3.5% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2011

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

CUSIP Number	9128276R8	Interest 01/15/04 (184 days)	$18.5789
Dated Date	January 15, 2001	Interest 07/15/04 (182 days)	$18.9530
Ref CPI on Dated Date	174.04516	Interest Total	$37.5319
Original Issue Date	January 16, 2001	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	1.06294	170	17.1861	x	x	20.3458	33.90			17.1861	0.00
Fri	01/02/04	184.98387	1.06285	171	17.2858	x	x	20.2461	33.99			17.2858	-0.09
Mon	01/05/04	184.93548	1.06257	174	17.5844	x	x	19.9475	34.27			17.5844	-0.37
Tue	01/06/04	184.91935	1.06248	175	17.6839	x	x	19.8480	34.36			17.6839	-0.46
Wed	01/07/04	184.90323	1.06239	176	17.7835	x	x	19.7484	34.45			17.7835	-0.55
Thu	01/08/04	184.88710	1.06229	177	17.8828	x	x	19.6491	34.55			17.8828	-0.65
Fri	01/09/04	184.87097	1.06220	178	17.9824	x	x	19.5495	34.64			17.9824	-0.74
Mon	01/12/04	184.82258	1.06192	181	18.2806	x	x	19.2513	34.92			18.2806	-1.02
Tue	01/13/04	184.80645	1.06183	182	18.3800	x	x	19.1519	35.01			18.3800	-1.11
Wed	01/14/04	184.79032	1.06174	183	18.4795	x	x	19.0524	35.10			18.4795	-1.20
Thu	01/15/04	184.77419	1.06165	0	0.0000		x	18.9530	35.19	x		18.5789	-1.29
Fri	01/16/04	184.75806	1.06155	1	0.1021		x	18.8509	35.29	x		18.6810	-1.39
Mon	01/19/04	184.70968	1.06127	4	0.4082		x	18.5448	35.57	x		18.9871	-1.67
Tue	01/20/04	184.69355	1.06118	5	0.5102		x	18.4428	35.66	x		19.0891	-1.76
Wed	01/21/04	184.67742	1.06109	6	0.6122		x	18.3408	35.75	x		19.1911	-1.85
Thu	01/22/04	184.66129	1.06100	7	0.7141		x	18.2389	35.84	x		19.2930	-1.94
Fri	01/23/04	184.64516	1.06090	8	0.8161		x	18.1369	35.94	x		19.3950	-2.04
Mon	01/26/04	184.59677	1.06063	11	1.1218		x	17.8312	36.21	x		19.7007	-2.31
Tue	01/27/04	184.58065	1.06053	12	1.2237		x	17.7293	36.31	x		19.8026	-2.41
Wed	01/28/04	184.56452	1.06044	13	1.3256		x	17.6274	36.40	x		19.9045	-2.50
Thu	01/29/04	184.54839	1.06035	14	1.4274		x	17.5256	36.49	x		20.0063	-2.59
Fri	01/30/04	184.53226	1.06026	15	1.5292		x	17.4238	36.58	x		20.1081	-2.68
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	1.06003	18	1.8347		x	17.1183	36.81	x		20.4136	-2.91
Tue	02/03/04	184.48621	1.05999	19	1.9365		x	17.0165	36.85	x		20.5154	-2.95
Wed	02/04/04	184.47931	1.05995	20	2.0384		x	16.9146	36.89	x		20.6173	-2.99
Thu	02/05/04	184.47241	1.05991	21	2.1402		x	16.8128	36.93	x		20.7191	-3.03
Fri	02/06/04	184.46552	1.05987	22	2.2420		x	16.7110	36.97	x		20.8209	-3.07
Mon	02/09/04	184.44483	1.05975	25	2.5475		x	16.4055	37.09	x		21.1264	-3.19
Tue	02/10/04	184.43793	1.05971	26	2.6493		x	16.3037	37.13	x		21.2282	-3.23
