1.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2015

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

CUSIP Number	912828DH0	Interest 01/15/12 (184 days)	$9.6309
Dated Date	January 15, 2005	Interest 07/15/12 (182 days)	$9.7853
Ref CPI on Dated Date	190.94516	Interest Total	$19.4162
Original Issue Date	January 18, 2005	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	1.18579	170	8.9015	x	x	10.5147	25.64			8.9015	0.00
Mon	01/02/12	226.41484	1.18576	171	8.9536	x	x	10.4626	25.67			8.9536	-0.03
Tue	01/03/12	226.40868	1.18573	172	9.0057	x	x	10.4105	25.70			9.0057	-0.06
Wed	01/04/12	226.40252	1.18569	173	9.0578	x	x	10.3584	25.74			9.0578	-0.10
Thu	01/05/12	226.39635	1.18566	174	9.1099	x	x	10.3063	25.77			9.1099	-0.13
Fri	01/06/12	226.39019	1.18563	175	9.1621	x	x	10.2541	25.80			9.1621	-0.16
Mon	01/09/12	226.37171	1.18553	178	9.3183	x	x	10.0979	25.90			9.3183	-0.26
Tue	01/10/12	226.36555	1.18550	179	9.3704	x	x	10.0458	25.93			9.3704	-0.29
Wed	01/11/12	226.35939	1.18547	180	9.4226	x	x	9.9936	25.96			9.4226	-0.32
Thu	01/12/12	226.35323	1.18544	181	9.4747	x	x	9.9415	25.99			9.4747	-0.35
Fri	01/13/12	226.34706	1.18540	182	9.5267	x	x	9.8895	26.03			9.5267	-0.39
Sun	01/15/12	226.33474	1.18534	0	0.0000		x	9.7853	26.09	x		9.6309	-0.45
Mon	01/16/12	226.32858	1.18531	1	0.0529		x	9.7324	26.12	x		9.6838	-0.48
Tue	01/17/12	226.32242	1.18527	2	0.1058		x	9.6795	26.16	x		9.7367	-0.52
Wed	01/18/12	226.31626	1.18524	3	0.1587		x	9.6266	26.19	x		9.7896	-0.55
Thu	01/19/12	226.31010	1.18521	4	0.2116		x	9.5737	26.22	x		9.8425	-0.58
Fri	01/20/12	226.30394	1.18518	5	0.2645		x	9.5208	26.25	x		9.8954	-0.61
Mon	01/23/12	226.28545	1.18508	8	0.4232		x	9.3621	26.35	x		10.0541	-0.71
Tue	01/24/12	226.27929	1.18505	9	0.4761		x	9.3092	26.38	x		10.1070	-0.74
Wed	01/25/12	226.27313	1.18502	10	0.5290		x	9.2563	26.41	x		10.1599	-0.77
Thu	01/26/12	226.26697	1.18498	11	0.5819		x	9.2034	26.45	x		10.2128	-0.81
Fri	01/27/12	226.26081	1.18495	12	0.6348		x	9.1505	26.48	x		10.2657	-0.84
Mon	01/30/12	226.24232	1.18485	15	0.7934		x	8.9919	26.58	x		10.4243	-0.94
Tue	01/31/12	226.23616	1.18482	16	0.8463		x	8.9390	26.61	x		10.4772	-0.97
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	02/01/12	226.23000	1.18479	17	0.8992		x	8.8861	26.64	x		10.5301	-1.00
Thu	02/02/12	226.21076	1.18469	18	0.9520		x	8.8333	26.74	x		10.5829	-1.10
Fri	02/03/12	226.19152	1.18459	19	1.0048		x	8.7805	26.84	x		10.6357	-1.20
Mon	02/06/12	226.13379	1.18429	22	1.1631		x	8.6222	27.14	x		10.7940	-1.50
Tue	02/07/12	226.11455	1.18419	23	1.2159		x	8.5694	27.24	x		10.8468	-1.60
