2.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2017

Interest and OID per $1,000 Face Value for 2011

CUSIP Number	912828GX2	Interest 01/15/11 (184 days)	$13.8530
Dated Date	July 15, 2007	Interest 07/15/11 (181 days)	$14.2729
Ref CPI on Dated Date	207.25639	Interest Total	$28.1259
Original Issue Date	July 16, 2007	Interest 01/15/12 (184 days)

						Purchased on Settelment Date & held to 01/01/12				Held on 01/01/11 & 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
Sat	01/01/11	218.71100	1.05527	170	12.7966	x	x	15.3293	37.20			12.7966	0.00
Mon	01/03/11	218.71694	1.05530	172	12.9475	x	x	15.1784	37.17			12.9475	0.03
Tue	01/04/11	218.71990	1.05531	173	13.0229	x	x	15.1030	37.16			13.0229	0.04
Wed	01/05/11	218.72287	1.05533	174	13.0984	x	x	15.0275	37.14			13.0984	0.06
Thu	01/06/11	218.72584	1.05534	175	13.1738	x	x	14.9521	37.13			13.1738	0.07
Fri	01/07/11	218.72881	1.05535	176	13.2492	x	x	14.8767	37.12			13.2492	0.08
Mon	01/10/11	218.73771	1.05540	179	13.4757	x	x	14.6502	37.07			13.4757	0.13
Tue	01/11/11	218.74068	1.05541	180	13.5511	x	x	14.5748	37.06			13.5511	0.14
Wed	01/12/11	218.74365	1.05543	181	13.6267	x	x	14.4992	37.04			13.6267	0.16
Thu	01/13/11	218.74661	1.05544	182	13.7021	x	x	14.4238	37.03			13.7021	0.17
Fri	01/14/11	218.74958	1.05545	183	13.7775	x	x	14.3484	37.02			13.7775	0.18
Sat	01/15/11	218.75255	1.05547	0	0.0000		x	14.2729	37.00	x		13.8530	0.20
Mon	01/17/11	218.75848	1.05550	2	0.1531		x	14.1198	36.97	x		14.0061	0.23
Tue	01/18/11	218.76145	1.05551	3	0.2296		x	14.0433	36.96	x		14.0826	0.24
Wed	01/19/11	218.76442	1.05553	4	0.3062		x	13.9667	36.94	x		14.1592	0.26
Thu	01/20/11	218.76739	1.05554	5	0.3827		x	13.8902	36.93	x		14.2357	0.27
Fri	01/21/11	218.77035	1.05555	6	0.4593		x	13.8136	36.92	x		14.3123	0.28
Mon	01/24/11	218.77926	1.05560	9	0.6889		x	13.5840	36.87	x		14.5419	0.33
Tue	01/25/11	218.78223	1.05561	10	0.7655		x	13.5074	36.86	x		14.6185	0.34
Wed	01/26/11	218.78519	1.05563	11	0.8420		x	13.4309	36.84	x		14.6950	0.36
Thu	01/27/11	218.78816	1.05564	12	0.9186		x	13.3543	36.83	x		14.7716	0.37
Fri	01/28/11	218.79113	1.05565	13	0.9951		x	13.2778	36.82	x		14.8481	0.38
Mon	01/31/11	218.80003	1.05570	16	1.2248		x	13.0481	36.77	x		15.0778	0.43
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	02/01/11	218.80300	1.05571	17	1.3014		x	12.9715	36.76	x		15.1544	0.44
Wed	02/02/11	218.81643	1.05578	18	1.3781		x	12.8948	36.69	x		15.2311	0.51
Thu	02/03/11	218.82986	1.05584	19	1.4547		x	12.8182	36.63	x		15.3077	0.57
Fri	02/04/11	218.84329	1.05591	20	1.5314		x	12.7415	36.56	x		15.3844	0.64
Mon	02/07/11	218.88357	1.05610	23	1.7614		x	12.5115	36.37	x		15.6144	0.83
