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

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

CUSIP Number	912810FH6	Interest 04/15/04 (183 days)	$21.8823
Dated Date	April 15, 1999	Interest 10/15/04 (183 days)	$22.3276
Ref CPI on Dated Date	164.39333	Interest Total	$44.2099
Original Issue Date	April 15, 1999	Interest 04/15/05 (182 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	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Thu	01/01/04	185.00000	1.12535	78	9.2934	x	x	34.9165	35.89			9.2934	0.00
Fri	01/02/04	184.98387	1.12525	79	9.4117	x	x	34.7982	35.99			9.4117	-0.10
Mon	01/05/04	184.93548	1.12496	82	9.7666	x	x	34.4433	36.28			9.7666	-0.39
Tue	01/06/04	184.91935	1.12486	83	9.8848	x	x	34.3251	36.38			9.8848	-0.49
Wed	01/07/04	184.90323	1.12476	84	10.0030	x	x	34.2069	36.48			10.0030	-0.59
Thu	01/08/04	184.88710	1.12466	85	10.1212	x	x	34.0887	36.58			10.1212	-0.69
Fri	01/09/04	184.87097	1.12456	86	10.2393	x	x	33.9706	36.68			10.2393	-0.79
Mon	01/12/04	184.82258	1.12427	89	10.5938	x	x	33.6161	36.97			10.5938	-1.08
Tue	01/13/04	184.80645	1.12417	90	10.7119	x	x	33.4980	37.07			10.7119	-1.18
Wed	01/14/04	184.79032	1.12407	91	10.8299	x	x	33.3800	37.17			10.8299	-1.28
Thu	01/15/04	184.77419	1.12398	92	10.9481	x	x	33.2618	37.26			10.9481	-1.37
Fri	01/16/04	184.75806	1.12388	93	11.0661	x	x	33.1438	37.36			11.0661	-1.47
Mon	01/19/04	184.70968	1.12358	96	11.4200	x	x	32.7899	37.66			11.4200	-1.77
Tue	01/20/04	184.69355	1.12349	97	11.5380	x	x	32.6719	37.75			11.5380	-1.86
Wed	01/21/04	184.67742	1.12339	98	11.6559	x	x	32.5540	37.85			11.6559	-1.96
Thu	01/22/04	184.66129	1.12329	99	11.7738	x	x	32.4361	37.95			11.7738	-2.06
Fri	01/23/04	184.64516	1.12319	100	11.8917	x	x	32.3182	38.05			11.8917	-2.16
Mon	01/26/04	184.59677	1.12290	103	12.2453	x	x	31.9646	38.34			12.2453	-2.45
Tue	01/27/04	184.58065	1.12280	104	12.3631	x	x	31.8468	38.44			12.3631	-2.55
Wed	01/28/04	184.56452	1.12270	105	12.4808	x	x	31.7291	38.54			12.4808	-2.65
Thu	01/29/04	184.54839	1.12260	106	12.5986	x	x	31.6113	38.64			12.5986	-2.75
Fri	01/30/04	184.53226	1.12250	107	12.7163	x	x	31.4936	38.74			12.7163	-2.85
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	02/02/04	184.49310	1.12227	110	13.0702	x	x	31.1397	38.97			13.0702	-3.08
Tue	02/03/04	184.48621	1.12222	111	13.1884	x	x	31.0215	39.02			13.1884	-3.13
Wed	02/04/04	184.47931	1.12218	112	13.3067	x	x	30.9032	39.06			13.3067	-3.17
Thu	02/05/04	184.47241	1.12214	113	13.4251	x	x	30.7848	39.10			13.4251	-3.21
Fri	02/06/04	184.46552	1.12210	114	13.5434	x	x	30.6665	39.14			13.5434	-3.25
