2.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2017

Interest and OID per $1,000 Face Value for 2012

CUSIP Number	912828GD6	Interest 01/15/12 (184 days)	$13.3277
Dated Date	January 15, 2007	Interest 07/15/12 (182 days)	$13.5413
Ref CPI on Dated Date	201.66452	Interest Total	$26.8690
Original Issue Date	January 16, 2007	Interest 01/15/13 (184 days)

						Purchased on Settelment Date & held to 01/01/13				Held on 01/01/12 & 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
Sun	01/01/12	226.42100	1.12276	170	12.3183	x	x	14.5507	24.28			12.3183	0.00
Mon	01/02/12	226.41484	1.12273	171	12.3905	x	x	14.4785	24.31			12.3905	-0.03
Tue	01/03/12	226.40868	1.12270	172	12.4626	x	x	14.4064	24.34			12.4626	-0.06
Wed	01/04/12	226.40252	1.12267	173	12.5347	x	x	14.3343	24.37			12.5347	-0.09
Thu	01/05/12	226.39635	1.12264	174	12.6068	x	x	14.2622	24.40			12.6068	-0.12
Fri	01/06/12	226.39019	1.12261	175	12.6789	x	x	14.1901	24.43			12.6789	-0.15
Mon	01/09/12	226.37171	1.12252	178	12.8953	x	x	13.9737	24.52			12.8953	-0.24
Tue	01/10/12	226.36555	1.12249	179	12.9674	x	x	13.9016	24.55			12.9674	-0.27
Wed	01/11/12	226.35939	1.12246	180	13.0394	x	x	13.8296	24.58			13.0394	-0.30
Thu	01/12/12	226.35323	1.12242	181	13.1114	x	x	13.7576	24.62			13.1114	-0.34
Fri	01/13/12	226.34706	1.12239	182	13.1835	x	x	13.6855	24.65			13.1835	-0.37
Sun	01/15/12	226.33474	1.12233	0	0.0000		x	13.5413	24.71	x		13.3277	-0.43
Mon	01/16/12	226.32858	1.12230	1	0.0732		x	13.4681	24.74	x		13.4009	-0.46
Tue	01/17/12	226.32242	1.12227	2	0.1465		x	13.3948	24.77	x		13.4742	-0.49
Wed	01/18/12	226.31626	1.12224	3	0.2197		x	13.3216	24.80	x		13.5474	-0.52
Thu	01/19/12	226.31010	1.12221	4	0.2929		x	13.2484	24.83	x		13.6206	-0.55
Fri	01/20/12	226.30394	1.12218	5	0.3661		x	13.1752	24.86	x		13.6938	-0.58
Mon	01/23/12	226.28545	1.12209	8	0.5857		x	12.9556	24.95	x		13.9134	-0.67
Tue	01/24/12	226.27929	1.12206	9	0.6589		x	12.8824	24.98	x		13.9866	-0.70
Wed	01/25/12	226.27313	1.12203	10	0.7321		x	12.8092	25.01	x		14.0598	-0.73
Thu	01/26/12	226.26697	1.12200	11	0.8053		x	12.7360	25.04	x		14.1330	-0.76
Fri	01/27/12	226.26081	1.12197	12	0.8785		x	12.6628	25.07	x		14.2062	-0.79
Mon	01/30/12	226.24232	1.12187	15	1.0980		x	12.4433	25.17	x		14.4257	-0.89
Tue	01/31/12	226.23616	1.12184	16	1.1712		x	12.3701	25.20	x		14.4989	-0.92
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	02/01/12	226.23000	1.12181	17	1.2443		x	12.2970	25.23	x		14.5720	-0.95
Thu	02/02/12	226.21076	1.12172	18	1.3174		x	12.2239	25.32	x		14.6451	-1.04
Fri	02/03/12	226.19152	1.12162	19	1.3905		x	12.1508	25.42	x		14.7182	-1.14
