0.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2021

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

CUSIP Number	912828QV5	Interest 01/15/12 (184 days)	$3.1382
Dated Date	July 15, 2011	Interest 07/15/12 (182 days)	$3.1885
Ref CPI on Dated Date	225.38381	Interest Total	$6.3267
Original Issue Date	July 29, 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	1.00460	170	2.9005	x	x	3.4262	21.72			2.9005	0.00
Mon	01/02/12	226.41484	1.00457	171	2.9175	x	x	3.4092	21.75			2.9175	-0.03
Tue	01/03/12	226.40868	1.00455	172	2.9345	x	x	3.3922	21.77			2.9345	-0.05
Wed	01/04/12	226.40252	1.00452	173	2.9515	x	x	3.3752	21.80			2.9515	-0.08
Thu	01/05/12	226.39635	1.00449	174	2.9684	x	x	3.3583	21.83			2.9684	-0.11
Fri	01/06/12	226.39019	1.00447	175	2.9854	x	x	3.3413	21.85			2.9854	-0.13
Mon	01/09/12	226.37171	1.00438	178	3.0363	x	x	3.2904	21.94			3.0363	-0.22
Tue	01/10/12	226.36555	1.00436	179	3.0533	x	x	3.2734	21.96			3.0533	-0.24
Wed	01/11/12	226.35939	1.00433	180	3.0703	x	x	3.2564	21.99			3.0703	-0.27
Thu	01/12/12	226.35323	1.00430	181	3.0873	x	x	3.2394	22.02			3.0873	-0.30
Fri	01/13/12	226.34706	1.00427	182	3.1042	x	x	3.2225	22.05			3.1042	-0.33
Sun	01/15/12	226.33474	1.00422	0	0.0000		x	3.1885	22.10	x		3.1382	-0.38
Mon	01/16/12	226.32858	1.00419	1	0.0172		x	3.1713	22.13	x		3.1554	-0.41
Tue	01/17/12	226.32242	1.00416	2	0.0345		x	3.1540	22.16	x		3.1727	-0.44
Wed	01/18/12	226.31626	1.00414	3	0.0517		x	3.1368	22.18	x		3.1899	-0.46
Thu	01/19/12	226.31010	1.00411	4	0.0690		x	3.1195	22.21	x		3.2072	-0.49
Fri	01/20/12	226.30394	1.00408	5	0.0862		x	3.1023	22.24	x		3.2244	-0.52
Mon	01/23/12	226.28545	1.00400	8	0.1379		x	3.0506	22.32	x		3.2761	-0.60
Tue	01/24/12	226.27929	1.00397	9	0.1551		x	3.0334	22.35	x		3.2933	-0.63
Wed	01/25/12	226.27313	1.00395	10	0.1724		x	3.0161	22.37	x		3.3106	-0.65
Thu	01/26/12	226.26697	1.00392	11	0.1896		x	2.9989	22.40	x		3.3278	-0.68
Fri	01/27/12	226.26081	1.00389	12	0.2068		x	2.9817	22.43	x		3.3450	-0.71
Mon	01/30/12	226.24232	1.00381	15	0.2585		x	2.9300	22.51	x		3.3967	-0.79
Tue	01/31/12	226.23616	1.00378	16	0.2758		x	2.9127	22.54	x		3.4140	-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
Wed	02/01/12	226.23000	1.00375	17	0.2930		x	2.8955	22.57	x		3.4312	-0.85
Thu	02/02/12	226.21076	1.00367	18	0.3102		x	2.8783	22.65	x		3.4484	-0.93
Fri	02/03/12	226.19152	1.00358	19	0.3274		x	2.8611	22.74	x		3.4656	-1.02
Mon	02/06/12	226.13379	1.00333	22	0.3790		x	2.8095	22.99	x		3.5172	-1.27
Tue	02/07/12	226.11455	1.00324	23	0.3962		x	2.7923	23.08	x		3.5344	-1.36
