2.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2017

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

CUSIP Number	912828GD6	Interest 01/15/14 (184 days)	$13.7396
Dated Date	January 15, 2007	Interest 07/15/14 (181 days)	$13.9820
Ref CPI on Dated Date	201.66452	Interest Total	$27.7216
Original Issue Date	January 16, 2007	Interest 01/15/15 (184 days)

						Purchased on Settelment Date & held to 01/01/15				Held on 01/01/14 & 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
Wed	01/01/14	233.54600	1.15809	170	12.7059	x	x	15.0157	19.28			12.7059	0.00
Thu	01/02/14	233.53061	1.15802	171	12.7799	x	x	14.9417	19.35			12.7799	-0.07
Fri	01/03/14	233.51523	1.15794	172	12.8538	x	x	14.8678	19.43			12.8538	-0.15
Mon	01/06/14	233.46906	1.15771	175	13.0754	x	x	14.6462	19.66			13.0754	-0.38
Tue	01/07/14	233.45368	1.15763	176	13.1492	x	x	14.5724	19.74			13.1492	-0.46
Wed	01/08/14	233.43829	1.15756	177	13.2231	x	x	14.4985	19.81			13.2231	-0.53
Thu	01/09/14	233.42290	1.15748	178	13.2969	x	x	14.4247	19.89			13.2969	-0.61
Fri	01/10/14	233.40752	1.15740	179	13.3706	x	x	14.3510	19.97			13.3706	-0.69
Mon	01/13/14	233.36135	1.15718	182	13.5921	x	x	14.1295	20.19			13.5921	-0.91
Tue	01/14/14	233.34597	1.15710	183	13.6659	x	x	14.0557	20.27			13.6659	-0.99
Wed	01/15/14	233.33058	1.15702	0	0.0000		x	13.9820	20.35	x		13.7396	-1.07
Thu	01/16/14	233.31519	1.15695	1	0.0759		x	13.9061	20.42	x		13.8155	-1.14
Fri	01/17/14	233.29981	1.15687	2	0.1518		x	13.8302	20.50	x		13.8914	-1.22
Mon	01/20/14	233.25365	1.15664	5	0.3794		x	13.6026	20.73	x		14.1190	-1.45
Tue	01/21/14	233.23826	1.15657	6	0.4553		x	13.5267	20.80	x		14.1949	-1.52
Wed	01/22/14	233.22287	1.15649	7	0.5311		x	13.4509	20.88	x		14.2707	-1.60
Thu	01/23/14	233.20748	1.15641	8	0.6070		x	13.3750	20.96	x		14.3466	-1.68
Fri	01/24/14	233.19210	1.15634	9	0.6828		x	13.2992	21.03	x		14.4224	-1.75
Mon	01/27/14	233.14594	1.15611	12	0.9102		x	13.0718	21.26	x		14.6498	-1.98
Tue	01/28/14	233.13055	1.15603	13	0.9860		x	12.9960	21.34	x		14.7256	-2.06
Wed	01/29/14	233.11516	1.15596	14	1.0618		x	12.9202	21.41	x		14.8014	-2.13
Thu	01/30/14	233.09977	1.15588	15	1.1375		x	12.8445	21.49	x		14.8771	-2.21
Fri	01/31/14	233.08439	1.15580	16	1.2133		x	12.7687	21.57	x		14.9529	-2.29
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	02/03/14	233.06757	1.15572	19	1.4407		x	12.5413	21.65	x		15.1803	-2.37
Tue	02/04/14	233.06686	1.15572	20	1.5165		x	12.4655	21.65	x		15.2561	-2.37
Wed	02/05/14	233.06614	1.15571	21	1.5923		x	12.3897	21.66	x		15.3319	-2.38
Thu	02/06/14	233.06543	1.15571	22	1.6681		x	12.3139	21.66	x		15.4077	-2.38
