3% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2012

Interest and OID per $1,000 Face Value for 2007

CUSIP Number	912828AF7	Interest 01/15/07 (184 days)	$16.8240
Dated Date	July 15, 2002	Interest 07/15/07 (181 days)	$17.2907
Ref CPI on Dated Date	179.80000	Interest Total	$34.1147
Original Issue Date	July 15, 2002	Interest 01/15/08 (184 days)

						Purchased on Settelment Date & held to 01/01/08				Held on 01/01/07 & 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
Mon	01/01/07	201.80000	1.12236	170	15.5544	x	x	18.5603	39.69			15.5544	0.00
Tue	01/02/07	201.79032	1.12230	171	15.6451	x	x	18.4696	39.75			15.6451	-0.06
Wed	01/03/07	201.78065	1.12225	172	15.7359	x	x	18.3788	39.80			15.7359	-0.11
Thu	01/04/07	201.77097	1.12220	173	15.8267	x	x	18.2880	39.85			15.8267	-0.16
Fri	01/05/07	201.76129	1.12214	174	15.9173	x	x	18.1974	39.91			15.9173	-0.22
Mon	01/08/07	201.73226	1.12198	177	16.1894	x	x	17.9253	40.07			16.1894	-0.38
Tue	01/09/07	201.72258	1.12193	178	16.2802	x	x	17.8345	40.12			16.2802	-0.43
Wed	01/10/07	201.71290	1.12187	179	16.3708	x	x	17.7439	40.18			16.3708	-0.49
Thu	01/11/07	201.70323	1.12182	180	16.4615	x	x	17.6532	40.23			16.4615	-0.54
Fri	01/12/07	201.69355	1.12177	181	16.5522	x	x	17.5625	40.28			16.5522	-0.59
Mon	01/15/07	201.66452	1.12160	0	0.0000		x	17.2907	40.45	x		16.8240	-0.76
Tue	01/16/07	201.65484	1.12155	1	0.0929		x	17.1978	40.50	x		16.9169	-0.81
Wed	01/17/07	201.64516	1.12150	2	0.1859		x	17.1048	40.55	x		17.0099	-0.86
Thu	01/18/07	201.63548	1.12144	3	0.2788		x	17.0119	40.61	x		17.1028	-0.92
Fri	01/19/07	201.62581	1.12139	4	0.3717		x	16.9190	40.66	x		17.1957	-0.97
Mon	01/22/07	201.59677	1.12123	7	0.6504		x	16.6403	40.82	x		17.4744	-1.13
Tue	01/23/07	201.58710	1.12117	8	0.7433		x	16.5474	40.88	x		17.5673	-1.19
Wed	01/24/07	201.57742	1.12112	9	0.8362		x	16.4545	40.93	x		17.6602	-1.24
Thu	01/25/07	201.56774	1.12107	10	0.9291		x	16.3616	40.98	x		17.7531	-1.29
Fri	01/26/07	201.55806	1.12101	11	1.0219		x	16.2688	41.04	x		17.8459	-1.35
Mon	01/29/07	201.52903	1.12085	14	1.3004		x	15.9903	41.20	x		18.1244	-1.51
Tue	01/30/07	201.51935	1.12080	15	1.3933		x	15.8974	41.25	x		18.2173	-1.56
Wed	01/31/07	201.50968	1.12074	16	1.4861		x	15.8046	41.31	x		18.3101	-1.62
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	02/01/07	201.50000	1.12069	17	1.5789		x	15.7118	41.36	x		18.4029	-1.67
Fri	02/02/07	201.51071	1.12075	18	1.6718		x	15.6189	41.30	x		18.4958	-1.61
Mon	02/05/07	201.54286	1.12093	21	1.9508		x	15.3399	41.12	x		18.7748	-1.43
Tue	02/06/07	201.55357	1.12099	22	2.0438		x	15.2469	41.06	x		18.8678	-1.37
