SECTION I-A This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after May 27, 1969, and before January 1, 1985. Debt instruments which matured or were entirely called before 2003 are not included. See Section I-B for corporate discount debt instruments issued after 1984. CAUTION: The following OID information supercedes previously published information. Numbers may vary from previous editions because of rounding or updated information. OID per Daily OID per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total ------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2004 2nd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period 2004 1st Period 2003 2004 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Allied Corp. 019087AY1 08/15/84 08/01/03 9.412 0.000 837.52 0.322445 68.36 019087AZ8 08/15/84 08/01/05 7.675 0.000 653.38 0.248276 0.279853 0.317176 95.01 107.61 019087BA2 08/15/84 08/01/07 6.113 0.000 512.37 0.193794 0.218277 0.247201 74.14 83.91 019087BB0 08/03/84 08/01/09 6.136 0.000 418.94 0.148210 0.165267 0.185297 56.67 63.51 Beker Industries Corp. 077266AB0 06/29/83 07/01/03 87.719 15.875 113.08 0.053628 0.063210 9.73 Caterpillar Tractor Co. 149123AP6 05/05/82 05/01/07* 42.369 6.000 476.48 0.063143 14.33* Corning Glass Works 219327AC7 03/12/82 03/15/07 48.034 7.000 432.27 0.057721 0.057721 20.78 20.78 Empire Incorporated 291737AB0 06/07/83 12/31/07 59.000 9.000 192.78 0.080255 0.092499 0.107195 31.84 36.91 Federal National Mortgage Association 313586QR3 07/05/84 07/05/14 3.625 0.000 244.34 0.084982 0.094659 0.106017 32.76 36.69 313586RC5 10/09/84 10/09/19 3.200 0.000 160.37 0.053200 0.058537 0.064764 19.87 21.95 Fruit of the Loom, Inc. 359416AH7 03/18/81 03/15/11 52.750 7.000 343.31 0.043135 0.043135 15.74 15.79 General Foods Corp. 369856AF6 06/23/81 06/15/11 51.624 7.000 347.37 0.044183 0.044183 16.13 16.17 General Motors Acceptance Corporation 370424CF8 04/01/81 04/01/11 44.510 6.000 402.36 0.050643 0.050643 18.48 18.54 ITT Corporation 450680AM5 05/06/81 05/01/11 41.890 6.500 419.70 0.053059 0.053059 19.37 19.42 ITT Corporation 460470AM9 07/01/81 07/01/11 50.218 7.500 356.84 0.045434 0.045434 16.58 16.63 K Mart Corp. 482584AC3 01/17/83 01/01/08* 51.600 6.000 258.49 0.086494 0.097135 11.97* Kerr-McGee Corp. 492386AD9 11/17/81 11/01/11 49.950 7.000 352.93 0.045745 0.045745 16.70 16.74 Kroger Co. 501044AJ0 03/30/83 04/01/03 53.150 6.000 454.33 0.157021 0.176086 14.17 Manor Care, Inc. 564054AB0 05/19/83 05/15/03 89.595 11.375 99.27 0.035671 4.78 Midland-Ross Inc. 597715AC5 02/18/82 02/15/07* 37.570 6.000 521.30 0.068394 19.08* Penney, J.C., Co. 708160AH9 04/16/81 05/01/06 42.060 6.000 502.37 0.063350 0.063350 23.12 23.19 Pepsico Capital Resources 713440AS4 04/14/82 04/01/03 6.594 0.000 923.08 0.121988 10.98 713440AT2 04/14/82 04/01/04 5.912 0.000 887.40 0.117273 0.117273 42.80 10.67 713440AU9 04/14/82 04/01/05 5.311 0.000 854.21 0.112886 0.112886 41.20 41.32 713440AV7 04/14/82 04/01/06 4.780 0.000 823.18 0.108786 0.108786 39.71 39.82 713440AW5 04/14/82 04/01/07 4.310 0.000 794.13 0.104946 0.104946 38.31 38.41 713440AX3 04/14/82 04/01/08 3.894 0.000 766.80 0.101335 0.101335 36.99 37.09 713440AY1 04/14/82 04/01/09 3.525 0.000 741.22 0.097954 0.097954 35.75 35.85 713440AZ8 04/14/82 04/01/10 3.196 0.000 717.17 0.094776 0.094776 34.59 34.69 713440BA2 04/14/82 04/01/11 2.904 0.000 694.51 0.091782 0.091782 33.50 33.59 713440BB0 04/14/82 04/01/12 2.643 0.000 673.09 0.088951 0.088951 32.47 32.56 Petro-Lewis Corp. 716451AH2 08/12/81 08/15/03 69.834 12.625 293.18 0.037529 8.48 ----------------------------- * Called in 2003; reportable OID is computed to call date. SECTION I-A OID per Daily OID per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total ------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2004 2nd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period 2004 1st Period 2003 2004 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Rapid-American Corp. 753329AX9 03/01/84 03/01/03 7.645 0.000 903.09 0.346754 20.46 753329AY7 03/01/84 03/01/04 6.678 0.000 788.79 0.302859 0.345796 123.68 20.75 753329AZ4 03/01/84 03/01/05 5.832 0.000 688.96 0.264538 0.302044 0.346760 108.03 124.23 753329BA8 03/01/84 03/01/06 5.094 0.000 601.76 0.231055 0.263813 0.302869 94.36 108.51 753329BB6 03/01/84 03/01/07 4.449 0.000 525.59 0.201813 0.230426 0.264540 82.42 94.77 Student Loan Marketing Association 863871AL3 08/15/84 05/15/14 3.900 0.000 250.70 0.087578 0.097399 0.108916 33.33 37.25 863871AM1 10/03/84 10/03/22 2.734 0.000 126.75 0.040940 0.044884 0.049479 15.30 16.84 Tennessee Gas Pipeline formerly Tenneco, Inc. 880451AJ8 12/15/81 12/15/11 40.783 6.000 415.40 0.054831 0.054831 19.74 19.74 Transamerica Financial Corp. 893502AH7 03/19/81 03/15/11 48.067 6.500 377.32 0.047414 0.047414 17.31 17.35 893502AM6 08/18/82 09/01/07 3.816 0.000 782.62 0.105177 0.105177 38.39 38.49 893502AN4 08/18/82 03/01/10 2.753 0.000 719.51 0.096696 0.096696 35.29 35.39 893502AP9 08/18/82 09/01/12 1.986 0.000 664.71 0.089331 0.089331 32.61 32.70 SECTION I-B This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after December 31, 1984. Debt instruments which matured or were entirely called before 2003 are not included. See Section I-A for corporate discount debt instruments issued before 1985. CAUTION: The following OID information supercedes previously published information. Numbers may vary from previous editions because of rounding or updated information. OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2004 1st Period Period 2003 2004 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ ABC NACO, Inc. 000752AA3 09/01/00 01/15/04 74.000 10.500 160.16 0.229563 0.254547 0.282251 95.89 3.95 000752AB1 09/01/00 12/31/04 75.000 10.500 110.21 0.168454 0.184677 0.202461 0.221958 63.60 76.19 ABN Amro Bank N.V. 00079FBH4 07/16/03 01/16/14 100.000 0.000 0.114650 0.117016 0.119431 18.92 42.49 00079FBM3 08/13/03 11/13/13 100.000 0.000 0.119802 0.121094 0.123706 0.126373 16.59 44.32 00079FBR2 09/10/03 09/10/13 100.000 0.000 0.139445 0.142945 0.146533 15.48 51.62 00079FBX9 10/08/03 10/08/13 100.000 0.000 0.143334 0.147032 0.150826 11.90 52.89 ADT Operations, Inc. 000945AC9 07/06/95 07/06/10 38.309 0.000 235.31 0.108235 0.111753 0.115385 0.119135 0.123007 40.85 43.55 APP Finance VI Mauritius Limited 00202NAA3 11/18/97 11/18/12 20.424 0.000 147.08 0.104767 0.110464 0.116470 0.122803 0.129481 39.24 43.63 APP Finance VII Mauritius Limited 00202PAA8 04/30/98 04/30/03 100.000 3.500 0.376814 44.84 00202PAB6 04/30/98 04/30/03 100.000 3.500 0.376814 44.84 00202PAC4 04/30/98 04/30/03 100.000 3.500 0.376814 44.84 Abraxa Petroleum Corp. 003830AD8 01/23/03 05/01/07 36.250 VARIES 0.394705 0.422446 0.475522 0.535266 0.602516 135.31 177.38 003830AE6 01/23/03 05/01/07 36.250 VARIES 0.394705 0.422446 0.475522 0.535266 0.602516 135.31 177.38 003830AF3 01/23/03 05/01/07 36.250 VARIES 0.394705 0.422446 0.475522 0.535266 0.602516 135.31 177.38 ACME Metals, Inc. 004724AB6 08/11/94 08/01/04 67.821 VARIES 0.374971 0.374969 0.374966 0.374964 134.99 78.74 Community Unit School District No. 1 005770BQ4 06/03/03 02/01/07 104.499 VARIES 0.096710 0.097229 0.098849 0.095340 