Wed	02/11/04	184.43103	1.05967	27	2.7511		x	16.2019	37.17	x		21.3300	-3.27
Thu	02/12/04	184.42414	1.05963	28	2.8529		x	16.1001	37.21	x		21.4318	-3.31
Fri	02/13/04	184.41724	1.05959	29	2.9546		x	15.9984	37.25	x		21.5335	-3.35
Mon	02/16/04	184.39655	1.05948	32	3.2599		x	15.6931	37.36	x		21.8388	-3.46
Tue	02/17/04	184.38966	1.05944	33	3.3617		x	15.5913	37.40	x		21.9406	-3.50
Wed	02/18/04	184.38276	1.05940	34	3.4634		x	15.4896	37.44	x		22.0423	-3.54
Thu	02/19/04	184.37586	1.05936	35	3.5652		x	15.3878	37.48	x		22.1441	-3.58
Fri	02/20/04	184.36897	1.05932	36	3.6669		x	15.2861	37.52	x		22.2458	-3.62
Mon	02/23/04	184.34828	1.05920	39	3.9720		x	14.9810	37.64	x		22.5509	-3.74
Tue	02/24/04	184.34138	1.05916	40	4.0737		x	14.8793	37.68	x		22.6526	-3.78
Wed	02/25/04	184.33448	1.05912	41	4.1754		x	14.7776	37.72	x		22.7543	-3.82
Thu	02/26/04	184.32759	1.05908	42	4.2771		x	14.6759	37.76	x		22.8560	-3.86
Fri	02/27/04	184.32069	1.05904	43	4.3787		x	14.5743	37.80	x		22.9576	-3.90
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	1.05892	46	4.6837		x	14.2693	37.92	x		23.2626	-4.02
Tue	03/02/04	184.32903	1.05909	47	4.7863		x	14.1667	37.75	x		23.3652	-3.85
Wed	03/03/04	184.35806	1.05925	48	4.8888		x	14.0642	37.59	x		23.4677	-3.69
Thu	03/04/04	184.38710	1.05942	49	4.9915		x	13.9615	37.42	x		23.5704	-3.52
Fri	03/05/04	184.41613	1.05959	50	5.0942		x	13.8588	37.25	x		23.6731	-3.35
Mon	03/08/04	184.50323	1.06009	53	5.4024		x	13.5506	36.75	x		23.9813	-2.85
Tue	03/09/04	184.53226	1.06026	54	5.5052		x	13.4478	36.58	x		24.0841	-2.68
Wed	03/10/04	184.56129	1.06042	55	5.6080		x	13.3450	36.42	x		24.1869	-2.52
Thu	03/11/04	184.59032	1.06059	56	5.7109		x	13.2421	36.25	x		24.2898	-2.35
Fri	03/12/04	184.61935	1.06076	57	5.8138		x	13.1392	36.08	x		24.3927	-2.18
Mon	03/15/04	184.70645	1.06126	60	6.1227		x	12.8303	35.58	x		24.7016	-1.68
Tue	03/16/04	184.73548	1.06142	61	6.2256		x	12.7274	35.42	x		24.8045	-1.52
Wed	03/17/04	184.76452	1.06159	62	6.3287		x	12.6243	35.25	x		24.9076	-1.35
Thu	03/18/04	184.79355	1.06176	63	6.4318		x	12.5212	35.08	x		25.0107	-1.18
Fri	03/19/04	184.82258	1.06192	64	6.5349		x	12.4181	34.92	x		25.1138	-1.02
Mon	03/22/04	184.90968	1.06242	67	6.8444		x	12.1086	34.42	x		25.4233	-0.52
Tue	03/23/04	184.93871	1.06259	68	6.9477		x	12.0053	34.25	x		25.5266	-0.35
Wed	03/24/04	184.96774	1.06276	69	7.0510		x	11.9020	34.08	x		25.6299	-0.18
Thu	03/25/04	184.99677	1.06292	70	7.1543		x	11.7987	33.92	x		25.7332	-0.02
Fri	03/26/04	185.02581	1.06309	71	7.2576		x	11.6954	33.75	x		25.8365	0.15
Mon	03/29/04	185.11290	1.06359	74	7.5679		x	11.3851	33.25	x		26.1468	0.65
