SECTION I-A This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after May 27, 1969, and before January 1, 1985. Debt instruments which matured or were entirely called before 2004 are not included. See Section I-B for corporate discount debt instruments issued after 1984. CAUTION: The following OID information supercedes previously published information. Numbers may vary from previous editions because of rounding or updated information. OID per Daily OID per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total ------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2004 2nd 2005 2nd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period 2005 1st Period 2004 2005 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Allied Corp. 019087AZ8 08/15/84 08/01/05 7.675 0.000 748.39 0.279853 0.317176 107.61 67.24 019087BA2 08/15/84 08/01/07 6.113 0.000 586.51 0.218277 0.247201 0.279194 83.91 94.68 019087BB0 08/03/84 08/01/09 6.136 0.000 475.61 0.165267 0.185297 0.207187 63.51 70.94 Corning, Inc. 219327AC7 03/12/82 03/15/07 48.034 7.000 453.05 0.057721 0.057721 20.78 20.78 Empire Incorporated 291737AB0 06/07/83 12/31/07 59.000 9.000 224.62 0.092499 0.107195 0.123887 36.91 42.60 Federal National Mortgage Association 313586QR3 07/05/84 07/05/14 3.625 0.000 277.10 0.094659 0.106017 0.118413 36.69 40.93 313586RC5 10/09/84 10/09/19 3.200 0.000 180.24 0.058537 0.064764 0.071457 21.95 24.20 Fruit of the Loom, Inc. 359416AH7 03/18/81 03/15/11 52.750 7.000 359.05 0.043135 0.043135 15.79 15.74 General Foods Corp. 369856AF6 06/23/81 06/15/11 51.624 7.000 363.49 0.044183 0.044183 16.17 16.13 General Motors Acceptance Corporation 370424CF8 04/01/81 04/01/11 44.510 6.000 420.85 0.050643 0.050643 18.54 18.48 Honeywell Intl, Inc. 438516AG1 08/15/84 08/01/05 7.675 0.000 748.39 0.279853 0.317176 107.61 67.24 438516AH9 08/15/84 08/01/07 6.113 0.000 586.51 0.218277 0.247201 0.279194 83.91 94.68 438516AJ5 08/03/84 08/01/09 6.136 0.000 475.61 0.165267 0.185297 0.207187 63.51 70.94 ITT Corporation 450679BP9 05/06/81 05/01/11 41.890 6.500 439.06 0.053059 0.053059 19.42 19.37 ITT Corporation 450680AM5 05/06/81 05/01/11 41.890 6.500 439.06 0.053059 0.053059 19.42 19.37 ITT Corporation 460470AM9 07/01/81 07/01/11 50.218 7.500 373.42 0.045434 0.045434 16.63 16.58 Kerr-McGee Corp. 492386AD9 11/17/81 11/01/11 49.950 7.000 369.62 0.045745 0.045745 16.74 16.70 Penney, J.C., Co. 708160AH9 04/16/81 05/01/06* 42.060 6.000 525.49 0.063350 15.46* Pepsico Capital Resources 713440AT2 04/14/82 04/01/04 5.912 0.000 930.21 0.117273 10.67 713440AU9 04/14/82 04/01/05 5.311 0.000 895.41 0.112886 0.112886 41.32 10.16 713440AV7 04/14/82 04/01/06 4.780 0.000 862.89 0.108786 0.108786 39.82 39.71 713440AW5 04/14/82 04/01/07 4.310 0.000 832.43 0.104946 0.104946 38.41 38.31 713440AX3 04/14/82 04/01/08 3.894 0.000 803.79 0.101335 0.101335 37.09 36.99 713440AY1 04/14/82 04/01/09 3.525 0.000 776.97 0.097954 0.097954 35.85 35.75 713440AZ8 04/14/82 04/01/10 3.196 0.000 751.76 0.094776 0.094776 34.69 34.59 713440BA2 04/14/82 04/01/11 2.904 0.000 728.01 0.091782 0.091782 33.59 33.50 713440BB0 04/14/82 04/01/12 2.643 0.000 705.56 0.088951 0.088951 32.56 32.47 Rapid-American Corp. 753329AY7 03/01/84 03/01/04 6.678 0.000 912.47 0.345796 20.75 753329AZ4 03/01/84 03/01/05 5.832 0.000 796.99 0.302044 0.346760 124.23 20.46 753329BA8 03/01/84 03/01/06 5.094 0.000 696.12 0.263813 0.302869 0.346757 108.51 123.98 753329BB6 03/01/84 03/01/07 4.449 0.000 608.01 0.230426 0.264540 0.302874 94.77 108.29 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-A OID per Daily OID per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total ------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2004 2nd 2005 2nd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period 2005 1st Period 2004 2005 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Student Loan Marketing Association 863871AL3 08/15/84 05/15/14 3.900 0.000 284.03 0.097399 0.108916 0.121461 37.25 41.50 863871AM1 10/03/84 10/03/22 2.734 0.000 142.05 0.044884 0.049479 0.054395 16.84 18.50 Tennessee Gas Pipeline formerly Tenneco, Inc. 880451AJ8 12/15/81 12/15/11 40.783 6.000 435.14 0.054831 0.054831 19.74 19.74 Transamerica Financial Corp. 893502AH7 03/19/81 03/15/11* 48.067 6.500 394.63 0.047414 15.13* 893502AM6 08/18/82 09/01/07 3.816 0.000 821.01 0.105177 0.105177 38.49 38.39 893502AN4 08/18/82 03/01/10 2.753 0.000 754.81 0.096696 0.096696 35.39 35.29 893502AP9 08/18/82 09/01/12 1.986 0.000 697.32 0.089331 0.089331 32.70 32.61 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after December 31, 1984. Debt instruments which matured or were entirely called before 2004 are not included. See Section I-A for corporate discount debt instruments issued before 1985. CAUTION: The following OID information supercedes previously published information. Numbers may vary from previous editions because of rounding or updated information. OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ ABC NACO, Inc. 000752AA3 09/01/00 01/15/04 74.000 10.500 256.05 0.282251 3.95 000752AB1 09/01/00 12/31/04 75.000 10.500 173.81 0.202461 0.221958 76.19 ABN Amro Bank N.V. 00079FBH4 07/16/03 01/16/14 100.000 0.000 0.114650 0.117016 0.119431 0.121896 0.124411 42.49 44.26 00079FBM3 08/13/03 11/13/13 100.000 0.000 0.121094 0.123706 0.126373 0.129098 0.131882 44.32 46.25 00079FBR2 09/10/03 09/10/13 100.000 0.000 0.139445 0.142945 0.146533 0.150211 0.153981 51.62 54.24 00079FBX9 10/08/03 10/08/13 100.000 0.000 0.143334 0.147032 0.150826 0.154717 0.158709 52.89 55.65 00079FCY6 03/10/04 12/10/13 100.000 0.000 0.132757 0.134343 0.137553 0.140840 0.144206 39.02 50.25 00079FDB5 03/24/04 12/24/13 100.000 0.000 0.132757 0.134343 0.137553 0.140840 0.144206 37.09 50.16 00079FED0 06/23/04 12/23/09 100.000 0.000 0.112500 0.114778 0.117102 0.119473 21.17 41.78 00079FEK4 07/21/04 01/21/10 100.000 0.000 0.113057 0.115358 0.117706 18.09 41.86 00079FEN8 08/04/04 02/04/10 100.000 0.000 0.110002 0.112180 0.114401 16.17 40.64 ADT Operations, Inc. 000945AC9 07/06/95 07/06/10 38.309 0.000 276.16 0.115385 0.119135 0.123007 0.127004 0.131132 43.55 46.42 AMR Corporation 001765AZ9 09/23/03 09/23/23 98.000 4.250 0.009985 0.010220 0.010460 0.010706 0.010958 3.68 3.86 001765BA3 09/23/03 09/23/23 98.000 4.250 0.009985 0.010220 0.010460 0.010706 0.010958 3.68 3.86 001765BB1 02/13/04 02/15/24 98.500 4.500 0.007456 0.007458 0.007638 0.007823 0.008012 2.40 2.83 APP Finance VI Mauritius Limited 00202NAA3 11/18/97 11/18/12 20.424 0.000 186.32 0.116470 0.122803 0.129481 0.136522 0.143945 43.63 48.50 Abraxa Petroleum Corp. 003830AD8 01/23/03 05/01/07 36.250 VARIES 0.475522 0.535266 0.602516 0.678216 0.763426 177.38 224.75 003830AE6 01/23/03 05/01/07 36.250 VARIES 0.475522 0.535266 0.602516 0.678216 0.763426 177.38 224.75 003830AF3 01/23/03 05/01/07 36.250 VARIES 0.475522 0.535266 0.602516 0.678216 0.763426 177.38 224.75 ACME Metals, Inc. 004724AB6 08/11/94 08/01/04 67.821 VARIES 0.374966 0.374964 78.74 Community Unit School District No. 1 005770BQ4 06/03/03 02/01/07 104.499 VARIES 0.097229 0.098849 0.095340 0.094799 0.094250 35.01 34.06 005770BR2 06/03/03 02/01/08 103.613 VARIES 0.109547 0.111619 0.107876 0.107500 0.107116 39.56 38.65 Adelphia Communications 006848AK1 02/22/94 02/15/04 100.000 VARIES 0.263888 11.61 006848BK0 10/25/01 11/01/06 97.161 10.250 10.53 0.015136 0.015969 0.016847 0.017774 0.018752 5.70 6.35 Advanta Bank Corporation 00761HAR2 02/25/03 02/21/06 98.000 VARIES 0.018933 0.018999 0.019075 0.019131 0.019196 6.85 6.89 Advanced Medical Optics 00763MAD0 06/24/03 04/15/23 100.000 VARIES 0.225140 0.230400 0.237171 0.241572 0.248860 84.30 88.28 00763MAE8 06/24/03 04/15/23 100.000 VARIES 0.225140 0.230400 0.237171 0.241572 0.248860 84.30 88.28 00763MAF5 06/22/04 07/15/24 100.000 VARIES 0.216344 0.217075 0.222824 0.228797 41.01 81.13 00763MAG3 06/22/04 07/15/24 100.000 VARIES 0.216344 0.217075 0.222824 0.228797 41.01 81.13 Agilent Technologies 00846UAA9 11/27/01 12/01/21 100.000 VARIES 0.273073 0.281374 0.290038 0.299081 0.308520 100.31 106.60 00846UAB7 11/27/01 12/01/21 100.000 VARIES 0.273073 0.281374 0.290038 0.299081 0.308520 100.31 106.60 Airgate PCS, Inc. 009367AA1 09/30/99 10/01/09 48.370 VARIES 0.337051 0.361294 0.387281 0.388164 0.389111 130.22 139.74 009367AB9 09/30/99 10/01/09 48.370 VARIES 0.337051 0.361294 0.387281 0.388164 0.389111 130.22 139.74 Aladdin Gaming Holdings 010714AC7 02/26/98 03/01/10 45.168 VARIES 0.387466 0.384489 0.392211 0.387244 0.395222 141.84 142.61 Alameda, CA 010781AQ5 03/14/02 02/01/12 97.458 7.625 3.29 0.005376 0.005591 0.005815 0.006048 0.006290 2.04 2.21 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Alameda, CA 010781AW2 03/14/02 02/01/10 97.388 7.500 4.64 0.007569 0.007870 0.008183 0.008508 0.008846 2.87 3.10 Alamosa Delaware, Inc. 011588AF7 11/10/03 07/31/09 81.789 VARIES 0.272428 0.279778 0.296552 0.314332 0.333178 103.04 115.49 Alamosa Delaware, Inc. 011593AA8 02/08/00 02/15/10 53.456 VARIES 0.296586 0.315678 0.335998 0.357627 0.357626 115.57 127.79 Alaris Medical, Inc. 011637AC9 07/28/98 08/01/08 58.144 VARIES 0.309026 0.309026 0.309026 0.309026 0.309026 111.25 111.25 Alaska Communications Systems Holdings, Inc. 011679AD9 08/26/03 08/15/11 96.687 9.875 .96 0.007665 0.008043 0.008466 0.008910 0.009378 2.94 3.25 011679AE7 08/26/03 08/15/11 96.687 9.875 .96 0.007665 0.008043 0.008466 0.008910 0.009378 2.94 3.25 011679AF4 08/26/03 08/15/11 96.687 9.875 .96 0.007665 0.008043 0.008466 0.008910 0.009378 2.94 3.25 Alestra S.De R.L.De C.V. 01446PAG9 11/17/03 06/30/10 83.687 8.000 0.067679 0.071269 0.077132 0.080777 0.084702 25.44 28.83 Algoma Steel, Inc. 01566MAA3 07/12/95 07/15/05 90.154 12.375 73.34 0.039574 0.042394 0.045415 0.048651 15.72 9.39 Alleghany Corporation 017176AA6 07/16/86 03/01/04 25.599 0.000 731.51 0.208289 12.50 Allergan, Inc. 018490AD4 11/06/02 11/06/22 77.941 0.000 11.28 0.027402 0.027573 0.027745 0.027919 0.028093 9.91 10.04 018490AE2 11/06/02 11/06/22 77.941 0.000 11.28 0.027402 0.027573 0.027745 0.027919 0.028093 9.91 10.04 Alliant Energy Resources 018803205 02/15/00 02/15/30 100.000 VARIES 0.297566 0.308494 0.319946 0.331947 0.344522 112.13 120.68 018803304 02/15/00 02/15/30 100.000 VARIES 0.297566 0.308494 0.319946 0.331947 0.344522 112.13 120.68 018803403 02/15/00 02/15/30 100.000 VARIES 0.297566 0.308494 0.319946 0.331947 0.344522 112.13 120.68 Alltel Corporation 020039798 05/06/02 05/17/07 100.000 VARIES 0.201362 0.202364 0.203401 0.203364 0.202213 72.76 73.17 020039822 05/06/02 05/17/07 100.000 VARIES 0.201362 0.202364 0.203401 0.203364 0.202213 72.76 73.17 Alpharma, Inc. 020813AC5 06/02/99 06/01/06 100.000 3.000 0.145954 0.150972 0.156163 0.161533 0.167087 53.75 57.51 020813AD3 06/02/99 06/01/06 100.000 3.000 0.145954 0.150972 0.156163 0.161533 0.167087 53.75 57.51 020813AE1 06/02/99 06/01/06 100.000 3.000 0.145954 0.150972 0.156163 0.161533 0.167087 53.75 57.51 Alza Corporation 022615AC2 07/14/94 07/14/14 35.471 0.000 224.56 0.082468 0.084633 0.086855 0.089135 0.091474 30.81 32.45 America Online, Inc. 02364JAC8 12/06/99 12/06/19 55.126 0.000 71.02 0.051750 0.052526 0.053314 0.054113 0.054925 18.81 19.38 American Axle & Manufacturing HLDG,Inc 024061AA1 02/11/04 02/15/24 100.000 2.000 0.127152 0.127189 0.128828 0.130505 0.132220 40.92 47.14 024061AB9 02/11/04 02/15/24 100.000 2.000 0.127152 0.127189 0.128828 0.130505 0.132220 40.92 47.14 American Commercial Lines LLC 025198AE2 05/29/02 01/01/08 92.250 11.250 16.73 0.033349 0.035559 0.037916 0.040430 12.40 14.10 025198AF9 05/29/02 07/01/08 53.606 VARIES 0.517387 0.579887 0.649936 0.728447 197.51 248.11 American Electric Power Company, Inc. 025537200 06/11/02 08/16/07 100.000 VARIES 0.188323 0.189273 0.190254 0.191268 0.191199 68.23 68.80 025537AC5 06/11/02 08/16/07 100.000 VARIES 0.188323 0.189273 0.190254 0.191268 0.191199 68.23 68.80 American Skiing Company 029654AG5 01/15/97 07/15/06 97.279 12.000 16.67 0.009601 0.010201 0.010839 0.011516 0.012235 3.77 4.26 American Towers, Inc. 03027RAA1 02/01/03 08/01/08 45.465 0.000 64.01 0.201575 0.216549 0.232636 0.249918 0.268484 79.92 92.24 03027RAB9 02/01/03 08/01/08 45.465 0.000 64.01 0.201575 0.216549 0.232636 0.249918 0.268484 79.92 92.24 03027RAC7 02/01/03 08/01/08 45.465 0.000 64.01 0.201575 0.216549 0.232636 0.249918 0.268484 79.92 92.24 03027RAD5 02/01/03 08/01/08 45.465 0.000 64.01 0.201575 0.216549 0.232636 0.249918 0.268484 79.92 92.24 AmerUs Group Co. 03072M405 05/28/03 05/16/08 100.000 VARIES 0.178083 0.178891 0.179725 0.180585 0.181473 64.33 64.93 03072M504 05/28/03 05/16/08 100.000 VARIES 0.178083 0.178891 0.179725 0.180585 0.181473 64.33 64.93 Anadarko Petroleum Corp. 032511AQ0 03/13/01 03/13/21 100.000 0.000 0.230168 0.238201 0.246514 0.255118 0.264021 86.07 92.18 032511AR8 03/13/01 03/13/21 100.000 0.000 0.230168 0.238201 0.246514 0.255118 0.264021 86.07 92.18 Anixter International 035290AA3 06/28/00 06/28/20 25.257 0.000 69.02 0.061459 0.063610 0.066198 0.068141 0.070913 22.91 24.54 035290AB1 06/28/00 06/28/20 25.257 0.000 69.02 0.061459 0.063610 0.066198 0.068141 0.070913 22.91 24.54 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Anixter International 035290AC9 06/28/00 06/28/20 25.257 0.000 69.02 0.061459 0.063610 0.066198 0.068141 0.070913 22.91 24.54 035290AD7 07/07/03 07/07/33 38.016 VARIES 0.077091 0.079905 0.082822 0.085845 0.088979 29.26 31.43 035290AE5 07/07/03 07/07/33 38.016 VARIES 0.077091 0.079905 0.082822 0.085845 0.088979 29.26 31.43 035290AF2 07/07/03 07/07/33 38.016 VARIES 0.077091 0.079905 0.082822 0.085845 0.088979 29.26 31.43 035290AG0 07/07/03 07/07/33 38.016 VARIES 0.077091 0.079905 0.082822 0.085845 0.088979 29.26 31.43 Anthem, Inc. 03674B203 11/02/01 11/15/06* 100.000 VARIES 0.197183 0.196212 44.67* 03674BAA2 11/02/01 11/15/06 100.000 VARIES 0.197183 0.196212 0.199459 0.194892 0.196739 72.10 71.83 Anthony Crane Cap. Corp. 036778AC2 07/31/03 02/01/08 3.000 VARIES 0.156807 0.303573 0.328490 0.376727 0.470113 108.62 148.18 Aon Corporation 037389AQ6 11/07/02 11/15/12 100.000 VARIES 0.267532 0.275280 0.283380 0.291848 0.300702 98.44 104.34 037389AT0 11/07/02 11/15/12 100.000 VARIES 0.267532 0.275280 0.283380 0.291848 0.300702 98.44 104.34 Apogent Technologies 03760AAD3 10/10/01 10/15/21* 100.000 2.238 0.176402 0.179762 0.183221 51.62* 03760AAE1 10/10/01 10/15/21* 100.000 2.238 0.176402 0.179762 0.183221 51.62* 03760AAL5 10/10/01 10/15/21* 100.000 2.238 0.176402 0.179762 0.183221 51.62* Arch Escrow Corporation 039384AC6 04/09/99 04/15/08 95.091 13.750 18.09 0.014665 0.015747 0.016908 0.018155 0.019495 5.64 6.51 Arch Wireless Holdings, Inc. 039392AB1 05/29/02 05/15/09* 100.000 VARIES 0.395255 0.418971 58.41* Republic of Argentina 040114AZ3 12/04/98 12/04/05 97.750 11.000 14.48 0.010584 0.011192 0.011834 0.012513 3.95 4.06 040114BD1 03/01/99 03/01/29 75.576 8.875 0.023726 0.025197 0.025196 0.025195 0.025194 8.98 9.07 040114BL3 10/15/99 10/15/04 58.701 0.000 332.69 0.273256 0.288207 80.30 040114GA2 06/15/00 06/15/15 91.700 11.750 8.31 0.008285 0.008825 0.009399 0.010012 0.010663 3.10 3.51 040114GB0 07/21/00 07/21/30 80.144 10.250 2.59 0.002508 0.002669 0.002841 0.003023 0.003218 .99 1.12 040114GF1 06/19/01 12/19/08 77.800 VARIES 0.229101 0.247637 0.248570 0.249578 0.250067 86.05 89.69 040114GG9 06/19/01 06/19/18 75.375 0.000 0.442069 0.475145 0.513503 0.548908 0.593220 168.78 194.94 040114GH7 06/19/01 06/19/31 75.250 0.000 0.417666 0.447658 0.482441 0.514259 0.554217 159.20 182.85 Arlington Sport Facility Development Authority 04184EAA7 02/17/93 12/31/08 28.800 0.000 387.75 0.150112 0.156116 0.162360 0.168853 0.175606 55.13 59.63 Armstrong County Industrial Development 04233KAB2 07/29/99 08/20/34 6.955 0.000 27.82 0.020386 0.021176 0.021996 0.022849 0.023734 7.69 8.30 Atlanta Urban Residential Finance 047852DF2 09/08/94 10/01/16* 16.362 0.000 187.79 0.080071 7.21* ATMEL Corporation 049513AB0 04/21/98 04/21/18 33.785 0.000 122.35 0.069565 0.071478 0.073443 0.075463 0.077538 25.66 27.09 049513AC8 04/21/98 04/21/18 33.785 0.000 122.35 0.069565 0.071478 0.073443 0.075463 0.077538 25.66 27.09 Aubrey Independent School District 050195GZ3 08/07/03 02/15/06 93.203 0.000 10.48 0.072801 0.073824 0.074861 0.075913 0.076979 26.67 27.43 050195HA7 08/07/03 02/15/07 88.833 0.000 12.05 0.083716 0.085135 0.086579 0.088046 0.089539 30.78 31.83 050195HB5 08/07/03 02/15/08 84.421 0.000 12.77 0.088718 0.090394 0.092103 0.093844 0.095617 32.70 33.95 050195HC3 08/07/03 02/15/09 79.705 0.000 13.24 0.091968 0.093876 0.095824 0.097812 0.099842 33.98 35.40 050195HD1 08/07/03 02/15/10 74.664 0.000 13.54 0.094047 0.096177 0.098356 0.100583 0.102862 34.83 36.42 Avalon Cable, LLC 053402AB9 12/10/98 12/01/08 56.332 VARIES 0.204459 0.204458 0.205581 0.204456 0.205579 74.87 74.83 Avnet, Inc. 053807AL7 03/05/04 03/15/34 100.000 VARIES 0.218756 0.219235 0.225680 0.232379 0.239341 65.57 83.90 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Azusa, California Redevelopment Agency 05502MAB9 06/16/92 12/01/12 16.502 0.000 291.06 0.113209 0.118305 0.123630 0.129195 0.135011 41.99 45.85 B.F. Goodrich Company 05538W208 07/06/95 09/30/25* 100.000 8.300 0.226776 13.83* BGLS, Inc. 055432AD0 05/14/01 03/31/06 80.884 10.000 85.79 0.109484 0.118111 0.127417 0.137457 0.148288 42.60 49.58 Bank of America Corp. 060505AT1 10/29/02 03/01/07 94.733 0.000 0.097747 0.099509 0.101302 0.103128 0.104987 35.93 37.24 Bank of America Corp. 06050MAC1 09/07/99 09/07/06 100.000 0.250 0.260800 0.269875 0.279275 0.289011 0.299094 97.63 104.55 06050MAF4 11/19/99 11/19/04 100.000 0.000 0.246815 0.255207 80.00 06050MAW7 11/10/00 11/10/07 110.000 0.250 0.295701 0.306890 0.318513 0.330586 0.343128 109.63 118.09 06050MBU0 03/27/02 03/28/05 100.000 0.000 0.151040 0.154850 0.158756 55.78 13.81 06050MBV8 06/28/02 07/02/07 100.000 0.000 0.138639 0.141938 0.145315 0.148773 0.152313 51.70 54.19 06050MBY2 11/27/02 11/29/07 100.000 0.000 0.115487 0.117795 0.120148 0.122548 0.124996 42.14 43.84 06050MCB1 02/20/03 02/20/08 100.000 0.000 0.103239 0.105123 0.107041 0.108995 0.110984 38.00 39.40 06050MCH8 04/25/03 04/29/08 100.000 0.000 0.100170 0.101944 0.103750 0.105587 0.107457 36.60 37.91 06050MCK1 05/30/03 06/03/08 100.000 0.000 0.081605 0.082786 0.083985 0.085201 0.086434 29.66 30.52 06050MCM7 06/04/03 06/04/07 100.000 0.000 0.067467 0.068276 0.069095 0.069925 0.070764 24.48 25.07 06050MCN5 05/29/03 05/29/08 100.000 0.000 0.084583 0.085852 0.087139 0.088447 0.089773 30.76 31.69 06050MCP0 06/25/03 06/25/10 100.000 0.000 0.100362 0.102143 0.103956 0.105801 0.107679 36.47 37.78 06050MCQ8 07/25/03 07/29/08 100.000 0.000 0.096065 0.097725 0.099415 0.101133 0.102881 35.39 36.63 06050MCS4 11/12/03 11/13/08 100.000 0.000 0.109486 0.111643 0.113843 0.116087 0.118374 40.01 41.60 06050MCU9 11/28/03 11/28/08 100.000 0.000 0.092612 0.094156 0.095726 0.097322 0.098944 33.72 34.85 06050MCV7 12/19/03 12/23/08 100.000 0.000 0.101054 0.102892 0.104763 0.106667 0.108607 36.74 38.09 06050MCY1 01/30/04 02/03/09 100.000 0.000 0.097202 0.097231 0.098932 0.100663 0.102424 32.44 36.44 06050MDA2 03/02/04 03/04/09 100.000 0.000 0.097476 0.097495 0.099205 0.100946 0.102717 29.35 36.44 06050MDC8 03/25/04 03/27/09 100.000 0.000 0.092015 0.092032 0.093556 0.095106 0.096681 25.54 34.25 06050MDE4 05/28/04 06/01/10 100.000 0.000 0.133130 0.133184 0.136375 0.139643 0.142990 28.46 49.88 06050MDG9 06/09/04 06/09/14 99.000 0.000 0.036428 0.036670 0.036913 0.037157 7.36 13.26 06050MDH7 06/25/04 06/28/10 100.000 0.000 0.130964 0.131016 0.134104 0.137265 0.140501 24.38 48.87 06050MDJ3 06/24/04 06/24/10 100.000 0.000 0.131229 0.134329 0.137502 0.140750 24.56 48.97 Bank of America Corp. 06606NAJ3 04/27/99 04/27/04 100.000 0.000 0.210189 24.38 Baxter International,Inc 071813406 12/17/02 02/16/08 100.000 VARIES 0.122473 0.122966 0.123470 0.123985 0.124511 44.31 44.68 071813604 12/17/02 02/16/08 100.000 VARIES 0.122473 0.122966 0.123470 0.123985 0.124511 44.31 44.68 071813AQ2 05/21/01 06/01/21 100.000 1.250 0.191539 0.196322 0.201250 0.206329 0.211563 70.11 73.67 071813AR0 05/21/01 06/01/21 100.000 1.250 0.191539 0.196322 0.201250 0.206329 0.211563 70.11 73.67 Bayerische Landesbank 072738503 06/05/03 06/06/06 100.000 0.000 0.048991 0.049419 0.049851 0.050287 0.050727 17.74 18.05 Bayerische Landesbank 0727G0AA8 05/31/02 05/28/10 100.000 0.000 0.159025 0.163235 0.167556 0.171992 0.176545 58.29 61.42 Bear Stearns Companies 073928JS3 06/03/99 06/30/11 46.328 0.000 156.94 0.111517 0.115127 0.118854 0.122701 0.126673 40.80 43.49 073928WN9 02/27/02 08/15/13 49.000 0.000 59.64 0.092173 0.096129 0.098088 0.102864 0.104384 35.28 37.54 Beaver County Industrial Development Authority 07487TAB9 04/29/99 11/20/24 17.103 0.000 65.20 0.045763 0.047372 0.049037 0.050761 0.052545 16.90 18.11 BellSouth Telecommunications 079867AS6 12/13/95 12/15/95 25.235 VARIES 0.082332 0.085151 0.088068 0.091084 0.094204 30.24 32.35 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Bond & Fayette County,IL 097850CC3 04/01/03 12/01/04 103.487 0.000 0.069773 0.070607 23.18 097850CD1 04/01/03 12/01/05 104.977 VARIES 0.080322 0.081409 0.076623 0.075894 29.00 25.15 097850CE9 04/01/03 12/01/06 105.312 VARIES 0.095927 0.097467 0.091898 0.091233 0.090557 34.69 32.92 097850CF6 04/01/03 12/01/07 105.533 VARIES 0.106966 0.108872 0.102727 0.102132 0.101527 38.72 36.84 097850CG4 04/01/03 12/01/08 105.035 VARIES 0.115737 0.117975 0.111484 0.111008 0.110522 41.94 40.02 Brill Media Company 109492AC2 12/30/97 12/15/07 89.963 VARIES 0.130198 0.130648 0.131847 0.131634 0.132900 47.76 48.10 109492AH1 12/30/97 12/15/07 92.200 VARIES 0.131503 0.132037 0.131479 0.133092 0.132600 48.23 48.30 Budget Group Capital Trust 119001204 06/19/98 06/15/28 100.000 6.250 0.174871 0.175002 0.176099 64.05 29.06 119001303 06/19/98 06/15/28 100.000 6.250 0.174871 0.175002 0.176099 64.05 29.06 Buffets, Inc. 119882AA6 06/28/02 07/15/10 96.181 11.250 4.73 0.009251 0.009806 0.010395 0.011019 0.011680 3.62 4.07 119882AB4 06/28/02 07/15/10 96.181 11.250 4.73 0.009251 0.009806 0.010395 0.011019 0.011680 3.62 4.07 Bureau and Putnam County, IL 121061CC7 03/18/03 12/01/04 103.778 0.000 0.074123 0.075060 24.63 121061CD5 03/18/03 12/01/05 105.386 VARIES 0.087925 0.089218 0.083379 0.082562 31.75 27.37 121061CE3 03/18/03 12/01/06 106.270 VARIES 0.104243 0.106040 0.099070 0.098263 0.097443 37.70 35.47 Butler County Industrial Development Authority 12359RAQ5 01/15/97 11/01/05 51.150 0.000 358.24 0.185276 0.192472 0.199948 0.207714 68.87 61.38 12359RAR3 01/15/97 05/01/06 49.018 0.000 346.11 0.179280 0.186288 0.193570 0.201137 0.208999 66.66 71.97 12359RAS1 01/15/97 11/01/06 47.084 0.000 333.54 0.172881 0.179656 0.186697 0.194014 0.201618 64.29 69.42 12359RAT9 01/15/97 05/01/07 45.174 0.000 321.56 0.166828 0.173392 0.180213 0.187303 0.194672 62.04 67.02 12359RAU6 01/15/97 11/01/07 43.373 0.000 309.75 0.160800 0.167143 0.173735 0.180588 0.187711 59.81 64.62 12359RAV4 01/15/97 05/01/08 41.546 0.000 298.62 0.155215 0.161368 0.167765 0.174415 0.181330 57.74 62.41 12359RAW2 01/15/97 11/01/08 39.917 0.000 287.36 0.149411 0.155342 0.161507 0.167918 0.174583 55.58 60.08 12359RAX0 01/15/97 05/01/09 38.166 0.000 276.97 0.144232 0.149993 0.155984 0.162215 0.168694 53.67 58.04 12359RAY8 01/15/97 11/01/09 36.700 0.000 266.33 0.138692 0.144232 0.149993 0.155984 0.162215 51.60 55.81 12359RAZ5 01/15/97 05/01/10 35.110 0.000 256.42 0.133699 0.139066 0.144649 0.150456 0.156495 49.75 53.83 12359RBA9 01/15/97 11/01/10 33.621 0.000 246.72 0.128759 0.133947 0.139344 0.144959 0.150800 47.92 51.86 12359RBB7 01/15/97 05/01/11 32.274 0.000 237.21 0.123837 0.128833 0.134030 0.139438 0.145063 46.09 49.89 Sirius Satellite Radio 125127AA8 11/26/97 12/01/07 42.106 VARIES 0.442026 0.444149 0.446448 0.448941 0.451641 159.64 161.33 125127AB6 11/26/97 12/01/07 42.106 VARIES 0.442026 0.444149 0.446448 0.448941 0.451641 159.64 161.33 Call-Net Enterprises 130910AE2 07/24/98 08/15/08 64.249 VARIES 0.248314 0.248313 0.248312 0.248311 0.248310 89.39 89.39 Cendant Corporation 151313AE3 02/13/01 02/13/21* 60.841 0.000 0.201699 8.47* 151313AF0 02/13/01 02/13/21* 60.841 0.000 0.201699 8.47* 151313AG8 05/04/01 05/04/21 100.000 0.000 0.316479 0.327439 0.348178 0.358256 0.380947 119.69 130.84 151313AH6 05/04/01 05/04/21* 100.000 0.000 0.316479 39.24* 151313AJ2 07/27/01 08/17/06 99.000 VARIES 0.202407 0.202980 0.203169 0.202961 0.202745 73.07 73.05 151313AM5 11/27/01 11/27/11* 100.000 3.875 0.287955 0.296329 95.38* 151313AN3 11/27/01 11/27/11* 100.000 3.875 0.287955 0.296329 95.38* Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29 100.000 2.000 0.373714 0.389333 0.405718 0.422909 0.440943 140.74 152.89 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Century Communications Corporation 156503AK0 11/13/97 11/15/17 93.375 8.375 9.76 0.005795 0.006058 0.006334 0.006622 0.006924 2.16 2.36 156503AM6 01/15/98 01/15/08 41.266 0.000 286.87 0.165129 0.174497 0.180411 0.191700 0.197108 64.74 70.73 156503AN4 01/15/98 01/15/08 41.266 0.000 286.87 0.165129 0.174497 0.180411 0.191700 0.197108 64.74 70.73 CenturyTel, Inc. 156700403 05/06/02 05/15/07 100.000 VARIES 0.210790 0.212346 0.213960 0.213900 0.212106 76.31 76.93 156700AD8 05/06/02 05/15/07 100.000 VARIES 0.210790 0.212346 0.213960 0.213900 0.212106 76.31 76.93 156700AE6 06/26/02 08/01/32 100.000 VARIES 0.261057 0.266848 0.272899 0.279221 0.285827 96.80 101.32 156700AH9 06/26/02 08/01/32 100.000 VARIES 0.261057 0.266848 0.272899 0.279221 0.285827 96.80 101.32 Chiron Corporation 170040AD1 06/12/01 06/12/31 55.045 0.000 0.112062 0.115631 0.119969 0.123114 0.127733 41.83 44.52 170040AE9 06/12/01 06/12/31 55.045 0.000 0.112062 0.115631 0.119969 0.123114 0.127733 41.83 44.52 170040AF6 07/30/03 08/01/33 100.000 1.625 0.170707 0.174565 0.178541 0.182640 0.186864 63.32 66.26 170040AG4 07/30/03 08/01/33 100.000 1.625 0.170707 0.174565 0.178541 0.182640 0.186864 63.32 66.26 170040AH2 06/22/04 06/30/34 100.000 2.750 0.182670 0.182826 0.186326 0.189940 0.193674 34.56 67.74 170040AJ8 06/22/04 06/30/34 100.000 2.750 0.182670 0.182826 0.186326 0.189940 0.193674 34.56 67.74 Chubb Corporation 171232309 12/02/02 11/16/07 100.000 VARIES 0.134282 0.134838 0.135407 0.135990 0.135965 48.49 48.88 171232507 06/24/03 08/16/08 100.000 VARIES 0.086369 0.086737 0.087111 0.087490 0.087876 31.26 31.53 171232AG6 12/02/02 11/16/07 100.000 VARIES 0.134282 0.134838 0.135407 0.135990 0.135965 48.49 48.88 171232AK7 06/24/03 08/16/08 100.000 VARIES 0.086369 0.086737 0.087111 0.087490 0.087876 31.26 31.53 Chukchansi Economic Development Authority 171276AA6 10/08/02 06/15/09 91.476 14.500 9.73 0.024892 0.026965 0.029212 0.031645 0.034281 9.40 11.04 171276AB4 10/08/02 06/15/09 91.476 14.500 9.73 0.024892 0.026965 0.029212 0.031645 0.034281 9.40 11.04 Citigroup Global Markets Holdings, Inc. 17307EBE2 07/01/04 09/07/16 51.400 0.000 0.079055 0.079861 0.082072 0.084345 14.32 29.66 Citizens Communications Company 17453B200 06/19/01 08/17/06* 98.920 VARIES 0.220564 0.221860 50.08* 17453BAC5 06/19/01 08/17/06 98.920 VARIES 0.220564 0.221860 0.222037 0.221049 0.220023 79.83 79.49 Citrix Systems, Inc. 177376AA8 03/22/99 03/22/19* 35.471 0.000 99.63 0.065314 5.29* 177376AB6 03/22/99 03/22/19* 35.471 0.000 99.63 0.065314 5.29* Clinton & Wash Counties Illinois 187327AM3 05/13/04 12/01/05 103.864 0.000 0.077198 0.077301 0.078335 0.079383 17.65 26.04 187327AN1 05/13/04 12/01/06 104.780 VARIES 0.095842 0.095999 0.097580 0.099187 0.093216 21.93 35.29 187327AP6 05/13/04 12/01/07 105.447 VARIES 0.108451 0.108652 0.110663 0.112712 0.106086 24.83 40.07 187327AQ4 05/13/04 12/01/08 105.302 VARIES 0.123015 0.123273 0.125866 0.128512 0.121041 28.18 45.64 Columbia, Repulic 195325AP0 03/09/99 03/09/04 97.354 10.875 25.19 0.018695 1.27 Comcast Corporation 200300507 10/15/99 10/15/29 100.000 2.000 0.411954 0.430692 0.450416 0.471176 154.60 131.65 200300606 11/15/99 11/15/29 100.000 2.000 0.404544 0.422659 0.441713 0.461757 150.61 142.31 200300BH3 12/19/00 12/19/20 77.941 0.000 30.03 0.028093 0.028269 0.028446 0.028623 0.028802 10.15 10.28 Compass Minerals International, Inc. 20451NAA9 12/20/02 12/15/12 53.995 VARIES 0.216017 0.229788 0.244436 0.260018 0.276593 80.70 91.32 Consoltex Group 210305AC2 02/12/02 01/31/09* 100.000 VARIES 0.298974 0.302266 0.298987 99.37* ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Consumers Energy Financing I 210519203 01/01/97 12/31/15 100.000 8.360 0.232222 0.232222 0.232222 0.232222 0.232222 83.60 83.60 Convergent Communication 211914AC0 04/02/98 04/01/08 95.696 13.000 17.76 0.012286 0.013134 0.014041 0.015010 0.016046 4.73 5.41 Cook County, Illinois 213314DE4 09/16/03 12/01/08 79.030 0.000 10.56 0.101252 0.103565 0.105931 0.108351 0.110826 37.01 38.72 Cook County, Illinois 214471HQ0 12/30/02 12/01/22 21.989 0.000 17.47 0.050768 0.052735 0.054778 0.056901 0.059106 18.75 20.23 Cook County, Illinois 215030CN5 01/08/04 12/01/12 63.060 0.000 0.091949 0.093870 0.096334 0.098862 0.101457 32.94 35.29 215030CP0 01/08/04 12/01/13 58.732 0.000 0.088903 0.090829 0.093304 0.095846 0.098458 31.86 34.20 215030CQ8 01/08/04 12/01/14 54.489 0.000 0.085510 0.087430 0.089899 0.092439 0.095050 30.66 32.98 215030CR6 01/08/04 12/01/15 50.650 0.000 0.081593 0.083475 0.085896 0.088387 0.090950 29.27 31.52 Cook County, Illinois 215093EV3 06/17/03 12/01/13 59.669 0.000 16.13 0.084758 0.086877 0.089049 0.091275 0.093557 31.02 32.59 215093EW1 06/17/03 12/01/14 55.539 0.000 15.62 0.082121 0.084256 0.086446 0.088694 0.091000 30.08 31.66 215093EX9 06/17/03 12/01/15 51.495 0.000 15.04 0.079140 0.081277 0.083471 0.085725 0.088039 29.00 30.59 Cook County, Illinois 215183FW9 12/10/03 12/01/12 60.122 0.000 2.02 0.096026 0.098649 0.101486 0.104403 0.107405 35.21 37.24 215183FX7 12/10/03 12/01/13 55.449 0.000 1.94 0.092412 0.095047 0.097898 0.100835 0.103860 33.91 35.95 215183FY5 12/10/03 12/01/14 51.438 0.000 1.85 0.087869 0.090437 0.093218 0.096084 0.099039 32.26 34.25 215183FZ2 12/10/03 12/01/15 47.578 0.000 1.75 0.083259 0.085752 0.088453 0.091239 0.094113 30.58 32.51 Cook County, Illinois School District No.155 215219DV5 02/01/01 12/01/04 78.838 0.000 156.43 0.164405 0.169581 55.19 215219DW3 02/01/01 12/01/05 73.577 0.000 149.77 0.157757 0.162843 0.168093 0.173512 58.02 56.45 215219DX1 02/01/01 12/01/06 68.469 0.000 142.88 0.150846 0.155823 0.160963 0.166273 0.171759 55.50 59.23 215219DY9 02/01/01 12/01/07 63.741 0.000 135.20 0.142958 0.147746 0.152694 0.157808 0.163093 52.62 56.20 215219DZ6 02/01/01 12/01/08 59.225 0.000 127.66 0.135188 0.139784 0.144535 0.149449 0.154529 49.78 53.22 215219EA0 02/01/01 12/01/09 55.158 0.000 119.84 0.127009 0.131358 0.135856 0.140508 0.145320 46.77 50.03 215219EB8 02/01/01 12/01/10 51.321 0.000 112.39 0.119201 0.123312 0.127566 0.131966 0.136518 43.90 46.98 215219EG7 02/01/01 12/01/14 37.337 0.000 86.29 0.092003 0.095338 0.098793 0.102374 0.106085 33.93 36.43 215219EH5 02/01/01 12/01/15 34.277 0.000 80.41 0.085862 0.089017 0.092287 0.095679 0.099194 31.67 34.04 215219FB7 06/30/03 12/01/07 84.673 0.000 16.22 0.090794 0.092519 0.094277 0.096068 0.097893 33.10 34.37 215219FC5 06/30/03 12/01/08 81.113 0.000 15.95 0.089300 0.091041 0.092816 0.094626 0.096471 32.57 33.85 215219FD3 06/30/03 12/01/09 76.100 0.000 16.50 0.092530 0.094519 0.096551 0.098627 0.100747 33.79 35.26 215219FE1 06/30/03 12/01/10 71.619 0.000 16.43 0.092239 0.094337 0.096483 0.098678 0.100922 33.71 35.26 215219FN1 06/30/03 12/01/18 44.637 0.000 11.94 0.067174 0.068954 0.070781 0.072657 0.074582 24.61 25.93 215219FP6 06/30/03 12/01/19 41.690 0.000 11.36 0.063949 0.065676 0.067449 0.069270 0.071140 23.44 24.72 215219FQ4 06/30/03 12/01/20 39.193 0.000 10.78 0.060688 0.062342 0.064040 0.065786 0.067578 22.25 23.47 215219FR2 06/30/03 12/01/21 36.482 0.000 10.22 0.057549 0.059146 0.060787 0.062474 0.064208 21.10 22.29 215219FS0 06/30/03 12/01/22 33.892 0.000 9.66 0.054450 0.055988 0.057569 0.059196 0.060868 19.97 21.12 Cook County, Illinois 215255EW6 06/30/04 12/01/11 66.619 0.000 0.102690 0.105085 0.108000 0.110997 18.66 38.53 215255EX4 06/30/04 12/01/12 62.198 0.000 0.098817 0.101188 0.104082 0.107058 17.96 37.12 215255EY2 06/30/04 12/01/13 57.985 0.000 0.094539 0.096870 0.099712 0.102639 17.18 35.56 215255EZ9 06/30/04 12/01/14 53.847 0.000 0.090185 0.092468 0.095256 0.098128 16.39 33.96 215255FA3 06/30/04 12/01/15 50.015 0.000 0.085575 0.087788 0.090491 0.093278 15.56 32.25 Cook County, IL School District 170 215381HJ6 12/31/96 12/01/04 56.244 0.000 373.22 0.191125 0.198196 64.34 215381HK3 12/31/96 12/01/05 51.854 0.000 349.94 0.179789 0.186531 0.193525 0.200781 66.35 65.17 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, Illinois 215381HN7 08/07/03 12/01/06 90.595 0.000 10.89 0.076201 0.077344 0.078504 0.079681 0.080876 27.71 28.54 215381HP2 08/07/03 12/01/07 86.272 0.000 11.93 0.083567 0.085008 0.086474 0.087966 0.089483 30.43 31.49 215381HQ0 08/07/03 12/01/12 61.760 0.000 12.99 0.091373 0.093767 0.096223 0.098744 0.101330 33.47 35.25 215381HR8 08/07/03 12/01/13 57.537 0.000 12.54 0.088266 0.090662 0.093124 0.095652 0.098248 32.35 34.13 215381HS6 08/07/03 12/01/14 53.466 0.000 12.04 0.084786 0.087164 0.089608 0.092121 0.094705 31.10 32.86 Cook County, Illinois 215903EV3 06/17/03 12/01/13 59.669 0.000 16.13 0.084758 0.086877 0.089049 0.091275 0.093557 31.02 32.59 215903EW1 06/17/03 12/01/14 55.539 0.000 15.62 0.082121 0.084256 0.086446 0.088694 0.091000 30.08 31.66 215903EX9 06/17/03 12/01/15 51.495 0.000 15.04 0.079140 0.081277 0.083471 0.085725 0.088039 29.00 30.59 Cooper Cameron Corp. 216640AA0 05/16/01 05/17/21 77.941 0.000 25.91 0.027916 0.028090 0.028266 0.028442 0.028620 10.10 10.22 Coppell Independent School District 217489SX2 09/25/97 08/15/04 62.668 0.000 332.10 0.179060 0.185237 41.22 217489SY0 09/25/97 08/15/05 57.892 0.000 314.89 0.170465 0.176473 0.182692 0.189131 64.11 42.08 217489SZ7 09/25/97 08/15/06 53.555 0.000 296.33 0.160848 0.166597 0.172552 0.178720 0.185108 60.53 64.94 Corning, Inc. 219350AJ4 11/08/00 11/08/15 74.192 0.000 47.96 0.043754 0.044192 0.044634 0.045080 0.045531 15.88 16.20 Corvallie, Benton County 2208854Z7 03/12/02 01/01/05 87.959 0.000 75.69 0.122809 0.125650 44.72 2208855A1 03/12/02 01/01/06 82.755 0.000 77.73 0.126690 0.129881 0.133153 0.136507 46.18 48.54 2208855B9 03/12/02 01/01/07 77.493 0.000 77.88 0.127409 0.130835 0.134353 0.137966 46.48 49.02 2208855C7 03/12/02 01/01/08 72.008 0.000 77.40 0.127117 0.130764 0.134516 0.138376 46.42 49.12 2208855D5 03/12/02 01/01/09 67.064 0.000 74.96 0.123406 0.127082 0.130868 0.134767 45.09 47.81 2208855E3 03/12/02 01/01/10 62.052 0.000 72.39 0.119502 0.123212 0.127037 0.130981 43.69 46.44 2208855F0 03/12/02 01/01/11 57.678 0.000 68.87 0.113862 0.117476 0.121206 0.125053 41.64 44.33 2208855G8 03/12/02 01/01/12 53.670 0.000 65.13 0.107811 0.111287 0.114876 0.118580 39.44 42.02 2208855H6 03/12/02 01/01/13 49.793 0.000 61.51 0.101924 0.105267 0.108719 0.112284 37.29 39.78 2208855J2 03/12/02 01/01/14 46.414 0.000 57.79 0.095819 0.098985 0.102256 0.105635 35.06 37.42 2208855K9 03/12/02 01/01/15 43.223 0.000 54.24 0.089986 0.092982 0.096078 0.099277 32.93 35.16 2208855L7 03/12/02 01/01/16 39.945 0.000 50.92 0.084558 0.087416 0.090370 0.093424 30.96 33.08 2208855M5 03/12/02 01/01/17 37.109 0.000 47.67 0.079206 0.081903 0.084691 0.087574 29.00 31.01 2208855N3 03/12/02 01/01/18 34.442 0.000 44.58 0.074116 0.076658 0.079287 0.082007 27.14 29.03 2208855P8 03/12/02 01/01/19 31.935 0.000 41.65 0.069284 0.071677 0.074153 0.076715 25.37 27.16 2208855Q6 03/12/02 01/01/20 29.582 0.000 38.87 0.064700 0.066951 0.069281 0.071692 23.70 25.38 2208855R4 03/12/02 01/01/21 27.475 0.000 36.27 0.060384 0.062494 0.064678 0.066939 22.12 23.69 2208855S2 03/12/02 01/01/22 25.504 0.000 33.82 0.056322 0.058299 0.060345 0.062463 20.63 