3.5% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2011

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

CUSIP Number	9128276R8	Interest 01/15/07 (184 days)	$20.2771
Dated Date	January 15, 2001	Interest 07/15/07 (181 days)	$20.8394
Ref CPI on Dated Date	174.04516	Interest Total	$41.1165
Original Issue Date	January 16, 2001	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	1.15947	170	18.7469	x	x	22.3696	41.00			18.7469	0.00
Tue	01/02/07	201.79032	1.15941	171	18.8562	x	x	22.2603	41.06			18.8562	-0.06
Wed	01/03/07	201.78065	1.15936	172	18.9656	x	x	22.1509	41.11			18.9656	-0.11
Thu	01/04/07	201.77097	1.15930	173	19.0749	x	x	22.0416	41.17			19.0749	-0.17
Fri	01/05/07	201.76129	1.15925	174	19.1843	x	x	21.9322	41.22			19.1843	-0.22
Mon	01/08/07	201.73226	1.15908	177	19.5122	x	x	21.6043	41.39			19.5122	-0.39
Tue	01/09/07	201.72258	1.15902	178	19.6215	x	x	21.4950	41.45			19.6215	-0.45
Wed	01/10/07	201.71290	1.15897	179	19.7308	x	x	21.3857	41.50			19.7308	-0.50
Thu	01/11/07	201.70323	1.15891	180	19.8400	x	x	21.2765	41.56			19.8400	-0.56
Fri	01/12/07	201.69355	1.15886	181	19.9494	x	x	21.1671	41.61			19.9494	-0.61
Mon	01/15/07	201.66452	1.15869	0	0.0000		x	20.8394	41.78	x		20.2771	-0.78
Tue	01/16/07	201.65484	1.15864	1	0.1120		x	20.7274	41.83	x		20.3891	-0.83
Wed	01/17/07	201.64516	1.15858	2	0.2240		x	20.6154	41.89	x		20.5011	-0.89
Thu	01/18/07	201.63548	1.15852	3	0.3360		x	20.5034	41.95	x		20.6131	-0.95
Fri	01/19/07	201.62581	1.15847	4	0.4480		x	20.3914	42.00	x		20.7251	-1.00
Mon	01/22/07	201.59677	1.15830	7	0.7839		x	20.0555	42.17	x		21.0610	-1.17
Tue	01/23/07	201.58710	1.15825	8	0.8959		x	19.9435	42.22	x		21.1730	-1.22
Wed	01/24/07	201.57742	1.15819	9	1.0078		x	19.8316	42.28	x		21.2849	-1.28
Thu	01/25/07	201.56774	1.15813	10	1.1197		x	19.7197	42.34	x		21.3968	-1.34
Fri	01/26/07	201.55806	1.15808	11	1.2317		x	19.6077	42.39	x		21.5088	-1.39
Mon	01/29/07	201.52903	1.15791	14	1.5673		x	19.2721	42.56	x		21.8444	-1.56
Tue	01/30/07	201.51935	1.15786	15	1.6792		x	19.1602	42.61	x		21.9563	-1.61
Wed	01/31/07	201.50968	1.15780	16	1.7911		x	19.0483	42.67	x		22.0682	-1.67
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	1.15775	17	1.9029		x	18.9365	42.72	x		22.1800	-1.72
Fri	02/02/07	201.51071	1.15781	18	2.0150		x	18.8244	42.66	x		22.2921	-1.66
Mon	02/05/07	201.54286	1.15799	21	2.3512		x	18.4882	42.48	x		22.6283	-1.48
Tue	02/06/07	201.55357	1.15805	22	2.4633		x	18.3761	42.42	x		22.7404	-1.42
Wed	02/07/07	201.56429	1.15811	23	2.5754		x	18.2640	42.36	x		22.8525	-1.36
Thu	02/08/07	201.57500	1.15818	24	2.6875		x	18.1519	42.29	x		22.9646	-1.29
