3.375% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2012

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

CUSIP Number	9128277J5	Interest 01/15/04 (184 days)	$17.5601
Dated Date	January 15, 2002	Interest 07/15/04 (182 days)	$17.9140
Ref CPI on Dated Date	177.56452	Interest Total	$35.4741
Original Issue Date	January 15, 2002	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	1.04187	170	16.2438	x	x	19.2303	33.23			16.2438	0.00
Fri	01/02/04	184.98387	1.04178	171	16.3380	x	x	19.1361	33.32			16.3380	-0.09
Mon	01/05/04	184.93548	1.04151	174	16.6203	x	x	18.8538	33.59			16.6203	-0.36
Tue	01/06/04	184.91935	1.04142	175	16.7144	x	x	18.7597	33.68			16.7144	-0.45
Wed	01/07/04	184.90323	1.04133	176	16.8084	x	x	18.6657	33.77			16.8084	-0.54
Thu	01/08/04	184.88710	1.04124	177	16.9025	x	x	18.5716	33.86			16.9025	-0.63
Fri	01/09/04	184.87097	1.04115	178	16.9965	x	x	18.4776	33.95			16.9965	-0.72
Mon	01/12/04	184.82258	1.04088	181	17.2785	x	x	18.1956	34.22			17.2785	-0.99
Tue	01/13/04	184.80645	1.04078	182	17.3723	x	x	18.1018	34.32			17.3723	-1.09
Wed	01/14/04	184.79032	1.04069	183	17.4662	x	x	18.0079	34.41			17.4662	-1.18
Thu	01/15/04	184.77419	1.04060	0	0.0000		x	17.9140	34.50	x		17.5601	-1.27
Fri	01/16/04	184.75806	1.04051	1	0.0965		x	17.8175	34.59	x		17.6566	-1.36
Mon	01/19/04	184.70968	1.04024	4	0.3858		x	17.5282	34.86	x		17.9459	-1.63
Tue	01/20/04	184.69355	1.04015	5	0.4822		x	17.4318	34.95	x		18.0423	-1.72
Wed	01/21/04	184.67742	1.04006	6	0.5786		x	17.3354	35.04	x		18.1387	-1.81
Thu	01/22/04	184.66129	1.03997	7	0.6750		x	17.2390	35.13	x		18.2351	-1.90
Fri	01/23/04	184.64516	1.03988	8	0.7713		x	17.1427	35.22	x		18.3314	-1.99
Mon	01/26/04	184.59677	1.03960	11	1.0603		x	16.8537	35.50	x		18.6204	-2.27
Tue	01/27/04	184.58065	1.03951	12	1.1566		x	16.7574	35.59	x		18.7167	-2.36
Wed	01/28/04	184.56452	1.03942	13	1.2529		x	16.6611	35.68	x		18.8130	-2.45
Thu	01/29/04	184.54839	1.03933	14	1.3491		x	16.5649	35.77	x		18.9092	-2.54
Fri	01/30/04	184.53226	1.03924	15	1.4454		x	16.4686	35.86	x		19.0055	-2.63
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	1.03902	18	1.7341		x	16.1799	36.08	x		19.2942	-2.85
Tue	02/03/04	184.48621	1.03898	19	1.8303		x	16.0837	36.12	x		19.3904	-2.89
Wed	02/04/04	184.47931	1.03894	20	1.9266		x	15.9874	36.16	x		19.4867	-2.93
Thu	02/05/04	184.47241	1.03890	21	2.0229		x	15.8911	36.20	x		19.5830	-2.97
Fri	02/06/04	184.46552	1.03886	22	2.1191		x	15.7949	36.24	x		19.6792	-3.01
Mon	02/09/04	184.44483	1.03875	25	2.4078		x	15.5062	36.35	x		19.9679	-3.12
Tue	02/10/04	184.43793	1.03871	26	2.5040		x	15.4100	36.39	x		20.0641	-3.16
