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

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

CUSIP Number	912828CP3	Interest 01/15/07 (184 days)	$10.6986
Dated Date	July 15, 2004	Interest 07/15/07 (181 days)	$10.9952
Ref CPI on Dated Date	188.49677	Interest Total	$21.6938
Original Issue Date	July 15, 2004	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	1.07058	170	9.8912	x	x	11.8026	37.85			9.8912	0.00
Tue	01/02/07	201.79032	1.07052	171	9.9489	x	x	11.7449	37.91			9.9489	-0.06
Wed	01/03/07	201.78065	1.07047	172	10.0066	x	x	11.6872	37.96			10.0066	-0.11
Thu	01/04/07	201.77097	1.07042	173	10.0643	x	x	11.6295	38.01			10.0643	-0.16
Fri	01/05/07	201.76129	1.07037	174	10.1220	x	x	11.5718	38.06			10.1220	-0.21
Mon	01/08/07	201.73226	1.07022	177	10.2951	x	x	11.3987	38.21			10.2951	-0.36
Tue	01/09/07	201.72258	1.07016	178	10.3526	x	x	11.3412	38.27			10.3526	-0.42
Wed	01/10/07	201.71290	1.07011	179	10.4103	x	x	11.2835	38.32			10.4103	-0.47
Thu	01/11/07	201.70323	1.07006	180	10.4680	x	x	11.2258	38.37			10.4680	-0.52
Fri	01/12/07	201.69355	1.07001	181	10.5256	x	x	11.1682	38.42			10.5256	-0.57
Mon	01/15/07	201.66452	1.06986	0	0.0000		x	10.9952	38.57	x		10.6986	-0.72
Tue	01/16/07	201.65484	1.06981	1	0.0591		x	10.9361	38.62	x		10.7577	-0.77
Wed	01/17/07	201.64516	1.06975	2	0.1182		x	10.8770	38.68	x		10.8168	-0.83
Thu	01/18/07	201.63548	1.06970	3	0.1773		x	10.8179	38.73	x		10.8759	-0.88
Fri	01/19/07	201.62581	1.06965	4	0.2364		x	10.7588	38.78	x		10.9350	-0.93
Mon	01/22/07	201.59677	1.06950	7	0.4136		x	10.5816	38.93	x		11.1122	-1.08
Tue	01/23/07	201.58710	1.06945	8	0.4727		x	10.5225	38.98	x		11.1713	-1.13
Wed	01/24/07	201.57742	1.06939	9	0.5317		x	10.4635	39.04	x		11.2303	-1.19
Thu	01/25/07	201.56774	1.06934	10	0.5908		x	10.4044	39.09	x		11.2894	-1.24
Fri	01/26/07	201.55806	1.06929	11	0.6498		x	10.3454	39.14	x		11.3484	-1.29
Mon	01/29/07	201.52903	1.06914	14	0.8270		x	10.1682	39.29	x		11.5256	-1.44
Tue	01/30/07	201.51935	1.06909	15	0.8860		x	10.1092	39.34	x		11.5846	-1.49
Wed	01/31/07	201.50968	1.06904	16	0.9450		x	10.0502	39.39	x		11.6436	-1.54
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	1.06898	17	1.0040		x	9.9912	39.45	x		11.7026	-1.60
Fri	02/02/07	201.51071	1.06904	18	1.0631		x	9.9321	39.39	x		11.7617	-1.54
Mon	02/05/07	201.54286	1.06921	21	1.2405		x	9.7547	39.22	x		11.9391	-1.37
Tue	02/06/07	201.55357	1.06927	22	1.2997		x	9.6955	39.16	x		11.9983	-1.31
Wed	02/07/07	201.56429	1.06932	23	1.3588		x	9.6364	39.11	x		12.0574	-1.26
Thu	02/08/07	201.57500	1.06938	24	1.4180		x	9.5772	39.05	x		12.1166	-1.20
