2% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2014

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

CUSIP Number	912828CP3	Interest 01/15/12 (184 days)	$12.0074
Dated Date	July 15, 2004	Interest 07/15/12 (182 days)	$12.1998
Ref CPI on Dated Date	188.49677	Interest Total	$24.2072
Original Issue Date	July 15, 2004	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	1.20119	170	11.0980	x	x	13.1092	25.98			11.0980	0.00
Mon	01/02/12	226.41484	1.20116	171	11.1630	x	x	13.0442	26.01			11.1630	-0.03
Tue	01/03/12	226.40868	1.20113	172	11.2280	x	x	12.9792	26.04			11.2280	-0.06
Wed	01/04/12	226.40252	1.20109	173	11.2929	x	x	12.9143	26.08			11.2929	-0.10
Thu	01/05/12	226.39635	1.20106	174	11.3578	x	x	12.8494	26.11			11.3578	-0.13
Fri	01/06/12	226.39019	1.20103	175	11.4228	x	x	12.7844	26.14			11.4228	-0.16
Mon	01/09/12	226.37171	1.20093	178	11.6177	x	x	12.5895	26.24			11.6177	-0.26
Tue	01/10/12	226.36555	1.20090	179	11.6827	x	x	12.5245	26.27			11.6827	-0.29
Wed	01/11/12	226.35939	1.20087	180	11.7476	x	x	12.4596	26.30			11.7476	-0.32
Thu	01/12/12	226.35323	1.20083	181	11.8125	x	x	12.3947	26.34			11.8125	-0.36
Fri	01/13/12	226.34706	1.20080	182	11.8775	x	x	12.3297	26.37			11.8775	-0.39
Sun	01/15/12	226.33474	1.20074	0	0.0000		x	12.1998	26.43	x		12.0074	-0.45
Mon	01/16/12	226.32858	1.20070	1	0.0660		x	12.1338	26.47	x		12.0734	-0.49
Tue	01/17/12	226.32242	1.20067	2	0.1319		x	12.0679	26.50	x		12.1393	-0.52
Wed	01/18/12	226.31626	1.20064	3	0.1979		x	12.0019	26.53	x		12.2053	-0.55
Thu	01/19/12	226.31010	1.20060	4	0.2639		x	11.9359	26.57	x		12.2713	-0.59
Fri	01/20/12	226.30394	1.20057	5	0.3298		x	11.8700	26.60	x		12.3372	-0.62
Mon	01/23/12	226.28545	1.20047	8	0.5277		x	11.6721	26.70	x		12.5351	-0.72
Tue	01/24/12	226.27929	1.20044	9	0.5936		x	11.6062	26.73	x		12.6010	-0.75
Wed	01/25/12	226.27313	1.20041	10	0.6596		x	11.5402	26.76	x		12.6670	-0.78
Thu	01/26/12	226.26697	1.20038	11	0.7255		x	11.4743	26.79	x		12.7329	-0.81
Fri	01/27/12	226.26081	1.20034	12	0.7914		x	11.4084	26.83	x		12.7988	-0.85
Mon	01/30/12	226.24232	1.20025	15	0.9892		x	11.2106	26.92	x		12.9966	-0.94
Tue	01/31/12	226.23616	1.20021	16	1.0551		x	11.1447	26.96	x		13.0625	-0.98
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	1.20018	17	1.1210		x	11.0788	26.99	x		13.1284	-1.01
Thu	02/02/12	226.21076	1.20008	18	1.1869		x	11.0129	27.09	x		13.1943	-1.11
Fri	02/03/12	226.19152	1.19998	19	1.2527		x	10.9471	27.19	x		13.2601	-1.21
Mon	02/06/12	226.13379	1.19967	22	1.4502		x	10.7496	27.50	x		13.4576	-1.52
Tue	02/07/12	226.11455	1.19957	23	1.5159		x	10.6839	27.60	x		13.5233	-1.62
