4.25% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2010

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

CUSIP Number	9128275W8	Interest 01/15/04 (184 days)	$23.3376
Dated Date	January 15, 2000	Interest 07/15/04 (182 days)	$23.8079
Ref CPI on Dated Date	168.24516	Interest Total	$47.1455
Original Issue Date	January 18, 2000	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	1.09959	170	21.5884	x	x	25.5571	35.06			21.5884	0.00
Fri	01/02/04	184.98387	1.09949	171	21.7134	x	x	25.4321	35.16			21.7134	-0.10
Mon	01/05/04	184.93548	1.09920	174	22.0885	x	x	25.0570	35.45			22.0885	-0.39
Tue	01/06/04	184.91935	1.09911	175	22.2137	x	x	24.9318	35.54			22.2137	-0.48
Wed	01/07/04	184.90323	1.09901	176	22.3386	x	x	24.8069	35.64			22.3386	-0.58
Thu	01/08/04	184.88710	1.09891	177	22.4635	x	x	24.6820	35.74			22.4635	-0.68
Fri	01/09/04	184.87097	1.09882	178	22.5885	x	x	24.5570	35.83			22.5885	-0.77
Mon	01/12/04	184.82258	1.09853	181	22.9632	x	x	24.1823	36.12			22.9632	-1.06
Tue	01/13/04	184.80645	1.09844	182	23.0881	x	x	24.0574	36.21			23.0881	-1.15
Wed	01/14/04	184.79032	1.09834	183	23.2129	x	x	23.9326	36.31			23.2129	-1.25
Thu	01/15/04	184.77419	1.09824	0	0.0000		x	23.8079	36.41	x		23.3376	-1.35
Fri	01/16/04	184.75806	1.09815	1	0.1282		x	23.6797	36.50	x		23.4658	-1.44
Mon	01/19/04	184.70968	1.09786	4	0.5127		x	23.2952	36.79	x		23.8503	-1.73
Tue	01/20/04	184.69355	1.09776	5	0.6409		x	23.1670	36.89	x		23.9785	-1.83
Wed	01/21/04	184.67742	1.09767	6	0.7690		x	23.0389	36.98	x		24.1066	-1.92
Thu	01/22/04	184.66129	1.09757	7	0.8971		x	22.9108	37.08	x		24.2347	-2.02
Fri	01/23/04	184.64516	1.09748	8	1.0251		x	22.7828	37.17	x		24.3627	-2.11
Mon	01/26/04	184.59677	1.09719	11	1.4092		x	22.3987	37.46	x		24.7468	-2.40
Tue	01/27/04	184.58065	1.09709	12	1.5371		x	22.2708	37.56	x		24.8747	-2.50
Wed	01/28/04	184.56452	1.09700	13	1.6651		x	22.1428	37.65	x		25.0027	-2.59
Thu	01/29/04	184.54839	1.09690	14	1.7930		x	22.0149	37.75	x		25.1306	-2.69
Fri	01/30/04	184.53226	1.09681	15	1.9209		x	21.8870	37.84	x		25.2585	-2.78
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	02/02/04	184.49310	1.09657	18	2.3046		x	21.5033	38.08	x		25.6422	-3.02
Tue	02/03/04	184.48621	1.09653	19	2.4325		x	21.3754	38.12	x		25.7701	-3.06
Wed	02/04/04	184.47931	1.09649	20	2.5605		x	21.2474	38.16	x		25.8981	-3.10
Thu	02/05/04	184.47241	1.09645	21	2.6884		x	21.1195	38.20	x		26.0260	-3.14
Fri	02/06/04	184.46552	1.09641	22	2.8163		x	20.9916	38.24	x		26.1539	-3.18
Mon	02/09/04	184.44483	1.09629	25	3.2000		x	20.6079	38.36	x		26.5376	-3.30
Tue	02/10/04	184.43793	1.09625	26	3.3279		x	20.4800	38.40	x		26.6655	-3.34
