0.125% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2016

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

CUSIP Number	912828QD5
Dated Date	April 15, 2011	Interest 10/15/11 (183 days)	$0.6405
Ref CPI on Dated Date	220.72980
Original Issue Date	April 29, 2011	Interest 04/15/12 (183 days)

						Purchased on Settelment Date & held to 01/01/12				Held on 04/29/11 & 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
Fri	04/29/11	221.23660	1.00230	14	0.0479		x	0.5926	23.48			0.0479	0.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	05/02/11	221.37861	1.00294	17	0.0582		x	0.5823	22.84			0.0582	0.64
Tue	05/03/11	221.44823	1.00325	18	0.0617		x	0.5788	22.53			0.0617	0.95
Wed	05/04/11	221.51784	1.00357	19	0.0651		x	0.5754	22.21			0.0651	1.27
Thu	05/05/11	221.58745	1.00389	20	0.0686		x	0.5719	21.89			0.0686	1.59
Fri	05/06/11	221.65706	1.00420	21	0.0720		x	0.5685	21.58			0.0720	1.90
Mon	05/09/11	221.86590	1.00515	24	0.0824		x	0.5581	20.63			0.0824	2.85
Tue	05/10/11	221.93552	1.00546	25	0.0858		x	0.5547	20.32			0.0858	3.16
Wed	05/11/11	222.00513	1.00578	26	0.0893		x	0.5512	20.00			0.0893	3.48
Thu	05/12/11	222.07474	1.00609	27	0.0928		x	0.5477	19.69			0.0928	3.79
Fri	05/13/11	222.14435	1.00641	28	0.0962		x	0.5443	19.37			0.0962	4.11
Mon	05/16/11	222.35319	1.00735	31	0.1067		x	0.5338	18.43			0.1067	5.05
Tue	05/17/11	222.42281	1.00767	32	0.1101		x	0.5304	18.11			0.1101	5.37
Wed	05/18/11	222.49242	1.00799	33	0.1136		x	0.5269	17.79			0.1136	5.69
Thu	05/19/11	222.56203	1.00830	34	0.1171		x	0.5234	17.48			0.1171	6.00
Fri	05/20/11	222.63165	1.00862	35	0.1206		x	0.5199	17.16			0.1206	6.32
Mon	05/23/11	222.84048	1.00956	38	0.1310		x	0.5095	16.22			0.1310	7.26
Tue	05/24/11	222.91010	1.00988	39	0.1345		x	0.5060	15.90			0.1345	7.58
Wed	05/25/11	222.97971	1.01019	40	0.1380		x	0.5025	15.59			0.1380	7.89
Thu	05/26/11	223.04932	1.01051	41	0.1415		x	0.4990	15.27			0.1415	8.21
Fri	05/27/11	223.11894	1.01082	42	0.1450		x	0.4955	14.96			0.1450	8.52
Mon	05/30/11	223.32777	1.01177	45	0.1555		x	0.4850	14.01			0.1555	9.47
Tue	05/31/11	223.39739	1.01209	46	0.1590		x	0.4815	13.69			0.1590	9.79
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	1.01240	47	0.1625		x	0.4780	13.38			0.1625	10.10
Thu	06/02/11	223.51497	1.01262	48	0.1660		x	0.4745	13.16			0.1660	10.32
Fri	06/03/11	223.56293	1.01284	49	0.1695		x	0.4710	12.94			0.1695	10.54
Mon	06/06/11	223.70683	1.01349	52	0.1800		x	0.4605	12.29			0.1800	11.19
Tue	06/07/11	223.75480	1.01370	53	0.1835		x	0.4570	12.08			0.1835	11.40
Wed	06/08/11	223.80277	1.01392	54	0.1870		x	0.4535	11.86			0.1870	11.62
Thu	06/09/11	223.85073	1.01414	55	0.1905		x	0.4500	11.64			0.1905	11.84
Fri	06/10/11	223.89870	1.01436	56	0.1940		x	0.4465	11.42			0.1940	12.06