Mon	02/06/12	226.13379	1.12134	22	1.6096		x	11.9317	25.70	x		14.9373	-1.42
Tue	02/07/12	226.11455	1.12124	23	1.6826		x	11.8587	25.80	x		15.0103	-1.52
Wed	02/08/12	226.09531	1.12115	24	1.7556		x	11.7857	25.89	x		15.0833	-1.61
Thu	02/09/12	226.07607	1.12105	25	1.8286		x	11.7127	25.99	x		15.1563	-1.71
Fri	02/10/12	226.05683	1.12095	26	1.9016		x	11.6397	26.09	x		15.2293	-1.81
Mon	02/13/12	225.99910	1.12067	29	2.1205		x	11.4208	26.37	x		15.4482	-2.09
Tue	02/14/12	225.97986	1.12057	30	2.1934		x	11.3479	26.47	x		15.5211	-2.19
Wed	02/15/12	225.96062	1.12048	31	2.2664		x	11.2749	26.56	x		15.5941	-2.28
Thu	02/16/12	225.94138	1.12038	32	2.3393		x	11.2020	26.66	x		15.6670	-2.38
Fri	02/17/12	225.92214	1.12029	33	2.4122		x	11.1291	26.75	x		15.7399	-2.47
Mon	02/20/12	225.86441	1.12000	36	2.6308		x	10.9105	27.04	x		15.9585	-2.76
Tue	02/21/12	225.84517	1.11991	37	2.7036		x	10.8377	27.13	x		16.0313	-2.85
Wed	02/22/12	225.82593	1.11981	38	2.7765		x	10.7648	27.23	x		16.1042	-2.95
Thu	02/23/12	225.80669	1.11971	39	2.8493		x	10.6920	27.33	x		16.1770	-3.05
Fri	02/24/12	225.78745	1.11962	40	2.9221		x	10.6192	27.42	x		16.2498	-3.14
Mon	02/27/12	225.72972	1.11933	43	3.1404		x	10.4009	27.71	x		16.4681	-3.43
Tue	02/28/12	225.71048	1.11924	44	3.2132		x	10.3281	27.80	x		16.5409	-3.52
Wed	02/29/12	225.69124	1.11914	45	3.2859		x	10.2554	27.90	x		16.6136	-3.62
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	03/01/12	225.67200	1.11905	46	3.3587		x	10.1826	27.99	x		16.6864	-3.71
Fri	03/02/12	225.70403	1.11921	47	3.4322		x	10.1091	27.83	x		16.7599	-3.55
Mon	03/05/12	225.80013	1.11968	50	3.6528		x	9.8885	27.36	x		16.9805	-3.08
Tue	03/06/12	225.83216	1.11984	51	3.7264		x	9.8149	27.20	x		17.0541	-2.92
Wed	03/07/12	225.86419	1.12000	52	3.8000		x	9.7413	27.04	x		17.1277	-2.76
Thu	03/08/12	225.89623	1.12016	53	3.8736		x	9.6677	26.88	x		17.2013	-2.60
Fri	03/09/12	225.92826	1.12032	54	3.9473		x	9.5940	26.72	x		17.2750	-2.44
Mon	03/12/12	226.02435	1.12079	57	4.1683		x	9.3730	26.25	x		17.4960	-1.97
Tue	03/13/12	226.05639	1.12095	58	4.2421		x	9.2992	26.09	x		17.5698	-1.81
Wed	03/14/12	226.08842	1.12111	59	4.3158		x	9.2255	25.93	x		17.6435	-1.65
Thu	03/15/12	226.12045	1.12127	60	4.3896		x	9.1517	25.77	x		17.7173	-1.49
Fri	03/16/12	226.15248	1.12143	61	4.4634		x	9.0779	25.61	x		17.7911	-1.33
Mon	03/19/12	226.24858	1.12191	64	4.6849		x	8.8564	25.13	x		18.0126	-0.85
Tue	03/20/12	226.28061	1.12206	65	4.7587		x	8.7826	24.98	x		18.0864	-0.70
Wed	03/21/12	226.31265	1.12222	66	4.8326		x	8.7087	24.82	x		18.1603	-0.54
Thu	03/22/12	226.34468	1.12238	67	4.9066		x	8.6347	24.66	x		18.2343	-0.38
Fri	03/23/12	226.37671	1.12254	68	4.9805		x	8.5608	24.50	x		18.3082	-0.22