Wed	02/08/12	226.09531	1.19947	24	1.5817		x	10.6181	27.70	x		13.5891	-1.72
Thu	02/09/12	226.07607	1.19936	25	1.6475		x	10.5523	27.81	x		13.6549	-1.83
Fri	02/10/12	226.05683	1.19926	26	1.7132		x	10.4866	27.91	x		13.7206	-1.93
Mon	02/13/12	225.99910	1.19895	29	1.9104		x	10.2894	28.22	x		13.9178	-2.24
Tue	02/14/12	225.97986	1.19885	30	1.9761		x	10.2237	28.32	x		13.9835	-2.34
Wed	02/15/12	225.96062	1.19875	31	2.0418		x	10.1580	28.42	x		14.0492	-2.44
Thu	02/16/12	225.94138	1.19865	32	2.1075		x	10.0923	28.52	x		14.1149	-2.54
Fri	02/17/12	225.92214	1.19855	33	2.1732		x	10.0266	28.62	x		14.1806	-2.64
Mon	02/20/12	225.86441	1.19824	36	2.3701		x	9.8297	28.93	x		14.3775	-2.95
Tue	02/21/12	225.84517	1.19814	37	2.4358		x	9.7640	29.03	x		14.4432	-3.05
Wed	02/22/12	225.82593	1.19804	38	2.5014		x	9.6984	29.13	x		14.5088	-3.15
Thu	02/23/12	225.80669	1.19793	39	2.5670		x	9.6328	29.24	x		14.5744	-3.26
Fri	02/24/12	225.78745	1.19783	40	2.6326		x	9.5672	29.34	x		14.6400	-3.36
Mon	02/27/12	225.72972	1.19753	43	2.8293		x	9.3705	29.64	x		14.8367	-3.66
Tue	02/28/12	225.71048	1.19742	44	2.8949		x	9.3049	29.75	x		14.9023	-3.77
Wed	02/29/12	225.69124	1.19732	45	2.9604		x	9.2394	29.85	x		14.9678	-3.87
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	03/01/12	225.67200	1.19722	46	3.0259		x	9.1739	29.95	x		15.0333	-3.97
Fri	03/02/12	225.70403	1.19739	47	3.0922		x	9.1076	29.78	x		15.0996	-3.80
Mon	03/05/12	225.80013	1.19790	50	3.2909		x	8.9089	29.27	x		15.2983	-3.29
Tue	03/06/12	225.83216	1.19807	51	3.3572		x	8.8426	29.10	x		15.3646	-3.12
Wed	03/07/12	225.86419	1.19824	52	3.4235		x	8.7763	28.93	x		15.4309	-2.95
Thu	03/08/12	225.89623	1.19841	53	3.4899		x	8.7099	28.76	x		15.4973	-2.78
Fri	03/09/12	225.92826	1.19858	54	3.5562		x	8.6436	28.59	x		15.5636	-2.61
Mon	03/12/12	226.02435	1.19909	57	3.7554		x	8.4444	28.08	x		15.7628	-2.10
Tue	03/13/12	226.05639	1.19926	58	3.8218		x	8.3780	27.91	x		15.8292	-1.93
Wed	03/14/12	226.08842	1.19943	59	3.8883		x	8.3115	27.74	x		15.8957	-1.76
Thu	03/15/12	226.12045	1.19960	60	3.9547		x	8.2451	27.57	x		15.9621	-1.59
Fri	03/16/12	226.15248	1.19977	61	4.0212		x	8.1786	27.40	x		16.0286	-1.42
Mon	03/19/12	226.24858	1.20028	64	4.2208		x	7.9790	26.89	x		16.2282	-0.91
Tue	03/20/12	226.28061	1.20045	65	4.2873		x	7.9125	26.72	x		16.2947	-0.74
Wed	03/21/12	226.31265	1.20062	66	4.3539		x	7.8459	26.55	x		16.3613	-0.57
Thu	03/22/12	226.34468	1.20079	67	4.4205		x	7.7793	26.38	x		16.4279	-0.40
Fri	03/23/12	226.37671	1.20096	68	4.4871		x	7.7127	26.21	x		16.4945	-0.23
Mon	03/26/12	226.47281	1.20147	71	4.6871		x	7.5127	25.70	x		16.6945	0.28