22.11 2208855T0 03/12/02 01/01/23 23.613 0.000 31.50 0.052480 0.054333 0.056251 0.058236 19.23 20.61 Costco Companies, Inc. 22160QAA0 08/19/97 08/19/17 49.960 0.000 123.52 0.059814 0.060861 0.061926 0.063010 0.064112 22.00 22.78 22160QAB8 08/19/97 08/19/17 49.960 0.000 123.52 0.059814 0.060861 0.061926 0.063010 0.064112 22.00 22.78 22160QAC6 08/19/97 08/19/17 49.960 0.000 123.52 0.059814 0.060861 0.061926 0.063010 0.064112 22.00 22.78 Covad Communications 222814AD7 03/11/98 03/15/08 50.666 VARIES 0.375493 0.371727 0.378230 0.372423 0.378987 137.03 137.07 222814AG0 03/11/98 03/15/08 50.666 VARIES 0.375493 0.371727 0.378230 0.372423 0.378987 137.03 137.07 222814AH8 03/11/98 03/15/08 50.666 VARIES 0.375493 0.371727 0.378230 0.372423 0.378987 137.03 137.07 Covanta Energy Corp. 22281NAA1 03/10/04 03/15/11 89.130 8.250 0.030218 0.030264 0.031850 0.033518 0.035274 8.97 12.13 Cox Communications, Inc. 224044503 11/29/99 11/15/29* 100.000 VARIES 0.297300 0.305443 47.16* ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Cox Communications, Inc. 224044AW7 03/14/00 03/14/30* 100.000 3.000 0.328556 0.336523 52.59* 224044AX5 04/19/00 04/19/20 42.589 0.426 0.143376 0.149468 0.156699 0.162512 0.170422 54.58 59.27 224044BA4 02/23/01 02/23/21 69.503 0.348 35.66 0.035716 0.036118 0.036524 0.036935 0.037350 13.03 13.33 224044BB2 02/23/01 02/23/21 69.503 0.348 35.66 0.035716 0.036118 0.036524 0.036935 0.037350 13.03 13.33 224044BC0 02/23/01 02/23/21 69.503 0.348 35.66 0.035716 0.036118 0.036524 0.036935 0.037350 13.03 13.33 Crown Castle International 228227AD6 05/17/99 05/15/11 60.339 VARIES 0.273981 0.288194 0.288194 0.288194 0.288194 101.85 103.75 228227AE4 08/03/99 08/01/11 57.889 VARIES 0.280101 0.295856 0.312498 0.312498 0.312498 108.53 112.50 228227AF1 08/03/99 08/01/11 57.889 VARIES 0.280101 0.295856 0.312498 0.312498 0.312498 108.53 112.50 Crown Packaging Enterprises, Ltd. 228441AC5 08/13/96 08/01/06 32.367 VARIES 0.425434 0.428374 0.431552 0.434984 0.438694 154.60 157.05 Crum & Forster Holdings Corporation 228800AA6 06/05/03 06/15/13 96.985 10.375 1.00 0.005090 0.005367 0.005659 0.005967 0.006291 1.89 2.10 228800AB4 06/05/03 06/15/13 96.985 10.375 1.00 0.005090 0.005367 0.005659 0.005967 0.006291 1.89 2.10 228800AC2 06/05/03 06/15/13 96.985 10.375 1.00 0.005090 0.005367 0.005659 0.005967 0.006291 1.89 2.10 Cypress-Fairbanks ISD 232760AV0 05/27/93 02/15/04 47.838 0.000 513.35 0.187836 8.26 Cytyc Corporation 232946AA1 03/22/04 03/15/24 100.000 VARIES 0.187500 0.191554 0.195910 0.200412 52.74 70.68 232946AB9 03/22/04 03/15/24 100.000 VARIES 0.187500 0.191554 0.195910 0.200412 52.74 70.68 DST Systems, Inc. 233326AA5 08/12/03 08/15/23 100.000 VARIES 0.233419 0.238410 0.243611 0.249030 0.254677 86.32 90.18 233326AB3 08/12/03 08/15/23 100.000 VARIES 0.233419 0.238410 0.243611 0.249030 0.254677 86.32 90.18 233326AC1 08/12/03 08/15/23 100.000 3.625 0.233428 0.239003 0.244812 0.250865 0.257173 86.59 90.90 233326AD9 08/12/03 08/15/23 100.000 3.625 0.233428 0.239003 0.244812 0.250865 0.257173 86.59 90.90 DTE Energy Company 233331206 06/25/02 08/16/07 100.000 VARIES 0.154473 0.155207 0.155962 0.156738 0.156682 55.94 56.38 233331AH0 06/25/02 08/16/07 100.000 VARIES 0.154473 0.155207 0.155962 0.156738 0.156682 55.94 56.38 Danka Business Systems 236277AC3 06/29/01 04/01/08 28.000 10.000 0.162518 0.198407 0.242222 0.295712 0.361016 72.14 107.52 Dayton Superior Corporation 240028AB6 06/16/00 06/15/09 95.575 13.000 11.50 0.011444 0.012238 0.013159 0.013995 0.015048 4.36 4.99 240028AC4 06/16/00 06/15/09 95.575 13.000 11.50 0.011444 0.012238 0.013159 0.013995 0.015048 4.36 4.99 240028AD2 06/16/00 06/15/09 95.575 13.000 11.49 0.011635 0.012442 0.013305 0.014228 0.015215 4.36 4.99 240028AE0 06/16/00 06/15/09 95.575 13.000 11.49 0.011635 0.012442 0.013305 0.014228 0.015215 4.36 4.99 240028AF7 06/16/00 06/15/09 95.575 13.000 11.50 0.011444 0.012238 0.013159 0.013995 0.015048 4.36 4.99 240028AG5 03/15/03 09/15/08 98.088 10.750 2.11 0.007647 0.008076 0.008530 0.009009 0.009514 2.92 3.26 240028AH3 03/15/03 09/15/08 98.088 10.750 2.11 0.007647 0.008076 0.008530 0.009009 0.009514 2.92 3.26 Delta Air Lines, Inc. 247361YQ5 09/04/03 08/15/08 85.000 10.000 7.10 0.060695 0.064588 0.069217 0.074178 0.079495 23.71 27.21 247361YT9 09/04/03 08/15/08 85.000 10.000 7.10 0.060695 0.064588 0.069217 0.074178 0.079495 23.71 27.21 Details Capital Corp. 25063TAA5 11/18/97 11/15/07 54.595 VARIES 0.347215 0.347214 0.347214 0.347213 0.347212 125.00 125.00 Detroit Edison Company 250847712 02/13/96 03/31/26 100.000 7.625 0.208333 0.208333 0.209478 0.208333 0.209478 76.36 76.25 Deutsche Bank AG 251525AE1 01/29/03 01/31/08 100.000 0.000 0.094419 0.095998 0.097602 0.099233 0.100892 34.76 35.93 251525AH4 03/31/03 04/02/08 100.000 0.000 0.094787 0.096377 0.097994 0.099638 0.101310 34.69 35.87 251525AJ0 05/27/03 11/29/06 100.000 0.000 0.060212 0.060858 0.061511 0.062170 0.062837 21.83 22.30 Deutsche Bank AG 251526BE8 07/02/01 02/08/08* 99.877 2.750 0.170575 0.175298 12.09* ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 25152CAA4 03/21/03 03/26/08 100.000 0.000 0.096252 0.097891 0.099558 0.101253 0.102977 35.26 36.47 25152CAB2 04/30/03 11/01/06 100.000 0.000 0.072733 0.073673 0.074625 0.075589 0.076566 26.47 27.15 25152CAC0 06/25/03 06/27/08 100.000 0.000 0.073722 0.074687 0.075665 0.076656 0.077660 26.72 27.43 25152CAD8 07/02/03 07/07/08 100.000 0.000 0.079076 0.080201 0.081342 0.082500 0.083673 29.06 29.90 25152CAE6 09/02/03 03/06/07 100.000 0.000 0.091587 0.093096 0.094630 0.096190 0.097775 33.59 34.71 25152CAF3 08/05/03 02/07/07 100.000 0.000 0.086907 0.088266 0.089646 0.091048 0.092472 31.93 32.93 25152CAH9 09/17/03 09/19/07 100.000 0.000 0.086813 0.088169 0.089547 0.090946 0.092367 31.78 32.78 25152CAL0 10/03/03 10/07/08 100.000 VARIES 0.091312 0.090530 0.089735 0.089923 0.090115 32.60 32.37 25152CAP1 11/07/03 11/07/06 100.000 0.000 0.079646 0.080788 0.081946 0.083121 0.084312 29.00 29.84 25152CAQ9 11/14/03 05/08/07 100.000 0.000 0.086918 0.088232 0.089612 0.091014 0.092438 31.67 32.66 25152CAS5 11/14/03 05/08/07 100.000 0.000 0.086918 0.088232 0.089612 0.091014 0.092438 31.67 32.66 25152CAT3 11/14/03 05/08/07 100.000 0.000 0.086918 0.088232 0.089612 0.091014 0.092438 31.67 32.66 25152CAU0 11/28/03 11/24/08 100.000 VARIES 0.099497 0.098807 0.098089 0.098254 0.098423 35.64 35.35 25152CAY2 02/12/04 02/16/07 100.000 0.000 0.074786 0.074808 0.075815 0.076836 0.077870 24.00 27.75 25152CBE5 03/12/04 03/16/07 100.000 0.000 0.064718 0.064734 0.065489 0.066251 0.067023 18.79 23.87 25152CBF2 03/24/04 03/26/07 100.000 0.000 0.065203 0.065212 0.065977 0.066751 0.067535 18.14 24.04 25152CBJ4 04/29/04 05/04/09 100.000 VARIES 0.109970 0.109978 0.110241 0.110510 0.110646 26.63 39.76 25152CBL9 05/24/04 05/26/09 100.000 VARIES 0.120761 0.120790 0.121018 0.121252 0.121370 26.22 43.62 25152CBM7 06/03/04 06/04/09 100.000 VARIES 0.117251 0.117253 0.117534 0.117821 0.117967 24.40 42.38 25152CBN5 06/03/04 06/04/09 100.000 0.000 0.117904 0.117919 0.120422 0.122977 0.125587 24.59 43.95 25152CBP0 06/30/04 07/06/11 100.000 VARIES 0.116827 0.116827 0.116830 0.116834 21.15 42.06 25152CBR6 08/04/04 08/08/05 100.000 0.000 0.064441 0.064457 0.065205 9.48 14.12 25152CBW5 09/23/04 09/27/07 100.000 0.000 0.088770 0.088802 0.090221 0.091663 8.70 32.49 Deutsche Bank Financial 25153EBE0 11/18/99 11/18/04 100.000 0.000 0.228833 0.233656 74.57 25153EBG5 01/14/00 01/14/07 100.000 1.000 0.242979 0.253504 0.258797 0.271563 0.275774 93.55 99.67 25153EBK6 05/15/00 05/15/07 100.000 1.250 0.264589 0.270466 0.284189 0.288994 0.303748 98.84 105.53 25153EBM2 11/15/00 11/15/07 100.000 0.250 0.230447 0.238078 0.245969 0.254129 0.262569 85.05 90.78 25153EBN0 11/15/00 11/15/05 96.300 0.000 0.222504 0.230075 0.237903 0.245998 82.17 76.16 25153EBP5 01/12/01 01/12/08 100.000 0.250 0.180071 0.187113 0.190232 0.198774 0.200987 68.95 72.84 25153EBR1 02/08/01 02/08/08 100.000 2.750 0.169301 0.173920 0.174836 0.180669 0.180694 63.61 65.73 Devon Energy 25179MAA1 08/02/98 08/15/08 97.500 4.900 0.230964 0.234497 0.238161 0.241962 0.245904 84.76 87.48 25179MAB9 08/02/98 08/15/08 96.562 4.950 0.227546 0.230900 0.234378 0.237986 0.241729 83.45 86.03 Dex Media, Inc. 25212EAD2 11/10/03 11/15/13 64.314 VARIES 0.160981 0.168225 0.175795 0.183705 0.191972 59.94 65.45 25212EAE0 11/10/03 11/15/13 64.314 VARIES 0.160981 0.168225 0.175795 0.183705 0.191972 59.94 65.45 25212EAF7 11/10/03 11/15/13 64.314 VARIES 0.160981 0.168225 0.175795 0.183705 0.191972 59.94 65.45 25212EAG5 02/11/04 11/15/13 69.384 VARIES 0.161298 0.164823 0.171720 0.178906 0.186392 52.73 63.79 DIVA Systems Corporation 255013AA2 05/30/96 05/15/06 52.946 VARIES 0.363867 0.364048 0.364241 0.364447 0.364666 131.04 131.18 255013AB0 05/30/96 05/15/06 52.946 VARIES 0.363867 0.364048 0.364241 0.364447 0.364666 131.04 131.18 255013AC8 05/30/96 05/15/06 52.946 VARIES 0.363867 0.364048 0.364241 0.364447 0.364666 131.04 131.18 255013AD6 05/30/96 05/15/06 52.946 VARIES 0.363867 0.364048 0.364241 0.364447 0.364666 131.04 131.18 255013AL8 02/19/98 03/01/08 50.100 VARIES 0.364533 0.365469 0.366468 0.367534 0.368673 131.63 132.38 255013AM6 02/19/98 03/01/08 50.100 VARIES 0.364533 0.365469 0.366468 0.367534 0.368673 131.63 132.38 Dolphin Telecom, PLC 256886AE2 05/28/98 06/01/08 57.120 VARIES 0.319441 0.319441 0.319440 0.319440 0.319440 115.00 115.00 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Dolphin Telecom, PLC 256886AH5 05/18/99 05/15/09 50.892 VARIES 0.363443 0.388884 0.388883 0.388883 0.388882 136.59 140.00 DuPage County, IL SDN99 263417GR2 04/04/02 02/01/11 55.425 0.000 68.57 0.114382 0.118270 0.122290 0.126447 0.130746 43.06 46.04 Duarte, California Redevelopment Agency 263594AB9 06/16/92 12/01/12 16.484 0.000 291.02 0.113224 0.118324 0.123654 0.129224 0.135044 41.99 45.86 Duke Capital Corporation 264399544 11/19/01 11/16/06* 100.000 VARIES 0.142286 0.142848 32.06* 264399551 11/19/01 11/16/06 100.000 VARIES 0.142286 0.142848 0.142819 0.142184 0.141533 51.35 51.24 264399585 03/19/01 05/18/06* 100.000 VARIES 0.170786 8.20* 264399EJ1 05/07/03 05/15/23 100.000 VARIES 0.171251 0.174948 0.178757 0.182681 0.186724 62.66 65.43 Duke Capital Corporation 26439RAP1 03/19/01 05/18/06 100.000 VARIES 0.170786 0.168910 0.171416 0.168324 0.170802 62.19 61.97 Duke Capital Corporation 26439VAA5 11/19/01 11/16/06 100.000 VARIES 0.142286 0.142848 0.142819 0.142184 0.141533 51.35 51.24 E. Spire Communications 269153AA0 11/14/95 11/01/05 53.515 VARIES 0.361079 0.361077 0.361075 0.361073 129.99 108.32 269153AB8 03/26/96 04/01/06 53.809 VARIES 0.354156 0.354155 0.354155 0.354154 0.354153 127.50 127.50 269153AD4 11/14/95 11/01/05 53.515 VARIES 0.361079 0.361077 0.361075 0.361073 129.99 108.32 269153AE2 03/26/96 04/01/06 53.809 VARIES 0.354156 0.354155 0.354155 0.354154 0.354153 127.50 127.50 269153AH5 07/24/98 07/01/08 59.989 VARIES 0.295109 0.295108 0.295106 0.295104 106.24 106.24 269153AJ1 07/24/98 07/01/08 59.989 VARIES 0.295109 0.295108 0.295106 0.295104 106.24 106.24 East Orange NJ 274137WT1 04/14/03 04/01/22 29.893 0.000 13.95 0.055336 0.057126 0.058974 0.060882 0.062851 20.57 21.92 274137WU8 04/14/03 04/01/23 27.886 0.000 13.08 0.051868 0.053554 0.055294 0.057091 0.058947 19.28 20.56 274137WV6 04/14/03 04/01/24 26.105 0.000 12.26 0.048632 0.050215 0.051850 0.053537 0.055280 18.08 19.28 274137WW4 04/14/03 04/01/25 24.381 0.000 11.49 0.045564 0.047052 0.048588 0.050175 0.051813 16.94 18.07 274137WX2 04/14/03 04/01/26 22.763 0.000 10.76 0.042674 0.044071 0.045514 0.047005 0.048544 15.87 16.93 274137WY0 04/14/03 04/01/27 21.292 0.000 10.08 0.039980 0.041291 0.042645 0.044044 0.045489 14.87 15.86 274137WZ7 04/14/03 04/01/28 19.913 0.000 9.44 0.037449 0.038679 0.039950 0.041262 0.042617 13.93 14.86 Edwards Lifesciences Corporation 28176EAA6 05/09/03 05/15/33 100.000 VARIES 0.135427 0.136100 0.136790 0.137497 0.138220 48.94 49.44 28176EAB4 05/09/03 05/15/33 100.000 VARIES 0.135427 0.136100 0.136790 0.137497 0.138220 48.94 49.44 El Paso Corporation 28336L208 06/26/02 08/16/07 100.000 VARIES 0.197965 0.198932 0.199932 0.200968 0.200909 71.71 72.29 28336LAA7 02/28/01 02/28/21 45.289 0.000 53.90 0.054948 0.055438 0.057484 0.057678 0.059806 20.51 21.30 28336LAC3 02/28/01 02/28/21 45.289 0.000 53.90 0.054948 0.055438 0.057484 0.057678 0.059806 20.51 21.30 El Salvador, Republic 283875AE2 08/11/99 08/15/06 92.196 9.500 41.80 0.032766 0.034590 0.036516 0.038548 0.040694 12.63 14.08 Electronics for Imaging 284745AA4 06/04/03 06/01/23 100.000 VARIES 0.226441 0.233743 0.241333 0.249222 0.257424 83.28 88.78 Electronic Data Systems 285661203 06/26/01 08/17/06* 100.000 VARIES 0.177238 0.177764 24.15* 285661401 06/26/01 08/17/06 100.000 VARIES 0.177238 0.177764 0.177729 0.177116 0.176484 63.97 63.71 285661AB0 10/10/01 10/10/21 77.941 VARIES 0.125836 0.129183 0.133348 0.136147 0.140536 47.29 49.78 285661AE4 06/30/03 07/15/23 100.000 VARIES 0.161240 0.162794 0.164394 0.166040 0.167733 58.85 60.03 285661AF1 06/30/03 07/15/23 100.000 VARIES 0.161240 0.162794 0.164394 0.166040 0.167733 58.85 60.03 285661AG9 06/26/01 08/17/06 100.000 VARIES 0.177238 0.177764 0.177729 0.177116 0.176484 63.97 63.71 Electronic Retailing Systems International 285825AC9 01/24/97 02/01/04 64.421 VARIES 0.382611 11.86 Emmis Communications Corporation 291525AF0 03/27/01 03/15/11 54.760 VARIES 0.256420 0.272444 0.289470 0.307561 0.326781 98.70 111.42 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Emmis Escrow Corporation 291530AA1 03/27/01 03/15/11 54.760 VARIES 0.256420 0.272444 0.289470 0.307561 0.326781 98.70 111.42 Enron Corporation 293561CC8 02/07/01 02/07/21 65.524 0.000 41.43 0.040776 0.041209 0.041647 0.042089 0.042537 14.88 15.20 293561CD6 02/07/01 02/07/21 65.524 0.000 41.43 0.040776 0.041209 0.041647 0.042089 0.042537 14.88 15.20 Entergy Louisiana Capital I 29364A205 07/16/96 09/30/45* 100.000 9.000 0.245902 0.245902 0.247253 75.78* Entergy Arkansas Capital I 29364C201 08/14/96 09/30/45* 100.000 8.500 0.232240 0.232240 0.233517 73.21* Entergy Gulf States Capital Trust I 29364H200 01/28/97 03/31/46 100.000 8.750 0.239071 0.239071 0.240385 0.239071 0.240385 87.62 87.50 Essex County Utilities Authority 296816AY7 03/30/99 04/01/12 60.121 0.000 122.92 0.078708 0.080263 0.081849 0.083466 0.085116 28.90 30.05 296816BG5 03/30/99 04/01/04 74.144 0.000 243.83 0.163648 14.73 296816BH3 03/30/99 04/01/05 69.072 0.000 235.23 0.158534 0.163496 0.168614 58.87 15.18 296816BJ9 03/30/99 04/01/06 64.504 0.000 223.67 0.151069 0.155873 0.160830 0.165944 0.171221 56.13 59.75 Evergreen Resources,Inc. 299900AA8 12/18/01 12/15/21 100.000 VARIES 0.272774 0.279114 0.285740 0.292664 0.299900 99.55 104.34 299900AB6 12/18/01 12/15/21 100.000 VARIES 0.272774 0.279114 0.285740 0.292664 0.299900 99.55 104.34 First Citizens Bancorp. of South Carolina 30244CAC0 03/24/98 03/15/28 100.000 8.250 0.229167 0.229167 0.229167 0.229167 0.229167 82.50 82.50 Federal Home Loan Mortgage Corporation 3128X02Z1 03/28/03 03/28/33 15.782 0.000 7.56 0.028256 0.029139 0.030049 0.030988 0.031957 10.50 11.16 3128X03C1 04/01/03 04/01/33 15.108 0.000 7.33 0.027719 0.028606 0.029521 0.030466 0.031441 10.30 10.97 3128X03L1 04/14/03 04/14/33 13.648 0.000 6.64 0.026454 0.027346 0.028269 0.029223 0.030210 9.82 10.50 3128X03U1 04/08/03 04/08/08* 100.000 3.000 0.006693 0.006775 1.26* 3128X04L0 04/21/03 04/21/33 14.464 0.000 6.64 0.027178 0.028068 0.028988 0.029937 0.030917 10.07 10.74 3128X04V8 04/29/03 04/29/33 14.152 0.000 6.36 0.026907 0.027798 0.028719 0.029670 0.030653 9.96 10.63 3128X0AM1 10/03/02 12/30/04 95.010 0.000 27.39 0.062334 0.063049 22.51 3128X0AN9 10/03/02 12/30/05 91.510 0.000 31.72 0.072453 0.073450 0.074462 0.075488 26.26 26.92 3128X0AP4 10/03/02 12/30/06 87.710 0.000 34.42 0.078862 0.080090 0.081338 0.082604 0.083891 28.61 29.51 3128X0AQ2 10/03/02 12/30/07 83.710 0.000 36.12 0.082960 0.084379 0.085822 0.087290 0.088783 30.12 31.16 3128X0AR0 10/03/02 12/30/09 75.410 0.000 37.51 0.086515 0.088217 0.089952 0.091722 0.093527 31.46 32.70 3128X0AS8 10/03/02 01/02/13 63.710 0.000 35.89 0.081346 0.083155 0.085005 0.086895 0.088827 30.27 31.63 3128X0AT6 10/03/02 01/02/22 36.810 0.000 24.60 0.055916 0.057386 0.058895 0.060444 0.062034 20.93 22.04 3128X0AU3 10/03/02 01/02/30 23.710 0.000 16.13 0.036673 0.037655 0.038662 0.039697 0.040759 13.74 14.48 3128X0AV1 10/03/02 04/15/32 21.010 0.000 14.30 0.032995 0.033878 0.034784 0.035715 0.036671 12.17 12.83 3128X0AW9 10/03/02 06/15/32 20.810 0.000 14.17 0.032987 0.033871 0.034778 0.035709 0.036665 12.06 12.72 3128X0AX7 10/03/02 09/15/32 20.510 0.000 13.98 0.032113 0.032973 0.033857 0.034764 0.035696 11.90 12.55 3128X0AY5 10/03/02 12/15/32 20.210 0.000 13.79 0.032097 0.032958 0.033843 0.034750 0.035683 11.74 12.38 3128X0AZ2 10/03/02 01/02/34 19.160 0.000 13.05 0.029670 0.030464 0.031281 0.032119 0.032979 11.11 11.72 3128X0CW7 10/28/02 10/28/32 12.153 0.000 10.48 0.025895 0.026820 0.027779 0.028772 0.029801 9.61 10.31 3128X0DJ5 11/05/02 11/05/32 12.693 0.000 10.52 0.026439 0.027365 0.028322 0.029314 0.030340 9.79 10.49 3128X0DM8 11/05/02 11/05/32 12.693 0.000 10.52 0.026439 0.027365 0.028322 0.029314 0.030340 9.79 10.49 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Mortgage Corporation 3128X0DS5 11/05/02 11/05/32 14.675 0.000 11.28 0.028247 0.029166 0.030113 0.031092 0.032103 10.44 11.13 3128X0EF2 11/05/02 11/05/32 12.153 0.000 10.30 0.025895 0.026820 0.027779 0.028772 0.029801 9.59 10.29 3128X0EU9 11/05/02 11/05/32 11.807 0.000 10.14 0.025533 0.026458 0.027417 0.028411 0.029441 9.46 10.16 3128X0EW5 11/12/02 11/12/32 11.637 0.000 9.89 0.025351 0.026277 0.027236 0.028230 0.029260 9.39 10.08 3128X0FD6 11/12/02 11/12/32 11.305 0.000 9.74 0.024990 0.025914 0.026873 0.027867 0.028898 9.25 9.95 3128X0KM0 12/03/02 12/03/32 13.847 0.000 10.20 0.027527 0.028449 0.029402 0.030387 0.031405 10.13 10.82 3128X0L23 03/04/03 03/04/33 14.890 0.000 8.02 0.027539 0.028427 0.029344 0.030290 0.031267 10.28 10.96 3128X0M48 03/18/03 03/18/33 14.676 0.000 7.59 0.027359 0.028248 0.029166 0.030114 0.031093 10.20 10.87 3128X0MG1 12/16/02 12/16/32 13.847 0.000 9.85 0.027527 0.028449 0.029402 0.030387 0.031405 10.10 10.79 3128X0MX4 11/26/02 11/26/32 13.648 0.000 10.32 0.027346 0.028269 0.029223 0.030210 0.031229 10.08 10.77 3128X0MZ9 12/16/02 12/16/32 13.648 0.000 9.78 0.027346 0.028269 0.029223 0.030210 0.031229 10.04 10.73 3128X0NH8 12/13/02 12/13/22 29.718 0.000 19.56 0.054032 0.055696 0.057412 0.059180 0.061003 19.81 21.05 3128X0NJ4 12/13/02 12/13/32 13.648 0.000 9.86 0.027346 0.028269 0.029223 0.030210 0.031229 10.04 10.73 3128X0NU9 12/10/02 12/10/32 13.181 0.000 9.78 0.026912 0.027836 0.028792 0.029781 0.030804 9.89 10.59 3128X0PC7 12/23/02 12/23/32 12.693 0.000 9.25 0.026439 0.027365 0.028322 0.029314 0.030340 9.70 10.39 3128X0PK9 12/23/02 12/23/32 12.693 0.000 9.25 0.026439 0.027365 0.028322 0.029314 0.030340 9.70 10.39 3128X0PM5 12/06/02 12/06/32 14.255 0.000 10.26 0.027888 0.028808 0.029759 0.030741 0.031756 10.25 10.94 3128X0PR4 12/16/02 12/16/32 12.879 0.000 9.51 0.026621 0.027546 0.028504 0.029494 0.030519 9.78 10.47 3128X0RP6 12/30/02 12/30/32 13.648 0.000 9.40 0.027346 0.028269 0.029223 0.030210 0.031229 10.01 10.70 3128X0S91 04/07/03 04/07/33 15.108 0.000 7.16 0.027719 0.028606 0.029521 0.030466 0.031441 10.29 10.96 3128X0TR0 01/16/03 01/16/09* 99.500 VARIES 0.013822 .21* 3128X0TU3 12/27/02 12/27/17 100.000 VARIES 0.042525 0.041724 0.040901 0.040205 0.039491 15.16 14.59 3128X0V48 03/24/03 03/24/23 30.359 0.000 14.28 0.052564 0.054154 0.055792 0.057480 0.059219 19.52 20.72 3128X0VE6 01/27/03 01/27/09* 99.750 3.250 0.007004 .18* 3128X0W47 04/07/03 04/07/33 14.676 0.000 7.07 0.027359 0.028248 0.029166 0.030114 0.031093 10.16 10.83 3128X0WW5 01/28/03 01/28/33 14.675 0.000 8.96 0.027358 0.028247 0.029166 0.030113 0.031092 10.29 10.96 3128X0YA1 01/30/03 01/30/06* 99.750 2.000 0.006983 .20* 3128X0YK9 02/04/03 02/04/33* 12.693 0.000 8.20 0.025545 0.026439 5.60* 3128X0Z69 04/14/03 04/14/33 14.152 0.000 6.76 0.026907 0.027798 0.028719 0.029670 0.030653 9.99 10.66 3128X0Z93 04/01/03 04/01/33 13.847 0.000 7.04 0.026635 0.027527 0.028449 0.029402 0.030387 9.91 10.59 3128X0ZC6 02/06/03 02/06/09* 99.625 3.250 0.010510 .37* Federal Home Loan Mortgage Corporation 3128X12R7 11/05/03 11/05/14 54.324 0.000 4.75 0.084881 0.087268 0.089722 0.092246 0.094840 31.26 33.04 3128X1BK2 05/12/03 05/12/33 15.108 0.000 6.19 0.027719 0.028606 0.029521 0.030466 0.031441 10.23 10.89 3128X1BY2 05/20/03 05/20/33 15.727 0.000 6.08 0.028213 0.029096 0.030007 0.030947 0.031916 10.39 11.05 3128X1C39 08/27/03 02/27/07* 89.484 0.000 9.86 0.079539 4.45* 3128X1CN5 05/27/03 05/27/33 15.419 0.000 5.83 0.027970 0.028855 0.029768 0.030711 0.031683 10.29 10.95 3128X1DB0 05/27/03 05/27/33 15.285 0.000 5.81 0.027862 0.028748 0.029663 0.030606 0.031579 10.25 10.91 3128X1GZ4 06/17/03 06/17/33 18.796 0.000 5.73 0.030333 0.031190 0.032071 0.032977 0.033909 11.10 11.73 3128X1HA8 06/23/03 06/23/33 16.728 0.000 5.29 0.028963 0.029839 0.030741 0.031671 0.032629 10.60 11.25 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Mortgage Corporation 3128X1HB6 06/13/03 06/13/33 17.732 0.000 5.72 0.029657 0.030524 0.031417 0.032336 0.033282 10.86 11.51 3128X1HD2 06/23/03 06/23/33 16.728 0.000 5.29 0.028963 0.029839 0.030741 0.031671 0.032629 10.60 11.25 3128X1HZ3 06/17/03 06/17/33 16.925 0.000 5.49 0.029103 0.029978 0.030879 0.031807 0.032762 10.66 11.31 3128X1JE8 06/20/03 06/20/28 23.542 0.000 7.34 0.039513 0.040673 0.041867 0.043096 0.044361 14.46 15.32 3128X1KF3 06/18/03 06/18/18 99.500 3.250 0.006882 0.007003 0.007126 2.50 1.19 3128X1MD6 06/30/03 06/30/33 16.631 0.000 5.08 0.028893 0.029769 0.030673 0.031604 0.032563 10.56 11.21 3128X1MS3 06/30/03 06/30/33 17.222 0.000 5.15 0.029311 0.030183 0.031081 0.032006 0.032958 10.71 11.36 3128X1NP8 07/07/03 07/07/33 17.680 0.000 5.01 0.028779 0.029622 0.030490 0.031384 0.032303 10.81 11.45 3128X1NV5 07/07/03 07/07/33 17.475 0.000 4.98 0.028640 0.029485 0.030354 0.031250 0.032172 10.76 11.40 3128X1PP6 07/07/03 07/07/33 16.728 0.000 4.89 0.028112 0.028963 0.029839 0.030741 0.031671 10.57 11.22 3128X1QB6 07/07/03 07/07/33 16.201 0.000 4.82 0.027721 0.028575 0.029455 0.030363 0.031298 10.44 11.09 3128X1QT7 06/30/03 06/30/33 16.679 0.000 5.08 0.028927 0.029804 0.030707 0.031637 0.032596 10.57 11.22 3128X1RP4 07/16/03 07/16/33 14.890 0.000 4.40 0.026678 0.027539 0.028427 0.029344 0.030290 10.05 10.71 3128X1RQ2 07/03/03 06/26/08 87.646 0.000 11.55 0.065716 0.066592 0.067479 0.068379 0.069290 23.82 24.46 3128X1TD9 07/28/03 07/28/33 14.464 0.000 4.03 0.026316 0.027178 0.028068 0.028988 0.029937 9.90 10.56 3128X1TM9 07/28/03 07/28/33 14.676 0.000 4.05 0.026498 0.027359 0.028248 0.029166 0.030114 9.96 10.62 3128X1UM7 08/14/03 08/14/33 13.569 0.000 3.50 0.025517 0.026381 0.027274 0.028197 0.029152 9.58 10.24 3128X1VK0 08/19/03 08/19/33* 13.258 0.000 3.33 0.025227 0.026091 5.91* 3128X1WU7 08/19/03 08/19/33* 12.693 0.000 3.26 0.024681 0.025545 5.78* 3128X1WZ6 08/19/03 08/19/33* 12.242 0.000 3.20 0.024229 0.025092 5.68* 3128X1Y76 10/21/03 10/21/33 14.152 0.000 1.82 0.026044 0.026907 0.027798 0.028719 0.029670 9.65 10.30 Federal Home Loan Mortgage Corporation 3128X24W2 04/15/04 04/15/19 42.355 0.000 0.068356 0.070342 0.072386 0.074489 17.65 26.01 3128X26L4 04/28/04 04/28/34 15.108 0.000 0.026859 0.027719 0.028606 0.029521 6.58 10.25 3128X2G74 03/18/04 03/18/19 40.899 0.000 0.068735 0.070814 0.072956 0.075163 19.67 26.33 3128X2G82 03/18/04 03/18/19 40.899 0.000 0.068735 0.070814 0.072956 0.075163 19.67 26.33 3128X2GG4 12/30/03 12/30/19 100.000 VARIES 0.049606 0.048569 0.047580 0.046643 0.045758 17.67 16.96 3128X2H73 03/18/04 03/18/19 40.781 0.000 0.068761 0.070848 0.072998 0.075214 19.67 26.34 3128X2HA6 12/29/03 12/29/33 13.258 0.000 .05 0.025227 0.026091 0.026984 0.027909 0.028864 9.24 9.88 3128X2J55 03/18/04 03/18/19 40.899 0.000 0.068735 0.070814 0.072956 0.075163 19.67 26.33 3128X2KD6 12/29/03 06/29/07 98.050 2.455 .03 0.014783 0.015008 0.015237 0.015469 0.015705 5.36 5.53 3128X2KE4 12/24/03 12/24/07 98.050 2.810 .09 0.012771 0.012984 0.013200 0.013421 0.013644 4.64 4.79 3128X2KG9 12/30/03 12/30/08* 99.750 2.125 0.006903 0.006985 2.49* 3128X2KW4 12/30/03 12/22/08 83.523 0.000 .08 0.084674 0.086155 0.087727 0.089328 0.090958 30.78 31.90 3128X2LR4 01/20/04 01/20/34 13.258 0.000 0.025227 0.026091 0.026984 0.027909 8.74 9.85 3128X2PY5 02/11/04 02/11/09 99.700 2.000 0.008285 0.008380 2.66 .34 3128X2Q40 03/22/04 03/22/19 40.721 0.000 0.068774 0.070865 0.073019 0.075239 19.40 26.33 3128X2RQ0 01/30/04 04/01/05 98.411 0.000 0.037557 0.037646 0.037904 12.48 3.41 3128X2RR8 01/30/04 10/01/05 97.222 0.000 0.045742 0.045886 0.046275 0.046667 15.21 12.56 3128X2RU1 01/30/04 04/01/06 95.755 0.000 0.053434 0.053618 0.054156 0.054700 0.055250 17.78 19.69 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Mortgage Corporation 3128X2RV9 01/30/04 10/01/06 94.087 0.000 0.060000 0.060234 0.060926 0.061625 0.062333 19.99 22.19 3128X2RW7 01/30/04 10/01/07 90.198 0.000 0.070916 0.071262 0.072271 0.073293 0.074331 23.66 26.39 3128X2RX5 01/30/04 04/01/08 88.056 0.000 0.075165 0.075568 0.076729 0.077908 0.079106 25.09 28.05 3128X2RY3 01/30/04 10/01/08 85.870 0.000 0.078437 0.078877 0.080174 0.081492 0.082832 26.20 29.34 3128X2RZ0 01/30/04 04/01/09 83.646 0.000 0.080945 0.081424 0.082843 0.084286 0.085754 27.05 30.35 3128X2S48 04/07/04 04/07/34 15.782 0.000 0.027399 0.028256 0.029139 0.030049 7.31 10.48 3128X2S97 04/08/04 04/08/19 42.727 0.000 0.068245 0.070207 0.072225 0.074302 18.11 25.98 3128X2SA4 01/30/04 10/01/09 81.441 0.000 0.082642 0.083159 0.084678 0.086225 0.087800 27.63 31.04 3128X2SB2 01/30/04 04/01/10 79.227 0.000 0.083825 0.084378 0.085985 0.087623 0.089292 28.04 31.55 3128X2SC0 01/30/04 10/01/10 77.037 0.000 0.084513 0.085081 0.086761 0.088475 0.090222 28.28 31.85 3128X2SD8 01/30/04 04/01/11 74.840 0.000 0.084876 0.085466 0.087210 0.088991 0.090807 28.41 32.04 3128X2SE6 01/30/04 10/01/11 72.645 0.000 0.084947 0.085562 0.087363 0.089202 0.091079 28.45 32.12 3128X2SF3 01/30/04 04/01/12 70.491 0.000 0.084693 0.085325 0.087171 0.089056 0.090983 28.37 32.06 3128X2SG1 01/30/04 10/01/12 68.379 0.000 0.084185 0.084818 0.086698 0.088619 0.090583 28.21 31.91 3128X2SH9 01/30/04 04/01/13 66.275 0.000 0.083506 0.084153 0.086061 0.088013 0.090010 27.99 31.69 3128X2SJ5 01/30/04 10/01/13 64.227 0.000 0.082611 0.083269 0.085198 0.087170 0.089189 27.70 31.39 3128X2SK2 01/30/04 04/01/14 62.210 0.000 0.081587 0.082247 0.084189 0.086176 0.088211 27.36 31.03 3128X2SL0 01/30/04 10/01/14 60.256 0.000 0.080407 0.081063 0.083011 0.085004 0.087046 26.97 30.61 3128X2SM8 01/30/04 04/01/15 58.361 0.000 0.079093 0.079755 0.081701 0.083694 0.085736 26.53 30.13 3128X2SN6 01/30/04 10/01/15 56.535 0.000 0.077685 0.078337 0.080275 0.082260 0.084295 26.06 29.62 3128X2SP1 01/30/04 04/01/16 54.741 0.000 0.076216 0.076868 0.078795 0.080770 0.082794 25.58 29.08 3128X2SQ9 01/30/04 10/01/16 52.987 0.000 0.074703 0.075351 0.077264 0.079225 0.081235 25.07 28.53 3128X2SR7 01/30/04 04/01/17 51.299 0.000 0.073139 0.073776 0.075670 0.077612 0.079604 24.55 27.94 3128X2SS5 01/30/04 10/01/17 49.661 0.000 0.071536 0.072170 0.074041 0.075961 0.077931 24.02 27.35 3128X2ST3 01/30/04 04/01/18 48.064 0.000 0.069921 0.070546 0.072393 0.074289 0.076234 23.48 26.75 3128X2SU0 01/30/04 10/01/18 46.530 0.000 0.068285 0.068900 0.070720 0.072589 0.074506 22.93 26.14 3128X2SV8 01/30/04 04/01/19 45.040 0.000 0.066644 0.067252 0.069043 0.070882 0.072770 22.38 25.52 3128X2SW6 01/30/04 10/01/19 43.600 0.000 0.065007 0.065603 0.067364 0.069172 0.071028 21.84 24.91 3128X2SX4 01/30/04 04/01/20 42.215 0.000 0.063378 0.063958 0.065687 0.067462 0.069285 21.29 24.29 3128X2SY2 01/30/04 10/01/20 40.880 0.000 0.061756 0.062325 0.064020 0.065761 0.067549 20.75 23.68 3128X2SZ9 01/30/04 04/01/07 92.208 0.000 0.065951 0.066253 0.067106 0.067970 0.068845 21.99 24.47 3128X2U94 04/08/04 04/08/19 42.727 0.000 0.068245 0.070207 0.072225 0.074302 18.11 25.98 3128X2V28 04/08/04 04/08/19 42.727 0.000 0.068245 0.070207 0.072225 0.074302 18.11 25.98 3128X2V36 04/07/04 04/07/34 15.329 0.000 0.027039 0.027898 0.028784 0.029697 7.21 10.35 3128X2V85 03/17/04 03/17/34 15.782 0.000 0.027399 0.028256 0.029139 0.030049 7.87 10.52 3128X2VK8 02/23/04 02/23/34 13.648 0.000 0.025590 0.026454 0.027346 0.028269 7.99 9.92 3128X2XE0 02/25/04 02/25/19 99.000 3.050 0.013522 0.013763 0.014009 0.014259 4.17 5.06 3128X2Y58 03/30/04 09/30/08 99.750 2.250 0.006901 0.006987 1.88 .62 3128X2ZJ7 03/04/04 03/04/19 41.198 0.000 0.068665 0.070725 0.072846 0.075032 20.63 26.35 3128X2ZY4 03/18/04 03/18/16 99.000 VARIES 0.023668 0.024158 0.024657 0.024738 6.75 8.85 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Mortgage Corporation 3128X3DR1 04/26/04 04/21/09 82.475 0.000 0.089384 0.091082 0.092859 0.094671 22.02 33.36 3128X3GZ0 05/26/04 02/26/07* 90.985 0.000 0.087538 7.88* 3128X3QA4 07/15/04 07/15/19 38.309 0.000 0.069169 0.071417 0.073738 11.48 26.06 3128X3QS5 07/02/04 09/30/05 96.916 0.000 0.068150 0.068573 0.069441 12.24 18.60 3128X3QT3 07/02/04 12/30/05 96.002 0.000 0.073301 0.074300 0.075321 13.12 26.86 3128X3QU0 07/02/04 03/31/06 95.007 0.000 0.078014 0.078582 0.079743 0.080922 14.02 28.71 3128X3QV8 07/02/04 06/30/06 93.992 0.000 0.081626 0.082898 0.084194 0.085510 14.69 30.08 3128X3QW6 07/02/04 09/29/06 92.958 0.000 0.084763 0.085437 0.086839 0.088264 15.23 31.27 3128X3QX4 07/02/04 12/29/06 91.898 0.000 0.087293 0.088765 0.090282 0.091826 15.63 32.23 3128X3QY2 07/02/04 03/30/07 90.817 0.000 0.089279 0.090059 0.091652 0.093274 16.05 33.00 3128X3QZ9 07/02/04 06/29/07 89.742 0.000 0.090999 0.092636 0.094327 0.096049 16.29 33.66 3128X3RA3 07/06/04 07/06/09 80.880 0.000 0.096369 0.098436 0.100547 16.86 35.80 3128X3TY9 08/26/04 08/26/24 29.204 0.000 0.050701 0.052286 0.053920 6.34 18.94 3128X3UK7 09/15/04 09/15/06 99.900 VARIES 0.009028 .95 .67 3128X3UU5 09/15/04 09/15/34 14.152 0.000 0.026044 0.026907 0.027798 2.76 9.72 3128X3WD1 09/22/04 09/22/34 14.463 0.000 0.026316 0.027177 0.028068 2.61 9.80 Federal Home Loan Mortgage Corporation 3129023V9 10/30/00 05/15/07 67.060 0.000 143.33 0.139119 0.143433 0.147881 0.152466 0.157194 51.26 54.49 3129026G9 12/06/00 03/30/10 56.100 0.000 117.82 0.116937 0.120620 0.124420 0.128339 0.132382 43.44 46.22 3129026H7 12/06/00 03/30/05 77.160 0.000 156.35 0.154732 0.159447 0.164307 57.42 14.62 312902FM6 10/12/99 06/01/04 74.318 0.000 230.58 0.174966 26.24 312902FN4 10/12/99 12/01/04 71.926 0.000 223.71 0.169806 0.175340 57.03 312902FP9 10/12/99 03/01/05 70.745 0.000 220.45 0.164680 0.170055 0.175606 61.56 10.54 312902FQ7 10/12/99 06/01/05 69.503 0.000 217.67 0.165365 0.170788 0.176388 60.84 26.46 312902FR5 10/12/99 08/01/05 68.721 0.000 215.60 0.160320 0.165584 0.171022 0.176638 60.27 36.93 312902FS3 10/12/99 12/01/05 67.176 0.000 211.47 0.160756 0.166052 0.171522 0.177172 59.15 57.62 312902FT1 10/12/99 07/01/07 60.216 0.000 192.44 0.147402 0.152324 0.157410 0.162666 53.95 57.61 312902FU8 10/12/99 08/01/08 55.888 0.000 179.87 0.134113 0.138619 0.143275 0.148088 0.153063 50.47 53.91 312902FV6 10/12/99 03/01/06 66.014 0.000 208.56 0.156033 0.161189 0.166515 0.172017 0.177701 58.36 62.28 312902FW4 10/12/99 06/01/06 64.867 0.000 205.60 0.156422 0.161606 0.166961 0.172495 0.178211 57.56 61.44 312902FX2 10/12/99 08/01/06 64.123 0.000 203.59 0.151585 0.156616 0.161814 0.167185 0.172734 57.01 60.86 312902FY0 10/12/99 06/01/07 60.546 0.000 193.55 0.147410 0.152333 0.157419 0.162676 0.168108 54.25 57.94 312902FZ7 10/12/99 07/01/08 56.244 0.000 180.66 0.138472 0.143117 0.147917 0.152878 50.69 54.14 312902GU7 10/22/99 08/16/04 73.251 0.000 228.01 0.170965 0.176578 39.48 312902LX5 12/17/99 12/17/29 14.255 0.000 42.75 0.033886 0.035004 0.036159 0.037353 0.038585 12.43 13.27 312902VG1 04/25/00 01/04/21 25.643 0.000 70.33 0.058753 0.060717 0.062747 0.064844 0.067012 22.21 23.72 312902VH9 04/25/00 01/04/22 24.042 0.000 65.87 0.055023 0.056861 0.058760 0.060722 0.062750 20.80 22.21 312902VJ5 04/25/00 01/04/23 22.536 0.000 61.70 0.051534 0.053253 0.055031 0.056867 0.058765 19.48 20.80 312902VK2 04/25/00 01/04/24 21.145 0.000 57.81 0.048278 0.049888 0.051551 0.053269 0.055044 18.25 19.49 312902VL0 04/25/00 01/04/25 20.007 0.000 54.31 0.045326 0.046827 0.048378 0.049980 0.051635 17.13 18.28 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Mortgage Corporation 312902VM8 04/25/00 01/04/26 18.780 0.000 50.91 0.042488 0.043893 0.045345 0.046845 0.048395 16.05 17.13 312902VN6 04/25/00 01/04/27 17.654 0.000 47.76 0.039849 0.041164 0.042524 0.043928 0.045378 15.06 16.07 312902VS5 04/25/00 01/04/12 46.161 0.000 127.35 0.106441 0.110018 0.113715 0.117537 0.121487 40.25 43.00 312902VT3 04/25/00 01/04/13 43.203 0.000 119.21 0.099638 0.102986 0.106448 0.110026 0.113724 37.68 40.25 312902VU0 04/25/00 01/04/14 40.436 0.000 111.58 0.093265 0.096400 0.099641 0.102990 0.106452 35.27 37.68 312902VV8 04/25/00 01/04/18 31.141 0.000 85.66 0.071578 0.073978 0.076457 0.079020 0.081668 27.06 28.91 312902VW6 04/25/00 01/04/19 29.163 0.000 80.20 0.067011 0.069257 0.071577 0.073976 0.076455 25.34 27.06 312902VX4 04/25/00 01/04/20 27.313 0.000 75.08 0.062738 0.064839 0.067011 0.069256 0.071576 23.72 25.34 312902WB1 04/25/00 01/04/04 78.551 0.000 213.95 0.178627 .54 312902WC9 04/25/00 01/04/05 73.471 0.000 201.21 0.168073 0.173684 0.179483 63.54 .54 312902WD7 04/25/00 01/04/06 68.696 0.000 189.00 0.157933 0.163228 0.168699 0.174355 0.180200 59.71 63.79 312902WE5 04/25/00 01/04/07 64.216 0.000 177.35 0.148246 0.153233 0.158387 0.163715 0.169222 56.06 59.90 312902WF2 04/25/00 01/04/08 59.995 0.000 166.36 0.139110 0.143807 0.148662 0.153681 0.158869 52.62 56.23 312902WG0 04/25/00 01/04/09 56.172 0.000 155.59 0.130090 0.134477 0.139013 0.143701 0.148548 49.20 52.58 312902WH8 04/25/00 01/04/10 52.605 0.000 145.52 0.121658 0.125756 0.129993 0.134372 0.138899 46.01 49.16 312902WJ4 04/25/00 01/04/11 49.272 0.000 136.12 0.113790 0.117618 0.121576 0.125667 0.129896 43.03 45.98 312902WK1 04/25/00 01/04/15 37.975 0.000 104.39 0.087221 0.090142 0.093162 0.096282 0.099507 32.98 35.22 312902WL9 04/25/00 01/04/16 35.607 0.000 97.72 0.081635 0.084366 0.087188 0.090104 0.093118 30.86 32.96 312902WM7 04/25/00 01/04/17 33.256 0.000 91.50 0.076459 0.079022 0.081671 0.084409 0.087239 28.91 30.88 Federal Home Loan Mortgage Corporation 312923C78 05/16/01 04/01/04 87.430 0.000 114.16 0.128237 11.54 312923C86 05/16/01 10/01/04 84.980 0.000 114.76 0.129157 0.132308 35.44 312923C94 05/16/01 01/03/05 83.780 0.000 114.38 0.127366 0.130508 0.133726 47.55 .27 312923CN3 01/10/01 08/17/12 61.750 1.000 76.47 0.076747 0.078859 0.081030 0.083259 0.085551 28.58 30.18 312923RN7 03/20/01 03/14/06 77.428 0.000 118.87 0.127042 0.130345 0.133734 0.137211 0.140778 47.05 49.52 312923VG7 04/10/01 12/14/04 83.520 0.000 119.26 0.131066 0.134313 45.54 312923VH5 04/10/01 05/31/05 81.380 0.000 118.34 0.129824 0.133093 0.136444 47.53 20.33 Federal Home Loan Mortgage Corporation 312924AU7 08/21/01 08/21/26* 15.756 0.000 30.07 0.038207 1.91* 312924BV4 08/21/01 08/21/21* 23.156 0.000 43.69 0.055469 2.77* 312924TN3 11/19/01 11/19/20 100.000 5.881 0.183441 0.188835 0.163362 0.168166 0.173111 66.17 60.08 Federal Home Loan Mortgage Corporation 3129252A7 09/03/02 09/03/32* 12.693 0.000 12.16 0.026439 1.64* 3129252H2 08/26/02 02/26/21 30.624 0.000 27.60 0.058947 0.060862 0.062840 0.064883 0.066991 22.05 23.51 3129252N9 08/27/02 08/27/32 12.693 0.000 12.32 0.026439 0.027365 0.028322 0.029314 0.030340 9.92 10.62 3129252U3 09/10/02 09/10/32 13.162 0.000 12.19 0.026893 0.027818 0.028774 0.029763 0.030786 10.06 10.76 3129253H1 09/10/02 09/10/32 12.693 0.000 11.98 0.026439 0.027365 0.028322 0.029314 0.030340 9.89 10.60 3129253V0 