0.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2022

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

CUSIP Number	912828SA9	Interest 01/15/14 (184 days)	$0.6443
Dated Date	January 15, 2012	Interest 07/15/14 (181 days)	$0.6557
Ref CPI on Dated Date	226.33474	Interest Total	$1.3000
Original Issue Date	January 31, 2012	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	1.03186	170	0.5958	x	x	0.7042	17.17			0.5958	0.00
Thu	01/02/14	233.53061	1.03179	171	0.5993	x	x	0.7007	17.24			0.5993	-0.07
Fri	01/03/14	233.51523	1.03173	172	0.6028	x	x	0.6972	17.30			0.6028	-0.13
Mon	01/06/14	233.46906	1.03152	175	0.6132	x	x	0.6868	17.51			0.6132	-0.34
Tue	01/07/14	233.45368	1.03145	176	0.6166	x	x	0.6834	17.58			0.6166	-0.41
Wed	01/08/14	233.43829	1.03139	177	0.6201	x	x	0.6799	17.64			0.6201	-0.47
Thu	01/09/14	233.42290	1.03132	178	0.6236	x	x	0.6764	17.71			0.6236	-0.54
Fri	01/10/14	233.40752	1.03125	179	0.6270	x	x	0.6730	17.78			0.6270	-0.61
Mon	01/13/14	233.36135	1.03105	182	0.6374	x	x	0.6626	17.98			0.6374	-0.81
Tue	01/14/14	233.34597	1.03098	183	0.6409	x	x	0.6591	18.05			0.6409	-0.88
Wed	01/15/14	233.33058	1.03091	0	0.0000		x	0.6557	18.12	x		0.6443	-0.95
Thu	01/16/14	233.31519	1.03084	1	0.0036		x	0.6521	18.19	x		0.6479	-1.02
Fri	01/17/14	233.29981	1.03077	2	0.0071		x	0.6486	18.26	x		0.6514	-1.09
Mon	01/20/14	233.25365	1.03057	5	0.0178		x	0.6379	18.46	x		0.6621	-1.29
Tue	01/21/14	233.23826	1.03050	6	0.0214		x	0.6343	18.53	x		0.6657	-1.36
Wed	01/22/14	233.22287	1.03043	7	0.0249		x	0.6308	18.60	x		0.6692	-1.43
Thu	01/23/14	233.20748	1.03037	8	0.0285		x	0.6272	18.66	x		0.6728	-1.49
Fri	01/24/14	233.19210	1.03030	9	0.0320		x	0.6237	18.73	x		0.6763	-1.56
Mon	01/27/14	233.14594	1.03009	12	0.0427		x	0.6130	18.94	x		0.6870	-1.77
Tue	01/28/14	233.13055	1.03003	13	0.0462		x	0.6095	19.00	x		0.6905	-1.83
Wed	01/29/14	233.11516	1.02996	14	0.0498		x	0.6059	19.07	x		0.6941	-1.90
Thu	01/30/14	233.09977	1.02989	15	0.0533		x	0.6024	19.14	x		0.6976	-1.97
Fri	01/31/14	233.08439	1.02982	16	0.0569		x	0.5988	19.21	x		0.7012	-2.04
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	02/03/14	233.06757	1.02975	19	0.0676		x	0.5881	19.28	x		0.7119	-2.11
Tue	02/04/14	233.06686	1.02974	20	0.0711		x	0.5846	19.29	x		0.7154	-2.12
Wed	02/05/14	233.06614	1.02974	21	0.0747		x	0.5810	19.29	x		0.7190	-2.12
Thu	02/06/14	233.06543	1.02974	22	0.0782		x	0.5775	19.29	x		0.7225	-2.12
Fri	02/07/14	233.06471	1.02973	23	0.0818		x	0.5739	19.30	x		0.7261	-2.13
Mon	02/10/14	233.06257	1.02973	26	0.0924		x	0.5633	19.30	x		0.7367	-2.13
