1.875% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2019

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

CUSIP Number	912828LA6	Interest 01/15/11 (184 days)	$9.6048
Dated Date	July 15, 2009	Interest 07/15/11 (181 days)	$9.8960
Ref CPI on Dated Date	213.51819	Interest Total	$19.5008
Original Issue Date	July 15, 2009	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	1.02432	170	8.8723	x	x	10.6285	36.11			8.8723	0.00
Mon	01/03/11	218.71694	1.02435	172	8.9770	x	x	10.5238	36.08			8.9770	0.03
Tue	01/04/11	218.71990	1.02436	173	9.0293	x	x	10.4715	36.07			9.0293	0.04
Wed	01/05/11	218.72287	1.02438	174	9.0816	x	x	10.4192	36.05			9.0816	0.06
Thu	01/06/11	218.72584	1.02439	175	9.1339	x	x	10.3669	36.04			9.1339	0.07
Fri	01/07/11	218.72881	1.02440	176	9.1862	x	x	10.3146	36.03			9.1862	0.08
Mon	01/10/11	218.73771	1.02445	179	9.3432	x	x	10.1576	35.98			9.3432	0.13
Tue	01/11/11	218.74068	1.02446	180	9.3955	x	x	10.1053	35.97			9.3955	0.14
Wed	01/12/11	218.74365	1.02447	181	9.4478	x	x	10.0530	35.96			9.4478	0.15
Thu	01/13/11	218.74661	1.02449	182	9.5002	x	x	10.0006	35.94			9.5002	0.17
Fri	01/14/11	218.74958	1.02450	183	9.5525	x	x	9.9483	35.93			9.5525	0.18
Sat	01/15/11	218.75255	1.02451	0	0.0000		x	9.8960	35.92	x		9.6048	0.19
Mon	01/17/11	218.75848	1.02454	2	0.1061		x	9.7899	35.89	x		9.7109	0.22
Tue	01/18/11	218.76145	1.02456	3	0.1592		x	9.7368	35.87	x		9.7640	0.24
Wed	01/19/11	218.76442	1.02457	4	0.2123		x	9.6837	35.86	x		9.8171	0.25
Thu	01/20/11	218.76739	1.02458	5	0.2653		x	9.6307	35.85	x		9.8701	0.26
Fri	01/21/11	218.77035	1.02460	6	0.3184		x	9.5776	35.83	x		9.9232	0.28
Mon	01/24/11	218.77926	1.02464	9	0.4776		x	9.4184	35.79	x		10.0824	0.32
Tue	01/25/11	218.78223	1.02465	10	0.5307		x	9.3653	35.78	x		10.1355	0.33
Wed	01/26/11	218.78519	1.02467	11	0.5838		x	9.3122	35.76	x		10.1886	0.35
Thu	01/27/11	218.78816	1.02468	12	0.6369		x	9.2591	35.75	x		10.2417	0.36
Fri	01/28/11	218.79113	1.02470	13	0.6900		x	9.2060	35.73	x		10.2948	0.38
Mon	01/31/11	218.80003	1.02474	16	0.8492		x	9.0468	35.69	x		10.4540	0.42
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	1.02475	17	0.9023		x	8.9937	35.68	x		10.5071	0.43
Wed	02/02/11	218.81643	1.02481	18	0.9555		x	8.9405	35.62	x		10.5603	0.49
Thu	02/03/11	218.82986	1.02488	19	1.0086		x	8.8874	35.55	x		10.6134	0.56
Fri	02/04/11	218.84329	1.02494	20	1.0617		x	8.8343	35.49	x		10.6665	0.62
Mon	02/07/11	218.88357	1.02513	23	1.2212		x	8.6748	35.30	x		10.8260	0.81
Tue	02/08/11	218.89700	1.02519	24	1.2744		x	8.6216	35.24	x		10.8792	0.87
