2% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2014

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

CUSIP Number	912828CP3	Interest 01/15/06 (184 days)	$10.5295
Dated Date	July 15, 2004	Interest 07/15/06 (181 days)	$10.7138
Ref CPI on Dated Date	188.49677	Interest Total	$21.2433
Original Issue Date	July 15, 2004	Interest 01/15/07 (184 days)

						Purchased on Settelment Date & held to 01/01/07				Held on 01/01/06 & 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
Sun	01/01/06	199.20000	1.05678	170	9.7637	x	x	11.4796	13.80			9.7637	0.00
Mon	01/02/06	199.14839	1.05651	171	9.8187	x	x	11.4246	14.07			9.8187	-0.27
Tue	01/03/06	199.09677	1.05623	172	9.8735	x	x	11.3698	14.35			9.8735	-0.55
Wed	01/04/06	199.04516	1.05596	173	9.9283	x	x	11.3150	14.62			9.9283	-0.82
Thu	01/05/06	198.99355	1.05569	174	9.9832	x	x	11.2601	14.89			9.9832	-1.09
Fri	01/06/06	198.94194	1.05541	175	10.0379	x	x	11.2054	15.17			10.0379	-1.37
Mon	01/09/06	198.78710	1.05459	178	10.2020	x	x	11.0413	15.99			10.2020	-2.19
Tue	01/10/06	198.73548	1.05432	179	10.2567	x	x	10.9866	16.26			10.2567	-2.46
Wed	01/11/06	198.68387	1.05404	180	10.3113	x	x	10.9320	16.54			10.3113	-2.74
Thu	01/12/06	198.63226	1.05377	181	10.3659	x	x	10.8774	16.81			10.3659	-3.01
Fri	01/13/06	198.58065	1.05350	182	10.4205	x	x	10.8228	17.08			10.4205	-3.28
Sun	01/15/06	198.47742	1.05295	0	0.0000		x	10.7138	17.63	x		10.5295	-3.83
Mon	01/16/06	198.42581	1.05267	1	0.0582		x	10.6556	17.91	x		10.5877	-4.11
Tue	01/17/06	198.37419	1.05240	2	0.1163		x	10.5975	18.18	x		10.6458	-4.38
Wed	01/18/06	198.32258	1.05213	3	0.1744		x	10.5394	18.45	x		10.7039	-4.65
Thu	01/19/06	198.27097	1.05185	4	0.2325		x	10.4813	18.73	x		10.7620	-4.93
Fri	01/20/06	198.21935	1.05158	5	0.2905		x	10.4233	19.00	x		10.8200	-5.20
Mon	01/23/06	198.06452	1.05076	8	0.4644		x	10.2494	19.82	x		10.9939	-6.02
Tue	01/24/06	198.01290	1.05048	9	0.5223		x	10.1915	20.10	x		11.0518	-6.30
Wed	01/25/06	197.96129	1.05021	10	0.5802		x	10.1336	20.37	x		11.1097	-6.57
Thu	01/26/06	197.90968	1.04994	11	0.6381		x	10.0757	20.64	x		11.1676	-6.84
Fri	01/27/06	197.85806	1.04966	12	0.6959		x	10.0179	20.92	x		11.2254	-7.12
Mon	01/30/06	197.70323	1.04884	15	0.8692		x	9.8446	21.74	x		11.3987	-7.94
Tue	01/31/06	197.65161	1.04857	16	0.9269		x	9.7869	22.01	x		11.4564	-8.21
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	02/01/06	197.60000	1.04829	17	0.9846		x	9.7292	22.29	x		11.5141	-8.49
Thu	02/02/06	197.57143	1.04814	18	1.0423		x	9.6715	22.44	x		11.5718	-8.64
Fri	02/03/06	197.54286	1.04799	19	1.1001		x	9.6137	22.59	x		11.6296	-8.79
