SECTION I-A This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after May 27, 1969, and before January 1, 1985. Debt instruments which matured or were entirely called before 2009 are not included. See Section I-B for corporate discount debt instruments issued after 1984. CAUTION: The following OID information supersedes previously published information. Numbers may vary from previous editions because of rounding or updated information. OID per Daily OID per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated Total ------------------------------- Calendar Year Issue Maturity Principal Interest OID to 2009 1st 2009 2nd 2010 2nd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period 2010 1st Period 2009 2010 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Allied Corp. 019087BB0 08/03/84 08/01/09 6.136 0.000 877.24 0.289632 61.40 Fannie Mae 313586QR3 07/05/84 07/05/14 3.625 0.000 508.51 0.164994 0.184285 0.205832 63.70 71.14 Fannie Mae 313586RC5 10/09/84 10/09/19 3.200 0.000 315.05 0.095978 0.105897 0.116840 35.87 39.57 GMAC LLC 36186CAC7 04/01/81 04/01/11 44.510 6.000 513.37 0.050643 0.050643 18.48 18.48 General Foods Corp. 369856AF6 06/23/81 06/15/11* 51.624 7.000 444.22 0.044183 10.82* GMAC 370424CF8 04/01/81 04/01/11 44.510 6.000 513.37 0.050643 0.050643 18.48 18.48 Honeywell Intl, Inc. 438516AJ5 08/03/84 08/01/09 6.136 0.000 877.24 0.289632 61.40 ITT Corporation 450679BP9 05/06/81 05/01/11 41.890 6.500 536.00 0.053059 0.053059 19.37 19.37 ITT Corporation 450680AM5 05/06/81 05/01/11 41.890 6.500 536.00 0.053059 0.053059 19.37 19.37 ITT Corporation 460470AM9 07/01/81 07/01/11 50.218 7.500 456.43 0.045434 0.045434 16.58 16.58 Pepsico Cap Resources 713440AY1 04/14/82 04/01/09 3.525 0.000 955.93 0.097954 8.82 Pepsico Cap Resources 713440AZ8 04/14/82 04/01/10 3.196 0.000 924.92 0.094776 0.094776 34.59 8.53 Pepsico Cap Resources 713440BA2 04/14/82 04/01/11 2.904 0.000 895.70 0.091782 0.091782 33.50 33.50 Pepsico Cap Resources 713440BB0 04/14/82 04/01/12 2.643 0.000 868.07 0.088951 0.088951 32.47 32.47 Sallie Mae 863871AL3 08/15/84 05/15/14* 3.900 0.000 518.21 0.168452 22.57* Sallie Mae 863871AM1 10/03/84 10/03/22 2.734 0.000 244.68 0.072272 0.079452 0.087346 27.03 29.71 Tennessee Gas Pipeline 880451AJ8 12/15/81 12/15/11 40.783 6.000 533.83 0.054831 0.054831 19.74 19.74 Transamerica Finl Corp 893502AN4 08/18/82 03/01/10 2.753 0.000 931.47 0.096696 0.096696 35.29 5.71 Transamerica Finl Corp 893502AP9 08/18/82 09/01/12 1.986 0.000 860.53 0.089331 0.089331 32.61 32.61 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B This section reflects publicly traded corporate debt instruments (mostly long term) originally issued at a discount after December 31, 1984. Debt instruments which matured or were entirely called before 2009 are not included. See Section I-A for corporate discount debt instruments issued before 1985. CAUTION: The following OID information supersedes previously published information. Numbers may vary from previous editions because of rounding or updated information. OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ ABN Amro Bank N.V. 00078U3K4 12/21/07 12/21/09 100.000 0.000 3.8569 0.111311 0.113457 39.35 ABN Amro Bank N.V. 00078U4G2 01/31/08 01/29/10 100.000 0.000 3.1570 0.089073 0.090479 0.091907 32.75 2.57 ABN Amro Bank N.V. 00078U4U1 01/31/08 01/31/11 100.000 0.000 3.6165 0.102275 0.104125 0.106008 0.107924 0.109876 37.72 39.09 ABN Amro Bank N.V. 00078UAE0 11/30/06 11/30/10 100.000 0.000 4.8420 0.148007 0.151590 0.155260 0.159019 54.15 51.76 ABN Amro Bank N.V. 00078UE89 10/31/07 10/29/10 100.000 0.000 4.1493 0.120078 0.122569 0.125112 0.127708 43.99 37.75 ABN Amro Bank N.V. 00078UER7 03/15/07 03/13/12 100.000 0.000 4.8108 0.143474 0.146925 0.150459 0.154078 0.157785 53.03 55.61 ABN Amro Bank N.V. 00078UKZ2 05/16/07 05/14/10 100.000 0.000 4.9938 0.149330 0.153058 0.156880 54.78 20.87 ABN Amro Bank N.V. 00078UR51 12/28/07 12/28/11 100.000 0.000 4.0901 0.118311 0.120731 0.123200 0.125719 0.128290 43.04 44.82 ABN Amro Bank N.V. 00078UR69 12/28/07 12/28/10 100.000 0.000 3.8402 0.110808 0.112936 0.115104 0.117314 40.29 41.49 ABN Amro Bank N.V. 00078UV49 12/28/07 12/28/09 100.000 0.000 3.8404 0.110816 0.112944 39.94 ABN Amro Bank N.V. 00079FBH4 07/16/03 01/16/14 100.000 0.000 4.1274 0.140633 0.143536 0.146498 0.149521 0.152607 52.12 54.29 ABN Amro Bank N.V. 00079FBM3 08/13/03 11/13/13 100.000 0.000 4.3128 0.149893 0.153125 0.156427 0.159801 0.163247 54.86 57.25 ABN Amro Bank N.V. 00079FBR2 09/10/03 09/10/13 100.000 0.000 5.0200 0.178676 0.183161 0.187758 0.192471 0.197302 66.14 69.50 ABN Amro Bank N.V. 00079FBX9 10/08/03 10/08/13 100.000 0.000 5.1600 0.184917 0.189688 0.194582 0.199602 0.204752 68.23 71.80 ABN Amro Bank N.V. 00079FCY6 03/10/04 12/10/13 100.000 0.000 4.7792 0.166157 0.170127 0.174193 0.178355 0.182617 60.70 63.64 ABN Amro Bank N.V. 00079FDB5 03/24/04 12/24/13 100.000 0.000 4.7792 0.166157 0.170127 0.174193 0.178355 0.182617 60.59 63.52 ABN Amro Bank N.V. 00079FED0 06/23/04 12/23/09 100.000 0.000 4.0499 0.134744 0.137473 47.92 ABN Amro Bank N.V. 00079FEK4 07/21/04 01/21/10 100.000 0.000 4.0700 0.132829 0.135532 0.138290 49.18 2.77 ABN Amro Bank N.V. 00079FEN8 08/04/04 02/04/10 100.000 0.000 3.9600 0.128683 0.131231 0.133830 47.54 4.42 ABN Amro Bank N.V. 00079FHN5 01/13/05 01/13/20 100.000 VARIES 4.7500 0.129042 0.129485 0.129609 0.129735 0.129865 46.63 46.72 ABN Amro Bank N.V. 00079FHT2 01/21/05 01/21/20 100.000 VARIES 4.7448 0.119637 0.117731 0.115779 0.113781 0.109890 42.11 40.38 ABN Amro Bank N.V. 00079FHV7 01/28/05 01/28/20 100.000 VARIES 4.6673 0.118292 0.116515 0.114697 0.112836 0.109635 41.72 40.18 ABN Amro Bank N.V. 00079FJD5 02/15/05 02/15/20 100.000 VARIES 4.6374 0.117397 0.115611 0.113783 0.111913 0.109355 41.45 40.02 ABN Amro Bank N.V. 00079FLN0 07/20/05 04/20/09 100.000 0.000 3.9485 0.124552 13.58 ABN Amro Bank N.V. 00079FMR0 09/30/05 10/03/20 100.000 7.500 4.4483 0.111570 0.109417 0.107217 0.104968 0.102669 39.39 37.79 ABN Amro Bank N.V. 00079FMS8 10/03/05 10/03/20 100.000 VARIES 4.4457 0.113488 0.111688 0.109849 0.107968 0.106046 40.21 38.87 ABN Amro Bank N.V. 00079FNF5 11/15/05 11/15/20* 100.000 VARIES 5.2985 0.133693 6.28* ABN Amro Bank N.V. 00079FNM0 12/21/05 12/21/10 100.000 VARIES 4.5200 0.123741 0.123178 0.123970 0.123395 45.06 43.78 ABN Amro Bank N.V. 00079FQY1 06/28/06 06/29/09 100.000 0.000 5.2501 0.166035 29.55 ABN Amro Bank N.V. 00079FRU8 08/09/06 02/09/10 100.000 0.000 4.9028 0.150045 0.153724 0.157492 55.74 5.98 ABN Amro Bank N.V. 00079FSN3 08/31/06 08/31/10 100.000 0.000 5.1472 0.157400 0.158819 0.165606 0.167099 58.72 40.35 ABN Amro Bank N.V. 00079FSU7 09/29/06 03/29/11 100.000 0.000 4.9533 0.151740 0.155498 0.159350 0.163296 0.167341 56.00 58.81 ABN Amro Bank N.V. 00079FTU6 10/31/06 10/29/10 100.000 0.000 4.9534 0.151720 0.155478 0.159329 0.163275 55.77 48.19 Acco Brands Corporation 00081TAC2 09/30/09 03/15/15 98.502 10.625 10.9972 0.005763 0.006054 0.006387 .52 2.19 ABN Amro Bank N.V. 00083GAW4 02/29/08 02/28/11 100.000 0.000 3.4724 0.097588 0.097664 0.101006 0.101085 0.104544 36.05 37.32 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ ABN Amro Bank N.V. 00083GBA1 02/29/08 02/26/10 100.000 0.000 3.0837 0.085068 0.087812 0.087712 31.88 4.91 ABN Amro Bank N.V. 00083GFE9 03/31/08 03/31/11 100.000 0.000 2.9519 0.083208 0.084436 0.085682 0.086947 0.088230 30.40 31.31 ABN Amro Bank N.V. 00083GFF6 03/31/08 09/30/09 100.000 0.000 2.4979 0.070256 0.071133 19.06 ABN Amro Bank N.V. 00083GLZ5 04/28/08 04/28/11 100.000 0.000 3.6463 0.103135 0.105015 0.106930 0.108879 0.110864 37.71 39.09 ABN Amro Bank N.V. 00083GMY7 05/15/08 11/13/09 100.000 0.000 3.1786 0.089685 0.091110 28.24 AIG FP Private Funding 001378AL2 10/04/06 10/05/09 100.000 0.000 4.9866 0.152878 0.156690 42.57 AIG FP Private Funding 001378AM0 10/04/06 10/05/09 100.000 0.000 4.9866 0.152878 0.156690 42.57 AIG FP Private Funding 001378AN8 11/03/06 11/05/09 100.000 0.000 4.8876 0.149576 0.153231 46.13 AIP FP Private Funding 001378AP3 11/03/06 11/05/09 100.000 0.000 4.8876 0.149576 0.153231 46.13 AIG FP Private Funding 001378AQ1 12/13/06 12/16/09 100.000 0.000 4.8418 0.148059 0.151643 51.73 AIG FP Private Funding 001378AR9 12/13/06 12/16/09 100.000 0.000 4.8418 0.148059 0.151643 51.73 AIG FP Private Funding 001378BF4 03/06/07 03/05/09 100.000 0.000 4.9429 0.146902 9.25 AIG FP Private Funding 001379AD8 09/01/06 09/01/11 100.000 0.000 5.1471 0.158271 0.162345 0.166523 0.170808 0.175204 58.70 61.76 AIG FP Private Funding 001379AE6 09/01/06 09/01/11 100.000 0.000 5.1471 0.158271 0.162345 0.166523 0.170808 0.175204 58.70 61.76 AMR Corporation 001765BB1 02/13/04 02/15/24* 98.500 4.500 4.8410 0.009249 .41* APP Finance VI 00202NAA3 11/18/97 11/18/12 20.424 0.000 10.8751 458.96 0.197774 0.208528 0.219866 0.231822 0.244427 74.08 82.36 ASG Consolidated LLC 00210VAA5 10/19/04 11/01/11 63.700 VARIES 11.4983 0.319412 0.319411 0.319409 0.319407 0.319404 114.99 114.99 ASG Consolidated LLC 00210VAB3 10/19/04 11/01/11 63.700 VARIES 11.4983 0.319412 0.319411 0.319409 0.319407 0.319404 114.99 114.99 Advanced Medical Optics 00763MAF5 06/22/04 07/15/24 100.000 VARIES 7.7883 0.269849 0.277653 0.285761 0.294185 0.302937 101.19 107.24 Advanced Medical Optics 00763MAG3 06/22/04 07/15/24 100.000 VARIES 7.7883 0.269849 0.277653 0.285761 0.294185 0.302937 101.19 107.24 Advanced Medical Optics 00763MAH1 07/18/05 07/01/25 100.000 VARIES 6.9000 0.232184 0.238876 0.245800 0.252962 84.79 89.78 Advanced Medical Optics 00763MAJ7 07/18/05 07/01/25 100.000 VARIES 6.9000 0.232184 0.238876 0.245800 0.252962 84.79 89.78 Adv Med Opts Inc 00763MAK4 06/13/06 08/01/26 100.000 VARIES 7.9982 0.240889 0.251084 0.253336 0.264244 0.266799 91.67 96.50 Adv Med Opts Inc 00763MAL2 06/13/06 08/01/26 100.000 VARIES 7.9982 0.240889 0.251084 0.253336 0.264244 0.266799 91.67 96.50 Aladdin Gaming Holdings 010714AC7 02/26/98 03/01/10 45.168 VARIES 15.0505 0.407383 0.403292 0.412764 148.60 24.35 Alameda, CA 010781AQ5 03/14/02 02/01/12 97.458 7.625 8.0020 15.30 0.007959 0.008277 0.008608 0.008953 0.009311 3.02 3.27 Alameda, CA 010781AW2 03/14/02 02/01/10 97.388 7.500 7.9523 21.52 0.011178 0.011623 0.012085 4.24 .36 Alestra S.De R.L.De C.V. 01446PAG9 11/17/03 06/30/10* 83.687 8.000 N/A 0.080354 0.075455 19.97* Alliance Imaging, Inc. 018606AG8 12/04/07 12/15/12 91.500 7.250 9.4095 15.04 0.041526 0.043480 0.045526 0.047667 0.049910 15.37 16.84 Alliance Imaging, Inc. 018606AH6 12/04/07 12/15/12 91.500 7.250 9.4095 15.04 0.041526 0.043480 0.045526 0.047667 0.049910 15.37 16.84 Alliance Imaging, Inc. 018606AJ2 12/04/07 12/15/12 91.500 7.250 9.4095 15.04 0.041526 0.043480 0.045526 0.047667 0.049910 15.37 16.84 Alliance One Intl Inc 018772AE3 05/13/05 11/15/12* 90.000 12.750 15.0159 35.28 0.035271 0.037919 7.68* Alliance One Intl Inc 018772AF0 05/13/05 11/15/12* 90.000 12.750 15.0159 35.28 0.035271 0.037919 7.68* Alliant Energy Resources 018803205 02/15/00 02/15/30 100.000 VARIES 9.5812 0.433687 0.451136 0.469422 0.488583 0.508663 164.13 177.78 Alliant Energy Resources 018803304 02/15/00 02/15/30 100.000 VARIES 9.5812 0.433687 0.451136 0.469422 0.488583 0.508663 164.13 177.78 Alliant Energy Resources 018803403 02/15/00 02/15/30 100.000 VARIES 9.5812 0.433687 0.451136 0.469422 0.488583 0.508663 164.13 177.78 Alliant Techsystems Inc. 018804AG9 02/19/04 02/15/24 100.000 VARIES 6.1250 0.199237 0.202999 0.206877 0.210873 0.214992 73.44 76.30 Alliant Techsystems Inc. 018804AH7 02/19/04 02/15/24 100.000 VARIES 6.1250 0.199237 0.202999 0.206877 0.210873 0.214992 73.44 76.30 Alliant Techsystems Inc. 018804AJ3 08/13/04 08/15/24 100.000 VARIES 6.9757 0.228678 0.233748 0.238994 0.244423 0.250042 84.64 88.52 Alliant Techsystems Inc. 018804AK0 08/13/04 08/15/24 100.000 VARIES 6.9757 0.228678 0.233748 0.238994 0.244423 0.250042 84.64 88.52 Alza Corporation 022615AC2 07/14/94 07/14/14 35.471 0.000 5.2499 395.90 0.106861 0.109666 0.112545 0.115499 0.118531 39.92 42.05 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ AAM Hldg, Inc. 024061AA1 02/11/04 02/15/24 100.000 2.000 4.5774 0.143369 0.145379 0.147435 0.149538 0.151689 52.53 54.03 AAM Hldg, Inc. 024061AB9 02/11/04 02/15/24 100.000 2.000 4.5774 0.143369 0.145379 0.147435 0.149538 0.151689 52.53 54.03 Amer Med Sys Hldgs Inc 02744MAA6 06/27/06 07/01/36 100.000 VARIES 9.1005 0.293494 0.302740 0.312408 0.322515 107.32 114.29 American Medical Systems 02744MAB4 09/21/09 09/15/41 103.658 VARIES 14.0090 0.403376 0.423166 0.445024 40.34 153.19 AmerUs Group Co. 03072M504 05/16/06 05/16/11 102.760 6.583 5.9369 0.167357 0.166896 0.166422 0.165935 0.165432 60.12 59.78 Amgen Inc. 031162AC4 03/01/02 03/01/32 71.423 VARIES N/A 0.105811 0.108178 0.110597 0.113071 0.115599 39.09 40.86 Amgen Inc. 031162AD2 03/01/02 03/01/32 71.423 VARIES N/A 0.105811 0.108178 0.110597 0.113071 0.115599 39.09 40.86 Amgen Inc. 031162AE0 03/01/02 03/01/32 71.423 VARIES N/A 0.105811 0.108178 0.110597 0.113071 0.115599 39.09 40.86 Amgen Inc. 031162AK6 03/01/05 03/01/32 72.947 VARIES 4.4729 0.105814 0.108180 0.110600 0.113073 0.115602 39.09 40.86 Amgen Inc. 031162AL4 03/01/05 03/01/32 72.947 VARIES 4.4729 0.105814 0.108180 0.110600 0.113073 0.115602 39.09 40.86 Anixter, Inc. 035287AC5 03/11/09 03/15/14 92.625 10.000 12.0007 0.030980 0.031032 0.032894 0.034868 0.036960 9.20 12.63 Anixter International 035290AD7 07/07/03 07/07/33 38.016 VARIES 7.3003 0.110333 0.114360 0.118535 0.122861 0.127346 41.87 44.98 Anixter International 035290AE5 07/07/03 07/07/33 38.016 VARIES 7.3003 0.110333 0.114360 0.118535 0.122861 0.127346 41.87 44.98 Anixter International 035290AF2 07/07/03 07/07/33 38.016 VARIES 7.3003 0.110333 0.114360 0.118535 0.122861 0.127346 41.87 44.98 Anixter International 035290AG0 07/07/03 07/07/33 38.016 VARIES 7.3003 0.110333 0.114360 0.118535 0.122861 0.127346 41.87 44.98 Anixter International 035290AH8 02/16/07 02/15/13 70.400 1.000 7.1568 79.60 0.124632 0.129092 0.133711 0.138496 0.143452 46.91 50.32 Anixter International 035290AJ4 02/16/07 02/15/13 70.400 1.000 7.1568 79.60 0.124632 0.129092 0.133711 0.138496 0.143452 46.91 50.32 Apria Healthcare Group 037933AA6 08/20/03 09/01/33 100.000 VARIES 8.6241 0.316737 0.326353 0.336383 0.346845 0.357759 118.11 125.55 Apria Healthcare Group 037933AB4 08/20/03 09/01/33 100.000 VARIES 8.6241 0.316737 0.326353 0.336383 0.346845 0.357759 118.11 125.55 Apria Healthcare Group 037933AD0 05/27/09 11/01/14 97.050 11.250 12.0051 0.011138 0.011710 0.012412 0.013158 2.42 4.43 Apria Healthcare Group 037933AE8 05/27/09 11/01/14 97.050 11.250 12.0051 0.011138 0.011710 0.012412 0.013158 2.42 4.43 Republic of Argentina 040114BD1 03/01/99 03/01/29 75.576 8.875 N/A 0.025187 0.025186 0.025185 0.025183 0.025181 9.07 9.07 Republic of Argentina 040114GA2 06/15/00 06/15/15 91.700 11.750 13.0226 28.56 0.015569 0.016583 0.017663 0.018813 0.020038 5.82 6.60 Republic of Argentina 040114GB0 07/21/00 07/21/30 80.144 10.250 12.8669 9.01 0.004678 0.004979 0.005299 0.005640 0.006003 1.84 2.08 Republic of Argentina 040114GG9 06/19/01 06/19/18 75.375 0.000 N/A 0.649672 0.649086 0.655856 0.655697 0.663001 237.10 239.45 Republic of Argentina 040114GH7 06/19/01 06/19/31 75.250 12.000 N/A 0.595517 0.592629 0.596280 0.593442 0.597157 216.85 217.13 Armor Holdings, Inc. 042260AC3 10/29/04 11/01/24 99.000 VARIES 7.0025 0.236066 0.242386 0.248928 0.255698 0.262706 86.89 91.66 Armstrong Cnty Ind Dev 04233KAB2 07/29/99 08/20/34 6.955 0.000 7.7498 72.85 0.029815 0.030970 0.032170 0.033417 0.034712 11.25 12.14 Aubrey ISD 050195HC3 08/07/03 02/15/09 79.705 0.000 4.1500 197.98 0.112935 4.97 Aubrey ISD 050195HD1 08/07/03 02/15/10 74.664 0.000 4.5300 204.38 0.117657 0.120321 0.123047 43.57 5.41 Avnet, Inc. 053807AL7 03/05/04 03/15/34* 100.000 VARIES N/A 0.287267 0.296391 34.60* Azusa Calif Redev Agy 05502MAB9 06/16/92 12/01/12 16.502 0.000 9.0030 543.36 0.175835 0.183750 0.192022 0.200665 0.209698 65.21 71.21 BNP Paribas 05567LA31 09/30/09 03/30/15 100.000 0.000 3.2105 0.089183 0.090614 0.092069 8.12 32.63 BNP Paribas 05567LB55 10/30/09 04/29/15 100.000 0.000 3.2308 0.089745 0.091186 0.092659 5.47 32.75 BNP Paribas 05567LYH4 03/31/09 03/31/14 100.000 0.000 2.9595 0.082210 0.083426 0.084661 0.085913 22.39 30.48 BNP Paribas 05567LYQ4 04/30/09 04/30/15 100.000 0.000 2.9447 0.081799 0.083003 0.084226 0.085466 19.79 30.25 BNP Paribas 05567LZA8 05/27/09 05/27/14 100.000 0.000 3.6129 0.100358 0.102171 0.104017 0.105896 21.54 37.24 BNP Paribas 05567LZQ3 08/31/09 08/29/14 100.000 0.000 3.1719 0.086666 0.088509 0.089421 10.66 32.31 Ball Corporation 058498AM8 08/20/09 09/01/16 97.975 7.125 7.5008 0.006218 0.006235 0.006469 0.006712 .82 2.34 Ball Corporation 058498AN6 08/20/09 09/01/19 97.414 7.375 7.7505 0.004865 0.004877 0.005066 0.005263 .64 1.84 Banco Macro S.A. 05963GAA6 12/18/06 12/18/16 100.000 9.750 9.7499 0.270833 0.270833 0.270833 0.270833 0.270833 97.50 97.50 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Banco Macro S.A. 05963GAB4 12/18/06 12/18/16 100.000 9.750 9.7499 0.270833 0.270833 0.270833 0.270833 0.270833 97.50 97.50 Bank of America Corp. 06048UAC8 05/28/08 05/28/14 100.000 0.000 4.8120 0.136885 0.140179 0.143552 0.147006 0.150543 50.09 52.53 Bank of America Corp. 06048UAD6 05/30/08 05/30/14 100.000 0.000 4.9682 0.141435 0.144948 0.148549 0.152239 0.156021 51.77 54.37 Bank of America Corp. 06048UAE4 05/30/08 05/30/14 100.000 0.000 4.8414 0.137740 0.141075 0.144490 0.147987 0.151570 50.40 52.87 Bank of America Corp. 06048UAF1 05/30/08 05/28/10 100.000 0.000 3.4893 0.098598 0.100318 0.102068 35.92 15.00 Bank of America Corp. 06048UAH7 05/30/08 05/30/12 100.000 0.000 4.5482 0.129215 0.132153 0.135158 0.138232 0.141376 47.23 49.40 Bank of America Corp. 06048UAK0 06/27/08 06/27/12 100.000 0.000 4.9877 0.142004 0.145545 0.149175 0.152895 0.156708 51.79 54.40 Bank of America Corp. 06048UAL8 06/27/08 06/27/11 100.000 0.000 4.7827 0.136032 0.139285 0.142616 0.146027 0.149519 49.58 51.98 Bank of America Corp. 06048UAM6 06/27/08 06/29/09 100.000 0.000 3.2039 0.090441 16.10 Bank of America Corp. 06048UAN4 06/27/08 06/28/13 100.000 0.000 5.1535 0.146864 0.150648 0.154530 0.158512 0.162597 53.58 56.37 Bank of America Corp. 06048UAP9 06/27/08 06/28/13 100.000 0.000 5.1535 0.146864 0.150648 0.154530 0.158512 0.162597 53.58 56.37 Bank of America Corp. 06048UAW4 07/25/08 07/25/11 100.000 0.000 4.5484 0.126345 0.129218 0.132157 0.135163 0.138237 46.91 49.07 Bank of America Corp. 06048UAX2 07/25/08 07/25/13 100.000 0.000 5.2510 0.145864 0.149693 0.153624 0.157657 0.161796 54.41 57.31 Bank of America Corp. 06048UAY0 07/25/08 07/25/12 100.000 0.000 5.0268 0.139635 0.143144 0.146742 0.150430 0.154211 52.01 54.66 Bank of America Corp. 06048UBB9 08/29/08 08/29/13 100.000 0.000 5.2705 0.144004 0.148611 0.151694 0.156547 0.159795 54.36 57.26 Bank of America Corp. 06048UBC7 08/29/08 08/30/13 100.000 0.000 5.2706 0.144818 0.147822 0.152552 0.155716 0.160698 54.37 57.27 Bank of America Corp. 06048UBF0 07/29/08 07/29/13 100.000 0.000 5.3290 0.148029 0.151973 0.156023 0.160180 0.164448 55.22 58.20 Bank of America Corp. 06048UBG8 08/28/08 08/27/10 100.000 0.000 3.6369 0.101026 0.102853 0.104723 0.106627 37.16 25.06 Bank of America Corp. 06048UBJ2 08/28/08 08/28/12 100.000 0.000 4.9000 0.136113 0.139448 0.142865 0.146365 0.149951 50.43 52.93 Bank of America Corp. 06048UBP8 09/26/08 09/27/13 100.000 0.000 5.6306 0.156431 0.160835 0.165363 0.170019 0.174805 57.95 61.26 Bank of America Corp. 06048UBQ6 09/26/08 09/27/13 100.000 0.000 5.6306 0.156431 0.160835 0.165363 0.170019 0.174805 57.95 61.26 Bank of America Corp. 06048UBR4 09/26/08 09/27/13 100.000 0.000 5.5918 0.155353 0.159697 0.164162 0.168752 0.173470 57.54 60.80 Bank of America Corp. 06048UBV5 10/21/08 10/21/13 100.000 0.000 5.5528 0.154247 0.158529 0.162931 0.167454 0.172104 56.91 60.11 Bank of America Corp. 06048UBW3 10/30/08 10/30/13 100.000 0.000 5.1828 0.143969 0.147700 0.151527 0.155454 0.159483 52.96 55.74 Bank of America Corp. 06048UCC6 10/31/08 10/31/13 100.000 0.000 5.3679 0.149111 0.153113 0.157223 0.161443 0.165776 54.90 57.88 Bank of America Corp. 06048UCD4 10/22/08 10/22/13 100.000 0.000 5.5042 0.152895 0.157103 0.161426 0.165869 0.170434 56.39 59.53 Bank of America Corp. 06048UCE2 11/28/08 11/29/13 100.000 0.000 4.6361 0.128800 0.131786 0.134840 0.137966 0.141164 47.10 49.31 Bank of America Corp. 06048UCF9 11/28/08 11/29/13 100.000 0.000 4.4602 0.123910 0.126674 0.129499 0.132387 0.135339 45.28 47.33 Bank of America Corp. 06048UCJ1 11/28/08 11/28/11 100.000 0.000 3.3422 0.092839 0.094391 0.095968 0.097572 0.099203 33.80 34.94 Bank of America Corp. 06048UCL6 12/26/08 12/26/13 100.000 0.000 3.6761 0.102115 0.103992 0.105903 0.107850 0.109832 37.12 38.50 Bank of America Corp. 06048UCM4 12/26/08 12/26/13 100.000 0.000 3.7743 0.104844 0.106823 0.108839 0.110893 0.112985 38.12 39.57 Bank of America Corp. 06048UCT9 01/30/09 01/30/15 100.000 0.000 4.1274 0.114650 0.117016 0.119431 0.121896 38.31 43.30 Bank of America Corp. 06048UCU6 01/30/09 01/30/15 100.000 0.000 4.0392 0.112200 0.114466 0.116778 0.119137 37.48 42.33 Bank of America Corp. 06048WAB6 05/29/09 05/29/19 100.000 VARIES 6.3456 0.176268 0.172166 0.167934 0.168284 37.24 61.09 Bank of America Corp. 06048WAD2 06/26/09 06/26/19 100.000 VARIES 6.6490 0.184695 0.180677 0.176525 0.176864 34.15 64.28 Bank of America Corp. 06048WAF7 08/13/09 08/13/19 100.000 VARIES 6.4099 0.178055 0.173969 0.169751 24.57 62.22 Bank of America Corp. 06048WAG5 09/25/09 09/25/19 100.000 VARIES 5.6410 0.156697 0.153282 0.149770 15.04 55.13 Bank of America Corp. 06048WAH3 09/28/09 09/27/27 100.000 VARIES 5.4085 0.150237 0.150513 0.150797 13.97 54.19 Bank of America Corp. 06048WAJ9 10/21/09 10/21/14 100.000 1.000 4.6199 0.128332 0.130655 0.133032 8.98 46.95 Bank of America Corp. 060505CZ5 02/15/07 02/15/12 100.000 0.250 5.2599 0.157380 0.161337 0.165397 0.169564 0.173841 58.46 61.44 Bank of America Corp. 06050MCY1 01/30/04 02/03/09 100.000 0.000 3.4992 0.113658 3.64 Bank of America Corp. 06050MDA2 03/02/04 03/04/09 100.000 0.000 3.5091 0.114016 7.18 Bank of America Corp. 06050MDC8 03/25/04 03/27/09 100.000 0.000 3.3125 0.106696 9.18 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06050MDE4 05/28/04 06/01/10 100.000 0.000 4.7926 0.164820 0.168770 0.172814 60.29 25.92 Bank of America Corp. 06050MDH7 06/25/04 06/28/10 100.000 0.000 4.7147 0.161583 0.165392 0.169291 58.88 29.96 Bank of America Corp. 06050MDJ3 06/24/04 06/24/10 100.000 0.000 4.7242 0.161914 0.165738 0.169653 59.03 29.35 Bank of America Corp. 06050MDM6 07/30/04 08/02/10 100.000 0.000 4.5676 0.152041 0.155513 0.159065 0.162698 56.41 34.22 Bank of America Corp. 06050MDN4 08/26/04 08/28/09 100.000 0.000 4.2830 0.140986 0.144005 33.96 Bank of America Corp. 06050MDR5 09/23/04 09/25/09 100.000 0.000 3.8427 0.124325 0.126713 33.25 Bank of America Corp. 06050MEC7 11/26/04 11/26/10 100.000 1.500 4.2768 0.133027 0.134980 0.136976 0.139014 48.38 44.88 Bank of America Corp. 06050MED5 11/15/04 11/13/09 100.000 0.000 3.9639 0.128801 0.131354 40.65 Bank of America Corp. 06050MEG8 12/27/04 06/28/10 100.000 0.000 4.0825 0.133316 0.136037 0.138814 48.50 24.57 Bank of America Corp. 06050MEH6 12/28/04 12/28/10 100.000 1.000 4.2553 0.134793 0.137070 0.139395 0.141770 48.95 50.19 Bank of America Corp. 06050MEK9 01/27/05 01/28/11 100.000 0.000 4.3233 0.139503 0.142519 0.145600 0.148747 0.151962 51.70 53.96 Bank of America Corp. 06050MEL7 01/28/05 01/28/11 100.000 1.000 4.3662 0.136545 0.138919 0.141345 0.143825 0.146358 50.32 52.10 Bank of America Corp. 06050MEP8 02/24/05 02/24/10 100.000 1.250 4.3096 0.133390 0.135516 0.137688 48.95 7.30 Bank of America Corp. 06050MER4 03/24/05 03/27/09 100.000 0.000 4.4897 0.145739 12.53 Bank of America Corp. 06050MEU7 04/28/05 04/30/09 100.000 1.750 4.3698 0.133292 15.86 Bank of America Corp. 06050MEW3 05/27/05 05/27/10 100.000 1.000 4.3093 0.134499 0.136799 0.139148 48.99 20.32 Bank of America Corp. 06050MEY9 06/24/05 06/25/10 100.000 0.000 4.7416 0.155209 0.158889 0.162656 56.58 28.30 Bank of America Corp. 06050MEZ6 07/29/05 07/29/11 100.000 1.500 4.5615 0.139031 0.141252 0.143523 0.145846 0.148222 51.13 52.80 Bank of America Corp. 06050MFA0 08/25/05 08/25/10 100.000 1.250 4.5105 0.138262 0.140597 0.142985 0.145427 50.79 33.90 Bank of America Corp. 06050MFB8 08/26/05 08/28/09 100.000 0.000 4.4018 0.139368 0.142435 33.58 Bank of America Corp. 06050MFC6 10/28/05 10/28/10 100.000 2.000 4.8533 0.147079 0.149300 0.151575 0.153905 53.63 45.44 Bank of America Corp. 06050MFE2 09/28/05 09/29/10 100.000 0.000 4.5189 0.143553 0.146797 0.150114 0.153506 52.87 40.84 Bank of America Corp. 06050MFG7 11/21/05 11/24/10 100.000 0.000 4.8973 0.157353 0.161206 0.165154 0.169198 57.63 54.07 Bank of America Corp. 06050MFJ1 12/27/05 12/27/10 100.000 1.250 5.0014 0.155574 0.158597 0.161694 0.164870 56.58 58.13 Bank of America Corp. 06050MFK8 12/28/05 12/28/11 100.000 1.500 5.0510 0.156232 0.159125 0.162091 0.165133 0.168251 56.78 58.92 Bank of America Corp. 06050MFL6 03/24/06 03/25/11 100.000 0.000 5.1630 0.162936 0.167142 0.171457 0.175883 0.180423 60.23 63.38 Bank of America Corp. 06050MFP7 04/28/06 04/28/11 100.000 1.750 5.5388 0.169259 0.172600 0.176034 0.179563 0.183189 61.96 64.46 Bank of America Corp. 06050MFR3 03/27/06 03/27/09 100.000 0.750 5.1969 0.161263 13.87 Bank of America Corp. 06050MFS1 05/26/06 08/26/10 100.000 0.000 5.4111 0.169512 0.174099 0.178809 0.183647 63.01 42.89 Bank of America Corp. 06050MFT9 05/25/06 05/25/10 100.000 2.000 5.4394 0.164813 0.167785 0.170837 60.08 24.60 Bank of America Corp. 06050MFV4 06/27/06 06/27/11 100.000 0.000 5.6598 0.180759 0.185875 0.191135 0.196544 0.202106 66.04 69.83 Bank of America Corp. 06050MFW2 07/28/06 01/28/11 100.000 0.000 5.5354 0.171506 0.176252 0.181131 0.186144 0.191296 64.07 67.66 Bank of America Corp. 06050MFX0 07/28/06 07/29/10 100.000 0.000 5.4654 0.169132 0.173754 0.178503 0.183381 63.14 38.01 Bank of America Corp. 06050MFZ5 08/24/06 08/26/10 100.000 0.000 5.2025 0.160194 0.164361 0.168637 0.173023 59.48 40.42 Bank of America Corp. 06050MGB7 09/29/06 10/03/11 100.000 0.000 4.9679 0.152313 0.156097 0.159974 0.163948 0.168020 56.19 59.01 Bank of America Corp. 06050MGD3 09/18/06 09/19/11 100.000 0.000 5.1632 0.158840 0.162941 0.167148 0.171463 0.175889 58.77 61.84 Bank of America Corp. 06050MGF8 10/27/06 10/27/11 100.000 0.000 5.2609 0.162130 0.166395 0.170772 0.175264 0.179874 59.69 62.87 Bank of America Corp. 06050MGM3 12/22/06 12/27/11 100.000 0.000 4.9879 0.153009 0.156825 0.160736 0.164745 0.168853 55.80 58.62 Bank of America Corp. 06050MGN1 12/29/06 12/29/11 100.000 0.000 4.9680 0.152232 0.156014 0.159889 0.163861 0.167931 55.50 58.29 Bank of America Corp. 06050MGP6 02/23/07 02/23/12 100.000 0.000 5.2024 0.156084 0.160145 0.164310 0.168584 0.172969 57.97 61.03 Bank of America Corp. 06050MGQ4 01/26/07 01/27/12 100.000 0.000 5.1926 0.155791 0.159836 0.163986 0.168243 0.172611 58.07 61.13 Bank of America Corp. 06050MGU5 02/23/07 11/23/11 100.000 0.000 5.1129 0.155157 0.159123 0.163191 0.167363 0.171642 56.88 59.82 Bank of America Corp. 06050MGV3 02/23/07 02/24/12 100.000 0.000 5.1048 0.152961 0.156865 0.160869 0.164975 0.169186 56.77 59.71 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06050MGW1 02/20/07 02/19/10 100.000 0.000 5.1731 0.155119 0.159131 0.163247 57.64 7.84 Bank of America Corp. 06050MGY7 03/30/07 03/30/10 100.000 0.000 4.9975 0.149489 0.153225 0.157053 55.18 13.98 Bank of America Corp. 06050MGZ4 03/29/07 03/29/12 100.000 2.000 5.0300 0.146235 0.148515 0.150853 0.153250 0.155707 53.48 55.19 Bank of America Corp. 06050MHB6 03/30/07 03/30/12 100.000 0.000 4.9829 0.149021 0.152734 0.156539 0.160439 0.164436 55.00 57.77 Bank of America Corp. 06050MHC4 04/27/07 04/27/09 100.000 0.000 4.8413 0.144486 16.76 Bank of America Corp. 06050MHD2 04/27/07 04/30/12 100.000 0.000 4.9782 0.148933 0.152640 0.156440 0.160334 0.164325 54.74 57.50 Bank of America Corp. 06050MHF7 05/25/07 02/27/12 100.000 0.000 5.2687 0.156242 0.160358 0.164583 0.168919 0.173368 58.02 61.12 Bank of America Corp. 06050MHK6 06/29/07 07/01/09 100.000 0.000 5.2702 0.158323 28.50 Bank of America Corp. 06050MHL4 06/29/07 06/29/12 100.000 2.650 5.5699 0.161687 0.164140 0.166661 0.169253 0.171916 58.66 60.47 Bank of America Corp. 06050MHN0 06/22/07 06/25/09 100.000 0.000 5.3483 0.160877 27.99 Bank of America Corp. 06050MHP5 07/27/07 07/28/11 100.000 0.000 5.3581 0.156942 0.161147 0.165464 0.169897 0.174449 58.56 61.74 Bank of America Corp. 06050MHT7 08/30/07 09/01/11 100.000 0.000 5.1144 0.149449 0.153270 0.157190 0.161210 0.165332 55.42 58.29 Bank of America Corp. 06050MHU4 08/31/07 09/02/11 100.000 0.000 5.0622 0.147869 0.151611 0.155449 0.159383 0.163418 54.81 57.62 Bank of America Corp. 06050MHV2 09/28/07 03/28/13 100.000 0.000 5.2121 0.152426 0.156399 0.160475 0.164657 0.168948 56.34 59.31 Bank of America Corp. 06050MHW0 09/27/07 09/29/10 100.000 0.000 4.9389 0.144092 0.147650 0.151296 0.155032 53.18 41.22 Bank of America Corp. 06050MHY6 11/30/07 11/30/12 100.000 1.250 4.9200 0.141746 0.144379 0.147077 0.149841 0.152673 51.67 53.62 Bank of America Corp. 06050MJB4 11/29/07 12/01/11 100.000 0.000 4.6068 0.133964 0.137050 0.140207 0.143437 0.146740 48.97 51.25 Bank of America Corp. 06050MJC2 11/30/07 11/30/09 100.000 0.000 4.2646 0.123568 0.126203 41.13 Bank of America Corp. 06050MJD0 11/30/07 11/30/10 100.000 0.000 4.4308 0.128594 0.131443 0.134355 0.137332 46.99 44.74 Bank of America Corp. 06050MJE8 12/26/07 12/27/12 100.000 0.000 4.8121 0.140198 0.143572 0.147026 0.150563 0.154186 51.11 53.59 Bank of America Corp. 06050MJF5 12/27/07 12/27/11 100.000 0.000 4.5091 0.130966 0.133919 0.136939 0.140026 0.143183 47.70 49.88 Bank of America Corp. 06050MJH1 12/28/07 06/29/09 100.000 0.000 4.1714 0.120773 21.50 Bank of America Corp. 06050MJJ7 12/28/07 12/28/12 100.000 0.000 4.8609 0.141671 0.145114 0.148641 0.152254 0.155954 51.64 54.18 Bank of America Corp. 06050MJN8 02/29/08 02/28/13 100.000 0.000 4.2547 0.120034 0.120589 0.125195 0.125774 0.130578 44.55 46.46 Bank of America Corp. 06050MJP3 02/29/08 03/04/13 100.000 0.000 4.1447 0.116922 0.117399 0.121818 0.122315 0.126919 43.35 45.16 Bank of America Corp. 06050MJR9 02/28/08 02/28/13 100.000 0.000 4.3135 0.121729 0.122326 0.127036 0.127660 0.132575 45.19 47.16 Bank of America Corp. 06050MJS7 02/28/08 08/28/13 100.000 0.000 4.4798 0.127229 0.130079 0.132993 0.135972 0.139017 47.02 49.15 Bank of America Corp. 06050MJT5 02/28/08 02/26/10 100.000 0.000 3.0862 0.087039 0.088382 0.089746 31.91 4.94 Bank of America Corp. 06050MJU2 03/28/08 03/28/14 100.000 0.000 4.2156 0.119568 0.122089 0.124662 0.127290 0.129973 43.97 45.85 Bank of America Corp. 06050MJV0 03/28/08 03/28/11 100.000 0.000 3.0663 0.086483 0.087809 0.089155 0.090522 0.091910 31.62 32.60 Bank of America Corp. 06050MJX6 03/28/08 03/28/14 100.000 0.000 4.1175 0.116731 0.119135 0.121587 0.124091 0.126645 42.91 44.69 Bank of America Corp. 06050MJY4 03/28/08 03/28/14 100.000 0.000 4.1175 0.116731 0.119135 0.121587 0.124091 0.126645 42.91 44.69 Bank of America Corp. 06050MKB2 04/25/08 04/25/14 100.000 0.000 4.4504 0.126375 0.129188 0.132062 0.135001 0.138005 46.38 48.46 Bank of America Corp. 06050MKC0 04/25/08 04/25/14 100.000 0.000 4.4113 0.125239 0.128002 0.130825 0.133711 0.136660 45.95 48.00 Bank of America Corp. 06050MKE6 04/25/08 04/26/10 100.000 0.000 3.1748 0.089600 0.091022 0.092467 32.70 10.63 Bank of America Corp. 06050MKF3 04/25/08 04/25/13 100.000 0.000 4.1763 0.118434 0.120907 0.123431 0.126009 0.128640 43.41 45.24 Bank of America Corp. 06052E111 09/03/09 08/29/14 100.000 0.000 5.0623 0.138317 0.142501 0.145310 16.60 52.12 Bank of America Corp. 06052E145 09/08/09 08/30/11 100.000 0.000 3.0935 0.084987 0.085765 0.087570 9.77 31.48 Bank of America Corp. 06052E202 09/10/09 09/09/11 100.000 0.000 2.9599 0.082220 0.083431 0.084665 9.13 30.09 Bank of America Corp. 06052E277 10/06/09 09/27/13 100.000 0.000 4.5996 0.127769 0.130560 0.133563 10.86 47.04 Bank of America Corp. 06052E285 10/01/09 10/01/13 100.000 0.000 4.5899 0.127497 0.130423 0.133417 11.47 46.96 Bank of America Corp. 06052E293 10/06/09 09/27/11 100.000 0.000 2.7495 0.076377 0.077375 0.078439 6.49 27.87 Bank of America Corp. 06052E376 11/05/09 11/01/11 100.000 0.000 2.4099 0.066944 0.067732 0.068548 3.75 24.34 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06052E467 11/05/09 11/04/14 100.000 0.000 4.6099 0.128055 0.130990 0.134009 7.17 46.97 Bank of America Corp. 06052E475 11/04/09 10/31/14 100.000 0.000 4.6625 0.129515 0.132467 0.135555 7.38 47.53 Bank of America Corp. 06052E483 11/05/09 11/01/11 100.000 0.000 2.4099 0.066944 0.067732 0.068548 3.75 24.34 Bank of America Corp. 060900164 03/05/09 09/05/12 100.000 0.000 4.2742 0.118730 0.121267 0.123859 0.126506 35.44 44.73 Bank of America Corp. 060900198 02/27/09 03/04/14 100.000 0.000 4.4307 0.123075 0.123181 0.125910 0.128700 0.131551 37.77 46.49 Bank of America Corp. 060900206 02/27/09 02/28/14 100.000 0.000 4.6656 0.128883 0.126800 0.131908 0.132785 0.138134 39.68 49.07 Bank of America Corp. 060900248 03/05/09 03/06/12 100.000 0.000 4.1175 0.114375 0.114389 0.116744 0.119147 0.121600 34.13 43.02 Bank of America Corp. 060900297 03/27/09 03/28/14 100.000 0.000 4.2742 0.118729 0.118744 0.121282 0.123874 0.126521 32.77 44.62 Bank of America Corp. 060900321 03/27/09 03/28/14 100.000 0.000 4.2350 0.117640 0.117655 0.120147 0.122691 0.125289 32.47 44.19 Bank of America Corp. 060900412 04/24/09 04/25/14 100.000 0.000 5.3679 0.149108 0.149131 0.153134 0.157244 0.161465 37.10 56.42 Bank of America Corp. 060900479 05/29/09 05/31/13 100.000 0.000 5.3386 0.146666 0.145907 0.150625 0.153801 0.158774 31.81 55.82 Bank of America Corp. 060900495 06/05/09 06/01/11 100.000 0.000 3.1942 0.088730 0.090115 0.091555 0.093017 18.32 32.79 Bank of America Corp. 060900586 06/26/09 06/28/13 100.000 0.000 5.6500 0.156946 0.156996 0.161431 0.165992 0.170681 29.06 58.96 Bank of America Corp. 060900594 06/26/09 06/28/13 100.000 0.000 5.6890 0.158030 0.158080 0.162576 0.167201 0.171957 29.26 59.39 Bank of America Corp. 060900610 06/26/09 07/06/11 100.000 0.000 3.4400 0.095557 0.095649 0.097294 0.098967 17.69 35.31 Bank of America Corp. 060900750 07/31/09 07/26/13 100.000 0.000 5.6592 0.153785 0.160637 0.162489 23.68 58.76 Bank of America Corp. 060900768 07/31/09 08/02/11 100.000 0.000 3.4154 0.094348 0.092828 0.095978 0.096025 14.30 34.94 Bank of America Corp. 060900776 07/31/09 07/30/13 100.000 0.000 5.6098 0.152442 0.159292 0.161090 23.48 58.22 Bank of America Corp. 060900784 07/06/09 06/29/12 100.000 0.000 4.5283 0.125786 0.128523 0.131433 0.134409 22.02 46.80 Bank of America Corp. 060900826 09/03/09 09/04/13 100.000 0.000 4.7200 0.128260 0.130405 0.131306 0.136633 15.65 48.50 Barclays Bank PLC 06738C5G0 05/22/07 05/22/09 100.000 0.000 5.1000 0.152785 21.54 Barclays Bank PLC 06738C5K1 05/31/07 09/01/11 100.000 0.000 5.1701 0.152264 0.153653 0.160238 0.161700 0.168629 56.80 59.78 Barclays Bank PLC 06738C7M5 06/29/07 06/29/09 100.000 0.000 5.6900 0.171934 30.60 Barclays Bank PLC 06738CA33 02/28/07 08/28/12 100.000 0.000 4.9697 0.148598 0.152291 0.156075 0.159953 0.163928 55.08 57.85 Barclays Bank PLC 06738CA66 02/28/07 09/04/12 100.000 0.000 5.1701 0.154274 0.155682 0.162353 0.163834 0.170855 57.53 60.54 Barclays Bank PLC 06738CB24 03/28/07 09/28/12 100.000 0.000 4.9599 0.148283 0.151961 0.155729 0.159591 0.163549 54.74 57.48 Barclays Bank PLC 06738CB32 03/28/07 03/26/09 100.000 0.000 5.0598 0.151450 12.87 Barclays Bank PLC 06738CCS6 03/22/05 03/22/10 100.000 0.000 4.4999 0.146065 0.149352 0.152712 53.83 12.37 Barclays Bank PLC 06738CEP0 06/29/05 06/29/09 100.000 0.000 4.0100 0.127996 22.78 Barclays Bank PLC 06738CFP9 08/26/05 08/26/09 100.000 0.000 4.4999 0.142852 0.146066 34.15 Barclays Bank PLC 06738CFZ7 08/31/05 08/31/10 100.000 0.000 4.4775 0.141261 0.142068 0.147656 0.148501 52.50 35.89 Barclays Bank PLC 06738CK40 03/30/07 03/30/10 100.000 0.000 5.0599 0.151495 0.155327 0.159257 55.93 14.17 Barclays Bank PLC 06738CK57 03/28/07 06/28/11 100.000 0.000 5.3200 0.162014 0.166323 0.170747 0.175289 0.179952 59.13 62.31 Barclays Bank PLC 06738CK99 03/29/07 03/30/09 100.000 0.000 5.0599 0.151516 13.48 Barclays Bank PLC 06738CM30 04/27/07 10/29/12 100.000 0.000 5.0799 0.152181 0.156047 0.160010 0.164074 0.168242 55.97 58.85 Barclays Bank PLC 06738CMS5 10/27/06 10/27/11 100.000 0.000 5.1100 0.157017 0.161029 0.165143 0.169362 0.173689 57.77 60.76 Barclays Bank PLC 06738CN70 04/30/07 04/30/09 100.000 0.000 5.0699 0.151815 18.07 Barclays Bank PLC 06738CSL4 12/27/06 06/24/10 100.000 0.000 5.0599 0.155262 0.159190 0.163218 56.66 28.24 Barclays Bank PLC 06738CU64 04/27/07 04/29/09 100.000 0.000 5.0800 0.152184 17.96 Barclays Bank PLC 06738CUT4 01/08/06 07/08/09 100.000 0.000 5.1299 0.161735 0.165884 30.99 Barclays Bank PLC 06738CV97 04/30/07 10/28/10 100.000 0.000 5.0699 0.151774 0.155621 0.159566 0.163611 55.82 48.12 Barclays Bank PLC 06738CVC0 01/31/07 07/31/09 100.000 0.000 5.2101 0.156335 0.160408 33.41 Barclays Bank PLC 06738CVD8 01/31/07 01/31/12 100.000 0.000 5.2399 0.157299 0.161420 0.165649 0.169989 0.174443 58.63 61.74 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06738CVE6 01/31/07 07/31/12 100.000 0.000 5.2399 0.157297 0.161418 0.165648 0.169987 0.174441 58.63 61.74 Barclays Bank PLC 06738CXH7 01/24/07 01/26/09 100.000 0.000 5.2799 0.158636 3.97 Barclays Bank PLC 06738CXS3 02/28/07 08/28/12 100.000 0.000 4.9697 0.148598 0.152291 0.156075 0.159953 0.163928 55.08 57.85 Barclays Bank PLC 06738CXU8 02/28/07 03/02/09 100.000 0.000 5.1702 0.154233 9.25 Barclays Bank PLC 06738CY37 05/30/07 05/29/09 100.000 0.000 5.5998 0.168961 25.01 Barclays Bank PLC 06738CZR3 03/01/07 03/01/11 100.000 0.000 4.9500 0.147966 0.151628 0.155381 0.159227 0.163167 54.82 57.56 Barclays Bank PLC 06738CZX0 03/09/07 03/09/17 100.000 0.000 5.5899 0.168665 0.173379 0.178225 0.183207 0.188327 62.64 66.19 Barclays Bank PLC 06738G4F4 12/31/07 06/24/10 100.000 0.000 4.1100 0.118830 0.121272 0.123764 43.25 21.41 Barclays Bank PLC 06738G4Y3 01/31/08 07/28/10 100.000 0.000 3.1999 0.090293 0.091738 0.093206 0.094697 33.21 19.56 Barclays Bank PLC 06738G4Z0 01/31/08 07/30/12 100.000 0.000 3.6623 0.101332 0.104898 0.105077 0.108775 0.108961 38.21 39.62 Barclays Bank PLC 06738G845 08/29/08 02/26/10 100.000 0.000 3.4700 0.096391 0.098035 0.099736 35.41 5.49 Barclays Bank PLC 06738GAS9 06/29/07 12/29/09 100.000 0.000 5.3600 0.161186 0.165506 58.48 Barclays Bank PLC 06738GDT4 06/19/07 06/17/11 100.000 0.000 5.2800 0.158548 0.162734 0.167030 0.171440 0.175966 57.95 61.05 Barclays Bank PLC 06738GEN6 06/29/07 09/28/12 100.000 0.000 5.9100 0.176556 0.181774 0.187145 0.192675 0.198369 65.48 69.41 Barclays Bank PLC 06738GES5 06/29/07 06/29/12 100.000 0.000 5.8900 0.178497 0.183754 0.189166 0.194737 0.200472 65.23 69.13 Barclays Bank PLC 06738GFB1 07/02/07 07/01/10 100.000 0.000 5.7100 0.172562 0.177488 0.182556 63.01 32.86 Barclays Bank PLC 06738GFC9 07/03/07 06/30/10 100.000 0.000 5.7347 0.173345 0.178315 0.183428 63.31 32.83 Barclays Bank PLC 06738GFK1 07/25/07 07/23/09 100.000 0.000 5.2601 0.153857 