3.875% 30-Year Treasury Inflation Protected Security (TIPS) due April 15, 2029

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

CUSIP Number	912810FH6	Interest 04/15/11 (182 days)	$26.0146
Dated Date	April 15, 1999	Interest 10/15/11 (183 days)	$26.6598
Ref CPI on Dated Date	164.39333	Interest Total	$52.6744
Original Issue Date	April 15, 1999	Interest 04/15/12 (183 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	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Sat	01/01/11	218.71100	1.33041	78	11.0472	x	x	41.6272	46.90			11.0472	0.00
Mon	01/03/11	218.71694	1.33045	80	11.3308	x	x	41.3436	46.86			11.3308	0.04
Tue	01/04/11	218.71990	1.33047	81	11.4726	x	x	41.2018	46.84			11.4726	0.06
Wed	01/05/11	218.72287	1.33049	82	11.6144	x	x	41.0600	46.82			11.6144	0.08
Thu	01/06/11	218.72584	1.33050	83	11.7561	x	x	40.9183	46.81			11.7561	0.09
Fri	01/07/11	218.72881	1.33052	84	11.8979	x	x	40.7765	46.79			11.8979	0.11
Mon	01/10/11	218.73771	1.33058	87	12.3234	x	x	40.3510	46.73			12.3234	0.17
Tue	01/11/11	218.74068	1.33059	88	12.4651	x	x	40.2093	46.72			12.4651	0.18
Wed	01/12/11	218.74365	1.33061	89	12.6070	x	x	40.0674	46.70			12.6070	0.20
Thu	01/13/11	218.74661	1.33063	90	12.7488	x	x	39.9256	46.68			12.7488	0.22
Fri	01/14/11	218.74958	1.33065	91	12.8907	x	x	39.7837	46.66			12.8907	0.24
Mon	01/17/11	218.75848	1.33070	94	13.3161	x	x	39.3583	46.61			13.3161	0.29
Tue	01/18/11	218.76145	1.33072	95	13.4580	x	x	39.2164	46.59			13.4580	0.31
Wed	01/19/11	218.76442	1.33074	96	13.5999	x	x	39.0745	46.57			13.5999	0.33
Thu	01/20/11	218.76739	1.33076	97	13.7417	x	x	38.9327	46.55			13.7417	0.35
Fri	01/21/11	218.77035	1.33077	98	13.8835	x	x	38.7909	46.54			13.8835	0.36
Mon	01/24/11	218.77926	1.33083	101	14.3092	x	x	38.3652	46.48			14.3092	0.42
Tue	01/25/11	218.78223	1.33085	102	14.4511	x	x	38.2233	46.46			14.4511	0.44
Wed	01/26/11	218.78519	1.33086	103	14.5928	x	x	38.0816	46.45			14.5928	0.45
Thu	01/27/11	218.78816	1.33088	104	14.7347	x	x	37.9397	46.43			14.7347	0.47
Fri	01/28/11	218.79113	1.33090	105	14.8766	x	x	37.7978	46.41			14.8766	0.49
Mon	01/31/11	218.80003	1.33095	108	15.3023	x	x	37.3721	46.36			15.3023	0.54
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	02/01/11	218.80300	1.33097	109	15.4442	x	x	37.2302	46.34			15.4442	0.56
Wed	02/02/11	218.81643	1.33105	110	15.5868	x	x	37.0876	46.26			15.5868	0.64
Thu	02/03/11	218.82986	1.33114	111	15.7296	x	x	36.9448	46.17			15.7296	0.73
Fri	02/04/11	218.84329	1.33122	112	15.8722	x	x	36.8022	46.09			15.8722	0.81
Mon	02/07/11	218.88357	1.33146	115	16.3003	x	x	36.3741	45.85			16.3003	1.05
