1.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2020

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

CUSIP Number	912828MF4	Interest 01/15/12 (184 days)	$7.1957
Dated Date	January 15, 2010	Interest 07/15/12 (182 days)	$7.3111
Ref CPI on Dated Date	216.24610	Interest Total	$14.5068
Original Issue Date	January 15, 2010	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	1.04705	170	6.6508	x	x	7.8560	22.64			6.6508	0.00
Mon	01/02/12	226.41484	1.04702	171	6.6897	x	x	7.8171	22.67			6.6897	-0.03
Tue	01/03/12	226.40868	1.04700	172	6.7287	x	x	7.7781	22.69			6.7287	-0.05
Wed	01/04/12	226.40252	1.04697	173	6.7676	x	x	7.7392	22.72			6.7676	-0.08
Thu	01/05/12	226.39635	1.04694	174	6.8065	x	x	7.7003	22.75			6.8065	-0.11
Fri	01/06/12	226.39019	1.04691	175	6.8455	x	x	7.6613	22.78			6.8455	-0.14
Mon	01/09/12	226.37171	1.04682	178	6.9622	x	x	7.5446	22.87			6.9622	-0.23
Tue	01/10/12	226.36555	1.04680	179	7.0012	x	x	7.5056	22.89			7.0012	-0.25
Wed	01/11/12	226.35939	1.04677	180	7.0401	x	x	7.4667	22.92			7.0401	-0.28
Thu	01/12/12	226.35323	1.04674	181	7.0790	x	x	7.4278	22.95			7.0790	-0.31
Fri	01/13/12	226.34706	1.04671	182	7.1179	x	x	7.3889	22.98			7.1179	-0.34
Sun	01/15/12	226.33474	1.04665	0	0.0000		x	7.3111	23.04	x		7.1957	-0.40
Mon	01/16/12	226.32858	1.04663	1	0.0395		x	7.2716	23.06	x		7.2352	-0.42
Tue	01/17/12	226.32242	1.04660	2	0.0791		x	7.2320	23.09	x		7.2748	-0.45
Wed	01/18/12	226.31626	1.04657	3	0.1186		x	7.1925	23.12	x		7.3143	-0.48
Thu	01/19/12	226.31010	1.04654	4	0.1581		x	7.1530	23.15	x		7.3538	-0.51
Fri	01/20/12	226.30394	1.04651	5	0.1977		x	7.1134	23.18	x		7.3934	-0.54
Mon	01/23/12	226.28545	1.04643	8	0.3162		x	6.9949	23.26	x		7.5119	-0.62
Tue	01/24/12	226.27929	1.04640	9	0.3557		x	6.9554	23.29	x		7.5514	-0.65
Wed	01/25/12	226.27313	1.04637	10	0.3953		x	6.9158	23.32	x		7.5910	-0.68
Thu	01/26/12	226.26697	1.04634	11	0.4348		x	6.8763	23.35	x		7.6305	-0.71
Fri	01/27/12	226.26081	1.04631	12	0.4743		x	6.8368	23.38	x		7.6700	-0.74
Mon	01/30/12	226.24232	1.04623	15	0.5928		x	6.7183	23.46	x		7.7885	-0.82
Tue	01/31/12	226.23616	1.04620	16	0.6323		x	6.6788	23.49	x		7.8280	-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	1.04617	17	0.6718		x	6.6393	23.52	x		7.8675	-0.88
Thu	02/02/12	226.21076	1.04608	18	0.7113		x	6.5998	23.61	x		7.9070	-0.97
Fri	02/03/12	226.19152	1.04599	19	0.7507		x	6.5604	23.70	x		7.9464	-1.06
Mon	02/06/12	226.13379	1.04572	22	0.8690		x	6.4421	23.97	x		8.0647	-1.33
Tue	02/07/12	226.11455	1.04564	23	0.9085		x	6.4026	24.05	x		8.1042	-1.41
