2% 10-Year Treasury Inflation Protected Security (TIPS) due January 15, 2014

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

CUSIP Number	912828BW9	Interest 01/15/05 (184 days)	$10.3340
Dated Date	January 15, 2004	Interest 07/15/05 (181 days)	$10.5269
Ref CPI on Dated Date	184.77419	Interest Total	$20.8609
Original Issue Date	January 15, 2004	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	1.03315	170	9.5454	x	x	11.3155	44.92			9.5454	0.00
Mon	01/03/05	190.90645	1.03319	172	9.6581	x	x	11.2028	44.88			9.6581	0.04
Tue	01/04/05	190.90968	1.03321	173	9.7144	x	x	11.1465	44.86			9.7144	0.06
Wed	01/05/05	190.91290	1.03322	174	9.7707	x	x	11.0902	44.85			9.7707	0.07
Thu	01/06/05	190.91613	1.03324	175	9.8270	x	x	11.0339	44.83			9.8270	0.09
Fri	01/07/05	190.91935	1.03326	176	9.8834	x	x	10.9775	44.81			9.8834	0.11
Mon	01/10/05	190.92903	1.03331	179	10.0523	x	x	10.8086	44.76			10.0523	0.16
Tue	01/11/05	190.93226	1.03333	180	10.1087	x	x	10.7522	44.74			10.1087	0.18
Wed	01/12/05	190.93548	1.03334	181	10.1649	x	x	10.6960	44.73			10.1649	0.19
Thu	01/13/05	190.93871	1.03336	182	10.2213	x	x	10.6396	44.71			10.2213	0.21
Fri	01/14/05	190.94194	1.03338	183	10.2776	x	x	10.5833	44.69			10.2776	0.23
Sat	01/15/05	190.94516	1.03340	0	0.0000		x	10.5269	44.67	x		10.3340	0.25
Mon	01/17/05	190.95161	1.03343	2	0.1142		x	10.4127	44.64	x		10.4482	0.28
Tue	01/18/05	190.95484	1.03345	3	0.1713		x	10.3556	44.62	x		10.5053	0.30
Wed	01/19/05	190.95806	1.03347	4	0.2284		x	10.2985	44.60	x		10.5624	0.32
Thu	01/20/05	190.96129	1.03348	5	0.2855		x	10.2414	44.59	x		10.6195	0.33
Fri	01/21/05	190.96452	1.03350	6	0.3426		x	10.1843	44.57	x		10.6766	0.35
Mon	01/24/05	190.97419	1.03355	9	0.5139		x	10.0130	44.52	x		10.8479	0.40
Tue	01/25/05	190.97742	1.03357	10	0.5710		x	9.9559	44.50	x		10.9050	0.42
Wed	01/26/05	190.98065	1.03359	11	0.6281		x	9.8988	44.48	x		10.9621	0.44
Thu	01/27/05	190.98387	1.03361	12	0.6853		x	9.8416	44.46	x		11.0193	0.46
Fri	01/28/05	190.98710	1.03362	13	0.7424		x	9.7845	44.45	x		11.0764	0.47
Mon	01/31/05	190.99677	1.03368	16	0.9138		x	9.6131	44.39	x		11.2478	0.53
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	02/01/05	191.00000	1.03369	17	0.9709		x	9.5560	44.38	x		11.3049	0.54
Wed	02/02/05	190.97500	1.03356	18	1.0278		x	9.4991	44.51	x		11.3618	0.41
Thu	02/03/05	190.95000	1.03342	19	1.0848		x	9.4421	44.65	x		11.4188	0.27
Fri	02/04/05	190.92500	1.03329	20	1.1418		x	9.3851	44.78	x		11.4758	0.14
Mon	02/07/05	190.85000	1.03288	23	1.3125		x	9.2144	45.19	x		11.6465	-0.27
Tue	02/08/05	190.82500	1.03275	24	1.3694		x	9.1575	45.32	x		11.7034	-0.40