Fri	02/09/07	201.58571	1.06944	25	1.4771		x	9.5181	38.99	x		12.1757	-1.14
Mon	02/12/07	201.61786	1.06961	28	1.6546		x	9.3406	38.82	x		12.3532	-0.97
Tue	02/13/07	201.62857	1.06967	29	1.7138		x	9.2814	38.76	x		12.4124	-0.91
Wed	02/14/07	201.63929	1.06972	30	1.7730		x	9.2222	38.71	x		12.4716	-0.86
Thu	02/15/07	201.65000	1.06978	31	1.8322		x	9.1630	38.65	x		12.5308	-0.80
Fri	02/16/07	201.66071	1.06984	32	1.8914		x	9.1038	38.59	x		12.5900	-0.74
Mon	02/19/07	201.69286	1.07001	35	2.0691		x	8.9261	38.42	x		12.7677	-0.57
Tue	02/20/07	201.70357	1.07006	36	2.1283		x	8.8669	38.37	x		12.8269	-0.52
Wed	02/21/07	201.71429	1.07012	37	2.1875		x	8.8077	38.31	x		12.8861	-0.46
Thu	02/22/07	201.72500	1.07018	38	2.2468		x	8.7484	38.25	x		12.9454	-0.40
Fri	02/23/07	201.73571	1.07023	39	2.3060		x	8.6892	38.20	x		13.0046	-0.35
Mon	02/26/07	201.76786	1.07040	42	2.4838		x	8.5114	38.03	x		13.1824	-0.18
Tue	02/27/07	201.77857	1.07046	43	2.5431		x	8.4521	37.97	x		13.2417	-0.12
Wed	02/28/07	201.78929	1.07052	44	2.6024		x	8.3928	37.91	x		13.3010	-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	1.07058	45	2.6617		x	8.3335	37.85	x		13.3603	0.00
Fri	03/02/07	201.81987	1.07068	46	2.7211		x	8.2741	37.75	x		13.4197	0.10
Mon	03/05/07	201.87948	1.07100	49	2.8994		x	8.0958	37.43	x		13.5980	0.42
Tue	03/06/07	201.89935	1.07110	50	2.9588		x	8.0364	37.33	x		13.6574	0.52
Wed	03/07/07	201.91923	1.07121	51	3.0183		x	7.9769	37.22	x		13.7169	0.63
Thu	03/08/07	201.93910	1.07131	52	3.0778		x	7.9174	37.12	x		13.7764	0.73
Fri	03/09/07	201.95897	1.07142	53	3.1373		x	7.8579	37.01	x		13.8359	0.84
Mon	03/12/07	202.01858	1.07173	56	3.3158		x	7.6794	36.70	x		14.0144	1.15
Tue	03/13/07	202.03845	1.07184	57	3.3754		x	7.6198	36.59	x		14.0740	1.26
Wed	03/14/07	202.05832	1.07195	58	3.4350		x	7.5602	36.48	x		14.1336	1.37
Thu	03/15/07	202.07819	1.07205	59	3.4945		x	7.5007	36.38	x		14.1931	1.47
Fri	03/16/07	202.09806	1.07216	60	3.5541		x	7.4411	36.27	x		14.2527	1.58
Mon	03/19/07	202.15768	1.07247	63	3.7329		x	7.2623	35.96	x		14.4315	1.89
Tue	03/20/07	202.17755	1.07258	64	3.7925		x	7.2027	35.85	x		14.4911	2.00
Wed	03/21/07	202.19742	1.07268	65	3.8522		x	7.1430	35.75	x		14.5508	2.10
Thu	03/22/07	202.21729	1.07279	66	3.9118		x	7.0834	35.64	x		14.6104	2.21
Fri	03/23/07	202.23716	1.07289	67	3.9715		x	7.0237	35.54	x		14.6701	2.31
Mon	03/26/07	202.29677	1.07321	70	4.1505		x	6.8447	35.22	x		14.8491	2.63
Tue	03/27/07	202.31665	1.07332	71	4.2103		x	6.7849	35.11	x		14.9089	2.74
Wed	03/28/07	202.33652	1.07342	72	4.2700		x	6.7252	35.01	x		14.9686	2.84