Wed	02/08/12	226.09531	1.04555	24	0.9479		x	6.3632	24.14	x		8.1436	-1.50
Thu	02/09/12	226.07607	1.04546	25	0.9873		x	6.3238	24.23	x		8.1830	-1.59
Fri	02/10/12	226.05683	1.04537	26	1.0267		x	6.2844	24.32	x		8.2224	-1.68
Mon	02/13/12	225.99910	1.04510	29	1.1449		x	6.1662	24.59	x		8.3406	-1.95
Tue	02/14/12	225.97986	1.04501	30	1.1842		x	6.1269	24.68	x		8.3799	-2.04
Wed	02/15/12	225.96062	1.04492	31	1.2236		x	6.0875	24.77	x		8.4193	-2.13
Thu	02/16/12	225.94138	1.04483	32	1.2630		x	6.0481	24.86	x		8.4587	-2.22
Fri	02/17/12	225.92214	1.04475	33	1.3023		x	6.0088	24.94	x		8.4980	-2.30
Mon	02/20/12	225.86441	1.04448	36	1.4204		x	5.8907	25.21	x		8.6161	-2.57
Tue	02/21/12	225.84517	1.04439	37	1.4597		x	5.8514	25.30	x		8.6554	-2.66
Wed	02/22/12	225.82593	1.04430	38	1.4990		x	5.8121	25.39	x		8.6947	-2.75
Thu	02/23/12	225.80669	1.04421	39	1.5383		x	5.7728	25.48	x		8.7340	-2.84
Fri	02/24/12	225.78745	1.04412	40	1.5777		x	5.7334	25.57	x		8.7734	-2.93
Mon	02/27/12	225.72972	1.04386	43	1.6956		x	5.6155	25.83	x		8.8913	-3.19
Tue	02/28/12	225.71048	1.04377	44	1.7348		x	5.5763	25.92	x		8.9305	-3.28
Wed	02/29/12	225.69124	1.04368	45	1.7741		x	5.5370	26.01	x		8.9698	-3.37
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	1.04359	46	1.8134		x	5.4977	26.10	x		9.0091	-3.46
Fri	03/02/12	225.70403	1.04374	47	1.8531		x	5.4580	25.95	x		9.0488	-3.31
Mon	03/05/12	225.80013	1.04418	50	1.9722		x	5.3389	25.51	x		9.1679	-2.87
Tue	03/06/12	225.83216	1.04433	51	2.0119		x	5.2992	25.36	x		9.2076	-2.72
Wed	03/07/12	225.86419	1.04448	52	2.0517		x	5.2594	25.21	x		9.2474	-2.57
Thu	03/08/12	225.89623	1.04463	53	2.0914		x	5.2197	25.06	x		9.2871	-2.42
Fri	03/09/12	225.92826	1.04477	54	2.1312		x	5.1799	24.92	x		9.3269	-2.28
Mon	03/12/12	226.02435	1.04522	57	2.2505		x	5.0606	24.47	x		9.4462	-1.83
Tue	03/13/12	226.05639	1.04537	58	2.2903		x	5.0208	24.32	x		9.4860	-1.68
Wed	03/14/12	226.08842	1.04551	59	2.3301		x	4.9810	24.18	x		9.5258	-1.54
Thu	03/15/12	226.12045	1.04566	60	2.3700		x	4.9411	24.03	x		9.5657	-1.39
Fri	03/16/12	226.15248	1.04581	61	2.4098		x	4.9013	23.88	x		9.6055	-1.24
Mon	03/19/12	226.24858	1.04626	64	2.5294		x	4.7817	23.43	x		9.7251	-0.79
Tue	03/20/12	226.28061	1.04640	65	2.5693		x	4.7418	23.29	x		9.7650	-0.65
Wed	03/21/12	226.31265	1.04655	66	2.6092		x	4.7019	23.14	x		9.8049	-0.50
Thu	03/22/12	226.34468	1.04670	67	2.6491		x	4.6620	22.99	x		9.8448	-0.35
Fri	03/23/12	226.37671	1.04685	68	2.6890		x	4.6221	22.84	x		9.8847	-0.20
Mon	03/26/12	226.47281	1.04729	71	2.8088		x	4.5023	22.40	x		10.0045	0.24
Tue	03/27/12	226.50484	1.04744	72	2.8488		x	4.4623	22.25	x		10.0445	0.39
