3.875% 30-Year Treasury Inflation Protected Security (TIPS) due April 15, 2029

Interest and OID per $1,000 Face Value for 2001

CUSIP Number	912810FH6	Interest 04/15/01 (182 days)	$20.6755
Dated Date	April 15, 1999	Interest 10/15/01 (183 days)	$20.9198
Ref CPI on Dated Date	164.39333	Interest Total	$41.5953
Original Issue Date	April 15, 1999	Interest 04/15/02 (182 days)

						Purchased on Settelment Date & held to 01/01/02				Held on 01/01/01 & 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	01/01/01	174.00000	1.05844	78	8.7888	x	x	32.8065	22.50			8.7888	0.00
Tue	01/02/01	174.00323	1.05846	79	8.9017	x	x	32.6936	22.48			8.9017	0.02
Wed	01/03/01	174.00645	1.05848	80	9.0145	x	x	32.5808	22.46			9.0145	0.04
Thu	01/04/01	174.00968	1.05850	81	9.1274	x	x	32.4679	22.44			9.1274	0.06
Fri	01/05/01	174.01290	1.05852	82	9.2402	x	x	32.3551	22.42			9.2402	0.08
Mon	01/08/01	174.02258	1.05857	85	9.5787	x	x	32.0166	22.37			9.5787	0.13
Tue	01/09/01	174.02581	1.05859	86	9.6916	x	x	31.9037	22.35			9.6916	0.15
Wed	01/10/01	174.02903	1.05861	87	9.8045	x	x	31.7908	22.33			9.8045	0.17
Thu	01/11/01	174.03226	1.05863	88	9.9174	x	x	31.6779	22.31			9.9174	0.19
Fri	01/12/01	174.03548	1.05865	89	10.0303	x	x	31.5650	22.29			10.0303	0.21
Mon	01/15/01	174.04516	1.05871	92	10.3690	x	x	31.2263	22.23			10.3690	0.27
Tue	01/16/01	174.04839	1.05873	93	10.4819	x	x	31.1134	22.21			10.4819	0.29
Wed	01/17/01	174.05161	1.05875	94	10.5948	x	x	31.0005	22.19			10.5948	0.31
Thu	01/18/01	174.05484	1.05877	95	10.7077	x	x	30.8876	22.17			10.7077	0.33
Fri	01/19/01	174.05806	1.05879	96	10.8206	x	x	30.7747	22.15			10.8206	0.35
Mon	01/22/01	174.06774	1.05885	99	11.1594	x	x	30.4359	22.09			11.1594	0.41
Tue	01/23/01	174.07097	1.05887	100	11.2723	x	x	30.3230	22.07			11.2723	0.43
Wed	01/24/01	174.07419	1.05889	101	11.3852	x	x	30.2101	22.05			11.3852	0.45
Thu	01/25/01	174.07742	1.05891	102	11.4982	x	x	30.0971	22.03			11.4982	0.47
Fri	01/26/01	174.08065	1.05893	103	11.6111	x	x	29.9842	22.01			11.6111	0.49
Mon	01/29/01	174.09032	1.05899	106	11.9500	x	x	29.6453	21.95			11.9500	0.55
Tue	01/30/01	174.09355	1.05901	107	12.0630	x	x	29.5323	21.93			12.0630	0.57
Wed	01/31/01	174.09677	1.05903	108	12.1759	x	x	29.4194	21.91			12.1759	0.59
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	02/01/01	174.10000	1.05905	109	12.2889	x	x	29.3064	21.89			12.2889	0.61
Fri	02/02/01	174.09643	1.05902	110	12.4013	x	x	29.1940	21.92			12.4013	0.58
Mon	02/05/01	174.08571	1.05896	113	12.7388	x	x	28.8565	21.98			12.7388	0.52
Tue	02/06/01	174.08214	1.05894	114	12.8513	x	x	28.7440	22.00			12.8513	0.50
