(REPO) 06/30/04 07/01/04 1.325 -1,744.350 -64 -15,000.000 3136FALOT SERIES 322 CLASS PO 03/01/32 - O YOU BOUGHT USTR 3.1260 05/15/07 (REVERSQ 06004/04 OPEN 0.900 25.062.500 13.178 25,000.000 912828CO3 YOU BOUGHT USTR 2.750006/3006 rn IREVERSE) 06/30/04 OPEN 1.100 100.125.000