Tue	02/08/11	218.89700	1.05617	24	1.8381		x	12.4348	36.30	x		15.6911	0.90
Wed	02/09/11	218.91043	1.05623	25	1.9148		x	12.3581	36.24	x		15.7678	0.96
Thu	02/10/11	218.92386	1.05629	26	1.9915		x	12.2814	36.18	x		15.8445	1.02
Fri	02/11/11	218.93729	1.05636	27	2.0682		x	12.2047	36.11	x		15.9212	1.09
Mon	02/14/11	218.97757	1.05655	30	2.2984		x	11.9745	35.92	x		16.1514	1.28
Tue	02/15/11	218.99100	1.05662	31	2.3752		x	11.8977	35.85	x		16.2282	1.35
Wed	02/16/11	219.00443	1.05668	32	2.4520		x	11.8209	35.79	x		16.3050	1.41
Thu	02/17/11	219.01786	1.05675	33	2.5288		x	11.7441	35.72	x		16.3818	1.48
Fri	02/18/11	219.03129	1.05681	34	2.6055		x	11.6674	35.66	x		16.4585	1.54
Mon	02/21/11	219.07157	1.05701	37	2.8360		x	11.4369	35.46	x		16.6890	1.74
Tue	02/22/11	219.08500	1.05707	38	2.9128		x	11.3601	35.40	x		16.7658	1.80
Wed	02/23/11	219.09843	1.05714	39	2.9896		x	11.2833	35.33	x		16.8426	1.87
Thu	02/24/11	219.11186	1.05720	40	3.0665		x	11.2064	35.27	x		16.9195	1.93
Fri	02/25/11	219.12529	1.05727	41	3.1433		x	11.1296	35.20	x		16.9963	2.00
Mon	02/28/11	219.16557	1.05746	44	3.3739		x	10.8990	35.01	x		17.2269	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
Tue	03/01/11	219.17900	1.05753	45	3.4508		x	10.8221	34.94	x		17.3038	2.26
Wed	03/02/11	219.21268	1.05769	46	3.5281		x	10.7448	34.78	x		17.3811	2.42
Thu	03/03/11	219.24635	1.05785	47	3.6053		x	10.6676	34.62	x		17.4583	2.58
Fri	03/04/11	219.28003	1.05801	48	3.6826		x	10.5903	34.46	x		17.5356	2.74
Mon	03/07/11	219.38106	1.05850	51	3.9145		x	10.3584	33.97	x		17.7675	3.23
Tue	03/08/11	219.41474	1.05866	52	3.9919		x	10.2810	33.81	x		17.8449	3.39
Wed	03/09/11	219.44842	1.05883	53	4.0693		x	10.2036	33.64	x		17.9223	3.56
Thu	03/10/11	219.48210	1.05899	54	4.1467		x	10.1262	33.48	x		17.9997	3.72
Fri	03/11/11	219.51577	1.05915	55	4.2242		x	10.0487	33.32	x		18.0772	3.88
Mon	03/14/11	219.61681	1.05964	58	4.4566		x	9.8163	32.83	x		18.3096	4.37
Tue	03/15/11	219.65048	1.05980	59	4.5342		x	9.7387	32.67	x		18.3872	4.53
Wed	03/16/11	219.68416	1.05996	60	4.6117		x	9.6612	32.51	x		18.4647	4.69
Thu	03/17/11	219.71784	1.06013	61	4.6893		x	9.5836	32.34	x		18.5423	4.86
Fri	03/18/11	219.75152	1.06029	62	4.7669		x	9.5060	32.18	x		18.6199	5.02
Mon	03/21/11	219.85255	1.06078	65	4.9999		x	9.2730	31.69	x		18.8529	5.51
Tue	03/22/11	219.88623	1.06094	66	5.0776		x	9.1953	31.53	x		18.9306	5.67
Wed	03/23/11	219.91990	1.06110	67	5.1553		x	9.1176	31.37	x		19.0083	5.83
Thu	03/24/11	219.95358	1.06126	68	5.2330		x	9.0399	31.21	x		19.0860	5.99
Fri	03/25/11	219.98726	1.06143	69	5.3108		x	8.9621	31.04	x		19.1638	6.16
