2% 20-Year Treasury Inflation Protected Security (TIPS) due January 15, 2026

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

CUSIP Number	912810FS2	Interest 01/15/12 (184 days)	$11.4036
Dated Date	January 15, 2006	Interest 07/15/12 (182 days)	$11.5864
Ref CPI on Dated Date	198.47742	Interest Total	$22.9900
Original Issue Date	January 31, 2006	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	1.14079	170	10.5399	x	x	12.4501	24.67			10.5399	0.00
Mon	01/02/12	226.41484	1.14076	171	10.6016	x	x	12.3884	24.70			10.6016	-0.03
Tue	01/03/12	226.40868	1.14073	172	10.6633	x	x	12.3267	24.73			10.6633	-0.06
Wed	01/04/12	226.40252	1.14070	173	10.7251	x	x	12.2649	24.76			10.7251	-0.09
Thu	01/05/12	226.39635	1.14067	174	10.7868	x	x	12.2032	24.79			10.7868	-0.12
Fri	01/06/12	226.39019	1.14063	175	10.8484	x	x	12.1416	24.83			10.8484	-0.16
Mon	01/09/12	226.37171	1.14054	178	11.0335	x	x	11.9565	24.92			11.0335	-0.25
Tue	01/10/12	226.36555	1.14051	179	11.0952	x	x	11.8948	24.95			11.0952	-0.28
Wed	01/11/12	226.35939	1.14048	180	11.1569	x	x	11.8331	24.98			11.1569	-0.31
Thu	01/12/12	226.35323	1.14045	181	11.2186	x	x	11.7714	25.01			11.2186	-0.34
Fri	01/13/12	226.34706	1.14042	182	11.2802	x	x	11.7098	25.04			11.2802	-0.37
Sun	01/15/12	226.33474	1.14036	0	0.0000		x	11.5864	25.10	x		11.4036	-0.43
Mon	01/16/12	226.32858	1.14032	1	0.0627		x	11.5237	25.14	x		11.4663	-0.47
Tue	01/17/12	226.32242	1.14029	2	0.1253		x	11.4611	25.17	x		11.5289	-0.50
Wed	01/18/12	226.31626	1.14026	3	0.1880		x	11.3984	25.20	x		11.5916	-0.53
Thu	01/19/12	226.31010	1.14023	4	0.2506		x	11.3358	25.23	x		11.6542	-0.56
Fri	01/20/12	226.30394	1.14020	5	0.3132		x	11.2732	25.26	x		11.7168	-0.59
Mon	01/23/12	226.28545	1.14011	8	0.5011		x	11.0853	25.35	x		11.9047	-0.68
Tue	01/24/12	226.27929	1.14008	9	0.5638		x	11.0226	25.38	x		11.9674	-0.71
Wed	01/25/12	226.27313	1.14004	10	0.6264		x	10.9600	25.42	x		12.0300	-0.75
Thu	01/26/12	226.26697	1.14001	11	0.6890		x	10.8974	25.45	x		12.0926	-0.78
Fri	01/27/12	226.26081	1.13998	12	0.7516		x	10.8348	25.48	x		12.1552	-0.81
Mon	01/30/12	226.24232	1.13989	15	0.9395		x	10.6469	25.57	x		12.3431	-0.90
Tue	01/31/12	226.23616	1.13986	16	1.0021		x	10.5843	25.60	x		12.4057	-0.93
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	02/01/12	226.23000	1.13983	17	1.0647		x	10.5217	25.63	x		12.4683	-0.96
Thu	02/02/12	226.21076	1.13973	18	1.1272		x	10.4592	25.73	x		12.5308	-1.06
Fri	02/03/12	226.19152	1.13963	19	1.1897		x	10.3967	25.83	x		12.5933	-1.16
Mon	02/06/12	226.13379	1.13934	22	1.3772		x	10.2092	26.12	x		12.7808	-1.45