Mon	06/13/11	224.04260	1.01501	59	0.2045		x	0.4360	10.77			0.2045	12.71
Tue	06/14/11	224.09057	1.01523	60	0.2080		x	0.4325	10.55			0.2080	12.93
Wed	06/15/11	224.13853	1.01544	61	0.2115		x	0.4290	10.34			0.2115	13.14
Thu	06/16/11	224.18650	1.01566	62	0.2151		x	0.4254	10.12			0.2151	13.36
Fri	06/17/11	224.23447	1.01588	63	0.2186		x	0.4219	9.90			0.2186	13.58
Mon	06/20/11	224.37837	1.01653	66	0.2291		x	0.4114	9.25			0.2291	14.23
Tue	06/21/11	224.42633	1.01675	67	0.2327		x	0.4078	9.03			0.2327	14.45
Wed	06/22/11	224.47430	1.01696	68	0.2362		x	0.4043	8.82			0.2362	14.66
Thu	06/23/11	224.52227	1.01718	69	0.2397		x	0.4008	8.60			0.2397	14.88
Fri	06/24/11	224.57023	1.01740	70	0.2432		x	0.3973	8.38			0.2432	15.10
Mon	06/27/11	224.71413	1.01805	73	0.2538		x	0.3867	7.73			0.2538	15.75
Tue	06/28/11	224.76210	1.01827	74	0.2573		x	0.3832	7.51			0.2573	15.97
Wed	06/29/11	224.81007	1.01849	75	0.2609		x	0.3796	7.29			0.2609	16.19
Thu	06/30/11	224.85803	1.01870	76	0.2644		x	0.3761	7.08			0.2644	16.40
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	1.01892	77	0.2680		x	0.3725	6.86			0.2680	16.62
Mon	07/04/11	225.00839	1.01938	80	0.2785		x	0.3620	6.40			0.2785	17.08
Tue	07/05/11	225.04252	1.01954	81	0.2820		x	0.3585	6.24			0.2820	17.24
Wed	07/06/11	225.07665	1.01969	82	0.2856		x	0.3549	6.09			0.2856	17.39
Thu	07/07/11	225.11077	1.01985	83	0.2891		x	0.3514	5.93			0.2891	17.55
Fri	07/08/11	225.14490	1.02000	84	0.2926		x	0.3479	5.78			0.2926	17.70
Mon	07/11/11	225.24729	1.02047	87	0.3032		x	0.3373	5.31			0.3032	18.17
Tue	07/12/11	225.28142	1.02062	88	0.3067		x	0.3338	5.16			0.3067	18.32
Wed	07/13/11	225.31555	1.02078	89	0.3103		x	0.3302	5.00			0.3103	18.48
Thu	07/14/11	225.34968	1.02093	90	0.3138		x	0.3267	4.85			0.3138	18.63
Fri	07/15/11	225.38381	1.02108	91	0.3173		x	0.3232	4.70			0.3173	18.78
Mon	07/18/11	225.48619	1.02155	94	0.3280		x	0.3125	4.23			0.3280	19.25
Tue	07/19/11	225.52032	1.02170	95	0.3315		x	0.3090	4.08			0.3315	19.40
Wed	07/20/11	225.55445	1.02186	96	0.3350		x	0.3055	3.92			0.3350	19.56
Thu	07/21/11	225.58858	1.02201	97	0.3386		x	0.3019	3.77			0.3386	19.71
Fri	07/22/11	225.62271	1.02217	98	0.3421		x	0.2984	3.61			0.3421	19.87
Mon	07/25/11	225.72510	1.02263	101	0.3528		x	0.2877	3.15			0.3528	20.33
Tue	07/26/11	225.75923	1.02279	102	0.3563		x	0.2842	2.99			0.3563	20.49
Wed	07/27/11	225.79335	1.02294	103	0.3598		x	0.2807	2.84			0.3598	20.64
Thu	07/28/11	225.82748	1.02309	104	0.3634		x	0.2771	2.69			0.3634	20.79
Fri	07/29/11	225.86161	1.02325	105	0.3669		x	0.2736	2.53			0.3669	20.95
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	1.02371	108	0.3776		x	0.2629	2.07			0.3776	21.41
Tue	08/02/11	225.95619	1.02368	109	0.3811		x	0.2594	2.10			0.3811	21.38
