SECTION I-A
    This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after May 27, 1969,
and before January 1, 1985.  Debt instruments which matured or were entirely called before 2004 are not included. See Section I-B for corporate
discount debt instruments issued after 1984.
    CAUTION:  The following OID information supercedes previously published information.  Numbers may vary from previous editions because of
rounding or updated information.
                                                                                                                                             OID per
                                                                                                         Daily OID per $1,000               $1,000 of
                                                                                                          of Maturity Value                 Maturity
                                                               Issue Price   Annual                    for Each Accrual Period              Value for
                                                               (Percent of   Stated      Total      -------------------------------       Calendar Year
                                           Issue    Maturity    Principal   Interest     OID to     2003 1st    2004 2nd   2005 2nd       ---------------
Name of Issuer               CUSIP No.     Date       Date       Amount)      Rate       1/1/03      Period     2005 1st    Period        2004       2005
______________               _________   ________   ________   ___________   _______   _________    ________    ________   ________      ______     ______

Allied Corp.                 019087AZ8   08/15/84   08/01/05       7.675      0.000      748.39     0.279853    0.317176                107.61      67.24
                             019087BA2   08/15/84   08/01/07       6.113      0.000      586.51     0.218277    0.247201   0.279194      83.91      94.68
                             019087BB0   08/03/84   08/01/09       6.136      0.000      475.61     0.165267    0.185297   0.207187      63.51      70.94
Corning, Inc.                219327AC7   03/12/82   03/15/07      48.034      7.000      453.05     0.057721    0.057721                 20.78      20.78
Empire Incorporated          291737AB0   06/07/83   12/31/07      59.000      9.000      224.62     0.092499    0.107195   0.123887      36.91      42.60
Federal National
  Mortgage Association       313586QR3   07/05/84   07/05/14       3.625      0.000      277.10     0.094659    0.106017   0.118413      36.69      40.93
                             313586RC5   10/09/84   10/09/19       3.200      0.000      180.24     0.058537    0.064764   0.071457      21.95      24.20
Fruit of the Loom, Inc.      359416AH7   03/18/81   03/15/11      52.750      7.000      359.05     0.043135    0.043135                 15.79      15.74
General Foods Corp.          369856AF6   06/23/81   06/15/11      51.624      7.000      363.49     0.044183    0.044183                 16.17      16.13
General Motors
  Acceptance Corporation     370424CF8   04/01/81   04/01/11      44.510      6.000      420.85     0.050643    0.050643                 18.54      18.48
Honeywell Intl, Inc.         438516AG1   08/15/84   08/01/05       7.675      0.000      748.39     0.279853    0.317176                107.61      67.24
                             438516AH9   08/15/84   08/01/07       6.113      0.000      586.51     0.218277    0.247201   0.279194      83.91      94.68
                             438516AJ5   08/03/84   08/01/09       6.136      0.000      475.61     0.165267    0.185297   0.207187      63.51      70.94
ITT Corporation              450679BP9   05/06/81   05/01/11      41.890      6.500      439.06     0.053059    0.053059                 19.42      19.37
ITT Corporation              450680AM5   05/06/81   05/01/11      41.890      6.500      439.06     0.053059    0.053059                 19.42      19.37
ITT Corporation              460470AM9   07/01/81   07/01/11      50.218      7.500      373.42     0.045434    0.045434                 16.63      16.58
Kerr-McGee Corp.             492386AD9   11/17/81   11/01/11      49.950      7.000      369.62     0.045745    0.045745                 16.74      16.70
Penney, J.C., Co.            708160AH9   04/16/81   05/01/06*     42.060      6.000      525.49     0.063350                             15.46*
Pepsico Capital
  Resources                  713440AT2   04/14/82   04/01/04       5.912      0.000      930.21     0.117273                             10.67
                             713440AU9   04/14/82   04/01/05       5.311      0.000      895.41     0.112886    0.112886                 41.32      10.16
                             713440AV7   04/14/82   04/01/06       4.780      0.000      862.89     0.108786    0.108786                 39.82      39.71
                             713440AW5   04/14/82   04/01/07       4.310      0.000      832.43     0.104946    0.104946                 38.41      38.31
                             713440AX3   04/14/82   04/01/08       3.894      0.000      803.79     0.101335    0.101335                 37.09      36.99
                             713440AY1   04/14/82   04/01/09       3.525      0.000      776.97     0.097954    0.097954                 35.85      35.75
                             713440AZ8   04/14/82   04/01/10       3.196      0.000      751.76     0.094776    0.094776                 34.69      34.59
                             713440BA2   04/14/82   04/01/11       2.904      0.000      728.01     0.091782    0.091782                 33.59      33.50
                             713440BB0   04/14/82   04/01/12       2.643      0.000      705.56     0.088951    0.088951                 32.56      32.47
Rapid-American Corp.         753329AY7   03/01/84   03/01/04       6.678      0.000      912.47     0.345796                             20.75
                             753329AZ4   03/01/84   03/01/05       5.832      0.000      796.99     0.302044    0.346760                124.23      20.46
                             753329BA8   03/01/84   03/01/06       5.094      0.000      696.12     0.263813    0.302869   0.346757     108.51     123.98
                             753329BB6   03/01/84   03/01/07       4.449      0.000      608.01     0.230426    0.264540   0.302874      94.77     108.29
-----------------------------
*  Called in 2004; reportable OID is computed to call date.



SECTION I-A
                                                                                                                                             OID per
                                                                                                         Daily OID per $1,000               $1,000 of
                                                                                                          of Maturity Value                 Maturity
                                                               Issue Price   Annual                    for Each Accrual Period              Value for
                                                               (Percent of   Stated      Total      -------------------------------       Calendar Year
                                           Issue    Maturity    Principal   Interest     OID to     2003 1st    2004 2nd   2005 2nd       ---------------
Name of Issuer               CUSIP No.     Date       Date       Amount)      Rate       1/1/03      Period     2005 1st    Period        2004       2005
______________               _________   ________   ________   ___________   _______   _________    ________    ________   ________      ______     ______

Student Loan Marketing
  Association                863871AL3   08/15/84   05/15/14       3.900      0.000      284.03     0.097399    0.108916   0.121461      37.25      41.50
                             863871AM1   10/03/84   10/03/22       2.734      0.000      142.05     0.044884    0.049479   0.054395      16.84      18.50
Tennessee Gas Pipeline
  formerly Tenneco, Inc.     880451AJ8   12/15/81   12/15/11      40.783      6.000      435.14     0.054831    0.054831                 19.74      19.74
Transamerica Financial
  Corp.                      893502AH7   03/19/81   03/15/11*     48.067      6.500      394.63     0.047414                             15.13*
                             893502AM6   08/18/82   09/01/07       3.816      0.000      821.01     0.105177    0.105177                 38.49      38.39
                             893502AN4   08/18/82   03/01/10       2.753      0.000      754.81     0.096696    0.096696                 35.39      35.29
                             893502AP9   08/18/82   09/01/12       1.986      0.000      697.32     0.089331    0.089331                 32.70      32.61
-----------------------------
*  Called in 2004; reportable OID is computed to call date.


SECTION I-B
    This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after December 31, 1984.
Debt instruments which matured or were entirely called before 2004 are not included.  See Section I-A for corporate discount debt instruments
issued before 1985.
    CAUTION:  The following OID information supercedes previously published information.  Numbers may vary from previous editions because of
rounding or updated information.
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

ABC NACO, Inc.             000752AA3  09/01/00  01/15/04     74.000     10.500    256.05    0.282251                                                 3.95
                           000752AB1  09/01/00  12/31/04     75.000     10.500    173.81    0.202461   0.221958                                     76.19
ABN Amro Bank N.V.         00079FBH4  07/16/03  01/16/14    100.000      0.000              0.114650   0.117016   0.119431   0.121896  0.124411     42.49    44.26
                           00079FBM3  08/13/03  11/13/13    100.000      0.000              0.121094   0.123706   0.126373   0.129098  0.131882     44.32    46.25
                           00079FBR2  09/10/03  09/10/13    100.000      0.000              0.139445   0.142945   0.146533   0.150211  0.153981     51.62    54.24
                           00079FBX9  10/08/03  10/08/13    100.000      0.000              0.143334   0.147032   0.150826   0.154717  0.158709     52.89    55.65
                           00079FCY6  03/10/04  12/10/13    100.000      0.000              0.132757   0.134343   0.137553   0.140840  0.144206     39.02    50.25
                           00079FDB5  03/24/04  12/24/13    100.000      0.000              0.132757   0.134343   0.137553   0.140840  0.144206     37.09    50.16
                           00079FED0  06/23/04  12/23/09    100.000      0.000                         0.112500   0.114778   0.117102  0.119473     21.17    41.78
                           00079FEK4  07/21/04  01/21/10    100.000      0.000                                    0.113057   0.115358  0.117706     18.09    41.86
                           00079FEN8  08/04/04  02/04/10    100.000      0.000                                    0.110002   0.112180  0.114401     16.17    40.64
ADT Operations, Inc.       000945AC9  07/06/95  07/06/10     38.309      0.000    276.16    0.115385   0.119135   0.123007   0.127004  0.131132     43.55    46.42
AMR Corporation            001765AZ9  09/23/03  09/23/23     98.000      4.250              0.009985   0.010220   0.010460   0.010706  0.010958      3.68     3.86
                           001765BA3  09/23/03  09/23/23     98.000      4.250              0.009985   0.010220   0.010460   0.010706  0.010958      3.68     3.86
                           001765BB1  02/13/04  02/15/24     98.500      4.500              0.007456   0.007458   0.007638   0.007823  0.008012      2.40     2.83
APP Finance VI
  Mauritius Limited        00202NAA3  11/18/97  11/18/12     20.424      0.000    186.32    0.116470   0.122803   0.129481   0.136522  0.143945     43.63    48.50
Abraxa Petroleum Corp.     003830AD8  01/23/03  05/01/07     36.250     VARIES              0.475522   0.535266   0.602516   0.678216  0.763426    177.38   224.75
                           003830AE6  01/23/03  05/01/07     36.250     VARIES              0.475522   0.535266   0.602516   0.678216  0.763426    177.38   224.75
                           003830AF3  01/23/03  05/01/07     36.250     VARIES              0.475522   0.535266   0.602516   0.678216  0.763426    177.38   224.75
ACME Metals, Inc.          004724AB6  08/11/94  08/01/04     67.821     VARIES              0.374966   0.374964                                     78.74
Community Unit School
  District No. 1           005770BQ4  06/03/03  02/01/07    104.499     VARIES              0.097229   0.098849   0.095340   0.094799  0.094250     35.01    34.06
                           005770BR2  06/03/03  02/01/08    103.613     VARIES              0.109547   0.111619   0.107876   0.107500  0.107116     39.56    38.65
Adelphia Communications    006848AK1  02/22/94  02/15/04    100.000     VARIES              0.263888                                                11.61
                           006848BK0  10/25/01  11/01/06     97.161     10.250     10.53    0.015136   0.015969   0.016847   0.017774  0.018752      5.70     6.35
Advanta Bank Corporation   00761HAR2  02/25/03  02/21/06     98.000     VARIES              0.018933   0.018999   0.019075   0.019131  0.019196      6.85     6.89
Advanced Medical Optics    00763MAD0  06/24/03  04/15/23    100.000     VARIES              0.225140   0.230400   0.237171   0.241572  0.248860     84.30    88.28
                           00763MAE8  06/24/03  04/15/23    100.000     VARIES              0.225140   0.230400   0.237171   0.241572  0.248860     84.30    88.28
                           00763MAF5  06/22/04  07/15/24    100.000     VARIES                         0.216344   0.217075   0.222824  0.228797     41.01    81.13
                           00763MAG3  06/22/04  07/15/24    100.000     VARIES                         0.216344   0.217075   0.222824  0.228797     41.01    81.13
Agilent Technologies       00846UAA9  11/27/01  12/01/21    100.000     VARIES              0.273073   0.281374   0.290038   0.299081  0.308520    100.31   106.60
                           00846UAB7  11/27/01  12/01/21    100.000     VARIES              0.273073   0.281374   0.290038   0.299081  0.308520    100.31   106.60
Airgate PCS, Inc.          009367AA1  09/30/99  10/01/09     48.370     VARIES              0.337051   0.361294   0.387281   0.388164  0.389111    130.22   139.74
                           009367AB9  09/30/99  10/01/09     48.370     VARIES              0.337051   0.361294   0.387281   0.388164  0.389111    130.22   139.74
Aladdin Gaming Holdings    010714AC7  02/26/98  03/01/10     45.168     VARIES              0.387466   0.384489   0.392211   0.387244  0.395222    141.84   142.61
Alameda, CA                010781AQ5  03/14/02  02/01/12     97.458      7.625      3.29    0.005376   0.005591   0.005815   0.006048  0.006290      2.04     2.21



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Alameda, CA                010781AW2  03/14/02  02/01/10     97.388      7.500      4.64    0.007569   0.007870   0.008183   0.008508  0.008846      2.87     3.10
Alamosa Delaware, Inc.     011588AF7  11/10/03  07/31/09     81.789     VARIES              0.272428   0.279778   0.296552   0.314332  0.333178    103.04   115.49
Alamosa Delaware, Inc.     011593AA8  02/08/00  02/15/10     53.456     VARIES              0.296586   0.315678   0.335998   0.357627  0.357626    115.57   127.79
Alaris Medical, Inc.       011637AC9  07/28/98  08/01/08     58.144     VARIES              0.309026   0.309026   0.309026   0.309026  0.309026    111.25   111.25
Alaska Communications
  Systems Holdings, Inc.   011679AD9  08/26/03  08/15/11     96.687      9.875       .96    0.007665   0.008043   0.008466   0.008910  0.009378      2.94     3.25
                           011679AE7  08/26/03  08/15/11     96.687      9.875       .96    0.007665   0.008043   0.008466   0.008910  0.009378      2.94     3.25
                           011679AF4  08/26/03  08/15/11     96.687      9.875       .96    0.007665   0.008043   0.008466   0.008910  0.009378      2.94     3.25
Alestra S.De R.L.De C.V.   01446PAG9  11/17/03  06/30/10     83.687      8.000              0.067679   0.071269   0.077132   0.080777  0.084702     25.44    28.83
Algoma Steel, Inc.         01566MAA3  07/12/95  07/15/05     90.154     12.375     73.34    0.039574   0.042394   0.045415   0.048651               15.72     9.39
Alleghany Corporation      017176AA6  07/16/86  03/01/04     25.599      0.000    731.51    0.208289                                                12.50
Allergan, Inc.             018490AD4  11/06/02  11/06/22     77.941      0.000     11.28    0.027402   0.027573   0.027745   0.027919  0.028093      9.91    10.04
                           018490AE2  11/06/02  11/06/22     77.941      0.000     11.28    0.027402   0.027573   0.027745   0.027919  0.028093      9.91    10.04
Alliant Energy Resources   018803205  02/15/00  02/15/30    100.000     VARIES              0.297566   0.308494   0.319946   0.331947  0.344522    112.13   120.68
                           018803304  02/15/00  02/15/30    100.000     VARIES              0.297566   0.308494   0.319946   0.331947  0.344522    112.13   120.68
                           018803403  02/15/00  02/15/30    100.000     VARIES              0.297566   0.308494   0.319946   0.331947  0.344522    112.13   120.68
Alltel Corporation         020039798  05/06/02  05/17/07    100.000     VARIES              0.201362   0.202364   0.203401   0.203364  0.202213     72.76    73.17
                           020039822  05/06/02  05/17/07    100.000     VARIES              0.201362   0.202364   0.203401   0.203364  0.202213     72.76    73.17
Alpharma, Inc.             020813AC5  06/02/99  06/01/06    100.000      3.000              0.145954   0.150972   0.156163   0.161533  0.167087     53.75    57.51
                           020813AD3  06/02/99  06/01/06    100.000      3.000              0.145954   0.150972   0.156163   0.161533  0.167087     53.75    57.51
                           020813AE1  06/02/99  06/01/06    100.000      3.000              0.145954   0.150972   0.156163   0.161533  0.167087     53.75    57.51
Alza Corporation           022615AC2  07/14/94  07/14/14     35.471      0.000    224.56    0.082468   0.084633   0.086855   0.089135  0.091474     30.81    32.45
America Online, Inc.       02364JAC8  12/06/99  12/06/19     55.126      0.000     71.02    0.051750   0.052526   0.053314   0.054113  0.054925     18.81    19.38
American Axle &
  Manufacturing HLDG,Inc   024061AA1  02/11/04  02/15/24    100.000      2.000              0.127152   0.127189   0.128828   0.130505  0.132220     40.92    47.14
                           024061AB9  02/11/04  02/15/24    100.000      2.000              0.127152   0.127189   0.128828   0.130505  0.132220     40.92    47.14
American Commercial
  Lines LLC                025198AE2  05/29/02  01/01/08     92.250     11.250     16.73    0.033349   0.035559   0.037916   0.040430               12.40    14.10
                           025198AF9  05/29/02  07/01/08     53.606     VARIES              0.517387   0.579887   0.649936   0.728447              197.51   248.11
American Electric Power
  Company, Inc.            025537200  06/11/02  08/16/07    100.000     VARIES              0.188323   0.189273   0.190254   0.191268  0.191199     68.23    68.80
                           025537AC5  06/11/02  08/16/07    100.000     VARIES              0.188323   0.189273   0.190254   0.191268  0.191199     68.23    68.80
American Skiing Company    029654AG5  01/15/97  07/15/06     97.279     12.000     16.67    0.009601   0.010201   0.010839   0.011516  0.012235      3.77     4.26
American Towers, Inc.      03027RAA1  02/01/03  08/01/08     45.465      0.000     64.01    0.201575   0.216549   0.232636   0.249918  0.268484     79.92    92.24
                           03027RAB9  02/01/03  08/01/08     45.465      0.000     64.01    0.201575   0.216549   0.232636   0.249918  0.268484     79.92    92.24
                           03027RAC7  02/01/03  08/01/08     45.465      0.000     64.01    0.201575   0.216549   0.232636   0.249918  0.268484     79.92    92.24
                           03027RAD5  02/01/03  08/01/08     45.465      0.000     64.01    0.201575   0.216549   0.232636   0.249918  0.268484     79.92    92.24
AmerUs Group Co.           03072M405  05/28/03  05/16/08    100.000     VARIES              0.178083   0.178891   0.179725   0.180585  0.181473     64.33    64.93
                           03072M504  05/28/03  05/16/08    100.000     VARIES              0.178083   0.178891   0.179725   0.180585  0.181473     64.33    64.93
Anadarko Petroleum Corp.   032511AQ0  03/13/01  03/13/21    100.000      0.000              0.230168   0.238201   0.246514   0.255118  0.264021     86.07    92.18
                           032511AR8  03/13/01  03/13/21    100.000      0.000              0.230168   0.238201   0.246514   0.255118  0.264021     86.07    92.18
Anixter International      035290AA3  06/28/00  06/28/20     25.257      0.000     69.02    0.061459   0.063610   0.066198   0.068141  0.070913     22.91    24.54
                           035290AB1  06/28/00  06/28/20     25.257      0.000     69.02    0.061459   0.063610   0.066198   0.068141  0.070913     22.91    24.54



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Anixter International      035290AC9  06/28/00  06/28/20     25.257      0.000     69.02    0.061459   0.063610   0.066198   0.068141  0.070913     22.91    24.54
                           035290AD7  07/07/03  07/07/33     38.016     VARIES              0.077091   0.079905   0.082822   0.085845  0.088979     29.26    31.43
                           035290AE5  07/07/03  07/07/33     38.016     VARIES              0.077091   0.079905   0.082822   0.085845  0.088979     29.26    31.43
                           035290AF2  07/07/03  07/07/33     38.016     VARIES              0.077091   0.079905   0.082822   0.085845  0.088979     29.26    31.43
                           035290AG0  07/07/03  07/07/33     38.016     VARIES              0.077091   0.079905   0.082822   0.085845  0.088979     29.26    31.43
Anthem, Inc.               03674B203  11/02/01  11/15/06*   100.000     VARIES              0.197183   0.196212                                     44.67*
                           03674BAA2  11/02/01  11/15/06    100.000     VARIES              0.197183   0.196212   0.199459   0.194892  0.196739     72.10    71.83
Anthony Crane Cap. Corp.   036778AC2  07/31/03  02/01/08      3.000     VARIES              0.156807   0.303573   0.328490   0.376727  0.470113    108.62   148.18
Aon Corporation            037389AQ6  11/07/02  11/15/12    100.000     VARIES              0.267532   0.275280   0.283380   0.291848  0.300702     98.44   104.34
                           037389AT0  11/07/02  11/15/12    100.000     VARIES              0.267532   0.275280   0.283380   0.291848  0.300702     98.44   104.34
Apogent Technologies       03760AAD3  10/10/01  10/15/21*   100.000      2.238              0.176402   0.179762   0.183221                          51.62*
                           03760AAE1  10/10/01  10/15/21*   100.000      2.238              0.176402   0.179762   0.183221                          51.62*
                           03760AAL5  10/10/01  10/15/21*   100.000      2.238              0.176402   0.179762   0.183221                          51.62*
Arch Escrow Corporation    039384AC6  04/09/99  04/15/08     95.091     13.750     18.09    0.014665   0.015747   0.016908   0.018155  0.019495      5.64     6.51
Arch Wireless Holdings,
  Inc.                     039392AB1  05/29/02  05/15/09*   100.000     VARIES              0.395255   0.418971                                     58.41*
Republic of Argentina      040114AZ3  12/04/98  12/04/05     97.750     11.000     14.48    0.010584   0.011192   0.011834   0.012513                3.95     4.06
                           040114BD1  03/01/99  03/01/29     75.576      8.875              0.023726   0.025197   0.025196   0.025195  0.025194      8.98     9.07
                           040114BL3  10/15/99  10/15/04     58.701      0.000    332.69    0.273256   0.288207                                     80.30
                           040114GA2  06/15/00  06/15/15     91.700     11.750      8.31    0.008285   0.008825   0.009399   0.010012  0.010663      3.10     3.51
                           040114GB0  07/21/00  07/21/30     80.144     10.250      2.59    0.002508   0.002669   0.002841   0.003023  0.003218       .99     1.12
                           040114GF1  06/19/01  12/19/08     77.800     VARIES              0.229101   0.247637   0.248570   0.249578  0.250067     86.05    89.69
                           040114GG9  06/19/01  06/19/18     75.375      0.000              0.442069   0.475145   0.513503   0.548908  0.593220    168.78   194.94
                           040114GH7  06/19/01  06/19/31     75.250      0.000              0.417666   0.447658   0.482441   0.514259  0.554217    159.20   182.85
Arlington Sport Facility
  Development Authority    04184EAA7  02/17/93  12/31/08     28.800      0.000    387.75    0.150112   0.156116   0.162360   0.168853  0.175606     55.13    59.63
Armstrong County
  Industrial Development   04233KAB2  07/29/99  08/20/34      6.955      0.000     27.82    0.020386   0.021176   0.021996   0.022849  0.023734      7.69     8.30
Atlanta Urban
  Residential Finance      047852DF2  09/08/94  10/01/16*    16.362      0.000    187.79    0.080071                                                 7.21*
ATMEL Corporation          049513AB0  04/21/98  04/21/18     33.785      0.000    122.35    0.069565   0.071478   0.073443   0.075463  0.077538     25.66    27.09
                           049513AC8  04/21/98  04/21/18     33.785      0.000    122.35    0.069565   0.071478   0.073443   0.075463  0.077538     25.66    27.09
Aubrey Independent
  School District          050195GZ3  08/07/03  02/15/06     93.203      0.000     10.48    0.072801   0.073824   0.074861   0.075913  0.076979     26.67    27.43
                           050195HA7  08/07/03  02/15/07     88.833      0.000     12.05    0.083716   0.085135   0.086579   0.088046  0.089539     30.78    31.83
                           050195HB5  08/07/03  02/15/08     84.421      0.000     12.77    0.088718   0.090394   0.092103   0.093844  0.095617     32.70    33.95
                           050195HC3  08/07/03  02/15/09     79.705      0.000     13.24    0.091968   0.093876   0.095824   0.097812  0.099842     33.98    35.40
                           050195HD1  08/07/03  02/15/10     74.664      0.000     13.54    0.094047   0.096177   0.098356   0.100583  0.102862     34.83    36.42
Avalon Cable, LLC          053402AB9  12/10/98  12/01/08     56.332     VARIES              0.204459   0.204458   0.205581   0.204456  0.205579     74.87    74.83
Avnet, Inc.                053807AL7  03/05/04  03/15/34    100.000     VARIES              0.218756   0.219235   0.225680   0.232379  0.239341     65.57    83.90
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Azusa, California
  Redevelopment Agency     05502MAB9  06/16/92  12/01/12     16.502      0.000    291.06    0.113209   0.118305   0.123630   0.129195  0.135011     41.99    45.85
B.F. Goodrich Company      05538W208  07/06/95  09/30/25*   100.000      8.300              0.226776                                                13.83*
BGLS, Inc.                 055432AD0  05/14/01  03/31/06     80.884     10.000     85.79    0.109484   0.118111   0.127417   0.137457  0.148288     42.60    49.58
Bank of America Corp.      060505AT1  10/29/02  03/01/07     94.733      0.000              0.097747   0.099509   0.101302   0.103128  0.104987     35.93    37.24
Bank of America Corp.      06050MAC1  09/07/99  09/07/06    100.000      0.250              0.260800   0.269875   0.279275   0.289011  0.299094     97.63   104.55
                           06050MAF4  11/19/99  11/19/04    100.000      0.000              0.246815   0.255207                                     80.00
                           06050MAW7  11/10/00  11/10/07    110.000      0.250              0.295701   0.306890   0.318513   0.330586  0.343128    109.63   118.09
                           06050MBU0  03/27/02  03/28/05    100.000      0.000              0.151040   0.154850   0.158756                          55.78    13.81
                           06050MBV8  06/28/02  07/02/07    100.000      0.000              0.138639   0.141938   0.145315   0.148773  0.152313     51.70    54.19
                           06050MBY2  11/27/02  11/29/07    100.000      0.000              0.115487   0.117795   0.120148   0.122548  0.124996     42.14    43.84
                           06050MCB1  02/20/03  02/20/08    100.000      0.000              0.103239   0.105123   0.107041   0.108995  0.110984     38.00    39.40
                           06050MCH8  04/25/03  04/29/08    100.000      0.000              0.100170   0.101944   0.103750   0.105587  0.107457     36.60    37.91
                           06050MCK1  05/30/03  06/03/08    100.000      0.000              0.081605   0.082786   0.083985   0.085201  0.086434     29.66    30.52
                           06050MCM7  06/04/03  06/04/07    100.000      0.000              0.067467   0.068276   0.069095   0.069925  0.070764     24.48    25.07
                           06050MCN5  05/29/03  05/29/08    100.000      0.000              0.084583   0.085852   0.087139   0.088447  0.089773     30.76    31.69
                           06050MCP0  06/25/03  06/25/10    100.000      0.000              0.100362   0.102143   0.103956   0.105801  0.107679     36.47    37.78
                           06050MCQ8  07/25/03  07/29/08    100.000      0.000              0.096065   0.097725   0.099415   0.101133  0.102881     35.39    36.63
                           06050MCS4  11/12/03  11/13/08    100.000      0.000              0.109486   0.111643   0.113843   0.116087  0.118374     40.01    41.60
                           06050MCU9  11/28/03  11/28/08    100.000      0.000              0.092612   0.094156   0.095726   0.097322  0.098944     33.72    34.85
                           06050MCV7  12/19/03  12/23/08    100.000      0.000              0.101054   0.102892   0.104763   0.106667  0.108607     36.74    38.09
                           06050MCY1  01/30/04  02/03/09    100.000      0.000              0.097202   0.097231   0.098932   0.100663  0.102424     32.44    36.44
                           06050MDA2  03/02/04  03/04/09    100.000      0.000              0.097476   0.097495   0.099205   0.100946  0.102717     29.35    36.44
                           06050MDC8  03/25/04  03/27/09    100.000      0.000              0.092015   0.092032   0.093556   0.095106  0.096681     25.54    34.25
                           06050MDE4  05/28/04  06/01/10    100.000      0.000              0.133130   0.133184   0.136375   0.139643  0.142990     28.46    49.88
                           06050MDG9  06/09/04  06/09/14     99.000      0.000                         0.036428   0.036670   0.036913  0.037157      7.36    13.26
                           06050MDH7  06/25/04  06/28/10    100.000      0.000              0.130964   0.131016   0.134104   0.137265  0.140501     24.38    48.87
                           06050MDJ3  06/24/04  06/24/10    100.000      0.000                         0.131229   0.134329   0.137502  0.140750     24.56    48.97
Bank of America Corp.      06606NAJ3  04/27/99  04/27/04    100.000      0.000              0.210189                                                24.38
Baxter International,Inc   071813406  12/17/02  02/16/08    100.000     VARIES              0.122473   0.122966   0.123470   0.123985  0.124511     44.31    44.68
                           071813604  12/17/02  02/16/08    100.000     VARIES              0.122473   0.122966   0.123470   0.123985  0.124511     44.31    44.68
                           071813AQ2  05/21/01  06/01/21    100.000      1.250              0.191539   0.196322   0.201250   0.206329  0.211563     70.11    73.67
                           071813AR0  05/21/01  06/01/21    100.000      1.250              0.191539   0.196322   0.201250   0.206329  0.211563     70.11    73.67
Bayerische Landesbank      072738503  06/05/03  06/06/06    100.000      0.000              0.048991   0.049419   0.049851   0.050287  0.050727     17.74    18.05
Bayerische Landesbank      0727G0AA8  05/31/02  05/28/10    100.000      0.000              0.159025   0.163235   0.167556   0.171992  0.176545     58.29    61.42
Bear Stearns Companies     073928JS3  06/03/99  06/30/11     46.328      0.000    156.94    0.111517   0.115127   0.118854   0.122701  0.126673     40.80    43.49
                           073928WN9  02/27/02  08/15/13     49.000      0.000     59.64    0.092173   0.096129   0.098088   0.102864  0.104384     35.28    37.54
Beaver County Industrial
  Development Authority    07487TAB9  04/29/99  11/20/24     17.103      0.000     65.20    0.045763   0.047372   0.049037   0.050761  0.052545     16.90    18.11
BellSouth
  Telecommunications       079867AS6  12/13/95  12/15/95     25.235     VARIES              0.082332   0.085151   0.088068   0.091084  0.094204     30.24    32.35
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Bond & Fayette County,IL   097850CC3  04/01/03  12/01/04    103.487      0.000              0.069773   0.070607                                     23.18
                           097850CD1  04/01/03  12/01/05    104.977     VARIES              0.080322   0.081409   0.076623   0.075894               29.00    25.15
                           097850CE9  04/01/03  12/01/06    105.312     VARIES              0.095927   0.097467   0.091898   0.091233  0.090557     34.69    32.92
                           097850CF6  04/01/03  12/01/07    105.533     VARIES              0.106966   0.108872   0.102727   0.102132  0.101527     38.72    36.84
                           097850CG4  04/01/03  12/01/08    105.035     VARIES              0.115737   0.117975   0.111484   0.111008  0.110522     41.94    40.02
Brill Media Company        109492AC2  12/30/97  12/15/07     89.963     VARIES              0.130198   0.130648   0.131847   0.131634  0.132900     47.76    48.10
                           109492AH1  12/30/97  12/15/07     92.200     VARIES              0.131503   0.132037   0.131479   0.133092  0.132600     48.23    48.30
Budget Group Capital
  Trust                    119001204  06/19/98  06/15/28    100.000      6.250              0.174871   0.175002   0.176099                          64.05    29.06
                           119001303  06/19/98  06/15/28    100.000      6.250              0.174871   0.175002   0.176099                          64.05    29.06
Buffets, Inc.              119882AA6  06/28/02  07/15/10     96.181     11.250      4.73    0.009251   0.009806   0.010395   0.011019  0.011680      3.62     4.07
                           119882AB4  06/28/02  07/15/10     96.181     11.250      4.73    0.009251   0.009806   0.010395   0.011019  0.011680      3.62     4.07
Bureau and Putnam
  County, IL               121061CC7  03/18/03  12/01/04    103.778      0.000              0.074123   0.075060                                     24.63
                           121061CD5  03/18/03  12/01/05    105.386     VARIES              0.087925   0.089218   0.083379   0.082562               31.75    27.37
                           121061CE3  03/18/03  12/01/06    106.270     VARIES              0.104243   0.106040   0.099070   0.098263  0.097443     37.70    35.47
Butler County Industrial
  Development Authority    12359RAQ5  01/15/97  11/01/05     51.150      0.000    358.24    0.185276   0.192472   0.199948   0.207714               68.87    61.38
                           12359RAR3  01/15/97  05/01/06     49.018      0.000    346.11    0.179280   0.186288   0.193570   0.201137  0.208999     66.66    71.97
                           12359RAS1  01/15/97  11/01/06     47.084      0.000    333.54    0.172881   0.179656   0.186697   0.194014  0.201618     64.29    69.42
                           12359RAT9  01/15/97  05/01/07     45.174      0.000    321.56    0.166828   0.173392   0.180213   0.187303  0.194672     62.04    67.02
                           12359RAU6  01/15/97  11/01/07     43.373      0.000    309.75    0.160800   0.167143   0.173735   0.180588  0.187711     59.81    64.62
                           12359RAV4  01/15/97  05/01/08     41.546      0.000    298.62    0.155215   0.161368   0.167765   0.174415  0.181330     57.74    62.41
                           12359RAW2  01/15/97  11/01/08     39.917      0.000    287.36    0.149411   0.155342   0.161507   0.167918  0.174583     55.58    60.08
                           12359RAX0  01/15/97  05/01/09     38.166      0.000    276.97    0.144232   0.149993   0.155984   0.162215  0.168694     53.67    58.04
                           12359RAY8  01/15/97  11/01/09     36.700      0.000    266.33    0.138692   0.144232   0.149993   0.155984  0.162215     51.60    55.81
                           12359RAZ5  01/15/97  05/01/10     35.110      0.000    256.42    0.133699   0.139066   0.144649   0.150456  0.156495     49.75    53.83
                           12359RBA9  01/15/97  11/01/10     33.621      0.000    246.72    0.128759   0.133947   0.139344   0.144959  0.150800     47.92    51.86
                           12359RBB7  01/15/97  05/01/11     32.274      0.000    237.21    0.123837   0.128833   0.134030   0.139438  0.145063     46.09    49.89
Sirius Satellite Radio     125127AA8  11/26/97  12/01/07     42.106     VARIES              0.442026   0.444149   0.446448   0.448941  0.451641    159.64   161.33
                           125127AB6  11/26/97  12/01/07     42.106     VARIES              0.442026   0.444149   0.446448   0.448941  0.451641    159.64   161.33
Call-Net Enterprises       130910AE2  07/24/98  08/15/08     64.249     VARIES              0.248314   0.248313   0.248312   0.248311  0.248310     89.39    89.39
Cendant Corporation        151313AE3  02/13/01  02/13/21*    60.841      0.000              0.201699                                                 8.47*
                           151313AF0  02/13/01  02/13/21*    60.841      0.000              0.201699                                                 8.47*
                           151313AG8  05/04/01  05/04/21    100.000      0.000              0.316479   0.327439   0.348178   0.358256  0.380947    119.69   130.84
                           151313AH6  05/04/01  05/04/21*   100.000      0.000              0.316479                                                39.24*
                           151313AJ2  07/27/01  08/17/06     99.000     VARIES              0.202407   0.202980   0.203169   0.202961  0.202745     73.07    73.05
                           151313AM5  11/27/01  11/27/11*   100.000      3.875              0.287955   0.296329                                     95.38*
                           151313AN3  11/27/01  11/27/11*   100.000      3.875              0.287955   0.296329                                     95.38*
Centerpoint Energy, Inc.   15189T206  09/21/99  09/15/29    100.000      2.000              0.373714   0.389333   0.405718   0.422909  0.440943    140.74   152.89
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Century Communications
  Corporation              156503AK0  11/13/97  11/15/17     93.375      8.375      9.76    0.005795   0.006058   0.006334   0.006622  0.006924      2.16     2.36
                           156503AM6  01/15/98  01/15/08     41.266      0.000    286.87    0.165129   0.174497   0.180411   0.191700  0.197108     64.74    70.73
                           156503AN4  01/15/98  01/15/08     41.266      0.000    286.87    0.165129   0.174497   0.180411   0.191700  0.197108     64.74    70.73
CenturyTel, Inc.           156700403  05/06/02  05/15/07    100.000     VARIES              0.210790   0.212346   0.213960   0.213900  0.212106     76.31    76.93
                           156700AD8  05/06/02  05/15/07    100.000     VARIES              0.210790   0.212346   0.213960   0.213900  0.212106     76.31    76.93
                           156700AE6  06/26/02  08/01/32    100.000     VARIES              0.261057   0.266848   0.272899   0.279221  0.285827     96.80   101.32
                           156700AH9  06/26/02  08/01/32    100.000     VARIES              0.261057   0.266848   0.272899   0.279221  0.285827     96.80   101.32
Chiron Corporation         170040AD1  06/12/01  06/12/31     55.045      0.000              0.112062   0.115631   0.119969   0.123114  0.127733     41.83    44.52
                           170040AE9  06/12/01  06/12/31     55.045      0.000              0.112062   0.115631   0.119969   0.123114  0.127733     41.83    44.52
                           170040AF6  07/30/03  08/01/33    100.000      1.625              0.170707   0.174565   0.178541   0.182640  0.186864     63.32    66.26
                           170040AG4  07/30/03  08/01/33    100.000      1.625              0.170707   0.174565   0.178541   0.182640  0.186864     63.32    66.26
                           170040AH2  06/22/04  06/30/34    100.000      2.750              0.182670   0.182826   0.186326   0.189940  0.193674     34.56    67.74
                           170040AJ8  06/22/04  06/30/34    100.000      2.750              0.182670   0.182826   0.186326   0.189940  0.193674     34.56    67.74
Chubb Corporation          171232309  12/02/02  11/16/07    100.000     VARIES              0.134282   0.134838   0.135407   0.135990  0.135965     48.49    48.88
                           171232507  06/24/03  08/16/08    100.000     VARIES              0.086369   0.086737   0.087111   0.087490  0.087876     31.26    31.53
                           171232AG6  12/02/02  11/16/07    100.000     VARIES              0.134282   0.134838   0.135407   0.135990  0.135965     48.49    48.88
                           171232AK7  06/24/03  08/16/08    100.000     VARIES              0.086369   0.086737   0.087111   0.087490  0.087876     31.26    31.53
Chukchansi Economic
  Development Authority    171276AA6  10/08/02  06/15/09     91.476     14.500      9.73    0.024892   0.026965   0.029212   0.031645  0.034281      9.40    11.04
                           171276AB4  10/08/02  06/15/09     91.476     14.500      9.73    0.024892   0.026965   0.029212   0.031645  0.034281      9.40    11.04
Citigroup Global
  Markets Holdings, Inc.   17307EBE2  07/01/04  09/07/16     51.400      0.000                         0.079055   0.079861   0.082072  0.084345     14.32    29.66
Citizens Communications
  Company                  17453B200  06/19/01  08/17/06*    98.920     VARIES              0.220564   0.221860                                     50.08*
                           17453BAC5  06/19/01  08/17/06     98.920     VARIES              0.220564   0.221860   0.222037   0.221049  0.220023     79.83    79.49
Citrix Systems, Inc.       177376AA8  03/22/99  03/22/19*    35.471      0.000     99.63    0.065314                                                 5.29*
                           177376AB6  03/22/99  03/22/19*    35.471      0.000     99.63    0.065314                                                 5.29*
Clinton & Wash Counties
  Illinois                 187327AM3  05/13/04  12/01/05    103.864      0.000              0.077198   0.077301   0.078335   0.079383               17.65    26.04
                           187327AN1  05/13/04  12/01/06    104.780     VARIES              0.095842   0.095999   0.097580   0.099187  0.093216     21.93    35.29
                           187327AP6  05/13/04  12/01/07    105.447     VARIES              0.108451   0.108652   0.110663   0.112712  0.106086     24.83    40.07
                           187327AQ4  05/13/04  12/01/08    105.302     VARIES              0.123015   0.123273   0.125866   0.128512  0.121041     28.18    45.64
Columbia, Repulic          195325AP0  03/09/99  03/09/04     97.354     10.875     25.19    0.018695                                                 1.27
Comcast Corporation        200300507  10/15/99  10/15/29    100.000      2.000              0.411954   0.430692   0.450416   0.471176              154.60   131.65
                           200300606  11/15/99  11/15/29    100.000      2.000              0.404544   0.422659   0.441713   0.461757              150.61   142.31
                           200300BH3  12/19/00  12/19/20     77.941      0.000     30.03    0.028093   0.028269   0.028446   0.028623  0.028802     10.15    10.28
Compass Minerals
  International, Inc.      20451NAA9  12/20/02  12/15/12     53.995     VARIES              0.216017   0.229788   0.244436   0.260018  0.276593     80.70    91.32
Consoltex Group            210305AC2  02/12/02  01/31/09*   100.000     VARIES              0.298974   0.302266   0.298987                          99.37*
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Consumers Energy
  Financing I              210519203  01/01/97  12/31/15    100.000      8.360              0.232222   0.232222   0.232222   0.232222  0.232222     83.60    83.60
Convergent Communication   211914AC0  04/02/98  04/01/08     95.696     13.000     17.76    0.012286   0.013134   0.014041   0.015010  0.016046      4.73     5.41
Cook County, Illinois      213314DE4  09/16/03  12/01/08     79.030      0.000     10.56    0.101252   0.103565   0.105931   0.108351  0.110826     37.01    38.72
Cook County, Illinois      214471HQ0  12/30/02  12/01/22     21.989      0.000     17.47    0.050768   0.052735   0.054778   0.056901  0.059106     18.75    20.23
Cook County, Illinois      215030CN5  01/08/04  12/01/12     63.060      0.000              0.091949   0.093870   0.096334   0.098862  0.101457     32.94    35.29
                           215030CP0  01/08/04  12/01/13     58.732      0.000              0.088903   0.090829   0.093304   0.095846  0.098458     31.86    34.20
                           215030CQ8  01/08/04  12/01/14     54.489      0.000              0.085510   0.087430   0.089899   0.092439  0.095050     30.66    32.98
                           215030CR6  01/08/04  12/01/15     50.650      0.000              0.081593   0.083475   0.085896   0.088387  0.090950     29.27    31.52
Cook County, Illinois      215093EV3  06/17/03  12/01/13     59.669      0.000     16.13    0.084758   0.086877   0.089049   0.091275  0.093557     31.02    32.59
                           215093EW1  06/17/03  12/01/14     55.539      0.000     15.62    0.082121   0.084256   0.086446   0.088694  0.091000     30.08    31.66
                           215093EX9  06/17/03  12/01/15     51.495      0.000     15.04    0.079140   0.081277   0.083471   0.085725  0.088039     29.00    30.59
Cook County, Illinois      215183FW9  12/10/03  12/01/12     60.122      0.000      2.02    0.096026   0.098649   0.101486   0.104403  0.107405     35.21    37.24
                           215183FX7  12/10/03  12/01/13     55.449      0.000      1.94    0.092412   0.095047   0.097898   0.100835  0.103860     33.91    35.95
                           215183FY5  12/10/03  12/01/14     51.438      0.000      1.85    0.087869   0.090437   0.093218   0.096084  0.099039     32.26    34.25
                           215183FZ2  12/10/03  12/01/15     47.578      0.000      1.75    0.083259   0.085752   0.088453   0.091239  0.094113     30.58    32.51
Cook County, Illinois
  School District No.155   215219DV5  02/01/01  12/01/04     78.838      0.000    156.43    0.164405   0.169581                                     55.19
                           215219DW3  02/01/01  12/01/05     73.577      0.000    149.77    0.157757   0.162843   0.168093   0.173512               58.02    56.45
                           215219DX1  02/01/01  12/01/06     68.469      0.000    142.88    0.150846   0.155823   0.160963   0.166273  0.171759     55.50    59.23
                           215219DY9  02/01/01  12/01/07     63.741      0.000    135.20    0.142958   0.147746   0.152694   0.157808  0.163093     52.62    56.20
                           215219DZ6  02/01/01  12/01/08     59.225      0.000    127.66    0.135188   0.139784   0.144535   0.149449  0.154529     49.78    53.22
                           215219EA0  02/01/01  12/01/09     55.158      0.000    119.84    0.127009   0.131358   0.135856   0.140508  0.145320     46.77    50.03
                           215219EB8  02/01/01  12/01/10     51.321      0.000    112.39    0.119201   0.123312   0.127566   0.131966  0.136518     43.90    46.98
                           215219EG7  02/01/01  12/01/14     37.337      0.000     86.29    0.092003   0.095338   0.098793   0.102374  0.106085     33.93    36.43
                           215219EH5  02/01/01  12/01/15     34.277      0.000     80.41    0.085862   0.089017   0.092287   0.095679  0.099194     31.67    34.04
                           215219FB7  06/30/03  12/01/07     84.673      0.000     16.22    0.090794   0.092519   0.094277   0.096068  0.097893     33.10    34.37
                           215219FC5  06/30/03  12/01/08     81.113      0.000     15.95    0.089300   0.091041   0.092816   0.094626  0.096471     32.57    33.85
                           215219FD3  06/30/03  12/01/09     76.100      0.000     16.50    0.092530   0.094519   0.096551   0.098627  0.100747     33.79    35.26
                           215219FE1  06/30/03  12/01/10     71.619      0.000     16.43    0.092239   0.094337   0.096483   0.098678  0.100922     33.71    35.26
                           215219FN1  06/30/03  12/01/18     44.637      0.000     11.94    0.067174   0.068954   0.070781   0.072657  0.074582     24.61    25.93
                           215219FP6  06/30/03  12/01/19     41.690      0.000     11.36    0.063949   0.065676   0.067449   0.069270  0.071140     23.44    24.72
                           215219FQ4  06/30/03  12/01/20     39.193      0.000     10.78    0.060688   0.062342   0.064040   0.065786  0.067578     22.25    23.47
                           215219FR2  06/30/03  12/01/21     36.482      0.000     10.22    0.057549   0.059146   0.060787   0.062474  0.064208     21.10    22.29
                           215219FS0  06/30/03  12/01/22     33.892      0.000      9.66    0.054450   0.055988   0.057569   0.059196  0.060868     19.97    21.12
Cook County, Illinois      215255EW6  06/30/04  12/01/11     66.619      0.000                         0.102690   0.105085   0.108000  0.110997     18.66    38.53
                           215255EX4  06/30/04  12/01/12     62.198      0.000                         0.098817   0.101188   0.104082  0.107058     17.96    37.12
                           215255EY2  06/30/04  12/01/13     57.985      0.000                         0.094539   0.096870   0.099712  0.102639     17.18    35.56
                           215255EZ9  06/30/04  12/01/14     53.847      0.000                         0.090185   0.092468   0.095256  0.098128     16.39    33.96
                           215255FA3  06/30/04  12/01/15     50.015      0.000                         0.085575   0.087788   0.090491  0.093278     15.56    32.25
Cook County, IL School
  District 170             215381HJ6  12/31/96  12/01/04     56.244      0.000    373.22    0.191125   0.198196                                     64.34
                           215381HK3  12/31/96  12/01/05     51.854      0.000    349.94    0.179789   0.186531   0.193525   0.200781               66.35    65.17



