1.625% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2015

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

CUSIP Number	912828DH0	Interest 01/15/07 (184 days)	$8.5811
Dated Date	January 15, 2005	Interest 07/15/07 (181 days)	$8.8190
Ref CPI on Dated Date	190.94516	Interest Total	$17.4001
Original Issue Date	January 18, 2005	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	1.05685	170	7.9336	x	x	9.4665	37.37			7.9336	0.00
Tue	01/02/07	201.79032	1.05680	171	7.9798	x	x	9.4203	37.42			7.9798	-0.05
Wed	01/03/07	201.78065	1.05675	172	8.0261	x	x	9.3740	37.47			8.0261	-0.10
Thu	01/04/07	201.77097	1.05670	173	8.0724	x	x	9.3277	37.52			8.0724	-0.15
Fri	01/05/07	201.76129	1.05665	174	8.1187	x	x	9.2814	37.57			8.1187	-0.20
Mon	01/08/07	201.73226	1.05649	177	8.2574	x	x	9.1427	37.73			8.2574	-0.36
Tue	01/09/07	201.72258	1.05644	178	8.3037	x	x	9.0964	37.78			8.3037	-0.41
Wed	01/10/07	201.71290	1.05639	179	8.3499	x	x	9.0502	37.83			8.3499	-0.46
Thu	01/11/07	201.70323	1.05634	180	8.3962	x	x	9.0039	37.88			8.3962	-0.51
Fri	01/12/07	201.69355	1.05629	181	8.4424	x	x	8.9577	37.93			8.4424	-0.56
Mon	01/15/07	201.66452	1.05614	0	0.0000		x	8.8190	38.08	x		8.5811	-0.71
Tue	01/16/07	201.65484	1.05609	1	0.0474		x	8.7716	38.13	x		8.6285	-0.76
Wed	01/17/07	201.64516	1.05604	2	0.0948		x	8.7242	38.18	x		8.6759	-0.81
Thu	01/18/07	201.63548	1.05599	3	0.1422		x	8.6768	38.23	x		8.7233	-0.86
Fri	01/19/07	201.62581	1.05594	4	0.1896		x	8.6294	38.28	x		8.7707	-0.91
Mon	01/22/07	201.59677	1.05578	7	0.3318		x	8.4872	38.44	x		8.9129	-1.07
Tue	01/23/07	201.58710	1.05573	8	0.3791		x	8.4399	38.49	x		8.9602	-1.12
Wed	01/24/07	201.57742	1.05568	9	0.4265		x	8.3925	38.54	x		9.0076	-1.17
Thu	01/25/07	201.56774	1.05563	10	0.4739		x	8.3451	38.59	x		9.0550	-1.22
Fri	01/26/07	201.55806	1.05558	11	0.5212		x	8.2978	38.64	x		9.1023	-1.27
Mon	01/29/07	201.52903	1.05543	14	0.6633		x	8.1557	38.79	x		9.2444	-1.42
Tue	01/30/07	201.51935	1.05538	15	0.7106		x	8.1084	38.84	x		9.2917	-1.47
Wed	01/31/07	201.50968	1.05533	16	0.7580		x	8.0610	38.89	x		9.3391	-1.52
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	02/01/07	201.50000	1.05528	17	0.8053		x	8.0137	38.94	x		9.3864	-1.57
Fri	02/02/07	201.51071	1.05533	18	0.8527		x	7.9663	38.89	x		9.4338	-1.52
Mon	02/05/07	201.54286	1.05550	21	0.9950		x	7.8240	38.72	x		9.5761	-1.35
Tue	02/06/07	201.55357	1.05556	22	1.0424		x	7.7766	38.66	x		9.6235	-1.29
Wed	02/07/07	201.56429	1.05561	23	1.0899		x	7.7291	38.61	x		9.6710	-1.24
Thu	02/08/07	201.57500	1.05567	24	1.1373		x	7.6817	38.55	x		9.7184	-1.18