09/17/02 09/17/32* 12.693 0.000 11.79 0.026439 2.01* 3129253Y4 09/17/02 09/17/32* 12.693 0.000 11.79 0.026439 2.01* 3129255S5 09/19/02 09/14/07 84.361 0.000 37.78 0.083368 0.084802 0.086260 0.087744 0.089253 30.58 31.64 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Mortgage Corporation 3129256W5 10/07/02 10/07/32* 12.620 0.000 11.23 0.026367 2.53* 3129257A2 10/07/02 10/07/32* 12.620 0.000 11.23 0.026367 2.53* 3129257G9 10/15/02 10/15/32* 12.510 0.000 10.97 0.026257 0.027183 7.62* 312925B25 08/15/02 08/15/22* 25.257 0.000 25.14 0.052609 2.31* 312925B41 08/06/02 08/06/32* 12.330 0.000 12.69 0.026076 0.027001 5.77* 312925E22 08/19/02 08/19/32* 12.693 0.000 12.53 0.026439 0.027365 6.19* 312925E55 07/29/02 07/29/09* 100.000 VARIES 0.010515 0.010451 2.17* 312925E89 08/19/02 08/19/32* 12.242 0.000 12.31 0.025986 0.026912 6.09* 312925E97 08/19/02 08/19/32* 12.693 0.000 12.53 0.026439 0.027365 6.19* 312925F88 08/19/02 08/19/32 12.693 0.000 12.53 0.026439 0.027365 0.028322 0.029314 0.030340 9.93 10.64 312925G20 08/19/02 08/19/32* 12.693 0.000 12.53 0.026439 0.027365 6.19* 312925HS2 04/26/02 04/26/07* 100.000 VARIES 0.046426 5.34* 312925HZ6 04/30/02 04/30/07* 100.000 VARIES 0.058707 6.99* 312925J43 08/27/02 08/27/32* 12.693 0.000 12.32 0.026439 0.027365 6.41* 312925J50 08/26/02 08/26/22* 25.257 0.000 24.57 0.052609 2.89* 312925JA9 04/26/02 04/26/07* 100.000 VARIES 0.055932 6.43* 312925JU5 05/07/02 05/07/07* 100.000 VARIES 0.054029 6.81* 312925K25 08/26/02 08/26/22* 25.257 0.000 24.57 0.052609 2.89* 312925K33 08/26/02 08/26/32* 11.979 0.000 11.99 0.025714 1.41* 312925L81 08/26/02 08/26/32* 11.637 0.000 11.82 0.025351 1.39* 312925M31 08/26/02 08/26/32* 11.569 0.000 11.78 0.025278 1.39* 312925N71 08/26/02 08/26/32* 11.806 0.000 11.91 0.025532 1.40* 312925N97 08/26/02 08/26/32 12.693 0.000 12.35 0.026439 0.027365 0.028322 0.029314 0.030340 9.92 10.63 312925PA2 06/03/02 06/03/22* 22.933 0.000 28.27 0.053358 8.11* 312925QQ6 06/05/02 06/05/22 24.774 0.000 28.74 0.054250 0.056176 0.058170 0.060236 0.062374 19.98 21.42 312925QU7 06/05/02 06/05/22 24.654 0.000 28.71 0.054198 0.056129 0.058129 0.060200 0.062344 19.96 21.41 312925QW3 06/05/02 06/05/22 24.774 0.000 28.74 0.054250 0.056176 0.058170 0.060236 0.062374 19.98 21.42 312925S68 08/27/02 08/27/32 12.693 0.000 12.32 0.026439 0.027365 0.028322 0.029314 0.030340 9.92 10.62 312925S76 08/27/02 08/27/32* 12.693 0.000 12.32 0.026439 0.027365 6.41* 312925TM2 06/28/02 06/28/07* 100.000 VARIES 0.048554 8.59* 312925UB4 06/21/02 06/21/32 12.693 0.000 14.07 0.027365 0.028322 0.029314 0.030340 0.031402 10.04 10.76 312925WS5 07/16/02 07/16/13* 99.500 4.000 0.009459 .14* 312925Z86 09/03/02 09/03/32* 12.693 0.000 12.16 0.026439 1.64* 312925ZY9 07/26/02 01/26/07 83.786 0.000 48.49 0.096104 0.098012 0.099958 0.101942 0.103965 35.54 36.96 Fedders North America 313139AE7 08/24/99 08/15/07* 95.304 9.375 21.01 0.016315 0.017151 1.59* Federal Home Loan Banks 31339X6F6 06/12/03 06/12/23 100.000 VARIES 0.086204 0.085598 0.084982 0.084357 0.083722 30.90 30.46 31339XA53 06/09/03 06/09/28 22.811 0.000 7.70 0.039159 0.040333 0.041543 0.042790 0.044073 14.36 15.24 31339XAF1 06/09/03 06/09/33 15.782 0.000 5.55 0.028256 0.029139 0.030049 0.030988 0.031957 10.37 11.03 31339XBL7 06/10/03 06/10/33 15.108 0.000 5.42 0.027719 0.028606 0.029521 0.030466 0.031441 10.18 10.84 31339XDQ4 06/16/03 06/16/33 15.554 0.000 5.32 0.028077 0.028962 0.029874 0.030815 0.031786 10.29 10.95 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Banks 31339XGE8 06/16/03 06/16/33 15.967 0.000 5.38 0.028398 0.029280 0.030189 0.031126 0.032093 10.41 11.07 31339XJ70 06/23/03 06/23/33 15.108 0.000 5.06 0.027719 0.028606 0.029521 0.030466 0.031441 10.15 10.81 31339XJL9 06/23/03 06/23/33 15.108 0.000 5.06 0.027719 0.028606 0.029521 0.030466 0.031441 10.15 10.81 31339XKS2 06/23/03 06/23/28 23.714 0.000 7.24 0.039593 0.040749 0.041939 0.043164 0.044424 14.48 15.34 31339XKT0 06/19/03 06/19/18 100.000 VARIES 0.085801 0.085387 0.084966 0.084539 0.084105 30.80 30.50 31339XMN1 06/18/03 06/18/18 44.966 0.000 13.04 0.069271 0.071141 0.073062 0.075034 0.077060 25.32 26.71 31339XMW1 06/26/03 06/26/23 31.870 0.000 9.51 0.052836 0.054368 0.055944 0.057567 0.059236 19.31 20.45 31339XN42 06/26/03 06/26/08 100.000 VARIES 0.085003 0.085494 0.085850 0.086067 0.086145 30.69 30.95 31339XQ72 07/03/03 07/03/23 32.181 0.000 9.15 0.051401 0.052879 0.054399 0.055963 0.057572 19.30 20.43 31339XRT3 06/30/03 06/30/23 33.134 0.000 9.33 0.052985 0.054469 0.055994 0.057562 0.059173 19.34 20.44 31339XSM7 07/02/03 07/02/18 100.000 VARIES 0.083077 0.082637 0.082191 0.081738 0.081278 29.67 29.34 31339XUQ5 06/30/03 07/02/18 46.694 0.000 12.07 0.066689 0.068402 0.070160 0.071964 0.073813 24.94 26.24 Federal Home Loan Banks 31339Y4A7 07/16/03 07/16/18 100.000 VARIES 0.082267 0.081840 0.081407 0.080967 0.080521 29.40 29.08 31339YBR2 07/07/03 07/07/23 32.181 0.000 8.94 0.051401 0.052879 0.054399 0.055963 0.057572 19.29 20.42 31339YMR0 07/28/03 07/28/23 30.656 0.000 7.82 0.051093 0.052626 0.054204 0.055831 0.057505 19.15 20.31 31339YPD8 07/29/03 07/29/19 39.750 0.000 9.82 0.064593 0.066482 0.068427 0.070428 0.072488 24.18 25.61 31339YQP0 08/07/03 08/07/08 100.000 VARIES 0.034901 0.035382 0.035869 0.036173 0.036480 12.79 13.06 31339YX23 08/11/03 08/11/23 28.367 0.000 7.06 0.050430 0.052044 0.053709 0.055428 0.057202 18.90 20.13 31339YXB3 08/04/03 08/04/23 28.588 0.000 7.42 0.050505 0.052111 0.053768 0.055478 0.057242 18.95 20.17 Federal Home Loan Banks 3133M2H59 01/27/98 01/27/23 17.905 0.000 90.19 0.050830 0.052609 0.054450 0.056356 0.058329 19.18 20.54 3133M2JB4 12/18/97 12/18/12 33.623 0.000 185.13 0.106884 0.110839 0.114940 0.119192 0.123602 39.29 42.26 Federal Home Loan Banks 3133M3CT0 04/07/98 04/07/28 12.693 0.000 61.41 0.036034 0.037295 0.038601 0.039952 0.041350 13.41 14.37 Federal Home Loan Banks 3133M4JQ7 06/05/98 06/05/28 12.678 0.000 59.29 0.036020 0.037282 0.038587 0.039939 0.041337 13.26 14.21 3133M4T86 07/07/98 07/07/28 13.648 0.000 59.93 0.035664 0.036867 0.038112 0.039398 0.040727 13.48 14.41 Federal Home Loan Banks 3133M5ER7 09/08/98 09/08/28 13.727 0.000 57.89 0.035730 0.036932 0.038175 0.039460 0.040788 13.36 14.27 3133M5LN8 09/18/98 09/18/28 13.928 0.000 57.87 0.035896 0.037095 0.038334 0.039615 0.040938 13.39 14.30 3133M5QZ6 09/29/98 09/29/28 14.934 0.000 59.06 0.036677 0.037858 0.039077 0.040335 0.041634 13.64 14.53 Federal Home Loan Banks 3133M7A30 01/26/99 01/26/29 13.648 0.000 52.86 0.034499 0.035664 0.036867 0.038112 0.039398 13.00 13.89 3133M7BT2 02/01/99 02/01/29* 12.693 0.000 51.11 0.033638 1.01* 3133M7Z25 03/02/99 03/02/04 85.600 0.000 0.028925 1.76 Federal Home Loan Banks 3133M8F58 04/05/99 04/05/04 76.073 0.000 225.18 0.149873 14.09 3133M8PV0 05/04/99 05/04/04 76.402 0.000 217.83 0.147540 18.15 Federal Home Loan Banks 3133M95W8 07/13/99 07/13/29 12.331 0.000 45.09 0.032148 0.033289 0.034471 0.035695 0.036962 12.17 13.05 3133M9CD2 08/17/99 08/17/29 11.806 0.000 43.15 0.031613 0.032759 0.033947 0.035178 0.036453 11.90 12.78 3133M9JE3 07/29/99 07/27/06 64.021 0.000 208.58 0.148629 0.153444 0.158414 0.163546 0.168844 55.88 59.56 3133M9UQ3 09/01/99 03/01/05 71.017 0.000 219.90 0.159925 0.164979 0.170193 59.71 10.21 Federal Home Loan Banks 3133MA6W4 10/20/99 04/20/05 70.101 0.000 218.40 0.165503 0.170934 0.176545 61.34 19.24 Federal Home Loan Banks 3133MCF83 10/27/00 04/27/10 79.882 0.000 0.074575 0.052112 0.053770 0.035613 0.036746 21.47 15.00 3133MCX91 01/19/01 12/14/04 80.920 0.000 140.47 0.144642 0.148618 50.33 Federal Home Loan Banks 3133MFR42 06/21/01 06/13/06 77.119 0.000 108.80 0.128921 0.132329 0.135828 0.139419 0.143106 47.15 49.68 Federal Home Loan Banks 3133MHR63 09/24/01 09/15/06 80.023 0.000 85.69 0.110006 0.112498 0.115046 0.117652 0.120316 40.58 42.44 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Banks 3133MLRW7 02/22/02 02/22/07 100.000 VARIES 0.136732 0.137212 0.137172 0.137131 0.136425 49.37 49.28 Federal Home Loan Banks 3133MNBM2 04/30/02 04/30/07* 100.000 VARIES 0.116235 13.83* Federal Home Loan Banks 3133MPJ98 07/02/02 07/02/07* 100.000 VARIES 0.130020 0.130779 0.131250 35.48* 3133MPKH8 07/05/02 07/05/05* 100.000 VARIES 0.101705 .41* 3133MPNV4 07/12/02 01/12/07 100.000 VARIES 0.130028 0.130664 0.130996 0.131016 0.130716 47.09 47.11 3133MPQR0 07/19/02 07/19/07* 100.000 VARIES 0.127425 0.128078 25.35* 3133MPVR4 08/02/02 02/03/06* 100.000 VARIES 0.117725 3.77* Federal Home Loan Banks 3133MQDM3 08/05/02 08/05/08 100.000 VARIES 0.117832 0.118472 0.118939 0.119230 0.119341 42.70 42.93 3133MQRZ9 08/22/02 08/22/22* 25.900 0.000 24.92 0.052880 2.70* Federal Home Loan Banks 3133MRDC3 09/10/02 09/10/07* 100.000 VARIES 0.104065 0.104444 25.98* 3133MRDM1 09/10/02 09/10/07* 100.000 VARIES 0.103846 0.104200 25.92* 3133MRM41 09/17/02 09/17/07* 100.000 VARIES 0.104066 0.104444 26.71* Federal Home Loan Banks 3133MS3B4 09/19/02 09/14/07 84.850 0.000 36.68 0.080885 0.082229 0.083595 0.084983 0.086395 29.65 30.64 3133MSHD5 10/17/02 10/19/09 76.775 0.000 35.76 0.084359 0.085966 0.087602 0.089271 0.090970 30.89 32.08 3133MSHE3 10/17/02 10/19/09 76.745 0.000 35.80 0.084457 0.086067 0.087709 0.089381 0.091086 30.93 32.12 3133MSRX0 10/15/02 10/05/07 85.446 0.000 33.40 0.078038 0.079282 0.080546 0.081830 0.083135 28.53 29.45 3133MSYC8 11/05/02 11/05/32 14.255 0.000 11.13 0.027888 0.028808 0.029759 0.030741 0.031756 10.31 11.00 Federal Home Loan Banks 3133MTES3 11/15/02 11/15/32 13.648 0.000 10.63 0.027346 0.028269 0.029223 0.030210 0.031229 10.10 10.79 Federal Home Loan Banks 3133MUJZ9 12/30/02 12/30/32 13.451 0.000 9.33 0.027165 0.028089 0.029044 0.030031 0.031052 9.95 10.64 3133MUP74 12/27/02 12/27/32 15.241 0.000 9.98 0.028713 0.029628 0.030571 0.031545 0.032550 10.51 11.19 3133MUSN6 01/13/03 01/13/33 14.675 0.000 9.37 0.027358 0.028247 0.029166 0.030113 0.031092 10.31 10.99 Federal Home Loan Banks 3133MV4K6 02/04/03 02/04/28 20.207 0.000 12.10 0.037670 0.038895 0.040159 0.041464 0.042811 14.15 15.08 3133MV5T6 01/28/03 01/28/13 100.000 VARIES 0.082689 0.081911 0.081182 0.082693 0.081511 29.89 29.96 3133MV7H0 01/27/03 01/27/33 13.569 0.000 8.66 0.026381 0.027274 0.028197 0.029152 0.030139 9.94 10.62 3133MVB85 02/06/03 02/06/23* 27.131 0.000 16.48 0.051623 1.81* 3133MVDU4 02/06/03 02/06/18* 40.309 0.000 22.69 0.070978 2.48* 3133MVSL8 02/18/03 02/18/33 13.968 0.000 8.22 0.026743 0.027635 0.028557 0.029509 0.030493 10.03 10.71 3133MVT52 02/24/03 02/24/23 28.643 0.000 15.71 0.052127 0.053783 0.055490 0.057252 0.059070 19.49 20.75 3133MVZN6 02/25/03 02/25/28 20.207 0.000 11.31 0.037670 0.038895 0.040159 0.041464 0.042811 14.10 15.03 Federal Home Loan Banks 3133MW2W0 02/25/03 02/25/28 20.207 0.000 11.31 0.037670 0.038895 0.040159 0.041464 0.042811 14.10 15.03 3133MW2X8 02/27/03 02/27/20 36.604 0.000 18.77 0.062838 0.064723 0.066665 0.068665 0.070725 23.44 24.86 3133MW4W8 02/27/03 02/27/20 36.484 0.000 18.77 0.062846 0.064737 0.066686 0.068693 0.070761 23.44 24.87 3133MW5G2 02/27/03 02/27/18* 41.199 0.000 21.13 0.070724 3.96* 3133MW7G0 03/03/03 03/03/08 100.000 VARIES 0.089854 0.090342 0.090696 0.090912 0.090989 32.53 32.72 3133MWGF2 03/05/03 03/05/07 100.000 VARIES 0.090049 0.090557 0.090867 0.090977 0.090883 32.60 32.73 3133MWH95 02/28/03 02/28/23 30.066 0.000 15.56 0.051923 0.052925 0.055443 0.056202 0.058876 19.62 20.80 3133MWJS1 03/06/03 09/08/05* 100.000 VARIES 0.010428 .70* 3133MWSW2 03/25/03 03/25/33* 14.464 0.000 7.35 0.027178 2.28* 3133MWU90 03/24/03 03/24/08 100.000 VARIES 0.101549 0.102236 0.102735 0.103041 0.103151 36.80 37.08 Federal Home Loan Banks 3133MXEJ4 04/01/03 04/01/33 14.977 0.000 7.30 0.027611 0.028499 0.029415 0.030360 0.031337 10.26 10.93 3133MXRH4 03/28/03 03/29/18* 41.192 0.000 18.93 0.070724 6.22* ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Banks 3133MXWJ4 04/14/03 04/14/15 55.287 0.000 19.88 0.078709 0.080676 0.082693 0.084761 0.086880 29.00 30.46 Federal Home Loan Banks 3133MY6C6 04/28/03 04/28/33 13.451 0.000 6.23 0.026272 0.027165 0.028089 0.029044 0.030031 9.73 10.41 3133MYB48 04/30/03 04/30/18* 41.019 0.000 16.68 0.070779 2.05* 3133MYBZ9 05/07/03 05/07/18 41.199 0.000 16.18 0.070724 0.072846 0.075031 0.077282 0.079601 26.08 27.66 3133MYD95 04/28/03 04/28/33 13.451 0.000 6.23 0.026272 0.027165 0.028089 0.029044 0.030031 9.73 10.41 3133MYGP6 05/05/03 05/05/06 100.000 VARIES 0.062652 0.062768 0.062807 0.062768 0.062651 22.58 22.59 3133MYGY7 04/23/03 01/23/06 100.000 VARIES 0.016502 0.016617 0.016662 0.016631 0.016509 5.99 5.97 3133MYTD9 05/27/03 05/27/33 14.676 0.000 5.70 0.027359 0.028248 0.029166 0.030114 0.031093 10.07 10.74 Federal Home Loan Banks 3133X02D0 08/11/03 08/11/23 27.823 0.000 7.03 0.050235 0.051868 0.053554 0.055294 0.057091 18.84 20.09 3133X05F2 08/18/03 08/18/23 27.661 0.000 6.67 0.050175 0.051813 0.053504 0.055251 0.057055 18.80 20.05 3133X05N5 08/18/03 08/18/23* 27.026 0.000 6.64 0.049923 0.051583 11.63* 3133X05S4 08/18/03 08/18/23* 27.026 0.000 6.64 0.049923 0.051583 11.63* 3133X0DG1 08/11/03 08/11/17 43.708 0.000 10.20 0.072846 0.075031 0.077282 0.079601 0.081989 27.24 28.90 3133X0DP1 08/25/03 08/25/23* 26.662 0.000 6.27 0.049770 2.69* 3133X0EZ8 08/25/03 08/25/23* 26.202 0.000 6.25 0.049566 2.68* 3133X0HG7 08/25/03 08/25/23* 25.257 0.000 6.19 0.049111 2.65* 3133X0HK8 08/25/03 08/25/23* 25.257 0.000 6.19 0.049111 2.65* 3133X0JA8 08/25/03 08/25/23* 24.300 0.000 6.12 0.048600 0.050350 11.69* 3133X0LX5 08/20/03 08/20/13* 58.125 0.000 11.63 0.088802 0.091244 20.78* 3133X0NA3 09/05/03 09/05/23* 25.808 0.000 5.73 0.049382 3.16* 3133X0RS0 09/05/03 09/05/06 100.000 VARIES 0.020394 0.020673 0.020956 0.021052 0.021150 7.46 7.58 3133X0SR1 09/08/03 09/08/23* 24.536 0.000 5.51 0.048731 0.050473 12.35* Federal Home Loan Banks 3133X15J2 09/29/03 09/29/23* 26.508 0.000 4.57 0.049703 0.051380 13.62* 3133X16J1 09/29/03 09/29/10 100.000 VARIES 0.067733 0.069167 0.070392 0.071402 0.072193 24.90 25.69 3133X1B63 10/08/03 10/08/13* 100.000 VARIES 0.144410 14.01* 3133X1BR7 09/17/03 09/12/08 84.441 0.000 8.34 0.080229 0.081567 0.082962 0.084381 0.085824 29.42 30.43 3133X1D38 09/29/03 09/29/06 100.000 VARIES 0.024194 0.024438 0.024575 0.024604 0.024524 8.79 8.85 3133X1DT1 10/06/03 10/06/08 100.000 VARIES 0.096027 0.096789 0.097382 0.097812 0.098076 34.82 35.19 3133X1LK1 10/16/03 10/16/06 100.000 VARIES 0.063342 0.063589 0.063839 0.063815 0.063790 22.88 22.97 3133X1VQ7 11/05/03 11/05/10* 100.000 VARIES 0.153212 5.21* Federal Home Loan Banks 3133X2B95 11/24/03 11/24/10* 100.000 VARIES 0.153212 8.12* 3133X2F26 11/26/03 11/26/13* 100.000 VARIES 0.118170 6.50* 3133X2M28 12/18/03 12/18/07* 100.000 VARIES 0.068838 5.30* 3133X2QE8 12/17/03 12/17/10* 100.000 VARIES 0.153362 11.66* 3133X2XL4 12/30/03 12/30/10* 100.000 VARIES 0.153212 13.64* Federal Home Loan Banks 3133X3R47 02/25/04 02/25/11 100.000 VARIES 0.142533 0.141735 0.140918 0.140079 43.51 50.67 Federal Home Loan Banks 3133X4UM1 03/30/04 03/30/11 100.000 VARIES 0.138902 0.138208 0.137496 0.136767 37.58 49.50 3133X4UW9 03/11/04 03/11/11 100.000 VARIES 0.139051 0.138360 0.137652 0.136925 40.25 49.52 3133X4V65 03/10/04 03/10/08 100.000 VARIES 0.049299 0.050002 0.050494 0.050774 14.42 18.17 3133X4V81 03/09/04 01/23/09 100.000 1.560 0.048341 0.049042 0.049578 0.049477 14.19 17.80 Federal Home Loan Banks 3133X5BL1 04/08/04 10/08/09 100.000 VARIES 0.075579 0.075474 0.075367 0.075258 19.87 27.13 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Banks 3133X5C30 04/08/04 04/08/09 100.000 VARIES 0.073834 0.073708 0.073580 0.073450 19.41 26.49 3133X5FD5 03/18/04 03/18/09 100.000 VARIES 0.077716 0.077610 0.077503 0.077394 21.98 27.90 3133X5GD4 04/14/04 10/14/09 100.000 VARIES 0.070960 0.070837 0.070713 0.070587 18.23 25.46 3133X5GW2 04/14/04 10/14/09 100.000 VARIES 0.071326 0.071207 0.071087 0.070966 18.32 25.59 3133X5HB7 04/16/04 10/16/09 100.000 VARIES 0.070960 0.070837 0.070713 0.070587 18.09 25.46 3133X5HN1 04/16/04 10/16/09 100.000 VARIES 0.072532 0.072391 0.072248 0.072104 18.49 26.01 3133X5JF6 04/08/04 10/08/09 100.000 VARIES 0.075944 0.075843 0.075741 0.075637 19.96 27.27 3133X5KQ0 03/25/04 03/25/09 100.000 VARIES 0.077372 0.077270 0.077166 0.077061 21.34 27.78 3133X5MR6 04/21/04 04/21/14 100.000 VARIES 0.067413 0.067219 0.067024 0.066826 16.84 24.14 3133X5PZ5 04/23/04 04/23/13 100.000 VARIES 0.097513 0.097275 0.097032 0.096785 24.17 34.94 3133X5R59 04/22/04 10/22/09 100.000 VARIES 0.072898 0.072761 0.072623 0.072482 18.14 26.15 3133X5SZ2 04/06/04 04/06/09 100.000 VARIES 0.074694 0.074559 0.074423 0.074284 19.78 26.79 3133X5VL9 04/23/04 04/23/14 100.000 VARIES 0.101421 0.101245 0.101064 0.100881 25.14 36.39 3133X5YM4 04/23/04 10/23/09 100.000 VARIES 0.075462 0.075296 0.075129 0.074959 18.70 27.05 3133X5ZP6 04/19/04 04/19/24 30.389 0.000 0.051028 0.052571 0.054160 0.055796 12.97 19.44 Federal Home Loan Banks 3133X63U8 04/26/04 10/26/09 100.000 VARIES 0.077312 0.077120 0.076926 0.076728 18.93 27.70 3133X64C7 04/30/04 10/30/09 100.000 VARIES 0.080000 0.079772 0.079541 0.079306 19.27 28.65 3133X64S2 04/30/04 10/30/09 100.000 VARIES 0.080439 0.080208 0.079974 0.079736 19.37 28.80 3133X64Y9 04/15/04 04/15/09 100.000 VARIES 0.081914 0.081708 0.081500 0.081289 20.95 29.35 3133X65D4 04/28/04 04/28/09 100.000 VARIES 0.085232 0.084984 0.084733 0.084477 20.70 30.52 3133X6DJ2 04/23/04 10/23/09 100.000 VARIES 0.081231 0.080989 0.080743 0.080494 20.13 29.08 3133X6JK3 04/30/04 10/30/09* 100.000 VARIES 0.083769 15.08* 3133X6KF2 05/04/04 05/04/11 100.000 VARIES 0.097203 0.096936 0.096663 0.096386 23.02 34.82 3133X6LT1 04/30/04 10/30/09* 100.000 VARIES 0.086158 15.51* 3133X6P42 05/12/04 05/12/14 100.000 VARIES 0.096998 0.096691 0.096379 0.096061 22.20 34.72 3133X6SR8 05/10/04 05/10/24* 27.688 0.000 0.050185 9.03* 3133X6TT3 05/10/04 05/10/24 27.822 0.000 0.050235 0.051868 0.053553 0.055294 11.69 19.15 3133X6U20 05/10/04 05/10/24* 27.688 0.000 0.050185 9.03* 3133X6W28 05/13/04 11/13/09* 100.000 VARIES 0.089104 8.02* 3133X6ZH2 05/27/04 05/27/14* 100.000 VARIES 0.101388 9.12* Federal Home Loan Banks 3133X73J1 05/13/04 11/13/09 100.000 VARIES 0.086041 0.085739 0.085432 0.085120 19.60 30.78 3133X7C93 06/08/04 06/08/11* 100.000 VARIES 0.158541 14.27* 3133X7CP7 06/10/04 06/10/10* 100.000 VARIES 0.098094 8.83* 3133X7CY8 06/01/04 06/01/09* 100.000 VARIES 0.061920 5.57* 3133X7DQ4 06/03/04 06/03/24 27.288 0.000 0.050029 0.051680 0.053386 0.055148 10.45 19.01 3133X7EE0 05/27/04 11/27/09* 100.000 VARIES 0.094755 8.53* 3133X7QN7 06/30/04 06/30/11 100.000 VARIES 0.159310 0.158302 0.157266 0.156200 28.83 56.80 3133X7R48 07/15/04 07/15/11* 100.000 VARIES 0.084375 7.59* 3133X7XK5 08/10/04 08/10/07* 100.000 VARIES 0.033087 0.033508 0.033745 3.04* 12.08 Federal Home Loan Banks 3133X8C75 09/03/04 03/03/10 100.000 VARIES 0.096094 0.095825 0.095551 11.34 34.48 3133X8FZ0 09/03/04 09/03/13 61.428 0.000 0.093651 0.096221 0.098862 11.05 34.79 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Banks 3133X8G22 09/09/04 03/09/10 100.000 VARIES 0.095874 0.095659 0.095440 10.74 34.43 Federal Home Loan Mortgage Corporation 3134A12K5 02/04/98 02/04/28 13.067 0.000 64.44 0.036371 0.037626 0.038924 0.040267 0.041656 13.69 14.66 3134A1BU3 09/25/96 06/01/16 23.214 0.000 165.96 0.083055 0.086194 0.089451 0.092832 0.096340 30.66 33.02 3134A1CT5 10/21/96 09/15/16 23.550 0.000 161.81 0.079925 0.082882 0.085948 0.089128 0.092426 29.94 32.20 3134A1DL1 11/01/96 02/01/16 25.038 0.000 168.97 0.082785 0.085817 0.088959 0.092217 0.095594 31.27 33.61 3134A1E97 10/28/97 10/28/22 16.715 0.000 92.90 0.051962 0.053855 0.055817 0.057850 0.059957 19.29 20.72 3134A1F47 11/03/97 11/03/22* 15.909 0.000 91.21 0.051455 0.053382 15.89* 3134A1FK1 11/20/96 09/03/19 20.641 0.000 131.48 0.064634 0.066911 0.069268 0.071709 0.074235 24.23 25.96 3134A1H60 10/22/97 06/03/24 16.813 0.000 86.47 0.047927 0.049560 0.051248 0.052994 0.054799 17.64 18.86 3134A1HH6 12/23/96 12/01/15 26.483 0.000 168.66 0.085463 0.088514 0.091673 0.094946 0.098336 31.50 33.79 3134A1HU7 12/27/96 12/02/19 19.720 0.000 126.80 0.064487 0.066811 0.069218 0.071712 0.074296 23.77 25.51 3134A1JD3 12/31/96 12/01/14 28.804 0.000 180.51 0.091445 0.094676 0.098022 0.101485 0.105072 33.70 36.12 3134A1MX5 02/12/97 02/01/14 30.030 0.000 189.04 0.095221 0.098657 0.102216 0.105904 0.109725 35.95 38.59 3134A1MY3 02/12/97 02/01/20 19.238 0.000 122.99 0.062112 0.064381 0.066733 0.069170 0.071697 23.46 25.21 3134A1MZ0 02/12/97 03/01/16 25.716 0.000 163.03 0.082693 0.085693 0.088802 0.092024 0.095362 31.04 33.34 3134A1NA4 02/12/97 01/02/19 20.877 0.000 133.00 0.066750 0.069181 0.071701 0.074313 0.077021 25.35 27.23 3134A1X39 12/11/97 06/01/15 33.207 0.000 154.56 0.086186 0.088948 0.091799 0.094741 0.097778 31.69 33.76 Federal Home Loan Mortgage Corporation 3134A24G0 02/22/99 02/22/29* 12.693 0.000 50.40 0.033638 0.034816 7.98* 3134A26X1 03/08/99 03/08/29* 12.693 0.000 49.86 0.033638 2.25* 3134A2EX2 05/22/98 05/22/28 12.511 0.000 59.43 0.035865 0.037129 0.038438 0.039793 0.041196 13.24 14.19 3134A2FE3 06/02/98 06/02/28 12.879 0.000 59.79 0.036203 0.037461 0.038763 0.040110 0.041504 13.33 14.28 3134A2FR4 06/09/98 06/09/28 12.602 0.000 59.00 0.035950 0.037213 0.038520 0.039873 0.041273 13.23 14.17 3134A2G77 12/28/98 11/15/28 20.230 0.000 62.17 0.039542 0.040614 0.041715 0.042845 0.044006 14.53 15.33 3134A2GC6 06/05/98 06/05/28 12.804 0.000 59.54 0.036136 0.037395 0.038698 0.040047 0.041442 13.30 14.25 3134A2GJ1 06/12/98 06/12/28 12.712 0.000 59.11 0.036052 0.037312 0.038617 0.039968 0.041366 13.25 14.20 3134A2HF8 06/30/98 11/24/14 38.078 0.000 145.75 0.086848 0.089443 0.092115 0.094866 0.097700 31.93 33.86 3134A2HG6 06/30/98 12/11/25 19.896 0.000 76.07 0.045459 0.046816 0.048213 0.049652 0.051134 16.66 17.67 3134A2NQ7 07/30/98 08/15/14 37.992 0.000 146.99 0.087616 0.090299 0.093064 0.095914 0.098851 32.77 34.80 3134A2QA9 09/08/98 09/08/28 14.152 0.000 58.60 0.036078 0.037273 0.038507 0.039783 0.041101 13.48 14.39 3134A2QP6 09/18/98 09/18/28 14.078 0.000 58.12 0.036018 0.037215 0.038451 0.039728 0.041047 13.43 14.34 3134A2UL0 11/02/98 11/02/28 13.162 0.000 55.00 0.035243 0.036454 0.037707 0.039004 0.040344 13.05 13.96 Federal Home Loan Mortgage Corporation 3134A3AE6 03/15/99 03/15/29* 12.693 0.000 49.63 0.033638 2.49* 3134A3D29 09/09/99 08/15/27 14.928 0.000 50.96 0.037541 0.038841 0.040186 0.041577 0.043017 14.11 15.10 3134A3GY6 04/05/99 04/05/29* 12.693 0.000 48.96 0.033638 0.034816 9.43* 3134A3LC8 04/26/99 04/26/29* 12.510 0.000 47.95 0.033463 3.85* 3134A3LX2 05/03/99 05/03/29* 12.153 0.000 47.11 0.033113 4.04* 3134A3ZJ8 09/14/99 09/14/29 12.656 0.000 43.63 0.032465 0.033603 0.034781 0.036000 0.037262 12.14 13.01 3134A3ZU3 08/02/99 12/14/29 15.469 0.000 48.23 0.035076 0.036170 0.037299 0.038463 0.039663 12.86 13.68 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal National Mortgage Association 31359MEL3 01/29/99 06/01/17 34.790 0.000 114.04 0.074581 0.076759 0.079000 0.081307 0.083681 27.37 29.00 31359MRD7 04/11/03 04/12/18* 99.460 3.000 0.015090 1.52* Federal National Mortgage Association 31364CJD1 08/13/96 08/11/06 97.000 6.830 20.01 0.009583 0.009931 0.010291 0.010665 0.011052 3.61 3.88 Federal National Mortgage Association 31364KF21 12/21/00 12/28/07 78.513 0.000 0.086176 0.086327 0.074285 0.074444 0.061678 31.01 26.73 31364KM72 01/18/01 12/14/04 81.034 0.000 139.69 0.143622 0.147540 49.97 31364KM80 01/18/01 06/14/05 78.720 0.000 136.98 0.140937 0.144816 0.148801 51.57 24.25 31364KM98 01/18/01 12/13/05 76.438 0.000 134.32 0.138288 0.142129 0.146076 0.150133 50.62 50.69 31364KSS0 08/17/00 08/17/12 60.070 2.000 81.44 0.074463 0.077056 0.079739 0.082515 0.085388 27.98 29.96 31364KTK6 08/17/00 06/25/04 87.429 0.000 0.017452 3.04 Federal National Mortgage Association 3136F0DV1 04/10/01 09/14/04 84.573 0.000 120.58 0.130870 0.134107 33.69 3136F0L67 09/28/01 09/15/06 79.592 0.000 87.16 0.112554 0.115171 0.117850 0.120591 0.123395 41.55 43.51 3136F0PV8 06/21/01 06/13/06 77.295 0.000 108.03 0.127921 0.131273 0.134713 0.138244 0.141866 46.78 49.26 3136F0W73 10/19/01 10/11/06 80.002 0.000 82.97 0.110067 0.112561 0.115112 0.117721 0.120389 40.48 42.33 3136F0W81 10/19/01 10/11/06 80.002 0.000 82.97 0.110067 0.112561 0.115112 0.117721 0.120389 40.48 42.33 Federal National Mortgage Association 3136F12V1 06/21/02 06/15/07 80.050 0.000 56.54 0.107279 0.109701 0.112178 0.114710 0.117300 39.13 40.92 3136F1DL1 12/20/01 12/15/06 78.270 0.000 82.15 0.119241 0.122207 0.125246 0.128361 0.131554 43.56 45.75 3136F1EQ9 12/27/01 03/17/31 16.751 0.000 21.96 0.032099 0.033095 0.034122 0.035181 0.036274 11.95 12.70 3136F1KN9 01/29/02 02/01/09 87.729 0.000 0.071781 0.071462 0.045635 0.045506 0.040711 21.86 15.67 3136F1ME7 02/22/02 02/23/10* 99.480 4.000 0.007442 .39* 3136F1MG2 02/08/02 01/31/07 78.566 0.000 75.77 0.114943 0.117761 0.120647 0.123605 0.126634 42.75 44.87 Federal National Mortgage Association 3136F2B31 12/20/02 12/30/32 19.252 0.000 11.20 0.031474 0.032350 0.033249 0.034174 0.035125 11.49 12.14 3136F2B49 12/20/02 12/28/07 84.684 0.000 29.39 0.081213 0.082569 0.083947 0.085348 0.086772 29.49 30.48 3136F2C63 12/24/02 12/30/09 76.570 0.000 30.29 0.084920 0.086551 0.088213 0.089907 0.091634 30.87 32.06 3136F2C71 12/24/02 12/28/07 85.056 0.000 28.48 0.079487 0.080781 0.082097 0.083433 0.084792 28.86 29.80 3136F2FZ6 09/04/02 09/15/07 85.596 0.000 0.083067 0.081694 0.080295 0.078870 0.077419 29.36 28.34 3136F2KY3 09/19/02 09/14/07 84.258 0.000 38.01 0.083890 0.085343 0.086822 0.088326 0.089856 30.78 31.85 3136F2NT1 10/15/02 10/05/07 85.661 0.000 32.94 0.076937 0.078144 0.079369 0.080614 0.081879 28.12 29.01 3136F2W20 01/30/03 01/22/08 84.961 0.000 25.98 0.079132 0.080438 0.081765 0.083115 0.084487 29.14 30.11 Federal National Mortgage Association 3136F3LA2 04/04/03 10/03/33 20.285 0.000 8.04 0.030651 0.031463 0.032297 0.033152 0.034031 11.33 11.93 3136F3QM1 04/28/03 04/22/08 85.266 0.000 18.64 0.077555 0.078805 0.080075 0.081366 0.082678 28.32 29.24 3136F3ZC3 06/09/03 12/15/33 23.674 0.000 0.032389 0.033167 0.033964 0.034780 0.035616 11.83 12.40 Federal National Mortgage Association 3136F4R55 01/07/04 12/15/34 18.268 0.000 0.028268 0.028960 0.029767 0.030596 0.031448 10.16 10.89 3136F4WV2 12/15/03 12/15/09 99.125 3.000 0.009400 0.009558 0.009719 0.009883 0.010049 3.42 3.53 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal National Mortgage Association 3136F5NZ0 04/01/04 04/01/07 93.380 0.000 0.059560 0.060244 0.060936 0.061635 16.14 21.94 3136F5XH9 05/04/04 05/04/07 90.900 0.000 0.080945 0.082243 0.083561 0.084901 19.26 30.00 The Finova Group Inc. 317928AA7 08/22/01 11/15/09 76.270 7.500 0.279398 0.256246 0.260250 0.264501 0.269016 95.54 94.86 First Data Corporation 319963AD6 02/28/01 03/01/08* 100.000 VARIES 0.194301 0.196279 12.05* Fleetwood Enterprises 339077208 01/04/02 02/15/13* 100.000 9.500 0.263889 0.263889 40.38* Fleetwood Enterprises 339079204 12/14/01 02/15/13* 100.000 9.500 0.263889 0.263889 31.14* Ford Motor Company 345343206 12/01/02 12/31/25* 100.000 9.000 0.250000 .25* Fremont General Financing I 356905208 03/06/96 03/31/26 100.000 9.000 0.245902 0.245902 0.247253 0.245902 0.247253 90.13 90.00 Gabelli Asset Management 36239Y201 02/06/02 02/17/07 100.000 VARIES 0.192925 0.193750 0.194602 0.194562 0.193600 69.83 69.92 36239YAA0 02/06/02 02/17/07 100.000 VARIES 0.192925 0.193750 0.194602 0.194562 0.193600 69.83 69.92 General Electric Capital Corporation 36962FTD8 04/13/94 04/01/04 99.850 VARIES 0.204834 18.44 36962FTF3 04/14/94 04/01/08 99.800 VARIES 0.207858 0.207212 0.206543 0.205850 0.205131 74.59 74.10 General Mills, Inc. 370334AT1 10/28/02 10/28/22 67.165 VARIES 0.134155 0.138670 0.143336 0.148159 0.153145 49.69 53.09 370334AU8 10/28/02 10/28/22 67.165 VARIES 0.134155 0.138670 0.143336 0.148159 0.153145 49.69 53.09 General Motors Acceptance Corporation 37042FCD8 12/12/96 12/15/06 51.935 0.000 304.77 0.151889 0.156943 0.162164 0.167560 0.173135 55.75 59.53 37042FCK2 12/19/96 12/15/06 51.453 0.000 307.02 0.153900 0.159105 0.164486 0.170049 0.175801 56.51 60.40 37042FDA3 01/16/97 01/15/07 50.115 0.000 309.47 0.153350 0.158741 0.164322 0.170099 0.176079 58.00 62.15 37042FDC9 01/16/97 01/15/12 34.258 0.000 220.59 0.110071 0.114073 0.118221 0.122519 0.126974 41.70 44.79 37042FMH8 09/30/97 09/15/07 52.157 0.000 263.44 0.142096 0.146816 0.151693 0.156732 0.161939 53.02 56.60 General Motors Corp. 370442AT2 03/20/96 03/15/36 19.874 VARIES 0.080690 0.083950 0.087341 0.090869 0.094539 30.34 32.84 Global Marine, Inc. 379352AM9 06/23/00 06/23/20 49.960 0.000 64.95 0.054844 0.055804 0.056780 0.057774 0.058785 19.93 20.64 379352AN7 06/23/00 06/23/20 49.960 0.000 64.95 0.054844 0.055804 0.056780 0.057774 0.058785 19.93 20.64 Globe Holdings, Inc. 379432AA5 08/06/98 08/01/09 49.672 VARIES 0.392402 0.392654 0.392922 0.393211 0.393519 141.39 141.59 379432AB3 08/06/98 08/01/09 49.672 VARIES 0.392402 0.392654 0.392922 0.393211 0.393519 141.39 141.59 379432AC1 08/06/98 08/01/09 49.672 VARIES 0.392402 0.392654 0.392922 0.393211 0.393519 141.39 141.59 379432AD9 08/06/98 08/01/09 49.672 VARIES 0.392402 0.392654 0.392922 0.393211 0.393519 141.39 141.59 379432AE7 08/06/98 08/01/09 49.672 VARIES 0.392402 0.392654 0.392922 0.393211 0.393519 141.39 141.59 379432AF4 08/06/98 08/01/09 49.672 VARIES 0.392402 0.392654 0.392922 0.393211 0.393519 141.39 141.59 Globix Corporation 37957FAD3 04/23/02 05/01/08 100.000 VARIES 0.304888 0.304825 0.304761 0.304698 0.304635 103.16 103.12 Goldman Sachs Group,Inc. 38141G310 04/21/03 04/18/08 100.000 0.000 0.106087 0.108076 0.110103 0.112167 0.114270 38.84 40.31 38141G450 07/29/02 07/29/04 100.000 0.000 0.100632 0.102393 21.25 38141G534 01/28/02 07/25/06 100.000 0.000 0.168917 0.173647 0.178509 0.183508 0.188646 63.16 66.74 38141GAG9 12/17/99 06/17/05 99.500 0.000 0.265954 0.275582 0.285558 97.75 47.40 38141GAH7 12/06/99 12/06/04 100.000 0.250 0.261265 0.270370 89.16 38141GAJ3 01/13/00 01/13/07 100.000 0.500 0.273531 0.283501 0.293854 0.304605 0.315768 103.68 111.40 38141GAM6 03/22/00 03/22/07 99.000 0.250 0.281086 0.291864 0.303065 0.314707 0.326807 105.31 113.55 38141GAN4 05/09/00 05/09/04 100.000 0.000 0.286881 36.72 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38141GAP9 05/25/00 05/25/07 99.000 1.000 0.299420 0.310847 0.322754 0.335162 0.348093 110.69 119.34 38141GAR5 06/08/01 11/01/05 91.445 VARIES 0.169431 0.174184 0.179076 0.184111 62.43 54.63 38141GAS3 07/25/01 10/26/07 90.813 VARIES 0.173950 0.178831 0.183862 0.189047 0.194389 64.14 67.81 38141GAT1 11/01/00 11/01/05 100.000 0.750 0.241947 0.249896 0.258131 0.266662 89.50 78.97 38141GAU8 11/07/00 11/07/05 100.000 0.250 0.252349 0.261383 0.270749 0.280459 93.47 84.60 38141GAX2 01/12/01 01/12/08 100.000 0.250 0.218201 0.225278 0.232592 0.240151 0.247963 82.26 87.69 38141GAY0 01/16/01 01/16/08 100.000 0.250 0.226954 0.234577 0.242465 0.250625 0.259069 85.63 91.50 38141GBB9 02/23/01 02/23/08 100.000 1.000 0.214656 0.220921 0.227396 0.234088 0.241005 80.03 84.81 38141GBC7 05/17/01 05/17/08 100.000 0.000 0.213754 0.220755 0.227984 0.235451 0.243162 78.84 84.09 38141GBD5 05/24/01 05/24/08 100.000 1.000 0.212608 0.218754 0.225104 0.231665 0.238444 78.11 82.71 38141GBF0 07/12/01 07/12/08 100.000 3.500 0.195275 0.198511 0.201853 0.205306 0.208873 71.99 74.48 38141GBG8 08/29/01 10/29/06 100.000 0.000 0.176150 0.181102 0.186194 0.191429 0.196811 64.93 68.63 38141GBH6 09/04/01 09/04/08 100.000 3.500 0.186434 0.189260 0.192175 0.195183 0.198286 68.30 70.44 38141GBJ2 10/05/01 10/05/08 100.000 3.000 0.170369 0.172891 0.175486 0.178156 0.180903 62.23 64.12 38141GBK9 10/05/01 10/05/08 100.000 2.000 0.173731 0.177155 0.180679 0.184304 0.188035 63.76 66.33 38141GBL7 10/16/01 09/04/08 100.000 VARIES 0.171720 0.175071 0.178519 0.182067 0.185717 63.22 65.75 38141GBM5 11/30/01 11/30/04 100.000 0.000 0.138630 0.141839 46.89 38141GBN3 10/30/01 10/05/08 101.920 2.000 0.171269 0.174528 0.177879 0.181325 0.184868 62.81 65.26 38141GBP8 11/09/01 11/09/08 100.000 1.250 0.176422 0.180531 0.184760 0.189111 0.193588 64.69 67.76 38141GBQ6 11/09/01 11/09/08 100.000 0.000 0.180629 0.185867 0.191257 0.196803 0.202511 66.52 70.44 38141GBR4 12/13/01 12/13/04 100.000 1.000 0.140562 0.143213 48.55 38141GBV5 01/15/02 01/15/09 100.000 3.500 0.171534 0.173745 0.176021 0.178366 0.180780 62.90 64.58 38141GBW3 02/01/02 02/01/12 100.000 0.000 0.205449 0.212331 0.219445 0.226796 0.234394 77.30 82.57 38141GBX1 01/22/02 09/04/08 102.800 2.000 0.183791 0.187654 0.191633 0.195733 0.199955 67.78 70.70 38141GBY9 02/08/02 02/08/09 100.000 1.000 0.181175 0.185815 0.190596 0.195521 0.200595 67.41 70.93 38141GBZ6 02/12/02 02/12/09 100.000 2.000 0.185028 0.189074 0.193247 0.197550 0.201987 68.48 71.56 38141GCA0 03/08/02 03/08/09 100.000 2.000 0.190703 0.195045 0.199526 0.204151 0.208924 70.43 73.72 38141GCB8 04/08/02 04/08/12 100.000 2.000 0.198040 0.202777 0.207672 0.212730 0.217956 72.95 76.53 38141GCC6 04/10/02 04/10/12 100.000 2.500 0.198884 0.203233 0.207729 0.212375 0.217177 73.10 76.38 38141GCD4 04/29/02 04/29/12 100.000 3.500 0.198882 0.202344 0.205923 0.209624 0.213452 72.66 75.27 38141GCE2 07/03/02 07/03/12 100.000 3.000 0.182078 0.185208 0.188437 0.191769 0.195206 67.24 69.64 38141GCH5 08/27/02 08/27/09 100.000 0.000 0.151285 0.155200 0.159215 0.163335 0.167561 56.15 59.09 38141GCJ1 09/16/02 09/16/12 100.000 2.500 0.160445 0.162993 0.165613 0.168305 0.171073 58.76 60.68 38141GCK8 10/28/02 10/28/12 100.000 3.000 0.163574 0.165873 0.168238 0.170670 0.173172 59.59 61.31 38141GCL6 10/30/02 10/30/07 100.000 1.000 0.120439 0.122385 0.124372 0.126400 0.128471 43.95 45.39 38141GCT9 02/11/03 02/11/10 100.000 0.500 0.134748 0.137619 0.140557 0.143565 0.146645 49.84 51.99 38141GCV4 02/28/03 02/28/13 100.000 0.000 0.145704 0.147846 0.154182 0.155589 0.162256 54.76 57.53 38141GCW2 02/27/03 02/27/13 100.000 0.500 0.146382 0.149793 0.153293 0.156882 0.160564 54.17 56.73 38141GCX0 03/05/03 03/05/13 100.000 0.000 0.143820 0.147451 0.151174 0.154992 0.158905 53.28 56.01 38141GCZ5 04/21/03 04/18/13 100.000 0.000 0.146678 0.150455 0.154329 0.158303 0.162379 54.04 56.86 38141GDC5 04/21/03 04/21/13 100.000 2.250 0.145130 0.147258 0.149440 0.151679 0.153975 52.93 54.52 38141GDD3 05/09/03 05/09/10 100.000 2.500 0.116229 0.117200 0.118191 0.119202 0.120234 42.12 42.84 38141GDF8 05/30/03 05/30/13 100.000 0.000 0.131589 0.134635 0.137752 0.140941 0.144203 48.11 50.36 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38141GDG6 06/11/03 06/11/13 100.000 3.000 0.118793 0.119546 0.120316 0.121102 0.121904 42.93 43.49 38141GDH4 06/20/03 06/20/13 100.000 0.250 0.123311 0.125842 0.128428 0.131070 0.133770 44.90 46.77 38141GDJ0 07/08/03 07/08/10 100.000 0.000 0.115278 0.117670 0.120112 0.122604 0.125148 42.77 44.56 38141GDL5 08/07/03 08/07/11 100.000 0.000 0.140556 0.144112 0.147758 0.151496 0.155329 52.28 54.96 38141GDM3 08/04/03 08/04/10 100.000 0.000 0.141111 0.144695 0.148371 0.152139 0.156004 52.51 55.21 38141GDN1 08/25/03 08/25/10 100.000 1.000 0.135278 0.137896 0.140577 0.143324 0.146137 49.84 51.80 38141GDP6 08/28/03 08/28/10 100.000 1.500 0.137500 0.139872 0.142303 0.144793 0.147346 50.52 52.30 38141GDR2 01/21/04 04/06/10 100.000 0.000 0.109500 0.110399 0.112575 0.114794 0.117057 37.65 41.31 38141GDS0 04/13/04 06/13/11 100.000 0.000 0.129861 0.130873 0.133932 0.137063 0.140267 33.76 48.89 38141GDT8 04/16/04 04/16/09 100.000 0.250 0.113195 0.115359 0.117568 0.119822 29.03 42.26 Goldman Sachs Group,Inc. 38143U457 04/16/04 10/16/11 100.000 0.000 0.131556 0.134671 0.137860 0.141124 33.78 49.54 38143U648 02/05/04 02/05/09 100.000 0.000 0.105556 0.107561 0.109605 0.111687 34.70 39.69 38143U739 12/24/03 12/24/07 100.000 0.000 0.096389 0.098062 0.099763 0.101494 0.103255 35.02 36.25 38143U804 08/15/03 08/15/06 100.000 0.000 0.084722 0.086014 0.087326 