2% 5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2012

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

CUSIP Number	912828GN4
Dated Date	April 15, 2007	Interest 10/15/07 (183 days)	$10.2565
Ref CPI on Dated Date	202.92140
Original Issue Date	April 30, 2007	Interest 04/15/08 (183 days)

						Purchased on Settelment Date & held to 01/01/08				Held on 04/30/07 & Sold on Settlement Date
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	04/30/07	203.46290	1.00267	15	0.8219		x	9.4346	26.97			0.8219	0.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	05/01/07	203.49900	1.00285	16	0.8768		x	9.3797	26.79			0.8768	0.18
Wed	05/02/07	203.55877	1.00314	17	0.9319		x	9.3246	26.50			0.9319	0.47
Thu	05/03/07	203.61855	1.00344	18	0.9870		x	9.2695	26.20			0.9870	0.77
Fri	05/04/07	203.67832	1.00373	19	1.0421		x	9.2144	25.91			1.0421	1.06
Mon	05/07/07	203.85765	1.00461	22	1.2077		x	9.0488	25.03			1.2077	1.94
Tue	05/08/07	203.91742	1.00491	23	1.2630		x	8.9935	24.73			1.2630	2.24
Wed	05/09/07	203.97719	1.00520	24	1.3183		x	8.9382	24.44			1.3183	2.53
Thu	05/10/07	204.03697	1.00550	25	1.3736		x	8.8829	24.14			1.3736	2.83
Fri	05/11/07	204.09674	1.00579	26	1.4290		x	8.8275	23.85			1.4290	3.12
Mon	05/14/07	204.27606	1.00668	29	1.5953		x	8.6612	22.96			1.5953	4.01
Tue	05/15/07	204.33584	1.00697	30	1.6508		x	8.6057	22.67			1.6508	4.30
Wed	05/16/07	204.39561	1.00726	31	1.7063		x	8.5502	22.38			1.7063	4.59
Thu	05/17/07	204.45539	1.00756	32	1.7619		x	8.4946	22.08			1.7619	4.89
Fri	05/18/07	204.51516	1.00785	33	1.8174		x	8.4391	21.79			1.8174	5.18
Mon	05/21/07	204.69448	1.00874	36	1.9844		x	8.2721	20.90			1.9844	6.07
Tue	05/22/07	204.75426	1.00903	37	2.0401		x	8.2164	20.61			2.0401	6.36
Wed	05/23/07	204.81403	1.00933	38	2.0959		x	8.1606	20.31			2.0959	6.66
Thu	05/24/07	204.87381	1.00962	39	2.1516		x	8.1049	20.02			2.1516	6.95
Fri	05/25/07	204.93358	1.00992	40	2.2075		x	8.0490	19.72			2.2075	7.25
Mon	05/28/07	205.11290	1.01080	43	2.3751		x	7.8814	18.84			2.3751	8.13
Tue	05/29/07	205.17268	1.01109	44	2.4310		x	7.8255	18.55			2.4310	8.42
Wed	05/30/07	205.23245	1.01139	45	2.4870		x	7.7695	18.25			2.4870	8.72
Thu	05/31/07	205.29223	1.01168	46	2.5430		x	7.7135	17.96			2.5430	9.01
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	06/01/07	205.35200	1.01198	47	2.5991		x	7.6574	17.66			2.5991	9.31
Mon	06/04/07	205.48540	1.01264	50	2.7668		x	7.4897	17.00			2.7668	9.97
Tue	06/05/07	205.52987	1.01285	51	2.8227		x	7.4338	16.79			2.8227	10.18
Wed	06/06/07	205.57433	1.01307	52	2.8787		x	7.3778	16.57			2.8787	10.40
Thu	06/07/07	205.61880	1.01329	53	2.9347		x	7.3218	16.35			2.9347	10.62
Fri	06/08/07	205.66327	1.01351	54	2.9907		x	7.2658	16.13			2.9907	10.84