Mon	03/26/12	226.47281	1.12302	71	5.2025		x	8.3388	24.02	x		18.5302	0.26
Tue	03/27/12	226.50484	1.12318	72	5.2765		x	8.2648	23.86	x		18.6042	0.42
Wed	03/28/12	226.53687	1.12334	73	5.3505		x	8.1908	23.70	x		18.6782	0.58
Thu	03/29/12	226.56890	1.12349	74	5.4245		x	8.1168	23.55	x		18.7522	0.73
Fri	03/30/12	226.60094	1.12365	75	5.4986		x	8.0427	23.39	x		18.8263	0.89
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	04/02/12	226.69827	1.12414	78	5.7211		x	7.8202	22.90	x		19.0488	1.38
Tue	04/03/12	226.73153	1.12430	79	5.7952		x	7.7461	22.74	x		19.1229	1.54
Wed	04/04/12	226.76480	1.12447	80	5.8695		x	7.6718	22.57	x		19.1972	1.71
Thu	04/05/12	226.79807	1.12463	81	5.9437		x	7.5976	22.41	x		19.2714	1.87
Fri	04/06/12	226.83133	1.12480	82	6.0180		x	7.5233	22.24	x		19.3457	2.04
Mon	04/09/12	226.93113	1.12529	85	6.2409		x	7.3004	21.75	x		19.5686	2.53
Tue	04/10/12	226.96440	1.12546	86	6.3153		x	7.2260	21.58	x		19.6430	2.70
Wed	04/11/12	226.99767	1.12562	87	6.3896		x	7.1517	21.42	x		19.7173	2.86
Thu	04/12/12	227.03093	1.12579	88	6.4640		x	7.0773	21.25	x		19.7917	3.03
Fri	04/13/12	227.06420	1.12595	89	6.5384		x	7.0029	21.09	x		19.8661	3.19
Mon	04/16/12	227.16400	1.12645	92	6.7618		x	6.7795	20.59	x		20.0895	3.69
Tue	04/17/12	227.19727	1.12661	93	6.8363		x	6.7050	20.43	x		20.1640	3.85
Wed	04/18/12	227.23053	1.12677	94	6.9108		x	6.6305	20.27	x		20.2385	4.01
Thu	04/19/12	227.26380	1.12694	95	6.9853		x	6.5560	20.10	x		20.3130	4.18
Fri	04/20/12	227.29707	1.12710	96	7.0599		x	6.4814	19.94	x		20.3876	4.34
Mon	04/23/12	227.39687	1.12760	99	7.2837		x	6.2576	19.44	x		20.6114	4.84
Tue	04/24/12	227.43013	1.12776	100	7.3583		x	6.1830	19.28	x		20.6860	5.00
Wed	04/25/12	227.46340	1.12793	101	7.4330		x	6.1083	19.11	x		20.7607	5.17
Thu	04/26/12	227.49667	1.12809	102	7.5077		x	6.0336	18.95	x		20.8354	5.33
Fri	04/27/12	227.52993	1.12826	103	7.5824		x	5.9589	18.78	x		20.9101	5.50
Mon	04/30/12	227.62973	1.12875	106	7.8067		x	5.7346	18.29	x		21.1344	5.99
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	05/01/12	227.66300	1.12892	107	7.8815		x	5.6598	18.12	x		21.2092	6.16
Wed	05/02/12	227.71877	1.12920	108	7.9571		x	5.5842	17.84	x		21.2848	6.44
Thu	05/03/12	227.77455	1.12947	109	8.0327		x	5.5086	17.57	x		21.3604	6.71
Fri	05/04/12	227.83032	1.12975	110	8.1084		x	5.4329	17.29	x		21.4361	6.99
Mon	05/07/12	227.99765	1.13058	113	8.3357		x	5.2056	16.46	x		21.6634	7.82
Tue	05/08/12	228.05342	1.13086	114	8.4115		x	5.1298	16.18	x		21.7392	8.10
Wed	05/09/12	228.10919	1.13113	115	8.4874		x	5.0539	15.91	x		21.8151	8.37
Thu	05/10/12	228.16497	1.13141	116	8.5633		x	4.9780	15.63	x		21.8910	8.65
