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

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

CUSIP Number	912828CP3	Interest 01/15/05 (184 days)	$10.1299
Dated Date	July 15, 2004	Interest 07/15/05 (181 days)	$10.3190
Ref CPI on Dated Date	188.49677	Interest Total	$20.4489
Original Issue Date	July 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	1.01275	170	9.3569	x	x	11.0920	44.03			9.3569	0.00
Mon	01/03/05	190.90645	1.01278	172	9.4673	x	x	10.9816	44.00			9.4673	0.03
Tue	01/04/05	190.90968	1.01280	173	9.5225	x	x	10.9264	43.98			9.5225	0.05
Wed	01/05/05	190.91290	1.01282	174	9.5778	x	x	10.8711	43.96			9.5778	0.07
Thu	01/06/05	190.91613	1.01284	175	9.6330	x	x	10.8159	43.94			9.6330	0.09
Fri	01/07/05	190.91935	1.01285	176	9.6881	x	x	10.7608	43.93			9.6881	0.10
Mon	01/10/05	190.92903	1.01290	179	9.8538	x	x	10.5951	43.88			9.8538	0.15
Tue	01/11/05	190.93226	1.01292	180	9.9090	x	x	10.5399	43.86			9.9090	0.17
Wed	01/12/05	190.93548	1.01294	181	9.9642	x	x	10.4847	43.84			9.9642	0.19
Thu	01/13/05	190.93871	1.01295	182	10.0194	x	x	10.4295	43.83			10.0194	0.20
Fri	01/14/05	190.94194	1.01297	183	10.0746	x	x	10.3743	43.81			10.0746	0.22
Sat	01/15/05	190.94516	1.01299	0	0.0000		x	10.3190	43.79	x		10.1299	0.24
Mon	01/17/05	190.95161	1.01302	2	0.1119		x	10.2071	43.76	x		10.2418	0.27
Tue	01/18/05	190.95484	1.01304	3	0.1679		x	10.1511	43.74	x		10.2978	0.29
Wed	01/19/05	190.95806	1.01306	4	0.2239		x	10.0951	43.72	x		10.3538	0.31
Thu	01/20/05	190.96129	1.01307	5	0.2799		x	10.0391	43.71	x		10.4098	0.32
Fri	01/21/05	190.96452	1.01309	6	0.3358		x	9.9832	43.69	x		10.4657	0.34
Mon	01/24/05	190.97419	1.01314	9	0.5038		x	9.8152	43.64	x		10.6337	0.39
Tue	01/25/05	190.97742	1.01316	10	0.5598		x	9.7592	43.62	x		10.6897	0.41
Wed	01/26/05	190.98065	1.01318	11	0.6157		x	9.7033	43.60	x		10.7456	0.43
Thu	01/27/05	190.98387	1.01319	12	0.6717		x	9.6473	43.59	x		10.8016	0.44
Fri	01/28/05	190.98710	1.01321	13	0.7277		x	9.5913	43.57	x		10.8576	0.46
Mon	01/31/05	190.99677	1.01326	16	0.8957		x	9.4233	43.52	x		11.0256	0.51
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	1.01328	17	0.9517		x	9.3673	43.50	x		11.0816	0.53
Wed	02/02/05	190.97500	1.01315	18	1.0076		x	9.3114	43.63	x		11.1375	0.40
Thu	02/03/05	190.95000	1.01301	19	1.0634		x	9.2556	43.77	x		11.1933	0.26
Fri	02/04/05	190.92500	1.01288	20	1.1192		x	9.1998	43.90	x		11.2491	0.13
Mon	02/07/05	190.85000	1.01248	23	1.2866		x	9.0324	44.30	x		11.4165	-0.27
Tue	02/08/05	190.82500	1.01235	24	1.3423		x	8.9767	44.43	x		11.4722	-0.40