Wed	02/11/04	184.43103	1.03867	27	2.6002		x	15.3138	36.43	x		20.1603	-3.20
Thu	02/12/04	184.42414	1.03863	28	2.6964		x	15.2176	36.47	x		20.2565	-3.24
Fri	02/13/04	184.41724	1.03859	29	2.7926		x	15.1214	36.51	x		20.3527	-3.28
Mon	02/16/04	184.39655	1.03848	32	3.0812		x	14.8328	36.62	x		20.6413	-3.39
Tue	02/17/04	184.38966	1.03844	33	3.1774		x	14.7366	36.66	x		20.7375	-3.43
Wed	02/18/04	184.38276	1.03840	34	3.2735		x	14.6405	36.70	x		20.8336	-3.47
Thu	02/19/04	184.37586	1.03836	35	3.3697		x	14.5443	36.74	x		20.9298	-3.51
Fri	02/20/04	184.36897	1.03832	36	3.4658		x	14.4482	36.78	x		21.0259	-3.55
Mon	02/23/04	184.34828	1.03820	39	3.7542		x	14.1598	36.90	x		21.3143	-3.67
Tue	02/24/04	184.34138	1.03817	40	3.8504		x	14.0636	36.93	x		21.4105	-3.70
Wed	02/25/04	184.33448	1.03813	41	3.9465		x	13.9675	36.97	x		21.5066	-3.74
Thu	02/26/04	184.32759	1.03809	42	4.0426		x	13.8714	37.01	x		21.6027	-3.78
Fri	02/27/04	184.32069	1.03805	43	4.1387		x	13.7753	37.05	x		21.6988	-3.82
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	03/01/04	184.30000	1.03793	46	4.4269		x	13.4871	37.17	x		21.9870	-3.94
Tue	03/02/04	184.32903	1.03810	47	4.5239		x	13.3901	37.00	x		22.0840	-3.77
Wed	03/03/04	184.35806	1.03826	48	4.6208		x	13.2932	36.84	x		22.1809	-3.61
Thu	03/04/04	184.38710	1.03842	49	4.7178		x	13.1962	36.68	x		22.2779	-3.45
Fri	03/05/04	184.41613	1.03859	50	4.8149		x	13.0991	36.51	x		22.3750	-3.28
Mon	03/08/04	184.50323	1.03908	53	5.1062		x	12.8078	36.02	x		22.6663	-2.79
Tue	03/09/04	184.53226	1.03924	54	5.2033		x	12.7107	35.86	x		22.7634	-2.63
Wed	03/10/04	184.56129	1.03940	55	5.3005		x	12.6135	35.70	x		22.8606	-2.47
Thu	03/11/04	184.59032	1.03957	56	5.3978		x	12.5162	35.53	x		22.9579	-2.30
Fri	03/12/04	184.61935	1.03973	57	5.4950		x	12.4190	35.37	x		23.0551	-2.14
Mon	03/15/04	184.70645	1.04022	60	5.7869		x	12.1271	34.88	x		23.3470	-1.65
Tue	03/16/04	184.73548	1.04039	61	5.8843		x	12.0297	34.71	x		23.4444	-1.48
Wed	03/17/04	184.76452	1.04055	62	5.9817		x	11.9323	34.55	x		23.5418	-1.32
Thu	03/18/04	184.79355	1.04071	63	6.0791		x	11.8349	34.39	x		23.6392	-1.16
Fri	03/19/04	184.82258	1.04088	64	6.1767		x	11.7373	34.22	x		23.7368	-0.99
Mon	03/22/04	184.90968	1.04137	67	6.4692		x	11.4448	33.73	x		24.0293	-0.50
Tue	03/23/04	184.93871	1.04153	68	6.5668		x	11.3472	33.57	x		24.1269	-0.34
Wed	03/24/04	184.96774	1.04169	69	6.6644		x	11.2496	33.41	x		24.2245	-0.18
Thu	03/25/04	184.99677	1.04186	70	6.7621		x	11.1519	33.24	x		24.3222	-0.01
Fri	03/26/04	185.02581	1.04202	71	6.8597		x	11.0543	33.08	x		24.4198	0.15