Wed	02/07/01	174.07857	1.05892	115	12.9638	x	x	28.6315	22.02			12.9638	0.48
Thu	02/08/01	174.07500	1.05889	116	13.0761	x	x	28.5192	22.05			13.0761	0.45
Fri	02/09/01	174.07143	1.05887	117	13.1886	x	x	28.4067	22.07			13.1886	0.43
Mon	02/12/01	174.06071	1.05881	120	13.5260	x	x	28.0693	22.13			13.5260	0.37
Tue	02/13/01	174.05714	1.05878	121	13.6383	x	x	27.9570	22.16			13.6383	0.34
Wed	02/14/01	174.05357	1.05876	122	13.7508	x	x	27.8445	22.18			13.7508	0.32
Thu	02/15/01	174.05000	1.05874	123	13.8632	x	x	27.7321	22.20			13.8632	0.30
Fri	02/16/01	174.04643	1.05872	124	13.9757	x	x	27.6196	22.22			13.9757	0.28
Mon	02/19/01	174.03571	1.05865	127	14.3129	x	x	27.2824	22.29			14.3129	0.21
Tue	02/20/01	174.03214	1.05863	128	14.4253	x	x	27.1700	22.31			14.4253	0.19
Wed	02/21/01	174.02857	1.05861	129	14.5377	x	x	27.0576	22.33			14.5377	0.17
Thu	02/22/01	174.02500	1.05859	130	14.6501	x	x	26.9452	22.35			14.6501	0.15
Fri	02/23/01	174.02143	1.05857	131	14.7625	x	x	26.8328	22.37			14.7625	0.13
Mon	02/26/01	174.01071	1.05850	134	15.0996	x	x	26.4957	22.44			15.0996	0.06
Tue	02/27/01	174.00714	1.05848	135	15.2120	x	x	26.3833	22.46			15.2120	0.04
Wed	02/28/01	174.00357	1.05846	136	15.3244	x	x	26.2709	22.48			15.3244	0.02
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	03/01/01	174.00000	1.05844	137	15.4368	x	x	26.1585	22.50			15.4368	0.00
Fri	03/02/01	174.03548	1.05865	138	15.5526	x	x	26.0427	22.29			15.5526	0.21
Mon	03/05/01	174.14194	1.05930	141	15.9004	x	x	25.6949	21.64			15.9004	0.86
Tue	03/06/01	174.17742	1.05952	142	16.0165	x	x	25.5788	21.42			16.0165	1.08
Wed	03/07/01	174.21290	1.05973	143	16.1325	x	x	25.4628	21.21			16.1325	1.29
Thu	03/08/01	174.24839	1.05995	144	16.2487	x	x	25.3466	20.99			16.2487	1.51
Fri	03/09/01	174.28387	1.06016	145	16.3648	x	x	25.2305	20.78			16.3648	1.72
Mon	03/12/01	174.39032	1.06081	148	16.7136	x	x	24.8817	20.13			16.7136	2.37
Tue	03/13/01	174.42581	1.06103	149	16.8300	x	x	24.7653	19.91			16.8300	2.59
Wed	03/14/01	174.46129	1.06124	150	16.9463	x	x	24.6490	19.70			16.9463	2.80
Thu	03/15/01	174.49677	1.06146	151	17.0628	x	x	24.5325	19.48			17.0628	3.02
Fri	03/16/01	174.53226	1.06167	152	17.1792	x	x	24.4161	19.27			17.1792	3.23
Mon	03/19/01	174.63871	1.06232	155	17.5290	x	x	24.0663	18.62			17.5290	3.88
Tue	03/20/01	174.67419	1.06254	156	17.6458	x	x	23.9495	18.40			17.6458	4.10
Wed	03/21/01	174.70968	1.06275	157	17.7624	x	x	23.8329	18.19			17.7624	4.31
Thu	03/22/01	174.74516	1.06297	158	17.8792	x	x	23.7161	17.97			17.8792	4.53
Fri	03/23/01	174.78065	1.06319	159	17.9961	x	x	23.5992	17.75			17.9961	4.75
Mon	03/26/01	174.88710	1.06383	162	18.3467	x	x	23.2486	17.11			18.3467	5.39