Fri	05/11/12	228.22074	1.13169	117	8.6392		x	4.9021	15.35	x		21.9669	8.93
Mon	05/14/12	228.38806	1.13251	120	8.8672		x	4.6741	14.53	x		22.1949	9.75
Tue	05/15/12	228.44384	1.13279	121	8.9433		x	4.5980	14.25	x		22.2710	10.03
Wed	05/16/12	228.49961	1.13307	122	9.0194		x	4.5219	13.97	x		22.3471	10.31
Thu	05/17/12	228.55539	1.13334	123	9.0955		x	4.4458	13.70	x		22.4232	10.58
Fri	05/18/12	228.61116	1.13362	124	9.1717		x	4.3696	13.42	x		22.4994	10.86
Mon	05/21/12	228.77848	1.13445	127	9.4005		x	4.1408	12.59	x		22.7282	11.69
Tue	05/22/12	228.83426	1.13473	128	9.4769		x	4.0644	12.31	x		22.8046	11.97
Wed	05/23/12	228.89003	1.13500	129	9.5532		x	3.9881	12.04	x		22.8809	12.24
Thu	05/24/12	228.94581	1.13528	130	9.6296		x	3.9117	11.76	x		22.9573	12.52
Fri	05/25/12	229.00158	1.13556	131	9.7061		x	3.8352	11.48	x		23.0338	12.80
Mon	05/28/12	229.16890	1.13639	134	9.9356		x	3.6057	10.65	x		23.2633	13.63
Tue	05/29/12	229.22468	1.13666	135	10.0121		x	3.5292	10.38	x		23.3398	13.90
Wed	05/30/12	229.28045	1.13694	136	10.0888		x	3.4525	10.10	x		23.4165	14.18
Thu	05/31/12	229.33623	1.13722	137	10.1655		x	3.3758	9.82	x		23.4932	14.46
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	06/01/12	229.39200	1.13749	138	10.2421		x	3.2992	9.55	x		23.5698	14.73
Mon	06/04/12	229.46130	1.13784	141	10.4680		x	3.0733	9.20	x		23.7957	15.08
Tue	06/05/12	229.48440	1.13795	142	10.5432		x	2.9981	9.09	x		23.8709	15.19
Wed	06/06/12	229.50750	1.13807	143	10.6186		x	2.9227	8.97	x		23.9463	15.31
Thu	06/07/12	229.53060	1.13818	144	10.6939		x	2.8474	8.86	x		24.0216	15.42
Fri	06/08/12	229.55370	1.13829	145	10.7692		x	2.7721	8.75	x		24.0969	15.53
Mon	06/11/12	229.62300	1.13864	148	10.9954		x	2.5459	8.40	x		24.3231	15.88
Tue	06/12/12	229.64610	1.13875	149	11.0707		x	2.4706	8.29	x		24.3984	15.99
Wed	06/13/12	229.66920	1.13887	150	11.1462		x	2.3951	8.17	x		24.4739	16.11
Thu	06/14/12	229.69230	1.13898	151	11.2216		x	2.3197	8.06	x		24.5493	16.22
Fri	06/15/12	229.71540	1.13910	152	11.2971		x	2.2442	7.94	x		24.6248	16.34
Mon	06/18/12	229.78470	1.13944	155	11.5235		x	2.0178	7.60	x		24.8512	16.68
Tue	06/19/12	229.80780	1.13955	156	11.5990		x	1.9423	7.49	x		24.9267	16.79
Wed	06/20/12	229.83090	1.13967	157	11.6746		x	1.8667	7.37	x		25.0023	16.91
Thu	06/21/12	229.85400	1.13978	158	11.7501		x	1.7912	7.26	x		25.0778	17.02
Fri	06/22/12	229.87710	1.13990	159	11.8257		x	1.7156	7.14	x		25.1534	17.14
Mon	06/25/12	229.94640	1.14024	162	12.0524		x	1.4889	6.80	x		25.3801	17.48
Tue	06/26/12	229.96950	1.14036	163	12.1281		x	1.4132	6.68	x		25.4558	17.60
Wed	06/27/12	229.99260	1.14047	164	12.2037		x	1.3376	6.57	x		25.5314	17.71