Wed	02/09/11	218.91043	1.02525	25	1.3276		x	8.5684	35.18	x		10.9324	0.93
Thu	02/10/11	218.92386	1.02532	26	1.3808		x	8.5152	35.11	x		10.9856	1.00
Fri	02/11/11	218.93729	1.02538	27	1.4340		x	8.4620	35.05	x		11.0388	1.06
Mon	02/14/11	218.97757	1.02557	30	1.5936		x	8.3024	34.86	x		11.1984	1.25
Tue	02/15/11	218.99100	1.02563	31	1.6468		x	8.2492	34.80	x		11.2516	1.31
Wed	02/16/11	219.00443	1.02569	32	1.7000		x	8.1960	34.74	x		11.3048	1.37
Thu	02/17/11	219.01786	1.02576	33	1.7533		x	8.1427	34.67	x		11.3581	1.44
Fri	02/18/11	219.03129	1.02582	34	1.8065		x	8.0895	34.61	x		11.4113	1.50
Mon	02/21/11	219.07157	1.02601	37	1.9663		x	7.9297	34.42	x		11.5711	1.69
Tue	02/22/11	219.08500	1.02607	38	2.0195		x	7.8765	34.36	x		11.6243	1.75
Wed	02/23/11	219.09843	1.02613	39	2.0728		x	7.8232	34.30	x		11.6776	1.81
Thu	02/24/11	219.11186	1.02620	40	2.1261		x	7.7699	34.23	x		11.7309	1.88
Fri	02/25/11	219.12529	1.02626	41	2.1794		x	7.7166	34.17	x		11.7842	1.94
Mon	02/28/11	219.16557	1.02645	44	2.3393		x	7.5567	33.98	x		11.9441	2.13
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	1.02651	45	2.3926		x	7.5034	33.92	x		11.9974	2.19
Wed	03/02/11	219.21268	1.02667	46	2.4461		x	7.4499	33.76	x		12.0509	2.35
Thu	03/03/11	219.24635	1.02683	47	2.4997		x	7.3963	33.60	x		12.1045	2.51
Fri	03/04/11	219.28003	1.02699	48	2.5533		x	7.3427	33.44	x		12.1581	2.67
Mon	03/07/11	219.38106	1.02746	51	2.7141		x	7.1819	32.97	x		12.3189	3.14
Tue	03/08/11	219.41474	1.02762	52	2.7678		x	7.1282	32.81	x		12.3726	3.30
Wed	03/09/11	219.44842	1.02777	53	2.8214		x	7.0746	32.66	x		12.4262	3.45
Thu	03/10/11	219.48210	1.02793	54	2.8751		x	7.0209	32.50	x		12.4799	3.61
Fri	03/11/11	219.51577	1.02809	55	2.9288		x	6.9672	32.34	x		12.5336	3.77
Mon	03/14/11	219.61681	1.02856	58	3.0899		x	6.8061	31.87	x		12.6947	4.24
Tue	03/15/11	219.65048	1.02872	59	3.1437		x	6.7523	31.71	x		12.7485	4.40
Wed	03/16/11	219.68416	1.02888	60	3.1975		x	6.6985	31.55	x		12.8023	4.56
Thu	03/17/11	219.71784	1.02904	61	3.2513		x	6.6447	31.39	x		12.8561	4.72
Fri	03/18/11	219.75152	1.02919	62	3.3051		x	6.5909	31.24	x		12.9099	4.87
Mon	03/21/11	219.85255	1.02967	65	3.4666		x	6.4294	30.76	x		13.0714	5.35
Tue	03/22/11	219.88623	1.02982	66	3.5204		x	6.3756	30.61	x		13.1252	5.50
Wed	03/23/11	219.91990	1.02998	67	3.5743		x	6.3217	30.45	x		13.1791	5.66
Thu	03/24/11	219.95358	1.03014	68	3.6283		x	6.2677	30.29	x		13.2331	5.82
Fri	03/25/11	219.98726	1.03030	69	3.6822		x	6.2138	30.13	x		13.2870	5.98
Mon	03/28/11	220.08829	1.03077	72	3.8440		x	6.0520	29.66	x		13.4488	6.45