Wed	02/08/12	226.09531	1.18409	24	1.2687		x	8.5166	27.34	x		10.8996	-1.70
Thu	02/09/12	226.07607	1.18398	25	1.3214		x	8.4639	27.45	x		10.9523	-1.81
Fri	02/10/12	226.05683	1.18388	26	1.3741		x	8.4112	27.55	x		11.0050	-1.91
Mon	02/13/12	225.99910	1.18358	29	1.5323		x	8.2530	27.85	x		11.1632	-2.21
Tue	02/14/12	225.97986	1.18348	30	1.5850		x	8.2003	27.95	x		11.2159	-2.31
Wed	02/15/12	225.96062	1.18338	31	1.6377		x	8.1476	28.05	x		11.2686	-2.41
Thu	02/16/12	225.94138	1.18328	32	1.6904		x	8.0949	28.15	x		11.3213	-2.51
Fri	02/17/12	225.92214	1.18318	33	1.7431		x	8.0422	28.25	x		11.3740	-2.61
Mon	02/20/12	225.86441	1.18288	36	1.9011		x	7.8842	28.55	x		11.5320	-2.91
Tue	02/21/12	225.84517	1.18278	37	1.9537		x	7.8316	28.65	x		11.5846	-3.01
Wed	02/22/12	225.82593	1.18267	38	2.0063		x	7.7790	28.76	x		11.6372	-3.12
Thu	02/23/12	225.80669	1.18257	39	2.0589		x	7.7264	28.86	x		11.6898	-3.22
Fri	02/24/12	225.78745	1.18247	40	2.1116		x	7.6737	28.96	x		11.7425	-3.32
Mon	02/27/12	225.72972	1.18217	43	2.2693		x	7.5160	29.26	x		11.9002	-3.62
Tue	02/28/12	225.71048	1.18207	44	2.3219		x	7.4634	29.36	x		11.9528	-3.72
Wed	02/29/12	225.69124	1.18197	45	2.3745		x	7.4108	29.46	x		12.0054	-3.82
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	03/01/12	225.67200	1.18187	46	2.4271		x	7.3582	29.56	x		12.0580	-3.92
Fri	03/02/12	225.70403	1.18204	47	2.4802		x	7.3051	29.39	x		12.1111	-3.75
Mon	03/05/12	225.80013	1.18254	50	2.6396		x	7.1457	28.89	x		12.2705	-3.25
Tue	03/06/12	225.83216	1.18271	51	2.6928		x	7.0925	28.72	x		12.3237	-3.08
Wed	03/07/12	225.86419	1.18287	52	2.7459		x	7.0394	28.56	x		12.3768	-2.92
Thu	03/08/12	225.89623	1.18304	53	2.7992		x	6.9861	28.39	x		12.4301	-2.75
Fri	03/09/12	225.92826	1.18321	54	2.8524		x	6.9329	28.22	x		12.4833	-2.58
Mon	03/12/12	226.02435	1.18371	57	3.0121		x	6.7732	27.72	x		12.6430	-2.08
Tue	03/13/12	226.05639	1.18388	58	3.0654		x	6.7199	27.55	x		12.6963	-1.91
Wed	03/14/12	226.08842	1.18405	59	3.1187		x	6.6666	27.38	x		12.7496	-1.74
Thu	03/15/12	226.12045	1.18422	60	3.1720		x	6.6133	27.21	x		12.8029	-1.57
Fri	03/16/12	226.15248	1.18438	61	3.2253		x	6.5600	27.05	x		12.8562	-1.41
Mon	03/19/12	226.24858	1.18489	64	3.3854		x	6.3999	26.54	x		13.0163	-0.90
Tue	03/20/12	226.28061	1.18506	65	3.4388		x	6.3465	26.37	x		13.0697	-0.73
Wed	03/21/12	226.31265	1.18522	66	3.4922		x	6.2931	26.21	x		13.1231	-0.57
Thu	03/22/12	226.34468	1.18539	67	3.5456		x	6.2397	26.04	x		13.1765	-0.40
Fri	03/23/12	226.37671	1.18556	68	3.5990		x	6.1863	25.87	x		13.2299	-0.23
Mon	03/26/12	226.47281	1.18606	71	3.7594		x	6.0259	25.37	x		13.3903	0.27
