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

Interest and OID per $1,000 Face Value for 2005

CUSIP Number	912828AF7	Interest 01/15/05 (184 days)	$15.9299
Dated Date	July 15, 2002	Interest 07/15/05 (181 days)	$16.2271
Ref CPI on Dated Date	179.80000	Interest Total	$32.1570
Original Issue Date	July 15, 2002	Interest 01/15/06 (184 days)

						Purchased on Settelment Date & held to 01/01/06				Held on 01/01/05 & 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
Sat	01/01/05	190.90000	1.06174	170	14.7143	x	x	17.4427	46.16			14.7143	0.00
Mon	01/03/05	190.90645	1.06177	172	14.8879	x	x	17.2691	46.13			14.8879	0.03
Tue	01/04/05	190.90968	1.06179	173	14.9747	x	x	17.1823	46.11			14.9747	0.05
Wed	01/05/05	190.91290	1.06181	174	15.0615	x	x	17.0955	46.09			15.0615	0.07
Thu	01/06/05	190.91613	1.06182	175	15.1482	x	x	17.0088	46.08			15.1482	0.08
Fri	01/07/05	190.91935	1.06184	176	15.2351	x	x	16.9219	46.06			15.2351	0.10
Mon	01/10/05	190.92903	1.06190	179	15.4957	x	x	16.6613	46.00			15.4957	0.16
Tue	01/11/05	190.93226	1.06191	180	15.5824	x	x	16.5746	45.99			15.5824	0.17
Wed	01/12/05	190.93548	1.06193	181	15.6692	x	x	16.4878	45.97			15.6692	0.19
Thu	01/13/05	190.93871	1.06195	182	15.7561	x	x	16.4009	45.95			15.7561	0.21
Fri	01/14/05	190.94194	1.06197	183	15.8430	x	x	16.3140	45.93			15.8430	0.23
Sat	01/15/05	190.94516	1.06199	0	0.0000		x	16.2271	45.91	x		15.9299	0.25
Mon	01/17/05	190.95161	1.06202	2	0.1760		x	16.0511	45.88	x		16.1059	0.28
Tue	01/18/05	190.95484	1.06204	3	0.2640		x	15.9631	45.86	x		16.1939	0.30
Wed	01/19/05	190.95806	1.06206	4	0.3521		x	15.8750	45.84	x		16.2820	0.32
Thu	01/20/05	190.96129	1.06208	5	0.4401		x	15.7870	45.82	x		16.3700	0.34
Fri	01/21/05	190.96452	1.06209	6	0.5281		x	15.6990	45.81	x		16.4580	0.35
Mon	01/24/05	190.97419	1.06215	9	0.7922		x	15.4349	45.75	x		16.7221	0.41
Tue	01/25/05	190.97742	1.06217	10	0.8803		x	15.3468	45.73	x		16.8102	0.43
Wed	01/26/05	190.98065	1.06218	11	0.9683		x	15.2588	45.72	x		16.8982	0.44
Thu	01/27/05	190.98387	1.06220	12	1.0563		x	15.1708	45.70	x		16.9862	0.46
Fri	01/28/05	190.98710	1.06222	13	1.1444		x	15.0827	45.68	x		17.0743	0.48
Mon	01/31/05	190.99677	1.06227	16	1.4085		x	14.8186	45.63	x		17.3384	0.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	02/01/05	191.00000	1.06229	17	1.4966		x	14.7305	45.61	x		17.4265	0.55
Wed	02/02/05	190.97500	1.06215	18	1.5844		x	14.6427	45.75	x		17.5143	0.41
Thu	02/03/05	190.95000	1.06201	19	1.6722		x	14.5549	45.89	x		17.6021	0.27
Fri	02/04/05	190.92500	1.06187	20	1.7600		x	14.4671	46.03	x		17.6899	0.13
Mon	02/07/05	190.85000	1.06146	23	2.0232		x	14.2039	46.44	x		17.9531	-0.28
