2.5% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2016

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

CUSIP Number	912828FL9	Interest 01/15/07 (184 days)	$12.4823
Dated Date	July 15, 2006	Interest 07/15/07 (181 days)	$12.8284
Ref CPI on Dated Date	201.95161	Interest Total	$25.3107
Original Issue Date	July 17, 2006	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	0.99925	170	11.5403	x	x	13.7704	35.33			11.5403	0.00
Tue	01/02/07	201.79032	0.99920	171	11.6076	x	x	13.7031	35.38			11.6076	-0.05
Wed	01/03/07	201.78065	0.99915	172	11.6749	x	x	13.6358	35.43			11.6749	-0.10
Thu	01/04/07	201.77097	0.99911	173	11.7423	x	x	13.5684	35.47			11.7423	-0.14
Fri	01/05/07	201.76129	0.99906	174	11.8095	x	x	13.5012	35.52			11.8095	-0.19
Mon	01/08/07	201.73226	0.99891	177	12.0113	x	x	13.2994	35.67			12.0113	-0.34
Tue	01/09/07	201.72258	0.99887	178	12.0787	x	x	13.2320	35.71			12.0787	-0.38
Wed	01/10/07	201.71290	0.99882	179	12.1460	x	x	13.1647	35.76			12.1460	-0.43
Thu	01/11/07	201.70323	0.99877	180	12.2132	x	x	13.0975	35.81			12.2132	-0.48
Fri	01/12/07	201.69355	0.99872	181	12.2805	x	x	13.0302	35.86			12.2805	-0.53
Mon	01/15/07	201.66452	0.99858	0	0.0000		x	12.8284	36.00	x		12.4823	-0.67
Tue	01/16/07	201.65484	0.99853	1	0.0690		x	12.7594	36.05	x		12.5513	-0.72
Wed	01/17/07	201.64516	0.99848	2	0.1379		x	12.6905	36.10	x		12.6202	-0.77
Thu	01/18/07	201.63548	0.99843	3	0.2069		x	12.6215	36.15	x		12.6892	-0.82
Fri	01/19/07	201.62581	0.99839	4	0.2758		x	12.5526	36.19	x		12.7581	-0.86
Mon	01/22/07	201.59677	0.99824	7	0.4826		x	12.3458	36.34	x		12.9649	-1.01
Tue	01/23/07	201.58710	0.99820	8	0.5515		x	12.2769	36.38	x		13.0338	-1.05
Wed	01/24/07	201.57742	0.99815	9	0.6204		x	12.2080	36.43	x		13.1027	-1.10
Thu	01/25/07	201.56774	0.99810	10	0.6893		x	12.1391	36.48	x		13.1716	-1.15
Fri	01/26/07	201.55806	0.99805	11	0.7582		x	12.0702	36.53	x		13.2405	-1.20
Mon	01/29/07	201.52903	0.99791	14	0.9648		x	11.8636	36.67	x		13.4471	-1.34
Tue	01/30/07	201.51935	0.99786	15	1.0337		x	11.7947	36.72	x		13.5160	-1.39
Wed	01/31/07	201.50968	0.99781	16	1.1026		x	11.7258	36.77	x		13.5849	-1.44
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	02/01/07	201.50000	0.99776	17	1.1714		x	11.6570	36.82	x		13.6537	-1.49
Fri	02/02/07	201.51071	0.99782	18	1.2404		x	11.5880	36.76	x		13.7227	-1.43
Mon	02/05/07	201.54286	0.99798	21	1.4473		x	11.3811	36.60	x		13.9296	-1.27
Tue	02/06/07	201.55357	0.99803	22	1.5163		x	11.3121	36.55	x		13.9986	-1.22
Wed	02/07/07	201.56429	0.99808	23	1.5853		x	11.2431	36.50	x		14.0676	-1.17