Mon	03/28/11	220.08829	1.06191	72	5.5442		x	8.7287	30.56	x		19.3972	6.64
Tue	03/29/11	220.12197	1.06208	73	5.6221		x	8.6508	30.39	x		19.4751	6.81
Wed	03/30/11	220.15565	1.06224	74	5.7000		x	8.5729	30.23	x		19.5530	6.97
Thu	03/31/11	220.18932	1.06240	75	5.7779		x	8.4950	30.07	x		19.6309	7.13
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	04/01/11	220.22300	1.06256	76	5.8558		x	8.4171	29.91	x		19.7088	7.29
Mon	04/04/11	220.33160	1.06309	79	6.0900		x	8.1829	29.38	x		19.9430	7.82
Tue	04/05/11	220.36780	1.06326	80	6.1681		x	8.1048	29.21	x		20.0211	7.99
Wed	04/06/11	220.40400	1.06344	81	6.2462		x	8.0267	29.03	x		20.0992	8.17
Thu	04/07/11	220.44020	1.06361	82	6.3244		x	7.9485	28.86	x		20.1774	8.34
Fri	04/08/11	220.47640	1.06379	83	6.4026		x	7.8703	28.68	x		20.2556	8.52
Mon	04/11/11	220.58500	1.06431	86	6.6372		x	7.6357	28.16	x		20.4902	9.04
Tue	04/12/11	220.62120	1.06448	87	6.7155		x	7.5574	27.99	x		20.5685	9.21
Wed	04/13/11	220.65740	1.06466	88	6.7938		x	7.4791	27.81	x		20.6468	9.39
Thu	04/14/11	220.69360	1.06483	89	6.8721		x	7.4008	27.64	x		20.7251	9.56
Fri	04/15/11	220.72980	1.06501	90	6.9505		x	7.3224	27.46	x		20.8035	9.74
Mon	04/18/11	220.83840	1.06553	93	7.1857		x	7.0872	26.94	x		21.0387	10.26
Tue	04/19/11	220.87460	1.06571	94	7.2642		x	7.0087	26.76	x		21.1172	10.44
Wed	04/20/11	220.91080	1.06588	95	7.3426		x	6.9303	26.59	x		21.1956	10.61
Thu	04/21/11	220.94700	1.06606	96	7.4212		x	6.8517	26.41	x		21.2742	10.79
Fri	04/22/11	220.98320	1.06623	97	7.4997		x	6.7732	26.24	x		21.3527	10.96
Mon	04/25/11	221.09180	1.06676	100	7.7355		x	6.5374	25.71	x		21.5885	11.49
Tue	04/26/11	221.12800	1.06693	101	7.8141		x	6.4588	25.54	x		21.6671	11.66
Wed	04/27/11	221.16420	1.06710	102	7.8927		x	6.3802	25.37	x		21.7457	11.83
Thu	04/28/11	221.20040	1.06728	103	7.9714		x	6.3015	25.19	x		21.8244	12.01
Fri	04/29/11	221.23660	1.06745	104	8.0501		x	6.2228	25.02	x		21.9031	12.18
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	05/02/11	221.37861	1.06814	107	8.2877		x	5.9852	24.33	x		22.1407	12.87
Tue	05/03/11	221.44823	1.06847	108	8.3677		x	5.9052	24.00	x		22.2207	13.20
Wed	05/04/11	221.51784	1.06881	109	8.4479		x	5.8250	23.66	x		22.3009	13.54
Thu	05/05/11	221.58745	1.06915	110	8.5281		x	5.7448	23.32	x		22.3811	13.88
Fri	05/06/11	221.65706	1.06948	111	8.6083		x	5.6646	22.99	x		22.4613	14.21
Mon	05/09/11	221.86590	1.07049	114	8.8493		x	5.4236	21.98	x		22.7023	15.22
Tue	05/10/11	221.93552	1.07083	115	8.9297		x	5.3432	21.64	x		22.7827	15.56
Wed	05/11/11	222.00513	1.07116	116	9.0102		x	5.2627	21.31	x		22.8632	15.89
Thu	05/12/11	222.07474	1.07150	117	9.0907		x	5.1822	20.97	x		22.9437	16.23
