3.375% 30.5-Year Treasury Inflation Protected Security (TIPS) due April 15, 2032

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

CUSIP Number	912810FQ6	Interest 04/15/04 (183 days)	$17.6514
Dated Date	October 15, 2001	Interest 10/15/04 (183 days)	$18.0107
Ref CPI on Dated Date	177.50000	Interest Total	$35.6621
Original Issue Date	October 15, 2001	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	1.04225	78	7.4965	x	x	28.1656	33.24			7.4965	0.00
Fri	01/02/04	184.98387	1.04216	79	7.5920	x	x	28.0701	33.33			7.5920	-0.09
Mon	01/05/04	184.93548	1.04189	82	7.8782	x	x	27.7839	33.60			7.8782	-0.36
Tue	01/06/04	184.91935	1.04180	83	7.9736	x	x	27.6885	33.69			7.9736	-0.45
Wed	01/07/04	184.90323	1.04171	84	8.0690	x	x	27.5931	33.78			8.0690	-0.54
Thu	01/08/04	184.88710	1.04162	85	8.1643	x	x	27.4978	33.87			8.1643	-0.63
Fri	01/09/04	184.87097	1.04153	86	8.2597	x	x	27.4024	33.96			8.2597	-0.72
Mon	01/12/04	184.82258	1.04125	89	8.5455	x	x	27.1166	34.24			8.5455	-1.00
Tue	01/13/04	184.80645	1.04116	90	8.6408	x	x	27.0213	34.33			8.6408	-1.09
Wed	01/14/04	184.79032	1.04107	91	8.7360	x	x	26.9261	34.42			8.7360	-1.18
Thu	01/15/04	184.77419	1.04098	92	8.8313	x	x	26.8308	34.51			8.8313	-1.27
Fri	01/16/04	184.75806	1.04089	93	8.9265	x	x	26.7356	34.60			8.9265	-1.36
Mon	01/19/04	184.70968	1.04062	96	9.2120	x	x	26.4501	34.87			9.2120	-1.63
Tue	01/20/04	184.69355	1.04053	97	9.3072	x	x	26.3549	34.96			9.3072	-1.72
Wed	01/21/04	184.67742	1.04044	98	9.4023	x	x	26.2598	35.05			9.4023	-1.81
Thu	01/22/04	184.66129	1.04035	99	9.4975	x	x	26.1646	35.14			9.4975	-1.90
Fri	01/23/04	184.64516	1.04025	100	9.5925	x	x	26.0696	35.24			9.5925	-2.00
Mon	01/26/04	184.59677	1.03998	103	9.8777	x	x	25.7844	35.51			9.8777	-2.27
Tue	01/27/04	184.58065	1.03989	104	9.9727	x	x	25.6894	35.60			9.9727	-2.36
Wed	01/28/04	184.56452	1.03980	105	10.0677	x	x	25.5944	35.69			10.0677	-2.45
Thu	01/29/04	184.54839	1.03971	106	10.1627	x	x	25.4994	35.78			10.1627	-2.54
Fri	01/30/04	184.53226	1.03962	107	10.2577	x	x	25.4044	35.87			10.2577	-2.63
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	1.03940	110	10.5431	x	x	25.1190	36.09			10.5431	-2.85
Tue	02/03/04	184.48621	1.03936	111	10.6385	x	x	25.0236	36.13			10.6385	-2.89
Wed	02/04/04	184.47931	1.03932	112	10.7340	x	x	24.9281	36.17			10.7340	-2.93
Thu	02/05/04	184.47241	1.03928	113	10.8294	x	x	24.8327	36.21			10.8294	-2.97
Fri	02/06/04	184.46552	1.03924	114	10.9248	x	x	24.7373	36.25			10.9248	-3.01
Mon	02/09/04	184.44483	1.03913	117	11.2111	x	x	24.4510	36.36			11.2111	-3.12
Tue	02/10/04	184.43793	1.03909	118	11.3065	x	x	24.3556	36.40			11.3065	-3.16