Fri	02/09/07	201.58571	1.15824	25	2.7996		x	18.0398	42.23	x		23.0767	-1.23
Mon	02/12/07	201.61786	1.15842	28	3.1361		x	17.7033	42.05	x		23.4132	-1.05
Tue	02/13/07	201.62857	1.15848	29	3.2482		x	17.5912	41.99	x		23.5253	-0.99
Wed	02/14/07	201.63929	1.15855	30	3.3604		x	17.4790	41.92	x		23.6375	-0.92
Thu	02/15/07	201.65000	1.15861	31	3.4726		x	17.3668	41.86	x		23.7497	-0.86
Fri	02/16/07	201.66071	1.15867	32	3.5848		x	17.2546	41.80	x		23.8619	-0.80
Mon	02/19/07	201.69286	1.15885	35	3.9215		x	16.9179	41.62	x		24.1986	-0.62
Tue	02/20/07	201.70357	1.15892	36	4.0338		x	16.8056	41.55	x		24.3109	-0.55
Wed	02/21/07	201.71429	1.15898	37	4.1461		x	16.6933	41.49	x		24.4232	-0.49
Thu	02/22/07	201.72500	1.15904	38	4.2584		x	16.5810	41.43	x		24.5355	-0.43
Fri	02/23/07	201.73571	1.15910	39	4.3706		x	16.4688	41.37	x		24.6477	-0.37
Mon	02/26/07	201.76786	1.15928	42	4.7076		x	16.1318	41.19	x		24.9847	-0.19
Tue	02/27/07	201.77857	1.15935	43	4.8199		x	16.0195	41.12	x		25.0970	-0.12
Wed	02/28/07	201.78929	1.15941	44	4.9323		x	15.9071	41.06	x		25.2094	-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	1.15947	45	5.0447		x	15.7947	41.00	x		25.3218	0.00
Fri	03/02/07	201.81987	1.15958	46	5.1572		x	15.6822	40.89	x		25.4343	0.11
Mon	03/05/07	201.87948	1.15993	49	5.4952		x	15.3442	40.54	x		25.7723	0.46
Tue	03/06/07	201.89935	1.16004	50	5.6079		x	15.2315	40.43	x		25.8850	0.57
Wed	03/07/07	201.91923	1.16015	51	5.7206		x	15.1188	40.32	x		25.9977	0.68
Thu	03/08/07	201.93910	1.16027	52	5.8334		x	15.0060	40.20	x		26.1105	0.80
Fri	03/09/07	201.95897	1.16038	53	5.9461		x	14.8933	40.09	x		26.2232	0.91
Mon	03/12/07	202.01858	1.16073	56	6.2846		x	14.5548	39.74	x		26.5617	1.26
Tue	03/13/07	202.03845	1.16084	57	6.3974		x	14.4420	39.63	x		26.6745	1.37
Wed	03/14/07	202.05832	1.16095	58	6.5103		x	14.3291	39.52	x		26.7874	1.48
Thu	03/15/07	202.07819	1.16107	59	6.6232		x	14.2162	39.40	x		26.9003	1.60
Fri	03/16/07	202.09806	1.16118	60	6.7361		x	14.1033	39.29	x		27.0132	1.71
Mon	03/19/07	202.15768	1.16152	63	7.0750		x	13.7644	38.95	x		27.3521	2.05
Tue	03/20/07	202.17755	1.16164	64	7.1880		x	13.6514	38.83	x		27.4651	2.17
Wed	03/21/07	202.19742	1.16175	65	7.3011		x	13.5383	38.72	x		27.5782	2.28
Thu	03/22/07	202.21729	1.16187	66	7.4141		x	13.4253	38.60	x		27.6912	2.40
Fri	03/23/07	202.23716	1.16198	67	7.5272		x	13.3122	38.49	x		27.8043	2.51
Mon	03/26/07	202.29677	1.16232	70	7.8665		x	12.9729	38.15	x		28.1436	2.85
Tue	03/27/07	202.31665	1.16244	71	7.9797		x	12.8597	38.03	x		28.2568	2.97
Wed	03/28/07	202.33652	1.16255	72	8.0929		x	12.7465	37.92	x		28.3700	3.08