Tue	03/27/01	174.92258	1.06405	163	18.4638	x	x	23.1315	16.89			18.4638	5.61
Wed	03/28/01	174.95806	1.06426	164	18.5807	x	x	23.0146	16.68			18.5807	5.82
Thu	03/29/01	174.99355	1.06448	165	18.6979	x	x	22.8974	16.46			18.6979	6.04
Fri	03/30/01	175.02903	1.06470	166	18.8151	x	x	22.7802	16.24			18.8151	6.26
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	04/02/01	175.12333	1.06527	169	19.1653	x	x	22.4300	15.67			19.1653	6.83
Tue	04/03/01	175.14667	1.06541	170	19.2813	x	x	22.3140	15.53			19.2813	6.97
Wed	04/04/01	175.17000	1.06555	171	19.3973	x	x	22.1980	15.39			19.3973	7.11
Thu	04/05/01	175.19333	1.06570	172	19.5134	x	x	22.0819	15.24			19.5134	7.26
Fri	04/06/01	175.21667	1.06584	173	19.6295	x	x	21.9658	15.10			19.6295	7.40
Mon	04/09/01	175.28667	1.06626	176	19.9777	x	x	21.6176	14.68			19.9777	7.82
Tue	04/10/01	175.31000	1.06641	177	20.0941	x	x	21.5012	14.53			20.0941	7.97
Wed	04/11/01	175.33333	1.06655	178	20.2102	x	x	21.3851	14.39			20.2102	8.11
Thu	04/12/01	175.35667	1.06669	179	20.3265	x	x	21.2688	14.25			20.3265	8.25
Fri	04/13/01	175.38000	1.06683	180	20.4427	x	x	21.1526	14.11			20.4427	8.39
Sun	04/15/01	175.42667	1.06712	0	0.0000		x	20.9198	13.82	x		20.6755	8.68
Mon	04/16/01	175.45000	1.06726	1	0.1130		x	20.8068	13.68	x		20.7885	8.82
Tue	04/17/01	175.47333	1.06740	2	0.2260		x	20.6938	13.54	x		20.9015	8.96
Wed	04/18/01	175.49667	1.06754	3	0.3391		x	20.5807	13.40	x		21.0146	9.10
Thu	04/19/01	175.52000	1.06768	4	0.4522		x	20.4676	13.26	x		21.1277	9.24
Fri	04/20/01	175.54333	1.06783	5	0.5653		x	20.3545	13.11	x		21.2408	9.39
Mon	04/23/01	175.61333	1.06825	8	0.9048		x	20.0150	12.69	x		21.5803	9.81
Tue	04/24/01	175.63667	1.06839	9	1.0180		x	19.9018	12.55	x		21.6935	9.95
Wed	04/25/01	175.66000	1.06853	10	1.1313		x	19.7885	12.41	x		21.8068	10.09
Thu	04/26/01	175.68333	1.06868	11	1.2446		x	19.6752	12.26	x		21.9201	10.24
Fri	04/27/01	175.70667	1.06882	12	1.3579		x	19.5619	12.12	x		22.0334	10.38
Mon	04/30/01	175.77667	1.06924	15	1.6981		x	19.2217	11.70	x		22.3736	10.80
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	05/01/01	175.80000	1.06939	16	1.8115		x	19.1083	11.55	x		22.4870	10.95
Wed	05/02/01	175.81290	1.06946	17	1.9249		x	18.9949	11.48	x		22.6004	11.02
Thu	05/03/01	175.82581	1.06954	18	2.0383		x	18.8815	11.40	x		22.7138	11.10
Fri	05/04/01	175.83871	1.06962	19	2.1517		x	18.7681	11.32	x		22.8272	11.18
Mon	05/07/01	175.87742	1.06986	22	2.4920		x	18.4278	11.08	x		23.1675	11.42
Tue	05/08/01	175.89032	1.06994	23	2.6054		x	18.3144	11.00	x		23.2809	11.50
Wed	05/09/01	175.90323	1.07001	24	2.7189		x	18.2009	10.93	x		23.3944	11.57
