2.375% 20.5-Year Treasury Inflation Protected Security (TIPS) due January 15, 2025

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

CUSIP Number	912810FR4	Interest 01/15/07 (184 days)	$12.7046
Dated Date	July 15, 2004	Interest 07/15/07 (181 days)	$13.0568
Ref CPI on Dated Date	188.49677	Interest Total	$25.7614
Original Issue Date	July 30, 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	11.7458	x	x	14.0156	37.85			11.7458	0.00
Tue	01/02/07	201.79032	1.07052	171	11.8143	x	x	13.9471	37.91			11.8143	-0.06
Wed	01/03/07	201.78065	1.07047	172	11.8828	x	x	13.8786	37.96			11.8828	-0.11
Thu	01/04/07	201.77097	1.07042	173	11.9513	x	x	13.8101	38.01			11.9513	-0.16
Fri	01/05/07	201.76129	1.07037	174	12.0198	x	x	13.7416	38.06			12.0198	-0.21
Mon	01/08/07	201.73226	1.07022	177	12.2254	x	x	13.5360	38.21			12.2254	-0.36
Tue	01/09/07	201.72258	1.07016	178	12.2938	x	x	13.4676	38.27			12.2938	-0.42
Wed	01/10/07	201.71290	1.07011	179	12.3622	x	x	13.3992	38.32			12.3622	-0.47
Thu	01/11/07	201.70323	1.07006	180	12.4307	x	x	13.3307	38.37			12.4307	-0.52
Fri	01/12/07	201.69355	1.07001	181	12.4992	x	x	13.2622	38.42			12.4992	-0.57
Mon	01/15/07	201.66452	1.06986	0	0.0000		x	13.0568	38.57	x		12.7046	-0.72
Tue	01/16/07	201.65484	1.06981	1	0.0702		x	12.9866	38.62	x		12.7748	-0.77
Wed	01/17/07	201.64516	1.06975	2	0.1404		x	12.9164	38.68	x		12.8450	-0.83
Thu	01/18/07	201.63548	1.06970	3	0.2105		x	12.8463	38.73	x		12.9151	-0.88
Fri	01/19/07	201.62581	1.06965	4	0.2807		x	12.7761	38.78	x		12.9853	-0.93
Mon	01/22/07	201.59677	1.06950	7	0.4912		x	12.5656	38.93	x		13.1958	-1.08
Tue	01/23/07	201.58710	1.06945	8	0.5613		x	12.4955	38.98	x		13.2659	-1.13
Wed	01/24/07	201.57742	1.06939	9	0.6314		x	12.4254	39.04	x		13.3360	-1.19
Thu	01/25/07	201.56774	1.06934	10	0.7016		x	12.3552	39.09	x		13.4062	-1.24
Fri	01/26/07	201.55806	1.06929	11	0.7717		x	12.2851	39.14	x		13.4763	-1.29
Mon	01/29/07	201.52903	1.06914	14	0.9820		x	12.0748	39.29	x		13.6866	-1.44
Tue	01/30/07	201.51935	1.06909	15	1.0521		x	12.0047	39.34	x		13.7567	-1.49
Wed	01/31/07	201.50968	1.06904	16	1.1222		x	11.9346	39.39	x		13.8268	-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	1.1923		x	11.8645	39.45	x		13.8969	-1.60
Fri	02/02/07	201.51071	1.06904	18	1.2625		x	11.7943	39.39	x		13.9671	-1.54
Mon	02/05/07	201.54286	1.06921	21	1.4731		x	11.5837	39.22	x		14.1777	-1.37
Tue	02/06/07	201.55357	1.06927	22	1.5434		x	11.5134	39.16	x		14.2480	-1.31
Wed	02/07/07	201.56429	1.06932	23	1.6136		x	11.4432	39.11	x		14.3182	-1.26