20.19 35.01 005770BR2 06/03/03 02/01/08 103.613 VARIES 0.108883 0.109547 0.111619 0.107876 22.75 39.56 Adelphia Communications 006848AK1 02/22/94 02/15/04 100.000 VARIES 0.263888 0.263888 0.263888 95.00 11.61 006848BK0 10/25/01 11/01/06 97.161 10.250 5.41 0.013599 0.014347 0.015136 0.015969 0.016847 5.12 5.70 Advance Holding Corp. 007451AB3 04/15/98 04/15/09* 53.586 VARIES 0.336009 34.94* Advanta Bank Corporation 00761HAR2 02/25/03 02/21/06 98.000 VARIES 0.016132 0.018933 0.018999 0.019075 5.30 6.85 Advanced Medical Optics 00763MAD0 06/24/03 04/15/23 100.000 VARIES 0.221971 0.225140 0.230400 0.237171 42.64 84.30 00763MAE8 06/24/03 04/15/23 100.000 VARIES 0.221971 0.225140 0.230400 0.237171 42.64 84.30 Agilent Technologies 00846UAA9 11/27/01 12/01/21 100.000 VARIES 0.257501 0.265120 0.273073 0.281374 0.290038 94.54 100.31 00846UAB7 11/27/01 12/01/21 100.000 VARIES 0.257501 0.265120 0.273073 0.281374 0.290038 94.54 100.31 Airgate PCS, Inc. 009367AA1 09/30/99 10/01/09 48.370 VARIES 0.293335 0.314434 0.337051 0.361294 0.387281 113.33 130.22 009367AB9 09/30/99 10/01/09 48.370 VARIES 0.293335 0.314434 0.337051 0.361294 0.387281 113.33 130.22 Aladdin Gaming Holdings 010714AC7 02/26/98 03/01/10 45.168 VARIES 0.361254 0.382106 0.387466 0.384489 0.392211 138.89 141.84 Alameda, CA 010781AQ5 03/14/02 02/01/12 97.458 7.625 1.41 0.004970 0.005169 0.005376 0.005591 0.005815 1.89 2.04 010781AW2 03/14/02 02/01/10 97.388 7.500 1.98 0.007001 0.007280 0.007569 0.007870 0.008183 2.66 2.87 Alamosa Delaware, Inc. 011593AA8 02/08/00 02/15/10 53.456 VARIES 0.261797 0.278649 0.296586 0.315678 0.335998 102.01 115.57 Alaris Medical, Inc. 011637AC9 07/28/98 08/01/08 58.144 VARIES 0.277317 0.292742 0.309026 0.309026 0.309026 107.37 111.25 ----------------------------- * Called in 2003; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2004 1st Period Period 2003 2004 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Alaska Communications Systems Holdings, Inc. 011679AD9 08/26/03 08/15/11 96.687 9.875 0.007665 0.008043 0.008466 .96 2.94 011679AE7 08/26/03 08/15/11 96.687 9.875 0.007665 0.008043 0.008466 .96 2.94 011679AF4 08/26/03 08/15/11 96.687 9.875 0.007665 0.008043 0.008466 .96 2.94 Algoma Steel, Inc. 01566MAA3 07/12/95 07/15/05 90.154 12.375 59.64 0.034484 0.036942 0.039574 0.042394 0.045415 13.70 15.72 Alleghany Corporation 017176AA6 07/16/86 03/01/04 25.599 0.000 658.19 0.193861 0.198215 0.208289 73.32 12.50 Allergan, Inc. 018490AD4 11/06/02 11/06/22 77.941 0.000 1.49 0.027062 0.027232 0.027402 0.027573 0.027745 9.79 9.91 018490AE2 11/06/02 11/06/22 77.941 0.000 1.49 0.027062 0.027232 0.027402 0.027573 0.027745 9.79 9.91 Allete Capital I 01853P209 03/20/96 12/31/15 100.000 8.050 0.223611 0.223611 0.223611 0.223611 0.223611 80.50 80.50 Alliant Energy Resources 018803205 02/15/00 02/15/30 100.000 VARIES 0.283217 0.287137 0.297566 0.308494 0.319946 104.62 112.13 018803304 02/15/00 02/15/30 100.000 VARIES 0.283217 0.287137 0.297566 0.308494 0.319946 104.62 112.13 018803403 02/15/00 02/15/30 100.000 VARIES 0.283217 0.287137 0.297566 0.308494 0.319946 104.62 112.13 Alltel Corporation 020039798 05/06/02 05/17/07 100.000 VARIES 0.199461 0.200395 0.201362 0.202364 0.203401 72.06 72.76 020039822 05/06/02 05/17/07 100.000 VARIES 0.199461 0.200395 0.201362 0.202364 0.203401 72.06 72.76 Alpharma, Inc. 020813AC5 06/02/99 06/01/06 100.000 3.000 0.136412 0.141102 0.145954 0.150972 0.156163 50.24 53.75 020813AD3 06/02/99 06/01/06 100.000 3.000 0.136412 0.141102 0.145954 0.150972 0.156163 50.24 53.75 020813AE1 06/02/99 06/01/06 100.000 3.000 0.136412 0.141102 0.145954 0.150972 0.156163 50.24 53.75 Alza Corporation 022615AC2 07/14/94 07/14/14 35.471 0.000 195.30 0.078303 0.080359 0.082468 0.084633 0.086855 29.25 30.81 Amazon.com, Inc. 023135AC0 05/08/98 05/01/08* 61.507 VARIES 0.264545 0.277772 39.25* America Online, Inc. 02364JAC8 12/06/99 12/06/19 55.126 0.000 52.77 0.050231 0.050985 0.051750 0.052526 0.053314 18.26 18.81 American Commercial Lines LLC 025198AE2 05/29/02 01/01/08 92.250 11.250 5.82 0.029332 0.031276 0.033349 0.035559 10.91 12.40 025198AF9 05/29/02 07/01/08 53.606 VARIES 0.411871 0.461624 0.517387 0.579887 157.23 197.51 American Electric Power Company, Inc. 025537200 06/11/02 08/16/07 100.000 VARIES 0.186516 0.187405 0.188323 0.189273 0.190254 67.55 68.23 025537AC5 06/11/02 08/16/07 100.000 VARIES 0.186516 0.187405 0.188323 0.189273 0.190254 67.55 68.23 American Skiing Company 029654AG5 01/15/97 07/15/06 97.279 12.000 13.33 0.008505 0.009036 0.009601 0.010201 0.010839 3.34 3.77 American Towers, Inc. 03027RAA1 02/01/03 08/01/08 45.465 0.000 0.187636 0.201575 0.216549 0.232636 64.01 79.92 03027RAB9 02/01/03 08/01/08 45.465 0.000 0.187636 0.201575 0.216549 0.232636 64.01 79.92 03027RAC7 02/01/03 08/01/08 45.465 0.000 0.187636 0.201575 0.216549 0.232636 64.01 79.92 03027RAD5 02/01/03 08/01/08 45.465 0.000 0.187636 0.201575 0.216549 0.232636 64.01 79.92 AmerUs Group Co. 03072M405 05/28/03 05/16/08 100.000 VARIES 0.177351 0.178083 0.178891 0.179725 37.81 64.33 03072M504 05/28/03 05/16/08 100.000 VARIES 0.177351 0.178083 0.178891 0.179725 37.81 64.33 Anadarko Petroleum Corporation 032511AP2 03/07/00 03/07/20* 49.960 0.000 51.31 0.052974 0.053901 5.54* 032511AQ0 03/13/01 03/13/21 100.000 0.000 0.214906 0.222406 0.230168 0.238201 0.246514 80.36 86.07 032511AR8 03/13/01 03/13/21 100.000 0.000 0.214906 0.222406 0.230168 0.238201 0.246514 80.36 86.07 Anixter International 035290AA3 06/28/00 06/28/20 25.257 0.000 47.64 0.057688 0.059381 0.061459 0.063610 0.066198 21.38 22.91 035290AB1 06/28/00 06/28/20 25.257 0.000 47.64 0.057688 0.059381 0.061459 0.063610 0.066198 21.38 22.91 035290AC9 06/28/00 06/28/20 25.257 0.000 47.64 0.057688 0.059381 0.061459 0.063610 0.066198 21.38 22.91 035290AD7 07/07/03 07/07/33 38.016 VARIES 0.077091 0.079905 0.082822 13.41 29.26 ----------------------------- * Called in 2003; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2004 1st Period Period 2003 2004 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Anixter International 035290AE5 07/07/03 07/07/33 38.016 VARIES 0.077091 0.079905 0.082822 13.41 29.26 035290AF2 07/07/03 07/07/33 38.016 VARIES 0.077091 0.079905 0.082822 13.41 29.26 Anker Coal Group, Inc. 035396AE0 10/28/99 10/01/07* 84.997 14.250 0.433662 0.435039 0.439120 122.60* Anthem, Inc. 03674B203 11/02/01 11/15/06 100.000 VARIES 0.196009 0.193907 0.197183 0.196212 71.21 62.72 Anthony Crane Cap. Corp. 036778AC2 07/31/03 02/01/08 3.000 VARIES 0.155995 0.156807 0.303573 0.328490 23.68 108.62 Aon Corporation 037389AQ6 11/07/02 11/15/12 100.000 VARIES 0.253045 0.260121 0.267532 0.275280 0.283380 93.04 98.44 037389AT0 11/07/02 11/15/12 100.000 VARIES 0.253045 0.260121 0.267532 0.275280 0.283380 93.04 98.44 Apogent Technologies 03760AAD3 10/10/01 10/15/21 100.000 VARIES 0.169963 0.173132 0.176394 0.179752 0.183209 62.25 64.62 03760AAE1 10/10/01 10/15/21 100.000 VARIES 0.169963 0.173132 0.176394 0.179752 0.183209 62.25 64.62 Arch Escrow Corporation 039384AC6 04/09/99 04/15/08 95.091 13.750 13.19 0.012720 0.013658 0.014665 0.015747 0.016908 4.90 5.64 Arch Wireless Holdings, Inc. 039392AB1 05/29/02 05/15/09 100.000 VARIES 0.351776 