Wed	02/11/04	184.43103	1.03905	119	11.4019	x	x	24.2602	36.44			11.4019	-3.20
Thu	02/12/04	184.42414	1.03901	120	11.4972	x	x	24.1649	36.48			11.4972	-3.24
Fri	02/13/04	184.41724	1.03897	121	11.5926	x	x	24.0695	36.52			11.5926	-3.28
Mon	02/16/04	184.39655	1.03885	124	11.8787	x	x	23.7834	36.64			11.8787	-3.40
Tue	02/17/04	184.38966	1.03881	125	11.9740	x	x	23.6881	36.68			11.9740	-3.44
Wed	02/18/04	184.38276	1.03878	126	12.0694	x	x	23.5927	36.71			12.0694	-3.47
Thu	02/19/04	184.37586	1.03874	127	12.1648	x	x	23.4973	36.75			12.1648	-3.51
Fri	02/20/04	184.36897	1.03870	128	12.2601	x	x	23.4020	36.79			12.2601	-3.55
Mon	02/23/04	184.34828	1.03858	131	12.5460	x	x	23.1161	36.91			12.5460	-3.67
Tue	02/24/04	184.34138	1.03854	132	12.6412	x	x	23.0209	36.95			12.6412	-3.71
Wed	02/25/04	184.33448	1.03850	133	12.7365	x	x	22.9256	36.99			12.7365	-3.75
Thu	02/26/04	184.32759	1.03847	134	12.8319	x	x	22.8302	37.02			12.8319	-3.78
Fri	02/27/04	184.32069	1.03843	135	12.9272	x	x	22.7349	37.06			12.9272	-3.82
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	1.03831	138	13.2129	x	x	22.4492	37.18			13.2129	-3.94
Tue	03/02/04	184.32903	1.03847	139	13.3107	x	x	22.3514	37.02			13.3107	-3.78
Wed	03/03/04	184.35806	1.03864	140	13.4087	x	x	22.2534	36.85			13.4087	-3.61
Thu	03/04/04	184.38710	1.03880	141	13.5065	x	x	22.1556	36.69			13.5065	-3.45
Fri	03/05/04	184.41613	1.03896	142	13.6044	x	x	22.0577	36.53			13.6044	-3.29
Mon	03/08/04	184.50323	1.03945	145	13.8984	x	x	21.7637	36.04			13.8984	-2.80
Tue	03/09/04	184.53226	1.03962	146	13.9965	x	x	21.6656	35.87			13.9965	-2.63
Wed	03/10/04	184.56129	1.03978	147	14.0946	x	x	21.5675	35.71			14.0946	-2.47
Thu	03/11/04	184.59032	1.03995	148	14.1928	x	x	21.4693	35.54			14.1928	-2.30
Fri	03/12/04	184.61935	1.04011	149	14.2909	x	x	21.3712	35.38			14.2909	-2.14
Mon	03/15/04	184.70645	1.04060	152	14.5855	x	x	21.0766	34.89			14.5855	-1.65
Tue	03/16/04	184.73548	1.04076	153	14.6837	x	x	20.9784	34.73			14.6837	-1.49
Wed	03/17/04	184.76452	1.04093	154	14.7821	x	x	20.8800	34.56			14.7821	-1.32
Thu	03/18/04	184.79355	1.04109	155	14.8803	x	x	20.7818	34.40			14.8803	-1.16
Fri	03/19/04	184.82258	1.04125	156	14.9786	x	x	20.6835	34.24			14.9786	-1.00
Mon	03/22/04	184.90968	1.04174	159	15.2739	x	x	20.3882	33.75			15.2739	-0.51
Tue	03/23/04	184.93871	1.04191	160	15.3724	x	x	20.2897	33.58			15.3724	-0.34
Wed	03/24/04	184.96774	1.04207	161	15.4709	x	x	20.1912	33.42			15.4709	-0.18
Thu	03/25/04	184.99677	1.04224	162	15.5695	x	x	20.0926	33.25			15.5695	-0.01
Fri	03/26/04	185.02581	1.04240	163	15.6680	x	x	19.9941	33.09			15.6680	0.15