Mon	02/06/06	197.45714	1.04754	22	1.2733		x	9.4405	23.04	x		11.8028	-9.24
Tue	02/07/06	197.42857	1.04738	23	1.3309		x	9.3829	23.20	x		11.8604	-9.40
Wed	02/08/06	197.40000	1.04723	24	1.3886		x	9.3252	23.35	x		11.9181	-9.55
Thu	02/09/06	197.37143	1.04708	25	1.4462		x	9.2676	23.50	x		11.9757	-9.70
Fri	02/10/06	197.34286	1.04693	26	1.5039		x	9.2099	23.65	x		12.0334	-9.85
Mon	02/13/06	197.25714	1.04647	29	1.6767		x	9.0371	24.11	x		12.2062	-10.31
Tue	02/14/06	197.22857	1.04632	30	1.7342		x	8.9796	24.26	x		12.2637	-10.46
Wed	02/15/06	197.20000	1.04617	31	1.7918		x	8.9220	24.41	x		12.3213	-10.61
Thu	02/16/06	197.17143	1.04602	32	1.8493		x	8.8645	24.56	x		12.3788	-10.76
Fri	02/17/06	197.14286	1.04587	33	1.9068		x	8.8070	24.71	x		12.4363	-10.91
Mon	02/20/06	197.05714	1.04541	36	2.0793		x	8.6345	25.17	x		12.6088	-11.37
Tue	02/21/06	197.02857	1.04526	37	2.1367		x	8.5771	25.32	x		12.6662	-11.52
Wed	02/22/06	197.00000	1.04511	38	2.1942		x	8.5196	25.47	x		12.7237	-11.67
Thu	02/23/06	196.97143	1.04496	39	2.2516		x	8.4622	25.62	x		12.7811	-11.82
Fri	02/24/06	196.94286	1.04481	40	2.3090		x	8.4048	25.77	x		12.8385	-11.97
Mon	02/27/06	196.85714	1.04435	43	2.4811		x	8.2327	26.23	x		13.0106	-12.43
Tue	02/28/06	196.82857	1.04420	44	2.5384		x	8.1754	26.38	x		13.0679	-12.58
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	03/01/06	196.80000	1.04405	45	2.5957		x	8.1181	26.53	x		13.1252	-12.73
Thu	03/02/06	196.84839	1.04431	46	2.6540		x	8.0598	26.27	x		13.1835	-12.47
Fri	03/03/06	196.89677	1.04456	47	2.7124		x	8.0014	26.02	x		13.2419	-12.22
Mon	03/06/06	197.04194	1.04533	50	2.8877		x	7.8261	25.25	x		13.4172	-11.45
Tue	03/07/06	197.09032	1.04559	51	2.9461		x	7.7677	24.99	x		13.4756	-11.19
Wed	03/08/06	197.13871	1.04585	52	3.0047		x	7.7091	24.73	x		13.5342	-10.93
Thu	03/09/06	197.18710	1.04610	53	3.0632		x	7.6506	24.48	x		13.5927	-10.68
Fri	03/10/06	197.23548	1.04636	54	3.1217		x	7.5921	24.22	x		13.6512	-10.42
Mon	03/13/06	197.38065	1.04713	57	3.2976		x	7.4162	23.45	x		13.8271	-9.65
Tue	03/14/06	197.42903	1.04739	58	3.3563		x	7.3575	23.19	x		13.8858	-9.39
Wed	03/15/06	197.47742	1.04764	59	3.4150		x	7.2988	22.94	x		13.9445	-9.14
Thu	03/16/06	197.52581	1.04790	60	3.4737		x	7.2401	22.68	x		14.0032	-8.88
Fri	03/17/06	197.57419	1.04816	61	3.5325		x	7.1813	22.42	x		14.0620	-8.62
Mon	03/20/06	197.71935	1.04893	64	3.7089		x	7.0049	21.65	x		14.2384	-7.85
Tue	03/21/06	197.76774	1.04918	65	3.7678		x	6.9460	21.40	x		14.2973	-7.60
Wed	03/22/06	197.81613	1.04944	66	3.8267		x	6.8871	21.14	x		14.3562	-7.34
Thu	03/23/06	197.86452	1.04970	67	3.8856		x	6.8282	20.88	x		14.4151	-7.08
Fri	03/24/06	197.91290	1.04995	68	3.9446		x	6.7692	20.63	x		14.4741	-6.83