Tue	03/27/12	226.50484	1.20164	72	4.7537		x	7.4461	25.53	x		16.7611	0.45
Wed	03/28/12	226.53687	1.20181	73	4.8204		x	7.3794	25.36	x		16.8278	0.62
Thu	03/29/12	226.56890	1.20198	74	4.8872		x	7.3126	25.19	x		16.8946	0.79
Fri	03/30/12	226.60094	1.20215	75	4.9539		x	7.2459	25.02	x		16.9613	0.96
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	1.20266	78	5.1543		x	7.0455	24.51	x		17.1617	1.47
Tue	04/03/12	226.73153	1.20284	79	5.2211		x	6.9787	24.33	x		17.2285	1.65
Wed	04/04/12	226.76480	1.20302	80	5.2880		x	6.9118	24.15	x		17.2954	1.83
Thu	04/05/12	226.79807	1.20319	81	5.3549		x	6.8449	23.98	x		17.3623	2.00
Fri	04/06/12	226.83133	1.20337	82	5.4218		x	6.7780	23.80	x		17.4292	2.18
Mon	04/09/12	226.93113	1.20390	85	5.6226		x	6.5772	23.27	x		17.6300	2.71
Tue	04/10/12	226.96440	1.20408	86	5.6896		x	6.5102	23.09	x		17.6970	2.89
Wed	04/11/12	226.99767	1.20425	87	5.7566		x	6.4432	22.92	x		17.7640	3.06
Thu	04/12/12	227.03093	1.20443	88	5.8236		x	6.3762	22.74	x		17.8310	3.24
Fri	04/13/12	227.06420	1.20461	89	5.8907		x	6.3091	22.56	x		17.8981	3.42
Mon	04/16/12	227.16400	1.20513	92	6.0919		x	6.1079	22.04	x		18.0993	3.94
Tue	04/17/12	227.19727	1.20531	93	6.1590		x	6.0408	21.86	x		18.1664	4.12
Wed	04/18/12	227.23053	1.20549	94	6.2262		x	5.9736	21.68	x		18.2336	4.30
Thu	04/19/12	227.26380	1.20566	95	6.2933		x	5.9065	21.51	x		18.3007	4.47
Fri	04/20/12	227.29707	1.20584	96	6.3605		x	5.8393	21.33	x		18.3679	4.65
Mon	04/23/12	227.39687	1.20637	99	6.5621		x	5.6377	20.80	x		18.5695	5.18
Tue	04/24/12	227.43013	1.20655	100	6.6294		x	5.5704	20.62	x		18.6368	5.36
Wed	04/25/12	227.46340	1.20672	101	6.6966		x	5.5032	20.45	x		18.7040	5.53
Thu	04/26/12	227.49667	1.20690	102	6.7639		x	5.4359	20.27	x		18.7713	5.71
Fri	04/27/12	227.52993	1.20708	103	6.8313		x	5.3685	20.09	x		18.8387	5.89
Mon	04/30/12	227.62973	1.20761	106	7.0333		x	5.1665	19.56	x		19.0407	6.42
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	05/01/12	227.66300	1.20778	107	7.1007		x	5.0991	19.39	x		19.1081	6.59
Wed	05/02/12	227.71877	1.20808	108	7.1688		x	5.0310	19.09	x		19.1762	6.89
Thu	05/03/12	227.77455	1.20837	109	7.2369		x	4.9629	18.80	x		19.2443	7.18
Fri	05/04/12	227.83032	1.20867	110	7.3051		x	4.8947	18.50	x		19.3125	7.48
Mon	05/07/12	227.99765	1.20956	113	7.5099		x	4.6899	17.61	x		19.5173	8.37
Tue	05/08/12	228.05342	1.20985	114	7.5782		x	4.6216	17.32	x		19.5856	8.66
Wed	05/09/12	228.10919	1.21015	115	7.6466		x	4.5532	17.02	x		19.6540	8.96
Thu	05/10/12	228.16497	1.21044	116	7.7149		x	4.4849	16.73	x		19.7223	9.25
Fri	05/11/12	228.22074	1.21074	117	7.7833		x	4.4165	16.43	x		19.7907	9.55
