(continued) REPURCHASE AND REVERSE REPURCHASE TRANSACTIONS (continued) SETTLEmDir TRADE DATE DATE TRANSACTION DESORPTION 03/01/04 INTEREST FEDL HOME LOAN PM CORP#503602 SERIES 223 CLASS PO DUE lair. 0,000 FONT AZ REPO I 03/08/04 JOURNAL FEDERAL NATIONAL MTG ASSN STRIP MTG SERIES 322 CL PO 0,001