Wed	02/09/05	190.80000	1.01222	25	1.3981		x	8.9209	44.56	x		11.5280	-0.53
Thu	02/10/05	190.77500	1.01209	26	1.4538		x	8.8652	44.69	x		11.5837	-0.66
Fri	02/11/05	190.75000	1.01195	27	1.5095		x	8.8095	44.83	x		11.6394	-0.80
Mon	02/14/05	190.67500	1.01156	30	1.6766		x	8.6424	45.22	x		11.8065	-1.19
Tue	02/15/05	190.65000	1.01142	31	1.7323		x	8.5867	45.36	x		11.8622	-1.33
Wed	02/16/05	190.62500	1.01129	32	1.7879		x	8.5311	45.49	x		11.9178	-1.46
Thu	02/17/05	190.60000	1.01116	33	1.8436		x	8.4754	45.62	x		11.9735	-1.59
Fri	02/18/05	190.57500	1.01103	34	1.8992		x	8.4198	45.75	x		12.0291	-1.72
Mon	02/21/05	190.50000	1.01063	37	2.0659		x	8.2531	46.15	x		12.1958	-2.12
Tue	02/22/05	190.47500	1.01049	38	2.1215		x	8.1975	46.29	x		12.2514	-2.26
Wed	02/23/05	190.45000	1.01036	39	2.1770		x	8.1420	46.42	x		12.3069	-2.39
Thu	02/24/05	190.42500	1.01023	40	2.2326		x	8.0864	46.55	x		12.3625	-2.52
Fri	02/25/05	190.40000	1.01010	41	2.2881		x	8.0309	46.68	x		12.4180	-2.65
Mon	02/28/05	190.32500	1.00970	44	2.4545		x	7.8645	47.08	x		12.5844	-3.05
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	03/01/05	190.30000	1.00957	45	2.5100		x	7.8090	47.21	x		12.6399	-3.18
Wed	03/02/05	190.31290	1.00963	46	2.5659		x	7.7531	47.15	x		12.6958	-3.12
Thu	03/03/05	190.32581	1.00970	47	2.6219		x	7.6971	47.08	x		12.7518	-3.05
Fri	03/04/05	190.33871	1.00977	48	2.6778		x	7.6412	47.01	x		12.8077	-2.98
Mon	03/07/05	190.37742	1.00998	51	2.8458		x	7.4732	46.80	x		12.9757	-2.77
Tue	03/08/05	190.39032	1.01005	52	2.9018		x	7.4172	46.73	x		13.0317	-2.70
Wed	03/09/05	190.40323	1.01011	53	2.9578		x	7.3612	46.67	x		13.0877	-2.64
Thu	03/10/05	190.41613	1.01018	54	3.0138		x	7.3052	46.60	x		13.1437	-2.57
Fri	03/11/05	190.42903	1.01025	55	3.0698		x	7.2492	46.53	x		13.1997	-2.50
Mon	03/14/05	190.46774	1.01046	58	3.2379		x	7.0811	46.32	x		13.3678	-2.29
Tue	03/15/05	190.48065	1.01052	59	3.2940		x	7.0250	46.26	x		13.4239	-2.23
Wed	03/16/05	190.49355	1.01059	60	3.3500		x	6.9690	46.19	x		13.4799	-2.16
Thu	03/17/05	190.50645	1.01066	61	3.4061		x	6.9129	46.12	x		13.5360	-2.09
Fri	03/18/05	190.51935	1.01073	62	3.4622		x	6.8568	46.05	x		13.5921	-2.02
Mon	03/21/05	190.55806	1.01094	65	3.6304		x	6.6886	45.84	x		13.7603	-1.81
Tue	03/22/05	190.57097	1.01100	66	3.6865		x	6.6325	45.78	x		13.8164	-1.75
Wed	03/23/05	190.58387	1.01107	67	3.7426		x	6.5764	45.71	x		13.8725	-1.68
Thu	03/24/05	190.59677	1.01114	68	3.7988		x	6.5202	45.64	x		13.9287	-1.61
Fri	03/25/05	190.60968	1.01121	69	3.8549		x	6.4641	45.57	x		13.9848	-1.54
Mon	03/28/05	190.64839	1.01141	72	4.0233		x	6.2957	45.37	x		14.1532	-1.34