Tue	02/08/11	218.89700	1.33154	116	16.4431	x	x	36.2313	45.77			16.4431	1.13
Wed	02/09/11	218.91043	1.33163	117	16.5859	x	x	36.0885	45.68			16.5859	1.22
Thu	02/10/11	218.92386	1.33171	118	16.7287	x	x	35.9457	45.60			16.7287	1.30
Fri	02/11/11	218.93729	1.33179	119	16.8715	x	x	35.8029	45.52			16.8715	1.38
Mon	02/14/11	218.97757	1.33203	122	17.2999	x	x	35.3745	45.28			17.2999	1.62
Tue	02/15/11	218.99100	1.33212	123	17.4429	x	x	35.2315	45.19			17.4429	1.71
Wed	02/16/11	219.00443	1.33220	124	17.5858	x	x	35.0886	45.11			17.5858	1.79
Thu	02/17/11	219.01786	1.33228	125	17.7287	x	x	34.9457	45.03			17.7287	1.87
Fri	02/18/11	219.03129	1.33236	126	17.8716	x	x	34.8028	44.95			17.8716	1.95
Mon	02/21/11	219.07157	1.33261	129	18.3005	x	x	34.3739	44.70			18.3005	2.20
Tue	02/22/11	219.08500	1.33269	130	18.4435	x	x	34.2309	44.62			18.4435	2.28
Wed	02/23/11	219.09843	1.33277	131	18.5865	x	x	34.0879	44.54			18.5865	2.36
Thu	02/24/11	219.11186	1.33285	132	18.7295	x	x	33.9449	44.46			18.7295	2.44
Fri	02/25/11	219.12529	1.33293	133	18.8725	x	x	33.8019	44.38			18.8725	2.52
Mon	02/28/11	219.16557	1.33318	136	19.3018	x	x	33.3726	44.13			19.3018	2.77
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	03/01/11	219.17900	1.33326	137	19.4449	x	x	33.2295	44.05			19.4449	2.85
Wed	03/02/11	219.21268	1.33346	138	19.5898	x	x	33.0846	43.85			19.5898	3.05
Thu	03/03/11	219.24635	1.33367	139	19.7348	x	x	32.9396	43.64			19.7348	3.26
Fri	03/04/11	219.28003	1.33387	140	19.8798	x	x	32.7946	43.44			19.8798	3.46
Mon	03/07/11	219.38106	1.33449	143	20.3152	x	x	32.3592	42.82			20.3152	4.08
Tue	03/08/11	219.41474	1.33469	144	20.4604	x	x	32.2140	42.62			20.4604	4.28
Wed	03/09/11	219.44842	1.33490	145	20.6057	x	x	32.0687	42.41			20.6057	4.49
Thu	03/10/11	219.48210	1.33510	146	20.7509	x	x	31.9235	42.21			20.7509	4.69
Fri	03/11/11	219.51577	1.33531	147	20.8963	x	x	31.7781	42.00			20.8963	4.90
Mon	03/14/11	219.61681	1.33592	150	21.3325	x	x	31.3419	41.39			21.3325	5.51
Tue	03/15/11	219.65048	1.33613	151	21.4781	x	x	31.1963	41.18			21.4781	5.72
Wed	03/16/11	219.68416	1.33633	152	21.6236	x	x	31.0508	40.98			21.6236	5.92
Thu	03/17/11	219.71784	1.33654	153	21.7693	x	x	30.9051	40.77			21.7693	6.13
Fri	03/18/11	219.75152	1.33674	154	21.9148	x	x	30.7596	40.57			21.9148	6.33
Mon	03/21/11	219.85255	1.33736	157	22.3521	x	x	30.3223	39.95			22.3521	6.95
Tue	03/22/11	219.88623	1.33756	158	22.4978	x	x	30.1766	39.75			22.4978	7.15
Wed	03/23/11	219.91990	1.33777	159	22.6438	x	x	30.0306	39.54			22.6438	7.36
Thu	03/24/11	219.95358	1.33797	160	22.7896	x	x	29.8848	39.34			22.7896	7.56
Fri	03/25/11	219.98726	1.33818	161	22.9356	x	x	29.7388	39.13			22.9356	7.77