Tue	02/07/12	226.11455	1.13925	23	1.4397		x	10.1467	26.21	x		12.8433	-1.54
Wed	02/08/12	226.09531	1.13915	24	1.5022		x	10.0842	26.31	x		12.9058	-1.64
Thu	02/09/12	226.07607	1.13905	25	1.5646		x	10.0218	26.41	x		12.9682	-1.74
Fri	02/10/12	226.05683	1.13895	26	1.6271		x	9.9593	26.51	x		13.0307	-1.84
Mon	02/13/12	225.99910	1.13866	29	1.8143		x	9.7721	26.80	x		13.2179	-2.13
Tue	02/14/12	225.97986	1.13857	30	1.8768		x	9.7096	26.89	x		13.2804	-2.22
Wed	02/15/12	225.96062	1.13847	31	1.9392		x	9.6472	26.99	x		13.3428	-2.32
Thu	02/16/12	225.94138	1.13837	32	2.0015		x	9.5849	27.09	x		13.4051	-2.42
Fri	02/17/12	225.92214	1.13828	33	2.0639		x	9.5225	27.18	x		13.4675	-2.51
Mon	02/20/12	225.86441	1.13799	36	2.2510		x	9.3354	27.47	x		13.6546	-2.80
Tue	02/21/12	225.84517	1.13789	37	2.3133		x	9.2731	27.57	x		13.7169	-2.90
Wed	02/22/12	225.82593	1.13779	38	2.3756		x	9.2108	27.67	x		13.7792	-3.00
Thu	02/23/12	225.80669	1.13769	39	2.4379		x	9.1485	27.77	x		13.8415	-3.10
Fri	02/24/12	225.78745	1.13760	40	2.5002		x	9.0862	27.86	x		13.9038	-3.19
Mon	02/27/12	225.72972	1.13731	43	2.6871		x	8.8993	28.15	x		14.0907	-3.48
Tue	02/28/12	225.71048	1.13721	44	2.7493		x	8.8371	28.25	x		14.1529	-3.58
Wed	02/29/12	225.69124	1.13711	45	2.8115		x	8.7749	28.35	x		14.2151	-3.68
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	1.13702	46	2.8738		x	8.7126	28.44	x		14.2774	-3.77
Fri	03/02/12	225.70403	1.13718	47	2.9367		x	8.6497	28.28	x		14.3403	-3.61
Mon	03/05/12	225.80013	1.13766	50	3.1254		x	8.4610	27.80	x		14.5290	-3.13
Tue	03/06/12	225.83216	1.13782	51	3.1884		x	8.3980	27.64	x		14.5920	-2.97
Wed	03/07/12	225.86419	1.13798	52	3.2514		x	8.3350	27.48	x		14.6550	-2.81
Thu	03/08/12	225.89623	1.13815	53	3.3144		x	8.2720	27.31	x		14.7180	-2.64
Fri	03/09/12	225.92826	1.13831	54	3.3774		x	8.2090	27.15	x		14.7810	-2.48
Mon	03/12/12	226.02435	1.13879	57	3.5665		x	8.0199	26.67	x		14.9701	-2.00
Tue	03/13/12	226.05639	1.13895	58	3.6296		x	7.9568	26.51	x		15.0332	-1.84
Wed	03/14/12	226.08842	1.13911	59	3.6927		x	7.8937	26.35	x		15.0963	-1.68
Thu	03/15/12	226.12045	1.13928	60	3.7559		x	7.8305	26.18	x		15.1595	-1.51
Fri	03/16/12	226.15248	1.13944	61	3.8190		x	7.7674	26.02	x		15.2226	-1.35
Mon	03/19/12	226.24858	1.13992	64	4.0085		x	7.5779	25.54	x		15.4121	-0.87
Tue	03/20/12	226.28061	1.14008	65	4.0717		x	7.5147	25.38	x		15.4753	-0.71
Wed	03/21/12	226.31265	1.14024	66	4.1349		x	7.4515	25.22	x		15.5385	-0.55
Thu	03/22/12	226.34468	1.14041	67	4.1982		x	7.3882	25.05	x		15.6018	-0.38
Fri	03/23/12	226.37671	1.14057	68	4.2615		x	7.3249	24.89	x		15.6651	-0.22