Tue	03/29/05	190.66129	1.01148	73	4.0794		x	6.2396	45.30	x		14.2093	-1.27
Wed	03/30/05	190.67419	1.01155	74	4.1356		x	6.1834	45.23	x		14.2655	-1.20
Thu	03/31/05	190.68710	1.01162	75	4.1918		x	6.1272	45.16	x		14.3217	-1.13
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	1.01169	76	4.2480		x	6.0710	45.09	x		14.3779	-1.06
Mon	04/04/05	190.81000	1.01227	79	4.4182		x	5.9008	44.51	x		14.5481	-0.48
Tue	04/05/05	190.84667	1.01247	80	4.4750		x	5.8440	44.31	x		14.6049	-0.28
Wed	04/06/05	190.88333	1.01266	81	4.5318		x	5.7872	44.12	x		14.6617	-0.09
Thu	04/07/05	190.92000	1.01286	82	4.5886		x	5.7304	43.92	x		14.7185	0.11
Fri	04/08/05	190.95667	1.01305	83	4.6455		x	5.6735	43.73	x		14.7754	0.30
Mon	04/11/05	191.06667	1.01363	86	4.8161		x	5.5029	43.15	x		14.9460	0.88
Tue	04/12/05	191.10333	1.01383	87	4.8731		x	5.4459	42.95	x		15.0030	1.08
Wed	04/13/05	191.14000	1.01402	88	4.9300		x	5.3890	42.76	x		15.0599	1.27
Thu	04/14/05	191.17667	1.01422	89	4.9870		x	5.3320	42.56	x		15.1169	1.47
Fri	04/15/05	191.21333	1.01441	90	5.0440		x	5.2750	42.37	x		15.1739	1.66
Mon	04/18/05	191.32333	1.01500	93	5.2152		x	5.1038	41.78	x		15.3451	2.25
Tue	04/19/05	191.36000	1.01519	94	5.2723		x	5.0467	41.59	x		15.4022	2.44
Wed	04/20/05	191.39667	1.01538	95	5.3293		x	4.9897	41.40	x		15.4592	2.63
Thu	04/21/05	191.43333	1.01558	96	5.3865		x	4.9325	41.20	x		15.5164	2.83
Fri	04/22/05	191.47000	1.01577	97	5.4436		x	4.8754	41.01	x		15.5735	3.02
Mon	04/25/05	191.58000	1.01636	100	5.6152		x	4.7038	40.42	x		15.7451	3.61
Tue	04/26/05	191.61667	1.01655	101	5.6725		x	4.6465	40.23	x		15.8024	3.80
Wed	04/27/05	191.65333	1.01675	102	5.7298		x	4.5892	40.03	x		15.8597	4.00
Thu	04/28/05	191.69000	1.01694	103	5.7870		x	4.5320	39.84	x		15.9169	4.19
Fri	04/29/05	191.72667	1.01714	104	5.8443		x	4.4747	39.64	x		15.9742	4.39
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	1.01778	107	6.0167		x	4.3023	39.00	x		16.1466	5.03
Tue	05/03/05	191.89677	1.01804	108	6.0745		x	4.2445	38.74	x		16.2044	5.29
Wed	05/04/05	191.94516	1.01829	109	6.1322		x	4.1868	38.49	x		16.2621	5.54
Thu	05/05/05	191.99355	1.01855	110	6.1901		x	4.1289	38.23	x		16.3200	5.80
Fri	05/06/05	192.04194	1.01881	111	6.2480		x	4.0710	37.97	x		16.3779	6.06
Mon	05/09/05	192.18710	1.01958	114	6.4217		x	3.8973	37.20	x		16.5516	6.83
Tue	05/10/05	192.23548	1.01983	115	6.4796		x	3.8394	36.95	x		16.6095	7.08
Wed	05/11/05	192.28387	1.02009	116	6.5376		x	3.7814	36.69	x		16.6675	7.34
Thu	05/12/05	192.33226	1.02035	117	6.5956		x	3.7234	36.43	x		16.7255	7.60
Fri	05/13/05	192.38065	1.02060	118	6.6536		x	3.6654	36.18	x		16.7835	7.85