Wed	02/09/05	190.80000	1.03261	25	1.4263		x	9.1006	45.46	x		11.7603	-0.54
Thu	02/10/05	190.77500	1.03248	26	1.4831		x	9.0438	45.59	x		11.8171	-0.67
Fri	02/11/05	190.75000	1.03234	27	1.5400		x	8.9869	45.73	x		11.8740	-0.81
Mon	02/14/05	190.67500	1.03194	30	1.7104		x	8.8165	46.13	x		12.0444	-1.21
Tue	02/15/05	190.65000	1.03180	31	1.7672		x	8.7597	46.27	x		12.1012	-1.35
Wed	02/16/05	190.62500	1.03166	32	1.8239		x	8.7030	46.41	x		12.1579	-1.49
Thu	02/17/05	190.60000	1.03153	33	1.8807		x	8.6462	46.54	x		12.2147	-1.62
Fri	02/18/05	190.57500	1.03139	34	1.9374		x	8.5895	46.68	x		12.2714	-1.76
Mon	02/21/05	190.50000	1.03099	37	2.1075		x	8.4194	47.08	x		12.4415	-2.16
Tue	02/22/05	190.47500	1.03085	38	2.1642		x	8.3627	47.22	x		12.4982	-2.30
Wed	02/23/05	190.45000	1.03072	39	2.2209		x	8.3060	47.35	x		12.5549	-2.43
Thu	02/24/05	190.42500	1.03058	40	2.2775		x	8.2494	47.49	x		12.6115	-2.57
Fri	02/25/05	190.40000	1.03045	41	2.3342		x	8.1927	47.62	x		12.6682	-2.70
Mon	02/28/05	190.32500	1.03004	44	2.5040		x	8.0229	48.03	x		12.8380	-3.11
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	1.02991	45	2.5605		x	7.9664	48.16	x		12.8945	-3.24
Wed	03/02/05	190.31290	1.02998	46	2.6176		x	7.9093	48.09	x		12.9516	-3.17
Thu	03/03/05	190.32581	1.03005	47	2.6747		x	7.8522	48.02	x		13.0087	-3.10
Fri	03/04/05	190.33871	1.03012	48	2.7318		x	7.7951	47.95	x		13.0658	-3.03
Mon	03/07/05	190.37742	1.03032	51	2.9031		x	7.6238	47.75	x		13.2371	-2.83
Tue	03/08/05	190.39032	1.03039	52	2.9602		x	7.5667	47.68	x		13.2942	-2.76
Wed	03/09/05	190.40323	1.03046	53	3.0174		x	7.5095	47.61	x		13.3514	-2.69
Thu	03/10/05	190.41613	1.03053	54	3.0745		x	7.4524	47.54	x		13.4085	-2.62
Fri	03/11/05	190.42903	1.03060	55	3.1317		x	7.3952	47.47	x		13.4657	-2.55
Mon	03/14/05	190.46774	1.03081	58	3.3031		x	7.2238	47.26	x		13.6371	-2.34
Tue	03/15/05	190.48065	1.03088	59	3.3603		x	7.1666	47.19	x		13.6943	-2.27
Wed	03/16/05	190.49355	1.03095	60	3.4175		x	7.1094	47.12	x		13.7515	-2.20
Thu	03/17/05	190.50645	1.03102	61	3.4747		x	7.0522	47.05	x		13.8087	-2.13
Fri	03/18/05	190.51935	1.03109	62	3.5319		x	6.9950	46.98	x		13.8659	-2.06
Mon	03/21/05	190.55806	1.03130	65	3.7036		x	6.8233	46.77	x		14.0376	-1.85
Tue	03/22/05	190.57097	1.03137	66	3.7608		x	6.7661	46.70	x		14.0948	-1.78
Wed	03/23/05	190.58387	1.03144	67	3.8180		x	6.7089	46.63	x		14.1520	-1.71
Thu	03/24/05	190.59677	1.03151	68	3.8753		x	6.6516	46.56	x		14.2093	-1.64
Fri	03/25/05	190.60968	1.03158	69	3.9325		x	6.5944	46.49	x		14.2665	-1.57
Mon	03/28/05	190.64839	1.03179	72	4.1044		x	6.4225	46.28	x		14.4384	-1.36