Mon	03/28/11	220.08829	1.33879	164	23.3737	x	x	29.3007	38.52			23.3737	8.38
Tue	03/29/11	220.12197	1.33900	165	23.5199	x	x	29.1545	38.31			23.5199	8.59
Wed	03/30/11	220.15565	1.33920	166	23.6659	x	x	29.0085	38.11			23.6659	8.79
Thu	03/31/11	220.18932	1.33941	167	23.8122	x	x	28.8622	37.90			23.8122	9.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	04/01/11	220.22300	1.33961	168	23.9584	x	x	28.7160	37.70			23.9584	9.20
Mon	04/04/11	220.33160	1.34027	171	24.3983	x	x	28.2761	37.04			24.3983	9.86
Tue	04/05/11	220.36780	1.34049	172	24.5450	x	x	28.1294	36.82			24.5450	10.08
Wed	04/06/11	220.40400	1.34071	173	24.6917	x	x	27.9827	36.60			24.6917	10.30
Thu	04/07/11	220.44020	1.34093	174	24.8385	x	x	27.8359	36.38			24.8385	10.52
Fri	04/08/11	220.47640	1.34115	175	24.9854	x	x	27.6890	36.16			24.9854	10.74
Mon	04/11/11	220.58500	1.34181	178	25.4262	x	x	27.2482	35.50			25.4262	11.40
Tue	04/12/11	220.62120	1.34203	179	25.5732	x	x	27.1012	35.28			25.5732	11.62
Wed	04/13/11	220.65740	1.34225	180	25.7203	x	x	26.9541	35.06			25.7203	11.84
Thu	04/14/11	220.69360	1.34247	181	25.8674	x	x	26.8070	34.84			25.8674	12.06
Fri	04/15/11	220.72980	1.34269	0	0.0000		x	26.6598	34.62	x		26.0146	12.28
Mon	04/18/11	220.83840	1.34335	3	0.4267		x	26.2331	33.96	x		26.4413	12.94
Tue	04/19/11	220.87460	1.34357	4	0.5690		x	26.0908	33.74	x		26.5836	13.16
Wed	04/20/11	220.91080	1.34379	5	0.7114		x	25.9484	33.52	x		26.7260	13.38
Thu	04/21/11	220.94700	1.34401	6	0.8538		x	25.8060	33.30	x		26.8684	13.60
Fri	04/22/11	220.98320	1.34423	7	0.9962		x	25.6636	33.08	x		27.0108	13.82
Mon	04/25/11	221.09180	1.34490	10	1.4239		x	25.2359	32.41	x		27.4385	14.49
Tue	04/26/11	221.12800	1.34512	11	1.5666		x	25.0932	32.19	x		27.5812	14.71
Wed	04/27/11	221.16420	1.34534	12	1.7092		x	24.9506	31.97	x		27.7238	14.93
Thu	04/28/11	221.20040	1.34556	13	1.8520		x	24.8078	31.75	x		27.8666	15.15
Fri	04/29/11	221.23660	1.34578	14	1.9948		x	24.6650	31.53	x		28.0094	15.37
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	05/02/11	221.37861	1.34664	17	2.4238		x	24.2360	30.67	x		28.4384	16.23
Tue	05/03/11	221.44823	1.34706	18	2.5671		x	24.0927	30.25	x		28.5817	16.65
Wed	05/04/11	221.51784	1.34749	19	2.7106		x	23.9492	29.82	x		28.7252	17.08
Thu	05/05/11	221.58745	1.34791	20	2.8542		x	23.8056	29.40	x		28.8688	17.50
Fri	05/06/11	221.65706	1.34833	21	2.9978		x	23.6620	28.98	x		29.0124	17.92
Mon	05/09/11	221.86590	1.34960	24	3.4293		x	23.2305	27.71	x		29.4439	19.19
Tue	05/10/11	221.93552	1.35003	25	3.5733		x	23.0865	27.28	x		29.5879	19.62
Wed	05/11/11	222.00513	1.35045	26	3.7174		x	22.9424	26.86	x		29.7320	20.04