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Cook County, Illinois      215381HN7  08/07/03  12/01/06     90.595      0.000     10.89    0.076201   0.077344   0.078504   0.079681  0.080876     27.71    28.54
                           215381HP2  08/07/03  12/01/07     86.272      0.000     11.93    0.083567   0.085008   0.086474   0.087966  0.089483     30.43    31.49
                           215381HQ0  08/07/03  12/01/12     61.760      0.000     12.99    0.091373   0.093767   0.096223   0.098744  0.101330     33.47    35.25
                           215381HR8  08/07/03  12/01/13     57.537      0.000     12.54    0.088266   0.090662   0.093124   0.095652  0.098248     32.35    34.13
                           215381HS6  08/07/03  12/01/14     53.466      0.000     12.04    0.084786   0.087164   0.089608   0.092121  0.094705     31.10    32.86
Cook County, Illinois      215903EV3  06/17/03  12/01/13     59.669      0.000     16.13    0.084758   0.086877   0.089049   0.091275  0.093557     31.02    32.59
                           215903EW1  06/17/03  12/01/14     55.539      0.000     15.62    0.082121   0.084256   0.086446   0.088694  0.091000     30.08    31.66
                           215903EX9  06/17/03  12/01/15     51.495      0.000     15.04    0.079140   0.081277   0.083471   0.085725  0.088039     29.00    30.59
Cooper Cameron Corp.       216640AA0  05/16/01  05/17/21     77.941      0.000     25.91    0.027916   0.028090   0.028266   0.028442  0.028620     10.10    10.22
Coppell Independent
  School District          217489SX2  09/25/97  08/15/04     62.668      0.000    332.10    0.179060   0.185237                                     41.22
                           217489SY0  09/25/97  08/15/05     57.892      0.000    314.89    0.170465   0.176473   0.182692   0.189131               64.11    42.08
                           217489SZ7  09/25/97  08/15/06     53.555      0.000    296.33    0.160848   0.166597   0.172552   0.178720  0.185108     60.53    64.94
Corning, Inc.              219350AJ4  11/08/00  11/08/15     74.192      0.000     47.96    0.043754   0.044192   0.044634   0.045080  0.045531     15.88    16.20
Corvallie, Benton County   2208854Z7  03/12/02  01/01/05     87.959      0.000     75.69    0.122809   0.125650                                     44.72
                           2208855A1  03/12/02  01/01/06     82.755      0.000     77.73    0.126690   0.129881   0.133153   0.136507               46.18    48.54
                           2208855B9  03/12/02  01/01/07     77.493      0.000     77.88    0.127409   0.130835   0.134353   0.137966               46.48    49.02
                           2208855C7  03/12/02  01/01/08     72.008      0.000     77.40    0.127117   0.130764   0.134516   0.138376               46.42    49.12
                           2208855D5  03/12/02  01/01/09     67.064      0.000     74.96    0.123406   0.127082   0.130868   0.134767               45.09    47.81
                           2208855E3  03/12/02  01/01/10     62.052      0.000     72.39    0.119502   0.123212   0.127037   0.130981               43.69    46.44
                           2208855F0  03/12/02  01/01/11     57.678      0.000     68.87    0.113862   0.117476   0.121206   0.125053               41.64    44.33
                           2208855G8  03/12/02  01/01/12     53.670      0.000     65.13    0.107811   0.111287   0.114876   0.118580               39.44    42.02
                           2208855H6  03/12/02  01/01/13     49.793      0.000     61.51    0.101924   0.105267   0.108719   0.112284               37.29    39.78
                           2208855J2  03/12/02  01/01/14     46.414      0.000     57.79    0.095819   0.098985   0.102256   0.105635               35.06    37.42
                           2208855K9  03/12/02  01/01/15     43.223      0.000     54.24    0.089986   0.092982   0.096078   0.099277               32.93    35.16
                           2208855L7  03/12/02  01/01/16     39.945      0.000     50.92    0.084558   0.087416   0.090370   0.093424               30.96    33.08
                           2208855M5  03/12/02  01/01/17     37.109      0.000     47.67    0.079206   0.081903   0.084691   0.087574               29.00    31.01
                           2208855N3  03/12/02  01/01/18     34.442      0.000     44.58    0.074116   0.076658   0.079287   0.082007               27.14    29.03
                           2208855P8  03/12/02  01/01/19     31.935      0.000     41.65    0.069284   0.071677   0.074153   0.076715               25.37    27.16
                           2208855Q6  03/12/02  01/01/20     29.582      0.000     38.87    0.064700   0.066951   0.069281   0.071692               23.70    25.38
                           2208855R4  03/12/02  01/01/21     27.475      0.000     36.27    0.060384   0.062494   0.064678   0.066939               22.12    23.69
                           2208855S2  03/12/02  01/01/22     25.504      0.000     33.82    0.056322   0.058299   0.060345   0.062463               20.63    22.11
                           2208855T0  03/12/02  01/01/23     23.613      0.000     31.50    0.052480   0.054333   0.056251   0.058236               19.23    20.61
Costco Companies, Inc.     22160QAA0  08/19/97  08/19/17     49.960      0.000    123.52    0.059814   0.060861   0.061926   0.063010  0.064112     22.00    22.78
                           22160QAB8  08/19/97  08/19/17     49.960      0.000    123.52    0.059814   0.060861   0.061926   0.063010  0.064112     22.00    22.78
                           22160QAC6  08/19/97  08/19/17     49.960      0.000    123.52    0.059814   0.060861   0.061926   0.063010  0.064112     22.00    22.78
Covad Communications       222814AD7  03/11/98  03/15/08     50.666     VARIES              0.375493   0.371727   0.378230   0.372423  0.378987    137.03   137.07
                           222814AG0  03/11/98  03/15/08     50.666     VARIES              0.375493   0.371727   0.378230   0.372423  0.378987    137.03   137.07
                           222814AH8  03/11/98  03/15/08     50.666     VARIES              0.375493   0.371727   0.378230   0.372423  0.378987    137.03   137.07
Covanta Energy Corp.       22281NAA1  03/10/04  03/15/11     89.130      8.250              0.030218   0.030264   0.031850   0.033518  0.035274      8.97    12.13
Cox Communications, Inc.   224044503  11/29/99  11/15/29*   100.000     VARIES              0.297300   0.305443                                     47.16*
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Cox Communications, Inc.   224044AW7  03/14/00  03/14/30*   100.000      3.000              0.328556   0.336523                                     52.59*
                           224044AX5  04/19/00  04/19/20     42.589      0.426              0.143376   0.149468   0.156699   0.162512  0.170422     54.58    59.27
                           224044BA4  02/23/01  02/23/21     69.503      0.348     35.66    0.035716   0.036118   0.036524   0.036935  0.037350     13.03    13.33
                           224044BB2  02/23/01  02/23/21     69.503      0.348     35.66    0.035716   0.036118   0.036524   0.036935  0.037350     13.03    13.33
                           224044BC0  02/23/01  02/23/21     69.503      0.348     35.66    0.035716   0.036118   0.036524   0.036935  0.037350     13.03    13.33
Crown Castle
  International            228227AD6  05/17/99  05/15/11     60.339     VARIES              0.273981   0.288194   0.288194   0.288194  0.288194    101.85   103.75
                           228227AE4  08/03/99  08/01/11     57.889     VARIES              0.280101   0.295856   0.312498   0.312498  0.312498    108.53   112.50
                           228227AF1  08/03/99  08/01/11     57.889     VARIES              0.280101   0.295856   0.312498   0.312498  0.312498    108.53   112.50
Crown Packaging
  Enterprises, Ltd.        228441AC5  08/13/96  08/01/06     32.367     VARIES              0.425434   0.428374   0.431552   0.434984  0.438694    154.60   157.05
Crum & Forster Holdings
  Corporation              228800AA6  06/05/03  06/15/13     96.985     10.375      1.00    0.005090   0.005367   0.005659   0.005967  0.006291      1.89     2.10
                           228800AB4  06/05/03  06/15/13     96.985     10.375      1.00    0.005090   0.005367   0.005659   0.005967  0.006291      1.89     2.10
                           228800AC2  06/05/03  06/15/13     96.985     10.375      1.00    0.005090   0.005367   0.005659   0.005967  0.006291      1.89     2.10
Cypress-Fairbanks ISD      232760AV0  05/27/93  02/15/04     47.838      0.000    513.35    0.187836                                                 8.26
Cytyc Corporation          232946AA1  03/22/04  03/15/24    100.000     VARIES                         0.187500   0.191554   0.195910  0.200412     52.74    70.68
                           232946AB9  03/22/04  03/15/24    100.000     VARIES                         0.187500   0.191554   0.195910  0.200412     52.74    70.68
DST Systems, Inc.          233326AA5  08/12/03  08/15/23    100.000     VARIES              0.233419   0.238410   0.243611   0.249030  0.254677     86.32    90.18
                           233326AB3  08/12/03  08/15/23    100.000     VARIES              0.233419   0.238410   0.243611   0.249030  0.254677     86.32    90.18
                           233326AC1  08/12/03  08/15/23    100.000      3.625              0.233428   0.239003   0.244812   0.250865  0.257173     86.59    90.90
                           233326AD9  08/12/03  08/15/23    100.000      3.625              0.233428   0.239003   0.244812   0.250865  0.257173     86.59    90.90
DTE Energy Company         233331206  06/25/02  08/16/07    100.000     VARIES              0.154473   0.155207   0.155962   0.156738  0.156682     55.94    56.38
                           233331AH0  06/25/02  08/16/07    100.000     VARIES              0.154473   0.155207   0.155962   0.156738  0.156682     55.94    56.38
Danka Business Systems     236277AC3  06/29/01  04/01/08     28.000     10.000              0.162518   0.198407   0.242222   0.295712  0.361016     72.14   107.52
Dayton Superior
  Corporation              240028AB6  06/16/00  06/15/09     95.575     13.000     11.50    0.011444   0.012238   0.013159   0.013995  0.015048      4.36     4.99
                           240028AC4  06/16/00  06/15/09     95.575     13.000     11.50    0.011444   0.012238   0.013159   0.013995  0.015048      4.36     4.99
                           240028AD2  06/16/00  06/15/09     95.575     13.000     11.49    0.011635   0.012442   0.013305   0.014228  0.015215      4.36     4.99
                           240028AE0  06/16/00  06/15/09     95.575     13.000     11.49    0.011635   0.012442   0.013305   0.014228  0.015215      4.36     4.99
                           240028AF7  06/16/00  06/15/09     95.575     13.000     11.50    0.011444   0.012238   0.013159   0.013995  0.015048      4.36     4.99
                           240028AG5  03/15/03  09/15/08     98.088     10.750      2.11    0.007647   0.008076   0.008530   0.009009  0.009514      2.92     3.26
                           240028AH3  03/15/03  09/15/08     98.088     10.750      2.11    0.007647   0.008076   0.008530   0.009009  0.009514      2.92     3.26
Delta Air Lines, Inc.      247361YQ5  09/04/03  08/15/08     85.000     10.000      7.10    0.060695   0.064588   0.069217   0.074178  0.079495     23.71    27.21
                           247361YT9  09/04/03  08/15/08     85.000     10.000      7.10    0.060695   0.064588   0.069217   0.074178  0.079495     23.71    27.21
Details Capital Corp.      25063TAA5  11/18/97  11/15/07     54.595     VARIES              0.347215   0.347214   0.347214   0.347213  0.347212    125.00   125.00
Detroit Edison Company     250847712  02/13/96  03/31/26    100.000      7.625              0.208333   0.208333   0.209478   0.208333  0.209478     76.36    76.25
Deutsche Bank AG           251525AE1  01/29/03  01/31/08    100.000      0.000              0.094419   0.095998   0.097602   0.099233  0.100892     34.76    35.93
                           251525AH4  03/31/03  04/02/08    100.000      0.000              0.094787   0.096377   0.097994   0.099638  0.101310     34.69    35.87
                           251525AJ0  05/27/03  11/29/06    100.000      0.000              0.060212   0.060858   0.061511   0.062170  0.062837     21.83    22.30
Deutsche Bank AG           251526BE8  07/02/01  02/08/08*    99.877      2.750              0.170575   0.175298                                     12.09*
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Deutsche Bank AG           25152CAA4  03/21/03  03/26/08    100.000      0.000              0.096252   0.097891   0.099558   0.101253  0.102977     35.26    36.47
                           25152CAB2  04/30/03  11/01/06    100.000      0.000              0.072733   0.073673   0.074625   0.075589  0.076566     26.47    27.15
                           25152CAC0  06/25/03  06/27/08    100.000      0.000              0.073722   0.074687   0.075665   0.076656  0.077660     26.72    27.43
                           25152CAD8  07/02/03  07/07/08    100.000      0.000              0.079076   0.080201   0.081342   0.082500  0.083673     29.06    29.90
                           25152CAE6  09/02/03  03/06/07    100.000      0.000              0.091587   0.093096   0.094630   0.096190  0.097775     33.59    34.71
                           25152CAF3  08/05/03  02/07/07    100.000      0.000              0.086907   0.088266   0.089646   0.091048  0.092472     31.93    32.93
                           25152CAH9  09/17/03  09/19/07    100.000      0.000              0.086813   0.088169   0.089547   0.090946  0.092367     31.78    32.78
                           25152CAL0  10/03/03  10/07/08    100.000     VARIES              0.091312   0.090530   0.089735   0.089923  0.090115     32.60    32.37
                           25152CAP1  11/07/03  11/07/06    100.000      0.000              0.079646   0.080788   0.081946   0.083121  0.084312     29.00    29.84
                           25152CAQ9  11/14/03  05/08/07    100.000      0.000              0.086918   0.088232   0.089612   0.091014  0.092438     31.67    32.66
                           25152CAS5  11/14/03  05/08/07    100.000      0.000              0.086918   0.088232   0.089612   0.091014  0.092438     31.67    32.66
                           25152CAT3  11/14/03  05/08/07    100.000      0.000              0.086918   0.088232   0.089612   0.091014  0.092438     31.67    32.66
                           25152CAU0  11/28/03  11/24/08    100.000     VARIES              0.099497   0.098807   0.098089   0.098254  0.098423     35.64    35.35
                           25152CAY2  02/12/04  02/16/07    100.000      0.000              0.074786   0.074808   0.075815   0.076836  0.077870     24.00    27.75
                           25152CBE5  03/12/04  03/16/07    100.000      0.000              0.064718   0.064734   0.065489   0.066251  0.067023     18.79    23.87
                           25152CBF2  03/24/04  03/26/07    100.000      0.000              0.065203   0.065212   0.065977   0.066751  0.067535     18.14    24.04
                           25152CBJ4  04/29/04  05/04/09    100.000     VARIES              0.109970   0.109978   0.110241   0.110510  0.110646     26.63    39.76
                           25152CBL9  05/24/04  05/26/09    100.000     VARIES              0.120761   0.120790   0.121018   0.121252  0.121370     26.22    43.62
                           25152CBM7  06/03/04  06/04/09    100.000     VARIES              0.117251   0.117253   0.117534   0.117821  0.117967     24.40    42.38
                           25152CBN5  06/03/04  06/04/09    100.000      0.000              0.117904   0.117919   0.120422   0.122977  0.125587     24.59    43.95
                           25152CBP0  06/30/04  07/06/11    100.000     VARIES                         0.116827   0.116827   0.116830  0.116834     21.15    42.06
                           25152CBR6  08/04/04  08/08/05    100.000      0.000                         0.064441   0.064457   0.065205                9.48    14.12
                           25152CBW5  09/23/04  09/27/07    100.000      0.000                         0.088770   0.088802   0.090221  0.091663      8.70    32.49
Deutsche Bank Financial    25153EBE0  11/18/99  11/18/04    100.000      0.000              0.228833   0.233656                                     74.57
                           25153EBG5  01/14/00  01/14/07    100.000      1.000              0.242979   0.253504   0.258797   0.271563  0.275774     93.55    99.67
                           25153EBK6  05/15/00  05/15/07    100.000      1.250              0.264589   0.270466   0.284189   0.288994  0.303748     98.84   105.53
                           25153EBM2  11/15/00  11/15/07    100.000      0.250              0.230447   0.238078   0.245969   0.254129  0.262569     85.05    90.78
                           25153EBN0  11/15/00  11/15/05     96.300      0.000              0.222504   0.230075   0.237903   0.245998               82.17    76.16
                           25153EBP5  01/12/01  01/12/08    100.000      0.250              0.180071   0.187113   0.190232   0.198774  0.200987     68.95    72.84
                           25153EBR1  02/08/01  02/08/08    100.000      2.750              0.169301   0.173920   0.174836   0.180669  0.180694     63.61    65.73
Devon Energy               25179MAA1  08/02/98  08/15/08     97.500      4.900              0.230964   0.234497   0.238161   0.241962  0.245904     84.76    87.48
                           25179MAB9  08/02/98  08/15/08     96.562      4.950              0.227546   0.230900   0.234378   0.237986  0.241729     83.45    86.03
Dex Media, Inc.            25212EAD2  11/10/03  11/15/13     64.314     VARIES              0.160981   0.168225   0.175795   0.183705  0.191972     59.94    65.45
                           25212EAE0  11/10/03  11/15/13     64.314     VARIES              0.160981   0.168225   0.175795   0.183705  0.191972     59.94    65.45
                           25212EAF7  11/10/03  11/15/13     64.314     VARIES              0.160981   0.168225   0.175795   0.183705  0.191972     59.94    65.45
                           25212EAG5  02/11/04  11/15/13     69.384     VARIES              0.161298   0.164823   0.171720   0.178906  0.186392     52.73    63.79
DIVA Systems Corporation   255013AA2  05/30/96  05/15/06     52.946     VARIES              0.363867   0.364048   0.364241   0.364447  0.364666    131.04   131.18
                           255013AB0  05/30/96  05/15/06     52.946     VARIES              0.363867   0.364048   0.364241   0.364447  0.364666    131.04   131.18
                           255013AC8  05/30/96  05/15/06     52.946     VARIES              0.363867   0.364048   0.364241   0.364447  0.364666    131.04   131.18
                           255013AD6  05/30/96  05/15/06     52.946     VARIES              0.363867   0.364048   0.364241   0.364447  0.364666    131.04   131.18
                           255013AL8  02/19/98  03/01/08     50.100     VARIES              0.364533   0.365469   0.366468   0.367534  0.368673    131.63   132.38
                           255013AM6  02/19/98  03/01/08     50.100     VARIES              0.364533   0.365469   0.366468   0.367534  0.368673    131.63   132.38
Dolphin Telecom, PLC       256886AE2  05/28/98  06/01/08     57.120     VARIES              0.319441   0.319441   0.319440   0.319440  0.319440    115.00   115.00



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Dolphin Telecom, PLC       256886AH5  05/18/99  05/15/09     50.892     VARIES              0.363443   0.388884   0.388883   0.388883  0.388882    136.59   140.00
DuPage County, IL SDN99    263417GR2  04/04/02  02/01/11     55.425      0.000     68.57    0.114382   0.118270   0.122290   0.126447  0.130746     43.06    46.04
Duarte, California
  Redevelopment Agency     263594AB9  06/16/92  12/01/12     16.484      0.000    291.02    0.113224   0.118324   0.123654   0.129224  0.135044     41.99    45.86
Duke Capital Corporation   264399544  11/19/01  11/16/06*   100.000     VARIES              0.142286   0.142848                                     32.06*
                           264399551  11/19/01  11/16/06    100.000     VARIES              0.142286   0.142848   0.142819   0.142184  0.141533     51.35    51.24
                           264399585  03/19/01  05/18/06*   100.000     VARIES              0.170786                                                 8.20*
                           264399EJ1  05/07/03  05/15/23    100.000     VARIES              0.171251   0.174948   0.178757   0.182681  0.186724     62.66    65.43
Duke Capital Corporation   26439RAP1  03/19/01  05/18/06    100.000     VARIES              0.170786   0.168910   0.171416   0.168324  0.170802     62.19    61.97
Duke Capital Corporation   26439VAA5  11/19/01  11/16/06    100.000     VARIES              0.142286   0.142848   0.142819   0.142184  0.141533     51.35    51.24
E. Spire Communications    269153AA0  11/14/95  11/01/05     53.515     VARIES              0.361079   0.361077   0.361075   0.361073              129.99   108.32
                           269153AB8  03/26/96  04/01/06     53.809     VARIES              0.354156   0.354155   0.354155   0.354154  0.354153    127.50   127.50
                           269153AD4  11/14/95  11/01/05     53.515     VARIES              0.361079   0.361077   0.361075   0.361073              129.99   108.32
                           269153AE2  03/26/96  04/01/06     53.809     VARIES              0.354156   0.354155   0.354155   0.354154  0.354153    127.50   127.50
                           269153AH5  07/24/98  07/01/08     59.989     VARIES              0.295109   0.295108   0.295106   0.295104              106.24   106.24
                           269153AJ1  07/24/98  07/01/08     59.989     VARIES              0.295109   0.295108   0.295106   0.295104              106.24   106.24
East Orange NJ             274137WT1  04/14/03  04/01/22     29.893      0.000     13.95    0.055336   0.057126   0.058974   0.060882  0.062851     20.57    21.92
                           274137WU8  04/14/03  04/01/23     27.886      0.000     13.08    0.051868   0.053554   0.055294   0.057091  0.058947     19.28    20.56
                           274137WV6  04/14/03  04/01/24     26.105      0.000     12.26    0.048632   0.050215   0.051850   0.053537  0.055280     18.08    19.28
                           274137WW4  04/14/03  04/01/25     24.381      0.000     11.49    0.045564   0.047052   0.048588   0.050175  0.051813     16.94    18.07
                           274137WX2  04/14/03  04/01/26     22.763      0.000     10.76    0.042674   0.044071   0.045514   0.047005  0.048544     15.87    16.93
                           274137WY0  04/14/03  04/01/27     21.292      0.000     10.08    0.039980   0.041291   0.042645   0.044044  0.045489     14.87    15.86
                           274137WZ7  04/14/03  04/01/28     19.913      0.000      9.44    0.037449   0.038679   0.039950   0.041262  0.042617     13.93    14.86
Edwards Lifesciences
  Corporation              28176EAA6  05/09/03  05/15/33    100.000     VARIES              0.135427   0.136100   0.136790   0.137497  0.138220     48.94    49.44
                           28176EAB4  05/09/03  05/15/33    100.000     VARIES              0.135427   0.136100   0.136790   0.137497  0.138220     48.94    49.44
El Paso Corporation        28336L208  06/26/02  08/16/07    100.000     VARIES              0.197965   0.198932   0.199932   0.200968  0.200909     71.71    72.29
                           28336LAA7  02/28/01  02/28/21     45.289      0.000     53.90    0.054948   0.055438   0.057484   0.057678  0.059806     20.51    21.30
                           28336LAC3  02/28/01  02/28/21     45.289      0.000     53.90    0.054948   0.055438   0.057484   0.057678  0.059806     20.51    21.30
El Salvador, Republic      283875AE2  08/11/99  08/15/06     92.196      9.500     41.80    0.032766   0.034590   0.036516   0.038548  0.040694     12.63    14.08
Electronics for Imaging    284745AA4  06/04/03  06/01/23    100.000     VARIES              0.226441   0.233743   0.241333   0.249222  0.257424     83.28    88.78
Electronic Data Systems    285661203  06/26/01  08/17/06*   100.000     VARIES              0.177238   0.177764                                     24.15*
                           285661401  06/26/01  08/17/06    100.000     VARIES              0.177238   0.177764   0.177729   0.177116  0.176484     63.97    63.71
                           285661AB0  10/10/01  10/10/21     77.941     VARIES              0.125836   0.129183   0.133348   0.136147  0.140536     47.29    49.78
                           285661AE4  06/30/03  07/15/23    100.000     VARIES              0.161240   0.162794   0.164394   0.166040  0.167733     58.85    60.03
                           285661AF1  06/30/03  07/15/23    100.000     VARIES              0.161240   0.162794   0.164394   0.166040  0.167733     58.85    60.03
                           285661AG9  06/26/01  08/17/06    100.000     VARIES              0.177238   0.177764   0.177729   0.177116  0.176484     63.97    63.71
Electronic Retailing
  Systems International    285825AC9  01/24/97  02/01/04     64.421     VARIES              0.382611                                                11.86
Emmis Communications
  Corporation              291525AF0  03/27/01  03/15/11     54.760     VARIES              0.256420   0.272444   0.289470   0.307561  0.326781     98.70   111.42
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Emmis Escrow Corporation   291530AA1  03/27/01  03/15/11     54.760     VARIES              0.256420   0.272444   0.289470   0.307561  0.326781     98.70   111.42
Enron Corporation          293561CC8  02/07/01  02/07/21     65.524      0.000     41.43    0.040776   0.041209   0.041647   0.042089  0.042537     14.88    15.20
                           293561CD6  02/07/01  02/07/21     65.524      0.000     41.43    0.040776   0.041209   0.041647   0.042089  0.042537     14.88    15.20
Entergy Louisiana
  Capital I                29364A205  07/16/96  09/30/45*   100.000      9.000              0.245902   0.245902   0.247253                          75.78*
Entergy Arkansas
  Capital I                29364C201  08/14/96  09/30/45*   100.000      8.500              0.232240   0.232240   0.233517                          73.21*
Entergy Gulf States
  Capital Trust I          29364H200  01/28/97  03/31/46    100.000      8.750              0.239071   0.239071   0.240385   0.239071  0.240385     87.62    87.50
Essex County Utilities
  Authority                296816AY7  03/30/99  04/01/12     60.121      0.000    122.92    0.078708   0.080263   0.081849   0.083466  0.085116     28.90    30.05
                           296816BG5  03/30/99  04/01/04     74.144      0.000    243.83    0.163648                                                14.73
                           296816BH3  03/30/99  04/01/05     69.072      0.000    235.23    0.158534   0.163496   0.168614                          58.87    15.18
                           296816BJ9  03/30/99  04/01/06     64.504      0.000    223.67    0.151069   0.155873   0.160830   0.165944  0.171221     56.13    59.75
Evergreen Resources,Inc.   299900AA8  12/18/01  12/15/21    100.000     VARIES              0.272774   0.279114   0.285740   0.292664  0.299900     99.55   104.34
                           299900AB6  12/18/01  12/15/21    100.000     VARIES              0.272774   0.279114   0.285740   0.292664  0.299900     99.55   104.34
First Citizens Bancorp.
  of South Carolina        30244CAC0  03/24/98  03/15/28    100.000      8.250              0.229167   0.229167   0.229167   0.229167  0.229167     82.50    82.50
Federal Home Loan
  Mortgage Corporation     3128X02Z1  03/28/03  03/28/33     15.782      0.000      7.56    0.028256   0.029139   0.030049   0.030988  0.031957     10.50    11.16
                           3128X03C1  04/01/03  04/01/33     15.108      0.000      7.33    0.027719   0.028606   0.029521   0.030466  0.031441     10.30    10.97
                           3128X03L1  04/14/03  04/14/33     13.648      0.000      6.64    0.026454   0.027346   0.028269   0.029223  0.030210      9.82    10.50
                           3128X03U1  04/08/03  04/08/08*   100.000      3.000              0.006693   0.006775                                      1.26*
                           3128X04L0  04/21/03  04/21/33     14.464      0.000      6.64    0.027178   0.028068   0.028988   0.029937  0.030917     10.07    10.74
                           3128X04V8  04/29/03  04/29/33     14.152      0.000      6.36    0.026907   0.027798   0.028719   0.029670  0.030653      9.96    10.63
                           3128X0AM1  10/03/02  12/30/04     95.010      0.000     27.39    0.062334   0.063049                                     22.51
                           3128X0AN9  10/03/02  12/30/05     91.510      0.000     31.72    0.072453   0.073450   0.074462   0.075488               26.26    26.92
                           3128X0AP4  10/03/02  12/30/06     87.710      0.000     34.42    0.078862   0.080090   0.081338   0.082604  0.083891     28.61    29.51
                           3128X0AQ2  10/03/02  12/30/07     83.710      0.000     36.12    0.082960   0.084379   0.085822   0.087290  0.088783     30.12    31.16
                           3128X0AR0  10/03/02  12/30/09     75.410      0.000     37.51    0.086515   0.088217   0.089952   0.091722  0.093527     31.46    32.70
                           3128X0AS8  10/03/02  01/02/13     63.710      0.000     35.89    0.081346   0.083155   0.085005   0.086895  0.088827     30.27    31.63
                           3128X0AT6  10/03/02  01/02/22     36.810      0.000     24.60    0.055916   0.057386   0.058895   0.060444  0.062034     20.93    22.04
                           3128X0AU3  10/03/02  01/02/30     23.710      0.000     16.13    0.036673   0.037655   0.038662   0.039697  0.040759     13.74    14.48
                           3128X0AV1  10/03/02  04/15/32     21.010      0.000     14.30    0.032995   0.033878   0.034784   0.035715  0.036671     12.17    12.83
                           3128X0AW9  10/03/02  06/15/32     20.810      0.000     14.17    0.032987   0.033871   0.034778   0.035709  0.036665     12.06    12.72
                           3128X0AX7  10/03/02  09/15/32     20.510      0.000     13.98    0.032113   0.032973   0.033857   0.034764  0.035696     11.90    12.55
                           3128X0AY5  10/03/02  12/15/32     20.210      0.000     13.79    0.032097   0.032958   0.033843   0.034750  0.035683     11.74    12.38
                           3128X0AZ2  10/03/02  01/02/34     19.160      0.000     13.05    0.029670   0.030464   0.031281   0.032119  0.032979     11.11    11.72
                           3128X0CW7  10/28/02  10/28/32     12.153      0.000     10.48    0.025895   0.026820   0.027779   0.028772  0.029801      9.61    10.31
                           3128X0DJ5  11/05/02  11/05/32     12.693      0.000     10.52    0.026439   0.027365   0.028322   0.029314  0.030340      9.79    10.49
                           3128X0DM8  11/05/02  11/05/32     12.693      0.000     10.52    0.026439   0.027365   0.028322   0.029314  0.030340      9.79    10.49
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Federal Home Loan
  Mortgage Corporation     3128X0DS5  11/05/02  11/05/32     14.675      0.000     11.28    0.028247   0.029166   0.030113   0.031092  0.032103     10.44    11.13
                           3128X0EF2  11/05/02  11/05/32     12.153      0.000     10.30    0.025895   0.026820   0.027779   0.028772  0.029801      9.59    10.29
                           3128X0EU9  11/05/02  11/05/32     11.807      0.000     10.14    0.025533   0.026458   0.027417   0.028411  0.029441      9.46    10.16
                           3128X0EW5  11/12/02  11/12/32     11.637      0.000      9.89    0.025351   0.026277   0.027236   0.028230  0.029260      9.39    10.08
                           3128X0FD6  11/12/02  11/12/32     11.305      0.000      9.74    0.024990   0.025914   0.026873   0.027867  0.028898      9.25     9.95
                           3128X0KM0  12/03/02  12/03/32     13.847      0.000     10.20    0.027527   0.028449   0.029402   0.030387  0.031405     10.13    10.82
                           3128X0L23  03/04/03  03/04/33     14.890      0.000      8.02    0.027539   0.028427   0.029344   0.030290  0.031267     10.28    10.96
                           3128X0M48  03/18/03  03/18/33     14.676      0.000      7.59    0.027359   0.028248   0.029166   0.030114  0.031093     10.20    10.87
                           3128X0MG1  12/16/02  12/16/32     13.847      0.000      9.85    0.027527   0.028449   0.029402   0.030387  0.031405     10.10    10.79
                           3128X0MX4  11/26/02  11/26/32     13.648      0.000     10.32    0.027346   0.028269   0.029223   0.030210  0.031229     10.08    10.77
                           3128X0MZ9  12/16/02  12/16/32     13.648      0.000      9.78    0.027346   0.028269   0.029223   0.030210  0.031229     10.04    10.73
                           3128X0NH8  12/13/02  12/13/22     29.718      0.000     19.56    0.054032   0.055696   0.057412   0.059180  0.061003     19.81    21.05
                           3128X0NJ4  12/13/02  12/13/32     13.648      0.000      9.86    0.027346   0.028269   0.029223   0.030210  0.031229     10.04    10.73
                           3128X0NU9  12/10/02  12/10/32     13.181      0.000      9.78    0.026912   0.027836   0.028792   0.029781  0.030804      9.89    10.59
                           3128X0PC7  12/23/02  12/23/32     12.693      0.000      9.25    0.026439   0.027365   0.028322   0.029314  0.030340      9.70    10.39
                           3128X0PK9  12/23/02  12/23/32     12.693      0.000      9.25    0.026439   0.027365   0.028322   0.029314  0.030340      9.70    10.39
                           3128X0PM5  12/06/02  12/06/32     14.255      0.000     10.26    0.027888   0.028808   0.029759   0.030741  0.031756     10.25    10.94
                           3128X0PR4  12/16/02  12/16/32     12.879      0.000      9.51    0.026621   0.027546   0.028504   0.029494  0.030519      9.78    10.47
                           3128X0RP6  12/30/02  12/30/32     13.648      0.000      9.40    0.027346   0.028269   0.029223   0.030210  0.031229     10.01    10.70
                           3128X0S91  04/07/03  04/07/33     15.108      0.000      7.16    0.027719   0.028606   0.029521   0.030466  0.031441     10.29    10.96
                           3128X0TR0  01/16/03  01/16/09*    99.500     VARIES              0.013822                                                  .21*
                           3128X0TU3  12/27/02  12/27/17    100.000     VARIES              0.042525   0.041724   0.040901   0.040205  0.039491     15.16    14.59
                           3128X0V48  03/24/03  03/24/23     30.359      0.000     14.28    0.052564   0.054154   0.055792   0.057480  0.059219     19.52    20.72
                           3128X0VE6  01/27/03  01/27/09*    99.750      3.250              0.007004                                                  .18*
                           3128X0W47  04/07/03  04/07/33     14.676      0.000      7.07    0.027359   0.028248   0.029166   0.030114  0.031093     10.16    10.83
                           3128X0WW5  01/28/03  01/28/33     14.675      0.000      8.96    0.027358   0.028247   0.029166   0.030113  0.031092     10.29    10.96
                           3128X0YA1  01/30/03  01/30/06*    99.750      2.000              0.006983                                                  .20*
                           3128X0YK9  02/04/03  02/04/33*    12.693      0.000      8.20    0.025545   0.026439                                      5.60*
                           3128X0Z69  04/14/03  04/14/33     14.152      0.000      6.76    0.026907   0.027798   0.028719   0.029670  0.030653      9.99    10.66
                           3128X0Z93  04/01/03  04/01/33     13.847      0.000      7.04    0.026635   0.027527   0.028449   0.029402  0.030387      9.91    10.59
                           3128X0ZC6  02/06/03  02/06/09*    99.625      3.250              0.010510                                                  .37*
Federal Home Loan
  Mortgage Corporation     3128X12R7  11/05/03  11/05/14     54.324      0.000      4.75    0.084881   0.087268   0.089722   0.092246  0.094840     31.26    33.04
                           3128X1BK2  05/12/03  05/12/33     15.108      0.000      6.19    0.027719   0.028606   0.029521   0.030466  0.031441     10.23    10.89
                           3128X1BY2  05/20/03  05/20/33     15.727      0.000      6.08    0.028213   0.029096   0.030007   0.030947  0.031916     10.39    11.05
                           3128X1C39  08/27/03  02/27/07*    89.484      0.000      9.86    0.079539                                                 4.45*
                           3128X1CN5  05/27/03  05/27/33     15.419      0.000      5.83    0.027970   0.028855   0.029768   0.030711  0.031683     10.29    10.95
                           3128X1DB0  05/27/03  05/27/33     15.285      0.000      5.81    0.027862   0.028748   0.029663   0.030606  0.031579     10.25    10.91
                           3128X1GZ4  06/17/03  06/17/33     18.796      0.000      5.73    0.030333   0.031190   0.032071   0.032977  0.033909     11.10    11.73
                           3128X1HA8  06/23/03  06/23/33     16.728      0.000      5.29    0.028963   0.029839   0.030741   0.031671  0.032629     10.60    11.25
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Federal Home Loan
  Mortgage Corporation     3128X1HB6  06/13/03  06/13/33     17.732      0.000      5.72    0.029657   0.030524   0.031417   0.032336  0.033282     10.86    11.51
                           3128X1HD2  06/23/03  06/23/33     16.728      0.000      5.29    0.028963   0.029839   0.030741   0.031671  0.032629     10.60    11.25
                           3128X1HZ3  06/17/03  06/17/33     16.925      0.000      5.49    0.029103   0.029978   0.030879   0.031807  0.032762     10.66    11.31
                           3128X1JE8  06/20/03  06/20/28     23.542      0.000      7.34    0.039513   0.040673   0.041867   0.043096  0.044361     14.46    15.32
                           3128X1KF3  06/18/03  06/18/18     99.500      3.250              0.006882   0.007003   0.007126                           2.50     1.19
                           3128X1MD6  06/30/03  06/30/33     16.631      0.000      5.08    0.028893   0.029769   0.030673   0.031604  0.032563     10.56    11.21
                           3128X1MS3  06/30/03  06/30/33     17.222      0.000      5.15    0.029311   0.030183   0.031081   0.032006  0.032958     10.71    11.36
                           3128X1NP8  07/07/03  07/07/33     17.680      0.000      5.01    0.028779   0.029622   0.030490   0.031384  0.032303     10.81    11.45
                           3128X1NV5  07/07/03  07/07/33     17.475      0.000      4.98    0.028640   0.029485   0.030354   0.031250  0.032172     10.76    11.40
                           3128X1PP6  07/07/03  07/07/33     16.728      0.000      4.89    0.028112   0.028963   0.029839   0.030741  0.031671     10.57    11.22
                           3128X1QB6  07/07/03  07/07/33     16.201      0.000      4.82    0.027721   0.028575   0.029455   0.030363  0.031298     10.44    11.09
                           3128X1QT7  06/30/03  06/30/33     16.679      0.000      5.08    0.028927   0.029804   0.030707   0.031637  0.032596     10.57    11.22
                           3128X1RP4  07/16/03  07/16/33     14.890      0.000      4.40    0.026678   0.027539   0.028427   0.029344  0.030290     10.05    10.71
                           3128X1RQ2  07/03/03  06/26/08     87.646      0.000     11.55    0.065716   0.066592   0.067479   0.068379  0.069290     23.82    24.46
                           3128X1TD9  07/28/03  07/28/33     14.464      0.000      4.03    0.026316   0.027178   0.028068   0.028988  0.029937      9.90    10.56
                           3128X1TM9  07/28/03  07/28/33     14.676      0.000      4.05    0.026498   0.027359   0.028248   0.029166  0.030114      9.96    10.62
                           3128X1UM7  08/14/03  08/14/33     13.569      0.000      3.50    0.025517   0.026381   0.027274   0.028197  0.029152      9.58    10.24
                           3128X1VK0  08/19/03  08/19/33*    13.258      0.000      3.33    0.025227   0.026091                                      5.91*
                           3128X1WU7  08/19/03  08/19/33*    12.693      0.000      3.26    0.024681   0.025545                                      5.78*
                           3128X1WZ6  08/19/03  08/19/33*    12.242      0.000      3.20    0.024229   0.025092                                      5.68*
                           3128X1Y76  10/21/03  10/21/33     14.152      0.000      1.82    0.026044   0.026907   0.027798   0.028719  0.029670      9.65    10.30
Federal Home Loan
  Mortgage Corporation     3128X24W2  04/15/04  04/15/19     42.355      0.000                         0.068356   0.070342   0.072386  0.074489     17.65    26.01
                           3128X26L4  04/28/04  04/28/34     15.108      0.000                         0.026859   0.027719   0.028606  0.029521      6.58    10.25
                           3128X2G74  03/18/04  03/18/19     40.899      0.000                         0.068735   0.070814   0.072956  0.075163     19.67    26.33
                           3128X2G82  03/18/04  03/18/19     40.899      0.000                         0.068735   0.070814   0.072956  0.075163     19.67    26.33
                           3128X2GG4  12/30/03  12/30/19    100.000     VARIES              0.049606   0.048569   0.047580   0.046643  0.045758     17.67    16.96
                           3128X2H73  03/18/04  03/18/19     40.781      0.000                         0.068761   0.070848   0.072998  0.075214     19.67    26.34
                           3128X2HA6  12/29/03  12/29/33     13.258      0.000       .05    0.025227   0.026091   0.026984   0.027909  0.028864      9.24     9.88
                           3128X2J55  03/18/04  03/18/19     40.899      0.000                         0.068735   0.070814   0.072956  0.075163     19.67    26.33
                           3128X2KD6  12/29/03  06/29/07     98.050      2.455       .03    0.014783   0.015008   0.015237   0.015469  0.015705      5.36     5.53
                           3128X2KE4  12/24/03  12/24/07     98.050      2.810       .09    0.012771   0.012984   0.013200   0.013421  0.013644      4.64     4.79
                           3128X2KG9  12/30/03  12/30/08*    99.750      2.125              0.006903   0.006985                                      2.49*
                           3128X2KW4  12/30/03  12/22/08     83.523      0.000       .08    0.084674   0.086155   0.087727   0.089328  0.090958     30.78    31.90
                           3128X2LR4  01/20/04  01/20/34     13.258      0.000                         0.025227   0.026091   0.026984  0.027909      8.74     9.85
                           3128X2PY5  02/11/04  02/11/09     99.700      2.000                         0.008285   0.008380                           2.66      .34
                           3128X2Q40  03/22/04  03/22/19     40.721      0.000                         0.068774   0.070865   0.073019  0.075239     19.40    26.33
                           3128X2RQ0  01/30/04  04/01/05     98.411      0.000              0.037557   0.037646   0.037904                          12.48     3.41
                           3128X2RR8  01/30/04  10/01/05     97.222      0.000              0.045742   0.045886   0.046275   0.046667               15.21    12.56
                           3128X2RU1  01/30/04  04/01/06     95.755      0.000              0.053434   0.053618   0.054156   0.054700  0.055250     17.78    19.69
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Federal Home Loan
  Mortgage Corporation     3128X2RV9  01/30/04  10/01/06     94.087      0.000              0.060000   0.060234   0.060926   0.061625  0.062333     19.99    22.19
                           3128X2RW7  01/30/04  10/01/07     90.198      0.000              0.070916   0.071262   0.072271   0.073293  0.074331     23.66    26.39
                           3128X2RX5  01/30/04  04/01/08     88.056      0.000              0.075165   0.075568   0.076729   0.077908  0.079106     25.09    28.05
                           3128X2RY3  01/30/04  10/01/08     85.870      0.000              0.078437   0.078877   0.080174   0.081492  0.082832     26.20    29.34
                           3128X2RZ0  01/30/04  04/01/09     83.646      0.000              0.080945   0.081424   0.082843   0.084286  0.085754     27.05    30.35
                           3128X2S48  04/07/04  04/07/34     15.782      0.000                         0.027399   0.028256   0.029139  0.030049      7.31    10.48
                           3128X2S97  04/08/04  04/08/19     42.727      0.000                         0.068245   0.070207   0.072225  0.074302     18.11    25.98
                           3128X2SA4  01/30/04  10/01/09     81.441      0.000              0.082642   0.083159   0.084678   0.086225  0.087800     27.63    31.04
                           3128X2SB2  01/30/04  04/01/10     79.227      0.000              0.083825   0.084378   0.085985   0.087623  0.089292     28.04    31.55
                           3128X2SC0  01/30/04  10/01/10     77.037      0.000              0.084513   0.085081   0.086761   0.088475  0.090222     28.28    31.85
                           3128X2SD8  01/30/04  04/01/11     74.840      0.000              0.084876   0.085466   0.087210   0.088991  0.090807     28.41    32.04
                           3128X2SE6  01/30/04  10/01/11     72.645      0.000              0.084947   0.085562   0.087363   0.089202  0.091079     28.45    32.12
                           3128X2SF3  01/30/04  04/01/12     70.491      0.000              0.084693   0.085325   0.087171   0.089056  0.090983     28.37    32.06
                           3128X2SG1  01/30/04  10/01/12     68.379      0.000              0.084185   0.084818   0.086698   0.088619  0.090583     28.21    31.91
                           3128X2SH9  01/30/04  04/01/13     66.275      0.000              0.083506   0.084153   0.086061   0.088013  0.090010     27.99    31.69
                           3128X2SJ5  01/30/04  10/01/13     64.227      0.000              0.082611   0.083269   0.085198   0.087170  0.089189     27.70    31.39
                           3128X2SK2  01/30/04  04/01/14     62.210      0.000              0.081587   0.082247   0.084189   0.086176  0.088211     27.36    31.03
                           3128X2SL0  01/30/04  10/01/14     60.256      0.000              0.080407   0.081063   0.083011   0.085004  0.087046     26.97    30.61
                           3128X2SM8  01/30/04  04/01/15     58.361      0.000              0.079093   0.079755   0.081701   0.083694  0.085736     26.53    30.13
                           3128X2SN6  01/30/04  10/01/15     56.535      0.000              0.077685   0.078337   0.080275   0.082260  0.084295     26.06    29.62
                           3128X2SP1  01/30/04  04/01/16     54.741      0.000              0.076216   0.076868   0.078795   0.080770  0.082794     25.58    29.08
                           3128X2SQ9  01/30/04  10/01/16     52.987      0.000              0.074703   0.075351   0.077264   0.079225  0.081235     25.07    28.53
                           3128X2SR7  01/30/04  04/01/17     51.299      0.000              0.073139   0.073776   0.075670   0.077612  0.079604     24.55    27.94
                           3128X2SS5  01/30/04  10/01/17     49.661      0.000              0.071536   0.072170   0.074041   0.075961  0.077931     24.02    27.35
                           3128X2ST3  01/30/04  04/01/18     48.064      0.000              0.069921   0.070546   0.072393   0.074289  0.076234     23.48    26.75
                           3128X2SU0  01/30/04  10/01/18     46.530      0.000              0.068285   0.068900   0.070720   0.072589  0.074506     22.93    26.14
                           3128X2SV8  01/30/04  04/01/19     45.040      0.000              0.066644   0.067252   0.069043   0.070882  0.072770     22.38    25.52
                           3128X2SW6  01/30/04  10/01/19     43.600      0.000              0.065007   0.065603   0.067364   0.069172  0.071028     21.84    24.91
                           3128X2SX4  01/30/04  04/01/20     42.215      0.000              0.063378   0.063958   0.065687   0.067462  0.069285     21.29    24.29
                           3128X2SY2  01/30/04  10/01/20     40.880      0.000              0.061756   0.062325   0.064020   0.065761  0.067549     20.75    23.68
                           3128X2SZ9  01/30/04  04/01/07     92.208      0.000              0.065951   0.066253   0.067106   0.067970  0.068845     21.99    24.47
                           3128X2U94  04/08/04  04/08/19     42.727      0.000                         0.068245   0.070207   0.072225  0.074302     18.11    25.98
                           3128X2V28  04/08/04  04/08/19     42.727      0.000                         0.068245   0.070207   0.072225  0.074302     18.11    25.98
                           3128X2V36  04/07/04  04/07/34     15.329      0.000                         0.027039   0.027898   0.028784  0.029697      7.21    10.35
                           3128X2V85  03/17/04  03/17/34     15.782      0.000                         0.027399   0.028256   0.029139  0.030049      7.87    10.52
                           3128X2VK8  02/23/04  02/23/34     13.648      0.000                         0.025590   0.026454   0.027346  0.028269      7.99     9.92
                           3128X2XE0  02/25/04  02/25/19     99.000      3.050                         0.013522   0.013763   0.014009  0.014259      4.17     5.06
                           3128X2Y58  03/30/04  09/30/08     99.750      2.250                         0.006901   0.006987                           1.88      .62
                           3128X2ZJ7  03/04/04  03/04/19     41.198      0.000                         0.068665   0.070725   0.072846  0.075032     20.63    26.35
                           3128X2ZY4  03/18/04  03/18/16     99.000     VARIES                         0.023668   0.024158   0.024657  0.024738      6.75     8.85