Mon	03/29/04	185.11290	1.04289	166	15.9639	x	x	19.6982	32.60			15.9639	0.64
Tue	03/30/04	185.14194	1.04305	167	16.0625	x	x	19.5996	32.44			16.0625	0.80
Wed	03/31/04	185.17097	1.04322	168	16.1614	x	x	19.5007	32.27			16.1614	0.97
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	1.04338	169	16.2601	x	x	19.4020	32.11			16.2601	1.13
Fri	04/02/04	185.23333	1.04357	170	16.3592	x	x	19.3029	31.92			16.3592	1.32
Mon	04/05/04	185.33333	1.04413	173	16.6569	x	x	19.0052	31.36			16.6569	1.88
Tue	04/06/04	185.36667	1.04432	174	16.7562	x	x	18.9059	31.17			16.7562	2.07
Wed	04/07/04	185.40000	1.04451	175	16.8556	x	x	18.8065	30.98			16.8556	2.26
Thu	04/08/04	185.43333	1.04469	176	16.9548	x	x	18.7073	30.80			16.9548	2.44
Fri	04/09/04	185.46667	1.04488	177	17.0542	x	x	18.6079	30.61			17.0542	2.63
Mon	04/12/04	185.56667	1.04545	180	17.3528	x	x	18.3093	30.04			17.3528	3.20
Tue	04/13/04	185.60000	1.04563	181	17.4522	x	x	18.2099	29.86			17.4522	3.38
Wed	04/14/04	185.63333	1.04582	182	17.5518	x	x	18.1103	29.67			17.5518	3.57
Thu	04/15/04	185.66667	1.04601	0	0.0000		x	18.0107	29.48	x		17.6514	3.76
Fri	04/16/04	185.70000	1.04620	1	0.0965		x	17.9142	29.29	x		17.7479	3.95
Mon	04/19/04	185.80000	1.04676	4	0.3861		x	17.6246	28.73	x		18.0375	4.51
Tue	04/20/04	185.83333	1.04695	5	0.4827		x	17.5280	28.54	x		18.1341	4.70
Wed	04/21/04	185.86667	1.04714	6	0.5794		x	17.4313	28.35	x		18.2308	4.89
Thu	04/22/04	185.90000	1.04732	7	0.6760		x	17.3347	28.17	x		18.3274	5.07
Fri	04/23/04	185.93333	1.04751	8	0.7728		x	17.2379	27.98	x		18.4242	5.26
Mon	04/26/04	186.03333	1.04808	11	1.0631		x	16.9476	27.41	x		18.7145	5.83
Tue	04/27/04	186.06667	1.04826	12	1.1600		x	16.8507	27.23	x		18.8114	6.01
Wed	04/28/04	186.10000	1.04845	13	1.2569		x	16.7538	27.04	x		18.9083	6.20
Thu	04/29/04	186.13333	1.04864	14	1.3538		x	16.6569	26.85	x		19.0052	6.39
Fri	04/30/04	186.16667	1.04883	15	1.4507		x	16.5600	26.66	x		19.1021	6.58
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	1.04945	18	1.7419		x	16.2688	26.04	x		19.3933	7.20
Tue	05/04/04	186.31613	1.04967	19	1.8391		x	16.1716	25.82	x		19.4905	7.42
Wed	05/05/04	186.35484	1.04989	20	1.9363		x	16.0744	25.60	x		19.5877	7.64
Thu	05/06/04	186.39355	1.05010	21	2.0335		x	15.9772	25.39	x		19.6849	7.85
Fri	05/07/04	186.43226	1.05032	22	2.1308		x	15.8799	25.17	x		19.7822	8.07
Mon	05/10/04	186.54839	1.05098	25	2.4229		x	15.5878	24.51	x		20.0743	8.73
Tue	05/11/04	186.58710	1.05119	26	2.5203		x	15.4904	24.30	x		20.1717	8.94
Wed	05/12/04	186.62581	1.05141	27	2.6178		x	15.3929	24.08	x		20.2692	9.16