Mon	05/16/05	192.52581	1.02137	121	6.8279		x	3.4911	35.41	x		16.9578	8.62
Tue	05/17/05	192.57419	1.02163	122	6.8861		x	3.4329	35.15	x		17.0160	8.88
Wed	05/18/05	192.62258	1.02189	123	6.9443		x	3.3747	34.89	x		17.0742	9.14
Thu	05/19/05	192.67097	1.02214	124	7.0025		x	3.3165	34.64	x		17.1324	9.39
Fri	05/20/05	192.71935	1.02240	125	7.0608		x	3.2582	34.38	x		17.1907	9.65
Mon	05/23/05	192.86452	1.02317	128	7.2357		x	3.0833	33.61	x		17.3656	10.42
Tue	05/24/05	192.91290	1.02343	129	7.2941		x	3.0249	33.35	x		17.4240	10.68
Wed	05/25/05	192.96129	1.02368	130	7.3524		x	2.9666	33.10	x		17.4823	10.93
Thu	05/26/05	193.00968	1.02394	131	7.4108		x	2.9082	32.84	x		17.5407	11.19
Fri	05/27/05	193.05806	1.02420	132	7.4693		x	2.8497	32.58	x		17.5992	11.45
Mon	05/30/05	193.20323	1.02497	135	7.6448		x	2.6742	31.81	x		17.7747	12.22
Tue	05/31/05	193.25161	1.02523	136	7.7034		x	2.6156	31.55	x		17.8333	12.48
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	06/01/05	193.30000	1.02548	137	7.7619		x	2.5571	31.30	x		17.8918	12.73
Thu	06/02/05	193.34333	1.02571	138	7.8203		x	2.4987	31.07	x		17.9502	12.96
Fri	06/03/05	193.38667	1.02594	139	7.8788		x	2.4402	30.84	x		18.0087	13.19
Mon	06/06/05	193.51667	1.02663	142	8.0542		x	2.2648	30.15	x		18.1841	13.88
Tue	06/07/05	193.56000	1.02686	143	8.1128		x	2.2062	29.92	x		18.2427	14.11
Wed	06/08/05	193.60333	1.02709	144	8.1713		x	2.1477	29.69	x		18.3012	14.34
Thu	06/09/05	193.64667	1.02732	145	8.2299		x	2.0891	29.46	x		18.3598	14.57
Fri	06/10/05	193.69000	1.02755	146	8.2885		x	2.0305	29.23	x		18.4184	14.80
Mon	06/13/05	193.82000	1.02824	149	8.4645		x	1.8545	28.54	x		18.5944	15.49
Tue	06/14/05	193.86333	1.02847	150	8.5232		x	1.7958	28.31	x		18.6531	15.72
Wed	06/15/05	193.90667	1.02870	151	8.5820		x	1.7370	28.08	x		18.7119	15.95
Thu	06/16/05	193.95000	1.02893	152	8.6407		x	1.6783	27.85	x		18.7706	16.18
Fri	06/17/05	193.99333	1.02916	153	8.6995		x	1.6195	27.62	x		18.8294	16.41
Mon	06/20/05	194.12333	1.02985	156	8.8761		x	1.4429	26.93	x		19.0060	17.10
Tue	06/21/05	194.16667	1.03008	157	8.9349		x	1.3841	26.70	x		19.0648	17.33
Wed	06/22/05	194.21000	1.03031	158	8.9939		x	1.3251	26.47	x		19.1238	17.56
Thu	06/23/05	194.25333	1.03054	159	9.0528		x	1.2662	26.24	x		19.1827	17.79
Fri	06/24/05	194.29667	1.03077	160	9.1118		x	1.2072	26.01	x		19.2417	18.02
Mon	06/27/05	194.42667	1.03146	163	9.2888		x	1.0302	25.32	x		19.4187	18.71
Tue	06/28/05	194.47000	1.03169	164	9.3479		x	0.9711	25.09	x		19.4778	18.94
Wed	06/29/05	194.51333	1.03192	165	9.4070		x	0.9120	24.86	x		19.5369	19.17
