2% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2012

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

CUSIP Number	912828GN4	Interest 04/15/11 (182 days)	$10.8776
Dated Date	April 15, 2007	Interest 10/15/11 (183 days)	$11.1473
Ref CPI on Dated Date	202.92140	Interest Total	$22.0249
Original Issue Date	April 30, 2007	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	1.07781	78	4.6192	x	x	17.4057	38.00			4.6192	0.00
Mon	01/03/11	218.71694	1.07784	80	4.7378	x	x	17.2871	37.97			4.7378	0.03
Tue	01/04/11	218.71990	1.07786	81	4.7971	x	x	17.2278	37.95			4.7971	0.05
Wed	01/05/11	218.72287	1.07787	82	4.8563	x	x	17.1686	37.94			4.8563	0.06
Thu	01/06/11	218.72584	1.07788	83	4.9156	x	x	17.1093	37.93			4.9156	0.07
Fri	01/07/11	218.72881	1.07790	84	4.9749	x	x	17.0500	37.91			4.9749	0.09
Mon	01/10/11	218.73771	1.07794	87	5.1528	x	x	16.8721	37.87			5.1528	0.13
Tue	01/11/11	218.74068	1.07796	88	5.2121	x	x	16.8128	37.85			5.2121	0.15
Wed	01/12/11	218.74365	1.07797	89	5.2714	x	x	16.7535	37.84			5.2714	0.16
Thu	01/13/11	218.74661	1.07799	90	5.3307	x	x	16.6942	37.82			5.3307	0.18
Fri	01/14/11	218.74958	1.07800	91	5.3900	x	x	16.6349	37.81			5.3900	0.19
Mon	01/17/11	218.75848	1.07805	94	5.5680	x	x	16.4569	37.76			5.5680	0.24
Tue	01/18/11	218.76145	1.07806	95	5.6272	x	x	16.3977	37.75			5.6272	0.25
Wed	01/19/11	218.76442	1.07807	96	5.6865	x	x	16.3384	37.74			5.6865	0.26
Thu	01/20/11	218.76739	1.07809	97	5.7459	x	x	16.2790	37.72			5.7459	0.28
Fri	01/21/11	218.77035	1.07810	98	5.8052	x	x	16.2197	37.71			5.8052	0.29
Mon	01/24/11	218.77926	1.07815	101	5.9831	x	x	16.0418	37.66			5.9831	0.34
Tue	01/25/11	218.78223	1.07816	102	6.0424	x	x	15.9825	37.65			6.0424	0.35
Wed	01/26/11	218.78519	1.07818	103	6.1018	x	x	15.9231	37.63			6.1018	0.37
Thu	01/27/11	218.78816	1.07819	104	6.1611	x	x	15.8638	37.62			6.1611	0.38
Fri	01/28/11	218.79113	1.07821	105	6.2204	x	x	15.8045	37.60			6.2204	0.40
Mon	01/31/11	218.80003	1.07825	108	6.3984	x	x	15.6265	37.56			6.3984	0.44
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	1.07826	109	6.4577	x	x	15.5672	37.55			6.4577	0.45
Wed	02/02/11	218.81643	1.07833	110	6.5174	x	x	15.5075	37.48			6.5174	0.52
Thu	02/03/11	218.82986	1.07840	111	6.5771	x	x	15.4478	37.41			6.5771	0.59
Fri	02/04/11	218.84329	1.07846	112	6.6367	x	x	15.3882	37.35			6.6367	0.65
Mon	02/07/11	218.88357	1.07866	115	6.8157	x	x	15.2092	37.15			6.8157	0.85
Tue	02/08/11	218.89700	1.07873	116	6.8754	x	x	15.1495	37.08			6.8754	0.92
Wed	02/09/11	218.91043	1.07879	117	6.9351	x	x	15.0898	37.02			6.9351	0.98