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Federal Home Loan
  Mortgage Corporation     3128X3DR1  04/26/04  04/21/09     82.475      0.000                         0.089384   0.091082   0.092859  0.094671     22.02    33.36
                           3128X3GZ0  05/26/04  02/26/07*    90.985      0.000                         0.087538                                      7.88*
                           3128X3QA4  07/15/04  07/15/19     38.309      0.000                                    0.069169   0.071417  0.073738     11.48    26.06
                           3128X3QS5  07/02/04  09/30/05     96.916      0.000                         0.068150   0.068573   0.069441               12.24    18.60
                           3128X3QT3  07/02/04  12/30/05     96.002      0.000                         0.073301   0.074300   0.075321               13.12    26.86
                           3128X3QU0  07/02/04  03/31/06     95.007      0.000                         0.078014   0.078582   0.079743  0.080922     14.02    28.71
                           3128X3QV8  07/02/04  06/30/06     93.992      0.000                         0.081626   0.082898   0.084194  0.085510     14.69    30.08
                           3128X3QW6  07/02/04  09/29/06     92.958      0.000                         0.084763   0.085437   0.086839  0.088264     15.23    31.27
                           3128X3QX4  07/02/04  12/29/06     91.898      0.000                         0.087293   0.088765   0.090282  0.091826     15.63    32.23
                           3128X3QY2  07/02/04  03/30/07     90.817      0.000                         0.089279   0.090059   0.091652  0.093274     16.05    33.00
                           3128X3QZ9  07/02/04  06/29/07     89.742      0.000                         0.090999   0.092636   0.094327  0.096049     16.29    33.66
                           3128X3RA3  07/06/04  07/06/09     80.880      0.000                                    0.096369   0.098436  0.100547     16.86    35.80
                           3128X3TY9  08/26/04  08/26/24     29.204      0.000                                    0.050701   0.052286  0.053920      6.34    18.94
                           3128X3UK7  09/15/04  09/15/06     99.900     VARIES                                    0.009028                            .95      .67
                           3128X3UU5  09/15/04  09/15/34     14.152      0.000                                    0.026044   0.026907  0.027798      2.76     9.72
                           3128X3WD1  09/22/04  09/22/34     14.463      0.000                                    0.026316   0.027177  0.028068      2.61     9.80
Federal Home Loan
  Mortgage Corporation     3129023V9  10/30/00  05/15/07     67.060      0.000    143.33    0.139119   0.143433   0.147881   0.152466  0.157194     51.26    54.49
                           3129026G9  12/06/00  03/30/10     56.100      0.000    117.82    0.116937   0.120620   0.124420   0.128339  0.132382     43.44    46.22
                           3129026H7  12/06/00  03/30/05     77.160      0.000    156.35    0.154732   0.159447   0.164307                          57.42    14.62
                           312902FM6  10/12/99  06/01/04     74.318      0.000    230.58    0.174966                                                26.24
                           312902FN4  10/12/99  12/01/04     71.926      0.000    223.71    0.169806   0.175340                                     57.03
                           312902FP9  10/12/99  03/01/05     70.745      0.000    220.45    0.164680   0.170055   0.175606                          61.56    10.54
                           312902FQ7  10/12/99  06/01/05     69.503      0.000    217.67    0.165365   0.170788   0.176388                          60.84    26.46
                           312902FR5  10/12/99  08/01/05     68.721      0.000    215.60    0.160320   0.165584   0.171022   0.176638               60.27    36.93
                           312902FS3  10/12/99  12/01/05     67.176      0.000    211.47    0.160756   0.166052   0.171522   0.177172               59.15    57.62
                           312902FT1  10/12/99  07/01/07     60.216      0.000    192.44    0.147402   0.152324   0.157410   0.162666               53.95    57.61
                           312902FU8  10/12/99  08/01/08     55.888      0.000    179.87    0.134113   0.138619   0.143275   0.148088  0.153063     50.47    53.91
                           312902FV6  10/12/99  03/01/06     66.014      0.000    208.56    0.156033   0.161189   0.166515   0.172017  0.177701     58.36    62.28
                           312902FW4  10/12/99  06/01/06     64.867      0.000    205.60    0.156422   0.161606   0.166961   0.172495  0.178211     57.56    61.44
                           312902FX2  10/12/99  08/01/06     64.123      0.000    203.59    0.151585   0.156616   0.161814   0.167185  0.172734     57.01    60.86
                           312902FY0  10/12/99  06/01/07     60.546      0.000    193.55    0.147410   0.152333   0.157419   0.162676  0.168108     54.25    57.94
                           312902FZ7  10/12/99  07/01/08     56.244      0.000    180.66    0.138472   0.143117   0.147917   0.152878               50.69    54.14
                           312902GU7  10/22/99  08/16/04     73.251      0.000    228.01    0.170965   0.176578                                     39.48
                           312902LX5  12/17/99  12/17/29     14.255      0.000     42.75    0.033886   0.035004   0.036159   0.037353  0.038585     12.43    13.27
                           312902VG1  04/25/00  01/04/21     25.643      0.000     70.33    0.058753   0.060717   0.062747   0.064844  0.067012     22.21    23.72
                           312902VH9  04/25/00  01/04/22     24.042      0.000     65.87    0.055023   0.056861   0.058760   0.060722  0.062750     20.80    22.21
                           312902VJ5  04/25/00  01/04/23     22.536      0.000     61.70    0.051534   0.053253   0.055031   0.056867  0.058765     19.48    20.80
                           312902VK2  04/25/00  01/04/24     21.145      0.000     57.81    0.048278   0.049888   0.051551   0.053269  0.055044     18.25    19.49
                           312902VL0  04/25/00  01/04/25     20.007      0.000     54.31    0.045326   0.046827   0.048378   0.049980  0.051635     17.13    18.28
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Federal Home Loan
  Mortgage Corporation     312902VM8  04/25/00  01/04/26     18.780      0.000     50.91    0.042488   0.043893   0.045345   0.046845  0.048395     16.05    17.13
                           312902VN6  04/25/00  01/04/27     17.654      0.000     47.76    0.039849   0.041164   0.042524   0.043928  0.045378     15.06    16.07
                           312902VS5  04/25/00  01/04/12     46.161      0.000    127.35    0.106441   0.110018   0.113715   0.117537  0.121487     40.25    43.00
                           312902VT3  04/25/00  01/04/13     43.203      0.000    119.21    0.099638   0.102986   0.106448   0.110026  0.113724     37.68    40.25
                           312902VU0  04/25/00  01/04/14     40.436      0.000    111.58    0.093265   0.096400   0.099641   0.102990  0.106452     35.27    37.68
                           312902VV8  04/25/00  01/04/18     31.141      0.000     85.66    0.071578   0.073978   0.076457   0.079020  0.081668     27.06    28.91
                           312902VW6  04/25/00  01/04/19     29.163      0.000     80.20    0.067011   0.069257   0.071577   0.073976  0.076455     25.34    27.06
                           312902VX4  04/25/00  01/04/20     27.313      0.000     75.08    0.062738   0.064839   0.067011   0.069256  0.071576     23.72    25.34
                           312902WB1  04/25/00  01/04/04     78.551      0.000    213.95    0.178627                                                  .54
                           312902WC9  04/25/00  01/04/05     73.471      0.000    201.21    0.168073   0.173684   0.179483                          63.54      .54
                           312902WD7  04/25/00  01/04/06     68.696      0.000    189.00    0.157933   0.163228   0.168699   0.174355  0.180200     59.71    63.79
                           312902WE5  04/25/00  01/04/07     64.216      0.000    177.35    0.148246   0.153233   0.158387   0.163715  0.169222     56.06    59.90
                           312902WF2  04/25/00  01/04/08     59.995      0.000    166.36    0.139110   0.143807   0.148662   0.153681  0.158869     52.62    56.23
                           312902WG0  04/25/00  01/04/09     56.172      0.000    155.59    0.130090   0.134477   0.139013   0.143701  0.148548     49.20    52.58
                           312902WH8  04/25/00  01/04/10     52.605      0.000    145.52    0.121658   0.125756   0.129993   0.134372  0.138899     46.01    49.16
                           312902WJ4  04/25/00  01/04/11     49.272      0.000    136.12    0.113790   0.117618   0.121576   0.125667  0.129896     43.03    45.98
                           312902WK1  04/25/00  01/04/15     37.975      0.000    104.39    0.087221   0.090142   0.093162   0.096282  0.099507     32.98    35.22
                           312902WL9  04/25/00  01/04/16     35.607      0.000     97.72    0.081635   0.084366   0.087188   0.090104  0.093118     30.86    32.96
                           312902WM7  04/25/00  01/04/17     33.256      0.000     91.50    0.076459   0.079022   0.081671   0.084409  0.087239     28.91    30.88
Federal Home Loan
  Mortgage Corporation     312923C78  05/16/01  04/01/04     87.430      0.000    114.16    0.128237                                                11.54
                           312923C86  05/16/01  10/01/04     84.980      0.000    114.76    0.129157   0.132308                                     35.44
                           312923C94  05/16/01  01/03/05     83.780      0.000    114.38    0.127366   0.130508   0.133726                          47.55      .27
                           312923CN3  01/10/01  08/17/12     61.750      1.000     76.47    0.076747   0.078859   0.081030   0.083259  0.085551     28.58    30.18
                           312923RN7  03/20/01  03/14/06     77.428      0.000    118.87    0.127042   0.130345   0.133734   0.137211  0.140778     47.05    49.52
                           312923VG7  04/10/01  12/14/04     83.520      0.000    119.26    0.131066   0.134313                                     45.54
                           312923VH5  04/10/01  05/31/05     81.380      0.000    118.34    0.129824   0.133093   0.136444                          47.53    20.33
Federal Home Loan
  Mortgage Corporation     312924AU7  08/21/01  08/21/26*    15.756      0.000     30.07    0.038207                                                 1.91*
                           312924BV4  08/21/01  08/21/21*    23.156      0.000     43.69    0.055469                                                 2.77*
                           312924TN3  11/19/01  11/19/20    100.000      5.881              0.183441   0.188835   0.163362   0.168166  0.173111     66.17    60.08
Federal Home Loan
  Mortgage Corporation     3129252A7  09/03/02  09/03/32*    12.693      0.000     12.16    0.026439                                                 1.64*
                           3129252H2  08/26/02  02/26/21     30.624      0.000     27.60    0.058947   0.060862   0.062840   0.064883  0.066991     22.05    23.51
                           3129252N9  08/27/02  08/27/32     12.693      0.000     12.32    0.026439   0.027365   0.028322   0.029314  0.030340      9.92    10.62
                           3129252U3  09/10/02  09/10/32     13.162      0.000     12.19    0.026893   0.027818   0.028774   0.029763  0.030786     10.06    10.76
                           3129253H1  09/10/02  09/10/32     12.693      0.000     11.98    0.026439   0.027365   0.028322   0.029314  0.030340      9.89    10.60
                           3129253V0  09/17/02  09/17/32*    12.693      0.000     11.79    0.026439                                                 2.01*
                           3129253Y4  09/17/02  09/17/32*    12.693      0.000     11.79    0.026439                                                 2.01*
                           3129255S5  09/19/02  09/14/07     84.361      0.000     37.78    0.083368   0.084802   0.086260   0.087744  0.089253     30.58    31.64
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Federal Home Loan
  Mortgage Corporation     3129256W5  10/07/02  10/07/32*    12.620      0.000     11.23    0.026367                                                 2.53*
                           3129257A2  10/07/02  10/07/32*    12.620      0.000     11.23    0.026367                                                 2.53*
                           3129257G9  10/15/02  10/15/32*    12.510      0.000     10.97    0.026257   0.027183                                      7.62*
                           312925B25  08/15/02  08/15/22*    25.257      0.000     25.14    0.052609                                                 2.31*
                           312925B41  08/06/02  08/06/32*    12.330      0.000     12.69    0.026076   0.027001                                      5.77*
                           312925E22  08/19/02  08/19/32*    12.693      0.000     12.53    0.026439   0.027365                                      6.19*
                           312925E55  07/29/02  07/29/09*   100.000     VARIES              0.010515   0.010451                                      2.17*
                           312925E89  08/19/02  08/19/32*    12.242      0.000     12.31    0.025986   0.026912                                      6.09*
                           312925E97  08/19/02  08/19/32*    12.693      0.000     12.53    0.026439   0.027365                                      6.19*
                           312925F88  08/19/02  08/19/32     12.693      0.000     12.53    0.026439   0.027365   0.028322   0.029314  0.030340      9.93    10.64
                           312925G20  08/19/02  08/19/32*    12.693      0.000     12.53    0.026439   0.027365                                      6.19*
                           312925HS2  04/26/02  04/26/07*   100.000     VARIES              0.046426                                                 5.34*
                           312925HZ6  04/30/02  04/30/07*   100.000     VARIES              0.058707                                                 6.99*
                           312925J43  08/27/02  08/27/32*    12.693      0.000     12.32    0.026439   0.027365                                      6.41*
                           312925J50  08/26/02  08/26/22*    25.257      0.000     24.57    0.052609                                                 2.89*
                           312925JA9  04/26/02  04/26/07*   100.000     VARIES              0.055932                                                 6.43*
                           312925JU5  05/07/02  05/07/07*   100.000     VARIES              0.054029                                                 6.81*
                           312925K25  08/26/02  08/26/22*    25.257      0.000     24.57    0.052609                                                 2.89*
                           312925K33  08/26/02  08/26/32*    11.979      0.000     11.99    0.025714                                                 1.41*
                           312925L81  08/26/02  08/26/32*    11.637      0.000     11.82    0.025351                                                 1.39*
                           312925M31  08/26/02  08/26/32*    11.569      0.000     11.78    0.025278                                                 1.39*
                           312925N71  08/26/02  08/26/32*    11.806      0.000     11.91    0.025532                                                 1.40*
                           312925N97  08/26/02  08/26/32     12.693      0.000     12.35    0.026439   0.027365   0.028322   0.029314  0.030340      9.92    10.63
                           312925PA2  06/03/02  06/03/22*    22.933      0.000     28.27    0.053358                                                 8.11*
                           312925QQ6  06/05/02  06/05/22     24.774      0.000     28.74    0.054250   0.056176   0.058170   0.060236  0.062374     19.98    21.42
                           312925QU7  06/05/02  06/05/22     24.654      0.000     28.71    0.054198   0.056129   0.058129   0.060200  0.062344     19.96    21.41
                           312925QW3  06/05/02  06/05/22     24.774      0.000     28.74    0.054250   0.056176   0.058170   0.060236  0.062374     19.98    21.42
                           312925S68  08/27/02  08/27/32     12.693      0.000     12.32    0.026439   0.027365   0.028322   0.029314  0.030340      9.92    10.62
                           312925S76  08/27/02  08/27/32*    12.693      0.000     12.32    0.026439   0.027365                                      6.41*
                           312925TM2  06/28/02  06/28/07*   100.000     VARIES              0.048554                                                 8.59*
                           312925UB4  06/21/02  06/21/32     12.693      0.000     14.07    0.027365   0.028322   0.029314   0.030340  0.031402     10.04    10.76
                           312925WS5  07/16/02  07/16/13*    99.500      4.000              0.009459                                                  .14*
                           312925Z86  09/03/02  09/03/32*    12.693      0.000     12.16    0.026439                                                 1.64*
                           312925ZY9  07/26/02  01/26/07     83.786      0.000     48.49    0.096104   0.098012   0.099958   0.101942  0.103965     35.54    36.96
Fedders North America      313139AE7  08/24/99  08/15/07*    95.304      9.375     21.01    0.016315   0.017151                                      1.59*
Federal Home Loan Banks    31339X6F6  06/12/03  06/12/23    100.000     VARIES              0.086204   0.085598   0.084982   0.084357  0.083722     30.90    30.46
                           31339XA53  06/09/03  06/09/28     22.811      0.000      7.70    0.039159   0.040333   0.041543   0.042790  0.044073     14.36    15.24
                           31339XAF1  06/09/03  06/09/33     15.782      0.000      5.55    0.028256   0.029139   0.030049   0.030988  0.031957     10.37    11.03
                           31339XBL7  06/10/03  06/10/33     15.108      0.000      5.42    0.027719   0.028606   0.029521   0.030466  0.031441     10.18    10.84
                           31339XDQ4  06/16/03  06/16/33     15.554      0.000      5.32    0.028077   0.028962   0.029874   0.030815  0.031786     10.29    10.95
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Federal Home Loan Banks    31339XGE8  06/16/03  06/16/33     15.967      0.000      5.38    0.028398   0.029280   0.030189   0.031126  0.032093     10.41    11.07
                           31339XJ70  06/23/03  06/23/33     15.108      0.000      5.06    0.027719   0.028606   0.029521   0.030466  0.031441     10.15    10.81
                           31339XJL9  06/23/03  06/23/33     15.108      0.000      5.06    0.027719   0.028606   0.029521   0.030466  0.031441     10.15    10.81
                           31339XKS2  06/23/03  06/23/28     23.714      0.000      7.24    0.039593   0.040749   0.041939   0.043164  0.044424     14.48    15.34
                           31339XKT0  06/19/03  06/19/18    100.000     VARIES              0.085801   0.085387   0.084966   0.084539  0.084105     30.80    30.50
                           31339XMN1  06/18/03  06/18/18     44.966      0.000     13.04    0.069271   0.071141   0.073062   0.075034  0.077060     25.32    26.71
                           31339XMW1  06/26/03  06/26/23     31.870      0.000      9.51    0.052836   0.054368   0.055944   0.057567  0.059236     19.31    20.45
                           31339XN42  06/26/03  06/26/08    100.000     VARIES              0.085003   0.085494   0.085850   0.086067  0.086145     30.69    30.95
                           31339XQ72  07/03/03  07/03/23     32.181      0.000      9.15    0.051401   0.052879   0.054399   0.055963  0.057572     19.30    20.43
                           31339XRT3  06/30/03  06/30/23     33.134      0.000      9.33    0.052985   0.054469   0.055994   0.057562  0.059173     19.34    20.44
                           31339XSM7  07/02/03  07/02/18    100.000     VARIES              0.083077   0.082637   0.082191   0.081738  0.081278     29.67    29.34
                           31339XUQ5  06/30/03  07/02/18     46.694      0.000     12.07    0.066689   0.068402   0.070160   0.071964  0.073813     24.94    26.24
Federal Home Loan Banks    31339Y4A7  07/16/03  07/16/18    100.000     VARIES              0.082267   0.081840   0.081407   0.080967  0.080521     29.40    29.08
                           31339YBR2  07/07/03  07/07/23     32.181      0.000      8.94    0.051401   0.052879   0.054399   0.055963  0.057572     19.29    20.42
                           31339YMR0  07/28/03  07/28/23     30.656      0.000      7.82    0.051093   0.052626   0.054204   0.055831  0.057505     19.15    20.31
                           31339YPD8  07/29/03  07/29/19     39.750      0.000      9.82    0.064593   0.066482   0.068427   0.070428  0.072488     24.18    25.61
                           31339YQP0  08/07/03  08/07/08    100.000     VARIES              0.034901   0.035382   0.035869   0.036173  0.036480     12.79    13.06
                           31339YX23  08/11/03  08/11/23     28.367      0.000      7.06    0.050430   0.052044   0.053709   0.055428  0.057202     18.90    20.13
                           31339YXB3  08/04/03  08/04/23     28.588      0.000      7.42    0.050505   0.052111   0.053768   0.055478  0.057242     18.95    20.17
Federal Home Loan Banks    3133M2H59  01/27/98  01/27/23     17.905      0.000     90.19    0.050830   0.052609   0.054450   0.056356  0.058329     19.18    20.54
                           3133M2JB4  12/18/97  12/18/12     33.623      0.000    185.13    0.106884   0.110839   0.114940   0.119192  0.123602     39.29    42.26
Federal Home Loan Banks    3133M3CT0  04/07/98  04/07/28     12.693      0.000     61.41    0.036034   0.037295   0.038601   0.039952  0.041350     13.41    14.37
Federal Home Loan Banks    3133M4JQ7  06/05/98  06/05/28     12.678      0.000     59.29    0.036020   0.037282   0.038587   0.039939  0.041337     13.26    14.21
                           3133M4T86  07/07/98  07/07/28     13.648      0.000     59.93    0.035664   0.036867   0.038112   0.039398  0.040727     13.48    14.41
Federal Home Loan Banks    3133M5ER7  09/08/98  09/08/28     13.727      0.000     57.89    0.035730   0.036932   0.038175   0.039460  0.040788     13.36    14.27
                           3133M5LN8  09/18/98  09/18/28     13.928      0.000     57.87    0.035896   0.037095   0.038334   0.039615  0.040938     13.39    14.30
                           3133M5QZ6  09/29/98  09/29/28     14.934      0.000     59.06    0.036677   0.037858   0.039077   0.040335  0.041634     13.64    14.53
Federal Home Loan Banks    3133M7A30  01/26/99  01/26/29     13.648      0.000     52.86    0.034499   0.035664   0.036867   0.038112  0.039398     13.00    13.89
                           3133M7BT2  02/01/99  02/01/29*    12.693      0.000     51.11    0.033638                                                 1.01*
                           3133M7Z25  03/02/99  03/02/04     85.600      0.000              0.028925                                                 1.76
Federal Home Loan Banks    3133M8F58  04/05/99  04/05/04     76.073      0.000    225.18    0.149873                                                14.09
                           3133M8PV0  05/04/99  05/04/04     76.402      0.000    217.83    0.147540                                                18.15
Federal Home Loan Banks    3133M95W8  07/13/99  07/13/29     12.331      0.000     45.09    0.032148   0.033289   0.034471   0.035695  0.036962     12.17    13.05
                           3133M9CD2  08/17/99  08/17/29     11.806      0.000     43.15    0.031613   0.032759   0.033947   0.035178  0.036453     11.90    12.78
                           3133M9JE3  07/29/99  07/27/06     64.021      0.000    208.58    0.148629   0.153444   0.158414   0.163546  0.168844     55.88    59.56
                           3133M9UQ3  09/01/99  03/01/05     71.017      0.000    219.90    0.159925   0.164979   0.170193                          59.71    10.21
Federal Home Loan Banks    3133MA6W4  10/20/99  04/20/05     70.101      0.000    218.40    0.165503   0.170934   0.176545                          61.34    19.24
Federal Home Loan Banks    3133MCF83  10/27/00  04/27/10     79.882      0.000              0.074575   0.052112   0.053770   0.035613  0.036746     21.47    15.00
                           3133MCX91  01/19/01  12/14/04     80.920      0.000    140.47    0.144642   0.148618                                     50.33
Federal Home Loan Banks    3133MFR42  06/21/01  06/13/06     77.119      0.000    108.80    0.128921   0.132329   0.135828   0.139419  0.143106     47.15    49.68
Federal Home Loan Banks    3133MHR63  09/24/01  09/15/06     80.023      0.000     85.69    0.110006   0.112498   0.115046   0.117652  0.120316     40.58    42.44
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Federal Home Loan Banks    3133MLRW7  02/22/02  02/22/07    100.000     VARIES              0.136732   0.137212   0.137172   0.137131  0.136425     49.37    49.28
Federal Home Loan Banks    3133MNBM2  04/30/02  04/30/07*   100.000     VARIES              0.116235                                                13.83*
Federal Home Loan Banks    3133MPJ98  07/02/02  07/02/07*   100.000     VARIES              0.130020   0.130779   0.131250                          35.48*
                           3133MPKH8  07/05/02  07/05/05*   100.000     VARIES              0.101705                                                  .41*
                           3133MPNV4  07/12/02  01/12/07    100.000     VARIES              0.130028   0.130664   0.130996   0.131016  0.130716     47.09    47.11
                           3133MPQR0  07/19/02  07/19/07*   100.000     VARIES              0.127425   0.128078                                     25.35*
                           3133MPVR4  08/02/02  02/03/06*   100.000     VARIES              0.117725                                                 3.77*
Federal Home Loan Banks    3133MQDM3  08/05/02  08/05/08    100.000     VARIES              0.117832   0.118472   0.118939   0.119230  0.119341     42.70    42.93
                           3133MQRZ9  08/22/02  08/22/22*    25.900      0.000     24.92    0.052880                                                 2.70*
Federal Home Loan Banks    3133MRDC3  09/10/02  09/10/07*   100.000     VARIES              0.104065   0.104444                                     25.98*
                           3133MRDM1  09/10/02  09/10/07*   100.000     VARIES              0.103846   0.104200                                     25.92*
                           3133MRM41  09/17/02  09/17/07*   100.000     VARIES              0.104066   0.104444                                     26.71*
Federal Home Loan Banks    3133MS3B4  09/19/02  09/14/07     84.850      0.000     36.68    0.080885   0.082229   0.083595   0.084983  0.086395     29.65    30.64
                           3133MSHD5  10/17/02  10/19/09     76.775      0.000     35.76    0.084359   0.085966   0.087602   0.089271  0.090970     30.89    32.08
                           3133MSHE3  10/17/02  10/19/09     76.745      0.000     35.80    0.084457   0.086067   0.087709   0.089381  0.091086     30.93    32.12
                           3133MSRX0  10/15/02  10/05/07     85.446      0.000     33.40    0.078038   0.079282   0.080546   0.081830  0.083135     28.53    29.45
                           3133MSYC8  11/05/02  11/05/32     14.255      0.000     11.13    0.027888   0.028808   0.029759   0.030741  0.031756     10.31    11.00
Federal Home Loan Banks    3133MTES3  11/15/02  11/15/32     13.648      0.000     10.63    0.027346   0.028269   0.029223   0.030210  0.031229     10.10    10.79
Federal Home Loan Banks    3133MUJZ9  12/30/02  12/30/32     13.451      0.000      9.33    0.027165   0.028089   0.029044   0.030031  0.031052      9.95    10.64
                           3133MUP74  12/27/02  12/27/32     15.241      0.000      9.98    0.028713   0.029628   0.030571   0.031545  0.032550     10.51    11.19
                           3133MUSN6  01/13/03  01/13/33     14.675      0.000      9.37    0.027358   0.028247   0.029166   0.030113  0.031092     10.31    10.99
Federal Home Loan Banks    3133MV4K6  02/04/03  02/04/28     20.207      0.000     12.10    0.037670   0.038895   0.040159   0.041464  0.042811     14.15    15.08
                           3133MV5T6  01/28/03  01/28/13    100.000     VARIES              0.082689   0.081911   0.081182   0.082693  0.081511     29.89    29.96
                           3133MV7H0  01/27/03  01/27/33     13.569      0.000      8.66    0.026381   0.027274   0.028197   0.029152  0.030139      9.94    10.62
                           3133MVB85  02/06/03  02/06/23*    27.131      0.000     16.48    0.051623                                                 1.81*
                           3133MVDU4  02/06/03  02/06/18*    40.309      0.000     22.69    0.070978                                                 2.48*
                           3133MVSL8  02/18/03  02/18/33     13.968      0.000      8.22    0.026743   0.027635   0.028557   0.029509  0.030493     10.03    10.71
                           3133MVT52  02/24/03  02/24/23     28.643      0.000     15.71    0.052127   0.053783   0.055490   0.057252  0.059070     19.49    20.75
                           3133MVZN6  02/25/03  02/25/28     20.207      0.000     11.31    0.037670   0.038895   0.040159   0.041464  0.042811     14.10    15.03
Federal Home Loan Banks    3133MW2W0  02/25/03  02/25/28     20.207      0.000     11.31    0.037670   0.038895   0.040159   0.041464  0.042811     14.10    15.03
                           3133MW2X8  02/27/03  02/27/20     36.604      0.000     18.77    0.062838   0.064723   0.066665   0.068665  0.070725     23.44    24.86
                           3133MW4W8  02/27/03  02/27/20     36.484      0.000     18.77    0.062846   0.064737   0.066686   0.068693  0.070761     23.44    24.87
                           3133MW5G2  02/27/03  02/27/18*    41.199      0.000     21.13    0.070724                                                 3.96*
                           3133MW7G0  03/03/03  03/03/08    100.000     VARIES              0.089854   0.090342   0.090696   0.090912  0.090989     32.53    32.72
                           3133MWGF2  03/05/03  03/05/07    100.000     VARIES              0.090049   0.090557   0.090867   0.090977  0.090883     32.60    32.73
                           3133MWH95  02/28/03  02/28/23     30.066      0.000     15.56    0.051923   0.052925   0.055443   0.056202  0.058876     19.62    20.80
                           3133MWJS1  03/06/03  09/08/05*   100.000     VARIES              0.010428                                                  .70*
                           3133MWSW2  03/25/03  03/25/33*    14.464      0.000      7.35    0.027178                                                 2.28*
                           3133MWU90  03/24/03  03/24/08    100.000     VARIES              0.101549   0.102236   0.102735   0.103041  0.103151     36.80    37.08
Federal Home Loan Banks    3133MXEJ4  04/01/03  04/01/33     14.977      0.000      7.30    0.027611   0.028499   0.029415   0.030360  0.031337     10.26    10.93
                           3133MXRH4  03/28/03  03/29/18*    41.192      0.000     18.93    0.070724                                                 6.22*
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Federal Home Loan Banks    3133MXWJ4  04/14/03  04/14/15     55.287      0.000     19.88    0.078709   0.080676   0.082693   0.084761  0.086880     29.00    30.46
Federal Home Loan Banks    3133MY6C6  04/28/03  04/28/33     13.451      0.000      6.23    0.026272   0.027165   0.028089   0.029044  0.030031      9.73    10.41
                           3133MYB48  04/30/03  04/30/18*    41.019      0.000     16.68    0.070779                                                 2.05*
                           3133MYBZ9  05/07/03  05/07/18     41.199      0.000     16.18    0.070724   0.072846   0.075031   0.077282  0.079601     26.08    27.66
                           3133MYD95  04/28/03  04/28/33     13.451      0.000      6.23    0.026272   0.027165   0.028089   0.029044  0.030031      9.73    10.41
                           3133MYGP6  05/05/03  05/05/06    100.000     VARIES              0.062652   0.062768   0.062807   0.062768  0.062651     22.58    22.59
                           3133MYGY7  04/23/03  01/23/06    100.000     VARIES              0.016502   0.016617   0.016662   0.016631  0.016509      5.99     5.97
                           3133MYTD9  05/27/03  05/27/33     14.676      0.000      5.70    0.027359   0.028248   0.029166   0.030114  0.031093     10.07    10.74
Federal Home Loan Banks    3133X02D0  08/11/03  08/11/23     27.823      0.000      7.03    0.050235   0.051868   0.053554   0.055294  0.057091     18.84    20.09
                           3133X05F2  08/18/03  08/18/23     27.661      0.000      6.67    0.050175   0.051813   0.053504   0.055251  0.057055     18.80    20.05
                           3133X05N5  08/18/03  08/18/23*    27.026      0.000      6.64    0.049923   0.051583                                     11.63*
                           3133X05S4  08/18/03  08/18/23*    27.026      0.000      6.64    0.049923   0.051583                                     11.63*
                           3133X0DG1  08/11/03  08/11/17     43.708      0.000     10.20    0.072846   0.075031   0.077282   0.079601  0.081989     27.24    28.90
                           3133X0DP1  08/25/03  08/25/23*    26.662      0.000      6.27    0.049770                                                 2.69*
                           3133X0EZ8  08/25/03  08/25/23*    26.202      0.000      6.25    0.049566                                                 2.68*
                           3133X0HG7  08/25/03  08/25/23*    25.257      0.000      6.19    0.049111                                                 2.65*
                           3133X0HK8  08/25/03  08/25/23*    25.257      0.000      6.19    0.049111                                                 2.65*
                           3133X0JA8  08/25/03  08/25/23*    24.300      0.000      6.12    0.048600   0.050350                                     11.69*
                           3133X0LX5  08/20/03  08/20/13*    58.125      0.000     11.63    0.088802   0.091244                                     20.78*
                           3133X0NA3  09/05/03  09/05/23*    25.808      0.000      5.73    0.049382                                                 3.16*
                           3133X0RS0  09/05/03  09/05/06    100.000     VARIES              0.020394   0.020673   0.020956   0.021052  0.021150      7.46     7.58
                           3133X0SR1  09/08/03  09/08/23*    24.536      0.000      5.51    0.048731   0.050473                                     12.35*
Federal Home Loan Banks    3133X15J2  09/29/03  09/29/23*    26.508      0.000      4.57    0.049703   0.051380                                     13.62*
                           3133X16J1  09/29/03  09/29/10    100.000     VARIES              0.067733   0.069167   0.070392   0.071402  0.072193     24.90    25.69
                           3133X1B63  10/08/03  10/08/13*   100.000     VARIES              0.144410                                                14.01*
                           3133X1BR7  09/17/03  09/12/08     84.441      0.000      8.34    0.080229   0.081567   0.082962   0.084381  0.085824     29.42    30.43
                           3133X1D38  09/29/03  09/29/06    100.000     VARIES              0.024194   0.024438   0.024575   0.024604  0.024524      8.79     8.85
                           3133X1DT1  10/06/03  10/06/08    100.000     VARIES              0.096027   0.096789   0.097382   0.097812  0.098076     34.82    35.19
                           3133X1LK1  10/16/03  10/16/06    100.000     VARIES              0.063342   0.063589   0.063839   0.063815  0.063790     22.88    22.97
                           3133X1VQ7  11/05/03  11/05/10*   100.000     VARIES              0.153212                                                 5.21*
Federal Home Loan Banks    3133X2B95  11/24/03  11/24/10*   100.000     VARIES              0.153212                                                 8.12*
                           3133X2F26  11/26/03  11/26/13*   100.000     VARIES              0.118170                                                 6.50*
                           3133X2M28  12/18/03  12/18/07*   100.000     VARIES              0.068838                                                 5.30*
                           3133X2QE8  12/17/03  12/17/10*   100.000     VARIES              0.153362                                                11.66*
                           3133X2XL4  12/30/03  12/30/10*   100.000     VARIES              0.153212                                                13.64*
Federal Home Loan Banks    3133X3R47  02/25/04  02/25/11    100.000     VARIES                         0.142533   0.141735   0.140918  0.140079     43.51    50.67
Federal Home Loan Banks    3133X4UM1  03/30/04  03/30/11    100.000     VARIES                         0.138902   0.138208   0.137496  0.136767     37.58    49.50
                           3133X4UW9  03/11/04  03/11/11    100.000     VARIES                         0.139051   0.138360   0.137652  0.136925     40.25    49.52
                           3133X4V65  03/10/04  03/10/08    100.000     VARIES                         0.049299   0.050002   0.050494  0.050774     14.42    18.17
                           3133X4V81  03/09/04  01/23/09    100.000      1.560                         0.048341   0.049042   0.049578  0.049477     14.19    17.80
Federal Home Loan Banks    3133X5BL1  04/08/04  10/08/09    100.000     VARIES                         0.075579   0.075474   0.075367  0.075258     19.87    27.13
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Federal Home Loan Banks    3133X5C30  04/08/04  04/08/09    100.000     VARIES                         0.073834   0.073708   0.073580  0.073450     19.41    26.49
                           3133X5FD5  03/18/04  03/18/09    100.000     VARIES                         0.077716   0.077610   0.077503  0.077394     21.98    27.90
                           3133X5GD4  04/14/04  10/14/09    100.000     VARIES                         0.070960   0.070837   0.070713  0.070587     18.23    25.46
                           3133X5GW2  04/14/04  10/14/09    100.000     VARIES                         0.071326   0.071207   0.071087  0.070966     18.32    25.59
                           3133X5HB7  04/16/04  10/16/09    100.000     VARIES                         0.070960   0.070837   0.070713  0.070587     18.09    25.46
                           3133X5HN1  04/16/04  10/16/09    100.000     VARIES                         0.072532   0.072391   0.072248  0.072104     18.49    26.01
                           3133X5JF6  04/08/04  10/08/09    100.000     VARIES                         0.075944   0.075843   0.075741  0.075637     19.96    27.27
                           3133X5KQ0  03/25/04  03/25/09    100.000     VARIES                         0.077372   0.077270   0.077166  0.077061     21.34    27.78
                           3133X5MR6  04/21/04  04/21/14    100.000     VARIES                         0.067413   0.067219   0.067024  0.066826     16.84    24.14
                           3133X5PZ5  04/23/04  04/23/13    100.000     VARIES                         0.097513   0.097275   0.097032  0.096785     24.17    34.94
                           3133X5R59  04/22/04  10/22/09    100.000     VARIES                         0.072898   0.072761   0.072623  0.072482     18.14    26.15
                           3133X5SZ2  04/06/04  04/06/09    100.000     VARIES                         0.074694   0.074559   0.074423  0.074284     19.78    26.79
                           3133X5VL9  04/23/04  04/23/14    100.000     VARIES                         0.101421   0.101245   0.101064  0.100881     25.14    36.39
                           3133X5YM4  04/23/04  10/23/09    100.000     VARIES                         0.075462   0.075296   0.075129  0.074959     18.70    27.05
                           3133X5ZP6  04/19/04  04/19/24     30.389      0.000                         0.051028   0.052571   0.054160  0.055796     12.97    19.44
Federal Home Loan Banks    3133X63U8  04/26/04  10/26/09    100.000     VARIES                         0.077312   0.077120   0.076926  0.076728     18.93    27.70
                           3133X64C7  04/30/04  10/30/09    100.000     VARIES                         0.080000   0.079772   0.079541  0.079306     19.27    28.65
                           3133X64S2  04/30/04  10/30/09    100.000     VARIES                         0.080439   0.080208   0.079974  0.079736     19.37    28.80
                           3133X64Y9  04/15/04  04/15/09    100.000     VARIES                         0.081914   0.081708   0.081500  0.081289     20.95    29.35
                           3133X65D4  04/28/04  04/28/09    100.000     VARIES                         0.085232   0.084984   0.084733  0.084477     20.70    30.52
                           3133X6DJ2  04/23/04  10/23/09    100.000     VARIES                         0.081231   0.080989   0.080743  0.080494     20.13    29.08
                           3133X6JK3  04/30/04  10/30/09*   100.000     VARIES                         0.083769                                     15.08*
                           3133X6KF2  05/04/04  05/04/11    100.000     VARIES                         0.097203   0.096936   0.096663  0.096386     23.02    34.82
                           3133X6LT1  04/30/04  10/30/09*   100.000     VARIES                         0.086158                                     15.51*
                           3133X6P42  05/12/04  05/12/14    100.000     VARIES                         0.096998   0.096691   0.096379  0.096061     22.20    34.72
                           3133X6SR8  05/10/04  05/10/24*    27.688      0.000                         0.050185                                      9.03*
                           3133X6TT3  05/10/04  05/10/24     27.822      0.000                         0.050235   0.051868   0.053553  0.055294     11.69    19.15
                           3133X6U20  05/10/04  05/10/24*    27.688      0.000                         0.050185                                      9.03*
                           3133X6W28  05/13/04  11/13/09*   100.000     VARIES                         0.089104                                      8.02*
                           3133X6ZH2  05/27/04  05/27/14*   100.000     VARIES                         0.101388                                      9.12*
Federal Home Loan Banks    3133X73J1  05/13/04  11/13/09    100.000     VARIES                         0.086041   0.085739   0.085432  0.085120     19.60    30.78
                           3133X7C93  06/08/04  06/08/11*   100.000     VARIES                         0.158541                                     14.27*
                           3133X7CP7  06/10/04  06/10/10*   100.000     VARIES                         0.098094                                      8.83*
                           3133X7CY8  06/01/04  06/01/09*   100.000     VARIES                         0.061920                                      5.57*
                           3133X7DQ4  06/03/04  06/03/24     27.288      0.000                         0.050029   0.051680   0.053386  0.055148     10.45    19.01
                           3133X7EE0  05/27/04  11/27/09*   100.000     VARIES                         0.094755                                      8.53*
                           3133X7QN7  06/30/04  06/30/11    100.000     VARIES                         0.159310   0.158302   0.157266  0.156200     28.83    56.80
                           3133X7R48  07/15/04  07/15/11*   100.000     VARIES                                    0.084375                           7.59*
                           3133X7XK5  08/10/04  08/10/07*   100.000     VARIES                                    0.033087   0.033508  0.033745      3.04*   12.08
Federal Home Loan Banks    3133X8C75  09/03/04  03/03/10    100.000     VARIES                                    0.096094   0.095825  0.095551     11.34    34.48
                           3133X8FZ0  09/03/04  09/03/13     61.428      0.000                                    0.093651   0.096221  0.098862     11.05    34.79
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Federal Home Loan Banks    3133X8G22  09/09/04  03/09/10    100.000     VARIES                                    0.095874   0.095659  0.095440     10.74    34.43
Federal Home Loan
  Mortgage Corporation     3134A12K5  02/04/98  02/04/28     13.067      0.000     64.44    0.036371   0.037626   0.038924   0.040267  0.041656     13.69    14.66
                           3134A1BU3  09/25/96  06/01/16     23.214      0.000    165.96    0.083055   0.086194   0.089451   0.092832  0.096340     30.66    33.02
                           3134A1CT5  10/21/96  09/15/16     23.550      0.000    161.81    0.079925   0.082882   0.085948   0.089128  0.092426     29.94    32.20
                           3134A1DL1  11/01/96  02/01/16     25.038      0.000    168.97    0.082785   0.085817   0.088959   0.092217  0.095594     31.27    33.61
                           3134A1E97  10/28/97  10/28/22     16.715      0.000     92.90    0.051962   0.053855   0.055817   0.057850  0.059957     19.29    20.72
                           3134A1F47  11/03/97  11/03/22*    15.909      0.000     91.21    0.051455   0.053382                                     15.89*
                           3134A1FK1  11/20/96  09/03/19     20.641      0.000    131.48    0.064634   0.066911   0.069268   0.071709  0.074235     24.23    25.96
                           3134A1H60  10/22/97  06/03/24     16.813      0.000     86.47    0.047927   0.049560   0.051248   0.052994  0.054799     17.64    18.86
                           3134A1HH6  12/23/96  12/01/15     26.483      0.000    168.66    0.085463   0.088514   0.091673   0.094946  0.098336     31.50    33.79
                           3134A1HU7  12/27/96  12/02/19     19.720      0.000    126.80    0.064487   0.066811   0.069218   0.071712  0.074296     23.77    25.51
                           3134A1JD3  12/31/96  12/01/14     28.804      0.000    180.51    0.091445   0.094676   0.098022   0.101485  0.105072     33.70    36.12
                           3134A1MX5  02/12/97  02/01/14     30.030      0.000    189.04    0.095221   0.098657   0.102216   0.105904  0.109725     35.95    38.59
                           3134A1MY3  02/12/97  02/01/20     19.238      0.000    122.99    0.062112   0.064381   0.066733   0.069170  0.071697     23.46    25.21
                           3134A1MZ0  02/12/97  03/01/16     25.716      0.000    163.03    0.082693   0.085693   0.088802   0.092024  0.095362     31.04    33.34
                           3134A1NA4  02/12/97  01/02/19     20.877      0.000    133.00    0.066750   0.069181   0.071701   0.074313  0.077021     25.35    27.23
                           3134A1X39  12/11/97  06/01/15     33.207      0.000    154.56    0.086186   0.088948   0.091799   0.094741  0.097778     31.69    33.76
Federal Home Loan
  Mortgage Corporation     3134A24G0  02/22/99  02/22/29*    12.693      0.000     50.40    0.033638   0.034816                                      7.98*
                           3134A26X1  03/08/99  03/08/29*    12.693      0.000     49.86    0.033638                                                 2.25*
                           3134A2EX2  05/22/98  05/22/28     12.511      0.000     59.43    0.035865   0.037129   0.038438   0.039793  0.041196     13.24    14.19
                           3134A2FE3  06/02/98  06/02/28     12.879      0.000     59.79    0.036203   0.037461   0.038763   0.040110  0.041504     13.33    14.28
                           3134A2FR4  06/09/98  06/09/28     12.602      0.000     59.00    0.035950   0.037213   0.038520   0.039873  0.041273     13.23    14.17
                           3134A2G77  12/28/98  11/15/28     20.230      0.000     62.17    0.039542   0.040614   0.041715   0.042845  0.044006     14.53    15.33
                           3134A2GC6  06/05/98  06/05/28     12.804      0.000     59.54    0.036136   0.037395   0.038698   0.040047  0.041442     13.30    14.25
                           3134A2GJ1  06/12/98  06/12/28     12.712      0.000     59.11    0.036052   0.037312   0.038617   0.039968  0.041366     13.25    14.20
                           3134A2HF8  06/30/98  11/24/14     38.078      0.000    145.75    0.086848   0.089443   0.092115   0.094866  0.097700     31.93    33.86
                           3134A2HG6  06/30/98  12/11/25     19.896      0.000     76.07    0.045459   0.046816   0.048213   0.049652  0.051134     16.66    17.67
                           3134A2NQ7  07/30/98  08/15/14     37.992      0.000    146.99    0.087616   0.090299   0.093064   0.095914  0.098851     32.77    34.80
                           3134A2QA9  09/08/98  09/08/28     14.152      0.000     58.60    0.036078   0.037273   0.038507   0.039783  0.041101     13.48    14.39
                           3134A2QP6  09/18/98  09/18/28     14.078      0.000     58.12    0.036018   0.037215   0.038451   0.039728  0.041047     13.43    14.34
                           3134A2UL0  11/02/98  11/02/28     13.162      0.000     55.00    0.035243   0.036454   0.037707   0.039004  0.040344     13.05    13.96
Federal Home Loan
  Mortgage Corporation     3134A3AE6  03/15/99  03/15/29*    12.693      0.000     49.63    0.033638                                                 2.49*
                           3134A3D29  09/09/99  08/15/27     14.928      0.000     50.96    0.037541   0.038841   0.040186   0.041577  0.043017     14.11    15.10
                           3134A3GY6  04/05/99  04/05/29*    12.693      0.000     48.96    0.033638   0.034816                                      9.43*
                           3134A3LC8  04/26/99  04/26/29*    12.510      0.000     47.95    0.033463                                                 3.85*
                           3134A3LX2  05/03/99  05/03/29*    12.153      0.000     47.11    0.033113                                                 4.04*
                           3134A3ZJ8  09/14/99  09/14/29     12.656      0.000     43.63    0.032465   0.033603   0.034781   0.036000  0.037262     12.14    13.01
                           3134A3ZU3  08/02/99  12/14/29     15.469      0.000     48.23    0.035076   0.036170   0.037299   0.038463  0.039663     12.86    13.68
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Federal National
  Mortgage Association     31359MEL3  01/29/99  06/01/17     34.790      0.000    114.04    0.074581   0.076759   0.079000   0.081307  0.083681     27.37    29.00
                           31359MRD7  04/11/03  04/12/18*    99.460      3.000              0.015090                                                 1.52*
Federal National
  Mortgage Association     31364CJD1  08/13/96  08/11/06     97.000      6.830     20.01    0.009583   0.009931   0.010291   0.010665  0.011052      3.61     3.88
Federal National
  Mortgage Association     31364KF21  12/21/00  12/28/07     78.513      0.000              0.086176   0.086327   0.074285   0.074444  0.061678     31.01    26.73
                           31364KM72  01/18/01  12/14/04     81.034      0.000    139.69    0.143622   0.147540                                     49.97
                           31364KM80  01/18/01  06/14/05     78.720      0.000    136.98    0.140937   0.144816   0.148801                          51.57    24.25
                           31364KM98  01/18/01  12/13/05     76.438      0.000    134.32    0.138288   0.142129   0.146076   0.150133               50.62    50.69
                           31364KSS0  08/17/00  08/17/12     60.070      2.000     81.44    0.074463   0.077056   0.079739   0.082515  0.085388     27.98    29.96
                           31364KTK6  08/17/00  06/25/04     87.429      0.000              0.017452                                                 3.04
Federal National
  Mortgage Association     3136F0DV1  04/10/01  09/14/04     84.573      0.000    120.58    0.130870   0.134107                                     33.69
                           3136F0L67  09/28/01  09/15/06     79.592      0.000     87.16    0.112554   0.115171   0.117850   0.120591  0.123395     41.55    43.51
                           3136F0PV8  06/21/01  06/13/06     77.295      0.000    108.03    0.127921   0.131273   0.134713   0.138244  0.141866     46.78    49.26
                           3136F0W73  10/19/01  10/11/06     80.002      0.000     82.97    0.110067   0.112561   0.115112   0.117721  0.120389     40.48    42.33
                           3136F0W81  10/19/01  10/11/06     80.002      0.000     82.97    0.110067   0.112561   0.115112   0.117721  0.120389     40.48    42.33
Federal National
  Mortgage Association     3136F12V1  06/21/02  06/15/07     80.050      0.000     56.54    0.107279   0.109701   0.112178   0.114710  0.117300     39.13    40.92
                           3136F1DL1  12/20/01  12/15/06     78.270      0.000     82.15    0.119241   0.122207   0.125246   0.128361  0.131554     43.56    45.75
                           3136F1EQ9  12/27/01  03/17/31     16.751      0.000     21.96    0.032099   0.033095   0.034122   0.035181  0.036274     11.95    12.70
                           3136F1KN9  01/29/02  02/01/09     87.729      0.000              0.071781   0.071462   0.045635   0.045506  0.040711     21.86    15.67
                           3136F1ME7  02/22/02  02/23/10*    99.480      4.000              0.007442                                                  .39*
                           3136F1MG2  02/08/02  01/31/07     78.566      0.000     75.77    0.114943   0.117761   0.120647   0.123605  0.126634     42.75    44.87
Federal National
  Mortgage Association     3136F2B31  12/20/02  12/30/32     19.252      0.000     11.20    0.031474   0.032350   0.033249   0.034174  0.035125     11.49    12.14
                           3136F2B49  12/20/02  12/28/07     84.684      0.000     29.39    0.081213   0.082569   0.083947   0.085348  0.086772     29.49    30.48
                           3136F2C63  12/24/02  12/30/09     76.570      0.000     30.29    0.084920   0.086551   0.088213   0.089907  0.091634     30.87    32.06
                           3136F2C71  12/24/02  12/28/07     85.056      0.000     28.48    0.079487   0.080781   0.082097   0.083433  0.084792     28.86    29.80
                           3136F2FZ6  09/04/02  09/15/07     85.596      0.000              0.083067   0.081694   0.080295   0.078870  0.077419     29.36    28.34
                           3136F2KY3  09/19/02  09/14/07     84.258      0.000     38.01    0.083890   0.085343   0.086822   0.088326  0.089856     30.78    31.85
                           3136F2NT1  10/15/02  10/05/07     85.661      0.000     32.94    0.076937   0.078144   0.079369   0.080614  0.081879     28.12    29.01
                           3136F2W20  01/30/03  01/22/08     84.961      0.000     25.98    0.079132   0.080438   0.081765   0.083115  0.084487     29.14    30.11
Federal National
  Mortgage Association     3136F3LA2  04/04/03  10/03/33     20.285      0.000      8.04    0.030651   0.031463   0.032297   0.033152  0.034031     11.33    11.93
                           3136F3QM1  04/28/03  04/22/08     85.266      0.000     18.64    0.077555   0.078805   0.080075   0.081366  0.082678     28.32    29.24
                           3136F3ZC3  06/09/03  12/15/33     23.674      0.000              0.032389   0.033167   0.033964   0.034780  0.035616     11.83    12.40
Federal National
  Mortgage Association     3136F4R55  01/07/04  12/15/34     18.268      0.000              0.028268   0.028960   0.029767   0.030596  0.031448     10.16    10.89
                           3136F4WV2  12/15/03  12/15/09     99.125      3.000              0.009400   0.009558   0.009719   0.009883  0.010049      3.42     3.53
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Federal National
  Mortgage Association     3136F5NZ0  04/01/04  04/01/07     93.380      0.000                         0.059560   0.060244   0.060936  0.061635     16.14    21.94
                           3136F5XH9  05/04/04  05/04/07     90.900      0.000                         0.080945   0.082243   0.083561  0.084901     19.26    30.00
The Finova Group Inc.      317928AA7  08/22/01  11/15/09     76.270      7.500              0.279398   0.256246   0.260250   0.264501  0.269016     95.54    94.86
First Data Corporation     319963AD6  02/28/01  03/01/08*   100.000     VARIES              0.194301   0.196279                                     12.05*
Fleetwood Enterprises      339077208  01/04/02  02/15/13*   100.000      9.500              0.263889   0.263889                                     40.38*
Fleetwood Enterprises      339079204  12/14/01  02/15/13*   100.000      9.500              0.263889   0.263889                                     31.14*
Ford Motor Company         345343206  12/01/02  12/31/25*   100.000      9.000              0.250000                                                  .25*
Fremont General
  Financing I              356905208  03/06/96  03/31/26    100.000      9.000              0.245902   0.245902   0.247253   0.245902  0.247253     90.13    90.00
Gabelli Asset Management   36239Y201  02/06/02  02/17/07    100.000     VARIES              0.192925   0.193750   0.194602   0.194562  0.193600     69.83    69.92
                           36239YAA0  02/06/02  02/17/07    100.000     VARIES              0.192925   0.193750   0.194602   0.194562  0.193600     69.83    69.92
General Electric Capital
  Corporation              36962FTD8  04/13/94  04/01/04     99.850     VARIES              0.204834                                                18.44
                           36962FTF3  04/14/94  04/01/08     99.800     VARIES              0.207858   0.207212   0.206543   0.205850  0.205131     74.59    74.10
General Mills, Inc.        370334AT1  10/28/02  10/28/22     67.165     VARIES              0.134155   0.138670   0.143336   0.148159  0.153145     49.69    53.09
                           370334AU8  10/28/02  10/28/22     67.165     VARIES              0.134155   0.138670   0.143336   0.148159  0.153145     49.69    53.09
General Motors
  Acceptance Corporation   37042FCD8  12/12/96  12/15/06     51.935      0.000    304.77    0.151889   0.156943   0.162164   0.167560  0.173135     55.75    59.53
                           37042FCK2  12/19/96  12/15/06     51.453      0.000    307.02    0.153900   0.159105   0.164486   0.170049  0.175801     56.51    60.40
                           37042FDA3  01/16/97  01/15/07     50.115      0.000    309.47    0.153350   0.158741   0.164322   0.170099  0.176079     58.00    62.15
                           37042FDC9  01/16/97  01/15/12     34.258      0.000    220.59    0.110071   0.114073   0.118221   0.122519  0.126974     41.70    44.79
                           37042FMH8  09/30/97  09/15/07     52.157      0.000    263.44    0.142096   0.146816   0.151693   0.156732  0.161939     53.02    56.60
General Motors Corp.       370442AT2  03/20/96  03/15/36     19.874     VARIES              0.080690   0.083950   0.087341   0.090869  0.094539     30.34    32.84
Global Marine, Inc.        379352AM9  06/23/00  06/23/20     49.960      0.000     64.95    0.054844   0.055804   0.056780   0.057774  0.058785     19.93    20.64
                           379352AN7  06/23/00  06/23/20     49.960      0.000     64.95    0.054844   0.055804   0.056780   0.057774  0.058785     19.93    20.64
Globe Holdings, Inc.       379432AA5  08/06/98  08/01/09     49.672     VARIES              0.392402   0.392654   0.392922   0.393211  0.393519    141.39   141.59
                           379432AB3  08/06/98  08/01/09     49.672     VARIES              0.392402   0.392654   0.392922   0.393211  0.393519    141.39   141.59
                           379432AC1  08/06/98  08/01/09     49.672     VARIES              0.392402   0.392654   0.392922   0.393211  0.393519    141.39   141.59
                           379432AD9  08/06/98  08/01/09     49.672     VARIES              0.392402   0.392654   0.392922   0.393211  0.393519    141.39   141.59
                           379432AE7  08/06/98  08/01/09     49.672     VARIES              0.392402   0.392654   0.392922   0.393211  0.393519    141.39   141.59
                           379432AF4  08/06/98  08/01/09     49.672     VARIES              0.392402   0.392654   0.392922   0.393211  0.393519    141.39   141.59
Globix Corporation         37957FAD3  04/23/02  05/01/08    100.000     VARIES              0.304888   0.304825   0.304761   0.304698  0.304635    103.16   103.12
Goldman Sachs Group,Inc.   38141G310  04/21/03  04/18/08    100.000      0.000              0.106087   0.108076   0.110103   0.112167  0.114270     38.84    40.31
                           38141G450  07/29/02  07/29/04    100.000      0.000              0.100632   0.102393                                     21.25
                           38141G534  01/28/02  07/25/06    100.000      0.000              0.168917   0.173647   0.178509   0.183508  0.188646     63.16    66.74
                           38141GAG9  12/17/99  06/17/05     99.500      0.000              0.265954   0.275582   0.285558                          97.75    47.40
                           38141GAH7  12/06/99  12/06/04    100.000      0.250              0.261265   0.270370                                     89.16
                           38141GAJ3  01/13/00  01/13/07    100.000      0.500              0.273531   0.283501   0.293854   0.304605  0.315768    103.68   111.40
                           38141GAM6  03/22/00  03/22/07     99.000      0.250              0.281086   0.291864   0.303065   0.314707  0.326807    105.31   113.55
                           38141GAN4  05/09/00  05/09/04    100.000      0.000              0.286881                                                36.72
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Goldman Sachs Group,Inc.   38141GAP9  05/25/00  05/25/07     99.000      1.000              0.299420   0.310847   0.322754   0.335162  0.348093    110.69   119.34
                           38141GAR5  06/08/01  11/01/05     91.445     VARIES              0.169431   0.174184   0.179076   0.184111               62.43    54.63
                           38141GAS3  07/25/01  10/26/07     90.813     VARIES              0.173950   0.178831   0.183862   0.189047  0.194389     64.14    67.81
                           38141GAT1  11/01/00  11/01/05    100.000      0.750              0.241947   0.249896   0.258131   0.266662               89.50    78.97
                           38141GAU8  11/07/00  11/07/05    100.000      0.250              0.252349   0.261383   0.270749   0.280459               93.47    84.60
                           38141GAX2  01/12/01  01/12/08    100.000      0.250              0.218201   0.225278   0.232592   0.240151  0.247963     82.26    87.69
                           38141GAY0  01/16/01  01/16/08    100.000      0.250              0.226954   0.234577   0.242465   0.250625  0.259069     85.63    91.50
                           38141GBB9  02/23/01  02/23/08    100.000      1.000              0.214656   0.220921   0.227396   0.234088  0.241005     80.03    84.81
                           38141GBC7  05/17/01  05/17/08    100.000      0.000              0.213754   0.220755   0.227984   0.235451  0.243162     78.84    84.09
                           38141GBD5  05/24/01  05/24/08    100.000      1.000              0.212608   0.218754   0.225104   0.231665  0.238444     78.11    82.71
                           38141GBF0  07/12/01  07/12/08    100.000      3.500              0.195275   0.198511   0.201853   0.205306  0.208873     71.99    74.48
                           38141GBG8  08/29/01  10/29/06    100.000      0.000              0.176150   0.181102   0.186194   0.191429  0.196811     64.93    68.63
                           38141GBH6  09/04/01  09/04/08    100.000      3.500              0.186434   0.189260   0.192175   0.195183  0.198286     68.30    70.44
                           38141GBJ2  10/05/01  10/05/08    100.000      3.000              0.170369   0.172891   0.175486   0.178156  0.180903     62.23    64.12
                           38141GBK9  10/05/01  10/05/08    100.000      2.000              0.173731   0.177155   0.180679   0.184304  0.188035     63.76    66.33
                           38141GBL7  10/16/01  09/04/08    100.000     VARIES              0.171720   0.175071   0.178519   0.182067  0.185717     63.22    65.75
                           38141GBM5  11/30/01  11/30/04    100.000      0.000              0.138630   0.141839                                     46.89
                           38141GBN3  10/30/01  10/05/08    101.920      2.000              0.171269   0.174528   0.177879   0.181325  0.184868     62.81    65.26
                           38141GBP8  11/09/01  11/09/08    100.000      1.250              0.176422   0.180531   0.184760   0.189111  0.193588     64.69    67.76
                           38141GBQ6  11/09/01  11/09/08    100.000      0.000              0.180629   0.185867   0.191257   0.196803  0.202511     66.52    70.44
                           38141GBR4  12/13/01  12/13/04    100.000      1.000              0.140562   0.143213                                     48.55
                           38141GBV5  01/15/02  01/15/09    100.000      3.500              0.171534   0.173745   0.176021   0.178366  0.180780     62.90    64.58
                           38141GBW3  02/01/02  02/01/12    100.000      0.000              0.205449   0.212331   0.219445   0.226796  0.234394     77.30    82.57
                           38141GBX1  01/22/02  09/04/08    102.800      2.000              0.183791   0.187654   0.191633   0.195733  0.199955     67.78    70.70
                           38141GBY9  02/08/02  02/08/09    100.000      1.000              0.181175   0.185815   0.190596   0.195521  0.200595     67.41    70.93
                           38141GBZ6  02/12/02  02/12/09    100.000      2.000              0.185028   0.189074   0.193247   0.197550  0.201987     68.48    71.56
                           38141GCA0  03/08/02  03/08/09    100.000      2.000              0.190703   0.195045   0.199526   0.204151  0.208924     70.43    73.72
                           38141GCB8  04/08/02  04/08/12    100.000      2.000              0.198040   0.202777   0.207672   0.212730  0.217956     72.95    76.53
                           38141GCC6  04/10/02  04/10/12    100.000      2.500              0.198884   0.203233   0.207729   0.212375  0.217177     73.10    76.38
                           38141GCD4  04/29/02  04/29/12    100.000      3.500              0.198882   0.202344   0.205923   0.209624  0.213452     72.66    75.27
                           38141GCE2  07/03/02  07/03/12    100.000      3.000              0.182078   0.185208   0.188437   0.191769  0.195206     67.24    69.64
                           38141GCH5  08/27/02  08/27/09    100.000      0.000              0.151285   0.155200   0.159215   0.163335  0.167561     56.15    59.09
                           38141GCJ1  09/16/02  09/16/12    100.000      2.500              0.160445   0.162993   0.165613   0.168305  0.171073     58.76    60.68
                           38141GCK8  10/28/02  10/28/12    100.000      3.000              0.163574   0.165873   0.168238   0.170670  0.173172     59.59    61.31
                           38141GCL6  10/30/02  10/30/07    100.000      1.000              0.120439   0.122385   0.124372   0.126400  0.128471     43.95    45.39
                           38141GCT9  02/11/03  02/11/10    100.000      0.500              0.134748   0.137619   0.140557   0.143565  0.146645     49.84    51.99
                           38141GCV4  02/28/03  02/28/13    100.000      0.000              0.145704   0.147846   0.154182   0.155589  0.162256     54.76    57.53
                           38141GCW2  02/27/03  02/27/13    100.000      0.500              0.146382   0.149793   0.153293   0.156882  0.160564     54.17    56.73
                           38141GCX0  03/05/03  03/05/13    100.000      0.000              0.143820   0.147451   0.151174   0.154992  0.158905     53.28    56.01
                           38141GCZ5  04/21/03  04/18/13    100.000      0.000              0.146678   0.150455   0.154329   0.158303  0.162379     54.04    56.86
                           38141GDC5  04/21/03  04/21/13    100.000      2.250              0.145130   0.147258   0.149440   0.151679  0.153975     52.93    54.52
                           38141GDD3  05/09/03  05/09/10    100.000      2.500              0.116229   0.117200   0.118191   0.119202  0.120234     42.12    42.84
                           38141GDF8  05/30/03  05/30/13    100.000      0.000              0.131589   0.134635   0.137752   0.140941  0.144203     48.11    50.36



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Goldman Sachs Group,Inc.   38141GDG6  06/11/03  06/11/13    100.000      3.000              0.118793   0.119546   0.120316   0.121102  0.121904     42.93    43.49
                           38141GDH4  06/20/03  06/20/13    100.000      0.250              0.123311   0.125842   0.128428   0.131070  0.133770     44.90    46.77
                           38141GDJ0  07/08/03  07/08/10    100.000      0.000              0.115278   0.117670   0.120112   0.122604  0.125148     42.77    44.56
                           38141GDL5  08/07/03  08/07/11    100.000      0.000              0.140556   0.144112   0.147758   0.151496  0.155329     52.28    54.96
                           38141GDM3  08/04/03  08/04/10    100.000      0.000              0.141111   0.144695   0.148371   0.152139  0.156004     52.51    55.21
                           38141GDN1  08/25/03  08/25/10    100.000      1.000              0.135278   0.137896   0.140577   0.143324  0.146137     49.84    51.80
                           38141GDP6  08/28/03  08/28/10    100.000      1.500              0.137500   0.139872   0.142303   0.144793  0.147346     50.52    52.30
                           38141GDR2  01/21/04  04/06/10    100.000      0.000              0.109500   0.110399   0.112575   0.114794  0.117057     37.65    41.31
                           38141GDS0  04/13/04  06/13/11    100.000      0.000              0.129861   0.130873   0.133932   0.137063  0.140267     33.76    48.89
                           38141GDT8  04/16/04  04/16/09    100.000      0.250                         0.113195   0.115359   0.117568  0.119822     29.03    42.26
Goldman Sachs Group,Inc.   38143U457  04/16/04  10/16/11    100.000      0.000                         0.131556   0.134671   0.137860  0.141124     33.78    49.54
                           38143U648  02/05/04  02/05/09    100.000      0.000                         0.105556   0.107561   0.109605  0.111687     34.70    39.69
                           38143U739  12/24/03  12/24/07    100.000      0.000              0.096389   0.098062   0.099763   0.101494  0.103255     35.02    36.25
                           38143U804  08/15/03  08/15/06    100.000      0.000              0.084722   0.086014   0.087326   0.088657  0.090010     31.09    32.04
                           38143U812  11/28/03  11/29/07    100.000      0.000              0.100009   0.101809   0.103641   0.105507  0.107406     36.44    37.77
                           38143UAC5  02/18/04  02/18/14    100.000      3.000                         0.138889   0.140278   0.141701  0.143160     43.66    51.14
                           38143UAD3  03/09/04  03/09/09    100.000      2.000                         0.093056   0.093684   0.094322  0.094972     27.24    33.99
                           38143UAF8  04/08/04  04/08/09    100.000      1.250                         0.108889   0.110343   0.111825  0.113336     28.76    40.24
                           38143UAG6  04/08/04  04/08/09    100.000      0.250                         0.108889   0.110887   0.112924  0.115001     28.80    40.63
                           38143UAH4  04/12/04  04/12/09    100.000      0.750                         0.107500   0.109177   0.110886  0.112629     27.97    39.88
                           38143UAJ0  04/12/04  04/12/09    100.000      0.250                         0.107500   0.109446   0.111429  0.113451     28.00    40.07
                           38143UAK7  09/21/04  09/21/09    100.000     VARIES                                    0.108885   0.110958  0.112550     10.89    39.94
                           38143UAL5  05/20/04  05/20/14    100.000     VARIES                         0.165321   0.170241   0.174485  0.178855     36.74    62.40
                           38143UAM3  06/11/04  06/11/09    100.000      0.000                         0.134722   0.137989   0.141336  0.144763     27.01    50.41
                           38143UAN1  07/22/04  07/22/09    100.000      1.500                                    0.125000   0.126875  0.128792     19.88    45.94
                           38143UAP6  07/23/04  07/23/09    100.000      1.500                                    0.125000   0.126875  0.128792     19.75    45.94
                           38143UAQ4  09/10/04  09/10/11    100.000     VARIES                                    0.126950   0.127382  0.128871     14.09    45.99
                           38143UAR2  09/01/04  09/01/09    100.000      1.000                                    0.112500   0.114216  0.115966     13.50    41.22
                           38143UAT8  09/20/04  09/20/11    100.000     VARIES                                    0.123625   0.126292  0.128381     12.49    45.47
Graham Packaging
  Holdings, Inc.           384703AB0  02/02/98  01/15/09     59.534     VARIES              0.292146   0.295358   0.292149   0.296993  0.292152    107.51   107.51
Great Lakes Carbon Corp.   390559AC6  05/22/98  05/15/09     53.092     VARIES              0.364572   0.364571   0.364570   0.364569  0.364568    131.25   131.25
Great Plains Energy,Inc.   391164605  06/14/04  02/16/09    100.000     VARIES                         0.139267   0.139450   0.139986  0.140536     27.46    50.45
                           391164AA8  06/14/04  02/16/09    100.000     VARIES                         0.139267   0.139450   0.139986  0.140536     27.46    50.45
Grey Global Group, Inc.    39787MAA6  10/28/03  10/15/33    100.000     VARIES              0.261114   0.266444   0.272439   0.278716  0.285288     95.82   100.18
                           39787MAB4  10/28/03  10/15/33    100.000     VARIES              0.261133   0.266464   0.272460   0.278739  0.285312     95.83   100.19
Griffon Corporation        398433AA0  07/18/03  07/18/23    100.000     VARIES              0.236121   0.241434   0.246973   0.252747  0.258767     87.73    91.87
                           398433AB8  07/18/03  07/18/23    100.000     VARIES              0.236121   0.241434   0.246973   0.252747  0.258767     87.73    91.87
Guitar Center, Inc.        402040AC3  06/13/03  07/15/13    100.000     VARIES              0.236999   0.242348   0.247924   0.253738  0.259798     88.10    92.27
H & E Equipment Services   404085AD4  06/17/02  06/15/13     80.016     12.500     11.73    0.024623   0.026654   0.028853   0.031232  0.033808      9.30    10.89
                           404085AE2  06/17/02  06/15/13     80.016     12.500     11.73    0.024623   0.026654   0.028853   0.031232  0.033808      9.30    10.89
                           404085AF9  06/17/02  06/15/13     80.016     12.500     11.73    0.024623   0.026654   0.028853   0.031232  0.033808      9.30    10.89
                           404085AG7  06/17/02  06/15/13     80.016     12.500     11.73    0.024623   0.026654   0.028853   0.031232  0.033808      9.30    10.89