Mon	02/09/04	184.44483	1.12197	117	13.8982	x	x	30.3117	39.27			13.8982	-3.38
Tue	02/10/04	184.43793	1.12193	118	14.0165	x	x	30.1934	39.31			14.0165	-3.42
Wed	02/11/04	184.43103	1.12189	119	14.1347	x	x	30.0752	39.35			14.1347	-3.46
Thu	02/12/04	184.42414	1.12185	120	14.2530	x	x	29.9569	39.39			14.2530	-3.50
Fri	02/13/04	184.41724	1.12180	121	14.3711	x	x	29.8388	39.44			14.3711	-3.55
Mon	02/16/04	184.39655	1.12168	124	14.7259	x	x	29.4840	39.56			14.7259	-3.67
Tue	02/17/04	184.38966	1.12164	125	14.8441	x	x	29.3658	39.60			14.8441	-3.71
Wed	02/18/04	184.38276	1.12160	126	14.9623	x	x	29.2476	39.64			14.9623	-3.75
Thu	02/19/04	184.37586	1.12155	127	15.0804	x	x	29.1295	39.69			15.0804	-3.80
Fri	02/20/04	184.36897	1.12151	128	15.1986	x	x	29.0113	39.73			15.1986	-3.84
Mon	02/23/04	184.34828	1.12139	131	15.5532	x	x	28.6567	39.85			15.5532	-3.96
Tue	02/24/04	184.34138	1.12134	132	15.6712	x	x	28.5387	39.90			15.6712	-4.01
Wed	02/25/04	184.33448	1.12130	133	15.7893	x	x	28.4206	39.94			15.7893	-4.05
Thu	02/26/04	184.32759	1.12126	134	15.9075	x	x	28.3024	39.98			15.9075	-4.09
Fri	02/27/04	184.32069	1.12122	135	16.0256	x	x	28.1843	40.02			16.0256	-4.13
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	03/01/04	184.30000	1.12109	138	16.3799	x	x	27.8300	40.15			16.3799	-4.26
Tue	03/02/04	184.32903	1.12127	139	16.5012	x	x	27.7087	39.97			16.5012	-4.08
Wed	03/03/04	184.35806	1.12144	140	16.6224	x	x	27.5875	39.80			16.6224	-3.91
Thu	03/04/04	184.38710	1.12162	141	16.7439	x	x	27.4660	39.62			16.7439	-3.73
Fri	03/05/04	184.41613	1.12180	142	16.8653	x	x	27.3446	39.44			16.8653	-3.55
Mon	03/08/04	184.50323	1.12233	145	17.2298	x	x	26.9801	38.91			17.2298	-3.02
Tue	03/09/04	184.53226	1.12250	146	17.3512	x	x	26.8587	38.74			17.3512	-2.85
Wed	03/10/04	184.56129	1.12268	147	17.4729	x	x	26.7370	38.56			17.4729	-2.67
Thu	03/11/04	184.59032	1.12286	148	17.5945	x	x	26.6154	38.38			17.5945	-2.49
Fri	03/12/04	184.61935	1.12303	149	17.7161	x	x	26.4938	38.21			17.7161	-2.32
Mon	03/15/04	184.70645	1.12356	152	18.0813	x	x	26.1286	37.68			18.0813	-1.79
Tue	03/16/04	184.73548	1.12374	153	18.2032	x	x	26.0067	37.50			18.2032	-1.61
Wed	03/17/04	184.76452	1.12392	154	18.3251	x	x	25.8848	37.32			18.3251	-1.43
Thu	03/18/04	184.79355	1.12409	155	18.4469	x	x	25.7630	37.15			18.4469	-1.26
Fri	03/19/04	184.82258	1.12427	156	18.5689	x	x	25.6410	36.97			18.5689	-1.08
Mon	03/22/04	184.90968	1.12480	159	18.9349	x	x	25.2750	36.44			18.9349	-0.55
Tue	03/23/04	184.93871	1.12498	160	19.0570	x	x	25.1529	36.26			19.0570	-0.37
Wed	03/24/04	184.96774	1.12515	161	19.1790	x	x	25.0309	36.09			19.1790	-0.20
