1.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2018

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

CUSIP Number	912828HN3	Interest 01/15/11 (184 days)	$8.4840
Dated Date	January 15, 2008	Interest 07/15/11 (181 days)	$8.7412
Ref CPI on Dated Date	209.49645	Interest Total	$17.2252
Original Issue Date	January 15, 2008	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	1.04398	170	7.8369	x	x	9.3883	36.81			7.8369	0.00
Mon	01/03/11	218.71694	1.04401	172	7.9294	x	x	9.2958	36.78			7.9294	0.03
Tue	01/04/11	218.71990	1.04403	173	7.9756	x	x	9.2496	36.76			7.9756	0.05
Wed	01/05/11	218.72287	1.04404	174	8.0218	x	x	9.2034	36.75			8.0218	0.06
Thu	01/06/11	218.72584	1.04406	175	8.0681	x	x	9.1571	36.73			8.0681	0.08
Fri	01/07/11	218.72881	1.04407	176	8.1142	x	x	9.1110	36.72			8.1142	0.09
Mon	01/10/11	218.73771	1.04411	179	8.2529	x	x	8.9723	36.68			8.2529	0.13
Tue	01/11/11	218.74068	1.04413	180	8.2991	x	x	8.9261	36.66			8.2991	0.15
Wed	01/12/11	218.74365	1.04414	181	8.3453	x	x	8.8799	36.65			8.3453	0.16
Thu	01/13/11	218.74661	1.04415	182	8.3915	x	x	8.8337	36.64			8.3915	0.17
Fri	01/14/11	218.74958	1.04417	183	8.4378	x	x	8.7874	36.62			8.4378	0.19
Sat	01/15/11	218.75255	1.04418	0	0.0000		x	8.7412	36.61	x		8.4840	0.20
Mon	01/17/11	218.75848	1.04421	2	0.0937		x	8.6475	36.58	x		8.5777	0.23
Tue	01/18/11	218.76145	1.04423	3	0.1406		x	8.6006	36.56	x		8.6246	0.25
Wed	01/19/11	218.76442	1.04424	4	0.1875		x	8.5537	36.55	x		8.6715	0.26
Thu	01/20/11	218.76739	1.04425	5	0.2344		x	8.5068	36.54	x		8.7184	0.27
Fri	01/21/11	218.77035	1.04427	6	0.2813		x	8.4599	36.52	x		8.7653	0.29
Mon	01/24/11	218.77926	1.04431	9	0.4219		x	8.3193	36.48	x		8.9059	0.33
Tue	01/25/11	218.78223	1.04432	10	0.4688		x	8.2724	36.47	x		8.9528	0.34
Wed	01/26/11	218.78519	1.04434	11	0.5157		x	8.2255	36.45	x		8.9997	0.36
Thu	01/27/11	218.78816	1.04435	12	0.5626		x	8.1786	36.44	x		9.0466	0.37
Fri	01/28/11	218.79113	1.04437	13	0.6095		x	8.1317	36.42	x		9.0935	0.39
Mon	01/31/11	218.80003	1.04441	16	0.7501		x	7.9911	36.38	x		9.2341	0.43
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	02/01/11	218.80300	1.04442	17	0.7970		x	7.9442	36.37	x		9.2810	0.44
Wed	02/02/11	218.81643	1.04449	18	0.8440		x	7.8972	36.30	x		9.3280	0.51
Thu	02/03/11	218.82986	1.04455	19	0.8909		x	7.8503	36.24	x		9.3749	0.57
Fri	02/04/11	218.84329	1.04462	20	0.9378		x	7.8034	36.17	x		9.4218	0.64
Mon	02/07/11	218.88357	1.04481	23	1.0787		x	7.6625	35.98	x		9.5627	0.83
Tue	02/08/11	218.89700	1.04487	24	1.1257		x	7.6155	35.92	x		9.6097	0.89