Tue	03/29/11	220.12197	1.03093	73	3.8980		x	5.9980	29.50	x		13.5028	6.61
Wed	03/30/11	220.15565	1.03109	74	3.9520		x	5.9440	29.34	x		13.5568	6.77
Thu	03/31/11	220.18932	1.03124	75	4.0060		x	5.8900	29.19	x		13.6108	6.92
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	1.03140	76	4.0601		x	5.8359	29.03	x		13.6649	7.08
Mon	04/04/11	220.33160	1.03191	79	4.2224		x	5.6736	28.52	x		13.8272	7.59
Tue	04/05/11	220.36780	1.03208	80	4.2766		x	5.6194	28.35	x		13.8814	7.76
Wed	04/06/11	220.40400	1.03225	81	4.3307		x	5.5653	28.18	x		13.9355	7.93
Thu	04/07/11	220.44020	1.03242	82	4.3849		x	5.5111	28.01	x		13.9897	8.10
Fri	04/08/11	220.47640	1.03259	83	4.4391		x	5.4569	27.84	x		14.0439	8.27
Mon	04/11/11	220.58500	1.03310	86	4.6019		x	5.2941	27.33	x		14.2067	8.78
Tue	04/12/11	220.62120	1.03327	87	4.6561		x	5.2399	27.16	x		14.2609	8.95
Wed	04/13/11	220.65740	1.03344	88	4.7104		x	5.1856	26.99	x		14.3152	9.12
Thu	04/14/11	220.69360	1.03361	89	4.7647		x	5.1313	26.82	x		14.3695	9.29
Fri	04/15/11	220.72980	1.03378	90	4.8191		x	5.0769	26.65	x		14.4239	9.46
Mon	04/18/11	220.83840	1.03428	93	4.9821		x	4.9139	26.15	x		14.5869	9.96
Tue	04/19/11	220.87460	1.03445	94	5.0365		x	4.8595	25.98	x		14.6413	10.13
Wed	04/20/11	220.91080	1.03462	95	5.0909		x	4.8051	25.81	x		14.6957	10.30
Thu	04/21/11	220.94700	1.03479	96	5.1454		x	4.7506	25.64	x		14.7502	10.47
Fri	04/22/11	220.98320	1.03496	97	5.1998		x	4.6962	25.47	x		14.8046	10.64
Mon	04/25/11	221.09180	1.03547	100	5.3633		x	4.5327	24.96	x		14.9681	11.15
Tue	04/26/11	221.12800	1.03564	101	5.4178		x	4.4782	24.79	x		15.0226	11.32
Wed	04/27/11	221.16420	1.03581	102	5.4723		x	4.4237	24.62	x		15.0771	11.49
Thu	04/28/11	221.20040	1.03598	103	5.5269		x	4.3691	24.45	x		15.1317	11.66
Fri	04/29/11	221.23660	1.03615	104	5.5815		x	4.3145	24.28	x		15.1863	11.83
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	1.03681	107	5.7461		x	4.1499	23.62	x		15.3509	12.49
Tue	05/03/11	221.44823	1.03714	108	5.8017		x	4.0943	23.29	x		15.4065	12.82
Wed	05/04/11	221.51784	1.03747	109	5.8573		x	4.0387	22.96	x		15.4621	13.15
Thu	05/05/11	221.58745	1.03779	110	5.9128		x	3.9832	22.64	x		15.5176	13.47
Fri	05/06/11	221.65706	1.03812	111	5.9685		x	3.9275	22.31	x		15.5733	13.80
Mon	05/09/11	221.86590	1.03910	114	6.1356		x	3.7604	21.33	x		15.7404	14.78
Tue	05/10/11	221.93552	1.03942	115	6.1913		x	3.7047	21.01	x		15.7961	15.10
Wed	05/11/11	222.00513	1.03975	116	6.2471		x	3.6489	20.68	x		15.8519	15.43
Thu	05/12/11	222.07474	1.04007	117	6.3029		x	3.5931	20.36	x		15.9077	15.75
Fri	05/13/11	222.14435	1.04040	118	6.3588		x	3.5372	20.03	x		15.9636	16.08