Thu	03/25/04	184.99677	1.12533	162	19.3013	x	x	24.9086	35.91			19.3013	-0.02
Fri	03/26/04	185.02581	1.12551	163	19.4235	x	x	24.7864	35.73			19.4235	0.16
Mon	03/29/04	185.11290	1.12604	166	19.7903	x	x	24.4196	35.20			19.7903	0.69
Tue	03/30/04	185.14194	1.12621	167	19.9125	x	x	24.2974	35.03			19.9125	0.86
Wed	03/31/04	185.17097	1.12639	168	20.0350	x	x	24.1749	34.85			20.0350	1.04
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	04/01/04	185.20000	1.12657	169	20.1574	x	x	24.0525	34.67			20.1574	1.22
Fri	04/02/04	185.23333	1.12677	170	20.2803	x	x	23.9296	34.47			20.2803	1.42
Mon	04/05/04	185.33333	1.12738	173	20.6494	x	x	23.5605	33.86			20.6494	2.03
Tue	04/06/04	185.36667	1.12758	174	20.7724	x	x	23.4375	33.66			20.7724	2.23
Wed	04/07/04	185.40000	1.12778	175	20.8955	x	x	23.3144	33.46			20.8955	2.43
Thu	04/08/04	185.43333	1.12799	176	21.0188	x	x	23.1911	33.25			21.0188	2.64
Fri	04/09/04	185.46667	1.12819	177	21.1420	x	x	23.0679	33.05			21.1420	2.84
Mon	04/12/04	185.56667	1.12880	180	21.5120	x	x	22.6979	32.44			21.5120	3.45
Tue	04/13/04	185.60000	1.12900	181	21.6353	x	x	22.5746	32.24			21.6353	3.65
Wed	04/14/04	185.63333	1.12920	182	21.7587	x	x	22.4512	32.04			21.7587	3.85
Thu	04/15/04	185.66667	1.12941	0	0.0000		x	22.3276	31.83	x		21.8823	4.06
Fri	04/16/04	185.70000	1.12961	1	0.1196		x	22.2080	31.63	x		22.0019	4.26
Mon	04/19/04	185.80000	1.13022	4	0.4786		x	21.8490	31.02	x		22.3609	4.87
Tue	04/20/04	185.83333	1.13042	5	0.5984		x	21.7292	30.82	x		22.4807	5.07
Wed	04/21/04	185.86667	1.13062	6	0.7182		x	21.6094	30.62	x		22.6005	5.27
Thu	04/22/04	185.90000	1.13082	7	0.8381		x	21.4895	30.42	x		22.7204	5.47
Fri	04/23/04	185.93333	1.13103	8	0.9580		x	21.3696	30.21	x		22.8403	5.68
Mon	04/26/04	186.03333	1.13164	11	1.3179		x	21.0097	29.60	x		23.2002	6.29
Tue	04/27/04	186.06667	1.13184	12	1.4380		x	20.8896	29.40	x		23.3203	6.49
Wed	04/28/04	186.10000	1.13204	13	1.5581		x	20.7695	29.20	x		23.4404	6.69
Thu	04/29/04	186.13333	1.13224	14	1.6783		x	20.6493	29.00	x		23.5606	6.89
Fri	04/30/04	186.16667	1.13245	15	1.7985		x	20.5291	28.79	x		23.6808	7.10
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	05/03/04	186.27742	1.13312	18	2.1594		x	20.1682	28.12	x		24.0417	7.77
Tue	05/04/04	186.31613	1.13336	19	2.2799		x	20.0477	27.88	x		24.1622	8.01
Wed	05/05/04	186.35484	1.13359	20	2.4004		x	19.9272	27.65	x		24.2827	8.24
Thu	05/06/04	186.39355	1.13383	21	2.5209		x	19.8067	27.41	x		24.4032	8.48
Fri	05/07/04	186.43226	1.13406	22	2.6415		x	19.6861	27.18	x		24.5238	8.71
Mon	05/10/04	186.54839	1.13477	25	3.0036		x	19.3240	26.47	x		24.8859	9.42
Tue	05/11/04	186.58710	1.13500	26	3.1244		x	19.2032	26.24	x		25.0067	9.65