Thu	05/13/04	186.66452	1.05163	28	2.7153		x	15.2954	23.86	x		20.3667	9.38
Fri	05/14/04	186.70323	1.05185	29	2.8128		x	15.1979	23.64	x		20.4642	9.60
Mon	05/17/04	186.81935	1.05250	32	3.1057		x	14.9050	22.99	x		20.7571	10.25
Tue	05/18/04	186.85806	1.05272	33	3.2035		x	14.8072	22.77	x		20.8549	10.47
Wed	05/19/04	186.89677	1.05294	34	3.3012		x	14.7095	22.55	x		20.9526	10.69
Thu	05/20/04	186.93548	1.05316	35	3.3990		x	14.6117	22.33	x		21.0504	10.91
Fri	05/21/04	186.97419	1.05338	36	3.4969		x	14.5138	22.11	x		21.1483	11.13
Mon	05/24/04	187.09032	1.05403	39	3.7906		x	14.2201	21.46	x		21.4420	11.78
Tue	05/25/04	187.12903	1.05425	40	3.8886		x	14.1221	21.24	x		21.5400	12.00
Wed	05/26/04	187.16774	1.05447	41	3.9867		x	14.0240	21.02	x		21.6381	12.22
Thu	05/27/04	187.20645	1.05468	42	4.0847		x	13.9260	20.81	x		21.7361	12.43
Fri	05/28/04	187.24516	1.05490	43	4.1829		x	13.8278	20.59	x		21.8343	12.65
Mon	05/31/04	187.36129	1.05556	46	4.4775		x	13.5332	19.93	x		22.1289	13.31
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Tue	06/01/04	187.40000	1.05577	47	4.5757		x	13.4350	19.72	x		22.2271	13.52
Wed	06/02/04	187.42000	1.05589	48	4.6736		x	13.3371	19.60	x		22.3250	13.64
Thu	06/03/04	187.44000	1.05600	49	4.7715		x	13.2392	19.49	x		22.4229	13.75
Fri	06/04/04	187.46000	1.05611	50	4.8694		x	13.1413	19.38	x		22.5208	13.86
Mon	06/07/04	187.52000	1.05645	53	5.1632		x	12.8475	19.04	x		22.8146	14.20
Tue	06/08/04	187.54000	1.05656	54	5.2611		x	12.7496	18.93	x		22.9125	14.31
Wed	06/09/04	187.56000	1.05668	55	5.3592		x	12.6515	18.81	x		23.0106	14.43
Thu	06/10/04	187.58000	1.05679	56	5.4572		x	12.5535	18.70	x		23.1086	14.54
Fri	06/11/04	187.60000	1.05690	57	5.5552		x	12.4555	18.59	x		23.2066	14.65
Mon	06/14/04	187.66000	1.05724	60	5.8495		x	12.1612	18.25	x		23.5009	14.99
Tue	06/15/04	187.68000	1.05735	61	5.9476		x	12.0631	18.14	x		23.5990	15.10
Wed	06/16/04	187.70000	1.05746	62	6.0457		x	11.9650	18.03	x		23.6971	15.21
Thu	06/17/04	187.72000	1.05758	63	6.1439		x	11.8668	17.91	x		23.7953	15.33
Fri	06/18/04	187.74000	1.05769	64	6.2421		x	11.7686	17.80	x		23.8935	15.44
Mon	06/21/04	187.80000	1.05803	67	6.5368		x	11.4739	17.46	x		24.1882	15.78
Tue	06/22/04	187.82000	1.05814	68	6.6351		x	11.3756	17.35	x		24.2865	15.89
Wed	06/23/04	187.84000	1.05825	69	6.7333		x	11.2774	17.24	x		24.3847	16.00
Thu	06/24/04	187.86000	1.05837	70	6.8317		x	11.1790	17.12	x		24.4831	16.12
Fri	06/25/04	187.88000	1.05848	71	6.9300		x	11.0807	17.01	x		24.5814	16.23
Mon	06/28/04	187.94000	1.05882	74	7.2251		x	10.7856	16.67	x		24.8765	16.57
Tue	06/29/04	187.96000	1.05893	75	7.3235		x	10.6872	16.56	x		24.9749	16.68
