2% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2014

Interest and OID per $1,000 Face Value for 2014 (until 07/15/14)

CUSIP Number	912828CP3	Interest 01/15/14 (184 days)	$12.3785
Dated Date	July 15, 2004	Interest 07/15/14 (181 days)	$12.5968
Ref CPI on Dated Date	188.49677	Interest Total	$24.9753
Original Issue Date	July 15, 2004

						Purchased on Settelment Date & held to 07/15/14				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	1.23899	170	11.4472	x	x	13.5281	20.69			11.4472	0.00
Thu	01/02/14	233.53061	1.23891	171	11.5138	x	x	13.4615	20.77			11.5138	-0.08
Fri	01/03/14	233.51523	1.23883	172	11.5804	x	x	13.3949	20.85			11.5804	-0.16
Mon	01/06/14	233.46906	1.23858	175	11.7800	x	x	13.1953	21.10			11.7800	-0.41
Tue	01/07/14	233.45368	1.23850	176	11.8465	x	x	13.1288	21.18			11.8465	-0.49
Wed	01/08/14	233.43829	1.23842	177	11.9131	x	x	13.0622	21.26			11.9131	-0.57
Thu	01/09/14	233.42290	1.23834	178	11.9796	x	x	12.9957	21.34			11.9796	-0.65
Fri	01/10/14	233.40752	1.23826	179	12.0461	x	x	12.9292	21.42			12.0461	-0.73
Mon	01/13/14	233.36135	1.23801	182	12.2455	x	x	12.7298	21.67			12.2455	-0.98
Tue	01/14/14	233.34597	1.23793	183	12.3120	x	x	12.6633	21.75			12.3120	-1.06
Wed	01/15/14	233.33058	1.23785	0	0.0000		x	12.5968	21.83	x		12.3785	-1.14
Thu	01/16/14	233.31519	1.23777	1	0.0684		x	12.5284	21.91	x		12.4469	-1.22
Fri	01/17/14	233.29981	1.23769	2	0.1368		x	12.4600	21.99	x		12.5153	-1.30
Mon	01/20/14	233.25365	1.23744	5	0.3418		x	12.2550	22.24	x		12.7203	-1.55
Tue	01/21/14	233.23826	1.23736	6	0.4102		x	12.1866	22.32	x		12.7887	-1.63
Wed	01/22/14	233.22287	1.23728	7	0.4785		x	12.1183	22.40	x		12.8570	-1.71
Thu	01/23/14	233.20748	1.23720	8	0.5468		x	12.0500	22.48	x		12.9253	-1.79
Fri	01/24/14	233.19210	1.23711	9	0.6151		x	11.9817	22.57	x		12.9936	-1.88
Mon	01/27/14	233.14594	1.23687	12	0.8200		x	11.7768	22.81	x		13.1985	-2.12
Tue	01/28/14	233.13055	1.23679	13	0.8883		x	11.7085	22.89	x		13.2668	-2.20
Wed	01/29/14	233.11516	1.23671	14	0.9566		x	11.6402	22.97	x		13.3351	-2.28
Thu	01/30/14	233.09977	1.23662	15	1.0248		x	11.5720	23.06	x		13.4033	-2.37
Fri	01/31/14	233.08439	1.23654	16	1.0931		x	11.5037	23.14	x		13.4716	-2.45
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	1.23645	19	1.2979		x	11.2989	23.23	x		13.6764	-2.54
Tue	02/04/14	233.06686	1.23645	20	1.3662		x	11.2306	23.23	x		13.7447	-2.54
Wed	02/05/14	233.06614	1.23645	21	1.4346		x	11.1622	23.23	x		13.8131	-2.54
Thu	02/06/14	233.06543	1.23644	22	1.5029		x	11.0939	23.24	x		13.8814	-2.55
Fri	02/07/14	233.06471	1.23644	23	1.5712		x	11.0256	23.24	x		13.9497	-2.55
Mon	02/10/14	233.06257	1.23643	26	1.7761		x	10.8207	23.25	x		14.1546	-2.56
Tue	02/11/14	233.06186	1.23642	27	1.8444		x	10.7524	23.26	x		14.2229	-2.57
Wed	02/12/14	233.06114	1.23642	28	1.9127		x	10.6841	23.26	x		14.2912	-2.57