Thu	05/12/11	222.07474	1.35087	27	3.8616		x	22.7982	26.44	x		29.8762	20.46
Fri	05/13/11	222.14435	1.35130	28	4.0059		x	22.6539	26.01	x		30.0205	20.89
Mon	05/16/11	222.35319	1.35257	31	4.4393		x	22.2205	24.74	x		30.4539	22.16
Tue	05/17/11	222.42281	1.35299	32	4.5839		x	22.0759	24.32	x		30.5985	22.58
Wed	05/18/11	222.49242	1.35342	33	4.7286		x	21.9312	23.89	x		30.7432	23.01
Thu	05/19/11	222.56203	1.35384	34	4.8735		x	21.7863	23.47	x		30.8881	23.43
Fri	05/20/11	222.63165	1.35426	35	5.0183		x	21.6415	23.05	x		31.0329	23.85
Mon	05/23/11	222.84048	1.35553	38	5.4536		x	21.2062	21.78	x		31.4682	25.12
Tue	05/24/11	222.91010	1.35596	39	5.5989		x	21.0609	21.35	x		31.6135	25.55
Wed	05/25/11	222.97971	1.35638	40	5.7442		x	20.9156	20.93	x		31.7588	25.97
Thu	05/26/11	223.04932	1.35680	41	5.8897		x	20.7701	20.51	x		31.9043	26.39
Fri	05/27/11	223.11894	1.35723	42	6.0352		x	20.6246	20.08	x		32.0498	26.82
Mon	05/30/11	223.32777	1.35850	45	6.4724		x	20.1874	18.81	x		32.4870	28.09
Tue	05/31/11	223.39739	1.35892	46	6.6182		x	20.0416	18.39	x		32.6328	28.51
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	06/01/11	223.46700	1.35934	47	6.7642		x	19.8956	17.97	x		32.7788	28.93
Thu	06/02/11	223.51497	1.35964	48	6.9096		x	19.7502	17.67	x		32.9242	29.23
Fri	06/03/11	223.56293	1.35993	49	7.0551		x	19.6047	17.38	x		33.0697	29.52
Mon	06/06/11	223.70683	1.36080	52	7.4918		x	19.1680	16.51	x		33.5064	30.39
Tue	06/07/11	223.75480	1.36109	53	7.6375		x	19.0223	16.22	x		33.6521	30.68
Wed	06/08/11	223.80277	1.36139	54	7.7834		x	18.8764	15.92	x		33.7980	30.98
Thu	06/09/11	223.85073	1.36168	55	7.9292		x	18.7306	15.63	x		33.9438	31.27
Fri	06/10/11	223.89870	1.36197	56	8.0751		x	18.5847	15.34	x		34.0897	31.56
Mon	06/13/11	224.04260	1.36284	59	8.5131		x	18.1467	14.47	x		34.5277	32.43
Tue	06/14/11	224.09057	1.36314	60	8.6593		x	18.0005	14.17	x		34.6739	32.73
Wed	06/15/11	224.13853	1.36343	61	8.8055		x	17.8543	13.88	x		34.8201	33.02
Thu	06/16/11	224.18650	1.36372	62	8.9517		x	17.7081	13.59	x		34.9663	33.31
Fri	06/17/11	224.23447	1.36401	63	9.0981		x	17.5617	13.30	x		35.1127	33.60
Mon	06/20/11	224.37837	1.36489	66	9.5374		x	17.1224	12.42	x		35.5520	34.48
Tue	06/21/11	224.42633	1.36518	67	9.6840		x	16.9758	12.13	x		35.6986	34.77
Wed	06/22/11	224.47430	1.36547	68	9.8306		x	16.8292	11.84	x		35.8452	35.06
Thu	06/23/11	224.52227	1.36576	69	9.9773		x	16.6825	11.55	x		35.9919	35.35
Fri	06/24/11	224.57023	1.36605	70	10.1241		x	16.5357	11.26	x		36.1387	35.64
Mon	06/27/11	224.71413	1.36693	73	10.5648		x	16.0950	10.38	x		36.5794	36.52
Tue	06/28/11	224.76210	1.36722	74	10.7118		x	15.9480	10.09	x		36.7264	36.81