Tue	03/29/05	190.66129	1.03186	73	4.1616		x	6.3653	46.21	x		14.4956	-1.29
Wed	03/30/05	190.67419	1.03193	74	4.2189		x	6.3080	46.14	x		14.5529	-1.22
Thu	03/31/05	190.68710	1.03200	75	4.2762		x	6.2507	46.07	x		14.6102	-1.15
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	04/01/05	190.70000	1.03207	76	4.3336		x	6.1933	46.00	x		14.6676	-1.08
Mon	04/04/05	190.81000	1.03267	79	4.5072		x	6.0197	45.40	x		14.8412	-0.48
Tue	04/05/05	190.84667	1.03286	80	4.5651		x	5.9618	45.21	x		14.8991	-0.29
Wed	04/06/05	190.88333	1.03306	81	4.6231		x	5.9038	45.01	x		14.9571	-0.09
Thu	04/07/05	190.92000	1.03326	82	4.6811		x	5.8458	44.81	x		15.0151	0.11
Fri	04/08/05	190.95667	1.03346	83	4.7391		x	5.7878	44.61	x		15.0731	0.31
Mon	04/11/05	191.06667	1.03405	86	4.9132		x	5.6137	44.02	x		15.2472	0.90
Tue	04/12/05	191.10333	1.03425	87	4.9713		x	5.5556	43.82	x		15.3053	1.10
Wed	04/13/05	191.14000	1.03445	88	5.0294		x	5.4975	43.62	x		15.3634	1.30
Thu	04/14/05	191.17667	1.03465	89	5.0875		x	5.4394	43.42	x		15.4215	1.50
Fri	04/15/05	191.21333	1.03485	90	5.1457		x	5.3812	43.22	x		15.4797	1.70
Mon	04/18/05	191.32333	1.03544	93	5.3202		x	5.2067	42.63	x		15.6542	2.29
Tue	04/19/05	191.36000	1.03564	94	5.3785		x	5.1484	42.43	x		15.7125	2.49
Wed	04/20/05	191.39667	1.03584	95	5.4367		x	5.0902	42.23	x		15.7707	2.69
Thu	04/21/05	191.43333	1.03604	96	5.4950		x	5.0319	42.03	x		15.8290	2.89
Fri	04/22/05	191.47000	1.03624	97	5.5533		x	4.9736	41.83	x		15.8873	3.09
Mon	04/25/05	191.58000	1.03683	100	5.7283		x	4.7986	41.24	x		16.0623	3.68
Tue	04/26/05	191.61667	1.03703	101	5.7867		x	4.7402	41.04	x		16.1207	3.88
Wed	04/27/05	191.65333	1.03723	102	5.8452		x	4.6817	40.84	x		16.1792	4.08
Thu	04/28/05	191.69000	1.03743	103	5.9036		x	4.6233	40.64	x		16.2376	4.28
Fri	04/29/05	191.72667	1.03763	104	5.9621		x	4.5648	40.44	x		16.2961	4.48
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	1.03829	107	6.1380		x	4.3889	39.78	x		16.4720	5.14
Tue	05/03/05	191.89677	1.03855	108	6.1969		x	4.3300	39.52	x		16.5309	5.40
Wed	05/04/05	191.94516	1.03881	109	6.2558		x	4.2711	39.26	x		16.5898	5.66
Thu	05/05/05	191.99355	1.03907	110	6.3148		x	4.2121	39.00	x		16.6488	5.92
Fri	05/06/05	192.04194	1.03933	111	6.3738		x	4.1531	38.74	x		16.7078	6.18
Mon	05/09/05	192.18710	1.04012	114	6.5510		x	3.9759	37.95	x		16.8850	6.97
Tue	05/10/05	192.23548	1.04038	115	6.6101		x	3.9168	37.69	x		16.9441	7.23
Wed	05/11/05	192.28387	1.04064	116	6.6693		x	3.8576	37.43	x		17.0033	7.49
Thu	05/12/05	192.33226	1.04090	117	6.7285		x	3.7984	37.17	x		17.0625	7.75