Tue	03/30/04	185.14194	1.06376	75	7.6713		x	11.2817	33.08	x		26.2502	0.82
Wed	03/31/04	185.17097	1.06392	76	7.7748		x	11.1782	32.92	x		26.3537	0.98
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	1.06409	77	7.8784		x	11.0746	32.75	x		26.4573	1.15
Fri	04/02/04	185.23333	1.06428	78	7.9821		x	10.9709	32.56	x		26.5610	1.34
Mon	04/05/04	185.33333	1.06486	81	8.2936		x	10.6594	31.98	x		26.8725	1.92
Tue	04/06/04	185.36667	1.06505	82	8.3975		x	10.5555	31.79	x		26.9764	2.11
Wed	04/07/04	185.40000	1.06524	83	8.5014		x	10.4516	31.60	x		27.0803	2.30
Thu	04/08/04	185.43333	1.06543	84	8.6054		x	10.3476	31.41	x		27.1843	2.49
Fri	04/09/04	185.46667	1.06562	85	8.7094		x	10.2436	31.22	x		27.2883	2.68
Mon	04/12/04	185.56667	1.06620	88	9.0217		x	9.9313	30.64	x		27.6006	3.26
Tue	04/13/04	185.60000	1.06639	89	9.1258		x	9.8272	30.45	x		27.7047	3.45
Wed	04/14/04	185.63333	1.06658	90	9.2300		x	9.7230	30.26	x		27.8089	3.64
Thu	04/15/04	185.66667	1.06677	91	9.3342		x	9.6188	30.07	x		27.9131	3.83
Fri	04/16/04	185.70000	1.06696	92	9.4385		x	9.5145	29.88	x		28.0174	4.02
Mon	04/19/04	185.80000	1.06754	95	9.7516		x	9.2014	29.30	x		28.3305	4.60
Tue	04/20/04	185.83333	1.06773	96	9.8560		x	9.0970	29.11	x		28.4349	4.79
Wed	04/21/04	185.86667	1.06792	97	9.9604		x	8.9926	28.92	x		28.5393	4.98
Thu	04/22/04	185.90000	1.06811	98	10.0649		x	8.8881	28.73	x		28.6438	5.17
Fri	04/23/04	185.93333	1.06831	99	10.1695		x	8.7835	28.53	x		28.7484	5.37
Mon	04/26/04	186.03333	1.06888	102	10.4832		x	8.4698	27.96	x		29.0621	5.94
Tue	04/27/04	186.06667	1.06907	103	10.5879		x	8.3651	27.77	x		29.1668	6.13
Wed	04/28/04	186.10000	1.06926	104	10.6926		x	8.2604	27.58	x		29.2715	6.32
Thu	04/29/04	186.13333	1.06945	105	10.7973		x	8.1557	27.39	x		29.3762	6.51
Fri	04/30/04	186.16667	1.06965	106	10.9022		x	8.0508	27.19	x		29.4811	6.71
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	05/03/04	186.27742	1.07028	109	11.2174		x	7.7356	26.56	x		29.7963	7.34
Tue	05/04/04	186.31613	1.07050	110	11.3226		x	7.6304	26.34	x		29.9015	7.56
Wed	05/05/04	186.35484	1.07073	111	11.4280		x	7.5250	26.11	x		30.0069	7.79
Thu	05/06/04	186.39355	1.07095	112	11.5333		x	7.4197	25.89	x		30.1122	8.01
Fri	05/07/04	186.43226	1.07117	113	11.6387		x	7.3143	25.67	x		30.2176	8.23
Mon	05/10/04	186.54839	1.07184	116	11.9551		x	6.9979	25.00	x		30.5340	8.90
Tue	05/11/04	186.58710	1.07206	117	12.0607		x	6.8923	24.78	x		30.6396	9.12
Wed	05/12/04	186.62581	1.07228	118	12.1663		x	6.7867	24.56	x		30.7452	9.34
Thu	05/13/04	186.66452	1.07251	119	12.2720		x	6.6810	24.33	x		30.8509	9.57