Wed	06/30/04	187.98000	1.05904	76	7.4220		x	10.5887	16.45	x		25.0734	16.79
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	1.05915	77	7.5204		x	10.4903	16.34	x		25.1718	16.90
Fri	07/02/04	188.03548	1.05935	78	7.6195		x	10.3912	16.14	x		25.2709	17.10
Mon	07/05/04	188.14194	1.05995	81	7.9170		x	10.0937	15.54	x		25.5684	17.70
Tue	07/06/04	188.17742	1.06015	82	8.0163		x	9.9944	15.34	x		25.6677	17.90
Wed	07/07/04	188.21290	1.06035	83	8.1156		x	9.8951	15.14	x		25.7670	18.10
Thu	07/08/04	188.24839	1.06055	84	8.2149		x	9.7958	14.94	x		25.8663	18.30
Fri	07/09/04	188.28387	1.06075	85	8.3143		x	9.6964	14.74	x		25.9657	18.50
Mon	07/12/04	188.39032	1.06135	88	8.6126		x	9.3981	14.14	x		26.2640	19.10
Tue	07/13/04	188.42581	1.06155	89	8.7121		x	9.2986	13.94	x		26.3635	19.30
Wed	07/14/04	188.46129	1.06175	90	8.8117		x	9.1990	13.74	x		26.4631	19.50
Thu	07/15/04	188.49677	1.06195	91	8.9112		x	9.0995	13.54	x		26.5626	19.70
Fri	07/16/04	188.53226	1.06215	92	9.0109		x	8.9998	13.34	x		26.6623	19.90
Mon	07/19/04	188.63871	1.06275	95	9.3100		x	8.7007	12.74	x		26.9614	20.50
Tue	07/20/04	188.67419	1.06295	96	9.4097		x	8.6010	12.54	x		27.0611	20.70
Wed	07/21/04	188.70968	1.06315	97	9.5095		x	8.5012	12.34	x		27.1609	20.90
Thu	07/22/04	188.74516	1.06335	98	9.6094		x	8.4013	12.14	x		27.2608	21.10
Fri	07/23/04	188.78065	1.06355	99	9.7093		x	8.3014	11.94	x		27.3607	21.30
Mon	07/26/04	188.88710	1.06415	102	10.0091		x	8.0016	11.34	x		27.6605	21.90
Tue	07/27/04	188.92258	1.06435	103	10.1091		x	7.9016	11.14	x		27.7605	22.10
Wed	07/28/04	188.95806	1.06455	104	10.2092		x	7.8015	10.94	x		27.8606	22.30
Thu	07/29/04	188.99355	1.06475	105	10.3093		x	7.7014	10.74	x		27.9607	22.50
Fri	07/30/04	189.02903	1.06495	106	10.4094		x	7.6013	10.54	x		28.0608	22.70
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	1.06546	109	10.7092		x	7.3015	10.03	x		28.3606	23.21
Tue	08/03/04	189.13871	1.06557	110	10.8085		x	7.2022	9.92	x		28.4599	23.32
Wed	08/04/04	189.15806	1.06568	111	10.9079		x	7.1028	9.81	x		28.5593	23.43
Thu	08/05/04	189.17742	1.06579	112	11.0073		x	7.0034	9.70	x		28.6587	23.54
Fri	08/06/04	189.19677	1.06590	113	11.1068		x	6.9039	9.59	x		28.7582	23.65
Mon	08/09/04	189.25484	1.06622	116	11.4051		x	6.6056	9.27	x		29.0565	23.97
Tue	08/10/04	189.27419	1.06633	117	11.5046		x	6.5061	9.16	x		29.1560	24.08
Wed	08/11/04	189.29355	1.06644	118	11.6041		x	6.4066	9.05	x		29.2555	24.19
Thu	08/12/04	189.31290	1.06655	119	11.7036		x	6.3071	8.94	x		29.3550	24.30
Fri	08/13/04	189.33226	1.06666	120	11.8032		x	6.2075	8.83	x		29.4546	24.41