Wed	02/08/12	226.09531	1.00316	24	0.4134		x	2.7751	23.16	x		3.5516	-1.44
Thu	02/09/12	226.07607	1.00307	25	0.4306		x	2.7579	23.25	x		3.5688	-1.53
Fri	02/10/12	226.05683	1.00299	26	0.4478		x	2.7407	23.33	x		3.5860	-1.61
Mon	02/13/12	225.99910	1.00273	29	0.4993		x	2.6892	23.59	x		3.6375	-1.87
Tue	02/14/12	225.97986	1.00264	30	0.5165		x	2.6720	23.68	x		3.6547	-1.96
Wed	02/15/12	225.96062	1.00256	31	0.5336		x	2.6549	23.76	x		3.6718	-2.04
Thu	02/16/12	225.94138	1.00247	32	0.5508		x	2.6377	23.85	x		3.6890	-2.13
Fri	02/17/12	225.92214	1.00239	33	0.5680		x	2.6205	23.93	x		3.7062	-2.21
Mon	02/20/12	225.86441	1.00213	36	0.6194		x	2.5691	24.19	x		3.7576	-2.47
Tue	02/21/12	225.84517	1.00205	37	0.6366		x	2.5519	24.27	x		3.7748	-2.55
Wed	02/22/12	225.82593	1.00196	38	0.6538		x	2.5347	24.36	x		3.7920	-2.64
Thu	02/23/12	225.80669	1.00188	39	0.6709		x	2.5176	24.44	x		3.8091	-2.72
Fri	02/24/12	225.78745	1.00179	40	0.6880		x	2.5005	24.53	x		3.8262	-2.81
Mon	02/27/12	225.72972	1.00153	43	0.7395		x	2.4490	24.79	x		3.8777	-3.07
Tue	02/28/12	225.71048	1.00145	44	0.7566		x	2.4319	24.87	x		3.8948	-3.15
Wed	02/29/12	225.69124	1.00136	45	0.7737		x	2.4148	24.96	x		3.9119	-3.24
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	1.00128	46	0.7908		x	2.3977	25.04	x		3.9290	-3.32
Fri	03/02/12	225.70403	1.00142	47	0.8082		x	2.3803	24.90	x		3.9464	-3.18
Mon	03/05/12	225.80013	1.00185	50	0.8601		x	2.3284	24.47	x		3.9983	-2.75
Tue	03/06/12	225.83216	1.00199	51	0.8774		x	2.3111	24.33	x		4.0156	-2.61
Wed	03/07/12	225.86419	1.00213	52	0.8948		x	2.2937	24.19	x		4.0330	-2.47
Thu	03/08/12	225.89623	1.00227	53	0.9121		x	2.2764	24.05	x		4.0503	-2.33
Fri	03/09/12	225.92826	1.00242	54	0.9294		x	2.2591	23.90	x		4.0676	-2.18
Mon	03/12/12	226.02435	1.00284	57	0.9815		x	2.2070	23.48	x		4.1197	-1.76
Tue	03/13/12	226.05639	1.00298	58	0.9988		x	2.1897	23.34	x		4.1370	-1.62
Wed	03/14/12	226.08842	1.00313	59	1.0162		x	2.1723	23.19	x		4.1544	-1.47
Thu	03/15/12	226.12045	1.00327	60	1.0336		x	2.1549	23.05	x		4.1718	-1.33
Fri	03/16/12	226.15248	1.00341	61	1.0510		x	2.1375	22.91	x		4.1892	-1.19
Mon	03/19/12	226.24858	1.00384	64	1.1031		x	2.0854	22.48	x		4.2413	-0.76
Tue	03/20/12	226.28061	1.00398	65	1.1205		x	2.0680	22.34	x		4.2587	-0.62
Wed	03/21/12	226.31265	1.00412	66	1.1379		x	2.0506	22.20	x		4.2761	-0.48
Thu	03/22/12	226.34468	1.00426	67	1.1553		x	2.0332	22.06	x		4.2935	-0.34
Fri	03/23/12	226.37671	1.00441	68	1.1727		x	2.0158	21.91	x		4.3109	-0.19
Mon	03/26/12	226.47281	1.00483	71	1.2250		x	1.9635	21.49	x		4.3632	0.23
