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

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

CUSIP Number	912828FL9	Interest 01/15/10 (184 days)	$13.3848
Dated Date	July 15, 2006	Interest 07/15/10 (181 days)	$13.4986
Ref CPI on Dated Date	201.95161	Interest Total	$26.8834
Original Issue Date	July 17, 2006	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	1.07044	170	12.3624	x	x	14.5210	12.55			12.3624	0.00
Mon	01/04/10	216.19181	1.07051	173	12.5814	x	x	14.3020	12.48			12.5814	0.07
Tue	01/05/10	216.19674	1.07054	174	12.6545	x	x	14.2289	12.45			12.6545	0.10
Wed	01/06/10	216.20168	1.07056	175	12.7274	x	x	14.1560	12.43			12.7274	0.12
Thu	01/07/10	216.20661	1.07059	176	12.8005	x	x	14.0829	12.40			12.8005	0.15
Fri	01/08/10	216.21155	1.07061	177	12.8735	x	x	14.0099	12.38			12.8735	0.17
Mon	01/11/10	216.22635	1.07068	180	13.0926	x	x	13.7908	12.31			13.0926	0.24
Tue	01/12/10	216.23129	1.07071	181	13.1657	x	x	13.7177	12.28			13.1657	0.27
Wed	01/13/10	216.23623	1.07073	182	13.2386	x	x	13.6448	12.26			13.2386	0.29
Thu	01/14/10	216.24116	1.07076	183	13.3118	x	x	13.5716	12.23			13.3118	0.32
Fri	01/15/10	216.24610	1.07078	0	0.0000		x	13.4986	12.21	x		13.3848	0.34
Mon	01/18/10	216.26090	1.07086	3	0.2219		x	13.2767	12.13	x		13.6067	0.42
Tue	01/19/10	216.26584	1.07088	4	0.2958		x	13.2028	12.11	x		13.6806	0.44
Wed	01/20/10	216.27077	1.07090	5	0.3698		x	13.1288	12.09	x		13.7546	0.46
Thu	01/21/10	216.27571	1.07093	6	0.4438		x	13.0548	12.06	x		13.8286	0.49
Fri	01/22/10	216.28065	1.07095	7	0.5177		x	12.9809	12.04	x		13.9025	0.51
Mon	01/25/10	216.29545	1.07103	10	0.7397		x	12.7589	11.96	x		14.1245	0.59
Tue	01/26/10	216.30039	1.07105	11	0.8136		x	12.6850	11.94	x		14.1984	0.61
Wed	01/27/10	216.30532	1.07107	12	0.8876		x	12.6110	11.92	x		14.2724	0.63
Thu	01/28/10	216.31026	1.07110	13	0.9616		x	12.5370	11.89	x		14.3464	0.66
Fri	01/29/10	216.31519	1.07112	14	1.0356		x	12.4630	11.87	x		14.4204	0.68
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	1.07120	17	1.2576		x	12.2410	11.79	x		14.6424	0.76
Tue	02/02/10	216.31639	1.07113	18	1.3315		x	12.1671	11.86	x		14.7163	0.69
Wed	02/03/10	216.30279	1.07106	19	1.4054		x	12.0932	11.93	x		14.7902	0.62
Thu	02/04/10	216.28918	1.07100	20	1.4793		x	12.0193	11.99	x		14.8641	0.56
Fri	02/05/10	216.27557	1.07093	21	1.5531		x	11.9455	12.06	x		14.9379	0.49
Mon	02/08/10	216.23475	1.07073	24	1.7747		x	11.7239	12.26	x		15.1595	0.29
Tue	02/09/10	216.22114	1.07066	25	1.8485		x	11.6501	12.33	x		15.2333	0.22
Wed	02/10/10	216.20754	1.07059	26	1.9223		x	11.5763	12.40	x		15.3071	0.15