Thu	03/29/07	202.35639	1.07353	73	4.3297		x	6.6655	34.90	x		15.0283	2.95
Fri	03/30/07	202.37626	1.07363	74	4.3894		x	6.6058	34.80	x		15.0880	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
Mon	04/02/07	202.45210	1.07403	77	4.5691		x	6.4261	34.40	x		15.2677	3.45
Tue	04/03/07	202.48820	1.07423	78	4.6293		x	6.3659	34.20	x		15.3279	3.65
Wed	04/04/07	202.52430	1.07442	79	4.6895		x	6.3057	34.01	x		15.3881	3.84
Thu	04/05/07	202.56040	1.07461	80	4.7497		x	6.2455	33.82	x		15.4483	4.03
Fri	04/06/07	202.59650	1.07480	81	4.8099		x	6.1853	33.63	x		15.5085	4.22
Mon	04/09/07	202.70480	1.07538	84	4.9907		x	6.0045	33.05	x		15.6893	4.80
Tue	04/10/07	202.74090	1.07557	85	5.0510		x	5.9442	32.86	x		15.7496	4.99
Wed	04/11/07	202.77700	1.07576	86	5.1113		x	5.8839	32.67	x		15.8099	5.18
Thu	04/12/07	202.81310	1.07595	87	5.1717		x	5.8235	32.48	x		15.8703	5.37
Fri	04/13/07	202.84920	1.07614	88	5.2321		x	5.7631	32.29	x		15.9307	5.56
Mon	04/16/07	202.95750	1.07672	91	5.4133		x	5.5819	31.71	x		16.1119	6.14
Tue	04/17/07	202.99360	1.07691	92	5.4738		x	5.5214	31.52	x		16.1724	6.33
Wed	04/18/07	203.02970	1.07710	93	5.5343		x	5.4609	31.33	x		16.2329	6.52
Thu	04/19/07	203.06580	1.07729	94	5.5948		x	5.4004	31.14	x		16.2934	6.71
Fri	04/20/07	203.10190	1.07748	95	5.6553		x	5.3399	30.95	x		16.3539	6.90
Mon	04/23/07	203.21020	1.07806	98	5.8370		x	5.1582	30.37	x		16.5356	7.48
Tue	04/24/07	203.24630	1.07825	99	5.8976		x	5.0976	30.18	x		16.5962	7.67
Wed	04/25/07	203.28240	1.07844	100	5.9582		x	5.0370	29.99	x		16.6568	7.86
Thu	04/26/07	203.31850	1.07863	101	6.0189		x	4.9763	29.80	x		16.7175	8.05
Fri	04/27/07	203.35460	1.07882	102	6.0795		x	4.9157	29.61	x		16.7781	8.24
Mon	04/30/07	203.46290	1.07940	105	6.2617		x	4.7335	29.03	x		16.9603	8.82
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	1.07959	106	6.3225		x	4.6727	28.84	x		17.0211	9.01
Wed	05/02/07	203.55877	1.07991	107	6.3840		x	4.6112	28.52	x		17.0826	9.33
Thu	05/03/07	203.61855	1.08022	108	6.4455		x	4.5497	28.21	x		17.1441	9.64
Fri	05/04/07	203.67832	1.08054	109	6.5071		x	4.4881	27.89	x		17.2057	9.96
Mon	05/07/07	203.85765	1.08149	112	6.6921		x	4.3031	26.94	x		17.3907	10.91
Tue	05/08/07	203.91742	1.08181	113	6.7538		x	4.2414	26.62	x		17.4524	11.23
Wed	05/09/07	203.97719	1.08213	114	6.8156		x	4.1796	26.30	x		17.5142	11.55
Thu	05/10/07	204.03697	1.08244	115	6.8774		x	4.1178	25.99	x		17.5760	11.86
Fri	05/11/07	204.09674	1.08276	116	6.9392		x	4.0560	25.67	x		17.6378	12.18
Mon	05/14/07	204.27606	1.08371	119	7.1249		x	3.8703	24.72	x		17.8235	13.13