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

H & E Equipment Services   404085AH5  06/17/02  06/15/13     80.016     12.500     11.73    0.024623   0.026654   0.028853   0.031232  0.033808      9.30    10.89
HCA-Hospital Corporation
  of America               404120AA5  04/01/91  07/01/05    101.750     17.500              0.492660   0.493243   0.493878                         177.46    88.90
HMP Equity Holdings Corp   40425KAA6  05/09/03  05/15/08     32.580      0.000     51.01    0.240257   0.268665   0.300431   0.335953  0.375675     94.37   118.01
                           40425KAB4  05/09/03  05/15/08     32.580      0.000     51.01    0.240257   0.268665   0.300431   0.335953  0.375675     94.37   118.01
                           40425KAC2  05/09/03  05/15/08     32.580      0.000     51.01    0.240257   0.268665   0.300431   0.335953  0.375675     94.37   118.01
                           40425KAD0  05/09/03  05/15/08     32.580      0.000     51.01    0.240257   0.268665   0.300431   0.335953  0.375675     94.37   118.01
                           40425KAE8  05/09/03  05/15/08     32.580      0.000     51.01    0.240257   0.268665   0.300431   0.335953  0.375675     94.37   118.01
                           40425KAF5  05/09/03  05/15/08     32.580      0.000     51.01    0.240257   0.268665   0.300431   0.335953  0.375675     94.37   118.01
HM Publishing Corp.        40425LAA4  10/03/03  10/15/13     56.960     VARIES              0.182638   0.193139   0.204243   0.215986  0.228404     69.28    77.48
                           40425LAB2  10/03/03  10/15/13     56.960     VARIES              0.182638   0.193139   0.204243   0.215986  0.228404     69.28    77.48
                           40425LAC0  10/03/03  10/15/13     56.960     VARIES              0.182638   0.193139   0.204243   0.215986  0.228404     69.28    77.48
Hallwood Group, Inc.       406364AH2  08/31/98  07/31/05*    91.625     10.000     58.43    0.039859   0.042212   0.044704                          11.44*
John Hancock Life
  Insurance Company        41013MBT6  10/29/02  04/15/15     50.000      0.000     33.75    0.082642   0.084973   0.087369   0.089833  0.092367     30.53    32.28
Harrisburg, PA             414738NK6  12/28/95  04/01/04     59.389      0.000    390.59    0.172488                                                15.52
                           414738NL4  12/28/95  04/01/05     55.409      0.000    369.42    0.163548   0.168845   0.174315                          60.80    15.69
                           414738NM2  12/28/95  04/01/06     51.318      0.000    350.84    0.156037   0.161193   0.166520   0.172022  0.177707     58.04    61.94
                           414738NN0  12/28/95  04/01/07     47.774      0.000    330.36    0.147242   0.152152   0.157225   0.162468  0.167885     54.79    58.50
                           414738NP5  12/28/95  04/01/08     44.423      0.000    310.70    0.138771   0.143440   0.148266   0.153254  0.158411     51.65    55.19
                           414738NQ3  12/28/95  04/01/09     41.259      0.000    291.84    0.130626   0.135060   0.139645   0.144385  0.149286     48.64    51.99
                           414738NR1  12/28/95  04/01/10     38.328      0.000    273.66    0.122706   0.126902   0.131241   0.135729  0.140370     45.70    48.88
                           414738NS9  12/28/95  04/01/11     35.259      0.000    256.92    0.115643   0.119661   0.123819   0.128121  0.132573     43.09    46.14
                           414738NT7  12/28/95  04/01/12     32.621      0.000    240.33    0.108406   0.112205   0.116137   0.120207  0.124420     40.41    43.29
                           414738NU4  12/28/95  04/01/13     30.247      0.000    224.47    0.101393   0.104967   0.108667   0.112497  0.116462     37.80    40.51
                           414738NV2  12/28/95  04/01/14     27.925      0.000    209.50    0.094834   0.098204   0.101695   0.105310  0.109054     35.36    37.92
                           414738NW0  12/28/95  04/01/15     25.992      0.000    195.36    0.088461   0.091610   0.094871   0.098248  0.101745     32.99    35.38
                           414738NX8  12/28/95  04/01/16     24.047      0.000    182.04    0.082548   0.085503   0.088564   0.091734  0.095018     30.79    33.03
                           414738NY6  12/28/95  04/01/17     22.322      0.000    169.59    0.076955   0.079718   0.082579   0.085543  0.088614     28.71    30.81
                           414738NZ3  12/28/95  04/01/18     20.535      0.000    157.70    0.071709   0.074304   0.076994   0.079781  0.082669     26.76    28.73
                           414738PA6  12/28/95  04/01/19     19.125      0.000    146.87    0.066786   0.069204   0.071709   0.074304  0.076994     24.92    26.76
Hartford Financial
  Services Group, Inc.     416515203  09/13/02  11/16/08    100.000     VARIES              0.131490   0.131903   0.132327   0.132760  0.133203     47.45    47.76
                           416515401  09/13/02  11/16/08    100.000     VARIES              0.131490   0.131903   0.132327   0.132760  0.133203     47.45    47.76
                           416515500  05/23/03  08/16/08    100.000     VARIES              0.099805   0.100319   0.100843   0.101376  0.101918     36.16    36.54
                           416515AH7  05/23/03  08/16/08    100.000     VARIES              0.099805   0.100319   0.100843   0.101376  0.101918     36.16    36.54
Hasbro, Inc.               418056AM9  11/30/01  12/01/21    100.000     VARIES              0.255642   0.263027   0.270716   0.278722  0.287057     93.81    99.39
                           418056AN7  11/30/01  12/01/21    100.000     VARIES              0.255642   0.263027   0.270716   0.278722  0.287057     93.81    99.39
Hawk Corporation           420089AD6  10/23/02  12/01/06    100.000     12.000              0.335667   0.335808   0.335957   0.336115  0.336283    120.87   120.98
Headwaters, Inc.           42210PAA0  06/01/04  06/01/16    100.000     VARIES                         0.222222   0.227916   0.233838  0.239997     46.84    83.48
                           42210PAB8  06/01/04  06/01/16    100.000     VARIES                         0.222222   0.227916   0.233838  0.239997     46.84    83.48
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

City of Hoboken            434110QH8  08/28/03  04/01/27     19.107      0.000      4.68    0.038142   0.039504   0.040914   0.042375  0.043888     14.23    15.26
                           434110QJ4  08/28/03  04/01/28     17.813      0.000      4.37    0.035559   0.036828   0.038143   0.039504  0.040915     13.26    14.23
                           434110QK1  08/28/03  04/01/29     16.606      0.000      4.07    0.033149   0.034333   0.035558   0.036828  0.038143     12.36    13.26
                           434110QL9  08/28/03  04/01/30     15.481      0.000      3.79    0.030904   0.032007   0.033149   0.034333  0.035558     11.53    12.36
                           434110QM7  08/28/03  04/01/31     14.432      0.000      3.54    0.028810   0.029838   0.030904   0.032007  0.033149     10.75    11.53
                           434110QN5  08/28/03  04/01/32     13.454      0.000      3.30    0.026858   0.027817   0.028810   0.029838  0.030903     10.02    10.74
                           434110QP0  08/28/03  04/01/33     12.543      0.000      3.07    0.025039   0.025933   0.026858   0.027817  0.028810      9.34    10.02
Hollywood Casino
  Shreveport               43613PAA1  08/10/99  08/01/06    100.000     VARIES              0.385850   0.387524   0.389311   0.391218  0.386415    139.73   140.06
                           43613PAB9  08/10/99  08/01/06    100.000     VARIES              0.385850   0.387524   0.389311   0.391218  0.386415    139.73   140.06
                           43613PAC7  08/10/99  08/01/06    100.000     VARIES              0.385850   0.387524   0.389311   0.391218  0.386415    139.73   140.06
                           43613PAE3  06/15/01  08/01/06    103.000     VARIES              0.376200   0.376900   0.377700   0.377800  0.377000    135.78   135.89
Horace Mann Educators
  Corporation              440327AF1  05/14/02  05/14/32     47.500      1.426              0.096370   0.098325   0.100347   0.102439  0.104603     35.23    36.70
                           440327AG9  05/14/02  05/14/32     47.500      1.426              0.096370   0.098325   0.100347   0.102439  0.104603     35.23    36.70
Horizon PCS, Inc.          44043UAA8  09/26/00  10/01/10     43.889     VARIES              0.304088   0.328081   0.353967   0.381895  0.412026    118.28   137.68
                           44043UAB6  09/26/00  10/01/10     43.889     VARIES              0.304088   0.328081   0.353967   0.381895  0.412026    118.28   137.68
                           44043UAC4  09/26/00  10/01/10     43.889     VARIES              0.304088   0.328081   0.353967   0.381895  0.412026    118.28   137.68
                           44043UAD2  09/26/00  10/01/10     43.889     VARIES              0.304088   0.328081   0.353967   0.381895  0.412026    118.28   137.68
                           44043UAE0  09/26/00  10/01/10     43.889     VARIES              0.304088   0.328081   0.353967   0.381895  0.412026    118.28   137.68
                           44043UAF7  09/26/00  10/01/10     43.889     VARIES              0.304088   0.328081   0.353967   0.381895  0.412026    118.28   137.68
Host Marriott Corp.        441079209  12/02/96  12/02/26    100.000      6.750              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50
                           441079308  12/02/96  12/02/26    100.000      6.750              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50
                           441079407  05/19/97  12/02/26    100.000      6.750              0.187500   0.187500   0.187500   0.187500  0.187500     67.50    67.50
Household Finance Corp.    441815677  10/30/02  02/15/08     94.200     VARIES              0.291567   0.294062   0.296693   0.299470  0.302399    106.11   108.09
                           441815AQ0  10/30/02  02/15/08     94.200     VARIES              0.291567   0.294062   0.296693   0.299470  0.302399    106.11   108.09
IFT Financing I            449516202  11/01/96  09/03/16    100.000      6.500              0.178571   0.176630   0.179558   0.176630  0.179558     65.12    65.00
                           449516301  11/01/96  09/03/16    100.000      6.500              0.178571   0.176630   0.179558   0.176630  0.179558     65.12    65.00
ICON Fitness Corporation   451039AB7  11/20/96  11/15/06     50.931     VARIES              0.388873   0.388872   0.388871   0.388870  0.388868    139.99   139.99
Illinois Power Company     452092CK3  12/20/02  12/15/10     97.480     11.500      2.10    0.006033   0.006395   0.006816   0.007185  0.007658      2.29     2.57
                           452092CL1  12/20/02  12/15/10     97.480     11.500      2.10    0.006134   0.006502   0.006892   0.007305  0.007744      2.29     2.57
                           452092CM9  12/20/02  12/15/10     97.480     11.500      2.10    0.006134   0.006502   0.006892   0.007305  0.007744      2.29     2.57
IBC Capital Finance        453838500  12/18/96  12/31/26    100.000      9.250              0.256944   0.256944   0.256944   0.256944  0.256944     92.50    92.50
Insilco Holdings Co.       457661AA4  08/17/98  08/15/08     49.411     VARIES              0.393842   0.394198   0.394579   0.394988  0.395425    141.95   142.24
                           457661AB2  08/17/98  08/15/08     49.411     VARIES              0.393842   0.394198   0.394579   0.394988  0.395425    141.95   142.24
                           457661AC0  08/17/98  08/15/08     49.411     VARIES              0.393842   0.394198   0.394579   0.394988  0.395425    141.95   142.24
Insignia Financing I       45766X304  11/01/96  09/30/16    100.000      6.500              0.177596   0.177596   0.178571   0.177596  0.178571     65.09    65.00
Intel Corporation          458140AB6  04/30/01  02/01/04    106.500      0.000              0.183751                                                 5.51
Intermedia
  Communications, Inc.     458801BA4  02/24/99  03/01/09     55.057     VARIES              0.320631   0.340268   0.340268   0.340267  0.340266    121.32   122.50
                           458801BB2  02/24/99  03/01/09     55.057     VARIES              0.320631   0.340268   0.340268   0.340267  0.340266    121.32   122.50



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

International Bank for
  Reconstruction           459056FY8  03/06/85  02/15/04     11.605      0.000    870.44    0.300248                                                13.51
                           459056FZ5  03/06/85  08/15/04     10.963      0.000    822.36    0.283670   0.303558                                     68.01
                           459056GA9  03/06/85  02/15/05     10.357      0.000    776.93    0.268001   0.286791   0.300262                         105.99    13.51
                           459056GB7  03/06/85  08/15/05      9.785      0.000    734.00    0.253192   0.270944   0.283671   0.305236              100.14    68.01
                           459056GC5  03/06/85  02/15/06      9.429      0.000    693.18    0.237722   0.254268   0.266087   0.286180  0.297836     93.96   105.17
                           459056GD3  03/06/85  08/15/06      8.912      0.000    655.19    0.224696   0.240336   0.251507   0.270500  0.281517     88.81    99.41
                           459056GE1  03/06/85  02/15/07      8.423      0.000    619.28    0.212386   0.227170   0.237729   0.255682  0.266096     83.95    93.96
                           459056GF8  03/06/85  08/15/07      7.962      0.000    585.34    0.200743   0.214716   0.224696   0.241664  0.251507     79.34    88.81
                           459056GG6  03/06/85  02/15/08      7.690      0.000    554.06    0.188911   0.201965   0.211253   0.227099  0.236238     74.62    83.45
                           459056GH4  03/06/85  08/15/08      7.272      0.000    523.95    0.178642   0.190987   0.199770   0.214755  0.223397     70.57    78.91
                           459056GJ0  03/06/85  02/15/09      6.955      0.000    496.05    0.168635   0.180246   0.188490   0.202581  0.210683     66.59    74.43
                           459056GK7  03/06/85  08/15/09      6.732      0.000    470.50    0.159014   0.169882   0.177569   0.190753  0.198289     62.76    70.08
                           459056GL5  03/06/85  02/15/10      6.446      0.000    445.96    0.150276   0.160509   0.167732   0.180144  0.187216     59.29    66.18
                           459056GM3  03/06/85  08/15/10      6.175      0.000    422.89    0.142083   0.151722   0.158512   0.170201  0.176842     56.04    62.52
                           459056GN1  03/06/85  02/15/11      5.992      0.000    402.03    0.134272   0.143313   0.149656   0.160616  0.166803     52.93    58.99
                           459056GP6  03/06/85  08/15/11      5.676      0.000    380.81    0.127183   0.135747   0.141755   0.152136  0.157996     50.13    55.88
                           459056GQ4  03/06/85  02/15/12      5.445      0.000    361.60    0.120413   0.128490   0.134146   0.143935  0.149445     47.45    52.86
                           459056GR2  03/06/85  08/15/12      5.159      0.000    342.60    0.114083   0.121736   0.127093   0.136368  0.141588     44.96    50.08
                           459056GS0  03/06/85  02/15/13      5.019      0.000    326.52    0.108080   0.115276   0.120293   0.129010  0.133884     42.56    47.37
                           459056GT8  03/06/85  08/15/13      4.757      0.000    309.49    0.102447   0.109268   0.114023   0.122287  0.126907     40.35    44.91
                           459056GU5  03/06/85  02/15/14      4.634      0.000    295.36    0.097187   0.103609   0.108067   0.115844  0.120164     38.25    42.53
                           459056GV3  03/06/85  08/15/14      4.395      0.000    280.11    0.092166   0.098255   0.102483   0.109858  0.113955     36.28    40.34
                           459056GW1  03/06/85  02/15/15      4.349      0.000    268.71    0.087622   0.093345   0.097292   0.104220  0.108030     34.46    38.26
                           459056HY6  01/07/86  02/15/16      5.299      0.000    253.50    0.080247   0.085185   0.088471   0.094434  0.097539     31.41    34.63
                           459056JB4  01/07/86  02/15/04     15.412      0.000    833.57    0.273502                                                12.31
                           459056JC2  01/07/86  02/15/05     13.899      0.000    751.79    0.246674   0.262600   0.273510                          96.91    12.31
                           459056JD0  01/07/86  02/15/06     12.535      0.000    678.03    0.222472   0.236836   0.246676   0.264053  0.273513     87.40    96.91
                           459056JE8  01/07/86  02/15/07     11.305      0.000    611.50    0.200643   0.213598   0.222472   0.238145  0.246676     78.83    87.40
                           459056JF5  01/07/86  02/15/08     10.303      0.000    551.70    0.180489   0.192097   0.200031   0.214072  0.221689     70.89    78.56
                           459056JG3  01/07/86  02/15/09      9.297      0.000    497.80    0.162855   0.173328   0.180487   0.193156  0.200028     63.96    70.89
                           459056JH1  01/07/86  02/15/10      8.388      0.000    449.17    0.146947   0.156398   0.162858   0.174289  0.180491     57.71    63.96
                           459056JJ7  01/07/86  02/15/11      7.569      0.000    405.29    0.132591   0.141118   0.146946   0.157261  0.162856     52.08    57.71
                           459056JK4  01/07/86  02/15/12      6.915      0.000    366.52    0.119552   0.127210   0.132433   0.141695  0.146701     46.94    52.00
                           459056JL2  01/07/86  02/15/13      6.323      0.000    331.77    0.107896   0.114781   0.119465   0.127789  0.132273     42.35    46.89
                           459056JM0  01/07/86  02/15/14      5.865      0.000    301.54    0.097483   0.103654   0.107833   0.115293  0.119281     38.24    42.30
                           459056JN8  01/07/86  02/15/15      5.604      0.000    276.54    0.088336   0.093838   0.097528   0.104176  0.107678     34.61    38.21
International Finance
  Corporation              45950K209  12/08/03  12/08/10    100.000      0.000              0.109467   0.111624   0.113824   0.116066  0.118353     39.90    41.48
International Minerals &
  Chemicals Corporation    459884AH5  11/14/88  11/14/05     26.355      0.000    600.27    0.187870   0.193261   0.204323   0.209031               70.54    65.64
International Game Tech    459902AK8  01/29/03  01/29/33     59.291      0.000              0.132586   0.137724   0.143061   0.148604  0.154363     50.25    54.22
                           459902AL6  01/29/03  01/29/33     59.291      0.000              0.132586   0.137724   0.143061   0.148604  0.154363     50.25    54.22



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Ionica, PLC.               462213AK5  03/19/97  05/01/07     47.688     VARIES              0.416653   0.416652   0.416651   0.416650  0.416649    149.99   149.99
                           462213AL3  03/19/97  05/01/07     47.688     VARIES              0.416653   0.416652   0.416651   0.416650  0.416649    149.99   149.99
JDS Uniphase Corporation   46612JAA9  10/31/03  11/15/10     98.000      0.000       .48    0.007817   0.007828   0.007839   0.007850  0.007862      2.82     2.83
                           46612JAB7  10/31/03  11/15/10     98.000      0.000       .48    0.007817   0.007828   0.007839   0.007850  0.007862      2.82     2.83
JL French Automotive
  Castings, Inc.           46620QAC9  12/27/02  12/31/07     97.410     12.000              0.522652   0.539867   0.558647   0.579135  0.601486    191.29   204.84
JP Morgan Chase & Co.      46625HAQ3  11/26/02  11/26/07    100.000      0.000              0.104824   0.106731   0.108674   0.110652  0.112666     38.21    39.62
                           46625HAU4  03/12/03  03/12/08    100.000      0.000              0.090631   0.092087   0.093565   0.095067  0.096594     33.21    34.28
                           46625HAY6  09/18/03  09/22/08    100.000      0.000              0.105649   0.107657   0.109704   0.111789  0.113914     38.80    40.29
                           46625HAZ3  10/30/03  10/30/08    100.000      0.000              0.105046   0.107032   0.109056   0.111118  0.113219     38.42    39.89
                           46625HBB5  12/17/03  01/21/09    100.000      0.000              0.105781   0.106161   0.108183   0.110243  0.112342     38.53    39.98
                           46625HBG4  03/31/04  03/31/09    100.000      0.000                         0.093311   0.094878   0.096472  0.098092     25.43    34.74
                           46625HBT6  06/25/04  07/07/09    100.000      0.000                         0.131957   0.132166   0.135305  0.138519     24.58    49.25
                           46625HBU3  09/21/04  09/21/09    100.000      0.000                                    0.111230   0.113457  0.115728     11.12    40.89
Jackson, TN                468826GP1  07/09/98  07/01/12     40.347      0.000    172.36    0.105569   0.109052   0.112651   0.116368               38.63    41.22
Jacobs Entertainment       469815AA2  02/08/02  02/01/09     96.040     11.875      7.65    0.012295   0.013078   0.013912   0.014799  0.015742      4.81     5.44
                           469815AB0  02/08/02  02/01/09     96.040     11.875      7.65    0.012295   0.013078   0.013912   0.014799  0.015742      4.81     5.44
Jersey & Greene Counties   476538CP6  06/26/03  02/01/05    100.000      0.000              0.064010   0.064746   0.065490                          23.40     1.96
                           476538CQ4  06/26/03  02/01/06    100.000      0.000              0.075182   0.076197   0.077225   0.078267  0.079324     27.55    28.30
                           476538CR2  06/26/03  02/01/07    100.000      0.000              0.090545   0.092016   0.093511   0.095030  0.096574     33.31    34.40
                           476538CS0  06/26/03  02/01/08    100.000      0.000              0.105927   0.107939   0.109989   0.112079  0.114208     39.11    40.61
Josephine County, OR       480890AA0  10/30/01  06/01/17     36.621      0.000     55.01    0.076219   0.078715   0.081293   0.083955  0.086705     28.04    29.91
                           480890AB8  10/30/01  06/01/18     33.518      0.000     51.57    0.071576   0.073974   0.076452   0.079013  0.081659     26.35    28.14
                           480890AD4  10/30/01  06/01/04     89.354      0.000     88.53    0.119565                                                17.93
                           480890AE2  10/30/01  06/01/05     84.358      0.000     91.48    0.124149   0.127128   0.130178                          45.41    19.53
                           480890AF9  10/30/01  06/01/06     80.090      0.000     88.75    0.120580   0.123534   0.126560   0.129660  0.132836     44.12    46.31
                           480890AG7  10/30/01  06/01/07     74.256      0.000     91.06    0.124463   0.127823   0.131273   0.134817  0.138457     45.62    48.11
                           480890AH5  10/30/01  06/01/08     69.953      0.000     87.45    0.119667   0.122958   0.126339   0.129812  0.133382     43.87    46.32
                           480890AJ1  10/30/01  06/01/09     65.529      0.000     84.26    0.115511   0.118774   0.122129   0.125578  0.129125     42.37    44.80
                           480890AK8  10/30/01  06/01/10     61.462      0.000     80.50    0.110487   0.113663   0.116931   0.120292  0.123750     40.54    42.90
                           480890AL6  10/30/01  06/01/11     57.805      0.000     76.40    0.104923   0.107966   0.111096   0.114318  0.117633     38.51    40.77
                           480890AM4  10/30/01  06/01/12     54.034      0.000     72.71    0.099973   0.102922   0.105958   0.109084  0.112301     36.70    38.90
                           480890AN2  10/30/01  06/01/13     50.411      0.000     69.05    0.095045   0.097896   0.100833   0.103857  0.106973     34.90    37.03
                           480890AP7  10/30/01  06/01/14     46.941      0.000     65.42    0.090158   0.092908   0.095741   0.098661  0.101670     33.12    35.17
                           480890AQ5  10/30/01  06/01/15     43.624      0.000     61.85    0.085336   0.087981   0.090708   0.093520  0.096419     31.36    33.33
                           480890AR3  10/30/01  06/01/16     40.464      0.000     58.34    0.080594   0.083132   0.085751   0.088451  0.091238     29.63    31.52
Jostens Holding Corp.      481086AA4  12/02/03  12/01/13     60.682     VARIES              0.172774   0.181580   0.190885   0.200668  0.210952     64.33    71.08
                           481086AB2  12/02/03  12/01/13     60.682     VARIES              0.172774   0.181580   0.190885   0.200668  0.210952     64.33    71.08
                           481086AC0  12/02/03  12/01/13     60.682     VARIES              0.172774   0.181580   0.190885   0.200668  0.210952     64.33    71.08
Jostens, Inc.              481088AB8  05/10/00  05/01/10     91.173     12.750     19.37    0.019041   0.020417   0.021892   0.023473  0.025169      7.27     8.36
                           481088AC6  05/10/00  05/01/10     91.173     12.750     19.37    0.019041   0.020417   0.021892   0.023473  0.025169      7.27     8.36
                           481088AD4  05/10/00  05/01/10     91.173     12.750     19.37    0.019041   0.020417   0.021892   0.023473  0.025169      7.27     8.36
                           481088AE2  05/10/00  05/01/10     91.173     12.750     19.37    0.019041   0.020417   0.021892   0.023473  0.025169      7.27     8.36



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Jostens, Inc               481088AF9  05/10/00  05/01/10     91.173     12.750     19.37    0.019041   0.020417   0.021892   0.023473  0.025169      7.27     8.36
Kanawha, Charleston,
  Putnam, Huntington WV    483685AA1  07/20/93  12/01/16     20.038      0.000    210.86    0.079496   0.082278   0.085157   0.088138  0.091222     29.29    31.38
Kaydon Corporation         486587AA6  05/23/03  05/23/23    100.000     VARIES              0.241522   0.247066   0.252846   0.258873  0.265155     88.38    92.58
                           486587AB4  05/23/03  05/23/23    100.000     VARIES              0.241521   0.247066   0.252846   0.258872  0.265154     88.38    92.58
Kendall, Kane and Will
  Counties, IL             488764NN7  04/22/03  10/01/08    105.843     VARIES              0.113440   0.115592   0.110085   0.109538  0.108981     40.92    39.43
                           488764NP2  04/22/03  10/01/09    105.260     VARIES              0.120735   0.123184   0.117450   0.117016  0.116572     43.61    42.12
                           488764NQ0  04/22/03  10/01/10    100.839     VARIES              0.124463   0.127176   0.121986   0.121920  0.121853     45.07    43.89
                           488764NR8  04/22/03  10/01/11    106.125     VARIES              0.138563   0.141755   0.134737   0.134321  0.133896     50.11    48.35
                           488764NS6  04/22/03  10/01/12    100.093     VARIES              0.135689   0.138932   0.132941   0.132932  0.132922     49.18    47.86
                           488764NT4  04/22/03  10/01/13    100.778     VARIES              0.140007   0.143434   0.137010   0.136964  0.136917     50.75    49.31
Keyspan Corporation        49337W407  05/06/02  05/16/08    100.000     VARIES              0.158667   0.159304   0.159959   0.160044  0.159543     57.29    57.58
                           49337WAE0  05/06/02  05/16/08    100.000     VARIES              0.158667   0.159304   0.159959   0.160044  0.159543     57.29    57.58
LaSalle & DeKalb
  Counties, Illinois       504238AW6  09/04/03  12/30/05    101.029     VARIES              0.078682   0.079775   0.077546   0.077369               28.52    27.81
                           504238AX4  09/04/03  12/30/06    100.029     VARIES              0.097726   0.099426   0.096656   0.096646  0.096636     35.49    34.79
LaSalle County, IL         504570DA7  04/01/04  12/01/05     96.342      0.000              0.060150   0.060376   0.061055   0.061741               16.31    20.27
                           504570DB5  04/01/04  12/01/06    103.959     VARIES              0.076817   0.077158   0.078184   0.079224  0.075044     20.84    28.24
                           504570DC3  04/01/04  12/01/07    104.125     VARIES              0.088668   0.089121   0.090487   0.091874  0.087179     24.08    32.73
LaSalle County, IL         504592AK2  04/16/03  12/01/04    103.837      0.000              0.074097   0.075034                                     24.62
                           504592AL0  04/16/03  12/01/05    105.089     VARIES              0.087636   0.088928   0.083484   0.082688               31.66    27.41
                           504592AM8  06/19/03  12/01/05    103.742     VARIES              0.069085   0.069905   0.066879   0.066388               24.95    21.98
                           504592AN6  06/19/03  12/01/06    104.790     VARIES              0.075900   0.076878   0.073573   0.073089  0.072599     27.43    26.37
LaSalle County, IL         504597AP0  11/17/03  12/01/04    103.347      0.000              0.062257   0.062932                                     20.67
                           504597AQ8  11/17/03  12/01/05    105.154     VARIES              0.081227   0.082355   0.079069   0.078122               29.38    25.92
                           504597AR6  11/17/03  12/01/06    105.821     VARIES              0.099514   0.101196   0.097464   0.096599  0.095720     36.07    34.88
                           504597AS4  11/17/03  12/01/07    105.602     VARIES              0.115541   0.117813   0.113739   0.113026  0.112299     41.95    40.77
                           504597AT2  11/17/03  12/01/08    105.395     VARIES              0.127103   0.129857   0.125498   0.124907  0.124303     46.20    45.04
Lake County, IL
  School District No.187   509262CP4  04/09/03  01/01/05     95.798      0.000     17.49    0.067713   0.068559                                     24.53
                           509262CQ2  04/09/03  01/01/06     92.198      0.000     20.22    0.078496   0.079673   0.080868   0.082080               28.47    29.33
                           509262CR0  04/09/03  01/01/07     87.867      0.000     22.50    0.087590   0.089122   0.090681   0.092268               31.81    32.93
                           509262CS8  04/09/03  01/01/08     83.406      0.000     23.66    0.092301   0.094089   0.095911   0.097769               33.55    34.86
                           509262CT6  04/09/03  01/01/09     78.814      0.000     24.24    0.094758   0.096748   0.098779   0.100853               34.47    35.93
                           509262CU3  04/09/03  01/01/10     74.126      0.000     24.44    0.095696   0.097849   0.100050   0.102301               34.84    36.42
                           509262CV1  04/09/03  01/01/21     35.244      0.000     15.45    0.061004   0.062824   0.064700   0.066631               22.29    23.64
Lakeway Municipal
  Utility District         512503NR0  07/17/98  09/01/04     68.241      0.000    276.95    0.165418   0.170661                                     40.64
                           512503NS8  07/17/98  09/01/05     63.714      0.000    262.87    0.157351   0.162409   0.167630   0.173018               58.79    41.20
Lee & Ogle Counties, IL    523372AC4  07/02/03  04/01/05    100.286     VARIES              0.066755   0.067551   0.066214                          24.13     5.96
                           523372AD2  07/02/03  04/01/06    100.261     VARIES              0.076695   0.077743   0.076053   0.076029  0.076005     27.74    27.37
                           523372AE0  07/02/03  04/01/07    100.510     VARIES              0.095245   0.096856   0.094237   0.094186  0.094135     34.49    33.91



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Lee & Ogle Counties, IL    523372AF7  07/02/03  04/01/08    100.396     VARIES              0.109306   0.111428   0.108077   0.108045  0.108012     39.62    38.90
                           523372AG5  07/02/03  04/01/09    100.704     VARIES              0.119621   0.122152   0.118118   0.118060  0.118002     43.38    42.50
                           523372AH3  07/02/03  04/01/10    101.077     VARIES              0.127241   0.130092   0.125514   0.125432  0.125348     46.16    45.16
Lehman Brothers
  Holdings, Inc.           524908779  02/05/02  02/05/07    100.000      0.000              0.170624   0.175445   0.180401   0.185497  0.190737     63.72    67.37
                           524908CH1  02/24/00  02/24/07    100.000      0.250              0.297180   0.309007   0.321316   0.334126  0.347459    112.18   121.30
                           524908CS7  11/14/00  11/14/07    100.000      0.250              0.268659   0.278801   0.289335   0.300278  0.311645     99.51   107.18
                           524908CT5  11/14/00  11/14/07    100.000      0.250              0.268659   0.278801   0.289335   0.300278  0.311645     99.51   107.18
                           524908CU2  01/05/01  01/05/06    100.000      0.250              0.224514   0.234681   0.240013   0.252285  0.256616     86.81    92.81
                           524908CZ1  02/26/01  02/27/06    100.000      0.250              0.156153   0.159881   0.163702   0.167619  0.171634     57.82    60.62
                           524908DB3  04/26/01  04/26/04    100.000      0.000              0.189532                                                21.80
                           524908DC1  04/26/01  04/26/04    100.000      0.000              0.189533                                                21.80
                           524908DH0  06/01/01  06/01/08    100.000      0.250              0.220227   0.227429   0.234874   0.242571  0.250527     81.02    86.41
                           524908DK3  06/29/01  12/29/04    100.000      0.000              0.177137   0.182061                                     64.30
                           524908DL1  07/03/01  07/03/04    100.000      0.000              0.171149   0.175877                                     32.00
                           524908DN7  07/03/01  07/03/06    100.000      0.250              0.180998   0.186076   0.191303   0.196681  0.202217     67.91    71.78
                           524908DU1  10/02/01  07/02/06    100.000      0.000              0.171286   0.176080   0.181009   0.186075  0.191283     64.27    67.91
                           524908DW7  12/26/01  12/26/06    100.000      0.000              0.178900   0.184044   0.189335   0.194778  0.200378     65.38    69.20
                           524908EC0  03/26/02  04/01/22*   100.000     VARIES              0.131029                                                11.79*
                           524908ED8  04/30/02  04/30/05    100.000      0.000              0.144762   0.148272   0.151868                          53.18    18.07
                           524908EE6  07/02/02  07/02/05    100.000      0.000              0.124640   0.127319   0.130057   0.132853               46.32    24.04
                           524908EF3  06/19/02  06/19/09    100.000      0.250              0.136309   0.139284   0.142328   0.145442  0.148628     49.68    51.87
                           524908EK2  08/05/02  08/05/07    100.000      0.000              0.145918   0.149566   0.153305   0.157137  0.161066     54.27    57.01
                           524908EN6  08/05/02  08/05/08    100.000      0.000              0.153589   0.157621   0.161758   0.166004  0.170362     57.21    60.25
                           524908EP1  09/27/02  09/27/07    100.000      0.000              0.115598   0.117910   0.120268   0.122673  0.125127     42.47    44.19
                           524908ES5  10/02/02  10/02/07    100.000      0.250              0.085641   0.086821   0.088019   0.089236  0.090470     31.25    32.12
                           524908FB1  12/11/02  12/11/07    100.000      0.625              0.120881   0.123055   0.125275   0.127541  0.129854     44.00    45.60
                           524908FJ4  04/29/03  04/29/10    100.000      0.000              0.124913   0.127661   0.130469   0.133340  0.136273     45.81    47.85
                           524908FL9  05/01/03  05/01/10    100.000      0.250              0.124758   0.127350   0.129999   0.132706  0.135473     45.69    47.62
                           524908FN5  05/08/03  05/08/10    100.000      0.250              0.120416   0.122827   0.125289   0.127804  0.130373     44.04    45.83
                           524908FP0  05/13/03  05/13/10    100.000      0.250              0.118970   0.121322   0.123724   0.126176  0.128680     43.48    45.22
                           524908FR6  05/27/03  05/27/08    100.000      0.250              0.086195   0.087407   0.088638   0.089888  0.091157     31.33    32.22
                           524908JE1  09/10/03  06/10/10    100.000      0.000              0.128082   0.131001   0.133988   0.137042  0.140166     46.76    48.92
                           524908JJ0  10/09/03  10/09/10    100.000      1.600              0.119721   0.121343   0.123000   0.124693  0.126422     43.66    44.87
                           524908JK7  11/06/03  11/06/09    100.000      0.000              0.117501   0.119986   0.122524   0.125115  0.127762     43.02    44.86
                           524908LS7  02/11/04  02/11/11    100.000      0.750                         0.120001   0.122143   0.124332  0.126567     38.70    44.98
Lehman Brother
  Holdings, Inc.           52517PAE1  10/15/93  10/15/23    100.000     VARIES              0.209432   0.209247   0.209056   0.208858  0.208654     75.33    75.19
                           52517PEV9  07/07/95  07/07/05    100.000     VARIES              0.026069   0.025699   0.025314   0.024916                9.19     4.64
                           52517PTE1  01/16/03  01/16/13    100.000      0.000              0.144497   0.149870   0.152083   0.158611  0.160068     55.15    58.04
                           52517PTG6  01/30/03  01/30/13    100.000      0.000              0.118583   0.122447   0.123704   0.128440  0.129045     44.90    46.84
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Lehman Brothers
  Holdings, Inc.           52517PTH4  01/30/03  01/30/13*   100.000      0.000              0.118583   0.122447   0.123704                          37.11*
                           52517PTP6  02/18/03  02/18/08    100.000      0.000              0.115721   0.119433   0.120599   0.125155  0.125682     43.69    45.53
                           52517PUB5  05/01/03  05/01/15*   100.000     VARIES              0.143390   0.138360                                     42.81*
                           52517PUD1  05/21/03  05/21/15    100.000     VARIES              0.143390   0.138360   0.137031   0.131137  0.129492     51.29    48.62
                           52517PUH2  06/12/03  06/12/13    100.000     VARIES              0.124109   0.122566   0.121651   0.119371  0.118365     45.09    43.92
                           52517PUK5  05/23/03  05/23/13    100.000     VARIES              0.118934   0.117097   0.118473   0.115973  0.117306     43.17    42.74
                           52517PUL3  06/12/03  06/12/18    100.000     VARIES              0.143183   0.142997   0.143590   0.142610  0.142470     52.38    52.21
                           52517PUP4  07/03/03  07/03/18    100.000     VARIES              0.128944   0.128566   0.125350   0.125535  0.121583     46.47    45.10
                           52517PUR0  07/17/03  07/17/15    100.000     VARIES              0.119489   0.119079   0.116043   0.116157  0.112444     43.08    41.77
                           52517PUS8  06/24/03  06/24/08    100.000      0.250              0.081624   0.082706   0.083805   0.084920  0.086050     29.59    30.39
                           52517PUT6  07/16/03  01/16/09    100.000     VARIES              0.090203   0.090428   0.088674   0.089348  0.087095     32.80    32.22
                           52517PUW9  07/30/03  07/30/07    100.000     VARIES              0.085593   0.086101   0.084730   0.085686  0.083840     31.29    30.96
                           52517PUX7  08/07/03  08/07/08    100.000     VARIES              0.108696   0.109135   0.107186   0.108173  0.105616     39.64    39.07
                           52517PUY5  08/05/03  08/05/13    100.000     VARIES              0.142579   0.143243   0.140769   0.142146  0.138863     52.04    51.35
                           52517PUZ2  08/28/03  08/28/09*   100.000     VARIES              0.122253                                                 7.09*
                           52517PVC2  08/27/03  08/27/10    100.000      0.250              0.130556   0.133461   0.136434   0.139477  0.142592     48.25    50.43
                           52517PVE8  09/25/03  09/25/10    100.000      0.250              0.121945   0.124470   0.127049   0.129686  0.132380     44.84    46.72
                           52517PVF5  10/22/03  10/22/13*   100.000     VARIES              0.150095                                                 3.15*
                           52517PVG3  09/30/03  09/30/10    100.000      0.250              0.119721   0.122152   0.124634   0.127170  0.129761     43.98    45.79
                           52517PVH1  10/30/03  10/30/18*   100.000      7.250              0.155507   0.154295                                     46.90*
                           52517PVK4  10/30/03  10/30/13    100.000     VARIES              0.167493   0.164253   0.161797   0.163090               60.35    49.10
                           52517PVN8  12/17/03  12/17/18    100.000     VARIES              0.164013   0.165492   0.167932   0.168583  0.171134     60.36    61.46
                           52517PVR9  01/13/04  01/13/11    100.000      0.250                         0.121668   0.124181   0.126748  0.129372     42.76    46.04
                           52517PVX6  03/16/04  03/16/07    100.000     VARIES                         0.076082   0.076831   0.075067  0.075784     22.22    27.61
                           52517PVY4  03/26/04  03/26/14    100.000     VARIES                         0.137429   0.139049   0.136118  0.137507     38.77    50.06
                           52517PWB3  04/08/04  04/08/14    100.000     VARIES                         0.132431   0.129727   0.126186  0.124628     35.26    46.27
                           52517PWC1  04/08/04  04/08/11    100.000     VARIES                         0.115528   0.113566   0.110308  0.108496     30.79    40.42
                           52517PWR8  05/13/04  09/16/10     90.250      1.000                         0.121112   0.122652   0.124944  0.127291     27.78    45.05
                           52517PWU1  06/22/04  06/22/09*   100.000     VARIES                         0.140941                                     12.97*
                           52517PWW7  07/15/04  07/15/14*   100.000     VARIES                                    0.154633                          14.23*
                           52517PWX5  07/07/04  07/07/11    100.000      0.250                                    0.140277   0.143644  0.147095     24.41    52.29
                           52517PWY3  07/29/04  07/29/14    100.000     VARIES                                    0.148574   0.148558  0.143631     23.18    53.46
                           52517PXA4  08/12/04  08/12/11    100.000     VARIES                                    0.136675   0.137919  0.134503     19.41    49.80
                           52517PXB2  08/20/04  08/20/09    100.000     VARIES                                    0.127677   0.127001  0.122120     17.11    45.74
                           52517PXC0  08/26/04  08/26/14    100.000     VARIES                                    0.152050   0.150780  0.144488     19.46    54.30
                           52517PXE6  08/30/04  08/30/19    100.000     VARIES                                    0.158129   0.156286  0.156133     19.61    57.13
                           52517PXF3  09/15/04  09/15/14    100.000     VARIES                                    0.146292   0.141242  0.140436     15.80    51.83
                           52517PXG1  09/15/04  09/15/14    100.000     VARIES                                    0.146292   0.141242  0.140436     15.80    51.83
Level 3 Communications     52729NAD2  12/02/98  12/01/08     59.966     VARIES              0.291664   0.291664   0.291664   0.291664  0.291664    105.00   105.00
                           52729NAE0  12/02/98  12/01/08     59.966     VARIES              0.291664   0.291664   0.291664   0.291664  0.291664    105.00   105.00
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Level 3 Communications     52729NAF7  12/02/98  12/01/08     59.966     VARIES              0.291664   0.291664   0.291664   0.291664  0.291664    105.00   105.00
                           52729NAR1  02/29/00  03/15/10     53.308     VARIES              0.296579   0.315669   0.335987   0.357613  0.357612    114.38   127.14
Liberty Media Corp.        530715AF8  11/16/99  11/15/29    100.000      4.000              0.311832   0.320934   0.330448   0.340394  0.350791    114.75   121.69
                           530715AG6  11/16/99  11/15/29    100.000      4.000              0.311832   0.320934   0.330448   0.340394  0.350791    114.75   121.69
                           530715AK7  02/10/00  02/15/30    100.000      3.750              0.322270   0.332553   0.343321   0.354597  0.366405    120.73   128.76
                           530715AL5  02/10/00  02/15/30    100.000      3.750              0.322270   0.332553   0.343321   0.354597  0.366405    120.73   128.76
                           530715AM3  01/11/01  01/15/31    100.000      3.500              0.307632   0.317626   0.328095   0.339061  0.350548    115.94   123.82
                           530715AN1  01/11/01  01/15/31    100.000      3.500              0.307632   0.317626   0.328095   0.339061  0.350548    115.94   123.82
                           530715AP6  03/08/01  03/15/31    100.000      3.250              0.345430   0.358660   0.372575   0.387211  0.402607    129.61   139.94
                           530715AQ4  03/08/01  03/15/31    100.000      3.250              0.345430   0.358660   0.372575   0.387211  0.402607    129.61   139.94
                           530715AR2  03/08/01  03/15/31    100.000      3.250              0.345430   0.358660   0.372575   0.387211  0.402607    129.61   139.94
Liberty Media Corp.        530718AB1  03/26/03  03/30/23     98.500      0.750              0.157032   0.160846   0.164767   0.168797  0.172941     57.92    60.79
                           530718AF2  03/26/03  03/30/23     98.500      0.750              0.157032   0.160846   0.164767   0.168797  0.172941     57.92    60.79
Lin Television Corp.       532776AD3  06/14/01  01/15/08     96.288      8.000     11.95    0.013924   0.014693   0.015169   0.016096  0.016526      5.45     5.94
                           532776AE1  06/14/01  01/15/08     96.288      8.000     11.95    0.013924   0.014693   0.015169   0.016096  0.016526      5.45     5.94
                           532776AF8  06/14/01  01/15/08     96.288      8.000     11.95    0.013924   0.014693   0.015169   0.016096  0.016526      5.45     5.94
Lithia Motors, Inc.        536797AA1  05/03/04  05/01/14    100.000     VARIES                         0.249997   0.257568   0.265565  0.273921     59.95    95.15
                           536797AB9  05/03/04  05/01/14    100.000     VARIES                         0.249997   0.257568   0.265565  0.273921     59.95    95.15
Lockheed Martin Corp.      539830AN9  08/13/03  08/15/33     98.500     VARIES              0.175966   0.182884   0.184800   0.191963  0.192998     66.89    69.89
                           539830AP4  08/13/03  08/15/33     98.500     VARIES              0.175966   0.182884   0.184800   0.191963  0.192998     66.89    69.89
Loral Cyberstar, Inc.      543868AC7  12/27/01  07/15/06     71.938     10.000              0.161152   0.177562   0.195642   0.215563  0.237512     66.69    80.97
Lowe's Companies, Inc.     548661CD7  02/16/01  02/16/21     60.841      0.000     45.06    0.044959   0.045521   0.046090   0.046666  0.047249     16.44    16.85
Lucent Technologies
  Capital Trust I          549462208  03/19/02  03/15/17    100.000      7.750              0.215278   0.215278   0.215278   0.215278  0.215278     77.50    77.50
                           549462307  03/19/02  03/15/17    100.000      7.750              0.215278   0.215278   0.215278   0.215278  0.215278     77.50    77.50
Lyondell Chemical Co.      552078AS6  12/04/02  12/15/08     97.750      9.500      3.11    0.008624   0.009056   0.009509   0.009984  0.010484      3.20     3.52
                           552078AT4  12/04/02  12/15/08     97.750      9.500      3.11    0.008624   0.009056   0.009509   0.009984  0.010484      3.20     3.52
MCI Communications Corp.   55267Y206  05/29/96  06/30/26*   100.000      8.000              0.255924                                                27.90*
MHS Holdings Corporation   553024AA8  09/22/89  10/01/04     14.000     VARIES              0.941836   1.040618                                    272.08
Manpower Inc.              56418HAB6  08/17/01  08/17/21     55.126      0.000     40.36    0.048758   0.049489   0.050231   0.050985  0.051750     17.88    18.42
                           56418HAC4  08/17/01  08/17/21     55.126      0.000     40.36    0.048758   0.049489   0.050231   0.050985  0.051750     17.88    18.42
Marion County, OR          56913RAC2  03/28/02  06/01/04     90.351      0.000     77.29    0.128012                                                19.20
                           56913RAD0  03/28/02  06/01/05     84.618      0.000     82.08    0.136771   0.140414   0.144155                          50.11    21.62
                           56913RAE8  03/28/02  06/01/06     79.181      0.000     81.89    0.136911   0.140791   0.144781   0.148884  0.153103     50.22    53.11
                           56913RAF5  03/28/02  06/01/07     73.606      0.000     80.88    0.135662   0.139737   0.143935   0.148259  0.152713     49.82    52.86
                           56913RAG3  03/28/02  06/01/08     68.057      0.000     78.93    0.132807   0.137010   0.141345   0.145817  0.150431     48.82    51.96
                           56913RAH1  03/28/02  06/01/09     63.326      0.000     75.14    0.126600   0.130694   0.134921   0.139285  0.143790     46.56    49.62
                           56913RAJ7  03/28/02  06/01/10     58.440      0.000     71.69    0.121039   0.125081   0.129258   0.133574  0.138034     44.55    47.57
                           56913RAK4  03/28/02  06/01/11     53.951      0.000     67.84    0.114722   0.118644   0.122701   0.126897  0.131236     42.25    45.18
                           56913RAL2  03/28/02  06/01/12     49.948      0.000     63.77    0.107939   0.111684   0.115559   0.119568  0.123717     39.76    42.57
                           56913RAM0  03/28/02  06/01/13     46.303      0.000     59.74    0.101187   0.104733   0.108403   0.112202  0.116134     37.28    39.94
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Marion County, OR          56913RAN8  03/28/02  06/01/14     42.967      0.000     55.85    0.094644   0.097984   0.101443   0.105023  0.108730     34.88    37.38
                           56913RAP3  03/28/02  06/01/15     39.329      0.000     52.26    0.088688   0.091885   0.095196   0.098628  0.102183     32.70    35.10
                           56913RAQ1  03/28/02  06/01/16     36.142      0.000     48.72    0.082766   0.085791   0.088926   0.092176  0.095544     30.52    32.80
                           56913RAR9  03/28/02  06/01/17     33.393      0.000     45.34    0.077056   0.079892   0.082831   0.085879  0.089039     28.42    30.55
                           56913RAS7  03/28/02  06/01/18     31.307      0.000     42.21    0.071697   0.074317   0.077033   0.079848  0.082766     26.44    28.41
                           56913RAT5  03/28/02  06/01/19     28.898      0.000     39.24    0.066686   0.069140   0.071684   0.074322  0.077056     24.60    26.44
                           56913RAU2  03/28/02  06/01/20     26.649      0.000     36.44    0.061963   0.064259   0.066639   0.069108  0.071668     22.86    24.59
Markel Corporation         570535AD6  05/23/02  08/15/07     92.756      7.200     18.88    0.034526   0.036074   0.037691   0.039380  0.041145     13.14    14.34
                           570535AE4  05/23/02  05/15/08     90.005      7.000     21.84    0.040963   0.042850   0.044824   0.046888  0.049048     15.26    16.70
Marriott International
  Incorporated             571903AA1  05/08/01  05/08/21     86.095      0.000              0.236301   0.245873   0.255832   0.266196  0.276978     87.83    95.09
                           571903AB9  05/08/01  05/08/21     86.095      0.000              0.236301   0.245873   0.255832   0.266196  0.276978     87.83    95.09
                           571903AC7  05/08/01  05/08/21     86.095      0.000              0.236301   0.245873   0.255832   0.266196  0.276978     87.83    95.09
Masco Corporation          574599AW6  07/20/01  07/20/31     39.445      0.000              0.036431   0.037000   0.037579   0.038166  0.038762     13.40    13.82
Matria Healthcare, Inc.    576817AA8  07/09/01  05/01/08     93.500     11.000     17.83    0.023016   0.024182   0.026112   0.027284  0.029462      8.83     9.95
                           576817AB6  07/09/01  05/01/08     93.500     11.000     17.83    0.023016   0.024182   0.026112   0.027284  0.029462      8.83     9.95
McCaw International LTD.   579472AA9  03/06/97  04/15/07     50.991     VARIES              0.367388   0.367807   0.368254   0.368731  0.369240    132.40   132.73
                           579472AB7  03/06/97  04/15/07     50.991     VARIES              0.367388   0.367807   0.368254   0.368731  0.369240    132.40   132.73
                           579472AC5  03/06/97  04/15/07     50.991     VARIES              0.367388   0.367807   0.368254   0.368731  0.369240    132.40   132.73
                           579472AD3  03/06/97  04/15/07     50.991     VARIES              0.367388   0.367807   0.368254   0.368731  0.369240    132.40   132.73
                           579472AE1  03/06/97  04/15/07     50.991     VARIES              0.367388   0.367807   0.368254   0.368731  0.369240    132.40   132.73
McHenry County, Illinois   581156AV8  03/11/04  12/01/05     95.554      0.000              0.070519   0.070939   0.071881   0.072836               20.57    23.89
                           581156AW6  03/11/04  12/01/06    108.179     VARIES              0.096802   0.097495   0.099065   0.521561  0.085517     28.27    81.59
                           581156AX4  03/11/04  12/01/07    100.444     VARIES              0.100710   0.101518   0.103350   0.105215  0.100534     29.43    37.46
                           581156AY2  03/11/04  12/01/08    104.812     VARIES              0.119351   0.120438   0.122907   0.125426  0.117535     34.91    44.54
                           581156AZ9  03/11/04  12/01/09    106.159     VARIES              0.128337   0.129578   0.132398   0.135279  0.126375     37.56    48.00
Medicis Pharmaceutical
  Corporation              584690AB7  08/14/03  06/04/33     93.000     VARIES              0.241819   0.250976   0.260552   0.270566  0.281038     89.21    96.15
Medtronic, Inc.            585055AA4  09/11/01  09/15/21    100.000     VARIES              0.207359   0.212733   0.218288   0.223650  0.229192     76.78    80.70
                           585055AB2  09/11/01  09/15/21    100.000     VARIES              0.207359   0.212733   0.218288   0.223650  0.229192     76.78    80.70
Cass & Sangamon
  Counties, Illinois       586362DH5  06/10/04  12/01/05    104.007      0.000                         0.087084   0.088331   0.089662               17.54    29.39
                           586362DJ1  06/10/04  12/01/06    104.830     VARIES                         0.105944   0.107775   0.109735  0.103091     21.35    39.01
                           586362DK8  06/10/04  12/01/07    105.112     VARIES                         0.118271   0.120546   0.122988  0.115943     23.84    43.70
The Mens Wearhouse, Inc.   587118AB6  10/21/03  10/15/23    100.000     VARIES              0.222221   0.227457   0.233083   0.238935  0.245020     81.77    85.87
                           587118AC4  10/21/03  10/15/23    100.000     VARIES              0.222221   0.227457   0.233083   0.238935  0.245020     81.77    85.87
Mercury Interactive Corp   589405AC3  04/29/03  05/01/08     98.000      0.000      2.66    0.011021   0.011043   0.011065   0.011088  0.011110      3.97     3.99
                           589405AD1  04/29/03  05/01/08     98.000      0.000      2.66    0.011021   0.011043   0.011065   0.011088  0.011110      3.97     3.99
Merrill Lynch & Co.,Inc.   590188249  09/13/00  09/13/07    100.000      0.000              0.244796   0.250859   0.264205   0.269261  0.283585     92.85    99.50
                           590188256  08/04/00  08/03/07    100.000      0.000              0.256090   0.268674   0.275783   0.290934  0.296990     98.99   106.61
                           590188264  08/04/00  08/03/07    100.000      0.000              0.256090   0.268674   0.275783   0.290934  0.296990     98.99   106.61
                           590188272  06/29/00  06/29/07    100.000      0.000              0.277280   0.288055   0.300892   0.310876  0.324731    103.53   111.72
                           590188280  03/30/00  03/30/07    100.000      0.000              0.268738   0.278791   0.289220   0.300039  0.311263    100.42   108.07