Thu	06/28/12	230.01570	1.14059	165	12.2794		x	1.2619	6.45	x		25.6071	17.83
Fri	06/29/12	230.03880	1.14070	166	12.3550		x	1.1863	6.34	x		25.6827	17.94
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	07/02/12	230.07629	1.14089	169	12.5803		x	0.9610	6.15	x		25.9080	18.13
Tue	07/03/12	230.06758	1.14084	170	12.6542		x	0.8871	6.20	x		25.9819	18.08
Wed	07/04/12	230.05887	1.14080	171	12.7282		x	0.8131	6.24	x		26.0559	18.04
Thu	07/05/12	230.05016	1.14076	172	12.8022		x	0.7391	6.28	x		26.1299	18.00
Fri	07/06/12	230.04145	1.14071	173	12.8761		x	0.6652	6.33	x		26.2038	17.95
Mon	07/09/12	230.01532	1.14058	176	13.0979		x	0.4434	6.46	x		26.4256	17.82
Tue	07/10/12	230.00661	1.14054	177	13.1718		x	0.3695	6.50	x		26.4995	17.78
Wed	07/11/12	229.99790	1.14050	178	13.2458		x	0.2955	6.54	x		26.5735	17.74
Thu	07/12/12	229.98919	1.14045	179	13.3196		x	0.2217	6.59	x		26.6473	17.69
Fri	07/13/12	229.98048	1.14041	180	13.3936		x	0.1477	6.63	x		26.7213	17.65
Sun	07/15/12	229.96306	1.14032	0	0.0000			0.0000	6.72	x	x	26.8690	17.56
Mon	07/16/12	229.95435	1.14028	1	0.0736			-0.0736	6.76	x	x	26.9426	17.52
Tue	07/17/12	229.94565	1.14024	2	0.1472			-0.1472	6.80	x	x	27.0162	17.48
Wed	07/18/12	229.93694	1.14020	3	0.2208			-0.2208	6.84	x	x	27.0898	17.44
Thu	07/19/12	229.92823	1.14015	4	0.2943			-0.2943	6.89	x	x	27.1633	17.39
Fri	07/20/12	229.91952	1.14011	5	0.3679			-0.3679	6.93	x	x	27.2369	17.35
Mon	07/23/12	229.89339	1.13998	8	0.5886			-0.5886	7.06	x	x	27.4576	17.22
Tue	07/24/12	229.88468	1.13994	9	0.6621			-0.6621	7.10	x	x	27.5311	17.18
Wed	07/25/12	229.87597	1.13989	10	0.7357			-0.7357	7.15	x	x	27.6047	17.13
Thu	07/26/12	229.86726	1.13985	11	0.8092			-0.8092	7.19	x	x	27.6782	17.09
Fri	07/27/12	229.85855	1.13981	12	0.8827			-0.8827	7.23	x	x	27.7517	17.05
Mon	07/30/12	229.83242	1.13968	15	1.1033			-1.1033	7.36	x	x	27.9723	16.92
Tue	07/31/12	229.82371	1.13963	16	1.1768			-1.1768	7.41	x	x	28.0458	16.87
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	08/01/12	229.81500	1.13959	17	1.2503			-1.2503	7.45	x	x	28.1193	16.83
Thu	08/02/12	229.80413	1.13954	18	1.3238			-1.3238	7.50	x	x	28.1928	16.78
Fri	08/03/12	229.79326	1.13948	19	1.3973			-1.3973	7.56	x	x	28.2663	16.72
Mon	08/06/12	229.76065	1.13932	22	1.6176			-1.6176	7.72	x	x	28.4866	16.56
Tue	08/07/12	229.74977	1.13927	23	1.6911			-1.6911	7.77	x	x	28.5601	16.51
Wed	08/08/12	229.73890	1.13921	24	1.7645			-1.7645	7.83	x	x	28.6335	16.45
Thu	08/09/12	229.72803	1.13916	25	1.8380			-1.8380	7.88	x	x	28.7070	16.40
Fri	08/10/12	229.71716	1.13911	26	1.9114			-1.9114	7.93	x	x	28.7804	16.35
Mon	08/13/12	229.68455	1.13894	29	2.1316			-2.1316	8.10	x	x	29.0006	16.18