Wed	02/09/11	218.91043	1.04494	25	1.1727		x	7.5685	35.85	x		9.6567	0.96
Thu	02/10/11	218.92386	1.04500	26	1.2196		x	7.5216	35.79	x		9.7036	1.02
Fri	02/11/11	218.93729	1.04506	27	1.2666		x	7.4746	35.73	x		9.7506	1.08
Mon	02/14/11	218.97757	1.04526	30	1.4076		x	7.3336	35.53	x		9.8916	1.28
Tue	02/15/11	218.99100	1.04532	31	1.4546		x	7.2866	35.47	x		9.9386	1.34
Wed	02/16/11	219.00443	1.04538	32	1.5017		x	7.2395	35.41	x		9.9857	1.40
Thu	02/17/11	219.01786	1.04545	33	1.5487		x	7.1925	35.34	x		10.0327	1.47
Fri	02/18/11	219.03129	1.04551	34	1.5957		x	7.1455	35.28	x		10.0797	1.53
Mon	02/21/11	219.07157	1.04571	37	1.7368		x	7.0044	35.08	x		10.2208	1.73
Tue	02/22/11	219.08500	1.04577	38	1.7839		x	6.9573	35.02	x		10.2679	1.79
Wed	02/23/11	219.09843	1.04583	39	1.8309		x	6.9103	34.96	x		10.3149	1.85
Thu	02/24/11	219.11186	1.04590	40	1.8780		x	6.8632	34.89	x		10.3620	1.92
Fri	02/25/11	219.12529	1.04596	41	1.9251		x	6.8161	34.83	x		10.4091	1.98
Mon	02/28/11	219.16557	1.04615	44	2.0663		x	6.6749	34.64	x		10.5503	2.17
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	1.04622	45	2.1134		x	6.6278	34.57	x		10.5974	2.24
Wed	03/02/11	219.21268	1.04638	46	2.1607		x	6.5805	34.41	x		10.6447	2.40
Thu	03/03/11	219.24635	1.04654	47	2.2080		x	6.5332	34.25	x		10.6920	2.56
Fri	03/04/11	219.28003	1.04670	48	2.2553		x	6.4859	34.09	x		10.7393	2.72
Mon	03/07/11	219.38106	1.04718	51	2.3974		x	6.3438	33.61	x		10.8814	3.20
Tue	03/08/11	219.41474	1.04734	52	2.4448		x	6.2964	33.45	x		10.9288	3.36
Wed	03/09/11	219.44842	1.04750	53	2.4922		x	6.2490	33.29	x		10.9762	3.52
Thu	03/10/11	219.48210	1.04767	54	2.5396		x	6.2016	33.12	x		11.0236	3.69
Fri	03/11/11	219.51577	1.04783	55	2.5870		x	6.1542	32.96	x		11.0710	3.85
Mon	03/14/11	219.61681	1.04831	58	2.7294		x	6.0118	32.48	x		11.2134	4.33
Tue	03/15/11	219.65048	1.04847	59	2.7769		x	5.9643	32.32	x		11.2609	4.49
Wed	03/16/11	219.68416	1.04863	60	2.8243		x	5.9169	32.16	x		11.3083	4.65
Thu	03/17/11	219.71784	1.04879	61	2.8719		x	5.8693	32.00	x		11.3559	4.81
Fri	03/18/11	219.75152	1.04895	62	2.9194		x	5.8218	31.84	x		11.4034	4.97
Mon	03/21/11	219.85255	1.04943	65	3.0620		x	5.6792	31.36	x		11.5460	5.45
Tue	03/22/11	219.88623	1.04959	66	3.1096		x	5.6316	31.20	x		11.5936	5.61
Wed	03/23/11	219.91990	1.04975	67	3.1572		x	5.5840	31.04	x		11.6412	5.77
Thu	03/24/11	219.95358	1.04992	68	3.2049		x	5.5363	30.87	x		11.6889	5.94
Fri	03/25/11	219.98726	1.05008	69	3.2525		x	5.4887	30.71	x		11.7365	6.10
Mon	03/28/11	220.08829	1.05056	72	3.3955		x	5.3457	30.23	x		11.8795	6.58
Tue	03/29/11	220.12197	1.05072	73	3.4431		x	5.2981	30.07	x		11.9271	6.74