Mon	03/29/04	185.11290	1.04251	74	7.1529		x	10.7611	32.59	x		24.7130	0.64
Tue	03/30/04	185.14194	1.04267	75	7.2507		x	10.6633	32.43	x		24.8108	0.80
Wed	03/31/04	185.17097	1.04284	76	7.3486		x	10.5654	32.26	x		24.9087	0.97
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	1.04300	77	7.4464		x	10.4676	32.10	x		25.0065	1.13
Fri	04/02/04	185.23333	1.04319	78	7.5445		x	10.3695	31.91	x		25.1046	1.32
Mon	04/05/04	185.33333	1.04375	81	7.8389		x	10.0751	31.35	x		25.3990	1.88
Tue	04/06/04	185.36667	1.04394	82	7.9371		x	9.9769	31.16	x		25.4972	2.07
Wed	04/07/04	185.40000	1.04413	83	8.0354		x	9.8786	30.97	x		25.5955	2.26
Thu	04/08/04	185.43333	1.04432	84	8.1336		x	9.7804	30.78	x		25.6937	2.45
Fri	04/09/04	185.46667	1.04450	85	8.2319		x	9.6821	30.60	x		25.7920	2.63
Mon	04/12/04	185.56667	1.04507	88	8.5271		x	9.3869	30.03	x		26.0872	3.20
Tue	04/13/04	185.60000	1.04525	89	8.6255		x	9.2885	29.85	x		26.1856	3.38
Wed	04/14/04	185.63333	1.04544	90	8.7240		x	9.1900	29.66	x		26.2841	3.57
Thu	04/15/04	185.66667	1.04563	91	8.8225		x	9.0915	29.47	x		26.3826	3.76
Fri	04/16/04	185.70000	1.04582	92	8.9211		x	8.9929	29.28	x		26.4812	3.95
Mon	04/19/04	185.80000	1.04638	95	9.2169		x	8.6971	28.72	x		26.7770	4.51
Tue	04/20/04	185.83333	1.04657	96	9.3156		x	8.5984	28.53	x		26.8757	4.70
Wed	04/21/04	185.86667	1.04676	97	9.4144		x	8.4996	28.34	x		26.9745	4.89
Thu	04/22/04	185.90000	1.04694	98	9.5131		x	8.4009	28.16	x		27.0732	5.07
Fri	04/23/04	185.93333	1.04713	99	9.6119		x	8.3021	27.97	x		27.1720	5.26
Mon	04/26/04	186.03333	1.04769	102	9.9084		x	8.0056	27.41	x		27.4685	5.82
Tue	04/27/04	186.06667	1.04788	103	10.0074		x	7.9066	27.22	x		27.5675	6.01
Wed	04/28/04	186.10000	1.04807	104	10.1064		x	7.8076	27.03	x		27.6665	6.20
Thu	04/29/04	186.13333	1.04826	105	10.2054		x	7.7086	26.84	x		27.7655	6.39
Fri	04/30/04	186.16667	1.04845	106	10.3045		x	7.6095	26.65	x		27.8646	6.58
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	1.04907	109	10.6024		x	7.3116	26.03	x		28.1625	7.20
Tue	05/04/04	186.31613	1.04929	110	10.7019		x	7.2121	25.81	x		28.2620	7.42
Wed	05/05/04	186.35484	1.04950	111	10.8013		x	7.1127	25.60	x		28.3614	7.63
Thu	05/06/04	186.39355	1.04972	112	10.9009		x	7.0131	25.38	x		28.4610	7.85
Fri	05/07/04	186.43226	1.04994	113	11.0006		x	6.9134	25.16	x		28.5607	8.07
Mon	05/10/04	186.54839	1.05059	116	11.2996		x	6.6144	24.51	x		28.8597	8.72
Tue	05/11/04	186.58710	1.05081	117	11.3994		x	6.5146	24.29	x		28.9595	8.94
Wed	05/12/04	186.62581	1.05103	118	11.4992		x	6.4148	24.07	x		29.0593	9.16
Thu	05/13/04	186.66452	1.05125	119	11.5991		x	6.3149	23.85	x		29.1592	9.38