Thu	03/29/07	202.35639	1.16267	73	8.2061		x	12.6333	37.80	x		28.4832	3.20
Fri	03/30/07	202.37626	1.16278	74	8.3193		x	12.5201	37.69	x		28.5964	3.31
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	1.16322	77	8.6599		x	12.1795	37.25	x		28.9370	3.75
Tue	04/03/07	202.48820	1.16342	78	8.7739		x	12.0655	37.05	x		29.0510	3.95
Wed	04/04/07	202.52430	1.16363	79	8.8879		x	11.9515	36.84	x		29.1650	4.16
Thu	04/05/07	202.56040	1.16384	80	9.0021		x	11.8373	36.63	x		29.2792	4.37
Fri	04/06/07	202.59650	1.16405	81	9.1162		x	11.7232	36.42	x		29.3933	4.58
Mon	04/09/07	202.70480	1.16467	84	9.4589		x	11.3805	35.80	x		29.7360	5.20
Tue	04/10/07	202.74090	1.16488	85	9.5733		x	11.2661	35.59	x		29.8504	5.41
Wed	04/11/07	202.77700	1.16508	86	9.6875		x	11.1519	35.39	x		29.9646	5.61
Thu	04/12/07	202.81310	1.16529	87	9.8020		x	11.0374	35.18	x		30.0791	5.82
Fri	04/13/07	202.84920	1.16550	88	9.9164		x	10.9230	34.97	x		30.1935	6.03
Mon	04/16/07	202.95750	1.16612	91	10.2599		x	10.5795	34.35	x		30.5370	6.65
Tue	04/17/07	202.99360	1.16633	92	10.3745		x	10.4649	34.14	x		30.6516	6.86
Wed	04/18/07	203.02970	1.16653	93	10.4891		x	10.3503	33.94	x		30.7662	7.06
Thu	04/19/07	203.06580	1.16674	94	10.6038		x	10.2356	33.73	x		30.8809	7.27
Fri	04/20/07	203.10190	1.16695	95	10.7185		x	10.1209	33.52	x		30.9956	7.48
Mon	04/23/07	203.21020	1.16757	98	11.0629		x	9.7765	32.90	x		31.3400	8.10
Tue	04/24/07	203.24630	1.16778	99	11.1778		x	9.6616	32.69	x		31.4549	8.31
Wed	04/25/07	203.28240	1.16799	100	11.2927		x	9.5467	32.48	x		31.5698	8.52
Thu	04/26/07	203.31850	1.16819	101	11.4076		x	9.4318	32.28	x		31.6847	8.72
Fri	04/27/07	203.35460	1.16840	102	11.5226		x	9.3168	32.07	x		31.7997	8.93
Mon	04/30/07	203.46290	1.16902	105	11.8678		x	8.9716	31.45	x		32.1449	9.55
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	1.16923	106	11.9830		x	8.8564	31.24	x		32.2601	9.76
Wed	05/02/07	203.55877	1.16957	107	12.0996		x	8.7398	30.90	x		32.3767	10.10
Thu	05/03/07	203.61855	1.16992	108	12.2163		x	8.6231	30.55	x		32.4934	10.45
Fri	05/04/07	203.67832	1.17026	109	12.3330		x	8.5064	30.21	x		32.6101	10.79
Mon	05/07/07	203.85765	1.17129	112	12.6836		x	8.1558	29.18	x		32.9607	11.82
Tue	05/08/07	203.91742	1.17164	113	12.8007		x	8.0387	28.83	x		33.0778	12.17
Wed	05/09/07	203.97719	1.17198	114	12.9177		x	7.9217	28.49	x		33.1948	12.51
Thu	05/10/07	204.03697	1.17232	115	13.0348		x	7.8046	28.15	x		33.3119	12.85
Fri	05/11/07	204.09674	1.17267	116	13.1520		x	7.6874	27.80	x		33.4291	13.20
Mon	05/14/07	204.27606	1.17370	119	13.5040		x	7.3354	26.77	x		33.7811	14.23
