1.125% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2021

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

CUSIP Number	912828PP9	Interest 01/15/12 (184 days)	$5.8200
Dated Date	January 15, 2011	Interest 07/15/12 (182 days)	$5.9133
Ref CPI on Dated Date	218.75255	Interest Total	$11.7333
Original Issue Date	January 31, 2011	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	1.03506	170	5.3792	x	x	6.3541	22.38			5.3792	0.00
Mon	01/02/12	226.41484	1.03503	171	5.4107	x	x	6.3226	22.41			5.4107	-0.03
Tue	01/03/12	226.40868	1.03500	172	5.4422	x	x	6.2911	22.44			5.4422	-0.06
Wed	01/04/12	226.40252	1.03497	173	5.4737	x	x	6.2596	22.47			5.4737	-0.09
Thu	01/05/12	226.39635	1.03494	174	5.5051	x	x	6.2282	22.50			5.5051	-0.12
Fri	01/06/12	226.39019	1.03491	175	5.5366	x	x	6.1967	22.53			5.5366	-0.15
Mon	01/09/12	226.37171	1.03483	178	5.6311	x	x	6.1022	22.61			5.6311	-0.23
Tue	01/10/12	226.36555	1.03480	179	5.6626	x	x	6.0707	22.64			5.6626	-0.26
Wed	01/11/12	226.35939	1.03477	180	5.6940	x	x	6.0393	22.67			5.6940	-0.29
Thu	01/12/12	226.35323	1.03475	181	5.7256	x	x	6.0077	22.69			5.7256	-0.31
Fri	01/13/12	226.34706	1.03472	182	5.7570	x	x	5.9763	22.72			5.7570	-0.34
Sun	01/15/12	226.33474	1.03466	0	0.0000		x	5.9133	22.78	x		5.8200	-0.40
Mon	01/16/12	226.32858	1.03463	1	0.0320		x	5.8813	22.81	x		5.8520	-0.43
Tue	01/17/12	226.32242	1.03460	2	0.0640		x	5.8493	22.84	x		5.8840	-0.46
Wed	01/18/12	226.31626	1.03458	3	0.0959		x	5.8174	22.86	x		5.9159	-0.48
Thu	01/19/12	226.31010	1.03455	4	0.1279		x	5.7854	22.89	x		5.9479	-0.51
Fri	01/20/12	226.30394	1.03452	5	0.1599		x	5.7534	22.92	x		5.9799	-0.54
Mon	01/23/12	226.28545	1.03444	8	0.2558		x	5.6575	23.00	x		6.0758	-0.62
Tue	01/24/12	226.27929	1.03441	9	0.2877		x	5.6256	23.03	x		6.1077	-0.65
Wed	01/25/12	226.27313	1.03438	10	0.3197		x	5.5936	23.06	x		6.1397	-0.68
Thu	01/26/12	226.26697	1.03435	11	0.3517		x	5.5616	23.09	x		6.1717	-0.71
Fri	01/27/12	226.26081	1.03432	12	0.3836		x	5.5297	23.12	x		6.2036	-0.74
Mon	01/30/12	226.24232	1.03424	15	0.4795		x	5.4338	23.20	x		6.2995	-0.82
Tue	01/31/12	226.23616	1.03421	16	0.5114		x	5.4019	23.23	x		6.3314	-0.85
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	1.03418	17	0.5434		x	5.3699	23.26	x		6.3634	-0.88
Thu	02/02/12	226.21076	1.03409	18	0.5753		x	5.3380	23.35	x		6.3953	-0.97
Fri	02/03/12	226.19152	1.03401	19	0.6072		x	5.3061	23.43	x		6.4272	-1.05
Mon	02/06/12	226.13379	1.03374	22	0.7029		x	5.2104	23.70	x		6.5229	-1.32
Tue	02/07/12	226.11455	1.03365	23	0.7348		x	5.1785	23.79	x		6.5548	-1.41
