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

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

CUSIP Number	912828FL9	Interest 01/15/11 (184 days)	$13.5399
Dated Date	July 15, 2006	Interest 07/15/11 (181 days)	$13.9504
Ref CPI on Dated Date	201.95161	Interest Total	$27.4903
Original Issue Date	July 17, 2006	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	1.08299	170	12.5074	x	x	14.9829	38.17			12.5074	0.00
Mon	01/03/11	218.71694	1.08302	172	12.6549	x	x	14.8354	38.14			12.6549	0.03
Tue	01/04/11	218.71990	1.08303	173	12.7285	x	x	14.7618	38.13			12.7285	0.04
Wed	01/05/11	218.72287	1.08305	174	12.8024	x	x	14.6879	38.11			12.8024	0.06
Thu	01/06/11	218.72584	1.08306	175	12.8761	x	x	14.6142	38.10			12.8761	0.07
Fri	01/07/11	218.72881	1.08308	176	12.9499	x	x	14.5404	38.08			12.9499	0.09
Mon	01/10/11	218.73771	1.08312	179	13.1711	x	x	14.3192	38.04			13.1711	0.13
Tue	01/11/11	218.74068	1.08313	180	13.2448	x	x	14.2455	38.03			13.2448	0.14
Wed	01/12/11	218.74365	1.08315	181	13.3186	x	x	14.1717	38.01			13.3186	0.16
Thu	01/13/11	218.74661	1.08316	182	13.3923	x	x	14.0980	38.00			13.3923	0.17
Fri	01/14/11	218.74958	1.08318	183	13.4662	x	x	14.0241	37.98			13.4662	0.19
Sat	01/15/11	218.75255	1.08319	0	0.0000		x	13.9504	37.97	x		13.5399	0.20
Mon	01/17/11	218.75848	1.08322	2	0.1496		x	13.8008	37.94	x		13.6895	0.23
Tue	01/18/11	218.76145	1.08324	3	0.2244		x	13.7260	37.92	x		13.7643	0.25
Wed	01/19/11	218.76442	1.08325	4	0.2992		x	13.6512	37.91	x		13.8391	0.26
Thu	01/20/11	218.76739	1.08327	5	0.3741		x	13.5763	37.89	x		13.9140	0.28
Fri	01/21/11	218.77035	1.08328	6	0.4489		x	13.5015	37.88	x		13.9888	0.29
Mon	01/24/11	218.77926	1.08333	9	0.6733		x	13.2771	37.83	x		14.2132	0.34
Tue	01/25/11	218.78223	1.08334	10	0.7482		x	13.2022	37.82	x		14.2881	0.35
Wed	01/26/11	218.78519	1.08335	11	0.8230		x	13.1274	37.81	x		14.3629	0.36
Thu	01/27/11	218.78816	1.08337	12	0.8978		x	13.0526	37.79	x		14.4377	0.38
Fri	01/28/11	218.79113	1.08338	13	0.9726		x	12.9778	37.78	x		14.5125	0.39
Mon	01/31/11	218.80003	1.08343	16	1.1972		x	12.7532	37.73	x		14.7371	0.44
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	1.08344	17	1.2720		x	12.6784	37.72	x		14.8119	0.45
Wed	02/02/11	218.81643	1.08351	18	1.3469		x	12.6035	37.65	x		14.8868	0.52
Thu	02/03/11	218.82986	1.08358	19	1.4218		x	12.5286	37.58	x		14.9617	0.59
Fri	02/04/11	218.84329	1.08364	20	1.4967		x	12.4537	37.52	x		15.0366	0.65
Mon	02/07/11	218.88357	1.08384	23	1.7216		x	12.2288	37.32	x		15.2615	0.85
Tue	02/08/11	218.89700	1.08391	24	1.7965		x	12.1539	37.25	x		15.3364	0.92
