2.5% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2016

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

CUSIP Number	912828FL9	Interest 01/15/14 (184 days)	$14.4423
Dated Date	July 15, 2006	Interest 07/15/14 (181 days)	$14.6970
Ref CPI on Dated Date	201.95161	Interest Total	$29.1393
Original Issue Date	July 17, 2006	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	1.15645	170	13.3557	x	x	15.7836	19.24			13.3557	0.00
Thu	01/02/14	233.53061	1.15637	171	13.4334	x	x	15.7059	19.32			13.4334	-0.08
Fri	01/03/14	233.51523	1.15629	172	13.5110	x	x	15.6283	19.40			13.5110	-0.16
Mon	01/06/14	233.46906	1.15606	175	13.7439	x	x	15.3954	19.63			13.7439	-0.39
Tue	01/07/14	233.45368	1.15599	176	13.8216	x	x	15.3177	19.70			13.8216	-0.46
Wed	01/08/14	233.43829	1.15591	177	13.8992	x	x	15.2401	19.78			13.8992	-0.54
Thu	01/09/14	233.42290	1.15584	178	13.9769	x	x	15.1624	19.85			13.9769	-0.61
Fri	01/10/14	233.40752	1.15576	179	14.0544	x	x	15.0849	19.93			14.0544	-0.69
Mon	01/13/14	233.36135	1.15553	182	14.2871	x	x	14.8522	20.16			14.2871	-0.92
Tue	01/14/14	233.34597	1.15545	183	14.3646	x	x	14.7747	20.24			14.3646	-1.00
Wed	01/15/14	233.33058	1.15538	0	0.0000		x	14.6970	20.31	x		14.4423	-1.07
Thu	01/16/14	233.31519	1.15530	1	0.0798		x	14.6172	20.39	x		14.5221	-1.15
Fri	01/17/14	233.29981	1.15523	2	0.1596		x	14.5374	20.46	x		14.6019	-1.22
Mon	01/20/14	233.25365	1.15500	5	0.3988		x	14.2982	20.69	x		14.8411	-1.45
Tue	01/21/14	233.23826	1.15492	6	0.4786		x	14.2184	20.77	x		14.9209	-1.53
Wed	01/22/14	233.22287	1.15485	7	0.5583		x	14.1387	20.84	x		15.0006	-1.60
Thu	01/23/14	233.20748	1.15477	8	0.6380		x	14.0590	20.92	x		15.0803	-1.68
Fri	01/24/14	233.19210	1.15469	9	0.7177		x	13.9793	21.00	x		15.1600	-1.76
Mon	01/27/14	233.14594	1.15446	12	0.9567		x	13.7403	21.23	x		15.3990	-1.99
Tue	01/28/14	233.13055	1.15439	13	1.0364		x	13.6606	21.30	x		15.4787	-2.06
Wed	01/29/14	233.11516	1.15431	14	1.1160		x	13.5810	21.38	x		15.5583	-2.14
Thu	01/30/14	233.09977	1.15424	15	1.1957		x	13.5013	21.45	x		15.6380	-2.21
Fri	01/31/14	233.08439	1.15416	16	1.2753		x	13.4217	21.53	x		15.7176	-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	1.15408	19	1.5143		x	13.1827	21.61	x		15.9566	-2.37
Tue	02/04/14	233.06686	1.15407	20	1.5940		x	13.1030	21.62	x		16.0363	-2.38
Wed	02/05/14	233.06614	1.15407	21	1.6737		x	13.0233	21.62	x		16.1160	-2.38
Thu	02/06/14	233.06543	1.15407	22	1.7534		x	12.9436	21.62	x		16.1957	-2.38
Fri	02/07/14	233.06471	1.15406	23	1.8331		x	12.8639	21.63	x		16.2754	-2.39
Mon	02/10/14	233.06257	1.15405	26	2.0722		x	12.6248	21.64	x		16.5145	-2.40