Thu	06/30/05	194.55667	1.03215	166	9.4661		x	0.8529	24.63	x		19.5960	19.40
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	1.03238	167	9.5253		x	0.7937	24.40	x		19.6552	19.63
Mon	07/04/05	194.58065	1.03228	170	9.6954		x	0.6236	24.50	x		19.8253	19.53
Tue	07/05/05	194.57419	1.03224	171	9.7521		x	0.5669	24.54	x		19.8820	19.49
Wed	07/06/05	194.56774	1.03221	172	9.8088		x	0.5102	24.57	x		19.9387	19.46
Thu	07/07/05	194.56129	1.03217	173	9.8655		x	0.4535	24.61	x		19.9954	19.42
Fri	07/08/05	194.55484	1.03214	174	9.9222		x	0.3968	24.64	x		20.0521	19.39
Mon	07/11/05	194.53548	1.03204	177	10.0923		x	0.2267	24.74	x		20.2222	19.29
Tue	07/12/05	194.52903	1.03200	178	10.1490		x	0.1700	24.78	x		20.2789	19.25
Wed	07/13/05	194.52258	1.03197	179	10.2057		x	0.1133	24.81	x		20.3356	19.22
Thu	07/14/05	194.51613	1.03193	180	10.2623		x	0.0567	24.85	x		20.3922	19.18
Fri	07/15/05	194.50968	1.03190	0	0.0000			0.0000	24.88	x	x	20.4489	19.15
Mon	07/18/05	194.49032	1.03180	3	0.1682			-0.1682	24.98	x	x	20.6171	19.05
Tue	07/19/05	194.48387	1.03176	4	0.2243			-0.2243	25.02	x	x	20.6732	19.01
Wed	07/20/05	194.47742	1.03173	5	0.2804			-0.2804	25.05	x	x	20.7293	18.98
Thu	07/21/05	194.47097	1.03169	6	0.3364			-0.3364	25.09	x	x	20.7853	18.94
Fri	07/22/05	194.46452	1.03166	7	0.3925			-0.3925	25.12	x	x	20.8414	18.91
Mon	07/25/05	194.44516	1.03156	10	0.5606			-0.5606	25.22	x	x	21.0095	18.81
Tue	07/26/05	194.43871	1.03152	11	0.6167			-0.6167	25.26	x	x	21.0656	18.77
Wed	07/27/05	194.43226	1.03149	12	0.6727			-0.6727	25.29	x	x	21.1216	18.74
Thu	07/28/05	194.42581	1.03145	13	0.7287			-0.7287	25.33	x	x	21.1776	18.70
Fri	07/29/05	194.41935	1.03142	14	0.7848			-0.7848	25.36	x	x	21.2337	18.67
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	1.03132	17	0.9529			-0.9529	25.46	x	x	21.4018	18.57
Tue	08/02/05	194.40323	1.03133	18	1.0089			-1.0089	25.45	x	x	21.4578	18.58
Wed	08/03/05	194.40645	1.03135	19	1.0650			-1.0650	25.43	x	x	21.5139	18.60
Thu	08/04/05	194.40968	1.03137	20	1.1211			-1.1211	25.41	x	x	21.5700	18.62
Fri	08/05/05	194.41290	1.03139	21	1.1771			-1.1771	25.39	x	x	21.6260	18.64
Mon	08/08/05	194.42258	1.03144	24	1.3454			-1.3454	25.34	x	x	21.7943	18.69
Tue	08/09/05	194.42581	1.03145	25	1.4014			-1.4014	25.33	x	x	21.8503	18.70
Wed	08/10/05	194.42903	1.03147	26	1.4575			-1.4575	25.31	x	x	21.9064	18.72
Thu	08/11/05	194.43226	1.03149	27	1.5136			-1.5136	25.29	x	x	21.9625	18.74
Fri	08/12/05	194.43548	1.03151	28	1.5697			-1.5697	25.27	x	x	22.0186	18.76
Mon	08/15/05	194.44516	1.03156	31	1.7380			-1.7380	25.22	x	x	22.1869	18.81
