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

Interest and OID per $1,000 Face Value for 2005

CUSIP Number	9128277J5	Interest 01/15/05 (184 days)	$18.1467
Dated Date	January 15, 2002	Interest 07/15/05 (181 days)	$18.4854
Ref CPI on Dated Date	177.56452	Interest Total	$36.6321
Original Issue Date	January 15, 2002	Interest 01/15/06 (184 days)

						Purchased on Settelment Date & held to 01/01/06				Held on 01/01/05 & 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
Sat	01/01/05	190.90000	1.07510	170	16.7619	x	x	19.8702	46.75			16.7619	0.00
Mon	01/03/05	190.90645	1.07514	172	16.9597	x	x	19.6724	46.71			16.9597	0.04
Tue	01/04/05	190.90968	1.07516	173	17.0587	x	x	19.5734	46.69			17.0587	0.06
Wed	01/05/05	190.91290	1.07517	174	17.1574	x	x	19.4747	46.68			17.1574	0.07
Thu	01/06/05	190.91613	1.07519	175	17.2564	x	x	19.3757	46.66			17.2564	0.09
Fri	01/07/05	190.91935	1.07521	176	17.3553	x	x	19.2768	46.64			17.3553	0.11
Mon	01/10/05	190.92903	1.07527	179	17.6521	x	x	18.9800	46.58			17.6521	0.17
Tue	01/11/05	190.93226	1.07528	180	17.7509	x	x	18.8812	46.57			17.7509	0.18
Wed	01/12/05	190.93548	1.07530	181	17.8498	x	x	18.7823	46.55			17.8498	0.20
Thu	01/13/05	190.93871	1.07532	182	17.9488	x	x	18.6833	46.53			17.9488	0.22
Fri	01/14/05	190.94194	1.07534	183	18.0477	x	x	18.5844	46.51			18.0477	0.24
Sat	01/15/05	190.94516	1.07536	0	0.0000		x	18.4854	46.49	x		18.1467	0.26
Mon	01/17/05	190.95161	1.07539	2	0.2005		x	18.2849	46.46	x		18.3472	0.29
Tue	01/18/05	190.95484	1.07541	3	0.3008		x	18.1846	46.44	x		18.4475	0.31
Wed	01/19/05	190.95806	1.07543	4	0.4011		x	18.0843	46.42	x		18.5478	0.33
Thu	01/20/05	190.96129	1.07545	5	0.5013		x	17.9841	46.40	x		18.6480	0.35
Fri	01/21/05	190.96452	1.07547	6	0.6016		x	17.8838	46.38	x		18.7483	0.37
Mon	01/24/05	190.97419	1.07552	9	0.9025		x	17.5829	46.33	x		19.0492	0.42
Tue	01/25/05	190.97742	1.07554	10	1.0027		x	17.4827	46.31	x		19.1494	0.44
Wed	01/26/05	190.98065	1.07556	11	1.1030		x	17.3824	46.29	x		19.2497	0.46
Thu	01/27/05	190.98387	1.07557	12	1.2033		x	17.2821	46.28	x		19.3500	0.47
Fri	01/28/05	190.98710	1.07559	13	1.3036		x	17.1818	46.26	x		19.4503	0.49
Mon	01/31/05	190.99677	1.07565	16	1.6046		x	16.8808	46.20	x		19.7513	0.55
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	02/01/05	191.00000	1.07567	17	1.7049		x	16.7805	46.18	x		19.8516	0.57
Wed	02/02/05	190.97500	1.07552	18	1.8049		x	16.6805	46.33	x		19.9516	0.42
Thu	02/03/05	190.95000	1.07538	19	1.9049		x	16.5805	46.47	x		20.0516	0.28
Fri	02/04/05	190.92500	1.07524	20	2.0049		x	16.4805	46.61	x		20.1516	0.14
Mon	02/07/05	190.85000	1.07482	23	2.3048		x	16.1806	47.03	x		20.4515	-0.28
