2% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2016

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

CUSIP Number	912828ET3	Interest 01/15/07 (184 days)	$10.1606
Dated Date	January 15, 2006	Interest 07/15/07 (181 days)	$10.4423
Ref CPI on Dated Date	198.47742	Interest Total	$20.6029
Original Issue Date	January 17, 2006	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	1.01674	170	9.3938	x	x	11.2091	35.95			9.3938	0.00
Tue	01/02/07	201.79032	1.01669	171	9.4486	x	x	11.1543	36.00			9.4486	-0.05
Wed	01/03/07	201.78065	1.01664	172	9.5034	x	x	11.0995	36.05			9.5034	-0.10
Thu	01/04/07	201.77097	1.01659	173	9.5582	x	x	11.0447	36.10			9.5582	-0.15
Fri	01/05/07	201.76129	1.01655	174	9.6130	x	x	10.9899	36.14			9.6130	-0.19
Mon	01/08/07	201.73226	1.01640	177	9.7773	x	x	10.8256	36.29			9.7773	-0.34
Tue	01/09/07	201.72258	1.01635	178	9.8321	x	x	10.7708	36.34			9.8321	-0.39
Wed	01/10/07	201.71290	1.01630	179	9.8868	x	x	10.7161	36.39			9.8868	-0.44
Thu	01/11/07	201.70323	1.01625	180	9.9416	x	x	10.6613	36.44			9.9416	-0.49
Fri	01/12/07	201.69355	1.01620	181	9.9963	x	x	10.6066	36.49			9.9963	-0.54
Mon	01/15/07	201.66452	1.01606	0	0.0000		x	10.4423	36.63	x		10.1606	-0.68
Tue	01/16/07	201.65484	1.01601	1	0.0561		x	10.3862	36.68	x		10.2167	-0.73
Wed	01/17/07	201.64516	1.01596	2	0.1123		x	10.3300	36.73	x		10.2729	-0.78
Thu	01/18/07	201.63548	1.01591	3	0.1684		x	10.2739	36.78	x		10.3290	-0.83
Fri	01/19/07	201.62581	1.01586	4	0.2245		x	10.2178	36.83	x		10.3851	-0.88
Mon	01/22/07	201.59677	1.01572	7	0.3928		x	10.0495	36.97	x		10.5534	-1.02
Tue	01/23/07	201.58710	1.01567	8	0.4489		x	9.9934	37.02	x		10.6095	-1.07
Wed	01/24/07	201.57742	1.01562	9	0.5050		x	9.9373	37.07	x		10.6656	-1.12
Thu	01/25/07	201.56774	1.01557	10	0.5611		x	9.8812	37.12	x		10.7217	-1.17
Fri	01/26/07	201.55806	1.01552	11	0.6172		x	9.8251	37.17	x		10.7778	-1.22
Mon	01/29/07	201.52903	1.01538	14	0.7854		x	9.6569	37.31	x		10.9460	-1.36
Tue	01/30/07	201.51935	1.01533	15	0.8414		x	9.6009	37.36	x		11.0020	-1.41
Wed	01/31/07	201.50968	1.01528	16	0.8975		x	9.5448	37.41	x		11.0581	-1.46
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	02/01/07	201.50000	1.01523	17	0.9535		x	9.4888	37.46	x		11.1141	-1.51
Fri	02/02/07	201.51071	1.01528	18	1.0097		x	9.4326	37.41	x		11.1703	-1.46
Mon	02/05/07	201.54286	1.01544	21	1.1781		x	9.2642	37.25	x		11.3387	-1.30
Tue	02/06/07	201.55357	1.01550	22	1.2343		x	9.2080	37.19	x		11.3949	-1.24
Wed	02/07/07	201.56429	1.01555	23	1.2905		x	9.1518	37.14	x		11.4511	-1.19
Thu	02/08/07	201.57500	1.01561	24	1.3467		x	9.0956	37.08	x		11.5073	-1.13