Wed	06/29/11	224.81007	1.36751	75	10.8588		x	15.8010	9.80	x		36.8734	37.10
Thu	06/30/11	224.85803	1.36781	76	11.0060		x	15.6538	9.50	x		37.0206	37.40
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	07/01/11	224.90600	1.36810	77	11.1532		x	15.5066	9.21	x		37.1678	37.69
Mon	07/04/11	225.00839	1.36872	80	11.5930		x	15.0668	8.59	x		37.6076	38.31
Tue	07/05/11	225.04252	1.36893	81	11.7397		x	14.9201	8.38	x		37.7543	38.52
Wed	07/06/11	225.07665	1.36913	82	11.8864		x	14.7734	8.18	x		37.9010	38.72
Thu	07/07/11	225.11077	1.36934	83	12.0332		x	14.6266	7.97	x		38.0478	38.93
Fri	07/08/11	225.14490	1.36955	84	12.1800		x	14.4798	7.76	x		38.1946	39.14
Mon	07/11/11	225.24729	1.37017	87	12.6207		x	14.0391	7.14	x		38.6353	39.76
Tue	07/12/11	225.28142	1.37038	88	12.7677		x	13.8921	6.93	x		38.7823	39.97
Wed	07/13/11	225.31555	1.37059	89	12.9148		x	13.7450	6.72	x		38.9294	40.18
Thu	07/14/11	225.34968	1.37080	90	13.0619		x	13.5979	6.51	x		39.0765	40.39
Fri	07/15/11	225.38381	1.37100	91	13.2090		x	13.4508	6.31	x		39.2236	40.59
Mon	07/18/11	225.48619	1.37163	94	13.6507		x	13.0091	5.68	x		39.6653	41.22
Tue	07/19/11	225.52032	1.37183	95	13.7979		x	12.8619	5.48	x		39.8125	41.42
Wed	07/20/11	225.55445	1.37204	96	13.9453		x	12.7145	5.27	x		39.9599	41.63
Thu	07/21/11	225.58858	1.37225	97	14.0927		x	12.5671	5.06	x		40.1073	41.84
Fri	07/22/11	225.62271	1.37246	98	14.2402		x	12.4196	4.85	x		40.2548	42.05
Mon	07/25/11	225.72510	1.37308	101	14.6828		x	11.9770	4.23	x		40.6974	42.67
Tue	07/26/11	225.75923	1.37329	102	14.8304		x	11.8294	4.02	x		40.8450	42.88
Wed	07/27/11	225.79335	1.37349	103	14.9780		x	11.6818	3.82	x		40.9926	43.08
Thu	07/28/11	225.82748	1.37370	104	15.1257		x	11.5341	3.61	x		41.1403	43.29
Fri	07/29/11	225.86161	1.37391	105	15.2735		x	11.3863	3.40	x		41.2881	43.50
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	08/01/11	225.96400	1.37453	108	15.7170		x	10.9428	2.78	x		41.7316	44.12
Tue	08/02/11	225.95619	1.37449	109	15.8620		x	10.7978	2.82	x		41.8766	44.08
Wed	08/03/11	225.94839	1.37444	110	16.0070		x	10.6528	2.87	x		42.0216	44.03
Thu	08/04/11	225.94058	1.37439	111	16.1519		x	10.5079	2.92	x		42.1665	43.98
Fri	08/05/11	225.93277	1.37434	112	16.2968		x	10.3630	2.97	x		42.3114	43.93
Mon	08/08/11	225.90935	1.37420	115	16.7316		x	9.9282	3.11	x		42.7462	43.79
Tue	08/09/11	225.90155	1.37415	116	16.8765		x	9.7833	3.16	x		42.8911	43.74
Wed	08/10/11	225.89374	1.37411	117	17.0215		x	9.6383	3.20	x		43.0361	43.70
Thu	08/11/11	225.88594	1.37406	118	17.1664		x	9.4934	3.25	x		43.1810	43.65
Fri	08/12/11	225.87813	1.37401	119	17.3112		x	9.3486	3.30	x		43.3258	43.60
