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

Interest and OID per $1,000 Face Value for 2010

CUSIP Number	912828GX2	Interest 01/15/10 (184 days)	$13.6942
Dated Date	July 15, 2007	Interest 07/15/10 (181 days)	$13.8108
Ref CPI on Dated Date	207.25639	Interest Total	$27.5050
Original Issue Date	July 16, 2007	Interest 01/15/11 (184 days)

						Purchased on Settelment Date & held to 01/01/11				Held on 01/01/10 & 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
Fri	01/01/10	216.17700	1.04304	170	12.6483	x	x	14.8567	12.23			12.6483	0.00
Mon	01/04/10	216.19181	1.04311	173	12.8723	x	x	14.6327	12.16			12.8723	0.07
Tue	01/05/10	216.19674	1.04314	174	12.9471	x	x	14.5579	12.13			12.9471	0.10
Wed	01/06/10	216.20168	1.04316	175	13.0218	x	x	14.4832	12.11			13.0218	0.12
Thu	01/07/10	216.20661	1.04318	176	13.0964	x	x	14.4086	12.09			13.0964	0.14
Fri	01/08/10	216.21155	1.04321	177	13.1712	x	x	14.3338	12.06			13.1712	0.17
Mon	01/11/10	216.22635	1.04328	180	13.3954	x	x	14.1096	11.99			13.3954	0.24
Tue	01/12/10	216.23129	1.04330	181	13.4701	x	x	14.0349	11.97			13.4701	0.26
Wed	01/13/10	216.23623	1.04333	182	13.5449	x	x	13.9601	11.94			13.5449	0.29
Thu	01/14/10	216.24116	1.04335	183	13.6195	x	x	13.8855	11.92			13.6195	0.31
Fri	01/15/10	216.24610	1.04337	0	0.0000		x	13.8108	11.90	x		13.6942	0.33
Mon	01/18/10	216.26090	1.04345	3	0.2270		x	13.5838	11.82	x		13.9212	0.41
Tue	01/19/10	216.26584	1.04347	4	0.3027		x	13.5081	11.80	x		13.9969	0.43
Wed	01/20/10	216.27077	1.04349	5	0.3783		x	13.4325	11.78	x		14.0725	0.45
Thu	01/21/10	216.27571	1.04352	6	0.4540		x	13.3568	11.75	x		14.1482	0.48
Fri	01/22/10	216.28065	1.04354	7	0.5297		x	13.2811	11.73	x		14.2239	0.50
Mon	01/25/10	216.29545	1.04361	10	0.7568		x	13.0540	11.66	x		14.4510	0.57
Tue	01/26/10	216.30039	1.04364	11	0.8325		x	12.9783	11.63	x		14.5267	0.60
Wed	01/27/10	216.30532	1.04366	12	0.9082		x	12.9026	11.61	x		14.6024	0.62
Thu	01/28/10	216.31026	1.04368	13	0.9839		x	12.8269	11.59	x		14.6781	0.64
Fri	01/29/10	216.31519	1.04371	14	1.0596		x	12.7512	11.56	x		14.7538	0.67
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	02/01/10	216.33000	1.04378	17	1.2867		x	12.5241	11.49	x		14.9809	0.74
Tue	02/02/10	216.31639	1.04371	18	1.3623		x	12.4485	11.56	x		15.0565	0.67
Wed	02/03/10	216.30279	1.04365	19	1.4379		x	12.3729	11.62	x		15.1321	0.61
Thu	02/04/10	216.28918	1.04358	20	1.5135		x	12.2973	11.69	x		15.2077	0.54
Fri	02/05/10	216.27557	1.04352	21	1.5891		x	12.2217	11.75	x		15.2833	0.48
Mon	02/08/10	216.23475	1.04332	24	1.8157		x	11.9951	11.95	x		15.5099	0.28