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Merrill Lynch & Co.,Inc.   590188298  03/03/00  03/05/07    100.000      0.000              0.233786   0.241599   0.249673   0.258017  0.266639     87.41    93.35
                           590188678  09/29/97  09/30/04    100.000      0.000              0.254475   0.262601                                     70.96
                           590188A40  07/26/00  07/26/05    100.000      2.000              0.236048   0.245421   0.249705   0.261172               90.27    53.51
                           590188A65  05/23/01  05/23/31     51.108     VARIES              0.101265   0.104370   0.107571   0.110870  0.114270     37.25    39.57
                           590188A73  03/13/02  03/13/32    100.000     VARIES              0.172693   0.177626   0.182700   0.187919  0.193287     64.14    67.85
                           590188JA7  02/09/98  02/02/05    100.000      0.000              0.231783   0.238767   0.245961                          86.81     7.62
                           590188P44  09/30/03  09/30/08    100.000      0.000              0.094419   0.096024   0.097656   0.099316  0.101004     34.57    35.76
                           590188P51  10/03/03  10/03/08    100.000      0.000              0.100585   0.102406   0.104261   0.106148  0.108070     36.86    38.21
                           590188V70  07/30/04  07/30/07    100.000      0.000                                    0.087697   0.089081  0.090488     13.24    32.24
                           590188V88  08/31/04  08/31/07    100.000      0.000                                    0.070697   0.070791  0.072488      8.55    25.68
Merrill Lynch & Co.,Inc.   59018FAS1  07/30/01  04/13/04    100.000      2.400              0.140099                                                14.29
Merrill Lynch & Co.,Inc.   59018SB94  03/20/98  03/20/28     12.154      0.000     60.91    0.035524   0.036794   0.038109   0.039471  0.040882     13.28    14.24
                           59018SRZ9  02/25/97  02/25/27      9.506      0.000     67.65    0.035174   0.036581   0.038044   0.039566  0.041148     13.28    14.36
                           59018SZT4  02/09/98  02/02/05    100.000      0.000              0.226741   0.236139   0.240611                          86.81     7.70
Merrill Lynch & Co.,Inc.   59018YDJ7  01/12/01  01/07/08    100.000      0.250              0.204973   0.211263   0.217752   0.224448  0.231356     77.15    81.96
                           59018YKD2  06/27/01  06/27/08    100.000      0.250              0.200236   0.206247   0.212446   0.218838  0.225428     73.22    77.68
Merrill Lynch & Co.,Inc.   59021J109  10/06/00  10/05/07    100.000      0.000              0.239455   0.247966   0.258190   0.265906  0.276870     90.85    97.30
                           59021J141  06/03/03  06/03/10    100.000      0.000              0.099059   0.100795   0.102561   0.104358  0.106187     36.07    37.35
                           59021J208  11/20/00  11/20/07    100.000      0.000              0.245446   0.254227   0.263323   0.272745  0.282503     90.67    97.28
                           59021J307  04/30/01  06/27/07    100.000      0.000              0.191267   0.196909   0.202717   0.208696  0.214852     69.92    74.10
                           59021J315  06/03/03  09/03/08    100.000      0.000              0.085111   0.086405   0.087719   0.089052  0.090406     31.18    32.14
                           59021J471  09/04/02  09/04/09    100.000      0.000              0.145402   0.149024   0.152737   0.156543  0.160443     53.85    56.57
                           59021J489  08/07/02  08/07/09    100.000      0.000              0.153716   0.157754   0.161898   0.166151  0.170516     57.24    60.29
                           59021J513  06/28/02  06/29/09    100.000      0.000              0.166303   0.170891   0.175605   0.180448  0.185426     60.71    64.11
                           59021J521  05/31/02  06/01/09    100.000      0.000              0.181081   0.186485   0.192049   0.197779  0.203680     66.49    70.52
                           59021J588  05/03/02  05/04/09    100.000      0.000              0.186998   0.192745   0.198669   0.204774  0.211067     69.02    73.33
                           59021J596  05/03/02  05/04/09    100.000      0.000              0.186998   0.192745   0.198669   0.204774  0.211067     69.02    73.33
                           59021J679  03/28/02  03/30/09    100.000      0.000              0.191851   0.197886   0.204111   0.210532  0.217155     71.27    75.82
                           59021J695  03/28/02  03/30/09    100.000      0.000              0.191851   0.197886   0.204111   0.210532  0.217155     71.27    75.82
                           59021J794  01/16/02  01/16/09    100.000      0.000              0.172312   0.177224   0.182277   0.187473  0.192817     64.56    68.29
                           59021J877  09/28/01  09/29/08    100.000      0.000              0.170743   0.175449   0.180285   0.185254  0.190360     63.19    66.72
                           59021J885  08/31/01  08/29/08    100.000      0.000              0.171616   0.178404   0.182442   0.188628  0.192898     65.40    69.02
                           59021JAA7  05/28/02  05/28/09    100.000      1.000              0.184767   0.189602   0.194587   0.199724  0.205020     67.71    71.32
Merrill Lynch & Co.,Inc.   59021W217  08/31/04  08/31/11    100.000      0.000                                    0.111279   0.112222  0.115731     13.46    40.77
                           59021W308  07/02/03  07/02/10    100.000      0.000              0.101255   0.103101   0.104980   0.106893  0.108841     37.45    38.83
                           59021W324  08/02/04  08/01/08    100.000      0.000                                    0.110117   0.112288  0.114513     16.41    40.69
                           59021W464  05/14/04  02/14/12    100.000      0.000                         0.088346   0.089048   0.090464  0.091903     20.15    32.70
                           59021W571  03/01/04  03/28/11    100.000      0.000              0.099481   0.099748   0.101534   0.103352  0.105203     30.08    37.22
                           59021W613  03/30/04  03/21/07    100.000      0.000                         0.050072   0.050501   0.050956  0.051415     13.61    18.35
                           59021W654  12/26/03  12/27/10    100.000      0.000              0.118315   0.120834   0.123407   0.126035  0.128719     43.07    44.92
                           59021W704  08/05/03  08/05/10    100.000      0.000              0.122185   0.124872   0.127618   0.130425  0.133294     45.26    47.28
                           59021W712  12/08/03  03/08/11    100.000      0.000              0.107749   0.108794   0.110904   0.113055  0.115247     39.33    40.80
                           59021W845  09/30/03  09/30/10    100.000      0.000              0.114698   0.117066   0.119483   0.121950  0.124468     42.15    43.91



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Merrill Lynch & Co., Inc   59021W860  09/03/03  09/03/08    100.000      0.000              0.109247   0.111395   0.113586   0.115819  0.118097     40.23    41.83
                           59021WAA8  07/15/04  07/15/11    100.000      0.000                                    0.114789   0.117161  0.119582     19.06    42.55
Metlife, Inc.              59156RAF5  04/04/00  05/15/05     99.520     VARIES              0.230207   0.230078   0.229943                          82.84    30.81
Metromedia International
  Group, Inc.              591695AE1  09/30/99  09/30/07     77.427     VARIES              0.272584   0.271888   0.272648   0.270392  0.271071     99.64    98.96
United Mexican States      593048BN0  03/30/01  12/30/19     89.000      8.125      6.90    0.008054   0.008432   0.008828   0.009242  0.009675      2.97     3.25
Microcell
  Telecommunications       59501TAG1  06/20/96  06/01/06     43.193     VARIES              0.412533   0.414334   0.416271   0.418356  0.420600    148.95   150.36
                           59501TAL0  05/25/99  06/01/09     55.731     VARIES              0.314457   0.333323   0.333323   0.333322  0.333322    117.17   120.00
Mirant Corporation         604675AA6  05/31/01  06/15/21    100.000      2.500              0.277093   0.285963   0.295212   0.304855  0.314911    101.64   108.33
Mississippi Home Corp.     60535JAD8  06/17/93  12/01/08     34.265      0.000    368.68    0.138508   0.143391   0.148446   0.153679  0.159097     51.04    54.70
                           60535JAH9  07/22/93  06/01/09     36.262      0.000    344.63    0.126997   0.131124   0.135385   0.139784  0.144327     46.71    49.80
Mississippi Home Corp.     60535MCB3  07/21/93  09/15/16     19.775      0.000    213.19    0.079655   0.082493   0.085431   0.088474  0.091626     29.80    31.96
J.P. Morgan & Co., Inc.    61688AAF5  02/26/97  04/15/27     10.165      0.000     69.28    0.036121   0.037517   0.038968   0.040474  0.042039     13.47    14.53
                           61688AAG3  04/24/97  04/24/27      8.845      0.000     63.44    0.034282   0.035696   0.037169   0.038702  0.040298     12.79    13.87
                           61688AAH1  05/21/97  05/15/27      9.170      0.000     63.62    0.034713   0.036124   0.037593   0.039121  0.040711     12.88    13.95
                           61688AAJ7  06/18/97  06/18/27      9.169      0.000     62.63    0.034728   0.036139   0.037607   0.039135  0.040725     12.79    13.85
                           61688AAK4  07/01/97  07/01/27      9.644      0.000     63.64    0.035351   0.036756   0.038217   0.039737               12.98    14.03
                           61688AAW8  06/30/98  06/30/28     12.693      0.000     58.42    0.036034   0.037295   0.038601   0.039952  0.041350     13.20    14.14
Morgan Stanley Dean
  Witter & Co.             617446232  05/20/99  05/18/05    100.000      0.000              0.230498   0.237740   0.245209                          84.92    33.59
                           617446DD8  12/30/98  12/30/05     86.996      0.000              0.176347   0.181241   0.186270   0.191439               64.38    67.80
                           617446DJ5  05/19/99  05/30/06     98.259      0.000              0.222223   0.229089   0.236168   0.243465  0.250988     81.67    86.79
                           617446DM8  08/06/99  08/06/06     98.266      0.000              0.255267   0.264304   0.273660   0.283348  0.293378     96.19   103.12
                           617446DN6  08/17/99  08/17/05     88.745      0.000              0.236369   0.244902   0.253743   0.262903               88.96    58.99
                           617446DP1  10/19/99  10/19/06     98.266      0.000              0.253892   0.262841   0.272106   0.281698  0.291628     94.32   101.09
                           617446DQ9  12/13/99  12/13/04    100.000      0.500              0.249361   0.257544                                     86.75
                           617446DZ9  07/19/00  07/30/07    100.000      0.250              0.245358   0.253918   0.262785   0.271970  0.281485     92.50    99.08
                           617446GC7  11/17/00  11/30/07    100.000      0.250              0.226956   0.234465   0.243560   0.250259  0.259983     84.97    90.65
                           617446GD5  11/17/00  11/30/07    100.000      0.250              0.226956   0.234465   0.243560   0.250259  0.259983     84.97    90.65
                           617446GF0  01/24/01  01/30/08    100.000      0.250              0.192377   0.197942   0.203674   0.209579  0.215660     71.96    76.20
                           617446GJ2  04/02/01  03/30/08    100.000      0.500              0.182271   0.187121   0.192111   0.197244  0.202526     67.39    71.03
                           617446GK9  04/03/01  04/15/08    100.000      0.250              0.184296   0.189419   0.194689   0.200112  0.205692     68.06    71.90
                           617446GN3  05/02/01  05/30/08    100.000      0.250              0.188442   0.193775   0.199265   0.204917  0.210735     69.13    73.11
                           617446GQ6  05/30/01  05/30/08    100.000      0.250              0.191520   0.197042   0.202730   0.208588  0.214621     70.29    74.41
                           617446GR4  08/21/01  12/30/08    100.000      1.250              0.172091   0.175932   0.179880   0.183939  0.188111     62.65    65.50
                           617446GT0  08/16/01  12/30/08    100.000      0.250              0.177403   0.182201   0.187133   0.192204  0.197419     64.74    68.29
                           617446GU7  09/27/01  12/30/08    100.000      0.250              0.156044   0.159806   0.163663   0.167616  0.171670     56.86    59.64
                           617446GV5  10/05/01  12/30/09    100.000      0.000              0.156510   0.160454   0.164498   0.168644  0.172894     57.06    59.97
                           617446GX1  11/08/01  12/30/08    100.000      0.000              0.136963   0.140033   0.143172   0.146382  0.149663     49.87    52.13
                           617446GY9  12/11/01  12/30/09     92.281      0.000              0.151347   0.155359   0.159478   0.163707  0.168047     55.22    58.18
                           617446HH5  08/05/02  12/15/09    100.000      1.000              0.168694   0.172709   0.176839   0.181087  0.185455     61.58    64.56
                           617446HP7  02/14/03  03/30/10    100.000      0.000              0.134100   0.137244   0.140462   0.143755  0.147125     49.42    51.77



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Morgan Stanley             617446HV4  03/12/03  03/31/08    100.000      0.000              0.100886   0.102712   0.105146   0.106464  0.108987     37.65    38.98
                           617446HX0  03/18/03  06/30/08    100.000      0.000              0.104054   0.105949   0.107878   0.109842  0.111842     37.80    39.19
                           617446HZ5  04/28/03  09/15/10    100.000      0.000              0.134265   0.137452   0.140715   0.144056  0.147475     49.59    51.98
                           617446JB6  04/23/03  04/30/10    100.000      0.000              0.130685   0.133687   0.136759   0.139901  0.143115     47.96    50.19
                           617446JC4  04/25/03  04/30/08    100.000      0.000              0.109614   0.111735   0.113896   0.116100  0.118346     40.10    41.67
                           617446JE0  04/30/03  04/30/10    100.000      0.000              0.131969   0.135032   0.138167   0.141375  0.144657     48.44    50.71
                           617446JF7  05/28/03  12/30/10    100.000      0.000              0.112711   0.114946   0.117224   0.119548  0.121918     40.98    42.62
                           617446JG5  05/06/03  05/15/10    100.000      0.250              0.116681   0.118940   0.121245   0.123598  0.125999     42.62    44.29
                           617446JH3  05/21/03  05/30/10    100.000      0.000              0.099359   0.101104   0.102879   0.104686  0.106524     36.19    37.47
                           617446JJ9  07/10/03  06/30/08    100.000      0.000              0.093281   0.094824   0.096391   0.097984  0.099604     33.86    34.99
                           617446JL4  08/08/03  03/23/07    100.000      0.000              0.096703   0.098379   0.100084   0.101819  0.103583     35.45    36.69
                           617446JP5  11/25/03  12/30/10    100.000      1.500              0.149878   0.152786   0.155772   0.158839  0.161988     54.49    56.64
                           617446JQ3  12/26/03  12/30/10    100.000      2.000              0.117733   0.119050   0.120395   0.121769  0.123172     42.62    43.59
                           617446MD8  12/22/03  12/30/08    115.000      0.000              0.115456   0.117541   0.119663   0.121824  0.124024     41.94    43.47
                           617446MF3  01/28/04  01/30/11    100.000      1.000              0.113635   0.113654   0.115411   0.117203  0.119032     38.11    42.42
                           617446MG1  01/21/04  07/30/11    100.000      0.300              0.114680   0.114790   0.116988   0.119231  0.121520     39.36    43.20
                           617446MH9  02/25/04  04/30/11    100.000      2.000              0.115858   0.116312   0.117580   0.118873  0.120193     35.64    42.72
                           617446MJ5  02/17/04  07/30/11    102.625      0.300                         0.119527   0.121638   0.124013  0.126439     37.85    44.94
                           617446MK2  03/29/04  06/30/11    100.000      1.500              0.104119   0.104711   0.105893   0.107096  0.108323     28.43    38.34
                           617446ML0  03/22/04  05/15/10    121.125      0.250              0.118457   0.119035   0.121008   0.123016  0.125059     33.27    44.11
                           617446MM8  03/24/04  04/01/09    100.000      0.250              0.101124   0.101190   0.102906   0.104653  0.106431     28.18    37.68
                           617446MQ9  04/08/04  04/15/09    115.000      0.750              0.120544   0.120618   0.122500   0.124419  0.126373     31.87    44.74
Morgan Stanley Dean
  Witter & Co.             61744Y132  07/29/02  07/30/09    100.000      0.000              0.130493   0.133424   0.136421   0.139486  0.142620     48.40    50.60
                           61744Y140  03/27/03  06/15/10    100.000      0.000              0.137033   0.140301   0.143646   0.147072  0.150579     50.03    52.44
                           61744Y173  01/28/03  12/30/09    100.000      0.000              0.131130   0.134099   0.137136   0.140242  0.143418     47.75    49.93
                           61744Y181  12/17/02  03/30/09    100.000      0.000              0.129811   0.132739   0.135734   0.138796  0.141927     47.80    49.98
                           61744Y199  11/26/02  03/30/09    100.000      0.000              0.140363   0.143769   0.147257   0.150829  0.154489     51.77    54.31
                           61744Y231  10/28/02  12/30/08    100.000      0.000              0.148748   0.152505   0.156356   0.160304  0.164352     54.23    57.01
                           61744Y249  10/16/02  10/30/09    100.000      0.000              0.139746   0.143093   0.146520   0.150028  0.153621     51.32    53.81
                           61744Y264  09/26/02  06/30/09    100.000      0.000              0.140939   0.144307   0.147756   0.151287  0.154902     51.35    53.83
                           61744Y280  08/27/02  02/28/09    100.000      0.000              0.150633   0.152874   0.159453   0.160935  0.167861     56.63    59.51
                           61744Y322  06/26/02  12/30/08    100.000      0.000              0.140398   0.143705   0.147090   0.150554  0.154101     51.15    53.58
                           61744Y348  06/11/02  12/30/08    100.000      0.000              0.146625   0.150214   0.153892   0.157660  0.161519     53.44    56.09
                           61744Y363  05/10/02  08/30/08    100.000      0.000              0.148499   0.152278   0.157011   0.160127  0.165104     56.10    58.88
Morgan Stanley             61746S190  01/27/04  03/30/11    100.000      1.875              0.116860   0.117337   0.118709   0.120111  0.121542     39.29    43.25
                           61746S539  08/27/04  03/30/11    100.000      0.000                         0.123428   0.123931   0.126684  0.129499     15.35    45.62
                           61746S646  07/28/04  01/30/11    100.000      0.000                         0.128455   0.128488   0.131459  0.134499     19.66    47.70
                           61746S703  02/25/04  12/30/11    100.000      0.400              0.125180   0.126965   0.129575   0.132244  0.134974     38.63    47.13
                           61746S778  04/28/04  12/30/11    100.000      0.000              0.135681   0.136823   0.140164   0.143587  0.147094     33.18    51.08
                           61746S877  03/29/04  12/30/11    100.000      0.500              0.112531   0.113542   0.115560   0.117619  0.119721     30.79    41.98
                           61746SAA7  03/10/04  03/31/09    100.000      0.000              0.102998   0.103221   0.105135   0.107084  0.109069     30.31    38.56
                           61746SAC3  04/05/04  04/15/09    100.000      0.000              0.098978   0.099076   0.100842   0.102638  0.104467     26.49    36.90



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Morgan Stanley             61748A114  06/24/03  06/15/10    100.000      0.000              0.108020   0.110083   0.112185   0.114328  0.116511     39.33    40.84
                           61748A122  08/22/03  08/30/09    100.000      0.000              0.128595   0.130821   0.135333   0.136907  0.141629     47.51    49.76
                           61748A742  06/01/04  03/30/12    100.000      2.800                         0.145926   0.147109   0.148930  0.150799     30.75    53.62
                           61748A775  11/25/03  12/30/10    100.000      2.000              0.166972   0.170308   0.173743   0.177282  0.180926     60.72    63.19
                           61748A874  07/29/03  12/30/09    100.000      0.000              0.124003   0.126721   0.129498   0.132336  0.135237     45.14    47.14
                           61748AAA4  09/24/03  12/30/10    100.000      0.000              0.141445   0.144998   0.148641   0.152376  0.156204     51.57    54.19
                           61748AAC0  04/30/04  12/30/11    100.000      0.000              0.135753   0.136859   0.140203   0.143629  0.147139     32.92    51.10
                           61748AAD8  04/30/04  12/30/11    100.000      0.000              0.135753   0.136859   0.140203   0.143629  0.147139     32.92    51.10
Motorola, Inc.             620076208  10/31/01  11/16/07    100.000     VARIES              0.211210   0.212372   0.212543   0.211686  0.210797     76.30    76.28
                           620076AE9  09/07/89  09/07/09*    30.656      0.000    408.23    0.115611   0.117785                                      9.87*
                           620076AJ8  09/27/93  09/27/13*    63.923      0.000    164.99    0.049970                                                 4.25*
Mrs. Fields Holding
  Company, Inc.            62472FAC9  08/24/98  12/01/05     50.853     VARIES              0.413681   0.416102   0.421013   0.421524              152.08   140.71
Multnomah County, OR       625506HH6  12/08/99  06/01/13     36.019      0.000    129.90    0.104423   0.108453   0.112639   0.116987  0.121503     38.56    41.60
                           625506HJ2  12/08/99  06/01/14     33.298      0.000    120.44    0.096860   0.100609   0.104502   0.108546  0.112747     35.77    38.60
                           625506HK9  12/08/99  06/01/15     30.863      0.000    111.63    0.089777   0.093251   0.096860   0.100609  0.104502     33.16    35.77
                           625506HL7  12/08/99  06/01/16     28.606      0.000    103.47    0.083212   0.086432   0.089777   0.093251  0.096860     30.73    33.16
                           625506HN3  12/08/99  06/01/20     21.112      0.000     76.36    0.061413   0.063790   0.066259   0.068823  0.071487     22.68    24.47
                           625506HP8  12/08/99  06/01/21     19.568      0.000     70.78    0.056922   0.059125   0.061413   0.063790  0.066259     21.02    22.68
                           625506HQ6  12/08/99  06/01/22     18.137      0.000     65.60    0.052760   0.054801   0.056922   0.059125  0.061413     19.49    21.02
                           625506HR4  12/08/99  06/01/23     16.811      0.000     60.81    0.048902   0.050794   0.052760   0.054802  0.056922     18.06    19.49
                           625506HS2  12/08/99  06/01/24     15.582      0.000     56.36    0.045326   0.047080   0.048902   0.050794  0.052760     16.74    18.06
                           625506HT0  12/08/99  06/01/25     14.442      0.000     52.24    0.042011   0.043637   0.045325   0.047080  0.048901     15.52    16.74
                           625506HU7  12/08/99  06/01/26     13.386      0.000     48.42    0.038939   0.040446   0.042011   0.043637  0.045326     14.38    15.52
                           625506HV5  12/08/99  06/01/27     12.407      0.000     44.88    0.036091   0.037488   0.038939   0.040446  0.042011     13.33    14.38
                           625506HW3  12/08/99  06/01/28     11.500      0.000     41.60    0.033452   0.034747   0.036091   0.037488  0.038939     12.35    13.33
                           625506HX1  12/08/99  06/01/29     10.659      0.000     38.55    0.031006   0.032206   0.033452   0.034747  0.036091     11.45    12.35
                           625506HY9  12/08/99  06/01/30      9.879      0.000     35.73    0.028738   0.029850   0.031005   0.032205  0.033451     10.61    11.45
Murray County Hospital
  Authority                626897BW1  12/29/94  03/01/04     97.642     10.000     22.94    0.010695                                                  .64
Muzak Holdings Finance     62844VAC5  03/18/99  03/15/10     53.328     VARIES              0.339069   0.361108   0.361108   0.361107  0.361107    128.37   130.00
Nabors Industries, Inc.    629568AE6  02/05/01  02/05/21     60.841      0.000     45.55    0.044959   0.045521   0.046090   0.046666  0.047249     16.45    16.87
                           629568AF3  02/05/01  02/05/21     60.841      0.000     45.55    0.044959   0.045521   0.046090   0.046666  0.047249     16.45    16.87
Neenah Foundry Company     640071AK2  09/30/03  09/30/10     91.536     11.000      1.97    0.021701   0.023098   0.024584   0.026166  0.027850      8.33     9.43
                           640071AN6  09/30/03  09/30/10     91.536     11.000      1.97    0.021701   0.023098   0.024584   0.026166  0.027850      8.33     9.43
Network Associates, Inc.   640938AA4  02/13/98  02/13/18     39.106      0.000    124.42    0.066799   0.068385   0.070009   0.071672  0.073374     24.78    25.97
Net Sat Servicos, LTDA.    64107RAA6  08/05/96  08/05/04    100.000     12.750              0.025147   0.026797                                      5.68
                           64107RAB4  08/05/96  08/05/04    100.000     12.750              0.025147   0.026797                                      5.68
                           64107RAC2  08/05/96  08/05/04    100.000     12.750              0.025147   0.026797                                      5.68
New Jersey Economic
  Development Authority    645913AG9  06/30/97  02/15/04     64.086      0.000    351.07    0.183419                                                 8.07
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

New Jersey Economic
  Deelopment Authority     645913AH7  06/30/97  02/15/05     59.440      0.000    332.01    0.173993   0.180029   0.186275                          65.39     8.20
                           645913AJ3  06/30/97  02/15/06     55.059      0.000    312.96    0.164469   0.170257   0.176249   0.182452  0.188873     61.85    66.28
                           645913AK0  06/30/97  02/15/07     51.069      0.000    293.57    0.154554   0.160044   0.165729   0.171615  0.177711     58.15    62.35
                           645913AL8  06/30/97  02/15/08     47.236      0.000    275.29    0.145252   0.150469   0.155874   0.161473  0.167273     54.67    58.67
                           645913AM6  06/30/97  02/15/09     43.647      0.000    257.64    0.136226   0.141170   0.146294   0.151604  0.157107     51.30    55.09
                           645913AN4  06/30/97  02/15/10     40.322      0.000    240.64    0.127467   0.132135   0.136974   0.141990  0.147190     48.02    51.60
                           645913AP9  06/30/97  02/15/11     37.204      0.000    224.46    0.119111   0.123512   0.128075   0.132807  0.137714     44.89    48.27
                           645913AQ7  06/30/97  02/15/12     34.381      0.000    208.99    0.111039   0.115167   0.119448   0.123888  0.128493     41.86    45.03
                           645913AR5  06/30/97  02/15/13     31.673      0.000    194.45    0.103486   0.107364   0.111387   0.115561  0.119891     39.03    42.01
                           645913AS3  06/30/97  02/15/14     29.262      0.000    180.69    0.096253   0.099876   0.103636   0.107538  0.111586     36.31    39.09
                           645913AT1  06/30/97  02/15/15     27.085      0.000    167.80    0.089434   0.092810   0.096313   0.099949  0.103722     33.74    36.33
                           645913AU8  06/30/97  02/15/16     25.082      0.000    155.77    0.083062   0.086203   0.089464   0.092847  0.096359     31.34    33.75
                           645913AV6  06/30/97  02/15/17     23.177      0.000    144.53    0.077121   0.080048   0.083086   0.086239  0.089511     29.10    31.35
                           645913AW4  06/30/97  02/15/18     21.450      0.000    134.09    0.071577   0.074298   0.077123   0.080056  0.083099     27.01    29.10
                           645913AX2  06/30/97  02/15/19     19.886      0.000    124.42    0.066423   0.068950   0.071574   0.074297  0.077124     25.07    27.01
                           645913AY0  06/30/97  02/15/20     18.435      0.000    115.43    0.061635   0.063981   0.066417   0.068946  0.071571     23.26    25.07
                           645913AZ7  06/30/97  02/15/21     17.088      0.000    107.08    0.057186   0.059365   0.061626   0.063974  0.066411     21.58    23.26
                           645913BA1  06/30/97  02/15/22     15.838      0.000     99.33    0.053053   0.055076   0.057175   0.059355  0.061618     20.02    21.58
                           645913BB9  06/30/97  02/15/23     14.678      0.000     92.13    0.049214   0.051092   0.053041   0.055064  0.057164     18.58    20.02
                           645913BC7  06/30/97  02/15/24     13.601      0.000     85.44    0.045648   0.047391   0.049200   0.051078  0.053028     17.23    18.57
                           645913BD5  06/30/97  02/15/25     12.602      0.000     79.23    0.042336   0.043954   0.045633   0.047376  0.049185     15.98    17.22
                           645913BE3  06/30/97  02/15/26     11.676      0.000     73.47    0.039262   0.040763   0.042321   0.043938  0.045618     14.82    15.97
New Millennium Homes       647536AC5  04/11/03  12/31/07     86.094      0.000     19.98    0.078230   0.079480   0.080751   0.082042  0.083354     28.39    29.31
The City of New York       649652QZ0  05/27/93  05/15/04     43.345      0.000    538.71    0.207752                                                27.84
The City of New York       649653ME9  05/27/93  05/15/05     39.612      0.000    503.27    0.195142   0.202840   0.210842                          72.36    28.25
                           649653MG4  05/27/93  05/15/06     35.938      0.000    470.01    0.183567   0.190955   0.198641   0.206636  0.214953     68.11    73.70
The City of New York       649654NK2  05/27/93  05/15/07     32.768      0.000    436.29    0.171167   0.178142   0.185401   0.192956  0.200819     63.53    68.81
                           649654NL0  05/27/93  05/15/08     29.863      0.000    404.03    0.159152   0.165709   0.172536   0.179644  0.187045     59.09    64.06
The City of New York       649655LL9  05/27/93  05/15/09     27.086      0.000    373.63    0.147904   0.154078   0.160511   0.167212  0.174193     54.94    59.62
                           649655LN5  05/27/93  05/15/10     24.595      0.000    344.66    0.136985   0.142766   0.148790   0.155069  0.161613     50.90    55.28
Nextel International       65332AAA7  03/12/98  04/15/08     54.915     VARIES              0.331197   0.331191   0.333005   0.331180  0.332993    121.36   121.21
                           65332AAB5  03/12/98  04/15/08     54.915     VARIES              0.331197   0.331191   0.333005   0.331180  0.332993    121.36   121.21
                           65332AAC3  03/12/98  04/15/08     54.915     VARIES              0.331197   0.331191   0.333005   0.331180  0.332993    121.36   121.21
Nextlink Communications    65333HAQ6  11/17/99  12/01/09     55.257     VARIES              0.294490   0.312343   0.333098   0.331277  0.333097    112.25   121.25
Nexstar Finance, Inc.      65334YAA3  03/16/01  04/01/08     96.012     12.000     11.83    0.013912   0.014808   0.015761   0.016776  0.017856      5.34     6.05
                           65334YAB1  03/16/01  04/01/08     96.012     12.000     11.83    0.013912   0.014808   0.015761   0.016776  0.017856      5.34     6.05
Nexstar Finance
  Holdings, Inc.           65335BAD6  03/27/03  04/01/13     57.442     VARIES              0.192059   0.202982   0.214526   0.226727  0.239622     73.13    81.68
                           65335BAE4  03/27/03  04/01/13     57.442     VARIES              0.192059   0.202982   0.214526   0.226727  0.239622     73.13    81.68
                           65335BAF1  03/27/03  04/01/13     57.442     VARIES              0.192059   0.202982   0.214526   0.226727  0.239622     73.13    81.68
NiSource, Inc.             65473P600  11/02/00  11/01/04     79.231      0.000    160.41    0.154870   0.159446                                     47.28
NorAm Energy Corporation   655419AC3  06/17/96  03/15/12     80.000      6.000     65.18    0.031989   0.033316   0.034698   0.036138  0.037637     12.04    13.06



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Northwest Airlines, Inc.   667280AD3  11/04/03  11/15/23    100.000      7.625              0.211806   0.211806   0.211806   0.211806  0.211806     76.25    76.25
                           667280AE1  11/04/03  11/15/23    100.000      7.625              0.211806   0.211806   0.211806   0.211806  0.211806     76.25    76.25
                           667280AF8  01/29/04  02/01/09     96.227     10.000              0.016250   0.016266   0.017161   0.018104  0.019100      5.53     6.64
Northwest Airlines, Inc.   667281AQ2  12/12/03  04/01/09     85.817     10.500       .99    0.051951   0.054219   0.058126   0.062316  0.066807     19.67    22.46
NOVA Gas Transmission      66978QAD3  10/17/95  10/17/25    100.000     VARIES              0.024948   0.024867   0.024919   0.024695  0.024740      9.11     9.04
Novi, Michigan             670012ZJ5  10/11/95  10/01/07     95.988      6.500     23.87    0.010556   0.010926   0.011308   0.011704  0.012113      3.93     4.21
                           670012ZK2  10/11/95  10/01/08     93.268      6.250     35.49    0.015724   0.016278   0.016852   0.017446  0.018061      5.86     6.28
                           670012ZL0  10/11/95  10/01/09     90.349      6.000     45.31    0.020110   0.020824   0.021563   0.022329  0.023121      7.50     8.04
O'Sullivan Industries      67104RAA2  11/30/99  10/15/09     94.546     13.375     14.17    0.012677   0.013592   0.014572   0.015623  0.016750      4.87     5.60
                           67104RAB0  11/30/99  10/15/09     94.546     13.375     14.17    0.012677   0.013592   0.014572   0.015623  0.016750      4.87     5.60
                           67104RAC8  11/30/99  10/15/09     94.546     13.375     14.17    0.012677   0.013592   0.014572   0.015623  0.016750      4.87     5.60
                           67104RAD6  11/30/99  10/15/09     94.546     13.375     14.17    0.012677   0.013592   0.014572   0.015623  0.016750      4.87     5.60
Lee and DeKalb Counties    676865AA6  06/05/03  12/01/04    101.858      0.000              0.064669   0.065400                                     21.47
                           676865AB4  06/05/03  12/01/05    102.155     VARIES              0.073940   0.074891   0.072130   0.071807               26.74    23.74
                           676865AC2  06/05/03  12/01/06    101.805     VARIES              0.088300   0.089658   0.086393   0.086163  0.085929     31.98    31.05
Omnicom Group, Inc.        681919AH9  02/07/01  02/07/31    100.000     VARIES              0.219869   0.227247   0.234873   0.242754  0.250900     82.64    88.28
                           681919AJ5  02/07/01  02/07/31    100.000     VARIES              0.219869   0.227247   0.234873   0.242754  0.250900     82.64    88.28
                           681919AK2  02/07/01  02/07/31    100.000     VARIES              0.219869   0.227247   0.234873   0.242754  0.250900     82.64    88.28
                           681919AL0  03/06/02  07/31/32    102.250     VARIES              0.204039   0.213185   0.217925   0.228951  0.232756     78.48    83.82
                           681919AM8  03/06/02  07/31/32    102.250     VARIES              0.204039   0.213185   0.217925   0.228951  0.232756     78.48    83.82
                           681919AN6  06/10/03  06/15/33    100.000     VARIES              0.130804   0.133813   0.136890   0.140039  0.143260     47.73    49.95
                           681919AP1  06/10/03  06/15/33    100.000     VARIES              0.130804   0.133813   0.136890   0.140039  0.143260     47.73    49.95
Oneok, Inc.                682680202  01/28/03  02/16/08    100.000     VARIES              0.136915   0.137547   0.138196   0.138860  0.139540     49.58    50.05
                           682680400  01/28/03  02/16/08    100.000     VARIES              0.136915   0.137547   0.138196   0.138860  0.139540     49.58    50.05
Onyx Acceptance Corp.      682914AA4  04/17/00  06/15/06     96.000     12.500     20.17    0.019563   0.020881   0.022288   0.023790  0.025392      7.32     8.34
Orange County, CA          68428LAV6  06/12/96  09/01/11     29.734      0.000    245.63    0.119369   0.124220   0.129269   0.134523  0.139991     45.03    48.77
                           68428LAW4  06/12/96  09/01/12     27.201      0.000    226.88    0.110465   0.114988   0.119696   0.124597  0.129699     41.69    45.17
                           68428LAX2  06/12/96  09/01/13     25.020      0.000    209.35    0.101999   0.106186   0.110544   0.115081  0.119805     38.50    41.72
                           68428LAY0  06/12/96  09/01/10     32.377      0.000    265.74    0.128979   0.134195   0.139623   0.145270  0.151145     48.65    52.66
                           68428LAZ7  06/12/96  09/01/14     23.005      0.000    193.11    0.094145   0.098019   0.102052   0.106251  0.110622     35.54    38.52
                           68428LBA1  06/12/96  09/01/15     21.183      0.000    178.10    0.086857   0.090435   0.094160   0.098039  0.102078     32.79    35.55
                           68428LBB9  06/12/96  09/01/16     19.464      0.000    164.17    0.080114   0.083422   0.086867   0.090454  0.094190     30.25    32.80
                           68428LBT0  03/03/97  09/01/11     34.929      0.000    224.08    0.114874   0.119118   0.123520   0.128084  0.132817     43.16    46.40
                           68428LBU7  04/01/97  09/01/12     30.602      0.000    208.03    0.108953   0.113218   0.117650   0.122256  0.127042     41.03    44.31
                           68428LBV5  04/01/97  09/01/13     28.339      0.000    192.65    0.100899   0.104849   0.108954   0.113219  0.117651     38.00    41.03
                           68428LBW3  01/17/97  09/01/14     26.499      0.000    182.71    0.093117   0.096692   0.100405   0.104260  0.108263     35.04    37.78
                           68428LBX1  04/01/97  09/01/15     24.175      0.000    165.14    0.086564   0.089965   0.093501   0.097175  0.100994     32.61    35.22
                           68428LBY9  01/17/97  09/01/16     22.492      0.000    156.87    0.080115   0.083219   0.086443   0.089793  0.093272     30.16    32.54
                           68428LBZ6  01/17/97  09/01/17     20.762      0.000    145.28    0.074240   0.077124   0.080121   0.083233  0.086466     27.95    30.17
                           68428LCA0  01/17/97  09/01/18     19.198      0.000    134.56    0.068781   0.071456   0.074236   0.077123  0.080123     25.90    27.95
                           68428LCB8  01/17/97  09/01/19     17.826      0.000    124.74    0.063743   0.066219   0.068792   0.071464  0.074240     24.00    25.90
                           68428LCC6  01/17/97  09/01/20     16.480      0.000    115.51    0.059044   0.061341   0.063727   0.066205  0.068781     22.23    23.99
                           68428LCD4  01/17/97  09/01/21     15.306      0.000    107.10    0.054730   0.056856   0.059065   0.061360  0.063743     20.61    22.24



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Orange County, CA          68428LCE2  03/31/97  09/01/05     54.381      0.000    342.74    0.177061   0.183583   0.190345   0.197355               66.51    46.94
                           68428LCF9  01/17/97  09/01/06     50.677      0.000    321.68    0.161561   0.167368   0.173384   0.179616  0.186072     60.63    65.06
                           68428LCG7  01/17/97  09/01/07     46.931      0.000    301.01    0.151452   0.156941   0.162629   0.168524  0.174632     56.85    61.05
                           68428LCH5  01/17/97  09/01/08     43.315      0.000    281.65    0.142049   0.147255   0.152651   0.158245  0.164044     53.35    57.33
                           68428LCJ1  01/17/97  09/01/09     39.915      0.000    263.10    0.133012   0.137940   0.143050   0.148349  0.153845     49.98    53.75
                           68428LCK8  01/17/97  09/01/10     36.871      0.000    245.09    0.124094   0.128723   0.133523   0.138503  0.143669     46.64    50.18
Oregon Community College   68583RAA0  04/23/03  06/30/04     98.234      0.000     10.22    0.041556                                                 7.44
                           68583RAB8  04/23/03  06/30/05     95.669      0.000     13.45    0.054838   0.055396   0.055960                          19.84    10.02
                           68583RAC6  04/23/03  06/30/06     91.623      0.000     17.51    0.071689   0.072680   0.073684   0.074703  0.075735     25.99    26.71
                           68583RAD4  04/23/03  06/30/07     87.036      0.000     20.14    0.082704   0.084087   0.085493   0.086922  0.088375     30.03    31.04
                           68583RAE2  04/23/03  06/30/08     82.583      0.000     21.29    0.087608   0.089239   0.090900   0.092593  0.094316     31.84    33.03
                           68583RAF9  04/23/03  06/30/09     77.449      0.000     22.39    0.092365   0.094292   0.096260   0.098268  0.100319     33.60    35.02
                           68583RAG7  04/23/03  06/30/10     72.765      0.000     22.56    0.093197   0.095282   0.097413   0.099591  0.101818     33.93    35.47
                           68583RAH5  04/23/03  06/30/11     68.075      0.000     22.43    0.092818   0.095024   0.097282   0.099593  0.101960     33.82    35.44
                           68583RAJ1  04/23/03  06/30/12     63.740      0.000     21.94    0.090874   0.093128   0.095439   0.097807  0.100234     33.12    34.79
                           68583RAK8  04/23/03  06/30/13     59.557      0.000     21.29    0.088270   0.090544   0.092876   0.095269  0.097723     32.19    33.87
                           68583RAL6  04/23/03  06/30/14     55.504      0.000     20.54    0.085237   0.087510   0.089843   0.092238  0.094697     31.10    32.78
                           68583RAM4  04/23/03  06/30/15     51.363      0.000     19.76    0.082099   0.084374   0.086712   0.089115  0.091585     29.97    31.65
                           68583RAN2  04/23/03  06/30/16     47.583      0.000     18.87    0.078476   0.080718   0.083023   0.085394  0.087832     28.66    30.32
                           68583RAP7  04/23/03  06/30/17     44.239      0.000     17.92    0.074554   0.076728   0.078965   0.081268  0.083638     27.24    28.85
                           68583RAQ5  04/23/03  06/30/18     40.975      0.000     16.97    0.070653   0.072759   0.074928   0.077161  0.079461     25.82    27.38
                           68583RAR3  04/23/03  06/30/19     37.976      0.000     16.02    0.066737   0.068763   0.070850   0.073001  0.075217     24.39    25.90
                           68583RAS1  04/23/03  06/30/20     35.297      0.000     15.08    0.062880   0.064814   0.066808   0.068863  0.070981     22.99    24.42
                           68583RAT9  04/23/03  06/30/21     32.815      0.000     14.18    0.059150   0.060990   0.062887   0.064843  0.066860     21.63    23.00
                           68583RAU6  04/23/03  06/30/22     30.636      0.000     13.33    0.055592   0.057333   0.059128   0.060979  0.062888     20.33    21.62
                           68583RAV4  04/23/03  06/30/23     28.748      0.000     12.53    0.052253   0.053892   0.055581   0.057324  0.059122     19.11    20.33
Oregon School Boards
  Association              686053AB5  10/31/02  06/30/04     96.641      0.000     23.45    0.056635                                                10.14
                           686053AC3  10/31/02  06/30/05     93.073      0.000     29.78    0.072284   0.073263   0.074255                          26.20    13.29
                           686053AD1  10/31/02  06/30/06     89.333      0.000     32.74    0.079723   0.080958   0.082213   0.083487  0.084780     28.92    29.83
                           686053AE9  10/31/02  06/30/07     85.050      0.000     35.24    0.086093   0.087600   0.089132   0.090692  0.092279     31.27    32.37
                           686053AF6  10/31/02  06/30/08     80.119      0.000     37.53    0.092001   0.093817   0.095670   0.097559  0.099485     33.45    34.78
                           686053AG4  10/31/02  06/30/09     75.501      0.000     38.18    0.093836   0.095834   0.097875   0.099960  0.102088     34.14    35.61
                           686053AH2  10/31/02  06/30/10     70.827      0.000     38.30    0.094332   0.096478   0.098672   0.100917  0.103212     34.35    35.93
                           686053AJ8  10/31/02  06/30/11     66.180      0.000     37.95    0.093664   0.095921   0.098233   0.100600  0.103024     34.13    35.79
                           686053AK5  10/31/02  06/30/12     62.040      0.000     36.93    0.091269   0.093551   0.095889   0.098286  0.100743     33.27    34.96
                           686053AL3  10/31/02  06/30/13     57.955      0.000     35.76    0.088512   0.090804   0.093156   0.095568  0.098043     32.28    33.98
                           686053AM1  10/31/02  06/30/14     53.950      0.000     34.47    0.085435   0.087725   0.090076   0.092489  0.094968     31.17    32.87
                           686053AN9  10/31/02  06/30/15     50.233      0.000     33.01    0.081915   0.084171   0.086490   0.088872  0.091321     29.90    31.57
                           686053AP4  10/31/02  06/30/16     46.574      0.000     31.51    0.078297   0.080516   0.082798   0.085146  0.087559     28.59    30.23
                           686053AQ2  10/31/02  06/30/17     43.110      0.000     29.95    0.074517   0.076685   0.078916   0.081212  0.083576     27.22    28.83
                           686053AR0  10/31/02  06/30/18     40.030      0.000     28.35    0.070591   0.072683   0.074838   0.077057  0.079342     25.79    27.35
                           686053AS8  10/31/02  06/30/19     37.212      0.000     26.76    0.066685   0.068692   0.070760   0.072889  0.075083     24.37    25.86



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Oregon School Boards
  Association              686053AT6  10/31/02  06/30/20     34.591      0.000     25.22    0.062870   0.064787   0.066763   0.068799  0.070897     22.98    24.41
                           686053BT5  04/21/03  06/30/04     98.234      0.000     10.26    0.041363                                                 7.40
                           686053BU2  04/21/03  06/30/05     95.669      0.000     13.52    0.054703   0.055258   0.055819                          19.79     9.99
                           686053BV0  04/21/03  06/30/06     91.623      0.000     17.62    0.071572   0.072559   0.073560   0.074575  0.075604     25.95    26.67
                           686053BW8  04/21/03  06/30/07     87.036      0.000     20.28    0.082606   0.083985   0.085387   0.086813  0.088263     29.99    31.00
                           686053BX6  04/21/03  06/30/08     82.583      0.000     21.44    0.087529   0.089156   0.090814   0.092503  0.094224     31.81    33.00
                           686053BY4  04/21/03  06/30/09     77.449      0.000     22.56    0.092300   0.094224   0.096189   0.098194  0.100241     33.58    34.99
                           686053BZ1  04/21/03  06/30/10     72.765      0.000     22.73    0.093145   0.095227   0.097355   0.099530  0.101754     33.91    35.44
                           686053CA5  04/21/03  06/30/11     68.075      0.000     22.60    0.092776   0.094979   0.097235   0.099544  0.101908     33.80    35.42
                           686053CB3  04/21/03  06/30/12     63.740      0.000     22.11    0.090841   0.093093   0.095402   0.097767  0.100192     33.11    34.78
                           686053CC1  04/21/03  06/30/13     59.557      0.000     21.45    0.088244   0.090516   0.092847   0.095237  0.097689     32.18    33.86
                           686053CD9  04/21/03  06/30/14     55.504      0.000     20.70    0.085218   0.087488   0.089820   0.092213  0.094670     31.09    32.77
                           686053CE7  04/21/03  06/30/15     51.363      0.000     19.91    0.082085   0.084359   0.086695   0.089096  0.091564     29.96    31.65
                           686053CF4  04/21/03  06/30/16     47.583      0.000     19.02    0.078466   0.080706   0.083010   0.085379  0.087817     28.66    30.31
                           686053CG2  04/21/03  06/30/17     44.239      0.000     18.06    0.074547   0.076720   0.078956   0.081258  0.083626     27.23    28.84
                           686053CH0  04/21/03  06/30/18     40.975      0.000     17.10    0.070649   0.072754   0.074921   0.077154  0.079453     25.82    27.38
                           686053CJ6  04/21/03  06/30/19     37.976      0.000     16.14    0.066735   0.068760   0.070847   0.072997  0.075212     24.39    25.90
                           686053CK3  04/21/03  06/30/20     35.297      0.000     15.20    0.062880   0.064813   0.066806   0.068860  0.070977     22.99    24.42
                           686053CL1  04/21/03  06/30/21     32.815      0.000     14.30    0.059151   0.060990   0.062887   0.064843  0.066859     21.63    23.00
                           686053CM9  04/21/03  06/30/22     30.636      0.000     13.43    0.055594   0.057334   0.059129   0.060979  0.062888     20.33    21.62
                           686053CN7  04/21/03  06/30/23     28.748      0.000     12.63    0.052256   0.053894   0.055583   0.057326  0.059123     19.11    20.33
Orion Network Sys, Inc.    68628KAD6  01/31/97  01/15/07     53.923     VARIES              0.350764   0.350989   0.351228   0.351482  0.351753    126.39   126.57
PF.NET Communications      69333SAA9  05/10/00  05/15/10     76.400     13.750     42.72    0.045560   0.049918   0.054692   0.059922  0.065653     17.61    21.13
                           69333SAB7  05/10/00  05/15/10     76.400     13.750     42.72    0.045560   0.049918   0.054692   0.059922  0.065653     17.61    21.13
                           69333SAC5  05/10/00  05/15/10     76.400     13.750     42.72    0.045560   0.049918   0.054692   0.059922  0.065653     17.61    21.13
PMA Capital Corporation    693419AA1  10/21/02  09/30/22    100.000     VARIES              0.212863   0.216516   0.221517   0.224240  0.229577     79.38    82.10
PPL Capital Funding        69352FAA3  05/09/01  05/18/06    100.543     VARIES              0.207065   0.205065   0.207955   0.204045  0.206879     75.46    75.14
Park n' View, Inc.         700592AB4  05/27/98  05/15/08     93.800     13.000     24.51    0.017701   0.018956   0.020300   0.021740  0.023281      6.72     7.70
Paterson, City of          7031302A1  04/11/03  04/01/15     51.501      0.000     21.10    0.082531   0.084850   0.087235   0.089686  0.092206     30.55    32.29
                           7031302B9  04/11/03  04/01/16     47.811      0.000     20.11    0.078717   0.080988   0.083325   0.085729  0.088202     29.16    30.87
                           7031302C7  04/11/03  04/01/17     44.317      0.000     19.10    0.074783   0.076993   0.079268   0.081610  0.084022     27.72    29.39
                           703130Y81  04/11/03  04/01/05     95.571      0.000     16.00    0.061994   0.062710   0.063434                          22.58     5.71
                           703130Y99  04/11/03  04/01/06     91.771      0.000     19.38    0.075201   0.076295   0.077405   0.078531  0.079674     27.47    28.27
                           703130Z23  04/11/03  04/01/07     87.261      0.000     21.93    0.085235   0.086709   0.088209   0.089735  0.091288     31.22    32.31
                           703130Z31  04/11/03  04/01/08     82.728      0.000     23.15    0.090077   0.091811   0.093578   0.095380  0.097216     33.05    34.34
                           703130Z49  04/11/03  04/01/09     77.835      0.000     24.00    0.093505   0.095487   0.097511   0.099578  0.101689     34.38    35.85
                           703130Z56  04/11/03  04/01/10     72.826      0.000     24.38    0.095075   0.097262   0.099499   0.101787  0.104128     35.02    36.65
                           703130Z64  04/11/03  04/01/11     68.193      0.000     24.13    0.094172   0.096461   0.098805   0.101205  0.103665     34.73    36.44
                           703130Z72  04/11/03  04/01/12     63.812      0.000     23.56    0.092018   0.094351   0.096743   0.099195  0.101710     33.97    35.72
                           703130Z80  04/11/03  04/01/13     59.701      0.000     22.79    0.089046   0.091379   0.093773   0.096230  0.098751     32.90    34.65
                           703130Z98  04/11/03  04/01/14     55.492      0.000     22.00    0.086008   0.088348   0.090751   0.093219  0.095755     31.81    33.56
Penton Media, Inc.         709668AA5  06/28/01  06/15/11     97.749     10.375      3.68    0.004732   0.004986   0.005254   0.005536  0.005834      1.76     1.95