Mon	03/27/06	198.05806	1.05072	71	4.1216		x	6.5922	19.86	x		14.6511	-6.06
Tue	03/28/06	198.10645	1.05098	72	4.1807		x	6.5331	19.60	x		14.7102	-5.80
Wed	03/29/06	198.15484	1.05124	73	4.2398		x	6.4740	19.34	x		14.7693	-5.54
Thu	03/30/06	198.20323	1.05149	74	4.2989		x	6.4149	19.09	x		14.8284	-5.29
Fri	03/31/06	198.25161	1.05175	75	4.3581		x	6.3557	18.83	x		14.8876	-5.03
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	04/03/06	198.32667	1.05215	78	4.5341		x	6.1797	18.43	x		15.0636	-4.63
Tue	04/04/06	198.34000	1.05222	79	4.5926		x	6.1212	18.36	x		15.1221	-4.56
Wed	04/05/06	198.35333	1.05229	80	4.6510		x	6.0628	18.29	x		15.1805	-4.49
Thu	04/06/06	198.36667	1.05236	81	4.7095		x	6.0043	18.22	x		15.2390	-4.42
Fri	04/07/06	198.38000	1.05243	82	4.7679		x	5.9459	18.15	x		15.2974	-4.35
Mon	04/10/06	198.42000	1.05264	85	4.9433		x	5.7705	17.94	x		15.4728	-4.14
Tue	04/11/06	198.43333	1.05271	86	5.0018		x	5.7120	17.87	x		15.5313	-4.07
Wed	04/12/06	198.44667	1.05279	87	5.0604		x	5.6534	17.79	x		15.5899	-3.99
Thu	04/13/06	198.46000	1.05286	88	5.1189		x	5.5949	17.72	x		15.6484	-3.92
Fri	04/14/06	198.47333	1.05293	89	5.1774		x	5.5364	17.65	x		15.7069	-3.85
Mon	04/17/06	198.51333	1.05314	92	5.3530		x	5.3608	17.44	x		15.8825	-3.64
Tue	04/18/06	198.52667	1.05321	93	5.4115		x	5.3023	17.37	x		15.9410	-3.57
Wed	04/19/06	198.54000	1.05328	94	5.4701		x	5.2437	17.30	x		15.9996	-3.50
Thu	04/20/06	198.55333	1.05335	95	5.5286		x	5.1852	17.23	x		16.0581	-3.43
Fri	04/21/06	198.56667	1.05342	96	5.5872		x	5.1266	17.16	x		16.1167	-3.36
Mon	04/24/06	198.60667	1.05363	99	5.7629		x	4.9509	16.95	x		16.2924	-3.15
Tue	04/25/06	198.62000	1.05371	100	5.8216		x	4.8922	16.87	x		16.3511	-3.07
Wed	04/26/06	198.63333	1.05378	101	5.8802		x	4.8336	16.80	x		16.4097	-3.00
Thu	04/27/06	198.64667	1.05385	102	5.9388		x	4.7750	16.73	x		16.4683	-2.93
Fri	04/28/06	198.66000	1.05392	103	5.9974		x	4.7164	16.66	x		16.5269	-2.86
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	05/01/06	198.70000	1.05413	106	6.1734		x	4.5404	16.45	x		16.7029	-2.65
Tue	05/02/06	198.73548	1.05432	107	6.2327		x	4.4811	16.26	x		16.7622	-2.46
Wed	05/03/06	198.77097	1.05451	108	6.2921		x	4.4217	16.07	x		16.8216	-2.27
Thu	05/04/06	198.80645	1.05469	109	6.3514		x	4.3624	15.89	x		16.8809	-2.09
Fri	05/05/06	198.84194	1.05488	110	6.4109		x	4.3029	15.70	x		16.9404	-1.90
Mon	05/08/06	198.94839	1.05545	113	6.5893		x	4.1245	15.13	x		17.1188	-1.33
Tue	05/09/06	198.98387	1.05564	114	6.6488		x	4.0650	14.94	x		17.1783	-1.14
Wed	05/10/06	199.01935	1.05582	115	6.7082		x	4.0056	14.76	x		17.2377	-0.96