Mon	05/14/12	228.38806	1.21163	120	7.9888		x	4.2110	15.54	x		19.9962	10.44
Tue	05/15/12	228.44384	1.21192	121	8.0573		x	4.1425	15.25	x		20.0647	10.73
Wed	05/16/12	228.49961	1.21222	122	8.1259		x	4.0739	14.95	x		20.1333	11.03
Thu	05/17/12	228.55539	1.21252	123	8.1945		x	4.0053	14.65	x		20.2019	11.33
Fri	05/18/12	228.61116	1.21281	124	8.2631		x	3.9367	14.36	x		20.2705	11.62
Mon	05/21/12	228.77848	1.21370	127	8.4692		x	3.7306	13.47	x		20.4766	12.51
Tue	05/22/12	228.83426	1.21400	128	8.5380		x	3.6618	13.17	x		20.5454	12.81
Wed	05/23/12	228.89003	1.21429	129	8.6068		x	3.5930	12.88	x		20.6142	13.10
Thu	05/24/12	228.94581	1.21459	130	8.6756		x	3.5242	12.58	x		20.6830	13.40
Fri	05/25/12	229.00158	1.21488	131	8.7445		x	3.4553	12.29	x		20.7519	13.69
Mon	05/28/12	229.16890	1.21577	134	8.9513		x	3.2485	11.40	x		20.9587	14.58
Tue	05/29/12	229.22468	1.21607	135	9.0203		x	3.1795	11.10	x		21.0277	14.88
Wed	05/30/12	229.28045	1.21636	136	9.0893		x	3.1105	10.81	x		21.0967	15.17
Thu	05/31/12	229.33623	1.21666	137	9.1584		x	3.0414	10.51	x		21.1658	15.47
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	1.21695	138	9.2274		x	2.9724	10.22	x		21.2348	15.76
Mon	06/04/12	229.46130	1.21732	141	9.4309		x	2.7689	9.85	x		21.4383	16.13
Tue	06/05/12	229.48440	1.21744	142	9.4987		x	2.7011	9.73	x		21.5061	16.25
Wed	06/06/12	229.50750	1.21757	143	9.5666		x	2.6332	9.60	x		21.5740	16.38
Thu	06/07/12	229.53060	1.21769	144	9.6345		x	2.5653	9.48	x		21.6419	16.50
Fri	06/08/12	229.55370	1.21781	145	9.7023		x	2.4975	9.36	x		21.7097	16.62
Mon	06/11/12	229.62300	1.21818	148	9.9061		x	2.2937	8.99	x		21.9135	16.99
Tue	06/12/12	229.64610	1.21830	149	9.9740		x	2.2258	8.87	x		21.9814	17.11
Wed	06/13/12	229.66920	1.21843	150	10.0420		x	2.1578	8.74	x		22.0494	17.24
Thu	06/14/12	229.69230	1.21855	151	10.1099		x	2.0899	8.62	x		22.1173	17.36
Fri	06/15/12	229.71540	1.21867	152	10.1779		x	2.0219	8.50	x		22.1853	17.48
Mon	06/18/12	229.78470	1.21904	155	10.3819		x	1.8179	8.13	x		22.3893	17.85
Tue	06/19/12	229.80780	1.21916	156	10.4499		x	1.7499	8.01	x		22.4573	17.97
Wed	06/20/12	229.83090	1.21928	157	10.5180		x	1.6818	7.89	x		22.5254	18.09
Thu	06/21/12	229.85400	1.21941	158	10.5861		x	1.6137	7.76	x		22.5935	18.22
Fri	06/22/12	229.87710	1.21953	159	10.6541		x	1.5457	7.64	x		22.6615	18.34
Mon	06/25/12	229.94640	1.21990	162	10.8585		x	1.3413	7.27	x		22.8659	18.71
Tue	06/26/12	229.96950	1.22002	163	10.9266		x	1.2732	7.15	x		22.9340	18.83
Wed	06/27/12	229.99260	1.22014	164	10.9947		x	1.2051	7.03	x		23.0021	18.95