Fri	05/13/05	192.38065	1.04117	118	6.7877		x	3.7392	36.90	x		17.1217	8.02
Mon	05/16/05	192.52581	1.04195	121	6.9655		x	3.5614	36.12	x		17.2995	8.80
Tue	05/17/05	192.57419	1.04221	122	7.0248		x	3.5021	35.86	x		17.3588	9.06
Wed	05/18/05	192.62258	1.04248	123	7.0843		x	3.4426	35.59	x		17.4183	9.33
Thu	05/19/05	192.67097	1.04274	124	7.1436		x	3.3833	35.33	x		17.4776	9.59
Fri	05/20/05	192.71935	1.04300	125	7.2030		x	3.3239	35.07	x		17.5370	9.85
Mon	05/23/05	192.86452	1.04378	128	7.3814		x	3.1455	34.29	x		17.7154	10.63
Tue	05/24/05	192.91290	1.04405	129	7.4410		x	3.0859	34.02	x		17.7750	10.90
Wed	05/25/05	192.96129	1.04431	130	7.5006		x	3.0263	33.76	x		17.8346	11.16
Thu	05/26/05	193.00968	1.04457	131	7.5601		x	2.9668	33.50	x		17.8941	11.42
Fri	05/27/05	193.05806	1.04483	132	7.6198		x	2.9071	33.24	x		17.9538	11.68
Mon	05/30/05	193.20323	1.04562	135	7.7988		x	2.7281	32.45	x		18.1328	12.47
Tue	05/31/05	193.25161	1.04588	136	7.8585		x	2.6684	32.19	x		18.1925	12.73
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	1.04614	137	7.9183		x	2.6086	31.93	x		18.2523	12.99
Thu	06/02/05	193.34333	1.04638	138	7.9779		x	2.5490	31.69	x		18.3119	13.23
Fri	06/03/05	193.38667	1.04661	139	8.0375		x	2.4894	31.46	x		18.3715	13.46
Mon	06/06/05	193.51667	1.04731	142	8.2165		x	2.3104	30.76	x		18.5505	14.16
Tue	06/07/05	193.56000	1.04755	143	8.2762		x	2.2507	30.52	x		18.6102	14.40
Wed	06/08/05	193.60333	1.04778	144	8.3359		x	2.1910	30.29	x		18.6699	14.63
Thu	06/09/05	193.64667	1.04802	145	8.3957		x	2.1312	30.05	x		18.7297	14.87
Fri	06/10/05	193.69000	1.04825	146	8.4555		x	2.0714	29.82	x		18.7895	15.10
Mon	06/13/05	193.82000	1.04896	149	8.6351		x	1.8918	29.11	x		18.9691	15.81
Tue	06/14/05	193.86333	1.04919	150	8.6949		x	1.8320	28.88	x		19.0289	16.04
Wed	06/15/05	193.90667	1.04943	151	8.7549		x	1.7720	28.64	x		19.0889	16.28
Thu	06/16/05	193.95000	1.04966	152	8.8148		x	1.7121	28.41	x		19.1488	16.51
Fri	06/17/05	193.99333	1.04989	153	8.8748		x	1.6521	28.18	x		19.2088	16.74
Mon	06/20/05	194.12333	1.05060	156	9.0549		x	1.4720	27.47	x		19.3889	17.45
Tue	06/21/05	194.16667	1.05083	157	9.1149		x	1.4120	27.24	x		19.4489	17.68
Wed	06/22/05	194.21000	1.05107	158	9.1751		x	1.3518	27.00	x		19.5091	17.92
Thu	06/23/05	194.25333	1.05130	159	9.2352		x	1.2917	26.77	x		19.5692	18.15
Fri	06/24/05	194.29667	1.05154	160	9.2954		x	1.2315	26.53	x		19.6294	18.39
Mon	06/27/05	194.42667	1.05224	163	9.4760		x	1.0509	25.83	x		19.8100	19.09
Tue	06/28/05	194.47000	1.05247	164	9.5362		x	0.9907	25.60	x		19.8702	19.32
Wed	06/29/05	194.51333	1.05271	165	9.5965		x	0.9304	25.36	x		19.9305	19.56