Tue	08/14/12	229.67368	1.13889	30	2.2051			-2.2051	8.15	x	x	29.0741	16.13
Wed	08/15/12	229.66281	1.13884	31	2.2785			-2.2785	8.20	x	x	29.1475	16.08
Thu	08/16/12	229.65194	1.13878	32	2.3518			-2.3518	8.26	x	x	29.2208	16.02
Fri	08/17/12	229.64106	1.13873	33	2.4252			-2.4252	8.31	x	x	29.2942	15.97
Mon	08/20/12	229.60845	1.13857	36	2.6453			-2.6453	8.47	x	x	29.5143	15.81
Tue	08/21/12	229.59758	1.13851	37	2.7187			-2.7187	8.53	x	x	29.5877	15.75
Wed	08/22/12	229.58671	1.13846	38	2.7920			-2.7920	8.58	x	x	29.6610	15.70
Thu	08/23/12	229.57584	1.13840	39	2.8653			-2.8653	8.64	x	x	29.7343	15.64
Fri	08/24/12	229.56497	1.13835	40	2.9387			-2.9387	8.69	x	x	29.8077	15.59
Mon	08/27/12	229.53235	1.13819	43	3.1586			-3.1586	8.85	x	x	30.0276	15.43
Tue	08/28/12	229.52148	1.13814	44	3.2319			-3.2319	8.90	x	x	30.1009	15.38
Wed	08/29/12	229.51061	1.13808	45	3.3052			-3.3052	8.96	x	x	30.1742	15.32
Thu	08/30/12	229.49974	1.13803	46	3.3785			-3.3785	9.01	x	x	30.2475	15.27
Fri	08/31/12	229.48887	1.13797	47	3.4518			-3.4518	9.07	x	x	30.3208	15.21
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	09/03/12	229.45307	1.13780	50	3.6716			-3.6716	9.24	x	x	30.5406	15.04
Tue	09/04/12	229.44060	1.13773	51	3.7448			-3.7448	9.31	x	x	30.6138	14.97
Wed	09/05/12	229.42813	1.13767	52	3.8180			-3.8180	9.37	x	x	30.6870	14.91
Thu	09/06/12	229.41567	1.13761	53	3.8912			-3.8912	9.43	x	x	30.7602	14.85
Fri	09/07/12	229.40320	1.13755	54	3.9644			-3.9644	9.49	x	x	30.8334	14.79
Mon	09/10/12	229.36580	1.13736	57	4.1840			-4.1840	9.68	x	x	31.0530	14.60
Tue	09/11/12	229.35333	1.13730	58	4.2571			-4.2571	9.74	x	x	31.1261	14.54
Wed	09/12/12	229.34087	1.13724	59	4.3303			-4.3303	9.80	x	x	31.1993	14.48
Thu	09/13/12	229.32840	1.13718	60	4.4035			-4.4035	9.86	x	x	31.2725	14.42
Fri	09/14/12	229.31593	1.13712	61	4.4766			-4.4766	9.92	x	x	31.3456	14.36
Mon	09/17/12	229.27853	1.13693	64	4.6960			-4.6960	10.11	x	x	31.5650	14.17
Tue	09/18/12	229.26607	1.13687	65	4.7691			-4.7691	10.17	x	x	31.6381	14.11
Wed	09/19/12	229.25360	1.13681	66	4.8423			-4.8423	10.23	x	x	31.7113	14.05
Thu	09/20/12	229.24113	1.13674	67	4.9153			-4.9153	10.30	x	x	31.7843	13.98
Fri	09/21/12	229.22867	1.13668	68	4.9884			-4.9884	10.36	x	x	31.8574	13.92
Mon	09/24/12	229.19127	1.13650	71	5.2077			-5.2077	10.54	x	x	32.0767	13.74
Tue	09/25/12	229.17880	1.13644	72	5.2807			-5.2807	10.60	x	x	32.1497	13.68
Wed	09/26/12	229.16633	1.13637	73	5.3538			-5.3538	10.67	x	x	32.2228	13.61
Thu	09/27/12	229.15387	1.13631	74	5.4268			-5.4268	10.73	x	x	32.2958	13.55
Fri	09/28/12	229.14140	1.13625	75	5.4999			-5.4999	10.79	x	x	32.3689	13.49