Thu	06/28/12	230.01570	1.22026	165	11.0628		x	1.1370	6.91	x		23.0702	19.07
Fri	06/29/12	230.03880	1.22039	166	11.1310		x	1.0688	6.78	x		23.1384	19.20
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	1.22058	169	11.3340		x	0.8658	6.59	x		23.3414	19.39
Tue	07/03/12	230.06758	1.22054	170	11.4006		x	0.7992	6.63	x		23.4080	19.35
Wed	07/04/12	230.05887	1.22049	171	11.4672		x	0.7326	6.68	x		23.4746	19.30
Thu	07/05/12	230.05016	1.22045	172	11.5339		x	0.6659	6.72	x		23.5413	19.26
Fri	07/06/12	230.04145	1.22040	173	11.6005		x	0.5993	6.77	x		23.6079	19.21
Mon	07/09/12	230.01532	1.22026	176	11.8003		x	0.3995	6.91	x		23.8077	19.07
Tue	07/10/12	230.00661	1.22022	177	11.8670		x	0.3328	6.95	x		23.8744	19.03
Wed	07/11/12	229.99790	1.22017	178	11.9335		x	0.2663	7.00	x		23.9409	18.98
Thu	07/12/12	229.98919	1.22012	179	12.0001		x	0.1997	7.05	x		24.0075	18.93
Fri	07/13/12	229.98048	1.22008	180	12.0667		x	0.1331	7.09	x		24.0741	18.89
Sun	07/15/12	229.96306	1.21998	0	0.0000			0.0000	7.19	x	x	24.2072	18.79
Mon	07/16/12	229.95435	1.21994	1	0.0663			-0.0663	7.23	x	x	24.2735	18.75
Tue	07/17/12	229.94565	1.21989	2	0.1326			-0.1326	7.28	x	x	24.3398	18.70
Wed	07/18/12	229.93694	1.21985	3	0.1989			-0.1989	7.32	x	x	24.4061	18.66
Thu	07/19/12	229.92823	1.21980	4	0.2652			-0.2652	7.37	x	x	24.4724	18.61
Fri	07/20/12	229.91952	1.21975	5	0.3315			-0.3315	7.42	x	x	24.5387	18.56
Mon	07/23/12	229.89339	1.21961	8	0.5303			-0.5303	7.56	x	x	24.7375	18.42
Tue	07/24/12	229.88468	1.21957	9	0.5965			-0.5965	7.60	x	x	24.8037	18.38
Wed	07/25/12	229.87597	1.21952	10	0.6628			-0.6628	7.65	x	x	24.8700	18.33
Thu	07/26/12	229.86726	1.21948	11	0.7290			-0.7290	7.69	x	x	24.9362	18.29
Fri	07/27/12	229.85855	1.21943	12	0.7953			-0.7953	7.74	x	x	25.0025	18.24
Mon	07/30/12	229.83242	1.21929	15	0.9940			-0.9940	7.88	x	x	25.2012	18.10
Tue	07/31/12	229.82371	1.21924	16	1.0602			-1.0602	7.93	x	x	25.2674	18.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	08/01/12	229.81500	1.21920	17	1.1264			-1.1264	7.97	x	x	25.3336	18.01
Thu	08/02/12	229.80413	1.21914	18	1.1926			-1.1926	8.03	x	x	25.3998	17.95
Fri	08/03/12	229.79326	1.21908	19	1.2588			-1.2588	8.09	x	x	25.4660	17.89
Mon	08/06/12	229.76065	1.21891	22	1.4574			-1.4574	8.26	x	x	25.6646	17.72
Tue	08/07/12	229.74977	1.21885	23	1.5236			-1.5236	8.32	x	x	25.7308	17.66
Wed	08/08/12	229.73890	1.21879	24	1.5897			-1.5897	8.38	x	x	25.7969	17.60
Thu	08/09/12	229.72803	1.21874	25	1.6559			-1.6559	8.43	x	x	25.8631	17.55
Fri	08/10/12	229.71716	1.21868	26	1.7220			-1.7220	8.49	x	x	25.9292	17.49
Mon	08/13/12	229.68455	1.21851	29	1.9205			-1.9205	8.66	x	x	26.1277	17.32