Wed	03/28/12	226.53687	1.04759	73	2.8888		x	4.4223	22.10	x		10.0845	0.54
Thu	03/29/12	226.56890	1.04774	74	2.9288		x	4.3823	21.95	x		10.1245	0.69
Fri	03/30/12	226.60094	1.04788	75	2.9688		x	4.3423	21.81	x		10.1645	0.83
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	1.04833	78	3.0888		x	4.2223	21.36	x		10.2845	1.28
Tue	04/03/12	226.73153	1.04849	79	3.1289		x	4.1822	21.20	x		10.3246	1.44
Wed	04/04/12	226.76480	1.04864	80	3.1690		x	4.1421	21.05	x		10.3647	1.59
Thu	04/05/12	226.79807	1.04880	81	3.2091		x	4.1020	20.89	x		10.4048	1.75
Fri	04/06/12	226.83133	1.04895	82	3.2492		x	4.0619	20.74	x		10.4449	1.90
Mon	04/09/12	226.93113	1.04941	85	3.3695		x	3.9416	20.28	x		10.5652	2.36
Tue	04/10/12	226.96440	1.04957	86	3.4097		x	3.9014	20.12	x		10.6054	2.52
Wed	04/11/12	226.99767	1.04972	87	3.4498		x	3.8613	19.97	x		10.6455	2.67
Thu	04/12/12	227.03093	1.04987	88	3.4900		x	3.8211	19.82	x		10.6857	2.82
Fri	04/13/12	227.06420	1.05003	89	3.5301		x	3.7810	19.66	x		10.7258	2.98
Mon	04/16/12	227.16400	1.05049	92	3.6507		x	3.6604	19.20	x		10.8464	3.44
Tue	04/17/12	227.19727	1.05064	93	3.6910		x	3.6201	19.05	x		10.8867	3.59
Wed	04/18/12	227.23053	1.05080	94	3.7312		x	3.5799	18.89	x		10.9269	3.75
Thu	04/19/12	227.26380	1.05095	95	3.7714		x	3.5397	18.74	x		10.9671	3.90
Fri	04/20/12	227.29707	1.05110	96	3.8117		x	3.4994	18.59	x		11.0074	4.05
Mon	04/23/12	227.39687	1.05157	99	3.9326		x	3.3785	18.12	x		11.1283	4.52
Tue	04/24/12	227.43013	1.05172	100	3.9728		x	3.3383	17.97	x		11.1685	4.67
Wed	04/25/12	227.46340	1.05187	101	4.0131		x	3.2980	17.82	x		11.2088	4.82
Thu	04/26/12	227.49667	1.05203	102	4.0535		x	3.2576	17.66	x		11.2492	4.98
Fri	04/27/12	227.52993	1.05218	103	4.0938		x	3.2173	17.51	x		11.2895	5.13
Mon	04/30/12	227.62973	1.05264	106	4.2149		x	3.0962	17.05	x		11.4106	5.59
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	1.05280	107	4.2553		x	3.0558	16.89	x		11.4510	5.75
Wed	05/02/12	227.71877	1.05305	108	4.2961		x	3.0150	16.64	x		11.4918	6.00
Thu	05/03/12	227.77455	1.05331	109	4.3369		x	2.9742	16.38	x		11.5326	6.26
Fri	05/04/12	227.83032	1.05357	110	4.3778		x	2.9333	16.12	x		11.5735	6.52
Mon	05/07/12	227.99765	1.05434	113	4.5005		x	2.8106	15.35	x		11.6962	7.29
Tue	05/08/12	228.05342	1.05460	114	4.5414		x	2.7697	15.09	x		11.7371	7.55
Wed	05/09/12	228.10919	1.05486	115	4.5824		x	2.7287	14.83	x		11.7781	7.81
Thu	05/10/12	228.16497	1.05512	116	4.6234		x	2.6877	14.57	x		11.8191	8.07
Fri	05/11/12	228.22074	1.05538	117	4.6644		x	2.6467	14.31	x		11.8601	8.33
Mon	05/14/12	228.38806	1.05615	120	4.7875		x	2.5236	13.54	x		11.9832	9.10