Tue	02/08/05	190.82500	1.07468	24	2.4047		x	16.0807	47.17	x		20.5514	-0.42
Wed	02/09/05	190.80000	1.07454	25	2.5045		x	15.9809	47.31	x		20.6512	-0.56
Thu	02/10/05	190.77500	1.07440	26	2.6044		x	15.8810	47.45	x		20.7511	-0.70
Fri	02/11/05	190.75000	1.07426	27	2.7042		x	15.7812	47.59	x		20.8509	-0.84
Mon	02/14/05	190.67500	1.07384	30	3.0035		x	15.4819	48.01	x		21.1502	-1.26
Tue	02/15/05	190.65000	1.07369	31	3.1032		x	15.3822	48.16	x		21.2499	-1.41
Wed	02/16/05	190.62500	1.07355	32	3.2029		x	15.2825	48.30	x		21.3496	-1.55
Thu	02/17/05	190.60000	1.07341	33	3.3025		x	15.1829	48.44	x		21.4492	-1.69
Fri	02/18/05	190.57500	1.07327	34	3.4021		x	15.0833	48.58	x		21.5488	-1.83
Mon	02/21/05	190.50000	1.07285	37	3.7009		x	14.7845	49.00	x		21.8476	-2.25
Tue	02/22/05	190.47500	1.07271	38	3.8004		x	14.6850	49.14	x		21.9471	-2.39
Wed	02/23/05	190.45000	1.07257	39	3.8999		x	14.5855	49.28	x		22.0466	-2.53
Thu	02/24/05	190.42500	1.07243	40	3.9994		x	14.4860	49.42	x		22.1461	-2.67
Fri	02/25/05	190.40000	1.07229	41	4.0988		x	14.3866	49.56	x		22.2455	-2.81
Mon	02/28/05	190.32500	1.07186	44	4.3970		x	14.0884	49.99	x		22.5437	-3.24
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	03/01/05	190.30000	1.07172	45	4.4963		x	13.9891	50.13	x		22.6430	-3.38
Wed	03/02/05	190.31290	1.07180	46	4.5966		x	13.8888	50.05	x		22.7433	-3.30
Thu	03/03/05	190.32581	1.07187	47	4.6968		x	13.7886	49.98	x		22.8435	-3.23
Fri	03/04/05	190.33871	1.07194	48	4.7971		x	13.6883	49.91	x		22.9438	-3.16
Mon	03/07/05	190.37742	1.07216	51	5.0979		x	13.3875	49.69	x		23.2446	-2.94
Tue	03/08/05	190.39032	1.07223	52	5.1982		x	13.2872	49.62	x		23.3449	-2.87
Wed	03/09/05	190.40323	1.07230	53	5.2986		x	13.1868	49.55	x		23.4453	-2.80
Thu	03/10/05	190.41613	1.07238	54	5.3989		x	13.0865	49.47	x		23.5456	-2.72
Fri	03/11/05	190.42903	1.07245	55	5.4993		x	12.9861	49.40	x		23.6460	-2.65
Mon	03/14/05	190.46774	1.07267	58	5.8004		x	12.6850	49.18	x		23.9471	-2.43
Tue	03/15/05	190.48065	1.07274	59	5.9008		x	12.5846	49.11	x		24.0475	-2.36
Wed	03/16/05	190.49355	1.07281	60	6.0012		x	12.4842	49.04	x		24.1479	-2.29
Thu	03/17/05	190.50645	1.07289	61	6.1017		x	12.3837	48.96	x		24.2484	-2.21
Fri	03/18/05	190.51935	1.07296	62	6.2021		x	12.2833	48.89	x		24.3488	-2.14
Mon	03/21/05	190.55806	1.07318	65	6.5036		x	11.9818	48.67	x		24.6503	-1.92
Tue	03/22/05	190.57097	1.07325	66	6.6040		x	11.8814	48.60	x		24.7507	-1.85
Wed	03/23/05	190.58387	1.07332	67	6.7045		x	11.7809	48.53	x		24.8512	-1.78
Thu	03/24/05	190.59677	1.07339	68	6.8051		x	11.6803	48.46	x		24.9518	-1.71
Fri	03/25/05	190.60968	1.07347	69	6.9056		x	11.5798	48.38	x		25.0523	-1.63
