3.375% 30.5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2032

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

CUSIP Number	912810FQ6	Interest 04/15/14 (182 days)	$22.2769
Dated Date	October 15, 2001	Interest 10/15/14 (183 days)	$22.6334
Ref CPI on Dated Date	177.50000	Interest Total	$44.9103
Original Issue Date	October 15, 2001	Interest 04/15/15 (182 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	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	01/01/14	233.54600	1.31575	78	9.5157	x	x	35.3946	21.90			9.5157	0.00
Thu	01/02/14	233.53061	1.31567	79	9.6371	x	x	35.2732	21.98			9.6371	-0.08
Fri	01/03/14	233.51523	1.31558	80	9.7584	x	x	35.1519	22.07			9.7584	-0.17
Mon	01/06/14	233.46906	1.31532	83	10.1224	x	x	34.7879	22.33			10.1224	-0.43
Tue	01/07/14	233.45368	1.31523	84	10.2436	x	x	34.6667	22.42			10.2436	-0.52
Wed	01/08/14	233.43829	1.31515	85	10.3649	x	x	34.5454	22.50			10.3649	-0.60
Thu	01/09/14	233.42290	1.31506	86	10.4862	x	x	34.4241	22.59			10.4862	-0.69
Fri	01/10/14	233.40752	1.31497	87	10.6074	x	x	34.3029	22.68			10.6074	-0.78
Mon	01/13/14	233.36135	1.31471	90	10.9710	x	x	33.9393	22.94			10.9710	-1.04
Tue	01/14/14	233.34597	1.31463	91	11.0922	x	x	33.8181	23.02			11.0922	-1.12
Wed	01/15/14	233.33058	1.31454	92	11.2133	x	x	33.6970	23.11			11.2133	-1.21
Thu	01/16/14	233.31519	1.31445	93	11.3344	x	x	33.5759	23.20			11.3344	-1.30
Fri	01/17/14	233.29981	1.31437	94	11.4556	x	x	33.4547	23.28			11.4556	-1.38
Mon	01/20/14	233.25365	1.31411	97	11.8189	x	x	33.0914	23.54			11.8189	-1.64
Tue	01/21/14	233.23826	1.31402	98	11.9399	x	x	32.9704	23.63			11.9399	-1.73
Wed	01/22/14	233.22287	1.31393	99	12.0609	x	x	32.8494	23.72			12.0609	-1.82
Thu	01/23/14	233.20748	1.31384	100	12.1819	x	x	32.7284	23.81			12.1819	-1.91
Fri	01/24/14	233.19210	1.31376	101	12.3030	x	x	32.6073	23.89			12.3030	-1.99
Mon	01/27/14	233.14594	1.31350	104	12.6659	x	x	32.2444	24.15			12.6659	-2.25
Tue	01/28/14	233.13055	1.31341	105	12.7868	x	x	32.1235	24.24			12.7868	-2.34
Wed	01/29/14	233.11516	1.31332	106	12.9077	x	x	32.0026	24.33			12.9077	-2.43
Thu	01/30/14	233.09977	1.31324	107	13.0287	x	x	31.8816	24.41			13.0287	-2.51
Fri	01/31/14	233.08439	1.31315	108	13.1495	x	x	31.7608	24.50			13.1495	-2.60
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	02/03/14	233.06757	1.31306	111	13.5139	x	x	31.3964	24.59			13.5139	-2.69
Tue	02/04/14	233.06686	1.31305	112	13.6355	x	x	31.2748	24.60			13.6355	-2.70
Wed	02/05/14	233.06614	1.31305	113	13.7573	x	x	31.1530	24.60			13.7573	-2.70
Thu	02/06/14	233.06543	1.31304	114	13.8789	x	x	31.0314	24.61			13.8789	-2.71