Tue	02/08/05	190.82500	1.06132	24	2.1109		x	14.1162	46.58	x		18.0408	-0.42
Wed	02/09/05	190.80000	1.06118	25	2.1986		x	14.0285	46.72	x		18.1285	-0.56
Thu	02/10/05	190.77500	1.06104	26	2.2862		x	13.9409	46.86	x		18.2161	-0.70
Fri	02/11/05	190.75000	1.06090	27	2.3738		x	13.8533	47.00	x		18.3037	-0.84
Mon	02/14/05	190.67500	1.06048	30	2.6366		x	13.5905	47.42	x		18.5665	-1.26
Tue	02/15/05	190.65000	1.06034	31	2.7241		x	13.5030	47.56	x		18.6540	-1.40
Wed	02/16/05	190.62500	1.06021	32	2.8116		x	13.4155	47.69	x		18.7415	-1.53
Thu	02/17/05	190.60000	1.06007	33	2.8991		x	13.3280	47.83	x		18.8290	-1.67
Fri	02/18/05	190.57500	1.05993	34	2.9865		x	13.2406	47.97	x		18.9164	-1.81
Mon	02/21/05	190.50000	1.05951	37	3.2488		x	12.9783	48.39	x		19.1787	-2.23
Tue	02/22/05	190.47500	1.05937	38	3.3361		x	12.8910	48.53	x		19.2660	-2.37
Wed	02/23/05	190.45000	1.05923	39	3.4235		x	12.8036	48.67	x		19.3534	-2.51
Thu	02/24/05	190.42500	1.05909	40	3.5108		x	12.7163	48.81	x		19.4407	-2.65
Fri	02/25/05	190.40000	1.05895	41	3.5981		x	12.6290	48.95	x		19.5280	-2.79
Mon	02/28/05	190.32500	1.05854	44	3.8599		x	12.3672	49.36	x		19.7898	-3.20
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	03/01/05	190.30000	1.05840	45	3.9471		x	12.2800	49.50	x		19.8770	-3.34
Wed	03/02/05	190.31290	1.05847	46	4.0351		x	12.1920	49.43	x		19.9650	-3.27
Thu	03/03/05	190.32581	1.05854	47	4.1230		x	12.1041	49.36	x		20.0529	-3.20
Fri	03/04/05	190.33871	1.05861	48	4.2110		x	12.0161	49.29	x		20.1409	-3.13
Mon	03/07/05	190.37742	1.05883	51	4.4752		x	11.7519	49.07	x		20.4051	-2.91
Tue	03/08/05	190.39032	1.05890	52	4.5632		x	11.6639	49.00	x		20.4931	-2.84
Wed	03/09/05	190.40323	1.05897	53	4.6513		x	11.5758	48.93	x		20.5812	-2.77
Thu	03/10/05	190.41613	1.05904	54	4.7394		x	11.4877	48.86	x		20.6693	-2.70
Fri	03/11/05	190.42903	1.05912	55	4.8275		x	11.3996	48.78	x		20.7574	-2.62
Mon	03/14/05	190.46774	1.05933	58	5.0918		x	11.1353	48.57	x		21.0217	-2.41
Tue	03/15/05	190.48065	1.05940	59	5.1799		x	11.0472	48.50	x		21.1098	-2.34
Wed	03/16/05	190.49355	1.05947	60	5.2681		x	10.9590	48.43	x		21.1980	-2.27
Thu	03/17/05	190.50645	1.05955	61	5.3563		x	10.8708	48.35	x		21.2862	-2.19
Fri	03/18/05	190.51935	1.05962	62	5.4445		x	10.7826	48.28	x		21.3744	-2.12
Mon	03/21/05	190.55806	1.05983	65	5.7090		x	10.5181	48.07	x		21.6389	-1.91
Tue	03/22/05	190.57097	1.05991	66	5.7973		x	10.4298	47.99	x		21.7272	-1.83
Wed	03/23/05	190.58387	1.05998	67	5.8855		x	10.3416	47.92	x		21.8154	-1.76
Thu	03/24/05	190.59677	1.06005	68	5.9738		x	10.2533	47.85	x		21.9037	-1.69
Fri	03/25/05	190.60968	1.06012	69	6.0620		x	10.1651	47.78	x		21.9919	-1.62
