3% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2012

Interest and OID per $1,000 Face Value for 2004

CUSIP Number	912828AF7	Interest 01/15/04 (184 days)	$15.4151
Dated Date	July 15, 2002	Interest 07/15/04 (182 days)	$15.7256
Ref CPI on Dated Date	179.80000	Interest Total	$31.1407
Original Issue Date	July 15, 2002	Interest 01/15/05 (184 days)

						Purchased on Settelment Date & held to 01/01/05				Held on 01/01/04 & 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
Thu	01/01/04	185.00000	1.02892	170	14.2595	x	x	16.8812	32.82			14.2595	0.00
Fri	01/02/04	184.98387	1.02883	171	14.3421	x	x	16.7986	32.91			14.3421	-0.09
Mon	01/05/04	184.93548	1.02856	174	14.5899	x	x	16.5508	33.18			14.5899	-0.36
Tue	01/06/04	184.91935	1.02847	175	14.6725	x	x	16.4682	33.27			14.6725	-0.45
Wed	01/07/04	184.90323	1.02838	176	14.7550	x	x	16.3857	33.36			14.7550	-0.54
Thu	01/08/04	184.88710	1.02829	177	14.8376	x	x	16.3031	33.45			14.8376	-0.63
Fri	01/09/04	184.87097	1.02820	178	14.9201	x	x	16.2206	33.54			14.9201	-0.72
Mon	01/12/04	184.82258	1.02793	181	15.1676	x	x	15.9731	33.81			15.1676	-0.99
Tue	01/13/04	184.80645	1.02784	182	15.2500	x	x	15.8907	33.90			15.2500	-1.08
Wed	01/14/04	184.79032	1.02775	183	15.3325	x	x	15.8082	33.99			15.3325	-1.17
Thu	01/15/04	184.77419	1.02767	0	0.0000		x	15.7256	34.07	x		15.4151	-1.25
Fri	01/16/04	184.75806	1.02758	1	0.0847		x	15.6409	34.16	x		15.4998	-1.34
Mon	01/19/04	184.70968	1.02731	4	0.3387		x	15.3869	34.43	x		15.7538	-1.61
Tue	01/20/04	184.69355	1.02722	5	0.4233		x	15.3023	34.52	x		15.8384	-1.70
Wed	01/21/04	184.67742	1.02713	6	0.5079		x	15.2177	34.61	x		15.9230	-1.79
Thu	01/22/04	184.66129	1.02704	7	0.5925		x	15.1331	34.70	x		16.0076	-1.88
Fri	01/23/04	184.64516	1.02695	8	0.6771		x	15.0485	34.79	x		16.0922	-1.97
Mon	01/26/04	184.59677	1.02668	11	0.9308		x	14.7948	35.06	x		16.3459	-2.24
Tue	01/27/04	184.58065	1.02659	12	1.0153		x	14.7103	35.15	x		16.4304	-2.33
Wed	01/28/04	184.56452	1.02650	13	1.0998		x	14.6258	35.24	x		16.5149	-2.42
Thu	01/29/04	184.54839	1.02641	14	1.1843		x	14.5413	35.33	x		16.5994	-2.51
Fri	01/30/04	184.53226	1.02632	15	1.2688		x	14.4568	35.42	x		16.6839	-2.60
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	02/02/04	184.49310	1.02610	18	1.5222		x	14.2034	35.64	x		16.9373	-2.82
Tue	02/03/04	184.48621	1.02606	19	1.6067		x	14.1189	35.68	x		17.0218	-2.86
Wed	02/04/04	184.47931	1.02603	20	1.6913		x	14.0343	35.71	x		17.1064	-2.89
Thu	02/05/04	184.47241	1.02599	21	1.7758		x	13.9498	35.75	x		17.1909	-2.93
Fri	02/06/04	184.46552	1.02595	22	1.8602		x	13.8654	35.79	x		17.2753	-2.97