Thu	06/30/05	194.55667	1.05294	166	9.6568		x	0.8701	25.13	x		19.9908	19.79
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	07/01/05	194.60000	1.05318	167	9.7172		x	0.8097	24.89	x		20.0512	20.03
Mon	07/04/05	194.58065	1.05307	170	9.8907		x	0.6362	25.00	x		20.2247	19.92
Tue	07/05/05	194.57419	1.05304	171	9.9486		x	0.5783	25.03	x		20.2826	19.89
Wed	07/06/05	194.56774	1.05300	172	10.0064		x	0.5205	25.07	x		20.3404	19.85
Thu	07/07/05	194.56129	1.05297	173	10.0643		x	0.4626	25.10	x		20.3983	19.82
Fri	07/08/05	194.55484	1.05293	174	10.1221		x	0.4048	25.14	x		20.4561	19.78
Mon	07/11/05	194.53548	1.05283	177	10.2956		x	0.2313	25.24	x		20.6296	19.68
Tue	07/12/05	194.52903	1.05279	178	10.3534		x	0.1735	25.28	x		20.6874	19.64
Wed	07/13/05	194.52258	1.05276	179	10.4113		x	0.1156	25.31	x		20.7453	19.61
Thu	07/14/05	194.51613	1.05272	180	10.4690		x	0.0579	25.35	x		20.8030	19.57
Fri	07/15/05	194.50968	1.05269	0	0.0000			0.0000	25.38	x	x	20.8609	19.54
Mon	07/18/05	194.49032	1.05258	3	0.1716			-0.1716	25.49	x	x	21.0325	19.43
Tue	07/19/05	194.48387	1.05255	4	0.2288			-0.2288	25.52	x	x	21.0897	19.40
Wed	07/20/05	194.47742	1.05251	5	0.2860			-0.2860	25.56	x	x	21.1469	19.36
Thu	07/21/05	194.47097	1.05248	6	0.3432			-0.3432	25.59	x	x	21.2041	19.33
Fri	07/22/05	194.46452	1.05244	7	0.4004			-0.4004	25.63	x	x	21.2613	19.29
Mon	07/25/05	194.44516	1.05234	10	0.5719			-0.5719	25.73	x	x	21.4328	19.19
Tue	07/26/05	194.43871	1.05230	11	0.6291			-0.6291	25.77	x	x	21.4900	19.15
Wed	07/27/05	194.43226	1.05227	12	0.6863			-0.6863	25.80	x	x	21.5472	19.12
Thu	07/28/05	194.42581	1.05223	13	0.7434			-0.7434	25.84	x	x	21.6043	19.08
Fri	07/29/05	194.41935	1.05220	14	0.8006			-0.8006	25.87	x	x	21.6615	19.05
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	1.05209	17	0.9720			-0.9720	25.98	x	x	21.8329	18.94
Tue	08/02/05	194.40323	1.05211	18	1.0292			-1.0292	25.96	x	x	21.8901	18.96
Wed	08/03/05	194.40645	1.05213	19	1.0864			-1.0864	25.94	x	x	21.9473	18.98
Thu	08/04/05	194.40968	1.05215	20	1.1436			-1.1436	25.92	x	x	22.0045	19.00
Fri	08/05/05	194.41290	1.05216	21	1.2008			-1.2008	25.91	x	x	22.0617	19.01
Mon	08/08/05	194.42258	1.05222	24	1.3725			-1.3725	25.85	x	x	22.2334	19.07
Tue	08/09/05	194.42581	1.05223	25	1.4297			-1.4297	25.84	x	x	22.2906	19.08
Wed	08/10/05	194.42903	1.05225	26	1.4869			-1.4869	25.82	x	x	22.3478	19.10
Thu	08/11/05	194.43226	1.05227	27	1.5441			-1.5441	25.80	x	x	22.4050	19.12
Fri	08/12/05	194.43548	1.05229	28	1.6013			-1.6013	25.78	x	x	22.4622	19.14
Mon	08/15/05	194.44516	1.05234	31	1.7730			-1.7730	25.73	x	x	22.6339	19.19