Mon	03/28/05	190.64839	1.06034	72	6.3269		x	9.9002	47.56	x		22.2568	-1.40
Tue	03/29/05	190.66129	1.06041	73	6.4152		x	9.8119	47.49	x		22.3451	-1.33
Wed	03/30/05	190.67419	1.06048	74	6.5035		x	9.7236	47.42	x		22.4334	-1.26
Thu	03/31/05	190.68710	1.06055	75	6.5918		x	9.6353	47.35	x		22.5217	-1.19
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	04/01/05	190.70000	1.06062	76	6.6801		x	9.5470	47.28	x		22.6100	-1.12
Mon	04/04/05	190.81000	1.06123	79	6.9478		x	9.2793	46.67	x		22.8777	-0.51
Tue	04/05/05	190.84667	1.06144	80	7.0372		x	9.1899	46.46	x		22.9671	-0.30
Wed	04/06/05	190.88333	1.06164	81	7.1265		x	9.1006	46.26	x		23.0564	-0.10
Thu	04/07/05	190.92000	1.06185	82	7.2159		x	9.0112	46.05	x		23.1458	0.11
Fri	04/08/05	190.95667	1.06205	83	7.3053		x	8.9218	45.85	x		23.2352	0.31
Mon	04/11/05	191.06667	1.06266	86	7.5737		x	8.6534	45.24	x		23.5036	0.92
Tue	04/12/05	191.10333	1.06287	87	7.6632		x	8.5639	45.03	x		23.5931	1.13
Wed	04/13/05	191.14000	1.06307	88	7.7528		x	8.4743	44.83	x		23.6827	1.33
Thu	04/14/05	191.17667	1.06327	89	7.8424		x	8.3847	44.63	x		23.7723	1.53
Fri	04/15/05	191.21333	1.06348	90	7.9320		x	8.2951	44.42	x		23.8619	1.74
Mon	04/18/05	191.32333	1.06409	93	8.2011		x	8.0260	43.81	x		24.1310	2.35
Tue	04/19/05	191.36000	1.06429	94	8.2909		x	7.9362	43.61	x		24.2208	2.55
Wed	04/20/05	191.39667	1.06450	95	8.3807		x	7.8464	43.40	x		24.3106	2.76
Thu	04/21/05	191.43333	1.06470	96	8.4705		x	7.7566	43.20	x		24.4004	2.96
Fri	04/22/05	191.47000	1.06491	97	8.5605		x	7.6666	42.99	x		24.4904	3.17
Mon	04/25/05	191.58000	1.06552	100	8.8303		x	7.3968	42.38	x		24.7602	3.78
Tue	04/26/05	191.61667	1.06572	101	8.9203		x	7.3068	42.18	x		24.8502	3.98
Wed	04/27/05	191.65333	1.06593	102	9.0103		x	7.2168	41.97	x		24.9402	4.19
Thu	04/28/05	191.69000	1.06613	103	9.1004		x	7.1267	41.77	x		25.0303	4.39
Fri	04/29/05	191.72667	1.06633	104	9.1905		x	7.0366	41.57	x		25.1204	4.59
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	05/02/05	191.84839	1.06701	107	9.4616		x	6.7655	40.89	x		25.3915	5.27
Tue	05/03/05	191.89677	1.06728	108	9.5525		x	6.6746	40.62	x		25.4824	5.54
Wed	05/04/05	191.94516	1.06755	109	9.6433		x	6.5838	40.35	x		25.5732	5.81
Thu	05/05/05	191.99355	1.06782	110	9.7343		x	6.4928	40.08	x		25.6642	6.08
Fri	05/06/05	192.04194	1.06809	111	9.8252		x	6.4019	39.81	x		25.7551	6.35
Mon	05/09/05	192.18710	1.06889	114	10.0984		x	6.1287	39.01	x		26.0283	7.15
Tue	05/10/05	192.23548	1.06916	115	10.1895		x	6.0376	38.74	x		26.1194	7.42
Wed	05/11/05	192.28387	1.06943	116	10.2807		x	5.9464	38.47	x		26.2106	7.69
Thu	05/12/05	192.33226	1.06970	117	10.3720		x	5.8551	38.20	x		26.3019	7.96