Wed	05/12/04	186.62581	1.13524	27	3.2452		x	19.0824	26.00	x		25.1275	9.89
Thu	05/13/04	186.66452	1.13548	28	3.3661		x	18.9615	25.76	x		25.2484	10.13
Fri	05/14/04	186.70323	1.13571	29	3.4870		x	18.8406	25.53	x		25.3693	10.36
Mon	05/17/04	186.81935	1.13642	32	3.8502		x	18.4774	24.82	x		25.7325	11.07
Tue	05/18/04	186.85806	1.13665	33	3.9713		x	18.3563	24.59	x		25.8536	11.30
Wed	05/19/04	186.89677	1.13689	34	4.0925		x	18.2351	24.35	x		25.9748	11.54
Thu	05/20/04	186.93548	1.13712	35	4.2137		x	18.1139	24.12	x		26.0960	11.77
Fri	05/21/04	186.97419	1.13736	36	4.3350		x	17.9926	23.88	x		26.2173	12.01
Mon	05/24/04	187.09032	1.13807	39	4.6992		x	17.6284	23.17	x		26.5815	12.72
Tue	05/25/04	187.12903	1.13830	40	4.8207		x	17.5069	22.94	x		26.7030	12.95
Wed	05/26/04	187.16774	1.13854	41	4.9422		x	17.3854	22.70	x		26.8245	13.19
Thu	05/27/04	187.20645	1.13877	42	5.0638		x	17.2638	22.47	x		26.9461	13.42
Fri	05/28/04	187.24516	1.13901	43	5.1855		x	17.1421	22.23	x		27.0678	13.66
Mon	05/31/04	187.36129	1.13971	46	5.5506		x	16.7770	21.53	x		27.4329	14.36
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	06/01/04	187.40000	1.13995	47	5.6725		x	16.6551	21.29	x		27.5548	14.60
Wed	06/02/04	187.42000	1.14007	48	5.7938		x	16.5338	21.17	x		27.6761	14.72
Thu	06/03/04	187.44000	1.14019	49	5.9151		x	16.4125	21.05	x		27.7974	14.84
Fri	06/04/04	187.46000	1.14031	50	6.0365		x	16.2911	20.93	x		27.9188	14.96
Mon	06/07/04	187.52000	1.14068	53	6.4007		x	15.9269	20.56	x		28.2830	15.33
Tue	06/08/04	187.54000	1.14080	54	6.5222		x	15.8054	20.44	x		28.4045	15.45
Wed	06/09/04	187.56000	1.14092	55	6.6437		x	15.6839	20.32	x		28.5260	15.57
Thu	06/10/04	187.58000	1.14104	56	6.7652		x	15.5624	20.20	x		28.6475	15.69
Fri	06/11/04	187.60000	1.14117	57	6.8868		x	15.4408	20.07	x		28.7691	15.82
Mon	06/14/04	187.66000	1.14153	60	7.2515		x	15.0761	19.71	x		29.1338	16.18
Tue	06/15/04	187.68000	1.14165	61	7.3732		x	14.9544	19.59	x		29.2555	16.30
Wed	06/16/04	187.70000	1.14177	62	7.4948		x	14.8328	19.47	x		29.3771	16.42
Thu	06/17/04	187.72000	1.14190	63	7.6166		x	14.7110	19.34	x		29.4989	16.55
Fri	06/18/04	187.74000	1.14202	64	7.7383		x	14.5893	19.22	x		29.6206	16.67
Mon	06/21/04	187.80000	1.14238	67	8.1036		x	14.2240	18.86	x		29.9859	17.03
Tue	06/22/04	187.82000	1.14250	68	8.2254		x	14.1022	18.74	x		30.1077	17.15
Wed	06/23/04	187.84000	1.14263	69	8.3473		x	13.9803	18.61	x		30.2296	17.28
Thu	06/24/04	187.86000	1.14275	70	8.4692		x	13.8584	18.49	x		30.3515	17.40
Fri	06/25/04	187.88000	1.14287	71	8.5910		x	13.7366	18.37	x		30.4733	17.52
Mon	06/28/04	187.94000	1.14323	74	8.9569		x	13.3707	18.01	x		30.8392	17.88