Mon	08/16/04	189.39032	1.06699	123	12.1020		x	5.9087	8.50	x		29.7534	24.74
Tue	08/17/04	189.40968	1.06710	124	12.2017		x	5.8090	8.39	x		29.8531	24.85
Wed	08/18/04	189.42903	1.06721	125	12.3013		x	5.7094	8.28	x		29.9527	24.96
Thu	08/19/04	189.44839	1.06731	126	12.4009		x	5.6098	8.18	x		30.0523	25.06
Fri	08/20/04	189.46774	1.06742	127	12.5006		x	5.5101	8.07	x		30.1520	25.17
Mon	08/23/04	189.52581	1.06775	130	12.7999		x	5.2108	7.74	x		30.4513	25.50
Tue	08/24/04	189.54516	1.06786	131	12.8997		x	5.1110	7.63	x		30.5511	25.61
Wed	08/25/04	189.56452	1.06797	132	12.9995		x	5.0112	7.52	x		30.6509	25.72
Thu	08/26/04	189.58387	1.06808	133	13.0993		x	4.9114	7.41	x		30.7507	25.83
Fri	08/27/04	189.60323	1.06819	134	13.1992		x	4.8115	7.30	x		30.8506	25.94
Mon	08/30/04	189.66129	1.06851	137	13.4987		x	4.5120	6.98	x		31.1501	26.26
Tue	08/31/04	189.68065	1.06862	138	13.5986		x	4.4121	6.87	x		31.2500	26.37
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	1.06873	139	13.6986		x	4.3121	6.76	x		31.3500	26.48
Thu	09/02/04	189.69000	1.06868	140	13.7965		x	4.2142	6.81	x		31.4479	26.43
Fri	09/03/04	189.68000	1.06862	141	13.8942		x	4.1165	6.87	x		31.5456	26.37
Mon	09/06/04	189.65000	1.06845	144	14.1876		x	3.8231	7.04	x		31.8390	26.20
Tue	09/07/04	189.64000	1.06839	145	14.2853		x	3.7254	7.10	x		31.9367	26.14
Wed	09/08/04	189.63000	1.06834	146	14.3832		x	3.6275	7.15	x		32.0346	26.09
Thu	09/09/04	189.62000	1.06828	147	14.4809		x	3.5298	7.21	x		32.1323	26.03
Fri	09/10/04	189.61000	1.06823	148	14.5787		x	3.4320	7.26	x		32.2301	25.98
Mon	09/13/04	189.58000	1.06806	151	14.8719		x	3.1388	7.43	x		32.5233	25.81
Tue	09/14/04	189.57000	1.06800	152	14.9695		x	3.0412	7.49	x		32.6209	25.75
Wed	09/15/04	189.56000	1.06794	153	15.0671		x	2.9436	7.55	x		32.7185	25.69
Thu	09/16/04	189.55000	1.06789	154	15.1649		x	2.8458	7.60	x		32.8163	25.64
Fri	09/17/04	189.54000	1.06783	155	15.2625		x	2.7482	7.66	x		32.9139	25.58
Mon	09/20/04	189.51000	1.06766	158	15.5555		x	2.4552	7.83	x		33.2069	25.41
Tue	09/21/04	189.50000	1.06761	159	15.6532		x	2.3575	7.88	x		33.3046	25.36
Wed	09/22/04	189.49000	1.06755	160	15.7507		x	2.2600	7.94	x		33.4021	25.30
Thu	09/23/04	189.48000	1.06749	161	15.8483		x	2.1624	8.00	x		33.4997	25.24
Fri	09/24/04	189.47000	1.06744	162	15.9460		x	2.0647	8.05	x		33.5974	25.19
Mon	09/27/04	189.44000	1.06727	165	16.2387		x	1.7720	8.22	x		33.8901	25.02
Tue	09/28/04	189.43000	1.06721	166	16.3362		x	1.6745	8.28	x		33.9876	24.96
Wed	09/29/04	189.42000	1.06715	167	16.4337		x	1.5770	8.34	x		34.0851	24.90
Thu	09/30/04	189.41000	1.06710	168	16.5313		x	1.4794	8.39	x		34.1827	24.85