0.088657 0.090010 31.09 32.04 38143U812 11/28/03 11/29/07 100.000 0.000 0.100009 0.101809 0.103641 0.105507 0.107406 36.44 37.77 38143UAC5 02/18/04 02/18/14 100.000 3.000 0.138889 0.140278 0.141701 0.143160 43.66 51.14 38143UAD3 03/09/04 03/09/09 100.000 2.000 0.093056 0.093684 0.094322 0.094972 27.24 33.99 38143UAF8 04/08/04 04/08/09 100.000 1.250 0.108889 0.110343 0.111825 0.113336 28.76 40.24 38143UAG6 04/08/04 04/08/09 100.000 0.250 0.108889 0.110887 0.112924 0.115001 28.80 40.63 38143UAH4 04/12/04 04/12/09 100.000 0.750 0.107500 0.109177 0.110886 0.112629 27.97 39.88 38143UAJ0 04/12/04 04/12/09 100.000 0.250 0.107500 0.109446 0.111429 0.113451 28.00 40.07 38143UAK7 09/21/04 09/21/09 100.000 VARIES 0.108885 0.110958 0.112550 10.89 39.94 38143UAL5 05/20/04 05/20/14 100.000 VARIES 0.165321 0.170241 0.174485 0.178855 36.74 62.40 38143UAM3 06/11/04 06/11/09 100.000 0.000 0.134722 0.137989 0.141336 0.144763 27.01 50.41 38143UAN1 07/22/04 07/22/09 100.000 1.500 0.125000 0.126875 0.128792 19.88 45.94 38143UAP6 07/23/04 07/23/09 100.000 1.500 0.125000 0.126875 0.128792 19.75 45.94 38143UAQ4 09/10/04 09/10/11 100.000 VARIES 0.126950 0.127382 0.128871 14.09 45.99 38143UAR2 09/01/04 09/01/09 100.000 1.000 0.112500 0.114216 0.115966 13.50 41.22 38143UAT8 09/20/04 09/20/11 100.000 VARIES 0.123625 0.126292 0.128381 12.49 45.47 Graham Packaging Holdings, Inc. 384703AB0 02/02/98 01/15/09 59.534 VARIES 0.292146 0.295358 0.292149 0.296993 0.292152 107.51 107.51 Great Lakes Carbon Corp. 390559AC6 05/22/98 05/15/09 53.092 VARIES 0.364572 0.364571 0.364570 0.364569 0.364568 131.25 131.25 Great Plains Energy,Inc. 391164605 06/14/04 02/16/09 100.000 VARIES 0.139267 0.139450 0.139986 0.140536 27.46 50.45 391164AA8 06/14/04 02/16/09 100.000 VARIES 0.139267 0.139450 0.139986 0.140536 27.46 50.45 Grey Global Group, Inc. 39787MAA6 10/28/03 10/15/33 100.000 VARIES 0.261114 0.266444 0.272439 0.278716 0.285288 95.82 100.18 39787MAB4 10/28/03 10/15/33 100.000 VARIES 0.261133 0.266464 0.272460 0.278739 0.285312 95.83 100.19 Griffon Corporation 398433AA0 07/18/03 07/18/23 100.000 VARIES 0.236121 0.241434 0.246973 0.252747 0.258767 87.73 91.87 398433AB8 07/18/03 07/18/23 100.000 VARIES 0.236121 0.241434 0.246973 0.252747 0.258767 87.73 91.87 Guitar Center, Inc. 402040AC3 06/13/03 07/15/13 100.000 VARIES 0.236999 0.242348 0.247924 0.253738 0.259798 88.10 92.27 H & E Equipment Services 404085AD4 06/17/02 06/15/13 80.016 12.500 11.73 0.024623 0.026654 0.028853 0.031232 0.033808 9.30 10.89 404085AE2 06/17/02 06/15/13 80.016 12.500 11.73 0.024623 0.026654 0.028853 0.031232 0.033808 9.30 10.89 404085AF9 06/17/02 06/15/13 80.016 12.500 11.73 0.024623 0.026654 0.028853 0.031232 0.033808 9.30 10.89 404085AG7 06/17/02 06/15/13 80.016 12.500 11.73 0.024623 0.026654 0.028853 0.031232 0.033808 9.30 10.89 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ H & E Equipment Services 404085AH5 06/17/02 06/15/13 80.016 12.500 11.73 0.024623 0.026654 0.028853 0.031232 0.033808 9.30 10.89 HCA-Hospital Corporation of America 404120AA5 04/01/91 07/01/05 101.750 17.500 0.492660 0.493243 0.493878 177.46 88.90 HMP Equity Holdings Corp 40425KAA6 05/09/03 05/15/08 32.580 0.000 51.01 0.240257 0.268665 0.300431 0.335953 0.375675 94.37 118.01 40425KAB4 05/09/03 05/15/08 32.580 0.000 51.01 0.240257 0.268665 0.300431 0.335953 0.375675 94.37 118.01 40425KAC2 05/09/03 05/15/08 32.580 0.000 51.01 0.240257 0.268665 0.300431 0.335953 0.375675 94.37 118.01 40425KAD0 05/09/03 05/15/08 32.580 0.000 51.01 0.240257 0.268665 0.300431 0.335953 0.375675 94.37 118.01 40425KAE8 05/09/03 05/15/08 32.580 0.000 51.01 0.240257 0.268665 0.300431 0.335953 0.375675 94.37 118.01 40425KAF5 05/09/03 05/15/08 32.580 0.000 51.01 0.240257 0.268665 0.300431 0.335953 0.375675 94.37 118.01 HM Publishing Corp. 40425LAA4 10/03/03 10/15/13 56.960 VARIES 0.182638 0.193139 0.204243 0.215986 0.228404 69.28 77.48 40425LAB2 10/03/03 10/15/13 56.960 VARIES 0.182638 0.193139 0.204243 0.215986 0.228404 69.28 77.48 40425LAC0 10/03/03 10/15/13 56.960 VARIES 0.182638 0.193139 0.204243 0.215986 0.228404 69.28 77.48 Hallwood Group, Inc. 406364AH2 08/31/98 07/31/05* 91.625 10.000 58.43 0.039859 0.042212 0.044704 11.44* John Hancock Life Insurance Company 41013MBT6 10/29/02 04/15/15 50.000 0.000 33.75 0.082642 0.084973 0.087369 0.089833 0.092367 30.53 32.28 Harrisburg, PA 414738NK6 12/28/95 04/01/04 59.389 0.000 390.59 0.172488 15.52 414738NL4 12/28/95 04/01/05 55.409 0.000 369.42 0.163548 0.168845 0.174315 60.80 15.69 414738NM2 12/28/95 04/01/06 51.318 0.000 350.84 0.156037 0.161193 0.166520 0.172022 0.177707 58.04 61.94 414738NN0 12/28/95 04/01/07 47.774 0.000 330.36 0.147242 0.152152 0.157225 0.162468 0.167885 54.79 58.50 414738NP5 12/28/95 04/01/08 44.423 0.000 310.70 0.138771 0.143440 0.148266 0.153254 0.158411 51.65 55.19 414738NQ3 12/28/95 04/01/09 41.259 0.000 291.84 0.130626 0.135060 0.139645 0.144385 0.149286 48.64 51.99 414738NR1 12/28/95 04/01/10 38.328 0.000 273.66 0.122706 0.126902 0.131241 0.135729 0.140370 45.70 48.88 414738NS9 12/28/95 04/01/11 35.259 0.000 256.92 0.115643 0.119661 0.123819 0.128121 0.132573 43.09 46.14 414738NT7 12/28/95 04/01/12 32.621 0.000 240.33 0.108406 0.112205 0.116137 0.120207 0.124420 40.41 43.29 414738NU4 12/28/95 04/01/13 30.247 0.000 224.47 0.101393 0.104967 0.108667 0.112497 0.116462 37.80 40.51 414738NV2 12/28/95 04/01/14 27.925 0.000 209.50 0.094834 0.098204 0.101695 0.105310 0.109054 35.36 37.92 414738NW0 12/28/95 04/01/15 25.992 0.000 195.36 0.088461 0.091610 0.094871 0.098248 0.101745 32.99 35.38 414738NX8 12/28/95 04/01/16 24.047 0.000 182.04 0.082548 0.085503 0.088564 0.091734 0.095018 30.79 33.03 414738NY6 12/28/95 04/01/17 22.322 0.000 169.59 0.076955 0.079718 0.082579 0.085543 0.088614 28.71 30.81 414738NZ3 12/28/95 04/01/18 20.535 0.000 157.70 0.071709 0.074304 0.076994 0.079781 0.082669 26.76 28.73 414738PA6 12/28/95 04/01/19 19.125 0.000 146.87 0.066786 0.069204 0.071709 0.074304 0.076994 24.92 26.76 Hartford Financial Services Group, Inc. 416515203 09/13/02 11/16/08 100.000 VARIES 0.131490 0.131903 0.132327 0.132760 0.133203 47.45 47.76 416515401 09/13/02 11/16/08 100.000 VARIES 0.131490 0.131903 0.132327 0.132760 0.133203 47.45 47.76 416515500 05/23/03 08/16/08 100.000 VARIES 0.099805 0.100319 0.100843 0.101376 0.101918 36.16 36.54 416515AH7 05/23/03 08/16/08 100.000 VARIES 0.099805 0.100319 0.100843 0.101376 0.101918 36.16 36.54 Hasbro, Inc. 418056AM9 11/30/01 12/01/21 100.000 VARIES 0.255642 0.263027 0.270716 0.278722 0.287057 93.81 99.39 418056AN7 11/30/01 12/01/21 100.000 VARIES 0.255642 0.263027 0.270716 0.278722 0.287057 93.81 99.39 Hawk Corporation 420089AD6 10/23/02 12/01/06 100.000 12.000 0.335667 0.335808 0.335957 0.336115 0.336283 120.87 120.98 Headwaters, Inc. 42210PAA0 06/01/04 06/01/16 100.000 VARIES 0.222222 0.227916 0.233838 0.239997 46.84 83.48 42210PAB8 06/01/04 06/01/16 100.000 VARIES 0.222222 0.227916 0.233838 0.239997 46.84 83.48 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ City of Hoboken 434110QH8 08/28/03 04/01/27 19.107 0.000 4.68 0.038142 0.039504 0.040914 0.042375 0.043888 14.23 15.26 434110QJ4 08/28/03 04/01/28 17.813 0.000 4.37 0.035559 0.036828 0.038143 0.039504 0.040915 13.26 14.23 434110QK1 08/28/03 04/01/29 16.606 0.000 4.07 0.033149 0.034333 0.035558 0.036828 0.038143 12.36 13.26 434110QL9 08/28/03 04/01/30 15.481 0.000 3.79 0.030904 0.032007 0.033149 0.034333 0.035558 11.53 12.36 434110QM7 08/28/03 04/01/31 14.432 0.000 3.54 0.028810 0.029838 0.030904 0.032007 0.033149 10.75 11.53 434110QN5 08/28/03 04/01/32 13.454 0.000 3.30 0.026858 0.027817 0.028810 0.029838 0.030903 10.02 10.74 434110QP0 08/28/03 04/01/33 12.543 0.000 3.07 0.025039 0.025933 0.026858 0.027817 0.028810 9.34 10.02 Hollywood Casino Shreveport 43613PAA1 08/10/99 08/01/06 100.000 VARIES 0.385850 0.387524 0.389311 0.391218 0.386415 139.73 140.06 43613PAB9 08/10/99 08/01/06 100.000 VARIES 0.385850 0.387524 0.389311 0.391218 0.386415 139.73 140.06 43613PAC7 08/10/99 08/01/06 100.000 VARIES 0.385850 0.387524 0.389311 0.391218 0.386415 139.73 140.06 43613PAE3 06/15/01 08/01/06 103.000 VARIES 0.376200 0.376900 0.377700 0.377800 0.377000 135.78 135.89 Horace Mann Educators Corporation 440327AF1 05/14/02 05/14/32 47.500 1.426 0.096370 0.098325 0.100347 0.102439 0.104603 35.23 36.70 440327AG9 05/14/02 05/14/32 47.500 1.426 0.096370 0.098325 0.100347 0.102439 0.104603 35.23 36.70 Horizon PCS, Inc. 44043UAA8 09/26/00 10/01/10 43.889 VARIES 0.304088 0.328081 0.353967 0.381895 0.412026 118.28 137.68 44043UAB6 09/26/00 10/01/10 43.889 VARIES 0.304088 0.328081 0.353967 0.381895 0.412026 118.28 137.68 44043UAC4 09/26/00 10/01/10 43.889 VARIES 0.304088 0.328081 0.353967 0.381895 0.412026 118.28 137.68 44043UAD2 09/26/00 10/01/10 43.889 VARIES 0.304088 0.328081 0.353967 0.381895 0.412026 118.28 137.68 44043UAE0 09/26/00 10/01/10 43.889 VARIES 0.304088 0.328081 0.353967 0.381895 0.412026 118.28 137.68 44043UAF7 09/26/00 10/01/10 43.889 VARIES 0.304088 0.328081 0.353967 0.381895 0.412026 118.28 137.68 Host Marriott Corp. 441079209 12/02/96 12/02/26 100.000 6.750 0.187500 0.187500 0.187500 0.187500 0.187500 67.50 67.50 441079308 12/02/96 12/02/26 100.000 6.750 0.187500 0.187500 0.187500 0.187500 0.187500 67.50 67.50 441079407 05/19/97 12/02/26 100.000 6.750 0.187500 0.187500 0.187500 0.187500 0.187500 67.50 67.50 Household Finance Corp. 441815677 10/30/02 02/15/08 94.200 VARIES 0.291567 0.294062 0.296693 0.299470 0.302399 106.11 108.09 441815AQ0 10/30/02 02/15/08 94.200 VARIES 0.291567 0.294062 0.296693 0.299470 0.302399 106.11 108.09 IFT Financing I 449516202 11/01/96 09/03/16 100.000 6.500 0.178571 0.176630 0.179558 0.176630 0.179558 65.12 65.00 449516301 11/01/96 09/03/16 100.000 6.500 0.178571 0.176630 0.179558 0.176630 0.179558 65.12 65.00 ICON Fitness Corporation 451039AB7 11/20/96 11/15/06 50.931 VARIES 0.388873 0.388872 0.388871 0.388870 0.388868 139.99 139.99 Illinois Power Company 452092CK3 12/20/02 12/15/10 97.480 11.500 2.10 0.006033 0.006395 0.006816 0.007185 0.007658 2.29 2.57 452092CL1 12/20/02 12/15/10 97.480 11.500 2.10 0.006134 0.006502 0.006892 0.007305 0.007744 2.29 2.57 452092CM9 12/20/02 12/15/10 97.480 11.500 2.10 0.006134 0.006502 0.006892 0.007305 0.007744 2.29 2.57 IBC Capital Finance 453838500 12/18/96 12/31/26 100.000 9.250 0.256944 0.256944 0.256944 0.256944 0.256944 92.50 92.50 Insilco Holdings Co. 457661AA4 08/17/98 08/15/08 49.411 VARIES 0.393842 0.394198 0.394579 0.394988 0.395425 141.95 142.24 457661AB2 08/17/98 08/15/08 49.411 VARIES 0.393842 0.394198 0.394579 0.394988 0.395425 141.95 142.24 457661AC0 08/17/98 08/15/08 49.411 VARIES 0.393842 0.394198 0.394579 0.394988 0.395425 141.95 142.24 Insignia Financing I 45766X304 11/01/96 09/30/16 100.000 6.500 0.177596 0.177596 0.178571 0.177596 0.178571 65.09 65.00 Intel Corporation 458140AB6 04/30/01 02/01/04 106.500 0.000 0.183751 5.51 Intermedia Communications, Inc. 458801BA4 02/24/99 03/01/09 55.057 VARIES 0.320631 0.340268 0.340268 0.340267 0.340266 121.32 122.50 458801BB2 02/24/99 03/01/09 55.057 VARIES 0.320631 0.340268 0.340268 0.340267 0.340266 121.32 122.50 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ International Bank for Reconstruction 459056FY8 03/06/85 02/15/04 11.605 0.000 870.44 0.300248 13.51 459056FZ5 03/06/85 08/15/04 10.963 0.000 822.36 0.283670 0.303558 68.01 459056GA9 03/06/85 02/15/05 10.357 0.000 776.93 0.268001 0.286791 0.300262 105.99 13.51 459056GB7 03/06/85 08/15/05 9.785 0.000 734.00 0.253192 0.270944 0.283671 0.305236 100.14 68.01 459056GC5 03/06/85 02/15/06 9.429 0.000 693.18 0.237722 0.254268 0.266087 0.286180 0.297836 93.96 105.17 459056GD3 03/06/85 08/15/06 8.912 0.000 655.19 0.224696 0.240336 0.251507 0.270500 0.281517 88.81 99.41 459056GE1 03/06/85 02/15/07 8.423 0.000 619.28 0.212386 0.227170 0.237729 0.255682 0.266096 83.95 93.96 459056GF8 03/06/85 08/15/07 7.962 0.000 585.34 0.200743 0.214716 0.224696 0.241664 0.251507 79.34 88.81 459056GG6 03/06/85 02/15/08 7.690 0.000 554.06 0.188911 0.201965 0.211253 0.227099 0.236238 74.62 83.45 459056GH4 03/06/85 08/15/08 7.272 0.000 523.95 0.178642 0.190987 0.199770 0.214755 0.223397 70.57 78.91 459056GJ0 03/06/85 02/15/09 6.955 0.000 496.05 0.168635 0.180246 0.188490 0.202581 0.210683 66.59 74.43 459056GK7 03/06/85 08/15/09 6.732 0.000 470.50 0.159014 0.169882 0.177569 0.190753 0.198289 62.76 70.08 459056GL5 03/06/85 02/15/10 6.446 0.000 445.96 0.150276 0.160509 0.167732 0.180144 0.187216 59.29 66.18 459056GM3 03/06/85 08/15/10 6.175 0.000 422.89 0.142083 0.151722 0.158512 0.170201 0.176842 56.04 62.52 459056GN1 03/06/85 02/15/11 5.992 0.000 402.03 0.134272 0.143313 0.149656 0.160616 0.166803 52.93 58.99 459056GP6 03/06/85 08/15/11 5.676 0.000 380.81 0.127183 0.135747 0.141755 0.152136 0.157996 50.13 55.88 459056GQ4 03/06/85 02/15/12 5.445 0.000 361.60 0.120413 0.128490 0.134146 0.143935 0.149445 47.45 52.86 459056GR2 03/06/85 08/15/12 5.159 0.000 342.60 0.114083 0.121736 0.127093 0.136368 0.141588 44.96 50.08 459056GS0 03/06/85 02/15/13 5.019 0.000 326.52 0.108080 0.115276 0.120293 0.129010 0.133884 42.56 47.37 459056GT8 03/06/85 08/15/13 4.757 0.000 309.49 0.102447 0.109268 0.114023 0.122287 0.126907 40.35 44.91 459056GU5 03/06/85 02/15/14 4.634 0.000 295.36 0.097187 0.103609 0.108067 0.115844 0.120164 38.25 42.53 459056GV3 03/06/85 08/15/14 4.395 0.000 280.11 0.092166 0.098255 0.102483 0.109858 0.113955 36.28 40.34 459056GW1 03/06/85 02/15/15 4.349 0.000 268.71 0.087622 0.093345 0.097292 0.104220 0.108030 34.46 38.26 459056HY6 01/07/86 02/15/16 5.299 0.000 253.50 0.080247 0.085185 0.088471 0.094434 0.097539 31.41 34.63 459056JB4 01/07/86 02/15/04 15.412 0.000 833.57 0.273502 12.31 459056JC2 01/07/86 02/15/05 13.899 0.000 751.79 0.246674 0.262600 0.273510 96.91 12.31 459056JD0 01/07/86 02/15/06 12.535 0.000 678.03 0.222472 0.236836 0.246676 0.264053 0.273513 87.40 96.91 459056JE8 01/07/86 02/15/07 11.305 0.000 611.50 0.200643 0.213598 0.222472 0.238145 0.246676 78.83 87.40 459056JF5 01/07/86 02/15/08 10.303 0.000 551.70 0.180489 0.192097 0.200031 0.214072 0.221689 70.89 78.56 459056JG3 01/07/86 02/15/09 9.297 0.000 497.80 0.162855 0.173328 0.180487 0.193156 0.200028 63.96 70.89 459056JH1 01/07/86 02/15/10 8.388 0.000 449.17 0.146947 0.156398 0.162858 0.174289 0.180491 57.71 63.96 459056JJ7 01/07/86 02/15/11 7.569 0.000 405.29 0.132591 0.141118 0.146946 0.157261 0.162856 52.08 57.71 459056JK4 01/07/86 02/15/12 6.915 0.000 366.52 0.119552 0.127210 0.132433 0.141695 0.146701 46.94 52.00 459056JL2 01/07/86 02/15/13 6.323 0.000 331.77 0.107896 0.114781 0.119465 0.127789 0.132273 42.35 46.89 459056JM0 01/07/86 02/15/14 5.865 0.000 301.54 0.097483 0.103654 0.107833 0.115293 0.119281 38.24 42.30 459056JN8 01/07/86 02/15/15 5.604 0.000 276.54 0.088336 0.093838 0.097528 0.104176 0.107678 34.61 38.21 International Finance Corporation 45950K209 12/08/03 12/08/10 100.000 0.000 0.109467 0.111624 0.113824 0.116066 0.118353 39.90 41.48 International Minerals & Chemicals Corporation 459884AH5 11/14/88 11/14/05 26.355 0.000 600.27 0.187870 0.193261 0.204323 0.209031 70.54 65.64 International Game Tech 459902AK8 01/29/03 01/29/33 59.291 0.000 0.132586 0.137724 0.143061 0.148604 0.154363 50.25 54.22 459902AL6 01/29/03 01/29/33 59.291 0.000 0.132586 0.137724 0.143061 0.148604 0.154363 50.25 54.22 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Ionica, PLC. 462213AK5 03/19/97 05/01/07 47.688 VARIES 0.416653 0.416652 0.416651 0.416650 0.416649 149.99 149.99 462213AL3 03/19/97 05/01/07 47.688 VARIES 0.416653 0.416652 0.416651 0.416650 0.416649 149.99 149.99 JDS Uniphase Corporation 46612JAA9 10/31/03 11/15/10 98.000 0.000 .48 0.007817 0.007828 0.007839 0.007850 0.007862 2.82 2.83 46612JAB7 10/31/03 11/15/10 98.000 0.000 .48 0.007817 0.007828 0.007839 0.007850 0.007862 2.82 2.83 JL French Automotive Castings, Inc. 46620QAC9 12/27/02 12/31/07 97.410 12.000 0.522652 0.539867 0.558647 0.579135 0.601486 191.29 204.84 JP Morgan Chase & Co. 46625HAQ3 11/26/02 11/26/07 100.000 0.000 0.104824 0.106731 0.108674 0.110652 0.112666 38.21 39.62 46625HAU4 03/12/03 03/12/08 100.000 0.000 0.090631 0.092087 0.093565 0.095067 0.096594 33.21 34.28 46625HAY6 09/18/03 09/22/08 100.000 0.000 0.105649 0.107657 0.109704 0.111789 0.113914 38.80 40.29 46625HAZ3 10/30/03 10/30/08 100.000 0.000 0.105046 0.107032 0.109056 0.111118 0.113219 38.42 39.89 46625HBB5 12/17/03 01/21/09 100.000 0.000 0.105781 0.106161 0.108183 0.110243 0.112342 38.53 39.98 46625HBG4 03/31/04 03/31/09 100.000 0.000 0.093311 0.094878 0.096472 0.098092 25.43 34.74 46625HBT6 06/25/04 07/07/09 100.000 0.000 0.131957 0.132166 0.135305 0.138519 24.58 49.25 46625HBU3 09/21/04 09/21/09 100.000 0.000 0.111230 0.113457 0.115728 11.12 40.89 Jackson, TN 468826GP1 07/09/98 07/01/12 40.347 0.000 172.36 0.105569 0.109052 0.112651 0.116368 38.63 41.22 Jacobs Entertainment 469815AA2 02/08/02 02/01/09 96.040 11.875 7.65 0.012295 0.013078 0.013912 0.014799 0.015742 4.81 5.44 469815AB0 02/08/02 02/01/09 96.040 11.875 7.65 0.012295 0.013078 0.013912 0.014799 0.015742 4.81 5.44 Jersey & Greene Counties 476538CP6 06/26/03 02/01/05 100.000 0.000 0.064010 0.064746 0.065490 23.40 1.96 476538CQ4 06/26/03 02/01/06 100.000 0.000 0.075182 0.076197 0.077225 0.078267 0.079324 27.55 28.30 476538CR2 06/26/03 02/01/07 100.000 0.000 0.090545 0.092016 0.093511 0.095030 0.096574 33.31 34.40 476538CS0 06/26/03 02/01/08 100.000 0.000 0.105927 0.107939 0.109989 0.112079 0.114208 39.11 40.61 Josephine County, OR 480890AA0 10/30/01 06/01/17 36.621 0.000 55.01 0.076219 0.078715 0.081293 0.083955 0.086705 28.04 29.91 480890AB8 10/30/01 06/01/18 33.518 0.000 51.57 0.071576 0.073974 0.076452 0.079013 0.081659 26.35 28.14 480890AD4 10/30/01 06/01/04 89.354 0.000 88.53 0.119565 17.93 480890AE2 10/30/01 06/01/05 84.358 0.000 91.48 0.124149 0.127128 0.130178 45.41 19.53 480890AF9 10/30/01 06/01/06 80.090 0.000 88.75 0.120580 0.123534 0.126560 0.129660 0.132836 44.12 46.31 480890AG7 10/30/01 06/01/07 74.256 0.000 91.06 0.124463 0.127823 0.131273 0.134817 0.138457 45.62 48.11 480890AH5 10/30/01 06/01/08 69.953 0.000 87.45 0.119667 0.122958 0.126339 0.129812 0.133382 43.87 46.32 480890AJ1 10/30/01 06/01/09 65.529 0.000 84.26 0.115511 0.118774 0.122129 0.125578 0.129125 42.37 44.80 480890AK8 10/30/01 06/01/10 61.462 0.000 80.50 0.110487 0.113663 0.116931 0.120292 0.123750 40.54 42.90 480890AL6 10/30/01 06/01/11 57.805 0.000 76.40 0.104923 0.107966 0.111096 0.114318 0.117633 38.51 40.77 480890AM4 10/30/01 06/01/12 54.034 0.000 72.71 0.099973 0.102922 0.105958 0.109084 0.112301 36.70 38.90 480890AN2 10/30/01 06/01/13 50.411 0.000 69.05 0.095045 0.097896 0.100833 0.103857 0.106973 34.90 37.03 480890AP7 10/30/01 06/01/14 46.941 0.000 65.42 0.090158 0.092908 0.095741 0.098661 0.101670 33.12 35.17 480890AQ5 10/30/01 06/01/15 43.624 0.000 61.85 0.085336 0.087981 0.090708 0.093520 0.096419 31.36 33.33 480890AR3 10/30/01 06/01/16 40.464 0.000 58.34 0.080594 0.083132 0.085751 0.088451 0.091238 29.63 31.52 Jostens Holding Corp. 481086AA4 12/02/03 12/01/13 60.682 VARIES 0.172774 0.181580 0.190885 0.200668 0.210952 64.33 71.08 481086AB2 12/02/03 12/01/13 60.682 VARIES 0.172774 0.181580 0.190885 0.200668 0.210952 64.33 71.08 481086AC0 12/02/03 12/01/13 60.682 VARIES 0.172774 0.181580 0.190885 0.200668 0.210952 64.33 71.08 Jostens, Inc. 481088AB8 05/10/00 05/01/10 91.173 12.750 19.37 0.019041 0.020417 0.021892 0.023473 0.025169 7.27 8.36 481088AC6 05/10/00 05/01/10 91.173 12.750 19.37 0.019041 0.020417 0.021892 0.023473 0.025169 7.27 8.36 481088AD4 05/10/00 05/01/10 91.173 12.750 19.37 0.019041 0.020417 0.021892 0.023473 0.025169 7.27 8.36 481088AE2 05/10/00 05/01/10 91.173 12.750 19.37 0.019041 0.020417 0.021892 0.023473 0.025169 7.27 8.36 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Jostens, Inc 481088AF9 05/10/00 05/01/10 91.173 12.750 19.37 0.019041 0.020417 0.021892 0.023473 0.025169 7.27 8.36 Kanawha, Charleston, Putnam, Huntington WV 483685AA1 07/20/93 12/01/16 20.038 0.000 210.86 0.079496 0.082278 0.085157 0.088138 0.091222 29.29 31.38 Kaydon Corporation 486587AA6 05/23/03 05/23/23 100.000 VARIES 0.241522 0.247066 0.252846 0.258873 0.265155 88.38 92.58 486587AB4 05/23/03 05/23/23 100.000 VARIES 0.241521 0.247066 0.252846 0.258872 0.265154 88.38 92.58 Kendall, Kane and Will Counties, IL 488764NN7 04/22/03 10/01/08 105.843 VARIES 0.113440 0.115592 0.110085 0.109538 0.108981 40.92 39.43 488764NP2 04/22/03 10/01/09 105.260 VARIES 0.120735 0.123184 0.117450 0.117016 0.116572 43.61 42.12 488764NQ0 04/22/03 10/01/10 100.839 VARIES 0.124463 0.127176 0.121986 0.121920 0.121853 45.07 43.89 488764NR8 04/22/03 10/01/11 106.125 VARIES 0.138563 0.141755 0.134737 0.134321 0.133896 50.11 48.35 488764NS6 04/22/03 10/01/12 100.093 VARIES 0.135689 0.138932 0.132941 0.132932 0.132922 49.18 47.86 488764NT4 04/22/03 10/01/13 100.778 VARIES 0.140007 0.143434 0.137010 0.136964 0.136917 50.75 49.31 Keyspan Corporation 49337W407 05/06/02 05/16/08 100.000 VARIES 0.158667 0.159304 0.159959 0.160044 0.159543 57.29 57.58 49337WAE0 05/06/02 05/16/08 100.000 VARIES 0.158667 0.159304 0.159959 0.160044 0.159543 57.29 57.58 LaSalle & DeKalb Counties, Illinois 504238AW6 09/04/03 12/30/05 101.029 VARIES 0.078682 0.079775 0.077546 0.077369 28.52 27.81 504238AX4 09/04/03 12/30/06 100.029 VARIES 0.097726 0.099426 0.096656 0.096646 0.096636 35.49 34.79 LaSalle County, IL 504570DA7 04/01/04 12/01/05 96.342 0.000 0.060150 0.060376 0.061055 0.061741 16.31 20.27 504570DB5 04/01/04 12/01/06 103.959 VARIES 0.076817 0.077158 0.078184 0.079224 0.075044 20.84 28.24 504570DC3 04/01/04 12/01/07 104.125 VARIES 0.088668 0.089121 0.090487 0.091874 0.087179 24.08 32.73 LaSalle County, IL 504592AK2 04/16/03 12/01/04 103.837 0.000 0.074097 0.075034 24.62 504592AL0 04/16/03 12/01/05 105.089 VARIES 0.087636 0.088928 0.083484 0.082688 31.66 27.41 504592AM8 06/19/03 12/01/05 103.742 VARIES 0.069085 0.069905 0.066879 0.066388 24.95 21.98 504592AN6 06/19/03 12/01/06 104.790 VARIES 0.075900 0.076878 0.073573 0.073089 0.072599 27.43 26.37 LaSalle County, IL 504597AP0 11/17/03 12/01/04 103.347 0.000 0.062257 0.062932 20.67 504597AQ8 11/17/03 12/01/05 105.154 VARIES 0.081227 0.082355 0.079069 0.078122 29.38 25.92 504597AR6 11/17/03 12/01/06 105.821 VARIES 0.099514 0.101196 0.097464 0.096599 0.095720 36.07 34.88 504597AS4 11/17/03 12/01/07 105.602 VARIES 0.115541 0.117813 0.113739 0.113026 0.112299 41.95 40.77 504597AT2 11/17/03 12/01/08 105.395 VARIES 0.127103 0.129857 0.125498 0.124907 0.124303 46.20 45.04 Lake County, IL School District No.187 509262CP4 04/09/03 01/01/05 95.798 0.000 17.49 0.067713 0.068559 24.53 509262CQ2 04/09/03 01/01/06 92.198 0.000 20.22 0.078496 0.079673 0.080868 0.082080 28.47 29.33 509262CR0 04/09/03 01/01/07 87.867 0.000 22.50 0.087590 0.089122 0.090681 0.092268 31.81 32.93 509262CS8 04/09/03 01/01/08 83.406 0.000 23.66 0.092301 0.094089 0.095911 0.097769 33.55 34.86 509262CT6 04/09/03 01/01/09 78.814 0.000 24.24 0.094758 0.096748 0.098779 0.100853 34.47 35.93 509262CU3 04/09/03 01/01/10 74.126 0.000 24.44 0.095696 0.097849 0.100050 0.102301 34.84 36.42 509262CV1 04/09/03 01/01/21 35.244 0.000 15.45 0.061004 0.062824 0.064700 0.066631 22.29 23.64 Lakeway Municipal Utility District 512503NR0 07/17/98 09/01/04 68.241 0.000 276.95 0.165418 0.170661 40.64 512503NS8 07/17/98 09/01/05 63.714 0.000 262.87 0.157351 0.162409 0.167630 0.173018 58.79 41.20 Lee & Ogle Counties, IL 523372AC4 07/02/03 04/01/05 100.286 VARIES 0.066755 0.067551 0.066214 24.13 5.96 523372AD2 07/02/03 04/01/06 100.261 VARIES 0.076695 0.077743 0.076053 0.076029 0.076005 27.74 27.37 523372AE0 07/02/03 04/01/07 100.510 VARIES 0.095245 0.096856 0.094237 0.094186 0.094135 34.49 33.91 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Lee & Ogle Counties, IL 523372AF7 07/02/03 04/01/08 100.396 VARIES 0.109306 0.111428 0.108077 0.108045 0.108012 39.62 38.90 523372AG5 07/02/03 04/01/09 100.704 VARIES 0.119621 0.122152 0.118118 0.118060 0.118002 43.38 42.50 523372AH3 07/02/03 04/01/10 101.077 VARIES 0.127241 0.130092 0.125514 0.125432 0.125348 46.16 45.16 Lehman Brothers Holdings, Inc. 524908779 02/05/02 02/05/07 100.000 0.000 0.170624 0.175445 0.180401 0.185497 0.190737 63.72 67.37 524908CH1 02/24/00 02/24/07 100.000 0.250 0.297180 0.309007 0.321316 0.334126 0.347459 112.18 121.30 524908CS7 11/14/00 11/14/07 100.000 0.250 0.268659 0.278801 0.289335 0.300278 0.311645 99.51 107.18 524908CT5 11/14/00 11/14/07 100.000 0.250 0.268659 0.278801 0.289335 0.300278 0.311645 99.51 107.18 524908CU2 01/05/01 01/05/06 100.000 0.250 0.224514 0.234681 0.240013 0.252285 0.256616 86.81 92.81 524908CZ1 02/26/01 02/27/06 100.000 0.250 0.156153 0.159881 0.163702 0.167619 0.171634 57.82 60.62 524908DB3 04/26/01 04/26/04 100.000 0.000 0.189532 21.80 524908DC1 04/26/01 04/26/04 100.000 0.000 0.189533 21.80 524908DH0 06/01/01 06/01/08 100.000 0.250 0.220227 0.227429 0.234874 0.242571 0.250527 81.02 86.41 524908DK3 06/29/01 12/29/04 100.000 0.000 0.177137 0.182061 64.30 524908DL1 07/03/01 07/03/04 100.000 0.000 0.171149 0.175877 32.00 524908DN7 07/03/01 07/03/06 100.000 0.250 0.180998 0.186076 0.191303 0.196681 0.202217 67.91 71.78 524908DU1 10/02/01 07/02/06 100.000 0.000 0.171286 0.176080 0.181009 0.186075 0.191283 64.27 67.91 524908DW7 12/26/01 12/26/06 100.000 0.000 0.178900 0.184044 0.189335 0.194778 0.200378 65.38 69.20 524908EC0 03/26/02 04/01/22* 100.000 VARIES 0.131029 11.79* 524908ED8 04/30/02 04/30/05 100.000 0.000 0.144762 0.148272 0.151868 53.18 18.07 524908EE6 07/02/02 07/02/05 100.000 0.000 0.124640 0.127319 0.130057 0.132853 46.32 24.04 524908EF3 06/19/02 06/19/09 100.000 0.250 0.136309 0.139284 0.142328 0.145442 0.148628 49.68 51.87 524908EK2 08/05/02 08/05/07 100.000 0.000 0.145918 0.149566 0.153305 0.157137 0.161066 54.27 57.01 524908EN6 08/05/02 08/05/08 100.000 0.000 0.153589 0.157621 0.161758 0.166004 0.170362 57.21 60.25 524908EP1 09/27/02 09/27/07 100.000 0.000 0.115598 0.117910 0.120268 0.122673 0.125127 42.47 44.19 524908ES5 10/02/02 10/02/07 100.000 0.250 0.085641 0.086821 0.088019 0.089236 0.090470 31.25 32.12 524908FB1 12/11/02 12/11/07 100.000 0.625 0.120881 0.123055 0.125275 0.127541 0.129854 44.00 45.60 524908FJ4 04/29/03 04/29/10 100.000 0.000 0.124913 0.127661 0.130469 0.133340 0.136273 45.81 47.85 524908FL9 05/01/03 05/01/10 100.000 0.250 0.124758 0.127350 0.129999 0.132706 0.135473 45.69 47.62 524908FN5 05/08/03 05/08/10 100.000 0.250 0.120416 0.122827 0.125289 0.127804 0.130373 44.04 45.83 524908FP0 05/13/03 05/13/10 100.000 0.250 0.118970 0.121322 0.123724 0.126176 0.128680 43.48 45.22 524908FR6 05/27/03 05/27/08 100.000 0.250 0.086195 0.087407 0.088638 0.089888 0.091157 31.33 32.22 524908JE1 09/10/03 06/10/10 100.000 0.000 0.128082 0.131001 0.133988 0.137042 0.140166 46.76 48.92 524908JJ0 10/09/03 10/09/10 100.000 1.600 0.119721 0.121343 0.123000 0.124693 0.126422 43.66 44.87 524908JK7 11/06/03 11/06/09 100.000 0.000 0.117501 0.119986 0.122524 0.125115 0.127762 43.02 44.86 524908LS7 02/11/04 02/11/11 100.000 0.750 0.120001 0.122143 0.124332 0.126567 38.70 44.98 Lehman Brother Holdings, Inc. 52517PAE1 10/15/93 10/15/23 100.000 VARIES 0.209432 0.209247 0.209056 0.208858 0.208654 75.33 75.19 52517PEV9 07/07/95 07/07/05 100.000 VARIES 0.026069 0.025699 0.025314 0.024916 9.19 4.64 52517PTE1 01/16/03 01/16/13 100.000 0.000 0.144497 0.149870 0.152083 0.158611 0.160068 55.15 58.04 52517PTG6 01/30/03 01/30/13 100.000 0.000 0.118583 0.122447 0.123704 0.128440 0.129045 44.90 46.84 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Brothers Holdings, Inc. 52517PTH4 01/30/03 01/30/13* 100.000 0.000 0.118583 0.122447 0.123704 37.11* 52517PTP6 02/18/03 02/18/08 100.000 0.000 0.115721 0.119433 0.120599 0.125155 0.125682 43.69 45.53 52517PUB5 05/01/03 05/01/15* 100.000 VARIES 0.143390 0.138360 42.81* 52517PUD1 05/21/03 05/21/15 100.000 VARIES 0.143390 0.138360 0.137031 0.131137 0.129492 51.29 48.62 52517PUH2 06/12/03 06/12/13 100.000 VARIES 0.124109 0.122566 0.121651 0.119371 0.118365 45.09 43.92 52517PUK5 05/23/03 05/23/13 100.000 VARIES 0.118934 0.117097 0.118473 0.115973 0.117306 43.17 42.74 52517PUL3 06/12/03 06/12/18 100.000 VARIES 0.143183 0.142997 0.143590 0.142610 0.142470 52.38 52.21 52517PUP4 07/03/03 07/03/18 100.000 VARIES 0.128944 0.128566 0.125350 0.125535 0.121583 46.47 45.10 52517PUR0 07/17/03 07/17/15 100.000 VARIES 0.119489 0.119079 0.116043 0.116157 0.112444 43.08 41.77 52517PUS8 06/24/03 06/24/08 100.000 0.250 0.081624 0.082706 0.083805 0.084920 0.086050 29.59 30.39 52517PUT6 07/16/03 01/16/09 100.000 VARIES 0.090203 0.090428 0.088674 0.089348 0.087095 32.80 32.22 52517PUW9 07/30/03 07/30/07 100.000 VARIES 0.085593 0.086101 0.084730 0.085686 0.083840 31.29 30.96 52517PUX7 08/07/03 08/07/08 100.000 VARIES 0.108696 0.109135 0.107186 0.108173 0.105616 39.64 39.07 52517PUY5 08/05/03 08/05/13 100.000 VARIES 0.142579 0.143243 0.140769 0.142146 0.138863 52.04 51.35 52517PUZ2 08/28/03 08/28/09* 100.000 VARIES 0.122253 7.09* 52517PVC2 08/27/03 08/27/10 100.000 0.250 0.130556 0.133461 0.136434 0.139477 0.142592 48.25 50.43 52517PVE8 09/25/03 09/25/10 100.000 0.250 0.121945 0.124470 0.127049 0.129686 0.132380 44.84 46.72 52517PVF5 10/22/03 10/22/13* 100.000 VARIES 0.150095 3.15* 52517PVG3 09/30/03 09/30/10 100.000 0.250 0.119721 0.122152 0.124634 0.127170 0.129761 43.98 45.79 52517PVH1 10/30/03 10/30/18* 100.000 7.250 0.155507 0.154295 46.90* 52517PVK4 10/30/03 10/30/13 100.000 VARIES 0.167493 0.164253 0.161797 0.163090 60.35 49.10 52517PVN8 12/17/03 12/17/18 100.000 VARIES 0.164013 0.165492 0.167932 0.168583 0.171134 60.36 61.46 52517PVR9 01/13/04 01/13/11 100.000 0.250 0.121668 0.124181 0.126748 0.129372 42.76 46.04 52517PVX6 03/16/04 03/16/07 100.000 VARIES 0.076082 0.076831 0.075067 0.075784 22.22 27.61 52517PVY4 03/26/04 03/26/14 100.000 VARIES 0.137429 0.139049 0.136118 0.137507 38.77 50.06 52517PWB3 04/08/04 04/08/14 100.000 VARIES 0.132431 0.129727 0.126186 0.124628 35.26 46.27 52517PWC1 04/08/04 04/08/11 100.000 VARIES 0.115528 0.113566 0.110308 0.108496 30.79 40.42 52517PWR8 05/13/04 09/16/10 90.250 1.000 0.121112 0.122652 0.124944 0.127291 27.78 45.05 52517PWU1 06/22/04 06/22/09* 100.000 VARIES 0.140941 12.97* 52517PWW7 07/15/04 07/15/14* 100.000 VARIES 0.154633 14.23* 52517PWX5 07/07/04 07/07/11 100.000 0.250 0.140277 0.143644 0.147095 24.41 52.29 52517PWY3 07/29/04 07/29/14 100.000 VARIES 0.148574 0.148558 0.143631 23.18 53.46 52517PXA4 08/12/04 08/12/11 100.000 VARIES 0.136675 0.137919 0.134503 19.41 49.80 52517PXB2 08/20/04 08/20/09 100.000 VARIES 0.127677 0.127001 0.122120 17.11 45.74 52517PXC0 08/26/04 08/26/14 100.000 VARIES 0.152050 0.150780 0.144488 19.46 54.30 52517PXE6 08/30/04 08/30/19 100.000 VARIES 0.158129 0.156286 0.156133 19.61 57.13 52517PXF3 09/15/04 09/15/14 100.000 VARIES 0.146292 0.141242 0.140436 15.80 51.83 52517PXG1 09/15/04 09/15/14 100.000 VARIES 0.146292 0.141242 0.140436 15.80 51.83 Level 3 Communications 52729NAD2 12/02/98 12/01/08 59.966 VARIES 0.291664 0.291664 0.291664 0.291664 0.291664 105.00 105.00 52729NAE0 12/02/98 12/01/08 59.966 VARIES 0.291664 0.291664 0.291664 0.291664 0.291664 105.00 105.00 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Level 3 Communications 52729NAF7 12/02/98 12/01/08 59.966 VARIES 0.291664 0.291664 0.291664 0.291664 0.291664 105.00 105.00 52729NAR1 02/29/00 03/15/10 53.308 VARIES 0.296579 0.315669 0.335987 0.357613 0.357612 114.38 127.14 Liberty Media Corp. 530715AF8 11/16/99 11/15/29 100.000 4.000 0.311832 0.320934 0.330448 0.340394 0.350791 114.75 121.69 530715AG6 11/16/99 11/15/29 100.000 4.000 0.311832 0.320934 0.330448 0.340394 0.350791 114.75 121.69 530715AK7 02/10/00 02/15/30 100.000 3.750 0.322270 0.332553 0.343321 0.354597 0.366405 120.73 128.76 530715AL5 02/10/00 02/15/30 100.000 3.750 0.322270 0.332553 0.343321 0.354597 0.366405 120.73 128.76 530715AM3 01/11/01 01/15/31 100.000 3.500 0.307632 0.317626 0.328095 0.339061 0.350548 115.94 123.82 530715AN1 01/11/01 01/15/31 100.000 3.500 0.307632 0.317626 0.328095 0.339061 0.350548 115.94 123.82 530715AP6 03/08/01 03/15/31 100.000 3.250 0.345430 0.358660 0.372575 0.387211 0.402607 129.61 139.94 530715AQ4 03/08/01 03/15/31 100.000 3.250 0.345430 0.358660 0.372575 0.387211 0.402607 129.61 139.94 530715AR2 03/08/01 03/15/31 100.000 3.250 0.345430 0.358660 0.372575 0.387211 0.402607 129.61 139.94 Liberty Media Corp. 530718AB1 03/26/03 03/30/23 98.500 0.750 0.157032 0.160846 0.164767 0.168797 0.172941 57.92 60.79 530718AF2 03/26/03 03/30/23 98.500 0.750 0.157032 0.160846 0.164767 0.168797 0.172941 57.92 60.79 Lin Television Corp. 532776AD3 06/14/01 01/15/08 96.288 8.000 11.95 0.013924 0.014693 0.015169 0.016096 0.016526 5.45 5.94 532776AE1 06/14/01 01/15/08 96.288 8.000 11.95 0.013924 0.014693 0.015169 0.016096 0.016526 5.45 5.94 532776AF8 06/14/01 01/15/08 96.288 8.000 11.95 0.013924 0.014693 0.015169 0.016096 0.016526 5.45 5.94 Lithia Motors, Inc. 536797AA1 05/03/04 05/01/14 100.000 VARIES 0.249997 0.257568 0.265565 0.273921 59.95 95.15 536797AB9 05/03/04 05/01/14 100.000 VARIES 0.249997 0.257568 0.265565 0.273921 59.95 95.15 Lockheed Martin Corp. 539830AN9 08/13/03 08/15/33 98.500 VARIES 0.175966 0.182884 0.184800 0.191963 0.192998 66.89 69.89 539830AP4 08/13/03 08/15/33 98.500 VARIES 0.175966 0.182884 0.184800 0.191963 0.192998 66.89 69.89 Loral Cyberstar, Inc. 543868AC7 12/27/01 07/15/06 71.938 10.000 0.161152 0.177562 0.195642 0.215563 0.237512 66.69 80.97 Lowe's Companies, Inc. 548661CD7 02/16/01 02/16/21 60.841 0.000 45.06 0.044959 0.045521 0.046090 0.046666 0.047249 16.44 16.85 Lucent Technologies Capital Trust I 549462208 03/19/02 03/15/17 100.000 7.750 0.215278 0.215278 0.215278 0.215278 0.215278 77.50 77.50 549462307 03/19/02 03/15/17 100.000 7.750 0.215278 0.215278 0.215278 0.215278 0.215278 77.50 77.50 Lyondell Chemical Co. 552078AS6 12/04/02 12/15/08 97.750 9.500 3.11 0.008624 0.009056 0.009509 0.009984 0.010484 3.20 3.52 552078AT4 12/04/02 12/15/08 97.750 9.500 3.11 0.008624 0.009056 0.009509 0.009984 0.010484 3.20 3.52 MCI Communications Corp. 55267Y206 05/29/96 06/30/26* 100.000 8.000 0.255924 27.90* MHS Holdings Corporation 553024AA8 09/22/89 10/01/04 14.000 VARIES 0.941836 1.040618 272.08 Manpower Inc. 56418HAB6 08/17/01 08/17/21 55.126 0.000 40.36 0.048758 0.049489 0.050231 0.050985 0.051750 17.88 18.42 56418HAC4 08/17/01 08/17/21 55.126 0.000 40.36 0.048758 0.049489 0.050231 0.050985 0.051750 17.88 18.42 Marion County, OR 56913RAC2 03/28/02 06/01/04 90.351 0.000 77.29 0.128012 19.20 56913RAD0 03/28/02 06/01/05 84.618 0.000 82.08 0.136771 0.140414 0.144155 50.11 21.62 56913RAE8 03/28/02 06/01/06 79.181 0.000 81.89 0.136911 0.140791 0.144781 0.148884 0.153103 50.22 53.11 56913RAF5 03/28/02 06/01/07 73.606 0.000 80.88 0.135662 0.139737 0.143935 0.148259 0.152713 49.82 52.86 56913RAG3 03/28/02 06/01/08 68.057 0.000 78.93 0.132807 0.137010 0.141345 0.145817 0.150431 48.82 51.96 56913RAH1 03/28/02 06/01/09 63.326 0.000 75.14 0.126600 0.130694 0.134921 0.139285 0.143790 46.56 49.62 56913RAJ7 03/28/02 06/01/10 58.440 0.000 71.69 0.121039 0.125081 0.129258 0.133574 0.138034 44.55 47.57 56913RAK4 03/28/02 06/01/11 53.951 0.000 67.84 0.114722 0.118644 0.122701 0.126897 0.131236 42.25 45.18 56913RAL2 03/28/02 06/01/12 49.948 0.000 63.77 0.107939 0.111684 0.115559 0.119568 0.123717 39.76 42.57 56913RAM0 03/28/02 06/01/13 46.303 0.000 59.74 0.101187 0.104733 0.108403 0.112202 0.116134 37.28 39.94 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Marion County, OR 56913RAN8 03/28/02 06/01/14 42.967 0.000 55.85 0.094644 0.097984 0.101443 0.105023 0.108730 34.88 37.38 56913RAP3 03/28/02 06/01/15 39.329 0.000 52.26 0.088688 0.091885 0.095196 0.098628 0.102183 32.70 35.10 56913RAQ1 03/28/02 06/01/16 36.142 