Thu	02/08/07	201.57500	0.99814	24	1.6544		x	11.1740	36.44	x		14.1367	-1.11
Fri	02/09/07	201.58571	0.99819	25	1.7234		x	11.1050	36.39	x		14.2057	-1.06
Mon	02/12/07	201.61786	0.99835	28	1.9305		x	10.8979	36.23	x		14.4128	-0.90
Tue	02/13/07	201.62857	0.99840	29	1.9996		x	10.8288	36.18	x		14.4819	-0.85
Wed	02/14/07	201.63929	0.99845	30	2.0686		x	10.7598	36.13	x		14.5509	-0.80
Thu	02/15/07	201.65000	0.99851	31	2.1377		x	10.6907	36.07	x		14.6200	-0.74
Fri	02/16/07	201.66071	0.99856	32	2.2068		x	10.6216	36.02	x		14.6891	-0.69
Mon	02/19/07	201.69286	0.99872	35	2.4140		x	10.4144	35.86	x		14.8963	-0.53
Tue	02/20/07	201.70357	0.99877	36	2.4831		x	10.3453	35.81	x		14.9654	-0.48
Wed	02/21/07	201.71429	0.99882	37	2.5522		x	10.2762	35.76	x		15.0345	-0.43
Thu	02/22/07	201.72500	0.99888	38	2.6214		x	10.2070	35.70	x		15.1037	-0.37
Fri	02/23/07	201.73571	0.99893	39	2.6905		x	10.1379	35.65	x		15.1728	-0.32
Mon	02/26/07	201.76786	0.99909	42	2.8979		x	9.9305	35.49	x		15.3802	-0.16
Tue	02/27/07	201.77857	0.99914	43	2.9671		x	9.8613	35.44	x		15.4494	-0.11
Wed	02/28/07	201.78929	0.99920	44	3.0362		x	9.7922	35.38	x		15.5185	-0.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	03/01/07	201.80000	0.99925	45	3.1054		x	9.7230	35.33	x		15.5877	0.00
Fri	03/02/07	201.81987	0.99935	46	3.1747		x	9.6537	35.23	x		15.6570	0.10
Mon	03/05/07	201.87948	0.99964	49	3.3828		x	9.4456	34.94	x		15.8651	0.39
Tue	03/06/07	201.89935	0.99974	50	3.4521		x	9.3763	34.84	x		15.9344	0.49
Wed	03/07/07	201.91923	0.99984	51	3.5215		x	9.3069	34.74	x		16.0038	0.59
Thu	03/08/07	201.93910	0.99994	52	3.5909		x	9.2375	34.64	x		16.0732	0.69
Fri	03/09/07	201.95897	1.00004	53	3.6604		x	9.1680	34.54	x		16.1427	0.79
Mon	03/12/07	202.01858	1.00033	56	3.8687		x	8.9597	34.25	x		16.3510	1.08
Tue	03/13/07	202.03845	1.00043	57	3.9382		x	8.8902	34.15	x		16.4205	1.18
Wed	03/14/07	202.05832	1.00053	58	4.0076		x	8.8208	34.05	x		16.4899	1.28
Thu	03/15/07	202.07819	1.00063	59	4.0772		x	8.7512	33.95	x		16.5595	1.38
Fri	03/16/07	202.09806	1.00073	60	4.1467		x	8.6817	33.85	x		16.6290	1.48
Mon	03/19/07	202.15768	1.00102	63	4.3553		x	8.4731	33.56	x		16.8376	1.77
Tue	03/20/07	202.17755	1.00112	64	4.4248		x	8.4036	33.46	x		16.9071	1.87
Wed	03/21/07	202.19742	1.00122	65	4.4944		x	8.3340	33.36	x		16.9767	1.97
Thu	03/22/07	202.21729	1.00132	66	4.5640		x	8.2644	33.26	x		17.0463	2.07
Fri	03/23/07	202.23716	1.00141	67	4.6336		x	8.1948	33.17	x		17.1159	2.16
Mon	03/26/07	202.29677	1.00171	70	4.8425		x	7.9859	32.87	x		17.3248	2.46
Tue	03/27/07	202.31665	1.00181	71	4.9122		x	7.9162	32.77	x		17.3945	2.56