Wed	02/08/12	226.09531	1.03357	24	0.7667		x	5.1466	23.87	x		6.5867	-1.49
Thu	02/09/12	226.07607	1.03348	25	0.7985		x	5.1148	23.96	x		6.6185	-1.58
Fri	02/10/12	226.05683	1.03339	26	0.8304		x	5.0829	24.05	x		6.6504	-1.67
Mon	02/13/12	225.99910	1.03313	29	0.9260		x	4.9873	24.31	x		6.7460	-1.93
Tue	02/14/12	225.97986	1.03304	30	0.9578		x	4.9555	24.40	x		6.7778	-2.02
Wed	02/15/12	225.96062	1.03295	31	0.9897		x	4.9236	24.49	x		6.8097	-2.11
Thu	02/16/12	225.94138	1.03286	32	1.0215		x	4.8918	24.58	x		6.8415	-2.20
Fri	02/17/12	225.92214	1.03277	33	1.0533		x	4.8600	24.67	x		6.8733	-2.29
Mon	02/20/12	225.86441	1.03251	36	1.1488		x	4.7645	24.93	x		6.9688	-2.55
Tue	02/21/12	225.84517	1.03242	37	1.1806		x	4.7327	25.02	x		7.0006	-2.64
Wed	02/22/12	225.82593	1.03234	38	1.2124		x	4.7009	25.10	x		7.0324	-2.72
Thu	02/23/12	225.80669	1.03225	39	1.2442		x	4.6691	25.19	x		7.0642	-2.81
Fri	02/24/12	225.78745	1.03216	40	1.2760		x	4.6373	25.28	x		7.0960	-2.90
Mon	02/27/12	225.72972	1.03190	43	1.3714		x	4.5419	25.54	x		7.1914	-3.16
Tue	02/28/12	225.71048	1.03181	44	1.4031		x	4.5102	25.63	x		7.2231	-3.25
Wed	02/29/12	225.69124	1.03172	45	1.4349		x	4.4784	25.72	x		7.2549	-3.34
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	1.03163	46	1.4667		x	4.4466	25.81	x		7.2867	-3.43
Fri	03/02/12	225.70403	1.03178	47	1.4988		x	4.4145	25.66	x		7.3188	-3.28
Mon	03/05/12	225.80013	1.03222	50	1.5951		x	4.3182	25.22	x		7.4151	-2.84
Tue	03/06/12	225.83216	1.03236	51	1.6272		x	4.2861	25.08	x		7.4472	-2.70
Wed	03/07/12	225.86419	1.03251	52	1.6594		x	4.2539	24.93	x		7.4794	-2.55
Thu	03/08/12	225.89623	1.03266	53	1.6915		x	4.2218	24.78	x		7.5115	-2.40
Fri	03/09/12	225.92826	1.03280	54	1.7237		x	4.1896	24.64	x		7.5437	-2.26
Mon	03/12/12	226.02435	1.03324	57	1.8202		x	4.0931	24.20	x		7.6402	-1.82
Tue	03/13/12	226.05639	1.03339	58	1.8524		x	4.0609	24.05	x		7.6724	-1.67
Wed	03/14/12	226.08842	1.03354	59	1.8846		x	4.0287	23.90	x		7.7046	-1.52
Thu	03/15/12	226.12045	1.03368	60	1.9169		x	3.9964	23.76	x		7.7369	-1.38
Fri	03/16/12	226.15248	1.03383	61	1.9491		x	3.9642	23.61	x		7.7691	-1.23
Mon	03/19/12	226.24858	1.03427	64	2.0458		x	3.8675	23.17	x		7.8658	-0.79
Tue	03/20/12	226.28061	1.03441	65	2.0781		x	3.8352	23.03	x		7.8981	-0.65
Wed	03/21/12	226.31265	1.03456	66	2.1103		x	3.8030	22.88	x		7.9303	-0.50
Thu	03/22/12	226.34468	1.03471	67	2.1426		x	3.7707	22.73	x		7.9626	-0.35
Fri	03/23/12	226.37671	1.03485	68	2.1749		x	3.7384	22.59	x		7.9949	-0.21
Mon	03/26/12	226.47281	1.03529	71	2.2718		x	3.6415	22.15	x		8.0918	0.23