Wed	08/03/11	225.94839	1.02364	110	0.3846		x	0.2559	2.14			0.3846	21.34
Thu	08/04/11	225.94058	1.02361	111	0.3880		x	0.2525	2.17			0.3880	21.31
Fri	08/05/11	225.93277	1.02357	112	0.3915		x	0.2490	2.21			0.3915	21.27
Mon	08/08/11	225.90935	1.02347	115	0.4020		x	0.2385	2.31			0.4020	21.17
Tue	08/09/11	225.90155	1.02343	116	0.4055		x	0.2350	2.35			0.4055	21.13
Wed	08/10/11	225.89374	1.02339	117	0.4089		x	0.2316	2.39			0.4089	21.09
Thu	08/11/11	225.88594	1.02336	118	0.4124		x	0.2281	2.42			0.4124	21.06
Fri	08/12/11	225.87813	1.02332	119	0.4159		x	0.2246	2.46			0.4159	21.02
Mon	08/15/11	225.85471	1.02322	122	0.4263		x	0.2142	2.56			0.4263	20.92
Tue	08/16/11	225.84690	1.02318	123	0.4298		x	0.2107	2.60			0.4298	20.88
Wed	08/17/11	225.83910	1.02315	124	0.4333		x	0.2072	2.63			0.4333	20.85
Thu	08/18/11	225.83129	1.02311	125	0.4368		x	0.2037	2.67			0.4368	20.81
Fri	08/19/11	225.82348	1.02308	126	0.4403		x	0.2002	2.70			0.4403	20.78
Mon	08/22/11	225.80006	1.02297	129	0.4507		x	0.1898	2.81			0.4507	20.67
Tue	08/23/11	225.79226	1.02294	130	0.4542		x	0.1863	2.84			0.4542	20.64
Wed	08/24/11	225.78445	1.02290	131	0.4576		x	0.1829	2.88			0.4576	20.60
Thu	08/25/11	225.77665	1.02286	132	0.4611		x	0.1794	2.92			0.4611	20.56
Fri	08/26/11	225.76884	1.02283	133	0.4646		x	0.1759	2.95			0.4646	20.53
Mon	08/29/11	225.74542	1.02272	136	0.4750		x	0.1655	3.06			0.4750	20.42
Tue	08/30/11	225.73761	1.02269	137	0.4785		x	0.1620	3.09			0.4785	20.39
Wed	08/31/11	225.72981	1.02265	138	0.4820		x	0.1585	3.13			0.4820	20.35
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	1.02262	139	0.4855		x	0.1550	3.16			0.4855	20.32
Fri	09/02/11	225.72867	1.02265	140	0.4890		x	0.1515	3.13			0.4890	20.35
Mon	09/05/11	225.74867	1.02274	143	0.4995		x	0.1410	3.04			0.4995	20.44
Tue	09/06/11	225.75533	1.02277	144	0.5030		x	0.1375	3.01			0.5030	20.47
Wed	09/07/11	225.76200	1.02280	145	0.5065		x	0.1340	2.98			0.5065	20.50
Thu	09/08/11	225.76867	1.02283	146	0.5100		x	0.1305	2.95			0.5100	20.53
Fri	09/09/11	225.77533	1.02286	147	0.5135		x	0.1270	2.92			0.5135	20.56
Mon	09/12/11	225.79533	1.02295	150	0.5241		x	0.1164	2.83			0.5241	20.65
Tue	09/13/11	225.80200	1.02298	151	0.5276		x	0.1129	2.80			0.5276	20.68
Wed	09/14/11	225.80867	1.02301	152	0.5311		x	0.1094	2.77			0.5311	20.71
Thu	09/15/11	225.81533	1.02304	153	0.5346		x	0.1059	2.74			0.5346	20.74
Fri	09/16/11	225.82200	1.02307	154	0.5381		x	0.1024	2.71			0.5381	20.77
Mon	09/19/11	225.84200	1.02316	157	0.5486		x	0.0919	2.62			0.5486	20.86
Tue	09/20/11	225.84867	1.02319	158	0.5521		x	0.0884	2.59			0.5521	20.89
Wed	09/21/11	225.85533	1.02322	159	0.5556		x	0.0849	2.56			0.5556	20.92
Thu	09/22/11	225.86200	1.02325	160	0.5592		x	0.0813	2.53			0.5592	20.95
