2.625% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2017

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

CUSIP Number	912828GX2
Dated Date	July 15, 2007
Ref CPI on Dated Date	207.25639
Original Issue Date	July 16, 2007	Interest 01/15/08 (184 days)

						Purchased on Settelment Date & held to 01/01/08				Held on 07/16/07 & 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	07/16/07	207.29713	1.00020	1	0.0713			-0.0713	7.90			0.0713	0.00
Tue	07/17/07	207.33787	1.00039	2	0.1427			-0.1427	7.71			0.1427	0.19
Wed	07/18/07	207.37861	1.00059	3	0.2141			-0.2141	7.51			0.2141	0.39
Thu	07/19/07	207.41935	1.00079	4	0.2856			-0.2856	7.31			0.2856	0.59
Fri	07/20/07	207.46010	1.00098	5	0.3570			-0.3570	7.12			0.3570	0.78
Mon	07/23/07	207.58232	1.00157	8	0.5715			-0.5715	6.53			0.5715	1.37
Tue	07/24/07	207.62306	1.00177	9	0.6431			-0.6431	6.33			0.6431	1.57
Wed	07/25/07	207.66381	1.00197	10	0.7147			-0.7147	6.13			0.7147	1.77
Thu	07/26/07	207.70455	1.00216	11	0.7863			-0.7863	5.94			0.7863	1.96
Fri	07/27/07	207.74529	1.00236	12	0.8580			-0.8580	5.74			0.8580	2.16
Mon	07/30/07	207.86752	1.00295	15	1.0731			-1.0731	5.15			1.0731	2.75
Tue	07/31/07	207.90826	1.00315	16	1.1449			-1.1449	4.95			1.1449	2.95
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	08/01/07	207.94900	1.00334	17	1.2167			-1.2167	4.76			1.2167	3.14
Thu	08/02/07	207.96200	1.00340	18	1.2883			-1.2883	4.70			1.2883	3.20
Fri	08/03/07	207.97500	1.00347	19	1.3600			-1.3600	4.63			1.3600	3.27
Mon	08/06/07	208.01400	1.00366	22	1.5750			-1.5750	4.44			1.5750	3.46
Tue	08/07/07	208.02700	1.00372	23	1.6467			-1.6467	4.38			1.6467	3.52
Wed	08/08/07	208.04000	1.00378	24	1.7184			-1.7184	4.32			1.7184	3.58
Thu	08/09/07	208.05300	1.00384	25	1.7901			-1.7901	4.26			1.7901	3.64
Fri	08/10/07	208.06600	1.00391	26	1.8619			-1.8619	4.19			1.8619	3.71
Mon	08/13/07	208.10500	1.00409	29	2.0771			-2.0771	4.01			2.0771	3.89
Tue	08/14/07	208.11800	1.00416	30	2.1488			-2.1488	3.94			2.1488	3.96
Wed	08/15/07	208.13100	1.00422	31	2.2206			-2.2206	3.88			2.2206	4.02
Thu	08/16/07	208.14400	1.00428	32	2.2924			-2.2924	3.82			2.2924	4.08
Fri	08/17/07	208.15700	1.00435	33	2.3642			-2.3642	3.75			2.3642	4.15
Mon	08/20/07	208.19600	1.00453	36	2.5796			-2.5796	3.57			2.5796	4.33
Tue	08/21/07	208.20900	1.00460	37	2.6514			-2.6514	3.50			2.6514	4.40
Wed	08/22/07	208.22200	1.00466	38	2.7232			-2.7232	3.44			2.7232	4.46
Thu	08/23/07	208.23500	1.00472	39	2.7951			-2.7951	3.38			2.7951	4.52
Fri	08/24/07	208.24800	1.00478	40	2.8669			-2.8669	3.32			2.8669	4.58
Mon	08/27/07	208.28700	1.00497	43	3.0825			-3.0825	3.13			3.0825	4.77
Tue	08/28/07	208.30000	1.00504	44	3.1544			-3.1544	3.06			3.1544	4.84
Wed	08/29/07	208.31300	1.00510	45	3.2263			-3.2263	3.00			3.2263	4.90
Thu	08/30/07	208.32600	1.00516	46	3.2982			-3.2982	2.94			3.2982	4.96
Fri	08/31/07	208.33900	1.00522	47	3.3701			-3.3701	2.88			3.3701	5.02
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	1.00527	50	3.5854			-3.5854	2.83			3.5854	5.07
Tue	09/04/07	208.34670	1.00526	51	3.6570			-3.6570	2.84			3.6570	5.06