Wed	02/11/04	184.43103	1.09620	27	3.4557		x	20.3522	38.45	x		26.7933	-3.39
Thu	02/12/04	184.42414	1.09616	28	3.5836		x	20.2243	38.49	x		26.9212	-3.43
Fri	02/13/04	184.41724	1.09612	29	3.7115		x	20.0964	38.53	x		27.0491	-3.47
Mon	02/16/04	184.39655	1.09600	32	4.0949		x	19.7130	38.65	x		27.4325	-3.59
Tue	02/17/04	184.38966	1.09596	33	4.2228		x	19.5851	38.69	x		27.5604	-3.63
Wed	02/18/04	184.38276	1.09592	34	4.3506		x	19.4573	38.73	x		27.6882	-3.67
Thu	02/19/04	184.37586	1.09588	35	4.4784		x	19.3295	38.77	x		27.8160	-3.71
Fri	02/20/04	184.36897	1.09584	36	4.6061		x	19.2018	38.81	x		27.9437	-3.75
Mon	02/23/04	184.34828	1.09571	39	4.9894		x	18.8185	38.94	x		28.3270	-3.88
Tue	02/24/04	184.34138	1.09567	40	5.1171		x	18.6908	38.98	x		28.4547	-3.92
Wed	02/25/04	184.33448	1.09563	41	5.2449		x	18.5630	39.02	x		28.5825	-3.96
Thu	02/26/04	184.32759	1.09559	42	5.3726		x	18.4353	39.06	x		28.7102	-4.00
Fri	02/27/04	184.32069	1.09555	43	5.5003		x	18.3076	39.10	x		28.8379	-4.04
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	1.09543	46	5.8834		x	17.9245	39.22	x		29.2210	-4.16
Tue	03/02/04	184.32903	1.09560	47	6.0123		x	17.7956	39.05	x		29.3499	-3.99
Wed	03/03/04	184.35806	1.09577	48	6.1411		x	17.6668	38.88	x		29.4787	-3.82
Thu	03/04/04	184.38710	1.09594	49	6.2700		x	17.5379	38.71	x		29.6076	-3.65
Fri	03/05/04	184.41613	1.09612	50	6.3991		x	17.4088	38.53	x		29.7367	-3.47
Mon	03/08/04	184.50323	1.09663	53	6.7862		x	17.0217	38.02	x		30.1238	-2.96
Tue	03/09/04	184.53226	1.09681	54	6.9153		x	16.8926	37.84	x		30.2529	-2.78
Wed	03/10/04	184.56129	1.09698	55	7.0445		x	16.7634	37.67	x		30.3821	-2.61
Thu	03/11/04	184.59032	1.09715	56	7.1737		x	16.6342	37.50	x		30.5113	-2.44
Fri	03/12/04	184.61935	1.09732	57	7.3029		x	16.5050	37.33	x		30.6405	-2.27
Mon	03/15/04	184.70645	1.09784	60	7.6909		x	16.1170	36.81	x		31.0285	-1.75
Tue	03/16/04	184.73548	1.09801	61	7.8203		x	15.9876	36.64	x		31.1579	-1.58
Wed	03/17/04	184.76452	1.09819	62	7.9498		x	15.8581	36.46	x		31.2874	-1.40
Thu	03/18/04	184.79355	1.09836	63	8.0793		x	15.7286	36.29	x		31.4169	-1.23
Fri	03/19/04	184.82258	1.09853	64	8.2088		x	15.5991	36.12	x		31.5464	-1.06
Mon	03/22/04	184.90968	1.09905	67	8.5977		x	15.2102	35.60	x		31.9353	-0.54
Tue	03/23/04	184.93871	1.09922	68	8.7273		x	15.0806	35.43	x		32.0649	-0.37
Wed	03/24/04	184.96774	1.09939	69	8.8570		x	14.9509	35.26	x		32.1946	-0.20
Thu	03/25/04	184.99677	1.09957	70	8.9869		x	14.8210	35.08	x		32.3245	-0.02
Fri	03/26/04	185.02581	1.09974	71	9.1167		x	14.6912	34.91	x		32.4543	0.15