Wed	03/28/07	202.33652	1.00191	72	4.9819		x	7.8465	32.67	x		17.4642	2.66
Thu	03/29/07	202.35639	1.00200	73	5.0515		x	7.7769	32.58	x		17.5338	2.75
Fri	03/30/07	202.37626	1.00210	74	5.1212		x	7.7072	32.48	x		17.6035	2.85
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	1.00248	77	5.3309		x	7.4975	32.10	x		17.8132	3.23
Tue	04/03/07	202.48820	1.00266	78	5.4011		x	7.4273	31.92	x		17.8834	3.41
Wed	04/04/07	202.52430	1.00284	79	5.4713		x	7.3571	31.74	x		17.9536	3.59
Thu	04/05/07	202.56040	1.00301	80	5.5415		x	7.2869	31.57	x		18.0238	3.76
Fri	04/06/07	202.59650	1.00319	81	5.6118		x	7.2166	31.39	x		18.0941	3.94
Mon	04/09/07	202.70480	1.00373	84	5.8227		x	7.0057	30.85	x		18.3050	4.48
Tue	04/10/07	202.74090	1.00391	85	5.8931		x	6.9353	30.67	x		18.3754	4.66
Wed	04/11/07	202.77700	1.00409	86	5.9635		x	6.8649	30.49	x		18.4458	4.84
Thu	04/12/07	202.81310	1.00427	87	6.0339		x	6.7945	30.31	x		18.5162	5.02
Fri	04/13/07	202.84920	1.00444	88	6.1043		x	6.7241	30.14	x		18.5866	5.19
Mon	04/16/07	202.95750	1.00498	91	6.3158		x	6.5126	29.60	x		18.7981	5.73
Tue	04/17/07	202.99360	1.00516	92	6.3864		x	6.4420	29.42	x		18.8687	5.91
Wed	04/18/07	203.02970	1.00534	93	6.4569		x	6.3715	29.24	x		18.9392	6.09
Thu	04/19/07	203.06580	1.00552	94	6.5275		x	6.3009	29.06	x		19.0098	6.27
Fri	04/20/07	203.10190	1.00570	95	6.5982		x	6.2302	28.88	x		19.0805	6.45
Mon	04/23/07	203.21020	1.00623	98	6.8101		x	6.0183	28.35	x		19.2924	6.98
Tue	04/24/07	203.24630	1.00641	99	6.8808		x	5.9476	28.17	x		19.3631	7.16
Wed	04/25/07	203.28240	1.00659	100	6.9516		x	5.8768	27.99	x		19.4339	7.34
Thu	04/26/07	203.31850	1.00677	101	7.0224		x	5.8060	27.81	x		19.5047	7.52
Fri	04/27/07	203.35460	1.00695	102	7.0932		x	5.7352	27.63	x		19.5755	7.70
Mon	04/30/07	203.46290	1.00748	105	7.3056		x	5.5228	27.10	x		19.7879	8.23
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	1.00766	106	7.3765		x	5.4519	26.92	x		19.8588	8.41
Wed	05/02/07	203.55877	1.00796	107	7.4483		x	5.3801	26.62	x		19.9306	8.71
Thu	05/03/07	203.61855	1.00825	108	7.5201		x	5.3083	26.33	x		20.0024	9.00
Fri	05/04/07	203.67832	1.00855	109	7.5920		x	5.2364	26.03	x		20.0743	9.30
Mon	05/07/07	203.85765	1.00944	112	7.8078		x	5.0206	25.14	x		20.2901	10.19
Tue	05/08/07	203.91742	1.00973	113	7.8798		x	4.9486	24.85	x		20.3621	10.48
Wed	05/09/07	203.97719	1.01003	114	7.9519		x	4.8765	24.55	x		20.4342	10.78
Thu	05/10/07	204.03697	1.01033	115	8.0240		x	4.8044	24.25	x		20.5063	11.08
Fri	05/11/07	204.09674	1.01062	116	8.0961		x	4.7323	23.96	x		20.5784	11.37
Mon	05/14/07	204.27606	1.01151	119	8.3128		x	4.5156	23.07	x		20.7951	12.26