Tue	02/11/14	233.06186	1.02972	27	0.0960		x	0.5597	19.31	x		0.7403	-2.14
Wed	02/12/14	233.06114	1.02972	28	0.0996		x	0.5561	19.31	x		0.7439	-2.14
Thu	02/13/14	233.06043	1.02972	29	0.1031		x	0.5526	19.31	x		0.7474	-2.14
Fri	02/14/14	233.05971	1.02971	30	0.1067		x	0.5490	19.32	x		0.7510	-2.15
Mon	02/17/14	233.05757	1.02970	33	0.1173		x	0.5384	19.33	x		0.7616	-2.16
Tue	02/18/14	233.05686	1.02970	34	0.1209		x	0.5348	19.33	x		0.7652	-2.16
Wed	02/19/14	233.05614	1.02970	35	0.1244		x	0.5313	19.33	x		0.7687	-2.16
Thu	02/20/14	233.05543	1.02969	36	0.1280		x	0.5277	19.34	x		0.7723	-2.17
Fri	02/21/14	233.05471	1.02969	37	0.1316		x	0.5241	19.34	x		0.7759	-2.17
Mon	02/24/14	233.05257	1.02968	40	0.1422		x	0.5135	19.35	x		0.7865	-2.18
Tue	02/25/14	233.05186	1.02968	41	0.1458		x	0.5099	19.35	x		0.7901	-2.18
Wed	02/26/14	233.05114	1.02967	42	0.1493		x	0.5064	19.36	x		0.7936	-2.19
Thu	02/27/14	233.05043	1.02967	43	0.1529		x	0.5028	19.36	x		0.7972	-2.19
Fri	02/28/14	233.04971	1.02967	44	0.1564		x	0.4993	19.36	x		0.8007	-2.19
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	1.02991	47	0.1671		x	0.4886	19.12	x		0.8114	-1.95
Tue	03/04/14	233.13290	1.03004	48	0.1707		x	0.4850	18.99	x		0.8150	-1.82
Wed	03/05/14	233.16087	1.03016	49	0.1743		x	0.4814	18.87	x		0.8186	-1.70
Thu	03/06/14	233.18884	1.03028	50	0.1779		x	0.4778	18.75	x		0.8222	-1.58
Fri	03/07/14	233.21681	1.03041	51	0.1815		x	0.4742	18.62	x		0.8258	-1.45
Mon	03/10/14	233.30071	1.03078	54	0.1922		x	0.4635	18.25	x		0.8365	-1.08
Tue	03/11/14	233.32868	1.03090	55	0.1958		x	0.4599	18.13	x		0.8401	-0.96
Wed	03/12/14	233.35665	1.03102	56	0.1994		x	0.4563	18.01	x		0.8437	-0.84
Thu	03/13/14	233.38461	1.03115	57	0.2030		x	0.4527	17.88	x		0.8473	-0.71
Fri	03/14/14	233.41258	1.03127	58	0.2065		x	0.4492	17.76	x		0.8508	-0.59
Mon	03/17/14	233.49648	1.03164	61	0.2173		x	0.4384	17.39	x		0.8616	-0.22
Tue	03/18/14	233.52445	1.03177	62	0.2209		x	0.4348	17.26	x		0.8652	-0.09
Wed	03/19/14	233.55242	1.03189	63	0.2245		x	0.4312	17.14	x		0.8688	0.03
Thu	03/20/14	233.58039	1.03201	64	0.2281		x	0.4276	17.02	x		0.8724	0.15
Fri	03/21/14	233.60835	1.03214	65	0.2317		x	0.4240	16.89	x		0.8760	0.28
Mon	03/24/14	233.69226	1.03251	68	0.2424		x	0.4133	16.52	x		0.8867	0.65
Tue	03/25/14	233.72023	1.03263	69	0.2460		x	0.4097	16.40	x		0.8903	0.77
Wed	03/26/14	233.74819	1.03275	70	0.2496		x	0.4061	16.28	x		0.8939	0.89
Thu	03/27/14	233.77616	1.03288	71	0.2532		x	0.4025	16.15	x		0.8975	1.02
