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Amherst Securities Group Inc.
<br />City of Paris Portfolio Performance Report
<br />For Quarter Ending:
<br />
<br />September 30, 2003
<br />
<br /> Change
<br />Stated Purch Purch Remaining Book Book Market Market to Remaining Book Book Market Market
<br />Cusip Descdption Quantity Coupon Maturity Date Price Balance Pdce Value PHce Value Market Value Balance Price Value Price Value
<br />GeneraIFund Account#t0003135
<br />
<br />31309GY91 FNR94-34CU 1,660,00G 6.00% 10/25104 11126/01 104.41 270,289.02 101.59 274,596.75 102.22 276,286.06 (50,855.66) 221,010.19 101.31 223,910.95 102.0000 226,430.40
<br />31392UPB4 FHR2563JA 750,000 6.00% 07115/10 11126/02 103.41 517,930.40 101.86 527,560.66 100.88 622,462.29 (171,631.41 349,846.94 100.63 352,033.48 100.2813 350~830.88
<br />3128HgBX5 FGW00054 11,508,282 6.50% 05/01104 11126/02 105.00 269,247.77 100.53 270,678.14 103.19 277,830.04 (6~457.04 260,401.47 100.53 266,810.75 102.2500 271,373.00
<br />31393GJD7 FHR2542PA 1,000,000 0.00% 03115/06 12/30102 101.78 518,893.63 100.06 521,812.41 100.50 521,488.10 (521,488.10) 173,709.94 100.05 173,791.37 0.0000 0.00;
<br />31371F~/Q2 FN250923 6,400,000 7.00% 00/01104 04/16/03 102.25 172,064.25 102.39 176,177.66 102.00 176,505.54 (63,614.49 110,373.41 102.06 112,649.86 101.3750 111,891.0~
<br />
<br />Total: 1,748,425.07 1,770,825.62 1,773,572.03 -1 ,'/73,572.03 1,620,341.90 1,629,351.41 1,458,275.32
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