Tue	05/15/07	204.33584	1.01181	120	8.3852		x	4.4432	22.77	x		20.8675	12.56
Wed	05/16/07	204.39561	1.01210	121	8.4575		x	4.3709	22.48	x		20.9398	12.85
Thu	05/17/07	204.45539	1.01240	122	8.5299		x	4.2985	22.18	x		21.0122	13.15
Fri	05/18/07	204.51516	1.01269	123	8.6023		x	4.2261	21.89	x		21.0846	13.44
Mon	05/21/07	204.69448	1.01358	126	8.8198		x	4.0086	21.00	x		21.3021	14.33
Tue	05/22/07	204.75426	1.01388	127	8.8925		x	3.9359	20.70	x		21.3748	14.63
Wed	05/23/07	204.81403	1.01417	128	8.9650		x	3.8634	20.41	x		21.4473	14.92
Thu	05/24/07	204.87381	1.01447	129	9.0378		x	3.7906	20.11	x		21.5201	15.22
Fri	05/25/07	204.93358	1.01477	130	9.1105		x	3.7179	19.81	x		21.5928	15.52
Mon	05/28/07	205.11290	1.01565	133	9.3288		x	3.4996	18.93	x		21.8111	16.40
Tue	05/29/07	205.17268	1.01595	134	9.4017		x	3.4267	18.63	x		21.8840	16.70
Wed	05/30/07	205.23245	1.01625	135	9.4747		x	3.3537	18.33	x		21.9570	17.00
Thu	05/31/07	205.29223	1.01654	136	9.5476		x	3.2808	18.04	x		22.0299	17.29
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	1.01684	137	9.6207		x	3.2077	17.74	x		22.1030	17.59
Mon	06/04/07	205.48540	1.01750	140	9.8377		x	2.9907	17.08	x		22.3200	18.25
Tue	06/05/07	205.52987	1.01772	141	9.9101		x	2.9183	16.86	x		22.3924	18.47
Wed	06/06/07	205.57433	1.01794	142	9.9826		x	2.8458	16.64	x		22.4649	18.69
Thu	06/07/07	205.61880	1.01816	143	10.0550		x	2.7734	16.42	x		22.5373	18.91
Fri	06/08/07	205.66327	1.01838	144	10.1275		x	2.7009	16.20	x		22.6098	19.13
Mon	06/11/07	205.79667	1.01904	147	10.3452		x	2.4832	15.54	x		22.8275	19.79
Tue	06/12/07	205.84113	1.01926	148	10.4179		x	2.4105	15.32	x		22.9002	20.01
Wed	06/13/07	205.88560	1.01948	149	10.4905		x	2.3379	15.10	x		22.9728	20.23
Thu	06/14/07	205.93007	1.01970	150	10.5632		x	2.2652	14.88	x		23.0455	20.45
Fri	06/15/07	205.97453	1.01992	151	10.6359		x	2.1925	14.66	x		23.1182	20.67
Mon	06/18/07	206.10793	1.02058	154	10.8542		x	1.9742	14.00	x		23.3365	21.33
Tue	06/19/07	206.15240	1.02080	155	10.9271		x	1.9013	13.78	x		23.4094	21.55
Wed	06/20/07	206.19687	1.02102	156	10.9999		x	1.8285	13.56	x		23.4822	21.77
Thu	06/21/07	206.24133	1.02124	157	11.0728		x	1.7556	13.34	x		23.5551	21.99
Fri	06/22/07	206.28580	1.02146	158	11.1458		x	1.6826	13.12	x		23.6281	22.21
Mon	06/25/07	206.41920	1.02212	161	11.3647		x	1.4637	12.46	x		23.8470	22.87
Tue	06/26/07	206.46367	1.02234	162	11.4378		x	1.3906	12.24	x		23.9201	23.09
Wed	06/27/07	206.50813	1.02256	163	11.5109		x	1.3175	12.02	x		23.9932	23.31
Thu	06/28/07	206.55260	1.02278	164	11.5840		x	1.2444	11.80	x		24.0663	23.53