Fri	02/07/14	233.06471	1.31304	115	14.0006	x	x	30.9097	24.61			14.0006	-2.71
Mon	02/10/14	233.06257	1.31303	118	14.3658	x	x	30.5445	24.62			14.3658	-2.72
Tue	02/11/14	233.06186	1.31302	119	14.4874	x	x	30.4229	24.63			14.4874	-2.73
Wed	02/12/14	233.06114	1.31302	120	14.6092	x	x	30.3011	24.63			14.6092	-2.73
Thu	02/13/14	233.06043	1.31302	121	14.7309	x	x	30.1794	24.63			14.7309	-2.73
Fri	02/14/14	233.05971	1.31301	122	14.8525	x	x	30.0578	24.64			14.8525	-2.74
Mon	02/17/14	233.05757	1.31300	125	15.2176	x	x	29.6927	24.65			15.2176	-2.75
Tue	02/18/14	233.05686	1.31300	126	15.3394	x	x	29.5709	24.65			15.3394	-2.75
Wed	02/19/14	233.05614	1.31299	127	15.4610	x	x	29.4493	24.66			15.4610	-2.76
Thu	02/20/14	233.05543	1.31299	128	15.5827	x	x	29.3276	24.66			15.5827	-2.76
Fri	02/21/14	233.05471	1.31298	129	15.7044	x	x	29.2059	24.67			15.7044	-2.77
Mon	02/24/14	233.05257	1.31297	132	16.0695	x	x	28.8408	24.68			16.0695	-2.78
Tue	02/25/14	233.05186	1.31297	133	16.1912	x	x	28.7191	24.68			16.1912	-2.78
Wed	02/26/14	233.05114	1.31296	134	16.3128	x	x	28.5975	24.69			16.3128	-2.79
Thu	02/27/14	233.05043	1.31296	135	16.4345	x	x	28.4758	24.69			16.4345	-2.79
Fri	02/28/14	233.04971	1.31296	136	16.5563	x	x	28.3540	24.69			16.5563	-2.79
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	03/03/14	233.10494	1.31327	139	16.9255	x	x	27.9848	24.38			16.9255	-2.48
Tue	03/04/14	233.13290	1.31342	140	17.0492	x	x	27.8611	24.23			17.0492	-2.33
Wed	03/05/14	233.16087	1.31358	141	17.1731	x	x	27.7372	24.07			17.1731	-2.17
Thu	03/06/14	233.18884	1.31374	142	17.2970	x	x	27.6133	23.91			17.2970	-2.01
Fri	03/07/14	233.21681	1.31390	143	17.4209	x	x	27.4894	23.75			17.4209	-1.85
Mon	03/10/14	233.30071	1.31437	146	17.7927	x	x	27.1176	23.28			17.7927	-1.38
Tue	03/11/14	233.32868	1.31453	147	17.9168	x	x	26.9935	23.12			17.9168	-1.22
Wed	03/12/14	233.35665	1.31469	148	18.0409	x	x	26.8694	22.96			18.0409	-1.06
Thu	03/13/14	233.38461	1.31484	149	18.1648	x	x	26.7455	22.81			18.1648	-0.91
Fri	03/14/14	233.41258	1.31500	150	18.2890	x	x	26.6213	22.65			18.2890	-0.75
Mon	03/17/14	233.49648	1.31547	153	18.6614	x	x	26.2489	22.18			18.6614	-0.28
Tue	03/18/14	233.52445	1.31563	154	18.7857	x	x	26.1246	22.02			18.7857	-0.12
Wed	03/19/14	233.55242	1.31579	155	18.9100	x	x	26.0003	21.86			18.9100	0.04
Thu	03/20/14	233.58039	1.31595	156	19.0343	x	x	25.8760	21.70			19.0343	0.20
Fri	03/21/14	233.60835	1.31610	157	19.1585	x	x	25.7518	21.55			19.1585	0.35
Mon	03/24/14	233.69226	1.31658	160	19.5317	x	x	25.3786	21.07			19.5317	0.83
Tue	03/25/14	233.72023	1.31673	161	19.6560	x	x	25.2543	20.92			19.6560	0.98