Mon	03/28/05	190.64839	1.07369	72	7.2074		x	11.2780	48.16	x		25.3541	-1.41
Tue	03/29/05	190.66129	1.07376	73	7.3079		x	11.1775	48.09	x		25.4546	-1.34
Wed	03/30/05	190.67419	1.07383	74	7.4085		x	11.0769	48.02	x		25.5552	-1.27
Thu	03/31/05	190.68710	1.07390	75	7.5091		x	10.9763	47.95	x		25.6558	-1.20
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	04/01/05	190.70000	1.07398	76	7.6098		x	10.8756	47.87	x		25.7565	-1.12
Mon	04/04/05	190.81000	1.07460	79	7.9148		x	10.5706	47.25	x		26.0615	-0.50
Tue	04/05/05	190.84667	1.07480	80	8.0165		x	10.4689	47.05	x		26.1632	-0.30
Wed	04/06/05	190.88333	1.07501	81	8.1183		x	10.3671	46.84	x		26.2650	-0.09
Thu	04/07/05	190.92000	1.07521	82	8.2200		x	10.2654	46.64	x		26.3667	0.11
Fri	04/08/05	190.95667	1.07542	83	8.3219		x	10.1635	46.43	x		26.4686	0.32
Mon	04/11/05	191.06667	1.07604	86	8.6276		x	9.8578	45.81	x		26.7743	0.94
Tue	04/12/05	191.10333	1.07625	87	8.7297		x	9.7557	45.60	x		26.8764	1.15
Wed	04/13/05	191.14000	1.07645	88	8.8316		x	9.6538	45.40	x		26.9783	1.35
Thu	04/14/05	191.17667	1.07666	89	8.9337		x	9.5517	45.19	x		27.0804	1.56
Fri	04/15/05	191.21333	1.07687	90	9.0359		x	9.4495	44.98	x		27.1826	1.77
Mon	04/18/05	191.32333	1.07749	93	9.3425		x	9.1429	44.36	x		27.4892	2.39
Tue	04/19/05	191.36000	1.07769	94	9.4447		x	9.0407	44.16	x		27.5914	2.59
Wed	04/20/05	191.39667	1.07790	95	9.5470		x	8.9384	43.95	x		27.6937	2.80
Thu	04/21/05	191.43333	1.07811	96	9.6494		x	8.8360	43.74	x		27.7961	3.01
Fri	04/22/05	191.47000	1.07831	97	9.7517		x	8.7337	43.54	x		27.8984	3.21
Mon	04/25/05	191.58000	1.07893	100	10.0591		x	8.4263	42.92	x		28.2058	3.83
Tue	04/26/05	191.61667	1.07914	101	10.1617		x	8.3237	42.71	x		28.3084	4.04
Wed	04/27/05	191.65333	1.07934	102	10.2642		x	8.2212	42.51	x		28.4109	4.24
Thu	04/28/05	191.69000	1.07955	103	10.3668		x	8.1186	42.30	x		28.5135	4.45
Fri	04/29/05	191.72667	1.07976	104	10.4695		x	8.0159	42.09	x		28.6162	4.66
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	05/02/05	191.84839	1.08044	107	10.7783		x	7.7071	41.41	x		28.9250	5.34
Tue	05/03/05	191.89677	1.08072	108	10.8818		x	7.6036	41.13	x		29.0285	5.62
Wed	05/04/05	191.94516	1.08099	109	10.9853		x	7.5001	40.86	x		29.1320	5.89
Thu	05/05/05	191.99355	1.08126	110	11.0889		x	7.3965	40.59	x		29.2356	6.16
Fri	05/06/05	192.04194	1.08153	111	11.1925		x	7.2929	40.32	x		29.3392	6.43
Mon	05/09/05	192.18710	1.08235	114	11.5037		x	6.9817	39.50	x		29.6504	7.25
Tue	05/10/05	192.23548	1.08262	115	11.6075		x	6.8779	39.23	x		29.7542	7.52
Wed	05/11/05	192.28387	1.08290	116	11.7115		x	6.7739	38.95	x		29.8582	7.80
Thu	05/12/05	192.33226	1.08317	117	11.8154		x	6.6700	38.68	x		29.9621	8.07
