0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2025

Interest and OID per $1,000 Face Value for 2015

CUSIP Number	912828XL9
Dated Date	July 15, 2015
Ref CPI on Dated Date	237.14365
Original Issue Date	July 31, 2015	Interest 01/15/16 (184 days)

						Purchased on Settelment Date & held to 01/01/16				Held on 07/31/15 & 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	07/31/15	237.76610	1.00262	16	0.1635			-0.1635	0.31			0.1635	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	08/03/15	237.85874	1.00302	19	0.1942			-0.1942	-0.09			0.1942	0.40
Tue	08/04/15	237.88561	1.00313	20	0.2044			-0.2044	-0.20			0.2044	0.51
Wed	08/05/15	237.91248	1.00324	21	0.2147			-0.2147	-0.31			0.2147	0.62
Thu	08/06/15	237.93935	1.00336	22	0.2249			-0.2249	-0.43			0.2249	0.74
Fri	08/07/15	237.96623	1.00347	23	0.2352			-0.2352	-0.54			0.2352	0.85
Mon	08/10/15	238.04684	1.00381	26	0.2660			-0.2660	-0.88			0.2660	1.19
Tue	08/11/15	238.07371	1.00392	27	0.2762			-0.2762	-0.99			0.2762	1.30
Wed	08/12/15	238.10058	1.00404	28	0.2865			-0.2865	-1.11			0.2865	1.42
Thu	08/13/15	238.12745	1.00415	29	0.2967			-0.2967	-1.22			0.2967	1.53
Fri	08/14/15	238.15432	1.00426	30	0.3070			-0.3070	-1.33			0.3070	1.64
Mon	08/17/15	238.23494	1.00460	33	0.3378			-0.3378	-1.67			0.3378	1.98
Tue	08/18/15	238.26181	1.00472	34	0.3481			-0.3481	-1.79			0.3481	2.10
Wed	08/19/15	238.28868	1.00483	35	0.3584			-0.3584	-1.90			0.3584	2.21
Thu	08/20/15	238.31555	1.00494	36	0.3687			-0.3687	-2.01			0.3687	2.32
Fri	08/21/15	238.34242	1.00506	37	0.3789			-0.3789	-2.13			0.3789	2.44
Mon	08/24/15	238.42303	1.00539	40	0.4098			-0.4098	-2.46			0.4098	2.77
Tue	08/25/15	238.44990	1.00551	41	0.4201			-0.4201	-2.58			0.4201	2.89
Wed	08/26/15	238.47677	1.00562	42	0.4304			-0.4304	-2.69			0.4304	3.00
Thu	08/27/15	238.50365	1.00573	43	0.4407			-0.4407	-2.80			0.4407	3.11
Fri	08/28/15	238.53052	1.00585	44	0.4510			-0.4510	-2.92			0.4510	3.23
Mon	08/31/15	238.61113	1.00619	47	0.4819			-0.4819	-3.26			0.4819	3.57
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	09/01/15	238.63800	1.00630	48	0.4922			-0.4922	-3.37			0.4922	3.68
Wed	09/02/15	238.63853	1.00630	49	0.5025			-0.5025	-3.37			0.5025	3.68
Thu	09/03/15	238.63907	1.00631	50	0.5127			-0.5127	-3.38			0.5127	3.69
Fri	09/04/15	238.63960	1.00631	51	0.5230			-0.5230	-3.38			0.5230	3.69
Mon	09/07/15	238.64120	1.00631	54	0.5537			-0.5537	-3.38			0.5537	3.69
Tue	09/08/15	238.64173	1.00632	55	0.5640			-0.5640	-3.39			0.5640	3.70
Wed	09/09/15	238.64227	1.00632	56	0.5743			-0.5743	-3.39			0.5743	3.70
Thu	09/10/15	238.64280	1.00632	57	0.5845			-0.5845	-3.39			0.5845	3.70
Fri	09/11/15	238.64333	1.00632	58	0.5948			-0.5948	-3.39			0.5948	3.70
Mon	09/14/15	238.64493	1.00633	61	0.6255			-0.6255	-3.40			0.6255	3.71
Tue	09/15/15	238.64547	1.00633	62	0.6358			-0.6358	-3.40			0.6358	3.71