Wed	03/30/11	220.15565	1.05088	74	3.4908		x	5.2504	29.91	x		11.9748	6.90
Thu	03/31/11	220.18932	1.05104	75	3.5385		x	5.2027	29.75	x		12.0225	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
Fri	04/01/11	220.22300	1.05120	76	3.5863		x	5.1549	29.59	x		12.0703	7.22
Mon	04/04/11	220.33160	1.05172	79	3.7297		x	5.0115	29.07	x		12.2137	7.74
Tue	04/05/11	220.36780	1.05189	80	3.7775		x	4.9637	28.90	x		12.2615	7.91
Wed	04/06/11	220.40400	1.05207	81	3.8254		x	4.9158	28.72	x		12.3094	8.09
Thu	04/07/11	220.44020	1.05224	82	3.8732		x	4.8680	28.55	x		12.3572	8.26
Fri	04/08/11	220.47640	1.05241	83	3.9211		x	4.8201	28.38	x		12.4051	8.43
Mon	04/11/11	220.58500	1.05293	86	4.0648		x	4.6764	27.86	x		12.5488	8.95
Tue	04/12/11	220.62120	1.05310	87	4.1128		x	4.6284	27.69	x		12.5968	9.12
Wed	04/13/11	220.65740	1.05328	88	4.1607		x	4.5805	27.51	x		12.6447	9.30
Thu	04/14/11	220.69360	1.05345	89	4.2087		x	4.5325	27.34	x		12.6927	9.47
Fri	04/15/11	220.72980	1.05362	90	4.2567		x	4.4845	27.17	x		12.7407	9.64
Mon	04/18/11	220.83840	1.05414	93	4.4007		x	4.3405	26.65	x		12.8847	10.16
Tue	04/19/11	220.87460	1.05431	94	4.4488		x	4.2924	26.48	x		12.9328	10.33
Wed	04/20/11	220.91080	1.05448	95	4.4968		x	4.2444	26.31	x		12.9808	10.50
Thu	04/21/11	220.94700	1.05466	96	4.5449		x	4.1963	26.13	x		13.0289	10.68
Fri	04/22/11	220.98320	1.05483	97	4.5930		x	4.1482	25.96	x		13.0770	10.85
Mon	04/25/11	221.09180	1.05535	100	4.7374		x	4.0038	25.44	x		13.2214	11.37
Tue	04/26/11	221.12800	1.05552	101	4.7856		x	3.9556	25.27	x		13.2696	11.54
Wed	04/27/11	221.16420	1.05569	102	4.8337		x	3.9075	25.10	x		13.3177	11.71
Thu	04/28/11	221.20040	1.05587	103	4.8819		x	3.8593	24.92	x		13.3659	11.89
Fri	04/29/11	221.23660	1.05604	104	4.9301		x	3.8111	24.75	x		13.4141	12.06
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/02/11	221.37861	1.05672	107	5.0756		x	3.6656	24.07	x		13.5596	12.74
Tue	05/03/11	221.44823	1.05705	108	5.1246		x	3.6166	23.74	x		13.6086	13.07
Wed	05/04/11	221.51784	1.05738	109	5.1737		x	3.5675	23.41	x		13.6577	13.40
Thu	05/05/11	221.58745	1.05771	110	5.2228		x	3.5184	23.08	x		13.7068	13.73
Fri	05/06/11	221.65706	1.05805	111	5.2720		x	3.4692	22.74	x		13.7560	14.07
Mon	05/09/11	221.86590	1.05904	114	5.4195		x	3.3217	21.75	x		13.9035	15.06
Tue	05/10/11	221.93552	1.05938	115	5.4688		x	3.2724	21.41	x		13.9528	15.40
Wed	05/11/11	222.00513	1.05971	116	5.5181		x	3.2231	21.08	x		14.0021	15.73
Thu	05/12/11	222.07474	1.06004	117	5.5674		x	3.1738	20.75	x		14.0514	16.06
Fri	05/13/11	222.14435	1.06037	118	5.6167		x	3.1245	20.42	x		14.1007	16.39