Fri	05/14/04	186.70323	1.05147	120	11.6990		x	6.2150	23.63	x		29.2591	9.60
Mon	05/17/04	186.81935	1.05212	123	11.9989		x	5.9151	22.98	x		29.5590	10.25
Tue	05/18/04	186.85806	1.05234	124	12.0990		x	5.8150	22.76	x		29.6591	10.47
Wed	05/19/04	186.89677	1.05256	125	12.1991		x	5.7149	22.54	x		29.7592	10.69
Thu	05/20/04	186.93548	1.05277	126	12.2992		x	5.6148	22.33	x		29.8593	10.90
Fri	05/21/04	186.97419	1.05299	127	12.3994		x	5.5146	22.11	x		29.9595	11.12
Mon	05/24/04	187.09032	1.05365	130	12.7002		x	5.2138	21.45	x		30.2603	11.78
Tue	05/25/04	187.12903	1.05386	131	12.8005		x	5.1135	21.24	x		30.3606	11.99
Wed	05/26/04	187.16774	1.05408	132	12.9009		x	5.0131	21.02	x		30.4610	12.21
Thu	05/27/04	187.20645	1.05430	133	13.0013		x	4.9127	20.80	x		30.5614	12.43
Fri	05/28/04	187.24516	1.05452	134	13.1018		x	4.8122	20.58	x		30.6619	12.65
Mon	05/31/04	187.36129	1.05517	137	13.4034		x	4.5106	19.93	x		30.9635	13.30
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	1.05539	138	13.5041		x	4.4099	19.71	x		31.0642	13.52
Wed	06/02/04	187.42000	1.05550	139	13.6033		x	4.3107	19.60	x		31.1634	13.63
Thu	06/03/04	187.44000	1.05562	140	13.7028		x	4.2112	19.48	x		31.2629	13.75
Fri	06/04/04	187.46000	1.05573	141	13.8021		x	4.1119	19.37	x		31.3622	13.86
Mon	06/07/04	187.52000	1.05607	144	14.1003		x	3.8137	19.03	x		31.6604	14.20
Tue	06/08/04	187.54000	1.05618	145	14.1997		x	3.7143	18.92	x		31.7598	14.31
Wed	06/09/04	187.56000	1.05629	146	14.2991		x	3.6149	18.81	x		31.8592	14.42
Thu	06/10/04	187.58000	1.05640	147	14.3985		x	3.5155	18.70	x		31.9586	14.53
Fri	06/11/04	187.60000	1.05652	148	14.4981		x	3.4159	18.58	x		32.0582	14.65
Mon	06/14/04	187.66000	1.05686	151	14.7968		x	3.1172	18.24	x		32.3569	14.99
Tue	06/15/04	187.68000	1.05697	152	14.8963		x	3.0177	18.13	x		32.4564	15.10
Wed	06/16/04	187.70000	1.05708	153	14.9959		x	2.9181	18.02	x		32.5560	15.21
Thu	06/17/04	187.72000	1.05719	154	15.0955		x	2.8185	17.91	x		32.6556	15.32
Fri	06/18/04	187.74000	1.05731	155	15.1952		x	2.7188	17.79	x		32.7553	15.44
Mon	06/21/04	187.80000	1.05764	158	15.4941		x	2.4199	17.46	x		33.0542	15.77
Tue	06/22/04	187.82000	1.05776	159	15.5940		x	2.3200	17.34	x		33.1541	15.89
Wed	06/23/04	187.84000	1.05787	160	15.6937		x	2.2203	17.23	x		33.2538	16.00
Thu	06/24/04	187.86000	1.05798	161	15.7934		x	2.1206	17.12	x		33.3535	16.11
Fri	06/25/04	187.88000	1.05809	162	15.8932		x	2.0208	17.01	x		33.4533	16.22
Mon	06/28/04	187.94000	1.05843	165	16.1927		x	1.7213	16.67	x		33.7528	16.56
Tue	06/29/04	187.96000	1.05854	166	16.2925		x	1.6215	16.56	x		33.8526	16.67