0.372883 0.395255 0.418971 0.444109 132.44 148.81 Republic of Argentina 040114AZ3 12/04/98 12/04/05 97.750 11.000 10.95 0.009467 0.010010 0.010584 0.011192 0.011834 3.54 3.95 040114BD1 03/01/99 03/01/29 75.576 8.875 0.021036 0.022341 0.023726 0.025197 0.025196 8.13 8.98 040114BK5 10/15/99 10/15/03 66.421 0.000 258.56 0.263183 0.276993 77.23 040114BL3 10/15/99 10/15/04 58.701 0.000 239.75 0.245640 0.259080 0.273256 0.288207 92.95 80.30 040114GA2 06/15/00 06/15/15 91.700 11.750 5.58 0.007303 0.007779 0.008285 0.008825 0.009399 2.73 3.10 040114GB0 07/21/00 07/21/30 80.144 10.250 1.72 0.002214 0.002356 0.002508 0.002669 0.002841 .87 .99 040114GF1 06/19/01 12/19/08 77.800 VARIES 0.196086 0.211952 0.229101 0.248570 0.249578 73.84 86.05 040114GG9 06/19/01 06/19/18 75.375 12.250 0.384766 0.411295 0.442069 0.475145 0.513503 146.04 168.78 040114GH7 06/19/01 06/19/31 75.250 12.000 0.365572 0.389683 0.417666 0.447658 0.482441 138.52 159.20 Arlington Sport Facility Development Authority 04184EAA7 02/17/93 12/31/08 28.800 0.000 336.78 0.138789 0.144339 0.150112 0.156116 0.162360 50.97 55.13 Armstrong County Industrial Development 04233KAB2 07/29/99 08/20/34 6.955 0.000 20.69 0.018893 0.019625 0.020386 0.021176 0.021996 7.13 7.69 Atlanta Urban Residential Finance 047852DF2 09/08/94 10/01/16 16.362 0.000 160.11 0.073765 0.076853 0.080071 0.083424 0.086917 27.68 30.05 ATMEL Corporation 049513AB0 04/21/98 04/21/18 33.785 0.000 98.04 0.065891 0.067703 0.069565 0.071478 0.073443 24.30 25.66 049513AC8 04/21/98 04/21/18 33.785 0.000 98.04 0.065891 0.067703 0.069565 0.071478 0.073443 24.30 25.66 Avalon Cable, LLC 053402AB9 12/10/98 12/01/08 56.332 VARIES 0.290669 0.306242 0.204459 0.204458 0.205581 106.27 74.87 Avon Products, Inc. 054303AN2 07/12/00 07/12/20* 47.566 0.000 45.71 0.053370 0.054370 10.37* 054303AP7 07/12/00 07/12/20* 47.566 0.000 45.71 0.053370 0.054370 10.37* Azusa, California Redevelopment Agency 05502MAB9 06/16/92 12/01/12 16.502 0.000 252.61 0.103665 0.108332 0.113209 0.118305 0.123630 38.45 41.99 B.F. Goodrich Company 05538W208 07/06/95 09/30/25 100.000 8.300 0.228022 0.226776 0.226776 0.226776 0.228022 82.88 83.12 BGLS, Inc. 055432AD0 05/14/01 03/31/06 80.884 10.000 49.18 0.094075 0.101487 0.109484 0.118111 0.127417 36.60 42.60 Bank of America Corp. 060505AT1 10/29/02 03/01/07 94.733 0.000 0.094858 0.096016 0.097747 0.099509 0.101302 34.70 35.93 Bank of America Corp. 06050MAC1 09/07/99 09/07/06 100.000 0.250 0.243578 0.252038 0.260800 0.269875 0.279275 91.17 97.63 06050MAF4 11/19/99 11/19/04 100.000 0.000 0.230851 0.238700 0.246815 0.255207 85.19 80.00 06050MAW7 11/10/00 11/10/07 110.000 0.250 0.274559 0.284929 0.295701 0.306890 0.318513 101.79 109.63 06050MBQ9 11/16/01 05/16/03 100.000 0.000 0.070796 9.56 ----------------------------- * Called in 2003; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2004 1st Period Period 2003 2004 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06050MBU0 03/27/02 03/28/05 100.000 0.000 0.143699 0.147324 0.151040 0.154850 0.158756 53.07 55.78 06050MBV8 06/28/02 07/02/07 100.000 0.000 0.132269 0.135416 0.138639 0.141938 0.145315 49.32 51.70 06050MBY2 11/27/02 11/29/07 100.000 0.000 0.111008 0.113226 0.115487 0.117795 0.120148 40.51 42.14 06050MBZ9 12/05/02 12/05/07* 100.000 0.000 0.113888 17.54* 06050MCB1 02/20/03 02/20/08 100.000 0.000 0.101388 0.103239 0.105123 0.107041 31.77 38.00 06050MCH8 04/25/03 04/29/08 100.000 0.000 0.098388 0.098427 0.100170 0.101944 0.103750 24.32 36.60 06050MCK1 05/30/03 06/03/08 100.000 0.000 0.080421 0.080441 0.081605 0.082786 0.083985 17.01 29.66 06050MCM7 06/04/03 06/04/07 100.000 0.000 0.066667 0.067467 0.068276 0.069095 13.82 24.48 06050MCN5 05/29/03 05/29/08 100.000 0.000 0.083333 0.084583 0.085852 0.087139 17.71 30.76 06050MCP0 06/25/03 06/25/10 100.000 0.000 0.098611 0.100362 0.102143 0.103956 18.35 36.47 06050MCQ8 07/25/03 07/29/08 100.000 0.000 0.096028 0.096065 0.097725 0.099415 14.99 35.39 Bank of America Corp. 06606NAJ3 04/27/99 04/27/04 100.000 0.000 0.198431 0.204225 0.210189 73.23 24.38 Baxter International,Inc 071813406 12/17/02 02/16/08 100.000 VARIES 0.121846 0.121991 0.122473 0.122966 0.123470 43.98 44.31 071813604 12/17/02 02/16/08 100.000 VARIES 0.121846 0.121991 0.122473 0.122966 0.123470 43.98 44.31 071813AQ2 05/21/01 06/01/21 100.000 1.250 0.182394 0.186898 0.191539 0.196322 0.201250 66.75 70.11 071813AR0 05/21/01 06/01/21 100.000 1.250 0.182394 0.186898 0.191539 0.196322 0.201250 66.75 70.11 Bayerische Landesbank 072738503 06/05/03 06/06/06 100.000 0.000 0.048564 0.048566 0.048991 0.049419 0.049851 10.02 17.74 Bayerische Landesbank 0727G0AA8 05/31/02 05/28/10 100.000 0.000 0.150928 0.154923 0.159025 0.163235 0.167556 55.32 58.29 Bear Stearns Companies 073902371 05/21/97 05/20/03 100.000 0.000 0.280159 38.94 Bear Stearns Companies 073928JS3 06/03/99 06/30/11 46.328 0.000 118.65 0.104634 0.108021 0.111517 0.115127 0.118854 38.28 40.80 073928WN9 02/27/02 08/15/13 49.000 0.000 26.49 0.086613 0.090831 0.092173 0.096129 0.098088 33.15 35.28 Beaver County Industrial Development Authority 07487TAB9 04/29/99 11/20/24 17.103 0.000 49.43 0.042708 0.044210 0.045763 0.047372 0.049037 15.77 16.90 BellSouth Telecommunications 079867AS6 12/13/95 12/15/95 25.235 VARIES 0.076969 0.079605 0.082332 0.085151 0.088068 28.27 30.24 Big City Radio, Inc. 089098AA5 03/17/98 03/15/05* 72.055 VARIES 0.310763 0.305696 71.60* 089098AB3 03/17/98 03/15/05* 72.055 VARIES 0.310763 0.305696 71.60* 089098AC1 03/17/98 03/15/05* 72.055 VARIES 0.310763 0.305696 71.60* Brightpoint, Inc. 109473AA6 03/11/98 03/11/18* 45.289 0.000 94.97 0.060138 0.061341 7.22* 109473AB4 03/11/98 03/11/18* 45.289 0.000 94.97 0.060138 0.061341 7.22* 109473AC2 03/11/98 03/11/18* 45.289 0.000 94.97 0.060138 0.061341 7.22* Brill Media Company 109492AC2 12/30/97 12/15/07 89.963 VARIES 0.130085 0.129774 0.130198 0.130648 0.131847 47.42 47.76 109492AH1 12/30/97 12/15/07 92.200 7.500 0.129508 0.131000 0.131503 0.132037 0.131479 47.57 48.23 Budget Group Capital Trust 119001204 06/19/98 06/15/28 100.000 6.250 0.175582 0.174745 0.174871 0.175002 0.176099 63.92 64.05 119001303 06/19/98 06/15/28 100.000 6.250 0.175582 0.174745 0.174871 0.175002 0.176099 63.92 64.05 Buffets, Inc. 119882AA6 06/28/02 07/15/10 96.181 11.250 1.51 0.008233 0.008727 0.009251 0.009806 0.010395 3.22 3.62 119882AB4 06/28/02 07/15/10 96.181 11.250 1.51 0.008233 0.008727 0.009251 0.009806 0.010395 3.22 3.62 Bureau and Putnam County, IL 121061CC7 03/18/03 12/01/04 103.778 0.000 0.072826 0.073199 0.074123 0.075060 20.72 24.63 121061CD5 03/18/03 12/01/05 105.386 VARIES 0.086136 0.086650 0.087925 0.089218 0.083379 24.52 31.75 ----------------------------- * Called in 2003; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2004 1st Period Period 2003 2004 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Bureau and Putnam County, IL 121061CE3 03/18/03 12/01/06 106.270 VARIES 0.101765 0.102477 0.104243 0.106040 0.099070 29.00 37.70 Butler County Industrial Development Authority 12359RAQ5 01/15/97 11/01/05 51.150 0.000 294.42 0.171681 0.178349 0.185276 0.192472 0.199948 63.82 68.87 12359RAR3 01/15/97 05/01/06 49.018 0.000 284.37 0.166044 