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Penton Media, Inc.         709668AB3  06/28/01  06/15/11     97.749     10.375      3.68    0.004732   0.004986   0.005254   0.005536  0.005834      1.76     1.95
Peoria County, IL          713165ED6  06/30/04  12/01/05    104.992      0.000                         0.091743   0.092954   0.094416               16.64    30.94
                           713165EE4  06/01/04  12/01/06    106.585     VARIES                         0.108022   0.109993   0.112000  0.104161     22.74    39.78
                           713165EG9  06/01/04  12/01/08    107.011     VARIES                         0.139698   0.142981   0.146340  0.137051     29.44    51.90
                           713165EH7  06/01/04  12/01/09    108.053     VARIES                         0.143240   0.146658   0.150158  0.140816     30.18    53.25
Petro Stopping Centers
  Holdings, LP             71646DAE2  07/23/99  08/01/08     36.636     VARIES              0.390470   0.426968   0.466878   0.471571  0.476704    158.60   170.39
                           71646DAJ1  02/09/04  04/30/14     93.312      5.000              0.139172   0.141253   0.145961   0.150861  0.155961     45.60    54.04
                           71646DAK8  02/09/04  04/30/14     93.312      5.000              0.139172   0.141253   0.145961   0.150861  0.155961     45.60    54.04
Philadelphia Authority     71781LAP4  02/03/99  04/15/24     19.046      0.000     72.73    0.048224   0.049837   0.051504   0.053227  0.055007     17.90    19.12
                           71781LAQ2  02/03/99  04/15/12     43.760      0.000    157.65    0.103753   0.107052   0.110456   0.113968  0.117591     38.45    40.94
                           71781LAR0  02/03/99  04/15/13     40.766      0.000    148.45    0.097835   0.100976   0.104216   0.107561  0.111014     36.27    38.64
                           71781LAS8  02/03/99  04/15/14     37.933      0.000    139.62    0.092140   0.095125   0.098206   0.101388  0.104672     34.17    36.42
                           71781LAT6  02/03/99  04/15/15     35.256      0.000    131.15    0.086667   0.089501   0.092427   0.095449  0.098570     32.15    34.28
                           71781LAU3  02/03/99  04/15/16     32.784      0.000    123.03    0.081394   0.084076   0.086846   0.089707  0.092662     30.20    32.22
                           71781LAV1  02/03/99  04/15/17     30.618      0.000    115.30    0.076316   0.078838   0.081444   0.084135  0.086915     28.32    30.22
                           71781LAW9  02/03/99  04/15/18     28.637      0.000    108.03    0.071519   0.073886   0.076332   0.078858  0.081468     26.54    28.32
                           71781LAX7  02/03/99  04/15/19     26.727      0.000    101.17    0.067011   0.069236   0.071534   0.073909  0.076363     24.87    26.55
                           71781LAY5  02/03/99  04/15/20     24.985      0.000     94.75    0.062769   0.064855   0.067012   0.069240  0.071542     23.29    24.87
                           71781LAZ2  02/03/99  04/15/21     23.403      0.000     88.75    0.058794   0.060749   0.062769   0.064855  0.067012     21.82    23.29
                           71781LBA6  02/03/99  04/15/22     21.872      0.000     83.08    0.055055   0.056889   0.058783   0.060740  0.062763     20.43    21.82
                           71781LBB4  02/03/99  04/15/23     20.437      0.000     77.77    0.051544   0.053263   0.055039   0.056875  0.058772     19.13    20.43
                           71781LBC2  02/03/99  04/15/25     17.878      0.000     68.15    0.045179   0.046688   0.048248   0.049859  0.051524     16.77    17.91
                           71781LBD0  02/03/99  04/15/26     16.697      0.000     63.76    0.042277   0.043692   0.045153   0.046663  0.048224     15.69    16.76
The Phoenix
  Companies, Inc.          71902E406  12/20/02  02/16/08    100.000     VARIES              0.206948   0.207823   0.208731   0.209672  0.210647     74.90    75.57
                           71902E505  12/20/02  02/16/08    100.000     VARIES              0.206943   0.207817   0.208725   0.209665  0.210641     74.90    75.57
Pindo Deli Finance
  Mauritius Limited        722299AD6  10/01/97  10/01/27     92.750     10.875              0.006287   0.006660   0.007054   0.007472  0.007915      2.40     2.69
                           722299AH7  10/01/97  10/01/27     92.750     10.875              0.006287   0.006660   0.007054   0.007472  0.007915      2.40     2.69
Pittsburgh, PA             7252085T5  03/14/97  03/01/04     66.403      0.000              0.197300                                                11.84
                           7252085U2  03/14/97  09/01/04     64.188      0.000              0.190725   0.197304                                     46.96
                           7252085V0  03/14/97  03/01/05     61.808      0.000              0.185572   0.192020   0.198693                          69.54    11.92
                           7252085W8  03/14/97  09/01/05     59.733      0.000              0.179337   0.185569   0.192017   0.198689               67.20    47.29
                           7252085X6  03/14/97  03/01/06     57.478      0.000              0.174349   0.180451   0.186766   0.193303  0.200068     65.35    70.01
                           7252085Y4  03/14/97  09/01/06     55.533      0.000              0.168459   0.174355   0.180457   0.186773  0.193310     63.15    67.64
                           7252085Z1  03/14/97  03/01/07     53.656      0.000              0.162759   0.168456   0.174351   0.180453  0.186769     61.01    65.36
                           7252086B3  03/14/97  03/01/24     47.086     VARIES              0.154813   0.160541   0.166481   0.172640  0.179028     58.16    62.55
Pliant Corporation         729136AG6  02/17/04  06/15/09     73.627     VARIES              0.227391   0.235678   0.248779   0.262609  0.277208     73.23    92.50
                           729136AH4  02/17/04  06/15/09     73.627     VARIES              0.227391   0.235678   0.248779   0.262609  0.277208     73.23    92.50
                           729136AJ0  02/17/04  06/15/09     73.627     VARIES              0.227391   0.235678   0.248779   0.262609  0.277208     73.23    92.50
Pope & Talbot, Inc.        732827AC4  07/30/02  06/01/13     86.415      8.375     10.49    0.022359   0.023534   0.024770   0.026070  0.027440      8.33     9.23
                           732827AD2  07/30/02  06/01/13     86.415      8.375     10.49    0.022359   0.023534   0.024770   0.026070  0.027440      8.33     9.23



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Portland General
  Electric Company         736508854  10/10/95  12/31/35*   100.000      8.250              0.229167                                                41.02*
Presidio Independent
  School District          741020DW8  05/14/98  02/15/12     38.054      0.000    184.76    0.109305   0.113213   0.117259   0.121451  0.125792     41.13    44.13
                           741020DX6  05/14/98  02/15/13     35.472      0.000    172.23    0.101892   0.105534   0.109306   0.113214  0.117261     38.35    41.14
                           741020DY4  05/14/98  02/15/14     33.066      0.000    160.54    0.094980   0.098375   0.101892   0.105534  0.109306     35.74    38.34
                           741020DZ1  05/14/98  02/15/15     30.822      0.000    149.65    0.088538   0.091703   0.094981   0.098376  0.101893     33.32    35.74
                           741020EA5  05/14/98  02/15/16     28.486      0.000    139.47    0.082610   0.085583   0.088664   0.091855  0.095162     31.10    33.38
                           741020EB3  05/14/98  02/15/17     26.541      0.000    129.94    0.076969   0.079739   0.082610   0.085583  0.088664     28.97    31.10
                           741020EC1  05/14/98  02/15/18     24.728      0.000    121.07    0.071713   0.074294   0.076969   0.079739  0.082610     27.00    28.97
                           741020ED9  05/14/98  02/15/19     22.810      0.000    112.60    0.066779   0.069199   0.071707   0.074307  0.077000     25.15    27.00
                           741020EE7  05/14/98  02/15/20     21.242      0.000    104.86    0.062189   0.064443   0.066779   0.069199  0.071707     23.42    25.15
                           741020EF4  05/14/98  02/15/21     19.782      0.000     97.66    0.057914   0.060013   0.062189   0.064443  0.066779     21.81    23.42
                           741020EG2  05/14/98  02/15/22     18.422      0.000     90.94    0.053933   0.055888   0.057914   0.060013  0.062189     20.31    21.81
Pride International Inc.   74153QAC6  03/28/03  05/15/33    100.000     VARIES              0.236479   0.242511   0.248791   0.255330  0.262139     86.78    91.36
                           74153QAD4  03/28/03  05/15/33    100.000     VARIES              0.236479   0.242511   0.248791   0.255330  0.262139     86.78    91.36
Pride International Inc.   741932AB3  04/24/98  04/24/18     39.106      0.000    119.68    0.066799   0.068385   0.070009   0.071672  0.073374     24.55    25.73
                           741932AE7  01/16/01  01/16/21     60.841      0.000     46.41    0.044959   0.045521   0.046090   0.046666  0.047249     16.47    16.89
Proassurance Corporation   74267CAA4  07/07/03  06/30/23     97.250     VARIES              0.241786   0.247625   0.253719   0.260080  0.266719     88.11    92.50
Providian Financial
  Corporation              74406AAB8  02/15/01  02/15/21     45.289      0.000     54.69    0.055559   0.056670   0.057803   0.058959  0.060138     20.51    21.33
                           74406AAC6  05/27/03  05/15/08    100.000      4.000              0.315476   0.326714   0.338570   0.351078  0.364274    116.66   125.32
                           74406AAD4  03/19/04  03/15/16    100.000     VARIES                         0.263884   0.272592   0.281911  0.291673     75.34   101.83
Providian Corporation      74406QAM9  05/08/95  06/02/25     62.648      5.000     35.44    0.016155   0.016836   0.017547   0.018287  0.019059      5.98     6.49
Prudential Financial       744320201  12/18/01  11/15/06*   100.000     VARIES              0.173051   0.173792                                     38.83*
                           744320AA0  12/18/01  11/15/06    100.000     VARIES              0.173051   0.173792   0.173772   0.172968  0.172139     62.47    62.34
QBE Funding Trust II       747271AA2  09/10/02  04/15/22     55.100      0.000     22.39    0.048496   0.049239   0.049994   0.050760  0.051538     17.71    18.25
QBE Funding Trust          74729CAA6  04/15/02  04/15/22     59.358      0.000     27.10    0.045008   0.045599   0.046198   0.046804  0.047418     16.40    16.83
QBE Funding Trust III      74729LAA6  09/24/04  09/24/24     67.165      0.000                                    0.037314   0.037688  0.038064      3.62    13.57
Quest Diagnostics, Inc.    74834LAF7  11/26/01  11/30/21     99.000     VARIES              0.210287   0.215972   0.223075   0.227946  0.235536     78.41    82.71
RCN Corporation            749361AD3  10/17/97  10/15/07     58.232     VARIES              0.303958   0.303958   0.305628   0.303958  0.305628    111.38   111.25
                           749361AG6  02/06/98  02/15/08     61.832     VARIES              0.266301   0.269227   0.266300   0.270714  0.266300     98.00    98.00
                           749361AH4  06/24/98  07/01/08     58.421     VARIES              0.302190   0.298905   0.303859   0.298904              110.00   110.00
RC Trust I                 749387403  05/09/01  05/15/06    100.000     VARIES              0.209713   0.210283   0.209596   0.208885  0.208146     75.59    75.26
R.J.Tower Corporation      74962JAD1  06/13/03  06/01/13     97.205     12.000       .83    0.004374   0.004647   0.004937   0.005246  0.005574      1.64     1.85
RSL Communications, PLC    74972EAH1  11/09/98  11/01/08     94.489     12.000     20.00    0.014818   0.015782   0.016808   0.017900  0.019064      5.63     6.38
Radio Unica Corporation    750408AC0  07/27/98  08/01/06     63.256     VARIES              0.326379   0.326378   0.326377   0.326377  0.326376    117.50   117.50
Raytheon Company           755111606  05/09/01  05/15/06*   100.000     VARIES              0.209713                                                 9.23*
Reeves, Inc.               758603AA2  01/15/98  11/15/04    100.000     VARIES              0.361112   0.361112                                    110.44
Reliant Energy, Inc.       75952J207  09/21/99  09/15/29    100.000      2.000              0.373714   0.389333   0.405718   0.422909  0.440943    140.74   152.89
Restaurant Company         761253AB9  05/18/98  05/15/08     57.907      6.500              0.180556   0.180556   0.180556   0.180556  0.180556     65.00    65.00
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Rhodia, SA                 762397AK3  05/17/04  06/01/10     96.743     10.250              0.010941   0.010990   0.011595   0.012233  0.012906      2.48     4.33
                           762397AL1  05/17/04  06/01/10     96.743     10.250              0.010941   0.010990   0.011595   0.012233  0.012906      2.48     4.33
                           762397AM9  05/17/04  06/01/10     96.743     10.250              0.010941   0.010990   0.011595   0.012233  0.012906      2.48     4.33
Richardson Electronics     763165AC1  02/14/97  06/15/06     95.000      8.250     32.64    0.017913   0.018724   0.019571   0.020457  0.021384      6.62     7.23
Roche Holdings, Inc.       771196AE2  05/06/97  05/06/12*    39.011      0.000    202.20    0.103877                                                12.98*
                           771196AG7  01/19/00  01/19/15     66.386      0.000     75.63    0.055798   0.056565   0.057343   0.058131  0.058930     20.48    21.04
                           771196AH5  01/19/00  01/19/15     66.386      0.000     75.63    0.055798   0.056565   0.057343   0.058131  0.058930     20.48    21.04
                           771196AJ1  01/19/00  01/19/15     66.386      0.000     75.63    0.055798   0.056565   0.057343   0.058131  0.058930     20.48    21.04
Rockwell ISD, TX           774285UV0  07/02/98  08/15/08     52.654      0.000    219.59    0.130288   0.134483   0.138813   0.143282  0.147895     48.82    52.01
Rogers Communications,
  Inc.                     775109AE1  11/26/93  11/26/05     67.814      2.000    255.21    0.093001   0.095675   0.098426   0.101256               34.15    32.50
Roper Industries, Inc.     776696AA4  12/29/03  01/15/34     39.502      1.482              0.076814   0.076925   0.078176   0.079472  0.080813     27.90    28.81
SF Holdings Group, Inc.    784141AA1  03/12/98  03/15/08*    52.163     VARIES              0.360149   0.360542                                     31.70*
                           784141AB9  03/12/98  03/15/08*    52.163     VARIES              0.360149   0.360542                                     31.70*
                           784141AC7  03/12/98  03/15/08*    52.163     VARIES              0.360149   0.360542                                     31.70*
                           784141AD5  03/12/98  03/15/08*    52.163     VARIES              0.360149   0.360542                                     31.70*
                           784141AE3  03/12/98  03/15/08*    52.163     VARIES              0.360149   0.360542                                     31.70*
                           784141AF0  03/12/98  03/15/08*    52.163     VARIES              0.360149   0.360542                                     31.70*
SG Holdings, Inc.          784186AA6  10/15/99  03/30/05    100.000      0.000              0.236835   0.242053   0.254250                          89.26    22.37
                           784186AB4  12/20/99  06/20/05    100.000      0.000              0.236236   0.244096   0.253603                          88.11    43.11
                           784186AP3  01/31/01  01/31/06    100.000      0.000              0.184088   0.191567   0.195039   0.204084  0.206642     70.42    74.61
                           784186AQ1  02/28/01  02/28/06    100.000      0.000              0.175733   0.178668   0.186693   0.188768  0.197246     66.21    69.82
                           784186AR9  02/28/01  02/28/06    100.000      0.000              0.175733   0.178668   0.186693   0.188768  0.197246     66.21    69.82
                           784186AS7  03/30/01  03/31/06    100.000      0.000              0.171447   0.176145   0.181967   0.185932  0.192076     64.59    68.08
                           784186AT5  03/30/01  03/31/06    100.000      0.000              0.171447   0.176145   0.181967   0.185932  0.192076     64.59    68.08
                           784186AU2  04/30/01  04/28/06    100.000      0.000              0.165931   0.170351   0.175849   0.179545  0.185340     62.18    65.48
                           784186AV0  04/30/01  04/28/06    100.000      0.000              0.165931   0.170351   0.175849   0.179545  0.185340     62.18    65.48
                           784186AW8  05/31/01  05/31/06    100.000      0.000              0.172604   0.177363   0.183254   0.187278  0.193498     64.38    67.95
                           784186AX6  05/31/01  05/31/06    100.000      0.000              0.172604   0.177363   0.183254   0.187278  0.193498     64.38    67.95
                           784186AY4  06/29/01  06/30/06    100.000      0.000              0.173951   0.176813   0.184708   0.186715  0.195053     64.20    67.80
                           784186AZ1  06/29/01  06/30/06    100.000      0.000              0.173951   0.176813   0.184708   0.186715  0.195053     64.20    67.80
                           784186BA5  07/31/01  07/31/06    100.000      0.000              0.173442   0.180348   0.183475   0.191835  0.194089     66.28    70.12
                           784186BB3  08/31/01  08/31/06    100.000      0.000              0.163922   0.166491   0.173792   0.175546  0.183245     61.68    64.92
                           784186BC1  08/31/01  08/31/07    100.000      0.000              0.163983   0.166555   0.173860   0.175617  0.183320     61.71    64.95
                           784186BD9  11/02/01  11/02/06    100.000      0.000              0.133293   0.134774   0.140052   0.140829  0.146344     49.46    51.64
                           784186BE7  11/02/01  11/02/06    100.000      0.000              0.133293   0.134774   0.140052   0.140829  0.146344     49.46    51.64
                           784186BF4  01/31/02  01/31/07    100.000      0.000              0.145966   0.151251   0.153339   0.159769  0.161084     55.52    58.33
                           784186BG2  03/15/02  03/15/07    100.000      0.000              0.140272   0.142048   0.147838   0.148887  0.154956     52.48    54.92
SG Structured Products     78422XBL6  10/31/02  10/31/08    100.000      0.000              0.102715   0.104548   0.106414   0.108313  0.110246     37.53    38.88
                           78422XBU6  02/28/03  02/29/08    100.000      1.250              0.129630   0.131059   0.134756   0.135508  0.139356     47.54    49.20
SLM Corporation            78442FCY2  10/01/04  10/01/14    100.000     VARIES                                    0.138915   0.138222  0.137510     12.50    49.76
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

St. Mary Land &
  Exploration Company      792228AA6  03/12/02  03/15/22    100.000     VARIES              0.296438   0.303273   0.310449   0.317984  0.325896    109.43   114.76
                           792228AB4  03/12/02  03/15/22    100.000     VARIES              0.296438   0.303273   0.310449   0.317984  0.325896    109.43   114.76
                           792228AC2  03/12/02  03/15/22    100.000     VARIES              0.296438   0.303273   0.310449   0.317984  0.325896    109.43   114.76
Salomon Smith Barney
  Holdings, Inc.           79548GBA4  02/28/03  02/28/18     41.198      0.000     21.10    0.071115   0.072841   0.075869   0.077276  0.080487     26.49    28.12
Salomon Smith Barney
  Holdings, Inc.           79549B818  07/31/98  08/01/05    100.000      0.000              0.225684   0.235166   0.239748   0.251201               86.48    52.90
                           79549B826  03/04/98  09/06/05    100.000      0.000              0.240862   0.248325   0.256019   0.263951               89.80    64.15
Salomon, Inc.              79549GZN9  03/01/96  03/01/16     47.900     VARIES              0.173264   0.179759   0.186498   0.193489  0.200743     65.13    70.11
                           79549GZS8  04/04/96  04/04/16     44.500     VARIES              0.187466   0.195211   0.203276   0.211674  0.220420     70.26    76.18
Salt Holdings Corp.        795559AA1  12/20/02  12/15/12     53.995     VARIES              0.216017   0.229788   0.244436   0.260018  0.276593     80.70    91.32
                           795559AB9  12/20/02  12/15/12     53.995     VARIES              0.216017   0.229788   0.244436   0.260018  0.276593     80.70    91.32
                           795559AC7  12/20/02  12/15/12     53.995     VARIES              0.216017   0.229788   0.244436   0.260018  0.276593     80.70    91.32
                           795559AD5  05/22/03  06/01/13     55.677     VARIES              0.197298   0.209135   0.221682   0.234982  0.249080     73.89    83.02
                           795559AE3  05/22/03  06/01/13     55.677     VARIES              0.197298   0.209135   0.221682   0.234982  0.249080     73.89    83.02
San Luis Obispo County     798703AQ7  07/02/03  09/01/18     45.439      0.000     11.97    0.067087   0.068854   0.070668   0.072530  0.074441     24.90    26.23
                           798703AR5  07/02/03  09/01/19     42.462      0.000     11.40    0.063891   0.065607   0.067368   0.069177  0.071034     23.73    25.02
                           798703AS3  07/02/03  09/01/20     39.603      0.000     10.84    0.060709   0.062370   0.064075   0.065828  0.067628     22.56    23.81
                           798703AT1  07/02/03  09/01/21     37.061      0.000     10.27    0.057546   0.059140   0.060778   0.062462  0.064192     21.39    22.59
                           798703AU8  07/02/03  09/01/22     34.700      0.000      9.72    0.054469   0.055994   0.057562   0.059173  0.060830     20.25    21.40
                           798703AV6  07/02/03  09/01/23     32.578      0.000      9.19    0.051508   0.052960   0.054454   0.055989  0.057568     19.16    20.25
                           798703AW4  07/02/03  09/01/24     30.563      0.000      8.68    0.048668   0.050050   0.051471   0.052933  0.054436     18.11    19.15
                           798703AX2  07/02/03  09/01/25     28.774      0.000      8.21    0.045982   0.047292   0.048640   0.050026  0.051452     17.11    18.10
                           798703AY0  07/02/03  09/01/26     27.018      0.000      7.75    0.043406   0.044649   0.045928   0.047244  0.048598     16.15    17.09
                           798703AZ7  07/02/03  09/01/27     25.534      0.000      7.32    0.041022   0.042197   0.043406   0.044649  0.045928     15.27    16.15
                           798703BA1  07/02/03  09/01/28     24.132      0.000      6.92    0.038769   0.039879   0.041022   0.042197  0.043406     14.43    15.27
                           798703BB9  07/02/03  09/01/29     22.806      0.000      6.54    0.036639   0.037689   0.038768   0.039879  0.041022     13.63    14.43
                           798703BC7  07/02/03  09/01/30     21.553      0.000      6.18    0.034626   0.035618   0.036639   0.037688  0.038768     12.89    13.63
Schaumburg Park Dist, IL   806356LU3  05/25/04  12/01/05    100.363      0.000              0.077115   0.077151   0.078218   0.079300               16.70    26.01
Seagram Company Ltd.       811850205  06/21/99  06/21/04    100.000     VARIES              0.217930                                                37.05
Selective Insurance
  Group, Inc.              816300AA5  09/24/02  09/24/32     38.012      1.615              0.071372   0.072247   0.073151   0.074085  0.075049     26.02    26.69
                           816300AB3  09/24/02  09/24/32     38.012      1.615              0.071372   0.072247   0.073151   0.074085  0.075049     26.02    26.69
Shelby,Christian & Macon
  Counties, IL             821510AH7  04/01/03  12/01/04    102.505      0.000              0.069468   0.070302                                     23.07
                           821510AJ3  04/01/03  12/01/05    103.693     VARIES              0.079549   0.080628   0.076447   0.075902               28.74    25.13
                           821510AK0  04/01/03  12/01/06    103.939     VARIES              0.093335   0.094812   0.089937   0.089448  0.088952     33.76    32.26
                           821510AL8  04/01/03  12/01/07    104.240     VARIES              0.108726   0.110719   0.104773   0.104301  0.103819     39.38    37.60
                           821510AM6  04/01/03  12/01/08    104.513     VARIES              0.118213   0.120558   0.113951   0.113511  0.113063     42.85    40.92
                           821510AN4  04/01/03  12/01/09    104.283     VARIES              0.130167   0.133009   0.125503   0.125120  0.124728     47.23    45.09
Shoney's, Inc.             825039AC4  04/11/89  04/11/04     28.689      0.000    690.61    0.222774                                                22.50
Silicon Graphics, Inc.     827056AB8  11/02/93  11/02/13     43.977      0.000    227.89    0.076446   0.078033   0.079652   0.081305  0.082992     28.00    29.17



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Sinclair Broadcast
  Group, Inc.              829226AS8  05/20/03  07/15/18    100.000     VARIES              0.258608   0.264304   0.270264   0.276499  0.283023     96.06   100.54
                           829226AU3  05/20/03  07/15/18    100.000     VARIES              0.258608   0.264304   0.270264   0.276499  0.283023     96.06   100.54
Solectron Corporation      834182AK3  05/08/00  05/08/20     57.912      0.000     60.67    0.048675   0.049345   0.050023   0.050711  0.051408     17.71    18.21
Southern California
  Edison Company           842400764  05/25/95  06/30/44*   100.000      8.375              0.232639                                                 5.82*
Sovereign Bancorp, Inc.    846048205  02/26/04  03/01/34    100.000     VARIES              0.206979   0.207068   0.210255   0.213561  0.216990     63.54    77.09
Sprint Capital Corp.       852060AK8  08/10/01  08/17/06    100.000     VARIES              0.179991   0.182530   0.180523   0.182886  0.179265     66.41    66.15
Steel Heddle Group, Inc.   858123AB8  05/26/98  06/01/09     51.337     VARIES              0.381937   0.381937   0.381936   0.381936  0.381935    137.50   137.50
Highland Community
  College Dist. No.519     859103BD4  04/15/03  01/01/05    101.643      0.000              0.070199   0.071057                                     25.43
STMicroelectronics N.V.    861012AB8  09/22/99  09/22/09     78.484      0.000     85.66    0.058548   0.059261   0.059983   0.060714  0.061454     21.35    21.87
                           861012AC6  11/16/00  11/16/10*    68.968      0.000     84.93    0.080312   0.081818                                     15.18*
Sunsource, Inc.            867948AA9  09/30/97  09/30/27    110.000     11.600              0.319598   0.319461   0.319316   0.319163  0.319003    115.00   114.90
TVN Entertainment Corp.    87307RAB3  07/29/98  08/01/08     92.930     14.000              0.022836   0.022088   0.021103   0.019847  0.018282      7.83     6.95
                           87307RAD9  07/29/98  08/01/08     92.930     14.000              0.022836   0.022088   0.021103   0.019847  0.018282      7.83     6.95
Tabletop Holdings, Inc.    87336NAA9  11/12/03  05/15/14     55.131     VARIES              0.187783   0.199284   0.211490   0.224443  0.238190     70.76    79.70
                           87336NAB7  11/12/03  05/15/14     55.131     VARIES              0.187783   0.199284   0.211490   0.224443  0.238190     70.76    79.70
Teck Corporation           878742AB1  07/13/94  07/15/06*    80.941      3.750    138.33    0.052344   0.053914   0.055532                          15.27*
Telemundo Group, Inc.      87943MAF5  02/26/96  02/15/06     91.270     VARIES              0.097197   0.097196   0.097195   0.097193  0.097192     34.99     4.28
Telemundo Holdings, Inc.   87944FAA0  08/12/98  08/15/08     57.120     VARIES              0.319441   0.319441   0.319441   0.319440  0.319440    115.00   115.00
                           87944FAB8  08/12/98  08/15/08     57.120     VARIES              0.319441   0.319441   0.319441   0.319440  0.319440    115.00   115.00
                           87944FAC6  08/10/01  08/15/08     79.837     VARIES              0.319432   0.319432   0.319431   0.319430  0.319429    115.00   114.99
                           87944FAD4  08/10/01  08/15/08     79.837     VARIES              0.319432   0.319432   0.319431   0.319430  0.319429    115.00   114.99
Telesystem International
  Wireless, Inc.           879946AC5  06/27/97  06/30/07     52.595     VARIES              0.368049   0.368048   0.368048   0.368047  0.368047    132.50   132.50
                           879946AE1  10/29/97  11/01/07     59.915     VARIES              0.291662   0.291662   0.291661   0.291661  0.291661    105.00   105.00
Terex Corporation          880779AJ2  03/09/99  04/01/08     94.802      8.875     22.07    0.015870   0.016644   0.017455   0.018306  0.019199      6.00     6.59
Thermwood Corporation      883672AC1  04/27/99  04/27/14     45.454     12.000     28.15    0.029065   0.033008   0.037486   0.042572  0.048347     11.71    15.11
3M Company                 88579YAA9  11/21/02  11/21/32     86.087     VARIES              0.113643   0.116224   0.118865   0.121565  0.124327     41.58    43.50
                           88579YAB7  11/21/02  11/21/32     86.087     VARIES              0.113643   0.116224   0.118865   0.121565  0.124327     41.58    43.50
                           88579YAC5  11/21/02  11/21/32     86.087     VARIES              0.113643   0.116224   0.118865   0.121565  0.124327     41.58    43.50
Thrifty Payless, Inc.      885873AB5  04/20/94  04/15/04     89.333     12.250    101.18    0.052827                                                 5.49
Time Warner Inc.           887315AZ2  01/17/96  01/15/36     17.038     VARIES              0.079416   0.082911   0.086559   0.090367  0.094343     30.40    33.14
Toys R Us, Inc.            892335209  05/28/02  08/16/07     96.460     VARIES              0.218502   0.220310   0.222189   0.224144  0.224843     79.48    80.70
                           892335AJ9  05/28/02  08/16/07     96.460     VARIES              0.218502   0.220310   0.222189   0.224144  0.224843     79.48    80.70
Toyota Motor Credit Corp   89233PSP2  10/01/04  10/01/09    100.000      1.220                                    0.086084                           7.92
TransOcean SedcoForex      893830AA7  05/24/00  05/24/20     57.912      0.000     59.89    0.048675   0.049345   0.050023   0.050711  0.051408     17.69    18.18
TravelCenters of America   894172AD7  11/14/00  05/01/09     92.822     12.750     17.56    0.019370   0.020749   0.022226   0.023808  0.025503      7.39     8.48
                           894172AE5  11/14/00  05/01/09     92.822     12.750     17.56    0.019370   0.020749   0.022226   0.023808  0.025503      7.39     8.48
                           894172AF2  11/14/00  05/01/09     92.822     12.750     17.56    0.019370   0.020749   0.022226   0.023808  0.025503      7.39     8.48
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

TravelCenters of America   894172AG0  11/14/00  05/01/09     92.822     12.750     17.56    0.019370   0.020749   0.022226   0.023808  0.025503      7.39     8.48
Trenton, City of           895130H96  03/13/03  04/01/06     91.538      0.000     21.51    0.075433   0.076534   0.077652   0.078785  0.079935     27.55    28.36
                           895130J29  03/13/03  04/01/07     87.375      0.000     23.65    0.083059   0.084454   0.085873   0.087315  0.088782     30.41    31.44
                           895130J37  03/13/03  04/01/08     82.851      0.000     25.11    0.088323   0.089983   0.091675   0.093398  0.095154     32.40    33.63
                           895130J45  03/13/03  04/01/09     78.228      0.000     25.87    0.091099   0.092966   0.094872   0.096817  0.098801     33.47    34.86
                           895130J52  03/13/03  04/01/10     73.222      0.000     26.42    0.093153   0.095235   0.097363   0.099539  0.101764     34.29    35.84
                           895130J60  03/13/03  04/01/11     69.016      0.000     25.97    0.091627   0.093762   0.095946   0.098182  0.100469     33.76    35.35
                           895130J78  03/13/03  04/01/12     64.697      0.000     25.45    0.089865   0.092053   0.094294   0.096590  0.098942     33.14    34.78
                           895130J86  03/13/03  04/01/13     60.578      0.000     24.72    0.087341   0.089546   0.091807   0.094125  0.096502     32.24    33.89
                           895130J94  03/13/03  04/01/14     56.464      0.000     23.92    0.084556   0.086772   0.089045   0.091378  0.093772     31.24    32.90
                           895130K27  03/13/03  04/01/15     52.558      0.000     23.00    0.081336   0.083536   0.085795   0.088116  0.090500     30.08    31.73
                           895130K35  03/13/03  04/01/22     31.423      0.000     15.70    0.055687   0.057405   0.059175   0.061001  0.062883     20.67    21.97
Tri-Union Development      895728AA1  06/18/01  06/01/06     88.800     12.500              0.060525   0.051417   0.055772                          20.01
                           895728AB9  06/18/01  06/01/06     88.800     12.500              0.060525   0.051417   0.055772                          20.01
                           895728AC7  06/18/01  06/01/06     88.800     12.500              0.060525   0.051417   0.055772                          20.01
Tritel PCS, Inc.           89675QAB5  05/11/99  05/15/09*    53.828     VARIES              0.332935                                                44.61*
Trump Atlantic City
  Funding II               89816NAC0  12/10/97  05/01/06     96.073     11.250     24.30    0.015676   0.016617   0.017614   0.018672  0.019793      5.93     6.66
Trump Atlantic City
  Funding III              89816PAB7  12/10/97  05/01/06     94.200     11.250     35.71    0.023257   0.024696   0.026225   0.027848  0.029572      8.81     9.93
Trump Casino Holdings      89816RAA5  03/25/03  03/15/10     94.832     11.625      3.78    0.014182   0.015088   0.016051   0.017075  0.018165      5.47     6.19
                           89816RAB3  03/25/03  03/15/10     94.832     11.625      3.78    0.014182   0.015088   0.016051   0.017075  0.018165      5.47     6.19
                           89816RAC1  03/25/03  09/15/10    100.000     11.625              0.171389   0.176531   0.181827   0.187281  0.192899     63.73    67.61
                           89816RAD9  03/25/03  09/15/10    100.000     11.625              0.171389   0.176531   0.181827   0.187281  0.192899     63.73    67.61
                           89816RAE7  03/25/03  03/15/10     94.832     11.625      3.78    0.014182   0.015088   0.016051   0.017075  0.018165      5.47     6.19
                           89816RAF4  03/25/03  09/15/10    100.000     11.625              0.171389   0.176531   0.181827   0.187281  0.192899     63.73    67.61
TV Azteca, S.A. de C.V.    901145AA0  03/27/01  02/15/04     98.518     10.125     14.11    0.016102                                                  .71
                           901145AB8  03/27/01  02/15/07     96.915     10.500     12.06    0.013841   0.014618   0.015439   0.016306  0.017222      5.34     5.96
                           901145AC6  03/27/01  02/15/04     98.518     10.125     14.11    0.016102                                                  .71
                           901145AD4  03/27/01  02/15/07     96.915     10.500     12.06    0.013841   0.014618   0.015439   0.016306  0.017222      5.34     5.96
                           901145AE2  03/27/01  02/15/04     98.518     10.125     14.11    0.016102                                                  .71
                           901145AF9  03/27/01  02/15/07     96.915     10.500     12.06    0.013841   0.014618   0.015439   0.016306  0.017222      5.34     5.96
UIH Australia/Pacific,
  Inc.                     902745AC2  05/14/96  05/15/06     50.816     VARIES              0.392875   0.393155   0.393455   0.393776  0.394120    141.51   141.73
USF&G Corporation          903290AD6  03/03/94  03/03/09     51.298      0.000    281.46    0.097862   0.100064   0.102315   0.104617  0.106971     36.15    37.80
United International
  Holdings, Inc.           910734AE2  02/05/98  02/15/08     59.069     VARIES              0.298597   0.298596   0.298595   0.298595  0.298594    107.49   107.49
United Rentals, Inc.       911365AC8  12/24/02  04/15/08     97.045     10.750      4.43    0.012742   0.013475   0.014251   0.015071  0.015938      4.83     5.41
                           911365AD6  12/24/02  04/15/08     97.045     10.750      4.43    0.012742   0.013475   0.014251   0.015071  0.015938      4.83     5.41
                           911365AE4  12/24/02  04/15/08     97.045     10.750      4.43    0.012742   0.013475   0.014251   0.015071  0.015938      4.83     5.41
U S Cellular Corporation   911684AA6  06/13/95  06/15/15*    30.646      0.000    201.59    0.084448   0.086982                                     17.42*
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

United Technologies Corp   913017AR0  11/13/89  11/15/19     98.974      8.875      1.95    0.000669   0.000691   0.000734   0.000755  0.000802       .25      .27
University of North
  Carolina Chapel Hill     914713KR2  08/14/91  02/15/10     19.000      0.000    387.34    0.142288   0.148819   0.155650   0.162794  0.170266     54.22    59.31
                           914713KS0  08/14/91  02/15/11     17.000      0.000    353.66    0.130622   0.136693   0.143046   0.149694  0.156651     49.81    54.54
                           914713KT8  08/14/91  02/15/12     16.000      0.000    323.94    0.118777   0.124206   0.129883   0.135819  0.142027     45.25    49.48
                           914713KU5  08/14/91  02/15/13     14.000      0.000    294.35    0.109027   0.114127   0.119465   0.125054  0.130904     41.59    45.57
                           914713KV3  08/14/91  02/15/14     13.000      0.000    269.50    0.099444   0.104055   0.108881   0.113931  0.119214     37.91    41.51
                           914713KW1  08/14/91  02/15/15     12.000      0.000    246.71    0.090832   0.095023   0.099407   0.103994  0.108792     34.62    37.89
Upshur County, WV          916734AC0  12/30/93  04/01/05     96.024      8.250     33.23    0.013768   0.014375   0.015009                           5.18     1.35
                           916734AD8  12/30/93  04/01/10     96.023      8.750     17.50    0.007373   0.007713   0.008069   0.008441  0.008830      2.78     3.04
Uruguay, Republic          917288AK8  03/20/02  03/25/09     87.661      7.875     23.61    0.040107   0.042192   0.044385   0.046692  0.049120     15.22    16.85
                           917288AL6  05/29/03  11/18/08     85.000      7.875     12.13    0.059667   0.063146   0.066827   0.070724  0.074847     22.41    25.10
                           917288AM4  05/29/03  07/02/09     68.000      2.145     23.99    0.113294   0.118451   0.123842   0.129478  0.135371     43.60    47.66
                           917288AN2  05/29/03  01/02/10     68.000      2.036     22.07    0.104228   0.108642   0.113242   0.118038  0.123037     39.93    43.38
                           917288AT9  05/29/03  03/25/14     76.000      7.875      6.87    0.033069   0.035032   0.037111   0.039314  0.041647     12.65    14.19
                           917288AU6  05/29/03  05/04/14     73.000      7.250      7.65    0.037400   0.039585   0.041898   0.044347  0.046938     14.11    15.81
                           917288AV4  05/29/03  06/22/15     76.000      8.750      5.31    0.026579   0.028266   0.030059   0.031966  0.033993      9.90    11.20
                           917288AX0  05/29/03  01/20/17     73.000      7.625      5.10    0.024144   0.025546   0.027030   0.028600  0.030262      9.41    10.53
                           917288AY8  05/29/03  02/15/11     76.500      7.250     11.58    0.055103   0.058410   0.061917   0.065634  0.069574     21.36    24.00
                           917288AZ5  05/29/03  03/15/15     71.500      7.500      6.89    0.033084   0.035085   0.037207   0.039458  0.041845     12.71    14.29
                           917288BA9  05/29/03  01/15/33    100.000      7.875              0.103729   0.109149   0.113750   0.117345  0.121112     39.98    42.82
Vail Resorts, Inc.         91879QAD1  11/21/01  05/15/09*    95.404      8.750      9.90    0.014505   0.015203                                      1.97*
                           91879QAE9  11/21/01  05/15/09*    95.404      8.750      9.90    0.014505   0.015203                                      1.97*
                           91879QAF6  11/21/01  05/15/09*    95.404      8.750      9.90    0.014505   0.015203                                      1.97*
Valhi, Inc.                918905AC4  10/20/92  10/20/07     25.759      0.000    451.61    0.178961   0.187238   0.195898   0.204959  0.214438     67.12    73.47
Vermilion & Edgar
  Counties, Illinois       923439CK7  07/07/04  12/01/06    102.850     VARIES                         0.108572   0.110222   0.112317  0.106692     18.94    39.95
                           923439CL5  07/07/04  12/01/07    102.860     VARIES                         0.127049   0.129308   0.132183  0.125395     22.17    46.95
                           923439CM3  07/07/04  12/01/08    102.103     VARIES                         0.143202   0.146094   0.149782  0.141992     25.00    53.13
                           923439CN1  07/07/04  12/01/09    103.843     VARIES                         0.151502   0.154685   0.158747  0.149786     26.46    56.27
                           923439CP6  07/07/04  12/01/10    103.260     VARIES                         0.156515   0.159931   0.164295  0.155136     27.34    58.22
                           923439CQ4  07/07/04  12/01/11    103.596     VARIES                         0.165674   0.169489   0.174368  0.164274     28.94    61.74
                           923439CR2  07/07/04  12/01/12    102.910     VARIES                         0.171760   0.175888   0.181173  0.170593     30.01    64.11
                           923439CS0  07/07/04  12/01/13    103.470     VARIES                         0.175621   0.179913   0.185410  0.174399     30.69    65.59
                           923439CT8  07/07/04  12/01/14    103.682     VARIES                         0.178904   0.183350   0.189044  0.177704     31.26    66.86
Verizon Global Funding
  Corporation              92343VAA2  05/15/01  05/15/21     55.126      0.000              0.135958   0.139505   0.147117   0.150125  0.158316     50.94    54.78
Veritas Capital Trust      92343W300  12/22/97  01/01/28    100.000     10.000              0.277778   0.277778   0.277778   0.277778              100.00   100.00
Verizon Global Funding
  Corporation              92344GAN6  05/15/01  05/15/21     55.126      0.000              0.135958   0.139505   0.147117   0.150125  0.158316     50.94    54.78
                           92344GAP1  05/15/01  05/15/21     55.126      0.000              0.135958   0.139505   0.147117   0.150125  0.158316     50.94    54.78
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

VoiceStream Wireless       928615AD5  11/09/99  11/15/09     56.061     VARIES              0.293917   0.311367   0.329854   0.329854  0.329853    110.60   118.75
VoiceStream Wireless       92861LAD0  11/09/99  11/15/09     56.061     VARIES              0.293917   0.311367   0.329854   0.329854  0.329853    110.60   118.75
WCI Communities, Inc.      92923CAJ3  08/05/03  08/05/23    100.000     VARIES              0.247303   0.253366   0.259698   0.266312  0.273221     91.93    96.66
                           92923CAK0  08/05/03  08/05/23    100.000     VARIES              0.247303   0.253366   0.259698   0.266312  0.273221     91.93    96.66
WMX Technologies, Inc.     92929QAC1  05/09/94  04/30/04    100.000     VARIES              0.031483                                                 3.75
Walter Industries, Inc.    93317QAB1  04/20/04  05/01/24    100.000     VARIES              0.215274   0.215537   0.219853   0.224335  0.228992     54.36    80.50
                           93317QAC9  04/20/04  05/01/24    100.000     VARIES              0.215274   0.215537   0.219853   0.224335  0.228992     54.36    80.50
Watson Pharmaceuticals     942683AB9  03/07/03  03/15/23    100.000     VARIES              0.184922   0.189348   0.193918   0.198635  0.203507     68.32    71.68
WebMD Corporation          94769MAA3  04/01/02  04/01/07     97.000      3.250      9.85    0.016164   0.016480   0.016803   0.017132  0.017468      5.93     6.17
                           94769MAD7  06/25/03  06/15/23     97.250     VARIES              0.222474   0.229430   0.236664   0.244187  0.252011     81.57    86.80
                           94769MAE5  06/25/03  06/15/23     97.250     VARIES              0.222474   0.229430   0.236664   0.244187  0.252011     81.57    86.80
Weimer Independent
  School District          948679DB8  12/16/97  08/15/04     65.505      0.000    306.32    0.168107   0.173527                                     38.63
                           948679DC6  12/16/97  08/15/05     61.021      0.000    290.62    0.159911   0.165147   0.170554   0.176139               59.96    39.21
                           948679DD4  12/16/97  08/15/06     56.735      0.000    275.13    0.151780   0.156825   0.162038   0.167425  0.172991     56.94    60.79
                           948679DE2  12/16/97  08/15/07     52.647      0.000    259.90    0.143755   0.148606   0.153620   0.158804  0.164163     53.97    57.67
Weirton Steel Corp.        948774AH7  06/18/02  04/01/08     78.200     VARIES              0.224865   0.235874   0.247421   0.259534  0.259321     84.96    92.32
Wells Fargo & Company      949746ET4  12/19/02  01/04/08    100.000      0.000              0.100606   0.102393   0.104212   0.106064  0.107948     37.18    38.51
                           949746EU1  12/23/02  01/04/08    100.000      0.000              0.100571   0.102358   0.104177   0.106028  0.107912     37.17    38.50
                           949746EV9  03/05/03  04/15/09    100.000      0.000              0.107401   0.109431   0.111498   0.113605  0.115751     39.34    40.84
                           949746FB2  05/05/03  05/05/10    100.000      0.000              0.109090   0.111191   0.113333   0.115517  0.117742     39.89    41.44
                           949746FG1  08/29/03  08/25/09    100.000      0.000              0.084527   0.085785   0.087090   0.088415  0.089760     30.98    31.93
                           949746FL0  12/29/03  01/08/10    100.000      0.000              0.097813   0.097899   0.099623   0.101377  0.103162     35.54    36.79
                           949746FN6  06/04/04  06/05/06    100.000      0.000              0.080436   0.080443   0.081608   0.082789  0.083988     16.68    29.65
                           949746FU0  04/30/04  05/05/11    100.000      0.000              0.086942   0.086981   0.088342   0.089724  0.091128     21.04    32.21
                           949746FV8  04/29/04  04/29/14    100.000      0.250                         0.129165   0.132007   0.134915  0.137890     31.43    48.41
                           949746FW6  05/25/04  10/25/12    100.000      2.350                         0.147223   0.149032   0.151252  0.153530     31.92    54.35
                           949746HZ7  07/07/04  10/07/11    100.000      2.900                         0.141853   0.142635   0.144221  0.145846     24.75    51.90
                           949746JA0  07/09/04  01/20/10    100.000      0.000                         0.123397   0.123565   0.126309  0.129115     21.25    45.87
Western Resources, Inc.    959423203  12/14/95  12/11/25*   100.000      7.875              0.218750                                                22.97*
White Settlement ISD       964559JB5  03/20/97  02/15/06     54.197      0.000    322.29    0.163698   0.169427   0.175356   0.181492  0.187844     61.55    65.93
                           964559JC3  03/20/97  02/15/07     50.112      0.000    303.25    0.154476   0.159959   0.165637   0.171516  0.177604     58.12    62.32
                           964559JQ2  03/20/97  02/15/04     63.028      0.000    361.68    0.182646                                                 8.04
                           964559JR0  03/20/97  02/15/05     58.502      0.000    341.79    0.173100   0.179072   0.185249                          65.04     8.15
Whole Foods Market, Inc.   966837AC0  03/02/98  03/02/18     37.243      0.000    124.31    0.067870   0.069566   0.071306   0.073088  0.074915     25.15    26.42
Wild Oats Markets, Inc.    96808BAA5  05/25/04  05/15/34    100.000     VARIES                         0.229199   0.234612   0.240566  0.246767     49.76    86.09
                           96808BAB3  05/25/04  05/15/34    100.000     VARIES                         0.229199   0.234612   0.240566  0.246767     49.76    86.09
Will County, IL School
  District 122             968852FG3  11/19/97  11/01/16     23.888      0.000    140.42    0.080098   0.083181   0.086384   0.089709  0.093163     29.77    32.10
                           968852FH1  11/19/97  11/01/17     22.150      0.000    130.20    0.074269   0.077128   0.080097   0.083181  0.086383     27.60    29.77
Williams Companies, Inc.   969457886  01/14/02  02/16/07    100.000     VARIES              0.197134   0.197659   0.198203   0.198765  0.198018     71.21    71.43
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Winstar Communications     975515AY3  04/10/00  04/15/10     48.990     VARIES              0.330958   0.355365   0.381572   0.409711  0.409711    127.38   144.57
                           975515AZ0  04/10/00  04/15/10     48.990     VARIES              0.330958   0.355365   0.381572   0.409711  0.409711    127.38   144.57
Wynn Las Vegas, LLC        983130AA3  10/30/02  11/01/10     92.793     12.000      6.47    0.016701   0.017828   0.019031   0.020316  0.021687      6.35     7.24
XM Satellite Radio, Inc.   98375YAG1  01/28/03  12/31/09     67.310     VARIES              0.296761   0.317541   0.339777   0.363570              110.62   126.26
Yahoo, Inc.                984332AA4  04/09/03  04/01/08     96.550      0.000      4.97    0.019013   0.019081   0.019148   0.019216  0.019284      6.87     6.92
                           984332AB2  04/09/03  04/01/08     96.550      0.000      4.97    0.019013   0.019081   0.019148   0.019216  0.019284      6.87     6.92
York County, PA            986812LW3  12/28/95  02/01/11     35.767      0.000    259.60    0.115481   0.119482   0.123622   0.127905  0.132336     43.51    46.58
                           986812LX1  12/28/95  02/01/12     33.049      0.000    242.98    0.108343   0.112134   0.116059   0.120121  0.124325     40.84    43.75
                           986812LY9  12/28/95  02/01/13     30.649      0.000    226.98    0.101344   0.104911   0.108604   0.112426  0.116383     38.21    40.95
                           986812LZ6  12/28/95  02/01/14     28.302      0.000    211.89    0.094797   0.098162   0.101647   0.105255  0.108991     35.76    38.34
                           986812MA0  12/28/95  02/01/15     26.297      0.000    197.60    0.088462   0.091611   0.094872   0.098249  0.101747     33.37    35.79
                           986812MB8  12/28/95  02/01/16     24.378      0.000    184.17    0.082533   0.085483   0.088539   0.091704  0.094982     31.14    33.41
                           986812MC6  12/28/95  02/01/17     22.586      0.000    171.55    0.076955   0.079718   0.082580   0.085544  0.088615     29.04    31.17
                           986812MD4  12/28/95  02/01/18     20.780      0.000    159.54    0.071709   0.074304   0.076994   0.079781  0.082669     27.08    29.07
                           986812ME2  12/28/95  02/01/19     19.353      0.000    148.59    0.066786   0.069204   0.071709   0.074304  0.076994     25.22    27.08
                           986812MF9  12/28/95  02/01/20     18.025      0.000    138.39    0.062202   0.064453   0.066786   0.069204  0.071709     23.49    25.22
                           986812MG7  12/28/95  02/01/21     16.787      0.000    128.89    0.057931   0.060028   0.062201   0.064453  0.066786     21.87    23.49
                           986812MH5  12/28/95  02/01/22     15.635      0.000    120.04    0.053955   0.055908   0.057932   0.060029  0.062201     20.37    21.87
                           986812MJ1  12/28/95  02/01/23     14.561      0.000    111.80    0.050250   0.052069   0.053954   0.055907  0.057931     18.97    20.37
                           986812MK8  12/28/95  02/01/24     13.562      0.000    104.12    0.046801   0.048495   0.050251   0.052070  0.053955     17.67    18.97
Zenith National
  Insurance Corp.          989390AG4  03/30/03  03/30/23    100.000     VARIES              0.208448   0.208060   0.213489   0.212030  0.217677     76.69    78.04
                           989390AH2  03/30/03  03/30/23    100.000     VARIES              0.208448   0.208060   0.213489   0.212030  0.217677     76.69    78.04
Ziff Davis Media Inc.      98951UAD8  08/12/02  08/12/09    100.000     VARIES              0.397462   0.427762   0.450418   0.487433  0.510429    158.50   179.62
                           98951UAE6  08/12/02  08/12/09    100.000     VARIES              0.397462   0.427762   0.450418   0.487433  0.510429    158.50   179.62
Microcell
  Telecommunications       C55185AE9  05/25/99  06/01/09     55.731     VARIES              0.314457   0.333323   0.333323   0.333322  0.333322    117.17   120.00
Rhodia, SA                 F7813KAH4  05/17/04  06/01/10     96.743     10.250              0.010941   0.010990   0.011595   0.012233  0.012906      2.48     4.33
Danka Business Systems     G2652NAB5  06/29/01  04/01/08     28.000     10.000              0.162518   0.198407   0.242222   0.295712  0.361016     72.14   107.52
Deutsche Bank AG           G2737TCL7  11/27/02  11/27/05    100.000      0.000              0.086834   0.088151   0.089487   0.090845               31.59    29.42
                           G2737TFA8  12/20/02  12/20/07    100.000      0.000              0.099222   0.100934   0.102676   0.104448  0.106251     36.07    37.32
                           G2737TFB6  03/10/03  03/13/06    100.000      0.000              0.061904   0.062586   0.063276   0.063973  0.064678     22.56    23.06
                           G2737TFC4  03/10/03  09/12/06    100.000      0.000              0.068664   0.069502   0.070351   0.071210  0.072079     25.05    25.67
Dolphin Telecom, PLC       G28058AD0  05/18/99  05/15/09     50.892     VARIES              0.363443   0.388884   0.388883   0.388883  0.388882    136.59   140.00
Flag Telecom Group Ltd.    G3529XAB2  11/19/02  10/01/04    100.000     VARIES              0.015521   0.014877                                      4.07
                           G3529XAC0  11/19/02  10/01/04    100.000     VARIES              0.015521   0.014877                                      4.07
NII Holdings, Inc.         G6520PAA3  11/12/02  11/01/09     55.746     VARIES              0.358439   0.393115   0.431146   0.437921  0.445352    139.64   157.28
QBE Funding Trust          G7303WAA9  04/15/02  04/15/22     59.358      0.000     27.10    0.045008   0.045599   0.046198   0.046804  0.047418     16.40    16.83
Alaris Medical, Inc.       U01143AA1  07/28/98  08/01/08     58.144     VARIES              0.309026   0.309026   0.309026   0.309026  0.309026    111.25   111.25
Alaska Communcations
  Systems Holdings, Inc.   U01173AA8  08/26/03  08/15/11     96.687      9.875       .96    0.007665   0.008043   0.008466   0.008910  0.009378      2.94     3.25
Anixter International      U03525AA7  06/28/00  06/28/20     25.257      0.000     69.02    0.061459   0.063610   0.066198   0.068141  0.070913     22.91    24.54
                           U03525AB5  07/07/03  07/07/33     38.016     VARIES              0.077091   0.079905   0.082822   0.085845  0.088979     29.26    31.43



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

Avalon Cable, LLC          U05225AA2  12/10/98  12/01/08     56.332     VARIES              0.324434   0.324433   0.326214   0.324430  0.326211    118.80   118.74
Bank of America Corp.      U0662KBL4  03/18/02  01/04/17     38.300      0.000     47.10    0.076290   0.078804   0.081402   0.084085  0.086857     28.82    30.75
Big City Radio, Inc.       U0897TAA7  03/17/98  03/15/05     72.055     VARIES              0.309054   0.305694   0.310760                         112.68    22.69
Cendant Corporation        U1336PAB0  11/27/01  11/27/11*   100.000      3.875              0.287955   0.296329                                     95.38*
Chukchansi Economic
  Development Authority    U17133AA4  10/08/02  06/15/09     91.476     14.500      9.73    0.024892   0.026965   0.029212   0.031645  0.034281      9.40    11.04
Crown Castle
  International            U2159JAB6  08/03/99  08/01/11     57.889     VARIES              0.280101   0.295856   0.312498   0.312498  0.312498    108.53   112.50
Covad Communications       U22015AB4  03/11/98  03/15/08     50.666     VARIES              0.375493   0.371727   0.378230   0.372423  0.378987    137.03   137.07
Crum & Forster Holdings
  Corporation              U22859AA7  06/05/03  06/15/13     96.985     10.375      1.00    0.005090   0.005367   0.005659   0.005967  0.006291      1.89     2.10
Dayton Superior
  Corporation              U23993AA3  06/16/00  06/15/09     95.575     13.000     11.50    0.011444   0.012238   0.013159   0.013995  0.015048      4.36     4.99
                           U23993AB1  06/16/00  06/15/09     95.575     13.000     11.50    0.011444   0.012238   0.013159   0.013995  0.015048      4.36     4.99
                           U23993AC9  03/15/03  09/15/08     98.088     10.750      2.11    0.007647   0.008076   0.008530   0.009009  0.009514      2.92     3.26
H & E Equipment Services   U24432AB9  06/17/02  06/15/13     80.016     12.500     11.73    0.024623   0.026654   0.028853   0.031232  0.033808      9.30    10.89
Details Capital Corp.      U24922AA1  11/18/97  11/15/07     54.595     VARIES              0.347215   0.347214   0.347214   0.347213  0.347212    125.00   125.00
Dex Media, Inc.            U24975AB7  11/10/03  11/15/13     64.314     VARIES              0.160980   0.168224   0.175794   0.183705  0.191971     59.94    65.45
                           U24975AC5  02/11/04  11/15/13     69.384     VARIES              0.161298   0.164823   0.171720   0.178906  0.186392     52.73    63.79
DIVA Systems Corporation   U2539PAC1  02/19/98  03/01/08     50.100     VARIES              0.364533   0.365469   0.366468   0.367534  0.368673    131.63   132.38
E. Spire Communications    U26851AA0  07/24/98  07/01/08     59.989     VARIES              0.295109   0.295108   0.295106   0.295104              106.24   106.24
Fedders North America      U31334AB8  08/24/99  08/15/07     95.304      9.375     21.01    0.016315   0.017151   0.018030   0.018955  0.019926      6.26     6.92
Focal Communications       U31430AA6  02/18/98  02/15/08     55.565     VARIES              0.336803   0.336803   0.336803   0.336802  0.336802    121.25   121.25
Globe Holdings, Inc.       U33975AA8  08/06/98  08/01/09     49.672     VARIES              0.392402   0.392654   0.392922   0.393211  0.393519    141.39   141.59
Great Lakes Acquisition    U39022AA3  05/22/98  05/15/09     53.092     VARIES              0.364572   0.364571   0.364570   0.364569  0.364568    131.25   131.25
HMP Equity Holdings Corp   U43337AA9  05/09/03  05/15/08     32.580      0.000     51.01    0.240257   0.268665   0.300431   0.335953  0.375675     94.37   118.01
                           U43337AB7  05/09/03  05/15/08     32.580      0.000     51.01    0.240257   0.268665   0.300431   0.335953  0.375675     94.37   118.01
HM Publishing Corp.        U43338AA7  10/03/03  10/15/13     56.960     VARIES              0.182638   0.193139   0.204243   0.215986  0.228404     69.28    77.48
Hollywood Casino
  Shreveport               U4378HAA3  08/10/99  08/01/06    100.000     VARIES              0.385850   0.387524   0.389311   0.391218  0.386415    139.73   140.06
ICG Services, Inc.         U4493DAA2  02/12/98  02/15/08     61.341     VARIES              0.271740   0.274726   0.271740   0.276244  0.271740    100.00   100.00
                           U4493DAB0  04/27/98  05/01/08     61.691     VARIES              0.271290   0.268341   0.272789   0.268341  0.272789     98.84    98.75
Intermedia
  Communications, Inc.     U45855AE0  02/24/99  03/01/09     55.057     VARIES              0.320631   0.340268   0.340268   0.340267  0.340266    121.32   122.50
Jacobs Entertainment       U46754AA2  02/08/02  02/01/09     96.040     11.875      7.65    0.012295   0.013078   0.013912   0.014799  0.015742      4.81     5.44
Jostens Holding Corp.      U47995AA0  12/02/03  12/01/13     60.682     VARIES              0.172774   0.181580   0.190885   0.200668  0.210952     64.33    71.08
Level 3 Communications     U52782AB2  12/02/98  12/01/08     59.966     VARIES              0.291664   0.291664   0.291664   0.291664  0.291664    105.00   105.00
                           U52782AE6  02/29/00  03/15/10     53.308     VARIES              0.296579   0.315669   0.335987   0.357613  0.357612    114.38   127.14
Liberty Media Corp.        U52892AD5  01/11/01  01/15/31    100.000      3.500              0.307632   0.317626   0.328095   0.339061  0.350548    115.94   123.82
Lin Television Corp.       U53546AB0  06/14/01  01/15/08     96.288      8.000     11.95    0.013924   0.014693   0.015169   0.016096  0.016526      5.45     5.94
Lyondell Chemical Co.      U55193AB9  12/04/02  12/15/08     97.750      9.500      3.11    0.008624   0.009056   0.009509   0.009984  0.010484      3.20     3.52
    -----------------------------
    *  Called in 2004; reportable OID is computed to call date.