0.157904 31.81 Barclays Bank PLC 06738GGL8 07/16/07 10/14/11 100.000 0.000 5.2300 0.154932 0.158983 0.163141 0.167407 0.171784 57.14 60.16 Barclays Bank PLC 06738GH29 11/30/07 05/30/12 100.000 0.000 4.3699 0.126750 0.129519 0.132349 0.135241 0.138196 46.30 48.35 Barclays Bank PLC 06738GH37 12/05/07 12/03/09 100.000 0.000 3.9098 0.112871 0.115077 37.87 Barclays Bank PLC 06738GHC7 07/25/07 07/24/09 100.000 0.000 5.1698 0.151105 0.155011 31.38 Barclays Bank PLC 06738GLP3 08/31/07 08/28/09 100.000 0.000 5.0901 0.148640 0.152422 35.91 Barclays Bank PLC 06738GPZ7 08/31/07 09/02/09 100.000 0.000 5.0902 0.148726 0.152511 36.52 Barclays Bank PLC 06738GRN2 09/28/07 09/28/09 100.000 0.000 4.9599 0.144694 0.148282 39.28 Barclays Bank PLC 06738GT59 11/30/07 05/30/10 100.000 0.000 4.1003 0.118617 0.121049 0.123530 43.29 18.41 Barclays Bank PLC 06738GV56 11/29/07 05/29/09 100.000 0.000 4.2899 0.124333 18.40 Barclays Bank PLC 06738GVW7 10/31/07 10/29/09 100.000 0.000 4.5800 0.133101 0.136149 40.21 Barclays Bank PLC 06738GW22 11/30/07 11/30/12 100.000 0.000 4.3699 0.126749 0.129518 0.132348 0.135240 0.138195 46.30 48.35 Barclays Bank PLC 06738GX62 12/31/07 06/24/10 100.000 0.000 4.1100 0.118830 0.121272 0.123764 43.25 21.41 Barclays Bank PLC 06738GX70 12/31/07 06/26/12 100.000 0.000 4.4399 0.128805 0.131665 0.134588 0.137576 0.140630 46.91 49.02 Barclays Bank PLC 06738GX88 12/10/07 12/09/09 100.000 0.000 4.1397 0.119791 0.122270 40.94 Barclays Bank PLC 06738GZP8 11/05/07 11/04/09 100.000 0.000 4.4498 0.129154 0.132027 39.65 Barclays Bank PLC 06738Q3V8 04/30/09 05/07/14 100.000 0.000 5.2000 0.144446 0.144593 0.148352 0.152209 0.156167 35.05 54.52 Barclays Bank PLC 06738Q3Z9 04/09/09 04/09/24 100.000 VARIES 5.8367 0.162132 0.157136 0.151994 0.145782 42.07 54.71 Barclays Bank PLC 06738Q4D7 04/30/09 05/07/14 100.000 0.000 4.9000 0.136112 0.136242 0.139580 0.143000 0.146503 33.01 51.24 Barclays Bank PLC 06738Q4Y1 05/14/09 05/14/24 100.000 VARIES 6.5028 0.180633 0.180184 0.179721 0.179242 40.98 64.74 Barclays Bank PLC 06738Q5D6 04/22/09 04/22/24 100.000 VARIES 5.7795 0.160542 0.155549 0.150412 0.146467 39.63 54.45 Barclays Bank PLC 06738Q7M4 04/30/09 04/30/24 100.000 VARIES 5.5065 0.152959 0.147610 0.142114 0.136621 36.54 51.48 Barclays Bank PLC 06738QDA3 08/29/08 08/31/11 100.000 0.000 3.9925 0.110316 0.110684 0.114765 0.115147 0.119393 40.88 42.53 Barclays Bank PLC 06738QDB1 08/26/08 08/30/13 100.000 0.000 4.4602 0.122593 0.124642 0.128122 0.130263 0.133900 45.81 47.87 Barclays Bank PLC 06738QDW5 09/10/08 09/08/11 100.000 0.000 3.7898 0.105275 0.107248 0.109280 0.111351 0.113461 38.71 40.19 Barclays Bank PLC 06738QJG4 08/22/08 11/24/09 100.000 0.000 3.2102 0.089906 0.091349 29.30 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06738QK98 02/27/09 02/27/14 100.000 0.000 4.6599 0.129444 0.132460 0.135546 0.138704 39.72 49.02 Barclays Bank PLC 06738QKP2 09/22/08 09/22/11 100.000 0.000 4.0900 0.113614 0.115937 0.118308 0.120728 0.123197 41.78 43.51 Barclays Bank PLC 06738QKR8 09/30/08 09/30/11 100.000 0.000 4.7401 0.131670 0.134790 0.137985 0.141255 0.144603 48.54 50.87 Barclays Bank PLC 06738QLE6 09/17/08 09/14/14 100.000 0.000 4.0500 0.112501 0.114742 0.117065 0.119436 0.121854 41.39 43.08 Barclays Bank PLC 06738QLY2 09/30/08 10/29/09 100.000 0.000 4.3597 0.121531 0.124180 36.69 Barclays Bank PLC 06738QM21 02/27/09 03/07/14 100.000 0.000 4.6599 0.129444 0.129611 0.132631 0.135722 0.138884 39.74 49.02 Barclays Bank PLC 06738QV62 03/31/09 03/31/14 100.000 0.000 5.0055 0.139043 0.142522 0.146089 0.149746 38.00 52.61 Barclays Bank PLC 06738QV70 03/31/09 03/31/14 100.000 0.000 5.0055 0.139043 0.142522 0.146089 0.149746 38.00 52.61 Barclays Bank PLC 06738QX86 03/31/09 04/07/14 100.000 0.000 5.0056 0.137518 0.136898 0.141095 0.143836 0.148247 38.15 52.62 Barclays Bank PLC 06738R2Z8 07/18/08 01/19/11 100.000 0.000 3.9500 0.109735 0.111902 0.114112 0.116366 0.118664 40.60 42.22 Barclays Bank PLC 06738R3A2 06/30/08 12/31/09 100.000 0.000 3.2799 0.092603 0.094122 33.52 Barclays Bank PLC 06738R3B0 06/23/08 09/23/09 100.000 0.000 3.5198 0.098633 0.100369 26.15 Barclays Bank PLC 06738R3V6 06/24/08 06/23/10 100.000 0.000 4.0700 0.115345 0.117693 0.120088 41.98 20.66 Barclays Bank PLC 06738R4H6 06/27/08 06/29/09 100.000 0.000 3.2597 0.092041 16.38 Barclays Bank PLC 06738R4J2 06/30/08 12/30/09 100.000 0.000 3.2799 0.092603 0.094122 33.52 Barclays Bank PLC 06738R4N3 06/30/08 09/30/09 100.000 0.000 3.2799 0.091858 0.093364 24.98 Barclays Bank PLC 06738R5X0 07/30/08 07/28/11 100.000 0.000 4.2101 0.116947 0.119382 0.121895 0.124461 0.127081 43.30 45.14 Barclays Bank PLC 06738R6V3 07/25/08 07/30/13 100.000 0.000 4.7399 0.131752 0.134874 0.138071 0.141343 0.144693 48.95 51.29 Barclays Bank PLC 06738RA89 05/30/08 11/30/11 100.000 0.000 4.1499 0.117669 0.120111 0.122603 0.125147 0.127744 42.95 44.75 Barclays Bank PLC 06738RBS4 01/22/08 07/20/09 100.000 0.000 3.1799 0.089722 0.091149 18.11 Barclays Bank PLC 06738RBT2 01/24/08 07/23/12 100.000 0.000 3.8000 0.107552 0.109596 0.111678 0.113800 0.115962 39.74 41.26 Barclays Bank PLC 06738RC95 05/30/08 06/02/11 100.000 0.000 4.1499 0.117696 0.120138 0.122631 0.125176 0.127773 42.95 44.75 Barclays Bank PLC 06738RCK0 01/31/08 07/28/10 100.000 0.000 3.2499 0.091727 0.093218 0.094732 0.096272 33.75 19.89 Barclays Bank PLC 06738RDB9 02/29/08 02/28/11 100.000 0.000 3.1126 0.087324 0.087237 0.090063 0.089974 0.092888 32.19 33.20 Barclays Bank PLC 06738RDC7 02/29/08 11/29/12 100.000 0.000 3.5298 0.100098 0.100204 0.103663 0.103772 0.107354 36.67 37.98 Barclays Bank PLC 06738RF27 05/14/08 05/12/10 100.000 0.000 3.3601 0.094889 0.096483 0.098104 34.60 12.85 Barclays Bank PLC 06738RG91 05/19/08 11/17/10 100.000 0.000 3.4701 0.098047 0.099748 0.101478 0.103239 35.75 32.38 Barclays Bank PLC 06738RHU3 02/27/08 11/26/13 100.000 0.000 3.7400 0.106810 0.108808 0.110842 0.112915 0.115027 38.95 40.42 Barclays Bank PLC 06738RJ23 05/21/08 11/19/09 100.000 0.000 2.9800 0.084000 0.085251 26.94 Barclays Bank PLC 06738RJ72 05/28/08 05/26/10 100.000 0.000 3.7502 0.106104 0.108094 0.110121 38.70 15.97 Barclays Bank PLC 06738RJU1 03/04/08 03/02/10 100.000 0.000 2.9400 0.082856 0.084074 0.085310 30.34 5.20 Barclays Bank PLC 06738RK54 05/29/08 05/26/11 100.000 0.000 4.1998 0.119072 0.121572 0.124125 0.126732 0.129393 43.49 45.34 Barclays Bank PLC 06738RKA3 03/31/08 03/30/11 100.000 0.000 3.0827 0.086464 0.086366 0.089150 0.089049 0.091920 31.79 32.78 Barclays Bank PLC 06738RL87 06/30/08 06/29/11 100.000 0.000 4.2398 0.120257 0.122806 0.125410 0.128068 0.130783 43.76 45.64 Barclays Bank PLC 06738RMA1 03/31/08 03/28/13 100.000 0.000 3.2999 0.093161 0.094698 0.096260 0.097848 0.099463 34.10 35.24 Barclays Bank PLC 06738RQV1 04/01/08 07/01/09 100.000 0.000 2.4503 0.069320 12.48 Barclays Bank PLC 06738RRP3 04/30/08 04/30/12 100.000 0.000 4.0000 0.113334 0.115600 0.117912 0.120271 0.122676 41.49 43.16 Barclays Bank PLC 06738RRR9 04/30/08 04/25/14 100.000 0.000 3.9299 0.111251 0.113437 0.115666 0.117939 0.120256 40.74 42.35 Barclays Bank PLC 06738RRS7 04/30/08 04/28/11 100.000 0.000 3.7198 0.105231 0.107188 0.109182 0.111213 0.113281 38.48 39.93 Barclays Bank PLC 06738RVW3 04/18/08 03/20/13 100.000 0.000 3.7399 0.105529 0.107503 0.109513 0.111561 0.113647 38.75 40.21 Barclays Bank PLC 06738RWH5 05/19/08 11/20/12 100.000 0.000 4.0899 0.115946 0.118317 0.120737 0.123206 0.125725 42.36 44.11 Barclays Bank PLC 06738RWP7 04/23/08 04/21/10 100.000 0.000 3.1198 0.087998 0.089371 0.090765 32.12 9.98 Barclays Bank PLC 06738RXA9 05/30/08 05/25/11 100.000 0.000 4.1499 0.117602 0.120042 0.122533 0.125076 0.127671 42.95 44.75 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06739FAA9 09/30/05 09/30/10 100.000 0.000 4.5499 0.144652 0.147943 0.151308 0.154751 53.27 41.32 Barclays Bank PLC 06739H461 01/31/08 02/28/14 100.000 0.000 4.0805 0.115397 0.115832 0.120154 0.120607 0.125107 42.79 44.55 Barclays Bank PLC 06739H479 01/31/08 05/30/14 100.000 0.000 4.0799 0.117217 0.119608 0.122048 0.124538 0.127079 42.78 44.54 Barclays Bank PLC 06739H545 12/31/07 08/31/13 100.000 0.000 4.7069 0.134118 0.135036 0.140505 0.141467 0.147196 49.91 52.28 Barclays Bank PLC 06739H594 11/30/07 09/30/13 100.000 0.000 4.5700 0.131823 0.134836 0.137917 0.141068 0.144291 48.55 50.80 Barclays Bank PLC 06739J2D4 11/19/09 11/21/12 100.000 0.000 2.5698 0.071386 0.071396 0.072313 0.073242 3.00 25.94 Barclays Bank PLC 06739J863 10/28/09 04/28/15 100.000 0.000 4.1800 0.116113 0.118540 0.121017 7.32 42.55 Barclays Bank PLC 06739JAB9 05/29/09 05/31/12 100.000 0.000 3.1001 0.085168 0.084717 0.086503 0.087364 0.089206 18.44 31.82 Barclays Bank PLC 06739JAJ2 05/29/09 11/29/12 100.000 0.000 3.5899 0.099721 0.101511 0.103333 0.105187 21.20 36.99 Barclays Bank PLC 06739JBB8 05/27/09 06/06/14 100.000 0.000 4.9200 0.136668 0.136836 0.140203 0.143652 0.147186 29.37 51.27 Barclays Bank PLC 06739JBF9 05/28/09 05/28/24 100.000 VARIES 5.8285 0.161905 0.156909 0.151767 0.146476 34.32 55.22 Barclays Bank PLC 06739JBH5 05/29/09 05/29/29 100.000 VARIES 5.8530 0.162583 0.156977 0.151206 0.145266 34.29 55.10 Barclays Bank PLC 06739JBJ1 05/29/09 06/06/14 100.000 0.000 3.5900 0.099722 0.099792 0.101583 0.103407 0.105263 21.20 36.99 Barclays Bank PLC 06739JD59 09/23/09 09/23/11 100.000 0.000 2.0099 0.055833 0.056394 0.056961 5.47 20.31 Barclays Bank PLC 06739JD83 09/30/09 09/30/24 100.000 VARIES 5.1625 0.143404 0.139218 0.134925 13.05 50.10 Barclays Bank PLC 06739JEB5 07/24/09 07/24/14 100.000 0.000 4.7799 0.132776 0.135950 0.139199 20.85 49.38 Barclays Bank PLC 06739JEK5 06/26/09 06/26/24 100.000 VARIES 5.6547 0.157076 0.152093 0.146969 0.142380 29.03 53.78 Barclays Bank PLC 06739JEQ2 06/30/09 07/08/14 100.000 0.000 4.9699 0.138054 0.138206 0.141641 0.145160 25.01 51.58 Barclays Bank PLC 06739JER0 06/30/09 07/08/14 100.000 0.000 4.9699 0.138054 0.138206 0.141641 0.145160 25.01 51.58 Barclays Bank PLC 06739JES8 06/04/09 06/06/14 100.000 0.000 4.8900 0.135834 0.135871 0.139193 0.142596 0.146083 28.21 50.89 Barclays Bank PLC 06739JFY4 06/30/09 06/28/13 100.000 0.000 2.6799 0.074444 0.075430 0.076441 0.077465 13.48 27.34 Barclays Bank PLC 06739JGP2 06/26/09 06/26/24 100.000 VARIES 5.6622 0.157286 0.150335 0.143188 0.137640 29.06 52.77 Barclays Bank PLC 06739JGY3 06/17/09 06/15/12 100.000 0.000 4.8699 0.135275 0.138533 0.141906 0.145361 26.30 50.59 Barclays Bank PLC 06739JJM6 06/26/09 06/26/24 100.000 VARIES 5.6679 0.157442 0.151670 0.145734 0.140399 29.10 53.48 Barclays Bank PLC 06739JJS3 07/01/09 07/01/11 100.000 0.000 4.9199 0.136665 0.140027 0.143472 24.60 51.03 Barclays Bank PLC 06739JJT1 07/01/09 07/01/11 100.000 0.000 2.6801 0.074448 0.075446 0.076457 13.40 27.34 Barclays Bank PLC 06739JJU8 07/24/09 07/24/14 100.000 0.000 4.7799 0.132776 0.135950 0.139199 20.85 49.38 Barclays Bank PLC 06739JKC6 07/21/09 07/19/12 100.000 0.000 3.2699 0.090832 0.092301 0.093810 14.53 33.45 Barclays Bank PLC 06739JKE2 07/24/09 08/07/14 100.000 0.000 4.7800 0.132778 0.133007 0.136186 0.139441 20.88 49.38 Barclays Bank PLC 06739JKF9 07/15/09 07/15/11 100.000 0.000 2.6301 0.073060 0.074021 0.074994 12.13 26.80 Barclays Bank PLC 06739JKG7 07/24/09 07/24/13 100.000 0.000 4.2998 0.119442 0.122010 0.124633 18.75 44.28 Barclays Bank PLC 06739JKH5 07/24/09 07/24/14 100.000 0.000 4.7799 0.132776 0.135950 0.139199 20.85 49.38 Barclays Bank PLC 06739JKL6 07/23/09 07/23/24 100.000 VARIES 6.1980 0.172167 0.166742 0.161149 27.20 59.26 Barclays Bank PLC 06739JKM4 07/24/09 07/24/14 100.000 VARIES 4.7816 0.132825 0.133510 0.134211 20.85 48.16 Barclays Bank PLC 06739JKN2 07/24/09 07/24/12 100.000 0.000 3.3900 0.094168 0.095764 0.097388 14.78 34.69 Barclays Bank PLC 06739JKP7 07/24/09 07/24/12 100.000 0.000 3.3900 0.094168 0.095764 0.097388 14.78 34.69 Barclays Bank PLC 06739JKQ5 07/08/09 07/08/11 100.000 0.000 2.5300 0.070280 0.071169 0.072069 12.16 25.77 Barclays Bank PLC 06739JKR3 07/08/09 07/08/11 100.000 0.000 2.5300 0.070280 0.071169 0.072069 12.16 25.77 Barclays Bank PLC 06739JKS1 07/07/09 07/07/14 100.000 0.000 4.7699 0.132498 0.135658 0.138893 23.05 49.38 Barclays Bank PLC 06739JLU5 07/15/09 07/15/11 100.000 0.000 2.6301 0.073060 0.074021 0.074994 12.13 26.80 Barclays Bank PLC 06739JME0 07/23/09 07/23/24 100.000 VARIES 6.2034 0.172319 0.166894 0.161301 27.23 59.32 Barclays Bank PLC 06739JMG5 07/20/09 07/19/12 100.000 0.000 3.5001 0.097225 0.098917 0.100649 15.65 35.86 Barclays Bank PLC 06739JMH3 08/18/09 08/20/12 100.000 0.000 2.9800 0.082779 0.082793 0.084027 0.085279 11.01 30.35 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06739JMK6 07/23/09 07/23/24 100.000 VARIES 6.1912 0.171979 0.166984 0.161835 27.17 59.41 Barclays Bank PLC 06739JN41 10/29/09 10/29/24 100.000 VARIES 5.4203 0.150565 0.145235 0.139761 9.34 52.57 Barclays Bank PLC 06739JN58 10/28/09 10/28/24 100.000 VARIES 5.3273 0.147981 0.144523 0.140974 9.32 52.21 Barclays Bank PLC 06739JN90 10/21/09 10/21/11 100.000 0.000 1.9799 0.054997 0.055542 0.056092 3.85 19.97 Barclays Bank PLC 06739JNT6 08/03/09 08/03/11 100.000 0.000 2.5897 0.071938 0.072869 0.073813 10.65 26.34 Barclays Bank PLC 06739JNU3 08/12/09 08/12/13 100.000 0.000 3.8100 0.105835 0.107851 0.109905 14.71 39.03 Barclays Bank PLC 06739JNW9 08/21/09 08/21/24 100.000 VARIES 5.5443 0.154009 0.148268 0.142367 20.02 52.90 Barclays Bank PLC 06739JP72 10/28/09 10/26/11 100.000 0.000 1.8699 0.051943 0.052423 0.052913 3.27 18.85 Barclays Bank PLC 06739JPB3 08/12/09 08/11/11 100.000 0.000 2.3800 0.066114 0.066896 0.067692 9.19 24.16 Barclays Bank PLC 06739JPE7 08/30/09 09/08/14 100.000 0.000 3.8999 0.108332 0.108426 0.110540 0.112695 13.12 39.90 Barclays Bank PLC 06739JPF4 08/27/09 08/27/24 100.000 VARIES 5.3967 0.149910 0.144960 0.139877 18.59 51.83 Barclays Bank PLC 06739JR88 11/04/09 11/04/11 100.000 0.000 1.7800 0.049447 0.049887 0.050331 2.82 17.93 Barclays Bank PLC 06739JR96 11/04/09 11/04/13 100.000 0.000 3.1800 0.088334 0.089739 0.091166 5.04 32.21 Barclays Bank PLC 06739JRY1 08/27/09 08/27/24 100.000 VARIES 5.4036 0.150101 0.145150 0.140066 18.61 51.90 Barclays Bank PLC 06739JSD6 09/17/09 09/19/12 100.000 0.000 2.8500 0.079169 0.079182 0.080310 0.081455 8.23 28.94 Barclays Bank PLC 06739JSJ3 08/19/09 08/19/11 100.000 0.000 2.2700 0.063057 0.063773 0.064497 8.32 23.02 Barclays Bank PLC 06739JST1 08/26/09 08/26/11 100.000 0.000 2.2599 0.062775 0.063484 0.064202 7.85 22.91 Barclays Bank PLC 06739JSU8 08/27/09 08/27/24 100.000 VARIES 5.3980 0.149947 0.144622 0.139154 18.59 51.68 Barclays Bank PLC 06739JTC7 08/27/09 08/27/24 100.000 VARIES 5.4029 0.150081 0.146632 0.143089 18.61 52.54 Barclays Bank PLC 06739JTG8 09/03/09 09/06/11 100.000 0.000 2.1299 0.059166 0.059176 0.059807 0.060444 6.98 21.56 Barclays Bank PLC 06739JTK9 09/10/09 09/10/24 100.000 VARIES 5.3063 0.147398 0.150227 0.153132 16.36 54.21 Barclays Bank PLC 06739JTL7 10/01/09 10/07/14 100.000 0.000 3.7799 0.104999 0.105065 0.107051 0.109074 9.46 38.52 Barclays Bank PLC 06739JTN3 09/30/09 09/30/24 100.000 VARIES 5.1564 0.143235 0.138334 0.133306 13.03 49.78 Barclays Bank PLC 06739JTY9 09/16/09 09/16/11 100.000 0.000 2.1800 0.060558 0.061218 0.061886 6.36 22.06 Barclays Bank PLC 06739JXJ7 09/30/09 09/30/24 100.000 VARIES 5.1616 0.143379 0.139911 0.136353 13.05 50.35 Barclays Bank PLC 06739JXN8 09/30/09 09/30/11 100.000 0.000 2.0400 0.056669 0.057247 0.057831 5.16 20.61 Barclays Bank PLC 06739JXQ1 09/30/09 09/30/24 100.000 VARIES 5.1522 0.143119 0.137861 0.132467 13.02 49.61 Barclays Bank PLC 06739JXR9 10/02/09 10/03/13 100.000 0.000 3.4021 0.094504 0.094514 0.096122 0.097757 8.41 34.60 Barclays Bank PLC 06739JXX6 10/14/09 10/14/11 100.000 0.000 2.0298 0.056386 0.056958 0.057536 4.34 20.49 Barclays Bank PLC 06739JXZ1 10/07/09 10/07/11 100.000 0.000 1.9497 0.054161 0.054689 0.055222 4.55 19.68 Barclays Bank PLC 06739JYA5 09/30/09 09/30/19 100.000 VARIES 5.0571 0.140475 0.138408 0.136289 12.78 49.82 Barclays Bank PLC 06739JYB3 09/30/09 09/30/24 100.000 VARIES 5.1854 0.144039 0.146196 0.148409 13.11 52.64 Barclays Bank PLC 06739JYC1 10/29/09 10/29/24 100.000 VARIES 5.4144 0.150402 0.146201 0.141887 9.32 52.86 Barclays Bank PLC 06739JYY3 11/02/09 11/07/14 100.000 0.000 3.7399 0.103888 0.103942 0.105886 0.107866 6.13 37.98 Barclays Bank PLC 06740C568 11/28/08 11/30/10 100.000 0.000 3.5814 0.099505 0.101287 0.103101 0.104947 36.25 34.25 Bill Barrett Corporation 06846NAB0 07/08/09 07/15/16 95.172 9.875 10.8760 0.013147 0.012962 0.013893 0.014410 2.30 5.15 Bayerische Landesbank 0727G0AA8 05/31/02 05/28/10 100.000 0.000 5.2947 0.206511 0.211978 0.217590 75.69 31.99 Bayerische Landesbank 0727G0CJ7 11/26/04 02/26/09 100.000 0.000 3.8824 0.124580 6.85 Bayonne Redev AGY, NJ 073009AR3 04/09/09 04/01/12 98.604 9.250 9.8017 0.011526 0.012066 0.012658 0.013278 3.07 4.56 Bear Stearns Co., Inc. 073928G23 08/31/04 07/01/19 51.530 1.000 5.9698 101.09 0.074438 0.076660 0.078948 0.081304 27.20 28.85 Bear Stearns Co., Inc. 073928JS3 06/03/99 06/30/11 46.328 0.000 6.4740 389.62 0.153355 0.158319 0.163444 0.168735 0.174197 56.11 59.80 Bear Stearns Co., Inc. 073928WN9 02/27/02 08/15/13 49.000 0.000 6.3184 260.17 0.125801 0.131926 0.133875 0.140393 0.142467 48.15 51.24 Bear Stearns Co., Inc. 073928Y64 10/11/07 10/11/11 79.721 0.000 5.7469 57.25 0.134684 0.138554 0.142535 0.146631 0.150844 49.81 52.71 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Beaver Cnty Ind Dev Auth 07487TAB9 04/29/99 11/20/24 17.103 0.000 7.0298 162.68 0.064647 0.066919 0.069271 0.071706 0.074227 23.87 25.58 BellSouth Telecomm 079867AS6 12/13/95 12/15/95 25.235 VARIES 6.8500 0.115298 0.119247 0.123331 0.127555 0.131924 42.35 45.30 Berry Petroleum Company 085789AD7 05/27/09 06/01/14 93.546 10.250 12.0008 0.027110 0.027157 0.028786 0.030513 0.032344 5.86 10.78 Bexar Cnty Hsg Fin Corp 08837EAB7 09/28/05 04/01/22 39.225 0.000 5.7500 79.63 0.074302 0.076438 0.078636 0.080897 0.083222 27.52 29.13 City of Boston, MA 100853GH7 11/04/09 09/15/24 89.556 6.050 7.2062 0.011212 0.011507 0.011921 .64 4.16 Burlington Coat Factory 121577AA8 04/13/06 10/15/14 75.522 VARIES 14.4995 0.402772 0.402772 0.402771 0.402771 0.402770 145.00 145.00 Burlington Coat Factory 121577AB6 04/13/06 10/15/14 75.522 VARIES 14.4995 0.402772 0.402772 0.402771 0.402771 0.402770 145.00 145.00 Butler Cnty Dev Auth 12359RAX0 01/15/97 05/01/09 38.166 0.000 7.9885 592.73 0.213381 25.61 Butler Cnty Dev Auth 12359RAY8 01/15/97 11/01/09 36.700 0.000 7.9885 569.97 0.205186 0.213381 63.03 Butler Cnty Dev Auth 12359RAZ5 01/15/97 05/01/10 35.110 0.000 8.0286 549.42 0.198180 0.206136 0.214411 73.75 25.73 Butler Cnty Dev Auth 12359RBA9 01/15/97 11/01/10 33.621 0.000 8.0586 529.10 0.191133 0.198834 0.206846 0.215180 71.14 63.55 Butler Cnty Dev Auth 12359RBB7 01/15/97 05/01/11 32.274 0.000 8.0687 508.87 0.183915 0.191335 0.199054 0.207085 0.215439 68.45 74.09 CBIZ, Inc. 124805AA0 05/30/06 06/01/26 100.000 VARIES 8.9994 0.290205 0.299357 0.308921 0.318916 0.329360 106.68 113.62 CBIZ, Inc. 124805AB8 05/30/06 06/01/26 100.000 VARIES 8.9994 0.290205 0.299357 0.308921 0.318916 0.329360 106.68 113.62 CapitalSource Inc. 14055XAC6 07/07/04 07/15/34 100.000 VARIES 8.2001 0.277612 0.285008 0.292707 0.300723 0.309066 103.78 109.53 CapitalSource Inc. 14055XAD4 07/07/04 07/15/34 100.000 VARIES 8.2001 0.277612 0.285008 0.292707 0.300723 0.309066 103.78 109.53 CapitalSource Inc. 14055XAG7 07/30/07 07/15/12 98.000 7.250 7.7433 4.98 0.010113 0.010504 0.010911 0.011334 0.011772 3.84 4.15 Cardinal Health 409, Inc 14150BAA2 04/10/07 04/15/15 100.000 9.500 9.4999 0.260989 0.259563 0.260989 0.259563 0.260989 95.00 95.00 Carol Stream PK DT, IL 143735LM8 07/15/08 10/01/27 93.383 5.750 6.3510 .84 0.005090 0.005251 0.005418 0.005590 0.005768 1.89 2.01 Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29 100.000 2.000 9.8183 0.569336 0.594559 0.621019 0.648779 214.98 162.74 Champaign County, IL 158199AS8 03/29/07 12/01/09 102.940 VARIES 5.3606 0.150538 0.149734 49.53 Chesapeake Energy Corp. 165167BZ9 05/15/07 05/15/37 100.000 VARIES 6.7505 0.199881 0.204283 0.208834 0.213539 0.218403 73.16 76.47 Chesapeake Energy Corp. 165167CA3 08/14/07 05/15/37 97.625 VARIES 8.0008 0.232234 0.238746 0.245519 0.252563 0.259888 85.39 90.32 Chesapeake Energy Corp. 165167CB1 05/27/08 12/15/38 100.000 VARIES 8.0007 0.229299 0.235971 0.242911 0.250128 0.257634 83.97 88.98 Chesapeake Energy Corp. 165167CD7 02/02/09 02/15/15 97.750 9.500 10.0055 0.007788 0.007817 0.008208 0.008618 0.009049 2.62 3.14 Chukchansi Econ Dev Auth 171276AA6 10/08/02 06/15/09 91.476 14.500 16.6607 76.15 0.055406 9.09 Chukchansi Econ Dev Auth 171276AB4 10/08/02 06/15/09 91.476 14.500 16.6607 76.15 0.055406 9.09 Cinemark, Inc. 17243RAA9 03/31/04 03/15/14* 62.373 VARIES 9.7511 0.256834 0.264965 65.65* Cinemark, Inc. 17243RAB7 03/31/04 03/15/14* 62.373 VARIES 9.7511 0.256834 0.264965 65.65* Citibank CR Card Iss Tr 17305EEL5 06/25/08 06/20/12 94.946 6.300 7.7994 5.72 0.031867 0.033109 0.034401 0.035742 0.037136 11.72 12.66 Citigroup Global Markets 17307EBE2 07/01/04 09/07/16 51.400 0.000 5.5371 143.33 0.099362 0.102113 0.104940 0.107845 0.110831 36.90 38.97 Citigroup Funding, Inc. 17308CKY1 08/24/07 08/31/12 100.000 1.080 5.0702 0.145835 0.146350 0.151791 0.152358 0.158053 54.06 56.28 Citigroup Funding, Inc. 17308CMW3 02/26/09 02/26/14 100.000 1.500 7.7625 0.215626 0.222378 0.229392 0.236678 66.61 83.11 Citigroup Funding, Inc. 17308CMX1 04/28/09 04/28/14 100.000 VARIES 7.9615 0.221154 0.229958 0.235794 0.245181 54.30 84.79 Citigroup Funding, Inc. 17308CMY9 06/29/09 06/29/14 100.000 VARIES 6.6887 0.185798 0.187831 0.189933 0.189473 33.82 68.00 Citigroup Funding, Inc. 17308CMZ6 08/28/09 08/28/14 100.000 1.500 5.6150 0.155973 0.159182 0.162481 19.18 57.53 Citigroup Funding, Inc. 1730T0AK5 05/15/06 05/15/36 11.570 0.000 7.3199 24.08 0.028158 0.029188 0.030256 0.031364 0.032512 10.42 11.20 Citigroup Funding, Inc. 1730T0AW9 09/07/06 09/07/11 100.000 0.125 5.2915 0.162791 0.167006 0.171333 0.175774 0.180333 60.34 63.51 Citigroup Funding, Inc. 1730T0BD0 11/13/06 11/17/09 100.000 0.000 5.2643 0.162343 0.166616 52.07 Citigroup Funding, Inc. 1730T0BT5 02/14/07 02/14/37 100.000 VARIES 5.8403 0.155972 0.156016 0.156061 0.156108 0.156156 56.17 56.20 Citigroup Funding, Inc. 1730T0CH0 03/28/07 03/28/37 100.000 VARIES 5.6199 0.150247 0.150290 0.150333 0.150379 0.150425 54.10 54.14 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Funding, Inc. 1730T0CJ6 03/29/07 03/29/09 100.000 VARIES 5.0798 0.143742 12.65 Citigroup Funding, Inc. 1730T0CR8 05/25/07 05/25/22* 100.000 VARIES 5.6847 0.147395 21.22* Citigroup Funding, Inc. 1730T0CU1 05/25/07 05/25/22 100.000 VARIES 5.6847 0.147395 0.143689 0.144065 0.144452 0.144850 52.28 51.96 Citigroup Funding, Inc. 1730T0CV9 05/22/07 05/22/09 100.000 VARIES 5.1300 0.144983 20.44 Citigroup Funding, Inc. 1730T0DB2 05/29/07 06/01/10 100.000 0.000 5.2381 0.157284 0.161404 0.165631 57.61 24.84 Citigroup Funding, Inc. 1730T0DN6 08/06/07 08/06/37 100.000 7.100 7.0999 0.211474 0.218981 0.226755 0.234805 0.243140 79.70 85.46 Citigroup Funding, Inc. 1730T0EA3 10/25/07 10/25/09 100.000 0.000 4.7496 0.138274 0.141558 41.24 Citigroup Funding, Inc. 1730T0EC9 09/27/07 09/27/09 100.000 0.000 5.0202 0.146541 0.150220 39.64 Citigroup Funding, Inc. 1730T0ED7 10/29/07 10/29/09 100.000 VARIES 4.6501 0.129434 0.132444 39.11 Citigroup Funding, Inc. 1730T0EJ4 10/29/07 10/29/19 100.000 VARIES 5.6410 0.153741 0.152201 0.150618 0.150847 0.151082 54.88 54.29 Citigroup Funding, Inc. 1730T0EL9 10/26/07 06/26/09 100.000 0.000 4.6597 0.136593 23.90 Citigroup Funding, Inc. 1730T0EM7 10/30/07 06/26/09 100.000 0.000 4.6297 0.135597 23.73 Citigroup Funding, Inc. 1730T0EN5 10/30/07 06/26/09 100.000 0.000 4.6297 0.135597 23.73 Citigroup Funding, Inc. 1730T0ER6 11/13/07 11/13/09 100.000 0.000 4.7001 0.136770 0.139984 43.25 Citigroup Funding, Inc. 1730T0EU9 12/21/07 12/21/09 100.000 0.000 4.7319 0.137735 0.140994 48.79 Citigroup Funding, Inc. 1730T0EV7 12/20/07 12/20/09 100.000 4.150 4.7917 0.133967 0.137177 47.33 Citigroup Funding, Inc. 1730T0EX3 01/30/08 01/30/13 100.000 2.000 4.5340 0.127541 0.129173 0.130842 0.132549 0.134294 46.71 47.93 Citigroup Funding, Inc. 1730T0EY1 01/28/08 07/28/09 100.000 0.000 4.3398 0.123166 0.125839 25.98 Citigroup Funding, Inc. 1730T0EZ8 02/14/08 08/14/09 100.000 0.000 3.6297 0.102656 0.104519 23.23 Citigroup Funding, Inc. 1730T0FA2 02/28/08 02/28/23* 100.000 5.532 5.5319 0.152818 8.86* Citigroup Funding, Inc. 1730T0FD6 02/28/08 02/28/10 100.000 0.000 3.8702 0.108981 0.109278 0.113239 40.36 6.57 Citigroup Funding, Inc. 1730T0FE4 04/29/08 04/29/10 100.000 0.000 3.9598 0.112173 0.114394 0.116659 41.06 13.77 Citigroup Funding, Inc. 1730T0FF1 03/14/08 03/14/10 100.000 0.000 3.1101 0.087738 0.089102 0.090488 32.13 6.61 Citigroup Funding, Inc. 1730T0FG9 02/08/08 02/09/15 100.000 0.250 4.4200 0.125355 0.127972 0.130647 0.133381 0.136175 46.35 48.31 Citigroup Funding, Inc. 1730T0FK0 04/28/08 10/28/09 100.000 0.000 3.7299 0.105543 0.107512 31.70 Citigroup Funding, Inc. 1730T0FL8 04/28/08 10/28/10 100.000 0.000 3.8899 0.110157 0.112299 0.114484 0.116710 40.31 34.40 Citigroup Funding, Inc. 1730T0FQ7 05/29/08 05/29/10 100.000 0.000 4.0799 0.115644 0.118003 0.120410 42.21 17.82 Citigroup Funding, Inc. 1730T0FR5 04/24/08 04/24/10 100.000 0.000 3.6105 0.102103 0.103947 0.105823 37.34 11.96 Citigroup Funding, Inc. 1730T0FT1 05/28/08 05/28/13 100.000 VARIES 5.2999 0.151123 0.155128 0.159239 0.163458 0.167790 55.39 58.37 Citigroup Funding, Inc. 1730T0FX2 06/27/08 01/12/10 100.000 0.000 4.2859 0.119267 0.121823 0.124433 44.27 1.37 Citigroup Funding, Inc. 1730T0FY0 06/27/08 06/27/10 100.000 0.000 4.5498 0.129260 0.132201 0.135209 47.09 23.80 Citigroup Funding, Inc. 1730T0FZ7 06/27/08 06/27/11 100.000 0.000 5.1751 0.147473 0.151289 0.155204 0.159220 0.163339 53.81 56.63 Citigroup Funding, Inc. 1730T0GA1 06/27/08 06/27/20 100.000 6.035 6.0349 0.167639 0.167639 0.167639 0.167639 0.167639 60.35 60.35 Citigroup Funding, Inc. 1730T0GD5 07/30/08 07/30/13 100.000 4.000 5.6733 0.157594 0.158913 0.160269 0.161663 0.163097 57.38 58.37 Citigroup Funding, Inc. 1730T0GF0 07/29/08 07/29/10 100.000 0.000 4.2801 0.118893 0.121437 0.124036 0.126690 44.04 26.28 Citigroup Funding, Inc. 1730T0GH6 07/24/08 07/24/10 100.000 0.000 4.4699 0.124164 0.126939 0.129776 0.132676 46.08 26.87 Citigroup Funding, Inc. 1730T0GK9 08/29/08 08/29/13 100.000 VARIES 5.6500 0.154373 0.159607 0.157044 0.162368 0.159867 57.63 58.64 Citigroup Funding, Inc. 1730T0GM5 09/26/08 09/26/11 100.000 0.000 4.9497 0.137494 0.140897 0.144384 0.147957 0.151619 50.76 53.31 Citigroup Funding, Inc. 1730T0GN3 09/29/08 09/29/10 100.000 0.000 4.4497 0.123605 0.126355 0.129166 0.132040 45.50 35.13 Citigroup Funding, Inc. 1730T0GQ6 10/30/08 10/30/13 100.000 0.000 8.1000 0.225001 0.234114 0.243596 0.253461 0.263727 83.78 90.70 Citigroup Funding, Inc. 1730T0GU7 10/29/08 10/29/11 100.000 0.000 6.3999 0.177777 0.183466 0.189336 0.195395 0.201648 65.74 70.01 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Funding, Inc. 1730T0GY9 04/28/09 04/28/24 100.000 VARIES 8.1831 0.227311 0.223967 0.220487 0.216864 55.03 79.55 Citigroup Funding, Inc. 1730T0GZ6 05/28/09 05/28/24 100.000 VARIES 8.3422 0.231729 0.228070 0.224258 0.220288 49.24 81.16 Citigroup Funding, Inc. 1730T0HA0 06/26/09 06/26/24 100.000 VARIES 8.1209 0.225583 0.221208 0.216655 0.211918 41.71 78.77 Citigroup Funding, Inc. 1730T0HF9 08/28/09 08/28/24 100.000 VARIES 6.4968 0.180467 0.176404 0.172209 22.20 63.22 Citigroup Funding, Inc. 1730T0HG7 08/27/09 08/27/24 100.000 VARIES 6.9432 0.192868 0.188955 0.184908 23.92 67.74 Citigroup Funding, Inc. 1730T0HM4 09/25/09 09/26/11 100.000 0.000 2.8426 0.078961 0.078969 0.080091 0.081229 7.58 28.85 Citigroup Funding, Inc. 1730T0HQ5 10/29/09 10/29/24 100.000 VARIES 5.8766 0.163241 0.159875 0.156411 10.12 57.74 Citigroup Funding, Inc. 17311G250 12/21/07 07/17/12 100.000 0.000 5.0040 0.142994 0.146572 0.150240 0.153999 0.157852 53.31 56.01 Citigroup Funding, Inc. 17311G540 08/24/07 08/31/12 100.000 2.800 5.0771 0.143550 0.142863 0.146954 0.146296 0.150533 52.69 53.96 Citigroup Funding, Inc. 17311GBD3 10/10/07 10/10/14 100.000 0.000 5.1599 0.150824 0.154715 0.158707 0.162802 0.167002 55.64 58.54 Citigroup Funding, Inc. 17313G332 09/29/08 10/06/11 100.000 0.000 5.4179 0.150658 0.154739 0.158931 0.163237 0.167659 55.67 58.73 Citigroup Funding, Inc. 17313G431 08/27/08 09/07/10 100.000 0.000 4.4502 0.123771 0.126525 0.129340 0.132218 45.69 32.34 Citigroup Funding, Inc. 17313G456 08/26/08 08/26/10 100.000 0.000 4.3303 0.120287 0.122891 0.125552 0.128270 44.43 29.99 Citigroup Funding, Inc. 17313G589 07/30/08 08/05/10 100.000 0.000 4.6499 0.129248 0.132253 0.135327 0.138474 47.96 29.53 Citigroup Funding, Inc. 17313G746 04/29/08 05/07/13 100.000 0.000 5.5901 0.159819 0.164286 0.168878 0.173598 0.178450 58.83 62.16 Citigroup Funding, Inc. 17313G753 04/29/08 11/06/09 100.000 0.000 3.8378 0.108735 0.110821 33.54 Citigroup Funding, Inc. 17313G886 03/28/08 04/08/10 100.000 0.000 3.5060 0.099193 0.100932 0.102702 36.31 9.96 Citigroup Funding, Inc. 17313T250 10/29/09 11/08/12 100.000 0.000 3.5401 0.098338 0.098425 0.100167 0.101940 6.10 35.93 Citigroup Funding, Inc. 17313T375 08/28/09 02/27/12 100.000 0.000 4.0753 0.113206 0.115500 0.117853 13.92 41.74 Citigroup Funding, Inc. 17313T433 07/29/09 08/24/11 100.000 0.000 3.0656 0.085157 0.085339 0.086647 0.087975 12.97 31.29 Citigroup Funding, Inc. 17313T557 05/27/09 07/27/11 100.000 0.000 2.4856 0.069046 0.069332 0.070193 0.071066 14.82 25.38 Citigroup Funding, Inc. 17313T862 06/27/08 07/09/10 100.000 0.000 4.6044 0.128099 0.131048 0.134065 0.137151 47.67 25.76 Cogent Communications 19239VAA2 06/11/07 06/15/14 97.750 1.000 1.3372 4.81 0.008706 0.008765 0.008823 0.008882 0.008942 3.15 3.19 Cogent Communications 19239VAB0 06/11/07 06/15/14 97.750 1.000 1.3372 4.81 0.008706 0.008765 0.008823 0.008882 0.008942 3.15 3.19 Community Unit SD #5, IL 193863AF4 06/26/08 12/01/11 103.045 VARIES 4.5929 0.134067 0.137145 0.129769 0.129241 0.128700 48.69 46.59 Community Unit SD #5, IL 193863AG2 06/26/08 12/01/12 102.941 VARIES 4.8027 0.140174 0.143540 0.135981 0.135577 0.135164 50.94 48.86 Community Unit SD #5, IL 193863AH0 06/26/08 12/01/13 102.730 VARIES 4.9590 0.144533 0.148117 0.140425 0.140118 0.139805 52.55 50.48 Community Unit SD #5, IL 193863AJ6 06/26/08 12/01/14 102.273 VARIES 5.1132 0.148461 0.152257 0.144432 0.144218 0.143999 54.01 51.94 Comcast Corporation 200300507 10/15/99 10/15/29 100.000 2.000 10.5154 0.650498 0.681779 0.714704 0.749360 0.785838 244.69 268.94 Comcast Corporation 200300606 11/15/99 11/15/29 100.000 2.000 10.3810 0.634422 0.664469 0.696075 0.729321 0.764293 236.64 259.71 CompuCredit Corporation 20478NAA8 05/27/05 05/30/25 100.000 VARIES 9.1300 0.308151 0.312468 0.327577 0.332449 0.348816 113.89 121.14 CompuCredit Corporation 20478NAB6 05/27/05 05/30/25 100.000 VARIES 9.1300 0.308151 0.312468 0.327577 0.332449 0.348816 113.89 121.14 CompuCredit Corporation 20478NAC4 11/23/05 01/31/36 100.000 5.875 N/A 0.268537 0.277987 0.278594 0.288672 0.289580 101.28 105.20 CompuCredit Corporation 20478NAD2 11/23/05 01/31/36 100.000 5.875 N/A 0.268537 0.277987 0.278594 0.288672 0.289580 101.28 105.20 Conseco, Inc. 208464BG1 08/15/05 09/30/35 99.000 3.500 7.3752 0.229657 0.234540 0.239604 0.244854 0.250299 84.46 88.18 Conseco, Inc. 208464BH9 08/15/05 09/30/35 99.000 3.500 7.3752 0.229657 0.234540 0.239604 0.244854 0.250299 84.46 88.18 Convergys Corporation 212485AE6 10/13/09 09/15/29 114.396 VARIES 14.1017 0.448106 0.465277 0.486821 34.95 168.51 Cook County, Illinois 213309KR7 04/28/05 12/01/16 52.896 0.000 5.5696 118.40 0.099692 0.102468 0.105322 0.108255 0.111269 36.56 38.62 Cook County, Illinois 213309KS5 04/28/05 12/01/17 49.824 0.000 5.6095 112.40 0.094708 0.097365 0.100095 0.102903 0.105789 34.73 36.71 Cook County, Illinois 213309KT3 04/28/05 12/01/18 46.339 0.000 5.7396 107.19 0.090536 0.093134 0.095807 0.098557 0.101385 33.22 35.15 Cook County, Illinois 213309KU0 04/28/05 12/01/19 43.603 0.000 5.7697 101.44 0.085727 0.088200 0.090745 0.093363 0.096056 31.46 33.30 Cook County, Illinois 213309KV8 04/28/05 12/01/20 40.881 0.000 5.8197 96.00 0.081214 0.083577 0.086009 0.088512 0.091088 29.81 31.57 Cook County, IL SD #89 214201FV2 09/07/05 12/01/10 78.217 0.000 4.7487 131.84 0.120092 0.122943 0.125862 0.128851 43.92 42.07 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL SD #89 214201FW0 09/07/05 12/01/11 73.907 0.000 4.9088 129.07 0.117894 0.120788 0.123752 0.126790 0.129902 43.14 45.28 Cook County, IL SD #89 214201FX8 09/07/05 12/01/12 70.159 0.000 4.9590 123.87 0.113240 0.116048 0.118926 0.121874 0.124896 41.44 43.52 Cook County, IL SD #89 214201FY6 09/07/05 12/01/13 66.377 0.000 5.0390 119.21 0.109139 0.111889 0.114708 0.117598 0.120561 39.95 41.99 Cook County, IL SD #89 214201FZ3 09/07/05 12/01/14 62.531 0.000 5.1492 114.94 0.105429 0.108143 0.110928 0.113784 0.116713 38.61 40.62 Cook County, IL SD #89 214201GB5 12/13/07 12/01/14 67.830 0.000 5.6497 40.92 0.112343 0.115517 0.118780 0.122136 0.125586 41.21 43.57 Cook County, IL SD #89 214201GC3 12/13/07 12/01/15 63.659 0.000 5.7497 39.10 0.107403 0.110491 0.113667 0.116935 0.120297 39.41 41.71 Cook County, IL SD #89 214201GD1 12/13/07 12/01/16 59.629 0.000 5.8497 37.27 0.102449 0.105446 0.108530 0.111704 0.114971 37.60 39.84 Cook County, IL SD #89 214201GE9 12/13/07 12/01/17 55.745 0.000 5.9498 35.45 0.097508 0.100408 0.103395 0.106471 0.109639 35.80 37.96 Cook County, IL SD #89 214201GF6 12/13/07 12/01/18 52.014 0.000 6.0498 33.64 0.092597 0.095398 0.098283 0.101256 0.104319 34.01 36.10 Cook County, IL SD #89 214201GG4 12/13/07 12/01/19 48.439 0.000 6.1497 31.86 0.087739 0.090437 0.093218 0.096084 0.099039 32.24 34.25 Cook County, IL SD #89 214201GH2 12/13/07 12/01/20 45.022 0.000 6.2498 30.10 0.082954 0.085547 0.088220 0.090977 0.093820 30.49 32.42 Cook County, IL SD #89 214201GJ8 12/13/07 12/01/21 41.765 0.000 6.3498 28.38 0.078259 0.080743 0.083307 0.085952 0.088681 28.77 30.63 Cook County, IL SD #89 214201GK5 12/13/07 12/01/22 38.951 0.000 6.3998 26.68 0.073594 0.075949 0.078380 0.080888 0.083476 27.06 28.82 Cook County, IL SD #89 214201GL3 12/13/07 12/01/23 36.291 0.000 6.4498 25.05 0.069137 0.071367 0.073668 0.076044 0.078496 25.43 27.09 Cook County, IL SD #89 214201GM1 12/13/07 12/01/24 33.947 0.000 6.4698 23.51 0.064884 0.066983 0.069150 0.071387 0.073696 23.86 25.43 Cook County, Illinois 214471HQ0 12/30/02 12/01/22 21.989 0.000 7.7496 127.25 0.074249 0.077126 0.080115 0.083219 0.086443 27.42 29.59 Cook County, IL SD #104 214471JS4 02/08/07 12/01/10 81.913 0.000 5.2980 85.55 0.132555 0.136066 0.139671 0.143371 48.57 46.76 Cook County, IL SD #104 214471JT2 02/08/07 12/01/11 77.556 0.000 5.3485 81.80 0.126812 0.130203 0.133685 0.137260 0.140931 46.47 48.99 Cook County, IL SD #104 214471JU9 02/08/07 12/01/12 73.485 0.000 5.3685 77.81 0.120649 0.123888 0.127213 0.130628 0.134134 44.21 46.62 Cook County, IL SD #104 214471JV7 02/08/07 12/01/13 69.553 0.000 5.3989 74.07 0.114901 0.118002 0.121188 0.124459 0.127819 42.11 44.42 Cook County, IL SD #123 214651JV4 10/15/07 12/01/13 71.288 0.000 5.5988 49.40 0.118002 0.121305 0.124701 0.128192 0.131780 43.28 45.73 Cook County, IL SD #123 214651JW2 10/15/07 12/01/14 66.759 0.000 5.7491 47.53 0.113659 0.116926 0.120287 0.123745 0.127302 41.70 44.14 Cook County, IL SD #123 214651JX0 10/15/07 12/01/15 62.337 0.000 5.8991 45.57 0.109079 0.112297 0.115609 0.119019 0.122530 40.04 42.44 Cook County, IL SD #123 214651JY8 10/15/07 12/01/16 58.297 0.000 5.9991 43.35 0.103853 0.106968 0.110177 0.113482 0.116886 38.14 40.46 Cook County, IL SD #123 214651JZ5 10/15/07 12/01/17 54.681 0.000 6.0492 41.01 0.098279 0.101251 0.104314 0.107469 0.110719 36.10 38.31 Cook County, IL SD #123 214651KA8 10/15/07 12/01/18 51.240 0.000 6.0992 38.76 0.092906 0.095739 0.098659 0.101668 0.104768 34.13 36.24 Cook County, IL SD #123 214651KB6 10/15/07 12/01/19 48.025 0.000 6.1392 36.57 0.087688 0.090379 0.093154 0.096013 0.098960 32.22 34.22 Cook County, IL SD #123 214651KC4 10/15/07 12/01/20 44.691 0.000 6.2294 34.54 0.082880 0.085462 0.088123 0.090868 0.093698 30.46 32.39 Cook County, IL SD #123 214651KD2 10/15/07 12/01/21 41.802 0.000 6.2694 32.52 0.078055 0.080501 0.083025 0.085628 0.088312 28.69 30.52 Cook County, IL SD #123 214651KE0 10/15/07 12/01/22 39.242 0.000 6.2794 30.58 0.073399 0.075704 0.078081 0.080532 0.083061 26.98 28.70 Cook County, IL SD #123 214651KF7 10/15/07 12/01/23 36.831 0.000 6.2895 28.75 0.069008 0.071178 0.073417 0.075725 0.078107 25.37 26.99 Cook County, IL SD #123 214651KG5 10/15/07 12/01/24 34.562 0.000 6.2995 27.02 0.064867 0.066910 0.069017 0.071191 0.073434 23.84 25.37 Cook County, IL SD #123 214651KH3 10/15/07 12/01/25 32.426 0.000 6.3095 25.39 0.060962 0.062885 0.064869 0.066916 0.069027 22.41 23.85 Cook County, IL SD #123 214651KJ9 10/15/07 12/01/26 30.417 0.000 6.3195 23.86 0.057281 0.059091 0.060958 0.062884 0.064871 21.06 22.41 Cook County, IL SD #123 214651KK6 10/15/07 06/01/27 29.429 0.000 6.3295 23.12 0.055515 0.057272 0.059084 0.060954 0.062883 20.41 21.72 Cook County, IL SD #127 214723CV8 09/07/05 12/01/19 46.971 0.000 5.3794 90.50 0.083337 0.085579 0.087881 0.090244 0.092672 30.54 32.21 Cook County, IL SD #127 214723CW6 09/07/05 12/01/20 44.082 0.000 5.4494 86.13 0.079406 0.081569 0.083792 0.086075 0.088420 29.11 30.71 Cook County, IL SD #127 214723CX4 09/07/05 12/01/21 41.315 0.000 5.5194 81.84 0.075544 0.077628 0.079771 0.081972 0.084234 27.70 29.25 Cook County, IL SD #127 214723CY2 09/07/05 12/01/22 38.734 0.000 5.5794 77.63 0.071729 0.073730 0.075787 0.077902 0.080075 26.30 27.79 Cook County, IL SD #127 214723CZ9 09/07/05 12/01/23 36.271 0.000 5.6395 73.54 0.068021 0.069939 0.071911 0.073939 0.076024 24.95 26.38 Cook County, IL SD #127 214723DA3 09/07/05 12/01/24 33.990 0.000 5.6895 69.57 0.064409 0.066241 0.068125 0.070063 0.072056 23.63 24.99 Cook County, IL SD #127 214723DC9 09/07/05 12/01/13 66.537 0.000 5.0090 118.74 0.108649 0.111370 0.114159 0.117019 0.119949 39.77 41.79 Cook County, Illinois 215030CN5 01/08/04 12/01/12 63.060 0.000 5.2494 185.76 0.118520 0.121631 0.124824 0.128100 0.131462 43.42 45.73 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, Illinois 215030CP0 01/08/04 12/01/13 58.732 0.000 5.4494 180.43 0.115691 0.118843 0.122081 0.125408 0.128825 42.41 44.75 Cook County, Illinois 215030CQ8 01/08/04 12/01/14 54.489 0.000 5.6495 174.34 0.112341 0.115514 0.118777 0.122132 0.125582 41.21 43.57 Cook County, Illinois 215030CR6 01/08/04 12/01/15 50.650 0.000 5.7994 166.93 0.107966 0.111097 0.114318 0.117633 0.121044 39.62 41.95 Cook County, IL SD #148 215075FA5 07/09/08 12/01/27 94.524 6.000 6.5007 .69 0.004125 0.004259 0.004398 0.004541 0.004688 1.52 1.62 Cook County, Illinois 215093EV3 06/17/03 12/01/13 59.669 0.000 4.9998 187.77 0.108497 0.111209 0.113990 0.116839 0.119760 39.71 41.72 Cook County, Illinois 215093EW1 06/17/03 12/01/14 55.539 0.000 5.1998 182.71 0.106151 0.108911 0.111742 0.114647 0.117628 38.88 40.93 Cook County, Illinois 215093EX9 06/17/03 12/01/15 51.495 0.000 5.3998 176.83 0.103299 0.106088 