Tue	08/16/05	194.44839	1.05236	32	1.8302			-1.8302	25.71	x	x	22.6911	19.21
Wed	08/17/05	194.45161	1.05237	33	1.8874			-1.8874	25.70	x	x	22.7483	19.22
Thu	08/18/05	194.45484	1.05239	34	1.9446			-1.9446	25.68	x	x	22.8055	19.24
Fri	08/19/05	194.45806	1.05241	35	2.0019			-2.0019	25.66	x	x	22.8628	19.26
Mon	08/22/05	194.46774	1.05246	38	2.1736			-2.1736	25.61	x	x	23.0345	19.31
Tue	08/23/05	194.47097	1.05248	39	2.2308			-2.2308	25.59	x	x	23.0917	19.33
Wed	08/24/05	194.47419	1.05250	40	2.2880			-2.2880	25.57	x	x	23.1489	19.35
Thu	08/25/05	194.47742	1.05251	41	2.3453			-2.3453	25.56	x	x	23.2062	19.36
Fri	08/26/05	194.48065	1.05253	42	2.4025			-2.4025	25.54	x	x	23.2634	19.38
Mon	08/29/05	194.49032	1.05258	45	2.5742			-2.5742	25.49	x	x	23.4351	19.43
Tue	08/30/05	194.49355	1.05260	46	2.6315			-2.6315	25.47	x	x	23.4924	19.45
Wed	08/31/05	194.49677	1.05262	47	2.6888			-2.6888	25.45	x	x	23.5497	19.47
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	1.05264	48	2.7460			-2.7460	25.43	x	x	23.6069	19.49
Fri	09/02/05	194.53000	1.05280	49	2.8037			-2.8037	25.27	x	x	23.6646	19.65
Mon	09/05/05	194.62000	1.05329	52	2.9767			-2.9767	24.78	x	x	23.8376	20.14
Tue	09/06/05	194.65000	1.05345	53	3.0344			-3.0344	24.62	x	x	23.8953	20.30
Wed	09/07/05	194.68000	1.05361	54	3.0921			-3.0921	24.46	x	x	23.9530	20.46
Thu	09/08/05	194.71000	1.05377	55	3.1499			-3.1499	24.30	x	x	24.0108	20.62
Fri	09/09/05	194.74000	1.05394	56	3.2076			-3.2076	24.13	x	x	24.0685	20.79
Mon	09/12/05	194.83000	1.05442	59	3.3810			-3.3810	23.65	x	x	24.2419	21.27
Tue	09/13/05	194.86000	1.05458	60	3.4388			-3.4388	23.49	x	x	24.2997	21.43
Wed	09/14/05	194.89000	1.05475	61	3.4967			-3.4967	23.32	x	x	24.3576	21.60
Thu	09/15/05	194.92000	1.05491	62	3.5546			-3.5546	23.16	x	x	24.4155	21.76
Fri	09/16/05	194.95000	1.05507	63	3.6125			-3.6125	23.00	x	x	24.4734	21.92
Mon	09/19/05	195.04000	1.05556	66	3.7862			-3.7862	22.51	x	x	24.6471	22.41
Tue	09/20/05	195.07000	1.05572	67	3.8442			-3.8442	22.35	x	x	24.7051	22.57
Wed	09/21/05	195.10000	1.05588	68	3.9022			-3.9022	22.19	x	x	24.7631	22.73
Thu	09/22/05	195.13000	1.05605	69	3.9602			-3.9602	22.02	x	x	24.8211	22.90
Fri	09/23/05	195.16000	1.05621	70	4.0182			-4.0182	21.86	x	x	24.8791	23.06
Mon	09/26/05	195.25000	1.05670	73	4.1923			-4.1923	21.37	x	x	25.0532	23.55
Tue	09/27/05	195.28000	1.05686	74	4.2504			-4.2504	21.21	x	x	25.1113	23.71
Wed	09/28/05	195.31000	1.05702	75	4.3085			-4.3085	21.05	x	x	25.1694	23.87
Thu	09/29/05	195.34000	1.05718	76	4.3666			-4.3666	20.89	x	x	25.2275	24.03