Mon	08/15/11	225.85471	1.37387	122	17.7458		x	8.9140	3.44	x		43.7604	43.46
Tue	08/16/11	225.84690	1.37382	123	17.8906		x	8.7692	3.49	x		43.9052	43.41
Wed	08/17/11	225.83910	1.37377	124	18.0354		x	8.6244	3.54	x		44.0500	43.36
Thu	08/18/11	225.83129	1.37373	125	18.1803		x	8.4795	3.58	x		44.1949	43.32
Fri	08/19/11	225.82348	1.37368	126	18.3251		x	8.3347	3.63	x		44.3397	43.27
Mon	08/22/11	225.80006	1.37354	129	18.7595		x	7.9003	3.77	x		44.7741	43.13
Tue	08/23/11	225.79226	1.37349	130	18.9043		x	7.7555	3.82	x		44.9189	43.08
Wed	08/24/11	225.78445	1.37344	131	19.0490		x	7.6108	3.87	x		45.0636	43.03
Thu	08/25/11	225.77665	1.37339	132	19.1937		x	7.4661	3.92	x		45.2083	42.98
Fri	08/26/11	225.76884	1.37335	133	19.3385		x	7.3213	3.96	x		45.3531	42.94
Mon	08/29/11	225.74542	1.37320	136	19.7726		x	6.8872	4.11	x		45.7872	42.79
Tue	08/30/11	225.73761	1.37316	137	19.9174		x	6.7424	4.15	x		45.9320	42.75
Wed	08/31/11	225.72981	1.37311	138	20.0620		x	6.5978	4.20	x		46.0766	42.70
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	09/01/11	225.72200	1.37306	139	20.2067		x	6.4531	4.25	x		46.2213	42.65
Fri	09/02/11	225.72867	1.37310	140	20.3526		x	6.3072	4.21	x		46.3672	42.69
Mon	09/05/11	225.74867	1.37322	143	20.7906		x	5.8692	4.09	x		46.8052	42.81
Tue	09/06/11	225.75533	1.37326	144	20.9366		x	5.7232	4.05	x		46.9512	42.85
Wed	09/07/11	225.76200	1.37330	145	21.0826		x	5.5772	4.01	x		47.0972	42.89
Thu	09/08/11	225.76867	1.37334	146	21.2286		x	5.4312	3.97	x		47.2432	42.93
Fri	09/09/11	225.77533	1.37338	147	21.3746		x	5.2852	3.93	x		47.3892	42.97
Mon	09/12/11	225.79533	1.37351	150	21.8129		x	4.8469	3.80	x		47.8275	43.10
Tue	09/13/11	225.80200	1.37355	151	21.9590		x	4.7008	3.76	x		47.9736	43.14
Wed	09/14/11	225.80867	1.37359	152	22.1050		x	4.5548	3.72	x		48.1196	43.18
Thu	09/15/11	225.81533	1.37363	153	22.2511		x	4.4087	3.68	x		48.2657	43.22
Fri	09/16/11	225.82200	1.37367	154	22.3972		x	4.2626	3.64	x		48.4118	43.26
Mon	09/19/11	225.84200	1.37379	157	22.8355		x	3.8243	3.52	x		48.8501	43.38
Tue	09/20/11	225.84867	1.37383	158	22.9816		x	3.6782	3.48	x		48.9962	43.42
Wed	09/21/11	225.85533	1.37387	159	23.1278		x	3.5320	3.44	x		49.1424	43.46
Thu	09/22/11	225.86200	1.37391	160	23.2739		x	3.3859	3.40	x		49.2885	43.50
Fri	09/23/11	225.86867	1.37395	161	23.4200		x	3.2398	3.36	x		49.4346	43.54
Mon	09/26/11	225.88867	1.37407	164	23.8585		x	2.8013	3.24	x		49.8731	43.66
Tue	09/27/11	225.89533	1.37411	165	24.0047		x	2.6551	3.20	x		50.0193	43.70
Wed	09/28/11	225.90200	1.37416	166	24.1510		x	2.5088	3.15	x		50.1656	43.75
Thu	09/29/11	225.90867	1.37420	167	24.2972		x	2.3626	3.11	x		50.3118	43.79