Wed	02/07/07	201.56429	1.12105	23	2.1368		x	15.1539	41.00	x		18.9608	-1.31
Thu	02/08/07	201.57500	1.12111	24	2.2298		x	15.0609	40.94	x		19.0538	-1.25
Fri	02/09/07	201.58571	1.12117	25	2.3229		x	14.9678	40.88	x		19.1469	-1.19
Mon	02/12/07	201.61786	1.12135	28	2.6020		x	14.6887	40.70	x		19.4260	-1.01
Tue	02/13/07	201.62857	1.12140	29	2.6951		x	14.5956	40.65	x		19.5191	-0.96
Wed	02/14/07	201.63929	1.12146	30	2.7882		x	14.5025	40.59	x		19.6122	-0.90
Thu	02/15/07	201.65000	1.12152	31	2.8813		x	14.4094	40.53	x		19.7053	-0.84
Fri	02/16/07	201.66071	1.12158	32	2.9744		x	14.3163	40.47	x		19.7984	-0.78
Mon	02/19/07	201.69286	1.12176	35	3.2537		x	14.0370	40.29	x		20.0777	-0.60
Tue	02/20/07	201.70357	1.12182	36	3.3469		x	13.9438	40.23	x		20.1709	-0.54
Wed	02/21/07	201.71429	1.12188	37	3.4400		x	13.8507	40.17	x		20.2640	-0.48
Thu	02/22/07	201.72500	1.12194	38	3.5332		x	13.7575	40.11	x		20.3572	-0.42
Fri	02/23/07	201.73571	1.12200	39	3.6264		x	13.6643	40.05	x		20.4504	-0.36
Mon	02/26/07	201.76786	1.12218	42	3.9059		x	13.3848	39.87	x		20.7299	-0.18
Tue	02/27/07	201.77857	1.12224	43	3.9991		x	13.2916	39.81	x		20.8231	-0.12
Wed	02/28/07	201.78929	1.12230	44	4.0924		x	13.1983	39.75	x		20.9164	-0.06
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	03/01/07	201.80000	1.12236	45	4.1856		x	13.1051	39.69	x		21.0096	0.00
Fri	03/02/07	201.81987	1.12247	46	4.2790		x	13.0117	39.58	x		21.1030	0.11
Mon	03/05/07	201.87948	1.12280	49	4.5594		x	12.7313	39.25	x		21.3834	0.44
Tue	03/06/07	201.89935	1.12291	50	4.6529		x	12.6378	39.14	x		21.4769	0.55
Wed	03/07/07	201.91923	1.12302	51	4.7465		x	12.5442	39.03	x		21.5705	0.66
Thu	03/08/07	201.93910	1.12313	52	4.8400		x	12.4507	38.92	x		21.6640	0.77
Fri	03/09/07	201.95897	1.12324	53	4.9336		x	12.3571	38.81	x		21.7576	0.88
Mon	03/12/07	202.01858	1.12357	56	5.2144		x	12.0763	38.48	x		22.0384	1.21
Tue	03/13/07	202.03845	1.12368	57	5.3080		x	11.9827	38.37	x		22.1320	1.32
Wed	03/14/07	202.05832	1.12379	58	5.4016		x	11.8891	38.26	x		22.2256	1.43
Thu	03/15/07	202.07819	1.12391	59	5.4954		x	11.7953	38.14	x		22.3194	1.55
Fri	03/16/07	202.09806	1.12402	60	5.5890		x	11.7017	38.03	x		22.4130	1.66
Mon	03/19/07	202.15768	1.12435	63	5.8702		x	11.4205	37.70	x		22.6942	1.99
Tue	03/20/07	202.17755	1.12446	64	5.9640		x	11.3267	37.59	x		22.7880	2.10
Wed	03/21/07	202.19742	1.12457	65	6.0578		x	11.2329	37.48	x		22.8818	2.21
Thu	03/22/07	202.21729	1.12468	66	6.1516		x	11.1391	37.37	x		22.9756	2.32
Fri	03/23/07	202.23716	1.12479	67	6.2454		x	11.0453	37.26	x		23.0694	2.43
Mon	03/26/07	202.29677	1.12512	70	6.5269		x	10.7638	36.93	x		23.3509	2.76