Mon	03/29/04	185.11290	1.10026	74	9.5064		x	14.3015	34.39	x		32.8440	0.67
Tue	03/30/04	185.14194	1.10043	75	9.6363		x	14.1716	34.22	x		32.9739	0.84
Wed	03/31/04	185.17097	1.10060	76	9.7663		x	14.0416	34.05	x		33.1039	1.01
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	1.10077	77	9.8963		x	13.9116	33.88	x		33.2339	1.18
Fri	04/02/04	185.23333	1.10097	78	10.0267		x	13.7812	33.68	x		33.3643	1.38
Mon	04/05/04	185.33333	1.10157	81	10.4180		x	13.3899	33.08	x		33.7556	1.98
Tue	04/06/04	185.36667	1.10177	82	10.5485		x	13.2594	32.88	x		33.8861	2.18
Wed	04/07/04	185.40000	1.10196	83	10.6790		x	13.1289	32.69	x		34.0166	2.37
Thu	04/08/04	185.43333	1.10216	84	10.8096		x	12.9983	32.49	x		34.1472	2.57
Fri	04/09/04	185.46667	1.10236	85	10.9403		x	12.8676	32.29	x		34.2779	2.77
Mon	04/12/04	185.56667	1.10295	88	11.3325		x	12.4754	31.70	x		34.6701	3.36
Tue	04/13/04	185.60000	1.10315	89	11.4634		x	12.3445	31.50	x		34.8010	3.56
Wed	04/14/04	185.63333	1.10335	90	11.5943		x	12.2136	31.30	x		34.9319	3.76
Thu	04/15/04	185.66667	1.10355	91	11.7252		x	12.0827	31.10	x		35.0628	3.96
Fri	04/16/04	185.70000	1.10375	92	11.8562		x	11.9517	30.90	x		35.1938	4.16
Mon	04/19/04	185.80000	1.10434	95	12.2494		x	11.5585	30.31	x		35.5870	4.75
Tue	04/20/04	185.83333	1.10454	96	12.3806		x	11.4273	30.11	x		35.7182	4.95
Wed	04/21/04	185.86667	1.10474	97	12.5118		x	11.2961	29.91	x		35.8494	5.15
Thu	04/22/04	185.90000	1.10494	98	12.6431		x	11.1648	29.71	x		35.9807	5.35
Fri	04/23/04	185.93333	1.10513	99	12.7743		x	11.0336	29.52	x		36.1119	5.54
Mon	04/26/04	186.03333	1.10573	102	13.1685		x	10.6394	28.92	x		36.5061	6.14
Tue	04/27/04	186.06667	1.10593	103	13.3000		x	10.5079	28.72	x		36.6376	6.34
Wed	04/28/04	186.10000	1.10612	104	13.4315		x	10.3764	28.53	x		36.7691	6.53
Thu	04/29/04	186.13333	1.10632	105	13.5631		x	10.2448	28.33	x		36.9007	6.73
Fri	04/30/04	186.16667	1.10652	106	13.6947		x	10.1132	28.13	x		37.0323	6.93
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	1.10718	109	14.0907		x	9.7172	27.47	x		37.4283	7.59
Tue	05/04/04	186.31613	1.10741	110	14.2229		x	9.5850	27.24	x		37.5605	7.82
Wed	05/05/04	186.35484	1.10764	111	14.3552		x	9.4527	27.01	x		37.6928	8.05
Thu	05/06/04	186.39355	1.10787	112	14.4875		x	9.3204	26.78	x		37.8251	8.28
Fri	05/07/04	186.43226	1.10810	113	14.6199		x	9.1880	26.55	x		37.9575	8.51
Mon	05/10/04	186.54839	1.10879	116	15.0174		x	8.7905	25.86	x		38.3550	9.20
Tue	05/11/04	186.58710	1.10902	117	15.1500		x	8.6579	25.63	x		38.4876	9.43
Wed	05/12/04	186.62581	1.10925	118	15.2827		x	8.5252	25.40	x		38.6203	9.66
Thu	05/13/04	186.66452	1.10948	119	15.4154		x	8.3925	25.17	x		38.7530	9.89
