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 2003 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    2003 2nd   2004 2nd       ---------------          
Name of Issuer               CUSIP No.     Date       Date       Amount)      Rate       1/1/03      Period     2004 1st    Period        2003       2004          
______________               _________   ________   ________   ___________   _______   _________    ________    ________   ________      ______     ______         
                                                                                                                                                                   
Allied Corp.                 019087AY1   08/15/84   08/01/03       9.412      0.000      837.52     0.322445                             68.36                     
                             019087AZ8   08/15/84   08/01/05       7.675      0.000      653.38     0.248276    0.279853   0.317176      95.01     107.61          
                             019087BA2   08/15/84   08/01/07       6.113      0.000      512.37     0.193794    0.218277   0.247201      74.14      83.91          
                             019087BB0   08/03/84   08/01/09       6.136      0.000      418.94     0.148210    0.165267   0.185297      56.67      63.51          
Beker Industries Corp.       077266AB0   06/29/83   07/01/03      87.719     15.875      113.08     0.053628    0.063210                  9.73                     
Caterpillar Tractor Co.      149123AP6   05/05/82   05/01/07*     42.369      6.000      476.48     0.063143                             14.33*                    
Corning Glass Works          219327AC7   03/12/82   03/15/07      48.034      7.000      432.27     0.057721    0.057721                 20.78      20.78          
Empire Incorporated          291737AB0   06/07/83   12/31/07      59.000      9.000      192.78     0.080255    0.092499   0.107195      31.84      36.91          
Federal National                                                                                                                                                   
  Mortgage Association       313586QR3   07/05/84   07/05/14       3.625      0.000      244.34     0.084982    0.094659   0.106017      32.76      36.69          
                             313586RC5   10/09/84   10/09/19       3.200      0.000      160.37     0.053200    0.058537   0.064764      19.87      21.95          
Fruit of the Loom, Inc.      359416AH7   03/18/81   03/15/11      52.750      7.000      343.31     0.043135    0.043135                 15.74      15.79          
General Foods Corp.          369856AF6   06/23/81   06/15/11      51.624      7.000      347.37     0.044183    0.044183                 16.13      16.17          
General Motors                                                                                                                                                     
  Acceptance Corporation     370424CF8   04/01/81   04/01/11      44.510      6.000      402.36     0.050643    0.050643                 18.48      18.54          
ITT Corporation              450680AM5   05/06/81   05/01/11      41.890      6.500      419.70     0.053059    0.053059                 19.37      19.42          
ITT Corporation              460470AM9   07/01/81   07/01/11      50.218      7.500      356.84     0.045434    0.045434                 16.58      16.63          
K Mart Corp.                 482584AC3   01/17/83   01/01/08*     51.600      6.000      258.49     0.086494    0.097135                 11.97*                    
Kerr-McGee Corp.             492386AD9   11/17/81   11/01/11      49.950      7.000      352.93     0.045745    0.045745                 16.70      16.74          
Kroger Co.                   501044AJ0   03/30/83   04/01/03      53.150      6.000      454.33     0.157021    0.176086                 14.17                     
Manor Care, Inc.             564054AB0   05/19/83   05/15/03      89.595     11.375       99.27     0.035671                              4.78                     
Midland-Ross Inc.            597715AC5   02/18/82   02/15/07*     37.570      6.000      521.30     0.068394                             19.08*                    
Penney, J.C., Co.            708160AH9   04/16/81   05/01/06      42.060      6.000      502.37     0.063350    0.063350                 23.12      23.19          
Pepsico Capital                                                                                                                                                    
  Resources                  713440AS4   04/14/82   04/01/03       6.594      0.000      923.08     0.121988                             10.98                     
                             713440AT2   04/14/82   04/01/04       5.912      0.000      887.40     0.117273    0.117273                 42.80      10.67          
                             713440AU9   04/14/82   04/01/05       5.311      0.000      854.21     0.112886    0.112886                 41.20      41.32          
                             713440AV7   04/14/82   04/01/06       4.780      0.000      823.18     0.108786    0.108786                 39.71      39.82          
                             713440AW5   04/14/82   04/01/07       4.310      0.000      794.13     0.104946    0.104946                 38.31      38.41          
                             713440AX3   04/14/82   04/01/08       3.894      0.000      766.80     0.101335    0.101335                 36.99      37.09          
                             713440AY1   04/14/82   04/01/09       3.525      0.000      741.22     0.097954    0.097954                 35.75      35.85          
                             713440AZ8   04/14/82   04/01/10       3.196      0.000      717.17     0.094776    0.094776                 34.59      34.69          
                             713440BA2   04/14/82   04/01/11       2.904      0.000      694.51     0.091782    0.091782                 33.50      33.59          
                             713440BB0   04/14/82   04/01/12       2.643      0.000      673.09     0.088951    0.088951                 32.47      32.56          
Petro-Lewis Corp.            716451AH2   08/12/81   08/15/03      69.834     12.625      293.18     0.037529                              8.48                     
-----------------------------                                                                                                                                      
*  Called in 2003; 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    2003 2nd   2004 2nd       ---------------          
Name of Issuer               CUSIP No.     Date       Date       Amount)      Rate       1/1/03      Period     2004 1st    Period        2003       2004          
______________               _________   ________   ________   ___________   _______   _________    ________    ________   ________      ______     ______         
                                                                                                                                                                   
Rapid-American Corp.         753329AX9   03/01/84   03/01/03       7.645      0.000      903.09     0.346754                             20.46                     
                             753329AY7   03/01/84   03/01/04       6.678      0.000      788.79     0.302859    0.345796                123.68      20.75          
                             753329AZ4   03/01/84   03/01/05       5.832      0.000      688.96     0.264538    0.302044   0.346760     108.03     124.23          
                             753329BA8   03/01/84   03/01/06       5.094      0.000      601.76     0.231055    0.263813   0.302869      94.36     108.51          
                             753329BB6   03/01/84   03/01/07       4.449      0.000      525.59     0.201813    0.230426   0.264540      82.42      94.77          
Student Loan Marketing                                                                                                                                             
  Association                863871AL3   08/15/84   05/15/14       3.900      0.000      250.70     0.087578    0.097399   0.108916      33.33      37.25          
                             863871AM1   10/03/84   10/03/22       2.734      0.000      126.75     0.040940    0.044884   0.049479      15.30      16.84          
Tennessee Gas Pipeline                                                                                                                                             
  formerly Tenneco, Inc.     880451AJ8   12/15/81   12/15/11      40.783      6.000      415.40     0.054831    0.054831                 19.74      19.74          
Transamerica Financial                                                                                                                                             
  Corp.                      893502AH7   03/19/81   03/15/11      48.067      6.500      377.32     0.047414    0.047414                 17.31      17.35          
                             893502AM6   08/18/82   09/01/07       3.816      0.000      782.62     0.105177    0.105177                 38.39      38.49          
                             893502AN4   08/18/82   03/01/10       2.753      0.000      719.51     0.096696    0.096696                 35.29      35.39          
                             893502AP9   08/18/82   09/01/12       1.986      0.000      664.71     0.089331    0.089331                 32.61      32.70           


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 2003 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
ABC NACO, Inc.             000752AA3  09/01/00  01/15/04     74.000     10.500    160.16    0.229563   0.254547   0.282251                          95.89     3.95     
                           000752AB1  09/01/00  12/31/04     75.000     10.500    110.21    0.168454   0.184677   0.202461   0.221958               63.60    76.19     
ABN Amro Bank N.V.         00079FBH4  07/16/03  01/16/14    100.000      0.000                                    0.114650   0.117016  0.119431     18.92    42.49     
                           00079FBM3  08/13/03  11/13/13    100.000      0.000                         0.119802   0.121094   0.123706  0.126373     16.59    44.32     
                           00079FBR2  09/10/03  09/10/13    100.000      0.000                                    0.139445   0.142945  0.146533     15.48    51.62     
                           00079FBX9  10/08/03  10/08/13    100.000      0.000                                    0.143334   0.147032  0.150826     11.90    52.89     
ADT Operations, Inc.       000945AC9  07/06/95  07/06/10     38.309      0.000    235.31    0.108235   0.111753   0.115385   0.119135  0.123007     40.85    43.55     
APP Finance VI                                                                                                                                                         
  Mauritius Limited        00202NAA3  11/18/97  11/18/12     20.424      0.000    147.08    0.104767   0.110464   0.116470   0.122803  0.129481     39.24    43.63     
APP Finance VII                                                                                                                                                        
  Mauritius Limited        00202PAA8  04/30/98  04/30/03    100.000      3.500              0.376814                                                44.84              
                           00202PAB6  04/30/98  04/30/03    100.000      3.500              0.376814                                                44.84              
                           00202PAC4  04/30/98  04/30/03    100.000      3.500              0.376814                                                44.84              
Abraxa Petroleum Corp.     003830AD8  01/23/03  05/01/07     36.250     VARIES              0.394705   0.422446   0.475522   0.535266  0.602516    135.31   177.38     
                           003830AE6  01/23/03  05/01/07     36.250     VARIES              0.394705   0.422446   0.475522   0.535266  0.602516    135.31   177.38     
                           003830AF3  01/23/03  05/01/07     36.250     VARIES              0.394705   0.422446   0.475522   0.535266  0.602516    135.31   177.38     
ACME Metals, Inc.          004724AB6  08/11/94  08/01/04     67.821     VARIES              0.374971   0.374969   0.374966   0.374964              134.99    78.74     
Community Unit School                                                                                                                                                  
  District No. 1           005770BQ4  06/03/03  02/01/07    104.499     VARIES                         0.096710   0.097229   0.098849  0.095340     20.19    35.01     
                           005770BR2  06/03/03  02/01/08    103.613     VARIES                         0.108883   0.109547   0.111619  0.107876     22.75    39.56     
Adelphia Communications    006848AK1  02/22/94  02/15/04    100.000     VARIES              0.263888   0.263888   0.263888                          95.00    11.61     
                           006848BK0  10/25/01  11/01/06     97.161     10.250      5.41    0.013599   0.014347   0.015136   0.015969  0.016847      5.12     5.70     
Advance Holding Corp.      007451AB3  04/15/98  04/15/09*    53.586     VARIES              0.336009                                                34.94*             
Advanta Bank Corporation   00761HAR2  02/25/03  02/21/06     98.000     VARIES                         0.016132   0.018933   0.018999  0.019075      5.30     6.85     
Advanced Medical Optics    00763MAD0  06/24/03  04/15/23    100.000     VARIES                         0.221971   0.225140   0.230400  0.237171     42.64    84.30     
                           00763MAE8  06/24/03  04/15/23    100.000     VARIES                         0.221971   0.225140   0.230400  0.237171     42.64    84.30     
Agilent Technologies       00846UAA9  11/27/01  12/01/21    100.000     VARIES              0.257501   0.265120   0.273073   0.281374  0.290038     94.54   100.31     
                           00846UAB7  11/27/01  12/01/21    100.000     VARIES              0.257501   0.265120   0.273073   0.281374  0.290038     94.54   100.31     
Airgate PCS, Inc.          009367AA1  09/30/99  10/01/09     48.370     VARIES              0.293335   0.314434   0.337051   0.361294  0.387281    113.33   130.22     
                           009367AB9  09/30/99  10/01/09     48.370     VARIES              0.293335   0.314434   0.337051   0.361294  0.387281    113.33   130.22     
Aladdin Gaming Holdings    010714AC7  02/26/98  03/01/10     45.168     VARIES              0.361254   0.382106   0.387466   0.384489  0.392211    138.89   141.84     
Alameda, CA                010781AQ5  03/14/02  02/01/12     97.458      7.625      1.41    0.004970   0.005169   0.005376   0.005591  0.005815      1.89     2.04     
                           010781AW2  03/14/02  02/01/10     97.388      7.500      1.98    0.007001   0.007280   0.007569   0.007870  0.008183      2.66     2.87     
Alamosa Delaware, Inc.     011593AA8  02/08/00  02/15/10     53.456     VARIES              0.261797   0.278649   0.296586   0.315678  0.335998    102.01   115.57     
Alaris Medical, Inc.       011637AC9  07/28/98  08/01/08     58.144     VARIES              0.277317   0.292742   0.309026   0.309026  0.309026    107.37   111.25     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Alaska Communications                                                                                                                                                  
  Systems Holdings, Inc.   011679AD9  08/26/03  08/15/11     96.687      9.875                                    0.007665   0.008043  0.008466       .96     2.94     
                           011679AE7  08/26/03  08/15/11     96.687      9.875                                    0.007665   0.008043  0.008466       .96     2.94     
                           011679AF4  08/26/03  08/15/11     96.687      9.875                                    0.007665   0.008043  0.008466       .96     2.94     
Algoma Steel, Inc.         01566MAA3  07/12/95  07/15/05     90.154     12.375     59.64    0.034484   0.036942   0.039574   0.042394  0.045415     13.70    15.72     
Alleghany Corporation      017176AA6  07/16/86  03/01/04     25.599      0.000    658.19    0.193861   0.198215   0.208289                          73.32    12.50     
Allergan, Inc.             018490AD4  11/06/02  11/06/22     77.941      0.000      1.49    0.027062   0.027232   0.027402   0.027573  0.027745      9.79     9.91     
                           018490AE2  11/06/02  11/06/22     77.941      0.000      1.49    0.027062   0.027232   0.027402   0.027573  0.027745      9.79     9.91     
Allete Capital I           01853P209  03/20/96  12/31/15    100.000      8.050              0.223611   0.223611   0.223611   0.223611  0.223611     80.50    80.50     
Alliant Energy Resources   018803205  02/15/00  02/15/30    100.000     VARIES              0.283217   0.287137   0.297566   0.308494  0.319946    104.62   112.13     
                           018803304  02/15/00  02/15/30    100.000     VARIES              0.283217   0.287137   0.297566   0.308494  0.319946    104.62   112.13     
                           018803403  02/15/00  02/15/30    100.000     VARIES              0.283217   0.287137   0.297566   0.308494  0.319946    104.62   112.13     
Alltel Corporation         020039798  05/06/02  05/17/07    100.000     VARIES              0.199461   0.200395   0.201362   0.202364  0.203401     72.06    72.76     
                           020039822  05/06/02  05/17/07    100.000     VARIES              0.199461   0.200395   0.201362   0.202364  0.203401     72.06    72.76     
Alpharma, Inc.             020813AC5  06/02/99  06/01/06    100.000      3.000              0.136412   0.141102   0.145954   0.150972  0.156163     50.24    53.75     
                           020813AD3  06/02/99  06/01/06    100.000      3.000              0.136412   0.141102   0.145954   0.150972  0.156163     50.24    53.75     
                           020813AE1  06/02/99  06/01/06    100.000      3.000              0.136412   0.141102   0.145954   0.150972  0.156163     50.24    53.75     
Alza Corporation           022615AC2  07/14/94  07/14/14     35.471      0.000    195.30    0.078303   0.080359   0.082468   0.084633  0.086855     29.25    30.81     
Amazon.com, Inc.           023135AC0  05/08/98  05/01/08*    61.507     VARIES              0.264545   0.277772                                     39.25*             
America Online, Inc.       02364JAC8  12/06/99  12/06/19     55.126      0.000     52.77    0.050231   0.050985   0.051750   0.052526  0.053314     18.26    18.81     
American Commercial                                                                                                                                                    
  Lines LLC                025198AE2  05/29/02  01/01/08     92.250     11.250      5.82    0.029332   0.031276   0.033349   0.035559               10.91    12.40     
                           025198AF9  05/29/02  07/01/08     53.606     VARIES              0.411871   0.461624   0.517387   0.579887              157.23   197.51     
American Electric Power                                                                                                                                                
  Company, Inc.            025537200  06/11/02  08/16/07    100.000     VARIES              0.186516   0.187405   0.188323   0.189273  0.190254     67.55    68.23     
                           025537AC5  06/11/02  08/16/07    100.000     VARIES              0.186516   0.187405   0.188323   0.189273  0.190254     67.55    68.23     
American Skiing Company    029654AG5  01/15/97  07/15/06     97.279     12.000     13.33    0.008505   0.009036   0.009601   0.010201  0.010839      3.34     3.77     
American Towers, Inc.      03027RAA1  02/01/03  08/01/08     45.465      0.000                         0.187636   0.201575   0.216549  0.232636     64.01    79.92     
                           03027RAB9  02/01/03  08/01/08     45.465      0.000                         0.187636   0.201575   0.216549  0.232636     64.01    79.92     
                           03027RAC7  02/01/03  08/01/08     45.465      0.000                         0.187636   0.201575   0.216549  0.232636     64.01    79.92     
                           03027RAD5  02/01/03  08/01/08     45.465      0.000                         0.187636   0.201575   0.216549  0.232636     64.01    79.92     
AmerUs Group Co.           03072M405  05/28/03  05/16/08    100.000     VARIES                         0.177351   0.178083   0.178891  0.179725     37.81    64.33     
                           03072M504  05/28/03  05/16/08    100.000     VARIES                         0.177351   0.178083   0.178891  0.179725     37.81    64.33     
Anadarko Petroleum                                                                                                                                                     
  Corporation              032511AP2  03/07/00  03/07/20*    49.960      0.000     51.31    0.052974   0.053901                                      5.54*             
                           032511AQ0  03/13/01  03/13/21    100.000      0.000              0.214906   0.222406   0.230168   0.238201  0.246514     80.36    86.07     
                           032511AR8  03/13/01  03/13/21    100.000      0.000              0.214906   0.222406   0.230168   0.238201  0.246514     80.36    86.07     
Anixter International      035290AA3  06/28/00  06/28/20     25.257      0.000     47.64    0.057688   0.059381   0.061459   0.063610  0.066198     21.38    22.91     
                           035290AB1  06/28/00  06/28/20     25.257      0.000     47.64    0.057688   0.059381   0.061459   0.063610  0.066198     21.38    22.91     
                           035290AC9  06/28/00  06/28/20     25.257      0.000     47.64    0.057688   0.059381   0.061459   0.063610  0.066198     21.38    22.91     
                           035290AD7  07/07/03  07/07/33     38.016     VARIES                                    0.077091   0.079905  0.082822     13.41    29.26     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Anixter International      035290AE5  07/07/03  07/07/33     38.016     VARIES                                    0.077091   0.079905  0.082822     13.41    29.26     
                           035290AF2  07/07/03  07/07/33     38.016     VARIES                                    0.077091   0.079905  0.082822     13.41    29.26     
Anker Coal Group, Inc.     035396AE0  10/28/99  10/01/07*    84.997     14.250              0.433662   0.435039   0.439120                         122.60*             
Anthem, Inc.               03674B203  11/02/01  11/15/06    100.000     VARIES              0.196009   0.193907   0.197183   0.196212               71.21    62.72     
Anthony Crane Cap. Corp.   036778AC2  07/31/03  02/01/08      3.000     VARIES                         0.155995   0.156807   0.303573  0.328490     23.68   108.62     
Aon Corporation            037389AQ6  11/07/02  11/15/12    100.000     VARIES              0.253045   0.260121   0.267532   0.275280  0.283380     93.04    98.44     
                           037389AT0  11/07/02  11/15/12    100.000     VARIES              0.253045   0.260121   0.267532   0.275280  0.283380     93.04    98.44     
Apogent Technologies       03760AAD3  10/10/01  10/15/21    100.000     VARIES              0.169963   0.173132   0.176394   0.179752  0.183209     62.25    64.62     
                           03760AAE1  10/10/01  10/15/21    100.000     VARIES              0.169963   0.173132   0.176394   0.179752  0.183209     62.25    64.62     
Arch Escrow Corporation    039384AC6  04/09/99  04/15/08     95.091     13.750     13.19    0.012720   0.013658   0.014665   0.015747  0.016908      4.90     5.64     
Arch Wireless Holdings,                                                                                                                                                
  Inc.                     039392AB1  05/29/02  05/15/09    100.000     VARIES              0.351776   0.372883   0.395255   0.418971  0.444109    132.44   148.81     
Republic of Argentina      040114AZ3  12/04/98  12/04/05     97.750     11.000     10.95    0.009467   0.010010   0.010584   0.011192  0.011834      3.54     3.95     
                           040114BD1  03/01/99  03/01/29     75.576      8.875              0.021036   0.022341   0.023726   0.025197  0.025196      8.13     8.98     
                           040114BK5  10/15/99  10/15/03     66.421      0.000    258.56    0.263183   0.276993                                     77.23              
                           040114BL3  10/15/99  10/15/04     58.701      0.000    239.75    0.245640   0.259080   0.273256   0.288207               92.95    80.30     
                           040114GA2  06/15/00  06/15/15     91.700     11.750      5.58    0.007303   0.007779   0.008285   0.008825  0.009399      2.73     3.10     
                           040114GB0  07/21/00  07/21/30     80.144     10.250      1.72    0.002214   0.002356   0.002508   0.002669  0.002841       .87      .99     
                           040114GF1  06/19/01  12/19/08     77.800     VARIES              0.196086   0.211952   0.229101   0.248570  0.249578     73.84    86.05     
                           040114GG9  06/19/01  06/19/18     75.375     12.250              0.384766   0.411295   0.442069   0.475145  0.513503    146.04   168.78     
                           040114GH7  06/19/01  06/19/31     75.250     12.000              0.365572   0.389683   0.417666   0.447658  0.482441    138.52   159.20     
Arlington Sport Facility                                                                                                                                               
  Development Authority    04184EAA7  02/17/93  12/31/08     28.800      0.000    336.78    0.138789   0.144339   0.150112   0.156116  0.162360     50.97    55.13     
Armstrong County                                                                                                                                                       
  Industrial Development   04233KAB2  07/29/99  08/20/34      6.955      0.000     20.69    0.018893   0.019625   0.020386   0.021176  0.021996      7.13     7.69     
Atlanta Urban                                                                                                                                                          
  Residential Finance      047852DF2  09/08/94  10/01/16     16.362      0.000    160.11    0.073765   0.076853   0.080071   0.083424  0.086917     27.68    30.05     
ATMEL Corporation          049513AB0  04/21/98  04/21/18     33.785      0.000     98.04    0.065891   0.067703   0.069565   0.071478  0.073443     24.30    25.66     
                           049513AC8  04/21/98  04/21/18     33.785      0.000     98.04    0.065891   0.067703   0.069565   0.071478  0.073443     24.30    25.66     
Avalon Cable, LLC          053402AB9  12/10/98  12/01/08     56.332     VARIES              0.290669   0.306242   0.204459   0.204458  0.205581    106.27    74.87     
Avon Products, Inc.        054303AN2  07/12/00  07/12/20*    47.566      0.000     45.71    0.053370   0.054370                                     10.37*             
                           054303AP7  07/12/00  07/12/20*    47.566      0.000     45.71    0.053370   0.054370                                     10.37*             
Azusa, California                                                                                                                                                      
  Redevelopment Agency     05502MAB9  06/16/92  12/01/12     16.502      0.000    252.61    0.103665   0.108332   0.113209   0.118305  0.123630     38.45    41.99     
B.F. Goodrich Company      05538W208  07/06/95  09/30/25    100.000      8.300              0.228022   0.226776   0.226776   0.226776  0.228022     82.88    83.12     
BGLS, Inc.                 055432AD0  05/14/01  03/31/06     80.884     10.000     49.18    0.094075   0.101487   0.109484   0.118111  0.127417     36.60    42.60     
Bank of America Corp.      060505AT1  10/29/02  03/01/07     94.733      0.000              0.094858   0.096016   0.097747   0.099509  0.101302     34.70    35.93     
Bank of America Corp.      06050MAC1  09/07/99  09/07/06    100.000      0.250              0.243578   0.252038   0.260800   0.269875  0.279275     91.17    97.63     
                           06050MAF4  11/19/99  11/19/04    100.000      0.000              0.230851   0.238700   0.246815   0.255207               85.19    80.00     
                           06050MAW7  11/10/00  11/10/07    110.000      0.250              0.274559   0.284929   0.295701   0.306890  0.318513    101.79   109.63     
                           06050MBQ9  11/16/01  05/16/03    100.000      0.000              0.070796                                                 9.56              
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Bank of America Corp.      06050MBU0  03/27/02  03/28/05    100.000      0.000              0.143699   0.147324   0.151040   0.154850  0.158756     53.07    55.78     
                           06050MBV8  06/28/02  07/02/07    100.000      0.000              0.132269   0.135416   0.138639   0.141938  0.145315     49.32    51.70     
                           06050MBY2  11/27/02  11/29/07    100.000      0.000              0.111008   0.113226   0.115487   0.117795  0.120148     40.51    42.14     
                           06050MBZ9  12/05/02  12/05/07*   100.000      0.000              0.113888                                                17.54*             
                           06050MCB1  02/20/03  02/20/08    100.000      0.000                         0.101388   0.103239   0.105123  0.107041     31.77    38.00     
                           06050MCH8  04/25/03  04/29/08    100.000      0.000              0.098388   0.098427   0.100170   0.101944  0.103750     24.32    36.60     
                           06050MCK1  05/30/03  06/03/08    100.000      0.000              0.080421   0.080441   0.081605   0.082786  0.083985     17.01    29.66     
                           06050MCM7  06/04/03  06/04/07    100.000      0.000                         0.066667   0.067467   0.068276  0.069095     13.82    24.48     
                           06050MCN5  05/29/03  05/29/08    100.000      0.000                         0.083333   0.084583   0.085852  0.087139     17.71    30.76     
                           06050MCP0  06/25/03  06/25/10    100.000      0.000                         0.098611   0.100362   0.102143  0.103956     18.35    36.47     
                           06050MCQ8  07/25/03  07/29/08    100.000      0.000                         0.096028   0.096065   0.097725  0.099415     14.99    35.39     
Bank of America Corp.      06606NAJ3  04/27/99  04/27/04    100.000      0.000              0.198431   0.204225   0.210189                          73.23    24.38     
Baxter International,Inc   071813406  12/17/02  02/16/08    100.000     VARIES              0.121846   0.121991   0.122473   0.122966  0.123470     43.98    44.31     
                           071813604  12/17/02  02/16/08    100.000     VARIES              0.121846   0.121991   0.122473   0.122966  0.123470     43.98    44.31     
                           071813AQ2  05/21/01  06/01/21    100.000      1.250              0.182394   0.186898   0.191539   0.196322  0.201250     66.75    70.11     
                           071813AR0  05/21/01  06/01/21    100.000      1.250              0.182394   0.186898   0.191539   0.196322  0.201250     66.75    70.11     
Bayerische Landesbank      072738503  06/05/03  06/06/06    100.000      0.000              0.048564   0.048566   0.048991   0.049419  0.049851     10.02    17.74     
Bayerische Landesbank      0727G0AA8  05/31/02  05/28/10    100.000      0.000              0.150928   0.154923   0.159025   0.163235  0.167556     55.32    58.29     
Bear Stearns Companies     073902371  05/21/97  05/20/03    100.000      0.000              0.280159                                                38.94              
Bear Stearns Companies     073928JS3  06/03/99  06/30/11     46.328      0.000    118.65    0.104634   0.108021   0.111517   0.115127  0.118854     38.28    40.80     
                           073928WN9  02/27/02  08/15/13     49.000      0.000     26.49    0.086613   0.090831   0.092173   0.096129  0.098088     33.15    35.28     
Beaver County Industrial                                                                                                                                               
  Development Authority    07487TAB9  04/29/99  11/20/24     17.103      0.000     49.43    0.042708   0.044210   0.045763   0.047372  0.049037     15.77    16.90     
BellSouth                                                                                                                                                              
  Telecommunications       079867AS6  12/13/95  12/15/95     25.235     VARIES              0.076969   0.079605   0.082332   0.085151  0.088068     28.27    30.24     
Big City Radio, Inc.       089098AA5  03/17/98  03/15/05*    72.055     VARIES              0.310763   0.305696                                     71.60*             
                           089098AB3  03/17/98  03/15/05*    72.055     VARIES              0.310763   0.305696                                     71.60*             
                           089098AC1  03/17/98  03/15/05*    72.055     VARIES              0.310763   0.305696                                     71.60*             
Brightpoint, Inc.          109473AA6  03/11/98  03/11/18*    45.289      0.000     94.97    0.060138   0.061341                                      7.22*             
                           109473AB4  03/11/98  03/11/18*    45.289      0.000     94.97    0.060138   0.061341                                      7.22*             
                           109473AC2  03/11/98  03/11/18*    45.289      0.000     94.97    0.060138   0.061341                                      7.22*             
Brill Media Company        109492AC2  12/30/97  12/15/07     89.963     VARIES              0.130085   0.129774   0.130198   0.130648  0.131847     47.42    47.76     
                           109492AH1  12/30/97  12/15/07     92.200      7.500              0.129508   0.131000   0.131503   0.132037  0.131479     47.57    48.23     
Budget Group Capital                                                                                                                                                   
  Trust                    119001204  06/19/98  06/15/28    100.000      6.250              0.175582   0.174745   0.174871   0.175002  0.176099     63.92    64.05     
                           119001303  06/19/98  06/15/28    100.000      6.250              0.175582   0.174745   0.174871   0.175002  0.176099     63.92    64.05     
Buffets, Inc.              119882AA6  06/28/02  07/15/10     96.181     11.250      1.51    0.008233   0.008727   0.009251   0.009806  0.010395      3.22     3.62     
                           119882AB4  06/28/02  07/15/10     96.181     11.250      1.51    0.008233   0.008727   0.009251   0.009806  0.010395      3.22     3.62     
Bureau and Putnam                                                                                                                                                      
  County, IL               121061CC7  03/18/03  12/01/04    103.778      0.000              0.072826   0.073199   0.074123   0.075060               20.72    24.63     
                           121061CD5  03/18/03  12/01/05    105.386     VARIES              0.086136   0.086650   0.087925   0.089218  0.083379     24.52    31.75     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Bureau and Putnam                                                                                                                                                      
  County, IL               121061CE3  03/18/03  12/01/06    106.270     VARIES              0.101765   0.102477   0.104243   0.106040  0.099070     29.00    37.70     
Butler County Industrial                                                                                                                                               
  Development Authority    12359RAQ5  01/15/97  11/01/05     51.150      0.000    294.42    0.171681   0.178349   0.185276   0.192472  0.199948     63.82    68.87     
                           12359RAR3  01/15/97  05/01/06     49.018      0.000    284.37    0.166044   0.172535   0.179280   0.186288  0.193570     61.74    66.66     
                           12359RAS1  01/15/97  11/01/06     47.084      0.000    274.01    0.160087   0.166361   0.172881   0.179656  0.186697     59.53    64.29     
                           12359RAT9  01/15/97  05/01/07     45.174      0.000    264.13    0.154438   0.160513   0.166828   0.173392  0.180213     57.43    62.04     
                           12359RAU6  01/15/97  11/01/07     43.373      0.000    254.40    0.148829   0.154699   0.160800   0.167143  0.173735     55.35    59.81     
                           12359RAV4  01/15/97  05/01/08     41.546      0.000    245.20    0.143603   0.149296   0.155215   0.161368  0.167765     53.42    57.74     
                           12359RAW2  01/15/97  11/01/08     39.917      0.000    235.94    0.138221   0.143707   0.149411   0.155342  0.161507     51.42    55.58     
                           12359RAX0  01/15/97  05/01/09     38.166      0.000    227.35    0.133365   0.138692   0.144232   0.149993  0.155984     49.62    53.67     
                           12359RAY8  01/15/97  11/01/09     36.700      0.000    218.61    0.128243   0.133365   0.138692   0.144232  0.149993     47.72    51.60     
                           12359RAZ5  01/15/97  05/01/10     35.110      0.000    210.43    0.123578   0.128539   0.133699   0.139066  0.144649     45.99    49.75     
                           12359RBA9  01/15/97  11/01/10     33.621      0.000    202.43    0.118978   0.123772   0.128759   0.133947  0.139344     44.28    47.92     
                           12359RBB7  01/15/97  05/01/11     32.274      0.000    194.62    0.114418   0.119035   0.123837   0.128833  0.134030     42.59    46.09     
CFW Communications         124923AA1  07/26/00  08/15/10*    96.149     13.000      5.25    0.006892   0.007365   0.007870                           1.82*             
                           124923AB9  07/26/00  08/15/10*    96.149     13.000      5.25    0.006892   0.007365   0.007870                           1.82*             
                           124923AD5  07/26/00  08/15/10*    96.149     13.000      5.25    0.006892   0.007365   0.007870                           1.82*             
                           124923AE3  07/26/00  08/15/10*    96.149     13.000      5.25    0.006892   0.007365   0.007870                           1.82*             
Sirius Satellite Radio     125127AA8  11/26/97  12/01/07     42.106     VARIES              0.438261   0.440068   0.442026   0.444149  0.446448    158.21   159.64     
                           125127AB6  11/26/97  12/01/07     42.106     VARIES              0.438261   0.440068   0.442026   0.444149  0.446448    158.21   159.64     
Call-Net Enterprises       130910AE2  07/24/98  08/15/08     64.249     VARIES              0.227522   0.237691   0.248314   0.248313  0.248312     86.57    89.39     
Cellular, Inc.             151163AC6  09/07/93  09/01/03     56.609     VARIES              0.326378   0.326378                                     78.33              
Cendant Corporation        151313AE3  02/13/01  02/13/21     60.841      0.000              0.183874   0.192581   0.201700   0.211250  0.221253     70.22    77.03     
                           151313AF0  02/13/01  02/13/21     60.841      0.000              0.183873   0.192580   0.201698   0.211249  0.221251     70.22    77.03     
                           151313AG8  05/04/01  05/04/21    100.000      0.000              0.290854   0.299273   0.316479   0.327439  0.348178    109.20   119.69     
                           151313AH6  05/04/01  05/04/21    100.000      0.000              0.290854   0.299273   0.316479   0.327439  0.348178    109.20   119.69     
                           151313AJ2  07/27/01  08/17/06     99.000     VARIES              0.201320   0.201854   0.202407   0.202980  0.203169     72.72    73.07     
                           151313AM5  11/27/01  11/27/11    100.000      3.875              0.272304   0.279952   0.287954   0.296329  0.305092     99.94   105.75     
                           151313AN3  11/27/01  11/27/11    100.000      3.875              0.272304   0.279952   0.287954   0.296329  0.305092     99.94   105.75     
Centerpoint Energy, Inc.   15189T206  09/21/99  09/15/29    100.000      2.000              0.344634   0.358826   0.373714   0.389333  0.405718    129.71   140.74     
Century Communications     156503AF1  04/01/93  03/15/03     42.125      0.000    561.28    0.236037                                                17.47              
                           156503AK0  11/13/97  11/15/17     93.375      8.375      7.78    0.005301   0.005543   0.005795   0.006058  0.006334      1.97     2.16     
                           156503AM6  01/15/98  01/15/08     41.266      0.000    227.61    0.151141   0.160598   0.165129   0.174497  0.180411     59.26    64.74     
                           156503AN4  01/15/98  01/15/08     41.266      0.000    227.61    0.151141   0.160598   0.165129   0.174497  0.180411     59.26    64.74     
Chiron Corporation         170040AD1  06/12/01  06/12/31     55.045      0.000              0.105829   0.108603   0.112062   0.115631  0.119969     39.26    41.83     
                           170040AE9  06/12/01  06/12/31     55.045      0.000              0.105829   0.108603   0.112062   0.115631  0.119969     39.26    41.83     
Chubb Corporation          171232309  12/02/02  11/16/07    100.000     VARIES              0.133278   0.133739   0.134282   0.134838  0.135407     48.11    48.49     
                           171232507  06/24/03  08/16/08    100.000     VARIES                         0.086263   0.086369   0.086737  0.087111     16.15    31.26     
                           171232AG6  12/02/02  11/16/07    100.000     VARIES              0.133278   0.133739   0.134282   0.134838  0.135407     48.11    48.49     
                           171232AK7  06/24/03  08/16/08    100.000     VARIES                         0.086263   0.086369   0.086737  0.087111     16.15    31.26     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Chukchansi Economic                                                                                                                                                    
  Development Authority    171276AA6  10/08/02  06/15/09     91.476     14.500      1.72    0.021211   0.022978   0.024892   0.026965  0.029212      8.01     9.40     
                           171276AB4  10/08/02  06/15/09     91.476     14.500      1.72    0.021211   0.022978   0.024892   0.026965  0.029212      8.01     9.40     
Cinemark Mexico, Inc.      172438AD5  09/30/96  08/01/03    100.000     VARIES              0.346237   0.347045                                     72.85              
                           172438AE3  09/30/96  08/01/03    100.000     VARIES              0.346237   0.347045                                     72.85              
Citizens Communications                                                                                                                                                
  Company                  17453B200  06/19/01  08/17/06     98.920     VARIES              0.218116   0.219316   0.220564   0.221860  0.222037     79.07    79.83     
Citrix Systems, Inc.       177376AA8  03/22/99  03/22/19     35.471      0.000     76.68    0.062016   0.063644   0.065314   0.067029  0.068788     22.95    24.17     
                           177376AB6  03/22/99  03/22/19     35.471      0.000     76.68    0.062016   0.063644   0.065314   0.067029  0.068788     22.95    24.17     
Columbia, Repulic          195325AP0  03/09/99  03/09/04     97.354     10.875     18.78    0.016703   0.017671   0.018695                           6.41     1.27     
COLT Telecom Group, PLC    196877AA2  12/17/96  12/15/06     54.067     VARIES              0.340072   0.340490   0.340933   0.341404  0.341904    122.51   122.84     
                           196877AB0  12/17/96  12/15/06     54.067     VARIES              0.340072   0.340490   0.340933   0.341404  0.341904    122.51   122.84     
Comcast Corporation        200300507  10/15/99  10/15/29    100.000      2.000              0.377238   0.394151   0.411954   0.430692  0.450416    141.49   154.60     
                           200300606  11/15/99  11/15/29    100.000      2.000              0.370953   0.387324   0.404544   0.422659  0.441713    138.03   150.61     
                           200300BH3  12/19/00  12/19/20     77.941      0.000     20.00    0.027745   0.027919   0.028093   0.028269  0.028446     10.02    10.15     
Comdisco Holdings Co,Inc   200335AB3  08/12/02  06/30/05*    85.336     11.000              0.427545                                                50.02*             
Comed Financing I          20033V209  09/26/95  09/30/35*   100.000      8.480              0.232967                                                18.17*             
Consoltex Group            210305AC2  02/12/02  01/31/09    100.000     VARIES              0.298961   0.303923   0.298974   0.302266  0.298987    106.25   106.25     
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     13.62    0.010750   0.011492   0.012286   0.013134  0.014041      4.14     4.73     
Cook County, Illinois      213314DE4  09/16/03  12/01/08     79.030      0.000                         0.100294   0.101252   0.103565  0.105931     10.56    37.01     
Cook County, Illinois      214471HQ0  12/30/02  12/01/22     21.989      0.000       .05    0.047335   0.048874   0.050768   0.052735  0.054778     17.42    18.75     
Cook County, Illinois      215093EV3  06/17/03  12/01/13     59.669      0.000                         0.082871   0.084758   0.086877  0.089049     16.13    31.02     
                           215093EW1  06/17/03  12/01/14     55.539      0.000                         0.080220   0.082121   0.084256  0.086446     15.62    30.08     
                           215093EX9  06/17/03  12/01/15     51.495      0.000                         0.077239   0.079140   0.081277  0.083471     15.04    29.00     
Cook County, Illinois                                                                                                                                                  
  School District No.155   215219DU7  02/01/01  12/01/03     84.345      0.000    103.05    0.159477   0.164339                                     53.50              
                           215219DV5  02/01/01  12/01/04     78.838      0.000     99.63    0.154521   0.159387   0.164405   0.169581               56.80    55.19     
                           215219DW3  02/01/01  12/01/05     73.577      0.000     95.31    0.148057   0.152830   0.157757   0.162843  0.168093     54.45    58.02     
                           215219DX1  02/01/01  12/01/06     68.469      0.000     90.86    0.141365   0.146029   0.150846   0.155823  0.160963     52.02    55.50     
                           215219DY9  02/01/01  12/01/07     63.741      0.000     85.94    0.133843   0.138325   0.142958   0.147746  0.152694     49.26    52.62     
                           215219DZ6  02/01/01  12/01/08     59.225      0.000     81.10    0.126446   0.130744   0.135188   0.139784  0.144535     46.56    49.78     
                           215219EA0  02/01/01  12/01/09     55.158      0.000     76.12    0.118737   0.122803   0.127009   0.131358  0.135856     43.73    46.77     
                           215219EB8  02/01/01  12/01/10     51.321      0.000     71.37    0.111384   0.115226   0.119201   0.123312  0.127566     41.02    43.90     
                           215219EG7  02/01/01  12/01/14     37.337      0.000     54.70    0.085680   0.088785   0.092003   0.095338  0.098793     31.59    33.93     
                           215219EH5  02/01/01  12/01/15     34.277      0.000     50.94    0.079883   0.082818   0.085862   0.089017  0.092287     29.47    31.67     
                           215219FB7  06/30/03  12/01/07     84.673      0.000                         0.089366   0.090794   0.092519  0.094277     16.22    33.10     
                           215219FC5  06/30/03  12/01/08     81.113      0.000                         0.087860   0.089300   0.091041  0.092816     15.95    32.57     
                           215219FD3  06/30/03  12/01/09     76.100      0.000                         0.090887   0.092530   0.094519  0.096551     16.50    33.79     
                           215219FE1  06/30/03  12/01/10     71.619      0.000                         0.090510   0.092239   0.094337  0.096483     16.43    33.71     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Cook County, IL            215219FN1  06/30/03  12/01/18     44.637      0.000                         0.065711   0.067174   0.068954  0.070781     11.94    24.61     
                           215219FP6  06/30/03  12/01/19     41.690      0.000                         0.062532   0.063949   0.065676  0.067449     11.36    23.44     
                           215219FQ4  06/30/03  12/01/20     39.193      0.000                         0.059329   0.060688   0.062342  0.064040     10.78    22.25     
                           215219FR2  06/30/03  12/01/21     36.482      0.000                         0.056238   0.057549   0.059146  0.060787     10.22    21.10     
                           215219FS0  06/30/03  12/01/22     33.892      0.000                         0.053188   0.054450   0.055988  0.057569      9.66    19.97     
Cook County, Illinois                                                                                                                                                  
  School District No.170   215381HH0  12/31/96  12/01/03     60.888      0.000    327.60    0.188722   0.195609                                     63.52              
                           215381HJ6  12/31/96  12/01/04     56.244      0.000    307.65    0.177732   0.184307   0.191125   0.198196               65.57    64.34     
                           215381HK3  12/31/96  12/01/05     51.854      0.000    288.30    0.167029   0.173292   0.179789   0.186531  0.193525     61.64    66.35     
                           215381HN7  08/07/03  12/01/06     90.595      0.000                         0.075480   0.076201   0.077344  0.078504     10.89    27.71     
                           215381HP2  08/07/03  12/01/07     86.272      0.000                         0.082662   0.083567   0.085008  0.086474     11.93    30.43     
                           215381HQ0  08/07/03  12/01/12     61.760      0.000                         0.089877   0.091373   0.093767  0.096223     12.99    33.47     
                           215381HR8  08/07/03  12/01/13     57.537      0.000                         0.086770   0.088266   0.090662  0.093124     12.54    32.35     
                           215381HS6  08/07/03  12/01/14     53.466      0.000                         0.083304   0.084786   0.087164  0.089608     12.04    31.10     
Cook County, Illinois      215903EV3  06/17/03  12/01/13     59.669      0.000                         0.082871   0.084758   0.086877  0.089049     16.13    31.02     
                           215903EW1  06/17/03  12/01/14     55.539      0.000                         0.080220   0.082121   0.084256  0.086446     15.62    30.08     
                           215903EX9  06/17/03  12/01/15     51.495      0.000                         0.077239   0.079140   0.081277  0.083471     15.04    29.00     
Cooper Cameron Corp.       216640AA0  05/16/01  05/17/21     77.941      0.000     15.94    0.027570   0.027742   0.027916   0.028090  0.028266      9.97    10.10     
Coppell Independent                                                                                                                                                    
  School District          217489SW4  09/25/97  08/15/03     67.642      0.000    283.22    0.175417   0.181336                                     40.36              
                           217489SX2  09/25/97  08/15/04     62.668      0.000    269.23    0.167319   0.173090   0.179060   0.185237               62.87    41.22     
                           217489SY0  09/25/97  08/15/05     57.892      0.000    255.06    0.159056   0.164662   0.170465   0.176473  0.182692     59.82    64.11     
                           217489SZ7  09/25/97  08/15/06     53.555      0.000    239.90    0.149938   0.155297   0.160848   0.166597  0.172552     56.43    60.53     
Corning, Inc.              219350AJ4  11/08/00  11/08/15     74.192      0.000     32.40    0.042892   0.043321   0.043754   0.044192  0.044634     15.56    15.88     
Corvallie, Benton County   2208854Z7  03/12/02  01/01/05     87.959      0.000     32.96    0.117316   0.120031   0.122809   0.125650               42.72    44.72     
                           2208855A1  03/12/02  01/01/06     82.755      0.000     33.79    0.120540   0.123577   0.126690   0.129881               43.94    46.18     
                           2208855B9  03/12/02  01/01/07     77.493      0.000     33.80    0.120823   0.124072   0.127409   0.130835               44.08    46.48     
                           2208855C7  03/12/02  01/01/08     72.008      0.000     33.53    0.120125   0.123572   0.127117   0.130764               43.87    46.42     
                           2208855D5  03/12/02  01/01/09     67.064      0.000     32.44    0.116369   0.119835   0.123406   0.127082               42.52    45.09     
                           2208855E3  03/12/02  01/01/10     62.052      0.000     31.29    0.112414   0.115904   0.119502   0.123212               41.10    43.69     
                           2208855F0  03/12/02  01/01/11     57.678      0.000     29.75    0.106963   0.110359   0.113862   0.117476               39.12    41.64     
                           2208855G8  03/12/02  01/01/12     53.670      0.000     28.12    0.101181   0.104443   0.107811   0.111287               37.01    39.44     
                           2208855H6  03/12/02  01/01/13     49.793      0.000     26.54    0.095554   0.098688   0.101924   0.105267               34.96    37.29     
                           2208855J2  03/12/02  01/01/14     46.414      0.000     24.93    0.089787   0.092754   0.095819   0.098985               32.86    35.06     
                           2208855K9  03/12/02  01/01/15     43.223      0.000     23.40    0.084280   0.087086   0.089986   0.092982               30.85    32.93     
                           2208855L7  03/12/02  01/01/16     39.945      0.000     21.95    0.079120   0.081794   0.084558   0.087416               28.96    30.96     
                           2208855M5  03/12/02  01/01/17     37.109      0.000     20.55    0.074076   0.076598   0.079206   0.081903               27.12    29.00     
                           2208855N3  03/12/02  01/01/18     34.442      0.000     19.21    0.069283   0.071659   0.074116   0.076658               25.37    27.14     
                           2208855P8  03/12/02  01/01/19     31.935      0.000     17.94    0.064734   0.066970   0.069284   0.071677               23.71    25.37     
                           2208855Q6  03/12/02  01/01/20     29.582      0.000     16.74    0.060422   0.062524   0.064700   0.066951               22.13    23.70     
                           2208855R4  03/12/02  01/01/21     27.475      0.000     15.62    0.056375   0.058345   0.060384   0.062494               20.65    22.12     
                           2208855S2  03/12/02  01/01/22     25.504      0.000     14.56    0.052568   0.054413   0.056322   0.058299               19.26    20.63     
                           2208855T0  03/12/02  01/01/23     23.613      0.000     13.56    0.048963   0.050691   0.052480   0.054333               17.94    19.23     
                                                                                                                                                                       