Tue	03/27/12	226.50484	1.03544	72	2.3041		x	3.6092	22.00	x		8.1241	0.38
Wed	03/28/12	226.53687	1.03559	73	2.3365		x	3.5768	21.85	x		8.1565	0.53
Thu	03/29/12	226.56890	1.03573	74	2.3688		x	3.5445	21.71	x		8.1888	0.67
Fri	03/30/12	226.60094	1.03588	75	2.4012		x	3.5121	21.56	x		8.2212	0.82
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	1.03632	78	2.4983		x	3.4150	21.12	x		8.3183	1.26
Tue	04/03/12	226.73153	1.03647	79	2.5307		x	3.3826	20.97	x		8.3507	1.41
Wed	04/04/12	226.76480	1.03663	80	2.5631		x	3.3502	20.81	x		8.3831	1.57
Thu	04/05/12	226.79807	1.03678	81	2.5955		x	3.3178	20.66	x		8.4155	1.72
Fri	04/06/12	226.83133	1.03693	82	2.6279		x	3.2854	20.51	x		8.4479	1.87
Mon	04/09/12	226.93113	1.03739	85	2.7253		x	3.1880	20.05	x		8.5453	2.33
Tue	04/10/12	226.96440	1.03754	86	2.7577		x	3.1556	19.90	x		8.5777	2.48
Wed	04/11/12	226.99767	1.03769	87	2.7902		x	3.1231	19.75	x		8.6102	2.63
Thu	04/12/12	227.03093	1.03784	88	2.8227		x	3.0906	19.60	x		8.6427	2.78
Fri	04/13/12	227.06420	1.03800	89	2.8552		x	3.0581	19.44	x		8.6752	2.94
Mon	04/16/12	227.16400	1.03845	92	2.9527		x	2.9606	18.99	x		8.7727	3.39
Tue	04/17/12	227.19727	1.03860	93	2.9853		x	2.9280	18.84	x		8.8053	3.54
Wed	04/18/12	227.23053	1.03876	94	3.0178		x	2.8955	18.68	x		8.8378	3.70
Thu	04/19/12	227.26380	1.03891	95	3.0504		x	2.8629	18.53	x		8.8704	3.85
Fri	04/20/12	227.29707	1.03906	96	3.0829		x	2.8304	18.38	x		8.9029	4.00
Mon	04/23/12	227.39687	1.03952	99	3.1807		x	2.7326	17.92	x		9.0007	4.46
Tue	04/24/12	227.43013	1.03967	100	3.2133		x	2.7000	17.77	x		9.0333	4.61
Wed	04/25/12	227.46340	1.03982	101	3.2459		x	2.6674	17.62	x		9.0659	4.76
Thu	04/26/12	227.49667	1.03997	102	3.2785		x	2.6348	17.47	x		9.0985	4.91
Fri	04/27/12	227.52993	1.04012	103	3.3111		x	2.6022	17.32	x		9.1311	5.06
Mon	04/30/12	227.62973	1.04058	106	3.4090		x	2.5043	16.86	x		9.2290	5.52
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	1.04073	107	3.4417		x	2.4716	16.71	x		9.2617	5.67
Wed	05/02/12	227.71877	1.04099	108	3.4747		x	2.4386	16.45	x		9.2947	5.93
Thu	05/03/12	227.77455	1.04124	109	3.5077		x	2.4056	16.20	x		9.3277	6.18
Fri	05/04/12	227.83032	1.04150	110	3.5408		x	2.3725	15.94	x		9.3608	6.44
Mon	05/07/12	227.99765	1.04226	113	3.6400		x	2.2733	15.18	x		9.4600	7.20
Tue	05/08/12	228.05342	1.04252	114	3.6732		x	2.2401	14.92	x		9.4932	7.46
Wed	05/09/12	228.10919	1.04277	115	3.7063		x	2.2070	14.67	x		9.5263	7.71
Thu	05/10/12	228.16497	1.04303	116	3.7394		x	2.1739	14.41	x		9.5594	7.97
Fri	05/11/12	228.22074	1.04328	117	3.7726		x	2.1407	14.16	x		9.5926	8.22
Mon	05/14/12	228.38806	1.04405	120	3.8722		x	2.0411	13.39	x		9.6922	8.99