Fri	02/09/07	201.58571	1.01566	25	1.4028		x	9.0395	37.03	x		11.5634	-1.08
Mon	02/12/07	201.61786	1.01582	28	1.5714		x	8.8709	36.87	x		11.7320	-0.92
Tue	02/13/07	201.62857	1.01588	29	1.6277		x	8.8146	36.81	x		11.7883	-0.86
Wed	02/14/07	201.63929	1.01593	30	1.6839		x	8.7584	36.76	x		11.8445	-0.81
Thu	02/15/07	201.65000	1.01598	31	1.7401		x	8.7022	36.71	x		11.9007	-0.76
Fri	02/16/07	201.66071	1.01604	32	1.7963		x	8.6460	36.65	x		11.9569	-0.70
Mon	02/19/07	201.69286	1.01620	35	1.9650		x	8.4773	36.49	x		12.1256	-0.54
Tue	02/20/07	201.70357	1.01625	36	2.0213		x	8.4210	36.44	x		12.1819	-0.49
Wed	02/21/07	201.71429	1.01631	37	2.0775		x	8.3648	36.38	x		12.2381	-0.43
Thu	02/22/07	201.72500	1.01636	38	2.1338		x	8.3085	36.33	x		12.2944	-0.38
Fri	02/23/07	201.73571	1.01642	39	2.1901		x	8.2522	36.27	x		12.3507	-0.32
Mon	02/26/07	201.76786	1.01658	42	2.3589		x	8.0834	36.11	x		12.5195	-0.16
Tue	02/27/07	201.77857	1.01663	43	2.4152		x	8.0271	36.06	x		12.5758	-0.11
Wed	02/28/07	201.78929	1.01669	44	2.4715		x	7.9708	36.00	x		12.6321	-0.05
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	1.01674	45	2.5278		x	7.9145	35.95	x		12.6884	0.00
Fri	03/02/07	201.81987	1.01684	46	2.5842		x	7.8581	35.85	x		12.7448	0.10
Mon	03/05/07	201.87948	1.01714	49	2.7536		x	7.6887	35.55	x		12.9142	0.40
Tue	03/06/07	201.89935	1.01724	50	2.8101		x	7.6322	35.45	x		12.9707	0.50
Wed	03/07/07	201.91923	1.01734	51	2.8665		x	7.5758	35.35	x		13.0271	0.60
Thu	03/08/07	201.93910	1.01744	52	2.9230		x	7.5193	35.25	x		13.0836	0.70
Fri	03/09/07	201.95897	1.01754	53	2.9795		x	7.4628	35.15	x		13.1401	0.80
Mon	03/12/07	202.01858	1.01784	56	3.1491		x	7.2932	34.85	x		13.3097	1.10
Tue	03/13/07	202.03845	1.01794	57	3.2057		x	7.2366	34.75	x		13.3663	1.20
Wed	03/14/07	202.05832	1.01804	58	3.2622		x	7.1801	34.65	x		13.4228	1.30
Thu	03/15/07	202.07819	1.01814	59	3.3188		x	7.1235	34.55	x		13.4794	1.40
Fri	03/16/07	202.09806	1.01824	60	3.3754		x	7.0669	34.45	x		13.5360	1.50
Mon	03/19/07	202.15768	1.01854	63	3.5452		x	6.8971	34.15	x		13.7058	1.80
Tue	03/20/07	202.17755	1.01864	64	3.6018		x	6.8405	34.05	x		13.7624	1.90
Wed	03/21/07	202.19742	1.01874	65	3.6585		x	6.7838	33.95	x		13.8191	2.00
Thu	03/22/07	202.21729	1.01884	66	3.7151		x	6.7272	33.85	x		13.8757	2.10
Fri	03/23/07	202.23716	1.01894	67	3.7718		x	6.6705	33.75	x		13.9324	2.20
Mon	03/26/07	202.29677	1.01924	70	3.9418		x	6.5005	33.45	x		14.1024	2.50
Tue	03/27/07	202.31665	1.01934	71	3.9985		x	6.4438	33.35	x		14.1591	2.60
Wed	03/28/07	202.33652	1.01944	72	4.0552		x	6.3871	33.25	x		14.2158	2.70