Fri	09/30/11	225.91533	1.37424	168	24.4434		x	2.2164	3.07	x		50.4580	43.83
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	10/03/11	225.96219	1.37452	171	24.8850		x	1.7748	2.79	x		50.8996	44.11
Tue	10/04/11	225.98229	1.37464	172	25.0327		x	1.6271	2.67	x		51.0473	44.23
Wed	10/05/11	226.00239	1.37477	173	25.1806		x	1.4792	2.54	x		51.1952	44.36
Thu	10/06/11	226.02248	1.37489	174	25.3284		x	1.3314	2.42	x		51.3430	44.48
Fri	10/07/11	226.04258	1.37501	175	25.4762		x	1.1836	2.30	x		51.4908	44.60
Mon	10/10/11	226.10287	1.37538	178	25.9199		x	0.7399	1.93	x		51.9345	44.97
Tue	10/11/11	226.12297	1.37550	179	26.0678		x	0.5920	1.81	x		52.0824	45.09
Wed	10/12/11	226.14306	1.37562	180	26.2157		x	0.4441	1.69	x		52.2303	45.21
Thu	10/13/11	226.16316	1.37574	181	26.3637		x	0.2961	1.57	x		52.3783	45.33
Fri	10/14/11	226.18326	1.37587	182	26.5118		x	0.1480	1.44	x		52.5264	45.46
Sat	10/15/11	226.20335	1.37599	0	0.0000			0.0000	1.32	x	x	52.6744	45.58
Mon	10/17/11	226.24355	1.37623	2	0.2914			-0.2914	1.08	x	x	52.9658	45.82
Tue	10/18/11	226.26365	1.37636	3	0.4372			-0.4372	0.95	x	x	53.1116	45.95
Wed	10/19/11	226.28374	1.37648	4	0.5829			-0.5829	0.83	x	x	53.2573	46.07
Thu	10/20/11	226.30384	1.37660	5	0.7287			-0.7287	0.71	x	x	53.4031	46.19
Fri	10/21/11	226.32394	1.37672	6	0.8746			-0.8746	0.59	x	x	53.5490	46.31
Mon	10/24/11	226.38423	1.37709	9	1.3122			-1.3122	0.22	x	x	53.9866	46.68
Tue	10/25/11	226.40432	1.37721	10	1.4581			-1.4581	0.10	x	x	54.1325	46.80
Wed	10/26/11	226.42442	1.37733	11	1.6041			-1.6041	-0.02	x	x	54.2785	46.92
Thu	10/27/11	226.44452	1.37746	12	1.7501			-1.7501	-0.15	x	x	54.4245	47.05
Fri	10/28/11	226.46461	1.37758	13	1.8961			-1.8961	-0.27	x	x	54.5705	47.17
Mon	10/31/11	226.52490	1.37794	16	2.3342			-2.3342	-0.63	x	x	55.0086	47.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	11/01/11	226.54500	1.37807	17	2.4803			-2.4803	-0.76	x	x	55.1547	47.66
Wed	11/02/11	226.55647	1.37814	18	2.6264			-2.6264	-0.83	x	x	55.3008	47.73
Thu	11/03/11	226.56793	1.37821	19	2.7724			-2.7724	-0.90	x	x	55.4468	47.80
Fri	11/04/11	226.57940	1.37828	20	2.9185			-2.9185	-0.97	x	x	55.5929	47.87
Mon	11/07/11	226.61380	1.37849	23	3.3568			-3.3568	-1.18	x	x	56.0312	48.08
Tue	11/08/11	226.62527	1.37856	24	3.5029			-3.5029	-1.25	x	x	56.1773	48.15
Wed	11/09/11	226.63673	1.37862	25	3.6490			-3.6490	-1.31	x	x	56.3234	48.21
Thu	11/10/11	226.64820	1.37869	26	3.7952			-3.7952	-1.38	x	x	56.4696	48.28
Fri	11/11/11	226.65967	1.37876	27	3.9413			-3.9413	-1.45	x	x	56.6157	48.35
Mon	11/14/11	226.69407	1.37897	30	4.3799			-4.3799	-1.66	x	x	57.0543	48.56
Tue	11/15/11	226.70553	1.37904	31	4.5262			-4.5262	-1.73	x	x	57.2006	48.63