Tue	03/27/07	202.31665	1.12523	71	6.6208		x	10.6699	36.82	x		23.4448	2.87
Wed	03/28/07	202.33652	1.12534	72	6.7147		x	10.5760	36.71	x		23.5387	2.98
Thu	03/29/07	202.35639	1.12545	73	6.8087		x	10.4820	36.60	x		23.6327	3.09
Fri	03/30/07	202.37626	1.12556	74	6.9026		x	10.3881	36.49	x		23.7266	3.20
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	04/02/07	202.45210	1.12598	77	7.1851		x	10.1056	36.07	x		24.0091	3.62
Tue	04/03/07	202.48820	1.12619	78	7.2798		x	10.0109	35.86	x		24.1038	3.83
Wed	04/04/07	202.52430	1.12639	79	7.3744		x	9.9163	35.66	x		24.1984	4.03
Thu	04/05/07	202.56040	1.12659	80	7.4691		x	9.8216	35.46	x		24.2931	4.23
Fri	04/06/07	202.59650	1.12679	81	7.5638		x	9.7269	35.26	x		24.3878	4.43
Mon	04/09/07	202.70480	1.12739	84	7.8481		x	9.4426	34.66	x		24.6721	5.03
Tue	04/10/07	202.74090	1.12759	85	7.9430		x	9.3477	34.46	x		24.7670	5.23
Wed	04/11/07	202.77700	1.12779	86	8.0378		x	9.2529	34.26	x		24.8618	5.43
Thu	04/12/07	202.81310	1.12799	87	8.1327		x	9.1580	34.06	x		24.9567	5.63
Fri	04/13/07	202.84920	1.12819	88	8.2277		x	9.0630	33.86	x		25.0517	5.83
Mon	04/16/07	202.95750	1.12880	91	8.5128		x	8.7779	33.25	x		25.3368	6.44
Tue	04/17/07	202.99360	1.12900	92	8.6078		x	8.6829	33.05	x		25.4318	6.64
Wed	04/18/07	203.02970	1.12920	93	8.7030		x	8.5877	32.85	x		25.5270	6.84
Thu	04/19/07	203.06580	1.12940	94	8.7981		x	8.4926	32.65	x		25.6221	7.04
Fri	04/20/07	203.10190	1.12960	95	8.8933		x	8.3974	32.45	x		25.7173	7.24
Mon	04/23/07	203.21020	1.13020	98	9.1790		x	8.1117	31.85	x		26.0030	7.84
Tue	04/24/07	203.24630	1.13040	99	9.2743		x	8.0164	31.65	x		26.0983	8.04
Wed	04/25/07	203.28240	1.13060	100	9.3696		x	7.9211	31.45	x		26.1936	8.24
Thu	04/26/07	203.31850	1.13080	101	9.4650		x	7.8257	31.25	x		26.2890	8.44
Fri	04/27/07	203.35460	1.13100	102	9.5604		x	7.7303	31.05	x		26.3844	8.64
Mon	04/30/07	203.46290	1.13161	105	9.8469		x	7.4438	30.44	x		26.6709	9.25
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	05/01/07	203.49900	1.13181	106	9.9424		x	7.3483	30.24	x		26.7664	9.45
Wed	05/02/07	203.55877	1.13214	107	10.0391		x	7.2516	29.91	x		26.8631	9.78
Thu	05/03/07	203.61855	1.13247	108	10.1359		x	7.1548	29.58	x		26.9599	10.11
Fri	05/04/07	203.67832	1.13280	109	10.2328		x	7.0579	29.25	x		27.0568	10.44
Mon	05/07/07	203.85765	1.13380	112	10.5237		x	6.7670	28.25	x		27.3477	11.44
Tue	05/08/07	203.91742	1.13413	113	10.6207		x	6.6700	27.92	x		27.4447	11.77
Wed	05/09/07	203.97719	1.13447	114	10.7179		x	6.5728	27.58	x		27.5419	12.11
Thu	05/10/07	204.03697	1.13480	115	10.8151		x	6.4756	27.25	x		27.6391	12.44
Fri	05/11/07	204.09674	1.13513	116	10.9123		x	6.3784	26.92	x		27.7363	12.77