0.000 48.72 0.082766 0.085791 0.088926 0.092176 0.095544 30.52 32.80 56913RAR9 03/28/02 06/01/17 33.393 0.000 45.34 0.077056 0.079892 0.082831 0.085879 0.089039 28.42 30.55 56913RAS7 03/28/02 06/01/18 31.307 0.000 42.21 0.071697 0.074317 0.077033 0.079848 0.082766 26.44 28.41 56913RAT5 03/28/02 06/01/19 28.898 0.000 39.24 0.066686 0.069140 0.071684 0.074322 0.077056 24.60 26.44 56913RAU2 03/28/02 06/01/20 26.649 0.000 36.44 0.061963 0.064259 0.066639 0.069108 0.071668 22.86 24.59 Markel Corporation 570535AD6 05/23/02 08/15/07 92.756 7.200 18.88 0.034526 0.036074 0.037691 0.039380 0.041145 13.14 14.34 570535AE4 05/23/02 05/15/08 90.005 7.000 21.84 0.040963 0.042850 0.044824 0.046888 0.049048 15.26 16.70 Marriott International Incorporated 571903AA1 05/08/01 05/08/21 86.095 0.000 0.236301 0.245873 0.255832 0.266196 0.276978 87.83 95.09 571903AB9 05/08/01 05/08/21 86.095 0.000 0.236301 0.245873 0.255832 0.266196 0.276978 87.83 95.09 571903AC7 05/08/01 05/08/21 86.095 0.000 0.236301 0.245873 0.255832 0.266196 0.276978 87.83 95.09 Masco Corporation 574599AW6 07/20/01 07/20/31 39.445 0.000 0.036431 0.037000 0.037579 0.038166 0.038762 13.40 13.82 Matria Healthcare, Inc. 576817AA8 07/09/01 05/01/08 93.500 11.000 17.83 0.023016 0.024182 0.026112 0.027284 0.029462 8.83 9.95 576817AB6 07/09/01 05/01/08 93.500 11.000 17.83 0.023016 0.024182 0.026112 0.027284 0.029462 8.83 9.95 McCaw International LTD. 579472AA9 03/06/97 04/15/07 50.991 VARIES 0.367388 0.367807 0.368254 0.368731 0.369240 132.40 132.73 579472AB7 03/06/97 04/15/07 50.991 VARIES 0.367388 0.367807 0.368254 0.368731 0.369240 132.40 132.73 579472AC5 03/06/97 04/15/07 50.991 VARIES 0.367388 0.367807 0.368254 0.368731 0.369240 132.40 132.73 579472AD3 03/06/97 04/15/07 50.991 VARIES 0.367388 0.367807 0.368254 0.368731 0.369240 132.40 132.73 579472AE1 03/06/97 04/15/07 50.991 VARIES 0.367388 0.367807 0.368254 0.368731 0.369240 132.40 132.73 McHenry County, Illinois 581156AV8 03/11/04 12/01/05 95.554 0.000 0.070519 0.070939 0.071881 0.072836 20.57 23.89 581156AW6 03/11/04 12/01/06 108.179 VARIES 0.096802 0.097495 0.099065 0.521561 0.085517 28.27 81.59 581156AX4 03/11/04 12/01/07 100.444 VARIES 0.100710 0.101518 0.103350 0.105215 0.100534 29.43 37.46 581156AY2 03/11/04 12/01/08 104.812 VARIES 0.119351 0.120438 0.122907 0.125426 0.117535 34.91 44.54 581156AZ9 03/11/04 12/01/09 106.159 VARIES 0.128337 0.129578 0.132398 0.135279 0.126375 37.56 48.00 Medicis Pharmaceutical Corporation 584690AB7 08/14/03 06/04/33 93.000 VARIES 0.241819 0.250976 0.260552 0.270566 0.281038 89.21 96.15 Medtronic, Inc. 585055AA4 09/11/01 09/15/21 100.000 VARIES 0.207359 0.212733 0.218288 0.223650 0.229192 76.78 80.70 585055AB2 09/11/01 09/15/21 100.000 VARIES 0.207359 0.212733 0.218288 0.223650 0.229192 76.78 80.70 Cass & Sangamon Counties, Illinois 586362DH5 06/10/04 12/01/05 104.007 0.000 0.087084 0.088331 0.089662 17.54 29.39 586362DJ1 06/10/04 12/01/06 104.830 VARIES 0.105944 0.107775 0.109735 0.103091 21.35 39.01 586362DK8 06/10/04 12/01/07 105.112 VARIES 0.118271 0.120546 0.122988 0.115943 23.84 43.70 The Mens Wearhouse, Inc. 587118AB6 10/21/03 10/15/23 100.000 VARIES 0.222221 0.227457 0.233083 0.238935 0.245020 81.77 85.87 587118AC4 10/21/03 10/15/23 100.000 VARIES 0.222221 0.227457 0.233083 0.238935 0.245020 81.77 85.87 Mercury Interactive Corp 589405AC3 04/29/03 05/01/08 98.000 0.000 2.66 0.011021 0.011043 0.011065 0.011088 0.011110 3.97 3.99 589405AD1 04/29/03 05/01/08 98.000 0.000 2.66 0.011021 0.011043 0.011065 0.011088 0.011110 3.97 3.99 Merrill Lynch & Co.,Inc. 590188249 09/13/00 09/13/07 100.000 0.000 0.244796 0.250859 0.264205 0.269261 0.283585 92.85 99.50 590188256 08/04/00 08/03/07 100.000 0.000 0.256090 0.268674 0.275783 0.290934 0.296990 98.99 106.61 590188264 08/04/00 08/03/07 100.000 0.000 0.256090 0.268674 0.275783 0.290934 0.296990 98.99 106.61 590188272 06/29/00 06/29/07 100.000 0.000 0.277280 0.288055 0.300892 0.310876 0.324731 103.53 111.72 590188280 03/30/00 03/30/07 100.000 0.000 0.268738 0.278791 0.289220 0.300039 0.311263 100.42 108.07 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Merrill Lynch & Co.,Inc. 590188298 03/03/00 03/05/07 100.000 0.000 0.233786 0.241599 0.249673 0.258017 0.266639 87.41 93.35 590188678 09/29/97 09/30/04 100.000 0.000 0.254475 0.262601 70.96 590188A40 07/26/00 07/26/05 100.000 2.000 0.236048 0.245421 0.249705 0.261172 90.27 53.51 590188A65 05/23/01 05/23/31 51.108 VARIES 0.101265 0.104370 0.107571 0.110870 0.114270 37.25 39.57 590188A73 03/13/02 03/13/32 100.000 VARIES 0.172693 0.177626 0.182700 0.187919 0.193287 64.14 67.85 590188JA7 02/09/98 02/02/05 100.000 0.000 0.231783 0.238767 0.245961 86.81 7.62 590188P44 09/30/03 09/30/08 100.000 0.000 0.094419 0.096024 0.097656 0.099316 0.101004 34.57 35.76 590188P51 10/03/03 10/03/08 100.000 0.000 0.100585 0.102406 0.104261 0.106148 0.108070 36.86 38.21 590188V70 07/30/04 07/30/07 100.000 0.000 0.087697 0.089081 0.090488 13.24 32.24 590188V88 08/31/04 08/31/07 100.000 0.000 0.070697 0.070791 0.072488 8.55 25.68 Merrill Lynch & Co.,Inc. 59018FAS1 07/30/01 04/13/04 100.000 2.400 0.140099 14.29 Merrill Lynch & Co.,Inc. 59018SB94 03/20/98 03/20/28 12.154 0.000 60.91 0.035524 0.036794 0.038109 0.039471 0.040882 13.28 14.24 59018SRZ9 02/25/97 02/25/27 9.506 0.000 67.65 0.035174 0.036581 0.038044 0.039566 0.041148 13.28 14.36 59018SZT4 02/09/98 02/02/05 100.000 0.000 0.226741 0.236139 0.240611 86.81 7.70 Merrill Lynch & Co.,Inc. 59018YDJ7 01/12/01 01/07/08 100.000 0.250 0.204973 0.211263 0.217752 0.224448 0.231356 77.15 81.96 59018YKD2 06/27/01 06/27/08 100.000 0.250 0.200236 0.206247 0.212446 0.218838 0.225428 73.22 77.68 Merrill Lynch & Co.,Inc. 59021J109 10/06/00 10/05/07 100.000 0.000 0.239455 0.247966 0.258190 0.265906 0.276870 90.85 97.30 59021J141 06/03/03 06/03/10 100.000 0.000 0.099059 0.100795 0.102561 0.104358 0.106187 36.07 37.35 59021J208 11/20/00 11/20/07 100.000 0.000 0.245446 0.254227 0.263323 0.272745 0.282503 90.67 97.28 59021J307 04/30/01 06/27/07 100.000 0.000 0.191267 0.196909 0.202717 0.208696 0.214852 69.92 74.10 59021J315 06/03/03 09/03/08 100.000 0.000 0.085111 0.086405 0.087719 0.089052 0.090406 31.18 32.14 59021J471 09/04/02 09/04/09 100.000 0.000 0.145402 0.149024 0.152737 0.156543 0.160443 53.85 56.57 59021J489 08/07/02 08/07/09 100.000 0.000 0.153716 0.157754 0.161898 0.166151 0.170516 57.24 60.29 59021J513 06/28/02 06/29/09 100.000 0.000 0.166303 0.170891 0.175605 0.180448 0.185426 60.71 64.11 59021J521 05/31/02 06/01/09 100.000 0.000 0.181081 0.186485 0.192049 0.197779 0.203680 66.49 70.52 59021J588 05/03/02 05/04/09 100.000 0.000 0.186998 0.192745 0.198669 0.204774 0.211067 69.02 73.33 59021J596 05/03/02 05/04/09 100.000 0.000 0.186998 0.192745 0.198669 0.204774 0.211067 69.02 73.33 59021J679 03/28/02 03/30/09 100.000 0.000 0.191851 0.197886 0.204111 0.210532 0.217155 71.27 75.82 59021J695 03/28/02 03/30/09 100.000 0.000 0.191851 0.197886 0.204111 0.210532 0.217155 71.27 75.82 59021J794 01/16/02 01/16/09 100.000 0.000 0.172312 0.177224 0.182277 0.187473 0.192817 64.56 68.29 59021J877 09/28/01 09/29/08 100.000 0.000 0.170743 0.175449 0.180285 0.185254 0.190360 63.19 66.72 59021J885 08/31/01 08/29/08 100.000 0.000 0.171616 0.178404 0.182442 0.188628 0.192898 65.40 69.02 59021JAA7 05/28/02 05/28/09 100.000 1.000 0.184767 0.189602 0.194587 0.199724 0.205020 67.71 71.32 Merrill Lynch & Co.,Inc. 59021W217 08/31/04 08/31/11 100.000 0.000 0.111279 0.112222 0.115731 13.46 40.77 59021W308 07/02/03 07/02/10 100.000 0.000 0.101255 0.103101 0.104980 0.106893 0.108841 37.45 38.83 59021W324 08/02/04 08/01/08 100.000 0.000 0.110117 0.112288 0.114513 16.41 40.69 59021W464 05/14/04 02/14/12 100.000 0.000 0.088346 0.089048 0.090464 0.091903 20.15 32.70 59021W571 03/01/04 03/28/11 100.000 0.000 0.099481 0.099748 0.101534 0.103352 0.105203 30.08 37.22 59021W613 03/30/04 03/21/07 100.000 0.000 0.050072 0.050501 0.050956 0.051415 13.61 18.35 59021W654 12/26/03 12/27/10 100.000 0.000 0.118315 0.120834 0.123407 0.126035 0.128719 43.07 44.92 59021W704 08/05/03 08/05/10 100.000 0.000 0.122185 0.124872 0.127618 0.130425 0.133294 45.26 47.28 59021W712 12/08/03 03/08/11 100.000 0.000 0.107749 0.108794 0.110904 0.113055 0.115247 39.33 40.80 59021W845 09/30/03 09/30/10 100.000 0.000 0.114698 0.117066 0.119483 0.121950 0.124468 42.15 43.91 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Merrill Lynch & Co., Inc 59021W860 09/03/03 09/03/08 100.000 0.000 0.109247 0.111395 0.113586 0.115819 0.118097 40.23 41.83 59021WAA8 07/15/04 07/15/11 100.000 0.000 0.114789 0.117161 0.119582 19.06 42.55 Metlife, Inc. 59156RAF5 04/04/00 05/15/05 99.520 VARIES 0.230207 0.230078 0.229943 82.84 30.81 Metromedia International Group, Inc. 591695AE1 09/30/99 09/30/07 77.427 VARIES 0.272584 0.271888 0.272648 0.270392 0.271071 99.64 98.96 United Mexican States 593048BN0 03/30/01 12/30/19 89.000 8.125 6.90 0.008054 0.008432 0.008828 0.009242 0.009675 2.97 3.25 Microcell Telecommunications 59501TAG1 06/20/96 06/01/06 43.193 VARIES 0.412533 0.414334 0.416271 0.418356 0.420600 148.95 150.36 59501TAL0 05/25/99 06/01/09 55.731 VARIES 0.314457 0.333323 0.333323 0.333322 0.333322 117.17 120.00 Mirant Corporation 604675AA6 05/31/01 06/15/21 100.000 2.500 0.277093 0.285963 0.295212 0.304855 0.314911 101.64 108.33 Mississippi Home Corp. 60535JAD8 06/17/93 12/01/08 34.265 0.000 368.68 0.138508 0.143391 0.148446 0.153679 0.159097 51.04 54.70 60535JAH9 07/22/93 06/01/09 36.262 0.000 344.63 0.126997 0.131124 0.135385 0.139784 0.144327 46.71 49.80 Mississippi Home Corp. 60535MCB3 07/21/93 09/15/16 19.775 0.000 213.19 0.079655 0.082493 0.085431 0.088474 0.091626 29.80 31.96 J.P. Morgan & Co., Inc. 61688AAF5 02/26/97 04/15/27 10.165 0.000 69.28 0.036121 0.037517 0.038968 0.040474 0.042039 13.47 14.53 61688AAG3 04/24/97 04/24/27 8.845 0.000 63.44 0.034282 0.035696 0.037169 0.038702 0.040298 12.79 13.87 61688AAH1 05/21/97 05/15/27 9.170 0.000 63.62 0.034713 0.036124 0.037593 0.039121 0.040711 12.88 13.95 61688AAJ7 06/18/97 06/18/27 9.169 0.000 62.63 0.034728 0.036139 0.037607 0.039135 0.040725 12.79 13.85 61688AAK4 07/01/97 07/01/27 9.644 0.000 63.64 0.035351 0.036756 0.038217 0.039737 12.98 14.03 61688AAW8 06/30/98 06/30/28 12.693 0.000 58.42 0.036034 0.037295 0.038601 0.039952 0.041350 13.20 14.14 Morgan Stanley Dean Witter & Co. 617446232 05/20/99 05/18/05 100.000 0.000 0.230498 0.237740 0.245209 84.92 33.59 617446DD8 12/30/98 12/30/05 86.996 0.000 0.176347 0.181241 0.186270 0.191439 64.38 67.80 617446DJ5 05/19/99 05/30/06 98.259 0.000 0.222223 0.229089 0.236168 0.243465 0.250988 81.67 86.79 617446DM8 08/06/99 08/06/06 98.266 0.000 0.255267 0.264304 0.273660 0.283348 0.293378 96.19 103.12 617446DN6 08/17/99 08/17/05 88.745 0.000 0.236369 0.244902 0.253743 0.262903 88.96 58.99 617446DP1 10/19/99 10/19/06 98.266 0.000 0.253892 0.262841 0.272106 0.281698 0.291628 94.32 101.09 617446DQ9 12/13/99 12/13/04 100.000 0.500 0.249361 0.257544 86.75 617446DZ9 07/19/00 07/30/07 100.000 0.250 0.245358 0.253918 0.262785 0.271970 0.281485 92.50 99.08 617446GC7 11/17/00 11/30/07 100.000 0.250 0.226956 0.234465 0.243560 0.250259 0.259983 84.97 90.65 617446GD5 11/17/00 11/30/07 100.000 0.250 0.226956 0.234465 0.243560 0.250259 0.259983 84.97 90.65 617446GF0 01/24/01 01/30/08 100.000 0.250 0.192377 0.197942 0.203674 0.209579 0.215660 71.96 76.20 617446GJ2 04/02/01 03/30/08 100.000 0.500 0.182271 0.187121 0.192111 0.197244 0.202526 67.39 71.03 617446GK9 04/03/01 04/15/08 100.000 0.250 0.184296 0.189419 0.194689 0.200112 0.205692 68.06 71.90 617446GN3 05/02/01 05/30/08 100.000 0.250 0.188442 0.193775 0.199265 0.204917 0.210735 69.13 73.11 617446GQ6 05/30/01 05/30/08 100.000 0.250 0.191520 0.197042 0.202730 0.208588 0.214621 70.29 74.41 617446GR4 08/21/01 12/30/08 100.000 1.250 0.172091 0.175932 0.179880 0.183939 0.188111 62.65 65.50 617446GT0 08/16/01 12/30/08 100.000 0.250 0.177403 0.182201 0.187133 0.192204 0.197419 64.74 68.29 617446GU7 09/27/01 12/30/08 100.000 0.250 0.156044 0.159806 0.163663 0.167616 0.171670 56.86 59.64 617446GV5 10/05/01 12/30/09 100.000 0.000 0.156510 0.160454 0.164498 0.168644 0.172894 57.06 59.97 617446GX1 11/08/01 12/30/08 100.000 0.000 0.136963 0.140033 0.143172 0.146382 0.149663 49.87 52.13 617446GY9 12/11/01 12/30/09 92.281 0.000 0.151347 0.155359 0.159478 0.163707 0.168047 55.22 58.18 617446HH5 08/05/02 12/15/09 100.000 1.000 0.168694 0.172709 0.176839 0.181087 0.185455 61.58 64.56 617446HP7 02/14/03 03/30/10 100.000 0.000 0.134100 0.137244 0.140462 0.143755 0.147125 49.42 51.77 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617446HV4 03/12/03 03/31/08 100.000 0.000 0.100886 0.102712 0.105146 0.106464 0.108987 37.65 38.98 617446HX0 03/18/03 06/30/08 100.000 0.000 0.104054 0.105949 0.107878 0.109842 0.111842 37.80 39.19 617446HZ5 04/28/03 09/15/10 100.000 0.000 0.134265 0.137452 0.140715 0.144056 0.147475 49.59 51.98 617446JB6 04/23/03 04/30/10 100.000 0.000 0.130685 0.133687 0.136759 0.139901 0.143115 47.96 50.19 617446JC4 04/25/03 04/30/08 100.000 0.000 0.109614 0.111735 0.113896 0.116100 0.118346 40.10 41.67 617446JE0 04/30/03 04/30/10 100.000 0.000 0.131969 0.135032 0.138167 0.141375 0.144657 48.44 50.71 617446JF7 05/28/03 12/30/10 100.000 0.000 0.112711 0.114946 0.117224 0.119548 0.121918 40.98 42.62 617446JG5 05/06/03 05/15/10 100.000 0.250 0.116681 0.118940 0.121245 0.123598 0.125999 42.62 44.29 617446JH3 05/21/03 05/30/10 100.000 0.000 0.099359 0.101104 0.102879 0.104686 0.106524 36.19 37.47 617446JJ9 07/10/03 06/30/08 100.000 0.000 0.093281 0.094824 0.096391 0.097984 0.099604 33.86 34.99 617446JL4 08/08/03 03/23/07 100.000 0.000 0.096703 0.098379 0.100084 0.101819 0.103583 35.45 36.69 617446JP5 11/25/03 12/30/10 100.000 1.500 0.149878 0.152786 0.155772 0.158839 0.161988 54.49 56.64 617446JQ3 12/26/03 12/30/10 100.000 2.000 0.117733 0.119050 0.120395 0.121769 0.123172 42.62 43.59 617446MD8 12/22/03 12/30/08 115.000 0.000 0.115456 0.117541 0.119663 0.121824 0.124024 41.94 43.47 617446MF3 01/28/04 01/30/11 100.000 1.000 0.113635 0.113654 0.115411 0.117203 0.119032 38.11 42.42 617446MG1 01/21/04 07/30/11 100.000 0.300 0.114680 0.114790 0.116988 0.119231 0.121520 39.36 43.20 617446MH9 02/25/04 04/30/11 100.000 2.000 0.115858 0.116312 0.117580 0.118873 0.120193 35.64 42.72 617446MJ5 02/17/04 07/30/11 102.625 0.300 0.119527 0.121638 0.124013 0.126439 37.85 44.94 617446MK2 03/29/04 06/30/11 100.000 1.500 0.104119 0.104711 0.105893 0.107096 0.108323 28.43 38.34 617446ML0 03/22/04 05/15/10 121.125 0.250 0.118457 0.119035 0.121008 0.123016 0.125059 33.27 44.11 617446MM8 03/24/04 04/01/09 100.000 0.250 0.101124 0.101190 0.102906 0.104653 0.106431 28.18 37.68 617446MQ9 04/08/04 04/15/09 115.000 0.750 0.120544 0.120618 0.122500 0.124419 0.126373 31.87 44.74 Morgan Stanley Dean Witter & Co. 61744Y132 07/29/02 07/30/09 100.000 0.000 0.130493 0.133424 0.136421 0.139486 0.142620 48.40 50.60 61744Y140 03/27/03 06/15/10 100.000 0.000 0.137033 0.140301 0.143646 0.147072 0.150579 50.03 52.44 61744Y173 01/28/03 12/30/09 100.000 0.000 0.131130 0.134099 0.137136 0.140242 0.143418 47.75 49.93 61744Y181 12/17/02 03/30/09 100.000 0.000 0.129811 0.132739 0.135734 0.138796 0.141927 47.80 49.98 61744Y199 11/26/02 03/30/09 100.000 0.000 0.140363 0.143769 0.147257 0.150829 0.154489 51.77 54.31 61744Y231 10/28/02 12/30/08 100.000 0.000 0.148748 0.152505 0.156356 0.160304 0.164352 54.23 57.01 61744Y249 10/16/02 10/30/09 100.000 0.000 0.139746 0.143093 0.146520 0.150028 0.153621 51.32 53.81 61744Y264 09/26/02 06/30/09 100.000 0.000 0.140939 0.144307 0.147756 0.151287 0.154902 51.35 53.83 61744Y280 08/27/02 02/28/09 100.000 0.000 0.150633 0.152874 0.159453 0.160935 0.167861 56.63 59.51 61744Y322 06/26/02 12/30/08 100.000 0.000 0.140398 0.143705 0.147090 0.150554 0.154101 51.15 53.58 61744Y348 06/11/02 12/30/08 100.000 0.000 0.146625 0.150214 0.153892 0.157660 0.161519 53.44 56.09 61744Y363 05/10/02 08/30/08 100.000 0.000 0.148499 0.152278 0.157011 0.160127 0.165104 56.10 58.88 Morgan Stanley 61746S190 01/27/04 03/30/11 100.000 1.875 0.116860 0.117337 0.118709 0.120111 0.121542 39.29 43.25 61746S539 08/27/04 03/30/11 100.000 0.000 0.123428 0.123931 0.126684 0.129499 15.35 45.62 61746S646 07/28/04 01/30/11 100.000 0.000 0.128455 0.128488 0.131459 0.134499 19.66 47.70 61746S703 02/25/04 12/30/11 100.000 0.400 0.125180 0.126965 0.129575 0.132244 0.134974 38.63 47.13 61746S778 04/28/04 12/30/11 100.000 0.000 0.135681 0.136823 0.140164 0.143587 0.147094 33.18 51.08 61746S877 03/29/04 12/30/11 100.000 0.500 0.112531 0.113542 0.115560 0.117619 0.119721 30.79 41.98 61746SAA7 03/10/04 03/31/09 100.000 0.000 0.102998 0.103221 0.105135 0.107084 0.109069 30.31 38.56 61746SAC3 04/05/04 04/15/09 100.000 0.000 0.098978 0.099076 0.100842 0.102638 0.104467 26.49 36.90 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61748A114 06/24/03 06/15/10 100.000 0.000 0.108020 0.110083 0.112185 0.114328 0.116511 39.33 40.84 61748A122 08/22/03 08/30/09 100.000 0.000 0.128595 0.130821 0.135333 0.136907 0.141629 47.51 49.76 61748A742 06/01/04 03/30/12 100.000 2.800 0.145926 0.147109 0.148930 0.150799 30.75 53.62 61748A775 11/25/03 12/30/10 100.000 2.000 0.166972 0.170308 0.173743 0.177282 0.180926 60.72 63.19 61748A874 07/29/03 12/30/09 100.000 0.000 0.124003 0.126721 0.129498 0.132336 0.135237 45.14 47.14 61748AAA4 09/24/03 12/30/10 100.000 0.000 0.141445 0.144998 0.148641 0.152376 0.156204 51.57 54.19 61748AAC0 04/30/04 12/30/11 100.000 0.000 0.135753 0.136859 0.140203 0.143629 0.147139 32.92 51.10 61748AAD8 04/30/04 12/30/11 100.000 0.000 0.135753 0.136859 0.140203 0.143629 0.147139 32.92 51.10 Motorola, Inc. 620076208 10/31/01 11/16/07 100.000 VARIES 0.211210 0.212372 0.212543 0.211686 0.210797 76.30 76.28 620076AE9 09/07/89 09/07/09* 30.656 0.000 408.23 0.115611 0.117785 9.87* 620076AJ8 09/27/93 09/27/13* 63.923 0.000 164.99 0.049970 4.25* Mrs. Fields Holding Company, Inc. 62472FAC9 08/24/98 12/01/05 50.853 VARIES 0.413681 0.416102 0.421013 0.421524 152.08 140.71 Multnomah County, OR 625506HH6 12/08/99 06/01/13 36.019 0.000 129.90 0.104423 0.108453 0.112639 0.116987 0.121503 38.56 41.60 625506HJ2 12/08/99 06/01/14 33.298 0.000 120.44 0.096860 0.100609 0.104502 0.108546 0.112747 35.77 38.60 625506HK9 12/08/99 06/01/15 30.863 0.000 111.63 0.089777 0.093251 0.096860 0.100609 0.104502 33.16 35.77 625506HL7 12/08/99 06/01/16 28.606 0.000 103.47 0.083212 0.086432 0.089777 0.093251 0.096860 30.73 33.16 625506HN3 12/08/99 06/01/20 21.112 0.000 76.36 0.061413 0.063790 0.066259 0.068823 0.071487 22.68 24.47 625506HP8 12/08/99 06/01/21 19.568 0.000 70.78 0.056922 0.059125 0.061413 0.063790 0.066259 21.02 22.68 625506HQ6 12/08/99 06/01/22 18.137 0.000 65.60 0.052760 0.054801 0.056922 0.059125 0.061413 19.49 21.02 625506HR4 12/08/99 06/01/23 16.811 0.000 60.81 0.048902 0.050794 0.052760 0.054802 0.056922 18.06 19.49 625506HS2 12/08/99 06/01/24 15.582 0.000 56.36 0.045326 0.047080 0.048902 0.050794 0.052760 16.74 18.06 625506HT0 12/08/99 06/01/25 14.442 0.000 52.24 0.042011 0.043637 0.045325 0.047080 0.048901 15.52 16.74 625506HU7 12/08/99 06/01/26 13.386 0.000 48.42 0.038939 0.040446 0.042011 0.043637 0.045326 14.38 15.52 625506HV5 12/08/99 06/01/27 12.407 0.000 44.88 0.036091 0.037488 0.038939 0.040446 0.042011 13.33 14.38 625506HW3 12/08/99 06/01/28 11.500 0.000 41.60 0.033452 0.034747 0.036091 0.037488 0.038939 12.35 13.33 625506HX1 12/08/99 06/01/29 10.659 0.000 38.55 0.031006 0.032206 0.033452 0.034747 0.036091 11.45 12.35 625506HY9 12/08/99 06/01/30 9.879 0.000 35.73 0.028738 0.029850 0.031005 0.032205 0.033451 10.61 11.45 Murray County Hospital Authority 626897BW1 12/29/94 03/01/04 97.642 10.000 22.94 0.010695 .64 Muzak Holdings Finance 62844VAC5 03/18/99 03/15/10 53.328 VARIES 0.339069 0.361108 0.361108 0.361107 0.361107 128.37 130.00 Nabors Industries, Inc. 629568AE6 02/05/01 02/05/21 60.841 0.000 45.55 0.044959 0.045521 0.046090 0.046666 0.047249 16.45 16.87 629568AF3 02/05/01 02/05/21 60.841 0.000 45.55 0.044959 0.045521 0.046090 0.046666 0.047249 16.45 16.87 Neenah Foundry Company 640071AK2 09/30/03 09/30/10 91.536 11.000 1.97 0.021701 0.023098 0.024584 0.026166 0.027850 8.33 9.43 640071AN6 09/30/03 09/30/10 91.536 11.000 1.97 0.021701 0.023098 0.024584 0.026166 0.027850 8.33 9.43 Network Associates, Inc. 640938AA4 02/13/98 02/13/18 39.106 0.000 124.42 0.066799 0.068385 0.070009 0.071672 0.073374 24.78 25.97 Net Sat Servicos, LTDA. 64107RAA6 08/05/96 08/05/04 100.000 12.750 0.025147 0.026797 5.68 64107RAB4 08/05/96 08/05/04 100.000 12.750 0.025147 0.026797 5.68 64107RAC2 08/05/96 08/05/04 100.000 12.750 0.025147 0.026797 5.68 New Jersey Economic Development Authority 645913AG9 06/30/97 02/15/04 64.086 0.000 351.07 0.183419 8.07 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ New Jersey Economic Deelopment Authority 645913AH7 06/30/97 02/15/05 59.440 0.000 332.01 0.173993 0.180029 0.186275 65.39 8.20 645913AJ3 06/30/97 02/15/06 55.059 0.000 312.96 0.164469 0.170257 0.176249 0.182452 0.188873 61.85 66.28 645913AK0 06/30/97 02/15/07 51.069 0.000 293.57 0.154554 0.160044 0.165729 0.171615 0.177711 58.15 62.35 645913AL8 06/30/97 02/15/08 47.236 0.000 275.29 0.145252 0.150469 0.155874 0.161473 0.167273 54.67 58.67 645913AM6 06/30/97 02/15/09 43.647 0.000 257.64 0.136226 0.141170 0.146294 0.151604 0.157107 51.30 55.09 645913AN4 06/30/97 02/15/10 40.322 0.000 240.64 0.127467 0.132135 0.136974 0.141990 0.147190 48.02 51.60 645913AP9 06/30/97 02/15/11 37.204 0.000 224.46 0.119111 0.123512 0.128075 0.132807 0.137714 44.89 48.27 645913AQ7 06/30/97 02/15/12 34.381 0.000 208.99 0.111039 0.115167 0.119448 0.123888 0.128493 41.86 45.03 645913AR5 06/30/97 02/15/13 31.673 0.000 194.45 0.103486 0.107364 0.111387 0.115561 0.119891 39.03 42.01 645913AS3 06/30/97 02/15/14 29.262 0.000 180.69 0.096253 0.099876 0.103636 0.107538 0.111586 36.31 39.09 645913AT1 06/30/97 02/15/15 27.085 0.000 167.80 0.089434 0.092810 0.096313 0.099949 0.103722 33.74 36.33 645913AU8 06/30/97 02/15/16 25.082 0.000 155.77 0.083062 0.086203 0.089464 0.092847 0.096359 31.34 33.75 645913AV6 06/30/97 02/15/17 23.177 0.000 144.53 0.077121 0.080048 0.083086 0.086239 0.089511 29.10 31.35 645913AW4 06/30/97 02/15/18 21.450 0.000 134.09 0.071577 0.074298 0.077123 0.080056 0.083099 27.01 29.10 645913AX2 06/30/97 02/15/19 19.886 0.000 124.42 0.066423 0.068950 0.071574 0.074297 0.077124 25.07 27.01 645913AY0 06/30/97 02/15/20 18.435 0.000 115.43 0.061635 0.063981 0.066417 0.068946 0.071571 23.26 25.07 645913AZ7 06/30/97 02/15/21 17.088 0.000 107.08 0.057186 0.059365 0.061626 0.063974 0.066411 21.58 23.26 645913BA1 06/30/97 02/15/22 15.838 0.000 99.33 0.053053 0.055076 0.057175 0.059355 0.061618 20.02 21.58 645913BB9 06/30/97 02/15/23 14.678 0.000 92.13 0.049214 0.051092 0.053041 0.055064 0.057164 18.58 20.02 645913BC7 06/30/97 02/15/24 13.601 0.000 85.44 0.045648 0.047391 0.049200 0.051078 0.053028 17.23 18.57 645913BD5 06/30/97 02/15/25 12.602 0.000 79.23 0.042336 0.043954 0.045633 0.047376 0.049185 15.98 17.22 645913BE3 06/30/97 02/15/26 11.676 0.000 73.47 0.039262 0.040763 0.042321 0.043938 0.045618 14.82 15.97 New Millennium Homes 647536AC5 04/11/03 12/31/07 86.094 0.000 19.98 0.078230 0.079480 0.080751 0.082042 0.083354 28.39 29.31 The City of New York 649652QZ0 05/27/93 05/15/04 43.345 0.000 538.71 0.207752 27.84 The City of New York 649653ME9 05/27/93 05/15/05 39.612 0.000 503.27 0.195142 0.202840 0.210842 72.36 28.25 649653MG4 05/27/93 05/15/06 35.938 0.000 470.01 0.183567 0.190955 0.198641 0.206636 0.214953 68.11 73.70 The City of New York 649654NK2 05/27/93 05/15/07 32.768 0.000 436.29 0.171167 0.178142 0.185401 0.192956 0.200819 63.53 68.81 649654NL0 05/27/93 05/15/08 29.863 0.000 404.03 0.159152 0.165709 0.172536 0.179644 0.187045 59.09 64.06 The City of New York 649655LL9 05/27/93 05/15/09 27.086 0.000 373.63 0.147904 0.154078 0.160511 0.167212 0.174193 54.94 59.62 649655LN5 05/27/93 05/15/10 24.595 0.000 344.66 0.136985 0.142766 0.148790 0.155069 0.161613 50.90 55.28 Nextel International 65332AAA7 03/12/98 04/15/08 54.915 VARIES 0.331197 0.331191 0.333005 0.331180 0.332993 121.36 121.21 65332AAB5 03/12/98 04/15/08 54.915 VARIES 0.331197 0.331191 0.333005 0.331180 0.332993 121.36 121.21 65332AAC3 03/12/98 04/15/08 54.915 VARIES 0.331197 0.331191 0.333005 0.331180 0.332993 121.36 121.21 Nextlink Communications 65333HAQ6 11/17/99 12/01/09 55.257 VARIES 0.294490 0.312343 0.333098 0.331277 0.333097 112.25 121.25 Nexstar Finance, Inc. 65334YAA3 03/16/01 04/01/08 96.012 12.000 11.83 0.013912 0.014808 0.015761 0.016776 0.017856 5.34 6.05 65334YAB1 03/16/01 04/01/08 96.012 12.000 11.83 0.013912 0.014808 0.015761 0.016776 0.017856 5.34 6.05 Nexstar Finance Holdings, Inc. 65335BAD6 03/27/03 04/01/13 57.442 VARIES 0.192059 0.202982 0.214526 0.226727 0.239622 73.13 81.68 65335BAE4 03/27/03 04/01/13 57.442 VARIES 0.192059 0.202982 0.214526 0.226727 0.239622 73.13 81.68 65335BAF1 03/27/03 04/01/13 57.442 VARIES 0.192059 0.202982 0.214526 0.226727 0.239622 73.13 81.68 NiSource, Inc. 65473P600 11/02/00 11/01/04 79.231 0.000 160.41 0.154870 0.159446 47.28 NorAm Energy Corporation 655419AC3 06/17/96 03/15/12 80.000 6.000 65.18 0.031989 0.033316 0.034698 0.036138 0.037637 12.04 13.06 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Northwest Airlines, Inc. 667280AD3 11/04/03 11/15/23 100.000 7.625 0.211806 0.211806 0.211806 0.211806 0.211806 76.25 76.25 667280AE1 11/04/03 11/15/23 100.000 7.625 0.211806 0.211806 0.211806 0.211806 0.211806 76.25 76.25 667280AF8 01/29/04 02/01/09 96.227 10.000 0.016250 0.016266 0.017161 0.018104 0.019100 5.53 6.64 Northwest Airlines, Inc. 667281AQ2 12/12/03 04/01/09 85.817 10.500 .99 0.051951 0.054219 0.058126 0.062316 0.066807 19.67 22.46 NOVA Gas Transmission 66978QAD3 10/17/95 10/17/25 100.000 VARIES 0.024948 0.024867 0.024919 0.024695 0.024740 9.11 9.04 Novi, Michigan 670012ZJ5 10/11/95 10/01/07 95.988 6.500 23.87 0.010556 0.010926 0.011308 0.011704 0.012113 3.93 4.21 670012ZK2 10/11/95 10/01/08 93.268 6.250 35.49 0.015724 0.016278 0.016852 0.017446 0.018061 5.86 6.28 670012ZL0 10/11/95 10/01/09 90.349 6.000 45.31 0.020110 0.020824 0.021563 0.022329 0.023121 7.50 8.04 O'Sullivan Industries 67104RAA2 11/30/99 10/15/09 94.546 13.375 14.17 0.012677 0.013592 0.014572 0.015623 0.016750 4.87 5.60 67104RAB0 11/30/99 10/15/09 94.546 13.375 14.17 0.012677 0.013592 0.014572 0.015623 0.016750 4.87 5.60 67104RAC8 11/30/99 10/15/09 94.546 13.375 14.17 0.012677 0.013592 0.014572 0.015623 0.016750 4.87 5.60 67104RAD6 11/30/99 10/15/09 94.546 13.375 14.17 0.012677 0.013592 0.014572 0.015623 0.016750 4.87 5.60 Lee and DeKalb Counties 676865AA6 06/05/03 12/01/04 101.858 0.000 0.064669 0.065400 21.47 676865AB4 06/05/03 12/01/05 102.155 VARIES 0.073940 0.074891 0.072130 0.071807 26.74 23.74 676865AC2 06/05/03 12/01/06 101.805 VARIES 0.088300 0.089658 0.086393 0.086163 0.085929 31.98 31.05 Omnicom Group, Inc. 681919AH9 02/07/01 02/07/31 100.000 VARIES 0.219869 0.227247 0.234873 0.242754 0.250900 82.64 88.28 681919AJ5 02/07/01 02/07/31 100.000 VARIES 0.219869 0.227247 0.234873 0.242754 0.250900 82.64 88.28 681919AK2 02/07/01 02/07/31 100.000 VARIES 0.219869 0.227247 0.234873 0.242754 0.250900 82.64 88.28 681919AL0 03/06/02 07/31/32 102.250 VARIES 0.204039 0.213185 0.217925 0.228951 0.232756 78.48 83.82 681919AM8 03/06/02 07/31/32 102.250 VARIES 0.204039 0.213185 0.217925 0.228951 0.232756 78.48 83.82 681919AN6 06/10/03 06/15/33 100.000 VARIES 0.130804 0.133813 0.136890 0.140039 0.143260 47.73 49.95 681919AP1 06/10/03 06/15/33 100.000 VARIES 0.130804 0.133813 0.136890 0.140039 0.143260 47.73 49.95 Oneok, Inc. 682680202 01/28/03 02/16/08 100.000 VARIES 0.136915 0.137547 0.138196 0.138860 0.139540 49.58 50.05 682680400 01/28/03 02/16/08 100.000 VARIES 0.136915 0.137547 0.138196 0.138860 0.139540 49.58 50.05 Onyx Acceptance Corp. 682914AA4 04/17/00 06/15/06 96.000 12.500 20.17 0.019563 0.020881 0.022288 0.023790 0.025392 7.32 8.34 Orange County, CA 68428LAV6 06/12/96 09/01/11 29.734 0.000 245.63 0.119369 0.124220 0.129269 0.134523 0.139991 45.03 48.77 68428LAW4 06/12/96 09/01/12 27.201 0.000 226.88 0.110465 0.114988 0.119696 0.124597 0.129699 41.69 45.17 68428LAX2 06/12/96 09/01/13 25.020 0.000 209.35 0.101999 0.106186 0.110544 0.115081 0.119805 38.50 41.72 68428LAY0 06/12/96 09/01/10 32.377 0.000 265.74 0.128979 0.134195 0.139623 0.145270 0.151145 48.65 52.66 68428LAZ7 06/12/96 09/01/14 23.005 0.000 193.11 0.094145 0.098019 0.102052 0.106251 0.110622 35.54 38.52 68428LBA1 06/12/96 09/01/15 21.183 0.000 178.10 0.086857 0.090435 0.094160 0.098039 0.102078 32.79 35.55 68428LBB9 06/12/96 09/01/16 19.464 0.000 164.17 0.080114 0.083422 0.086867 0.090454 0.094190 30.25 32.80 68428LBT0 03/03/97 09/01/11 34.929 0.000 224.08 0.114874 0.119118 0.123520 0.128084 0.132817 43.16 46.40 68428LBU7 04/01/97 09/01/12 30.602 0.000 208.03 0.108953 0.113218 0.117650 0.122256 0.127042 41.03 44.31 68428LBV5 04/01/97 09/01/13 28.339 0.000 192.65 0.100899 0.104849 0.108954 0.113219 0.117651 38.00 41.03 68428LBW3 01/17/97 09/01/14 26.499 0.000 182.71 0.093117 0.096692 0.100405 0.104260 0.108263 35.04 37.78 68428LBX1 04/01/97 09/01/15 24.175 0.000 165.14 0.086564 0.089965 0.093501 0.097175 0.100994 32.61 35.22 68428LBY9 01/17/97 09/01/16 22.492 0.000 156.87 0.080115 0.083219 0.086443 0.089793 0.093272 30.16 32.54 68428LBZ6 01/17/97 09/01/17 20.762 0.000 145.28 0.074240 0.077124 0.080121 0.083233 0.086466 27.95 30.17 68428LCA0 01/17/97 09/01/18 19.198 0.000 134.56 0.068781 0.071456 0.074236 0.077123 0.080123 25.90 27.95 68428LCB8 01/17/97 09/01/19 17.826 0.000 124.74 0.063743 0.066219 0.068792 0.071464 0.074240 24.00 25.90 68428LCC6 01/17/97 09/01/20 16.480 0.000 115.51 0.059044 0.061341 0.063727 0.066205 0.068781 22.23 23.99 68428LCD4 01/17/97 09/01/21 15.306 0.000 107.10 0.054730 0.056856 0.059065 0.061360 0.063743 20.61 22.24 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Orange County, CA 68428LCE2 03/31/97 09/01/05 54.381 0.000 342.74 0.177061 0.183583 0.190345 0.197355 66.51 46.94 68428LCF9 01/17/97 09/01/06 50.677 0.000 321.68 0.161561 0.167368 0.173384 0.179616 0.186072 60.63 65.06 68428LCG7 01/17/97 09/01/07 46.931 0.000 301.01 0.151452 0.156941 0.162629 0.168524 0.174632 56.85 61.05 68428LCH5 01/17/97 09/01/08 43.315 0.000 281.65 0.142049 0.147255 0.152651 0.158245 0.164044 53.35 57.33 68428LCJ1 01/17/97 09/01/09 39.915 0.000 263.10 0.133012 0.137940 0.143050 0.148349 0.153845 49.98 53.75 68428LCK8 01/17/97 09/01/10 36.871 0.000 245.09 0.124094 0.128723 0.133523 0.138503 0.143669 46.64 50.18 Oregon Community College 68583RAA0 04/23/03 06/30/04 98.234 0.000 10.22 0.041556 7.44 68583RAB8 04/23/03 06/30/05 95.669 0.000 13.45 0.054838 0.055396 0.055960 19.84 10.02 68583RAC6 04/23/03 06/30/06 91.623 0.000 17.51 0.071689 0.072680 0.073684 0.074703 0.075735 25.99 26.71 68583RAD4 04/23/03 06/30/07 87.036 0.000 20.14 0.082704 0.084087 0.085493 0.086922 0.088375 30.03 31.04 68583RAE2 04/23/03 06/30/08 82.583 0.000 21.29 0.087608 0.089239 0.090900 0.092593 0.094316 31.84 33.03 68583RAF9 04/23/03 06/30/09 77.449 0.000 22.39 0.092365 0.094292 0.096260 0.098268 0.100319 33.60 35.02 68583RAG7 04/23/03 06/30/10 72.765 0.000 22.56 0.093197 0.095282 0.097413 0.099591 0.101818 33.93 35.47 68583RAH5 04/23/03 06/30/11 68.075 0.000 22.43 0.092818 0.095024 0.097282 0.099593 0.101960 33.82 35.44 68583RAJ1 04/23/03 06/30/12 63.740 0.000 21.94 0.090874 0.093128 0.095439 0.097807 0.100234 33.12 34.79 68583RAK8 04/23/03 06/30/13 59.557 0.000 21.29 0.088270 0.090544 0.092876 0.095269 0.097723 32.19 33.87 68583RAL6 04/23/03 06/30/14 55.504 0.000 20.54 0.085237 0.087510 0.089843 0.092238 0.094697 31.10 32.78 68583RAM4 04/23/03 06/30/15 51.363 0.000 19.76 0.082099 0.084374 0.086712 0.089115 0.091585 29.97 31.65 68583RAN2 04/23/03 06/30/16 47.583 0.000 18.87 0.078476 0.080718 0.083023 0.085394 0.087832 28.66 30.32 68583RAP7 04/23/03 06/30/17 44.239 0.000 17.92 0.074554 0.076728 0.078965 0.081268 0.083638 27.24 28.85 68583RAQ5 04/23/03 06/30/18 40.975 0.000 16.97 0.070653 0.072759 0.074928 0.077161 0.079461 25.82 27.38 68583RAR3 04/23/03 06/30/19 37.976 0.000 16.02 0.066737 0.068763 0.070850 0.073001 0.075217 24.39 25.90 68583RAS1 04/23/03 06/30/20 35.297 0.000 15.08 0.062880 0.064814 0.066808 0.068863 0.070981 22.99 24.42 68583RAT9 04/23/03 06/30/21 32.815 0.000 14.18 0.059150 0.060990 0.062887 0.064843 0.066860 21.63 23.00 68583RAU6 04/23/03 06/30/22 30.636 0.000 13.33 0.055592 0.057333 0.059128 0.060979 0.062888 20.33 21.62 68583RAV4 04/23/03 06/30/23 28.748 0.000 12.53 0.052253 0.053892 0.055581 0.057324 0.059122 19.11 20.33 Oregon School Boards Association 686053AB5 10/31/02 06/30/04 96.641 0.000 23.45 0.056635 10.14 686053AC3 10/31/02 06/30/05 93.073 0.000 29.78 0.072284 0.073263 0.074255 26.20 13.29 686053AD1 10/31/02 06/30/06 89.333 0.000 32.74 0.079723 0.080958 0.082213 0.083487 0.084780 28.92 29.83 686053AE9 10/31/02 06/30/07 85.050 0.000 35.24 0.086093 0.087600 0.089132 0.090692 0.092279 31.27 32.37 686053AF6 10/31/02 06/30/08 80.119 0.000 37.53 0.092001 0.093817 0.095670 0.097559 0.099485 33.45 34.78 686053AG4 10/31/02 06/30/09 75.501 0.000 38.18 0.093836 0.095834 0.097875 0.099960 0.102088 34.14 35.61 686053AH2 10/31/02 06/30/10 70.827 0.000 38.30 0.094332 0.096478 0.098672 0.100917 0.103212 34.35 35.93 686053AJ8 10/31/02 06/30/11 66.180 0.000 37.95 0.093664 0.095921 0.098233 0.100600 0.103024 34.13 35.79 686053AK5 10/31/02 06/30/12 62.040 0.000 36.93 0.091269 0.093551 0.095889 0.098286 0.100743 33.27 34.96 686053AL3 10/31/02 06/30/13 57.955 0.000 35.76 0.088512 0.090804 0.093156 0.095568 0.098043 32.28 33.98 686053AM1 10/31/02 06/30/14 53.950 0.000 34.47 0.085435 0.087725 0.090076 0.092489 0.094968 31.17 32.87 686053AN9 10/31/02 06/30/15 50.233 0.000 33.01 0.081915 0.084171 0.086490 0.088872 0.091321 29.90 31.57 686053AP4 10/31/02 06/30/16 46.574 0.000 31.51 0.078297 0.080516 0.082798 0.085146 0.087559 28.59 30.23 686053AQ2 10/31/02 06/30/17 43.110 0.000 29.95 0.074517 0.076685 0.078916 0.081212 0.083576 27.22 28.83 686053AR0 10/31/02 06/30/18 40.030 0.000 28.35 0.070591 0.072683 0.074838 0.077057 0.079342 25.79 27.35 686053AS8 10/31/02 06/30/19 37.212 0.000 26.76 0.066685 0.068692 0.070760 0.072889 0.075083 24.37 25.86 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Oregon School Boards Association 686053AT6 10/31/02 06/30/20 34.591 0.000 25.22 0.062870 0.064787 0.066763 0.068799 0.070897 22.98 24.41 686053BT5 04/21/03 06/30/04 98.234 0.000 10.26 0.041363 7.40 686053BU2 04/21/03 06/30/05 95.669 0.000 13.52 0.054703 0.055258 0.055819 19.79 9.99 686053BV0 04/21/03 06/30/06 91.623 0.000 17.62 0.071572 0.072559 0.073560 0.074575 0.075604 25.95 26.67 686053BW8 04/21/03 06/30/07 87.036 0.000 20.28 0.082606 0.083985 0.085387 0.086813 0.088263 29.99 31.00 686053BX6 04/21/03 06/30/08 82.583 0.000 21.44 0.087529 0.089156 0.090814 0.092503 0.094224 31.81 33.00 686053BY4 04/21/03 06/30/09 77.449 0.000 22.56 0.092300 0.094224 0.096189 0.098194 0.100241 33.58 34.99 686053BZ1 04/21/03 06/30/10 72.765 0.000 22.73 0.093145 0.095227 0.097355 0.099530 0.101754 33.91 35.44 686053CA5 04/21/03 06/30/11 68.075 0.000 22.60 0.092776 0.094979 0.097235 0.099544 0.101908 33.80 35.42 686053CB3 04/21/03 06/30/12 63.740 0.000 22.11 0.090841 0.093093 0.095402 0.097767 0.100192 33.11 34.78 686053CC1 04/21/03 06/30/13 59.557 0.000 21.45 0.088244 0.090516 0.092847 0.095237 0.097689 32.18 33.86 686053CD9 04/21/03 06/30/14 55.504 0.000 20.70 0.085218 0.087488 0.089820 0.092213 0.094670 31.09 32.77 686053CE7 04/21/03 06/30/15 51.363 0.000 19.91 0.082085 0.084359 0.086695 0.089096 0.091564 29.96 31.65 686053CF4 04/21/03 06/30/16 47.583 0.000 19.02 0.078466 0.080706 0.083010 0.085379 0.087817 28.66 30.31 686053CG2 