Thu	05/11/06	199.05484	1.05601	116	6.7678		x	3.9460	14.57	x		17.2973	-0.77
Fri	05/12/06	199.09032	1.05620	117	6.8274		x	3.8864	14.38	x		17.3569	-0.58
Mon	05/15/06	199.19677	1.05676	120	7.0061		x	3.7077	13.82	x		17.5356	-0.02
Tue	05/16/06	199.23226	1.05695	121	7.0658		x	3.6480	13.63	x		17.5953	0.17
Wed	05/17/06	199.26774	1.05714	122	7.1255		x	3.5883	13.44	x		17.6550	0.36
Thu	05/18/06	199.30323	1.05733	123	7.1852		x	3.5286	13.25	x		17.7147	0.55
Fri	05/19/06	199.33871	1.05752	124	7.2449		x	3.4689	13.06	x		17.7744	0.74
Mon	05/22/06	199.44516	1.05808	127	7.4241		x	3.2897	12.50	x		17.9536	1.30
Tue	05/23/06	199.48065	1.05827	128	7.4839		x	3.2299	12.31	x		18.0134	1.49
Wed	05/24/06	199.51613	1.05846	129	7.5437		x	3.1701	12.12	x		18.0732	1.68
Thu	05/25/06	199.55161	1.05865	130	7.6036		x	3.1102	11.93	x		18.1331	1.87
Fri	05/26/06	199.58710	1.05884	131	7.6634		x	3.0504	11.74	x		18.1929	2.06
Mon	05/29/06	199.69355	1.05940	134	7.8431		x	2.8707	11.18	x		18.3726	2.62
Tue	05/30/06	199.72903	1.05959	135	7.9030		x	2.8108	10.99	x		18.4325	2.81
Wed	05/31/06	199.76452	1.05978	136	7.9630		x	2.7508	10.80	x		18.4925	3.00
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	06/01/06	199.80000	1.05997	137	8.0230		x	2.6908	10.61	x		18.5525	3.19
Fri	06/02/06	199.85667	1.06027	138	8.0838		x	2.6300	10.31	x		18.6133	3.49
Mon	06/05/06	200.02667	1.06117	141	8.2666		x	2.4472	9.41	x		18.7961	4.39
Tue	06/06/06	200.08333	1.06147	142	8.3276		x	2.3862	9.11	x		18.8571	4.69
Wed	06/07/06	200.14000	1.06177	143	8.3886		x	2.3252	8.81	x		18.9181	4.99
Thu	06/08/06	200.19667	1.06207	144	8.4496		x	2.2642	8.51	x		18.9791	5.29
Fri	06/09/06	200.25333	1.06237	145	8.5107		x	2.2031	8.21	x		19.0402	5.59
Mon	06/12/06	200.42333	1.06327	148	8.6941		x	2.0197	7.31	x		19.2236	6.49
Tue	06/13/06	200.48000	1.06357	149	8.7554		x	1.9584	7.01	x		19.2849	6.79
Wed	06/14/06	200.53667	1.06387	150	8.8166		x	1.8972	6.71	x		19.3461	7.09
Thu	06/15/06	200.59333	1.06417	151	8.8779		x	1.8359	6.41	x		19.4074	7.39
Fri	06/16/06	200.65000	1.06447	152	8.9392		x	1.7746	6.11	x		19.4687	7.69
Mon	06/19/06	200.82000	1.06538	155	9.1234		x	1.5904	5.20	x		19.6529	8.60
Tue	06/20/06	200.87667	1.06568	156	9.1849		x	1.5289	4.90	x		19.7144	8.90
Wed	06/21/06	200.93333	1.06598	157	9.2463		x	1.4675	4.60	x		19.7758	9.20
Thu	06/22/06	200.99000	1.06628	158	9.3079		x	1.4059	4.30	x		19.8374	9.50
Fri	06/23/06	201.04667	1.06658	159	9.3694		x	1.3444	4.00	x		19.8989	9.80
Mon	06/26/06	201.21667	1.06748	162	9.5542		x	1.1596	3.10	x		20.0837	10.70
Tue	06/27/06	201.27333	1.06778	163	9.6159		x	1.0979	2.80	x		20.1454	11.00
Wed	06/28/06	201.33000	1.06808	164	9.6776		x	1.0362	2.50	x		20.2071	11.30