Thu	03/29/07	202.35639	1.01954	73	4.1120		x	6.3303	33.15	x		14.2726	2.80
Fri	03/30/07	202.37626	1.01964	74	4.1687		x	6.2736	33.05	x		14.3293	2.90
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	04/02/07	202.45210	1.02003	77	4.3394		x	6.1029	32.66	x		14.5000	3.29
Tue	04/03/07	202.48820	1.02021	78	4.3965		x	6.0458	32.48	x		14.5571	3.47
Wed	04/04/07	202.52430	1.02039	79	4.4536		x	5.9887	32.30	x		14.6142	3.65
Thu	04/05/07	202.56040	1.02057	80	4.5108		x	5.9315	32.12	x		14.6714	3.83
Fri	04/06/07	202.59650	1.02075	81	4.5680		x	5.8743	31.94	x		14.7286	4.01
Mon	04/09/07	202.70480	1.02130	84	4.7397		x	5.7026	31.39	x		14.9003	4.56
Tue	04/10/07	202.74090	1.02148	85	4.7970		x	5.6453	31.21	x		14.9576	4.74
Wed	04/11/07	202.77700	1.02166	86	4.8543		x	5.5880	31.03	x		15.0149	4.92
Thu	04/12/07	202.81310	1.02184	87	4.9116		x	5.5307	30.85	x		15.0722	5.10
Fri	04/13/07	202.84920	1.02203	88	4.9690		x	5.4733	30.66	x		15.1296	5.29
Mon	04/16/07	202.95750	1.02257	91	5.1411		x	5.3012	30.12	x		15.3017	5.83
Tue	04/17/07	202.99360	1.02275	92	5.1985		x	5.2438	29.94	x		15.3591	6.01
Wed	04/18/07	203.02970	1.02294	93	5.2560		x	5.1863	29.75	x		15.4166	6.20
Thu	04/19/07	203.06580	1.02312	94	5.3134		x	5.1289	29.57	x		15.4740	6.38
Fri	04/20/07	203.10190	1.02330	95	5.3709		x	5.0714	29.39	x		15.5315	6.56
Mon	04/23/07	203.21020	1.02385	98	5.5435		x	4.8988	28.84	x		15.7041	7.11
Tue	04/24/07	203.24630	1.02403	99	5.6010		x	4.8413	28.66	x		15.7616	7.29
Wed	04/25/07	203.28240	1.02421	100	5.6586		x	4.7837	28.48	x		15.8192	7.47
Thu	04/26/07	203.31850	1.02439	101	5.7162		x	4.7261	28.30	x		15.8768	7.65
Fri	04/27/07	203.35460	1.02457	102	5.7738		x	4.6685	28.12	x		15.9344	7.83
Mon	04/30/07	203.46290	1.02512	105	5.9468		x	4.4955	27.57	x		16.1074	8.38
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	1.02530	106	6.0045		x	4.4378	27.39	x		16.1651	8.56
Wed	05/02/07	203.55877	1.02560	107	6.0629		x	4.3794	27.09	x		16.2235	8.86
Thu	05/03/07	203.61855	1.02590	108	6.1214		x	4.3209	26.79	x		16.2820	9.16
Fri	05/04/07	203.67832	1.02620	109	6.1799		x	4.2624	26.49	x		16.3405	9.46
Mon	05/07/07	203.85765	1.02711	112	6.3556		x	4.0867	25.58	x		16.5162	10.37
Tue	05/08/07	203.91742	1.02741	113	6.4142		x	4.0281	25.28	x		16.5748	10.67
Wed	05/09/07	203.97719	1.02771	114	6.4729		x	3.9694	24.98	x		16.6335	10.97
Thu	05/10/07	204.03697	1.02801	115	6.5316		x	3.9107	24.68	x		16.6922	11.27
Fri	05/11/07	204.09674	1.02831	116	6.5903		x	3.8520	24.38	x		16.7509	11.57
Mon	05/14/07	204.27606	1.02922	119	6.7667		x	3.6756	23.47	x		16.9273	12.48