Wed	03/26/14	233.74819	1.31689	162	19.7805	x	x	25.1298	20.76			19.7805	1.14
Thu	03/27/14	233.77616	1.31705	163	19.9050	x	x	25.0053	20.60			19.9050	1.30
Fri	03/28/14	233.80413	1.31721	164	20.0296	x	x	24.8807	20.44			20.0296	1.46
Mon	03/31/14	233.88803	1.31768	167	20.4032	x	x	24.5071	19.97			20.4032	1.93
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	04/01/14	233.91600	1.31784	168	20.5279	x	x	24.3824	19.81			20.5279	2.09
Wed	04/02/14	233.94483	1.31800	169	20.6526	x	x	24.2577	19.65			20.6526	2.25
Thu	04/03/14	233.97367	1.31816	170	20.7773	x	x	24.1330	19.49			20.7773	2.41
Fri	04/04/14	234.00250	1.31832	171	20.9021	x	x	24.0082	19.33			20.9021	2.57
Mon	04/07/14	234.08900	1.31881	174	21.2767	x	x	23.6336	18.84			21.2767	3.06
Tue	04/08/14	234.11783	1.31897	175	21.4016	x	x	23.5087	18.68			21.4016	3.22
Wed	04/09/14	234.14667	1.31914	176	21.5266	x	x	23.3837	18.51			21.5266	3.39
Thu	04/10/14	234.17550	1.31930	177	21.6516	x	x	23.2587	18.35			21.6516	3.55
Fri	04/11/14	234.20433	1.31946	178	21.7765	x	x	23.1338	18.19			21.7765	3.71
Mon	04/14/14	234.29083	1.31995	181	22.1518	x	x	22.7585	17.70			22.1518	4.20
Tue	04/15/14	234.31967	1.32011	0	0.0000		x	22.6334	17.54	x		22.2769	4.36
Wed	04/16/14	234.34850	1.32027	1	0.1217		x	22.5117	17.38	x		22.3986	4.52
Thu	04/17/14	234.37733	1.32044	2	0.2435		x	22.3899	17.21	x		22.5204	4.69
Fri	04/18/14	234.40617	1.32060	3	0.3653		x	22.2681	17.05	x		22.6422	4.85
Mon	04/21/14	234.49267	1.32109	6	0.7309		x	21.9025	16.56	x		23.0078	5.34
Tue	04/22/14	234.52150	1.32125	7	0.8529		x	21.7805	16.40	x		23.1298	5.50
Wed	04/23/14	234.55033	1.32141	8	0.9748		x	21.6586	16.24	x		23.2517	5.66
Thu	04/24/14	234.57917	1.32157	9	1.0968		x	21.5366	16.08	x		23.3737	5.82
Fri	04/25/14	234.60800	1.32174	10	1.2188		x	21.4146	15.91	x		23.4957	5.99
Mon	04/28/14	234.69450	1.32222	13	1.5850		x	21.0484	15.43	x		23.8619	6.47
Tue	04/29/14	234.72333	1.32238	14	1.7072		x	20.9262	15.27	x		23.9841	6.63
Wed	04/30/14	234.75217	1.32255	15	1.8293		x	20.8041	15.10	x		24.1062	6.80
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	05/01/14	234.78100	1.32271	16	1.9515		x	20.6819	14.94	x		24.2284	6.96
Fri	05/02/14	234.82977	1.32298	17	2.0739		x	20.5595	14.67	x		24.3508	7.23
Mon	05/05/14	234.97610	1.32381	20	2.4415		x	20.1919	13.84	x		24.7184	8.06
Tue	05/06/14	235.02487	1.32408	21	2.5640		x	20.0694	13.57	x		24.8409	8.33
Wed	05/07/14	235.07365	1.32436	22	2.6867		x	19.9467	13.29	x		24.9636	8.61
Thu	05/08/14	235.12242	1.32463	23	2.8094		x	19.8240	13.02	x		25.0863	8.88
Fri	05/09/14	235.17119	1.32491	24	2.9322		x	19.7012	12.74	x		25.2091	9.16
Mon	05/12/14	235.31752	1.32573	27	3.3007		x	19.3327	11.92	x		25.5776	9.98