Wed	02/09/11	218.91043	1.08397	25	1.8715		x	12.0789	37.19	x		15.4114	0.98
Thu	02/10/11	218.92386	1.08404	26	1.9465		x	12.0039	37.12	x		15.4864	1.05
Fri	02/11/11	218.93729	1.08411	27	2.0215		x	11.9289	37.05	x		15.5614	1.12
Mon	02/14/11	218.97757	1.08431	30	2.2465		x	11.7039	36.85	x		15.7864	1.32
Tue	02/15/11	218.99100	1.08437	31	2.3215		x	11.6289	36.79	x		15.8614	1.38
Wed	02/16/11	219.00443	1.08444	32	2.3966		x	11.5538	36.72	x		15.9365	1.45
Thu	02/17/11	219.01786	1.08451	33	2.4716		x	11.4788	36.65	x		16.0115	1.52
Fri	02/18/11	219.03129	1.08457	34	2.5466		x	11.4038	36.59	x		16.0865	1.58
Mon	02/21/11	219.07157	1.08477	37	2.7719		x	11.1785	36.39	x		16.3118	1.78
Tue	02/22/11	219.08500	1.08484	38	2.8470		x	11.1034	36.32	x		16.3869	1.85
Wed	02/23/11	219.09843	1.08491	39	2.9221		x	11.0283	36.25	x		16.4620	1.92
Thu	02/24/11	219.11186	1.08497	40	2.9972		x	10.9532	36.19	x		16.5371	1.98
Fri	02/25/11	219.12529	1.08504	41	3.0723		x	10.8781	36.12	x		16.6122	2.05
Mon	02/28/11	219.16557	1.08524	44	3.2977		x	10.6527	35.92	x		16.8376	2.25
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	1.08530	45	3.3728		x	10.5776	35.86	x		16.9127	2.31
Wed	03/02/11	219.21268	1.08547	46	3.4483		x	10.5021	35.69	x		16.9882	2.48
Thu	03/03/11	219.24635	1.08564	47	3.5238		x	10.4266	35.52	x		17.0637	2.65
Fri	03/04/11	219.28003	1.08580	48	3.5993		x	10.3511	35.36	x		17.1392	2.81
Mon	03/07/11	219.38106	1.08631	51	3.8261		x	10.1243	34.85	x		17.3660	3.32
Tue	03/08/11	219.41474	1.08647	52	3.9017		x	10.0487	34.69	x		17.4416	3.48
Wed	03/09/11	219.44842	1.08664	53	3.9773		x	9.9731	34.52	x		17.5172	3.65
Thu	03/10/11	219.48210	1.08681	54	4.0530		x	9.8974	34.35	x		17.5929	3.82
Fri	03/11/11	219.51577	1.08697	55	4.1287		x	9.8217	34.19	x		17.6686	3.98
Mon	03/14/11	219.61681	1.08747	58	4.3559		x	9.5945	33.69	x		17.8958	4.48
Tue	03/15/11	219.65048	1.08764	59	4.4317		x	9.5187	33.52	x		17.9716	4.65
Wed	03/16/11	219.68416	1.08781	60	4.5075		x	9.4429	33.35	x		18.0474	4.82
Thu	03/17/11	219.71784	1.08797	61	4.5833		x	9.3671	33.19	x		18.1232	4.98
Fri	03/18/11	219.75152	1.08814	62	4.6592		x	9.2912	33.02	x		18.1991	5.15
Mon	03/21/11	219.85255	1.08864	65	4.8869		x	9.0635	32.52	x		18.4268	5.65
Tue	03/22/11	219.88623	1.08881	66	4.9628		x	8.9876	32.35	x		18.5027	5.82
Wed	03/23/11	219.91990	1.08897	67	5.0387		x	8.9117	32.19	x		18.5786	5.98
Thu	03/24/11	219.95358	1.08914	68	5.1147		x	8.8357	32.02	x		18.6546	6.15
Fri	03/25/11	219.98726	1.08931	69	5.1908		x	8.7596	31.85	x		18.7307	6.32
Mon	03/28/11	220.08829	1.08981	72	5.4189		x	8.5315	31.35	x		18.9588	6.82