0.172535 0.179280 0.186288 0.193570 61.74 66.66 12359RAS1 01/15/97 11/01/06 47.084 0.000 274.01 0.160087 0.166361 0.172881 0.179656 0.186697 59.53 64.29 12359RAT9 01/15/97 05/01/07 45.174 0.000 264.13 0.154438 0.160513 0.166828 0.173392 0.180213 57.43 62.04 12359RAU6 01/15/97 11/01/07 43.373 0.000 254.40 0.148829 0.154699 0.160800 0.167143 0.173735 55.35 59.81 12359RAV4 01/15/97 05/01/08 41.546 0.000 245.20 0.143603 0.149296 0.155215 0.161368 0.167765 53.42 57.74 12359RAW2 01/15/97 11/01/08 39.917 0.000 235.94 0.138221 0.143707 0.149411 0.155342 0.161507 51.42 55.58 12359RAX0 01/15/97 05/01/09 38.166 0.000 227.35 0.133365 0.138692 0.144232 0.149993 0.155984 49.62 53.67 12359RAY8 01/15/97 11/01/09 36.700 0.000 218.61 0.128243 0.133365 0.138692 0.144232 0.149993 47.72 51.60 12359RAZ5 01/15/97 05/01/10 35.110 0.000 210.43 0.123578 0.128539 0.133699 0.139066 0.144649 45.99 49.75 12359RBA9 01/15/97 11/01/10 33.621 0.000 202.43 0.118978 0.123772 0.128759 0.133947 0.139344 44.28 47.92 12359RBB7 01/15/97 05/01/11 32.274 0.000 194.62 0.114418 0.119035 0.123837 0.128833 0.134030 42.59 46.09 CFW Communications 124923AA1 07/26/00 08/15/10* 96.149 13.000 5.25 0.006892 0.007365 0.007870 1.82* 124923AB9 07/26/00 08/15/10* 96.149 13.000 5.25 0.006892 0.007365 0.007870 1.82* 124923AD5 07/26/00 08/15/10* 96.149 13.000 5.25 0.006892 0.007365 0.007870 1.82* 124923AE3 07/26/00 08/15/10* 96.149 13.000 5.25 0.006892 0.007365 0.007870 1.82* Sirius Satellite Radio 125127AA8 11/26/97 12/01/07 42.106 VARIES 0.438261 0.440068 0.442026 0.444149 0.446448 158.21 159.64 125127AB6 11/26/97 12/01/07 42.106 VARIES 0.438261 0.440068 0.442026 0.444149 0.446448 158.21 159.64 Call-Net Enterprises 130910AE2 07/24/98 08/15/08 64.249 VARIES 0.227522 0.237691 0.248314 0.248313 0.248312 86.57 89.39 Cellular, Inc. 151163AC6 09/07/93 09/01/03 56.609 VARIES 0.326378 0.326378 78.33 Cendant Corporation 151313AE3 02/13/01 02/13/21 60.841 0.000 0.183874 0.192581 0.201700 0.211250 0.221253 70.22 77.03 151313AF0 02/13/01 02/13/21 60.841 0.000 0.183873 0.192580 0.201698 0.211249 0.221251 70.22 77.03 151313AG8 05/04/01 05/04/21 100.000 0.000 0.290854 0.299273 0.316479 0.327439 0.348178 109.20 119.69 151313AH6 05/04/01 05/04/21 100.000 0.000 0.290854 0.299273 0.316479 0.327439 0.348178 109.20 119.69 151313AJ2 07/27/01 08/17/06 99.000 VARIES 0.201320 0.201854 0.202407 0.202980 0.203169 72.72 73.07 151313AM5 11/27/01 11/27/11 100.000 3.875 0.272304 0.279952 0.287954 0.296329 0.305092 99.94 105.75 151313AN3 11/27/01 11/27/11 100.000 3.875 0.272304 0.279952 0.287954 0.296329 0.305092 99.94 105.75 Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29 100.000 2.000 0.344634 0.358826 0.373714 0.389333 0.405718 129.71 140.74 Century Communications 156503AF1 04/01/93 03/15/03 42.125 0.000 561.28 0.236037 17.47 156503AK0 11/13/97 11/15/17 93.375 8.375 7.78 0.005301 0.005543 0.005795 0.006058 0.006334 1.97 2.16 156503AM6 01/15/98 01/15/08 41.266 0.000 227.61 0.151141 0.160598 0.165129 0.174497 0.180411 59.26 64.74 156503AN4 01/15/98 01/15/08 41.266 0.000 227.61 0.151141 0.160598 0.165129 0.174497 0.180411 59.26 64.74 Chiron Corporation 170040AD1 06/12/01 06/12/31 55.045 0.000 0.105829 0.108603 0.112062 0.115631 0.119969 39.26 41.83 170040AE9 06/12/01 06/12/31 55.045 0.000 0.105829 0.108603 0.112062 0.115631 0.119969 39.26 41.83 Chubb Corporation 171232309 12/02/02 11/16/07 100.000 VARIES 0.133278 0.133739 0.134282 0.134838 0.135407 48.11 48.49 171232507 06/24/03 08/16/08 100.000 VARIES 0.086263 0.086369 0.086737 0.087111 16.15 31.26 171232AG6 12/02/02 11/16/07 100.000 VARIES 0.133278 0.133739 0.134282 0.134838 0.135407 48.11 48.49 171232AK7 06/24/03 08/16/08 100.000 VARIES 0.086263 0.086369 0.086737 0.087111 16.15 31.26 ----------------------------- * Called in 2003; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2004 1st Period Period 2003 2004 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Chukchansi Economic Development Authority 171276AA6 10/08/02 06/15/09 91.476 14.500 1.72 0.021211 0.022978 0.024892 0.026965 0.029212 8.01 9.40 171276AB4 10/08/02 06/15/09 91.476 14.500 1.72 0.021211 0.022978 0.024892 0.026965 0.029212 8.01 9.40 Cinemark Mexico, Inc. 172438AD5 09/30/96 08/01/03 100.000 VARIES 0.346237 0.347045 72.85 172438AE3 09/30/96 08/01/03 100.000 VARIES 0.346237 0.347045 72.85 Citizens Communications Company 17453B200 06/19/01 08/17/06 98.920 VARIES 0.218116 0.219316 0.220564 0.221860 0.222037 79.07 79.83 Citrix Systems, Inc. 177376AA8 03/22/99 03/22/19 35.471 0.000 76.68 0.062016 0.063644 0.065314 0.067029 0.068788 22.95 24.17 177376AB6 03/22/99 03/22/19 35.471 0.000 76.68 0.062016 0.063644 0.065314 0.067029 0.068788 22.95 24.17 Columbia, Repulic 195325AP0 03/09/99 03/09/04 97.354 10.875 18.78 0.016703 0.017671 0.018695 6.41 1.27 COLT Telecom Group, PLC 196877AA2 12/17/96 12/15/06 54.067 VARIES 0.340072 0.340490 0.340933 0.341404 0.341904 122.51 122.84 196877AB0 12/17/96 12/15/06 54.067 VARIES 0.340072 0.340490 0.340933 0.341404 0.341904 122.51 122.84 Comcast Corporation 200300507 10/15/99 10/15/29 100.000 2.000 0.377238 0.394151 0.411954 0.430692 0.450416 141.49 154.60 200300606 11/15/99 11/15/29 100.000 2.000 0.370953 0.387324 0.404544 0.422659 0.441713 138.03 150.61 200300BH3 12/19/00 12/19/20 77.941 0.000 20.00 0.027745 0.027919 0.028093 0.028269 0.028446 10.02 10.15 Comdisco Holdings Co,Inc 200335AB3 08/12/02 06/30/05* 85.336 11.000 0.427545 50.02* Comed Financing I 20033V209 09/26/95 09/30/35* 100.000 8.480 0.232967 18.17* Consoltex Group 210305AC2 02/12/02 01/31/09 100.000 VARIES 0.298961 0.303923 0.298974 0.302266 0.298987 106.25 106.25 Consumers Energy Financing I 210519203 01/01/97 12/31/15 100.000 8.360 0.232222 0.232222 0.232222 0.232222 0.232222 83.60 83.60 Convergent Communication 211914AC0 04/02/98 04/01/08 95.696 13.000 13.62 0.010750 0.011492 0.012286 0.013134 0.014041 4.14 4.73 Cook County, Illinois 213314DE4 09/16/03 12/01/08 79.030 0.000 0.100294 0.101252 0.103565 0.105931 10.56 37.01 Cook County, Illinois 214471HQ0 12/30/02 12/01/22 21.989 0.000 .05 0.047335 0.048874 0.050768 0.052735 0.054778 17.42 18.75 Cook County, Illinois 215093EV3 06/17/03 12/01/13 59.669 0.000 0.082871 0.084758 0.086877 0.089049 16.13 31.02 215093EW1 06/17/03 12/01/14 55.539 0.000 0.080220 0.082121 0.084256 0.086446 15.62 30.08 215093EX9 06/17/03 12/01/15 51.495 0.000 0.077239 0.079140 0.081277 0.083471 15.04 29.00 Cook County, Illinois School District No.155 215219DU7 02/01/01 12/01/03 84.345 0.000 103.05 0.159477 0.164339 53.50 215219DV5 02/01/01 12/01/04 78.838 0.000 99.63 0.154521 0.159387 0.164405 0.169581 56.80 55.19 215219DW3 02/01/01 12/01/05 73.577 0.000 95.31 0.148057 0.152830 0.157757 0.162843 0.168093 54.45 58.02 215219DX1 02/01/01 12/01/06 68.469 0.000 90.86 0.141365 0.146029 0.150846 0.155823 0.160963 52.02 55.50 215219DY9 02/01/01 12/01/07 63.741 0.000 85.94 0.133843 0.138325 0.142958 0.147746 0.152694 49.26 52.62 215219DZ6 02/01/01 12/01/08 59.225 0.000 81.10 0.126446 0.130744 0.135188 0.139784 0.144535 46.56 49.78 215219EA0 02/01/01 12/01/09 55.158 0.000 76.12 0.118737 0.122803 0.127009 0.131358 0.135856 43.73 46.77 215219EB8 02/01/01 12/01/10 51.321 0.000 71.37 