Fri	05/14/04	186.70323	1.10971	120	15.5481		x	8.2598	24.94	x		38.8857	10.12
Mon	05/17/04	186.81935	1.11040	123	15.9467		x	7.8612	24.25	x		39.2843	10.81
Tue	05/18/04	186.85806	1.11063	124	16.0797		x	7.7282	24.02	x		39.4173	11.04
Wed	05/19/04	186.89677	1.11086	125	16.2128		x	7.5951	23.79	x		39.5504	11.27
Thu	05/20/04	186.93548	1.11109	126	16.3458		x	7.4621	23.56	x		39.6834	11.50
Fri	05/21/04	186.97419	1.11132	127	16.4790		x	7.3289	23.33	x		39.8166	11.73
Mon	05/24/04	187.09032	1.11201	130	16.8787		x	6.9292	22.64	x		40.2163	12.42
Tue	05/25/04	187.12903	1.11224	131	17.0121		x	6.7958	22.41	x		40.3497	12.65
Wed	05/26/04	187.16774	1.11247	132	17.1455		x	6.6624	22.18	x		40.4831	12.88
Thu	05/27/04	187.20645	1.11270	133	17.2789		x	6.5290	21.95	x		40.6165	13.11
Fri	05/28/04	187.24516	1.11293	134	17.4125		x	6.3954	21.72	x		40.7501	13.34
Mon	05/31/04	187.36129	1.11362	137	17.8133		x	5.9946	21.03	x		41.1509	14.03
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	06/01/04	187.40000	1.11385	138	17.9471		x	5.8608	20.80	x		41.2847	14.26
Wed	06/02/04	187.42000	1.11397	139	18.0791		x	5.7288	20.68	x		41.4167	14.38
Thu	06/03/04	187.44000	1.11409	140	18.2111		x	5.5968	20.56	x		41.5487	14.50
Fri	06/04/04	187.46000	1.11421	141	18.3431		x	5.4648	20.44	x		41.6807	14.62
Mon	06/07/04	187.52000	1.11456	144	18.7393		x	5.0686	20.09	x		42.0769	14.97
Tue	06/08/04	187.54000	1.11468	145	18.8715		x	4.9364	19.97	x		42.2091	15.09
Wed	06/09/04	187.56000	1.11480	146	19.0037		x	4.8042	19.85	x		42.3413	15.21
Thu	06/10/04	187.58000	1.11492	147	19.1359		x	4.6720	19.73	x		42.4735	15.33
Fri	06/11/04	187.60000	1.11504	148	19.2681		x	4.5398	19.61	x		42.6057	15.45
Mon	06/14/04	187.66000	1.11540	151	19.6651		x	4.1428	19.25	x		43.0027	15.81
Tue	06/15/04	187.68000	1.11552	152	19.7974		x	4.0105	19.13	x		43.1350	15.93
Wed	06/16/04	187.70000	1.11563	153	19.9296		x	3.8783	19.02	x		43.2672	16.04
Thu	06/17/04	187.72000	1.11575	154	20.0620		x	3.7459	18.90	x		43.3996	16.16
Fri	06/18/04	187.74000	1.11587	155	20.1945		x	3.6134	18.78	x		43.5321	16.28
Mon	06/21/04	187.80000	1.11623	158	20.5920		x	3.2159	18.42	x		43.9296	16.64
Tue	06/22/04	187.82000	1.11635	159	20.7245		x	3.0834	18.30	x		44.0621	16.76
Wed	06/23/04	187.84000	1.11647	160	20.8571		x	2.9508	18.18	x		44.1947	16.88
Thu	06/24/04	187.86000	1.11658	161	20.9896		x	2.8183	18.07	x		44.3272	16.99
Fri	06/25/04	187.88000	1.11670	162	21.1222		x	2.6857	17.95	x		44.4598	17.11
Mon	06/28/04	187.94000	1.11706	165	21.5203		x	2.2876	17.59	x		44.8579	17.47
Tue	06/29/04	187.96000	1.11718	166	21.6530		x	2.1549	17.47	x		44.9906	17.59