Tue	05/13/14	235.36629	1.32601	28	3.4237		x	19.2097	11.64	x		25.7006	10.26
Wed	05/14/14	235.41506	1.32628	29	3.5467		x	19.0867	11.37	x		25.8236	10.53
Thu	05/15/14	235.46384	1.32656	30	3.6698		x	18.9636	11.09	x		25.9467	10.81
Fri	05/16/14	235.51261	1.32683	31	3.7929		x	18.8405	10.82	x		26.0698	11.08
Mon	05/19/14	235.65894	1.32766	34	4.1625		x	18.4709	9.99	x		26.4394	11.91
Tue	05/20/14	235.70771	1.32793	35	4.2858		x	18.3476	9.72	x		26.5627	12.18
Wed	05/21/14	235.75648	1.32821	36	4.4092		x	18.2242	9.44	x		26.6861	12.46
Thu	05/22/14	235.80526	1.32848	37	4.5326		x	18.1008	9.17	x		26.8095	12.73
Fri	05/23/14	235.85403	1.32876	38	4.6561		x	17.9773	8.89	x		26.9330	13.01
Mon	05/26/14	236.00035	1.32958	41	5.0268		x	17.6066	8.07	x		27.3037	13.83
Tue	05/27/14	236.04913	1.32985	42	5.1504		x	17.4830	7.80	x		27.4273	14.10
Wed	05/28/14	236.09790	1.33013	43	5.2742		x	17.3592	7.52	x		27.5511	14.38
Thu	05/29/14	236.14668	1.33040	44	5.3979		x	17.2355	7.25	x		27.6748	14.65
Fri	05/30/14	236.19545	1.33068	45	5.5218		x	17.1116	6.97	x		27.7987	14.93
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	06/02/14	236.31897	1.33137	48	5.8929		x	16.7405	6.28	x		28.1698	15.62
Tue	06/03/14	236.34493	1.33152	49	6.0164		x	16.6170	6.13	x		28.2933	15.77
Wed	06/04/14	236.37090	1.33167	50	6.1399		x	16.4935	5.98	x		28.4168	15.92
Thu	06/05/14	236.39687	1.33181	51	6.2633		x	16.3701	5.84	x		28.5402	16.06
Fri	06/06/14	236.42283	1.33196	52	6.3869		x	16.2465	5.69	x		28.6638	16.21
Mon	06/09/14	236.50073	1.33240	55	6.7576		x	15.8758	5.25	x		29.0345	16.65
Tue	06/10/14	236.52670	1.33254	56	6.8811		x	15.7523	5.11	x		29.1580	16.79
Wed	06/11/14	236.55267	1.33269	57	7.0048		x	15.6286	4.96	x		29.2817	16.94
Thu	06/12/14	236.57863	1.33284	58	7.1285		x	15.5049	4.81	x		29.4054	17.09
Fri	06/13/14	236.60460	1.33298	59	7.2522		x	15.3812	4.67	x		29.5291	17.23
Mon	06/16/14	236.68250	1.33342	62	7.6234		x	15.0100	4.23	x		29.9003	17.67
Tue	06/17/14	236.70847	1.33357	63	7.7473		x	14.8861	4.08	x		30.0242	17.82
Wed	06/18/14	236.73443	1.33372	64	7.8711		x	14.7623	3.93	x		30.1480	17.97
Thu	06/19/14	236.76040	1.33386	65	7.9950		x	14.6384	3.79	x		30.2719	18.11
Fri	06/20/14	236.78637	1.33401	66	8.1189		x	14.5145	3.64	x		30.3958	18.26
Mon	06/23/14	236.86427	1.33445	69	8.4907		x	14.1427	3.20	x		30.7676	18.70
Tue	06/24/14	236.89023	1.33459	70	8.6147		x	14.0187	3.06	x		30.8916	18.84
Wed	06/25/14	236.91620	1.33474	71	8.7387		x	13.8947	2.91	x		31.0156	18.99
Thu	06/26/14	236.94217	1.33489	72	8.8628		x	13.7706	2.76	x		31.1397	19.14
Fri	06/27/14	236.96813	1.33503	73	8.9868		x	13.6466	2.62	x		31.2637	19.28