Mon	05/14/07	204.27606	1.13613	119	11.2044		x	6.0863	25.92	x		28.0284	13.77
Tue	05/15/07	204.33584	1.13646	120	11.3018		x	5.9889	25.59	x		28.1258	14.10
Wed	05/16/07	204.39561	1.13679	121	11.3993		x	5.8914	25.26	x		28.2233	14.43
Thu	05/17/07	204.45539	1.13713	122	11.4969		x	5.7938	24.92	x		28.3209	14.77
Fri	05/18/07	204.51516	1.13746	123	11.5946		x	5.6961	24.59	x		28.4186	15.10
Mon	05/21/07	204.69448	1.13846	126	11.8878		x	5.4029	23.59	x		28.7118	16.10
Tue	05/22/07	204.75426	1.13879	127	11.9856		x	5.3051	23.26	x		28.8096	16.43
Wed	05/23/07	204.81403	1.13912	128	12.0835		x	5.2072	22.93	x		28.9075	16.76
Thu	05/24/07	204.87381	1.13945	129	12.1814		x	5.1093	22.60	x		29.0054	17.09
Fri	05/25/07	204.93358	1.13979	130	12.2795		x	5.0112	22.26	x		29.1035	17.43
Mon	05/28/07	205.11290	1.14078	133	12.5738		x	4.7169	21.27	x		29.3978	18.42
Tue	05/29/07	205.17268	1.14112	134	12.6721		x	4.6186	20.93	x		29.4961	18.76
Wed	05/30/07	205.23245	1.14145	135	12.7704		x	4.5203	20.60	x		29.5944	19.09
Thu	05/31/07	205.29223	1.14178	136	12.8687		x	4.4220	20.27	x		29.6927	19.42
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	06/01/07	205.35200	1.14211	137	12.9671		x	4.3236	19.94	x		29.7911	19.75
Mon	06/04/07	205.48540	1.14286	140	13.2597		x	4.0310	19.19	x		30.0837	20.50
Tue	06/05/07	205.52987	1.14310	141	13.3572		x	3.9335	18.95	x		30.1812	20.74
Wed	06/06/07	205.57433	1.14335	142	13.4549		x	3.8358	18.70	x		30.2789	20.99
Thu	06/07/07	205.61880	1.14360	143	13.5526		x	3.7381	18.45	x		30.3766	21.24
Fri	06/08/07	205.66327	1.14384	144	13.6502		x	3.6405	18.21	x		30.4742	21.48
Mon	06/11/07	205.79667	1.14459	147	13.9438		x	3.3469	17.46	x		30.7678	22.23
Tue	06/12/07	205.84113	1.14483	148	14.0416		x	3.2491	17.22	x		30.8656	22.47
Wed	06/13/07	205.88560	1.14508	149	14.1395		x	3.1512	16.97	x		30.9635	22.72
Thu	06/14/07	205.93007	1.14533	150	14.2375		x	3.0532	16.72	x		31.0615	22.97
Fri	06/15/07	205.97453	1.14558	151	14.3356		x	2.9551	16.47	x		31.1596	23.22
Mon	06/18/07	206.10793	1.14632	154	14.6298		x	2.6609	15.73	x		31.4538	23.96
Tue	06/19/07	206.15240	1.14657	155	14.7280		x	2.5627	15.48	x		31.5520	24.21
Wed	06/20/07	206.19687	1.14681	156	14.8262		x	2.4645	15.24	x		31.6502	24.45
Thu	06/21/07	206.24133	1.14706	157	14.9245		x	2.3662	14.99	x		31.7485	24.70
Fri	06/22/07	206.28580	1.14731	158	15.0228		x	2.2679	14.74	x		31.8468	24.95
Mon	06/25/07	206.41920	1.14805	161	15.3179		x	1.9728	14.00	x		32.1419	25.69
Tue	06/26/07	206.46367	1.14830	162	15.4164		x	1.8743	13.75	x		32.2404	25.94
Wed	06/27/07	206.50813	1.14854	163	15.5148		x	1.7759	13.51	x		32.3388	26.18
Thu	06/28/07	206.55260	1.14879	164	15.6134		x	1.6773	13.26	x		32.4374	26.43
