2.375% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2011

Interest and OID per $1,000 Face Value for 2006

CUSIP Number	912828FB1
Dated Date	April 15, 2006	Interest 10/15/06 (183 days)	$12.1858
Ref CPI on Dated Date	198.48667
Original Issue Date	April 28, 2006	Interest 04/15/07 (182 days)

						Purchased on Settelment Date & held to 01/01/07				Held on 04/28/06 & Sold on Settlement Date
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	04/28/06	198.66000	1.00087	13	0.8443		x	11.3415	15.82			0.8443	0.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	05/01/06	198.70000	1.00107	16	1.0394		x	11.1464	15.62			1.0394	0.20
Tue	05/02/06	198.73548	1.00125	17	1.1045		x	11.0813	15.44			1.1045	0.38
Wed	05/03/06	198.77097	1.00143	18	1.1697		x	11.0161	15.26			1.1697	0.56
Thu	05/04/06	198.80645	1.00161	19	1.2349		x	10.9509	15.08			1.2349	0.74
Fri	05/05/06	198.84194	1.00179	20	1.3001		x	10.8857	14.90			1.3001	0.92
Mon	05/08/06	198.94839	1.00233	23	1.4960		x	10.6898	14.36			1.4960	1.46
Tue	05/09/06	198.98387	1.00250	24	1.5613		x	10.6245	14.19			1.5613	1.63
Wed	05/10/06	199.01935	1.00268	25	1.6266		x	10.5592	14.01			1.6266	1.81
Thu	05/11/06	199.05484	1.00286	26	1.6920		x	10.4938	13.83			1.6920	1.99
Fri	05/12/06	199.09032	1.00304	27	1.7574		x	10.4284	13.65			1.7574	2.17
Mon	05/15/06	199.19677	1.00358	30	1.9537		x	10.2321	13.11			1.9537	2.71
Tue	05/16/06	199.23226	1.00376	31	2.0192		x	10.1666	12.93			2.0192	2.89
Wed	05/17/06	199.26774	1.00394	32	2.0847		x	10.1011	12.75			2.0847	3.07
Thu	05/18/06	199.30323	1.00411	33	2.1502		x	10.0356	12.58			2.1502	3.24
Fri	05/19/06	199.33871	1.00429	34	2.2157		x	9.9701	12.40			2.2157	3.42
Mon	05/22/06	199.44516	1.00483	37	2.4126		x	9.7732	11.86			2.4126	3.96
Tue	05/23/06	199.48065	1.00501	38	2.4782		x	9.7076	11.68			2.4782	4.14
Wed	05/24/06	199.51613	1.00519	39	2.5439		x	9.6419	11.50			2.5439	4.32
Thu	05/25/06	199.55161	1.00537	40	2.6096		x	9.5762	11.32			2.6096	4.50
Fri	05/26/06	199.58710	1.00554	41	2.6753		x	9.5105	11.15			2.6753	4.67
Mon	05/29/06	199.69355	1.00608	44	2.8726		x	9.3132	10.61			2.8726	5.21
Tue	05/30/06	199.72903	1.00626	45	2.9384		x	9.2474	10.43			2.9384	5.39
Wed	05/31/06	199.76452	1.00644	46	3.0042		x	9.1816	10.25			3.0042	5.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	06/01/06	199.80000	1.00662	47	3.0701		x	9.1157	10.07			3.0701	5.75
Fri	06/02/06	199.85667	1.00690	48	3.1362		x	9.0496	9.79			3.1362	6.03
Mon	06/05/06	200.02667	1.00776	51	3.3351		x	8.8507	8.93			3.3351	6.89
Tue	06/06/06	200.08333	1.00804	52	3.4014		x	8.7844	8.65			3.4014	7.17
Wed	06/07/06	200.14000	1.00833	53	3.4679		x	8.7179	8.36			3.4679	7.46
Thu	06/08/06	200.19667	1.00862	54	3.5343		x	8.6515	8.07			3.5343	7.75
Fri	06/09/06	200.25333	1.00890	55	3.6008		x	8.5850	7.79			3.6008	8.03