04/21/03 06/30/17 44.239 0.000 18.06 0.074547 0.076720 0.078956 0.081258 0.083626 27.23 28.84 686053CH0 04/21/03 06/30/18 40.975 0.000 17.10 0.070649 0.072754 0.074921 0.077154 0.079453 25.82 27.38 686053CJ6 04/21/03 06/30/19 37.976 0.000 16.14 0.066735 0.068760 0.070847 0.072997 0.075212 24.39 25.90 686053CK3 04/21/03 06/30/20 35.297 0.000 15.20 0.062880 0.064813 0.066806 0.068860 0.070977 22.99 24.42 686053CL1 04/21/03 06/30/21 32.815 0.000 14.30 0.059151 0.060990 0.062887 0.064843 0.066859 21.63 23.00 686053CM9 04/21/03 06/30/22 30.636 0.000 13.43 0.055594 0.057334 0.059129 0.060979 0.062888 20.33 21.62 686053CN7 04/21/03 06/30/23 28.748 0.000 12.63 0.052256 0.053894 0.055583 0.057326 0.059123 19.11 20.33 Orion Network Sys, Inc. 68628KAD6 01/31/97 01/15/07 53.923 VARIES 0.350764 0.350989 0.351228 0.351482 0.351753 126.39 126.57 PF.NET Communications 69333SAA9 05/10/00 05/15/10 76.400 13.750 42.72 0.045560 0.049918 0.054692 0.059922 0.065653 17.61 21.13 69333SAB7 05/10/00 05/15/10 76.400 13.750 42.72 0.045560 0.049918 0.054692 0.059922 0.065653 17.61 21.13 69333SAC5 05/10/00 05/15/10 76.400 13.750 42.72 0.045560 0.049918 0.054692 0.059922 0.065653 17.61 21.13 PMA Capital Corporation 693419AA1 10/21/02 09/30/22 100.000 VARIES 0.212863 0.216516 0.221517 0.224240 0.229577 79.38 82.10 PPL Capital Funding 69352FAA3 05/09/01 05/18/06 100.543 VARIES 0.207065 0.205065 0.207955 0.204045 0.206879 75.46 75.14 Park n' View, Inc. 700592AB4 05/27/98 05/15/08 93.800 13.000 24.51 0.017701 0.018956 0.020300 0.021740 0.023281 6.72 7.70 Paterson, City of 7031302A1 04/11/03 04/01/15 51.501 0.000 21.10 0.082531 0.084850 0.087235 0.089686 0.092206 30.55 32.29 7031302B9 04/11/03 04/01/16 47.811 0.000 20.11 0.078717 0.080988 0.083325 0.085729 0.088202 29.16 30.87 7031302C7 04/11/03 04/01/17 44.317 0.000 19.10 0.074783 0.076993 0.079268 0.081610 0.084022 27.72 29.39 703130Y81 04/11/03 04/01/05 95.571 0.000 16.00 0.061994 0.062710 0.063434 22.58 5.71 703130Y99 04/11/03 04/01/06 91.771 0.000 19.38 0.075201 0.076295 0.077405 0.078531 0.079674 27.47 28.27 703130Z23 04/11/03 04/01/07 87.261 0.000 21.93 0.085235 0.086709 0.088209 0.089735 0.091288 31.22 32.31 703130Z31 04/11/03 04/01/08 82.728 0.000 23.15 0.090077 0.091811 0.093578 0.095380 0.097216 33.05 34.34 703130Z49 04/11/03 04/01/09 77.835 0.000 24.00 0.093505 0.095487 0.097511 0.099578 0.101689 34.38 35.85 703130Z56 04/11/03 04/01/10 72.826 0.000 24.38 0.095075 0.097262 0.099499 0.101787 0.104128 35.02 36.65 703130Z64 04/11/03 04/01/11 68.193 0.000 24.13 0.094172 0.096461 0.098805 0.101205 0.103665 34.73 36.44 703130Z72 04/11/03 04/01/12 63.812 0.000 23.56 0.092018 0.094351 0.096743 0.099195 0.101710 33.97 35.72 703130Z80 04/11/03 04/01/13 59.701 0.000 22.79 0.089046 0.091379 0.093773 0.096230 0.098751 32.90 34.65 703130Z98 04/11/03 04/01/14 55.492 0.000 22.00 0.086008 0.088348 0.090751 0.093219 0.095755 31.81 33.56 Penton Media, Inc. 709668AA5 06/28/01 06/15/11 97.749 10.375 3.68 0.004732 0.004986 0.005254 0.005536 0.005834 1.76 1.95 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Penton Media, Inc. 709668AB3 06/28/01 06/15/11 97.749 10.375 3.68 0.004732 0.004986 0.005254 0.005536 0.005834 1.76 1.95 Peoria County, IL 713165ED6 06/30/04 12/01/05 104.992 0.000 0.091743 0.092954 0.094416 16.64 30.94 713165EE4 06/01/04 12/01/06 106.585 VARIES 0.108022 0.109993 0.112000 0.104161 22.74 39.78 713165EG9 06/01/04 12/01/08 107.011 VARIES 0.139698 0.142981 0.146340 0.137051 29.44 51.90 713165EH7 06/01/04 12/01/09 108.053 VARIES 0.143240 0.146658 0.150158 0.140816 30.18 53.25 Petro Stopping Centers Holdings, LP 71646DAE2 07/23/99 08/01/08 36.636 VARIES 0.390470 0.426968 0.466878 0.471571 0.476704 158.60 170.39 71646DAJ1 02/09/04 04/30/14 93.312 5.000 0.139172 0.141253 0.145961 0.150861 0.155961 45.60 54.04 71646DAK8 02/09/04 04/30/14 93.312 5.000 0.139172 0.141253 0.145961 0.150861 0.155961 45.60 54.04 Philadelphia Authority 71781LAP4 02/03/99 04/15/24 19.046 0.000 72.73 0.048224 0.049837 0.051504 0.053227 0.055007 17.90 19.12 71781LAQ2 02/03/99 04/15/12 43.760 0.000 157.65 0.103753 0.107052 0.110456 0.113968 0.117591 38.45 40.94 71781LAR0 02/03/99 04/15/13 40.766 0.000 148.45 0.097835 0.100976 0.104216 0.107561 0.111014 36.27 38.64 71781LAS8 02/03/99 04/15/14 37.933 0.000 139.62 0.092140 0.095125 0.098206 0.101388 0.104672 34.17 36.42 71781LAT6 02/03/99 04/15/15 35.256 0.000 131.15 0.086667 0.089501 0.092427 0.095449 0.098570 32.15 34.28 71781LAU3 02/03/99 04/15/16 32.784 0.000 123.03 0.081394 0.084076 0.086846 0.089707 0.092662 30.20 32.22 71781LAV1 02/03/99 04/15/17 30.618 0.000 115.30 0.076316 0.078838 0.081444 0.084135 0.086915 28.32 30.22 71781LAW9 02/03/99 04/15/18 28.637 0.000 108.03 0.071519 0.073886 0.076332 0.078858 0.081468 26.54 28.32 71781LAX7 02/03/99 04/15/19 26.727 0.000 101.17 0.067011 0.069236 0.071534 0.073909 0.076363 24.87 26.55 71781LAY5 02/03/99 04/15/20 24.985 0.000 94.75 0.062769 0.064855 0.067012 0.069240 0.071542 23.29 24.87 71781LAZ2 02/03/99 04/15/21 23.403 0.000 88.75 0.058794 0.060749 0.062769 0.064855 0.067012 21.82 23.29 71781LBA6 02/03/99 04/15/22 21.872 0.000 83.08 0.055055 0.056889 0.058783 0.060740 0.062763 20.43 21.82 71781LBB4 02/03/99 04/15/23 20.437 0.000 77.77 0.051544 0.053263 0.055039 0.056875 0.058772 19.13 20.43 71781LBC2 02/03/99 04/15/25 17.878 0.000 68.15 0.045179 0.046688 0.048248 0.049859 0.051524 16.77 17.91 71781LBD0 02/03/99 04/15/26 16.697 0.000 63.76 0.042277 0.043692 0.045153 0.046663 0.048224 15.69 16.76 The Phoenix Companies, Inc. 71902E406 12/20/02 02/16/08 100.000 VARIES 0.206948 0.207823 0.208731 0.209672 0.210647 74.90 75.57 71902E505 12/20/02 02/16/08 100.000 VARIES 0.206943 0.207817 0.208725 0.209665 0.210641 74.90 75.57 Pindo Deli Finance Mauritius Limited 722299AD6 10/01/97 10/01/27 92.750 10.875 0.006287 0.006660 0.007054 0.007472 0.007915 2.40 2.69 722299AH7 10/01/97 10/01/27 92.750 10.875 0.006287 0.006660 0.007054 0.007472 0.007915 2.40 2.69 Pittsburgh, PA 7252085T5 03/14/97 03/01/04 66.403 0.000 0.197300 11.84 7252085U2 03/14/97 09/01/04 64.188 0.000 0.190725 0.197304 46.96 7252085V0 03/14/97 03/01/05 61.808 0.000 0.185572 0.192020 0.198693 69.54 11.92 7252085W8 03/14/97 09/01/05 59.733 0.000 0.179337 0.185569 0.192017 0.198689 67.20 47.29 7252085X6 03/14/97 03/01/06 57.478 0.000 0.174349 0.180451 0.186766 0.193303 0.200068 65.35 70.01 7252085Y4 03/14/97 09/01/06 55.533 0.000 0.168459 0.174355 0.180457 0.186773 0.193310 63.15 67.64 7252085Z1 03/14/97 03/01/07 53.656 0.000 0.162759 0.168456 0.174351 0.180453 0.186769 61.01 65.36 7252086B3 03/14/97 03/01/24 47.086 VARIES 0.154813 0.160541 0.166481 0.172640 0.179028 58.16 62.55 Pliant Corporation 729136AG6 02/17/04 06/15/09 73.627 VARIES 0.227391 0.235678 0.248779 0.262609 0.277208 73.23 92.50 729136AH4 02/17/04 06/15/09 73.627 VARIES 0.227391 0.235678 0.248779 0.262609 0.277208 73.23 92.50 729136AJ0 02/17/04 06/15/09 73.627 VARIES 0.227391 0.235678 0.248779 0.262609 0.277208 73.23 92.50 Pope & Talbot, Inc. 732827AC4 07/30/02 06/01/13 86.415 8.375 10.49 0.022359 0.023534 0.024770 0.026070 0.027440 8.33 9.23 732827AD2 07/30/02 06/01/13 86.415 8.375 10.49 0.022359 0.023534 0.024770 0.026070 0.027440 8.33 9.23 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Portland General Electric Company 736508854 10/10/95 12/31/35* 100.000 8.250 0.229167 41.02* Presidio Independent School District 741020DW8 05/14/98 02/15/12 38.054 0.000 184.76 0.109305 0.113213 0.117259 0.121451 0.125792 41.13 44.13 741020DX6 05/14/98 02/15/13 35.472 0.000 172.23 0.101892 0.105534 0.109306 0.113214 0.117261 38.35 41.14 741020DY4 05/14/98 02/15/14 33.066 0.000 160.54 0.094980 0.098375 0.101892 0.105534 0.109306 35.74 38.34 741020DZ1 05/14/98 02/15/15 30.822 0.000 149.65 0.088538 0.091703 0.094981 0.098376 0.101893 33.32 35.74 741020EA5 05/14/98 02/15/16 28.486 0.000 139.47 0.082610 0.085583 0.088664 0.091855 0.095162 31.10 33.38 741020EB3 05/14/98 02/15/17 26.541 0.000 129.94 0.076969 0.079739 0.082610 0.085583 0.088664 28.97 31.10 741020EC1 05/14/98 02/15/18 24.728 0.000 121.07 0.071713 0.074294 0.076969 0.079739 0.082610 27.00 28.97 741020ED9 05/14/98 02/15/19 22.810 0.000 112.60 0.066779 0.069199 0.071707 0.074307 0.077000 25.15 27.00 741020EE7 05/14/98 02/15/20 21.242 0.000 104.86 0.062189 0.064443 0.066779 0.069199 0.071707 23.42 25.15 741020EF4 05/14/98 02/15/21 19.782 0.000 97.66 0.057914 0.060013 0.062189 0.064443 0.066779 21.81 23.42 741020EG2 05/14/98 02/15/22 18.422 0.000 90.94 0.053933 0.055888 0.057914 0.060013 0.062189 20.31 21.81 Pride International Inc. 74153QAC6 03/28/03 05/15/33 100.000 VARIES 0.236479 0.242511 0.248791 0.255330 0.262139 86.78 91.36 74153QAD4 03/28/03 05/15/33 100.000 VARIES 0.236479 0.242511 0.248791 0.255330 0.262139 86.78 91.36 Pride International Inc. 741932AB3 04/24/98 04/24/18 39.106 0.000 119.68 0.066799 0.068385 0.070009 0.071672 0.073374 24.55 25.73 741932AE7 01/16/01 01/16/21 60.841 0.000 46.41 0.044959 0.045521 0.046090 0.046666 0.047249 16.47 16.89 Proassurance Corporation 74267CAA4 07/07/03 06/30/23 97.250 VARIES 0.241786 0.247625 0.253719 0.260080 0.266719 88.11 92.50 Providian Financial Corporation 74406AAB8 02/15/01 02/15/21 45.289 0.000 54.69 0.055559 0.056670 0.057803 0.058959 0.060138 20.51 21.33 74406AAC6 05/27/03 05/15/08 100.000 4.000 0.315476 0.326714 0.338570 0.351078 0.364274 116.66 125.32 74406AAD4 03/19/04 03/15/16 100.000 VARIES 0.263884 0.272592 0.281911 0.291673 75.34 101.83 Providian Corporation 74406QAM9 05/08/95 06/02/25 62.648 5.000 35.44 0.016155 0.016836 0.017547 0.018287 0.019059 5.98 6.49 Prudential Financial 744320201 12/18/01 11/15/06* 100.000 VARIES 0.173051 0.173792 38.83* 744320AA0 12/18/01 11/15/06 100.000 VARIES 0.173051 0.173792 0.173772 0.172968 0.172139 62.47 62.34 QBE Funding Trust II 747271AA2 09/10/02 04/15/22 55.100 0.000 22.39 0.048496 0.049239 0.049994 0.050760 0.051538 17.71 18.25 QBE Funding Trust 74729CAA6 04/15/02 04/15/22 59.358 0.000 27.10 0.045008 0.045599 0.046198 0.046804 0.047418 16.40 16.83 QBE Funding Trust III 74729LAA6 09/24/04 09/24/24 67.165 0.000 0.037314 0.037688 0.038064 3.62 13.57 Quest Diagnostics, Inc. 74834LAF7 11/26/01 11/30/21 99.000 VARIES 0.210287 0.215972 0.223075 0.227946 0.235536 78.41 82.71 RCN Corporation 749361AD3 10/17/97 10/15/07 58.232 VARIES 0.303958 0.303958 0.305628 0.303958 0.305628 111.38 111.25 749361AG6 02/06/98 02/15/08 61.832 VARIES 0.266301 0.269227 0.266300 0.270714 0.266300 98.00 98.00 749361AH4 06/24/98 07/01/08 58.421 VARIES 0.302190 0.298905 0.303859 0.298904 110.00 110.00 RC Trust I 749387403 05/09/01 05/15/06 100.000 VARIES 0.209713 0.210283 0.209596 0.208885 0.208146 75.59 75.26 R.J.Tower Corporation 74962JAD1 06/13/03 06/01/13 97.205 12.000 .83 0.004374 0.004647 0.004937 0.005246 0.005574 1.64 1.85 RSL Communications, PLC 74972EAH1 11/09/98 11/01/08 94.489 12.000 20.00 0.014818 0.015782 0.016808 0.017900 0.019064 5.63 6.38 Radio Unica Corporation 750408AC0 07/27/98 08/01/06 63.256 VARIES 0.326379 0.326378 0.326377 0.326377 0.326376 117.50 117.50 Raytheon Company 755111606 05/09/01 05/15/06* 100.000 VARIES 0.209713 9.23* Reeves, Inc. 758603AA2 01/15/98 11/15/04 100.000 VARIES 0.361112 0.361112 110.44 Reliant Energy, Inc. 75952J207 09/21/99 09/15/29 100.000 2.000 0.373714 0.389333 0.405718 0.422909 0.440943 140.74 152.89 Restaurant Company 761253AB9 05/18/98 05/15/08 57.907 6.500 0.180556 0.180556 0.180556 0.180556 0.180556 65.00 65.00 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Rhodia, SA 762397AK3 05/17/04 06/01/10 96.743 10.250 0.010941 0.010990 0.011595 0.012233 0.012906 2.48 4.33 762397AL1 05/17/04 06/01/10 96.743 10.250 0.010941 0.010990 0.011595 0.012233 0.012906 2.48 4.33 762397AM9 05/17/04 06/01/10 96.743 10.250 0.010941 0.010990 0.011595 0.012233 0.012906 2.48 4.33 Richardson Electronics 763165AC1 02/14/97 06/15/06 95.000 8.250 32.64 0.017913 0.018724 0.019571 0.020457 0.021384 6.62 7.23 Roche Holdings, Inc. 771196AE2 05/06/97 05/06/12* 39.011 0.000 202.20 0.103877 12.98* 771196AG7 01/19/00 01/19/15 66.386 0.000 75.63 0.055798 0.056565 0.057343 0.058131 0.058930 20.48 21.04 771196AH5 01/19/00 01/19/15 66.386 0.000 75.63 0.055798 0.056565 0.057343 0.058131 0.058930 20.48 21.04 771196AJ1 01/19/00 01/19/15 66.386 0.000 75.63 0.055798 0.056565 0.057343 0.058131 0.058930 20.48 21.04 Rockwell ISD, TX 774285UV0 07/02/98 08/15/08 52.654 0.000 219.59 0.130288 0.134483 0.138813 0.143282 0.147895 48.82 52.01 Rogers Communications, Inc. 775109AE1 11/26/93 11/26/05 67.814 2.000 255.21 0.093001 0.095675 0.098426 0.101256 34.15 32.50 Roper Industries, Inc. 776696AA4 12/29/03 01/15/34 39.502 1.482 0.076814 0.076925 0.078176 0.079472 0.080813 27.90 28.81 SF Holdings Group, Inc. 784141AA1 03/12/98 03/15/08* 52.163 VARIES 0.360149 0.360542 31.70* 784141AB9 03/12/98 03/15/08* 52.163 VARIES 0.360149 0.360542 31.70* 784141AC7 03/12/98 03/15/08* 52.163 VARIES 0.360149 0.360542 31.70* 784141AD5 03/12/98 03/15/08* 52.163 VARIES 0.360149 0.360542 31.70* 784141AE3 03/12/98 03/15/08* 52.163 VARIES 0.360149 0.360542 31.70* 784141AF0 03/12/98 03/15/08* 52.163 VARIES 0.360149 0.360542 31.70* SG Holdings, Inc. 784186AA6 10/15/99 03/30/05 100.000 0.000 0.236835 0.242053 0.254250 89.26 22.37 784186AB4 12/20/99 06/20/05 100.000 0.000 0.236236 0.244096 0.253603 88.11 43.11 784186AP3 01/31/01 01/31/06 100.000 0.000 0.184088 0.191567 0.195039 0.204084 0.206642 70.42 74.61 784186AQ1 02/28/01 02/28/06 100.000 0.000 0.175733 0.178668 0.186693 0.188768 0.197246 66.21 69.82 784186AR9 02/28/01 02/28/06 100.000 0.000 0.175733 0.178668 0.186693 0.188768 0.197246 66.21 69.82 784186AS7 03/30/01 03/31/06 100.000 0.000 0.171447 0.176145 0.181967 0.185932 0.192076 64.59 68.08 784186AT5 03/30/01 03/31/06 100.000 0.000 0.171447 0.176145 0.181967 0.185932 0.192076 64.59 68.08 784186AU2 04/30/01 04/28/06 100.000 0.000 0.165931 0.170351 0.175849 0.179545 0.185340 62.18 65.48 784186AV0 04/30/01 04/28/06 100.000 0.000 0.165931 0.170351 0.175849 0.179545 0.185340 62.18 65.48 784186AW8 05/31/01 05/31/06 100.000 0.000 0.172604 0.177363 0.183254 0.187278 0.193498 64.38 67.95 784186AX6 05/31/01 05/31/06 100.000 0.000 0.172604 0.177363 0.183254 0.187278 0.193498 64.38 67.95 784186AY4 06/29/01 06/30/06 100.000 0.000 0.173951 0.176813 0.184708 0.186715 0.195053 64.20 67.80 784186AZ1 06/29/01 06/30/06 100.000 0.000 0.173951 0.176813 0.184708 0.186715 0.195053 64.20 67.80 784186BA5 07/31/01 07/31/06 100.000 0.000 0.173442 0.180348 0.183475 0.191835 0.194089 66.28 70.12 784186BB3 08/31/01 08/31/06 100.000 0.000 0.163922 0.166491 0.173792 0.175546 0.183245 61.68 64.92 784186BC1 08/31/01 08/31/07 100.000 0.000 0.163983 0.166555 0.173860 0.175617 0.183320 61.71 64.95 784186BD9 11/02/01 11/02/06 100.000 0.000 0.133293 0.134774 0.140052 0.140829 0.146344 49.46 51.64 784186BE7 11/02/01 11/02/06 100.000 0.000 0.133293 0.134774 0.140052 0.140829 0.146344 49.46 51.64 784186BF4 01/31/02 01/31/07 100.000 0.000 0.145966 0.151251 0.153339 0.159769 0.161084 55.52 58.33 784186BG2 03/15/02 03/15/07 100.000 0.000 0.140272 0.142048 0.147838 0.148887 0.154956 52.48 54.92 SG Structured Products 78422XBL6 10/31/02 10/31/08 100.000 0.000 0.102715 0.104548 0.106414 0.108313 0.110246 37.53 38.88 78422XBU6 02/28/03 02/29/08 100.000 1.250 0.129630 0.131059 0.134756 0.135508 0.139356 47.54 49.20 SLM Corporation 78442FCY2 10/01/04 10/01/14 100.000 VARIES 0.138915 0.138222 0.137510 12.50 49.76 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ St. Mary Land & Exploration Company 792228AA6 03/12/02 03/15/22 100.000 VARIES 0.296438 0.303273 0.310449 0.317984 0.325896 109.43 114.76 792228AB4 03/12/02 03/15/22 100.000 VARIES 0.296438 0.303273 0.310449 0.317984 0.325896 109.43 114.76 792228AC2 03/12/02 03/15/22 100.000 VARIES 0.296438 0.303273 0.310449 0.317984 0.325896 109.43 114.76 Salomon Smith Barney Holdings, Inc. 79548GBA4 02/28/03 02/28/18 41.198 0.000 21.10 0.071115 0.072841 0.075869 0.077276 0.080487 26.49 28.12 Salomon Smith Barney Holdings, Inc. 79549B818 07/31/98 08/01/05 100.000 0.000 0.225684 0.235166 0.239748 0.251201 86.48 52.90 79549B826 03/04/98 09/06/05 100.000 0.000 0.240862 0.248325 0.256019 0.263951 89.80 64.15 Salomon, Inc. 79549GZN9 03/01/96 03/01/16 47.900 VARIES 0.173264 0.179759 0.186498 0.193489 0.200743 65.13 70.11 79549GZS8 04/04/96 04/04/16 44.500 VARIES 0.187466 0.195211 0.203276 0.211674 0.220420 70.26 76.18 Salt Holdings Corp. 795559AA1 12/20/02 12/15/12 53.995 VARIES 0.216017 0.229788 0.244436 0.260018 0.276593 80.70 91.32 795559AB9 12/20/02 12/15/12 53.995 VARIES 0.216017 0.229788 0.244436 0.260018 0.276593 80.70 91.32 795559AC7 12/20/02 12/15/12 53.995 VARIES 0.216017 0.229788 0.244436 0.260018 0.276593 80.70 91.32 795559AD5 05/22/03 06/01/13 55.677 VARIES 0.197298 0.209135 0.221682 0.234982 0.249080 73.89 83.02 795559AE3 05/22/03 06/01/13 55.677 VARIES 0.197298 0.209135 0.221682 0.234982 0.249080 73.89 83.02 San Luis Obispo County 798703AQ7 07/02/03 09/01/18 45.439 0.000 11.97 0.067087 0.068854 0.070668 0.072530 0.074441 24.90 26.23 798703AR5 07/02/03 09/01/19 42.462 0.000 11.40 0.063891 0.065607 0.067368 0.069177 0.071034 23.73 25.02 798703AS3 07/02/03 09/01/20 39.603 0.000 10.84 0.060709 0.062370 0.064075 0.065828 0.067628 22.56 23.81 798703AT1 07/02/03 09/01/21 37.061 0.000 10.27 0.057546 0.059140 0.060778 0.062462 0.064192 21.39 22.59 798703AU8 07/02/03 09/01/22 34.700 0.000 9.72 0.054469 0.055994 0.057562 0.059173 0.060830 20.25 21.40 798703AV6 07/02/03 09/01/23 32.578 0.000 9.19 0.051508 0.052960 0.054454 0.055989 0.057568 19.16 20.25 798703AW4 07/02/03 09/01/24 30.563 0.000 8.68 0.048668 0.050050 0.051471 0.052933 0.054436 18.11 19.15 798703AX2 07/02/03 09/01/25 28.774 0.000 8.21 0.045982 0.047292 0.048640 0.050026 0.051452 17.11 18.10 798703AY0 07/02/03 09/01/26 27.018 0.000 7.75 0.043406 0.044649 0.045928 0.047244 0.048598 16.15 17.09 798703AZ7 07/02/03 09/01/27 25.534 0.000 7.32 0.041022 0.042197 0.043406 0.044649 0.045928 15.27 16.15 798703BA1 07/02/03 09/01/28 24.132 0.000 6.92 0.038769 0.039879 0.041022 0.042197 0.043406 14.43 15.27 798703BB9 07/02/03 09/01/29 22.806 0.000 6.54 0.036639 0.037689 0.038768 0.039879 0.041022 13.63 14.43 798703BC7 07/02/03 09/01/30 21.553 0.000 6.18 0.034626 0.035618 0.036639 0.037688 0.038768 12.89 13.63 Schaumburg Park Dist, IL 806356LU3 05/25/04 12/01/05 100.363 0.000 0.077115 0.077151 0.078218 0.079300 16.70 26.01 Seagram Company Ltd. 811850205 06/21/99 06/21/04 100.000 VARIES 0.217930 37.05 Selective Insurance Group, Inc. 816300AA5 09/24/02 09/24/32 38.012 1.615 0.071372 0.072247 0.073151 0.074085 0.075049 26.02 26.69 816300AB3 09/24/02 09/24/32 38.012 1.615 0.071372 0.072247 0.073151 0.074085 0.075049 26.02 26.69 Shelby,Christian & Macon Counties, IL 821510AH7 04/01/03 12/01/04 102.505 0.000 0.069468 0.070302 23.07 821510AJ3 04/01/03 12/01/05 103.693 VARIES 0.079549 0.080628 0.076447 0.075902 28.74 25.13 821510AK0 04/01/03 12/01/06 103.939 VARIES 0.093335 0.094812 0.089937 0.089448 0.088952 33.76 32.26 821510AL8 04/01/03 12/01/07 104.240 VARIES 0.108726 0.110719 0.104773 0.104301 0.103819 39.38 37.60 821510AM6 04/01/03 12/01/08 104.513 VARIES 0.118213 0.120558 0.113951 0.113511 0.113063 42.85 40.92 821510AN4 04/01/03 12/01/09 104.283 VARIES 0.130167 0.133009 0.125503 0.125120 0.124728 47.23 45.09 Shoney's, Inc. 825039AC4 04/11/89 04/11/04 28.689 0.000 690.61 0.222774 22.50 Silicon Graphics, Inc. 827056AB8 11/02/93 11/02/13 43.977 0.000 227.89 0.076446 0.078033 0.079652 0.081305 0.082992 28.00 29.17 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Sinclair Broadcast Group, Inc. 829226AS8 05/20/03 07/15/18 100.000 VARIES 0.258608 0.264304 0.270264 0.276499 0.283023 96.06 100.54 829226AU3 05/20/03 07/15/18 100.000 VARIES 0.258608 0.264304 0.270264 0.276499 0.283023 96.06 100.54 Solectron Corporation 834182AK3 05/08/00 05/08/20 57.912 0.000 60.67 0.048675 0.049345 0.050023 0.050711 0.051408 17.71 18.21 Southern California Edison Company 842400764 05/25/95 06/30/44* 100.000 8.375 0.232639 5.82* Sovereign Bancorp, Inc. 846048205 02/26/04 03/01/34 100.000 VARIES 0.206979 0.207068 0.210255 0.213561 0.216990 63.54 77.09 Sprint Capital Corp. 852060AK8 08/10/01 08/17/06 100.000 VARIES 0.179991 0.182530 0.180523 0.182886 0.179265 66.41 66.15 Steel Heddle Group, Inc. 858123AB8 05/26/98 06/01/09 51.337 VARIES 0.381937 0.381937 0.381936 0.381936 0.381935 137.50 137.50 Highland Community College Dist. No.519 859103BD4 04/15/03 01/01/05 101.643 0.000 0.070199 0.071057 25.43 STMicroelectronics N.V. 861012AB8 09/22/99 09/22/09 78.484 0.000 85.66 0.058548 0.059261 0.059983 0.060714 0.061454 21.35 21.87 861012AC6 11/16/00 11/16/10* 68.968 0.000 84.93 0.080312 0.081818 15.18* Sunsource, Inc. 867948AA9 09/30/97 09/30/27 110.000 11.600 0.319598 0.319461 0.319316 0.319163 0.319003 115.00 114.90 TVN Entertainment Corp. 87307RAB3 07/29/98 08/01/08 92.930 14.000 0.022836 0.022088 0.021103 0.019847 0.018282 7.83 6.95 87307RAD9 07/29/98 08/01/08 92.930 14.000 0.022836 0.022088 0.021103 0.019847 0.018282 7.83 6.95 Tabletop Holdings, Inc. 87336NAA9 11/12/03 05/15/14 55.131 VARIES 0.187783 0.199284 0.211490 0.224443 0.238190 70.76 79.70 87336NAB7 11/12/03 05/15/14 55.131 VARIES 0.187783 0.199284 0.211490 0.224443 0.238190 70.76 79.70 Teck Corporation 878742AB1 07/13/94 07/15/06* 80.941 3.750 138.33 0.052344 0.053914 0.055532 15.27* Telemundo Group, Inc. 87943MAF5 02/26/96 02/15/06 91.270 VARIES 0.097197 0.097196 0.097195 0.097193 0.097192 34.99 4.28 Telemundo Holdings, Inc. 87944FAA0 08/12/98 08/15/08 57.120 VARIES 0.319441 0.319441 0.319441 0.319440 0.319440 115.00 115.00 87944FAB8 08/12/98 08/15/08 57.120 VARIES 0.319441 0.319441 0.319441 0.319440 0.319440 115.00 115.00 87944FAC6 08/10/01 08/15/08 79.837 VARIES 0.319432 0.319432 0.319431 0.319430 0.319429 115.00 114.99 87944FAD4 08/10/01 08/15/08 79.837 VARIES 0.319432 0.319432 0.319431 0.319430 0.319429 115.00 114.99 Telesystem International Wireless, Inc. 879946AC5 06/27/97 06/30/07 52.595 VARIES 0.368049 0.368048 0.368048 0.368047 0.368047 132.50 132.50 879946AE1 10/29/97 11/01/07 59.915 VARIES 0.291662 0.291662 0.291661 0.291661 0.291661 105.00 105.00 Terex Corporation 880779AJ2 03/09/99 04/01/08 94.802 8.875 22.07 0.015870 0.016644 0.017455 0.018306 0.019199 6.00 6.59 Thermwood Corporation 883672AC1 04/27/99 04/27/14 45.454 12.000 28.15 0.029065 0.033008 0.037486 0.042572 0.048347 11.71 15.11 3M Company 88579YAA9 11/21/02 11/21/32 86.087 VARIES 0.113643 0.116224 0.118865 0.121565 0.124327 41.58 43.50 88579YAB7 11/21/02 11/21/32 86.087 VARIES 0.113643 0.116224 0.118865 0.121565 0.124327 41.58 43.50 88579YAC5 11/21/02 11/21/32 86.087 VARIES 0.113643 0.116224 0.118865 0.121565 0.124327 41.58 43.50 Thrifty Payless, Inc. 885873AB5 04/20/94 04/15/04 89.333 12.250 101.18 0.052827 5.49 Time Warner Inc. 887315AZ2 01/17/96 01/15/36 17.038 VARIES 0.079416 0.082911 0.086559 0.090367 0.094343 30.40 33.14 Toys R Us, Inc. 892335209 05/28/02 08/16/07 96.460 VARIES 0.218502 0.220310 0.222189 0.224144 0.224843 79.48 80.70 892335AJ9 05/28/02 08/16/07 96.460 VARIES 0.218502 0.220310 0.222189 0.224144 0.224843 79.48 80.70 Toyota Motor Credit Corp 89233PSP2 10/01/04 10/01/09 100.000 1.220 0.086084 7.92 TransOcean SedcoForex 893830AA7 05/24/00 05/24/20 57.912 0.000 59.89 0.048675 0.049345 0.050023 0.050711 0.051408 17.69 18.18 TravelCenters of America 894172AD7 11/14/00 05/01/09 92.822 12.750 17.56 0.019370 0.020749 0.022226 0.023808 0.025503 7.39 8.48 894172AE5 11/14/00 05/01/09 92.822 12.750 17.56 0.019370 0.020749 0.022226 0.023808 0.025503 7.39 8.48 894172AF2 11/14/00 05/01/09 92.822 12.750 17.56 0.019370 0.020749 0.022226 0.023808 0.025503 7.39 8.48 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ TravelCenters of America 894172AG0 11/14/00 05/01/09 92.822 12.750 17.56 0.019370 0.020749 0.022226 0.023808 0.025503 7.39 8.48 Trenton, City of 895130H96 03/13/03 04/01/06 91.538 0.000 21.51 0.075433 0.076534 0.077652 0.078785 0.079935 27.55 28.36 895130J29 03/13/03 04/01/07 87.375 0.000 23.65 0.083059 0.084454 0.085873 0.087315 0.088782 30.41 31.44 895130J37 03/13/03 04/01/08 82.851 0.000 25.11 0.088323 0.089983 0.091675 0.093398 0.095154 32.40 33.63 895130J45 03/13/03 04/01/09 78.228 0.000 25.87 0.091099 0.092966 0.094872 0.096817 0.098801 33.47 34.86 895130J52 03/13/03 04/01/10 73.222 0.000 26.42 0.093153 0.095235 0.097363 0.099539 0.101764 34.29 35.84 895130J60 03/13/03 04/01/11 69.016 0.000 25.97 0.091627 0.093762 0.095946 0.098182 0.100469 33.76 35.35 895130J78 03/13/03 04/01/12 64.697 0.000 25.45 0.089865 0.092053 0.094294 0.096590 0.098942 33.14 34.78 895130J86 03/13/03 04/01/13 60.578 0.000 24.72 0.087341 0.089546 0.091807 0.094125 0.096502 32.24 33.89 895130J94 03/13/03 04/01/14 56.464 0.000 23.92 0.084556 0.086772 0.089045 0.091378 0.093772 31.24 32.90 895130K27 03/13/03 04/01/15 52.558 0.000 23.00 0.081336 0.083536 0.085795 0.088116 0.090500 30.08 31.73 895130K35 03/13/03 04/01/22 31.423 0.000 15.70 0.055687 0.057405 0.059175 0.061001 0.062883 20.67 21.97 Tri-Union Development 895728AA1 06/18/01 06/01/06 88.800 12.500 0.060525 0.051417 0.055772 20.01 895728AB9 06/18/01 06/01/06 88.800 12.500 0.060525 0.051417 0.055772 20.01 895728AC7 06/18/01 06/01/06 88.800 12.500 0.060525 0.051417 0.055772 20.01 Tritel PCS, Inc. 89675QAB5 05/11/99 05/15/09* 53.828 VARIES 0.332935 44.61* Trump Atlantic City Funding II 89816NAC0 12/10/97 05/01/06 96.073 11.250 24.30 0.015676 0.016617 0.017614 0.018672 0.019793 5.93 6.66 Trump Atlantic City Funding III 89816PAB7 12/10/97 05/01/06 94.200 11.250 35.71 0.023257 0.024696 0.026225 0.027848 0.029572 8.81 9.93 Trump Casino Holdings 89816RAA5 03/25/03 03/15/10 94.832 11.625 3.78 0.014182 0.015088 0.016051 0.017075 0.018165 5.47 6.19 89816RAB3 03/25/03 03/15/10 94.832 11.625 3.78 0.014182 0.015088 0.016051 0.017075 0.018165 5.47 6.19 89816RAC1 03/25/03 09/15/10 100.000 11.625 0.171389 0.176531 0.181827 0.187281 0.192899 63.73 67.61 89816RAD9 03/25/03 09/15/10 100.000 11.625 0.171389 0.176531 0.181827 0.187281 0.192899 63.73 67.61 89816RAE7 03/25/03 03/15/10 94.832 11.625 3.78 0.014182 0.015088 0.016051 0.017075 0.018165 5.47 6.19 89816RAF4 03/25/03 09/15/10 100.000 11.625 0.171389 0.176531 0.181827 0.187281 0.192899 63.73 67.61 TV Azteca, S.A. de C.V. 901145AA0 03/27/01 02/15/04 98.518 10.125 14.11 0.016102 .71 901145AB8 03/27/01 02/15/07 96.915 10.500 12.06 0.013841 0.014618 0.015439 0.016306 0.017222 5.34 5.96 901145AC6 03/27/01 02/15/04 98.518 10.125 14.11 0.016102 .71 901145AD4 03/27/01 02/15/07 96.915 10.500 12.06 0.013841 0.014618 0.015439 0.016306 0.017222 5.34 5.96 901145AE2 03/27/01 02/15/04 98.518 10.125 14.11 0.016102 .71 901145AF9 03/27/01 02/15/07 96.915 10.500 12.06 0.013841 0.014618 0.015439 0.016306 0.017222 5.34 5.96 UIH Australia/Pacific, Inc. 902745AC2 05/14/96 05/15/06 50.816 VARIES 0.392875 0.393155 0.393455 0.393776 0.394120 141.51 141.73 USF&G Corporation 903290AD6 03/03/94 03/03/09 51.298 0.000 281.46 0.097862 0.100064 0.102315 0.104617 0.106971 36.15 37.80 United International Holdings, Inc. 910734AE2 02/05/98 02/15/08 59.069 VARIES 0.298597 0.298596 0.298595 0.298595 0.298594 107.49 107.49 United Rentals, Inc. 911365AC8 12/24/02 04/15/08 97.045 10.750 4.43 0.012742 0.013475 0.014251 0.015071 0.015938 4.83 5.41 911365AD6 12/24/02 04/15/08 97.045 10.750 4.43 0.012742 0.013475 0.014251 0.015071 0.015938 4.83 5.41 911365AE4 12/24/02 04/15/08 97.045 10.750 4.43 0.012742 0.013475 0.014251 0.015071 0.015938 4.83 5.41 U S Cellular Corporation 911684AA6 06/13/95 06/15/15* 30.646 0.000 201.59 0.084448 0.086982 17.42* ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ United Technologies Corp 913017AR0 11/13/89 11/15/19 98.974 8.875 1.95 0.000669 0.000691 0.000734 0.000755 0.000802 .25 .27 University of North Carolina Chapel Hill 914713KR2 08/14/91 02/15/10 19.000 0.000 387.34 0.142288 0.148819 0.155650 0.162794 0.170266 54.22 59.31 914713KS0 08/14/91 02/15/11 17.000 0.000 353.66 0.130622 0.136693 0.143046 0.149694 0.156651 49.81 54.54 914713KT8 08/14/91 02/15/12 16.000 0.000 323.94 0.118777 0.124206 0.129883 0.135819 0.142027 45.25 49.48 914713KU5 08/14/91 02/15/13 14.000 0.000 294.35 0.109027 0.114127 0.119465 0.125054 0.130904 41.59 45.57 914713KV3 08/14/91 02/15/14 13.000 0.000 269.50 0.099444 0.104055 0.108881 0.113931 0.119214 37.91 41.51 914713KW1 08/14/91 02/15/15 12.000 0.000 246.71 0.090832 0.095023 0.099407 0.103994 0.108792 34.62 37.89 Upshur County, WV 916734AC0 12/30/93 04/01/05 96.024 8.250 33.23 0.013768 0.014375 0.015009 5.18 1.35 916734AD8 12/30/93 04/01/10 96.023 8.750 17.50 0.007373 0.007713 0.008069 0.008441 0.008830 2.78 3.04 Uruguay, Republic 917288AK8 03/20/02 03/25/09 87.661 7.875 23.61 0.040107 0.042192 0.044385 0.046692 0.049120 15.22 16.85 917288AL6 05/29/03 11/18/08 85.000 7.875 12.13 0.059667 0.063146 0.066827 0.070724 0.074847 22.41 25.10 917288AM4 05/29/03 07/02/09 68.000 2.145 23.99 0.113294 0.118451 0.123842 0.129478 0.135371 43.60 47.66 917288AN2 05/29/03 01/02/10 68.000 2.036 22.07 0.104228 0.108642 0.113242 0.118038 0.123037 39.93 43.38 917288AT9 05/29/03 03/25/14 76.000 7.875 6.87 0.033069 0.035032 0.037111 0.039314 0.041647 12.65 14.19 917288AU6 05/29/03 05/04/14 73.000 7.250 7.65 0.037400 0.039585 0.041898 0.044347 0.046938 14.11 15.81 917288AV4 05/29/03 06/22/15 76.000 8.750 5.31 0.026579 0.028266 0.030059 0.031966 0.033993 9.90 11.20 917288AX0 05/29/03 01/20/17 73.000 7.625 5.10 0.024144 0.025546 0.027030 0.028600 0.030262 9.41 10.53 917288AY8 05/29/03 02/15/11 76.500 7.250 11.58 0.055103 0.058410 0.061917 0.065634 0.069574 21.36 24.00 917288AZ5 05/29/03 03/15/15 71.500 7.500 6.89 0.033084 0.035085 0.037207 0.039458 0.041845 12.71 14.29 917288BA9 05/29/03 01/15/33 100.000 7.875 0.103729 0.109149 0.113750 0.117345 0.121112 39.98 42.82 Vail Resorts, Inc. 91879QAD1 11/21/01 05/15/09* 95.404 8.750 9.90 0.014505 0.015203 1.97* 91879QAE9 11/21/01 05/15/09* 95.404 8.750 9.90 0.014505 0.015203 1.97* 91879QAF6 11/21/01 05/15/09* 95.404 8.750 9.90 0.014505 0.015203 1.97* Valhi, Inc. 918905AC4 10/20/92 10/20/07 25.759 0.000 451.61 0.178961 0.187238 0.195898 0.204959 0.214438 67.12 73.47 Vermilion & Edgar Counties, Illinois 923439CK7 07/07/04 12/01/06 102.850 VARIES 0.108572 0.110222 0.112317 0.106692 18.94 39.95 923439CL5 07/07/04 12/01/07 102.860 VARIES 0.127049 0.129308 0.132183 0.125395 22.17 46.95 923439CM3 07/07/04 12/01/08 102.103 VARIES 0.143202 0.146094 0.149782 0.141992 25.00 53.13 923439CN1 07/07/04 12/01/09 103.843 VARIES 0.151502 0.154685 0.158747 0.149786 26.46 56.27 923439CP6 07/07/04 12/01/10 103.260 VARIES 0.156515 0.159931 0.164295 0.155136 27.34 58.22 923439CQ4 07/07/04 12/01/11 103.596 VARIES 0.165674 0.169489 0.174368 0.164274 28.94 61.74 923439CR2 07/07/04 12/01/12 102.910 VARIES 0.171760 0.175888 0.181173 0.170593 30.01 64.11 923439CS0 07/07/04 12/01/13 103.470 VARIES 0.175621 0.179913 0.185410 0.174399 30.69 65.59 923439CT8 07/07/04 12/01/14 103.682 VARIES 0.178904 0.183350 0.189044 0.177704 31.26 66.86 Verizon Global Funding Corporation 92343VAA2 05/15/01 05/15/21 55.126 0.000 0.135958 0.139505 0.147117 0.150125 0.158316 50.94 54.78 Veritas Capital Trust 92343W300 12/22/97 01/01/28 100.000 10.000 0.277778 0.277778 0.277778 0.277778 100.00 100.00 Verizon Global Funding Corporation 92344GAN6 05/15/01 05/15/21 55.126 0.000 0.135958 0.139505 0.147117 0.150125 0.158316 50.94 54.78 92344GAP1 05/15/01 05/15/21 55.126 0.000 0.135958 0.139505 0.147117 0.150125 0.158316 50.94 54.78 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ VoiceStream Wireless 928615AD5 11/09/99 11/15/09 56.061 VARIES 0.293917 0.311367 0.329854 0.329854 0.329853 110.60 118.75 VoiceStream Wireless 92861LAD0 11/09/99 11/15/09 56.061 VARIES 0.293917 0.311367 0.329854 0.329854 0.329853 110.60 118.75 WCI Communities, Inc. 92923CAJ3 08/05/03 08/05/23 100.000 VARIES 0.247303 0.253366 0.259698 0.266312 0.273221 91.93 96.66 92923CAK0 08/05/03 08/05/23 100.000 VARIES 0.247303 0.253366 0.259698 0.266312 0.273221 91.93 96.66 WMX Technologies, Inc. 92929QAC1 05/09/94 04/30/04 100.000 VARIES 0.031483 3.75 Walter Industries, Inc. 93317QAB1 04/20/04 05/01/24 100.000 VARIES 0.215274 0.215537 0.219853 0.224335 0.228992 54.36 80.50 93317QAC9 04/20/04 05/01/24 100.000 VARIES 0.215274 0.215537 0.219853 0.224335 0.228992 54.36 80.50 Watson Pharmaceuticals 942683AB9 03/07/03 03/15/23 100.000 VARIES 0.184922 0.189348 0.193918 0.198635 0.203507 68.32 71.68 WebMD Corporation 94769MAA3 04/01/02 04/01/07 97.000 3.250 9.85 0.016164 0.016480 0.016803 0.017132 0.017468 5.93 6.17 94769MAD7 06/25/03 06/15/23 97.250 VARIES 0.222474 0.229430 0.236664 0.244187 0.252011 81.57 86.80 94769MAE5 06/25/03 06/15/23 97.250 VARIES 0.222474 0.229430 0.236664 0.244187 0.252011 81.57 86.80 Weimer Independent School District 948679DB8 12/16/97 08/15/04 65.505 0.000 306.32 0.168107 0.173527 38.63 948679DC6 12/16/97 08/15/05 61.021 0.000 290.62 0.159911 0.165147 0.170554 0.176139 59.96 39.21 948679DD4 12/16/97 08/15/06 56.735 0.000 275.13 0.151780 0.156825 0.162038 0.167425 0.172991 56.94 60.79 948679DE2 12/16/97 08/15/07 52.647 0.000 259.90 0.143755 0.148606 0.153620 0.158804 0.164163 53.97 57.67 Weirton Steel Corp. 948774AH7 06/18/02 04/01/08 78.200 VARIES 0.224865 0.235874 0.247421 0.259534 0.259321 84.96 92.32 Wells Fargo & Company 949746ET4 12/19/02 01/04/08 100.000 0.000 0.100606 0.102393 0.104212 0.106064 0.107948 37.18 38.51 949746EU1 12/23/02 01/04/08 100.000 0.000 0.100571 0.102358 0.104177 0.106028 0.107912 37.17 38.50 949746EV9 03/05/03 04/15/09 100.000 0.000 0.107401 0.109431 0.111498 0.113605 0.115751 39.34 40.84 949746FB2 05/05/03 05/05/10 100.000 0.000 0.109090 0.111191 0.113333 0.115517 0.117742 39.89 41.44 949746FG1 08/29/03 08/25/09 100.000 0.000 0.084527 0.085785 0.087090 0.088415 0.089760 30.98 31.93 949746FL0 12/29/03 01/08/10 100.000 0.000 0.097813 0.097899 0.099623 0.101377 0.103162 35.54 36.79 949746FN6 06/04/04 06/05/06 100.000 0.000 0.080436 0.080443 0.081608 0.082789 0.083988 16.68 29.65 949746FU0 04/30/04 05/05/11 100.000 0.000 0.086942 0.086981 0.088342 0.089724 0.091128 21.04 32.21 949746FV8 04/29/04 04/29/14 100.000 0.250 0.129165 0.132007 0.134915 0.137890 31.43 48.41 949746FW6 05/25/04 10/25/12 100.000 2.350 0.147223 0.149032 0.151252 0.153530 31.92 54.35 949746HZ7 07/07/04 10/07/11 100.000 2.900 0.141853 0.142635 0.144221 0.145846 24.75 51.90 949746JA0 07/09/04 01/20/10 100.000 0.000 0.123397 0.123565 0.126309 0.129115 21.25 45.87 Western Resources, Inc. 959423203 12/14/95 12/11/25* 100.000 7.875 0.218750 22.97* White Settlement ISD 964559JB5 03/20/97 02/15/06 54.197 0.000 322.29 0.163698 0.169427 0.175356 0.181492 0.187844 61.55 65.93 964559JC3 03/20/97 02/15/07 50.112 0.000 303.25 0.154476 0.159959 0.165637 0.171516 0.177604 58.12 62.32 964559JQ2 03/20/97 02/15/04 63.028 0.000 361.68 0.182646 8.04 964559JR0 03/20/97 02/15/05 58.502 0.000 341.79 0.173100 0.179072 0.185249 65.04 8.15 Whole Foods Market, Inc. 966837AC0 03/02/98 03/02/18 37.243 0.000 124.31 0.067870 0.069566 0.071306 0.073088 0.074915 25.15 26.42 Wild Oats Markets, Inc. 96808BAA5 05/25/04 05/15/34 100.000 VARIES 0.229199 0.234612 0.240566 0.246767 49.76 86.09 96808BAB3 05/25/04 05/15/34 100.000 VARIES 0.229199 0.234612 0.240566 0.246767 49.76 86.09 Will County, IL School District 122 968852FG3 11/19/97 11/01/16 23.888 0.000 140.42 0.080098 0.083181 0.086384 0.089709 0.093163 29.77 32.10 968852FH1 11/19/97 11/01/17 22.150 0.000 130.20 0.074269 0.077128 0.080097 0.083181 0.086383 27.60 29.77 Williams Companies, Inc. 969457886 01/14/02 02/16/07 100.000 VARIES 0.197134 0.197659 0.198203 0.198765 0.198018 71.21 71.43 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Winstar Communications 975515AY3 04/10/00 04/15/10 48.990 VARIES 0.330958 0.355365 0.381572 0.409711 