Fri	05/13/11	222.14435	1.07183	118	9.1713		x	5.1016	20.64	x		23.0243	16.56
Mon	05/16/11	222.35319	1.07284	121	9.4133		x	4.8596	19.63	x		23.2663	17.57
Tue	05/17/11	222.42281	1.07318	122	9.4941		x	4.7788	19.29	x		23.3471	17.91
Wed	05/18/11	222.49242	1.07351	123	9.5748		x	4.6981	18.96	x		23.4278	18.24
Thu	05/19/11	222.56203	1.07385	124	9.6558		x	4.6171	18.62	x		23.5088	18.58
Fri	05/20/11	222.63165	1.07418	125	9.7366		x	4.5363	18.29	x		23.5896	18.91
Mon	05/23/11	222.84048	1.07519	128	9.9797		x	4.2932	17.28	x		23.8327	19.92
Tue	05/24/11	222.91010	1.07553	129	10.0608		x	4.2121	16.94	x		23.9138	20.26
Wed	05/25/11	222.97971	1.07586	130	10.1419		x	4.1310	16.61	x		23.9949	20.59
Thu	05/26/11	223.04932	1.07620	131	10.2232		x	4.0497	16.27	x		24.0762	20.93
Fri	05/27/11	223.11894	1.07654	132	10.3045		x	3.9684	15.93	x		24.1575	21.27
Mon	05/30/11	223.32777	1.07754	135	10.5484		x	3.7245	14.93	x		24.4014	22.27
Tue	05/31/11	223.39739	1.07788	136	10.6299		x	3.6430	14.59	x		24.4829	22.61
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	06/01/11	223.46700	1.07822	137	10.7115		x	3.5614	14.25	x		24.5645	22.95
Thu	06/02/11	223.51497	1.07845	138	10.7919		x	3.4810	14.02	x		24.6449	23.18
Fri	06/03/11	223.56293	1.07868	139	10.8725		x	3.4004	13.79	x		24.7255	23.41
Mon	06/06/11	223.70683	1.07937	142	11.1142		x	3.1587	13.10	x		24.9672	24.10
Tue	06/07/11	223.75480	1.07960	143	11.1949		x	3.0780	12.87	x		25.0479	24.33
Wed	06/08/11	223.80277	1.07984	144	11.2757		x	2.9972	12.63	x		25.1287	24.57
Thu	06/09/11	223.85073	1.08007	145	11.3564		x	2.9165	12.40	x		25.2094	24.80
Fri	06/10/11	223.89870	1.08030	146	11.4372		x	2.8357	12.17	x		25.2902	25.03
Mon	06/13/11	224.04260	1.08099	149	11.6796		x	2.5933	11.48	x		25.5326	25.72
Tue	06/14/11	224.09057	1.08122	150	11.7605		x	2.5124	11.25	x		25.6135	25.95
Wed	06/15/11	224.13853	1.08146	151	11.8415		x	2.4314	11.01	x		25.6945	26.19
Thu	06/16/11	224.18650	1.08169	152	11.9225		x	2.3504	10.78	x		25.7755	26.42
Fri	06/17/11	224.23447	1.08192	153	12.0035		x	2.2694	10.55	x		25.8565	26.65
Mon	06/20/11	224.37837	1.08261	156	12.2467		x	2.0262	9.86	x		26.0997	27.34
Tue	06/21/11	224.42633	1.08284	157	12.3278		x	1.9451	9.63	x		26.1808	27.57
Wed	06/22/11	224.47430	1.08308	158	12.4090		x	1.8639	9.39	x		26.2620	27.81
Thu	06/23/11	224.52227	1.08331	159	12.4902		x	1.7827	9.16	x		26.3432	28.04
Fri	06/24/11	224.57023	1.08354	160	12.5715		x	1.7014	8.93	x		26.4245	28.27
Mon	06/27/11	224.71413	1.08423	163	12.8153		x	1.4576	8.24	x		26.6683	28.96
Tue	06/28/11	224.76210	1.08446	164	12.8967		x	1.3762	8.01	x		26.7497	29.19