Mon	06/12/06	200.42333	1.00976	58	3.8004		x	8.3854	6.93			3.8004	8.89
Tue	06/13/06	200.48000	1.01004	59	3.8670		x	8.3188	6.65			3.8670	9.17
Wed	06/14/06	200.53667	1.01033	60	3.9337		x	8.2521	6.36			3.9337	9.46
Thu	06/15/06	200.59333	1.01061	61	4.0003		x	8.1855	6.08			4.0003	9.74
Fri	06/16/06	200.65000	1.01090	62	4.0671		x	8.1187	5.79			4.0671	10.03
Mon	06/19/06	200.82000	1.01176	65	4.2675		x	7.9183	4.93			4.2675	10.89
Tue	06/20/06	200.87667	1.01204	66	4.3344		x	7.8514	4.65			4.3344	11.17
Wed	06/21/06	200.93333	1.01233	67	4.4013		x	7.7845	4.36			4.4013	11.46
Thu	06/22/06	200.99000	1.01261	68	4.4682		x	7.7176	4.08			4.4682	11.74
Fri	06/23/06	201.04667	1.01290	69	4.5352		x	7.6506	3.79			4.5352	12.03
Mon	06/26/06	201.21667	1.01375	72	4.7364		x	7.4494	2.94			4.7364	12.88
Tue	06/27/06	201.27333	1.01404	73	4.8035		x	7.3823	2.65			4.8035	13.17
Wed	06/28/06	201.33000	1.01433	74	4.8707		x	7.3151	2.36			4.8707	13.46
Thu	06/29/06	201.38667	1.01461	75	4.9379		x	7.2479	2.08			4.9379	13.74
Fri	06/30/06	201.44333	1.01490	76	5.0052		x	7.1806	1.79			5.0052	14.03
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	07/03/06	201.56452	1.01551	79	5.2059		x	6.9799	1.18			5.2059	14.64
Tue	07/04/06	201.59677	1.01567	80	5.2726		x	6.9132	1.02			5.2726	14.80
Wed	07/05/06	201.62903	1.01583	81	5.3394		x	6.8464	0.86			5.3394	14.96
Thu	07/06/06	201.66129	1.01599	82	5.4061		x	6.7797	0.70			5.4061	15.12
Fri	07/07/06	201.69355	1.01616	83	5.4730		x	6.7128	0.53			5.4730	15.29
Mon	07/10/06	201.79032	1.01664	86	5.6735		x	6.5123	0.05			5.6735	15.77
Tue	07/11/06	201.82258	1.01681	87	5.7404		x	6.4454	-0.12			5.7404	15.94
Wed	07/12/06	201.85484	1.01697	88	5.8073		x	6.3785	-0.28			5.8073	16.10
Thu	07/13/06	201.88710	1.01713	89	5.8742		x	6.3116	-0.44			5.8742	16.26
Fri	07/14/06	201.91935	1.01729	90	5.9411		x	6.2447	-0.60			5.9411	16.42
Mon	07/17/06	202.01613	1.01778	93	6.1421		x	6.0437	-1.09			6.1421	16.91
Tue	07/18/06	202.04839	1.01794	94	6.2092		x	5.9766	-1.25			6.2092	17.07
Wed	07/19/06	202.08065	1.01811	95	6.2763		x	5.9095	-1.42			6.2763	17.24
Thu	07/20/06	202.11290	1.01827	96	6.3433		x	5.8425	-1.58			6.3433	17.40
Fri	07/21/06	202.14516	1.01843	97	6.4104		x	5.7754	-1.74			6.4104	17.56
Mon	07/24/06	202.24194	1.01892	100	6.6118		x	5.5740	-2.23			6.6118	18.05
Tue	07/25/06	202.27419	1.01908	101	6.6790		x	5.5068	-2.39			6.6790	18.21
Wed	07/26/06	202.30645	1.01924	102	6.7462		x	5.4396	-2.55			6.7462	18.37
Thu	07/27/06	202.33871	1.01941	103	6.8135		x	5.3723	-2.72			6.8135	18.54
Fri	07/28/06	202.37097	1.01957	104	6.8807		x	5.3051	-2.88			6.8807	18.70
Mon	07/31/06	202.46774	1.02006	107	7.0826		x	5.1032	-3.37			7.0826	19.19
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	08/01/06	202.50000	1.02022	108	7.1499		x	5.0359	-3.53			7.1499	19.35