0.409711 127.38 144.57 975515AZ0 04/10/00 04/15/10 48.990 VARIES 0.330958 0.355365 0.381572 0.409711 0.409711 127.38 144.57 Wynn Las Vegas, LLC 983130AA3 10/30/02 11/01/10 92.793 12.000 6.47 0.016701 0.017828 0.019031 0.020316 0.021687 6.35 7.24 XM Satellite Radio, Inc. 98375YAG1 01/28/03 12/31/09 67.310 VARIES 0.296761 0.317541 0.339777 0.363570 110.62 126.26 Yahoo, Inc. 984332AA4 04/09/03 04/01/08 96.550 0.000 4.97 0.019013 0.019081 0.019148 0.019216 0.019284 6.87 6.92 984332AB2 04/09/03 04/01/08 96.550 0.000 4.97 0.019013 0.019081 0.019148 0.019216 0.019284 6.87 6.92 York County, PA 986812LW3 12/28/95 02/01/11 35.767 0.000 259.60 0.115481 0.119482 0.123622 0.127905 0.132336 43.51 46.58 986812LX1 12/28/95 02/01/12 33.049 0.000 242.98 0.108343 0.112134 0.116059 0.120121 0.124325 40.84 43.75 986812LY9 12/28/95 02/01/13 30.649 0.000 226.98 0.101344 0.104911 0.108604 0.112426 0.116383 38.21 40.95 986812LZ6 12/28/95 02/01/14 28.302 0.000 211.89 0.094797 0.098162 0.101647 0.105255 0.108991 35.76 38.34 986812MA0 12/28/95 02/01/15 26.297 0.000 197.60 0.088462 0.091611 0.094872 0.098249 0.101747 33.37 35.79 986812MB8 12/28/95 02/01/16 24.378 0.000 184.17 0.082533 0.085483 0.088539 0.091704 0.094982 31.14 33.41 986812MC6 12/28/95 02/01/17 22.586 0.000 171.55 0.076955 0.079718 0.082580 0.085544 0.088615 29.04 31.17 986812MD4 12/28/95 02/01/18 20.780 0.000 159.54 0.071709 0.074304 0.076994 0.079781 0.082669 27.08 29.07 986812ME2 12/28/95 02/01/19 19.353 0.000 148.59 0.066786 0.069204 0.071709 0.074304 0.076994 25.22 27.08 986812MF9 12/28/95 02/01/20 18.025 0.000 138.39 0.062202 0.064453 0.066786 0.069204 0.071709 23.49 25.22 986812MG7 12/28/95 02/01/21 16.787 0.000 128.89 0.057931 0.060028 0.062201 0.064453 0.066786 21.87 23.49 986812MH5 12/28/95 02/01/22 15.635 0.000 120.04 0.053955 0.055908 0.057932 0.060029 0.062201 20.37 21.87 986812MJ1 12/28/95 02/01/23 14.561 0.000 111.80 0.050250 0.052069 0.053954 0.055907 0.057931 18.97 20.37 986812MK8 12/28/95 02/01/24 13.562 0.000 104.12 0.046801 0.048495 0.050251 0.052070 0.053955 17.67 18.97 Zenith National Insurance Corp. 989390AG4 03/30/03 03/30/23 100.000 VARIES 0.208448 0.208060 0.213489 0.212030 0.217677 76.69 78.04 989390AH2 03/30/03 03/30/23 100.000 VARIES 0.208448 0.208060 0.213489 0.212030 0.217677 76.69 78.04 Ziff Davis Media Inc. 98951UAD8 08/12/02 08/12/09 100.000 VARIES 0.397462 0.427762 0.450418 0.487433 0.510429 158.50 179.62 98951UAE6 08/12/02 08/12/09 100.000 VARIES 0.397462 0.427762 0.450418 0.487433 0.510429 158.50 179.62 Microcell Telecommunications C55185AE9 05/25/99 06/01/09 55.731 VARIES 0.314457 0.333323 0.333323 0.333322 0.333322 117.17 120.00 Rhodia, SA F7813KAH4 05/17/04 06/01/10 96.743 10.250 0.010941 0.010990 0.011595 0.012233 0.012906 2.48 4.33 Danka Business Systems G2652NAB5 06/29/01 04/01/08 28.000 10.000 0.162518 0.198407 0.242222 0.295712 0.361016 72.14 107.52 Deutsche Bank AG G2737TCL7 11/27/02 11/27/05 100.000 0.000 0.086834 0.088151 0.089487 0.090845 31.59 29.42 G2737TFA8 12/20/02 12/20/07 100.000 0.000 0.099222 0.100934 0.102676 0.104448 0.106251 36.07 37.32 G2737TFB6 03/10/03 03/13/06 100.000 0.000 0.061904 0.062586 0.063276 0.063973 0.064678 22.56 23.06 G2737TFC4 03/10/03 09/12/06 100.000 0.000 0.068664 0.069502 0.070351 0.071210 0.072079 25.05 25.67 Dolphin Telecom, PLC G28058AD0 05/18/99 05/15/09 50.892 VARIES 0.363443 0.388884 0.388883 0.388883 0.388882 136.59 140.00 Flag Telecom Group Ltd. G3529XAB2 11/19/02 10/01/04 100.000 VARIES 0.015521 0.014877 4.07 G3529XAC0 11/19/02 10/01/04 100.000 VARIES 0.015521 0.014877 4.07 NII Holdings, Inc. G6520PAA3 11/12/02 11/01/09 55.746 VARIES 0.358439 0.393115 0.431146 0.437921 0.445352 139.64 157.28 QBE Funding Trust G7303WAA9 04/15/02 04/15/22 59.358 0.000 27.10 0.045008 0.045599 0.046198 0.046804 0.047418 16.40 16.83 Alaris Medical, Inc. U01143AA1 07/28/98 08/01/08 58.144 VARIES 0.309026 0.309026 0.309026 0.309026 0.309026 111.25 111.25 Alaska Communcations Systems Holdings, Inc. U01173AA8 08/26/03 08/15/11 96.687 9.875 .96 0.007665 0.008043 0.008466 0.008910 0.009378 2.94 3.25 Anixter International U03525AA7 06/28/00 06/28/20 25.257 0.000 69.02 0.061459 0.063610 0.066198 0.068141 0.070913 22.91 24.54 U03525AB5 07/07/03 07/07/33 38.016 VARIES 0.077091 0.079905 0.082822 0.085845 0.088979 29.26 31.43 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Avalon Cable, LLC U05225AA2 12/10/98 12/01/08 56.332 VARIES 0.324434 0.324433 0.326214 0.324430 0.326211 118.80 118.74 Bank of America Corp. U0662KBL4 03/18/02 01/04/17 38.300 0.000 47.10 0.076290 0.078804 0.081402 0.084085 0.086857 28.82 30.75 Big City Radio, Inc. U0897TAA7 03/17/98 03/15/05 72.055 VARIES 0.309054 0.305694 0.310760 112.68 22.69 Cendant Corporation U1336PAB0 11/27/01 11/27/11* 100.000 3.875 0.287955 0.296329 95.38* Chukchansi Economic Development Authority U17133AA4 10/08/02 06/15/09 91.476 14.500 9.73 0.024892 0.026965 0.029212 0.031645 0.034281 9.40 11.04 Crown Castle International U2159JAB6 08/03/99 08/01/11 57.889 VARIES 0.280101 0.295856 0.312498 0.312498 0.312498 108.53 112.50 Covad Communications U22015AB4 03/11/98 03/15/08 50.666 VARIES 0.375493 0.371727 0.378230 0.372423 0.378987 137.03 137.07 Crum & Forster Holdings Corporation U22859AA7 06/05/03 06/15/13 96.985 10.375 1.00 0.005090 0.005367 0.005659 0.005967 0.006291 1.89 2.10 Dayton Superior Corporation U23993AA3 06/16/00 06/15/09 95.575 13.000 11.50 0.011444 0.012238 0.013159 0.013995 0.015048 4.36 4.99 U23993AB1 06/16/00 06/15/09 95.575 13.000 11.50 0.011444 0.012238 0.013159 0.013995 0.015048 4.36 4.99 U23993AC9 03/15/03 09/15/08 98.088 10.750 2.11 0.007647 0.008076 0.008530 0.009009 0.009514 2.92 3.26 H & E Equipment Services U24432AB9 06/17/02 06/15/13 80.016 12.500 11.73 0.024623 0.026654 0.028853 0.031232 0.033808 9.30 10.89 Details Capital Corp. U24922AA1 11/18/97 11/15/07 54.595 VARIES 0.347215 0.347214 0.347214 0.347213 0.347212 125.00 125.00 Dex Media, Inc. U24975AB7 11/10/03 11/15/13 64.314 VARIES 0.160980 0.168224 0.175794 0.183705 0.191971 59.94 65.45 U24975AC5 02/11/04 11/15/13 69.384 VARIES 0.161298 0.164823 0.171720 0.178906 0.186392 52.73 63.79 DIVA Systems Corporation U2539PAC1 02/19/98 03/01/08 50.100 VARIES 0.364533 0.365469 0.366468 0.367534 0.368673 131.63 132.38 E. Spire Communications U26851AA0 07/24/98 07/01/08 59.989 VARIES 0.295109 0.295108 0.295106 0.295104 106.24 106.24 Fedders North America U31334AB8 08/24/99 08/15/07 95.304 9.375 21.01 0.016315 0.017151 0.018030 0.018955 0.019926 6.26 6.92 Focal Communications U31430AA6 02/18/98 02/15/08 55.565 VARIES 0.336803 0.336803 0.336803 0.336802 0.336802 121.25 121.25 Globe Holdings, Inc. U33975AA8 08/06/98 08/01/09 49.672 VARIES 0.392402 0.392654 0.392922 0.393211 0.393519 141.39 141.59 Great Lakes Acquisition U39022AA3 05/22/98 05/15/09 53.092 VARIES 0.364572 0.364571 0.364570 0.364569 0.364568 131.25 131.25 HMP Equity Holdings Corp U43337AA9 05/09/03 05/15/08 32.580 0.000 51.01 0.240257 0.268665 0.300431 0.335953 0.375675 94.37 118.01 U43337AB7 05/09/03 05/15/08 32.580 0.000 51.01 0.240257 0.268665 0.300431 0.335953 0.375675 94.37 118.01 HM Publishing Corp. U43338AA7 10/03/03 10/15/13 56.960 VARIES 0.182638 0.193139 0.204243 0.215986 0.228404 69.28 77.48 Hollywood Casino Shreveport U4378HAA3 08/10/99 08/01/06 100.000 VARIES 0.385850 0.387524 0.389311 0.391218 0.386415 139.73 140.06 ICG Services, Inc. U4493DAA2 02/12/98 02/15/08 61.341 VARIES 0.271740 0.274726 0.271740 0.276244 0.271740 100.00 100.00 U4493DAB0 04/27/98 05/01/08 61.691 VARIES 0.271290 0.268341 0.272789 0.268341 0.272789 98.84 98.75 Intermedia Communications, Inc. U45855AE0 02/24/99 03/01/09 55.057 VARIES 0.320631 0.340268 0.340268 0.340267 0.340266 121.32 122.50 Jacobs Entertainment U46754AA2 02/08/02 02/01/09 96.040 11.875 7.65 0.012295 0.013078 0.013912 0.014799 0.015742 4.81 5.44 Jostens Holding Corp. U47995AA0 12/02/03 12/01/13 60.682 VARIES 0.172774 0.181580 0.190885 0.200668 0.210952 64.33 71.08 Level 3 Communications U52782AB2 12/02/98 12/01/08 59.966 VARIES 0.291664 0.291664 0.291664 0.291664 0.291664 105.00 105.00 U52782AE6 02/29/00 03/15/10 53.308 VARIES 0.296579 0.315669 0.335987 0.357613 0.357612 114.38 127.14 Liberty Media Corp. U52892AD5 01/11/01 01/15/31 100.000 3.500 0.307632 0.317626 0.328095 0.339061 0.350548 115.94 123.82 Lin Television Corp. U53546AB0 06/14/01 01/15/08 96.288 8.000 11.95 0.013924 0.014693 0.015169 0.016096 0.016526 5.45 5.94 Lyondell Chemical Co. U55193AB9 12/04/02 12/15/08 97.750 9.500 3.11 0.008624 0.009056 0.009509 0.009984 0.010484 3.20 3.52 ----------------------------- * Called in 2004; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2004 1st 2004 2nd 2004 3rd 2005 2nd 2005 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2005 1st Period Period 2004 2005 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ McCaw International LTD U56707AA7 03/06/97 04/15/07 50.991 VARIES 0.367388 0.367807 0.368254 0.368731 0.369240 132.40 132.73 Matria Healthcare, Inc. U57614AA4 07/09/01 05/01/08 93.500 11.000 17.83 0.023016 0.024182 0.026112 0.027284 0.029462 8.83 9.95 Muzak Holdings Finance U62340AA9 03/18/99 03/15/10 53.328 VARIES 0.339069 0.361108 0.361108 0.361107 0.361107 128.37 130.00 Nextel Communications U64977AB4 02/11/98 02/15/08 61.471 VARIES 0.276385 0.276384 0.276384 0.276384 0.276384 99.50 99.50 Nexstar Finance, Inc. U6497AAA9 03/16/01 04/01/08 96.012 12.000 11.83 0.013912 0.014808 0.015761 0.016776 0.017856 5.34 6.05 Nexstar Finance Holdings, Inc. U6497BAC3 03/27/03 04/01/13 57.442 VARIES 0.192059 0.202982 0.214526 0.226727 0.239622 73.13 81.68 Nextel International U64982AA6 03/12/98 04/15/08 54.915 VARIES 0.331197 0.331191 0.333005 0.331180 0.332993 121.36 121.21 Nextlink Communications U6500EAE8 11/17/99 12/01/09 55.257 VARIES 0.294490 0.312343 0.333098 0.331277 0.333097 112.25 121.25 Omnicom Group, Inc. U68191AF9 02/07/01 02/07/31 100.000 VARIES 0.219869 0.227247 0.234873 0.242754 0.250900 82.64 88.28 O'Sullivan Industries U68328AA8 11/30/99 10/15/09 94.546 13.375 14.17 0.012677 0.013592 0.014572 0.015623 0.016750 4.87 5.60 Penton Media, Inc. U7100RAA9 06/28/01 06/15/11 97.749 10.375 3.68 0.004732 0.004986 0.005254 0.005536 0.005834 1.76 1.95 Petro Stopping Centers U71660AB7 07/23/99 08/01/08 36.636 VARIES 0.390470 0.426968 0.466878 0.471571 0.476704 158.60 170.39 Pliant Corporation U7263LAC1 02/17/04 06/15/09 73.627 VARIES 0.227391 0.235678 0.248779 0.262609 0.277208 73.23 92.50 Pope & Talbot, Inc. U7316MAA0 07/30/02 06/01/13 86.415 8.375 10.49 0.022359 0.023534 0.024770 0.026070 0.027440 8.33 9.23 Roche Holdings, Inc. U75000AE6 01/19/00 01/19/15 66.386 0.000 75.63 0.055798 0.056565 0.057343 0.058131 0.058930 20.48 21.04 Compass Minerals International, Inc. U79616AB1 05/22/03 06/01/13 55.677 VARIES 0.197298 0.209135 0.221682 0.234982 0.249080 73.89 83.02 Tabletop Holdings, Inc. U81965AA0 11/12/03 05/15/14 55.131 VARIES 0.187783 0.199284 0.211490 0.224443 0.238190 70.76 79.70 Sinclair Broadcast Group, Inc. U82751AE5 05/20/03 07/15/18 100.000 VARIES 0.258608 0.264304 0.270264 0.276499 0.283023 96.06 100.54 Steel Heddle Group, Inc. U85799AA9 05/26/98 06/01/09 51.337 VARIES 0.381937 0.381937 0.381936 0.381936 0.381935 137.50 137.50 Telemundo Holdings, Inc. U8795AAA4 08/10/01 08/15/08 79.837 VARIES 0.319432 0.319432 0.319431 0.319430 0.319429 115.00 114.99 Thermadyne Holdings U88342AA5 05/22/98 06/01/08 54.374 VARIES 0.347206 0.347205 0.347204 0.347203 0.347202 124.99 124.99 TravelCenters of America U89398AA6 11/14/00 05/01/09 92.822 12.750 17.56 0.019370 0.020749 0.022226 0.023808 0.025503 7.39 8.48 Tritel PCS, Inc. U89678AA1 05/11/99 05/15/09 53.828 VARIES 0.332935 0.354159 0.354158 0.354158 0.354157 124.65 127.50 Trump Atlantic City Funding II U89685AA6 12/10/97 05/01/06 96.073 11.250 24.30 0.015676 0.016617 0.017614 0.018672 0.019793 5.93 6.66 Trump Atlantic City Funding III U89686AA4 12/10/97 05/01/06 94.200 11.250 35.71 0.023257 0.024696 0.026225 0.027848 0.029572 8.81 9.93 Trump Casino Holdings U89688AA0 03/25/03 03/15/10 94.832 11.625 3.78 0.014182 0.015088 0.016051 0.017075 0.018165 5.47 6.19 U89688AB8 03/25/03 09/15/10 100.000 11.625 0.171389 0.176531 0.181827 0.187281 0.192899 63.73 67.61 Vail Resorts, Inc. U90984AB8 11/21/01 05/15/09 95.404 8.750 9.90 0.014505 0.015203 0.015934 0.016701 0.017505 5.41 5.95 United Rentals, Inc. U91139AB8 12/24/02 04/15/08 97.045 10.750 4.43 0.012742 0.013475 0.014251 0.015071 0.015938 4.83 5.41 VoiceStream Wireless U92709AB7 11/09/99 11/15/09 56.061 VARIES 0.293917 0.311367 0.329854 0.329854 0.329853 110.60 118.75 SECTION 1-C Inflation Indexed Debt Instruments Inflation-Adj Stated Issue Maturity Principal on Interest Total OID 2004 1st 2004 2nd 2004 3rd Calendar Year Name of Issuer CUSIP No. Date Date Issue Date Rate to 1/1/04 Period Period Period 2004 ______________ _________ ________ _________ ___________ ________ _________ ________ ________ ________ _____________ U.S. Treasury 9128272M3 01/15/97 01/15/07 100.104 3.375% 166.63 -0.101802 0.129098 0.089226 37.24 U.S. Treasury 9128273T7 01/15/98 01/15/08 100.000 3.625% 145.12 -0.099836 0.126606 0.087504 36.52 U.S. Treasury 912810FD5 04/15/98 04/15/28 100.000 3.625% 143.81 0.039256 0.127659 0.115320 36.48 U.S. Treasury 9128274Y5 01/15/99 01/15/09 100.000 3.875% 128.05 -0.098348 0.124718 0.086199 35.98 U.S. Treasury 912810FH6 04/15/99 04/15/29 100.000 3.875% 125.35 0.038622 0.125598 0.113458 35.89 U.S. Treasury 9128275W8 01/18/00 01/15/10 100.006 4.250% 99.53 -0.095866 0.121571 0.084024 35.07 U.S. Treasury 9128276R8 01/15/01 01/15/11 100.002 3.500% 62.93 -0.092672 0.117520 0.081224 33.90 U.S. Treasury 912810FQ6 10/15/01 04/15/32 100.000 3.375% 42.26 0.035770 0.116324 0.105080 33.24 U.S. Treasury 9128277J5 01/15/02 01/15/12 100.000 3.375% 41.88 -0.090835 0.115190 0.079614 33.23 U.S. Treasury 912828AF7 07/15/02 07/15/12 100.000 3.000% 28.92 -0.089705 0.113758 0.078624 32.81 U.S. Treasury 912828BD1 07/15/03 07/15/13 100.000 1.875% 7.27 -0.087818 0.111365 0.076970 32.12 U.S. Treasury 912828BW9 01/15/04 01/15/14 100.000 2.000% 0.110696 0.076508 33.15 U.S. Treasury 912810FR4 07/15/04 01/15/25 100.000 2.375% 0.074997 12.75 U.S. Treasury 912828CP3 07/15/04 07/15/14 100.000 2.000% 0.074997 12.75 U.S. Treasury 912828CZ1 10/15/04 04/15/10 100.000 0.875% 0.098455 7.68 Section II STRIPPED COMPONENTS OF U.S. TREASURY AND GOVERNMENT-SPONSORED ENTERPRISES FOR BROKERS & MIDDLEMEN ONLY: Original Issue Discount (OID) to be reported for stripped interest & principal components per $1000 Maturity Value (for calendar year 2004). Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 01/01/04 03/31/04 2.36 01/01/16 03/31/16 27.10 04/01/04 06/30/04 5.07 04/01/16 06/30/16 26.88 07/01/04 09/30/04 8.41 07/01/16 09/30/16 26.65 10/01/04 12/31/04 12.49 10/01/16 12/31/16 26.41 01/01/05 03/31/05 13.82 01/01/17 03/31/17 26.14 04/01/05 06/30/05 15.23 04/01/17 06/30/17 25.90 07/01/05 09/30/05 16.62 07/01/17 09/30/17 25.66 10/01/05 12/31/05 17.88 10/01/17 12/31/17 25.39 01/01/06 03/31/06 19.02 01/01/18 03/31/18 25.14 04/01/06 06/30/06 20.23 04/01/18 06/30/18 24.87 07/01/06 09/30/06 21.32 07/01/18 09/30/18 24.61 10/01/06 12/31/06 22.38 10/01/18 12/31/18 24.33 01/01/07 03/31/07 23.40 01/01/19 03/31/19 24.06 04/01/07 06/30/07 24.31 04/01/19 06/30/19 23.80 07/01/07 09/30/07 25.18 07/01/19 09/30/19 23.52 10/01/07 12/31/07 25.94 10/01/19 12/31/19 23.24 01/01/08 03/31/08 26.67 01/01/20 03/31/20 22.96 04/01/08 06/30/08 27.29 04/01/20 06/30/20 22.68 07/01/08 09/30/08 27.79 07/01/20 09/30/20 22.39 10/01/08 12/31/08 28.35 10/01/20 12/31/20 22.11 01/01/09 03/31/09 28.72 01/01/21 03/31/21 21.83 04/01/09 06/30/09 29.08 04/01/21 06/30/21 21.55 07/01/09 09/30/09 29.33 07/01/21 09/30/21 21.27 10/01/09 12/31/09 29.57 10/01/21 12/31/21 20.99 01/01/10 03/31/10 29.71 01/01/22 03/31/22 20.71 04/01/10 06/30/10 29.84 04/01/22 06/30/22 20.43 07/01/10 09/30/10 29.89 07/01/22 09/30/22 20.16 10/01/10 12/31/10 29.93 10/01/22 12/31/22 19.89 01/01/11 03/31/11 29.95 01/01/23 03/31/23 19.62 04/01/11 06/30/11 29.96 04/01/23 06/30/23 19.35 07/01/11 09/30/11 29.96 07/01/23 09/30/23 19.09 10/01/11 12/31/11 29.89 10/01/23 12/31/23 18.84 01/01/12 03/31/12 29.86 01/01/24 03/31/24 18.58 04/01/12 06/30/12 29.77 04/01/24 06/30/24 18.33 07/01/12 09/30/12 29.67 07/01/24 09/30/24 18.08 10/01/12 12/31/12 29.57 10/01/24 12/31/24 17.83 01/01/13 03/31/13 29.45 01/01/25 03/31/25 17.59 04/01/13 06/30/13 29.28 04/01/25 06/30/25 17.36 07/01/13 09/30/13 29.15 07/01/25 09/30/25 17.12 10/01/13 12/31/13 28.96 10/01/25 12/31/25 16.88 01/01/14 03/31/14 28.77 01/01/26 03/31/26 16.66 04/01/14 06/30/14 28.58 04/01/26 06/30/26 16.43 07/01/14 09/30/14 28.38 07/01/26 09/30/26 16.21 10/01/14 12/31/14 28.18 10/01/26 12/31/26 15.98 01/01/15 03/31/15 27.97 01/01/27 03/31/27 15.77 04/01/15 06/30/15 27.76 04/01/27 06/30/27 15.56 07/01/15 09/30/15 27.54 07/01/27 09/30/27 15.35 10/01/15 12/31/15 27.33 10/01/27 12/31/27 15.15 Section II (continued) Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 01/01/28 03/31/28 14.95 07/01/36 09/30/36 9.42 04/01/28 06/30/28 14.75 10/01/36 12/31/36 9.30 07/01/28 09/30/28 14.55 01/01/37 03/31/37 9.18 10/01/28 12/31/28 14.34 04/01/37 06/30/37 9.06 01/01/29 03/31/29 14.15 07/01/37 09/30/37 8.94 04/01/29 06/30/29 13.96 10/01/37 12/31/37 8.82 07/01/29 09/30/29 13.77 01/01/38 03/31/38 8.70 10/01/29 12/31/29 13.59 04/01/38 06/30/38 8.59 01/01/30 03/31/30 13.41 07/01/38 09/30/38 8.48 04/01/30 06/30/30 13.23 10/01/38 12/31/38 8.37 07/01/30 09/30/30 13.03 01/01/39 03/31/39 8.26 10/01/30 12/31/30 12.86 04/01/39 06/30/39 8.15 01/01/31 03/31/31 12.69 07/01/39 09/30/39 8.04 04/01/31 06/30/31 12.52 10/01/39 12/31/39 7.94 07/01/31 09/30/31 12.36 01/01/40 03/31/40 7.83 10/01/31 12/31/31 12.17 04/01/40 06/30/40 7.73 01/01/32 03/31/32 12.00 07/01/40 09/30/40 7.63 04/01/32 06/30/32 11.85 10/01/40 12/31/40 7.53 07/01/32 09/30/32 11.69 01/01/41 03/31/41 7.43 10/01/32 12/31/32 11.53 04/01/41 06/30/41 7.33 01/01/33 03/31/33 11.35 07/01/41 09/30/41 7.24 04/01/33 06/30/33 11.20 10/01/41 12/31/41 7.14 07/01/33 09/30/33 11.05 01/01/42 03/31/42 7.05 10/01/33 12/31/33 10.91 04/01/42 06/30/42 6.96 01/01/34 03/31/34 10.76 07/01/42 09/30/42 6.87 04/01/34 06/30/34 10.62 10/01/42 12/31/42 6.78 07/01/34 09/30/34 10.48 01/01/43 03/31/43 6.69 10/01/34 12/31/34 10.34 04/01/43 06/30/43 6.60 01/01/35 03/31/35 10.20 07/01/43 09/30/43 6.52 04/01/35 06/30/35 10.07 10/01/43 12/31/43 6.43 07/01/35 09/30/35 9.94 01/01/44 03/31/44 6.35 10/01/35 12/31/35 9.81 04/01/44 06/30/44 6.27 01/01/36 03/31/36 9.68 07/01/44 09/30/44 6.18 04/01/36 06/30/36 9.55 10/01/44 12/31/44 6.10 Note: This section lists OID for use SOLELY by brokers and other middlemen in preparing information returns for zero coupon instruments issued under the Department of the Treasury's STRIPS program, by government-sponsored enterprises such as the Resolution Funding Corporation and the Financing Corporation, or as instruments backed by U.S. Treasury securities that represent ownership interests in such securities. If you owned or held such debt instruments in 2004, do not rely on the amounts listed in this section. Instead, follow the OID computation rules and methods described earlier in this publication under "Figuring OID on Stripped Bonds and Coupons." Section III-A Short Term U.S. Treasury Bills Issued at a Discount and Maturing January 2004 - May 2005 Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912795PD7 01/02/04 07/03/03 99.517 4.83 PE5 01/08/04 07/10/03 99.525 4.75 PF2 01/15/04 07/17/03 99.530 4.70 PG0 01/22/04 07/24/03 99.520 4.80 PH8 01/29/04 07/31/03 99.505 4.95 PJ4 02/05/04 08/07/03 99.482 5.18 PK1 02/12/04 08/14/03 99.479 5.21 PL9 02/19/04 08/21/03 99.477 5.23 PM7 02/26/04 08/28/03 99.474 5.26 PN5 03/04/04 09/04/03 99.474 5.26 PP0 03/11/04 09/11/03 99.489 5.11 912795QK0 03/15/04 03/03/04 99.967 0.33 912795PQ8 03/18/04 09/18/03 99.497 5.03 PR6 03/25/04 09/25/03 99.489 5.11 PS4 04/01/04 10/02/03 99.492 5.08 PT2 04/08/04 10/09/03 99.497 5.03 PU9 04/15/04 10/16/03 99.502 4.98 912795QM6 04/19/04 04/08/04 99.970 0.30 QL8 04/20/04 04/06/04 99.964 0.36 912795PV7 04/22/04 10/23/03 99.487 5.13 PW5 04/29/04 10/30/03 99.484 5.16 PX3 05/06/04 11/06/03 99.482 5.18 PY1 05/13/04 11/13/03 99.474 5.26 PZ8 05/20/04 11/20/03 99.489 5.11 912795QA2 05/27/04 11/28/03 99.492 5.08 QB0 06/03/04 12/04/03 99.479 5.21 QC8 06/10/04 12/11/03 99.494 5.06 QQ7 06/11/04 06/09/04 99.995 0.05 QN4 06/14/04 06/01/04 99.967 0.33 QP9 06/15/04 06/03/04 99.968 0.32 QD6 06/17/04 12/18/03 99.505 4.95 QE4 06/24/04 12/26/03 99.512 4.88 QR5 07/01/04 01/02/04 99.500 5.00 QS3 07/08/04 01/08/04 99.484 5.16 QT1 07/15/04 01/15/04 99.520 4.80 QU8 07/22/04 01/22/04 99.520 4.80 QV6 07/29/04 01/29/04 99.517 4.83 QW4 08/05/04 02/05/04 99.494 5.06 QX2 08/12/04 02/12/04 99.500 5.00 QY0 08/19/04 02/19/04 99.507 4.93 QZ7 08/26/04 02/26/04 99.497 5.03 912795RA1 09/02/04 03/04/04 99.500 5.00 RB9 09/09/04 03/11/04 99.507 4.93 912795TC5 09/15/04 09/01/04 99.942 0.58 912795RC7 09/16/04 03/18/04 99.500 5.00 RD5 09/23/04 03/25/04 99.500 5.00 Section III-A (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- RE3 09/30/04 04/01/04 99.500 5.00 RF0 10/07/04 04/08/04 99.479 5.21 RG8 10/14/04 04/15/04 99.482 5.18 912795TD3 10/15/04 10/01/04 99.938 0.62 912795RH6 10/21/04 04/22/04 99.454 5.46 RJ2 10/28/04 04/29/04 99.411 5.89 RK9 11/04/04 05/06/04 99.406 5.94 RL7 11/12/04 05/13/04 99.319 6.81 RM5 11/18/04 05/20/04 99.325 6.75 RN3 11/26/04 05/27/04 99.301 6.99 RP8 12/02/04 06/03/04 99.292 7.08 RQ6 12/09/04 06/10/04 99.239 7.61 RR4 12/16/04 06/17/04 99.130 8.70 RS2 12/23/04 06/24/04 99.153 8.47 RT0 12/30/04 07/01/04 99.128 8.72 Discount to be Issue Price Reported as 2005 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912795RU7 01/06/05 07/08/04 99.176 8.24 RV5 01/13/05 07/15/04 99.176 8.24 RW3 01/20/05 07/22/04 99.166 8.34 RX1 01/27/05 07/29/04 99.123 8.77 RY9 02/03/05 08/05/04 99.123 8.77 RZ6 02/10/05 08/12/04 99.158 8.42 912795SA0 02/17/05 08/16/04 99.128 8.72 SB8 02/24/05 08/26/04 99.115 8.85 SC6 03/03/05 09/02/04 99.103 8.97 SD4 03/10/05 09/09/04 99.060 9.40 SE2 03/17/05 09/16/04 99.070 9.30 SF9 03/24/05 09/23/04 99.054 9.46 SG7 03/31/05 09/30/04 99.014 9.86 SH5 04/07/05 10/07/04 98.993 10.07 SJ1 04/14/05 10/14/04 99.011 9.89 SK8 04/21/05 10/21/04 98.993 10.07 SL6 04/28/05 10/28/04 98.968 10.32 SM4 05/05/05 11/04/04 98.918 10.82 SN2 05/12/05 11/12/04 98.863 11.37 Section III-B STUDENT LOAN MARKETING ASSOCIATION Short-Term Obligations Issued at a Discount and Maturing in 2004 Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 863872RK5 01/05/04 12/31/03 99.990 0.10 RL3 01/06/04 12/09/03 99.922 0.78 RM1 01/07/04 12/04/03 99.905 0.95 RN9 01/08/04 12/11/03 99.922 0.78 RP4 01/09/04 01/08/04 99.998 0.02 RS8 01/12/04 01/09/04 99.993 0.07 RT6 01/13/04 01/14/03 98.635 13.65 RU3 01/14/04 01/13/04 99.998 0.02 RV1 01/15/04 12/11/03 99.902 0.98 RW9 01/16/04 01/15/04 99.997 0.03 863872SA6 01/20/04 01/22/03 98.699 13.01 SB4 01/21/04 01/20/04 99.997 0.03 SC2 01/22/04 01/21/04 99.997 0.03 SD0 01/23/04 01/22/04 99.997 0.03 SG3 01/26/04 12/26/03 99.914 0.86 SH1 01/27/04 01/31/03 98.686 13.14 SJ7 01/28/04 01/27/04 99.997 0.03 SK4 01/29/04 01/20/04 99.977 0.23 SL2 01/30/04 01/29/04 99.997 0.03 SP3 02/02/04 01/30/04 99.992 0.08 SQ1 02/03/04 01/06/04 99.925 0.75 SR9 02/04/04 01/26/04 99.977 0.23 SS7 02/05/04 02/04/04 99.997 0.03 ST5 02/06/04 02/05/04 99.997 0.03 SW8 02/09/04 02/06/04 99.993 0.07 SX6 02/10/04 02/09/04 99.998 0.02 SY4 02/11/04 02/10/04 99.997 0.03 SZ1 02/12/04 02/11/04 99.997 0.03 863872TA5 02/13/04 02/12/04 99.997 0.03 TE7 02/17/04 01/28/04 99.947 0.53 TF4 02/18/04 02/17/04 99.997 0.03 TG2 02/19/04 02/18/04 99.997 0.03 TH0 02/20/04 02/12/04 99.979 0.21 TL1 02/23/04 02/20/04 99.992 0.08 TM9 02/24/04 02/27/03 98.743 12.57 TN7 02/25/04 02/24/04 99.997 0.03 TP2 02/26/04 02/25/04 99.997 0.03 TQ0 02/27/04 02/26/04 99.997 0.03 TT4 03/01/04 02/18/04 99.969 0.31 TU1 03/02/04 02/18/04 99.966 0.34 TV9 03/03/04 03/02/04 99.997 0.03 TW7 03/04/04 02/17/04 99.958 0.42 TX5 03/05/04 03/04/04 99.997 0.03 863872UA3 03/08/04 03/05/04 99.992 0.08 UB1 03/09/04 03/08/04 99.997 0.03 UC9 03/10/04 03/09/04 99.998 0.02 Section III-B (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- UD7 03/11/04 02/26/04 99.963 0.37 UE5 03/12/04 03/11/04 99.997 0.03 UH8 03/15/04 12/17/03 99.748 2.52 UJ4 03/16/04 03/15/04 99.997 0.03 UK1 03/17/04 03/16/04 99.997 0.03 UL9 03/18/04 03/11/04 99.982 0.18 UM7 03/19/04 03/15/04 99.989 0.11 UQ8 03/22/04 02/20/04 99.919 0.81 UR6 03/23/04 03/26/03 98.740 12.60 US4 03/24/04 03/23/04 99.997 0.03 UT2 03/25/04 02/25/04 99.923 0.77 UU9 03/26/04 03/25/04 99.997 0.03 UX3 03/29/04 03/26/04 99.992 0.08 UY1 03/30/04 03/02/04 99.928 0.72 UZ8 03/31/04 02/17/04 99.890 1.10 863872VA2 04/01/04 03/31/04 99.997 0.03 VB0 04/02/04 04/01/04 99.997 0.03 VE4 04/05/04 04/02/04 99.992 0.08 VF1 04/06/04 04/05/04 99.997 0.03 VG9 04/07/04 04/06/04 99.997 0.03 VH7 04/08/04 04/07/04 99.997 0.03 VM6 04/12/04 04/08/04 99.989 0.11 VN4 04/13/04 04/12/04 99.997 0.03 VP9 04/14/04 04/13/04 99.997 0.03 VQ7 04/15/04 04/08/04 99.981 0.19 VR5 04/16/04 04/15/04 99.997 0.03 VU8 04/19/04 04/16/04 99.992 0.08 VV6 04/20/04 04/19/04 99.997 0.03 VW4 04/21/04 04/20/04 99.998 0.02 VX2 04/22/04 04/24/03 98.716 12.84 VY0 04/23/04 04/22/04 99.997 0.03 863872WB9 04/26/04 04/23/04 99.992 0.08 WC7 04/27/04 03/30/04 99.926 0.74 WD5 04/28/04 04/27/04 99.998 0.02 WE3 04/29/04 04/22/04 99.982 0.18 WF0 04/30/04 04/23/04 99.982 0.18 WJ2 05/03/04 04/26/04 99.982 0.18 WK9 05/04/04 05/03/04 99.997 0.03 WL7 05/05/04 04/29/04 99.984 0.16 WM5 05/06/04 05/05/04 99.997 0.03 WN3 05/07/04 05/06/04 99.997 0.03 WR4 05/10/04 05/07/04 99.993 0.07 WS2 05/11/04 05/10/04 99.998 0.02 WT0 05/12/04 04/29/04 99.966 0.34 WU7 05/13/04 05/12/04 99.997 0.03 WV5 05/14/04 05/13/04 99.997 0.03 Section III-B (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- WY9 05/17/04 05/14/04 99.992 0.08 WZ6 05/18/04 05/23/03 98.887 11.13 863872XA0 05/19/04 05/12/04 99.982 0.18 XG7 05/25/04 04/27/04 99.928 0.72 XJ1 05/27/04 05/26/04 99.998 0.02 XK8 05/28/04 05/27/04 99.997 0.03 XS1 06/04/04 06/03/04 99.998 0.02 XV4 06/07/04 06/04/04 99.993 0.07 XW2 06/08/04 06/07/04 99.998 0.02 XZ5 06/11/04 06/10/04 99.997 0.03 863872YD3 06/15/04 03/15/04 99.757 2.43 YE1 06/16/04 06/15/04 99.997 0.03 YG6 06/18/04 06/17/04 99.997 0.03 YK7 06/21/04 06/18/04 99.992 0.08 YL5 06/22/04 05/25/04 99.925 0.75 YM3 06/23/04 06/22/04 99.998 0.02 YN1 06/24/04 06/23/04 99.997 0.03 YP6 06/25/04 06/24/04 99.997 0.03 YS0 06/28/04 06/25/04 99.992 0.08 YT8 06/29/04 06/28/04 99.997 0.03 YU5 06/30/04 06/29/04 99.997 0.03 863872ZQ3 07/20/04 06/22/04 99.912 0.88 863872F93 09/15/04 06/16/04 99.639 3.61 Section III-C FEDERAL HOME LOAN BANKS Short-Term Obligations Issued at a Discount and Maturing in 2004 Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313384RG6 01/02/04 01/07/03 98.650 13.50 RK7 01/05/04 01/23/03 98.786 12.14 RL5 01/06/04 05/08/03 99.224 7.76 RM3 01/07/04 01/17/03 98.728 12.72 RN1 01/08/04 01/15/03 98.707 12.93 RP6 01/09/04 01/14/03 98.690 13.10 RS0 01/12/04 01/17/03 98.730 12.70 RT8 01/13/04 07/03/03 99.483 5.17 RU5 01/14/04 01/22/03 98.741 12.59 RV3 01/15/04 04/23/03 99.110 8.90 RW1 01/16/04 01/22/03 98.734 12.66 313384SA8 01/20/04 01/31/03 98.722 12.78 SB6 01/21/04 01/28/03 98.767 12.33 SC4 01/22/04 01/31/03 98.695 13.05 SD2 01/23/04 01/28/03 98.760 12.40 SG5 01/26/04 01/31/03 98.690 13.10 SH3 01/27/04 04/30/03 99.116 8.84 SJ9 01/28/04 03/06/03 98.925 10.75 SK6 01/29/04 02/05/03 98.723 12.77 SL4 01/30/04 02/04/03 98.710 12.90 SP5 02/02/04 02/10/03 98.780 12.20 SQ3 02/03/04 08/07/03 99.460 5.40 SR1 02/04/04 05/09/03 99.134 8.66 SS9 02/05/04 02/10/03 98.730 12.70 ST7 02/06/04 02/12/03 98.773 12.27 SW0 02/09/04 02/28/03 98.808 11.92 SX8 02/10/04 07/03/03 99.420 5.80 SY6 02/11/04 05/08/03 99.132 8.68 SZ3 02/12/04 02/24/03 98.804 11.96 313384TA7 02/13/04 02/20/03 98.777 12.23 TE9 02/17/04 07/07/03 99.412 5.88 TF6 02/18/04 05/09/03 99.098 9.02 TG4 02/19/04 03/06/03 98.833 11.67 TH2 02/20/04 02/27/03 98.757 12.43 TL3 02/23/04 02/28/03 98.770 12.30 TM1 02/24/04 05/30/03 99.175 8.25 TN9 02/25/04 08/29/03 99.460 5.40 TP4 02/26/04 03/03/03 98.770 12.30 TQ2 02/27/04 03/04/03 98.770 12.30 TT6 03/01/04 03/07/03 98.810 11.90 TU3 03/02/04 09/04/03 99.455 5.45 TV1 03/03/04 03/26/03 98.876 11.24 TW9 03/04/04 09/04/03 99.449 5.51 TX7 03/05/04 03/12/03 98.933 10.67 313384UA5 03/08/04 03/28/03 98.866 11.34 UB3 03/09/04 11/14/03 99.665 3.35 UC1 03/10/04 05/16/03 99.061 9.39 Section III-C (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- UD9 03/11/04 03/20/03 98.850 11.50 UE7 03/12/04 05/15/03 99.053 9.47 UH0 03/15/04 03/27/03 98.820 11.80 UJ6 03/16/04 09/12/03 99.452 5.48 UK3 03/17/04 09/17/03 99.453 5.47 UL1 03/18/04 09/23/03 99.493 5.07 UM9 03/19/04 04/03/03 98.859 11.41 UQ0 03/22/04 07/03/03 99.291 7.09 UR8 03/23/04 07/01/03 99.283 7.17 US6 03/24/04 03/31/03 98.823 11.77 UT4 03/25/04 07/03/03 99.298 7.02 UU1 03/26/04 04/02/03 98.883 11.17 UX5 03/29/04 04/04/03 98.860 11.40 UY3 03/30/04 08/04/03 99.256 7.44 UZ0 03/31/04 05/21/03 99.055 9.45 313384VA4 04/01/04 07/11/03 99.271 7.29 VB2 04/02/04 10/01/03 99.468 5.32 VE6 04/05/04 10/03/03 99.466 5.34 VF3 04/06/04 07/01/03 99.246 7.54 VG1 04/07/04 10/08/03 99.462 5.38 VH9 04/08/04 04/17/03 98.741 12.59 VJ5 04/09/04 04/16/03 98.763 12.37 VM8 04/12/04 04/22/03 98.764 12.36 VN6 04/13/04 07/25/03 99.248 7.52 VP1 04/14/04 07/24/03 99.242 7.58 VQ9 04/15/04 04/21/03 98.740 12.60 VR7 04/16/04 04/23/03 98.753 12.47 VU0 04/19/04 04/25/03 98.756 12.44 VV8 04/20/04 10/17/03 99.451 5.49 VW6 04/21/04 10/22/03 99.429 5.71 VX4 04/22/04 04/29/03 98.823 11.77 VY2 04/23/04 04/30/03 98.783 12.17 313384WB1 04/26/04 05/02/03 98.900 11.00 WC9 04/27/04 05/08/03 98.896 11.04 WD7 04/28/04 07/25/03 99.205 7.95 WE5 04/29/04 10/31/03 99.442 5.58 WF2 04/30/04 05/06/03 98.820 11.80 WJ4 05/03/04 05/21/03 98.969 10.31 WK1 05/04/04 08/07/03 99.142 8.58 WL9 05/05/04 05/19/03 98.973 10.27 WM7 05/06/04 05/12/03 98.860 11.40 WN5 05/07/04 05/13/03 98.860 11.40 WR6 05/10/04 05/19/03 98.959 10.41 WS4 05/11/04 08/13/03 99.131 8.69 WT2 05/12/04 11/12/03 99.415 5.85 WU9 05/13/04 05/20/03 98.913 10.87 WV7 05/14/04 05/22/03 98.926 10.74 Section III-C (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- WY1 05/17/04 06/10/03 99.003 9.97 WZ8 05/18/04 09/30/03 99.307 6.93 313384XA2 05/19/04 05/29/03 98.883 11.17 XB0 05/20/04 05/28/03 98.876 11.24 XC8 05/21/04 05/28/03 98.875 11.25 XF1 05/24/04 05/30/03 98.900 11.00 XG9 05/25/04 08/27/03 99.108 8.92 XH7 05/26/04 06/09/03 98.983 10.17 XJ3 05/27/04 06/10/03 98.983 10.17 XK0 05/28/04 06/03/03 98.880 11.20 XP9 06/01/04 09/04/03 99.104 8.96 XQ7 06/02/04 06/09/03 98.975 10.25 XR5 06/03/04 06/09/03 98.964 10.36 XS3 06/04/04 06/11/03 99.013 9.87 XV6 06/07/04 06/19/03 99.076 9.24 XW4 06/08/04 12/12/03 99.458 5.42 XX2 06/09/04 09/11/03 99.154 8.46 XY0 06/10/04 06/16/03 99.100 9.00 XZ7 06/11/04 12/12/03 99.432 5.68 313384YC7 06/14/04 06/20/03 99.100 9.00 YD5 06/15/04 07/01/03 99.018 9.82 YE3 06/16/04 09/26/03 99.186 8.14 YF0 06/17/04 06/24/03 99.112 8.88 YG8 06/18/04 06/24/03 99.110 8.90 YK9 06/21/04 06/27/03 98.990 10.10 YL7 06/22/04 01/20/04 99.568 4.32 YM5 06/23/04 12/23/03 99.451 5.49 YN3 06/24/04 06/30/03 99.000 10.00 YP8 06/25/04 07/01/03 98.990 10.10 YS2 06/28/04 08/11/03 99.016 9.84 YT0 06/29/04 09/26/03 99.146 8.54 YU7 06/30/04 09/30/03 99.163 8.37 YV5 07/01/04 10/02/03 99.181 8.19 YW3 07/02/04 07/08/03 98.970 10.30 313384ZA0 07/06/04 10/17/03 99.123 8.77 ZB8 07/07/04 12/23/03 99.409 5.91 ZC6 07/08/04 11/04/03 99.211 7.89 ZD4 07/09/04 10/01/03 99.154 8.46 ZG7 07/12/04 07/18/03 98.955 10.45 ZH5 07/13/04 04/02/04 99.724 2.76 ZJ1 07/14/04 10/17/03 99.134 8.66 ZK8 07/15/04 07/21/03 98.950 10.50 ZL6 07/16/04 07/22/03 98.940 10.60 ZP7 07/19/04 07/25/03 98.940 10.60 ZQ5 07/20/04 10/21/03 99.098 9.02 ZR3 07/21/04 01/21/04 99.468 5.32 ZS1 07/22/04 07/29/03 98.943 10.57 Section III-C (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- ZT9 07/23/04 07/29/03 98.920 10.80 ZW2 07/26/04 08/01/03 98.777 12.23 ZX0 07/27/04 10/24/03 99.084 9.16 ZY8 07/28/04 08/06/03 98.764 12.36 ZZ5 07/29/04 08/06/03 98.757 12.43 313384A25 07/30/04 08/05/03 98.790 12.10 A58 08/02/04 08/08/03 98.800 12.00 A66 08/03/04 08/11/03 98.797 12.03 A74 08/04/04 08/11/03 98.793 12.07 A82 08/05/04 08/11/03 98.780 12.20 A90 08/06/04 08/12/03 98.770 12.30 313384B40 08/09/04 11/21/03 99.134 8.66 B57 08/10/04 08/28/03 98.743 12.57 B65 08/11/04 12/11/03 99.288 7.12 B73 08/12/04 08/19/03 98.753 12.47 B81 08/13/04 08/19/03 98.740 12.60 313384C31 08/16/04 08/22/03 98.750 12.50 C49 08/17/04 02/25/04 99.531 4.69 C56 08/18/04 11/14/03 99.066 9.34 C64 08/19/04 08/26/03 98.753 12.47 C72 08/20/04 08/26/03 98.740 12.60 313384D22 08/23/04 02/24/04 99.482 5.18 D30 08/24/04 12/03/03 99.043 9.57 D48 08/25/04 09/12/03 98.850 11.50 D55 08/26/04 11/26/03 99.079 9.21 D63 08/27/04 09/03/03 98.705 12.95 D97 08/30/04 09/08/03 98.790 12.10 313384E21 08/31/04 09/15/03 98.869 11.31 E39 09/01/04 09/16/03 98.840 11.60 E47 09/02/04 09/08/03 98.790 12.10 E54 09/03/04 09/12/03 98.820 11.80 E96 09/07/04 12/04/03 98.988 10.12 313384F20 09/08/04 09/16/03 98.817 11.83 F38 09/09/04 09/16/03 98.843 11.57 F46 09/10/04 09/17/03 98.853 11.47 F79 09/13/04 03/17/04 99.515 4.85 F87 09/14/04 02/26/04 99.431 5.69 F95 09/15/04 09/25/03 98.873 11.27 313384G29 09/16/04 12/16/03 99.114 8.86 G37 09/17/04 09/23/03 98.830 11.70 G60 09/20/04 10/02/03 98.909 10.91 G78 09/21/04 09/30/03 98.873 11.27 G86 09/22/04 09/30/03 98.856 11.44 G94 09/23/04 09/30/03 98.866 11.34 313384H28 09/24/04 09/30/03 98.890 11.10 H51 09/27/04 10/15/03 98.840 11.60 H69 09/28/04 03/29/04 99.487 5.13 Section III-C (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- H77 09/29/04 10/20/03 98.773 12.27 H85 09/30/04 10/07/03 98.873 11.27 H93 10/01/04 10/07/03 98.850 11.50 313384J42 10/04/04 10/10/03 98.850 11.50 J59 10/05/04 10/22/03 98.720 12.80 J67 10/06/04 10/20/03 98.719 12.81 J75 10/07/04 10/20/03 98.715 12.85 J83 10/08/04 10/14/03 98.800 12.00 313384K40 10/12/04 11/03/03 98.758 12.42 K57 10/13/04 04/08/04 99.436 5.64 K65 10/14/04 10/28/03 98.778 12.22 K73 10/15/04 10/21/03 98.680 13.20 313384L23 10/18/04 10/24/03 98.680 13.20 L31 10/19/04 01/29/04 99.164 8.36 L49 10/20/04 01/14/04 99.152 8.48 L56 10/21/04 10/27/03 98.700 13.00 L64 10/22/04 10/29/03 98.773 12.27 L98 10/25/04 10/31/03 98.723 12.77 313384M22 10/26/04 11/06/03 98.698 13.02 M30 10/27/04 12/03/03 98.766 12.34 M48 10/28/04 11/04/03 98.704 12.96 M55 10/29/04 11/05/03 98.684 13.16 M89 11/01/04 11/10/03 98.612 13.88 M97 11/02/04 11/12/03 98.616 13.84 313384N21 11/03/04 11/10/03 98.604 13.96 N39 11/04/04 11/10/03 98.600 14.00 N47 11/05/04 11/12/03 98.611 13.89 N70 11/08/04 11/14/03 98.699 13.01 N88 11/09/04 11/17/03 98.697 13.03 N96 11/10/04 11/17/03 98.694 13.06 313384P37 11/12/04 11/18/03 98.700 13.00 P60 11/15/04 11/24/03 98.711 12.89 P78 11/16/04 05/13/04 99.309 6.91 P86 11/17/04 11/28/03 98.708 12.92 P94 11/18/04 11/24/03 98.700 13.00 313384Q28 11/19/04 11/25/03 98.690 13.10 Q51 11/22/04 11/28/03 98.680 13.20 Q69 11/23/04 12/01/03 98.680 13.20 Q77 11/24/04 12/01/03 98.604 13.96 Q93 11/26/04 12/02/03 98.550 14.50 313384R43 11/29/04 12/05/03 98.740 12.60 R50 11/30/04 12/08/03 98.588 14.12 R68 12/01/04 12/08/03 98.684 13.16 R76 12/02/04 12/08/03 98.680 13.20 R84 12/03/04 12/09/03 98.700 13.00 313384S34 12/06/04 12/12/03 98.740 12.60 S42 12/07/04 12/31/03 98.794 12.06 Section III-C (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- S59 12/08/04 03/17/04 99.217 7.83 S67 12/09/04 12/15/03 98.720 12.80 S75 12/10/04 12/16/03 98.730 12.70 313384T25 12/13/04 12/22/03 98.741 12.59 T33 12/14/04 12/22/03 98.737 12.63 T41 12/15/04 12/23/03 98.717 12.83 T58 12/16/04 12/23/03 