Tue	05/15/12	228.44384	1.05641	121	4.8286		x	2.4825	13.28	x		12.0243	9.36
Wed	05/16/12	228.49961	1.05666	122	4.8696		x	2.4415	13.03	x		12.0653	9.61
Thu	05/17/12	228.55539	1.05692	123	4.9108		x	2.4003	12.77	x		12.1065	9.87
Fri	05/18/12	228.61116	1.05718	124	4.9519		x	2.3592	12.51	x		12.1476	10.13
Mon	05/21/12	228.77848	1.05795	127	5.0754		x	2.2357	11.74	x		12.2711	10.90
Tue	05/22/12	228.83426	1.05821	128	5.1166		x	2.1945	11.48	x		12.3123	11.16
Wed	05/23/12	228.89003	1.05847	129	5.1579		x	2.1532	11.22	x		12.3536	11.42
Thu	05/24/12	228.94581	1.05873	130	5.1991		x	2.1120	10.96	x		12.3948	11.68
Fri	05/25/12	229.00158	1.05899	131	5.2404		x	2.0707	10.70	x		12.4361	11.94
Mon	05/28/12	229.16890	1.05976	134	5.3643		x	1.9468	9.93	x		12.5600	12.71
Tue	05/29/12	229.22468	1.06002	135	5.4057		x	1.9054	9.67	x		12.6014	12.97
Wed	05/30/12	229.28045	1.06028	136	5.4470		x	1.8641	9.41	x		12.6427	13.23
Thu	05/31/12	229.33623	1.06053	137	5.4884		x	1.8227	9.16	x		12.6841	13.48
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	1.06079	138	5.5298		x	1.7813	8.90	x		12.7255	13.74
Mon	06/04/12	229.46130	1.06111	141	5.6517		x	1.6594	8.58	x		12.8474	14.06
Tue	06/05/12	229.48440	1.06122	142	5.6924		x	1.6187	8.47	x		12.8881	14.17
Wed	06/06/12	229.50750	1.06133	143	5.7331		x	1.5780	8.36	x		12.9288	14.28
Thu	06/07/12	229.53060	1.06143	144	5.7737		x	1.5374	8.26	x		12.9694	14.38
Fri	06/08/12	229.55370	1.06154	145	5.8144		x	1.4967	8.15	x		13.0101	14.49
Mon	06/11/12	229.62300	1.06186	148	5.9365		x	1.3746	7.83	x		13.1322	14.81
Tue	06/12/12	229.64610	1.06197	149	5.9772		x	1.3339	7.72	x		13.1729	14.92
Wed	06/13/12	229.66920	1.06207	150	6.0179		x	1.2932	7.62	x		13.2136	15.02
Thu	06/14/12	229.69230	1.06218	151	6.0587		x	1.2524	7.51	x		13.2544	15.13
Fri	06/15/12	229.71540	1.06229	152	6.0994		x	1.2117	7.40	x		13.2951	15.24
Mon	06/18/12	229.78470	1.06261	155	6.2217		x	1.0894	7.08	x		13.4174	15.56
Tue	06/19/12	229.80780	1.06271	156	6.2624		x	1.0487	6.98	x		13.4581	15.66
Wed	06/20/12	229.83090	1.06282	157	6.3032		x	1.0079	6.87	x		13.4989	15.77
Thu	06/21/12	229.85400	1.06293	158	6.3440		x	0.9671	6.76	x		13.5397	15.88
Fri	06/22/12	229.87710	1.06303	159	6.3848		x	0.9263	6.66	x		13.5805	15.98
Mon	06/25/12	229.94640	1.06336	162	6.5072		x	0.8039	6.33	x		13.7029	16.31
Tue	06/26/12	229.96950	1.06346	163	6.5480		x	0.7631	6.23	x		13.7437	16.41
Wed	06/27/12	229.99260	1.06357	164	6.5889		x	0.7222	6.12	x		13.7846	16.52
Thu	06/28/12	230.01570	1.06368	165	6.6297		x	0.6814	6.01	x		13.8254	16.63