Wed	09/05/07	208.34493	1.00525	52	3.7287			-3.7287	2.85			3.7287	5.05
Thu	09/06/07	208.34317	1.00524	53	3.8004			-3.8004	2.86			3.8004	5.04
Fri	09/07/07	208.34140	1.00524	54	3.8721			-3.8721	2.86			3.8721	5.04
Mon	09/10/07	208.33610	1.00521	57	4.0871			-4.0871	2.89			4.0871	5.01
Tue	09/11/07	208.33433	1.00520	58	4.1587			-4.1587	2.90			4.1587	5.00
Wed	09/12/07	208.33257	1.00519	59	4.2304			-4.2304	2.91			4.2304	4.99
Thu	09/13/07	208.33080	1.00518	60	4.3021			-4.3021	2.92			4.3021	4.98
Fri	09/14/07	208.32903	1.00518	61	4.3738			-4.3738	2.92			4.3738	4.98
Mon	09/17/07	208.32373	1.00515	64	4.5887			-4.5887	2.95			4.5887	4.95
Tue	09/18/07	208.32197	1.00514	65	4.6604			-4.6604	2.96			4.6604	4.94
Wed	09/19/07	208.32020	1.00513	66	4.7320			-4.7320	2.97			4.7320	4.93
Thu	09/20/07	208.31843	1.00512	67	4.8037			-4.8037	2.98			4.8037	4.92
Fri	09/21/07	208.31667	1.00512	68	4.8754			-4.8754	2.98			4.8754	4.92
Mon	09/24/07	208.31137	1.00509	71	5.0903			-5.0903	3.01			5.0903	4.89
Tue	09/25/07	208.30960	1.00508	72	5.1620			-5.1620	3.02			5.1620	4.88
Wed	09/26/07	208.30783	1.00507	73	5.2336			-5.2336	3.03			5.2336	4.87
Thu	09/27/07	208.30607	1.00506	74	5.3052			-5.3052	3.04			5.3052	4.86
Fri	09/28/07	208.30430	1.00506	75	5.3769			-5.3769	3.04			5.3769	4.86
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	1.00503	78	5.5918			-5.5918	3.07			5.5918	4.83
Tue	10/02/07	208.28668	1.00497	79	5.6632			-5.6632	3.13			5.6632	4.77
Wed	10/03/07	208.27435	1.00491	80	5.7345			-5.7345	3.19			5.7345	4.71
Thu	10/04/07	208.26203	1.00485	81	5.8059			-5.8059	3.25			5.8059	4.65
Fri	10/05/07	208.24971	1.00479	82	5.8772			-5.8772	3.31			5.8772	4.59
Mon	10/08/07	208.21274	1.00461	85	6.0911			-6.0911	3.49			6.0911	4.41
Tue	10/09/07	208.20042	1.00455	86	6.1624			-6.1624	3.55			6.1624	4.35
Wed	10/10/07	208.18810	1.00450	87	6.2338			-6.2338	3.60			6.2338	4.30
Thu	10/11/07	208.17577	1.00444	88	6.3050			-6.3050	3.66			6.3050	4.24
Fri	10/12/07	208.16345	1.00438	89	6.3763			-6.3763	3.72			6.3763	4.18
Mon	10/15/07	208.12648	1.00420	92	6.5901			-6.5901	3.90			6.5901	4.00
Tue	10/16/07	208.11416	1.00414	93	6.6613			-6.6613	3.96			6.6613	3.94
Wed	10/17/07	208.10184	1.00408	94	6.7325			-6.7325	4.02			6.7325	3.88
Thu	10/18/07	208.08952	1.00402	95	6.8037			-6.8037	4.08			6.8037	3.82
Fri	10/19/07	208.07719	1.00396	96	6.8749			-6.8749	4.14			6.8749	3.76
Mon	10/22/07	208.04023	1.00378	99	7.0885			-7.0885	4.32			7.0885	3.58
Tue	10/23/07	208.02790	1.00372	100	7.1597			-7.1597	4.38			7.1597	3.52
Wed	10/24/07	208.01558	1.00366	101	7.2309			-7.2309	4.44			7.2309	3.46
Thu	10/25/07	208.00326	1.00360	102	7.3020			-7.3020	4.50			7.3020	3.40
Fri	10/26/07	207.99094	1.00354	103	7.3732			-7.3732	4.56			7.3732	3.34
Mon	10/29/07	207.95397	1.00337	106	7.5866			-7.5866	4.73			7.5866	3.17
Tue	10/30/07	207.94165	1.00331	107	7.6577			-7.6577	4.79			7.6577	3.11
Wed	10/31/07	207.92932	1.00325	108	7.7288			-7.7288	4.85			7.7288	3.05
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	11/01/07	207.91700	1.00319	109	7.7999			-7.7999	4.91			7.7999	2.99
Fri	11/02/07	207.93610	1.00328	110	7.8722			-7.8722	4.82			7.8722	3.08