Mon	05/16/11	222.35319	1.04138	121	6.5266		x	3.3694	19.05	x		16.1314	17.06
Tue	05/17/11	222.42281	1.04170	122	6.5826		x	3.3134	18.73	x		16.1874	17.38
Wed	05/18/11	222.49242	1.04203	123	6.6386		x	3.2574	18.40	x		16.2434	17.71
Thu	05/19/11	222.56203	1.04236	124	6.6947		x	3.2013	18.07	x		16.2995	18.04
Fri	05/20/11	222.63165	1.04268	125	6.7508		x	3.1452	17.75	x		16.3556	18.36
Mon	05/23/11	222.84048	1.04366	128	6.9193		x	2.9767	16.77	x		16.5241	19.34
Tue	05/24/11	222.91010	1.04399	129	6.9756		x	2.9204	16.44	x		16.5804	19.67
Wed	05/25/11	222.97971	1.04431	130	7.0318		x	2.8642	16.12	x		16.6366	19.99
Thu	05/26/11	223.04932	1.04464	131	7.0881		x	2.8079	15.79	x		16.6929	20.32
Fri	05/27/11	223.11894	1.04496	132	7.1444		x	2.7516	15.47	x		16.7492	20.64
Mon	05/30/11	223.32777	1.04594	135	7.3136		x	2.5824	14.49	x		16.9184	21.62
Tue	05/31/11	223.39739	1.04627	136	7.3701		x	2.5259	14.16	x		16.9749	21.95
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	1.04659	137	7.4266		x	2.4694	13.84	x		17.0314	22.27
Thu	06/02/11	223.51497	1.04682	138	7.4824		x	2.4136	13.61	x		17.0872	22.50
Fri	06/03/11	223.56293	1.04704	139	7.5383		x	2.3577	13.39	x		17.1431	22.72
Mon	06/06/11	223.70683	1.04772	142	7.7060		x	2.1900	12.71	x		17.3108	23.40
Tue	06/07/11	223.75480	1.04794	143	7.7618		x	2.1342	12.49	x		17.3666	23.62
Wed	06/08/11	223.80277	1.04817	144	7.8178		x	2.0782	12.26	x		17.4226	23.85
Thu	06/09/11	223.85073	1.04839	145	7.8738		x	2.0222	12.04	x		17.4786	24.07
Fri	06/10/11	223.89870	1.04862	146	7.9298		x	1.9662	11.81	x		17.5346	24.30
Mon	06/13/11	224.04260	1.04929	149	8.0979		x	1.7981	11.14	x		17.7027	24.97
Tue	06/14/11	224.09057	1.04952	150	8.1541		x	1.7419	10.91	x		17.7589	25.20
Wed	06/15/11	224.13853	1.04974	151	8.2102		x	1.6858	10.69	x		17.8150	25.42
Thu	06/16/11	224.18650	1.04996	152	8.2663		x	1.6297	10.47	x		17.8711	25.64
Fri	06/17/11	224.23447	1.05019	153	8.3225		x	1.5735	10.24	x		17.9273	25.87
Mon	06/20/11	224.37837	1.05086	156	8.4911		x	1.4049	9.57	x		18.0959	26.54
Tue	06/21/11	224.42633	1.05109	157	8.5474		x	1.3486	9.34	x		18.1522	26.77
Wed	06/22/11	224.47430	1.05131	158	8.6036		x	1.2924	9.12	x		18.2084	26.99
Thu	06/23/11	224.52227	1.05154	159	8.6600		x	1.2360	8.89	x		18.2648	27.22
Fri	06/24/11	224.57023	1.05176	160	8.7162		x	1.1798	8.67	x		18.3210	27.44
Mon	06/27/11	224.71413	1.05244	163	8.8854		x	1.0106	7.99	x		18.4902	28.12
Tue	06/28/11	224.76210	1.05266	164	8.9418		x	0.9542	7.77	x		18.5466	28.34
Wed	06/29/11	224.81007	1.05288	165	8.9982		x	0.8978	7.55	x		18.6030	28.56