0.111384 0.115226 0.119201 0.123312 0.127566 41.02 43.90 215219EG7 02/01/01 12/01/14 37.337 0.000 54.70 0.085680 0.088785 0.092003 0.095338 0.098793 31.59 33.93 215219EH5 02/01/01 12/01/15 34.277 0.000 50.94 0.079883 0.082818 0.085862 0.089017 0.092287 29.47 31.67 215219FB7 06/30/03 12/01/07 84.673 0.000 0.089366 0.090794 0.092519 0.094277 16.22 33.10 215219FC5 06/30/03 12/01/08 81.113 0.000 0.087860 0.089300 0.091041 0.092816 15.95 32.57 215219FD3 06/30/03 12/01/09 76.100 0.000 0.090887 0.092530 0.094519 0.096551 16.50 33.79 215219FE1 06/30/03 12/01/10 71.619 0.000 0.090510 0.092239 0.094337 0.096483 16.43 33.71 ----------------------------- * Called in 2003; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2004 1st Period Period 2003 2004 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL 215219FN1 06/30/03 12/01/18 44.637 0.000 0.065711 0.067174 0.068954 0.070781 11.94 24.61 215219FP6 06/30/03 12/01/19 41.690 0.000 0.062532 0.063949 0.065676 0.067449 11.36 23.44 215219FQ4 06/30/03 12/01/20 39.193 0.000 0.059329 0.060688 0.062342 0.064040 10.78 22.25 215219FR2 06/30/03 12/01/21 36.482 0.000 0.056238 0.057549 0.059146 0.060787 10.22 21.10 215219FS0 06/30/03 12/01/22 33.892 0.000 0.053188 0.054450 0.055988 0.057569 9.66 19.97 Cook County, Illinois School District No.170 215381HH0 12/31/96 12/01/03 60.888 0.000 327.60 0.188722 0.195609 63.52 215381HJ6 12/31/96 12/01/04 56.244 0.000 307.65 0.177732 0.184307 0.191125 0.198196 65.57 64.34 215381HK3 12/31/96 12/01/05 51.854 0.000 288.30 0.167029 0.173292 0.179789 0.186531 0.193525 61.64 66.35 215381HN7 08/07/03 12/01/06 90.595 0.000 0.075480 0.076201 0.077344 0.078504 10.89 27.71 215381HP2 08/07/03 12/01/07 86.272 0.000 0.082662 0.083567 0.085008 0.086474 11.93 30.43 215381HQ0 08/07/03 12/01/12 61.760 0.000 0.089877 0.091373 0.093767 0.096223 12.99 33.47 215381HR8 08/07/03 12/01/13 57.537 0.000 0.086770 0.088266 0.090662 0.093124 12.54 32.35 215381HS6 08/07/03 12/01/14 53.466 0.000 0.083304 0.084786 0.087164 0.089608 12.04 31.10 Cook County, Illinois 215903EV3 06/17/03 12/01/13 59.669 0.000 0.082871 0.084758 0.086877 0.089049 16.13 31.02 215903EW1 06/17/03 12/01/14 55.539 0.000 0.080220 0.082121 0.084256 0.086446 15.62 30.08 215903EX9 06/17/03 12/01/15 51.495 0.000 0.077239 0.079140 0.081277 0.083471 15.04 29.00 Cooper Cameron Corp. 216640AA0 05/16/01 05/17/21 77.941 0.000 15.94 0.027570 0.027742 0.027916 0.028090 0.028266 9.97 10.10 Coppell Independent School District 217489SW4 09/25/97 08/15/03 67.642 0.000 283.22 0.175417 0.181336 40.36 217489SX2 09/25/97 08/15/04 62.668 0.000 269.23 0.167319 0.173090 0.179060 0.185237 62.87 41.22 217489SY0 09/25/97 08/15/05 57.892 0.000 255.06 0.159056 0.164662 0.170465 0.176473 0.182692 59.82 64.11 217489SZ7 09/25/97 08/15/06 53.555 0.000 239.90 0.149938 0.155297 0.160848 0.166597 0.172552 56.43 60.53 Corning, Inc. 219350AJ4 11/08/00 11/08/15 74.192 0.000 32.40 0.042892 0.043321 0.043754 0.044192 0.044634 15.56 15.88 Corvallie, Benton County 2208854Z7 03/12/02 01/01/05 87.959 0.000 32.96 0.117316 0.120031 0.122809 0.125650 42.72 44.72 2208855A1 03/12/02 01/01/06 82.755 0.000 33.79 0.120540 0.123577 0.126690 0.129881 43.94 46.18 2208855B9 03/12/02 01/01/07 77.493 0.000 33.80 0.120823 0.124072 0.127409 0.130835 44.08 46.48 2208855C7 03/12/02 01/01/08 72.008 0.000 33.53 0.120125 0.123572 0.127117 0.130764 43.87 46.42 2208855D5 03/12/02 01/01/09 67.064 0.000 32.44 0.116369 0.119835 0.123406 0.127082 42.52 45.09 2208855E3 03/12/02 01/01/10 62.052 0.000 31.29 0.112414 0.115904 0.119502 0.123212 41.10 43.69 2208855F0 03/12/02 01/01/11 57.678 0.000 29.75 0.106963 0.110359 0.113862 0.117476 39.12 41.64 2208855G8 03/12/02 01/01/12 53.670 0.000 28.12 0.101181 0.104443 0.107811 0.111287 37.01 39.44 2208855H6 03/12/02 01/01/13 49.793 0.000 26.54 0.095554 0.098688 0.101924 0.105267 34.96 37.29 2208855J2 03/12/02 01/01/14 46.414 0.000 24.93 0.089787 0.092754 0.095819 0.098985 32.86 35.06 2208855K9 03/12/02 01/01/15 43.223 0.000 23.40 0.084280 0.087086 0.089986 0.092982 30.85 32.93 2208855L7 03/12/02 01/01/16 39.945 0.000 21.95 0.079120 0.081794 0.084558 0.087416 28.96 30.96 2208855M5 03/12/02 01/01/17 37.109 0.000 20.55 0.074076 0.076598 0.079206 0.081903 27.12 29.00 2208855N3 03/12/02 01/01/18 34.442 0.000 19.21 0.069283 0.071659 0.074116 0.076658 25.37 27.14 2208855P8 03/12/02 01/01/19 31.935 0.000 17.94 0.064734 0.066970 0.069284 0.071677 23.71 25.37 2208855Q6 03/12/02 01/01/20 29.582 0.000 16.74 0.060422 0.062524 0.064700 0.066951 22.13 23.70 2208855R4 03/12/02 01/01/21 27.475 0.000 15.62 0.056375 0.058345 0.060384 0.062494 20.65 22.12 2208855S2 03/12/02 01/01/22 25.504 0.000 14.56 0.052568 0.054413 0.056322 0.058299 19.26 20.63 2208855T0 03/12/02 01/01/23 23.613 0.000 13.56 0.048963 0.050691 0.052480 0.054333 17.94 19.23 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2004 1st Period Period 2003 2004 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Costco Companies, Inc. 22160QAA0 08/19/97 08/19/17 49.960 0.000 102.27 0.057774 0.058785 0.059814 0.060861 0.061926 21.25 22.00 22160QAB8 08/19/97 08/19/17 49.960 0.000 102.27 0.057774 0.058785 0.059814 0.060861 0.061926 21.25 22.00 22160QAC6 08/19/97 08/19/17 49.960 0.000 102.27 0.057774 0.058785 0.059814 0.060861 0.061926 21.25 22.00 Covad Communications 222814AD7 03/11/98 03/15/08 50.666 VARIES 0.352906 0.371117 0.375493 0.371727 0.378230 134.60 137.03 222814AG0 03/11/98 03/15/08 50.666 VARIES 0.352906 0.371117 0.375493 0.371727 0.378230 134.60 137.03 222814AH8 03/11/98 03/15/08 50.666 VARIES 0.352906 0.371117 0.375493 0.371727 0.378230 134.60 137.03 Cox Communications, Inc. 224044503 11/29/99 11/15/29 100.000 VARIES 0.277363 0.283208 0.297300 0.305443 0.322619 103.25 111.50 224044AW7 03/14/00 03/14/30 100.000 3.000 0.308479 0.313968 0.328556 0.336523 0.354387 115.79 124.53 224044AX5 04/19/00 04/19/20 42.589 0.426 0.132711 0.137552 0.143376 0.149468 0.156699 50.11 54.58 224044BA4 02/23/01 02/23/21 69.503 0.348 22.91 0.034926 0.035318 0.035716 0.036118 0.036524 12.75 13.03 224044BB2 02/23/01 02/23/21 69.503 0.348 22.91 0.034926 0.035318 0.035716 0.036118 0.036524 12.75 13.03 224044BC0 02/23/01 02/23/21 69.503 0.348 22.91 0.034926 0.035318 0.035716 0.036118 0.036524 12.75 13.03 Crown Castle International 228227AB0 11/25/97 11/15/07* 59.765 VARIES 0.295127 0.295126 54.89* 228227AD6 05/17/99 05/15/11 60.339 VARIES 0.247624 0.260469 0.273981 0.288194 0.288194 92.67 101.85 228227AE4 08/03/99 08/01/11 57.889 VARIES 0.251062 0.265185 0.280101 0.295856 0.312498 97.28 108.53 228227AF1 08/03/99 08/01/11 57.889 VARIES 0.251062 0.265185 0.280101 0.295856 0.312498 97.28 108.53 Crown Packaging Enterprises, Ltd. 228441AC5 08/13/96 08/01/06 32.367 VARIES 0.364427 0.393750 0.425434 0.428374 0.431552 145.62 154.60 Crown Packaging Holdings 228443AC1 11/01/93 11/01/03 38.504 VARIES 0.373280 0.375526 112.39 Cypress-Fairbanks ISD 232760AV0 05/27/93 02/15/04 47.838 0.000 447.43 0.175349 0.181485 0.187836 65.93 8.26 D. R. Horton, Inc. 23331AAH2 05/11/01 05/11/21* 52.478 VARIES 0.147468 0.154016 21.64* DTE Energy Company 233331206 06/25/02 08/16/07 100.000 VARIES 0.153062 0.153758 0.154473 0.155207 0.155962 55.42 55.94 