Fri	03/28/14	233.80413	1.03300	72	0.2568		x	0.3989	16.03	x		0.9011	1.14
Mon	03/31/14	233.88803	1.03337	75	0.2676		x	0.3881	15.66	x		0.9119	1.51
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	1.03350	76	0.2712		x	0.3845	15.53	x		0.9155	1.64
Wed	04/02/14	233.94483	1.03362	77	0.2748		x	0.3809	15.41	x		0.9191	1.76
Thu	04/03/14	233.97367	1.03375	78	0.2784		x	0.3773	15.28	x		0.9227	1.89
Fri	04/04/14	234.00250	1.03388	79	0.2820		x	0.3737	15.15	x		0.9263	2.02
Mon	04/07/14	234.08900	1.03426	82	0.2928		x	0.3629	14.77	x		0.9371	2.40
Tue	04/08/14	234.11783	1.03439	83	0.2965		x	0.3592	14.64	x		0.9408	2.53
Wed	04/09/14	234.14667	1.03451	84	0.3001		x	0.3556	14.52	x		0.9444	2.65
Thu	04/10/14	234.17550	1.03464	85	0.3037		x	0.3520	14.39	x		0.9480	2.78
Fri	04/11/14	234.20433	1.03477	86	0.3073		x	0.3484	14.26	x		0.9516	2.91
Mon	04/14/14	234.29083	1.03515	89	0.3181		x	0.3376	13.88	x		0.9624	3.29
Tue	04/15/14	234.31967	1.03528	90	0.3217		x	0.3340	13.75	x		0.9660	3.42
Wed	04/16/14	234.34850	1.03541	91	0.3254		x	0.3303	13.62	x		0.9697	3.55
Thu	04/17/14	234.37733	1.03553	92	0.3290		x	0.3267	13.50	x		0.9733	3.67
Fri	04/18/14	234.40617	1.03566	93	0.3326		x	0.3231	13.37	x		0.9769	3.80
Mon	04/21/14	234.49267	1.03604	96	0.3434		x	0.3123	12.99	x		0.9877	4.18
Tue	04/22/14	234.52150	1.03617	97	0.3471		x	0.3086	12.86	x		0.9914	4.31
Wed	04/23/14	234.55033	1.03630	98	0.3507		x	0.3050	12.73	x		0.9950	4.44
Thu	04/24/14	234.57917	1.03643	99	0.3543		x	0.3014	12.60	x		0.9986	4.57
Fri	04/25/14	234.60800	1.03655	100	0.3579		x	0.2978	12.48	x		1.0022	4.69
Mon	04/28/14	234.69450	1.03694	103	0.3688		x	0.2869	12.09	x		1.0131	5.08
Tue	04/29/14	234.72333	1.03706	104	0.3724		x	0.2833	11.97	x		1.0167	5.20
Wed	04/30/14	234.75217	1.03719	105	0.3761		x	0.2796	11.84	x		1.0204	5.33
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	1.03732	106	0.3797		x	0.2760	11.71	x		1.0240	5.46
Fri	05/02/14	234.82977	1.03753	107	0.3833		x	0.2724	11.50	x		1.0276	5.67
Mon	05/05/14	234.97610	1.03818	110	0.3943		x	0.2614	10.85	x		1.0386	6.32
Tue	05/06/14	235.02487	1.03840	111	0.3980		x	0.2577	10.63	x		1.0423	6.54
Wed	05/07/14	235.07365	1.03861	112	0.4017		x	0.2540	10.42	x		1.0460	6.75
Thu	05/08/14	235.12242	1.03883	113	0.4053		x	0.2504	10.20	x		1.0496	6.97
Fri	05/09/14	235.17119	1.03904	114	0.4090		x	0.2467	9.99	x		1.0533	7.18
Mon	05/12/14	235.31752	1.03969	117	0.4200		x	0.2357	9.34	x		1.0643	7.83
Tue	05/13/14	235.36629	1.03990	118	0.4237		x	0.2320	9.13	x		1.0680	8.04
Wed	05/14/14	235.41506	1.04012	119	0.4274		x	0.2283	8.91	x		1.0717	8.26