Fri	02/07/14	233.06471	1.15571	23	1.7439		x	12.2381	21.66	x		15.4835	-2.38
Mon	02/10/14	233.06257	1.15569	26	1.9714		x	12.0106	21.68	x		15.7110	-2.40
Tue	02/11/14	233.06186	1.15569	27	2.0472		x	11.9348	21.68	x		15.7868	-2.40
Wed	02/12/14	233.06114	1.15569	28	2.1230		x	11.8590	21.68	x		15.8626	-2.40
Thu	02/13/14	233.06043	1.15568	29	2.1988		x	11.7832	21.69	x		15.9384	-2.41
Fri	02/14/14	233.05971	1.15568	30	2.2746		x	11.7074	21.69	x		16.0142	-2.41
Mon	02/17/14	233.05757	1.15567	33	2.5021		x	11.4799	21.70	x		16.2417	-2.42
Tue	02/18/14	233.05686	1.15567	34	2.5779		x	11.4041	21.70	x		16.3175	-2.42
Wed	02/19/14	233.05614	1.15566	35	2.6537		x	11.3283	21.71	x		16.3933	-2.43
Thu	02/20/14	233.05543	1.15566	36	2.7295		x	11.2525	21.71	x		16.4691	-2.43
Fri	02/21/14	233.05471	1.15566	37	2.8053		x	11.1767	21.71	x		16.5449	-2.43
Mon	02/24/14	233.05257	1.15564	40	3.0328		x	10.9492	21.73	x		16.7724	-2.45
Tue	02/25/14	233.05186	1.15564	41	3.1086		x	10.8734	21.73	x		16.8482	-2.45
Wed	02/26/14	233.05114	1.15564	42	3.1844		x	10.7976	21.73	x		16.9240	-2.45
Thu	02/27/14	233.05043	1.15563	43	3.2602		x	10.7218	21.74	x		16.9998	-2.46
Fri	02/28/14	233.04971	1.15563	44	3.3360		x	10.6460	21.74	x		17.0756	-2.46
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	03/03/14	233.10494	1.15590	47	3.5643		x	10.4177	21.47	x		17.3039	-2.19
Tue	03/04/14	233.13290	1.15604	48	3.6406		x	10.3414	21.33	x		17.3802	-2.05
Wed	03/05/14	233.16087	1.15618	49	3.7169		x	10.2651	21.19	x		17.4565	-1.91
Thu	03/06/14	233.18884	1.15632	50	3.7932		x	10.1888	21.05	x		17.5328	-1.77
Fri	03/07/14	233.21681	1.15646	51	3.8695		x	10.1125	20.91	x		17.6091	-1.63
Mon	03/10/14	233.30071	1.15688	54	4.0986		x	9.8834	20.49	x		17.8382	-1.21
Tue	03/11/14	233.32868	1.15701	55	4.1750		x	9.8070	20.36	x		17.9146	-1.08
Wed	03/12/14	233.35665	1.15715	56	4.2514		x	9.7306	20.22	x		17.9910	-0.94
Thu	03/13/14	233.38461	1.15729	57	4.3278		x	9.6542	20.08	x		18.0674	-0.80
Fri	03/14/14	233.41258	1.15743	58	4.4043		x	9.5777	19.94	x		18.1439	-0.66
Mon	03/17/14	233.49648	1.15785	61	4.6338		x	9.3482	19.52	x		18.3734	-0.24
Tue	03/18/14	233.52445	1.15798	62	4.7103		x	9.2717	19.39	x		18.4499	-0.11
Wed	03/19/14	233.55242	1.15812	63	4.7868		x	9.1952	19.25	x		18.5264	0.03
Thu	03/20/14	233.58039	1.15826	64	4.8634		x	9.1186	19.11	x		18.6030	0.17
Fri	03/21/14	233.60835	1.15840	65	4.9400		x	9.0420	18.97	x		18.6796	0.31
Mon	03/24/14	233.69226	1.15882	68	5.1699		x	8.8121	18.55	x		18.9095	0.73
Tue	03/25/14	233.72023	1.15896	69	5.2465		x	8.7355	18.41	x		18.9861	0.87
Wed	03/26/14	233.74819	1.15909	70	5.3232		x	8.6588	18.28	x		19.0628	1.00