Thu	02/08/07	201.57500	1.06938	24	1.6838		x	11.3730	39.05	x		14.3884	-1.20
Fri	02/09/07	201.58571	1.06944	25	1.7541		x	11.3027	38.99	x		14.4587	-1.14
Mon	02/12/07	201.61786	1.06961	28	1.9649		x	11.0919	38.82	x		14.6695	-0.97
Tue	02/13/07	201.62857	1.06967	29	2.0352		x	11.0216	38.76	x		14.7398	-0.91
Wed	02/14/07	201.63929	1.06972	30	2.1055		x	10.9513	38.71	x		14.8101	-0.86
Thu	02/15/07	201.65000	1.06978	31	2.1758		x	10.8810	38.65	x		14.8804	-0.80
Fri	02/16/07	201.66071	1.06984	32	2.2461		x	10.8107	38.59	x		14.9507	-0.74
Mon	02/19/07	201.69286	1.07001	35	2.4570		x	10.5998	38.42	x		15.1616	-0.57
Tue	02/20/07	201.70357	1.07006	36	2.5274		x	10.5294	38.37	x		15.2320	-0.52
Wed	02/21/07	201.71429	1.07012	37	2.5977		x	10.4591	38.31	x		15.3023	-0.46
Thu	02/22/07	201.72500	1.07018	38	2.6681		x	10.3887	38.25	x		15.3727	-0.40
Fri	02/23/07	201.73571	1.07023	39	2.7384		x	10.3184	38.20	x		15.4430	-0.35
Mon	02/26/07	201.76786	1.07040	42	2.9495		x	10.1073	38.03	x		15.6541	-0.18
Tue	02/27/07	201.77857	1.07046	43	3.0199		x	10.0369	37.97	x		15.7245	-0.12
Wed	02/28/07	201.78929	1.07052	44	3.0903		x	9.9665	37.91	x		15.7949	-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	3.1607		x	9.8961	37.85	x		15.8653	0.00
Fri	03/02/07	201.81987	1.07068	46	3.2313		x	9.8255	37.75	x		15.9359	0.10
Mon	03/05/07	201.87948	1.07100	49	3.4430		x	9.6138	37.43	x		16.1476	0.42
Tue	03/06/07	201.89935	1.07110	50	3.5136		x	9.5432	37.33	x		16.2182	0.52
Wed	03/07/07	201.91923	1.07121	51	3.5843		x	9.4725	37.22	x		16.2889	0.63
Thu	03/08/07	201.93910	1.07131	52	3.6549		x	9.4019	37.12	x		16.3595	0.73
Fri	03/09/07	201.95897	1.07142	53	3.7256		x	9.3312	37.01	x		16.4302	0.84
Mon	03/12/07	202.01858	1.07173	56	3.9376		x	9.1192	36.70	x		16.6422	1.15
Tue	03/13/07	202.03845	1.07184	57	4.0083		x	9.0485	36.59	x		16.7129	1.26
Wed	03/14/07	202.05832	1.07195	58	4.0790		x	8.9778	36.48	x		16.7836	1.37
Thu	03/15/07	202.07819	1.07205	59	4.1498		x	8.9070	36.38	x		16.8544	1.47
Fri	03/16/07	202.09806	1.07216	60	4.2205		x	8.8363	36.27	x		16.9251	1.58
Mon	03/19/07	202.15768	1.07247	63	4.4328		x	8.6240	35.96	x		17.1374	1.89
Tue	03/20/07	202.17755	1.07258	64	4.5037		x	8.5531	35.85	x		17.2083	2.00
Wed	03/21/07	202.19742	1.07268	65	4.5744		x	8.4824	35.75	x		17.2790	2.10
Thu	03/22/07	202.21729	1.07279	66	4.6453		x	8.4115	35.64	x		17.3499	2.21
Fri	03/23/07	202.23716	1.07289	67	4.7161		x	8.3407	35.54	x		17.4207	2.31
Mon	03/26/07	202.29677	1.07321	70	4.9288		x	8.1280	35.22	x		17.6334	2.63
Tue	03/27/07	202.31665	1.07332	71	4.9997		x	8.0571	35.11	x		17.7043	2.74