Thu	05/15/14	235.46384	1.04033	120	0.4311		x	0.2246	8.70	x		1.0754	8.47
Fri	05/16/14	235.51261	1.04055	121	0.4348		x	0.2209	8.48	x		1.0791	8.69
Mon	05/19/14	235.65894	1.04120	124	0.4458		x	0.2099	7.83	x		1.0901	9.34
Tue	05/20/14	235.70771	1.04141	125	0.4495		x	0.2062	7.62	x		1.0938	9.55
Wed	05/21/14	235.75648	1.04163	126	0.4532		x	0.2025	7.40	x		1.0975	9.77
Thu	05/22/14	235.80526	1.04184	127	0.4569		x	0.1988	7.19	x		1.1012	9.98
Fri	05/23/14	235.85403	1.04206	128	0.4606		x	0.1951	6.97	x		1.1049	10.20
Mon	05/26/14	236.00035	1.04270	131	0.4717		x	0.1840	6.33	x		1.1160	10.84
Tue	05/27/14	236.04913	1.04292	132	0.4754		x	0.1803	6.11	x		1.1197	11.06
Wed	05/28/14	236.09790	1.04314	133	0.4791		x	0.1766	5.89	x		1.1234	11.28
Thu	05/29/14	236.14668	1.04335	134	0.4828		x	0.1729	5.68	x		1.1271	11.49
Fri	05/30/14	236.19545	1.04357	135	0.4865		x	0.1692	5.46	x		1.1308	11.71
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	1.04411	138	0.4975		x	0.1582	4.92	x		1.1418	12.25
Tue	06/03/14	236.34493	1.04423	139	0.5012		x	0.1545	4.80	x		1.1455	12.37
Wed	06/04/14	236.37090	1.04434	140	0.5049		x	0.1508	4.69	x		1.1492	12.48
Thu	06/05/14	236.39687	1.04446	141	0.5085		x	0.1472	4.57	x		1.1528	12.60
Fri	06/06/14	236.42283	1.04457	142	0.5122		x	0.1435	4.46	x		1.1565	12.71
Mon	06/09/14	236.50073	1.04492	145	0.5232		x	0.1325	4.11	x		1.1675	13.06
Tue	06/10/14	236.52670	1.04503	146	0.5268		x	0.1289	4.00	x		1.1711	13.17
Wed	06/11/14	236.55267	1.04515	147	0.5305		x	0.1252	3.88	x		1.1748	13.29
Thu	06/12/14	236.57863	1.04526	148	0.5342		x	0.1215	3.77	x		1.1785	13.40
Fri	06/13/14	236.60460	1.04537	149	0.5378		x	0.1179	3.66	x		1.1821	13.51
Mon	06/16/14	236.68250	1.04572	152	0.5489		x	0.1068	3.31	x		1.1932	13.86
Tue	06/17/14	236.70847	1.04583	153	0.5525		x	0.1032	3.20	x		1.1968	13.97
Wed	06/18/14	236.73443	1.04595	154	0.5562		x	0.0995	3.08	x		1.2005	14.09
Thu	06/19/14	236.76040	1.04606	155	0.5599		x	0.0958	2.97	x		1.2042	14.20
Fri	06/20/14	236.78637	1.04618	156	0.5636		x	0.0921	2.85	x		1.2079	14.32
Mon	06/23/14	236.86427	1.04652	159	0.5746		x	0.0811	2.51	x		1.2189	14.66
Tue	06/24/14	236.89023	1.04664	160	0.5783		x	0.0774	2.39	x		1.2226	14.78
Wed	06/25/14	236.91620	1.04675	161	0.5819		x	0.0738	2.28	x		1.2262	14.89
Thu	06/26/14	236.94217	1.04687	162	0.5856		x	0.0701	2.16	x		1.2299	15.01
Fri	06/27/14	236.96813	1.04698	163	0.5893		x	0.0664	2.05	x		1.2336	15.12
Mon	06/30/14	237.04603	1.04732	166	0.6003		x	0.0554	1.71	x		1.2446	15.46
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	07/01/14	237.07200	1.04744	167	0.6040		x	0.0517	1.59	x		1.2483	15.58