Mon	02/09/04	184.44483	1.02583	25	2.1137		x	13.6119	35.91	x		17.5288	-3.09
Tue	02/10/04	184.43793	1.02579	26	2.1981		x	13.5275	35.95	x		17.6132	-3.13
Wed	02/11/04	184.43103	1.02576	27	2.2826		x	13.4430	35.98	x		17.6977	-3.16
Thu	02/12/04	184.42414	1.02572	28	2.3670		x	13.3586	36.02	x		17.7821	-3.20
Fri	02/13/04	184.41724	1.02568	29	2.4515		x	13.2741	36.06	x		17.8666	-3.24
Mon	02/16/04	184.39655	1.02556	32	2.7048		x	13.0208	36.18	x		18.1199	-3.36
Tue	02/17/04	184.38966	1.02553	33	2.7892		x	12.9364	36.21	x		18.2043	-3.39
Wed	02/18/04	184.38276	1.02549	34	2.8736		x	12.8520	36.25	x		18.2887	-3.43
Thu	02/19/04	184.37586	1.02545	35	2.9580		x	12.7676	36.29	x		18.3731	-3.47
Fri	02/20/04	184.36897	1.02541	36	3.0424		x	12.6832	36.33	x		18.4575	-3.51
Mon	02/23/04	184.34828	1.02530	39	3.2956		x	12.4300	36.44	x		18.7107	-3.62
Tue	02/24/04	184.34138	1.02526	40	3.3800		x	12.3456	36.48	x		18.7951	-3.66
Wed	02/25/04	184.33448	1.02522	41	3.4643		x	12.2613	36.52	x		18.8794	-3.70
Thu	02/26/04	184.32759	1.02518	42	3.5487		x	12.1769	36.56	x		18.9638	-3.74
Fri	02/27/04	184.32069	1.02514	43	3.6331		x	12.0925	36.60	x		19.0482	-3.78
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	03/01/04	184.30000	1.02503	46	3.8861		x	11.8395	36.71	x		19.3012	-3.89
Tue	03/02/04	184.32903	1.02519	47	3.9712		x	11.7544	36.55	x		19.3863	-3.73
Wed	03/03/04	184.35806	1.02535	48	4.0563		x	11.6693	36.39	x		19.4714	-3.57
Thu	03/04/04	184.38710	1.02551	49	4.1415		x	11.5841	36.23	x		19.5566	-3.41
Fri	03/05/04	184.41613	1.02567	50	4.2267		x	11.4989	36.07	x		19.6418	-3.25
Mon	03/08/04	184.50323	1.02616	53	4.4824		x	11.2432	35.58	x		19.8975	-2.76
Tue	03/09/04	184.53226	1.02632	54	4.5677		x	11.1579	35.42	x		19.9828	-2.60
Wed	03/10/04	184.56129	1.02648	55	4.6530		x	11.0726	35.26	x		20.0681	-2.44
Thu	03/11/04	184.59032	1.02664	56	4.7383		x	10.9873	35.10	x		20.1534	-2.28
Fri	03/12/04	184.61935	1.02680	57	4.8237		x	10.9019	34.94	x		20.2388	-2.12
Mon	03/15/04	184.70645	1.02729	60	5.0800		x	10.6456	34.45	x		20.4951	-1.63
Tue	03/16/04	184.73548	1.02745	61	5.1655		x	10.5601	34.29	x		20.5806	-1.47
Wed	03/17/04	184.76452	1.02761	62	5.2510		x	10.4746	34.13	x		20.6661	-1.31
Thu	03/18/04	184.79355	1.02777	63	5.3365		x	10.3891	33.97	x		20.7516	-1.15
Fri	03/19/04	184.82258	1.02793	64	5.4220		x	10.3036	33.81	x		20.8371	-0.99
Mon	03/22/04	184.90968	1.02842	67	5.6789		x	10.0467	33.32	x		21.0940	-0.50
Tue	03/23/04	184.93871	1.02858	68	5.7646		x	9.9610	33.16	x		21.1797	-0.34
Wed	03/24/04	184.96774	1.02874	69	5.8503		x	9.8753	33.00	x		21.2654	-0.18
Thu	03/25/04	184.99677	1.02890	70	5.9360		x	9.7896	32.84	x		21.3511	-0.02