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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Costco Companies, Inc.     22160QAA0  08/19/97  08/19/17     49.960      0.000    102.27    0.057774   0.058785   0.059814   0.060861  0.061926     21.25    22.00     
                           22160QAB8  08/19/97  08/19/17     49.960      0.000    102.27    0.057774   0.058785   0.059814   0.060861  0.061926     21.25    22.00     
                           22160QAC6  08/19/97  08/19/17     49.960      0.000    102.27    0.057774   0.058785   0.059814   0.060861  0.061926     21.25    22.00     
Covad Communications       222814AD7  03/11/98  03/15/08     50.666     VARIES              0.352906   0.371117   0.375493   0.371727  0.378230    134.60   137.03     
                           222814AG0  03/11/98  03/15/08     50.666     VARIES              0.352906   0.371117   0.375493   0.371727  0.378230    134.60   137.03     
                           222814AH8  03/11/98  03/15/08     50.666     VARIES              0.352906   0.371117   0.375493   0.371727  0.378230    134.60   137.03     
Cox Communications, Inc.   224044503  11/29/99  11/15/29    100.000     VARIES              0.277363   0.283208   0.297300   0.305443  0.322619    103.25   111.50     
                           224044AW7  03/14/00  03/14/30    100.000      3.000              0.308479   0.313968   0.328556   0.336523  0.354387    115.79   124.53     
                           224044AX5  04/19/00  04/19/20     42.589      0.426              0.132711   0.137552   0.143376   0.149468  0.156699     50.11    54.58     
                           224044BA4  02/23/01  02/23/21     69.503      0.348     22.91    0.034926   0.035318   0.035716   0.036118  0.036524     12.75    13.03     
                           224044BB2  02/23/01  02/23/21     69.503      0.348     22.91    0.034926   0.035318   0.035716   0.036118  0.036524     12.75    13.03     
                           224044BC0  02/23/01  02/23/21     69.503      0.348     22.91    0.034926   0.035318   0.035716   0.036118  0.036524     12.75    13.03     
Crown Castle                                                                                                                                                           
  International            228227AB0  11/25/97  11/15/07*    59.765     VARIES              0.295127   0.295126                                     54.89*             
                           228227AD6  05/17/99  05/15/11     60.339     VARIES              0.247624   0.260469   0.273981   0.288194  0.288194     92.67   101.85     
                           228227AE4  08/03/99  08/01/11     57.889     VARIES              0.251062   0.265185   0.280101   0.295856  0.312498     97.28   108.53     
                           228227AF1  08/03/99  08/01/11     57.889     VARIES              0.251062   0.265185   0.280101   0.295856  0.312498     97.28   108.53     
Crown Packaging                                                                                                                                                        
  Enterprises, Ltd.        228441AC5  08/13/96  08/01/06     32.367     VARIES              0.364427   0.393750   0.425434   0.428374  0.431552    145.62   154.60     
Crown Packaging Holdings   228443AC1  11/01/93  11/01/03     38.504     VARIES              0.373280   0.375526                                    112.39              
Cypress-Fairbanks ISD      232760AV0  05/27/93  02/15/04     47.838      0.000    447.43    0.175349   0.181485   0.187836                          65.93     8.26     
D. R. Horton, Inc.         23331AAH2  05/11/01  05/11/21*    52.478     VARIES              0.147468   0.154016                                     21.64*             
DTE Energy Company         233331206  06/25/02  08/16/07    100.000     VARIES              0.153062   0.153758   0.154473   0.155207  0.155962     55.42    55.94     
                           233331AH0  06/25/02  08/16/07    100.000     VARIES              0.153062   0.153758   0.154473   0.155207  0.155962     55.42    55.94     
Danka Business Systems     236277AC3  06/29/01  04/01/08     28.000     10.000              0.109040   0.133120   0.162518   0.198407  0.242222     48.40    72.14     
                           236277AD1  06/29/01  04/01/04*    35.000      0.000    275.19    0.656834   0.794021                                    167.90*             
Dayton Superior                                                                                                                                                        
  Corporation              240028AB6  06/16/00  06/15/09     95.575     13.000      7.69    0.010062   0.010701   0.011444   0.012238  0.013159      3.81     4.36     
                           240028AC4  06/16/00  06/15/09     95.575     13.000      7.69    0.010062   0.010701   0.011444   0.012238  0.013159      3.81     4.36     
                           240028AD2  06/16/00  06/15/09     95.575     13.000      7.68    0.010174   0.010880   0.011635   0.012442  0.013305      3.81     4.36     
                           240028AE0  06/16/00  06/15/09     95.575     13.000      7.68    0.010174   0.010880   0.011635   0.012442  0.013305      3.81     4.36     
                           240028AF7  06/16/00  06/15/09     95.575     13.000      7.69    0.010062   0.010701   0.011444   0.012238  0.013159      3.81     4.36     
                           240028AG5  03/15/03  09/15/08     98.088     10.750                         0.007241   0.007647   0.008076  0.008530      2.11     2.92     
Details Capital Corp.      25063TAA5  11/18/97  11/15/07     54.595     VARIES              0.347215   0.347215   0.347215   0.347214  0.347214    125.00   125.00     
Detroit Edison Company     250847712  02/13/96  03/31/26    100.000      7.625              0.209478   0.208333   0.208333   0.208333  0.209478     76.14    76.36     
Deutsche Bank AG           251525AE1  01/29/03  01/31/08    100.000      0.000              0.092850   0.092867   0.094419   0.095998  0.097602     31.16    34.76     
                           251525AH4  03/31/03  04/02/08    100.000      0.000              0.093206   0.093223   0.094787   0.096377  0.097994     25.40    34.69     
                           251525AJ0  05/27/03  11/29/06    100.000      0.000              0.059567   0.059574   0.060212   0.060858  0.061511     12.77    21.83     
Deutsche Bank AG           251526BE8  07/02/01  02/08/08     99.877      2.750              0.165179   0.170620   0.170575   0.175298  0.176293     62.06    64.12     
Deutsche Bank AG           25152CAA4  03/21/03  03/26/08    100.000      0.000              0.094596   0.094641   0.096252   0.097891  0.099558     26.65    35.26     
                           25152CAB2  04/30/03  11/01/06    100.000      0.000              0.071799   0.071805   0.072733   0.073673  0.074625     17.36    26.47     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Deutsche Bank AG           25152CAC0  06/25/03  06/27/08    100.000      0.000              0.072758   0.072769   0.073722   0.074687  0.075665     13.54    26.72     
                           25152CAD8  07/02/03  07/07/08    100.000      0.000                         0.079045   0.079076   0.080201  0.081342     14.15    29.06     
                           25152CAE6  09/02/03  03/06/07    100.000      0.000                         0.091553   0.091587   0.093096  0.094630     10.90    33.59     
                           25152CAF3  08/05/03  02/07/07    100.000      0.000                         0.086891   0.086907   0.088266  0.089646     12.69    31.93     
                           25152CAH9  09/17/03  09/19/07    100.000      0.000                         0.086798   0.086813   0.088169  0.089547      9.03    31.78     
Deutsche Bank Financial    25153EBE0  11/18/99  11/18/04    100.000      0.000              0.215925   0.219264   0.228833   0.233656               80.00    74.57     
                           25153EBG5  01/14/00  01/14/07    100.000      1.000              0.228242   0.239383   0.242979   0.253504  0.258797     87.84    93.55     
                           25153EBK6  05/15/00  05/15/07    100.000      1.250              0.249231   0.253284   0.264589   0.270466  0.284189     92.44    98.84     
                           25153EBM2  11/15/00  11/15/07    100.000      0.250              0.215933   0.223069   0.230447   0.238078  0.245969     79.69    85.05     
                           25153EBN0  11/15/00  11/15/05     96.300      0.000              0.208102   0.215183   0.222504   0.230075  0.237903     76.85    82.17     
                           25153EBP5  01/12/01  01/12/08    100.000      0.250              0.170474   0.178108   0.180071   0.187113  0.190232     65.27    68.95     
                           25153EBR1  02/08/01  02/08/08    100.000      2.750              0.164073   0.169412   0.169301   0.173920  0.174836     61.62    63.61     
Devon Energy               25179MAA1  08/02/98  08/15/08     97.500      4.900              0.224275   0.227558   0.230964   0.234497  0.238161     82.24    84.76     
                           25179MAB9  08/02/98  08/15/08     96.562      4.950              0.221195   0.224313   0.227546   0.230900  0.234378     81.06    83.45     
Diamond Cable                                                                                                                                                          
  Communications, PLC      252567AA0  09/28/94  09/30/04*    52.613     VARIES              0.364012                                                 3.28*             
                           252567AB8  12/15/95  12/15/05*    56.502     VARIES              0.326390                                                 2.94*             
DIVA Systems Corporation   255013AA2  05/30/96  05/15/06     52.946     VARIES              0.363538   0.363697   0.363867   0.364048  0.364241    130.92   131.04     
                           255013AB0  05/30/96  05/15/06     52.946     VARIES              0.363538   0.363697   0.363867   0.364048  0.364241    130.92   131.04     
                           255013AC8  05/30/96  05/15/06     52.946     VARIES              0.363538   0.363697   0.363867   0.364048  0.364241    130.92   131.04     
                           255013AD6  05/30/96  05/15/06     52.946     VARIES              0.363538   0.363697   0.363867   0.364048  0.364241    130.92   131.04     
                           255013AL8  02/19/98  03/01/08     50.100     VARIES              0.340626   0.363657   0.364533   0.365469  0.366468    129.64   131.63     
                           255013AM6  02/19/98  03/01/08     50.100     VARIES              0.340626   0.363657   0.364533   0.365469  0.366468    129.64   131.63     
Dolphin Telecom, PLC       256886AE2  05/28/98  06/01/08     57.120     VARIES              0.302072   0.319441   0.319441   0.319441  0.319440    112.39   115.00     
                           256886AH5  05/18/99  05/15/09     50.892     VARIES              0.317447   0.339667   0.363443   0.388884  0.388883    120.40   136.59     
DuPage County, IL SDN99    263417GR2  04/04/02  02/01/11     55.425      0.000     28.29    0.106984   0.110621   0.114382   0.118270  0.122290     40.28    43.06     
Duarte, California                                                                                                                                                     
  Redevelopment Agency     263594AB9  06/16/92  12/01/12     16.484      0.000    252.57    0.103674   0.108344   0.113224   0.118324  0.123654     38.45    41.99     
Duke Capital Corporation   264399544  11/19/01  11/16/06    100.000     VARIES              0.141203   0.141738   0.142286   0.142848               50.98    44.92     
                           264399551  11/19/01  11/16/06    100.000     VARIES              0.141203   0.141738   0.142286   0.142848  0.142819     50.98    51.35     
                           264399585  03/19/01  05/18/06    100.000     VARIES              0.171246   0.168688   0.170786                          62.01    23.57     
                           264399EJ1  05/07/03  05/15/23    100.000     VARIES              0.167502   0.167661   0.171251   0.174948  0.178757     39.40    62.66     
E. Spire Communications    269153AA0  11/14/95  11/01/05     53.515     VARIES              0.361083   0.361081   0.361079   0.361077  0.361075    129.99   129.99     
                           269153AB8  03/26/96  04/01/06     53.809     VARIES              0.354157   0.354157   0.354156   0.354155  0.354155    127.50   127.50     
                           269153AD4  11/14/95  11/01/05     53.515     VARIES              0.361083   0.361081   0.361079   0.361077  0.361075    129.99   129.99     
                           269153AE2  03/26/96  04/01/06     53.809     VARIES              0.354157   0.354157   0.354156   0.354155  0.354155    127.50   127.50     
                           269153AH5  07/24/98  07/01/08     59.989     VARIES              0.280226   0.295111   0.295109   0.295108              103.56   106.24     
                           269153AJ1  07/24/98  07/01/08     59.989     VARIES              0.280226   0.295111   0.295109   0.295108              103.56   106.24     
Eagle Industries, Inc.     269612AB3  07/12/93  07/15/03     59.897     VARIES              0.291663   0.291663                                     56.58              
East Orange NJ             274137WT1  04/14/03  04/01/22     29.893      0.000                         0.053723   0.055336   0.057126  0.058974     13.95    20.57     
                           274137WU8  04/14/03  04/01/23     27.886      0.000                         0.050348   0.051868   0.053554  0.055294     13.08    19.28     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
East Orange NJ             274137WV6  04/14/03  04/01/24     26.105      0.000                         0.047206   0.048632   0.050215  0.051850     12.26    18.08     
                           274137WW4  04/14/03  04/01/25     24.381      0.000                         0.044224   0.045564   0.047052  0.048588     11.49    16.94     
                           274137WX2  04/14/03  04/01/26     22.763      0.000                         0.041415   0.042674   0.044071  0.045514     10.76    15.87     
                           274137WY0  04/14/03  04/01/27     21.292      0.000                         0.038799   0.039980   0.041291  0.042645     10.08    14.87     
                           274137WZ7  04/14/03  04/01/28     19.913      0.000                         0.036341   0.037449   0.038679  0.039950      9.44    13.93     
Edwards Lifesciences                                                                                                                                                   
  Corporation              28176EAA6  05/09/03  05/15/33    100.000     VARIES              0.134748   0.134770   0.135427   0.136100  0.136790     31.30    48.94     
                           28176EAB4  05/09/03  05/15/33    100.000     VARIES              0.134748   0.134770   0.135427   0.136100  0.136790     31.30    48.94     
El Paso Corporation        28336L208  06/26/02  08/16/07    100.000     VARIES              0.196130   0.197032   0.197965   0.198932  0.199932     71.02    71.71     
                           28336LAA7  02/28/01  02/28/21     45.289      0.000     34.25    0.053106   0.053285   0.054948   0.055438  0.057484     19.64    20.51     
                           28336LAC3  02/28/01  02/28/21     45.289      0.000     34.25    0.053106   0.053285   0.054948   0.055438  0.057484     19.64    20.51     
El Salvador, Republic      283875AE2  08/11/99  08/15/06     92.196      9.500     30.47    0.029402   0.031039   0.032766   0.034590  0.036516     11.34    12.63     
Electronics for Imaging    284745AA4  06/04/03  06/01/23    100.000     VARIES                         0.219530   0.226441   0.233743  0.241333     45.65    83.28     
Electronic Data Systems    285661203  06/26/01  08/17/06    100.000     VARIES              0.176257   0.176752   0.177263   0.177790  0.177755     63.68    63.98     
                           285661AB0  10/10/01  10/10/21     77.941     VARIES              0.120055   0.122575   0.125836   0.129183  0.133348     44.76    47.29     
                           285661AE4  06/30/03  07/15/23    100.000     VARIES                         0.161111   0.161240   0.162794  0.164394     29.18    58.85     
                           285661AF1  06/30/03  07/15/23    100.000     VARIES                         0.161111   0.161240   0.162794  0.164394     29.18    58.85     
Electronic Retailing                                                                                                                                                   
  Systems International    285825AC9  01/24/97  02/01/04     64.421     VARIES              0.379730   0.387438   0.382611                         140.44    11.86     
Emmis Communications                                                                                                                                                   
  Corporation              291525AF0  03/27/01  03/15/11     54.760     VARIES              0.227143   0.241338   0.256420   0.272444  0.289470     87.43    98.70     
Emmis Escrow Corporation   291530AA1  03/27/01  03/15/11     54.760     VARIES              0.227143   0.241338   0.256420   0.272444  0.289470     87.43    98.70     
Enron Corporation          293561CC8  02/07/01  02/07/21     65.524      0.000     26.86    0.039923   0.040347   0.040776   0.041209  0.041647     14.57    14.88     
                           293561CD6  02/07/01  02/07/21     65.524      0.000     26.86    0.039923   0.040347   0.040776   0.041209  0.041647     14.57    14.88     
Entercom Communications    29363P104  10/06/99  09/30/14*   100.000      6.250              0.171703   0.170765                                     16.48*             
Entergy Louisiana                                                                                                                                                      
  Capital I                29364A205  07/16/96  09/30/45    100.000      9.000              0.247253   0.245902   0.245902   0.245902  0.247253     89.87    90.13     
Entergy Arkansas                                                                                                                                                       
  Capital I                29364C201  08/14/96  09/30/45    100.000      8.500              0.233517   0.232240   0.232240   0.232240  0.233517     84.88    85.12     
Entergy Gulf States                                                                                                                                                    
  Capital Trust I          29364H200  01/28/97  03/31/46    100.000      8.750              0.240385   0.239071   0.239071   0.239071  0.240385     87.38    87.62     
Erie School District       295528CQ4  05/20/98  09/01/03     72.561      0.000    234.82    0.161161   0.166129                                     39.57              
Essex County Utilities                                                                                                                                                 
  Authority                296816AY7  03/30/99  04/01/12     60.121      0.000     95.13    0.075688   0.077183   0.078708   0.080263  0.081849     27.79    28.90     
                           296816BF7  03/30/99  04/01/03     78.897      0.000    196.44    0.162075                                                14.59              
                           296816BG5  03/30/99  04/01/04     74.144      0.000    186.64    0.154149   0.158828   0.163648                          57.19    14.73     
                           296816BH3  03/30/99  04/01/05     69.072      0.000    179.88    0.149057   0.153722   0.158534   0.163496  0.168614     55.35    58.87     
                           296816BJ9  03/30/99  04/01/06     64.504      0.000    170.95    0.141901   0.146413   0.151069   0.155873  0.160830     52.72    56.13     
Evergreen Resources,Inc.   299900AA8  12/18/01  12/15/21    100.000     VARIES              0.260901   0.266707   0.272774   0.279114  0.285740     95.16    99.55     
                           299900AB6  12/18/01  12/15/21    100.000     VARIES              0.260901   0.266707   0.272774   0.279114  0.285740     95.16    99.55     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
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                         0.027399   0.028256   0.029139  0.030049      7.56    10.50     
                           3128X03C1  04/01/03  04/01/33     15.108      0.000                         0.026859   0.027719   0.028606  0.029521      7.33    10.30     
                           3128X03L1  04/14/03  04/14/33     13.648      0.000                         0.025590   0.026454   0.027346  0.028269      6.64     9.82     
                           3128X03U1  04/08/03  04/08/08    100.000      3.000                         0.006586   0.006693   0.006775                1.74     1.26     
                           3128X04L0  04/21/03  04/21/33     14.464      0.000                         0.026316   0.027178   0.028068  0.028988      6.64    10.07     
                           3128X04V8  04/29/03  04/29/33     14.152      0.000                         0.026044   0.026907   0.027798  0.028719      6.36     9.96     
                           3128X0AL3  10/03/02  12/30/03     97.910      0.000      4.09    0.046633   0.047031                                     16.81              
                           3128X0AM1  10/03/02  12/30/04     95.010      0.000      5.33    0.060927   0.061626   0.062334   0.063049               22.06    22.51     
                           3128X0AN9  10/03/02  12/30/05     91.510      0.000      6.16    0.070497   0.071468   0.072453   0.073450  0.074462     25.56    26.26     
                           3128X0AP4  10/03/02  12/30/06     87.710      0.000      6.68    0.076462   0.077653   0.078862   0.080090  0.081338     27.74    28.61     
                           3128X0AQ2  10/03/02  12/30/07     83.710      0.000      7.00    0.080194   0.081565   0.082960   0.084379  0.085822     29.12    30.12     
                           3128X0AR0  10/03/02  12/30/09     75.410      0.000      7.25    0.083208   0.084845   0.086515   0.088217  0.089952     30.25    31.46     
                           3128X0AS8  10/03/02  01/02/13     63.710      0.000      6.93    0.078707   0.079577   0.081346   0.083155  0.085005     28.96    30.27     
                           3128X0AT6  10/03/02  01/02/22     36.810      0.000      4.73    0.053780   0.054483   0.055916   0.057386  0.058895     19.87    20.93     
                           3128X0AU3  10/03/02  01/02/30     23.710      0.000      3.10    0.035251   0.035717   0.036673   0.037655  0.038662     13.03    13.74     
                           3128X0AV1  10/03/02  04/15/32     21.010      0.000      2.75    0.031297   0.032135   0.032995   0.033878  0.034784     11.55    12.17     
                           3128X0AW9  10/03/02  06/15/32     20.810      0.000      2.73    0.031289   0.032127   0.032987   0.033871  0.034778     11.44    12.06     
                           3128X0AX7  10/03/02  09/15/32     20.510      0.000      2.69    0.030537   0.031274   0.032113   0.032973  0.033857     11.29    11.90     
                           3128X0AY5  10/03/02  12/15/32     20.210      0.000      2.66    0.030442   0.031259   0.032097   0.032958  0.033843     11.13    11.74     
                           3128X0AZ2  10/03/02  01/02/34     19.160      0.000      2.51    0.028516   0.028895   0.029670   0.030464  0.031281     10.54    11.11     
                           3128X0BL2  11/05/02  05/05/08     99.500     VARIES              0.013588   0.013827   0.014069   0.014072                4.18      .55     
                           3128X0CW7  10/28/02  10/28/32     12.153      0.000      1.52    0.024138   0.025001   0.025895   0.026820  0.027779      8.96     9.61     
                           3128X0DJ5  11/05/02  11/05/32     12.693      0.000      1.38    0.024681   0.025545   0.026439   0.027365  0.028322      9.14     9.79     
                           3128X0DM8  11/05/02  11/05/32     12.693      0.000      1.38    0.024681   0.025545   0.026439   0.027365  0.028322      9.14     9.79     
                           3128X0DS5  11/05/02  11/05/32     14.675      0.000      1.48    0.026497   0.027358   0.028247   0.029166  0.030113      9.79    10.44     
                           3128X0E62  02/07/03  08/07/06*    89.792      0.000                         0.077326                                     13.92*             
                           3128X0EF2  11/05/02  11/05/32     12.153      0.000      1.35    0.024138   0.025001   0.025895   0.026820  0.027779      8.94     9.59     
                           3128X0EU9  11/05/02  11/05/32     11.807      0.000      1.33    0.023778   0.024640   0.025533   0.026458  0.027417      8.81     9.46     
                           3128X0EW5  11/12/02  11/12/32     11.637      0.000      1.16    0.023597   0.024459   0.025351   0.026277  0.027236      8.74     9.39     
                           3128X0FD6  11/12/02  11/12/32     11.305      0.000      1.14    0.023238   0.024098   0.024990   0.025914  0.026873      8.61     9.25     
                           3128X0HN2  11/22/02  11/22/32*    11.637      0.000       .92    0.023597                                                 3.33*             
                           3128X0HQ5  11/26/02  11/26/08*    99.625      3.250              0.010322   0.010510                                      3.39*             
                           3128X0HU6  11/26/02  11/26/07*    99.250      3.150              0.010694                                                  .59*             
                           3128X0KM0  12/03/02  12/03/32     13.847      0.000       .72    0.025771   0.026635   0.027527   0.028449  0.029402      9.48    10.13     
                           3128X0L23  03/04/03  03/04/33     14.890      0.000                         0.026678   0.027539   0.028427  0.029344      8.02    10.28     
                           3128X0M48  03/18/03  03/18/33     14.676      0.000                         0.026498   0.027359   0.028248  0.029166      7.59    10.20     
                           3128X0MG1  12/16/02  12/16/32     13.847      0.000       .39    0.025771   0.026635   0.027527   0.028449  0.029402      9.46    10.10     
                           3128X0MX4  11/26/02  11/26/32     13.648      0.000       .90    0.025590   0.026454   0.027346   0.028269  0.029223      9.43    10.08     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3128X0MZ9  12/16/02  12/16/32     13.648      0.000       .38    0.025590   0.026454   0.027346   0.028269  0.029223      9.39    10.04     
                           3128X0NH8  12/13/02  12/13/22     29.718      0.000       .92    0.050851   0.052417   0.054032   0.055696  0.057412     18.65    19.81     
                           3128X0NJ4  12/13/02  12/13/32     13.648      0.000       .46    0.025590   0.026454   0.027346   0.028269  0.029223      9.40    10.04     
                           3128X0NU9  12/10/02  12/10/32     13.181      0.000       .53    0.025154   0.026018   0.026912   0.027836  0.028792      9.25     9.89     
                           3128X0PC7  12/23/02  12/23/32     12.693      0.000       .20    0.024681   0.025545   0.026439   0.027365  0.028322      9.05     9.70     
                           3128X0PG8  12/16/02  12/16/08     99.375     VARIES              0.015249   0.015540   0.015837   0.015874                5.55     5.47     
                           3128X0PK9  12/23/02  12/23/32     12.693      0.000       .20    0.024681   0.025545   0.026439   0.027365  0.028322      9.05     9.70     
                           3128X0PM5  12/06/02  12/06/32     14.255      0.000       .65    0.026135   0.026997   0.027888   0.028808  0.029759      9.61    10.25     
                           3128X0PR4  12/16/02  12/16/32     12.879      0.000       .37    0.024863   0.025727   0.026621   0.027546  0.028504      9.13     9.78     
                           3128X0RP6  12/30/02  12/30/32     13.648      0.000       .03    0.025590   0.026454   0.027346   0.028269  0.029223      9.37    10.01     
                           3128X0S91  04/07/03  04/07/33     15.108      0.000                         0.026859   0.027719   0.028606  0.029521      7.16    10.29     
                           3128X0TR0  01/16/03  01/16/09     99.500     VARIES                         0.013567   0.013822   0.014082  0.014085      4.72     5.06     
                           3128X0TU3  12/27/02  12/27/17    100.000     VARIES              0.044353   0.043451   0.042525   0.041724  0.040901     15.80    15.16     
                           3128X0V48  03/24/03  03/24/23     30.359      0.000                         0.051021   0.052564   0.054154  0.055792     14.28    19.52     
                           3128X0VE6  01/27/03  01/27/09     99.750     VARIES                         0.006884   0.007004                           2.32      .18     
                           3128X0W47  04/07/03  04/07/33     14.676      0.000                         0.026498   0.027359   0.028248  0.029166      7.07    10.16     
                           3128X0WW5  01/28/03  01/28/33     14.675      0.000                         0.026497   0.027358   0.028247  0.029166      8.96    10.29     
                           3128X0YA1  01/30/03  01/30/06     99.750     VARIES                         0.006905   0.006983                           2.30      .20     
                           3128X0YK9  02/04/03  02/04/33     12.693      0.000                         0.024681   0.025545   0.026439  0.027365      8.20     9.62     
                           3128X0Z69  04/14/03  04/14/33     14.152      0.000                         0.026044   0.026907   0.027798  0.028719      6.76     9.99     
                           3128X0Z93  04/01/03  04/01/33     13.847      0.000                         0.025771   0.026635   0.027527  0.028449      7.04     9.91     
                           3128X0ZC6  02/06/03  02/06/09     99.625     VARIES                         0.010322   0.010510                           3.38      .37     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3128X1BK2  05/12/03  05/12/33     15.108      0.000                         0.026859   0.027719   0.028606  0.029521      6.19    10.23     
                           3128X1BY2  05/20/03  05/20/33     15.727      0.000                         0.027356   0.028213   0.029096  0.030007      6.08    10.39     
                           3128X1C39  08/27/03  02/27/07     89.484      0.000                                    0.079539   0.080812  0.082105      9.86    29.18     
                           3128X1CN5  05/27/03  05/27/33     15.419      0.000                         0.027112   0.027970   0.028855  0.029768      5.83    10.29     
                           3128X1DB0  05/27/03  05/27/33     15.285      0.000                         0.027004   0.027862   0.028748  0.029663      5.81    10.25     
                           3128X1GZ4  06/17/03  06/17/33     18.796      0.000                         0.029500   0.030333   0.031190  0.032071      5.73    11.10     
                           3128X1HA8  06/23/03  06/23/33     16.734      0.000                         0.028117   0.028967   0.029843  0.030746      5.29    10.60     
                           3128X1HB6  06/13/03  06/13/33     17.732      0.000                         0.028814   0.029657   0.030524  0.031417      5.72    10.86     
                           3128X1HD2  06/23/03  06/23/33     16.728      0.000                         0.028112   0.028963   0.029839  0.030741      5.29    10.60     
                           3128X1HX8  06/19/03  12/19/06*    99.900      2.000                         0.061111                                     11.00*             
                           3128X1HZ3  06/17/03  06/17/33     16.925      0.000                         0.028254   0.029103   0.029978  0.030879      5.49    10.66     
                           3128X1JE8  06/20/03  06/20/28     23.542      0.000                         0.038387   0.039513   0.040673  0.041867      7.34    14.46     
                           3128X1KF3  06/18/03  06/18/18     99.500     VARIES                         0.006764   0.006882   0.007003  0.007126      1.31     2.50     
                           3128X1MD6  06/30/03  06/30/33     16.631      0.000                         0.028042   0.028893   0.029769  0.030673      5.08    10.56     
                           3128X1MS3  06/30/03  06/30/33     17.222      0.000                         0.028464   0.029311   0.030183  0.031081      5.15    10.71     
                           3128X1NP8  07/07/03  07/07/33     17.680      0.000                                    0.028779   0.029622  0.030490      5.01    10.81     
                           3128X1NV5  07/07/03  07/07/33     17.475      0.000                                    0.028640   0.029485  0.030354      4.98    10.76     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3128X1PP6  07/07/03  07/07/33     16.728      0.000                                    0.028112   0.028963  0.029839      4.89    10.57     
                           3128X1QB6  07/07/03  07/07/33     16.201      0.000                                    0.027721   0.028575  0.029455      4.82    10.44     
                           3128X1QT7  06/30/03  06/30/33     16.679      0.000                         0.028077   0.028927   0.029804  0.030707      5.08    10.57     
                           3128X1RP4  07/16/03  07/16/33     14.890      0.000                                    0.026678   0.027539  0.028427      4.40    10.05     
                           3128X1RQ2  07/03/03  06/26/08     87.646      0.000                         0.064883   0.065716   0.066592  0.067479     11.55    23.82     
                           3128X1TD9  07/28/03  07/28/33     14.464      0.000                                    0.026316   0.027178  0.028068      4.03     9.90     
                           3128X1TM9  07/28/03  07/28/33     14.676      0.000                                    0.026498   0.027359  0.028248      4.05     9.96     
                           3128X1UM7  08/14/03  08/14/33     13.569      0.000                                    0.025517   0.026381  0.027274      3.50     9.58     
                           3128X1VK0  08/19/03  08/19/33     13.258      0.000                                    0.025227   0.026091  0.026984      3.33     9.47     
                           3128X1WU7  08/19/03  08/19/33     12.693      0.000                                    0.024681   0.025545  0.026439      3.26     9.27     
                           3128X1WZ6  08/19/03  08/19/33     12.242      0.000                                    0.024229   0.025092  0.025986      3.20     9.11     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3129023V9  10/30/00  05/15/07     67.060      0.000     95.11    0.130876   0.134934   0.139119   0.143433  0.147881     48.23    51.26     
                           3129026G9  12/06/00  03/30/10     56.100      0.000     76.99    0.109903   0.113365   0.116937   0.120620  0.124420     40.83    43.44     
                           3129026H7  12/06/00  03/30/05     77.160      0.000    102.28    0.145714   0.150155   0.154732   0.159447  0.164307     54.08    57.42     
                           312902FL8  10/12/99  06/01/03     79.444      0.000    179.61    0.172970                                                25.95              
                           312902FM6  10/12/99  06/01/04     74.318      0.000    170.21    0.164119   0.169455   0.174966                          60.37    26.24     
                           312902FN4  10/12/99  12/01/04     71.926      0.000    165.12    0.159257   0.164447   0.169806   0.175340               58.58    57.03     
                           312902FP9  10/12/99  03/01/05     70.745      0.000    162.72    0.154434   0.159475   0.164680   0.170055  0.175606     57.73    61.56     
                           312902FQ7  10/12/99  06/01/05     69.503      0.000    160.64    0.155032   0.160115   0.165365   0.170788  0.176388     57.04    60.84     
                           312902FR5  10/12/99  08/01/05     68.721      0.000    159.10    0.150287   0.155222   0.160320   0.165584  0.171022     56.50    60.27     
                           312902FS3  10/12/99  12/01/05     67.176      0.000    156.04    0.150666   0.155630   0.160756   0.166052  0.171522     55.44    59.15     
                           312902FT1  10/12/99  07/01/07     60.216      0.000    141.92    0.138030   0.142639   0.147402   0.152324               50.52    53.95     
                           312902FU8  10/12/99  08/01/08     55.888      0.000    132.63    0.125538   0.129755   0.134113   0.138619  0.143275     47.24    50.47     
                           312902FV6  10/12/99  03/01/06     66.014      0.000    153.88    0.146211   0.151042   0.156033   0.161189  0.166515     54.68    58.36     
                           312902FW4  10/12/99  06/01/06     64.867      0.000    151.67    0.146547   0.151404   0.156422   0.161606  0.166961     53.93    57.56     
                           312902FX2  10/12/99  08/01/06     64.123      0.000    150.19    0.142002   0.146715   0.151585   0.156616  0.161814     53.41    57.01     
                           312902FY0  10/12/99  06/01/07     60.546      0.000    142.74    0.138037   0.142647   0.147410   0.152333  0.157419     50.80    54.25     
                           312902FZ7  10/12/99  07/01/08     56.244      0.000    133.21    0.129630   0.133978   0.138472   0.143117               47.45    50.69     
                           312902GU7  10/22/99  08/16/04     73.251      0.000    167.92    0.160270   0.165531   0.170965   0.176578               60.09    39.48     
                           312902LX5  12/17/99  12/17/29     14.255      0.000     31.10    0.031756   0.032803   0.033886   0.035004  0.036159     11.65    12.43     
                           312902VG1  04/25/00  01/04/21     25.643      0.000     49.53    0.055013   0.056852   0.058753   0.060717  0.062747     20.80    22.21     
                           312902VH9  04/25/00  01/04/22     24.042      0.000     46.39    0.051524   0.053245   0.055023   0.056861  0.058760     19.48    20.80     
                           312902VJ5  04/25/00  01/04/23     22.536      0.000     43.45    0.048259   0.049869   0.051534   0.053253  0.055031     18.24    19.48     
                           312902VK2  04/25/00  01/04/24     21.145      0.000     40.72    0.045214   0.046721   0.048278   0.049888  0.051551     17.09    18.25     
                           312902VL0  04/25/00  01/04/25     20.007      0.000     38.26    0.042467   0.043873   0.045326   0.046827  0.048378     16.05    17.13     
                           312902VM8  04/25/00  01/04/26     18.780      0.000     35.87    0.039810   0.041127   0.042488   0.043893  0.045345     15.04    16.05     
                           312902VN6  04/25/00  01/04/27     17.654      0.000     33.65    0.037342   0.038575   0.039849   0.041164  0.042524     14.11    15.06     
                           312902VS5  04/25/00  01/04/12     46.161      0.000     89.67    0.099632   0.102980   0.106441   0.110018  0.113715     37.68    40.25     
                           312902VT3  04/25/00  01/04/13     43.203      0.000     83.94    0.093263   0.096397   0.099638   0.102986  0.106448     35.27    37.68     
                           312902VU0  04/25/00  01/04/14     40.436      0.000     78.57    0.087298   0.090232   0.093265   0.096400  0.099641     33.01    35.27     
                           312902VV8  04/25/00  01/04/18     31.141      0.000     60.32    0.067011   0.069257   0.071578   0.073978  0.076457     25.34    27.06     
                                                                                                                                                                       