Tue	02/11/14	233.06186	1.15405	27	2.1519		x	12.5451	21.64	x		16.5942	-2.40
Wed	02/12/14	233.06114	1.15404	28	2.2316		x	12.4654	21.65	x		16.6739	-2.41
Thu	02/13/14	233.06043	1.15404	29	2.3113		x	12.3857	21.65	x		16.7536	-2.41
Fri	02/14/14	233.05971	1.15404	30	2.3910		x	12.3060	21.65	x		16.8333	-2.41
Mon	02/17/14	233.05757	1.15403	33	2.6300		x	12.0670	21.66	x		17.0723	-2.42
Tue	02/18/14	233.05686	1.15402	34	2.7097		x	11.9873	21.67	x		17.1520	-2.43
Wed	02/19/14	233.05614	1.15402	35	2.7894		x	11.9076	21.67	x		17.2317	-2.43
Thu	02/20/14	233.05543	1.15402	36	2.8691		x	11.8279	21.67	x		17.3114	-2.43
Fri	02/21/14	233.05471	1.15401	37	2.9488		x	11.7482	21.68	x		17.3911	-2.44
Mon	02/24/14	233.05257	1.15400	40	3.1878		x	11.5092	21.69	x		17.6301	-2.45
Tue	02/25/14	233.05186	1.15400	41	3.2675		x	11.4295	21.69	x		17.7098	-2.45
Wed	02/26/14	233.05114	1.15399	42	3.3472		x	11.3498	21.70	x		17.7895	-2.46
Thu	02/27/14	233.05043	1.15399	43	3.4269		x	11.2701	21.70	x		17.8692	-2.46
Fri	02/28/14	233.04971	1.15399	44	3.5066		x	11.1904	21.70	x		17.9489	-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	1.15426	47	3.7466		x	10.9504	21.43	x		18.1889	-2.19
Tue	03/04/14	233.13290	1.15440	48	3.8267		x	10.8703	21.29	x		18.2690	-2.05
Wed	03/05/14	233.16087	1.15454	49	3.9069		x	10.7901	21.15	x		18.3492	-1.91
Thu	03/06/14	233.18884	1.15468	50	3.9872		x	10.7098	21.01	x		18.4295	-1.77
Fri	03/07/14	233.21681	1.15482	51	4.0674		x	10.6296	20.87	x		18.5097	-1.63
Mon	03/10/14	233.30071	1.15523	54	4.3082		x	10.3888	20.46	x		18.7505	-1.22
Tue	03/11/14	233.32868	1.15537	55	4.3885		x	10.3085	20.32	x		18.8308	-1.08
Wed	03/12/14	233.35665	1.15551	56	4.4688		x	10.2282	20.18	x		18.9111	-0.94
Thu	03/13/14	233.38461	1.15565	57	4.5492		x	10.1478	20.04	x		18.9915	-0.80
Fri	03/14/14	233.41258	1.15578	58	4.6295		x	10.0675	19.91	x		19.0718	-0.67
Mon	03/17/14	233.49648	1.15620	61	4.8707		x	9.8263	19.49	x		19.3130	-0.25
Tue	03/18/14	233.52445	1.15634	62	4.9512		x	9.7458	19.35	x		19.3935	-0.11
Wed	03/19/14	233.55242	1.15648	63	5.0316		x	9.6654	19.21	x		19.4739	0.03
Thu	03/20/14	233.58039	1.15662	64	5.1121		x	9.5849	19.07	x		19.5544	0.17
Fri	03/21/14	233.60835	1.15675	65	5.1926		x	9.5044	18.94	x		19.6349	0.30
Mon	03/24/14	233.69226	1.15717	68	5.4342		x	9.2628	18.52	x		19.8765	0.72
Tue	03/25/14	233.72023	1.15731	69	5.5148		x	9.1822	18.38	x		19.9571	0.86
Wed	03/26/14	233.74819	1.15745	70	5.5954		x	9.1016	18.24	x		20.0377	1.00
Thu	03/27/14	233.77616	1.15759	71	5.6760		x	9.0210	18.10	x		20.1183	1.14
Fri	03/28/14	233.80413	1.15772	72	5.7566		x	8.9404	17.97	x		20.1989	1.27