Tue	02/09/10	216.22114	1.04325	25	1.8913		x	11.9195	12.02	x		15.5855	0.21
Wed	02/10/10	216.20754	1.04319	26	1.9668		x	11.8440	12.08	x		15.6610	0.15
Thu	02/11/10	216.19393	1.04312	27	2.0423		x	11.7685	12.15	x		15.7365	0.08
Fri	02/12/10	216.18032	1.04306	28	2.1178		x	11.6930	12.21	x		15.8120	0.02
Mon	02/15/10	216.13950	1.04286	31	2.3443		x	11.4665	12.41	x		16.0385	-0.18
Tue	02/16/10	216.12589	1.04279	32	2.4197		x	11.3911	12.48	x		16.1139	-0.25
Wed	02/17/10	216.11229	1.04273	33	2.4952		x	11.3156	12.54	x		16.1894	-0.31
Thu	02/18/10	216.09868	1.04266	34	2.5706		x	11.2402	12.61	x		16.2648	-0.38
Fri	02/19/10	216.08507	1.04260	35	2.6461		x	11.1647	12.67	x		16.3403	-0.44
Mon	02/22/10	216.04425	1.04240	38	2.8724		x	10.9384	12.87	x		16.5666	-0.64
Tue	02/23/10	216.03064	1.04234	39	2.9478		x	10.8630	12.93	x		16.6420	-0.70
Wed	02/24/10	216.01704	1.04227	40	3.0232		x	10.7876	13.00	x		16.7174	-0.77
Thu	02/25/10	216.00343	1.04220	41	3.0985		x	10.7123	13.07	x		16.7927	-0.84
Fri	02/26/10	215.98982	1.04214	42	3.1739		x	10.6369	13.13	x		16.8681	-0.90
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	03/01/10	215.94900	1.04194	45	3.4000		x	10.4108	13.33	x		17.0942	-1.10
Tue	03/02/10	215.97281	1.04206	46	3.4759		x	10.3349	13.21	x		17.1701	-0.98
Wed	03/03/10	215.99661	1.04217	47	3.5519		x	10.2589	13.10	x		17.2461	-0.87
Thu	03/04/10	216.02042	1.04229	48	3.6279		x	10.1829	12.98	x		17.3221	-0.75
Fri	03/05/10	216.04423	1.04240	49	3.7038		x	10.1070	12.87	x		17.3980	-0.64
Mon	03/08/10	216.11565	1.04275	52	3.9319		x	9.8789	12.52	x		17.6261	-0.29
Tue	03/09/10	216.13945	1.04286	53	4.0080		x	9.8028	12.41	x		17.7022	-0.18
Wed	03/10/10	216.16326	1.04298	54	4.0840		x	9.7268	12.29	x		17.7782	-0.06
Thu	03/11/10	216.18706	1.04309	55	4.1601		x	9.6507	12.18	x		17.8543	0.05
Fri	03/12/10	216.21087	1.04320	56	4.2362		x	9.5746	12.07	x		17.9304	0.16
Mon	03/15/10	216.28229	1.04355	59	4.4646		x	9.3462	11.72	x		18.1588	0.51
Tue	03/16/10	216.30610	1.04366	60	4.5408		x	9.2700	11.61	x		18.2350	0.62
Wed	03/17/10	216.32990	1.04378	61	4.6170		x	9.1938	11.49	x		18.3112	0.74
Thu	03/18/10	216.35371	1.04389	62	4.6932		x	9.1176	11.38	x		18.3874	0.85
Fri	03/19/10	216.37752	1.04401	63	4.7694		x	9.0414	11.26	x		18.4636	0.97
Mon	03/22/10	216.44894	1.04435	66	4.9982		x	8.8126	10.92	x		18.6924	1.31
Tue	03/23/10	216.47274	1.04447	67	5.0745		x	8.7363	10.80	x		18.7687	1.43
Wed	03/24/10	216.49655	1.04458	68	5.1508		x	8.6600	10.69	x		18.8450	1.54
Thu	03/25/10	216.52035	1.04470	69	5.2271		x	8.5837	10.57	x		18.9213	1.66
Fri	03/26/10	216.54416	1.04481	70	5.3034		x	8.5074	10.46	x		18.9976	1.77