Tue	03/27/12	226.50484	1.18623	72	3.8129		x	5.9724	25.20	x		13.4438	0.44
Wed	03/28/12	226.53687	1.18640	73	3.8664		x	5.9189	25.03	x		13.4973	0.61
Thu	03/29/12	226.56890	1.18657	74	3.9199		x	5.8654	24.86	x		13.5508	0.78
Fri	03/30/12	226.60094	1.18673	75	3.9734		x	5.8119	24.70	x		13.6043	0.94
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	04/02/12	226.69827	1.18724	78	4.1341		x	5.6512	24.19	x		13.7650	1.45
Tue	04/03/12	226.73153	1.18742	79	4.1878		x	5.5975	24.01	x		13.8187	1.63
Wed	04/04/12	226.76480	1.18759	80	4.2414		x	5.5439	23.84	x		13.8723	1.80
Thu	04/05/12	226.79807	1.18777	81	4.2951		x	5.4902	23.66	x		13.9260	1.98
Fri	04/06/12	226.83133	1.18794	82	4.3487		x	5.4366	23.49	x		13.9796	2.15
Mon	04/09/12	226.93113	1.18846	85	4.5098		x	5.2755	22.97	x		14.1407	2.67
Tue	04/10/12	226.96440	1.18864	86	4.5635		x	5.2218	22.79	x		14.1944	2.85
Wed	04/11/12	226.99767	1.18881	87	4.6173		x	5.1680	22.62	x		14.2482	3.02
Thu	04/12/12	227.03093	1.18898	88	4.6710		x	5.1143	22.45	x		14.3019	3.19
Fri	04/13/12	227.06420	1.18916	89	4.7248		x	5.0605	22.27	x		14.3557	3.37
Mon	04/16/12	227.16400	1.18968	92	4.8862		x	4.8991	21.75	x		14.5171	3.89
Tue	04/17/12	227.19727	1.18986	93	4.9400		x	4.8453	21.57	x		14.5709	4.07
Wed	04/18/12	227.23053	1.19003	94	4.9939		x	4.7914	21.40	x		14.6248	4.24
Thu	04/19/12	227.26380	1.19020	95	5.0477		x	4.7376	21.23	x		14.6786	4.41
Fri	04/20/12	227.29707	1.19038	96	5.1016		x	4.6837	21.05	x		14.7325	4.59
Mon	04/23/12	227.39687	1.19090	99	5.2634		x	4.5219	20.53	x		14.8943	5.11
Tue	04/24/12	227.43013	1.19108	100	5.3173		x	4.4680	20.35	x		14.9482	5.29
Wed	04/25/12	227.46340	1.19125	101	5.3713		x	4.4140	20.18	x		15.0022	5.46
Thu	04/26/12	227.49667	1.19142	102	5.4252		x	4.3601	20.01	x		15.0561	5.63
Fri	04/27/12	227.52993	1.19160	103	5.4792		x	4.3061	19.83	x		15.1101	5.81
Mon	04/30/12	227.62973	1.19212	106	5.6413		x	4.1440	19.31	x		15.2722	6.33
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	1.19230	107	5.6954		x	4.0899	19.13	x		15.3263	6.51
Wed	05/02/12	227.71877	1.19259	108	5.7500		x	4.0353	18.84	x		15.3809	6.80
Thu	05/03/12	227.77455	1.19288	109	5.8046		x	3.9807	18.55	x		15.4355	7.09
Fri	05/04/12	227.83032	1.19317	110	5.8593		x	3.9260	18.26	x		15.4902	7.38
Mon	05/07/12	227.99765	1.19405	113	6.0236		x	3.7617	17.38	x		15.6545	8.26
Tue	05/08/12	228.05342	1.19434	114	6.0783		x	3.7070	17.09	x		15.7092	8.55
Wed	05/09/12	228.10919	1.19463	115	6.1331		x	3.6522	16.80	x		15.7640	8.84
Thu	05/10/12	228.16497	1.19492	116	6.1880		x	3.5973	16.51	x		15.8189	9.13
Fri	05/11/12	228.22074	1.19522	117	6.2429		x	3.5424	16.21	x		15.8738	9.43