Thu	06/30/11	224.85803	1.05311	166	9.0547		x	0.8413	7.32	x		18.6595	28.79
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	1.05333	167	9.1112		x	0.7848	7.10	x		18.7160	29.01
Mon	07/04/11	225.00839	1.05381	170	9.2791		x	0.6169	6.62	x		18.8839	29.49
Tue	07/05/11	225.04252	1.05397	171	9.3351		x	0.5609	6.46	x		18.9399	29.65
Wed	07/06/11	225.07665	1.05413	172	9.3911		x	0.5049	6.30	x		18.9959	29.81
Thu	07/07/11	225.11077	1.05429	173	9.4471		x	0.4489	6.14	x		19.0519	29.97
Fri	07/08/11	225.14490	1.05445	174	9.5032		x	0.3928	5.98	x		19.1080	30.13
Mon	07/11/11	225.24729	1.05493	177	9.6714		x	0.2246	5.50	x		19.2762	30.61
Tue	07/12/11	225.28142	1.05509	178	9.7275		x	0.1685	5.34	x		19.3323	30.77
Wed	07/13/11	225.31555	1.05525	179	9.7837		x	0.1123	5.18	x		19.3885	30.93
Thu	07/14/11	225.34968	1.05541	180	9.8398		x	0.0562	5.02	x		19.4446	31.09
Fri	07/15/11	225.38381	1.05557	0	0.0000			0.0000	4.86	x	x	19.5008	31.25
Mon	07/18/11	225.48619	1.05605	3	0.1614			-0.1614	4.38	x	x	19.6622	31.73
Tue	07/19/11	225.52032	1.05621	4	0.2153			-0.2153	4.22	x	x	19.7161	31.89
Wed	07/20/11	225.55445	1.05637	5	0.2691			-0.2691	4.06	x	x	19.7699	32.05
Thu	07/21/11	225.58858	1.05653	6	0.3230			-0.3230	3.90	x	x	19.8238	32.21
Fri	07/22/11	225.62271	1.05669	7	0.3769			-0.3769	3.74	x	x	19.8777	32.37
Mon	07/25/11	225.72510	1.05717	10	0.5386			-0.5386	3.26	x	x	20.0394	32.85
Tue	07/26/11	225.75923	1.05733	11	0.5926			-0.5926	3.10	x	x	20.0934	33.01
Wed	07/27/11	225.79335	1.05749	12	0.6466			-0.6466	2.94	x	x	20.1474	33.17
Thu	07/28/11	225.82748	1.05765	13	0.7005			-0.7005	2.78	x	x	20.2013	33.33
Fri	07/29/11	225.86161	1.05781	14	0.7546			-0.7546	2.62	x	x	20.2554	33.49
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	1.05829	17	0.9167			-0.9167	2.14	x	x	20.4175	33.97
Tue	08/02/11	225.95619	1.05825	18	0.9705			-0.9705	2.18	x	x	20.4713	33.93
Wed	08/03/11	225.94839	1.05822	19	1.0244			-1.0244	2.21	x	x	20.5252	33.90
Thu	08/04/11	225.94058	1.05818	20	1.0783			-1.0783	2.25	x	x	20.5791	33.86
Fri	08/05/11	225.93277	1.05814	21	1.1322			-1.1322	2.29	x	x	20.6330	33.82
Mon	08/08/11	225.90935	1.05803	24	1.2938			-1.2938	2.40	x	x	20.7946	33.71
Tue	08/09/11	225.90155	1.05800	25	1.3477			-1.3477	2.43	x	x	20.8485	33.68
Wed	08/10/11	225.89374	1.05796	26	1.4015			-1.4015	2.47	x	x	20.9023	33.64
Thu	08/11/11	225.88594	1.05792	27	1.4554			-1.4554	2.51	x	x	20.9562	33.60
Fri	08/12/11	225.87813	1.05789	28	1.5092			-1.5092	2.54	x	x	21.0100	33.57
Mon	08/15/11	225.85471	1.05778	31	1.6707			-1.6707	2.65	x	x	21.1715	33.46
Tue	08/16/11	225.84690	1.05774	32	1.7246			-1.7246	2.69	x	x	21.2254	33.42