Wed	06/30/04	187.98000	1.11730	167	21.7858		x	2.0221	17.35	x		45.1234	17.71
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	1.11742	168	21.9186		x	1.8893	17.23	x		45.2562	17.83
Fri	07/02/04	188.03548	1.11763	169	22.0532		x	1.7547	17.02	x		45.3908	18.04
Mon	07/05/04	188.14194	1.11826	172	22.4574		x	1.3505	16.39	x		45.7950	18.67
Tue	07/06/04	188.17742	1.11847	173	22.5922		x	1.2157	16.18	x		45.9298	18.88
Wed	07/07/04	188.21290	1.11868	174	22.7270		x	1.0809	15.97	x		46.0646	19.09
Thu	07/08/04	188.24839	1.11889	175	22.8619		x	0.9460	15.76	x		46.1995	19.30
Fri	07/09/04	188.28387	1.11910	176	22.9969		x	0.8110	15.55	x		46.3345	19.51
Mon	07/12/04	188.39032	1.11974	179	23.4023		x	0.4056	14.91	x		46.7399	20.15
Tue	07/13/04	188.42581	1.11995	180	23.5374		x	0.2705	14.70	x		46.8750	20.36
Wed	07/14/04	188.46129	1.12016	181	23.6726		x	0.1353	14.49	x		47.0102	20.57
Thu	07/15/04	188.49677	1.12037	0	0.0000			0.0000	14.28	x	x	47.1455	20.78
Fri	07/16/04	188.53226	1.12058	1	0.1294			-0.1294	14.07	x	x	47.2749	20.99
Mon	07/19/04	188.63871	1.12121	4	0.5180			-0.5180	13.44	x	x	47.6635	21.62
Tue	07/20/04	188.67419	1.12142	5	0.6476			-0.6476	13.23	x	x	47.7931	21.83
Wed	07/21/04	188.70968	1.12164	6	0.7772			-0.7772	13.01	x	x	47.9227	22.05
Thu	07/22/04	188.74516	1.12185	7	0.9069			-0.9069	12.80	x	x	48.0524	22.26
Fri	07/23/04	188.78065	1.12206	8	1.0367			-1.0367	12.59	x	x	48.1822	22.47
Mon	07/26/04	188.88710	1.12269	11	1.4262			-1.4262	11.96	x	x	48.5717	23.10
Tue	07/27/04	188.92258	1.12290	12	1.5562			-1.5562	11.75	x	x	48.7017	23.31
Wed	07/28/04	188.95806	1.12311	13	1.6862			-1.6862	11.54	x	x	48.8317	23.52
Thu	07/29/04	188.99355	1.12332	14	1.8162			-1.8162	11.33	x	x	48.9617	23.73
Fri	07/30/04	189.02903	1.12353	15	1.9463			-1.9463	11.12	x	x	49.0918	23.94
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	1.12407	18	2.3367			-2.3367	10.58	x	x	49.4822	24.48
Tue	08/03/04	189.13871	1.12419	19	2.4668			-2.4668	10.46	x	x	49.6123	24.60
Wed	08/04/04	189.15806	1.12430	20	2.5969			-2.5969	10.35	x	x	49.7424	24.71
Thu	08/05/04	189.17742	1.12442	21	2.7270			-2.7270	10.23	x	x	49.8725	24.83
Fri	08/06/04	189.19677	1.12453	22	2.8572			-2.8572	10.12	x	x	50.0027	24.94
Mon	08/09/04	189.25484	1.12488	25	3.2478			-3.2478	9.77	x	x	50.3933	25.29
Tue	08/10/04	189.27419	1.12499	26	3.3780			-3.3780	9.66	x	x	50.5235	25.40
Wed	08/11/04	189.29355	1.12511	27	3.5083			-3.5083	9.54	x	x	50.6538	25.52
Thu	08/12/04	189.31290	1.12522	28	3.6386			-3.6386	9.43	x	x	50.7841	25.63
Fri	08/13/04	189.33226	1.12534	29	3.7690			-3.7690	9.31	x	x	50.9145	25.75
Mon	08/16/04	189.39032	1.12568	32	4.1601			-4.1601	8.97	x	x	51.3056	26.09