Fri	05/13/05	192.38065	1.06997	118	10.4632		x	5.7639	37.93	x		26.3931	8.23
Mon	05/16/05	192.52581	1.07078	121	10.7374		x	5.4897	37.12	x		26.6673	9.04
Tue	05/17/05	192.57419	1.07105	122	10.8288		x	5.3983	36.85	x		26.7587	9.31
Wed	05/18/05	192.62258	1.07132	123	10.9204		x	5.3067	36.58	x		26.8503	9.58
Thu	05/19/05	192.67097	1.07158	124	11.0118		x	5.2153	36.32	x		26.9417	9.84
Fri	05/20/05	192.71935	1.07185	125	11.1034		x	5.1237	36.05	x		27.0333	10.11
Mon	05/23/05	192.86452	1.07266	128	11.3785		x	4.8486	35.24	x		27.3084	10.92
Tue	05/24/05	192.91290	1.07293	129	11.4703		x	4.7568	34.97	x		27.4002	11.19
Wed	05/25/05	192.96129	1.07320	130	11.5621		x	4.6650	34.70	x		27.4920	11.46
Thu	05/26/05	193.00968	1.07347	131	11.6540		x	4.5731	34.43	x		27.5839	11.73
Fri	05/27/05	193.05806	1.07374	132	11.7459		x	4.4812	34.16	x		27.6758	12.00
Mon	05/30/05	193.20323	1.07455	135	12.0219		x	4.2052	33.35	x		27.9518	12.81
Tue	05/31/05	193.25161	1.07481	136	12.1139		x	4.1132	33.09	x		28.0438	13.07
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	06/01/05	193.30000	1.07508	137	12.2060		x	4.0211	32.82	x		28.1359	13.34
Thu	06/02/05	193.34333	1.07532	138	12.2979		x	3.9292	32.58	x		28.2278	13.58
Fri	06/03/05	193.38667	1.07557	139	12.3899		x	3.8372	32.33	x		28.3198	13.83
Mon	06/06/05	193.51667	1.07629	142	12.6657		x	3.5614	31.61	x		28.5956	14.55
Tue	06/07/05	193.56000	1.07653	143	12.7578		x	3.4693	31.37	x		28.6877	14.79
Wed	06/08/05	193.60333	1.07677	144	12.8499		x	3.3772	31.13	x		28.7798	15.03
Thu	06/09/05	193.64667	1.07701	145	12.9420		x	3.2851	30.89	x		28.8719	15.27
Fri	06/10/05	193.69000	1.07725	146	13.0341		x	3.1930	30.65	x		28.9640	15.51
Mon	06/13/05	193.82000	1.07798	149	13.3110		x	2.9161	29.92	x		29.2409	16.24
Tue	06/14/05	193.86333	1.07822	150	13.4033		x	2.8238	29.68	x		29.3332	16.48
Wed	06/15/05	193.90667	1.07846	151	13.4956		x	2.7315	29.44	x		29.4255	16.72
Thu	06/16/05	193.95000	1.07870	152	13.5880		x	2.6391	29.20	x		29.5179	16.96
Fri	06/17/05	193.99333	1.07894	153	13.6805		x	2.5466	28.96	x		29.6104	17.20
Mon	06/20/05	194.12333	1.07966	156	13.9580		x	2.2691	28.24	x		29.8879	17.92
Tue	06/21/05	194.16667	1.07990	157	14.0506		x	2.1765	28.00	x		29.9805	18.16
Wed	06/22/05	194.21000	1.08014	158	14.1433		x	2.0838	27.76	x		30.0732	18.40
Thu	06/23/05	194.25333	1.08039	159	14.2361		x	1.9910	27.51	x		30.1660	18.65
Fri	06/24/05	194.29667	1.08063	160	14.3288		x	1.8983	27.27	x		30.2587	18.89
Mon	06/27/05	194.42667	1.08135	163	14.6072		x	1.6199	26.55	x		30.5371	19.61
Tue	06/28/05	194.47000	1.08159	164	14.7001		x	1.5270	26.31	x		30.6300	19.85