Wed	09/16/15	238.64600	1.00634	63	0.6461			-0.6461	-3.41			0.6461	3.72
Thu	09/17/15	238.64653	1.00634	64	0.6563			-0.6563	-3.41			0.6563	3.72
Fri	09/18/15	238.64707	1.00634	65	0.6666			-0.6666	-3.41			0.6666	3.72
Mon	09/21/15	238.64867	1.00635	68	0.6973			-0.6973	-3.42			0.6973	3.73
Tue	09/22/15	238.64920	1.00635	69	0.7076			-0.7076	-3.42			0.7076	3.73
Wed	09/23/15	238.64973	1.00635	70	0.7178			-0.7178	-3.42			0.7178	3.73
Thu	09/24/15	238.65027	1.00635	71	0.7281			-0.7281	-3.42			0.7281	3.73
Fri	09/25/15	238.65080	1.00636	72	0.7384			-0.7384	-3.43			0.7384	3.74
Mon	09/28/15	238.65240	1.00636	75	0.7691			-0.7691	-3.43			0.7691	3.74
Tue	09/29/15	238.65293	1.00636	76	0.7794			-0.7794	-3.43			0.7794	3.74
Wed	09/30/15	238.65347	1.00637	77	0.7896			-0.7896	-3.44			0.7896	3.75
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	10/01/15	238.65400	1.00637	78	0.7999			-0.7999	-3.44			0.7999	3.75
Fri	10/02/15	238.64310	1.00632	79	0.8101			-0.8101	-3.39			0.8101	3.70
Mon	10/05/15	238.61039	1.00619	82	0.8408			-0.8408	-3.26			0.8408	3.57
Tue	10/06/15	238.59948	1.00614	83	0.8510			-0.8510	-3.21			0.8510	3.52
Wed	10/07/15	238.58858	1.00609	84	0.8612			-0.8612	-3.16			0.8612	3.47
Thu	10/08/15	238.57768	1.00605	85	0.8714			-0.8714	-3.12			0.8714	3.43
Fri	10/09/15	238.56677	1.00600	86	0.8816			-0.8816	-3.07			0.8816	3.38
Mon	10/12/15	238.53406	1.00586	89	0.9122			-0.9122	-2.93			0.9122	3.24
Tue	10/13/15	238.52316	1.00582	90	0.9225			-0.9225	-2.89			0.9225	3.20
Wed	10/14/15	238.51226	1.00577	91	0.9327			-0.9327	-2.84			0.9327	3.15
Thu	10/15/15	238.50135	1.00573	92	0.9429			-0.9429	-2.80			0.9429	3.11
Fri	10/16/15	238.49045	1.00568	93	0.9531			-0.9531	-2.75			0.9531	3.06
Mon	10/19/15	238.45774	1.00554	96	0.9837			-0.9837	-2.61			0.9837	2.92
Tue	10/20/15	238.44684	1.00550	97	0.9939			-0.9939	-2.57			0.9939	2.88
Wed	10/21/15	238.43594	1.00545	98	1.0041			-1.0041	-2.52			1.0041	2.83
Thu	10/22/15	238.42503	1.00540	99	1.0143			-1.0143	-2.47			1.0143	2.78
Fri	10/23/15	238.41413	1.00536	100	1.0245			-1.0245	-2.43			1.0245	2.74
Mon	10/26/15	238.38142	1.00522	103	1.0551			-1.0551	-2.29			1.0551	2.60
Tue	10/27/15	238.37052	1.00517	104	1.0653			-1.0653	-2.24			1.0653	2.55
Wed	10/28/15	238.35961	1.00513	105	1.0755			-1.0755	-2.20			1.0755	2.51
Thu	10/29/15	238.34871	1.00508	106	1.0857			-1.0857	-2.15			1.0857	2.46
Fri	10/30/15	238.33781	1.00504	107	1.0958			-1.0958	-2.11			1.0958	2.42
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	11/02/15	238.30363	1.00489	110	1.1264			-1.1264	-1.96			1.1264	2.27
Tue	11/03/15	238.29127	1.00484	111	1.1366			-1.1366	-1.91			1.1366	2.22
Wed	11/04/15	238.27890	1.00479	112	1.1468			-1.1468	-1.86			1.1468	2.17
Thu	11/05/15	238.26653	1.00474	113	1.1570			-1.1570	-1.81			1.1570	2.12
Fri	11/06/15	238.25417	1.00468	114	1.1671			-1.1671	-1.75			1.1671	2.06
Mon	11/09/15	238.21707	1.00453	117	1.1977			-1.1977	-1.60			1.1977	1.91