Mon	03/29/10	216.61558	1.04516	73	5.5326		x	8.2782	10.11	x		19.2268	2.12
Tue	03/30/10	216.63939	1.04527	74	5.6089		x	8.2019	10.00	x		19.3031	2.23
Wed	03/31/10	216.66319	1.04539	75	5.6854		x	8.1254	9.88	x		19.3796	2.35
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	04/01/10	216.68700	1.04550	76	5.7618		x	8.0490	9.77	x		19.4560	2.46
Fri	04/02/10	216.68880	1.04551	77	5.8377		x	7.9731	9.76	x		19.5319	2.47
Mon	04/05/10	216.69420	1.04554	80	6.0653		x	7.7455	9.73	x		19.7595	2.50
Tue	04/06/10	216.69600	1.04555	81	6.1412		x	7.6696	9.72	x		19.8354	2.51
Wed	04/07/10	216.69780	1.04555	82	6.2170		x	7.5938	9.72	x		19.9112	2.51
Thu	04/08/10	216.69960	1.04556	83	6.2929		x	7.5179	9.71	x		19.9871	2.52
Fri	04/09/10	216.70140	1.04557	84	6.3687		x	7.4421	9.70	x		20.0629	2.53
Mon	04/12/10	216.70680	1.04560	87	6.5964		x	7.2144	9.67	x		20.2906	2.56
Tue	04/13/10	216.70860	1.04561	88	6.6723		x	7.1385	9.66	x		20.3665	2.57
Wed	04/14/10	216.71040	1.04562	89	6.7481		x	7.0627	9.65	x		20.4423	2.58
Thu	04/15/10	216.71220	1.04562	90	6.8240		x	6.9868	9.65	x		20.5182	2.58
Fri	04/16/10	216.71400	1.04563	91	6.8999		x	6.9109	9.64	x		20.5941	2.59
Mon	04/19/10	216.71940	1.04566	94	7.1275		x	6.6833	9.61	x		20.8217	2.62
Tue	04/20/10	216.72120	1.04567	95	7.2034		x	6.6074	9.60	x		20.8976	2.63
Wed	04/21/10	216.72300	1.04568	96	7.2793		x	6.5315	9.59	x		20.9735	2.64
Thu	04/22/10	216.72480	1.04568	97	7.3551		x	6.4557	9.59	x		21.0493	2.64
Fri	04/23/10	216.72660	1.04569	98	7.4310		x	6.3798	9.58	x		21.1252	2.65
Mon	04/26/10	216.73200	1.04572	101	7.6587		x	6.1521	9.55	x		21.3529	2.68
Tue	04/27/10	216.73380	1.04573	102	7.7346		x	6.0762	9.54	x		21.4288	2.69
Wed	04/28/10	216.73560	1.04574	103	7.8106		x	6.0002	9.53	x		21.5048	2.70
Thu	04/29/10	216.73740	1.04575	104	7.8865		x	5.9243	9.52	x		21.5807	2.71
Fri	04/30/10	216.73920	1.04575	105	7.9623		x	5.8485	9.52	x		21.6565	2.71
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	05/03/10	216.79842	1.04604	108	8.1921		x	5.6187	9.23	x		21.8863	3.00
Tue	05/04/10	216.82713	1.04618	109	8.2690		x	5.5418	9.09	x		21.9632	3.14
Wed	05/05/10	216.85584	1.04632	110	8.3460		x	5.4648	8.95	x		22.0402	3.28
Thu	05/06/10	216.88455	1.04646	111	8.4230		x	5.3878	8.81	x		22.1172	3.42
Fri	05/07/10	216.91326	1.04659	112	8.4999		x	5.3109	8.68	x		22.1941	3.55
Mon	05/10/10	216.99939	1.04701	115	8.7311		x	5.0797	8.26	x		22.4253	3.97
Tue	05/11/10	217.02810	1.04715	116	8.8082		x	5.0026	8.12	x		22.5024	4.11
Wed	05/12/10	217.05681	1.04729	117	8.8853		x	4.9255	7.98	x		22.5795	4.25
Thu	05/13/10	217.08552	1.04742	118	8.9624		x	4.8484	7.85	x		22.6566	4.38