Tue	05/15/12	228.44384	1.04430	121	3.9054		x	2.0079	13.14	x		9.7254	9.24
Wed	05/16/12	228.49961	1.04456	122	3.9386		x	1.9747	12.88	x		9.7586	9.50
Thu	05/17/12	228.55539	1.04481	123	3.9719		x	1.9414	12.63	x		9.7919	9.75
Fri	05/18/12	228.61116	1.04507	124	4.0051		x	1.9082	12.37	x		9.8251	10.01
Mon	05/21/12	228.77848	1.04583	127	4.1050		x	1.8083	11.61	x		9.9250	10.77
Tue	05/22/12	228.83426	1.04609	128	4.1384		x	1.7749	11.35	x		9.9584	11.03
Wed	05/23/12	228.89003	1.04634	129	4.1717		x	1.7416	11.10	x		9.9917	11.28
Thu	05/24/12	228.94581	1.04660	130	4.2051		x	1.7082	10.84	x		10.0251	11.54
Fri	05/25/12	229.00158	1.04685	131	4.2384		x	1.6749	10.59	x		10.0584	11.79
Mon	05/28/12	229.16890	1.04762	134	4.3387		x	1.5746	9.82	x		10.1587	12.56
Tue	05/29/12	229.22468	1.04787	135	4.3721		x	1.5412	9.57	x		10.1921	12.81
Wed	05/30/12	229.28045	1.04813	136	4.4056		x	1.5077	9.31	x		10.2256	13.07
Thu	05/31/12	229.33623	1.04838	137	4.4391		x	1.4742	9.06	x		10.2591	13.32
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	1.04864	138	4.4726		x	1.4407	8.80	x		10.2926	13.58
Mon	06/04/12	229.46130	1.04895	141	4.5711		x	1.3422	8.49	x		10.3911	13.89
Tue	06/05/12	229.48440	1.04906	142	4.6040		x	1.3093	8.38	x		10.4240	14.00
Wed	06/06/12	229.50750	1.04916	143	4.6369		x	1.2764	8.28	x		10.4569	14.10
Thu	06/07/12	229.53060	1.04927	144	4.6698		x	1.2435	8.17	x		10.4898	14.21
Fri	06/08/12	229.55370	1.04938	145	4.7028		x	1.2105	8.06	x		10.5228	14.32
Mon	06/11/12	229.62300	1.04969	148	4.8015		x	1.1118	7.75	x		10.6215	14.63
Tue	06/12/12	229.64610	1.04980	149	4.8344		x	1.0789	7.64	x		10.6544	14.74
Wed	06/13/12	229.66920	1.04990	150	4.8673		x	1.0460	7.54	x		10.6873	14.84
Thu	06/14/12	229.69230	1.05001	151	4.9003		x	1.0130	7.43	x		10.7203	14.95
Fri	06/15/12	229.71540	1.05012	152	4.9333		x	0.9800	7.32	x		10.7533	15.06
Mon	06/18/12	229.78470	1.05043	155	5.0321		x	0.8812	7.01	x		10.8521	15.37
Tue	06/19/12	229.80780	1.05054	156	5.0651		x	0.8482	6.90	x		10.8851	15.48
Wed	06/20/12	229.83090	1.05064	157	5.0981		x	0.8152	6.80	x		10.9181	15.58
Thu	06/21/12	229.85400	1.05075	158	5.1311		x	0.7822	6.69	x		10.9511	15.69
Fri	06/22/12	229.87710	1.05085	159	5.1640		x	0.7493	6.59	x		10.9840	15.79
Mon	06/25/12	229.94640	1.05117	162	5.2631		x	0.6502	6.27	x		11.0831	16.11
Tue	06/26/12	229.96950	1.05128	163	5.2961		x	0.6172	6.16	x		11.1161	16.22
Wed	06/27/12	229.99260	1.05138	164	5.3291		x	0.5842	6.06	x		11.1491	16.32
Thu	06/28/12	230.01570	1.05149	165	5.3622		x	0.5511	5.95	x		11.1822	16.43