Tue	05/15/07	204.33584	1.02952	120	6.8255		x	3.6168	23.17	x		16.9861	12.78
Wed	05/16/07	204.39561	1.02982	121	6.8844		x	3.5579	22.87	x		17.0450	13.08
Thu	05/17/07	204.45539	1.03012	122	6.9434		x	3.4989	22.57	x		17.1040	13.38
Fri	05/18/07	204.51516	1.03042	123	7.0023		x	3.4400	22.27	x		17.1629	13.68
Mon	05/21/07	204.69448	1.03132	126	7.1794		x	3.2629	21.37	x		17.3400	14.58
Tue	05/22/07	204.75426	1.03162	127	7.2384		x	3.2039	21.07	x		17.3990	14.88
Wed	05/23/07	204.81403	1.03193	128	7.2976		x	3.1447	20.76	x		17.4582	15.19
Thu	05/24/07	204.87381	1.03223	129	7.3568		x	3.0855	20.46	x		17.5174	15.49
Fri	05/25/07	204.93358	1.03253	130	7.4160		x	3.0263	20.16	x		17.5766	15.79
Mon	05/28/07	205.11290	1.03343	133	7.5937		x	2.8486	19.26	x		17.7543	16.69
Tue	05/29/07	205.17268	1.03373	134	7.6530		x	2.7893	18.96	x		17.8136	16.99
Wed	05/30/07	205.23245	1.03403	135	7.7124		x	2.7299	18.66	x		17.8730	17.29
Thu	05/31/07	205.29223	1.03434	136	7.7718		x	2.6705	18.35	x		17.9324	17.60
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	1.03464	137	7.8313		x	2.6110	18.05	x		17.9919	17.90
Mon	06/04/07	205.48540	1.03531	140	8.0079		x	2.4344	17.38	x		18.1685	18.57
Tue	06/05/07	205.52987	1.03553	141	8.0668		x	2.3755	17.16	x		18.2274	18.79
Wed	06/06/07	205.57433	1.03576	142	8.1259		x	2.3164	16.93	x		18.2865	19.02
Thu	06/07/07	205.61880	1.03598	143	8.1848		x	2.2575	16.71	x		18.3454	19.24
Fri	06/08/07	205.66327	1.03620	144	8.2438		x	2.1985	16.49	x		18.4044	19.46
Mon	06/11/07	205.79667	1.03688	147	8.4211		x	2.0212	15.81	x		18.5817	20.14
Tue	06/12/07	205.84113	1.03710	148	8.4802		x	1.9621	15.59	x		18.6408	20.36
Wed	06/13/07	205.88560	1.03733	149	8.5393		x	1.9030	15.36	x		18.6999	20.59
Thu	06/14/07	205.93007	1.03755	150	8.5985		x	1.8438	15.14	x		18.7591	20.81
Fri	06/15/07	205.97453	1.03777	151	8.6576		x	1.7847	14.92	x		18.8182	21.03
Mon	06/18/07	206.10793	1.03845	154	8.8354		x	1.6069	14.24	x		18.9960	21.71
Tue	06/19/07	206.15240	1.03867	155	8.8947		x	1.5476	14.02	x		19.0553	21.93
Wed	06/20/07	206.19687	1.03889	156	8.9540		x	1.4883	13.80	x		19.1146	22.15
Thu	06/21/07	206.24133	1.03912	157	9.0134		x	1.4289	13.57	x		19.1740	22.38
Fri	06/22/07	206.28580	1.03934	158	9.0727		x	1.3696	13.35	x		19.2333	22.60
Mon	06/25/07	206.41920	1.04001	161	9.2509		x	1.1914	12.68	x		19.4115	23.27
Tue	06/26/07	206.46367	1.04024	162	9.3104		x	1.1319	12.45	x		19.4710	23.50
Wed	06/27/07	206.50813	1.04046	163	9.3699		x	1.0724	12.23	x		19.5305	23.72
Thu	06/28/07	206.55260	1.04069	164	9.4295		x	1.0128	12.00	x		19.5901	23.95