Fri	06/29/07	206.59707	1.02300	165	11.6571		x	1.1713	11.58	x		24.1394	23.75
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	1.02364	168	11.8765		x	0.9519	10.94	x		24.3588	24.39
Tue	07/03/07	206.76748	1.02385	169	11.9496		x	0.8788	10.73	x		24.4319	24.60
Wed	07/04/07	206.80823	1.02405	170	12.0227		x	0.8057	10.53	x		24.5050	24.80
Thu	07/05/07	206.84897	1.02425	171	12.0958		x	0.7326	10.33	x		24.5781	25.00
Fri	07/06/07	206.88971	1.02445	172	12.1689		x	0.6595	10.13	x		24.6512	25.20
Mon	07/09/07	207.01194	1.02506	175	12.3885		x	0.4399	9.52	x		24.8708	25.81
Tue	07/10/07	207.05268	1.02526	176	12.4617		x	0.3667	9.32	x		24.9440	26.01
Wed	07/11/07	207.09342	1.02546	177	12.5350		x	0.2934	9.12	x		25.0173	26.21
Thu	07/12/07	207.13416	1.02566	178	12.6083		x	0.2201	8.92	x		25.0906	26.41
Fri	07/13/07	207.17490	1.02586	179	12.6816		x	0.1468	8.72	x		25.1639	26.61
Sun	07/15/07	207.25639	1.02627	0	0.0000			0.0000	8.31	x	x	25.3107	27.02
Mon	07/16/07	207.29713	1.02647	1	0.0697			-0.0697	8.11	x	x	25.3804	27.22
Tue	07/17/07	207.33787	1.02667	2	0.1395			-0.1395	7.91	x	x	25.4502	27.42
Wed	07/18/07	207.37861	1.02687	3	0.2093			-0.2093	7.71	x	x	25.5200	27.62
Thu	07/19/07	207.41935	1.02707	4	0.2791			-0.2791	7.51	x	x	25.5898	27.82
Fri	07/20/07	207.46010	1.02728	5	0.3489			-0.3489	7.30	x	x	25.6596	28.03
Mon	07/23/07	207.58232	1.02788	8	0.5586			-0.5586	6.70	x	x	25.8693	28.63
Tue	07/24/07	207.62306	1.02808	9	0.6286			-0.6286	6.50	x	x	25.9393	28.83
Wed	07/25/07	207.66381	1.02828	10	0.6986			-0.6986	6.30	x	x	26.0093	29.03
Thu	07/26/07	207.70455	1.02849	11	0.7686			-0.7686	6.09	x	x	26.0793	29.24
Fri	07/27/07	207.74529	1.02869	12	0.8386			-0.8386	5.89	x	x	26.1493	29.44
Mon	07/30/07	207.86752	1.02929	15	1.0489			-1.0489	5.29	x	x	26.3596	30.04
Tue	07/31/07	207.90826	1.02950	16	1.1190			-1.1190	5.08	x	x	26.4297	30.25
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	1.02970	17	1.1892			-1.1892	4.88	x	x	26.4999	30.45
Thu	08/02/07	207.96200	1.02976	18	1.2592			-1.2592	4.82	x	x	26.5699	30.51
Fri	08/03/07	207.97500	1.02983	19	1.3293			-1.3293	4.75	x	x	26.6400	30.58
Mon	08/06/07	208.01400	1.03002	22	1.5394			-1.5394	4.56	x	x	26.8501	30.77
Tue	08/07/07	208.02700	1.03008	23	1.6095			-1.6095	4.50	x	x	26.9202	30.83
Wed	08/08/07	208.04000	1.03015	24	1.6796			-1.6796	4.43	x	x	26.9903	30.90
Thu	08/09/07	208.05300	1.03021	25	1.7497			-1.7497	4.37	x	x	27.0604	30.96
Fri	08/10/07	208.06600	1.03028	26	1.8198			-1.8198	4.30	x	x	27.1305	31.03
Mon	08/13/07	208.10500	1.03047	29	2.0301			-2.0301	4.11	x	x	27.3408	31.22
Tue	08/14/07	208.11800	1.03053	30	2.1003			-2.1003	4.05	x	x	27.4110	31.28