Fri	05/14/10	217.11423	1.04756	119	9.0395		x	4.7713	7.71	x		22.7337	4.52
Mon	05/17/10	217.20035	1.04798	122	9.2711		x	4.5397	7.29	x		22.9653	4.94
Tue	05/18/10	217.22906	1.04812	123	9.3484		x	4.4624	7.15	x		23.0426	5.08
Wed	05/19/10	217.25777	1.04826	124	9.4257		x	4.3851	7.01	x		23.1199	5.22
Thu	05/20/10	217.28648	1.04839	125	9.5028		x	4.3080	6.88	x		23.1970	5.35
Fri	05/21/10	217.31519	1.04853	126	9.5801		x	4.2307	6.74	x		23.2743	5.49
Mon	05/24/10	217.40132	1.04895	129	9.8122		x	3.9986	6.32	x		23.5064	5.91
Tue	05/25/10	217.43003	1.04909	130	9.8896		x	3.9212	6.18	x		23.5838	6.05
Wed	05/26/10	217.45874	1.04923	131	9.9670		x	3.8438	6.04	x		23.6612	6.19
Thu	05/27/10	217.48745	1.04936	132	10.0443		x	3.7665	5.91	x		23.7385	6.32
Fri	05/28/10	217.51616	1.04950	133	10.1217		x	3.6891	5.77	x		23.8159	6.46
Mon	05/31/10	217.60229	1.04992	136	10.3542		x	3.4566	5.35	x		24.0484	6.88
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	06/01/10	217.63100	1.05006	137	10.4317		x	3.3791	5.21	x		24.1259	7.02
Wed	06/02/10	217.64360	1.05012	138	10.5085		x	3.3023	5.15	x		24.2027	7.08
Thu	06/03/10	217.65620	1.05018	139	10.5852		x	3.2256	5.09	x		24.2794	7.14
Fri	06/04/10	217.66880	1.05024	140	10.6620		x	3.1488	5.03	x		24.3562	7.20
Mon	06/07/10	217.70660	1.05042	143	10.8923		x	2.9185	4.85	x		24.5865	7.38
Tue	06/08/10	217.71920	1.05048	144	10.9691		x	2.8417	4.79	x		24.6633	7.44
Wed	06/09/10	217.73180	1.05054	145	11.0459		x	2.7649	4.73	x		24.7401	7.50
Thu	06/10/10	217.74440	1.05060	146	11.1227		x	2.6881	4.67	x		24.8169	7.56
Fri	06/11/10	217.75700	1.05066	147	11.1995		x	2.6113	4.61	x		24.8937	7.62
Mon	06/14/10	217.79480	1.05085	150	11.4302		x	2.3806	4.42	x		25.1244	7.81
Tue	06/15/10	217.80740	1.05091	151	11.5070		x	2.3038	4.36	x		25.2012	7.87
Wed	06/16/10	217.82000	1.05097	152	11.5839		x	2.2269	4.30	x		25.2781	7.93
Thu	06/17/10	217.83260	1.05103	153	11.6608		x	2.1500	4.24	x		25.3550	7.99
Fri	06/18/10	217.84520	1.05109	154	11.7377		x	2.0731	4.18	x		25.4319	8.05
Mon	06/21/10	217.88300	1.05127	157	11.9684		x	1.8424	4.00	x		25.6626	8.23
Tue	06/22/10	217.89560	1.05133	158	12.0453		x	1.7655	3.94	x		25.7395	8.29
Wed	06/23/10	217.90820	1.05139	159	12.1222		x	1.6886	3.88	x		25.8164	8.35
Thu	06/24/10	217.92080	1.05146	160	12.1993		x	1.6115	3.81	x		25.8935	8.42
Fri	06/25/10	217.93340	1.05152	161	12.2762		x	1.5346	3.75	x		25.9704	8.48
Mon	06/28/10	217.97120	1.05170	164	12.5071		x	1.3037	3.57	x		26.2013	8.66
Tue	06/29/10	217.98380	1.05176	165	12.5841		x	1.2267	3.51	x		26.2783	8.72