Thu	03/27/14	233.77616	1.15923	71	5.3999		x	8.5821	18.14	x		19.1395	1.14
Fri	03/28/14	233.80413	1.15937	72	5.4766		x	8.5054	18.00	x		19.2162	1.28
Mon	03/31/14	233.88803	1.15979	75	5.7068		x	8.2752	17.58	x		19.4464	1.70
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	04/01/14	233.91600	1.15993	76	5.7836		x	8.1984	17.44	x		19.5232	1.84
Wed	04/02/14	233.94483	1.16007	77	5.8604		x	8.1216	17.30	x		19.6000	1.98
Thu	04/03/14	233.97367	1.16021	78	5.9373		x	8.0447	17.16	x		19.6769	2.12
Fri	04/04/14	234.00250	1.16036	79	6.0142		x	7.9678	17.01	x		19.7538	2.27
Mon	04/07/14	234.08900	1.16078	82	6.2448		x	7.7372	16.59	x		19.9844	2.69
Tue	04/08/14	234.11783	1.16093	83	6.3218		x	7.6602	16.44	x		20.0614	2.84
Wed	04/09/14	234.14667	1.16107	84	6.3987		x	7.5833	16.30	x		20.1383	2.98
Thu	04/10/14	234.17550	1.16121	85	6.4757		x	7.5063	16.16	x		20.2153	3.12
Fri	04/11/14	234.20433	1.16136	86	6.5527		x	7.4293	16.01	x		20.2923	3.27
Mon	04/14/14	234.29083	1.16179	89	6.7838		x	7.1982	15.58	x		20.5234	3.70
Tue	04/15/14	234.31967	1.16193	90	6.8608		x	7.1212	15.44	x		20.6004	3.84
Wed	04/16/14	234.34850	1.16207	91	6.9379		x	7.0441	15.30	x		20.6775	3.98
Thu	04/17/14	234.37733	1.16221	92	7.0150		x	6.9670	15.16	x		20.7546	4.12
Fri	04/18/14	234.40617	1.16236	93	7.0922		x	6.8898	15.01	x		20.8318	4.27
Mon	04/21/14	234.49267	1.16279	96	7.3236		x	6.6584	14.58	x		21.0632	4.70
Tue	04/22/14	234.52150	1.16293	97	7.4008		x	6.5812	14.44	x		21.1404	4.84
Wed	04/23/14	234.55033	1.16307	98	7.4780		x	6.5040	14.30	x		21.2176	4.98
Thu	04/24/14	234.57917	1.16321	99	7.5552		x	6.4268	14.16	x		21.2948	5.12
Fri	04/25/14	234.60800	1.16336	100	7.6325		x	6.3495	14.01	x		21.3721	5.27
Mon	04/28/14	234.69450	1.16379	103	7.8644		x	6.1176	13.58	x		21.6040	5.70
Tue	04/29/14	234.72333	1.16393	104	7.9417		x	6.0403	13.44	x		21.6813	5.84
Wed	04/30/14	234.75217	1.16407	105	8.0191		x	5.9629	13.30	x		21.7587	5.98
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	05/01/14	234.78100	1.16422	106	8.0965		x	5.8855	13.15	x		21.8361	6.13
Fri	05/02/14	234.82977	1.16446	107	8.1745		x	5.8075	12.91	x		21.9141	6.37
Mon	05/05/14	234.97610	1.16518	110	8.4089		x	5.5731	12.19	x		22.1485	7.09
Tue	05/06/14	235.02487	1.16542	111	8.4871		x	5.4949	11.95	x		22.2267	7.33
Wed	05/07/14	235.07365	1.16567	112	8.5654		x	5.4166	11.70	x		22.3050	7.58
Thu	05/08/14	235.12242	1.16591	113	8.6437		x	5.3383	11.46	x		22.3833	7.82
Fri	05/09/14	235.17119	1.16615	114	8.7220		x	5.2600	11.22	x		22.4616	8.06
Mon	05/12/14	235.31752	1.16688	117	8.9571		x	5.0249	10.49	x		22.6967	8.79
Tue	05/13/14	235.36629	1.16712	118	9.0355		x	4.9465	10.25	x		22.7751	9.03