Thu	02/10/11	218.92386	1.07886	118	6.9948	x	x	15.0301	36.95			6.9948	1.05
Fri	02/11/11	218.93729	1.07893	119	7.0545	x	x	14.9704	36.88			7.0545	1.12
Mon	02/14/11	218.97757	1.07913	122	7.2337	x	x	14.7912	36.68			7.2337	1.32
Tue	02/15/11	218.99100	1.07919	123	7.2934	x	x	14.7315	36.62			7.2934	1.38
Wed	02/16/11	219.00443	1.07926	124	7.3532	x	x	14.6717	36.55			7.3532	1.45
Thu	02/17/11	219.01786	1.07932	125	7.4129	x	x	14.6120	36.49			7.4129	1.51
Fri	02/18/11	219.03129	1.07939	126	7.4727	x	x	14.5522	36.42			7.4727	1.58
Mon	02/21/11	219.07157	1.07959	129	7.6520	x	x	14.3729	36.22			7.6520	1.78
Tue	02/22/11	219.08500	1.07965	130	7.7118	x	x	14.3131	36.16			7.7118	1.84
Wed	02/23/11	219.09843	1.07972	131	7.7716	x	x	14.2533	36.09			7.7716	1.91
Thu	02/24/11	219.11186	1.07979	132	7.8314	x	x	14.1935	36.02			7.8314	1.98
Fri	02/25/11	219.12529	1.07985	133	7.8912	x	x	14.1337	35.96			7.8912	2.04
Mon	02/28/11	219.16557	1.08005	136	8.0707	x	x	13.9542	35.76			8.0707	2.24
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	1.08012	137	8.1306	x	x	13.8943	35.69			8.1306	2.31
Wed	03/02/11	219.21268	1.08028	138	8.1911	x	x	13.8338	35.53			8.1911	2.47
Thu	03/03/11	219.24635	1.08045	139	8.2518	x	x	13.7731	35.36			8.2518	2.64
Fri	03/04/11	219.28003	1.08062	140	8.3125	x	x	13.7124	35.19			8.3125	2.81
Mon	03/07/11	219.38106	1.08111	143	8.4944	x	x	13.5305	34.70			8.4944	3.30
Tue	03/08/11	219.41474	1.08128	144	8.5552	x	x	13.4697	34.53			8.5552	3.47
Wed	03/09/11	219.44842	1.08145	145	8.6159	x	x	13.4090	34.36			8.6159	3.64
Thu	03/10/11	219.48210	1.08161	146	8.6767	x	x	13.3482	34.20			8.6767	3.80
Fri	03/11/11	219.51577	1.08178	147	8.7375	x	x	13.2874	34.03			8.7375	3.97
Mon	03/14/11	219.61681	1.08228	150	8.9199	x	x	13.1050	33.53			8.9199	4.47
Tue	03/15/11	219.65048	1.08244	151	8.9807	x	x	13.0442	33.37			8.9807	4.63
Wed	03/16/11	219.68416	1.08261	152	9.0416	x	x	12.9833	33.20			9.0416	4.80
Thu	03/17/11	219.71784	1.08277	153	9.1024	x	x	12.9225	33.04			9.1024	4.96
Fri	03/18/11	219.75152	1.08294	154	9.1633	x	x	12.8616	32.87			9.1633	5.13
Mon	03/21/11	219.85255	1.08344	157	9.3462	x	x	12.6787	32.37			9.3462	5.63
Tue	03/22/11	219.88623	1.08360	158	9.4071	x	x	12.6178	32.21			9.4071	5.79
Wed	03/23/11	219.91990	1.08377	159	9.4681	x	x	12.5568	32.04			9.4681	5.96
Thu	03/24/11	219.95358	1.08393	160	9.5291	x	x	12.4958	31.88			9.5291	6.12
Fri	03/25/11	219.98726	1.08410	161	9.5901	x	x	12.4348	31.71			9.5901	6.29
Mon	03/28/11	220.08829	1.08460	164	9.7733	x	x	12.2516	31.21			9.7733	6.79
Tue	03/29/11	220.12197	1.08476	165	9.8344	x	x	12.1905	31.05			9.8344	6.95