Thu	05/10/01	175.91613	1.07009	25	2.8324		x	18.0874	10.85	x		23.5079	11.65
Fri	05/11/01	175.92903	1.07017	26	2.9459		x	17.9739	10.77	x		23.6214	11.73
Mon	05/14/01	175.96774	1.07041	29	3.2865		x	17.6333	10.53	x		23.9620	11.97
Tue	05/15/01	175.98065	1.07049	30	3.4001		x	17.5197	10.45	x		24.0756	12.05
Wed	05/16/01	175.99355	1.07056	31	3.5137		x	17.4061	10.38	x		24.1892	12.12
Thu	05/17/01	176.00645	1.07064	32	3.6273		x	17.2925	10.30	x		24.3028	12.20
Fri	05/18/01	176.01935	1.07072	33	3.7409		x	17.1789	10.22	x		24.4164	12.28
Mon	05/21/01	176.05806	1.07096	36	4.0819		x	16.8379	9.98	x		24.7574	12.52
Tue	05/22/01	176.07097	1.07103	37	4.1956		x	16.7242	9.91	x		24.8711	12.59
Wed	05/23/01	176.08387	1.07111	38	4.3093		x	16.6105	9.83	x		24.9848	12.67
Thu	05/24/01	176.09677	1.07119	39	4.4230		x	16.4968	9.75	x		25.0985	12.75
Fri	05/25/01	176.10968	1.07127	40	4.5368		x	16.3830	9.67	x		25.2123	12.83
Mon	05/28/01	176.14839	1.07151	43	4.8782		x	16.0416	9.43	x		25.5537	13.07
Tue	05/29/01	176.16129	1.07158	44	4.9919		x	15.9279	9.36	x		25.6674	13.14
Wed	05/30/01	176.17419	1.07166	45	5.1058		x	15.8140	9.28	x		25.7813	13.22
Thu	05/31/01	176.18710	1.07174	46	5.2196		x	15.7002	9.20	x		25.8951	13.30
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	06/01/01	176.20000	1.07182	47	5.3335		x	15.5863	9.12	x		26.0090	13.38
Mon	06/04/01	176.27000	1.07225	50	5.6762		x	15.2436	8.69	x		26.3517	13.81
Tue	06/05/01	176.29333	1.07239	51	5.7905		x	15.1293	8.55	x		26.4660	13.95
Wed	06/06/01	176.31667	1.07253	52	5.9048		x	15.0150	8.41	x		26.5803	14.09
Thu	06/07/01	176.34000	1.07267	53	6.0191		x	14.9007	8.27	x		26.6946	14.23
Fri	06/08/01	176.36333	1.07281	54	6.1335		x	14.7863	8.13	x		26.8090	14.37
Mon	06/11/01	176.43333	1.07324	57	6.4768		x	14.4430	7.70	x		27.1523	14.80
Tue	06/12/01	176.45667	1.07338	58	6.5913		x	14.3285	7.56	x		27.2668	14.94
Wed	06/13/01	176.48000	1.07352	59	6.7058		x	14.2140	7.42	x		27.3813	15.08
Thu	06/14/01	176.50333	1.07366	60	6.8204		x	14.0994	7.28	x		27.4959	15.22
Fri	06/15/01	176.52667	1.07381	61	6.9350		x	13.9848	7.13	x		27.6105	15.37
Mon	06/18/01	176.59667	1.07423	64	7.2789		x	13.6409	6.71	x		27.9544	15.79
Tue	06/19/01	176.62000	1.07437	65	7.3936		x	13.5262	6.57	x		28.0691	15.93
Wed	06/20/01	176.64333	1.07452	66	7.5084		x	13.4114	6.42	x		28.1839	16.08
Thu	06/21/01	176.66667	1.07466	67	7.6232		x	13.2966	6.28	x		28.2987	16.22
Fri	06/22/01	176.69000	1.07480	68	7.7380		x	13.1818	6.14	x		28.4135	16.36
Mon	06/25/01	176.76000	1.07523	71	8.0826		x	12.8372	5.71	x		28.7581	16.79
Tue	06/26/01	176.78333	1.07537	72	8.1975		x	12.7223	5.57	x		28.8730	16.93