Tue	05/15/07	204.33584	1.17404	120	13.6215		x	7.2179	26.43	x		33.8986	14.57
Wed	05/16/07	204.39561	1.17438	121	13.7389		x	7.1005	26.09	x		34.0160	14.91
Thu	05/17/07	204.45539	1.17473	122	13.8566		x	6.9828	25.74	x		34.1337	15.26
Fri	05/18/07	204.51516	1.17507	123	13.9742		x	6.8652	25.40	x		34.2513	15.60
Mon	05/21/07	204.69448	1.17610	126	14.3276		x	6.5118	24.37	x		34.6047	16.63
Tue	05/22/07	204.75426	1.17644	127	14.4455		x	6.3939	24.03	x		34.7226	16.97
Wed	05/23/07	204.81403	1.17679	128	14.5636		x	6.2758	23.68	x		34.8407	17.32
Thu	05/24/07	204.87381	1.17713	129	14.6816		x	6.1578	23.34	x		34.9587	17.66
Fri	05/25/07	204.93358	1.17747	130	14.7997		x	6.0397	23.00	x		35.0768	18.00
Mon	05/28/07	205.11290	1.17850	133	15.1545		x	5.6849	21.97	x		35.4316	19.03
Tue	05/29/07	205.17268	1.17885	134	15.2729		x	5.5665	21.62	x		35.5500	19.38
Wed	05/30/07	205.23245	1.17919	135	15.3914		x	5.4480	21.28	x		35.6685	19.72
Thu	05/31/07	205.29223	1.17953	136	15.5098		x	5.3296	20.94	x		35.7869	20.06
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	06/01/07	205.35200	1.17988	137	15.6285		x	5.2109	20.59	x		35.9056	20.41
Mon	06/04/07	205.48540	1.18064	140	15.9810		x	4.8584	19.83	x		36.2581	21.17
Tue	06/05/07	205.52987	1.18090	141	16.0987		x	4.7407	19.57	x		36.3758	21.43
Wed	06/06/07	205.57433	1.18116	142	16.2165		x	4.6229	19.31	x		36.4936	21.69
Thu	06/07/07	205.61880	1.18141	143	16.3341		x	4.5053	19.06	x		36.6112	21.94
Fri	06/08/07	205.66327	1.18167	144	16.4520		x	4.3874	18.80	x		36.7291	22.20
Mon	06/11/07	205.79667	1.18243	147	16.8055		x	4.0339	18.04	x		37.0826	22.96
Tue	06/12/07	205.84113	1.18269	148	16.9236		x	3.9158	17.78	x		37.2007	23.22
Wed	06/13/07	205.88560	1.18294	149	17.0415		x	3.7979	17.53	x		37.3186	23.47
Thu	06/14/07	205.93007	1.18320	150	17.1597		x	3.6797	17.27	x		37.4368	23.73
Fri	06/15/07	205.97453	1.18345	151	17.2777		x	3.5617	17.02	x		37.5548	23.98
Mon	06/18/07	206.10793	1.18422	154	17.6324		x	3.2070	16.25	x		37.9095	24.75
Tue	06/19/07	206.15240	1.18448	155	17.7508		x	3.0886	15.99	x		38.0279	25.01
Wed	06/20/07	206.19687	1.18473	156	17.8691		x	2.9703	15.74	x		38.1462	25.26
Thu	06/21/07	206.24133	1.18499	157	17.9876		x	2.8518	15.48	x		38.2647	25.52
Fri	06/22/07	206.28580	1.18524	158	18.1060		x	2.7334	15.23	x		38.3831	25.77
Mon	06/25/07	206.41920	1.18601	161	18.4618		x	2.3776	14.46	x		38.7389	26.54
Tue	06/26/07	206.46367	1.18626	162	18.5804		x	2.2590	14.21	x		38.8575	26.79
Wed	06/27/07	206.50813	1.18652	163	18.6992		x	2.1402	13.95	x		38.9763	27.05
Thu	06/28/07	206.55260	1.18678	164	18.8180		x	2.0214	13.69	x		39.0951	27.31
Fri	06/29/07	206.59707	1.18703	165	18.9367		x	1.9027	13.44	x		39.2138	27.56