0.108952 0.111894 0.114915 37.86 39.93 Cook County, Illinois 215183FW9 12/10/03 12/01/12 60.122 0.000 5.7499 199.72 0.127316 0.130976 0.134741 0.138615 0.142600 46.72 49.44 Cook County, Illinois 215183FX7 12/10/03 12/01/13 55.449 0.000 5.9998 193.33 0.124014 0.127734 0.131566 0.135513 0.139578 45.54 48.31 Cook County, Illinois 215183FY5 12/10/03 12/01/14 51.438 0.000 6.1497 184.47 0.118774 0.122427 0.126191 0.130071 0.134071 43.64 46.36 Cook County, Illinois 215183FZ2 12/10/03 12/01/15 47.578 0.000 6.2999 175.41 0.113361 0.116932 0.120616 0.124415 0.128334 41.67 44.34 Cook County, IL SD #153 215183GJ7 05/14/08 12/15/13 74.458 0.000 5.3491 25.26 0.114118 0.117170 0.120304 0.123522 0.126826 41.73 43.99 Cook County, IL SD #153 215183GK4 05/14/08 12/15/14 69.640 0.000 5.5691 24.60 0.111263 0.114361 0.117546 0.120819 0.124183 40.71 43.01 Cook County, IL SD #153 215183GL2 05/14/08 12/15/15 64.808 0.000 5.7992 23.85 0.107964 0.111094 0.114316 0.117630 0.121041 39.53 41.86 Cook County, IL SD #153 215183GM0 05/14/08 12/15/16 59.694 0.000 6.0984 23.24 0.103610 0.106186 0.110025 0.112760 0.116837 38.40 40.78 Cook County, IL SD #153 215183GN8 05/14/08 12/15/17 55.331 0.000 6.2694 22.02 0.099917 0.103049 0.106279 0.109611 0.113047 36.64 38.97 Cook County, IL SD #153 215183GP3 05/14/08 12/15/18 51.329 0.000 6.3994 20.86 0.094683 0.097712 0.100839 0.104065 0.107395 34.73 36.99 Cook County, IL SD #153 215183GQ1 05/14/08 12/15/19 47.338 0.000 6.5593 19.72 0.089584 0.092522 0.095557 0.098691 0.101928 32.87 35.07 Cook County, IL SD #155 215219EA0 02/01/01 12/01/09 55.158 0.000 6.8487 388.63 0.177853 0.183943 59.79 Cook County, IL SD #155 215219EB8 02/01/01 12/01/10 51.321 0.000 6.8987 364.96 0.167324 0.173096 0.179066 0.185243 61.63 60.20 Cook County, IL SD #155 215219EG7 02/01/01 12/01/14 37.337 0.000 7.2490 282.87 0.131350 0.136111 0.141044 0.146156 0.151454 48.43 52.01 Cook County, IL SD #155 215219EH5 02/01/01 12/01/15 34.277 0.000 7.3490 264.31 0.123174 0.127700 0.132392 0.137257 0.142300 45.43 48.83 Cook County, Illinois 215219FD3 06/30/03 12/01/09 76.100 0.000 4.2996 200.78 0.114462 0.116922 38.22 Cook County, Illinois 215219FE1 06/30/03 12/01/10 71.619 0.000 4.5496 201.23 0.115505 0.118132 0.120819 0.123568 42.21 40.37 Cook County, Illinois 215219FN1 06/30/03 12/01/18 44.637 0.000 5.2998 148.94 0.087254 0.089566 0.091940 0.094376 0.096877 31.97 33.68 Cook County, IL SD #155 215219FP6 06/30/03 12/01/19 41.690 0.000 5.3998 142.10 0.083471 0.085725 0.088039 0.090416 0.092857 30.59 32.27 Cook County, IL SD #155 215219FQ4 06/30/03 12/01/20 39.193 0.000 5.4498 135.00 0.079407 0.081571 0.083794 0.086077 0.088423 29.11 30.72 Cook County, IL SD #155 215219FR2 06/30/03 12/01/21 36.482 0.000 5.5497 128.29 0.075667 0.077767 0.079925 0.082143 0.084422 27.75 29.31 Cook County, IL SD #155 215219FS0 06/30/03 12/01/22 33.892 0.000 5.6497 121.64 0.071941 0.073973 0.076063 0.078212 0.080421 26.39 27.90 Cook County, IL SD #155 215219GA8 06/02/05 12/01/15 59.242 0.000 5.0500 115.86 0.098941 0.101440 0.104001 0.106627 0.109319 36.22 38.07 Cook County, IL SD #155 215219GB6 06/02/05 12/01/16 55.669 0.000 5.1601 111.43 0.095356 0.097817 0.100340 0.102929 0.105585 34.92 36.75 Cook County, IL SD #155 215219GC4 06/02/05 12/01/17 52.327 0.000 5.2501 106.72 0.091476 0.093877 0.096341 0.098870 0.101466 33.51 35.29 Cook County, IL SD #155 215219GD2 06/02/05 12/01/18 49.294 0.000 5.3100 101.78 0.087336 0.089655 0.092035 0.094479 0.096987 32.00 33.72 Cook County, IL SD #155 215219GE0 06/02/05 12/01/19 46.448 0.000 5.3600 96.88 0.083210 0.085440 0.087730 0.090081 0.092496 30.49 32.15 Cook County, IL SD #155 215219GF7 06/02/05 12/01/20 43.922 0.000 5.3801 91.98 0.079033 0.081159 0.083342 0.085584 0.087886 28.96 30.54 Cook County, IL SD #155 215219GG5 06/02/05 12/01/21 41.054 0.000 5.4700 87.54 0.075337 0.077397 0.079514 0.081689 0.083923 27.62 29.15 Cook County, IL SD #155 215219GH3 06/02/05 12/01/22 38.699 0.000 5.5000 83.01 0.071477 0.073443 0.075463 0.077538 0.079670 26.21 27.67 Cook County, IL SD #155 215219GQ3 06/02/05 12/01/23 36.261 0.000 5.5600 78.70 0.067845 0.069731 0.071669 0.073662 0.075709 24.88 26.28 Cook County, IL SD #155 215219GR1 06/02/05 12/01/24 34.002 0.000 5.6100 74.52 0.064299 0.066103 0.067957 0.069863 0.071823 23.58 24.92 Cook County, IL SD #155 215219GZ3 06/29/06 12/01/09 82.420 0.000 5.7285 125.40 0.150389 0.154697 50.40 Cook County, IL SD #155 215219HA7 06/29/06 12/01/10 77.826 0.000 5.7488 118.85 0.142577 0.146675 0.150891 0.155229 52.31 50.57 Cook County, IL SD #155 215219HB5 06/29/06 12/01/16 54.002 0.000 5.9995 86.28 0.103857 0.106973 0.110181 0.113487 0.116891 38.14 40.46 Cook County, IL SD #155 215219HC3 06/29/06 12/01/17 50.621 0.000 6.0495 81.60 0.098281 0.101254 0.104316 0.107472 0.110723 36.10 38.31 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL SD #155 215219HD1 06/29/06 12/01/18 47.405 0.000 6.0996 77.08 0.092909 0.095742 0.098662 0.101671 0.104772 34.13 36.24 Cook County, IL SD #155 215219HE9 06/29/06 12/01/19 44.524 0.000 6.1196 72.65 0.087591 0.090271 0.093033 0.095880 0.098813 32.18 34.18 Cook County, IL SD #155 215219HF6 06/29/06 12/01/20 41.744 0.000 6.1496 68.47 0.082582 0.085121 0.087739 0.090436 0.093217 30.34 32.24 Cook County, IL SD #155 215219HG4 06/29/06 12/01/21 39.173 0.000 6.1696 64.48 0.077785 0.080184 0.082658 0.085208 0.087836 28.58 30.37 Cook County, IL SD #155 215219HH2 06/29/06 12/01/22 36.688 0.000 6.1996 60.70 0.073256 0.075527 0.077868 0.080282 0.082770 26.92 28.61 Cook County, IL SD #155 215219HJ8 06/29/06 12/01/23 34.398 0.000 6.2197 57.11 0.068939 0.071083 0.073293 0.075572 0.077923 25.33 26.93 Cook County, IL SD #155 215219HK5 06/29/06 12/01/24 32.181 0.000 6.2498 53.70 0.064853 0.066880 0.068970 0.071125 0.073347 23.84 25.35 Cook County, IL SD #155 215219HL3 06/29/06 12/01/25 30.147 0.000 6.2697 50.48 0.060976 0.062888 0.064859 0.066892 0.068989 22.41 23.84 Cook County, IL SD #155 215219HM1 06/29/06 06/01/26 29.062 0.000 6.2996 48.91 0.059104 0.060966 0.062886 0.064867 0.066910 21.73 23.12 Cook County, IL SD #155 215219JC1 06/29/06 12/01/09 82.420 0.000 5.7285 125.40 0.150389 0.154697 50.40 Cook County, IL SD #155 215219JD9 06/29/06 12/01/10 77.826 0.000 5.7488 118.85 0.142577 0.146675 0.150891 0.155229 52.31 50.57 Cook County, IL SD #155 215219JE7 06/29/06 12/01/11 73.537 0.000 5.7490 112.30 0.134724 0.138597 0.142581 0.146679 0.150896 49.43 52.32 Cook County, IL SD #155 215219JF4 06/29/06 12/01/12 69.397 0.000 5.7692 106.38 0.127649 0.131331 0.135119 0.139017 0.143027 46.84 49.58 Cook County, IL SD #155 215219JG2 06/29/06 12/01/13 65.418 0.000 5.7993 100.83 0.121042 0.124552 0.128164 0.131880 0.135704 44.42 47.03 Cook County, IL SD #155 215219JH0 06/29/06 12/01/14 61.530 0.000 5.8495 95.71 0.114968 0.118331 0.121792 0.125354 0.129020 42.20 44.70 Cook County, IL SD #155 215219JJ6 06/29/06 12/01/15 57.818 0.000 5.8994 90.75 0.109082 0.112300 0.115612 0.119023 0.122533 40.04 42.44 Cook County, IL SD #155 215219JK3 06/29/06 12/01/16 54.002 0.000 5.9995 86.28 0.103857 0.106973 0.110181 0.113487 0.116891 38.14 40.46 Cook County, IL SD #155 215219JL1 06/29/06 12/01/17 50.621 0.000 6.0495 81.60 0.098281 0.101254 0.104316 0.107472 0.110723 36.10 38.31 Cook County, IL SD #155 215219JM9 06/29/06 12/01/18 47.405 0.000 6.0996 77.08 0.092909 0.095742 0.098662 0.101671 0.104772 34.13 36.24 Cook County, IL SD #155 215219JN7 06/29/06 12/01/19 44.524 0.000 6.1196 72.65 0.087591 0.090271 0.093033 0.095880 0.098813 32.18 34.18 Cook County, IL SD #155 215219JR8 10/08/09 12/01/23 39.094 0.000 6.7493 0.073290 0.074022 0.076520 0.079103 6.11 27.25 Cook County, IL SD #155 215219JS6 10/08/09 12/01/24 36.316 0.000 6.7993 0.068589 0.069277 0.071632 0.074068 5.71 25.51 Cook County, IL SD #155 215219JT4 10/08/09 12/01/25 33.703 0.000 6.8493 0.064118 0.064770 0.066988 0.069282 5.34 23.85 Cook County, IL SD #155 215219JU1 10/08/09 12/01/26 31.248 0.000 6.8993 0.059884 0.060494 0.062581 0.064740 4.99 22.28 Cook County, IL SD #155 215219JV9 10/08/09 12/01/27 28.691 0.000 6.9993 0.055780 0.056358 0.058330 0.060371 4.65 20.76 Cook County, IL SD #155 215219JW7 10/08/09 12/01/28 26.292 0.000 7.0994 0.051845 0.052392 0.054251 0.056177 4.32 19.31 Cook County, IL SD #155 215219JX5 10/08/09 06/01/29 25.151 0.000 7.1494 0.049946 0.050475 0.052279 0.054148 4.16 18.61 Cook County, Illinois 215255EW6 06/30/04 12/01/11 66.619 0.000 5.5494 186.29 0.130807 0.134436 0.138166 0.142000 0.145940 47.96 50.66 Cook County, Illinois 215255EX4 06/30/04 12/01/12 62.198 0.000 5.7195 179.88 0.126792 0.130418 0.134148 0.137984 0.141930 46.52 49.22 Cook County, Illinois 215255EY2 06/30/04 12/01/13 57.985 0.000 5.8696 172.63 0.122092 0.125675 0.129363 0.133160 0.137068 44.82 47.49 Cook County, Illinois 215255EZ9 06/30/04 12/01/14 53.847 0.000 6.0295 165.22 0.117271 0.120806 0.124448 0.128200 0.132065 43.07 45.71 Cook County, Illinois 215255FA3 06/30/04 12/01/15 50.015 0.000 6.1596 157.19 0.111898 0.115344 0.118897 0.122559 0.126333 41.11 43.69 Cook County, Illinois 215381HQ0 08/07/03 12/01/12 61.760 0.000 5.2392 199.07 0.118337 0.121437 0.124618 0.127883 0.131233 43.35 45.65 Cook County, Illinois 215381HR8 08/07/03 12/01/13 57.537 0.000 5.4293 193.11 0.115377 0.118509 0.121726 0.125031 0.128425 42.29 44.62 Cook County, Illinois 215381HS6 08/07/03 12/01/14 53.466 0.000 5.6091 186.24 0.111802 0.114937 0.118161 0.121475 0.124881 41.00 43.34 Cook County, Illinois 215903EV3 06/17/03 12/01/13 59.669 0.000 4.9998 187.77 0.108497 0.111209 0.113990 0.116839 0.119760 39.71 41.72 Cook County, Illinois 215903EW1 06/17/03 12/01/14 55.539 0.000 5.1998 182.71 0.106151 0.108911 0.111742 0.114647 0.117628 38.88 40.93 Cook County, Illinois 215903EX9 06/17/03 12/01/15 51.495 0.000 5.3998 176.83 0.103299 0.106088 0.108952 0.111894 0.114915 37.86 39.93 Corvallie, Benton County 2208855E3 03/12/02 01/01/10 62.052 0.000 6.2087 320.17 0.162236 0.167272 59.31 Corvallie, Benton County 2208855F0 03/12/02 01/01/11 57.678 0.000 6.3487 305.72 0.155631 0.160572 0.165669 0.170928 56.92 60.59 Corvallie, Benton County 2208855G8 03/12/02 01/01/12 53.670 0.000 6.4489 289.92 0.148077 0.152852 0.157781 0.162868 54.17 57.72 Corvallie, Benton County 2208855H6 03/12/02 01/01/13 49.793 0.000 6.5588 274.55 0.140740 0.145355 0.150122 0.155045 51.50 54.93 Corvallie, Benton County 2208855J2 03/12/02 01/01/14 46.414 0.000 6.6090 258.31 0.132631 0.137014 0.141541 0.146218 48.54 51.80 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Corvallie, Benton County 2208855K9 03/12/02 01/01/15 43.223 0.000 6.6591 242.77 0.124859 0.129016 0.133312 0.137751 45.70 48.79 Corvallie, Benton County 2208855L7 03/12/02 01/01/16 39.945 0.000 6.7591 228.48 0.117897 0.121882 0.126001 0.130259 43.16 46.13 Corvallie, Benton County 2208855M5 03/12/02 01/01/17 37.109 0.000 6.8092 214.19 0.110702 0.114471 0.118369 0.122399 40.53 43.34 Corvallie, Benton County 2208855N3 03/12/02 01/01/18 34.442 0.000 6.8591 200.58 0.103839 0.107400 0.111084 0.114893 38.02 40.68 Corvallie, Benton County 2208855P8 03/12/02 01/01/19 31.935 0.000 6.9091 187.65 0.097304 0.100665 0.104143 0.107740 35.63 38.14 Corvallie, Benton County 2208855Q6 03/12/02 01/01/20 29.582 0.000 6.9592 175.37 0.091086 0.094256 0.097535 0.100929 33.36 35.72 Corvallie, Benton County 2208855R4 03/12/02 01/01/21 27.475 0.000 6.9893 163.75 0.085134 0.088109 0.091188 0.094375 31.18 33.40 Corvallie, Benton County 2208855S2 03/12/02 01/01/22 25.504 0.000 7.0193 152.80 0.079523 0.082314 0.085202 0.088193 29.13 31.21 Corvallie, Benton County 2208855T0 03/12/02 01/01/23 23.613 0.000 7.0594 142.47 0.074241 0.076862 0.079575 0.082384 27.20 29.15 Costco Companies, Inc. 22160QAA0 08/19/97 08/19/17 49.960 0.000 3.5000 241.57 0.071145 0.072390 0.073657 0.074946 0.076258 26.17 27.09 Costco Companies, Inc. 22160QAB8 08/19/97 08/19/17 49.960 0.000 3.5000 241.57 0.071145 0.072390 0.073657 0.074946 0.076258 26.17 27.09 Costco Companies, Inc. 22160QAC6 08/19/97 08/19/17 49.960 0.000 3.5000 241.57 0.071145 0.072390 0.073657 0.074946 0.076258 26.17 27.09 Cox Communications, Inc. 224044BB2 02/23/01 02/23/21 69.503 0.348 2.2500 103.84 0.039943 0.040393 0.040847 0.041307 0.041772 14.58 14.91 Credit Suisse USA, Inc. 22541FDM5 04/28/06 10/30/09 100.000 0.000 5.4114 0.171837 0.176486 52.22 Credit Suisse USA, Inc. 22541FDN3 02/28/06 08/31/10 100.000 0.000 5.1563 0.161773 0.163238 0.170222 0.171764 60.36 41.48 Credit Suisse USA, Inc. 22541FDP8 02/02/06 08/17/09 100.000 0.000 5.0482 0.159177 0.163195 36.70 Credit Suisse USA, Inc. 22541FDQ6 03/22/06 09/30/09 100.000 0.000 5.1196 0.161578 0.165715 44.21 Credit Suisse USA, Inc. 22541FDR4 04/28/06 04/29/13 100.000 0.000 5.5223 0.175807 0.180662 0.185650 0.190776 0.196044 64.77 68.40 Credit Suisse USA, Inc. 22541FDS2 04/28/06 07/28/10 100.000 0.000 5.4196 0.169809 0.174411 0.179137 0.183991 63.39 37.96 Credit Suisse USA, Inc. 22541FDT0 05/26/06 05/26/09 100.000 0.000 5.4700 0.173893 25.21 Credit Suisse USA, Inc. 22541FDU7 05/31/06 08/31/10 100.000 0.000 5.4966 0.171561 0.173402 0.181121 0.183064 64.13 44.19 Credit Suisse USA, Inc. 22541FDV5 07/28/06 07/28/10 100.000 0.000 5.5850 0.173209 0.178046 0.183018 0.188129 64.73 38.80 Credit Suisse USA, Inc. 22541FDW3 07/31/06 01/29/10 100.000 0.000 5.5553 0.172163 0.176946 0.181860 64.31 5.09 Credit Suisse USA, Inc. 22541FDZ6 09/29/06 06/30/10 100.000 0.000 5.0745 0.157841 0.161846 0.165952 57.55 29.71 Credit Suisse USA, Inc. 22541FEA0 09/29/06 09/30/10 100.000 0.000 5.0769 0.155923 0.159882 0.163940 0.168102 57.57 44.85 Credit Suisse USA, Inc. 22541FEB8 10/27/06 04/30/10 100.000 0.000 5.3263 0.163542 0.165160 0.172368 60.54 20.51 Credit Suisse USA, Inc. 22541FEE2 10/31/06 10/29/10 100.000 0.000 5.1407 0.158034 0.162096 0.166262 0.170536 58.13 50.32 Credit Suisse USA, Inc. 22541FEG7 11/29/06 11/30/10 100.000 0.000 4.9761 0.152525 0.156320 0.160209 0.164195 55.83 53.43 Credit Suisse USA, Inc. 22541FEH5 10/31/06 10/29/10 100.000 0.000 5.3405 0.164815 0.169216 0.173735 0.178374 60.68 52.61 Credit Suisse USA, Inc. 22541FEJ1 12/28/06 01/14/11 100.000 0.000 4.9860 0.149452 0.153178 0.156997 0.160911 0.164922 55.73 58.55 Credit Suisse USA, Inc. 22541FEN2 01/31/07 01/31/11 100.000 0.000 5.2714 0.158316 0.162488 0.166771 0.171167 0.175678 59.02 62.17 Credit Suisse USA, Inc. 22541FEP7 01/31/07 01/30/09 100.000 0.000 5.3522 0.157412 4.56 Credit Suisse USA, Inc. 22541FER3 02/28/07 11/30/11 100.000 0.000 5.0891 0.154373 0.158301 0.162329 0.166459 0.170695 56.53 59.44 Credit Suisse USA, Inc. 22541HBF8 09/01/06 08/26/13 100.000 1.000 5.3576 0.162227 0.165829 0.169527 0.173324 0.177223 59.96 62.68 Credit Suisse USA, Inc. 22541HBK7 10/18/06 10/11/11 100.000 0.250 5.3153 0.163056 0.167205 0.171464 0.175837 0.180325 60.12 63.22 Credit Suisse USA, Inc. 22541HBQ4 02/13/07 02/07/14 100.000 2.000 5.2240 0.152235 0.154760 0.157351 0.160010 0.162739 56.00 57.90 Credit Suisse USA, Inc. 22541HBU5 04/27/07 04/21/14 100.000 0.250 5.0791 0.151449 0.155119 0.158882 0.162741 0.166697 55.70 58.44 Credit Suisse USA, Inc. 22541HBV3 05/11/07 05/05/14 100.000 1.750 5.1032 0.148987 0.151549 0.154175 0.156869 0.159631 54.39 56.29 Credit Suisse USA, Inc. 2254C0HJ9 05/16/06 05/16/16 100.000 0.000 5.7188 0.182904 0.188134 0.193514 0.199047 0.204739 67.26 71.17 Credit Suisse USA, Inc. 2254C0HM2 05/31/06 08/31/09 100.000 0.000 5.4674 0.170539 0.172345 41.60 Credit Suisse USA, Inc. 2254C0HN0 06/16/06 09/30/09 100.000 0.000 5.4959 0.172851 0.177601 47.35 Credit Suisse USA, Inc. 2254C0HY6 07/19/06 07/31/09 100.000 0.000 5.6243 0.174887 0.179805 37.44 Credit Suisse USA, Inc. 2254C0KC0 10/13/06 10/13/09 100.000 0.000 5.2653 0.162282 0.166554 46.53 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Credit Suisse USA, Inc. 2254C0KL0 11/24/06 11/30/10 100.000 0.000 5.0169 0.154008 0.157871 0.161831 0.165891 56.38 53.97 Credit Suisse USA, Inc. 2254C0LZ8 02/28/07 02/26/10 100.000 0.000 5.0235 0.147018 0.153209 0.154496 55.74 8.65 Credit Suisse USA, Inc. 2254C0MP9 03/30/07 09/30/11 100.000 0.000 4.9795 0.148911 0.152618 0.156418 0.160312 0.164304 54.96 57.73 Credit Suisse USA, Inc. 2254C0MW4 04/27/07 10/31/11 100.000 0.000 4.9514 0.148073 0.151739 0.155496 0.159345 0.163290 54.42 57.15 Credit Suisse USA, Inc. 2254C0NA1 04/30/07 07/29/11 100.000 0.000 4.9688 0.146747 0.150393 0.154129 0.157958 0.161883 54.61 57.35 Credit Suisse USA, Inc. 2254C0NP8 05/17/07 05/17/12 100.000 0.000 5.0303 0.150542 0.154329 0.158210 0.162190 0.166269 55.21 58.03 Cytyc Corporation 232946AA1 03/22/04 03/15/24* 100.000 VARIES N/A 0.230805 0.236485 20.86* Cytyc Corporation 232946AB9 03/22/04 03/15/24* 100.000 VARIES N/A 0.230805 0.236485 20.86* DST Systems, Inc. 233326AA5 08/12/03 08/15/23 100.000 VARIES 8.4000 0.293902 0.301434 0.309282 0.317459 0.325980 109.25 115.08 DST Systems, Inc. 233326AB3 08/12/03 08/15/23 100.000 VARIES 8.4000 0.293902 0.301434 0.309282 0.317459 0.325980 109.25 115.08 DST Systems, Inc. 233326AC1 08/12/03 08/15/23 100.000 3.625 8.4000 0.300985 0.313627 0.326799 0.340525 0.354827 114.14 123.93 DST Systems, Inc. 233326AD9 08/12/03 08/15/23 100.000 3.625 8.4000 0.300985 0.313627 0.326799 0.340525 0.354827 114.14 123.93 Dayton Superior Corp. 240028AB6 06/16/00 06/15/09 95.575 13.000 13.8760 40.52 0.022755 3.73 Dayton Superior Corp. 240028AC4 06/16/00 06/15/09 95.575 13.000 13.8760 40.52 0.022755 3.73 Dayton Superior Corp. 240028AD2 06/16/00 06/15/09 95.575 13.000 13.8760 40.52 0.022755 3.73 Dayton Superior Corp. 240028AE0 06/16/00 06/15/09 95.575 13.000 13.8760 40.52 0.022755 3.73 Dayton Superior Corp. 240028AF7 06/16/00 06/15/09 95.575 13.000 13.8760 40.52 0.022755 3.73 De Witt Ford, IL 242015EJ0 11/05/08 12/01/09 100.674 0.000 4.4347 0.124414 0.127173 41.55 De Witt Ford, IL 242015EL5 11/04/09 12/01/11 100.419 VARIES 3.7522 0.104666 0.104961 0.106930 0.107112 5.97 38.20 Deutsche Bank AG 25152AAC4 11/15/04 11/15/16* 100.000 VARIES 5.0434 0.123471 5.43* Deutsche Bank AG 25152AAD2 03/22/05 03/22/10 100.000 VARIES 4.1450 0.115558 0.115443 0.115297 41.55 9.34 Deutsche Bank AG 25152AAE0 04/26/05 04/26/10 100.000 4.760 4.7599 0.132222 0.132222 0.132222 47.60 15.21 Deutsche Bank AG 25152ABF6 08/10/06 08/10/09 100.000 VARIES 5.3285 0.146930 0.147379 32.26 Deutsche Bank AG 25152ABU3 10/09/07 10/09/22* 100.000 VARIES 5.3047 0.141688 13.89* Deutsche Bank AG 25152ABV1 11/01/07 11/01/22* 100.000 VARIES 5.1600 0.138021 16.56* Deutsche Bank AG 25152C106 07/31/07 01/30/09 100.000 0.000 3.7567 0.105947 3.07 Deutsche Bank AG 25152C171 07/03/07 01/08/09 100.000 0.000 5.3620 0.157155 1.10 Deutsche Bank AG 25152C197 07/31/07 07/29/11 100.000 0.000 5.1754 0.151279 0.155194 0.159210 0.163330 0.167556 56.37 59.33 Deutsche Bank AG 25152C213 07/31/07 01/30/09 100.000 0.000 5.1024 0.145800 4.23 Deutsche Bank AG 25152C296 06/29/07 06/30/09 100.000 0.000 5.1756 0.154386 27.79 Deutsche Bank AG 25152C338 06/29/07 06/30/11 100.000 0.000 5.3500 0.160884 0.165188 0.169607 0.174144 0.178802 58.70 61.88 Deutsche Bank AG 25152C395 05/31/07 05/29/09 100.000 0.000 5.0502 0.150307 22.25 Deutsche Bank AG 25152C411 05/31/07 05/31/11 100.000 0.000 5.2220 0.156718 0.160810 0.165009 0.169317 0.173738 57.41 60.45 Deutsche Bank AG 25152C486 04/30/07 04/30/09 100.000 0.000 4.8692 0.145379 17.30 Deutsche Bank AG 25152C551 04/30/07 04/29/11 100.000 0.000 4.9528 0.148036 0.151702 0.155459 0.159309 0.163254 54.41 57.14 Deutsche Bank AG 25152C601 01/31/07 01/31/11 100.000 0.000 5.1384 0.154020 0.157977 0.162036 0.166199 0.170469 57.37 60.36 Deutsche Bank AG 25152C791 02/28/07 02/29/12 100.000 0.000 5.0466 0.150232 0.151511 0.157909 0.159254 0.165979 56.01 58.88 Deutsche Bank AG 25152CBJ4 04/29/04 05/04/09 100.000 VARIES 3.9589 0.110251 13.56 Deutsche Bank AG 25152CBL9 05/24/04 05/26/09 100.000 VARIES 4.3473 0.121010 17.55 Deutsche Bank AG 25152CBM7 06/03/04 06/04/09 100.000 VARIES 4.2210 0.117551 17.99 Deutsche Bank AG 25152CBN5 06/03/04 06/04/09 100.000 0.000 4.2445 0.142452 21.80 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 25152CBP0 06/30/04 07/06/11 100.000 VARIES 4.2057 0.113557 0.114065 0.114585 0.115694 41.15 21.40 Deutsche Bank AG 25152CBX3 09/30/04 10/05/09 100.000 VARIES 3.6803 0.102748 0.102492 28.11 Deutsche Bank AG 25152CCC8 12/22/04 12/24/09 100.000 0.000 3.9655 0.128916 0.131472 45.97 Deutsche Bank AG 25152CCG9 02/03/05 02/03/12 100.000 0.000 4.3481 0.140408 0.143461 0.146580 0.149767 0.153023 52.01 54.30 Deutsche Bank AG 25152CCM6 02/28/05 03/02/10 100.000 0.000 4.2482 0.135989 0.136613 0.141827 50.46 8.51 Deutsche Bank AG 25152CCN4 02/28/05 03/02/10 100.000 0.000 4.2482 0.135989 0.136613 0.141827 50.46 8.51 Deutsche Bank AG 25152CCQ7 03/03/05 03/03/10 100.000 0.000 4.2953 0.138452 0.141425 0.144463 51.09 8.96 Deutsche Bank AG 25152CCS3 04/08/05 04/12/10 100.000 0.000 4.5917 0.149591 0.153025 0.156539 55.02 15.81 Deutsche Bank AG 25152CCU8 04/20/05 04/22/10 100.000 0.000 4.3177 0.139312 0.142319 0.145392 51.11 16.14 Deutsche Bank AG 25152CDF0 07/29/05 08/03/10 100.000 0.000 4.5289 0.143965 0.147225 0.150559 0.153969 53.39 32.53 Deutsche Bank AG 25152CDG8 07/29/05 02/02/09 100.000 0.000 4.4256 0.140240 4.35 Deutsche Bank AG 25152CDN3 08/30/05 09/02/11 100.000 VARIES 4.5019 0.126445 0.126378 0.126309 0.126082 0.125850 45.49 45.38 Deutsche Bank AG 25152CEL6 12/29/05 12/30/10 100.000 0.000 4.8963 0.157273 0.161123 0.165068 0.169109 57.32 59.99 Deutsche Bank AG 25152CER3 01/31/06 02/02/11 100.000 0.000 4.9465 0.155299 0.159140 0.163076 0.167110 0.171243 57.76 60.65 Deutsche Bank AG 25152CFF8 05/02/06 05/04/09 100.000 0.000 5.3947 0.171235 21.06 Deutsche Bank AG 25152CFK7 05/31/06 12/03/09 100.000 0.000 5.3632 0.170132 0.174695 57.31 Deutsche Bank AG 25152CGM2 07/31/06 08/03/09 100.000 0.000 5.3098 0.163866 0.168216 35.52 Deutsche Bank AG 25152CGU4 09/22/06 09/28/09 100.000 0.000 4.9549 0.151919 0.155683 41.24 Deutsche Bank AG 25152CHU3 12/28/06 12/30/09 100.000 0.000 4.9398 0.151328 0.155066 55.00 Deutsche Bank AG 25152CHY5 01/05/07 01/06/12 100.000 0.000 5.0371 0.150782 0.154579 0.158472 0.162464 0.166555 56.31 59.18 Deutsche Bank AG 25152CLT1 06/28/07 06/28/22* 100.000 VARIES 5.7871 0.149059 0.144028 39.35* Deutsche Bank AG 25153Q138 07/31/07 01/31/11 100.000 0.000 5.0770 0.148279 0.152043 0.155903 0.159860 0.163918 55.21 58.05 Deutsche Bank AG 25153Q146 07/26/07 04/28/10 100.000 0.000 5.1490 0.152470 0.156395 0.160421 56.10 18.77 Deutsche Bank AG 25153Q237 07/31/07 07/30/10 100.000 0.000 5.1141 0.146149 0.152371 0.153719 0.160263 55.64 33.47 Deutsche Bank AG 25153Q278 08/31/07 02/27/09 100.000 0.000 4.9792 0.145227 8.13 Deutsche Bank AG 25153Q336 09/28/07 09/30/10 100.000 0.000 4.7169 0.137317 0.140556 0.143871 0.147264 50.61 39.31 Deutsche Bank AG 25153Q369 09/28/07 03/31/09 100.000 0.000 4.7427 0.138103 12.29 Deutsche Bank AG 25153Q393 11/30/07 11/30/10 100.000 0.000 3.9375 0.113724 0.115963 0.118246 0.120574 41.48 39.32 Deutsche Bank AG 25153Q401 09/28/07 09/30/09 100.000 0.000 4.6570 0.135491 0.138646 37.02 Deutsche Bank AG 25153Q583 12/31/07 06/30/09 100.000 0.000 3.9410 0.113830 20.38 Deutsche Bank AG 25153Q591 12/31/07 06/30/09 100.000 0.000 3.9411 0.113834 20.38 Deutsche Bank AG 25153Q609 09/28/07 09/30/13 100.000 0.000 4.9679 0.144980 0.148581 0.152272 0.156055 0.159931 53.50 56.20 Deutsche Bank AG 25153Q666 11/30/07 05/29/09 100.000 0.000 4.0744 0.117826 17.44 Deutsche Bank AG 25153Q682 11/30/07 05/28/10 100.000 0.000 3.9163 0.113065 0.115279 0.117536 41.25 17.28 Deutsche Bank AG 25153Q740 10/31/07 04/30/09 100.000 0.000 4.6278 0.134569 16.01 Deutsche Bank AG 25153Q781 10/31/07 10/30/09 100.000 0.000 4.5869 0.131846 0.134133 40.24 Deutsche Bank AG 25153Q849 08/31/07 08/31/09 100.000 0.000 4.6950 0.135859 0.136781 33.05 Deutsche Bank AG 25153Q856 08/31/07 08/31/10 100.000 0.000 4.7048 0.136154 0.137085 0.142635 0.143610 50.66 34.70 Deutsche Bank AG 25154H384 05/30/08 05/28/10 100.000 0.000 3.9000 0.110423 0.112576 0.114771 40.28 16.87 Deutsche Bank AG 25154H673 03/31/08 09/30/09 100.000 0.000 2.5424 0.071522 0.072431 19.40 Deutsche Bank AG 25154H780 02/29/08 08/31/09 100.000 0.000 2.7112 0.075912 0.075687 18.33 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 25154H806 01/31/08 07/31/09 100.000 0.000 2.7430 0.077240 0.078299 16.33 Deutsche Bank AG 25154K205 05/30/08 11/30/09 100.000 0.000 3.2128 0.090679 0.092136 30.10 Deutsche Bank AG 25154K239 08/12/09 02/12/13 100.000 0.000 2.6600 0.073890 0.074873 0.075869 10.27 27.05 Deutsche Bank AG 25154K635 09/30/08 03/31/10 100.000 0.000 4.0667 0.112965 0.115262 0.117606 41.50 10.47 Deutsche Bank AG 2515A0AX1 02/28/07 02/28/22* 100.000 VARIES 5.2812 0.140345 0.136142 20.26* Deutsche Bank AG 2515A0AY9 02/20/07 02/20/22 100.000 VARIES 5.3403 0.143650 0.142165 0.140640 0.139489 0.138307 51.05 50.12 Deutsche Bank AG 2515A0C92 04/30/09 04/30/14 100.000 VARIES 3.7553 0.104315 0.105491 0.106690 0.106412 25.21 38.25 Deutsche Bank AG 2515A0CB7 05/02/07 05/02/22* 100.000 VARIES 5.3509 0.131960 4.09* Deutsche Bank AG 2515A0CL5 05/09/07 05/09/22* 100.000 VARIES 5.2771 0.132371 5.03* Deutsche Bank AG 2515A0CR2 05/15/07 05/15/22* 100.000 VARIES 5.2912 0.134850 18.07* Deutsche Bank AG 2515A0CV3 05/31/07 08/31/10 100.000 0.000 5.2089 0.153461 0.154890 0.161559 0.163064 57.27 39.37 Deutsche Bank AG 2515A0DA8 06/01/07 06/01/22* 100.000 VARIES 5.5353 0.147917 22.19* Deutsche Bank AG 2515A0DM2 06/29/07 09/30/10 100.000 0.000 5.3991 0.160341 0.164670 0.169115 0.173681 59.30 46.31 Deutsche Bank AG 2515A0DN0 06/29/07 06/29/22 100.000 VARIES 5.8091 0.155907 0.153981 0.151999 0.149959 0.147860 55.77 54.34 Deutsche Bank AG 2515A0DP5 06/29/07 06/29/22 100.000 VARIES 5.8106 0.156825 0.155207 0.153542 0.151829 0.150067 56.16 54.96 Deutsche Bank AG 2515A0DS9 06/27/07 06/27/22 100.000 VARIES 5.8502 0.157613 0.155886 0.154108 0.152278 0.150394 56.42 55.13 Deutsche Bank AG 2515A0DW0 07/30/07 07/30/22* 100.000 VARIES 5.7081 0.155196 4.50* Deutsche Bank AG 2515A0DX8 07/30/07 07/30/22* 100.000 VARIES 5.7083 0.155805 4.52* Deutsche Bank AG 2515A0DY6 07/19/07 07/19/22* 100.000 VARIES 5.7707 0.148544 0.143409 15.72* Deutsche Bank AG 2515A0DZ3 07/30/07 07/30/22* 100.000 VARIES 5.6949 0.151285 4.39* Deutsche Bank AG 2515A0EA7 07/31/07 10/30/09 100.000 0.000 5.0209 0.148402 0.152128 45.04 Deutsche Bank AG 2515A0EK5 08/31/07 02/26/10 100.000 0.000 4.8845 0.142314 0.145789 0.149350 52.74 8.21 Deutsche Bank AG 2515A0EP4 09/28/07 09/28/22* 100.000 VARIES 5.4221 0.143628 0.137254 37.20* Deutsche Bank AG 2515A0ET6 09/28/07 03/31/09 100.000 0.000 4.6950 0.136648 12.16 Deutsche Bank AG 2515A0EW9 10/02/07 03/31/09 100.000 0.000 4.7677 0.137267 12.22 Deutsche Bank AG 2515A0EY5 10/30/07 04/30/09 100.000 0.000 4.5202 0.131303 15.63 Deutsche Bank AG 2515A0EZ2 10/30/07 04/30/09 100.000 0.000 4.5202 0.131303 15.63 Deutsche Bank AG 2515A0FC2 09/05/07 09/05/17 100.000 VARIES 5.2125 0.140705 0.138580 0.136400 0.134164 0.131869 49.77 48.18 Deutsche Bank AG 2515A0FL2 10/31/07 06/26/09 100.000 0.000 4.6277 0.135535 23.72 Deutsche Bank AG 2515A0FM0 10/31/07 06/26/09 100.000 0.000 4.6277 0.135535 23.72 Deutsche Bank AG 2515A0FN8 11/30/07 05/31/12 100.000 0.000 4.1077 0.118840 0.121280 0.123771 0.126314 0.128908 43.37 45.17 Deutsche Bank AG 2515A0FP3 11/29/07 05/29/09 100.000 0.000 4.1189 0.119178 17.64 Deutsche Bank AG 2515A0FQ1 11/29/07 05/29/09 100.000 0.000 4.1189 0.119178 17.64 Deutsche Bank AG 2515A0FR9 11/29/07 05/29/09 100.000 0.000 4.1189 0.119178 17.64 Deutsche Bank AG 2515A0FV0 11/29/07 05/29/09 100.000 0.000 4.1189 0.119178 17.64 Deutsche Bank AG 2515A0FW8 11/29/07 05/29/09 100.000 0.000 4.1189 0.119178 17.64 Deutsche Bank AG 2515A0FX6 11/29/07 05/29/09 100.000 0.000 4.1189 0.119178 17.64 Deutsche Bank AG 2515A0FY4 11/30/07 05/29/09 100.000 0.000 4.0744 0.117826 17.44 Deutsche Bank AG 2515A0GJ6 12/04/07 06/04/09 100.000 0.000 4.0650 0.117554 17.99 Deutsche Bank AG 2515A0GK3 12/05/07 06/05/09 100.000 0.000 4.1002 0.118615 18.27 Deutsche Bank AG 2515A0GL1 12/24/07 06/24/13 100.000 0.000 4.1474 0.120036 0.122525 0.125066 0.127660 0.130307 43.70 45.53 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 2515A0GM9 12/21/07 06/22/09 100.000 0.000 4.1490 0.120096 20.54 Deutsche Bank AG 2515A0GN7 12/24/07 06/24/09 100.000 0.000 4.1475 0.120037 20.77 Deutsche Bank AG 2515A0GP2 12/21/07 06/22/09 100.000 0.000 4.1324 0.119598 20.45 Deutsche Bank AG 2515A0GQ0 12/24/07 06/24/09 100.000 0.000 4.1475 0.120037 20.77 Deutsche Bank AG 2515A0GR8 12/06/07 07/24/09 100.000 0.000 4.1685 0.118863 0.121340 24.58 Deutsche Bank AG 2515A0GU1 12/21/07 06/22/09 100.000 0.000 4.1324 0.119598 20.45 Deutsche Bank AG 2515A0GX5 12/07/07 06/11/09 100.000 0.000 4.2454 0.123048 19.69 Deutsche Bank AG 2515A0HA4 10/30/07 10/30/22* 100.000 VARIES 5.1205 0.135207 3.92* Deutsche Bank AG 2515A0HC0 11/06/07 11/06/22* 100.000 VARIES 5.1456 0.135906 0.132256 40.79* Deutsche Bank AG 2515A0HD8 11/29/07 11/29/12 100.000 0.000 4.2034 0.121724 0.124282 0.126894 0.129561 0.132284 44.45 46.33 Deutsche Bank AG 2515A0HJ5 04/28/08 04/28/23* 100.000 VARIES 5.1751 0.140286 16.41* Deutsche Bank AG 2515A0HS5 11/16/07 05/16/11 100.000 0.000 4.3899 0.127356 0.130152 0.133009 0.135928 0.138912 46.61 48.67 Deutsche Bank AG 2515A0HW6 11/29/07 09/29/11 100.000 0.000 4.0964 0.117708 0.120119 0.122579 0.125090 0.127652 43.26 45.05 Deutsche Bank AG 2515A0HY2 12/13/07 12/13/11 100.000 0.000 4.2850 0.124183 0.126844 0.129561 0.132337 0.135172 45.28 47.24 Deutsche Bank AG 2515A0JJ3 12/21/07 06/22/09 100.000 0.000 4.0120 0.115974 19.83 Deutsche Bank AG 2515A0JK0 01/29/08 07/29/09 100.000 0.000 2.8910 0.081467 0.082644 17.16 Deutsche Bank AG 2515A0JL8 01/29/08 07/29/09 100.000 0.000 2.8910 0.081467 0.082644 17.16 Deutsche Bank AG 2515A0JM6 01/29/08 01/30/09 100.000 0.000 2.6520 0.074650 2.16 Deutsche Bank AG 2515A0JN4 01/29/08 07/29/09 100.000 0.000 2.8910 0.081467 0.082644 17.16 Deutsche Bank AG 2515A0JP9 01/31/08 07/31/09 100.000 0.000 2.7430 0.077240 0.078299 16.33 Deutsche Bank AG 2515A0JT1 02/28/08 03/03/09 100.000 0.000 2.7124 0.076398 4.74 Deutsche Bank AG 2515A0JU8 02/28/08 08/28/09 100.000 0.000 2.8153 0.079304 0.080420 19.00 Deutsche Bank AG 2515A0JV6 02/28/08 08/28/09 100.000 0.000 2.8153 0.079304 0.080420 19.00 Deutsche Bank AG 2515A0JW4 02/28/08 08/28/09 100.000 0.000 2.8153 0.079304 0.080420 19.00 Deutsche Bank AG 2515A0KC6 03/28/08 03/31/09 100.000 0.000 2.3110 0.064950 5.78 Deutsche Bank AG 2515A0KD4 03/28/08 09/28/09 100.000 0.000 2.5537 0.071844 0.072762 19.35 Deutsche Bank AG 2515A0KK8 03/18/08 06/18/09 100.000 0.000 2.5360 0.071791 11.99 Deutsche Bank AG 2515A0KN2 04/04/08 10/01/09 100.000 0.000 2.6849 0.075567 0.076582 20.59 Deutsche Bank AG 2515A0KP7 04/29/08 10/29/09 100.000 0.000 3.2099 0.090596 0.092050 27.26 Deutsche Bank AG 2515A0KQ5 04/29/08 12/29/09 100.000 0.000 3.2883 0.093354 0.094888 33.70 Deutsche Bank AG 2515A0KR3 05/29/08 11/30/09 100.000 0.000 3.1775 0.088697 0.089613 29.70 Deutsche Bank AG 2515A0KV4 04/17/08 10/19/09 100.000 0.000 2.9992 0.084576 0.085844 24.59 Deutsche Bank AG 2515A0KZ5 05/29/08 11/30/09 100.000 0.000 3.2177 0.090835 0.092297 30.15 Deutsche Bank AG 2515A0L50 07/17/09 07/17/24 100.000 VARIES 3.9854 0.110707 0.106824 0.102864 18.16 37.87 Deutsche Bank AG 2515A0L68 07/23/09 07/23/15 100.000 0.000 4.4552 0.123758 0.126515 0.129333 19.55 45.93 Deutsche Bank AG 2515A0LA9 05/29/08 01/29/10 100.000 0.000 3.2049 0.089501 0.090936 0.092393 32.92 2.59 Deutsche Bank AG 2515A0LR2 06/06/08 12/07/09 100.000 0.000 3.0881 0.087114 0.088459 29.51 Deutsche Bank AG 2515A0LY7 12/21/07 12/21/11 100.000 0.000 4.2264 0.122417 0.125004 0.127646 0.130343 0.133098 44.59 46.49 Deutsche Bank AG 2515A0MA8 12/27/07 12/27/11 100.000 0.000 4.2565 0.123323 0.125947 0.128628 0.131365 0.134161 44.89 46.82 Deutsche Bank AG 2515A0MF7 01/29/08 01/31/11 100.000 0.000 3.0570 0.086230 0.087548 0.088886 0.090244 0.091624 31.68 32.66 Deutsche Bank AG 2515A0MH3 01/29/08 01/29/13 100.000 0.000 3.4575 0.097702 0.099391 0.101109 0.102857 0.104635 35.99 37.25 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 2515A0MM2 01/25/08 01/25/13 100.000 0.000 3.4550 0.097632 0.099318 0.101034 0.102779 0.104555 35.98 37.24 Deutsche Bank AG 2515A0MT7 02/08/08 08/10/11 100.000 0.000 3.0462 0.085923 0.087231 0.088560 0.089909 0.091279 31.54 32.51 Deutsche Bank AG 2515A0N25 08/03/09 08/03/11 100.000 0.000 1.5225 0.042292 0.042614 0.042939 6.26 15.38 Deutsche Bank AG 2515A0NN9 03/20/08 03/22/12 100.000 0.000 3.4000 0.096069 0.097702 0.099363 0.101052 0.102770 35.20 36.41 Deutsche Bank AG 2515A0NP4 03/20/08 03/22/12 100.000 0.000 2.9999 0.084597 0.085866 0.087154 0.088461 0.089788 30.94 31.87 Deutsche Bank AG 2515A0NR0 05/09/08 05/09/23* 100.000 VARIES 5.2891 0.145004 5.51* Deutsche Bank AG 2515A0NZ2 07/07/08 07/07/14 100.000 0.000 5.6904 0.158069 0.162567 0.167192 0.171949 0.176842 59.30 62.72 Deutsche Bank AG 2515A0PB3 06/24/08 06/23/11 100.000 0.000 4.0990 0.116182 0.118563 0.120993 0.123473 0.126004 42.29 44.04 Deutsche Bank AG 2515A0PD9 06/25/08 12/27/12 100.000 0.000 4.4215 0.125566 0.128342 0.131179 0.134079 0.137043 45.73 47.77 Deutsche Bank AG 2515A0PM9 05/30/08 05/30/12 100.000 0.000 4.0000 0.113334 0.115600 0.117912 0.120271 0.122676 41.35 43.02 Deutsche Bank AG 2515A0Q89 08/28/09 08/28/29 100.000 VARIES 4.1634 0.115652 0.111699 0.107663 14.23 39.94 Deutsche Bank AG 2515A0RP0 02/04/09 02/04/14 100.000 VARIES 2.1662 0.060174 0.059385 0.058912 0.058728 19.56 21.20 Deutsche Bank AG 2515A0RU9 09/17/08 09/16/13 100.000 0.000 3.8059 0.105720 0.107721 0.109771 0.111860 0.113988 38.84 40.34 Deutsche Bank AG 2515A0SC8 09/09/08 03/09/10 100.000 0.000 3.2349 0.089861 0.091314 0.092791 32.94 6.31 Dex Media, Inc. 25212EAD2 11/10/03 11/15/13 64.314 VARIES 8.9997 0.249995 0.249995 0.249994 0.249994 0.249994 90.00 90.00 Dex Media, Inc. 25212EAE0 11/10/03 11/15/13 64.314 VARIES 8.9997 0.249995 0.249995 0.249994 0.249994 0.249994 90.00 90.00 Dex Media, Inc. 25212EAF7 11/10/03 11/15/13 64.314 VARIES 8.9997 0.249995 0.249995 0.249994 0.249994 0.249994 90.00 90.00 Dex Media, Inc. 25212EAG5 02/11/04 11/15/13 69.384 VARIES 8.3689 0.238367 0.237880 0.237373 0.236844 0.236294 85.68 85.31 Dex Media, Inc. 25212EAH3 02/11/04 11/15/13 69.384 VARIES 8.3689 0.238367 0.237880 0.237373 0.236844 0.236294 85.68 85.31 Domtar Corporation 257559AB0 11/19/07 12/01/13 93.400 5.375 6.7237 10.33 0.026916 0.027821 0.028756 0.029723 0.030722 9.91 10.59 Domtar Corporation 257559AG9 06/09/09 06/01/17 96.157 10.750 11.4987 0.008524 0.008992 0.009509 0.010056 1.74 3.36 Downtown Dallas Dev Auth 261149BE7 11/07/07 08/15/12 77.223 0.000 5.4882 49.74 0.122765 0.126134 0.129595 0.133151 0.136805 45.73 48.27 Downtown Dallas Dev Auth 261149BF4 11/07/07 08/15/13 72.742 0.000 5.5885 47.73 0.117844 0.121136 0.124521 0.128001 0.131577 43.92 46.41 Downtown Dallas Dev Auth 261149BG2 11/07/07 08/15/14 68.074 0.000 5.7585 46.05 0.113783 0.117059 0.120430 0.123897 0.127464 42.46 44.94 Downtown Dallas Dev Auth 261149BH0 11/07/07 08/15/15 63.688 0.000 5.8886 44.08 0.108963 0.112171 0.115474 0.118874 0.122374 40.69 43.12 Downtown Dallas Dev Auth 261149BJ6 11/07/07 08/15/16 59.688 0.000 5.9687 41.89 0.103571 0.106662 0.109846 0.113124 0.116500 38.70 41.04 Downtown Dallas Dev Auth 261149BK3 11/07/07 08/15/17 55.746 0.000 6.0689 39.79 0.098430 0.101417 0.104494 0.107665 0.110932 36.80 39.06 Downtown Dallas Dev Auth 261149BL1 11/07/07 08/15/18 52.073 0.000 6.1490 37.67 0.093213 0.096079 0.099033 0.102078 0.105217 34.86 37.04 Downtown Dallas Dev Auth 261149BM9 11/07/07 08/15/19 48.734 0.000 6.1989 35.55 0.087978 0.090705 0.093516 0.096415 0.099403 32.92 34.99 Downtown Dallas Dev Auth 261149BN7 11/07/07 08/15/20 45.395 0.000 6.2791 33.55 0.083060 0.085667 0.088357 0.091131 0.093992 31.09 33.07 Drummond Company, Inc. 262277AC0 10/20/09 10/15/14 98.053 9.000 9.4992 0.008730 0.009134 0.009567 .62 3.28 DuPage County, IL SDN99 263417GR2 04/04/02 02/01/11 55.425 0.000 6.7986 315.80 0.159784 0.165216 0.170832 0.176639 0.182644 60.16 64.32 Duarte, Calif Redev Agy 263594AB9 06/16/92 12/01/12 16.484 0.000 9.0085 543.39 0.175906 0.183830 0.192110 0.200763 0.209806 65.24 71.25 East Orange NJ 274137WT1 04/14/03 04/01/22 29.893 0.000 6.4698 131.25 0.076080 0.078542 0.081082 0.083705 0.086413 28.28 30.14 East Orange NJ 274137WU8 04/14/03 04/01/23 27.886 0.000 6.4999 123.11 0.071417 0.073738 0.076134 0.078608 0.081163 26.55 28.31 East Orange NJ 274137WV6 04/14/03 04/01/24 26.105 0.000 6.5100 115.45 0.066994 0.069174 0.071426 0.073751 0.076152 24.91 26.56 East Orange NJ 274137WW4 04/14/03 04/01/25 24.381 0.000 6.5300 108.22 0.062829 0.064880 0.066998 0.069186 0.071445 23.36 24.91 East Orange NJ 274137WX2 04/14/03 04/01/26 22.763 0.000 6.5498 101.40 0.058899 0.060828 0.062820 0.064877 0.067002 21.90 23.36 East Orange NJ 274137WY0 04/14/03 04/01/27 21.292 0.000 6.5600 95.02 0.055208 0.057019 0.058889 0.060820 0.062815 20.53 21.90 East Orange NJ 274137WZ7 04/14/03 04/01/28 19.913 0.000 6.5699 89.02 0.051738 0.053438 0.055193 0.057006 0.058879 19.24 20.53 Eastern Comm College, IA 276540XS5 06/18/09 06/01/11 103.810 4.000 2.0010 0.057702 0.057218 0.056679 0.056134 11.12 20.47 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Eastern Comm College, IA 276540XT3 06/18/09 06/01/12 103.664 4.000 2.7007 0.077770 0.077362 0.076907 0.076445 15.00 27.74 Eastern Comm College, IA 276540XU0 06/18/09 06/01/13 103.700 4.000 3.0004 0.086429 0.086094 0.085718 0.085337 16.67 30.90 Eastern Comm College, IA 276540XV8 06/01/09 06/01/14 103.173 4.000 3.3062 0.094755 0.094485 0.094210 0.093931 19.89 33.95 Eastern Comm College, IA 276540XW6 06/01/09 06/01/15 102.124 4.000 3.6031 0.102214 0.102054 0.101891 0.101725 21.46 36.70 Eksportfinans ASA 282645AR1 05/04/07 05/25/10 100.000 0.000 4.7576 0.142209 0.145592 0.149056 52.05 21.46 Eksportfinans ASA 28264QBR4 04/19/06 10/19/09 100.000 0.000 5.1373 0.161997 0.166158 47.40 Eksportfinans ASA 28264QBX1 04/18/06 04/18/12* 100.000 2.000 N/A 0.153001 0.155483 35.34* Eksportfinans ASA 28264QDX9 12/06/06 12/06/10 100.000 0.000 4.5670 0.138854 0.142025 0.145268 0.148585 50.72 49.26 El Paso Corporation 28336LAA7 02/28/01 02/28/21 45.289 0.000 4.0000 164.92 0.067352 0.067578 0.070073 0.070309 0.072903 24.96 25.97 El Paso Corporation 28336LAC3 02/28/01 02/28/21 45.289 0.000 4.0000 164.92 0.067352 0.067578 0.070073 0.070309 0.072903 24.96 25.97 EL Paso Corporation 28336LBS7 12/12/08 12/12/13 88.909 12.000 15.2500 .82 0.043297 0.046599 0.050152 0.053976 0.058091 16.31 18.89 El Paso Corporation 28336LBT5 02/09/09 02/15/16 95.535 8.250 9.1255 0.012995 0.013023 0.013617 0.014238 0.014888 4.27 5.19 Electronic Data SYS Corp 285661AB0 10/10/01 10/10/21 77.941 VARIES 5.3200 0.163647 0.166658 0.171605 0.174783 0.179991 60.94 63.91 Electronic Data SYS Corp 285661AE4 06/30/03 07/15/23 100.000 VARIES 5.7999 0.178978 0.181047 0.183175 0.185366 0.187620 65.50 67.08 Electronic Data SYS Corp 285661AF1 06/30/03 07/15/23 100.000 VARIES 5.7999 0.178978 0.181047 0.183175 0.185366 0.187620 65.50 67.08 Enbridge U.S. Inc. 292502AA9 06/20/07 06/20/22* 43.706 0.000 5.5947 38.53 0.073784 0.075848 12.62* Enbridge Energy Partners 29250RAJ5 08/29/07 08/28/22 45.249 0.000 5.3580 33.23 0.070993 0.072895 0.074848 0.076853 0.078912 