Tue	03/27/12	226.50484	1.00497	72	1.2424		x	1.9461	21.35	x		4.3806	0.37
Wed	03/28/12	226.53687	1.00512	73	1.2599		x	1.9286	21.20	x		4.3981	0.52
Thu	03/29/12	226.56890	1.00526	74	1.2773		x	1.9112	21.06	x		4.4155	0.66
Fri	03/30/12	226.60094	1.00540	75	1.2947		x	1.8938	20.92	x		4.4329	0.80
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	1.00583	78	1.3471		x	1.8414	20.49	x		4.4853	1.23
Tue	04/03/12	226.73153	1.00598	79	1.3646		x	1.8239	20.34	x		4.5028	1.38
Wed	04/04/12	226.76480	1.00613	80	1.3820		x	1.8065	20.19	x		4.5202	1.53
Thu	04/05/12	226.79807	1.00627	81	1.3995		x	1.7890	20.05	x		4.5377	1.67
Fri	04/06/12	226.83133	1.00642	82	1.4170		x	1.7715	19.90	x		4.5552	1.82
Mon	04/09/12	226.93113	1.00687	85	1.4695		x	1.7190	19.45	x		4.6077	2.27
Tue	04/10/12	226.96440	1.00701	86	1.4870		x	1.7015	19.31	x		4.6252	2.41
Wed	04/11/12	226.99767	1.00716	87	1.5045		x	1.6840	19.16	x		4.6427	2.56
Thu	04/12/12	227.03093	1.00731	88	1.5220		x	1.6665	19.01	x		4.6602	2.71
Fri	04/13/12	227.06420	1.00746	89	1.5396		x	1.6489	18.86	x		4.6778	2.86
Mon	04/16/12	227.16400	1.00790	92	1.5921		x	1.5964	18.42	x		4.7303	3.30
Tue	04/17/12	227.19727	1.00805	93	1.6097		x	1.5788	18.27	x		4.7479	3.45
Wed	04/18/12	227.23053	1.00819	94	1.6272		x	1.5613	18.13	x		4.7654	3.59
Thu	04/19/12	227.26380	1.00834	95	1.6448		x	1.5437	17.98	x		4.7830	3.74
Fri	04/20/12	227.29707	1.00849	96	1.6623		x	1.5262	17.83	x		4.8005	3.89
Mon	04/23/12	227.39687	1.00893	99	1.7150		x	1.4735	17.39	x		4.8532	4.33
Tue	04/24/12	227.43013	1.00908	100	1.7326		x	1.4559	17.24	x		4.8708	4.48
Wed	04/25/12	227.46340	1.00923	101	1.7502		x	1.4383	17.09	x		4.8884	4.63
Thu	04/26/12	227.49667	1.00937	102	1.7678		x	1.4207	16.95	x		4.9060	4.77
Fri	04/27/12	227.52993	1.00952	103	1.7854		x	1.4031	16.80	x		4.9236	4.92
Mon	04/30/12	227.62973	1.00996	106	1.8382		x	1.3503	16.36	x		4.9764	5.36
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	1.01011	107	1.8558		x	1.3327	16.21	x		4.9940	5.51
Wed	05/02/12	227.71877	1.01036	108	1.8736		x	1.3149	15.96	x		5.0118	5.76
Thu	05/03/12	227.77455	1.01061	109	1.8914		x	1.2971	15.71	x		5.0296	6.01
Fri	05/04/12	227.83032	1.01085	110	1.9092		x	1.2793	15.47	x		5.0474	6.25
Mon	05/07/12	227.99765	1.01160	113	1.9628		x	1.2257	14.72	x		5.1010	7.00
Tue	05/08/12	228.05342	1.01184	114	1.9806		x	1.2079	14.48	x		5.1188	7.24
Wed	05/09/12	228.10919	1.01209	115	1.9985		x	1.1900	14.23	x		5.1367	7.49
Thu	05/10/12	228.16497	1.01234	116	2.0163		x	1.1722	13.98	x		5.1545	7.74
Fri	05/11/12	228.22074	1.01259	117	2.0342		x	1.1543	13.73	x		5.1724	7.99