Fri	03/26/04	185.02581	1.02906	71	6.0217		x	9.7039	32.68	x		21.4368	0.14
Mon	03/29/04	185.11290	1.02955	74	6.2791		x	9.4465	32.19	x		21.6942	0.63
Tue	03/30/04	185.14194	1.02971	75	6.3650		x	9.3606	32.03	x		21.7801	0.79
Wed	03/31/04	185.17097	1.02987	76	6.4508		x	9.2748	31.87	x		21.8659	0.95
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	04/01/04	185.20000	1.03003	77	6.5367		x	9.1889	31.71	x		21.9518	1.11
Fri	04/02/04	185.23333	1.03022	78	6.6228		x	9.1028	31.52	x		22.0379	1.30
Mon	04/05/04	185.33333	1.03077	81	6.8812		x	8.8444	30.97	x		22.2963	1.85
Tue	04/06/04	185.36667	1.03096	82	6.9675		x	8.7581	30.78	x		22.3826	2.04
Wed	04/07/04	185.40000	1.03115	83	7.0537		x	8.6719	30.59	x		22.4688	2.23
Thu	04/08/04	185.43333	1.03133	84	7.1400		x	8.5856	30.41	x		22.5551	2.41
Fri	04/09/04	185.46667	1.03152	85	7.2263		x	8.4993	30.22	x		22.6414	2.60
Mon	04/12/04	185.56667	1.03207	88	7.4853		x	8.2403	29.67	x		22.9004	3.15
Tue	04/13/04	185.60000	1.03226	89	7.5718		x	8.1538	29.48	x		22.9869	3.34
Wed	04/14/04	185.63333	1.03244	90	7.6582		x	8.0674	29.30	x		23.0733	3.52
Thu	04/15/04	185.66667	1.03263	91	7.7447		x	7.9809	29.11	x		23.1598	3.71
Fri	04/16/04	185.70000	1.03281	92	7.8312		x	7.8944	28.93	x		23.2463	3.89
Mon	04/19/04	185.80000	1.03337	95	8.0909		x	7.6347	28.37	x		23.5060	4.45
Tue	04/20/04	185.83333	1.03356	96	8.1776		x	7.5480	28.18	x		23.5927	4.64
Wed	04/21/04	185.86667	1.03374	97	8.2642		x	7.4614	28.00	x		23.6793	4.82
Thu	04/22/04	185.90000	1.03393	98	8.3510		x	7.3746	27.81	x		23.7661	5.01
Fri	04/23/04	185.93333	1.03411	99	8.4377		x	7.2879	27.63	x		23.8528	5.19
Mon	04/26/04	186.03333	1.03467	102	8.6981		x	7.0275	27.07	x		24.1132	5.75
Tue	04/27/04	186.06667	1.03485	103	8.7849		x	6.9407	26.89	x		24.2000	5.93
Wed	04/28/04	186.10000	1.03504	104	8.8718		x	6.8538	26.70	x		24.2869	6.12
Thu	04/29/04	186.13333	1.03522	105	8.9586		x	6.7670	26.52	x		24.3737	6.30
Fri	04/30/04	186.16667	1.03541	106	9.0456		x	6.6800	26.33	x		24.4607	6.49
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	05/03/04	186.27742	1.03603	109	9.3072		x	6.4184	25.71	x		24.7223	7.11
Tue	05/04/04	186.31613	1.03624	110	9.3945		x	6.3311	25.50	x		24.8096	7.32
Wed	05/05/04	186.35484	1.03646	111	9.4819		x	6.2437	25.28	x		24.8970	7.54
Thu	05/06/04	186.39355	1.03667	112	9.5693		x	6.1563	25.07	x		24.9844	7.75
Fri	05/07/04	186.43226	1.03689	113	9.6568		x	6.0688	24.85	x		25.0719	7.97
Mon	05/10/04	186.54839	1.03753	116	9.9192		x	5.8064	24.21	x		25.3343	8.61
Tue	05/11/04	186.58710	1.03775	117	10.0069		x	5.7187	23.99	x		25.4220	8.83
Wed	05/12/04	186.62581	1.03796	118	10.0944		x	5.6312	23.78	x		25.5095	9.04