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	07/02/07	206.72674	1.18778	168	19.2932		x	1.5462	12.69	x		39.5703	28.31
Tue	07/03/07	206.76748	1.18801	169	19.4118		x	1.4276	12.46	x		39.6889	28.54
Wed	07/04/07	206.80823	1.18824	170	19.5305		x	1.3089	12.23	x		39.8076	28.77
Thu	07/05/07	206.84897	1.18848	171	19.6493		x	1.1901	11.99	x		39.9264	29.01
Fri	07/06/07	206.88971	1.18871	172	19.7681		x	1.0713	11.76	x		40.0452	29.24
Mon	07/09/07	207.01194	1.18942	175	20.1249		x	0.7145	11.05	x		40.4020	29.95
Tue	07/10/07	207.05268	1.18965	176	20.2438		x	0.5956	10.82	x		40.5209	30.18
Wed	07/11/07	207.09342	1.18988	177	20.3627		x	0.4767	10.59	x		40.6398	30.41
Thu	07/12/07	207.13416	1.19012	178	20.4819		x	0.3575	10.35	x		40.7590	30.65
Fri	07/13/07	207.17490	1.19035	179	20.6009		x	0.2385	10.12	x		40.8780	30.88
Sun	07/15/07	207.25639	1.19082	0	0.0000			0.0000	9.65	x	x	41.1165	31.35
Mon	07/16/07	207.29713	1.19105	1	0.1133			-0.1133	9.42	x	x	41.2298	31.58
Tue	07/17/07	207.33787	1.19129	2	0.2266			-0.2266	9.18	x	x	41.3431	31.82
Wed	07/18/07	207.37861	1.19152	3	0.3400			-0.3400	8.95	x	x	41.4565	32.05
Thu	07/19/07	207.41935	1.19176	4	0.4534			-0.4534	8.71	x	x	41.5699	32.29
Fri	07/20/07	207.46010	1.19199	5	0.5668			-0.5668	8.48	x	x	41.6833	32.52
Mon	07/23/07	207.58232	1.19269	8	0.9075			-0.9075	7.78	x	x	42.0240	33.22
Tue	07/24/07	207.62306	1.19293	9	1.0211			-1.0211	7.54	x	x	42.1376	33.46
Wed	07/25/07	207.66381	1.19316	10	1.1348			-1.1348	7.31	x	x	42.2513	33.69
Thu	07/26/07	207.70455	1.19339	11	1.2485			-1.2485	7.08	x	x	42.3650	33.92
Fri	07/27/07	207.74529	1.19363	12	1.3623			-1.3623	6.84	x	x	42.4788	34.16
Mon	07/30/07	207.86752	1.19433	15	1.7039			-1.7039	6.14	x	x	42.8204	34.86
Tue	07/31/07	207.90826	1.19457	16	1.8178			-1.8178	5.90	x	x	42.9343	35.10
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	08/01/07	207.94900	1.19480	17	1.9318			-1.9318	5.67	x	x	43.0483	35.33
Thu	08/02/07	207.96200	1.19487	18	2.0456			-2.0456	5.60	x	x	43.1621	35.40
Fri	08/03/07	207.97500	1.19495	19	2.1594			-2.1594	5.52	x	x	43.2759	35.48
Mon	08/06/07	208.01400	1.19517	22	2.5008			-2.5008	5.30	x	x	43.6173	35.70
Tue	08/07/07	208.02700	1.19525	23	2.6146			-2.6146	5.22	x	x	43.7311	35.78
Wed	08/08/07	208.04000	1.19532	24	2.7284			-2.7284	5.15	x	x	43.8449	35.85
Thu	08/09/07	208.05300	1.19540	25	2.8423			-2.8423	5.07	x	x	43.9588	35.93
Fri	08/10/07	208.06600	1.19547	26	2.9562			-2.9562	5.00	x	x	44.0727	36.00
Mon	08/13/07	208.10500	1.19570	29	3.2979			-3.2979	4.77	x	x	44.4144	36.23
Tue	08/14/07	208.11800	1.19577	30	3.4118			-3.4118	4.70	x	x	44.5283	36.30
