NCOME Government & Agency Obligations DESCRIPTION SGMOLCUSP ACCT TYPE OUANTITY PACE MARKET VALUE ACCRUED INTEREST EsrmsTE0 ANNUAL NCOLIE CIMR5W YELL/ iN) GOVERNMENT NATIONAL MTG ASSN MRGN 14.468.859 5.9466 860.404 15.870 519.432 60.3707 SERIES 2004-035 CLASS SP DATED DATE 05/21/04