Fri	05/13/05	192.38065	1.08344	118	11.9193		x	6.5661	38.41	x		30.0660	8.34
Mon	05/16/05	192.52581	1.08426	121	12.2316		x	6.2538	37.59	x		30.3783	9.16
Tue	05/17/05	192.57419	1.08453	122	12.3358		x	6.1496	37.32	x		30.4825	9.43
Wed	05/18/05	192.62258	1.08480	123	12.4400		x	6.0454	37.05	x		30.5867	9.70
Thu	05/19/05	192.67097	1.08508	124	12.5444		x	5.9410	36.77	x		30.6911	9.98
Fri	05/20/05	192.71935	1.08535	125	12.6487		x	5.8367	36.50	x		30.7954	10.25
Mon	05/23/05	192.86452	1.08617	128	12.9620		x	5.5234	35.68	x		31.1087	11.07
Tue	05/24/05	192.91290	1.08644	129	13.0665		x	5.4189	35.41	x		31.2132	11.34
Wed	05/25/05	192.96129	1.08671	130	13.1711		x	5.3143	35.14	x		31.3178	11.61
Thu	05/26/05	193.00968	1.08698	131	13.2757		x	5.2097	34.87	x		31.4224	11.88
Fri	05/27/05	193.05806	1.08726	132	13.3805		x	5.1049	34.59	x		31.5272	12.16
Mon	05/30/05	193.20323	1.08807	135	13.6948		x	4.7906	33.78	x		31.8415	12.97
Tue	05/31/05	193.25161	1.08835	136	13.7998		x	4.6856	33.50	x		31.9465	13.25
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	06/01/05	193.30000	1.08862	137	13.9047		x	4.5807	33.23	x		32.0514	13.52
Thu	06/02/05	193.34333	1.08886	138	14.0093		x	4.4761	32.99	x		32.1560	13.76
Fri	06/03/05	193.38667	1.08911	139	14.1141		x	4.3713	32.74	x		32.2608	14.01
Mon	06/06/05	193.51667	1.08984	142	14.4283		x	4.0571	32.01	x		32.5750	14.74
Tue	06/07/05	193.56000	1.09008	143	14.5331		x	3.9523	31.77	x		32.6798	14.98
Wed	06/08/05	193.60333	1.09033	144	14.6381		x	3.8473	31.52	x		32.7848	15.23
Thu	06/09/05	193.64667	1.09057	145	14.7430		x	3.7424	31.28	x		32.8897	15.47
Fri	06/10/05	193.69000	1.09081	146	14.8480		x	3.6374	31.04	x		32.9947	15.71
Mon	06/13/05	193.82000	1.09155	149	15.1633		x	3.3221	30.30	x		33.3100	16.45
Tue	06/14/05	193.86333	1.09179	150	15.2685		x	3.2169	30.06	x		33.4152	16.69
Wed	06/15/05	193.90667	1.09203	151	15.3736		x	3.1118	29.82	x		33.5203	16.93
Thu	06/16/05	193.95000	1.09228	152	15.4790		x	3.0064	29.57	x		33.6257	17.18
Fri	06/17/05	193.99333	1.09252	153	15.5843		x	2.9011	29.33	x		33.7310	17.42
Mon	06/20/05	194.12333	1.09326	156	15.9006		x	2.5848	28.59	x		34.0473	18.16
Tue	06/21/05	194.16667	1.09350	157	16.0060		x	2.4794	28.35	x		34.1527	18.40
Wed	06/22/05	194.21000	1.09374	158	16.1115		x	2.3739	28.11	x		34.2582	18.64
Thu	06/23/05	194.25333	1.09399	159	16.2172		x	2.2682	27.86	x		34.3639	18.89
Fri	06/24/05	194.29667	1.09423	160	16.3228		x	2.1626	27.62	x		34.4695	19.13
Mon	06/27/05	194.42667	1.09496	163	16.6399		x	1.8455	26.89	x		34.7866	19.86
Tue	06/28/05	194.47000	1.09521	164	16.7458		x	1.7396	26.64	x		34.8925	20.11