Wed	08/15/07	208.13100	1.03060	31	2.1704			-2.1704	3.98	x	x	27.4811	31.35
Thu	08/16/07	208.14400	1.03066	32	2.2406			-2.2406	3.92	x	x	27.5513	31.41
Fri	08/17/07	208.15700	1.03073	33	2.3107			-2.3107	3.85	x	x	27.6214	31.48
Mon	08/20/07	208.19600	1.03092	36	2.5213			-2.5213	3.66	x	x	27.8320	31.67
Tue	08/21/07	208.20900	1.03098	37	2.5915			-2.5915	3.60	x	x	27.9022	31.73
Wed	08/22/07	208.22200	1.03105	38	2.6617			-2.6617	3.53	x	x	27.9724	31.80
Thu	08/23/07	208.23500	1.03111	39	2.7319			-2.7319	3.47	x	x	28.0426	31.86
Fri	08/24/07	208.24800	1.03118	40	2.8021			-2.8021	3.40	x	x	28.1128	31.93
Mon	08/27/07	208.28700	1.03137	43	3.0128			-3.0128	3.21	x	x	28.3235	32.12
Tue	08/28/07	208.30000	1.03144	44	3.0831			-3.0831	3.14	x	x	28.3938	32.19
Wed	08/29/07	208.31300	1.03150	45	3.1534			-3.1534	3.08	x	x	28.4641	32.25
Thu	08/30/07	208.32600	1.03156	46	3.2236			-3.2236	3.02	x	x	28.5343	32.31
Fri	08/31/07	208.33900	1.03163	47	3.2939			-3.2939	2.95	x	x	28.6046	32.38
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	1.03168	50	3.5043			-3.5043	2.90	x	x	28.8150	32.43
Tue	09/04/07	208.34670	1.03167	51	3.5744			-3.5744	2.91	x	x	28.8851	32.42
Wed	09/05/07	208.34493	1.03166	52	3.6445			-3.6445	2.92	x	x	28.9552	32.41
Thu	09/06/07	208.34317	1.03165	53	3.7145			-3.7145	2.93	x	x	29.0252	32.40
Fri	09/07/07	208.34140	1.03164	54	3.7845			-3.7845	2.94	x	x	29.0952	32.39
Mon	09/10/07	208.33610	1.03161	57	3.9947			-3.9947	2.97	x	x	29.3054	32.36
Tue	09/11/07	208.33433	1.03161	58	4.0648			-4.0648	2.97	x	x	29.3755	32.36
Wed	09/12/07	208.33257	1.03160	59	4.1348			-4.1348	2.98	x	x	29.4455	32.35
Thu	09/13/07	208.33080	1.03159	60	4.2049			-4.2049	2.99	x	x	29.5156	32.34
Fri	09/14/07	208.32903	1.03158	61	4.2749			-4.2749	3.00	x	x	29.5856	32.33
Mon	09/17/07	208.32373	1.03155	64	4.4850			-4.4850	3.03	x	x	29.7957	32.30
Tue	09/18/07	208.32197	1.03154	65	4.5550			-4.5550	3.04	x	x	29.8657	32.29
Wed	09/19/07	208.32020	1.03154	66	4.6251			-4.6251	3.04	x	x	29.9358	32.29
Thu	09/20/07	208.31843	1.03153	67	4.6951			-4.6951	3.05	x	x	30.0058	32.28
Fri	09/21/07	208.31667	1.03152	68	4.7652			-4.7652	3.06	x	x	30.0759	32.27
Mon	09/24/07	208.31137	1.03149	71	4.9753			-4.9753	3.09	x	x	30.2860	32.24
Tue	09/25/07	208.30960	1.03148	72	5.0453			-5.0453	3.10	x	x	30.3560	32.23
Wed	09/26/07	208.30783	1.03147	73	5.1153			-5.1153	3.11	x	x	30.4260	32.22
Thu	09/27/07	208.30607	1.03147	74	5.1854			-5.1854	3.11	x	x	30.4961	32.22
Fri	09/28/07	208.30430	1.03146	75	5.2554			-5.2554	3.12	x	x	30.5661	32.21
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	10/01/07	208.29900	1.03143	78	5.4655			-5.4655	3.15	x	x	30.7762	32.18