Tue	08/17/04	189.40968	1.12580	33	4.2906			-4.2906	8.85	x	x	51.4361	26.21
Wed	08/18/04	189.42903	1.12591	34	4.4210			-4.4210	8.74	x	x	51.5665	26.32
Thu	08/19/04	189.44839	1.12603	35	4.5515			-4.5515	8.62	x	x	51.6970	26.44
Fri	08/20/04	189.46774	1.12614	36	4.6820			-4.6820	8.51	x	x	51.8275	26.55
Mon	08/23/04	189.52581	1.12649	39	5.0738			-5.0738	8.16	x	x	52.2193	26.90
Tue	08/24/04	189.54516	1.12660	40	5.2044			-5.2044	8.05	x	x	52.3499	27.01
Wed	08/25/04	189.56452	1.12672	41	5.3351			-5.3351	7.93	x	x	52.4806	27.13
Thu	08/26/04	189.58387	1.12683	42	5.4657			-5.4657	7.82	x	x	52.6112	27.24
Fri	08/27/04	189.60323	1.12695	43	5.5965			-5.5965	7.70	x	x	52.7420	27.36
Mon	08/30/04	189.66129	1.12729	46	5.9887			-5.9887	7.36	x	x	53.1342	27.70
Tue	08/31/04	189.68065	1.12741	47	6.1196			-6.1196	7.24	x	x	53.2651	27.82
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	1.12752	48	6.2504			-6.2504	7.13	x	x	53.3959	27.93
Thu	09/02/04	189.69000	1.12746	49	6.3803			-6.3803	7.19	x	x	53.5258	27.87
Fri	09/03/04	189.68000	1.12740	50	6.5101			-6.5101	7.25	x	x	53.6556	27.81
Mon	09/06/04	189.65000	1.12722	53	6.8996			-6.8996	7.43	x	x	54.0451	27.63
Tue	09/07/04	189.64000	1.12716	54	7.0294			-7.0294	7.49	x	x	54.1749	27.57
Wed	09/08/04	189.63000	1.12711	55	7.1593			-7.1593	7.54	x	x	54.3048	27.52
Thu	09/09/04	189.62000	1.12705	56	7.2891			-7.2891	7.60	x	x	54.4346	27.46
Fri	09/10/04	189.61000	1.12699	57	7.4188			-7.4188	7.66	x	x	54.5643	27.40
Mon	09/13/04	189.58000	1.12681	60	7.8081			-7.8081	7.84	x	x	54.9536	27.22
Tue	09/14/04	189.57000	1.12675	61	7.9378			-7.9378	7.90	x	x	55.0833	27.16
Wed	09/15/04	189.56000	1.12669	62	8.0675			-8.0675	7.96	x	x	55.2130	27.10
Thu	09/16/04	189.55000	1.12663	63	8.1972			-8.1972	8.02	x	x	55.3427	27.04
Fri	09/17/04	189.54000	1.12657	64	8.3268			-8.3268	8.08	x	x	55.4723	26.98
Mon	09/20/04	189.51000	1.12639	67	8.7157			-8.7157	8.26	x	x	55.8612	26.80
Tue	09/21/04	189.50000	1.12633	68	8.8454			-8.8454	8.32	x	x	55.9909	26.74
Wed	09/22/04	189.49000	1.12627	69	8.9750			-8.9750	8.38	x	x	56.1205	26.68
Thu	09/23/04	189.48000	1.12621	70	9.1046			-9.1046	8.44	x	x	56.2501	26.62
Fri	09/24/04	189.47000	1.12615	71	9.2341			-9.2341	8.50	x	x	56.3796	26.56
Mon	09/27/04	189.44000	1.12598	74	9.6228			-9.6228	8.67	x	x	56.7683	26.39
Tue	09/28/04	189.43000	1.12592	75	9.7524			-9.7524	8.73	x	x	56.8979	26.33
Wed	09/29/04	189.42000	1.12586	76	9.8819			-9.8819	8.79	x	x	57.0274	26.27
Thu	09/30/04	189.41000	1.12580	77	10.0114			-10.0114	8.85	x	x	57.1569	26.21
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	1.12574	78	10.1408			-10.1408	8.91	x	x	57.2863	26.15