Wed	06/29/05	194.51333	1.09545	165	16.8516		x	1.6338	26.40	x		34.9983	20.35
Thu	06/30/05	194.55667	1.09570	166	16.9576		x	1.5278	26.15	x		35.1043	20.60
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	07/01/05	194.60000	1.09594	167	17.0635		x	1.4219	25.91	x		35.2102	20.84
Mon	07/04/05	194.58065	1.09583	170	17.3683		x	1.1171	26.02	x		35.5150	20.73
Tue	07/05/05	194.57419	1.09579	171	17.4698		x	1.0156	26.06	x		35.6165	20.69
Wed	07/06/05	194.56774	1.09576	172	17.5715		x	0.9139	26.09	x		35.7182	20.66
Thu	07/07/05	194.56129	1.09572	173	17.6730		x	0.8124	26.13	x		35.8197	20.62
Fri	07/08/05	194.55484	1.09569	174	17.7747		x	0.7107	26.16	x		35.9214	20.59
Mon	07/11/05	194.53548	1.09558	177	18.0793		x	0.4061	26.27	x		36.2260	20.48
Tue	07/12/05	194.52903	1.09554	178	18.1808		x	0.3046	26.31	x		36.3275	20.44
Wed	07/13/05	194.52258	1.09550	179	18.2823		x	0.2031	26.35	x		36.4290	20.40
Thu	07/14/05	194.51613	1.09547	180	18.3839		x	0.1015	26.38	x		36.5306	20.37
Fri	07/15/05	194.50968	1.09543	0	0.0000			0.0000	26.42	x	x	36.6321	20.33
Mon	07/18/05	194.49032	1.09532	3	0.3014			-0.3014	26.53	x	x	36.9335	20.22
Tue	07/19/05	194.48387	1.09529	4	0.4018			-0.4018	26.56	x	x	37.0339	20.19
Wed	07/20/05	194.47742	1.09525	5	0.5022			-0.5022	26.60	x	x	37.1343	20.15
Thu	07/21/05	194.47097	1.09521	6	0.6027			-0.6027	26.64	x	x	37.2348	20.11
Fri	07/22/05	194.46452	1.09518	7	0.7031			-0.7031	26.67	x	x	37.3352	20.08
Mon	07/25/05	194.44516	1.09507	10	1.0043			-1.0043	26.78	x	x	37.6364	19.97
Tue	07/26/05	194.43871	1.09503	11	1.1047			-1.1047	26.82	x	x	37.7368	19.93
Wed	07/27/05	194.43226	1.09499	12	1.2051			-1.2051	26.86	x	x	37.8372	19.89
Thu	07/28/05	194.42581	1.09496	13	1.3055			-1.3055	26.89	x	x	37.9376	19.86
Fri	07/29/05	194.41935	1.09492	14	1.4058			-1.4058	26.93	x	x	38.0379	19.82
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	08/01/05	194.40000	1.09481	17	1.7069			-1.7069	27.04	x	x	38.3390	19.71
Tue	08/02/05	194.40323	1.09483	18	1.8074			-1.8074	27.02	x	x	38.4395	19.73
Wed	08/03/05	194.40645	1.09485	19	1.9078			-1.9078	27.00	x	x	38.5399	19.75
Thu	08/04/05	194.40968	1.09487	20	2.0083			-2.0083	26.98	x	x	38.6404	19.77
Fri	08/05/05	194.41290	1.09489	21	2.1087			-2.1087	26.96	x	x	38.7408	19.79
Mon	08/08/05	194.42258	1.09494	24	2.4101			-2.4101	26.91	x	x	39.0422	19.84
Tue	08/09/05	194.42581	1.09496	25	2.5105			-2.5105	26.89	x	x	39.1426	19.86
Wed	08/10/05	194.42903	1.09498	26	2.6110			-2.6110	26.87	x	x	39.2431	19.88
Thu	08/11/05	194.43226	1.09499	27	2.7114			-2.7114	26.86	x	x	39.3435	19.89
Fri	08/12/05	194.43548	1.09501	28	2.8119			-2.8119	26.84	x	x	39.4440	19.91
Mon	08/15/05	194.44516	1.09507	31	3.1134			-3.1134	26.78	x	x	39.7455	19.97