Mon	03/26/12	226.47281	1.14105	71	4.4513		x	7.1351	24.41	x		15.8549	0.26
Tue	03/27/12	226.50484	1.14121	72	4.5147		x	7.0717	24.25	x		15.9183	0.42
Wed	03/28/12	226.53687	1.14137	73	4.5780		x	7.0084	24.09	x		15.9816	0.58
Thu	03/29/12	226.56890	1.14153	74	4.6414		x	6.9450	23.93	x		16.0450	0.74
Fri	03/30/12	226.60094	1.14170	75	4.7048		x	6.8816	23.76	x		16.1084	0.91
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	1.14219	78	4.8951		x	6.6913	23.27	x		16.2987	1.40
Tue	04/03/12	226.73153	1.14235	79	4.9586		x	6.6278	23.11	x		16.3622	1.56
Wed	04/04/12	226.76480	1.14252	80	5.0221		x	6.5643	22.94	x		16.4257	1.73
Thu	04/05/12	226.79807	1.14269	81	5.0856		x	6.5008	22.77	x		16.4892	1.90
Fri	04/06/12	226.83133	1.14286	82	5.1491		x	6.4373	22.60	x		16.5527	2.07
Mon	04/09/12	226.93113	1.14336	85	5.3399		x	6.2465	22.10	x		16.7435	2.57
Tue	04/10/12	226.96440	1.14353	86	5.4035		x	6.1829	21.93	x		16.8071	2.74
Wed	04/11/12	226.99767	1.14370	87	5.4671		x	6.1193	21.76	x		16.8707	2.91
Thu	04/12/12	227.03093	1.14386	88	5.5308		x	6.0556	21.60	x		16.9344	3.07
Fri	04/13/12	227.06420	1.14403	89	5.5944		x	5.9920	21.43	x		16.9980	3.24
Mon	04/16/12	227.16400	1.14453	92	5.7855		x	5.8009	20.93	x		17.1891	3.74
Tue	04/17/12	227.19727	1.14470	93	5.8493		x	5.7371	20.76	x		17.2529	3.91
Wed	04/18/12	227.23053	1.14487	94	5.9131		x	5.6733	20.59	x		17.3167	4.08
Thu	04/19/12	227.26380	1.14504	95	5.9769		x	5.6095	20.42	x		17.3805	4.25
Fri	04/20/12	227.29707	1.14520	96	6.0406		x	5.5458	20.26	x		17.4442	4.41
Mon	04/23/12	227.39687	1.14571	99	6.2322		x	5.3542	19.75	x		17.6358	4.92
Tue	04/24/12	227.43013	1.14587	100	6.2960		x	5.2904	19.59	x		17.6996	5.08
Wed	04/25/12	227.46340	1.14604	101	6.3599		x	5.2265	19.42	x		17.7635	5.25
Thu	04/26/12	227.49667	1.14621	102	6.4238		x	5.1626	19.25	x		17.8274	5.42
Fri	04/27/12	227.52993	1.14638	103	6.4878		x	5.0986	19.08	x		17.8914	5.59
Mon	04/30/12	227.62973	1.14688	106	6.6796		x	4.9068	18.58	x		18.0832	6.09
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	1.14705	107	6.7436		x	4.8428	18.41	x		18.1472	6.26
Wed	05/02/12	227.71877	1.14733	108	6.8083		x	4.7781	18.13	x		18.2119	6.54
Thu	05/03/12	227.77455	1.14761	109	6.8730		x	4.7134	17.85	x		18.2766	6.82
Fri	05/04/12	227.83032	1.14789	110	6.9378		x	4.6486	17.57	x		18.3414	7.10
Mon	05/07/12	227.99765	1.14873	113	7.1322		x	4.4542	16.73	x		18.5358	7.94
Tue	05/08/12	228.05342	1.14901	114	7.1971		x	4.3893	16.45	x		18.6007	8.22
Wed	05/09/12	228.10919	1.14930	115	7.2621		x	4.3243	16.16	x		18.6657	8.51
Thu	05/10/12	228.16497	1.14958	116	7.3270		x	4.2594	15.88	x		18.7306	8.79
Fri	05/11/12	228.22074	1.14986	117	7.3920		x	4.1944	15.60	x		18.7956	9.07