Wed	06/30/10	217.99640	1.05182	166	12.6611		x	1.1497	3.45	x		26.3553	8.78
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	07/01/10	218.00900	1.05188	167	12.7381		x	1.0727	3.39	x		26.4323	8.84
Fri	07/02/10	218.01445	1.05191	168	12.8147		x	0.9961	3.36	x		26.5089	8.87
Mon	07/05/10	218.03081	1.05199	171	13.0445		x	0.7663	3.28	x		26.7387	8.95
Tue	07/06/10	218.03626	1.05201	172	13.1211		x	0.6897	3.26	x		26.8153	8.97
Wed	07/07/10	218.04171	1.05204	173	13.1977		x	0.6131	3.23	x		26.8919	9.00
Thu	07/08/10	218.04716	1.05206	174	13.2743		x	0.5365	3.21	x		26.9685	9.02
Fri	07/09/10	218.05261	1.05209	175	13.3509		x	0.4599	3.18	x		27.0451	9.05
Mon	07/12/10	218.06897	1.05217	178	13.5808		x	0.2300	3.10	x		27.2750	9.13
Tue	07/13/10	218.07442	1.05220	179	13.6575		x	0.1533	3.07	x		27.3517	9.16
Wed	07/14/10	218.07987	1.05222	180	13.7341		x	0.0767	3.05	x		27.4283	9.18
Thu	07/15/10	218.08532	1.05225	0	0.0000			0.0000	3.02	x	x	27.5050	9.21
Fri	07/16/10	218.09077	1.05228	1	0.0751			-0.0751	2.99	x	x	27.5801	9.24
Mon	07/19/10	218.10713	1.05235	4	0.3003			-0.3003	2.92	x	x	27.8053	9.31
Tue	07/20/10	218.11258	1.05238	5	0.3753			-0.3753	2.89	x	x	27.8803	9.34
Wed	07/21/10	218.11803	1.05241	6	0.4504			-0.4504	2.86	x	x	27.9554	9.37
Thu	07/22/10	218.12348	1.05243	7	0.5255			-0.5255	2.84	x	x	28.0305	9.39
Fri	07/23/10	218.12894	1.05246	8	0.6006			-0.6006	2.81	x	x	28.1056	9.42
Mon	07/26/10	218.14529	1.05254	11	0.8259			-0.8259	2.73	x	x	28.3309	9.50
Tue	07/27/10	218.15074	1.05256	12	0.9010			-0.9010	2.71	x	x	28.4060	9.52
Wed	07/28/10	218.15619	1.05259	13	0.9761			-0.9761	2.68	x	x	28.4811	9.55
Thu	07/29/10	218.16165	1.05262	14	1.0512			-1.0512	2.65	x	x	28.5562	9.58
Fri	07/30/10	218.16710	1.05264	15	1.1263			-1.1263	2.63	x	x	28.6313	9.60
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	08/02/10	218.17113	1.05266	18	1.3516			-1.3516	2.61	x	x	28.8566	9.62
Tue	08/03/10	218.16426	1.05263	19	1.4266			-1.4266	2.64	x	x	28.9316	9.59
Wed	08/04/10	218.15739	1.05260	20	1.5017			-1.5017	2.67	x	x	29.0067	9.56
Thu	08/05/10	218.15052	1.05256	21	1.5767			-1.5767	2.71	x	x	29.0817	9.52
Fri	08/06/10	218.14365	1.05253	22	1.6517			-1.6517	2.74	x	x	29.1567	9.49
Mon	08/09/10	218.12303	1.05243	25	1.8768			-1.8768	2.84	x	x	29.3818	9.39
Tue	08/10/10	218.11616	1.05240	26	1.9518			-1.9518	2.87	x	x	29.4568	9.36
Wed	08/11/10	218.10929	1.05236	27	2.0268			-2.0268	2.91	x	x	29.5318	9.32
Thu	08/12/10	218.10242	1.05233	28	2.1018			-2.1018	2.94	x	x	29.6068	9.29
Fri	08/13/10	218.09555	1.05230	29	2.1768			-2.1768	2.97	x	x	29.6818	9.26
Mon	08/16/10	218.07494	1.05220	32	2.4018			-2.4018	3.07	x	x	29.9068	9.16