Wed	08/15/07	208.13100	1.19584	31	3.5258			-3.5258	4.63	x	x	44.6423	36.37
Thu	08/16/07	208.14400	1.19592	32	3.6398			-3.6398	4.55	x	x	44.7563	36.45
Fri	08/17/07	208.15700	1.19599	33	3.7537			-3.7537	4.48	x	x	44.8702	36.52
Mon	08/20/07	208.19600	1.19622	36	4.0958			-4.0958	4.25	x	x	45.2123	36.75
Tue	08/21/07	208.20900	1.19629	37	4.2098			-4.2098	4.18	x	x	45.3263	36.82
Wed	08/22/07	208.22200	1.19637	38	4.3238			-4.3238	4.10	x	x	45.4403	36.90
Thu	08/23/07	208.23500	1.19644	39	4.4379			-4.4379	4.03	x	x	45.5544	36.97
Fri	08/24/07	208.24800	1.19652	40	4.5520			-4.5520	3.95	x	x	45.6685	37.05
Mon	08/27/07	208.28700	1.19674	43	4.8943			-4.8943	3.73	x	x	46.0108	37.27
Tue	08/28/07	208.30000	1.19682	44	5.0084			-5.0084	3.65	x	x	46.1249	37.35
Wed	08/29/07	208.31300	1.19689	45	5.1226			-5.1226	3.58	x	x	46.2391	37.42
Thu	08/30/07	208.32600	1.19697	46	5.2367			-5.2367	3.50	x	x	46.3532	37.50
Fri	08/31/07	208.33900	1.19704	47	5.3509			-5.3509	3.43	x	x	46.4674	37.57
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	1.19709	50	5.6927			-5.6927	3.38	x	x	46.8092	37.62
Tue	09/04/07	208.34670	1.19708	51	5.8065			-5.8065	3.39	x	x	46.9230	37.61
Wed	09/05/07	208.34493	1.19707	52	5.9203			-5.9203	3.40	x	x	47.0368	37.60
Thu	09/06/07	208.34317	1.19706	53	6.0341			-6.0341	3.41	x	x	47.1506	37.59
Fri	09/07/07	208.34140	1.19705	54	6.1479			-6.1479	3.42	x	x	47.2644	37.58
Mon	09/10/07	208.33610	1.19702	57	6.4893			-6.4893	3.45	x	x	47.6058	37.55
Tue	09/11/07	208.33433	1.19701	58	6.6031			-6.6031	3.46	x	x	47.7196	37.54
Wed	09/12/07	208.33257	1.19700	59	6.7169			-6.7169	3.47	x	x	47.8334	37.53
Thu	09/13/07	208.33080	1.19699	60	6.8306			-6.8306	3.48	x	x	47.9471	37.52
Fri	09/14/07	208.32903	1.19698	61	6.9444			-6.9444	3.49	x	x	48.0609	37.51
Mon	09/17/07	208.32373	1.19695	64	7.2858			-7.2858	3.52	x	x	48.4023	37.48
Tue	09/18/07	208.32197	1.19694	65	7.3996			-7.3996	3.53	x	x	48.5161	37.47
Wed	09/19/07	208.32020	1.19693	66	7.5133			-7.5133	3.54	x	x	48.6298	37.46
Thu	09/20/07	208.31843	1.19692	67	7.6271			-7.6271	3.55	x	x	48.7436	37.45
Fri	09/21/07	208.31667	1.19691	68	7.7409			-7.7409	3.56	x	x	48.8574	37.44
Mon	09/24/07	208.31137	1.19688	71	8.0822			-8.0822	3.59	x	x	49.1987	37.41
Tue	09/25/07	208.30960	1.19687	72	8.1960			-8.1960	3.60	x	x	49.3125	37.40
Wed	09/26/07	208.30783	1.19686	73	8.3097			-8.3097	3.61	x	x	49.4262	37.39
Thu	09/27/07	208.30607	1.19685	74	8.4235			-8.4235	3.62	x	x	49.5400	37.38
Fri	09/28/07	208.30430	1.19684	75	8.5372			-8.5372	3.63	x	x	49.6537	37.37
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	10/01/07	208.29900	1.19681	78	8.8785			-8.8785	3.66	x	x	49.9950	37.34