SECTION I-B
                                                                                                                                                       OID per
                                                                                                            Daily OID Per $1,000                      $1,000 of
                                                                                                              of Maturity Value                       Maturity
                                                           Issue Price  Annual                             for Each Accrual Period                    Value for
                                                           (Percent of  Stated    Total     ---------------------------------------------------      Calendar Year
                                       Issue    Maturity    Principal  Interest   OID to    2004 1st   2004 2nd   2004 3rd   2005 2nd  2005 3rd     --------------
Name of Issuer             CUSIP No.   Date       Date      Amount)      Rate     1/1/03     Period     Period    2005 1st    Period    Period      2004     2005
______________             _________  ________  _________  __________  ________  ________   ________   ________   ________   ________  ________    ______   ______

McCaw International LTD    U56707AA7  03/06/97  04/15/07     50.991     VARIES              0.367388   0.367807   0.368254   0.368731  0.369240    132.40   132.73
Matria Healthcare, Inc.    U57614AA4  07/09/01  05/01/08     93.500     11.000     17.83    0.023016   0.024182   0.026112   0.027284  0.029462      8.83     9.95
Muzak Holdings Finance     U62340AA9  03/18/99  03/15/10     53.328     VARIES              0.339069   0.361108   0.361108   0.361107  0.361107    128.37   130.00
Nextel Communications      U64977AB4  02/11/98  02/15/08     61.471     VARIES              0.276385   0.276384   0.276384   0.276384  0.276384     99.50    99.50
Nexstar Finance, Inc.      U6497AAA9  03/16/01  04/01/08     96.012     12.000     11.83    0.013912   0.014808   0.015761   0.016776  0.017856      5.34     6.05
Nexstar Finance
  Holdings, Inc.           U6497BAC3  03/27/03  04/01/13     57.442     VARIES              0.192059   0.202982   0.214526   0.226727  0.239622     73.13    81.68
Nextel International       U64982AA6  03/12/98  04/15/08     54.915     VARIES              0.331197   0.331191   0.333005   0.331180  0.332993    121.36   121.21
Nextlink Communications    U6500EAE8  11/17/99  12/01/09     55.257     VARIES              0.294490   0.312343   0.333098   0.331277  0.333097    112.25   121.25
Omnicom Group, Inc.        U68191AF9  02/07/01  02/07/31    100.000     VARIES              0.219869   0.227247   0.234873   0.242754  0.250900     82.64    88.28
O'Sullivan Industries      U68328AA8  11/30/99  10/15/09     94.546     13.375     14.17    0.012677   0.013592   0.014572   0.015623  0.016750      4.87     5.60
Penton Media, Inc.         U7100RAA9  06/28/01  06/15/11     97.749     10.375      3.68    0.004732   0.004986   0.005254   0.005536  0.005834      1.76     1.95
Petro Stopping Centers     U71660AB7  07/23/99  08/01/08     36.636     VARIES              0.390470   0.426968   0.466878   0.471571  0.476704    158.60   170.39
Pliant Corporation         U7263LAC1  02/17/04  06/15/09     73.627     VARIES              0.227391   0.235678   0.248779   0.262609  0.277208     73.23    92.50
Pope & Talbot, Inc.        U7316MAA0  07/30/02  06/01/13     86.415      8.375     10.49    0.022359   0.023534   0.024770   0.026070  0.027440      8.33     9.23
Roche Holdings, Inc.       U75000AE6  01/19/00  01/19/15     66.386      0.000     75.63    0.055798   0.056565   0.057343   0.058131  0.058930     20.48    21.04
Compass Minerals
  International, Inc.      U79616AB1  05/22/03  06/01/13     55.677     VARIES              0.197298   0.209135   0.221682   0.234982  0.249080     73.89    83.02
Tabletop Holdings, Inc.    U81965AA0  11/12/03  05/15/14     55.131     VARIES              0.187783   0.199284   0.211490   0.224443  0.238190     70.76    79.70
Sinclair Broadcast
  Group, Inc.              U82751AE5  05/20/03  07/15/18    100.000     VARIES              0.258608   0.264304   0.270264   0.276499  0.283023     96.06   100.54
Steel Heddle Group, Inc.   U85799AA9  05/26/98  06/01/09     51.337     VARIES              0.381937   0.381937   0.381936   0.381936  0.381935    137.50   137.50
Telemundo Holdings, Inc.   U8795AAA4  08/10/01  08/15/08     79.837     VARIES              0.319432   0.319432   0.319431   0.319430  0.319429    115.00   114.99
Thermadyne Holdings        U88342AA5  05/22/98  06/01/08     54.374     VARIES              0.347206   0.347205   0.347204   0.347203  0.347202    124.99   124.99
TravelCenters of America   U89398AA6  11/14/00  05/01/09     92.822     12.750     17.56    0.019370   0.020749   0.022226   0.023808  0.025503      7.39     8.48
Tritel PCS, Inc.           U89678AA1  05/11/99  05/15/09     53.828     VARIES              0.332935   0.354159   0.354158   0.354158  0.354157    124.65   127.50
Trump Atlantic City
  Funding II               U89685AA6  12/10/97  05/01/06     96.073     11.250     24.30    0.015676   0.016617   0.017614   0.018672  0.019793      5.93     6.66
Trump Atlantic City
  Funding III              U89686AA4  12/10/97  05/01/06     94.200     11.250     35.71    0.023257   0.024696   0.026225   0.027848  0.029572      8.81     9.93
Trump Casino Holdings      U89688AA0  03/25/03  03/15/10     94.832     11.625      3.78    0.014182   0.015088   0.016051   0.017075  0.018165      5.47     6.19
                           U89688AB8  03/25/03  09/15/10    100.000     11.625              0.171389   0.176531   0.181827   0.187281  0.192899     63.73    67.61
Vail Resorts, Inc.         U90984AB8  11/21/01  05/15/09     95.404      8.750      9.90    0.014505   0.015203   0.015934   0.016701  0.017505      5.41     5.95
United Rentals, Inc.       U91139AB8  12/24/02  04/15/08     97.045     10.750      4.43    0.012742   0.013475   0.014251   0.015071  0.015938      4.83     5.41
VoiceStream Wireless       U92709AB7  11/09/99  11/15/09     56.061     VARIES              0.293917   0.311367   0.329854   0.329854  0.329853    110.60   118.75




SECTION 1-C Inflation Indexed Debt Instruments




                                                     Inflation-Adj    Stated
                                 Issue     Maturity   Principal on   Interest  Total OID    2004 1st   2004 2nd   2004 3rd    Calendar Year
Name of Issuer       CUSIP No.    Date       Date     Issue Date       Rate    to 1/1/04     Period     Period     Period         2004
______________       _________  ________  _________   ___________    ________  _________    ________   ________   ________    _____________

U.S. Treasury        9128272M3  01/15/97  01/15/07      100.104       3.375%     166.63    -0.101802   0.129098   0.089226       37.24
U.S. Treasury        9128273T7  01/15/98  01/15/08      100.000       3.625%     145.12    -0.099836   0.126606   0.087504       36.52
U.S. Treasury        912810FD5  04/15/98  04/15/28      100.000       3.625%     143.81     0.039256   0.127659   0.115320       36.48
U.S. Treasury        9128274Y5  01/15/99  01/15/09      100.000       3.875%     128.05    -0.098348   0.124718   0.086199       35.98
U.S. Treasury        912810FH6  04/15/99  04/15/29      100.000       3.875%     125.35     0.038622   0.125598   0.113458       35.89
U.S. Treasury        9128275W8  01/18/00  01/15/10      100.006       4.250%      99.53    -0.095866   0.121571   0.084024       35.07
U.S. Treasury        9128276R8  01/15/01  01/15/11      100.002       3.500%      62.93    -0.092672   0.117520   0.081224       33.90
U.S. Treasury        912810FQ6  10/15/01  04/15/32      100.000       3.375%      42.26     0.035770   0.116324   0.105080       33.24
U.S. Treasury        9128277J5  01/15/02  01/15/12      100.000       3.375%      41.88    -0.090835   0.115190   0.079614       33.23
U.S. Treasury        912828AF7  07/15/02  07/15/12      100.000       3.000%      28.92    -0.089705   0.113758   0.078624       32.81
U.S. Treasury        912828BD1  07/15/03  07/15/13      100.000       1.875%       7.27    -0.087818   0.111365   0.076970       32.12
U.S. Treasury        912828BW9  01/15/04  01/15/14      100.000       2.000%                           0.110696   0.076508       33.15
U.S. Treasury        912810FR4  07/15/04  01/15/25      100.000       2.375%                                      0.074997       12.75
U.S. Treasury        912828CP3  07/15/04  07/15/14      100.000       2.000%                                      0.074997       12.75
U.S. Treasury        912828CZ1  10/15/04  04/15/10      100.000       0.875%                                      0.098455        7.68






Section II
STRIPPED COMPONENTS OF U.S. TREASURY AND
GOVERNMENT-SPONSORED ENTERPRISES


   FOR BROKERS & MIDDLEMEN ONLY: Original Issue Discount (OID) to be reported for stripped interest & principal components per $1000 Maturity Value (for calendar year 2004).

          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/04    03/31/04      2.36           01/01/16    03/31/16     27.10
     04/01/04    06/30/04      5.07           04/01/16    06/30/16     26.88
     07/01/04    09/30/04      8.41           07/01/16    09/30/16     26.65
     10/01/04    12/31/04     12.49           10/01/16    12/31/16     26.41
     01/01/05    03/31/05     13.82           01/01/17    03/31/17     26.14
     04/01/05    06/30/05     15.23           04/01/17    06/30/17     25.90
     07/01/05    09/30/05     16.62           07/01/17    09/30/17     25.66
     10/01/05    12/31/05     17.88           10/01/17    12/31/17     25.39
     01/01/06    03/31/06     19.02           01/01/18    03/31/18     25.14
     04/01/06    06/30/06     20.23           04/01/18    06/30/18     24.87
     07/01/06    09/30/06     21.32           07/01/18    09/30/18     24.61
     10/01/06    12/31/06     22.38           10/01/18    12/31/18     24.33
     01/01/07    03/31/07     23.40           01/01/19    03/31/19     24.06
     04/01/07    06/30/07     24.31           04/01/19    06/30/19     23.80
     07/01/07    09/30/07     25.18           07/01/19    09/30/19     23.52
     10/01/07    12/31/07     25.94           10/01/19    12/31/19     23.24
     01/01/08    03/31/08     26.67           01/01/20    03/31/20     22.96
     04/01/08    06/30/08     27.29           04/01/20    06/30/20     22.68
     07/01/08    09/30/08     27.79           07/01/20    09/30/20     22.39
     10/01/08    12/31/08     28.35           10/01/20    12/31/20     22.11
     01/01/09    03/31/09     28.72           01/01/21    03/31/21     21.83
     04/01/09    06/30/09     29.08           04/01/21    06/30/21     21.55
     07/01/09    09/30/09     29.33           07/01/21    09/30/21     21.27
     10/01/09    12/31/09     29.57           10/01/21    12/31/21     20.99
     01/01/10    03/31/10     29.71           01/01/22    03/31/22     20.71
     04/01/10    06/30/10     29.84           04/01/22    06/30/22     20.43
     07/01/10    09/30/10     29.89           07/01/22    09/30/22     20.16
     10/01/10    12/31/10     29.93           10/01/22    12/31/22     19.89
     01/01/11    03/31/11     29.95           01/01/23    03/31/23     19.62
     04/01/11    06/30/11     29.96           04/01/23    06/30/23     19.35
     07/01/11    09/30/11     29.96           07/01/23    09/30/23     19.09
     10/01/11    12/31/11     29.89           10/01/23    12/31/23     18.84
     01/01/12    03/31/12     29.86           01/01/24    03/31/24     18.58
     04/01/12    06/30/12     29.77           04/01/24    06/30/24     18.33
     07/01/12    09/30/12     29.67           07/01/24    09/30/24     18.08
     10/01/12    12/31/12     29.57           10/01/24    12/31/24     17.83
     01/01/13    03/31/13     29.45           01/01/25    03/31/25     17.59
     04/01/13    06/30/13     29.28           04/01/25    06/30/25     17.36
     07/01/13    09/30/13     29.15           07/01/25    09/30/25     17.12
     10/01/13    12/31/13     28.96           10/01/25    12/31/25     16.88
     01/01/14    03/31/14     28.77           01/01/26    03/31/26     16.66
     04/01/14    06/30/14     28.58           04/01/26    06/30/26     16.43
     07/01/14    09/30/14     28.38           07/01/26    09/30/26     16.21
     10/01/14    12/31/14     28.18           10/01/26    12/31/26     15.98
     01/01/15    03/31/15     27.97           01/01/27    03/31/27     15.77
     04/01/15    06/30/15     27.76           04/01/27    06/30/27     15.56
     07/01/15    09/30/15     27.54           07/01/27    09/30/27     15.35
     10/01/15    12/31/15     27.33           10/01/27    12/31/27     15.15

Section II (continued)


          Strips                                   Strips
          Maturing             OID                 Maturing             OID
      From       Through    per $1000          From       Through    per $1000
     --------    --------   ---------         --------    --------   ---------
     01/01/28    03/31/28     14.95           07/01/36    09/30/36      9.42
     04/01/28    06/30/28     14.75           10/01/36    12/31/36      9.30
     07/01/28    09/30/28     14.55           01/01/37    03/31/37      9.18
     10/01/28    12/31/28     14.34           04/01/37    06/30/37      9.06
     01/01/29    03/31/29     14.15           07/01/37    09/30/37      8.94
     04/01/29    06/30/29     13.96           10/01/37    12/31/37      8.82
     07/01/29    09/30/29     13.77           01/01/38    03/31/38      8.70
     10/01/29    12/31/29     13.59           04/01/38    06/30/38      8.59
     01/01/30    03/31/30     13.41           07/01/38    09/30/38      8.48
     04/01/30    06/30/30     13.23           10/01/38    12/31/38      8.37
     07/01/30    09/30/30     13.03           01/01/39    03/31/39      8.26
     10/01/30    12/31/30     12.86           04/01/39    06/30/39      8.15
     01/01/31    03/31/31     12.69           07/01/39    09/30/39      8.04
     04/01/31    06/30/31     12.52           10/01/39    12/31/39      7.94
     07/01/31    09/30/31     12.36           01/01/40    03/31/40      7.83
     10/01/31    12/31/31     12.17           04/01/40    06/30/40      7.73
     01/01/32    03/31/32     12.00           07/01/40    09/30/40      7.63
     04/01/32    06/30/32     11.85           10/01/40    12/31/40      7.53
     07/01/32    09/30/32     11.69           01/01/41    03/31/41      7.43
     10/01/32    12/31/32     11.53           04/01/41    06/30/41      7.33
     01/01/33    03/31/33     11.35           07/01/41    09/30/41      7.24
     04/01/33    06/30/33     11.20           10/01/41    12/31/41      7.14
     07/01/33    09/30/33     11.05           01/01/42    03/31/42      7.05
     10/01/33    12/31/33     10.91           04/01/42    06/30/42      6.96
     01/01/34    03/31/34     10.76           07/01/42    09/30/42      6.87
     04/01/34    06/30/34     10.62           10/01/42    12/31/42      6.78
     07/01/34    09/30/34     10.48           01/01/43    03/31/43      6.69
     10/01/34    12/31/34     10.34           04/01/43    06/30/43      6.60
     01/01/35    03/31/35     10.20           07/01/43    09/30/43      6.52
     04/01/35    06/30/35     10.07           10/01/43    12/31/43      6.43
     07/01/35    09/30/35      9.94           01/01/44    03/31/44      6.35
     10/01/35    12/31/35      9.81           04/01/44    06/30/44      6.27
     01/01/36    03/31/36      9.68           07/01/44    09/30/44      6.18
     04/01/36    06/30/36      9.55           10/01/44    12/31/44      6.10


    Note:  This section lists OID for use SOLELY by brokers and other middlemen
    in preparing information returns for zero coupon instruments issued under the
    Department of the Treasury's STRIPS program, by government-sponsored enterprises
    such as the Resolution Funding Corporation and the Financing Corporation, or as
    instruments backed by U.S. Treasury securities that represent ownership
    interests in such securities.  If you owned or held such debt instruments in 2004,
    do not rely on the amounts listed in this section.  Instead, follow the OID
    computation rules and methods described earlier in this publication under
    "Figuring OID on Stripped Bonds and Coupons."


                                 Section III-A

                        Short Term U.S. Treasury Bills
                      Issued at a Discount and Maturing
                            January 2004 - May 2005

                                                   Discount to be
                                 Issue Price      Reported as 2004
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912795PD7  01/02/04  07/03/03       99.517                 4.83
      PE5  01/08/04  07/10/03       99.525                 4.75
      PF2  01/15/04  07/17/03       99.530                 4.70
      PG0  01/22/04  07/24/03       99.520                 4.80
      PH8  01/29/04  07/31/03       99.505                 4.95
      PJ4  02/05/04  08/07/03       99.482                 5.18
      PK1  02/12/04  08/14/03       99.479                 5.21
      PL9  02/19/04  08/21/03       99.477                 5.23
      PM7  02/26/04  08/28/03       99.474                 5.26
      PN5  03/04/04  09/04/03       99.474                 5.26
      PP0  03/11/04  09/11/03       99.489                 5.11
912795QK0  03/15/04  03/03/04       99.967                 0.33
912795PQ8  03/18/04  09/18/03       99.497                 5.03
      PR6  03/25/04  09/25/03       99.489                 5.11
      PS4  04/01/04  10/02/03       99.492                 5.08
      PT2  04/08/04  10/09/03       99.497                 5.03
      PU9  04/15/04  10/16/03       99.502                 4.98
912795QM6  04/19/04  04/08/04       99.970                 0.30
      QL8  04/20/04  04/06/04       99.964                 0.36
912795PV7  04/22/04  10/23/03       99.487                 5.13
      PW5  04/29/04  10/30/03       99.484                 5.16
      PX3  05/06/04  11/06/03       99.482                 5.18
      PY1  05/13/04  11/13/03       99.474                 5.26
      PZ8  05/20/04  11/20/03       99.489                 5.11
912795QA2  05/27/04  11/28/03       99.492                 5.08
      QB0  06/03/04  12/04/03       99.479                 5.21
      QC8  06/10/04  12/11/03       99.494                 5.06
      QQ7  06/11/04  06/09/04       99.995                 0.05
      QN4  06/14/04  06/01/04       99.967                 0.33
      QP9  06/15/04  06/03/04       99.968                 0.32
      QD6  06/17/04  12/18/03       99.505                 4.95
      QE4  06/24/04  12/26/03       99.512                 4.88
      QR5  07/01/04  01/02/04       99.500                 5.00
      QS3  07/08/04  01/08/04       99.484                 5.16
      QT1  07/15/04  01/15/04       99.520                 4.80
      QU8  07/22/04  01/22/04       99.520                 4.80
      QV6  07/29/04  01/29/04       99.517                 4.83
      QW4  08/05/04  02/05/04       99.494                 5.06
      QX2  08/12/04  02/12/04       99.500                 5.00
      QY0  08/19/04  02/19/04       99.507                 4.93
      QZ7  08/26/04  02/26/04       99.497                 5.03
912795RA1  09/02/04  03/04/04       99.500                 5.00
      RB9  09/09/04  03/11/04       99.507                 4.93
912795TC5  09/15/04  09/01/04       99.942                 0.58
912795RC7  09/16/04  03/18/04       99.500                 5.00
      RD5  09/23/04  03/25/04       99.500                 5.00

                          Section III-A (continued)

                                                   Discount to be
                                 Issue Price      Reported as 2004
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      RE3  09/30/04  04/01/04       99.500                 5.00
      RF0  10/07/04  04/08/04       99.479                 5.21
      RG8  10/14/04  04/15/04       99.482                 5.18
912795TD3  10/15/04  10/01/04       99.938                 0.62
912795RH6  10/21/04  04/22/04       99.454                 5.46
      RJ2  10/28/04  04/29/04       99.411                 5.89
      RK9  11/04/04  05/06/04       99.406                 5.94
      RL7  11/12/04  05/13/04       99.319                 6.81
      RM5  11/18/04  05/20/04       99.325                 6.75
      RN3  11/26/04  05/27/04       99.301                 6.99
      RP8  12/02/04  06/03/04       99.292                 7.08
      RQ6  12/09/04  06/10/04       99.239                 7.61
      RR4  12/16/04  06/17/04       99.130                 8.70
      RS2  12/23/04  06/24/04       99.153                 8.47
      RT0  12/30/04  07/01/04       99.128                 8.72




                                                   Discount to be
                                 Issue Price      Reported as 2005
 CUSIP     Maturity    Issue   (% of Principal   Interest(Per $1,000
 Number      Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
912795RU7  01/06/05  07/08/04       99.176                 8.24
      RV5  01/13/05  07/15/04       99.176                 8.24
      RW3  01/20/05  07/22/04       99.166                 8.34
      RX1  01/27/05  07/29/04       99.123                 8.77
      RY9  02/03/05  08/05/04       99.123                 8.77
      RZ6  02/10/05  08/12/04       99.158                 8.42
912795SA0  02/17/05  08/16/04       99.128                 8.72
      SB8  02/24/05  08/26/04       99.115                 8.85
      SC6  03/03/05  09/02/04       99.103                 8.97
      SD4  03/10/05  09/09/04       99.060                 9.40
      SE2  03/17/05  09/16/04       99.070                 9.30
      SF9  03/24/05  09/23/04       99.054                 9.46
      SG7  03/31/05  09/30/04       99.014                 9.86
      SH5  04/07/05  10/07/04       98.993                10.07
      SJ1  04/14/05  10/14/04       99.011                 9.89
      SK8  04/21/05  10/21/04       98.993                10.07
      SL6  04/28/05  10/28/04       98.968                10.32
      SM4  05/05/05  11/04/04       98.918                10.82
      SN2  05/12/05  11/12/04       98.863                11.37

                                 Section III-B

                      STUDENT LOAN MARKETING ASSOCIATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2004

                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
863872RK5  01/05/04  12/31/03       99.990                0.10
      RL3  01/06/04  12/09/03       99.922                0.78
      RM1  01/07/04  12/04/03       99.905                0.95
      RN9  01/08/04  12/11/03       99.922                0.78
      RP4  01/09/04  01/08/04       99.998                0.02
      RS8  01/12/04  01/09/04       99.993                0.07
      RT6  01/13/04  01/14/03       98.635               13.65
      RU3  01/14/04  01/13/04       99.998                0.02
      RV1  01/15/04  12/11/03       99.902                0.98
      RW9  01/16/04  01/15/04       99.997                0.03
863872SA6  01/20/04  01/22/03       98.699               13.01
      SB4  01/21/04  01/20/04       99.997                0.03
      SC2  01/22/04  01/21/04       99.997                0.03
      SD0  01/23/04  01/22/04       99.997                0.03
      SG3  01/26/04  12/26/03       99.914                0.86
      SH1  01/27/04  01/31/03       98.686               13.14
      SJ7  01/28/04  01/27/04       99.997                0.03
      SK4  01/29/04  01/20/04       99.977                0.23
      SL2  01/30/04  01/29/04       99.997                0.03
      SP3  02/02/04  01/30/04       99.992                0.08
      SQ1  02/03/04  01/06/04       99.925                0.75
      SR9  02/04/04  01/26/04       99.977                0.23
      SS7  02/05/04  02/04/04       99.997                0.03
      ST5  02/06/04  02/05/04       99.997                0.03
      SW8  02/09/04  02/06/04       99.993                0.07
      SX6  02/10/04  02/09/04       99.998                0.02
      SY4  02/11/04  02/10/04       99.997                0.03
      SZ1  02/12/04  02/11/04       99.997                0.03
863872TA5  02/13/04  02/12/04       99.997                0.03
      TE7  02/17/04  01/28/04       99.947                0.53
      TF4  02/18/04  02/17/04       99.997                0.03
      TG2  02/19/04  02/18/04       99.997                0.03
      TH0  02/20/04  02/12/04       99.979                0.21
      TL1  02/23/04  02/20/04       99.992                0.08
      TM9  02/24/04  02/27/03       98.743               12.57
      TN7  02/25/04  02/24/04       99.997                0.03
      TP2  02/26/04  02/25/04       99.997                0.03
      TQ0  02/27/04  02/26/04       99.997                0.03
      TT4  03/01/04  02/18/04       99.969                0.31
      TU1  03/02/04  02/18/04       99.966                0.34
      TV9  03/03/04  03/02/04       99.997                0.03
      TW7  03/04/04  02/17/04       99.958                0.42
      TX5  03/05/04  03/04/04       99.997                0.03
863872UA3  03/08/04  03/05/04       99.992                0.08
      UB1  03/09/04  03/08/04       99.997                0.03
      UC9  03/10/04  03/09/04       99.998                0.02


                         Section III-B (continued)

                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      UD7  03/11/04  02/26/04       99.963                0.37
      UE5  03/12/04  03/11/04       99.997                0.03
      UH8  03/15/04  12/17/03       99.748                2.52
      UJ4  03/16/04  03/15/04       99.997                0.03
      UK1  03/17/04  03/16/04       99.997                0.03
      UL9  03/18/04  03/11/04       99.982                0.18
      UM7  03/19/04  03/15/04       99.989                0.11
      UQ8  03/22/04  02/20/04       99.919                0.81
      UR6  03/23/04  03/26/03       98.740               12.60
      US4  03/24/04  03/23/04       99.997                0.03
      UT2  03/25/04  02/25/04       99.923                0.77
      UU9  03/26/04  03/25/04       99.997                0.03
      UX3  03/29/04  03/26/04       99.992                0.08
      UY1  03/30/04  03/02/04       99.928                0.72
      UZ8  03/31/04  02/17/04       99.890                1.10
863872VA2  04/01/04  03/31/04       99.997                0.03
      VB0  04/02/04  04/01/04       99.997                0.03
      VE4  04/05/04  04/02/04       99.992                0.08
      VF1  04/06/04  04/05/04       99.997                0.03
      VG9  04/07/04  04/06/04       99.997                0.03
      VH7  04/08/04  04/07/04       99.997                0.03
      VM6  04/12/04  04/08/04       99.989                0.11
      VN4  04/13/04  04/12/04       99.997                0.03
      VP9  04/14/04  04/13/04       99.997                0.03
      VQ7  04/15/04  04/08/04       99.981                0.19
      VR5  04/16/04  04/15/04       99.997                0.03
      VU8  04/19/04  04/16/04       99.992                0.08
      VV6  04/20/04  04/19/04       99.997                0.03
      VW4  04/21/04  04/20/04       99.998                0.02
      VX2  04/22/04  04/24/03       98.716               12.84
      VY0  04/23/04  04/22/04       99.997                0.03
863872WB9  04/26/04  04/23/04       99.992                0.08
      WC7  04/27/04  03/30/04       99.926                0.74
      WD5  04/28/04  04/27/04       99.998                0.02
      WE3  04/29/04  04/22/04       99.982                0.18
      WF0  04/30/04  04/23/04       99.982                0.18
      WJ2  05/03/04  04/26/04       99.982                0.18
      WK9  05/04/04  05/03/04       99.997                0.03
      WL7  05/05/04  04/29/04       99.984                0.16
      WM5  05/06/04  05/05/04       99.997                0.03
      WN3  05/07/04  05/06/04       99.997                0.03
      WR4  05/10/04  05/07/04       99.993                0.07
      WS2  05/11/04  05/10/04       99.998                0.02
      WT0  05/12/04  04/29/04       99.966                0.34
      WU7  05/13/04  05/12/04       99.997                0.03
      WV5  05/14/04  05/13/04       99.997                0.03


                         Section III-B (continued)

                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      WY9  05/17/04  05/14/04       99.992                0.08
      WZ6  05/18/04  05/23/03       98.887               11.13
863872XA0  05/19/04  05/12/04       99.982                0.18
      XG7  05/25/04  04/27/04       99.928                0.72
      XJ1  05/27/04  05/26/04       99.998                0.02
      XK8  05/28/04  05/27/04       99.997                0.03
      XS1  06/04/04  06/03/04       99.998                0.02
      XV4  06/07/04  06/04/04       99.993                0.07
      XW2  06/08/04  06/07/04       99.998                0.02
      XZ5  06/11/04  06/10/04       99.997                0.03
863872YD3  06/15/04  03/15/04       99.757                2.43
      YE1  06/16/04  06/15/04       99.997                0.03
      YG6  06/18/04  06/17/04       99.997                0.03
      YK7  06/21/04  06/18/04       99.992                0.08
      YL5  06/22/04  05/25/04       99.925                0.75
      YM3  06/23/04  06/22/04       99.998                0.02
      YN1  06/24/04  06/23/04       99.997                0.03
      YP6  06/25/04  06/24/04       99.997                0.03
      YS0  06/28/04  06/25/04       99.992                0.08
      YT8  06/29/04  06/28/04       99.997                0.03
      YU5  06/30/04  06/29/04       99.997                0.03
863872ZQ3  07/20/04  06/22/04       99.912                0.88
863872F93  09/15/04  06/16/04       99.639                3.61



                                 Section III-C

                            FEDERAL HOME LOAN BANKS
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2004

                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313384RG6  01/02/04  01/07/03      98.650               13.50
      RK7  01/05/04  01/23/03      98.786               12.14
      RL5  01/06/04  05/08/03      99.224                7.76
      RM3  01/07/04  01/17/03      98.728               12.72
      RN1  01/08/04  01/15/03      98.707               12.93
      RP6  01/09/04  01/14/03      98.690               13.10
      RS0  01/12/04  01/17/03      98.730               12.70
      RT8  01/13/04  07/03/03      99.483                5.17
      RU5  01/14/04  01/22/03      98.741               12.59
      RV3  01/15/04  04/23/03      99.110                8.90
      RW1  01/16/04  01/22/03      98.734               12.66
313384SA8  01/20/04  01/31/03      98.722               12.78
      SB6  01/21/04  01/28/03      98.767               12.33
      SC4  01/22/04  01/31/03      98.695               13.05
      SD2  01/23/04  01/28/03      98.760               12.40
      SG5  01/26/04  01/31/03      98.690               13.10
      SH3  01/27/04  04/30/03      99.116                8.84
      SJ9  01/28/04  03/06/03      98.925               10.75
      SK6  01/29/04  02/05/03      98.723               12.77
      SL4  01/30/04  02/04/03      98.710               12.90
      SP5  02/02/04  02/10/03      98.780               12.20
      SQ3  02/03/04  08/07/03      99.460                5.40
      SR1  02/04/04  05/09/03      99.134                8.66
      SS9  02/05/04  02/10/03      98.730               12.70
      ST7  02/06/04  02/12/03      98.773               12.27
      SW0  02/09/04  02/28/03      98.808               11.92
      SX8  02/10/04  07/03/03      99.420                5.80
      SY6  02/11/04  05/08/03      99.132                8.68
      SZ3  02/12/04  02/24/03      98.804               11.96
313384TA7  02/13/04  02/20/03      98.777               12.23
      TE9  02/17/04  07/07/03      99.412                5.88
      TF6  02/18/04  05/09/03      99.098                9.02
      TG4  02/19/04  03/06/03      98.833               11.67
      TH2  02/20/04  02/27/03      98.757               12.43
      TL3  02/23/04  02/28/03      98.770               12.30
      TM1  02/24/04  05/30/03      99.175                8.25
      TN9  02/25/04  08/29/03      99.460                5.40
      TP4  02/26/04  03/03/03      98.770               12.30
      TQ2  02/27/04  03/04/03      98.770               12.30
      TT6  03/01/04  03/07/03      98.810               11.90
      TU3  03/02/04  09/04/03      99.455                5.45
      TV1  03/03/04  03/26/03      98.876               11.24
      TW9  03/04/04  09/04/03      99.449                5.51
      TX7  03/05/04  03/12/03      98.933               10.67
313384UA5  03/08/04  03/28/03      98.866               11.34
      UB3  03/09/04  11/14/03      99.665                3.35
      UC1  03/10/04  05/16/03      99.061                9.39

                         Section III-C (continued)

                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      UD9  03/11/04  03/20/03      98.850               11.50
      UE7  03/12/04  05/15/03      99.053                9.47
      UH0  03/15/04  03/27/03      98.820               11.80
      UJ6  03/16/04  09/12/03      99.452                5.48
      UK3  03/17/04  09/17/03      99.453                5.47
      UL1  03/18/04  09/23/03      99.493                5.07
      UM9  03/19/04  04/03/03      98.859               11.41
      UQ0  03/22/04  07/03/03      99.291                7.09
      UR8  03/23/04  07/01/03      99.283                7.17
      US6  03/24/04  03/31/03      98.823               11.77
      UT4  03/25/04  07/03/03      99.298                7.02
      UU1  03/26/04  04/02/03      98.883               11.17
      UX5  03/29/04  04/04/03      98.860               11.40
      UY3  03/30/04  08/04/03      99.256                7.44
      UZ0  03/31/04  05/21/03      99.055                9.45
313384VA4  04/01/04  07/11/03      99.271                7.29
      VB2  04/02/04  10/01/03      99.468                5.32
      VE6  04/05/04  10/03/03      99.466                5.34
      VF3  04/06/04  07/01/03      99.246                7.54
      VG1  04/07/04  10/08/03      99.462                5.38
      VH9  04/08/04  04/17/03      98.741               12.59
      VJ5  04/09/04  04/16/03      98.763               12.37
      VM8  04/12/04  04/22/03      98.764               12.36
      VN6  04/13/04  07/25/03      99.248                7.52
      VP1  04/14/04  07/24/03      99.242                7.58
      VQ9  04/15/04  04/21/03      98.740               12.60
      VR7  04/16/04  04/23/03      98.753               12.47
      VU0  04/19/04  04/25/03      98.756               12.44
      VV8  04/20/04  10/17/03      99.451                5.49
      VW6  04/21/04  10/22/03      99.429                5.71
      VX4  04/22/04  04/29/03      98.823               11.77
      VY2  04/23/04  04/30/03      98.783               12.17
313384WB1  04/26/04  05/02/03      98.900               11.00
      WC9  04/27/04  05/08/03      98.896               11.04
      WD7  04/28/04  07/25/03      99.205                7.95
      WE5  04/29/04  10/31/03      99.442                5.58
      WF2  04/30/04  05/06/03      98.820               11.80
      WJ4  05/03/04  05/21/03      98.969               10.31
      WK1  05/04/04  08/07/03      99.142                8.58
      WL9  05/05/04  05/19/03      98.973               10.27
      WM7  05/06/04  05/12/03      98.860               11.40
      WN5  05/07/04  05/13/03      98.860               11.40
      WR6  05/10/04  05/19/03      98.959               10.41
      WS4  05/11/04  08/13/03      99.131                8.69
      WT2  05/12/04  11/12/03      99.415                5.85
      WU9  05/13/04  05/20/03      98.913               10.87
      WV7  05/14/04  05/22/03      98.926               10.74


                         Section III-C (continued)

                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      WY1  05/17/04  06/10/03      99.003                9.97
      WZ8  05/18/04  09/30/03      99.307                6.93
313384XA2  05/19/04  05/29/03      98.883               11.17
      XB0  05/20/04  05/28/03      98.876               11.24
      XC8  05/21/04  05/28/03      98.875               11.25
      XF1  05/24/04  05/30/03      98.900               11.00
      XG9  05/25/04  08/27/03      99.108                8.92
      XH7  05/26/04  06/09/03      98.983               10.17
      XJ3  05/27/04  06/10/03      98.983               10.17
      XK0  05/28/04  06/03/03      98.880               11.20
      XP9  06/01/04  09/04/03      99.104                8.96
      XQ7  06/02/04  06/09/03      98.975               10.25
      XR5  06/03/04  06/09/03      98.964               10.36
      XS3  06/04/04  06/11/03      99.013                9.87
      XV6  06/07/04  06/19/03      99.076                9.24
      XW4  06/08/04  12/12/03      99.458                5.42
      XX2  06/09/04  09/11/03      99.154                8.46
      XY0  06/10/04  06/16/03      99.100                9.00
      XZ7  06/11/04  12/12/03      99.432                5.68
313384YC7  06/14/04  06/20/03      99.100                9.00
      YD5  06/15/04  07/01/03      99.018                9.82
      YE3  06/16/04  09/26/03      99.186                8.14
      YF0  06/17/04  06/24/03      99.112                8.88
      YG8  06/18/04  06/24/03      99.110                8.90
      YK9  06/21/04  06/27/03      98.990               10.10
      YL7  06/22/04  01/20/04      99.568                4.32
      YM5  06/23/04  12/23/03      99.451                5.49
      YN3  06/24/04  06/30/03      99.000               10.00
      YP8  06/25/04  07/01/03      98.990               10.10
      YS2  06/28/04  08/11/03      99.016                9.84
      YT0  06/29/04  09/26/03      99.146                8.54
      YU7  06/30/04  09/30/03      99.163                8.37
      YV5  07/01/04  10/02/03      99.181                8.19
      YW3  07/02/04  07/08/03      98.970               10.30
313384ZA0  07/06/04  10/17/03      99.123                8.77
      ZB8  07/07/04  12/23/03      99.409                5.91
      ZC6  07/08/04  11/04/03      99.211                7.89
      ZD4  07/09/04  10/01/03      99.154                8.46
      ZG7  07/12/04  07/18/03      98.955               10.45
      ZH5  07/13/04  04/02/04      99.724                2.76
      ZJ1  07/14/04  10/17/03      99.134                8.66
      ZK8  07/15/04  07/21/03      98.950               10.50
      ZL6  07/16/04  07/22/03      98.940               10.60
      ZP7  07/19/04  07/25/03      98.940               10.60
      ZQ5  07/20/04  10/21/03      99.098                9.02
      ZR3  07/21/04  01/21/04      99.468                5.32
      ZS1  07/22/04  07/29/03      98.943               10.57

                         Section III-C (continued)

                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      ZT9  07/23/04  07/29/03      98.920               10.80
      ZW2  07/26/04  08/01/03      98.777               12.23
      ZX0  07/27/04  10/24/03      99.084                9.16
      ZY8  07/28/04  08/06/03      98.764               12.36
      ZZ5  07/29/04  08/06/03      98.757               12.43
313384A25  07/30/04  08/05/03      98.790               12.10
      A58  08/02/04  08/08/03      98.800               12.00
      A66  08/03/04  08/11/03      98.797               12.03
      A74  08/04/04  08/11/03      98.793               12.07
      A82  08/05/04  08/11/03      98.780               12.20
      A90  08/06/04  08/12/03      98.770               12.30
313384B40  08/09/04  11/21/03      99.134                8.66
      B57  08/10/04  08/28/03      98.743               12.57
      B65  08/11/04  12/11/03      99.288                7.12
      B73  08/12/04  08/19/03      98.753               12.47
      B81  08/13/04  08/19/03      98.740               12.60
313384C31  08/16/04  08/22/03      98.750               12.50
      C49  08/17/04  02/25/04      99.531                4.69
      C56  08/18/04  11/14/03      99.066                9.34
      C64  08/19/04  08/26/03      98.753               12.47
      C72  08/20/04  08/26/03      98.740               12.60
313384D22  08/23/04  02/24/04      99.482                5.18
      D30  08/24/04  12/03/03      99.043                9.57
      D48  08/25/04  09/12/03      98.850               11.50
      D55  08/26/04  11/26/03      99.079                9.21
      D63  08/27/04  09/03/03      98.705               12.95
      D97  08/30/04  09/08/03      98.790               12.10
313384E21  08/31/04  09/15/03      98.869               11.31
      E39  09/01/04  09/16/03      98.840               11.60
      E47  09/02/04  09/08/03      98.790               12.10
      E54  09/03/04  09/12/03      98.820               11.80
      E96  09/07/04  12/04/03      98.988               10.12
313384F20  09/08/04  09/16/03      98.817               11.83
      F38  09/09/04  09/16/03      98.843               11.57
      F46  09/10/04  09/17/03      98.853               11.47
      F79  09/13/04  03/17/04      99.515                4.85
      F87  09/14/04  02/26/04      99.431                5.69
      F95  09/15/04  09/25/03      98.873               11.27
313384G29  09/16/04  12/16/03      99.114                8.86
      G37  09/17/04  09/23/03      98.830               11.70
      G60  09/20/04  10/02/03      98.909               10.91
      G78  09/21/04  09/30/03      98.873               11.27
      G86  09/22/04  09/30/03      98.856               11.44
      G94  09/23/04  09/30/03      98.866               11.34
313384H28  09/24/04  09/30/03      98.890               11.10
      H51  09/27/04  10/15/03      98.840               11.60
      H69  09/28/04  03/29/04      99.487                5.13

                         Section III-C (continued)

                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      H77  09/29/04  10/20/03      98.773               12.27
      H85  09/30/04  10/07/03      98.873               11.27
      H93  10/01/04  10/07/03      98.850               11.50
313384J42  10/04/04  10/10/03      98.850               11.50
      J59  10/05/04  10/22/03      98.720               12.80
      J67  10/06/04  10/20/03      98.719               12.81
      J75  10/07/04  10/20/03      98.715               12.85
      J83  10/08/04  10/14/03      98.800               12.00
313384K40  10/12/04  11/03/03      98.758               12.42
      K57  10/13/04  04/08/04      99.436                5.64
      K65  10/14/04  10/28/03      98.778               12.22
      K73  10/15/04  10/21/03      98.680               13.20
313384L23  10/18/04  10/24/03      98.680               13.20
      L31  10/19/04  01/29/04      99.164                8.36
      L49  10/20/04  01/14/04      99.152                8.48
      L56  10/21/04  10/27/03      98.700               13.00
      L64  10/22/04  10/29/03      98.773               12.27
      L98  10/25/04  10/31/03      98.723               12.77
313384M22  10/26/04  11/06/03      98.698               13.02
      M30  10/27/04  12/03/03      98.766               12.34
      M48  10/28/04  11/04/03      98.704               12.96
      M55  10/29/04  11/05/03      98.684               13.16
      M89  11/01/04  11/10/03      98.612               13.88
      M97  11/02/04  11/12/03      98.616               13.84
313384N21  11/03/04  11/10/03      98.604               13.96
      N39  11/04/04  11/10/03      98.600               14.00
      N47  11/05/04  11/12/03      98.611               13.89
      N70  11/08/04  11/14/03      98.699               13.01
      N88  11/09/04  11/17/03      98.697               13.03
      N96  11/10/04  11/17/03      98.694               13.06
313384P37  11/12/04  11/18/03      98.700               13.00
      P60  11/15/04  11/24/03      98.711               12.89
      P78  11/16/04  05/13/04      99.309                6.91
      P86  11/17/04  11/28/03      98.708               12.92
      P94  11/18/04  11/24/03      98.700               13.00
313384Q28  11/19/04  11/25/03      98.690               13.10
      Q51  11/22/04  11/28/03      98.680               13.20
      Q69  11/23/04  12/01/03      98.680               13.20
      Q77  11/24/04  12/01/03      98.604               13.96
      Q93  11/26/04  12/02/03      98.550               14.50
313384R43  11/29/04  12/05/03      98.740               12.60
      R50  11/30/04  12/08/03      98.588               14.12
      R68  12/01/04  12/08/03      98.684               13.16
      R76  12/02/04  12/08/03      98.680               13.20
      R84  12/03/04  12/09/03      98.700               13.00
313384S34  12/06/04  12/12/03      98.740               12.60
      S42  12/07/04  12/31/03      98.794               12.06

                         Section III-C (continued)

                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      S59  12/08/04  03/17/04      99.217                7.83
      S67  12/09/04  12/15/03      98.720               12.80
      S75  12/10/04  12/16/03      98.730               12.70
313384T25  12/13/04  12/22/03      98.741               12.59
      T33  12/14/04  12/22/03      98.737               12.63
      T41  12/15/04  12/23/03      98.717               12.83
      T58  12/16/04  12/23/03      98.715               12.85
      T66  12/17/04  12/24/03      98.734               12.66
      T90  12/20/04  12/26/03      98.700               13.00
313384U23  12/21/04  12/29/03      98.727               12.73
      U31  12/22/04  01/05/04      98.739               12.61
      U49  12/23/04  12/31/03      98.737               12.63
      U80  12/27/04  01/06/04      98.714               12.86
      U98  12/28/04  01/06/04      98.711               12.89
313384V22  12/29/04  01/07/04      98.741               12.59
      V30  12/30/04  01/07/04      98.729               12.71
      V48  12/31/04  01/06/04      98.690               13.10


                                 Section III-D

                    FEDERAL NATIONAL MORTGAGE ASSOCIATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2004

                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313588RG2  01/02/04  01/10/03       98.701               12.99
      RK3  01/05/04  02/19/03       98.889               11.11
      RL1  01/06/04  03/11/03       99.122                8.78
      RM9  01/07/04  07/09/03       99.503                4.97
      RN7  01/08/04  03/10/03       99.105                8.95
      RP2  01/09/04  01/15/03       98.689               13.11
      RS6  01/12/04  08/22/03       99.575                4.25
      RT4  01/13/04  04/16/03       99.078                9.22
      RU1  01/14/04  04/17/03       99.108                8.92
      RV9  01/15/04  06/05/03       99.353                6.47
      RW7  01/16/04  03/13/03       99.099                9.01
313588SA4  01/20/04  02/27/03       98.883               11.17
      SB2  01/21/04  07/23/03       99.484                5.16
      SC0  01/22/04  02/27/03       98.876               11.24
      SD8  01/23/04  01/30/03       98.727               12.73
      SG1  01/26/04  05/29/03       99.267                7.33
      SH9  01/27/04  11/19/03       99.799                2.01
      SJ5  01/28/04  07/30/03       99.468                5.32
      SK2  01/29/04  02/13/03       98.814               11.86
      SL0  01/30/04  02/19/03       98.812               11.88
      SP1  02/02/04  02/25/03       98.841               11.59
      SQ9  02/03/04  09/02/03       99.529                4.71
      SR7  02/04/04  05/12/03       99.166                8.34
      SS5  02/05/04  10/03/03       99.639                3.61
      ST3  02/06/04  02/12/03       98.758               12.42
      SW6  02/09/04  05/29/03       99.218                7.82
      SX4  02/10/04  05/27/03       99.223                7.77
      SY2  02/11/04  04/04/03       99.026                9.74
      SZ9  02/12/04  06/05/03       99.272                7.28
313588TA3  02/13/04  06/20/03       99.418                5.82
      TE5  02/17/04  06/12/03       99.354                6.46
      TF2  02/18/04  05/29/03       99.198                8.02
      TG0  02/19/04  06/19/03       99.428                5.72
      TH8  02/20/04  05/22/03       99.186                8.14
      TL9  02/23/04  09/26/03       99.550                4.50
      TM7  02/24/04  09/24/03       99.550                4.50
      TN5  02/25/04  08/27/03       99.434                5.66
      TP0  02/26/04  06/26/03       99.340                6.60
      TQ8  02/27/04  06/26/03       99.337                6.63
      TT2  03/01/04  05/21/03       99.169                8.31
      TU9  03/02/04  11/04/03       99.643                3.57
      TV7  03/03/04  07/07/03       99.347                6.53
      TW5  03/04/04  10/02/03       99.555                4.45
      TX3  03/05/04  03/12/03       98.885               11.15
313588UA1  03/08/04  05/21/03       99.148                8.52
      UB9  03/09/04  05/27/03       99.147                8.53