Wed	11/16/11	226.71700	1.37911	32	4.6724			-4.6724	-1.80	x	x	57.3468	48.70
Thu	11/17/11	226.72847	1.37918	33	4.8187			-4.8187	-1.87	x	x	57.4931	48.77
Fri	11/18/11	226.73993	1.37925	34	4.9649			-4.9649	-1.94	x	x	57.6393	48.84
Mon	11/21/11	226.77433	1.37946	37	5.4038			-5.4038	-2.15	x	x	58.0782	49.05
Tue	11/22/11	226.78580	1.37953	38	5.5502			-5.5502	-2.22	x	x	58.2246	49.12
Wed	11/23/11	226.79727	1.37960	39	5.6965			-5.6965	-2.29	x	x	58.3709	49.19
Thu	11/24/11	226.80873	1.37967	40	5.8429			-5.8429	-2.36	x	x	58.5173	49.26
Fri	11/25/11	226.82020	1.37974	41	5.9892			-5.9892	-2.43	x	x	58.6636	49.33
Mon	11/28/11	226.85460	1.37995	44	6.4285			-6.4285	-2.64	x	x	59.1029	49.54
Tue	11/29/11	226.86607	1.38002	45	6.5749			-6.5749	-2.71	x	x	59.2493	49.61
Wed	11/30/11	226.87753	1.38009	46	6.7213			-6.7213	-2.78	x	x	59.3957	49.68
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	12/01/11	226.88900	1.38016	47	6.8678			-6.8678	-2.85	x	x	59.5422	49.75
Fri	12/02/11	226.87390	1.38007	48	7.0135			-7.0135	-2.76	x	x	59.6879	49.66
Mon	12/05/11	226.82861	1.37979	51	7.4503			-7.4503	-2.48	x	x	60.1247	49.38
Tue	12/06/11	226.81352	1.37970	52	7.5959			-7.5959	-2.39	x	x	60.2703	49.29
Wed	12/07/11	226.79842	1.37961	53	7.7415			-7.7415	-2.30	x	x	60.4159	49.20
Thu	12/08/11	226.78332	1.37952	54	7.8870			-7.8870	-2.21	x	x	60.5614	49.11
Fri	12/09/11	226.76823	1.37942	55	8.0325			-8.0325	-2.11	x	x	60.7069	49.01
Mon	12/12/11	226.72294	1.37915	58	8.4690			-8.4690	-1.84	x	x	61.1434	48.74
Tue	12/13/11	226.70784	1.37906	59	8.6144			-8.6144	-1.75	x	x	61.2888	48.65
Wed	12/14/11	226.69274	1.37897	60	8.7599			-8.7599	-1.66	x	x	61.4343	48.56
Thu	12/15/11	226.67765	1.37887	61	8.9052			-8.9052	-1.56	x	x	61.5796	48.46
Fri	12/16/11	226.66255	1.37878	62	9.0506			-9.0506	-1.47	x	x	61.7250	48.37
Mon	12/19/11	226.61726	1.37851	65	9.4867			-9.4867	-1.20	x	x	62.1611	48.10
Tue	12/20/11	226.60216	1.37841	66	9.6319			-9.6319	-1.10	x	x	62.3063	48.00
Wed	12/21/11	226.58706	1.37832	67	9.7772			-9.7772	-1.01	x	x	62.4516	47.91
Thu	12/22/11	226.57197	1.37823	68	9.9225			-9.9225	-0.92	x	x	62.5969	47.82
Fri	12/23/11	226.55687	1.37814	69	10.0678			-10.0678	-0.83	x	x	62.7422	47.73
Mon	12/26/11	226.51158	1.37786	72	10.5034			-10.5034	-0.55	x	x	63.1778	47.45
Tue	12/27/11	226.49648	1.37777	73	10.6485			-10.6485	-0.46	x	x	63.3229	47.36
Wed	12/28/11	226.48139	1.37768	74	10.7937			-10.7937	-0.37	x	x	63.4681	47.27
Thu	12/29/11	226.46629	1.37759	75	10.9389			-10.9389	-0.28	x	x	63.6133	47.18
Fri	12/30/11	226.45119	1.37750	76	11.0840			-11.0840	-0.19	x	x	63.7584	47.09
Sun	01/01/12	226.42100	1.37731

Generated 12/16/11 09:15