Thu	02/13/14	233.06043	1.23642	29	1.9810		x	10.6158	23.26	x		14.3595	-2.57
Fri	02/14/14	233.05971	1.23641	30	2.0493		x	10.5475	23.27	x		14.4278	-2.58
Mon	02/17/14	233.05757	1.23640	33	2.2542		x	10.3426	23.28	x		14.6327	-2.59
Tue	02/18/14	233.05686	1.23640	34	2.3225		x	10.2743	23.28	x		14.7010	-2.59
Wed	02/19/14	233.05614	1.23639	35	2.3908		x	10.2060	23.29	x		14.7693	-2.60
Thu	02/20/14	233.05543	1.23639	36	2.4591		x	10.1377	23.29	x		14.8376	-2.60
Fri	02/21/14	233.05471	1.23639	37	2.5274		x	10.0694	23.29	x		14.9059	-2.60
Mon	02/24/14	233.05257	1.23637	40	2.7323		x	9.8645	23.31	x		15.1108	-2.62
Tue	02/25/14	233.05186	1.23637	41	2.8006		x	9.7962	23.31	x		15.1791	-2.62
Wed	02/26/14	233.05114	1.23637	42	2.8689		x	9.7279	23.31	x		15.2474	-2.62
Thu	02/27/14	233.05043	1.23636	43	2.9372		x	9.6596	23.32	x		15.3157	-2.63
Fri	02/28/14	233.04971	1.23636	44	3.0055		x	9.5913	23.32	x		15.3840	-2.63
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	1.23665	47	3.2112		x	9.3856	23.03	x		15.5897	-2.34
Tue	03/04/14	233.13290	1.23680	48	3.2799		x	9.3169	22.88	x		15.6584	-2.19
Wed	03/05/14	233.16087	1.23695	49	3.3486		x	9.2482	22.73	x		15.7271	-2.04
Thu	03/06/14	233.18884	1.23710	50	3.4174		x	9.1794	22.58	x		15.7959	-1.89
Fri	03/07/14	233.21681	1.23725	51	3.4862		x	9.1106	22.43	x		15.8647	-1.74
Mon	03/10/14	233.30071	1.23769	54	3.6926		x	8.9042	21.99	x		16.0711	-1.30
Tue	03/11/14	233.32868	1.23784	55	3.7614		x	8.8354	21.84	x		16.1399	-1.15
Wed	03/12/14	233.35665	1.23799	56	3.8302		x	8.7666	21.69	x		16.2087	-1.00
Thu	03/13/14	233.38461	1.23814	57	3.8991		x	8.6977	21.54	x		16.2776	-0.85
Fri	03/14/14	233.41258	1.23828	58	3.9680		x	8.6288	21.40	x		16.3465	-0.71
Mon	03/17/14	233.49648	1.23873	61	4.1747		x	8.4221	20.95	x		16.5532	-0.26
Tue	03/18/14	233.52445	1.23888	62	4.2437		x	8.3531	20.80	x		16.6222	-0.11
Wed	03/19/14	233.55242	1.23903	63	4.3126		x	8.2842	20.65	x		16.6911	0.04
Thu	03/20/14	233.58039	1.23917	64	4.3816		x	8.2152	20.51	x		16.7601	0.18
Fri	03/21/14	233.60835	1.23932	65	4.4506		x	8.1462	20.36	x		16.8291	0.33
Mon	03/24/14	233.69226	1.23977	68	4.6577		x	7.9391	19.91	x		17.0362	0.78
Tue	03/25/14	233.72023	1.23992	69	4.7268		x	7.8700	19.76	x		17.1053	0.93
Wed	03/26/14	233.74819	1.24006	70	4.7958		x	7.8010	19.62	x		17.1743	1.07
Thu	03/27/14	233.77616	1.24021	71	4.8649		x	7.7319	19.47	x		17.2434	1.22
Fri	03/28/14	233.80413	1.24036	72	4.9340		x	7.6628	19.32	x		17.3125	1.37
Mon	03/31/14	233.88803	1.24081	75	5.1415		x	7.4553	18.87	x		17.5200	1.82
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	1.24095	76	5.2106		x	7.3862	18.73	x		17.5891	1.96
Wed	04/02/14	233.94483	1.24111	77	5.2799		x	7.3169	18.57	x		17.6584	2.12
Thu	04/03/14	233.97367	1.24126	78	5.3491		x	7.2477	18.42	x		17.7276	2.27