Mon	05/14/12	228.38806	1.01333	120	2.0879		x	1.1006	12.99	x		5.2261	8.73
Tue	05/15/12	228.44384	1.01358	121	2.1058		x	1.0827	12.74	x		5.2440	8.98
Wed	05/16/12	228.49961	1.01382	122	2.1237		x	1.0648	12.50	x		5.2619	9.22
Thu	05/17/12	228.55539	1.01407	123	2.1417		x	1.0468	12.25	x		5.2799	9.47
Fri	05/18/12	228.61116	1.01432	124	2.1596		x	1.0289	12.00	x		5.2978	9.72
Mon	05/21/12	228.77848	1.01506	127	2.2135		x	0.9750	11.26	x		5.3517	10.46
Tue	05/22/12	228.83426	1.01531	128	2.2315		x	0.9570	11.01	x		5.3697	10.71
Wed	05/23/12	228.89003	1.01556	129	2.2494		x	0.9391	10.76	x		5.3876	10.96
Thu	05/24/12	228.94581	1.01580	130	2.2674		x	0.9211	10.52	x		5.4056	11.20
Fri	05/25/12	229.00158	1.01605	131	2.2854		x	0.9031	10.27	x		5.4236	11.45
Mon	05/28/12	229.16890	1.01679	134	2.3395		x	0.8490	9.53	x		5.4777	12.19
Tue	05/29/12	229.22468	1.01704	135	2.3575		x	0.8310	9.28	x		5.4957	12.44
Wed	05/30/12	229.28045	1.01729	136	2.3755		x	0.8130	9.03	x		5.5137	12.69
Thu	05/31/12	229.33623	1.01754	137	2.3936		x	0.7949	8.78	x		5.5318	12.94
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	06/01/12	229.39200	1.01778	138	2.4116		x	0.7769	8.54	x		5.5498	13.18
Mon	06/04/12	229.46130	1.01809	141	2.4648		x	0.7237	8.23	x		5.6030	13.49
Tue	06/05/12	229.48440	1.01819	142	2.4825		x	0.7060	8.13	x		5.6207	13.59
Wed	06/06/12	229.50750	1.01830	143	2.5003		x	0.6882	8.02	x		5.6385	13.70
Thu	06/07/12	229.53060	1.01840	144	2.5180		x	0.6705	7.92	x		5.6562	13.80
Fri	06/08/12	229.55370	1.01850	145	2.5358		x	0.6527	7.82	x		5.6740	13.90
Mon	06/11/12	229.62300	1.01881	148	2.5890		x	0.5995	7.51	x		5.7272	14.21
Tue	06/12/12	229.64610	1.01891	149	2.6068		x	0.5817	7.41	x		5.7450	14.31
Wed	06/13/12	229.66920	1.01901	150	2.6245		x	0.5640	7.31	x		5.7627	14.41
Thu	06/14/12	229.69230	1.01912	151	2.6423		x	0.5462	7.20	x		5.7805	14.52
Fri	06/15/12	229.71540	1.01922	152	2.6601		x	0.5284	7.10	x		5.7983	14.62
Mon	06/18/12	229.78470	1.01953	155	2.7134		x	0.4751	6.79	x		5.8516	14.93
Tue	06/19/12	229.80780	1.01963	156	2.7312		x	0.4573	6.69	x		5.8694	15.03
Wed	06/20/12	229.83090	1.01973	157	2.7489		x	0.4396	6.59	x		5.8871	15.13
Thu	06/21/12	229.85400	1.01983	158	2.7667		x	0.4218	6.49	x		5.9049	15.23
Fri	06/22/12	229.87710	1.01994	159	2.7845		x	0.4040	6.38	x		5.9227	15.34
Mon	06/25/12	229.94640	1.02024	162	2.8379		x	0.3506	6.08	x		5.9761	15.64
Tue	06/26/12	229.96950	1.02035	163	2.8557		x	0.3328	5.97	x		5.9939	15.75
Wed	06/27/12	229.99260	1.02045	164	2.8735		x	0.3150	5.87	x		6.0117	15.85