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Fri	10/01/04	189.40000	1.06704	169	16.6288		x	1.3819	8.45	x		34.2802	24.79
Mon	10/04/04	189.40968	1.06710	172	16.9249		x	1.0858	8.39	x		34.5763	24.85
Tue	10/05/04	189.41290	1.06711	173	17.0235		x	0.9872	8.38	x		34.6749	24.86
Wed	10/06/04	189.41613	1.06713	174	17.1222		x	0.8885	8.36	x		34.7736	24.88
Thu	10/07/04	189.41935	1.06715	175	17.2209		x	0.7898	8.34	x		34.8723	24.90
Fri	10/08/04	189.42258	1.06717	176	17.3196		x	0.6911	8.32	x		34.9710	24.92
Mon	10/11/04	189.43226	1.06722	179	17.6157		x	0.3950	8.27	x		35.2671	24.97
Tue	10/12/04	189.43548	1.06724	180	17.7144		x	0.2963	8.25	x		35.3658	24.99
Wed	10/13/04	189.43871	1.06726	181	17.8132		x	0.1975	8.23	x		35.4646	25.01
Thu	10/14/04	189.44194	1.06728	182	17.9119		x	0.0988	8.21	x		35.5633	25.03
Fri	10/15/04	189.44516	1.06730	0	0.0000			0.0000	8.19	x	x	35.6621	25.05
Mon	10/18/04	189.45484	1.06735	3	0.2969			-0.2969	8.14	x	x	35.9590	25.10
Tue	10/19/04	189.45806	1.06737	4	0.3959			-0.3959	8.12	x	x	36.0580	25.12
Wed	10/20/04	189.46129	1.06739	5	0.4948			-0.4948	8.10	x	x	36.1569	25.14
Thu	10/21/04	189.46452	1.06741	6	0.5938			-0.5938	8.08	x	x	36.2559	25.16
Fri	10/22/04	189.46774	1.06742	7	0.6928			-0.6928	8.07	x	x	36.3549	25.17
Mon	10/25/04	189.47742	1.06748	10	0.9898			-0.9898	8.01	x	x	36.6519	25.23
Tue	10/26/04	189.48065	1.06750	11	1.0888			-1.0888	7.99	x	x	36.7509	25.25
Wed	10/27/04	189.48387	1.06751	12	1.1878			-1.1878	7.98	x	x	36.8499	25.26
Thu	10/28/04	189.48710	1.06753	13	1.2868			-1.2868	7.96	x	x	36.9489	25.28
Fri	10/29/04	189.49032	1.06755	14	1.3858			-1.3858	7.94	x	x	37.0479	25.30
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Apr Int	Oct Int	Net Interest	OID	Apr Int	Oct Int	Total Interest	OID
Mon	11/01/04	189.50000	1.06761	17	1.6828			-1.6828	7.88	x	x	37.3449	25.36
Tue	11/02/04	189.51333	1.06768	18	1.7819			-1.7819	7.81	x	x	37.4440	25.43
Wed	11/03/04	189.52667	1.06776	19	1.8810			-1.8810	7.73	x	x	37.5431	25.51
Thu	11/04/04	189.54000	1.06783	20	1.9802			-1.9802	7.66	x	x	37.6423	25.58
Fri	11/05/04	189.55333	1.06791	21	2.0793			-2.0793	7.58	x	x	37.7414	25.66
Mon	11/08/04	189.59333	1.06813	24	2.3769			-2.3769	7.36	x	x	38.0390	25.88
Tue	11/09/04	189.60667	1.06821	25	2.4761			-2.4761	7.28	x	x	38.1382	25.96
Wed	11/10/04	189.62000	1.06828	26	2.5753			-2.5753	7.21	x	x	38.2374	26.03
Thu	11/11/04	189.63333	1.06836	27	2.6746			-2.6746	7.13	x	x	38.3367	26.11
Fri	11/12/04	189.64667	1.06843	28	2.7738			-2.7738	7.06	x	x	38.4359	26.18
Mon	11/15/04	189.68667	1.06866	31	3.0717			-3.0717	6.83	x	x	38.7338	26.41