Wed	05/14/14	235.41506	1.16736	119	9.1140		x	4.8680	10.01	x		22.8536	9.27
Thu	05/15/14	235.46384	1.16760	120	9.1924		x	4.7896	9.77	x		22.9320	9.51
Fri	05/16/14	235.51261	1.16784	121	9.2709		x	4.7111	9.53	x		23.0105	9.75
Mon	05/19/14	235.65894	1.16857	124	9.5067		x	4.4753	8.80	x		23.2463	10.48
Tue	05/20/14	235.70771	1.16881	125	9.5854		x	4.3966	8.56	x		23.3250	10.72
Wed	05/21/14	235.75648	1.16905	126	9.6640		x	4.3180	8.32	x		23.4036	10.96
Thu	05/22/14	235.80526	1.16929	127	9.7427		x	4.2393	8.08	x		23.4823	11.20
Fri	05/23/14	235.85403	1.16954	128	9.8216		x	4.1604	7.83	x		23.5612	11.45
Mon	05/26/14	236.00035	1.17026	131	10.0579		x	3.9241	7.11	x		23.7975	12.17
Tue	05/27/14	236.04913	1.17050	132	10.1368		x	3.8452	6.87	x		23.8764	12.41
Wed	05/28/14	236.09790	1.17075	133	10.2158		x	3.7662	6.62	x		23.9554	12.66
Thu	05/29/14	236.14668	1.17099	134	10.2947		x	3.6873	6.38	x		24.0343	12.90
Fri	05/30/14	236.19545	1.17123	135	10.3736		x	3.6084	6.14	x		24.1132	13.14
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	06/02/14	236.31897	1.17184	138	10.6097		x	3.3723	5.53	x		24.3493	13.75
Tue	06/03/14	236.34493	1.17197	139	10.6878		x	3.2942	5.40	x		24.4274	13.88
Wed	06/04/14	236.37090	1.17210	140	10.7658		x	3.2162	5.27	x		24.5054	14.01
Thu	06/05/14	236.39687	1.17223	141	10.8439		x	3.1381	5.14	x		24.5835	14.14
Fri	06/06/14	236.42283	1.17236	142	10.9221		x	3.0599	5.01	x		24.6617	14.27
Mon	06/09/14	236.50073	1.17274	145	11.1564		x	2.8256	4.63	x		24.8960	14.65
Tue	06/10/14	236.52670	1.17287	146	11.2346		x	2.7474	4.50	x		24.9742	14.78
Wed	06/11/14	236.55267	1.17300	147	11.3128		x	2.6692	4.37	x		25.0524	14.91
Thu	06/12/14	236.57863	1.17313	148	11.3910		x	2.5910	4.24	x		25.1306	15.04
Fri	06/13/14	236.60460	1.17326	149	11.4693		x	2.5127	4.11	x		25.2089	15.17
Mon	06/16/14	236.68250	1.17364	152	11.7040		x	2.2780	3.73	x		25.4436	15.55
Tue	06/17/14	236.70847	1.17377	153	11.7823		x	2.1997	3.60	x		25.5219	15.68
Wed	06/18/14	236.73443	1.17390	154	11.8606		x	2.1214	3.47	x		25.6002	15.81
Thu	06/19/14	236.76040	1.17403	155	11.9389		x	2.0431	3.34	x		25.6785	15.94
Fri	06/20/14	236.78637	1.17416	156	12.0173		x	1.9647	3.21	x		25.7569	16.07
Mon	06/23/14	236.86427	1.17455	159	12.2525		x	1.7295	2.82	x		25.9921	16.46
Tue	06/24/14	236.89023	1.17467	160	12.3308		x	1.6512	2.70	x		26.0704	16.58
Wed	06/25/14	236.91620	1.17480	161	12.4092		x	1.5728	2.57	x		26.1488	16.71
Thu	06/26/14	236.94217	1.17493	162	12.4877		x	1.4943	2.44	x		26.2273	16.84
Fri	06/27/14	236.96813	1.17506	163	12.5662		x	1.4158	2.31	x		26.3058	16.97
Mon	06/30/14	237.04603	1.17545	166	12.8017		x	1.1803	1.92	x		26.5413	17.36