Wed	03/30/11	220.15565	1.08493	166	9.8955	x	x	12.1294	30.88			9.8955	7.12
Thu	03/31/11	220.18932	1.08510	167	9.9567	x	x	12.0682	30.71			9.9567	7.29
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	1.08526	168	10.0178	x	x	12.0071	30.55			10.0178	7.45
Mon	04/04/11	220.33160	1.08580	171	10.2017	x	x	11.8232	30.01			10.2017	7.99
Tue	04/05/11	220.36780	1.08598	172	10.2631	x	x	11.7618	29.83			10.2631	8.17
Wed	04/06/11	220.40400	1.08615	173	10.3244	x	x	11.7005	29.66			10.3244	8.34
Thu	04/07/11	220.44020	1.08633	174	10.3858	x	x	11.6391	29.48			10.3858	8.52
Fri	04/08/11	220.47640	1.08651	175	10.4472	x	x	11.5777	29.30			10.4472	8.70
Mon	04/11/11	220.58500	1.08705	178	10.6316	x	x	11.3933	28.76			10.6316	9.24
Tue	04/12/11	220.62120	1.08722	179	10.6930	x	x	11.3319	28.59			10.6930	9.41
Wed	04/13/11	220.65740	1.08740	180	10.7545	x	x	11.2704	28.41			10.7545	9.59
Thu	04/14/11	220.69360	1.08758	181	10.8160	x	x	11.2089	28.23			10.8160	9.77
Fri	04/15/11	220.72980	1.08776	0	0.0000		x	11.1473	28.05	x		10.8776	9.95
Mon	04/18/11	220.83840	1.08830	3	0.1784		x	10.9689	27.51	x		11.0560	10.49
Tue	04/19/11	220.87460	1.08847	4	0.2379		x	10.9094	27.34	x		11.1155	10.66
Wed	04/20/11	220.91080	1.08865	5	0.2974		x	10.8499	27.16	x		11.1750	10.84
Thu	04/21/11	220.94700	1.08883	6	0.3570		x	10.7903	26.98	x		11.2346	11.02
Fri	04/22/11	220.98320	1.08901	7	0.4166		x	10.7307	26.80	x		11.2942	11.20
Mon	04/25/11	221.09180	1.08954	10	0.5954		x	10.5519	26.27	x		11.4730	11.73
Tue	04/26/11	221.12800	1.08972	11	0.6550		x	10.4923	26.09	x		11.5326	11.91
Wed	04/27/11	221.16420	1.08990	12	0.7147		x	10.4326	25.91	x		11.5923	12.09
Thu	04/28/11	221.20040	1.09008	13	0.7744		x	10.3729	25.73	x		11.6520	12.27
Fri	04/29/11	221.23660	1.09026	14	0.8341		x	10.3132	25.55	x		11.7117	12.45
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	1.09096	17	1.0135		x	10.1338	24.85	x		11.8911	13.15
Tue	05/03/11	221.44823	1.09130	18	1.0734		x	10.0739	24.51	x		11.9510	13.49
Wed	05/04/11	221.51784	1.09164	19	1.1334		x	10.0139	24.17	x		12.0110	13.83
Thu	05/05/11	221.58745	1.09199	20	1.1934		x	9.9539	23.82	x		12.0710	14.18
Fri	05/06/11	221.65706	1.09233	21	1.2535		x	9.8938	23.48	x		12.1311	14.52
Mon	05/09/11	221.86590	1.09336	24	1.4339		x	9.7134	22.45	x		12.3115	15.55
Tue	05/10/11	221.93552	1.09370	25	1.4941		x	9.6532	22.11	x		12.3717	15.89
Wed	05/11/11	222.00513	1.09404	26	1.5544		x	9.5929	21.77	x		12.4320	16.23
Thu	05/12/11	222.07474	1.09439	27	1.6147		x	9.5326	21.42	x		12.4923	16.58
Fri	05/13/11	222.14435	1.09473	28	1.6750		x	9.4723	21.08	x		12.5526	16.92