Tue	10/02/07	208.28668	1.03137	79	5.5352			-5.5352	3.21	x	x	30.8459	32.12
Wed	10/03/07	208.27435	1.03131	80	5.6049			-5.6049	3.27	x	x	30.9156	32.06
Thu	10/04/07	208.26203	1.03125	81	5.6747			-5.6747	3.33	x	x	30.9854	32.00
Fri	10/05/07	208.24971	1.03119	82	5.7444			-5.7444	3.39	x	x	31.0551	31.94
Mon	10/08/07	208.21274	1.03100	85	5.9535			-5.9535	3.58	x	x	31.2642	31.75
Tue	10/09/07	208.20042	1.03094	86	6.0232			-6.0232	3.64	x	x	31.3339	31.69
Wed	10/10/07	208.18810	1.03088	87	6.0928			-6.0928	3.70	x	x	31.4035	31.63
Thu	10/11/07	208.17577	1.03082	88	6.1625			-6.1625	3.76	x	x	31.4732	31.57
Fri	10/12/07	208.16345	1.03076	89	6.2322			-6.2322	3.82	x	x	31.5429	31.51
Mon	10/15/07	208.12648	1.03058	92	6.4411			-6.4411	4.00	x	x	31.7518	31.33
Tue	10/16/07	208.11416	1.03051	93	6.5107			-6.5107	4.07	x	x	31.8214	31.26
Wed	10/17/07	208.10184	1.03045	94	6.5803			-6.5803	4.13	x	x	31.8910	31.20
Thu	10/18/07	208.08952	1.03039	95	6.6499			-6.6499	4.19	x	x	31.9606	31.14
Fri	10/19/07	208.07719	1.03033	96	6.7195			-6.7195	4.25	x	x	32.0302	31.08
Mon	10/22/07	208.04023	1.03015	99	6.9283			-6.9283	4.43	x	x	32.2390	30.90
Tue	10/23/07	208.02790	1.03009	100	6.9979			-6.9979	4.49	x	x	32.3086	30.84
Wed	10/24/07	208.01558	1.03003	101	7.0675			-7.0675	4.55	x	x	32.3782	30.78
Thu	10/25/07	208.00326	1.02997	102	7.1370			-7.1370	4.61	x	x	32.4477	30.72
Fri	10/26/07	207.99094	1.02990	103	7.2065			-7.2065	4.68	x	x	32.5172	30.65
Mon	10/29/07	207.95397	1.02972	106	7.4151			-7.4151	4.86	x	x	32.7258	30.47
Tue	10/30/07	207.94165	1.02966	107	7.4846			-7.4846	4.92	x	x	32.7953	30.41
Wed	10/31/07	207.92932	1.02960	108	7.5541			-7.5541	4.98	x	x	32.8648	30.35
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	1.02954	109	7.6236			-7.6236	5.04	x	x	32.9343	30.29
Fri	11/02/07	207.93610	1.02963	110	7.6942			-7.6942	4.95	x	x	33.0049	30.38
Mon	11/05/07	207.99340	1.02992	113	7.9063			-7.9063	4.66	x	x	33.2170	30.67
Tue	11/06/07	208.01250	1.03001	114	7.9770			-7.9770	4.57	x	x	33.2877	30.76
Wed	11/07/07	208.03160	1.03011	115	8.0477			-8.0477	4.47	x	x	33.3584	30.86
Thu	11/08/07	208.05070	1.03020	116	8.1184			-8.1184	4.38	x	x	33.4291	30.95
Fri	11/09/07	208.06980	1.03030	117	8.1892			-8.1892	4.28	x	x	33.4999	31.05
Mon	11/12/07	208.12710	1.03058	120	8.4015			-8.4015	4.00	x	x	33.7122	31.33
Tue	11/13/07	208.14620	1.03067	121	8.4722			-8.4722	3.91	x	x	33.7829	31.42
Wed	11/14/07	208.16530	1.03077	122	8.5431			-8.5431	3.81	x	x	33.8538	31.52
Thu	11/15/07	208.18440	1.03086	123	8.6138			-8.6138	3.72	x	x	33.9245	31.61