Thu	05/13/04	186.66452	1.03818	119	10.1822		x	5.5434	23.56	x		25.5973	9.26
Fri	05/14/04	186.70323	1.03839	120	10.2698		x	5.4558	23.35	x		25.6849	9.47
Mon	05/17/04	186.81935	1.03904	123	10.5331		x	5.1925	22.70	x		25.9482	10.12
Tue	05/18/04	186.85806	1.03926	124	10.6210		x	5.1046	22.48	x		26.0361	10.34
Wed	05/19/04	186.89677	1.03947	125	10.7088		x	5.0168	22.27	x		26.1239	10.55
Thu	05/20/04	186.93548	1.03969	126	10.7968		x	4.9288	22.05	x		26.2119	10.77
Fri	05/21/04	186.97419	1.03990	127	10.8847		x	4.8409	21.84	x		26.2998	10.98
Mon	05/24/04	187.09032	1.04055	130	11.1488		x	4.5768	21.19	x		26.5639	11.63
Tue	05/25/04	187.12903	1.04076	131	11.2368		x	4.4888	20.98	x		26.6519	11.84
Wed	05/26/04	187.16774	1.04098	132	11.3249		x	4.4007	20.76	x		26.7400	12.06
Thu	05/27/04	187.20645	1.04119	133	11.4130		x	4.3126	20.55	x		26.8281	12.27
Fri	05/28/04	187.24516	1.04141	134	11.5013		x	4.2243	20.33	x		26.9164	12.49
Mon	05/31/04	187.36129	1.04205	137	11.7660		x	3.9596	19.69	x		27.1811	13.13
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	06/01/04	187.40000	1.04227	138	11.8544		x	3.8712	19.47	x		27.2695	13.35
Wed	06/02/04	187.42000	1.04238	139	11.9416		x	3.7840	19.36	x		27.3567	13.46
Thu	06/03/04	187.44000	1.04249	140	12.0287		x	3.6969	19.25	x		27.4438	13.57
Fri	06/04/04	187.46000	1.04260	141	12.1159		x	3.6097	19.14	x		27.5310	13.68
Mon	06/07/04	187.52000	1.04294	144	12.3777		x	3.3479	18.80	x		27.7928	14.02
Tue	06/08/04	187.54000	1.04305	145	12.4650		x	3.2606	18.69	x		27.8801	14.13
Wed	06/09/04	187.56000	1.04316	146	12.5523		x	3.1733	18.58	x		27.9674	14.24
Thu	06/10/04	187.58000	1.04327	147	12.6396		x	3.0860	18.47	x		28.0547	14.35
Fri	06/11/04	187.60000	1.04338	148	12.7269		x	2.9987	18.36	x		28.1420	14.46
Mon	06/14/04	187.66000	1.04372	151	12.9892		x	2.7364	18.02	x		28.4043	14.80
Tue	06/15/04	187.68000	1.04383	152	13.0766		x	2.6490	17.91	x		28.4917	14.91
Wed	06/16/04	187.70000	1.04394	153	13.1640		x	2.5616	17.80	x		28.5791	15.02
Thu	06/17/04	187.72000	1.04405	154	13.2514		x	2.4742	17.69	x		28.6665	15.13
Fri	06/18/04	187.74000	1.04416	155	13.3389		x	2.3867	17.58	x		28.7540	15.24
Mon	06/21/04	187.80000	1.04449	158	13.6013		x	2.1243	17.25	x		29.0164	15.57
Tue	06/22/04	187.82000	1.04461	159	13.6890		x	2.0366	17.13	x		29.1041	15.69
Wed	06/23/04	187.84000	1.04472	160	13.7765		x	1.9491	17.02	x		29.1916	15.80
Thu	06/24/04	187.86000	1.04483	161	13.8641		x	1.8615	16.91	x		29.2792	15.91
Fri	06/25/04	187.88000	1.04494	162	13.9517		x	1.7739	16.80	x		29.3668	16.02
Mon	06/28/04	187.94000	1.04527	165	14.2145		x	1.5111	16.47	x		29.6296	16.35
Tue	06/29/04	187.96000	1.04538	166	14.3022		x	1.4234	16.36	x		29.7173	16.46