Wed	08/17/11	225.83910	1.05770	33	1.7784			-1.7784	2.73	x	x	21.2792	33.38
Thu	08/18/11	225.83129	1.05767	34	1.8322			-1.8322	2.76	x	x	21.3330	33.35
Fri	08/19/11	225.82348	1.05763	35	1.8861			-1.8861	2.80	x	x	21.3869	33.31
Mon	08/22/11	225.80006	1.05752	38	2.0475			-2.0475	2.91	x	x	21.5483	33.20
Tue	08/23/11	225.79226	1.05748	39	2.1013			-2.1013	2.95	x	x	21.6021	33.16
Wed	08/24/11	225.78445	1.05745	40	2.1551			-2.1551	2.98	x	x	21.6559	33.13
Thu	08/25/11	225.77665	1.05741	41	2.2089			-2.2089	3.02	x	x	21.7097	33.09
Fri	08/26/11	225.76884	1.05738	42	2.2627			-2.2627	3.05	x	x	21.7635	33.06
Mon	08/29/11	225.74542	1.05727	45	2.4241			-2.4241	3.16	x	x	21.9249	32.95
Tue	08/30/11	225.73761	1.05723	46	2.4779			-2.4779	3.20	x	x	21.9787	32.91
Wed	08/31/11	225.72981	1.05719	47	2.5317			-2.5317	3.24	x	x	22.0325	32.87
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	1.05716	48	2.5854			-2.5854	3.27	x	x	22.0862	32.84
Fri	09/02/11	225.72867	1.05719	49	2.6394			-2.6394	3.24	x	x	22.1402	32.87
Mon	09/05/11	225.74867	1.05728	52	2.8012			-2.8012	3.15	x	x	22.3020	32.96
Tue	09/06/11	225.75533	1.05731	53	2.8552			-2.8552	3.12	x	x	22.3560	32.99
Wed	09/07/11	225.76200	1.05734	54	2.9091			-2.9091	3.09	x	x	22.4099	33.02
Thu	09/08/11	225.76867	1.05737	55	2.9631			-2.9631	3.06	x	x	22.4639	33.05
Fri	09/09/11	225.77533	1.05741	56	3.0171			-3.0171	3.02	x	x	22.5179	33.09
Mon	09/12/11	225.79533	1.05750	59	3.1790			-3.1790	2.93	x	x	22.6798	33.18
Tue	09/13/11	225.80200	1.05753	60	3.2329			-3.2329	2.90	x	x	22.7337	33.21
Wed	09/14/11	225.80867	1.05756	61	3.2869			-3.2869	2.87	x	x	22.7877	33.24
Thu	09/15/11	225.81533	1.05759	62	3.3409			-3.3409	2.84	x	x	22.8417	33.27
Fri	09/16/11	225.82200	1.05762	63	3.3949			-3.3949	2.81	x	x	22.8957	33.30
Mon	09/19/11	225.84200	1.05772	66	3.5569			-3.5569	2.71	x	x	23.0577	33.40
Tue	09/20/11	225.84867	1.05775	67	3.6109			-3.6109	2.68	x	x	23.1117	33.43
Wed	09/21/11	225.85533	1.05778	68	3.6649			-3.6649	2.65	x	x	23.1657	33.46
Thu	09/22/11	225.86200	1.05781	69	3.7189			-3.7189	2.62	x	x	23.2197	33.49
Fri	09/23/11	225.86867	1.05784	70	3.7729			-3.7729	2.59	x	x	23.2737	33.52
Mon	09/26/11	225.88867	1.05794	73	3.9349			-3.9349	2.49	x	x	23.4357	33.62
Tue	09/27/11	225.89533	1.05797	74	3.9889			-3.9889	2.46	x	x	23.4897	33.65
Wed	09/28/11	225.90200	1.05800	75	4.0430			-4.0430	2.43	x	x	23.5438	33.68
Thu	09/29/11	225.90867	1.05803	76	4.0970			-4.0970	2.40	x	x	23.5978	33.71
Fri	09/30/11	225.91533	1.05806	77	4.1510			-4.1510	2.37	x	x	23.6518	33.74