Wed	06/29/05	194.51333	1.08183	165	14.7930		x	1.4341	26.07	x		30.7229	20.09
Thu	06/30/05	194.55667	1.08207	166	14.8859		x	1.3412	25.83	x		30.8158	20.33
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	07/01/05	194.60000	1.08231	167	14.9789		x	1.2482	25.59	x		30.9088	20.57
Mon	07/04/05	194.58065	1.08221	170	15.2466		x	0.9805	25.69	x		31.1765	20.47
Tue	07/05/05	194.57419	1.08217	171	15.3357		x	0.8914	25.73	x		31.2656	20.43
Wed	07/06/05	194.56774	1.08213	172	15.4248		x	0.8023	25.77	x		31.3547	20.39
Thu	07/07/05	194.56129	1.08210	173	15.5141		x	0.7130	25.80	x		31.4440	20.36
Fri	07/08/05	194.55484	1.08206	174	15.6032		x	0.6239	25.84	x		31.5331	20.32
Mon	07/11/05	194.53548	1.08195	177	15.8706		x	0.3565	25.95	x		31.8005	20.21
Tue	07/12/05	194.52903	1.08192	178	15.9598		x	0.2673	25.98	x		31.8897	20.18
Wed	07/13/05	194.52258	1.08188	179	16.0489		x	0.1782	26.02	x		31.9788	20.14
Thu	07/14/05	194.51613	1.08185	180	16.1381		x	0.0890	26.05	x		32.0680	20.11
Fri	07/15/05	194.50968	1.08181	0	0.0000			0.0000	26.09	x	x	32.1570	20.07
Mon	07/18/05	194.49032	1.08170	3	0.2645			-0.2645	26.20	x	x	32.4215	19.96
Tue	07/19/05	194.48387	1.08167	4	0.3527			-0.3527	26.23	x	x	32.5097	19.93
Wed	07/20/05	194.47742	1.08163	5	0.4409			-0.4409	26.27	x	x	32.5979	19.89
Thu	07/21/05	194.47097	1.08160	6	0.5290			-0.5290	26.30	x	x	32.6860	19.86
Fri	07/22/05	194.46452	1.08156	7	0.6172			-0.6172	26.34	x	x	32.7742	19.82
Mon	07/25/05	194.44516	1.08145	10	0.8816			-0.8816	26.45	x	x	33.0386	19.71
Tue	07/26/05	194.43871	1.08142	11	0.9698			-0.9698	26.48	x	x	33.1268	19.68
Wed	07/27/05	194.43226	1.08138	12	1.0579			-1.0579	26.52	x	x	33.2149	19.64
Thu	07/28/05	194.42581	1.08134	13	1.1460			-1.1460	26.56	x	x	33.3030	19.60
Fri	07/29/05	194.41935	1.08131	14	1.2341			-1.2341	26.59	x	x	33.3911	19.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/01/05	194.40000	1.08120	17	1.4984			-1.4984	26.70	x	x	33.6554	19.46
Tue	08/02/05	194.40323	1.08122	18	1.5866			-1.5866	26.68	x	x	33.7436	19.48
Wed	08/03/05	194.40645	1.08124	19	1.6747			-1.6747	26.66	x	x	33.8317	19.50
Thu	08/04/05	194.40968	1.08126	20	1.7629			-1.7629	26.64	x	x	33.9199	19.52
Fri	08/05/05	194.41290	1.08127	21	1.8511			-1.8511	26.63	x	x	34.0081	19.53
Mon	08/08/05	194.42258	1.08133	24	2.1156			-2.1156	26.57	x	x	34.2726	19.59
Tue	08/09/05	194.42581	1.08134	25	2.2038			-2.2038	26.56	x	x	34.3608	19.60
Wed	08/10/05	194.42903	1.08136	26	2.2920			-2.2920	26.54	x	x	34.4490	19.62
Thu	08/11/05	194.43226	1.08138	27	2.3802			-2.3802	26.52	x	x	34.5372	19.64
Fri	08/12/05	194.43548	1.08140	28	2.4684			-2.4684	26.50	x	x	34.6254	19.66
Mon	08/15/05	194.44516	1.08145	31	2.7330			-2.7330	26.45	x	x	34.8900	19.71