Wed	08/02/06	202.51290	1.02028	109	7.2165		x	4.9693	-3.59			7.2165	19.41
Thu	08/03/06	202.52581	1.02035	110	7.2832		x	4.9026	-3.66			7.2832	19.48
Fri	08/04/06	202.53871	1.02041	111	7.3499		x	4.8359	-3.72			7.3499	19.54
Mon	08/07/06	202.57742	1.02061	114	7.5500		x	4.6358	-3.92			7.5500	19.74
Tue	08/08/06	202.59032	1.02067	115	7.6167		x	4.5691	-3.98			7.6167	19.80
Wed	08/09/06	202.60323	1.02074	116	7.6834		x	4.5024	-4.05			7.6834	19.87
Thu	08/10/06	202.61613	1.02080	117	7.7501		x	4.4357	-4.11			7.7501	19.93
Fri	08/11/06	202.62903	1.02087	118	7.8169		x	4.3689	-4.18			7.8169	20.00
Mon	08/14/06	202.66774	1.02106	121	8.0171		x	4.1687	-4.37			8.0171	20.19
Tue	08/15/06	202.68065	1.02113	122	8.0839		x	4.1019	-4.44			8.0839	20.26
Wed	08/16/06	202.69355	1.02119	123	8.1507		x	4.0351	-4.50			8.1507	20.32
Thu	08/17/06	202.70645	1.02126	124	8.2175		x	3.9683	-4.57			8.2175	20.39
Fri	08/18/06	202.71935	1.02132	125	8.2843		x	3.9015	-4.63			8.2843	20.45
Mon	08/21/06	202.75806	1.02152	128	8.4848		x	3.7010	-4.83			8.4848	20.65
Tue	08/22/06	202.77097	1.02158	129	8.5515		x	3.6343	-4.89			8.5515	20.71
Wed	08/23/06	202.78387	1.02165	130	8.6184		x	3.5674	-4.96			8.6184	20.78
Thu	08/24/06	202.79677	1.02171	131	8.6852		x	3.5006	-5.02			8.6852	20.84
Fri	08/25/06	202.80968	1.02178	132	8.7521		x	3.4337	-5.09			8.7521	20.91
Mon	08/28/06	202.84839	1.02197	135	8.9527		x	3.2331	-5.28			8.9527	21.10
Tue	08/29/06	202.86129	1.02204	136	9.0196		x	3.1662	-5.35			9.0196	21.17
Wed	08/30/06	202.87419	1.02210	137	9.0865		x	3.0993	-5.41			9.0865	21.23
Thu	08/31/06	202.88710	1.02217	138	9.1534		x	3.0324	-5.48			9.1534	21.30
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	09/01/06	202.90000	1.02223	139	9.2203		x	2.9655	-5.54			9.2203	21.36
Mon	09/04/06	202.96000	1.02254	142	9.4222		x	2.7636	-5.85			9.4222	21.67
Tue	09/05/06	202.98000	1.02264	143	9.4895		x	2.6963	-5.95			9.4895	21.77
Wed	09/06/06	203.00000	1.02274	144	9.5568		x	2.6290	-6.05			9.5568	21.87
Thu	09/07/06	203.02000	1.02284	145	9.6241		x	2.5617	-6.15			9.6241	21.97
Fri	09/08/06	203.04000	1.02294	146	9.6914		x	2.4944	-6.25			9.6914	22.07
Mon	09/11/06	203.10000	1.02324	149	9.8934		x	2.2924	-6.55			9.8934	22.37
Tue	09/12/06	203.12000	1.02334	150	9.9608		x	2.2250	-6.65			9.9608	22.47
Wed	09/13/06	203.14000	1.02344	151	10.0282		x	2.1576	-6.75			10.0282	22.57
Thu	09/14/06	203.16000	1.02354	152	10.0956		x	2.0902	-6.85			10.0956	22.67
Fri	09/15/06	203.18000	1.02365	153	10.1631		x	2.0227	-6.96			10.1631	22.78
Mon	09/18/06	203.24000	1.02395	156	10.3654		x	1.8204	-7.26			10.3654	23.08
Tue	09/19/06	203.26000	1.02405	157	10.4329		x	1.7529	-7.36			10.4329	23.18
Wed	09/20/06	203.28000	1.02415	158	10.5003		x	1.6855	-7.46			10.5003	23.28
Thu	09/21/06	203.30000	1.02425	159	10.5678		x	1.6180	-7.56			10.5678	23.38