26.37 27.81 Encore Acquisition Co. 29255WAJ9 04/27/09 05/01/16 92.228 9.500 11.1255 0.021130 0.021162 0.022339 0.023581 0.024893 5.23 8.42 Entergy Corporation 29364G202 12/20/05 02/17/11* 100.000 VARIES 5.8649 0.163447 7.52* Entergy Corporation 29364GAD5 12/20/05 02/17/11* 100.000 VARIES 5.8649 0.163447 7.52* Essex Cnty Util Auth 296816AY7 03/30/99 04/01/12 60.121 0.000 3.9516 279.41 0.095718 0.097609 0.099537 0.101504 0.103510 35.14 36.54 Euronet Worldwide, Inc. 298736AC3 12/15/04 12/15/24 100.000 VARIES 9.0521 0.339121 0.352426 0.366335 0.380872 0.396068 124.91 134.97 Euronet Worldwide, Inc. 298736AD1 12/15/04 12/15/24 100.000 VARIES 9.0521 0.339121 0.352426 0.366335 0.380872 0.396068 124.91 134.97 Euronet Worldwide, Inc. 298736AE9 10/04/05 10/15/25 100.000 VARIES 8.5029 0.273001 0.278987 0.288358 0.294909 0.305048 101.94 107.75 Euronet Worldwide, Inc. 298736AF6 10/04/05 10/15/25 100.000 VARIES 8.5029 0.273001 0.278987 0.288358 0.294909 0.305048 101.94 107.75 European Investment Bank 298785DW3 03/10/06 03/10/21 44.672 0.000 5.4449 72.79 0.077278 0.079382 0.081543 0.083763 0.086043 28.67 30.25 ExpressJet Holdings,Inc. 30218UAA6 08/04/08 08/01/23 59.140 11.250 19.8741 2.06 0.013988 0.015354 0.016880 0.018558 0.020402 5.72 6.91 ExpressJet Holdings,Inc. 30218UAB4 08/04/08 08/01/23 59.410 11.250 19.7852 2.06 0.014012 0.015375 0.016896 0.018568 0.020405 5.72 6.91 First Citizens Bancorp 30244CAC0 03/24/98 03/15/28 100.000 8.250 8.2499 0.229167 0.229167 0.229167 0.229167 0.229167 82.50 82.50 FPL Group Inc. 302570BF2 05/26/09 06/01/14 98.500 VARIES 4.3841 0.119954 0.119967 0.120405 0.120852 0.121309 25.81 43.45 FPL Group Inc 302571609 05/26/09 06/01/14 98.500 VARIES 4.3841 0.119954 0.119967 0.120405 0.120852 0.121309 25.81 43.45 Freddie Mac 3128X04V8 04/29/03 04/29/33* 14.152 0.000 6.6250 63.33 0.037273 4.40* Freddie Mac 3128X0AR0 10/03/02 12/30/09 75.410 0.000 3.9348 207.79 0.105125 0.107193 38.11 Freddie Mac 3128X0AS8 10/03/02 01/02/13 63.710 0.000 4.4476 201.45 0.101358 0.103612 0.105917 0.108272 0.110680 37.71 39.41 Freddie Mac 3128X0AT6 10/03/02 01/02/22 36.810 0.000 5.2599 141.00 0.072490 0.074396 0.076353 0.078361 0.080422 27.13 28.58 Freddie Mac 3128X0AU3 10/03/02 01/02/30 23.710 0.000 5.3523 92.67 0.047758 0.049036 0.050348 0.051696 0.053079 17.89 18.86 Freddie Mac 3128X0AV1 10/03/02 04/15/32 21.010 0.000 5.3530 82.14 0.042969 0.044119 0.045300 0.046512 0.047757 15.85 16.71 Freddie Mac 3128X0AW9 10/03/02 06/15/32 20.810 0.000 5.3554 81.40 0.042965 0.044115 0.045296 0.046509 0.047755 15.71 16.56 Freddie Mac 3128X0AX7 10/03/02 09/15/32 20.510 0.000 5.3601 80.31 0.041835 0.042956 0.044107 0.045289 0.046503 15.50 16.35 Freddie Mac 3128X0AY5 10/03/02 12/15/32 20.210 0.000 5.3650 79.22 0.041825 0.042947 0.044099 0.045282 0.046497 15.30 16.13 Freddie Mac 3128X0AZ2 10/03/02 01/02/34 19.160 0.000 5.3582 74.98 0.038648 0.039684 0.040747 0.041839 0.042960 14.48 15.26 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X0L23 03/04/03 03/04/33* 14.890 0.000 6.4500 66.65 0.037826 2.38* Freddie Mac 3128X0S91 04/07/03 04/07/33* 15.108 0.000 6.4000 65.75 0.037981 3.65* Freddie Mac 3128X0W47 04/07/03 04/07/33* 14.676 0.000 6.4999 65.04 0.037670 3.62* Freddie Mac 3128X0WW5 01/28/03 01/28/33* 14.675 0.000 6.5001 67.64 0.037670 1.02* Freddie Mac 3128X1BK2 05/12/03 05/12/33* 15.108 0.000 6.4000 64.42 0.037981 4.98* Freddie Mac 3128X1CN5 05/27/03 05/27/33* 15.419 0.000 6.3300 64.34 0.038196 5.58* Freddie Mac 3128X1DB0 05/27/03 05/27/33* 15.285 0.000 6.3600 64.13 0.038104 5.56* Freddie Mac 3128X1GZ4 06/17/03 06/17/33 18.796 0.000 5.6500 67.96 0.040078 0.041210 0.042374 0.043572 0.044803 14.66 15.50 Freddie Mac 3128X1HB6 06/13/03 06/13/33 17.732 0.000 5.8499 66.88 0.039567 0.040724 0.041915 0.043141 0.044403 14.49 15.36 Freddie Mac 3128X1HD2 06/23/03 06/23/33 16.728 0.000 6.0499 65.21 0.039018 0.040198 0.041414 0.042667 0.043958 14.28 15.15 Freddie Mac 3128X1HZ3 06/17/03 06/17/33 16.925 0.000 6.0097 65.70 0.039131 0.040307 0.041518 0.042766 0.044051 14.33 15.21 Freddie Mac 3128X1NP8 07/07/03 07/07/33* 17.680 0.000 5.8599 65.88 0.038415 .23* Freddie Mac 3128X1NV5 07/07/03 07/07/33* 17.475 0.000 5.9000 65.63 0.038303 .23* Freddie Mac 3128X1PP6 07/07/03 07/07/33* 16.728 0.000 6.0499 64.67 0.037872 .23* Freddie Mac 3128X1QB6 07/07/03 07/07/33* 16.201 0.000 6.1599 63.95 0.037546 .23* Freddie Mac 3128X1RP4 07/16/03 07/16/33* 14.890 0.000 6.4500 61.67 0.036645 .55* Freddie Mac 3128X1TM9 07/28/03 07/28/33* 14.676 0.000 6.4999 60.89 0.036485 .99* Freddie Mac 3128X26L4 04/28/04 04/28/34* 15.108 0.000 6.4000 51.76 0.035662 4.17* Freddie Mac 3128X2GG4 12/30/03 12/30/19* 100.000 VARIES 5.6824 0.041632 0.041157 0.040747 14.90* Freddie Mac 3128X2RZ0 01/30/04 04/01/09 83.646 0.000 3.4838 154.98 0.095116 8.56 Freddie Mac 3128X2S48 04/07/04 04/07/34* 15.782 0.000 6.2500 53.40 0.036142 3.47* Freddie Mac 3128X2SA4 01/30/04 10/01/09 81.441 0.000 3.6533 158.84 0.097873 0.099661 26.75 Freddie Mac 3128X2SB2 01/30/04 04/01/10 79.227 0.000 3.8094 161.70 0.099995 0.101900 0.103841 36.69 9.35 Freddie Mac 3128X2SC0 01/30/04 10/01/10 77.037 0.000 3.9494 163.52 0.101454 0.103457 0.105500 0.107583 37.25 28.86 Freddie Mac 3128X2SD8 01/30/04 04/01/11 74.840 0.000 4.0828 164.72 0.102514 0.104606 0.106742 0.108921 0.111144 37.66 39.22 Freddie Mac 3128X2SE6 01/30/04 10/01/11 72.645 0.000 4.2100 165.34 0.103206 0.105378 0.107596 0.109861 0.112174 37.94 39.55 Freddie Mac 3128X2SF3 01/30/04 04/01/12 70.491 0.000 4.3258 165.29 0.103447 0.105685 0.107971 0.110306 0.112692 38.05 39.71 Freddie Mac 3128X2SG1 01/30/04 10/01/12 68.379 0.000 4.4321 164.67 0.103315 0.105604 0.107944 0.110337 0.112782 38.02 39.73 Freddie Mac 3128X2SH9 01/30/04 04/01/13 66.275 0.000 4.5362 163.73 0.102975 0.105310 0.107699 0.110142 0.112640 37.92 39.66 Freddie Mac 3128X2SJ5 01/30/04 10/01/13 64.227 0.000 4.6310 162.34 0.102320 0.104689 0.107113 0.109593 0.112131 37.69 39.46 Freddie Mac 3128X2SK2 01/30/04 04/01/14 62.210 0.000 4.7217 160.65 0.101467 0.103863 0.106315 0.108825 0.111394 37.40 39.18 Freddie Mac 3128X2SL0 01/30/04 10/01/14 60.256 0.000 4.8040 158.61 0.100369 0.102780 0.105249 0.107777 0.110366 37.01 38.81 Freddie Mac 3128X2SM8 01/30/04 04/01/15 58.361 0.000 4.8793 156.30 0.099077 0.101495 0.103971 0.106507 0.109106 36.54 38.35 Freddie Mac 3128X2SN6 01/30/04 10/01/15 56.535 0.000 4.9468 153.74 0.097604 0.100018 0.102492 0.105027 0.107625 36.01 37.82 Freddie Mac 3128X2SP1 01/30/04 04/01/16 54.741 0.000 5.0126 151.06 0.096051 0.098459 0.100926 0.103456 0.106049 35.45 37.25 Freddie Mac 3128X2SQ9 01/30/04 10/01/16 52.987 0.000 5.0758 148.28 0.094417 0.096814 0.099271 0.101790 0.104373 34.86 36.65 Freddie Mac 3128X2SR7 01/30/04 04/01/17 51.299 0.000 5.1327 145.35 0.092675 0.095053 0.097493 0.099995 0.102561 34.22 36.00 Freddie Mac 3128X2SS5 01/30/04 10/01/17 49.661 0.000 5.1861 142.35 0.090869 0.093225 0.095643 0.098123 0.100667 33.57 35.33 Freddie Mac 3128X2ST3 01/30/04 04/01/18 48.064 0.000 5.2374 139.29 0.089025 0.091356 0.093748 0.096203 0.098723 32.89 34.64 Freddie Mac 3128X2SU0 01/30/04 10/01/18 46.530 0.000 5.2834 136.18 0.087124 0.089425 0.091788 0.094213 0.096702 32.20 33.92 Freddie Mac 3128X2SV8 01/30/04 04/01/19 45.040 0.000 5.3272 133.04 0.085203 0.087472 0.089802 0.092194 0.094650 31.50 33.20 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X2SW6 01/30/04 10/01/19 43.600 0.000 5.3679 129.89 0.083262 0.085497 0.087791 0.090148 0.092567 30.78 32.46 Freddie Mac 3128X2SX4 01/30/04 04/01/20 42.215 0.000 5.4047 126.73 0.081306 0.083503 0.085760 0.088077 0.090457 30.07 31.71 Freddie Mac 3128X2SY2 01/30/04 10/01/20 40.880 0.000 5.4384 123.58 0.079347 0.081505 0.083721 0.085997 0.088336 29.35 30.96 Freddie Mac 3128X2V36 04/07/04 04/07/34* 15.329 0.000 6.3501 52.81 0.035823 3.44* Freddie Mac 3128X2V85 03/17/04 03/17/34 15.782 0.000 6.2500 54.12 0.036142 0.037272 0.038436 0.039638 0.040876 13.45 14.31 Freddie Mac 3128X32B8 12/29/04 12/29/34 16.486 0.000 6.1000 44.86 0.035525 0.036608 0.037725 0.038875 0.040061 12.99 13.79 Freddie Mac 3128X32G7 01/19/05 01/19/35* 13.948 0.000 6.6750 41.31 0.032544 .59* Freddie Mac 3128X32J1 01/19/05 01/19/35* 14.463 0.000 6.5502 41.94 0.032975 .59* Freddie Mac 3128X33P6 01/26/05 01/26/35* 15.152 0.000 6.3900 42.51 0.033519 .84* Freddie Mac 3128X33R2 01/26/05 01/26/35* 15.374 0.000 6.3400 42.76 0.033686 .84* Freddie Mac 3128X33S0 02/01/05 02/01/35* 15.108 0.000 6.4000 42.29 0.033485 0.034557 7.22* Freddie Mac 3128X33V3 02/01/05 02/01/35* 14.675 0.000 6.5001 41.80 0.033146 0.034223 7.15* Freddie Mac 3128X34B6 02/16/05 02/16/35* 14.890 0.000 6.4500 41.55 0.033316 1.50* Freddie Mac 3128X34E0 03/01/05 03/28/13 70.400 0.000 4.3936 127.70 0.100366 0.102571 0.104824 0.107127 0.109480 36.94 38.58 Freddie Mac 3128X34J9 02/14/05 02/14/35 16.154 0.000 6.1699 42.98 0.034247 0.035304 0.036393 0.037516 0.038673 12.81 13.62 Freddie Mac 3128X34N0 02/16/05 02/16/35 15.644 0.000 6.2801 42.38 0.033885 0.034949 0.036047 0.037179 0.038346 12.68 13.49 Freddie Mac 3128X35C3 02/28/05 02/28/35 15.463 0.000 6.3202 41.75 0.033566 0.034062 0.035721 0.036249 0.038014 12.61 13.42 Freddie Mac 3128X35M1 02/28/05 02/28/35 15.329 0.000 6.3501 41.61 0.033467 0.033966 0.035626 0.036157 0.037924 12.57 13.38 Freddie Mac 3128X35S8 02/28/05 02/28/35 14.890 0.000 6.4500 41.12 0.033132 0.033643 0.035304 0.035848 0.037617 12.45 13.27 Freddie Mac 3128X36B4 03/23/05 03/23/35 15.782 0.000 6.2500 41.26 0.033985 0.035047 0.036142 0.037272 0.038436 12.64 13.44 Freddie Mac 3128X3DR1 04/26/04 04/21/09 82.475 0.000 3.9017 163.56 0.106307 11.69 Freddie Mac 3128X3E90 11/03/04 11/03/34* 14.675 0.000 6.5001 44.78 0.034223 4.18* Freddie Mac 3128X3R39 12/06/04 12/06/34 14.464 0.000 6.5499 43.39 0.034056 0.035171 0.036323 0.037512 0.038741 12.52 13.35 Freddie Mac 3128X3RA3 07/06/04 07/06/09 80.880 0.000 4.2894 169.63 0.114200 0.116649 21.57 Freddie Mac 3128X3TY9 08/26/04 08/26/24* 29.204 0.000 6.2499 89.62 0.064853 3.57* Freddie Mac 3128X3V42 12/13/04 12/13/34 15.218 0.000 6.3751 44.05 0.034639 0.035743 0.036882 0.038058 0.039271 12.71 13.53 Freddie Mac 3128X3W74 12/06/04 12/06/34 14.463 0.000 6.5502 43.39 0.034055 0.035170 0.036322 0.037512 0.038740 12.52 13.35 Freddie Mac 3128X44Z1 04/20/06 06/28/12 72.625 0.000 5.2343 108.68 0.121345 0.124521 0.127779 0.131124 0.134555 44.28 46.62 Freddie Mac 3128X4AC5 04/19/05 04/15/14 65.973 0.000 4.6809 123.25 0.100812 0.103171 0.105586 0.108057 0.110586 37.08 38.84 Freddie Mac 3128X4AD3 04/19/05 12/15/14 63.722 0.000 4.7214 120.15 0.099122 0.101462 0.103857 0.106309 0.108819 36.18 37.91 Freddie Mac 3128X4AE1 04/19/05 04/15/17 56.285 0.000 4.8518 109.29 0.089668 0.091843 0.094071 0.096353 0.098690 33.01 34.63 Freddie Mac 3128X4AU5 05/18/05 05/18/35* 15.108 0.000 6.4000 38.71 0.033485 4.59* Freddie Mac 3128X4B59 01/26/06 08/31/10 81.134 0.000 4.6074 115.88 0.118152 0.119531 0.123658 0.125101 43.45 29.57 Freddie Mac 3128X4BN0 06/15/05 06/15/35* 15.329 0.000 6.3501 38.03 0.033653 5.52* Freddie Mac 3128X4DN8 07/06/05 07/06/35* 15.966 0.000 6.2101 37.94 0.033089 .17* Freddie Mac 3128X4ES6 08/10/05 08/10/35* 15.509 0.000 6.3099 36.39 0.032753 1.28* Freddie Mac 3128X4EY3 08/10/05 08/10/35* 15.782 0.000 6.2500 36.65 0.032955 1.29* Freddie Mac 3128X4FC0 08/10/05 08/10/35* 15.419 0.000 6.3300 36.31 0.032685 1.27* Freddie Mac 3128X4FV8 08/04/05 06/01/11 77.489 0.000 4.4255 124.76 0.110190 0.112628 0.115121 0.117668 0.120272 40.26 42.06 Freddie Mac 3128X4GA3 08/04/05 12/01/11 75.722 0.000 4.4446 122.47 0.108209 0.110613 0.113071 0.115584 0.118153 39.53 41.31 Freddie Mac 3128X4GC9 08/24/05 08/24/35 15.108 0.000 6.4000 35.55 0.032447 0.033485 0.034557 0.035662 0.036804 12.14 12.92 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X4GD7 08/04/05 06/01/12 73.943 0.000 4.4715 120.37 0.106398 0.108777 0.111209 0.113695 0.116237 38.88 40.63 Freddie Mac 3128X4GE5 08/04/05 06/01/09 84.918 0.000 4.3187 133.20 0.117428 17.61 Freddie Mac 3128X4GF2 08/04/05 12/01/09 83.027 0.000 4.3460 131.12 0.115642 0.118155 38.61 Freddie Mac 3128X4GG0 08/04/05 12/01/12 72.215 0.000 4.4929 118.15 0.104482 0.106829 0.109229 0.111683 0.114192 38.18 39.91 Freddie Mac 3128X4GH8 08/04/05 06/01/10 81.144 0.000 4.3765 129.10 0.113927 0.116420 0.118968 41.61 17.85 Freddie Mac 3128X4GJ4 08/04/05 12/01/10 79.323 0.000 4.3967 126.82 0.111957 0.114418 0.116933 0.119504 40.90 39.05 Freddie Mac 3128X4GK1 08/04/05 06/01/13 70.468 0.000 4.5226 116.11 0.102728 0.105051 0.107426 0.109855 0.112340 37.54 39.26 Freddie Mac 3128X4HU8 08/12/05 01/10/13 71.011 0.000 4.6724 120.25 0.105433 0.107896 0.110417 0.112996 0.115636 39.25 41.11 Freddie Mac 3128X4HY0 09/06/05 09/06/35 14.675 0.000 6.5001 34.74 0.032103 0.033146 0.034223 0.035336 0.036484 11.99 12.78 Freddie Mac 3128X4JH5 09/06/05 09/06/35 15.196 0.000 6.3801 35.25 0.032515 0.033552 0.034622 0.035727 0.036867 12.13 12.92 Freddie Mac 3128X4KK6 10/05/05 10/05/35* 15.329 0.000 6.3501 34.43 0.032617 3.07* Freddie Mac 3128X4ML2 09/28/05 09/28/35* 15.374 0.000 6.3400 34.70 0.032651 2.84* Freddie Mac 3128X4MY4 09/30/05 09/30/30* 22.810 0.000 6.0001 48.40 0.045395 4.04* Freddie Mac 3128X4NC1 09/28/05 09/28/35* 15.285 0.000 6.3600 34.61 0.032583 2.83* Freddie Mac 3128X4NH0 10/05/05 10/05/35* 15.329 0.000 6.3501 34.43 0.032617 3.07* Freddie Mac 3128X4S77 03/24/06 06/20/16 59.540 0.000 5.1280 89.70 0.097438 0.099936 0.102498 0.105126 0.107822 35.58 37.43 Freddie Mac 3128X4U41 03/28/06 04/09/14 66.671 0.000 5.1122 99.68 0.107580 0.110330 0.113150 0.116042 0.119008 39.68 41.73 Freddie Mac 3128X4W56 04/04/06 04/04/36 14.255 0.000 6.6001 27.80 0.030741 0.031756 0.032803 0.033886 0.035004 11.43 12.20 Freddie Mac 3128X4XP1 01/11/06 01/11/36* 13.219 0.000 6.8600 29.35 0.029817 .30* Freddie Mac 3128X4XQ9 12/21/05 06/04/10 81.270 0.000 4.7117 123.12 0.122051 0.124926 0.127869 44.61 19.56 Freddie Mac 3128X52H0 04/03/07 04/02/37 21.177 0.000 5.2421 20.03 0.033321 0.034195 0.035091 0.036011 0.036955 12.31 12.96 Freddie Mac 3128X52U1 04/04/07 07/31/14 70.210 0.000 4.8862 61.77 0.101596 0.104078 0.106621 0.109226 0.111894 37.78 39.65 Freddie Mac 3128X52W7 04/05/07 01/10/12 79.775 0.000 4.7983 68.64 0.112906 0.115614 0.118388 0.121229 0.124137 42.07 44.11 Freddie Mac 3128X53Z9 04/13/07 04/30/13 74.533 0.000 4.9196 64.93 0.109812 0.112513 0.115281 0.118117 0.121022 40.35 42.36 Freddie Mac 3128X54N5 04/18/07 12/30/14 68.522 0.000 4.9690 59.79 0.102819 0.105373 0.107992 0.110675 0.113424 37.48 39.37 Freddie Mac 3128X54W5 04/30/07 04/30/37* 14.548 0.000 6.5300 16.49 0.029059 3.46* Freddie Mac 3128X55E4 05/04/07 05/04/37 16.728 0.000 6.0499 17.40 0.030741 0.031671 0.032629 0.033616 0.034633 11.34 12.04 Freddie Mac 3128X55H7 04/27/07 11/30/12 76.622 0.000 4.8161 63.87 0.110592 0.113255 0.115982 0.118775 0.121635 40.46 42.43 Freddie Mac 3128X55L8 05/01/07 05/10/12 78.630 0.000 4.8418 65.32 0.113759 0.116513 0.119334 0.122223 0.125182 41.73 43.78 Freddie Mac 3128X56M5 05/22/07 05/22/37* 14.676 0.000 6.4999 15.92 0.029166 4.11* Freddie Mac 3128X57F9 05/17/07 02/26/10 87.508 0.000 4.8642 71.08 0.125721 0.128779 0.131911 46.58 7.26 Freddie Mac 3128X57G7 05/17/07 12/31/09 88.200 0.000 4.8493 71.34 0.128402 0.131516 46.66 Freddie Mac 3128X5DU9 07/11/06 08/15/12 72.660 0.000 5.3088 100.58 0.119585 0.122759 0.126018 0.129363 0.132797 44.50 46.89 Freddie Mac 3128X5DV7 07/11/06 05/15/12 73.645 0.000 5.3020 101.83 0.122631 0.125882 0.129219 0.132645 0.136161 45.04 47.45 Freddie Mac 3128X5EQ7 06/30/06 06/30/36 12.330 0.000 7.1002 23.53 0.028953 0.029980 0.031045 0.032147 0.033288 10.61 11.38 Freddie Mac 3128X5ES3 06/29/06 06/29/12 72.129 0.000 5.5200 105.44 0.126727 0.130225 0.133819 0.137513 0.141308 46.27 48.85 Freddie Mac 3128X5FD5 07/13/06 12/28/12 70.884 0.000 5.3995 99.58 0.121200 0.124472 0.127832 0.131283 0.134828 44.24 46.66 Freddie Mac 3128X5FH6 07/19/06 12/31/12 71.004 0.000 5.3796 98.77 0.120846 0.124096 0.127434 0.130862 0.134382 44.10 46.50 Freddie Mac 3128X5FS2 07/21/06 06/28/13 69.242 0.000 5.3695 95.79 0.117511 0.120666 0.123906 0.127232 0.130648 42.89 45.22 Freddie Mac 3128X5FT0 07/21/06 05/29/09 86.149 0.000 5.2873 117.33 0.143088 21.18 Freddie Mac 3128X5G69 02/27/07 05/29/09 89.466 0.000 4.9929 85.31 0.135314 20.03 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X5HF8 08/10/06 01/31/11 79.500 0.000 5.1924 103.88 0.126886 0.130180 0.133560 0.137028 0.140585 47.28 49.77 Freddie Mac 3128X5HG6 08/10/06 10/31/12 72.515 0.000 5.2285 95.52 0.118145 0.121234 0.124403 0.127655 0.130992 43.47 45.77 Freddie Mac 3128X5HX9 08/24/06 02/26/10 84.132 0.000 4.9899 103.51 0.128732 0.131944 0.135236 47.73 7.44 Freddie Mac 3128X5JC3 08/25/06 08/10/09 86.407 0.000 4.9993 106.39 0.132179 0.135483 29.54 Freddie Mac 3128X5JD1 08/25/06 07/31/09 86.441 0.000 5.0282 107.21 0.132908 0.136249 28.38 Freddie Mac 3128X5LH9 09/29/06 02/29/12 77.393 0.000 4.7840 0.112001 0.112810 0.117423 0.118272 0.123108 41.70 43.71 Freddie Mac 3128X5LK2 10/02/06 10/02/34 24.784 0.000 5.0446 29.38 0.038368 0.039336 0.040328 0.041345 0.042388 14.16 14.88 Freddie Mac 3128X5MX3 10/20/06 05/28/10 83.869 0.000 4.9375 94.96 0.127478 0.130625 0.133850 46.67 19.68 Freddie Mac 3128X5MY1 10/25/06 05/30/14 68.360 0.000 5.0693 79.03 0.106924 0.109634 0.112413 0.115262 0.118184 39.15 41.16 Freddie Mac 3128X5ND6 11/01/06 03/10/09 89.333 0.000 4.8381 97.62 0.131219 9.05 Freddie Mac 3128X5P69 03/09/07 09/15/15 66.760 0.000 4.8010 59.96 0.095676 0.097972 0.100324 0.102733 0.105199 35.35 37.07 Freddie Mac 3128X5Q43 03/14/07 12/01/12 76.253 0.000 4.8003 67.95 0.110297 0.112944 0.115655 0.118431 0.121273 40.34 42.30 Freddie Mac 3128X5Q76 03/14/07 06/01/12 78.159 0.000 4.7812 69.36 0.112569 0.115260 0.118015 0.120837 0.123726 41.17 43.16 Freddie Mac 3128X5Q84 03/14/07 12/01/11 80.074 0.000 4.7686 70.87 0.114998 0.117740 0.120548 0.123422 0.126365 42.06 44.09 Freddie Mac 3128X5Q92 03/14/07 06/01/11 82.025 0.000 4.7562 72.40 0.117471 0.120264 0.123124 0.126052 0.129050 42.96 45.03 Freddie Mac 3128X5QQ4 11/22/06 04/12/10 85.169 0.000 4.7921 89.54 0.123987 0.126958 0.130000 45.64 13.13 Freddie Mac 3128X5R26 03/14/07 06/01/13 74.414 0.000 4.8117 66.47 0.107914 0.110510 0.113169 0.115891 0.118680 39.47 41.40 Freddie Mac 3128X5R34 03/14/07 06/01/09 90.056 0.000 4.7842 79.97 0.129790 19.47 Freddie Mac 3128X5R42 03/14/07 12/01/09 88.010 0.000 4.7594 77.74 0.126131 0.129133 42.16 Freddie Mac 3128X5R59 03/14/07 06/01/10 85.999 0.000 4.7465 75.75 0.122890 0.125807 0.128792 44.94 19.32 Freddie Mac 3128X5R67 03/14/07 12/01/10 83.993 0.000 4.7505 74.05 0.120134 0.122987 0.125909 0.128899 43.94 42.09 Freddie Mac 3128X5RJ9 12/01/06 04/30/09 89.288 0.000 4.7476 91.79 0.128821 15.33 Freddie Mac 3128X5T24 03/13/07 06/30/09 89.760 0.000 4.7554 79.30 0.129027 23.10 Freddie Mac 3128X5T32 03/13/07 07/31/09 89.470 0.000 4.7213 78.61 0.125170 0.128124 26.69 Freddie Mac 3128X5UN6 12/19/06 11/28/12 75.500 0.000 4.7858 76.27 0.110026 0.112659 0.115355 0.118115 0.120941 40.26 42.21 Freddie Mac 3128X5Y93 03/28/07 11/10/09 88.508 0.000 4.7183 75.73 0.125092 0.128043 39.18 Freddie Mac 3128X5YP7 02/09/07 02/09/37* 14.675 0.000 6.5001 18.92 0.029166 1.11* Freddie Mac 3128X5Z43 04/03/07 04/03/37* 14.675 0.000 6.5001 17.35 0.029166 2.68* Freddie Mac 3128X5ZD3 01/26/07 06/09/10 84.810 0.000 4.9482 84.01 0.127734 0.130894 0.134133 46.69 21.19 Freddie Mac 3128X62A3 03/05/08 03/05/38 14.464 0.000 6.5499 7.89 0.027178 0.028068 0.028988 0.029937 0.030917 10.15 10.83 Freddie Mac 3128X63N4 03/05/08 03/05/38 14.676 0.000 6.4999 7.94 0.027359 0.028248 0.029166 0.030114 0.031093 10.22 10.89 Freddie Mac 3128X6AX4 05/24/07 09/30/14 69.050 0.000 5.1017 58.17 0.104747 0.107419 0.110159 0.112969 0.115851 38.68 40.68 Freddie Mac 3128X6BZ8 06/07/07 06/07/28 26.771 0.000 6.3749 27.67 0.052086 0.053746 0.055459 0.057227 0.059051 19.13 20.37 Freddie Mac 3128X6CP9 06/19/07 06/19/37* 13.648 0.000 6.7499 14.63 0.028269 4.75* Freddie Mac 3128X6DK9 06/15/07 06/15/37* 13.258 0.000 6.8499 14.54 0.027909 4.58* Freddie Mac 3128X6EC6 06/14/07 08/31/12 75.547 0.000 5.4515 65.89 0.121443 0.122719 0.128154 0.129501 0.135235 45.39 47.89 Freddie Mac 3128X6EQ5 06/22/07 06/22/37 12.693 0.000 7.0001 14.05 0.027365 0.028322 0.029314 0.030340 0.031402 10.04 10.76 Freddie Mac 3128X6FL5 07/13/07 07/13/37 12.693 0.000 7.0001 13.48 0.026439 0.027365 0.028322 0.029314 0.030340 10.00 10.71 Freddie Mac 3128X6FS0 06/29/07 02/28/10 87.300 0.000 5.1469 69.81 0.131746 0.132934 0.138615 49.15 8.04 Freddie Mac 3128X6GT7 07/10/07 09/30/14 67.455 0.000 5.5250 56.60 0.110666 0.113723 0.116865 0.120093 0.123411 40.95 43.25 Freddie Mac 3128X6H66 01/25/08 08/05/10 93.470 0.000 2.6892 23.61 0.070815 0.071767 0.072732 0.073710 25.94 15.74 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X6HA7 07/13/07 06/30/09 90.466 0.000 5.1591 70.33 0.139705 25.01 Freddie Mac 3128X6HU3 07/20/07 09/28/18 54.270 0.000 5.5370 44.74 0.089078 0.091545 0.094079 0.096684 0.099360 32.98 34.83 Freddie Mac 3128X6JK3 07/31/07 07/31/09 90.400 0.000 5.1104 67.17 0.134972 0.138421 28.83 Freddie Mac 3128X6JL1 07/31/07 07/30/10 85.850 0.000 5.1555 64.32 0.126535 0.131948 0.133142 0.138838 48.19 28.99 Freddie Mac 3128X6JM9 07/31/07 08/01/11 81.360 0.000 5.2205 61.79 0.124241 0.127484 0.130812 0.134226 0.137730 46.30 48.74 Freddie Mac 3128X6JN7 07/31/07 08/01/12 77.040 0.000 5.2825 59.22 0.119114 0.122260 0.125489 0.128804 0.132206 44.40 46.78 Freddie Mac 3128X6JY3 08/03/07 09/01/11 81.672 0.000 5.0260 59.36 0.120296 0.123319 0.126418 0.129595 0.132851 44.59 46.85 Freddie Mac 3128X6JZ0 08/03/07 10/06/11 81.295 0.000 5.0204 59.05 0.120181 0.123198 0.126290 0.129460 0.132710 44.33 46.58 Freddie Mac 3128X6KX3 08/22/07 02/28/12 80.662 0.000 4.8063 54.06 0.112438 0.113263 0.117907 0.118772 0.123642 41.86 43.90 Freddie Mac 3128X6NN2 10/02/07 05/10/13 77.376 0.000 4.6276 45.51 0.104628 0.107049 0.109526 0.112060 0.114653 38.35 40.15 Freddie Mac 3128X6PP5 10/11/07 07/02/15 68.530 0.000 4.9512 42.27 0.097661 0.100079 0.102557 0.105096 0.107697 36.47 38.30 Freddie Mac 3128X6QB5 10/19/07 08/31/15 68.362 0.000 4.8939 41.11 0.096375 0.097123 0.101149 0.101935 0.106160 35.90 37.68 Freddie Mac 3128X6QE9 10/19/07 08/30/13 76.143 0.000 4.7019 43.91 0.102390 0.104225 0.107261 0.109183 0.112364 38.31 40.13 Freddie Mac 3128X6QQ2 11/01/07 06/28/13 77.875 0.000 4.4676 41.24 0.101724 0.103997 0.106320 0.108695 0.111123 37.04 38.72 Freddie Mac 3128X6RD0 11/20/07 11/20/37* 14.463 0.000 6.5502 10.78 0.028068 0.028987 9.12* Freddie Mac 3128X6RF5 12/18/07 02/15/12 84.080 0.000 4.2125 37.19 0.101130 0.103260 0.105435 0.107656 0.109923 37.38 38.97 Freddie Mac 3128X6TE6 12/06/07 06/17/09 94.728 0.000 3.5695 36.55 0.097414 16.17 Freddie Mac 3128X6TL0 12/20/07 08/15/13 80.325 0.000 3.9128 32.79 0.089546 0.091298 0.093084 0.094905 0.096762 33.03 34.34 Freddie Mac 3128X6WP7 12/21/07 12/21/37 22.860 0.000 4.9802 11.86 0.033219 0.034047 0.034894 0.035763 0.036654 12.12 12.74 Freddie Mac 3128X74S0 11/04/08 11/15/38 26.387 0.000 4.4860 1.88 0.032926 0.033665 0.034420 0.035192 0.035981 12.06 12.60 Freddie Mac 3128X75U4 11/24/08 11/15/38 27.529 0.000 4.3499 1.23 0.033263 0.033951 0.034690 0.035444 0.036215 12.16 12.69 Freddie Mac 3128X7A61 06/05/08 10/10/14 76.930 0.000 4.1743 18.48 0.090497 0.092386 0.094314 0.096282 0.098292 33.23 34.63 Freddie Mac 3128X7CH5 03/18/08 08/01/10 94.330 0.000 2.4780 18.47 0.065527 0.066339 0.067161 0.067994 23.98 14.25 Freddie Mac 3128X7E83 06/11/08 06/30/10 93.250 0.000 3.4329 17.81 0.090612 0.092168 0.093750 32.90 16.78 Freddie Mac 3128X7FE9 04/14/08 04/14/38 16.973 0.000 6.0000 7.34 0.029137 0.030011 0.030912 0.031839 0.032794 10.78 11.44 Freddie Mac 3128X7FM1 04/09/08 04/09/13* 100.000 VARIES 3.7046 0.102241 10.02* Freddie Mac 3128X7KB9 04/22/08 04/22/13* 100.000 VARIES 3.5068 0.096686 0.095946 19.37* Freddie Mac 3128X7KD5 04/22/08 04/22/13* 100.000 VARIES 3.5716 0.098627 0.098032 12.22* Freddie Mac 3128X7KF0 04/23/08 04/23/13* 100.000 VARIES 3.4727 0.095849 0.095223 27.88* Freddie Mac 3128X7KM5 04/22/08 04/22/13* 100.000 VARIES 3.5068 0.096686 0.095946 19.37* Freddie Mac 3128X7KP8 04/22/08 04/22/13* 100.000 VARIES 3.5068 0.096686 0.095946 19.37* Freddie Mac 3128X7LQ5 04/29/08 04/29/13* 100.000 VARIES 3.7447 0.103082 0.102125 12.78* Freddie Mac 3128X7LS1 04/23/08 04/23/13* 100.000 VARIES 3.8231 0.105574 0.104937 21.27* Freddie Mac 3128X7LU6 04/24/08 04/24/13* 100.000 VARIES 3.8626 0.106684 0.106062 21.60* Freddie Mac 3128X7LV4 05/13/08 07/01/12 87.140 0.000 3.3575 18.59 0.083006 0.084399 0.085816 0.087257 30.13 31.15 Freddie Mac 3128X7N59 06/30/08 06/30/38 21.820 0.000 5.1394 5.64 0.031951 0.032772 0.033614 0.034478 0.035364 11.65 12.26 Freddie Mac 3128X7Q72 07/11/08 07/30/09 97.260 0.000 2.6556 12.21 0.071847 0.072801 15.19 Freddie Mac 3128X7Y57 09/11/08 02/01/11 93.027 0.000 3.0478 8.66 0.078754 0.079693 0.080907 0.082140 0.083392 28.84 29.72 Freddie Mac 3128X7Y65 09/11/08 02/01/12 89.190 0.000 3.4039 9.24 0.082498 0.084977 0.085015 0.087895 0.087933 30.95 32.00 Freddie Mac 3128X7Y73 09/11/08 02/01/10 96.384 0.000 2.6683 7.86 0.071434 0.072181 0.073144 26.11 2.19 Freddie Mac 3128X87D8 08/13/09 08/13/14 100.000 VARIES 3.0685 0.085237 0.084734 0.084223 11.76 30.45 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X87E6 08/13/09 08/13/14 100.000 VARIES 3.0460 0.084611 0.084068 0.083516 11.68 30.21 Freddie Mac 3128X8D58 05/13/09 07/15/11 97.122 0.000 1.3486 0.036374 0.036469 0.036715 0.036962 8.31 13.25 Freddie Mac 3128X8DD1 01/13/09 01/13/12 100.000 VARIES 1.9270 0.053530 0.053243 0.052953 0.053095 18.58 19.09 Freddie Mac 3128X8DG4 12/29/08 02/15/39 40.774 0.000 2.9999 .07 0.033975 0.034108 0.034620 0.035139 0.035666 12.34 12.70 Freddie Mac 3128X8G89 05/27/09 05/27/39 18.524 0.000 5.7000 0.029330 0.030166 0.031026 0.031910 6.31 11.07 Freddie Mac 3128X8H39 06/03/09 06/03/39 17.992 0.000 5.7999 0.028987 0.029828 0.030693 0.031583 6.05 10.94 Freddie Mac 3128X8HQ8 02/19/09 02/19/13 100.000 VARIES 2.3511 0.065311 0.064936 0.064556 0.064678 20.33 23.27 Freddie Mac 3128X8HT2 02/19/09 02/19/13 100.000 VARIES 2.4108 0.066967 0.066602 0.066233 0.066352 20.85 23.88 Freddie Mac 3128X8J94 06/15/09 06/15/39 16.973 0.000 6.0000 0.028289 0.029137 0.030011 0.030912 5.56 10.68 Freddie Mac 3128X8JW3 02/11/09 02/11/13 100.000 VARIES 2.5373 0.070483 0.070144 0.069800 0.069911 22.51 25.16 Freddie Mac 3128X8KH4 02/19/09 02/19/13 100.000 VARIES 2.5373 0.070483 0.070144 0.069800 0.069911 21.95 25.16 Freddie Mac 3128X8MC3 03/02/09 03/02/35 20.187 0.000 6.2500 0.035047 0.036142 0.037272 0.038436 10.61 13.49 Freddie Mac 3128X8MX7 03/10/09 03/11/13 100.000 VARIES 2.5782 0.071617 0.071616 0.071375 0.071132 0.070974 20.81 25.61 Freddie Mac 3128X8P71 06/15/09 06/15/39 13.648 0.000 6.7499 0.025590 0.026454 0.027346 0.028269 5.03 9.71 Freddie Mac 3128X8QC9 03/17/09 09/17/10* 100.000 VARIES N/A 0.031942 0.031950 8.63* Freddie Mac 3128X8UC4 04/17/09 04/17/14 100.000 VARIES 2.7401 0.076114 0.075730 0.075341 0.075433 19.30 27.17 Freddie Mac 3128X8UD2 04/17/09 04/17/14 100.000 VARIES 2.7190 0.075529 0.075092 0.074650 0.074755 19.15 26.93 Freddie Mac 3128X8UE0 04/16/09 04/16/14 100.000 VARIES 2.6673 0.074094 0.073693 0.073286 0.073338 18.86 26.43 Freddie Mac 3128X8UT7 04/28/09 04/28/14 100.000 VARIES 2.6845 0.074572 0.074175 0.073772 0.073868 18.10 26.61 Freddie Mac 3128X8VW9 04/28/09 04/28/14 100.000 VARIES 2.7376 0.076045 0.075565 0.075079 0.075194 18.45 27.09 Freddie Mac 3128X8VY5 04/28/09 04/28/14 100.000 VARIES 2.8170 0.078250 0.077788 0.077318 0.077429 18.99 27.90 Freddie Mac 3128X8VZ2 04/28/09 04/28/14 100.000 VARIES 2.8170 0.078250 0.077788 0.077318 0.077429 18.99 27.90 Freddie Mac 3128X8WA6 04/13/09 04/13/39 18.256 0.000 5.7500 0.029159 0.029997 0.030860 0.031747 7.59 11.09 Freddie Mac 3128X8YD8 04/30/09 04/30/14 100.000 VARIES 2.6184 0.072735 0.072232 0.071723 0.071844 17.50 25.89 Freddie Mac 3128X8YH9 05/05/09 05/05/14 100.000 VARIES 2.6262 0.072952 0.072451 0.071944 0.071794 17.19 25.95 Freddie Mac 3128X8YP1 05/05/09 05/05/14 100.000 VARIES 2.6184 0.072735 0.072232 0.071723 0.071844 17.14 25.89 Freddie Mac 3128X8ZU9 05/06/09 05/06/14 100.000 VARIES 2.7140 0.075390 0.074736 0.074072 0.074229 17.68 26.76 Freddie Mac 3128X8ZY1 05/12/09 05/12/14 100.000 VARIES 2.7514 0.076430 0.075667 0.074988 0.075160 17.47 27.09 Freddie Mac 3128X8ZZ8 05/12/09 05/12/14 100.000 VARIES 2.7514 0.076430 0.075667 0.074988 0.075160 17.47 27.09 Freddie Mac 3128X9AA8 08/17/09 08/17/39 16.728 0.000 6.0499 0.028112 0.028963 0.029839 3.77 10.50 Freddie Mac 3128X9BC3 08/19/09 08/19/39 15.599 0.000 6.2900 0.027255 0.028113 0.028997 3.60 10.20 Freddie Mac 3128X9BM1 08/19/09 08/19/39 15.599 0.000 6.2900 0.027255 0.028113 0.028997 3.60 10.20 Freddie Mac 3128X9DH0 09/15/09 03/01/12 96.062 0.000 1.6390 0.043731 0.044066 0.044427 4.64 15.89 Freddie Mac 3128X9DN7 09/21/09 09/21/39 16.973 0.000 6.0000 0.028289 0.029137 0.030011 2.83 10.51 Freddie Mac 3128X9DP2 09/23/09 09/23/39 16.973 0.000 6.0000 0.028289 0.029137 0.030011 2.77 10.51 Freddie Mac 3128X9DQ0 09/28/09 09/28/39 16.973 0.000 6.0000 0.028289 0.029137 0.030011 2.63 10.50 Freddie Mac 3128X9LA6 11/18/09 11/18/39 16.973 0.000 6.0000 0.028289 0.029137 0.030011 1.22 10.41 Freddie Mac 3128X9LU2 11/16/09 11/16/39 16.367 0.000 6.1249 0.027846 0.028699 0.029578 1.25 10.26 Freddie Mac 3128X9MF4 11/10/09 09/15/36 29.930 0.000 4.5438 0.037776 0.038373 0.039245 1.93 13.86 Freddie Mac 3128X9MG2 11/10/09 12/15/36 29.600 0.000 4.5433 0.037355 0.037522 0.038374 0.039246 1.91 13.69 Freddie Mac 3128X9NC0 11/12/09 03/25/11 99.240 0.000 0.5578 0.015371 0.015409 0.015452 .75 5.55 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3129026G9 12/06/00 03/30/10 56.100 0.000 6.3003 364.66 0.159459 0.164482 0.169664 59.24 15.10 Freddie Mac 312902LX5 12/17/99 12/17/29 14.255 0.000 6.6001 113.83 0.046884 0.048431 0.050030 0.051681 0.053386 17.20 18.35 Freddie Mac 312902VG1 04/25/00 01/04/21 25.643 0.000 6.6857 197.55 0.081627 0.084356 0.087176 0.090090 0.093101 30.86 32.96 Freddie Mac 312902VH9 04/25/00 01/04/22 24.042 0.000 6.6795 184.99 0.076423 0.078975 0.081613 0.084338 0.087155 28.89 30.85 Freddie Mac 312902VJ5 04/25/00 01/04/23 22.536 0.000 6.6749 173.25 0.071560 0.073948 0.076416 0.078966 0.081602 27.05 28.89 Freddie Mac 312902VK2 04/25/00 01/04/24 21.145 0.000 6.6664 162.29 0.067012 0.069246 0.071554 0.073939 0.076403 25.33 27.05 Freddie Mac 312902VL0 04/25/00 01/04/25 20.007 0.000 6.6235 152.28 0.062783 0.064863 0.067011 0.069230 0.071523 23.72 25.32 Freddie Mac 312902VM8 04/25/00 01/04/26 18.780 0.000 6.6160 142.73 0.058831 0.060777 0.062787 0.064864 0.067010 22.23 23.72 Freddie Mac 312902VN6 04/25/00 01/04/27 17.654 0.000 6.6033 133.84 0.055143 0.056963 0.058844 0.060787 0.062794 20.83 22.23 Freddie Mac 312902VS5 04/25/00 01/04/12 46.161 0.000 6.7212 358.05 0.148136 0.153114 0.158259 0.163578 0.169075 56.02 59.85 Freddie Mac 312902VT3 04/25/00 01/04/13 43.203 0.000 6.7221 335.17 0.138673 0.143334 0.148152 0.153131 0.158278 52.44 56.02 Freddie Mac 312902VU0 04/25/00 01/04/14 40.436 0.000 6.7227 313.74 0.129808 0.134171 0.138681 0.143343 0.148161 49.09 52.44 Freddie Mac 312902VV8 04/25/00 01/04/18 31.141 0.000 6.7034 240.72 0.099531 0.102867 0.106315 0.109879 0.113561 37.63 40.20 Freddie Mac 312902VW6 04/25/00 01/04/19 29.163 0.000 6.7017 225.36 0.093173 0.096295 0.099522 0.102856 0.106303 35.23 37.63 Freddie Mac 312902VX4 04/25/00 01/04/20 27.313 0.000 6.6997 210.98 0.087222 0.090144 0.093164 0.096285 0.099510 32.98 35.22 Freddie Mac 312902WG0 04/25/00 01/04/09 56.172 0.000 6.7454 437.74 0.181260 .54 Freddie Mac 312902WH8 04/25/00 01/04/10 52.605 0.000 6.7376 409.32 0.169447 0.175156 0.181056 64.08 .54 Freddie Mac 312902WJ4 04/25/00 01/04/11 49.272 0.000 6.7297 382.81 0.158428 0.163759 0.169270 0.174965 0.180853 59.91 64.01 Freddie Mac 312902WK1 04/25/00 01/04/15 37.975 0.000 6.6992 293.32 0.121258 0.125320 0.129517 0.133856 0.138339 45.85 48.97 Freddie Mac 312902WL9 04/25/00 01/04/16 35.607 0.000 6.6893 274.50 0.113438 0.117233 0.121154 0.125206 0.129394 42.89 45.80 Freddie Mac 312902WM7 04/25/00 01/04/17 33.256 0.000 6.7048 257.14 0.106325 0.109890 0.113574 0.117381 0.121316 40.20 42.94 Freddie Mac 312923CN3 01/10/01 08/17/12 61.750 1.000 5.5038 236.24 0.100685 0.103456 0.106303 0.109228 0.112234 37.50 39.59 Freddie Mac 312924TN3 11/19/01 11/19/20 100.000 5.881 N/A 0.173111 0.178202 0.183442 0.188836 0.163363 63.67 66.17 Federal Home Loan Banks 31339XQ72 07/03/03 07/03/23* 32.181 0.000 5.7500 117.60 0.068245 .14* Federal Home Loan Banks 31339XUQ5 06/30/03 07/02/18* 46.694 0.000 5.1400 150.44 0.085952 .09* Federal Home Loan Banks 31339YBR2 07/07/03 07/07/23* 32.181 0.000 5.7500 117.33 0.068245 .41* Federal Home Loan Banks 3133M2JB4 12/18/97 12/18/12 33.623 0.000 7.4000 413.54 0.153709 0.159396 0.165294 0.171410 0.177752 56.51 60.77 Federal Home Loan Banks 3133M4T86 07/07/98 07/07/28* 13.648 0.000 6.7499 137.25 0.049703 .30* Federal Home Loan Banks 3133M95W8 07/13/99 07/13/29* 12.331 0.000 7.0999 115.39 0.045567 0.047185 9.04* Federal Home Loan Banks 3133M9CD2 08/17/99 08/17/29* 11.806 0.000 7.2501 112.10 0.045136 0.046772 10.50* Federal Home Loan Banks 3133MCF83 10/27/00 04/27/10 79.882 0.000 N/A 0.016513 0.013065 0.013481 5.13 1.56 Federal Home Loan Banks 3133MSHD5 10/17/02 10/19/09 76.775 0.000 3.8083 202.56 0.101871 0.103811 29.69 Federal Home Loan Banks 3133MSHE3 10/17/02 10/19/09 76.745 0.000 3.8140 202.82 0.102018 0.103963 29.73 Federal Home Loan Banks 3133MUP74 12/27/02 12/27/32* 15.241 0.000 6.3699 69.78 0.039287 6.91* Federal Home Loan Banks 3133MUSN6 01/13/03 01/13/33* 14.675 0.000 6.5001 68.21 0.037670 .45* Federal Home Loan Banks 3133X4V81 03/09/04 01/23/09 100.000 1.560 N/A 0.048725 1.07 Federal Home Loan Banks 3133XLSB0 07/27/07 07/27/37 12.331 0.000 7.0999 12.93 0.026077 0.027002 0.027961 0.028954 0.029981 9.84 10.56 Federal Home Loan Banks 3133XQCJ9 03/24/08 03/24/38 15.108 0.000 6.4000 7.52 0.027719 0.028606 0.029521 0.030466 0.031441 10.31 10.98 Federal Home Loan Banks 3133XREU0 05/30/08 06/30/09 100.000 0.000 2.6778 0.075550 13.52 Federal Home Loan Banks 3133XRM80 06/25/08 06/30/09 100.000 0.000 3.0754 0.086779 15.53 Federal Home Loan Banks 3133XRMN7 06/20/08 06/22/09 100.000 0.000 3.1154 0.087904 15.03 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Banks 3133XRPT1 06/24/08 06/30/09 100.000 0.000 3.0752 0.086780 15.53 Federal Home Loan Banks 3133XSHA9 10/20/08 10/20/11* 100.000 VARIES 4.4570 0.123806 0.123160 35.66* Federal Home Loan Banks 3133XSL30 11/10/08 11/10/11* 100.000 VARIES 3.5519 0.098666 0.098384 30.44* Federal Home Loan Banks 3133XSXX1 01/28/09 02/24/10 100.000 0.000 0.9970 0.027697 0.027717 0.027855 9.25 1.48 Federal Home Loan Banks 3133XSZ84 02/02/09 03/02/10 100.000 0.000 0.9969 0.027692 0.027715 0.027853 9.13 1.70 Federal Home Loan Banks 3133XT3E4 02/09/09 03/09/10 100.000 0.000 1.0466 0.029073 0.029098 0.029250 9.39 1.99 Federal Home Loan Banks 3133XTKN5 05/15/09 05/17/10 100.000 0.000 0.7983 0.022176 0.022177 0.022265 5.02 3.03 Federal Home Loan Banks 3133XTY26 06/12/09 07/12/10 100.000 0.000 0.5988 0.016636 0.016644 0.016694 3.31 3.19 Federal Home Loan Banks 3133XUKT9 08/10/09 08/17/10 100.000 0.000 0.5591 0.015533 0.015534 0.015578 2.19 3.52 Federal Home Loan Banks 3133XUX73 09/17/09 10/15/10 100.000 0.000 0.4992 0.013868 0.013873 0.013908 1.44 3.95 Federal Home Loan Banks 3133XUXL2 09/29/09 10/29/10 100.000 0.500 0.9984 0.027736 0.027748 0.027817 2.55 8.28 Federal Home Loan Banks 3133XUY64 09/21/09 10/18/10 100.000 0.000 0.4992 0.013868 0.013873 0.013908 1.39 3.99 Federal Home Loan Banks 3133XV2A8 09/25/09 10/20/10 100.000 0.000 0.4992 0.013868 0.013872 0.013907 1.33 4.02 Federal Home Loan Banks 3133XV2J9 09/25/09 10/25/10 100.000 0.000 0.4792 0.013313 0.013319 0.013351 1.28 3.92 Freddie Mac 3134A1BU3 09/25/96 06/01/16 23.214 0.000 7.5580 344.74 0.120355 0.124903 0.129623 0.134522 0.139605 44.42 47.85 Freddie Mac 3134A1CT5 10/21/96 09/15/16 23.550 0.000 7.3996 335.86 0.114937 0.119189 0.123599 0.128172 0.132914 43.06 46.31 Freddie Mac 3134A1DL1 11/01/96 02/01/16 25.038 0.000 7.3237 350.48 0.118616 0.122960 0.127462 0.132130 0.136968 44.81 48.15 Freddie Mac 3134A1FK1 11/20/96 09/03/19 20.641 0.000 7.0454 271.26 0.091373 0.094592 0.097924 0.101374 0.104945 34.25 36.70 Freddie Mac 3134A1H60 10/22/97 06/03/24 16.813 0.000 6.8126 187.77 0.066997 0.069279 0.071639 0.074079 0.076602 24.66 26.37 Freddie Mac 3134A1HH6 12/23/96 12/01/15 26.483 0.000 7.1396 350.79 0.121370 0.125702 0.130190 0.134837 0.139651 44.74 47.99 Freddie Mac 3134A1HU7 12/27/96 12/02/19 19.720 0.000 7.2067 264.43 0.091878 0.095188 0.098618 0.102172 0.105854 33.87 36.35 Freddie Mac 3134A1JD3 12/31/96 12/01/14 28.804 0.000 7.0673 375.05 0.129412 0.133985 0.138720 0.143622 0.148697 47.69 51.12 Freddie Mac 3134A1MX5 02/12/97 02/01/14 30.030 0.000 7.2159 397.19 0.135727 0.140624 0.145698 0.150955 0.156401 51.24 55.00 Freddie Mac 3134A1MY3 02/12/97 02/01/20 19.238 0.000 7.3061 259.10 0.088919 0.092167 0.095534 0.099024 0.102642 33.59 36.09 Freddie Mac 3134A1MZ0 02/12/97 03/01/16 25.716 0.000 7.2560 342.93 0.118097 0.122382 0.126822 0.131423 0.136191 44.33 47.61 Freddie Mac 3134A1NA4 02/12/97 01/02/19 20.877 0.000 7.2857 280.02 0.095465 0.098942 0.102547 0.106283 0.110154 36.26 38.95 Freddie Mac 3134A1X39 12/11/97 06/01/15 33.207 0.000 6.4099 335.05 0.118152 0.121939 0.125847 0.129881 0.134043 43.45 46.28 Freddie Mac 3134A2G77 12/28/98 11/15/28 20.230 0.000 5.4198 143.24 0.051664 0.053064 0.054502 0.055979 0.057496 18.98 20.02 Freddie Mac 3134A2HF8 06/30/98 11/24/14 38.078 0.000 5.9744 325.96 0.116573 0.120055 0.123641 0.127335 0.131138 42.85 45.45 Freddie Mac 3134A2HG6 06/30/98 12/11/25 19.896 0.000 5.9699 170.12 0.061004 0.062825 0.064700 0.066631 0.068620 22.36 23.72 Freddie Mac 3134A2NQ7 07/30/98 08/15/14 37.992 0.000 6.1246 332.50 0.118463 0.122090 0.125829 0.129682 0.133654 44.30 47.06 Freddie Mac 3134A3D29 09/09/99 08/15/27 14.928 0.000 6.9258 132.17 0.052766 0.054593 0.056483 0.058439 0.060463 19.83 21.23 Freddie Mac 3134A3ZJ8 09/14/99 09/14/29* 12.656 0.000 7.0101 113.63 0.045818 0.047424 11.88* Freddie Mac 3134A3ZU3 08/02/99 12/14/29 15.469 0.000 6.2410 121.23 0.047694 0.049182 0.050717 0.052299 0.053931 17.49 18.60 Fannie Mae 31359MEL3 01/29/99 06/01/17 34.790 0.000 5.8405 268.12 0.099457 0.102361 0.105351 0.108427 0.111593 36.50 38.67 Fannie Mae 31359MZQ9 12/21/05 03/21/10 83.248 0.000 N/A 0.108961 0.108718 0.108687 39.18 8.70 Fannie Mae 31364KSS0 08/17/00 08/17/12 60.070 2.000 6.9636 242.62 0.104854 0.108504 0.112282 0.116192 0.120237 39.40 42.19 Fannie Mae 3136F1EQ9 12/27/01 03/17/31 16.751 0.000 6.2082 89.71 0.043576 0.044928 0.046323 0.047761 0.049244 16.22 17.24 Fannie Mae 3136F1KN9 01/29/02 02/01/09 87.729 0.000 N/A 0.010236 .31 Fannie Mae 3136F2B31 12/20/02 12/30/32 19.252 0.000 5.5626 75.51 0.041409 0.042561 0.043745 0.044961 0.046212 15.12 15.97 Fannie Mae 3136F2C63 12/24/02 12/30/09 76.570 0.000 3.8410 197.07 0.102713 0.104686 37.23 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Fannie Mae 3136F3LA2 04/04/03 10/03/33 20.285 0.000 5.2999 71.09 0.039813 0.040868 0.041951 0.043063 0.044204 14.71 15.50 Fannie Mae 3136F3ZC3 06/09/03 12/15/33 23.674 0.000 N/A 