Wed	06/30/04	187.98000	1.05866	167	16.3925		x	1.5215	16.44	x		33.9526	16.79
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	1.05877	168	16.4924		x	1.4216	16.33	x		34.0525	16.90
Fri	07/02/04	188.03548	1.05897	169	16.5937		x	1.3203	16.13	x		34.1538	17.10
Mon	07/05/04	188.14194	1.05957	172	16.8978		x	1.0162	15.53	x		34.4579	17.70
Tue	07/06/04	188.17742	1.05977	173	16.9993		x	0.9147	15.33	x		34.5594	17.90
Wed	07/07/04	188.21290	1.05997	174	17.1008		x	0.8132	15.13	x		34.6609	18.10
Thu	07/08/04	188.24839	1.06017	175	17.2023		x	0.7117	14.93	x		34.7624	18.30
Fri	07/09/04	188.28387	1.06037	176	17.3038		x	0.6102	14.73	x		34.8639	18.50
Mon	07/12/04	188.39032	1.06097	179	17.6088		x	0.3052	14.13	x		35.1689	19.10
Tue	07/13/04	188.42581	1.06117	180	17.7105		x	0.2035	13.93	x		35.2706	19.30
Wed	07/14/04	188.46129	1.06137	181	17.8122		x	0.1018	13.73	x		35.3723	19.50
Thu	07/15/04	188.49677	1.06157	0	0.0000			0.0000	13.53	x	x	35.4741	19.70
Fri	07/16/04	188.53226	1.06177	1	0.0974			-0.0974	13.33	x	x	35.5715	19.90
Mon	07/19/04	188.63871	1.06237	4	0.3897			-0.3897	12.73	x	x	35.8638	20.50
Tue	07/20/04	188.67419	1.06257	5	0.4873			-0.4873	12.53	x	x	35.9614	20.70
Wed	07/21/04	188.70968	1.06277	6	0.5848			-0.5848	12.33	x	x	36.0589	20.90
Thu	07/22/04	188.74516	1.06297	7	0.6824			-0.6824	12.13	x	x	36.1565	21.10
Fri	07/23/04	188.78065	1.06317	8	0.7800			-0.7800	11.93	x	x	36.2541	21.30
Mon	07/26/04	188.88710	1.06377	11	1.0732			-1.0732	11.33	x	x	36.5473	21.90
Tue	07/27/04	188.92258	1.06397	12	1.1709			-1.1709	11.13	x	x	36.6450	22.10
Wed	07/28/04	188.95806	1.06417	13	1.2688			-1.2688	10.93	x	x	36.7429	22.30
Thu	07/29/04	188.99355	1.06437	14	1.3666			-1.3666	10.73	x	x	36.8407	22.50
Fri	07/30/04	189.02903	1.06457	15	1.4645			-1.4645	10.53	x	x	36.9386	22.70
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	1.06507	18	1.7582			-1.7582	10.03	x	x	37.2323	23.20
Tue	08/03/04	189.13871	1.06518	19	1.8561			-1.8561	9.92	x	x	37.3302	23.31
Wed	08/04/04	189.15806	1.06529	20	1.9540			-1.9540	9.81	x	x	37.4281	23.42
Thu	08/05/04	189.17742	1.06540	21	2.0519			-2.0519	9.70	x	x	37.5260	23.53
Fri	08/06/04	189.19677	1.06551	22	2.1498			-2.1498	9.59	x	x	37.6239	23.64
Mon	08/09/04	189.25484	1.06584	25	2.4438			-2.4438	9.26	x	x	37.9179	23.97
Tue	08/10/04	189.27419	1.06595	26	2.5418			-2.5418	9.15	x	x	38.0159	24.08
Wed	08/11/04	189.29355	1.06606	27	2.6398			-2.6398	9.04	x	x	38.1139	24.19
Thu	08/12/04	189.31290	1.06616	28	2.7378			-2.7378	8.94	x	x	38.2119	24.29
Fri	08/13/04	189.33226	1.06627	29	2.8359			-2.8359	8.83	x	x	38.3100	24.40
Mon	08/16/04	189.39032	1.06660	32	3.1302			-3.1302	8.50	x	x	38.6043	24.73