Mon	05/14/12	228.38806	1.19609	120	6.4076		x	3.3777	15.34	x		16.0385	10.30
Tue	05/15/12	228.44384	1.19638	121	6.4626		x	3.3227	15.05	x		16.0935	10.59
Wed	05/16/12	228.49961	1.19668	122	6.5176		x	3.2677	14.75	x		16.1485	10.89
Thu	05/17/12	228.55539	1.19697	123	6.5726		x	3.2127	14.46	x		16.2035	11.18
Fri	05/18/12	228.61116	1.19726	124	6.6277		x	3.1576	14.17	x		16.2586	11.47
Mon	05/21/12	228.77848	1.19814	127	6.7930		x	2.9923	13.29	x		16.4239	12.35
Tue	05/22/12	228.83426	1.19843	128	6.8482		x	2.9371	13.00	x		16.4791	12.64
Wed	05/23/12	228.89003	1.19872	129	6.9033		x	2.8820	12.71	x		16.5342	12.93
Thu	05/24/12	228.94581	1.19901	130	6.9585		x	2.8268	12.42	x		16.5894	13.22
Fri	05/25/12	229.00158	1.19931	131	7.0138		x	2.7715	12.12	x		16.6447	13.52
Mon	05/28/12	229.16890	1.20018	134	7.1796		x	2.6057	11.25	x		16.8105	14.39
Tue	05/29/12	229.22468	1.20047	135	7.2350		x	2.5503	10.96	x		16.8659	14.68
Wed	05/30/12	229.28045	1.20077	136	7.2904		x	2.4949	10.66	x		16.9213	14.98
Thu	05/31/12	229.33623	1.20106	137	7.3458		x	2.4395	10.37	x		16.9767	15.27
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	06/01/12	229.39200	1.20135	138	7.4012		x	2.3841	10.08	x		17.0321	15.56
Mon	06/04/12	229.46130	1.20171	141	7.5643		x	2.2210	9.72	x		17.1952	15.92
Tue	06/05/12	229.48440	1.20183	142	7.6187		x	2.1666	9.60	x		17.2496	16.04
Wed	06/06/12	229.50750	1.20196	143	7.6732		x	2.1121	9.47	x		17.3041	16.17
Thu	06/07/12	229.53060	1.20208	144	7.7277		x	2.0576	9.35	x		17.3586	16.29
Fri	06/08/12	229.55370	1.20220	145	7.7821		x	2.0032	9.23	x		17.4130	16.41
Mon	06/11/12	229.62300	1.20256	148	7.9455		x	1.8398	8.87	x		17.5764	16.77
Tue	06/12/12	229.64610	1.20268	149	8.0000		x	1.7853	8.75	x		17.6309	16.89
Wed	06/13/12	229.66920	1.20280	150	8.0545		x	1.7308	8.63	x		17.6854	17.01
Thu	06/14/12	229.69230	1.20292	151	8.1090		x	1.6763	8.51	x		17.7399	17.13
Fri	06/15/12	229.71540	1.20304	152	8.1635		x	1.6218	8.39	x		17.7944	17.25
Mon	06/18/12	229.78470	1.20341	155	8.3272		x	1.4581	8.02	x		17.9581	17.62
Tue	06/19/12	229.80780	1.20353	156	8.3817		x	1.4036	7.90	x		18.0126	17.74
Wed	06/20/12	229.83090	1.20365	157	8.4363		x	1.3490	7.78	x		18.0672	17.86
Thu	06/21/12	229.85400	1.20377	158	8.4909		x	1.2944	7.66	x		18.1218	17.98
Fri	06/22/12	229.87710	1.20389	159	8.5455		x	1.2398	7.54	x		18.1764	18.10
Mon	06/25/12	229.94640	1.20425	162	8.7093		x	1.0760	7.18	x		18.3402	18.46
Tue	06/26/12	229.96950	1.20437	163	8.7639		x	1.0214	7.06	x		18.3948	18.58
Wed	06/27/12	229.99260	1.20450	164	8.8187		x	0.9666	6.93	x		18.4496	18.71
Thu	06/28/12	230.01570	1.20462	165	8.8733		x	0.9120	6.81	x		18.5042	18.83