Mon	05/14/12	228.38806	1.15070	120	7.5870		x	3.9994	14.76	x		18.9906	9.91
Tue	05/15/12	228.44384	1.15098	121	7.6521		x	3.9343	14.48	x		19.0557	10.19
Wed	05/16/12	228.49961	1.15126	122	7.7172		x	3.8692	14.20	x		19.1208	10.47
Thu	05/17/12	228.55539	1.15154	123	7.7824		x	3.8040	13.92	x		19.1860	10.75
Fri	05/18/12	228.61116	1.15182	124	7.8476		x	3.7388	13.64	x		19.2512	11.03
Mon	05/21/12	228.77848	1.15267	127	8.0434		x	3.5430	12.79	x		19.4470	11.88
Tue	05/22/12	228.83426	1.15295	128	8.1087		x	3.4777	12.51	x		19.5123	12.16
Wed	05/23/12	228.89003	1.15323	129	8.1740		x	3.4124	12.23	x		19.5776	12.44
Thu	05/24/12	228.94581	1.15351	130	8.2394		x	3.3470	11.95	x		19.6430	12.72
Fri	05/25/12	229.00158	1.15379	131	8.3048		x	3.2816	11.67	x		19.7084	13.00
Mon	05/28/12	229.16890	1.15463	134	8.5011		x	3.0853	10.83	x		19.9047	13.84
Tue	05/29/12	229.22468	1.15492	135	8.5667		x	3.0197	10.54	x		19.9703	14.13
Wed	05/30/12	229.28045	1.15520	136	8.6323		x	2.9541	10.26	x		20.0359	14.41
Thu	05/31/12	229.33623	1.15548	137	8.6978		x	2.8886	9.98	x		20.1014	14.69
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	1.15576	138	8.7635		x	2.8229	9.70	x		20.1671	14.97
Mon	06/04/12	229.46130	1.15611	141	8.9567		x	2.6297	9.35	x		20.3603	15.32
Tue	06/05/12	229.48440	1.15622	142	9.0211		x	2.5653	9.24	x		20.4247	15.43
Wed	06/06/12	229.50750	1.15634	143	9.0855		x	2.5009	9.12	x		20.4891	15.55
Thu	06/07/12	229.53060	1.15646	144	9.1500		x	2.4364	9.00	x		20.5536	15.67
Fri	06/08/12	229.55370	1.15657	145	9.2144		x	2.3720	8.89	x		20.6180	15.78
Mon	06/11/12	229.62300	1.15692	148	9.4079		x	2.1785	8.54	x		20.8115	16.13
Tue	06/12/12	229.64610	1.15704	149	9.4725		x	2.1139	8.42	x		20.8761	16.25
Wed	06/13/12	229.66920	1.15716	150	9.5370		x	2.0494	8.30	x		20.9406	16.37
Thu	06/14/12	229.69230	1.15727	151	9.6015		x	1.9849	8.19	x		21.0051	16.48
Fri	06/15/12	229.71540	1.15739	152	9.6661		x	1.9203	8.07	x		21.0697	16.60
Mon	06/18/12	229.78470	1.15774	155	9.8599		x	1.7265	7.72	x		21.2635	16.95
Tue	06/19/12	229.80780	1.15785	156	9.9244		x	1.6620	7.61	x		21.3280	17.06
Wed	06/20/12	229.83090	1.15797	157	9.9891		x	1.5973	7.49	x		21.3927	17.18
Thu	06/21/12	229.85400	1.15809	158	10.0537		x	1.5327	7.37	x		21.4573	17.30
Fri	06/22/12	229.87710	1.15820	159	10.1183		x	1.4681	7.26	x		21.5219	17.41
Mon	06/25/12	229.94640	1.15855	162	10.3124		x	1.2740	6.91	x		21.7160	17.76
Tue	06/26/12	229.96950	1.15867	163	10.3771		x	1.2093	6.79	x		21.7807	17.88
Wed	06/27/12	229.99260	1.15878	164	10.4418		x	1.1446	6.68	x		21.8454	17.99
Thu	06/28/12	230.01570	1.15890	165	10.5065		x	1.0799	6.56	x		21.9101	18.11