Tue	03/29/11	220.12197	1.08997	73	5.4950		x	8.4554	31.19	x		19.0349	6.98
Wed	03/30/11	220.15565	1.09014	74	5.5712		x	8.3792	31.02	x		19.1111	7.15
Thu	03/31/11	220.18932	1.09031	75	5.6473		x	8.3031	30.85	x		19.1872	7.32
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	1.09047	76	5.7235		x	8.2269	30.69	x		19.2634	7.48
Mon	04/04/11	220.33160	1.09101	79	5.9523		x	7.9981	30.15	x		19.4922	8.02
Tue	04/05/11	220.36780	1.09119	80	6.0287		x	7.9217	29.97	x		19.5686	8.20
Wed	04/06/11	220.40400	1.09137	81	6.1050		x	7.8454	29.79	x		19.6449	8.38
Thu	04/07/11	220.44020	1.09155	82	6.1814		x	7.7690	29.61	x		19.7213	8.56
Fri	04/08/11	220.47640	1.09173	83	6.2578		x	7.6926	29.43	x		19.7977	8.74
Mon	04/11/11	220.58500	1.09227	86	6.4872		x	7.4632	28.89	x		20.0271	9.28
Tue	04/12/11	220.62120	1.09245	87	6.5638		x	7.3866	28.71	x		20.1037	9.46
Wed	04/13/11	220.65740	1.09263	88	6.6403		x	7.3101	28.53	x		20.1802	9.64
Thu	04/14/11	220.69360	1.09280	89	6.7168		x	7.2336	28.36	x		20.2567	9.81
Fri	04/15/11	220.72980	1.09298	90	6.7934		x	7.1570	28.18	x		20.3333	9.99
Mon	04/18/11	220.83840	1.09352	93	7.0233		x	6.9271	27.64	x		20.5632	10.53
Tue	04/19/11	220.87460	1.09370	94	7.1000		x	6.8504	27.46	x		20.6399	10.71
Wed	04/20/11	220.91080	1.09388	95	7.1767		x	6.7737	27.28	x		20.7166	10.89
Thu	04/21/11	220.94700	1.09406	96	7.2534		x	6.6970	27.10	x		20.7933	11.07
Fri	04/22/11	220.98320	1.09424	97	7.3302		x	6.6202	26.92	x		20.8701	11.25
Mon	04/25/11	221.09180	1.09478	100	7.5606		x	6.3898	26.38	x		21.1005	11.79
Tue	04/26/11	221.12800	1.09496	101	7.6375		x	6.3129	26.20	x		21.1774	11.97
Wed	04/27/11	221.16420	1.09513	102	7.7143		x	6.2361	26.03	x		21.2542	12.14
Thu	04/28/11	221.20040	1.09531	103	7.7912		x	6.1592	25.85	x		21.3311	12.32
Fri	04/29/11	221.23660	1.09549	104	7.8682		x	6.0822	25.67	x		21.4081	12.50
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	05/02/11	221.37861	1.09620	107	8.1004		x	5.8500	24.96	x		21.6403	13.21
Tue	05/03/11	221.44823	1.09654	108	8.1786		x	5.7718	24.62	x		21.7185	13.55
Wed	05/04/11	221.51784	1.09689	109	8.2570		x	5.6934	24.27	x		21.7969	13.90
Thu	05/05/11	221.58745	1.09723	110	8.3353		x	5.6151	23.93	x		21.8752	14.24
Fri	05/06/11	221.65706	1.09758	111	8.4138		x	5.5366	23.58	x		21.9537	14.59
Mon	05/09/11	221.86590	1.09861	114	8.6493		x	5.3011	22.55	x		22.1892	15.62
Tue	05/10/11	221.93552	1.09895	115	8.7278		x	5.2226	22.21	x		22.2677	15.96
Wed	05/11/11	222.00513	1.09930	116	8.8065		x	5.1439	21.86	x		22.3464	16.31
Thu	05/12/11	222.07474	1.09964	117	8.8852		x	5.0652	21.52	x		22.4251	16.65
Fri	05/13/11	222.14435	1.09999	118	8.9640		x	4.9864	21.17	x		22.5039	17.00