                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      UC7  03/10/04  09/10/03       99.461                5.39
      UD5  03/11/04  07/02/03       99.304                6.96
      UE3  03/12/04  07/08/03       99.318                6.82
      UH6  03/15/04  04/16/03       98.831               11.69
      UJ2  03/16/04  04/15/03       98.861               11.39
      UK9  03/17/04  09/17/03       99.465                5.35
      UL7  03/18/04  04/16/03       98.821               11.79
      UM5  03/19/04  05/22/03       99.119                8.81
      UQ6  03/22/04  06/25/03       99.345                6.55
      UR4  03/23/04  04/22/03       98.880               11.20
      US2  03/24/04  09/24/03       99.460                5.40
      UT0  03/25/04  05/22/03       99.067                9.33
      UU7  03/26/04  04/02/03       98.803               11.97
      UX1  03/29/04  08/01/03       99.284                7.16
      UY9  03/30/04  06/27/03       99.246                7.54
      UZ6  03/31/04  06/24/03       99.313                6.87
313588VA0  04/01/04  06/03/03       99.057                9.43
      VB8  04/02/04  04/09/03       98.819               11.81
      VE2  04/05/04  07/09/03       99.247                7.53
      VF9  04/06/04  07/11/03       99.258                7.42
      VG7  04/07/04  08/08/03       99.217                7.83
      VH5  04/08/04  07/03/03       99.246                7.54
      VJ1  04/09/04  08/04/03       99.191                8.09
      VM4  04/12/04  07/08/03       99.225                7.75
      VN2  04/13/04  08/01/03       99.154                8.46
      VP7  04/14/04  09/10/03       99.343                6.57
      VQ5  04/15/04  09/17/03       99.355                6.45
      VR3  04/16/04  08/11/03       99.218                7.82
      VU6  04/19/04  07/23/03       99.202                7.98
      VV4  04/20/04  06/24/03       99.256                7.44
      VW2  04/21/04  08/01/03       99.127                8.73
      VX0  04/22/04  07/21/03       99.203                7.97
      VY8  04/23/04  04/30/03       98.823               11.77
313588WB7  04/26/04  08/18/03       99.202                7.98
      WC5  04/27/04  11/10/03       99.470                5.30
      WD3  04/28/04  07/28/03       99.190                8.10
      WE1  04/29/04  08/01/03       99.101                8.99
      WF8  04/30/04  05/07/03       98.868               11.32
      WJ0  05/03/04  07/07/03       99.181                8.19
      WK7  05/04/04  08/08/03       99.145                8.55
      WL5  05/05/04  07/01/03       99.142                8.58
      WM3  05/06/04  07/03/03       99.162                8.38
      WN1  05/07/04  05/13/03       98.850               11.50
      WR2  05/10/04  08/12/03       99.124                8.76
      WS0  05/11/04  08/29/03       99.182                8.18
      WT8  05/12/04  09/16/03       99.263                7.37

                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      WU5  05/13/04  07/10/03       99.136                8.64
      WV3  05/14/04  06/26/03       99.112                8.88
      WY7  05/17/04  09/02/03       99.154                8.46
      WZ4  05/18/04  09/04/03       99.165                8.35
313588XA8  05/19/04  08/01/03       99.108                8.92
      XB6  05/20/04  09/24/03       99.276                7.24
      XC4  05/21/04  06/26/03       99.083                9.17
      XF7  05/24/04  07/21/03       99.093                9.07
      XG5  05/25/04  07/28/03       99.094                9.06
      XH3  05/26/04  08/01/03       98.995               10.05
      XJ9  05/27/04  07/31/03       99.089                9.11
      XK6  05/28/04  06/04/03       98.938               10.62
      XP5  06/01/04  07/10/03       99.064                9.36
      XQ3  06/02/04  08/04/03       98.965               10.35
      XR1  06/03/04  09/02/03       99.068                9.32
      XS9  06/04/04  08/05/03       98.970               10.30
      XV2  06/07/04  06/13/03       99.080                9.20
      XW0  06/08/04  09/03/03       99.055                9.45
      XX8  06/09/04  09/19/03       99.193                8.07
      XY6  06/10/04  07/16/03       98.996               10.04
      XZ3  06/11/04  06/18/03       99.073                9.27
313588YC3  06/14/04  09/15/03       99.143                8.57
      YD1  06/15/04  07/11/03       99.037                9.63
      YE9  06/16/04  06/24/03       99.105                8.95
      YF6  06/17/04  06/27/03       98.972               10.28
      YG4  06/18/04  06/27/03       98.959               10.41
      YK5  06/21/04  08/18/03       98.965               10.35
      YL3  06/22/04  10/31/03       99.249                7.51
      YM1  06/23/04  08/27/03       98.947               10.53
      YN9  06/24/04  08/19/03       98.967               10.33
      YP4  06/25/04  07/02/03       98.943               10.57
      YS8  06/28/04  11/12/03       99.237                7.63
      YT6  06/29/04  08/19/03       98.950               10.50
      YU3  06/30/04  07/31/03       99.045                9.55
      YV1  07/01/04  08/11/03       98.944               10.56
      YW9  07/02/04  09/03/03       98.931               10.69
313588ZA6  07/06/04  10/07/03       99.151                8.49
      ZB4  07/07/04  10/01/03       99.160                8.40
      ZC2  07/08/04  09/04/03       98.931               10.69
      ZD0  07/09/04  07/17/03       98.956               10.44
      ZG3  07/12/04  11/18/03       99.230                7.70
      ZH1  07/13/04  11/19/03       99.243                7.57
      ZJ7  07/14/04  10/20/03       99.069                9.31
      ZK4  07/15/04  07/21/03       98.920               10.80
      ZL2  07/16/04  09/15/03       99.026                9.74
      ZP3  07/19/04  09/16/03       99.028                9.72

                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      ZQ1  07/20/04  10/22/03       99.078                9.22
      ZR9  07/21/04  10/21/03       99.064                9.36
      ZS7  07/22/04  09/25/03       99.055                9.45
      ZT5  07/23/04  07/30/03       98.848               11.52
      ZW8  07/26/04  04/02/04       99.674                3.26
      ZX6  07/27/04  04/05/04       99.677                3.23
      ZY4  07/28/04  10/22/03       99.051                9.49
      ZZ1  07/29/04  03/18/04       99.634                3.66
313588A21  07/30/04  09/29/03       99.043                9.57
      A54  08/02/04  09/04/03       98.844               11.56
      A62  08/03/04  10/01/03       99.070                9.30
      A70  08/04/04  02/04/04       99.464                5.36
      A88  08/05/04  10/02/03       99.067                9.33
      A96  08/06/04  08/14/03       98.747               12.53
313588B46  08/09/04  08/20/03       98.767               12.33
      B53  08/10/04  01/05/04       99.322                6.78
      B61  08/11/04  08/22/03       98.688               13.12
      B79  08/12/04  09/30/03       99.014                9.86
      B87  08/13/04  08/21/03       98.757               12.43
313588C37  08/16/04  08/22/03       98.670               13.30
      C45  08/17/04  03/18/04       99.574                4.26
      C52  08/18/04  11/25/03       99.103                8.97
      C60  08/19/04  10/21/03       98.940               10.60
      C78  08/20/04  08/27/03       98.664               13.36
313588D28  08/23/04  11/26/03       99.074                9.26
      D36  08/24/04  03/24/04       99.571                4.29
      D44  08/25/04  11/26/03       99.067                9.33
      D51  08/26/04  01/27/04       99.376                6.24
      D69  08/27/04  10/22/03       98.915               10.85
      D93  08/30/04  01/23/04       99.358                6.42
313588E27  08/31/04  10/14/03       98.936               10.64
      E35  09/01/04  10/31/03       98.929               10.71
      E43  09/02/04  10/30/03       98.913               10.87
      E50  09/03/04  01/09/04       99.293                7.07
      E92  09/07/04  09/18/03       98.846               11.54
313588F26  09/08/04  10/31/03       98.905               10.95
      F34  09/09/04  04/15/04       99.551                4.49
      F42  09/10/04  09/17/03       98.843               11.57
      F75  09/13/04  11/17/03       98.988               10.12
      F83  09/14/04  12/10/03       99.055                9.45
      F91  09/15/04  11/18/03       98.960               10.40
313588G25  09/16/04  11/20/03       98.963               10.37
      G33  09/17/04  09/24/03       98.798               12.02
      G66  09/20/04  02/23/04       99.382                6.18
      G74  09/21/04  11/25/03       98.938               10.62
      G82  09/22/04  01/21/04       99.272                7.28

                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      G90  09/23/04  11/24/03       98.944               10.56
313588H24  09/24/04  11/26/03       98.931               10.69
      H57  09/27/04  02/23/04       99.361                6.39
      H65  09/28/04  11/05/03       98.834               11.66
      H73  09/29/04  03/31/04       99.474                5.26
      H81  09/30/04  12/04/03       98.905               10.95
      H99  10/01/04  10/10/03       98.800               12.00
313588J48  10/04/04  01/06/04       99.086                9.14
      J55  10/05/04  01/09/04       99.123                8.77
      J63  10/06/04  12/04/03       98.832               11.68
      J71  10/07/04  12/04/03       98.828               11.72
      J89  10/08/04  10/20/03       98.673               13.27
313588K46  10/12/04  11/14/03       98.788               12.12
      K53  10/13/04  12/09/03       98.910               10.90
      K61  10/14/04  12/15/03       98.961               10.39
      K79  10/15/04  10/22/03       98.654               13.46
313588L29  10/18/04  12/15/03       98.948               10.52
      L37  10/19/04  02/18/04       99.275                7.25
      L45  10/20/04  01/15/04       99.163                8.37
      L52  10/21/04  04/05/04       99.375                6.25
      L60  10/22/04  12/22/03       98.966               10.34
      L94  10/25/04  11/03/03       98.681               13.19
313588M28  10/26/04  01/29/04       99.134                8.66
      M36  10/27/04  04/28/04       99.391                6.09
      M44  10/28/04  01/23/04       99.140                8.60
      M51  10/29/04  11/06/03       98.648               13.52
      M85  11/01/04  11/19/03       98.743               12.57
      M93  11/02/04  11/14/03       98.682               13.18
313588N27  11/03/04  04/06/04       99.332                6.68
      N35  11/04/04  01/09/04       99.058                9.42
      N43  11/05/04  11/14/03       98.671               13.29
      N76  11/08/04  02/09/04       99.120                8.80
      N84  11/09/04  04/14/04       99.303                6.97
      N92  11/10/04  02/02/04       99.076                9.24
313588P33  11/12/04  11/19/03       98.690               13.10
      P66  11/15/04  12/18/03       98.862               11.38
      P74  11/16/04  04/14/04       99.316                6.84
      P82  11/17/04  02/18/04       99.166                8.34
      P90  11/18/04  12/12/03       98.812               11.88
313588Q24  11/19/04  12/16/03       98.861               11.39
      Q57  11/22/04  01/21/04       99.031                9.69
      Q65  11/23/04  12/01/03       98.568               14.32
      Q73  11/24/04  12/01/03       98.564               14.36
      Q99  11/26/04  04/27/04       99.266                7.34
313588R49  11/29/04  01/22/04       99.012                9.88
      R56  11/30/04  02/06/04       99.040                9.60

                         Section III-D (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      R64  12/01/04  01/02/04       98.859               11.41
      R72  12/02/04  01/23/04       99.006                9.94
      R80  12/03/04  04/08/04       99.230                7.70
313588S30  12/06/04  02/09/04       99.005                9.95
      S48  12/07/04  02/09/04       99.002                9.98
      S55  12/08/04  02/02/04       98.949               10.51
      S63  12/09/04  07/14/04       99.350                6.50
      S71  12/10/04  12/17/03       98.709               12.91
313588T21  12/13/04  02/11/04       98.989               10.11
      T39  12/14/04  04/12/04       99.201                7.99
      T47  12/15/04  02/04/04       98.967               10.33
      T54  12/16/04  02/23/04       99.043                9.57
      T62  12/17/04  02/18/04       99.049                9.51
      T96  12/20/04  02/25/04       99.078                9.22
313588U29  12/21/04  03/10/04       99.142                8.58
      U37  12/22/04  03/25/04       99.192                8.08
      U45  12/23/04  02/23/04       99.020                9.80
      U86  12/27/04  02/26/04       99.034                9.66
      U94  12/28/04  02/26/04       99.039                9.61
313588V28  12/29/04  02/26/04       99.036                9.64
      V36  12/30/04  01/30/04       98.818               11.82
      V44  12/31/04  03/30/04       99.149                8.51


                                 Section III-E

                          FEDERAL FARM CREDIT BANKS
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2004

                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313312RG7  01/02/04  12/17/03         99.956              0.44
      RK8  01/05/04  11/06/03         99.828              1.72
      RL6  01/06/04  01/06/03         98.581             14.19
      RM4  01/07/04  12/02/03         99.898              1.02
      RN2  01/08/04  11/18/03         99.856              1.44
      RP7  01/09/04  10/09/03         99.739              2.61
      RS1  01/12/04  06/19/03         99.494              5.06
      RT9  01/13/04  11/14/03         99.828              1.72
      RU6  01/14/04  11/26/03         99.861              1.39
      RV4  01/15/04  01/24/03         98.744             12.56
      RW2  01/16/04  01/16/03         98.631             13.69
313312SA9  01/20/04  04/11/03         99.030              9.70
      SB7  01/21/04  12/19/03         99.909              0.91
      SC5  01/22/04  09/24/03         99.660              3.40
      SD3  01/23/04  11/07/03         99.780              2.20
      SG6  01/26/04  10/30/03         99.748              2.52
      SH4  01/27/04  01/15/04         99.968              0.32
      SJ0  01/28/04  02/28/03         98.822             11.78
      SK7  01/29/04  04/14/03         99.009              9.91
      SL5  01/30/04  01/30/03         98.641             13.59
      SP6  02/02/04  08/01/03         99.409              5.91
      SQ4  02/03/04  01/15/04         99.949              0.51
      SR2  02/04/04  03/04/03         98.821             11.79
      SS0  02/05/04  01/20/04         99.958              0.42
      ST8  02/06/04  11/06/03         99.732              2.68
      SW1  02/09/04  12/11/03         99.828              1.72
      SX9  02/10/04  01/29/04         99.967              0.33
      SY7  02/11/04  10/31/03         99.700              3.00
      SZ4  02/12/04  12/15/03         99.831              1.69
313312TA8  02/13/04  02/14/03         98.716             12.84
      TE0  02/17/04  10/30/03         99.676              3.24
      TF7  02/18/04  12/15/03         99.814              1.86
      TG5  02/19/04  10/29/03         99.670              3.30
      TH3  02/20/04  11/20/03         99.737              2.63
      TL4  02/23/04  11/21/03         99.731              2.69
      TM2  02/24/04  11/24/03         99.734              2.66
      TN0  02/25/04  10/27/03         99.644              3.56
      TP5  02/26/04  10/03/03         99.582              4.18
      TQ3  02/27/04  02/28/03         98.706             12.94
      TT7  03/01/04  06/30/03         99.299              7.01
      TU4  03/02/04  03/04/03         98.726             12.74
      TV2  03/03/04  12/04/03         99.735              2.65
      TW0  03/04/04  12/10/03         99.754              2.46
      TX8  03/05/04  12/03/03         99.729              2.71
313312UA6  03/08/04  12/08/03         99.737              2.63
      UB4  03/09/04  02/27/04         99.971              0.29

                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      UC2  03/10/04  08/27/03         99.385              6.15
      UD0  03/11/04  03/01/04         99.973              0.27
      UE8  03/12/04  09/04/03         99.419              5.81
      UH1  03/15/04  10/08/03         99.536              4.64
      UJ7  03/16/04  03/17/03         98.824             11.76
      UK4  03/17/04  06/20/03         99.300              7.00
      UL2  03/18/04  09/18/03         99.464              5.36
      UM0  03/19/04  09/12/03         99.428              5.72
      UQ1  03/22/04  12/22/03         99.740              2.60
      UR9  03/23/04  01/27/04         99.849              1.51
      US7  03/24/04  03/01/04         99.939              0.61
      UT5  03/25/04  03/02/04         99.937              0.63
      UU2  03/26/04  01/28/04         99.844              1.56
      UX6  03/29/04  12/29/03         99.740              2.60
      UY4  03/30/04  01/05/04         99.764              2.36
      UZ1  03/31/04  01/02/04         99.753              2.47
313312VA5  04/01/04  07/25/03         99.254              7.46
      VB3  04/02/04  04/07/03         98.747             12.53
      VE7  04/05/04  02/05/04         99.835              1.65
      VF4  04/06/04  03/08/04         99.921              0.79
      VG2  04/07/04  04/11/03         98.723             12.77
      VH0  04/08/04  03/24/04         99.960              0.40
      VM9  04/12/04  01/22/04         99.782              2.18
      VN7  04/13/04  12/15/03         99.650              3.50
      VP2  04/14/04  04/15/03         98.682             13.18
      VQ0  04/15/04  06/23/03         99.249              7.51
      VR8  04/16/04  01/30/04         99.786              2.14
      VU1  04/19/04  03/31/04         99.948              0.52
      VV9  04/20/04  04/05/04         99.959              0.41
      VW7  04/21/04  04/07/04         99.962              0.38
      VX5  04/22/04  01/22/04         99.757              2.43
      VY3  04/23/04  01/28/04         99.768              2.32
313312WB2  04/26/04  06/27/03         99.113              8.87
      WC0  04/27/04  02/17/04         99.808              1.92
      WD8  04/28/04  04/07/04         99.942              0.58
      WE6  04/29/04  02/02/04         99.756              2.44
      WF3  04/30/04  05/01/03         98.824             11.76
      WJ5  05/03/04  11/05/03         99.445              5.55
      WK2  05/04/04  04/16/04         99.951              0.49
      WL0  05/05/04  01/23/04         99.720              2.80
      WM8  05/06/04  11/06/03         99.434              5.66
      WN6  05/07/04  01/08/04         99.657              3.43
      WR7  05/10/04  06/30/03         99.073              9.27
      WS5  05/11/04  04/27/04         99.963              0.37
      WT3  05/12/04  12/05/03         99.505              4.95
      WU0  05/13/04  12/15/03         99.554              4.46

                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      WV8  05/14/04  07/18/03         99.105              8.95
      WY2  05/17/04  05/20/03         98.861             11.39
      WZ9  05/18/04  11/20/03         99.445              5.55
313312XA3  05/19/04  11/17/03         99.433              5.67
      XB1  05/20/04  05/04/04         99.957              0.43
      XC9  05/21/04  02/20/04         99.752              2.48
      XF2  05/24/04  11/26/03         99.440              5.60
      XG0  05/25/04  10/30/03         99.347              6.53
      XH8  05/26/04  02/27/04         99.758              2.42
      XJ4  05/27/04  11/25/03         99.428              5.72
      XK1  05/28/04  07/28/03         99.077              9.23
      XP0  06/01/04  07/29/03         99.050              9.50
      XQ8  06/02/04  04/27/04         99.903              0.97
      XR6  06/03/04  04/08/04         99.844              1.56
      XS4  06/04/04  06/10/03         98.950             10.50
      XV7  06/07/04  01/08/04         99.560              4.40
      XW5  06/08/04  03/08/04         99.747              2.53
      XX3  06/09/04  04/29/04         99.890              1.10
      XY1  06/10/04  05/19/04         99.940              0.60
      XZ8  06/11/04  12/11/03         99.441              5.59
313312YC8  06/14/04  07/22/03         98.998             10.02
      YD6  06/15/04  10/30/03         99.268              7.32
      YE4  06/16/04  06/17/03         99.017              9.83
      YF1  06/17/04  12/19/03         99.452              5.48
      YG9  06/18/04  09/18/03         99.155              8.45
      YK0  06/21/04  11/18/03         99.322              6.78
      YL8  06/22/04  05/18/04         99.904              0.96
      YM6  06/23/04  03/22/04         99.744              2.56
      YN4  06/24/04  05/25/04         99.917              0.83
      YP9  06/25/04  06/27/03         98.908             10.92
      YS3  06/28/04  12/30/03         99.452              5.48
      YT1  06/29/04  05/26/04         99.906              0.94
      YU8  06/30/04  03/31/04         99.747              2.53
      YV6  07/01/04  07/31/03         98.908             10.92
      YW4  07/02/04  01/05/04         99.458              5.42
313312ZA1  07/06/04  12/08/03         99.338              6.62
      ZB9  07/07/04  04/19/04         99.776              2.24
      ZC7  07/08/04  02/20/04         99.606              3.94
      ZD5  07/09/04  07/11/03         98.918             10.82
      ZG8  07/12/04  01/12/04         99.479              5.21
      ZH6  07/13/04  05/04/04         99.804              1.96
      ZJ2  07/14/04  07/16/03         98.878             11.22
      ZK9  07/15/04  11/26/03         99.227              7.73
      ZL7  07/16/04  06/25/04         99.932              0.68
      ZP8  07/19/04  01/09/04         99.445              5.55
      ZQ6  07/20/04  07/22/03         98.868             11.32

                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      ZR4  07/21/04  06/24/04         99.912              0.88
      ZS2  07/22/04  01/20/04         99.468              5.32
      ZT0  07/23/04  09/19/03         99.025              9.75
      ZW3  07/26/04  10/29/03         99.082              9.18
      ZX1  07/27/04  07/06/04         99.928              0.72
      ZY9  07/28/04  01/29/04         99.462              5.38
      ZZ6  07/29/04  07/08/04         99.929              0.71
313312A26  07/30/04  07/02/04         99.904              0.96
      A59  08/02/04  09/16/03         98.948             10.52
      A67  08/03/04  06/08/04         99.824              1.76
      A75  08/04/04  07/19/04         99.947              0.53
      A83  08/05/04  01/06/04         99.335              6.65
      A91  08/06/04  01/08/04         99.349              6.51
313312B41  08/09/04  01/09/04         99.373              6.27
      B58  08/10/04  07/06/04         99.880              1.20
      B66  08/11/04  02/06/04         99.439              5.61
      B74  08/12/04  01/12/04         99.373              6.27
      B82  08/13/04  02/27/04         99.524              4.76
313312C32  08/16/04  01/23/04         99.399              6.01
      C40  08/17/04  08/19/03         98.686             13.14
      C57  08/18/04  09/18/03         98.911             10.89
      C65  08/19/04  07/08/04         99.857              1.43
      C73  08/20/04  02/23/04         99.483              5.17
313312D23  08/23/04  02/25/04         99.480              5.20
      D31  08/24/04  02/26/04         99.485              5.15
      D49  08/25/04  01/28/04         99.382              6.18
      D56  08/26/04  07/29/04         99.894              1.06
      D64  08/27/04  07/23/04         99.877              1.23
      D98  08/30/04  07/26/04         99.875              1.25
313312E22  08/31/04  09/23/03         98.866             11.34
      E30  09/01/04  09/25/03         98.879             11.21
      E48  09/02/04  01/05/04         99.217              7.83
      E55  09/03/04  08/06/04         99.891              1.09
      E97  09/07/04  01/08/04         99.231              7.69
313312F21  09/08/04  01/06/04         99.201              7.99
      F39  09/09/04  08/09/04         99.875              1.25
      F47  09/10/04  01/23/04         99.313              6.87
      F70  09/13/04  01/12/04         99.265              7.35
      F88  09/14/04  08/03/04         99.833              1.67
      F96  09/15/04  12/15/03         99.083              9.17
313312G20  09/16/04  09/17/03         98.804             11.96
      G38  09/17/04  10/29/03         98.893             11.07
      G61  09/20/04  12/24/03         99.082              9.18
      G79  09/21/04  08/17/04         99.855              1.45
      G87  09/22/04  08/04/04         99.803              1.97
      G95  09/23/04  06/23/04         99.640              3.60

                         Section III-E (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313312H29  09/24/04  04/29/04         99.523              4.77
      H52  09/27/04  10/27/03         98.796             12.04
      H60  09/28/04  06/28/04         99.632              3.68
      H78  09/29/04  08/19/04         99.829              1.71
      H86  09/30/04  10/01/03         98.864             11.36
      H94  10/01/04  11/17/03         98.901             10.99
313312J43  10/04/04  11/03/03         98.787             12.13
      J50  10/05/04  09/13/04         99.902              0.98
      J68  10/06/04  01/06/04         99.079              9.21
      J76  10/07/04  03/08/04         99.385              6.15
      J84  10/08/04  10/09/03         98.783             12.17
313312K41  10/12/04  01/14/04         99.161              8.39
      K58  10/13/04  02/20/04         99.292              7.08
      K66  10/14/04  09/16/04         99.869              1.31
      K74  10/15/04  10/16/03         98.712             12.88
313312L24  10/18/04  01/20/04         99.146              8.54
      L40  10/20/04  09/15/04         99.838              1.62
      L65  10/22/04  11/26/03         98.777             12.23
      L99  10/25/04  02/04/04         99.164              8.36
313312M23  10/26/04  11/26/03         98.762             12.38
      M31  10/27/04  09/22/04         99.834              1.66
      M56  10/29/04  11/19/03         98.773             12.27
      M80  11/01/04  11/03/03         98.635             13.65
313312N22  11/03/04  09/14/04         99.769              2.31
      N48  11/05/04  03/08/04         99.281              7.19
      N89  11/09/04  01/06/04         98.922             10.78
      N97  11/10/04  02/27/04         99.222              7.78
313312P38  11/12/04  01/12/04         99.026              9.74
      P61  11/15/04  12/15/03         98.805             11.95
      P79  11/16/04  09/20/04         99.726              2.74
      P87  11/17/04  11/21/03         98.673             13.27
313312Q29  11/19/04  08/18/04         99.584              4.16
      Q52  11/22/04  08/23/04         99.591              4.09
313312R44  11/29/04  08/27/04         99.564              4.36
      R51  11/30/04  09/01/04         99.580              4.20
      R69  12/01/04  09/01/04         99.573              4.27
      R85  12/03/04  02/27/04         99.137              8.63
313312S43  12/07/04  08/31/04         99.540              4.60
      S50  12/08/04  09/08/04         99.558              4.42
      S76  12/10/04  01/12/04         98.918             10.82
313312T26  12/13/04  01/14/04         98.924             10.76
      T34  12/14/04  12/15/03         98.662             13.38
      T42  12/15/04  01/05/04         98.735             12.65
      T67  12/17/04  12/23/03         98.680             13.20
      T91  12/20/04  08/02/04         99.343              6.57
313312U24  12/21/04  03/24/04         99.192              8.08
      U40  12/23/04  09/23/04         99.535              4.65
      U99  12/28/04  07/12/04         99.225              7.75

                                Section III-F

                    FEDERAL HOME LOAN MORTGAGE CORPORATION
                      Short-Term Obligations Issued at a
                        Discount and Maturing in 2004

                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
313396RG0  01/02/04  01/08/03       98.654               13.46
      RK1  01/05/04  07/10/03       99.503                4.97
      RL9  01/06/04  07/14/03       99.516                4.84
      RM7  01/07/04  08/11/03       99.549                4.51
      RN5  01/08/04  03/20/03       99.020                9.80
      RP0  01/09/04  01/10/03       98.635               13.65
      RS4  01/12/04  06/17/03       99.460                5.40
      RT2  01/13/04  08/12/03       99.534                4.66
      RU9  01/14/04  07/15/03       99.500                5.00
      RV7  01/15/04  04/25/03       99.124                8.76
      RW5  01/16/04  04/24/03       99.117                8.83
313396SA2  01/20/04  03/21/03       98.983               10.17
      SB0  01/21/04  07/23/03       99.479                5.21
      SC8  01/22/04  09/23/03       99.640                3.60
      SD6  01/23/04  08/29/03       99.559                4.41
      SG9  01/26/04  02/20/03       98.819               11.81
      SH7  01/27/04  06/06/03       99.341                6.59
      SJ3  01/28/04  04/21/03       99.068                9.32
      SK0  01/29/04  01/29/03       98.672               13.28
      SL8  01/30/04  02/05/03       98.744               12.56
      SP9  02/02/04  06/24/03       99.436                5.64
      SQ7  02/03/04  12/08/03       99.834                1.66
      SR5  02/04/04  09/05/03       99.544                4.56
      SS3  02/05/04  08/20/03       99.488                5.12
      ST1  02/06/04  02/18/03       98.804               11.96
      SW4  02/09/04  08/13/03       99.445                5.55
      SX2  02/10/04  03/28/03       98.954               10.46
      SY0  02/11/04  02/14/03       98.753               12.47
      SZ7  02/12/04  03/21/03       98.888               11.12
313396TA1  02/13/04  02/19/03       98.773               12.27
      TE3  02/17/04  04/07/03       99.008                9.92
      TF0  02/18/04  09/05/03       99.502                4.98
      TG8  02/19/04  07/17/03       99.397                6.03
      TH6  02/20/04  03/31/03       98.931               10.69
      TL7  02/23/04  04/11/03       99.011                9.89
      TM5  02/24/04  12/29/03       99.837                1.63
      TN3  02/25/04  10/29/03       99.650                3.50
      TP8  02/26/04  02/26/03       98.702               12.98
      TQ6  02/27/04  03/21/03       98.838               11.62
      TT0  03/01/04  04/29/03       99.028                9.72
      TU7  03/02/04  08/19/03       99.390                6.10
      TV5  03/03/04  09/03/03       99.429                5.71
      TW3  03/04/04  06/20/03       99.355                6.45
      TX1  03/05/04  05/02/03       99.059                9.41
313396UA9  03/08/04  08/04/03       99.313                6.87
      UB7  03/09/04  03/13/03       98.844               11.56

                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      UC5  03/10/04  03/20/03       98.774               12.26
      UD3  03/11/04  03/19/03       98.787               12.13
      UE1  03/12/04  03/13/03       98.856               11.44
      UH4  03/15/04  06/02/03       99.139                8.61
      UJ0  03/16/04  09/08/03       99.425                5.75
      UK7  03/17/04  06/27/03       99.281                7.19
      UL5  03/18/04  08/18/03       99.331                6.69
      UM3  03/19/04  04/15/03       98.842               11.58
      UQ4  03/22/04  10/27/03       99.559                4.41
      UR2  03/23/04  02/23/04       99.922                0.78
      US0  03/24/04  04/28/03       98.906               10.94
      UT8  03/25/04  03/26/03       98.702               12.98
      UU5  03/26/04  03/31/03       98.877               11.23
      UX9  03/29/04  09/08/03       99.385                6.15
      UY7  03/30/04  08/11/03       99.278                7.22
      UZ4  03/31/04  04/07/03       98.803               11.97
313396VA8  04/01/04  04/16/03       98.762               12.38
      VB6  04/02/04  04/17/03       98.762               12.38
      VE0  04/05/04  07/09/03       99.232                7.68
      VF7  04/06/04  09/04/03       99.313                6.87
      VG5  04/07/04  08/26/03       99.263                7.37
      VH3  04/08/04  10/09/03       99.464                5.36
      VJ9  04/09/04  04/29/03       98.895               11.05
      VM2  04/12/04  08/12/03       99.227                7.73
      VN0  04/13/04  11/10/03       99.513                4.87
      VP5  04/14/04  08/26/03       99.246                7.54
      VQ3  04/15/04  07/09/03       99.204                7.96
      VR1  04/16/04  08/13/03       99.218                7.82
      VU4  04/19/04  08/04/03       99.144                8.56
      VV2  04/20/04  12/01/03       99.569                4.31
      VW0  04/21/04  10/15/03       99.433                5.67
      VX8  04/22/04  04/23/03       98.702               12.98
      VY6  04/23/04  08/22/03       99.224                7.76
313396WB5  04/26/04  08/22/03       99.215                7.85
      WC3  04/27/04  07/09/03       99.170                8.30
      WD1  04/28/04  11/04/03       99.467                5.33
      WE9  04/29/04  12/18/03       99.612                3.88
      WF6  04/30/04  07/02/03       99.167                8.33
      WJ8  05/03/04  07/25/03       99.159                8.41
      WK5  05/04/04  08/11/03       99.147                8.53
      WL3  05/05/04  09/12/03       99.272                7.28
      WM1  05/06/04  07/23/03       99.144                8.56
      WN9  05/07/04  07/21/03       99.143                8.57
      WR0  05/10/04  05/16/03       98.850               11.50
      WS8  05/11/04  02/09/04       99.742                2.58
      WT6  05/12/04  05/15/03       98.830               11.70

                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      WU3  05/13/04  07/24/03       99.126                8.74
      WV1  05/14/04  06/13/03       99.113                8.87
      WY5  05/17/04  10/20/03       99.318                6.82
      WZ2  05/18/04  01/14/04       99.656                3.44
313396XA6  05/19/04  07/24/03       99.108                8.92
      XB4  05/20/04  05/21/03       98.854               11.46
      XC2  05/21/04  07/25/03       99.105                8.95
      XF5  05/24/04  12/11/03       99.505                4.95
      XG3  05/25/04  12/10/03       99.504                4.96
      XH1  05/26/04  08/04/03       98.989               10.11
      XJ7  05/27/04  01/14/04       99.632                3.68
      XK4  05/28/04  06/16/03       99.075                9.25
      XP3  06/01/04  06/24/03       99.133                8.67
      XQ1  06/02/04  06/05/03       98.941               10.59
      XR9  06/03/04  07/23/03       99.043                9.57
      XS7  06/04/04  07/01/03       99.021                9.79
      XV0  06/07/04  08/06/03       98.938               10.62
      XW8  06/08/04  03/08/04       99.750                2.50
      XX6  06/09/04  08/06/03       98.931               10.69
      XY4  06/10/04  07/08/03       99.033                9.67
      XZ1  06/11/04  06/25/03       99.110                8.90
313396YC1  06/14/04  07/02/03       98.985               10.15
      YD9  06/15/04  07/08/03       99.019                9.81
      YE7  06/16/04  06/24/03       99.095                9.05
      YF4  06/17/04  06/18/03       98.986               10.14
      YG2  06/18/04  01/07/04       99.525                4.75
      YK3  06/21/04  06/27/03       98.950               10.50
      YL1  06/22/04  06/27/03       98.947               10.53
      YM9  06/23/04  01/22/04       99.575                4.25
      YN7  06/24/04  09/05/03       99.007                9.93
      YP2  06/25/04  06/26/03       98.966               10.34
      YS6  06/28/04  09/25/03       99.146                8.54
      YT4  06/29/04  09/10/03       99.064                9.36
      YU1  06/30/04  07/01/03       98.951               10.49
      YV9  07/01/04  07/30/03       98.952               10.48
      YW7  07/02/04  07/09/03       98.963               10.37
313396ZA4  07/06/04  07/11/03       98.937               10.63
      ZB2  07/07/04  09/05/03       98.980               10.20
      ZC0  07/08/04  08/28/03       98.863               11.37
      ZD8  07/09/04  07/24/03       98.898               11.02
      ZG1  07/12/04  08/20/03       98.883               11.17
      ZH9  07/13/04  01/13/04       99.474                5.26
      ZJ5  07/14/04  02/09/04       99.554                4.46
      ZK2  07/15/04  07/16/03       98.895               11.05
      ZL0  07/16/04  03/01/04       99.619                3.81
      ZP1  07/19/04  07/31/03       98.850               11.50

                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      ZQ9  07/20/04  12/04/03       99.224                7.76
      ZR7  07/21/04  11/21/03       99.210                7.90
      ZS5  07/22/04  03/08/04       99.630                3.70
      ZT3  07/23/04  06/02/04       99.857                1.43
      ZW6  07/26/04  02/11/04       99.525                4.75
      ZX4  07/27/04  08/29/03       98.844               11.56
      ZY2  07/28/04  12/12/03       99.294                7.06
      ZZ9  07/29/04  07/30/03       98.814               11.86
313396A29  07/30/04  07/31/03       98.814               11.86
      A52  08/02/04  08/21/03       98.795               12.05
      A60  08/03/04  11/13/03       99.083                9.17
      A78  08/04/04  03/18/04       99.622                3.78
      A86  08/05/04  06/09/04       99.816                1.84
      A94  08/06/04  08/21/03       98.791               12.09
313396B44  08/09/04  08/25/03       98.707               12.93
      B51  08/10/04  02/10/04       99.449                5.51
      B69  08/11/04  03/25/04       99.606                3.94
      B77  08/12/04  08/13/03       98.672               13.28
      B85  08/13/04  01/08/04       99.328                6.72
313396C35  08/16/04  09/10/03       98.873               11.27
      C43  08/17/04  02/17/04       99.469                5.31
      C50  08/18/04  09/17/03       98.908               10.92
      C68  08/19/04  09/23/03       98.897               11.03
      C76  08/20/04  10/22/03       98.940               10.60
313396D26  08/23/04  11/14/03       98.994               10.06
      D34  08/24/04  02/24/04       99.469                5.31
      D42  08/25/04  01/05/04       99.275                7.25
      D59  08/26/04  08/28/03       98.635               13.65
      D67  08/27/04  11/19/03       99.060                9.40
      D91  08/30/04  10/16/03       98.928               10.72
313396E25  08/31/04  09/03/03       98.619               13.81
      E33  09/01/04  11/14/03       98.994               10.06
      E41  09/02/04  06/29/04       99.756                2.44
      E58  09/03/04  08/26/04       99.969                0.31
      E90  09/07/04  03/09/04       99.484                5.16
313396F24  09/08/04  12/03/03       98.981               10.19
      F32  09/09/04  09/10/03       98.712               12.88
      F40  09/10/04  05/07/04       99.622                3.78
      F73  09/13/04  01/16/04       99.290                7.10
      F81  09/14/04  03/16/04       99.474                5.26
      F99  09/15/04  12/03/03       98.940               10.60
313396G23  09/16/04  09/15/04       99.996                0.04
      G31  09/17/04  01/21/04       99.287                7.13
      G64  09/20/04  11/18/03       98.934               10.66
      G72  09/21/04  11/24/03       98.951               10.49
      G80  09/22/04  02/03/04       99.298                7.02

                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      G98  09/23/04  02/03/04       99.295                7.05
313396H22  09/24/04  09/30/03       98.820               11.80
      H55  09/27/04  11/26/03       98.912               10.88
      H63  09/28/04  03/30/04       99.469                5.31
      H71  09/29/04  11/06/03       98.834               11.66
      H89  09/30/04  10/27/03       98.795               12.05
      H97  10/01/04  11/24/03       98.934               10.66
313396J46  10/04/04  10/21/03       98.691               13.09
      J53  10/05/04  04/06/04       99.449                5.51
      J61  10/06/04  08/06/04       99.756                2.44
      J79  10/07/04  10/08/03       98.753               12.47
      J87  10/08/04  01/30/04       99.223                7.77
313396K44  10/12/04  02/17/04       99.299                7.01
      K51  10/13/04  01/12/04       99.167                8.33
      K69  10/14/04  10/21/03       98.654               13.46
      K77  10/15/04  10/21/03       98.650               13.50
313396L27  10/18/04  12/10/03       98.887               11.13
      L35  10/19/04  03/30/04       99.414                5.86
      L43  10/20/04  02/05/04       99.190                8.10
      L50  10/21/04  03/10/04       99.363                6.37
      L68  10/22/04  10/27/03       98.676               13.24
      L92  10/25/04  12/10/03       98.862               11.38
313396M26  10/26/04  02/02/04       99.147                8.53
      M34  10/27/04  06/15/04       99.442                5.58
      M42  10/28/04  02/05/04       99.165                8.35
      M59  10/29/04  11/20/03       98.758               12.42
      M83  11/01/04  01/13/04       99.088                9.12
      M91  11/02/04  05/04/04       99.363                6.37
313396N25  11/03/04  01/14/04       99.094                9.06
      N33  11/04/04  11/05/03       98.591               14.09
      N41  11/05/04  06/29/04       99.441                5.59
      N74  11/08/04  04/05/04       99.313                6.87
      N82  11/09/04  05/11/04       99.287                7.13
      N90  11/10/04  11/26/03       98.717               12.83
313396P31  11/12/04  01/15/04       99.069                9.31
      P64  11/15/04  01/16/04       99.063                9.37
      P72  11/16/04  05/18/04       99.282                7.18
      P80  11/17/04  02/06/04       99.085                9.15
      P98  11/18/04  06/22/04       99.330                6.70
313396Q22  11/19/04  03/31/04       99.314                6.86
      Q55  11/22/04  04/07/04       99.281                7.19
      Q63  11/23/04  05/25/04       99.267                7.33
      Q71  11/24/04  02/06/04       99.059                9.41
      Q97  11/26/04  04/23/04       99.259                7.41
313396R47  11/29/04  01/23/04       99.032                9.68
      R54  11/30/04  03/01/04       99.170                8.30

                         Section III-F (continued)



                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      R62  12/01/04  12/19/03       98.763               12.37
      R70  12/02/04  12/03/03       98.479               15.21
      R88  12/03/04  01/28/04       99.010                9.90
313396S38  12/06/04  02/12/04       99.056                9.44
      S46  12/07/04  06/08/04       99.181                8.19
      S53  12/08/04  04/27/04       99.219                7.81
      S61  12/09/04  07/08/04       99.311                6.89
      S79  12/10/04  12/12/03       98.696               13.04
313396T29  12/13/04  02/18/04       99.078                9.22
      T37  12/14/04  06/15/04       99.110                8.90
      T45  12/15/04  02/13/04       99.040                9.60
      T52  12/16/04  04/21/04       99.157                8.43
      T60  12/17/04  01/12/04       98.933               10.67
      T94  12/20/04  01/26/04       98.940               10.60
313396U27  12/21/04  06/22/04       99.115                8.85
      U35  12/22/04  01/22/04       98.939               10.61
      U43  12/23/04  02/11/04       98.964               10.36
      U84  12/27/04  01/28/04       98.905               10.95
      U92  12/28/04  03/15/04       99.144                8.56
313396V26  12/29/04  04/06/04       99.117                8.83
      V34  12/30/04  12/31/03       98.631               13.69
      V42  12/31/04  05/28/04       99.126                8.74

























                               Section III-G

                FEDERAL AGRICULTURAL MORTGAGE CORPORATION
                    Short-Term Obligations Issued at a
                      Discount and Maturing in 2004

                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
31315KRG7  01/02/04  12/05/03       99.916               0.84
      RK8  01/05/04  09/30/03       99.704               2.96
      RL6  01/06/04  10/02/03       99.712               2.88
      RM4  01/07/04  12/08/03       99.910               0.90
      RN2  01/08/04  09/29/03       99.691               3.09
      RP7  01/09/04  10/01/03       99.697               3.03
      RS1  01/12/04  10/10/03       99.718               2.82
      RT9  01/13/04  08/21/03       99.557               4.43
      RU6  01/14/04  10/14/03       99.721               2.79
      RV4  01/15/04  01/14/04       99.997               0.03
      RW2  01/16/04  01/15/04       99.997               0.03
31315KSA9  01/20/04  10/15/03       99.709               2.91
      SB7  01/21/04  10/15/03       99.701               2.99
      SC5  01/22/04  12/22/03       99.910               0.90
      SD3  01/23/04  01/22/04       99.997               0.03
      SG6  01/26/04  12/23/03       99.901               0.99
      SH4  01/27/04  10/29/03       99.725               2.75
      SJ0  01/28/04  01/27/04       99.997               0.03
      SK7  01/29/04  10/30/03       99.719               2.81
      SL5  01/30/04  01/29/04       99.997               0.03
      SP6  02/02/04  10/06/03       99.651               3.49
      SQ4  02/03/04  02/02/04       99.997               0.03
      SR2  02/04/04  10/28/03       99.727               2.73
      SS0  02/05/04  02/04/04       99.997               0.03
      ST8  02/06/04  02/05/04       99.997               0.03
      SW1  02/09/04  02/06/04       99.992               0.08
      SX9  02/10/04  02/09/04       99.997               0.03
      SY7  02/11/04  02/10/04       99.997               0.03
      SZ4  02/12/04  11/13/03       99.795               2.05
31315KTA8  02/13/04  11/17/03       99.804               1.96
      TE0  02/17/04  02/13/04       99.989               0.11
      TF7  02/18/04  02/17/04       99.997               0.03
      TG5  02/19/04  02/18/04       99.997               0.03
      TH3  02/20/04  11/20/03       99.826               1.74
      TL4  02/23/04  02/20/04       99.992               0.08
      TM2  02/24/04  01/22/04       99.908               0.92
      TN0  02/25/04  02/24/04       99.997               0.03
      TP5  02/26/04  11/24/03       99.840               1.60
      TQ3  02/27/04  12/11/03       99.870               1.30
      TT7  03/01/04  02/27/04       99.992               0.08
      TU4  03/02/04  03/01/04       99.997               0.03
      TV2  03/03/04  03/02/04       99.997               0.03
      TW0  03/04/04  03/03/04       99.997               0.03
      TX8  03/05/04  03/04/04       99.997               0.03
31315KUA6  03/08/04  03/05/04       99.992               0.08
      UB4  03/09/04  03/08/04       99.997               0.03
      UC2  03/10/04  03/09/04       99.997               0.03

                        Section III-G (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      UD0  03/11/04  03/10/04       99.997               0.03
      UE8  03/12/04  12/04/03       99.866               1.34
      UH1  03/15/04  03/03/04       99.966               0.34
      UJ7  03/16/04  09/11/03       99.768               2.32
      UK4  03/17/04  03/16/04       99.997               0.03
      UL2  03/18/04  12/18/03       99.890               1.10
      UM0  03/19/04  03/18/04       99.997               0.03
      UQ1  03/22/04  03/19/04       99.992               0.08
      UR9  03/23/04  02/20/04       99.912               0.88
      US7  03/24/04  03/23/04       99.997               0.03
      UT5  03/25/04  02/24/04       99.918               0.82
      UU2  03/26/04  12/30/03       99.906               0.94
      UX6  03/29/04  12/29/03       99.905               0.95
      UY4  03/30/04  12/22/03       99.897               1.03
      UZ1  03/31/04  03/30/04       99.997               0.03
31315KVA5  04/01/04  03/31/04       99.997               0.03
      VB3  04/02/04  04/01/04       99.997               0.03
      VE7  04/05/04  03/25/04       99.970               0.30
      VF4  04/06/04  01/05/04       99.727               2.73
      VG2  04/07/04  01/06/04       99.727               2.73
      VH0  04/08/04  04/07/04       99.997               0.03
      VJ6  04/09/04  01/09/04       99.735               2.65
      VM9  04/12/04  01/09/04       99.723               2.77
      VN7  04/13/04  01/15/04       99.753               2.47
      VP2  04/14/04  01/14/04       99.737               2.63
      VQ0  04/15/04  04/14/04       99.997               0.03
      VR8  04/16/04  04/15/04       99.997               0.03
      VU1  04/19/04  04/16/04       99.992               0.08
      VV9  04/20/04  01/20/04       99.740               2.60
      VW7  04/21/04  04/20/04       99.997               0.03
      VX5  04/22/04  03/23/04       99.917               0.83
      VY3  04/23/04  04/22/04       99.997               0.03
31315KWB2  04/26/04  03/25/04       99.911               0.89
      WC0  04/27/04  01/27/04       99.735               2.65
      WD8  04/28/04  04/27/04       99.997               0.03
      WE6  04/29/04  02/02/04       99.749               2.51
      WF3  04/30/04  04/29/04       99.997               0.03
      WJ5  05/03/04  04/30/04       99.992               0.08
      WK2  05/04/04  02/04/04       99.740               2.60
      WL0  05/05/04  05/04/04       99.997               0.03
      WM8  05/06/04  12/05/03       99.882               1.18
      WN6  05/07/04  05/06/04       99.997               0.03
      WR7  05/10/04  02/10/04       99.740               2.60
      WS5  05/11/04  05/10/04       99.997               0.03
      WT3  05/12/04  05/11/04       99.997               0.03
      WU0  05/13/04  04/20/04       99.935               0.65
      WV8  05/14/04  04/15/04       99.917               0.83

                        Section III-G (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      WY2  05/17/04  05/14/04       99.992               0.08
      WZ9  05/18/04  04/22/04       99.929               0.71
31315KXA3  05/19/04  05/18/04       99.997               0.03
      XB1  05/20/04  05/19/04       99.997               0.03
      XC9  05/21/04  04/21/04       99.915               0.85
      XF2  05/24/04  04/26/04       99.925               0.75
      XG0  05/25/04  05/24/04       99.997               0.03
      XH8  05/26/04  05/25/04       99.997               0.03
      XJ4  05/27/04  02/18/04       99.711               2.89
      XK1  05/28/04  02/27/04       99.745               2.55
      XP0  06/01/04  05/28/04       99.990               0.10
      XQ8  06/02/04  06/01/04       99.997               0.03
      XR6  06/03/04  06/02/04       99.997               0.03
      XS4  06/04/04  06/03/04       99.997               0.03
      XV7  06/07/04  06/04/04       99.992               0.08
      XW5  06/08/04  06/07/04       99.997               0.03
      XX3  06/09/04  06/08/04       99.997               0.03
      XY1  06/10/04  06/09/04       99.997               0.03
      XZ8  06/11/04  03/12/04       99.740               2.60
31315KYC8  06/14/04  06/10/04       99.990               0.10
      YD6  06/15/04  06/16/03       99.811               1.89
      YE4  06/16/04  06/15/04       99.997               0.03
      YF1  06/17/04  03/18/04       99.745               2.55
      YG9  06/18/04  05/18/04       99.912               0.88
      YK0  06/21/04  06/18/04       99.992               0.08
      YL8  06/22/04  06/21/04       99.997               0.03
      YM6  06/23/04  05/24/04       99.915               0.85
      YN4  06/24/04  03/26/04       99.745               2.55
      YP9  06/25/04  06/24/04       99.997               0.03
      YS3  06/28/04  03/29/04       99.737               2.63
      YT1  06/29/04  04/07/04       99.758               2.42
      YU8  06/30/04  06/29/04       99.997               0.03
      YV6  07/01/04  06/15/04       99.951               0.49
      YW4  07/02/04  07/01/04       99.996               0.04
31315KZA1  07/06/04  04/05/04       99.732               2.68
      ZB9  07/07/04  07/06/04       99.997               0.03
      ZC7  07/08/04  04/06/04       99.731               2.69
      ZD5  07/09/04  07/08/04       99.997               0.03
      ZG8  07/12/04  04/12/04       99.735               2.65
      ZH6  07/13/04  04/14/04       99.730               2.70
      ZJ2  07/14/04  04/20/04       99.752               2.48
      ZK9  07/15/04  01/15/04       99.474               5.26
      ZL7  07/16/04  07/15/04       99.997               0.03
      ZP8  07/19/04  07/16/04       99.990               0.10
      ZQ6  07/20/04  04/20/04       99.737               2.63
      ZR4  07/21/04  07/20/04       99.997               0.03
      ZS2  07/22/04  07/21/04       99.997               0.03

                        Section III-G (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      ZT0  07/23/04  06/23/04       99.900               1.00
      ZW3  07/26/04  07/23/04       99.990               0.10
      ZX1  07/27/04  04/27/04       99.730               2.70
      ZY9  07/28/04  06/29/04       99.895               1.05
      ZZ6  07/29/04  04/29/04       99.732               2.68
31315KA26  07/30/04  05/06/04       99.747               2.53
      A59  08/02/04  05/04/04       99.733               2.67
      A67  08/03/04  05/21/04       99.760               2.40
      A75  08/04/04  05/06/04       99.730               2.70
      A83  08/05/04  08/04/04       99.997               0.03
      A91  08/06/04  08/05/04       99.996               0.04
31315KB41  08/09/04  05/11/04       99.710               2.90
      B58  08/10/04  08/09/04       99.996               0.04
      B66  08/11/04  08/10/04       99.996               0.04
      B74  08/12/04  07/13/04       99.896               1.04
      B82  08/13/04  08/12/04       99.996               0.04
31315KC32  08/16/04  08/13/04       99.988               0.12
      C40  08/17/04  08/16/04       99.996               0.04
      C57  08/18/04  07/16/04       99.885               1.15
      C65  08/19/04  07/08/04       99.851               1.49
      C73  08/20/04  05/21/04       99.702               2.98
31315KD23  08/23/04  07/23/04       99.887               1.13
      D31  08/24/04  07/13/04       99.850               1.50
      D49  08/25/04  09/03/03       99.818               1.82
      D56  08/26/04  08/25/04       99.996               0.04
      D64  08/27/04  08/26/04       99.996               0.04
      D98  08/30/04  05/28/04       99.684               3.16
31315KE22  08/31/04  08/30/04       99.996               0.04
      E30  09/01/04  08/31/04       99.996               0.04
      E48  09/02/04  09/01/04       99.996               0.04
      E55  09/03/04  09/02/04       99.996               0.04
      E97  09/07/04  09/03/04       99.984               0.16
31315KF21  09/08/04  09/07/04       99.996               0.04
      F39  09/09/04  09/08/04       99.996               0.04
      F47  09/10/04  08/09/04       99.865               1.35
      F70  09/13/04  06/15/04       99.630               3.70
      F88  09/14/04  06/17/04       99.639               3.61
      F96  09/15/04  06/15/04       99.622               3.78
31315KG20  09/16/04  08/16/04       99.870               1.30
      G38  09/17/04  06/17/04       99.627               3.73
      G61  09/20/04  09/17/04       99.988               0.12
      G79  09/21/04  09/20/04       99.996               0.04
      G87  09/22/04  07/20/04       99.749               2.51
      G95  09/23/04  08/23/04       99.868               1.32
31315KH29  09/24/04  09/23/04       99.995               0.05
      H52  09/27/04  06/25/04       99.616               3.84
      H60  09/28/04  06/24/04       99.608               3.92

                        Section III-G (continued)


                                                   Discount to be
                                 Issue Price      Reported as 2004
  CUSIP    Maturity    Issue   (% of Principal   Interest(Per $1,000
  Number     Date      Date        Amount)         Maturity Value)
---------  --------  --------  ---------------   -------------------
      H78  09/29/04  06/28/04       99.607               3.93
      H86  09/30/04  08/23/04       99.839               1.61
      H94  10/01/04  07/06/04       99.640               3.60
31315KJ43  10/04/04  07/08/04       99.633               3.67
      J50  10/05/04  09/02/04       99.853               1.47
      J68  10/06/04  07/08/04       99.628               3.72
      J76  10/07/04  08/13/04       99.760               2.40
31315KK41  10/12/04  07/12/04       99.614               3.86
      K58  10/13/04  07/13/04       99.614               3.86
      K74  10/15/04  09/16/04       99.861               1.39
31315KL24  10/18/04  09/16/04       99.846               1.54
      L32  10/19/04  07/21/04       99.610               3.90
      L40  10/20/04  07/20/04       99.606               3.94
      L65  10/22/04  09/23/04       99.857               1.43
      L99  10/25/04  09/23/04       99.843               1.57
31315KM31  10/27/04  07/29/04       99.595               4.05
      M49  10/28/04  07/27/04       99.587               4.13
      M98  11/02/04  08/02/04       99.583               4.17
31315KN89  11/09/04  09/13/04       99.723               2.77
31315KQ52  11/22/04  08/20/04       99.569               4.31
      Q78  11/24/04  08/30/04       99.589               4.11
31315KR77  12/02/04  09/14/04       99.609               3.91
      R85  12/03/04  12/03/03       99.855               1.45
31315KS68  12/09/04  09/10/04       99.550               4.50
31315KT26  12/13/04  09/14/04       99.545               4.55
      T42  12/15/04  09/15/04       99.537               4.63
31315KU81  12/27/04  09/28/04       99.528               4.72
      U99  12/28/04  09/28/04       99.522               4.78
31315KV23  12/29/04  09/28/04       99.517               4.83
      V31  12/30/04  12/30/03       99.881               1.19