Fri	06/29/07	206.59707	1.04091	165	9.4890		x	0.9533	11.78	x		19.6496	24.17
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	07/02/07	206.72674	1.04156	168	9.6675		x	0.7748	11.13	x		19.8281	24.82
Tue	07/03/07	206.76748	1.04177	169	9.7270		x	0.7153	10.92	x		19.8876	25.03
Wed	07/04/07	206.80823	1.04197	170	9.7865		x	0.6558	10.72	x		19.9471	25.23
Thu	07/05/07	206.84897	1.04218	171	9.8460		x	0.5963	10.51	x		20.0066	25.44
Fri	07/06/07	206.88971	1.04238	172	9.9055		x	0.5368	10.31	x		20.0661	25.64
Mon	07/09/07	207.01194	1.04300	175	10.0843		x	0.3580	9.69	x		20.2449	26.26
Tue	07/10/07	207.05268	1.04321	176	10.1439		x	0.2984	9.48	x		20.3045	26.47
Wed	07/11/07	207.09342	1.04341	177	10.2035		x	0.2388	9.28	x		20.3641	26.67
Thu	07/12/07	207.13416	1.04362	178	10.2632		x	0.1791	9.07	x		20.4238	26.88
Fri	07/13/07	207.17490	1.04382	179	10.3229		x	0.1194	8.87	x		20.4835	27.08
Sun	07/15/07	207.25639	1.04423	0	0.0000			0.0000	8.46	x	x	20.6029	27.49
Mon	07/16/07	207.29713	1.04444	1	0.0568			-0.0568	8.25	x	x	20.6597	27.70
Tue	07/17/07	207.33787	1.04464	2	0.1135			-0.1135	8.05	x	x	20.7164	27.90
Wed	07/18/07	207.37861	1.04485	3	0.1704			-0.1704	7.84	x	x	20.7733	28.11
Thu	07/19/07	207.41935	1.04505	4	0.2272			-0.2272	7.64	x	x	20.8301	28.31
Fri	07/20/07	207.46010	1.04526	5	0.2840			-0.2840	7.43	x	x	20.8869	28.52
Mon	07/23/07	207.58232	1.04587	8	0.4547			-0.4547	6.82	x	x	21.0576	29.13
Tue	07/24/07	207.62306	1.04608	9	0.5117			-0.5117	6.61	x	x	21.1146	29.34
Wed	07/25/07	207.66381	1.04628	10	0.5686			-0.5686	6.41	x	x	21.1715	29.54
Thu	07/26/07	207.70455	1.04649	11	0.6256			-0.6256	6.20	x	x	21.2285	29.75
Fri	07/27/07	207.74529	1.04669	12	0.6826			-0.6826	6.00	x	x	21.2855	29.95
Mon	07/30/07	207.86752	1.04731	15	0.8538			-0.8538	5.38	x	x	21.4567	30.57
Tue	07/31/07	207.90826	1.04752	16	0.9109			-0.9109	5.17	x	x	21.5138	30.78
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	1.04772	17	0.9680			-0.9680	4.97	x	x	21.5709	30.98
Thu	08/02/07	207.96200	1.04779	18	1.0250			-1.0250	4.90	x	x	21.6279	31.05
Fri	08/03/07	207.97500	1.04785	19	1.0820			-1.0820	4.84	x	x	21.6849	31.11
Mon	08/06/07	208.01400	1.04805	22	1.2531			-1.2531	4.64	x	x	21.8560	31.31
Tue	08/07/07	208.02700	1.04811	23	1.3101			-1.3101	4.58	x	x	21.9130	31.37
Wed	08/08/07	208.04000	1.04818	24	1.3672			-1.3672	4.51	x	x	21.9701	31.44
Thu	08/09/07	208.05300	1.04825	25	1.4243			-1.4243	4.44	x	x	22.0272	31.51
Fri	08/10/07	208.06600	1.04831	26	1.4813			-1.4813	4.38	x	x	22.0842	31.57
Mon	08/13/07	208.10500	1.04851	29	1.6525			-1.6525	4.18	x	x	22.2554	31.77
Tue	08/14/07	208.11800	1.04857	30	1.7096			-1.7096	4.12	x	x	22.3125	31.83
