0.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2021

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

CUSIP Number	912828QV5
Dated Date	July 15, 2011
Ref CPI on Dated Date	225.38381
Original Issue Date	July 29, 2011	Interest 01/15/12 (184 days)

						Purchased on Settelment Date & held to 01/01/12				Held on 07/29/11 & 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
Fri	07/29/11	225.86161	1.00212	14	0.2383			-0.2383	2.48			0.2383	0.00
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	1.00257	17	0.2895			-0.2895	2.03			0.2895	0.45
Tue	08/02/11	225.95619	1.00254	18	0.3065			-0.3065	2.06			0.3065	0.42
Wed	08/03/11	225.94839	1.00250	19	0.3235			-0.3235	2.10			0.3235	0.38
Thu	08/04/11	225.94058	1.00247	20	0.3405			-0.3405	2.13			0.3405	0.35
Fri	08/05/11	225.93277	1.00244	21	0.3575			-0.3575	2.16			0.3575	0.32
Mon	08/08/11	225.90935	1.00233	24	0.4086			-0.4086	2.27			0.4086	0.21
Tue	08/09/11	225.90155	1.00230	25	0.4256			-0.4256	2.30			0.4256	0.18
Wed	08/10/11	225.89374	1.00226	26	0.4426			-0.4426	2.34			0.4426	0.14
Thu	08/11/11	225.88594	1.00223	27	0.4596			-0.4596	2.37			0.4596	0.11
Fri	08/12/11	225.87813	1.00219	28	0.4766			-0.4766	2.41			0.4766	0.07
Mon	08/15/11	225.85471	1.00209	31	0.5276			-0.5276	2.51			0.5276	-0.03
Tue	08/16/11	225.84690	1.00205	32	0.5446			-0.5446	2.55			0.5446	-0.07
Wed	08/17/11	225.83910	1.00202	33	0.5616			-0.5616	2.58			0.5616	-0.10
Thu	08/18/11	225.83129	1.00199	34	0.5786			-0.5786	2.61			0.5786	-0.13
Fri	08/19/11	225.82348	1.00195	35	0.5956			-0.5956	2.65			0.5956	-0.17
Mon	08/22/11	225.80006	1.00185	38	0.6466			-0.6466	2.75			0.6466	-0.27
Tue	08/23/11	225.79226	1.00181	39	0.6636			-0.6636	2.79			0.6636	-0.31
Wed	08/24/11	225.78445	1.00178	40	0.6806			-0.6806	2.82			0.6806	-0.34
Thu	08/25/11	225.77665	1.00174	41	0.6975			-0.6975	2.86			0.6975	-0.38
Fri	08/26/11	225.76884	1.00171	42	0.7145			-0.7145	2.89			0.7145	-0.41
Mon	08/29/11	225.74542	1.00160	45	0.7655			-0.7655	3.00			0.7655	-0.52
Tue	08/30/11	225.73761	1.00157	46	0.7825			-0.7825	3.03			0.7825	-0.55
Wed	08/31/11	225.72981	1.00154	47	0.7995			-0.7995	3.06			0.7995	-0.58
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	1.00150	48	0.8164			-0.8164	3.10			0.8164	-0.62
Fri	09/02/11	225.72867	1.00153	49	0.8335			-0.8335	3.07			0.8335	-0.59
Mon	09/05/11	225.74867	1.00162	52	0.8846			-0.8846	2.98			0.8846	-0.50
Tue	09/06/11	225.75533	1.00165	53	0.9016			-0.9016	2.95			0.9016	-0.47
Wed	09/07/11	225.76200	1.00168	54	0.9187			-0.9187	2.92			0.9187	-0.44
Thu	09/08/11	225.76867	1.00171	55	0.9357			-0.9357	2.89			0.9357	-0.41
Fri	09/09/11	225.77533	1.00174	56	0.9527			-0.9527	2.86			0.9527	-0.38
Mon	09/12/11	225.79533	1.00183	59	1.0039			-1.0039	2.77			1.0039	-0.29
Tue	09/13/11	225.80200	1.00186	60	1.0209			-1.0209	2.74			1.0209	-0.26
Wed	09/14/11	225.80867	1.00189	61	1.0380			-1.0380	2.71			1.0380	-0.23