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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     312902VW6  04/25/00  01/04/19     29.163      0.000     56.48    0.062736   0.064838   0.067011   0.069257  0.071577     23.72    25.34     
                           312902VX4  04/25/00  01/04/20     27.313      0.000     52.88    0.058736   0.060704   0.062738   0.064839  0.067011     22.21    23.72     
                           312902WA3  04/25/00  01/04/03     83.983      0.000    159.64    0.177127                                                  .53              
                           312902WB1  04/25/00  01/04/04     78.551      0.000    150.72    0.167325   0.172884   0.178627                          63.24      .54     
                           312902WC9  04/25/00  01/04/05     73.471      0.000    141.72    0.157389   0.162643   0.168073   0.173684  0.179483     59.50    63.54     
                           312902WD7  04/25/00  01/04/06     68.696      0.000    133.10    0.147854   0.152810   0.157933   0.163228  0.168699     55.90    59.71     
                           312902WE5  04/25/00  01/04/07     64.216      0.000    124.87    0.138754   0.143421   0.148246   0.153233  0.158387     52.47    56.06     
                           312902WF2  04/25/00  01/04/08     59.995      0.000    117.12    0.130172   0.134567   0.139110   0.143807  0.148662     49.24    52.62     
                           312902WG0  04/25/00  01/04/09     56.172      0.000    109.54    0.121739   0.125845   0.130090   0.134477  0.139013     46.04    49.20     
                           312902WH8  04/25/00  01/04/10     52.605      0.000    102.46    0.113857   0.117693   0.121658   0.125756  0.129993     43.06    46.01     
                           312902WJ4  04/25/00  01/04/11     49.272      0.000     95.85    0.106502   0.110085   0.113790   0.117618  0.121576     40.28    43.03     
                           312902WK1  04/25/00  01/04/15     37.975      0.000     73.51    0.081659   0.084394   0.087221   0.090142  0.093162     30.87    32.98     
                           312902WL9  04/25/00  01/04/16     35.607      0.000     68.82    0.076437   0.078993   0.081635   0.084366  0.087188     28.90    30.86     
                           312902WM7  04/25/00  01/04/17     33.256      0.000     64.43    0.071579   0.073979   0.076459   0.079022  0.081671     27.06    28.91     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3129236M2  08/06/01  08/06/21*    24.300      0.000     25.37    0.052163   0.054040                                     11.55*             
                           312923C45  05/15/01  12/31/03     88.700      0.000     68.49    0.122570   0.125400                                     44.51              
                           312923C60  05/16/01  10/01/03     89.880      0.000     68.14    0.120606   0.123344                                     33.06              
                           312923C78  05/16/01  04/01/04     87.430      0.000     69.05    0.122385   0.125277   0.128237                          45.11    11.54     
                           312923C86  05/16/01  10/01/04     84.980      0.000     69.36    0.123079   0.126082   0.129157   0.132308               45.40    35.44     
                           312923C94  05/16/01  01/03/05     83.780      0.000     69.10    0.121308   0.124300   0.127366   0.130508  0.133726     45.29    47.55     
                           312923CN3  01/10/01  08/17/12     61.750      1.000     49.39    0.072692   0.074692   0.076747   0.078859  0.081030     27.07    28.58     
                           312923RN7  03/20/01  03/14/06     77.428      0.000     74.18    0.120685   0.123823   0.127042   0.130345  0.133734     44.69    47.05     
                           312923S30  06/12/01  06/06/03    100.000     VARIES              0.125369                                                19.56              
                           312923TJ4  04/16/01  04/16/21*    24.773      0.000     31.40    0.054250                                                 5.70*             
                           312923VG7  04/10/01  12/14/04     83.520      0.000     73.67    0.124805   0.127897   0.131066   0.134313               45.59    45.54     
                           312923VH5  04/10/01  05/31/05     81.380      0.000     73.11    0.123525   0.126636   0.129824   0.133093  0.136444     45.22    47.53     
                           312923VN2  05/10/01  11/10/20*    24.245      0.000     30.75    0.055577                                                 7.17*             
                           312923XV2  05/16/01  11/16/20*    23.793      0.000     30.28    0.055358                                                 7.47*             
                           312923YJ8  05/07/01  05/07/21*    23.835      0.000     29.97    0.053821                                                 6.78*             
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3129243J0  02/14/02  02/14/06*    99.750     VARIES              0.007009                                                  .30*             
                           3129243M3  02/27/02  02/27/17*    98.630      6.000              0.008384                                                  .47*             
                           3129245J8  02/25/02  02/25/22*    23.493      0.000     14.95    0.049903                                                 2.69*             
                           3129245T6  03/14/02  03/14/13*    99.500     VARIES              0.014044                                                 1.03*             
                           312924A94  12/27/01  12/27/22*    20.255      0.000     16.19    0.047050                                                 8.28*             
                           312924AA1  08/09/01  08/09/21*    23.606      0.000     25.03    0.051805                                                 1.97*             
                           312924AU7  08/21/01  08/21/26     15.756      0.000     16.70    0.035485   0.036821   0.038207   0.039646  0.041139     13.37    14.39     
                           312924AW3  08/16/01  08/16/23*    18.772      0.000     20.72    0.043605                                                 1.96*             
                           312924AX1  08/27/01  08/27/21*    22.934      0.000     23.90    0.051429                                                 2.88*             
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     312924AY9  08/28/01  08/28/23*    18.972      0.000     20.27    0.043764                                                 2.49*             
                           312924AZ6  08/28/01  08/28/26*    14.588      0.000     15.90    0.034356                                                 1.96*             
                           312924BM4  08/27/01  08/27/26*    14.088      0.000     15.68    0.033839                                                 1.89*             
                           312924BQ5  08/27/01  08/27/26*    14.071      0.000     15.68    0.033821                                                 1.89*             
                           312924BV4  08/21/01  08/21/21     23.156      0.000     24.27    0.051557   0.053477   0.055469   0.057535  0.059678     19.41    20.89     
                           312924CF8  08/27/01  08/27/31*     9.506      0.000     10.59    0.022848                                                 1.28*             
                           312924ES8  09/18/01  09/18/26*    15.307      0.000     15.55    0.035064                                                 2.70*             
                           312924G49  12/27/01  12/27/23*    18.281      0.000     14.85    0.043202                                                 7.60*             
                           312924G64  12/27/01  12/27/22*    20.051      0.000     16.13    0.046899                                                 8.25*             
                           312924G72  12/27/01  12/27/21*    21.855      0.000     17.47    0.050767                                                 8.93*             
                           312924G80  01/03/02  01/03/22*    21.855      0.000     17.17    0.048873   0.050767                                      9.24*             
                           312924HC0  09/24/01  09/24/26*    15.870      0.000     15.58    0.035590                                                 2.95*             
                           312924HG1  09/25/01  09/25/26*    15.124      0.000     15.22    0.034888                                                 2.93*             
                           312924HH9  10/02/01  10/02/31*    10.982      0.000     10.58    0.024628                                                 2.24*             
                           312924K36  01/16/02  01/16/24*    17.804      0.000     13.91    0.041148                                                  .62*             
                           312924KR3  10/15/01  10/15/21*    25.541      0.000     22.05    0.052732   0.054562                                     15.31*             
                           312924M67  01/16/02  01/16/25*    16.461      0.000     12.86    0.038044                                                  .57*             
                           312924RP0  11/13/01  11/13/26*    16.856      0.000     14.19    0.036453                                                 4.81*             
                           312924TN3  11/19/01  11/19/20    100.000      5.881              0.173111   0.178201   0.183441   0.188835  0.163362     63.67    66.17     
                           312924UY7  12/05/01  12/05/07*    99.400     VARIES              0.131719                                                 8.43*             
                           312924VR1  12/18/01  12/18/26*    17.905      0.000     13.24    0.037295                                                 6.23*             
                           312924WG4  12/10/01  12/10/26*    16.856      0.000     13.21    0.036453                                                 5.80*             
                           312924WH2  12/03/01  12/03/21*    24.535      0.000     19.32    0.052277                                                 7.95*             
                           312924Z30  02/11/02  02/11/27*    14.071      0.000     10.18    0.032520                                                 1.30*             
                           312924ZZ9  12/27/01  12/27/21*    22.933      0.000     17.73    0.051429                                                 9.05*             
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3129252A7  09/03/02  09/03/32     12.693      0.000      2.91    0.024681   0.025545   0.026439   0.027365  0.028322      9.25     9.91     
                           3129252H2  08/26/02  02/26/21     30.624      0.000      6.91    0.055294   0.057091   0.058947   0.060862  0.062840     20.69    22.05     
                           3129252N9  08/27/02  08/27/32     12.693      0.000      3.06    0.024681   0.025545   0.026439   0.027365  0.028322      9.26     9.92     
                           3129252U3  09/10/02  09/10/32     13.162      0.000      2.79    0.025136   0.026000   0.026893   0.027818  0.028774      9.40    10.06     
                           3129253H1  09/10/02  09/10/32     12.693      0.000      2.74    0.024681   0.025545   0.026439   0.027365  0.028322      9.24     9.89     
                           3129253M0  09/23/02  09/23/08*    99.375     VARIES              0.015224   0.015534                                      4.04*             
                           3129253V0  09/17/02  09/17/32     12.693      0.000      2.57    0.024681   0.025545   0.026439   0.027365  0.028322      9.22     9.88     
                           3129253Y4  09/17/02  09/17/32     12.693      0.000      2.57    0.024681   0.025545   0.026439   0.027365  0.028322      9.22     9.88     
                           3129255S5  09/19/02  09/14/07     84.361      0.000      8.22    0.080606   0.081958   0.083368   0.084802  0.086260     29.56    30.58     
                           3129256D7  10/10/02  10/10/08     99.500     VARIES              0.013546   0.013817   0.014094   0.014098                4.97     3.93     
                           3129256W5  10/07/02  10/07/32     12.620      0.000      2.07    0.024609   0.025473   0.026367   0.027292  0.028250      9.16     9.82     
                           3129257A2  10/07/02  10/07/32     12.620      0.000      2.07    0.024609   0.025473   0.026367   0.027292  0.028250      9.16     9.82     
                           3129257G9  10/15/02  10/15/32     12.510      0.000      1.86    0.024500   0.025363   0.026257   0.027183  0.028141      9.11     9.76     
                           312925B25  08/15/02  08/15/22     25.257      0.000      6.68    0.049111   0.050830   0.052609   0.054451  0.056356     18.47    19.78     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     312925B33  08/06/02  08/06/32*    11.637      0.000      3.42    0.023597   0.024459                                      5.23*             
                           312925B41  08/06/02  08/06/32     12.330      0.000      3.53    0.024318   0.025182   0.026076   0.027001  0.027960      9.16     9.83     
                           312925E22  08/19/02  08/19/32     12.693      0.000      3.26    0.024681   0.025545   0.026439   0.027365  0.028322      9.27     9.93     
                           312925E55  07/29/02  07/29/09    100.000     VARIES              0.010251   0.010448   0.010515   0.010451                3.76     2.17     
                           312925E89  08/19/02  08/19/32     12.242      0.000      3.20    0.024229   0.025092   0.025986   0.026912  0.027870      9.11     9.77     
                           312925E97  08/19/02  08/19/32     12.693      0.000      3.26    0.024681   0.025545   0.026439   0.027365  0.028322      9.27     9.93     
                           312925F88  08/19/02  08/19/32     12.693      0.000      3.26    0.024681   0.025545   0.026439   0.027365  0.028322      9.27     9.93     
                           312925FU9  04/17/02  10/17/05*    99.000     VARIES              0.027373   0.028059   0.028066                          10.03*             
                           312925G20  08/19/02  08/19/32     12.693      0.000      3.26    0.024681   0.025545   0.026439   0.027365  0.028322      9.27     9.93     
                           312925H78  08/21/02  08/21/06*    99.250     VARIES              0.016929   0.017258   0.017593                           4.16*             
                           312925HS2  04/26/02  04/26/07    100.000     VARIES              0.046843   0.046951   0.046426                          16.86     5.34     
                           312925HZ6  04/30/02  04/30/07    100.000     VARIES              0.059310   0.059315   0.058707                          21.32     6.99     
                           312925J43  08/27/02  08/27/32     12.693      0.000      3.06    0.024681   0.025545   0.026439   0.027365  0.028322      9.26     9.92     
                           312925J50  08/26/02  08/26/22     25.257      0.000      6.14    0.049111   0.050830   0.052609   0.054451  0.056356     18.43    19.74     
                           312925JA9  04/26/02  04/26/07    100.000     VARIES              0.056522   0.056470   0.055932                          20.30     6.43     
                           312925JT8  05/16/02  05/16/06*    99.000     VARIES              0.027336                                                 3.69*             
                           312925JU5  05/07/02  05/07/07    100.000     VARIES              0.054591   0.054571   0.054029                          19.62     6.81     
                           312925K25  08/26/02  08/26/22     25.257      0.000      6.14    0.049111   0.050830   0.052609   0.054451  0.056356     18.43    19.74     
                           312925K33  08/26/02  08/26/32     11.979      0.000      2.99    0.023958   0.024820   0.025714   0.026640  0.027599      9.00     9.66     
                           312925L81  08/26/02  08/26/32     11.637      0.000      2.95    0.023597   0.024459   0.025351   0.026277  0.027236      8.87     9.53     
                           312925LE8  05/23/02  05/23/05*    99.500      3.500              0.014026                                                 1.99*             
                           312925LT5  05/08/02  02/01/06*    84.703      0.000     24.83    0.106940                                                 3.21*             
                           312925M31  08/26/02  08/26/32     11.569      0.000      2.94    0.023524   0.024385   0.025278   0.026203  0.027162      8.84     9.50     
                           312925MM9  05/28/02  05/28/32*    10.670      0.000      4.83    0.023381                                                 3.44*             
                           312925MP2  05/28/02  05/28/32*    10.670      0.000      4.83    0.023381                                                 3.44*             
                           312925N71  08/26/02  08/26/32     11.806      0.000      2.97    0.023777   0.024639   0.025532   0.026457  0.027416      8.93     9.59     
                           312925N97  08/26/02  08/26/32     12.693      0.000      3.09    0.024681   0.025545   0.026439   0.027365  0.028322      9.26     9.92     
                           312925NZ9  06/10/02  12/10/04*    99.250      3.250              0.021040                                                 3.35*             
                           312925PA2  06/03/02  06/03/22     22.933      0.000      9.99    0.049570   0.051429   0.053358   0.055358  0.057434     18.29    19.68     
                           312925PR5  06/10/02  06/10/32*    10.366      0.000      4.47    0.023025                                                 3.66*             
                           312925QQ6  06/05/02  06/05/22     24.774      0.000     10.11    0.050594   0.052390   0.054250   0.056176  0.058170     18.63    19.98     
                           312925QU7  06/05/02  06/05/22     24.654      0.000     10.10    0.050534   0.052334   0.054198   0.056129  0.058129     18.61    19.96     
                           312925QW3  06/05/02  06/05/22     24.774      0.000     10.11    0.050594   0.052390   0.054250   0.056176  0.058170     18.63    19.98     
                           312925QY9  06/18/02  06/18/32*    10.366      0.000      4.29    0.023025                                                 3.85*             
                           312925RD4  06/24/02  06/24/32*    10.366      0.000      4.15    0.023025                                                 3.98*             
                           312925RZ5  06/27/02  06/27/06*    99.500     VARIES              0.013887                                                 2.44*             
                           312925S68  08/27/02  08/27/32     12.693      0.000      3.06    0.024681   0.025545   0.026439   0.027365  0.028322      9.26     9.92     
                           312925S76  08/27/02  08/27/32     12.693      0.000      3.06    0.024681   0.025545   0.026439   0.027365  0.028322      9.26     9.92     
                           312925SF8  06/25/02  06/25/32*    10.516      0.000      4.16    0.023202                                                 4.04*             
                           312925TF7  07/02/02  07/02/32*    10.517      0.000      4.00    0.022348   0.023203                                      4.20*             
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     312925TK6  07/05/02  07/05/12*   100.000     VARIES              0.168936   0.170912                                     31.44*             
                           312925TM2  06/28/02  06/28/07    100.000     VARIES              0.048793   0.049174   0.048554                          17.63     8.59     
                           312925UB4  06/21/02  06/21/32     12.693      0.000      4.70    0.025545   0.026439   0.027365   0.028322  0.029314      9.38    10.04     
                           312925UL2  07/08/02  07/08/22*    23.928      0.000      8.37    0.048388                                                  .34*             
                           312925VB3  07/15/02  07/15/32*    10.983      0.000      3.80    0.022881   0.023739                                      4.59*             
                           312925VY3  07/15/02  07/15/32*    10.983      0.000      3.80    0.022881   0.023739                                      4.59*             
                           312925W63  09/11/02  09/11/07*    99.125     VARIES              0.024063   0.024547                                      6.10*             
                           312925WC0  07/16/02  07/16/07*    99.625      3.500              0.010316   0.010516                                      2.05*             
                           312925WS5  07/16/02  07/16/13     99.500      4.000              0.009060   0.009257   0.009459                           3.36      .14     
                           312925XC9  07/22/02  07/22/32*    10.983      0.000      3.64    0.022881   0.023739                                      4.75*             
                           312925XG0  07/30/02  07/30/12*   100.000     VARIES              0.164422                                                 4.77*             
                           312925XT2  07/23/02  07/23/32*    10.983      0.000      3.62    0.022881   0.023739                                      4.78*             
                           312925YG9  07/29/02  07/29/32*    10.982      0.000      3.48    0.022880   0.023738                                      4.91*             
                           312925Z86  09/03/02  09/03/32     12.693      0.000      2.91    0.024681   0.025545   0.026439   0.027365  0.028322      9.25     9.91     
                           312925ZB9  07/30/02  07/30/32*    10.982      0.000      3.45    0.022880   0.023738                                      4.94*             
                           312925ZD5  08/15/02  08/15/07*    99.625     VARIES              0.010316   0.010516                                      2.35*             
                           312925ZQ6  07/29/02  07/29/22*    25.014      0.000      7.45    0.048986   0.050713                                     10.50*             
                           312925ZY9  07/26/02  01/26/07     83.786      0.000     14.32    0.092400   0.094234   0.096104   0.098012  0.099958     34.17    35.54     
Fedders North America      313139AE7  08/24/99  08/15/07     95.304      9.375     15.35    0.014763   0.015520   0.016315   0.017151  0.018030      5.66     6.26     
Federal Home Loan Banks    31339X6F6  06/12/03  06/12/23    100.000     VARIES                         0.086801   0.086204   0.085598  0.084982     17.26    30.90     
                           31339XA53  06/09/03  06/09/28     22.811      0.000                         0.038018   0.039159   0.040333  0.041543      7.70    14.36     
                           31339XAF1  06/09/03  06/09/33     15.782      0.000                         0.027399   0.028256   0.029139  0.030049      5.55    10.37     
                           31339XBL7  06/10/03  06/10/33     15.108      0.000                         0.026859   0.027719   0.028606  0.029521      5.42    10.18     
                           31339XDQ4  06/16/03  06/16/33     15.554      0.000                         0.027220   0.028077   0.028962  0.029874      5.32    10.29     
                           31339XGE8  06/16/03  06/16/33     15.967      0.000                         0.027543   0.028398   0.029280  0.030189      5.38    10.41     
                           31339XJ70  06/23/03  06/23/33     15.108      0.000                         0.026859   0.027719   0.028606  0.029521      5.06    10.15     
                           31339XJL9  06/23/03  06/23/33     15.108      0.000                         0.026859   0.027719   0.028606  0.029521      5.06    10.15     
                           31339XKS2  06/23/03  06/23/28     23.714      0.000                         0.038470   0.039593   0.040749  0.041939      7.24    14.48     
                           31339XKT0  06/19/03  06/19/18    100.000     VARIES                         0.086209   0.085801   0.085387  0.084966     16.55    30.80     
                           31339XMN1  06/18/03  06/18/18     44.966      0.000                         0.067449   0.069271   0.071141  0.073062     13.04    25.32     
                           31339XMW1  06/26/03  06/26/23     31.870      0.000                         0.051346   0.052836   0.054368  0.055944      9.51    19.31     
                           31339XN42  06/26/03  06/26/08    100.000     VARIES                         0.084383   0.085003   0.085494  0.085850     15.61    30.69     
                           31339XQ72  07/03/03  07/03/23     32.181      0.000                                    0.051401   0.052879  0.054399      9.15    19.30     
                           31339XRT3  06/30/03  06/30/23     33.134      0.000                         0.051542   0.052985   0.054469  0.055994      9.33    19.34     
                           31339XSM7  07/02/03  07/02/18    100.000     VARIES                                    0.083077   0.082637  0.082191     14.87    29.67     
                           31339XUQ5  06/30/03  07/02/18     46.694      0.000                         0.066535   0.066689   0.068402  0.070160     12.07    24.94     
Federal Home Loan Banks    31339Y4A7  07/16/03  07/16/18    100.000     VARIES                                    0.082267   0.081840  0.081407     13.57    29.40     
                           31339YBR2  07/07/03  07/07/23     32.181      0.000                                    0.051401   0.052879  0.054399      8.94    19.29     
                           31339YMR0  07/28/03  07/28/23     30.656      0.000                                    0.051093   0.052626  0.054204      7.82    19.15     
                           31339YPD8  07/29/03  07/29/19     39.750      0.000                                    0.064593   0.066482  0.068427      9.82    24.18     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan Banks    31339YQP0  08/07/03  08/07/08    100.000     VARIES                                    0.034901   0.035382  0.035869      5.03    12.79     
                           31339YX23  08/11/03  08/11/23     28.367      0.000                                    0.050430   0.052044  0.053709      7.06    18.90     
                           31339YXB3  08/04/03  08/04/23     28.588      0.000                                    0.050505   0.052111  0.053768      7.42    18.95     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3133F0SE0  06/27/02  12/15/13*    49.995      0.000     15.72    0.087680                                                14.38*             
                           3133F0SN0  07/05/02  01/15/14*    49.911      0.000     14.96    0.084991   0.087592                                     16.96*             
                           3133F0SU4  07/11/02  01/15/14*    49.961      0.000     14.45    0.084992   0.087592                                     16.96*             
Federal Home Loan Banks    3133M2D95  01/23/98  01/23/23*    17.185      0.000     71.53    0.046994   0.048679                                      9.80*             
                           3133M2H59  01/27/98  01/27/23     17.905      0.000     72.28    0.047450   0.049111   0.050830   0.052609  0.054450     17.90    19.18     
                           3133M2JB4  12/18/97  12/18/12     33.623      0.000    148.59    0.099393   0.103070   0.106884   0.110839  0.114940     36.54    39.29     
Federal Home Loan Banks    3133M3CT0  04/07/98  04/07/28     12.693      0.000     48.89    0.033638   0.034816   0.036034   0.037295  0.038601     12.52    13.41     
Federal Home Loan Banks    3133M4JQ7  06/05/98  06/05/28     12.678      0.000     46.91    0.033624   0.034802   0.036020   0.037282  0.038587     12.38    13.26     
                           3133M4T86  07/07/98  07/07/28     13.648      0.000     47.32    0.033373   0.034499   0.035664   0.036867  0.038112     12.62    13.48     
                           3133M4YA5  07/27/98  07/27/18*    25.257      0.000     89.98    0.064670                                                 1.68*             
                           3133M4YB3  07/27/98  07/27/18*    25.257      0.000     89.98    0.064670                                                 1.68*             
                           3133M4ZK2  07/27/98  07/27/18*    24.966      0.000     89.81    0.064622                                                 1.68*             
Federal Home Loan Banks    3133M54Y3  08/10/98  08/10/18*    25.552      0.000     89.30    0.064713                                                 2.52*             
                           3133M56Y1  08/20/98  08/20/18*    25.208      0.000     88.46    0.064663                                                 3.17*             
                           3133M5ER7  09/08/98  09/08/28     13.727      0.000     45.39    0.033442   0.034567   0.035730   0.036932  0.038175     12.50    13.36     
                           3133M5HA1  09/15/98  09/15/28*    11.806      0.000     42.26    0.031613                                                 2.34*             
                           3133M5HX1  09/15/98  09/15/28*    11.806      0.000     42.26    0.031613                                                 2.34*             
                           3133M5LN8  09/18/98  09/18/28     13.928      0.000     45.33    0.033613   0.034736   0.035896   0.037095  0.038334     12.54    13.39     
                           3133M5QZ6  09/29/98  09/29/28     14.934      0.000     46.26    0.034424   0.035533   0.036677   0.037858  0.039077     12.80    13.64     
Federal Home Loan Banks    3133M6TR9  12/08/98  12/08/28*    13.847      0.000     42.54    0.033545                                                 5.27*             
                           3133M6ZL5  12/29/98  12/29/28*    13.451      0.000     41.32    0.033200                                                 5.91*             
Federal Home Loan Banks    3133M7A30  01/26/99  01/26/29     13.648      0.000     40.70    0.032283   0.033373   0.034499   0.035664  0.036867     12.16    13.00     
                           3133M7A63  01/28/99  01/28/19*    26.253      0.000     78.82    0.062666                                                 1.69*             
                           3133M7AS5  01/29/99  01/29/19*    26.406      0.000     78.82    0.062689                                                 1.76*             
                           3133M7BT2  02/01/99  02/01/29     12.693      0.000     39.27    0.031402   0.032501   0.033638   0.034816  0.036034     11.84    12.68     
                           3133M7CE4  01/28/99  01/28/19*    25.257      0.000     78.33    0.062483                                                 1.69*             
                           3133M7Z25  03/02/99  03/02/04     85.600      0.000              0.056364   0.028172   0.028925                          11.95     1.76     
Federal Home Loan Banks    3133M83W2  03/26/99  03/26/29*    12.260      0.000     36.96    0.030975                                                 2.63*             
                           3133M8F58  04/05/99  04/05/04     76.073      0.000    172.71    0.141896   0.145830   0.149873                          52.48    14.09     
                           3133M8PV0  05/04/99  05/04/04     76.402      0.000    166.37    0.139807   0.143621   0.147540                          51.46    18.15     
Federal Home Loan Banks    3133M95W8  07/13/99  07/13/29     12.331      0.000     33.75    0.029981   0.031046   0.032148   0.033289  0.034471     11.35    12.17     
                           3133M9CD2  08/17/99  08/17/29     11.806      0.000     32.07    0.029440   0.030507   0.031613   0.032759  0.033947     11.08    11.90     
                           3133M9JE3  07/29/99  07/27/06     64.021      0.000    156.16    0.139449   0.143966   0.148629   0.153444  0.158414     52.43    55.88     
                           3133M9UQ3  09/01/99  03/01/05     71.017      0.000    163.79    0.150276   0.155026   0.159925   0.164979  0.170193     56.11    59.71     
Federal Home Loan Banks    3133MA6W4  10/20/99  04/20/05     70.101      0.000    160.90    0.155151   0.160243   0.165503   0.170934  0.176545     57.51    61.34     
Federal Home Loan Banks    3133MCF83  10/27/00  04/27/10     79.882      0.000              0.103744   0.072274   0.074575   0.052117  0.053770     29.82    21.47     
                           3133MCX91  01/19/01  12/14/04     80.920      0.000     90.34    0.137007   0.140773   0.144642   0.148618               50.13    50.33     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan Banks    3133MFR42  06/21/01  06/13/06     77.119      0.000     64.05    0.122364   0.125600   0.128921   0.132329  0.135828     44.75    47.15     
Federal Home Loan Banks    3133MGKK1  08/06/01  08/06/21*    24.090      0.000     25.32    0.052057   0.053943                                     11.53*             
Federal Home Loan Banks    3133MHLM4  09/24/01  09/24/21*    25.111      0.000     23.06    0.052544   0.054391                                     14.15*             
                           3133MHR63  09/24/01  09/15/06     80.023      0.000     46.88    0.105188   0.107570   0.110006   0.112498  0.115046     38.81    40.58     
Federal Home Loan Banks    3133MJKJ8  11/15/01  11/15/21*    25.257      0.000     20.41    0.052609                                                 7.05*             
                           3133MJSW1  11/19/01  11/19/21*    27.289      0.000     20.55    0.053386                                                 7.37*             
                           3133MJXR6  12/03/01  12/03/21    100.000      5.820              0.171213   0.176195   0.161667   0.166371  0.171213     62.27    59.31     
Federal Home Loan Banks    3133MKM53  01/09/02  01/09/12*   100.000      0.000              0.262196                                                 2.10*             
Federal Home Loan Banks    3133MLRW7  02/22/02  02/22/07    100.000     VARIES              0.134541   0.136264   0.136732   0.137212  0.137172     49.03    49.37     
Federal Home Loan Banks    3133MM3N1  03/19/02  03/19/07*   100.000      0.000              0.014138                                                 1.10*             
                           3133MMKS1  04/01/02  04/01/22*    22.933      0.000     13.06    0.049570                                                 4.46*             
Federal Home Loan Banks    3133MNBM2  04/30/02  04/30/07    100.000     VARIES              0.116583   0.116697   0.116235                          41.97    13.83     
Federal Home Loan Banks    3133MP6K7  06/28/02  06/28/05*   100.000     VARIES              0.107727   0.107728                                     38.46*             
                           3133MPJ98  07/02/02  07/02/07    100.000     VARIES              0.127628   0.128977   0.130020   0.130779  0.131250     46.62    47.16     
                           3133MPKH8  07/05/02  07/05/05    100.000     VARIES              0.100857   0.101370   0.101705   0.101834  0.101754     36.55    36.65     
                           3133MPNV4  07/12/02  01/12/07    100.000     VARIES              0.127851   0.129093   0.130028   0.130664  0.130996     46.62    47.09     
                           3133MPQ90  07/09/02  07/09/04*   100.000     VARIES              0.085720                                                  .69*             
                           3133MPQM1  07/08/02  07/08/04*   100.000     VARIES              0.086180   0.086472                                     16.17*             
                           3133MPQR0  07/19/02  07/19/07    100.000     VARIES              0.125373   0.126529   0.127425   0.128078  0.128483     45.67    46.16     
                           3133MPSQ0  07/23/02  07/23/04*   100.000     VARIES              0.078268   0.078428                                      8.78*             
                           3133MPVR4  08/02/02  02/03/06    100.000     VARIES              0.116192   0.117109   0.117725   0.118041  0.118049     42.22    42.49     
Federal Home Loan Banks    3133MQ6Q2  08/05/02  08/05/22*    25.257      0.000      7.17    0.049111   0.050830                                     10.82*             
                           3133MQDM3  08/05/02  08/05/08    100.000     VARIES              0.116034   0.117024   0.117832   0.118472  0.118939     42.21    42.70     
                           3133MQPR9  08/26/02  08/26/22*    25.257      0.000      6.14    0.049111                                                 2.70*             
                           3133MQRZ9  08/22/02  08/22/22     25.900      0.000      6.38    0.049426   0.051124   0.052880   0.054696  0.056575     18.54    19.84     
                           3133MQWR1  08/22/02  08/22/05*   100.000     VARIES              0.079550                                                 4.06*             
                           3133MQWX8  09/06/02  09/06/22*    25.257      0.000      5.65    0.049111                                                 3.19*             
                           3133MQX90  08/26/02  08/26/22*    25.257      0.000      6.14    0.049111                                                 2.70*             
Federal Home Loan Banks    3133MRDC3  09/10/02  09/10/07    100.000     VARIES              0.102886   0.103542   0.104065   0.104444  0.104675     37.29    37.60     
                           3133MRDM1  09/10/02  09/10/07    100.000     VARIES              0.102727   0.103358   0.103846   0.104200  0.104416     37.22    37.51     
                           3133MRJE3  09/24/02  09/24/07*   100.000     VARIES              0.102807   0.103450                                     27.15*             
                           3133MRM41  09/17/02  09/17/07    100.000     VARIES              0.102882   0.103542   0.104066   0.104444  0.104676     37.28    37.60     
                           3133MRVC3  09/27/02  09/27/22*    27.026      0.000      4.69    0.049923                                                 4.29*             
                           3133MRY30  10/07/02  10/07/22*    27.104      0.000      4.20    0.049955   0.051612                                     14.09*             
Federal Home Loan Banks    3133MS3B4  09/19/02  09/14/07     84.850      0.000      7.99    0.078295   0.079564   0.080885   0.082229  0.083595     28.69    29.65     
                           3133MSHD5  10/17/02  10/19/09     76.775      0.000      6.01    0.081236   0.082783   0.084359   0.085966  0.087602     29.75    30.89     
                           3133MSHE3  10/17/02  10/19/09     76.745      0.000      6.02    0.081325   0.082876   0.084457   0.086067  0.087709     29.78    30.93     
                           3133MSME7  10/10/02  10/30/03*   100.000      0.000              0.050342                                                  .45*             
                           3133MSRX0  10/15/02  10/05/07     85.446      0.000      5.75    0.075670   0.076814   0.078038   0.079282  0.080546     27.65    28.53     
                           3133MSYC8  11/05/02  11/05/32     14.255      0.000      1.46    0.026135   0.026997   0.027888   0.028808  0.029759      9.66    10.31     
Federal Home Loan Banks    3133MTES3  11/15/02  11/15/32     13.648      0.000      1.18    0.025590   0.026454   0.027346   0.028269  0.029223      9.45    10.10     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan Banks    3133MTLC0  11/29/02  12/02/14*    49.920      0.000      2.61    0.081437                                                12.30*             
Federal Home Loan Banks    3133MU6F7  11/27/02  12/23/03*   100.000      0.000              0.046213                                                 6.75*             
                           3133MUJZ9  12/30/02  12/30/32     13.451      0.000       .03    0.025408   0.026272   0.027165   0.028089  0.029044      9.30     9.95     
                           3133MUP74  12/27/02  12/27/32     15.241      0.000       .11    0.026968   0.027827   0.028713   0.029628  0.030571      9.87    10.51     
                           3133MUSN6  01/13/03  01/13/33     14.675      0.000                         0.026497   0.027358   0.028247  0.029166      9.37    10.31     
Federal Home Loan Banks    3133MV4K6  02/04/03  02/04/28     20.207      0.000                         0.036485   0.037670   0.038895  0.040159     12.10    14.15     
                           3133MV5T6  01/28/03  01/28/13    100.000     VARIES                         0.085730   0.082689   0.081911  0.081182     28.50    29.89     
                           3133MV7H0  01/27/03  01/27/33     13.569      0.000                         0.025517   0.026381   0.027274  0.028197      8.66     9.94     
                           3133MVB85  02/06/03  02/06/23     27.131      0.000                         0.049966   0.051623   0.053334  0.055102     16.48    19.40     
                           3133MVDU4  02/06/03  02/06/18     40.309      0.000                         0.068861   0.070978   0.073161  0.075411     22.69    26.59     
                           3133MVSL8  02/18/03  02/18/33     13.968      0.000                         0.025880   0.026743   0.027635  0.028557      8.22    10.03     
                           3133MVT52  02/24/03  02/24/23     28.643      0.000                         0.050523   0.052127   0.053783  0.055490     15.71    19.49     
                           3133MVZN6  02/25/03  02/25/28     20.207      0.000                         0.036485   0.037670   0.038895  0.040159     11.31    14.10     
Federal Home Loan Banks    3133MW2W0  02/25/03  02/25/28     20.207      0.000                         0.036485   0.037670   0.038895  0.040159     11.31    14.10     
                           3133MW2X8  02/27/03  02/27/20     36.604      0.000                         0.061007   0.062838   0.064723  0.066665     18.77    23.44     
                           3133MW4W8  02/27/03  02/27/20     36.484      0.000                         0.061009   0.062846   0.064737  0.066686     18.77    23.44     
                           3133MW5G2  02/27/03  02/27/18     41.199      0.000                         0.068664   0.070724   0.072846  0.075031     21.13    26.38     
                           3133MW7G0  03/03/03  03/03/08    100.000     VARIES                         0.089233   0.089854   0.090342  0.090696     26.66    32.53     
                           3133MWGF2  03/05/03  03/05/07    100.000     VARIES                         0.089347   0.090049   0.090557  0.090867     26.53    32.60     
                           3133MWH95  02/28/03  02/28/23     30.066      0.000                         0.049838   0.051923   0.052925  0.055443     15.56    19.62     
                           3133MWJN2  02/21/03  02/21/13*   100.000      0.000                         0.019032                                      1.71*             
                           3133MWJQ5  02/21/03  02/21/13*   100.000      0.000                         0.017500                                      1.57*             
                           3133MWJS1  03/06/03  09/08/05    100.000     VARIES              0.010331   0.010332   0.010428   0.010459  0.010460      3.06     3.76     
                           3133MWSW2  03/25/03  03/25/33     14.464      0.000                         0.026316   0.027178   0.028068  0.028988      7.35    10.12     
                           3133MWU90  03/24/03  03/24/08    100.000     VARIES                         0.100676   0.101549   0.102236  0.102735     27.97    36.80     
Federal Home Loan Banks    3133MXEJ4  04/01/03  04/01/33     14.977      0.000                         0.026751   0.027611   0.028499  0.029415      7.30    10.26     
                           3133MXRH4  03/28/03  03/29/18     41.192      0.000              0.068370   0.068664   0.070724   0.072846  0.075031     18.93    26.24     
                           3133MXWJ4  04/14/03  04/14/15     55.287      0.000                         0.076789   0.078709   0.080676  0.082693     19.88    29.00     
Federal Home Loan Banks    3133MY6C6  04/28/03  04/28/33     13.451      0.000                         0.025408   0.026272   0.027165  0.028089      6.23     9.73     
                           3133MYB48  04/30/03  04/30/18     41.019      0.000                         0.068707   0.070779   0.072912  0.075111     16.68    26.13     
                           3133MYBZ9  05/07/03  05/07/18     41.199      0.000                         0.068664   0.070724   0.072846  0.075031     16.18    26.08     
                           3133MYD95  04/28/03  04/28/33     13.451      0.000                         0.025408   0.026272   0.027165  0.028089      6.23     9.73     
                           3133MYGP6  05/05/03  05/05/06    100.000     VARIES                         0.062465   0.062652   0.062768  0.062807     14.75    22.58     
                           3133MYGY7  04/23/03  01/23/06    100.000     VARIES                         0.016380   0.016502   0.016617  0.016631      4.08     5.99     
                           3133MYTD9  05/27/03  05/27/33     14.676      0.000                         0.026498   0.027359   0.028248  0.029166      5.70    10.07     
Federal Home Loan Banks    3133X02D0  08/11/03  08/11/23     27.823      0.000                                    0.050235   0.051868  0.053554      7.03    18.84     
                           3133X05F2  08/18/03  08/18/23     27.661      0.000                                    0.050175   0.051813  0.053504      6.67    18.80     
                           3133X05N5  08/18/03  08/18/23     27.026      0.000                                    0.049923   0.051583  0.053298      6.64    18.72     
                           3133X05S4  08/18/03  08/18/23     27.026      0.000                                    0.049923   0.051583  0.053298      6.64    18.72     
                           3133X0DG1  08/11/03  08/11/17     43.708      0.000                                    0.072846   0.075031  0.077282     10.20    27.24     
                           3133X0DP1  08/25/03  08/25/23     26.662      0.000                                    0.049770   0.051442  0.053170      6.27    18.65     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan Banks    3133X0EZ8  08/25/03  08/25/23     26.202      0.000                                    0.049566   0.051254  0.052999      6.25    18.58     
                           3133X0H51  08/28/03  08/28/23     24.960      0.000                                    0.048958   0.050687  0.052476      6.02    18.37     
                           3133X0HG7  08/25/03  08/25/23     25.257      0.000                                    0.049111   0.050830  0.052609      6.19    18.43     
                           3133X0HK8  08/25/03  08/25/23     25.257      0.000                                    0.049111   0.050830  0.052609      6.19    18.43     
                           3133X0JA8  08/25/03  08/25/23     24.300      0.000                                    0.048600   0.050350  0.052163      6.12    18.26     
                           3133X0LX5  08/20/03  08/20/13     58.125      0.000                                    0.088802   0.091244  0.093754     11.63    33.06     
                           3133X0NA3  09/05/03  09/05/23     25.808      0.000                                    0.049382   0.051083  0.052842      5.73    18.49     
                           3133X0RK7  09/08/03  09/08/10    100.000     VARIES                                    0.152764   0.151618  0.150441     17.26    54.53     
                           3133X0RS0  09/05/03  09/05/06    100.000     VARIES                                    0.020394   0.020673  0.020956      2.37     7.46     
                           3133X0SR1  09/08/03  09/08/23     24.536      0.000                                    0.048731   0.050473  0.052278      5.51    18.26     
Federal Home Loan Banks    3133X15J2  09/29/03  09/29/23     26.508      0.000                                    0.049703   0.051380  0.053114      4.57    18.51     
                           3133X16J1  09/29/03  09/29/10    100.000     VARIES                                    0.067733   0.069167  0.070392      6.20    24.90     
                           3133X1BR7  09/17/03  09/12/08     84.441      0.000                                    0.080229   0.081567  0.082962      8.34    29.42     
                           3133X1D38  09/29/03  09/29/06    100.000     VARIES                                    0.024194   0.024438  0.024575      2.22     8.79     
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3134A12F6  01/26/98  01/26/18*    23.836      0.000    101.11    0.066738                                                 1.67*             
                           3134A12K5  02/04/98  02/04/28     13.067      0.000     51.64    0.033986   0.035158   0.036371   0.037626  0.038924     12.80    13.69     
                           3134A12V1  02/02/98  02/02/23*    15.871      0.000     69.20    0.046052                                                 1.43*             
                           3134A1BU3  09/25/96  06/01/16     23.214      0.000    137.49    0.077117   0.080031   0.083055   0.086194  0.089451     28.46    30.66     
                           3134A1CT5  10/21/96  09/15/16     23.550      0.000    133.97    0.074323   0.077073   0.079925   0.082882  0.085948     27.85    29.94     
                           3134A1DL1  11/01/96  02/01/16     25.038      0.000    139.87    0.077040   0.079861   0.082785   0.085817  0.088959     29.10    31.27     
                           3134A1E97  10/28/97  10/28/22     16.715      0.000     74.95    0.048374   0.050136   0.051962   0.053855  0.055817     17.96    19.29     
                           3134A1F47  11/03/97  11/03/22     15.909      0.000     73.46    0.047807   0.049598   0.051455   0.053382  0.055381     17.74    19.10     
                           3134A1FK1  11/20/96  09/03/19     20.641      0.000    108.88    0.060311   0.062435   0.064634   0.066911  0.069268     22.60    24.23     
                           3134A1H60  10/22/97  06/03/24     16.813      0.000     69.97    0.044822   0.046348   0.047927   0.049560  0.051248     16.50    17.64     
                           3134A1HH6  12/23/96  12/01/15     26.483      0.000    139.29    0.079673   0.082517   0.085463   0.088514  0.091673     29.37    31.50     
                           3134A1HU7  12/27/96  12/02/19     19.720      0.000    104.66    0.060079   0.062244   0.064487   0.066811  0.069218     22.15    23.77     
                           3134A1JD3  12/31/96  12/01/14     28.804      0.000    149.07    0.085309   0.088324   0.091445   0.094676  0.098022     31.44    33.70     
                           3134A1MX5  02/12/97  02/01/14     30.030      0.000    155.55    0.088705   0.091905   0.095221   0.098657  0.102216     33.49    35.95     
                           3134A1MY3  02/12/97  02/01/20     19.238      0.000    101.15    0.057811   0.059923   0.062112   0.064381  0.066733     21.84    23.46     
                           3134A1MZ0  02/12/97  03/01/16     25.716      0.000    134.12    0.077004   0.079798   0.082693   0.085693  0.088802     28.91    31.04     
                           3134A1NA4  02/12/97  01/02/19     20.877      0.000    109.39    0.062140   0.064403   0.066750   0.069181  0.071701     23.60    25.35     
                           3134A1X39  12/11/97  06/01/15     33.207      0.000    124.81    0.080916   0.083510   0.086186   0.088948  0.091799     29.75    31.69     
                           3134A1YQ7  08/26/97  08/26/22*    13.652      0.000     72.53    0.045891                                                 2.52*             
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3134A24G0  02/22/99  02/22/29     12.693      0.000     38.61    0.031402   0.032501   0.033638   0.034816  0.036034     11.79    12.63     
                           3134A26X1  03/08/99  03/08/29     12.693      0.000     38.11    0.031402   0.032501   0.033638   0.034816  0.036034     11.76    12.59     
                           3134A2EM6  05/07/98  05/07/18*    24.067      0.000     94.53    0.066778                                                 8.41*             
                           3134A2EX2  05/22/98  05/22/28     12.511      0.000     47.08    0.033464   0.034644   0.035865   0.037129  0.038438     12.35    13.24     
                           3134A2FE3  06/02/98  06/02/28     12.879      0.000     47.34    0.033813   0.034988   0.036203   0.037461  0.038763     12.45    13.33     
                           3134A2FR4  06/09/98  06/09/28     12.602      0.000     46.66    0.033552   0.034730   0.035950   0.037213  0.038520     12.34    13.23     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3134A2G77  12/28/98  11/15/28     20.230      0.000     48.40    0.037483   0.038499   0.039542   0.040614  0.041715     13.77    14.53     
                           3134A2GC6  06/05/98  06/05/28     12.804      0.000     47.12    0.033743   0.034919   0.036136   0.037395  0.038698     12.42    13.30     
                           3134A2GJ1  06/12/98  06/12/28     12.712      0.000     46.73    0.033656   0.034833   0.036052   0.037312  0.038617     12.37    13.25     
                           3134A2HF8  06/30/98  11/24/14     38.078      0.000    115.65    0.081883   0.084329   0.086848   0.089443  0.092115     30.10    31.93     
                           3134A2HG6  06/30/98  12/11/25     19.896      0.000     60.36    0.042862   0.044141   0.045459   0.046816  0.048213     15.71    16.66     
                           3134A2MA3  08/03/98  08/03/28*    11.806      0.000     43.59    0.031613   0.032759                                      6.91*             
                           3134A2MH8  08/03/98  08/03/28*    11.806      0.000     43.59    0.031613   0.032759                                      6.91*             
                           3134A2NQ7  07/30/98  08/15/14     37.992      0.000    116.14    0.082486   0.085012   0.087616   0.090299  0.093064     30.85    32.77     
                           3134A2QA9  09/08/98  09/08/28     14.152      0.000     45.97    0.033801   0.034921   0.036078   0.037273  0.038507     12.63    13.48     
                           3134A2QF8  09/15/98  09/15/28*    11.806      0.000     42.26    0.031613                                                 2.34*             
                           3134A2QP6  09/18/98  09/18/28     14.078      0.000     45.53    0.033740   0.034860   0.036018   0.037215  0.038451     12.58    13.43     
                           3134A2QT8  09/18/98  09/18/28*    11.806      0.000     42.17    0.031613                                                 2.43*             
                           3134A2SG4  10/05/98  10/05/28*    12.693      0.000     43.01    0.032501                                                 3.06*             
                           3134A2T24  01/28/99  01/28/29*    12.693      0.000     39.37    0.031402   0.032501                                      6.70*             
                           3134A2UL0  11/02/98  11/02/28     13.162      0.000     42.81    0.032939   0.034072   0.035243   0.036454  0.037707     12.20    13.05     
                           3134A2WZ7  12/01/98  12/01/28*    12.693      0.000     41.19    0.032501                                                 4.88*             
Federal Home Loan                                                                                                                                                      
  Mortgage Corporation     3134A3AE6  03/15/99  03/15/29     12.693      0.000     37.89    0.031402   0.032501   0.033638   0.034816  0.036034     11.74    12.58     
                           3134A3D29  09/09/99  08/15/27     14.928      0.000     37.78    0.035070   0.036284   0.037541   0.038841  0.040186     13.18    14.11     
                           3134A3GY6  04/05/99  04/05/29     12.693      0.000     37.26    0.031402   0.032501   0.033638   0.034816  0.036034     11.69    12.53     
                           3134A3LC8  04/26/99  04/26/29     12.510      0.000     36.36    0.031223   0.032324   0.033463   0.034643  0.035864     11.58    12.42     
                           3134A3LX2  05/03/99  05/03/29     12.153      0.000     35.67    0.030866   0.031970   0.033113   0.034297  0.035523     11.44    12.27     
                           3134A3WP7  07/06/99  07/06/29*     9.506      0.000     29.90    0.026729   0.027798                                      5.14*             
                           3134A3ZJ8  09/14/99  09/14/29     12.656      0.000     32.30    0.030304   0.031366   0.032465   0.033603  0.034781     11.33    12.14     
                           3134A3ZU3  08/02/99  12/14/29     15.469      0.000     36.14    0.032985   0.034014   0.035076   0.036170  0.037299     12.10    12.86     
Federal National                                                                                                                                                       
  Mortgage Association     31359MEL3  01/29/99  06/01/17     34.790      0.000     88.20    0.070408   0.072464   0.074581   0.076759  0.079000     25.84    27.37     
                           31359MRD7  04/11/03  04/12/18     99.460     VARIES              0.014825   0.014827   0.015090                           3.88     1.52     
Federal National                                                                                                                                                       
  Mortgage Association     31364CJD1  08/13/96  08/11/06     97.000      6.830     16.64    0.008924   0.009248   0.009583   0.009931  0.010291      3.36     3.61     
Federal National                                                                                                                                                       
  Mortgage Association     31364KF21  12/21/00  12/28/07     78.513      0.000              0.097395   0.097537   0.086176   0.086327  0.074285     35.05    31.01     
                           31364KHC7  02/09/00  04/01/03     80.379      0.000    179.15    0.189530                                                17.06              
                           31364KM72  01/18/01  12/14/04     81.034      0.000     89.90    0.136095   0.139808   0.143622   0.147540               49.79    49.97     
                           31364KM80  01/18/01  06/14/05     78.720      0.000     88.13    0.133488   0.137162   0.140937   0.144816  0.148801     48.84    51.57     
                           31364KM98  01/18/01  12/13/05     76.438      0.000     86.40    0.130914   0.134551   0.138288   0.142129  0.146076     47.92    50.62     
                           31364KSS0  08/17/00  08/17/12     60.070      2.000     55.31    0.069537   0.071958   0.074463   0.077056  0.079739     26.13    27.98     
                           31364KTK6  08/17/00  06/25/04     87.429      0.000              0.069575   0.046692   0.017452                          20.62     3.04     
Federal National                                                                                                                                                       
  Mortgage Association     3136F0DV1  04/10/01  09/14/04     84.573      0.000     74.49    0.124628   0.127711   0.130870   0.134107               46.09    33.69     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Federal National                                                                                                                                                       
  Mortgage Corporation     3136F0L67  09/28/01  09/15/06     79.592      0.000     47.48    0.107496   0.109996   0.112554   0.115171  0.117850     39.68    41.55     
                           3136F0PV8  06/21/01  06/13/06     77.295      0.000     63.61    0.121471   0.124655   0.127921   0.131273  0.134713     44.42    46.78     
                           3136F0W73  10/19/01  10/11/06     80.002      0.000     44.27    0.105242   0.107628   0.110067   0.112561  0.115112     38.70    40.48     
                           3136F0W81  10/19/01  10/11/06     80.002      0.000     44.27    0.105242   0.107628   0.110067   0.112561  0.115112     38.70    40.48     
Federal National                                                                                                                                                       
  Mortgage Association     3136F12V1  06/21/02  06/15/07     80.050      0.000     19.11    0.102594   0.104910   0.107279   0.109701  0.112178     37.43    39.13     
                           3136F15H9  07/17/02  07/17/06*    99.435      1.800              0.026391                                                  .06*             
                           3136F1DL1  12/20/01  12/15/06     78.270      0.000     40.68    0.113523   0.116347   0.119241   0.122207  0.125246     41.47    43.56     
                           3136F1EQ9  12/27/01  03/17/31     16.751      0.000     10.72    0.030195   0.031132   0.032099   0.033095  0.034122     11.24    11.95     
                           3136F1H60  05/24/02  05/24/12*    99.125      4.000              0.016200   0.016574                                      5.30*             
                           3136F1KN9  01/29/02  02/01/09     87.729      0.000              0.095934   0.095490   0.071781   0.071461  0.045635     30.83    21.86     
                           3136F1L81  06/05/02  06/05/13*    99.000     VARIES              0.018515   0.018950                                      6.26*             
                           3136F1ME7  02/22/02  02/23/10     99.480     VARIES              0.007134   0.007287   0.007442                           2.64      .39     
                           3136F1MG2  02/08/02  01/31/07     78.566      0.000     35.04    0.109509   0.112193   0.114943   0.117761  0.120647     40.73    42.75     
                           3136F1UM0  04/04/02  04/04/13*    99.050     VARIES              0.026713                                                 2.48*             
                           3136F1Y95  06/26/02  06/26/13*    99.500      4.000              0.009257   0.009459                                      3.32*             
                           3136F1ZL7  05/16/02  05/16/06*    99.000      4.000              0.028123                                                 3.80*             
                           3136F1ZM5  05/16/02  05/16/13*    98.875     VARIES              0.031648                                                 4.27*             
Federal National                                                                                                                                                       
  Mortgage Association     3136F2B31  12/20/02  12/30/32     19.252      0.000       .33    0.029794   0.030623   0.031474   0.032350  0.033249     10.88    11.49     
                           3136F2B49  12/20/02  12/28/07     84.684      0.000       .86    0.078569   0.079880   0.081213   0.082569  0.083947     28.53    29.49     
                           3136F2C63  12/24/02  12/30/09     76.570      0.000       .57    0.081750   0.083320   0.084920   0.086551  0.088213     29.72    30.87     
                           3136F2C71  12/24/02  12/28/07     85.056      0.000       .54    0.076961   0.078214   0.079487   0.080781  0.082097     27.94    28.86     
                           3136F2FZ6  09/04/02  09/15/07     85.596      0.000              0.085739   0.084416   0.083067   0.081694  0.080295     30.34    29.36     
                           3136F2KY3  09/19/02  09/14/07     84.258      0.000      8.27    0.081095   0.082461   0.083890   0.085343  0.086822     29.74    30.78     
                           3136F2NT1  10/15/02  10/05/07     85.661      0.000      5.67    0.074641   0.075749   0.076937   0.078144  0.079369     27.27    28.12     
                           3136F2W20  01/30/03  01/22/08     84.961      0.000                         0.077902   0.079132   0.080438  0.081765     25.98    29.14     
Federal National                                                                                                                                                       
  Mortgage Association     3136F3LA2  04/04/03  10/03/33     20.285      0.000                         0.029863   0.030651   0.031463  0.032297      8.04    11.33     
                           3136F3QM1  04/28/03  04/22/08     85.266      0.000                         0.076362   0.077555   0.078805  0.080075     18.64    28.32     
                           3136F3ZC3  06/09/03  12/15/33     23.674      0.000              0.031603   0.031628   0.032388   0.033166  0.033964      6.40    11.83     
The Finova Group Inc.      317928AA7  08/22/01  11/15/09     76.270      7.500              0.264799   0.268226   0.271861   0.275717  0.279806     96.27    98.93     
First Data Corporation     319963AD6  02/28/01  03/01/08    100.000     VARIES              0.187158   0.188225   0.194301   0.196279  0.203817     69.38    72.64     
Fleetwood Enterprises      339077208  01/04/02  02/15/13    100.000      9.500              0.263889   0.263889   0.263889   0.263889  0.263889     95.00    95.00     
Fleetwood Enterprises      339079204  12/14/01  02/15/13    100.000      9.500              0.263889   0.263889   0.263889   0.263889  0.263889     95.00    95.00     
Focal Communications       344155AA4  02/18/98  02/15/08*    55.565     VARIES              0.317552   0.336803                                     59.78*             
                           344155AB2  02/18/98  02/15/08*    55.565     VARIES              0.317552   0.336803                                     59.78*             
                           344155AC0  02/18/98  02/15/08*    55.565     VARIES              0.317552   0.336803                                     59.78*             
Ford Motor Company         345343206  12/01/02  12/31/25    100.000      9.000              0.250000   0.250000   0.250000   0.250000  0.250000     90.00    90.00     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Fremont General                                                                                                                                                        
  Financing I              356905208  03/06/96  03/31/26    100.000      9.000              0.247253   0.245902   0.245902   0.245902  0.247253     89.87    90.13     
Gabelli Asset Management   36239Y201  02/06/02  02/17/07    100.000     VARIES              0.191358   0.192128   0.192925   0.193750  0.194602     69.24    69.83     
                           36239YAA0  02/06/02  02/17/07    100.000     VARIES              0.191358   0.192128   0.192925   0.193750  0.194602     69.24    69.83     
General Electric Capital                                                                                                                                               
  Corporation              36962FTD8  04/13/94  04/01/04     99.850     VARIES              0.206218   0.205538   0.204834                          73.99    18.44     
                           36962FTF3  04/14/94  04/01/08     99.800     VARIES              0.209083   0.208481   0.207858   0.207212  0.206543     75.05    74.59     
General Mill, Inc.         370334AT1  10/28/02  10/28/22     67.165     VARIES              0.125563   0.129788   0.134155   0.138670  0.143336     46.50    49.69     
                           370334AU8  10/28/02  10/28/22     67.165     VARIES              0.125563   0.129788   0.134155   0.138670  0.143336     46.50    49.69     
General Motors                                                                                                                                                         
  Acceptance Corporation   37042FCD8  12/12/96  12/15/06     51.935      0.000    252.55    0.142264   0.146998   0.151889   0.156943  0.162164     52.22    55.75     
                           37042FCK2  12/19/96  12/15/06     51.453      0.000    254.14    0.143996   0.148866   0.153900   0.159105  0.164486     52.87    56.51     
                           37042FDA3  01/16/97  01/15/07     50.115      0.000    255.34    0.143111   0.148142   0.153350   0.158741  0.164322     54.13    58.00     
                           37042FDC9  01/16/97  01/15/12     34.258      0.000    181.77    0.102483   0.106209   0.110071   0.114073  0.118221     38.82    41.70     
                           37042FMH8  09/30/97  09/15/07     52.157      0.000    213.77    0.133105   0.137527   0.142096   0.146816  0.151693     49.67    53.02     
General Motors Corp.       370442AT2  03/20/96  03/15/36     19.874     VARIES              0.074546   0.077557   0.080690   0.083950  0.087341     28.03    30.34     
Global Marine, Inc.        379352AM9  06/23/00  06/23/20     49.960      0.000     45.70    0.052974   0.053901   0.054844   0.055804  0.056780     19.25    19.93     
                           379352AN7  06/23/00  06/23/20     49.960      0.000     45.70    0.052974   0.053901   0.054844   0.055804  0.056780     19.25    19.93     
Globe Holdings, Inc.       379432AA5  08/06/98  08/01/09     49.672     VARIES              0.341814   0.366236   0.392402   0.392654  0.392922    135.04   141.39     
                           379432AB3  08/06/98  08/01/09     49.672     VARIES              0.341814   0.366236   0.392402   0.392654  0.392922    135.04   141.39     
                           379432AC1  08/06/98  08/01/09     49.672     VARIES              0.341814   0.366236   0.392402   0.392654  0.392922    135.04   141.39     
                           379432AD9  08/06/98  08/01/09     49.672     VARIES              0.341814   0.366236   0.392402   0.392654  0.392922    135.04   141.39     
                           379432AE7  08/06/98  08/01/09     49.672     VARIES              0.341814   0.366236   0.392402   0.392654  0.392922    135.04   141.39     
                           379432AF4  08/06/98  08/01/09     49.672     VARIES              0.341814   0.366236   0.392402   0.392654  0.392922    135.04   141.39     
Globix Corporation         37957FAD3  04/23/02  05/01/08    100.000     VARIES              0.305026   0.338440   0.338440   0.375513  0.375513    117.83   130.74     
Goldman Sachs Group,Inc.   38141G310  04/21/03  04/18/08    100.000      0.000                         0.104166   0.106087   0.108076  0.110103     26.18    38.84     
                           38141G450  07/29/02  07/29/04    100.000      0.000              0.097201   0.098902   0.100632   0.102393               35.82    21.25     
                           38141G534  01/28/02  07/25/06    100.000      0.000              0.159841   0.164316   0.168917   0.173647  0.178509     59.76    63.16     
                           38141GAB0  07/01/99  07/01/06*   100.000      2.000              0.234744   0.241070                                     69.01*             
                           38141GAE4  11/23/99  11/23/03     99.500      0.000              0.240282   0.248764                                     78.90              
                           38141GAF1  12/02/99  12/02/03     99.500      0.000              0.239463   0.247892                                     80.78              
                           38141GAG9  12/17/99  06/17/05     99.500      0.000              0.247696   0.256663   0.265954   0.275582  0.285558     91.04    97.75     
                           38141GAH7  12/06/99  12/06/04    100.000      0.250              0.243989   0.252475   0.261265   0.270370               89.80    89.16     
                           38141GAJ3  01/13/00  01/13/07    100.000      0.500              0.254683   0.263929   0.273531   0.283501  0.293854     96.52   103.68     
                           38141GAM6  03/22/00  03/22/07     99.000      0.250              0.260738   0.270716   0.281086   0.291864  0.303065     97.68   105.31     
                           38141GAN4  05/09/00  05/09/04    100.000      0.000              0.265544   0.276006   0.286881                          98.59    36.72     
                           38141GAP9  05/25/00  05/25/07     99.000      1.000              0.277932   0.288455   0.299420   0.310847  0.322754    102.72   110.69     
                           38141GAR5  06/08/01  11/01/05     91.445     VARIES              0.160327   0.164814   0.169431   0.174184  0.179076     59.07    62.43     
                           38141GAS3  07/25/01  10/26/07     90.813     VARIES              0.164615   0.169212   0.173950   0.178831  0.183862     60.70    64.14     
                           38141GAT1  11/01/00  11/01/05    100.000      0.750              0.226867   0.234274   0.241947   0.249896  0.258131     83.91    89.50     
                           38141GAU8  11/07/00  11/07/05    100.000      0.250              0.235234   0.243637   0.252349   0.261383  0.270749     87.12    93.47     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Goldman Sachs Group        38141GAV6  12/12/00  12/12/07    100.000      1.000              0.194619   0.199878   0.205304   0.210900  0.216673     71.21    75.13     
                           38141GAX2  01/12/01  01/12/08    100.000      0.250              0.204727   0.211353   0.218201   0.225278  0.232592     77.17    82.26     
                           38141GAY0  01/16/01  01/16/08    100.000      0.250              0.212464   0.219586   0.226954   0.234577  0.242465     80.16    85.63     
                           38141GBB9  02/23/01  02/23/08    100.000      1.000              0.202729   0.208594   0.214656   0.220921  0.227396     75.56    80.03     
                           38141GBC7  05/17/01  05/17/08    100.000      0.000              0.200412   0.206976   0.213754   0.220755  0.227984     73.92    78.84     
                           38141GBD5  05/24/01  05/24/08    100.000      1.000              0.200904   0.206660   0.212608   0.218754  0.225104     73.79    78.11     
                           38141GBF0  07/12/01  07/12/08    100.000      3.500              0.189110   0.192143   0.195275   0.198511  0.201853     69.67    71.99     
                           38141GBG8  08/29/01  10/29/06    100.000      0.000              0.166647   0.171333   0.176150   0.181102  0.186194     61.43    64.93     
                           38141GBH6  09/04/01  09/04/08    100.000      3.500              0.181040   0.183695   0.186434   0.189260  0.192175     66.28    68.30     
                           38141GBJ2  10/05/01  10/05/08    100.000      3.000              0.165536   0.167918   0.170369   0.172891  0.175486     60.44    62.23     
                           38141GBK9  10/05/01  10/05/08    100.000      2.000              0.167170   0.170404   0.173731   0.177155  0.180679     61.33    63.76     
                           38141GBL7  10/16/01  09/04/08    100.000     VARIES              0.165297   0.168463   0.171720   0.175071  0.178519     60.83    63.22     
                           38141GBM5  11/30/01  11/30/04    100.000      0.000              0.133155   0.135493   0.138630   0.141839               49.20    46.89     
                           38141GBN3  10/30/01  10/05/08    101.920      2.000              0.165015   0.168098   0.171269   0.174528  0.177879     60.50    62.81     
                           38141GBP8  11/09/01  11/09/08    100.000      1.250              0.168548   0.172429   0.176422   0.180531  0.184760     61.79    64.69     
                           38141GBQ6  11/09/01  11/09/08    100.000      0.000              0.170591   0.175538   0.180629   0.185867  0.191257     62.83    66.52     
                           38141GBR4  12/13/01  12/13/04    100.000      1.000              0.135443   0.137973   0.140562   0.143213               49.31    48.55     
                           38141GBV5  01/15/02  01/15/09    100.000      3.500              0.167302   0.169387   0.171534   0.173745  0.176021     61.31    62.90     
                           38141GBW3  02/01/02  02/01/12    100.000      0.000              0.192346   0.198789   0.205449   0.212331  0.219445     72.37    77.30     
                           38141GBX1  01/22/02  09/04/08    102.800      2.000              0.176400   0.180041   0.183791   0.187654  0.191633     65.02    67.78     
                           38141GBY9  02/08/02  02/08/09    100.000      1.000              0.172299   0.176671   0.181175   0.185815  0.190596     64.08    67.41     
                           38141GBZ6  02/12/02  02/12/09    100.000      2.000              0.177300   0.181105   0.185028   0.189074  0.193247     65.59    68.48     
                           38141GCA0  03/08/02  03/08/09    100.000      2.000              0.182421   0.186497   0.190703   0.195045  0.199526     67.34    70.43     
                           38141GCB8  04/08/02  04/08/12    100.000      2.000              0.189017   0.193455   0.198040   0.202777  0.207672     69.59    72.95     
                           38141GCC6  04/10/02  04/10/12    100.000      2.500              0.190605   0.194676   0.198884   0.203233  0.207729     70.02    73.10     
                           38141GCD4  04/29/02  04/29/12    100.000      3.500              0.192297   0.195535   0.198882   0.202344  0.205923     70.22    72.66     
                           38141GCE2  07/03/02  07/03/12    100.000      3.000              0.176103   0.179044   0.182078   0.185208  0.188437     64.99    67.24     
                           38141GCH5  08/27/02  08/27/09    100.000      0.000              0.143750   0.147469   0.151285   0.155200  0.159215     53.35    56.15     
                           38141GCJ1  09/16/02  09/16/12    100.000      2.500              0.155555   0.157967   0.160445   0.162993  0.165613     56.95    58.76     
                           38141GCK8  10/28/02  10/28/12    100.000      3.000              0.159167   0.161339   0.163574   0.165873  0.168238     57.97    59.59     
                           38141GCL6  10/30/02  10/30/07    100.000      1.000              0.116666   0.118533   0.120439   0.122385  0.124372     42.57    43.95     
                           38141GCT9  02/11/03  02/11/10    100.000      0.500                         0.131944   0.134748   0.137619  0.140557     42.61    49.84     
                           38141GCV4  02/28/03  02/28/13    100.000      0.000                         0.140489   0.145704   0.147846  0.154182     43.77    54.76     
                           38141GCW2  02/27/03  02/27/13    100.000      0.500                         0.143055   0.146382   0.149793  0.153293     43.90    54.17     
                           38141GCX0  03/05/03  03/05/13    100.000      0.000                         0.140278   0.143820   0.147451  0.151174     41.93    53.28     
                           38141GCZ5  04/21/03  04/18/13    100.000      0.000                         0.143056   0.146678   0.150455  0.154329     36.03    54.04     
                           38141GDC5  04/21/03  04/21/13    100.000      2.250                         0.143056   0.145130   0.147258  0.149440     35.91    52.93     
                           38141GDD3  05/09/03  05/09/10    100.000      2.500                         0.115278   0.116229   0.117200  0.118191     26.79    42.12     
                           38141GDF8  05/30/03  05/30/13    100.000      0.000                         0.128611   0.131589   0.134635  0.137752     27.23    48.11     
                           38141GDG6  06/11/03  06/11/13    100.000      3.000                         0.118055   0.118793   0.119546  0.120316     23.63    42.93     
                           38141GDH4  06/20/03  06/20/13    100.000      0.250                         0.120834   0.123311   0.125842  0.128428     23.11    44.90     
                           38141GDJ0  07/08/03  07/08/10    100.000      0.000                                    0.115278   0.117670  0.120112     19.94    42.77     
                           38141GDL5  08/07/03  08/07/11    100.000      0.000                                    0.140556   0.144112  0.147758     20.24    52.28     
                                                                                                                                                                       