98.715 12.85 T66 12/17/04 12/24/03 98.734 12.66 T90 12/20/04 12/26/03 98.700 13.00 313384U23 12/21/04 12/29/03 98.727 12.73 U31 12/22/04 01/05/04 98.739 12.61 U49 12/23/04 12/31/03 98.737 12.63 U80 12/27/04 01/06/04 98.714 12.86 U98 12/28/04 01/06/04 98.711 12.89 313384V22 12/29/04 01/07/04 98.741 12.59 V30 12/30/04 01/07/04 98.729 12.71 V48 12/31/04 01/06/04 98.690 13.10 Section III-D FEDERAL NATIONAL MORTGAGE ASSOCIATION Short-Term Obligations Issued at a Discount and Maturing in 2004 Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313588RG2 01/02/04 01/10/03 98.701 12.99 RK3 01/05/04 02/19/03 98.889 11.11 RL1 01/06/04 03/11/03 99.122 8.78 RM9 01/07/04 07/09/03 99.503 4.97 RN7 01/08/04 03/10/03 99.105 8.95 RP2 01/09/04 01/15/03 98.689 13.11 RS6 01/12/04 08/22/03 99.575 4.25 RT4 01/13/04 04/16/03 99.078 9.22 RU1 01/14/04 04/17/03 99.108 8.92 RV9 01/15/04 06/05/03 99.353 6.47 RW7 01/16/04 03/13/03 99.099 9.01 313588SA4 01/20/04 02/27/03 98.883 11.17 SB2 01/21/04 07/23/03 99.484 5.16 SC0 01/22/04 02/27/03 98.876 11.24 SD8 01/23/04 01/30/03 98.727 12.73 SG1 01/26/04 05/29/03 99.267 7.33 SH9 01/27/04 11/19/03 99.799 2.01 SJ5 01/28/04 07/30/03 99.468 5.32 SK2 01/29/04 02/13/03 98.814 11.86 SL0 01/30/04 02/19/03 98.812 11.88 SP1 02/02/04 02/25/03 98.841 11.59 SQ9 02/03/04 09/02/03 99.529 4.71 SR7 02/04/04 05/12/03 99.166 8.34 SS5 02/05/04 10/03/03 99.639 3.61 ST3 02/06/04 02/12/03 98.758 12.42 SW6 02/09/04 05/29/03 99.218 7.82 SX4 02/10/04 05/27/03 99.223 7.77 SY2 02/11/04 04/04/03 99.026 9.74 SZ9 02/12/04 06/05/03 99.272 7.28 313588TA3 02/13/04 06/20/03 99.418 5.82 TE5 02/17/04 06/12/03 99.354 6.46 TF2 02/18/04 05/29/03 99.198 8.02 TG0 02/19/04 06/19/03 99.428 5.72 TH8 02/20/04 05/22/03 99.186 8.14 TL9 02/23/04 09/26/03 99.550 4.50 TM7 02/24/04 09/24/03 99.550 4.50 TN5 02/25/04 08/27/03 99.434 5.66 TP0 02/26/04 06/26/03 99.340 6.60 TQ8 02/27/04 06/26/03 99.337 6.63 TT2 03/01/04 05/21/03 99.169 8.31 TU9 03/02/04 11/04/03 99.643 3.57 TV7 03/03/04 07/07/03 99.347 6.53 TW5 03/04/04 10/02/03 99.555 4.45 TX3 03/05/04 03/12/03 98.885 11.15 313588UA1 03/08/04 05/21/03 99.148 8.52 UB9 03/09/04 05/27/03 99.147 8.53 Section III-D (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- UC7 03/10/04 09/10/03 99.461 5.39 UD5 03/11/04 07/02/03 99.304 6.96 UE3 03/12/04 07/08/03 99.318 6.82 UH6 03/15/04 04/16/03 98.831 11.69 UJ2 03/16/04 04/15/03 98.861 11.39 UK9 03/17/04 09/17/03 99.465 5.35 UL7 03/18/04 04/16/03 98.821 11.79 UM5 03/19/04 05/22/03 99.119 8.81 UQ6 03/22/04 06/25/03 99.345 6.55 UR4 03/23/04 04/22/03 98.880 11.20 US2 03/24/04 09/24/03 99.460 5.40 UT0 03/25/04 05/22/03 99.067 9.33 UU7 03/26/04 04/02/03 98.803 11.97 UX1 03/29/04 08/01/03 99.284 7.16 UY9 03/30/04 06/27/03 99.246 7.54 UZ6 03/31/04 06/24/03 99.313 6.87 313588VA0 04/01/04 06/03/03 99.057 9.43 VB8 04/02/04 04/09/03 98.819 11.81 VE2 04/05/04 07/09/03 99.247 7.53 VF9 04/06/04 07/11/03 99.258 7.42 VG7 04/07/04 08/08/03 99.217 7.83 VH5 04/08/04 07/03/03 99.246 7.54 VJ1 04/09/04 08/04/03 99.191 8.09 VM4 04/12/04 07/08/03 99.225 7.75 VN2 04/13/04 08/01/03 99.154 8.46 VP7 04/14/04 09/10/03 99.343 6.57 VQ5 04/15/04 09/17/03 99.355 6.45 VR3 04/16/04 08/11/03 99.218 7.82 VU6 04/19/04 07/23/03 99.202 7.98 VV4 04/20/04 06/24/03 99.256 7.44 VW2 04/21/04 08/01/03 99.127 8.73 VX0 04/22/04 07/21/03 99.203 7.97 VY8 04/23/04 04/30/03 98.823 11.77 313588WB7 04/26/04 08/18/03 99.202 7.98 WC5 04/27/04 11/10/03 99.470 5.30 WD3 04/28/04 07/28/03 99.190 8.10 WE1 04/29/04 08/01/03 99.101 8.99 WF8 04/30/04 05/07/03 98.868 11.32 WJ0 05/03/04 07/07/03 99.181 8.19 WK7 05/04/04 08/08/03 99.145 8.55 WL5 05/05/04 07/01/03 99.142 8.58 WM3 05/06/04 07/03/03 99.162 8.38 WN1 05/07/04 05/13/03 98.850 11.50 WR2 05/10/04 08/12/03 99.124 8.76 WS0 05/11/04 08/29/03 99.182 8.18 WT8 05/12/04 09/16/03 99.263 7.37 Section III-D (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- WU5 05/13/04 07/10/03 99.136 8.64 WV3 05/14/04 06/26/03 99.112 8.88 WY7 05/17/04 09/02/03 99.154 8.46 WZ4 05/18/04 09/04/03 99.165 8.35 313588XA8 05/19/04 08/01/03 99.108 8.92 XB6 05/20/04 09/24/03 99.276 7.24 XC4 05/21/04 06/26/03 99.083 9.17 XF7 05/24/04 07/21/03 99.093 9.07 XG5 05/25/04 07/28/03 99.094 9.06 XH3 05/26/04 08/01/03 98.995 10.05 XJ9 05/27/04 07/31/03 99.089 9.11 XK6 05/28/04 06/04/03 98.938 10.62 XP5 06/01/04 07/10/03 99.064 9.36 XQ3 06/02/04 08/04/03 98.965 10.35 XR1 06/03/04 09/02/03 99.068 9.32 XS9 06/04/04 08/05/03 98.970 10.30 XV2 06/07/04 06/13/03 99.080 9.20 XW0 06/08/04 09/03/03 99.055 9.45 XX8 06/09/04 09/19/03 99.193 8.07 XY6 06/10/04 07/16/03 98.996 10.04 XZ3 06/11/04 06/18/03 99.073 9.27 313588YC3 06/14/04 09/15/03 99.143 8.57 YD1 06/15/04 07/11/03 99.037 9.63 YE9 06/16/04 06/24/03 99.105 8.95 YF6 06/17/04 06/27/03 98.972 10.28 YG4 06/18/04 06/27/03 98.959 10.41 YK5 06/21/04 08/18/03 98.965 10.35 YL3 06/22/04 10/31/03 99.249 7.51 YM1 06/23/04 08/27/03 98.947 10.53 YN9 06/24/04 08/19/03 98.967 10.33 YP4 06/25/04 07/02/03 98.943 10.57 YS8 06/28/04 11/12/03 99.237 7.63 YT6 06/29/04 08/19/03 98.950 10.50 YU3 06/30/04 07/31/03 99.045 9.55 YV1 07/01/04 08/11/03 98.944 10.56 YW9 07/02/04 09/03/03 98.931 10.69 313588ZA6 07/06/04 10/07/03 99.151 8.49 ZB4 07/07/04 10/01/03 99.160 8.40 ZC2 07/08/04 09/04/03 98.931 10.69 ZD0 07/09/04 07/17/03 98.956 10.44 ZG3 07/12/04 11/18/03 99.230 7.70 ZH1 07/13/04 11/19/03 99.243 7.57 ZJ7 07/14/04 10/20/03 99.069 9.31 ZK4 07/15/04 07/21/03 98.920 10.80 ZL2 07/16/04 09/15/03 99.026 9.74 ZP3 07/19/04 09/16/03 99.028 9.72 Section III-D (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- ZQ1 07/20/04 10/22/03 99.078 9.22 ZR9 07/21/04 10/21/03 99.064 9.36 ZS7 07/22/04 09/25/03 99.055 9.45 ZT5 07/23/04 07/30/03 98.848 11.52 ZW8 07/26/04 04/02/04 99.674 3.26 ZX6 07/27/04 04/05/04 99.677 3.23 ZY4 07/28/04 10/22/03 99.051 9.49 ZZ1 07/29/04 03/18/04 99.634 3.66 313588A21 07/30/04 09/29/03 99.043 9.57 A54 08/02/04 09/04/03 98.844 11.56 A62 08/03/04 10/01/03 99.070 9.30 A70 08/04/04 02/04/04 99.464 5.36 A88 08/05/04 10/02/03 99.067 9.33 A96 08/06/04 08/14/03 98.747 12.53 313588B46 08/09/04 08/20/03 98.767 12.33 B53 08/10/04 01/05/04 99.322 6.78 B61 08/11/04 08/22/03 98.688 13.12 B79 08/12/04 09/30/03 99.014 9.86 B87 08/13/04 08/21/03 98.757 12.43 313588C37 08/16/04 08/22/03 98.670 13.30 C45 08/17/04 03/18/04 99.574 4.26 C52 08/18/04 11/25/03 99.103 8.97 C60 08/19/04 10/21/03 98.940 10.60 C78 08/20/04 08/27/03 98.664 13.36 313588D28 08/23/04 11/26/03 99.074 9.26 D36 08/24/04 03/24/04 99.571 4.29 D44 08/25/04 11/26/03 99.067 9.33 D51 08/26/04 01/27/04 99.376 6.24 D69 08/27/04 10/22/03 98.915 10.85 D93 08/30/04 01/23/04 99.358 6.42 313588E27 08/31/04 10/14/03 98.936 10.64 E35 09/01/04 10/31/03 98.929 10.71 E43 09/02/04 10/30/03 98.913 10.87 E50 09/03/04 01/09/04 99.293 7.07 E92 09/07/04 09/18/03 98.846 11.54 313588F26 09/08/04 10/31/03 98.905 10.95 F34 09/09/04 04/15/04 99.551 4.49 F42 09/10/04 09/17/03 98.843 11.57 F75 09/13/04 11/17/03 98.988 10.12 F83 09/14/04 12/10/03 99.055 9.45 F91 09/15/04 11/18/03 98.960 10.40 313588G25 09/16/04 11/20/03 98.963 10.37 G33 09/17/04 09/24/03 98.798 12.02 G66 09/20/04 02/23/04 99.382 6.18 G74 09/21/04 11/25/03 98.938 10.62 G82 09/22/04 01/21/04 99.272 7.28 Section III-D (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- G90 09/23/04 11/24/03 98.944 10.56 313588H24 09/24/04 11/26/03 98.931 10.69 H57 09/27/04 02/23/04 99.361 6.39 H65 09/28/04 11/05/03 98.834 11.66 H73 09/29/04 03/31/04 99.474 5.26 H81 09/30/04 12/04/03 98.905 10.95 H99 10/01/04 10/10/03 98.800 12.00 313588J48 10/04/04 01/06/04 99.086 9.14 J55 10/05/04 01/09/04 99.123 8.77 J63 10/06/04 12/04/03 98.832 11.68 J71 10/07/04 12/04/03 98.828 11.72 J89 10/08/04 10/20/03 98.673 13.27 313588K46 10/12/04 11/14/03 98.788 12.12 K53 10/13/04 12/09/03 98.910 10.90 K61 10/14/04 12/15/03 98.961 10.39 K79 10/15/04 10/22/03 98.654 13.46 313588L29 10/18/04 12/15/03 98.948 10.52 L37 10/19/04 02/18/04 99.275 7.25 L45 10/20/04 01/15/04 99.163 8.37 L52 10/21/04 04/05/04 99.375 6.25 L60 10/22/04 12/22/03 98.966 10.34 L94 10/25/04 11/03/03 98.681 13.19 313588M28 10/26/04 01/29/04 99.134 8.66 M36 10/27/04 04/28/04 99.391 6.09 M44 10/28/04 01/23/04 99.140 8.60 M51 10/29/04 11/06/03 98.648 13.52 M85 11/01/04 11/19/03 98.743 12.57 M93 11/02/04 11/14/03 98.682 13.18 313588N27 11/03/04 04/06/04 99.332 6.68 N35 11/04/04 01/09/04 99.058 9.42 N43 11/05/04 11/14/03 98.671 13.29 N76 11/08/04 02/09/04 99.120 8.80 N84 11/09/04 04/14/04 99.303 6.97 N92 11/10/04 02/02/04 99.076 9.24 313588P33 11/12/04 11/19/03 98.690 13.10 P66 11/15/04 12/18/03 98.862 11.38 P74 11/16/04 04/14/04 99.316 6.84 P82 11/17/04 02/18/04 99.166 8.34 P90 11/18/04 12/12/03 98.812 11.88 313588Q24 11/19/04 12/16/03 98.861 11.39 Q57 11/22/04 01/21/04 99.031 9.69 Q65 11/23/04 12/01/03 98.568 14.32 Q73 11/24/04 12/01/03 98.564 14.36 Q99 11/26/04 04/27/04 99.266 7.34 313588R49 11/29/04 01/22/04 99.012 9.88 R56 11/30/04 02/06/04 99.040 9.60 Section III-D (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- R64 12/01/04 01/02/04 98.859 11.41 R72 12/02/04 01/23/04 99.006 9.94 R80 12/03/04 04/08/04 99.230 7.70 313588S30 12/06/04 02/09/04 99.005 9.95 S48 12/07/04 02/09/04 99.002 9.98 S55 12/08/04 02/02/04 98.949 10.51 S63 12/09/04 07/14/04 99.350 6.50 S71 12/10/04 12/17/03 98.709 12.91 313588T21 12/13/04 02/11/04 98.989 10.11 T39 12/14/04 04/12/04 99.201 7.99 T47 12/15/04 02/04/04 98.967 10.33 T54 12/16/04 02/23/04 99.043 9.57 T62 12/17/04 02/18/04 99.049 9.51 T96 12/20/04 02/25/04 99.078 9.22 313588U29 12/21/04 03/10/04 99.142 8.58 U37 12/22/04 03/25/04 99.192 8.08 U45 12/23/04 02/23/04 99.020 9.80 U86 12/27/04 02/26/04 99.034 9.66 U94 12/28/04 02/26/04 99.039 9.61 313588V28 12/29/04 02/26/04 99.036 9.64 V36 12/30/04 01/30/04 98.818 11.82 V44 12/31/04 03/30/04 99.149 8.51 Section III-E FEDERAL FARM CREDIT BANKS Short-Term Obligations Issued at a Discount and Maturing in 2004 Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312RG7 01/02/04 12/17/03 99.956 0.44 RK8 01/05/04 11/06/03 99.828 1.72 RL6 01/06/04 01/06/03 98.581 14.19 RM4 01/07/04 12/02/03 99.898 1.02 RN2 01/08/04 11/18/03 99.856 1.44 RP7 01/09/04 10/09/03 99.739 2.61 RS1 01/12/04 06/19/03 99.494 5.06 RT9 01/13/04 11/14/03 99.828 1.72 RU6 01/14/04 11/26/03 99.861 1.39 RV4 01/15/04 01/24/03 98.744 12.56 RW2 01/16/04 01/16/03 98.631 13.69 313312SA9 01/20/04 04/11/03 99.030 9.70 SB7 01/21/04 12/19/03 99.909 0.91 SC5 01/22/04 09/24/03 99.660 3.40 SD3 01/23/04 11/07/03 99.780 2.20 SG6 01/26/04 10/30/03 99.748 2.52 SH4 01/27/04 01/15/04 99.968 0.32 SJ0 01/28/04 02/28/03 98.822 11.78 SK7 01/29/04 04/14/03 99.009 9.91 SL5 01/30/04 01/30/03 98.641 13.59 SP6 02/02/04 08/01/03 99.409 5.91 SQ4 02/03/04 01/15/04 99.949 0.51 SR2 02/04/04 03/04/03 98.821 11.79 SS0 02/05/04 01/20/04 99.958 0.42 ST8 02/06/04 11/06/03 99.732 2.68 SW1 02/09/04 12/11/03 99.828 1.72 SX9 02/10/04 01/29/04 99.967 0.33 SY7 02/11/04 10/31/03 99.700 3.00 SZ4 02/12/04 12/15/03 99.831 1.69 313312TA8 02/13/04 02/14/03 98.716 12.84 TE0 02/17/04 10/30/03 99.676 3.24 TF7 02/18/04 12/15/03 99.814 1.86 TG5 02/19/04 10/29/03 99.670 3.30 TH3 02/20/04 11/20/03 99.737 2.63 TL4 02/23/04 11/21/03 99.731 2.69 TM2 02/24/04 11/24/03 99.734 2.66 TN0 02/25/04 10/27/03 99.644 3.56 TP5 02/26/04 10/03/03 99.582 4.18 TQ3 02/27/04 02/28/03 98.706 12.94 TT7 03/01/04 06/30/03 99.299 7.01 TU4 03/02/04 03/04/03 98.726 12.74 TV2 03/03/04 12/04/03 99.735 2.65 TW0 03/04/04 12/10/03 99.754 2.46 TX8 03/05/04 12/03/03 99.729 2.71 313312UA6 03/08/04 12/08/03 99.737 2.63 UB4 03/09/04 02/27/04 99.971 0.29 Section III-E (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- UC2 03/10/04 08/27/03 99.385 6.15 UD0 03/11/04 03/01/04 99.973 0.27 UE8 03/12/04 09/04/03 99.419 5.81 UH1 03/15/04 10/08/03 99.536 4.64 UJ7 03/16/04 03/17/03 98.824 11.76 UK4 03/17/04 06/20/03 99.300 7.00 UL2 03/18/04 09/18/03 99.464 5.36 UM0 03/19/04 09/12/03 99.428 5.72 UQ1 03/22/04 12/22/03 99.740 2.60 UR9 03/23/04 01/27/04 99.849 1.51 US7 03/24/04 03/01/04 99.939 0.61 UT5 03/25/04 03/02/04 99.937 0.63 UU2 03/26/04 01/28/04 99.844 1.56 UX6 03/29/04 12/29/03 99.740 2.60 UY4 03/30/04 01/05/04 99.764 2.36 UZ1 03/31/04 01/02/04 99.753 2.47 313312VA5 04/01/04 07/25/03 99.254 7.46 VB3 04/02/04 04/07/03 98.747 12.53 VE7 04/05/04 02/05/04 99.835 1.65 VF4 04/06/04 03/08/04 99.921 0.79 VG2 04/07/04 04/11/03 98.723 12.77 VH0 04/08/04 03/24/04 99.960 0.40 VM9 04/12/04 01/22/04 99.782 2.18 VN7 04/13/04 12/15/03 99.650 3.50 VP2 04/14/04 04/15/03 98.682 13.18 VQ0 04/15/04 06/23/03 99.249 7.51 VR8 04/16/04 01/30/04 99.786 2.14 VU1 04/19/04 03/31/04 99.948 0.52 VV9 04/20/04 04/05/04 99.959 0.41 VW7 04/21/04 04/07/04 99.962 0.38 VX5 04/22/04 01/22/04 99.757 2.43 VY3 04/23/04 01/28/04 99.768 2.32 313312WB2 04/26/04 06/27/03 99.113 8.87 WC0 04/27/04 02/17/04 99.808 1.92 WD8 04/28/04 04/07/04 99.942 0.58 WE6 04/29/04 02/02/04 99.756 2.44 WF3 04/30/04 05/01/03 98.824 11.76 WJ5 05/03/04 11/05/03 99.445 5.55 WK2 05/04/04 04/16/04 99.951 0.49 WL0 05/05/04 01/23/04 99.720 2.80 WM8 05/06/04 11/06/03 99.434 5.66 WN6 05/07/04 01/08/04 99.657 3.43 WR7 05/10/04 06/30/03 99.073 9.27 WS5 05/11/04 04/27/04 99.963 0.37 WT3 05/12/04 12/05/03 99.505 4.95 WU0 05/13/04 12/15/03 99.554 4.46 Section III-E (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- WV8 05/14/04 07/18/03 99.105 8.95 WY2 05/17/04 05/20/03 98.861 11.39 WZ9 05/18/04 11/20/03 99.445 5.55 313312XA3 05/19/04 11/17/03 99.433 5.67 XB1 05/20/04 05/04/04 99.957 0.43 XC9 05/21/04 02/20/04 99.752 2.48 XF2 05/24/04 11/26/03 99.440 5.60 XG0 05/25/04 10/30/03 99.347 6.53 XH8 05/26/04 02/27/04 99.758 2.42 XJ4 05/27/04 11/25/03 99.428 5.72 XK1 05/28/04 07/28/03 99.077 9.23 XP0 06/01/04 07/29/03 99.050 9.50 XQ8 06/02/04 04/27/04 99.903 0.97 XR6 06/03/04 04/08/04 99.844 1.56 XS4 06/04/04 06/10/03 98.950 10.50 XV7 06/07/04 01/08/04 99.560 4.40 XW5 06/08/04 03/08/04 99.747 2.53 XX3 06/09/04 04/29/04 99.890 1.10 XY1 06/10/04 05/19/04 99.940 0.60 XZ8 06/11/04 12/11/03 99.441 5.59 313312YC8 06/14/04 07/22/03 98.998 10.02 YD6 06/15/04 10/30/03 99.268 7.32 YE4 06/16/04 06/17/03 99.017 9.83 YF1 06/17/04 12/19/03 99.452 5.48 YG9 06/18/04 09/18/03 99.155 8.45 YK0 06/21/04 11/18/03 99.322 6.78 YL8 06/22/04 05/18/04 99.904 0.96 YM6 06/23/04 03/22/04 99.744 2.56 YN4 06/24/04 05/25/04 99.917 0.83 YP9 06/25/04 06/27/03 98.908 10.92 YS3 06/28/04 12/30/03 99.452 5.48 YT1 06/29/04 05/26/04 99.906 0.94 YU8 06/30/04 03/31/04 99.747 2.53 YV6 07/01/04 07/31/03 98.908 10.92 YW4 07/02/04 01/05/04 99.458 5.42 313312ZA1 07/06/04 12/08/03 99.338 6.62 ZB9 07/07/04 04/19/04 99.776 2.24 ZC7 07/08/04 02/20/04 99.606 3.94 ZD5 07/09/04 07/11/03 98.918 10.82 ZG8 07/12/04 01/12/04 99.479 5.21 ZH6 07/13/04 05/04/04 99.804 1.96 ZJ2 07/14/04 07/16/03 98.878 11.22 ZK9 07/15/04 11/26/03 99.227 7.73 ZL7 07/16/04 06/25/04 99.932 0.68 ZP8 07/19/04 01/09/04 99.445 5.55 ZQ6 07/20/04 07/22/03 98.868 11.32 Section III-E (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- ZR4 07/21/04 06/24/04 99.912 0.88 ZS2 07/22/04 01/20/04 99.468 5.32 ZT0 07/23/04 09/19/03 99.025 9.75 ZW3 07/26/04 10/29/03 99.082 9.18 ZX1 07/27/04 07/06/04 99.928 0.72 ZY9 07/28/04 01/29/04 99.462 5.38 ZZ6 07/29/04 07/08/04 99.929 0.71 313312A26 07/30/04 07/02/04 99.904 0.96 A59 08/02/04 09/16/03 98.948 10.52 A67 08/03/04 06/08/04 99.824 1.76 A75 08/04/04 07/19/04 99.947 0.53 A83 08/05/04 01/06/04 99.335 6.65 A91 08/06/04 01/08/04 99.349 6.51 313312B41 08/09/04 01/09/04 99.373 6.27 B58 08/10/04 07/06/04 99.880 1.20 B66 08/11/04 02/06/04 99.439 5.61 B74 08/12/04 01/12/04 99.373 6.27 B82 08/13/04 02/27/04 99.524 4.76 313312C32 08/16/04 01/23/04 99.399 6.01 C40 08/17/04 08/19/03 98.686 13.14 C57 08/18/04 09/18/03 98.911 10.89 C65 08/19/04 07/08/04 99.857 1.43 C73 08/20/04 02/23/04 99.483 5.17 313312D23 08/23/04 02/25/04 99.480 5.20 D31 08/24/04 02/26/04 99.485 5.15 D49 08/25/04 01/28/04 99.382 6.18 D56 08/26/04 07/29/04 99.894 1.06 D64 08/27/04 07/23/04 99.877 1.23 D98 08/30/04 07/26/04 99.875 1.25 313312E22 08/31/04 09/23/03 98.866 11.34 E30 09/01/04 09/25/03 98.879 11.21 E48 09/02/04 01/05/04 99.217 7.83 E55 09/03/04 08/06/04 99.891 1.09 E97 09/07/04 01/08/04 99.231 7.69 313312F21 09/08/04 01/06/04 99.201 7.99 F39 09/09/04 08/09/04 99.875 1.25 F47 09/10/04 01/23/04 99.313 6.87 F70 09/13/04 01/12/04 99.265 7.35 F88 09/14/04 08/03/04 99.833 1.67 F96 09/15/04 12/15/03 99.083 9.17 313312G20 09/16/04 09/17/03 98.804 11.96 G38 09/17/04 10/29/03 98.893 11.07 G61 09/20/04 12/24/03 99.082 9.18 G79 09/21/04 08/17/04 99.855 1.45 G87 09/22/04 08/04/04 99.803 1.97 G95 09/23/04 06/23/04 99.640 3.60 Section III-E (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312H29 09/24/04 04/29/04 99.523 4.77 H52 09/27/04 10/27/03 98.796 12.04 H60 09/28/04 06/28/04 99.632 3.68 H78 09/29/04 08/19/04 99.829 1.71 H86 09/30/04 10/01/03 98.864 11.36 H94 10/01/04 11/17/03 98.901 10.99 313312J43 10/04/04 11/03/03 98.787 12.13 J50 10/05/04 09/13/04 99.902 0.98 J68 10/06/04 01/06/04 99.079 9.21 J76 10/07/04 03/08/04 99.385 6.15 J84 10/08/04 10/09/03 98.783 12.17 313312K41 10/12/04 01/14/04 99.161 8.39 K58 10/13/04 02/20/04 99.292 7.08 K66 10/14/04 09/16/04 99.869 1.31 K74 10/15/04 10/16/03 98.712 12.88 313312L24 10/18/04 01/20/04 99.146 8.54 L40 10/20/04 09/15/04 99.838 1.62 L65 10/22/04 11/26/03 98.777 12.23 L99 10/25/04 02/04/04 99.164 8.36 313312M23 10/26/04 11/26/03 98.762 12.38 M31 10/27/04 09/22/04 99.834 1.66 M56 10/29/04 11/19/03 98.773 12.27 M80 11/01/04 11/03/03 98.635 13.65 313312N22 11/03/04 09/14/04 99.769 2.31 N48 11/05/04 03/08/04 99.281 7.19 N89 11/09/04 01/06/04 98.922 10.78 N97 11/10/04 02/27/04 99.222 7.78 313312P38 11/12/04 01/12/04 99.026 9.74 P61 11/15/04 12/15/03 98.805 11.95 P79 11/16/04 09/20/04 99.726 2.74 P87 11/17/04 11/21/03 98.673 13.27 313312Q29 11/19/04 08/18/04 99.584 4.16 Q52 11/22/04 08/23/04 99.591 4.09 313312R44 11/29/04 08/27/04 99.564 4.36 R51 11/30/04 09/01/04 99.580 4.20 R69 12/01/04 09/01/04 99.573 4.27 R85 12/03/04 02/27/04 99.137 8.63 313312S43 12/07/04 08/31/04 99.540 4.60 S50 12/08/04 09/08/04 99.558 4.42 S76 12/10/04 01/12/04 98.918 10.82 313312T26 12/13/04 01/14/04 98.924 10.76 T34 12/14/04 12/15/03 98.662 13.38 T42 12/15/04 01/05/04 98.735 12.65 T67 12/17/04 12/23/03 98.680 13.20 T91 12/20/04 08/02/04 99.343 6.57 313312U24 12/21/04 03/24/04 99.192 8.08 U40 12/23/04 09/23/04 99.535 4.65 U99 12/28/04 07/12/04 99.225 7.75 Section III-F FEDERAL HOME LOAN MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2004 Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313396RG0 01/02/04 01/08/03 98.654 13.46 RK1 01/05/04 07/10/03 99.503 4.97 RL9 01/06/04 07/14/03 99.516 4.84 RM7 01/07/04 08/11/03 99.549 4.51 RN5 01/08/04 03/20/03 99.020 9.80 RP0 01/09/04 01/10/03 98.635 13.65 RS4 01/12/04 06/17/03 99.460 5.40 RT2 01/13/04 08/12/03 99.534 4.66 RU9 01/14/04 07/15/03 99.500 5.00 RV7 01/15/04 04/25/03 99.124 8.76 RW5 01/16/04 04/24/03 99.117 8.83 313396SA2 01/20/04 03/21/03 98.983 10.17 SB0 01/21/04 07/23/03 99.479 5.21 SC8 01/22/04 09/23/03 99.640 3.60 SD6 01/23/04 08/29/03 99.559 4.41 SG9 01/26/04 02/20/03 98.819 11.81 SH7 01/27/04 06/06/03 99.341 6.59 SJ3 01/28/04 04/21/03 99.068 9.32 SK0 01/29/04 01/29/03 98.672 13.28 SL8 01/30/04 02/05/03 98.744 12.56 SP9 02/02/04 06/24/03 99.436 5.64 SQ7 02/03/04 12/08/03 99.834 1.66 SR5 02/04/04 09/05/03 99.544 4.56 SS3 02/05/04 08/20/03 99.488 5.12 ST1 02/06/04 02/18/03 98.804 11.96 SW4 02/09/04 08/13/03 99.445 5.55 SX2 02/10/04 03/28/03 98.954 10.46 SY0 02/11/04 02/14/03 98.753 12.47 SZ7 02/12/04 03/21/03 98.888 11.12 313396TA1 02/13/04 02/19/03 98.773 12.27 TE3 02/17/04 04/07/03 99.008 9.92 TF0 02/18/04 09/05/03 99.502 4.98 TG8 02/19/04 07/17/03 99.397 6.03 TH6 02/20/04 03/31/03 98.931 10.69 TL7 02/23/04 04/11/03 99.011 9.89 TM5 02/24/04 12/29/03 99.837 1.63 TN3 02/25/04 10/29/03 99.650 3.50 TP8 02/26/04 02/26/03 98.702 12.98 TQ6 02/27/04 03/21/03 98.838 11.62 TT0 03/01/04 04/29/03 99.028 9.72 TU7 03/02/04 08/19/03 99.390 6.10 TV5 03/03/04 09/03/03 99.429 5.71 TW3 03/04/04 06/20/03 99.355 6.45 TX1 03/05/04 05/02/03 99.059 9.41 313396UA9 03/08/04 08/04/03 99.313 6.87 UB7 03/09/04 03/13/03 98.844 11.56 Section III-F (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- UC5 03/10/04 03/20/03 98.774 12.26 UD3 03/11/04 03/19/03 98.787 12.13 UE1 03/12/04 03/13/03 98.856 11.44 UH4 03/15/04 06/02/03 99.139 8.61 UJ0 03/16/04 09/08/03 99.425 5.75 UK7 03/17/04 06/27/03 99.281 7.19 UL5 03/18/04 08/18/03 99.331 6.69 UM3 03/19/04 04/15/03 98.842 11.58 UQ4 03/22/04 10/27/03 99.559 4.41 UR2 03/23/04 02/23/04 99.922 0.78 US0 03/24/04 04/28/03 98.906 10.94 UT8 03/25/04 03/26/03 98.702 12.98 UU5 03/26/04 03/31/03 98.877 11.23 UX9 03/29/04 09/08/03 99.385 6.15 UY7 03/30/04 08/11/03 99.278 7.22 UZ4 03/31/04 04/07/03 98.803 11.97 313396VA8 04/01/04 04/16/03 98.762 12.38 VB6 04/02/04 04/17/03 98.762 12.38 VE0 04/05/04 07/09/03 99.232 7.68 VF7 04/06/04 09/04/03 99.313 6.87 VG5 04/07/04 08/26/03 99.263 7.37 VH3 04/08/04 10/09/03 99.464 5.36 VJ9 04/09/04 04/29/03 98.895 11.05 VM2 04/12/04 08/12/03 99.227 7.73 VN0 04/13/04 11/10/03 99.513 4.87 VP5 04/14/04 08/26/03 99.246 7.54 VQ3 04/15/04 07/09/03 99.204 7.96 VR1 04/16/04 08/13/03 99.218 7.82 VU4 04/19/04 08/04/03 99.144 8.56 VV2 04/20/04 12/01/03 99.569 4.31 VW0 04/21/04 10/15/03 99.433 5.67 VX8 04/22/04 04/23/03 98.702 12.98 VY6 04/23/04 08/22/03 99.224 7.76 313396WB5 04/26/04 08/22/03 99.215 7.85 WC3 04/27/04 07/09/03 99.170 8.30 WD1 04/28/04 11/04/03 99.467 5.33 WE9 04/29/04 12/18/03 99.612 3.88 WF6 04/30/04 07/02/03 99.167 8.33 WJ8 05/03/04 07/25/03 99.159 8.41 WK5 05/04/04 08/11/03 99.147 8.53 WL3 05/05/04 09/12/03 99.272 7.28 WM1 05/06/04 07/23/03 99.144 8.56 WN9 05/07/04 07/21/03 99.143 8.57 WR0 05/10/04 05/16/03 98.850 11.50 WS8 05/11/04 02/09/04 99.742 2.58 WT6 05/12/04 05/15/03 98.830 11.70 Section III-F (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- WU3 05/13/04 07/24/03 99.126 8.74 WV1 05/14/04 06/13/03 99.113 8.87 WY5 05/17/04 10/20/03 99.318 6.82 WZ2 05/18/04 01/14/04 99.656 3.44 313396XA6 05/19/04 07/24/03 99.108 8.92 XB4 05/20/04 05/21/03 98.854 11.46 XC2 05/21/04 07/25/03 99.105 8.95 XF5 05/24/04 12/11/03 99.505 4.95 XG3 05/25/04 12/10/03 99.504 4.96 XH1 05/26/04 08/04/03 98.989 10.11 XJ7 05/27/04 01/14/04 99.632 3.68 XK4 05/28/04 06/16/03 99.075 9.25 XP3 06/01/04 06/24/03 99.133 8.67 XQ1 06/02/04 06/05/03 98.941 10.59 XR9 06/03/04 07/23/03 99.043 9.57 XS7 06/04/04 07/01/03 99.021 9.79 XV0 06/07/04 08/06/03 98.938 10.62 XW8 06/08/04 03/08/04 99.750 2.50 XX6 06/09/04 08/06/03 98.931 10.69 XY4 06/10/04 07/08/03 99.033 9.67 XZ1 06/11/04 06/25/03 99.110 8.90 313396YC1 06/14/04 07/02/03 98.985 10.15 YD9 06/15/04 07/08/03 99.019 9.81 YE7 06/16/04 06/24/03 99.095 9.05 YF4 06/17/04 06/18/03 98.986 10.14 YG2 06/18/04 01/07/04 99.525 4.75 YK3 06/21/04 06/27/03 98.950 10.50 YL1 06/22/04 06/27/03 98.947 10.53 YM9 06/23/04 01/22/04 99.575 4.25 YN7 06/24/04 09/05/03 99.007 9.93 YP2 06/25/04 06/26/03 98.966 10.34 YS6 06/28/04 09/25/03 99.146 8.54 YT4 06/29/04 09/10/03 99.064 9.36 YU1 06/30/04 07/01/03 98.951 10.49 YV9 07/01/04 07/30/03 98.952 10.48 YW7 07/02/04 07/09/03 98.963 10.37 313396ZA4 07/06/04 07/11/03 98.937 10.63 ZB2 07/07/04 09/05/03 98.980 10.20 ZC0 07/08/04 08/28/03 98.863 11.37 ZD8 07/09/04 07/24/03 98.898 11.02 ZG1 07/12/04 08/20/03 98.883 11.17 ZH9 07/13/04 01/13/04 99.474 5.26 ZJ5 07/14/04 02/09/04 99.554 4.46 ZK2 07/15/04 07/16/03 98.895 11.05 ZL0 07/16/04 03/01/04 99.619 3.81 ZP1 07/19/04 07/31/03 98.850 11.50 Section III-F (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- ZQ9 07/20/04 12/04/03 99.224 7.76 ZR7 07/21/04 11/21/03 99.210 7.90 ZS5 07/22/04 03/08/04 99.630 3.70 ZT3 07/23/04 06/02/04 99.857 1.43 ZW6 07/26/04 02/11/04 99.525 4.75 ZX4 07/27/04 08/29/03 98.844 11.56 ZY2 07/28/04 12/12/03 99.294 7.06 ZZ9 07/29/04 07/30/03 98.814 11.86 313396A29 07/30/04 07/31/03 98.814 11.86 A52 08/02/04 08/21/03 98.795 12.05 A60 08/03/04 11/13/03 99.083 9.17 A78 08/04/04 03/18/04 99.622 3.78 A86 08/05/04 06/09/04 99.816 1.84 A94 08/06/04 08/21/03 98.791 12.09 313396B44 08/09/04 08/25/03 98.707 12.93 B51 08/10/04 02/10/04 99.449 5.51 B69 08/11/04 03/25/04 99.606 3.94 B77 08/12/04 08/13/03 98.672 13.28 B85 08/13/04 01/08/04 99.328 6.72 313396C35 08/16/04 09/10/03 98.873 11.27 C43 08/17/04 02/17/04 99.469 5.31 C50 08/18/04 09/17/03 98.908 10.92 C68 08/19/04 09/23/03 98.897 11.03 C76 08/20/04 10/22/03 98.940 10.60 313396D26 08/23/04 11/14/03 98.994 10.06 D34 08/24/04 02/24/04 99.469 5.31 D42 08/25/04 01/05/04 99.275 7.25 D59 08/26/04 08/28/03 98.635 13.65 D67 08/27/04 11/19/03 99.060 9.40 D91 08/30/04 10/16/03 98.928 10.72 313396E25 08/31/04 09/03/03 98.619 13.81 E33 09/01/04 11/14/03 98.994 10.06 E41 09/02/04 06/29/04 99.756 2.44 E58 09/03/04 08/26/04 99.969 0.31 E90 09/07/04 03/09/04 99.484 5.16 313396F24 09/08/04 12/03/03 98.981 10.19 F32 09/09/04 09/10/03 98.712 12.88 F40 09/10/04 05/07/04 99.622 3.78 F73 09/13/04 01/16/04 99.290 7.10 F81 09/14/04 03/16/04 99.474 5.26 F99 09/15/04 12/03/03 98.940 10.60 313396G23 09/16/04 09/15/04 99.996 0.04 G31 09/17/04 01/21/04 99.287 7.13 G64 09/20/04 11/18/03 98.934 10.66 G72 09/21/04 11/24/03 98.951 10.49 G80 09/22/04 02/03/04 99.298 7.02 Section III-F (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- G98 09/23/04 02/03/04 99.295 7.05 313396H22 09/24/04 09/30/03 98.820 11.80 H55 09/27/04 11/26/03 98.912 10.88 H63 09/28/04 03/30/04 99.469 5.31 H71 09/29/04 11/06/03 98.834 11.66 H89 09/30/04 10/27/03 98.795 12.05 H97 10/01/04 11/24/03 98.934 10.66 313396J46 10/04/04 10/21/03 98.691 13.09 J53 10/05/04 04/06/04 99.449 5.51 J61 10/06/04 08/06/04 99.756 2.44 J79 10/07/04 10/08/03 98.753 12.47 J87 10/08/04 01/30/04 99.223 7.77 313396K44 10/12/04 02/17/04 99.299 7.01 K51 10/13/04 01/12/04 99.167 8.33 K69 10/14/04 10/21/03 98.654 13.46 K77 10/15/04 10/21/03 98.650 13.50 313396L27 10/18/04 12/10/03 98.887 11.13 L35 10/19/04 03/30/04 99.414 5.86 L43 10/20/04 02/05/04 99.190 8.10 L50 10/21/04 03/10/04 99.363 6.37 L68 10/22/04 10/27/03 98.676 13.24 L92 10/25/04 12/10/03 98.862 11.38 313396M26 10/26/04 02/02/04 99.147 8.53 M34 10/27/04 06/15/04 99.442 5.58 M42 10/28/04 02/05/04 99.165 8.35 M59 10/29/04 11/20/03 98.758 12.42 M83 11/01/04 01/13/04 99.088 9.12 M91 11/02/04 05/04/04 99.363 6.37 313396N25 11/03/04 01/14/04 99.094 9.06 N33 11/04/04 11/05/03 98.591 14.09 N41 11/05/04 06/29/04 99.441 5.59 N74 11/08/04 04/05/04 99.313 6.87 N82 11/09/04 05/11/04 99.287 7.13 N90 11/10/04 11/26/03 98.717 12.83 313396P31 11/12/04 01/15/04 99.069 9.31 P64 11/15/04 01/16/04 99.063 9.37 P72 11/16/04 05/18/04 99.282 7.18 P80 11/17/04 02/06/04 99.085 9.15 P98 11/18/04 06/22/04 99.330 6.70 313396Q22 11/19/04 03/31/04 99.314 6.86 Q55 11/22/04 04/07/04 99.281 7.19 Q63 11/23/04 05/25/04 99.267 7.33 Q71 11/24/04 02/06/04 99.059 9.41 Q97 11/26/04 04/23/04 99.259 7.41 313396R47 11/29/04 01/23/04 99.032 9.68 R54 11/30/04 03/01/04 99.170 8.30 Section III-F (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- R62 12/01/04 12/19/03 98.763 12.37 R70 12/02/04 12/03/03 98.479 15.21 R88 12/03/04 01/28/04 99.010 9.90 313396S38 12/06/04 02/12/04 99.056 9.44 S46 12/07/04 06/08/04 99.181 8.19 S53 12/08/04 04/27/04 99.219 7.81 S61 12/09/04 07/08/04 99.311 6.89 S79 12/10/04 12/12/03 98.696 13.04 313396T29 12/13/04 02/18/04 99.078 9.22 T37 12/14/04 06/15/04 99.110 8.90 T45 12/15/04 02/13/04 99.040 9.60 T52 12/16/04 04/21/04 99.157 8.43 T60 12/17/04 01/12/04 98.933 10.67 T94 12/20/04 01/26/04 98.940 10.60 313396U27 12/21/04 06/22/04 99.115 8.85 U35 12/22/04 01/22/04 98.939 10.61 U43 12/23/04 02/11/04 98.964 10.36 U84 12/27/04 01/28/04 98.905 10.95 U92 12/28/04 03/15/04 99.144 8.56 313396V26 12/29/04 04/06/04 99.117 8.83 V34 12/30/04 12/31/03 98.631 13.69 V42 12/31/04 05/28/04 99.126 8.74 Section III-G FEDERAL AGRICULTURAL MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2004 Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KRG7 01/02/04 12/05/03 99.916 0.84 RK8 01/05/04 09/30/03 99.704 2.96 RL6 01/06/04 10/02/03 99.712 2.88 RM4 01/07/04 12/08/03 99.910 0.90 RN2 01/08/04 09/29/03 99.691 3.09 RP7 01/09/04 10/01/03 99.697 3.03 RS1 01/12/04 10/10/03 99.718 2.82 RT9 01/13/04 08/21/03 99.557 4.43 RU6 01/14/04 10/14/03 99.721 2.79 RV4 01/15/04 01/14/04 99.997 0.03 RW2 01/16/04 01/15/04 99.997 0.03 31315KSA9 01/20/04 10/15/03 99.709 2.91 SB7 01/21/04 10/15/03 99.701 2.99 SC5 01/22/04 12/22/03 99.910 0.90 SD3 01/23/04 01/22/04 99.997 0.03 SG6 01/26/04 12/23/03 99.901 0.99 SH4 01/27/04 10/29/03 99.725 2.75 SJ0 01/28/04 01/27/04 99.997 0.03 SK7 01/29/04 10/30/03 99.719 2.81 SL5 01/30/04 01/29/04 99.997 0.03 SP6 02/02/04 10/06/03 99.651 3.49 SQ4 02/03/04 02/02/04 99.997 0.03 SR2 02/04/04 10/28/03 99.727 2.73 SS0 02/05/04 02/04/04 99.997 0.03 ST8 02/06/04 02/05/04 99.997 0.03 SW1 02/09/04 02/06/04 99.992 0.08 SX9 02/10/04 02/09/04 99.997 0.03 SY7 02/11/04 02/10/04 99.997 0.03 SZ4 02/12/04 11/13/03 99.795 2.05 31315KTA8 02/13/04 11/17/03 99.804 1.96 TE0 02/17/04 02/13/04 99.989 0.11 TF7 02/18/04 02/17/04 99.997 0.03 TG5 02/19/04 02/18/04 99.997 0.03 TH3 02/20/04 11/20/03 99.826 1.74 TL4 02/23/04 02/20/04 99.992 0.08 TM2 02/24/04 01/22/04 99.908 0.92 TN0 02/25/04 02/24/04 99.997 0.03 TP5 02/26/04 11/24/03 99.840 1.60 TQ3 02/27/04 12/11/03 99.870 1.30 TT7 03/01/04 02/27/04 99.992 0.08 TU4 03/02/04 03/01/04 99.997 0.03 TV2 03/03/04 03/02/04 99.997 0.03 TW0 03/04/04 03/03/04 99.997 0.03 TX8 03/05/04 03/04/04 99.997 0.03 31315KUA6 03/08/04 03/05/04 99.992 0.08 UB4 03/09/04 03/08/04 99.997 0.03 UC2 03/10/04 03/09/04 99.997 0.03 Section III-G (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- UD0 03/11/04 03/10/04 99.997 0.03 UE8 03/12/04 12/04/03 99.866 1.34 UH1 03/15/04 03/03/04 99.966 0.34 UJ7 03/16/04 09/11/03 99.768 2.32 UK4 03/17/04 03/16/04 99.997 0.03 UL2 03/18/04 12/18/03 99.890 1.10 UM0 03/19/04 03/18/04 99.997 0.03 UQ1 03/22/04 03/19/04 99.992 0.08 UR9 03/23/04 02/20/04 99.912 0.88 US7 03/24/04 03/23/04 99.997 0.03 UT5 03/25/04 02/24/04 99.918 0.82 UU2 03/26/04 12/30/03 99.906 0.94 UX6 03/29/04 12/29/03 99.905 0.95 UY4 03/30/04 12/22/03 99.897 1.03 UZ1 03/31/04 03/30/04 99.997 0.03 31315KVA5 04/01/04 03/31/04 99.997 0.03 VB3 04/02/04 04/01/04 99.997 0.03 VE7 04/05/04 03/25/04 99.970 0.30 VF4 04/06/04 01/05/04 99.727 2.73 VG2 04/07/04 01/06/04 99.727 2.73 VH0 04/08/04 04/07/04 99.997 0.03 VJ6 04/09/04 01/09/04 99.735 2.65 VM9 04/12/04 01/09/04 99.723 2.77 VN7 04/13/04 01/15/04 99.753 2.47 VP2 04/14/04 01/14/04 99.737 2.63 VQ0 04/15/04 04/14/04 99.997 0.03 VR8 04/16/04 04/15/04 99.997 0.03 VU1 04/19/04 04/16/04 99.992 0.08 VV9 04/20/04 01/20/04 99.740 2.60 VW7 04/21/04 04/20/04 99.997 0.03 VX5 04/22/04 03/23/04 99.917 0.83 VY3 04/23/04 04/22/04 99.997 0.03 31315KWB2 04/26/04 03/25/04 99.911 0.89 WC0 04/27/04 01/27/04 99.735 2.65 WD8 04/28/04 04/27/04 99.997 0.03 WE6 04/29/04 02/02/04 99.749 2.51 WF3 04/30/04 04/29/04 99.997 0.03 WJ5 05/03/04 04/30/04 99.992 0.08 WK2 05/04/04 02/04/04 99.740 2.60 WL0 05/05/04 05/04/04 99.997 0.03 WM8 05/06/04 12/05/03 99.882 1.18 WN6 05/07/04 05/06/04 99.997 0.03 WR7 05/10/04 02/10/04 99.740 2.60 WS5 05/11/04 05/10/04 99.997 0.03 WT3 05/12/04 05/11/04 99.997 0.03 WU0 05/13/04 04/20/04 99.935 0.65 WV8 05/14/04 04/15/04 99.917 0.83 Section III-G (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- WY2 05/17/04 05/14/04 99.992 0.08 WZ9 05/18/04 04/22/04 99.929 0.71 31315KXA3 05/19/04 05/18/04 99.997 0.03 XB1 05/20/04 05/19/04 99.997 0.03 XC9 05/21/04 04/21/04 99.915 0.85 XF2 05/24/04 04/26/04 99.925 0.75 XG0 05/25/04 05/24/04 99.997 0.03 XH8 05/26/04 05/25/04 99.997 0.03 XJ4 05/27/04 02/18/04 99.711 2.89 XK1 05/28/04 02/27/04 99.745 2.55 XP0 06/01/04 05/28/04 99.990 0.10 XQ8 06/02/04 06/01/04 99.997 0.03 XR6 06/03/04 06/02/04 99.997 0.03 XS4 06/04/04 06/03/04 99.997 0.03 XV7 06/07/04 06/04/04 99.992 0.08 XW5 06/08/04 06/07/04 99.997 0.03 XX3 06/09/04 06/08/04 99.997 0.03 XY1 06/10/04 06/09/04 99.997 0.03 XZ8 06/11/04 03/12/04 99.740 2.60 31315KYC8 06/14/04 06/10/04 99.990 0.10 YD6 06/15/04 06/16/03 99.811 1.89 YE4 06/16/04 06/15/04 99.997 0.03 YF1 06/17/04 03/18/04 99.745 2.55 YG9 06/18/04 05/18/04 99.912 0.88 YK0 06/21/04 06/18/04 99.992 0.08 YL8 06/22/04 06/21/04 99.997 0.03 YM6 06/23/04 05/24/04 99.915 0.85 YN4 06/24/04 03/26/04 99.745 2.55 YP9 06/25/04 06/24/04 99.997 0.03 YS3 06/28/04 03/29/04 99.737 2.63 YT1 06/29/04 04/07/04 99.758 2.42 YU8 06/30/04 06/29/04 99.997 0.03 YV6 07/01/04 06/15/04 99.951 0.49 YW4 07/02/04 07/01/04 99.996 0.04 31315KZA1 07/06/04 04/05/04 99.732 2.68 ZB9 07/07/04 07/06/04 99.997 0.03 ZC7 07/08/04 04/06/04 99.731 2.69 ZD5 07/09/04 07/08/04 99.997 0.03 ZG8 07/12/04 04/12/04 99.735 2.65 ZH6 07/13/04 04/14/04 99.730 2.70 ZJ2 07/14/04 04/20/04 99.752 2.48 ZK9 07/15/04 01/15/04 99.474 5.26 ZL7 07/16/04 07/15/04 99.997 0.03 ZP8 07/19/04 07/16/04 99.990 0.10 ZQ6 07/20/04 04/20/04 99.737 2.63 ZR4 07/21/04 07/20/04 99.997 0.03 ZS2 07/22/04 07/21/04 99.997 0.03 Section III-G (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- ZT0 07/23/04 06/23/04 99.900 1.00 ZW3 07/26/04 07/23/04 99.990 0.10 ZX1 07/27/04 04/27/04 99.730 2.70 ZY9 07/28/04 06/29/04 99.895 1.05 ZZ6 07/29/04 04/29/04 99.732 2.68 31315KA26 07/30/04 05/06/04 99.747 2.53 A59 08/02/04 05/04/04 99.733 2.67 A67 08/03/04 05/21/04 99.760 2.40 A75 08/04/04 05/06/04 99.730 2.70 A83 08/05/04 08/04/04 99.997 0.03 A91 08/06/04 08/05/04 99.996 0.04 31315KB41 08/09/04 05/11/04 99.710 2.90 B58 08/10/04 08/09/04 99.996 0.04 B66 08/11/04 08/10/04 99.996 0.04 B74 08/12/04 07/13/04 99.896 1.04 B82 08/13/04 08/12/04 99.996 0.04 31315KC32 08/16/04 08/13/04 99.988 0.12 C40 08/17/04 08/16/04 99.996 0.04 C57 08/18/04 07/16/04 99.885 1.15 C65 08/19/04 07/08/04 99.851 1.49 C73 08/20/04 05/21/04 99.702 2.98 31315KD23 08/23/04 07/23/04 99.887 1.13 D31 08/24/04 07/13/04 99.850 1.50 D49 08/25/04 09/03/03 99.818 1.82 D56 08/26/04 08/25/04 99.996 0.04 D64 08/27/04 08/26/04 99.996 0.04 D98 08/30/04 05/28/04 99.684 3.16 31315KE22 08/31/04 08/30/04 99.996 0.04 E30 09/01/04 08/31/04 99.996 0.04 E48 09/02/04 09/01/04 99.996 0.04 E55 09/03/04 09/02/04 99.996 0.04 E97 09/07/04 09/03/04 99.984 0.16 31315KF21 09/08/04 09/07/04 99.996 0.04 F39 09/09/04 09/08/04 99.996 0.04 F47 09/10/04 08/09/04 99.865 1.35 F70 09/13/04 06/15/04 99.630 3.70 F88 09/14/04 06/17/04 99.639 3.61 F96 09/15/04 06/15/04 99.622 3.78 31315KG20 09/16/04 08/16/04 99.870 1.30 G38 09/17/04 06/17/04 99.627 3.73 G61 09/20/04 09/17/04 99.988 0.12 G79 09/21/04 09/20/04 99.996 0.04 G87 09/22/04 07/20/04 99.749 2.51 G95 09/23/04 08/23/04 99.868 1.32 31315KH29 09/24/04 09/23/04 99.995 0.05 H52 09/27/04 06/25/04 99.616 3.84 H60 09/28/04 06/24/04 99.608 3.92 Section III-G (continued) Discount to be Issue Price Reported as 2004 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- H78 09/29/04 06/28/04 99.607 3.93 H86 09/30/04 08/23/04 99.839 1.61 H94 10/01/04 07/06/04 99.640 3.60 31315KJ43 10/04/04 07/08/04 99.633 3.67 J50 10/05/04 09/02/04 99.853 1.47 J68 10/06/04 07/08/04 99.628 3.72 J76 10/07/04 08/13/04 99.760 2.40 31315KK41 10/12/04 07/12/04 99.614 3.86 K58 10/13/04 07/13/04 99.614 3.86 K74 10/15/04 09/16/04 99.861 1.39 31315KL24 10/18/04 09/16/04 99.846 1.54 L32 10/19/04 07/21/04 99.610 3.90 L40 10/20/04 07/20/04 99.606 3.94 L65 10/22/04 09/23/04 99.857 1.43 L99 10/25/04 09/23/04 99.843 1.57 31315KM31 10/27/04 07/29/04 99.595 4.05 M49 10/28/04 07/27/04 99.587 4.13 M98 11/02/04 08/02/04 99.583 4.17 31315KN89 11/09/04 09/13/04 99.723 2.77 31315KQ52 11/22/04 08/20/04 99.569 4.31 Q78 11/24/04 08/30/04 99.589 4.11 31315KR77 12/02/04 09/14/04 99.609 3.91 R85 12/03/04 12/03/03 99.855 1.45 31315KS68 12/09/04 09/10/04 99.550 4.50 31315KT26 12/13/04 09/14/04 99.545 4.55 T42 12/15/04 09/15/04 99.537 4.63 31315KU81 12/27/04 09/28/04 99.528 4.72 U99 12/28/04 09/28/04 99.522 4.78 31315KV23 12/29/04 09/28/04 99.517 4.83 V31 12/30/04 12/30/03 99.881 1.19