Mon	10/04/04	189.40968	1.12580	81	10.5314			-10.5314	8.85	x	x	57.6769	26.21
Tue	10/05/04	189.41290	1.12581	82	10.6615			-10.6615	8.84	x	x	57.8070	26.22
Wed	10/06/04	189.41613	1.12583	83	10.7918			-10.7918	8.82	x	x	57.9373	26.24
Thu	10/07/04	189.41935	1.12585	84	10.9220			-10.9220	8.80	x	x	58.0675	26.26
Fri	10/08/04	189.42258	1.12587	85	11.0522			-11.0522	8.78	x	x	58.1977	26.28
Mon	10/11/04	189.43226	1.12593	88	11.4429			-11.4429	8.72	x	x	58.5884	26.34
Tue	10/12/04	189.43548	1.12595	89	11.5731			-11.5731	8.70	x	x	58.7186	26.36
Wed	10/13/04	189.43871	1.12597	90	11.7034			-11.7034	8.68	x	x	58.8489	26.38
Thu	10/14/04	189.44194	1.12599	91	11.8336			-11.8336	8.66	x	x	58.9791	26.40
Fri	10/15/04	189.44516	1.12601	92	11.9639			-11.9639	8.64	x	x	59.1094	26.42
Mon	10/18/04	189.45484	1.12606	95	12.3545			-12.3545	8.59	x	x	59.5000	26.47
Tue	10/19/04	189.45806	1.12608	96	12.4848			-12.4848	8.57	x	x	59.6303	26.49
Wed	10/20/04	189.46129	1.12610	97	12.6151			-12.6151	8.55	x	x	59.7606	26.51
Thu	10/21/04	189.46452	1.12612	98	12.7454			-12.7454	8.53	x	x	59.8909	26.53
Fri	10/22/04	189.46774	1.12614	99	12.8756			-12.8756	8.51	x	x	60.0211	26.55
Mon	10/25/04	189.47742	1.12620	102	13.2665			-13.2665	8.45	x	x	60.4120	26.61
Tue	10/26/04	189.48065	1.12622	103	13.3968			-13.3968	8.43	x	x	60.5423	26.63
Wed	10/27/04	189.48387	1.12624	104	13.5271			-13.5271	8.41	x	x	60.6726	26.65
Thu	10/28/04	189.48710	1.12626	105	13.6574			-13.6574	8.39	x	x	60.8029	26.67
Fri	10/29/04	189.49032	1.12628	106	13.7877			-13.7877	8.37	x	x	60.9332	26.69
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	1.12633	109	14.1786			-14.1786	8.32	x	x	61.3241	26.74
Tue	11/02/04	189.51333	1.12641	110	14.3097			-14.3097	8.24	x	x	61.4552	26.82
Wed	11/03/04	189.52667	1.12649	111	14.4408			-14.4408	8.16	x	x	61.5863	26.90
Thu	11/04/04	189.54000	1.12657	112	14.5719			-14.5719	8.08	x	x	61.7174	26.98
Fri	11/05/04	189.55333	1.12665	113	14.7031			-14.7031	8.00	x	x	61.8486	27.06
Mon	11/08/04	189.59333	1.12689	116	15.0967			-15.0967	7.76	x	x	62.2422	27.30
Tue	11/09/04	189.60667	1.12697	117	15.2279			-15.2279	7.68	x	x	62.3734	27.38
Wed	11/10/04	189.62000	1.12705	118	15.3591			-15.3591	7.60	x	x	62.5046	27.46
Thu	11/11/04	189.63333	1.12713	119	15.4904			-15.4904	7.52	x	x	62.6359	27.54
Fri	11/12/04	189.64667	1.12720	120	15.6215			-15.6215	7.45	x	x	62.7670	27.61
Mon	11/15/04	189.68667	1.12744	123	16.0155			-16.0155	7.21	x	x	63.1610	27.85
Tue	11/16/04	189.70000	1.12752	124	16.1468			-16.1468	7.13	x	x	63.2923	27.93
Wed	11/17/04	189.71333	1.12760	125	16.2782			-16.2782	7.05	x	x	63.4237	28.01