Tue	08/16/05	194.44839	1.09509	32	3.2139			-3.2139	26.76	x	x	39.8460	19.99
Wed	08/17/05	194.45161	1.09510	33	3.3143			-3.3143	26.75	x	x	39.9464	20.00
Thu	08/18/05	194.45484	1.09512	34	3.4148			-3.4148	26.73	x	x	40.0469	20.02
Fri	08/19/05	194.45806	1.09514	35	3.5153			-3.5153	26.71	x	x	40.1474	20.04
Mon	08/22/05	194.46774	1.09519	38	3.8168			-3.8168	26.66	x	x	40.4489	20.09
Tue	08/23/05	194.47097	1.09521	39	3.9173			-3.9173	26.64	x	x	40.5494	20.11
Wed	08/24/05	194.47419	1.09523	40	4.0178			-4.0178	26.62	x	x	40.6499	20.13
Thu	08/25/05	194.47742	1.09525	41	4.1183			-4.1183	26.60	x	x	40.7504	20.15
Fri	08/26/05	194.48065	1.09527	42	4.2189			-4.2189	26.58	x	x	40.8510	20.17
Mon	08/29/05	194.49032	1.09532	45	4.5204			-4.5204	26.53	x	x	41.1525	20.22
Tue	08/30/05	194.49355	1.09534	46	4.6210			-4.6210	26.51	x	x	41.2531	20.24
Wed	08/31/05	194.49677	1.09536	47	4.7215			-4.7215	26.49	x	x	41.3536	20.26
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	09/01/05	194.50000	1.09538	48	4.8221			-4.8221	26.47	x	x	41.4542	20.28
Fri	09/02/05	194.53000	1.09555	49	4.9233			-4.9233	26.30	x	x	41.5554	20.45
Mon	09/05/05	194.62000	1.09605	52	5.2271			-5.2271	25.80	x	x	41.8592	20.95
Tue	09/06/05	194.65000	1.09622	53	5.3284			-5.3284	25.63	x	x	41.9605	21.12
Wed	09/07/05	194.68000	1.09639	54	5.4298			-5.4298	25.46	x	x	42.0619	21.29
Thu	09/08/05	194.71000	1.09656	55	5.5312			-5.5312	25.29	x	x	42.1633	21.46
Fri	09/09/05	194.74000	1.09673	56	5.6327			-5.6327	25.12	x	x	42.2648	21.63
Mon	09/12/05	194.83000	1.09723	59	5.9371			-5.9371	24.62	x	x	42.5692	22.13
Tue	09/13/05	194.86000	1.09740	60	6.0387			-6.0387	24.45	x	x	42.6708	22.30
Wed	09/14/05	194.89000	1.09757	61	6.1403			-6.1403	24.28	x	x	42.7724	22.47
Thu	09/15/05	194.92000	1.09774	62	6.2419			-6.2419	24.11	x	x	42.8740	22.64
Fri	09/16/05	194.95000	1.09791	63	6.3436			-6.3436	23.94	x	x	42.9757	22.81
Mon	09/19/05	195.04000	1.09842	66	6.6487			-6.6487	23.43	x	x	43.2808	23.32
Tue	09/20/05	195.07000	1.09859	67	6.7505			-6.7505	23.26	x	x	43.3826	23.49
Wed	09/21/05	195.10000	1.09876	68	6.8523			-6.8523	23.09	x	x	43.4844	23.66
Thu	09/22/05	195.13000	1.09892	69	6.9541			-6.9541	22.93	x	x	43.5862	23.82
Fri	09/23/05	195.16000	1.09909	70	7.0560			-7.0560	22.76	x	x	43.6881	23.99
Mon	09/26/05	195.25000	1.09960	73	7.3618			-7.3618	22.25	x	x	43.9939	24.50
Tue	09/27/05	195.28000	1.09977	74	7.4638			-7.4638	22.08	x	x	44.0959	24.67
Wed	09/28/05	195.31000	1.09994	75	7.5658			-7.5658	21.91	x	x	44.1979	24.84
Thu	09/29/05	195.34000	1.10011	76	7.6679			-7.6679	21.74	x	x	44.3000	25.01
Fri	09/30/05	195.37000	1.10028	77	7.7700			-7.7700	21.57	x	x	44.4021	25.18