Tue	05/15/07	204.33584	1.08403	120	7.1869		x	3.8083	24.40	x		17.8855	13.45
Wed	05/16/07	204.39561	1.08435	121	7.2490		x	3.7462	24.08	x		17.9476	13.77
Thu	05/17/07	204.45539	1.08466	122	7.3110		x	3.6842	23.77	x		18.0096	14.08
Fri	05/18/07	204.51516	1.08498	123	7.3731		x	3.6221	23.45	x		18.0717	14.40
Mon	05/21/07	204.69448	1.08593	126	7.5595		x	3.4357	22.50	x		18.2581	15.35
Tue	05/22/07	204.75426	1.08625	127	7.6218		x	3.3734	22.18	x		18.3204	15.67
Wed	05/23/07	204.81403	1.08657	128	7.6840		x	3.3112	21.86	x		18.3826	15.99
Thu	05/24/07	204.87381	1.08688	129	7.7463		x	3.2489	21.55	x		18.4449	16.30
Fri	05/25/07	204.93358	1.08720	130	7.8086		x	3.1866	21.23	x		18.5072	16.62
Mon	05/28/07	205.11290	1.08815	133	7.9958		x	2.9994	20.28	x		18.6944	17.57
Tue	05/29/07	205.17268	1.08847	134	8.0583		x	2.9369	19.96	x		18.7569	17.89
Wed	05/30/07	205.23245	1.08878	135	8.1207		x	2.8745	19.65	x		18.8193	18.20
Thu	05/31/07	205.29223	1.08910	136	8.1833		x	2.8119	19.33	x		18.8819	18.52
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	1.08942	137	8.2459		x	2.7493	19.01	x		18.9445	18.84
Mon	06/04/07	205.48540	1.09013	140	8.4319		x	2.5633	18.30	x		19.1305	19.55
Tue	06/05/07	205.52987	1.09036	141	8.4940		x	2.5012	18.07	x		19.1926	19.78
Wed	06/06/07	205.57433	1.09060	142	8.5561		x	2.4391	17.83	x		19.2547	20.02
Thu	06/07/07	205.61880	1.09083	143	8.6182		x	2.3770	17.60	x		19.3168	20.25
Fri	06/08/07	205.66327	1.09107	144	8.6803		x	2.3149	17.36	x		19.3789	20.49
Mon	06/11/07	205.79667	1.09178	147	8.8669		x	2.1283	16.65	x		19.5655	21.20
Tue	06/12/07	205.84113	1.09201	148	8.9291		x	2.0661	16.42	x		19.6277	21.43
Wed	06/13/07	205.88560	1.09225	149	8.9915		x	2.0037	16.18	x		19.6901	21.67
Thu	06/14/07	205.93007	1.09249	150	9.0538		x	1.9414	15.94	x		19.7524	21.91
Fri	06/15/07	205.97453	1.09272	151	9.1161		x	1.8791	15.71	x		19.8147	22.14
Mon	06/18/07	206.10793	1.09343	154	9.3032		x	1.6920	15.00	x		20.0018	22.85
Tue	06/19/07	206.15240	1.09367	155	9.3657		x	1.6295	14.76	x		20.0643	23.09
Wed	06/20/07	206.19687	1.09390	156	9.4281		x	1.5671	14.53	x		20.1267	23.32
Thu	06/21/07	206.24133	1.09414	157	9.4906		x	1.5046	14.29	x		20.1892	23.56
Fri	06/22/07	206.28580	1.09437	158	9.5531		x	1.4421	14.06	x		20.2517	23.79
Mon	06/25/07	206.41920	1.09508	161	9.7408		x	1.2544	13.35	x		20.4394	24.50
Tue	06/26/07	206.46367	1.09532	162	9.8034		x	1.1918	13.11	x		20.5020	24.74
Wed	06/27/07	206.50813	1.09555	163	9.8660		x	1.1292	12.88	x		20.5646	24.97
Thu	06/28/07	206.55260	1.09579	164	9.9287		x	1.0665	12.64	x		20.6273	25.21