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	1.05828	80	4.3136			-4.3136	2.15	x	x	23.8144	33.96
Tue	10/04/11	225.98229	1.05837	81	4.3679			-4.3679	2.06	x	x	23.8687	34.05
Wed	10/05/11	226.00239	1.05847	82	4.4223			-4.4223	1.96	x	x	23.9231	34.15
Thu	10/06/11	226.02248	1.05856	83	4.4766			-4.4766	1.87	x	x	23.9774	34.24
Fri	10/07/11	226.04258	1.05866	84	4.5309			-4.5309	1.77	x	x	24.0317	34.34
Mon	10/10/11	226.10287	1.05894	87	4.6940			-4.6940	1.49	x	x	24.1948	34.62
Tue	10/11/11	226.12297	1.05903	88	4.7484			-4.7484	1.40	x	x	24.2492	34.71
Wed	10/12/11	226.14306	1.05913	89	4.8028			-4.8028	1.30	x	x	24.3036	34.81
Thu	10/13/11	226.16316	1.05922	90	4.8572			-4.8572	1.21	x	x	24.3580	34.90
Fri	10/14/11	226.18326	1.05932	91	4.9116			-4.9116	1.11	x	x	24.4124	35.00
Mon	10/17/11	226.24355	1.05960	94	5.0749			-5.0749	0.83	x	x	24.5757	35.28
Tue	10/18/11	226.26365	1.05969	95	5.1293			-5.1293	0.74	x	x	24.6301	35.37
Wed	10/19/11	226.28374	1.05979	96	5.1838			-5.1838	0.64	x	x	24.6846	35.47
Thu	10/20/11	226.30384	1.05988	97	5.2382			-5.2382	0.55	x	x	24.7390	35.56
Fri	10/21/11	226.32394	1.05997	98	5.2926			-5.2926	0.46	x	x	24.7934	35.65
Mon	10/24/11	226.38423	1.06026	101	5.4562			-5.4562	0.17	x	x	24.9570	35.94
Tue	10/25/11	226.40432	1.06035	102	5.5107			-5.5107	0.08	x	x	25.0115	36.03
Wed	10/26/11	226.42442	1.06045	103	5.5652			-5.5652	-0.02	x	x	25.0660	36.13
Thu	10/27/11	226.44452	1.06054	104	5.6197			-5.6197	-0.11	x	x	25.1205	36.22
Fri	10/28/11	226.46461	1.06063	105	5.6742			-5.6742	-0.20	x	x	25.1750	36.31
Mon	10/31/11	226.52490	1.06092	108	5.8379			-5.8379	-0.49	x	x	25.3387	36.60
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	1.06101	109	5.8925			-5.8925	-0.58	x	x	25.3933	36.69
Wed	11/02/11	226.55647	1.06106	110	5.9468			-5.9468	-0.63	x	x	25.4476	36.74
Thu	11/03/11	226.56793	1.06112	111	6.0012			-6.0012	-0.69	x	x	25.5020	36.80
Fri	11/04/11	226.57940	1.06117	112	6.0556			-6.0556	-0.74	x	x	25.5564	36.85
Mon	11/07/11	226.61380	1.06133	115	6.2187			-6.2187	-0.90	x	x	25.7195	37.01
Tue	11/08/11	226.62527	1.06139	116	6.2732			-6.2732	-0.96	x	x	25.7740	37.07
Wed	11/09/11	226.63673	1.06144	117	6.3275			-6.3275	-1.01	x	x	25.8283	37.12
Thu	11/10/11	226.64820	1.06149	118	6.3819			-6.3819	-1.06	x	x	25.8827	37.17
Fri	11/11/11	226.65967	1.06155	119	6.4364			-6.4364	-1.12	x	x	25.9372	37.23
Mon	11/14/11	226.69407	1.06171	122	6.5996			-6.5996	-1.28	x	x	26.1004	37.39
Tue	11/15/11	226.70553	1.06176	123	6.6540			-6.6540	-1.33	x	x	26.1548	37.44
Wed	11/16/11	226.71700	1.06182	124	6.7085			-6.7085	-1.39	x	x	26.2093	37.50