Fri	02/09/07	201.58571	1.05573	25	1.1848		x	7.6342	38.49	x		9.7659	-1.12
Mon	02/12/07	201.61786	1.05589	28	1.3272		x	7.4918	38.33	x		9.9083	-0.96
Tue	02/13/07	201.62857	1.05595	29	1.3746		x	7.4444	38.27	x		9.9557	-0.90
Wed	02/14/07	201.63929	1.05601	30	1.4221		x	7.3969	38.21	x		10.0032	-0.84
Thu	02/15/07	201.65000	1.05606	31	1.4696		x	7.3494	38.16	x		10.0507	-0.79
Fri	02/16/07	201.66071	1.05612	32	1.5171		x	7.3019	38.10	x		10.0982	-0.73
Mon	02/19/07	201.69286	1.05629	35	1.6596		x	7.1594	37.93	x		10.2407	-0.56
Tue	02/20/07	201.70357	1.05634	36	1.7071		x	7.1119	37.88	x		10.2882	-0.51
Wed	02/21/07	201.71429	1.05640	37	1.7546		x	7.0644	37.82	x		10.3357	-0.45
Thu	02/22/07	201.72500	1.05646	38	1.8021		x	7.0169	37.76	x		10.3832	-0.39
Fri	02/23/07	201.73571	1.05651	39	1.8496		x	6.9694	37.71	x		10.4307	-0.34
Mon	02/26/07	201.76786	1.05668	42	1.9922		x	6.8268	37.54	x		10.5733	-0.17
Tue	02/27/07	201.77857	1.05674	43	2.0398		x	6.7792	37.48	x		10.6209	-0.11
Wed	02/28/07	201.78929	1.05679	44	2.0873		x	6.7317	37.43	x		10.6684	-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	1.05685	45	2.1349		x	6.6841	37.37	x		10.7160	0.00
Fri	03/02/07	201.81987	1.05695	46	2.1825		x	6.6365	37.27	x		10.7636	0.10
Mon	03/05/07	201.87948	1.05726	49	2.3255		x	6.4935	36.96	x		10.9066	0.41
Tue	03/06/07	201.89935	1.05737	50	2.3732		x	6.4458	36.85	x		10.9543	0.52
Wed	03/07/07	201.91923	1.05747	51	2.4209		x	6.3981	36.75	x		11.0020	0.62
Thu	03/08/07	201.93910	1.05758	52	2.4687		x	6.3503	36.64	x		11.0498	0.73
Fri	03/09/07	201.95897	1.05768	53	2.5164		x	6.3026	36.54	x		11.0975	0.83
Mon	03/12/07	202.01858	1.05799	56	2.6596		x	6.1594	36.23	x		11.2407	1.14
Tue	03/13/07	202.03845	1.05810	57	2.7074		x	6.1116	36.12	x		11.2885	1.25
Wed	03/14/07	202.05832	1.05820	58	2.7551		x	6.0639	36.02	x		11.3362	1.35
Thu	03/15/07	202.07819	1.05830	59	2.8029		x	6.0161	35.92	x		11.3840	1.45
Fri	03/16/07	202.09806	1.05841	60	2.8507		x	5.9683	35.81	x		11.4318	1.56
Mon	03/19/07	202.15768	1.05872	63	2.9941		x	5.8249	35.50	x		11.5752	1.87
Tue	03/20/07	202.17755	1.05883	64	3.0419		x	5.7771	35.39	x		11.6230	1.98
Wed	03/21/07	202.19742	1.05893	65	3.0898		x	5.7292	35.29	x		11.6709	2.08
Thu	03/22/07	202.21729	1.05903	66	3.1376		x	5.6814	35.19	x		11.7187	2.18
Fri	03/23/07	202.23716	1.05914	67	3.1855		x	5.6335	35.08	x		11.7666	2.29
Mon	03/26/07	202.29677	1.05945	70	3.3291		x	5.4899	34.77	x		11.9102	2.60
Tue	03/27/07	202.31665	1.05955	71	3.3769		x	5.4421	34.67	x		11.9580	2.70
Wed	03/28/07	202.33652	1.05966	72	3.4249		x	5.3941	34.56	x		12.0060	2.81