Fri	06/29/12	230.03880	1.20474	166	8.9280		x	0.8573	6.69	x		18.5589	18.95
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	1.20493	169	9.0908		x	0.6945	6.50	x		18.7217	19.14
Tue	07/03/12	230.06758	1.20489	170	9.1443		x	0.6410	6.54	x		18.7752	19.10
Wed	07/04/12	230.05887	1.20484	171	9.1977		x	0.5876	6.59	x		18.8286	19.05
Thu	07/05/12	230.05016	1.20480	172	9.2511		x	0.5342	6.63	x		18.8820	19.01
Fri	07/06/12	230.04145	1.20475	173	9.3045		x	0.4808	6.68	x		18.9354	18.96
Mon	07/09/12	230.01532	1.20461	176	9.4648		x	0.3205	6.82	x		19.0957	18.82
Tue	07/10/12	230.00661	1.20457	177	9.5183		x	0.2670	6.86	x		19.1492	18.78
Wed	07/11/12	229.99790	1.20452	178	9.5716		x	0.2137	6.91	x		19.2025	18.73
Thu	07/12/12	229.98919	1.20448	179	9.6251		x	0.1602	6.95	x		19.2560	18.69
Fri	07/13/12	229.98048	1.20443	180	9.6785		x	0.1068	7.00	x		19.3094	18.64
Sun	07/15/12	229.96306	1.20434	0	0.0000			0.0000	7.09	x	x	19.4162	18.55
Mon	07/16/12	229.95435	1.20430	1	0.0532			-0.0532	7.13	x	x	19.4694	18.51
Tue	07/17/12	229.94565	1.20425	2	0.1064			-0.1064	7.18	x	x	19.5226	18.46
Wed	07/18/12	229.93694	1.20420	3	0.1595			-0.1595	7.23	x	x	19.5757	18.41
Thu	07/19/12	229.92823	1.20416	4	0.2127			-0.2127	7.27	x	x	19.6289	18.37
Fri	07/20/12	229.91952	1.20411	5	0.2659			-0.2659	7.32	x	x	19.6821	18.32
Mon	07/23/12	229.89339	1.20398	8	0.4253			-0.4253	7.45	x	x	19.8415	18.19
Tue	07/24/12	229.88468	1.20393	9	0.4785			-0.4785	7.50	x	x	19.8947	18.14
Wed	07/25/12	229.87597	1.20388	10	0.5316			-0.5316	7.55	x	x	19.9478	18.09
Thu	07/26/12	229.86726	1.20384	11	0.5847			-0.5847	7.59	x	x	20.0009	18.05
Fri	07/27/12	229.85855	1.20379	12	0.6379			-0.6379	7.64	x	x	20.0541	18.00
Mon	07/30/12	229.83242	1.20366	15	0.7973			-0.7973	7.77	x	x	20.2135	17.87
Tue	07/31/12	229.82371	1.20361	16	0.8504			-0.8504	7.82	x	x	20.2666	17.82
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	08/01/12	229.81500	1.20357	17	0.9035			-0.9035	7.86	x	x	20.3197	17.78
Thu	08/02/12	229.80413	1.20351	18	0.9566			-0.9566	7.92	x	x	20.3728	17.72
Fri	08/03/12	229.79326	1.20345	19	1.0097			-1.0097	7.98	x	x	20.4259	17.66
Mon	08/06/12	229.76065	1.20328	22	1.1689			-1.1689	8.15	x	x	20.5851	17.49
Tue	08/07/12	229.74977	1.20322	23	1.2220			-1.2220	8.21	x	x	20.6382	17.43
Wed	08/08/12	229.73890	1.20317	24	1.2751			-1.2751	8.26	x	x	20.6913	17.38
Thu	08/09/12	229.72803	1.20311	25	1.3282			-1.3282	8.32	x	x	20.7444	17.32
Fri	08/10/12	229.71716	1.20305	26	1.3812			-1.3812	8.38	x	x	20.7974	17.26
Mon	08/13/12	229.68455	1.20288	29	1.5404			-1.5404	8.55	x	x	20.9566	17.09