Fri	04/04/14	234.00250	1.24141	79	5.4183		x	7.1785	18.27	x		17.7968	2.42
Mon	04/07/14	234.08900	1.24187	82	5.6262		x	6.9706	17.81	x		18.0047	2.88
Tue	04/08/14	234.11783	1.24203	83	5.6955		x	6.9013	17.65	x		18.0740	3.04
Wed	04/09/14	234.14667	1.24218	84	5.7648		x	6.8320	17.50	x		18.1433	3.19
Thu	04/10/14	234.17550	1.24233	85	5.8341		x	6.7627	17.35	x		18.2126	3.34
Fri	04/11/14	234.20433	1.24248	86	5.9035		x	6.6933	17.20	x		18.2820	3.49
Mon	04/14/14	234.29083	1.24294	89	6.1117		x	6.4851	16.74	x		18.4902	3.95
Tue	04/15/14	234.31967	1.24310	90	6.1812		x	6.4156	16.58	x		18.5597	4.11
Wed	04/16/14	234.34850	1.24325	91	6.2506		x	6.3462	16.43	x		18.6291	4.26
Thu	04/17/14	234.37733	1.24340	92	6.3200		x	6.2768	16.28	x		18.6985	4.41
Fri	04/18/14	234.40617	1.24356	93	6.3896		x	6.2072	16.12	x		18.7681	4.57
Mon	04/21/14	234.49267	1.24401	96	6.5981		x	5.9987	15.67	x		18.9766	5.02
Tue	04/22/14	234.52150	1.24417	97	6.6677		x	5.9291	15.51	x		19.0462	5.18
Wed	04/23/14	234.55033	1.24432	98	6.7372		x	5.8596	15.36	x		19.1157	5.33
Thu	04/24/14	234.57917	1.24447	99	6.8068		x	5.7900	15.21	x		19.1853	5.48
Fri	04/25/14	234.60800	1.24463	100	6.8764		x	5.7204	15.05	x		19.2549	5.64
Mon	04/28/14	234.69450	1.24508	103	7.0853		x	5.5115	14.60	x		19.4638	6.09
Tue	04/29/14	234.72333	1.24524	104	7.1550		x	5.4418	14.44	x		19.5335	6.25
Wed	04/30/14	234.75217	1.24539	105	7.2246		x	5.3722	14.29	x		19.6031	6.40
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	1.24554	106	7.2943		x	5.3025	14.14	x		19.6728	6.55
Fri	05/02/14	234.82977	1.24580	107	7.3647		x	5.2321	13.88	x		19.7432	6.81
Mon	05/05/14	234.97610	1.24658	110	7.5759		x	5.0209	13.10	x		19.9544	7.59
Tue	05/06/14	235.02487	1.24684	111	7.6464		x	4.9504	12.84	x		20.0249	7.85
Wed	05/07/14	235.07365	1.24710	112	7.7169		x	4.8799	12.58	x		20.0954	8.11
Thu	05/08/14	235.12242	1.24736	113	7.7874		x	4.8094	12.32	x		20.1659	8.37
Fri	05/09/14	235.17119	1.24761	114	7.8579		x	4.7389	12.07	x		20.2364	8.62
Mon	05/12/14	235.31752	1.24839	117	8.0697		x	4.5271	11.29	x		20.4482	9.40
Tue	05/13/14	235.36629	1.24865	118	8.1404		x	4.4564	11.03	x		20.5189	9.66
Wed	05/14/14	235.41506	1.24891	119	8.2111		x	4.3857	10.77	x		20.5896	9.92
Thu	05/15/14	235.46384	1.24917	120	8.2818		x	4.3150	10.51	x		20.6603	10.18
Fri	05/16/14	235.51261	1.24943	121	8.3525		x	4.2443	10.25	x		20.7310	10.44
Mon	05/19/14	235.65894	1.25020	124	8.5649		x	4.0319	9.48	x		20.9434	11.21
Tue	05/20/14	235.70771	1.25046	125	8.6358		x	3.9610	9.22	x		21.0143	11.47
Wed	05/21/14	235.75648	1.25072	126	8.7067		x	3.8901	8.96	x		21.0852	11.73
Thu	05/22/14	235.80526	1.25098	127	8.7776		x	3.8192	8.70	x		21.1561	11.99
Fri	05/23/14	235.85403	1.25124	128	8.8485		x	3.7483	8.44	x		21.2270	12.25
Mon	05/26/14	236.00035	1.25201	131	9.0615		x	3.5353	7.67	x		21.4400	13.02