Mon	06/11/07	205.79667	1.01417	57	3.1589		x	7.0976	15.47			3.1589	11.50
Tue	06/12/07	205.84113	1.01439	58	3.2150		x	7.0415	15.25			3.2150	11.72
Wed	06/13/07	205.88560	1.01461	59	3.2711		x	6.9854	15.03			3.2711	11.94
Thu	06/14/07	205.93007	1.01483	60	3.3273		x	6.9292	14.81			3.3273	12.16
Fri	06/15/07	205.97453	1.01505	61	3.3835		x	6.8730	14.59			3.3835	12.38
Mon	06/18/07	206.10793	1.01570	64	3.5522		x	6.7043	13.94			3.5522	13.03
Tue	06/19/07	206.15240	1.01592	65	3.6085		x	6.6480	13.72			3.6085	13.25
Wed	06/20/07	206.19687	1.01614	66	3.6648		x	6.5917	13.50			3.6648	13.47
Thu	06/21/07	206.24133	1.01636	67	3.7211		x	6.5354	13.28			3.7211	13.69
Fri	06/22/07	206.28580	1.01658	68	3.7775		x	6.4790	13.06			3.7775	13.91
Mon	06/25/07	206.41920	1.01724	71	3.9467		x	6.3098	12.40			3.9467	14.57
Tue	06/26/07	206.46367	1.01746	72	4.0031		x	6.2534	12.18			4.0031	14.79
Wed	06/27/07	206.50813	1.01768	73	4.0596		x	6.1969	11.96			4.0596	15.01
Thu	06/28/07	206.55260	1.01789	74	4.1161		x	6.1404	11.75			4.1161	15.22
Fri	06/29/07	206.59707	1.01811	75	4.1726		x	6.0839	11.53			4.1726	15.44
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	07/02/07	206.72674	1.01875	78	4.3422		x	5.9143	10.89			4.3422	16.08
Tue	07/03/07	206.76748	1.01895	79	4.3987		x	5.8578	10.69			4.3987	16.28
Wed	07/04/07	206.80823	1.01915	80	4.4553		x	5.8012	10.49			4.4553	16.48
Thu	07/05/07	206.84897	1.01936	81	4.5119		x	5.7446	10.28			4.5119	16.69
Fri	07/06/07	206.88971	1.01956	82	4.5685		x	5.6880	10.08			4.5685	16.89
Mon	07/09/07	207.01194	1.02016	85	4.7384		x	5.5181	9.48			4.7384	17.49
Tue	07/10/07	207.05268	1.02036	86	4.7951		x	5.4614	9.28			4.7951	17.69
Wed	07/11/07	207.09342	1.02056	87	4.8518		x	5.4047	9.08			4.8518	17.89
Thu	07/12/07	207.13416	1.02076	88	4.9086		x	5.3479	8.88			4.9086	18.09
Fri	07/13/07	207.17490	1.02096	89	4.9653		x	5.2912	8.68			4.9653	18.29
Mon	07/16/07	207.29713	1.02156	92	5.1357		x	5.1208	8.08			5.1357	18.89
Tue	07/17/07	207.33787	1.02176	93	5.1926		x	5.0639	7.88			5.1926	19.09
Wed	07/18/07	207.37861	1.02197	94	5.2495		x	5.0070	7.67			5.2495	19.30
Thu	07/19/07	207.41935	1.02217	95	5.3063		x	4.9502	7.47			5.3063	19.50
Fri	07/20/07	207.46010	1.02237	96	5.3633		x	4.8932	7.27			5.3633	19.70
Mon	07/23/07	207.58232	1.02297	99	5.5341		x	4.7224	6.67			5.5341	20.30
Tue	07/24/07	207.62306	1.02317	100	5.5911		x	4.6654	6.47			5.5911	20.50
Wed	07/25/07	207.66381	1.02337	101	5.6481		x	4.6084	6.27			5.6481	20.70
Thu	07/26/07	207.70455	1.02357	102	5.7051		x	4.5514	6.07			5.7051	20.90
Fri	07/27/07	207.74529	1.02377	103	5.7622		x	4.4943	5.87			5.7622	21.10
Mon	07/30/07	207.86752	1.02437	106	5.9335		x	4.3230	5.27			5.9335	21.70
Tue	07/31/07	207.90826	1.02458	107	5.9907		x	4.2658	5.06			5.9907	21.91