0.041068 0.042055 0.043066 0.044101 0.045160 14.99 15.72 Fannie Mae 3136F4R55 01/07/04 12/15/34 18.268 0.000 5.5708 57.56 0.037084 0.038116 0.039178 0.040269 0.041391 13.57 14.34 Fannie Mae 3136F66E4 05/13/05 02/15/09 98.144 3.600 4.1385 17.92 0.014656 .64 Fannie Mae 3136F6E62 03/01/05 05/01/10 92.689 0.000 N/A 0.026080 0.022229 0.001738 7.24 .21 Fannie Mae 3136F6G86 02/24/05 02/15/15 63.549 0.000 4.5968 121.66 0.095030 0.097215 0.099449 0.101735 0.104073 35.20 36.84 Fannie Mae 3136F75Q6 11/14/06 11/14/36* 12.693 0.000 7.0001 20.06 0.028322 3.77* Fannie Mae 3136F75W3 11/03/06 12/01/11 78.531 0.000 4.8158 85.13 0.115976 0.118768 0.121628 0.124557 0.127556 42.42 44.49 Fannie Mae 3136F7DC8 06/29/05 12/01/10 87.017 0.000 N/A 0.053432 0.035984 0.019731 0.018519 15.08 6.32 Fannie Mae 3136F7J24 06/27/06 06/27/36* 11.807 0.000 7.2499 23.12 0.028411 5.00* Fannie Mae 3136F7J73 06/16/06 07/10/11 84.228 0.000 N/A 0.090722 0.082963 0.075049 0.066872 0.058529 28.58 22.72 Fannie Mae 3136F7M53 06/30/06 06/30/36* 11.637 0.000 7.3000 22.87 0.028230 5.05* Fannie Mae 3136F7M61 07/10/06 07/10/36* 10.982 0.000 7.5002 21.96 0.026510 0.027504 5.19* Fannie Mae 3136F7MB0 11/17/05 06/07/12 73.724 0.000 4.7041 115.24 0.111047 0.113658 0.116332 0.119068 0.121869 40.57 42.50 Fannie Mae 3136F7NJ2 11/15/05 02/28/14 67.000 0.000 4.8887 109.44 0.103543 0.104344 0.108667 0.109508 0.114044 38.57 40.48 Fannie Mae 3136F7NM5 11/15/05 11/15/30 26.938 0.000 5.3159 48.06 0.046559 0.047796 0.049067 0.050371 0.051710 17.10 18.02 Fannie Mae 3136F7NQ6 11/17/05 03/10/10 81.307 0.000 4.8534 131.45 0.125460 0.128505 0.131623 46.40 9.08 Fannie Mae 3136F7PG6 12/05/05 06/10/10 80.940 0.000 4.7398 125.32 0.122728 0.125636 0.128614 44.83 20.45 Fannie Mae 3136F7Q34 07/14/06 10/31/14 63.950 0.000 5.4603 91.01 0.109784 0.112782 0.115861 0.119024 0.122274 40.43 42.67 Fannie Mae 3136F7QX8 01/06/06 10/10/13 69.750 0.000 4.6951 103.79 0.103412 0.105840 0.108325 0.110868 0.113470 38.06 39.87 Fannie Mae 3136F7UM7 02/22/06 10/01/12 96.825 4.318 4.8859 12.51 0.013005 0.013323 0.013648 0.013982 0.014323 4.80 5.03 Fannie Mae 3136F8BF1 12/12/06 12/12/36* 14.464 0.000 6.5499 20.47 0.029937 0.030917 10.38* Fannie Mae 3136F8JD8 03/16/07 05/31/13 74.650 0.000 4.7639 65.89 0.107066 0.109616 0.112227 0.114900 0.117637 39.16 41.05 Fannie Mae 3136F8JY2 03/30/07 04/10/13 75.160 0.000 4.7935 65.14 0.107592 0.110170 0.112811 0.115515 0.118283 39.62 41.54 Fannie Mae 3136F8KC8 04/02/07 01/29/10 87.515 0.000 4.7745 75.30 0.123565 0.126514 0.129535 45.92 3.63 Fannie Mae 3136F8LJ2 05/16/07 10/01/29 60.778 0.000 N/A 0.080367 0.080320 0.077761 0.077711 0.075022 28.69 27.74 Fannie Mae 3136F8LW3 05/03/07 06/01/15 75.398 0.000 N/A 0.095123 0.091548 0.091353 0.087491 0.087291 33.49 32.07 Fannie Mae 3136F8NZ4 06/11/07 12/10/14 66.600 0.000 5.4956 58.63 0.110267 0.113297 0.116410 0.119609 0.122896 40.37 42.62 Fannie Mae 3136F8P25 02/08/08 02/08/38 16.973 0.000 6.0000 9.25 0.028504 0.029846 0.030240 0.031663 0.032081 10.90 11.56 Fannie Mae 3136F8QH1 07/11/07 02/28/14 69.767 0.000 5.4960 58.34 0.112676 0.113885 0.118954 0.120230 0.125582 42.12 44.47 Fannie Mae 3136F8QL2 07/19/07 10/29/10 84.360 0.000 5.2540 66.03 0.131567 0.135023 0.138570 0.142211 48.42 41.95 Fannie Mae 3136F8QM0 07/30/07 07/30/37 12.693 0.000 7.0001 13.03 0.026439 0.027365 0.028322 0.029314 0.030340 9.97 10.68 Fannie Mae 3136F8RD9 08/09/07 04/10/12 79.420 0.000 4.9945 56.68 0.116736 0.119651 0.122639 0.125702 0.128841 43.03 45.20 Fannie Mae 3136F8SE6 08/29/07 06/30/10 87.435 0.000 4.7840 57.31 0.123792 0.126753 0.129785 45.10 23.23 Fannie Mae 3136F8SH9 09/07/07 07/31/09 91.845 0.000 4.5334 55.85 0.117790 0.122456 25.70 Fannie Mae 3136F8UT0 11/06/07 05/01/14 95.257 0.000 N/A 0.026502 0.025214 0.023403 0.022299 0.019955 9.12 8.02 Fannie Mae 3136F8XP5 11/20/07 07/10/12 82.235 0.000 4.2600 39.58 0.099974 0.102103 0.104278 0.106499 0.108768 37.11 38.71 Fannie Mae 3136F8YZ2 12/13/07 02/15/12 85.070 0.000 3.9122 35.39 0.094893 0.096749 0.098642 0.100571 0.102539 35.01 36.39 Fannie Mae 3136F92T9 12/30/08 12/30/38 20.417 0.000 5.3667 .03 0.030437 0.031254 0.032092 0.032953 0.033838 11.11 11.71 Fannie Mae 3136F92X0 12/30/08 12/30/38 18.834 0.000 5.6431 .03 0.029523 0.030356 0.031213 0.032093 0.032999 10.78 11.40 Fannie Mae 3136F92Y8 12/30/08 12/30/38 18.839 0.000 5.6422 .03 0.029526 0.030359 0.031216 0.032096 0.033002 10.78 11.40 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Fannie Mae 3136F95A7 01/28/09 01/28/39 19.073 0.000 5.5999 0.029669 0.030500 0.031354 0.032231 10.01 11.40 Fannie Mae 3136F95D1 01/28/09 01/28/39 18.797 0.000 5.6499 0.029500 0.030334 0.031191 0.032072 9.95 11.34 Fannie Mae 3136F95W9 02/03/09 02/03/39 16.248 0.000 6.1499 0.027757 0.028611 0.029490 0.030397 9.23 10.72 Fannie Mae 3136F96T5 02/04/09 02/04/39 15.782 0.000 6.2500 0.027399 0.028256 0.029139 0.030049 9.09 10.59 Fannie Mae 3136F96W8 02/11/09 02/11/39 15.782 0.000 6.2500 0.027399 0.028256 0.029139 0.030049 8.89 10.58 Fannie Mae 3136F96Z1 02/11/09 02/11/39 15.108 0.000 6.4000 0.026859 0.027719 0.028606 0.029521 8.72 10.39 Fannie Mae 3136F9A29 08/01/08 07/01/10 93.880 0.000 3.3212 12.99 0.087809 0.089267 0.090749 31.87 16.33 Fannie Mae 3136F9A37 08/01/08 12/31/10 91.840 0.000 3.5525 13.69 0.091972 0.093606 0.095269 0.096961 33.41 34.51 Fannie Mae 3136F9A45 08/01/08 07/01/11 89.720 0.000 3.7531 14.03 0.095000 0.096782 0.098599 0.100449 34.52 35.83 Fannie Mae 3136F9A52 08/01/08 12/30/11 87.670 0.000 3.8911 14.22 0.096287 0.098160 0.100070 0.102017 0.104001 35.00 36.38 Fannie Mae 3136F9A60 08/01/08 06/29/12 85.645 0.000 4.0007 14.28 0.096745 0.098681 0.100655 0.102668 0.104722 35.18 36.61 Fannie Mae 3136F9A78 08/01/08 12/31/12 83.605 0.000 4.0950 14.36 0.096725 0.098705 0.100726 0.102789 0.104893 35.18 36.64 Fannie Mae 3136F9B44 08/07/08 12/01/13 84.261 0.000 N/A 0.090442 0.090187 0.086193 0.085916 0.081745 32.39 30.85 Fannie Mae 3136F9D91 09/04/08 04/01/12 91.994 0.000 N/A 0.089998 0.080243 0.079782 0.059154 0.058821 29.72 23.12 Fannie Mae 3136F9E25 09/04/08 04/01/14 83.238 0.000 N/A 0.092245 0.092407 0.094062 0.093999 0.095263 33.40 33.96 Fannie Mae 3136F9FX6 04/03/08 12/30/12 93.811 0.000 N/A 0.053644 0.054401 0.035916 0.036423 0.019913 19.43 13.01 Fannie Mae 3136F9FY4 04/03/08 06/29/12 93.719 0.000 N/A 0.073109 0.048271 0.048936 0.026757 0.027125 21.80 13.58 Fannie Mae 3136F9FZ1 04/03/08 12/29/12 94.297 0.000 N/A 0.059108 0.046952 0.034911 0.027411 0.016967 19.04 11.18 Fannie Mae 3136F9KB8 04/22/08 04/22/38* 14.890 0.000 6.4500 6.70 0.027539 3.06* Fannie Mae 3136F9KS1 04/28/08 04/28/38* 15.108 0.000 6.4000 6.62 0.027414 3.21* Fannie Mae 3136F9LJ0 04/28/08 04/28/38* 14.676 0.000 6.4999 6.49 0.027359 3.20* Fannie Mae 3136F9PQ0 05/21/08 05/21/38* 15.782 0.000 6.2500 6.06 0.028256 3.96* Fannie Mae 3136F9PW7 05/20/08 05/20/38* 15.108 0.000 6.4000 5.97 0.027719 3.85* Fannie Mae 3136F9QD8 05/28/08 05/28/38* 15.329 0.000 6.3501 5.79 0.027898 4.10* Fannie Mae 3136F9QN6 05/28/08 05/28/38* 14.675 0.000 6.5001 5.67 0.027358 4.02* Fannie Mae 3136F9QV8 06/02/08 06/02/28* 30.596 0.000 6.0100 10.72 0.052614 7.94* Fannie Mae 3136F9SM6 06/04/08 06/04/38* 14.675 0.000 6.5001 5.51 0.027358 4.19* Fannie Mae 3136F9UK7 06/24/08 06/24/38 13.451 0.000 6.8001 4.76 0.026272 0.027165 0.028089 0.029044 0.030031 9.63 10.30 Fannie Mae 3136F9VS9 06/30/08 06/30/38 12.693 0.000 7.0001 4.47 0.025545 0.026439 0.027365 0.028322 0.029314 9.36 10.03 Fannie Mae 3136F9W90 12/08/08 12/08/38* 11.949 0.000 7.2086 .55 0.023927 0.024789 8.22* Fannie Mae 3136F9XU2 06/30/08 07/15/09 96.935 0.000 3.0100 14.69 0.081151 0.082372 15.96 Fannie Mae 3136F9ZA4 07/30/08 07/30/38 14.255 0.000 6.6001 3.95 0.026135 0.026997 0.027888 0.028808 0.029759 9.83 10.49 Fannie Mae 3136F9ZF3 08/05/08 06/01/10 94.000 0.000 3.4227 13.08 0.090357 0.091904 0.093477 32.90 14.02 Fannie Mae 3136F9ZZ9 08/01/08 12/31/09 95.790 0.000 3.0581 12.29 0.082409 0.083669 29.81 Fannie Mae 3136FH5F8 08/07/09 12/30/11 96.465 0.000 1.5067 0.040374 0.040617 0.040923 0.041231 5.81 14.68 Fannie Mae 3136FHAT2 02/18/09 02/18/39 14.417 0.000 6.5611 0.026276 0.027138 0.028028 0.028948 8.34 10.17 Fannie Mae 3136FHBC8 02/23/09 02/23/39 14.472 0.000 6.5480 0.026323 0.027185 0.028075 0.028994 8.22 10.18 Fannie Mae 3136FHBD6 02/23/09 02/23/39 13.648 0.000 6.7499 0.025590 0.026454 0.027346 0.028269 7.99 9.92 Fannie Mae 3136FHEA9 03/05/09 03/04/39 15.685 0.000 6.2717 0.027325 0.028178 0.029062 0.029973 8.19 10.51 Fannie Mae 3136FHEE1 03/17/09 03/17/39 15.896 0.000 6.2252 0.027488 0.028344 0.029226 0.030136 7.90 10.55 Fannie Mae 3136FHEH4 03/18/09 03/18/39 15.896 0.000 6.2252 0.027488 0.028344 0.029226 0.030136 7.87 10.55 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Fannie Mae 3136FHET8 03/23/09 03/23/39 16.247 0.000 6.1502 0.027756 0.028610 0.029490 0.030396 7.80 10.63 Fannie Mae 3136FHEU5 03/24/09 03/24/39 16.247 0.000 6.1502 0.027756 0.028610 0.029490 0.030396 7.77 10.63 Fannie Mae 3136FHEY7 03/25/09 03/25/39 16.778 0.000 6.0397 0.028149 0.028999 0.029874 0.030777 7.85 10.77 Fannie Mae 3136FHHU2 04/08/09 04/08/39 20.368 0.000 5.3749 0.030410 0.031228 0.032067 0.032929 8.07 11.53 Fannie Mae 3136FHJP1 04/07/09 12/28/10 99.357 0.000 N/A 0.021107 0.016663 0.008370 0.001190 4.73 1.70 Fannie Mae 3136FHPN9 05/04/09 05/04/39 18.256 0.000 5.7500 0.029159 0.029997 0.030860 0.031747 6.96 11.05 Fannie Mae 3136FHRN7 05/20/09 05/20/39 17.680 0.000 5.8599 0.028779 0.029622 0.030490 0.031384 6.39 10.89 Fannie Mae 3136FHTC9 05/27/09 05/27/39 17.202 0.000 5.9540 0.028450 0.029297 0.030170 0.031068 6.12 10.76 Fannie Mae 31398AVK5 02/18/09 02/18/39 14.640 0.000 6.5083 0.026467 0.027329 0.028218 0.029136 8.40 10.24 Financial Federal Corp 317492AE6 04/12/04 04/15/34* 100.000 VARIES 7.3749 0.262513 27.30* Financial Federal Corp 317492AF3 04/12/04 04/15/34* 100.000 VARIES 7.3749 0.262513 27.30* The Finova Group Inc. 317928AA7 08/22/01 11/15/09 76.270 7.500 N/A 0.174297 0.179451 55.66 First Data Corporation 319963AN4 10/24/07 09/24/15 94.796 9.875 10.8718 5.33 0.013197 0.013915 0.014671 0.015469 0.016310 5.02 5.58 First Data Corporation 319963AP9 10/24/07 09/24/15 94.796 9.875 10.8718 5.33 0.013197 0.013915 0.014671 0.015469 0.016310 5.02 5.58 Frnkln & Hamltn HSD #103 35241RAE5 03/15/06 11/01/10 76.493 0.000 5.8733 134.46 0.145312 0.149580 0.153972 0.158494 53.60 47.01 Frnkln & Hamltn HSD #103 35241RAF2 03/15/06 11/01/11 71.698 0.000 5.9985 128.91 0.139554 0.143739 0.148050 0.152491 0.157064 51.50 54.64 Franklin Cnty SD #47 352730CF0 02/15/07 12/01/13 68.938 0.000 5.5487 74.73 0.117232 0.120484 0.123827 0.127262 0.130793 42.99 45.40 Franklin Cnty SD #47 352730CG8 02/15/07 12/01/14 65.167 0.000 5.5688 70.91 0.111259 0.114357 0.117541 0.120814 0.124178 40.80 43.10 Franklin Cnty SD #47 352730CH6 02/15/07 12/01/15 61.525 0.000 5.5989 67.32 0.105666 0.108624 0.111665 0.114791 0.118004 38.75 40.95 Franklin Cnty SD #47 352730CJ2 02/15/07 12/01/16 57.942 0.000 5.6491 63.99 0.100492 0.103330 0.106249 0.109250 0.112336 36.86 38.97 Fremont Genl Fin I 356905208 03/06/96 03/31/26 100.000 9.000 N/A 0.273271 0.277931 0.292175 0.298708 0.303801 102.35 108.92 GGP Limited Partnership 36170XAA3 04/16/07 04/15/12 98.000 3.980 4.4305 6.37 0.010618 0.010794 0.011093 0.011277 0.011590 3.94 4.12 GATX Financial Corp. 36804PAC0 10/25/04 06/15/11 95.703 6.273 7.0956 24.73 0.019196 0.019877 0.020582 0.021313 0.022069 7.06 7.56 GATX Financial Corp. 36804PAD8 10/25/04 06/15/11 95.703 6.273 7.0956 24.73 0.019196 0.019877 0.020582 0.021313 0.022069 7.06 7.56 GATX Financial Corp. 36804PAE6 10/25/04 06/15/11 95.703 6.273 7.0956 24.73 0.019196 0.019877 0.020582 0.021313 0.022069 7.06 7.56 GMAC 37042FDC9 01/16/97 01/15/12 34.258 0.000 7.2720 462.33 0.157318 0.163038 0.168967 0.175110 0.181477 59.60 64.01 General Motors Corp. 370442AT2 03/20/96 03/15/36* 19.874 VARIES 8.0787 0.119894 0.124737 23.22* Globe Holdings, Inc. 379432AA5 08/06/98 08/01/09 49.672 VARIES 14.2895 0.395895 0.396395 83.23 Globe Holdings, Inc. 379432AB3 08/06/98 08/01/09 49.672 VARIES 14.2895 0.395895 0.396395 83.23 Globe Holdings, Inc. 379432AC1 08/06/98 08/01/09 49.672 VARIES 14.2895 0.395895 0.396395 83.23 Globe Holdings, Inc. 379432AD9 08/06/98 08/01/09 49.672 VARIES 14.2895 0.395895 0.396395 83.23 Globe Holdings, Inc. 379432AE7 08/06/98 08/01/09 49.672 VARIES 14.2895 0.395895 0.396395 83.23 Globe Holdings, Inc. 379432AF4 08/06/98 08/01/09 49.672 VARIES 14.2895 0.395895 0.396395 83.23 Goldman Sachs Group,Inc. 38141GBV5 01/15/02 01/15/09 100.000 3.500 5.9499 0.196849 2.76 Goldman Sachs Group,Inc. 38141GBW3 02/01/02 02/01/12 100.000 0.000 6.6999 0.285633 0.295202 0.305091 0.315312 0.325875 107.47 114.79 Goldman Sachs Group,Inc. 38141GBY9 02/08/02 02/08/09 100.000 1.000 6.0499 0.234431 8.67 Goldman Sachs Group,Inc. 38141GBZ6 02/12/02 02/12/09 100.000 2.000 6.2499 0.231679 9.50 Goldman Sachs Group,Inc. 38141GCA0 03/08/02 03/08/09 100.000 2.000 6.4250 0.240965 16.14 Goldman Sachs Group,Inc. 38141GCB8 04/08/02 04/08/12 100.000 2.000 6.6499 0.253171 0.259742 0.266531 0.273546 0.280794 93.43 98.40 Goldman Sachs Group,Inc. 38141GCC6 04/10/02 04/10/12 100.000 2.500 6.7200 0.249577 0.255630 0.261885 0.268351 0.275035 91.93 96.51 Goldman Sachs Group,Inc. 38141GCD4 04/29/02 04/29/12 100.000 3.500 6.8099 0.239313 0.244151 0.249154 0.254327 0.259676 87.63 91.28 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38141GCE2 07/03/02 07/03/12 100.000 3.000 6.3397 0.218243 0.222519 0.226931 0.231483 0.236179 80.88 84.16 Goldman Sachs Group,Inc. 38141GCH5 08/27/02 08/27/09 100.000 0.000 5.1749 0.195317 0.200371 47.00 Goldman Sachs Group,Inc. 38141GCJ1 09/16/02 09/16/12 100.000 2.500 5.5999 0.189388 0.192746 0.196199 0.199748 0.203396 69.50 72.03 Goldman Sachs Group,Inc. 38141GCK8 10/28/02 10/28/12 100.000 3.000 5.7299 0.189765 0.192814 0.195951 0.199178 0.202496 69.25 71.54 Goldman Sachs Group,Inc. 38141GCT9 02/11/03 02/11/10 100.000 0.500 4.7499 0.166722 0.170352 0.174068 61.70 6.96 Goldman Sachs Group,Inc. 38141GCV4 02/28/03 02/28/13 100.000 0.000 5.1699 0.189105 0.190831 0.199009 0.200824 0.209430 70.56 74.25 Goldman Sachs Group,Inc. 38141GCW2 02/27/03 02/27/13 100.000 0.500 5.1499 0.184736 0.189135 0.193648 0.198276 0.203024 68.40 71.71 Goldman Sachs Group,Inc. 38141GCX0 03/05/03 03/05/13 100.000 0.000 5.0499 0.184551 0.189211 0.193988 0.198887 0.203909 68.37 71.87 Goldman Sachs Group,Inc. 38141GCZ5 04/21/03 04/18/13 100.000 0.000 5.1500 0.189138 0.194009 0.199005 0.204129 0.209385 69.69 73.32 Goldman Sachs Group,Inc. 38141GDC5 04/21/03 04/21/13 100.000 2.250 5.1500 0.169050 0.171793 0.174608 0.177495 0.180456 61.74 63.79 Goldman Sachs Group,Inc. 38141GDD3 05/09/03 05/09/10 100.000 2.500 4.1499 0.126895 0.128087 0.129304 46.02 16.55 Goldman Sachs Group,Inc. 38141GDF8 05/30/03 05/30/13 100.000 0.000 4.6300 0.165429 0.169259 0.173177 0.177186 0.181288 60.48 63.32 Goldman Sachs Group,Inc. 38141GDG6 06/11/03 06/11/13 100.000 3.000 4.2499 0.127091 0.128021 0.128970 0.129940 0.130930 45.96 46.64 Goldman Sachs Group,Inc. 38141GDH4 06/20/03 06/20/13 100.000 0.250 4.3500 0.151247 0.154385 0.157592 0.160869 0.164217 55.08 57.40 Goldman Sachs Group,Inc. 38141GDJ0 07/08/03 07/08/10 100.000 0.000 4.1500 0.141560 0.144497 0.147495 0.150556 52.52 28.13 Goldman Sachs Group,Inc. 38141GDL5 08/07/03 08/07/11 100.000 0.000 5.0600 0.180450 0.185016 0.189697 0.194496 0.199417 67.12 70.55 Goldman Sachs Group,Inc. 38141GDM3 08/04/03 08/04/10 100.000 0.000 5.0799 0.181340 0.185946 0.190669 0.195512 67.48 41.48 Goldman Sachs Group,Inc. 38141GDN1 08/25/03 08/25/10 100.000 1.000 4.8700 0.164517 0.167847 0.171257 0.174751 60.67 40.70 Goldman Sachs Group,Inc. 38141GDP6 08/28/03 08/28/10 100.000 1.500 4.9500 0.164043 0.167072 0.170175 0.173356 60.35 40.90 Goldman Sachs Group,Inc. 38141GDR2 01/21/04 04/06/10 100.000 0.000 3.9420 0.131600 0.134194 0.136839 48.29 13.00 Goldman Sachs Group,Inc. 38141GDS0 04/13/04 06/13/11 100.000 0.000 4.6749 0.161125 0.164891 0.168746 0.172690 0.176727 58.82 61.60 Goldman Sachs Group,Inc. 38141GDT8 04/16/04 04/16/09 100.000 0.250 4.0750 0.134344 14.11 Goldman Sachs Group,Inc. 38141GDW1 11/23/04 11/23/11 100.000 2.000 4.5999 0.142187 0.144180 0.146218 0.148303 0.150436 51.70 53.17 Goldman Sachs Group,Inc. 38141GDY7 01/11/05 01/11/12 100.000 1.000 4.7300 0.149808 0.152694 0.155648 0.158672 0.161768 55.44 57.62 Goldman Sachs Group,Inc. 38141GEB6 02/15/05 02/15/12 100.000 2.000 4.5499 0.138469 0.140355 0.142284 0.144257 0.146275 50.71 52.12 Goldman Sachs Group,Inc. 38141GEC4 06/29/05 06/29/12 100.000 1.000 4.6499 0.146864 0.149633 0.152466 0.155365 0.158332 53.38 55.42 Goldman Sachs Group,Inc. 38141GEH3 04/13/06 04/13/10 100.000 0.000 5.5399 0.176416 0.181303 0.186325 65.16 19.01 Goldman Sachs Group,Inc. 38141GEN0 06/28/06 06/28/11 100.000 0.125 5.8999 0.188988 0.194461 0.200095 0.205895 0.211867 69.05 73.11 Goldman Sachs Group,Inc. 38141GFS8 06/25/08 07/09/10 100.000 0.000 4.8989 0.136343 0.139682 0.143104 0.146609 50.85 27.53 Goldman Sachs Group,Inc. 38141GGH1 10/26/09 03/05/13 100.000 0.000 1.0049 0.027915 0.028015 0.028156 1.81 10.10 Goldman Sachs Group,Inc. 38141GGJ7 11/19/09 11/19/24 100.000 VARIES 5.8890 0.163584 0.159404 0.155101 6.87 57.78 Goldman Sachs Bank USA 3814262A2 11/04/09 11/06/14 100.000 0.000 3.0642 0.085119 0.085134 0.086438 0.087763 4.85 31.03 Goldman Sachs Bank USA 381426Z65 08/05/09 08/07/14 100.000 0.000 3.2499 0.090275 0.090292 0.091759 0.093250 13.18 33.20 Goldman Sachs Bank USA 381426Z73 09/09/09 09/09/14 100.000 0.000 3.0499 0.084721 0.086013 0.087325 9.49 31.02 Goldman Sachs Bank USA 381426Z81 10/05/09 10/07/14 100.000 0.000 3.1498 0.087495 0.087511 0.088889 0.090289 7.53 31.99 Goldman Sachs Bank USA 381426Z99 09/30/09 09/30/14 100.000 0.000 3.0503 0.084731 0.086023 0.087335 7.71 30.97 Goldman Sachs Group,Inc. 38143DAA7 09/03/09 09/09/14 100.000 0.000 3.1999 0.088889 0.088936 0.090359 0.091805 10.49 32.59 Goldman Sachs Group,Inc. 38143U457 04/16/04 10/16/11 100.000 0.000 4.7359 0.162400 0.166246 0.170183 0.174213 0.178338 59.74 62.60 Goldman Sachs Group,Inc. 38143U648 02/05/04 02/05/09 100.000 0.000 3.7999 0.125040 4.25 Goldman Sachs Group,Inc. 38143UAD3 03/09/04 03/09/09 100.000 2.000 3.3500 0.099103 6.74 Goldman Sachs Group,Inc. 38143UAE1 03/31/04 03/31/09 100.000 0.250 3.5000 0.112478 10.01 Goldman Sachs Group,Inc. 38143UAF8 04/08/04 04/08/09 100.000 1.250 3.9200 0.123046 11.94 Goldman Sachs Group,Inc. 38143UAG6 04/08/04 04/08/09 100.000 0.250 3.9199 0.128348 12.45 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38143UAH4 04/12/04 04/12/09 100.000 0.750 3.8700 0.123816 12.51 Goldman Sachs Group,Inc. 38143UAM3 06/11/04 06/11/09 100.000 0.000 4.8500 0.167145 26.74 Goldman Sachs Group,Inc. 38143UAN1 07/22/04 07/22/09 100.000 1.500 4.5000 0.141236 0.143477 28.79 Goldman Sachs Group,Inc. 38143UAQ4 09/10/04 09/10/11 100.000 VARIES 4.5701 0.137196 0.138605 0.140046 0.141426 0.142837 49.96 50.97 Goldman Sachs Group,Inc. 38143UAR2 09/01/04 09/01/09 100.000 1.000 4.0499 0.127238 0.129252 30.90 Goldman Sachs Group,Inc. 38143UAS0 09/10/04 09/10/12 100.000 0.500 4.7699 0.157113 0.160529 0.164026 0.167607 0.171273 57.94 60.50 Goldman Sachs Group,Inc. 38143UAU5 09/28/04 09/28/09 100.000 VARIES 3.9299 0.114275 0.113692 30.41 Goldman Sachs Group,Inc. 38143UAX9 10/08/04 10/08/11 100.000 1.500 4.5499 0.143093 0.145401 0.147761 0.150174 0.152643 52.32 54.03 Goldman Sachs Group,Inc. 38143UAZ4 12/15/04 12/15/09 120.000 0.000 4.0399 0.158031 0.161223 54.94 Goldman Sachs Group,Inc. 38143UBB6 03/16/05 03/16/12 100.000 1.000 5.0399 0.161357 0.164723 0.168174 0.171712 0.175339 59.41 61.93 Goldman Sachs Group,Inc. 38143UBC4 04/13/05 04/13/12 100.000 0.500 4.9999 0.162474 0.166189 0.169997 0.173899 0.177900 59.75 62.52 Goldman Sachs Group,Inc. 38143UBF7 08/18/05 08/18/11 100.000 0.000 4.8399 0.155185 0.158941 0.162787 0.166727 0.170761 57.55 60.37 Goldman Sachs Group,Inc. 38143UBH3 10/03/05 10/03/12 100.000 1.000 5.0999 0.160241 0.163619 0.167083 0.170635 0.174278 58.90 61.42 Goldman Sachs Group,Inc. 38143UBJ9 10/17/05 10/17/10 100.000 0.000 5.0229 0.161918 0.165985 0.170153 0.174427 59.63 49.43 Goldman Sachs Group,Inc. 38143UBN0 03/16/07 03/16/14 100.000 0.000 5.7599 0.174226 0.179244 0.184406 0.189717 0.195181 64.69 68.47 Goldman Sachs Group,Inc. 38143UBW0 07/09/07 07/09/10 100.000 0.000 5.4600 0.160061 0.164431 0.168920 0.173531 59.93 32.59 Goldman Sachs Group,Inc. 38143UCE9 10/03/07 10/03/10 100.000 0.000 5.0199 0.146532 0.150210 0.153980 0.157845 54.07 42.58 Goldman Sachs Group,Inc. 38143UCG4 10/09/07 10/13/15 100.000 0.000 5.8199 0.171323 0.176309 0.181439 0.186719 0.192153 63.36 67.10 Goldman Sachs Group,Inc. 38143UCK5 01/31/08 01/31/15 100.000 1.000 5.2500 0.148933 0.152114 0.155378 0.158727 0.162165 55.16 57.56 Goldman Sachs Group,Inc. 38143UCN9 04/11/08 09/11/15 100.000 3.000 5.7277 0.160911 0.163133 0.165418 0.167769 0.170187 58.82 60.50 Goldman Sachs Group,Inc. 38143UCT6 07/31/08 07/31/23 100.000 VARIES 6.1233 0.170094 0.168285 0.166421 0.166506 0.166593 60.35 59.95 Goldman Sachs Group,Inc. 38143UCX7 09/02/08 09/21/10 100.000 0.000 4.3870 0.122144 0.124823 0.127561 0.130359 45.00 33.67 Goldman Sachs Group,Inc. 38143UDB4 07/24/09 07/25/11 100.000 0.000 2.9229 0.081193 0.081201 0.082387 0.083592 12.75 29.82 Goldman Sachs Group,Inc. 38143UDK4 02/05/09 05/05/12 100.000 0.000 5.2977 0.147161 0.149110 0.153060 0.157114 0.161276 48.66 56.29 Goldman Sachs Group,Inc. 38143UDT5 07/24/09 07/25/11 100.000 0.000 2.9229 0.081193 0.081201 0.082387 0.083592 12.75 29.82 Goldman Sachs Group,Inc. 38143UEC1 07/29/09 07/29/24 100.000 VARIES 6.4990 0.180529 0.177821 0.175024 27.44 63.67 Goldman Sachs Group,Inc. 38143UED9 07/29/09 07/29/24 100.000 VARIES 6.8975 0.191599 0.187669 0.183603 29.12 67.05 Goldman Sachs Group,Inc. 38143UEF4 08/07/09 08/08/11 100.000 0.000 2.4971 0.069366 0.069371 0.070237 0.071114 9.99 25.38 Goldman Sachs Group,Inc. 38143UEH0 08/20/09 08/20/24 100.000 VARIES 6.8712 0.190869 0.190507 0.190134 25.00 68.55 Goldman Sachs Group,Inc. 38143UEJ6 08/25/09 08/25/11 100.000 0.000 2.6782 0.074395 0.075391 0.076401 9.37 27.21 Goldman Sachs Group,Inc. 38143UEK3 08/25/09 02/25/11 100.000 0.000 2.0848 0.057913 0.058516 0.059126 7.30 21.11 Goldman Sachs Group,Inc. 38143UEL1 08/28/09 12/12/12 100.000 0.000 3.4679 0.096331 0.097296 0.098983 0.100700 11.87 35.39 Goldman Sachs Group,Inc. 38143UEN7 09/17/09 10/03/11 100.000 0.000 2.3500 0.065279 0.065347 0.066115 0.066892 6.79 23.80 Goldman Sachs Group,Inc. 38143UEU1 10/29/09 10/29/24 100.000 VARIES 6.0484 0.168013 0.163643 0.159142 10.42 59.15 Goldman Sachs Group,Inc. 38143UEY3 10/30/09 10/30/14 100.000 1.000 3.9877 0.110771 0.112426 0.114114 6.76 40.38 Goldman Sachs Group,Inc. 38143UEZ0 10/29/09 10/29/16 100.000 1.000 4.6747 0.129853 0.132239 0.134681 8.05 47.48 Goldman Sachs Group,Inc. 38143UFM8 11/30/09 11/30/15 100.000 1.000 3.9589 0.109971 0.111598 0.113258 3.41 39.98 Goldman Sachs Group,Inc. 38143Y145 04/07/06 01/07/09 100.000 0.000 5.3774 0.168332 1.01 Goldman Sachs Group,Inc. 38143YAA1 03/07/05 03/07/11 100.000 0.000 4.6499 0.151713 0.155240 0.158849 0.162543 0.166322 56.07 58.70 Goldman Sachs Group,Inc. 38144P135 02/21/08 05/28/09 100.000 0.000 3.1999 0.091089 13.39 Goldman Sachs Group,Inc. 38144P218 02/05/08 05/05/09 100.000 0.000 3.7499 0.107114 13.28 Goldman Sachs Group,Inc. 38144P226 02/05/08 05/05/09 100.000 0.000 3.7499 0.107114 13.28 Goldman Sachs Group,Inc. 38144P267 02/11/08 05/11/09 100.000 0.000 3.4999 0.099789 12.97 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38144P275 02/11/08 05/11/09 100.000 0.000 3.4999 0.099789 12.97 Goldman Sachs Group,Inc. 38144P432 02/04/08 08/04/10 100.000 0.000 4.3500 0.123462 0.126147 0.128891 0.131694 45.73 27.96 Goldman Sachs Group,Inc. 38144U407 03/06/08 06/05/09 100.000 0.000 3.7299 0.106516 16.40 Goldman Sachs Group,Inc. 38144U779 03/14/08 06/15/09 100.000 0.000 3.7500 0.107127 17.57 Goldman Sachs Group,Inc. 38144U803 03/27/08 06/29/09 100.000 0.000 4.4999 0.129281 23.01 Goldman Sachs Group,Inc. 38145E220 04/23/08 07/23/09 100.000 0.000 3.9499 0.110806 0.112994 22.78 Goldman Sachs Group,Inc. 38145E402 04/02/08 04/09/09 100.000 0.000 3.5999 0.101870 9.98 Goldman Sachs Group,Inc. 38145E501 04/03/08 04/09/09 100.000 0.000 3.5500 0.100421 9.84 Goldman Sachs Group,Inc. 38145E667 08/01/08 02/02/10 100.000 0.000 4.1900 0.116403 0.118841 0.121331 43.08 3.76 Goldman Sachs Group,Inc. 38145E766 08/13/08 11/13/09 100.000 0.000 3.9113 0.109710 0.111855 34.62 Goldman Sachs Group,Inc. 38145E808 04/09/08 07/09/09 100.000 0.000 3.8999 0.109389 0.111522 20.95 Goldman Sachs Group,Inc. 38145K135 09/04/08 11/10/09 100.000 0.000 3.7620 0.105221 0.107201 32.87 Goldman Sachs Group,Inc. 38145K143 09/10/08 03/10/10 100.000 0.000 3.9160 0.108778 0.110908 0.113080 40.02 7.80 Goldman Sachs Group,Inc. 38145K192 09/17/08 01/19/10 100.000 0.000 3.7570 0.104362 0.105690 0.107676 38.35 1.94 Goldman Sachs Group,Inc. 38145K259 10/01/08 02/01/10 100.000 0.000 3.8600 0.107223 0.108603 0.110699 39.37 3.32 Goldman Sachs Group,Inc. 38145K267 10/06/08 01/06/10 100.000 0.000 4.1000 0.113889 0.115057 0.117415 41.83 .59 Goldman Sachs Group,Inc. 38145K648 02/09/09 05/10/10 100.000 0.000 4.4634 0.123984 0.125383 0.128181 40.39 16.54 Goldman Sachs Group,Inc. 38145K788 01/08/09 05/07/10 100.000 0.000 5.2200 0.145001 0.147503 0.151352 51.98 19.07 Goldman Sachs Group,Inc. 38145K853 01/02/09 01/04/11 100.000 0.000 5.6831 0.157866 0.157916 0.162403 0.167018 0.171764 57.49 60.95 Goldman Sachs Group,Inc. 38145T292 11/25/09 11/28/11 100.000 0.000 1.6731 0.046477 0.046484 0.046872 0.047265 1.67 16.83 Goldman Sachs Group,Inc. 38145T573 08/10/09 08/10/12 100.000 0.000 3.4194 0.094985 0.096609 0.098261 13.39 34.95 Goldman Sachs Group,Inc. 38145T656 09/03/09 09/04/12 100.000 0.000 3.3182 0.092172 0.092181 0.093711 0.095266 10.88 33.82 Goldman Sachs Group,Inc. 38145T854 07/31/09 07/31/12 100.000 0.000 3.6701 0.101948 0.103819 0.105724 15.39 37.61 Goldman Sachs Group,Inc. 38145T888 08/11/09 12/11/12 100.000 0.000 3.6196 0.100546 0.101760 0.103601 0.105476 14.10 37.04 Great Lakes Carbon Corp. 390559AC6 05/22/98 05/15/09 53.092 VARIES 13.1241 0.364562 48.85 Great Plains Energy,Inc. 391164803 05/18/09 06/15/42 100.000 VARIES 11.2196 0.308232 0.306836 0.310417 0.310712 0.314534 70.06 113.43 Great Plains Energy,Inc. 391164AA8 06/14/04 02/16/09 100.000 VARIES 5.0136 0.140046 6.30 Great Plains Energy,Inc. 391164AC4 05/18/09 06/15/42 100.000 VARIES 11.2196 0.308232 0.306836 0.310417 0.310712 0.314534 70.06 113.43 Griffon Corporation 398433AA0 07/18/03 07/18/23 100.000 VARIES 8.5003 0.300655 0.308711 0.317110 0.325865 0.334992 112.37 118.65 Griffon Corporation 398433AB8 07/18/03 07/18/23 100.000 VARIES 8.5003 0.300655 0.308711 0.317110 0.325865 0.334992 112.37 118.65 HCA Inc. 404119AY5 11/17/06 11/15/16 100.000 9.625 N/A 0.269092 0.282126 0.282170 0.282215 0.282263 99.82 101.59 HCA Inc. 404119AZ2 11/17/06 11/15/16 100.000 9.625 N/A 0.269092 0.282126 0.282170 0.282215 0.282263 99.82 101.59 HCA Inc. 404119BA6 11/17/06 11/15/16 100.000 9.625 N/A 0.269092 0.282126 0.282170 0.282215 0.282263 99.82 101.59 HSBC USA, Inc. 40428HCU4 07/27/06 01/27/10 100.000 0.000 5.4266 0.167778 0.172330 0.177006 62.64 4.60 HSBC USA, Inc. 4042EP842 08/29/08 02/26/10 100.000 0.000 3.2949 0.091528 0.093010 0.094543 33.59 5.20 HSBC USA, Inc. 4042K0A88 10/15/09 10/14/11 100.000 0.000 1.4462 0.040175 0.040464 0.040756 3.05 14.56 HSBC USA, Inc. 4042K0B53 10/22/09 10/21/11 100.000 0.000 1.5163 0.042120 0.042438 0.042759 2.91 15.27 HSBC USA, Inc. 4042K0C60 11/04/09 11/03/11 100.000 0.000 1.4560 0.040447 0.040740 0.041036 2.31 14.65 HSBC USA, Inc. 4042K0UD5 01/30/09 07/31/14 100.000 0.000 2.4845 0.067514 0.068639 0.068358 0.070355 0.070067 23.02 25.58 HSBC USA, Inc. 4042K0UX1 02/27/09 08/26/14 100.000 0.000 3.0323 0.084233 0.085503 0.086799 0.088116 25.77 31.34 HSBC USA, Inc. 4042K0VV4 03/31/09 09/30/14 100.000 0.000 3.3762 0.093785 0.095369 0.096978 0.098616 25.56 34.92 HSBC USA, Inc. 4042K0WU5 05/05/09 05/05/11 100.000 VARIES 1.9852 0.055147 0.054936 0.055006 0.055076 13.00 19.80 HSBC USA, Inc. 4042K0XJ9 06/12/09 06/12/13 100.000 0.000 3.7732 0.104812 0.106789 0.108804 0.110857 20.90 38.88 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ HSBC USA, Inc. 4042K0YF6 07/29/09 07/29/11 100.000 0.000 1.4379 0.039942 0.040229 0.040519 6.07 14.52 HSBC USA, Inc. 4042K0YZ2 09/10/09 09/09/11 100.000 0.000 1.1978 0.033275 0.033473 0.033673 3.69 12.06 John Hancock Life Ins Co 41013MBT6 10/29/02 04/15/15 50.000 0.000 5.6403 204.89 0.109140 0.112218 0.115383 0.118637 0.121982 40.32 42.63 Harrisburg, PA 414738NQ3 12/28/95 04/01/09 41.259 0.000 6.7889 570.99 0.182391 16.42 Harrisburg, PA 414738NR1 12/28/95 04/01/10 38.328 0.000 6.8391 536.22 0.171748 0.177621 0.183695 63.96 16.53 Harrisburg, PA 414738NS9 12/28/95 04/01/11 35.259 0.000 6.9490 505.06 0.162725 0.168379 0.174230 0.180283 0.186547 60.63 64.92 Harrisburg, PA 414738NT7 12/28/95 04/01/12 32.621 0.000 7.0092 473.30 0.152985 0.158346 0.163896 0.169640 0.175585 57.02 61.09 Harrisburg, PA 414738NU4 12/28/95 04/01/13 30.247 0.000 7.0491 442.60 0.143365 0.148419 0.153650 0.159065 0.164672 53.45 57.28 Harrisburg, PA 414738NV2 12/28/95 04/01/14 27.925 0.000 7.1092 413.83 0.134480 0.139260 0.144210 0.149336 0.154645 50.15 53.78 Harrisburg, PA 414738NW0 12/28/95 04/01/15 25.992 0.000 7.1193 386.01 0.125504 0.129972 0.134598 0.139390 0.144352 46.80 50.20 Harrisburg, PA 414738NX8 12/28/95 04/01/16 24.047 0.000 7.1593 360.13 0.117342 0.121542 0.125893 0.130399 0.135067 43.77 46.96 Harrisburg, PA 414738NY6 12/28/95 04/01/17 22.322 0.000 7.1792 335.70 0.109497 0.113427 0.117499 0.121717 0.126086 40.85 43.83 Harrisburg, PA 414738NZ3 12/28/95 04/01/18 20.535 0.000 7.2393 312.72 0.102328 0.106032 0.109870 0.113847 0.117968 38.18 41.00 Harrisburg, PA 414738PA6 12/28/95 04/01/19 19.125 0.000 7.2394 291.25 0.095304 0.098754 0.102328 0.106032 0.109871 35.56 38.18 Town of Harrison, NJ 415342KR4 01/09/07 06/01/09 88.217 0.000 5.3025 96.31 0.143490 21.52 Town of Harrison, NJ 415342KS2 01/09/07 06/01/10 83.578 0.000 5.3535 92.15 0.137379 0.141056 0.144832 50.34 21.72 Town of Harrison, NJ 415342KY9 01/09/07 06/01/09 88.217 0.000 5.3025 96.31 0.143490 21.52 Town of Harrison, NJ 415342KZ6 01/09/07 06/01/10 83.578 0.000 5.3535 92.15 0.137379 0.141056 0.144832 50.34 21.72 Hartford Life Insurance 41659LAS0 08/16/07 08/16/17 100.000 0.000 5.7021 0.167553 0.172330 0.177243 0.182296 0.187494 62.49 66.10 Hartford Life Insurance 4165X2AA4 12/22/06 12/22/11 100.000 0.000 4.8221 0.147341 0.150893 0.154531 0.158257 0.162073 53.75 56.37 Hartford Life Insurance 4165X2AB2 12/22/06 12/22/11 100.000 2.000 4.8220 0.141785 0.143864 0.145993 0.148173 0.150406 51.45 52.99 Hartford Life Insurance 4165X2AC0 01/23/07 01/23/13 100.000 0.000 4.9060 0.146556 0.150151 0.153834 0.157607 0.161474 54.56 57.27 Hartford Life Insurance 4165X2AE6 02/06/07 02/06/13 100.000 0.000 4.9496 0.147953 0.151614 0.155367 0.159212 0.163152 55.00 57.75 Hartford Life Insurance 4165X2AG1 02/20/07 02/20/13 100.000 0.000 4.8472 0.144674 0.148180 0.151772 0.155450 0.159217 53.64 56.28 Hartford Life Insurance 4165X2AJ5 03/05/07 03/05/13 100.000 0.000 4.6977 0.139908 0.143194 0.146557 0.150000 0.153523 51.73 54.19 Hartford Life Insurance 4165X2AL0 03/06/07 09/20/12 100.000 0.000 4.6360 0.138193 0.141396 0.144674 0.148028 0.151459 50.98 53.37 Hartford Life Insurance 4165X2AM8 03/19/07 03/19/13 100.000 0.000 4.8023 0.143240 0.146680 0.150202 0.153808 0.157501 52.90 55.47 Hartford Life Insurance 4165X2AP1 04/23/07 04/23/14 100.000 0.000 4.5737 0.135965 0.139074 0.142254 0.145507 0.148835 49.93 52.24 Hartford Life Insurance 4165X2AQ9 04/23/07 04/23/12 100.000 0.000 4.5578 0.135461 0.138548 0.141705 0.144934 0.148237 49.75 52.04 Hartford Life Insurance 4165X2AR7 05/07/07 05/07/13 100.000 0.000 4.6205 0.137452 0.140627 0.143876 0.147200 0.150601 50.40 52.76 Hartford Life Insurance 4165X2AT3 06/11/07 06/11/14 100.000 0.000 5.0297 0.150525 0.154310 0.158191 0.162169 0.166247 55.02 57.83 Hartford Life Insurance 4165X2AU0 07/02/07 07/02/14 100.000 0.000 5.2090 0.152331 0.156299 0.160369 0.164546 0.168832 56.99 60.00 Hartford Life Insurance 4165X2AV8 07/23/07 07/23/14 100.000 0.000 5.1914 0.151790 0.155730 0.159773 0.163920 0.168175 56.61 59.59 Hartford Life Insurance 4165X2AW6 08/13/07 08/13/14 100.000 0.000 5.1603 0.150837 0.154729 0.158721 0.162816 0.167017 56.09 59.02 Hartford Life Insurance 4165X2AX4 09/04/07 09/04/14 100.000 0.000 5.1515 0.150566 0.154444 0.158422 0.162503 0.166689 55.82 58.73 Hartford Life Insurance 4165X2AZ9 10/29/07 10/29/12 100.000 0.000 4.3252 0.125399 0.128111 0.130881 0.133712 0.136603 45.97 47.98 Hartford Life Insurance 4165X2BA3 11/19/07 11/19/12 100.000 0.000 4.3476 0.126077 0.128817 0.131618 0.134479 0.137402 46.11 48.14 Hartford Life Insurance 4165X2BB1 12/10/07 12/10/12 100.000 0.000 4.1902 0.121324 0.123866 0.126461 0.129110 0.131815 44.24 46.12 Hartford Life Insurance 4165X2BD7 01/30/08 01/30/13 100.000 0.000 3.6931 0.104481 0.106410 0.108375 0.110376 0.112414 38.55 39.99 Hartford Life Insurance 4165X2BG0 06/04/08 06/04/10 100.000 0.000 3.1889 0.089993 0.091428 0.092886 32.73 14.21 Hartford Life Insurance 4165X2BH8 07/02/08 06/25/13 100.000 0.000 4.4925 0.127487 0.130350 0.133278 0.136272 0.139333 46.45 48.56 Hartford Life Insurance 4165X2BJ4 07/09/08 07/09/15 100.000 0.000 4.1028 0.113967 0.116305 0.118691 0.121126 0.123611 42.26 44.01 Hartford Life Insurance 4165X2BK1 07/24/08 01/15/13 100.000 0.000 4.5364 0.126013 0.128728 0.131648 0.134634 0.137688 46.79 48.93 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Hartford Life Insurance 41660A201 09/10/08 03/03/10 100.000 0.000 2.5347 0.070410 0.071268 0.072171 25.71 4.47 Hasbro, Inc. 418056AM9 11/30/01 12/01/21 100.000 VARIES 8.2395 0.344212 0.355157 0.366554 0.378420 0.390774 126.56 134.82 Hasbro, Inc. 418056AN7 11/30/01 12/01/21 100.000 VARIES 8.2395 0.344212 0.355157 0.366554 0.378420 0.390774 126.56 134.82 Headwaters, Inc. 42210PAA0 06/01/04 06/01/16 100.000 VARIES 7.9999 0.282484 0.290589 0.299018 0.307785 0.316902 103.65 109.76 Headwaters, Inc. 42210PAB8 06/01/04 06/01/16 100.000 VARIES 7.9999 0.282484 0.290589 0.299018 0.307785 0.316902 103.65 109.76 City of Hoboken 434110QH8 08/28/03 04/01/27 19.107 0.000 7.1397 86.93 0.054168 0.056102 0.058104 0.060179 0.062327 20.20 21.67 City of Hoboken 434110QJ4 08/28/03 04/01/28 17.813 0.000 7.1396 81.04 0.050498 0.052301 0.054168 0.056102 0.058105 18.83 20.20 City of Hoboken 434110QK1 08/28/03 04/01/29 16.606 0.000 7.1397 75.55 0.047077 0.048758 0.050498 0.052301 0.054168 17.56 18.83 City of Hoboken 434110QL9 08/28/03 04/01/30 15.481 0.000 7.1397 70.43 0.043888 0.045454 0.047077 0.048758 0.050498 16.37 17.56 City of Hoboken 434110QM7 08/28/03 04/01/31 14.432 0.000 7.1397 65.66 0.040914 0.042375 0.043888 0.045454 0.047077 15.26 16.37 City of Hoboken 434110QN5 08/28/03 04/01/32 13.454 0.000 7.1398 61.21 0.038142 0.039504 0.040914 0.042375 0.043887 14.23 15.26 City of Hoboken 434110QP0 08/28/03 04/01/33 12.543 0.000 7.1396 57.06 0.035559 0.036828 0.038143 0.039504 0.040914 13.26 14.23 Hologic, Inc. 436440AA9 12/10/07 12/15/37 100.000 VARIES 9.1269 0.269286 0.277543 0.289296 0.298351 0.311173 100.14 107.62 Host Marriott Corp. 441079209 12/02/96 12/02/26 100.000 6.750 6.7499 0.187500 0.187500 0.187500 0.187500 0.187500 67.50 67.50 Host Marriott Corp. 441079308 12/02/96 12/02/26 100.000 6.750 6.7499 0.187500 0.187500 0.187500 0.187500 0.187500 67.50 67.50 Hovnanian Enterprises 442488BD3 12/03/08 05/01/17 62.974 18.000 30.4024 .89 0.031823 0.035801 0.041243 0.047512 0.054735 12.74 16.79 Hovnanian Enterprises 442488BE1 12/03/08 05/01/17 62.974 18.000 30.4024 .89 0.031823 0.035801 0.041243 0.047512 0.054735 12.74 16.79 Hovnanian Enterprises 442488BF8 10/20/09 10/15/16 98.208 10.625 10.9992 0.004920 0.005183 0.005468 .35 1.86 Hovnanian Enterprises 442488BG6 10/20/09 10/15/16 98.208 10.625 10.9992 0.004920 0.005183 0.005468 .35 1.86 Hovnanian Enterprises 442488BH4 10/20/09 10/15/16 98.208 10.625 10.9992 0.004920 0.005183 0.005468 .35 1.86 Insignia Financing I 45766X304 11/01/96 09/30/16 100.000 6.500 6.4999 0.178571 0.177596 0.178571 0.177596 0.178571 65.00 65.00 Intrmedia Commun Inc 458801BA4 02/24/99 03/01/09 55.057 VARIES 12.2493 0.340261 20.42 Intl Bnk for Reconstr 459056GJ0 03/06/85 02/15/09 6.955 0.000 11.4464 917.21 0.294206 13.24 Intl Bnk for Reconstr 459056GK7 03/06/85 08/15/09 6.732 0.000 11.3467 866.57 0.276116 0.296617 66.11 Intl Bnk for Reconstr 459056GL5 03/06/85 02/15/10 6.446 0.000 11.2968 819.75 0.260328 0.279591 0.290568 102.71 13.08 Intl Bnk for Reconstr 459056GM3 03/06/85 08/15/10 6.175 0.000 11.2470 775.83 0.245555 0.263663 0.273950 0.294151 96.85 65.57 Intl Bnk for Reconstr 459056GN1 03/06/85 02/15/11 5.992 0.000 11.1468 734.66 0.230957 0.247871 0.257419 0.276271 0.286913 91.04 101.47 Intl Bnk for Reconstr 459056GP6 03/06/85 08/15/11 5.676 0.000 11.1466 695.88 0.218761 0.234782 0.243825 0.261681 0.271761 86.23 96.11 Intl Bnk for Reconstr 459056GQ4 03/06/85 02/15/12 5.445 0.000 11.0969 659.50 0.206629 0.221709 0.230195 0.246994 0.256448 81.42 90.71 Intl Bnk for Reconstr 459056GR2 03/06/85 08/15/12 5.159 0.000 11.0967 624.83 0.195765 0.210052 0.218092 0.234008 0.242964 77.14 85.94 Intl Bnk for Reconstr 459056GS0 03/06/85 02/15/13 5.019 0.000 10.9967 593.18 0.184589 0.197966 0.205445 0.220334 0.228659 72.70 80.91 Intl Bnk for Reconstr 459056GT8 03/06/85 08/15/13 4.757 0.000 10.9970 562.26 0.174971 0.187651 0.194741 0.208854 0.216746 68.91 76.69 Intl Bnk for Reconstr 459056GU5 03/06/85 02/15/14 4.634 0.000 10.8975 534.51 0.165205 0.177094 0.183699 0.196919 0.204263 65.02 72.30 Intl Bnk for Reconstr 459056GV3 03/06/85 08/15/14 4.395 0.000 10.8971 506.89 0.156667 0.167941 0.174204 0.186740 0.193704 61.66 68.56 Intl Bnk for Reconstr 459056GW1 03/06/85 02/15/15 4.349 0.000 10.7474 483.45 0.147890 0.158420 0.164211 0.175903 0.182334 58.15 64.57 Intl Bnk for Reconstr 459056HY6 01/07/86 02/15/16 5.299 0.000 9.9989 446.23 0.130707 0.139517 0.144103 0.153815 0.158872 51.16 56.41 Intl Bnk for Reconstr 459056JG3 01/07/86 02/15/09 9.297 0.000 10.5486 894.78 0.272286 12.25 Intl Bnk for Reconstr 459056JH1 01/07/86 02/15/10 8.388 0.000 10.5490 807.37 0.245694 0.262940 0.272295 96.50 12.25 Intl Bnk for Reconstr 459056JJ7 01/07/86 02/15/11 7.569 0.000 10.5487 728.49 0.221687 0.237247 0.245689 0.262934 0.272289 87.07 96.50 Intl Bnk for Reconstr 459056JK4 01/07/86 02/15/12 6.915 0.000 10.4986 657.55 0.199411 0.213358 0.220896 0.236345 0.244696 78.30 86.73 Intl Bnk for Reconstr 459056JL2 01/07/86 02/15/13 6.323 0.000 10.4488 594.07 0.179544 0.192056 0.198795 0.212648 0.220109 70.47 78.03 Intl Bnk for Reconstr 459056JM0 01/07/86 02/15/14 5.865 0.000 10.3490 537.89 0.161450 0.172618 0.178590 0.190945 0.197551 63.33 70.06 Intl Bnk for Reconstr 459056JN8 01/07/86 02/15/15 5.604 0.000 10.1490 489.55 0.144914 0.154792 0.159995 0.170900 0.176645 56.78 62.69 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Intl Fin Corp 45950K209 12/08/03 12/08/10 100.000 0.000 3.9408 0.133053 0.135675 0.138348 0.141074 48.49 47.11 International Game Tech 