Tue	08/14/12	229.67368	1.21845	30	1.9866			-1.9866	8.72	x	x	26.1938	17.26
Wed	08/15/12	229.66281	1.21839	31	2.0527			-2.0527	8.78	x	x	26.2599	17.20
Thu	08/16/12	229.65194	1.21833	32	2.1188			-2.1188	8.84	x	x	26.3260	17.14
Fri	08/17/12	229.64106	1.21828	33	2.1850			-2.1850	8.89	x	x	26.3922	17.09
Mon	08/20/12	229.60845	1.21810	36	2.3832			-2.3832	9.07	x	x	26.5904	16.91
Tue	08/21/12	229.59758	1.21805	37	2.4493			-2.4493	9.12	x	x	26.6565	16.86
Wed	08/22/12	229.58671	1.21799	38	2.5154			-2.5154	9.18	x	x	26.7226	16.80
Thu	08/23/12	229.57584	1.21793	39	2.5815			-2.5815	9.24	x	x	26.7887	16.74
Fri	08/24/12	229.56497	1.21787	40	2.6475			-2.6475	9.30	x	x	26.8547	16.68
Mon	08/27/12	229.53235	1.21770	43	2.8457			-2.8457	9.47	x	x	27.0529	16.51
Tue	08/28/12	229.52148	1.21764	44	2.9117			-2.9117	9.53	x	x	27.1189	16.45
Wed	08/29/12	229.51061	1.21758	45	2.9778			-2.9778	9.59	x	x	27.1850	16.39
Thu	08/30/12	229.49974	1.21753	46	3.0438			-3.0438	9.64	x	x	27.2510	16.34
Fri	08/31/12	229.48887	1.21747	47	3.1098			-3.1098	9.70	x	x	27.3170	16.28
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	1.21728	50	3.3078			-3.3078	9.89	x	x	27.5150	16.09
Tue	09/04/12	229.44060	1.21721	51	3.3738			-3.3738	9.96	x	x	27.5810	16.02
Wed	09/05/12	229.42813	1.21715	52	3.4398			-3.4398	10.02	x	x	27.6470	15.96
Thu	09/06/12	229.41567	1.21708	53	3.5057			-3.5057	10.09	x	x	27.7129	15.89
Fri	09/07/12	229.40320	1.21701	54	3.5717			-3.5717	10.16	x	x	27.7789	15.82
Mon	09/10/12	229.36580	1.21682	57	3.7695			-3.7695	10.35	x	x	27.9767	15.63
Tue	09/11/12	229.35333	1.21675	58	3.8354			-3.8354	10.42	x	x	28.0426	15.56
Wed	09/12/12	229.34087	1.21668	59	3.9013			-3.9013	10.49	x	x	28.1085	15.49
Thu	09/13/12	229.32840	1.21662	60	3.9672			-3.9672	10.55	x	x	28.1744	15.43
Fri	09/14/12	229.31593	1.21655	61	4.0331			-4.0331	10.62	x	x	28.2403	15.36
Mon	09/17/12	229.27853	1.21635	64	4.2308			-4.2308	10.82	x	x	28.4380	15.16
Tue	09/18/12	229.26607	1.21629	65	4.2967			-4.2967	10.88	x	x	28.5039	15.10
Wed	09/19/12	229.25360	1.21622	66	4.3625			-4.3625	10.95	x	x	28.5697	15.03
Thu	09/20/12	229.24113	1.21615	67	4.4284			-4.4284	11.02	x	x	28.6356	14.96
Fri	09/21/12	229.22867	1.21609	68	4.4942			-4.4942	11.08	x	x	28.7014	14.90
Mon	09/24/12	229.19127	1.21589	71	4.6917			-4.6917	11.28	x	x	28.8989	14.70
Tue	09/25/12	229.17880	1.21582	72	4.7576			-4.7576	11.35	x	x	28.9648	14.63
Wed	09/26/12	229.16633	1.21576	73	4.8234			-4.8234	11.41	x	x	29.0306	14.57
Thu	09/27/12	229.15387	1.21569	74	4.8892			-4.8892	11.48	x	x	29.0964	14.50
Fri	09/28/12	229.14140	1.21563	75	4.9550			-4.9550	11.54	x	x	29.1622	14.44