Fri	06/29/07	206.59707	1.14904	165	15.7120		x	1.5787	13.01	x		32.5360	26.68
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/02/07	206.72674	1.14976	168	16.0077		x	1.2830	12.29	x		32.8317	27.40
Tue	07/03/07	206.76748	1.14999	169	16.1062		x	1.1845	12.06	x		32.9302	27.63
Wed	07/04/07	206.80823	1.15021	170	16.2046		x	1.0861	11.84	x		33.0286	27.85
Thu	07/05/07	206.84897	1.15044	171	16.3032		x	0.9875	11.61	x		33.1272	28.08
Fri	07/06/07	206.88971	1.15067	172	16.4018		x	0.8889	11.38	x		33.2258	28.31
Mon	07/09/07	207.01194	1.15135	175	16.6978		x	0.5929	10.70	x		33.5218	28.99
Tue	07/10/07	207.05268	1.15157	176	16.7964		x	0.4943	10.48	x		33.6204	29.21
Wed	07/11/07	207.09342	1.15180	177	16.8952		x	0.3955	10.25	x		33.7192	29.44
Thu	07/12/07	207.13416	1.15203	178	16.9940		x	0.2967	10.02	x		33.8180	29.67
Fri	07/13/07	207.17490	1.15225	179	17.0928		x	0.1979	9.80	x		33.9168	29.89
Sun	07/15/07	207.25639	1.15271	0	0.0000			0.0000	9.34	x	x	34.1147	30.35
Mon	07/16/07	207.29713	1.15293	1	0.0940			-0.0940	9.12	x	x	34.2087	30.57
Tue	07/17/07	207.33787	1.15316	2	0.1880			-0.1880	8.89	x	x	34.3027	30.80
Wed	07/18/07	207.37861	1.15338	3	0.2821			-0.2821	8.67	x	x	34.3968	31.02
Thu	07/19/07	207.41935	1.15361	4	0.3762			-0.3762	8.44	x	x	34.4909	31.25
Fri	07/20/07	207.46010	1.15384	5	0.4703			-0.4703	8.21	x	x	34.5850	31.48
Mon	07/23/07	207.58232	1.15452	8	0.7529			-0.7529	7.53	x	x	34.8676	32.16
Tue	07/24/07	207.62306	1.15474	9	0.8472			-0.8472	7.31	x	x	34.9619	32.38
Wed	07/25/07	207.66381	1.15497	10	0.9416			-0.9416	7.08	x	x	35.0563	32.61
Thu	07/26/07	207.70455	1.15520	11	1.0359			-1.0359	6.85	x	x	35.1506	32.84
Fri	07/27/07	207.74529	1.15542	12	1.1303			-1.1303	6.63	x	x	35.2450	33.06
Mon	07/30/07	207.86752	1.15610	15	1.4137			-1.4137	5.95	x	x	35.5284	33.74
Tue	07/31/07	207.90826	1.15633	16	1.5083			-1.5083	5.72	x	x	35.6230	33.97
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	08/01/07	207.94900	1.15656	17	1.6028			-1.6028	5.49	x	x	35.7175	34.20
Thu	08/02/07	207.96200	1.15663	18	1.6972			-1.6972	5.42	x	x	35.8119	34.27
Fri	08/03/07	207.97500	1.15670	19	1.7916			-1.7916	5.35	x	x	35.9063	34.34
Mon	08/06/07	208.01400	1.15692	22	2.0749			-2.0749	5.13	x	x	36.1896	34.56
Tue	08/07/07	208.02700	1.15699	23	2.1694			-2.1694	5.06	x	x	36.2841	34.63
Wed	08/08/07	208.04000	1.15706	24	2.2638			-2.2638	4.99	x	x	36.3785	34.70
Thu	08/09/07	208.05300	1.15714	25	2.3583			-2.3583	4.91	x	x	36.4730	34.78
Fri	08/10/07	208.06600	1.15721	26	2.4528			-2.4528	4.84	x	x	36.5675	34.85
Mon	08/13/07	208.10500	1.15742	29	2.7363			-2.7363	4.63	x	x	36.8510	35.06