Thu	03/29/07	202.35639	1.05976	73	3.4728		x	5.3462	34.46	x		12.0539	2.91
Fri	03/30/07	202.37626	1.05987	74	3.5207		x	5.2983	34.35	x		12.1018	3.02
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	04/02/07	202.45210	1.06026	77	3.6648		x	5.1542	33.96	x		12.2459	3.41
Tue	04/03/07	202.48820	1.06045	78	3.7130		x	5.1060	33.77	x		12.2941	3.60
Wed	04/04/07	202.52430	1.06064	79	3.7613		x	5.0577	33.58	x		12.3424	3.79
Thu	04/05/07	202.56040	1.06083	80	3.8096		x	5.0094	33.39	x		12.3907	3.98
Fri	04/06/07	202.59650	1.06102	81	3.8579		x	4.9611	33.20	x		12.4390	4.17
Mon	04/09/07	202.70480	1.06159	84	4.0030		x	4.8160	32.63	x		12.5841	4.74
Tue	04/10/07	202.74090	1.06178	85	4.0513		x	4.7677	32.44	x		12.6324	4.93
Wed	04/11/07	202.77700	1.06196	86	4.0997		x	4.7193	32.26	x		12.6808	5.11
Thu	04/12/07	202.81310	1.06215	87	4.1481		x	4.6709	32.07	x		12.7292	5.30
Fri	04/13/07	202.84920	1.06234	88	4.1965		x	4.6225	31.88	x		12.7776	5.49
Mon	04/16/07	202.95750	1.06291	91	4.3419		x	4.4771	31.31	x		12.9230	6.06
Tue	04/17/07	202.99360	1.06310	92	4.3904		x	4.4286	31.12	x		12.9715	6.25
Wed	04/18/07	203.02970	1.06329	93	4.4389		x	4.3801	30.93	x		13.0200	6.44
Thu	04/19/07	203.06580	1.06348	94	4.4875		x	4.3315	30.74	x		13.0686	6.63
Fri	04/20/07	203.10190	1.06367	95	4.5360		x	4.2830	30.55	x		13.1171	6.82
Mon	04/23/07	203.21020	1.06423	98	4.6817		x	4.1373	29.99	x		13.2628	7.38
Tue	04/24/07	203.24630	1.06442	99	4.7303		x	4.0887	29.80	x		13.3114	7.57
Wed	04/25/07	203.28240	1.06461	100	4.7790		x	4.0400	29.61	x		13.3601	7.76
Thu	04/26/07	203.31850	1.06480	101	4.8276		x	3.9914	29.42	x		13.4087	7.95
Fri	04/27/07	203.35460	1.06499	102	4.8763		x	3.9427	29.23	x		13.4574	8.14
Mon	04/30/07	203.46290	1.06556	105	5.0224		x	3.7966	28.66	x		13.6035	8.71
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	1.06575	106	5.0711		x	3.7479	28.47	x		13.6522	8.90
Wed	05/02/07	203.55877	1.06606	107	5.1205		x	3.6985	28.16	x		13.7016	9.21
Thu	05/03/07	203.61855	1.06637	108	5.1698		x	3.6492	27.85	x		13.7509	9.52
Fri	05/04/07	203.67832	1.06668	109	5.2192		x	3.5998	27.54	x		13.8003	9.83
Mon	05/07/07	203.85765	1.06762	112	5.3676		x	3.4514	26.60	x		13.9487	10.77
Tue	05/08/07	203.91742	1.06794	113	5.4171		x	3.4019	26.28	x		13.9982	11.09
Wed	05/09/07	203.97719	1.06825	114	5.4667		x	3.3523	25.97	x		14.0478	11.40
Thu	05/10/07	204.03697	1.06856	115	5.5162		x	3.3028	25.66	x		14.0973	11.71
Fri	05/11/07	204.09674	1.06888	116	5.5659		x	3.2531	25.34	x		14.1470	12.03
Mon	05/14/07	204.27606	1.06982	119	5.7148		x	3.1042	24.40	x		14.2959	12.97