Wed	03/28/07	202.33652	1.07342	72	5.0706		x	7.9862	35.01	x		17.7752	2.84
Thu	03/29/07	202.35639	1.07353	73	5.1415		x	7.9153	34.90	x		17.8461	2.95
Fri	03/30/07	202.37626	1.07363	74	5.2124		x	7.8444	34.80	x		17.9170	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	5.4258		x	7.6310	34.40	x		18.1304	3.45
Tue	04/03/07	202.48820	1.07423	78	5.4973		x	7.5595	34.20	x		18.2019	3.65
Wed	04/04/07	202.52430	1.07442	79	5.5687		x	7.4881	34.01	x		18.2733	3.84
Thu	04/05/07	202.56040	1.07461	80	5.6402		x	7.4166	33.82	x		18.3448	4.03
Fri	04/06/07	202.59650	1.07480	81	5.7117		x	7.3451	33.63	x		18.4163	4.22
Mon	04/09/07	202.70480	1.07538	84	5.9265		x	7.1303	33.05	x		18.6311	4.80
Tue	04/10/07	202.74090	1.07557	85	5.9981		x	7.0587	32.86	x		18.7027	4.99
Wed	04/11/07	202.77700	1.07576	86	6.0697		x	6.9871	32.67	x		18.7743	5.18
Thu	04/12/07	202.81310	1.07595	87	6.1414		x	6.9154	32.48	x		18.8460	5.37
Fri	04/13/07	202.84920	1.07614	88	6.2131		x	6.8437	32.29	x		18.9177	5.56
Mon	04/16/07	202.95750	1.07672	91	6.4283		x	6.6285	31.71	x		19.1329	6.14
Tue	04/17/07	202.99360	1.07691	92	6.5001		x	6.5567	31.52	x		19.2047	6.33
Wed	04/18/07	203.02970	1.07710	93	6.5719		x	6.4849	31.33	x		19.2765	6.52
Thu	04/19/07	203.06580	1.07729	94	6.6438		x	6.4130	31.14	x		19.3484	6.71
Fri	04/20/07	203.10190	1.07748	95	6.7156		x	6.3412	30.95	x		19.4202	6.90
Mon	04/23/07	203.21020	1.07806	98	6.9314		x	6.1254	30.37	x		19.6360	7.48
Tue	04/24/07	203.24630	1.07825	99	7.0034		x	6.0534	30.18	x		19.7080	7.67
Wed	04/25/07	203.28240	1.07844	100	7.0754		x	5.9814	29.99	x		19.7800	7.86
Thu	04/26/07	203.31850	1.07863	101	7.1474		x	5.9094	29.80	x		19.8520	8.05
Fri	04/27/07	203.35460	1.07882	102	7.2195		x	5.8373	29.61	x		19.9241	8.24
Mon	04/30/07	203.46290	1.07940	105	7.4358		x	5.6210	29.03	x		20.1404	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	7.5079		x	5.5489	28.84	x		20.2125	9.01
Wed	05/02/07	203.55877	1.07991	107	7.5810		x	5.4758	28.52	x		20.2856	9.33
Thu	05/03/07	203.61855	1.08022	108	7.6540		x	5.4028	28.21	x		20.3586	9.64
Fri	05/04/07	203.67832	1.08054	109	7.7272		x	5.3296	27.89	x		20.4318	9.96
Mon	05/07/07	203.85765	1.08149	112	7.9469		x	5.1099	26.94	x		20.6515	10.91
Tue	05/08/07	203.91742	1.08181	113	8.0202		x	5.0366	26.62	x		20.7248	11.23
Wed	05/09/07	203.97719	1.08213	114	8.0936		x	4.9632	26.30	x		20.7982	11.55
Thu	05/10/07	204.03697	1.08244	115	8.1669		x	4.8899	25.99	x		20.8715	11.86
Fri	05/11/07	204.09674	1.08276	116	8.2403		x	4.8165	25.67	x		20.9449	12.18
Mon	05/14/07	204.27606	1.08371	119	8.4609		x	4.5959	24.72	x		21.1655	13.13