Mon	05/16/11	222.35319	1.10102	121	9.2005		x	4.7499	20.14	x		22.7404	18.03
Tue	05/17/11	222.42281	1.10137	122	9.2795		x	4.6709	19.79	x		22.8194	18.38
Wed	05/18/11	222.49242	1.10171	123	9.3584		x	4.5920	19.45	x		22.8983	18.72
Thu	05/19/11	222.56203	1.10206	124	9.4375		x	4.5129	19.10	x		22.9774	19.07
Fri	05/20/11	222.63165	1.10240	125	9.5166		x	4.4338	18.76	x		23.0565	19.41
Mon	05/23/11	222.84048	1.10344	128	9.7542		x	4.1962	17.72	x		23.2941	20.45
Tue	05/24/11	222.91010	1.10378	129	9.8334		x	4.1170	17.38	x		23.3733	20.79
Wed	05/25/11	222.97971	1.10412	130	9.9127		x	4.0377	17.04	x		23.4526	21.13
Thu	05/26/11	223.04932	1.10447	131	9.9921		x	3.9583	16.69	x		23.5320	21.48
Fri	05/27/11	223.11894	1.10481	132	10.0715		x	3.8789	16.35	x		23.6114	21.82
Mon	05/30/11	223.32777	1.10585	135	10.3101		x	3.6403	15.31	x		23.8500	22.86
Tue	05/31/11	223.39739	1.10619	136	10.3896		x	3.5608	14.97	x		23.9295	23.20
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	1.10654	137	10.4693		x	3.4811	14.62	x		24.0092	23.55
Thu	06/02/11	223.51497	1.10677	138	10.5479		x	3.4025	14.39	x		24.0878	23.78
Fri	06/03/11	223.56293	1.10701	139	10.6267		x	3.3237	14.15	x		24.1666	24.02
Mon	06/06/11	223.70683	1.10772	142	10.8630		x	3.0874	13.44	x		24.4029	24.73
Tue	06/07/11	223.75480	1.10796	143	10.9419		x	3.0085	13.20	x		24.4818	24.97
Wed	06/08/11	223.80277	1.10820	144	11.0208		x	2.9296	12.96	x		24.5607	25.21
Thu	06/09/11	223.85073	1.10844	145	11.0997		x	2.8507	12.72	x		24.6396	25.45
Fri	06/10/11	223.89870	1.10867	146	11.1786		x	2.7718	12.49	x		24.7185	25.68
Mon	06/13/11	224.04260	1.10939	149	11.4157		x	2.5347	11.77	x		24.9556	26.40
Tue	06/14/11	224.09057	1.10963	150	11.4948		x	2.4556	11.53	x		25.0347	26.64
Wed	06/15/11	224.13853	1.10986	151	11.5738		x	2.3766	11.30	x		25.1137	26.87
Thu	06/16/11	224.18650	1.11010	152	11.6530		x	2.2974	11.06	x		25.1929	27.11
Fri	06/17/11	224.23447	1.11034	153	11.7322		x	2.2182	10.82	x		25.2721	27.35
Mon	06/20/11	224.37837	1.11105	156	11.9699		x	1.9805	10.11	x		25.5098	28.06
Tue	06/21/11	224.42633	1.11129	157	12.0492		x	1.9012	9.87	x		25.5891	28.30
Wed	06/22/11	224.47430	1.11153	158	12.1286		x	1.8218	9.63	x		25.6685	28.54
Thu	06/23/11	224.52227	1.11176	159	12.2079		x	1.7425	9.40	x		25.7478	28.77
Fri	06/24/11	224.57023	1.11200	160	12.2873		x	1.6631	9.16	x		25.8272	29.01
Mon	06/27/11	224.71413	1.11271	163	12.5257		x	1.4247	8.45	x		26.0656	29.72
Tue	06/28/11	224.76210	1.11295	164	12.6052		x	1.3452	8.21	x		26.1451	29.96
Wed	06/29/11	224.81007	1.11319	165	12.6848		x	1.2656	7.97	x		26.2247	30.20