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	1.21543	78	5.1524			-5.1524	11.74	x	x	29.3596	14.24
Tue	10/02/12	229.14513	1.21564	79	5.2193			-5.2193	11.53	x	x	29.4265	14.45
Wed	10/03/12	229.18626	1.21586	80	5.2863			-5.2863	11.31	x	x	29.4935	14.67
Thu	10/04/12	229.22739	1.21608	81	5.3534			-5.3534	11.09	x	x	29.5606	14.89
Fri	10/05/12	229.26852	1.21630	82	5.4205			-5.4205	10.87	x	x	29.6277	15.11
Mon	10/08/12	229.39190	1.21695	85	5.6218			-5.6218	10.22	x	x	29.8290	15.76
Tue	10/09/12	229.43303	1.21717	86	5.6889			-5.6889	10.00	x	x	29.8961	15.98
Wed	10/10/12	229.47416	1.21739	87	5.7561			-5.7561	9.78	x	x	29.9633	16.20
Thu	10/11/12	229.51529	1.21761	88	5.8234			-5.8234	9.56	x	x	30.0306	16.42
Fri	10/12/12	229.55642	1.21783	89	5.8906			-5.8906	9.34	x	x	30.0978	16.64
Mon	10/15/12	229.67981	1.21848	92	6.0924			-6.0924	8.69	x	x	30.2996	17.29
Tue	10/16/12	229.72094	1.21870	93	6.1597			-6.1597	8.47	x	x	30.3669	17.51
Wed	10/17/12	229.76206	1.21892	94	6.2271			-6.2271	8.25	x	x	30.4343	17.73
Thu	10/18/12	229.80319	1.21914	95	6.2945			-6.2945	8.03	x	x	30.5017	17.95
Fri	10/19/12	229.84432	1.21935	96	6.3618			-6.3618	7.82	x	x	30.5690	18.16
Mon	10/22/12	229.96771	1.22001	99	6.5642			-6.5642	7.16	x	x	30.7714	18.82
Tue	10/23/12	230.00884	1.22023	100	6.6317			-6.6317	6.94	x	x	30.8389	19.04
Wed	10/24/12	230.04997	1.22045	101	6.6992			-6.6992	6.72	x	x	30.9064	19.26
Thu	10/25/12	230.09110	1.22066	102	6.7667			-6.7667	6.51	x	x	30.9739	19.47
Fri	10/26/12	230.13223	1.22088	103	6.8343			-6.8343	6.29	x	x	31.0415	19.69
Mon	10/29/12	230.25561	1.22154	106	7.0371			-7.0371	5.63	x	x	31.2443	20.35
Tue	10/30/12	230.29674	1.22175	107	7.1047			-7.1047	5.42	x	x	31.3119	20.56
Wed	10/31/12	230.33787	1.22197	108	7.1724			-7.1724	5.20	x	x	31.3796	20.78
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	1.22219	109	7.2401			-7.2401	4.98	x	x	31.4473	21.00
Fri	11/02/12	230.41327	1.22237	110	7.3076			-7.3076	4.80	x	x	31.5148	21.18
Mon	11/05/12	230.51607	1.22292	113	7.5103			-7.5103	4.25	x	x	31.7175	21.73
Tue	11/06/12	230.55033	1.22310	114	7.5779			-7.5779	4.07	x	x	31.7851	21.91
Wed	11/07/12	230.58460	1.22328	115	7.6455			-7.6455	3.89	x	x	31.8527	22.09
Thu	11/08/12	230.61887	1.22346	116	7.7131			-7.7131	3.71	x	x	31.9203	22.27
Fri	11/09/12	230.65313	1.22364	117	7.7808			-7.7808	3.53	x	x	31.9880	22.45
Mon	11/12/12	230.75593	1.22419	120	7.9838			-7.9838	2.98	x	x	32.1910	23.00
Tue	11/13/12	230.79020	1.22437	121	8.0516			-8.0516	2.80	x	x	32.2588	23.18
Wed	11/14/12	230.82447	1.22455	122	8.1193			-8.1193	2.62	x	x	32.3265	23.36
Thu	11/15/12	230.85873	1.22474	123	8.1871			-8.1871	2.43	x	x	32.3943	23.55