Mon	05/16/11	222.35319	1.06137	121	5.7650		x	2.9762	19.42	x		14.2490	17.39
Tue	05/17/11	222.42281	1.06170	122	5.8144		x	2.9268	19.09	x		14.2984	17.72
Wed	05/18/11	222.49242	1.06203	123	5.8639		x	2.8773	18.76	x		14.3479	18.05
Thu	05/19/11	222.56203	1.06237	124	5.9135		x	2.8277	18.42	x		14.3975	18.39
Fri	05/20/11	222.63165	1.06270	125	5.9630		x	2.7782	18.09	x		14.4470	18.72
Mon	05/23/11	222.84048	1.06370	128	6.1119		x	2.6293	17.09	x		14.5959	19.72
Tue	05/24/11	222.91010	1.06403	129	6.1615		x	2.5797	16.76	x		14.6455	20.05
Wed	05/25/11	222.97971	1.06436	130	6.2112		x	2.5300	16.43	x		14.6952	20.38
Thu	05/26/11	223.04932	1.06469	131	6.2609		x	2.4803	16.10	x		14.7449	20.71
Fri	05/27/11	223.11894	1.06502	132	6.3107		x	2.4305	15.77	x		14.7947	21.04
Mon	05/30/11	223.32777	1.06602	135	6.4602		x	2.2810	14.77	x		14.9442	22.04
Tue	05/31/11	223.39739	1.06635	136	6.5100		x	2.2312	14.44	x		14.9940	22.37
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	1.06669	137	6.5600		x	2.1812	14.10	x		15.0440	22.71
Thu	06/02/11	223.51497	1.06692	138	6.6093		x	2.1319	13.87	x		15.0933	22.94
Fri	06/03/11	223.56293	1.06714	139	6.6586		x	2.0826	13.65	x		15.1426	23.16
Mon	06/06/11	223.70683	1.06783	142	6.8067		x	1.9345	12.96	x		15.2907	23.85
Tue	06/07/11	223.75480	1.06806	143	6.8561		x	1.8851	12.73	x		15.3401	24.08
Wed	06/08/11	223.80277	1.06829	144	6.9055		x	1.8357	12.50	x		15.3895	24.31
Thu	06/09/11	223.85073	1.06852	145	6.9550		x	1.7862	12.27	x		15.4390	24.54
Fri	06/10/11	223.89870	1.06875	146	7.0044		x	1.7368	12.04	x		15.4884	24.77
Mon	06/13/11	224.04260	1.06943	149	7.1529		x	1.5883	11.36	x		15.6369	25.45
Tue	06/14/11	224.09057	1.06966	150	7.2025		x	1.5387	11.13	x		15.6865	25.68
Wed	06/15/11	224.13853	1.06989	151	7.2521		x	1.4891	10.90	x		15.7361	25.91
Thu	06/16/11	224.18650	1.07012	152	7.3016		x	1.4396	10.67	x		15.7856	26.14
Fri	06/17/11	224.23447	1.07035	153	7.3513		x	1.3899	10.44	x		15.8353	26.37
Mon	06/20/11	224.37837	1.07104	156	7.5002		x	1.2410	9.75	x		15.9842	27.06
Tue	06/21/11	224.42633	1.07127	157	7.5499		x	1.1913	9.52	x		16.0339	27.29
Wed	06/22/11	224.47430	1.07149	158	7.5996		x	1.1416	9.30	x		16.0836	27.51
Thu	06/23/11	224.52227	1.07172	159	7.6493		x	1.0919	9.07	x		16.1333	27.74
Fri	06/24/11	224.57023	1.07195	160	7.6991		x	1.0421	8.84	x		16.1831	27.97
Mon	06/27/11	224.71413	1.07264	163	7.8485		x	0.8927	8.15	x		16.3325	28.66
Tue	06/28/11	224.76210	1.07287	164	7.8983		x	0.8429	7.92	x		16.3823	28.89
Wed	06/29/11	224.81007	1.07310	165	7.9482		x	0.7930	7.69	x		16.4322	29.12