Tue	08/16/05	194.44839	1.03157	32	1.7940			-1.7940	25.21	x	x	22.2429	18.82
Wed	08/17/05	194.45161	1.03159	33	1.8501			-1.8501	25.19	x	x	22.2990	18.84
Thu	08/18/05	194.45484	1.03161	34	1.9062			-1.9062	25.17	x	x	22.3551	18.86
Fri	08/19/05	194.45806	1.03163	35	1.9623			-1.9623	25.15	x	x	22.4112	18.88
Mon	08/22/05	194.46774	1.03168	38	2.1306			-2.1306	25.10	x	x	22.5795	18.93
Tue	08/23/05	194.47097	1.03169	39	2.1867			-2.1867	25.09	x	x	22.6356	18.94
Wed	08/24/05	194.47419	1.03171	40	2.2428			-2.2428	25.07	x	x	22.6917	18.96
Thu	08/25/05	194.47742	1.03173	41	2.2990			-2.2990	25.05	x	x	22.7479	18.98
Fri	08/26/05	194.48065	1.03175	42	2.3551			-2.3551	25.03	x	x	22.8040	19.00
Mon	08/29/05	194.49032	1.03180	45	2.5234			-2.5234	24.98	x	x	22.9723	19.05
Tue	08/30/05	194.49355	1.03181	46	2.5795			-2.5795	24.97	x	x	23.0284	19.06
Wed	08/31/05	194.49677	1.03183	47	2.6357			-2.6357	24.95	x	x	23.0846	19.08
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	09/01/05	194.50000	1.03185	48	2.6918			-2.6918	24.93	x	x	23.1407	19.10
Fri	09/02/05	194.53000	1.03201	49	2.7483			-2.7483	24.77	x	x	23.1972	19.26
Mon	09/05/05	194.62000	1.03248	52	2.9179			-2.9179	24.30	x	x	23.3668	19.73
Tue	09/06/05	194.65000	1.03264	53	2.9745			-2.9745	24.14	x	x	23.4234	19.89
Wed	09/07/05	194.68000	1.03280	54	3.0310			-3.0310	23.98	x	x	23.4799	20.05
Thu	09/08/05	194.71000	1.03296	55	3.0877			-3.0877	23.82	x	x	23.5366	20.21
Fri	09/09/05	194.74000	1.03312	56	3.1443			-3.1443	23.66	x	x	23.5932	20.37
Mon	09/12/05	194.83000	1.03360	59	3.3143			-3.3143	23.18	x	x	23.7632	20.85
Tue	09/13/05	194.86000	1.03376	60	3.3710			-3.3710	23.02	x	x	23.8199	21.01
Wed	09/14/05	194.89000	1.03392	61	3.4277			-3.4277	22.86	x	x	23.8766	21.17
Thu	09/15/05	194.92000	1.03408	62	3.4844			-3.4844	22.70	x	x	23.9333	21.33
Fri	09/16/05	194.95000	1.03424	63	3.5411			-3.5411	22.54	x	x	23.9900	21.49
Mon	09/19/05	195.04000	1.03471	66	3.7115			-3.7115	22.07	x	x	24.1604	21.96
Tue	09/20/05	195.07000	1.03487	67	3.7683			-3.7683	21.91	x	x	24.2172	22.12
Wed	09/21/05	195.10000	1.03503	68	3.8251			-3.8251	21.75	x	x	24.2740	22.28
Thu	09/22/05	195.13000	1.03519	69	3.8820			-3.8820	21.59	x	x	24.3309	22.44
Fri	09/23/05	195.16000	1.03535	70	3.9388			-3.9388	21.43	x	x	24.3877	22.60
Mon	09/26/05	195.25000	1.03583	73	4.1095			-4.1095	20.95	x	x	24.5584	23.08
Tue	09/27/05	195.28000	1.03599	74	4.1665			-4.1665	20.79	x	x	24.6154	23.24
Wed	09/28/05	195.31000	1.03615	75	4.2234			-4.2234	20.63	x	x	24.6723	23.40
Thu	09/29/05	195.34000	1.03630	76	4.2804			-4.2804	20.48	x	x	24.7293	23.55
Fri	09/30/05	195.37000	1.03646	77	4.3374			-4.3374	20.32	x	x	24.7863	23.71