Fri	05/14/04	186.70323	1.07273	120	12.3777		x	6.5753	24.11	x		30.9566	9.79
Mon	05/17/04	186.81935	1.07340	123	12.6950		x	6.2580	23.44	x		31.2739	10.46
Tue	05/18/04	186.85806	1.07362	124	12.8009		x	6.1521	23.22	x		31.3798	10.68
Wed	05/19/04	186.89677	1.07384	125	12.9067		x	6.0463	23.00	x		31.4856	10.90
Thu	05/20/04	186.93548	1.07406	126	13.0127		x	5.9403	22.78	x		31.5916	11.12
Fri	05/21/04	186.97419	1.07429	127	13.1187		x	5.8343	22.55	x		31.6976	11.35
Mon	05/24/04	187.09032	1.07495	130	13.4369		x	5.5161	21.89	x		32.0158	12.01
Tue	05/25/04	187.12903	1.07518	131	13.5431		x	5.4099	21.66	x		32.1220	12.24
Wed	05/26/04	187.16774	1.07540	132	13.6493		x	5.3037	21.44	x		32.2282	12.46
Thu	05/27/04	187.20645	1.07562	133	13.7555		x	5.1975	21.22	x		32.3344	12.68
Fri	05/28/04	187.24516	1.07584	134	13.8618		x	5.0912	21.00	x		32.4407	12.90
Mon	05/31/04	187.36129	1.07651	137	14.1809		x	4.7721	20.33	x		32.7598	13.57
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	06/01/04	187.40000	1.07673	138	14.2874		x	4.6656	20.11	x		32.8663	13.79
Wed	06/02/04	187.42000	1.07685	139	14.3925		x	4.5605	19.99	x		32.9714	13.91
Thu	06/03/04	187.44000	1.07696	140	14.4975		x	4.4555	19.88	x		33.0764	14.02
Fri	06/04/04	187.46000	1.07708	141	14.6027		x	4.3503	19.76	x		33.1816	14.14
Mon	06/07/04	187.52000	1.07742	144	14.9181		x	4.0349	19.42	x		33.4970	14.48
Tue	06/08/04	187.54000	1.07754	145	15.0234		x	3.9296	19.30	x		33.6023	14.60
Wed	06/09/04	187.56000	1.07765	146	15.1285		x	3.8245	19.19	x		33.7074	14.71
Thu	06/10/04	187.58000	1.07777	147	15.2339		x	3.7191	19.07	x		33.8128	14.83
Fri	06/11/04	187.60000	1.07788	148	15.3391		x	3.6139	18.96	x		33.9180	14.94
Mon	06/14/04	187.66000	1.07823	151	15.6551		x	3.2979	18.61	x		34.2340	15.29
Tue	06/15/04	187.68000	1.07834	152	15.7604		x	3.1926	18.50	x		34.3393	15.40
Wed	06/16/04	187.70000	1.07846	153	15.8658		x	3.0872	18.38	x		34.4447	15.52
Thu	06/17/04	187.72000	1.07857	154	15.9711		x	2.9819	18.27	x		34.5500	15.63
Fri	06/18/04	187.74000	1.07869	155	16.0766		x	2.8764	18.15	x		34.6555	15.75
Mon	06/21/04	187.80000	1.07903	158	16.3930		x	2.5600	17.81	x		34.9719	16.09
Tue	06/22/04	187.82000	1.07915	159	16.4985		x	2.4545	17.69	x		35.0774	16.21
Wed	06/23/04	187.84000	1.07926	160	16.6040		x	2.3490	17.58	x		35.1829	16.32
Thu	06/24/04	187.86000	1.07938	161	16.7096		x	2.2434	17.46	x		35.2885	16.44
Fri	06/25/04	187.88000	1.07949	162	16.8151		x	2.1379	17.35	x		35.3940	16.55
Mon	06/28/04	187.94000	1.07983	165	17.1319		x	1.8211	17.01	x		35.7108	16.89
Tue	06/29/04	187.96000	1.07995	166	17.2377		x	1.7153	16.89	x		35.8166	17.01