Thu	06/30/11	224.85803	1.11343	166	12.7645		x	1.1859	7.73	x		26.3044	30.44
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	1.11366	167	12.8440		x	1.1064	7.50	x		26.3839	30.67
Mon	07/04/11	225.00839	1.11417	170	13.0807		x	0.8697	6.99	x		26.6206	31.18
Tue	07/05/11	225.04252	1.11434	171	13.1597		x	0.7907	6.82	x		26.6996	31.35
Wed	07/06/11	225.07665	1.11451	172	13.2387		x	0.7117	6.65	x		26.7786	31.52
Thu	07/07/11	225.11077	1.11468	173	13.3177		x	0.6327	6.48	x		26.8576	31.69
Fri	07/08/11	225.14490	1.11485	174	13.3967		x	0.5537	6.31	x		26.9366	31.86
Mon	07/11/11	225.24729	1.11535	177	13.6338		x	0.3166	5.81	x		27.1737	32.36
Tue	07/12/11	225.28142	1.11552	178	13.7129		x	0.2375	5.64	x		27.2528	32.53
Wed	07/13/11	225.31555	1.11569	179	13.7920		x	0.1584	5.47	x		27.3319	32.70
Thu	07/14/11	225.34968	1.11586	180	13.8712		x	0.0792	5.30	x		27.4111	32.87
Fri	07/15/11	225.38381	1.11603	0	0.0000			0.0000	5.13	x	x	27.4903	33.04
Mon	07/18/11	225.48619	1.11654	3	0.2276			-0.2276	4.62	x	x	27.7179	33.55
Tue	07/19/11	225.52032	1.11670	4	0.3035			-0.3035	4.46	x	x	27.7938	33.71
Wed	07/20/11	225.55445	1.11687	5	0.3794			-0.3794	4.29	x	x	27.8697	33.88
Thu	07/21/11	225.58858	1.11704	6	0.4553			-0.4553	4.12	x	x	27.9456	34.05
Fri	07/22/11	225.62271	1.11721	7	0.5313			-0.5313	3.95	x	x	28.0216	34.22
Mon	07/25/11	225.72510	1.11772	10	0.7593			-0.7593	3.44	x	x	28.2496	34.73
Tue	07/26/11	225.75923	1.11789	11	0.8354			-0.8354	3.27	x	x	28.3257	34.90
Wed	07/27/11	225.79335	1.11806	12	0.9115			-0.9115	3.10	x	x	28.4018	35.07
Thu	07/28/11	225.82748	1.11823	13	0.9876			-0.9876	2.93	x	x	28.4779	35.24
Fri	07/29/11	225.86161	1.11839	14	1.0637			-1.0637	2.77	x	x	28.5540	35.40
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/01/11	225.96400	1.11890	17	1.2922			-1.2922	2.26	x	x	28.7825	35.91
Tue	08/02/11	225.95619	1.11886	18	1.3682			-1.3682	2.30	x	x	28.8585	35.87
Wed	08/03/11	225.94839	1.11882	19	1.4441			-1.4441	2.34	x	x	28.9344	35.83
Thu	08/04/11	225.94058	1.11879	20	1.5201			-1.5201	2.37	x	x	29.0104	35.80
Fri	08/05/11	225.93277	1.11875	21	1.5960			-1.5960	2.41	x	x	29.0863	35.76
Mon	08/08/11	225.90935	1.11863	24	1.8239			-1.8239	2.53	x	x	29.3142	35.64
Tue	08/09/11	225.90155	1.11859	25	1.8998			-1.8998	2.57	x	x	29.3901	35.60
Wed	08/10/11	225.89374	1.11855	26	1.9757			-1.9757	2.61	x	x	29.4660	35.56
Thu	08/11/11	225.88594	1.11852	27	2.0516			-2.0516	2.64	x	x	29.5419	35.53
Fri	08/12/11	225.87813	1.11848	28	2.1275			-2.1275	2.68	x	x	29.6178	35.49
Mon	08/15/11	225.85471	1.11836	31	2.3552			-2.3552	2.80	x	x	29.8455	35.37