Mon	05/16/11	222.35319	1.09576	31	1.8562		x	9.2911	20.05	x		12.7338	17.95
Tue	05/17/11	222.42281	1.09610	32	1.9167		x	9.2306	19.71	x		12.7943	18.29
Wed	05/18/11	222.49242	1.09645	33	1.9772		x	9.1701	19.36	x		12.8548	18.64
Thu	05/19/11	222.56203	1.09679	34	2.0378		x	9.1095	19.02	x		12.9154	18.98
Fri	05/20/11	222.63165	1.09713	35	2.0983		x	9.0490	18.68	x		12.9759	19.32
Mon	05/23/11	222.84048	1.09816	38	2.2803		x	8.8670	17.65	x		13.1579	20.35
Tue	05/24/11	222.91010	1.09850	39	2.3411		x	8.8062	17.31	x		13.2187	20.69
Wed	05/25/11	222.97971	1.09885	40	2.4019		x	8.7454	16.96	x		13.2795	21.04
Thu	05/26/11	223.04932	1.09919	41	2.4627		x	8.6846	16.62	x		13.3403	21.38
Fri	05/27/11	223.11894	1.09953	42	2.5235		x	8.6238	16.28	x		13.4011	21.72
Mon	05/30/11	223.32777	1.10056	45	2.7063		x	8.4410	15.25	x		13.5839	22.75
Tue	05/31/11	223.39739	1.10091	46	2.7673		x	8.3800	14.90	x		13.6449	23.10
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	1.10125	47	2.8283		x	8.3190	14.56	x		13.7059	23.44
Thu	06/02/11	223.51497	1.10149	48	2.8892		x	8.2581	14.32	x		13.7668	23.68
Fri	06/03/11	223.56293	1.10172	49	2.9500		x	8.1973	14.09	x		13.8276	23.91
Mon	06/06/11	223.70683	1.10243	52	3.1326		x	8.0147	13.38	x		14.0102	24.62
Tue	06/07/11	223.75480	1.10267	53	3.1935		x	7.9538	13.14	x		14.0711	24.86
Wed	06/08/11	223.80277	1.10290	54	3.2545		x	7.8928	12.91	x		14.1321	25.09
Thu	06/09/11	223.85073	1.10314	55	3.3154		x	7.8319	12.67	x		14.1930	25.33
Fri	06/10/11	223.89870	1.10338	56	3.3765		x	7.7708	12.43	x		14.2541	25.57
Mon	06/13/11	224.04260	1.10409	59	3.5596		x	7.5877	11.72	x		14.4372	26.28
Tue	06/14/11	224.09057	1.10432	60	3.6207		x	7.5266	11.49	x		14.4983	26.51
Wed	06/15/11	224.13853	1.10456	61	3.6819		x	7.4654	11.25	x		14.5595	26.75
Thu	06/16/11	224.18650	1.10479	62	3.7430		x	7.4043	11.02	x		14.6206	26.98
Fri	06/17/11	224.23447	1.10503	63	3.8042		x	7.3431	10.78	x		14.6818	27.22
Mon	06/20/11	224.37837	1.10574	66	3.9879		x	7.1594	10.07	x		14.8655	27.93
Tue	06/21/11	224.42633	1.10598	67	4.0492		x	7.0981	9.83	x		14.9268	28.17
Wed	06/22/11	224.47430	1.10621	68	4.1105		x	7.0368	9.60	x		14.9881	28.40
Thu	06/23/11	224.52227	1.10645	69	4.1719		x	6.9754	9.36	x		15.0495	28.64
Fri	06/24/11	224.57023	1.10669	70	4.2332		x	6.9141	9.12	x		15.1108	28.88
Mon	06/27/11	224.71413	1.10739	73	4.4175		x	6.7298	8.42	x		15.2951	29.58
Tue	06/28/11	224.76210	1.10763	74	4.4789		x	6.6684	8.18	x		15.3565	29.82
Wed	06/29/11	224.81007	1.10787	75	4.5405		x	6.6068	7.94	x		15.4181	30.06
Thu	06/30/11	224.85803	1.10810	76	4.6019		x	6.5454	7.71	x		15.4795	30.29