Fri	09/22/06	203.32000	1.02435	160	10.6353		x	1.5505	-7.66			10.6353	23.48
Mon	09/25/06	203.38000	1.02465	163	10.8379		x	1.3479	-7.96			10.8379	23.78
Tue	09/26/06	203.40000	1.02475	164	10.9055		x	1.2803	-8.06			10.9055	23.88
Wed	09/27/06	203.42000	1.02485	165	10.9730		x	1.2128	-8.16			10.9730	23.98
Thu	09/28/06	203.44000	1.02496	166	11.0407		x	1.1451	-8.27			11.0407	24.09
Fri	09/29/06	203.46000	1.02506	167	11.1083		x	1.0775	-8.37			11.1083	24.19
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	10/02/06	203.51290	1.02532	170	11.3107		x	0.8751	-8.63			11.3107	24.45
Tue	10/03/06	203.52581	1.02539	171	11.3780		x	0.8078	-8.70			11.3780	24.52
Wed	10/04/06	203.53871	1.02545	172	11.4453		x	0.7405	-8.76			11.4453	24.58
Thu	10/05/06	203.55161	1.02552	173	11.5126		x	0.6732	-8.83			11.5126	24.65
Fri	10/06/06	203.56452	1.02558	174	11.5798		x	0.6060	-8.89			11.5798	24.71
Mon	10/09/06	203.60323	1.02578	177	11.7818		x	0.4040	-9.09			11.7818	24.91
Tue	10/10/06	203.61613	1.02584	178	11.8490		x	0.3368	-9.15			11.8490	24.97
Wed	10/11/06	203.62903	1.02591	179	11.9164		x	0.2694	-9.22			11.9164	25.04
Thu	10/12/06	203.64194	1.02597	180	11.9837		x	0.2021	-9.28			11.9837	25.10
Fri	10/13/06	203.65484	1.02604	181	12.0511		x	0.1347	-9.35			12.0511	25.17
Sun	10/15/06	203.68065	1.02617	0	0.0000			0.0000	-9.48		x	12.1858	25.30
Mon	10/16/06	203.69355	1.02623	1	0.0670			-0.0670	-9.54		x	12.2528	25.36
Tue	10/17/06	203.70645	1.02630	2	0.1339			-0.1339	-9.61		x	12.3197	25.43
Wed	10/18/06	203.71935	1.02636	3	0.2009			-0.2009	-9.67		x	12.3867	25.49
Thu	10/19/06	203.73226	1.02643	4	0.2679			-0.2679	-9.74		x	12.4537	25.56
Fri	10/20/06	203.74516	1.02649	5	0.3349			-0.3349	-9.80		x	12.5207	25.62
Mon	10/23/06	203.78387	1.02669	8	0.5359			-0.5359	-10.00		x	12.7217	25.82
Tue	10/24/06	203.79677	1.02675	9	0.6029			-0.6029	-10.06		x	12.7887	25.88
Wed	10/25/06	203.80968	1.02682	10	0.6700			-0.6700	-10.13		x	12.8558	25.95
Thu	10/26/06	203.82258	1.02688	11	0.7370			-0.7370	-10.19		x	12.9228	26.01
Fri	10/27/06	203.83548	1.02695	12	0.8041			-0.8041	-10.26		x	12.9899	26.08
Mon	10/30/06	203.87419	1.02714	15	1.0053			-1.0053	-10.45		x	13.1911	26.27
Tue	10/31/06	203.88710	1.02721	16	1.0724			-1.0724	-10.52		x	13.2582	26.34
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	11/01/06	203.90000	1.02727	17	1.1395			-1.1395	-10.58		x	13.3253	26.40
Thu	11/02/06	203.86667	1.02711	18	1.2063			-1.2063	-10.42		x	13.3921	26.24
Fri	11/03/06	203.83333	1.02694	19	1.2731			-1.2731	-10.25		x	13.4589	26.07
Mon	11/06/06	203.73333	1.02643	22	1.4734			-1.4734	-9.74		x	13.6592	25.56
Tue	11/07/06	203.70000	1.02627	23	1.5401			-1.5401	-9.58		x	13.7259	25.40
Wed	11/08/06	203.66667	1.02610	24	1.6068			-1.6068	-9.41		x	13.7926	25.23
Thu	11/09/06	203.63333	1.02593	25	1.6735			-1.6735	-9.24		x	13.8593	25.06