Mon	06/30/14	237.04603	1.33547	76	9.3592		x	13.2742	2.18	x		31.6361	19.72
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	07/01/14	237.07200	1.33562	77	9.4834		x	13.1500	2.03	x		31.7603	19.87
Wed	07/02/14	237.09871	1.33577	78	9.6077		x	13.0257	1.88	x		31.8846	20.02
Thu	07/03/14	237.12542	1.33592	79	9.7320		x	12.9014	1.73	x		32.0089	20.17
Fri	07/04/14	237.15213	1.33607	80	9.8563		x	12.7771	1.58	x		32.1332	20.32
Mon	07/07/14	237.23226	1.33652	83	10.2293		x	12.4041	1.13	x		32.5062	20.77
Tue	07/08/14	237.25897	1.33667	84	10.3537		x	12.2797	0.98	x		32.6306	20.92
Wed	07/09/14	237.28568	1.33682	85	10.4781		x	12.1553	0.83	x		32.7550	21.07
Thu	07/10/14	237.31239	1.33697	86	10.6026		x	12.0308	0.68	x		32.8795	21.22
Fri	07/11/14	237.33910	1.33712	87	10.7271		x	11.9063	0.53	x		33.0040	21.37
Mon	07/14/14	237.41923	1.33757	90	11.1007		x	11.5327	0.08	x		33.3776	21.82
Tue	07/15/14	237.44594	1.33772	91	11.2253		x	11.4081	-0.07	x		33.5022	21.97
Wed	07/16/14	237.47265	1.33787	92	11.3500		x	11.2834	-0.22	x		33.6269	22.12
Thu	07/17/14	237.49935	1.33802	93	11.4746		x	11.1588	-0.37	x		33.7515	22.27
Fri	07/18/14	237.52606	1.33817	94	11.5993		x	11.0341	-0.52	x		33.8762	22.42
Mon	07/21/14	237.60619	1.33863	97	11.9736		x	10.6598	-0.98	x		34.2505	22.88
Tue	07/22/14	237.63290	1.33878	98	12.0984		x	10.5350	-1.13	x		34.3753	23.03
Wed	07/23/14	237.65961	1.33893	99	12.2232		x	10.4102	-1.28	x		34.5001	23.18
Thu	07/24/14	237.68632	1.33908	100	12.3481		x	10.2853	-1.43	x		34.6250	23.33
Fri	07/25/14	237.71303	1.33923	101	12.4730		x	10.1604	-1.58	x		34.7499	23.48
Mon	07/28/14	237.79316	1.33968	104	12.8478		x	9.7856	-2.03	x		35.1247	23.93
Tue	07/29/14	237.81987	1.33983	105	12.9727		x	9.6607	-2.18	x		35.2496	24.08
Wed	07/30/14	237.84658	1.33998	106	13.0978		x	9.5356	-2.33	x		35.3747	24.23
Thu	07/31/14	237.87329	1.34013	107	13.2228		x	9.4106	-2.48	x		35.4997	24.38
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	08/01/14	237.90000	1.34028	108	13.3479		x	9.2855	-2.63	x		35.6248	24.53
Mon	08/04/14	237.94287	1.34052	111	13.7211		x	8.9123	-2.87	x		35.9980	24.77
Tue	08/05/14	237.95716	1.34060	112	13.8455		x	8.7879	-2.95	x		36.1224	24.85
Wed	08/06/14	237.97145	1.34068	113	13.9700		x	8.6634	-3.03	x		36.2469	24.93
Thu	08/07/14	237.98574	1.34076	114	14.0945		x	8.5389	-3.11	x		36.3714	25.01
Fri	08/08/14	238.00003	1.34085	115	14.2191		x	8.4143	-3.20	x		36.4960	25.10
Mon	08/11/14	238.04290	1.34109	118	14.5926		x	8.0408	-3.44	x		36.8695	25.34
Tue	08/12/14	238.05719	1.34117	119	14.7171		x	7.9163	-3.52	x		36.9940	25.42
Wed	08/13/14	238.07148	1.34125	120	14.8417		x	7.7917	-3.60	x		37.1186	25.50