Wed	06/30/04	187.98000	1.04549	167	14.3898		x	1.3358	16.25	x		29.8049	16.57
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	07/01/04	188.00000	1.04561	168	14.4777		x	1.2479	16.13	x		29.8928	16.69
Fri	07/02/04	188.03548	1.04580	169	14.5665		x	1.1591	15.94	x		29.9816	16.88
Mon	07/05/04	188.14194	1.04640	172	14.8336		x	0.8920	15.34	x		30.2487	17.48
Tue	07/06/04	188.17742	1.04659	173	14.9225		x	0.8031	15.15	x		30.3376	17.67
Wed	07/07/04	188.21290	1.04679	174	15.0117		x	0.7139	14.95	x		30.4268	17.87
Thu	07/08/04	188.24839	1.04699	175	15.1008		x	0.6248	14.75	x		30.5159	18.07
Fri	07/09/04	188.28387	1.04719	176	15.1900		x	0.5356	14.55	x		30.6051	18.27
Mon	07/12/04	188.39032	1.04778	179	15.4576		x	0.2680	13.96	x		30.8727	18.86
Tue	07/13/04	188.42581	1.04797	180	15.5468		x	0.1788	13.77	x		30.9619	19.05
Wed	07/14/04	188.46129	1.04817	181	15.6362		x	0.0894	13.57	x		31.0513	19.25
Thu	07/15/04	188.49677	1.04837	0	0.0000			0.0000	13.37	x	x	31.1407	19.45
Fri	07/16/04	188.53226	1.04857	1	0.0855			-0.0855	13.17	x	x	31.2262	19.65
Mon	07/19/04	188.63871	1.04916	4	0.3421			-0.3421	12.58	x	x	31.4828	20.24
Tue	07/20/04	188.67419	1.04936	5	0.4277			-0.4277	12.38	x	x	31.5684	20.44
Wed	07/21/04	188.70968	1.04955	6	0.5134			-0.5134	12.19	x	x	31.6541	20.63
Thu	07/22/04	188.74516	1.04975	7	0.5990			-0.5990	11.99	x	x	31.7397	20.83
Fri	07/23/04	188.78065	1.04995	8	0.6848			-0.6848	11.79	x	x	31.8255	21.03
Mon	07/26/04	188.88710	1.05054	11	0.9421			-0.9421	11.20	x	x	32.0828	21.62
Tue	07/27/04	188.92258	1.05074	12	1.0279			-1.0279	11.00	x	x	32.1686	21.82
Wed	07/28/04	188.95806	1.05093	13	1.1138			-1.1138	10.81	x	x	32.2545	22.01
Thu	07/29/04	188.99355	1.05113	14	1.1997			-1.1997	10.61	x	x	32.3404	22.21
Fri	07/30/04	189.02903	1.05133	15	1.2856			-1.2856	10.41	x	x	32.4263	22.41
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	08/02/04	189.11935	1.05183	18	1.5434			-1.5434	9.91	x	x	32.6841	22.91
Tue	08/03/04	189.13871	1.05194	19	1.6294			-1.6294	9.80	x	x	32.7701	23.02
Wed	08/04/04	189.15806	1.05205	20	1.7153			-1.7153	9.69	x	x	32.8560	23.13
Thu	08/05/04	189.17742	1.05215	21	1.8012			-1.8012	9.59	x	x	32.9419	23.23
Fri	08/06/04	189.19677	1.05226	22	1.8872			-1.8872	9.48	x	x	33.0279	23.34
Mon	08/09/04	189.25484	1.05259	25	2.1452			-2.1452	9.15	x	x	33.2859	23.67
Tue	08/10/04	189.27419	1.05269	26	2.2312			-2.2312	9.05	x	x	33.3719	23.77
Wed	08/11/04	189.29355	1.05280	27	2.3173			-2.3173	8.94	x	x	33.4580	23.88
Thu	08/12/04	189.31290	1.05291	28	2.4034			-2.4034	8.83	x	x	33.5441	23.99
Fri	08/13/04	189.33226	1.05302	29	2.4895			-2.4895	8.72	x	x	33.6302	24.10