Fri	06/29/12	230.03880	1.15902	166	10.5713		x	1.0151	6.44	x		21.9749	18.23
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	1.15921	169	10.7641		x	0.8223	6.25	x		22.1677	18.42
Tue	07/03/12	230.06758	1.15916	170	10.8273		x	0.7591	6.30	x		22.2309	18.37
Wed	07/04/12	230.05887	1.15912	171	10.8906		x	0.6958	6.34	x		22.2942	18.33
Thu	07/05/12	230.05016	1.15907	172	10.9538		x	0.6326	6.39	x		22.3574	18.28
Fri	07/06/12	230.04145	1.15903	173	11.0172		x	0.5692	6.43	x		22.4208	18.24
Mon	07/09/12	230.01532	1.15890	176	11.2069		x	0.3795	6.56	x		22.6105	18.11
Tue	07/10/12	230.00661	1.15886	177	11.2702		x	0.3162	6.60	x		22.6738	18.07
Wed	07/11/12	229.99790	1.15881	178	11.3334		x	0.2530	6.65	x		22.7370	18.02
Thu	07/12/12	229.98919	1.15877	179	11.3967		x	0.1897	6.69	x		22.8003	17.98
Fri	07/13/12	229.98048	1.15872	180	11.4599		x	0.1265	6.74	x		22.8635	17.93
Sun	07/15/12	229.96306	1.15864	0	0.0000			0.0000	6.82	x	x	22.9900	17.85
Mon	07/16/12	229.95435	1.15859	1	0.0630			-0.0630	6.87	x	x	23.0530	17.80
Tue	07/17/12	229.94565	1.15855	2	0.1259			-0.1259	6.91	x	x	23.1159	17.76
Wed	07/18/12	229.93694	1.15850	3	0.1889			-0.1889	6.96	x	x	23.1789	17.71
Thu	07/19/12	229.92823	1.15846	4	0.2518			-0.2518	7.00	x	x	23.2418	17.67
Fri	07/20/12	229.91952	1.15842	5	0.3148			-0.3148	7.04	x	x	23.3048	17.63
Mon	07/23/12	229.89339	1.15828	8	0.5036			-0.5036	7.18	x	x	23.4936	17.49
Tue	07/24/12	229.88468	1.15824	9	0.5665			-0.5665	7.22	x	x	23.5565	17.45
Wed	07/25/12	229.87597	1.15820	10	0.6295			-0.6295	7.26	x	x	23.6195	17.41
Thu	07/26/12	229.86726	1.15815	11	0.6924			-0.6924	7.31	x	x	23.6824	17.36
Fri	07/27/12	229.85855	1.15811	12	0.7553			-0.7553	7.35	x	x	23.7453	17.32
Mon	07/30/12	229.83242	1.15798	15	0.9440			-0.9440	7.48	x	x	23.9340	17.19
Tue	07/31/12	229.82371	1.15793	16	1.0069			-1.0069	7.53	x	x	23.9969	17.14
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	1.15789	17	1.0698			-1.0698	7.57	x	x	24.0598	17.10
Thu	08/02/12	229.80413	1.15784	18	1.1327			-1.1327	7.62	x	x	24.1227	17.05
Fri	08/03/12	229.79326	1.15778	19	1.1955			-1.1955	7.68	x	x	24.1855	16.99
Mon	08/06/12	229.76065	1.15762	22	1.3841			-1.3841	7.84	x	x	24.3741	16.83
Tue	08/07/12	229.74977	1.15756	23	1.4470			-1.4470	7.90	x	x	24.4370	16.77
Wed	08/08/12	229.73890	1.15751	24	1.5098			-1.5098	7.95	x	x	24.4998	16.72
Thu	08/09/12	229.72803	1.15745	25	1.5726			-1.5726	8.01	x	x	24.5626	16.66
Fri	08/10/12	229.71716	1.15740	26	1.6355			-1.6355	8.06	x	x	24.6255	16.61
Mon	08/13/12	229.68455	1.15723	29	1.8239			-1.8239	8.23	x	x	24.8139	16.44