Tue	11/10/15	238.20470	1.00447	118	1.2078			-1.2078	-1.54			1.2078	1.85
Wed	11/11/15	238.19233	1.00442	119	1.2180			-1.2180	-1.49			1.2180	1.80
Thu	11/12/15	238.17997	1.00437	120	1.2282			-1.2282	-1.44			1.2282	1.75
Fri	11/13/15	238.16760	1.00432	121	1.2383			-1.2383	-1.39			1.2383	1.70
Mon	11/16/15	238.13050	1.00416	124	1.2688			-1.2688	-1.23			1.2688	1.54
Tue	11/17/15	238.11813	1.00411	125	1.2790			-1.2790	-1.18			1.2790	1.49
Wed	11/18/15	238.10577	1.00406	126	1.2892			-1.2892	-1.13			1.2892	1.44
Thu	11/19/15	238.09340	1.00400	127	1.2993			-1.2993	-1.07			1.2993	1.38
Fri	11/20/15	238.08103	1.00395	128	1.3095			-1.3095	-1.02			1.3095	1.33
Mon	11/23/15	238.04393	1.00380	131	1.3400			-1.3400	-0.87			1.3400	1.18
Tue	11/24/15	238.03157	1.00374	132	1.3501			-1.3501	-0.81			1.3501	1.12
Wed	11/25/15	238.01920	1.00369	133	1.3603			-1.3603	-0.76			1.3603	1.07
Thu	11/26/15	238.00683	1.00364	134	1.3705			-1.3705	-0.71			1.3705	1.02
Fri	11/27/15	237.99447	1.00359	135	1.3806			-1.3806	-0.66			1.3806	0.97
Mon	11/30/15	237.95737	1.00343	138	1.4111			-1.4111	-0.50			1.4111	0.81
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	12/01/15	237.94500	1.00338	139	1.4212			-1.4212	-0.45			1.4212	0.76
Wed	12/02/15	237.94155	1.00336	140	1.4314			-1.4314	-0.43			1.4314	0.74
Thu	12/03/15	237.93810	1.00335	141	1.4416			-1.4416	-0.42			1.4416	0.73
Fri	12/04/15	237.93465	1.00334	142	1.4518			-1.4518	-0.41			1.4518	0.72
Mon	12/07/15	237.92429	1.00329	145	1.4824			-1.4824	-0.36			1.4824	0.67
Tue	12/08/15	237.92084	1.00328	146	1.4927			-1.4927	-0.35			1.4927	0.66
Wed	12/09/15	237.91739	1.00326	147	1.5028			-1.5028	-0.33			1.5028	0.64
Thu	12/10/15	237.91394	1.00325	148	1.5131			-1.5131	-0.32			1.5131	0.63
Fri	12/11/15	237.91048	1.00323	149	1.5232			-1.5232	-0.30			1.5232	0.61
Mon	12/14/15	237.90013	1.00319	152	1.5539			-1.5539	-0.26			1.5539	0.57
Tue	12/15/15	237.89668	1.00318	153	1.5641			-1.5641	-0.25			1.5641	0.56
Wed	12/16/15	237.89323	1.00316	154	1.5743			-1.5743	-0.23			1.5743	0.54
Thu	12/17/15	237.88977	1.00315	155	1.5845			-1.5845	-0.22			1.5845	0.53
Fri	12/18/15	237.88632	1.00313	156	1.5946			-1.5946	-0.20			1.5946	0.51
Mon	12/21/15	237.87597	1.00309	159	1.6253			-1.6253	-0.16			1.6253	0.47
Tue	12/22/15	237.87252	1.00307	160	1.6354			-1.6354	-0.14			1.6354	0.45
Wed	12/23/15	237.86906	1.00306	161	1.6456			-1.6456	-0.13			1.6456	0.44
Thu	12/24/15	237.86561	1.00304	162	1.6558			-1.6558	-0.11			1.6558	0.42
Fri	12/25/15	237.86216	1.00303	163	1.6660			-1.6660	-0.10			1.6660	0.41
Mon	12/28/15	237.85181	1.00299	166	1.6966			-1.6966	-0.06			1.6966	0.37
Tue	12/29/15	237.84835	1.00297	167	1.7068			-1.7068	-0.04			1.7068	0.35
Wed	12/30/15	237.84490	1.00296	168	1.7170			-1.7170	-0.03			1.7170	0.34
Thu	12/31/15	237.84145	1.00294	169	1.7272			-1.7272	-0.01			1.7272	0.32
Fri	01/01/16	237.83800	1.00293

Generated 12/15/15 09:28