Thu	02/11/10	216.19393	1.07052	27	1.9961		x	11.5025	12.47	x		15.3809	0.08
Fri	02/12/10	216.18032	1.07046	28	2.0700		x	11.4286	12.53	x		15.4548	0.02
Mon	02/15/10	216.13950	1.07025	31	2.2913		x	11.2073	12.74	x		15.6761	-0.19
Tue	02/16/10	216.12589	1.07019	32	2.3651		x	11.1335	12.80	x		15.7499	-0.25
Wed	02/17/10	216.11229	1.07012	33	2.4388		x	11.0598	12.87	x		15.8236	-0.32
Thu	02/18/10	216.09868	1.07005	34	2.5125		x	10.9861	12.94	x		15.8973	-0.39
Fri	02/19/10	216.08507	1.06998	35	2.5863		x	10.9123	13.01	x		15.9711	-0.46
Mon	02/22/10	216.04425	1.06978	38	2.8074		x	10.6912	13.21	x		16.1922	-0.66
Tue	02/23/10	216.03064	1.06971	39	2.8811		x	10.6175	13.28	x		16.2659	-0.73
Wed	02/24/10	216.01704	1.06965	40	2.9548		x	10.5438	13.34	x		16.3396	-0.79
Thu	02/25/10	216.00343	1.06958	41	3.0285		x	10.4701	13.41	x		16.4133	-0.86
Fri	02/26/10	215.98982	1.06951	42	3.1022		x	10.3964	13.48	x		16.4870	-0.93
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	1.06931	45	3.3231		x	10.1755	13.68	x		16.7079	-1.13
Tue	03/02/10	215.97281	1.06943	46	3.3974		x	10.1012	13.56	x		16.7822	-1.01
Wed	03/03/10	215.99661	1.06955	47	3.4716		x	10.0270	13.44	x		16.8564	-0.89
Thu	03/04/10	216.02042	1.06966	48	3.5458		x	9.9528	13.33	x		16.9306	-0.78
Fri	03/05/10	216.04423	1.06978	49	3.6201		x	9.8785	13.21	x		17.0049	-0.66
Mon	03/08/10	216.11565	1.07014	52	3.8430		x	9.6556	12.85	x		17.2278	-0.30
Tue	03/09/10	216.13945	1.07025	53	3.9174		x	9.5812	12.74	x		17.3022	-0.19
Wed	03/10/10	216.16326	1.07037	54	3.9917		x	9.5069	12.62	x		17.3765	-0.07
Thu	03/11/10	216.18706	1.07049	55	4.0661		x	9.4325	12.50	x		17.4509	0.05
Fri	03/12/10	216.21087	1.07061	56	4.1405		x	9.3581	12.38	x		17.5253	0.17
Mon	03/15/10	216.28229	1.07096	59	4.3637		x	9.1349	12.03	x		17.7485	0.52
Tue	03/16/10	216.30610	1.07108	60	4.4382		x	9.0604	11.91	x		17.8230	0.64
Wed	03/17/10	216.32990	1.07120	61	4.5127		x	8.9859	11.79	x		17.8975	0.76
Thu	03/18/10	216.35371	1.07131	62	4.5871		x	8.9115	11.68	x		17.9719	0.87
Fri	03/19/10	216.37752	1.07143	63	4.6616		x	8.8370	11.56	x		18.0464	0.99
Mon	03/22/10	216.44894	1.07179	66	4.8852		x	8.6134	11.20	x		18.2700	1.35
Tue	03/23/10	216.47274	1.07190	67	4.9598		x	8.5388	11.09	x		18.3446	1.46
Wed	03/24/10	216.49655	1.07202	68	5.0343		x	8.4643	10.97	x		18.4191	1.58
Thu	03/25/10	216.52035	1.07214	69	5.1090		x	8.3896	10.85	x		18.4938	1.70
Fri	03/26/10	216.54416	1.07226	70	5.1836		x	8.3150	10.73	x		18.5684	1.82
Mon	03/29/10	216.61558	1.07261	73	5.4075		x	8.0911	10.38	x		18.7923	2.17