Tue	08/14/12	229.67368	1.15718	30	1.8867			-1.8867	8.28	x	x	24.8767	16.39
Wed	08/15/12	229.66281	1.15712	31	1.9495			-1.9495	8.34	x	x	24.9395	16.33
Thu	08/16/12	229.65194	1.15707	32	2.0123			-2.0123	8.39	x	x	25.0023	16.28
Fri	08/17/12	229.64106	1.15701	33	2.0751			-2.0751	8.45	x	x	25.0651	16.22
Mon	08/20/12	229.60845	1.15685	36	2.2634			-2.2634	8.61	x	x	25.2534	16.06
Tue	08/21/12	229.59758	1.15679	37	2.3262			-2.3262	8.67	x	x	25.3162	16.00
Wed	08/22/12	229.58671	1.15674	38	2.3889			-2.3889	8.72	x	x	25.3789	15.95
Thu	08/23/12	229.57584	1.15668	39	2.4517			-2.4517	8.78	x	x	25.4417	15.89
Fri	08/24/12	229.56497	1.15663	40	2.5144			-2.5144	8.83	x	x	25.5044	15.84
Mon	08/27/12	229.53235	1.15647	43	2.7026			-2.7026	8.99	x	x	25.6926	15.68
Tue	08/28/12	229.52148	1.15641	44	2.7653			-2.7653	9.05	x	x	25.7553	15.62
Wed	08/29/12	229.51061	1.15636	45	2.8281			-2.8281	9.10	x	x	25.8181	15.57
Thu	08/30/12	229.49974	1.15630	46	2.8908			-2.8908	9.16	x	x	25.8808	15.51
Fri	08/31/12	229.48887	1.15625	47	2.9535			-2.9535	9.21	x	x	25.9435	15.46
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	09/03/12	229.45307	1.15607	50	3.1415			-3.1415	9.39	x	x	26.1315	15.28
Tue	09/04/12	229.44060	1.15600	51	3.2041			-3.2041	9.46	x	x	26.1941	15.21
Wed	09/05/12	229.42813	1.15594	52	3.2668			-3.2668	9.52	x	x	26.2568	15.15
Thu	09/06/12	229.41567	1.15588	53	3.3294			-3.3294	9.58	x	x	26.3194	15.09
Fri	09/07/12	229.40320	1.15582	54	3.3921			-3.3921	9.64	x	x	26.3821	15.03
Mon	09/10/12	229.36580	1.15563	57	3.5799			-3.5799	9.83	x	x	26.5699	14.84
Tue	09/11/12	229.35333	1.15556	58	3.6425			-3.6425	9.90	x	x	26.6325	14.77
Wed	09/12/12	229.34087	1.15550	59	3.7051			-3.7051	9.96	x	x	26.6951	14.71
Thu	09/13/12	229.32840	1.15544	60	3.7677			-3.7677	10.02	x	x	26.7577	14.65
Fri	09/14/12	229.31593	1.15538	61	3.8303			-3.8303	10.08	x	x	26.8203	14.59
Mon	09/17/12	229.27853	1.15519	64	4.0181			-4.0181	10.27	x	x	27.0081	14.40
Tue	09/18/12	229.26607	1.15512	65	4.0806			-4.0806	10.34	x	x	27.0706	14.33
Wed	09/19/12	229.25360	1.15506	66	4.1431			-4.1431	10.40	x	x	27.1331	14.27
Thu	09/20/12	229.24113	1.15500	67	4.2057			-4.2057	10.46	x	x	27.1957	14.21
Fri	09/21/12	229.22867	1.15494	68	4.2683			-4.2683	10.52	x	x	27.2583	14.15
Mon	09/24/12	229.19127	1.15475	71	4.4558			-4.4558	10.71	x	x	27.4458	13.96
Tue	09/25/12	229.17880	1.15468	72	4.5183			-4.5183	10.78	x	x	27.5083	13.89
Wed	09/26/12	229.16633	1.15462	73	4.5808			-4.5808	10.84	x	x	27.5708	13.83
Thu	09/27/12	229.15387	1.15456	74	4.6433			-4.6433	10.90	x	x	27.6333	13.77
Fri	09/28/12	229.14140	1.15450	75	4.7058			-4.7058	10.96	x	x	27.6958	13.71