Thu	09/15/11	225.81533	1.00191	62	1.0550			-1.0550	2.69			1.0550	-0.21
Fri	09/16/11	225.82200	1.00194	63	1.0720			-1.0720	2.66			1.0720	-0.18
Mon	09/19/11	225.84200	1.00203	66	1.1232			-1.1232	2.57			1.1232	-0.09
Tue	09/20/11	225.84867	1.00206	67	1.1403			-1.1403	2.54			1.1403	-0.06
Wed	09/21/11	225.85533	1.00209	68	1.1573			-1.1573	2.51			1.1573	-0.03
Thu	09/22/11	225.86200	1.00212	69	1.1744			-1.1744	2.48			1.1744	0.00
Fri	09/23/11	225.86867	1.00215	70	1.1914			-1.1914	2.45			1.1914	0.03
Mon	09/26/11	225.88867	1.00224	73	1.2426			-1.2426	2.36			1.2426	0.12
Tue	09/27/11	225.89533	1.00227	74	1.2596			-1.2596	2.33			1.2596	0.15
Wed	09/28/11	225.90200	1.00230	75	1.2767			-1.2767	2.30			1.2767	0.18
Thu	09/29/11	225.90867	1.00233	76	1.2938			-1.2938	2.27			1.2938	0.21
Fri	09/30/11	225.91533	1.00236	77	1.3108			-1.3108	2.24			1.3108	0.24
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	1.00257	80	1.3622			-1.3622	2.03			1.3622	0.45
Tue	10/04/11	225.98229	1.00266	81	1.3793			-1.3793	1.94			1.3793	0.54
Wed	10/05/11	226.00239	1.00274	82	1.3965			-1.3965	1.86			1.3965	0.62
Thu	10/06/11	226.02248	1.00283	83	1.4136			-1.4136	1.77			1.4136	0.71
Fri	10/07/11	226.04258	1.00292	84	1.4308			-1.4308	1.68			1.4308	0.80
Mon	10/10/11	226.10287	1.00319	87	1.4823			-1.4823	1.41			1.4823	1.07
Tue	10/11/11	226.12297	1.00328	88	1.4995			-1.4995	1.32			1.4995	1.16
Wed	10/12/11	226.14306	1.00337	89	1.5166			-1.5166	1.23			1.5166	1.25
Thu	10/13/11	226.16316	1.00346	90	1.5338			-1.5338	1.14			1.5338	1.34
Fri	10/14/11	226.18326	1.00355	91	1.5510			-1.5510	1.05			1.5510	1.43
Mon	10/17/11	226.24355	1.00381	94	1.6025			-1.6025	0.79			1.6025	1.69
Tue	10/18/11	226.26365	1.00390	95	1.6197			-1.6197	0.70			1.6197	1.78
Wed	10/19/11	226.28374	1.00399	96	1.6369			-1.6369	0.61			1.6369	1.87
Thu	10/20/11	226.30384	1.00408	97	1.6541			-1.6541	0.52			1.6541	1.96
Fri	10/21/11	226.32394	1.00417	98	1.6713			-1.6713	0.43			1.6713	2.05
Mon	10/24/11	226.38423	1.00444	101	1.7230			-1.7230	0.16			1.7230	2.32
Tue	10/25/11	226.40432	1.00453	102	1.7402			-1.7402	0.07			1.7402	2.41
Wed	10/26/11	226.42442	1.00462	103	1.7574			-1.7574	-0.02			1.7574	2.50
Thu	10/27/11	226.44452	1.00471	104	1.7746			-1.7746	-0.11			1.7746	2.59
Fri	10/28/11	226.46461	1.00480	105	1.7918			-1.7918	-0.20			1.7918	2.68
Mon	10/31/11	226.52490	1.00506	108	1.8435			-1.8435	-0.46			1.8435	2.94
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	1.00515	109	1.8608			-1.8608	-0.55			1.8608	3.03
Wed	11/02/11	226.55647	1.00520	110	1.8779			-1.8779	-0.60			1.8779	3.08
Thu	11/03/11	226.56793	1.00525	111	1.8951			-1.8951	-0.65			1.8951	3.13
Fri	11/04/11	226.57940	1.00530	112	1.9123			-1.9123	-0.70			1.9123	3.18
Mon	11/07/11	226.61380	1.00546	115	1.9638			-1.9638	-0.86			1.9638	3.34
Tue	11/08/11	226.62527	1.00551	116	1.9810			-1.9810	-0.91			1.9810	3.39