Thu	11/18/04	189.72667	1.12768	126	16.4096			-16.4096	6.97	x	x	63.5551	28.09
Fri	11/19/04	189.74000	1.12776	127	16.5410			-16.5410	6.89	x	x	63.6865	28.17
Mon	11/22/04	189.78000	1.12800	130	16.9353			-16.9353	6.65	x	x	64.0808	28.41
Tue	11/23/04	189.79333	1.12808	131	17.0668			-17.0668	6.57	x	x	64.2123	28.49
Wed	11/24/04	189.80667	1.12816	132	17.1983			-17.1983	6.49	x	x	64.3438	28.57
Thu	11/25/04	189.82000	1.12823	133	17.3297			-17.3297	6.42	x	x	64.4752	28.64
Fri	11/26/04	189.83333	1.12831	134	17.4612			-17.4612	6.34	x	x	64.6067	28.72
Mon	11/29/04	189.87333	1.12855	137	17.8559			-17.8559	6.10	x	x	65.0014	28.96
Tue	11/30/04	189.88667	1.12863	138	17.9875			-17.9875	6.02	x	x	65.1330	29.04
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	1.12871	139	18.1192			-18.1192	5.94	x	x	65.2647	29.12
Thu	12/02/04	189.93226	1.12890	140	18.2526			-18.2526	5.75	x	x	65.3981	29.31
Fri	12/03/04	189.96452	1.12909	141	18.3861			-18.3861	5.56	x	x	65.5316	29.50
Mon	12/06/04	190.06129	1.12967	144	18.7869			-18.7869	4.98	x	x	65.9324	30.08
Tue	12/07/04	190.09355	1.12986	145	18.9205			-18.9205	4.79	x	x	66.0660	30.27
Wed	12/08/04	190.12581	1.13005	146	19.0542			-19.0542	4.60	x	x	66.1997	30.46
Thu	12/09/04	190.15806	1.13024	147	19.1880			-19.1880	4.41	x	x	66.3335	30.65
Fri	12/10/04	190.19032	1.13044	148	19.3219			-19.3219	4.21	x	x	66.4674	30.85
Mon	12/13/04	190.28710	1.13101	151	19.7235			-19.7235	3.64	x	x	66.8690	31.42
Tue	12/14/04	190.31935	1.13120	152	19.8575			-19.8575	3.45	x	x	67.0030	31.61
Wed	12/15/04	190.35161	1.13139	153	19.9915			-19.9915	3.26	x	x	67.1370	31.80
Thu	12/16/04	190.38387	1.13159	154	20.1257			-20.1257	3.06	x	x	67.2712	32.00
Fri	12/17/04	190.41613	1.13178	155	20.2598			-20.2598	2.87	x	x	67.4053	32.19
Mon	12/20/04	190.51290	1.13235	158	20.6623			-20.6623	2.30	x	x	67.8078	32.76
Tue	12/21/04	190.54516	1.13254	159	20.7966			-20.7966	2.11	x	x	67.9421	32.95
Wed	12/22/04	190.57742	1.13274	160	20.9311			-20.9311	1.91	x	x	68.0766	33.15
Thu	12/23/04	190.60968	1.13293	161	21.0654			-21.0654	1.72	x	x	68.2109	33.34
Fri	12/24/04	190.64194	1.13312	162	21.1998			-21.1998	1.53	x	x	68.3453	33.53
Mon	12/27/04	190.73871	1.13370	165	21.6035			-21.6035	0.95	x	x	68.7490	34.11
Tue	12/28/04	190.77097	1.13389	166	21.7380			-21.7380	0.76	x	x	68.8835	34.30
Wed	12/29/04	190.80323	1.13408	167	21.8726			-21.8726	0.57	x	x	69.0181	34.49
Thu	12/30/04	190.83548	1.13427	168	22.0073			-22.0073	0.38	x	x	69.1528	34.68
Fri	12/31/04	190.86774	1.13446	169	22.1420			-22.1420	0.19	x	x	69.2875	34.87
Sat	01/01/05	190.90000	1.13465

Generated 03/09/11 23:47