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	1.15431	78	4.8933			-4.8933	11.15	x	x	27.8833	13.52
Tue	10/02/12	229.14513	1.15451	79	4.9569			-4.9569	10.95	x	x	27.9469	13.72
Wed	10/03/12	229.18626	1.15472	80	5.0205			-5.0205	10.74	x	x	28.0105	13.93
Thu	10/04/12	229.22739	1.15493	81	5.0842			-5.0842	10.53	x	x	28.0742	14.14
Fri	10/05/12	229.26852	1.15514	82	5.1479			-5.1479	10.32	x	x	28.1379	14.35
Mon	10/08/12	229.39190	1.15576	85	5.3391			-5.3391	9.70	x	x	28.3291	14.97
Tue	10/09/12	229.43303	1.15597	86	5.4029			-5.4029	9.49	x	x	28.3929	15.18
Wed	10/10/12	229.47416	1.15617	87	5.4667			-5.4667	9.29	x	x	28.4567	15.38
Thu	10/11/12	229.51529	1.15638	88	5.5305			-5.5305	9.08	x	x	28.5205	15.59
Fri	10/12/12	229.55642	1.15659	89	5.5944			-5.5944	8.87	x	x	28.5844	15.80
Mon	10/15/12	229.67981	1.15721	92	5.7861			-5.7861	8.25	x	x	28.7761	16.42
Tue	10/16/12	229.72094	1.15742	93	5.8500			-5.8500	8.04	x	x	28.8400	16.63
Wed	10/17/12	229.76206	1.15762	94	5.9139			-5.9139	7.84	x	x	28.9039	16.83
Thu	10/18/12	229.80319	1.15783	95	5.9779			-5.9779	7.63	x	x	28.9679	17.04
Fri	10/19/12	229.84432	1.15804	96	6.0419			-6.0419	7.42	x	x	29.0319	17.25
Mon	10/22/12	229.96771	1.15866	99	6.2341			-6.2341	6.80	x	x	29.2241	17.87
Tue	10/23/12	230.00884	1.15887	100	6.2982			-6.2982	6.59	x	x	29.2882	18.08
Wed	10/24/12	230.04997	1.15907	101	6.3623			-6.3623	6.39	x	x	29.3523	18.28
Thu	10/25/12	230.09110	1.15928	102	6.4264			-6.4264	6.18	x	x	29.4164	18.49
Fri	10/26/12	230.13223	1.15949	103	6.4906			-6.4906	5.97	x	x	29.4806	18.70
Mon	10/29/12	230.25561	1.16011	106	6.6832			-6.6832	5.35	x	x	29.6732	19.32
Tue	10/30/12	230.29674	1.16032	107	6.7475			-6.7475	5.14	x	x	29.7375	19.53
Wed	10/31/12	230.33787	1.16052	108	6.8117			-6.8117	4.94	x	x	29.8017	19.73
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	1.16073	109	6.8761			-6.8761	4.73	x	x	29.8661	19.94
Fri	11/02/12	230.41327	1.16090	110	6.9402			-6.9402	4.56	x	x	29.9302	20.11
Mon	11/05/12	230.51607	1.16142	113	7.1326			-7.1326	4.04	x	x	30.1226	20.63
Tue	11/06/12	230.55033	1.16159	114	7.1968			-7.1968	3.87	x	x	30.1868	20.80
Wed	11/07/12	230.58460	1.16177	115	7.2611			-7.2611	3.69	x	x	30.2511	20.98
Thu	11/08/12	230.61887	1.16194	116	7.3253			-7.3253	3.52	x	x	30.3153	21.15
Fri	11/09/12	230.65313	1.16211	117	7.3895			-7.3895	3.35	x	x	30.3795	21.32
Mon	11/12/12	230.75593	1.16263	120	7.5824			-7.5824	2.83	x	x	30.5724	21.84
Tue	11/13/12	230.79020	1.16280	121	7.6467			-7.6467	2.66	x	x	30.6367	22.01
Wed	11/14/12	230.82447	1.16298	122	7.7111			-7.7111	2.48	x	x	30.7011	22.19
Thu	11/15/12	230.85873	1.16315	123	7.7754			-7.7754	2.31	x	x	30.7654	22.36