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	1.10834	77	4.6635		x	6.4838	7.47	x		15.5411	30.53
Mon	07/04/11	225.00839	1.10885	80	4.8474		x	6.2999	6.96	x		15.7250	31.04
Tue	07/05/11	225.04252	1.10901	81	4.9087		x	6.2386	6.80	x		15.7863	31.20
Wed	07/06/11	225.07665	1.10918	82	4.9701		x	6.1772	6.63	x		15.8477	31.37
Thu	07/07/11	225.11077	1.10935	83	5.0315		x	6.1158	6.46	x		15.9091	31.54
Fri	07/08/11	225.14490	1.10952	84	5.0929		x	6.0544	6.29	x		15.9705	31.71
Mon	07/11/11	225.24729	1.11002	87	5.2771		x	5.8702	5.79	x		16.1547	32.21
Tue	07/12/11	225.28142	1.11019	88	5.3386		x	5.8087	5.62	x		16.2162	32.38
Wed	07/13/11	225.31555	1.11036	89	5.4001		x	5.7472	5.45	x		16.2777	32.55
Thu	07/14/11	225.34968	1.11053	90	5.4616		x	5.6857	5.28	x		16.3392	32.72
Fri	07/15/11	225.38381	1.11070	91	5.5232		x	5.6241	5.11	x		16.4008	32.89
Mon	07/18/11	225.48619	1.11120	94	5.7078		x	5.4395	4.61	x		16.5854	33.39
Tue	07/19/11	225.52032	1.11137	95	5.7694		x	5.3779	4.44	x		16.6470	33.56
Wed	07/20/11	225.55445	1.11154	96	5.8310		x	5.3163	4.27	x		16.7086	33.73
Thu	07/21/11	225.58858	1.11170	97	5.8926		x	5.2547	4.11	x		16.7702	33.89
Fri	07/22/11	225.62271	1.11187	98	5.9543		x	5.1930	3.94	x		16.8319	34.06
Mon	07/25/11	225.72510	1.11238	101	6.1394		x	5.0079	3.43	x		17.0170	34.57
Tue	07/26/11	225.75923	1.11255	102	6.2011		x	4.9462	3.26	x		17.0787	34.74
Wed	07/27/11	225.79335	1.11271	103	6.2628		x	4.8845	3.10	x		17.1404	34.90
Thu	07/28/11	225.82748	1.11288	104	6.3246		x	4.8227	2.93	x		17.2022	35.07
Fri	07/29/11	225.86161	1.11305	105	6.3864		x	4.7609	2.76	x		17.2640	35.24
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	1.11355	108	6.5718		x	4.5755	2.26	x		17.4494	35.74
Tue	08/02/11	225.95619	1.11352	109	6.6324		x	4.5149	2.29	x		17.5100	35.71
Wed	08/03/11	225.94839	1.11348	110	6.6930		x	4.4543	2.33	x		17.5706	35.67
Thu	08/04/11	225.94058	1.11344	111	6.7537		x	4.3936	2.37	x		17.6313	35.63
Fri	08/05/11	225.93277	1.11340	112	6.8143		x	4.3330	2.41	x		17.6919	35.59
Mon	08/08/11	225.90935	1.11328	115	6.9960		x	4.1513	2.53	x		17.8736	35.47
Tue	08/09/11	225.90155	1.11325	116	7.0567		x	4.0906	2.56	x		17.9343	35.44
Wed	08/10/11	225.89374	1.11321	117	7.1172		x	4.0301	2.60	x		17.9948	35.40
Thu	08/11/11	225.88594	1.11317	118	7.1778		x	3.9695	2.64	x		18.0554	35.36
Fri	08/12/11	225.87813	1.11313	119	7.2384		x	3.9089	2.68	x		18.1160	35.32
Mon	08/15/11	225.85471	1.11302	122	7.4201		x	3.7272	2.79	x		18.2977	35.21
Tue	08/16/11	225.84690	1.11298	123	7.4807		x	3.6666	2.83	x		18.3583	35.17