Tue	11/16/04	189.70000	1.06873	32	3.1710			-3.1710	6.76	x	x	38.8331	26.48
Wed	11/17/04	189.71333	1.06881	33	3.2703			-3.2703	6.68	x	x	38.9324	26.56
Thu	11/18/04	189.72667	1.06888	34	3.3696			-3.3696	6.61	x	x	39.0317	26.63
Fri	11/19/04	189.74000	1.06896	35	3.4690			-3.4690	6.53	x	x	39.1311	26.71
Mon	11/22/04	189.78000	1.06918	38	3.7671			-3.7671	6.31	x	x	39.4292	26.93
Tue	11/23/04	189.79333	1.06926	39	3.8665			-3.8665	6.23	x	x	39.5286	27.01
Wed	11/24/04	189.80667	1.06933	40	3.9659			-3.9659	6.16	x	x	39.6280	27.08
Thu	11/25/04	189.82000	1.06941	41	4.0654			-4.0654	6.08	x	x	39.7275	27.16
Fri	11/26/04	189.83333	1.06948	42	4.1648			-4.1648	6.01	x	x	39.8269	27.23
Mon	11/29/04	189.87333	1.06971	45	4.4632			-4.4632	5.78	x	x	40.1253	27.46
Tue	11/30/04	189.88667	1.06978	46	4.5627			-4.5627	5.71	x	x	40.2248	27.53
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	1.06986	47	4.6623			-4.6623	5.63	x	x	40.3244	27.61
Thu	12/02/04	189.93226	1.07004	48	4.7623			-4.7623	5.45	x	x	40.4244	27.79
Fri	12/03/04	189.96452	1.07022	49	4.8623			-4.8623	5.27	x	x	40.5244	27.97
Mon	12/06/04	190.06129	1.07077	52	5.1626			-5.1626	4.72	x	x	40.8247	28.52
Tue	12/07/04	190.09355	1.07095	53	5.2628			-5.2628	4.54	x	x	40.9249	28.70
Wed	12/08/04	190.12581	1.07113	54	5.3630			-5.3630	4.36	x	x	41.0251	28.88
Thu	12/09/04	190.15806	1.07131	55	5.4632			-5.4632	4.18	x	x	41.1253	29.06
Fri	12/10/04	190.19032	1.07149	56	5.5635			-5.5635	4.00	x	x	41.2256	29.24
Mon	12/13/04	190.28710	1.07204	59	5.8646			-5.8646	3.45	x	x	41.5267	29.79
Tue	12/14/04	190.31935	1.07222	60	5.9650			-5.9650	3.27	x	x	41.6271	29.97
Wed	12/15/04	190.35161	1.07240	61	6.0654			-6.0654	3.09	x	x	41.7275	30.15
Thu	12/16/04	190.38387	1.07259	62	6.1659			-6.1659	2.90	x	x	41.8280	30.34
Fri	12/17/04	190.41613	1.07277	63	6.2664			-6.2664	2.72	x	x	41.9285	30.52
Mon	12/20/04	190.51290	1.07331	66	6.5681			-6.5681	2.18	x	x	42.2302	31.06
Tue	12/21/04	190.54516	1.07349	67	6.6688			-6.6688	2.00	x	x	42.3309	31.24
Wed	12/22/04	190.57742	1.07368	68	6.7695			-6.7695	1.81	x	x	42.4316	31.43
Thu	12/23/04	190.60968	1.07386	69	6.8702			-6.8702	1.63	x	x	42.5323	31.61
Fri	12/24/04	190.64194	1.07404	70	6.9709			-6.9709	1.45	x	x	42.6330	31.79
Mon	12/27/04	190.73871	1.07458	73	7.2733			-7.2733	0.91	x	x	42.9354	32.33
Tue	12/28/04	190.77097	1.07477	74	7.3743			-7.3743	0.72	x	x	43.0364	32.52
Wed	12/29/04	190.80323	1.07495	75	7.4752			-7.4752	0.54	x	x	43.1373	32.70
Thu	12/30/04	190.83548	1.07513	76	7.5761			-7.5761	0.36	x	x	43.2382	32.88
Fri	12/31/04	190.86774	1.07531	77	7.6771			-7.6771	0.18	x	x	43.3392	33.06
Sat	01/01/05	190.90000	1.07549

Generated 03/09/11 23:47