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	10/01/12	229.10400	1.13606	78	5.7189			-5.7189	10.98	x	x	32.5879	13.30
Tue	10/02/12	229.14513	1.13627	79	5.7933			-5.7933	10.77	x	x	32.6623	13.51
Wed	10/03/12	229.18626	1.13647	80	5.8676			-5.8676	10.57	x	x	32.7366	13.71
Thu	10/04/12	229.22739	1.13668	81	5.9421			-5.9421	10.36	x	x	32.8111	13.92
Fri	10/05/12	229.26852	1.13688	82	6.0165			-6.0165	10.16	x	x	32.8855	14.12
Mon	10/08/12	229.39190	1.13749	85	6.2400			-6.2400	9.55	x	x	33.1090	14.73
Tue	10/09/12	229.43303	1.13770	86	6.3145			-6.3145	9.34	x	x	33.1835	14.94
Wed	10/10/12	229.47416	1.13790	87	6.3891			-6.3891	9.14	x	x	33.2581	15.14
Thu	10/11/12	229.51529	1.13810	88	6.4637			-6.4637	8.94	x	x	33.3327	15.34
Fri	10/12/12	229.55642	1.13831	89	6.5383			-6.5383	8.73	x	x	33.4073	15.55
Mon	10/15/12	229.67981	1.13892	92	6.7623			-6.7623	8.12	x	x	33.6313	16.16
Tue	10/16/12	229.72094	1.13912	93	6.8370			-6.8370	7.92	x	x	33.7060	16.36
Wed	10/17/12	229.76206	1.13933	94	6.9118			-6.9118	7.71	x	x	33.7808	16.57
Thu	10/18/12	229.80319	1.13953	95	6.9866			-6.9866	7.51	x	x	33.8556	16.77
Fri	10/19/12	229.84432	1.13974	96	7.0614			-7.0614	7.30	x	x	33.9304	16.98
Mon	10/22/12	229.96771	1.14035	99	7.2860			-7.2860	6.69	x	x	34.1550	17.59
Tue	10/23/12	230.00884	1.14055	100	7.3609			-7.3609	6.49	x	x	34.2299	17.79
Wed	10/24/12	230.04997	1.14076	101	7.4359			-7.4359	6.28	x	x	34.3049	18.00
Thu	10/25/12	230.09110	1.14096	102	7.5108			-7.5108	6.08	x	x	34.3798	18.20
Fri	10/26/12	230.13223	1.14116	103	7.5858			-7.5858	5.88	x	x	34.4548	18.40
Mon	10/29/12	230.25561	1.14178	106	7.8110			-7.8110	5.26	x	x	34.6800	19.02
Tue	10/30/12	230.29674	1.14198	107	7.8860			-7.8860	5.06	x	x	34.7550	19.22
Wed	10/31/12	230.33787	1.14218	108	7.9611			-7.9611	4.86	x	x	34.8301	19.42
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	11/01/12	230.37900	1.14239	109	8.0363			-8.0363	4.65	x	x	34.9053	19.63
Fri	11/02/12	230.41327	1.14256	110	8.1112			-8.1112	4.48	x	x	34.9802	19.80
Mon	11/05/12	230.51607	1.14307	113	8.3362			-8.3362	3.97	x	x	35.2052	20.31
Tue	11/06/12	230.55033	1.14324	114	8.4112			-8.4112	3.80	x	x	35.2802	20.48
Wed	11/07/12	230.58460	1.14341	115	8.4862			-8.4862	3.63	x	x	35.3552	20.65
Thu	11/08/12	230.61887	1.14358	116	8.5613			-8.5613	3.46	x	x	35.4303	20.82
Fri	11/09/12	230.65313	1.14375	117	8.6364			-8.6364	3.29	x	x	35.5054	20.99
Mon	11/12/12	230.75593	1.14426	120	8.8618			-8.8618	2.78	x	x	35.7308	21.50
Tue	11/13/12	230.79020	1.14443	121	8.9370			-8.9370	2.61	x	x	35.8060	21.67
Wed	11/14/12	230.82447	1.14460	122	9.0122			-9.0122	2.44	x	x	35.8812	21.84
Thu	11/15/12	230.85873	1.14477	123	9.0874			-9.0874	2.27	x	x	35.9564	22.01