Tue	08/16/05	194.44839	1.08147	32	2.8212			-2.8212	26.43	x	x	34.9782	19.73
Wed	08/17/05	194.45161	1.08149	33	2.9094			-2.9094	26.41	x	x	35.0664	19.75
Thu	08/18/05	194.45484	1.08151	34	2.9977			-2.9977	26.39	x	x	35.1547	19.77
Fri	08/19/05	194.45806	1.08152	35	3.0859			-3.0859	26.38	x	x	35.2429	19.78
Mon	08/22/05	194.46774	1.08158	38	3.3505			-3.3505	26.32	x	x	35.5075	19.84
Tue	08/23/05	194.47097	1.08160	39	3.4388			-3.4388	26.30	x	x	35.5958	19.86
Wed	08/24/05	194.47419	1.08161	40	3.5270			-3.5270	26.29	x	x	35.6840	19.87
Thu	08/25/05	194.47742	1.08163	41	3.6152			-3.6152	26.27	x	x	35.7722	19.89
Fri	08/26/05	194.48065	1.08165	42	3.7035			-3.7035	26.25	x	x	35.8605	19.91
Mon	08/29/05	194.49032	1.08170	45	3.9682			-3.9682	26.20	x	x	36.1252	19.96
Tue	08/30/05	194.49355	1.08172	46	4.0565			-4.0565	26.18	x	x	36.2135	19.98
Wed	08/31/05	194.49677	1.08174	47	4.1447			-4.1447	26.16	x	x	36.3017	20.00
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	09/01/05	194.50000	1.08176	48	4.2330			-4.2330	26.14	x	x	36.3900	20.02
Fri	09/02/05	194.53000	1.08192	49	4.3218			-4.3218	25.98	x	x	36.4788	20.18
Mon	09/05/05	194.62000	1.08242	52	4.5885			-4.5885	25.48	x	x	36.7455	20.68
Tue	09/06/05	194.65000	1.08259	53	4.6775			-4.6775	25.31	x	x	36.8345	20.85
Wed	09/07/05	194.68000	1.08276	54	4.7665			-4.7665	25.14	x	x	36.9235	21.02
Thu	09/08/05	194.71000	1.08293	55	4.8555			-4.8555	24.97	x	x	37.0125	21.19
Fri	09/09/05	194.74000	1.08309	56	4.9445			-4.9445	24.81	x	x	37.1015	21.35
Mon	09/12/05	194.83000	1.08359	59	5.2118			-5.2118	24.31	x	x	37.3688	21.85
Tue	09/13/05	194.86000	1.08376	60	5.3010			-5.3010	24.14	x	x	37.4580	22.02
Wed	09/14/05	194.89000	1.08393	61	5.3902			-5.3902	23.97	x	x	37.5472	22.19
Thu	09/15/05	194.92000	1.08409	62	5.4794			-5.4794	23.81	x	x	37.6364	22.35
Fri	09/16/05	194.95000	1.08426	63	5.5686			-5.5686	23.64	x	x	37.7256	22.52
Mon	09/19/05	195.04000	1.08476	66	5.8365			-5.8365	23.14	x	x	37.9935	23.02
Tue	09/20/05	195.07000	1.08493	67	5.9258			-5.9258	22.97	x	x	38.0828	23.19
Wed	09/21/05	195.10000	1.08509	68	6.0152			-6.0152	22.81	x	x	38.1722	23.35
Thu	09/22/05	195.13000	1.08526	69	6.1046			-6.1046	22.64	x	x	38.2616	23.52
Fri	09/23/05	195.16000	1.08543	70	6.1940			-6.1940	22.47	x	x	38.3510	23.69
Mon	09/26/05	195.25000	1.08593	73	6.4625			-6.4625	21.97	x	x	38.6195	24.19
Tue	09/27/05	195.28000	1.08610	74	6.5520			-6.5520	21.80	x	x	38.7090	24.36
Wed	09/28/05	195.31000	1.08626	75	6.6415			-6.6415	21.64	x	x	38.7985	24.52
Thu	09/29/05	195.34000	1.08643	76	6.7311			-6.7311	21.47	x	x	38.8881	24.69
Fri	09/30/05	195.37000	1.08660	77	6.8208			-6.8208	21.30	x	x	38.9778	24.86