Tue	03/30/10	216.63939	1.07273	74	5.4822		x	8.0164	10.26	x		18.8670	2.29
Wed	03/31/10	216.66319	1.07285	75	5.5569		x	7.9417	10.14	x		18.9417	2.41
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	1.07296	76	5.6316		x	7.8670	10.03	x		19.0164	2.52
Fri	04/02/10	216.68880	1.07297	77	5.7057		x	7.7929	10.02	x		19.0905	2.53
Mon	04/05/10	216.69420	1.07300	80	5.9282		x	7.5704	9.99	x		19.3130	2.56
Tue	04/06/10	216.69600	1.07301	81	6.0023		x	7.4963	9.98	x		19.3871	2.57
Wed	04/07/10	216.69780	1.07302	82	6.0765		x	7.4221	9.97	x		19.4613	2.58
Thu	04/08/10	216.69960	1.07303	83	6.1507		x	7.3479	9.96	x		19.5355	2.59
Fri	04/09/10	216.70140	1.07304	84	6.2248		x	7.2738	9.95	x		19.6096	2.60
Mon	04/12/10	216.70680	1.07306	87	6.4473		x	7.0513	9.93	x		19.8321	2.62
Tue	04/13/10	216.70860	1.07307	88	6.5214		x	6.9772	9.92	x		19.9062	2.63
Wed	04/14/10	216.71040	1.07308	89	6.5956		x	6.9030	9.91	x		19.9804	2.64
Thu	04/15/10	216.71220	1.07309	90	6.6698		x	6.8288	9.90	x		20.0546	2.65
Fri	04/16/10	216.71400	1.07310	91	6.7439		x	6.7547	9.89	x		20.1287	2.66
Mon	04/19/10	216.71940	1.07313	94	6.9665		x	6.5321	9.86	x		20.3513	2.69
Tue	04/20/10	216.72120	1.07313	95	7.0406		x	6.4580	9.86	x		20.4254	2.69
Wed	04/21/10	216.72300	1.07314	96	7.1147		x	6.3839	9.85	x		20.4995	2.70
Thu	04/22/10	216.72480	1.07315	97	7.1889		x	6.3097	9.84	x		20.5737	2.71
Fri	04/23/10	216.72660	1.07316	98	7.2631		x	6.2355	9.83	x		20.6479	2.72
Mon	04/26/10	216.73200	1.07319	101	7.4856		x	6.0130	9.80	x		20.8704	2.75
Tue	04/27/10	216.73380	1.07320	102	7.5598		x	5.9388	9.79	x		20.9446	2.76
Wed	04/28/10	216.73560	1.07321	103	7.6340		x	5.8646	9.78	x		21.0188	2.77
Thu	04/29/10	216.73740	1.07321	104	7.7081		x	5.7905	9.78	x		21.0929	2.77
Fri	04/30/10	216.73920	1.07322	105	7.7823		x	5.7163	9.77	x		21.1671	2.78
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/03/10	216.79842	1.07352	108	8.0069		x	5.4917	9.47	x		21.3917	3.08
Tue	05/04/10	216.82713	1.07366	109	8.0821		x	5.4165	9.33	x		21.4669	3.22
Wed	05/05/10	216.85584	1.07380	110	8.1573		x	5.3413	9.19	x		21.5421	3.36
Thu	05/06/10	216.88455	1.07394	111	8.2326		x	5.2660	9.05	x		21.6174	3.50
Fri	05/07/10	216.91326	1.07409	112	8.3079		x	5.1907	8.90	x		21.6927	3.65
Mon	05/10/10	216.99939	1.07451	115	8.5337		x	4.9649	8.48	x		21.9185	4.07
Tue	05/11/10	217.02810	1.07465	116	8.6091		x	4.8895	8.34	x		21.9939	4.21
Wed	05/12/10	217.05681	1.07480	117	8.6845		x	4.8141	8.19	x		22.0693	4.36
Thu	05/13/10	217.08552	1.07494	118	8.7599		x	4.7387	8.05	x		22.1447	4.50
Fri	05/14/10	217.11423	1.07508	119	8.8353		x	4.6633	7.91	x		22.2201	4.64