Wed	08/15/07	208.13100	1.04864	31	1.7667			-1.7667	4.05	x	x	22.3696	31.90
Thu	08/16/07	208.14400	1.04870	32	1.8238			-1.8238	3.99	x	x	22.4267	31.96
Fri	08/17/07	208.15700	1.04877	33	1.8809			-1.8809	3.92	x	x	22.4838	32.03
Mon	08/20/07	208.19600	1.04897	36	2.0523			-2.0523	3.72	x	x	22.6552	32.23
Tue	08/21/07	208.20900	1.04903	37	2.1095			-2.1095	3.66	x	x	22.7124	32.29
Wed	08/22/07	208.22200	1.04910	38	2.1666			-2.1666	3.59	x	x	22.7695	32.36
Thu	08/23/07	208.23500	1.04916	39	2.2238			-2.2238	3.53	x	x	22.8267	32.42
Fri	08/24/07	208.24800	1.04923	40	2.2809			-2.2809	3.46	x	x	22.8838	32.49
Mon	08/27/07	208.28700	1.04942	43	2.4524			-2.4524	3.27	x	x	23.0553	32.68
Tue	08/28/07	208.30000	1.04949	44	2.5097			-2.5097	3.20	x	x	23.1126	32.75
Wed	08/29/07	208.31300	1.04956	45	2.5669			-2.5669	3.13	x	x	23.1698	32.82
Thu	08/30/07	208.32600	1.04962	46	2.6241			-2.6241	3.07	x	x	23.2270	32.88
Fri	08/31/07	208.33900	1.04969	47	2.6813			-2.6813	3.00	x	x	23.2842	32.95
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	09/03/07	208.34847	1.04973	50	2.8525			-2.8525	2.96	x	x	23.4554	32.99
Tue	09/04/07	208.34670	1.04972	51	2.9096			-2.9096	2.97	x	x	23.5125	32.98
Wed	09/05/07	208.34493	1.04972	52	2.9666			-2.9666	2.97	x	x	23.5695	32.98
Thu	09/06/07	208.34317	1.04971	53	3.0236			-3.0236	2.98	x	x	23.6265	32.97
Fri	09/07/07	208.34140	1.04970	54	3.0806			-3.0806	2.99	x	x	23.6835	32.96
Mon	09/10/07	208.33610	1.04967	57	3.2517			-3.2517	3.02	x	x	23.8546	32.93
Tue	09/11/07	208.33433	1.04966	58	3.3087			-3.3087	3.03	x	x	23.9116	32.92
Wed	09/12/07	208.33257	1.04965	59	3.3657			-3.3657	3.04	x	x	23.9686	32.91
Thu	09/13/07	208.33080	1.04964	60	3.4227			-3.4227	3.05	x	x	24.0256	32.90
Fri	09/14/07	208.32903	1.04964	61	3.4798			-3.4798	3.05	x	x	24.0827	32.90
Mon	09/17/07	208.32373	1.04961	64	3.6508			-3.6508	3.08	x	x	24.2537	32.87
Tue	09/18/07	208.32197	1.04960	65	3.7078			-3.7078	3.09	x	x	24.3107	32.86
Wed	09/19/07	208.32020	1.04959	66	3.7648			-3.7648	3.10	x	x	24.3677	32.85
Thu	09/20/07	208.31843	1.04958	67	3.8218			-3.8218	3.11	x	x	24.4247	32.84
Fri	09/21/07	208.31667	1.04957	68	3.8788			-3.8788	3.12	x	x	24.4817	32.83
Mon	09/24/07	208.31137	1.04955	71	4.0499			-4.0499	3.14	x	x	24.6528	32.81
Tue	09/25/07	208.30960	1.04954	72	4.1069			-4.1069	3.15	x	x	24.7098	32.80
Wed	09/26/07	208.30783	1.04953	73	4.1639			-4.1639	3.16	x	x	24.7668	32.79
Thu	09/27/07	208.30607	1.04952	74	4.2209			-4.2209	3.17	x	x	24.8238	32.78
Fri	09/28/07	208.30430	1.04951	75	4.2779			-4.2779	3.18	x	x	24.8808	32.77