Thu	06/30/11	224.85803	1.07333	166	7.9981		x	0.7431	7.46	x		16.4821	29.35
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	1.07356	167	8.0480		x	0.6932	7.23	x		16.5320	29.58
Mon	07/04/11	225.00839	1.07404	170	8.1962		x	0.5450	6.75	x		16.6802	30.06
Tue	07/05/11	225.04252	1.07421	171	8.2457		x	0.4955	6.58	x		16.7297	30.23
Wed	07/06/11	225.07665	1.07437	172	8.2952		x	0.4460	6.42	x		16.7792	30.39
Thu	07/07/11	225.11077	1.07453	173	8.3447		x	0.3965	6.26	x		16.8287	30.55
Fri	07/08/11	225.14490	1.07470	174	8.3942		x	0.3470	6.09	x		16.8782	30.72
Mon	07/11/11	225.24729	1.07518	177	8.5428		x	0.1984	5.61	x		17.0268	31.20
Tue	07/12/11	225.28142	1.07535	178	8.5924		x	0.1488	5.44	x		17.0764	31.37
Wed	07/13/11	225.31555	1.07551	179	8.6420		x	0.0992	5.28	x		17.1260	31.53
Thu	07/14/11	225.34968	1.07567	180	8.6915		x	0.0497	5.12	x		17.1755	31.69
Fri	07/15/11	225.38381	1.07584	0	0.0000			0.0000	4.95	x	x	17.2252	31.86
Mon	07/18/11	225.48619	1.07632	3	0.1426			-0.1426	4.47	x	x	17.3678	32.34
Tue	07/19/11	225.52032	1.07649	4	0.1901			-0.1901	4.30	x	x	17.4153	32.51
Wed	07/20/11	225.55445	1.07665	5	0.2377			-0.2377	4.14	x	x	17.4629	32.67
Thu	07/21/11	225.58858	1.07681	6	0.2853			-0.2853	3.98	x	x	17.5105	32.83
Fri	07/22/11	225.62271	1.07698	7	0.3329			-0.3329	3.81	x	x	17.5581	33.00
Mon	07/25/11	225.72510	1.07747	10	0.4758			-0.4758	3.32	x	x	17.7010	33.49
Tue	07/26/11	225.75923	1.07763	11	0.5234			-0.5234	3.16	x	x	17.7486	33.65
Wed	07/27/11	225.79335	1.07779	12	0.5711			-0.5711	3.00	x	x	17.7963	33.81
Thu	07/28/11	225.82748	1.07795	13	0.6188			-0.6188	2.84	x	x	17.8440	33.97
Fri	07/29/11	225.86161	1.07812	14	0.6665			-0.6665	2.67	x	x	17.8917	34.14
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	1.07861	17	0.8097			-0.8097	2.18	x	x	18.0349	34.63
Tue	08/02/11	225.95619	1.07857	18	0.8573			-0.8573	2.22	x	x	18.0825	34.59
Wed	08/03/11	225.94839	1.07853	19	0.9049			-0.9049	2.26	x	x	18.1301	34.55
Thu	08/04/11	225.94058	1.07849	20	0.9525			-0.9525	2.30	x	x	18.1777	34.51
Fri	08/05/11	225.93277	1.07846	21	1.0001			-1.0001	2.33	x	x	18.2253	34.48
Mon	08/08/11	225.90935	1.07834	24	1.1428			-1.1428	2.45	x	x	18.3680	34.36
Tue	08/09/11	225.90155	1.07831	25	1.1904			-1.1904	2.48	x	x	18.4156	34.33
Wed	08/10/11	225.89374	1.07827	26	1.2380			-1.2380	2.52	x	x	18.4632	34.29
Thu	08/11/11	225.88594	1.07823	27	1.2855			-1.2855	2.56	x	x	18.5107	34.25
Fri	08/12/11	225.87813	1.07820	28	1.3331			-1.3331	2.59	x	x	18.5583	34.22
Mon	08/15/11	225.85471	1.07808	31	1.4758			-1.4758	2.71	x	x	18.7010	34.10