Mon	03/31/14	233.88803	1.15814	75	5.9987		x	8.6983	17.55	x		20.4410	1.69
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	1.15828	76	6.0794		x	8.6176	17.41	x		20.5217	1.83
Wed	04/02/14	233.94483	1.15842	77	6.1601		x	8.5369	17.27	x		20.6024	1.97
Thu	04/03/14	233.97367	1.15856	78	6.2409		x	8.4561	17.13	x		20.6832	2.11
Fri	04/04/14	234.00250	1.15871	79	6.3217		x	8.3753	16.98	x		20.7640	2.26
Mon	04/07/14	234.08900	1.15913	82	6.5641		x	8.1329	16.56	x		21.0064	2.68
Tue	04/08/14	234.11783	1.15928	83	6.6450		x	8.0520	16.41	x		21.0873	2.83
Wed	04/09/14	234.14667	1.15942	84	6.7259		x	7.9711	16.27	x		21.1682	2.97
Thu	04/10/14	234.17550	1.15956	85	6.8068		x	7.8902	16.13	x		21.2491	3.11
Fri	04/11/14	234.20433	1.15971	86	6.8878		x	7.8092	15.98	x		21.3301	3.26
Mon	04/14/14	234.29083	1.16013	89	7.1306		x	7.5664	15.56	x		21.5729	3.68
Tue	04/15/14	234.31967	1.16028	90	7.2117		x	7.4853	15.41	x		21.6540	3.83
Wed	04/16/14	234.34850	1.16042	91	7.2927		x	7.4043	15.27	x		21.7350	3.97
Thu	04/17/14	234.37733	1.16056	92	7.3737		x	7.3233	15.13	x		21.8160	4.11
Fri	04/18/14	234.40617	1.16070	93	7.4548		x	7.2422	14.99	x		21.8971	4.25
Mon	04/21/14	234.49267	1.16113	96	7.6981		x	6.9989	14.56	x		22.1404	4.68
Tue	04/22/14	234.52150	1.16128	97	7.7793		x	6.9177	14.41	x		22.2216	4.83
Wed	04/23/14	234.55033	1.16142	98	7.8604		x	6.8366	14.27	x		22.3027	4.97
Thu	04/24/14	234.57917	1.16156	99	7.9416		x	6.7554	14.13	x		22.3839	5.11
Fri	04/25/14	234.60800	1.16170	100	8.0228		x	6.6742	13.99	x		22.4651	5.25
Mon	04/28/14	234.69450	1.16213	103	8.2665		x	6.4305	13.56	x		22.7088	5.68
Tue	04/29/14	234.72333	1.16228	104	8.3479		x	6.3491	13.41	x		22.7902	5.83
Wed	04/30/14	234.75217	1.16242	105	8.4292		x	6.2678	13.27	x		22.8715	5.97
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	1.16256	106	8.5105		x	6.1865	13.13	x		22.9528	6.11
Fri	05/02/14	234.82977	1.16280	107	8.5925		x	6.1045	12.89	x		23.0348	6.35
Mon	05/05/14	234.97610	1.16353	110	8.8390		x	5.8580	12.16	x		23.2813	7.08
Tue	05/06/14	235.02487	1.16377	111	8.9212		x	5.7758	11.92	x		23.3635	7.32
Wed	05/07/14	235.07365	1.16401	112	9.0034		x	5.6936	11.68	x		23.4457	7.56
Thu	05/08/14	235.12242	1.16425	113	9.0857		x	5.6113	11.44	x		23.5280	7.80
Fri	05/09/14	235.17119	1.16449	114	9.1679		x	5.5291	11.20	x		23.6102	8.04
Mon	05/12/14	235.31752	1.16522	117	9.4151		x	5.2819	10.47	x		23.8574	8.77
Tue	05/13/14	235.36629	1.16546	118	9.4975		x	5.1995	10.23	x		23.9398	9.01
Wed	05/14/14	235.41506	1.16570	119	9.5800		x	5.1170	9.99	x		24.0223	9.25
Thu	05/15/14	235.46384	1.16594	120	9.6625		x	5.0345	9.75	x		24.1048	9.49