Tue	05/15/07	204.33584	1.07013	120	5.7645		x	3.0545	24.09	x		14.3456	13.28
Wed	05/16/07	204.39561	1.07044	121	5.8142		x	3.0048	23.78	x		14.3953	13.59
Thu	05/17/07	204.45539	1.07075	122	5.8640		x	2.9550	23.47	x		14.4451	13.90
Fri	05/18/07	204.51516	1.07107	123	5.9138		x	2.9052	23.15	x		14.4949	14.22
Mon	05/21/07	204.69448	1.07201	126	6.0634		x	2.7556	22.21	x		14.6445	15.16
Tue	05/22/07	204.75426	1.07232	127	6.1133		x	2.7057	21.90	x		14.6944	15.47
Wed	05/23/07	204.81403	1.07263	128	6.1632		x	2.6558	21.59	x		14.7443	15.78
Thu	05/24/07	204.87381	1.07295	129	6.2132		x	2.6058	21.27	x		14.7943	16.10
Fri	05/25/07	204.93358	1.07326	130	6.2632		x	2.5558	20.96	x		14.8443	16.41
Mon	05/28/07	205.11290	1.07420	133	6.4133		x	2.4057	20.02	x		14.9944	17.35
Tue	05/29/07	205.17268	1.07451	134	6.4634		x	2.3556	19.71	x		15.0445	17.66
Wed	05/30/07	205.23245	1.07482	135	6.5135		x	2.3055	19.40	x		15.0946	17.97
Thu	05/31/07	205.29223	1.07514	136	6.5637		x	2.2553	19.08	x		15.1448	18.29
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	1.07545	137	6.6139		x	2.2051	18.77	x		15.1950	18.60
Mon	06/04/07	205.48540	1.07615	140	6.7631		x	2.0559	18.07	x		15.3442	19.30
Tue	06/05/07	205.52987	1.07638	141	6.8129		x	2.0061	17.84	x		15.3940	19.53
Wed	06/06/07	205.57433	1.07661	142	6.8626		x	1.9564	17.61	x		15.4437	19.76
Thu	06/07/07	205.61880	1.07685	143	6.9125		x	1.9065	17.37	x		15.4936	20.00
Fri	06/08/07	205.66327	1.07708	144	6.9623		x	1.8567	17.14	x		15.5434	20.23
Mon	06/11/07	205.79667	1.07778	147	7.1120		x	1.7070	16.44	x		15.6931	20.93
Tue	06/12/07	205.84113	1.07801	148	7.1619		x	1.6571	16.21	x		15.7430	21.16
Wed	06/13/07	205.88560	1.07824	149	7.2118		x	1.6072	15.98	x		15.7929	21.39
Thu	06/14/07	205.93007	1.07848	150	7.2619		x	1.5571	15.74	x		15.8430	21.63
Fri	06/15/07	205.97453	1.07871	151	7.3118		x	1.5072	15.51	x		15.8929	21.86
Mon	06/18/07	206.10793	1.07941	154	7.4619		x	1.3571	14.81	x		16.0430	22.56
Tue	06/19/07	206.15240	1.07964	155	7.5120		x	1.3070	14.58	x		16.0931	22.79
Wed	06/20/07	206.19687	1.07987	156	7.5621		x	1.2569	14.35	x		16.1432	23.02
Thu	06/21/07	206.24133	1.08011	157	7.6122		x	1.2068	14.11	x		16.1933	23.26
Fri	06/22/07	206.28580	1.08034	158	7.6624		x	1.1566	13.88	x		16.2435	23.49
Mon	06/25/07	206.41920	1.08104	161	7.8129		x	1.0061	13.18	x		16.3940	24.19
Tue	06/26/07	206.46367	1.08127	162	7.8631		x	0.9559	12.95	x		16.4442	24.42
Wed	06/27/07	206.50813	1.08150	163	7.9133		x	0.9057	12.72	x		16.4944	24.65
Thu	06/28/07	206.55260	1.08174	164	7.9636		x	0.8554	12.48	x		16.5447	24.89
Fri	06/29/07	206.59707	1.08197	165	8.0139		x	0.8051	12.25	x		16.5950	25.12