Tue	08/17/10	218.06806	1.05217	33	2.4767			-2.4767	3.10	x	x	29.9817	9.13
Wed	08/18/10	218.06119	1.05213	34	2.5517			-2.5517	3.14	x	x	30.0567	9.09
Thu	08/19/10	218.05432	1.05210	35	2.6267			-2.6267	3.17	x	x	30.1317	9.06
Fri	08/20/10	218.04745	1.05207	36	2.7016			-2.7016	3.20	x	x	30.2066	9.03
Mon	08/23/10	218.02684	1.05197	39	2.9265			-2.9265	3.30	x	x	30.4315	8.93
Tue	08/24/10	218.01997	1.05193	40	3.0014			-3.0014	3.34	x	x	30.5064	8.89
Wed	08/25/10	218.01310	1.05190	41	3.0764			-3.0764	3.37	x	x	30.5814	8.86
Thu	08/26/10	218.00623	1.05187	42	3.1513			-3.1513	3.40	x	x	30.6563	8.83
Fri	08/27/10	217.99935	1.05183	43	3.2262			-3.2262	3.44	x	x	30.7312	8.79
Mon	08/30/10	217.97874	1.05173	46	3.4510			-3.4510	3.54	x	x	30.9560	8.69
Tue	08/31/10	217.97187	1.05170	47	3.5259			-3.5259	3.57	x	x	31.0309	8.66
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	09/01/10	217.96500	1.05167	48	3.6008			-3.6008	3.60	x	x	31.1058	8.63
Thu	09/02/10	217.96653	1.05168	49	3.6759			-3.6759	3.59	x	x	31.1809	8.64
Fri	09/03/10	217.96807	1.05168	50	3.7509			-3.7509	3.59	x	x	31.2559	8.64
Mon	09/06/10	217.97267	1.05171	53	3.9761			-3.9761	3.56	x	x	31.4811	8.67
Tue	09/07/10	217.97420	1.05171	54	4.0511			-4.0511	3.56	x	x	31.5561	8.67
Wed	09/08/10	217.97573	1.05172	55	4.1261			-4.1261	3.55	x	x	31.6311	8.68
Thu	09/09/10	217.97727	1.05173	56	4.2012			-4.2012	3.54	x	x	31.7062	8.69
Fri	09/10/10	217.97880	1.05174	57	4.2763			-4.2763	3.53	x	x	31.7813	8.70
Mon	09/13/10	217.98340	1.05176	60	4.5014			-4.5014	3.51	x	x	32.0064	8.72
Tue	09/14/10	217.98493	1.05176	61	4.5764			-4.5764	3.51	x	x	32.0814	8.72
Wed	09/15/10	217.98647	1.05177	62	4.6515			-4.6515	3.50	x	x	32.1565	8.73
Thu	09/16/10	217.98800	1.05178	63	4.7266			-4.7266	3.49	x	x	32.2316	8.74
Fri	09/17/10	217.98953	1.05179	64	4.8016			-4.8016	3.48	x	x	32.3066	8.75
Mon	09/20/10	217.99413	1.05181	67	5.0268			-5.0268	3.46	x	x	32.5318	8.77
Tue	09/21/10	217.99567	1.05182	68	5.1019			-5.1019	3.45	x	x	32.6069	8.78
Wed	09/22/10	217.99720	1.05182	69	5.1769			-5.1769	3.45	x	x	32.6819	8.78
Thu	09/23/10	217.99873	1.05183	70	5.2520			-5.2520	3.44	x	x	32.7570	8.79
Fri	09/24/10	218.00027	1.05184	71	5.3271			-5.3271	3.43	x	x	32.8321	8.80
Mon	09/27/10	218.00487	1.05186	74	5.5523			-5.5523	3.41	x	x	33.0573	8.82
Tue	09/28/10	218.00640	1.05187	75	5.6274			-5.6274	3.40	x	x	33.1324	8.83
Wed	09/29/10	218.00793	1.05188	76	5.7024			-5.7024	3.39	x	x	33.2074	8.84
Thu	09/30/10	218.00947	1.05188	77	5.7775			-5.7775	3.39	x	x	33.2825	8.84
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	10/01/10	218.01100	1.05189	78	5.8526			-5.8526	3.38	x	x	33.3576	8.85