Fri	05/16/14	235.51261	1.16618	121	9.7450		x	4.9520	9.51	x		24.1873	9.73
Mon	05/19/14	235.65894	1.16691	124	9.9929		x	4.7041	8.78	x		24.4352	10.46
Tue	05/20/14	235.70771	1.16715	125	10.0755		x	4.6215	8.54	x		24.5178	10.70
Wed	05/21/14	235.75648	1.16739	126	10.1582		x	4.5388	8.30	x		24.6005	10.94
Thu	05/22/14	235.80526	1.16763	127	10.2410		x	4.4560	8.06	x		24.6833	11.18
Fri	05/23/14	235.85403	1.16787	128	10.3237		x	4.3733	7.82	x		24.7660	11.42
Mon	05/26/14	236.00035	1.16860	131	10.5723		x	4.1247	7.09	x		25.0146	12.15
Tue	05/27/14	236.04913	1.16884	132	10.6552		x	4.0418	6.85	x		25.0975	12.39
Wed	05/28/14	236.09790	1.16908	133	10.7381		x	3.9589	6.61	x		25.1804	12.63
Thu	05/29/14	236.14668	1.16932	134	10.8211		x	3.8759	6.37	x		25.2634	12.87
Fri	05/30/14	236.19545	1.16956	135	10.9040		x	3.7930	6.13	x		25.3463	13.11
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	1.17018	138	11.1523		x	3.5447	5.51	x		25.5946	13.73
Tue	06/03/14	236.34493	1.17030	139	11.2342		x	3.4628	5.39	x		25.6765	13.85
Wed	06/04/14	236.37090	1.17043	140	11.3163		x	3.3807	5.26	x		25.7586	13.98
Thu	06/05/14	236.39687	1.17056	141	11.3984		x	3.2986	5.13	x		25.8407	14.11
Fri	06/06/14	236.42283	1.17069	142	11.4805		x	3.2165	5.00	x		25.9228	14.24
Mon	06/09/14	236.50073	1.17108	145	11.7270		x	2.9700	4.61	x		26.1693	14.63
Tue	06/10/14	236.52670	1.17120	146	11.8091		x	2.8879	4.49	x		26.2514	14.75
Wed	06/11/14	236.55267	1.17133	147	11.8913		x	2.8057	4.36	x		26.3336	14.88
Thu	06/12/14	236.57863	1.17146	148	11.9735		x	2.7235	4.23	x		26.4158	15.01
Fri	06/13/14	236.60460	1.17159	149	12.0557		x	2.6413	4.10	x		26.4980	15.14
Mon	06/16/14	236.68250	1.17198	152	12.3026		x	2.3944	3.71	x		26.7449	15.53
Tue	06/17/14	236.70847	1.17210	153	12.3848		x	2.3122	3.59	x		26.8271	15.65
Wed	06/18/14	236.73443	1.17223	154	12.4671		x	2.2299	3.46	x		26.9094	15.78
Thu	06/19/14	236.76040	1.17236	155	12.5494		x	2.1476	3.33	x		26.9917	15.91
Fri	06/20/14	236.78637	1.17249	156	12.6318		x	2.0652	3.20	x		27.0741	16.04
Mon	06/23/14	236.86427	1.17288	159	12.8790		x	1.8180	2.81	x		27.3213	16.43
Tue	06/24/14	236.89023	1.17300	160	12.9613		x	1.7357	2.69	x		27.4036	16.55
Wed	06/25/14	236.91620	1.17313	161	13.0438		x	1.6532	2.56	x		27.4861	16.68
Thu	06/26/14	236.94217	1.17326	162	13.1263		x	1.5707	2.43	x		27.5686	16.81
Fri	06/27/14	236.96813	1.17339	163	13.2087		x	1.4883	2.30	x		27.6510	16.94
Mon	06/30/14	237.04603	1.17378	166	13.4563		x	1.2407	1.91	x		27.8986	17.33
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	07/01/14	237.07200	1.17390	167	13.5388		x	1.1582	1.79	x		27.9811	17.45