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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Goldman Sachs Group,Inc.   38141GDM3  08/04/03  08/04/10    100.000      0.000                                    0.141111   0.144695  0.148371     20.74    52.51     
                           38141GDN1  08/25/03  08/25/10    100.000      1.000                                    0.135278   0.137896  0.140577     17.05    49.84     
                           38141GDP6  08/28/03  08/28/10    100.000      1.500                                    0.137500   0.139872  0.142303     16.91    50.52     
Goldman Sachs Group,Inc.   38143U804  08/15/03  08/15/06    100.000      0.000                                    0.084722   0.086014  0.087326     11.52    31.09     
Graham Packaging                                                                                                                                                       
  Holdings, Inc.           384703AB0  02/02/98  01/15/09     59.534     VARIES              0.277241   0.296987   0.292146   0.295358  0.292149    107.30   107.51     
Great Lakes Carbon Corp.   390559AC6  05/22/98  05/15/09     53.092     VARIES              0.342122   0.364572   0.364572   0.364571  0.364570    128.24   131.25     
                           390559AE2  05/22/98  05/15/08*   100.000     VARIES              0.284722   0.284722                                     70.46*             
Griffon Corporation        398433AA0  07/18/03  07/18/23    100.000     VARIES                                    0.236121   0.241434  0.246973     38.49    87.73     
                           398433AB8  07/18/03  07/18/23    100.000     VARIES                                    0.236121   0.241434  0.246973     38.49    87.73     
Guitar Center, Inc.        402040AC3  06/13/03  07/15/13    100.000     VARIES                         0.236055   0.236999   0.242348  0.247924     46.90    88.10     
H & E Equipment Services   404085AD4  06/17/02  06/15/13     80.016     12.500      3.79    0.021014   0.022747   0.024623   0.026654  0.028853      7.93     9.30     
                           404085AE2  06/17/02  06/15/13     80.016     12.500      3.79    0.021014   0.022747   0.024623   0.026654  0.028853      7.93     9.30     
                           404085AF9  06/17/02  06/15/13     80.016     12.500      3.79    0.021014   0.022747   0.024623   0.026654  0.028853      7.93     9.30     
                           404085AG7  06/17/02  06/15/13     80.016     12.500      3.79    0.021014   0.022747   0.024623   0.026654  0.028853      7.93     9.30     
                           404085AH5  06/17/02  06/15/13     80.016     12.500      3.79    0.021014   0.022747   0.024623   0.026654  0.028853      7.93     9.30     
HCA-Hospital Corporation                                                                                                                                               
  of America               404120AA5  04/01/91  07/01/05    101.750     17.500              0.491633   0.492125   0.492660   0.493243              177.08   177.46     
Hallwood Group, Inc.       406364AH2  08/31/98  07/31/05     91.625     10.000     44.60    0.035540   0.037638   0.039859   0.042212  0.044704     13.82    15.50     
John Hancock Life                                                                                                                                                      
  Insurance Company        41013MBT6  10/29/02  04/15/15     50.000      0.000      4.86    0.078337   0.080375   0.082642   0.084973  0.087369     28.90    30.53     
Harrisburg, PA             414738NJ9  12/28/95  04/01/03     63.703      0.000    347.68    0.169877                                                15.29              
                           414738NK6  12/28/95  04/01/04     59.389      0.000    330.40    0.161944   0.167133   0.172488                          60.18    15.52     
                           414738NL4  12/28/95  04/01/05     55.409      0.000    312.38    0.153445   0.158416   0.163548   0.168845  0.174315     57.04    60.80     
                           414738NM2  12/28/95  04/01/06     51.318      0.000    296.45    0.146214   0.151046   0.156037   0.161193  0.166520     54.39    58.04     
                           414738NN0  12/28/95  04/01/07     47.774      0.000    279.05    0.137893   0.142491   0.147242   0.152152  0.157225     51.31    54.79     
                           414738NP5  12/28/95  04/01/08     44.423      0.000    262.35    0.129884   0.134254   0.138771   0.143440  0.148266     48.34    51.65     
                           414738NQ3  12/28/95  04/01/09     41.259      0.000    246.35    0.122190   0.126337   0.130626   0.135060  0.139645     45.49    48.64     
                           414738NR1  12/28/95  04/01/10     38.328      0.000    230.94    0.114725   0.118648   0.122706   0.126902  0.131241     42.73    45.70     
                           414738NS9  12/28/95  04/01/11     35.259      0.000    216.67    0.108008   0.111760   0.115643   0.119661  0.123819     40.25    43.09     
                           414738NT7  12/28/95  04/01/12     32.621      0.000    202.61    0.101189   0.104735   0.108406   0.112205  0.116137     37.72    40.41     
                           414738NU4  12/28/95  04/01/13     30.247      0.000    189.20    0.094607   0.097941   0.101393   0.104967  0.108667     35.27    37.80     
                           414738NV2  12/28/95  04/01/14     27.925      0.000    176.53    0.088435   0.091578   0.094834   0.098204  0.101695     32.98    35.36     
                           414738NW0  12/28/95  04/01/15     25.992      0.000    164.60    0.082484   0.085420   0.088461   0.091610  0.094871     30.76    32.99     
                           414738NX8  12/28/95  04/01/16     24.047      0.000    153.35    0.076941   0.079695   0.082548   0.085503  0.088564     28.70    30.79     
                           414738NY6  12/28/95  04/01/17     22.322      0.000    142.84    0.071714   0.074288   0.076955   0.079718  0.082579     26.75    28.71     
                           414738NZ3  12/28/95  04/01/18     20.535      0.000    132.78    0.066786   0.069204   0.071709   0.074304  0.076994     24.92    26.76     
                           414738PA6  12/28/95  04/01/19     19.125      0.000    123.66    0.062202   0.064453   0.066786   0.069204  0.071709     23.21    24.92     
Hartford Capital I         416315208  02/28/96  03/01/16*   100.000      7.700              0.213889   0.213889   0.213889                          57.54*             
Hartford Financial                                                                                                                                                     
  Services Group, Inc.     416515203  09/13/02  11/16/08    100.000     VARIES              0.130691   0.131086   0.131490   0.131903  0.132327     47.16    47.45     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Hartford Financial                                                                                                                                                     
  Services Group, Inc.     416515401  09/13/02  11/16/08    100.000     VARIES              0.130691   0.131086   0.131490   0.131903  0.132327     47.16    47.45     
                           416515500  05/23/03  08/16/08    100.000     VARIES                         0.099570   0.099805   0.100319  0.100843     21.74    36.16     
                           416515AH7  05/23/03  08/16/08    100.000     VARIES                         0.099570   0.099805   0.100319  0.100843     21.74    36.16     
Hasbro, Inc.               418056AM9  11/30/01  12/01/21    100.000     VARIES              0.241737   0.248549   0.255642   0.263027  0.270716     88.67    93.81     
                           418056AN7  11/30/01  12/01/21    100.000     VARIES              0.241737   0.248549   0.255642   0.263027  0.270716     88.67    93.81     
Hawk Corporation           420089AD6  10/23/02  12/01/06    100.000     12.000              0.335409   0.335534   0.335667   0.335808  0.335957    120.78   120.87     
City of Hoboken            434110QH8  08/28/03  04/01/27     19.107      0.000                         0.037890   0.038142   0.039504  0.040914      4.68    14.23     
                           434110QJ4  08/28/03  04/01/28     17.813      0.000                         0.035324   0.035559   0.036828  0.038143      4.37    13.26     
                           434110QK1  08/28/03  04/01/29     16.606      0.000                         0.032930   0.033149   0.034333  0.035558      4.07    12.36     
                           434110QL9  08/28/03  04/01/30     15.481      0.000                         0.030699   0.030904   0.032007  0.033149      3.79    11.53     
                           434110QM7  08/28/03  04/01/31     14.432      0.000                         0.028619   0.028810   0.029838  0.030904      3.54    10.75     
                           434110QN5  08/28/03  04/01/32     13.454      0.000                         0.026679   0.026858   0.027817  0.028810      3.30    10.02     
                           434110QP0  08/28/03  04/01/33     12.543      0.000                         0.024873   0.025039   0.025933  0.026858      3.07     9.34     
Hollywood Casino                                                                                                                                                       
  Shreveport               43613PAA1  08/10/99  08/01/06    100.000     VARIES              0.382815   0.384283   0.385850   0.387524  0.389311    138.53   139.73     
                           43613PAB9  08/10/99  08/01/06    100.000     VARIES              0.382815   0.384283   0.385850   0.387524  0.389311    138.53   139.73     
                           43613PAC7  08/10/99  08/01/06    100.000     VARIES              0.382815   0.384283   0.385850   0.387524  0.389311    138.53   139.73     
                           43613PAE3  06/15/01  08/01/06    103.000     VARIES              0.374400   0.375300   0.376200   0.376900  0.377700    135.22   135.78     
Horace Mann Educators                                                                                                                                                  
  Corporation              440327AF1  05/14/02  05/14/32     47.500      1.426              0.092653   0.094480   0.096370   0.098325  0.100347     33.86    35.23     
                           440327AG9  05/14/02  05/14/32     47.500      1.426              0.092653   0.094480   0.096370   0.098325  0.100347     33.86    35.23     
Horizon PCS, Inc.          44043UAA8  09/26/00  10/01/10     43.889     VARIES              0.261239   0.281850   0.304088   0.328081  0.353967    101.61   118.28     
                           44043UAB6  09/26/00  10/01/10     43.889     VARIES              0.261239   0.281850   0.304088   0.328081  0.353967    101.61   118.28     
                           44043UAC4  09/26/00  10/01/10     43.889     VARIES              0.261239   0.281850   0.304088   0.328081  0.353967    101.61   118.28     
                           44043UAD2  09/26/00  10/01/10     43.889     VARIES              0.261239   0.281850   0.304088   0.328081  0.353967    101.61   118.28     
                           44043UAE0  09/26/00  10/01/10     43.889     VARIES              0.261239   0.281850   0.304088   0.328081  0.353967    101.61   118.28     
                           44043UAF7  09/26/00  10/01/10     43.889     VARIES              0.261239   0.281850   0.304088   0.328081  0.353967    101.61   118.28     
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              0.287909   0.289202   0.291567   0.294062  0.296693    104.38   106.11     
                           441815AQ0  10/30/02  02/15/08     94.200     VARIES              0.287909   0.289202   0.291567   0.294062  0.296693    104.38   106.11     
IFT Financing I            449516202  11/01/96  09/03/16    100.000      6.500              0.179558   0.176630   0.178571   0.176630  0.179558     64.88    65.12     
                           449516301  11/01/96  09/03/16    100.000      6.500              0.179558   0.176630   0.178571   0.176630  0.179558     64.88    65.12     
IXC Communications, Inc.   450713AA0  10/05/95  10/01/05*    97.245     12.500     16.30    0.009525   0.010144                                      1.62*             
                           450713AB8  10/05/95  10/01/05*    97.245     12.500     16.30    0.009525   0.010144                                      1.62*             
                           450713AC6  10/05/95  10/01/05*    97.245     12.500     16.30    0.009525   0.010144                                      1.62*             
ICON Fitness Corporation   451039AB7  11/20/96  11/15/06     50.931     VARIES              0.388875   0.388874   0.388873   0.388872  0.388871    139.99   139.99     
Illinois Power Company     452092CK3  12/20/02  12/15/10     97.480     11.500       .06    0.005407   0.005692   0.006033   0.006395  0.006816      2.04     2.29     
                           452092CL1  12/20/02  12/15/10     97.480     11.500       .06    0.005468   0.005787   0.006134   0.006502  0.006892      2.04     2.29     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Illinois Power Company     452092CM9  12/20/02  12/15/10     97.480     11.500       .06    0.005468   0.005787   0.006134   0.006502  0.006892      2.04     2.29     
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              0.342853   0.367465   0.393842   0.394198  0.394579    134.79   141.95     
                           457661AB2  08/17/98  08/15/08     49.411     VARIES              0.342853   0.367465   0.393842   0.394198  0.394579    134.79   141.95     
                           457661AC0  08/17/98  08/15/08     49.411     VARIES              0.342853   0.367465   0.393842   0.394198  0.394579    134.79   141.95     
Insignia Financing I       45766X304  11/01/96  09/30/16    100.000      6.500              0.178571   0.177596   0.177596   0.177596  0.178571     64.91    65.09     
Intel Corporation          458140AB6  04/30/01  02/01/04    106.500      0.000              0.174053   0.178836   0.183751                          64.97     5.51     
Intermedia                                                                                                                                                             
  Communications, Inc.     458801BA4  02/24/99  03/01/09     55.057     VARIES              0.284690   0.302126   0.320631   0.340268  0.340268    109.94   121.32     
                           458801BB2  02/24/99  03/01/09     55.057     VARIES              0.284690   0.302126   0.320631   0.340268  0.340268    109.94   121.32     
International Bank for                                                                                                                                                 
  Reconstruction           459056FW2  03/06/85  02/15/03     13.002      0.000    856.47    0.300247                                                13.51              
                           459056FX0  03/06/85  08/15/03     12.283      0.000    809.16    0.283667   0.305231                                     68.01              
                           459056FY8  03/06/85  02/15/04     11.605      0.000    764.45    0.267989   0.288362   0.300248                         105.99    13.51     
                           459056FZ5  03/06/85  08/15/04     10.963      0.000    722.22    0.253191   0.272440   0.283670   0.303558              100.14    68.01     
                           459056GA9  03/06/85  02/15/05     10.357      0.000    682.32    0.239206   0.257391   0.268001   0.286791  0.300262     94.60   105.99     
                           459056GB7  03/06/85  08/15/05      9.785      0.000    644.62    0.225988   0.243169   0.253192   0.270944  0.283671     89.38   100.14     
                           459056GC5  03/06/85  02/15/06      9.429      0.000    609.23    0.212380   0.228418   0.237722   0.254268  0.266087     83.94    93.96     
                           459056GD3  03/06/85  08/15/06      8.912      0.000    575.84    0.200743   0.215902   0.224696   0.240336  0.251507     79.34    88.81     
                           459056GE1  03/06/85  02/15/07      8.423      0.000    544.28    0.189745   0.204074   0.212386   0.227170  0.237729     75.00    83.95     
                           459056GF8  03/06/85  08/15/07      7.962      0.000    514.46    0.179343   0.192886   0.200743   0.214716  0.224696     70.89    79.34     
                           459056GG6  03/06/85  02/15/08      7.690      0.000    487.33    0.168932   0.181603   0.188911   0.201965  0.211253     66.73    74.62     
                           459056GH4  03/06/85  08/15/08      7.272      0.000    460.84    0.159749   0.171732   0.178642   0.190987  0.199770     63.10    70.57     
                           459056GJ0  03/06/85  02/15/09      6.955      0.000    436.47    0.150872   0.162150   0.168635   0.180246  0.188490     59.58    66.59     
                           459056GK7  03/06/85  08/15/09      6.732      0.000    414.30    0.142398   0.152971   0.159014   0.169882  0.177569     56.20    62.76     
                           459056GL5  03/06/85  02/15/10      6.446      0.000    392.84    0.134637   0.144599   0.150276   0.160509  0.167732     53.12    59.29     
                           459056GM3  03/06/85  08/15/10      6.175      0.000    372.66    0.127356   0.136748   0.142083   0.151722  0.158512     50.23    56.04     
                           459056GN1  03/06/85  02/15/11      5.992      0.000    354.54    0.120469   0.129291   0.134272   0.143313  0.149656     47.49    52.93     
                           459056GP6  03/06/85  08/15/11      5.676      0.000    335.83    0.114109   0.122466   0.127183   0.135747  0.141755     44.98    50.13     
                           459056GQ4  03/06/85  02/15/12      5.445      0.000    319.01    0.108086   0.115974   0.120413   0.128490  0.134146     42.59    47.45     
                           459056GR2  03/06/85  08/15/12      5.159      0.000    302.24    0.102404   0.109877   0.114083   0.121736  0.127093     40.35    44.96     
                           459056GS0  03/06/85  02/15/13      5.019      0.000    288.27    0.097108   0.104145   0.108080   0.115276  0.120293     38.24    42.56     
                           459056GT8  03/06/85  08/15/13      4.757      0.000    273.24    0.092047   0.098717   0.102447   0.109268  0.114023     36.25    40.35     
                           459056GU5  03/06/85  02/15/14      4.634      0.000    260.96    0.087403   0.093693   0.097187   0.103609  0.108067     34.40    38.25     
                           459056GV3  03/06/85  08/15/14      4.395      0.000    247.48    0.082887   0.088852   0.092166   0.098255  0.102483     32.62    36.28     
                           459056GW1  03/06/85  02/15/15      4.349      0.000    237.68    0.078913   0.084532   0.087622   0.093345  0.097292     31.03    34.46     
                           459056HY6  01/07/86  02/15/16      5.299      0.000    225.01    0.072787   0.077693   0.080247   0.085185  0.088471     28.49    31.41     
                           459056JA6  01/07/86  02/15/03     17.088      0.000    816.81    0.273508                                                12.31              
                           459056JB4  01/07/86  02/15/04     15.412      0.000    736.66    0.246667   0.264043   0.273502                          96.91    12.31     
                           459056JC2  01/07/86  02/15/05     13.899      0.000    664.39    0.222470   0.238142   0.246674   0.262600  0.273510     87.40    96.91     
                           459056JD0  01/07/86  02/15/06     12.535      0.000    599.20    0.200643   0.214778   0.222472   0.236836  0.246676     78.83    87.40     
                           459056JE8  01/07/86  02/15/07     11.305      0.000    540.41    0.180956   0.193704   0.200643   0.213598  0.222472     71.09    78.83     
                           459056JF5  01/07/86  02/15/08     10.303      0.000    487.74    0.162857   0.174288   0.180489   0.192097  0.200031     63.96    70.89     
                                                                                                                                                                       



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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
International Bank for                                                                                                                                                 
  Reconstruction           459056JG3  01/07/86  02/15/09      9.297      0.000    440.09    0.146945   0.157260   0.162855   0.173328  0.180487     57.71    63.96     
                           459056JH1  01/07/86  02/15/10      8.388      0.000    397.09    0.132591   0.141899   0.146947   0.156398  0.162858     52.08    57.71     
                           459056JJ7  01/07/86  02/15/11      7.569      0.000    358.30    0.119638   0.128035   0.132591   0.141118  0.146946     46.99    52.08     
                           459056JK4  01/07/86  02/15/12      6.915      0.000    324.15    0.107924   0.115472   0.119552   0.127210  0.132433     42.37    46.94     
                           459056JL2  01/07/86  02/15/13      6.323      0.000    293.52    0.097448   0.104239   0.107896   0.114781  0.119465     38.25    42.35     
                           459056JM0  01/07/86  02/15/14      5.865      0.000    266.97    0.088127   0.094224   0.097483   0.103654  0.107833     34.57    38.24     
                           459056JN8  01/07/86  02/15/15      5.604      0.000    245.19    0.080009   0.085463   0.088336   0.093838  0.097528     31.35    34.61     
International Cabletel                                                                                                                                                 
  Inc.                     459216AD9  04/20/95  04/15/05*    53.995     VARIES              0.350254                                                 3.15*             
International Minerals &                                                                                                                                               
  Chemicals Corporation    459884AH5  11/14/88  11/14/05     26.355      0.000    535.15    0.174656   0.178681   0.187870   0.193261  0.204323     65.12    70.54     
International Game Tech    459902AK8  01/29/03  01/29/33     59.291      0.000                         0.127640   0.132586   0.137724  0.143061     43.13    50.25     
                           459902AL6  01/29/03  01/29/33     59.291      0.000                         0.127640   0.132586   0.137724  0.143061     43.13    50.25     
International Semi-Tech                                                                                                                                                
  Microelectronics, Inc.   46031KAA9  08/25/93  08/15/03     45.858     VARIES              0.319428   0.319427                                     71.55              
Ionica, PLC.               462213AK5  03/19/97  05/01/07     47.688     VARIES              0.416655   0.416654   0.416653   0.416652  0.416651    150.00   149.99     
                           462213AL3  03/19/97  05/01/07     47.688     VARIES              0.416655   0.416654   0.416653   0.416652  0.416651    150.00   149.99     
JL French Automotive                                                                                                                                                   
  Castings, Inc.           46620QAC9  12/27/02  12/31/07     97.410     12.000              0.492407   0.506872   0.522652   0.539867  0.558647    179.90   191.29     
JP Morgan Chase & Co.      46625HAQ3  11/26/02  11/26/07    100.000      0.000              0.101110   0.102950   0.104824   0.106731  0.108674     36.86    38.21     
                           46625HAU4  03/12/03  03/12/08    100.000      0.000                         0.089199   0.090631   0.092087  0.093565     25.93    33.21     
                           46625HAY6  09/18/03  09/22/08    100.000      0.000                         0.105604   0.105649   0.107657  0.109704     10.88    38.80     
Jackson, TN                468826GP1  07/09/98  07/01/12     40.347      0.000    136.16    0.098931   0.102196   0.105569   0.109052               36.20    38.63     
Jacobs Entertainment       469815AA2  02/08/02  02/01/09     96.040     11.875      3.40    0.010865   0.011558   0.012295   0.013078  0.013912      4.25     4.81     
                           469815AB0  02/08/02  02/01/09     96.040     11.875      3.40    0.010865   0.011558   0.012295   0.013078  0.013912      4.25     4.81     
Jacor Communications       469858AB0  02/09/98  02/09/18*    39.106      0.000    101.04    0.063735   0.065249                                      6.86*             
Jersey & Greene Counties   476538CP6  06/26/03  02/01/05    100.000      0.000                         0.063867   0.064010   0.064746  0.065490     11.84    23.40     
                           476538CQ4  06/26/03  02/01/06    100.000      0.000                         0.074985   0.075182   0.076197  0.077225     13.90    27.55     
                           476538CR2  06/26/03  02/01/07    100.000      0.000                         0.090260   0.090545   0.092016  0.093511     16.74    33.31     
                           476538CS0  06/26/03  02/01/08    100.000      0.000                         0.105537   0.105927   0.107939  0.109989     19.58    39.11     
Josephine County, OR       480890AA0  10/30/01  06/01/17     36.621      0.000     28.72    0.071462   0.073802   0.076219   0.078715  0.081293     26.29    28.04     
                           480890AB8  10/30/01  06/01/18     33.518      0.000     26.91    0.067011   0.069256   0.071576   0.073974  0.076452     24.67    26.35     
                           480890AC6  10/30/01  06/01/03     94.645      0.000     39.22    0.095519                                                14.33              
                           480890AD4  10/30/01  06/01/04     89.354      0.000     46.71    0.114474   0.116992   0.119565                          41.82    17.93     
                           480890AE2  10/30/01  06/01/05     84.358      0.000     48.17    0.118399   0.121240   0.124149   0.127128  0.130178     43.31    45.41     
                           480890AF9  10/30/01  06/01/06     80.090      0.000     46.71    0.114883   0.117697   0.120580   0.123534  0.126560     42.04    44.12     
                           480890AG7  10/30/01  06/01/07     74.256      0.000     47.81    0.118005   0.121191   0.124463   0.127823  0.131273     43.25    45.62     
                           480890AH5  10/30/01  06/01/08     69.953      0.000     45.89    0.113348   0.116465   0.119667   0.122958  0.126339     41.56    43.87     
                           480890AJ1  10/30/01  06/01/09     65.529      0.000     44.19    0.109252   0.112338   0.115511   0.118774  0.122129     40.07    42.37     
                           480890AK8  10/30/01  06/01/10     61.462      0.000     42.20    0.104398   0.107400   0.110487   0.113663  0.116931     38.31    40.54     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Josephine County, OR       480890AL6  10/30/01  06/01/11     57.805      0.000     40.04    0.099093   0.101967   0.104923   0.107966  0.111096     36.37    38.51     
                           480890AM4  10/30/01  06/01/12     54.034      0.000     38.09    0.094326   0.097109   0.099973   0.102922  0.105958     34.63    36.70     
                           480890AN2  10/30/01  06/01/13     50.411      0.000     36.15    0.089589   0.092277   0.095045   0.097896  0.100833     32.90    34.90     
                           480890AP7  10/30/01  06/01/14     46.941      0.000     34.23    0.084901   0.087490   0.090158   0.092908  0.095741     31.19    33.12     
                           480890AQ5  10/30/01  06/01/15     43.624      0.000     32.35    0.080282   0.082770   0.085336   0.087981  0.090708     29.50    31.36     
                           480890AR3  10/30/01  06/01/16     40.464      0.000     30.50    0.075747   0.078132   0.080594   0.083132  0.085751     27.84    29.63     
Jostens, Inc.              481088AB8  05/10/00  05/01/10     91.173     12.750     13.05    0.016562   0.017759   0.019041   0.020417  0.021892      6.33     7.27     
                           481088AC6  05/10/00  05/01/10     91.173     12.750     13.05    0.016562   0.017759   0.019041   0.020417  0.021892      6.33     7.27     
                           481088AD4  05/10/00  05/01/10     91.173     12.750     13.05    0.016562   0.017759   0.019041   0.020417  0.021892      6.33     7.27     
                           481088AE2  05/10/00  05/01/10     91.173     12.750     13.05    0.016562   0.017759   0.019041   0.020417  0.021892      6.33     7.27     
                           481088AF9  05/10/00  05/01/10     91.173     12.750     13.05    0.016562   0.017759   0.019041   0.020417  0.021892      6.33     7.27     
Kanawha, Charleston,                                                                                                                                                   
  Putnam, Huntington WV    483685AA1  07/20/93  12/01/16     20.038      0.000    183.52    0.074210   0.076808   0.079496   0.082278  0.085157     27.34    29.29     
Katy Independent School                                                                                                                                                
  District, TX             486062PF3  05/26/93  08/15/03     49.503      0.000    463.17    0.181483   0.187833                                     41.80              
Kaydon Corporation         486587AA6  05/23/03  05/23/23    100.000     VARIES                         0.236203   0.241522   0.247066  0.252846     51.69    88.38     
                           486587AB4  05/23/03  05/23/23    100.000     VARIES                         0.236203   0.241521   0.247066  0.252846     51.69    88.38     
Kendall, Kane and Will                                                                                                                                                 
  Counties, IL             488764NN7  04/22/03  10/01/08    105.843     VARIES                         0.111570   0.113440   0.115592  0.110085     27.95    40.92     
                           488764NP2  04/22/03  10/01/09    105.260     VARIES                         0.118610   0.120735   0.123184  0.117450     29.73    43.61     
                           488764NQ0  04/22/03  10/01/10    100.839     VARIES                         0.122112   0.124463   0.127176  0.121986     30.62    45.07     
                           488764NR8  04/22/03  10/01/11    106.125     VARIES                         0.135800   0.138563   0.141755  0.134737     34.06    50.11     
                           488764NS6  04/22/03  10/01/12    100.093     VARIES                         0.132884   0.135689   0.138932  0.132941     33.34    49.18     
                           488764NT4  04/22/03  10/01/13    100.778     VARIES                         0.137044   0.140007   0.143434  0.137010     34.39    50.75     
Keyspan Corporation        49337W407  05/06/02  05/16/08    100.000     VARIES              0.157446   0.158048   0.158667   0.159304  0.159959     56.84    57.29     
                           49337WAE0  05/06/02  05/16/08    100.000     VARIES              0.157446   0.158048   0.158667   0.159304  0.159959     56.84    57.29     
Kmart Financing I          498778208  06/17/96  06/15/16*   100.000      7.750              0.232285                                                29.04*             
LaSalle & DeKalb                                                                                                                                                       
  Counties, Illinois       504238AW6  09/04/03  12/30/05    101.029     VARIES                         0.077984   0.078682   0.079775  0.077546      9.12    28.52     
                           504238AX4  09/04/03  12/30/06    100.029     VARIES                         0.096643   0.097726   0.099426  0.096656     11.31    35.49     
LaSalle County, IL         504592AK2  04/16/03  12/01/04    103.837      0.000              0.072942   0.073172   0.074097   0.075034               18.68    24.62     
                           504592AL0  04/16/03  12/01/05    105.089     VARIES              0.086047   0.086364   0.087636   0.088928  0.083484     22.05    31.66     
                           504592AM8  06/19/03  12/01/05    103.742     VARIES                         0.068356   0.069085   0.069905  0.066879     13.15    24.95     
                           504592AN6  06/19/03  12/01/06    104.790     VARIES                         0.075029   0.075900   0.076878  0.073573     14.43    27.43     
Lake County, IL                                                                                                                                                        
  School District No.187   509262CP4  04/09/03  01/01/05     95.798      0.000              0.066498   0.066878   0.067713   0.068559               17.49    24.53     
                           509262CQ2  04/09/03  01/01/06     92.198      0.000              0.076805   0.077336   0.078496   0.079673               20.22    28.47     
                           509262CR0  04/09/03  01/01/07     87.867      0.000              0.085402   0.086084   0.087590   0.089122               22.50    31.81     
                           509262CS8  04/09/03  01/01/08     83.406      0.000              0.089753   0.090547   0.092301   0.094089               23.66    33.55     
                           509262CT6  04/09/03  01/01/09     78.814      0.000              0.091924   0.092810   0.094758   0.096748               24.24    34.47     
                           509262CU3  04/09/03  01/01/10     74.126      0.000              0.092639   0.093591   0.095696   0.097849               24.44    34.84     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Lake County, IL                                                                                                                                                        
  School District No.187   509262CV1  04/09/03  01/01/21     35.244      0.000              0.058440   0.059236   0.061004   0.062824               15.45    22.29     
Lakeway Municipal                                                                                                                                                      
  Utility District         512503NQ2  07/17/98  09/01/03     72.889      0.000    230.90    0.163696   0.168826                                     40.21              
                           512503NR0  07/17/98  09/01/04     68.241      0.000    218.91    0.155411   0.160337   0.165418   0.170661               58.04    40.64     
                           512503NS8  07/17/98  09/01/05     63.714      0.000    207.68    0.147703   0.152451   0.157351   0.162409  0.167630     55.19    58.79     
Lee & Ogle Counties, IL    523372AC4  07/02/03  04/01/05    100.286     VARIES                         0.066364   0.066755   0.067551  0.066214     11.91    24.13     
                           523372AD2  07/02/03  04/01/06    100.261     VARIES                         0.076179   0.076695   0.077743  0.076053     13.68    27.74     
                           523372AE0  07/02/03  04/01/07    100.510     VARIES                         0.094455   0.095245   0.096856  0.094237     16.98    34.49     
                           523372AF7  07/02/03  04/01/08    100.396     VARIES                         0.108267   0.109306   0.111428  0.108077     19.47    39.62     
                           523372AG5  07/02/03  04/01/09    100.704     VARIES                         0.118382   0.119621   0.122152  0.118118     21.30    43.38     
                           523372AH3  07/02/03  04/01/10    101.077     VARIES                         0.125846   0.127241   0.130092  0.125514     22.65    46.16     
Lehman Brothers                                                                                                                                                        
  Holdings, Inc.           524908779  02/05/02  02/05/07    100.000      0.000              0.161378   0.165937   0.170624   0.175445  0.180401     60.27    63.72     
                           524908CH1  02/24/00  02/24/07    100.000      0.250              0.274897   0.285816   0.297180   0.309007  0.321316    103.76   112.18     
                           524908CJ7  07/07/00  07/08/03    100.000      0.000              0.255994   0.266096                                     49.69              
                           524908CL2  07/07/00  07/08/03    100.000      0.250              0.254030   0.263754                                     49.25              
                           524908CS7  11/14/00  11/14/07    100.000      0.250              0.249497   0.258896   0.268659   0.278801  0.289335     92.41    99.51     
                           524908CT5  11/14/00  11/14/07    100.000      0.250              0.249497   0.258896   0.268659   0.278801  0.289335     92.41    99.51     
                           524908CU2  01/05/01  01/05/06    100.000      0.250              0.210044   0.220754   0.224514   0.234681  0.240013     81.21    86.81     
                           524908CZ1  02/26/01  02/27/06    100.000      0.250              0.148967   0.152515   0.156153   0.159881  0.163702     55.16    57.82     
                           524908DB3  04/26/01  04/26/04    100.000      0.000              0.178826   0.184101   0.189532                          66.02    21.80     
                           524908DC1  04/26/01  04/26/04    100.000      0.000              0.178826   0.184102   0.189533                          66.02    21.80     
                           524908DH0  06/01/01  06/01/08    100.000      0.250              0.206521   0.213260   0.220227   0.227429  0.234874     75.97    81.02     
                           524908DK3  06/29/01  12/29/04    100.000      0.000              0.167684   0.172346   0.177137   0.182061               61.22    64.30     
                           524908DL1  07/03/01  07/03/04    100.000      0.000              0.162071   0.166548   0.171149   0.175877               60.77    32.00     
                           524908DN7  07/03/01  07/03/06    100.000      0.250              0.171270   0.176064   0.180998   0.186076  0.191303     64.25    67.91     
                           524908DU1  10/02/01  07/02/06    100.000      0.000              0.162086   0.166623   0.171286   0.176080  0.181009     60.81    64.27     
                           524908DW7  12/26/01  12/26/06    100.000      0.000              0.169040   0.173900   0.178900   0.184044  0.189335     61.78    65.38     
                           524908EC0  03/26/02  04/01/22    100.000     VARIES              0.127863   0.129428   0.131029   0.132667  0.132908     46.60    47.63     
                           524908ED8  04/30/02  04/30/05    100.000      0.000              0.137988   0.141334   0.144762   0.148272  0.151868     50.69    53.18     
                           524908EE6  07/02/02  07/02/05    100.000      0.000              0.119448   0.122016   0.124640   0.127319  0.130057     44.39    46.32     
                           524908EF3  06/19/02  06/19/09    100.000      0.250              0.130557   0.133401   0.136309   0.139284  0.142328     47.58    49.68     
                           524908EK2  08/05/02  08/05/07    100.000      0.000              0.138887   0.142359   0.145918   0.149566  0.153305     51.65    54.27     
                           524908EN6  08/05/02  08/05/08    100.000      0.000              0.145832   0.149661   0.153589   0.157621  0.161758     54.32    57.21     
                           524908EP1  09/27/02  09/27/07    100.000      0.000              0.111109   0.113331   0.115598   0.117910  0.120268     40.82    42.47     
                           524908ES5  10/02/02  10/02/07    100.000      0.250              0.083332   0.084478   0.085641   0.086821  0.088019     30.41    31.25     
                           524908FB1  12/11/02  12/11/07    100.000      0.625              0.116666   0.118752   0.120881   0.123055  0.125275     42.46    44.00     
Lehman Brothers                                                                                                                                                        
  Holdings, Inc.           524909AB4  12/23/93  12/15/03    100.000     VARIES              0.182217   0.181493                                     62.55              
Lehman Brothers                                                                                                                                                        
  Holdings, Inc.           52517PAD3  10/15/93  10/15/03    100.000     VARIES              0.167430   0.166821                                     47.44              
                           52517PAE1  10/15/93  10/15/23    100.000     VARIES              0.209782   0.209610   0.209432   0.209247  0.209056     75.46    75.33     
                                                                                                                                                                       



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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Lehman Brothers                                                                                                                                                        
  Holdings, Inc.           52517PEV9  07/07/95  07/07/05    100.000     VARIES              0.026772   0.026427   0.026069   0.025699  0.025314      9.45     9.19     
                           52517PSV4  09/20/02  09/20/10*   100.000      0.000              0.154381                                                12.04*             
                           52517PTA9  11/27/02  11/27/07*   100.000      0.000              0.102685                                                14.99*             
                           52517PTB7  12/10/02  12/10/12*   100.000      0.000              0.134121                                                21.46*             
                           52517PTE1  01/16/03  01/16/13    100.000      0.000                         0.143181   0.144497   0.149870  0.152083     50.34    55.15     
                           52517PTF8  01/16/03  01/16/09*   100.000      0.000                         0.118022                                     21.36*             
                           52517PTG6  01/30/03  01/30/13    100.000      0.000                         0.118027   0.118583   0.122447  0.123704     39.74    44.90     
                           52517PTH4  01/30/03  01/30/13    100.000      0.000                         0.118027   0.118583   0.122447  0.123704     39.74    44.90     
                           52517PTP6  02/18/03  02/18/08    100.000      0.000                         0.115236   0.115721   0.119433  0.120599     36.60    43.69     
                           52517PTQ4  03/12/03  03/12/13*   100.000      0.000                         0.137544                                     12.65*             
                           52517PTR2  02/27/03  02/27/08*   100.000      0.000                         0.104077                                      9.26*             
Lennar Corporation         526057AA2  07/29/98  07/29/18*    46.413      0.000     85.90    0.056982   0.059049                                     12.28*             
Level 3 Communications     52729NAD2  12/02/98  12/01/08     59.966     VARIES              0.263293   0.277116   0.291664   0.291664  0.291664     98.12   105.00     
                           52729NAE0  12/02/98  12/01/08     59.966     VARIES              0.263293   0.277116   0.291664   0.291664  0.291664     98.12   105.00     
                           52729NAF7  12/02/98  12/01/08     59.966     VARIES              0.263293   0.277116   0.291664   0.291664  0.291664     98.12   105.00     
                           52729NAR1  02/29/00  03/15/10     53.308     VARIES              0.261793   0.278644   0.296579   0.315669  0.335987    100.97   114.38     
Liberty Media Corp.        530715AF8  11/16/99  11/15/29    100.000      4.000              0.294796   0.303125   0.311832   0.320934  0.330448    108.41   114.75     
                           530715AG6  11/16/99  11/15/29    100.000      4.000              0.294796   0.303125   0.311832   0.320934  0.330448    108.41   114.75     
                           530715AK7  02/10/00  02/15/30    100.000      3.750              0.303071   0.312449   0.322270   0.332553  0.343321    113.40   120.73     
                           530715AL5  02/10/00  02/15/30    100.000      3.750              0.303071   0.312449   0.322270   0.332553  0.343321    113.40   120.73     
                           530715AM3  01/11/01  01/15/31    100.000      3.500              0.288982   0.298091   0.307632   0.317626  0.328095    108.77   115.94     
                           530715AN1  01/11/01  01/15/31    100.000      3.500              0.288982   0.298091   0.307632   0.317626  0.328095    108.77   115.94     
                           530715AP6  03/08/01  03/15/31    100.000      3.250              0.320896   0.332853   0.345430   0.358660  0.372575    120.28   129.61     
                           530715AQ4  03/08/01  03/15/31    100.000      3.250              0.320896   0.332853   0.345430   0.358660  0.372575    120.28   129.61     
                           530715AR2  03/08/01  03/15/31    100.000      3.250              0.320896   0.332853   0.345430   0.358660  0.372575    120.28   129.61     
Liberty Media Corp.        530718AB1  03/26/03  03/30/23     98.500      0.750              0.153239   0.153322   0.157032   0.160846  0.164767     42.50    57.92     
                           530718AF2  03/26/03  03/30/23     98.500      0.750              0.153239   0.153322   0.157032   0.160846  0.164767     42.50    57.92     
Lin Holdings Corporation   532768AD0  06/14/01  03/01/08*    73.850     VARIES              0.295331   0.308658                                     19.59*             
                           532768AE8  06/14/01  03/01/08*    73.850     VARIES              0.295331   0.308658                                     19.59*             
                           532768AF5  06/14/01  03/01/08*    73.850     VARIES              0.295331   0.308658                                     19.59*             
Lin Television Corp.       532776AD3  06/14/01  01/15/08     96.288      8.000      6.95    0.012781   0.013561   0.013924   0.014693  0.015169      5.00     5.45     
                           532776AE1  06/14/01  01/15/08     96.288      8.000      6.95    0.012781   0.013561   0.013924   0.014693  0.015169      5.00     5.45     
                           532776AF8  06/14/01  01/15/08     96.288      8.000      6.95    0.012781   0.013561   0.013924   0.014693  0.015169      5.00     5.45     
Loral Cyberstar, Inc.      543868AC7  12/27/01  07/15/06     71.938     10.000              0.132743   0.146260   0.161152   0.177562  0.195642     54.94    66.69     
Lowe's Companies, Inc.     548661CD7  02/16/01  02/16/21     60.841      0.000     29.02    0.043856   0.044404   0.044959   0.045521  0.046090     16.04    16.44     
Lyondell Chemical Co.      552078AS6  12/04/02  12/15/08     97.750      9.500       .21    0.007822   0.008213   0.008624   0.009056  0.009509      2.90     3.20     
                           552078AT4  12/04/02  12/15/08     97.750      9.500       .21    0.007822   0.008213   0.008624   0.009056  0.009509      2.90     3.20     
MCI Communications Corp.   55267Y206  05/29/96  06/30/26    100.000      8.000              0.236513   0.246027   0.255924   0.266219  0.276928     86.88    94.01     
MHS Holdings Corporation   553024AA8  09/22/89  10/01/04     14.000     VARIES              0.792513   0.860116   0.941836   1.040618              310.91   272.08     
Manpower Inc.              56418HAB6  08/17/01  08/17/21     55.126      0.000     23.00    0.047327   0.048037   0.048758   0.049489  0.050231     17.36    17.88     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Manpower Inc.              56418HAC4  08/17/01  08/17/21     55.126      0.000     23.00    0.047327   0.048037   0.048758   0.049489  0.050231     17.36    17.88     
Marion County, OR          56913RAC2  03/28/02  06/01/04     90.351      0.000     32.61    0.122180   0.125062   0.128012                          44.68    19.20     
                           56913RAD0  03/28/02  06/01/05     84.618      0.000     34.53    0.129765   0.133222   0.136771   0.140414  0.144155     47.55    50.11     
                           56913RAE8  03/28/02  06/01/06     79.181      0.000     34.40    0.129469   0.133138   0.136911   0.140791  0.144781     47.49    50.22     
                           56913RAF5  03/28/02  06/01/07     73.606      0.000     33.92    0.127864   0.131705   0.135662   0.139737  0.143935     46.96    49.82     
                           56913RAG3  03/28/02  06/01/08     68.057      0.000     33.05    0.124786   0.128734   0.132807   0.137010  0.141345     45.87    48.82     
                           56913RAH1  03/28/02  06/01/09     63.326      0.000     31.44    0.118792   0.122634   0.126600   0.130694  0.134921     43.69    46.56     
                           56913RAJ7  03/28/02  06/01/10     58.440      0.000     29.97    0.113343   0.117128   0.121039   0.125081  0.129258     41.72    44.55     
                           56913RAK4  03/28/02  06/01/11     53.951      0.000     28.34    0.107261   0.110928   0.114722   0.118644  0.122701     39.50    42.25     
                           56913RAL2  03/28/02  06/01/12     49.948      0.000     26.63    0.100822   0.104320   0.107939   0.111684  0.115559     37.14    39.76     
                           56913RAM0  03/28/02  06/01/13     46.303      0.000     24.94    0.094451   0.097761   0.101187   0.104733  0.108403     34.80    37.28     
                           56913RAN8  03/28/02  06/01/14     42.967      0.000     23.31    0.088301   0.091417   0.094644   0.097984  0.101443     32.54    34.88     
                           56913RAP3  03/28/02  06/01/15     39.329      0.000     21.79    0.082624   0.085602   0.088688   0.091885  0.095196     30.46    32.70     
                           56913RAQ1  03/28/02  06/01/16     36.142      0.000     20.31    0.077033   0.079848   0.082766   0.085791  0.088926     28.41    30.52     
                           56913RAR9  03/28/02  06/01/17     33.393      0.000     18.90    0.071684   0.074322   0.077056   0.079892  0.082831     26.44    28.42     
                           56913RAS7  03/28/02  06/01/18     31.307      0.000     17.59    0.066730   0.069169   0.071697   0.074317  0.077033     24.61    26.44     
                           56913RAT5  03/28/02  06/01/19     28.898      0.000     16.35    0.062037   0.064319   0.066686   0.069140  0.071684     22.88    24.60     
                           56913RAU2  03/28/02  06/01/20     26.649      0.000     15.18    0.057615   0.059750   0.061963   0.064259  0.066639     21.26    22.86     
Markel Corporation         570535AD6  05/23/02  08/15/07     92.756      7.200      6.84    0.031627   0.033045   0.034526   0.036074  0.037691     12.04    13.14     
                           570535AE4  05/23/02  05/15/08     90.005      7.000      7.89    0.037436   0.039160   0.040963   0.042850  0.044824     13.95    15.26     
Marriott International                                                                                                                                                 
  Incorporated             571903AA1  05/08/01  05/08/21     86.095      0.000              0.218260   0.227102   0.236301   0.245873  0.255832     81.12    87.83     
                           571903AB9  05/08/01  05/08/21     86.095      0.000              0.218260   0.227102   0.236301   0.245873  0.255832     81.12    87.83     
                           571903AC7  05/08/01  05/08/21     86.095      0.000              0.218260   0.227102   0.236301   0.245873  0.255832     81.12    87.83     
Masco Corporation          574599AW6  07/20/01  07/20/31     39.445      0.000              0.035319   0.035871   0.036431   0.037000  0.037579     12.99    13.40     
Matria Healthcare, Inc.    576817AA8  07/09/01  05/01/08     93.500     11.000     10.02    0.020512   0.021432   0.023016   0.024182  0.026112      7.81     8.83     
                           576817AB6  07/09/01  05/01/08     93.500     11.000     10.02    0.020512   0.021432   0.023016   0.024182  0.026112      7.81     8.83     
McCaw International LTD.   579472AA9  03/06/97  04/15/07     50.991     VARIES              0.366626   0.366995   0.367388   0.367807  0.368254    132.11   132.40     
                           579472AB7  03/06/97  04/15/07     50.991     VARIES              0.366626   0.366995   0.367388   0.367807  0.368254    132.11   132.40     
                           579472AC5  03/06/97  04/15/07     50.991     VARIES              0.366626   0.366995   0.367388   0.367807  0.368254    132.11   132.40     
                           579472AD3  03/06/97  04/15/07     50.991     VARIES              0.366626   0.366995   0.367388   0.367807  0.368254    132.11   132.40     
                           579472AE1  03/06/97  04/15/07     50.991     VARIES              0.366626   0.366995   0.367388   0.367807  0.368254    132.11   132.40     
Medicis Pharmaceutical                                                                                                                                                 
  Corporation              584690AB7  08/14/03  06/04/33     93.000     VARIES                         0.236375   0.241819   0.250976  0.260552     32.53    89.21     
Medtronic, Inc.            585055AA4  09/11/01  09/15/21    100.000     VARIES              0.197130   0.202160   0.207359   0.212733  0.218288     72.96    76.78     
                           585055AB2  09/11/01  09/15/21    100.000     VARIES              0.197130   0.202160   0.207359   0.212733  0.218288     72.96    76.78     
Mercer County                                                                                                                                                          
  Improvement Authority    587844E72  10/21/93  04/15/03     55.022      0.000    431.86    0.172264                                                17.92              
                           587844E80  10/21/93  04/15/03     53.773      0.000    443.68    0.178777                                                18.59              
                           587844E98  10/21/93  10/15/03     53.059      0.000    420.68    0.168144   0.173566                                     48.73              
                           587844F22  10/21/93  10/15/03     51.792      0.000    431.55    0.174240   0.180077                                     50.53              
                           587844F30  10/21/93  04/15/04*    50.624      0.000    413.59    0.166318   0.171807                                     48.22*             
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Mercer County                                                                                                                                                          
  Improvement Authority    587844F48  10/21/93  04/15/04*    49.357      0.000    423.41    0.171991   0.177881                                     49.91*             
                           587844F55  10/21/93  10/15/04*    48.747      0.000    402.21    0.162068   0.167456                                     47.00*             
                           587844F63  10/21/93  10/15/04*    47.470      0.000    411.15    0.167346   0.173120                                     48.57*             
                           587844F71  10/21/93  04/15/05*    46.657      0.000    392.58    0.158826   0.164187                                     46.07*             
                           587844F89  10/21/93  04/15/05*    45.380      0.000    400.62    0.163716   0.169446                                     47.53*             
                           587844F97  10/21/93  10/15/05*    44.873      0.000    381.25    0.154554   0.159809                                     44.84*             
                           587844G21  10/21/93  10/15/05*    43.592      0.000    388.49    0.159080   0.164688                                     46.19*             
                           587844G39  10/21/93  04/15/06*    42.619      0.000    372.68    0.151996   0.157278                                     44.12*             
                           587844G47  10/21/93  04/15/06*    41.354      0.000    379.03    0.156137   0.161757                                     45.35*             
                           587844G54  10/21/93  10/15/06*    40.930      0.000    361.33    0.147663   0.152831                                     42.87*             
                           587844G62  10/21/93  10/15/06*    39.667      0.000    366.96    0.151467   0.156958                                     44.00*             
                           587844G70  10/21/93  04/15/07*    39.289      0.000    350.14    0.143377   0.148431                                     41.63*             
                           587844G88  10/21/93  04/15/07*    38.031      0.000    355.08    0.146858   0.152218                                     42.67*             
                           587844G96  10/21/93  10/15/07*    37.696      0.000    339.12    0.139141   0.144080                                     40.40*             
                           587844H20  10/21/93  10/15/07*    36.445      0.000    343.41    0.142313   0.147543                                     41.36*             
                           587844H38  10/21/93  04/15/08*    36.150      0.000    328.27    0.134958   0.139783                                     39.20*             
                           587844H46  10/21/93  04/15/08*    34.666      0.000    332.64    0.138399   0.143555                                     40.23*             
                           587844H53  10/21/93  10/15/08*    34.651      0.000    317.59    0.130831   0.135541                                     38.00*             
                           587844H61  10/21/93  10/15/08*    33.181      0.000    321.27    0.133936   0.138958                                     38.94*             
                           587844H79  10/21/93  04/15/09*    32.951      0.000    307.64    0.127238   0.131882                                     36.97*             
                           587844H87  10/21/93  04/15/09*    31.508      0.000    310.60    0.129999   0.134939                                     37.81*             
                           587844H95  10/21/93  10/15/09*    31.790      0.000    296.81    0.122758   0.127239                                     35.67*             
                           587844J28  10/21/93  10/15/09*    30.354      0.000    299.23    0.125241   0.130001                                     36.43*             
                           587844J36  10/21/93  04/15/10*    30.187      0.000    287.04    0.119192   0.123602                                     34.64*             
                           587844J44  10/21/93  04/15/10*    28.782      0.000    288.82    0.121364   0.126037                                     35.31*             
                           587844J51  10/21/93  10/15/10*    29.110      0.000    276.80    0.114939   0.119192                                     33.41*             
                           587844J69  10/21/93  10/15/10*    27.715      0.000    278.11    0.116865   0.121364                                     34.00*             
                           587844J77  10/21/93  04/15/11*    27.836      0.000    267.10    0.111130   0.115270                                     32.31*             
                           587844J85  10/21/93  04/15/11*    26.464      0.000    267.91    0.112801   0.117172                                     32.82*             
                           587844J93  10/21/93  10/15/11*    26.604      0.000    257.60    0.107393   0.111420                                     31.22*             
                           587844K26  10/21/93  10/15/11*    25.257      0.000    257.95    0.108821   0.113065                                     31.67*             
                           587844K34  10/21/93  04/15/12*    25.643      0.000    248.29    0.103510   0.107392                                     30.10*             
                           587844K42  10/21/93  04/15/12*    24.309      0.000    248.27    0.104736   0.108821                                     30.48*             
                           587844K59  10/21/93  10/15/12*    24.491      0.000    239.28    0.099951   0.103725                                     29.07*             
                           587844K67  10/21/93  10/15/12*    23.184      0.000    238.85    0.100964   0.104927                                     29.39*             
                           587844K75  10/21/93  04/15/13*    23.600      0.000    230.57    0.096316   0.099951                                     28.01*             
                           587844K83  10/21/93  04/15/13*    22.308      0.000    229.83    0.097151   0.100964                                     28.28*             
                           587844K91  10/21/93  10/15/13*    22.741      0.000    222.19    0.092812   0.096316                                     26.99*             
                           587844L25  10/21/93  10/15/13*    21.466      0.000    221.15    0.093482   0.097151                                     27.21*             
Mercury Interactive Corp   589405AC3  04/29/03  05/01/08     98.000      0.000              0.010780   0.010998   0.011021   0.011043  0.011065      2.66     3.97     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Merrill Lynch & Co.,Inc.   590188249  09/13/00  09/13/07    100.000      0.000              0.229326   0.233715   0.244796   0.250859  0.264205     86.21    92.85     
                           590188256  08/04/00  08/03/07    100.000      0.000              0.237803   0.250867   0.256090   0.268674  0.275783     91.92    98.99     
                           590188264  08/04/00  08/03/07    100.000      0.000              0.237803   0.250867   0.256090   0.268674  0.275783     91.92    98.99     
                           590188272  06/29/00  06/29/07    100.000      0.000              0.258337   0.266909   0.277280   0.288055  0.300892     95.92   103.53     
                           590188280  03/30/00  03/30/07    100.000      0.000              0.249707   0.259048   0.268738   0.278791  0.289220     93.31   100.42     
                           590188298  03/03/00  03/05/07    100.000      0.000              0.218910   0.226225   0.233786   0.241599  0.249673     81.85    87.41     
                           590188678  09/29/97  09/30/04    100.000      0.000              0.240284   0.246601   0.254475   0.262601               90.18    70.96     
                           590188A40  07/26/00  07/26/05    100.000      2.000              0.223346   0.233388   0.236048   0.245421  0.249705     85.36    90.27     
                           590188A65  05/23/01  05/23/31     51.108     VARIES              0.095329   0.098252   0.101265   0.104370  0.107571     35.07    37.25     
                           590188A73  03/13/02  03/13/32    100.000     VARIES              0.163234   0.167897   0.172693   0.177626  0.182700     60.63    64.14     
                           590188JA7  02/09/98  02/02/05    100.000      0.000              0.218421   0.225003   0.231783   0.238767  0.245961     81.81    86.81     
Merrill Lynch & Co.,Inc.   59018FAS1  07/30/01  04/13/04    100.000      2.400              0.136710   0.138384   0.140099                          49.78    14.29     
Merrill Lynch & Co.,Inc.   59018SB94  03/20/98  03/20/28     12.154      0.000     48.53    0.033114   0.034297   0.035524   0.036794  0.038109     12.38    13.28     
                           59018SC51  03/27/98  05/21/18*    25.000      0.000     96.96    0.066934                                                 5.76*             
                           59018SRZ9  02/25/97  02/25/27      9.506      0.000     55.38    0.032520   0.033821   0.035174   0.036581  0.038044     12.28    13.28     
                           59018SZT4  02/09/98  02/02/05    100.000      0.000              0.213670   0.223757   0.226741   0.236139  0.240611     81.80    86.81     
Merrill Lynch & Co.,Inc.   59018YDJ7  01/12/01  01/07/08    100.000      0.250              0.192968   0.198877   0.204973   0.211263  0.217752     72.62    77.15     
                           59018YKD2  06/27/01  06/27/08    100.000      0.250              0.188751   0.194405   0.200236   0.206247  0.212446     69.01    73.22     
Merrill Lynch & Co.,Inc.   59021J109  10/06/00  10/05/07    100.000      0.000              0.224527   0.231237   0.239455   0.247966  0.258190     84.49    90.85     
                           59021J141  06/03/03  06/03/10    100.000      0.000                         0.097353   0.099059   0.100795  0.102561     20.30    36.07     
                           59021J208  11/20/00  11/20/07    100.000      0.000              0.228782   0.236967   0.245446   0.254227  0.263323     84.52    90.67     
                           59021J307  04/30/01  06/27/07    100.000      0.000              0.180465   0.185788   0.191267   0.196909  0.202717     65.97    69.92     
                           59021J315  06/03/03  09/03/08    100.000      0.000                         0.084469   0.085111   0.086405  0.087719     17.65    31.18     
                           59021J471  09/04/02  09/04/09    100.000      0.000              0.138418   0.141867   0.145402   0.149024  0.152737     51.27    53.85     
                           59021J489  08/07/02  08/07/09    100.000      0.000              0.145947   0.149781   0.153716   0.157754  0.161898     54.35    57.24     
                           59021J513  06/28/02  06/29/09    100.000      0.000              0.157495   0.161839   0.166303   0.170891  0.175605     57.50    60.71     
                           59021J521  05/31/02  06/01/09    100.000      0.000              0.170740   0.175835   0.181081   0.186485  0.192049     62.69    66.49     
                           59021J588  05/03/02  05/04/09    100.000      0.000              0.176013   0.181423   0.186998   0.192745  0.198669     64.96    69.02     
                           59021J596  05/03/02  05/04/09    100.000      0.000              0.176013   0.181423   0.186998   0.192745  0.198669     64.96    69.02     
                           59021J679  03/28/02  03/30/09    100.000      0.000              0.180327   0.186000   0.191851   0.197886  0.204111     66.99    71.27     
                           59021J695  03/28/02  03/30/09    100.000      0.000              0.180327   0.186000   0.191851   0.197886  0.204111     66.99    71.27     
                           59021J794  01/16/02  01/16/09    100.000      0.000              0.162892   0.167536   0.172312   0.177224  0.182277     61.03    64.56     
                           59021J877  09/28/01  09/29/08    100.000      0.000              0.161706   0.166163   0.170743   0.175449  0.180285     59.85    63.19     
                           59021J885  08/31/01  08/29/08    100.000      0.000              0.163201   0.168734   0.171616   0.178404  0.182442     61.63    65.40     
                           59021JAA7  05/28/02  05/28/09    100.000      1.000              0.175526   0.180076   0.184767   0.189602  0.194587     64.31    67.71     
Merrill Lynch & Co.,Inc.   59021W308  07/02/03  07/02/10    100.000      0.000                                    0.101255   0.103101  0.104980     18.12    37.45     
                           59021W704  08/05/03  08/05/10    100.000      0.000                                    0.122185   0.124872  0.127618     17.84    45.26     
                           59021W860  09/03/03  09/03/08    100.000      0.000                                    0.109247   0.111395  0.113586     12.89    40.23     
MetLife Capital Trust I    59156R207  04/04/00  05/15/05*    99.520     VARIES              0.229579                                                30.76*             
                           59156RAF5  04/04/00  05/15/05     99.520     VARIES              0.230230   0.230331   0.230207   0.230078  0.229943     82.90    82.84     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Metromedia International                                                                                                                                               
  Group, Inc.              591695AE1  09/30/99  09/30/07     77.427     VARIES              0.275386   0.273248   0.272584   0.271888  0.272648     99.86    99.64     
United Mexican States      593048BN0  03/30/01  12/30/19     89.000      8.125      4.19    0.007349   0.007693   0.008054   0.008432  0.008828      2.71     2.97     
Microcell                                                                                                                                                              
  Telecommunications       59501TAG1  06/20/96  06/01/06     43.193     VARIES              0.409306   0.410860   0.412533   0.414334  0.416271    147.73   148.95     
                           59501TAL0  05/25/99  06/01/09     55.731     VARIES              0.279867   0.296659   0.314457   0.333323  0.333323    104.81   117.17     
Millicom International                                                                                                                                                 
  Cellular S.A.            600814AC1  06/03/96  06/01/06     52.075     VARIES              0.374999   0.374999   0.374998   0.374998  0.374998    135.00   135.00     
Mirant Corporation         604675AA6  05/31/01  06/15/21    100.000      2.500              0.260429   0.268587   0.277093   0.285963  0.295212     95.49   101.64     
Mississippi Home Corp.     60535JAD8  06/17/93  12/01/08     34.265      0.000    321.06    0.129235   0.133791   0.138508   0.143391  0.148446     47.62    51.04     
                           60535JAH9  07/22/93  06/01/09     36.262      0.000    300.81    0.119128   0.122999   0.126997   0.131124  0.135385     43.82    46.71     
Mississippi Home Corp.     60535MCB3  07/21/93  09/15/16     19.775      0.000    185.41    0.074269   0.076915   0.079655   0.082493  0.085431     27.78    29.80     
J.P. Morgan & Co., Inc.    61688AAF5  02/26/97  04/15/27     10.165      0.000     56.80    0.033482   0.034777   0.036121   0.037517  0.038968     12.49    13.47     
                           61688AAG3  04/24/97  04/24/27      8.845      0.000     51.64    0.031620   0.032924   0.034282   0.035696  0.037169     11.80    12.79     
                           61688AAH1  05/21/97  05/15/27      9.170      0.000     51.73    0.032055   0.033358   0.034713   0.036124  0.037593     11.90    12.88     
                           61688AAJ7  06/18/97  06/18/27      9.169      0.000     50.82    0.032070   0.033372   0.034728   0.036139  0.037607     11.81    12.79     
                           61688AAK4  07/01/97  07/01/27      9.644      0.000     51.63    0.032700   0.034000   0.035351   0.036756               12.01    12.98     
                           61688AAW8  06/30/98  06/30/28     12.693      0.000     46.10    0.033638   0.034816   0.036034   0.037295  0.038601     12.32    13.20     
Morgan Stanley Dean                                                                                                                                                    
  Witter & Co.             617446232  05/20/99  05/18/05    100.000      0.000              0.216669   0.223477   0.230498   0.237740  0.245209     79.82    84.92     
                           617446DD8  12/30/98  12/30/05     86.996      0.000              0.166953   0.171586   0.176347   0.181241  0.186270     60.95    64.38     
                           617446DJ5  05/19/99  05/30/06     98.259      0.000              0.209102   0.215563   0.222223   0.229089  0.236168     76.85    81.67     
                           617446DM8  08/06/99  08/06/06     98.266      0.000              0.238111   0.246540   0.255267   0.264304  0.273660     89.73    96.19     
                           617446DN6  08/17/99  08/17/05     88.745      0.000              0.220185   0.228133   0.236369   0.244902  0.253743     82.87    88.96     
                           617446DP1  10/19/99  10/19/06     98.266      0.000              0.236896   0.245247   0.253892   0.262841  0.272106     88.01    94.32     
                           617446DQ9  12/13/99  12/13/04    100.000      0.500              0.233811   0.241453   0.249361   0.257544               85.83    86.75     
                           617446DZ9  07/19/00  07/30/07    100.000      0.250              0.229118   0.237095   0.245358   0.253918  0.262785     86.37    92.50     
                           617446GC7  11/17/00  11/30/07    100.000      0.250              0.213842   0.219695   0.226956   0.234465  0.243560     79.54    84.97     
                           617446GD5  11/17/00  11/30/07    100.000      0.250              0.213842   0.219695   0.226956   0.234465  0.243560     79.54    84.97     
                           617446GF0  01/24/01  01/30/08    100.000      0.250              0.181729   0.186974   0.192377   0.197942  0.203674     67.97    71.96     
                           617446GJ2  04/02/01  03/30/08    100.000      0.500              0.172974   0.177556   0.182271   0.187121  0.192111     63.94    67.39     
                           617446GK9  04/03/01  04/15/08    100.000      0.250              0.174478   0.179317   0.184296   0.189419  0.194689     64.43    68.06     
                           617446GN3  05/02/01  05/30/08    100.000      0.250              0.178227   0.183260   0.188442   0.193775  0.199265     65.38    69.13     
                           617446GQ6  05/30/01  05/30/08    100.000      0.250              0.180951   0.186157   0.191520   0.197042  0.202730     66.41    70.29     
                           617446GR4  08/21/01  12/30/08    100.000      1.250              0.164720   0.168355   0.172091   0.175932  0.179880     59.96    62.65     
                           617446GT0  08/16/01  12/30/08    100.000      0.250              0.168198   0.172737   0.177403   0.182201  0.187133     61.38    64.74     
                           617446GU7  09/27/01  12/30/08    100.000      0.250              0.148796   0.152375   0.156044   0.159806  0.163663     54.22    56.86     
                           617446GV5  10/05/01  12/30/09    100.000      0.000              0.148909   0.152662   0.156510   0.160454  0.164498     54.29    57.06     
                           617446GX1  11/08/01  12/30/08    100.000      0.000              0.131023   0.133960   0.136963   0.140033  0.143172     47.70    49.87     
                           617446GY9  12/11/01  12/30/09     92.281      0.000              0.143630   0.147438   0.151347   0.155359  0.159478     52.40    55.22     
                           617446HH5  08/05/02  12/15/09    100.000      1.000              0.160994   0.164790   0.168694   0.172709  0.176839     58.76    61.58     
                           617446HP7  02/14/03  03/30/10    100.000      0.000              0.130248   0.131029   0.134100   0.137244  0.140462     41.78    49.42     
                           617446HV4  03/12/03  03/31/08    100.000      0.000              0.099449   0.099093   0.100886   0.102712  0.105146     29.41    37.65     
                                                                                                                                                                       