Thu	06/28/12	230.01570	1.02055	165	2.8913		x	0.2972	5.77	x		6.0295	15.95
Fri	06/29/12	230.03880	1.02065	166	2.9091		x	0.2794	5.67	x		6.0473	16.05
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	1.02082	169	2.9622		x	0.2263	5.50	x		6.1004	16.22
Tue	07/03/12	230.06758	1.02078	170	2.9796		x	0.2089	5.54	x		6.1178	16.18
Wed	07/04/12	230.05887	1.02074	171	2.9970		x	0.1915	5.58	x		6.1352	16.14
Thu	07/05/12	230.05016	1.02070	172	3.0144		x	0.1741	5.62	x		6.1526	16.10
Fri	07/06/12	230.04145	1.02067	173	3.0319		x	0.1566	5.65	x		6.1701	16.07
Mon	07/09/12	230.01532	1.02055	176	3.0841		x	0.1044	5.77	x		6.2223	15.95
Tue	07/10/12	230.00661	1.02051	177	3.1015		x	0.0870	5.81	x		6.2397	15.91
Wed	07/11/12	229.99790	1.02047	178	3.1189		x	0.0696	5.85	x		6.2571	15.87
Thu	07/12/12	229.98919	1.02043	179	3.1363		x	0.0522	5.89	x		6.2745	15.83
Fri	07/13/12	229.98048	1.02039	180	3.1537		x	0.0348	5.93	x		6.2919	15.79
Sun	07/15/12	229.96306	1.02032	0	0.0000			0.0000	6.00	x	x	6.3267	15.72
Mon	07/16/12	229.95435	1.02028	1	0.0173			-0.0173	6.04	x	x	6.3440	15.68
Tue	07/17/12	229.94565	1.02024	2	0.0347			-0.0347	6.08	x	x	6.3614	15.64
Wed	07/18/12	229.93694	1.02020	3	0.0520			-0.0520	6.12	x	x	6.3787	15.60
Thu	07/19/12	229.92823	1.02016	4	0.0693			-0.0693	6.16	x	x	6.3960	15.56
Fri	07/20/12	229.91952	1.02012	5	0.0866			-0.0866	6.20	x	x	6.4133	15.52
Mon	07/23/12	229.89339	1.02001	8	0.1386			-0.1386	6.31	x	x	6.4653	15.41
Tue	07/24/12	229.88468	1.01997	9	0.1559			-0.1559	6.35	x	x	6.4826	15.37
Wed	07/25/12	229.87597	1.01993	10	0.1732			-0.1732	6.39	x	x	6.4999	15.33
Thu	07/26/12	229.86726	1.01989	11	0.1905			-0.1905	6.43	x	x	6.5172	15.29
Fri	07/27/12	229.85855	1.01985	12	0.2078			-0.2078	6.47	x	x	6.5345	15.25
Mon	07/30/12	229.83242	1.01974	15	0.2598			-0.2598	6.58	x	x	6.5865	15.14
Tue	07/31/12	229.82371	1.01970	16	0.2771			-0.2771	6.62	x	x	6.6038	15.10
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	1.01966	17	0.2944			-0.2944	6.66	x	x	6.6211	15.06
Thu	08/02/12	229.80413	1.01961	18	0.3117			-0.3117	6.71	x	x	6.6384	15.01
Fri	08/03/12	229.79326	1.01956	19	0.3290			-0.3290	6.76	x	x	6.6557	14.96
Mon	08/06/12	229.76065	1.01942	22	0.3809			-0.3809	6.90	x	x	6.7076	14.82
Tue	08/07/12	229.74977	1.01937	23	0.3982			-0.3982	6.95	x	x	6.7249	14.77
Wed	08/08/12	229.73890	1.01932	24	0.4155			-0.4155	7.00	x	x	6.7422	14.72
Thu	08/09/12	229.72803	1.01927	25	0.4328			-0.4328	7.05	x	x	6.7595	14.67
Fri	08/10/12	229.71716	1.01923	26	0.4501			-0.4501	7.09	x	x	6.7768	14.63
Mon	08/13/12	229.68455	1.01908	29	0.5019			-0.5019	7.24	x	x	6.8286	14.48