Wed	06/30/04	187.98000	1.08006	167	17.3433		x	1.6097	16.78	x		35.9222	17.12
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	1.08018	168	17.4491		x	1.5039	16.66	x		36.0280	17.24
Fri	07/02/04	188.03548	1.08038	169	17.5562		x	1.3968	16.46	x		36.1351	17.44
Mon	07/05/04	188.14194	1.08099	172	17.8779		x	1.0751	15.85	x		36.4568	18.05
Tue	07/06/04	188.17742	1.08120	173	17.9853		x	0.9677	15.64	x		36.5642	18.26
Wed	07/07/04	188.21290	1.08140	174	18.0927		x	0.8603	15.44	x		36.6716	18.46
Thu	07/08/04	188.24839	1.08161	175	18.2002		x	0.7528	15.23	x		36.7791	18.67
Fri	07/09/04	188.28387	1.08181	176	18.3076		x	0.6454	15.03	x		36.8865	18.87
Mon	07/12/04	188.39032	1.08242	179	18.6301		x	0.3229	14.42	x		37.2090	19.48
Tue	07/13/04	188.42581	1.08263	180	18.7378		x	0.2152	14.21	x		37.3167	19.69
Wed	07/14/04	188.46129	1.08283	181	18.8454		x	0.1076	14.01	x		37.4243	19.89
Thu	07/15/04	188.49677	1.08303	0	0.0000			0.0000	13.81	x	x	37.5319	20.09
Fri	07/16/04	188.53226	1.08324	1	0.1030			-0.1030	13.60	x	x	37.6349	20.30
Mon	07/19/04	188.63871	1.08385	4	0.4123			-0.4123	12.99	x	x	37.9442	20.91
Tue	07/20/04	188.67419	1.08405	5	0.5155			-0.5155	12.79	x	x	38.0474	21.11
Wed	07/21/04	188.70968	1.08426	6	0.6187			-0.6187	12.58	x	x	38.1506	21.32
Thu	07/22/04	188.74516	1.08446	7	0.7220			-0.7220	12.38	x	x	38.2539	21.52
Fri	07/23/04	188.78065	1.08466	8	0.8253			-0.8253	12.18	x	x	38.3572	21.72
Mon	07/26/04	188.88710	1.08528	11	1.1354			-1.1354	11.56	x	x	38.6673	22.34
Tue	07/27/04	188.92258	1.08548	12	1.2389			-1.2389	11.36	x	x	38.7708	22.54
Wed	07/28/04	188.95806	1.08568	13	1.3423			-1.3423	11.16	x	x	38.8742	22.74
Thu	07/29/04	188.99355	1.08589	14	1.4459			-1.4459	10.95	x	x	38.9778	22.95
Fri	07/30/04	189.02903	1.08609	15	1.5494			-1.5494	10.75	x	x	39.0813	23.15
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	1.08661	18	1.8602			-1.8602	10.23	x	x	39.3921	23.67
Tue	08/03/04	189.13871	1.08672	19	1.9638			-1.9638	10.12	x	x	39.4957	23.78
Wed	08/04/04	189.15806	1.08683	20	2.0673			-2.0673	10.01	x	x	39.5992	23.89
Thu	08/05/04	189.17742	1.08694	21	2.1709			-2.1709	9.90	x	x	39.7028	24.00
Fri	08/06/04	189.19677	1.08706	22	2.2746			-2.2746	9.78	x	x	39.8065	24.12
Mon	08/09/04	189.25484	1.08739	25	2.5855			-2.5855	9.45	x	x	40.1174	24.45
Tue	08/10/04	189.27419	1.08750	26	2.6892			-2.6892	9.34	x	x	40.2211	24.56
Wed	08/11/04	189.29355	1.08761	27	2.7929			-2.7929	9.23	x	x	40.3248	24.67
Thu	08/12/04	189.31290	1.08772	28	2.8966			-2.8966	9.12	x	x	40.4285	24.78
Fri	08/13/04	189.33226	1.08783	29	3.0004			-3.0004	9.01	x	x	40.5323	24.89
Mon	08/16/04	189.39032	1.08817	32	3.3118			-3.3118	8.67	x	x	40.8437	25.23