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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Morgan Stanley             617446HX0  03/18/03  06/30/08    100.000      0.000              0.101150   0.102194   0.104054   0.105949  0.107878     28.82    37.80     
                           617446HZ5  04/28/03  09/15/10    100.000      0.000                         0.131882   0.134265   0.137452  0.140715     32.30    49.59     
                           617446JB6  04/23/03  04/30/10    100.000      0.000              0.127636   0.127750   0.130685   0.133687  0.136759     31.86    47.96     
                           617446JC4  04/25/03  04/30/08    100.000      0.000              0.107476   0.107534   0.109614   0.111735  0.113896     26.58    40.10     
                           617446JE0  04/30/03  04/30/10    100.000      0.000                         0.128975   0.131969   0.135032  0.138167     31.27    48.44     
                           617446JF7  05/28/03  12/30/10    100.000      0.000              0.110132   0.110520   0.112711   0.114946  0.117224     23.53    40.98     
                           617446JG5  05/06/03  05/15/10    100.000      0.250              0.114357   0.114468   0.116681   0.118940  0.121245     27.00    42.62     
                           617446JH3  05/21/03  05/30/10    100.000      0.000              0.097559   0.097644   0.099359   0.101104  0.102879     21.53    36.19     
                           617446JJ9  07/10/03  06/30/08    100.000      0.000                         0.091839   0.093281   0.094824  0.096391     15.80    33.86     
                           617446JL4  08/08/03  03/23/07    100.000      0.000                         0.096286   0.096703   0.098379  0.100084     13.81    35.45     
Morgan Stanley Dean                                                                                                                                                    
  Witter & Co.             61744Y132  07/29/02  07/30/09    100.000      0.000              0.124821   0.127625   0.130493   0.133424  0.136421     46.30    48.40     
                           61744Y140  03/27/03  06/15/10    100.000      0.000              0.132473   0.133842   0.137033   0.140301  0.143646     36.62    50.03     
                           61744Y173  01/28/03  12/30/09    100.000      0.000              0.125819   0.128226   0.131130   0.134099  0.137136     42.34    47.75     
                           61744Y181  12/17/02  03/30/09    100.000      0.000              0.125329   0.126947   0.129811   0.132739  0.135734     45.82    47.80     
                           61744Y199  11/26/02  03/30/09    100.000      0.000              0.134786   0.137038   0.140363   0.143769  0.147257     49.44    51.77     
                           61744Y231  10/28/02  12/30/08    100.000      0.000              0.141511   0.145085   0.148748   0.152505  0.156356     51.59    54.23     
                           61744Y249  10/16/02  10/30/09    100.000      0.000              0.133286   0.136478   0.139746   0.143093  0.146520     48.95    51.32     
                           61744Y264  09/26/02  06/30/09    100.000      0.000              0.134437   0.137650   0.140939   0.144307  0.147756     48.98    51.35     
                           61744Y280  08/27/02  02/28/09    100.000      0.000              0.143878   0.145216   0.150633   0.152874  0.159453     53.59    56.63     
                           61744Y322  06/26/02  12/30/08    100.000      0.000              0.134010   0.137167   0.140398   0.143705  0.147090     48.82    51.15     
                           61744Y348  06/11/02  12/30/08    100.000      0.000              0.139701   0.143121   0.146625   0.150214  0.153892     50.91    53.44     
                           61744Y363  05/10/02  08/30/08    100.000      0.000              0.141997   0.144814   0.148499   0.152278  0.157011     53.15    56.10     
Morgan Stanley             61748A114  06/24/03  06/15/10    100.000      0.000                         0.106095   0.108020   0.110083  0.112185     19.87    39.33     
                           61748A122  08/22/03  08/30/09    100.000      0.000                         0.127750   0.128595   0.130821  0.135333     16.58    47.51     
                           61748A874  07/29/03  12/30/09    100.000      0.000                         0.121764   0.124003   0.126721  0.129498     18.51    45.14     
                           61748AAA4  09/24/03  12/30/10    100.000      0.000                         0.139575   0.141445   0.144998  0.148641     13.54    51.57     
Motorola, Inc.             620076208  10/31/01  11/16/07    100.000     VARIES              0.209009   0.210089   0.211210   0.212372  0.212543     75.54    76.30     
                           620076AE9  09/07/89  09/07/09     30.656      0.000    367.27    0.109577   0.111024   0.115611   0.117785  0.123330     40.96    43.61     
                           620076AJ8  09/27/93  09/27/13     63.923      0.000    147.19    0.048865   0.049414   0.049970   0.050532  0.051101     17.79    18.20     
Mrs. Fields Holding                                                                                                                                                    
  Company, Inc.            62472FAC9  08/24/98  12/01/05     50.853     VARIES              0.411598   0.411434   0.413681   0.416102  0.421013    150.27   152.08     
Multnomah County, OR       625506HH6  12/08/99  06/01/13     36.019      0.000     94.15    0.096805   0.100542   0.104423   0.108453  0.112639     35.75    38.56     
                           625506HJ2  12/08/99  06/01/14     33.298      0.000     87.28    0.089777   0.093251   0.096860   0.100609  0.104502     33.16    35.77     
                           625506HK9  12/08/99  06/01/15     30.863      0.000     80.90    0.083212   0.086432   0.089777   0.093251  0.096860     30.73    33.16     
                           625506HL7  12/08/99  06/01/16     28.606      0.000     74.98    0.077127   0.080111   0.083212   0.086432  0.089777     28.49    30.73     
                           625506HN3  12/08/99  06/01/20     21.112      0.000     55.34    0.056922   0.059125   0.061413   0.063790  0.066259     21.02    22.68     
                           625506HP8  12/08/99  06/01/21     19.568      0.000     51.29    0.052760   0.054801   0.056922   0.059125  0.061413     19.49    21.02     
                           625506HQ6  12/08/99  06/01/22     18.137      0.000     47.54    0.048901   0.050794   0.052760   0.054801  0.056922     18.06    19.49     
                           625506HR4  12/08/99  06/01/23     16.811      0.000     44.07    0.045326   0.047080   0.048902   0.050794  0.052760     16.74    18.06     
                           625506HS2  12/08/99  06/01/24     15.582      0.000     40.84    0.042011   0.043637   0.045326   0.047080  0.048902     15.52    16.74     
                           625506HT0  12/08/99  06/01/25     14.442      0.000     37.86    0.038939   0.040446   0.042011   0.043637  0.045325     14.38    15.52     
                           625506HU7  12/08/99  06/01/26     13.386      0.000     35.09    0.036091   0.037488   0.038939   0.040446  0.042011     13.33    14.38     
                                                                                                                                                                       



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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Multnomah County, OR       625506HV5  12/08/99  06/01/27     12.407      0.000     32.52    0.033452   0.034746   0.036091   0.037488  0.038939     12.35    13.33     
                           625506HW3  12/08/99  06/01/28     11.500      0.000     30.14    0.031006   0.032206   0.033452   0.034747  0.036091     11.45    12.35     
                           625506HX1  12/08/99  06/01/29     10.659      0.000     27.94    0.028738   0.029851   0.031006   0.032206  0.033452     10.61    11.45     
                           625506HY9  12/08/99  06/01/30      9.879      0.000     25.90    0.026636   0.027667   0.028738   0.029850  0.031005      9.84    10.61     
Murray County Hospital                                                                                                                                                 
  Authority                626897BW1  12/29/94  03/01/04     97.642     10.000     19.25    0.009664   0.010166   0.010695                           3.69      .64     
Muzak Holdings Finance     62844VAC5  03/18/99  03/15/10     53.328     VARIES              0.298944   0.318375   0.339069   0.361108  0.361108    115.37   128.37     
NTL, Incorporated          629407AF4  03/13/98  04/01/08*    61.724     VARIES              0.258531                                                 2.33*             
                           629407AG2  03/13/98  04/01/08*    61.724     VARIES              0.258531                                                 2.33*             
NTL, Incorporated          62940MAA2  01/10/03  01/01/10     87.701     19.000              0.538023   0.594464   0.660108   0.733000              199.01   250.76     
NTL, Incorporated          62940NAB8  11/06/98  10/01/08*    55.505     VARIES              0.304822                                                 2.74*             
                           62940NAL6  10/26/00  10/01/10*    97.872     11.875              0.333897                                                 3.01*             
                           62940NAM4  10/26/00  10/01/10*    97.872     11.875              0.333897                                                 3.01*             
Nabors Industries, Inc.    629568AC0  06/20/00  06/20/20*    60.841      0.000     39.48    0.044959                                                 7.60*             
                           629568AD8  06/20/00  06/20/20*    60.841      0.000     39.48    0.044959                                                 7.60*             
                           629568AE6  02/05/01  02/05/21     60.841      0.000     29.50    0.043856   0.044404   0.044959   0.045521  0.046090     16.05    16.45     
                           629568AF3  02/05/01  02/05/21     60.841      0.000     29.50    0.043856   0.044404   0.044959   0.045521  0.046090     16.05    16.45     
Network Associates, Inc.   640938AA4  02/13/98  02/13/18     39.106      0.000    100.78    0.063735   0.065249   0.066799   0.068385  0.070009     23.64    24.78     
                           640938AB2  02/13/98  02/13/18     39.106      0.000    100.78    0.063735   0.065249   0.066799   0.068385  0.070009     23.64    24.78     
Net Sat Servicos, LTDA.    64107RAA6  08/05/96  08/05/04    100.000     12.750              0.022145   0.023598   0.025147   0.026797                8.67     5.68     
                           64107RAB4  08/05/96  08/05/04    100.000     12.750              0.022145   0.023598   0.025147   0.026797                8.67     5.68     
                           64107RAC2  08/05/96  08/05/04    100.000     12.750              0.022145   0.023598   0.025147   0.026797                8.67     5.68     
New Jersey Economic                                                                                                                                                    
  Development Authority    64577RBE8  04/23/99  04/01/03     98.384      9.250     14.96    0.013343                                                 1.20              
New Jersey Economic                                                                                                                                                    
  Development Authority    645913AF1  06/30/97  02/15/03     68.931      0.000    302.74    0.180681                                                 7.95              
                           645913AG9  06/30/97  02/15/04     64.086      0.000    286.65    0.171507   0.177363   0.183419                          64.42     8.07     
                           645913AH7  06/30/97  02/15/05     59.440      0.000    270.93    0.162521   0.168159   0.173993   0.180029  0.186275     61.08    65.39     
                           645913AJ3  06/30/97  02/15/06     55.059      0.000    255.24    0.153476   0.158877   0.164469   0.170257  0.176249     57.72    61.85     
                           645913AK0  06/30/97  02/15/07     51.069      0.000    239.34    0.144134   0.149253   0.154554   0.160044  0.165729     54.23    58.15     
                           645913AL8  06/30/97  02/15/08     47.236      0.000    224.34    0.135354   0.140215   0.145252   0.150469  0.155874     50.95    54.67     
                           645913AM6  06/30/97  02/15/09     43.647      0.000    209.87    0.126851   0.131455   0.136226   0.141170  0.146294     47.77    51.30     
                           645913AN4  06/30/97  02/15/10     40.322      0.000    195.95    0.118620   0.122964   0.127467   0.132135  0.136974     44.69    48.02     
                           645913AP9  06/30/97  02/15/11     37.204      0.000    182.72    0.110775   0.114868   0.119111   0.123512  0.128075     41.75    44.89     
                           645913AQ7  06/30/97  02/15/12     34.381      0.000    170.08    0.103223   0.107060   0.111039   0.115167  0.119448     38.91    41.86     
                           645913AR5  06/30/97  02/15/13     31.673      0.000    158.19    0.096145   0.099748   0.103486   0.107364  0.111387     36.26    39.03     
                           645913AS3  06/30/97  02/15/14     29.262      0.000    146.97    0.089395   0.092761   0.096253   0.099876  0.103636     33.72    36.31     
                           645913AT1  06/30/97  02/15/15     27.085      0.000    136.47    0.083047   0.086181   0.089434   0.092810  0.096313     31.33    33.74     
                           645913AU8  06/30/97  02/15/16     25.082      0.000    126.68    0.077118   0.080035   0.083062   0.086203  0.089464     29.10    31.34     
                           645913AV6  06/30/97  02/15/17     23.177      0.000    117.52    0.071585   0.074302   0.077121   0.080048  0.083086     27.01    29.10     
                           645913AW4  06/30/97  02/15/18     21.450      0.000    109.02    0.066429   0.068955   0.071577   0.074298  0.077123     25.07    27.01     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
New Jersey Economic                                                                                                                                                    
  Development Authority    645913AX2  06/30/97  02/15/19     19.886      0.000    101.15    0.061643   0.063989   0.066423   0.068950  0.071574     23.26    25.07     
                           645913AY0  06/30/97  02/15/20     18.435      0.000     93.85    0.057197   0.059374   0.061635   0.063981  0.066417     21.59    23.26     
                           645913AZ7  06/30/97  02/15/21     17.088      0.000     87.06    0.053066   0.055087   0.057186   0.059365  0.061626     20.03    21.58     
                           645913BA1  06/30/97  02/15/22     15.838      0.000     80.75    0.049228   0.051105   0.053053   0.055076  0.057175     18.58    20.02     
                           645913BB9  06/30/97  02/15/23     14.678      0.000     74.90    0.045664   0.047406   0.049214   0.051092  0.053041     17.24    18.58     
                           645913BC7  06/30/97  02/15/24     13.601      0.000     69.46    0.042353   0.043970   0.045648   0.047391  0.049200     15.99    17.23     
                           645913BD5  06/30/97  02/15/25     12.602      0.000     64.41    0.039278   0.040779   0.042336   0.043954  0.045633     14.83    15.98     
                           645913BE3  06/30/97  02/15/26     11.676      0.000     59.72    0.036424   0.037816   0.039262   0.040763  0.042321     13.75    14.82     
New Millennium Homes       647536AC5  04/11/03  12/31/07     86.094      0.000              0.076460   0.076999   0.078230   0.079480  0.080751     19.98    28.39     
The City of New York       649652QZ0  05/27/93  05/15/04     43.345      0.000    467.36    0.192505   0.199983   0.207752                          71.35    27.84     
The City of New York       649653ME9  05/27/93  05/15/05     39.612      0.000    436.30    0.180611   0.187736   0.195142   0.202840  0.210842     66.97    72.36     
                           649653MG4  05/27/93  05/15/06     35.938      0.000    407.07    0.169637   0.176464   0.183567   0.190955  0.198641     62.94    68.11     
The City of New York       649654NK2  05/27/93  05/15/07     32.768      0.000    377.64    0.158026   0.164465   0.171167   0.178142  0.185401     58.65    63.53     
                           649654NL0  05/27/93  05/15/08     29.863      0.000    349.52    0.146806   0.152854   0.159152   0.165709  0.172536     54.51    59.09     
The City of New York       649655LL9  05/27/93  05/15/09     27.086      0.000    323.01    0.136286   0.141976   0.147904   0.154078  0.160511     50.62    54.94     
                           649655LN5  05/27/93  05/15/10     24.595      0.000    297.80    0.126116   0.131438   0.136985   0.142766  0.148790     46.86    50.90     
Nextel International       65332AAA7  03/12/98  04/15/08     54.915     VARIES              0.313994   0.331202   0.331197   0.331191  0.333005    119.10   121.36     
                           65332AAB5  03/12/98  04/15/08     54.915     VARIES              0.313994   0.331202   0.331197   0.331191  0.333005    119.10   121.36     
                           65332AAC3  03/12/98  04/15/08     54.915     VARIES              0.313994   0.331202   0.331197   0.331191  0.333005    119.10   121.36     
Nextel Communications      65332VAH6  10/22/97  10/31/07*    61.996     VARIES              0.270769   0.270766                                     80.96*             
                           65332VAJ2  09/17/97  09/15/07*    59.557     VARIES              0.295832   0.295832                                     75.14*             
                           65332VAM5  02/11/98  02/15/08*    61.471     VARIES              0.263287   0.276385   0.276385                          87.31*             
Nextlink Communications    65333HAQ6  11/17/99  12/01/09     55.257     VARIES              0.263226   0.277657   0.294490   0.312343  0.333098     99.69   112.25     
Nexstar Finance, Inc.      65334YAA3  03/16/01  04/01/08     96.012     12.000      7.12    0.012280   0.013070   0.013912   0.014808  0.015761      4.71     5.34     
                           65334YAB1  03/16/01  04/01/08     96.012     12.000      7.12    0.012280   0.013070   0.013912   0.014808  0.015761      4.71     5.34     
Nexstar Finance                                                                                                                                                        
  Holdings, Inc.           65335BAD6  03/27/03  04/01/13     57.442     VARIES              0.181494   0.181724   0.192059   0.202982  0.214526     50.72    73.13     
                           65335BAE4  03/27/03  04/01/13     57.442     VARIES              0.181494   0.181724   0.192059   0.202982  0.214526     50.72    73.13     
                           65335BAF1  03/27/03  04/01/13     57.442     VARIES              0.181494   0.181724   0.192059   0.202982  0.214526     50.72    73.13     
Niagara Mohawk Power       653522DK5  06/30/98  07/01/10*    65.682     VARIES              0.227021   0.236714                                     42.28*             
NiSource, Inc.             65473P600  11/02/00  11/01/04     79.231      0.000    106.50    0.146108   0.150425   0.154870   0.159446               53.90    47.28     
NorAm Energy Corporation   655419AC3  06/17/96  03/15/12     80.000      6.000     54.08    0.029490   0.030714   0.031989   0.033316  0.034698     11.10    12.04     
NOVA Gas Transmission      66978QAD3  10/17/95  10/17/25    100.000     VARIES              0.025241   0.025027   0.024948   0.024867  0.024919      9.15     9.11     
Novi, Michigan             670012ZJ5  10/11/95  10/01/07     95.988      6.500     20.20    0.009854   0.010199   0.010556   0.010926  0.011308      3.67     3.93     
                           670012ZK2  10/11/95  10/01/08     93.268      6.250     30.02    0.014671   0.015189   0.015724   0.016278  0.016852      5.47     5.86     
                           670012ZL0  10/11/95  10/01/09     90.349      6.000     38.32    0.018755   0.019420   0.020110   0.020824  0.021563      6.99     7.50     
O'Sullivan Industries      67104RAA2  11/30/99  10/15/09     94.546     13.375      9.93    0.011029   0.011824   0.012677   0.013592  0.014572      4.24     4.87     
                           67104RAB0  11/30/99  10/15/09     94.546     13.375      9.93    0.011029   0.011824   0.012677   0.013592  0.014572      4.24     4.87     
                           67104RAC8  11/30/99  10/15/09     94.546     13.375      9.93    0.011029   0.011824   0.012677   0.013592  0.014572      4.24     4.87     
                           67104RAD6  11/30/99  10/15/09     94.546     13.375      9.93    0.011029   0.011824   0.012677   0.013592  0.014572      4.24     4.87     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Lee and DeKalb Counties    676865AA6  06/05/03  12/01/04    101.858      0.000                         0.063963   0.064669   0.065400               13.20    21.47     
                           676865AB4  06/05/03  12/01/05    102.155     VARIES                         0.073021   0.073940   0.074891  0.072130     15.07    26.74     
                           676865AC2  06/05/03  12/01/06    101.805     VARIES                         0.086992   0.088300   0.089658  0.086393     17.96    31.98     
Omnicom Group, Inc.        681919AH9  02/07/01  02/07/31    100.000     VARIES              0.205824   0.212731   0.219869   0.227247  0.234873     77.36    82.64     
                           681919AJ5  02/07/01  02/07/31    100.000      0.000              0.205890   0.212801   0.219944   0.227326  0.234956     77.39    82.67     
                           681919AK2  02/07/01  02/07/31    100.000     VARIES              0.205824   0.212731   0.219869   0.227247  0.234873     77.36    82.64     
                           681919AL0  03/06/02  07/31/32    102.250     VARIES              0.191038   0.200704   0.204039   0.213185  0.217925     73.48    78.48     
                           681919AM8  03/06/02  07/31/32    102.250     VARIES              0.191038   0.200704   0.204039   0.213185  0.217925     73.48    78.48     
                           681919AN6  06/10/03  06/15/33    100.000     VARIES              0.127781   0.127863   0.130804   0.133813  0.136890     25.75    47.73     
                           681919AP1  06/10/03  06/15/33    100.000     VARIES              0.127781   0.127863   0.130804   0.133813  0.136890     25.75    47.73     
Oneok, Inc.                682680202  01/28/03  02/16/08    100.000     VARIES              0.136235   0.136297   0.136915   0.137547  0.138196     45.47    49.58     
                           682680400  01/28/03  02/16/08    100.000     VARIES              0.136235   0.136297   0.136915   0.137547  0.138196     45.47    49.58     
OnePoint Communications    68272TAF1  11/17/98  06/01/08*    94.101     14.500     15.82    0.014510                                                 2.19*             
Onyx Acceptance Corp.      682914AA4  04/17/00  06/15/06     96.000     12.500     13.74    0.017171   0.018328   0.019563   0.020881  0.022288      6.43     7.32     
Orange County, CA          68428LAV6  06/12/96  09/01/11     29.734      0.000    204.04    0.110226   0.114706   0.119369   0.124220  0.129269     41.58    45.03     
                           68428LAW4  06/12/96  09/01/12     27.201      0.000    188.40    0.101946   0.106120   0.110465   0.114988  0.119696     38.47    41.69     
                           68428LAX2  06/12/96  09/01/13     25.020      0.000    173.83    0.094115   0.097978   0.101999   0.106186  0.110544     35.52    38.50     
                           68428LAY0  06/12/96  09/01/10     32.377      0.000    220.80    0.119147   0.123965   0.128979   0.134195  0.139623     44.94    48.65     
                           68428LAZ7  06/12/96  09/01/14     23.005      0.000    160.33    0.086851   0.090425   0.094145   0.098019  0.102052     32.78    35.54     
                           68428LBA1  06/12/96  09/01/15     21.183      0.000    147.86    0.080119   0.083420   0.086857   0.090435  0.094160     30.25    32.79     
                           68428LBB9  06/12/96  09/01/16     19.464      0.000    136.28    0.073885   0.076936   0.080114   0.083422  0.086867     27.90    30.25     
                           68428LBT0  03/03/97  09/01/11     34.929      0.000    183.95    0.106833   0.110780   0.114874   0.119118  0.123520     40.14    43.16     
                           68428LBU7  04/01/97  09/01/12     30.602      0.000    170.03    0.100899   0.104849   0.108953   0.113218  0.117650     38.00    41.03     
                           68428LBV5  04/01/97  09/01/13     28.339      0.000    157.46    0.093440   0.097098   0.100899   0.104849  0.108954     35.19    38.00     
                           68428LBW3  01/17/97  09/01/14     26.499      0.000    150.21    0.086358   0.089674   0.093117   0.096692  0.100405     32.50    35.04     
                           68428LBX1  04/01/97  09/01/15     24.175      0.000    134.95    0.080141   0.083291   0.086564   0.089965  0.093501     30.19    32.61     
                           68428LBY9  01/17/97  09/01/16     22.492      0.000    128.92    0.074249   0.077126   0.080115   0.083219  0.086443     27.95    30.16     
                           68428LBZ6  01/17/97  09/01/17     20.762      0.000    119.38    0.068792   0.071464   0.074240   0.077124  0.080121     25.90    27.95     
                           68428LCA0  01/17/97  09/01/18     19.198      0.000    110.56    0.063727   0.066206   0.068781   0.071456  0.074236     23.99    25.90     
                           68428LCB8  01/17/97  09/01/19     17.826      0.000    102.50    0.059065   0.061359   0.063743   0.066219  0.068792     22.24    24.00     
                           68428LCC6  01/17/97  09/01/20     16.480      0.000     94.91    0.054705   0.056833   0.059044   0.061341  0.063727     20.60    22.23     
                           68428LCD4  01/17/97  09/01/21     15.306      0.000     88.01    0.050713   0.052684   0.054730   0.056856  0.059065     19.09    20.61     
                           68428LCE2  03/31/97  09/01/05     54.381      0.000    280.87    0.164705   0.170771   0.177061   0.183583  0.190345     61.87    66.51     
                           68428LCF9  01/17/97  09/01/06     50.677      0.000    265.19    0.150544   0.155955   0.161561   0.167368  0.173384     56.49    60.63     
                           68428LCG7  01/17/97  09/01/07     46.931      0.000    248.06    0.141042   0.146154   0.151452   0.156941  0.162629     52.94    56.85     
                           68428LCH5  01/17/97  09/01/08     43.315      0.000    232.00    0.132184   0.137028   0.142049   0.147255  0.152651     49.64    53.35     
                           68428LCJ1  01/17/97  09/01/09     39.915      0.000    216.63    0.123679   0.128261   0.133012   0.137940  0.143050     46.47    49.98     
                           68428LCK8  01/17/97  09/01/10     36.871      0.000    201.75    0.115331   0.119633   0.124094   0.128723  0.133523     43.35    46.64     
Oregon Community College   68583RAA0  04/23/03  06/30/04     98.234      0.000              0.041126   0.041245   0.041556                          10.22     7.44     
                           68583RAB8  04/23/03  06/30/05     95.669      0.000              0.054074   0.054286   0.054838   0.055396  0.055960     13.45    19.84     
                           68583RAC6  04/23/03  06/30/06     91.623      0.000              0.070344   0.070712   0.071689   0.072680  0.073684     17.51    25.99     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Oregon Community College   68583RAD4  04/23/03  06/30/07     87.036      0.000              0.080840   0.081344   0.082704   0.084087  0.085493     20.14    30.03     
                           68583RAE2  04/23/03  06/30/08     82.583      0.000              0.085406   0.086007   0.087608   0.089239  0.090900     21.29    31.84     
                           68583RAF9  04/23/03  06/30/09     77.449      0.000              0.089771   0.090477   0.092365   0.094292  0.096260     22.39    33.60     
                           68583RAG7  04/23/03  06/30/10     72.765      0.000              0.090402   0.091159   0.093197   0.095282  0.097413     22.56    33.93     
                           68583RAH5  04/23/03  06/30/11     68.075      0.000              0.089859   0.090664   0.092818   0.095024  0.097282     22.43    33.82     
                           68583RAJ1  04/23/03  06/30/12     63.740      0.000              0.087856   0.088673   0.090874   0.093128  0.095439     21.94    33.12     
                           68583RAK8  04/23/03  06/30/13     59.557      0.000              0.085229   0.086053   0.088270   0.090544  0.092876     21.29    32.19     
                           68583RAL6  04/23/03  06/30/14     55.504      0.000              0.082204   0.083024   0.085237   0.087510  0.089843     20.54    31.10     
                           68583RAM4  04/23/03  06/30/15     51.363      0.000              0.079068   0.079886   0.082099   0.084374  0.086712     19.76    29.97     
                           68583RAN2  04/23/03  06/30/16     47.583      0.000              0.075494   0.076297   0.078476   0.080718  0.083023     18.87    28.66     
                           68583RAP7  04/23/03  06/30/17     44.239      0.000              0.071660   0.072442   0.074554   0.076728  0.078965     17.92    27.24     
                           68583RAQ5  04/23/03  06/30/18     40.975      0.000              0.067853   0.068608   0.070653   0.072759  0.074928     16.97    25.82     
                           68583RAR3  04/23/03  06/30/19     37.976      0.000              0.064043   0.064771   0.066737   0.068763  0.070850     16.02    24.39     
                           68583RAS1  04/23/03  06/30/20     35.297      0.000              0.060310   0.061004   0.062880   0.064814  0.066808     15.08    22.99     
                           68583RAT9  04/23/03  06/30/21     32.815      0.000              0.056706   0.057366   0.059150   0.060990  0.062887     14.18    21.63     
                           68583RAU6  04/23/03  06/30/22     30.636      0.000              0.053284   0.053905   0.055592   0.057333  0.059128     13.33    20.33     
                           68583RAV4  04/23/03  06/30/23     28.748      0.000              0.050077   0.050664   0.052253   0.053892  0.055581     12.53    19.11     
Oregon School Boards                                                                                                                                                   
  Association              686053AB5  10/31/02  06/30/04     96.641      0.000      3.37    0.055486   0.056058   0.056635                          20.08    10.14     
                           686053AC3  10/31/02  06/30/05     93.073      0.000      4.27    0.070364   0.071318   0.072284   0.073263  0.074255     25.50    26.20     
                           686053AD1  10/31/02  06/30/06     89.333      0.000      4.69    0.077308   0.078506   0.079723   0.080958  0.082213     28.05    28.92     
                           686053AE9  10/31/02  06/30/07     85.050      0.000      5.04    0.083158   0.084613   0.086093   0.087600  0.089132     30.20    31.27     
                           686053AF6  10/31/02  06/30/08     80.119      0.000      5.36    0.088472   0.090219   0.092001   0.093817  0.095670     32.17    33.45     
                           686053AG4  10/31/02  06/30/09     75.501      0.000      5.45    0.089963   0.091879   0.093836   0.095834  0.097875     32.74    34.14     
                           686053AH2  10/31/02  06/30/10     70.827      0.000      5.46    0.090183   0.092234   0.094332   0.096478  0.098672     32.84    34.35     
                           686053AJ8  10/31/02  06/30/11     66.180      0.000      5.40    0.089308   0.091460   0.093664   0.095921  0.098233     32.54    34.13     
                           686053AK5  10/31/02  06/30/12     62.040      0.000      5.26    0.086872   0.089044   0.091269   0.093551  0.095889     31.67    33.27     
                           686053AL3  10/31/02  06/30/13     57.955      0.000      5.09    0.084100   0.086278   0.088512   0.090804  0.093156     30.67    32.28     
                           686053AM1  10/31/02  06/30/14     53.950      0.000      4.90    0.081034   0.083206   0.085435   0.087725  0.090076     29.57    31.17     
                           686053AN9  10/31/02  06/30/15     50.233      0.000      4.69    0.077582   0.079719   0.081915   0.084171  0.086490     28.32    29.90     
                           686053AP4  10/31/02  06/30/16     46.574      0.000      4.47    0.074040   0.076138   0.078297   0.080516  0.082798     27.04    28.59     
                           686053AQ2  10/31/02  06/30/17     43.110      0.000      4.25    0.070363   0.072410   0.074517   0.076685  0.078916     25.70    27.22     
                           686053AR0  10/31/02  06/30/18     40.030      0.000      4.02    0.066584   0.068558   0.070591   0.072683  0.074838     24.33    25.79     
                           686053AS8  10/31/02  06/30/19     37.212      0.000      3.80    0.062845   0.064737   0.066685   0.068692  0.070760     22.97    24.37     
                           686053AT6  10/31/02  06/30/20     34.591      0.000      3.58    0.059204   0.061009   0.062870   0.064787  0.066763     21.64    22.98     
                           686053BT5  04/21/03  06/30/04     98.234      0.000              0.040931   0.041055   0.041363                          10.26     7.40     
                           686053BU2  04/21/03  06/30/05     95.669      0.000              0.053935   0.054153   0.054703   0.055258  0.055819     13.52    19.79     
                           686053BV0  04/21/03  06/30/06     91.623      0.000              0.070218   0.070598   0.071572   0.072559  0.073560     17.62    25.95     
                           686053BW8  04/21/03  06/30/07     87.036      0.000              0.080729   0.081249   0.082606   0.083985  0.085387     20.28    29.99     
                           686053BX6  04/21/03  06/30/08     82.583      0.000              0.085312   0.085931   0.087529   0.089156  0.090814     21.44    31.81     
                           686053BY4  04/21/03  06/30/09     77.449      0.000              0.089695   0.090415   0.092300   0.094224  0.096189     22.56    33.58     
                           686053BZ1  04/21/03  06/30/10     72.765      0.000              0.090334   0.091109   0.093145   0.095227  0.097355     22.73    33.91     
                           686053CA5  04/21/03  06/30/11     68.075      0.000              0.089800   0.090624   0.092776   0.094979  0.097235     22.60    33.80     
                                                                                                                                                                       



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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Oregon School Boards                                                                                                                                                   
  Association              686053CB3  04/21/03  06/30/12     63.740      0.000              0.087804   0.088643   0.090841   0.093093  0.095402     22.10    33.11     
                           686053CC1  04/21/03  06/30/13     59.557      0.000              0.085184   0.086029   0.088244   0.090516  0.092847     21.45    32.18     
                           686053CD9  04/21/03  06/30/14     55.504      0.000              0.082162   0.083006   0.085218   0.087488  0.089820     20.70    31.09     
                           686053CE7  04/21/03  06/30/15     51.363      0.000              0.079032   0.079873   0.082085   0.084359  0.086695     19.91    29.96     
                           686053CF4  04/21/03  06/30/16     47.583      0.000              0.075457   0.076288   0.078466   0.080706  0.083010     19.02    28.66     
                           686053CG2  04/21/03  06/30/17     44.239      0.000              0.071635   0.072436   0.074547   0.076720  0.078956     18.06    27.23     
                           686053CH0  04/21/03  06/30/18     40.975      0.000              0.067828   0.068604   0.070649   0.072754  0.074921     17.10    25.82     
                           686053CJ6  04/21/03  06/30/19     37.976      0.000              0.064020   0.064770   0.066735   0.068760  0.070847     16.14    24.39     
                           686053CK3  04/21/03  06/30/20     35.297      0.000              0.060291   0.061004   0.062880   0.064813  0.066806     15.20    22.99     
                           686053CL1  04/21/03  06/30/21     32.815      0.000              0.056689   0.057367   0.059151   0.060990  0.062887     14.30    21.63     
                           686053CM9  04/21/03  06/30/22     30.636      0.000              0.053267   0.053907   0.055594   0.057334  0.059129     13.43    20.33     
                           686053CN7  04/21/03  06/30/23     28.748      0.000              0.050063   0.050667   0.052256   0.053894  0.055583     12.63    19.11     
Orion Network Sys, Inc.    68628KAD6  01/31/97  01/15/07     53.923     VARIES              0.350354   0.350552   0.350764   0.350989  0.351228    126.23   126.39     
PF.NET Communications      69333SAA9  05/10/00  05/15/10     76.400     13.750     28.05    0.037954   0.041584   0.045560   0.049918  0.054692     14.67    17.61     
                           69333SAB7  05/10/00  05/15/10     76.400     13.750     28.05    0.037954   0.041584   0.045560   0.049918  0.054692     14.67    17.61     
                           69333SAC5  05/10/00  05/15/10     76.400     13.750     28.05    0.037954   0.041584   0.045560   0.049918  0.054692     14.67    17.61     
PMA Capital Corporation    693419AA1  10/21/02  09/30/22    100.000     VARIES              0.207463   0.209343   0.212863   0.216516  0.221517     76.57    79.38     
PPL Capital Funding        69352FAA3  05/09/01  05/18/06    100.543     VARIES              0.207726   0.204573   0.207065   0.205065  0.207955     75.21    75.46     
Park n' View, Inc.         700592AB4  05/27/98  05/15/08     93.800     13.000     18.65    0.015435   0.016529   0.017701   0.018956  0.020300      5.86     6.72     
Paterson, City of          7031302A1  04/11/03  04/01/15     51.501      0.000                         0.080396   0.082531   0.084850  0.087235     21.10    30.55     
                           7031302B9  04/11/03  04/01/16     47.811      0.000                         0.076627   0.078717   0.080988  0.083325     20.11    29.16     
                           7031302C7  04/11/03  04/01/17     44.317      0.000                         0.072750   0.074783   0.076993  0.079268     19.10    27.72     
                           703130Y81  04/11/03  04/01/05     95.571      0.000                         0.061323   0.061994   0.062710  0.063434     16.00    22.58     
                           703130Y99  04/11/03  04/01/06     91.771      0.000                         0.074178   0.075201   0.076295  0.077405     19.38    27.47     
                           703130Z23  04/11/03  04/01/07     87.261      0.000                         0.083863   0.085235   0.086709  0.088209     21.93    31.22     
                           703130Z31  04/11/03  04/01/08     82.728      0.000                         0.088465   0.090077   0.091811  0.093578     23.15    33.05     
                           703130Z49  04/11/03  04/01/09     77.835      0.000                         0.091667   0.093505   0.095487  0.097511     24.00    34.38     
                           703130Z56  04/11/03  04/01/10     72.826      0.000                         0.093050   0.095075   0.097262  0.099499     24.38    35.02     
                           703130Z64  04/11/03  04/01/11     68.193      0.000                         0.092057   0.094172   0.096461  0.098805     24.13    34.73     
                           703130Z72  04/11/03  04/01/12     63.812      0.000                         0.089866   0.092018   0.094351  0.096743     23.56    33.97     
                           703130Z80  04/11/03  04/01/13     59.701      0.000                         0.086893   0.089046   0.091379  0.093773     22.79    32.90     
                           703130Z98  04/11/03  04/01/14     55.492      0.000                         0.083852   0.086008   0.088348  0.090751     22.00    31.81     
Penton Media, Inc.         709668AA5  06/28/01  06/15/11     97.749     10.375      2.10    0.004261   0.004491   0.004732   0.004986  0.005254      1.58     1.76     
                           709668AB3  06/28/01  06/15/11     97.749     10.375      2.10    0.004261   0.004491   0.004732   0.004986  0.005254      1.58     1.76     
Petracom Holdings, Inc.    716428AB3  08/01/95  02/01/03     58.730     VARIES              0.498876                                                14.97              
Petro Stopping Centers                                                                                                                                                 
  Holdings, LP             71646DAE2  07/23/99  08/01/08     36.636     VARIES              0.326566   0.357091   0.390470   0.426968  0.466878    132.64   158.60     
Philadelphia Authority     71781LAP4  02/03/99  04/15/24     19.046      0.000     55.97    0.045153   0.046663   0.048224   0.049837  0.051504     16.76    17.90     
                           71781LAQ2  02/03/99  04/15/12     43.760      0.000    121.53    0.097457   0.100556   0.103753   0.107052  0.110456     36.12    38.45     
                           71781LAR0  02/03/99  04/15/13     40.766      0.000    114.40    0.091845   0.094793   0.097835   0.100976  0.104216     34.05    36.27     
                           71781LAS8  02/03/99  04/15/14     37.933      0.000    107.56    0.086448   0.089248   0.092140   0.095125  0.098206     32.06    34.17     
                           71781LAT6  02/03/99  04/15/15     35.256      0.000    101.00    0.081266   0.083923   0.086667   0.089501  0.092427     30.14    32.15     
                                                                                                                                                                       