Tue	08/14/12	229.67368	1.01903	30	0.5192			-0.5192	7.29	x	x	6.8459	14.43
Wed	08/15/12	229.66281	1.01899	31	0.5365			-0.5365	7.33	x	x	6.8632	14.39
Thu	08/16/12	229.65194	1.01894	32	0.5538			-0.5538	7.38	x	x	6.8805	14.34
Fri	08/17/12	229.64106	1.01889	33	0.5710			-0.5710	7.43	x	x	6.8977	14.29
Mon	08/20/12	229.60845	1.01874	36	0.6229			-0.6229	7.58	x	x	6.9496	14.14
Tue	08/21/12	229.59758	1.01870	37	0.6401			-0.6401	7.62	x	x	6.9668	14.10
Wed	08/22/12	229.58671	1.01865	38	0.6574			-0.6574	7.67	x	x	6.9841	14.05
Thu	08/23/12	229.57584	1.01860	39	0.6747			-0.6747	7.72	x	x	7.0014	14.00
Fri	08/24/12	229.56497	1.01855	40	0.6919			-0.6919	7.77	x	x	7.0186	13.95
Mon	08/27/12	229.53235	1.01841	43	0.7437			-0.7437	7.91	x	x	7.0704	13.81
Tue	08/28/12	229.52148	1.01836	44	0.7610			-0.7610	7.96	x	x	7.0877	13.76
Wed	08/29/12	229.51061	1.01831	45	0.7783			-0.7783	8.01	x	x	7.1050	13.71
Thu	08/30/12	229.49974	1.01826	46	0.7955			-0.7955	8.06	x	x	7.1222	13.66
Fri	08/31/12	229.48887	1.01821	47	0.8128			-0.8128	8.11	x	x	7.1395	13.61
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	1.01805	50	0.8645			-0.8645	8.27	x	x	7.1912	13.45
Tue	09/04/12	229.44060	1.01800	51	0.8818			-0.8818	8.32	x	x	7.2085	13.40
Wed	09/05/12	229.42813	1.01794	52	0.8990			-0.8990	8.38	x	x	7.2257	13.34
Thu	09/06/12	229.41567	1.01789	53	0.9162			-0.9162	8.43	x	x	7.2429	13.29
Fri	09/07/12	229.40320	1.01783	54	0.9335			-0.9335	8.49	x	x	7.2602	13.23
Mon	09/10/12	229.36580	1.01767	57	0.9852			-0.9852	8.65	x	x	7.3119	13.07
Tue	09/11/12	229.35333	1.01761	58	1.0024			-1.0024	8.71	x	x	7.3291	13.01
Wed	09/12/12	229.34087	1.01756	59	1.0196			-1.0196	8.76	x	x	7.3463	12.96
Thu	09/13/12	229.32840	1.01750	60	1.0369			-1.0369	8.82	x	x	7.3636	12.90
Fri	09/14/12	229.31593	1.01745	61	1.0541			-1.0541	8.87	x	x	7.3808	12.85
Mon	09/17/12	229.27853	1.01728	64	1.1057			-1.1057	9.04	x	x	7.4324	12.68
Tue	09/18/12	229.26607	1.01723	65	1.1230			-1.1230	9.09	x	x	7.4497	12.63
Wed	09/19/12	229.25360	1.01717	66	1.1402			-1.1402	9.15	x	x	7.4669	12.57
Thu	09/20/12	229.24113	1.01711	67	1.1574			-1.1574	9.21	x	x	7.4841	12.51
Fri	09/21/12	229.22867	1.01706	68	1.1746			-1.1746	9.26	x	x	7.5013	12.46
Mon	09/24/12	229.19127	1.01689	71	1.2262			-1.2262	9.43	x	x	7.5529	12.29
Tue	09/25/12	229.17880	1.01684	72	1.2434			-1.2434	9.48	x	x	7.5701	12.24
Wed	09/26/12	229.16633	1.01678	73	1.2606			-1.2606	9.54	x	x	7.5873	12.18
Thu	09/27/12	229.15387	1.01673	74	1.2778			-1.2778	9.59	x	x	7.6045	12.13
Fri	09/28/12	229.14140	1.01667	75	1.2950			-1.2950	9.65	x	x	7.6217	12.07