Thu	11/17/11	226.72847	1.06187	125	6.7629			-6.7629	-1.44	x	x	26.2637	37.55
Fri	11/18/11	226.73993	1.06192	126	6.8174			-6.8174	-1.49	x	x	26.3182	37.60
Mon	11/21/11	226.77433	1.06208	129	6.9807			-6.9807	-1.65	x	x	26.4815	37.76
Tue	11/22/11	226.78580	1.06214	130	7.0352			-7.0352	-1.71	x	x	26.5360	37.82
Wed	11/23/11	226.79727	1.06219	131	7.0897			-7.0897	-1.76	x	x	26.5905	37.87
Thu	11/24/11	226.80873	1.06225	132	7.1442			-7.1442	-1.82	x	x	26.6450	37.93
Fri	11/25/11	226.82020	1.06230	133	7.1987			-7.1987	-1.87	x	x	26.6995	37.98
Mon	11/28/11	226.85460	1.06246	136	7.3622			-7.3622	-2.03	x	x	26.8630	38.14
Tue	11/29/11	226.86607	1.06251	137	7.4166			-7.4166	-2.08	x	x	26.9174	38.19
Wed	11/30/11	226.87753	1.06257	138	7.4712			-7.4712	-2.14	x	x	26.9720	38.25
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	12/01/11	226.88900	1.06262	139	7.5257			-7.5257	-2.19	x	x	27.0265	38.30
Fri	12/02/11	226.87390	1.06255	140	7.5793			-7.5793	-2.12	x	x	27.0801	38.23
Mon	12/05/11	226.82861	1.06234	143	7.7402			-7.7402	-1.91	x	x	27.2410	38.02
Tue	12/06/11	226.81352	1.06227	144	7.7938			-7.7938	-1.84	x	x	27.2946	37.95
Wed	12/07/11	226.79842	1.06220	145	7.8474			-7.8474	-1.77	x	x	27.3482	37.88
Thu	12/08/11	226.78332	1.06213	146	7.9010			-7.9010	-1.70	x	x	27.4018	37.81
Fri	12/09/11	226.76823	1.06206	147	7.9546			-7.9546	-1.63	x	x	27.4554	37.74
Mon	12/12/11	226.72294	1.06184	150	8.1153			-8.1153	-1.41	x	x	27.6161	37.52
Tue	12/13/11	226.70784	1.06177	151	8.1688			-8.1688	-1.34	x	x	27.6696	37.45
Wed	12/14/11	226.69274	1.06170	152	8.2224			-8.2224	-1.27	x	x	27.7232	37.38
Thu	12/15/11	226.67765	1.06163	153	8.2760			-8.2760	-1.20	x	x	27.7768	37.31
Fri	12/16/11	226.66255	1.06156	154	8.3295			-8.3295	-1.13	x	x	27.8303	37.24
Mon	12/19/11	226.61726	1.06135	157	8.4901			-8.4901	-0.92	x	x	27.9909	37.03
Tue	12/20/11	226.60216	1.06128	158	8.5436			-8.5436	-0.85	x	x	28.0444	36.96
Wed	12/21/11	226.58706	1.06121	159	8.5971			-8.5971	-0.78	x	x	28.0979	36.89
Thu	12/22/11	226.57197	1.06114	160	8.6506			-8.6506	-0.71	x	x	28.1514	36.82
Fri	12/23/11	226.55687	1.06107	161	8.7041			-8.7041	-0.64	x	x	28.2049	36.75
Mon	12/26/11	226.51158	1.06085	164	8.8644			-8.8644	-0.42	x	x	28.3652	36.53
Tue	12/27/11	226.49648	1.06078	165	8.9179			-8.9179	-0.35	x	x	28.4187	36.46
Wed	12/28/11	226.48139	1.06071	166	8.9714			-8.9714	-0.28	x	x	28.4722	36.39
Thu	12/29/11	226.46629	1.06064	167	9.0248			-9.0248	-0.21	x	x	28.5256	36.32
Fri	12/30/11	226.45119	1.06057	168	9.0782			-9.0782	-0.14	x	x	28.5790	36.25
Sun	01/01/12	226.42100	1.06043

Generated 12/16/11 09:15