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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Philadelphia Authority     71781LAU3  02/03/99  04/15/16     32.784      0.000     94.72    0.076284   0.078798   0.081394   0.084076  0.086846     28.30    30.20     
                           71781LAV1  02/03/99  04/15/17     30.618      0.000     88.77    0.071512   0.073875   0.076316   0.078838  0.081444     26.53    28.32     
                           71781LAW9  02/03/99  04/15/18     28.637      0.000     83.16    0.067010   0.069228   0.071519   0.073886  0.076332     24.87    26.54     
                           71781LAX7  02/03/99  04/15/19     26.727      0.000     77.88    0.062774   0.064858   0.067011   0.069236  0.071534     23.30    24.87     
                           71781LAY5  02/03/99  04/15/20     24.985      0.000     72.93    0.058794   0.060749   0.062769   0.064855  0.067012     21.82    23.29     
                           71781LAZ2  02/03/99  04/15/21     23.403      0.000     68.31    0.055071   0.056902   0.058794   0.060749  0.062769     20.44    21.82     
                           71781LBA6  02/03/99  04/15/22     21.872      0.000     63.95    0.051564   0.053281   0.055055   0.056889  0.058783     19.14    20.43     
                           71781LBB4  02/03/99  04/15/23     20.437      0.000     59.85    0.048271   0.049881   0.051544   0.053263  0.055039     17.92    19.13     
                           71781LBC2  02/03/99  04/15/25     17.878      0.000     52.45    0.042306   0.043719   0.045179   0.046688  0.048248     15.70    16.77     
                           71781LBD0  02/03/99  04/15/26     16.697      0.000     49.06    0.039585   0.040909   0.042277   0.043692  0.045153     14.69    15.69     
The Phoenix                                                                                                                                                            
  Companies, Inc.          71902E406  12/20/02  02/16/08    100.000     VARIES              0.205845   0.206104   0.206948   0.207823  0.208731     74.30    74.90     
                           71902E505  12/20/02  02/16/08    100.000     VARIES              0.205840   0.206099   0.206943   0.207817  0.208725     74.30    74.90     
Pindo Deli Finance                                                                                                                                                     
  Mauritius Limited        722299AD6  10/01/97  10/01/27     92.750     10.875              0.005604   0.005936   0.006287   0.006660  0.007054      2.14     2.40     
                           722299AH7  10/01/97  10/01/27     92.750     10.875              0.005604   0.005936   0.006287   0.006660  0.007054      2.14     2.40     
Pittsburgh, PA             7252085R9  03/14/97  03/01/03     71.474      0.000              0.194538                                                11.67              
                           7252085S7  03/14/97  09/01/03     69.124      0.000              0.188141   0.194537                                     46.31              
                           7252085T5  03/14/97  03/01/04     66.403      0.000              0.184361   0.190721   0.197300                          69.07    11.84     
                           7252085U2  03/14/97  09/01/04     64.188      0.000              0.178217   0.184365   0.190725   0.197304               66.77    46.96     
                           7252085V0  03/14/97  03/01/05     61.808      0.000              0.173317   0.179340   0.185572   0.192020  0.198693     64.95    69.54     
                           7252085W8  03/14/97  09/01/05     59.733      0.000              0.167495   0.173315   0.179337   0.185569  0.192017     62.77    67.20     
                           7252085X6  03/14/97  03/01/06     57.478      0.000              0.162757   0.168454   0.174349   0.180451  0.186766     61.01    65.35     
                           7252085Y4  03/14/97  09/01/06     55.533      0.000              0.157258   0.162762   0.168459   0.174355  0.180457     58.95    63.15     
                           7252085Z1  03/14/97  03/01/07     53.656      0.000              0.151938   0.157256   0.162759   0.168456  0.174351     56.95    61.01     
                           7252086B3  03/14/97  03/01/24     47.086     VARIES              0.143963   0.149289   0.154813   0.160541  0.166481     54.09    58.16     
Pope & Talbot, Inc.        732827AC4  07/30/02  06/01/13     86.415      8.375      2.96    0.020184   0.021244   0.022359   0.023534  0.024770      7.52     8.33     
                           732827AD2  07/30/02  06/01/13     86.415      8.375      2.96    0.020184   0.021244   0.022359   0.023534  0.024770      7.52     8.33     
Portland General                                                                                                                                                       
  Electric Company         736508854  10/10/95  12/31/35    100.000      8.250              0.229167   0.229167   0.229167   0.229167  0.229167     82.50    82.50     
Premier Parks, Inc.        740540AE9  04/01/98  04/01/08*    61.391     VARIES              0.264551   0.277779                                     36.31*             
Presidio Independent                                                                                                                                                   
  School District          741020DW8  05/14/98  02/15/12     38.054      0.000    146.41    0.101891   0.105533   0.109305   0.113213  0.117259     38.34    41.13     
                           741020DX6  05/14/98  02/15/13     35.472      0.000    136.48    0.094980   0.098376   0.101892   0.105534  0.109306     35.74    38.35     
                           741020DY4  05/14/98  02/15/14     33.066      0.000    127.23    0.088538   0.091702   0.094980   0.098375  0.101892     33.32    35.74     
                           741020DZ1  05/14/98  02/15/15     30.822      0.000    118.59    0.082532   0.085482   0.088538   0.091703  0.094981     31.06    33.32     
                           741020EA5  05/14/98  02/15/16     28.486      0.000    110.49    0.076969   0.079739   0.082610   0.085583  0.088664     28.97    31.10     
                           741020EB3  05/14/98  02/15/17     26.541      0.000    102.95    0.071713   0.074294   0.076969   0.079739  0.082610     27.00    28.97     
                           741020EC1  05/14/98  02/15/18     24.728      0.000     95.92    0.066816   0.069221   0.071713   0.074294  0.076969     25.15    27.00     
                           741020ED9  05/14/98  02/15/19     22.810      0.000     89.19    0.062189   0.064443   0.066779   0.069199  0.071707     23.42    25.15     
                           741020EE7  05/14/98  02/15/20     21.242      0.000     83.06    0.057914   0.060013   0.062189   0.064443  0.066779     21.81    23.42     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Presidio Independent                                                                                                                                                   
  School District          741020EF4  05/14/98  02/15/21     19.782      0.000     77.35    0.053933   0.055888   0.057914   0.060013  0.062189     20.31    21.81     
                           741020EG2  05/14/98  02/15/22     18.422      0.000     72.03    0.050226   0.052047   0.053933   0.055888  0.057914     18.91    20.31     
Pride International Inc.   741932AB3  04/24/98  04/24/18     39.106      0.000     96.26    0.063735   0.065249   0.066799   0.068385  0.070009     23.42    24.55     
                           741932AE7  01/16/01  01/16/21     60.841      0.000     30.34    0.043856   0.044404   0.044959   0.045521  0.046090     16.07    16.47     
Proassurance Corporation   74267CAA4  07/07/03  06/30/23     97.250     VARIES                         0.236371   0.241786   0.247625  0.253719     41.37    88.11     
Providian Financial                                                                                                                                                    
  Corporation              74406AAB8  02/15/01  02/15/21     45.289      0.000     34.98    0.053401   0.054469   0.055559   0.056670  0.057803     19.71    20.51     
                           74406AAC6  05/27/03  05/15/08    100.000      4.000                         0.305500   0.315476   0.326714  0.338570     65.84   116.66     
Providian Corporation      74406QAM9  05/08/95  06/02/25     62.648      5.000     29.94    0.014873   0.015501   0.016155   0.016836  0.017547      5.50     5.98     
Prudential Financial       744320201  12/18/01  11/15/06    100.000     VARIES              0.171635   0.172332   0.173051   0.173792               61.98    54.47     
Pueblo Xtra                                                                                                                                                            
  International, Inc.      745053AC2  07/25/97  08/01/03     90.479      9.500     82.90    0.055789   0.059067                                     12.31              
QBE Funding Trust II       747271AA2  09/10/02  04/15/22     55.100      0.000      5.22    0.047044   0.047764   0.048496   0.049239  0.049994     17.18    17.71     
QBE Funding Trust          74729CAA6  04/15/02  04/15/22     59.358      0.000     11.12    0.043850   0.044425   0.045008   0.045599  0.046198     15.98    16.40     
Quest Diagnostics, Inc.    74834LAF7  11/26/01  11/30/21     99.000     VARIES              0.200583   0.204794   0.210287   0.215972  0.223075     74.29    78.41     
RCN Corporation            749361AD3  10/17/97  10/15/07     58.232     VARIES              0.305629   0.303959   0.303958   0.303958  0.305628    111.12   111.38     
                           749361AG6  02/06/98  02/15/08     61.832     VARIES              0.253862   0.270715   0.266301   0.269227  0.266300     97.44    98.00     
                           749361AH4  06/24/98  07/01/08     58.421     VARIES              0.288020   0.298906   0.302190   0.298905              107.13   110.00     
RSL Communications, PLC    74972EAH1  11/09/98  11/01/08     94.489     12.000     15.04    0.013065   0.013914   0.014818   0.015782  0.016808      4.96     5.63     
Radio Unica Corporation    750408AC0  07/27/98  08/01/06     63.256     VARIES              0.326380   0.326379   0.326379   0.326378  0.326377    117.50   117.50     
Raytheon Company           755111606  05/09/01  05/15/06    100.000     VARIES              0.208634   0.209163   0.209713   0.210283  0.209596     75.25    75.59     
Reeves, Inc.               758603AA2  01/15/98  11/15/04    100.000     VARIES              0.361112   0.361112   0.361112   0.361112              120.30   110.44     
Reliant Energy, Inc.       75952J207  09/21/99  09/15/29    100.000      2.000              0.344634   0.358826   0.373714   0.389333  0.405718    129.71   140.74     
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     
Richardson Electronics     763165AC1  02/14/97  06/15/06     95.000      8.250     26.58    0.016395   0.017137   0.017913   0.018724  0.019571      6.06     6.62     
Roche Holdings, Inc.       771196AC6  04/20/95  04/20/10*    35.628      0.000    248.85    0.116062                                                12.65*             
                           771196AE2  05/06/97  05/06/12     39.011      0.000    166.17    0.097558   0.100668   0.103877   0.107188  0.110604     36.03    38.36     
                           771196AG7  01/19/00  01/19/15     66.386      0.000     55.71    0.054294   0.055041   0.055798   0.056565  0.057343     19.92    20.48     
                           771196AH5  01/19/00  01/19/15     66.386      0.000     55.71    0.054294   0.055041   0.055798   0.056565  0.057343     19.92    20.48     
                           771196AJ1  01/19/00  01/19/15     66.386      0.000     55.71    0.054294   0.055041   0.055798   0.056565  0.057343     19.92    20.48     
Rockwell ISD, TX           774285UQ1  07/02/98  08/15/03     73.483      0.000    228.50    0.159768   0.164648                                     36.67              
                           774285UV0  07/02/98  08/15/08     52.654      0.000    173.77    0.122287   0.126224   0.130288   0.134483  0.138813     45.82    48.82     
Rogers Communications,                                                                                                                                                 
  Inc.                     775109AE1  11/26/93  11/26/05     67.814      2.000    222.94    0.087876   0.090402   0.093001   0.095675  0.098426     32.27    34.15     
SF Holdings Group, Inc.    784141AA1  03/12/98  03/15/08     52.163     VARIES              0.337613   0.359781   0.360149   0.360542  0.360961    127.92   129.81     
                           784141AB9  03/12/98  03/15/08     52.163     VARIES              0.337613   0.359781   0.360149   0.360542  0.360961    127.92   129.81     
                           784141AC7  03/12/98  03/15/08     52.163     VARIES              0.337613   0.359781   0.360149   0.360542  0.360961    127.92   129.81     
                           784141AD5  03/12/98  03/15/08     52.163     VARIES              0.337613   0.359781   0.360149   0.360542  0.360961    127.92   129.81     
                           784141AE3  03/12/98  03/15/08     52.163     VARIES              0.337613   0.359781   0.360149   0.360542  0.360961    127.92   129.81     
                           784141AF0  03/12/98  03/15/08     52.163     VARIES              0.337613   0.359781   0.360149   0.360542  0.360961    127.92   129.81     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
SG Holdings, Inc.          784186AA6  10/15/99  03/30/05    100.000      0.000              0.223057   0.226719   0.236835   0.242053  0.254250     83.37    89.26     
                           784186AB4  12/20/99  06/20/05    100.000      0.000              0.222482   0.228629   0.236236   0.244096  0.253603     82.50    88.11     
                           784186AP3  01/31/01  01/31/06    100.000      0.000              0.173751   0.181809   0.184088   0.191567  0.195039     66.47    70.42     
                           784186AQ1  02/28/01  02/28/06    100.000      0.000              0.167250   0.169109   0.175733   0.178668  0.186693     62.43    66.21     
                           784186AR9  02/28/01  02/28/06    100.000      0.000              0.167250   0.169109   0.175733   0.178668  0.186693     62.43    66.21     
                           784186AS7  03/30/01  03/31/06    100.000      0.000              0.163315   0.166874   0.171447   0.176145  0.181967     61.02    64.59     
                           784186AT5  03/30/01  03/31/06    100.000      0.000              0.163315   0.166874   0.171447   0.176145  0.181967     61.02    64.59     
                           784186AU2  04/30/01  04/28/06    100.000      0.000              0.158299   0.161627   0.165931   0.170351  0.175849     58.88    62.18     
                           784186AV0  04/30/01  04/28/06    100.000      0.000              0.158299   0.161627   0.165931   0.170351  0.175849     58.88    62.18     
                           784186AW8  05/31/01  05/31/06    100.000      0.000              0.164364   0.167973   0.172604   0.177363  0.183254     60.92    64.38     
                           784186AX6  05/31/01  05/31/06    100.000      0.000              0.164364   0.167973   0.172604   0.177363  0.183254     60.92    64.38     
                           784186AY4  06/29/01  06/30/06    100.000      0.000              0.165635   0.167435   0.173951   0.176813  0.184708     60.80    64.20     
                           784186AZ1  06/29/01  06/30/06    100.000      0.000              0.165635   0.167435   0.173951   0.176813  0.184708     60.80    64.20     
                           784186BA5  07/31/01  07/31/06    100.000      0.000              0.163957   0.171428   0.173442   0.180348  0.183475     62.66    66.28     
                           784186BB3  08/31/01  08/31/06    100.000      0.000              0.156325   0.157903   0.163922   0.166491  0.173792     58.28    61.68     
                           784186BC1  08/31/01  08/31/07    100.000      0.000              0.156380   0.157960   0.163983   0.166555  0.173860     58.30    61.71     
                           784186BD9  11/02/01  11/02/06    100.000      0.000              0.128267   0.128979   0.133293   0.134774  0.140052     47.25    49.46     
                           784186BE7  11/02/01  11/02/06    100.000      0.000              0.128267   0.128979   0.133293   0.134774  0.140052     47.25    49.46     
                           784186BF4  01/31/02  01/31/07    100.000      0.000              0.138948   0.144774   0.145966   0.151251  0.153339     52.85    55.52     
                           784186BG2  03/15/02  03/15/07    100.000      0.000              0.134567   0.135523   0.140272   0.142048  0.147838     49.91    52.48     
SG Structured Products     78422XBL6  10/31/02  10/31/08    100.000      0.000              0.099145   0.100914   0.102715   0.104548  0.106414     36.23    37.53     
                           78422XBU6  02/28/03  02/29/08    100.000      1.250                         0.126808   0.129630   0.131059  0.134756     38.51    47.54     
SJG Capital Trust          78427Q202  05/02/97  04/30/37*   100.000      8.350              0.231944   0.231944   0.231944                          70.51*             
St. Mary Land &                                                                                                                                                        
  Exploration Company      792228AA6  03/12/02  03/15/22    100.000     VARIES              0.283730   0.289929   0.296438   0.303273  0.310449    104.61   109.43     
                           792228AB4  03/12/02  03/15/22    100.000     VARIES              0.283730   0.289929   0.296438   0.303273  0.310449    104.61   109.43     
                           792228AC2  03/12/02  03/15/22    100.000     VARIES              0.283730   0.289929   0.296438   0.303273  0.310449    104.61   109.43     
Salomon Smith Barney                                                                                                                                                   
  Holdings, Inc.           79548GBA4  02/28/03  02/28/18     41.198      0.000                         0.068661   0.071115   0.072841  0.075869     20.96    26.49     
Salomon Smith Barney                                                                                                                                                   
  Holdings, Inc.           79549B818  07/31/98  08/01/05    100.000      0.000              0.212444   0.222593   0.225684   0.235166  0.239748     81.40    86.48     
                           79549B826  03/04/98  09/06/05    100.000      0.000              0.226603   0.233624   0.240862   0.248325  0.256019     84.48    89.80     
                           79549B834  10/03/97  10/03/03    100.000      0.000              0.243011   0.250773                                     67.50              
Salomon, Inc.              79549GZN9  03/01/96  03/01/16     47.900     VARIES              0.160969   0.167003   0.173264   0.179759  0.186498     60.51    65.13     
                           79549GZS8  04/04/96  04/04/16     44.500     VARIES              0.172885   0.180028   0.187466   0.195211  0.203276     64.79    70.26     
San Luis Obispo County     798703AQ7  07/02/03  09/01/18     45.439      0.000                         0.066510   0.067087   0.068854  0.070668     11.97    24.90     
                           798703AR5  07/02/03  09/01/19     42.462      0.000                         0.063333   0.063891   0.065607  0.067368     11.40    23.73     
                           798703AS3  07/02/03  09/01/20     39.603      0.000                         0.060170   0.060709   0.062370  0.064075     10.84    22.56     
                           798703AT1  07/02/03  09/01/21     37.061      0.000                         0.057024   0.057546   0.059140  0.060778     10.27    21.39     
                           798703AU8  07/02/03  09/01/22     34.700      0.000                         0.053973   0.054469   0.055994  0.057562      9.72    20.25     
                           798703AV6  07/02/03  09/01/23     32.578      0.000                         0.051031   0.051508   0.052960  0.054454      9.19    19.16     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
San Luis Obispo County     798703AW4  07/02/03  09/01/24     30.563      0.000                         0.048217   0.048668   0.050050  0.051471      8.68    18.11     
                           798703AX2  07/02/03  09/01/25     28.774      0.000                         0.045555   0.045982   0.047292  0.048640      8.21    17.11     
                           798703AY0  07/02/03  09/01/26     27.018      0.000                         0.043000   0.043406   0.044649  0.045928      7.75    16.15     
                           798703AZ7  07/02/03  09/01/27     25.534      0.000                         0.040638   0.041022   0.042197  0.043406      7.32    15.27     
                           798703BA1  07/02/03  09/01/28     24.132      0.000                         0.038407   0.038769   0.039879  0.041022      6.92    14.43     
                           798703BB9  07/02/03  09/01/29     22.806      0.000                         0.036296   0.036639   0.037689  0.038768      6.54    13.63     
                           798703BC7  07/02/03  09/01/30     21.553      0.000                         0.034302   0.034626   0.035618  0.036639      6.18    12.89     
Seagram Company Ltd.       811850205  06/21/99  06/21/04    100.000     VARIES              0.218689   0.218317   0.217930                          78.65    37.05     
Security Pacific                                                                                                                                                       
  Corporation              81482EAB2  04/23/91  05/01/03     85.000      8.375    142.92    0.059012                                                 7.08              
Selective Insurance                                                                                                                                                    
  Group, Inc.              816300AA5  09/24/02  09/24/32     38.012      1.615              0.069705   0.070525   0.071372   0.072247  0.073151     25.40    26.02     
                           816300AB3  09/24/02  09/24/32     38.012      1.615              0.069705   0.070525   0.071372   0.072247  0.073151     25.40    26.02     
Shelby,Christian & Macon                                                                                                                                               
  Counties, IL             821510AH7  04/01/03  12/01/04    102.505      0.000              0.068371   0.068644   0.069468   0.070302               18.54    23.07     
                           821510AJ3  04/01/03  12/01/05    103.693     VARIES              0.078132   0.078485   0.079549   0.080628  0.076447     21.20    28.74     
                           821510AK0  04/01/03  12/01/06    103.939     VARIES              0.091398   0.091880   0.093335   0.094812  0.089937     24.82    33.76     
                           821510AL8  04/01/03  12/01/07    104.240     VARIES              0.106122   0.106770   0.108726   0.110719  0.104773     28.85    39.38     
                           821510AM6  04/01/03  12/01/08    104.513     VARIES              0.115153   0.115914   0.118213   0.120558  0.113951     31.32    42.85     
                           821510AN4  04/01/03  12/01/09    104.283     VARIES              0.126466   0.127387   0.130167   0.133009  0.125503     34.42    47.23     
Shoney's, Inc.             825039AC4  04/11/89  04/11/04     28.689      0.000    612.63    0.206106   0.213692   0.222774                          77.98    22.50     
Silicon Graphics, Inc.     827056AB8  11/02/93  11/02/13     43.977      0.000    201.02    0.073370   0.074892   0.076446   0.078033  0.079652     26.87    28.00     
Sinclair Broadcast                                                                                                                                                     
  Group, Inc.              829226AS8  05/20/03  07/15/18    100.000     VARIES                         0.256891   0.258608   0.264304  0.270264     57.06    96.06     
                           829226AU3  05/20/03  07/15/18    100.000     VARIES                         0.256891   0.258608   0.264304  0.270264     57.06    96.06     
Solectron Corporation      834182AK3  05/08/00  05/08/20     57.912      0.000     43.43    0.047364   0.048015   0.048675   0.049345  0.050023     17.24    17.71     
Southern California                                                                                                                                                    
  Edison Company           842400764  05/25/95  06/30/44    100.000      8.375              0.232639   0.232639   0.232639   0.232639  0.232639     83.75    83.75     
Southland Corporation      844436AR6  06/15/91  12/15/03*    96.508      5.000     31.36    0.010207   0.010482                                      1.95*             
Sovereign Bancorp, Inc.    845905306  11/15/99  01/15/30     65.000      7.500              0.005110   0.005410   0.005728   0.006065  0.006421      2.00     2.24     
Sovereign Bancorp, Inc.    84603L207  11/15/99  01/15/30     65.000      7.500              0.004999   0.005381   0.005604   0.005998  0.006281      2.00     2.24     
Sprint Capital Corp.       852060AK8  08/10/01  08/17/06    100.000     VARIES              0.178934   0.182428   0.179991   0.182530  0.180523     66.09    66.41     
Steel Heddle Group, Inc.   858123AB8  05/26/98  06/01/09     51.337     VARIES              0.357370   0.381938   0.381937   0.381937  0.381936    133.81   137.50     
Highland Community                                                                                                                                                     
  College Dist. No.519     859103BD4  04/15/03  01/01/05    101.643      0.000              0.068996   0.069352   0.070199   0.071057               17.73    25.43     
STMicroelectronics N.V.    861012AB8  09/22/99  09/22/09     78.484      0.000     64.83    0.057146   0.057843   0.058548   0.059261  0.059983     20.84    21.35     
                           861012AC6  11/16/00  11/16/10     68.968      0.000     56.68    0.077383   0.078834   0.080312   0.081818  0.083352     28.25    29.32     
Sunsource, Inc.            867948AA9  09/30/97  09/30/27    110.000     11.600              0.319854   0.319729   0.319598   0.319461  0.319316    115.10   115.00     
Superior Trust I           86836P202  04/01/99  03/30/14     75.000      8.500     28.59    0.026179   0.027771   0.029460   0.031252  0.033153     10.01    11.26     
TVN Entertainment Corp.    87307RAB3  07/29/98  08/01/08     92.930     14.000              0.023728   0.023376   0.022836   0.022088  0.021103      8.34     7.83     
                           87307RAD9  07/29/98  08/01/08     92.930     14.000              0.023728   0.023376   0.022836   0.022088  0.021103      8.34     7.83     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Teck Corporation           878742AB1  07/13/94  07/15/06     80.941      3.750    119.81    0.049339   0.050819   0.052344   0.053914  0.055532     18.53    19.66     
Telemundo Group, Inc.      87943MAF5  02/26/96  02/15/06     91.270     VARIES              0.097200   0.097199   0.097197   0.097196  0.097195     34.99    34.99     
Telemundo Holdings, Inc.   87944FAA0  08/12/98  08/15/08     57.120     VARIES              0.285648   0.302072   0.319441   0.319441  0.319441    110.39   115.00     
                           87944FAB8  08/12/98  08/15/08     57.120     VARIES              0.285648   0.302072   0.319441   0.319441  0.319441    110.39   115.00     
                           87944FAC6  08/10/01  08/15/08     79.837     VARIES              0.285641   0.302065   0.319432   0.319432  0.319431    110.38   115.00     
                           87944FAD4  08/10/01  08/15/08     79.837     VARIES              0.285641   0.302065   0.319432   0.319432  0.319431    110.38   115.00     
Telesystem International                                                                                                                                               
  Wireless, Inc.           879946AC5  06/27/97  06/30/07     52.595     VARIES              0.368049   0.368049   0.368049   0.368048  0.368048    132.50   132.50     
                           879946AE1  10/29/97  11/01/07     59.915     VARIES              0.291662   0.291662   0.291662   0.291662  0.291661    105.00   105.00     
                           879946AG6  09/19/01  12/30/03*   100.000     VARIES              0.383196   0.382804                                     83.14*             
                           879946AH4  09/19/01  12/30/03*   100.000     VARIES              0.383196   0.382804                                     83.14*             
Terex Corporation          880779AJ2  03/09/99  04/01/08     94.802      8.875     16.62    0.014428   0.015132   0.015870   0.016644  0.017455      5.45     6.00     
                           880779AK9  03/09/99  04/01/08     94.802      8.875     16.62    0.014428   0.015132   0.015870   0.016644  0.017455      5.45     6.00     
Textron, Inc.              883198202  02/09/96  03/31/45*   100.000      7.920              0.217582   0.216393                                     42.74*             
Thermadyne Holdings        883435AD1  05/22/98  06/01/08*    54.374     VARIES              0.326785                                                48.36*             
Thermwood Corporation      883672AC1  04/27/99  04/27/14     45.454     12.000     19.07    0.022536   0.025593   0.029065   0.033008  0.037486      9.08    11.71     
3M Company                 88579YAA9  11/21/02  11/21/32     86.087     VARIES              0.108650   0.111118   0.113643   0.116224  0.118865     39.76    41.58     
                           88579YAB7  11/21/02  11/21/32     86.087     VARIES              0.108650   0.111118   0.113643   0.116224  0.118865     39.76    41.58     
                           88579YAC5  11/21/02  11/21/32     86.087     VARIES              0.108650   0.111118   0.113643   0.116224  0.118865     39.76    41.58     
Thrifty Payless, Inc.      885873AB5  04/20/94  04/15/04     89.333     12.250     83.50    0.046017   0.049304   0.052827                          17.68     5.49     
Time Warner Inc.           887315AZ2  01/17/96  01/15/36     17.038     VARIES              0.072863   0.076069   0.079416   0.082911  0.086559     27.90    30.40     
Toys R Us, Inc.            892335209  05/28/02  08/16/07     96.460     VARIES              0.215094   0.216765   0.218502   0.220310  0.222189     78.19    79.48     
                           892335AJ9  05/28/02  08/16/07     96.460     VARIES              0.215094   0.216765   0.218502   0.220310  0.222189     78.19    79.48     
TransAmerican Waste                                                                                                                                                    
  Industries, Inc.         89351VAA7  07/29/94  07/29/03     81.790     10.000    162.98    0.086820   0.092708                                     19.12              
                           89351VAB5  07/29/94  07/29/03     81.790     10.000    162.98    0.086820   0.092708                                     19.12              
TransCanada Capital        893525204  07/23/96  07/24/45*   100.000      8.750              0.243056   0.243056                                     44.24*             
TransOcean SedcoForex      893830AA7  05/24/00  05/24/20     57.912      0.000     42.68    0.047364   0.048015   0.048675   0.049345  0.050023     17.22    17.69     
Travelers P&C Capital I    893931204  04/30/96  04/30/36*   100.000      8.080              0.224444                                                22.00*             
TransWestern Holdings      894024AC2  11/12/97  11/15/08*    56.116     VARIES              0.328037                                                 4.59*             
TravelCenters of America   894172AD7  11/14/00  05/01/09     92.822     12.750     11.12    0.016882   0.018083   0.019370   0.020749  0.022226      6.44     7.39     
                           894172AE5  11/14/00  05/01/09     92.822     12.750     11.12    0.016882   0.018083   0.019370   0.020749  0.022226      6.44     7.39     
                           894172AF2  11/14/00  05/01/09     92.822     12.750     11.12    0.016882   0.018083   0.019370   0.020749  0.022226      6.44     7.39     
                           894172AG0  11/14/00  05/01/09     92.822     12.750     11.12    0.016882   0.018083   0.019370   0.020749  0.022226      6.44     7.39     
Travelers P&C Capital II   89420B209  05/15/96  05/15/36*   100.000      8.000              0.222222                                                21.78*             
Trenton, City of           895130H96  03/13/03  04/01/06     91.538      0.000              0.074196   0.074348   0.075433   0.076534  0.077652     21.51    27.55     
                           895130J29  03/13/03  04/01/07     87.375      0.000              0.081501   0.081686   0.083059   0.084454  0.085873     23.65    30.41     
                           895130J37  03/13/03  04/01/08     82.851      0.000              0.086487   0.086693   0.088323   0.089983  0.091675     25.11    32.40     
                           895130J45  03/13/03  04/01/09     78.228      0.000              0.089049   0.089269   0.091099   0.092966  0.094872     25.87    33.47     
                           895130J52  03/13/03  04/01/10     73.222      0.000              0.090876   0.091117   0.093153   0.095235  0.097363     26.42    34.29     
                           895130J60  03/13/03  04/01/11     69.016      0.000              0.089299   0.089541   0.091627   0.093762  0.095946     25.97    33.76     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Trenton, City of           895130J78  03/13/03  04/01/12     64.697      0.000              0.087484   0.087729   0.089865   0.092053  0.094294     25.45    33.14     
                           895130J86  03/13/03  04/01/13     60.578      0.000              0.084943   0.085190   0.087341   0.089546  0.091807     24.72    32.24     
                           895130J94  03/13/03  04/01/14     56.464      0.000              0.082155   0.082398   0.084556   0.086772  0.089045     23.92    31.24     
                           895130K27  03/13/03  04/01/15     52.558      0.000              0.078953   0.079194   0.081336   0.083536  0.085795     23.00    30.08     
                           895130K35  03/13/03  04/01/22     31.423      0.000              0.053838   0.054020   0.055687   0.057405  0.059175     15.70    20.67     
Tri-Union Development      895728AA1  06/18/01  06/01/06     88.800     12.500              0.068941   0.055799   0.060525   0.051417  0.055772     22.20    20.01     
                           895728AB9  06/18/01  06/01/06     88.800     12.500              0.068941   0.055799   0.060525   0.051417  0.055772     22.20    20.01     
                           895728AC7  06/18/01  06/01/06     88.800     12.500              0.068941   0.055799   0.060525   0.051417  0.055772     22.20    20.01     
Tritel PCS, Inc.           89675QAB5  05/11/99  05/15/09     53.828     VARIES              0.294227   0.312983   0.332935   0.354159  0.354158    111.08   124.65     
Trump Atlantic City                                                                                                                                                    
  Funding II               89816NAC0  12/10/97  05/01/06     96.073     11.250     19.03    0.013951   0.014788   0.015676   0.016617  0.017614      5.28     5.93     
Trump Atlantic City                                                                                                                                                    
  Funding III              89816PAB7  12/10/97  05/01/06     94.200     11.250     27.90    0.020624   0.021901   0.023257   0.024696  0.026225      7.81     8.81     
Trump Casino Holdings      89816RAA5  03/25/03  03/15/10     94.832     11.625                         0.013376   0.014182   0.015088  0.016051      3.78     5.47     
                           89816RAB3  03/25/03  03/15/10     94.832     11.625                         0.013376   0.014182   0.015088  0.016051      3.78     5.47     
                           89816RAC1  03/25/03  09/15/10    100.000     11.625                         0.166667   0.171389   0.176531  0.181827     46.50    63.73     
                           89816RAD9  03/25/03  09/15/10    100.000     11.625                         0.166667   0.171389   0.176531  0.181827     46.50    63.73     
                           89816RAE7  03/25/03  03/15/10     94.832     11.625                         0.013376   0.014182   0.015088  0.016051      3.78     5.47     
                           89816RAF4  03/25/03  09/15/10    100.000     11.625                         0.166667   0.171389   0.176531  0.181827     46.50    63.73     
Trump's Castle Funding     898178AE8  12/28/93  11/15/03*    96.000     11.750     34.28    0.017600                                                 1.97*             
                           898178AF5  12/28/93  11/15/05*    84.000     VARIES              0.404882                                                45.35*             
TV Azteca, S.A. de C.V.    901145AA0  03/27/01  02/15/04     98.518     10.125      8.53    0.014503   0.015282   0.016102                           5.58      .71     
                           901145AB8  03/27/01  02/15/07     96.915     10.500      7.28    0.012409   0.013105   0.013841   0.014618  0.015439      4.79     5.34     
                           901145AC6  03/27/01  02/15/04     98.518     10.125      8.53    0.014503   0.015282   0.016102                           5.58      .71     
                           901145AD4  03/27/01  02/15/07     96.915     10.500      7.28    0.012409   0.013105   0.013841   0.014618  0.015439      4.79     5.34     
                           901145AE2  03/27/01  02/15/04     98.518     10.125      8.53    0.014503   0.015282   0.016102                           5.58      .71     
                           901145AF9  03/27/01  02/15/07     96.915     10.500      7.28    0.012409   0.013105   0.013841   0.014618  0.015439      4.79     5.34     
UIH Australia/Pacific,                                                                                                                                                 
  Inc.                     902745AC2  05/14/96  05/15/06     50.816     VARIES              0.392368   0.392613   0.392875   0.393155  0.393455    141.32   141.51     
                           902745AE8  09/23/97  05/15/06*    66.500     VARIES              0.370382                                                40.00*             
USF&G Corporation          903290AD6  03/03/94  03/03/09     51.298      0.000    246.88    0.093602   0.095708   0.097862   0.100064  0.102315     34.58    36.15     
United International                                                                                                                                                   
  Holdings, Inc.           910734AE2  02/05/98  02/15/08     59.069     VARIES              0.283368   0.298598   0.298597   0.298596  0.298595    106.82   107.49     
United Rentals, Inc.       911365AC8  12/24/02  04/15/08     97.045     10.750       .08    0.011636   0.012049   0.012742   0.013475  0.014251      4.35     4.83     
                           911365AD6  12/24/02  04/15/08     97.045     10.750       .08    0.011636   0.012049   0.012742   0.013475  0.014251      4.35     4.83     
                           911365AE4  12/24/02  04/15/08     97.045     10.750       .08    0.011636   0.012049   0.012742   0.013475  0.014251      4.35     4.83     
U S Cellular Corporation   911684AA6  06/13/95  06/15/15     30.646      0.000    172.42    0.079601   0.081989   0.084448   0.086982  0.089591     29.16    30.94     
United Technologies Corp   913017AR0  11/13/89  11/15/19     98.974      8.875      1.72    0.000616   0.000633   0.000669   0.000691  0.000734       .23      .25     
University of North                                                                                                                                                    
  Carolina Chapel Hill     914713KR2  08/14/91  02/15/10     19.000      0.000    337.78    0.130073   0.136043   0.142288   0.148819  0.155650     49.56    54.22     
                           914713KS0  08/14/91  02/15/11     17.000      0.000    308.18    0.119277   0.124821   0.130622   0.136693  0.143046     45.48    49.81     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
University of North                                                                                                                                                    
  Carolina Chapel Hill     914713KT8  08/14/91  02/15/12     16.000      0.000    282.56    0.108622   0.113586   0.118777   0.124206  0.129883     41.38    45.25     
                           914713KU5  08/14/91  02/15/13     14.000      0.000    256.40    0.099500   0.104154   0.109027   0.114127  0.119465     37.95    41.59     
                           914713KV3  08/14/91  02/15/14     13.000      0.000    234.87    0.090824   0.095036   0.099444   0.104055  0.108881     34.63    37.91     
                           914713KW1  08/14/91  02/15/15     12.000      0.000    215.08    0.082997   0.086826   0.090832   0.095023  0.099407     31.63    34.62     
Upshur County, WV          916734AC0  12/30/93  04/01/05     96.024      8.250     28.48    0.012630   0.013187   0.013768   0.014375  0.015009      4.75     5.18     
                           916734AD8  12/30/93  04/01/10     96.023      8.750     14.96    0.006737   0.007047   0.007373   0.007713  0.008069      2.54     2.78     
Uruguay, Republic          917288AK8  03/20/02  03/25/09     87.661      7.875      9.85    0.036242   0.038125   0.040107   0.042192  0.044385     13.76    15.22     
                           917288AL6  05/29/03  11/18/08     85.000      7.875                         0.056570   0.059667   0.063146  0.066827     12.13    22.41     
                           917288AM4  05/29/03  07/02/09     68.000      2.145                         0.112355   0.113294   0.118451  0.123842     23.99    43.60     
                           917288AN2  05/29/03  01/02/10     68.000      2.036                         0.103415   0.104228   0.108642  0.113242     22.07    39.93     
                           917288AT9  05/29/03  03/25/14     76.000      7.875                         0.031850   0.033069   0.035032  0.037111      6.87    12.65     
                           917288AU6  05/29/03  05/04/14     73.000      7.250                         0.035608   0.037400   0.039585  0.041898      7.65    14.11     
                           917288AV4  05/29/03  06/22/15     76.000      8.750              0.024790   0.024994   0.026579   0.028266  0.030059      5.31     9.90     
                           917288AX0  05/29/03  01/20/17     73.000      7.625                         0.023752   0.024144   0.025546  0.027030      5.10     9.41     
                           917288AY8  05/29/03  02/15/11     76.500      7.250                         0.053740   0.055103   0.058410  0.061917     11.58    21.36     
                           917288AZ5  05/29/03  03/15/15     71.500      7.500                         0.031945   0.033084   0.035085  0.037207      6.89    12.71     
                           917288BA9  05/29/03  01/15/33    100.000      7.875                         0.103729   0.103729   0.109149  0.113750     21.99    39.98     
Vail Resorts, Inc.         91879QAD1  11/21/01  05/15/09     95.404      8.750      4.97    0.013203   0.013839   0.014505   0.015203  0.015934      4.93     5.41     
                           91879QAE9  11/21/01  05/15/09     95.404      8.750      4.97    0.013203   0.013839   0.014505   0.015203  0.015934      4.93     5.41     
                           91879QAF6  11/21/01  05/15/09     95.404      8.750      4.97    0.013203   0.013839   0.014505   0.015203  0.015934      4.93     5.41     
Valhi, Inc.                918905AC4  10/20/92  10/20/07     25.759      0.000    390.29    0.163489   0.171050   0.178961   0.187238  0.195898     61.32    67.12     
Verizon Global Funding                                                                                                                                                 
  Corporation              92343VAA2  05/15/01  05/15/21     55.126      0.000              0.127039   0.129637   0.135958   0.139505  0.147117     47.27    50.94     
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              0.127039   0.129637   0.135958   0.139505  0.147117     47.27    50.94     
                           92344GAP1  05/15/01  05/15/21     55.126      0.000              0.127039   0.129637   0.135958   0.139505  0.147117     47.27    50.94     
VoiceStream Wireless       928615AD5  11/09/99  11/15/09     56.061     VARIES              0.261895   0.277444   0.293917   0.311367  0.329854     98.55   110.60     
VoiceStream Wireless       92861LAD0  11/09/99  11/15/09     56.061     VARIES              0.261895   0.277444   0.293917   0.311367  0.329854     98.55   110.60     
WCI Communities, Inc.      92923CAJ3  08/05/03  08/05/23    100.000     VARIES                                    0.247303   0.253366  0.259698     36.11    91.93     
                           92923CAK0  08/05/03  08/05/23    100.000     VARIES                                    0.247303   0.253366  0.259698     36.11    91.93     
WMX Technologies, Inc.     92929QAC1  05/09/94  04/30/04    100.000     VARIES              0.032731   0.032118   0.031483                          11.60     3.75     
Watson Pharmaceuticals     942683AB9  03/07/03  03/15/23    100.000     VARIES              0.180378   0.180571   0.184922   0.189348  0.193918     53.55    68.32     
WebMD Corporation          94769MAA3  04/01/02  04/01/07     97.000      3.250      4.14    0.015549   0.015853   0.016164   0.016480  0.016803      5.71     5.93     
                           94769MAD7  06/25/03  06/15/23     97.250     VARIES                         0.216144   0.222474   0.229430  0.236664     40.30    81.57     
                           94769MAE5  06/25/03  06/15/23     97.250     VARIES                         0.216144   0.222474   0.229430  0.236664     40.30    81.57     
Weimer Independent                                                                                                                                                     
  School District          948679DA0  12/16/97  08/15/03     70.182      0.000    260.13    0.165658   0.170916                                     38.05              
                           948679DB8  12/16/97  08/15/04     65.505      0.000    247.20    0.157770   0.162856   0.168107   0.173527               59.12    38.63     
                           948679DC6  12/16/97  08/15/05     61.021      0.000    234.41    0.149932   0.154841   0.159911   0.165147  0.170554     56.22    59.96     
                           948679DD4  12/16/97  08/15/06     56.735      0.000    221.79    0.142170   0.146896   0.151780   0.156825  0.162038     53.34    56.94     
                           948679DE2  12/16/97  08/15/07     52.647      0.000    209.40    0.134523   0.139062   0.143755   0.148606  0.153620     50.50    53.97     
                                                                                                                                                                       



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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Weirton Steel Corp.        948774AH7  06/18/02  04/01/08     78.200     VARIES              0.204366   0.214371   0.224865   0.235874  0.247421     77.21    84.96     
Wells Fargo & Company      949746ET4  12/19/02  01/04/08    100.000      0.000              0.098703   0.098849   0.100606   0.102393  0.104212     35.90    37.18     
                           949746EU1  12/23/02  01/04/08    100.000      0.000              0.098708   0.098815   0.100571   0.102358  0.104177     35.88    37.17     
                           949746EV9  03/05/03  04/15/09    100.000      0.000              0.104969   0.105410   0.107401   0.109431  0.111498     31.34    39.34     
                           949746FB2  05/05/03  05/05/10    100.000      0.000                         0.107028   0.109090   0.111191  0.113333     25.37    39.89     
                           949746FG1  08/29/03  08/25/09    100.000      0.000                                    0.084527   0.085785  0.087090     10.31    30.98     
Western Digital Corp.      958102AF2  02/18/98  02/18/18*    35.471      0.000    101.85    0.063894   0.066659                                      6.93*             
                           958102AG0  02/18/98  02/18/18*    35.471      0.000    101.85    0.063894   0.066659                                      6.93*             
                           958102AH8  02/18/98  02/18/18*    35.471      0.000    101.85    0.063894   0.066659                                      6.93*             
Western Resources, Inc.                                                                                                                                                
  Capital II               958905200  07/31/96  09/30/36*   100.000      8.500              0.233517   0.232240                                     61.43*             
Western Resources, Inc.    959423203  12/14/95  12/11/25    100.000      7.875              0.218750   0.218750   0.218750   0.218750  0.218750     78.75    78.75     
White Settlement ISD       964559JB5  03/20/97  02/15/06     54.197      0.000    264.83    0.152815   0.158163   0.163698   0.169427  0.175356     57.46    61.55     
                           964559JC3  03/20/97  02/15/07     50.112      0.000    249.05    0.144067   0.149181   0.154476   0.159959  0.165637     54.20    58.12     
                           964559JP4  03/20/97  02/15/03     67.773      0.000    314.35    0.180040                                                 7.92              
                           964559JQ2  03/20/97  02/15/04     63.028      0.000    297.53    0.170834   0.176641   0.182646                          64.15     8.04     
                           964559JR0  03/20/97  02/15/05     58.502      0.000    281.01    0.161749   0.167328   0.173100   0.179072  0.185249     60.78    65.04     
Whole Foods Market, Inc.   966837AC0  03/02/98  03/02/18     37.243      0.000    100.37    0.064599   0.066214   0.067870   0.069566  0.071306     23.94    25.15     
Will County, IL School                                                                                                                                                 
  District 122             968852FG3  11/19/97  11/01/16     23.888      0.000    112.81    0.074269   0.077128   0.080098   0.083181  0.086384     27.60    29.77     
                           968852FH1  11/19/97  11/01/17     22.150      0.000    104.61    0.068864   0.071516   0.074269   0.077128  0.080097     25.59    27.60     
Williams Companies, Inc.   969457886  01/14/02  02/16/07    100.000     VARIES              0.196137   0.196627   0.197134   0.197659  0.198203     70.83    71.21     
Winstar Communications     975515AY3  04/10/00  04/15/10     48.990     VARIES              0.287058   0.308228   0.330958   0.355365  0.381572    110.49   127.38     
                           975515AZ0  04/10/00  04/15/10     48.990     VARIES              0.287058   0.308228   0.330958   0.355365  0.381572    110.49   127.38     
Wynn Las Vegas, LLC        983130AA3  10/30/02  11/01/10     92.793     12.000       .89    0.014655   0.015645   0.016701   0.017828  0.019031      5.58     6.35     
XM Satellite Radio, Inc.   98375YAG1  01/28/03  12/31/09     67.310     VARIES              0.261856   0.277340   0.296761   0.317541  0.339777     90.02   110.62     
Yahoo, Inc.                984332AA4  04/09/03  04/01/08     96.550      0.000                         0.018945   0.019013   0.019081  0.019148      4.97     6.87     
                           984332AB2  04/09/03  04/01/08     96.550      0.000                         0.018945   0.019013   0.019081  0.019148      4.97     6.87     
York County, PA            986812LW3  12/28/95  02/01/11     35.767      0.000    218.95    0.107876   0.111614   0.115481   0.119482  0.123622     40.65    43.51     
                           986812LX1  12/28/95  02/01/12     33.049      0.000    204.86    0.101139   0.104679   0.108343   0.112134  0.116059     38.13    40.84     
                           986812LY9  12/28/95  02/01/13     30.649      0.000    191.32    0.094570   0.097898   0.101344   0.104911  0.108604     35.66    38.21     
                           986812LZ6  12/28/95  02/01/14     28.302      0.000    178.54    0.088409   0.091547   0.094797   0.098162  0.101647     33.35    35.76     
                           986812MA0  12/28/95  02/01/15     26.297      0.000    166.48    0.082485   0.085421   0.088462   0.091611  0.094872     31.12    33.37     
                           986812MB8  12/28/95  02/01/16     24.378      0.000    155.14    0.076934   0.079684   0.082533   0.085483  0.088539     29.03    31.14     
                           986812MC6  12/28/95  02/01/17     22.586      0.000    144.49    0.071714   0.074289   0.076955   0.079718  0.082580     27.07    29.04     
                           986812MD4  12/28/95  02/01/18     20.780      0.000    134.32    0.066786   0.069204   0.071709   0.074304  0.076994     25.22    27.08     
                           986812ME2  12/28/95  02/01/19     19.353      0.000    125.10    0.062201   0.064453   0.066786   0.069204  0.071709     23.49    25.22     
                           986812MF9  12/28/95  02/01/20     18.025      0.000    116.51    0.057932   0.060029   0.062202   0.064453  0.066786     21.87    23.49     
                           986812MG7  12/28/95  02/01/21     16.787      0.000    108.51    0.053954   0.055908   0.057931   0.060028  0.062201     20.37    21.87     
                           986812MH5  12/28/95  02/01/22     15.635      0.000    101.07    0.050251   0.052070   0.053955   0.055908  0.057932     18.97    20.37     
                           986812MJ1  12/28/95  02/01/23     14.561      0.000     94.13    0.046801   0.048495   0.050250   0.052069  0.053954     17.67    18.97     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
York County, PA            986812MK8  12/28/95  02/01/24     13.562      0.000     87.67    0.043588   0.045166   0.046801   0.048495  0.050251     16.46    17.67     
Zenith National                                                                                                                                                        
  Insurance Corp.          989390AG4  03/30/03  03/30/23    100.000     VARIES                         0.204373   0.208448   0.208060  0.213489     56.99    76.69     
                           989390AH2  03/30/03  03/30/23    100.000     VARIES                         0.204373   0.208448   0.208060  0.213489     56.99    76.69     
Ziff Davis Media Inc.      98951UAD8  08/12/02  08/12/09    100.000     VARIES              0.350733   0.356390   0.350427   0.354123  0.350120    123.32   123.21     
                           98951UAE6  08/12/02  08/12/09    100.000     VARIES              0.350733   0.356390   0.350427   0.354123  0.350120    123.32   123.21     
Microcell                                                                                                                                                              
  Telecommunications       C55185AE9  05/25/99  06/01/09     55.731     VARIES              0.279867   0.296659   0.314457   0.333323  0.333323    104.81   117.17     
Telesystem International                                                                                                                                               
  Wireless, Inc.           C8826YAD9  09/19/01  12/30/03*   100.000     VARIES              0.383196   0.382804                                     83.14*             
Danka Business Systems     G2652NAB5  06/29/01  04/01/08     28.000     10.000              0.109040   0.133120   0.162518   0.198407  0.242222     48.40    72.14     
                           G2652NAC3  06/29/01  04/01/04*    35.000      0.000    275.19    0.656834   0.794021                                    167.90*             
Deutsche Bank AG           G2737TCL7  11/27/02  11/27/05    100.000      0.000              0.084258   0.085536   0.086834   0.088151  0.089487     30.65    31.59     
                           G2737TFA8  12/20/02  12/20/07    100.000      0.000              0.095883   0.097538   0.099222   0.100934  0.102676     34.85    36.07     
                           G2737TFB6  03/10/03  03/13/06    100.000      0.000              0.061218   0.061229   0.061904   0.062586  0.063276     17.89    22.56     
                           G2737TFC4  03/10/03  09/12/06    100.000      0.000              0.067827   0.067836   0.068664   0.069502  0.070351     19.83    25.05     
Dolphin Telecom, PLC       G28058AD0  05/18/99  05/15/09     50.892     VARIES              0.317447   0.339667   0.363443   0.388884  0.388883    120.40   136.59     
Flag Telecom Group Ltd.    G3529XAB2  11/19/02  10/01/04    100.000     VARIES              0.014199   0.014746   0.015521   0.014877                5.33     4.07     
                           G3529XAC0  11/19/02  10/01/04    100.000     VARIES              0.014199   0.014746   0.015521   0.014877                5.33     4.07     
NII Holdings, Inc.         G6520PAA3  11/12/02  11/01/09     55.746     VARIES              0.299609   0.326822   0.358439   0.393115  0.431146    116.29   139.64     
QBE Funding Trust          G7303WAA9  04/15/02  04/15/22     59.358      0.000     11.12    0.043850   0.044425   0.045008   0.045599  0.046198     15.98    16.40     
Advance Holding Corp.      U00798AA3  04/15/98  04/15/09*    53.586     VARIES              0.336009                                                34.94*             
Alaris Medical, Inc.       U01143AA1  07/28/98  08/01/08     58.144     VARIES              0.277317   0.292742   0.309026   0.309026  0.309026    107.37   111.25     
Alaska Communcations                                                                                                                                                   
  Systems Holdings, Inc.   U01173AA8  08/26/03  08/15/11     96.687      9.875                                    0.007665   0.008043  0.008466       .96     2.94     
Amazon.com, Inc            U02320AA4  05/08/98  05/01/08*    61.507     VARIES              0.264545   0.277772                                     39.25*             
Anixter International      U03525AA7  06/28/00  06/28/20     25.257      0.000     47.64    0.057688   0.059381   0.061459   0.063610  0.066198     21.38    22.91     
                           U03525AB5  07/07/03  07/07/33     38.016     VARIES                                    0.077091   0.079905  0.082822     13.41    29.26     
Avalon Cable, LLC          U05225AA2  12/10/98  12/01/08     56.332     VARIES              0.290678   0.306252   0.324434   0.324433  0.326214    109.99   118.80     
Bank of America Corp.      U0662KBL4  03/18/02  01/04/17     38.300      0.000     20.09    0.071498   0.073855   0.076290   0.078804  0.081402     27.01    28.82     
Big City Radio, Inc.       U0897TAA7  03/17/98  03/15/05     72.055     VARIES              0.310763   0.305696   0.309054   0.305694  0.310760    112.31   112.68     
Cendant Corporation        U1336PAB0  11/27/01  11/27/11    100.000      3.875              0.272304   0.279952   0.287954   0.296329  0.305092     99.94   105.75     
CFW Communications         U15810AA9  07/26/00  08/15/10     96.149     13.000      5.25    0.006892   0.007365   0.007870   0.008410  0.008987      2.70     3.08     
Chukchansi Economic                                                                                                                                                    
  Development Authority    U17133AA4  10/08/02  06/15/09     91.476     14.500      1.72    0.021211   0.022978   0.024892   0.026965  0.029212      8.01     9.40     
Crown Castle                                                                                                                                                           
  International            U2159JAA8  11/25/97  11/15/07*    59.765     VARIES              0.295127   0.295126                                     54.89*             
                           U2159JAB6  08/03/99  08/01/11     57.889     VARIES              0.251062   0.265185   0.280101   0.295856  0.312498     97.28   108.53     
Covad Communications       U22015AB4  03/11/98  03/15/08     50.666     VARIES              0.352906   0.371117   0.375493   0.371727  0.378230    134.60   137.03     
Dayton Superior                                                                                                                                                        
  Corporation              U23993AA3  06/16/00  06/15/09     95.575     13.000      7.69    0.010062   0.010701   0.011444   0.012238  0.013159      3.81     4.36     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Dayton Superior                                                                                                                                                        
  Corporation              U23993AB1  06/16/00  06/15/09     95.575     13.000      7.69    0.010062   0.010701   0.011444   0.012238  0.013159      3.81     4.36     
                           U23993AC9  03/15/03  09/15/08     98.088     10.750                         0.007241   0.007647   0.008076  0.008530      2.11     2.92     
H & E Equipment Services   U24432AB9  06/17/02  06/15/13     80.016     12.500      3.79    0.021014   0.022747   0.024623   0.026654  0.028853      7.93     9.30     
Details Capital Corp.      U24922AA1  11/18/97  11/15/07     54.595     VARIES              0.347215   0.347215   0.347215   0.347214  0.347214    125.00   125.00     
DIVA Systems Corporation   U2539PAC1  02/19/98  03/01/08     50.100     VARIES              0.340626   0.363657   0.364533   0.365469  0.366468    129.64   131.63     
E. Spire Communications    U26851AA0  07/24/98  07/01/08     59.989     VARIES              0.280226   0.295111   0.295109   0.295108              103.56   106.24     
Fedders North America      U31334AB8  08/24/99  08/15/07     95.304      9.375     15.35    0.014763   0.015520   0.016315   0.017151  0.018030      5.66     6.26     
Focal Communications       U31430AA6  02/18/98  02/15/08     55.565     VARIES              0.317552   0.336803   0.336803   0.336803  0.336803    120.40   121.25     
Globe Holdings, Inc.       U33975AA8  08/06/98  08/01/09     49.672     VARIES              0.341814   0.366236   0.392402   0.392654  0.392922    135.04   141.39     
Great Lakes Acquisition    U39022AA3  05/22/98  05/15/09     53.092     VARIES              0.342122   0.364572   0.364572   0.364571  0.364570    128.24   131.25     
Hollywood Casino                                                                                                                                                       
  Shreveport               U4378HAA3  08/10/99  08/01/06    100.000     VARIES              0.382815   0.384283   0.385850   0.387524  0.389311    138.53   139.73     
ICG Services, Inc.         U4493DAA2  02/12/98  02/15/08     61.341     VARIES              0.258800   0.276244   0.271740   0.274726  0.271740     99.42   100.00     
                           U4493DAB0  04/27/98  05/01/08     61.691     VARIES              0.259954   0.268341   0.271290   0.268341  0.272789     97.12    98.84     
Intermedia                                                                                                                                                             
  Communications, Inc.     U45855AE0  02/24/99  03/01/09     55.057     VARIES              0.284690   0.302126   0.320631   0.340268  0.340268    109.94   121.32     
Jacobs Entertainment       U46754AA2  02/08/02  02/01/09     96.040     11.875      3.40    0.010865   0.011558   0.012295   0.013078  0.013912      4.25     4.81     
Level 3 Communications     U52782AB2  12/02/98  12/01/08     59.966     VARIES              0.263293   0.277116   0.291664   0.291664  0.291664     98.12   105.00     
                           U52782AE6  02/29/00  03/15/10     53.308     VARIES              0.261793   0.278644   0.296579   0.315669  0.335987    100.97   114.38     
Liberty Media Corp.        U52892AD5  01/11/01  01/15/31    100.000      3.500              0.288982   0.298091   0.307632   0.317626  0.328095    108.77   115.94     
Lin Holdings Corporation   U53509AB8  06/14/01  03/01/08*    73.850     VARIES              0.295331   0.308658                                     19.59*             
Lin Television Corp.       U53546AB0  06/14/01  01/15/08     96.288      8.000      6.95    0.012781   0.013561   0.013924   0.014693  0.015169      5.00     5.45     
Lyondell Chemical Co.      U55193AB9  12/04/02  12/15/08     97.750      9.500       .21    0.007822   0.008213   0.008624   0.009056  0.009509      2.90     3.20     
McCaw International LTD    U56707AA7  03/06/97  04/15/07     50.991     VARIES              0.366626   0.366995   0.367388   0.367807  0.368254    132.11   132.40     
Matria Healthcare, Inc.    U57614AA4  07/09/01  05/01/08     93.500     11.000     10.02    0.020512   0.021432   0.023016   0.024182  0.026112      7.81     8.83     
Brightpoint, Inc.          U6223PAA7  03/11/98  03/11/18*    45.289      0.000     94.97    0.060138   0.061341                                      7.22*             
Muzak Holdings Finance     U62340AA9  03/18/99  03/15/10     53.328     VARIES              0.298944   0.318375   0.339069   0.361108  0.361108    115.37   128.37     
Nextel Communications      U64977AB4  02/11/98  02/15/08     61.471     VARIES              0.263287   0.276385   0.276385   0.276384  0.276384     98.92    99.50     
Nexstar Finance, Inc.      U6497AAA9  03/16/01  04/01/08     96.012     12.000      7.12    0.012280   0.013070   0.013912   0.014808  0.015761      4.71     5.34     
Nexstar Finance                                                                                                                                                        
  Holdings, Inc.           U6497BAC3  03/27/03  04/01/13     57.442     VARIES              0.181494   0.181724   0.192059   0.202982  0.214526     50.72    73.13     
Nextel International       U64982AA6  03/12/98  04/15/08     54.915     VARIES              0.313994   0.331202   0.331197   0.331191  0.333005    119.10   121.36     
Nextlink Communications    U6500EAE8  11/17/99  12/01/09     55.257     VARIES              0.263226   0.277657   0.294490   0.312343  0.333098     99.69   112.25     
NTL Incorporated           U6696AAC4  03/13/98  04/01/08*    61.724     VARIES              0.258531                                                 2.33*             
Omnicom Group, Inc.        U68191AF9  02/07/01  02/07/31    100.000     VARIES              0.205824   0.212731   0.219869   0.227247  0.234873     77.36    82.64     
O'Sullivan Industries      U68328AA8  11/30/99  10/15/09     94.546     13.375      9.93    0.011029   0.011824   0.012677   0.013592  0.014572      4.24     4.87     
Penton Media, Inc.         U7100RAA9  06/28/01  06/15/11     97.749     10.375      2.10    0.004261   0.004491   0.004732   0.004986  0.005254      1.58     1.76     
Petro Stopping Centers     U71660AB7  07/23/99  08/01/08     36.636     VARIES              0.326566   0.357091   0.390470   0.426968  0.466878    132.64   158.60     
Pope & Talbot, Inc.        U7316MAA0  07/30/02  06/01/13     86.415      8.375      2.96    0.020184   0.021244   0.022359   0.023534  0.024770      7.52     8.33     
Roche Holdings, Inc.       U75000AE6  01/19/00  01/19/15     66.386      0.000     55.71    0.054294   0.055041   0.055798   0.056565  0.057343     19.92    20.48     
    -----------------------------                                                                                                                                      
    *  Called in 2003; 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    2003 1st   2003 2nd   2003 3rd   2004 2nd  2004 3rd     --------------     
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2004 1st    Period    Period      2003     2004      
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______     
                                                                                                                                                                       
Sinclair Broadcast                                                                                                                                                     
  Group, Inc.              U82751AE5  05/20/03  07/15/18    100.000     VARIES                         0.256891   0.258608   0.264304  0.270264     57.06    96.06     
Steel Heddle Group, Inc.   U85799AA9  05/26/98  06/01/09     51.337     VARIES              0.357370   0.381938   0.381937   0.381937  0.381936    133.81   137.50     
Telemundo Holdings, Inc.   U8795AAA4  08/10/01  08/15/08     79.837     VARIES              0.285641   0.302065   0.319432   0.319432  0.319431    110.38   115.00     
Thermadyne Holdings        U88342AA5  05/22/98  06/01/08     54.374     VARIES              0.326785   0.347207   0.347206   0.347205  0.347204    121.93   124.99     
TravelCenters of America   U89398AA6  11/14/00  05/01/09     92.822     12.750     11.12    0.016882   0.018083   0.019370   0.020749  0.022226      6.44     7.39     
Tritel PCS, Inc.           U89678AA1  05/11/99  05/15/09     53.828     VARIES              0.294227   0.312983   0.332935   0.354159  0.354158    111.08   124.65     
Trump Atlantic City                                                                                                                                                    
  Funding II               U89685AA6  12/10/97  05/01/06     96.073     11.250     19.03    0.013951   0.014788   0.015676   0.016617  0.017614      5.28     5.93     
Trump Atlantic City                                                                                                                                                    
  Funding III              U89686AA4  12/10/97  05/01/06     94.200     11.250     27.90    0.020624   0.021901   0.023257   0.024696  0.026225      7.81     8.81     
Trump Casino Holdings      U89688AA0  03/25/03  03/15/10     94.832     11.625                         0.013376   0.014182   0.015088  0.016051      3.78     5.47     
                           U89688AB8  03/25/03  09/15/10    100.000     11.625                         0.166667   0.171389   0.176531  0.181827     46.50    63.73     
Vail Resorts, Inc.         U90984AB8  11/21/01  05/15/09     95.404      8.750      4.97    0.013203   0.013839   0.014505   0.015203  0.015934      4.93     5.41     
United Rentals, Inc.       U91139AB8  12/24/02  04/15/08     97.045     10.750       .08    0.011636   0.012049   0.012742   0.013475  0.014251      4.35     4.83     
VoiceStream Wireless       U92709AB7  11/09/99  11/15/09     56.061     VARIES              0.261895   0.277444   0.293917   0.311367  0.329854     98.55   110.60     


      SECTION I-C Inflation Indexed Debt Instruments



                                                     
                                                     
                                                         Inflation-Adj    Stated                                          
                                     Issue     Maturity   Principal on   Interest   Total OID     2003 1st   2003 2nd   2003 3rd   Calendar Year
      Name of Issuer     CUSIP No.    Date       Date     Issue Date       Rate     to 1/1/03      Period     Period     Period          2003
      ______________     _________  ________   ________   ___________    ________   _________     ________   ________   ________    _____________
     
      U.S. Treasury      9128272M3  02/06/97   01/15/07     100.104        3.375%     143.28      0.000000   0.082454   0.049584         23.35
      U.S. Treasury      9128273T7  01/15/98   01/15/08     100.000        3.625%     122.22      0.000000   0.080862   0.048626         22.90
      U.S. Treasury      912810FD5  04/15/98   04/15/28     100.000        3.625%     120.93      0.062620   0.062936   0.062134         22.88
      U.S. Treasury      9128274Y5  01/15/99   01/15/09     100.000        3.875%     105.49      0.000000   0.079656   0.047901         22.56
      U.S. Treasury      912810FH6  04/15/99   04/15/29     100.000        3.875%     102.84      0.061610   0.061920   0.061132         22.51
      U.S. Treasury      9128275W8  01/18/00   01/15/10     100.006        4.250%      77.54      0.000000   0.077646   0.046693         21.99
      U.S. Treasury      9128276R8  01/16/01   01/15/11     100.002        3.500%      41.67      0.000000   0.075059   0.045136         21.26
      U.S. Treasury      912810FQ6  10/15/01   04/15/32     100.000        3.375%      21.41      0.057060   0.057348   0.056618         20.85
      U.S. Treasury      9128277J5  01/15/02   01/15/12     100.000        3.375%      21.04      0.000000   0.073571   0.044242         20.84
      U.S. Treasury      912828AF7  07/15/02   07/15/12     100.000        3.000%       8.34      0.000000   0.072656   0.043692         20.58
      U.S. Treasury      912828BD1  07/15/03   07/15/13     100.000        1.875%                                       0.042772          7.27




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 2003).