Tue	06/29/04	187.96000	1.14336	75	9.0789		x	13.2487	17.88	x		30.9612	18.01
Wed	06/30/04	187.98000	1.14348	76	9.2010		x	13.1266	17.76	x		31.0833	18.13
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	07/01/04	188.00000	1.14360	77	9.3230		x	13.0046	17.64	x		31.2053	18.25
Fri	07/02/04	188.03548	1.14381	78	9.4458		x	12.8818	17.43	x		31.3281	18.46
Mon	07/05/04	188.14194	1.14446	81	9.8147		x	12.5129	16.78	x		31.6970	19.11
Tue	07/06/04	188.17742	1.14468	82	9.9378		x	12.3898	16.56	x		31.8201	19.33
Wed	07/07/04	188.21290	1.14489	83	10.0608		x	12.2668	16.35	x		31.9431	19.54
Thu	07/08/04	188.24839	1.14511	84	10.1840		x	12.1436	16.13	x		32.0663	19.76
Fri	07/09/04	188.28387	1.14533	85	10.3072		x	12.0204	15.91	x		32.1895	19.98
Mon	07/12/04	188.39032	1.14597	88	10.6769		x	11.6507	15.27	x		32.5592	20.62
Tue	07/13/04	188.42581	1.14619	89	10.8003		x	11.5273	15.05	x		32.6826	20.84
Wed	07/14/04	188.46129	1.14640	90	10.9237		x	11.4039	14.84	x		32.8060	21.05
Thu	07/15/04	188.49677	1.14662	91	11.0472		x	11.2804	14.62	x		32.9295	21.27
Fri	07/16/04	188.53226	1.14684	92	11.1707		x	11.1569	14.40	x		33.0530	21.49
Mon	07/19/04	188.63871	1.14748	95	11.5414		x	10.7862	13.76	x		33.4237	22.13
Tue	07/20/04	188.67419	1.14770	96	11.6651		x	10.6625	13.54	x		33.5474	22.35
Wed	07/21/04	188.70968	1.14792	97	11.7889		x	10.5387	13.32	x		33.6712	22.57
Thu	07/22/04	188.74516	1.14813	98	11.9126		x	10.4150	13.11	x		33.7949	22.78
Fri	07/23/04	188.78065	1.14835	99	12.0365		x	10.2911	12.89	x		33.9188	23.00
Mon	07/26/04	188.88710	1.14899	102	12.4082		x	9.9194	12.25	x		34.2905	23.64
Tue	07/27/04	188.92258	1.14921	103	12.5322		x	9.7954	12.03	x		34.4145	23.86
Wed	07/28/04	188.95806	1.14943	104	12.6563		x	9.6713	11.81	x		34.5386	24.08
Thu	07/29/04	188.99355	1.14964	105	12.7803		x	9.5473	11.60	x		34.6626	24.29
Fri	07/30/04	189.02903	1.14986	106	12.9045		x	9.4231	11.38	x		34.7868	24.51
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	08/02/04	189.11935	1.15041	109	13.2761		x	9.0515	10.83	x		35.1584	25.06
Tue	08/03/04	189.13871	1.15053	110	13.3993		x	8.9283	10.71	x		35.2816	25.18
Wed	08/04/04	189.15806	1.15064	111	13.5224		x	8.8052	10.60	x		35.4047	25.29
Thu	08/05/04	189.17742	1.15076	112	13.6456		x	8.6820	10.48	x		35.5279	25.41
Fri	08/06/04	189.19677	1.15088	113	13.7689		x	8.5587	10.36	x		35.6512	25.53
Mon	08/09/04	189.25484	1.15123	116	14.1387		x	8.1889	10.01	x		36.0210	25.88
Tue	08/10/04	189.27419	1.15135	117	14.2621		x	8.0655	9.89	x		36.1444	26.00
Wed	08/11/04	189.29355	1.15147	118	14.3855		x	7.9421	9.77	x		36.2678	26.12
Thu	08/12/04	189.31290	1.15159	119	14.5089		x	7.8187	9.65	x		36.3912	26.24