Fri	06/29/12	230.03880	1.06378	166	6.6705		x	0.6406	5.91	x		13.8662	16.73
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/02/12	230.07629	1.06396	169	6.7922		x	0.5189	5.73	x		13.9879	16.91
Tue	07/03/12	230.06758	1.06392	170	6.8322		x	0.4789	5.77	x		14.0279	16.87
Wed	07/04/12	230.05887	1.06388	171	6.8721		x	0.4390	5.81	x		14.0678	16.83
Thu	07/05/12	230.05016	1.06383	172	6.9120		x	0.3991	5.86	x		14.1077	16.78
Fri	07/06/12	230.04145	1.06379	173	6.9519		x	0.3592	5.90	x		14.1476	16.74
Mon	07/09/12	230.01532	1.06367	176	7.0717		x	0.2394	6.02	x		14.2674	16.62
Tue	07/10/12	230.00661	1.06363	177	7.1116		x	0.1995	6.06	x		14.3073	16.58
Wed	07/11/12	229.99790	1.06359	178	7.1515		x	0.1596	6.10	x		14.3472	16.54
Thu	07/12/12	229.98919	1.06355	179	7.1914		x	0.1197	6.14	x		14.3871	16.50
Fri	07/13/12	229.98048	1.06351	180	7.2313		x	0.0798	6.18	x		14.4270	16.46
Sun	07/15/12	229.96306	1.06343	0	0.0000			0.0000	6.26	x	x	14.5068	16.38
Mon	07/16/12	229.95435	1.06339	1	0.0397			-0.0397	6.30	x	x	14.5465	16.34
Tue	07/17/12	229.94565	1.06335	2	0.0795			-0.0795	6.34	x	x	14.5863	16.30
Wed	07/18/12	229.93694	1.06331	3	0.1192			-0.1192	6.38	x	x	14.6260	16.26
Thu	07/19/12	229.92823	1.06327	4	0.1589			-0.1589	6.42	x	x	14.6657	16.22
Fri	07/20/12	229.91952	1.06323	5	0.1986			-0.1986	6.46	x	x	14.7054	16.18
Mon	07/23/12	229.89339	1.06311	8	0.3178			-0.3178	6.58	x	x	14.8246	16.06
Tue	07/24/12	229.88468	1.06307	9	0.3575			-0.3575	6.62	x	x	14.8643	16.02
Wed	07/25/12	229.87597	1.06303	10	0.3972			-0.3972	6.66	x	x	14.9040	15.98
Thu	07/26/12	229.86726	1.06299	11	0.4369			-0.4369	6.70	x	x	14.9437	15.94
Fri	07/27/12	229.85855	1.06295	12	0.4766			-0.4766	6.74	x	x	14.9834	15.90
Mon	07/30/12	229.83242	1.06283	15	0.5957			-0.5957	6.86	x	x	15.1025	15.78
Tue	07/31/12	229.82371	1.06279	16	0.6354			-0.6354	6.90	x	x	15.1422	15.74
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	1.06275	17	0.6750			-0.6750	6.94	x	x	15.1818	15.70
Thu	08/02/12	229.80413	1.06270	18	0.7147			-0.7147	6.99	x	x	15.2215	15.65
Fri	08/03/12	229.79326	1.06265	19	0.7544			-0.7544	7.04	x	x	15.2612	15.60
Mon	08/06/12	229.76065	1.06250	22	0.8734			-0.8734	7.19	x	x	15.3802	15.45
Tue	08/07/12	229.74977	1.06245	23	0.9130			-0.9130	7.24	x	x	15.4198	15.40
Wed	08/08/12	229.73890	1.06240	24	0.9527			-0.9527	7.29	x	x	15.4595	15.35
Thu	08/09/12	229.72803	1.06235	25	0.9923			-0.9923	7.34	x	x	15.4991	15.30
Fri	08/10/12	229.71716	1.06230	26	1.0320			-1.0320	7.39	x	x	15.5388	15.25
Mon	08/13/12	229.68455	1.06214	29	1.1509			-1.1509	7.55	x	x	15.6577	15.09
Tue	08/14/12	229.67368	1.06209	30	1.1905			-1.1905	7.60	x	x	15.6973	15.04