Tue	05/15/07	204.33584	1.08403	120	8.5345		x	4.5223	24.40	x		21.2391	13.45
Wed	05/16/07	204.39561	1.08435	121	8.6082		x	4.4486	24.08	x		21.3128	13.77
Thu	05/17/07	204.45539	1.08466	122	8.6818		x	4.3750	23.77	x		21.3864	14.08
Fri	05/18/07	204.51516	1.08498	123	8.7555		x	4.3013	23.45	x		21.4601	14.40
Mon	05/21/07	204.69448	1.08593	126	8.9769		x	4.0799	22.50	x		21.6815	15.35
Tue	05/22/07	204.75426	1.08625	127	9.0508		x	4.0060	22.18	x		21.7554	15.67
Wed	05/23/07	204.81403	1.08657	128	9.1248		x	3.9320	21.86	x		21.8294	15.99
Thu	05/24/07	204.87381	1.08688	129	9.1987		x	3.8581	21.55	x		21.9033	16.30
Fri	05/25/07	204.93358	1.08720	130	9.2727		x	3.7841	21.23	x		21.9773	16.62
Mon	05/28/07	205.11290	1.08815	133	9.4950		x	3.5618	20.28	x		22.1996	17.57
Tue	05/29/07	205.17268	1.08847	134	9.5692		x	3.4876	19.96	x		22.2738	17.89
Wed	05/30/07	205.23245	1.08878	135	9.6434		x	3.4134	19.65	x		22.3480	18.20
Thu	05/31/07	205.29223	1.08910	136	9.7177		x	3.3391	19.33	x		22.4223	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	9.7920		x	3.2648	19.01	x		22.4966	18.84
Mon	06/04/07	205.48540	1.09013	140	10.0129		x	3.0439	18.30	x		22.7175	19.55
Tue	06/05/07	205.52987	1.09036	141	10.0866		x	2.9702	18.07	x		22.7912	19.78
Wed	06/06/07	205.57433	1.09060	142	10.1604		x	2.8964	17.83	x		22.8650	20.02
Thu	06/07/07	205.61880	1.09083	143	10.2341		x	2.8227	17.60	x		22.9387	20.25
Fri	06/08/07	205.66327	1.09107	144	10.3079		x	2.7489	17.36	x		23.0125	20.49
Mon	06/11/07	205.79667	1.09178	147	10.5295		x	2.5273	16.65	x		23.2341	21.20
Tue	06/12/07	205.84113	1.09201	148	10.6034		x	2.4534	16.42	x		23.3080	21.43
Wed	06/13/07	205.88560	1.09225	149	10.6773		x	2.3795	16.18	x		23.3819	21.67
Thu	06/14/07	205.93007	1.09249	150	10.7514		x	2.3054	15.94	x		23.4560	21.91
Fri	06/15/07	205.97453	1.09272	151	10.8253		x	2.2315	15.71	x		23.5299	22.14
Mon	06/18/07	206.10793	1.09343	154	11.0476		x	2.0092	15.00	x		23.7522	22.85
Tue	06/19/07	206.15240	1.09367	155	11.1217		x	1.9351	14.76	x		23.8263	23.09
Wed	06/20/07	206.19687	1.09390	156	11.1959		x	1.8609	14.53	x		23.9005	23.32
Thu	06/21/07	206.24133	1.09414	157	11.2701		x	1.7867	14.29	x		23.9747	23.56
Fri	06/22/07	206.28580	1.09437	158	11.3443		x	1.7125	14.06	x		24.0489	23.79
Mon	06/25/07	206.41920	1.09508	161	11.5672		x	1.4896	13.35	x		24.2718	24.50
Tue	06/26/07	206.46367	1.09532	162	11.6416		x	1.4152	13.11	x		24.3462	24.74
Wed	06/27/07	206.50813	1.09555	163	11.7159		x	1.3409	12.88	x		24.4205	24.97
Thu	06/28/07	206.55260	1.09579	164	11.7903		x	1.2665	12.64	x		24.4949	25.21