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	1.08265	168	8.1647		x	0.6543	11.57	x		16.7458	25.80
Tue	07/03/07	206.76748	1.08286	169	8.2149		x	0.6041	11.36	x		16.7960	26.01
Wed	07/04/07	206.80823	1.08308	170	8.2652		x	0.5538	11.14	x		16.8463	26.23
Thu	07/05/07	206.84897	1.08329	171	8.3154		x	0.5036	10.93	x		16.8965	26.44
Fri	07/06/07	206.88971	1.08350	172	8.3657		x	0.4533	10.72	x		16.9468	26.65
Mon	07/09/07	207.01194	1.08414	175	8.5166		x	0.3024	10.08	x		17.0977	27.29
Tue	07/10/07	207.05268	1.08436	176	8.5670		x	0.2520	9.86	x		17.1481	27.51
Wed	07/11/07	207.09342	1.08457	177	8.6174		x	0.2016	9.65	x		17.1985	27.72
Thu	07/12/07	207.13416	1.08478	178	8.6678		x	0.1512	9.44	x		17.2489	27.93
Fri	07/13/07	207.17490	1.08500	179	8.7182		x	0.1008	9.22	x		17.2993	28.15
Sun	07/15/07	207.25639	1.08542	0	0.0000			0.0000	8.80	x	x	17.4001	28.57
Mon	07/16/07	207.29713	1.08564	1	0.0479			-0.0479	8.58	x	x	17.4480	28.79
Tue	07/17/07	207.33787	1.08585	2	0.0959			-0.0959	8.37	x	x	17.4960	29.00
Wed	07/18/07	207.37861	1.08606	3	0.1439			-0.1439	8.16	x	x	17.5440	29.21
Thu	07/19/07	207.41935	1.08628	4	0.1919			-0.1919	7.94	x	x	17.5920	29.43
Fri	07/20/07	207.46010	1.08649	5	0.2399			-0.2399	7.73	x	x	17.6400	29.64
Mon	07/23/07	207.58232	1.08713	8	0.3840			-0.3840	7.09	x	x	17.7841	30.28
Tue	07/24/07	207.62306	1.08734	9	0.4321			-0.4321	6.88	x	x	17.8322	30.49
Wed	07/25/07	207.66381	1.08756	10	0.4802			-0.4802	6.66	x	x	17.8803	30.71
Thu	07/26/07	207.70455	1.08777	11	0.5284			-0.5284	6.45	x	x	17.9285	30.92
Fri	07/27/07	207.74529	1.08798	12	0.5765			-0.5765	6.24	x	x	17.9766	31.13
Mon	07/30/07	207.86752	1.08862	15	0.7211			-0.7211	5.60	x	x	18.1212	31.77
Tue	07/31/07	207.90826	1.08884	16	0.7693			-0.7693	5.38	x	x	18.1694	31.99
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	1.08905	17	0.8175			-0.8175	5.17	x	x	18.2176	32.20
Thu	08/02/07	207.96200	1.08912	18	0.8657			-0.8657	5.10	x	x	18.2658	32.27
Fri	08/03/07	207.97500	1.08919	19	0.9138			-0.9138	5.03	x	x	18.3139	32.34
Mon	08/06/07	208.01400	1.08939	22	1.0583			-1.0583	4.83	x	x	18.4584	32.54
Tue	08/07/07	208.02700	1.08946	23	1.1065			-1.1065	4.76	x	x	18.5066	32.61
Wed	08/08/07	208.04000	1.08953	24	1.1547			-1.1547	4.69	x	x	18.5548	32.68
Thu	08/09/07	208.05300	1.08960	25	1.2029			-1.2029	4.62	x	x	18.6030	32.75
Fri	08/10/07	208.06600	1.08966	26	1.2510			-1.2510	4.56	x	x	18.6511	32.81
Mon	08/13/07	208.10500	1.08987	29	1.3957			-1.3957	4.35	x	x	18.7958	33.02
Tue	08/14/07	208.11800	1.08994	30	1.4439			-1.4439	4.28	x	x	18.8440	33.09