Wed	06/29/11	224.81007	1.08470	165	12.9782		x	1.2947	7.77	x		26.8312	29.43
Thu	06/30/11	224.85803	1.08493	166	13.0596		x	1.2133	7.54	x		26.9126	29.66
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	07/01/11	224.90600	1.08516	167	13.1411		x	1.1318	7.31	x		26.9941	29.89
Mon	07/04/11	225.00839	1.08565	170	13.3832		x	0.8897	6.82	x		27.2362	30.38
Tue	07/05/11	225.04252	1.08582	171	13.4640		x	0.8089	6.65	x		27.3170	30.55
Wed	07/06/11	225.07665	1.08598	172	13.5448		x	0.7281	6.49	x		27.3978	30.71
Thu	07/07/11	225.11077	1.08615	173	13.6256		x	0.6473	6.32	x		27.4786	30.88
Fri	07/08/11	225.14490	1.08631	174	13.7064		x	0.5665	6.16	x		27.5594	31.04
Mon	07/11/11	225.24729	1.08681	177	13.9491		x	0.3238	5.66	x		27.8021	31.54
Tue	07/12/11	225.28142	1.08697	178	14.0300		x	0.2429	5.50	x		27.8830	31.70
Wed	07/13/11	225.31555	1.08713	179	14.1109		x	0.1620	5.34	x		27.9639	31.86
Thu	07/14/11	225.34968	1.08730	180	14.1920		x	0.0809	5.17	x		28.0450	32.03
Fri	07/15/11	225.38381	1.08746	0	0.0000			0.0000	5.01	x	x	28.1259	32.19
Mon	07/18/11	225.48619	1.08796	3	0.2328			-0.2328	4.51	x	x	28.3587	32.69
Tue	07/19/11	225.52032	1.08812	4	0.3105			-0.3105	4.35	x	x	28.4364	32.85
Wed	07/20/11	225.55445	1.08829	5	0.3881			-0.3881	4.18	x	x	28.5140	33.02
Thu	07/21/11	225.58858	1.08845	6	0.4658			-0.4658	4.02	x	x	28.5917	33.18
Fri	07/22/11	225.62271	1.08862	7	0.5436			-0.5436	3.85	x	x	28.6695	33.35
Mon	07/25/11	225.72510	1.08911	10	0.7769			-0.7769	3.36	x	x	28.9028	33.84
Tue	07/26/11	225.75923	1.08928	11	0.8547			-0.8547	3.19	x	x	28.9806	34.01
Wed	07/27/11	225.79335	1.08944	12	0.9325			-0.9325	3.03	x	x	29.0584	34.17
Thu	07/28/11	225.82748	1.08960	13	1.0104			-1.0104	2.87	x	x	29.1363	34.33
Fri	07/29/11	225.86161	1.08977	14	1.0883			-1.0883	2.70	x	x	29.2142	34.50
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	08/01/11	225.96400	1.09026	17	1.3221			-1.3221	2.21	x	x	29.4480	34.99
Tue	08/02/11	225.95619	1.09023	18	1.3998			-1.3998	2.24	x	x	29.5257	34.96
Wed	08/03/11	225.94839	1.09019	19	1.4775			-1.4775	2.28	x	x	29.6034	34.92
Thu	08/04/11	225.94058	1.09015	20	1.5552			-1.5552	2.32	x	x	29.6811	34.88
Fri	08/05/11	225.93277	1.09011	21	1.6329			-1.6329	2.36	x	x	29.7588	34.84
Mon	08/08/11	225.90935	1.09000	24	1.8660			-1.8660	2.47	x	x	29.9919	34.73
Tue	08/09/11	225.90155	1.08996	25	1.9437			-1.9437	2.51	x	x	30.0696	34.69
Wed	08/10/11	225.89374	1.08992	26	2.0214			-2.0214	2.55	x	x	30.1473	34.65
Thu	08/11/11	225.88594	1.08989	27	2.0991			-2.0991	2.58	x	x	30.2250	34.62
Fri	08/12/11	225.87813	1.08985	28	2.1767			-2.1767	2.62	x	x	30.3026	34.58
Mon	08/15/11	225.85471	1.08974	31	2.4097			-2.4097	2.73	x	x	30.5356	34.47