Wed	06/27/01	176.80667	1.07551	73	8.3124		x	12.6074	5.43	x		28.9879	17.07
Thu	06/28/01	176.83000	1.07565	74	8.4274		x	12.4924	5.29	x		29.1029	17.21
Fri	06/29/01	176.85333	1.07579	75	8.5424		x	12.3774	5.15	x		29.2179	17.35
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	07/02/01	176.92581	1.07623	78	8.8877		x	12.0321	4.71	x		29.5632	17.79
Tue	07/03/01	176.95161	1.07639	79	9.0030		x	11.9168	4.55	x		29.6785	17.95
Wed	07/04/01	176.97742	1.07655	80	9.1183		x	11.8015	4.39	x		29.7938	18.11
Thu	07/05/01	177.00323	1.07671	81	9.2337		x	11.6861	4.23	x		29.9092	18.27
Fri	07/06/01	177.02903	1.07686	82	9.3490		x	11.5708	4.08	x		30.0245	18.42
Mon	07/09/01	177.10645	1.07733	85	9.6952		x	11.2246	3.61	x		30.3707	18.89
Tue	07/10/01	177.13226	1.07749	86	9.8108		x	11.1090	3.45	x		30.4863	19.05
Wed	07/11/01	177.15806	1.07765	87	9.9263		x	10.9935	3.29	x		30.6018	19.21
Thu	07/12/01	177.18387	1.07780	88	10.0418		x	10.8780	3.14	x		30.7173	19.36
Fri	07/13/01	177.20968	1.07796	89	10.1574		x	10.7624	2.98	x		30.8329	19.52
Mon	07/16/01	177.28710	1.07843	92	10.5044		x	10.4154	2.51	x		31.1799	19.99
Tue	07/17/01	177.31290	1.07859	93	10.6201		x	10.2997	2.35	x		31.2956	20.15
Wed	07/18/01	177.33871	1.07875	94	10.7359		x	10.1839	2.19	x		31.4114	20.31
Thu	07/19/01	177.36452	1.07890	95	10.8516		x	10.0682	2.04	x		31.5271	20.46
Fri	07/20/01	177.39032	1.07906	96	10.9675		x	9.9523	1.88	x		31.6430	20.62
Mon	07/23/01	177.46774	1.07953	99	11.3152		x	9.6046	1.41	x		31.9907	21.09
Tue	07/24/01	177.49355	1.07969	100	11.4311		x	9.4887	1.25	x		32.1066	21.25
Wed	07/25/01	177.51935	1.07985	101	11.5472		x	9.3726	1.09	x		32.2227	21.41
Thu	07/26/01	177.54516	1.08000	102	11.6631		x	9.2567	0.94	x		32.3386	21.56
Fri	07/27/01	177.57097	1.08016	103	11.7792		x	9.1406	0.78	x		32.4547	21.72
Mon	07/30/01	177.64839	1.08063	106	12.1276		x	8.7922	0.31	x		32.8031	22.19
Tue	07/31/01	177.67419	1.08079	107	12.2438		x	8.6760	0.15	x		32.9193	22.35
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	08/01/01	177.70000	1.08094	108	12.3599		x	8.5599	0.00	x		33.0354	22.50
Thu	08/02/01	177.70968	1.08100	109	12.4751		x	8.4447	-0.06	x		33.1506	22.56
Fri	08/03/01	177.71935	1.08106	110	12.5902		x	8.3296	-0.12	x		33.2657	22.62
Mon	08/06/01	177.74839	1.08124	113	12.9357		x	7.9841	-0.30	x		33.6112	22.80
Tue	08/07/01	177.75806	1.08130	114	13.0509		x	7.8689	-0.36	x		33.7264	22.86
Wed	08/08/01	177.76774	1.08136	115	13.1661		x	7.7537	-0.42	x		33.8416	22.92
Thu	08/09/01	177.77742	1.08142	116	13.2814		x	7.6384	-0.48	x		33.9569	22.98
Fri	08/10/01	177.78710	1.08147	117	13.3965		x	7.5233	-0.53	x		34.0720	23.03
Mon	08/13/01	177.81613	1.08165	120	13.7423		x	7.1775	-0.71	x		34.4178	23.21