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	07/01/14	237.07200	1.17558	167	12.8802		x	1.1018	1.79	x		26.6198	17.49
Wed	07/02/14	237.09871	1.17571	168	12.9588		x	1.0232	1.66	x		26.6984	17.62
Thu	07/03/14	237.12542	1.17584	169	13.0374		x	0.9446	1.53	x		26.7770	17.75
Fri	07/04/14	237.15213	1.17597	170	13.1160		x	0.8660	1.40	x		26.8556	17.88
Mon	07/07/14	237.23226	1.17637	173	13.3520		x	0.6300	1.00	x		27.0916	18.28
Tue	07/08/14	237.25897	1.17650	174	13.4306		x	0.5514	0.87	x		27.1702	18.41
Wed	07/09/14	237.28568	1.17664	175	13.5094		x	0.4726	0.73	x		27.2490	18.55
Thu	07/10/14	237.31239	1.17677	176	13.5881		x	0.3939	0.60	x		27.3277	18.68
Fri	07/11/14	237.33910	1.17690	177	13.6668		x	0.3152	0.47	x		27.4064	18.81
Mon	07/14/14	237.41923	1.17730	180	13.9032		x	0.0788	0.07	x		27.6428	19.21
Tue	07/15/14	237.44594	1.17743	0	0.0000			0.0000	-0.06	x	x	27.7216	19.34
Wed	07/16/14	237.47265	1.17756	1	0.0760			-0.0760	-0.19	x	x	27.7976	19.47
Thu	07/17/14	237.49935	1.17770	2	0.1520			-0.1520	-0.33	x	x	27.8736	19.61
Fri	07/18/14	237.52606	1.17783	3	0.2280			-0.2280	-0.46	x	x	27.9496	19.74
Mon	07/21/14	237.60619	1.17823	6	0.4562			-0.4562	-0.86	x	x	28.1778	20.14
Tue	07/22/14	237.63290	1.17836	7	0.5323			-0.5323	-0.99	x	x	28.2539	20.27
Wed	07/23/14	237.65961	1.17849	8	0.6085			-0.6085	-1.12	x	x	28.3301	20.40
Thu	07/24/14	237.68632	1.17862	9	0.6846			-0.6846	-1.25	x	x	28.4062	20.53
Fri	07/25/14	237.71303	1.17875	10	0.7607			-0.7607	-1.38	x	x	28.4823	20.66
Mon	07/28/14	237.79316	1.17915	13	0.9893			-0.9893	-1.78	x	x	28.7109	21.06
Tue	07/29/14	237.81987	1.17928	14	1.0655			-1.0655	-1.91	x	x	28.7871	21.19
Wed	07/30/14	237.84658	1.17942	15	1.1418			-1.1418	-2.05	x	x	28.8634	21.33
Thu	07/31/14	237.87329	1.17955	16	1.2180			-1.2180	-2.18	x	x	28.9396	21.46
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	1.17968	17	1.2943			-1.2943	-2.31	x	x	29.0159	21.59
Mon	08/04/14	237.94287	1.17989	20	1.5230			-1.5230	-2.52	x	x	29.2446	21.80
Tue	08/05/14	237.95716	1.17997	21	1.5992			-1.5992	-2.60	x	x	29.3208	21.88
Wed	08/06/14	237.97145	1.18004	22	1.6755			-1.6755	-2.67	x	x	29.3971	21.95
Thu	08/07/14	237.98574	1.18011	23	1.7517			-1.7517	-2.74	x	x	29.4733	22.02
Fri	08/08/14	238.00003	1.18018	24	1.8280			-1.8280	-2.81	x	x	29.5496	22.09
Mon	08/11/14	238.04290	1.18039	27	2.0569			-2.0569	-3.02	x	x	29.7785	22.30
Tue	08/12/14	238.05719	1.18046	28	2.1332			-2.1332	-3.09	x	x	29.8548	22.37
Wed	08/13/14	238.07148	1.18053	29	2.2095			-2.2095	-3.16	x	x	29.9311	22.44
Thu	08/14/14	238.08577	1.18060	30	2.2858			-2.2858	-3.23	x	x	30.0074	22.51