Wed	08/15/07	208.13100	1.09000	31	1.4921			-1.4921	4.22	x	x	18.8922	33.15
Thu	08/16/07	208.14400	1.09007	32	1.5403			-1.5403	4.15	x	x	18.9404	33.22
Fri	08/17/07	208.15700	1.09014	33	1.5886			-1.5886	4.08	x	x	18.9887	33.29
Mon	08/20/07	208.19600	1.09034	36	1.7333			-1.7333	3.88	x	x	19.1334	33.49
Tue	08/21/07	208.20900	1.09041	37	1.7815			-1.7815	3.81	x	x	19.1816	33.56
Wed	08/22/07	208.22200	1.09048	38	1.8298			-1.8298	3.74	x	x	19.2299	33.63
Thu	08/23/07	208.23500	1.09055	39	1.8781			-1.8781	3.67	x	x	19.2782	33.70
Fri	08/24/07	208.24800	1.09062	40	1.9264			-1.9264	3.60	x	x	19.3265	33.77
Mon	08/27/07	208.28700	1.09082	43	2.0712			-2.0712	3.40	x	x	19.4713	33.97
Tue	08/28/07	208.30000	1.09089	44	2.1195			-2.1195	3.33	x	x	19.5196	34.04
Wed	08/29/07	208.31300	1.09096	45	2.1678			-2.1678	3.26	x	x	19.5679	34.11
Thu	08/30/07	208.32600	1.09103	46	2.2162			-2.2162	3.19	x	x	19.6163	34.18
Fri	08/31/07	208.33900	1.09109	47	2.2645			-2.2645	3.13	x	x	19.6646	34.24
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	1.09114	50	2.4091			-2.4091	3.08	x	x	19.8092	34.29
Tue	09/04/07	208.34670	1.09113	51	2.4573			-2.4573	3.09	x	x	19.8574	34.28
Wed	09/05/07	208.34493	1.09112	52	2.5054			-2.5054	3.10	x	x	19.9055	34.27
Thu	09/06/07	208.34317	1.09112	53	2.5536			-2.5536	3.10	x	x	19.9537	34.27
Fri	09/07/07	208.34140	1.09111	54	2.6018			-2.6018	3.11	x	x	20.0019	34.26
Mon	09/10/07	208.33610	1.09108	57	2.7462			-2.7462	3.14	x	x	20.1463	34.23
Tue	09/11/07	208.33433	1.09107	58	2.7944			-2.7944	3.15	x	x	20.1945	34.22
Wed	09/12/07	208.33257	1.09106	59	2.8425			-2.8425	3.16	x	x	20.2426	34.21
Thu	09/13/07	208.33080	1.09105	60	2.8907			-2.8907	3.17	x	x	20.2908	34.20
Fri	09/14/07	208.32903	1.09104	61	2.9388			-2.9388	3.18	x	x	20.3389	34.19
Mon	09/17/07	208.32373	1.09101	64	3.0833			-3.0833	3.21	x	x	20.4834	34.16
Tue	09/18/07	208.32197	1.09100	65	3.1314			-3.1314	3.22	x	x	20.5315	34.15
Wed	09/19/07	208.32020	1.09099	66	3.1796			-3.1796	3.23	x	x	20.5797	34.14
Thu	09/20/07	208.31843	1.09099	67	3.2278			-3.2278	3.23	x	x	20.6279	34.14
Fri	09/21/07	208.31667	1.09098	68	3.2759			-3.2759	3.24	x	x	20.6760	34.13
Mon	09/24/07	208.31137	1.09095	71	3.4203			-3.4203	3.27	x	x	20.8204	34.10
Tue	09/25/07	208.30960	1.09094	72	3.4685			-3.4685	3.28	x	x	20.8686	34.09
Wed	09/26/07	208.30783	1.09093	73	3.5166			-3.5166	3.29	x	x	20.9167	34.08
Thu	09/27/07	208.30607	1.09092	74	3.5648			-3.5648	3.30	x	x	20.9649	34.07
Fri	09/28/07	208.30430	1.09091	75	3.6129			-3.6129	3.31	x	x	21.0130	34.06