          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/03    03/31/03      3.01           01/01/15    03/31/15     25.89
     04/01/03    06/30/03      6.11           04/01/15    06/30/15     25.76
     07/01/03    09/30/03      9.42           07/01/15    09/30/15     25.59
     10/01/03    12/31/03     13.07           10/01/15    12/31/15     25.41
     01/01/04    03/31/04     13.62           01/01/16    03/31/16     25.22
     04/01/04    06/30/04     14.25           04/01/16    06/30/16     25.03
     07/01/04    09/30/04     14.88           07/01/16    09/30/16     24.84
     10/01/04    12/31/04     15.68           10/01/16    12/31/16     24.64
     01/01/05    03/31/05     16.38           01/01/17    03/31/17     24.44
     04/01/05    06/30/05     17.25           04/01/17    06/30/17     24.23
     07/01/05    09/30/05     18.10           07/01/17    09/30/17     24.02
     10/01/05    12/31/05     18.94           10/01/17    12/31/17     23.81
     01/01/06    03/31/06     19.75           01/01/18    03/31/18     23.59
     04/01/06    06/30/06     20.64           04/01/18    06/30/18     23.37
     07/01/06    09/30/06     21.41           07/01/18    09/30/18     23.12
     10/01/06    12/31/06     22.24           10/01/18    12/31/18     22.89
     01/01/07    03/31/07     22.97           01/01/19    03/31/19     22.65
     04/01/07    06/30/07     23.58           04/01/19    06/30/19     22.41
     07/01/07    09/30/07     24.17           07/01/19    09/30/19     22.16
     10/01/07    12/31/07     24.73           10/01/19    12/31/19     21.91
     01/01/08    03/31/08     25.19           01/01/20    03/31/20     21.66
     04/01/08    06/30/08     25.64           04/01/20    06/30/20     21.40
     07/01/08    09/30/08     26.06           07/01/20    09/30/20     21.15
     10/01/08    12/31/08     26.46           10/01/20    12/31/20     20.90
     01/01/09    03/31/09     26.76           01/01/21    03/31/21     20.64
     04/01/09    06/30/09     27.04           04/01/21    06/30/21     20.38
     07/01/09    09/30/09     27.24           07/01/21    09/30/21     20.13
     10/01/09    12/31/09     27.41           10/01/21    12/31/21     19.87
     01/01/10    03/31/10     27.51           01/01/22    03/31/22     19.62
     04/01/10    06/30/10     27.59           04/01/22    06/30/22     19.36
     07/01/10    09/30/10     27.60           07/01/22    09/30/22     19.11
     10/01/10    12/31/10     27.66           10/01/22    12/31/22     18.86
     01/01/11    03/31/11     27.65           01/01/23    03/31/23     18.62
     04/01/11    06/30/11     27.62           04/01/23    06/30/23     18.37
     07/01/11    09/30/11     27.59           07/01/23    09/30/23     18.14
     10/01/11    12/31/11     27.49           10/01/23    12/31/23     17.90
     01/01/12    03/31/12     27.45           01/01/24    03/31/24     17.66
     04/01/12    06/30/12     27.34           04/01/24    06/30/24     17.43
     07/01/12    09/30/12     27.23           07/01/24    09/30/24     17.20
     10/01/12    12/31/12     27.11           10/01/24    12/31/24     16.97
     01/01/13    03/31/13     27.03           01/01/25    03/31/25     16.75
     04/01/13    06/30/13     26.90           04/01/25    06/30/25     16.53
     07/01/13    09/30/13     26.77           07/01/25    09/30/25     16.31
     10/01/13    12/31/13     26.63           10/01/25    12/31/25     16.10
     01/01/14    03/31/14     26.48           01/01/26    03/31/26     15.89
     04/01/14    06/30/14     26.38           04/01/26    06/30/26     15.69
     07/01/14    09/30/14     26.22           07/01/26    09/30/26     15.47
     10/01/14    12/31/14     26.06           10/01/26    12/31/26     15.27


Section II (continued)
 
 
          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/27    03/31/27     15.07           07/01/35    09/30/35      9.63
     04/01/27    06/30/27     14.88           10/01/35    12/31/35      9.51
     07/01/27    09/30/27     14.69           01/01/36    03/31/36      9.39
     10/01/27    12/31/27     14.48           04/01/36    06/30/36      9.27
     01/01/28    03/31/28     14.30           07/01/36    09/30/36      9.15
     04/01/28    06/30/28     14.11           10/01/36    12/31/36      9.04
     07/01/28    09/30/28     13.93           01/01/37    03/31/37      8.92
     10/01/28    12/31/28     13.75           04/01/37    06/30/37      8.81
     01/01/29    03/31/29     13.58           07/01/37    09/30/37      8.70
     04/01/29    06/30/29     13.40           10/01/37    12/31/37      8.59
     07/01/29    09/30/29     13.23           01/01/38    03/31/38      8.48
     10/01/29    12/31/29     13.06           04/01/38    06/30/38      8.37
     01/01/30    03/31/30     12.87           07/01/38    09/30/38      8.27
     04/01/30    06/30/30     12.71           10/01/38    12/31/38      8.16
     07/01/30    09/30/30     12.54           01/01/39    03/31/39      8.06
     10/01/30    12/31/30     12.36           04/01/39    06/30/39      7.96
     01/01/31    03/31/31     12.20           07/01/39    09/30/39      7.86
     04/01/31    06/30/31     12.04           10/01/39    12/31/39      7.76
     07/01/31    09/30/31     11.86           01/01/40    03/31/40      7.66
     10/01/31    12/31/31     11.71           04/01/40    06/30/40      7.56
     01/01/32    03/31/32     11.56           07/01/40    09/30/40      7.47
     04/01/32    06/30/32     11.41           10/01/40    12/31/40      7.37
     07/01/32    09/30/32     11.24           01/01/41    03/31/41      7.28
     10/01/32    12/31/32     11.09           04/01/41    06/30/41      7.19
     01/01/33    03/31/33     10.95           07/01/41    09/30/41      7.10
     04/01/33    06/30/33     10.81           10/01/41    12/31/41      7.01
     07/01/33    09/30/33     10.67           01/01/42    03/31/42      6.92
     10/01/33    12/31/33     10.54           04/01/42    06/30/42      6.84
     01/01/34    03/31/34     10.40           07/01/42    09/30/42      6.75
     04/01/34    06/30/34     10.27           10/01/42    12/31/42      6.67
     07/01/34    09/30/34     10.14           01/01/43    03/31/43      6.58
     10/01/34    12/31/34     10.01           04/01/43    06/30/43      6.50
     01/01/35    03/31/35      9.88           07/01/43    09/30/43      6.42
     04/01/35    06/30/35      9.76           10/01/43    12/31/43      6.34
 
 
    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 2003,
    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 2003 - April 2004

                                                     Discount to be
                                   Issue Price      Reported as 2003
   CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
   Number      Date      Date        Amount)         Maturity Value)
  ---------  --------  --------  ---------------   -------------------
  912795LS8  01/02/03  07/05/02       99.130                 8.70
        LT6  01/09/03  07/11/02       99.123                 8.77
        LU3  01/16/03  07/18/02       99.153                 8.47
        LV1  01/23/03  07/25/02       99.153                 8.47
        LW9  01/30/03  08/01/02       99.146                 8.54
        LX7  02/06/03  08/08/02       99.214                 7.86
        LY5  02/13/03  08/15/02       99.196                 8.04
        LZ2  02/20/03  08/22/02       99.176                 8.24
  912795MA6  02/27/03  08/29/02       99.173                 8.27
        MB4  03/06/03  09/05/02       99.201                 7.99
        MC2  03/13/03  09/12/02       99.173                 8.27
        MD0  03/20/03  09/19/02       99.171                 8.29
        ME8  03/27/03  09/26/02       99.201                 7.99
        MF5  04/03/03  10/03/02       99.254                 7.46
        MG3  04/10/03  10/10/02       99.227                 7.73
        MH1  04/17/03  10/17/02       99.176                 8.24
        MJ7  04/24/03  10/24/02       99.158                 8.42
        MK4  05/01/03  10/31/02       99.234                 7.66
        ML2  05/08/03  11/07/02       99.295                 7.05
        MZ1  05/13/03  05/08/03       99.984                 0.16
        MM0  05/15/03  11/14/02       99.381                 6.19
        MN8  05/22/03  11/21/02       99.371                 6.29
  912795NA5  05/27/03  05/21/03       99.981                 0.19
  912795MP3  05/29/03  11/29/02       99.364                 6.36
        MQ1  06/05/03  12/05/02       99.348                 6.52
        MR9  06/12/03  12/12/02       99.371                 6.29
  912795QF1  06/13/03  05/28/03       99.948                 0.52
  912795MS7  06/19/03  12/19/02       99.363                 6.37
        MT5  06/26/03  12/26/02       99.373                 6.27
  912795NB3  07/03/03  01/02/03       99.383                 6.17
        NC1  07/10/03  01/09/03       99.373                 6.27
        ND9  07/17/03  01/16/03       99.378                 6.22
        NE7  07/24/03  01/23/03       99.398                 6.02
        NF4  07/31/03  01/30/03       99.414                 5.86
        NG2  08/07/03  02/06/03       99.401                 5.99
        NH0  08/14/03  02/13/03       99.411                 5.89
        NJ6  08/21/03  02/20/03       99.403                 5.97
        NK3  08/28/03  02/27/03       99.406                 5.94
        NL1  09/04/03  03/06/03       99.409                 5.91
        NM9  09/11/03  03/13/03       99.479                 5.21
        NN7  09/18/03  03/20/03       99.439                 5.61
        NP2  09/25/03  03/27/03       99.419                 5.81
        NQ0  10/02/03  04/03/03       99.449                 5.51
        NR8  10/09/03  04/10/03       99.426                 5.74
        NS6  10/16/03  04/17/03       99.406                 5.94
        NT4  10/23/03  04/24/03       99.401                 5.99


                           Section III-A (continued)



                                                     Discount to be
                                   Issue Price      Reported as 2003
   CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
   Number      Date      Date        Amount)         Maturity Value)
  ---------  --------  --------  ---------------   -------------------
        NU1  10/30/03  05/01/03       99.424                 5.76
        NV9  11/06/03  05/08/03       99.429                 5.71
        NW7  11/13/03  05/15/03       99.444                 5.56
        NX5  11/20/03  05/22/03       99.484                 5.16
        NY3  11/28/03  05/29/03       99.451                 5.49
        NZ0  12/04/03  06/05/03       99.446                 5.54
  912795PA3  12/11/03  06/12/03       99.505                 4.95
        PB1  12/18/03  06/19/03       99.573                 4.27
        PC9  12/26/03  06/26/03       99.573                 4.27


                                                     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
        PQ8  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

                                 


                                 Section III-B

                      STUDENT LOAN MARKETING ASSOCIATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2003


                                                     Discount to be
                                   Issue Price      Reported as 2003
    CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
   Number      Date       Date       Amount)         Maturity Value)
  ---------  --------  --------  ---------------   -------------------
  863872AB3  01/02/03  12/31/02       99.996                0.04
        AC1  01/03/03  12/02/02       99.890                1.10
        AF4  01/06/03  12/23/02       99.952                0.48
        AG2  01/07/03  12/10/02       99.904                0.96
        AH0  01/08/03  01/07/03       99.997                0.03
        AJ6  01/09/03  01/08/03       99.997                0.03
        AK3  01/10/03  01/09/03       99.997                0.03
        AN7  01/13/03  01/06/03       99.977                0.23
        AP2  01/14/03  01/16/02       98.104               18.96
        AQ0  01/15/03  12/16/02       99.896                1.04
        AR8  01/16/03  01/15/03       99.997                0.03
        AS6  01/17/03  01/07/03       99.968                0.32
        AW7  01/21/03  10/18/02       99.559                4.41
        AX5  01/22/03  01/21/03       99.997                0.03
        AY3  01/23/03  01/22/03       99.997                0.03
        AZ0  01/24/03  01/15/03       99.970                0.30
  863872BC0  01/27/03  01/28/02       97.755               22.45
        BD8  01/28/03  01/15/03       99.957                0.43
        BE6  01/29/03  01/17/03       99.960                0.40
        BF3  01/30/03  01/29/03       99.997                0.03
        BG1  01/31/03  02/04/02       97.734               22.66
        BK2  02/03/03  01/03/03       99.897                1.03
        BL0  02/04/03  02/05/02       97.831               21.69
        BM8  02/05/03  02/04/03       99.997                0.03
        BN6  02/06/03  02/05/03       99.997                0.03
        BP1  02/07/03  02/07/02       97.863               21.37
        BS5  02/10/03  02/07/03       99.991                0.09
        BT3  02/11/03  02/10/03       99.997                0.03
        BU0  02/12/03  01/29/03       99.955                0.45
        BV8  02/13/03  02/12/03       99.997                0.03
        BW6  02/14/03  01/27/03       99.942                0.58
  863872CA3  02/18/03  02/21/02       97.833               21.67
        CB1  02/19/03  02/18/03       99.996                0.04
        CC9  02/20/03  01/22/03       99.904                0.96
        CD7  02/21/03  02/07/03       99.954                0.46
        CG0  02/24/03  02/21/03       99.991                0.09
        CH8  02/25/03  01/27/03       99.905                0.95
        CJ4  02/26/03  02/26/02       97.807               21.93
        CK1  02/27/03  02/26/03       99.997                0.03
        CL9  02/28/03  02/18/03       99.966                0.34
        CP0  03/03/03  02/04/03       99.912                0.88
        CQ8  03/04/03  02/04/03       99.908                0.92
        CR6  03/05/03  02/26/03       99.976                0.24
        CS4  03/06/03  02/21/03       99.957                0.43
        CT2  03/07/03  02/26/03       99.969                0.31
        CW5  03/10/03  02/26/03       99.959                0.41



                           Section III-B (continued)



                                                     Discount to be
                                   Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date       Date       Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      CX3  03/11/03  03/10/03       99.997                0.03
      CY1  03/12/03  03/11/03       99.997                0.03
      CZ8  03/13/03  02/26/03       99.949                0.51
863872DA2  03/14/03  03/20/02       97.367               26.33
      DD6  03/17/03  03/14/03       99.990                0.10
      DE4  03/18/03  02/18/03       99.907                0.93
      DF1  03/19/03  03/13/03       99.981                0.19
      DG9  03/20/03  02/20/03       99.907                0.93
      DH7  03/21/03  03/14/03       99.977                0.23
      DL8  03/24/03  03/21/03       99.991                0.09
      DM6  03/25/03  02/25/03       99.907                0.93
      DN4  03/26/03  03/19/03       99.978                0.22
      DP9  03/27/03  03/26/03       99.997                0.03
      DQ7  03/28/03  03/20/03       99.974                0.26
      DT1  03/31/03  03/24/03       99.978                0.22
      DU8  04/01/03  03/04/03       99.906                0.94
      DV6  04/02/03  04/01/03       99.997                0.03
      DW4  04/03/03  03/04/03       99.898                1.02
      DX2  04/04/03  03/28/03       99.977                0.23
863872EA1  04/07/03  04/04/03       99.991                0.09
      EB9  04/08/03  04/07/03       99.997                0.03
      EC7  04/09/03  04/08/03       99.997                0.03
      ED5  04/10/03  04/09/03       99.997                0.03
      EE3  04/11/03  03/28/03       99.954                0.46
      EH6  04/14/03  04/10/03       99.988                0.12
      EJ2  04/15/03  04/16/02       97.487               25.13
      EK9  04/16/03  04/11/03       99.984                0.16
      EL7  04/17/03  04/04/03       99.959                0.41
      EQ6  04/21/03  02/05/03       99.752                2.48
      ER4  04/22/03  04/21/03       99.997                0.03
      ES2  04/23/03  04/22/03       99.997                0.03
      ET0  04/24/03  04/17/03       99.978                0.22
      EU7  04/25/03  01/24/03       99.699                3.01
      EX1  04/28/03  04/25/03       99.991                0.09
      EY9  04/29/03  04/01/03       99.910                0.90
      EZ6  04/30/03  04/29/03       99.997                0.03
863872FA0  05/01/03  04/01/03       99.903                0.97
      FB8  05/02/03  05/01/03       99.997                0.03
      FE2  05/05/03  05/02/03       99.991                0.09
      FF9  05/06/03  05/07/02       97.705               22.95
      FG7  05/07/03  04/21/03       99.948                0.52
      FH5  05/08/03  04/23/03       99.952                0.48
      FJ1  05/09/03  04/25/03       99.955                0.45
      FM4  05/12/03  05/09/03       99.990                0.10
      FN2  05/13/03  05/12/03       99.997                0.03
      FP7  05/14/03  05/13/03       99.997                0.03



                           Section III-B (continued)

                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date       Date       Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      FQ5  05/15/03  05/15/02       97.531               24.69
      FR3  05/16/03  05/15/03       99.997                0.03
      FU6  05/19/03  05/16/03       99.990                0.10
      FV4  05/20/03  05/21/02       97.594               24.06
      FW2  05/21/03  05/08/03       99.958                0.42
      FX0  05/22/03  05/15/03       99.977                0.23
      FY8  05/23/03  05/22/03       99.997                0.03
863872GC5  05/27/03  05/30/02       97.647               23.53
      GD3  05/28/03  05/27/03       99.997                0.03
      GE1  05/29/03  05/15/03       99.955                0.45
      GF8  05/30/03  05/29/03       99.997                0.03
      GJ0  06/02/03  05/02/03       99.902                0.98
      GK7  06/03/03  06/04/02       97.695               23.05
      GL5  06/04/03  05/09/03       99.917                0.83
      GM3  06/05/03  05/08/03       99.911                0.89
      GN1  06/06/03  06/05/03       99.997                0.03
      GR2  06/09/03  06/06/03       99.991                0.09
      GS0  06/10/03  06/11/02       97.695               23.05
      GT8  06/11/03  06/10/03       99.997                0.03
      GU5  06/12/03  06/11/03       99.997                0.03
      GV3  06/13/03  06/12/03       99.997                0.03
      GY7  06/16/03  05/15/03       99.898                1.02
      GZ4  06/17/03  06/20/02       97.929               20.71
863872HA8  06/18/03  03/18/03       99.716                2.84
      HB6  06/19/03  06/18/03       99.997                0.03
      HC4  06/20/03  05/20/03       99.902                0.98
      HF7  06/23/03  05/27/03       99.914                0.86
      HG5  06/24/03  06/25/02       97.907               20.93
      HH3  06/25/03  05/27/03       99.907                0.93
      HJ9  06/26/03  06/13/03       99.962                0.38
      HK6  06/27/03  06/18/03       99.973                0.27
      HN0  06/30/03  04/01/03       99.725                2.75
      HP5  07/01/03  06/02/03       99.907                0.93
      HQ3  07/02/03  07/01/03       99.997                0.03
      HR1  07/03/03  07/02/03       99.997                0.03
      HV2  07/07/03  07/03/03       99.990                0.10
      HW0  07/08/03  07/10/02       97.963               20.37
      HX8  07/09/03  07/08/03       99.998                0.02
      HY6  07/10/03  07/09/03       99.998                0.02
      HZ3  07/11/03  07/09/03       99.995                0.05
863872JC2  07/14/03  07/07/03       99.982                0.18
      JD0  07/15/03  07/17/02       98.135               18.65
      JE8  07/16/03  07/02/03       99.963                0.37
      JF5  07/17/03  07/16/03       99.997                0.03
      JG3  07/18/03  05/02/03       99.756                2.44
      JK4  07/21/03  06/20/03       99.919                0.81



                           Section III-B (continued)

                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date       Date       Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      JL2  07/22/03  07/24/02       98.165               18.35
      JM0  07/23/03  07/02/03       99.945                0.55
      JN8  07/24/03  07/23/03       99.997                0.03
      JP3  07/25/03  04/25/03       99.707                2.93
      JS7  07/28/03  07/25/03       99.992                0.08
      JT5  07/29/03  07/25/03       99.989                0.11
      JU2  07/30/03  07/29/03       99.997                0.03
      JV0  07/31/03  07/30/03       99.997                0.03
      JW8  08/01/03  08/02/02       98.210               17.90
      JZ1  08/04/03  08/01/03       99.992                0.08
863872KA4  08/05/03  08/07/02       98.346               16.54
      KB2  08/06/03  08/05/03       99.998                0.02
      KC0  08/07/03  07/18/03       99.947                0.53
      KD8  08/08/03  08/07/03       99.998                0.02
      KG1  08/11/03  08/08/03       99.993                0.07
      KH9  08/12/03  08/14/02       98.417               15.83
      KJ5  08/13/03  08/12/03       99.998                0.02
      KK2  08/14/03  07/28/03       99.953                0.47
      KL0  08/15/03  07/15/03       99.920                0.80
      KP1  08/18/03  07/16/03       99.912                0.88
      KQ9  08/19/03  08/21/02       98.326               16.74
      KR7  08/20/03  07/21/03       99.920                0.80
      KS5  08/21/03  08/20/03       99.998                0.02
      KT3  08/22/03  07/25/03       99.924                0.76
      KW6  08/25/03  07/25/03       99.992                0.08
      KX4  08/26/03  08/28/02       98.205               17.95
      KY2  08/27/03  08/26/03       99.997                0.03
      KZ9  08/28/03  08/22/03       99.985                0.15
863872LA3  08/29/03  08/28/03       99.998                0.02
      LE5  09/02/03  09/04/02       98.367               16.33
      LF2  09/03/03  08/01/03       99.907                0.93
      LG0  09/04/03  07/25/03       99.888                1.12
      LH8  09/05/03  09/04/03       99.997                0.03
      LL9  09/08/03  08/18/03       99.941                0.59
      LM7  09/09/03  09/08/03       99.997                0.03
      LN5  09/10/03  09/09/03       99.998                0.02
      LP0  09/11/03  09/10/03       99.998                0.02
      LQ8  09/12/03  07/25/03       99.867                1.33
      LT2  09/15/03  08/13/03       99.907                0.93
      LU9  09/16/03  09/17/02       98.241               17.59
      LV7  09/17/03  06/18/03       99.775                2.25
      LW5  09/18/03  09/17/03       99.997                0.03
      LX3  09/19/03  08/15/03       99.902                0.98
863872MA2  09/22/03  08/20/03       99.908                0.92
      MB0  09/23/03  08/21/03       99.908                0.92
      MC8  09/24/03  09/23/03       99.997                0.03


                          Section III-B (continued)

                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date       Date       Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      MD6  09/25/03  08/25/03       99.914                0.86
      ME4  09/26/03  09/25/03       99.997                0.03
      MH7  09/29/03  09/22/03       99.982                0.18
      MJ3  09/30/03  10/02/02       98.437               15.63
      MK0  10/01/03  09/02/03       99.919                0.81
      ML8  10/02/03  10/01/03       99.997                0.03
      MM6  10/03/03  10/01/03       99.997                0.03
      MQ7  10/06/03  10/03/03       99.992                0.08
      MR5  10/07/03  10/06/03       99.997                0.03
      MS3  10/08/03  09/15/03       99.938                0.62
      MT1  10/09/03  10/08/03       99.997                0.03
      MU8  10/10/03  09/16/03       99.936                0.64
      MY0  10/14/03  10/17/02       98.200               18.00
      MZ7  10/15/03  09/12/03       99.910                0.90
863872NA1  10/16/03  10/15/03       99.997                0.03
      NB9  10/17/03  09/17/03       99.918                0.82
      NE3  10/20/03  07/18/03       99.749                2.51
      NF0  10/21/03  10/24/02       98.180               18.20
      NG8  10/22/03  10/21/03       99.997                0.03
      NH6  10/23/03  10/22/03       99.997                0.03
      NJ2  10/24/03  10/10/03       99.964                0.36
      NM5  10/27/03  09/25/03       99.911                0.89
      NN3  10/28/03  10/06/03       99.939                0.61
      NP8  10/29/03  10/28/03       99.997                0.03
      NQ6  10/30/03  10/14/03       99.957                0.43
      NR4  10/31/03  10/16/03       99.960                0.40
      NU7  11/03/03  10/27/03       99.981                0.19
      NV5  11/04/03  11/03/03       99.997                0.03
      NW3  11/05/03  10/22/03       99.962                0.38
      NX1  11/06/03  11/05/03       99.997                0.03
      NY9  11/07/03  10/24/03       99.963                0.37
863872PB7  11/10/03  11/07/03       99.992                0.08
      PD3  11/12/03  11/14/02       98.598               14.02
      PE1  11/13/03  11/12/03       99.997                0.03
      PF8  11/14/03  10/27/03       99.952                0.48
      PJ0  11/17/03  11/22/02       98.510               14.90
      PK7  11/18/03  11/07/03       99.971                0.29
      PM3  11/20/03  10/31/03       99.945                0.55
      PN1  11/21/03  11/12/03       99.976                0.24
      PS0  11/25/03  10/31/03       99.932                0.68
      PT8  11/26/03  11/14/03       99.968                0.32
      PY7  12/01/03  10/27/03       99.904                0.96
      PZ4  12/02/03  12/05/02       98.497               15.03
863872QA8  12/03/03  06/03/03       99.436                5.64
      QG5  12/09/03  11/12/03       99.928                0.72
      QP5  12/16/03  12/18/02       98.568               14.32
      QQ3  12/17/03  09/17/03       99.747                2.53


                               Section III-C

                           FEDERAL HOME LOAN BANKS
                    Short-Term Obligations Issued at a
                      Discount and Maturing in 2003

                                                    Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313384AB5  01/02/03  01/07/02      97.870               21.30
      AC3  01/03/03  01/08/02      97.920               20.80
      AF6  01/06/03  01/11/02      97.950               20.50
      AG4  01/07/03  04/19/02      98.466               15.34
      AH2  01/08/03  01/17/02      98.101               18.99
      AJ8  01/09/03  01/16/02      98.160               18.40
      AK5  01/10/03  01/15/02      98.162               18.38
      AN9  01/13/03  01/18/02      98.009               19.91
      AP4  01/14/03  04/04/02      98.060               19.40
      AQ2  01/15/03  01/24/02      97.953               20.47
      AR0  01/16/03  01/23/02      97.971               20.29
      AS8  01/17/03  01/22/02      97.976               20.24
      AW9  01/21/03  07/22/02      99.141                8.59
      AX7  01/22/03  04/22/02      98.396               16.04
      AY5  01/23/03  01/28/02      97.811               21.89
      AZ2  01/24/03  01/29/02      97.800               22.00
313384BC2  01/27/03  02/01/02      97.809               21.91
      BD0  01/28/03  02/04/02      97.851               21.49
      BE8  01/29/03  04/30/02      98.379               16.21
      BF5  01/30/03  02/05/02      97.838               21.62
      BG3  01/31/03  02/06/02      97.866               21.34
      BK4  02/03/03  02/08/02      97.872               21.28
      BL2  02/04/03  03/12/02      97.743               22.57
      BM0  02/05/03  08/05/02      99.192                8.08
      BN8  02/06/03  02/11/02      97.880               21.20
      BP3  02/07/03  02/12/02      97.896               21.04
      BS7  02/10/03  02/15/02      97.893               21.07
      BT5  02/11/03  03/18/02      97.727               22.73
      BU2  02/12/03  02/22/02      97.870               21.30
      BV0  02/13/03  02/22/02      97.874               21.26
      BW8  02/14/03  02/19/02      97.910               20.90
313384CA5  02/18/03  05/17/02      98.407               15.93
      CB3  02/19/03  07/15/02      98.966               10.34
      CC1  02/20/03  02/25/02      97.850               21.50
      CD9  02/21/03  02/26/02      97.820               21.80
      CG2  02/24/03  03/01/02      97.772               22.28
      CH0  02/25/03  03/05/02      97.749               22.51
      CJ6  02/26/03  04/24/02      98.075               19.25
      CK3  02/27/03  03/04/02      97.696               23.04
      CL1  02/28/03  03/05/02      97.676               23.24
      CP2  03/03/03  03/08/02      97.470               25.30
      CQ0  03/04/03  04/19/02      97.989               20.11
      CR8  03/05/03  04/19/02      97.982               20.18
      CS6  03/06/03  03/11/02      97.450               25.50
      CT4  03/07/03  03/12/02      97.470               25.30
      CW7  03/10/03  03/15/02      97.412               25.88
      CX5  03/11/03  06/13/02      98.540               14.60


                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      CY3  03/12/03  06/14/02      98.622               13.78
      CZ0  03/13/03  03/18/02      97.400               26.00
313384DA4  03/14/03  03/19/02      97.370               26.30
      DD8  03/17/03  03/22/02      97.340               26.60
      DE6  03/18/03  06/26/02      98.712               12.88
      DF3  03/19/03  09/18/02      99.145                8.55
      DG1  03/20/03  03/25/02      97.310               26.90
      DH9  03/21/03  03/26/02      97.230               27.70
      DL0  03/24/03  04/02/02      97.320               26.80
      DM8  03/25/03  04/04/02      97.357               26.43
      DN6  03/26/03  09/25/02      99.171                8.29
      DP1  03/27/03  04/09/02      97.507               24.93
      DQ9  03/28/03  04/03/02      97.311               26.89
      DT3  03/31/03  04/05/02      97.490               25.10
      DU0  04/01/03  04/09/02      97.471               25.29
      DV8  04/02/03  09/26/02      99.170                8.30
      DW6  04/03/03  04/10/02      97.464               25.36
      DX4  04/04/03  04/09/02      97.450               25.50
313384EA3  04/07/03  04/12/02      97.500               25.00
      EB1  04/08/03  04/17/02      97.518               24.82
      EC9  04/09/03  04/17/02      97.511               24.89
      ED7  04/10/03  04/15/02      97.600               24.00
      EE5  04/11/03  04/16/02      97.538               24.62
      EH8  04/14/03  04/19/02      97.570               24.30
      EJ4  04/15/03  04/26/02      97.699               23.01
      EK1  04/16/03  04/26/02      97.683               23.17
      EL9  04/17/03  04/22/02      97.580               24.20
      EM7  04/18/03  04/26/02      97.680               23.20
      EQ8  04/21/03  04/26/02      97.650               23.50
      ER6  04/22/03  04/30/02      97.689               23.11
      ES4  04/23/03  05/01/02      97.729               22.71
      ET2  04/24/03  04/30/02      97.676               23.24
      EU9  04/25/03  04/30/02      97.670               23.30
      EX3  04/28/03  05/03/02      97.683               23.17
      EY1  04/29/03  01/29/03      99.705                2.95
      EZ8  04/30/03  05/31/02      97.959               20.41
313384FA2  05/01/03  05/09/02      97.680               23.20
      FB0  05/02/03  05/07/02      97.700               23.00
      FE4  05/05/03  05/14/02      97.716               22.84
      FF1  05/06/03  02/04/03      99.699                3.01
      FG9  05/07/03  11/06/02      99.297                7.03
      FH7  05/08/03  05/13/02      97.690               23.10
      FJ3  05/09/03  05/14/02      97.577               24.23
      FM6  05/12/03  05/17/02      97.660               23.40
      FN4  05/13/03  08/20/02      98.810               11.90
      FP9  05/14/03  10/30/02      99.200                8.00
      FQ7  05/15/03  05/20/02      97.611               23.89


                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      FR5  05/16/03  05/21/02      97.620               23.80
      FU8  05/19/03  05/24/02      97.687               23.13
      FV6  05/20/03  05/28/02      97.689               23.11
      FW4  05/21/03  05/28/02      97.683               23.17
      FX2  05/22/03  05/28/02      97.676               23.24
      FY0  05/23/03  05/29/02      97.607               23.93
313384GC7  05/27/03  12/02/02      99.379                6.21
      GD5  05/28/03  11/18/02      99.316                6.84
      GE3  05/29/03  06/03/02      97.736               22.64
      GF0  05/30/03  06/04/02      97.700               23.00
      GJ2  06/02/03  06/07/02      97.750               22.50
      GK9  06/03/03  12/04/02      99.346                6.54
      GL7  06/04/03  12/04/02      99.335                6.65
      GM5  06/05/03  06/10/02      97.733               22.67
      GN3  06/06/03  06/12/02      97.776               22.24
      GR4  06/09/03  06/14/02      97.920               20.80
      GS2  06/10/03  09/05/02      98.772               12.28
      GT0  06/11/03  12/11/02      99.352                6.48
      GU7  06/12/03  06/17/02      97.860               21.40
      GV5  06/13/03  06/18/02      97.854               21.46
      GY9  06/16/03  06/21/02      97.910               20.90
      GZ6  06/17/03  09/13/02      98.707               12.93
313384HA0  06/18/03  12/18/02      99.346                6.54
      HB8  06/19/03  06/24/02      97.950               20.50
      HC6  06/20/03  06/25/02      97.940               20.60
      HF9  06/23/03  06/28/02      97.970               20.30
      HG7  06/24/03  07/01/02      98.001               19.99
      HH5  06/25/03  12/26/02      99.359                6.41
      HJ1  06/26/03  07/01/02      97.991               20.09
      HK8  06/27/03  07/02/02      98.000               20.00
      HN2  06/30/03  12/04/02      99.266                7.34
      HP7  07/01/03  07/08/02      97.972               20.28
      HQ5  07/02/03  07/11/02      98.082               19.18
      HR3  07/03/03  07/08/02      97.961               20.39
      HV4  07/07/03  10/11/02      98.842               11.58
      HW2  07/08/03  07/16/02      98.215               17.85
      HX0  07/09/03  09/12/02      98.550               14.50
      HY8  07/10/03  07/15/02      98.150               18.50
      HZ5  07/11/03  07/16/02      98.170               18.30
313384JC4  07/14/03  07/22/02      98.168               18.32
      JD2  07/15/03  10/25/02      98.817               11.83
      JE0  07/16/03  01/15/03      99.368                6.32
      JF7  07/17/03  07/22/02      98.142               18.58
      JG5  07/18/03  07/23/02      98.160               18.40
      JK6  07/21/03  07/26/02      98.221               17.79
      JL4  07/22/03  02/05/03      99.448                5.52
      JM2  07/23/03  07/31/02      98.205               17.95


                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      JN0  07/24/03  07/30/02      98.195               18.05
      JP5  07/25/03  07/31/02      98.203               17.97
      JS9  07/28/03  11/01/02      98.954               10.46
      JT7  07/29/03  11/04/02      98.965               10.35
      JU4  07/30/03  10/25/02      98.749               12.51
      JV2  07/31/03  08/06/02      98.414               15.86
      JW0  08/01/03  08/07/02      98.413               15.87
      JZ3  08/04/03  08/09/02      98.400               16.00
313384KA6  08/05/03  11/07/02      98.929               10.71
      KB4  08/06/03  09/23/02      98.565               14.35
      KC2  08/07/03  08/15/02      98.364               16.36
      KD0  08/08/03  08/15/02      98.424               15.76
      KG3  08/11/03  08/16/02      98.350               16.50
      KH1  08/12/03  08/19/02      98.250               17.50
      KJ7  08/13/03  08/20/02      98.329               16.71
      KK4  08/14/03  08/19/02      98.260               17.40
      KL2  08/15/03  08/20/02      98.300               17.00
      KP3  08/18/03  08/23/02      98.340               16.60
      KQ1  08/19/03  02/20/03      99.405                5.95
      KR9  08/20/03  02/19/03      99.379                6.21
      KS7  08/21/03  08/29/02      98.324               16.76
      KT5  08/22/03  08/27/02      98.270               17.30
      KW8  08/25/03  01/27/03      99.323                6.77
      KX6  08/26/03  09/04/02      98.398               16.02
      KY4  08/27/03  09/09/02      98.348               16.52
      KZ1  08/28/03  09/05/02      98.423               15.77
313384LA5  08/29/03  09/04/02      98.346               16.54
      LE7  09/02/03  09/09/02      98.309               16.91
      LF4  09/03/03  09/09/02      98.305               16.95
      LG2  09/04/03  09/09/02      98.300               17.00
      LH0  09/05/03  09/11/02      98.215               17.85
      LL1  09/08/03  09/13/02      98.300               17.00
      LM9  09/09/03  02/12/03      99.321                6.79
      LN7  09/10/03  02/10/03      99.311                6.89
      LP2  09/11/03  02/25/03      99.346                6.54
      LQ0  09/12/03  09/17/02      98.250               17.50
      LT4  09/15/03  09/20/02      98.340               16.60
      LU1  09/16/03  02/10/03      99.292                7.08
      LV9  09/17/03  12/31/02      99.133                8.67
      LW7  09/18/03  06/17/03      99.770                2.30
      LX5  09/19/03  09/25/02      98.365               16.35
313384MA4  09/22/03  09/27/02      98.360               16.40
      MB2  09/23/03  11/21/02      98.878               11.22
      MC0  09/24/03  11/04/02      98.731               12.69
      MD8  09/25/03  10/03/02      98.513               14.87
      ME6  09/26/03  10/09/02      98.465               15.35
      MH9  09/29/03  10/07/02      98.443               15.57


                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      MJ5  09/30/03  10/10/02      98.452               15.48
      MK2  10/01/03  10/09/02      98.423               15.77
      ML0  10/02/03  10/09/02      98.419               15.81
      MM8  10/03/03  10/08/02      98.400               16.00
      MQ9  10/06/03  10/21/02      98.376               16.24
      MR7  10/07/03  10/21/02      98.372               16.28
      MS5  10/08/03  01/17/03      99.091                9.09
      MT3  10/09/03  01/24/03      99.133                8.67
      MU0  10/10/03  10/15/02      98.280               17.20
      MY2  10/14/03  01/23/03      99.105                8.95
      MZ9  10/15/03  01/16/03      99.069                9.31
313384NA3  10/16/03  10/29/02      98.455               15.45
      NB1  10/17/03  10/23/02      98.236               17.64
      NE5  10/20/03  10/28/02      98.423               15.77
      NF2  10/21/03  02/03/03      99.126                8.74
      NG0  10/22/03  11/01/02      98.550               14.50
      NH8  10/23/03  10/28/02      98.410               15.90
      NJ4  10/24/03  10/31/02      98.549               14.51
      NM7  10/27/03  11/01/02      98.570               14.30
      NN5  10/28/03  04/30/03      99.417                5.83
      NP0  10/29/03  11/05/02      98.538               14.62
      NQ8  10/30/03  11/19/02      98.678               13.22
      NR6  10/31/03  11/05/02      98.540               14.60
      NU9  11/03/03  11/08/02      98.614               13.86
      NV7  11/04/03  11/12/02      98.622               13.78
      NW5  11/05/03  11/13/02      98.661               13.39
      NX3  11/06/03  11/13/02      98.638               13.62
      NY1  11/07/03  11/13/02      98.644               13.56
313384PB9  11/10/03  11/20/02      98.619               13.81
      PD5  11/12/03  11/27/02      98.639               13.61
      PE3  11/13/03  05/13/03      99.417                5.83
      PF0  11/14/03  11/19/02      98.580               14.20
      PJ2  11/17/03  11/22/02      98.560               14.40
      PK9  11/18/03  02/19/03      99.071                9.29
      PL7  11/19/03  05/21/03      99.448                5.52
      PM5  11/20/03  11/25/02      98.550               14.50
      PN3  11/21/03  11/26/02      98.502               14.98
      PR4  11/24/03  01/31/03      98.985               10.15
      PS2  11/25/03  02/06/03      98.986               10.14
      PT0  11/26/03  12/02/02      98.484               15.16
      PV5  11/28/03  12/04/02      98.504               14.96
      PY9  12/01/03  12/06/02      98.610               13.90
      PZ6  12/02/03  03/04/03      99.075                9.25
313384QA0  12/03/03  03/05/03      99.098                9.02
      QB8  12/04/03  12/09/02      98.600               14.00
      QC6  12/05/03  12/12/02      98.578               14.22
      QF9  12/08/03  12/13/02      98.581               14.19


                         Section III-C (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      QG7  12/09/03  07/14/03      99.614                3.86
      QH5  12/10/03  12/16/02      98.654               13.46
      QJ1  12/11/03  12/16/02      98.580               14.20
      QK8  12/12/03  12/17/02      98.590               14.10
      QN2  12/15/03  12/20/02      98.632               13.68
      QP7  12/16/03  12/23/02      98.653               13.47
      QQ5  12/17/03  05/15/03      99.316                6.84
      QR3  12/18/03  12/23/02      98.650               13.50
      QS1  12/19/03  12/26/02      98.677               13.23
      QV4  12/22/03  12/30/02      98.748               12.52
      QW2  12/23/03  01/09/03      98.714               12.86
      QX0  12/24/03  12/30/02      98.724               12.76
      QZ5  12/26/03  06/16/03      99.534                4.66
313384RC5  12/29/03  01/07/03      98.675               13.25
      RD3  12/30/03  01/07/03      98.651               13.49
      RE1  12/31/03  07/02/03      99.509                4.91


                                 Section III-D

                    FEDERAL NATIONAL MORTGAGE ASSOCIATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2003

                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313588AB1  01/02/03  02/11/02       98.149               18.51
      AC9  01/03/03  09/05/02       99.467                5.33
      AF2  01/06/03  04/05/02       98.214               17.86
      AG0  01/07/03  08/01/02       99.276                7.24
      AH8  01/08/03  04/24/02       98.446               15.54
      AJ4  01/09/03  04/23/02       98.441               15.59
      AK1  01/10/03  01/16/02       98.135               18.65
      AN5  01/13/03  03/15/02       97.982               20.18
      AP0  01/14/03  09/16/02       99.443                5.57
      AQ8  01/15/03  04/15/02       98.266               17.34
      AR6  01/16/03  03/21/02       97.910               20.90
      AS4  01/17/03  03/14/02       97.949               20.51
      AW5  01/21/03  04/25/02       98.382               16.18
      AX3  01/22/03  04/25/02       98.398               16.02
      AY1  01/23/03  05/17/02       98.543               14.57
      AZ8  01/24/03  04/25/02       98.364               16.36
313588BC8  01/27/03  06/07/02       98.707               12.93
      BD6  01/28/03  12/05/02       99.810                1.90
      BE4  01/29/03  06/24/02       98.893               11.07
      BF1  01/30/03  04/29/02       98.375               16.25
      BG9  01/31/03  04/02/02       97.923               20.77
      BK0  02/03/03  02/08/02       97.847               21.53
      BL8  02/04/03  04/02/02       97.793               22.07
      BM6  02/05/03  05/09/02       98.383               16.17
      BN4  02/06/03  05/03/02       98.349               16.51
      BP9  02/07/03  02/13/02       97.737               22.63
      BS3  02/10/03  04/08/02       97.981               20.19
      BT1  02/11/03  05/13/02       98.424               15.76
      BU8  02/12/03  08/14/02       99.229                7.71
      BV6  02/13/03  09/12/02       99.281                7.19
      BW4  02/14/03  03/12/02       97.618               23.82
313588CA1  02/18/03  04/19/02       98.085               19.15
      CB9  02/19/03  08/21/02       99.178                8.22
      CC7  02/20/03  04/24/02       98.112               18.88
      CD5  02/21/03  04/19/02       98.066               19.34
      CG8  02/24/03  12/17/02       99.755                2.45
      CH6  02/25/03  03/18/02       97.496               25.04
      CJ2  02/26/03  03/04/02       97.676               23.24
      CK9  02/27/03  03/08/02       97.459               25.41
      CL7  02/28/03  04/24/02       98.054               19.46
      CP8  03/03/03  05/06/02       98.177               18.23
      CQ6  03/04/03  10/02/02       99.341                6.59
      CR4  03/05/03  09/04/02       99.191                8.09
      CS2  03/06/03  06/04/02       98.411               15.89
      CT0  03/07/03  03/13/02       97.442               25.58
      CW3  03/10/03  06/11/02       98.451               15.49
      CX1  03/11/03  06/11/02       98.445               15.55
      CY9  03/12/03  08/15/02       99.089                9.11
      CZ6  03/13/03  10/10/02       99.333                6.67


                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313588DA0  03/14/03  04/17/02       97.839               21.61
      DD4  03/17/03  08/27/02       99.085                9.15
      DE2  03/18/03  01/14/03       99.787                2.13
      DF9  03/19/03  09/18/02       99.161                8.39
      DG7  03/20/03  11/22/02       99.590                4.10
      DH5  03/21/03  08/23/02       99.061                9.39
      DL6  03/24/03  07/10/02       98.729               12.71
      DM4  03/25/03  04/18/02       97.793               22.07
      DN2  03/26/03  09/25/02       99.163                8.37
      DP7  03/27/03  11/25/02       99.573                4.27
      DQ5  03/28/03  08/01/02       98.911               10.89
      DT9  03/31/03  04/25/02       97.866               21.34
      DU6  04/01/03  06/21/02       98.477               15.23
      DV4  04/02/03  10/02/02       99.216                7.84
      DW2  04/03/03  11/05/02       99.441                5.59
      DX0  04/04/03  04/10/02       97.467               25.33
313588EA9  04/07/03  07/08/02       98.590               14.10
      EB7  04/08/03  11/13/02       99.497                5.03
      EC5  04/09/03  06/14/02       98.331               16.69
      ED3  04/10/03  07/11/02       98.627               13.73
      EE1  04/11/03  11/05/02       99.411                5.89
      EH4  04/14/03  08/14/02       98.988               10.12
      EJ0  04/15/03  07/11/02       98.602               13.98
      EK7  04/16/03  10/16/02       99.156                8.44
      EL5  04/17/03  08/08/02       98.915               10.85
      EM3  04/18/03  08/13/02       98.925               10.75
      EQ4  04/21/03  08/28/02       98.892               11.08
      ER2  04/22/03  11/26/02       99.481                5.19
      ES0  04/23/03  10/23/02       99.148                8.52
      ET8  04/24/03  08/23/02       98.888               11.12
      EU5  04/25/03  08/29/02       98.905               10.95
      EX9  04/28/03  06/05/02       97.984               20.16
      EY7  04/29/03  12/18/02       99.527                4.73
      EZ4  04/30/03  06/27/02       98.439               15.61
313588FA8  05/01/03  08/07/02       98.850               11.50
      FB6  05/02/03  05/08/02       97.686               23.14
      FE0  05/05/03  08/06/02       98.829               11.71
      FF7  05/06/03  09/04/02       98.909               10.91
      FG5  05/07/03  11/06/02       99.297                7.03
      FH3  05/08/03  08/09/02       98.821               11.79
      FJ9  05/09/03  12/04/02       99.454                5.46
      FM2  05/12/03  08/13/02       98.814               11.86
      FN0  05/13/03  01/15/03       99.600                4.00
      FP5  05/14/03  11/13/02       99.376                6.24
      FQ3  05/15/03  05/20/02       97.590               24.10
      FR1  05/16/03  08/16/02       98.809               11.91
      FU4  05/19/03  08/29/02       98.751               12.49
      FV2  05/20/03  08/28/02       98.741               12.59
      FW0  05/21/03  11/20/02       99.368                6.32


                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      FX8  05/22/03  08/28/02       98.732               12.68
      FY6  05/23/03  05/30/02       97.653               23.47
313588GC3  05/27/03  11/13/02       99.323                6.77
      GD1  05/28/03  11/13/02       99.319                6.81
      GE9  05/29/03  11/13/02       99.316                6.84
      GF6  05/30/03  06/05/02       97.696               23.04
      GJ8  06/02/03  08/12/02       98.677               13.23
      GK5  06/03/03  06/28/02       98.158               18.42
      GL3  06/04/03  12/04/02       99.350                6.50
      GM1  06/05/03  01/08/03       99.498                5.02
      GN9  06/06/03  12/09/02       99.369                6.31
      GR0  06/09/03  02/11/03       99.597                4.03
      GS8  06/10/03  01/29/03       99.564                4.36
      GT6  06/11/03  12/11/02       99.364                6.36
      GU3  06/12/03  01/14/03       99.491                5.09
      GV1  06/13/03  09/13/02       98.749               12.51
      GY5  06/16/03  08/16/02       98.674               13.26
      GZ2  06/17/03  08/21/02       98.642               13.58
313588HA6  06/18/03  09/26/02       98.844               11.56
      HB4  06/19/03  01/14/03       99.467                5.33
      HC2  06/20/03  06/25/02       97.920               20.80
      HF5  06/23/03  01/21/03       99.482                5.18
      HG3  06/24/03  11/18/02       99.213                7.87
      HH1  06/25/03  12/24/02       99.359                6.41
      HJ7  06/26/03  01/21/03       99.471                5.29
      HK4  06/27/03  07/03/02       98.022               19.78
      HN8  06/30/03  07/12/02       98.147               18.53
      HP3  07/01/03  08/19/02       98.552               14.48
      HQ1  07/02/03  01/02/03       99.385                6.15
      HR9  07/03/03  02/03/03       99.500                5.00
      HV0  07/07/03  12/04/02       99.200                8.00
      HW8  07/08/03  01/28/03       99.468                5.32
      HX6  07/09/03  01/08/03       99.376                6.24
      HY4  07/10/03  02/19/03       99.522                4.78
      HZ1  07/11/03  10/04/02       98.802               11.98
313588JC0  07/14/03  10/16/02       98.750               12.50
      JD8  07/15/03  12/12/02       99.236                7.64
      JE6  07/16/03  12/11/02       99.222                7.78
      JF3  07/17/03  11/12/02       99.108                8.92
      JG1  07/18/03  10/16/02       98.732               12.68
      JK2  07/21/03  10/23/02       98.728               12.72
      JL0  07/22/03  03/25/03       99.613                3.87
      JM8  07/23/03  01/22/03       99.398                6.02
      JN6  07/24/03  02/25/03       99.499                5.01
      JP1  07/25/03  07/31/02       98.158               18.42
      JS5  07/28/03  03/14/03       99.577                4.23
      JT3  07/29/03  03/05/03       99.521                4.79
      JU0  07/30/03  01/29/03       99.400                6.00
      JV8  07/31/03  01/23/03       99.370                6.30


