COEN RP1153151A Mi EDIERALMMAN MTG CORP ms ZABO 6.690 DUE 0311932 FITM 70593333 A2 RP TERM RP0593333A RP TERM RP0593133A SERI FEDERAL HOMEMAN MTG CORP ES 218I CLAM 03t15/2032 6.890 FLINT F0593333 A2 RP TERM RPOS93333A RP TERM V0593333/. 313921/32 31392T132 31392T332 -38.427.745 38,427.745

EPURCHASE TRANSACTIONS with Bear,Stearns& Co. Inc. SEDLEMETO TRADE DATE DATE TRANSACTION DES:RP-ICH 03/07/03 JOURNAL EE SERms Da ctiattWAN MTG CORP 5,660 FITM RP RP OPEN 03/17/03 JOURNAL FEDERAL HOME LOAN MTG CORP SERIES 2526 CLASS SI 5,720 02115/32 FITM RP TERM RP TERM 03/18/03 JO