Wed	07/02/14	237.09871	1.04756	168	0.6077		x	0.0480	1.47	x		1.2520	15.70
Thu	07/03/14	237.12542	1.04768	169	0.6114		x	0.0443	1.35	x		1.2557	15.82
Fri	07/04/14	237.15213	1.04779	170	0.6151		x	0.0406	1.24	x		1.2594	15.93
Mon	07/07/14	237.23226	1.04815	173	0.6261		x	0.0296	0.88	x		1.2704	16.29
Tue	07/08/14	237.25897	1.04827	174	0.6298		x	0.0259	0.76	x		1.2741	16.41
Wed	07/09/14	237.28568	1.04838	175	0.6335		x	0.0222	0.65	x		1.2778	16.52
Thu	07/10/14	237.31239	1.04850	176	0.6372		x	0.0185	0.53	x		1.2815	16.64
Fri	07/11/14	237.33910	1.04862	177	0.6409		x	0.0148	0.41	x		1.2852	16.76
Mon	07/14/14	237.41923	1.04897	180	0.6520		x	0.0037	0.06	x		1.2963	17.11
Tue	07/15/14	237.44594	1.04909	0	0.0000			0.0000	-0.06	x	x	1.3000	17.23
Wed	07/16/14	237.47265	1.04921	1	0.0036			-0.0036	-0.18	x	x	1.3036	17.35
Thu	07/17/14	237.49935	1.04933	2	0.0071			-0.0071	-0.30	x	x	1.3071	17.47
Fri	07/18/14	237.52606	1.04945	3	0.0107			-0.0107	-0.42	x	x	1.3107	17.59
Mon	07/21/14	237.60619	1.04980	6	0.0214			-0.0214	-0.77	x	x	1.3214	17.94
Tue	07/22/14	237.63290	1.04992	7	0.0250			-0.0250	-0.89	x	x	1.3250	18.06
Wed	07/23/14	237.65961	1.05004	8	0.0285			-0.0285	-1.01	x	x	1.3285	18.18
Thu	07/24/14	237.68632	1.05015	9	0.0321			-0.0321	-1.12	x	x	1.3321	18.29
Fri	07/25/14	237.71303	1.05027	10	0.0357			-0.0357	-1.24	x	x	1.3357	18.41
Mon	07/28/14	237.79316	1.05063	13	0.0464			-0.0464	-1.60	x	x	1.3464	18.77
Tue	07/29/14	237.81987	1.05074	14	0.0500			-0.0500	-1.71	x	x	1.3500	18.88
Wed	07/30/14	237.84658	1.05086	15	0.0535			-0.0535	-1.83	x	x	1.3535	19.00
Thu	07/31/14	237.87329	1.05098	16	0.0571			-0.0571	-1.95	x	x	1.3571	19.12
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	1.05110	17	0.0607			-0.0607	-2.07	x	x	1.3607	19.24
Mon	08/04/14	237.94287	1.05129	20	0.0714			-0.0714	-2.26	x	x	1.3714	19.43
Tue	08/05/14	237.95716	1.05135	21	0.0750			-0.0750	-2.32	x	x	1.3750	19.49
Wed	08/06/14	237.97145	1.05141	22	0.0786			-0.0786	-2.38	x	x	1.3786	19.55
Thu	08/07/14	237.98574	1.05148	23	0.0821			-0.0821	-2.45	x	x	1.3821	19.62
Fri	08/08/14	238.00003	1.05154	24	0.0857			-0.0857	-2.51	x	x	1.3857	19.68
Mon	08/11/14	238.04290	1.05173	27	0.0965			-0.0965	-2.70	x	x	1.3965	19.87
Tue	08/12/14	238.05719	1.05179	28	0.1000			-0.1000	-2.76	x	x	1.4000	19.93
Wed	08/13/14	238.07148	1.05186	29	0.1036			-0.1036	-2.83	x	x	1.4036	20.00
Thu	08/14/14	238.08577	1.05192	30	0.1072			-0.1072	-2.89	x	x	1.4072	20.06
Fri	08/15/14	238.10006	1.05198	31	0.1108			-0.1108	-2.95	x	x	1.4108	20.12