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Wed	08/01/07	207.94900	1.02478	108	6.0479		x	4.2086	4.86			6.0479	22.11
Thu	08/02/07	207.96200	1.02484	109	6.1042		x	4.1523	4.80			6.1042	22.17
Fri	08/03/07	207.97500	1.02490	110	6.1606		x	4.0959	4.74			6.1606	22.23
Mon	08/06/07	208.01400	1.02510	113	6.3299		x	3.9266	4.54			6.3299	22.43
Tue	08/07/07	208.02700	1.02516	114	6.3862		x	3.8703	4.48			6.3862	22.49
Wed	08/08/07	208.04000	1.02522	115	6.4426		x	3.8139	4.42			6.4426	22.55
Thu	08/09/07	208.05300	1.02529	116	6.4991		x	3.7574	4.35			6.4991	22.62
Fri	08/10/07	208.06600	1.02535	117	6.5555		x	3.7010	4.29			6.5555	22.68
Mon	08/13/07	208.10500	1.02554	120	6.7249		x	3.5316	4.10			6.7249	22.87
Tue	08/14/07	208.11800	1.02561	121	6.7814		x	3.4751	4.03			6.7814	22.94
Wed	08/15/07	208.13100	1.02567	122	6.8378		x	3.4187	3.97			6.8378	23.00
Thu	08/16/07	208.14400	1.02574	123	6.8943		x	3.3622	3.90			6.8943	23.07
Fri	08/17/07	208.15700	1.02580	124	6.9508		x	3.3057	3.84			6.9508	23.13
Mon	08/20/07	208.19600	1.02599	127	7.1203		x	3.1362	3.65			7.1203	23.32
Tue	08/21/07	208.20900	1.02606	128	7.1768		x	3.0797	3.58			7.1768	23.39
Wed	08/22/07	208.22200	1.02612	129	7.2333		x	3.0232	3.52			7.2333	23.45
Thu	08/23/07	208.23500	1.02619	130	7.2899		x	2.9666	3.45			7.2899	23.52
Fri	08/24/07	208.24800	1.02625	131	7.3464		x	2.9101	3.39			7.3464	23.58
Mon	08/27/07	208.28700	1.02644	134	7.5160		x	2.7405	3.20			7.5160	23.77
Tue	08/28/07	208.30000	1.02651	135	7.5726		x	2.6839	3.13			7.5726	23.84
Wed	08/29/07	208.31300	1.02657	136	7.6292		x	2.6273	3.07			7.6292	23.90
Thu	08/30/07	208.32600	1.02663	137	7.6857		x	2.5708	3.01			7.6857	23.96
Fri	08/31/07	208.33900	1.02670	138	7.7423		x	2.5142	2.94			7.7423	24.03
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	09/03/07	208.34847	1.02674	141	7.9109		x	2.3456	2.90			7.9109	24.07
Tue	09/04/07	208.34670	1.02674	142	7.9671		x	2.2894	2.90			7.9671	24.07
Wed	09/05/07	208.34493	1.02673	143	8.0231		x	2.2334	2.91			8.0231	24.06
Thu	09/06/07	208.34317	1.02672	144	8.0791		x	2.1774	2.92			8.0791	24.05
Fri	09/07/07	208.34140	1.02671	145	8.1351		x	2.1214	2.93			8.1351	24.04
Mon	09/10/07	208.33610	1.02668	148	8.3032		x	1.9533	2.96			8.3032	24.01
Tue	09/11/07	208.33433	1.02668	149	8.3593		x	1.8972	2.96			8.3593	24.01
Wed	09/12/07	208.33257	1.02667	150	8.4153		x	1.8412	2.97			8.4153	24.00
Thu	09/13/07	208.33080	1.02666	151	8.4713		x	1.7852	2.98			8.4713	23.99
Fri	09/14/07	208.32903	1.02665	152	8.5274		x	1.7291	2.99			8.5274	23.98
Mon	09/17/07	208.32373	1.02662	155	8.6954		x	1.5611	3.02			8.6954	23.95
Tue	09/18/07	208.32197	1.02661	156	8.7514		x	1.5051	3.03			8.7514	23.94
Wed	09/19/07	208.32020	1.02661	157	8.8075		x	1.4490	3.03			8.8075	23.94
Thu	09/20/07	208.31843	1.02660	158	8.8635		x	1.3930	3.04			8.8635	23.93