Wed	08/17/11	225.83910	1.11294	124	7.5412		x	3.6061	2.87	x		18.4188	35.13
Thu	08/18/11	225.83129	1.11290	125	7.6018		x	3.5455	2.91	x		18.4794	35.09
Fri	08/19/11	225.82348	1.11286	126	7.6623		x	3.4850	2.95	x		18.5399	35.05
Mon	08/22/11	225.80006	1.11275	129	7.8440		x	3.3033	3.06	x		18.7216	34.94
Tue	08/23/11	225.79226	1.11271	130	7.9045		x	3.2428	3.10	x		18.7821	34.90
Wed	08/24/11	225.78445	1.11267	131	7.9650		x	3.1823	3.14	x		18.8426	34.86
Thu	08/25/11	225.77665	1.11263	132	8.0255		x	3.1218	3.18	x		18.9031	34.82
Fri	08/26/11	225.76884	1.11259	133	8.0860		x	3.0613	3.22	x		18.9636	34.78
Mon	08/29/11	225.74542	1.11248	136	8.2676		x	2.8797	3.33	x		19.1452	34.67
Tue	08/30/11	225.73761	1.11244	137	8.3281		x	2.8192	3.37	x		19.2057	34.63
Wed	08/31/11	225.72981	1.11240	138	8.3886		x	2.7587	3.41	x		19.2662	34.59
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	1.11236	139	8.4491		x	2.6982	3.45	x		19.3267	34.55
Fri	09/02/11	225.72867	1.11239	140	8.5101		x	2.6372	3.42	x		19.3877	34.58
Mon	09/05/11	225.74867	1.11249	143	8.6932		x	2.4541	3.32	x		19.5708	34.68
Tue	09/06/11	225.75533	1.11253	144	8.7543		x	2.3930	3.28	x		19.6319	34.72
Wed	09/07/11	225.76200	1.11256	145	8.8154		x	2.3319	3.25	x		19.6930	34.75
Thu	09/08/11	225.76867	1.11259	146	8.8764		x	2.2709	3.22	x		19.7540	34.78
Fri	09/09/11	225.77533	1.11262	147	8.9374		x	2.2099	3.19	x		19.8150	34.81
Mon	09/12/11	225.79533	1.11272	150	9.1207		x	2.0266	3.09	x		19.9983	34.91
Tue	09/13/11	225.80200	1.11276	151	9.1818		x	1.9655	3.05	x		20.0594	34.95
Wed	09/14/11	225.80867	1.11279	152	9.2428		x	1.9045	3.02	x		20.1204	34.98
Thu	09/15/11	225.81533	1.11282	153	9.3039		x	1.8434	2.99	x		20.1815	35.01
Fri	09/16/11	225.82200	1.11285	154	9.3650		x	1.7823	2.96	x		20.2426	35.04
Mon	09/19/11	225.84200	1.11295	157	9.5483		x	1.5990	2.86	x		20.4259	35.14
Tue	09/20/11	225.84867	1.11299	158	9.6094		x	1.5379	2.82	x		20.4870	35.18
Wed	09/21/11	225.85533	1.11302	159	9.6705		x	1.4768	2.79	x		20.5481	35.21
Thu	09/22/11	225.86200	1.11305	160	9.7316		x	1.4157	2.76	x		20.6092	35.24
Fri	09/23/11	225.86867	1.11308	161	9.7927		x	1.3546	2.73	x		20.6703	35.27
Mon	09/26/11	225.88867	1.11318	164	9.9760		x	1.1713	2.63	x		20.8536	35.37
Tue	09/27/11	225.89533	1.11322	165	10.0372		x	1.1101	2.59	x		20.9148	35.41
Wed	09/28/11	225.90200	1.11325	166	10.0983		x	1.0490	2.56	x		20.9759	35.44
Thu	09/29/11	225.90867	1.11328	167	10.1594		x	0.9879	2.53	x		21.0370	35.47
Fri	09/30/11	225.91533	1.11331	168	10.2206		x	0.9267	2.50	x		21.0982	35.50
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	10/03/11	225.96219	1.11355	171	10.4053		x	0.7420	2.26	x		21.2829	35.74