Mon	05/17/10	217.20035	1.07551	122	9.0616		x	4.4370	7.48	x		22.4464	5.07
Tue	05/18/10	217.22906	1.07565	123	9.1371		x	4.3615	7.34	x		22.5219	5.21
Wed	05/19/10	217.25777	1.07579	124	9.2126		x	4.2860	7.20	x		22.5974	5.35
Thu	05/20/10	217.28648	1.07593	125	9.2881		x	4.2105	7.06	x		22.6729	5.49
Fri	05/21/10	217.31519	1.07608	126	9.3637		x	4.1349	6.91	x		22.7485	5.64
Mon	05/24/10	217.40132	1.07650	129	9.5904		x	3.9082	6.49	x		22.9752	6.06
Tue	05/25/10	217.43003	1.07664	130	9.6660		x	3.8326	6.35	x		23.0508	6.20
Wed	05/26/10	217.45874	1.07679	131	9.7417		x	3.7569	6.20	x		23.1265	6.35
Thu	05/27/10	217.48745	1.07693	132	9.8173		x	3.6813	6.06	x		23.2021	6.49
Fri	05/28/10	217.51616	1.07707	133	9.8930		x	3.6056	5.92	x		23.2778	6.63
Mon	05/31/10	217.60229	1.07750	136	10.1202		x	3.3784	5.49	x		23.5050	7.06
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	06/01/10	217.63100	1.07764	137	10.1959		x	3.3027	5.35	x		23.5807	7.20
Wed	06/02/10	217.64360	1.07770	138	10.2709		x	3.2277	5.29	x		23.6557	7.26
Thu	06/03/10	217.65620	1.07776	139	10.3459		x	3.1527	5.23	x		23.7307	7.32
Fri	06/04/10	217.66880	1.07783	140	10.4210		x	3.0776	5.16	x		23.8058	7.39
Mon	06/07/10	217.70660	1.07801	143	10.6461		x	2.8525	4.98	x		24.0309	7.57
Tue	06/08/10	217.71920	1.07808	144	10.7212		x	2.7774	4.91	x		24.1060	7.64
Wed	06/09/10	217.73180	1.07814	145	10.7963		x	2.7023	4.85	x		24.1811	7.70
Thu	06/10/10	217.74440	1.07820	146	10.8714		x	2.6272	4.79	x		24.2562	7.76
Fri	06/11/10	217.75700	1.07826	147	10.9464		x	2.5522	4.73	x		24.3312	7.82
Mon	06/14/10	217.79480	1.07845	150	11.1718		x	2.3268	4.54	x		24.5566	8.01
Tue	06/15/10	217.80740	1.07851	151	11.2469		x	2.2517	4.48	x		24.6317	8.07
Wed	06/16/10	217.82000	1.07858	152	11.3221		x	2.1765	4.41	x		24.7069	8.14
Thu	06/17/10	217.83260	1.07864	153	11.3972		x	2.1014	4.35	x		24.7820	8.20
Fri	06/18/10	217.84520	1.07870	154	11.4724		x	2.0262	4.29	x		24.8572	8.26
Mon	06/21/10	217.88300	1.07889	157	11.6979		x	1.8007	4.10	x		25.0827	8.45
Tue	06/22/10	217.89560	1.07895	158	11.7731		x	1.7255	4.04	x		25.1579	8.51
Wed	06/23/10	217.90820	1.07901	159	11.8482		x	1.6504	3.98	x		25.2330	8.57
Thu	06/24/10	217.92080	1.07907	160	11.9234		x	1.5752	3.92	x		25.3082	8.63
Fri	06/25/10	217.93340	1.07914	161	11.9987		x	1.4999	3.85	x		25.3835	8.70
Mon	06/28/10	217.97120	1.07932	164	12.2243		x	1.2743	3.67	x		25.6091	8.88
Tue	06/29/10	217.98380	1.07939	165	12.2997		x	1.1989	3.60	x		25.6845	8.95
Wed	06/30/10	217.99640	1.07945	166	12.3749		x	1.1237	3.54	x		25.7597	9.01