Fri	08/15/14	238.10006	1.18067	31	2.3621			-2.3621	-3.30	x	x	30.0837	22.58
Mon	08/18/14	238.14294	1.18089	34	2.5912			-2.5912	-3.52	x	x	30.3128	22.80
Tue	08/19/14	238.15723	1.18096	35	2.6676			-2.6676	-3.59	x	x	30.3892	22.87
Wed	08/20/14	238.17152	1.18103	36	2.7440			-2.7440	-3.66	x	x	30.4656	22.94
Thu	08/21/14	238.18581	1.18110	37	2.8204			-2.8204	-3.73	x	x	30.5420	23.01
Fri	08/22/14	238.20010	1.18117	38	2.8968			-2.8968	-3.80	x	x	30.6184	23.08
Mon	08/25/14	238.24297	1.18138	41	3.1260			-3.1260	-4.01	x	x	30.8476	23.29
Tue	08/26/14	238.25726	1.18145	42	3.2024			-3.2024	-4.08	x	x	30.9240	23.36
Wed	08/27/14	238.27155	1.18152	43	3.2789			-3.2789	-4.15	x	x	31.0005	23.43
Thu	08/28/14	238.28584	1.18160	44	3.3554			-3.3554	-4.23	x	x	31.0770	23.51
Fri	08/29/14	238.30013	1.18167	45	3.4318			-3.4318	-4.30	x	x	31.1534	23.58
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	1.18188	48	3.6613			-3.6613	-4.51	x	x	31.3829	23.79
Tue	09/02/14	238.33990	1.18186	49	3.7375			-3.7375	-4.49	x	x	31.4591	23.77
Wed	09/03/14	238.33680	1.18185	50	3.8137			-3.8137	-4.48	x	x	31.5353	23.76
Thu	09/04/14	238.33370	1.18183	51	3.8899			-3.8899	-4.46	x	x	31.6115	23.74
Fri	09/05/14	238.33060	1.18182	52	3.9662			-3.9662	-4.45	x	x	31.6878	23.73
Mon	09/08/14	238.32130	1.18177	55	4.1948			-4.1948	-4.40	x	x	31.9164	23.68
Tue	09/09/14	238.31820	1.18176	56	4.2710			-4.2710	-4.39	x	x	31.9926	23.67
Wed	09/10/14	238.31510	1.18174	57	4.3472			-4.3472	-4.37	x	x	32.0688	23.65
Thu	09/11/14	238.31200	1.18172	58	4.4234			-4.4234	-4.35	x	x	32.1450	23.63
Fri	09/12/14	238.30890	1.18171	59	4.4996			-4.4996	-4.34	x	x	32.2212	23.62
Mon	09/15/14	238.29960	1.18166	62	4.7282			-4.7282	-4.29	x	x	32.4498	23.57
Tue	09/16/14	238.29650	1.18165	63	4.8045			-4.8045	-4.28	x	x	32.5261	23.56
Wed	09/17/14	238.29340	1.18163	64	4.8806			-4.8806	-4.26	x	x	32.6022	23.54
Thu	09/18/14	238.29030	1.18162	65	4.9569			-4.9569	-4.25	x	x	32.6785	23.53
Fri	09/19/14	238.28720	1.18160	66	5.0330			-5.0330	-4.23	x	x	32.7546	23.51
Mon	09/22/14	238.27790	1.18156	69	5.2616			-5.2616	-4.19	x	x	32.9832	23.47
Tue	09/23/14	238.27480	1.18154	70	5.3378			-5.3378	-4.17	x	x	33.0594	23.45
Wed	09/24/14	238.27170	1.18153	71	5.4140			-5.4140	-4.16	x	x	33.1356	23.44
Thu	09/25/14	238.26860	1.18151	72	5.4902			-5.4902	-4.14	x	x	33.2118	23.42
Fri	09/26/14	238.26550	1.18149	73	5.5663			-5.5663	-4.12	x	x	33.2879	23.40
Mon	09/29/14	238.25620	1.18145	76	5.7949			-5.7949	-4.08	x	x	33.5165	23.36
Tue	09/30/14	238.25310	1.18143	77	5.8710			-5.8710	-4.06	x	x	33.5926	23.34
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	1.18142	78	5.9472			-5.9472	-4.05	x	x	33.6688	23.33