Thu	06/29/06	201.38667	1.06838	165	9.7394		x	0.9744	2.20	x		20.2689	11.60
Fri	06/30/06	201.44333	1.06868	166	9.8012		x	0.9126	1.90	x		20.3307	11.90
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	07/03/06	201.56452	1.06933	169	9.9844		x	0.7294	1.25	x		20.5139	12.55
Tue	07/04/06	201.59677	1.06950	170	10.0450		x	0.6688	1.08	x		20.5745	12.72
Wed	07/05/06	201.62903	1.06967	171	10.1057		x	0.6081	0.91	x		20.6352	12.89
Thu	07/06/06	201.66129	1.06984	172	10.1664		x	0.5474	0.74	x		20.6959	13.06
Fri	07/07/06	201.69355	1.07001	173	10.2272		x	0.4866	0.57	x		20.7567	13.23
Mon	07/10/06	201.79032	1.07052	176	10.4095		x	0.3043	0.06	x		20.9390	13.74
Tue	07/11/06	201.82258	1.07070	177	10.4704		x	0.2434	-0.12	x		20.9999	13.92
Wed	07/12/06	201.85484	1.07087	178	10.5312		x	0.1826	-0.29	x		21.0607	14.09
Thu	07/13/06	201.88710	1.07104	179	10.5921		x	0.1217	-0.46	x		21.1216	14.26
Fri	07/14/06	201.91935	1.07121	180	10.6529		x	0.0609	-0.63	x		21.1824	14.43
Sat	07/15/06	201.95161	1.07138	0	0.0000			0.0000	-0.80	x	x	21.2433	14.60
Mon	07/17/06	202.01613	1.07172	2	0.1165			-0.1165	-1.14	x	x	21.3598	14.94
Tue	07/18/06	202.04839	1.07189	3	0.1748			-0.1748	-1.31	x	x	21.4181	15.11
Wed	07/19/06	202.08065	1.07206	4	0.2331			-0.2331	-1.48	x	x	21.4764	15.28
Thu	07/20/06	202.11290	1.07224	5	0.2914			-0.2914	-1.66	x	x	21.5347	15.46
Fri	07/21/06	202.14516	1.07241	6	0.3497			-0.3497	-1.83	x	x	21.5930	15.63
Mon	07/24/06	202.24194	1.07292	9	0.5248			-0.5248	-2.34	x	x	21.7681	16.14
Tue	07/25/06	202.27419	1.07309	10	0.5832			-0.5832	-2.51	x	x	21.8265	16.31
Wed	07/26/06	202.30645	1.07326	11	0.6416			-0.6416	-2.68	x	x	21.8849	16.48
Thu	07/27/06	202.33871	1.07343	12	0.7001			-0.7001	-2.85	x	x	21.9434	16.65
Fri	07/28/06	202.37097	1.07360	13	0.7585			-0.7585	-3.02	x	x	22.0018	16.82
Mon	07/31/06	202.46774	1.07412	16	0.9340			-0.9340	-3.54	x	x	22.1773	17.34
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	08/01/06	202.50000	1.07429	17	0.9926			-0.9926	-3.71	x	x	22.2359	17.51
Wed	08/02/06	202.51290	1.07436	18	1.0510			-1.0510	-3.78	x	x	22.2943	17.58
Thu	08/03/06	202.52581	1.07443	19	1.1095			-1.1095	-3.85	x	x	22.3528	17.65
Fri	08/04/06	202.53871	1.07449	20	1.1679			-1.1679	-3.91	x	x	22.4112	17.71
Mon	08/07/06	202.57742	1.07470	23	1.3434			-1.3434	-4.12	x	x	22.5867	17.92
Tue	08/08/06	202.59032	1.07477	24	1.4019			-1.4019	-4.19	x	x	22.6452	17.99
Wed	08/09/06	202.60323	1.07484	25	1.4604			-1.4604	-4.26	x	x	22.7037	18.06
Thu	08/10/06	202.61613	1.07491	26	1.5189			-1.5189	-4.33	x	x	22.7622	18.13
Fri	08/11/06	202.62903	1.07497	27	1.5774			-1.5774	-4.39	x	x	22.8207	18.19