Tue	08/14/01	177.82581	1.08171	121	13.8576		x	7.0622	-0.77	x		34.5331	23.27
Wed	08/15/01	177.83548	1.08177	122	13.9729		x	6.9469	-0.83	x		34.6484	23.33
Thu	08/16/01	177.84516	1.08183	123	14.0882		x	6.8316	-0.89	x		34.7637	23.39
Fri	08/17/01	177.85484	1.08189	124	14.2035		x	6.7163	-0.95	x		34.8790	23.45
Mon	08/20/01	177.88387	1.08206	127	14.5494		x	6.3704	-1.12	x		35.2249	23.62
Tue	08/21/01	177.89355	1.08212	128	14.6648		x	6.2550	-1.18	x		35.3403	23.68
Wed	08/22/01	177.90323	1.08218	129	14.7802		x	6.1396	-1.24	x		35.4557	23.74
Thu	08/23/01	177.91290	1.08224	130	14.8956		x	6.0242	-1.30	x		35.5711	23.80
Fri	08/24/01	177.92258	1.08230	131	15.0110		x	5.9088	-1.36	x		35.6865	23.86
Mon	08/27/01	177.95161	1.08247	134	15.3572		x	5.5626	-1.53	x		36.0327	24.03
Tue	08/28/01	177.96129	1.08253	135	15.4726		x	5.4472	-1.59	x		36.1481	24.09
Wed	08/29/01	177.97097	1.08259	136	15.5881		x	5.3317	-1.65	x		36.2636	24.15
Thu	08/30/01	177.98065	1.08265	137	15.7036		x	5.2162	-1.71	x		36.3791	24.21
Fri	08/31/01	177.99032	1.08271	138	15.8191		x	5.1007	-1.77	x		36.4946	24.27
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	09/03/01	177.96667	1.08257	141	16.1609		x	4.7589	-1.63	x		36.8364	24.13
Tue	09/04/01	177.95000	1.08246	142	16.2739		x	4.6459	-1.52	x		36.9494	24.02
Wed	09/05/01	177.93333	1.08236	143	16.3870		x	4.5328	-1.42	x		37.0625	23.92
Thu	09/06/01	177.91667	1.08226	144	16.5000		x	4.4198	-1.32	x		37.1755	23.82
Fri	09/07/01	177.90000	1.08216	145	16.6131		x	4.3067	-1.22	x		37.2886	23.72
Mon	09/10/01	177.85000	1.08186	148	16.9521		x	3.9677	-0.92	x		37.6276	23.42
Tue	09/11/01	177.83333	1.08176	149	17.0651		x	3.8547	-0.82	x		37.7406	23.32
Wed	09/12/01	177.81667	1.08165	150	17.1778		x	3.7420	-0.71	x		37.8533	23.21
Thu	09/13/01	177.80000	1.08155	151	17.2908		x	3.6290	-0.61	x		37.9663	23.11
Fri	09/14/01	177.78333	1.08145	152	17.4037		x	3.5161	-0.51	x		38.0792	23.01
Mon	09/17/01	177.73333	1.08115	155	17.7422		x	3.1776	-0.21	x		38.4177	22.71
Tue	09/18/01	177.71667	1.08105	156	17.8550		x	3.0648	-0.11	x		38.5305	22.61
Wed	09/19/01	177.70000	1.08094	157	17.9677		x	2.9521	0.00	x		38.6432	22.50
Thu	09/20/01	177.68333	1.08084	158	18.0804		x	2.8394	0.10	x		38.7559	22.40
Fri	09/21/01	177.66667	1.08074	159	18.1932		x	2.7266	0.20	x		38.8687	22.30
Mon	09/24/01	177.61667	1.08044	162	18.5313		x	2.3885	0.50	x		39.2068	22.00
Tue	09/25/01	177.60000	1.08034	163	18.6440		x	2.2758	0.60	x		39.3195	21.90
Wed	09/26/01	177.58333	1.08023	164	18.7565		x	2.1633	0.71	x		39.4320	21.79
Thu	09/27/01	177.56667	1.08013	165	18.8691		x	2.0507	0.81	x		39.5446	21.69