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	10/03/05	195.46452	1.10081	80	8.0766			-8.0766	21.04	x	x	44.7087	25.71
Tue	10/04/05	195.49677	1.10099	81	8.1789			-8.1789	20.86	x	x	44.8110	25.89
Wed	10/05/05	195.52903	1.10117	82	8.2812			-8.2812	20.68	x	x	44.9133	26.07
Thu	10/06/05	195.56129	1.10135	83	8.3836			-8.3836	20.50	x	x	45.0157	26.25
Fri	10/07/05	195.59355	1.10154	84	8.4860			-8.4860	20.31	x	x	45.1181	26.44
Mon	10/10/05	195.69032	1.10208	87	8.7934			-8.7934	19.77	x	x	45.4255	26.98
Tue	10/11/05	195.72258	1.10226	88	8.8960			-8.8960	19.59	x	x	45.5281	27.16
Wed	10/12/05	195.75484	1.10244	89	8.9985			-8.9985	19.41	x	x	45.6306	27.34
Thu	10/13/05	195.78710	1.10263	90	9.1012			-9.1012	19.22	x	x	45.7333	27.53
Fri	10/14/05	195.81935	1.10281	91	9.2038			-9.2038	19.04	x	x	45.8359	27.71
Mon	10/17/05	195.91613	1.10335	94	9.5119			-9.5119	18.50	x	x	46.1440	28.25
Tue	10/18/05	195.94839	1.10353	95	9.6147			-9.6147	18.32	x	x	46.2468	28.43
Wed	10/19/05	195.98065	1.10372	96	9.7175			-9.7175	18.13	x	x	46.3496	28.62
Thu	10/20/05	196.01290	1.10390	97	9.8204			-9.8204	17.95	x	x	46.4525	28.80
Fri	10/21/05	196.04516	1.10408	98	9.9232			-9.9232	17.77	x	x	46.5553	28.98
Mon	10/24/05	196.14194	1.10462	101	10.2320			-10.2320	17.23	x	x	46.8641	29.52
Tue	10/25/05	196.17419	1.10481	102	10.3351			-10.3351	17.04	x	x	46.9672	29.71
Wed	10/26/05	196.20645	1.10499	103	10.4381			-10.4381	16.86	x	x	47.0702	29.89
Thu	10/27/05	196.23871	1.10517	104	10.5412			-10.5412	16.68	x	x	47.1733	30.07
Fri	10/28/05	196.27097	1.10535	105	10.6443			-10.6443	16.50	x	x	47.2764	30.25
Mon	10/31/05	196.36774	1.10590	108	10.9538			-10.9538	15.95	x	x	47.5859	30.80
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	11/01/05	196.40000	1.10608	109	11.0570			-11.0570	15.77	x	x	47.6891	30.98
Wed	11/02/05	196.48000	1.10653	110	11.1630			-11.1630	15.32	x	x	47.7951	31.43
Thu	11/03/05	196.56000	1.10698	111	11.2691			-11.2691	14.87	x	x	47.9012	31.88
Fri	11/04/05	196.64000	1.10743	112	11.3752			-11.3752	14.42	x	x	48.0073	32.33
Mon	11/07/05	196.88000	1.10878	115	11.6942			-11.6942	13.07	x	x	48.3263	33.68
Tue	11/08/05	196.96000	1.10923	116	11.8006			-11.8006	12.62	x	x	48.4327	34.13
Wed	11/09/05	197.04000	1.10968	117	11.9072			-11.9072	12.17	x	x	48.5393	34.58
Thu	11/10/05	197.12000	1.11013	118	12.0138			-12.0138	11.72	x	x	48.6459	35.03
Fri	11/11/05	197.20000	1.11058	119	12.1206			-12.1206	11.27	x	x	48.7527	35.48
Mon	11/14/05	197.44000	1.11193	122	12.4412			-12.4412	9.92	x	x	49.0733	36.83
Tue	11/15/05	197.52000	1.11238	123	12.5483			-12.5483	9.47	x	x	49.1804	37.28
Wed	11/16/05	197.60000	1.11283	124	12.6554			-12.6554	9.02	x	x	49.2875	37.73