Mon	10/04/10	218.04013	1.05203	81	6.0785			-6.0785	3.24	x	x	33.5835	8.99
Tue	10/05/10	218.04984	1.05208	82	6.1538			-6.1538	3.19	x	x	33.6588	9.04
Wed	10/06/10	218.05955	1.05212	83	6.2291			-6.2291	3.15	x	x	33.7341	9.08
Thu	10/07/10	218.06926	1.05217	84	6.3044			-6.3044	3.10	x	x	33.8094	9.13
Fri	10/08/10	218.07897	1.05222	85	6.3798			-6.3798	3.05	x	x	33.8848	9.18
Mon	10/11/10	218.10810	1.05236	88	6.6058			-6.6058	2.91	x	x	34.1108	9.32
Tue	10/12/10	218.11781	1.05241	89	6.6812			-6.6812	2.86	x	x	34.1862	9.37
Wed	10/13/10	218.12752	1.05245	90	6.7566			-6.7566	2.82	x	x	34.2616	9.41
Thu	10/14/10	218.13723	1.05250	91	6.8320			-6.8320	2.77	x	x	34.3370	9.46
Fri	10/15/10	218.14694	1.05255	92	6.9074			-6.9074	2.72	x	x	34.4124	9.51
Mon	10/18/10	218.17606	1.05269	95	7.1335			-7.1335	2.58	x	x	34.6385	9.65
Tue	10/19/10	218.18577	1.05273	96	7.2089			-7.2089	2.54	x	x	34.7139	9.69
Wed	10/20/10	218.19548	1.05278	97	7.2844			-7.2844	2.49	x	x	34.7894	9.74
Thu	10/21/10	218.20519	1.05283	98	7.3598			-7.3598	2.44	x	x	34.8648	9.79
Fri	10/22/10	218.21490	1.05287	99	7.4352			-7.4352	2.40	x	x	34.9402	9.83
Mon	10/25/10	218.24403	1.05301	102	7.6615			-7.6615	2.26	x	x	35.1665	9.97
Tue	10/26/10	218.25374	1.05306	103	7.7370			-7.7370	2.21	x	x	35.2420	10.02
Wed	10/27/10	218.26345	1.05311	104	7.8125			-7.8125	2.16	x	x	35.3175	10.07
Thu	10/28/10	218.27316	1.05316	105	7.8880			-7.8880	2.11	x	x	35.3930	10.12
Fri	10/29/10	218.28287	1.05320	106	7.9634			-7.9634	2.07	x	x	35.4684	10.16
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	11/01/10	218.31200	1.05334	109	8.1899			-8.1899	1.93	x	x	35.6949	10.30
Tue	11/02/10	218.31623	1.05336	110	8.2652			-8.2652	1.91	x	x	35.7702	10.32
Wed	11/03/10	218.32047	1.05338	111	8.3405			-8.3405	1.89	x	x	35.8455	10.34
Thu	11/04/10	218.32470	1.05340	112	8.4157			-8.4157	1.87	x	x	35.9207	10.36
Fri	11/05/10	218.32893	1.05342	113	8.4911			-8.4911	1.85	x	x	35.9961	10.38
Mon	11/08/10	218.34163	1.05349	116	8.7171			-8.7171	1.78	x	x	36.2221	10.45
Tue	11/09/10	218.34587	1.05351	117	8.7924			-8.7924	1.76	x	x	36.2974	10.47
Wed	11/10/10	218.35010	1.05353	118	8.8677			-8.8677	1.74	x	x	36.3727	10.49
Thu	11/11/10	218.35433	1.05355	119	8.9430			-8.9430	1.72	x	x	36.4480	10.51
Fri	11/12/10	218.35857	1.05357	120	9.0183			-9.0183	1.70	x	x	36.5233	10.53
Mon	11/15/10	218.37127	1.05363	123	9.2443			-9.2443	1.64	x	x	36.7493	10.59
Tue	11/16/10	218.37550	1.05365	124	9.3196			-9.3196	1.62	x	x	36.8246	10.61
Wed	11/17/10	218.37973	1.05367	125	9.3950			-9.3950	1.60	x	x	36.9000	10.63