Wed	07/02/14	237.09871	1.17404	168	13.6215		x	1.0755	1.65	x		28.0638	17.59
Thu	07/03/14	237.12542	1.17417	169	13.7041		x	0.9929	1.52	x		28.1464	17.72
Fri	07/04/14	237.15213	1.17430	170	13.7867		x	0.9103	1.39	x		28.2290	17.85
Mon	07/07/14	237.23226	1.17470	173	14.0347		x	0.6623	0.99	x		28.4770	18.25
Tue	07/08/14	237.25897	1.17483	174	14.1174		x	0.5796	0.86	x		28.5597	18.38
Wed	07/09/14	237.28568	1.17496	175	14.2001		x	0.4969	0.73	x		28.6424	18.51
Thu	07/10/14	237.31239	1.17510	176	14.2830		x	0.4140	0.59	x		28.7253	18.65
Fri	07/11/14	237.33910	1.17523	177	14.3657		x	0.3313	0.46	x		28.8080	18.78
Mon	07/14/14	237.41923	1.17562	180	14.6141		x	0.0829	0.07	x		29.0564	19.17
Tue	07/15/14	237.44594	1.17576	0	0.0000			0.0000	-0.07	x	x	29.1393	19.31
Wed	07/16/14	237.47265	1.17589	1	0.0799			-0.0799	-0.20	x	x	29.2192	19.44
Thu	07/17/14	237.49935	1.17602	2	0.1598			-0.1598	-0.33	x	x	29.2991	19.57
Fri	07/18/14	237.52606	1.17615	3	0.2397			-0.2397	-0.46	x	x	29.3790	19.70
Mon	07/21/14	237.60619	1.17655	6	0.4796			-0.4796	-0.86	x	x	29.6189	20.10
Tue	07/22/14	237.63290	1.17668	7	0.5596			-0.5596	-0.99	x	x	29.6989	20.23
Wed	07/23/14	237.65961	1.17681	8	0.6396			-0.6396	-1.12	x	x	29.7789	20.36
Thu	07/24/14	237.68632	1.17695	9	0.7196			-0.7196	-1.26	x	x	29.8589	20.50
Fri	07/25/14	237.71303	1.17708	10	0.7996			-0.7996	-1.39	x	x	29.9389	20.63
Mon	07/28/14	237.79316	1.17748	13	1.0399			-1.0399	-1.79	x	x	30.1792	21.03
Tue	07/29/14	237.81987	1.17761	14	1.1200			-1.1200	-1.92	x	x	30.2593	21.16
Wed	07/30/14	237.84658	1.17774	15	1.2001			-1.2001	-2.05	x	x	30.3394	21.29
Thu	07/31/14	237.87329	1.17787	16	1.2803			-1.2803	-2.18	x	x	30.4196	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
Fri	08/01/14	237.90000	1.17800	17	1.3605			-1.3605	-2.31	x	x	30.4998	21.55
Mon	08/04/14	237.94287	1.17822	20	1.6008			-1.6008	-2.53	x	x	30.7401	21.77
Tue	08/05/14	237.95716	1.17829	21	1.6810			-1.6810	-2.60	x	x	30.8203	21.84
Wed	08/06/14	237.97145	1.17836	22	1.7611			-1.7611	-2.67	x	x	30.9004	21.91
Thu	08/07/14	237.98574	1.17843	23	1.8413			-1.8413	-2.74	x	x	30.9806	21.98
Fri	08/08/14	238.00003	1.17850	24	1.9215			-1.9215	-2.81	x	x	31.0608	22.05
Mon	08/11/14	238.04290	1.17871	27	2.1620			-2.1620	-3.02	x	x	31.3013	22.26
Tue	08/12/14	238.05719	1.17878	28	2.2422			-2.2422	-3.09	x	x	31.3815	22.33
Wed	08/13/14	238.07148	1.17885	29	2.3225			-2.3225	-3.16	x	x	31.4618	22.40
Thu	08/14/14	238.08577	1.17892	30	2.4027			-2.4027	-3.23	x	x	31.5420	22.47
Fri	08/15/14	238.10006	1.17900	31	2.4829			-2.4829	-3.31	x	x	31.6222	22.55