Tue	08/14/12	229.67368	1.20283	30	1.5934			-1.5934	8.60	x	x	21.0096	17.04
Wed	08/15/12	229.66281	1.20277	31	1.6465			-1.6465	8.66	x	x	21.0627	16.98
Thu	08/16/12	229.65194	1.20271	32	1.6995			-1.6995	8.72	x	x	21.1157	16.92
Fri	08/17/12	229.64106	1.20265	33	1.7525			-1.7525	8.78	x	x	21.1687	16.86
Mon	08/20/12	229.60845	1.20248	36	1.9116			-1.9116	8.95	x	x	21.3278	16.69
Tue	08/21/12	229.59758	1.20243	37	1.9646			-1.9646	9.00	x	x	21.3808	16.64
Wed	08/22/12	229.58671	1.20237	38	2.0176			-2.0176	9.06	x	x	21.4338	16.58
Thu	08/23/12	229.57584	1.20231	39	2.0706			-2.0706	9.12	x	x	21.4868	16.52
Fri	08/24/12	229.56497	1.20226	40	2.1236			-2.1236	9.17	x	x	21.5398	16.47
Mon	08/27/12	229.53235	1.20209	43	2.2825			-2.2825	9.34	x	x	21.6987	16.30
Tue	08/28/12	229.52148	1.20203	44	2.3355			-2.3355	9.40	x	x	21.7517	16.24
Wed	08/29/12	229.51061	1.20197	45	2.3884			-2.3884	9.46	x	x	21.8046	16.18
Thu	08/30/12	229.49974	1.20191	46	2.4414			-2.4414	9.52	x	x	21.8576	16.12
Fri	08/31/12	229.48887	1.20186	47	2.4943			-2.4943	9.57	x	x	21.9105	16.07
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	09/03/12	229.45307	1.20167	50	2.6531			-2.6531	9.76	x	x	22.0693	15.88
Tue	09/04/12	229.44060	1.20160	51	2.7060			-2.7060	9.83	x	x	22.1222	15.81
Wed	09/05/12	229.42813	1.20154	52	2.7590			-2.7590	9.89	x	x	22.1752	15.75
Thu	09/06/12	229.41567	1.20147	53	2.8119			-2.8119	9.96	x	x	22.2281	15.68
Fri	09/07/12	229.40320	1.20141	54	2.8648			-2.8648	10.02	x	x	22.2810	15.62
Mon	09/10/12	229.36580	1.20121	57	3.0234			-3.0234	10.22	x	x	22.4396	15.42
Tue	09/11/12	229.35333	1.20115	58	3.0763			-3.0763	10.28	x	x	22.4925	15.36
Wed	09/12/12	229.34087	1.20108	59	3.1292			-3.1292	10.35	x	x	22.5454	15.29
Thu	09/13/12	229.32840	1.20102	60	3.1821			-3.1821	10.41	x	x	22.5983	15.23
Fri	09/14/12	229.31593	1.20095	61	3.2349			-3.2349	10.48	x	x	22.6511	15.16
Mon	09/17/12	229.27853	1.20076	64	3.3935			-3.3935	10.67	x	x	22.8097	14.97
Tue	09/18/12	229.26607	1.20069	65	3.4463			-3.4463	10.74	x	x	22.8625	14.90
Wed	09/19/12	229.25360	1.20063	66	3.4991			-3.4991	10.80	x	x	22.9153	14.84
Thu	09/20/12	229.24113	1.20056	67	3.5519			-3.5519	10.87	x	x	22.9681	14.77
Fri	09/21/12	229.22867	1.20049	68	3.6047			-3.6047	10.94	x	x	23.0209	14.70
Mon	09/24/12	229.19127	1.20030	71	3.7632			-3.7632	11.13	x	x	23.1794	14.51
Tue	09/25/12	229.17880	1.20023	72	3.8159			-3.8159	11.20	x	x	23.2321	14.44
Wed	09/26/12	229.16633	1.20017	73	3.8688			-3.8688	11.26	x	x	23.2850	14.38
Thu	09/27/12	229.15387	1.20010	74	3.9215			-3.9215	11.33	x	x	23.3377	14.31
Fri	09/28/12	229.14140	1.20004	75	3.9743			-3.9743	11.39	x	x	23.3905	14.25