Tue	08/17/04	189.40968	1.08828	33	3.4157			-3.4157	8.56	x	x	40.9476	25.34
Wed	08/18/04	189.42903	1.08839	34	3.5195			-3.5195	8.45	x	x	41.0514	25.45
Thu	08/19/04	189.44839	1.08850	35	3.6234			-3.6234	8.34	x	x	41.1553	25.56
Fri	08/20/04	189.46774	1.08861	36	3.7273			-3.7273	8.23	x	x	41.2592	25.67
Mon	08/23/04	189.52581	1.08895	39	4.0392			-4.0392	7.89	x	x	41.5711	26.01
Tue	08/24/04	189.54516	1.08906	40	4.1432			-4.1432	7.78	x	x	41.6751	26.12
Wed	08/25/04	189.56452	1.08917	41	4.2472			-4.2472	7.67	x	x	41.7791	26.23
Thu	08/26/04	189.58387	1.08928	42	4.3512			-4.3512	7.56	x	x	41.8831	26.34
Fri	08/27/04	189.60323	1.08939	43	4.4552			-4.4552	7.45	x	x	41.9871	26.45
Mon	08/30/04	189.66129	1.08972	46	4.7675			-4.7675	7.12	x	x	42.2994	26.78
Tue	08/31/04	189.68065	1.08984	47	4.8717			-4.8717	7.00	x	x	42.4036	26.90
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	1.08995	48	4.9759			-4.9759	6.89	x	x	42.5078	27.01
Thu	09/02/04	189.69000	1.08989	49	5.0792			-5.0792	6.95	x	x	42.6111	26.95
Fri	09/03/04	189.68000	1.08983	50	5.1826			-5.1826	7.01	x	x	42.7145	26.89
Mon	09/06/04	189.65000	1.08966	53	5.4927			-5.4927	7.18	x	x	43.0246	26.72
Tue	09/07/04	189.64000	1.08960	54	5.5960			-5.5960	7.24	x	x	43.1279	26.66
Wed	09/08/04	189.63000	1.08954	55	5.6994			-5.6994	7.30	x	x	43.2313	26.60
Thu	09/09/04	189.62000	1.08949	56	5.8027			-5.8027	7.35	x	x	43.3346	26.55
Fri	09/10/04	189.61000	1.08943	57	5.9060			-5.9060	7.41	x	x	43.4379	26.49
Mon	09/13/04	189.58000	1.08926	60	6.2159			-6.2159	7.58	x	x	43.7478	26.32
Tue	09/14/04	189.57000	1.08920	61	6.3191			-6.3191	7.64	x	x	43.8510	26.26
Wed	09/15/04	189.56000	1.08914	62	6.4224			-6.4224	7.70	x	x	43.9543	26.20
Thu	09/16/04	189.55000	1.08909	63	6.5257			-6.5257	7.75	x	x	44.0576	26.15
Fri	09/17/04	189.54000	1.08903	64	6.6289			-6.6289	7.81	x	x	44.1608	26.09
Mon	09/20/04	189.51000	1.08886	67	6.9385			-6.9385	7.98	x	x	44.4704	25.92
Tue	09/21/04	189.50000	1.08880	68	7.0417			-7.0417	8.04	x	x	44.5736	25.86
Wed	09/22/04	189.49000	1.08874	69	7.1449			-7.1449	8.10	x	x	44.6768	25.80
Thu	09/23/04	189.48000	1.08868	70	7.2480			-7.2480	8.16	x	x	44.7799	25.74
Fri	09/24/04	189.47000	1.08863	71	7.3512			-7.3512	8.21	x	x	44.8831	25.69
Mon	09/27/04	189.44000	1.08845	74	7.6606			-7.6606	8.39	x	x	45.1925	25.51
Tue	09/28/04	189.43000	1.08840	75	7.7637			-7.7637	8.44	x	x	45.2956	25.46
Wed	09/29/04	189.42000	1.08834	76	7.8668			-7.8668	8.50	x	x	45.3987	25.40
Thu	09/30/04	189.41000	1.08828	77	7.9699			-7.9699	8.56	x	x	45.5018	25.34
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	1.08822	78	8.0729			-8.0729	8.62	x	x	45.6048	25.28