Wed	08/15/12	229.66281	1.06204	31	1.2301			-1.2301	7.65	x	x	15.7369	14.99
Thu	08/16/12	229.65194	1.06199	32	1.2698			-1.2698	7.70	x	x	15.7766	14.94
Fri	08/17/12	229.64106	1.06194	33	1.3094			-1.3094	7.75	x	x	15.8162	14.89
Mon	08/20/12	229.60845	1.06179	36	1.4282			-1.4282	7.90	x	x	15.9350	14.74
Tue	08/21/12	229.59758	1.06174	37	1.4678			-1.4678	7.95	x	x	15.9746	14.69
Wed	08/22/12	229.58671	1.06169	38	1.5074			-1.5074	8.00	x	x	16.0142	14.64
Thu	08/23/12	229.57584	1.06164	39	1.5470			-1.5470	8.05	x	x	16.0538	14.59
Fri	08/24/12	229.56497	1.06159	40	1.5866			-1.5866	8.10	x	x	16.0934	14.54
Mon	08/27/12	229.53235	1.06144	43	1.7054			-1.7054	8.25	x	x	16.2122	14.39
Tue	08/28/12	229.52148	1.06139	44	1.7449			-1.7449	8.30	x	x	16.2517	14.34
Wed	08/29/12	229.51061	1.06134	45	1.7845			-1.7845	8.35	x	x	16.2913	14.29
Thu	08/30/12	229.49974	1.06129	46	1.8241			-1.8241	8.40	x	x	16.3309	14.24
Fri	08/31/12	229.48887	1.06124	47	1.8637			-1.8637	8.45	x	x	16.3705	14.19
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	1.06107	50	1.9823			-1.9823	8.62	x	x	16.4891	14.02
Tue	09/04/12	229.44060	1.06102	51	2.0218			-2.0218	8.67	x	x	16.5286	13.97
Wed	09/05/12	229.42813	1.06096	52	2.0614			-2.0614	8.73	x	x	16.5682	13.91
Thu	09/06/12	229.41567	1.06090	53	2.1009			-2.1009	8.79	x	x	16.6077	13.85
Fri	09/07/12	229.40320	1.06084	54	2.1404			-2.1404	8.85	x	x	16.6472	13.79
Mon	09/10/12	229.36580	1.06067	57	2.2590			-2.2590	9.02	x	x	16.7658	13.62
Tue	09/11/12	229.35333	1.06061	58	2.2985			-2.2985	9.08	x	x	16.8053	13.56
Wed	09/12/12	229.34087	1.06055	59	2.3380			-2.3380	9.14	x	x	16.8448	13.50
Thu	09/13/12	229.32840	1.06050	60	2.3775			-2.3775	9.19	x	x	16.8843	13.45
Fri	09/14/12	229.31593	1.06044	61	2.4170			-2.4170	9.25	x	x	16.9238	13.39
Mon	09/17/12	229.27853	1.06027	64	2.5354			-2.5354	9.42	x	x	17.0422	13.22
Tue	09/18/12	229.26607	1.06021	65	2.5749			-2.5749	9.48	x	x	17.0817	13.16
Wed	09/19/12	229.25360	1.06015	66	2.6144			-2.6144	9.54	x	x	17.1212	13.10
Thu	09/20/12	229.24113	1.06009	67	2.6538			-2.6538	9.60	x	x	17.1606	13.04
Fri	09/21/12	229.22867	1.06004	68	2.6933			-2.6933	9.65	x	x	17.2001	12.99
Mon	09/24/12	229.19127	1.05986	71	2.8117			-2.8117	9.83	x	x	17.3185	12.81
Tue	09/25/12	229.17880	1.05981	72	2.8511			-2.8511	9.88	x	x	17.3579	12.76
Wed	09/26/12	229.16633	1.05975	73	2.8906			-2.8906	9.94	x	x	17.3974	12.70
Thu	09/27/12	229.15387	1.05969	74	2.9300			-2.9300	10.00	x	x	17.4368	12.64
Fri	09/28/12	229.14140	1.05963	75	2.9694			-2.9694	10.06	x	x	17.4762	12.58