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	1.07951	167	12.4501		x	1.0485	3.48	x		25.8349	9.07
Fri	07/02/10	218.01445	1.07954	168	12.5250		x	0.9736	3.45	x		25.9098	9.10
Mon	07/05/10	218.03081	1.07962	171	12.7497		x	0.7489	3.37	x		26.1345	9.18
Tue	07/06/10	218.03626	1.07965	172	12.8246		x	0.6740	3.34	x		26.2094	9.21
Wed	07/07/10	218.04171	1.07967	173	12.8994		x	0.5992	3.32	x		26.2842	9.23
Thu	07/08/10	218.04716	1.07970	174	12.9743		x	0.5243	3.29	x		26.3591	9.26
Fri	07/09/10	218.05261	1.07973	175	13.0492		x	0.4494	3.26	x		26.4340	9.29
Mon	07/12/10	218.06897	1.07981	178	13.2739		x	0.2247	3.18	x		26.6587	9.37
Tue	07/13/10	218.07442	1.07984	179	13.3489		x	0.1497	3.15	x		26.7337	9.40
Wed	07/14/10	218.07987	1.07986	180	13.4237		x	0.0749	3.13	x		26.8085	9.42
Thu	07/15/10	218.08532	1.07989	0	0.0000			0.0000	3.10	x	x	26.8834	9.45
Fri	07/16/10	218.09077	1.07992	1	0.0734			-0.0734	3.07	x	x	26.9568	9.48
Mon	07/19/10	218.10713	1.08000	4	0.2935			-0.2935	2.99	x	x	27.1769	9.56
Tue	07/20/10	218.11258	1.08002	5	0.3669			-0.3669	2.97	x	x	27.2503	9.58
Wed	07/21/10	218.11803	1.08005	6	0.4402			-0.4402	2.94	x	x	27.3236	9.61
Thu	07/22/10	218.12348	1.08008	7	0.5136			-0.5136	2.91	x	x	27.3970	9.64
Fri	07/23/10	218.12894	1.08010	8	0.5870			-0.5870	2.89	x	x	27.4704	9.66
Mon	07/26/10	218.14529	1.08019	11	0.8072			-0.8072	2.80	x	x	27.6906	9.75
Tue	07/27/10	218.15074	1.08021	12	0.8806			-0.8806	2.78	x	x	27.7640	9.77
Wed	07/28/10	218.15619	1.08024	13	0.9540			-0.9540	2.75	x	x	27.8374	9.80
Thu	07/29/10	218.16165	1.08027	14	1.0274			-1.0274	2.72	x	x	27.9108	9.83
Fri	07/30/10	218.16710	1.08029	15	1.1008			-1.1008	2.70	x	x	27.9842	9.85
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	1.08031	18	1.3210			-1.3210	2.68	x	x	28.2044	9.87
Tue	08/03/10	218.16426	1.08028	19	1.3944			-1.3944	2.71	x	x	28.2778	9.84
Wed	08/04/10	218.15739	1.08025	20	1.4677			-1.4677	2.74	x	x	28.3511	9.81
Thu	08/05/10	218.15052	1.08021	21	1.5411			-1.5411	2.78	x	x	28.4245	9.77
Fri	08/06/10	218.14365	1.08018	22	1.6144			-1.6144	2.81	x	x	28.4978	9.74
Mon	08/09/10	218.12303	1.08008	25	1.8344			-1.8344	2.91	x	x	28.7178	9.64
Tue	08/10/10	218.11616	1.08004	26	1.9077			-1.9077	2.95	x	x	28.7911	9.60
Wed	08/11/10	218.10929	1.08001	27	1.9810			-1.9810	2.98	x	x	28.8644	9.57
Thu	08/12/10	218.10242	1.07997	28	2.0543			-2.0543	3.02	x	x	28.9377	9.53
Fri	08/13/10	218.09555	1.07994	29	2.1276			-2.1276	3.05	x	x	29.0110	9.50
Mon	08/16/10	218.07494	1.07984	32	2.3475			-2.3475	3.15	x	x	29.2309	9.40
Tue	08/17/10	218.06806	1.07980	33	2.4207			-2.4207	3.19	x	x	29.3041	9.36