Fri	09/21/07	208.31667	1.02659	159	8.9196		x	1.3369	3.05			8.9196	23.92
Mon	09/24/07	208.31137	1.02656	162	9.0876		x	1.1689	3.08			9.0876	23.89
Tue	09/25/07	208.30960	1.02655	163	9.1436		x	1.1129	3.09			9.1436	23.88
Wed	09/26/07	208.30783	1.02654	164	9.1996		x	1.0569	3.10			9.1996	23.87
Thu	09/27/07	208.30607	1.02654	165	9.2557		x	1.0008	3.10			9.2557	23.87
Fri	09/28/07	208.30430	1.02653	166	9.3117		x	0.9448	3.11			9.3117	23.86
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	10/01/07	208.29900	1.02650	169	9.4797		x	0.7768	3.14			9.4797	23.83
Tue	10/02/07	208.28668	1.02644	170	9.5352		x	0.7213	3.20			9.5352	23.77
Wed	10/03/07	208.27435	1.02638	171	9.5908		x	0.6657	3.26			9.5908	23.71
Thu	10/04/07	208.26203	1.02632	172	9.6463		x	0.6102	3.32			9.6463	23.65
Fri	10/05/07	208.24971	1.02626	173	9.7018		x	0.5547	3.38			9.7018	23.59
Mon	10/08/07	208.21274	1.02608	176	9.8683		x	0.3882	3.56			9.8683	23.41
Tue	10/09/07	208.20042	1.02602	177	9.9238		x	0.3327	3.62			9.9238	23.35
Wed	10/10/07	208.18810	1.02595	178	9.9792		x	0.2773	3.69			9.9792	23.28
Thu	10/11/07	208.17577	1.02589	179	10.0347		x	0.2218	3.75			10.0347	23.22
Fri	10/12/07	208.16345	1.02583	180	10.0901		x	0.1664	3.81			10.0901	23.16
Mon	10/15/07	208.12648	1.02565	0	0.0000			0.0000	3.99		x	10.2565	22.98
Tue	10/16/07	208.11416	1.02559	1	0.0560			-0.0560	4.05		x	10.3125	22.92
Wed	10/17/07	208.10184	1.02553	2	0.1121			-0.1121	4.11		x	10.3686	22.86
Thu	10/18/07	208.08952	1.02547	3	0.1681			-0.1681	4.17		x	10.4246	22.80
Fri	10/19/07	208.07719	1.02541	4	0.2241			-0.2241	4.23		x	10.4806	22.74
Mon	10/22/07	208.04023	1.02523	7	0.3922			-0.3922	4.41		x	10.6487	22.56
Tue	10/23/07	208.02790	1.02516	8	0.4482			-0.4482	4.48		x	10.7047	22.49
Wed	10/24/07	208.01558	1.02510	9	0.5041			-0.5041	4.54		x	10.7606	22.43
Thu	10/25/07	208.00326	1.02504	10	0.5601			-0.5601	4.60		x	10.8166	22.37
Fri	10/26/07	207.99094	1.02498	11	0.6161			-0.6161	4.66		x	10.8726	22.31
Mon	10/29/07	207.95397	1.02480	14	0.7840			-0.7840	4.84		x	11.0405	22.13
Tue	10/30/07	207.94165	1.02474	15	0.8400			-0.8400	4.90		x	11.0965	22.07
Wed	10/31/07	207.92932	1.02468	16	0.8959			-0.8959	4.96		x	11.1524	22.01
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	11/01/07	207.91700	1.02462	17	0.9518			-0.9518	5.02		x	11.2083	21.95
Fri	11/02/07	207.93610	1.02471	18	1.0079			-1.0079	4.93		x	11.2644	22.04
Mon	11/05/07	207.99340	1.02499	21	1.1762			-1.1762	4.65		x	11.4327	22.32
Tue	11/06/07	208.01250	1.02509	22	1.2323			-1.2323	4.55		x	11.4888	22.42
Wed	11/07/07	208.03160	1.02518	23	1.2885			-1.2885	4.46		x	11.5450	22.51
Thu	11/08/07	208.05070	1.02528	24	1.3446			-1.3446	4.36		x	11.6011	22.61
Fri	11/09/07	208.06980	1.02537	25	1.4008			-1.4008	4.27		x	11.6573	22.70