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	1.05946	78	3.0877			-3.0877	10.23	x	x	17.5945	12.41
Tue	10/02/12	229.14513	1.05965	79	3.1278			-3.1278	10.04	x	x	17.6346	12.60
Wed	10/03/12	229.18626	1.05984	80	3.1680			-3.1680	9.85	x	x	17.6748	12.79
Thu	10/04/12	229.22739	1.06003	81	3.2082			-3.2082	9.66	x	x	17.7150	12.98
Fri	10/05/12	229.26852	1.06022	82	3.2484			-3.2484	9.47	x	x	17.7552	13.17
Mon	10/08/12	229.39190	1.06079	85	3.3690			-3.3690	8.90	x	x	17.8758	13.74
Tue	10/09/12	229.43303	1.06098	86	3.4093			-3.4093	8.71	x	x	17.9161	13.93
Wed	10/10/12	229.47416	1.06117	87	3.4495			-3.4495	8.52	x	x	17.9563	14.12
Thu	10/11/12	229.51529	1.06136	88	3.4898			-3.4898	8.33	x	x	17.9966	14.31
Fri	10/12/12	229.55642	1.06155	89	3.5301			-3.5301	8.14	x	x	18.0369	14.50
Mon	10/15/12	229.67981	1.06212	92	3.6510			-3.6510	7.57	x	x	18.1578	15.07
Tue	10/16/12	229.72094	1.06231	93	3.6914			-3.6914	7.38	x	x	18.1982	15.26
Wed	10/17/12	229.76206	1.06250	94	3.7317			-3.7317	7.19	x	x	18.2385	15.45
Thu	10/18/12	229.80319	1.06269	95	3.7721			-3.7721	7.00	x	x	18.2789	15.64
Fri	10/19/12	229.84432	1.06288	96	3.8125			-3.8125	6.81	x	x	18.3193	15.83
Mon	10/22/12	229.96771	1.06345	99	3.9338			-3.9338	6.24	x	x	18.4406	16.40
Tue	10/23/12	230.00884	1.06364	100	3.9742			-3.9742	6.05	x	x	18.4810	16.59
Wed	10/24/12	230.04997	1.06383	101	4.0147			-4.0147	5.86	x	x	18.5215	16.78
Thu	10/25/12	230.09110	1.06402	102	4.0551			-4.0551	5.67	x	x	18.5619	16.97
Fri	10/26/12	230.13223	1.06421	103	4.0956			-4.0956	5.48	x	x	18.6024	17.16
Mon	10/29/12	230.25561	1.06479	106	4.2172			-4.2172	4.90	x	x	18.7240	17.74
Tue	10/30/12	230.29674	1.06498	107	4.2577			-4.2577	4.71	x	x	18.7645	17.93
Wed	10/31/12	230.33787	1.06517	108	4.2983			-4.2983	4.52	x	x	18.8051	18.12
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	1.06536	109	4.3389			-4.3389	4.33	x	x	18.8457	18.31
Fri	11/02/12	230.41327	1.06551	110	4.3793			-4.3793	4.18	x	x	18.8861	18.46
Mon	11/05/12	230.51607	1.06599	113	4.5008			-4.5008	3.70	x	x	19.0076	18.94
Tue	11/06/12	230.55033	1.06615	114	4.5413			-4.5413	3.54	x	x	19.0481	19.10
Wed	11/07/12	230.58460	1.06631	115	4.5818			-4.5818	3.38	x	x	19.0886	19.26
Thu	11/08/12	230.61887	1.06646	116	4.6223			-4.6223	3.23	x	x	19.1291	19.41
Fri	11/09/12	230.65313	1.06662	117	4.6628			-4.6628	3.07	x	x	19.1696	19.57
Mon	11/12/12	230.75593	1.06710	120	4.7846			-4.7846	2.59	x	x	19.2914	20.05
Tue	11/13/12	230.79020	1.06726	121	4.8251			-4.8251	2.43	x	x	19.3319	20.21
Wed	11/14/12	230.82447	1.06742	122	4.8658			-4.8658	2.27	x	x	19.3726	20.37
Thu	11/15/12	230.85873	1.06757	123	4.9063			-4.9063	2.12	x	x	19.4131	20.52