Mon	08/16/04	189.39032	1.05334	32	2.7478			-2.7478	8.40	x	x	33.8885	24.42
Tue	08/17/04	189.40968	1.05345	33	2.8340			-2.8340	8.29	x	x	33.9747	24.53
Wed	08/18/04	189.42903	1.05355	34	2.9202			-2.9202	8.19	x	x	34.0609	24.63
Thu	08/19/04	189.44839	1.05366	35	3.0064			-3.0064	8.08	x	x	34.1471	24.74
Fri	08/20/04	189.46774	1.05377	36	3.0926			-3.0926	7.97	x	x	34.2333	24.85
Mon	08/23/04	189.52581	1.05409	39	3.3513			-3.3513	7.65	x	x	34.4920	25.17
Tue	08/24/04	189.54516	1.05420	40	3.4376			-3.4376	7.54	x	x	34.5783	25.28
Wed	08/25/04	189.56452	1.05431	41	3.5239			-3.5239	7.43	x	x	34.6646	25.39
Thu	08/26/04	189.58387	1.05442	42	3.6102			-3.6102	7.32	x	x	34.7509	25.50
Fri	08/27/04	189.60323	1.05452	43	3.6966			-3.6966	7.22	x	x	34.8373	25.60
Mon	08/30/04	189.66129	1.05485	46	3.9557			-3.9557	6.89	x	x	35.0964	25.93
Tue	08/31/04	189.68065	1.05495	47	4.0421			-4.0421	6.79	x	x	35.1828	26.03
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	09/01/04	189.70000	1.05506	48	4.1285			-4.1285	6.68	x	x	35.2692	26.14
Thu	09/02/04	189.69000	1.05501	49	4.2143			-4.2143	6.73	x	x	35.3550	26.09
Fri	09/03/04	189.68000	1.05495	50	4.3001			-4.3001	6.79	x	x	35.4408	26.03
Mon	09/06/04	189.65000	1.05478	53	4.5573			-4.5573	6.96	x	x	35.6980	25.86
Tue	09/07/04	189.64000	1.05473	54	4.6431			-4.6431	7.01	x	x	35.7838	25.81
Wed	09/08/04	189.63000	1.05467	55	4.7288			-4.7288	7.07	x	x	35.8695	25.75
Thu	09/09/04	189.62000	1.05462	56	4.8146			-4.8146	7.12	x	x	35.9553	25.70
Fri	09/10/04	189.61000	1.05456	57	4.9003			-4.9003	7.18	x	x	36.0410	25.64
Mon	09/13/04	189.58000	1.05439	60	5.1573			-5.1573	7.35	x	x	36.2980	25.47
Tue	09/14/04	189.57000	1.05434	61	5.2430			-5.2430	7.40	x	x	36.3837	25.42
Wed	09/15/04	189.56000	1.05428	62	5.3287			-5.3287	7.46	x	x	36.4694	25.36
Thu	09/16/04	189.55000	1.05423	63	5.4144			-5.4144	7.51	x	x	36.5551	25.31
Fri	09/17/04	189.54000	1.05417	64	5.5000			-5.5000	7.57	x	x	36.6407	25.25
Mon	09/20/04	189.51000	1.05400	67	5.7569			-5.7569	7.74	x	x	36.8976	25.08
Tue	09/21/04	189.50000	1.05395	68	5.8425			-5.8425	7.79	x	x	36.9832	25.03
Wed	09/22/04	189.49000	1.05389	69	5.9281			-5.9281	7.85	x	x	37.0688	24.97
Thu	09/23/04	189.48000	1.05384	70	6.0138			-6.0138	7.90	x	x	37.1545	24.92
Fri	09/24/04	189.47000	1.05378	71	6.0993			-6.0993	7.96	x	x	37.2400	24.86
Mon	09/27/04	189.44000	1.05362	74	6.3561			-6.3561	8.12	x	x	37.4968	24.70
Tue	09/28/04	189.43000	1.05356	75	6.4416			-6.4416	8.18	x	x	37.5823	24.64
Wed	09/29/04	189.42000	1.05350	76	6.5271			-6.5271	8.24	x	x	37.6678	24.58
Thu	09/30/04	189.41000	1.05345	77	6.6127			-6.6127	8.29	x	x	37.7534	24.53