Wed	08/18/10	218.06119	1.07977	34	2.4940			-2.4940	3.22	x	x	29.3774	9.33
Thu	08/19/10	218.05432	1.07974	35	2.5673			-2.5673	3.25	x	x	29.4507	9.30
Fri	08/20/10	218.04745	1.07970	36	2.6406			-2.6406	3.29	x	x	29.5240	9.26
Mon	08/23/10	218.02684	1.07960	39	2.8604			-2.8604	3.39	x	x	29.7438	9.16
Tue	08/24/10	218.01997	1.07957	40	2.9336			-2.9336	3.42	x	x	29.8170	9.13
Wed	08/25/10	218.01310	1.07953	41	3.0068			-3.0068	3.46	x	x	29.8902	9.09
Thu	08/26/10	218.00623	1.07950	42	3.0801			-3.0801	3.49	x	x	29.9635	9.06
Fri	08/27/10	217.99935	1.07946	43	3.1533			-3.1533	3.53	x	x	30.0367	9.02
Mon	08/30/10	217.97874	1.07936	46	3.3730			-3.3730	3.63	x	x	30.2564	8.92
Tue	08/31/10	217.97187	1.07933	47	3.4462			-3.4462	3.66	x	x	30.3296	8.89
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	1.07929	48	3.5194			-3.5194	3.70	x	x	30.4028	8.85
Thu	09/02/10	217.96653	1.07930	49	3.5928			-3.5928	3.69	x	x	30.4762	8.86
Fri	09/03/10	217.96807	1.07931	50	3.6661			-3.6661	3.68	x	x	30.5495	8.87
Mon	09/06/10	217.97267	1.07933	53	3.8862			-3.8862	3.66	x	x	30.7696	8.89
Tue	09/07/10	217.97420	1.07934	54	3.9595			-3.9595	3.65	x	x	30.8429	8.90
Wed	09/08/10	217.97573	1.07935	55	4.0329			-4.0329	3.64	x	x	30.9163	8.91
Thu	09/09/10	217.97727	1.07935	56	4.1062			-4.1062	3.64	x	x	30.9896	8.91
Fri	09/10/10	217.97880	1.07936	57	4.1796			-4.1796	3.63	x	x	31.0630	8.92
Mon	09/13/10	217.98340	1.07938	60	4.3996			-4.3996	3.61	x	x	31.2830	8.94
Tue	09/14/10	217.98493	1.07939	61	4.4730			-4.4730	3.60	x	x	31.3564	8.95
Wed	09/15/10	217.98647	1.07940	62	4.5464			-4.5464	3.59	x	x	31.4298	8.96
Thu	09/16/10	217.98800	1.07941	63	4.6198			-4.6198	3.58	x	x	31.5032	8.97
Fri	09/17/10	217.98953	1.07941	64	4.6931			-4.6931	3.58	x	x	31.5765	8.97
Mon	09/20/10	217.99413	1.07944	67	4.9132			-4.9132	3.55	x	x	31.7966	9.00
Tue	09/21/10	217.99567	1.07945	68	4.9866			-4.9866	3.54	x	x	31.8700	9.01
Wed	09/22/10	217.99720	1.07945	69	5.0599			-5.0599	3.54	x	x	31.9433	9.01
Thu	09/23/10	217.99873	1.07946	70	5.1333			-5.1333	3.53	x	x	32.0167	9.02
Fri	09/24/10	218.00027	1.07947	71	5.2067			-5.2067	3.52	x	x	32.0901	9.03
Mon	09/27/10	218.00487	1.07949	74	5.4268			-5.4268	3.50	x	x	32.3102	9.05
Tue	09/28/10	218.00640	1.07950	75	5.5002			-5.5002	3.49	x	x	32.3836	9.06
Wed	09/29/10	218.00793	1.07951	76	5.5736			-5.5736	3.48	x	x	32.4570	9.07
Thu	09/30/10	218.00947	1.07951	77	5.6469			-5.6469	3.48	x	x	32.5303	9.07
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	1.07952	78	5.7203			-5.7203	3.47	x	x	32.6037	9.08