Mon	08/18/14	238.14294	1.17921	34	2.7237			-2.7237	-3.52	x	x	31.8630	22.76
Tue	08/19/14	238.15723	1.17928	35	2.8040			-2.8040	-3.59	x	x	31.9433	22.83
Wed	08/20/14	238.17152	1.17935	36	2.8843			-2.8843	-3.66	x	x	32.0236	22.90
Thu	08/21/14	238.18581	1.17942	37	2.9646			-2.9646	-3.73	x	x	32.1039	22.97
Fri	08/22/14	238.20010	1.17949	38	3.0449			-3.0449	-3.80	x	x	32.1842	23.04
Mon	08/25/14	238.24297	1.17970	41	3.2858			-3.2858	-4.01	x	x	32.4251	23.25
Tue	08/26/14	238.25726	1.17977	42	3.3662			-3.3662	-4.08	x	x	32.5055	23.32
Wed	08/27/14	238.27155	1.17984	43	3.4465			-3.4465	-4.15	x	x	32.5858	23.39
Thu	08/28/14	238.28584	1.17992	44	3.5269			-3.5269	-4.23	x	x	32.6662	23.47
Fri	08/29/14	238.30013	1.17999	45	3.6073			-3.6073	-4.30	x	x	32.7466	23.54
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	1.18020	48	3.8485			-3.8485	-4.51	x	x	32.9878	23.75
Tue	09/02/14	238.33990	1.18018	49	3.9286			-3.9286	-4.49	x	x	33.0679	23.73
Wed	09/03/14	238.33680	1.18017	50	4.0087			-4.0087	-4.48	x	x	33.1480	23.72
Thu	09/04/14	238.33370	1.18015	51	4.0888			-4.0888	-4.46	x	x	33.2281	23.70
Fri	09/05/14	238.33060	1.18014	52	4.1690			-4.1690	-4.45	x	x	33.3083	23.69
Mon	09/08/14	238.32130	1.18009	55	4.4093			-4.4093	-4.40	x	x	33.5486	23.64
Tue	09/09/14	238.31820	1.18008	56	4.4894			-4.4894	-4.39	x	x	33.6287	23.63
Wed	09/10/14	238.31510	1.18006	57	4.5695			-4.5695	-4.37	x	x	33.7088	23.61
Thu	09/11/14	238.31200	1.18005	58	4.6497			-4.6497	-4.36	x	x	33.7890	23.60
Fri	09/12/14	238.30890	1.18003	59	4.7297			-4.7297	-4.34	x	x	33.8690	23.58
Mon	09/15/14	238.29960	1.17998	62	4.9700			-4.9700	-4.29	x	x	34.1093	23.53
Tue	09/16/14	238.29650	1.17997	63	5.0501			-5.0501	-4.28	x	x	34.1894	23.52
Wed	09/17/14	238.29340	1.17995	64	5.1302			-5.1302	-4.26	x	x	34.2695	23.50
Thu	09/18/14	238.29030	1.17994	65	5.2103			-5.2103	-4.25	x	x	34.3496	23.49
Fri	09/19/14	238.28720	1.17992	66	5.2904			-5.2904	-4.23	x	x	34.4297	23.47
Mon	09/22/14	238.27790	1.17988	69	5.5307			-5.5307	-4.19	x	x	34.6700	23.43
Tue	09/23/14	238.27480	1.17986	70	5.6107			-5.6107	-4.17	x	x	34.7500	23.41
Wed	09/24/14	238.27170	1.17985	71	5.6909			-5.6909	-4.16	x	x	34.8302	23.40
Thu	09/25/14	238.26860	1.17983	72	5.7709			-5.7709	-4.14	x	x	34.9102	23.38
Fri	09/26/14	238.26550	1.17981	73	5.8510			-5.8510	-4.12	x	x	34.9903	23.36
Mon	09/29/14	238.25620	1.17977	76	6.0912			-6.0912	-4.08	x	x	35.2305	23.32
Tue	09/30/14	238.25310	1.17975	77	6.1712			-6.1712	-4.06	x	x	35.3105	23.30
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	1.17974	78	6.2513			-6.2513	-4.05	x	x	35.3906	23.29