Tue	08/14/07	208.11800	1.15750	30	2.8308			-2.8308	4.55	x	x	36.9455	35.14
Wed	08/15/07	208.13100	1.15757	31	2.9254			-2.9254	4.48	x	x	37.0401	35.21
Thu	08/16/07	208.14400	1.15764	32	3.0199			-3.0199	4.41	x	x	37.1346	35.28
Fri	08/17/07	208.15700	1.15771	33	3.1145			-3.1145	4.34	x	x	37.2292	35.35
Mon	08/20/07	208.19600	1.15793	36	3.3983			-3.3983	4.12	x	x	37.5130	35.57
Tue	08/21/07	208.20900	1.15800	37	3.4929			-3.4929	4.05	x	x	37.6076	35.64
Wed	08/22/07	208.22200	1.15808	38	3.5875			-3.5875	3.97	x	x	37.7022	35.72
Thu	08/23/07	208.23500	1.15815	39	3.6822			-3.6822	3.90	x	x	37.7969	35.79
Fri	08/24/07	208.24800	1.15822	40	3.7768			-3.7768	3.83	x	x	37.8915	35.86
Mon	08/27/07	208.28700	1.15844	43	4.0608			-4.0608	3.61	x	x	38.1755	36.08
Tue	08/28/07	208.30000	1.15851	44	4.1555			-4.1555	3.54	x	x	38.2702	36.15
Wed	08/29/07	208.31300	1.15858	45	4.2502			-4.2502	3.47	x	x	38.3649	36.22
Thu	08/30/07	208.32600	1.15865	46	4.3449			-4.3449	3.40	x	x	38.4596	36.29
Fri	08/31/07	208.33900	1.15873	47	4.4397			-4.4397	3.32	x	x	38.5544	36.37
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	09/03/07	208.34847	1.15878	50	4.7233			-4.7233	3.27	x	x	38.8380	36.42
Tue	09/04/07	208.34670	1.15877	51	4.8177			-4.8177	3.28	x	x	38.9324	36.41
Wed	09/05/07	208.34493	1.15876	52	4.9121			-4.9121	3.29	x	x	39.0268	36.40
Thu	09/06/07	208.34317	1.15875	53	5.0066			-5.0066	3.30	x	x	39.1213	36.39
Fri	09/07/07	208.34140	1.15874	54	5.1010			-5.1010	3.31	x	x	39.2157	36.38
Mon	09/10/07	208.33610	1.15871	57	5.3842			-5.3842	3.34	x	x	39.4989	36.35
Tue	09/11/07	208.33433	1.15870	58	5.4786			-5.4786	3.35	x	x	39.5933	36.34
Wed	09/12/07	208.33257	1.15869	59	5.5730			-5.5730	3.36	x	x	39.6877	36.33
Thu	09/13/07	208.33080	1.15868	60	5.6675			-5.6675	3.37	x	x	39.7822	36.32
Fri	09/14/07	208.32903	1.15867	61	5.7619			-5.7619	3.38	x	x	39.8766	36.31
Mon	09/17/07	208.32373	1.15864	64	6.0451			-6.0451	3.41	x	x	40.1598	36.28
Tue	09/18/07	208.32197	1.15863	65	6.1395			-6.1395	3.42	x	x	40.2542	36.27
Wed	09/19/07	208.32020	1.15862	66	6.2339			-6.2339	3.43	x	x	40.3486	36.26
Thu	09/20/07	208.31843	1.15861	67	6.3283			-6.3283	3.44	x	x	40.4430	36.25
Fri	09/21/07	208.31667	1.15860	68	6.4227			-6.4227	3.45	x	x	40.5374	36.24
Mon	09/24/07	208.31137	1.15857	71	6.7059			-6.7059	3.48	x	x	40.8206	36.21
Tue	09/25/07	208.30960	1.15856	72	6.8002			-6.8002	3.49	x	x	40.9149	36.20
Wed	09/26/07	208.30783	1.15855	73	6.8946			-6.8946	3.50	x	x	41.0093	36.19
Thu	09/27/07	208.30607	1.15854	74	6.9890			-6.9890	3.51	x	x	41.1037	36.18
Fri	09/28/07	208.30430	1.15853	75	7.0834			-7.0834	3.52	x	x	41.1981	36.17