Fri	06/29/07	206.59707	1.09602	165	11.8647		x	1.1921	12.41	x		24.5693	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	12.0880		x	0.9688	11.72	x		24.7926	26.13
Tue	07/03/07	206.76748	1.09693	169	12.1624		x	0.8944	11.50	x		24.8670	26.35
Wed	07/04/07	206.80823	1.09714	170	12.2367		x	0.8201	11.29	x		24.9413	26.56
Thu	07/05/07	206.84897	1.09736	171	12.3112		x	0.7456	11.07	x		25.0158	26.78
Fri	07/06/07	206.88971	1.09758	172	12.3857		x	0.6711	10.85	x		25.0903	27.00
Mon	07/09/07	207.01194	1.09823	175	12.6092		x	0.4476	10.20	x		25.3138	27.65
Tue	07/10/07	207.05268	1.09844	176	12.6836		x	0.3732	9.99	x		25.3882	27.86
Wed	07/11/07	207.09342	1.09866	177	12.7583		x	0.2985	9.77	x		25.4629	28.08
Thu	07/12/07	207.13416	1.09887	178	12.8328		x	0.2240	9.56	x		25.5374	28.29
Fri	07/13/07	207.17490	1.09909	179	12.9075		x	0.1493	9.34	x		25.6121	28.51
Sun	07/15/07	207.25639	1.09952	0	0.0000			0.0000	8.91	x	x	25.7614	28.94
Mon	07/16/07	207.29713	1.09974	1	0.0710			-0.0710	8.69	x	x	25.8324	29.16
Tue	07/17/07	207.33787	1.09995	2	0.1420			-0.1420	8.48	x	x	25.9034	29.37
Wed	07/18/07	207.37861	1.10017	3	0.2130			-0.2130	8.26	x	x	25.9744	29.59
Thu	07/19/07	207.41935	1.10039	4	0.2841			-0.2841	8.04	x	x	26.0455	29.81
Fri	07/20/07	207.46010	1.10060	5	0.3552			-0.3552	7.83	x	x	26.1166	30.02
Mon	07/23/07	207.58232	1.10125	8	0.5686			-0.5686	7.18	x	x	26.3300	30.67
Tue	07/24/07	207.62306	1.10147	9	0.6398			-0.6398	6.96	x	x	26.4012	30.89
Wed	07/25/07	207.66381	1.10168	10	0.7110			-0.7110	6.75	x	x	26.4724	31.10
Thu	07/26/07	207.70455	1.10190	11	0.7823			-0.7823	6.53	x	x	26.5437	31.32
Fri	07/27/07	207.74529	1.10212	12	0.8535			-0.8535	6.31	x	x	26.6149	31.54
Mon	07/30/07	207.86752	1.10276	15	1.0675			-1.0675	5.67	x	x	26.8289	32.18
Tue	07/31/07	207.90826	1.10298	16	1.1389			-1.1389	5.45	x	x	26.9003	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	1.2104			-1.2104	5.23	x	x	26.9718	32.62
Thu	08/02/07	207.96200	1.10327	18	1.2817			-1.2817	5.16	x	x	27.0431	32.69
Fri	08/03/07	207.97500	1.10333	19	1.3529			-1.3529	5.10	x	x	27.1143	32.75
Mon	08/06/07	208.01400	1.10354	22	1.5668			-1.5668	4.89	x	x	27.3282	32.96
Tue	08/07/07	208.02700	1.10361	23	1.6382			-1.6382	4.82	x	x	27.3996	33.03
Wed	08/08/07	208.04000	1.10368	24	1.7095			-1.7095	4.75	x	x	27.4709	33.10
Thu	08/09/07	208.05300	1.10375	25	1.7808			-1.7808	4.68	x	x	27.5422	33.17
Fri	08/10/07	208.06600	1.10382	26	1.8522			-1.8522	4.61	x	x	27.6136	33.24
Mon	08/13/07	208.10500	1.10402	29	2.0663			-2.0663	4.41	x	x	27.8277	33.44
Tue	08/14/07	208.11800	1.10409	30	2.1377			-2.1377	4.34	x	x	27.8991	33.51