Tue	10/04/11	225.98229	1.11364	172	10.4670		x	0.6803	2.17	x		21.3446	35.83
Wed	10/05/11	226.00239	1.11374	173	10.5288		x	0.6185	2.07	x		21.4064	35.93
Thu	10/06/11	226.02248	1.11384	174	10.5906		x	0.5567	1.97	x		21.4682	36.03
Fri	10/07/11	226.04258	1.11394	175	10.6524		x	0.4949	1.87	x		21.5300	36.13
Mon	10/10/11	226.10287	1.11424	178	10.8380		x	0.3093	1.57	x		21.7156	36.43
Tue	10/11/11	226.12297	1.11434	179	10.8998		x	0.2475	1.47	x		21.7774	36.53
Wed	10/12/11	226.14306	1.11444	180	10.9617		x	0.1856	1.37	x		21.8393	36.63
Thu	10/13/11	226.16316	1.11454	181	11.0236		x	0.1237	1.27	x		21.9012	36.73
Fri	10/14/11	226.18326	1.11463	182	11.0854		x	0.0619	1.18	x		21.9630	36.82
Sat	10/15/11	226.20335	1.11473	0	0.0000			0.0000	1.08	x	x	22.0249	36.92
Mon	10/17/11	226.24355	1.11493	2	0.1219			-0.1219	0.88	x	x	22.1468	37.12
Tue	10/18/11	226.26365	1.11503	3	0.1828			-0.1828	0.78	x	x	22.2077	37.22
Wed	10/19/11	226.28374	1.11513	4	0.2437			-0.2437	0.68	x	x	22.2686	37.32
Thu	10/20/11	226.30384	1.11523	5	0.3047			-0.3047	0.58	x	x	22.3296	37.42
Fri	10/21/11	226.32394	1.11533	6	0.3657			-0.3657	0.48	x	x	22.3906	37.52
Mon	10/24/11	226.38423	1.11563	9	0.5487			-0.5487	0.18	x	x	22.5736	37.82
Tue	10/25/11	226.40432	1.11572	10	0.6097			-0.6097	0.09	x	x	22.6346	37.91
Wed	10/26/11	226.42442	1.11582	11	0.6707			-0.6707	-0.01	x	x	22.6956	38.01
Thu	10/27/11	226.44452	1.11592	12	0.7318			-0.7318	-0.11	x	x	22.7567	38.11
Fri	10/28/11	226.46461	1.11602	13	0.7928			-0.7928	-0.21	x	x	22.8177	38.21
Mon	10/31/11	226.52490	1.11632	16	0.9760			-0.9760	-0.51	x	x	23.0009	38.51
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	11/01/11	226.54500	1.11642	17	1.0371			-1.0371	-0.61	x	x	23.0620	38.61
Wed	11/02/11	226.55647	1.11647	18	1.0982			-1.0982	-0.66	x	x	23.1231	38.66
Thu	11/03/11	226.56793	1.11653	19	1.1592			-1.1592	-0.72	x	x	23.1841	38.72
Fri	11/04/11	226.57940	1.11659	20	1.2203			-1.2203	-0.78	x	x	23.2452	38.78
Mon	11/07/11	226.61380	1.11676	23	1.4036			-1.4036	-0.95	x	x	23.4285	38.95
Tue	11/08/11	226.62527	1.11681	24	1.4647			-1.4647	-1.00	x	x	23.4896	39.00
Wed	11/09/11	226.63673	1.11687	25	1.5258			-1.5258	-1.06	x	x	23.5507	39.06
Thu	11/10/11	226.64820	1.11693	26	1.5869			-1.5869	-1.12	x	x	23.6118	39.12
Fri	11/11/11	226.65967	1.11698	27	1.6480			-1.6480	-1.17	x	x	23.6729	39.17
Mon	11/14/11	226.69407	1.11715	30	1.8314			-1.8314	-1.34	x	x	23.8563	39.34
Tue	11/15/11	226.70553	1.11721	31	1.8925			-1.8925	-1.40	x	x	23.9174	39.40