Tue	10/02/07	208.28668	1.19674	79	8.9918			-8.9918	3.73	x	x	50.1083	37.27
Wed	10/03/07	208.27435	1.19667	80	9.1051			-9.1051	3.80	x	x	50.2216	37.20
Thu	10/04/07	208.26203	1.19660	81	9.2184			-9.2184	3.87	x	x	50.3349	37.13
Fri	10/05/07	208.24971	1.19653	82	9.3316			-9.3316	3.94	x	x	50.4481	37.06
Mon	10/08/07	208.21274	1.19631	85	9.6713			-9.6713	4.16	x	x	50.7878	36.84
Tue	10/09/07	208.20042	1.19624	86	9.7845			-9.7845	4.23	x	x	50.9010	36.77
Wed	10/10/07	208.18810	1.19617	87	9.8977			-9.8977	4.30	x	x	51.0142	36.70
Thu	10/11/07	208.17577	1.19610	88	10.0108			-10.0108	4.37	x	x	51.1273	36.63
Fri	10/12/07	208.16345	1.19603	89	10.1240			-10.1240	4.44	x	x	51.2405	36.56
Mon	10/15/07	208.12648	1.19582	92	10.4634			-10.4634	4.65	x	x	51.5799	36.35
Tue	10/16/07	208.11416	1.19575	93	10.5765			-10.5765	4.72	x	x	51.6930	36.28
Wed	10/17/07	208.10184	1.19568	94	10.6896			-10.6896	4.79	x	x	51.8061	36.21
Thu	10/18/07	208.08952	1.19561	95	10.8027			-10.8027	4.86	x	x	51.9192	36.14
Fri	10/19/07	208.07719	1.19554	96	10.9158			-10.9158	4.93	x	x	52.0323	36.07
Mon	10/22/07	208.04023	1.19532	99	11.2548			-11.2548	5.15	x	x	52.3713	35.85
Tue	10/23/07	208.02790	1.19525	100	11.3679			-11.3679	5.22	x	x	52.4844	35.78
Wed	10/24/07	208.01558	1.19518	101	11.4809			-11.4809	5.29	x	x	52.5974	35.71
Thu	10/25/07	208.00326	1.19511	102	11.5939			-11.5939	5.36	x	x	52.7104	35.64
Fri	10/26/07	207.99094	1.19504	103	11.7068			-11.7068	5.43	x	x	52.8233	35.57
Mon	10/29/07	207.95397	1.19483	106	12.0457			-12.0457	5.64	x	x	53.1622	35.36
Tue	10/30/07	207.94165	1.19476	107	12.1586			-12.1586	5.71	x	x	53.2751	35.29
Wed	10/31/07	207.92932	1.19469	108	12.2715			-12.2715	5.78	x	x	53.3880	35.22
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	1.19462	109	12.3844			-12.3844	5.85	x	x	53.5009	35.15
Fri	11/02/07	207.93610	1.19472	110	12.4991			-12.4991	5.75	x	x	53.6156	35.25
Mon	11/05/07	207.99340	1.19505	113	12.8435			-12.8435	5.42	x	x	53.9600	35.58
Tue	11/06/07	208.01250	1.19516	114	12.9584			-12.9584	5.31	x	x	54.0749	35.69
Wed	11/07/07	208.03160	1.19527	115	13.0733			-13.0733	5.20	x	x	54.1898	35.80
Thu	11/08/07	208.05070	1.19538	116	13.1882			-13.1882	5.09	x	x	54.3047	35.91
Fri	11/09/07	208.06980	1.19549	117	13.3031			-13.3031	4.98	x	x	54.4196	36.02
Mon	11/12/07	208.12710	1.19582	120	13.6479			-13.6479	4.65	x	x	54.7644	36.35
Tue	11/13/07	208.14620	1.19593	121	13.7629			-13.7629	4.54	x	x	54.8794	36.46
Wed	11/14/07	208.16530	1.19604	122	13.8780			-13.8780	4.43	x	x	54.9945	36.57
Thu	11/15/07	208.18440	1.19615	123	13.9930			-13.9930	4.32	x	x	55.1095	36.68