Thu	08/14/14	238.08577	1.34133	121	14.9663		x	7.6671	-3.68	x		37.2432	25.58
Fri	08/15/14	238.10006	1.34141	122	15.0909		x	7.5425	-3.76	x		37.3678	25.66
Mon	08/18/14	238.14294	1.34165	125	15.4647		x	7.1687	-4.00	x		37.7416	25.90
Tue	08/19/14	238.15723	1.34173	126	15.5894		x	7.0440	-4.08	x		37.8663	25.98
Wed	08/20/14	238.17152	1.34181	127	15.7140		x	6.9194	-4.16	x		37.9909	26.06
Thu	08/21/14	238.18581	1.34189	128	15.8387		x	6.7947	-4.24	x		38.1156	26.14
Fri	08/22/14	238.20010	1.34197	129	15.9634		x	6.6700	-4.32	x		38.2403	26.22
Mon	08/25/14	238.24297	1.34221	132	16.3376		x	6.2958	-4.56	x		38.6145	26.46
Tue	08/26/14	238.25726	1.34229	133	16.4623		x	6.1711	-4.64	x		38.7392	26.54
Wed	08/27/14	238.27155	1.34237	134	16.5871		x	6.0463	-4.72	x		38.8640	26.62
Thu	08/28/14	238.28584	1.34246	135	16.7120		x	5.9214	-4.81	x		38.9889	26.71
Fri	08/29/14	238.30013	1.34254	136	16.8368		x	5.7966	-4.89	x		39.1137	26.79
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	09/01/14	238.34300	1.34278	139	17.2112		x	5.4222	-5.13	x		39.4881	27.03
Tue	09/02/14	238.33990	1.34276	140	17.3348		x	5.2986	-5.11	x		39.6117	27.01
Wed	09/03/14	238.33680	1.34274	141	17.4584		x	5.1750	-5.09	x		39.7353	26.99
Thu	09/04/14	238.33370	1.34273	142	17.5821		x	5.0513	-5.08	x		39.8590	26.98
Fri	09/05/14	238.33060	1.34271	143	17.7056		x	4.9278	-5.06	x		39.9825	26.96
Mon	09/08/14	238.32130	1.34266	146	18.0764		x	4.5570	-5.01	x		40.3533	26.91
Tue	09/09/14	238.31820	1.34264	147	18.1999		x	4.4335	-4.99	x		40.4768	26.89
Wed	09/10/14	238.31510	1.34262	148	18.3235		x	4.3099	-4.97	x		40.6004	26.87
Thu	09/11/14	238.31200	1.34260	149	18.4470		x	4.1864	-4.95	x		40.7239	26.85
Fri	09/12/14	238.30890	1.34259	150	18.5707		x	4.0627	-4.94	x		40.8476	26.84
Mon	09/15/14	238.29960	1.34253	153	18.9412		x	3.6922	-4.88	x		41.2181	26.78
Tue	09/16/14	238.29650	1.34252	154	19.0649		x	3.5685	-4.87	x		41.3418	26.77
Wed	09/17/14	238.29340	1.34250	155	19.1884		x	3.4450	-4.85	x		41.4653	26.75
Thu	09/18/14	238.29030	1.34248	156	19.3119		x	3.3215	-4.83	x		41.5888	26.73
Fri	09/19/14	238.28720	1.34246	157	19.4354		x	3.1980	-4.81	x		41.7123	26.71
Mon	09/22/14	238.27790	1.34241	160	19.8060		x	2.8274	-4.76	x		42.0829	26.66
Tue	09/23/14	238.27480	1.34239	161	19.9295		x	2.7039	-4.74	x		42.2064	26.64
Wed	09/24/14	238.27170	1.34238	162	20.0532		x	2.5802	-4.73	x		42.3301	26.63
Thu	09/25/14	238.26860	1.34236	163	20.1767		x	2.4567	-4.71	x		42.4536	26.61
Fri	09/26/14	238.26550	1.34234	164	20.3001		x	2.3333	-4.69	x		42.5770	26.59
Mon	09/29/14	238.25620	1.34229	167	20.6707		x	1.9627	-4.64	x		42.9476	26.54
