In the data provided, the Dec dates are all 31st. In the 30/360 conventions (Wikipedia has details of the different 30/360 versions), the factor is calculated from the difference in years, months and days separately; years count as 12 months, and months count as 30 days. Generally 31st gets lowered to 30 days.
In this manner, the distance between the first two dates (2012-12-31 and 2013-06-30) becomes 1 year, -6 months and 0 days (in the convention), and thus the factor for the dates (see Wikipedia explanation for details) comes out as exactly 0.5.
The 30/360 factors for the periods specified by those dates, then, are 0.5, 0.5, 0.5 etc.
Usually bonds have a fixed coupon rate, but those interest payments in the question and the neat fractions above do not square with each other, so something else is going on. In order to discount, you would need a rate to discount at. I thought I might retrieve it from the interest and a guess at the principal, but the interest payments vary too much to be a vanilla bond.