Mon	10/04/04	189.40968	1.08828	81	8.3839			-8.3839	8.56	x	x	45.9158	25.34
Tue	10/05/04	189.41290	1.08830	82	8.4876			-8.4876	8.54	x	x	46.0195	25.36
Wed	10/06/04	189.41613	1.08832	83	8.5912			-8.5912	8.52	x	x	46.1231	25.38
Thu	10/07/04	189.41935	1.08833	84	8.6948			-8.6948	8.51	x	x	46.2267	25.39
Fri	10/08/04	189.42258	1.08835	85	8.7985			-8.7985	8.49	x	x	46.3304	25.41
Mon	10/11/04	189.43226	1.08841	88	9.1095			-9.1095	8.43	x	x	46.6414	25.47
Tue	10/12/04	189.43548	1.08843	89	9.2132			-9.2132	8.41	x	x	46.7451	25.49
Wed	10/13/04	189.43871	1.08845	90	9.3169			-9.3169	8.39	x	x	46.8488	25.51
Thu	10/14/04	189.44194	1.08846	91	9.4205			-9.4205	8.38	x	x	46.9524	25.52
Fri	10/15/04	189.44516	1.08848	92	9.5242			-9.5242	8.36	x	x	47.0561	25.54
Mon	10/18/04	189.45484	1.08854	95	9.8353			-9.8353	8.30	x	x	47.3672	25.60
Tue	10/19/04	189.45806	1.08856	96	9.9390			-9.9390	8.28	x	x	47.4709	25.62
Wed	10/20/04	189.46129	1.08858	97	10.0427			-10.0427	8.26	x	x	47.5746	25.64
Thu	10/21/04	189.46452	1.08859	98	10.1464			-10.1464	8.25	x	x	47.6783	25.65
Fri	10/22/04	189.46774	1.08861	99	10.2501			-10.2501	8.23	x	x	47.7820	25.67
Mon	10/25/04	189.47742	1.08867	102	10.5613			-10.5613	8.17	x	x	48.0932	25.73
Tue	10/26/04	189.48065	1.08869	103	10.6650			-10.6650	8.15	x	x	48.1969	25.75
Wed	10/27/04	189.48387	1.08871	104	10.7688			-10.7688	8.13	x	x	48.3007	25.77
Thu	10/28/04	189.48710	1.08872	105	10.8724			-10.8724	8.12	x	x	48.4043	25.78
Fri	10/29/04	189.49032	1.08874	106	10.9762			-10.9762	8.10	x	x	48.5081	25.80
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	1.08880	109	11.2874			-11.2874	8.04	x	x	48.8193	25.86
Tue	11/02/04	189.51333	1.08887	110	11.3917			-11.3917	7.97	x	x	48.9236	25.93
Wed	11/03/04	189.52667	1.08895	111	11.4961			-11.4961	7.89	x	x	49.0280	26.01
Thu	11/04/04	189.54000	1.08903	112	11.6005			-11.6005	7.81	x	x	49.1324	26.09
Fri	11/05/04	189.55333	1.08910	113	11.7049			-11.7049	7.74	x	x	49.2368	26.16
Mon	11/08/04	189.59333	1.08933	116	12.0182			-12.0182	7.51	x	x	49.5501	26.39
Tue	11/09/04	189.60667	1.08941	117	12.1226			-12.1226	7.43	x	x	49.6545	26.47
Wed	11/10/04	189.62000	1.08949	118	12.2272			-12.2272	7.35	x	x	49.7591	26.55
Thu	11/11/04	189.63333	1.08956	119	12.3316			-12.3316	7.28	x	x	49.8635	26.62
Fri	11/12/04	189.64667	1.08964	120	12.4361			-12.4361	7.20	x	x	49.9680	26.70
Mon	11/15/04	189.68667	1.08987	123	12.7497			-12.7497	6.97	x	x	50.2816	26.93
Tue	11/16/04	189.70000	1.08995	124	12.8543			-12.8543	6.89	x	x	50.3862	27.01
Wed	11/17/04	189.71333	1.09002	125	12.9588			-12.9588	6.82	x	x	50.4907	27.08