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	10/01/07	208.29900	1.15850	78	7.3665			-7.3665	3.55	x	x	41.4812	36.14
Tue	10/02/07	208.28668	1.15844	79	7.4606			-7.4606	3.61	x	x	41.5753	36.08
Wed	10/03/07	208.27435	1.15837	80	7.5546			-7.5546	3.68	x	x	41.6693	36.01
Thu	10/04/07	208.26203	1.15830	81	7.6486			-7.6486	3.75	x	x	41.7633	35.94
Fri	10/05/07	208.24971	1.15823	82	7.7425			-7.7425	3.82	x	x	41.8572	35.87
Mon	10/08/07	208.21274	1.15802	85	8.0243			-8.0243	4.03	x	x	42.1390	35.66
Tue	10/09/07	208.20042	1.15796	86	8.1183			-8.1183	4.09	x	x	42.2330	35.60
Wed	10/10/07	208.18810	1.15789	87	8.2122			-8.2122	4.16	x	x	42.3269	35.53
Thu	10/11/07	208.17577	1.15782	88	8.3061			-8.3061	4.23	x	x	42.4208	35.46
Fri	10/12/07	208.16345	1.15775	89	8.4000			-8.4000	4.30	x	x	42.5147	35.39
Mon	10/15/07	208.12648	1.15754	92	8.6816			-8.6816	4.51	x	x	42.7963	35.18
Tue	10/16/07	208.11416	1.15748	93	8.7755			-8.7755	4.57	x	x	42.8902	35.12
Wed	10/17/07	208.10184	1.15741	94	8.8693			-8.8693	4.64	x	x	42.9840	35.05
Thu	10/18/07	208.08952	1.15734	95	8.9631			-8.9631	4.71	x	x	43.0778	34.98
Fri	10/19/07	208.07719	1.15727	96	9.0569			-9.0569	4.78	x	x	43.1716	34.91
Mon	10/22/07	208.04023	1.15706	99	9.3382			-9.3382	4.99	x	x	43.4529	34.70
Tue	10/23/07	208.02790	1.15700	100	9.4321			-9.4321	5.05	x	x	43.5468	34.64
Wed	10/24/07	208.01558	1.15693	101	9.5258			-9.5258	5.12	x	x	43.6405	34.57
Thu	10/25/07	208.00326	1.15686	102	9.6195			-9.6195	5.19	x	x	43.7342	34.50
Fri	10/26/07	207.99094	1.15679	103	9.7133			-9.7133	5.26	x	x	43.8280	34.43
Mon	10/29/07	207.95397	1.15658	106	9.9944			-9.9944	5.47	x	x	44.1091	34.22
Tue	10/30/07	207.94165	1.15652	107	10.0881			-10.0881	5.53	x	x	44.2028	34.16
Wed	10/31/07	207.92932	1.15645	108	10.1818			-10.1818	5.60	x	x	44.2965	34.09
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	11/01/07	207.91700	1.15638	109	10.2754			-10.2754	5.67	x	x	44.3901	34.02
Fri	11/02/07	207.93610	1.15649	110	10.3707			-10.3707	5.56	x	x	44.4854	34.13
Mon	11/05/07	207.99340	1.15680	113	10.6564			-10.6564	5.25	x	x	44.7711	34.44
Tue	11/06/07	208.01250	1.15691	114	10.7517			-10.7517	5.14	x	x	44.8664	34.55
Wed	11/07/07	208.03160	1.15702	115	10.8471			-10.8471	5.03	x	x	44.9618	34.66
Thu	11/08/07	208.05070	1.15712	116	10.9423			-10.9423	4.93	x	x	45.0570	34.76
Fri	11/09/07	208.06980	1.15723	117	11.0377			-11.0377	4.82	x	x	45.1524	34.87
Mon	11/12/07	208.12710	1.15755	120	11.3239			-11.3239	4.50	x	x	45.4386	35.19
Tue	11/13/07	208.14620	1.15765	121	11.4192			-11.4192	4.40	x	x	45.5339	35.29
Wed	11/14/07	208.16530	1.15776	122	11.5147			-11.5147	4.29	x	x	45.6294	35.40
Thu	11/15/07	208.18440	1.15787	123	11.6102			-11.6102	4.18	x	x	45.7249	35.51