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	10/03/05	195.46452	1.03696	80	4.5085			-4.5085	19.82	x	x	24.9574	24.21
Tue	10/04/05	195.49677	1.03714	81	4.5657			-4.5657	19.64	x	x	25.0146	24.39
Wed	10/05/05	195.52903	1.03731	82	4.6228			-4.6228	19.47	x	x	25.0717	24.56
Thu	10/06/05	195.56129	1.03748	83	4.6799			-4.6799	19.30	x	x	25.1288	24.73
Fri	10/07/05	195.59355	1.03765	84	4.7371			-4.7371	19.13	x	x	25.1860	24.90
Mon	10/10/05	195.69032	1.03816	87	4.9087			-4.9087	18.62	x	x	25.3576	25.41
Tue	10/11/05	195.72258	1.03833	88	4.9659			-4.9659	18.45	x	x	25.4148	25.58
Wed	10/12/05	195.75484	1.03851	89	5.0232			-5.0232	18.27	x	x	25.4721	25.76
Thu	10/13/05	195.78710	1.03868	90	5.0805			-5.0805	18.10	x	x	25.5294	25.93
Fri	10/14/05	195.81935	1.03885	91	5.1378			-5.1378	17.93	x	x	25.5867	26.10
Mon	10/17/05	195.91613	1.03936	94	5.3098			-5.3098	17.42	x	x	25.7587	26.61
Tue	10/18/05	195.94839	1.03953	95	5.3671			-5.3671	17.25	x	x	25.8160	26.78
Wed	10/19/05	195.98065	1.03970	96	5.4245			-5.4245	17.08	x	x	25.8734	26.95
Thu	10/20/05	196.01290	1.03987	97	5.4819			-5.4819	16.91	x	x	25.9308	27.12
Fri	10/21/05	196.04516	1.04005	98	5.5394			-5.5394	16.73	x	x	25.9883	27.30
Mon	10/24/05	196.14194	1.04056	101	5.7118			-5.7118	16.22	x	x	26.1607	27.81
Tue	10/25/05	196.17419	1.04073	102	5.7693			-5.7693	16.05	x	x	26.2182	27.98
Wed	10/26/05	196.20645	1.04090	103	5.8268			-5.8268	15.88	x	x	26.2757	28.15
Thu	10/27/05	196.23871	1.04107	104	5.8843			-5.8843	15.71	x	x	26.3332	28.32
Fri	10/28/05	196.27097	1.04124	105	5.9419			-5.9419	15.54	x	x	26.3908	28.49
Mon	10/31/05	196.36774	1.04176	108	6.1147			-6.1147	15.02	x	x	26.5636	29.01
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	1.04193	109	6.1723			-6.1723	14.85	x	x	26.6212	29.18
Wed	11/02/05	196.48000	1.04235	110	6.2314			-6.2314	14.43	x	x	26.6803	29.60
Thu	11/03/05	196.56000	1.04278	111	6.2907			-6.2907	14.00	x	x	26.7396	30.03
Fri	11/04/05	196.64000	1.04320	112	6.3499			-6.3499	13.58	x	x	26.7988	30.45
Mon	11/07/05	196.88000	1.04447	115	6.5279			-6.5279	12.31	x	x	26.9768	31.72
Tue	11/08/05	196.96000	1.04490	116	6.5874			-6.5874	11.88	x	x	27.0363	32.15
Wed	11/09/05	197.04000	1.04532	117	6.6469			-6.6469	11.46	x	x	27.0958	32.57
Thu	11/10/05	197.12000	1.04575	118	6.7064			-6.7064	11.03	x	x	27.1553	33.00
Fri	11/11/05	197.20000	1.04617	119	6.7660			-6.7660	10.61	x	x	27.2149	33.42
Mon	11/14/05	197.44000	1.04745	122	6.9450			-6.9450	9.33	x	x	27.3939	34.70
Tue	11/15/05	197.52000	1.04787	123	7.0048			-7.0048	8.91	x	x	27.4537	35.12
