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