Mon	08/14/06	202.66774	1.07518	30	1.7530			-1.7530	-4.60	x	x	22.9963	18.40
Tue	08/15/06	202.68065	1.07525	31	1.8116			-1.8116	-4.67	x	x	23.0549	18.47
Wed	08/16/06	202.69355	1.07532	32	1.8701			-1.8701	-4.74	x	x	23.1134	18.54
Thu	08/17/06	202.70645	1.07538	33	1.9287			-1.9287	-4.80	x	x	23.1720	18.60
Fri	08/18/06	202.71935	1.07545	34	1.9872			-1.9872	-4.87	x	x	23.2305	18.67
Mon	08/21/06	202.75806	1.07566	37	2.1630			-2.1630	-5.08	x	x	23.4063	18.88
Tue	08/22/06	202.77097	1.07573	38	2.2216			-2.2216	-5.15	x	x	23.4649	18.95
Wed	08/23/06	202.78387	1.07579	39	2.2802			-2.2802	-5.21	x	x	23.5235	19.01
Thu	08/24/06	202.79677	1.07586	40	2.3388			-2.3388	-5.28	x	x	23.5821	19.08
Fri	08/25/06	202.80968	1.07593	41	2.3975			-2.3975	-5.35	x	x	23.6408	19.15
Mon	08/28/06	202.84839	1.07614	44	2.5734			-2.5734	-5.56	x	x	23.8167	19.36
Tue	08/29/06	202.86129	1.07621	45	2.6320			-2.6320	-5.63	x	x	23.8753	19.43
Wed	08/30/06	202.87419	1.07627	46	2.6907			-2.6907	-5.69	x	x	23.9340	19.49
Thu	08/31/06	202.88710	1.07634	47	2.7493			-2.7493	-5.76	x	x	23.9926	19.56
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	09/01/06	202.90000	1.07641	48	2.8080			-2.8080	-5.83	x	x	24.0513	19.63
Mon	09/04/06	202.96000	1.07673	51	2.9844			-2.9844	-6.15	x	x	24.2277	19.95
Tue	09/05/06	202.98000	1.07684	52	3.0432			-3.0432	-6.26	x	x	24.2865	20.06
Wed	09/06/06	203.00000	1.07694	53	3.1021			-3.1021	-6.36	x	x	24.3454	20.16
Thu	09/07/06	203.02000	1.07705	54	3.1609			-3.1609	-6.47	x	x	24.4042	20.27
Fri	09/08/06	203.04000	1.07715	55	3.2197			-3.2197	-6.57	x	x	24.4630	20.37
Mon	09/11/06	203.10000	1.07747	58	3.3964			-3.3964	-6.89	x	x	24.6397	20.69
Tue	09/12/06	203.12000	1.07758	59	3.4553			-3.4553	-7.00	x	x	24.6986	20.80
Wed	09/13/06	203.14000	1.07768	60	3.5142			-3.5142	-7.10	x	x	24.7575	20.90
Thu	09/14/06	203.16000	1.07779	61	3.5731			-3.5731	-7.21	x	x	24.8164	21.01
Fri	09/15/06	203.18000	1.07790	62	3.6321			-3.6321	-7.32	x	x	24.8754	21.12
Mon	09/18/06	203.24000	1.07821	65	3.8089			-3.8089	-7.63	x	x	25.0522	21.43
Tue	09/19/06	203.26000	1.07832	66	3.8679			-3.8679	-7.74	x	x	25.1112	21.54
Wed	09/20/06	203.28000	1.07843	67	3.9269			-3.9269	-7.85	x	x	25.1702	21.65
Thu	09/21/06	203.30000	1.07853	68	3.9859			-3.9859	-7.95	x	x	25.2292	21.75
Fri	09/22/06	203.32000	1.07864	69	4.0449			-4.0449	-8.06	x	x	25.2882	21.86
Mon	09/25/06	203.38000	1.07896	72	4.2220			-4.2220	-8.38	x	x	25.4653	22.18
Tue	09/26/06	203.40000	1.07906	73	4.2811			-4.2811	-8.48	x	x	25.5244	22.28
Wed	09/27/06	203.42000	1.07917	74	4.3401			-4.3401	-8.59	x	x	25.5834	22.39
Thu	09/28/06	203.44000	1.07928	75	4.3992			-4.3992	-8.70	x	x	25.6425	22.50