Thu	11/17/05	197.68000	1.11329	125	12.7628			-12.7628	8.56	x	x	49.3949	38.19
Fri	11/18/05	197.76000	1.11374	126	12.8701			-12.8701	8.11	x	x	49.5022	38.64
Mon	11/21/05	198.00000	1.11509	129	13.1925			-13.1925	6.76	x	x	49.8246	39.99
Tue	11/22/05	198.08000	1.11554	130	13.3001			-13.3001	6.31	x	x	49.9322	40.44
Wed	11/23/05	198.16000	1.11599	131	13.4078			-13.4078	5.86	x	x	50.0399	40.89
Thu	11/24/05	198.24000	1.11644	132	13.5156			-13.5156	5.41	x	x	50.1477	41.34
Fri	11/25/05	198.32000	1.11689	133	13.6235			-13.6235	4.96	x	x	50.2556	41.79
Mon	11/28/05	198.56000	1.11824	136	13.9476			-13.9476	3.61	x	x	50.5797	43.14
Tue	11/29/05	198.64000	1.11869	137	14.0558			-14.0558	3.16	x	x	50.6879	43.59
Wed	11/30/05	198.72000	1.11914	138	14.1641			-14.1641	2.71	x	x	50.7962	44.04
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	12/01/05	198.80000	1.11959	139	14.2725			-14.2725	2.26	x	x	50.9046	44.49
Fri	12/02/05	198.81290	1.11967	140	14.3762			-14.3762	2.18	x	x	51.0083	44.57
Mon	12/05/05	198.85161	1.11988	143	14.6870			-14.6870	1.97	x	x	51.3191	44.78
Tue	12/06/05	198.86452	1.11996	144	14.7908			-14.7908	1.89	x	x	51.4229	44.86
Wed	12/07/05	198.87742	1.12003	145	14.8944			-14.8944	1.82	x	x	51.5265	44.93
Thu	12/08/05	198.89032	1.12010	146	14.9981			-14.9981	1.75	x	x	51.6302	45.00
Fri	12/09/05	198.90323	1.12017	147	15.1017			-15.1017	1.68	x	x	51.7338	45.07
Mon	12/12/05	198.94194	1.12039	150	15.4130			-15.4130	1.46	x	x	52.0451	45.29
Tue	12/13/05	198.95484	1.12047	151	15.5168			-15.5168	1.38	x	x	52.1489	45.37
Wed	12/14/05	198.96774	1.12054	152	15.6206			-15.6206	1.31	x	x	52.2527	45.44
Thu	12/15/05	198.98065	1.12061	153	15.7243			-15.7243	1.24	x	x	52.3564	45.51
Fri	12/16/05	198.99355	1.12068	154	15.8281			-15.8281	1.17	x	x	52.4602	45.58
Mon	12/19/05	199.03226	1.12090	157	16.1396			-16.1396	0.95	x	x	52.7717	45.80
Tue	12/20/05	199.04516	1.12097	158	16.2434			-16.2434	0.88	x	x	52.8755	45.87
Wed	12/21/05	199.05806	1.12105	159	16.3474			-16.3474	0.80	x	x	52.9795	45.95
Thu	12/22/05	199.07097	1.12112	160	16.4512			-16.4512	0.73	x	x	53.0833	46.02
Fri	12/23/05	199.08387	1.12119	161	16.5551			-16.5551	0.66	x	x	53.1872	46.09
Mon	12/26/05	199.12258	1.12141	164	16.8669			-16.8669	0.44	x	x	53.4990	46.31
Tue	12/27/05	199.13548	1.12148	165	16.9708			-16.9708	0.37	x	x	53.6029	46.38
Wed	12/28/05	199.14839	1.12156	166	17.0748			-17.0748	0.29	x	x	53.7069	46.46
Thu	12/29/05	199.16129	1.12163	167	17.1788			-17.1788	0.22	x	x	53.8109	46.53
Fri	12/30/05	199.17419	1.12170	168	17.2827			-17.2827	0.15	x	x	53.9148	46.60
Sun	01/01/06	199.20000	1.12185

Generated 03/09/11 23:47