Thu	10/02/14	238.23716	1.18135	79	6.0231			-6.0231	-3.98	x	x	33.7447	23.26
Fri	10/03/14	238.22432	1.18129	80	6.0991			-6.0991	-3.92	x	x	33.8207	23.20
Mon	10/06/14	238.18581	1.18110	83	6.3267			-6.3267	-3.73	x	x	34.0483	23.01
Tue	10/07/14	238.17297	1.18104	84	6.4026			-6.4026	-3.67	x	x	34.1242	22.95
Wed	10/08/14	238.16013	1.18097	85	6.4785			-6.4785	-3.60	x	x	34.2001	22.88
Thu	10/09/14	238.14729	1.18091	86	6.5544			-6.5544	-3.54	x	x	34.2760	22.82
Fri	10/10/14	238.13445	1.18084	87	6.6302			-6.6302	-3.47	x	x	34.3518	22.75
Mon	10/13/14	238.09594	1.18065	90	6.8577			-6.8577	-3.28	x	x	34.5793	22.56
Tue	10/14/14	238.08310	1.18059	91	6.9336			-6.9336	-3.22	x	x	34.6552	22.50
Wed	10/15/14	238.07026	1.18053	92	7.0094			-7.0094	-3.16	x	x	34.7310	22.44
Thu	10/16/14	238.05742	1.18046	93	7.0852			-7.0852	-3.09	x	x	34.8068	22.37
Fri	10/17/14	238.04458	1.18040	94	7.1610			-7.1610	-3.03	x	x	34.8826	22.31
Mon	10/20/14	238.00606	1.18021	97	7.3883			-7.3883	-2.84	x	x	35.1099	22.12
Tue	10/21/14	237.99323	1.18014	98	7.4641			-7.4641	-2.77	x	x	35.1857	22.05
Wed	10/22/14	237.98039	1.18008	99	7.5398			-7.5398	-2.71	x	x	35.2614	21.99
Thu	10/23/14	237.96755	1.18002	100	7.6156			-7.6156	-2.65	x	x	35.3372	21.93
Fri	10/24/14	237.95471	1.17995	101	7.6913			-7.6913	-2.58	x	x	35.4129	21.86
Mon	10/27/14	237.91619	1.17976	104	7.9185			-7.9185	-2.39	x	x	35.6401	21.67
Tue	10/28/14	237.90335	1.17970	105	7.9942			-7.9942	-2.33	x	x	35.7158	21.61
Wed	10/29/14	237.89052	1.17963	106	8.0699			-8.0699	-2.26	x	x	35.7915	21.54
Thu	10/30/14	237.87768	1.17957	107	8.1456			-8.1456	-2.20	x	x	35.8672	21.48
Fri	10/31/14	237.86484	1.17951	108	8.2213			-8.2213	-2.14	x	x	35.9429	21.42
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	11/03/14	237.86393	1.17950	111	8.4496			-8.4496	-2.13	x	x	36.1712	21.41
Tue	11/04/14	237.86990	1.17953	112	8.5260			-8.5260	-2.16	x	x	36.2476	21.44
Wed	11/05/14	237.87587	1.17956	113	8.6023			-8.6023	-2.19	x	x	36.3239	21.47
Thu	11/06/14	237.88183	1.17959	114	8.6786			-8.6786	-2.22	x	x	36.4002	21.50
Fri	11/07/14	237.88780	1.17962	115	8.7550			-8.7550	-2.25	x	x	36.4766	21.53
Mon	11/10/14	237.90570	1.17971	118	8.9841			-8.9841	-2.34	x	x	36.7057	21.62
Tue	11/11/14	237.91167	1.17974	119	9.0604			-9.0604	-2.37	x	x	36.7820	21.65
Wed	11/12/14	237.91763	1.17977	120	9.1368			-9.1368	-2.40	x	x	36.8584	21.68
Thu	11/13/14	237.92360	1.17980	121	9.2132			-9.2132	-2.43	x	x	36.9348	21.71
Fri	11/14/14	237.92957	1.17983	122	9.2896			-9.2896	-2.46	x	x	37.0112	21.74
Mon	11/17/14	237.94747	1.17992	125	9.5187			-9.5187	-2.55	x	x	37.2403	21.83