Thu	10/02/14	238.23716	1.17967	79	6.3311			-6.3311	-3.98	x	x	35.4704	23.22
Fri	10/03/14	238.22432	1.17961	80	6.4109			-6.4109	-3.92	x	x	35.5502	23.16
Mon	10/06/14	238.18581	1.17942	83	6.6503			-6.6503	-3.73	x	x	35.7896	22.97
Tue	10/07/14	238.17297	1.17936	84	6.7300			-6.7300	-3.67	x	x	35.8693	22.91
Wed	10/08/14	238.16013	1.17929	85	6.8098			-6.8098	-3.60	x	x	35.9491	22.84
Thu	10/09/14	238.14729	1.17923	86	6.8895			-6.8895	-3.54	x	x	36.0288	22.78
Fri	10/10/14	238.13445	1.17917	87	6.9693			-6.9693	-3.48	x	x	36.1086	22.72
Mon	10/13/14	238.09594	1.17898	90	7.2084			-7.2084	-3.29	x	x	36.3477	22.53
Tue	10/14/14	238.08310	1.17891	91	7.2881			-7.2881	-3.22	x	x	36.4274	22.46
Wed	10/15/14	238.07026	1.17885	92	7.3678			-7.3678	-3.16	x	x	36.5071	22.40
Thu	10/16/14	238.05742	1.17878	93	7.4475			-7.4475	-3.09	x	x	36.5868	22.33
Fri	10/17/14	238.04458	1.17872	94	7.5272			-7.5272	-3.03	x	x	36.6665	22.27
Mon	10/20/14	238.00606	1.17853	97	7.7661			-7.7661	-2.84	x	x	36.9054	22.08
Tue	10/21/14	237.99323	1.17847	98	7.8458			-7.8458	-2.78	x	x	36.9851	22.02
Wed	10/22/14	237.98039	1.17840	99	7.9254			-7.9254	-2.71	x	x	37.0647	21.95
Thu	10/23/14	237.96755	1.17834	100	8.0050			-8.0050	-2.65	x	x	37.1443	21.89
Fri	10/24/14	237.95471	1.17828	101	8.0847			-8.0847	-2.59	x	x	37.2240	21.83
Mon	10/27/14	237.91619	1.17809	104	8.3235			-8.3235	-2.40	x	x	37.4628	21.64
Tue	10/28/14	237.90335	1.17802	105	8.4030			-8.4030	-2.33	x	x	37.5423	21.57
Wed	10/29/14	237.89052	1.17796	106	8.4826			-8.4826	-2.27	x	x	37.6219	21.51
Thu	10/30/14	237.87768	1.17789	107	8.5621			-8.5621	-2.20	x	x	37.7014	21.44
Fri	10/31/14	237.86484	1.17783	108	8.6417			-8.6417	-2.14	x	x	37.7810	21.38
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	1.17783	111	8.8817			-8.8817	-2.14	x	x	38.0210	21.38
Tue	11/04/14	237.86990	1.17786	112	8.9620			-8.9620	-2.17	x	x	38.1013	21.41
Wed	11/05/14	237.87587	1.17789	113	9.0422			-9.0422	-2.20	x	x	38.1815	21.44
Thu	11/06/14	237.88183	1.17791	114	9.1224			-9.1224	-2.22	x	x	38.2617	21.46
Fri	11/07/14	237.88780	1.17794	115	9.2027			-9.2027	-2.25	x	x	38.3420	21.49
Mon	11/10/14	237.90570	1.17803	118	9.4434			-9.4434	-2.34	x	x	38.5827	21.58
Tue	11/11/14	237.91167	1.17806	119	9.5237			-9.5237	-2.37	x	x	38.6630	21.61
Wed	11/12/14	237.91763	1.17809	120	9.6040			-9.6040	-2.40	x	x	38.7433	21.64
Thu	11/13/14	237.92360	1.17812	121	9.6843			-9.6843	-2.43	x	x	38.8236	21.67
Fri	11/14/14	237.92957	1.17815	122	9.7646			-9.7646	-2.46	x	x	38.9039	21.70
Mon	11/17/14	237.94747	1.17824	125	10.0054			-10.0054	-2.55	x	x	39.1447	21.79
Tue	11/18/14	237.95343	1.17827	126	10.0857			-10.0857	-2.58	x	x	39.2250	21.82