Fri	09/30/05	195.37000	1.05734	77	4.4247			-4.4247	20.73	x	x	25.2856	24.19
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	1.05786	80	4.5994			-4.5994	20.21	x	x	25.4603	24.71
Tue	10/04/05	195.49677	1.05803	81	4.6576			-4.6576	20.04	x	x	25.5185	24.88
Wed	10/05/05	195.52903	1.05821	82	4.7159			-4.7159	19.86	x	x	25.5768	25.06
Thu	10/06/05	195.56129	1.05838	83	4.7742			-4.7742	19.69	x	x	25.6351	25.23
Fri	10/07/05	195.59355	1.05855	84	4.8325			-4.8325	19.52	x	x	25.6934	25.40
Mon	10/10/05	195.69032	1.05908	87	5.0076			-5.0076	18.99	x	x	25.8685	25.93
Tue	10/11/05	195.72258	1.05925	88	5.0660			-5.0660	18.82	x	x	25.9269	26.10
Wed	10/12/05	195.75484	1.05943	89	5.1244			-5.1244	18.64	x	x	25.9853	26.28
Thu	10/13/05	195.78710	1.05960	90	5.1828			-5.1828	18.47	x	x	26.0437	26.45
Fri	10/14/05	195.81935	1.05978	91	5.2413			-5.2413	18.29	x	x	26.1022	26.63
Mon	10/17/05	195.91613	1.06030	94	5.4168			-5.4168	17.77	x	x	26.2777	27.15
Tue	10/18/05	195.94839	1.06047	95	5.4753			-5.4753	17.60	x	x	26.3362	27.32
Wed	10/19/05	195.98065	1.06065	96	5.5338			-5.5338	17.42	x	x	26.3947	27.50
Thu	10/20/05	196.01290	1.06082	97	5.5924			-5.5924	17.25	x	x	26.4533	27.67
Fri	10/21/05	196.04516	1.06100	98	5.6510			-5.6510	17.07	x	x	26.5119	27.85
Mon	10/24/05	196.14194	1.06152	101	5.8268			-5.8268	16.55	x	x	26.6877	28.37
Tue	10/25/05	196.17419	1.06170	102	5.8855			-5.8855	16.37	x	x	26.7464	28.55
Wed	10/26/05	196.20645	1.06187	103	5.9442			-5.9442	16.20	x	x	26.8051	28.72
Thu	10/27/05	196.23871	1.06205	104	6.0029			-6.0029	16.02	x	x	26.8638	28.90
Fri	10/28/05	196.27097	1.06222	105	6.0616			-6.0616	15.85	x	x	26.9225	29.07
Mon	10/31/05	196.36774	1.06274	108	6.2378			-6.2378	15.33	x	x	27.0987	29.59
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	1.06292	109	6.2966			-6.2966	15.15	x	x	27.1575	29.77
Wed	11/02/05	196.48000	1.06335	110	6.3570			-6.3570	14.72	x	x	27.2179	30.20
Thu	11/03/05	196.56000	1.06378	111	6.4174			-6.4174	14.29	x	x	27.2783	30.63
Fri	11/04/05	196.64000	1.06422	112	6.4779			-6.4779	13.85	x	x	27.3388	31.07
Mon	11/07/05	196.88000	1.06552	115	6.6595			-6.6595	12.55	x	x	27.5204	32.37
Tue	11/08/05	196.96000	1.06595	116	6.7201			-6.7201	12.12	x	x	27.5810	32.80
Wed	11/09/05	197.04000	1.06638	117	6.7808			-6.7808	11.69	x	x	27.6417	33.23
Thu	11/10/05	197.12000	1.06682	118	6.8416			-6.8416	11.25	x	x	27.7025	33.67
Fri	11/11/05	197.20000	1.06725	119	6.9023			-6.9023	10.82	x	x	27.7632	34.10
Mon	11/14/05	197.44000	1.06855	122	7.0850			-7.0850	9.52	x	x	27.9459	35.40
Tue	11/15/05	197.52000	1.06898	123	7.1459			-7.1459	9.09	x	x	28.0068	35.83