Tue	11/18/14	237.95343	1.17995	126	9.5951			-9.5951	-2.58	x	x	37.3167	21.86
Wed	11/19/14	237.95940	1.17998	127	9.6715			-9.6715	-2.61	x	x	37.3931	21.89
Thu	11/20/14	237.96537	1.18001	128	9.7479			-9.7479	-2.64	x	x	37.4695	21.92
Fri	11/21/14	237.97133	1.18004	129	9.8243			-9.8243	-2.67	x	x	37.5459	21.95
Mon	11/24/14	237.98923	1.18012	132	10.0535			-10.0535	-2.75	x	x	37.7751	22.03
Tue	11/25/14	237.99520	1.18015	133	10.1299			-10.1299	-2.78	x	x	37.8515	22.06
Wed	11/26/14	238.00117	1.18018	134	10.2063			-10.2063	-2.81	x	x	37.9279	22.09
Thu	11/27/14	238.00713	1.18021	135	10.2827			-10.2827	-2.84	x	x	38.0043	22.12
Fri	11/28/14	238.01310	1.18024	136	10.3592			-10.3592	-2.87	x	x	38.0808	22.15
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	1.18033	139	10.5885			-10.5885	-2.96	x	x	38.3101	22.24
Tue	12/02/14	238.01171	1.18024	140	10.6639			-10.6639	-2.87	x	x	38.3855	22.15
Wed	12/03/14	237.99242	1.18014	141	10.7391			-10.7391	-2.77	x	x	38.4607	22.05
Thu	12/04/14	237.97313	1.18004	142	10.8144			-10.8144	-2.67	x	x	38.5360	21.95
Fri	12/05/14	237.95384	1.17995	143	10.8897			-10.8897	-2.58	x	x	38.6113	21.86
Mon	12/08/14	237.89597	1.17966	146	11.1154			-11.1154	-2.29	x	x	38.8370	21.57
Tue	12/09/14	237.87668	1.17957	147	11.1907			-11.1907	-2.20	x	x	38.9123	21.48
Wed	12/10/14	237.85739	1.17947	148	11.2659			-11.2659	-2.10	x	x	38.9875	21.38
Thu	12/11/14	237.83810	1.17938	149	11.3411			-11.3411	-2.01	x	x	39.0627	21.29
Fri	12/12/14	237.81881	1.17928	150	11.4163			-11.4163	-1.91	x	x	39.1379	21.19
Mon	12/15/14	237.76094	1.17899	153	11.6417			-11.6417	-1.62	x	x	39.3633	20.90
Tue	12/16/14	237.74165	1.17890	154	11.7169			-11.7169	-1.53	x	x	39.4385	20.81
Wed	12/17/14	237.72235	1.17880	155	11.7920			-11.7920	-1.43	x	x	39.5136	20.71
Thu	12/18/14	237.70306	1.17871	156	11.8672			-11.8672	-1.34	x	x	39.5888	20.62
Fri	12/19/14	237.68377	1.17861	157	11.9422			-11.9422	-1.24	x	x	39.6638	20.52
Mon	12/22/14	237.62590	1.17832	160	12.1674			-12.1674	-0.95	x	x	39.8890	20.23
Tue	12/23/14	237.60661	1.17823	161	12.2425			-12.2425	-0.86	x	x	39.9641	20.14
Wed	12/24/14	237.58732	1.17813	162	12.3175			-12.3175	-0.76	x	x	40.0391	20.04
Thu	12/25/14	237.56803	1.17804	163	12.3926			-12.3926	-0.67	x	x	40.1142	19.95
Fri	12/26/14	237.54874	1.17794	164	12.4676			-12.4676	-0.57	x	x	40.1892	19.85
Mon	12/29/14	237.49087	1.17765	167	12.6925			-12.6925	-0.28	x	x	40.4141	19.56
Tue	12/30/14	237.47158	1.17756	168	12.7676			-12.7676	-0.19	x	x	40.4892	19.47
Wed	12/31/14	237.45229	1.17746	169	12.8425			-12.8425	-0.09	x	x	40.5641	19.37
Thu	01/01/15	237.43300	1.17737

Generated 12/17/14 09:07