Wed	08/15/07	208.13100	1.10416	31	2.2091			-2.2091	4.27	x	x	27.9705	33.58
Thu	08/16/07	208.14400	1.10423	32	2.2805			-2.2805	4.20	x	x	28.0419	33.65
Fri	08/17/07	208.15700	1.10430	33	2.3519			-2.3519	4.13	x	x	28.1133	33.72
Mon	08/20/07	208.19600	1.10451	36	2.5662			-2.5662	3.92	x	x	28.3276	33.93
Tue	08/21/07	208.20900	1.10458	37	2.6376			-2.6376	3.85	x	x	28.3990	34.00
Wed	08/22/07	208.22200	1.10464	38	2.7091			-2.7091	3.79	x	x	28.4705	34.06
Thu	08/23/07	208.23500	1.10471	39	2.7805			-2.7805	3.72	x	x	28.5419	34.13
Fri	08/24/07	208.24800	1.10478	40	2.8520			-2.8520	3.65	x	x	28.6134	34.20
Mon	08/27/07	208.28700	1.10499	43	3.0665			-3.0665	3.44	x	x	28.8279	34.41
Tue	08/28/07	208.30000	1.10506	44	3.1380			-3.1380	3.37	x	x	28.8994	34.48
Wed	08/29/07	208.31300	1.10513	45	3.2095			-3.2095	3.30	x	x	28.9709	34.55
Thu	08/30/07	208.32600	1.10520	46	3.2811			-3.2811	3.23	x	x	29.0425	34.62
Fri	08/31/07	208.33900	1.10527	47	3.3526			-3.3526	3.16	x	x	29.1140	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	3.5668			-3.5668	3.11	x	x	29.3282	34.74
Tue	09/04/07	208.34670	1.10531	51	3.6381			-3.6381	3.12	x	x	29.3995	34.73
Wed	09/05/07	208.34493	1.10530	52	3.7094			-3.7094	3.13	x	x	29.4708	34.72
Thu	09/06/07	208.34317	1.10529	53	3.7807			-3.7807	3.14	x	x	29.5421	34.71
Fri	09/07/07	208.34140	1.10528	54	3.8520			-3.8520	3.15	x	x	29.6134	34.70
Mon	09/10/07	208.33610	1.10525	57	4.0658			-4.0658	3.18	x	x	29.8272	34.67
Tue	09/11/07	208.33433	1.10524	58	4.1371			-4.1371	3.19	x	x	29.8985	34.66
Wed	09/12/07	208.33257	1.10523	59	4.2084			-4.2084	3.20	x	x	29.9698	34.65
Thu	09/13/07	208.33080	1.10522	60	4.2797			-4.2797	3.21	x	x	30.0411	34.64
Fri	09/14/07	208.32903	1.10521	61	4.3510			-4.3510	3.22	x	x	30.1124	34.63
Mon	09/17/07	208.32373	1.10518	64	4.5649			-4.5649	3.25	x	x	30.3263	34.60
Tue	09/18/07	208.32197	1.10518	65	4.6362			-4.6362	3.25	x	x	30.3976	34.60
Wed	09/19/07	208.32020	1.10517	66	4.7075			-4.7075	3.26	x	x	30.4689	34.59
Thu	09/20/07	208.31843	1.10516	67	4.7788			-4.7788	3.27	x	x	30.5402	34.58
Fri	09/21/07	208.31667	1.10515	68	4.8500			-4.8500	3.28	x	x	30.6114	34.57
Mon	09/24/07	208.31137	1.10512	71	5.0639			-5.0639	3.31	x	x	30.8253	34.54
Tue	09/25/07	208.30960	1.10511	72	5.1352			-5.1352	3.32	x	x	30.8966	34.53
Wed	09/26/07	208.30783	1.10510	73	5.2064			-5.2064	3.33	x	x	30.9678	34.52
Thu	09/27/07	208.30607	1.10509	74	5.2777			-5.2777	3.34	x	x	31.0391	34.51
Fri	09/28/07	208.30430	1.10508	75	5.3490			-5.3490	3.35	x	x	31.1104	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	5.5628			-5.5628	3.38	x	x	31.3242	34.47