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	1.19984	78	4.1326			-4.1326	11.59	x	x	23.5488	14.05
Tue	10/02/12	229.14513	1.20006	79	4.1864			-4.1864	11.37	x	x	23.6026	14.27
Wed	10/03/12	229.18626	1.20027	80	4.2401			-4.2401	11.16	x	x	23.6563	14.48
Thu	10/04/12	229.22739	1.20049	81	4.2939			-4.2939	10.94	x	x	23.7101	14.70
Fri	10/05/12	229.26852	1.20070	82	4.3476			-4.3476	10.73	x	x	23.7638	14.91
Mon	10/08/12	229.39190	1.20135	85	4.5091			-4.5091	10.08	x	x	23.9253	15.56
Tue	10/09/12	229.43303	1.20157	86	4.5630			-4.5630	9.86	x	x	23.9792	15.78
Wed	10/10/12	229.47416	1.20178	87	4.6169			-4.6169	9.65	x	x	24.0331	15.99
Thu	10/11/12	229.51529	1.20200	88	4.6708			-4.6708	9.43	x	x	24.0870	16.21
Fri	10/12/12	229.55642	1.20221	89	4.7247			-4.7247	9.22	x	x	24.1409	16.42
Mon	10/15/12	229.67981	1.20286	92	4.8866			-4.8866	8.57	x	x	24.3028	17.07
Tue	10/16/12	229.72094	1.20307	93	4.9406			-4.9406	8.36	x	x	24.3568	17.28
Wed	10/17/12	229.76206	1.20329	94	4.9946			-4.9946	8.14	x	x	24.4108	17.50
Thu	10/18/12	229.80319	1.20350	95	5.0486			-5.0486	7.93	x	x	24.4648	17.71
Fri	10/19/12	229.84432	1.20372	96	5.1027			-5.1027	7.71	x	x	24.5189	17.93
Mon	10/22/12	229.96771	1.20437	99	5.2650			-5.2650	7.06	x	x	24.6812	18.58
Tue	10/23/12	230.00884	1.20458	100	5.3191			-5.3191	6.85	x	x	24.7353	18.79
Wed	10/24/12	230.04997	1.20480	101	5.3733			-5.3733	6.63	x	x	24.7895	19.01
Thu	10/25/12	230.09110	1.20501	102	5.4275			-5.4275	6.42	x	x	24.8437	19.22
Fri	10/26/12	230.13223	1.20523	103	5.4817			-5.4817	6.20	x	x	24.8979	19.44
Mon	10/29/12	230.25561	1.20587	106	5.6443			-5.6443	5.56	x	x	25.0605	20.08
Tue	10/30/12	230.29674	1.20609	107	5.6986			-5.6986	5.34	x	x	25.1148	20.30
Wed	10/31/12	230.33787	1.20630	108	5.7529			-5.7529	5.13	x	x	25.1691	20.51
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	1.20652	109	5.8072			-5.8072	4.91	x	x	25.2234	20.73
Fri	11/02/12	230.41327	1.20670	110	5.8613			-5.8613	4.73	x	x	25.2775	20.91
Mon	11/05/12	230.51607	1.20724	113	6.0239			-6.0239	4.19	x	x	25.4401	21.45
Tue	11/06/12	230.55033	1.20742	114	6.0781			-6.0781	4.01	x	x	25.4943	21.63
Wed	11/07/12	230.58460	1.20760	115	6.1323			-6.1323	3.83	x	x	25.5485	21.81
Thu	11/08/12	230.61887	1.20778	116	6.1866			-6.1866	3.65	x	x	25.6028	21.99
Fri	11/09/12	230.65313	1.20795	117	6.2408			-6.2408	3.48	x	x	25.6570	22.16
Mon	11/12/12	230.75593	1.20849	120	6.4037			-6.4037	2.94	x	x	25.8199	22.70
Tue	11/13/12	230.79020	1.20867	121	6.4580			-6.4580	2.76	x	x	25.8742	22.88
Wed	11/14/12	230.82447	1.20885	122	6.5124			-6.5124	2.58	x	x	25.9286	23.06