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/01/07	208.29900	1.09088	78	3.7573			-3.7573	3.34	x	x	21.1574	34.03
Tue	10/02/07	208.28668	1.09082	79	3.8053			-3.8053	3.40	x	x	21.2054	33.97
Wed	10/03/07	208.27435	1.09075	80	3.8532			-3.8532	3.47	x	x	21.2533	33.90
Thu	10/04/07	208.26203	1.09069	81	3.9011			-3.9011	3.53	x	x	21.3012	33.84
Fri	10/05/07	208.24971	1.09063	82	3.9491			-3.9491	3.59	x	x	21.3492	33.78
Mon	10/08/07	208.21274	1.09043	85	4.0928			-4.0928	3.79	x	x	21.4929	33.58
Tue	10/09/07	208.20042	1.09037	86	4.1407			-4.1407	3.85	x	x	21.5408	33.52
Wed	10/10/07	208.18810	1.09030	87	4.1886			-4.1886	3.92	x	x	21.5887	33.45
Thu	10/11/07	208.17577	1.09024	88	4.2365			-4.2365	3.98	x	x	21.6366	33.39
Fri	10/12/07	208.16345	1.09017	89	4.2844			-4.2844	4.05	x	x	21.6845	33.32
Mon	10/15/07	208.12648	1.08998	92	4.4280			-4.4280	4.24	x	x	21.8281	33.13
Tue	10/16/07	208.11416	1.08992	93	4.4759			-4.4759	4.30	x	x	21.8760	33.07
Wed	10/17/07	208.10184	1.08985	94	4.5238			-4.5238	4.37	x	x	21.9239	33.00
Thu	10/18/07	208.08952	1.08979	95	4.5716			-4.5716	4.43	x	x	21.9717	32.94
Fri	10/19/07	208.07719	1.08972	96	4.6195			-4.6195	4.50	x	x	22.0196	32.87
Mon	10/22/07	208.04023	1.08953	99	4.7630			-4.7630	4.69	x	x	22.1631	32.68
Tue	10/23/07	208.02790	1.08946	100	4.8108			-4.8108	4.76	x	x	22.2109	32.61
Wed	10/24/07	208.01558	1.08940	101	4.8586			-4.8586	4.82	x	x	22.2587	32.55
Thu	10/25/07	208.00326	1.08934	102	4.9065			-4.9065	4.88	x	x	22.3066	32.49
Fri	10/26/07	207.99094	1.08927	103	4.9543			-4.9543	4.95	x	x	22.3544	32.42
Mon	10/29/07	207.95397	1.08908	106	5.0977			-5.0977	5.14	x	x	22.4978	32.23
Tue	10/30/07	207.94165	1.08901	107	5.1454			-5.1454	5.21	x	x	22.5455	32.16
Wed	10/31/07	207.92932	1.08895	108	5.1932			-5.1932	5.27	x	x	22.5933	32.10
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	11/01/07	207.91700	1.08888	109	5.2410			-5.2410	5.34	x	x	22.6411	32.03
Fri	11/02/07	207.93610	1.08898	110	5.2895			-5.2895	5.24	x	x	22.6896	32.13
Mon	11/05/07	207.99340	1.08928	113	5.4353			-5.4353	4.94	x	x	22.8354	32.43
Tue	11/06/07	208.01250	1.08938	114	5.4839			-5.4839	4.84	x	x	22.8840	32.53
Wed	11/07/07	208.03160	1.08948	115	5.5325			-5.5325	4.74	x	x	22.9326	32.63
Thu	11/08/07	208.05070	1.08958	116	5.5811			-5.5811	4.64	x	x	22.9812	32.73
Fri	11/09/07	208.06980	1.08968	117	5.6298			-5.6298	4.54	x	x	23.0299	32.83
Mon	11/12/07	208.12710	1.08998	120	5.7757			-5.7757	4.24	x	x	23.1758	33.13
Tue	11/13/07	208.14620	1.09008	121	5.8244			-5.8244	4.14	x	x	23.2245	33.23
Wed	11/14/07	208.16530	1.09018	122	5.8730			-5.8730	4.04	x	x	23.2731	33.33