Tue	08/17/04	189.40968	1.06671	33	3.2284			-3.2284	8.39	x	x	38.7025	24.84
Wed	08/18/04	189.42903	1.06682	34	3.3266			-3.3266	8.28	x	x	38.8007	24.95
Thu	08/19/04	189.44839	1.06693	35	3.4248			-3.4248	8.17	x	x	38.8989	25.06
Fri	08/20/04	189.46774	1.06704	36	3.5230			-3.5230	8.06	x	x	38.9971	25.17
Mon	08/23/04	189.52581	1.06736	39	3.8177			-3.8177	7.74	x	x	39.2918	25.49
Tue	08/24/04	189.54516	1.06747	40	3.9160			-3.9160	7.63	x	x	39.3901	25.60
Wed	08/25/04	189.56452	1.06758	41	4.0143			-4.0143	7.52	x	x	39.4884	25.71
Thu	08/26/04	189.58387	1.06769	42	4.1126			-4.1126	7.41	x	x	39.5867	25.82
Fri	08/27/04	189.60323	1.06780	43	4.2110			-4.2110	7.30	x	x	39.6851	25.93
Mon	08/30/04	189.66129	1.06813	46	4.5062			-4.5062	6.97	x	x	39.9803	26.26
Tue	08/31/04	189.68065	1.06824	47	4.6046			-4.6046	6.86	x	x	40.0787	26.37
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	1.06834	48	4.7030			-4.7030	6.76	x	x	40.1771	26.47
Thu	09/02/04	189.69000	1.06829	49	4.8008			-4.8008	6.81	x	x	40.2749	26.42
Fri	09/03/04	189.68000	1.06823	50	4.8985			-4.8985	6.87	x	x	40.3726	26.36
Mon	09/06/04	189.65000	1.06806	53	5.1916			-5.1916	7.04	x	x	40.6657	26.19
Tue	09/07/04	189.64000	1.06801	54	5.2893			-5.2893	7.09	x	x	40.7634	26.14
Wed	09/08/04	189.63000	1.06795	55	5.3869			-5.3869	7.15	x	x	40.8610	26.08
Thu	09/09/04	189.62000	1.06789	56	5.4845			-5.4845	7.21	x	x	40.9586	26.02
Fri	09/10/04	189.61000	1.06784	57	5.5822			-5.5822	7.26	x	x	41.0563	25.97
Mon	09/13/04	189.58000	1.06767	60	5.8751			-5.8751	7.43	x	x	41.3492	25.80
Tue	09/14/04	189.57000	1.06761	61	5.9727			-5.9727	7.49	x	x	41.4468	25.74
Wed	09/15/04	189.56000	1.06756	62	6.0703			-6.0703	7.54	x	x	41.5444	25.69
Thu	09/16/04	189.55000	1.06750	63	6.1679			-6.1679	7.60	x	x	41.6420	25.63
Fri	09/17/04	189.54000	1.06744	64	6.2654			-6.2654	7.66	x	x	41.7395	25.57
Mon	09/20/04	189.51000	1.06727	67	6.5581			-6.5581	7.83	x	x	42.0322	25.40
Tue	09/21/04	189.50000	1.06722	68	6.6556			-6.6556	7.88	x	x	42.1297	25.35
Wed	09/22/04	189.49000	1.06716	69	6.7531			-6.7531	7.94	x	x	42.2272	25.29
Thu	09/23/04	189.48000	1.06711	70	6.8507			-6.8507	7.99	x	x	42.3248	25.24
Fri	09/24/04	189.47000	1.06705	71	6.9481			-6.9481	8.05	x	x	42.4222	25.18
Mon	09/27/04	189.44000	1.06688	74	7.2406			-7.2406	8.22	x	x	42.7147	25.01
Tue	09/28/04	189.43000	1.06682	75	7.3380			-7.3380	8.28	x	x	42.8121	24.95
Wed	09/29/04	189.42000	1.06677	76	7.4355			-7.4355	8.33	x	x	42.9096	24.90
Thu	09/30/04	189.41000	1.06671	77	7.5329			-7.5329	8.39	x	x	43.0070	24.84
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	1.06665	78	7.6303			-7.6303	8.45	x	x	43.1044	24.78