Fri	11/16/12	230.89300	1.22492	124	8.2549			-8.2549	2.25	x	x	32.4621	23.73
Mon	11/19/12	230.99580	1.22546	127	8.4583			-8.4583	1.71	x	x	32.6655	24.27
Tue	11/20/12	231.03007	1.22564	128	8.5262			-8.5262	1.53	x	x	32.7334	24.45
Wed	11/21/12	231.06433	1.22583	129	8.5941			-8.5941	1.34	x	x	32.8013	24.64
Thu	11/22/12	231.09860	1.22601	130	8.6620			-8.6620	1.16	x	x	32.8692	24.82
Fri	11/23/12	231.13287	1.22619	131	8.7299			-8.7299	0.98	x	x	32.9371	25.00
Mon	11/26/12	231.23567	1.22674	134	8.9339			-8.9339	0.43	x	x	33.1411	25.55
Tue	11/27/12	231.26993	1.22692	135	9.0019			-9.0019	0.25	x	x	33.2091	25.73
Wed	11/28/12	231.30420	1.22710	136	9.0699			-9.0699	0.07	x	x	33.2771	25.91
Thu	11/29/12	231.33847	1.22728	137	9.1379			-9.1379	-0.11	x	x	33.3451	26.09
Fri	11/30/12	231.37273	1.22746	138	9.2060			-9.2060	-0.29	x	x	33.4132	26.27
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	1.22761	141	9.4072			-9.4072	-0.44	x	x	33.6144	26.42
Tue	12/04/12	231.39829	1.22760	142	9.4739			-9.4739	-0.43	x	x	33.6811	26.41
Wed	12/05/12	231.39539	1.22758	143	9.5404			-9.5404	-0.41	x	x	33.7476	26.39
Thu	12/06/12	231.39248	1.22757	144	9.6071			-9.6071	-0.40	x	x	33.8143	26.38
Fri	12/07/12	231.38958	1.22755	145	9.6736			-9.6736	-0.38	x	x	33.8808	26.36
Mon	12/10/12	231.38087	1.22751	148	9.8735			-9.8735	-0.34	x	x	34.0807	26.32
Tue	12/11/12	231.37797	1.22749	149	9.9400			-9.9400	-0.32	x	x	34.1472	26.30
Wed	12/12/12	231.37506	1.22747	150	10.0065			-10.0065	-0.30	x	x	34.2137	26.28
Thu	12/13/12	231.37216	1.22746	151	10.0732			-10.0732	-0.29	x	x	34.2804	26.27
Fri	12/14/12	231.36926	1.22744	152	10.1397			-10.1397	-0.27	x	x	34.3469	26.25
Mon	12/17/12	231.36055	1.22740	155	10.3395			-10.3395	-0.23	x	x	34.5467	26.21
Tue	12/18/12	231.35765	1.22738	156	10.4060			-10.4060	-0.21	x	x	34.6132	26.19
Wed	12/19/12	231.35474	1.22737	157	10.4727			-10.4727	-0.20	x	x	34.6799	26.18
Thu	12/20/12	231.35184	1.22735	158	10.5392			-10.5392	-0.18	x	x	34.7464	26.16
Fri	12/21/12	231.34894	1.22734	159	10.6058			-10.6058	-0.17	x	x	34.8130	26.15
Mon	12/24/12	231.34023	1.22729	162	10.8055			-10.8055	-0.12	x	x	35.0127	26.10
Tue	12/25/12	231.33732	1.22727	163	10.8720			-10.8720	-0.10	x	x	35.0792	26.08
Wed	12/26/12	231.33442	1.22726	164	10.9386			-10.9386	-0.09	x	x	35.1458	26.07
Thu	12/27/12	231.33152	1.22724	165	11.0051			-11.0051	-0.07	x	x	35.2123	26.05
Fri	12/28/12	231.32861	1.22723	166	11.0717			-11.0717	-0.06	x	x	35.2789	26.04
Mon	12/31/12	231.31990	1.22718	169	11.2714			-11.2714	-0.01	x	x	35.4786	25.99
Tue	01/01/13	231.31700	1.22717

Generated 12/15/12 09:37