Fri	06/29/07	206.59707	1.09602	165	9.9913		x	1.0039	12.41	x		20.6899	25.44
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	1.09671	168	10.1794		x	0.8158	11.72	x		20.8780	26.13
Tue	07/03/07	206.76748	1.09693	169	10.2421		x	0.7531	11.50	x		20.9407	26.35
Wed	07/04/07	206.80823	1.09714	170	10.3046		x	0.6906	11.29	x		21.0032	26.56
Thu	07/05/07	206.84897	1.09736	171	10.3673		x	0.6279	11.07	x		21.0659	26.78
Fri	07/06/07	206.88971	1.09758	172	10.4300		x	0.5652	10.85	x		21.1286	27.00
Mon	07/09/07	207.01194	1.09823	175	10.6182		x	0.3770	10.20	x		21.3168	27.65
Tue	07/10/07	207.05268	1.09844	176	10.6810		x	0.3142	9.99	x		21.3796	27.86
Wed	07/11/07	207.09342	1.09866	177	10.7438		x	0.2514	9.77	x		21.4424	28.08
Thu	07/12/07	207.13416	1.09887	178	10.8066		x	0.1886	9.56	x		21.5052	28.29
Fri	07/13/07	207.17490	1.09909	179	10.8695		x	0.1257	9.34	x		21.5681	28.51
Sun	07/15/07	207.25639	1.09952	0	0.0000			0.0000	8.91	x	x	21.6938	28.94
Mon	07/16/07	207.29713	1.09974	1	0.0598			-0.0598	8.69	x	x	21.7536	29.16
Tue	07/17/07	207.33787	1.09995	2	0.1196			-0.1196	8.48	x	x	21.8134	29.37
Wed	07/18/07	207.37861	1.10017	3	0.1794			-0.1794	8.26	x	x	21.8732	29.59
Thu	07/19/07	207.41935	1.10039	4	0.2392			-0.2392	8.04	x	x	21.9330	29.81
Fri	07/20/07	207.46010	1.10060	5	0.2991			-0.2991	7.83	x	x	21.9929	30.02
Mon	07/23/07	207.58232	1.10125	8	0.4788			-0.4788	7.18	x	x	22.1726	30.67
Tue	07/24/07	207.62306	1.10147	9	0.5388			-0.5388	6.96	x	x	22.2326	30.89
Wed	07/25/07	207.66381	1.10168	10	0.5987			-0.5987	6.75	x	x	22.2925	31.10
Thu	07/26/07	207.70455	1.10190	11	0.6587			-0.6587	6.53	x	x	22.3525	31.32
Fri	07/27/07	207.74529	1.10212	12	0.7188			-0.7188	6.31	x	x	22.4126	31.54
Mon	07/30/07	207.86752	1.10276	15	0.8990			-0.8990	5.67	x	x	22.5928	32.18
Tue	07/31/07	207.90826	1.10298	16	0.9591			-0.9591	5.45	x	x	22.6529	32.40
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	1.10320	17	1.0193			-1.0193	5.23	x	x	22.7131	32.62
Thu	08/02/07	207.96200	1.10327	18	1.0793			-1.0793	5.16	x	x	22.7731	32.69
Fri	08/03/07	207.97500	1.10333	19	1.1393			-1.1393	5.10	x	x	22.8331	32.75
Mon	08/06/07	208.01400	1.10354	22	1.3195			-1.3195	4.89	x	x	23.0133	32.96
Tue	08/07/07	208.02700	1.10361	23	1.3795			-1.3795	4.82	x	x	23.0733	33.03
Wed	08/08/07	208.04000	1.10368	24	1.4396			-1.4396	4.75	x	x	23.1334	33.10
Thu	08/09/07	208.05300	1.10375	25	1.4997			-1.4997	4.68	x	x	23.1935	33.17
Fri	08/10/07	208.06600	1.10382	26	1.5597			-1.5597	4.61	x	x	23.2535	33.24
Mon	08/13/07	208.10500	1.10402	29	1.7400			-1.7400	4.41	x	x	23.4338	33.44
Tue	08/14/07	208.11800	1.10409	30	1.8001			-1.8001	4.34	x	x	23.4939	33.51