Mon	11/05/07	207.99340	1.00356	113	8.0892			-8.0892	4.54			8.0892	3.36
Tue	11/06/07	208.01250	1.00365	114	8.1615			-8.1615	4.45			8.1615	3.45
Wed	11/07/07	208.03160	1.00374	115	8.2338			-8.2338	4.36			8.2338	3.54
Thu	11/08/07	208.05070	1.00383	116	8.3061			-8.3061	4.27			8.3061	3.63
Fri	11/09/07	208.06980	1.00392	117	8.3785			-8.3785	4.18			8.3785	3.72
Mon	11/12/07	208.12710	1.00420	120	8.5957			-8.5957	3.90			8.5957	4.00
Tue	11/13/07	208.14620	1.00429	121	8.6681			-8.6681	3.81			8.6681	4.09
Wed	11/14/07	208.16530	1.00439	122	8.7406			-8.7406	3.71			8.7406	4.19
Thu	11/15/07	208.18440	1.00448	123	8.8131			-8.8131	3.62			8.8131	4.28
Fri	11/16/07	208.20350	1.00457	124	8.8855			-8.8855	3.53			8.8855	4.37
Mon	11/19/07	208.26080	1.00485	127	9.1030			-9.1030	3.25			9.1030	4.65
Tue	11/20/07	208.27990	1.00494	128	9.1755			-9.1755	3.16			9.1755	4.74
Wed	11/21/07	208.29900	1.00503	129	9.2481			-9.2481	3.07			9.2481	4.83
Thu	11/22/07	208.31810	1.00512	130	9.3206			-9.3206	2.98			9.3206	4.92
Fri	11/23/07	208.33720	1.00521	131	9.3931			-9.3931	2.89			9.3931	5.01
Mon	11/26/07	208.39450	1.00549	134	9.6109			-9.6109	2.61			9.6109	5.29
Tue	11/27/07	208.41360	1.00558	135	9.6835			-9.6835	2.52			9.6835	5.38
Wed	11/28/07	208.43270	1.00568	136	9.7562			-9.7562	2.42			9.7562	5.48
Thu	11/29/07	208.45180	1.00577	137	9.8288			-9.8288	2.33			9.8288	5.57
Fri	11/30/07	208.47090	1.00586	138	9.9014			-9.9014	2.24			9.9014	5.66
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	1.00609	141	10.1190			-10.1190	2.01			10.1190	5.89
Tue	12/04/07	208.53316	1.00616	142	10.1915			-10.1915	1.94			10.1915	5.96
Wed	12/05/07	208.54755	1.00623	143	10.2640			-10.2640	1.87			10.2640	6.03
Thu	12/06/07	208.56194	1.00630	144	10.3365			-10.3365	1.80			10.3365	6.10
Fri	12/07/07	208.57632	1.00637	145	10.4090			-10.4090	1.73			10.4090	6.17
Mon	12/10/07	208.61948	1.00658	148	10.6265			-10.6265	1.52			10.6265	6.38
Tue	12/11/07	208.63387	1.00665	149	10.6991			-10.6991	1.45			10.6991	6.45
Wed	12/12/07	208.64826	1.00672	150	10.7716			-10.7716	1.38			10.7716	6.52
Thu	12/13/07	208.66265	1.00679	151	10.8442			-10.8442	1.31			10.8442	6.59
Fri	12/14/07	208.67703	1.00685	152	10.9167			-10.9167	1.25			10.9167	6.65
Mon	12/17/07	208.72019	1.00706	155	11.1344			-11.1344	1.04			11.1344	6.86
Tue	12/18/07	208.73458	1.00713	156	11.2071			-11.2071	0.97			11.2071	6.93
Wed	12/19/07	208.74897	1.00720	157	11.2797			-11.2797	0.90			11.2797	7.00
Thu	12/20/07	208.76335	1.00727	158	11.3523			-11.3523	0.83			11.3523	7.07
Fri	12/21/07	208.77774	1.00734	159	11.4250			-11.4250	0.76			11.4250	7.14
Mon	12/24/07	208.82090	1.00755	162	11.6430			-11.6430	0.55			11.6430	7.35
Tue	12/25/07	208.83529	1.00762	163	11.7156			-11.7156	0.48			11.7156	7.42
Wed	12/26/07	208.84968	1.00769	164	11.7883			-11.7883	0.41			11.7883	7.49
Thu	12/27/07	208.86406	1.00776	165	11.8610			-11.8610	0.34			11.8610	7.56
Fri	12/28/07	208.87845	1.00783	166	11.9337			-11.9337	0.27			11.9337	7.63
Mon	12/31/07	208.92161	1.00803	169	12.1518			-12.1518	0.07			12.1518	7.83
Tue	01/01/08	208.93600	1.00810

Generated 03/09/11 23:47