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	10/03/05	195.46452	1.08712	80	7.0899			-7.0899	20.78	x	x	39.2469	25.38
Tue	10/04/05	195.49677	1.08730	81	7.1797			-7.1797	20.60	x	x	39.3367	25.56
Wed	10/05/05	195.52903	1.08748	82	7.2696			-7.2696	20.42	x	x	39.4266	25.74
Thu	10/06/05	195.56129	1.08766	83	7.3594			-7.3594	20.24	x	x	39.5164	25.92
Fri	10/07/05	195.59355	1.08784	84	7.4493			-7.4493	20.06	x	x	39.6063	26.10
Mon	10/10/05	195.69032	1.08838	87	7.7192			-7.7192	19.52	x	x	39.8762	26.64
Tue	10/11/05	195.72258	1.08856	88	7.8092			-7.8092	19.34	x	x	39.9662	26.82
Wed	10/12/05	195.75484	1.08874	89	7.8993			-7.8993	19.16	x	x	40.0563	27.00
Thu	10/13/05	195.78710	1.08892	90	7.9894			-7.9894	18.98	x	x	40.1464	27.18
Fri	10/14/05	195.81935	1.08910	91	8.0795			-8.0795	18.80	x	x	40.2365	27.36
Mon	10/17/05	195.91613	1.08963	94	8.3499			-8.3499	18.27	x	x	40.5069	27.89
Tue	10/18/05	195.94839	1.08981	95	8.4401			-8.4401	18.09	x	x	40.5971	28.07
Wed	10/19/05	195.98065	1.08999	96	8.5304			-8.5304	17.91	x	x	40.6874	28.25
Thu	10/20/05	196.01290	1.09017	97	8.6206			-8.6206	17.73	x	x	40.7776	28.43
Fri	10/21/05	196.04516	1.09035	98	8.7109			-8.7109	17.55	x	x	40.8679	28.61
Mon	10/24/05	196.14194	1.09089	101	8.9821			-8.9821	17.01	x	x	41.1391	29.15
Tue	10/25/05	196.17419	1.09107	102	9.0725			-9.0725	16.83	x	x	41.2295	29.33
Wed	10/26/05	196.20645	1.09125	103	9.1629			-9.1629	16.65	x	x	41.3199	29.51
Thu	10/27/05	196.23871	1.09143	104	9.2534			-9.2534	16.47	x	x	41.4104	29.69
Fri	10/28/05	196.27097	1.09161	105	9.3439			-9.3439	16.29	x	x	41.5009	29.87
Mon	10/31/05	196.36774	1.09215	108	9.6157			-9.6157	15.75	x	x	41.7727	30.41
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/05	196.40000	1.09232	109	9.7062			-9.7062	15.58	x	x	41.8632	30.58
Wed	11/02/05	196.48000	1.09277	110	9.7993			-9.7993	15.13	x	x	41.9563	31.03
Thu	11/03/05	196.56000	1.09321	111	9.8924			-9.8924	14.69	x	x	42.0494	31.47
Fri	11/04/05	196.64000	1.09366	112	9.9856			-9.9856	14.24	x	x	42.1426	31.92
Mon	11/07/05	196.88000	1.09499	115	10.2655			-10.2655	12.91	x	x	42.4225	33.25
Tue	11/08/05	196.96000	1.09544	116	10.3591			-10.3591	12.46	x	x	42.5161	33.70
Wed	11/09/05	197.04000	1.09588	117	10.4526			-10.4526	12.02	x	x	42.6096	34.14
Thu	11/10/05	197.12000	1.09633	118	10.5462			-10.5462	11.57	x	x	42.7032	34.59
Fri	11/11/05	197.20000	1.09677	119	10.6399			-10.6399	11.13	x	x	42.7969	35.03
Mon	11/14/05	197.44000	1.09811	122	10.9214			-10.9214	9.79	x	x	43.0784	36.37
Tue	11/15/05	197.52000	1.09855	123	11.0154			-11.0154	9.35	x	x	43.1724	36.81
Wed	11/16/05	197.60000	1.09900	124	11.1095			-11.1095	8.90	x	x	43.2665	37.26