233331AH0 06/25/02 08/16/07 100.000 VARIES 0.153062 0.153758 0.154473 0.155207 0.155962 55.42 55.94 Danka Business Systems 236277AC3 06/29/01 04/01/08 28.000 10.000 0.109040 0.133120 0.162518 0.198407 0.242222 48.40 72.14 236277AD1 06/29/01 04/01/04* 35.000 0.000 275.19 0.656834 0.794021 167.90* Dayton Superior Corporation 240028AB6 06/16/00 06/15/09 95.575 13.000 7.69 0.010062 0.010701 0.011444 0.012238 0.013159 3.81 4.36 240028AC4 06/16/00 06/15/09 95.575 13.000 7.69 0.010062 0.010701 0.011444 0.012238 0.013159 3.81 4.36 240028AD2 06/16/00 06/15/09 95.575 13.000 7.68 0.010174 0.010880 0.011635 0.012442 0.013305 3.81 4.36 240028AE0 06/16/00 06/15/09 95.575 13.000 7.68 0.010174 0.010880 0.011635 0.012442 0.013305 3.81 4.36 240028AF7 06/16/00 06/15/09 95.575 13.000 7.69 0.010062 0.010701 0.011444 0.012238 0.013159 3.81 4.36 240028AG5 03/15/03 09/15/08 98.088 10.750 0.007241 0.007647 0.008076 0.008530 2.11 2.92 Details Capital Corp. 25063TAA5 11/18/97 11/15/07 54.595 VARIES 0.347215 0.347215 0.347215 0.347214 0.347214 125.00 125.00 Detroit Edison Company 250847712 02/13/96 03/31/26 100.000 7.625 0.209478 0.208333 0.208333 0.208333 0.209478 76.14 76.36 Deutsche Bank AG 251525AE1 01/29/03 01/31/08 100.000 0.000 0.092850 0.092867 0.094419 0.095998 0.097602 31.16 34.76 251525AH4 03/31/03 04/02/08 100.000 0.000 0.093206 0.093223 0.094787 0.096377 0.097994 25.40 34.69 251525AJ0 05/27/03 11/29/06 100.000 0.000 0.059567 0.059574 0.060212 0.060858 0.061511 12.77 21.83 Deutsche Bank AG 251526BE8 07/02/01 02/08/08 99.877 2.750 0.165179 0.170620 0.170575 0.175298 0.176293 62.06 64.12 Deutsche Bank AG 25152CAA4 03/21/03 03/26/08 100.000 0.000 0.094596 0.094641 0.096252 0.097891 0.099558 26.65 35.26 25152CAB2 04/30/03 11/01/06 100.000 0.000 0.071799 0.071805 0.072733 0.073673 0.074625 17.36 26.47 ----------------------------- * Called in 2003; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2004 1st Period Period 2003 2004 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 25152CAC0 06/25/03 06/27/08 100.000 0.000 0.072758 0.072769 0.073722 0.074687 0.075665 13.54 26.72 25152CAD8 07/02/03 07/07/08 100.000 0.000 0.079045 0.079076 0.080201 0.081342 14.15 29.06 25152CAE6 09/02/03 03/06/07 100.000 0.000 0.091553 0.091587 0.093096 0.094630 10.90 33.59 25152CAF3 08/05/03 02/07/07 100.000 0.000 0.086891 0.086907 0.088266 0.089646 12.69 31.93 25152CAH9 09/17/03 09/19/07 100.000 0.000 0.086798 0.086813 0.088169 0.089547 9.03 31.78 Deutsche Bank Financial 25153EBE0 11/18/99 11/18/04 100.000 0.000 0.215925 0.219264 0.228833 0.233656 80.00 74.57 25153EBG5 01/14/00 01/14/07 100.000 1.000 0.228242 0.239383 0.242979 0.253504 0.258797 87.84 93.55 25153EBK6 05/15/00 05/15/07 100.000 1.250 0.249231 0.253284 0.264589 0.270466 0.284189 92.44 98.84 25153EBM2 11/15/00 11/15/07 100.000 0.250 0.215933 0.223069 0.230447 0.238078 0.245969 79.69 85.05 25153EBN0 11/15/00 11/15/05 96.300 0.000 0.208102 0.215183 0.222504 0.230075 0.237903 76.85 82.17 25153EBP5 01/12/01 01/12/08 100.000 0.250 0.170474 0.178108 0.180071 0.187113 0.190232 65.27 68.95 25153EBR1 02/08/01 02/08/08 100.000 2.750 0.164073 0.169412 0.169301 0.173920 0.174836 61.62 63.61 Devon Energy 25179MAA1 08/02/98 08/15/08 97.500 4.900 0.224275 0.227558 0.230964 0.234497 0.238161 82.24 84.76 25179MAB9 08/02/98 08/15/08 96.562 4.950 0.221195 0.224313 0.227546 0.230900 0.234378 81.06 83.45 Diamond Cable Communications, PLC 252567AA0 09/28/94 09/30/04* 52.613 VARIES 0.364012 3.28* 252567AB8 12/15/95 12/15/05* 56.502 VARIES 0.326390 2.94* DIVA Systems Corporation 255013AA2 05/30/96 05/15/06 52.946 VARIES 0.363538 0.363697 0.363867 0.364048 0.364241 130.92 131.04 255013AB0 05/30/96 05/15/06 52.946 VARIES 0.363538 0.363697 0.363867 0.364048 0.364241 130.92 131.04 255013AC8 05/30/96 05/15/06 52.946 VARIES 0.363538 0.363697 0.363867 0.364048 0.364241 130.92 131.04 255013AD6 05/30/96 05/15/06 52.946 VARIES 0.363538 0.363697 0.363867 0.364048 0.364241 130.92 131.04 255013AL8 02/19/98 03/01/08 50.100 VARIES 0.340626 0.363657 0.364533 0.365469 0.366468 129.64 131.63 255013AM6 02/19/98 03/01/08 50.100 VARIES 0.340626 0.363657 0.364533 0.365469 0.366468 129.64 131.63 Dolphin Telecom, PLC 256886AE2 05/28/98 06/01/08 57.120 VARIES 0.302072 0.319441 0.319441 0.319441 0.319440 112.39 115.00 256886AH5 05/18/99 05/15/09 50.892 VARIES 0.317447 0.339667 0.363443 0.388884 0.388883 120.40 136.59 DuPage County, IL SDN99 263417GR2 04/04/02 02/01/11 55.425 0.000 28.29 0.106984 0.110621 0.114382 0.118270 0.122290 40.28 43.06 Duarte, California Redevelopment Agency 263594AB9 06/16/92 12/01/12 16.484 0.000 252.57 0.103674 0.108344 0.113224 0.118324 0.123654 38.45 41.99 Duke Capital Corporation 264399544 11/19/01 11/16/06 100.000 VARIES 0.141203 0.141738 0.142286 0.142848 50.98 44.92 264399551 11/19/01 11/16/06 100.000 VARIES 0.141203 0.141738 0.142286 0.142848 0.142819 50.98 51.35 264399585 03/19/01 05/18/06 100.000 VARIES 0.171246 0.168688 0.170786 62.01 23.57 264399EJ1 05/07/03 05/15/23 100.000 VARIES 0.167502 0.167661 0.171251 0.174948 0.178757 39.40 62.66 E. Spire Communications 269153AA0 11/14/95 11/01/05 53.515 VARIES 0.361083 0.361081 0.361079 0.361077 0.361075 129.99 129.99 269153AB8 03/26/96 04/01/06 53.809 VARIES 0.354157 0.354157 0.354156 0.354155 0.354155 127.50 127.50 269153AD4 11/14/95 11/01/05 53.515 VARIES 0.361083 0.361081 0.361079 0.361077 0.361075 129.99 129.99 269153AE2 03/26/96 04/01/06 53.809 VARIES 0.354157 0.354157 0.354156 0.354155 0.354155 127.50 127.50 269153AH5 07/24/98 07/01/08 59.989 VARIES 0.280226 0.295111 0.295109 0.295108 103.56 106.24 269153AJ1 07/24/98 07/01/08 59.989 VARIES 0.280226 0.295111 0.295109 0.295108 103.56 106.24 Eagle Industries, Inc. 269612AB3 07/12/93 07/15/03 59.897 VARIES 0.291663 0.291663 56.58 East Orange NJ 274137WT1 04/14/03 04/01/22 29.893 0.000 0.053723 0.055336 0.057126 0.058974 13.95 20.57 274137WU8 04/14/03 04/01/23 27.886 0.000 0.050348 0.051868 0.053554 0.055294 13.08 19.28 ----------------------------- * Called in 2003; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2004 1st Period Period 2003 2004 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ East Orange NJ 274137WV6 04/14/03 04/01/24 26.105 0.000 0.047206 0.048632 0.050215 0.051850 12.26 18.08 274137WW4 04/14/03 04/01/25 24.381 0.000 0.044224 0.045564 0.047052 0.048588 11.49 16.94 274137WX2 04/14/03 04/01/26 22.763 0.000 0.041415 0.042674 0.044071 0.045514 10.76 15.87 274137WY0 04/14/03 04/01/27 21.292 0.000 0.038799 0.039980 0.041291 0.042645 10.08 14.87 274137WZ7 04/14/03 04/01/28 19.913 0.000 0.036341 0.037449 0.038679 0.039950 9.44 13.93 Edwards Lifesciences Corporation 28176EAA6 05/09/03 05/15/33 100.000 VARIES 0.134748 0.134770 0.135427 0.136100 0.136790 31.30 48.94 28176EAB4 05/09/03 05/15/33 100.000 VARIES 0.134748 0.134770 0.135427 0.136100 0.136790 31.30 48.94 El Paso Corporation 28336L208 06/26/02 08/16/07 100.000 VARIES 0.196130 0.197032 0.197965 0.198932 0.199932 71.02 71.71 28336LAA7 02/28/01 02/28/21 45.289 0.000 34.25 0.053106 0.053285 0.054948 0.055438 0.057484 19.64 20.51 28336LAC3 02/28/01 02/28/21 45.289 0.000 34.25 0.053106 0.053285 0.054948 0.055438 0.057484 19.64 20.51 El Salvador, Republic 