Wed	11/19/14	237.95940	1.17830	127	10.1660			-10.1660	-2.61	x	x	39.3053	21.85
Thu	11/20/14	237.96537	1.17833	128	10.2463			-10.2463	-2.64	x	x	39.3856	21.88
Fri	11/21/14	237.97133	1.17836	129	10.3267			-10.3267	-2.67	x	x	39.4660	21.91
Mon	11/24/14	237.98923	1.17845	132	10.5676			-10.5676	-2.76	x	x	39.7069	22.00
Tue	11/25/14	237.99520	1.17848	133	10.6480			-10.6480	-2.79	x	x	39.7873	22.03
Wed	11/26/14	238.00117	1.17851	134	10.7283			-10.7283	-2.82	x	x	39.8676	22.06
Thu	11/27/14	238.00713	1.17854	135	10.8086			-10.8086	-2.85	x	x	39.9479	22.09
Fri	11/28/14	238.01310	1.17857	136	10.8890			-10.8890	-2.88	x	x	40.0283	22.12
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	12/01/14	238.03100	1.17865	139	11.1299			-11.1299	-2.96	x	x	40.2692	22.20
Tue	12/02/14	238.01171	1.17856	140	11.2091			-11.2091	-2.87	x	x	40.3484	22.11
Wed	12/03/14	237.99242	1.17846	141	11.2882			-11.2882	-2.77	x	x	40.4275	22.01
Thu	12/04/14	237.97313	1.17837	142	11.3674			-11.3674	-2.68	x	x	40.5067	21.92
Fri	12/05/14	237.95384	1.17827	143	11.4465			-11.4465	-2.58	x	x	40.5858	21.82
Mon	12/08/14	237.89597	1.17799	146	11.6839			-11.6839	-2.30	x	x	40.8232	21.54
Tue	12/09/14	237.87668	1.17789	147	11.7629			-11.7629	-2.20	x	x	40.9022	21.44
Wed	12/10/14	237.85739	1.17779	148	11.8419			-11.8419	-2.10	x	x	40.9812	21.34
Thu	12/11/14	237.83810	1.17770	149	11.9210			-11.9210	-2.01	x	x	41.0603	21.25
Fri	12/12/14	237.81881	1.17760	150	12.0000			-12.0000	-1.91	x	x	41.1393	21.15
Mon	12/15/14	237.76094	1.17732	153	12.2371			-12.2371	-1.63	x	x	41.3764	20.87
Tue	12/16/14	237.74165	1.17722	154	12.3160			-12.3160	-1.53	x	x	41.4553	20.77
Wed	12/17/14	237.72235	1.17713	155	12.3951			-12.3951	-1.44	x	x	41.5344	20.68
Thu	12/18/14	237.70306	1.17703	156	12.4740			-12.4740	-1.34	x	x	41.6133	20.58
Fri	12/19/14	237.68377	1.17693	157	12.5529			-12.5529	-1.24	x	x	41.6922	20.48
Mon	12/22/14	237.62590	1.17665	160	12.7897			-12.7897	-0.96	x	x	41.9290	20.20
Tue	12/23/14	237.60661	1.17655	161	12.8685			-12.8685	-0.86	x	x	42.0078	20.10
Wed	12/24/14	237.58732	1.17646	162	12.9475			-12.9475	-0.77	x	x	42.0868	20.01
Thu	12/25/14	237.56803	1.17636	163	13.0263			-13.0263	-0.67	x	x	42.1656	19.91
Fri	12/26/14	237.54874	1.17627	164	13.1052			-13.1052	-0.58	x	x	42.2445	19.82
Mon	12/29/14	237.49087	1.17598	167	13.3416			-13.3416	-0.29	x	x	42.4809	19.53
Tue	12/30/14	237.47158	1.17588	168	13.4204			-13.4204	-0.19	x	x	42.5597	19.43
Wed	12/31/14	237.45229	1.17579	169	13.4992			-13.4992	-0.10	x	x	42.6385	19.34
Thu	01/01/15	237.43300	1.17569

Generated 12/17/14 09:07