Tue	08/16/11	225.84690	1.07805	32	1.5233			-1.5233	2.74	x	x	18.7485	34.07
Wed	08/17/11	225.83910	1.07801	33	1.5709			-1.5709	2.78	x	x	18.7961	34.03
Thu	08/18/11	225.83129	1.07797	34	1.6184			-1.6184	2.82	x	x	18.8436	33.99
Fri	08/19/11	225.82348	1.07793	35	1.6660			-1.6660	2.86	x	x	18.8912	33.95
Mon	08/22/11	225.80006	1.07782	38	1.8086			-1.8086	2.97	x	x	19.0338	33.84
Tue	08/23/11	225.79226	1.07779	39	1.8561			-1.8561	3.00	x	x	19.0813	33.81
Wed	08/24/11	225.78445	1.07775	40	1.9036			-1.9036	3.04	x	x	19.1288	33.77
Thu	08/25/11	225.77665	1.07771	41	1.9512			-1.9512	3.08	x	x	19.1764	33.73
Fri	08/26/11	225.76884	1.07767	42	1.9987			-1.9987	3.12	x	x	19.2239	33.69
Mon	08/29/11	225.74542	1.07756	45	2.1412			-2.1412	3.23	x	x	19.3664	33.58
Tue	08/30/11	225.73761	1.07752	46	2.1887			-2.1887	3.27	x	x	19.4139	33.54
Wed	08/31/11	225.72981	1.07749	47	2.2362			-2.2362	3.30	x	x	19.4614	33.51
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	09/01/11	225.72200	1.07745	48	2.2837			-2.2837	3.34	x	x	19.5089	33.47
Fri	09/02/11	225.72867	1.07748	49	2.3314			-2.3314	3.31	x	x	19.5566	33.50
Mon	09/05/11	225.74867	1.07758	52	2.4743			-2.4743	3.21	x	x	19.6995	33.60
Tue	09/06/11	225.75533	1.07761	53	2.5220			-2.5220	3.18	x	x	19.7472	33.63
Wed	09/07/11	225.76200	1.07764	54	2.5696			-2.5696	3.15	x	x	19.7948	33.66
Thu	09/08/11	225.76867	1.07767	55	2.6173			-2.6173	3.12	x	x	19.8425	33.69
Fri	09/09/11	225.77533	1.07770	56	2.6650			-2.6650	3.09	x	x	19.8902	33.72
Mon	09/12/11	225.79533	1.07780	59	2.8080			-2.8080	2.99	x	x	20.0332	33.82
Tue	09/13/11	225.80200	1.07783	60	2.8557			-2.8557	2.96	x	x	20.0809	33.85
Wed	09/14/11	225.80867	1.07786	61	2.9033			-2.9033	2.93	x	x	20.1285	33.88
Thu	09/15/11	225.81533	1.07790	62	2.9510			-2.9510	2.89	x	x	20.1762	33.92
Fri	09/16/11	225.82200	1.07793	63	2.9987			-2.9987	2.86	x	x	20.2239	33.95
Mon	09/19/11	225.84200	1.07802	66	3.1418			-3.1418	2.77	x	x	20.3670	34.04
Tue	09/20/11	225.84867	1.07805	67	3.1895			-3.1895	2.74	x	x	20.4147	34.07
Wed	09/21/11	225.85533	1.07809	68	3.2372			-3.2372	2.70	x	x	20.4624	34.11
Thu	09/22/11	225.86200	1.07812	69	3.2849			-3.2849	2.67	x	x	20.5101	34.14
Fri	09/23/11	225.86867	1.07815	70	3.3326			-3.3326	2.64	x	x	20.5578	34.17
Mon	09/26/11	225.88867	1.07825	73	3.4757			-3.4757	2.54	x	x	20.7009	34.27
Tue	09/27/11	225.89533	1.07828	74	3.5235			-3.5235	2.51	x	x	20.7487	34.30
Wed	09/28/11	225.90200	1.07831	75	3.5712			-3.5712	2.48	x	x	20.7964	34.33
Thu	09/29/11	225.90867	1.07834	76	3.6189			-3.6189	2.45	x	x	20.8441	34.36
Fri	09/30/11	225.91533	1.07837	77	3.6666			-3.6666	2.42	x	x	20.8918	34.39