Wed	08/15/07	208.13100	1.10416	31	1.8603			-1.8603	4.27	x	x	23.5541	33.58
Thu	08/16/07	208.14400	1.10423	32	1.9204			-1.9204	4.20	x	x	23.6142	33.65
Fri	08/17/07	208.15700	1.10430	33	1.9805			-1.9805	4.13	x	x	23.6743	33.72
Mon	08/20/07	208.19600	1.10451	36	2.1610			-2.1610	3.92	x	x	23.8548	33.93
Tue	08/21/07	208.20900	1.10458	37	2.2212			-2.2212	3.85	x	x	23.9150	34.00
Wed	08/22/07	208.22200	1.10464	38	2.2813			-2.2813	3.79	x	x	23.9751	34.06
Thu	08/23/07	208.23500	1.10471	39	2.3415			-2.3415	3.72	x	x	24.0353	34.13
Fri	08/24/07	208.24800	1.10478	40	2.4017			-2.4017	3.65	x	x	24.0955	34.20
Mon	08/27/07	208.28700	1.10499	43	2.5823			-2.5823	3.44	x	x	24.2761	34.41
Tue	08/28/07	208.30000	1.10506	44	2.6425			-2.6425	3.37	x	x	24.3363	34.48
Wed	08/29/07	208.31300	1.10513	45	2.7028			-2.7028	3.30	x	x	24.3966	34.55
Thu	08/30/07	208.32600	1.10520	46	2.7630			-2.7630	3.23	x	x	24.4568	34.62
Fri	08/31/07	208.33900	1.10527	47	2.8232			-2.8232	3.16	x	x	24.5170	34.69
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	1.10532	50	3.0036			-3.0036	3.11	x	x	24.6974	34.74
Tue	09/04/07	208.34670	1.10531	51	3.0636			-3.0636	3.12	x	x	24.7574	34.73
Wed	09/05/07	208.34493	1.10530	52	3.1237			-3.1237	3.13	x	x	24.8175	34.72
Thu	09/06/07	208.34317	1.10529	53	3.1837			-3.1837	3.14	x	x	24.8775	34.71
Fri	09/07/07	208.34140	1.10528	54	3.2438			-3.2438	3.15	x	x	24.9376	34.70
Mon	09/10/07	208.33610	1.10525	57	3.4239			-3.4239	3.18	x	x	25.1177	34.67
Tue	09/11/07	208.33433	1.10524	58	3.4839			-3.4839	3.19	x	x	25.1777	34.66
Wed	09/12/07	208.33257	1.10523	59	3.5439			-3.5439	3.20	x	x	25.2377	34.65
Thu	09/13/07	208.33080	1.10522	60	3.6040			-3.6040	3.21	x	x	25.2978	34.64
Fri	09/14/07	208.32903	1.10521	61	3.6640			-3.6640	3.22	x	x	25.3578	34.63
Mon	09/17/07	208.32373	1.10518	64	3.8441			-3.8441	3.25	x	x	25.5379	34.60
Tue	09/18/07	208.32197	1.10518	65	3.9042			-3.9042	3.25	x	x	25.5980	34.60
Wed	09/19/07	208.32020	1.10517	66	3.9642			-3.9642	3.26	x	x	25.6580	34.59
Thu	09/20/07	208.31843	1.10516	67	4.0242			-4.0242	3.27	x	x	25.7180	34.58
Fri	09/21/07	208.31667	1.10515	68	4.0843			-4.0843	3.28	x	x	25.7781	34.57
Mon	09/24/07	208.31137	1.10512	71	4.2643			-4.2643	3.31	x	x	25.9581	34.54
Tue	09/25/07	208.30960	1.10511	72	4.3243			-4.3243	3.32	x	x	26.0181	34.53
Wed	09/26/07	208.30783	1.10510	73	4.3844			-4.3844	3.33	x	x	26.0782	34.52
Thu	09/27/07	208.30607	1.10509	74	4.4444			-4.4444	3.34	x	x	26.1382	34.51
Fri	09/28/07	208.30430	1.10508	75	4.5044			-4.5044	3.35	x	x	26.1982	34.50