Fri	06/29/12	230.03880	1.05159	166	5.3952		x	0.5181	5.85	x		11.2152	16.53
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	1.05177	169	5.4936		x	0.4197	5.67	x		11.3136	16.71
Tue	07/03/12	230.06758	1.05173	170	5.5259		x	0.3874	5.71	x		11.3459	16.67
Wed	07/04/12	230.05887	1.05169	171	5.5582		x	0.3551	5.75	x		11.3782	16.63
Thu	07/05/12	230.05016	1.05165	172	5.5905		x	0.3228	5.79	x		11.4105	16.59
Fri	07/06/12	230.04145	1.05161	173	5.6228		x	0.2905	5.83	x		11.4428	16.55
Mon	07/09/12	230.01532	1.05149	176	5.7196		x	0.1937	5.95	x		11.5396	16.43
Tue	07/10/12	230.00661	1.05145	177	5.7519		x	0.1614	5.99	x		11.5719	16.39
Wed	07/11/12	229.99790	1.05141	178	5.7842		x	0.1291	6.03	x		11.6042	16.35
Thu	07/12/12	229.98919	1.05137	179	5.8165		x	0.0968	6.07	x		11.6365	16.31
Fri	07/13/12	229.98048	1.05133	180	5.8487		x	0.0646	6.11	x		11.6687	16.27
Sun	07/15/12	229.96306	1.05125	0	0.0000			0.0000	6.19	x	x	11.7333	16.19
Mon	07/16/12	229.95435	1.05121	1	0.0321			-0.0321	6.23	x	x	11.7654	16.15
Tue	07/17/12	229.94565	1.05117	2	0.0643			-0.0643	6.27	x	x	11.7976	16.11
Wed	07/18/12	229.93694	1.05113	3	0.0964			-0.0964	6.31	x	x	11.8297	16.07
Thu	07/19/12	229.92823	1.05109	4	0.1285			-0.1285	6.35	x	x	11.8618	16.03
Fri	07/20/12	229.91952	1.05105	5	0.1607			-0.1607	6.39	x	x	11.8940	15.99
Mon	07/23/12	229.89339	1.05093	8	0.2570			-0.2570	6.51	x	x	11.9903	15.87
Tue	07/24/12	229.88468	1.05089	9	0.2891			-0.2891	6.55	x	x	12.0224	15.83
Wed	07/25/12	229.87597	1.05085	10	0.3213			-0.3213	6.59	x	x	12.0546	15.79
Thu	07/26/12	229.86726	1.05081	11	0.3534			-0.3534	6.63	x	x	12.0867	15.75
Fri	07/27/12	229.85855	1.05077	12	0.3855			-0.3855	6.67	x	x	12.1188	15.71
Mon	07/30/12	229.83242	1.05065	15	0.4818			-0.4818	6.79	x	x	12.2151	15.59
Tue	07/31/12	229.82371	1.05061	16	0.5139			-0.5139	6.83	x	x	12.2472	15.55
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	1.05057	17	0.5460			-0.5460	6.87	x	x	12.2793	15.51
Thu	08/02/12	229.80413	1.05052	18	0.5781			-0.5781	6.92	x	x	12.3114	15.46
Fri	08/03/12	229.79326	1.05047	19	0.6102			-0.6102	6.97	x	x	12.3435	15.41
Mon	08/06/12	229.76065	1.05032	22	0.7064			-0.7064	7.12	x	x	12.4397	15.26
Tue	08/07/12	229.74977	1.05027	23	0.7385			-0.7385	7.17	x	x	12.4718	15.21
Wed	08/08/12	229.73890	1.05022	24	0.7705			-0.7705	7.22	x	x	12.5038	15.16
Thu	08/09/12	229.72803	1.05017	25	0.8026			-0.8026	7.27	x	x	12.5359	15.11
Fri	08/10/12	229.71716	1.05012	26	0.8347			-0.8347	7.32	x	x	12.5680	15.06
Mon	08/13/12	229.68455	1.04997	29	0.9308			-0.9308	7.47	x	x	12.6641	14.91
Tue	08/14/12	229.67368	1.04992	30	0.9629			-0.9629	7.52	x	x	12.6962	14.86