Mon	10/04/10	218.04013	1.07967	81	5.9411			-5.9411	3.32	x	x	32.8245	9.23
Tue	10/05/10	218.04984	1.07971	82	6.0147			-6.0147	3.28	x	x	32.8981	9.27
Wed	10/06/10	218.05955	1.07976	83	6.0883			-6.0883	3.23	x	x	32.9717	9.32
Thu	10/07/10	218.06926	1.07981	84	6.1620			-6.1620	3.18	x	x	33.0454	9.37
Fri	10/08/10	218.07897	1.07986	85	6.2356			-6.2356	3.13	x	x	33.1190	9.42
Mon	10/11/10	218.10810	1.08000	88	6.4565			-6.4565	2.99	x	x	33.3399	9.56
Tue	10/12/10	218.11781	1.08005	89	6.5302			-6.5302	2.94	x	x	33.4136	9.61
Wed	10/13/10	218.12752	1.08010	90	6.6039			-6.6039	2.89	x	x	33.4873	9.66
Thu	10/14/10	218.13723	1.08015	91	6.6776			-6.6776	2.84	x	x	33.5610	9.71
Fri	10/15/10	218.14694	1.08019	92	6.7512			-6.7512	2.80	x	x	33.6346	9.75
Mon	10/18/10	218.17606	1.08034	95	6.9723			-6.9723	2.65	x	x	33.8557	9.90
Tue	10/19/10	218.18577	1.08039	96	7.0460			-7.0460	2.60	x	x	33.9294	9.95
Wed	10/20/10	218.19548	1.08043	97	7.1197			-7.1197	2.56	x	x	34.0031	9.99
Thu	10/21/10	218.20519	1.08048	98	7.1934			-7.1934	2.51	x	x	34.0768	10.04
Fri	10/22/10	218.21490	1.08053	99	7.2672			-7.2672	2.46	x	x	34.1506	10.09
Mon	10/25/10	218.24403	1.08067	102	7.4883			-7.4883	2.32	x	x	34.3717	10.23
Tue	10/26/10	218.25374	1.08072	103	7.5621			-7.5621	2.27	x	x	34.4455	10.28
Wed	10/27/10	218.26345	1.08077	104	7.6359			-7.6359	2.22	x	x	34.5193	10.33
Thu	10/28/10	218.27316	1.08082	105	7.7097			-7.7097	2.17	x	x	34.5931	10.38
Fri	10/29/10	218.28287	1.08087	106	7.7834			-7.7834	2.12	x	x	34.6668	10.43
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	11/01/10	218.31200	1.08101	109	8.0048			-8.0048	1.98	x	x	34.8882	10.57
Tue	11/02/10	218.31623	1.08103	110	8.0783			-8.0783	1.96	x	x	34.9617	10.59
Wed	11/03/10	218.32047	1.08105	111	8.1519			-8.1519	1.94	x	x	35.0353	10.61
Thu	11/04/10	218.32470	1.08107	112	8.2255			-8.2255	1.92	x	x	35.1089	10.63
Fri	11/05/10	218.32893	1.08110	113	8.2992			-8.2992	1.89	x	x	35.1826	10.66
Mon	11/08/10	218.34163	1.08116	116	8.5200			-8.5200	1.83	x	x	35.4034	10.72
Tue	11/09/10	218.34587	1.08118	117	8.5936			-8.5936	1.81	x	x	35.4770	10.74
Wed	11/10/10	218.35010	1.08120	118	8.6672			-8.6672	1.79	x	x	35.5506	10.76
Thu	11/11/10	218.35433	1.08122	119	8.7408			-8.7408	1.77	x	x	35.6242	10.78
Fri	11/12/10	218.35857	1.08124	120	8.8145			-8.8145	1.75	x	x	35.6979	10.80
Mon	11/15/10	218.37127	1.08130	123	9.0353			-9.0353	1.69	x	x	35.9187	10.86
Tue	11/16/10	218.37550	1.08133	124	9.1090			-9.1090	1.66	x	x	35.9924	10.89
Wed	11/17/10	218.37973	1.08135	125	9.1827			-9.1827	1.64	x	x	36.0661	10.91
Thu	11/18/10	218.38397	1.08137	126	9.2563			-9.2563	1.62	x	x	36.1397	10.93