Wed	11/16/05	197.60000	1.04829	124	7.0646			-7.0646	8.49	x	x	27.5135	35.54
Thu	11/17/05	197.68000	1.04872	125	7.1245			-7.1245	8.06	x	x	27.5734	35.97
Fri	11/18/05	197.76000	1.04914	126	7.1843			-7.1843	7.64	x	x	27.6332	36.39
Mon	11/21/05	198.00000	1.05042	129	7.3644			-7.3644	6.36	x	x	27.8133	37.67
Tue	11/22/05	198.08000	1.05084	130	7.4244			-7.4244	5.94	x	x	27.8733	38.09
Wed	11/23/05	198.16000	1.05126	131	7.4845			-7.4845	5.52	x	x	27.9334	38.51
Thu	11/24/05	198.24000	1.05169	132	7.5447			-7.5447	5.09	x	x	27.9936	38.94
Fri	11/25/05	198.32000	1.05211	133	7.6049			-7.6049	4.67	x	x	28.0538	39.36
Mon	11/28/05	198.56000	1.05339	136	7.7859			-7.7859	3.39	x	x	28.2348	40.64
Tue	11/29/05	198.64000	1.05381	137	7.8463			-7.8463	2.97	x	x	28.2952	41.06
Wed	11/30/05	198.72000	1.05424	138	7.9068			-7.9068	2.54	x	x	28.3557	41.49
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	1.05466	139	7.9673			-7.9673	2.12	x	x	28.4162	41.91
Fri	12/02/05	198.81290	1.05473	140	8.0251			-8.0251	2.05	x	x	28.4740	41.98
Mon	12/05/05	198.85161	1.05493	143	8.1986			-8.1986	1.85	x	x	28.6475	42.18
Tue	12/06/05	198.86452	1.05500	144	8.2565			-8.2565	1.78	x	x	28.7054	42.25
Wed	12/07/05	198.87742	1.05507	145	8.3144			-8.3144	1.71	x	x	28.7633	42.32
Thu	12/08/05	198.89032	1.05514	146	8.3723			-8.3723	1.64	x	x	28.8212	42.39
Fri	12/09/05	198.90323	1.05521	147	8.4302			-8.4302	1.57	x	x	28.8791	42.46
Mon	12/12/05	198.94194	1.05541	150	8.6039			-8.6039	1.37	x	x	29.0528	42.66
Tue	12/13/05	198.95484	1.05548	151	8.6618			-8.6618	1.30	x	x	29.1107	42.73
Wed	12/14/05	198.96774	1.05555	152	8.7198			-8.7198	1.23	x	x	29.1687	42.80
Thu	12/15/05	198.98065	1.05562	153	8.7777			-8.7777	1.16	x	x	29.2266	42.87
Fri	12/16/05	198.99355	1.05569	154	8.8357			-8.8357	1.09	x	x	29.2846	42.94
Mon	12/19/05	199.03226	1.05589	157	9.0095			-9.0095	0.89	x	x	29.4584	43.14
Tue	12/20/05	199.04516	1.05596	158	9.0675			-9.0675	0.82	x	x	29.5164	43.21
Wed	12/21/05	199.05806	1.05603	159	9.1255			-9.1255	0.75	x	x	29.5744	43.28
Thu	12/22/05	199.07097	1.05610	160	9.1835			-9.1835	0.68	x	x	29.6324	43.35
Fri	12/23/05	199.08387	1.05617	161	9.2415			-9.2415	0.61	x	x	29.6904	43.42
Mon	12/26/05	199.12258	1.05637	164	9.4155			-9.4155	0.41	x	x	29.8644	43.62
Tue	12/27/05	199.13548	1.05644	165	9.4735			-9.4735	0.34	x	x	29.9224	43.69
Wed	12/28/05	199.14839	1.05651	166	9.5316			-9.5316	0.27	x	x	29.9805	43.76
Thu	12/29/05	199.16129	1.05658	167	9.5896			-9.5896	0.20	x	x	30.0385	43.83
Fri	12/30/05	199.17419	1.05665	168	9.6477			-9.6477	0.13	x	x	30.0966	43.90
Sun	01/01/06	199.20000	1.05678

Generated 03/09/11 23:47