                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      JW6  08/01/03  11/26/02       99.070                9.30
      JZ9  08/04/03  11/08/02       99.036                9.64
313588KA2  08/05/03  03/03/03       99.475                5.25
      KB0  08/06/03  02/05/03       99.391                6.09
      KC8  08/07/03  11/07/02       99.022                9.78
      KD6  08/08/03  12/10/02       99.143                8.57
      KG9  08/11/03  11/13/02       99.036                9.64
      KH7  08/12/03  06/05/03       99.790                2.10
      KJ3  08/13/03  12/17/02       99.144                8.56
      KK0  08/14/03  11/15/02       99.018                9.82
      KL8  08/15/03  09/10/02       98.456               15.44
      KP9  08/18/03  04/21/03       99.607                3.93
      KQ7  08/19/03  04/23/03       99.610                3.90
      KR5  08/20/03  12/12/02       99.094                9.06
      KS3  08/21/03  03/18/03       99.510                4.90
      KT1  08/22/03  08/28/02       98.235               17.65
      KW4  08/25/03  12/24/02       99.132                8.68
      KX2  08/26/03  03/26/03       99.503                4.97
      KY0  08/27/03  02/26/03       99.388                6.12
      KZ7  08/28/03  12/27/02       99.153                8.47
313588LA1  08/29/03  10/04/02       98.547               14.53
      LE3  09/02/03  11/26/02       98.911               10.89
      LF0  09/03/03  03/05/03       99.401                5.99
      LG8  09/04/03  03/31/03       99.512                4.88
      LH6  09/05/03  10/24/02       98.490               15.10
      LL7  09/08/03  12/11/02       98.999               10.01
      LM5  09/09/03  12/12/02       99.006                9.94
      LN3  09/10/03  01/10/03       99.177                8.23
      LP8  09/11/03  12/10/02       98.984               10.16
      LQ6  09/12/03  12/10/02       98.980               10.20
      LT0  09/15/03  02/13/03       99.269                7.31
      LU7  09/16/03  04/16/03       99.494                5.06
      LV5  09/17/03  03/19/03       99.416                5.84
      LW3  09/18/03  12/19/02       99.022                9.78
      LX1  09/19/03  09/25/02       98.320               16.80
313588MA0  09/22/03  12/24/02       99.025                9.75
      MB8  09/23/03  07/15/03       99.811                1.89
      MC6  09/24/03  03/26/03       99.409                5.91
      MD4  09/25/03  11/15/02       98.840               11.60
      ME2  09/26/03  05/28/03       99.627                3.73
      MH5  09/29/03  07/21/03       99.808                1.92
      MJ1  09/30/03  01/29/03       99.187                8.13
      MK8  10/01/03  12/05/02       98.858               11.42
      ML6  10/02/03  01/02/03       99.067                9.33
      MM4  10/03/03  01/06/03       99.033                9.67
      MQ5  10/06/03  02/13/03       99.204                7.96
      MR3  10/07/03  02/04/03       99.170                8.30
      MS1  10/08/03  04/09/03       99.430                5.70
      MT9  10/09/03  05/16/03       99.546                4.54


                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      MU6  10/10/03  02/14/03       99.193                8.07
      MY8  10/14/03  05/19/03       99.552                4.48
      MZ5  10/15/03  12/05/02       98.744               12.56
313588NA9  10/16/03  08/13/03       99.815                1.85
      NB7  10/17/03  10/23/02       98.217               17.83
      NE1  10/20/03  01/15/03       99.042                9.58
      NF8  10/21/03  01/15/03       99.039                9.61
      NG6  10/22/03  01/14/03       99.017                9.83
      NH4  10/23/03  01/24/03       99.078                9.22
      NJ0  10/24/03  01/23/03       99.071                9.29
      NM3  10/27/03  01/30/03       99.070                9.30
      NN1  10/28/03  06/03/03       99.539                4.61
      NP6  10/29/03  04/30/03       99.414                5.86
      NQ4  10/30/03  01/27/03       99.072                9.28
      NR2  10/31/03  12/06/02       98.766               12.34
      NU5  11/03/03  12/06/02       98.755               12.45
      NV3  11/04/03  06/02/03       99.513                4.87
      NW1  11/05/03  05/07/03       99.442                5.58
      NX9  11/06/03  06/04/03       99.539                4.61
      NY7  11/07/03  02/05/03       99.060                9.40
313588PB5  11/10/03  06/04/03       99.527                4.73
      PD1  11/12/03  05/14/03       99.429                5.71
      PE9  11/13/03  04/17/03       99.318                6.82
      PF6  11/14/03  11/20/02       98.581               14.19
      PJ8  11/17/03  02/19/03       99.082                9.18
      PK5  11/18/03  07/10/03       99.642                3.58
      PL3  11/19/03  05/21/03       99.454                5.46
      PM1  11/20/03  01/29/03       99.000               10.00
      PN9  11/21/03  01/28/03       98.994               10.06
      PR0  11/24/03  06/19/03       99.596                4.04
      PS8  11/25/03  04/22/03       99.295                7.05
      PT6  11/26/03  01/24/03       98.963               10.37
      PV1  11/28/03  08/04/03       99.652                3.48
      PY5  12/01/03  12/13/02       98.647               13.53
      PZ2  12/02/03  03/05/03       99.078                9.22
313588QA6  12/03/03  03/05/03       99.075                9.25
      QB4  12/04/03  02/27/03       99.051                9.49
      QC2  12/05/03  03/27/03       99.192                8.08
      QF5  12/08/03  03/11/03       99.207                7.93
      QG3  12/09/03  08/01/03       99.610                3.90
      QH1  12/10/03  02/18/03       99.000               10.00
      QJ7  12/11/03  01/27/03       98.931               10.69
      QK4  12/12/03  12/18/02       98.613               13.87
      QN8  12/15/03  02/14/03       98.970               10.30
      QP3  12/16/03  02/05/03       98.910               10.90
      QQ1  12/17/03  02/14/03       98.963               10.37
      QR9  12/18/03  01/24/03       98.870               11.30
      QS7  12/19/03  02/04/03       98.896               11.04
      QV0  12/22/03  02/19/03       98.963               10.37


                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      QW8  12/23/03  01/27/03       98.873               11.27
      QX6  12/24/03  01/27/03       98.842               11.58
      QZ1  12/26/03  01/28/03       98.866               11.34
313588RC1  12/29/03  01/24/03       98.814               11.86
      RD9  12/30/03  02/04/03       98.858               11.42
      RE7  12/31/03  01/23/03       98.794               12.06


                                 Section III-E

                          FEDERAL FARM CREDIT BANKS
                    Consolidated Systemwide Discount Notes

                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2003


                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313312AB6  01/02/03  01/11/02         97.933             20.67
      AC4  01/03/03  11/01/02         99.739              2.61
      AF7  01/06/03  10/02/02         99.563              4.37
      AG5  01/07/03  11/13/02         99.811              1.89
      AH3  01/08/03  11/12/02         99.804              1.96
      AJ9  01/09/03  09/09/02         99.427              5.73
      AK6  01/10/03  06/21/02         98.957             10.43
      AN0  01/13/03  10/22/02         99.606              3.94
      AP5  01/14/03  10/24/02         99.611              3.89
      AQ3  01/15/03  01/29/02         97.816             21.84
      AR1  01/16/03  01/16/02         98.074             19.26
      AS9  01/17/03  08/26/02         99.328              6.72
      AW0  01/21/03  10/21/02         99.566              4.34
      AX8  01/22/03  01/22/02         97.993             20.07
      AY6  01/23/03  05/01/02         98.398             16.02
      AZ3  01/24/03  01/24/02         97.888             21.12
313312BC3  01/27/03  10/29/02         99.588              4.12
      BD1  01/28/03  10/30/02         99.605              3.95
      BE9  01/29/03  01/29/02         97.688             23.12
      BF6  01/30/03  01/30/02         97.759             22.41
      BG4  01/31/03  09/19/02         99.371              6.29
      BK5  02/03/03  02/05/02         97.792             22.08
      BL3  02/04/03  12/03/02         99.774              2.26
      BM1  02/05/03  12/04/02         99.774              2.26
      BN9  02/06/03  06/28/02         98.866             11.34
      BP4  02/07/03  02/07/02         97.759             22.41
      BS8  02/10/03  12/13/02         99.789              2.11
      BT6  02/11/03  05/17/02         98.358             16.42
      BU3  02/12/03  06/05/02         98.551             14.49
      BV1  02/13/03  02/13/02         97.698             23.02
      BW9  02/14/03  04/09/02         97.866             21.34
313312CA6  02/18/03  12/17/02         99.774              2.26
      CB4  02/19/03  11/19/02         99.678              3.22
      CC2  02/20/03  11/20/02         99.681              3.19
      CD0  02/21/03  12/19/02         99.771              2.29
      CG3  02/24/03  10/25/02         99.427              5.73
      CH1  02/25/03  02/25/02         97.759             22.41
      CJ7  02/26/03  02/26/02         97.729             22.71
      CK4  02/27/03  09/30/02         99.317              6.83
      CL2  02/28/03  12/03/02         99.688              3.12
      CP3  03/03/03  03/13/02         97.436             25.64
      CQ1  03/04/03  08/21/02         99.095              9.05
      CR9  03/05/03  12/04/02         99.674              3.26
      CS7  03/06/03  03/07/02         97.573             24.27
      CT5  03/07/03  03/08/02         97.381             26.19
      CW8  03/10/03  09/04/02         99.148              8.52



                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      CX6  03/11/03  12/09/02         99.675              3.25
      CY4  03/12/03  03/13/02         97.371             26.29
      CZ1  03/13/03  03/14/02         97.391             26.09
313312DA5  03/14/03  06/04/02         98.333             16.67
      DD9  03/17/03  10/23/02         99.315              6.85
      DE7  03/18/03  11/18/02         99.577              4.23
      DF4  03/19/03  02/26/03         99.927              0.73
      DG2  03/20/03  05/24/02         98.142             18.58
      DH0  03/21/03  09/17/02         99.116              8.84
      DL1  03/24/03  12/30/02         99.706              2.94
      DM9  03/25/03  12/31/02         99.711              2.89
      DN7  03/26/03  03/04/03         99.924              0.76
      DP2  03/27/03  03/06/03         99.929              0.71
      DQ0  03/28/03  03/04/03         99.917              0.83
      DT4  03/31/03  09/20/02         99.104              8.96
      DU1  04/01/03  01/02/03         99.691              3.09
      DV9  04/02/03  03/03/03         99.896              1.04
      DW7  04/03/03  03/18/03         99.948              0.52
      DX5  04/04/03  10/04/02         99.181              8.19
313312EA4  04/07/03  10/08/02         99.196              8.04
      EB2  04/08/03  11/21/02         99.509              4.91
      EC0  04/09/03  03/20/03         99.934              0.66
      ED8  04/10/03  10/11/02         99.196              8.04
      EE6  04/11/03  08/16/02         98.922             10.78
      EH9  04/14/03  06/14/02         98.168             18.32
      EJ5  04/15/03  06/17/02         98.297             17.03
      EK2  04/16/03  04/01/03         99.950              0.50
      EL0  04/17/03  04/01/03         99.947              0.53
      EQ9  04/21/03  03/31/03         99.929              0.71
      ER7  04/22/03  10/22/02         99.130              8.70
      ES5  04/23/03  04/04/03         99.938              0.62
      ET3  04/24/03  04/04/03         99.934              0.66
      EU0  04/25/03  11/26/02         99.458              5.42
      EX4  04/28/03  10/29/02         99.206              7.94
      EY2  04/29/03  10/30/02         99.236              7.64
      EZ9  04/30/03  05/01/02         97.563             24.37
313312FA3  05/01/03  09/20/02         98.959             10.41
      FB1  05/02/03  03/11/03         99.840              1.60
      FE5  05/05/03  11/04/02         99.257              7.43
      FF2  05/06/03  10/31/02         99.221              7.79
      FG0  05/07/03  11/06/02         99.272              7.28
      FH8  05/08/03  04/21/03         99.944              0.56
      FJ4  05/09/03  10/09/02         99.058              9.42
      FM7  05/12/03  02/12/03         99.696              3.04
      FN5  05/13/03  04/22/03         99.931              0.69
      FP0  05/14/03  08/12/02         98.778             12.22



                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      FQ8  05/15/03  07/23/02         98.528             14.72
      FR6  05/16/03  08/13/02         98.758             12.42
      FU9  05/19/03  02/19/03         99.696              3.04
      FV7  05/20/03  02/20/03         99.696              3.04
      FW5  05/21/03  05/01/03         99.935              0.65
      FX3  05/22/03  11/22/02         99.346              6.54
      FY1  05/23/03  05/24/02         97.573             24.27
313312GC8  05/27/03  02/26/03         99.690              3.10
      GD6  05/28/03  09/30/02         98.933             10.67
      GE4  05/29/03  05/01/03         99.909              0.91
      GF1  05/30/03  09/27/02         98.863             11.37
      GJ3  06/02/03  12/18/02         99.401              5.99
      GK0  06/03/03  12/03/02         99.328              6.72
      GL8  06/04/03  04/23/03         99.861              1.39
      GM6  06/05/03  12/09/02         99.367              6.33
      GN4  06/06/03  12/06/02         99.353              6.47
      GR5  06/09/03  01/07/03         99.465              5.35
      GS3  06/10/03  09/19/02         98.768             12.32
      GT1  06/11/03  11/13/02         99.253              7.47
      GU8  06/12/03  09/04/02         98.720             12.80
      GV6  06/13/03  12/13/02         99.343              6.57
      GY0  06/16/03  10/03/02         98.905             10.95
      GZ7  06/17/03  09/30/02         98.844             11.56
313312HA1  06/18/03  08/12/02         98.614             13.86
      HB9  06/19/03  12/17/02         99.336              6.64
      HC7  06/20/03  04/24/03         99.813              1.87
      HF0  06/23/03  05/30/03         99.919              0.81
      HG8  06/24/03  12/24/02         99.348              6.52
      HH6  06/25/03  12/18/02         99.318              6.82
      HJ2  06/26/03  06/10/03         99.948              0.52
      HK9  06/27/03  05/09/03         99.841              1.59
      HN3  06/30/03  12/30/02         99.358              6.42
      HP8  07/01/03  09/20/02         98.667             13.33
      HQ6  07/02/03  01/02/03         99.367              6.33
      HR4  07/03/03  01/03/03         99.361              6.39
      HV5  07/07/03  01/07/03         99.361              6.39
      HW3  07/08/03  05/28/03         99.866              1.34
      HX1  07/09/03  11/15/02         99.108              8.92
      HY9  07/10/03  05/29/03         99.861              1.39
      HZ6  07/11/03  01/14/03         99.377              6.23
313312JC5  07/14/03  11/14/02         99.119              8.81
      JD3  07/15/03  08/22/02         98.420             15.80
      JE1  07/16/03  05/21/03         99.821              1.79
      JF8  07/17/03  05/30/03         99.841              1.59
      JG6  07/18/03  09/12/02         98.498             15.02
      JK7  07/21/03  09/17/02         98.499             15.01



                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      JL5  07/22/03  10/25/02         98.748             12.52
      JM3  07/23/03  06/11/03         99.872              1.28
      JN1  07/24/03  06/12/03         99.876              1.24
      JP6  07/25/03  09/26/02         98.582             14.18
      JS0  07/28/03  10/29/02         98.821             11.79
      JT8  07/29/03  12/30/02         99.250              7.50
      JU5  07/30/03  10/31/02         98.867             11.33
      JV3  07/31/03  01/30/03         99.373              6.27
      JW1  08/01/03  01/02/03         99.262              7.38
      JZ4  08/04/03  11/04/02         98.900             11.00
313312KA7  08/05/03  08/08/02         98.371             16.29
      KB5  08/06/03  10/29/02         98.775             12.25
      KC3  08/07/03  02/06/03         99.378              6.22
      KD1  08/08/03  06/09/03         99.815              1.85
      KG4  08/11/03  05/09/03         99.700              3.00
      KH2  08/12/03  05/20/03         99.732              2.68
      KJ8  08/13/03  07/11/03         99.911              0.89
      KK5  08/14/03  08/30/02         98.313             16.87
      KL3  08/15/03  11/07/02         98.962             10.38
      KP4  08/18/03  07/22/03         99.927              0.73
      KQ2  08/19/03  08/07/03         99.968              0.32
      KR0  08/20/03  05/20/03         99.706              2.94
      KS8  08/21/03  08/30/02         98.279             17.21
      KT6  08/22/03  01/09/03         99.200              8.00
      KW9  08/25/03  02/24/03         99.373              6.27
      KX7  08/26/03  08/18/03         99.978              0.22
      KY5  08/27/03  02/26/03         99.373              6.27
      KZ2  08/28/03  08/21/03         99.982              0.18
313312LA6  08/29/03  10/22/02         98.462             15.38
      LE8  09/02/03  06/02/03         99.701              2.99
      LF5  09/03/03  12/13/02         99.017              9.83
      LG3  09/04/03  07/02/03         99.828              1.72
      LH1  09/05/03  11/06/02         98.771             12.29
      LL2  09/08/03  05/12/03         99.617              3.83
      LM0  09/09/03  07/10/03         99.836              1.64
      LN8  09/10/03  07/15/03         99.845              1.55
      LP3  09/11/03  08/13/03         99.917              0.83
      LQ1  09/12/03  07/11/03         99.830              1.70
      LT5  09/15/03  12/17/02         98.980             10.20
      LU2  09/16/03  09/02/03         99.961              0.39
      LV0  09/17/03  06/17/03         99.760              2.40
      LW8  09/18/03  08/15/03         99.904              0.96
      LX6  09/19/03  04/23/03         99.503              4.97
313312MA5  09/22/03  05/07/03         99.563              4.37
      MB3  09/23/03  03/27/03         99.405              5.95
      MC1  09/24/03  10/31/02         98.624             13.76



                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      MD9  09/25/03  09/04/03         99.942              0.58
      ME7  09/26/03  12/13/02         98.924             10.76
      MH0  09/29/03  02/28/03         99.260              7.40
      MJ6  09/30/03  09/17/03         99.966              0.34
      MK3  10/01/03  07/01/03         99.752              2.48
      ML1  10/02/03  10/02/02         98.398             16.02
      MM9  10/03/03  02/03/03         99.160              8.40
      MQ0  10/06/03  02/03/03         99.149              8.51
      MR8  10/07/03  11/07/02         98.710             12.90
      MS6  10/08/03  07/15/03         99.769              2.31
      MT4  10/09/03  04/23/03         99.432              5.68
      MU1  10/10/03  07/11/03         99.755              2.45
      MY3  10/14/03  11/13/02         98.707             12.93
      MZ0  10/15/03  12/27/02         98.929             10.71
313312NA4  10/16/03  09/10/03         99.899              1.01
      NB2  10/17/03  10/18/02         98.210             17.90
      NE6  10/20/03  09/26/03         99.932              0.68
      NF3  10/21/03  10/03/03         99.951              0.49
      NG1  10/22/03  10/03/03         99.948              0.52
      NH9  10/23/03  10/06/03         99.954              0.46
      NJ5  10/24/03  07/29/03         99.751              2.49
      NM8  10/27/03  02/03/03         99.069              9.31
      NN6  10/28/03  12/30/02         98.909             10.91
      NP1  10/29/03  10/08/03         99.945              0.55
      NQ9  10/30/03  10/10/03         99.947              0.53
      NR7  10/31/03  11/01/02         98.514             14.86
      NU0  11/03/03  12/13/02         98.723             12.77
      NV8  11/04/03  11/04/02         98.459             15.41
      NW6  11/05/03  09/05/03         99.827              1.73
      NX4  11/06/03  11/06/02         98.479             15.21
      NY2  11/07/03  11/07/02         98.560             14.40
313312PB0  11/10/03  05/06/03         99.389              6.11
      PD6  11/12/03  09/12/03         99.829              1.71
      PE4  11/13/03  12/27/02         98.814             11.86
      PF1  11/14/03  04/24/03         99.320              6.80
      PJ3  11/17/03  12/04/02         98.540             14.60
      PK0  11/18/03  09/26/03         99.848              1.52
      PL8  11/19/03  09/19/03         99.831              1.69
      PM6  11/20/03  04/24/03         99.300              7.00
      PN4  11/21/03  11/22/02         98.443             15.57
      PR5  11/24/03  05/23/03         99.430              5.70
      PS3  11/25/03  11/27/02         98.467             15.33
      PT1  11/26/03  08/26/03         99.734              2.66
      PY0  12/01/03  05/01/03         99.316              6.84
      PZ7  12/02/03  06/03/03         99.424              5.76
313312QA1  12/03/03  12/03/02         98.428             15.72



                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      QB9  12/04/03  10/03/03         99.826              1.74
      QC7  12/05/03  01/31/03         98.922             10.78
      QF0  12/08/03  09/08/03         99.740              2.60
      QG8  12/09/03  11/13/03         99.929              0.71
      QH6  12/10/03  12/10/02         98.530             14.70
      QJ2  12/11/03  11/14/03         99.926              0.74
      QK9  12/12/03  09/05/03         99.720              2.80
      QN3  12/15/03  02/26/03         98.986             10.14
      QP8  12/16/03  10/21/03         99.843              1.57
      QQ6  12/17/03  09/15/03         99.734              2.66
      QR4  12/18/03  12/18/02         98.560             14.40
      QS2  12/19/03  03/27/03         99.117              8.83
      QV5  12/22/03  09/24/03         99.750              2.50
      QW3  12/23/03  09/23/03         99.742              2.58
313312RC6  12/29/03  02/28/03         98.944             10.56
      RD4  12/30/03  12/30/02         98.652             13.48
      RE2  12/31/03  10/02/03         99.748              2.52




                                Section III-F

                    FEDERAL HOME LOAN MORTGAGE CORPORATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2003

                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313396AB9  01/02/03  01/02/02       97.729               22.71
      AC7  01/03/03  02/21/02       98.183               18.17
      AF0  01/06/03  01/15/02       98.190               18.10
      AG8  01/07/03  11/12/02       99.810                1.90
      AH6  01/08/03  01/09/02       97.890               21.10
      AJ2  01/09/03  10/08/02       99.575                4.25
      AK9  01/10/03  01/11/02       97.927               20.73
      AN3  01/13/03  01/18/02       98.000               20.00
      AP8  01/14/03  11/18/02       99.803                1.97
      AQ6  01/15/03  07/12/02       99.117                8.83
      AR4  01/16/03  10/15/02       99.563                4.37
      AS2  01/17/03  02/01/02       97.832               21.68
      AW3  01/21/03  11/25/02       99.803                1.97
      AX1  01/22/03  02/05/02       97.943               20.57
      AY9  01/23/03  10/22/02       99.561                4.39
      AZ6  01/24/03  07/11/02       99.064                9.36
313396BC6  01/27/03  03/13/02       97.849               21.51
      BD4  01/28/03  12/02/02       99.799                2.01
      BE2  01/29/03  06/20/02       98.885               11.15
      BF9  01/30/03  01/30/02       97.668               23.32
      BG7  01/31/03  03/15/02       97.764               22.36
      BK8  02/03/03  07/25/02       99.126                8.74
      BL6  02/04/03  12/09/02       99.799                2.01
      BM4  02/05/03  02/07/02       97.872               21.28
      BN2  02/06/03  11/05/02       99.632                3.68
      BP7  02/07/03  02/07/02       97.861               21.39
      BS1  02/10/03  10/24/02       99.488                5.12
      BT9  02/11/03  12/16/02       99.797                2.03
      BU6  02/12/03  02/14/02       97.762               22.38
      BV4  02/13/03  11/12/02       99.680                3.20
      BW2  02/14/03  02/15/02       97.755               22.45
313396CA9  02/18/03  12/23/02       99.798                2.02
      CB7  02/19/03  10/22/02       99.443                5.57
      CC5  02/20/03  10/16/02       99.425                5.75
      CD3  02/21/03  11/07/02       99.635                3.65
      CG6  02/24/03  11/15/02       99.654                3.46
      CH4  02/25/03  12/30/02       99.802                1.98
      CJ0  02/26/03  01/08/03       99.834                1.66
      CK7  02/27/03  02/27/02       97.729               22.71
      CL5  02/28/03  06/17/02       98.663               13.37
      CP6  03/03/03  03/07/02       97.643               23.57
      CQ4  03/04/03  01/06/03       99.804                1.96
      CR2  03/05/03  12/31/02       99.787                2.13
      CS0  03/06/03  12/03/02       99.672                3.28
      CT8  03/07/03  03/27/02       97.413               25.87
      CW1  03/10/03  12/27/02       99.749                2.51
      CX9  03/11/03  01/13/03       99.807                1.93
      CY7  03/12/03  10/18/02       99.331                6.69


                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      CZ4  03/13/03  12/10/02       99.669                3.31
313396DA8  03/14/03  07/09/02       98.746               12.54
      DD2  03/17/03  10/18/02       99.317                6.83
      DE0  03/18/03  01/21/03       99.812                1.88
      DF7  03/19/03  03/21/02       97.439               25.61
      DG5  03/20/03  12/17/02       99.671                3.29
      DH3  03/21/03  04/18/02       97.847               21.53
      DL4  03/24/03  03/18/03       99.981                0.19
      DM2  03/25/03  01/27/03       99.812                1.88
      DN0  03/26/03  10/16/02       99.271                7.29
      DP5  03/27/03  03/27/02       97.162               28.38
      DQ3  03/28/03  06/17/02       98.470               15.30
      DT7  03/31/03  04/08/02       97.442               25.58
      DU4  04/01/03  10/01/02       99.242                7.58
      DV2  04/02/03  04/03/02       97.270               27.30
      DW0  04/03/03  12/03/02       99.577                4.23
      DX8  04/04/03  12/13/02       99.611                3.89
313396EA7  04/07/03  04/08/02       97.422               25.78
      EB5  04/08/03  02/10/03       99.807                1.93
      EC3  04/09/03  12/17/02       99.598                4.02
      ED1  04/10/03  01/07/03       99.678                3.22
      EE9  04/11/03  04/17/02       97.527               24.73
      EH2  04/14/03  12/16/02       99.580                4.20
      EJ8  04/15/03  05/30/02       98.018               19.82
      EK5  04/16/03  07/05/02       98.504               14.96
      EL3  04/17/03  01/14/03       99.681                3.19
      EM1  04/18/03  05/24/02       97.953               20.47
      EQ2  04/21/03  11/21/02       99.480                5.20
      ER0  04/22/03  01/31/03       99.730                2.70
      ES8  04/23/03  12/18/02       99.556                4.44
      ET6  04/24/03  04/24/02       97.486               25.14
      EU3  04/25/03  05/01/02       97.657               23.43
      EX7  04/28/03  06/04/02       98.014               19.86
      EY5  04/29/03  02/26/03       99.792                2.08
      EZ2  04/30/03  05/29/02       97.825               21.75
313396FA6  05/01/03  12/24/02       99.559                4.41
      FB4  05/02/03  05/03/02       97.654               23.46
      FE8  05/05/03  04/28/03       99.978                0.22
      FF5  05/06/03  03/10/03       99.824                1.76
      FG3  05/07/03  05/06/03       99.997                0.03
      FH1  05/08/03  02/04/03       99.683                3.17
      FJ7  05/09/03  05/24/02       97.774               22.26
      FM0  05/12/03  05/09/03       99.991                0.09
      FN8  05/13/03  03/17/03       99.817                1.83
      FP3  05/14/03  11/04/02       99.263                7.37
      FQ1  05/15/03  02/11/03       99.682                3.18
      FR9  05/16/03  10/28/02       99.139                8.61
      FU2  05/19/03  10/18/02       99.012                9.88


                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      FV0  05/20/03  03/24/03       99.812                1.88
      FW8  05/21/03  04/23/03       99.911                0.89
      FX6  05/22/03  05/22/02       97.536               24.64
      FY4  05/23/03  10/24/02       99.027                9.73
313396GC1  05/27/03  03/31/03       99.814                1.86
      GD9  05/28/03  11/14/02       99.334                6.66
      GE7  05/29/03  11/13/02       99.316                6.84
      GF4  05/30/03  07/10/02       98.245               17.55
      GJ6  06/02/03  11/01/02       99.178                8.22
      GK3  06/03/03  07/03/02       98.185               18.15
      GM9  06/05/03  03/04/03       99.683                3.17
      GN7  06/06/03  12/13/02       99.392                6.08
      GR8  06/09/03  04/07/03       99.801                1.99
      GS6  06/10/03  12/02/02       99.314                6.86
      GU1  06/12/03  03/11/03       99.716                2.84
      GV9  06/13/03  06/25/02       98.009               19.91
      GY3  06/16/03  06/25/02       97.993               20.07
      GZ0  06/17/03  02/06/03       99.560                4.40
313396HA4  06/18/03  07/18/02       98.251               17.49
      HB2  06/19/03  06/19/02       97.830               21.70
      HC0  06/20/03  11/18/02       99.239                7.61
      HF3  06/23/03  06/25/02       97.933               20.67
      HG1  06/24/03  01/24/03       99.497                5.03
      HH9  06/25/03  06/27/02       97.983               20.17
      HJ5  06/26/03  01/30/03       99.514                4.86
      HK2  06/27/03  07/01/02       97.994               20.06
      HN6  06/30/03  07/01/02       97.978               20.22
      HP1  07/01/03  12/02/02       99.256                7.44
      HQ9  07/02/03  01/15/03       99.435                5.65
      HR7  07/03/03  04/01/03       99.704                2.96
      HV8  07/07/03  12/05/02       99.239                7.61
      HW6  07/08/03  05/12/03       99.819                1.81
      HX4  07/09/03  05/02/03       99.785                2.15
      HY2  07/10/03  02/25/03       99.546                4.54
      HZ9  07/11/03  08/21/02       98.542               14.58
313396JD6  07/15/03  04/01/03       99.668                3.32
      JE4  07/16/03  02/25/03       99.526                4.74
      JF1  07/17/03  07/17/02       98.053               19.47
      JG9  07/18/03  10/18/02       98.703               12.97
      JK0  07/21/03  11/22/02       99.130                8.70
      JL8  07/22/03  05/08/03       99.768                2.32
      JM6  07/23/03  10/24/02       98.738               12.62
      JN4  07/24/03  04/22/03       99.694                3.06
      JP9  07/25/03  10/25/02       98.749               12.51
      JS3  07/28/03  01/29/03       99.405                5.95
      JT1  07/29/03  06/02/03       99.813                1.87
      JU8  07/30/03  07/30/02       98.155               18.45
      JV6  07/31/03  03/31/03       99.610                3.90


                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      JW4  08/01/03  08/02/02       98.301               16.99
      JZ7  08/04/03  12/04/02       99.096                9.04
313396KA0  08/05/03  03/06/03       99.493                5.07
      KB8  08/06/03  08/05/03       99.998                0.02
      KC6  08/07/03  03/27/03       99.575                4.25
      KD4  08/08/03  09/04/02       98.545               14.55
      KG7  08/11/03  02/26/03       99.442                5.58
      KH5  08/12/03  02/26/03       99.439                5.61
      KJ1  08/13/03  10/15/02       98.624               13.76
      KK8  08/14/03  08/14/02       98.312               16.88
      KL6  08/15/03  08/26/02       98.309               16.91
      KP7  08/18/03  02/25/03       99.415                5.85
      KQ5  08/19/03  02/26/03       99.415                5.85
      KR3  08/20/03  02/05/03       99.341                6.59
      KS1  08/21/03  02/24/03       99.402                5.98
      KT9  08/22/03  08/23/02       98.291               17.09
      KW2  08/25/03  10/01/02       98.606               13.94
      KX0  08/26/03  06/30/03       99.846                1.54
      KY8  08/27/03  01/06/03       99.191                8.09
      KZ5  08/28/03  03/03/03       99.402                5.98
313396LA9  08/29/03  08/29/02       98.276               17.24
      LE1  09/02/03  12/24/02       99.125                8.75
      LF8  09/03/03  09/03/02       98.327               16.73
      LG6  09/04/03  04/03/03       99.521                4.79
      LH4  09/05/03  09/30/02       98.602               13.98
      LL5  09/08/03  03/06/03       99.380                6.20
      LM3  09/09/03  05/27/03       99.673                3.27
      LN1  09/10/03  12/11/02       98.991               10.09
      LP6  09/11/03  09/11/02       98.178               18.22
      LQ4  09/12/03  09/17/02       98.222               17.78
      LT8  09/15/03  12/09/02       99.004                9.96
      LU5  09/16/03  07/02/03       99.795                2.05
      LV3  09/17/03  10/17/02       98.362               16.38
      LW1  09/18/03  06/17/03       99.750                2.50
      LX9  09/19/03  09/19/02       98.276               17.24
313396MA8  09/22/03  10/23/02       98.376               16.24
      MB6  09/23/03  05/15/03       99.585                4.15
      MC4  09/24/03  10/24/02       98.399               16.01
      MD2  09/25/03  05/21/03       99.612                3.88
      ME0  09/26/03  10/21/02       98.376               16.24
      MH3  09/29/03  10/01/02       98.467               15.33
      MJ9  09/30/03  11/26/02       98.802               11.98
      MK6  10/01/03  10/02/02       98.463               15.37
      ML4  10/02/03  05/15/03       99.561                4.39
      MM2  10/03/03  05/05/03       99.518                4.82
      MQ3  10/06/03  05/05/03       99.512                4.88
      MR1  10/07/03  05/22/03       99.582                4.18
      MS9  10/08/03  03/25/03       99.365                6.35


                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      MT7  10/09/03  10/09/02       98.322               16.78
      MU4  10/10/03  05/22/03       99.569                4.31
      MY6  10/14/03  08/05/03       99.796                2.04
      MZ3  10/15/03  10/16/02       98.239               17.61
313396NA7  10/16/03  07/15/03       99.738                2.62
      NB5  10/17/03  10/22/02       98.200               18.00
      NE9  10/20/03  10/22/02       98.185               18.15
      NF6  10/21/03  06/10/03       99.616                3.84
      NG4  10/22/03  10/23/02       98.206               17.94
      NH2  10/23/03  07/22/03       99.733                2.67
      NJ8  10/24/03  12/26/02       98.935               10.65
      NM1  10/27/03  10/28/02       98.402               15.98
      NN9  10/28/03  04/17/03       99.353                6.47
      NP4  10/29/03  04/01/03       99.349                6.51
      NQ2  10/30/03  04/01/03       99.346                6.54
      NR0  10/31/03  11/21/02       98.643               13.57
      NU3  11/03/03  11/19/02       98.691               13.09
      NV1  11/04/03  07/21/03       99.706                2.94
      NW9  11/05/03  06/11/03       99.600                4.00
      NX7  11/06/03  11/06/02       98.499               15.01
      NY5  11/07/03  01/03/03       98.888               11.12
313396PB3  11/10/03  11/19/02       98.616               13.84
      PD9  11/12/03  11/14/02       98.659               13.41
      PE7  11/13/03  12/05/02       98.647               13.53
      PF4  11/14/03  11/15/02       98.635               13.65
      PJ6  11/17/03  12/05/02       98.622               13.78
      PK3  11/18/03  06/05/03       99.502                4.98
      PL1  11/19/03  02/26/03       99.106                8.94
      PM9  11/20/03  01/31/03       98.999               10.01
      PN7  11/21/03  03/28/03       99.246                7.54
      PR8  11/24/03  06/23/03       99.619                3.81
      PS6  11/25/03  05/27/03       99.462                5.38
      PT4  11/26/03  11/26/02       98.479               15.21
      PV9  11/28/03  04/24/03       99.285                7.15
      PY3  12/01/03  05/16/03       99.392                6.08
      PZ0  12/02/03  06/02/03       99.441                5.59
313396QB2  12/04/03  12/04/02       98.428               15.72
      QC0  12/05/03  02/04/03       98.944               10.56
      QF3  12/08/03  05/07/03       99.349                6.51
      QG1  12/09/03  07/07/03       99.587                4.13
      QH9  12/10/03  12/11/02       98.584               14.16
      QJ5  12/11/03  05/16/03       99.356                6.44
      QK2  12/12/03  01/23/03       98.887               11.13
      QN6  12/15/03  01/07/03       98.718               12.82
      QP1  12/16/03  06/13/03       99.499                5.01
      QQ9  12/17/03  12/17/02       98.570               14.30
      QR7  12/18/03  02/13/03       98.973               10.27
      QS5  12/19/03  01/14/03       98.776               12.24


                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      QV8  12/22/03  12/24/02       98.669               13.31
      QW6  12/23/03  06/17/03       99.501                4.99
      QX4  12/24/03  06/26/03       99.558                4.42
      QZ9  12/26/03  08/15/03       99.612                3.88
313396RC9  12/29/03  01/17/03       98.763               12.37
      RD7  12/30/03  02/04/03       98.858               11.42
      RE5  12/31/03  12/31/02       98.677               13.23


                               Section III-G

                FEDERAL AGRICULTURAL MORTGAGE CORPORATION
                    Short-Term Obligations Issued at a
                      Discount and Maturing in 2003

                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315KAB6  01/02/03  12/31/02       99.996               0.04
      AC4  01/03/03  01/08/02       97.860              21.40
      AF7  01/06/03  09/13/02       99.444               5.56
      AG5  01/07/03  09/23/02       99.494               5.06
      AH3  01/08/03  09/30/02       99.525               4.75
      AJ9  01/09/03  10/01/02       99.536               4.64
      AK6  01/10/03  09/20/02       99.465               5.35
      AN0  01/13/03  10/04/02       99.531               4.69
      AP5  01/14/03  10/15/02       99.565               4.35
      AQ3  01/15/03  10/09/02       99.535               4.65
      AR1  01/16/03  01/15/03       99.996               0.04
      AS9  01/17/03  01/16/03       99.997               0.03
      AW0  01/21/03  10/16/02       99.528               4.72
      AX8  01/22/03  01/21/03       99.997               0.03
      AY6  01/23/03  01/22/03       99.997               0.03
      AZ3  01/24/03  10/23/02       99.548               4.52
31315KBC3  01/27/03  12/19/02       99.859               1.41
      BD1  01/28/03  01/27/03       99.997               0.03
      BE9  01/29/03  01/28/03       99.997               0.03
      BF6  01/30/03  10/25/02       99.534               4.66
      B64  01/31/03  10/30/02       99.589               4.11
      BK5  02/03/03  11/04/02       99.611               3.89
      BL3  02/04/03  10/31/02       99.573               4.27
      BM1  02/05/03  02/04/03       99.997               0.03
      BN9  02/06/03  02/05/03       99.997               0.03
      BP4  02/07/03  08/01/02       99.098               9.02
      BS8  02/10/03  01/15/03       99.908               0.92
      BT6  02/11/03  02/10/03       99.997               0.03
      BU3  02/12/03  11/20/02       99.697               3.03
      BV1  02/13/03  01/13/03       99.890               1.10
      BW9  02/14/03  02/19/02       97.750              22.50
31315KCA6  02/18/03  11/18/02       99.670               3.30
      CB4  02/19/03  02/18/03       99.996               0.04
      CC2  02/20/03  02/19/03       99.997               0.03
      CD0  02/21/03  02/20/03       99.997               0.03
      CG3  02/24/03  11/25/02       99.671               3.29
      CH1  02/25/03  02/24/03       99.997               0.03
      CJ7  02/26/03  11/25/02       99.664               3.36
      CK4  02/27/03  01/30/03       99.904               0.96
      CL2  02/28/03  10/15/02       99.354               6.46
      CP3  03/03/03  12/02/02       99.669               3.31
      CQ1  03/04/03  02/07/03       99.913               0.87
      CR9  03/05/03  03/04/03       99.997               0.03
      CS7  03/06/03  03/08/02       97.570              24.30
      CT5  03/07/03  02/03/03       99.888               1.12
      CW8  03/10/03  03/07/03       99.990               0.10
      CX6  03/11/03  03/10/03       99.997               0.03
      CY4  03/12/03  11/13/02       99.570               4.30
      CZ1  03/13/03  12/13/02       99.668               3.32
31315KDA5  03/14/03  12/10/02       99.655               3.45


                        Section III-G (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      DD9  03/17/03  01/15/03       99.785               2.15
      DE7  03/18/03  02/14/03       99.888               1.12
      DF4  03/19/03  12/19/02       99.670               3.30
      DG2  03/20/03  03/19/03       99.997               0.03
      DH0  03/21/03  12/06/02       99.615               3.85
      DL1  03/24/03  02/12/03       99.859               1.41
      DM9  03/25/03  03/24/03       99.997               0.03
      DN7  03/26/03  01/17/03       99.760               2.40
      DP2  03/27/03  01/09/03       99.728               2.72
      DQ0  03/28/03  12/23/02       99.652               3.48
      DT4  03/31/03  11/13/02       99.506               4.94
      DU1  04/01/03  01/17/03       99.739               2.61
      DV9  04/02/03  04/01/03       99.996               0.04
      DW7  04/03/03  01/13/03       99.713               2.87
      DX5  04/04/03  04/08/02       97.267              27.33
31315KEA4  04/07/03  04/04/03       99.990               0.10
      EB2  04/08/03  02/04/03       99.780               2.20
      EC0  04/09/03  01/02/03       99.652               3.48
      ED8  04/10/03  01/10/03       99.678               3.22
      EE6  04/11/03  01/07/03       99.663               3.37
      EH9  04/14/03  04/11/03       99.990               0.10
      EJ5  04/15/03  03/26/03       99.933               0.67
      EK2  04/16/03  03/19/03       99.905               0.95
      EL0  04/17/03  01/23/03       99.706               2.94
      EQ9  04/21/03  04/17/03       99.987               0.13
      ER7  04/22/03  04/21/03       99.997               0.03
      ES5  04/23/03  03/03/03       99.819               1.81
      ET3  04/24/03  04/23/03       99.997               0.03
      EU0  04/25/03  01/24/03       99.684               3.16
      EX4  04/28/03  04/25/03       99.675               3.25
      EY2  04/29/03  01/30/03       99.689               3.11
      EZ9  04/30/03  02/03/03       99.699               3.01
31315KFA3  05/01/03  01/17/03       99.633               3.67
      FB1  05/02/03  02/04/03       99.696               3.04
      FE5  05/05/03  05/02/03       99.990               0.10
      FF2  05/06/03  04/09/03       99.909               0.91
      FG0  05/07/03  12/20/02       99.718               2.82
      FH8  05/08/03  05/07/03       99.997               0.03
      FJ4  05/09/03  05/08/03       99.997               0.03
      FM7  05/12/03  05/09/03       99.990               0.10
      FN5  05/13/03  02/14/03       99.690               3.10
      FP0  05/14/03  03/24/03       99.826               1.74
      FQ8  05/15/03  02/14/03       99.683               3.17
      FR6  05/16/03  05/15/03       99.996               0.04
      FU9  05/19/03  02/19/03       99.686               3.14
      FV7  05/20/03  02/13/03       99.661               3.39
      FW5  05/21/03  02/21/03       99.689               3.11
      FX3  05/22/03  05/24/02       97.600              24.00
      FY1  05/23/03  04/30/03       99.922               0.78
31315KGC8  05/27/03  05/23/03       99.987               0.13


                        Section III-G (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      GD6  05/28/03  02/28/03       99.686               3.14
      GE4  05/29/03  05/28/03       99.997               0.03
      GF1  05/30/03  03/03/03       99.687               3.13
      GJ3  06/02/03  05/30/03       99.989               0.11
      GK0  06/03/03  04/08/03       99.812               1.88
      GL8  06/04/03  06/03/03       99.997               0.03
      GM6  06/05/03  03/07/03       99.700               3.00
      GN4  06/06/03  05/15/03       99.892               1.08
      GR5  06/09/03  05/13/03       99.910               0.90
      GS3  06/10/03  06/09/03       99.997               0.03
      GT1  06/11/03  06/10/03       99.997               0.03
      GU8  06/12/03  03/26/03       99.734               2.66
      GV6  06/13/03  03/12/03       99.706               2.94
      GY0  06/16/03  04/10/03       99.769               2.31
      GZ7  06/17/03  06/16/03       99.997               0.03
31315KHA1  06/18/03  06/17/03       99.997               0.03
      HB9  06/19/03  03/19/03       99.688               3.12
      HC7  06/20/03  05/28/03       99.922               0.78
      HF0  06/23/03  05/21/03       99.889               1.11
      HG8  06/24/03  06/23/03       99.997               0.03
      HH6  06/25/03  05/23/03       99.888               1.12
      HJ2  06/26/03  06/03/03       99.922               0.78
      HK9  06/27/03  03/26/03       99.685               3.15
      HN3  06/30/03  06/02/03       99.905               0.95
      HP8  07/01/03  03/31/03       99.691               3.09
      HQ6  07/02/03  07/01/03       99.997               0.03
      HR4  07/03/03  04/01/03       99.693               3.07
      HV5  07/07/03  04/03/03       99.686               3.14
      HW3  07/08/03  04/04/03       99.686               3.14
      HX1  07/09/03  05/07/03       99.795               2.05
      HY9  07/10/03  03/26/03       99.638               3.62
      HZ6  07/11/03  04/09/03       99.687               3.13
31315KJC5  07/14/03  04/10/03       99.686               3.14
      JD3  07/15/03  04/23/03       99.716               2.84
      JE1  07/16/03  06/16/03       99.916               0.84
      JF8  07/17/03  04/17/03       99.687               3.13
      JG6  07/18/03  04/17/03       99.683               3.17
      JK7  07/21/03  07/18/03       99.992               0.08
      JL5  07/22/03  06/27/03       99.931               0.69
      JM3  07/23/03  04/29/03       99.714               2.86
      JN1  07/24/03  07/23/03       99.997               0.03
      JP6  07/25/03  07/24/03       99.997               0.03
      JS0  07/28/03  07/25/03       99.992               0.08
      JT8  07/29/03  07/28/03       99.997               0.03
      JU5  07/30/03  04/07/03       99.718               2.82
      JV3  07/31/03  07/01/03       99.917               0.83
      JW1  08/01/03  05/01/03       99.691               3.09
      JZ4  08/04/03  08/01/03       99.991               0.09
31315KKA7  08/05/03  08/04/03       99.997               0.03
      KB5  08/06/03  08/05/03       99.997               0.03


                        Section III-G (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      KC3  08/07/03  06/19/03       99.873               1.27
      KD1  08/08/03  08/07/03       99.998               0.02
      KG4  08/11/03  07/21/03       99.941               0.59
      KH2  08/12/03  08/11/03       99.997               0.03
      KJ8  08/13/03  05/14/03       99.699               3.01
      KK5  08/14/03  05/19/03       99.715               2.85
      KL3  08/15/03  07/15/03       99.912               0.88
      KP4  08/18/03  08/15/03       99.990               0.10
      KQ2  08/19/03  08/18/03       99.997               0.03
      KR0  08/20/03  07/21/03       99.915               0.85
      KS8  08/21/03  05/21/03       99.701               2.99
      KT6  08/22/03  07/17/03       99.898               1.02
      KW9  08/25/03  05/22/03       99.689               3.11
      KX7  08/26/03  08/25/03       99.997               0.03
      KY5  08/27/03  07/23/03       99.899               1.01
      KZ2  08/28/03  07/16/03       99.878               1.22
31315KLA6  08/29/03  08/05/03       99.930               0.70
      LE8  09/02/03  08/29/03       99.990               0.10
      LF5  09/03/03  08/29/03       99.988               0.12
      LG3  09/04/03  08/07/03       99.917               0.83
      LH1  09/05/03  09/04/03       99.997               0.03
      LL2  09/08/03  08/05/03       99.898               1.02
      LM0  09/09/03  09/08/03       99.997               0.03
      LN8  09/10/03  06/05/03       99.687               3.13
      LP3  09/11/03  09/10/03       99.997               0.03
      LQ1  09/12/03  06/12/03       99.734               2.66
      LT5  09/15/03  09/12/03       99.992               0.08
      LU2  09/16/03  08/15/03       99.904               0.96
      LV0  09/17/03  09/16/03       99.997               0.03
      LW8  09/18/03  06/19/03       99.767               2.33
31315KMA5  09/22/03  09/18/03       99.989               0.11
      MB3  09/23/03  08/20/03       99.900               1.00
      MC1  09/24/03  08/27/03       99.918               0.82
      MD9  09/25/03  06/30/03       99.754               2.46
      ME7  09/26/03  04/09/03       99.443               5.57
      MH0  09/29/03  06/27/03       99.736               2.64
      MJ6  09/30/03  07/01/03       99.745               2.55
      MK3  10/01/03  06/20/03       99.734               2.66
      ML1  10/02/03  08/08/03       99.833               1.67
      MM9  10/03/03  09/04/03       99.913               0.87
      MQ0  10/06/03  07/08/03       99.748               2.52
      MR8  10/07/03  07/07/03       99.742               2.58
      MS6  10/08/03  10/07/03       99.997               0.03
      MT4  10/09/03  07/10/03       99.742               2.58
      MU1  10/10/03  07/14/03       99.751               2.49
      MY3  10/14/03  07/15/03       99.740               2.60
      MZ0  10/15/03  09/16/03       99.915               0.85
31315KNA4  10/16/03  07/29/03       99.765               2.35
      NB2  10/17/03  10/16/03       99.997               0.03
      NE6  10/20/03  07/17/03       99.726               2.74



                        Section III-G (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2003
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      NF3  10/21/03  10/20/03       99.997               0.03
      NG1  10/22/03  09/23/03       99.915               0.85
      NH9  10/23/03  10/22/03       99.997               0.03
      NJ5  10/24/03  10/23/03       99.997               0.03
      NM8  10/27/03  09/24/03       99.904               0.96
      NN6  10/28/03  10/27/03       99.997               0.03
      NP1  10/29/03  08/01/03       99.726               2.74
      NQ9  10/30/03  07/23/03       99.711               2.89
      NR7  10/31/03  10/30/03       99.997               0.03
      NU0  11/03/03  08/01/03       99.710               2.90
      NV8  11/04/03  11/03/03       99.997               0.03
      NW6  11/05/03  11/04/03       99.997               0.03
      NX4  11/06/03  11/05/03       99.997               0.03
      NY2  11/07/03  11/06/03       99.997               0.03
31315KPB0  11/10/03  11/07/03       99.992               0.08
      PD6  11/12/03  11/10/03       99.995               0.05
      PE4  11/13/03  08/13/03       99.719               2.81
      PF1  11/14/03  11/13/03       99.997               0.03
      PG9  11/15/03  08/01/03       99.642               3.58
      PJ3  11/17/03  08/14/03       99.712               2.88
      PK0  11/18/03  11/17/03       99.997               0.03
      PL8  11/19/03  11/18/03       99.997               0.03
      PM6  11/20/03  08/21/03       99.724               2.76
      PN4  11/21/03  10/22/03       99.914               0.86
      PR5  11/24/03  08/29/03       99.727               2.73
      PS3  11/25/03  08/27/03       99.725               2.75
      PY0  12/01/03  08/28/03       99.707               2.93
31315LR91  12/03/03  12/04/02       98.392              16.08
31315KQB9  12/04/03  09/04/03       99.722               2.78
      QC7  12/05/03  11/03/03       99.907               0.93
      QH6  12/10/03  08/21/03       99.664               3.36
      QJ2  12/11/03  11/13/03       99.918               0.82
      QK9  12/12/03  11/12/03       99.913               0.87
      QR4  12/18/03  09/18/03       99.727               2.73
      QS2  12/19/03  09/10/03       99.697               3.03
      QV5  12/22/03  09/30/03       99.749               2.51
      QW3  12/23/03  09/29/03       99.745               2.55
31315KRC6  12/29/03  09/25/03       99.712               2.88
      RD4  12/30/03  01/03/03       98.556              14.44




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