Fri	08/13/04	189.33226	1.15170	120	14.6323		x	7.6953	9.54	x		36.5146	26.35
Mon	08/16/04	189.39032	1.15206	123	15.0027		x	7.3249	9.18	x		36.8850	26.71
Tue	08/17/04	189.40968	1.15217	124	15.1262		x	7.2014	9.07	x		37.0085	26.82
Wed	08/18/04	189.42903	1.15229	125	15.2497		x	7.0779	8.95	x		37.1320	26.94
Thu	08/19/04	189.44839	1.15241	126	15.3733		x	6.9543	8.83	x		37.2556	27.06
Fri	08/20/04	189.46774	1.15253	127	15.4970		x	6.8306	8.71	x		37.3793	27.18
Mon	08/23/04	189.52581	1.15288	130	15.8678		x	6.4598	8.36	x		37.7501	27.53
Tue	08/24/04	189.54516	1.15300	131	15.9916		x	6.3360	8.24	x		37.8739	27.65
Wed	08/25/04	189.56452	1.15312	132	16.1153		x	6.2123	8.12	x		37.9976	27.77
Thu	08/26/04	189.58387	1.15323	133	16.2390		x	6.0886	8.01	x		38.1213	27.88
Fri	08/27/04	189.60323	1.15335	134	16.3628		x	5.9648	7.89	x		38.2451	28.00
Mon	08/30/04	189.66129	1.15370	137	16.7342		x	5.5934	7.54	x		38.6165	28.35
Tue	08/31/04	189.68065	1.15382	138	16.8581		x	5.4695	7.42	x		38.7404	28.47
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	09/01/04	189.70000	1.15394	139	16.9820		x	5.3456	7.30	x		38.8643	28.59
Thu	09/02/04	189.69000	1.15388	140	17.1033		x	5.2243	7.36	x		38.9856	28.53
Fri	09/03/04	189.68000	1.15382	141	17.2245		x	5.1031	7.42	x		39.1068	28.47
Mon	09/06/04	189.65000	1.15364	144	17.5883		x	4.7393	7.60	x		39.4706	28.29
Tue	09/07/04	189.64000	1.15357	145	17.7093		x	4.6183	7.67	x		39.5916	28.22
Wed	09/08/04	189.63000	1.15351	146	17.8306		x	4.4970	7.73	x		39.7129	28.16
Thu	09/09/04	189.62000	1.15345	147	17.9517		x	4.3759	7.79	x		39.8340	28.10
Fri	09/10/04	189.61000	1.15339	148	18.0729		x	4.2547	7.85	x		39.9552	28.04
Mon	09/13/04	189.58000	1.15321	151	18.4364		x	3.8912	8.03	x		40.3187	27.86
Tue	09/14/04	189.57000	1.15315	152	18.5575		x	3.7701	8.09	x		40.4398	27.80
Wed	09/15/04	189.56000	1.15309	153	18.6786		x	3.6490	8.15	x		40.5609	27.74
Thu	09/16/04	189.55000	1.15303	154	18.7997		x	3.5279	8.21	x		40.6820	27.68
Fri	09/17/04	189.54000	1.15297	155	18.9208		x	3.4068	8.27	x		40.8031	27.62
Mon	09/20/04	189.51000	1.15278	158	19.2839		x	3.0437	8.46	x		41.1662	27.43
Tue	09/21/04	189.50000	1.15272	159	19.4049		x	2.9227	8.52	x		41.2872	27.37
Wed	09/22/04	189.49000	1.15266	160	19.5259		x	2.8017	8.58	x		41.4082	27.31
Thu	09/23/04	189.48000	1.15260	161	19.6469		x	2.6807	8.64	x		41.5292	27.25
Fri	09/24/04	189.47000	1.15254	162	19.7680		x	2.5596	8.70	x		41.6503	27.19
Mon	09/27/04	189.44000	1.15236	165	20.1309		x	2.1967	8.88	x		42.0132	27.01
Tue	09/28/04	189.43000	1.15230	166	20.2518		x	2.0758	8.94	x		42.1341	26.95
Wed	09/29/04	189.42000	1.15224	167	20.3728		x	1.9548	9.00	x		42.2551	26.89