Thu	11/17/05	197.68000	1.09944	125	11.2035			-11.2035	8.46	x	x	43.3605	37.70
Fri	11/18/05	197.76000	1.09989	126	11.2978			-11.2978	8.01	x	x	43.4548	38.15
Mon	11/21/05	198.00000	1.10122	129	11.5808			-11.5808	6.68	x	x	43.7378	39.48
Tue	11/22/05	198.08000	1.10167	130	11.6753			-11.6753	6.23	x	x	43.8323	39.93
Wed	11/23/05	198.16000	1.10211	131	11.7698			-11.7698	5.79	x	x	43.9268	40.37
Thu	11/24/05	198.24000	1.10256	132	11.8645			-11.8645	5.34	x	x	44.0215	40.82
Fri	11/25/05	198.32000	1.10300	133	11.9592			-11.9592	4.90	x	x	44.1162	41.26
Mon	11/28/05	198.56000	1.10434	136	12.2438			-12.2438	3.56	x	x	44.4008	42.60
Tue	11/29/05	198.64000	1.10478	137	12.3387			-12.3387	3.12	x	x	44.4957	43.04
Wed	11/30/05	198.72000	1.10523	138	12.4338			-12.4338	2.67	x	x	44.5908	43.49
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	12/01/05	198.80000	1.10567	139	12.5289			-12.5289	2.23	x	x	44.6859	43.93
Fri	12/02/05	198.81290	1.10574	140	12.6199			-12.6199	2.16	x	x	44.7769	44.00
Mon	12/05/05	198.85161	1.10596	143	12.8928			-12.8928	1.94	x	x	45.0498	44.22
Tue	12/06/05	198.86452	1.10603	144	12.9838			-12.9838	1.87	x	x	45.1408	44.29
Wed	12/07/05	198.87742	1.10610	145	13.0748			-13.0748	1.80	x	x	45.2318	44.36
Thu	12/08/05	198.89032	1.10618	146	13.1659			-13.1659	1.72	x	x	45.3229	44.44
Fri	12/09/05	198.90323	1.10625	147	13.2570			-13.2570	1.65	x	x	45.4140	44.51
Mon	12/12/05	198.94194	1.10646	150	13.5301			-13.5301	1.44	x	x	45.6871	44.72
Tue	12/13/05	198.95484	1.10653	151	13.6211			-13.6211	1.37	x	x	45.7781	44.79
Wed	12/14/05	198.96774	1.10661	152	13.7123			-13.7123	1.29	x	x	45.8693	44.87
Thu	12/15/05	198.98065	1.10668	153	13.8034			-13.8034	1.22	x	x	45.9604	44.94
Fri	12/16/05	198.99355	1.10675	154	13.8945			-13.8945	1.15	x	x	46.0515	45.01
Mon	12/19/05	199.03226	1.10696	157	14.1679			-14.1679	0.94	x	x	46.3249	45.22
Tue	12/20/05	199.04516	1.10704	158	14.2592			-14.2592	0.86	x	x	46.4162	45.30
Wed	12/21/05	199.05806	1.10711	159	14.3503			-14.3503	0.79	x	x	46.5073	45.37
Thu	12/22/05	199.07097	1.10718	160	14.4415			-14.4415	0.72	x	x	46.5985	45.44
Fri	12/23/05	199.08387	1.10725	161	14.5327			-14.5327	0.65	x	x	46.6897	45.51
Mon	12/26/05	199.12258	1.10747	164	14.8064			-14.8064	0.43	x	x	46.9634	45.73
Tue	12/27/05	199.13548	1.10754	165	14.8976			-14.8976	0.36	x	x	47.0546	45.80
Wed	12/28/05	199.14839	1.10761	166	14.9889			-14.9889	0.29	x	x	47.1459	45.87
Thu	12/29/05	199.16129	1.10768	167	15.0801			-15.0801	0.22	x	x	47.2371	45.94
Fri	12/30/05	199.17419	1.10775	168	15.1714			-15.1714	0.15	x	x	47.3284	46.01
Sun	01/01/06	199.20000	1.10790

Generated 03/09/11 23:47