Tue	09/30/14	238.25310	1.34227	168	20.7942		x	1.8392	-4.62	x		43.0711	26.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	10/01/14	238.25000	1.34225	169	20.9176		x	1.7158	-4.60	x		43.1945	26.50
Thu	10/02/14	238.23716	1.34218	170	21.0403		x	1.5931	-4.53	x		43.3172	26.43
Fri	10/03/14	238.22432	1.34211	171	21.1630		x	1.4704	-4.46	x		43.4399	26.36
Mon	10/06/14	238.18581	1.34189	174	21.5307		x	1.1027	-4.24	x		43.8076	26.14
Tue	10/07/14	238.17297	1.34182	175	21.6533		x	0.9801	-4.17	x		43.9302	26.07
Wed	10/08/14	238.16013	1.34175	176	21.7759		x	0.8575	-4.10	x		44.0528	26.00
Thu	10/09/14	238.14729	1.34167	177	21.8984		x	0.7350	-4.02	x		44.1753	25.92
Fri	10/10/14	238.13445	1.34160	178	22.0209		x	0.6125	-3.95	x		44.2978	25.85
Mon	10/13/14	238.09594	1.34139	181	22.3886		x	0.2448	-3.74	x		44.6655	25.64
Tue	10/14/14	238.08310	1.34131	182	22.5109		x	0.1225	-3.66	x		44.7878	25.56
Wed	10/15/14	238.07026	1.34124	0	0.0000			0.0000	-3.59	x	x	44.9103	25.49
Thu	10/16/14	238.05742	1.34117	1	0.1244			-0.1244	-3.52	x	x	45.0347	25.42
Fri	10/17/14	238.04458	1.34110	2	0.2487			-0.2487	-3.45	x	x	45.1590	25.35
Mon	10/20/14	238.00606	1.34088	5	0.6216			-0.6216	-3.23	x	x	45.5319	25.13
Tue	10/21/14	237.99323	1.34081	6	0.7459			-0.7459	-3.16	x	x	45.6562	25.06
Wed	10/22/14	237.98039	1.34073	7	0.8702			-0.8702	-3.08	x	x	45.7805	24.98
Thu	10/23/14	237.96755	1.34066	8	0.9944			-0.9944	-3.01	x	x	45.9047	24.91
Fri	10/24/14	237.95471	1.34059	9	1.1187			-1.1187	-2.94	x	x	46.0290	24.84
Mon	10/27/14	237.91619	1.34037	12	1.4913			-1.4913	-2.72	x	x	46.4016	24.62
Tue	10/28/14	237.90335	1.34030	13	1.6155			-1.6155	-2.65	x	x	46.5258	24.55
Wed	10/29/14	237.89052	1.34023	14	1.7397			-1.7397	-2.58	x	x	46.6500	24.48
Thu	10/30/14	237.87768	1.34016	15	1.8639			-1.8639	-2.51	x	x	46.7742	24.41
Fri	10/31/14	237.86484	1.34008	16	1.9880			-1.9880	-2.43	x	x	46.8983	24.33
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	11/03/14	237.86393	1.34008	19	2.3608			-2.3608	-2.43	x	x	47.2711	24.33
Tue	11/04/14	237.86990	1.34011	20	2.4851			-2.4851	-2.46	x	x	47.3954	24.36
Wed	11/05/14	237.87587	1.34015	21	2.6094			-2.6094	-2.50	x	x	47.5197	24.40
Thu	11/06/14	237.88183	1.34018	22	2.7337			-2.7337	-2.53	x	x	47.6440	24.43
Fri	11/07/14	237.88780	1.34021	23	2.8581			-2.8581	-2.56	x	x	47.7684	24.46
Mon	11/10/14	237.90570	1.34031	26	3.2311			-3.2311	-2.66	x	x	48.1414	24.56
Tue	11/11/14	237.91167	1.34035	27	3.3555			-3.3555	-2.70	x	x	48.2658	24.60
Wed	11/12/14	237.91763	1.34038	28	3.4798			-3.4798	-2.73	x	x	48.3901	24.63
Thu	11/13/14	237.92360	1.34041	29	3.6042			-3.6042	-2.76	x	x	48.5145	24.66
Fri	11/14/14	237.92957	1.34045	30	3.7286			-3.7286	-2.80	x	x	48.6389	24.70