Thu	09/30/04	189.41000	1.15218	168	20.4937		x	1.8339	9.06	x		42.3760	26.83
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	10/01/04	189.40000	1.15211	169	20.6144		x	1.7132	9.13	x		42.4967	26.76
Mon	10/04/04	189.40968	1.15217	172	20.9815		x	1.3461	9.07	x		42.8638	26.82
Tue	10/05/04	189.41290	1.15219	173	21.1038		x	1.2238	9.05	x		42.9861	26.84
Wed	10/06/04	189.41613	1.15221	174	21.2262		x	1.1014	9.03	x		43.1085	26.86
Thu	10/07/04	189.41935	1.15223	175	21.3485		x	0.9791	9.01	x		43.2308	26.88
Fri	10/08/04	189.42258	1.15225	176	21.4709		x	0.8567	8.99	x		43.3532	26.90
Mon	10/11/04	189.43226	1.15231	179	21.8380		x	0.4896	8.93	x		43.7203	26.96
Tue	10/12/04	189.43548	1.15233	180	21.9604		x	0.3672	8.91	x		43.8427	26.98
Wed	10/13/04	189.43871	1.15235	181	22.0828		x	0.2448	8.89	x		43.9651	27.00
Thu	10/14/04	189.44194	1.15237	182	22.2052		x	0.1224	8.87	x		44.0875	27.02
Fri	10/15/04	189.44516	1.15239	0	0.0000			0.0000	8.85	x	x	44.2099	27.04
Mon	10/18/04	189.45484	1.15245	3	0.3681			-0.3681	8.79	x	x	44.5780	27.10
Tue	10/19/04	189.45806	1.15247	4	0.4907			-0.4907	8.77	x	x	44.7006	27.12
Wed	10/20/04	189.46129	1.15249	5	0.6134			-0.6134	8.75	x	x	44.8233	27.14
Thu	10/21/04	189.46452	1.15251	6	0.7361			-0.7361	8.73	x	x	44.9460	27.16
Fri	10/22/04	189.46774	1.15253	7	0.8589			-0.8589	8.71	x	x	45.0688	27.18
Mon	10/25/04	189.47742	1.15259	10	1.2270			-1.2270	8.65	x	x	45.4369	27.24
Tue	10/26/04	189.48065	1.15261	11	1.3497			-1.3497	8.63	x	x	45.5596	27.26
Wed	10/27/04	189.48387	1.15263	12	1.4725			-1.4725	8.61	x	x	45.6824	27.28
Thu	10/28/04	189.48710	1.15264	13	1.5952			-1.5952	8.60	x	x	45.8051	27.29
Fri	10/29/04	189.49032	1.15266	14	1.7179			-1.7179	8.58	x	x	45.9278	27.31
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	11/01/04	189.50000	1.15272	17	2.0861			-2.0861	8.52	x	x	46.2960	27.37
Tue	11/02/04	189.51333	1.15280	18	2.2090			-2.2090	8.44	x	x	46.4189	27.45
Wed	11/03/04	189.52667	1.15289	19	2.3319			-2.3319	8.35	x	x	46.5418	27.54
Thu	11/04/04	189.54000	1.15297	20	2.4548			-2.4548	8.27	x	x	46.6647	27.62
Fri	11/05/04	189.55333	1.15305	21	2.5777			-2.5777	8.19	x	x	46.7876	27.70
Mon	11/08/04	189.59333	1.15329	24	2.9466			-2.9466	7.95	x	x	47.1565	27.94
Tue	11/09/04	189.60667	1.15337	25	3.0696			-3.0696	7.87	x	x	47.2795	28.02
Wed	11/10/04	189.62000	1.15345	26	3.1926			-3.1926	7.79	x	x	47.4025	28.10
Thu	11/11/04	189.63333	1.15353	27	3.3156			-3.3156	7.71	x	x	47.5255	28.18
Fri	11/12/04	189.64667	1.15362	28	3.4387			-3.4387	7.62	x	x	47.6486	28.27
Mon	11/15/04	189.68667	1.15386	31	3.8079			-3.8079	7.38	x	x	48.0178	28.51