Fri	09/28/01	177.55000	1.08003	166	18.9817		x	1.9381	0.91	x		39.6572	21.59
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	10/01/01	177.50000	1.07973	169	19.3193		x	1.6005	1.21	x		39.9948	21.29
Tue	10/02/01	177.50000	1.07973	170	19.4337		x	1.4861	1.21	x		40.1092	21.29
Wed	10/03/01	177.50000	1.07973	171	19.5480		x	1.3718	1.21	x		40.2235	21.29
Thu	10/04/01	177.50000	1.07973	172	19.6623		x	1.2575	1.21	x		40.3378	21.29
Fri	10/05/01	177.50000	1.07973	173	19.7766		x	1.1432	1.21	x		40.4521	21.29
Mon	10/08/01	177.50000	1.07973	176	20.1196		x	0.8002	1.21	x		40.7951	21.29
Tue	10/09/01	177.50000	1.07973	177	20.2339		x	0.6859	1.21	x		40.9094	21.29
Wed	10/10/01	177.50000	1.07973	178	20.3482		x	0.5716	1.21	x		41.0237	21.29
Thu	10/11/01	177.50000	1.07973	179	20.4625		x	0.4573	1.21	x		41.1380	21.29
Fri	10/12/01	177.50000	1.07973	180	20.5768		x	0.3430	1.21	x		41.2523	21.29
Mon	10/15/01	177.50000	1.07973	0	0.0000			0.0000	1.21	x	x	41.5953	21.29
Tue	10/16/01	177.50000	1.07973	1	0.1149			-0.1149	1.21	x	x	41.7102	21.29
Wed	10/17/01	177.50000	1.07973	2	0.2299			-0.2299	1.21	x	x	41.8252	21.29
Thu	10/18/01	177.50000	1.07973	3	0.3448			-0.3448	1.21	x	x	41.9401	21.29
Fri	10/19/01	177.50000	1.07973	4	0.4598			-0.4598	1.21	x	x	42.0551	21.29
Mon	10/22/01	177.50000	1.07973	7	0.8046			-0.8046	1.21	x	x	42.3999	21.29
Tue	10/23/01	177.50000	1.07973	8	0.9196			-0.9196	1.21	x	x	42.5149	21.29
Wed	10/24/01	177.50000	1.07973	9	1.0345			-1.0345	1.21	x	x	42.6298	21.29
Thu	10/25/01	177.50000	1.07973	10	1.1494			-1.1494	1.21	x	x	42.7447	21.29
Fri	10/26/01	177.50000	1.07973	11	1.2644			-1.2644	1.21	x	x	42.8597	21.29
Mon	10/29/01	177.50000	1.07973	14	1.6092			-1.6092	1.21	x	x	43.2045	21.29
Tue	10/30/01	177.50000	1.07973	15	1.7242			-1.7242	1.21	x	x	43.3195	21.29
Wed	10/31/01	177.50000	1.07973	16	1.8391			-1.8391	1.21	x	x	43.4344	21.29
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	11/01/01	177.50000	1.07973	17	1.9540			-1.9540	1.21	x	x	43.5493	21.29
Fri	11/02/01	177.52667	1.07989	18	2.0693			-2.0693	1.05	x	x	43.6646	21.45
Mon	11/05/01	177.60667	1.08038	21	2.4153			-2.4153	0.56	x	x	44.0106	21.94
Tue	11/06/01	177.63333	1.08054	22	2.5307			-2.5307	0.40	x	x	44.1260	22.10
Wed	11/07/01	177.66000	1.08070	23	2.6461			-2.6461	0.24	x	x	44.2414	22.26
Thu	11/08/01	177.68667	1.08086	24	2.7615			-2.7615	0.08	x	x	44.3568	22.42
Fri	11/09/01	177.71333	1.08103	25	2.8771			-2.8771	-0.09	x	x	44.4724	22.59
Mon	11/12/01	177.79333	1.08151	28	3.2237			-3.2237	-0.57	x	x	44.8190	23.07
Tue	11/13/01	177.82000	1.08167	29	3.3394			-3.3394	-0.73	x	x	44.9347	23.23
Wed	11/14/01	177.84667	1.08184	30	3.4551			-3.4551	-0.90	x	x	45.0504	23.40