Tue	08/16/11	225.84690	1.08970	32	2.4874			-2.4874	2.77	x	x	30.6133	34.43
Wed	08/17/11	225.83910	1.08966	33	2.5650			-2.5650	2.81	x	x	30.6909	34.39
Thu	08/18/11	225.83129	1.08962	34	2.6426			-2.6426	2.85	x	x	30.7685	34.35
Fri	08/19/11	225.82348	1.08959	35	2.7203			-2.7203	2.88	x	x	30.8462	34.32
Mon	08/22/11	225.80006	1.08947	38	2.9531			-2.9531	3.00	x	x	31.0790	34.20
Tue	08/23/11	225.79226	1.08943	39	3.0307			-3.0307	3.04	x	x	31.1566	34.16
Wed	08/24/11	225.78445	1.08940	40	3.1083			-3.1083	3.07	x	x	31.2342	34.13
Thu	08/25/11	225.77665	1.08936	41	3.1859			-3.1859	3.11	x	x	31.3118	34.09
Fri	08/26/11	225.76884	1.08932	42	3.2635			-3.2635	3.15	x	x	31.3894	34.05
Mon	08/29/11	225.74542	1.08921	45	3.4963			-3.4963	3.26	x	x	31.6222	33.94
Tue	08/30/11	225.73761	1.08917	46	3.5738			-3.5738	3.30	x	x	31.6997	33.90
Wed	08/31/11	225.72981	1.08913	47	3.6514			-3.6514	3.34	x	x	31.7773	33.86
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	09/01/11	225.72200	1.08910	48	3.7290			-3.7290	3.37	x	x	31.8549	33.83
Fri	09/02/11	225.72867	1.08913	49	3.8068			-3.8068	3.34	x	x	31.9327	33.86
Mon	09/05/11	225.74867	1.08922	52	4.0402			-4.0402	3.25	x	x	32.1661	33.95
Tue	09/06/11	225.75533	1.08926	53	4.1180			-4.1180	3.21	x	x	32.2439	33.99
Wed	09/07/11	225.76200	1.08929	54	4.1958			-4.1958	3.18	x	x	32.3217	34.02
Thu	09/08/11	225.76867	1.08932	55	4.2737			-4.2737	3.15	x	x	32.3996	34.05
Fri	09/09/11	225.77533	1.08935	56	4.3515			-4.3515	3.12	x	x	32.4774	34.08
Mon	09/12/11	225.79533	1.08945	59	4.5850			-4.5850	3.02	x	x	32.7109	34.18
Tue	09/13/11	225.80200	1.08948	60	4.6629			-4.6629	2.99	x	x	32.7888	34.21
Wed	09/14/11	225.80867	1.08951	61	4.7407			-4.7407	2.96	x	x	32.8666	34.24
Thu	09/15/11	225.81533	1.08955	62	4.8186			-4.8186	2.92	x	x	32.9445	34.28
Fri	09/16/11	225.82200	1.08958	63	4.8964			-4.8964	2.89	x	x	33.0223	34.31
Mon	09/19/11	225.84200	1.08967	66	5.1300			-5.1300	2.80	x	x	33.2559	34.40
Tue	09/20/11	225.84867	1.08971	67	5.2080			-5.2080	2.76	x	x	33.3339	34.44
Wed	09/21/11	225.85533	1.08974	68	5.2858			-5.2858	2.73	x	x	33.4117	34.47
Thu	09/22/11	225.86200	1.08977	69	5.3637			-5.3637	2.70	x	x	33.4896	34.50
Fri	09/23/11	225.86867	1.08980	70	5.4416			-5.4416	2.67	x	x	33.5675	34.53
Mon	09/26/11	225.88867	1.08990	73	5.6753			-5.6753	2.57	x	x	33.8012	34.63
Tue	09/27/11	225.89533	1.08993	74	5.7532			-5.7532	2.54	x	x	33.8791	34.66
Wed	09/28/11	225.90200	1.08996	75	5.8311			-5.8311	2.51	x	x	33.9570	34.69
Thu	09/29/11	225.90867	1.09000	76	5.9091			-5.9091	2.47	x	x	34.0350	34.73
Fri	09/30/11	225.91533	1.09003	77	5.9870			-5.9870	2.44	x	x	34.1129	34.76