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	10/01/04	189.40000	1.05339	78	6.6982			-6.6982	8.35	x	x	37.8389	24.47
Mon	10/04/04	189.40968	1.05345	81	6.9562			-6.9562	8.29	x	x	38.0969	24.53
Tue	10/05/04	189.41290	1.05346	82	7.0422			-7.0422	8.28	x	x	38.1829	24.54
Wed	10/06/04	189.41613	1.05348	83	7.1282			-7.1282	8.26	x	x	38.2689	24.56
Thu	10/07/04	189.41935	1.05350	84	7.2142			-7.2142	8.24	x	x	38.3549	24.58
Fri	10/08/04	189.42258	1.05352	85	7.3002			-7.3002	8.22	x	x	38.4409	24.60
Mon	10/11/04	189.43226	1.05357	88	7.5582			-7.5582	8.17	x	x	38.6989	24.65
Tue	10/12/04	189.43548	1.05359	89	7.6443			-7.6443	8.15	x	x	38.7850	24.67
Wed	10/13/04	189.43871	1.05361	90	7.7303			-7.7303	8.13	x	x	38.8710	24.69
Thu	10/14/04	189.44194	1.05363	91	7.8163			-7.8163	8.11	x	x	38.9570	24.71
Fri	10/15/04	189.44516	1.05364	92	7.9023			-7.9023	8.10	x	x	39.0430	24.72
Mon	10/18/04	189.45484	1.05370	95	8.1604			-8.1604	8.04	x	x	39.3011	24.78
Tue	10/19/04	189.45806	1.05372	96	8.2465			-8.2465	8.02	x	x	39.3872	24.80
Wed	10/20/04	189.46129	1.05373	97	8.3325			-8.3325	8.01	x	x	39.4732	24.81
Thu	10/21/04	189.46452	1.05375	98	8.4185			-8.4185	7.99	x	x	39.5592	24.83
Fri	10/22/04	189.46774	1.05377	99	8.5046			-8.5046	7.97	x	x	39.6453	24.85
Mon	10/25/04	189.47742	1.05382	102	8.7627			-8.7627	7.92	x	x	39.9034	24.90
Tue	10/26/04	189.48065	1.05384	103	8.8488			-8.8488	7.90	x	x	39.9895	24.92
Wed	10/27/04	189.48387	1.05386	104	8.9349			-8.9349	7.88	x	x	40.0756	24.94
Thu	10/28/04	189.48710	1.05388	105	9.0210			-9.0210	7.86	x	x	40.1617	24.96
Fri	10/29/04	189.49032	1.05389	106	9.1070			-9.1070	7.85	x	x	40.2477	24.97
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	11/01/04	189.50000	1.05395	109	9.3653			-9.3653	7.79	x	x	40.5060	25.03
Tue	11/02/04	189.51333	1.05402	110	9.4518			-9.4518	7.72	x	x	40.5925	25.10
Wed	11/03/04	189.52667	1.05410	111	9.5385			-9.5385	7.64	x	x	40.6792	25.18
Thu	11/04/04	189.54000	1.05417	112	9.6250			-9.6250	7.57	x	x	40.7657	25.25
Fri	11/05/04	189.55333	1.05425	113	9.7117			-9.7117	7.49	x	x	40.8524	25.33
Mon	11/08/04	189.59333	1.05447	116	9.9716			-9.9716	7.27	x	x	41.1123	25.55
Tue	11/09/04	189.60667	1.05454	117	10.0582			-10.0582	7.20	x	x	41.1989	25.62
Wed	11/10/04	189.62000	1.05462	118	10.1450			-10.1450	7.12	x	x	41.2857	25.70
Thu	11/11/04	189.63333	1.05469	119	10.2316			-10.2316	7.05	x	x	41.3723	25.77
Fri	11/12/04	189.64667	1.05476	120	10.3183			-10.3183	6.98	x	x	41.4590	25.84
Mon	11/15/04	189.68667	1.05499	123	10.5786			-10.5786	6.75	x	x	41.7193	26.07
Tue	11/16/04	189.70000	1.05506	124	10.6653			-10.6653	6.68	x	x	41.8060	26.14
Wed	11/17/04	189.71333	1.05514	125	10.7521			-10.7521	6.60	x	x	41.8928	26.22
