PZINT01 ACCRUED INTEREST As of November 28, 2003 4220 Federal Reserve System Employees' Retirement Plan Tr - Fixed PAGE 1 SHARES ACCRUED OPEN SECURITY INTEREST __________________________________________________________________________________________________________________ 3,000,000 Bank of America Corp 7.400% due 01/15/11 82,017 6,000,000 Citigroup Inc 6.500% due 01/18/11 140,833 1,000,000 Coca-Cola Bottling Co 6.375% due 05/01/09 4,781 Consl (MWC +25) 1,240,000 Federal Farm Credit Bank 2.700% due 11/24/06 372 (Call: 11/24/04 1X) 2,500,000 Federal Home Loan Bank 3.875% due 08/22/08 25,833 (Call: 02/22/05 1X) 2,380,000 Federal Home Loan Bank 5.350% due 12/24/12 54,469 (Call: 12/24/03 Continuous) 1,850,593 Federal Home Loan Mtg 6.000% due 09/01/33 9,253 Gold (Pool #C01646) (Or Face 1,900,000) 872,332 Federal Home Loan Mtg 7.000% due 11/01/29 3,053 Gold Pool #C32465 (Or Face 10,096,150) 2,727,700 Federal Home Loan Mtg 6.500% due 01/01/31 8,865 Gold (Pool #C55993) (Or Face 11,500,000) 2,035,113 Federal Home Loan Mtg 6.500% due 08/01/32 11,024 Gold (Pool #C69751) (Or Face 7,376,100) 2,112,264 Federal Home Loan Mtg 6.000% due 11/01/32 9,505 Gold (Pool #C73496) (Or Face 4,750,000) 806,459 Federal Home Loan Mtg 6.500% due 03/01/31 4,223 Gold (Pool #C48668) (Or Face 9,000,000) 286,539 Federal Home Loan Mtg 6.500% due 12/01/30 1,500 Gold (Pool #C46008) (Or Face 2,922,443) Run Date: 12/09/2003 10:25 PZINT01 ACCRUED INTEREST As of November 28, 2003 4220 Federal Reserve System Employees' Retirement Plan Tr - Fixed PAGE 2 SHARES ACCRUED OPEN SECURITY INTEREST __________________________________________________________________________________________________________________ 13,300,000 Federal Home Loan Mtg 3.500% due 09/15/07 94,393 5,525,000 Federal Home Loan Mtg MTN 3.600% due 02/13/08 58,013 (Call: 08/13/04 1X) 1,500,000 Federal Home Loan Mtg MTN 2.250% due 11/10/05 1,688 (Call: 11/10/04 1X) 6,905,000 Federal Home Loan Mtg MTN 5.750% due 04/29/09 31,984 (Call: 4/29/04 1X) 6,350,000 Federal Home Loan Mtg MTN 3.125% due 08/25/06 50,161 (Call: 08/25/04 1X) 1,306,273 Federal Nat'l Mtg Assn 7.000% due 09/01/31 7,620 (Pool #545195) (Or Face 7,725,000) 6,422,343 Federal Nat'l Mtg Assn 6.000% due 05/01/33 32,112 (Pool #704428) (Org Face 8,700,000) 8,000,000 Federal Nat'l Mtg Assn 5.250% due 01/28/13 140,000 (Call: 01/28/04 Quarter) 8,250,000 Federal Nat'l Mtg Assn 5.500% due 07/18/12 163,854 (Call: 07/18/05 1X) 7,532,632 Federal Nat'l Mtg Assn 6.000% due 04/01/33 36,408 (Pool #695067) (Or Face 11,250,000) 445,919 Federal Nat'l Mtg Assn 6.500% due 05/01/31 2,093 (Pool #613026) (Or Face 1,677,000) 224,400 Federal Nat'l Mtg Assn 6.500% due 09/01/28 1,134 (Pool #443270) (Or Face 2,612,500) 1,083,295 Federal Nat'l Mtg Assn 6.500% due 04/01/26 2,738 (Pool #303828) (Or Face 10,505,999) Run Date: 12/09/2003 10:25 PZINT01 ACCRUED INTEREST As of November 28, 2003 4220 Federal Reserve System Employees' Retirement Plan Tr - Fixed PAGE 3 SHARES ACCRUED OPEN SECURITY INTEREST __________________________________________________________________________________________________________________ 561,286 Federal Nat'l Mtg Assn 7.000% due 05/01/29 3,056 (Pool #494946) (Or Face 6,000,000) 1,412,141 Federal Nat'l Mtg Assn 6.000% due 02/01/33 7,061 (Pool #683163) (Or Face 2,325,000) 10,000,000 Federal Nat'l Mtg Assn 4.500% due 08/25/19 36,250 Ser 2002-71 PB PAC (11) (Or Face 10,000,000) 1,539,549 Federal National Mtg Assn 7.000% due 08/01/30 4,490 Pool #535527 (Or Face 16,475,000) 3,914,669 Federal National Mtg Assn 6.000% due 11/01/32 18,268 (Pool #666713) (Or Face 6,800,000) 277,480 Federal National Mtg Assn 6.500% due 03/01/26 1,353 (Pool #338314) (Or Face 6,614,841) 2,143,365 Federal National Mtg Assn 7.500% due 06/01/31 12,056 (Pool #545144) (Or Face 17,371,829) 3,500,000 GTE Corp 7.510% due 04/01/09 41,618 6,000,000 General Electric Capital 5.875% due 02/15/12 100,854 Corp MTN 5,000,000 Goldman Sachs Group Inc 7.800% due 01/28/10 130,000 MTN 1,244,237 Govt Natl Mtg Assn II 7.000% due 06/20/29 4,597 (Pool #2768) (Or Face 7,372,111) 933,142 Govt Natl Mtg Assn II 7.000% due 01/20/30 3,447 (Pool #2866) (Or Face 6,136,955) Run Date: 12/09/2003 10:25 PZINT01 ACCRUED INTEREST As of November 28, 2003 4220 Federal Reserve System Employees' Retirement Plan Tr - Fixed PAGE 4 SHARES ACCRUED OPEN SECURITY INTEREST __________________________________________________________________________________________________________________ 5,000,000 Norwest Financial Inc 6.850% due 07/15/09 126,535 5,000,000 Target Corp 3.375% due 03/01/08 40,781 (MWC/15) 5,000,000 Texaco Capital 8.625% due 06/30/10 177,292 7,265,000 U S Treasury Note 7.000% due 07/15/06 149,248 3,200,000 U S Treasury Note 6.000% due 08/15/09 54,783 14,890,000 U S Treasury Note 3.500% due 11/15/06 18,613 5,000,000 Union Oil Co of CA 7.350% due 06/15/09 138,833 MWC/15 2,000,000 Viacom Inc. 6.625% due 05/15/11 4,785 (MWC/25) *** TOTAL *** 2,051,845 Run Date: 12/09/2003 10:25