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	10/03/11	225.96219	1.09025	80	6.2215			-6.2215	2.22	x	x	34.3474	34.98
Tue	10/04/11	225.98229	1.09035	81	6.2999			-6.2999	2.12	x	x	34.4258	35.08
Wed	10/05/11	226.00239	1.09045	82	6.3782			-6.3782	2.02	x	x	34.5041	35.18
Thu	10/06/11	226.02248	1.09055	83	6.4566			-6.4566	1.92	x	x	34.5825	35.28
Fri	10/07/11	226.04258	1.09064	84	6.5349			-6.5349	1.83	x	x	34.6608	35.37
Mon	10/10/11	226.10287	1.09093	87	6.7701			-6.7701	1.54	x	x	34.8960	35.66
Tue	10/11/11	226.12297	1.09103	88	6.8486			-6.8486	1.44	x	x	34.9745	35.76
Wed	10/12/11	226.14306	1.09113	89	6.9270			-6.9270	1.34	x	x	35.0529	35.86
Thu	10/13/11	226.16316	1.09122	90	7.0055			-7.0055	1.25	x	x	35.1314	35.95
Fri	10/14/11	226.18326	1.09132	91	7.0839			-7.0839	1.15	x	x	35.2098	36.05
Mon	10/17/11	226.24355	1.09161	94	7.3194			-7.3194	0.86	x	x	35.4453	36.34
Tue	10/18/11	226.26365	1.09171	95	7.3980			-7.3980	0.76	x	x	35.5239	36.44
Wed	10/19/11	226.28374	1.09181	96	7.4765			-7.4765	0.66	x	x	35.6024	36.54
Thu	10/20/11	226.30384	1.09190	97	7.5550			-7.5550	0.57	x	x	35.6809	36.63
Fri	10/21/11	226.32394	1.09200	98	7.6336			-7.6336	0.47	x	x	35.7595	36.73
Mon	10/24/11	226.38423	1.09229	101	7.8694			-7.8694	0.18	x	x	35.9953	37.02
Tue	10/25/11	226.40432	1.09239	102	7.9480			-7.9480	0.08	x	x	36.0739	37.12
Wed	10/26/11	226.42442	1.09248	103	8.0266			-8.0266	-0.01	x	x	36.1525	37.21
Thu	10/27/11	226.44452	1.09258	104	8.1053			-8.1053	-0.11	x	x	36.2312	37.31
Fri	10/28/11	226.46461	1.09268	105	8.1840			-8.1840	-0.21	x	x	36.3099	37.41
Mon	10/31/11	226.52490	1.09297	108	8.4200			-8.4200	-0.50	x	x	36.5459	37.70
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	11/01/11	226.54500	1.09307	109	8.4988			-8.4988	-0.60	x	x	36.6247	37.80
Wed	11/02/11	226.55647	1.09312	110	8.5771			-8.5771	-0.65	x	x	36.7030	37.85
Thu	11/03/11	226.56793	1.09318	111	8.6556			-8.6556	-0.71	x	x	36.7815	37.91
Fri	11/04/11	226.57940	1.09323	112	8.7340			-8.7340	-0.76	x	x	36.8599	37.96
Mon	11/07/11	226.61380	1.09340	115	8.9693			-8.9693	-0.93	x	x	37.0952	38.13
Tue	11/08/11	226.62527	1.09345	116	9.0477			-9.0477	-0.98	x	x	37.1736	38.18
Wed	11/09/11	226.63673	1.09351	117	9.1262			-9.1262	-1.04	x	x	37.2521	38.24
Thu	11/10/11	226.64820	1.09356	118	9.2046			-9.2046	-1.09	x	x	37.3305	38.29
Fri	11/11/11	226.65967	1.09362	119	9.2831			-9.2831	-1.15	x	x	37.4090	38.35
Mon	11/14/11	226.69407	1.09379	122	9.5186			-9.5186	-1.32	x	x	37.6445	38.52
Tue	11/15/11	226.70553	1.09384	123	9.5971			-9.5971	-1.37	x	x	37.7230	38.57
Wed	11/16/11	226.71700	1.09390	124	9.6757			-9.6757	-1.43	x	x	37.8016	38.63