Tue	08/16/11	225.84690	1.11832	32	2.4311			-2.4311	2.84	x	x	29.9214	35.33
Wed	08/17/11	225.83910	1.11828	33	2.5070			-2.5070	2.88	x	x	29.9973	35.29
Thu	08/18/11	225.83129	1.11824	34	2.5829			-2.5829	2.92	x	x	30.0732	35.25
Fri	08/19/11	225.82348	1.11821	35	2.6588			-2.6588	2.95	x	x	30.1491	35.22
Mon	08/22/11	225.80006	1.11809	38	2.8864			-2.8864	3.07	x	x	30.3767	35.10
Tue	08/23/11	225.79226	1.11805	39	2.9622			-2.9622	3.11	x	x	30.4525	35.06
Wed	08/24/11	225.78445	1.11801	40	3.0381			-3.0381	3.15	x	x	30.5284	35.02
Thu	08/25/11	225.77665	1.11797	41	3.1139			-3.1139	3.19	x	x	30.6042	34.98
Fri	08/26/11	225.76884	1.11794	42	3.1898			-3.1898	3.22	x	x	30.6801	34.95
Mon	08/29/11	225.74542	1.11782	45	3.4172			-3.4172	3.34	x	x	30.9075	34.83
Tue	08/30/11	225.73761	1.11778	46	3.4931			-3.4931	3.38	x	x	30.9834	34.79
Wed	08/31/11	225.72981	1.11774	47	3.5689			-3.5689	3.42	x	x	31.0592	34.75
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	1.11770	48	3.6447			-3.6447	3.46	x	x	31.1350	34.71
Fri	09/02/11	225.72867	1.11774	49	3.7207			-3.7207	3.42	x	x	31.2110	34.75
Mon	09/05/11	225.74867	1.11784	52	3.9489			-3.9489	3.32	x	x	31.4392	34.85
Tue	09/06/11	225.75533	1.11787	53	4.0249			-4.0249	3.29	x	x	31.5152	34.88
Wed	09/07/11	225.76200	1.11790	54	4.1010			-4.1010	3.26	x	x	31.5913	34.91
Thu	09/08/11	225.76867	1.11793	55	4.1770			-4.1770	3.23	x	x	31.6673	34.94
Fri	09/09/11	225.77533	1.11797	56	4.2531			-4.2531	3.19	x	x	31.7434	34.98
Mon	09/12/11	225.79533	1.11807	59	4.4814			-4.4814	3.09	x	x	31.9717	35.08
Tue	09/13/11	225.80200	1.11810	60	4.5575			-4.5575	3.06	x	x	32.0478	35.11
Wed	09/14/11	225.80867	1.11813	61	4.6336			-4.6336	3.03	x	x	32.1239	35.14
Thu	09/15/11	225.81533	1.11817	62	4.7097			-4.7097	2.99	x	x	32.2000	35.18
Fri	09/16/11	225.82200	1.11820	63	4.7858			-4.7858	2.96	x	x	32.2761	35.21
Mon	09/19/11	225.84200	1.11830	66	5.0141			-5.0141	2.86	x	x	32.5044	35.31
Tue	09/20/11	225.84867	1.11833	67	5.0902			-5.0902	2.83	x	x	32.5805	35.34
Wed	09/21/11	225.85533	1.11836	68	5.1663			-5.1663	2.80	x	x	32.6566	35.37
Thu	09/22/11	225.86200	1.11840	69	5.2425			-5.2425	2.76	x	x	32.7328	35.41
Fri	09/23/11	225.86867	1.11843	70	5.3186			-5.3186	2.73	x	x	32.8089	35.44
Mon	09/26/11	225.88867	1.11853	73	5.5471			-5.5471	2.63	x	x	33.0374	35.54
Tue	09/27/11	225.89533	1.11856	74	5.6232			-5.6232	2.60	x	x	33.1135	35.57
Wed	09/28/11	225.90200	1.11859	75	5.6993			-5.6993	2.57	x	x	33.1896	35.60
Thu	09/29/11	225.90867	1.11863	76	5.7755			-5.7755	2.53	x	x	33.2658	35.64
Fri	09/30/11	225.91533	1.11866	77	5.8517			-5.8517	2.50	x	x	33.3420	35.67