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	1.04948	78	4.4489			-4.4489	3.21	x	x	25.0518	32.74
Tue	10/02/07	208.28668	1.04942	79	4.5057			-4.5057	3.27	x	x	25.1086	32.68
Wed	10/03/07	208.27435	1.04936	80	4.5624			-4.5624	3.33	x	x	25.1653	32.62
Thu	10/04/07	208.26203	1.04930	81	4.6192			-4.6192	3.39	x	x	25.2221	32.56
Fri	10/05/07	208.24971	1.04924	82	4.6760			-4.6760	3.45	x	x	25.2789	32.50
Mon	10/08/07	208.21274	1.04905	85	4.8462			-4.8462	3.64	x	x	25.4491	32.31
Tue	10/09/07	208.20042	1.04899	86	4.9029			-4.9029	3.70	x	x	25.5058	32.25
Wed	10/10/07	208.18810	1.04893	87	4.9596			-4.9596	3.76	x	x	25.5625	32.19
Thu	10/11/07	208.17577	1.04886	88	5.0163			-5.0163	3.83	x	x	25.6192	32.12
Fri	10/12/07	208.16345	1.04880	89	5.0730			-5.0730	3.89	x	x	25.6759	32.06
Mon	10/15/07	208.12648	1.04862	92	5.2431			-5.2431	4.07	x	x	25.8460	31.88
Tue	10/16/07	208.11416	1.04855	93	5.2997			-5.2997	4.14	x	x	25.9026	31.81
Wed	10/17/07	208.10184	1.04849	94	5.3564			-5.3564	4.20	x	x	25.9593	31.75
Thu	10/18/07	208.08952	1.04843	95	5.4131			-5.4131	4.26	x	x	26.0160	31.69
Fri	10/19/07	208.07719	1.04837	96	5.4698			-5.4698	4.32	x	x	26.0727	31.63
Mon	10/22/07	208.04023	1.04818	99	5.6397			-5.6397	4.51	x	x	26.2426	31.44
Tue	10/23/07	208.02790	1.04812	100	5.6963			-5.6963	4.57	x	x	26.2992	31.38
Wed	10/24/07	208.01558	1.04806	101	5.7529			-5.7529	4.63	x	x	26.3558	31.32
Thu	10/25/07	208.00326	1.04799	102	5.8095			-5.8095	4.70	x	x	26.4124	31.25
Fri	10/26/07	207.99094	1.04793	103	5.8661			-5.8661	4.76	x	x	26.4690	31.19
Mon	10/29/07	207.95397	1.04775	106	6.0360			-6.0360	4.94	x	x	26.6389	31.01
Tue	10/30/07	207.94165	1.04768	107	6.0925			-6.0925	5.01	x	x	26.6954	30.94
Wed	10/31/07	207.92932	1.04762	108	6.1491			-6.1491	5.07	x	x	26.7520	30.88
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	1.04756	109	6.2057			-6.2057	5.13	x	x	26.8086	30.82
Fri	11/02/07	207.93610	1.04766	110	6.2632			-6.2632	5.03	x	x	26.8661	30.92
Mon	11/05/07	207.99340	1.04794	113	6.4357			-6.4357	4.75	x	x	27.0386	31.20
Tue	11/06/07	208.01250	1.04804	114	6.4933			-6.4933	4.65	x	x	27.0962	31.30
Wed	11/07/07	208.03160	1.04814	115	6.5509			-6.5509	4.55	x	x	27.1538	31.40
Thu	11/08/07	208.05070	1.04823	116	6.6084			-6.6084	4.46	x	x	27.2113	31.49
Fri	11/09/07	208.06980	1.04833	117	6.6660			-6.6660	4.36	x	x	27.2689	31.59
Mon	11/12/07	208.12710	1.04862	120	6.8388			-6.8388	4.07	x	x	27.4417	31.88
Tue	11/13/07	208.14620	1.04871	121	6.8964			-6.8964	3.98	x	x	27.4993	31.97
Wed	11/14/07	208.16530	1.04881	122	6.9541			-6.9541	3.88	x	x	27.5570	32.07