Thu	11/17/11	226.72847	1.09395	125	9.7541			-9.7541	-1.48	x	x	37.8800	38.68
Fri	11/18/11	226.73993	1.09401	126	9.8327			-9.8327	-1.54	x	x	37.9586	38.74
Mon	11/21/11	226.77433	1.09417	129	10.0683			-10.0683	-1.70	x	x	38.1942	38.90
Tue	11/22/11	226.78580	1.09423	130	10.1469			-10.1469	-1.76	x	x	38.2728	38.96
Wed	11/23/11	226.79727	1.09428	131	10.2254			-10.2254	-1.81	x	x	38.3513	39.01
Thu	11/24/11	226.80873	1.09434	132	10.3040			-10.3040	-1.87	x	x	38.4299	39.07
Fri	11/25/11	226.82020	1.09439	133	10.3826			-10.3826	-1.92	x	x	38.5085	39.12
Mon	11/28/11	226.85460	1.09456	136	10.6184			-10.6184	-2.09	x	x	38.7443	39.29
Tue	11/29/11	226.86607	1.09462	137	10.6971			-10.6971	-2.15	x	x	38.8230	39.35
Wed	11/30/11	226.87753	1.09467	138	10.7757			-10.7757	-2.20	x	x	38.9016	39.40
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	12/01/11	226.88900	1.09473	139	10.8543			-10.8543	-2.26	x	x	38.9802	39.46
Fri	12/02/11	226.87390	1.09465	140	10.9316			-10.9316	-2.18	x	x	39.0575	39.38
Mon	12/05/11	226.82861	1.09443	143	11.1636			-11.1636	-1.96	x	x	39.2895	39.16
Tue	12/06/11	226.81352	1.09436	144	11.2410			-11.2410	-1.89	x	x	39.3669	39.09
Wed	12/07/11	226.79842	1.09429	145	11.3183			-11.3183	-1.82	x	x	39.4442	39.02
Thu	12/08/11	226.78332	1.09422	146	11.3956			-11.3956	-1.75	x	x	39.5215	38.95
Fri	12/09/11	226.76823	1.09414	147	11.4729			-11.4729	-1.67	x	x	39.5988	38.87
Mon	12/12/11	226.72294	1.09392	150	11.7046			-11.7046	-1.45	x	x	39.8305	38.65
Tue	12/13/11	226.70784	1.09385	151	11.7819			-11.7819	-1.38	x	x	39.9078	38.58
Wed	12/14/11	226.69274	1.09378	152	11.8592			-11.8592	-1.31	x	x	39.9851	38.51
Thu	12/15/11	226.67765	1.09371	153	11.9364			-11.9364	-1.24	x	x	40.0623	38.44
Fri	12/16/11	226.66255	1.09363	154	12.0136			-12.0136	-1.16	x	x	40.1395	38.36
Mon	12/19/11	226.61726	1.09342	157	12.2453			-12.2453	-0.95	x	x	40.3712	38.15
Tue	12/20/11	226.60216	1.09334	158	12.3224			-12.3224	-0.87	x	x	40.4483	38.07
Wed	12/21/11	226.58706	1.09327	159	12.3996			-12.3996	-0.80	x	x	40.5255	38.00
Thu	12/22/11	226.57197	1.09320	160	12.4767			-12.4767	-0.73	x	x	40.6026	37.93
Fri	12/23/11	226.55687	1.09312	161	12.5538			-12.5538	-0.65	x	x	40.6797	37.85
Mon	12/26/11	226.51158	1.09291	164	12.7853			-12.7853	-0.44	x	x	40.9112	37.64
Tue	12/27/11	226.49648	1.09283	165	12.8623			-12.8623	-0.36	x	x	40.9882	37.56
Wed	12/28/11	226.48139	1.09276	166	12.9394			-12.9394	-0.29	x	x	41.0653	37.49
Thu	12/29/11	226.46629	1.09269	167	13.0165			-13.0165	-0.22	x	x	41.1424	37.42
Fri	12/30/11	226.45119	1.09261	168	13.0935			-13.0935	-0.14	x	x	41.2194	37.34
Sun	01/01/12	226.42100	1.09247

Generated 12/16/11 09:15