Fri	11/10/06	203.60000	1.02576	26	1.7401			-1.7401	-9.07		x	13.9259	24.89
Mon	11/13/06	203.50000	1.02526	29	1.9400			-1.9400	-8.57		x	14.1258	24.39
Tue	11/14/06	203.46667	1.02509	30	2.0065			-2.0065	-8.40		x	14.1923	24.22
Wed	11/15/06	203.43333	1.02492	31	2.0731			-2.0731	-8.23		x	14.2589	24.05
Thu	11/16/06	203.40000	1.02475	32	2.1396			-2.1396	-8.06		x	14.3254	23.88
Fri	11/17/06	203.36667	1.02459	33	2.2061			-2.2061	-7.90		x	14.3919	23.72
Mon	11/20/06	203.26667	1.02408	36	2.4055			-2.4055	-7.39		x	14.5913	23.21
Tue	11/21/06	203.23333	1.02391	37	2.4719			-2.4719	-7.22		x	14.6577	23.04
Wed	11/22/06	203.20000	1.02375	38	2.5383			-2.5383	-7.06		x	14.7241	22.88
Thu	11/23/06	203.16667	1.02358	39	2.6046			-2.6046	-6.89		x	14.7904	22.71
Fri	11/24/06	203.13333	1.02341	40	2.6710			-2.6710	-6.72		x	14.8568	22.54
Mon	11/27/06	203.03333	1.02291	43	2.8699			-2.8699	-6.22		x	15.0557	22.04
Tue	11/28/06	203.00000	1.02274	44	2.9362			-2.9362	-6.05		x	15.1220	21.87
Wed	11/29/06	202.96667	1.02257	45	3.0024			-3.0024	-5.88		x	15.1882	21.70
Thu	11/30/06	202.93333	1.02240	46	3.0686			-3.0686	-5.71		x	15.2544	21.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	12/01/06	202.90000	1.02223	47	3.1348			-3.1348	-5.54		x	15.3206	21.36
Mon	12/04/06	202.79355	1.02170	50	3.3332			-3.3332	-5.01		x	15.5190	20.83
Tue	12/05/06	202.75806	1.02152	51	3.3992			-3.3992	-4.83		x	15.5850	20.65
Wed	12/06/06	202.72258	1.02134	52	3.4653			-3.4653	-4.65		x	15.6511	20.47
Thu	12/07/06	202.68710	1.02116	53	3.5313			-3.5313	-4.47		x	15.7171	20.29
Fri	12/08/06	202.65161	1.02098	54	3.5973			-3.5973	-4.29		x	15.7831	20.11
Mon	12/11/06	202.54516	1.02045	57	3.7951			-3.7951	-3.76		x	15.9809	19.58
Tue	12/12/06	202.50968	1.02027	58	3.8610			-3.8610	-3.58		x	16.0468	19.40
Wed	12/13/06	202.47419	1.02009	59	3.9269			-3.9269	-3.40		x	16.1127	19.22
Thu	12/14/06	202.43871	1.01991	60	3.9928			-3.9928	-3.22		x	16.1786	19.04
Fri	12/15/06	202.40323	1.01973	61	4.0586			-4.0586	-3.04		x	16.2444	18.86
Mon	12/18/06	202.29677	1.01920	64	4.2560			-4.2560	-2.51		x	16.4418	18.33
Tue	12/19/06	202.26129	1.01902	65	4.3217			-4.3217	-2.33		x	16.5075	18.15
Wed	12/20/06	202.22581	1.01884	66	4.3874			-4.3874	-2.15		x	16.5732	17.97
Thu	12/21/06	202.19032	1.01866	67	4.4531			-4.4531	-1.97		x	16.6389	17.79
Fri	12/22/06	202.15484	1.01848	68	4.5188			-4.5188	-1.79		x	16.7046	17.61
Mon	12/25/06	202.04839	1.01794	71	4.7157			-4.7157	-1.25		x	16.9015	17.07
Tue	12/26/06	202.01290	1.01777	72	4.7813			-4.7813	-1.08		x	16.9671	16.90
Wed	12/27/06	201.97742	1.01759	73	4.8468			-4.8468	-0.90		x	17.0326	16.72
Thu	12/28/06	201.94194	1.01741	74	4.9124			-4.9124	-0.72		x	17.0982	16.54
Fri	12/29/06	201.90645	1.01723	75	4.9779			-4.9779	-0.54		x	17.1637	16.36
Mon	01/01/07	201.80000	1.01669

Generated 03/09/11 23:47