Wed	11/16/11	226.71700	1.11727	32	1.9537			-1.9537	-1.46	x	x	23.9786	39.46
Thu	11/17/11	226.72847	1.11732	33	2.0148			-2.0148	-1.51	x	x	24.0397	39.51
Fri	11/18/11	226.73993	1.11738	34	2.0760			-2.0760	-1.57	x	x	24.1009	39.57
Mon	11/21/11	226.77433	1.11755	37	2.2595			-2.2595	-1.74	x	x	24.2844	39.74
Tue	11/22/11	226.78580	1.11760	38	2.3207			-2.3207	-1.79	x	x	24.3456	39.79
Wed	11/23/11	226.79727	1.11766	39	2.3819			-2.3819	-1.85	x	x	24.4068	39.85
Thu	11/24/11	226.80873	1.11772	40	2.4431			-2.4431	-1.91	x	x	24.4680	39.91
Fri	11/25/11	226.82020	1.11777	41	2.5043			-2.5043	-1.96	x	x	24.5292	39.96
Mon	11/28/11	226.85460	1.11794	44	2.6879			-2.6879	-2.13	x	x	24.7128	40.13
Tue	11/29/11	226.86607	1.11800	45	2.7492			-2.7492	-2.19	x	x	24.7741	40.19
Wed	11/30/11	226.87753	1.11806	46	2.8104			-2.8104	-2.25	x	x	24.8353	40.25
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	1.11811	47	2.8716			-2.8716	-2.30	x	x	24.8965	40.30
Fri	12/02/11	226.87390	1.11804	48	2.9326			-2.9326	-2.23	x	x	24.9575	40.23
Mon	12/05/11	226.82861	1.11782	51	3.1152			-3.1152	-2.01	x	x	25.1401	40.01
Tue	12/06/11	226.81352	1.11774	52	3.1761			-3.1761	-1.93	x	x	25.2010	39.93
Wed	12/07/11	226.79842	1.11767	53	3.2370			-3.2370	-1.86	x	x	25.2619	39.86
Thu	12/08/11	226.78332	1.11759	54	3.2978			-3.2978	-1.78	x	x	25.3227	39.78
Fri	12/09/11	226.76823	1.11752	55	3.3587			-3.3587	-1.71	x	x	25.3836	39.71
Mon	12/12/11	226.72294	1.11729	58	3.5411			-3.5411	-1.48	x	x	25.5660	39.48
Tue	12/13/11	226.70784	1.11722	59	3.6020			-3.6020	-1.41	x	x	25.6269	39.41
Wed	12/14/11	226.69274	1.11715	60	3.6628			-3.6628	-1.34	x	x	25.6877	39.34
Thu	12/15/11	226.67765	1.11707	61	3.7236			-3.7236	-1.26	x	x	25.7485	39.26
Fri	12/16/11	226.66255	1.11700	62	3.7844			-3.7844	-1.19	x	x	25.8093	39.19
Mon	12/19/11	226.61726	1.11677	65	3.9667			-3.9667	-0.96	x	x	25.9916	38.96
Tue	12/20/11	226.60216	1.11670	66	4.0274			-4.0274	-0.89	x	x	26.0523	38.89
Wed	12/21/11	226.58706	1.11662	67	4.0882			-4.0882	-0.81	x	x	26.1131	38.81
Thu	12/22/11	226.57197	1.11655	68	4.1489			-4.1489	-0.74	x	x	26.1738	38.74
Fri	12/23/11	226.55687	1.11648	69	4.2097			-4.2097	-0.67	x	x	26.2346	38.67
Mon	12/26/11	226.51158	1.11625	72	4.3918			-4.3918	-0.44	x	x	26.4167	38.44
Tue	12/27/11	226.49648	1.11618	73	4.4525			-4.4525	-0.37	x	x	26.4774	38.37
Wed	12/28/11	226.48139	1.11610	74	4.5132			-4.5132	-0.29	x	x	26.5381	38.29
Thu	12/29/11	226.46629	1.11603	75	4.5739			-4.5739	-0.22	x	x	26.5988	38.22
Fri	12/30/11	226.45119	1.11596	76	4.6346			-4.6346	-0.15	x	x	26.6595	38.15
Sun	01/01/12	226.42100	1.11581

Generated 12/16/11 09:15