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	1.01651	78	1.3466			-1.3466	9.81	x	x	7.6733	11.91
Tue	10/02/12	229.14513	1.01669	79	1.3641			-1.3641	9.63	x	x	7.6908	12.09
Wed	10/03/12	229.18626	1.01687	80	1.3816			-1.3816	9.45	x	x	7.7083	12.27
Thu	10/04/12	229.22739	1.01705	81	1.3991			-1.3991	9.27	x	x	7.7258	12.45
Fri	10/05/12	229.26852	1.01724	82	1.4167			-1.4167	9.08	x	x	7.7434	12.64
Mon	10/08/12	229.39190	1.01778	85	1.4693			-1.4693	8.54	x	x	7.7960	13.18
Tue	10/09/12	229.43303	1.01797	86	1.4868			-1.4868	8.35	x	x	7.8135	13.37
Wed	10/10/12	229.47416	1.01815	87	1.5044			-1.5044	8.17	x	x	7.8311	13.55
Thu	10/11/12	229.51529	1.01833	88	1.5220			-1.5220	7.99	x	x	7.8487	13.73
Fri	10/12/12	229.55642	1.01851	89	1.5395			-1.5395	7.81	x	x	7.8662	13.91
Mon	10/15/12	229.67981	1.01906	92	1.5923			-1.5923	7.26	x	x	7.9190	14.46
Tue	10/16/12	229.72094	1.01924	93	1.6099			-1.6099	7.08	x	x	7.9366	14.64
Wed	10/17/12	229.76206	1.01943	94	1.6275			-1.6275	6.89	x	x	7.9542	14.83
Thu	10/18/12	229.80319	1.01961	95	1.6451			-1.6451	6.71	x	x	7.9718	15.01
Fri	10/19/12	229.84432	1.01979	96	1.6627			-1.6627	6.53	x	x	7.9894	15.19
Mon	10/22/12	229.96771	1.02034	99	1.7156			-1.7156	5.98	x	x	8.0423	15.74
Tue	10/23/12	230.00884	1.02052	100	1.7332			-1.7332	5.80	x	x	8.0599	15.92
Wed	10/24/12	230.04997	1.02070	101	1.7509			-1.7509	5.62	x	x	8.0776	16.10
Thu	10/25/12	230.09110	1.02089	102	1.7685			-1.7685	5.43	x	x	8.0952	16.29
Fri	10/26/12	230.13223	1.02107	103	1.7862			-1.7862	5.25	x	x	8.1129	16.47
Mon	10/29/12	230.25561	1.02162	106	1.8392			-1.8392	4.70	x	x	8.1659	17.02
Tue	10/30/12	230.29674	1.02180	107	1.8569			-1.8569	4.52	x	x	8.1836	17.20
Wed	10/31/12	230.33787	1.02198	108	1.8746			-1.8746	4.34	x	x	8.2013	17.38
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	1.02216	109	1.8922			-1.8922	4.16	x	x	8.2189	17.56
Fri	11/02/12	230.41327	1.02232	110	1.9099			-1.9099	4.00	x	x	8.2366	17.72
Mon	11/05/12	230.51607	1.02277	113	1.9629			-1.9629	3.55	x	x	8.2896	18.17
Tue	11/06/12	230.55033	1.02292	114	1.9805			-1.9805	3.40	x	x	8.3072	18.32
Wed	11/07/12	230.58460	1.02308	115	1.9982			-1.9982	3.24	x	x	8.3249	18.48
Thu	11/08/12	230.61887	1.02323	116	2.0159			-2.0159	3.09	x	x	8.3426	18.63
Fri	11/09/12	230.65313	1.02338	117	2.0336			-2.0336	2.94	x	x	8.3603	18.78
Mon	11/12/12	230.75593	1.02384	120	2.0866			-2.0866	2.48	x	x	8.4133	19.24
Tue	11/13/12	230.79020	1.02399	121	2.1043			-2.1043	2.33	x	x	8.4310	19.39
Wed	11/14/12	230.82447	1.02414	122	2.1220			-2.1220	2.18	x	x	8.4487	19.54
Thu	11/15/12	230.85873	1.02429	123	2.1397			-2.1397	2.03	x	x	8.4664	19.69