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	10/03/11	225.96219	1.11889	80	6.0809			-6.0809	2.27	x	x	33.5712	35.90
Tue	10/04/11	225.98229	1.11899	81	6.1575			-6.1575	2.17	x	x	33.6478	36.00
Wed	10/05/11	226.00239	1.11909	82	6.2341			-6.2341	2.07	x	x	33.7244	36.10
Thu	10/06/11	226.02248	1.11919	83	6.3107			-6.3107	1.97	x	x	33.8010	36.20
Fri	10/07/11	226.04258	1.11929	84	6.3873			-6.3873	1.87	x	x	33.8776	36.30
Mon	10/10/11	226.10287	1.11959	87	6.6171			-6.6171	1.57	x	x	34.1074	36.60
Tue	10/11/11	226.12297	1.11969	88	6.6938			-6.6938	1.47	x	x	34.1841	36.70
Wed	10/12/11	226.14306	1.11979	89	6.7705			-6.7705	1.37	x	x	34.2608	36.80
Thu	10/13/11	226.16316	1.11989	90	6.8472			-6.8472	1.27	x	x	34.3375	36.90
Fri	10/14/11	226.18326	1.11999	91	6.9239			-6.9239	1.17	x	x	34.4142	37.00
Mon	10/17/11	226.24355	1.12029	94	7.1540			-7.1540	0.87	x	x	34.6443	37.30
Tue	10/18/11	226.26365	1.12039	95	7.2308			-7.2308	0.77	x	x	34.7211	37.40
Wed	10/19/11	226.28374	1.12048	96	7.3075			-7.3075	0.68	x	x	34.7978	37.49
Thu	10/20/11	226.30384	1.12058	97	7.3843			-7.3843	0.58	x	x	34.8746	37.59
Fri	10/21/11	226.32394	1.12068	98	7.4610			-7.4610	0.48	x	x	34.9513	37.69
Mon	10/24/11	226.38423	1.12098	101	7.6915			-7.6915	0.18	x	x	35.1818	37.99
Tue	10/25/11	226.40432	1.12108	102	7.7684			-7.7684	0.08	x	x	35.2587	38.09
Wed	10/26/11	226.42442	1.12118	103	7.8452			-7.8452	-0.02	x	x	35.3355	38.19
Thu	10/27/11	226.44452	1.12128	104	7.9221			-7.9221	-0.12	x	x	35.4124	38.29
Fri	10/28/11	226.46461	1.12138	105	7.9990			-7.9990	-0.22	x	x	35.4893	38.39
Mon	10/31/11	226.52490	1.12168	108	8.2297			-8.2297	-0.52	x	x	35.7200	38.69
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	1.12178	109	8.3067			-8.3067	-0.62	x	x	35.7970	38.79
Wed	11/02/11	226.55647	1.12184	110	8.3833			-8.3833	-0.68	x	x	35.8736	38.85
Thu	11/03/11	226.56793	1.12189	111	8.4599			-8.4599	-0.73	x	x	35.9502	38.90
Fri	11/04/11	226.57940	1.12195	112	8.5366			-8.5366	-0.79	x	x	36.0269	38.96
Mon	11/07/11	226.61380	1.12212	115	8.7666			-8.7666	-0.96	x	x	36.2569	39.13
Tue	11/08/11	226.62527	1.12218	116	8.8433			-8.8433	-1.02	x	x	36.3336	39.19
Wed	11/09/11	226.63673	1.12223	117	8.9199			-8.9199	-1.07	x	x	36.4102	39.24
Thu	11/10/11	226.64820	1.12229	118	8.9966			-8.9966	-1.13	x	x	36.4869	39.30
Fri	11/11/11	226.65967	1.12235	119	9.0733			-9.0733	-1.19	x	x	36.5636	39.36
Mon	11/14/11	226.69407	1.12252	122	9.3035			-9.3035	-1.36	x	x	36.7938	39.53
Tue	11/15/11	226.70553	1.12257	123	9.3802			-9.3802	-1.41	x	x	36.8705	39.58
Wed	11/16/11	226.71700	1.12263	124	9.4569			-9.4569	-1.47	x	x	36.9472	39.64