Thu	11/18/04	189.72667	1.05521	126	10.8388			-10.8388	6.53	x	x	41.9795	26.29
Fri	11/19/04	189.74000	1.05528	127	10.9256			-10.9256	6.46	x	x	42.0663	26.36
Mon	11/22/04	189.78000	1.05551	130	11.1861			-11.1861	6.23	x	x	42.3268	26.59
Tue	11/23/04	189.79333	1.05558	131	11.2729			-11.2729	6.16	x	x	42.4136	26.66
Wed	11/24/04	189.80667	1.05565	132	11.3597			-11.3597	6.09	x	x	42.5004	26.73
Thu	11/25/04	189.82000	1.05573	133	11.4466			-11.4466	6.01	x	x	42.5873	26.81
Fri	11/26/04	189.83333	1.05580	134	11.5335			-11.5335	5.94	x	x	42.6742	26.88
Mon	11/29/04	189.87333	1.05603	137	11.7942			-11.7942	5.71	x	x	42.9349	27.11
Tue	11/30/04	189.88667	1.05610	138	11.8811			-11.8811	5.64	x	x	43.0218	27.18
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	12/01/04	189.90000	1.05617	139	11.9680			-11.9680	5.57	x	x	43.1087	27.25
Thu	12/02/04	189.93226	1.05635	140	12.0562			-12.0562	5.39	x	x	43.1969	27.43
Fri	12/03/04	189.96452	1.05653	141	12.1444			-12.1444	5.21	x	x	43.2851	27.61
Mon	12/06/04	190.06129	1.05707	144	12.4091			-12.4091	4.67	x	x	43.5498	28.15
Tue	12/07/04	190.09355	1.05725	145	12.4974			-12.4974	4.49	x	x	43.6381	28.33
Wed	12/08/04	190.12581	1.05743	146	12.5857			-12.5857	4.31	x	x	43.7264	28.51
Thu	12/09/04	190.15806	1.05761	147	12.6741			-12.6741	4.13	x	x	43.8148	28.69
Fri	12/10/04	190.19032	1.05779	148	12.7625			-12.7625	3.95	x	x	43.9032	28.87
Mon	12/13/04	190.28710	1.05833	151	13.0278			-13.0278	3.41	x	x	44.1685	29.41
Tue	12/14/04	190.31935	1.05851	152	13.1163			-13.1163	3.23	x	x	44.2570	29.59
Wed	12/15/04	190.35161	1.05869	153	13.2049			-13.2049	3.05	x	x	44.3456	29.77
Thu	12/16/04	190.38387	1.05886	154	13.2933			-13.2933	2.88	x	x	44.4340	29.94
Fri	12/17/04	190.41613	1.05904	155	13.3819			-13.3819	2.70	x	x	44.5226	30.12
Mon	12/20/04	190.51290	1.05958	158	13.6479			-13.6479	2.16	x	x	44.7886	30.66
Tue	12/21/04	190.54516	1.05976	159	13.7366			-13.7366	1.98	x	x	44.8773	30.84
Wed	12/22/04	190.57742	1.05994	160	13.8253			-13.8253	1.80	x	x	44.9660	31.02
Thu	12/23/04	190.60968	1.06012	161	13.9141			-13.9141	1.62	x	x	45.0548	31.20
Fri	12/24/04	190.64194	1.06030	162	14.0029			-14.0029	1.44	x	x	45.1436	31.38
Mon	12/27/04	190.73871	1.06084	165	14.2695			-14.2695	0.90	x	x	45.4102	31.92
Tue	12/28/04	190.77097	1.06102	166	14.3584			-14.3584	0.72	x	x	45.4991	32.10
Wed	12/29/04	190.80323	1.06120	167	14.4473			-14.4473	0.54	x	x	45.5880	32.28
Thu	12/30/04	190.83548	1.06138	168	14.5363			-14.5363	0.36	x	x	45.6770	32.46
Fri	12/31/04	190.86774	1.06156	169	14.6253			-14.6253	0.18	x	x	45.7660	32.64
Sat	01/01/05	190.90000	1.06174

Generated 03/09/11 23:47