459902AN2 12/20/06 12/15/36 98.625 VARIES 6.5404 0.193766 0.197740 0.201845 0.206084 0.210461 70.60 73.57 International Game Tech 459902AP7 12/20/06 12/15/36 98.625 VARIES 6.5404 0.193766 0.197740 0.201845 0.206084 0.210461 70.60 73.57 Irvington Township, NJ 464080JN1 12/21/06 07/15/11 79.066 0.000 5.2093 86.96 0.124016 0.127246 0.130561 0.133962 0.137451 46.31 48.76 Irvington Township, NJ 464080JP6 12/21/06 07/15/12 75.184 0.000 5.1894 82.36 0.117440 0.120487 0.123614 0.126821 0.130112 43.85 46.16 Irvington Township, NJ 464080JQ4 12/21/06 07/15/13 71.337 0.000 5.2095 78.46 0.111899 0.114813 0.117804 0.120872 0.124021 41.79 43.99 Irvington Township, NJ 464080JR2 12/21/06 07/15/14 67.412 0.000 5.2795 75.18 0.107278 0.110109 0.113016 0.115999 0.119062 40.08 42.23 Irvington Township, NJ 464080JS0 12/21/06 07/15/15 63.882 0.000 5.2996 71.53 0.102078 0.104782 0.107559 0.110409 0.113335 38.14 40.19 Irvington Township, NJ 464080JT8 12/21/06 07/15/16 60.176 0.000 5.3796 68.44 0.097727 0.100356 0.103055 0.105827 0.108674 36.54 38.53 Irvington Township, NJ 464080JU5 12/21/06 07/15/17 56.947 0.000 5.3997 65.02 0.092857 0.095364 0.097938 0.100583 0.103298 34.72 36.62 Irvington Township, NJ 464080JV3 12/21/06 07/15/18 53.750 0.000 5.4396 61.84 0.088345 0.090748 0.093216 0.095752 0.098356 33.05 34.87 Irvington Township, NJ 464080JY7 12/21/06 07/15/10 83.153 0.000 5.2389 91.99 0.131226 0.134663 0.138191 0.141811 49.02 27.46 Itron Inc. 465741AJ5 08/04/06 08/01/26 100.000 VARIES 7.3789 0.226011 0.231788 0.237777 0.243988 0.250428 84.17 88.62 Ivax Corporation 465823AH5 03/03/04 03/01/24 100.000 VARIES 7.0001 0.249815 0.257100 0.264640 0.272444 0.280522 93.02 98.58 Ivax Corporation 465823AJ1 03/03/04 03/01/24 100.000 VARIES 7.0001 0.249815 0.257100 0.264640 0.272444 0.280522 93.02 98.58 Ivax Corporation 465823AK8 12/22/04 12/15/24 98.500 VARIES 5.7510 0.184009 0.187803 0.191705 0.195720 0.199850 67.05 69.87 Ivax Corporation 465823AL6 03/03/04 03/01/24 100.000 VARIES 7.0001 0.249815 0.257100 0.264640 0.272444 0.280522 93.02 98.58 Ivax Corporation 465823AM4 03/03/04 03/01/24 100.000 VARIES 7.0001 0.249815 0.257100 0.264640 0.272444 0.280522 93.02 98.58 Ivax Corporation 465823AN2 12/22/04 12/15/24 98.500 VARIES 5.7510 0.184009 0.187803 0.191705 0.195720 0.199850 67.05 69.87 Ivax Corporation 465823AP7 05/09/05 05/15/25 100.000 VARIES 6.9833 0.235569 0.242339 0.249346 0.256598 0.264102 86.66 91.75 Ivax Corporation 465823AQ5 05/09/05 05/15/25 100.000 VARIES 6.9833 0.235569 0.242339 0.249346 0.256598 0.264102 86.66 91.75 JDS Uniphase Corporation 46612JAA9 10/31/03 11/15/10 98.000 0.000 0.2871 14.64 0.007930 0.007941 0.007952 0.007964 2.86 2.50 JDS Uniphase Corporation 46612JAB7 10/31/03 11/15/10 98.000 0.000 0.2871 14.64 0.007930 0.007941 0.007952 0.007964 2.86 2.50 JP Morgan Chase & Co. 46623EBY4 11/01/04 11/01/11 100.000 VARIES 4.4004 0.122228 0.122233 0.122253 0.122193 0.122131 44.00 43.99 JP Morgan Chase & Co. 46625H563 10/31/08 10/31/13 100.000 0.000 7.5853 0.210705 0.218696 0.226990 0.235600 0.244535 78.29 84.34 JP Morgan Chase & Co. 46625H647 07/31/08 07/31/13 100.000 0.000 5.9091 0.164143 0.168992 0.173985 0.179126 0.184418 61.45 65.14 JP Morgan Chase & Co. 46625HBB5 12/17/03 01/21/09 100.000 0.000 3.8081 0.125803 2.52 JP Morgan Chase & Co. 46625HBG4 03/31/04 03/31/09 100.000 0.000 3.3591 0.108402 9.65 JP Morgan Chase & Co. 46625HBT6 06/25/04 07/07/09 100.000 0.000 4.7504 0.159470 0.163258 30.34 JP Morgan Chase & Co. 46625HBU3 09/21/04 09/21/09 100.000 0.000 4.0042 0.130345 0.132955 34.36 JP Morgan Chase & Co. 46625HBW9 09/30/04 09/30/10 100.000 0.000 4.1218 0.134792 0.137569 0.140405 0.143298 49.54 38.29 JP Morgan Chase & Co. 46625HBZ2 10/29/04 10/29/10 100.000 0.000 4.1314 0.135156 0.137948 0.140797 0.143706 49.51 42.48 JP Morgan Chase & Co. 46625HCB4 01/31/05 01/29/10 100.000 VARIES 4.2977 0.118046 0.118421 0.118897 42.69 3.33 JP Morgan Chase & Co. 46625HCF5 03/23/05 03/22/12 100.000 0.000 4.9619 0.163605 0.167664 0.171824 0.176087 0.180456 60.44 63.48 JP Morgan Chase & Co. 46625HCJ7 04/27/05 04/27/10 100.000 0.000 4.5824 0.149165 0.152582 0.156078 54.76 18.11 JP Morgan Chase & Co. 46625HCL2 05/31/05 05/31/12 100.000 0.000 4.6009 0.149861 0.153308 0.156835 0.160443 0.164134 54.79 57.34 JP Morgan Chase & Co. 46625HCQ1 06/22/05 06/22/11 100.000 0.000 4.6504 0.151731 0.155260 0.158870 0.162564 0.166344 55.32 57.93 JP Morgan Chase & Co. 46625HCZ1 09/26/05 09/24/10 100.000 0.000 4.5627 0.145075 0.148385 0.151770 0.155233 53.47 40.54 JP Morgan Chase & Co. 46625HDP2 11/29/05 11/29/11 100.000 0.000 5.1216 0.165577 0.169817 0.174166 0.178626 0.183200 60.65 63.79 JP Morgan Chase & Co. 46625HFT2 04/28/06 04/28/11 100.000 0.000 5.6132 0.179069 0.184095 0.189262 0.194574 0.200035 66.01 69.77 JP Morgan Chase & Co. 46625HFU9 04/26/06 04/26/13 100.000 0.000 5.6025 0.178679 0.183685 0.188830 0.194120 0.199558 65.89 69.63 JP Morgan Chase & Co. 46625HGC8 05/31/06 05/28/10 100.000 0.000 5.5328 0.176107 0.180979 0.185985 64.60 27.34 JP Morgan Chase & Co. 4662A0NW7 08/08/05 09/03/10 100.000 0.000 4.7413 0.152085 0.155690 0.159381 0.163160 56.26 39.25 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Community HS DS #165, IL 466484EV0 06/28/07 12/01/11 78.317 0.000 5.5991 68.11 0.131787 0.135476 0.139269 0.143168 0.147176 48.33 51.08 Community HS DS #165, IL 466484EW8 06/28/07 12/01/12 74.109 0.000 5.5992 64.45 0.124708 0.128199 0.131789 0.135478 0.139271 45.74 48.33 Community HS DS #165, IL 466484EX6 06/28/07 12/01/13 69.690 0.000 5.6993 61.73 0.119535 0.122941 0.126445 0.130048 0.133754 43.85 46.39 Community HS DS #165, IL 466484EY4 06/28/07 12/01/14 65.644 0.000 5.7494 58.67 0.113663 0.116930 0.120292 0.123750 0.127307 41.71 44.14 Community HS DS #165, IL 466484EZ1 06/28/07 12/01/15 61.520 0.000 5.8495 55.97 0.108528 0.111702 0.114969 0.118332 0.121793 39.83 42.20 Community HS DS #165, IL 466484FA5 06/28/07 12/01/16 57.808 0.000 5.8995 53.06 0.102922 0.105958 0.109084 0.112302 0.115614 37.78 40.05 Community HS DS #165, IL 466484FB3 06/28/07 12/01/17 53.993 0.000 5.9995 50.42 0.097896 0.100833 0.103857 0.106973 0.110182 35.95 38.14 Community HS DS #165, IL 466484FC1 06/28/07 12/01/18 50.612 0.000 6.0496 47.67 0.092596 0.095396 0.098282 0.101255 0.104318 34.01 36.10 Community HS DS #165, IL 466484FD9 06/28/07 12/01/19 47.112 0.000 6.1496 45.13 0.087739 0.090437 0.093217 0.096084 0.099038 32.24 34.25 Community HS DS #165, IL 466484FE7 06/28/07 12/01/20 44.055 0.000 6.1997 42.56 0.082771 0.085336 0.087982 0.090709 0.093521 30.42 32.33 Community HS DS #165, IL 466484FF4 06/28/07 12/01/21 41.157 0.000 6.2496 40.09 0.078003 0.080440 0.082954 0.085546 0.088219 28.67 30.49 Community HS DS #165, IL 466484FG2 06/28/07 12/01/22 38.700 0.000 6.2497 37.70 0.073347 0.075639 0.078003 0.080440 0.082954 26.96 28.67 Community HS DS #165, IL 466484FH0 06/28/07 12/01/23 36.102 0.000 6.2996 35.46 0.069018 0.071191 0.073434 0.075747 0.078133 25.37 26.99 Community HS DS #165, IL 466484FJ6 06/28/07 12/01/24 33.931 0.000 6.2996 33.32 0.064867 0.066910 0.069017 0.071191 0.073434 23.84 25.37 Community HS DS #165, IL 466484FK3 06/28/07 12/01/25 31.890 0.000 6.2997 31.32 0.060966 0.062886 0.064867 0.066910 0.069018 22.41 23.84 Community HS DS #165, IL 466484FL1 06/28/07 12/01/26 29.691 0.000 6.3497 29.40 0.057252 0.059070 0.060945 0.062880 0.064877 21.05 22.41 Community HS DS #165, IL 466484FM9 06/28/07 06/15/27 28.707 0.000 6.3499 28.41 0.055490 0.057252 0.059070 0.060945 0.062880 20.35 21.66 Jackson, TN 468826GP1 07/09/98 07/01/12 40.347 0.000 6.5999 393.24 0.146062 0.150882 0.155861 0.161004 53.45 57.04 Community College 521,IL 474070GA1 11/30/07 12/01/09 103.928 VARIES 4.6992 0.132867 0.131714 43.64 Community College 521,IL 474070GB9 11/30/07 12/01/10 105.367 VARIES 4.7158 0.135408 0.134344 0.133254 0.132139 48.49 43.77 Community College 521,IL 474070GC7 11/30/07 12/01/11 106.275 VARIES 4.8730 0.141440 0.140487 0.139511 0.138510 0.137486 50.69 49.98 Community College 521,IL 474070GD5 11/30/07 12/01/12 106.872 VARIES 4.9279 0.144123 0.143294 0.142444 0.141573 0.140681 51.68 51.07 Community College 521,IL 474070GE3 11/30/07 12/01/13 107.171 VARIES 5.0310 0.147811 0.147092 0.146355 0.145599 0.144825 53.04 52.51 Community College 521,IL 474070GF0 11/30/07 12/01/14 105.427 VARIES 5.1337 0.148915 0.148460 0.147992 0.147513 0.147021 53.50 53.16 Josephine County, OR 480890AA0 10/30/01 06/01/17 36.621 0.000 6.5496 215.17 0.105198 0.108643 0.112201 0.115876 0.119670 38.70 41.28 Josephine County, OR 480890AB8 10/30/01 06/01/18 33.518 0.000 6.6996 202.51 0.099510 0.102843 0.106288 0.109849 0.113528 36.63 39.12 Josephine County, OR 480890AJ1 10/30/01 06/01/09 65.529 0.000 5.6493 321.82 0.152614 22.89 Josephine County, OR 480890AK8 10/30/01 06/01/10 61.462 0.000 5.7494 308.27 0.146689 0.150906 0.155245 53.82 23.29 Josephine County, OR 480890AL6 10/30/01 06/01/11 57.805 0.000 5.7994 292.96 0.139642 0.143691 0.147857 0.152145 0.156557 51.25 54.26 Josephine County, OR 480890AM4 10/30/01 06/01/12 54.034 0.000 5.8995 279.54 0.133702 0.137646 0.141706 0.145886 0.150189 49.08 52.02 Josephine County, OR 480890AN2 10/30/01 06/01/13 50.411 0.000 5.9995 266.15 0.127730 0.131561 0.135508 0.139573 0.143760 46.91 49.76 Josephine County, OR 480890AP7 10/30/01 06/01/14 46.941 0.000 6.0994 252.84 0.121752 0.125465 0.129291 0.133234 0.137297 44.73 47.49 Josephine County, OR 480890AQ5 10/30/01 06/01/15 43.624 0.000 6.1996 239.66 0.115800 0.119390 0.123091 0.126906 0.130840 42.55 45.23 Josephine County, OR 480890AR3 10/30/01 06/01/16 40.464 0.000 6.2995 226.68 0.109896 0.113358 0.116928 0.120611 0.124410 40.40 42.98 Jostens Holding Corp. 481086AA4 12/02/03 12/01/13 60.682 VARIES 10.2499 0.284721 0.284721 0.284721 0.284721 0.284721 102.50 102.50 Jostens Holding Corp. 481086AB2 12/02/03 12/01/13 60.682 VARIES 10.2499 0.284721 0.284721 0.284721 0.284721 0.284721 102.50 102.50 Jostens Holding Corp. 481086AC0 12/02/03 12/01/13 60.682 VARIES 10.2499 0.284721 0.284721 0.284721 0.284721 0.284721 102.50 102.50 JP Morgan Chase & Co. 48121CN51 06/30/08 12/31/09 100.000 0.000 3.9700 0.111846 0.112206 40.78 JP Morgan Chase & Co. 48121CP26 06/30/08 12/31/09 100.000 0.000 3.9700 0.111846 0.112206 40.78 JP Morgan Chase & Co. 48121CU20 09/30/08 03/31/10 100.000 0.000 3.9571 0.108714 0.110259 0.113058 40.37 10.06 JP Morgan Chase & Co. 48121CU61 10/31/08 04/30/10 100.000 0.000 4.1358 0.114251 0.114712 0.119025 42.08 14.16 JP Morgan Chase & Co. 48121CU95 10/31/08 04/29/11 100.000 0.000 5.5425 0.152268 0.155587 0.160777 0.164330 0.169812 56.73 59.91 JP Morgan Chase & Co. 48121CV29 10/31/08 04/29/11 100.000 0.000 5.5425 0.152268 0.155587 0.160777 0.164330 0.169812 56.73 59.91 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48121CV37 10/31/08 01/29/10 100.000 0.000 3.7897 0.102983 0.105660 0.105907 38.53 2.97 JP Morgan Chase & Co. 48121CV45 10/31/08 01/29/10 100.000 0.000 3.7897 0.102983 0.105660 0.105907 38.53 2.97 JP Morgan Chase & Co. 48121CV52 10/31/08 10/29/10 100.000 0.000 4.8229 0.132499 0.134917 0.138930 0.141503 49.22 42.29 JP Morgan Chase & Co. 48121CV60 10/31/08 10/29/10 100.000 0.000 4.8229 0.132499 0.134917 0.138930 0.141503 49.22 42.29 JP Morgan Chase & Co. 48121CV94 10/31/08 10/31/13 100.000 0.000 7.5164 0.207637 0.211928 0.223537 0.228156 0.240655 77.56 83.50 JP Morgan Chase & Co. 48123J2D0 09/19/07 09/19/12 100.000 0.000 5.3736 0.157398 0.161627 0.165969 0.170429 0.175008 58.30 61.47 JP Morgan Chase & Co. 48123J2E8 09/19/07 09/19/12 100.000 0.000 5.3736 0.157398 0.161627 0.165969 0.170429 0.175008 58.30 61.47 JP Morgan Chase & Co. 48123J3H0 08/22/07 08/19/10 100.000 0.000 5.2448 0.153365 0.157387 0.161514 0.165750 57.01 37.59 JP Morgan Chase & Co. 48123J3L1 08/27/07 08/27/12 100.000 0.000 5.6034 0.164496 0.169105 0.173843 0.178713 0.183720 61.21 64.68 JP Morgan Chase & Co. 48123J3M9 09/19/07 03/19/09 100.000 0.000 5.0202 0.146540 11.43 JP Morgan Chase & Co. 48123J3N7 09/19/07 03/19/13 100.000 0.000 5.4833 0.160781 0.165190 0.169718 0.174372 0.179152 59.59 62.90 JP Morgan Chase & Co. 48123J4P1 09/28/07 03/28/13 100.000 0.000 5.4134 0.158624 0.162917 0.167327 0.171856 0.176508 58.69 61.91 JP Morgan Chase & Co. 48123J4Q9 09/28/07 09/28/12 100.000 0.000 5.3437 0.156475 0.160655 0.164948 0.169355 0.173880 57.87 61.01 JP Morgan Chase & Co. 48123JA25 07/20/07 07/20/11 100.000 0.000 5.6219 0.165068 0.169708 0.174478 0.179383 0.184425 61.77 65.30 JP Morgan Chase & Co. 48123JBA6 06/30/06 06/28/11 100.000 0.000 5.8597 0.187994 0.193502 0.199171 0.205006 0.211013 68.70 72.79 JP Morgan Chase & Co. 48123JBH1 06/30/06 06/30/09 100.000 0.000 5.7900 0.185504 33.21 JP Morgan Chase & Co. 48123JDG1 08/31/06 02/26/10 100.000 0.000 5.3940 0.166568 0.171060 0.175674 61.91 9.66 JP Morgan Chase & Co. 48123JDR7 08/31/06 08/28/09 100.000 0.000 5.3334 0.164551 0.168939 39.79 JP Morgan Chase & Co. 48123JEW5 09/29/06 09/30/09 100.000 0.000 5.0954 0.156546 0.160534 42.83 JP Morgan Chase & Co. 48123JEX3 09/29/06 03/31/10 100.000 0.000 5.1046 0.156859 0.160863 0.164968 57.93 14.68 JP Morgan Chase & Co. 48123JEY1 09/29/06 09/30/13 100.000 0.000 5.3723 0.165950 0.170408 0.174985 0.179685 0.184512 61.37 64.71 JP Morgan Chase & Co. 48123JGD5 10/31/06 10/31/11 100.000 0.000 5.2930 0.163222 0.167541 0.171975 0.176527 0.181199 60.07 63.29 JP Morgan Chase & Co. 48123JGS2 10/31/06 04/30/14 100.000 0.000 5.3122 0.163875 0.168228 0.172696 0.177283 0.181992 60.32 63.56 JP Morgan Chase & Co. 48123JHM4 11/30/06 05/28/10 100.000 0.000 5.0425 0.154699 0.158600 0.162598 56.65 23.90 JP Morgan Chase & Co. 48123JHN2 11/30/06 11/29/13 100.000 0.000 5.2614 0.162126 0.166391 0.170768 0.175261 0.179872 59.41 62.58 JP Morgan Chase & Co. 48123JHP7 11/30/06 11/30/11 100.000 0.000 5.0819 0.156069 0.160035 0.164101 0.168271 0.172546 57.15 60.09 JP Morgan Chase & Co. 48123JJU4 11/16/06 11/16/09 100.000 0.000 5.1839 0.159518 0.163652 50.99 JP Morgan Chase & Co. 48123JKQ1 12/29/06 05/31/10 100.000 0.000 5.0786 0.153637 0.156677 0.161538 56.89 24.23 JP Morgan Chase & Co. 48123JKR9 12/29/06 05/30/14 100.000 0.000 5.2900 0.162443 0.166740 0.171150 0.175677 0.180324 59.52 62.71 JP Morgan Chase & Co. 48123JKT5 12/29/06 12/30/11 100.000 0.000 5.1198 0.157371 0.161400 0.165532 0.169769 0.174115 57.39 60.36 JP Morgan Chase & Co. 48123JKV0 12/29/06 06/29/12 100.000 0.000 5.1597 0.158700 0.162795 0.166995 0.171303 0.175722 57.89 60.91 JP Morgan Chase & Co. 48123JML0 01/31/07 07/30/10 100.000 0.000 5.3770 0.158197 0.165143 0.166818 0.174142 60.34 36.36 JP Morgan Chase & Co. 48123JMM8 01/31/07 01/30/15 100.000 0.000 5.6332 0.166354 0.173874 0.175857 0.183807 0.185902 63.55 67.18 JP Morgan Chase & Co. 48123JMQ9 01/31/07 07/31/12 100.000 0.000 5.4520 0.164174 0.168649 0.173246 0.177969 0.182821 61.28 64.66 JP Morgan Chase & Co. 48123JPR4 02/28/07 02/27/09 100.000 0.000 5.2522 0.154246 8.79 JP Morgan Chase & Co. 48123JPS2 02/28/07 08/31/10 100.000 0.000 5.2245 0.155933 0.157398 0.164186 0.165728 58.20 40.02 JP Morgan Chase & Co. 48123JPU7 02/28/07 02/27/15 100.000 0.000 5.3382 0.156968 0.163829 0.165459 0.172691 0.174410 59.61 62.84 JP Morgan Chase & Co. 48123JQ51 08/22/07 08/22/11 100.000 0.000 5.4140 0.158643 0.162937 0.167348 0.171878 0.176531 59.01 62.25 JP Morgan Chase & Co. 48123JQ69 08/22/07 08/22/11 100.000 0.000 5.4140 0.158643 0.162937 0.167348 0.171878 0.176531 59.01 62.25 JP Morgan Chase & Co. 48123JQ77 08/22/07 02/25/09 100.000 0.000 5.0378 0.147142 7.95 JP Morgan Chase & Co. 48123JQ85 08/22/07 02/22/13 100.000 0.000 5.6831 0.166963 0.171708 0.176587 0.181605 0.186765 62.20 65.79 JP Morgan Chase & Co. 48123JQ93 07/31/07 07/29/11 100.000 0.000 5.3024 0.155181 0.159295 0.163518 0.167853 0.172304 57.87 60.98 JP Morgan Chase & Co. 48123JRG6 02/28/07 02/28/13 100.000 0.000 5.3427 0.159736 0.161329 0.168384 0.170064 0.177501 59.66 62.89 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48123JRJ0 02/28/07 02/28/14 100.000 0.000 5.3423 0.159724 0.161316 0.168371 0.170050 0.177486 59.66 62.89 JP Morgan Chase & Co. 48123JRK7 02/28/07 02/28/14 100.000 0.000 5.3423 0.159724 0.161316 0.168371 0.170050 0.177486 59.66 62.89 JP Morgan Chase & Co. 48123JSA8 03/30/07 09/30/10 100.000 0.000 5.0045 0.149714 0.153460 0.157300 0.161236 55.26 43.02 JP Morgan Chase & Co. 48123JSB6 03/30/07 09/28/12 100.000 0.000 5.1229 0.153478 0.157410 0.161441 0.165577 0.169818 56.70 59.64 JP Morgan Chase & Co. 48123JSC4 03/30/07 03/31/09 100.000 0.000 5.0179 0.150145 13.36 JP Morgan Chase & Co. 48123JSD2 03/30/07 09/30/14 100.000 0.000 5.2522 0.157694 0.161835 0.166085 0.170447 0.174923 58.28 61.38 JP Morgan Chase & Co. 48123JTG4 04/02/07 03/29/12 100.000 0.000 5.1330 0.153783 0.157730 0.161778 0.165931 0.170189 56.81 59.76 JP Morgan Chase & Co. 48123JUX5 04/30/07 10/29/10 100.000 0.000 5.0846 0.152267 0.156138 0.160107 0.164178 56.00 48.44 JP Morgan Chase & Co. 48123JUZ0 04/30/07 10/31/14 100.000 0.000 5.3122 0.159635 0.163875 0.168228 0.172696 0.177283 58.76 61.92 JP Morgan Chase & Co. 48123JVA4 04/30/07 04/30/12 100.000 0.000 5.1529 0.154490 0.158471 0.162553 0.166742 0.171038 56.82 59.79 JP Morgan Chase & Co. 48123JVB2 04/18/07 10/31/11 100.000 0.000 5.2734 0.158660 0.162843 0.167137 0.171544 0.176067 58.39 61.51 JP Morgan Chase & Co. 48123JXK0 05/30/07 05/31/11 100.000 0.000 5.3526 0.160944 0.165251 0.169674 0.174215 0.178877 58.99 62.19 JP Morgan Chase & Co. 48123JXL8 05/30/07 11/30/12 100.000 0.000 5.4518 0.164165 0.168640 0.173236 0.177959 0.182810 60.19 63.51 JP Morgan Chase & Co. 48123JXM6 05/30/07 05/31/11 100.000 0.000 5.3526 0.160944 0.165251 0.169674 0.174215 0.178877 58.99 62.19 JP Morgan Chase & Co. 48123JZV4 07/20/07 01/23/13 100.000 0.000 5.7512 0.169157 0.174021 0.179025 0.184173 0.189470 63.33 67.03 JP Morgan Chase & Co. 48123JZW2 07/20/07 07/22/09 100.000 0.000 5.4842 0.160860 0.165271 33.13 JP Morgan Chase & Co. 48123JZX0 07/20/07 07/20/11 100.000 0.000 5.6219 0.165068 0.169708 0.174478 0.179383 0.184425 61.77 65.30 JP Morgan Chase & Co. 48123JZY8 07/20/07 01/22/09 100.000 0.000 5.4351 0.159342 3.35 JP Morgan Chase & Co. 48123JZZ5 07/20/07 01/22/09 100.000 0.000 5.4351 0.159342 3.35 JP Morgan Chase & Co. 48123LAR5 06/13/08 12/13/12 100.000 0.000 5.2410 0.149399 0.153314 0.157332 0.161454 0.165685 54.63 57.53 JP Morgan Chase & Co. 48123LCQ5 07/21/08 04/21/10 100.000 0.000 4.1573 0.116681 0.119107 0.121583 42.78 13.37 JP Morgan Chase & Co. 48123LDP6 07/31/08 08/02/12 100.000 0.000 5.4526 0.151510 0.155640 0.159884 0.164243 0.168720 56.53 59.66 JP Morgan Chase & Co. 48123LDQ4 07/31/08 07/31/14 100.000 0.000 6.1320 0.170336 0.175558 0.180941 0.186489 0.192207 63.86 67.84 JP Morgan Chase & Co. 48123LDR2 07/31/08 01/31/11 100.000 0.000 4.7839 0.132889 0.136067 0.139322 0.142655 0.146067 49.38 51.77 JP Morgan Chase & Co. 48123LDS0 07/31/08 01/31/11 100.000 0.000 4.7839 0.132889 0.136067 0.139322 0.142655 0.146067 49.38 51.77 JP Morgan Chase & Co. 48123LDT8 07/31/08 07/31/13 100.000 0.000 5.9323 0.164788 0.169676 0.174709 0.179891 0.185227 61.70 65.42 JP Morgan Chase & Co. 48123LDX9 07/31/08 07/31/13 100.000 0.000 5.9323 0.164788 0.169676 0.174709 0.179891 0.185227 61.70 65.42 JP Morgan Chase & Co. 48123LED2 07/30/08 10/31/11 100.000 0.000 5.1358 0.144493 0.148204 0.152009 0.155913 0.159916 53.14 55.91 JP Morgan Chase & Co. 48123LFX7 08/21/08 06/23/10 100.000 0.000 4.2872 0.120820 0.123409 0.126055 44.00 21.68 JP Morgan Chase & Co. 48123LHG2 07/31/08 10/30/09 100.000 0.000 3.5719 0.100106 0.101894 30.25 JP Morgan Chase & Co. 48123LHH0 09/30/08 03/31/11 100.000 0.000 4.9162 0.136564 0.139920 0.143360 0.146884 0.150494 50.39 52.89 JP Morgan Chase & Co. 48123LLQ5 08/19/08 08/20/12 100.000 0.000 5.3068 0.147434 0.151346 0.155361 0.159484 0.163716 54.82 57.77 JP Morgan Chase & Co. 48123LMF8 09/30/08 09/30/13 100.000 0.000 6.2147 0.172631 0.177995 0.183526 0.189229 0.195109 64.10 68.15 JP Morgan Chase & Co. 48123LMG6 09/30/08 09/30/14 100.000 0.000 6.3642 0.176785 0.182411 0.188215 0.194204 0.200384 65.70 69.94 JP Morgan Chase & Co. 48123LNS9 09/30/08 03/31/11 100.000 0.000 4.9162 0.136564 0.139920 0.143360 0.146884 0.150494 50.39 52.89 JP Morgan Chase & Co. 48123LNT7 09/30/08 03/31/11 100.000 0.000 4.9162 0.136564 0.139920 0.143360 0.146884 0.150494 50.39 52.89 JP Morgan Chase & Co. 48123LNU4 09/30/08 09/30/11 100.000 0.000 5.3259 0.147942 0.151882 0.155926 0.160079 0.164342 54.69 57.65 JP Morgan Chase & Co. 48123LNV2 09/30/08 09/30/13 100.000 0.000 6.2147 0.172631 0.177995 0.183526 0.189229 0.195109 64.10 68.15 JP Morgan Chase & Co. 48123LNW0 09/30/08 03/31/10 100.000 0.000 4.0065 0.111293 0.113522 0.115796 40.88 10.31 JP Morgan Chase & Co. 48123LPC2 09/12/08 03/10/14 100.000 0.000 5.2252 0.145147 0.148897 0.152787 0.156779 0.160875 53.78 56.62 JP Morgan Chase & Co. 48123LPE8 09/11/08 09/13/11 100.000 0.000 4.9289 0.136952 0.140327 0.143786 0.147329 0.150960 50.65 53.18 JP Morgan Chase & Co. 48123LRT3 10/31/08 10/31/13 100.000 0.000 7.5661 0.210172 0.218123 0.226375 0.234939 0.243827 78.08 84.10 JP Morgan Chase & Co. 48123LRU0 10/31/08 10/31/14 100.000 0.000 7.7555 0.215432 0.223786 0.232464 0.241479 0.250843 80.10 86.43 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48123LRY2 10/31/08 10/31/11 100.000 0.000 6.2970 0.174918 0.180425 0.186106 0.191965 0.198009 64.64 68.78 JP Morgan Chase & Co. 48123LRZ9 10/31/08 10/31/11 100.000 0.000 6.2970 0.174918 0.180425 0.186106 0.191965 0.198009 64.64 68.78 JP Morgan Chase & Co. 48123LUM4 10/31/08 10/30/15 100.000 0.000 7.9479 0.218351 0.225740 0.236001 0.244038 0.255131 82.16 88.82 JP Morgan Chase & Co. 48123LUN2 10/31/08 10/30/15 100.000 0.000 7.9479 0.218351 0.225740 0.236001 0.244038 0.255131 82.16 88.82 JP Morgan Chase & Co. 48123LVF8 11/28/08 05/31/11 100.000 0.000 5.3920 0.149823 0.153863 0.158011 0.162271 0.166646 54.92 57.92 JP Morgan Chase & Co. 48123LVG6 11/28/08 05/31/11 100.000 0.000 5.3920 0.149823 0.153863 0.158011 0.162271 0.166646 54.92 57.92 JP Morgan Chase & Co. 48123LVN1 11/28/08 11/28/14 100.000 0.000 6.9664 0.193512 0.200252 0.207227 0.214446 0.221915 71.33 76.39 JP Morgan Chase & Co. 48123LVP6 11/28/08 05/29/15 100.000 0.000 7.0456 0.195750 0.202646 0.209785 0.217175 0.224826 72.16 77.33 JP Morgan Chase & Co. 48123LWW0 12/29/08 06/29/11 100.000 0.000 4.3053 0.119594 0.122169 0.124799 0.127485 0.130230 43.53 45.42 JP Morgan Chase & Co. 48123LWX8 12/29/08 06/29/11 100.000 0.000 4.3053 0.119594 0.122169 0.124799 0.127485 0.130230 43.53 45.42 JP Morgan Chase & Co. 48123LXB5 12/29/08 12/30/13 100.000 0.000 5.5032 0.152892 0.157099 0.161422 0.165863 0.170427 55.81 58.92 JP Morgan Chase & Co. 48123LXC3 12/29/08 12/28/11 100.000 0.000 4.4642 0.124008 0.126761 0.129590 0.132483 0.135440 45.16 47.19 JP Morgan Chase & Co. 48123LXM1 12/29/08 12/29/14 100.000 0.000 5.6426 0.156739 0.161161 0.165708 0.170383 0.175190 57.24 60.52 JP Morgan Chase & Co. 48123M4H2 05/22/08 05/23/11 100.000 0.000 4.3026 0.122104 0.124731 0.127414 0.130155 0.132955 44.63 46.57 JP Morgan Chase & Co. 48123M4L3 06/20/08 12/22/10 100.000 0.000 4.7607 0.135428 0.138652 0.141952 0.145331 49.39 50.43 JP Morgan Chase & Co. 48123M4N9 05/22/08 11/22/13 100.000 0.000 4.9518 0.140957 0.144447 0.148023 0.151688 0.155444 51.65 54.24 JP Morgan Chase & Co. 48123M5Y4 06/30/08 06/28/13 100.000 0.000 5.4798 0.156344 0.160627 0.165029 0.169550 0.174196 57.08 60.25 JP Morgan Chase & Co. 48123M5Z1 06/30/08 06/28/13 100.000 0.000 5.4798 0.156344 0.160627 0.165029 0.169550 0.174196 57.08 60.25 JP Morgan Chase & Co. 48123M6A5 06/30/08 06/30/14 100.000 0.000 5.6400 0.161086 0.165628 0.170299 0.175102 0.180039 58.82 62.18 JP Morgan Chase & Co. 48123M6B3 06/30/08 12/31/10 100.000 0.000 4.7603 0.135379 0.138601 0.141900 0.145277 49.32 51.55 JP Morgan Chase & Co. 48123M6C1 06/30/08 12/31/10 100.000 0.000 4.7603 0.135379 0.138601 0.141900 0.145277 49.32 51.55 JP Morgan Chase & Co. 48123M6D9 06/11/08 12/11/09 100.000 0.000 3.7422 0.105895 0.107877 36.36 JP Morgan Chase & Co. 48123M6L1 06/06/08 06/06/13 100.000 0.000 5.1615 0.147078 0.150873 0.154767 0.158761 0.162858 53.82 56.64 JP Morgan Chase & Co. 48123M6Q0 06/09/08 09/10/09 100.000 0.000 3.3504 0.093855 0.095427 23.65 JP Morgan Chase & Co. 48123MC34 04/23/08 10/21/10 100.000 0.000 4.2844 0.121533 0.124137 0.126796 0.129512 44.59 37.26 JP Morgan Chase & Co. 48123MDK5 11/21/07 05/21/13 100.000 0.000 5.4319 0.159195 0.163518 0.167960 0.172521 0.177207 58.44 61.66 JP Morgan Chase & Co. 48123MDL3 11/21/07 11/21/12 100.000 0.000 5.3523 0.156742 0.160937 0.165244 0.169666 0.174206 57.52 60.64 JP Morgan Chase & Co. 48123MDM1 11/21/07 05/21/13 100.000 0.000 5.4319 0.159195 0.163518 0.167960 0.172521 0.177207 58.44 61.66 JP Morgan Chase & Co. 48123MDN9 11/21/07 05/21/09 100.000 0.000 4.4955 0.130553 18.28 JP Morgan Chase & Co. 48123MER9 11/30/07 11/30/12 100.000 0.000 5.0116 0.146276 0.149941 0.153698 0.157550 0.161498 53.55 56.27 JP Morgan Chase & Co. 48123MES7 11/30/07 05/31/13 100.000 0.000 5.1118 0.149346 0.153163 0.157078 0.161093 0.165210 54.69 57.52 JP Morgan Chase & Co. 48123MEY4 11/07/07 11/05/10 100.000 0.000 4.8944 0.142656 0.146147 0.149724 0.153388 52.38 46.18 JP Morgan Chase & Co. 48123MF80 04/25/08 04/25/13 100.000 0.000 5.0228 0.143027 0.146619 0.150301 0.154076 0.157945 52.62 55.29 JP Morgan Chase & Co. 48123MG97 04/30/08 10/31/12 100.000 0.000 4.8928 0.139237 0.142644 0.146133 0.149708 0.153371 51.16 53.69 JP Morgan Chase & Co. 48123MH21 04/30/08 04/30/13 100.000 0.000 5.0426 0.143605 0.147226 0.150938 0.154744 0.158645 52.80 55.49 JP Morgan Chase & Co. 48123MH39 04/30/08 04/30/14 100.000 0.000 5.2026 0.148278 0.152135 0.156092 0.160153 0.164319 54.55 57.43 JP Morgan Chase & Co. 48123MHD7 11/20/07 05/20/09 100.000 0.000 4.4955 0.130553 18.15 JP Morgan Chase & Co. 48123MHS4 11/26/07 11/26/10 100.000 0.000 4.8606 0.141659 0.145102 0.148628 0.152240 51.86 48.95 JP Morgan Chase & Co. 48123MHT2 11/30/07 11/30/12 100.000 0.000 5.0116 0.146276 0.149941 0.153698 0.157550 0.161498 53.55 56.27 JP Morgan Chase & Co. 48123MHV7 11/29/07 05/29/09 100.000 0.000 4.4853 0.130243 19.28 JP Morgan Chase & Co. 48123MHZ8 12/21/07 03/21/12 100.000 0.000 5.0099 0.144437 0.148055 0.151763 0.155565 0.159462 53.38 56.09 JP Morgan Chase & Co. 48123MJA1 12/21/07 03/21/12 100.000 0.000 5.0099 0.144437 0.148055 0.151763 0.155565 0.159462 53.38 56.09 JP Morgan Chase & Co. 48123MJN3 12/26/07 06/26/13 100.000 0.000 5.1101 0.149294 0.153109 0.157021 0.161032 0.165147 54.47 57.29 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48123MJT0 12/05/07 06/03/09 100.000 0.000 4.5045 0.130794 19.88 JP Morgan Chase & Co. 48123MJU7 12/04/07 01/02/09 100.000 0.000 4.4877 0.127902 .13 JP Morgan Chase & Co. 48123MJX1 12/21/07 06/22/09 100.000 0.000 4.5621 0.132589 22.67 JP Morgan Chase & Co. 48123MJY9 12/05/07 01/05/09 100.000 0.000 4.4203 0.125963 .50 JP Morgan Chase & Co. 48123MJZ6 12/06/07 06/08/09 100.000 0.000 4.4131 0.128088 20.11 JP Morgan Chase & Co. 48123MLD2 01/04/08 02/04/09 100.000 0.000 4.4508 0.126856 4.19 JP Morgan Chase & Co. 48123MMN9 01/31/08 04/30/12 100.000 0.000 4.2604 0.122156 0.124758 0.127416 0.130130 0.132902 44.77 46.69 JP Morgan Chase & Co. 48123MMS8 01/31/08 01/31/13 100.000 0.000 4.5315 0.128728 0.131644 0.134627 0.137677 0.140797 47.76 49.95 JP Morgan Chase & Co. 48123MPA4 01/31/08 01/31/14 100.000 0.000 4.7582 0.135318 0.138538 0.141834 0.145208 0.148663 50.28 52.70 JP Morgan Chase & Co. 48123MPB2 02/21/08 02/18/10 100.000 0.000 4.1933 0.118884 0.121376 0.123921 43.92 5.82 JP Morgan Chase & Co. 48123MQU9 02/08/08 02/08/23 100.000 VARIES 4.6162 0.126676 0.125087 0.123461 0.122631 0.121782 44.86 44.06 JP Morgan Chase & Co. 48123MSA1 02/29/08 08/30/12 100.000 0.000 4.4026 0.123614 0.125645 0.129116 0.131238 0.134863 46.17 48.23 JP Morgan Chase & Co. 48123MSD5 02/29/08 02/28/13 100.000 0.000 4.5721 0.129191 0.129990 0.135165 0.136001 0.141416 48.04 50.26 JP Morgan Chase & Co. 48123MSE3 02/29/08 02/28/14 100.000 0.000 4.8222 0.136423 0.137434 0.143080 0.144141 0.150063 50.80 53.28 JP Morgan Chase & Co. 48123MSH6 02/29/08 01/29/10 100.000 0.000 3.7000 0.102087 0.105699 0.105899 38.51 2.97 JP Morgan Chase & Co. 48123MSJ2 02/29/08 05/29/09 100.000 0.000 3.0913 0.087379 12.93 JP Morgan Chase & Co. 48123MSQ6 02/29/08 10/30/09 100.000 0.000 3.2914 0.092417 0.093425 28.09 JP Morgan Chase & Co. 48123MT93 05/21/08 11/22/10 100.000 0.000 4.2729 0.121245 0.123835 0.126481 0.129183 44.32 41.09 JP Morgan Chase & Co. 48123MUW0 02/20/08 03/20/09 100.000 0.000 3.0932 0.087478 6.91 JP Morgan Chase & Co. 48123MVT6 02/26/08 02/26/13 100.000 0.000 4.7223 0.134273 0.137443 0.140688 0.144010 0.147410 49.71 52.09 JP Morgan Chase & Co. 48123MW65 05/30/08 11/30/12 100.000 0.000 4.8222 0.137181 0.140488 0.143876 0.147345 0.150897 50.19 52.64 JP Morgan Chase & Co. 48123MX31 05/30/08 05/31/13 100.000 0.000 4.9616 0.141242 0.144746 0.148337 0.152017 0.155788 51.70 54.29 JP Morgan Chase & Co. 48123MX49 05/30/08 05/30/14 100.000 0.000 5.1515 0.146785 0.150566 0.154444 0.158422 0.162503 53.76 56.57 JP Morgan Chase & Co. 48123MX56 05/30/08 11/30/10 100.000 0.000 4.2425 0.120348 0.122901 0.125508 0.128171 43.94 41.77 KBC IFIMA NV 48240JAA5 06/27/08 06/27/13 100.000 6.000 4.7451 0.130983 0.130136 0.133224 0.136384 0.135666 47.01 48.54 KBC IFIMA NV 48240JAB3 08/07/08 08/07/12 100.000 0.000 4.5769 0.127139 0.130048 0.133025 0.136069 0.139183 47.14 49.32 KFW 48245ABB6 06/22/07 06/22/37 12.693 0.000 7.0001 14.05 0.027365 0.028322 0.029314 0.030340 0.031402 10.04 10.76 KI Holdings, Inc. 48247EAA9 11/18/04 11/15/14 61.808 VARIES 9.8747 0.249096 0.261395 0.274301 0.274300 0.274300 93.05 98.75 KI Holdings, Inc. 48247EAB7 11/18/04 11/15/14 61.808 VARIES 9.8747 0.249096 0.261395 0.274301 0.274300 0.274300 93.05 98.75 KI Holdings, Inc. 48247EAC5 11/18/04 11/15/14 61.808 VARIES 9.8747 0.249096 0.261395 0.274301 0.274300 0.274300 93.05 98.75 Kendall, Kane & Will IL 488764NP2 04/22/03 10/01/09 105.260 VARIES 4.0565 0.113715 0.113204 30.61 Kendall, Kane & Will IL 488764NQ0 04/22/03 10/01/10 100.839 VARIES 4.3594 0.121418 0.121340 0.121261 0.121179 43.68 32.73 Kendall, Kane & Will IL 488764NR8 04/22/03 10/01/11 106.125 VARIES 4.6066 0.131132 0.130633 0.130123 0.129601 0.129068 47.03 46.66 Kendall, Kane & Will IL 488764NS6 04/22/03 10/01/12 100.093 VARIES 4.7793 0.132859 0.132848 0.132836 0.132825 0.132812 47.83 47.82 Kendall, Kane & Will IL 488764NT4 04/22/03 10/01/13 100.778 VARIES 4.8954 0.136609 0.136554 0.136497 0.136438 0.136378 49.16 49.12 KFW 500769BR4 04/19/06 04/18/36 19.778 0.000 5.4761 31.08 0.034431 0.035373 0.036342 0.037337 0.038359 12.70 13.41 KFW 500769CH5 06/29/07 06/29/37 18.097 0.000 5.7800 16.21 0.031649 0.032563 0.033504 0.034473 0.035469 11.56 12.24 LTX-Credence Corporation 502403AA6 03/27/09 05/15/11 55.190 3.500 38.6963 0.593237 0.618829 0.719751 0.840199 0.983951 172.97 292.94 LTX-Credence Corporation 502403AB4 05/26/09 05/15/11 56.940 3.500 39.9143 0.631312 0.731387 0.857949 1.009768 140.34 298.89 L-3 Commun Hldgs, Inc 502413AW7 07/29/05 08/01/35 100.000 VARIES 6.3295 0.194873 0.198403 0.202045 0.205802 0.209678 71.87 74.56 L-3 Commun Hldgs, Inc 502424AE4 07/29/05 08/01/35 100.000 VARIES 6.3295 0.194873 0.198403 0.202045 0.205802 0.209678 71.87 74.56 LaSalle Cnty, IL SD #125 504534CA4 03/06/08 12/01/09 103.649 0.000 3.8574 0.114236 0.116439 38.09 LaSalle Cnty, IL SD #125 504534CB2 03/06/08 12/01/10 105.068 VARIES 4.1024 0.123372 0.125903 0.116220 0.115100 44.65 38.15 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ LaSalle Cnty, IL SD #125 504534CC0 03/06/08 12/01/11 106.222 VARIES 4.2744 0.130118 0.132899 0.122960 0.121937 0.120892 47.13 44.02 LaSalle Cnty, IL SD #125 504534CD8 03/06/08 12/01/12 107.706 VARIES 4.2894 0.132412 0.135252 0.125329 0.124353 0.123356 47.97 44.88 LaSalle Cnty, IL SD #125 504534CE6 03/06/08 12/01/13 108.599 VARIES 4.3978 0.136993 0.140005 0.129936 0.129037 0.128118 49.65 46.56 LaSalle Cnty, IL SD #141 504588EC4 05/12/06 12/01/09 105.939 VARIES 5.5982 0.158345 0.156946 52.00 LaSalle Cnty, IL SD #141 504588ED2 05/12/06 12/01/10 107.147 VARIES 5.6677 0.162820 0.161530 0.160203 0.158840 58.30 52.62 LaSalle Cnty, IL SD #150 504597AU9 09/03/08 12/01/09 104.071 0.000 4.2640 0.124554 0.127209 41.58 LaSalle Cnty, IL SD #150 504597AV7 09/03/08 12/01/10 106.236 VARIES 4.4934 0.134058 0.137070 0.128448 0.126653 48.63 42.06 LaSalle Cnty, IL SD #150 504597AW5 09/03/08 12/01/11 107.061 VARIES 4.8310 0.145368 0.148880 0.140314 0.138839 0.137328 52.81 50.16 LaSalle cnty, IL SD #150 504597AX3 09/03/08 12/01/12 107.048 VARIES 5.0510 0.152052 0.155892 0.147640 0.146493 0.145317 55.30 52.87 LaSalle Cnty, IL SD #150 504597AY1 09/03/08 12/01/13 107.923 VARIES 5.1770 0.157164 0.161232 0.152912 0.151873 0.150807 57.18 54.80 Lake County IL SD #187 509262CU3 04/09/03 01/01/10 74.126 0.000 4.4992 215.22 0.119539 0.122228 43.52 Lake County IL SD #187 509262CV1 04/09/03 01/01/21 35.244 0.000 5.9694 141.25 0.081862 0.084306 0.086822 0.089414 29.91 31.72 Lamar Media Corporation 513075AN1 08/17/06 08/15/15 92.809 6.625 7.7500 14.49 0.018353 0.019064 0.019803 0.020571 0.021368 6.93 7.48 Lamar Media Corporation 513075AP6 08/17/06 08/15/15 92.809 6.625 7.7500 14.49 0.018353 0.019064 0.019803 0.020571 0.021368 6.93 7.48 Lamar Media Corporation. 513075AQ4 08/17/06 08/15/15 92.809 6.625 7.7500 14.49 0.018353 0.019064 0.019803 0.020571 0.021368 6.93 7.48 Lamar Media Corporation 513075AV3 03/27/09 04/01/14 89.979 9.750 12.5008 0.041585 0.041674 0.044279 0.047046 0.049987 11.65 16.95 Language Ln Hldgs II Inc 515860AA2 06/11/04 06/15/13* 50.460 VARIES 14.1249 0.366478 0.392360 130.73* Language Ln Hldgs II Inc 515860AB0 06/11/04 06/15/13* 50.460 VARIES 14.1249 0.366478 0.392360 130.73* Language Ln Hldgs II Inc 515860AC8 06/11/04 06/15/13* 50.460 VARIES 14.1249 0.366478 0.392360 130.73* Language Ln Hldgs II Inc 515861AA0 06/11/04 06/15/12* 97.432 11.125 11.6262 11.74 0.009376 0.009921 3.32* Language Ln Hldgs II Inc 515861AB8 06/11/04 06/15/12* 97.432 11.125 11.6262 11.74 0.009376 0.009921 3.32* Language Ln Hldgs II Inc 515861AC6 06/11/04 06/15/12* 97.432 11.125 11.6262 11.74 0.009376 0.009921 3.32* Lee & Ogle Counties, IL 523372AG5 07/02/03 04/01/09 100.704 VARIES 4.2319 0.117623 10.59 Lee & Ogle Counties, IL 523372AH3 07/02/03 04/01/10 101.077 VARIES 4.4821 0.124805 0.124707 0.124607 44.89 11.21 Lee & Ogle Counties, IL 523372AV2 06/09/05 04/01/09 77.853 0.000 6.6745 205.32 0.179416 16.15 Lee & Ogle Counties, IL 523372AW0 06/09/05 04/01/10 72.903 0.000 6.6753 192.29 0.168033 0.173641 0.179437 62.53 16.15 Lee & Ogle Counties, IL 523372AX8 06/09/05 04/01/11 68.268 0.000 6.6757 180.08 0.157362 0.162615 0.168043 0.173652 0.179448 58.56 62.53 Legg Mason, Inc. 524901303 05/12/08 06/30/21 100.000 VARIES 6.9753 0.195460 0.196852 0.198292 0.199783 0.201325 70.62 71.66 Legg Mason, Inc. 524901AN5 05/12/08 06/30/21 100.000 VARIES 6.9753 0.195460 0.196852 0.198292 0.199783 0.201325 70.62 71.66 Lehman Bros Hldgs Inc 524908EF3 06/19/02 06/19/09 100.000 0.250 4.6000 0.169339 28.45 Lehman Bros Hldgs Inc 524908FJ4 04/29/03 04/29/10 100.000 0.000 4.4000 0.155280 0.158697 0.162188 56.94 19.14 Lehman Bros Hldgs Inc 524908FL9 05/01/03 05/01/10 100.000 0.250 4.3999 0.153400 0.156622 0.159915 56.19 19.19 Lehman Bros Hldgs Inc 524908FN5 05/08/03 05/08/10 100.000 0.250 4.2499 0.146970 0.149945 0.152984 53.76 19.43 Lehman Bros Hldgs Inc 524908FP0 05/13/03 05/13/10 100.000 0.250 4.1999 0.144847 0.147743 0.150700 52.95 19.89 Lehman Bros Hldgs Inc 524908JE1 09/10/03 06/10/10 100.000 0.000 4.5589 0.160462 0.164120 0.167861 58.58 26.69 Lehman Bros Hldgs Inc 524908JJ0 10/09/03 10/09/10 100.000 1.600 4.3099 0.137610 0.139617 0.141668 0.143763 50.23 39.76 Lehman Bros Hldgs Inc 524908JK7 11/06/03 11/06/09 100.000 0.000 4.2300 0.144857 0.147920 44.73 Lehman Bros Hldgs Inc 524908LS7 02/11/04 02/11/11 100.000 0.750 4.3200 0.141032 0.143629 0.146281 0.148991 0.151759 51.97 53.92 Lehman Bros Hldgs Inc 524908MJ6 10/06/04 10/06/11 100.000 0.250 4.4000 0.144145 0.147163 0.150248 0.153401 0.156623 52.95 55.20 Lehman Bros Hldgs Inc 524908NL0 06/21/05 06/21/10 100.000 0.750 4.4580 0.141022 0.143701 0.146440 51.30 24.89 Lehman Bros Hldgs Inc 524908NM8 06/29/05 06/29/12 100.000 0.250 4.4344 0.142465 0.145470 0.148542 0.151681 0.154890 51.84 54.05 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 524908NX4 10/13/05 10/13/15 100.000 5.175 5.1749 0.143750 0.143750 0.143750 0.143750 0.143750 51.75 51.75 Lehman Bros Hldgs Inc 524908NY2 10/28/05 10/28/12 100.000 3.000 4.9995 0.147745 0.149356 0.151006 0.152698 0.154432 53.68 54.88 Lehman Bros Hldgs Inc 524908PA2 11/17/05 11/17/12 100.000 3.000 5.2215 0.155362 0.157242 0.159172 0.161152 0.163184 56.44 57.83 Lehman Bros Hldgs Inc 524908PG9 01/06/06 01/06/12 100.000 0.250 5.0450 0.157807 0.161613 0.165515 0.169514 0.173615 58.84 61.72 Lehman Bros Hldgs Inc 524908PK0 03/08/06 03/03/09 100.000 2.000 5.1001 0.153157 9.50 Lehman Bros Hldgs Inc 524908PL8 03/23/06 03/23/09 100.000 1.000 5.0091 0.153804 12.61 Lehman Bros Hldgs Inc 524908PN4 03/29/06 03/29/13 100.000 1.500 5.4019 0.165505 0.168850 0.172286 0.175814 0.179437 60.81 63.32 Lehman Bros Hldgs Inc 524908SH4 08/01/06 08/01/13 100.000 2.000 5.4200 0.161280 0.164145 0.167088 0.170110 0.173215 59.45 61.61 Lehman Bros Hldgs Inc 524908SK7 08/09/06 08/09/09 100.000 0.000 5.4269 0.167788 0.172341 37.40 Lehman Bros Hldgs Inc 524908TX8 10/12/06 10/12/11 100.000 0.250 5.5099 0.169835 0.174322 0.178933 0.183672 0.188541 62.67 66.03 Lehman Bros Hldgs Inc 524908TZ3 10/17/06 10/17/13 100.000 1.000 5.3799 0.163074 0.166713 0.170450 0.174288 0.178229 59.91 62.63 Lehman Bros Hldgs Inc 524908UC2 12/12/06 12/12/13 100.000 0.250 5.0399 0.153928 0.157631 0.161429 0.165322 0.169313 56.22 58.96 Lehman Bros Hldgs Inc 524908UE8 12/11/06 12/11/11 104.625 0.000 5.0399 0.161807 0.165885 0.170065 0.174351 0.178744 59.15 62.17 Lehman Bros Hldgs Inc 524908UH1 12/21/06 12/21/11 100.000 0.000 5.2200 0.160742 0.164937 0.169242 0.173659 0.178192 58.71 61.81 Lehman Bros Hldgs Inc 524908UL2 12/27/06 12/27/13 100.000 0.450 5.1200 0.156025 0.159699 0.163467 0.167332 0.171296 56.86 59.58 Lehman Bros Hldgs Inc 524908UU2 02/06/07 02/06/14 100.000 1.250 5.5630 0.164806 0.168424 0.172143 0.175965 0.179894 61.05 63.78 Lehman Bros Hldgs Inc 524908UY4 02/16/07 02/16/12 100.000 0.250 5.3845 0.161402 0.165561 0.169831 0.174216 0.178720 59.99 63.13 Lehman Bros Hldgs Inc 524908VU1 03/29/07 03/29/14 100.000 1.000 5.6108 0.166942 0.170846 0.174860 0.178986 0.183228 61.53 64.46 Lehman Bros Hldgs Inc 52517P2E0 05/23/07 05/23/22 100.000 VARIES 5.3475 0.136180 0.131837 0.132290 0.132755 0.133233 48.10 47.74 Lehman Bros Hldgs Inc 52517P2J9 05/24/07 05/24/24 100.000 VARIES 5.5681 0.143205 0.143442 0.143684 0.143934 0.144190 51.61 51.79 Lehman Bros Hldgs Inc 52517P2V2 01/11/08 01/11/11 100.000 0.000 5.2399 0.149369 0.153282 0.157298 0.161419 0.165649 55.83 58.79 Lehman Bros Hldgs Inc 52517P3A7 06/29/07 06/29/10 100.000 0.000 5.5600 0.167687 0.172349 0.177140 61.23 31.53 Lehman Bros Hldgs Inc 52517P3G4 11/30/07 11/30/09 100.000 0.000 5.3799 0.157593 0.161832 52.61 Lehman Bros Hldgs Inc 52517P3N9 10/02/07 04/02/09 100.000 0.000 5.4000 0.158210 14.40 Lehman Bros Hldgs