Fri	09/23/11	225.86867	1.02328	161	0.5627		x	0.0778	2.50			0.5627	20.98
Mon	09/26/11	225.88867	1.02337	164	0.5732		x	0.0673	2.41			0.5732	21.07
Tue	09/27/11	225.89533	1.02340	165	0.5767		x	0.0638	2.38			0.5767	21.10
Wed	09/28/11	225.90200	1.02343	166	0.5802		x	0.0603	2.35			0.5802	21.13
Thu	09/29/11	225.90867	1.02346	167	0.5837		x	0.0568	2.32			0.5837	21.16
Fri	09/30/11	225.91533	1.02349	168	0.5872		x	0.0533	2.29			0.5872	21.19
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	1.02370	171	0.5979		x	0.0426	2.08			0.5979	21.40
Tue	10/04/11	225.98229	1.02380	172	0.6014		x	0.0391	1.98			0.6014	21.50
Wed	10/05/11	226.00239	1.02389	173	0.6050		x	0.0355	1.89			0.6050	21.59
Thu	10/06/11	226.02248	1.02398	174	0.6085		x	0.0320	1.80			0.6085	21.68
Fri	10/07/11	226.04258	1.02407	175	0.6121		x	0.0284	1.71			0.6121	21.77
Mon	10/10/11	226.10287	1.02434	178	0.6227		x	0.0178	1.44			0.6227	22.04
Tue	10/11/11	226.12297	1.02443	179	0.6263		x	0.0142	1.35			0.6263	22.13
Wed	10/12/11	226.14306	1.02452	180	0.6298		x	0.0107	1.26			0.6298	22.22
Thu	10/13/11	226.16316	1.02462	181	0.6334		x	0.0071	1.16			0.6334	22.32
Fri	10/14/11	226.18326	1.02471	182	0.6369		x	0.0036	1.07			0.6369	22.41
Sat	10/15/11	226.20335	1.02480	0	0.0000			0.0000	0.98		x	0.6405	22.50
Mon	10/17/11	226.24355	1.02498	2	0.0070			-0.0070	0.80		x	0.6475	22.68
Tue	10/18/11	226.26365	1.02507	3	0.0105			-0.0105	0.71		x	0.6510	22.77
Wed	10/19/11	226.28374	1.02516	4	0.0140			-0.0140	0.62		x	0.6545	22.86
Thu	10/20/11	226.30384	1.02525	5	0.0175			-0.0175	0.53		x	0.6580	22.95
Fri	10/21/11	226.32394	1.02534	6	0.0210			-0.0210	0.44		x	0.6615	23.04
Mon	10/24/11	226.38423	1.02562	9	0.0315			-0.0315	0.16		x	0.6720	23.32
Tue	10/25/11	226.40432	1.02571	10	0.0350			-0.0350	0.07		x	0.6755	23.41
Wed	10/26/11	226.42442	1.02580	11	0.0385			-0.0385	-0.02		x	0.6790	23.50
Thu	10/27/11	226.44452	1.02589	12	0.0420			-0.0420	-0.11		x	0.6825	23.59
Fri	10/28/11	226.46461	1.02598	13	0.0456			-0.0456	-0.20		x	0.6861	23.68
Mon	10/31/11	226.52490	1.02625	16	0.0561			-0.0561	-0.47		x	0.6966	23.95
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	1.02635	17	0.0596			-0.0596	-0.57		x	0.7001	24.05
Wed	11/02/11	226.55647	1.02640	18	0.0631			-0.0631	-0.62		x	0.7036	24.10
Thu	11/03/11	226.56793	1.02645	19	0.0666			-0.0666	-0.67		x	0.7071	24.15
Fri	11/04/11	226.57940	1.02650	20	0.0701			-0.0701	-0.72		x	0.7106	24.20
Mon	11/07/11	226.61380	1.02666	23	0.0806			-0.0806	-0.88		x	0.7211	24.36
Tue	11/08/11	226.62527	1.02671	24	0.0842			-0.0842	-0.93		x	0.7247	24.41
Wed	11/09/11	226.63673	1.02676	25	0.0877			-0.0877	-0.98		x	0.7282	24.46
Thu	11/10/11	226.64820	1.02681	26	0.0912			-0.0912	-1.03		x	0.7317	24.51