Tue	10/02/07	208.28668	1.10499	79	5.6338			-5.6338	3.44	x	x	31.3952	34.41
Wed	10/03/07	208.27435	1.10492	80	5.7048			-5.7048	3.51	x	x	31.4662	34.34
Thu	10/04/07	208.26203	1.10486	81	5.7757			-5.7757	3.57	x	x	31.5371	34.28
Fri	10/05/07	208.24971	1.10479	82	5.8467			-5.8467	3.64	x	x	31.6081	34.21
Mon	10/08/07	208.21274	1.10460	85	6.0595			-6.0595	3.83	x	x	31.8209	34.02
Tue	10/09/07	208.20042	1.10453	86	6.1304			-6.1304	3.90	x	x	31.8918	33.95
Wed	10/10/07	208.18810	1.10447	87	6.2014			-6.2014	3.96	x	x	31.9628	33.89
Thu	10/11/07	208.17577	1.10440	88	6.2723			-6.2723	4.03	x	x	32.0337	33.82
Fri	10/12/07	208.16345	1.10433	89	6.3431			-6.3431	4.10	x	x	32.1045	33.75
Mon	10/15/07	208.12648	1.10414	92	6.5558			-6.5558	4.29	x	x	32.3172	33.56
Tue	10/16/07	208.11416	1.10407	93	6.6267			-6.6267	4.36	x	x	32.3881	33.49
Wed	10/17/07	208.10184	1.10401	94	6.6976			-6.6976	4.42	x	x	32.4590	33.43
Thu	10/18/07	208.08952	1.10394	95	6.7684			-6.7684	4.49	x	x	32.5298	33.36
Fri	10/19/07	208.07719	1.10388	96	6.8393			-6.8393	4.55	x	x	32.6007	33.30
Mon	10/22/07	208.04023	1.10368	99	7.0517			-7.0517	4.75	x	x	32.8131	33.10
Tue	10/23/07	208.02790	1.10362	100	7.1225			-7.1225	4.81	x	x	32.8839	33.04
Wed	10/24/07	208.01558	1.10355	101	7.1933			-7.1933	4.88	x	x	32.9547	32.97
Thu	10/25/07	208.00326	1.10348	102	7.2641			-7.2641	4.95	x	x	33.0255	32.90
Fri	10/26/07	207.99094	1.10342	103	7.3349			-7.3349	5.01	x	x	33.0963	32.84
Mon	10/29/07	207.95397	1.10322	106	7.5472			-7.5472	5.21	x	x	33.3086	32.64
Tue	10/30/07	207.94165	1.10316	107	7.6179			-7.6179	5.27	x	x	33.3793	32.58
Wed	10/31/07	207.92932	1.10309	108	7.6887			-7.6887	5.34	x	x	33.4501	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	7.7594			-7.7594	5.40	x	x	33.5208	32.45
Fri	11/02/07	207.93610	1.10313	110	7.8313			-7.8313	5.30	x	x	33.5927	32.55
Mon	11/05/07	207.99340	1.10343	113	8.0471			-8.0471	5.00	x	x	33.8085	32.85
Tue	11/06/07	208.01250	1.10353	114	8.1190			-8.1190	4.90	x	x	33.8804	32.95
Wed	11/07/07	208.03160	1.10363	115	8.1910			-8.1910	4.80	x	x	33.9524	33.05
Thu	11/08/07	208.05070	1.10374	116	8.2631			-8.2631	4.69	x	x	34.0245	33.16
Fri	11/09/07	208.06980	1.10384	117	8.3350			-8.3350	4.59	x	x	34.0964	33.26
Mon	11/12/07	208.12710	1.10414	120	8.5511			-8.5511	4.29	x	x	34.3125	33.56
Tue	11/13/07	208.14620	1.10424	121	8.6231			-8.6231	4.19	x	x	34.3845	33.66
Wed	11/14/07	208.16530	1.10434	122	8.6952			-8.6952	4.09	x	x	34.4566	33.76
Thu	11/15/07	208.18440	1.10445	123	8.7673			-8.7673	3.98	x	x	34.5287	33.87