Fri	11/16/12	230.89300	1.14494	124	9.1626			-9.1626	2.10	x	x	36.0316	22.18
Mon	11/19/12	230.99580	1.14545	127	9.3885			-9.3885	1.59	x	x	36.2575	22.69
Tue	11/20/12	231.03007	1.14562	128	9.4638			-9.4638	1.42	x	x	36.3328	22.86
Wed	11/21/12	231.06433	1.14579	129	9.5392			-9.5392	1.25	x	x	36.4082	23.03
Thu	11/22/12	231.09860	1.14596	130	9.6145			-9.6145	1.08	x	x	36.4835	23.20
Fri	11/23/12	231.13287	1.14613	131	9.6899			-9.6899	0.91	x	x	36.5589	23.37
Mon	11/26/12	231.23567	1.14664	134	9.9163			-9.9163	0.40	x	x	36.7853	23.88
Tue	11/27/12	231.26993	1.14681	135	9.9917			-9.9917	0.23	x	x	36.8607	24.05
Wed	11/28/12	231.30420	1.14698	136	10.0672			-10.0672	0.06	x	x	36.9362	24.22
Thu	11/29/12	231.33847	1.14715	137	10.1428			-10.1428	-0.11	x	x	37.0118	24.39
Fri	11/30/12	231.37273	1.14732	138	10.2183			-10.2183	-0.28	x	x	37.0873	24.56
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	12/03/12	231.40119	1.14746	141	10.4417			-10.4417	-0.42	x	x	37.3107	24.70
Tue	12/04/12	231.39829	1.14744	142	10.5156			-10.5156	-0.40	x	x	37.3846	24.68
Wed	12/05/12	231.39539	1.14743	143	10.5896			-10.5896	-0.39	x	x	37.4586	24.67
Thu	12/06/12	231.39248	1.14741	144	10.6634			-10.6634	-0.37	x	x	37.5324	24.65
Fri	12/07/12	231.38958	1.14740	145	10.7374			-10.7374	-0.36	x	x	37.6064	24.64
Mon	12/10/12	231.38087	1.14736	148	10.9592			-10.9592	-0.32	x	x	37.8282	24.60
Tue	12/11/12	231.37797	1.14734	149	11.0330			-11.0330	-0.30	x	x	37.9020	24.58
Wed	12/12/12	231.37506	1.14733	150	11.1070			-11.1070	-0.29	x	x	37.9760	24.57
Thu	12/13/12	231.37216	1.14731	151	11.1808			-11.1808	-0.27	x	x	38.0498	24.55
Fri	12/14/12	231.36926	1.14730	152	11.2548			-11.2548	-0.26	x	x	38.1238	24.54
Mon	12/17/12	231.36055	1.14725	155	11.4764			-11.4764	-0.21	x	x	38.3454	24.49
Tue	12/18/12	231.35765	1.14724	156	11.5503			-11.5503	-0.20	x	x	38.4193	24.48
Wed	12/19/12	231.35474	1.14723	157	11.6243			-11.6243	-0.19	x	x	38.4933	24.47
Thu	12/20/12	231.35184	1.14721	158	11.6981			-11.6981	-0.17	x	x	38.5671	24.45
Fri	12/21/12	231.34894	1.14720	159	11.7720			-11.7720	-0.16	x	x	38.6410	24.44
Mon	12/24/12	231.34023	1.14715	162	11.9936			-11.9936	-0.11	x	x	38.8626	24.39
Tue	12/25/12	231.33732	1.14714	163	12.0676			-12.0676	-0.10	x	x	38.9366	24.38
Wed	12/26/12	231.33442	1.14713	164	12.1415			-12.1415	-0.09	x	x	39.0105	24.37
Thu	12/27/12	231.33152	1.14711	165	12.2153			-12.2153	-0.07	x	x	39.0843	24.35
Fri	12/28/12	231.32861	1.14710	166	12.2892			-12.2892	-0.06	x	x	39.1582	24.34
Mon	12/31/12	231.31990	1.14705	169	12.5108			-12.5108	-0.01	x	x	39.3798	24.29
Tue	01/01/13	231.31700	1.14704

Generated 12/15/12 09:38