Mon	08/18/14	238.14294	1.05217	34	0.1215			-0.1215	-3.14	x	x	1.4215	20.31
Tue	08/19/14	238.15723	1.05223	35	0.1251			-0.1251	-3.20	x	x	1.4251	20.37
Wed	08/20/14	238.17152	1.05230	36	0.1287			-0.1287	-3.27	x	x	1.4287	20.44
Thu	08/21/14	238.18581	1.05236	37	0.1323			-0.1323	-3.33	x	x	1.4323	20.50
Fri	08/22/14	238.20010	1.05242	38	0.1358			-0.1358	-3.39	x	x	1.4358	20.56
Mon	08/25/14	238.24297	1.05261	41	0.1466			-0.1466	-3.58	x	x	1.4466	20.75
Tue	08/26/14	238.25726	1.05268	42	0.1502			-0.1502	-3.65	x	x	1.4502	20.82
Wed	08/27/14	238.27155	1.05274	43	0.1538			-0.1538	-3.71	x	x	1.4538	20.88
Thu	08/28/14	238.28584	1.05280	44	0.1573			-0.1573	-3.77	x	x	1.4573	20.94
Fri	08/29/14	238.30013	1.05287	45	0.1609			-0.1609	-3.84	x	x	1.4609	21.01
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	1.05306	48	0.1717			-0.1717	-4.03	x	x	1.4717	21.20
Tue	09/02/14	238.33990	1.05304	49	0.1753			-0.1753	-4.01	x	x	1.4753	21.18
Wed	09/03/14	238.33680	1.05303	50	0.1788			-0.1788	-4.00	x	x	1.4788	21.17
Thu	09/04/14	238.33370	1.05301	51	0.1824			-0.1824	-3.98	x	x	1.4824	21.15
Fri	09/05/14	238.33060	1.05300	52	0.1860			-0.1860	-3.97	x	x	1.4860	21.14
Mon	09/08/14	238.32130	1.05296	55	0.1967			-0.1967	-3.93	x	x	1.4967	21.10
Tue	09/09/14	238.31820	1.05295	56	0.2003			-0.2003	-3.92	x	x	1.5003	21.09
Wed	09/10/14	238.31510	1.05293	57	0.2039			-0.2039	-3.90	x	x	1.5039	21.07
Thu	09/11/14	238.31200	1.05292	58	0.2074			-0.2074	-3.89	x	x	1.5074	21.06
Fri	09/12/14	238.30890	1.05290	59	0.2110			-0.2110	-3.87	x	x	1.5110	21.04
Mon	09/15/14	238.29960	1.05286	62	0.2217			-0.2217	-3.83	x	x	1.5217	21.00
Tue	09/16/14	238.29650	1.05285	63	0.2253			-0.2253	-3.82	x	x	1.5253	20.99
Wed	09/17/14	238.29340	1.05284	64	0.2289			-0.2289	-3.81	x	x	1.5289	20.98
Thu	09/18/14	238.29030	1.05282	65	0.2325			-0.2325	-3.79	x	x	1.5325	20.96
Fri	09/19/14	238.28720	1.05281	66	0.2360			-0.2360	-3.78	x	x	1.5360	20.95
Mon	09/22/14	238.27790	1.05277	69	0.2467			-0.2467	-3.74	x	x	1.5467	20.91
Tue	09/23/14	238.27480	1.05275	70	0.2503			-0.2503	-3.72	x	x	1.5503	20.89
Wed	09/24/14	238.27170	1.05274	71	0.2539			-0.2539	-3.71	x	x	1.5539	20.88
Thu	09/25/14	238.26860	1.05273	72	0.2575			-0.2575	-3.70	x	x	1.5575	20.87
Fri	09/26/14	238.26550	1.05271	73	0.2610			-0.2610	-3.68	x	x	1.5610	20.85
Mon	09/29/14	238.25620	1.05267	76	0.2717			-0.2717	-3.64	x	x	1.5717	20.81
Tue	09/30/14	238.25310	1.05266	77	0.2753			-0.2753	-3.63	x	x	1.5753	20.80
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	10/01/14	238.25000	1.05264	78	0.2789			-0.2789	-3.61	x	x	1.5789	20.78