Tue	05/27/14	236.04913	1.25227	132	9.1326		x	3.4642	7.41	x		21.5111	13.28
Wed	05/28/14	236.09790	1.25253	133	9.2037		x	3.3931	7.15	x		21.5822	13.54
Thu	05/29/14	236.14668	1.25279	134	9.2748		x	3.3220	6.89	x		21.6533	13.80
Fri	05/30/14	236.19545	1.25305	135	9.3460		x	3.2508	6.63	x		21.7245	14.06
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	1.25370	138	9.5586		x	3.0382	5.98	x		21.9371	14.71
Tue	06/03/14	236.34493	1.25384	139	9.6289		x	2.9679	5.84	x		22.0074	14.85
Wed	06/04/14	236.37090	1.25398	140	9.6993		x	2.8975	5.70	x		22.0778	14.99
Thu	06/05/14	236.39687	1.25412	141	9.7697		x	2.8271	5.56	x		22.1482	15.13
Fri	06/06/14	236.42283	1.25425	142	9.8400		x	2.7568	5.43	x		22.2185	15.26
Mon	06/09/14	236.50073	1.25467	145	10.0512		x	2.5456	5.01	x		22.4297	15.68
Tue	06/10/14	236.52670	1.25481	146	10.1217		x	2.4751	4.87	x		22.5002	15.82
Wed	06/11/14	236.55267	1.25494	147	10.1921		x	2.4047	4.74	x		22.5706	15.95
Thu	06/12/14	236.57863	1.25508	148	10.2625		x	2.3343	4.60	x		22.6410	16.09
Fri	06/13/14	236.60460	1.25522	149	10.3330		x	2.2638	4.46	x		22.7115	16.23
Mon	06/16/14	236.68250	1.25563	152	10.5445		x	2.0523	4.05	x		22.9230	16.64
Tue	06/17/14	236.70847	1.25577	153	10.6151		x	1.9817	3.91	x		22.9936	16.78
Wed	06/18/14	236.73443	1.25591	154	10.6856		x	1.9112	3.77	x		23.0641	16.92
Thu	06/19/14	236.76040	1.25604	155	10.7561		x	1.8407	3.64	x		23.1346	17.05
Fri	06/20/14	236.78637	1.25618	156	10.8267		x	1.7701	3.50	x		23.2052	17.19
Mon	06/23/14	236.86427	1.25660	159	11.0386		x	1.5582	3.08	x		23.4171	17.61
Tue	06/24/14	236.89023	1.25673	160	11.1092		x	1.4876	2.95	x		23.4877	17.74
Wed	06/25/14	236.91620	1.25687	161	11.1799		x	1.4169	2.81	x		23.5584	17.88
Thu	06/26/14	236.94217	1.25701	162	11.2506		x	1.3462	2.67	x		23.6291	18.02
Fri	06/27/14	236.96813	1.25715	163	11.3213		x	1.2755	2.53	x		23.6998	18.16
Mon	06/30/14	237.04603	1.25756	166	11.5334		x	1.0634	2.12	x		23.9119	18.57
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	07/01/14	237.07200	1.25770	167	11.6042		x	0.9926	1.98	x		23.9827	18.71
Wed	07/02/14	237.09871	1.25784	168	11.6750		x	0.9218	1.84	x		24.0535	18.85
Thu	07/03/14	237.12542	1.25798	169	11.7458		x	0.8510	1.70	x		24.1243	18.99
Fri	07/04/14	237.15213	1.25812	170	11.8166		x	0.7802	1.56	x		24.1951	19.13
Mon	07/07/14	237.23226	1.25855	173	12.0292		x	0.5676	1.13	x		24.4077	19.56
Tue	07/08/14	237.25897	1.25869	174	12.1001		x	0.4967	0.99	x		24.4786	19.70
Wed	07/09/14	237.28568	1.25883	175	12.1710		x	0.4258	0.85	x		24.5495	19.84
Thu	07/10/14	237.31239	1.25897	176	12.2419		x	0.3549	0.71	x		24.6204	19.98
Fri	07/11/14	237.33910	1.25911	177	12.3128		x	0.2840	0.57	x		24.6913	20.12
Mon	07/14/14	237.41923	1.25954	180	12.5258		x	0.0710	0.14	x		24.9043	20.55
Tue	07/15/14	237.44594	1.25968	0	0.0000			0.0000	0.00	x	x	24.9753	20.69

Generated 12/17/14 09:07