Fri	11/16/07	208.20350	1.19626	124	14.1081			-14.1081	4.21	x	x	55.2246	36.79
Mon	11/19/07	208.26080	1.19659	127	14.4534			-14.4534	3.88	x	x	55.5699	37.12
Tue	11/20/07	208.27990	1.19670	128	14.5685			-14.5685	3.77	x	x	55.6850	37.23
Wed	11/21/07	208.29900	1.19681	129	14.6837			-14.6837	3.66	x	x	55.8002	37.34
Thu	11/22/07	208.31810	1.19692	130	14.7989			-14.7989	3.55	x	x	55.9154	37.45
Fri	11/23/07	208.33720	1.19703	131	14.9141			-14.9141	3.44	x	x	56.0306	37.56
Mon	11/26/07	208.39450	1.19736	134	15.2598			-15.2598	3.11	x	x	56.3763	37.89
Tue	11/27/07	208.41360	1.19747	135	15.3751			-15.3751	3.00	x	x	56.4916	38.00
Wed	11/28/07	208.43270	1.19758	136	15.4904			-15.4904	2.89	x	x	56.6069	38.11
Thu	11/29/07	208.45180	1.19769	137	15.6058			-15.6058	2.78	x	x	56.7223	38.22
Fri	11/30/07	208.47090	1.19780	138	15.7211			-15.7211	2.67	x	x	56.8376	38.33
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	1.19807	141	16.0665			-16.0665	2.40	x	x	57.1830	38.60
Tue	12/04/07	208.53316	1.19816	142	16.1817			-16.1817	2.31	x	x	57.2982	38.69
Wed	12/05/07	208.54755	1.19824	143	16.2967			-16.2967	2.23	x	x	57.4132	38.77
Thu	12/06/07	208.56194	1.19832	144	16.4118			-16.4118	2.15	x	x	57.5283	38.85
Fri	12/07/07	208.57632	1.19840	145	16.5268			-16.5268	2.07	x	x	57.6433	38.93
Mon	12/10/07	208.61948	1.19865	148	16.8723			-16.8723	1.82	x	x	57.9888	39.18
Tue	12/11/07	208.63387	1.19873	149	16.9874			-16.9874	1.74	x	x	58.1039	39.26
Wed	12/12/07	208.64826	1.19882	150	17.1027			-17.1027	1.65	x	x	58.2192	39.35
Thu	12/13/07	208.66265	1.19890	151	17.2179			-17.2179	1.57	x	x	58.3344	39.43
Fri	12/14/07	208.67703	1.19898	152	17.3331			-17.3331	1.49	x	x	58.4496	39.51
Mon	12/17/07	208.72019	1.19923	155	17.6789			-17.6789	1.24	x	x	58.7954	39.76
Tue	12/18/07	208.73458	1.19931	156	17.7941			-17.7941	1.16	x	x	58.9106	39.84
Wed	12/19/07	208.74897	1.19940	157	17.9095			-17.9095	1.07	x	x	59.0260	39.93
Thu	12/20/07	208.76335	1.19948	158	18.0248			-18.0248	0.99	x	x	59.1413	40.01
Fri	12/21/07	208.77774	1.19956	159	18.1401			-18.1401	0.91	x	x	59.2566	40.09
Mon	12/24/07	208.82090	1.19981	162	18.4862			-18.4862	0.66	x	x	59.6027	40.34
Tue	12/25/07	208.83529	1.19989	163	18.6016			-18.6016	0.58	x	x	59.7181	40.42
Wed	12/26/07	208.84968	1.19997	164	18.7169			-18.7169	0.50	x	x	59.8334	40.50
Thu	12/27/07	208.86406	1.20006	165	18.8325			-18.8325	0.41	x	x	59.9490	40.59
Fri	12/28/07	208.87845	1.20014	166	18.9479			-18.9479	0.33	x	x	60.0644	40.67
Mon	12/31/07	208.92161	1.20039	169	19.2943			-19.2943	0.08	x	x	60.4108	40.92
Tue	01/01/08	208.93600	1.20047

Generated 03/09/11 23:47