Fri	11/16/07	208.20350	1.15797	124	11.7056			-11.7056	4.08	x	x	45.8203	35.61
Mon	11/19/07	208.26080	1.15829	127	11.9921			-11.9921	3.76	x	x	46.1068	35.93
Tue	11/20/07	208.27990	1.15840	128	12.0877			-12.0877	3.65	x	x	46.2024	36.04
Wed	11/21/07	208.29900	1.15850	129	12.1831			-12.1831	3.55	x	x	46.2978	36.14
Thu	11/22/07	208.31810	1.15861	130	12.2787			-12.2787	3.44	x	x	46.3934	36.25
Fri	11/23/07	208.33720	1.15872	131	12.3744			-12.3744	3.33	x	x	46.4891	36.36
Mon	11/26/07	208.39450	1.15904	134	12.6613			-12.6613	3.01	x	x	46.7760	36.68
Tue	11/27/07	208.41360	1.15914	135	12.7568			-12.7568	2.91	x	x	46.8715	36.78
Wed	11/28/07	208.43270	1.15925	136	12.8526			-12.8526	2.80	x	x	46.9673	36.89
Thu	11/29/07	208.45180	1.15935	137	12.9482			-12.9482	2.70	x	x	47.0629	36.99
Fri	11/30/07	208.47090	1.15946	138	13.0439			-13.0439	2.59	x	x	47.1586	37.10
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	12/03/07	208.51877	1.15973	141	13.3306			-13.3306	2.32	x	x	47.4453	37.37
Tue	12/04/07	208.53316	1.15981	142	13.4261			-13.4261	2.24	x	x	47.5408	37.45
Wed	12/05/07	208.54755	1.15989	143	13.5215			-13.5215	2.16	x	x	47.6362	37.53
Thu	12/06/07	208.56194	1.15997	144	13.6170			-13.6170	2.08	x	x	47.7317	37.61
Fri	12/07/07	208.57632	1.16005	145	13.7125			-13.7125	2.00	x	x	47.8272	37.69
Mon	12/10/07	208.61948	1.16029	148	13.9992			-13.9992	1.76	x	x	48.1139	37.93
Tue	12/11/07	208.63387	1.16037	149	14.0947			-14.0947	1.68	x	x	48.2094	38.01
Wed	12/12/07	208.64826	1.16045	150	14.1903			-14.1903	1.60	x	x	48.3050	38.09
Thu	12/13/07	208.66265	1.16053	151	14.2859			-14.2859	1.52	x	x	48.4006	38.17
Fri	12/14/07	208.67703	1.16061	152	14.3815			-14.3815	1.44	x	x	48.4962	38.25
Mon	12/17/07	208.72019	1.16085	155	14.6683			-14.6683	1.20	x	x	48.7830	38.49
Tue	12/18/07	208.73458	1.16093	156	14.7640			-14.7640	1.12	x	x	48.8787	38.57
Wed	12/19/07	208.74897	1.16101	157	14.8597			-14.8597	1.04	x	x	48.9744	38.65
Thu	12/20/07	208.76335	1.16109	158	14.9553			-14.9553	0.96	x	x	49.0700	38.73
Fri	12/21/07	208.77774	1.16117	159	15.0510			-15.0510	0.88	x	x	49.1657	38.81
Mon	12/24/07	208.82090	1.16141	162	15.3382			-15.3382	0.64	x	x	49.4529	39.05
Tue	12/25/07	208.83529	1.16149	163	15.4339			-15.4339	0.56	x	x	49.5486	39.13
Wed	12/26/07	208.84968	1.16157	164	15.5297			-15.5297	0.48	x	x	49.6444	39.21
Thu	12/27/07	208.86406	1.16165	165	15.6255			-15.6255	0.40	x	x	49.7402	39.29
Fri	12/28/07	208.87845	1.16173	166	15.7212			-15.7212	0.32	x	x	49.8359	39.37
Mon	12/31/07	208.92161	1.16197	169	16.0087			-16.0087	0.08	x	x	50.1234	39.61
Tue	01/01/08	208.93600	1.16205

Generated 03/09/11 23:47