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	1.10505	78	4.6845			-4.6845	3.38	x	x	26.3783	34.47
Tue	10/02/07	208.28668	1.10499	79	4.7443			-4.7443	3.44	x	x	26.4381	34.41
Wed	10/03/07	208.27435	1.10492	80	4.8040			-4.8040	3.51	x	x	26.4978	34.34
Thu	10/04/07	208.26203	1.10486	81	4.8638			-4.8638	3.57	x	x	26.5576	34.28
Fri	10/05/07	208.24971	1.10479	82	4.9235			-4.9235	3.64	x	x	26.6173	34.21
Mon	10/08/07	208.21274	1.10460	85	5.1028			-5.1028	3.83	x	x	26.7966	34.02
Tue	10/09/07	208.20042	1.10453	86	5.1625			-5.1625	3.90	x	x	26.8563	33.95
Wed	10/10/07	208.18810	1.10447	87	5.2222			-5.2222	3.96	x	x	26.9160	33.89
Thu	10/11/07	208.17577	1.10440	88	5.2819			-5.2819	4.03	x	x	26.9757	33.82
Fri	10/12/07	208.16345	1.10433	89	5.3416			-5.3416	4.10	x	x	27.0354	33.75
Mon	10/15/07	208.12648	1.10414	92	5.5207			-5.5207	4.29	x	x	27.2145	33.56
Tue	10/16/07	208.11416	1.10407	93	5.5804			-5.5804	4.36	x	x	27.2742	33.49
Wed	10/17/07	208.10184	1.10401	94	5.6401			-5.6401	4.42	x	x	27.3339	33.43
Thu	10/18/07	208.08952	1.10394	95	5.6997			-5.6997	4.49	x	x	27.3935	33.36
Fri	10/19/07	208.07719	1.10388	96	5.7594			-5.7594	4.55	x	x	27.4532	33.30
Mon	10/22/07	208.04023	1.10368	99	5.9383			-5.9383	4.75	x	x	27.6321	33.10
Tue	10/23/07	208.02790	1.10362	100	5.9979			-5.9979	4.81	x	x	27.6917	33.04
Wed	10/24/07	208.01558	1.10355	101	6.0575			-6.0575	4.88	x	x	27.7513	32.97
Thu	10/25/07	208.00326	1.10348	102	6.1171			-6.1171	4.95	x	x	27.8109	32.90
Fri	10/26/07	207.99094	1.10342	103	6.1768			-6.1768	5.01	x	x	27.8706	32.84
Mon	10/29/07	207.95397	1.10322	106	6.3555			-6.3555	5.21	x	x	28.0493	32.64
Tue	10/30/07	207.94165	1.10316	107	6.4151			-6.4151	5.27	x	x	28.1089	32.58
Wed	10/31/07	207.92932	1.10309	108	6.4747			-6.4747	5.34	x	x	28.1685	32.51
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	1.10303	109	6.5343			-6.5343	5.40	x	x	28.2281	32.45
Fri	11/02/07	207.93610	1.10313	110	6.5948			-6.5948	5.30	x	x	28.2886	32.55
Mon	11/05/07	207.99340	1.10343	113	6.7765			-6.7765	5.00	x	x	28.4703	32.85
Tue	11/06/07	208.01250	1.10353	114	6.8371			-6.8371	4.90	x	x	28.5309	32.95
Wed	11/07/07	208.03160	1.10363	115	6.8977			-6.8977	4.80	x	x	28.5915	33.05
Thu	11/08/07	208.05070	1.10374	116	6.9584			-6.9584	4.69	x	x	28.6522	33.16
Fri	11/09/07	208.06980	1.10384	117	7.0190			-7.0190	4.59	x	x	28.7128	33.26
Mon	11/12/07	208.12710	1.10414	120	7.2009			-7.2009	4.29	x	x	28.8947	33.56
Tue	11/13/07	208.14620	1.10424	121	7.2616			-7.2616	4.19	x	x	28.9554	33.66
Wed	11/14/07	208.16530	1.10434	122	7.3223			-7.3223	4.09	x	x	29.0161	33.76