Thu	11/15/07	208.18440	1.04891	123	7.0117			-7.0117	3.78	x	x	27.6146	32.17
Fri	11/16/07	208.20350	1.04900	124	7.0693			-7.0693	3.69	x	x	27.6722	32.26
Mon	11/19/07	208.26080	1.04929	127	7.2424			-7.2424	3.40	x	x	27.8453	32.55
Tue	11/20/07	208.27990	1.04939	128	7.3001			-7.3001	3.30	x	x	27.9030	32.65
Wed	11/21/07	208.29900	1.04948	129	7.3578			-7.3578	3.21	x	x	27.9607	32.74
Thu	11/22/07	208.31810	1.04958	130	7.4155			-7.4155	3.11	x	x	28.0184	32.84
Fri	11/23/07	208.33720	1.04968	131	7.4733			-7.4733	3.01	x	x	28.0762	32.94
Mon	11/26/07	208.39450	1.04997	134	7.6465			-7.6465	2.72	x	x	28.2494	33.23
Tue	11/27/07	208.41360	1.05006	135	7.7042			-7.7042	2.63	x	x	28.3071	33.32
Wed	11/28/07	208.43270	1.05016	136	7.7621			-7.7621	2.53	x	x	28.3650	33.42
Thu	11/29/07	208.45180	1.05025	137	7.8198			-7.8198	2.44	x	x	28.4227	33.51
Fri	11/30/07	208.47090	1.05035	138	7.8776			-7.8776	2.34	x	x	28.4805	33.61
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	1.05059	141	8.0507			-8.0507	2.10	x	x	28.6536	33.85
Tue	12/04/07	208.53316	1.05066	142	8.1084			-8.1084	2.03	x	x	28.7113	33.92
Wed	12/05/07	208.54755	1.05074	143	8.1661			-8.1661	1.95	x	x	28.7690	34.00
Thu	12/06/07	208.56194	1.05081	144	8.2237			-8.2237	1.88	x	x	28.8266	34.07
Fri	12/07/07	208.57632	1.05088	145	8.2814			-8.2814	1.81	x	x	28.8843	34.14
Mon	12/10/07	208.61948	1.05110	148	8.4545			-8.4545	1.59	x	x	29.0574	34.36
Tue	12/11/07	208.63387	1.05117	149	8.5122			-8.5122	1.52	x	x	29.1151	34.43
Wed	12/12/07	208.64826	1.05124	150	8.5699			-8.5699	1.45	x	x	29.1728	34.50
Thu	12/13/07	208.66265	1.05132	151	8.6277			-8.6277	1.37	x	x	29.2306	34.58
Fri	12/14/07	208.67703	1.05139	152	8.6854			-8.6854	1.30	x	x	29.2883	34.65
Mon	12/17/07	208.72019	1.05161	155	8.8587			-8.8587	1.08	x	x	29.4616	34.87
Tue	12/18/07	208.73458	1.05168	156	8.9164			-8.9164	1.01	x	x	29.5193	34.94
Wed	12/19/07	208.74897	1.05175	157	8.9742			-8.9742	0.94	x	x	29.5771	35.01
Thu	12/20/07	208.76335	1.05182	158	9.0319			-9.0319	0.87	x	x	29.6348	35.08
Fri	12/21/07	208.77774	1.05190	159	9.0898			-9.0898	0.79	x	x	29.6927	35.16
Mon	12/24/07	208.82090	1.05211	162	9.2631			-9.2631	0.58	x	x	29.8660	35.37
Tue	12/25/07	208.83529	1.05219	163	9.3210			-9.3210	0.50	x	x	29.9239	35.45
Wed	12/26/07	208.84968	1.05226	164	9.3788			-9.3788	0.43	x	x	29.9817	35.52
Thu	12/27/07	208.86406	1.05233	165	9.4367			-9.4367	0.36	x	x	30.0396	35.59
Fri	12/28/07	208.87845	1.05240	166	9.4945			-9.4945	0.29	x	x	30.0974	35.66
Mon	12/31/07	208.92161	1.05262	169	9.6681			-9.6681	0.07	x	x	30.2710	35.88
Tue	01/01/08	208.93600	1.05269

Generated 03/09/11 23:47