Fri	09/29/06	203.46000	1.07938	76	4.4583			-4.4583	-8.80	x	x	25.7016	22.60
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/02/06	203.51290	1.07966	79	4.6355			-4.6355	-9.08	x	x	25.8788	22.88
Tue	10/03/06	203.52581	1.07973	80	4.6945			-4.6945	-9.15	x	x	25.9378	22.95
Wed	10/04/06	203.53871	1.07980	81	4.7535			-4.7535	-9.22	x	x	25.9968	23.02
Thu	10/05/06	203.55161	1.07987	82	4.8125			-4.8125	-9.29	x	x	26.0558	23.09
Fri	10/06/06	203.56452	1.07994	83	4.8715			-4.8715	-9.36	x	x	26.1148	23.16
Mon	10/09/06	203.60323	1.08014	86	5.0485			-5.0485	-9.56	x	x	26.2918	23.36
Tue	10/10/06	203.61613	1.08021	87	5.1075			-5.1075	-9.63	x	x	26.3508	23.43
Wed	10/11/06	203.62903	1.08028	88	5.1666			-5.1666	-9.70	x	x	26.4099	23.50
Thu	10/12/06	203.64194	1.08035	89	5.2256			-5.2256	-9.77	x	x	26.4689	23.57
Fri	10/13/06	203.65484	1.08042	90	5.2847			-5.2847	-9.84	x	x	26.5280	23.64
Mon	10/16/06	203.69355	1.08062	93	5.4618			-5.4618	-10.04	x	x	26.7051	23.84
Tue	10/17/06	203.70645	1.08069	94	5.5209			-5.5209	-10.11	x	x	26.7642	23.91
Wed	10/18/06	203.71935	1.08076	95	5.5800			-5.5800	-10.18	x	x	26.8233	23.98
Thu	10/19/06	203.73226	1.08083	96	5.6391			-5.6391	-10.25	x	x	26.8824	24.05
Fri	10/20/06	203.74516	1.08089	97	5.6982			-5.6982	-10.31	x	x	26.9415	24.11
Mon	10/23/06	203.78387	1.08110	100	5.8755			-5.8755	-10.52	x	x	27.1188	24.32
Tue	10/24/06	203.79677	1.08117	101	5.9347			-5.9347	-10.59	x	x	27.1780	24.39
Wed	10/25/06	203.80968	1.08124	102	5.9938			-5.9938	-10.66	x	x	27.2371	24.46
Thu	10/26/06	203.82258	1.08131	103	6.0530			-6.0530	-10.73	x	x	27.2963	24.53
Fri	10/27/06	203.83548	1.08137	104	6.1121			-6.1121	-10.79	x	x	27.3554	24.59
Mon	10/30/06	203.87419	1.08158	107	6.2896			-6.2896	-11.00	x	x	27.5329	24.80
Tue	10/31/06	203.88710	1.08165	108	6.3488			-6.3488	-11.07	x	x	27.5921	24.87
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	11/01/06	203.90000	1.08172	109	6.4080			-6.4080	-11.14	x	x	27.6513	24.94
Thu	11/02/06	203.86667	1.08154	110	6.4657			-6.4657	-10.96	x	x	27.7090	24.76
Fri	11/03/06	203.83333	1.08136	111	6.5234			-6.5234	-10.78	x	x	27.7667	24.58
Mon	11/06/06	203.73333	1.08083	114	6.6964			-6.6964	-10.25	x	x	27.9397	24.05
Tue	11/07/06	203.70000	1.08066	115	6.7541			-6.7541	-10.08	x	x	27.9974	23.88
Wed	11/08/06	203.66667	1.08048	116	6.8117			-6.8117	-9.90	x	x	28.0550	23.70
Thu	11/09/06	203.63333	1.08030	117	6.8693			-6.8693	-9.72	x	x	28.1126	23.52
Fri	11/10/06	203.60000	1.08012	118	6.9269			-6.9269	-9.54	x	x	28.1702	23.34
Mon	11/13/06	203.50000	1.07959	121	7.0995			-7.0995	-9.01	x	x	28.3428	22.81
Tue	11/14/06	203.46667	1.07942	122	7.1570			-7.1570	-8.84	x	x	28.4003	22.64