Wed	11/09/11	226.63673	1.00556	117	1.9981			-1.9981	-0.96			1.9981	3.44
Thu	11/10/11	226.64820	1.00561	118	2.0153			-2.0153	-1.01			2.0153	3.49
Fri	11/11/11	226.65967	1.00566	119	2.0325			-2.0325	-1.06			2.0325	3.54
Mon	11/14/11	226.69407	1.00581	122	2.0840			-2.0840	-1.21			2.0840	3.69
Tue	11/15/11	226.70553	1.00586	123	2.1012			-2.1012	-1.26			2.1012	3.74
Wed	11/16/11	226.71700	1.00592	124	2.1184			-2.1184	-1.32			2.1184	3.80
Thu	11/17/11	226.72847	1.00597	125	2.1356			-2.1356	-1.37			2.1356	3.85
Fri	11/18/11	226.73993	1.00602	126	2.1528			-2.1528	-1.42			2.1528	3.90
Mon	11/21/11	226.77433	1.00617	129	2.2044			-2.2044	-1.57			2.2044	4.05
Tue	11/22/11	226.78580	1.00622	130	2.2216			-2.2216	-1.62			2.2216	4.10
Wed	11/23/11	226.79727	1.00627	131	2.2388			-2.2388	-1.67			2.2388	4.15
Thu	11/24/11	226.80873	1.00632	132	2.2560			-2.2560	-1.72			2.2560	4.20
Fri	11/25/11	226.82020	1.00637	133	2.2732			-2.2732	-1.77			2.2732	4.25
Mon	11/28/11	226.85460	1.00653	136	2.3249			-2.3249	-1.93			2.3249	4.41
Tue	11/29/11	226.86607	1.00658	137	2.3421			-2.3421	-1.98			2.3421	4.46
Wed	11/30/11	226.87753	1.00663	138	2.3593			-2.3593	-2.03			2.3593	4.51
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	1.00668	139	2.3765			-2.3765	-2.08			2.3765	4.56
Fri	12/02/11	226.87390	1.00661	140	2.3934			-2.3934	-2.01			2.3934	4.49
Mon	12/05/11	226.82861	1.00641	143	2.4442			-2.4442	-1.81			2.4442	4.29
Tue	12/06/11	226.81352	1.00634	144	2.4612			-2.4612	-1.74			2.4612	4.22
Wed	12/07/11	226.79842	1.00628	145	2.4781			-2.4781	-1.68			2.4781	4.16
Thu	12/08/11	226.78332	1.00621	146	2.4950			-2.4950	-1.61			2.4950	4.09
Fri	12/09/11	226.76823	1.00614	147	2.5119			-2.5119	-1.54			2.5119	4.02
Mon	12/12/11	226.72294	1.00594	150	2.5627			-2.5627	-1.34			2.5627	3.82
Tue	12/13/11	226.70784	1.00587	151	2.5796			-2.5796	-1.27			2.5796	3.75
Wed	12/14/11	226.69274	1.00581	152	2.5965			-2.5965	-1.21			2.5965	3.69
Thu	12/15/11	226.67765	1.00574	153	2.6134			-2.6134	-1.14			2.6134	3.62
Fri	12/16/11	226.66255	1.00567	154	2.6303			-2.6303	-1.07			2.6303	3.55
Mon	12/19/11	226.61726	1.00547	157	2.6810			-2.6810	-0.87			2.6810	3.35
Tue	12/20/11	226.60216	1.00541	158	2.6979			-2.6979	-0.81			2.6979	3.29
Wed	12/21/11	226.58706	1.00534	159	2.7148			-2.7148	-0.74			2.7148	3.22
Thu	12/22/11	226.57197	1.00527	160	2.7317			-2.7317	-0.67			2.7317	3.15
Fri	12/23/11	226.55687	1.00520	161	2.7486			-2.7486	-0.60			2.7486	3.08
Mon	12/26/11	226.51158	1.00500	164	2.7993			-2.7993	-0.40			2.7993	2.88
Tue	12/27/11	226.49648	1.00494	165	2.8162			-2.8162	-0.34			2.8162	2.82
Wed	12/28/11	226.48139	1.00487	166	2.8330			-2.8330	-0.27			2.8330	2.75
Thu	12/29/11	226.46629	1.00480	167	2.8499			-2.8499	-0.20			2.8499	2.68
Fri	12/30/11	226.45119	1.00474	168	2.8668			-2.8668	-0.14			2.8668	2.62
Sun	01/01/12	226.42100	1.00460

Generated 12/16/11 09:15