Inc 52517P3S8 07/31/07 01/30/09 100.000 0.000 5.4600 0.156559 4.54 Lehman Bros Hldgs Inc 52517P4E8 08/08/07 08/09/10 100.000 0.000 5.8200 0.171240 0.176223 0.181352 0.186629 63.98 40.48 Lehman Bros Hldgs Inc 52517P4F5 07/23/07 07/23/09 100.000 0.000 5.5100 0.161606 0.166058 33.45 Lehman Bros Hldgs Inc 52517P4H1 09/28/07 09/28/09 100.000 0.000 5.3300 0.156053 0.160211 42.41 Lehman Bros Hldgs Inc 52517P4P3 08/31/07 03/05/09 100.000 0.000 5.6999 0.167619 10.73 Lehman Bros Hldgs Inc 52517P4Q1 08/31/07 08/31/10 100.000 0.000 6.2200 0.182677 0.185287 0.194216 0.196991 68.58 47.51 Lehman Bros Hldgs Inc 52517P4R9 11/14/07 11/14/12 100.000 0.000 5.9599 0.175570 0.180802 0.186190 0.191738 0.197452 64.65 68.56 Lehman Bros Hldgs Inc 52517P4T5 08/29/07 08/29/22 100.000 VARIES 6.2092 0.161397 0.158366 0.153484 0.150163 0.145072 57.37 54.37 Lehman Bros Hldgs Inc 52517P4U2 07/01/08 07/02/12 100.000 0.000 6.2999 0.175030 0.180544 0.186231 0.192097 0.198148 66.01 70.23 Lehman Bros Hldgs Inc 52517P4W8 08/31/07 08/31/10 100.000 0.000 6.2200 0.182677 0.185287 0.194216 0.196991 68.58 47.51 Lehman Bros Hldgs Inc 52517P4X6 08/21/07 08/21/37 100.000 VARIES 7.1259 0.190480 0.192813 0.195229 0.197731 0.200323 69.61 71.40 Lehman Bros Hldgs Inc 52517P5L1 11/01/07 05/01/09 100.000 0.000 4.8499 0.141335 16.96 Lehman Bros Hldgs Inc 52517P5M9 10/02/07 10/04/10 100.000 0.000 5.4599 0.160109 0.164480 0.168970 0.173583 59.20 46.96 Lehman Bros Hldgs Inc 52517P5P2 10/02/07 10/04/10 100.000 0.000 5.4599 0.160109 0.164480 0.168970 0.173583 59.20 46.96 Lehman Bros Hldgs Inc 52517P5Q0 09/27/07 09/28/09 100.000 0.000 5.3299 0.156075 0.160234 42.42 Lehman Bros Hldgs Inc 52517P5S6 09/26/07 09/26/22 100.000 VARIES 5.7211 0.149607 0.145940 0.142169 0.138290 0.134299 52.49 49.73 Lehman Bros Hldgs Inc 52517P6Q9 10/12/07 10/13/09 100.000 0.000 5.4700 0.160394 0.164781 46.02 Lehman Bros Hldgs Inc 52517P6R7 10/10/07 10/11/10 100.000 0.000 5.5800 0.163795 0.168365 0.173063 0.177891 60.53 49.33 Lehman Bros Hldgs Inc 52517P6V8 11/01/07 11/01/10 100.000 0.000 5.2500 0.153590 0.157622 0.161759 0.166006 56.51 49.29 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 52517P6Y2 10/12/07 10/13/09 100.000 0.000 5.4700 0.160394 0.164781 46.02 Lehman Bros Hldgs Inc 52517P7A3 10/11/07 10/11/11 80.899 0.000 5.3700 54.21 0.127243 0.130659 0.134167 0.137770 0.141469 46.98 49.53 Lehman Bros Hldgs Inc 52517P7D7 10/31/07 11/01/10 100.000 0.000 5.4599 0.160085 0.164455 0.168945 0.173557 58.95 51.51 Lehman Bros Hldgs Inc 52517P7E5 04/28/08 10/28/09 100.000 0.000 3.1167 0.087926 0.089297 26.36 Lehman Bros Hldgs Inc 52517P7H8 11/15/07 11/16/09 100.000 0.000 5.1499 0.150539 0.154415 48.12 Lehman Bros Hldgs Inc 52517PAE1 10/15/93 10/15/23 100.000 VARIES 6.9789 0.207267 0.207007 0.206737 0.206459 0.206170 74.53 74.33 Lehman Bros Hldgs Inc 52517PC25 10/20/05 10/20/20 100.000 VARIES 5.2456 0.136011 0.133799 0.133019 0.130746 0.129868 49.02 47.91 Lehman Bros Hldgs Inc 52517PD73 12/21/05 12/20/09 82.123 0.000 4.9883 0.131904 0.135194 46.63 Lehman Bros Hldgs Inc 52517PE98 03/15/06 03/15/11 100.000 0.000 5.2946 0.167598 0.172035 0.176589 0.181264 0.186063 62.09 65.42 Lehman Bros Hldgs Inc 52517PH46 05/17/06 05/17/21 100.000 VARIES 5.8803 0.162994 0.163499 0.164018 0.164553 0.165103 58.81 59.19 Lehman Bros Hldgs Inc 52517PK42 07/26/06 07/26/21 100.000 VARIES 4.6197 0.122469 0.123052 0.123649 0.124259 0.124884 44.38 44.81 Lehman Bros Hldgs Inc 52517PL66 09/14/06 09/14/21 95.000 VARIES 5.7713 0.151069 0.150740 0.150400 0.150051 0.149692 54.25 54.01 Lehman Bros Hldgs Inc 52517PL74 09/12/06 09/12/11 100.000 0.000 5.4399 0.168235 0.172811 0.177511 0.182340 0.187299 62.40 65.84 Lehman Bros Hldgs Inc 52517PM24 09/29/06 09/29/21 95.500 VARIES 5.8013 0.153192 0.153003 0.152808 0.152607 0.152401 55.08 54.94 Lehman Bros Hldgs Inc 52517PM99 10/27/06 10/27/16 94.650 VARIES 5.6132 0.147788 0.147843 0.147899 0.147957 0.148017 53.22 53.26 Lehman Bros Hldgs Inc 52517PN64 11/07/06 11/07/16 100.000 VARIES 5.5099 0.144853 0.145017 0.145186 0.145359 0.145537 52.19 52.32 Lehman Bros Hldgs Inc 52517PQ20 12/28/06 12/28/21 100.000 VARIES 5.1185 0.139577 0.138884 0.138173 0.137444 0.136696 50.12 49.61 Lehman Bros Hldgs Inc 52517PQ87 12/21/06 12/21/21 97.500 VARIES 5.3886 0.135047 0.134943 0.134837 0.134728 0.134616 48.60 48.52 Lehman Bros Hldgs Inc 52517PR37 01/12/07 01/12/22 100.000 VARIES 5.3883 0.141923 0.139198 0.139431 0.139670 0.139916 50.18 50.32 Lehman Bros Hldgs Inc 52517PT27 02/15/07 02/15/22 97.500 VARIES 5.4901 0.147171 0.146635 0.146086 0.145521 0.144940 52.74 52.33 Lehman Bros Hldgs Inc 52517PT68 02/16/07 02/16/17 100.000 VARIES 5.6999 0.150466 0.147692 0.148220 0.148763 0.149322 53.37 53.61 Lehman Bros Hldgs Inc 52517PU41 03/30/07 03/30/09 100.000 0.000 5.2100 0.156330 13.91 Lehman Bros Hldgs Inc 52517PU74 03/30/07 03/30/09 100.000 0.000 5.2100 0.156330 13.91 Lehman Bros Hldgs Inc 52517PU82 03/05/07 03/05/22 100.000 VARIES 5.5000 0.146891 0.144819 0.145033 0.145252 0.145478 52.29 52.30 Lehman Bros Hldgs Inc 52517PUL3 06/12/03 06/12/18 100.000 VARIES 5.2471 0.135292 0.133065 0.132261 0.129971 0.127627 48.91 47.76 Lehman Bros Hldgs Inc 52517PUP4 07/03/03 07/03/18 100.000 VARIES 4.7451 0.109162 0.108689 0.104618 0.103959 0.099855 38.93 37.20 Lehman Bros Hldgs Inc 52517PUR0 07/17/03 07/17/15 100.000 VARIES 4.3972 0.100656 0.100171 0.096373 0.095721 0.096135 35.93 35.02 Lehman Bros Hldgs Inc 52517PV40 06/19/07 06/19/17 100.000 VARIES 5.4394 0.147339 0.147508 0.147682 0.147861 0.148045 53.08 53.20 Lehman Bros Hldgs Inc 52517PVC2 08/27/03 08/27/10 100.000 0.250 4.7000 0.162878 0.166542 0.170293 0.174132 60.22 40.88 Lehman Bros Hldgs Inc 52517PVE8 09/25/03 09/25/10 100.000 0.250 4.3900 0.149833 0.152970 0.156175 0.159451 55.11 41.82 Lehman Bros Hldgs Inc 52517PVG3 09/30/03 09/30/10 100.000 0.250 4.3099 0.146522 0.149530 0.152602 0.155741 53.84 41.62 Lehman Bros Hldgs Inc 52517PVN8 12/17/03 12/17/18 100.000 VARIES 6.0028 0.178890 0.178672 0.180439 0.180258 0.181611 65.28 65.84 Lehman Bros Hldgs Inc 52517PVR9 01/13/04 01/13/11 100.000 0.250 4.3800 0.146366 0.149419 0.152539 0.155728 0.158986 54.28 56.57 Lehman Bros Hldgs Inc 52517PW80 04/20/07 04/20/22 100.000 VARIES 5.1283 0.139448 0.138394 0.137313 0.136204 0.135067 49.86 49.07 Lehman Bros Hldgs Inc 52517PWB3 04/08/04 04/08/14 100.000 VARIES 4.8469 0.114035 0.112850 0.112891 0.112346 0.113038 41.31 41.12 Lehman Bros Hldgs Inc 52517PWC1 04/08/04 04/08/11 100.000 VARIES 4.2283 0.104626 0.106254 0.109096 0.110794 0.113758 38.87 40.53 Lehman Bros Hldgs Inc 52517PWD9 04/14/04 04/14/11 100.000 VARIES 3.5801 0.097913 0.097463 0.098085 0.097637 0.098264 35.67 35.73 Lehman Bros Hldgs Inc 52517PWR8 05/13/04 09/16/10 90.250 1.000 4.8310 0.142613 0.145387 0.148228 0.151137 52.43 38.32 Lehman Bros Hldgs Inc 52517PWX5 07/07/04 07/07/11 100.000 0.250 5.0499 0.169714 0.173824 0.178038 0.182358 0.186787 63.29 66.39 Lehman Bros Hldgs Inc 52517PX55 04/27/07 04/27/22 100.000 VARIES 5.3982 0.144171 0.142139 0.140053 0.137910 0.138258 51.27 49.92 Lehman Bros Hldgs Inc 52517PX71 04/17/07 04/17/37 100.000 VARIES 6.2486 0.167606 0.167635 0.167665 0.167696 0.167728 60.35 60.37 Lehman Bros Hldgs Inc 52517PXM8 10/25/04 10/25/17 100.000 VARIES 5.2494 0.140671 0.140348 0.141578 0.141273 0.142533 51.35 51.69 Lehman Bros Hldgs Inc 52517PXQ9 11/01/04 11/01/14 100.000 VARIES 4.9383 0.131476 0.130950 0.130411 0.130202 0.129987 47.17 46.88 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 52517PXS5 10/29/04 10/29/19 100.000 VARIES 5.4644 0.133358 0.130281 0.128571 0.125390 0.123519 47.81 46.02 Lehman Bros Hldgs Inc 52517PXV8 11/18/04 11/18/11 100.000 VARIES 5.0706 0.129677 0.127352 0.131480 0.131370 0.135668 46.98 48.15 Lehman Bros Hldgs Inc 52517PXW6 11/22/04 11/22/19 100.000 VARIES 5.5393 0.147207 0.145807 0.149269 0.147892 0.151446 53.56 54.32 Lehman Bros Hldgs Inc 52517PXZ9 12/07/04 12/07/16 100.000 VARIES 5.2285 0.141012 0.139615 0.138182 0.138163 0.138144 50.44 49.74 Lehman Bros Hldgs Inc 52517PYD7 12/23/04 12/23/11 100.000 VARIES 4.7678 0.115375 0.115794 0.119206 0.121381 0.124957 42.22 43.96 Lehman Bros Hldgs Inc 52517PYE5 12/23/04 12/23/19 100.000 VARIES 5.6986 0.148190 0.148076 0.149609 0.149528 0.151111 54.08 54.61 Lehman Bros Hldgs Inc 52517PYG0 12/30/04 12/30/19 100.000 VARIES 5.5380 0.143344 0.143775 0.144218 0.144673 0.145141 51.68 52.00 Lehman Bros Hldgs Inc 52517PYH8 01/06/05 01/06/20 100.000 VARIES 5.8754 0.156190 0.155066 0.153909 0.152718 0.149861 55.63 54.48 Lehman Bros Hldgs Inc 52517PYJ4 12/30/04 12/30/19 100.000 VARIES 5.8784 0.154868 0.155338 0.155822 0.156319 0.156832 55.84 56.19 Lehman Bros Hldgs Inc 52517PYM7 01/28/05 01/28/20 100.000 VARIES 5.9154 0.157501 0.156408 0.155283 0.154125 0.151289 56.16 55.08 Lehman Bros Hldgs Inc 52517PYR6 02/02/05 02/02/17 100.000 VARIES 5.4992 0.144584 0.147414 0.145449 0.148317 0.146362 53.42 53.75 Lehman Bros Hldgs Inc 52517PYT2 02/24/05 02/24/20 100.000 VARIES 5.1276 0.128859 0.129314 0.129781 0.130260 0.130751 46.59 46.93 Lehman Bros Hldgs Inc 52517PYU9 02/24/05 02/24/20 100.000 VARIES 5.0875 0.126962 0.127542 0.128137 0.128747 0.129372 45.96 46.40 Lehman Bros Hldgs Inc 52517PYW5 03/23/05 03/23/20 100.000 VARIES 5.1879 0.131958 0.132427 0.132908 0.133401 0.133907 47.68 48.03 Lehman Bros Hldgs Inc 52517PYX3 03/17/05 03/17/20 100.000 VARIES 5.2322 0.153499 0.154790 0.156114 0.157473 0.158250 55.76 56.67 Lehman Bros Hldgs Inc 52517PZ38 06/22/07 06/22/22 100.000 VARIES 5.7685 0.151929 0.152129 0.152335 0.152546 0.152764 54.73 54.88 Lehman Bros Hldgs Inc 52517PZ87 05/23/07 05/23/22 100.000 VARIES 5.5672 0.142285 0.137934 0.138333 0.138742 0.139164 50.29 49.91 Lehman Bros Hldgs Inc 52517PZA2 03/23/05 03/23/20 100.000 VARIES 5.7272 0.145168 0.145746 0.146340 0.146951 0.147579 52.48 52.91 Lehman Bros Hldgs Inc 52517PZJ3 05/11/05 05/11/15 100.000 VARIES 5.2579 0.137532 0.136945 0.136342 0.135723 0.135088 49.35 48.91 Lehman Bros Hldgs Inc 52517PZL8 05/19/05 05/19/20 100.000 VARIES 5.8181 0.160491 0.160312 0.160127 0.159936 0.158932 57.73 57.56 Lehman Bros Hldgs Inc 52517PZM6 05/19/05 05/19/20 100.000 VARIES 5.8231 0.173022 0.174825 0.176680 0.178589 0.179260 62.77 64.06 Lehman Bros Hldgs Inc 52517PZN4 05/26/05 05/26/15 100.000 VARIES 5.1761 0.123815 0.121268 0.119374 0.117432 0.117317 43.96 42.55 Lehman Bros Hldgs Inc 52517PZS3 06/23/05 06/23/20 100.000 VARIES 5.4824 0.160871 0.162235 0.163637 0.165077 0.165795 58.18 59.19 Lehman Bros Hldgs Inc 52520W283 06/16/08 07/29/11 100.000 0.000 5.9599 0.166734 0.171703 0.176819 0.182089 0.187515 62.45 66.23 Lehman Bros Hldgs Inc 52520W333 11/30/07 11/30/09 100.000 0.000 4.2500 0.123126 0.125743 40.98 Lehman Bros Hldgs Inc 52520W341 10/31/07 10/30/09 100.000 0.000 5.3700 0.155534 0.158838 47.58 Lehman Bros Hldgs Inc 52520W390 06/29/07 06/30/09 100.000 0.000 5.4500 0.164131 29.38 Lehman Bros Hldgs Inc 52520W440 05/31/07 05/29/09 100.000 0.000 5.4799 0.165056 24.43 Lehman Bros Hldgs Inc 52520W549 04/30/07 04/30/09 100.000 0.000 5.1300 0.153750 18.30 Lehman Bros Hldgs Inc 52520W564 03/30/07 03/31/11 100.000 0.000 5.0675 0.151740 0.155585 0.159527 0.163569 0.167713 56.03 58.90 Lehman Bros Hldgs Inc 52520WAC5 06/05/06 06/15/09 100.000 1.383 5.4185 0.166739 27.35 Lehman Bros Hldgs Inc 52520WAD3 06/05/06 06/15/09 100.000 3.119 5.4192 0.159784 26.20 Lehman Bros Hldgs Inc 52520WAE1 06/05/06 06/15/09 100.000 2.070 5.4187 0.163984 26.89 Lehman Bros Hldgs Inc 52520WAF8 06/09/06 06/09/09 100.000 1.000 5.3910 0.167100 26.40 Lehman Bros Hldgs Inc 52520WAG6 06/23/06 06/23/11 100.000 0.250 5.8865 0.187953 0.193281 0.198765 0.204411 0.210223 68.71 72.66 Lehman Bros Hldgs Inc 52522L525 01/31/08 07/31/09 100.000 0.000 3.3130 0.093553 0.095102 19.83 Lehman Bros Hldgs Inc 52522L798 03/31/08 09/30/09 100.000 0.000 3.5370 0.099990 0.101758 27.22 Lehman Bros Hldgs Inc 52522L830 04/04/08 10/06/09 100.000 0.000 3.5898 0.101529 0.103352 28.25 Lehman Bros Hldgs Inc 52523J115 03/19/08 09/17/09 100.000 0.000 2.9919 0.084338 0.085600 21.82 Lehman Bros Hldgs Inc 52523J156 04/30/08 10/30/09 100.000 0.000 4.8199 0.137115 0.140419 41.59 Lehman Bros Hldgs Inc 52523J412 02/29/08 02/26/10 100.000 0.000 6.3699 0.178520 0.187259 0.190073 68.22 10.64 Lehman Bros Hldgs Inc 52523J420 03/07/08 03/08/10 100.000 0.000 6.1000 0.174642 0.179969 0.185458 65.05 12.43 Lehman Bros Hldgs Inc 52523J438 03/31/08 03/31/10 100.000 0.000 4.3100 0.122303 0.124938 0.127631 44.99 11.36 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 5252M0AF4 11/30/07 11/30/09 100.000 0.000 5.3799 0.157593 0.161832 52.61 Lehman Bros Hldgs Inc 5252M0AG2 11/30/07 06/01/09 100.000 0.000 4.9999 0.145940 21.89 Lehman Bros Hldgs Inc 5252M0AH0 11/30/07 11/30/09 100.000 0.000 5.5799 0.163770 0.168339 54.70 Lehman Bros Hldgs Inc 5252M0AJ6 12/28/07 12/28/22 100.000 VARIES 5.6093 0.153186 0.153198 0.153210 0.153222 0.153234 55.15 55.16 Lehman Bros Hldgs Inc 5252M0AL1 03/20/08 03/22/10 100.000 0.000 5.9499 0.170251 0.175316 0.180531 63.22 14.62 Lehman Bros Hldgs Inc 5252M0AM9 11/19/07 11/19/37 100.000 VARIES 7.4282 0.198572 0.195368 0.198641 0.195438 0.198715 71.89 71.92 Lehman Bros Hldgs Inc 5252M0AN7 11/13/07 11/13/09 100.000 0.000 5.3699 0.157284 0.161507 49.83 Lehman Bros Hldgs Inc 5252M0AP2 02/07/08 02/07/12 100.000 0.000 5.2100 0.148492 0.152361 0.156330 0.160402 0.164581 55.28 58.20 Lehman Bros Hldgs Inc 5252M0AQ0 11/30/07 11/30/10 100.000 0.000 5.5100 0.161605 0.166057 0.170632 0.175333 59.26 56.98 Lehman Bros Hldgs Inc 5252M0AV9 11/27/07 11/27/37 11.746 0.000 7.2677 9.56 0.025468 0.026393 0.027353 0.028347 0.029377 9.40 10.09 Lehman Bros Hldgs Inc 5252M0AX5 12/21/07 12/23/09 100.000 0.000 5.6700 0.166610 0.171334 59.50 Lehman Bros Hldgs Inc 5252M0AY3 12/28/07 12/28/22 100.000 VARIES 5.8488 0.156450 0.156558 0.156668 0.156782 0.156899 56.34 56.42 Lehman Bros Hldgs Inc 5252M0AZ0 12/05/07 12/07/09 100.000 0.000 5.2500 0.153635 0.157668 52.35 Lehman Bros Hldgs Inc 5252M0BA4 12/28/07 12/28/09 100.000 0.000 5.3699 0.157284 0.161507 56.91 Lehman Bros Hldgs Inc 5252M0BC0 12/28/07 12/28/09 100.000 0.000 5.4399 0.159443 0.163780 57.70 Lehman Bros Hldgs Inc 5252M0BF3 01/11/08 01/11/10 100.000 0.000 5.0900 0.144988 0.148678 0.152462 54.13 1.52 Lehman Bros Hldgs Inc 5252M0BG1 01/11/08 01/11/12 100.000 0.000 5.3999 0.154050 0.158209 0.162481 0.166868 0.171373 57.64 60.79 Lehman Bros Hldgs Inc 5252M0BH9 12/27/07 12/27/11 100.000 0.000 5.7000 0.167487 0.172261 0.177170 0.182219 0.187413 61.19 64.73 Lehman Bros Hldgs Inc 5252M0BJ5 12/28/07 12/28/22 100.000 VARIES 5.8954 0.161928 0.160970 0.159983 0.158967 0.157921 58.12 57.40 Lehman Bros Hldgs Inc 5252M0BK2 03/20/08 03/20/12 100.000 0.000 6.5800 0.188791 0.195002 0.201418 0.208045 0.214889 70.36 75.06 Lehman Bros Hldgs Inc 5252M0BR7 02/14/08 02/14/12 100.000 0.000 5.0900 0.144987 0.148677 0.152461 0.156341 0.160320 53.88 56.66 Lehman Bros Hldgs Inc 5252M0BT3 02/14/08 02/12/10 100.000 0.000 4.5399 0.128942 0.131869 0.134862 47.77 5.53 Lehman Bros Hldgs Inc 5252M0BU0 02/14/08 02/14/12 100.000 0.000 5.0900 0.144987 0.148677 0.152461 0.156341 0.160320 53.88 56.66 Lehman Bros Hldgs Inc 5252M0BV8 02/14/08 02/12/10 100.000 0.000 4.5399 0.128942 0.131869 0.134862 47.77 5.53 Lehman Bros Hldgs Inc 5252M0CE5 02/20/08 02/19/10 100.000 0.000 4.5000 0.127797 0.130673 0.133613 47.29 6.41 Lehman Bros Hldgs Inc 5252M0CH8 02/06/08 02/06/23 100.000 VARIES 5.6140 0.154086 0.152174 0.150207 0.148186 0.146107 54.56 53.12 Lehman Bros Hldgs Inc 5252M0CK1 02/12/08 02/12/38 100.000 VARIES 7.2994 0.200734 0.200744 0.200755 0.200765 0.200777 72.27 72.28 Lehman Bros Hldgs Inc 5252M0CN5 01/30/08 07/30/09 100.000 0.000 3.3250 0.093897 0.095458 19.91 Lehman Bros Hldgs Inc 5252M0CV7 02/27/08 02/27/23 100.000 VARIES 5.1091 0.138805 0.135610 0.135767 0.135928 0.136093 49.02 48.95 Lehman Bros Hldgs Inc 5252M0DA2 02/29/08 02/28/11 100.000 0.000 6.6600 0.190105 0.193232 0.202977 0.206316 0.216720 71.55 76.39 Lehman Bros Hldgs Inc 5252M0DB0 05/21/08 05/21/12 100.000 0.000 5.1300 0.146155 0.149904 0.153749 0.157693 0.161738 53.59 56.38 Lehman Bros Hldgs Inc 5252M0DF1 02/28/08 02/28/12 100.000 0.000 5.1099 0.142407 0.148466 0.149777 0.156149 0.157528 54.00 56.80 Lehman Bros Hldgs Inc 5252M0DK0 02/14/08 02/16/10 100.000 0.000 6.3999 0.183531 0.189404 0.195465 68.74 8.80 Lehman Bros Hldgs Inc 5252M0DM6 02/29/08 03/01/10 100.000 0.000 4.5064 0.127309 0.128055 0.133111 47.31 7.85 Lehman Bros Hldgs Inc 5252M0DP9 03/31/08 03/31/23 100.000 VARIES 5.5588 0.150985 0.147461 0.147628 0.147800 0.147977 53.41 53.21 Lehman Bros Hldgs Inc 5252M0DQ7 03/20/08 09/20/12 100.000 0.000 6.9999 0.201250 0.208294 0.215584 0.223129 0.230939 75.17 80.52 Lehman Bros Hldgs Inc 5252M0DU8 02/28/08 03/02/09 100.000 0.000 3.6800 0.104147 6.35 Lehman Bros Hldgs Inc 5252M0DY0 02/20/08 03/10/09 100.000 VARIES 2.4790 0.068733 4.74 Lehman Bros Hldgs Inc 5252M0EC7 03/10/08 03/10/23 100.000 VARIES 7.2993 0.202050 0.201314 0.200551 0.199760 0.199831 72.44 71.98 Lehman Bros Hldgs Inc 5252M0ED5 03/19/08 03/19/10 100.000 0.000 5.9499 0.170194 0.175257 0.180471 63.23 14.08 Lehman Bros Hldgs Inc 5252M0EF0 03/28/08 03/28/12 100.000 0.000 5.2000 0.148200 0.152053 0.156007 0.160063 0.164224 54.77 57.66 Lehman Bros Hldgs Inc 5252M0EH6 03/13/08 03/13/23 100.000 VARIES 6.8587 0.187529 0.184434 0.184567 0.184705 0.184847 66.63 66.50 Lehman Bros Hldgs Inc 5252M0EL7 04/21/08 04/21/10 100.000 0.000 5.0299 0.143236 0.146838 0.150531 52.72 16.56 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 5252M0EM5 03/31/08 03/31/11 100.000 0.000 4.7900 0.136242 0.139505 0.142847 0.146268 0.149771 50.24 52.67 Lehman Bros Hldgs Inc 5252M0EN3 03/05/08 03/05/18 92.300 5.250 6.2995 4.70 0.016173 0.016682 0.017208 0.017750 0.018309 6.03 6.42 Lehman Bros Hldgs Inc 5252M0EP8 03/24/08 03/21/11 100.000 0.000 4.1948 0.118928 0.121422 0.123969 0.126569 0.129224 43.77 45.62 Lehman Bros Hldgs Inc 5252M0EQ6 03/31/08 04/01/13 100.000 0.000 7.0999 0.204262 0.211513 0.219022 0.226797 0.234848 76.17 81.67 Lehman Bros Hldgs Inc 5252M0ES2 05/27/08 05/27/10 100.000 VARIES 5.0779 0.144636 0.144076 0.147734 52.07 21.57 Lehman Bros Hldgs Inc 5252M0ET0 03/17/08 03/17/23 100.000 VARIES 6.5597 0.180902 0.180930 0.180959 0.180989 0.181019 65.14 65.16 Lehman Bros Hldgs Inc 5252M0EW3 04/10/08 04/10/23 100.000 VARIES 7.4983 0.204641 0.200858 0.201012 0.201173 0.201339 72.70 72.42 Lehman Bros Hldgs Inc 5252M0EX1 04/30/08 04/29/11 100.000 0.000 5.5100 0.157249 0.161581 0.166033 0.170607 0.175307 57.93 61.17 Lehman Bros Hldgs Inc 5252M0EZ6 04/30/08 04/30/13 100.000 VARIES 5.9609 0.170517 0.171874 0.176996 0.178546 0.183867 62.03 64.42 Lehman Bros Hldgs Inc 5252M0FE2 05/22/08 11/23/12 100.000 0.000 5.8959 0.168633 0.173605 0.178723 0.183991 0.189415 61.99 65.69 Lehman Bros Hldgs Inc 5252M0FF9 05/16/08 05/17/10 100.000 0.000 5.2099 0.148513 0.152382 0.156352 54.51 21.26 Lehman Bros Hldgs Inc 5252M0FL6 05/30/08 11/30/09 100.000 0.000 5.1099 0.145571 0.149290 48.56 Lehman Bros Hldgs Inc 5252M0FM4 05/05/08 05/05/10 100.000 0.000 4.9399 0.140611 0.144084 0.147643 51.64 18.31 Lehman Bros Hldgs Inc 5252M0FN2 05/30/08 05/31/11 100.000 0.000 5.5600 0.157020 0.160503 0.165871 0.169551 0.175222 58.23 61.52 Lehman Bros Hldgs Inc 5252M0FV4 05/29/08 05/29/12 100.000 0.000 6.1184 0.175158 0.180516 0.186038 0.191730 0.197595 64.37 68.37 Lehman Bros Hldgs Inc 5252M0FW2 05/19/08 05/19/23 100.000 VARIES 7.2491 0.200962 0.200544 0.200110 0.199661 0.199196 72.24 71.92 Lehman Bros Hldgs Inc 5252M0FY8 05/30/08 05/30/13 100.000 0.000 6.1200 0.175202 0.180563 0.186089 0.191783 0.197652 64.38 68.38 Lehman Bros Hldgs Inc 5252M0FZ5 06/30/08 12/30/10 100.000 0.000 5.8300 0.166667 0.171525 0.176525 0.181671 60.88 64.30 Lehman Bros Hldgs Inc 5252M0GC5 06/30/08 06/30/11 100.000 0.000 6.0299 0.172550 0.177752 0.183112 0.188633 0.194320 63.07 66.93 Lehman Bros Hldgs Inc 5252M0GD3 06/26/08 06/26/23 100.000 VARIES 8.0972 0.219410 0.213673 0.213896 0.214129 0.214371 77.93 77.05 Lehman Bros Hldgs Inc 5252M0GF8 08/14/08 08/15/11 100.000 0.000 7.5200 0.208933 0.216789 0.224940 0.233398 0.242173 78.81 84.84 Lehman Bros Hldgs Inc 5252M0GG6 06/27/08 06/27/12 100.000 0.000 6.2000 0.177561 0.183066 0.188741 0.194592 0.200624 64.96 69.05 Lehman Bros Hldgs Inc 5252M0GJ0 08/07/08 08/07/12 100.000 0.000 7.7699 0.215833 0.224218 0.232929 0.241979 0.251379 81.67 88.14 Lehman Bros Hldgs Inc 5252M0GN1 06/26/08 06/26/23 100.000 VARIES 8.2966 0.223890 0.217046 0.217308 0.217581 0.217866 79.34 78.28 Lehman Bros Hldgs Inc 5252M0GP6 06/24/08 06/24/11 100.000 0.000 6.0900 0.174318 0.179626 0.185096 0.190732 0.196540 63.79 67.73 Lehman Bros Hldgs Inc 5252M0GQ4 07/14/08 07/14/23 100.000 VARIES 8.3470 0.231864 0.220673 0.220879 0.221093 0.221316 79.62 79.63 Lehman Bros Hldgs Inc 5252M0GR2 06/30/08 12/30/11 100.000 0.000 6.1400 0.175792 0.181189 0.186751 0.192484 0.198394 64.27 68.27 Lehman Bros Hldgs Inc 5252M0GX9 08/22/08 08/22/11 100.000 0.000 7.5600 0.210000 0.217938 0.226176 0.234726 0.243598 79.12 85.21 Liberty Media Corp. 530715AF8 11/16/99 11/15/29 100.000 4.000 9.0689 0.423855 0.438036 0.452861 0.468357 0.484557 156.47 167.28 Liberty Media Corp. 530715AG6 11/16/99 11/15/29 100.000 4.000 9.0689 0.423855 0.438036 0.452861 0.468357 0.484557 156.47 167.28 Liberty Media Corp. 530715AK7 02/10/00 02/15/30 100.000 3.750 9.4298 0.449905 0.466206 0.483276 0.501151 0.519868 169.44 182.17 Liberty Media Corp. 530715AL5 02/10/00 02/15/30 100.000 3.750 9.4298 0.449905 0.466206 0.483276 0.501151 0.519868 169.44 182.17 Liberty Media Corp. 530715AM3 01/11/01 01/15/31 100.000 3.500 N/A 0.367568 0.379602 0.392133 0.405174 0.418743 138.57 147.93 Liberty Media Corp. 530715AN1 01/11/01 01/15/31 100.000 3.500 N/A 0.367568 0.379602 0.392133 0.405174 0.418743 138.57 147.93 Liberty Media Corp. 530715AP6 03/08/01 03/15/31 100.000 3.250 10.3696 0.513269 0.535201 0.558269 0.582534 0.608057 193.49 210.62 Liberty Media Corp. 530715AQ4 03/08/01 03/15/31 100.000 3.250 10.3696 0.513269 0.535201 0.558269 0.582534 0.608057 193.49 210.62 Liberty Media Corp. 530715AR2 03/08/01 03/15/31 100.000 3.250 10.3696 0.513269 0.535201 0.558269 0.582534 0.608057 193.49 210.62 Liberty Media Corp. 530718AB1 03/26/03 03/30/23 98.500 0.750 5.6006 0.200355 0.205383 0.210550 0.215863 0.221325 73.96 77.73 Liberty Media Corp. 530718AF2 03/26/03 03/30/23 98.500 0.750 N/A 0.251596 0.258684 0.266076 0.273787 0.281829 93.17 98.61 Linear Technology Corp. 535678AA4 04/24/07 05/01/27 100.000 VARIES 7.0000 0.206694 0.211011 0.215480 0.220105 0.224892 75.71 78.97 Linear Technology Corp. 535678AB2 04/24/07 05/01/27 100.000 VARIES 7.0001 0.206313 0.210495 0.214825 0.219305 0.223943 75.54 78.69 Linear Technology Corp. 535678AC0 04/24/07 05/01/27 100.000 VARIES 7.0000 0.206694 0.211011 0.215480 0.220105 0.224892 75.71 78.97 Linear Technology Corp. 535678AD8 04/24/07 05/01/27 100.000 VARIES 7.0001 0.206313 0.210495 0.214825 0.219305 0.223943 75.54 78.69 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lithia Motors, Inc. 536797AA1 05/03/04 05/01/14 100.000 VARIES 8.9998 0.332577 0.343949 0.355833 0.367478 0.379606 123.17 131.62 Lithia Motors, Inc. 536797AB9 05/03/04 05/01/14 100.000 VARIES 8.9998 0.332577 0.343949 0.355833 0.367478 0.379606 123.17 131.62 Lucent Tech Cap Tr I 549462208 03/19/02 03/15/17 100.000 7.750 7.7499 0.215278 0.215278 0.215278 0.215278 0.215278 77.50 77.50 Lucent Tech Cap Tr I 549462307 03/19/02 03/15/17 100.000 7.750 7.7499 0.215278 0.215278 0.215278 0.215278 0.215278 77.50 77.50 MQ Associates Inc 55345RAA6 08/24/04 08/15/12* 62.337 VARIES 12.2489 0.340259 12.93* MQ Associates Inc 55345RAB4 08/24/04 08/15/12* 62.337 VARIES 12.2489 0.340259 12.93* MTR Gaming Group, Inc. 553769AG5 08/12/09 07/15/14 95.248 12.625 13.9919 0.019500 0.020660 0.022105 2.71 7.66 Mariner Energy Inc. 56845TAG2 06/10/09 06/30/16 97.093 11.750 12.3796 0.007492 0.007544 0.008011 0.008507 0.009034 1.52 2.97 Marion County, OR 56913RAH1 03/28/02 06/01/09 63.326 0.000 6.4683 340.63 0.174048 26.11 Marion County, OR 56913RAJ7 03/28/02 06/01/10 58.440 0.000 6.6784 326.80 0.168104 0.173717 0.179518 61.87 26.93 Marion County, OR 56913RAK4 03/28/02 06/01/11 53.951 0.000 6.8387 310.57 0.160570 0.166060 0.171738 0.177611 0.183684 59.13 63.24 Marion County, OR 56913RAL2 03/28/02 06/01/12 49.948 0.000 6.9388 292.69 0.151810 0.157077 0.162526 0.168165 0.173999 55.92 59.87 Marion County, OR 56913RAM0 03/28/02 06/01/13 46.303 0.000 7.0088 274.70 0.142795 0.147800 0.152979 0.158340 0.163889 52.61 56.36 Marion County, OR 56913RAN8 03/28/02 06/01/14 42.967 0.000 7.0588 257.15 0.133885 0.138610 0.143502 0.148567 0.153811 49.34 52.88 Marion County, OR 56913RAP3 03/28/02 06/01/15 39.329 0.000 7.2089 241.57 0.126372 0.130927 0.135646 0.140535 0.145601 46.59 50.01 Marion County, OR 56913RAQ1 03/28/02 06/01/16 36.142 0.000 7.3089 225.82 0.118504 0.122835 0.127324 0.131977 0.136800 43.71 46.96 Marion County, OR 56913RAR9 03/28/02 06/01/17 33.393 0.000 7.3590 210.42 0.110595 0.114665 0.118884 0.123258 0.127794 40.80 43.85 Marion County, OR 56913RAS7 03/28/02 06/01/18 31.307 0.000 7.3092 195.62 0.102656 0.106408 0.110297 0.114328 0.118506 37.86 40.68 Marion County, OR 56913RAT5 03/28/02 06/01/19 28.898 0.000 7.3592 182.10 0.095713 0.099234 0.102886 0.106672 0.110597 35.31 37.95 Marion County, OR 56913RAU2 03/28/02 06/01/20 26.649 0.000 7.4091 169.34 0.089148 0.092451 0.095876 0.099428 0.103111 32.89 35.37 Marquee Holdings, Inc. 57143VAA7 08/18/04 08/15/14 55.894 VARIES 11.9996 0.296661 0.314460 0.333327 0.333327 0.333327 114.99 120.00 Marquee Holdings, Inc. 57143VAB5 08/18/04 08/15/14 55.894 VARIES 11.9996 0.296661 0.314460 0.333327 0.333327 0.333327 114.99 120.00 Marquee Holdings, Inc. 57143VAC3 08/18/04 08/15/14 55.894 VARIES 11.9996 0.296661 0.314460 0.333327 0.333327 0.333327 114.99 120.00 Masco Corporation 574599AW6 07/20/01 07/20/31 39.445 VARIES 8.1251 0.155470 0.161039 0.166834 0.172865 0.179141 58.80 63.13 Masco Corporation 574599BB1 07/20/01 07/20/31 39.445 VARIES 8.1251 0.155470 0.161039 0.166834 0.172865 0.179141 58.80 63.13 McHenry County, Illinois 581156AZ9 03/11/04 12/01/09 106.159 VARIES 4.3520 0.122352 0.121630 40.25 Medicis Pharma Corp. 584690AB7 08/14/03 06/04/33 93.000 VARIES 9.1499 0.354735 0.369058 0.384036 0.399064 0.414779 131.07 141.79 Medtronic, Inc. 585055AA4 09/11/01 09/15/21 100.000 VARIES 6.7187 0.266049 0.272665 0.279503 0.286571 0.293876 98.39 103.42 Medtronic, Inc. 585055AB2 09/11/01 09/15/21 100.000 VARIES 6.7187 0.266049 0.272665 0.279503 0.286571 0.293876 98.39 103.42 Medtronic, Inc. 585055AD8 09/11/01 09/15/21 100.000 VARIES 6.7187 0.266049 0.272665 0.279503 0.286571 0.293876 98.39 103.42 Merisant Worldwide, Inc. 58985CAA8 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340272 0.340271 0.340271 0.340270 0.340270 122.50 122.50 Merrill Lynch & Co.,Inc. 590188A73 03/13/02 03/13/32* 100.000 VARIES N/A 0.228874 11.90* Merrill Lynch & Co.,Inc. 590188W79 12/30/04 01/02/14 100.000 0.000 4.6291 0.150966 0.154460 0.158035 0.161693 0.165435 56.24 58.88 Merrill Lynch & Co.,Inc. 590188X86 05/05/05 05/12/10 100.000 VARIES 4.2139 0.117112 0.117102 0.117079 42.16 15.34 Merrill Lynch & Co.,Inc. 59018FBA9 05/16/03 05/17/10 100.000 0.250 4.0324 0.137827 0.140466 0.143158 50.33 19.47 Merrill Lynch & Co.,Inc. 59018FCR1 04/04/07 04/04/37 100.000 VARIES 5.7580 0.153643 0.153688 0.153734 0.153781 0.153830 55.33 55.36 Merrill Lynch & Co.,Inc. 59018FCY6 05/22/07 07/22/09 100.000 0.000 5.2106 0.153703 0.157708 31.62 Merrill Lynch & Co.,Inc. 59018YA50 03/21/07 03/21/22* 100.000 VARIES 5.3697 0.144210 0.142470 37.18* Merrill Lynch & Co.,Inc. 59018YB91 04/05/07 04/05/22* 100.000 VARIES 5.6087 0.153655 .61* Merrill Lynch & Co.,Inc. 59018YC25 04/05/07 04/05/19* 100.000 VARIES 5.5296 0.151390 .61* Merrill Lynch & Co.,Inc. 59018YC66 05/02/07 05/02/17 100.000 VARIES 5.5833 0.147686 0.148033 0.148389 0.148755 0.149131 53.27 53.53 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Merrill Lynch & Co.,Inc. 59018YC82 05/09/07 05/09/22 100.000 VARIES 5.7115 0.154031 0.152400 0.150724 0.148999 0.149285 54.99 53.88 Merrill Lynch & Co.,Inc. 59018YD65 05/18/07 05/18/17 100.000 VARIES 5.6522 0.151983 0.152217 0.152458 0.152706 0.152960 54.78 54.95 Merrill Lynch & Co.,Inc. 59018YD81 05/31/07 05/31/22 100.000 VARIES 5.8983 0.158808 0.158933 0.159061 0.159193 0.159329 57.20 57.29 Merrill Lynch & Co.,Inc. 59018YE31 05/31/07 05/31/10 100.000 0.000 5.2943 0.159056 0.163267 0.167589 58.28 24.97 Merrill Lynch & Co.,Inc. 59018YE49 06/06/07 06/06/17 100.000 VARIES 5.9091 0.158307 0.158576 0.158853 0.159138 0.159432 57.05 57.25 Merrill Lynch & Co.,Inc. 59018YJ44 08/29/07 08/29/22* 100.000 VARIES 6.0244 0.156289 9.06* Merrill Lynch & Co.,Inc. 59018YL33 11/28/07 11/30/10 100.000 0.000 4.3746 0.126924 0.129701 0.132538 0.135437 46.37 44.13 Merrill Lynch Bank USA 59020WA43 01/31/07 01/31/11 100.000 0.000 5.1147 0.153258 0.157177 0.161197 0.165319 0.169547 57.08 60.03 Merrill Lynch Bank USA 59020WA68 01/31/07 01/31/12 100.000 0.000 5.1060 0.152977 0.156882 0.160887 0.164995 0.169207 56.97 59.92 Merrill Lynch Bank USA 59020WA76 01/31/07 02/21/12 100.000 0.000 5.0982 0.153182 0.157087 0.161091 0.165197 0.169408 56.88 59.81 Merrill Lynch Bank USA 59020WA84 02/28/07 11/29/10 100.000 0.000 4.8296 0.145038 0.146119 0.152128 0.153261 53.37 50.71 Merrill Lynch Bank USA 59020WA92 02/28/07 02/28/11 100.000 0.000 4.8250 0.143171 0.144234 0.150162 0.151277 0.157495 53.31 55.92 Merrill Lynch Bank USA 59020WB42 03/15/07 03/15/13 100.000 0.000 4.8033 0.143273 0.146714 0.150238 0.153846 0.157541 52.94 55.51 Merrill Lynch Bank USA 59020WC33 03/07/07 03/05/10 100.000 0.000 5.0065 0.149737 0.153485 0.157327 55.46 10.07 Merrill Lynch Bank USA 59020WC66 03/30/07 03/31/11 100.000 0.000 4.8134 0.143594 0.147050 0.150589 0.154214 0.157925 52.95 55.53 Merrill Lynch Bank USA 59020WC74 03/30/07 03/30/12 100.000 0.000 4.8040 0.143294 0.146736 0.150261 0.153870 0.157566 52.84 55.41 Merrill Lynch Bank USA 59020WC82 03/30/07 03/31/11 100.000 0.000 4.8134 0.143594 0.147050 0.150589 0.154214 0.157925 52.95 55.53 Merrill Lynch Bank USA 59020WC90 04/30/07 04/30/12 100.000 0.000 4.7640 0.142020 0.145403 0.148867 0.152413 0.156043 52.15 54.67 Merrill Lynch Bank USA 59020WD24 04/30/07 04/30/12 100.000 0.000 4.8440 0.144573 0.148074 0.151661 0.155334 0.159096 53.11 55.71 Merrill Lynch Bank USA 59020WD32 04/30/07 04/29/11 100.000 0.000 4.8567 0.144960 0.148481 0.152086 0.155780 0.159563 53.26 55.88 Merrill Lynch Bank USA 59020WD57 04/30/07 01/28/11 100.000 0.000 4.8369 0.142604 0.146052 0.149585 0.153202 0.156908 53.03 55.62 Merrill Lynch Bank USA 59020WE64 06/29/07 06/30/11 100.000 0.000 5.1569 0.153785 0.155179 0.161818 0.163284 0.170271 56.40 59.34 Merrill Lynch Bank USA 59020WE98 06/29/07 06/30/11 100.000 0.000 5.1569 0.153785 0.155179 0.161818 0.163284 0.170271 56.40 59.34 Merrill Lynch Bank USA 59020WF55 07/31/07 07/29/11 100.000 0.000 4.9035 0.139827 0.145630 0.146768 0.152858 0.154053 53.17 55.81 Merrill Lynch Bank USA 59020WF63 07/31/07 07/29/11 100.000 0.000 4.9035 0.139827 0.145630 0.146768 0.152858 0.154053 53.17 55.81 Merrill Lynch Bank USA 59020WF89 07/31/07 07/30/09 100.000 0.000 4.9196 0.140326 0.146161 30.52 Merrill Lynch Bank USA 59020WG47 09/28/07 09/28/11 100.000 0.000 4.7367 0.137120 0.138078 0.143691 0.144696 0.150578 50.85 53.29 Merrill Lynch Bank USA 59020WUH2 02/28/05 03/01/10 100.000 0.000 3.9130 0.123811 0.124175 0.128703 45.85 7.59 Merrill Lynch Bank USA 59020WVY4 08/26/05 08/26/10 100.000 0.000 4.2933 0.135470 0.138379 0.141349 0.144383 50.03 33.76 Merrill Lynch Bank USA 59020WWA5 09/30/05 03/30/11 100.000 0.000 4.3666 0.138079 0.141094 0.144175 0.147323 0.150539 50.81 53.05 Merrill Lynch Bank USA 59020WWC1 09/30/05 03/31/14 100.000 0.000 4.4692 0.141750 0.144918 0.148156 0.151467 0.154852 52.18 54.54 Merrill Lynch Bank USA 59020WWD9 10/28/05 04/28/11 100.000 0.000 4.6987 0.150033 0.153558 0.157166 0.160858 0.164637 55.10 57.71 Merrill Lynch Bank USA 59020WWG2 11/27/05 05/27/11 100.000 0.000 4.7139 0.150588 0.154138 0.157771 0.161489 0.165296 55.09 57.72 Merrill Lynch Bank USA 59020WWH0 11/28/05 05/27/11 100.000 0.000 4.7163 0.150656 0.154208 0.157845 0.161567 0.165377 55.12 57.75 Merrill Lynch Bank USA 59020WWP2 12/30/05 06/30/11 100.000 0.000 4.5788 0.145694 0.149029 0.152441 0.155931 0.159501 53.06 55.51 Merrill Lynch Bank USA 59020WWQ0 01/30/06 07/31/09 100.000 0.000 4.5919 0.142884 0.146164 30.45 Merrill Lynch Bank USA 59020WWV9 02/28/06 02/28/11 100.000 0.000 4.8559 0.151238 0.152385 0.158672 0.159874 0.166470 56.33 59.10 Merrill Lynch Bank USA 59020WXK2 04/28/06 04/30/12 100.000 0.000 5.2512 0.166098 0.170459 0.174935 0.179528 0.184242 61.12 64.37 Merrill Lynch Bank USA 59020WXL0 04/28/06 04/29/10 100.000 0.000 5.2516 0.166089 0.170450 0.174926 61.13 20.64 Merrill Lynch Bank USA 59020WXM8 05/31/06 05/31/12 100.000 0.000 5.2311 0.165334 0.169658 0.174096 0.178649 0.183322 60.57 63.78 Merrill Lynch Bank USA 59020WXN6 05/31/06 05/31/10 100.000 0.000 5.2117 0.164644 0.168935 0.173337 60.31 25.83 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Merrill Lynch Bank USA 59020WXR7 06/30/06 06/30/10 100.000 0.000 5.4416 0.172869 0.177573 0.182404 63.09 32.65 Merrill Lynch Bank USA 59020WXU0 06/30/06 12/30/10 100.000 0.000 5.4415 0.172866 0.177569 0.182400 0.187363 63.09 66.37 Merrill Lynch Bank USA 59020WYB1 07/31/06 07/29/10 100.000 0.000 5.2020 0.160110 0.164274 0.168547 0.172931 59.67 35.85 Merrill Lynch Bank USA 59020WYC9 07/31/06 07/31/09 100.000 0.000 5.2674 0.162351 0.166627 34.70 Merrill Lynch Bank USA 59020WYD7 07/28/06 07/28/11 100.000 0.000 5.2152 0.160580 0.164768 0.169064 0.173473 0.177996 59.86 63.02 Merrill Lynch Bank USA 59020WYE5 08/31/06 08/31/10 100.000 0.000 5.1348 0.156985 0.158390 0.165149 0.166628 58.56 40.24 Merrill Lynch Bank USA 59020WYF2 08/31/06 08/31/10 100.000 0.000 5.1348 0.156985 0.158390 0.165149 0.166628 58.56 40.24 Merrill Lynch Bank USA 59020WYG0 08/31/06 08/31/11 100.000 0.000 5.1359 0.157022 0.158429 0.165190 0.166670 0.173783 58.58 61.62 Merrill Lynch Bank USA 59020WYH8 09/15/06 09/15/10 100.000 0.000 4.9635 0.152081 0.155855 0.159723 0.163687 56.24 41.28 Merrill Lynch Bank USA 59020WYJ4 09/07/06 09/07/10 100.000 0.000 5.0131 0.153751 0.157605 0.161556 0.165605 56.93 40.47 Merrill Lynch Bank USA 59020WYK1 09/28/06 06/30/10 100.000 0.000 4.9465 0.153447 0.157242 0.161131 55.93 28.84 Merrill Lynch Bank USA 59020WYM7 09/28/06 09/30/10 100.000 0.000 4.9484 0.151617 0.155368 0.159213 0.163152 55.95 43.54 Merrill Lynch Bank USA 59020WYU9 10/31/06 07/29/10 100.000 0.000 4.8869 0.147707 0.151317 0.155014 0.158802 54.93 32.92 Merrill Lynch Bank USA 59020WYV7 10/31/06 10/31/12 100.000 0.000 4.8867 0.149504 0.153157 0.156899 0.160733 0.164660 54.93 57.65 Merrill Lynch Bank USA 59020WYW5 10/31/06 10/31/12 100.000 0.000 4.8867 0.149504 0.153157 0.156899 0.160733 0.164660 54.93 57.65 Merrill Lynch Bank USA 59020WZD6 11/10/06 11/10/11 100.000 0.000 4.8559 0.148474 0.152079 0.155771 0.159553 0.163427 54.47 57.15 Merrill Lynch Bank USA 59020WZE4 10/30/06 04/30/12 100.000 0.000 4.9187 0.150578 0.154282 0.158076 0.161964 0.165947 55.33 58.09 Merrill Lynch Bank USA 59020WZG9 12/06/06 12/06/10 100.000 0.000 4.6787 0.142559 0.145894 0.149307 0.152800 52.09 50.65 Merrill Lynch Bank USA 59020WZH7 11/30/06 09/01/10 100.000 0.000 4.7482 0.143213 0.146613 0.150094 0.153658 52.99 36.66 Merrill Lynch Bank USA 59020WZJ3 11/30/06 09/01/10 100.000 0.000 4.7482 0.143213 0.146613 0.150094 0.153658 52.99 36.66 Merrill Lynch Bank USA 59020WZV6 12/28/06 09/27/10 100.000 0.000 4.8737 0.147275 0.150863 0.154540 0.158306 54.35 41.79 Merrill Lynch Bank USA 59020WZW4 12/28/06 12/28/10 100.000 0.000 4.8781 0.149215 0.152855 0.156583 0.160402 54.39 56.59 Merrill Lynch Bank USA 59020WZX2 12/28/06 12/28/10 100.000 0.000 4.8781 0.149215 0.152855 0.156583 0.160402 54.39 56.59 Merrill Lynch & Co.,Inc. 59021J141 06/03/03 06/03/10 100.000 0.000 3.5047 0.117853 0.119918 0.122019 42.92 18.55 Merrill Lynch & Co.,Inc. 59021J471 09/04/02 09/04/09 100.000 0.000 4.9830 0.185973 0.190606 46.03 Merrill Lynch & Co.,Inc. 59021J489 08/07/02 08/07/09 100.000 0.000 5.2540 0.199221 0.204455 43.97 Merrill Lynch & Co.,Inc. 59021J513 06/28/02 06/29/09 100.000 0.000 5.5167 0.218310 38.86 Merrill Lynch & Co.,Inc. 59021J596 05/03/02 05/04/09 100.000 0.000 6.1464 0.253103 31.13 Merrill Lynch & Co.,Inc. 59021J679 03/28/02 03/30/09 100.000 0.000 6.2915 0.261504 23.27 Merrill Lynch & Co.,Inc. 59021J695 03/28/02 03/30/09 100.000 0.000 6.2915 0.261504 23.27 Merrill Lynch & Co.,Inc. 59021J794 01/16/02 01/16/09 100.000 0.000 5.7015 0.228240 3.42 Merrill Lynch & Co.,Inc. 59021S232 10/04/05 10/04/10 100.000 4.350 4.3499 0.120833 0.120833 0.120833 0.120833 43.50 32.99 Merrill Lynch & Co.,Inc. 59021S265 09/29/05 11/19/12 100.000 0.000 4.3795 0.139380 0.142432 0.145551 0.148738 0.151995 50.99 53.24 Merrill Lynch & Co.,Inc. 59021S356 06/06/05 06/07/10 100.000 0.000 3.9710 0.126596 0.129110 0.131673 46.15 20.54 Merrill Lynch & Co.,Inc. 59021S414 07/06/05 07/06/10 100.000 3.860 3.8599 0.107222 0.107222 0.107222 0.107222 38.60 19.84 Merrill Lynch & Co.,Inc. 59021S489 05/10/05 05/10/12 100.000 4.200 4.1999 0.116667 0.116667 0.116667 0.116667 0.116667 42.00 42.00 Merrill Lynch & Co.,Inc. 59021S612 04/04/05 06/04/09 100.000 0.000 4.0607 0.130718 20.00 Merrill Lynch & Co.,Inc. 59021S695 03/08/05 03/08/10 100.000 VARIES 4.7598 0.132171 0.132144 0.132115 47.57 8.85 Merrill Lynch & Co.,Inc. 59021S778 02/04/05 02/04/10 100.000 3.800 3.7999 0.105556 0.105556 0.105556 38.00 3.48 Merrill Lynch & Co.,Inc. 59021S844 11/30/04 01/22/10 100.000 0.000 3.7349 0.118732 0.120949 0.123208 43.85 2.59 Merrill Lynch & Co.,Inc. 59021S877 11/30/04 11/30/09 100.000 VARIES 3.7116 0.103120 0.103095 33.92 Merrill Lynch & Co.,Inc. 59021V193 08/09/06 02/09/10 100.000 0.000 5.4163 0.167428 0.171962 0.176619 62.40 6.71 Merrill Lynch & Co.,Inc. 59021V235 07/06/06 07/06/09 100.000 0.000 5.7180 0.177793 0.182876 33.81 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Merrill Lynch & Co.,Inc. 59021V367 06/07/06 12/07/09 100.000 0.000 5.4822 0.174334 0.179112 59.44 Merrill Lynch & Co.,Inc. 59021V383 06/07/06 12/07/09 100.000 5.450 5.4499 0.151389 0.151389 50.87 Merrill Lynch & Co.,Inc. 59021V615 03/07/06 09/08/09 100.000 4.956 4.9559 0.137667 0.137667 34.00 Merrill Lynch & Co.,Inc. 59021V623 02/06/06 02/07/11 100.000 0.000 4.7259 0.147556 0.151043 0.154612 0.158266 0.162005 54.76 57.38 Merrill Lynch & Co.,Inc. 59021V748 01/04/06 01/04/11 100.000 4.510 4.5099 0.125278 0.125278 0.125278 0.125278 0.125278 45.10 45.10 Merrill Lynch & Co.,Inc. 59021V805 12/07/05 06/05/09 100.000 0.000 4.4683 0.141682 21.82 Merrill Lynch & Co.,Inc. 59021V870 12/07/05 12/07/10 100.000 4.530 4.5299 0.125833 0.125833 0.125833 0.125833 45.30 42.28 Merrill Lynch & Co.,Inc. 59021W159 09/29/04 09/29/09 100.000 VARIES 3.9634 0.109923 0.109899 29.46 Merrill Lynch & Co.,Inc. 59021W183 11/01/04 04/30/12 100.000 0.000 3.9886 0.129743 0.132331 0.134970 0.137662 0.140407 47.49 49.41 Merrill Lynch & Co.,Inc. 59021W217 08/31/04 08/31/11 100.000 0.000 3.9615 0.128027 0.128434 0.133149 0.133572 0.138476 47.43 49.33 Merrill Lynch & Co.,Inc. 59021W225 