Mon	11/12/07	208.12710	1.02565	28	1.5693			-1.5693	3.99		x	11.8258	22.98
Tue	11/13/07	208.14620	1.02575	29	1.6255			-1.6255	3.89		x	11.8820	23.08
Wed	11/14/07	208.16530	1.02584	30	1.6817			-1.6817	3.80		x	11.9382	23.17
Thu	11/15/07	208.18440	1.02594	31	1.7379			-1.7379	3.70		x	11.9944	23.27
Fri	11/16/07	208.20350	1.02603	32	1.7942			-1.7942	3.61		x	12.0507	23.36
Mon	11/19/07	208.26080	1.02631	35	1.9629			-1.9629	3.33		x	12.2194	23.64
Tue	11/20/07	208.27990	1.02641	36	2.0192			-2.0192	3.23		x	12.2757	23.74
Wed	11/21/07	208.29900	1.02650	37	2.0754			-2.0754	3.14		x	12.3319	23.83
Thu	11/22/07	208.31810	1.02660	38	2.1317			-2.1317	3.04		x	12.3882	23.93
Fri	11/23/07	208.33720	1.02669	39	2.1880			-2.1880	2.95		x	12.4445	24.02
Mon	11/26/07	208.39450	1.02697	42	2.3570			-2.3570	2.67		x	12.6135	24.30
Tue	11/27/07	208.41360	1.02707	43	2.4133			-2.4133	2.57		x	12.6698	24.40
Wed	11/28/07	208.43270	1.02716	44	2.4697			-2.4697	2.48		x	12.7262	24.49
Thu	11/29/07	208.45180	1.02725	45	2.5260			-2.5260	2.39		x	12.7825	24.58
Fri	11/30/07	208.47090	1.02735	46	2.5824			-2.5824	2.29		x	12.8389	24.68
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	12/03/07	208.51877	1.02758	49	2.7514			-2.7514	2.06		x	13.0079	24.91
Tue	12/04/07	208.53316	1.02765	50	2.8078			-2.8078	1.99		x	13.0643	24.98
Wed	12/05/07	208.54755	1.02773	51	2.8642			-2.8642	1.91		x	13.1207	25.06
Thu	12/06/07	208.56194	1.02780	52	2.9205			-2.9205	1.84		x	13.1770	25.13
Fri	12/07/07	208.57632	1.02787	53	2.9769			-2.9769	1.77		x	13.2334	25.20
Mon	12/10/07	208.61948	1.02808	56	3.1460			-3.1460	1.56		x	13.4025	25.41
Tue	12/11/07	208.63387	1.02815	57	3.2024			-3.2024	1.49		x	13.4589	25.48
Wed	12/12/07	208.64826	1.02822	58	3.2588			-3.2588	1.42		x	13.5153	25.55
Thu	12/13/07	208.66265	1.02829	59	3.3153			-3.3153	1.35		x	13.5718	25.62
Fri	12/14/07	208.67703	1.02836	60	3.3717			-3.3717	1.28		x	13.6282	25.69
Mon	12/17/07	208.72019	1.02858	63	3.5410			-3.5410	1.06		x	13.7975	25.91
Tue	12/18/07	208.73458	1.02865	64	3.5975			-3.5975	0.99		x	13.8540	25.98
Wed	12/19/07	208.74897	1.02872	65	3.6539			-3.6539	0.92		x	13.9104	26.05
Thu	12/20/07	208.76335	1.02879	66	3.7104			-3.7104	0.85		x	13.9669	26.12
Fri	12/21/07	208.77774	1.02886	67	3.7669			-3.7669	0.78		x	14.0234	26.19
Mon	12/24/07	208.82090	1.02907	70	3.9363			-3.9363	0.57		x	14.1928	26.40
Tue	12/25/07	208.83529	1.02914	71	3.9928			-3.9928	0.50		x	14.2493	26.47
Wed	12/26/07	208.84968	1.02921	72	4.0494			-4.0494	0.43		x	14.3059	26.54
Thu	12/27/07	208.86406	1.02929	73	4.1059			-4.1059	0.35		x	14.3624	26.62
Fri	12/28/07	208.87845	1.02936	74	4.1624			-4.1624	0.28		x	14.4189	26.69
Mon	12/31/07	208.92161	1.02957	77	4.3321			-4.3321	0.07		x	14.5886	26.90
Tue	01/01/08	208.93600	1.02964

Generated 03/09/11 23:47