Fri	11/19/10	218.38820	1.08139	127	9.3299			-9.3299	1.60	x	x	36.2133	10.95
Mon	11/22/10	218.40090	1.08145	130	9.5508			-9.5508	1.54	x	x	36.4342	11.01
Tue	11/23/10	218.40513	1.08147	131	9.6245			-9.6245	1.52	x	x	36.5079	11.03
Wed	11/24/10	218.40937	1.08149	132	9.6981			-9.6981	1.50	x	x	36.5815	11.05
Thu	11/25/10	218.41360	1.08151	133	9.7718			-9.7718	1.48	x	x	36.6552	11.07
Fri	11/26/10	218.41783	1.08154	134	9.8455			-9.8455	1.45	x	x	36.7289	11.10
Mon	11/29/10	218.43053	1.08160	137	10.0665			-10.0665	1.39	x	x	36.9499	11.16
Tue	11/30/10	218.43477	1.08162	138	10.1402			-10.1402	1.37	x	x	37.0236	11.18
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	12/01/10	218.43900	1.08164	139	10.2139			-10.2139	1.35	x	x	37.0973	11.20
Thu	12/02/10	218.44777	1.08168	140	10.2877			-10.2877	1.31	x	x	37.1711	11.24
Fri	12/03/10	218.45655	1.08173	141	10.3617			-10.3617	1.26	x	x	37.2451	11.29
Mon	12/06/10	218.48287	1.08186	144	10.5834			-10.5834	1.13	x	x	37.4668	11.42
Tue	12/07/10	218.49165	1.08190	145	10.6573			-10.6573	1.09	x	x	37.5407	11.46
Wed	12/08/10	218.50042	1.08194	146	10.7312			-10.7312	1.05	x	x	37.6146	11.50
Thu	12/09/10	218.50919	1.08199	147	10.8052			-10.8052	1.00	x	x	37.6886	11.55
Fri	12/10/10	218.51797	1.08203	148	10.8791			-10.8791	0.96	x	x	37.7625	11.59
Mon	12/13/10	218.54429	1.08216	151	11.1010			-11.1010	0.83	x	x	37.9844	11.72
Tue	12/14/10	218.55306	1.08221	152	11.1750			-11.1750	0.78	x	x	38.0584	11.77
Wed	12/15/10	218.56184	1.08225	153	11.2489			-11.2489	0.74	x	x	38.1323	11.81
Thu	12/16/10	218.57061	1.08229	154	11.3229			-11.3229	0.70	x	x	38.2063	11.85
Fri	12/17/10	218.57939	1.08234	155	11.3969			-11.3969	0.65	x	x	38.2803	11.90
Mon	12/20/10	218.60571	1.08247	158	11.6189			-11.6189	0.52	x	x	38.5023	12.03
Tue	12/21/10	218.61448	1.08251	159	11.6929			-11.6929	0.48	x	x	38.5763	12.07
Wed	12/22/10	218.62326	1.08255	160	11.7668			-11.7668	0.44	x	x	38.6502	12.11
Thu	12/23/10	218.63203	1.08260	161	11.8409			-11.8409	0.39	x	x	38.7243	12.16
Fri	12/24/10	218.64081	1.08264	162	11.9149			-11.9149	0.35	x	x	38.7983	12.20
Mon	12/27/10	218.66713	1.08277	165	12.1370			-12.1370	0.22	x	x	39.0204	12.33
Tue	12/28/10	218.67590	1.08281	166	12.2110			-12.2110	0.18	x	x	39.0944	12.37
Wed	12/29/10	218.68468	1.08286	167	12.2852			-12.2852	0.13	x	x	39.1686	12.42
Thu	12/30/10	218.69345	1.08290	168	12.3592			-12.3592	0.09	x	x	39.2426	12.46
Fri	12/31/10	218.70223	1.08294	169	12.4332			-12.4332	0.05	x	x	39.3166	12.50
Sat	01/01/11	218.71100	1.08299

Generated 03/09/11 23:48