Thu	11/15/07	208.18440	1.09028	123	5.9217			-5.9217	3.94	x	x	23.3218	33.43
Fri	11/16/07	208.20350	1.09038	124	5.9704			-5.9704	3.84	x	x	23.3705	33.53
Mon	11/19/07	208.26080	1.09068	127	6.1166			-6.1166	3.54	x	x	23.5167	33.83
Tue	11/20/07	208.27990	1.09078	128	6.1653			-6.1653	3.44	x	x	23.5654	33.93
Wed	11/21/07	208.29900	1.09088	129	6.2140			-6.2140	3.34	x	x	23.6141	34.03
Thu	11/22/07	208.31810	1.09098	130	6.2628			-6.2628	3.24	x	x	23.6629	34.13
Fri	11/23/07	208.33720	1.09108	131	6.3115			-6.3115	3.14	x	x	23.7116	34.23
Mon	11/26/07	208.39450	1.09138	134	6.4578			-6.4578	2.84	x	x	23.8579	34.53
Tue	11/27/07	208.41360	1.09148	135	6.5066			-6.5066	2.74	x	x	23.9067	34.63
Wed	11/28/07	208.43270	1.09158	136	6.5554			-6.5554	2.64	x	x	23.9555	34.73
Thu	11/29/07	208.45180	1.09168	137	6.6042			-6.6042	2.54	x	x	24.0043	34.83
Fri	11/30/07	208.47090	1.09178	138	6.6530			-6.6530	2.44	x	x	24.0531	34.93
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	1.09203	141	6.7992			-6.7992	2.19	x	x	24.1993	35.18
Tue	12/04/07	208.53316	1.09211	142	6.8479			-6.8479	2.11	x	x	24.2480	35.26
Wed	12/05/07	208.54755	1.09219	143	6.8967			-6.8967	2.03	x	x	24.2968	35.34
Thu	12/06/07	208.56194	1.09226	144	6.9453			-6.9453	1.96	x	x	24.3454	35.41
Fri	12/07/07	208.57632	1.09234	145	6.9941			-6.9941	1.88	x	x	24.3942	35.49
Mon	12/10/07	208.61948	1.09256	148	7.1402			-7.1402	1.66	x	x	24.5403	35.71
Tue	12/11/07	208.63387	1.09264	149	7.1890			-7.1890	1.58	x	x	24.5891	35.79
Wed	12/12/07	208.64826	1.09271	150	7.2377			-7.2377	1.51	x	x	24.6378	35.86
Thu	12/13/07	208.66265	1.09279	151	7.2865			-7.2865	1.43	x	x	24.6866	35.94
Fri	12/14/07	208.67703	1.09286	152	7.3352			-7.3352	1.36	x	x	24.7353	36.01
Mon	12/17/07	208.72019	1.09309	155	7.4816			-7.4816	1.13	x	x	24.8817	36.24
Tue	12/18/07	208.73458	1.09317	156	7.5304			-7.5304	1.05	x	x	24.9305	36.32
Wed	12/19/07	208.74897	1.09324	157	7.5792			-7.5792	0.98	x	x	24.9793	36.39
Thu	12/20/07	208.76335	1.09332	158	7.6280			-7.6280	0.90	x	x	25.0281	36.47
Fri	12/21/07	208.77774	1.09339	159	7.6768			-7.6768	0.83	x	x	25.0769	36.54
Mon	12/24/07	208.82090	1.09362	162	7.8232			-7.8232	0.60	x	x	25.2233	36.77
Tue	12/25/07	208.83529	1.09369	163	7.8720			-7.8720	0.53	x	x	25.2721	36.84
Wed	12/26/07	208.84968	1.09377	164	7.9209			-7.9209	0.45	x	x	25.3210	36.92
Thu	12/27/07	208.86406	1.09384	165	7.9697			-7.9697	0.38	x	x	25.3698	36.99
Fri	12/28/07	208.87845	1.09392	166	8.0186			-8.0186	0.30	x	x	25.4187	37.07
Mon	12/31/07	208.92161	1.09414	169	8.1652			-8.1652	0.08	x	x	25.5653	37.29
Tue	01/01/08	208.93600	1.09422

Generated 03/09/11 23:47