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	1.07860	80	3.8103			-3.8103	2.19	x	x	21.0355	34.62
Tue	10/04/11	225.98229	1.07869	81	3.8582			-3.8582	2.10	x	x	21.0834	34.71
Wed	10/05/11	226.00239	1.07879	82	3.9062			-3.9062	2.00	x	x	21.1314	34.81
Thu	10/06/11	226.02248	1.07888	83	3.9542			-3.9542	1.91	x	x	21.1794	34.90
Fri	10/07/11	226.04258	1.07898	84	4.0022			-4.0022	1.81	x	x	21.2274	35.00
Mon	10/10/11	226.10287	1.07927	87	4.1462			-4.1462	1.52	x	x	21.3714	35.29
Tue	10/11/11	226.12297	1.07936	88	4.1943			-4.1943	1.43	x	x	21.4195	35.38
Wed	10/12/11	226.14306	1.07946	89	4.2423			-4.2423	1.33	x	x	21.4675	35.48
Thu	10/13/11	226.16316	1.07956	90	4.2904			-4.2904	1.23	x	x	21.5156	35.58
Fri	10/14/11	226.18326	1.07965	91	4.3384			-4.3384	1.14	x	x	21.5636	35.67
Mon	10/17/11	226.24355	1.07994	94	4.4826			-4.4826	0.85	x	x	21.7078	35.96
Tue	10/18/11	226.26365	1.08004	95	4.5307			-4.5307	0.75	x	x	21.7559	36.06
Wed	10/19/11	226.28374	1.08013	96	4.5788			-4.5788	0.66	x	x	21.8040	36.15
Thu	10/20/11	226.30384	1.08023	97	4.6269			-4.6269	0.56	x	x	21.8521	36.25
Fri	10/21/11	226.32394	1.08032	98	4.6750			-4.6750	0.47	x	x	21.9002	36.34
Mon	10/24/11	226.38423	1.08061	101	4.8194			-4.8194	0.18	x	x	22.0446	36.63
Tue	10/25/11	226.40432	1.08071	102	4.8676			-4.8676	0.08	x	x	22.0928	36.73
Wed	10/26/11	226.42442	1.08080	103	4.9157			-4.9157	-0.01	x	x	22.1409	36.82
Thu	10/27/11	226.44452	1.08090	104	4.9639			-4.9639	-0.11	x	x	22.1891	36.92
Fri	10/28/11	226.46461	1.08099	105	5.0121			-5.0121	-0.20	x	x	22.2373	37.01
Mon	10/31/11	226.52490	1.08128	108	5.1566			-5.1566	-0.49	x	x	22.3818	37.30
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	1.08138	109	5.2049			-5.2049	-0.59	x	x	22.4301	37.40
Wed	11/02/11	226.55647	1.08143	110	5.2529			-5.2529	-0.64	x	x	22.4781	37.45
Thu	11/03/11	226.56793	1.08149	111	5.3009			-5.3009	-0.70	x	x	22.5261	37.51
Fri	11/04/11	226.57940	1.08154	112	5.3489			-5.3489	-0.75	x	x	22.5741	37.56
Mon	11/07/11	226.61380	1.08171	115	5.4931			-5.4931	-0.92	x	x	22.7183	37.73
Tue	11/08/11	226.62527	1.08176	116	5.5411			-5.5411	-0.97	x	x	22.7663	37.78
Wed	11/09/11	226.63673	1.08182	117	5.5892			-5.5892	-1.03	x	x	22.8144	37.84
Thu	11/10/11	226.64820	1.08187	118	5.6372			-5.6372	-1.08	x	x	22.8624	37.89
Fri	11/11/11	226.65967	1.08193	119	5.6853			-5.6853	-1.14	x	x	22.9105	37.95
Mon	11/14/11	226.69407	1.08209	122	5.8295			-5.8295	-1.30	x	x	23.0547	38.11
Tue	11/15/11	226.70553	1.08214	123	5.8775			-5.8775	-1.35	x	x	23.1027	38.16
Wed	11/16/11	226.71700	1.08220	124	5.9256			-5.9256	-1.41	x	x	23.1508	38.22