Thu	11/15/01	177.87333	1.08200	31	3.5707			-3.5707	-1.06	x	x	45.1660	23.56
Fri	11/16/01	177.90000	1.08216	32	3.6865			-3.6865	-1.22	x	x	45.2818	23.72
Mon	11/19/01	177.98000	1.08265	35	4.0339			-4.0339	-1.71	x	x	45.6292	24.21
Tue	11/20/01	178.00667	1.08281	36	4.1498			-4.1498	-1.87	x	x	45.7451	24.37
Wed	11/21/01	178.03333	1.08297	37	4.2657			-4.2657	-2.03	x	x	45.8610	24.53
Thu	11/22/01	178.06000	1.08313	38	4.3816			-4.3816	-2.19	x	x	45.9769	24.69
Fri	11/23/01	178.08667	1.08330	39	4.4976			-4.4976	-2.36	x	x	46.0929	24.86
Mon	11/26/01	178.16667	1.08378	42	4.8457			-4.8457	-2.84	x	x	46.4410	25.34
Tue	11/27/01	178.19333	1.08395	43	4.9619			-4.9619	-3.01	x	x	46.5572	25.51
Wed	11/28/01	178.22000	1.08411	44	5.0780			-5.0780	-3.17	x	x	46.6733	25.67
Thu	11/29/01	178.24667	1.08427	45	5.1942			-5.1942	-3.33	x	x	46.7895	25.83
Fri	11/30/01	178.27333	1.08443	46	5.3104			-5.3104	-3.49	x	x	46.9057	25.99
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	12/03/01	178.26129	1.08436	49	5.6564			-5.6564	-3.42	x	x	47.2517	25.92
Tue	12/04/01	178.24194	1.08424	50	5.7712			-5.7712	-3.30	x	x	47.3665	25.80
Wed	12/05/01	178.22258	1.08412	51	5.8860			-5.8860	-3.18	x	x	47.4813	25.68
Thu	12/06/01	178.20323	1.08401	52	6.0008			-6.0008	-3.07	x	x	47.5961	25.57
Fri	12/07/01	178.18387	1.08389	53	6.1155			-6.1155	-2.95	x	x	47.7108	25.45
Mon	12/10/01	178.12581	1.08353	56	6.4595			-6.4595	-2.59	x	x	48.0548	25.09
Tue	12/11/01	178.10645	1.08342	57	6.5742			-6.5742	-2.48	x	x	48.1695	24.98
Wed	12/12/01	178.08710	1.08330	58	6.6888			-6.6888	-2.36	x	x	48.2841	24.86
Thu	12/13/01	178.06774	1.08318	59	6.8034			-6.8034	-2.24	x	x	48.3987	24.74
Fri	12/14/01	178.04839	1.08306	60	6.9179			-6.9179	-2.12	x	x	48.5132	24.62
Mon	12/17/01	177.99032	1.08271	63	7.2614			-7.2614	-1.77	x	x	48.8567	24.27
Tue	12/18/01	177.97097	1.08259	64	7.3759			-7.3759	-1.65	x	x	48.9712	24.15
Wed	12/19/01	177.95161	1.08247	65	7.4903			-7.4903	-1.53	x	x	49.0856	24.03
Thu	12/20/01	177.93226	1.08236	66	7.6048			-7.6048	-1.42	x	x	49.2001	23.92
Fri	12/21/01	177.91290	1.08224	67	7.7191			-7.7191	-1.30	x	x	49.3144	23.80
Mon	12/24/01	177.85484	1.08189	70	8.0622			-8.0622	-0.95	x	x	49.6575	23.45
Tue	12/25/01	177.83548	1.08177	71	8.1764			-8.1764	-0.83	x	x	49.7717	23.33
Wed	12/26/01	177.81613	1.08165	72	8.2907			-8.2907	-0.71	x	x	49.8860	23.21
Thu	12/27/01	177.79677	1.08153	73	8.4049			-8.4049	-0.59	x	x	50.0002	23.09
Fri	12/28/01	177.77742	1.08142	74	8.5192			-8.5192	-0.48	x	x	50.1145	22.98
Mon	12/31/01	177.71935	1.08106	77	8.8616			-8.8616	-0.12	x	x	50.4569	22.62
Tue	01/01/02	177.70000	1.08094

Generated 03/09/11 23:46