Fri	11/16/07	208.20350	1.03096	124	8.6847			-8.6847	3.62	x	x	33.9954	31.71
Mon	11/19/07	208.26080	1.03124	127	8.8972			-8.8972	3.34	x	x	34.2079	31.99
Tue	11/20/07	208.27990	1.03134	128	8.9682			-8.9682	3.24	x	x	34.2789	32.09
Wed	11/21/07	208.29900	1.03143	129	9.0390			-9.0390	3.15	x	x	34.3497	32.18
Thu	11/22/07	208.31810	1.03152	130	9.1099			-9.1099	3.06	x	x	34.4206	32.27
Fri	11/23/07	208.33720	1.03162	131	9.1809			-9.1809	2.96	x	x	34.4916	32.37
Mon	11/26/07	208.39450	1.03190	134	9.3937			-9.3937	2.68	x	x	34.7044	32.65
Tue	11/27/07	208.41360	1.03200	135	9.4647			-9.4647	2.58	x	x	34.7754	32.75
Wed	11/28/07	208.43270	1.03209	136	9.5356			-9.5356	2.49	x	x	34.8463	32.84
Thu	11/29/07	208.45180	1.03219	137	9.6067			-9.6067	2.39	x	x	34.9174	32.94
Fri	11/30/07	208.47090	1.03228	138	9.6776			-9.6776	2.30	x	x	34.9883	33.03
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	12/03/07	208.51877	1.03252	141	9.8903			-9.8903	2.06	x	x	35.2010	33.27
Tue	12/04/07	208.53316	1.03259	142	9.9611			-9.9611	1.99	x	x	35.2718	33.34
Wed	12/05/07	208.54755	1.03266	143	10.0320			-10.0320	1.92	x	x	35.3427	33.41
Thu	12/06/07	208.56194	1.03273	144	10.1028			-10.1028	1.85	x	x	35.4135	33.48
Fri	12/07/07	208.57632	1.03280	145	10.1736			-10.1736	1.78	x	x	35.4843	33.55
Mon	12/10/07	208.61948	1.03302	148	10.3863			-10.3863	1.56	x	x	35.6970	33.77
Tue	12/11/07	208.63387	1.03309	149	10.4572			-10.4572	1.49	x	x	35.7679	33.84
Wed	12/12/07	208.64826	1.03316	150	10.5281			-10.5281	1.42	x	x	35.8388	33.91
Thu	12/13/07	208.66265	1.03323	151	10.5990			-10.5990	1.35	x	x	35.9097	33.98
Fri	12/14/07	208.67703	1.03330	152	10.6699			-10.6699	1.28	x	x	35.9806	34.05
Mon	12/17/07	208.72019	1.03352	155	10.8829			-10.8829	1.06	x	x	36.1936	34.27
Tue	12/18/07	208.73458	1.03359	156	10.9538			-10.9538	0.99	x	x	36.2645	34.34
Wed	12/19/07	208.74897	1.03366	157	11.0248			-11.0248	0.92	x	x	36.3355	34.41
Thu	12/20/07	208.76335	1.03373	158	11.0957			-11.0957	0.85	x	x	36.4064	34.48
Fri	12/21/07	208.77774	1.03380	159	11.1667			-11.1667	0.78	x	x	36.4774	34.55
Mon	12/24/07	208.82090	1.03401	162	11.3797			-11.3797	0.57	x	x	36.6904	34.76
Tue	12/25/07	208.83529	1.03409	163	11.4509			-11.4509	0.49	x	x	36.7616	34.84
Wed	12/26/07	208.84968	1.03416	164	11.5219			-11.5219	0.42	x	x	36.8326	34.91
Thu	12/27/07	208.86406	1.03423	165	11.5929			-11.5929	0.35	x	x	36.9036	34.98
Fri	12/28/07	208.87845	1.03430	166	11.6640			-11.6640	0.28	x	x	36.9747	35.05
Mon	12/31/07	208.92161	1.03451	169	11.8772			-11.8772	0.07	x	x	37.1879	35.26
Tue	01/01/08	208.93600	1.03458

Generated 03/09/11 23:47