Fri	11/16/12	230.89300	1.06773	124	4.9470			-4.9470	1.96	x	x	19.4538	20.68
Mon	11/19/12	230.99580	1.06821	127	5.0689			-5.0689	1.48	x	x	19.5757	21.16
Tue	11/20/12	231.03007	1.06837	128	5.1096			-5.1096	1.32	x	x	19.6164	21.32
Wed	11/21/12	231.06433	1.06852	129	5.1502			-5.1502	1.17	x	x	19.6570	21.47
Thu	11/22/12	231.09860	1.06868	130	5.1909			-5.1909	1.01	x	x	19.6977	21.63
Fri	11/23/12	231.13287	1.06884	131	5.2317			-5.2317	0.85	x	x	19.7385	21.79
Mon	11/26/12	231.23567	1.06932	134	5.3539			-5.3539	0.37	x	x	19.8607	22.27
Tue	11/27/12	231.26993	1.06948	135	5.3946			-5.3946	0.21	x	x	19.9014	22.43
Wed	11/28/12	231.30420	1.06963	136	5.4353			-5.4353	0.06	x	x	19.9421	22.58
Thu	11/29/12	231.33847	1.06979	137	5.4761			-5.4761	-0.10	x	x	19.9829	22.74
Fri	11/30/12	231.37273	1.06995	138	5.5169			-5.5169	-0.26	x	x	20.0237	22.90
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	12/03/12	231.40119	1.07008	141	5.6375			-5.6375	-0.39	x	x	20.1443	23.03
Tue	12/04/12	231.39829	1.07007	142	5.6775			-5.6775	-0.38	x	x	20.1843	23.02
Wed	12/05/12	231.39539	1.07006	143	5.7174			-5.7174	-0.37	x	x	20.2242	23.01
Thu	12/06/12	231.39248	1.07004	144	5.7573			-5.7573	-0.35	x	x	20.2641	22.99
Fri	12/07/12	231.38958	1.07003	145	5.7972			-5.7972	-0.34	x	x	20.3040	22.98
Mon	12/10/12	231.38087	1.06999	148	5.9169			-5.9169	-0.30	x	x	20.4237	22.94
Tue	12/11/12	231.37797	1.06998	149	5.9569			-5.9569	-0.29	x	x	20.4637	22.93
Wed	12/12/12	231.37506	1.06996	150	5.9967			-5.9967	-0.27	x	x	20.5035	22.91
Thu	12/13/12	231.37216	1.06995	151	6.0366			-6.0366	-0.26	x	x	20.5434	22.90
Fri	12/14/12	231.36926	1.06993	152	6.0765			-6.0765	-0.24	x	x	20.5833	22.88
Mon	12/17/12	231.36055	1.06989	155	6.1962			-6.1962	-0.20	x	x	20.7030	22.84
Tue	12/18/12	231.35765	1.06988	156	6.2361			-6.2361	-0.19	x	x	20.7429	22.83
Wed	12/19/12	231.35474	1.06987	157	6.2760			-6.2760	-0.18	x	x	20.7828	22.82
Thu	12/20/12	231.35184	1.06985	158	6.3159			-6.3159	-0.16	x	x	20.8227	22.80
Fri	12/21/12	231.34894	1.06984	159	6.3558			-6.3558	-0.15	x	x	20.8626	22.79
Mon	12/24/12	231.34023	1.06980	162	6.4755			-6.4755	-0.11	x	x	20.9823	22.75
Tue	12/25/12	231.33732	1.06979	163	6.5154			-6.5154	-0.10	x	x	21.0222	22.74
Wed	12/26/12	231.33442	1.06977	164	6.5552			-6.5552	-0.08	x	x	21.0620	22.72
Thu	12/27/12	231.33152	1.06976	165	6.5952			-6.5952	-0.07	x	x	21.1020	22.71
Fri	12/28/12	231.32861	1.06975	166	6.6351			-6.6351	-0.06	x	x	21.1419	22.70
Mon	12/31/12	231.31990	1.06971	169	6.7547			-6.7547	-0.02	x	x	21.2615	22.66
Tue	01/01/13	231.31700	1.06969

Generated 12/15/12 09:38