Thu	11/17/11	226.72847	1.08225	125	5.9737			-5.9737	-1.46	x	x	23.1989	38.27
Fri	11/18/11	226.73993	1.08231	126	6.0218			-6.0218	-1.52	x	x	23.2470	38.33
Mon	11/21/11	226.77433	1.08247	129	6.1661			-6.1661	-1.68	x	x	23.3913	38.49
Tue	11/22/11	226.78580	1.08253	130	6.2143			-6.2143	-1.74	x	x	23.4395	38.55
Wed	11/23/11	226.79727	1.08258	131	6.2623			-6.2623	-1.79	x	x	23.4875	38.60
Thu	11/24/11	226.80873	1.08264	132	6.3105			-6.3105	-1.85	x	x	23.5357	38.66
Fri	11/25/11	226.82020	1.08269	133	6.3586			-6.3586	-1.90	x	x	23.5838	38.71
Mon	11/28/11	226.85460	1.08286	136	6.5030			-6.5030	-2.07	x	x	23.7282	38.88
Tue	11/29/11	226.86607	1.08291	137	6.5512			-6.5512	-2.12	x	x	23.7764	38.93
Wed	11/30/11	226.87753	1.08297	138	6.5993			-6.5993	-2.18	x	x	23.8245	38.99
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	1.08302	139	6.6475			-6.6475	-2.23	x	x	23.8727	39.04
Fri	12/02/11	226.87390	1.08295	140	6.6949			-6.6949	-2.16	x	x	23.9201	38.97
Mon	12/05/11	226.82861	1.08273	143	6.8369			-6.8369	-1.94	x	x	24.0621	38.75
Tue	12/06/11	226.81352	1.08266	144	6.8843			-6.8843	-1.87	x	x	24.1095	38.68
Wed	12/07/11	226.79842	1.08259	145	6.9317			-6.9317	-1.80	x	x	24.1569	38.61
Thu	12/08/11	226.78332	1.08252	146	6.9790			-6.9790	-1.73	x	x	24.2042	38.54
Fri	12/09/11	226.76823	1.08244	147	7.0263			-7.0263	-1.65	x	x	24.2515	38.46
Mon	12/12/11	226.72294	1.08223	150	7.1683			-7.1683	-1.44	x	x	24.3935	38.25
Tue	12/13/11	226.70784	1.08216	151	7.2156			-7.2156	-1.37	x	x	24.4408	38.18
Wed	12/14/11	226.69274	1.08208	152	7.2629			-7.2629	-1.29	x	x	24.4881	38.10
Thu	12/15/11	226.67765	1.08201	153	7.3102			-7.3102	-1.22	x	x	24.5354	38.03
Fri	12/16/11	226.66255	1.08194	154	7.3575			-7.3575	-1.15	x	x	24.5827	37.96
Mon	12/19/11	226.61726	1.08172	157	7.4993			-7.4993	-0.93	x	x	24.7245	37.74
Tue	12/20/11	226.60216	1.08165	158	7.5466			-7.5466	-0.86	x	x	24.7718	37.67
Wed	12/21/11	226.58706	1.08158	159	7.5938			-7.5938	-0.79	x	x	24.8190	37.60
Thu	12/22/11	226.57197	1.08151	160	7.6411			-7.6411	-0.72	x	x	24.8663	37.53
Fri	12/23/11	226.55687	1.08144	161	7.6884			-7.6884	-0.65	x	x	24.9136	37.46
Mon	12/26/11	226.51158	1.08122	164	7.8300			-7.8300	-0.43	x	x	25.0552	37.24
Tue	12/27/11	226.49648	1.08115	165	7.8773			-7.8773	-0.36	x	x	25.1025	37.17
Wed	12/28/11	226.48139	1.08108	166	7.9245			-7.9245	-0.29	x	x	25.1497	37.10
Thu	12/29/11	226.46629	1.08100	167	7.9716			-7.9716	-0.21	x	x	25.1968	37.02
Fri	12/30/11	226.45119	1.08093	168	8.0189			-8.0189	-0.14	x	x	25.2441	36.95
Sun	01/01/12	226.42100	1.08079

Generated 12/16/11 09:15