283875AE2 08/11/99 08/15/06 92.196 9.500 30.47 0.029402 0.031039 0.032766 0.034590 0.036516 11.34 12.63 Electronics for Imaging 284745AA4 06/04/03 06/01/23 100.000 VARIES 0.219530 0.226441 0.233743 0.241333 45.65 83.28 Electronic Data Systems 285661203 06/26/01 08/17/06 100.000 VARIES 0.176257 0.176752 0.177263 0.177790 0.177755 63.68 63.98 285661AB0 10/10/01 10/10/21 77.941 VARIES 0.120055 0.122575 0.125836 0.129183 0.133348 44.76 47.29 285661AE4 06/30/03 07/15/23 100.000 VARIES 0.161111 0.161240 0.162794 0.164394 29.18 58.85 285661AF1 06/30/03 07/15/23 100.000 VARIES 0.161111 0.161240 0.162794 0.164394 29.18 58.85 Electronic Retailing Systems International 285825AC9 01/24/97 02/01/04 64.421 VARIES 0.379730 0.387438 0.382611 140.44 11.86 Emmis Communications Corporation 291525AF0 03/27/01 03/15/11 54.760 VARIES 0.227143 0.241338 0.256420 0.272444 0.289470 87.43 98.70 Emmis Escrow Corporation 291530AA1 03/27/01 03/15/11 54.760 VARIES 0.227143 0.241338 0.256420 0.272444 0.289470 87.43 98.70 Enron Corporation 293561CC8 02/07/01 02/07/21 65.524 0.000 26.86 0.039923 0.040347 0.040776 0.041209 0.041647 14.57 14.88 293561CD6 02/07/01 02/07/21 65.524 0.000 26.86 0.039923 0.040347 0.040776 0.041209 0.041647 14.57 14.88 Entercom Communications 29363P104 10/06/99 09/30/14* 100.000 6.250 0.171703 0.170765 16.48* Entergy Louisiana Capital I 29364A205 07/16/96 09/30/45 100.000 9.000 0.247253 0.245902 0.245902 0.245902 0.247253 89.87 90.13 Entergy Arkansas Capital I 29364C201 08/14/96 09/30/45 100.000 8.500 0.233517 0.232240 0.232240 0.232240 0.233517 84.88 85.12 Entergy Gulf States Capital Trust I 29364H200 01/28/97 03/31/46 100.000 8.750 0.240385 0.239071 0.239071 0.239071 0.240385 87.38 87.62 Erie School District 295528CQ4 05/20/98 09/01/03 72.561 0.000 234.82 0.161161 0.166129 39.57 Essex County Utilities Authority 296816AY7 03/30/99 04/01/12 60.121 0.000 95.13 0.075688 0.077183 0.078708 0.080263 0.081849 27.79 28.90 296816BF7 03/30/99 04/01/03 78.897 0.000 196.44 0.162075 14.59 296816BG5 03/30/99 04/01/04 74.144 0.000 186.64 0.154149 0.158828 0.163648 57.19 14.73 296816BH3 03/30/99 04/01/05 69.072 0.000 179.88 0.149057 0.153722 0.158534 0.163496 0.168614 55.35 58.87 296816BJ9 03/30/99 04/01/06 64.504 0.000 170.95 0.141901 0.146413 0.151069 0.155873 0.160830 52.72 56.13 Evergreen Resources,Inc. 299900AA8 12/18/01 12/15/21 100.000 VARIES 0.260901 0.266707 0.272774 0.279114 0.285740 95.16 99.55 299900AB6 12/18/01 12/15/21 100.000 VARIES 0.260901 0.266707 0.272774 0.279114 0.285740 95.16 99.55 ----------------------------- * Called in 2003; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2004 1st Period Period 2003 2004 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ First Citizens Bancorp. of South Carolina 30244CAC0 03/24/98 03/15/28 100.000 8.250 0.229167 0.229167 0.229167 0.229167 0.229167 82.50 82.50 Federal Home Loan Mortgage Corporation 3128X02Z1 03/28/03 03/28/33 15.782 0.000 0.027399 0.028256 0.029139 0.030049 7.56 10.50 3128X03C1 04/01/03 04/01/33 15.108 0.000 0.026859 0.027719 0.028606 0.029521 7.33 10.30 3128X03L1 04/14/03 04/14/33 13.648 0.000 0.025590 0.026454 0.027346 0.028269 6.64 9.82 3128X03U1 04/08/03 04/08/08 100.000 3.000 0.006586 0.006693 0.006775 1.74 1.26 3128X04L0 04/21/03 04/21/33 14.464 0.000 0.026316 0.027178 0.028068 0.028988 6.64 10.07 3128X04V8 04/29/03 04/29/33 14.152 0.000 0.026044 0.026907 0.027798 0.028719 6.36 9.96 3128X0AL3 10/03/02 12/30/03 97.910 0.000 4.09 0.046633 0.047031 16.81 3128X0AM1 10/03/02 12/30/04 95.010 0.000 5.33 0.060927 0.061626 0.062334 0.063049 22.06 22.51 3128X0AN9 10/03/02 12/30/05 91.510 0.000 6.16 0.070497 0.071468 0.072453 0.073450 0.074462 25.56 26.26 3128X0AP4 10/03/02 12/30/06 87.710 0.000 6.68 0.076462 0.077653 0.078862 0.080090 0.081338 27.74 28.61 3128X0AQ2 10/03/02 12/30/07 83.710 0.000 7.00 0.080194 0.081565 0.082960 0.084379 0.085822 29.12 30.12 3128X0AR0 10/03/02 12/30/09 75.410 0.000 7.25 0.083208 0.084845 0.086515 0.088217 0.089952 30.25 31.46 3128X0AS8 10/03/02 01/02/13 63.710 0.000 6.93 0.078707 0.079577 0.081346 0.083155 0.085005 28.96 30.27 3128X0AT6 10/03/02 01/02/22 36.810 0.000 4.73 0.053780 0.054483 0.055916 0.057386 0.058895 19.87 20.93 3128X0AU3 10/03/02 01/02/30 23.710 0.000 3.10 0.035251 0.035717 0.036673 0.037655 0.038662 13.03 13.74 3128X0AV1 10/03/02 04/15/32 21.010 0.000 2.75 0.031297 0.032135 0.032995 0.033878 0.034784 11.55 12.17 3128X0AW9 10/03/02 06/15/32 20.810 0.000 2.73 0.031289 0.032127 0.032987 0.033871 0.034778 11.44 12.06 3128X0AX7 10/03/02 09/15/32 20.510 0.000 2.69 0.030537 0.031274 0.032113 0.032973 0.033857 11.29 11.90 3128X0AY5 10/03/02 12/15/32 20.210 0.000 2.66 0.030442 0.031259 0.032097 0.032958 0.033843 11.13 11.74 3128X0AZ2 10/03/02 01/02/34 19.160 0.000 2.51 0.028516 0.028895 0.029670 0.030464 0.031281 10.54 11.11 3128X0BL2 11/05/02 05/05/08 99.500 VARIES 0.013588 0.013827 0.014069 0.014072 4.18 .55 3128X0CW7 10/28/02 10/28/32 12.153 0.000 1.52 0.024138 0.025001 0.025895 0.026820 0.027779 8.96 9.61 3128X0DJ5 11/05/02 11/05/32 12.693 0.000 1.38 0.024681 0.025545 0.026439 0.027365 0.028322 9.14 9.79 3128X0DM8 11/05/02 11/05/32 12.693 0.000 1.38 0.024681 0.025545 0.026439 0.027365 0.028322 9.14 9.79 3128X0DS5 11/05/02 11/05/32 14.675 0.000 1.48 0.026497 0.027358 0.028247 0.029166 0.030113 9.79 10.44 3128X0E62 02/07/03 08/07/06* 89.792 0.000 0.077326 13.92* 3128X0EF2 11/05/02 11/05/32 12.153 0.000 1.35 0.024138 0.025001 0.025895 0.026820 0.027779 8.94 9.59 3128X0EU9 11/05/02 11/05/32 11.807 0.000 1.33 0.023778 0.024640 0.025533 0.026458 0.027417 8.81 9.46 3128X0EW5 11/12/02 11/12/32 11.637 0.000 1.16 0.023597 0.024459 0.025351 0.026277 0.027236 8.74 9.39 3128X0FD6 11/12/02 11/12/32 11.305 0.000 1.14 0.023238 0.024098 0.024990 0.025914 0.026873 8.61 9.25 3128X0HN2 11/22/02 11/22/32* 11.637 0.000 .92 0.023597 3.33* 3128X0HQ5 11/26/02 11/26/08* 99.625 3.250 0.010322 0.010510 3.39* 3128X0HU6 11/26/02 11/26/07* 99.250 3.150 0.010694 .59* 3128X0KM0 12/03/02 12/03/32 13.847 0.000 .72 0.025771 0.026635 0.027527 0.028449 0.029402 9.48 10.13 3128X0L23 03/04/03 03/04/33 14.890 0.000 0.026678 0.027539 0.028427 0.029344 8.02 10.28 3128X0M48 03/18/03 03/18/33 14.676 0.000 0.026498 0.027359 0.028248 0.029166 7.59 10.20 3128X0MG1 12/16/02 12/16/32 13.847 0.000 .39 0.025771 0.026635 0.027527 0.028449 0.029402 9.46 10.10 3128X0MX4 11/26/02 11/26/32 13.648 0.000 .90 0.025590 0.026454 0.027346 0.028269 0.029223 9.43 10.08 ----------------------------- * Called in 2003; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2004 1st Period Period 2003 2004 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Mortgage Corporation 3128X0MZ9 12/16/02 12/16/32 13.648 0.000 .38 0.025590 0.026454 0.027346 0.028269 0.029223 9.39 10.04 3128X0NH8 12/13/02 12/13/22 29.718 0.000 .92 0.050851 0.052417 0.054032 0.055696 0.057412 18.65 19.81 3128X0NJ4 12/13/02 12/13/32 13.648 0.000 .46 0.025590 0.026454 0.027346 0.028269 0.029223 9.40 10.04 3128X0NU9 12/10/02 12/10/32 13.181 0.000 .53 0.025154 0.026018 0.026912 0.027836 0.028792 9.25 9.89 3128X0PC7 12/23/02 12/23/32 12.693 0.000 .20 0.024681 0.025545 0.026439 0.027365 0.028322 9.05 9.70 3128X0PG8 12/16/02 12/16/08 