Tue	11/16/04	189.70000	1.15394	32	3.9310			-3.9310	7.30	x	x	48.1409	28.59
Wed	11/17/04	189.71333	1.15402	33	4.0541			-4.0541	7.22	x	x	48.2640	28.67
Thu	11/18/04	189.72667	1.15410	34	4.1773			-4.1773	7.14	x	x	48.3872	28.75
Fri	11/19/04	189.74000	1.15418	35	4.3004			-4.3004	7.06	x	x	48.5103	28.83
Mon	11/22/04	189.78000	1.15443	38	4.6700			-4.6700	6.81	x	x	48.8799	29.08
Tue	11/23/04	189.79333	1.15451	39	4.7933			-4.7933	6.73	x	x	49.0032	29.16
Wed	11/24/04	189.80667	1.15459	40	4.9165			-4.9165	6.65	x	x	49.1264	29.24
Thu	11/25/04	189.82000	1.15467	41	5.0398			-5.0398	6.57	x	x	49.2497	29.32
Fri	11/26/04	189.83333	1.15475	42	5.1631			-5.1631	6.49	x	x	49.3730	29.40
Mon	11/29/04	189.87333	1.15499	45	5.5330			-5.5330	6.25	x	x	49.7429	29.64
Tue	11/30/04	189.88667	1.15508	46	5.6564			-5.6564	6.16	x	x	49.8663	29.73
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	12/01/04	189.90000	1.15516	47	5.7798			-5.7798	6.08	x	x	49.9897	29.81
Thu	12/02/04	189.93226	1.15535	48	5.9037			-5.9037	5.89	x	x	50.1136	30.00
Fri	12/03/04	189.96452	1.15555	49	6.0277			-6.0277	5.69	x	x	50.2376	30.20
Mon	12/06/04	190.06129	1.15614	52	6.4001			-6.4001	5.10	x	x	50.6100	30.79
Tue	12/07/04	190.09355	1.15633	53	6.5242			-6.5242	4.91	x	x	50.7341	30.98
Wed	12/08/04	190.12581	1.15653	54	6.6485			-6.6485	4.71	x	x	50.8584	31.18
Thu	12/09/04	190.15806	1.15673	55	6.7727			-6.7727	4.51	x	x	50.9826	31.38
Fri	12/10/04	190.19032	1.15692	56	6.8970			-6.8970	4.32	x	x	51.1069	31.57
Mon	12/13/04	190.28710	1.15751	59	7.2702			-7.2702	3.73	x	x	51.4801	32.16
Tue	12/14/04	190.31935	1.15771	60	7.3947			-7.3947	3.53	x	x	51.6046	32.36
Wed	12/15/04	190.35161	1.15790	61	7.5192			-7.5192	3.34	x	x	51.7291	32.55
Thu	12/16/04	190.38387	1.15810	62	7.6438			-7.6438	3.14	x	x	51.8537	32.75
Fri	12/17/04	190.41613	1.15830	63	7.7684			-7.7684	2.94	x	x	51.9783	32.95
Mon	12/20/04	190.51290	1.15888	66	8.1424			-8.1424	2.36	x	x	52.3523	33.53
Tue	12/21/04	190.54516	1.15908	67	8.2672			-8.2672	2.16	x	x	52.4771	33.73
Wed	12/22/04	190.57742	1.15928	68	8.3920			-8.3920	1.96	x	x	52.6019	33.93
Thu	12/23/04	190.60968	1.15947	69	8.5168			-8.5168	1.77	x	x	52.7267	34.12
Fri	12/24/04	190.64194	1.15967	70	8.6418			-8.6418	1.57	x	x	52.8517	34.32
Mon	12/27/04	190.73871	1.16026	73	9.0167			-9.0167	0.98	x	x	53.2266	34.91
Tue	12/28/04	190.77097	1.16045	74	9.1417			-9.1417	0.79	x	x	53.3516	35.10
Wed	12/29/04	190.80323	1.16065	75	9.2669			-9.2669	0.59	x	x	53.4768	35.30
Thu	12/30/04	190.83548	1.16085	76	9.3920			-9.3920	0.39	x	x	53.6019	35.50
Fri	12/31/04	190.86774	1.16104	77	9.5172			-9.5172	0.20	x	x	53.7271	35.69
Sat	01/01/05	190.90000	1.16124

Generated 03/09/11 23:47