Fri	11/11/11	226.65967	1.02686	27	0.0947			-0.0947	-1.08		x	0.7352	24.56
Mon	11/14/11	226.69407	1.02702	30	0.1052			-0.1052	-1.24		x	0.7457	24.72
Tue	11/15/11	226.70553	1.02707	31	0.1087			-0.1087	-1.29		x	0.7492	24.77
Wed	11/16/11	226.71700	1.02712	32	0.1123			-0.1123	-1.34		x	0.7528	24.82
Thu	11/17/11	226.72847	1.02718	33	0.1158			-0.1158	-1.40		x	0.7563	24.88
Fri	11/18/11	226.73993	1.02723	34	0.1193			-0.1193	-1.45		x	0.7598	24.93
Mon	11/21/11	226.77433	1.02738	37	0.1298			-0.1298	-1.60		x	0.7703	25.08
Tue	11/22/11	226.78580	1.02744	38	0.1333			-0.1333	-1.66		x	0.7738	25.14
Wed	11/23/11	226.79727	1.02749	39	0.1369			-0.1369	-1.71		x	0.7774	25.19
Thu	11/24/11	226.80873	1.02754	40	0.1404			-0.1404	-1.76		x	0.7809	25.24
Fri	11/25/11	226.82020	1.02759	41	0.1439			-0.1439	-1.81		x	0.7844	25.29
Mon	11/28/11	226.85460	1.02775	44	0.1544			-0.1544	-1.97		x	0.7949	25.45
Tue	11/29/11	226.86607	1.02780	45	0.1580			-0.1580	-2.02		x	0.7985	25.50
Wed	11/30/11	226.87753	1.02785	46	0.1615			-0.1615	-2.07		x	0.8020	25.55
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	1.02790	47	0.1650			-0.1650	-2.12		x	0.8055	25.60
Fri	12/02/11	226.87390	1.02784	48	0.1685			-0.1685	-2.06		x	0.8090	25.54
Mon	12/05/11	226.82861	1.02763	51	0.1790			-0.1790	-1.85		x	0.8195	25.33
Tue	12/06/11	226.81352	1.02756	52	0.1825			-0.1825	-1.78		x	0.8230	25.26
Wed	12/07/11	226.79842	1.02749	53	0.1860			-0.1860	-1.71		x	0.8265	25.19
Thu	12/08/11	226.78332	1.02743	54	0.1895			-0.1895	-1.65		x	0.8300	25.13
Fri	12/09/11	226.76823	1.02736	55	0.1930			-0.1930	-1.58		x	0.8335	25.06
Mon	12/12/11	226.72294	1.02715	58	0.2035			-0.2035	-1.37		x	0.8440	24.85
Tue	12/13/11	226.70784	1.02708	59	0.2070			-0.2070	-1.30		x	0.8475	24.78
Wed	12/14/11	226.69274	1.02701	60	0.2105			-0.2105	-1.23		x	0.8510	24.71
Thu	12/15/11	226.67765	1.02695	61	0.2139			-0.2139	-1.17		x	0.8544	24.65
Fri	12/16/11	226.66255	1.02688	62	0.2174			-0.2174	-1.10		x	0.8579	24.58
Mon	12/19/11	226.61726	1.02667	65	0.2279			-0.2279	-0.89		x	0.8684	24.37
Tue	12/20/11	226.60216	1.02660	66	0.2314			-0.2314	-0.82		x	0.8719	24.30
Wed	12/21/11	226.58706	1.02654	67	0.2349			-0.2349	-0.76		x	0.8754	24.24
Thu	12/22/11	226.57197	1.02647	68	0.2384			-0.2384	-0.69		x	0.8789	24.17
Fri	12/23/11	226.55687	1.02640	69	0.2419			-0.2419	-0.62		x	0.8824	24.10
Mon	12/26/11	226.51158	1.02619	72	0.2523			-0.2523	-0.41		x	0.8928	23.89
Tue	12/27/11	226.49648	1.02613	73	0.2558			-0.2558	-0.35		x	0.8963	23.83
Wed	12/28/11	226.48139	1.02606	74	0.2593			-0.2593	-0.28		x	0.8998	23.76
Thu	12/29/11	226.46629	1.02599	75	0.2628			-0.2628	-0.21		x	0.9033	23.69
Fri	12/30/11	226.45119	1.02592	76	0.2663			-0.2663	-0.14		x	0.9068	23.62
Sun	01/01/12	226.42100	1.02578

Generated 12/16/11 09:15