087	1.00019	167	0.5674			-0.5674	-0.24			0.5674	-1.61
Tue	12/30/14	237.47158	1.00011	168	0.5707			-0.5707	-0.16			0.5707	-1.69
Wed	12/31/14	237.45229	1.00003	169	0.5741			-0.5741	-0.08			0.5741	-1.77
Thu	01/01/15	237.43300	0.99995

Generated 12/17/14 09:07