Fri	11/16/12	230.89300	1.16332	124	7.8398			-7.8398	2.14	x	x	30.8298	22.53
Mon	11/19/12	230.99580	1.16384	127	8.0330			-8.0330	1.62	x	x	31.0230	23.05
Tue	11/20/12	231.03007	1.16401	128	8.0975			-8.0975	1.45	x	x	31.0875	23.22
Wed	11/21/12	231.06433	1.16418	129	8.1619			-8.1619	1.28	x	x	31.1519	23.39
Thu	11/22/12	231.09860	1.16436	130	8.2265			-8.2265	1.10	x	x	31.2165	23.57
Fri	11/23/12	231.13287	1.16453	131	8.2909			-8.2909	0.93	x	x	31.2809	23.74
Mon	11/26/12	231.23567	1.16505	134	8.4846			-8.4846	0.41	x	x	31.4746	24.26
Tue	11/27/12	231.26993	1.16522	135	8.5492			-8.5492	0.24	x	x	31.5392	24.43
Wed	11/28/12	231.30420	1.16539	136	8.6138			-8.6138	0.07	x	x	31.6038	24.60
Thu	11/29/12	231.33847	1.16557	137	8.6784			-8.6784	-0.11	x	x	31.6684	24.78
Fri	11/30/12	231.37273	1.16574	138	8.7431			-8.7431	-0.28	x	x	31.7331	24.95
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	12/03/12	231.40119	1.16588	141	8.9342			-8.9342	-0.42	x	x	31.9242	25.09
Tue	12/04/12	231.39829	1.16587	142	8.9975			-8.9975	-0.41	x	x	31.9875	25.08
Wed	12/05/12	231.39539	1.16585	143	9.0607			-9.0607	-0.39	x	x	32.0507	25.06
Thu	12/06/12	231.39248	1.16584	144	9.1240			-9.1240	-0.38	x	x	32.1140	25.05
Fri	12/07/12	231.38958	1.16582	145	9.1872			-9.1872	-0.36	x	x	32.1772	25.03
Mon	12/10/12	231.38087	1.16578	148	9.3769			-9.3769	-0.32	x	x	32.3669	24.99
Tue	12/11/12	231.37797	1.16576	149	9.4401			-9.4401	-0.30	x	x	32.4301	24.97
Wed	12/12/12	231.37506	1.16575	150	9.5034			-9.5034	-0.29	x	x	32.4934	24.96
Thu	12/13/12	231.37216	1.16574	151	9.5667			-9.5667	-0.28	x	x	32.5567	24.95
Fri	12/14/12	231.36926	1.16572	152	9.6299			-9.6299	-0.26	x	x	32.6199	24.93
Mon	12/17/12	231.36055	1.16568	155	9.8196			-9.8196	-0.22	x	x	32.8096	24.89
Tue	12/18/12	231.35765	1.16566	156	9.8828			-9.8828	-0.20	x	x	32.8728	24.87
Wed	12/19/12	231.35474	1.16565	157	9.9460			-9.9460	-0.19	x	x	32.9360	24.86
Thu	12/20/12	231.35184	1.16563	158	10.0092			-10.0092	-0.17	x	x	32.9992	24.84
Fri	12/21/12	231.34894	1.16562	159	10.0725			-10.0725	-0.16	x	x	33.0625	24.83
Mon	12/24/12	231.34023	1.16557	162	10.2621			-10.2621	-0.11	x	x	33.2521	24.78
Tue	12/25/12	231.33732	1.16556	163	10.3253			-10.3253	-0.10	x	x	33.3153	24.77
Wed	12/26/12	231.33442	1.16555	164	10.3886			-10.3886	-0.09	x	x	33.3786	24.76
Thu	12/27/12	231.33152	1.16553	165	10.4518			-10.4518	-0.07	x	x	33.4418	24.74
Fri	12/28/12	231.32861	1.16552	166	10.5150			-10.5150	-0.06	x	x	33.5050	24.73
Mon	12/31/12	231.31990	1.16547	169	10.7046			-10.7046	-0.01	x	x	33.6946	24.68
Tue	01/01/13	231.31700	1.16546

Generated 12/15/12 09:38