Wed	11/16/05	197.60000	1.06941	124	7.2069			-7.2069	8.66	x	x	28.0678	36.26
Thu	11/17/05	197.68000	1.06985	125	7.2680			-7.2680	8.22	x	x	28.1289	36.70
Fri	11/18/05	197.76000	1.07028	126	7.3291			-7.3291	7.79	x	x	28.1900	37.13
Mon	11/21/05	198.00000	1.07158	129	7.5127			-7.5127	6.49	x	x	28.3736	38.43
Tue	11/22/05	198.08000	1.07201	130	7.5740			-7.5740	6.06	x	x	28.4349	38.86
Wed	11/23/05	198.16000	1.07244	131	7.6353			-7.6353	5.63	x	x	28.4962	39.29
Thu	11/24/05	198.24000	1.07288	132	7.6967			-7.6967	5.19	x	x	28.5576	39.73
Fri	11/25/05	198.32000	1.07331	133	7.7582			-7.7582	4.76	x	x	28.6191	40.16
Mon	11/28/05	198.56000	1.07461	136	7.9428			-7.9428	3.46	x	x	28.8037	41.46
Tue	11/29/05	198.64000	1.07504	137	8.0044			-8.0044	3.03	x	x	28.8653	41.89
Wed	11/30/05	198.72000	1.07547	138	8.0660			-8.0660	2.60	x	x	28.9269	42.32
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	1.07591	139	8.1278			-8.1278	2.16	x	x	28.9887	42.76
Fri	12/02/05	198.81290	1.07598	140	8.1868			-8.1868	2.09	x	x	29.0477	42.83
Mon	12/05/05	198.85161	1.07619	143	8.3639			-8.3639	1.88	x	x	29.2248	43.04
Tue	12/06/05	198.86452	1.07626	144	8.4229			-8.4229	1.81	x	x	29.2838	43.11
Wed	12/07/05	198.87742	1.07633	145	8.4819			-8.4819	1.74	x	x	29.3428	43.18
Thu	12/08/05	198.89032	1.07640	146	8.5410			-8.5410	1.67	x	x	29.4019	43.25
Fri	12/09/05	198.90323	1.07647	147	8.6001			-8.6001	1.60	x	x	29.4610	43.32
Mon	12/12/05	198.94194	1.07668	150	8.7773			-8.7773	1.39	x	x	29.6382	43.53
Tue	12/13/05	198.95484	1.07675	151	8.8364			-8.8364	1.32	x	x	29.6973	43.60
Wed	12/14/05	198.96774	1.07682	152	8.8955			-8.8955	1.25	x	x	29.7564	43.67
Thu	12/15/05	198.98065	1.07689	153	8.9546			-8.9546	1.18	x	x	29.8155	43.74
Fri	12/16/05	198.99355	1.07696	154	9.0137			-9.0137	1.11	x	x	29.8746	43.81
Mon	12/19/05	199.03226	1.07716	157	9.1910			-9.1910	0.91	x	x	30.0519	44.01
Tue	12/20/05	199.04516	1.07723	158	9.2501			-9.2501	0.84	x	x	30.1110	44.08
Wed	12/21/05	199.05806	1.07730	159	9.3093			-9.3093	0.77	x	x	30.1702	44.15
Thu	12/22/05	199.07097	1.07737	160	9.3684			-9.3684	0.70	x	x	30.2293	44.22
Fri	12/23/05	199.08387	1.07744	161	9.4276			-9.4276	0.63	x	x	30.2885	44.29
Mon	12/26/05	199.12258	1.07765	164	9.6051			-9.6051	0.42	x	x	30.4660	44.50
Tue	12/27/05	199.13548	1.07772	165	9.6643			-9.6643	0.35	x	x	30.5252	44.57
Wed	12/28/05	199.14839	1.07779	166	9.7235			-9.7235	0.28	x	x	30.5844	44.64
Thu	12/29/05	199.16129	1.07786	167	9.7828			-9.7828	0.21	x	x	30.6437	44.71
Fri	12/30/05	199.17419	1.07793	168	9.8420			-9.8420	0.14	x	x	30.7029	44.78
Sun	01/01/06	199.20000	1.07807

Generated 03/09/11 23:47