Problem with bndspread function: two different outcomes

Hi everybody. I have the following code for calculating the Z Spread for a bond (Johnson & Johnson due on 2037). I use the BNDSPREAD function and I get two different SPREADS. Am I doing something wrong? Method 1: I use the term structure provided in bloomberg. Method 2: I construct the bond term structure. SPREAD01: -208pbs. Spread02: 54.45

%% 01. Bond Characteristics JNJ 2037

EndMonthRule = 0; Face = 100; YTM = 0.05741748; Coupon = 0.0595; Settle = datenum('10/09/2007','dd/mm/yyyy'); Compounding = 2; Maturity = datenum('15/08/2037','dd/mm/yyyy'); IssueDate = datenum('15/08/2007','dd/mm/yyyy'); FirstCouponDate = datenum('15/02/2008','dd/mm/yyyy'); LastCouponDate = datenum('15/08/2037','dd/mm/yyyy'); StartDate = IssueDate; Freq = 2; Basis = 1; PxClean = 103.881;

%% 02. Spot Curve US SWAP at 10-SEP-2007

ZeroRates = [ 0.0581, 0.0570, 0.0535, 0.0489, 0.0463, 0.0460, 0.0462 ,... 0.0468 , 0.0475 , 0.0481 , 0.0487 , 0.0493 , 0.0498 , 0.0514 ,... 0.0522 ,0.0524 ]';

ZeroTermStructure = [ 0.08 ,0.25 ,0.50 ,1.00 ,2.00 ,3.00 ,4.00 ,5.00... ,6.00 ,7.00 ,8.00 ,9.00 ,10.00 ,15.00 ,20.00 , 25.00 ]';

ZeroDates = ZeroTermStructure.*365+Settle;

%% 03. ZSpread calculation under market spot rates % letting Matlab do the bootstrapping

SpotInfo01 = [ZeroDates, ZeroRates];

Spread01 = bndspread(SpotInfo01, PxClean, Coupon,... Settle, Maturity, Freq, Basis, EndMonthRule, IssueDate,... FirstCouponDate, LastCouponDate, IssueDate, Face);

%% 04. The ZSpread calculation using Bond Term Structure

% First: Getting Cash Flow term structure

CFDatesBond = cfdates(Settle, Maturity, Freq, Basis, EndMonthRule,... IssueDate, FirstCouponDate, LastCouponDate, StartDate)';

ZeroRatesBond = spline(ZeroDates,ZeroRates,CFDatesBond);

% Second: Calculating the Z Spread again

SpotInfo02 = [CFDatesBond, ZeroRatesBond];

Spread02 = bndspread(SpotInfo02, PxClean, Coupon,... Settle, Maturity, Freq, Basis, EndMonthRule, IssueDate,... FirstCouponDate, LastCouponDate, IssueDate, Face);