Thu	10/02/14	238.23716	1.05259	79	0.2825			-0.2825	-3.56	x	x	1.5825	20.73
Fri	10/03/14	238.22432	1.05253	80	0.2860			-0.2860	-3.50	x	x	1.5860	20.67
Mon	10/06/14	238.18581	1.05236	83	0.2967			-0.2967	-3.33	x	x	1.5967	20.50
Tue	10/07/14	238.17297	1.05230	84	0.3002			-0.3002	-3.27	x	x	1.6002	20.44
Wed	10/08/14	238.16013	1.05225	85	0.3038			-0.3038	-3.22	x	x	1.6038	20.39
Thu	10/09/14	238.14729	1.05219	86	0.3074			-0.3074	-3.16	x	x	1.6074	20.33
Fri	10/10/14	238.13445	1.05213	87	0.3109			-0.3109	-3.10	x	x	1.6109	20.27
Mon	10/13/14	238.09594	1.05196	90	0.3216			-0.3216	-2.93	x	x	1.6216	20.10
Tue	10/14/14	238.08310	1.05191	91	0.3251			-0.3251	-2.88	x	x	1.6251	20.05
Wed	10/15/14	238.07026	1.05185	92	0.3287			-0.3287	-2.82	x	x	1.6287	19.99
Thu	10/16/14	238.05742	1.05179	93	0.3323			-0.3323	-2.76	x	x	1.6323	19.93
Fri	10/17/14	238.04458	1.05174	94	0.3358			-0.3358	-2.71	x	x	1.6358	19.88
Mon	10/20/14	238.00606	1.05157	97	0.3465			-0.3465	-2.54	x	x	1.6465	19.71
Tue	10/21/14	237.99323	1.05151	98	0.3500			-0.3500	-2.48	x	x	1.6500	19.65
Wed	10/22/14	237.98039	1.05145	99	0.3536			-0.3536	-2.42	x	x	1.6536	19.59
Thu	10/23/14	237.96755	1.05140	100	0.3571			-0.3571	-2.37	x	x	1.6571	19.54
Fri	10/24/14	237.95471	1.05134	101	0.3607			-0.3607	-2.31	x	x	1.6607	19.48
Mon	10/27/14	237.91619	1.05117	104	0.3713			-0.3713	-2.14	x	x	1.6713	19.31
Tue	10/28/14	237.90335	1.05111	105	0.3749			-0.3749	-2.08	x	x	1.6749	19.25
Wed	10/29/14	237.89052	1.05106	106	0.3784			-0.3784	-2.03	x	x	1.6784	19.20
Thu	10/30/14	237.87768	1.05100	107	0.3820			-0.3820	-1.97	x	x	1.6820	19.14
Fri	10/31/14	237.86484	1.05094	108	0.3855			-0.3855	-1.91	x	x	1.6855	19.08
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	1.05094	111	0.3962			-0.3962	-1.91	x	x	1.6962	19.08
Tue	11/04/14	237.86990	1.05097	112	0.3998			-0.3998	-1.94	x	x	1.6998	19.11
Wed	11/05/14	237.87587	1.05099	113	0.4034			-0.4034	-1.96	x	x	1.7034	19.13
Thu	11/06/14	237.88183	1.05102	114	0.4070			-0.4070	-1.99	x	x	1.7070	19.16
Fri	11/07/14	237.88780	1.05104	115	0.4106			-0.4106	-2.01	x	x	1.7106	19.18
Mon	11/10/14	237.90570	1.05112	118	0.4213			-0.4213	-2.09	x	x	1.7213	19.26
Tue	11/11/14	237.91167	1.05115	119	0.4249			-0.4249	-2.12	x	x	1.7249	19.29
Wed	11/12/14	237.91763	1.05118	120	0.4285			-0.4285	-2.15	x	x	1.7285	19.32
Thu	11/13/14	237.92360	1.05120	121	0.4320			-0.4320	-2.17	x	x	1.7320	19.34
Fri	11/14/14	237.92957	1.05123	122	0.4356			-0.4356	-2.20	x	x	1.7356	19.37
Mon	11/17/14	237.94747	1.05131	125	0.4464			-0.4464	-2.28	x	x	1.7464	19.45