Wed	08/15/12	229.66281	1.04987	31	0.9950			-0.9950	7.57	x	x	12.7283	14.81
Thu	08/16/12	229.65194	1.04983	32	1.0270			-1.0270	7.61	x	x	12.7603	14.77
Fri	08/17/12	229.64106	1.04978	33	1.0591			-1.0591	7.66	x	x	12.7924	14.72
Mon	08/20/12	229.60845	1.04963	36	1.1552			-1.1552	7.81	x	x	12.8885	14.57
Tue	08/21/12	229.59758	1.04958	37	1.1872			-1.1872	7.86	x	x	12.9205	14.52
Wed	08/22/12	229.58671	1.04953	38	1.2192			-1.2192	7.91	x	x	12.9525	14.47
Thu	08/23/12	229.57584	1.04948	39	1.2512			-1.2512	7.96	x	x	12.9845	14.42
Fri	08/24/12	229.56497	1.04943	40	1.2833			-1.2833	8.01	x	x	13.0166	14.37
Mon	08/27/12	229.53235	1.04928	43	1.3793			-1.3793	8.16	x	x	13.1126	14.22
Tue	08/28/12	229.52148	1.04923	44	1.4113			-1.4113	8.21	x	x	13.1446	14.17
Wed	08/29/12	229.51061	1.04918	45	1.4433			-1.4433	8.26	x	x	13.1766	14.12
Thu	08/30/12	229.49974	1.04913	46	1.4753			-1.4753	8.31	x	x	13.2086	14.07
Fri	08/31/12	229.48887	1.04908	47	1.5073			-1.5073	8.36	x	x	13.2406	14.02
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	1.04892	50	1.6033			-1.6033	8.52	x	x	13.3366	13.86
Tue	09/04/12	229.44060	1.04886	51	1.6353			-1.6353	8.58	x	x	13.3686	13.80
Wed	09/05/12	229.42813	1.04880	52	1.6673			-1.6673	8.64	x	x	13.4006	13.74
Thu	09/06/12	229.41567	1.04875	53	1.6992			-1.6992	8.69	x	x	13.4325	13.69
Fri	09/07/12	229.40320	1.04869	54	1.7312			-1.7312	8.75	x	x	13.4645	13.63
Mon	09/10/12	229.36580	1.04852	57	1.8271			-1.8271	8.92	x	x	13.5604	13.46
Tue	09/11/12	229.35333	1.04846	58	1.8590			-1.8590	8.98	x	x	13.5923	13.40
Wed	09/12/12	229.34087	1.04840	59	1.8910			-1.8910	9.04	x	x	13.6243	13.34
Thu	09/13/12	229.32840	1.04835	60	1.9229			-1.9229	9.09	x	x	13.6562	13.29
Fri	09/14/12	229.31593	1.04829	61	1.9549			-1.9549	9.15	x	x	13.6882	13.23
Mon	09/17/12	229.27853	1.04812	64	2.0507			-2.0507	9.32	x	x	13.7840	13.06
Tue	09/18/12	229.26607	1.04806	65	2.0826			-2.0826	9.38	x	x	13.8159	13.00
Wed	09/19/12	229.25360	1.04800	66	2.1145			-2.1145	9.44	x	x	13.8478	12.94
Thu	09/20/12	229.24113	1.04795	67	2.1464			-2.1464	9.49	x	x	13.8797	12.89
Fri	09/21/12	229.22867	1.04789	68	2.1784			-2.1784	9.55	x	x	13.9117	12.83
Mon	09/24/12	229.19127	1.04772	71	2.2741			-2.2741	9.72	x	x	14.0074	12.66
Tue	09/25/12	229.17880	1.04766	72	2.3060			-2.3060	9.78	x	x	14.0393	12.60
Wed	09/26/12	229.16633	1.04761	73	2.3379			-2.3379	9.83	x	x	14.0712	12.55
Thu	09/27/12	229.15387	1.04755	74	2.3698			-2.3698	9.89	x	x	14.1031	12.49
Fri	09/28/12	229.14140	1.04749	75	2.4017			-2.4017	9.95	x	x	14.1350	12.43