Thu	11/15/12	230.85873	1.20903	123	6.5667			-6.5667	2.40	x	x	25.9829	23.24
Fri	11/16/12	230.89300	1.20921	124	6.6211			-6.6211	2.22	x	x	26.0373	23.42
Mon	11/19/12	230.99580	1.20975	127	6.7843			-6.7843	1.68	x	x	26.2005	23.96
Tue	11/20/12	231.03007	1.20993	128	6.8387			-6.8387	1.50	x	x	26.2549	24.14
Wed	11/21/12	231.06433	1.21011	129	6.8932			-6.8932	1.32	x	x	26.3094	24.32
Thu	11/22/12	231.09860	1.21029	130	6.9477			-6.9477	1.14	x	x	26.3639	24.50
Fri	11/23/12	231.13287	1.21047	131	7.0021			-7.0021	0.96	x	x	26.4183	24.68
Mon	11/26/12	231.23567	1.21101	134	7.1657			-7.1657	0.42	x	x	26.5819	25.22
Tue	11/27/12	231.26993	1.21119	135	7.2202			-7.2202	0.24	x	x	26.6364	25.40
Wed	11/28/12	231.30420	1.21136	136	7.2747			-7.2747	0.07	x	x	26.6909	25.57
Thu	11/29/12	231.33847	1.21154	137	7.3293			-7.3293	-0.11	x	x	26.7455	25.75
Fri	11/30/12	231.37273	1.21172	138	7.3839			-7.3839	-0.29	x	x	26.8001	25.93
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	1.21187	141	7.5454			-7.5454	-0.44	x	x	26.9616	26.08
Tue	12/04/12	231.39829	1.21186	142	7.5988			-7.5988	-0.43	x	x	27.0150	26.07
Wed	12/05/12	231.39539	1.21184	143	7.6522			-7.6522	-0.41	x	x	27.0684	26.05
Thu	12/06/12	231.39248	1.21183	144	7.7057			-7.7057	-0.40	x	x	27.1219	26.04
Fri	12/07/12	231.38958	1.21181	145	7.7590			-7.7590	-0.38	x	x	27.1752	26.02
Mon	12/10/12	231.38087	1.21177	148	7.9193			-7.9193	-0.34	x	x	27.3355	25.98
Tue	12/11/12	231.37797	1.21175	149	7.9727			-7.9727	-0.32	x	x	27.3889	25.96
Wed	12/12/12	231.37506	1.21174	150	8.0261			-8.0261	-0.31	x	x	27.4423	25.95
Thu	12/13/12	231.37216	1.21172	151	8.0795			-8.0795	-0.29	x	x	27.4957	25.93
Fri	12/14/12	231.36926	1.21171	152	8.1329			-8.1329	-0.28	x	x	27.5491	25.92
Mon	12/17/12	231.36055	1.21166	155	8.2931			-8.2931	-0.23	x	x	27.7093	25.87
Tue	12/18/12	231.35765	1.21164	156	8.3465			-8.3465	-0.21	x	x	27.7627	25.85
Wed	12/19/12	231.35474	1.21163	157	8.3999			-8.3999	-0.20	x	x	27.8161	25.84
Thu	12/20/12	231.35184	1.21161	158	8.4533			-8.4533	-0.18	x	x	27.8695	25.82
Fri	12/21/12	231.34894	1.21160	159	8.5067			-8.5067	-0.17	x	x	27.9229	25.81
Mon	12/24/12	231.34023	1.21155	162	8.6669			-8.6669	-0.12	x	x	28.0831	25.76
Tue	12/25/12	231.33732	1.21154	163	8.7203			-8.7203	-0.11	x	x	28.1365	25.75
Wed	12/26/12	231.33442	1.21152	164	8.7736			-8.7736	-0.09	x	x	28.1898	25.73
Thu	12/27/12	231.33152	1.21151	165	8.8271			-8.8271	-0.08	x	x	28.2433	25.72
Fri	12/28/12	231.32861	1.21149	166	8.8804			-8.8804	-0.06	x	x	28.2966	25.70
Mon	12/31/12	231.31990	1.21145	169	9.0406			-9.0406	-0.02	x	x	28.4568	25.66
Tue	01/01/13	231.31700	1.21143

Generated 12/15/12 09:37