Tue	11/18/14	237.95343	1.05133	126	0.4500			-0.4500	-2.30	x	x	1.7500	19.47
Wed	11/19/14	237.95940	1.05136	127	0.4535			-0.4535	-2.33	x	x	1.7535	19.50
Thu	11/20/14	237.96537	1.05139	128	0.4571			-0.4571	-2.36	x	x	1.7571	19.53
Fri	11/21/14	237.97133	1.05141	129	0.4607			-0.4607	-2.38	x	x	1.7607	19.55
Mon	11/24/14	237.98923	1.05149	132	0.4715			-0.4715	-2.46	x	x	1.7715	19.63
Tue	11/25/14	237.99520	1.05152	133	0.4750			-0.4750	-2.49	x	x	1.7750	19.66
Wed	11/26/14	238.00117	1.05155	134	0.4786			-0.4786	-2.52	x	x	1.7786	19.69
Thu	11/27/14	238.00713	1.05157	135	0.4822			-0.4822	-2.54	x	x	1.7822	19.71
Fri	11/28/14	238.01310	1.05160	136	0.4858			-0.4858	-2.57	x	x	1.7858	19.74
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	1.05168	139	0.4965			-0.4965	-2.65	x	x	1.7965	19.82
Tue	12/02/14	238.01171	1.05159	140	0.5001			-0.5001	-2.56	x	x	1.8001	19.73
Wed	12/03/14	237.99242	1.05151	141	0.5036			-0.5036	-2.48	x	x	1.8036	19.65
Thu	12/04/14	237.97313	1.05142	142	0.5071			-0.5071	-2.39	x	x	1.8071	19.56
Fri	12/05/14	237.95384	1.05134	143	0.5107			-0.5107	-2.31	x	x	1.8107	19.48
Mon	12/08/14	237.89597	1.05108	146	0.5213			-0.5213	-2.05	x	x	1.8213	19.22
Tue	12/09/14	237.87668	1.05099	147	0.5248			-0.5248	-1.96	x	x	1.8248	19.13
Wed	12/10/14	237.85739	1.05091	148	0.5283			-0.5283	-1.88	x	x	1.8283	19.05
Thu	12/11/14	237.83810	1.05082	149	0.5318			-0.5318	-1.79	x	x	1.8318	18.96
Fri	12/12/14	237.81881	1.05074	150	0.5354			-0.5354	-1.71	x	x	1.8354	18.88
Mon	12/15/14	237.76094	1.05048	153	0.5459			-0.5459	-1.45	x	x	1.8459	18.62
Tue	12/16/14	237.74165	1.05040	154	0.5495			-0.5495	-1.37	x	x	1.8495	18.54
Wed	12/17/14	237.72235	1.05031	155	0.5530			-0.5530	-1.28	x	x	1.8530	18.45
Thu	12/18/14	237.70306	1.05023	156	0.5565			-0.5565	-1.20	x	x	1.8565	18.37
Fri	12/19/14	237.68377	1.05014	157	0.5600			-0.5600	-1.11	x	x	1.8600	18.28
Mon	12/22/14	237.62590	1.04989	160	0.5706			-0.5706	-0.86	x	x	1.8706	18.03
Tue	12/23/14	237.60661	1.04980	161	0.5741			-0.5741	-0.77	x	x	1.8741	17.94
Wed	12/24/14	237.58732	1.04972	162	0.5776			-0.5776	-0.69	x	x	1.8776	17.86
Thu	12/25/14	237.56803	1.04963	163	0.5811			-0.5811	-0.60	x	x	1.8811	17.77
Fri	12/26/14	237.54874	1.04955	164	0.5847			-0.5847	-0.52	x	x	1.8847	17.69
Mon	12/29/14	237.49087	1.04929	167	0.5952			-0.5952	-0.26	x	x	1.8952	17.43
Tue	12/30/14	237.47158	1.04921	168	0.5987			-0.5987	-0.18	x	x	1.8987	17.35
Wed	12/31/14	237.45229	1.04912	169	0.6022			-0.6022	-0.09	x	x	1.9022	17.26
Thu	01/01/15	237.43300	1.04903

Generated 12/17/14 09:07