Thu	11/17/11	226.72847	1.12269	125	9.5337			-9.5337	-1.53	x	x	37.0240	39.70
Fri	11/18/11	226.73993	1.12274	126	9.6104			-9.6104	-1.58	x	x	37.1007	39.75
Mon	11/21/11	226.77433	1.12291	129	9.8407			-9.8407	-1.75	x	x	37.3310	39.92
Tue	11/22/11	226.78580	1.12297	130	9.9175			-9.9175	-1.81	x	x	37.4078	39.98
Wed	11/23/11	226.79727	1.12303	131	9.9944			-9.9944	-1.87	x	x	37.4847	40.04
Thu	11/24/11	226.80873	1.12308	132	10.0711			-10.0711	-1.92	x	x	37.5614	40.09
Fri	11/25/11	226.82020	1.12314	133	10.1479			-10.1479	-1.98	x	x	37.6382	40.15
Mon	11/28/11	226.85460	1.12331	136	10.3784			-10.3784	-2.15	x	x	37.8687	40.32
Tue	11/29/11	226.86607	1.12337	137	10.4553			-10.4553	-2.21	x	x	37.9456	40.38
Wed	11/30/11	226.87753	1.12343	138	10.5322			-10.5322	-2.27	x	x	38.0225	40.44
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	1.12348	139	10.6089			-10.6089	-2.32	x	x	38.0992	40.49
Fri	12/02/11	226.87390	1.12341	140	10.6846			-10.6846	-2.25	x	x	38.1749	40.42
Mon	12/05/11	226.82861	1.12318	143	10.9113			-10.9113	-2.02	x	x	38.4016	40.19
Tue	12/06/11	226.81352	1.12311	144	10.9869			-10.9869	-1.95	x	x	38.4772	40.12
Wed	12/07/11	226.79842	1.12303	145	11.0625			-11.0625	-1.87	x	x	38.5528	40.04
Thu	12/08/11	226.78332	1.12296	146	11.1381			-11.1381	-1.80	x	x	38.6284	39.97
Fri	12/09/11	226.76823	1.12288	147	11.2135			-11.2135	-1.72	x	x	38.7038	39.89
Mon	12/12/11	226.72294	1.12266	150	11.4401			-11.4401	-1.50	x	x	38.9304	39.67
Tue	12/13/11	226.70784	1.12258	151	11.5156			-11.5156	-1.42	x	x	39.0059	39.59
Wed	12/14/11	226.69274	1.12251	152	11.5911			-11.5911	-1.35	x	x	39.0814	39.52
Thu	12/15/11	226.67765	1.12244	153	11.6667			-11.6667	-1.28	x	x	39.1570	39.45
Fri	12/16/11	226.66255	1.12236	154	11.7421			-11.7421	-1.20	x	x	39.2324	39.37
Mon	12/19/11	226.61726	1.12214	157	11.9685			-11.9685	-0.98	x	x	39.4588	39.15
Tue	12/20/11	226.60216	1.12206	158	12.0439			-12.0439	-0.90	x	x	39.5342	39.07
Wed	12/21/11	226.58706	1.12199	159	12.1193			-12.1193	-0.83	x	x	39.6096	39.00
Thu	12/22/11	226.57197	1.12191	160	12.1947			-12.1947	-0.75	x	x	39.6850	38.92
Fri	12/23/11	226.55687	1.12184	161	12.2701			-12.2701	-0.68	x	x	39.7604	38.85
Mon	12/26/11	226.51158	1.12161	164	12.4962			-12.4962	-0.45	x	x	39.9865	38.62
Tue	12/27/11	226.49648	1.12154	165	12.5716			-12.5716	-0.38	x	x	40.0619	38.55
Wed	12/28/11	226.48139	1.12146	166	12.6469			-12.6469	-0.30	x	x	40.1372	38.47
Thu	12/29/11	226.46629	1.12139	167	12.7223			-12.7223	-0.23	x	x	40.2126	38.40
Fri	12/30/11	226.45119	1.12131	168	12.7976			-12.7976	-0.15	x	x	40.2879	38.32
Sun	01/01/12	226.42100	1.12116

Generated 12/16/11 09:15