Thu	11/18/10	218.38397	1.05369	126	9.4703			-9.4703	1.58	x	x	36.9753	10.65
Fri	11/19/10	218.38820	1.05371	127	9.5457			-9.5457	1.56	x	x	37.0507	10.67
Mon	11/22/10	218.40090	1.05377	130	9.7717			-9.7717	1.50	x	x	37.2767	10.73
Tue	11/23/10	218.40513	1.05379	131	9.8471			-9.8471	1.48	x	x	37.3521	10.75
Wed	11/24/10	218.40937	1.05381	132	9.9224			-9.9224	1.46	x	x	37.4274	10.77
Thu	11/25/10	218.41360	1.05383	133	9.9978			-9.9978	1.44	x	x	37.5028	10.79
Fri	11/26/10	218.41783	1.05385	134	10.0731			-10.0731	1.42	x	x	37.5781	10.81
Mon	11/29/10	218.43053	1.05391	137	10.2992			-10.2992	1.36	x	x	37.8042	10.87
Tue	11/30/10	218.43477	1.05394	138	10.3747			-10.3747	1.33	x	x	37.8797	10.90
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	12/01/10	218.43900	1.05396	139	10.4501			-10.4501	1.31	x	x	37.9551	10.92
Thu	12/02/10	218.44777	1.05400	140	10.5257			-10.5257	1.27	x	x	38.0307	10.96
Fri	12/03/10	218.45655	1.05404	141	10.6013			-10.6013	1.23	x	x	38.1063	11.00
Mon	12/06/10	218.48287	1.05417	144	10.8282			-10.8282	1.10	x	x	38.3332	11.13
Tue	12/07/10	218.49165	1.05421	145	10.9038			-10.9038	1.06	x	x	38.4088	11.17
Wed	12/08/10	218.50042	1.05425	146	10.9794			-10.9794	1.02	x	x	38.4844	11.21
Thu	12/09/10	218.50919	1.05429	147	11.0550			-11.0550	0.98	x	x	38.5600	11.25
Fri	12/10/10	218.51797	1.05434	148	11.1307			-11.1307	0.93	x	x	38.6357	11.30
Mon	12/13/10	218.54429	1.05446	151	11.3577			-11.3577	0.81	x	x	38.8627	11.42
Tue	12/14/10	218.55306	1.05451	152	11.4334			-11.4334	0.76	x	x	38.9384	11.47
Wed	12/15/10	218.56184	1.05455	153	11.5091			-11.5091	0.72	x	x	39.0141	11.51
Thu	12/16/10	218.57061	1.05459	154	11.5847			-11.5847	0.68	x	x	39.0897	11.55
Fri	12/17/10	218.57939	1.05463	155	11.6604			-11.6604	0.64	x	x	39.1654	11.59
Mon	12/20/10	218.60571	1.05476	158	11.8875			-11.8875	0.51	x	x	39.3925	11.72
Tue	12/21/10	218.61448	1.05480	159	11.9632			-11.9632	0.47	x	x	39.4682	11.76
Wed	12/22/10	218.62326	1.05484	160	12.0389			-12.0389	0.43	x	x	39.5439	11.80
Thu	12/23/10	218.63203	1.05489	161	12.1148			-12.1148	0.38	x	x	39.6198	11.85
Fri	12/24/10	218.64081	1.05493	162	12.1905			-12.1905	0.34	x	x	39.6955	11.89
Mon	12/27/10	218.66713	1.05506	165	12.4177			-12.4177	0.21	x	x	39.9227	12.02
Tue	12/28/10	218.67590	1.05510	166	12.4935			-12.4935	0.17	x	x	39.9985	12.06
Wed	12/29/10	218.68468	1.05514	167	12.5692			-12.5692	0.13	x	x	40.0742	12.10
Thu	12/30/10	218.69345	1.05518	168	12.6450			-12.6450	0.09	x	x	40.1500	12.14
Fri	12/31/10	218.70223	1.05523	169	12.7208			-12.7208	0.04	x	x	40.2258	12.19
Sat	01/01/11	218.71100	1.05527

Generated 03/09/11 23:48