Thu	11/18/04	189.72667	1.09010	126	13.0634			-13.0634	6.74	x	x	50.5953	27.16
Fri	11/19/04	189.74000	1.09018	127	13.1681			-13.1681	6.66	x	x	50.7000	27.24
Mon	11/22/04	189.78000	1.09041	130	13.4820			-13.4820	6.43	x	x	51.0139	27.47
Tue	11/23/04	189.79333	1.09048	131	13.5866			-13.5866	6.36	x	x	51.1185	27.54
Wed	11/24/04	189.80667	1.09056	132	13.6913			-13.6913	6.28	x	x	51.2232	27.62
Thu	11/25/04	189.82000	1.09064	133	13.7960			-13.7960	6.20	x	x	51.3279	27.70
Fri	11/26/04	189.83333	1.09071	134	13.9006			-13.9006	6.13	x	x	51.4325	27.77
Mon	11/29/04	189.87333	1.09094	137	14.2148			-14.2148	5.90	x	x	51.7467	28.00
Tue	11/30/04	189.88667	1.09102	138	14.3196			-14.3196	5.82	x	x	51.8515	28.08
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	1.09110	139	14.4245			-14.4245	5.74	x	x	51.9564	28.16
Thu	12/02/04	189.93226	1.09128	140	14.5306			-14.5306	5.56	x	x	52.0625	28.34
Fri	12/03/04	189.96452	1.09147	141	14.6370			-14.6370	5.37	x	x	52.1689	28.53
Mon	12/06/04	190.06129	1.09202	144	14.9559			-14.9559	4.82	x	x	52.4878	29.08
Tue	12/07/04	190.09355	1.09221	145	15.0624			-15.0624	4.63	x	x	52.5943	29.27
Wed	12/08/04	190.12581	1.09239	146	15.1688			-15.1688	4.45	x	x	52.7007	29.45
Thu	12/09/04	190.15806	1.09258	147	15.2753			-15.2753	4.26	x	x	52.8072	29.64
Fri	12/10/04	190.19032	1.09276	148	15.3818			-15.3818	4.08	x	x	52.9137	29.82
Mon	12/13/04	190.28710	1.09332	151	15.7016			-15.7016	3.52	x	x	53.2335	30.38
Tue	12/14/04	190.31935	1.09351	152	15.8084			-15.8084	3.33	x	x	53.3403	30.57
Wed	12/15/04	190.35161	1.09369	153	15.9150			-15.9150	3.15	x	x	53.4469	30.75
Thu	12/16/04	190.38387	1.09388	154	16.0218			-16.0218	2.96	x	x	53.5537	30.94
Fri	12/17/04	190.41613	1.09406	155	16.1285			-16.1285	2.78	x	x	53.6604	31.12
Mon	12/20/04	190.51290	1.09462	158	16.4490			-16.4490	2.22	x	x	53.9809	31.68
Tue	12/21/04	190.54516	1.09480	159	16.5559			-16.5559	2.04	x	x	54.0878	31.86
Wed	12/22/04	190.57742	1.09499	160	16.6629			-16.6629	1.85	x	x	54.1948	32.05
Thu	12/23/04	190.60968	1.09517	161	16.7698			-16.7698	1.67	x	x	54.3017	32.23
Fri	12/24/04	190.64194	1.09536	162	16.8769			-16.8769	1.48	x	x	54.4088	32.42
Mon	12/27/04	190.73871	1.09592	165	17.1982			-17.1982	0.92	x	x	54.7301	32.98
Tue	12/28/04	190.77097	1.09610	166	17.3053			-17.3053	0.74	x	x	54.8372	33.16
Wed	12/29/04	190.80323	1.09629	167	17.4125			-17.4125	0.55	x	x	54.9444	33.35
Thu	12/30/04	190.83548	1.09647	168	17.5197			-17.5197	0.37	x	x	55.0516	33.53
Fri	12/31/04	190.86774	1.09666	169	17.6270			-17.6270	0.18	x	x	55.1589	33.72
Sat	01/01/05	190.90000	1.09684

Generated 03/09/11 23:47