Wed	11/15/06	203.43333	1.07924	123	7.2145			-7.2145	-8.66	x	x	28.4578	22.46
Thu	11/16/06	203.40000	1.07906	124	7.2719			-7.2719	-8.48	x	x	28.5152	22.28
Fri	11/17/06	203.36667	1.07889	125	7.3294			-7.3294	-8.31	x	x	28.5727	22.11
Mon	11/20/06	203.26667	1.07836	128	7.5016			-7.5016	-7.78	x	x	28.7449	21.58
Tue	11/21/06	203.23333	1.07818	129	7.5590			-7.5590	-7.60	x	x	28.8023	21.40
Wed	11/22/06	203.20000	1.07800	130	7.6163			-7.6163	-7.42	x	x	28.8596	21.22
Thu	11/23/06	203.16667	1.07783	131	7.6737			-7.6737	-7.25	x	x	28.9170	21.05
Fri	11/24/06	203.13333	1.07765	132	7.7310			-7.7310	-7.07	x	x	28.9743	20.87
Mon	11/27/06	203.03333	1.07712	135	7.9028			-7.9028	-6.54	x	x	29.1461	20.34
Tue	11/28/06	203.00000	1.07694	136	7.9600			-7.9600	-6.36	x	x	29.2033	20.16
Wed	11/29/06	202.96667	1.07676	137	8.0172			-8.0172	-6.18	x	x	29.2605	19.98
Thu	11/30/06	202.93333	1.07659	138	8.0744			-8.0744	-6.01	x	x	29.3177	19.81
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	12/01/06	202.90000	1.07641	139	8.1316			-8.1316	-5.83	x	x	29.3749	19.63
Mon	12/04/06	202.79355	1.07585	142	8.3028			-8.3028	-5.27	x	x	29.5461	19.07
Tue	12/05/06	202.75806	1.07566	143	8.3597			-8.3597	-5.08	x	x	29.6030	18.88
Wed	12/06/06	202.72258	1.07547	144	8.4167			-8.4167	-4.89	x	x	29.6600	18.69
Thu	12/07/06	202.68710	1.07528	145	8.4737			-8.4737	-4.70	x	x	29.7170	18.50
Fri	12/08/06	202.65161	1.07509	146	8.5306			-8.5306	-4.51	x	x	29.7739	18.31
Mon	12/11/06	202.54516	1.07453	149	8.7014			-8.7014	-3.95	x	x	29.9447	17.75
Tue	12/12/06	202.50968	1.07434	150	8.7582			-8.7582	-3.76	x	x	30.0015	17.56
Wed	12/13/06	202.47419	1.07415	151	8.8150			-8.8150	-3.57	x	x	30.0583	17.37
Thu	12/14/06	202.43871	1.07396	152	8.8718			-8.8718	-3.38	x	x	30.1151	17.18
Fri	12/15/06	202.40323	1.07378	153	8.9287			-8.9287	-3.20	x	x	30.1720	17.00
Mon	12/18/06	202.29677	1.07321	156	9.0990			-9.0990	-2.63	x	x	30.3423	16.43
Tue	12/19/06	202.26129	1.07302	157	9.1557			-9.1557	-2.44	x	x	30.3990	16.24
Wed	12/20/06	202.22581	1.07283	158	9.2123			-9.2123	-2.25	x	x	30.4556	16.05
Thu	12/21/06	202.19032	1.07265	159	9.2691			-9.2691	-2.07	x	x	30.5124	15.87
Fri	12/22/06	202.15484	1.07246	160	9.3257			-9.3257	-1.88	x	x	30.5690	15.68
Mon	12/25/06	202.04839	1.07189	163	9.4955			-9.4955	-1.31	x	x	30.7388	15.11
Tue	12/26/06	202.01290	1.07170	164	9.5521			-9.5521	-1.12	x	x	30.7954	14.92
Wed	12/27/06	201.97742	1.07152	165	9.6087			-9.6087	-0.94	x	x	30.8520	14.74
Thu	12/28/06	201.94194	1.07133	166	9.6653			-9.6653	-0.75	x	x	30.9086	14.55
Fri	12/29/06	201.90645	1.07114	167	9.7218			-9.7218	-0.56	x	x	30.9651	14.36
Mon	01/01/07	201.80000	1.07058

Generated 03/09/11 23:47