Mon	10/04/04	189.40968	1.06671	81	7.9242			-7.9242	8.39	x	x	43.3983	24.84
Tue	10/05/04	189.41290	1.06673	82	8.0222			-8.0222	8.37	x	x	43.4963	24.86
Wed	10/06/04	189.41613	1.06675	83	8.1202			-8.1202	8.35	x	x	43.5943	24.88
Thu	10/07/04	189.41935	1.06676	84	8.2181			-8.2181	8.34	x	x	43.6922	24.89
Fri	10/08/04	189.42258	1.06678	85	8.3161			-8.3161	8.32	x	x	43.7902	24.91
Mon	10/11/04	189.43226	1.06684	88	8.6101			-8.6101	8.26	x	x	44.0842	24.97
Tue	10/12/04	189.43548	1.06685	89	8.7080			-8.7080	8.25	x	x	44.1821	24.98
Wed	10/13/04	189.43871	1.06687	90	8.8060			-8.8060	8.23	x	x	44.2801	25.00
Thu	10/14/04	189.44194	1.06689	91	8.9040			-8.9040	8.21	x	x	44.3781	25.02
Fri	10/15/04	189.44516	1.06691	92	9.0021			-9.0021	8.19	x	x	44.4762	25.04
Mon	10/18/04	189.45484	1.06696	95	9.2960			-9.2960	8.14	x	x	44.7701	25.09
Tue	10/19/04	189.45806	1.06698	96	9.3941			-9.3941	8.12	x	x	44.8682	25.11
Wed	10/20/04	189.46129	1.06700	97	9.4921			-9.4921	8.10	x	x	44.9662	25.13
Thu	10/21/04	189.46452	1.06702	98	9.5901			-9.5901	8.08	x	x	45.0642	25.15
Fri	10/22/04	189.46774	1.06704	99	9.6882			-9.6882	8.06	x	x	45.1623	25.17
Mon	10/25/04	189.47742	1.06709	102	9.9822			-9.9822	8.01	x	x	45.4563	25.22
Tue	10/26/04	189.48065	1.06711	103	10.0803			-10.0803	7.99	x	x	45.5544	25.24
Wed	10/27/04	189.48387	1.06713	104	10.1783			-10.1783	7.97	x	x	45.6524	25.26
Thu	10/28/04	189.48710	1.06715	105	10.2764			-10.2764	7.95	x	x	45.7505	25.28
Fri	10/29/04	189.49032	1.06716	106	10.3744			-10.3744	7.94	x	x	45.8485	25.29
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	1.06722	109	10.6686			-10.6686	7.88	x	x	46.1427	25.35
Tue	11/02/04	189.51333	1.06729	110	10.7672			-10.7672	7.81	x	x	46.2413	25.42
Wed	11/03/04	189.52667	1.06737	111	10.8659			-10.8659	7.73	x	x	46.3400	25.50
Thu	11/04/04	189.54000	1.06744	112	10.9645			-10.9645	7.66	x	x	46.4386	25.57
Fri	11/05/04	189.55333	1.06752	113	11.0632			-11.0632	7.58	x	x	46.5373	25.65
Mon	11/08/04	189.59333	1.06774	116	11.3592			-11.3592	7.36	x	x	46.8333	25.87
Tue	11/09/04	189.60667	1.06782	117	11.4580			-11.4580	7.28	x	x	46.9321	25.95
Wed	11/10/04	189.62000	1.06789	118	11.5567			-11.5567	7.21	x	x	47.0308	26.02
Thu	11/11/04	189.63333	1.06797	119	11.6555			-11.6555	7.13	x	x	47.1296	26.10
Fri	11/12/04	189.64667	1.06804	120	11.7542			-11.7542	7.06	x	x	47.2283	26.17
Mon	11/15/04	189.68667	1.06827	123	12.0507			-12.0507	6.83	x	x	47.5248	26.40
Tue	11/16/04	189.70000	1.06834	124	12.1495			-12.1495	6.76	x	x	47.6236	26.47
Wed	11/17/04	189.71333	1.06842	125	12.2484			-12.2484	6.68	x	x	47.7225	26.55