Fri	11/16/07	208.20350	1.10455	124	8.8394			-8.8394	3.88	x	x	34.6008	33.97
Mon	11/19/07	208.26080	1.10485	127	9.0557			-9.0557	3.58	x	x	34.8171	34.27
Tue	11/20/07	208.27990	1.10495	128	9.1278			-9.1278	3.48	x	x	34.8892	34.37
Wed	11/21/07	208.29900	1.10505	129	9.2000			-9.2000	3.38	x	x	34.9614	34.47
Thu	11/22/07	208.31810	1.10515	130	9.2721			-9.2721	3.28	x	x	35.0335	34.57
Fri	11/23/07	208.33720	1.10526	131	9.3444			-9.3444	3.17	x	x	35.1058	34.68
Mon	11/26/07	208.39450	1.10556	134	9.5610			-9.5610	2.87	x	x	35.3224	34.98
Tue	11/27/07	208.41360	1.10566	135	9.6332			-9.6332	2.77	x	x	35.3946	35.08
Wed	11/28/07	208.43270	1.10576	136	9.7054			-9.7054	2.67	x	x	35.4668	35.18
Thu	11/29/07	208.45180	1.10586	137	9.7777			-9.7777	2.57	x	x	35.5391	35.28
Fri	11/30/07	208.47090	1.10597	138	9.8500			-9.8500	2.46	x	x	35.6114	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	10.0665			-10.0665	2.21	x	x	35.8279	35.64
Tue	12/04/07	208.53316	1.10630	142	10.1386			-10.1386	2.13	x	x	35.9000	35.72
Wed	12/05/07	208.54755	1.10637	143	10.2106			-10.2106	2.06	x	x	35.9720	35.79
Thu	12/06/07	208.56194	1.10645	144	10.2828			-10.2828	1.98	x	x	36.0442	35.87
Fri	12/07/07	208.57632	1.10652	145	10.3548			-10.3548	1.91	x	x	36.1162	35.94
Mon	12/10/07	208.61948	1.10675	148	10.5713			-10.5713	1.68	x	x	36.3327	36.17
Tue	12/11/07	208.63387	1.10683	149	10.6435			-10.6435	1.60	x	x	36.4049	36.25
Wed	12/12/07	208.64826	1.10691	150	10.7157			-10.7157	1.52	x	x	36.4771	36.33
Thu	12/13/07	208.66265	1.10698	151	10.7878			-10.7878	1.45	x	x	36.5492	36.40
Fri	12/14/07	208.67703	1.10706	152	10.8600			-10.8600	1.37	x	x	36.6214	36.48
Mon	12/17/07	208.72019	1.10729	155	11.0767			-11.0767	1.14	x	x	36.8381	36.71
Tue	12/18/07	208.73458	1.10736	156	11.1488			-11.1488	1.07	x	x	36.9102	36.78
Wed	12/19/07	208.74897	1.10744	157	11.2211			-11.2211	0.99	x	x	36.9825	36.86
Thu	12/20/07	208.76335	1.10752	158	11.2934			-11.2934	0.91	x	x	37.0548	36.94
Fri	12/21/07	208.77774	1.10759	159	11.3656			-11.3656	0.84	x	x	37.1270	37.01
Mon	12/24/07	208.82090	1.10782	162	11.5824			-11.5824	0.61	x	x	37.3438	37.24
Tue	12/25/07	208.83529	1.10790	163	11.6548			-11.6548	0.53	x	x	37.4162	37.32
Wed	12/26/07	208.84968	1.10797	164	11.7270			-11.7270	0.46	x	x	37.4884	37.39
Thu	12/27/07	208.86406	1.10805	165	11.7994			-11.7994	0.38	x	x	37.5608	37.47
Fri	12/28/07	208.87845	1.10813	166	11.8717			-11.8717	0.30	x	x	37.6331	37.55
Mon	12/31/07	208.92161	1.10836	169	12.0888			-12.0888	0.07	x	x	37.8502	37.78
Tue	01/01/08	208.93600	1.10843

Generated 03/09/11 23:47