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/01/12	229.10400	1.04732	78	2.4973			-2.4973	10.12	x	x	14.2306	12.26
Tue	10/02/12	229.14513	1.04751	79	2.5298			-2.5298	9.93	x	x	14.2631	12.45
Wed	10/03/12	229.18626	1.04770	80	2.5623			-2.5623	9.74	x	x	14.2956	12.64
Thu	10/04/12	229.22739	1.04788	81	2.5948			-2.5948	9.56	x	x	14.3281	12.82
Fri	10/05/12	229.26852	1.04807	82	2.6273			-2.6273	9.37	x	x	14.3606	13.01
Mon	10/08/12	229.39190	1.04864	85	2.7249			-2.7249	8.80	x	x	14.4582	13.58
Tue	10/09/12	229.43303	1.04882	86	2.7574			-2.7574	8.62	x	x	14.4907	13.76
Wed	10/10/12	229.47416	1.04901	87	2.7900			-2.7900	8.43	x	x	14.5233	13.95
Thu	10/11/12	229.51529	1.04920	88	2.8226			-2.8226	8.24	x	x	14.5559	14.14
Fri	10/12/12	229.55642	1.04939	89	2.8552			-2.8552	8.05	x	x	14.5885	14.33
Mon	10/15/12	229.67981	1.04995	92	2.9530			-2.9530	7.49	x	x	14.6863	14.89
Tue	10/16/12	229.72094	1.05014	93	2.9856			-2.9856	7.30	x	x	14.7189	15.08
Wed	10/17/12	229.76206	1.05033	94	3.0183			-3.0183	7.11	x	x	14.7516	15.27
Thu	10/18/12	229.80319	1.05052	95	3.0509			-3.0509	6.92	x	x	14.7842	15.46
Fri	10/19/12	229.84432	1.05070	96	3.0836			-3.0836	6.74	x	x	14.8169	15.64
Mon	10/22/12	229.96771	1.05127	99	3.1817			-3.1817	6.17	x	x	14.9150	16.21
Tue	10/23/12	230.00884	1.05146	100	3.2144			-3.2144	5.98	x	x	14.9477	16.40
Wed	10/24/12	230.04997	1.05164	101	3.2471			-3.2471	5.80	x	x	14.9804	16.58
Thu	10/25/12	230.09110	1.05183	102	3.2798			-3.2798	5.61	x	x	15.0131	16.77
Fri	10/26/12	230.13223	1.05202	103	3.3126			-3.3126	5.42	x	x	15.0459	16.96
Mon	10/29/12	230.25561	1.05258	106	3.4109			-3.4109	4.86	x	x	15.1442	17.52
Tue	10/30/12	230.29674	1.05277	107	3.4437			-3.4437	4.67	x	x	15.1770	17.71
Wed	10/31/12	230.33787	1.05296	108	3.4765			-3.4765	4.48	x	x	15.2098	17.90
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	1.05315	109	3.5093			-3.5093	4.29	x	x	15.2426	18.09
Fri	11/02/12	230.41327	1.05331	110	3.5420			-3.5420	4.13	x	x	15.2753	18.25
Mon	11/05/12	230.51607	1.05378	113	3.6403			-3.6403	3.66	x	x	15.3736	18.72
Tue	11/06/12	230.55033	1.05393	114	3.6730			-3.6730	3.51	x	x	15.4063	18.87
Wed	11/07/12	230.58460	1.05409	115	3.7058			-3.7058	3.35	x	x	15.4391	19.03
Thu	11/08/12	230.61887	1.05425	116	3.7386			-3.7386	3.19	x	x	15.4719	19.19
Fri	11/09/12	230.65313	1.05440	117	3.7713			-3.7713	3.04	x	x	15.5046	19.34
Mon	11/12/12	230.75593	1.05487	120	3.8698			-3.8698	2.57	x	x	15.6031	19.81
Tue	11/13/12	230.79020	1.05503	121	3.9026			-3.9026	2.41	x	x	15.6359	19.97
Wed	11/14/12	230.82447	1.05519	122	3.9355			-3.9355	2.25	x	x	15.6688	20.13
Thu	11/15/12	230.85873	1.05534	123	3.9683			-3.9683	2.10	x	x	15.7016	20.28