99.375 VARIES 0.015249 0.015540 0.015837 0.015874 5.55 5.47 3128X0PK9 12/23/02 12/23/32 12.693 0.000 .20 0.024681 0.025545 0.026439 0.027365 0.028322 9.05 9.70 3128X0PM5 12/06/02 12/06/32 14.255 0.000 .65 0.026135 0.026997 0.027888 0.028808 0.029759 9.61 10.25 3128X0PR4 12/16/02 12/16/32 12.879 0.000 .37 0.024863 0.025727 0.026621 0.027546 0.028504 9.13 9.78 3128X0RP6 12/30/02 12/30/32 13.648 0.000 .03 0.025590 0.026454 0.027346 0.028269 0.029223 9.37 10.01 3128X0S91 04/07/03 04/07/33 15.108 0.000 0.026859 0.027719 0.028606 0.029521 7.16 10.29 3128X0TR0 01/16/03 01/16/09 99.500 VARIES 0.013567 0.013822 0.014082 0.014085 4.72 5.06 3128X0TU3 12/27/02 12/27/17 100.000 VARIES 0.044353 0.043451 0.042525 0.041724 0.040901 15.80 15.16 3128X0V48 03/24/03 03/24/23 30.359 0.000 0.051021 0.052564 0.054154 0.055792 14.28 19.52 3128X0VE6 01/27/03 01/27/09 99.750 VARIES 0.006884 0.007004 2.32 .18 3128X0W47 04/07/03 04/07/33 14.676 0.000 0.026498 0.027359 0.028248 0.029166 7.07 10.16 3128X0WW5 01/28/03 01/28/33 14.675 0.000 0.026497 0.027358 0.028247 0.029166 8.96 10.29 3128X0YA1 01/30/03 01/30/06 99.750 VARIES 0.006905 0.006983 2.30 .20 3128X0YK9 02/04/03 02/04/33 12.693 0.000 0.024681 0.025545 0.026439 0.027365 8.20 9.62 3128X0Z69 04/14/03 04/14/33 14.152 0.000 0.026044 0.026907 0.027798 0.028719 6.76 9.99 3128X0Z93 04/01/03 04/01/33 13.847 0.000 0.025771 0.026635 0.027527 0.028449 7.04 9.91 3128X0ZC6 02/06/03 02/06/09 99.625 VARIES 0.010322 0.010510 3.38 .37 Federal Home Loan Mortgage Corporation 3128X1BK2 05/12/03 05/12/33 15.108 0.000 0.026859 0.027719 0.028606 0.029521 6.19 10.23 3128X1BY2 05/20/03 05/20/33 15.727 0.000 0.027356 0.028213 0.029096 0.030007 6.08 10.39 3128X1C39 08/27/03 02/27/07 89.484 0.000 0.079539 0.080812 0.082105 9.86 29.18 3128X1CN5 05/27/03 05/27/33 15.419 0.000 0.027112 0.027970 0.028855 0.029768 5.83 10.29 3128X1DB0 05/27/03 05/27/33 15.285 0.000 0.027004 0.027862 0.028748 0.029663 5.81 10.25 3128X1GZ4 06/17/03 06/17/33 18.796 0.000 0.029500 0.030333 0.031190 0.032071 5.73 11.10 3128X1HA8 06/23/03 06/23/33 16.734 0.000 0.028117 0.028967 0.029843 0.030746 5.29 10.60 3128X1HB6 06/13/03 06/13/33 17.732 0.000 0.028814 0.029657 0.030524 0.031417 5.72 10.86 3128X1HD2 06/23/03 06/23/33 16.728 0.000 0.028112 0.028963 0.029839 0.030741 5.29 10.60 3128X1HX8 06/19/03 12/19/06* 99.900 2.000 0.061111 11.00* 3128X1HZ3 06/17/03 06/17/33 16.925 0.000 0.028254 0.029103 0.029978 0.030879 5.49 10.66 3128X1JE8 06/20/03 06/20/28 23.542 0.000 0.038387 0.039513 0.040673 0.041867 7.34 14.46 3128X1KF3 06/18/03 06/18/18 99.500 VARIES 0.006764 0.006882 0.007003 0.007126 1.31 2.50 3128X1MD6 06/30/03 06/30/33 16.631 0.000 0.028042 0.028893 0.029769 0.030673 5.08 10.56 3128X1MS3 06/30/03 06/30/33 17.222 0.000 0.028464 0.029311 0.030183 0.031081 5.15 10.71 3128X1NP8 07/07/03 07/07/33 17.680 0.000 0.028779 0.029622 0.030490 5.01 10.81 3128X1NV5 07/07/03 07/07/33 17.475 0.000 0.028640 0.029485 0.030354 4.98 10.76 ----------------------------- * Called in 2003; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total --------------------------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2003 1st 2003 2nd 2003 3rd 2004 2nd 2004 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/03 Period Period 2004 1st Period Period 2003 2004 ______________ _________ ________ _________ __________ ________ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Mortgage Corporation 3128X1PP6 07/07/03 07/07/33 16.728 0.000 0.028112 0.028963 0.029839 4.89 10.57 3128X1QB6 07/07/03 07/07/33 16.201 0.000 0.027721 0.028575 0.029455 4.82 10.44 3128X1QT7 06/30/03 06/30/33 16.679 0.000 0.028077 0.028927 0.029804 0.030707 5.08 10.57 3128X1RP4 07/16/03 07/16/33 14.890 0.000 0.026678 0.027539 0.028427 4.40 10.05 3128X1RQ2 07/03/03 06/26/08 87.646 0.000 0.064883 0.065716 0.066592 0.067479 11.55 23.82 3128X1TD9 07/28/03 07/28/33 14.464 0.000 0.026316 0.027178 0.028068 4.03 9.90 3128X1TM9 07/28/03 07/28/33 14.676 0.000 0.026498 0.027359 0.028248 4.05 9.96 3128X1UM7 08/14/03 08/14/33 13.569 0.000 0.025517 0.026381 0.027274 3.50 9.58 3128X1VK0 08/19/03 08/19/33 13.258 0.000 0.025227 0.026091 0.026984 3.33 9.47 3128X1WU7 08/19/03 08/19/33 12.693 0.000 0.024681 0.025545 0.026439 3.26 9.27 3128X1WZ6 08/19/03 08/19/33 12.242 0.000 0.024229 0.025092 0.025986 3.20 9.11 Federal Home Loan Mortgage Corporation 3129023V9 10/30/00 05/15/07 67.060 0.000 95.11 0.130876 0.134934 0.139119 0.143433 0.147881 48.23 51.26 3129026G9 12/06/00 03/30/10 56.100 0.000 76.99 0.109903 0.113365 0.116937 0.120620 0.124420 40.83 43.44 3129026H7 12/06/00 03/30/05 77.160 0.000 102.28 0.145714 0.150155 0.154732 0.159447 0.164307 54.08 57.42 312902FL8 10/12/99 06/01/03 79.444 0.000 179.61 0.172970 25.95 312902FM6 10/12/99 06/01/04 74.318 0.000 170.21 0.164119 0.169455 0.174966 60.37 26.24 312902FN4 10/12/99 12/01/04 71.926 0.000 165.12 0.159257 0.164447 0.169806 0.175340 58.58 57.03 312902FP9 10/12/99 03/01/05 70.745 0.000 162.72 0.154434 0.159475 0.164680 0.170055 0.175606 57.73 61.56 312902FQ7 10/12/99 06/01/05 69.503 0.000 160.64 0.155032 0.160115 0.165365 0.170788 0.176388 57.04 60.84 312902FR5 10/12/99 08/01/05 68.721 0.000 159.10 0.150287 0.155222 0.160320 0.165584 0.171022 56.50 60.27 312902FS3 10/12/99 12/01/05 67.176 0.000 156.04 0.150666 0.155630 0.160756 0.166052 0.171522 55.44 59.15 312902FT1 10/12/99 07/01/07 60.216 0.000 141.92 0.138030 0.142639 0.147402 0.152324 50.52 53.95 312902FU8 10/12/99 08/01/08 55.888 0.000 132.63 0.125538 0.129755 0.134113 0.138619 0.143275 47.24 50.47 312902FV6 10/12/99 03/01/06 66.014 0.000 153.88 0.146211 0.151042 0.156033 0.161189 0.166515 54.68 58.36 312902FW4 10/12/99 06/01/06 64.867 0.000 151.67 0.146547 0.151404 0.156422 0.161606 0.166961 53.93 57.56 312902FX2 10/12/99 08/01/06 64.123 0.000 150.19 0.142002 0.146715 0.151585 0.156616 0.161814 53.41 57.01 312902FY0 10/12/99 06/01/07 60.546 0.000 142.74 0.138037 0.142647 0.147410 0.152333 0.157419 50.80 54.25 312902FZ7 10/12/99 07/01/08 56.244 0.000 133.21 0.129630 0.133978 0.138472 0.143117 47.45 50.69 312902GU7 10/22/99 08/16/04 73.251 0.000 167.92 0.160270 0.165531 0.170965 0.176578 60.09 39.48 312902LX5 12/17/99 12/17/29 14.255 0.000 31.10 0.031756 0.032803 0.033886 0.035004 0.036159 11.65 12.43 312902VG1 04/25/00 01/04/21 25.643 0.000 49.53 0.055013 0.056852 0.058753 0.060717 0.062747 20.80 22.21 312902VH9 04/25/00 01/04/22 24.042 0.000 46.39 0.051524 0.053245 0.055023 0.056861 0.058760 19.48 20.80 312902VJ5 04/25/00 01/04/23 22.536 0.000 43.45 0.048259 0.049869 0.051534 0.053253 0.055031 18.24 19.48 312902VK2 04/25/00 01/04/24 21.145 0.000 40.72 0.045214 0.046721 0.048278 0.049888 0.051551 17.09 18.25 312902VL0 04/25/00 01/04/25 20.007 0.000 38.26 0.042467 0.043873 0.045326 0.046827 0.048378 16.05 17.13 312902VM8 04/25/00 01/04/26 18.780 0.000 35.87 0.039810 0.041127 0.042488 0.043893 0.045345 15.04 16.05 312902VN6 04/25/00 01/04/27 17.654 0.000 33.65 0.037342 0.038575 0.039849 0.041164 0.042524 14.11 15.06 312902VS5 04/25/00 01/04/12 46.161 0.000 89.67 0.099632 0.102980 0.106441 0.110018 0.113715 37.68 40.25 312902VT3 04/25/00 01/04/13 43.203 0.000 83.94 0.093263 0.096397 0.099638 0.102986 0.106448 35.27 37.68