Mon	11/17/14	237.94747	1.34055	33	4.1018			-4.1018	-2.90	x	x	49.0121	24.80
Tue	11/18/14	237.95343	1.34058	34	4.2261			-4.2261	-2.93	x	x	49.1364	24.83
Wed	11/19/14	237.95940	1.34062	35	4.3506			-4.3506	-2.97	x	x	49.2609	24.87
Thu	11/20/14	237.96537	1.34065	36	4.4750			-4.4750	-3.00	x	x	49.3853	24.90
Fri	11/21/14	237.97133	1.34068	37	4.5994			-4.5994	-3.03	x	x	49.5097	24.93
Mon	11/24/14	237.98923	1.34078	40	4.9727			-4.9727	-3.13	x	x	49.8830	25.03
Tue	11/25/14	237.99520	1.34082	41	5.0971			-5.0971	-3.17	x	x	50.0074	25.07
Wed	11/26/14	238.00117	1.34085	42	5.2216			-5.2216	-3.20	x	x	50.1319	25.10
Thu	11/27/14	238.00713	1.34089	43	5.3461			-5.3461	-3.24	x	x	50.2564	25.14
Fri	11/28/14	238.01310	1.34092	44	5.4705			-5.4705	-3.27	x	x	50.3808	25.17
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	12/01/14	238.03100	1.34102	47	5.8439			-5.8439	-3.37	x	x	50.7542	25.27
Tue	12/02/14	238.01171	1.34091	48	5.9678			-5.9678	-3.26	x	x	50.8781	25.16
Wed	12/03/14	237.99242	1.34080	49	6.0916			-6.0916	-3.15	x	x	51.0019	25.05
Thu	12/04/14	237.97313	1.34069	50	6.2154			-6.2154	-3.04	x	x	51.1257	24.94
Fri	12/05/14	237.95384	1.34059	51	6.3393			-6.3393	-2.94	x	x	51.2496	24.84
Mon	12/08/14	237.89597	1.34026	54	6.7105			-6.7105	-2.61	x	x	51.6208	24.51
Tue	12/09/14	237.87668	1.34015	55	6.8342			-6.8342	-2.50	x	x	51.7445	24.40
Wed	12/10/14	237.85739	1.34004	56	6.9579			-6.9579	-2.39	x	x	51.8682	24.29
Thu	12/11/14	237.83810	1.33993	57	7.0816			-7.0816	-2.28	x	x	51.9919	24.18
Fri	12/12/14	237.81881	1.33982	58	7.2052			-7.2052	-2.17	x	x	52.1155	24.07
Mon	12/15/14	237.76094	1.33950	61	7.5761			-7.5761	-1.85	x	x	52.4864	23.75
Tue	12/16/14	237.74165	1.33939	62	7.6997			-7.6997	-1.74	x	x	52.6100	23.64
Wed	12/17/14	237.72235	1.33928	63	7.8232			-7.8232	-1.63	x	x	52.7335	23.53
Thu	12/18/14	237.70306	1.33917	64	7.9467			-7.9467	-1.52	x	x	52.8570	23.42
Fri	12/19/14	237.68377	1.33906	65	8.0702			-8.0702	-1.41	x	x	52.9805	23.31
Mon	12/22/14	237.62590	1.33874	68	8.4407			-8.4407	-1.09	x	x	53.3510	22.99
Tue	12/23/14	237.60661	1.33863	69	8.5641			-8.5641	-0.98	x	x	53.4744	22.88
Wed	12/24/14	237.58732	1.33852	70	8.6875			-8.6875	-0.87	x	x	53.5978	22.77
Thu	12/25/14	237.56803	1.33841	71	8.8109			-8.8109	-0.76	x	x	53.7212	22.66
Fri	12/26/14	237.54874	1.33830	72	8.9343			-8.9343	-0.65	x	x	53.8446	22.55
Mon	12/29/14	237.49087	1.33798	75	9.3043			-9.3043	-0.33	x	x	54.2146	22.23
Tue	12/30/14	237.47158	1.33787	76	9.4276			-9.4276	-0.22	x	x	54.3379	22.12
Wed	12/31/14	237.45229	1.33776	77	9.5508			-9.5508	-0.11	x	x	54.4611	22.01
Thu	01/01/15	237.43300	1.33765

Generated 12/17/14 09:07