Fri	11/16/12	230.89300	1.05550	124	4.0011			-4.0011	1.94	x	x	15.7344	20.44
Mon	11/19/12	230.99580	1.05597	127	4.0998			-4.0998	1.47	x	x	15.8331	20.91
Tue	11/20/12	231.03007	1.05613	128	4.1327			-4.1327	1.31	x	x	15.8660	21.07
Wed	11/21/12	231.06433	1.05628	129	4.1656			-4.1656	1.16	x	x	15.8989	21.22
Thu	11/22/12	231.09860	1.05644	130	4.1985			-4.1985	1.00	x	x	15.9318	21.38
Fri	11/23/12	231.13287	1.05660	131	4.2314			-4.2314	0.84	x	x	15.9647	21.54
Mon	11/26/12	231.23567	1.05707	134	4.3303			-4.3303	0.37	x	x	16.0636	22.01
Tue	11/27/12	231.26993	1.05722	135	4.3632			-4.3632	0.22	x	x	16.0965	22.16
Wed	11/28/12	231.30420	1.05738	136	4.3962			-4.3962	0.06	x	x	16.1295	22.32
Thu	11/29/12	231.33847	1.05753	137	4.4291			-4.4291	-0.09	x	x	16.1624	22.47
Fri	11/30/12	231.37273	1.05769	138	4.4621			-4.4621	-0.25	x	x	16.1954	22.63
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	1.05782	141	4.5597			-4.5597	-0.38	x	x	16.2930	22.76
Tue	12/04/12	231.39829	1.05781	142	4.5920			-4.5920	-0.37	x	x	16.3253	22.75
Wed	12/05/12	231.39539	1.05780	143	4.6243			-4.6243	-0.36	x	x	16.3576	22.74
Thu	12/06/12	231.39248	1.05778	144	4.6565			-4.6565	-0.34	x	x	16.3898	22.72
Fri	12/07/12	231.38958	1.05777	145	4.6888			-4.6888	-0.33	x	x	16.4221	22.71
Mon	12/10/12	231.38087	1.05773	148	4.7857			-4.7857	-0.29	x	x	16.5190	22.67
Tue	12/11/12	231.37797	1.05772	149	4.8179			-4.8179	-0.28	x	x	16.5512	22.66
Wed	12/12/12	231.37506	1.05770	150	4.8502			-4.8502	-0.26	x	x	16.5835	22.64
Thu	12/13/12	231.37216	1.05769	151	4.8825			-4.8825	-0.25	x	x	16.6158	22.63
Fri	12/14/12	231.36926	1.05768	152	4.9148			-4.9148	-0.24	x	x	16.6481	22.62
Mon	12/17/12	231.36055	1.05764	155	5.0116			-5.0116	-0.20	x	x	16.7449	22.58
Tue	12/18/12	231.35765	1.05762	156	5.0438			-5.0438	-0.18	x	x	16.7771	22.56
Wed	12/19/12	231.35474	1.05761	157	5.0761			-5.0761	-0.17	x	x	16.8094	22.55
Thu	12/20/12	231.35184	1.05760	158	5.1084			-5.1084	-0.16	x	x	16.8417	22.54
Fri	12/21/12	231.34894	1.05758	159	5.1406			-5.1406	-0.14	x	x	16.8739	22.52
Mon	12/24/12	231.34023	1.05754	162	5.2374			-5.2374	-0.10	x	x	16.9707	22.48
Tue	12/25/12	231.33732	1.05753	163	5.2697			-5.2697	-0.09	x	x	17.0030	22.47
Wed	12/26/12	231.33442	1.05752	164	5.3020			-5.3020	-0.08	x	x	17.0353	22.46
Thu	12/27/12	231.33152	1.05750	165	5.3342			-5.3342	-0.06	x	x	17.0675	22.44
Fri	12/28/12	231.32861	1.05749	166	5.3665			-5.3665	-0.05	x	x	17.0998	22.43
Mon	12/31/12	231.31990	1.05745	169	5.4633			-5.4633	-0.01	x	x	17.1966	22.39
Tue	01/01/13	231.31700	1.05744

Generated 12/15/12 09:38