Thu	11/15/07	208.18440	1.10445	123	7.3830			-7.3830	3.98	x	x	29.0768	33.87
Fri	11/16/07	208.20350	1.10455	124	7.4437			-7.4437	3.88	x	x	29.1375	33.97
Mon	11/19/07	208.26080	1.10485	127	7.6259			-7.6259	3.58	x	x	29.3197	34.27
Tue	11/20/07	208.27990	1.10495	128	7.6866			-7.6866	3.48	x	x	29.3804	34.37
Wed	11/21/07	208.29900	1.10505	129	7.7474			-7.7474	3.38	x	x	29.4412	34.47
Thu	11/22/07	208.31810	1.10515	130	7.8081			-7.8081	3.28	x	x	29.5019	34.57
Fri	11/23/07	208.33720	1.10526	131	7.8690			-7.8690	3.17	x	x	29.5628	34.68
Mon	11/26/07	208.39450	1.10556	134	8.0514			-8.0514	2.87	x	x	29.7452	34.98
Tue	11/27/07	208.41360	1.10566	135	8.1122			-8.1122	2.77	x	x	29.8060	35.08
Wed	11/28/07	208.43270	1.10576	136	8.1730			-8.1730	2.67	x	x	29.8668	35.18
Thu	11/29/07	208.45180	1.10586	137	8.2338			-8.2338	2.57	x	x	29.9276	35.28
Fri	11/30/07	208.47090	1.10597	138	8.2948			-8.2948	2.46	x	x	29.9886	35.39
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	1.10622	141	8.4770			-8.4770	2.21	x	x	30.1708	35.64
Tue	12/04/07	208.53316	1.10630	142	8.5378			-8.5378	2.13	x	x	30.2316	35.72
Wed	12/05/07	208.54755	1.10637	143	8.5984			-8.5984	2.06	x	x	30.2922	35.79
Thu	12/06/07	208.56194	1.10645	144	8.6592			-8.6592	1.98	x	x	30.3530	35.87
Fri	12/07/07	208.57632	1.10652	145	8.7199			-8.7199	1.91	x	x	30.4137	35.94
Mon	12/10/07	208.61948	1.10675	148	8.9021			-8.9021	1.68	x	x	30.5959	36.17
Tue	12/11/07	208.63387	1.10683	149	8.9629			-8.9629	1.60	x	x	30.6567	36.25
Wed	12/12/07	208.64826	1.10691	150	9.0237			-9.0237	1.52	x	x	30.7175	36.33
Thu	12/13/07	208.66265	1.10698	151	9.0845			-9.0845	1.45	x	x	30.7783	36.40
Fri	12/14/07	208.67703	1.10706	152	9.1453			-9.1453	1.37	x	x	30.8391	36.48
Mon	12/17/07	208.72019	1.10729	155	9.3277			-9.3277	1.14	x	x	31.0215	36.71
Tue	12/18/07	208.73458	1.10736	156	9.3885			-9.3885	1.07	x	x	31.0823	36.78
Wed	12/19/07	208.74897	1.10744	157	9.4494			-9.4494	0.99	x	x	31.1432	36.86
Thu	12/20/07	208.76335	1.10752	158	9.5102			-9.5102	0.91	x	x	31.2040	36.94
Fri	12/21/07	208.77774	1.10759	159	9.5710			-9.5710	0.84	x	x	31.2648	37.01
Mon	12/24/07	208.82090	1.10782	162	9.7536			-9.7536	0.61	x	x	31.4474	37.24
Tue	12/25/07	208.83529	1.10790	163	9.8145			-9.8145	0.53	x	x	31.5083	37.32
Wed	12/26/07	208.84968	1.10797	164	9.8754			-9.8754	0.46	x	x	31.5692	37.39
Thu	12/27/07	208.86406	1.10805	165	9.9363			-9.9363	0.38	x	x	31.6301	37.47
Fri	12/28/07	208.87845	1.10813	166	9.9973			-9.9973	0.30	x	x	31.6911	37.55
Mon	12/31/07	208.92161	1.10836	169	10.1800			-10.1800	0.07	x	x	31.8738	37.78
Tue	01/01/08	208.93600	1.10843

Generated 03/09/11 23:47