Thu	11/18/04	189.72667	1.06849	126	12.3472			-12.3472	6.61	x	x	47.8213	26.62
Fri	11/19/04	189.74000	1.06857	127	12.4461			-12.4461	6.53	x	x	47.9202	26.70
Mon	11/22/04	189.78000	1.06879	130	12.7427			-12.7427	6.31	x	x	48.2168	26.92
Tue	11/23/04	189.79333	1.06887	131	12.8417			-12.8417	6.23	x	x	48.3158	27.00
Wed	11/24/04	189.80667	1.06894	132	12.9406			-12.9406	6.16	x	x	48.4147	27.07
Thu	11/25/04	189.82000	1.06902	133	13.0396			-13.0396	6.08	x	x	48.5137	27.15
Fri	11/26/04	189.83333	1.06909	134	13.1385			-13.1385	6.01	x	x	48.6126	27.22
Mon	11/29/04	189.87333	1.06932	137	13.4355			-13.4355	5.78	x	x	48.9096	27.45
Tue	11/30/04	189.88667	1.06940	138	13.5346			-13.5346	5.70	x	x	49.0087	27.53
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	1.06947	139	13.6336			-13.6336	5.63	x	x	49.1077	27.60
Thu	12/02/04	189.93226	1.06965	140	13.7340			-13.7340	5.45	x	x	49.2081	27.78
Fri	12/03/04	189.96452	1.06983	141	13.8344			-13.8344	5.27	x	x	49.3085	27.96
Mon	12/06/04	190.06129	1.07038	144	14.1360			-14.1360	4.72	x	x	49.6101	28.51
Tue	12/07/04	190.09355	1.07056	145	14.2366			-14.2366	4.54	x	x	49.7107	28.69
Wed	12/08/04	190.12581	1.07074	146	14.3372			-14.3372	4.36	x	x	49.8113	28.87
Thu	12/09/04	190.15806	1.07092	147	14.4378			-14.4378	4.18	x	x	49.9119	29.05
Fri	12/10/04	190.19032	1.07111	148	14.5386			-14.5386	3.99	x	x	50.0127	29.24
Mon	12/13/04	190.28710	1.07165	151	14.8408			-14.8408	3.45	x	x	50.3149	29.78
Tue	12/14/04	190.31935	1.07183	152	14.9415			-14.9415	3.27	x	x	50.4156	29.96
Wed	12/15/04	190.35161	1.07201	153	15.0424			-15.0424	3.09	x	x	50.5165	30.14
Thu	12/16/04	190.38387	1.07220	154	15.1434			-15.1434	2.90	x	x	50.6175	30.33
Fri	12/17/04	190.41613	1.07238	155	15.2443			-15.2443	2.72	x	x	50.7184	30.51
Mon	12/20/04	190.51290	1.07292	158	15.5471			-15.5471	2.18	x	x	51.0212	31.05
Tue	12/21/04	190.54516	1.07310	159	15.6482			-15.6482	2.00	x	x	51.1223	31.23
Wed	12/22/04	190.57742	1.07329	160	15.7494			-15.7494	1.81	x	x	51.2235	31.42
Thu	12/23/04	190.60968	1.07347	161	15.8505			-15.8505	1.63	x	x	51.3246	31.60
Fri	12/24/04	190.64194	1.07365	162	15.9516			-15.9516	1.45	x	x	51.4257	31.78
Mon	12/27/04	190.73871	1.07419	165	16.2552			-16.2552	0.91	x	x	51.7293	32.32
Tue	12/28/04	190.77097	1.07438	166	16.3566			-16.3566	0.72	x	x	51.8307	32.51
Wed	12/29/04	190.80323	1.07456	167	16.4579			-16.4579	0.54	x	x	51.9320	32.69
Thu	12/30/04	190.83548	1.07474	168	16.5592			-16.5592	0.36	x	x	52.0333	32.87
Fri	12/31/04	190.86774	1.07492	169	16.6605			-16.6605	0.18	x	x	52.1346	33.05
Sat	01/01/05	190.90000	1.07510

Generated 03/09/11 23:47