Fri	11/16/12	230.89300	1.02444	124	2.1574			-2.1574	1.88	x	x	8.4841	19.84
Mon	11/19/12	230.99580	1.02490	127	2.2106			-2.2106	1.42	x	x	8.5373	20.30
Tue	11/20/12	231.03007	1.02505	128	2.2284			-2.2284	1.27	x	x	8.5551	20.45
Wed	11/21/12	231.06433	1.02520	129	2.2461			-2.2461	1.12	x	x	8.5728	20.60
Thu	11/22/12	231.09860	1.02536	130	2.2639			-2.2639	0.96	x	x	8.5906	20.76
Fri	11/23/12	231.13287	1.02551	131	2.2816			-2.2816	0.81	x	x	8.6083	20.91
Mon	11/26/12	231.23567	1.02596	134	2.3349			-2.3349	0.36	x	x	8.6616	21.36
Tue	11/27/12	231.26993	1.02612	135	2.3527			-2.3527	0.20	x	x	8.6794	21.52
Wed	11/28/12	231.30420	1.02627	136	2.3705			-2.3705	0.05	x	x	8.6972	21.67
Thu	11/29/12	231.33847	1.02642	137	2.3882			-2.3882	-0.10	x	x	8.7149	21.82
Fri	11/30/12	231.37273	1.02657	138	2.4060			-2.4060	-0.25	x	x	8.7327	21.97
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	1.02670	141	2.4586			-2.4586	-0.38	x	x	8.7853	22.10
Tue	12/04/12	231.39829	1.02669	142	2.4761			-2.4761	-0.37	x	x	8.8028	22.09
Wed	12/05/12	231.39539	1.02667	143	2.4934			-2.4934	-0.35	x	x	8.8201	22.07
Thu	12/06/12	231.39248	1.02666	144	2.5109			-2.5109	-0.34	x	x	8.8376	22.06
Fri	12/07/12	231.38958	1.02665	145	2.5283			-2.5283	-0.33	x	x	8.8550	22.05
Mon	12/10/12	231.38087	1.02661	148	2.5805			-2.5805	-0.29	x	x	8.9072	22.01
Tue	12/11/12	231.37797	1.02660	149	2.5979			-2.5979	-0.28	x	x	8.9246	22.00
Wed	12/12/12	231.37506	1.02658	150	2.6153			-2.6153	-0.26	x	x	8.9420	21.98
Thu	12/13/12	231.37216	1.02657	151	2.6327			-2.6327	-0.25	x	x	8.9594	21.97
Fri	12/14/12	231.36926	1.02656	152	2.6501			-2.6501	-0.24	x	x	8.9768	21.96
Mon	12/17/12	231.36055	1.02652	155	2.7023			-2.7023	-0.20	x	x	9.0290	21.92
Tue	12/18/12	231.35765	1.02651	156	2.7197			-2.7197	-0.19	x	x	9.0464	21.91
Wed	12/19/12	231.35474	1.02649	157	2.7371			-2.7371	-0.17	x	x	9.0638	21.89
Thu	12/20/12	231.35184	1.02648	158	2.7545			-2.7545	-0.16	x	x	9.0812	21.88
Fri	12/21/12	231.34894	1.02647	159	2.7719			-2.7719	-0.15	x	x	9.0986	21.87
Mon	12/24/12	231.34023	1.02643	162	2.8241			-2.8241	-0.11	x	x	9.1508	21.83
Tue	12/25/12	231.33732	1.02641	163	2.8415			-2.8415	-0.09	x	x	9.1682	21.81
Wed	12/26/12	231.33442	1.02640	164	2.8589			-2.8589	-0.08	x	x	9.1856	21.80
Thu	12/27/12	231.33152	1.02639	165	2.8763			-2.8763	-0.07	x	x	9.2030	21.79
Fri	12/28/12	231.32861	1.02638	166	2.8937			-2.8937	-0.06	x	x	9.2204	21.78
Mon	12/31/12	231.31990	1.02634	169	2.9458			-2.9458	-0.02	x	x	9.2725	21.74
Tue	01/01/13	231.31700	1.02632

Generated 12/15/12 09:38