08/31/04 08/31/09 100.000 3.940 3.9399 0.108840 0.107065 26.01 Merrill Lynch & Co.,Inc. 59021W290 08/04/04 08/04/09 100.000 VARIES 3.9817 0.110517 0.110505 23.54 Merrill Lynch & Co.,Inc. 59021W308 07/02/03 07/02/10 100.000 0.000 3.6451 0.121299 0.123510 0.125761 0.128053 44.86 23.18 Merrill Lynch & Co.,Inc. 59021W464 05/14/04 02/14/12 100.000 0.000 3.1804 0.101028 0.102634 0.104266 0.105924 0.107609 37.10 38.29 Merrill Lynch & Co.,Inc. 59021W555 07/30/04 07/29/11 100.000 0.000 4.1841 0.137149 0.140018 0.142947 0.145938 0.148991 50.77 52.92 Merrill Lynch & Co.,Inc. 59021W571 03/01/04 03/28/11 100.000 0.000 3.5813 0.117024 0.119119 0.121252 0.123424 0.125634 42.90 44.45 Merrill Lynch & Co.,Inc. 59021W654 12/26/03 12/27/10 100.000 0.000 4.2588 0.146066 0.149176 0.152353 0.155597 53.17 54.82 Merrill Lynch & Co.,Inc. 59021W704 08/05/03 08/05/10 100.000 0.000 4.3986 0.151879 0.155219 0.158633 0.162122 56.26 34.58 Merrill Lynch & Co.,Inc. 59021W712 12/08/03 03/08/11 100.000 0.000 3.8789 0.129326 0.131834 0.134391 0.136998 0.139655 47.58 49.44 Merrill Lynch & Co.,Inc. 59021W795 01/30/04 01/31/11 100.000 0.000 3.6710 0.120110 0.122315 0.124560 0.126846 0.129174 44.31 45.95 Merrill Lynch & Co.,Inc. 59021W845 09/30/03 09/30/10 100.000 0.000 4.1291 0.140704 0.143609 0.146574 0.149600 51.71 39.97 Merrill Lynch & Co.,Inc. 59021WAA8 07/15/04 07/15/11 100.000 0.000 4.1324 0.135194 0.137987 0.140838 0.143748 0.146719 50.11 52.20 Merrill Lynch & Co.,Inc. 59022C228 04/05/07 09/07/10 100.000 0.000 5.1184 0.152782 0.156692 0.160703 0.164815 56.61 40.27 Merrill Lynch & Co.,Inc. 59022C301 10/04/06 10/04/11 100.000 5.310 5.3099 0.147500 0.147500 0.147500 0.147500 0.147500 53.10 53.10 Merrill Lynch & Co.,Inc. 59022C590 12/28/06 06/28/10 100.000 0.000 5.0631 0.155434 0.159369 0.163403 56.69 28.92 Merrill Lynch & Co.,Inc. 59022C640 12/22/06 12/22/11 100.000 5.190 5.1899 0.144167 0.144167 0.144167 0.144167 0.144167 51.90 51.90 Merrill Lynch & Co.,Inc. 59022C806 10/05/06 04/05/10 100.000 0.000 5.0549 0.155160 0.159082 0.163103 57.25 15.33 Merrill Lynch & Co.,Inc. 59022W117 10/04/07 10/05/09 100.000 0.000 4.6674 0.135791 0.138960 37.78 Merrill Lynch & Co.,Inc. 59022W380 09/07/07 08/08/11 100.000 0.000 5.0756 0.147645 0.151392 0.155234 0.159174 0.163213 54.91 57.73 Merrill Lynch & Co.,Inc. 59022W505 05/09/07 05/09/12 100.000 0.000 5.1563 0.154598 0.158584 0.162672 0.166866 0.171168 56.79 59.76 Merrill Lynch & Co.,Inc. 59022W562 08/09/07 02/09/09 100.000 0.000 5.2154 0.152529 5.80 Merrill Lynch & Co.,Inc. 59022W570 08/09/07 07/08/11 100.000 0.000 5.5011 0.160589 0.165006 0.169545 0.174208 0.179000 60.16 63.51 Merrill Lynch & Co.,Inc. 59022W620 07/05/07 01/05/11 100.000 0.000 5.4003 0.158219 0.162491 0.166879 0.171385 0.176013 59.25 62.50 Merrill Lynch & Co.,Inc. 59022Y709 11/07/07 11/09/09 100.000 0.000 4.7733 0.139033 0.142352 43.42 United Mexican States 593048BN0 03/30/01 12/30/19 89.000 8.125 9.3823 24.88 0.012739 0.013336 0.013962 0.014617 0.015303 4.69 5.15 Michaels Stores, Inc. 594087AN8 10/31/06 11/01/16 50.110 VARIES N/A 0.252664 0.270193 0.288938 0.308983 0.330419 96.29 110.11 Michaels Stores, Inc. 594087AP3 10/31/06 11/01/16 50.110 VARIES N/A 0.252664 0.270193 0.288938 0.308983 0.330419 96.29 110.11 Microchip Technology Inc 595017AA2 12/07/07 12/15/37 100.000 VARIES 9.1009 0.268280 0.276313 0.287818 0.296628 0.309174 99.72 107.03 Microchip Technology Inc 595017AB0 12/07/07 12/15/37 100.000 VARIES 9.1009 0.268280 0.276313 0.287818 0.296628 0.309174 99.72 107.03 Mississippi Home Corp. 60535JAH9 07/22/93 06/01/09 36.262 0.000 6.4993 611.15 0.174855 26.23 Mississippi Home Corp. 60535MCB3 07/21/93 09/15/16 19.775 0.000 7.1244 385.42 0.113039 0.117066 0.121236 0.125554 0.130027 42.29 45.35 Morgan Stanley 6174462B4 12/13/07 12/14/09 100.000 0.000 4.0707 0.117739 0.120136 40.82 Morgan Stanley 6174462F5 12/28/07 06/29/09 100.000 0.000 4.3469 0.126069 22.44 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 6174462G3 12/28/07 12/20/11 100.000 0.000 4.6540 0.135229 0.138375 0.141595 0.144890 0.148262 49.32 51.64 Morgan Stanley 6174462H1 01/31/08 02/07/12 100.000 3.878 3.8779 0.107722 0.107722 0.107722 0.107722 0.107722 38.78 38.78 Morgan Stanley 6174462L2 01/31/08 07/31/09 100.000 0.000 3.4066 0.096241 0.097880 20.41 Morgan Stanley 6174462M0 01/31/08 03/31/11 100.000 0.000 3.9039 0.111278 0.113450 0.115665 0.117922 0.120224 40.85 42.46 Morgan Stanley 6174462X6 02/29/08 11/29/10 100.000 0.000 3.7932 0.107774 0.108027 0.111901 0.112164 39.52 37.20 Morgan Stanley 6174463E7 02/29/08 02/29/12 100.000 0.000 4.0950 0.115439 0.115882 0.120215 0.120676 0.125188 42.80 44.58 Morgan Stanley 6174463V9 03/31/08 04/06/12 100.000 3.806 3.8059 0.105722 0.105722 0.105722 0.105722 0.105722 38.06 38.06 Morgan Stanley 6174463X5 03/31/08 09/28/12 100.000 0.000 3.9245 0.111132 0.113313 0.115536 0.117803 0.120115 40.81 42.43 Morgan Stanley 6174463Y3 02/29/08 11/29/10 100.000 0.000 3.9110 0.111218 0.111544 0.115610 0.115949 40.80 38.44 Morgan Stanley 6174464D8 03/28/08 09/30/13 100.000 0.000 4.2223 0.118487 0.120328 0.123543 0.125462 0.128815 44.05 45.93 Morgan Stanley 6174464N6 03/24/08 02/24/14 100.000 0.000 4.6797 0.132529 0.135630 0.138803 0.142051 0.145375 49.07 51.39 Morgan Stanley 6174464P1 03/20/08 03/20/23 81.700 2.935 4.6422 0.105906 0.106472 0.107050 0.107643 0.108249 38.34 38.77 Morgan Stanley 6174464Q9 03/20/08 03/20/23 78.350 2.624 4.6439 0.101726 0.102395 0.103080 0.103781 0.104499 36.88 37.38 Morgan Stanley 6174464T3 03/28/08 12/07/12 100.000 0.000 3.5735 0.101730 0.103548 0.105398 0.107281 0.109198 37.04 38.37 Morgan Stanley 6174464W6 03/31/08 04/26/13 100.000 0.000 4.0406 0.114841 0.117161 0.119528 0.121943 0.124407 42.07 43.78 Morgan Stanley 6174464Z9 04/30/08 04/29/11 100.000 0.000 5.2346 0.149191 0.153096 0.157103 0.161215 0.165435 54.90 57.81 Morgan Stanley 6174465F2 04/30/08 07/05/13 100.000 0.000 3.8715 0.108295 0.110392 0.112528 0.114707 0.116927 40.11 41.68 Morgan Stanley 6174465J4 04/25/08 10/25/13 100.000 0.000 5.0328 0.143319 0.146926 0.150623 0.154413 0.158299 52.73 55.41 Morgan Stanley 6174465N5 04/14/08 10/04/13 100.000 0.000 4.2160 0.119445 0.121963 0.124534 0.127159 0.129840 43.90 45.77 Morgan Stanley 6174465Q8 04/11/08 04/11/11 100.000 0.000 4.5349 0.128826 0.131748 0.134735 0.137790 0.140914 47.38 49.55 Morgan Stanley 6174465T2 05/30/08 11/30/11 100.000 5.437 5.4369 0.151028 0.151028 0.151028 0.151028 0.151028 54.37 54.37 Morgan Stanley 6174465Y1 05/30/08 05/31/11 100.000 0.000 5.3781 0.153410 0.157536 0.161772 0.166122 0.170589 56.23 59.29 Morgan Stanley 6174466M6 05/23/08 05/23/11 100.000 0.000 4.8832 0.138958 0.142350 0.145826 0.149387 0.153034 50.90 53.41 Morgan Stanley 6174466S3 06/30/08 06/30/14 100.000 0.000 6.0285 0.172509 0.177709 0.183066 0.188584 0.194268 63.05 66.91 Morgan Stanley 6174466U8 06/30/08 03/30/11 100.000 0.000 5.3825 0.151529 0.155607 0.159795 0.164095 0.168511 56.04 59.09 Morgan Stanley 6174467G8 07/31/08 01/31/11 100.000 0.000 5.6636 0.157324 0.161779 0.166360 0.171071 0.175916 58.80 62.18 Morgan Stanley 6174467K9 07/31/08 01/31/11 100.000 0.000 5.6636 0.157324 0.161779 0.166360 0.171071 0.175916 58.80 62.18 Morgan Stanley 6174467L7 07/31/08 11/29/11 87.000 0.000 4.2238 15.46 0.103502 0.105688 0.107920 0.110199 0.112526 37.80 39.41 Morgan Stanley 617446B24 12/29/06 09/29/10 100.000 0.000 4.9890 0.151076 0.154845 0.158708 0.162667 55.77 43.25 Morgan Stanley 617446B65 01/31/07 07/31/09 100.000 0.000 5.2774 0.158509 0.162692 33.88 Morgan Stanley 617446C98 02/28/07 08/28/09 100.000 0.000 5.1429 0.154167 0.158131 37.25 Morgan Stanley 617446F20 02/27/07 08/27/10 100.000 0.000 5.1430 0.154170 0.158135 0.162201 0.166372 57.21 39.03 Morgan Stanley 617446F38 03/30/07 03/30/09 100.000 0.000 4.9470 0.147868 13.16 Morgan Stanley 617446F53 03/09/07 03/09/09 100.000 0.000 4.9070 0.146589 9.97 Morgan Stanley 617446F61 03/09/07 03/16/09 100.000 0.000 4.9162 0.147024 11.03 Morgan Stanley 617446F79 03/30/07 12/30/10 100.000 0.000 4.9794 0.150764 0.154517 0.158365 0.162307 54.96 57.56 Morgan Stanley 617446G52 04/30/07 04/30/09 100.000 0.000 4.9619 0.148346 17.65 Morgan Stanley 617446GV5 10/05/01 12/30/09 100.000 0.000 5.0404 0.200741 0.205800 72.98 Morgan Stanley 617446GY9 12/11/01 12/30/09 92.281 0.000 5.3026 0.196616 0.201829 71.52 Morgan Stanley 617446H28 04/27/07 04/27/37 100.000 VARIES 5.5782 0.149165 0.147127 0.145033 0.142880 0.140667 53.07 51.54 Morgan Stanley 617446H69 05/30/07 06/26/17 100.000 0.000 5.8001 0.176278 0.181390 0.186650 0.192063 0.197633 64.43 68.22 Morgan Stanley 617446H85 05/22/07 05/22/10 100.000 0.000 5.1009 0.152812 0.156710 0.160707 56.02 22.66 Morgan Stanley 617446HH5 08/05/02 12/15/09 100.000 1.000 5.6990 0.214409 0.219727 74.71 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617446HP7 02/14/03 03/30/10 100.000 0.000 4.6889 0.169073 0.173037 0.177093 62.31 15.76 Morgan Stanley 617446HZ5 04/28/03 09/15/10 100.000 0.000 4.7477 0.169767 0.173797 0.177923 0.182147 62.71 45.95 Morgan Stanley 617446J26 06/29/07 03/30/11 100.000 0.000 5.5052 0.163705 0.168211 0.172842 0.177599 0.182488 60.58 63.96 Morgan Stanley 617446J75 08/13/07 02/27/13 117.470 0.000 5.6319 0.194694 0.200176 0.205813 0.211609 0.217568 72.46 76.59 Morgan Stanley 617446JB6 04/23/03 04/30/10 100.000 0.000 4.5948 0.164011 0.167779 0.171634 60.19 20.42 Morgan Stanley 617446JE0 04/30/03 04/30/10 100.000 0.000 4.6430 0.166013 0.169867 0.173811 60.93 20.68 Morgan Stanley 617446JF7 05/28/03 12/30/10 100.000 0.000 3.9647 0.137157 0.139876 0.142649 0.145477 49.87 51.72 Morgan Stanley 617446JG5 05/06/03 05/15/10 100.000 0.250 4.1168 0.141481 0.144250 0.147076 51.69 19.71 Morgan Stanley 617446JH3 05/21/03 05/30/10 100.000 0.000 3.5121 0.118252 0.120329 0.122442 43.07 18.24 Morgan Stanley 617446JP5 11/25/03 12/30/10 100.000 1.500 5.3753 0.182743 0.186535 0.190428 0.194426 66.48 69.08 Morgan Stanley 617446JQ3 12/26/03 12/30/10 100.000 2.000 4.2373 0.132235 0.133860 0.135519 0.137213 47.90 48.96 Morgan Stanley 617446K40 06/26/08 06/24/15 100.000 1.100 6.5992 0.188296 0.193500 0.198877 0.204431 0.210168 68.80 72.67 Morgan Stanley 617446K81 07/31/07 01/29/10 100.000 0.000 5.2547 0.153716 0.157754 0.161899 57.31 4.53 Morgan Stanley 617446MF3 01/28/04 01/30/11 100.000 1.000 4.0908 0.130820 0.132928 0.135078 0.137273 0.139513 48.12 49.69 Morgan Stanley 617446MG1 01/21/04 07/30/11 100.000 0.300 4.1284 0.136282 0.138923 0.141619 0.144370 0.147179 50.34 52.32 Morgan Stanley 617446MH9 02/25/04 04/30/11 100.000 2.000 4.1708 0.128715 0.130241 0.131798 0.133388 0.135011 46.80 47.93 Morgan Stanley 617446MJ5 02/17/04 07/30/11 102.625 0.300 4.1929 0.142095 0.144900 0.147763 0.150686 0.153670 52.51 54.61 Morgan Stanley 617446MK2 03/29/04 06/30/11 100.000 1.500 3.7482 0.116178 0.117574 0.118997 0.120446 0.121923 42.08 43.10 Morgan Stanley 617446ML0 03/22/04 05/15/10 121.125 0.250 3.5206 0.138096 0.140405 0.142755 50.34 19.13 Morgan Stanley 617446MM8 03/24/04 04/01/09 100.000 0.250 3.6404 0.117803 10.60 Morgan Stanley 617446MQ9 04/08/04 04/15/09 115.000 0.750 3.7735 0.138899 14.45 Morgan Stanley 617446N47 08/31/07 02/28/11 100.000 0.000 5.1183 0.148719 0.150038 0.156428 0.157816 0.164537 55.47 58.35 Morgan Stanley 617446N54 07/26/07 07/26/11 100.000 0.000 5.4412 0.159483 0.163822 0.168279 0.172857 0.177560 59.56 62.84 Morgan Stanley 617446N88 08/10/07 11/16/10 100.000 0.000 4.9813 0.147280 0.150948 0.154708 0.158561 54.02 49.43 Morgan Stanley 617446Q85 11/30/07 12/05/11 100.000 4.389 4.3889 0.121917 0.121917 0.121917 0.121917 0.121917 43.89 43.89 Morgan Stanley 617446R76 09/28/07 06/30/11 100.000 0.000 5.0267 0.148644 0.152380 0.156210 0.160136 0.164161 54.19 56.95 Morgan Stanley 617446SX8 12/06/04 12/30/11 100.000 0.500 4.4990 0.147009 0.150003 0.153065 0.156196 0.159397 53.47 55.67 Morgan Stanley 617446T25 09/28/07 03/31/09 100.000 0.000 4.7592 0.138603 12.34 Morgan Stanley 617446U49 11/02/07 10/30/09 100.000 0.000 4.5652 0.132634 0.135661 40.20 Morgan Stanley 617446W70 11/30/07 12/31/10 100.000 0.000 4.2644 0.124003 0.126647 0.129347 0.132105 45.12 46.93 Morgan Stanley 617446X79 11/14/07 06/26/09 100.000 0.000 4.3579 0.127030 22.23 Morgan Stanley 617446X95 11/28/07 01/07/11 100.000 0.000 4.4074 0.125726 0.128496 0.131328 0.134222 0.137180 46.73 48.82 Morgan Stanley 617446Y94 12/31/07 06/30/10 100.000 0.000 4.5526 0.132286 0.135298 0.138377 48.17 24.77 Morgan Stanley 617446YM5 08/30/05 09/01/14 100.000 0.000 4.8471 0.155468 0.159236 0.163096 0.167048 0.171097 57.56 60.39 Morgan Stanley 617446Z28 12/31/07 10/07/11 100.000 0.000 4.8047 0.138442 0.141768 0.145174 0.148662 0.152233 51.00 53.48 Morgan Stanley 617446Z36 11/29/07 11/30/09 100.000 0.000 4.1362 0.119710 0.122186 39.83 Morgan Stanley 617446Z77 02/07/08 06/06/14 100.000 0.000 4.6169 0.133211 0.136286 0.139432 0.142651 0.145944 48.66 50.94 Morgan Stanley 61744Y132 07/29/02 07/30/09 100.000 0.000 4.4930 0.162956 0.166617 34.72 Morgan Stanley 61744Y140 03/27/03 06/15/10 100.000 0.000 4.7690 0.173448 0.177584 0.181818 63.32 29.82 Morgan Stanley 61744Y173 01/28/03 12/30/09 100.000 0.000 4.5294 0.164044 0.167759 59.56 Morgan Stanley 61744Y181 12/17/02 03/30/09 100.000 0.000 4.5118 0.162254 14.44 Morgan Stanley 61744Y199 11/26/02 03/30/09 100.000 0.000 4.8522 0.178386 15.88 Morgan Stanley 61744Y249 10/16/02 10/30/09 100.000 0.000 4.7893 0.177058 0.181298 53.70 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61744Y264 09/26/02 06/30/09 100.000 0.000 4.7794 0.178482 31.95 Morgan Stanley 61744Y280 08/27/02 02/28/09 100.000 0.000 5.2054 0.195841 11.36 Morgan Stanley 61745E2A8 04/30/09 04/30/24 100.000 VARIES 4.6881 0.130228 0.125467 0.120594 0.115607 31.09 43.69 Morgan Stanley 61745E2G5 05/13/09 05/13/24 100.000 VARIES 4.6721 0.129783 0.125028 0.120161 0.115181 29.36 43.66 Morgan Stanley 61745E2U4 06/30/09 07/01/24 100.000 VARIES 3.8188 0.106079 0.106059 0.102250 0.098368 19.20 36.11 Morgan Stanley 61745E4G3 08/06/09 08/06/24 100.000 VARIES 6.7611 0.187809 0.182889 0.177804 27.23 65.27 Morgan Stanley 61745E4U2 08/26/09 08/26/16 100.000 VARIES 5.1504 0.143067 0.144248 0.145459 17.88 52.02 Morgan Stanley 61745E5A5 08/27/09 08/27/24 100.000 VARIES 5.0632 0.140645 0.135767 0.130765 17.44 48.53 Morgan Stanley 61745E5G2 08/31/09 08/31/24 100.000 VARIES 5.6208 0.155273 0.147870 0.145229 19.10 54.08 Morgan Stanley 61745E5U1 09/30/09 09/30/29 100.000 VARIES 5.7074 0.158539 0.155136 0.151636 14.43 55.83 Morgan Stanley 61745E6G1 10/07/09 10/07/24 100.000 VARIES 5.2060 0.144612 0.140422 0.136124 12.15 50.59 Morgan Stanley 61745E7G0 10/30/09 10/30/29 100.000 VARIES 5.8639 0.162887 0.159111 0.155224 9.94 57.49 Morgan Stanley 61745ED32 06/20/08 06/20/28 100.000 VARIES 5.0572 0.137359 0.134159 0.130879 0.127516 0.124067 48.80 46.44 Morgan Stanley 61745ED99 10/30/09 10/30/29 100.000 VARIES 5.8166 0.161574 0.157386 0.153077 9.86 56.89 Morgan Stanley 61745EE64 06/27/08 06/27/18 100.000 VARIES 6.1703 0.169923 0.169947 0.172331 0.172986 0.175633 62.04 63.04 Morgan Stanley 61745EF48 07/07/08 07/07/23 100.000 VARIES 6.0756 0.168768 0.164612 0.160331 0.155919 0.151373 58.54 55.37 Morgan Stanley 61745EG88 07/28/08 07/28/23 100.000 VARIES 5.9673 0.165759 0.163660 0.161498 0.159272 0.156979 58.64 57.05 Morgan Stanley 61745EJ44 08/04/08 08/04/23 100.000 VARIES 5.9469 0.165192 0.161019 0.156721 0.152295 0.147738 57.47 54.30 Morgan Stanley 61745EJA0 06/09/08 06/09/23 100.000 VARIES 4.7552 0.127967 0.123744 0.119421 0.114996 0.114556 45.12 42.09 Morgan Stanley 61745ELG4 05/28/08 05/26/23 100.000 VARIES 4.9020 0.133073 0.129867 0.126582 0.123217 0.122798 47.10 44.83 Morgan Stanley 61745EM40 08/29/08 08/29/18 100.000 VARIES 5.7096 0.156002 0.156559 0.157340 0.160937 0.162637 57.21 58.75 Morgan Stanley 61745EN23 08/29/08 08/29/23 100.000 VARIES 5.7316 0.156602 0.155677 0.152999 0.151950 0.149186 56.54 55.18 Morgan Stanley 61745ET43 12/03/08 12/03/23 100.000 VARIES 6.0934 0.169262 0.165956 0.162549 0.159038 0.155421 60.15 57.69 Morgan Stanley 61745ETD3 05/19/08 05/19/23 100.000 VARIES 4.6778 0.126157 0.122285 0.118324 0.114269 0.114194 44.39 41.69 Morgan Stanley 61745ETG6 06/30/08 06/30/28 100.000 VARIES 5.7070 0.156118 0.153637 0.151086 0.148461 0.145762 55.75 53.91 Morgan Stanley 61745ETH4 05/19/08 05/19/28 100.000 VARIES 5.3131 0.144866 0.142073 0.139206 0.136263 0.133241 51.41 49.33 Morgan Stanley 61745ETQ4 02/28/06 03/01/11 100.000 VARIES 5.0618 0.138816 0.136761 0.139196 0.137135 0.139619 50.34 50.48 Morgan Stanley 61745EUH2 02/23/07 02/23/37 100.000 VARIES 5.5058 0.147060 0.144990 0.142864 0.140680 0.138435 52.03 50.47 Morgan Stanley 61745EUK5 05/19/08 05/19/23 100.000 VARIES 5.2763 0.144204 0.141779 0.139290 0.136736 0.134114 51.27 49.47 Morgan Stanley 61745EUV1 02/22/08 02/22/23 100.000 VARIES 4.3863 0.119945 0.118007 0.116026 0.114001 0.111932 42.33 40.88 Morgan Stanley 61745EUX7 03/03/08 03/03/28 100.000 VARIES 4.3854 0.120395 0.118941 0.117456 0.115937 0.114997 42.73 41.72 Morgan Stanley 61745EUY5 02/28/08 02/28/28 100.000 VARIES 4.3768 0.115589 0.114028 0.108675 0.106846 0.103110 41.04 38.63 Morgan Stanley 61745EV65 01/20/09 01/20/24 100.000 VARIES 5.9021 0.163949 0.156901 0.149645 0.142175 54.77 52.81 Morgan Stanley 61745EVD0 03/14/08 03/14/28 100.000 VARIES 4.2040 0.114389 0.111987 0.109533 0.107028 0.104471 40.23 38.44 Morgan Stanley 61745EVE8 04/07/08 04/07/23 100.000 VARIES 4.3273 0.116795 0.113312 0.109753 0.106118 0.102404 40.83 38.24 Morgan Stanley 61745EVH1 03/31/08 03/30/23 100.000 VARIES 4.2080 0.113764 0.109404 0.108617 0.104234 0.103251 40.24 38.34 Morgan Stanley 61745EVL2 04/25/08 04/25/28 100.000 VARIES 4.8906 0.132043 0.128139 0.124140 0.120044 0.115847 46.31 43.41 Morgan Stanley 61745EVM0 04/25/08 04/25/23 100.000 VARIES 5.3229 0.145605 0.143288 0.140910 0.138469 0.135963 51.69 49.96 Morgan Stanley 61745EVP3 04/25/08 04/25/28 100.000 VARIES 5.5441 0.150188 0.146266 0.142235 0.138093 0.133836 52.84 49.90 Morgan Stanley 61745EW49 01/30/09 01/30/24 100.000 VARIES 6.4553 0.179315 0.175240 0.171034 0.166692 58.74 61.04 Morgan Stanley 61745EX22 03/31/09 03/31/24 100.000 VARIES 5.5881 0.155228 0.150251 0.145136 0.139877 41.61 52.23 Morgan Stanley 61745EX89 03/31/09 03/31/24 100.000 VARIES 5.2808 0.146690 0.141762 0.136703 0.131512 39.30 49.19 Morgan Stanley 61745EY62 04/23/09 04/23/24 100.000 VARIES 5.9383 0.164954 0.159954 0.154806 0.149505 40.57 55.95 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61745EZ46 05/01/09 05/01/14 100.000 VARIES 5.4528 0.151468 0.151811 0.152164 0.153822 36.37 54.84 Morgan Stanley 61746BCS3 02/09/06 02/11/13 100.000 0.000 5.3494 0.169609 0.174146 0.178804 0.183586 0.188496 63.16 66.59 Morgan Stanley 61746BCT1 02/27/06 02/27/13 100.000 0.000 5.3615 0.169993 0.174550 0.179229 0.184034 0.188967 63.16 66.59 Morgan Stanley 61746S190 01/27/04 03/30/11 100.000 1.875 4.2069 0.130782 0.132437 0.134128 0.135853 0.137615 47.68 48.91 Morgan Stanley 61746S273 10/26/04 10/30/11 100.000 0.000 4.2472 0.139644 0.142609 0.145638 0.148731 0.151889 51.17 53.37 Morgan Stanley 61746S422 09/28/04 09/30/12 100.000 1.300 4.4570 0.140742 0.143074 0.145457 0.147894 0.150385 51.52 53.25 Morgan Stanley 61746S539 08/27/04 03/30/11 100.000 0.000 4.4434 0.147749 0.151032 0.154387 0.157817 0.161323 54.38 56.83 Morgan Stanley 61746S646 07/28/04 01/30/11 100.000 0.000 4.6243 0.154270 0.157837 0.161487 0.165221 0.169041 57.27 59.95 Morgan Stanley 61746S703 02/25/04 12/30/11 100.000 0.400 4.5064 0.152691 0.155881 0.159143 0.162479 0.165890 55.55 57.90 Morgan Stanley 61746S778 04/28/04 12/30/11 100.000 0.000 4.8845 0.170008 0.174161 0.178414 0.182771 0.187235 61.96 65.02 Morgan Stanley 61746S877 03/29/04 12/30/11 100.000 0.500 4.0511 0.133252 0.135670 0.138136 0.140653 0.143221 48.41 50.19 Morgan Stanley 61746SAA7 03/10/04 03/31/09 100.000 0.000 3.7079 0.121778 10.84 Morgan Stanley 61746SAC3 04/05/04 04/15/09 100.000 0.000 3.5632 0.116143 12.08 Morgan Stanley 61746SAW9 10/12/04 10/30/09 100.000 0.250 4.0693 0.131840 0.134382 39.88 Morgan Stanley 61746SBD0 11/30/04 12/30/11 100.000 0.250 4.4263 0.145666 0.148736 0.151874 0.155081 0.158360 53.00 55.26 Morgan Stanley 61746SBU2 01/06/06 07/06/11 100.000 VARIES 5.1444 0.151251 0.153136 0.154989 0.156828 0.158792 55.44 56.79 Morgan Stanley 61746SCJ6 05/03/06 11/03/09 100.000 0.000 5.4721 0.173967 0.178727 53.39 Morgan Stanley 61746SCT4 06/30/06 03/20/10 100.000 0.000 5.7485 0.181131 0.186338 0.191693 67.21 15.14 Morgan Stanley 61746SCW7 09/05/06 03/05/09 100.000 0.000 5.3142 0.163943 10.49 Morgan Stanley 61746SCX5 10/03/06 04/03/09 100.000 0.000 5.0814 0.156052 14.36 Morgan Stanley 61746SCZ0 11/28/06 05/28/09 100.000 0.000 5.1378 0.157958 23.22 Morgan Stanley 61746SDA4 11/07/06 05/07/10 100.000 0.000 5.3445 0.164975 0.169384 0.173910 60.67 21.91 Morgan Stanley 61746SDC0 12/11/06 12/11/13 100.000 0.000 5.1239 0.157489 0.161524 0.165662 0.169907 0.174260 57.59 60.57 Morgan Stanley 61746Y155 08/29/05 08/30/10 100.000 0.000 4.5922 0.144590 0.147102 0.151306 0.153935 54.07 36.95 Morgan Stanley 61746Y288 06/28/05 06/30/11 100.000 0.500 4.2966 0.136299 0.138929 0.141615 0.144359 0.147162 49.55 51.48 Morgan Stanley 61746Y478 04/27/05 10/30/10 100.000 1.000 4.5617 0.143680 0.146323 0.149027 0.151793 52.53 45.06 Morgan Stanley 61746Y650 02/24/05 09/01/10 100.000 0.000 4.4162 0.143061 0.146220 0.149449 0.152749 52.84 36.46 Morgan Stanley 61746Y858 12/28/04 12/30/11 100.000 0.000 4.4273 0.146561 0.149805 0.153121 0.156511 0.159976 53.35 55.74 Morgan Stanley 61746YAB2 12/30/04 12/30/12 100.000 0.000 4.7234 0.158145 0.161879 0.165703 0.169616 0.173622 57.61 60.37 Morgan Stanley 617475116 11/30/07 02/20/13 100.000 0.000 4.6219 0.132704 0.135770 0.138908 0.142118 0.145402 49.14 51.44 Morgan Stanley 617475124 11/30/07 11/30/12 100.000 0.000 4.4317 0.128620 0.131470 0.134383 0.137361 0.140405 46.99 49.10 Morgan Stanley 617475173 11/16/07 05/20/09 100.000 0.000 4.4857 0.130322 18.11 Morgan Stanley 617475546 10/31/07 11/07/14 100.000 4.849 4.8489 0.134694 0.134694 0.134694 0.134694 0.134694 48.49 48.49 Morgan Stanley 617475579 07/31/07 07/27/12 100.000 5.518 5.5179 0.153278 0.153278 0.153278 0.153278 0.153278 55.18 55.18 Morgan Stanley 617475652 08/31/07 02/20/12 100.000 0.000 5.2169 0.152360 0.156334 0.160412 0.164596 0.168890 56.62 59.61 Morgan Stanley 617475728 08/31/07 02/20/09 100.000 0.000 5.0536 0.147360 7.22 Morgan Stanley 617475769 09/28/07 03/20/09 100.000 0.000 4.8553 0.141348 11.17 Morgan Stanley 61747MLD1 06/29/07 12/29/10 100.000 0.000 5.4252 0.163302 0.167732 0.172282 0.176956 59.60 62.52 Morgan Stanley 61747S371 06/29/07 12/20/12 100.000 5.363 5.3629 0.148972 0.148972 0.148972 0.148972 0.148972 53.63 53.63 Morgan Stanley 61747S413 05/31/07 08/20/11 100.000 0.000 5.2996 0.156944 0.161102 0.165371 0.169753 0.174251 58.35 61.49 Morgan Stanley 61747S561 10/31/06 10/28/11 100.000 5.433 5.4329 0.150917 0.150917 0.150917 0.150917 0.150917 54.33 54.33 Morgan Stanley 61747S728 08/16/06 08/14/09 100.000 0.000 5.4258 0.167704 0.172253 38.22 Morgan Stanley 61747S850 08/31/06 08/26/11 100.000 VARIES 5.4559 0.151749 0.151647 0.151633 0.151688 0.151560 54.60 54.59 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61747W125 03/24/08 09/24/09 100.000 0.000 2.4719 0.069515 0.070374 18.44 Morgan Stanley 61747W133 03/24/08 09/24/09 100.000 0.000 2.4719 0.069515 0.070374 18.44 Morgan Stanley 61747W141 03/31/08 09/20/09 100.000 0.000 2.7020 0.076015 0.077042 19.87 Morgan Stanley 61747W182 03/31/08 03/28/13 100.000 0.000 4.0410 0.114494 0.116807 0.119167 0.121575 0.124032 42.07 43.79 Morgan Stanley 61747W364 01/31/08 07/20/09 100.000 0.000 3.2602 0.091957 0.093456 18.57 Morgan Stanley 61747W380 01/18/08 04/20/09 100.000 0.000 3.5985 0.102695 11.19 Morgan Stanley 61747W398 01/23/08 07/23/09 100.000 0.000 3.5274 0.099712 0.101471 20.46 Morgan Stanley 61747W463 02/29/08 02/20/15 100.000 0.000 5.4016 0.150552 0.157181 0.158794 0.165786 0.167488 57.26 60.39 Morgan Stanley 61747W513 02/29/08 08/20/09 100.000 0.000 3.1437 0.086705 0.089528 20.54 Morgan Stanley 61747W521 02/29/08 08/20/09 100.000 0.000 3.1437 0.086705 0.089528 20.54 Morgan Stanley 61747W745 12/31/07 06/20/09 100.000 0.000 4.4340 0.128536 21.72 Morgan Stanley 61747W752 12/31/07 12/31/12 100.000 4.894 4.8939 0.135944 0.135944 0.135944 0.135944 0.135944 48.94 48.94 Morgan Stanley 61747W794 12/31/07 12/31/12 100.000 0.000 4.8469 0.141243 0.144666 0.148172 0.151762 0.155440 51.47 54.00 Morgan Stanley 61747Y162 06/30/06 06/24/11 100.000 5.771 5.7709 0.160306 0.160306 0.160306 0.160306 0.160306 57.71 57.71 Morgan Stanley 61747Y394 02/23/06 02/23/10 100.000 0.000 5.2711 0.166759 0.171154 0.175664 61.96 9.13 Morgan Stanley 61747Y584 02/09/06 02/17/10 100.000 0.000 5.2162 0.164992 0.169295 0.173711 61.34 7.99 Morgan Stanley 61747Y733 11/28/05 05/30/09 100.000 0.000 4.8574 0.155866 23.22 Morgan Stanley 61747Y808 09/28/05 12/30/09 100.000 0.000 4.5818 0.147510 0.150890 53.56 Morgan Stanley 61747YBR5 05/31/07 11/30/10 100.000 0.000 5.2745 0.158416 0.162594 0.166882 0.171283 58.04 55.70 Morgan Stanley 61747YBS3 06/29/07 06/29/10 100.000 0.000 5.4202 0.163139 0.167560 0.172101 59.54 30.63 Morgan Stanley 61747YBT1 05/29/07 09/01/14 100.000 0.000 5.6123 0.167134 0.171824 0.176646 0.181603 0.186699 62.15 65.69 Morgan Stanley 617480116 04/30/08 10/20/09 100.000 0.000 3.4541 0.097515 0.099199 28.48 Morgan Stanley 617480173 04/30/08 11/05/14 100.000 5.627 5.6269 0.156306 0.156306 0.156306 0.156306 0.156306 56.27 56.27 Morgan Stanley 617480199 04/30/08 01/30/15 100.000 0.000 6.0537 0.170704 0.175871 0.181194 0.186678 0.192329 63.97 67.90 Morgan Stanley 617480223 04/30/08 10/30/09 100.000 0.000 3.4546 0.097620 0.099306 29.49 Morgan Stanley 617480231 04/30/08 10/30/09 100.000 0.000 3.4546 0.097620 0.099306 29.49 Morgan Stanley 617480298 04/28/08 05/01/09 100.000 0.000 3.0016 0.084653 10.16 Morgan Stanley 617480306 04/28/08 07/28/09 100.000 0.000 3.0326 0.084879 0.086167 17.80 Morgan Stanley 617480330 05/30/08 02/28/14 100.000 0.000 5.5930 0.156676 0.158432 0.165562 0.167417 0.174951 58.60 61.93 Morgan Stanley 617480421 06/30/08 12/20/09 100.000 0.000 4.8509 0.137836 0.141179 48.71 Morgan Stanley 617480439 06/30/08 12/20/09 100.000 0.000 4.8509 0.137836 0.141179 48.71 Morgan Stanley 617480496 06/30/08 12/30/13 100.000 0.000 5.6404 0.161099 0.165642 0.170313 0.175117 0.180055 58.82 62.19 Morgan Stanley 617480579 07/31/08 01/20/10 100.000 0.000 3.6189 0.100525 0.102243 0.104093 37.07 1.98 Morgan Stanley 617480603 07/31/08 01/20/10 100.000 0.000 3.6189 0.100525 0.102243 0.104093 37.07 1.98 Morgan Stanley 617480629 07/31/08 11/29/11 87.000 0.000 4.2238 15.46 0.103502 0.105688 0.107920 0.110199 0.112526 37.80 39.41 Morgan Stanley 617480710 08/29/08 11/29/11 86.300 0.000 4.5833 13.44 0.111131 0.113678 0.116283 0.118948 0.121674 40.63 42.51 Morgan Stanley 617480801 09/30/08 03/20/10 100.000 0.000 9.8213 0.272815 0.285467 0.299486 103.18 23.66 Morgan Stanley 617482AA2 07/25/08 11/30/11 100.000 0.000 5.8223 0.165002 0.169806 0.174749 0.179836 0.185072 60.57 64.15 Morgan Stanley 617482AL8 08/29/08 08/31/11 100.000 0.000 5.6318 0.155625 0.157398 0.164513 0.166387 0.173908 58.22 61.55 Morgan Stanley 617482AM6 08/29/08 05/31/11 100.000 0.000 5.7855 0.163059 0.167776 0.172629 0.177623 0.182761 59.85 63.36 Morgan Stanley 617482AN4 07/28/08 07/28/14 100.000 0.000 6.2015 0.172264 0.177606 0.183113 0.188791 0.194644 64.64 68.71 Morgan Stanley 617482AP9 08/29/08 01/05/11 100.000 0.000 5.4658 0.151830 0.154734 0.158963 0.163307 0.167770 56.44 59.56 Morgan Stanley 617482AQ7 08/29/08 08/31/11 100.000 VARIES 5.7662 0.159326 0.160195 0.166477 0.167385 0.173948 59.19 61.85 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617482AR5 08/29/08 04/04/14 100.000 0.000 5.7350 0.160196 0.164790 0.169515 0.174376 0.179377 59.31 62.76 Morgan Stanley 617482AT1 08/29/08 11/29/11 86.300 0.000 4.5833 13.44 0.111131 0.113678 0.116283 0.118948 0.121674 40.63 42.51 Morgan Stanley 617482AY0 08/29/08 11/30/11 100.000 0.000 5.6758 0.159924 0.164463 0.169130 0.173930 0.178866 58.68 62.05 Morgan Stanley 617482AZ7 08/29/08 11/30/11 100.000 0.000 5.7597 0.162323 0.166998 0.171807 0.176755 0.181845 59.57 63.05 Morgan Stanley 617482BQ6 09/30/08 12/30/10 100.000 0.000 9.6342 0.274063 0.287264 0.301102 0.315607 101.07 110.71 Morgan Stanley 617482BX1 09/30/08 11/30/11 94.000 0.000 6.4662 0.170661 0.176179 0.181875 0.187755 0.193825 62.78 66.90 Morgan Stanley 617482CR3 10/21/08 10/20/10 100.000 0.000 6.1849 0.171805 0.177089 0.182565 0.188211 63.56 53.78 Morgan Stanley 617482CS1 10/20/08 10/20/11 73.000 0.000 10.7703 15.51 0.218399 0.230160 0.242554 0.255616 0.269382 82.46 91.58 Morgan Stanley 617482CV4 10/21/08 10/29/10 100.000 0.000 6.1261 0.170402 0.175622 0.181001 0.186545 62.94 54.94 Morgan Stanley 617482CY8 10/31/08 10/31/11 83.000 0.000 6.3084 8.87 0.145444 0.150032 0.154764 0.159646 0.164682 53.75 57.20 Morgan Stanley 617482DC5 11/28/08 11/30/11 100.000 0.000 4.4417 0.123412 0.126153 0.128955 0.131819 0.134746 45.09 47.12 Morgan Stanley 617482DJ0 12/29/08 12/29/10 100.000 0.000 6.5936 0.183156 0.189194 0.195431 0.201874 67.05 71.12 Morgan Stanley 617482DL5 12/31/08 12/30/11 80.160 0.000 7.5159 .17 0.165515 0.170763 0.178154 0.183839 0.191796 61.40 66.09 Morgan Stanley 617482DX9 02/27/09 02/28/11 100.000 0.000 4.9651 0.137156 0.134940 0.140582 0.141723 0.147649 42.26 52.39 Morgan Stanley 617482EF7 02/27/09 02/27/24 100.000 VARIES 5.6208 0.156135 0.151155 0.146035 0.140771 46.85 52.21 Morgan Stanley 617482EG5 03/03/09 02/27/24 100.000 VARIES 6.2075 0.172431 0.168437 0.164181 0.159793 50.89 58.80 Morgan Stanley 617482EL4 03/31/09 03/31/11 100.000 0.000 5.5476 0.154102 0.158377 0.162770 0.167285 42.15 58.62 Morgan Stanley 617482EN0 03/25/09 03/25/24 100.000 VARIES 6.4376 0.178823 0.173850 0.168716 0.163418 48.88 60.66 Morgan Stanley 617482ES9 03/26/09 03/26/29 100.000 VARIES 5.8244 0.161790 0.155581 0.149191 0.142615 43.90 53.63 Morgan Stanley 617482ET7 04/16/09 04/16/12 100.000 0.000 5.7696 0.160269 0.164893 0.169650 0.174544 41.22 60.94 Morgan Stanley 617482EW0 04/30/09 04/30/12 100.000 0.000 5.5196 0.153323 0.157555 0.161903 0.166371 37.21 58.04 Morgan Stanley 617482EX8 04/30/09 04/30/12 100.000 0.000 5.4582 0.151617 0.155754 0.160005 0.164372 36.79 57.36 Morgan Stanley 617482FB5 04/16/09 04/16/29 100.000 VARIES 5.8955 0.163766 0.158359 0.152791 0.147060 41.35 55.16 Morgan Stanley 617482FH2 05/29/09 05/29/12 100.000 0.000 4.8002 0.133339 0.136540 0.139817 0.143173 28.37 49.96 Morgan Stanley 617482FJ8 05/29/09 05/29/12 100.000 0.000 4.8475 0.134655 0.137919 0.141262 0.144686 28.65 50.47 Morgan Stanley 617482FM1 05/27/09 05/27/29 100.000 VARIES 3.6954 0.102653 0.098903 0.095085 0.091196 21.84 34.66 Morgan Stanley 617482FQ2 06/30/09 06/28/13 100.000 0.000 4.0308 0.111969 0.114201 0.116502 0.118851 20.27 41.54 Morgan Stanley 617482FR0 06/30/09 09/28/12 100.000 0.000 4.3979 0.122167 0.123480 0.126195 0.128970 22.23 45.45 Morgan Stanley 617482FW9 06/22/09 06/22/29 100.000 VARIES 4.2479 0.117999 0.113426 0.108755 0.103985 22.26 39.91 Morgan Stanley 617482FX7 06/26/09 06/26/24 100.000 VARIES 5.0455 0.140153 0.136681 0.133122 0.129473 25.91 48.53 Morgan Stanley 617482FZ2 07/31/09 07/31/13 100.000 0.000 3.7618 0.104495 0.106460 0.108463 15.78 38.57 Morgan Stanley 617482GB4 07/31/09 10/31/12 100.000 0.000 4.0209 0.111694 0.112817 0.115085 0.117398 16.93 41.30 Morgan Stanley 617482GC2 07/31/09 10/31/11 100.000 0.000 3.3818 0.093941 0.094736 0.096338 0.097967 14.23 34.59 Morgan Stanley 617482GD0 07/06/09 07/06/12 100.000 0.000 3.9872 0.110756 0.112964 0.115216 19.38 41.05 Morgan Stanley 617482GF5 07/16/09 07/16/29 100.000 VARIES 4.2615 0.118377 0.114389 0.110315 19.53 40.57 Morgan Stanley 617482GG3 07/29/09 07/29/24 100.000 VARIES 5.6514 0.156984 0.153570 0.150061 23.86 54.85 Morgan Stanley 617482GH1 07/31/09 07/31/29 100.000 VARIES 6.8887 0.191355 0.187421 0.183352 28.89 66.97 Morgan Stanley 617482GK4 08/31/09 02/28/13 100.000 0.000 3.5389 0.097760 0.097867 0.101250 12.02 36.13 Morgan Stanley 617482GL2 08/31/09 05/31/12 100.000 0.000 3.0328 0.084246 0.084885 0.086172 0.087479 10.21 30.87 Morgan Stanley 617482GM0 08/31/09 08/30/13 100.000 0.000 4.0427 0.111064 0.112678 0.115587 13.66 41.39 Morgan Stanley 617482GQ1 08/18/09 08/17/12 100.000 0.000 3.1202 0.086674 0.088019 0.089392 11.53 31.81 Morgan Stanley 617482GR9 09/30/09 03/29/13 100.000 0.000 3.2543 0.090399 0.091862 0.093357 8.23 33.08 Morgan Stanley 617482GV0 09/30/09 09/30/14 100.000 4.132 4.1319 0.114778 0.114778 0.114778 10.44 41.32 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617482HD9 10/30/09 04/30/13 100.000 0.000 3.4452 0.095703 0.097351 0.099028 5.84 34.95 Morgan Stanley 617482HE7 10/09/09 10/09/24 97.500 VARIES 5.4787 0.148382 0.144660 0.140836 12.17 52.13 Morgan Stanley 617482HG2 10/19/09 10/19/29 100.000 VARIES 5.9196 0.164434 0.161080 0.157626 11.84 58.10 Morgan Stanley 617482HH0 10/30/09 01/31/13 100.000 0.000 3.2279 0.089666 0.090389 0.091848 5.47 32.74 Morgan Stanley 617482JR6 12/11/09 12/12/11 100.000 0.000 2.1726 0.060352 0.060356 0.061012 0.061675 1.21 21.87 Morgan Stanley 617483144 06/30/09 06/26/14 100.000 0.000 5.3758 0.149329 0.153254 0.157373 0.161603 27.05 55.95 Morgan Stanley 617483169 06/30/09 06/28/11 100.000 0.000 3.6476 0.101325 0.103152 0.105033 0.106949 18.35 37.48 Morgan Stanley 617483227 04/30/09 04/20/11 100.000 0.000 4.7205 0.131126 0.134049 0.137213 0.140452 31.81 49.28 Morgan Stanley 617483235 04/30/09 04/21/14 100.000 0.000 5.6383 0.156622 0.160816 0.165350 0.170012 38.04 59.35 Morgan Stanley 617483284 04/30/09 10/20/12 100.000 0.000 5.5171 0.153253 0.157246 0.161583 0.166041 37.22 58.01 Morgan Stanley 617483300 09/30/08 11/30/11 94.000 0.000 6.4662 0.170661 0.176179 0.181875 0.187755 0.193825 62.78 66.90 Morgan Stanley 617483342 05/29/09 05/20/11 100.000 0.000 3.8967 0.108243 0.110246 0.112394 0.114584 23.03 40.25 Morgan Stanley 617483383 05/29/09 05/20/14 100.000 0.000 5.2382 0.145508 0.149129 0.153035 0.157043 31.00 54.71 Morgan Stanley 617483433 01/30/09 07/20/10 100.000 0.000 4.8055 0.133489 0.136518 0.139798 44.67 27.76 Morgan Stanley 617483482 01/30/09 01/30/12 100.000 0.000 6.1849 0.171805 0.177118 0.182595 0.188242 57.67 66.43 Morgan Stanley 617483508 08/29/08 01/29/10 100.000 0.000 3.1863 0.088509 0.089684 0.091113 32.47 2.55 Morgan Stanley 617483524 02/27/09 08/20/10 100.000 0.000 4.7507 0.131967 0.134979 0.138186 40.51 31.49 Morgan Stanley 617483599 03/31/09 03/20/14 100.000 0.000 6.3536 0.172653 0.180757 0.183459 0.192425 48.49 67.68 Morgan Stanley 617483615 03/31/09 03/20/11 100.000 0.000 5.5984 0.152131 0.158723 0.160505 0.167733 42.67 59.19 Morgan Stanley 617483680 10/20/08 04/20/10 100.000 0.000 10.2895 0.285821 0.300526 0.315987 107.68 34.44 Morgan Stanley 617483714 10/20/08 10/20/11 73.000 0.000 10.7703 15.51 0.218399 0.230160 0.242554 0.255616 0.269382 82.46 91.58 Morgan Stanley 617483722 10/31/08 04/20/10 100.000 0.000 5.1473 0.142982 0.146457 0.150227 52.61 16.37 Morgan Stanley 617483748 10/31/08 10/31/11 83.000 0.000 6.3084 8.87 0.145444 0.150032 0.154764 0.159646 0.164682 53.75 57.20 Morgan Stanley 617483763 11/28/08 05/20/10 100.000 0.000 3.8747 0.107632 0.109625 0.111749 39.28 15.53 Morgan Stanley 617483813 12/31/08 06/20/10 100.000 0.000 6.5912 0.183092 0.188790 0.195012 67.07 32.96 Morgan Stanley 617483821 12/31/08 12/30/11 80.160 0.000 7.5159 .17 0.165515 0.170763 0.178154 0.183839 0.191796 61.40 66.09 Morgan Stanley 617483888 09/30/08 03/20/10 100.000 0.000 9.8213 0.272815 0.285467 0.299486 103.18 23.66 Morgan Stanley 617484217 07/31/09 07/27/11 100.000 0.000 3.2408 0.088067 0.090946 0.090912 13.56 33.12 Morgan Stanley 617484282 08/31/09 02/25/15 100.000 0.000 4.7184 0.128219 0.133319 0.134240 15.77 48.50 Morgan Stanley 617484506 08/31/09 08/29/11 100.000 0.000 2.2311 0.060961 0.061973 0.062322 7.50 22.60 Morgan Stanley 617484605 08/25/09 08/27/12 100.000 0.000 3.3592 0.093311 0.093329 0.094896 0.096490 11.76 34.27 Morgan Stanley 617484621 11/06/09 11/06/14 100.000 0.000 4.0719 0.113109 0.115412 0.117762 6.22 41.39 Morgan Stanley 617484753 09/30/09 09/28/11 100.000 0.000 1.7533 0.048703 0.049125 0.049556 4.43 17.69 Morgan Stanley 617484779 09/30/09 03/27/15 100.000 0.000 4.2843 0.119010 0.121516 0.124120 10.83 43.78 Morgan Stanley 61748A114 06/24/03 06/15/10 100.000 0.000 3.8194 0.130515 0.133007 0.135547 47.51 22.23 Morgan Stanley 61748A122 08/22/03 08/30/09 100.000 0.000 4.5992 0.158769 0.161533 38.77 Morgan Stanley 61748A221 12/29/06 12/23/11 100.000 5.081 5.0809 0.141139 0.141139 0.141139 0.141139 0.141139 50.81 50.81 Morgan Stanley 61748A296 11/06/06 11/30/11 100.000 0.000 5.4050 0.167644 0.172174 0.176827 0.181606 0.186514 61.45 64.82 Morgan Stanley 61748A353 11/30/06 05/20/10 100.000 0.000 5.3425 0.164669 0.169068 0.173584 60.44 24.13 Morgan Stanley 61748A460 10/31/06 07/20/10 100.000 0.000 5.3335 0.162226 0.166552 0.170993 0.175553 60.59 34.85 Morgan Stanley 61748A486 07/24/06 07/24/09 100.000 0.000 5.6119 0.174134 0.179021 36.23 Morgan Stanley 61748A494 07/31/06 07/20/10 100.000 0.000 5.5513 0.171794 0.176563 0.181463 0.186500 64.26 37.02 Morgan Stanley 61748A528 06/29/06 06/30/09 100.000 0.000 5.7368 0.183592 32.86 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61748A585 04/28/06 04/20/10 100.000 0.000 5.4899 0.174403 0.179190 0.184109 64.34 20.07 Morgan Stanley 61748A742 06/01/04 03/30/12 100.000 2.800 5.2533 0.163090 0.165331 0.167631 0.169991 0.172413 59.53 61.21 Morgan Stanley 61748A775 11/25/03 12/30/10 100.000 2.000 5.9877 0.205201 0.209681 0.214295 0.219048 74.69 77.79 Morgan Stanley 61748A874 07/29/03 12/30/09 100.000 0.000 4.3835 0.154025 0.157401 55.90 Morgan Stanley 61748AAA4 09/24/03 12/30/10 100.000 0.000 5.0246 0.181279 0.185834 0.190502 0.195288 66.09 69.25 Morgan Stanley 61748AAC0 04/30/04 12/30/11 100.000 0.000 4.8871 0.170073 0.174229 0.178487 0.182848 0.187316 61.98 65.05 Morgan Stanley 61748AAD8 04/30/04 12/30/11 100.000 0.000 4.8871 0.170073 0.174229 0.178487 0.182848 0.187316 61.98 65.05 Morgan Stanley 61748AAF3 11/29/05 11/30/12 100.000 0.000 5.2402 0.170023 0.174477 0.179049 0.183740 0.188554 62.29 65.60 Morgan Stanley 61748AAG1 11/29/05 11/30/12 100.000 0.000 5.2402 0.170023 0.174477 0.179049 0.183740 0.188554 62.29 65.60 Morgan Stanley 61748AAK2 11/15/06 05/15/09 100.000 0.000 5.2075 0.160320 21.48 Morgan Stanley 61748AAL0 12/12/06 11/30/11 100.000 0.000 4.8724 0.147158 0.149919 0.154415 0.157313 0.162031 54.45 57.14 Morgan Stanley 61748U300 04/21/06 04/19/10 100.000 0.000 5.5592 0.177060 0.181982 0.187040 65.35 20.20 Morgan Stanley 61750V188 05/31/07 05/25/12 100.000 5.318 5.3179 0.147722 0.147722 0.147722 0.147722 0.147722 53.18 53.18 Morgan Stanley 61750V212 04/20/07 04/20/09 100.000 0.000 5.1084 0.153054 16.68 Morgan Stanley 61750V220 04/20/07 04/20/11 100.000 0.000 5.1825 0.155444 0.159472 0.163604 0.167843 0.172193 57.26 60.27 Morgan Stanley 61750V238 04/20/07 04/20/10 100.000 0.000 5.1064 0.152989 0.156896 0.160901 56.34 17.54 Morgan Stanley 61750V295 04/30/07 04/27/12 100.000 5.055 5.0549 0.140417 0.140417 0.140417 0.140417 0.140417 50.55 50.55 Morgan Stanley 61750V642 02/28/07 02/20/11 100.000 0.000 5.1739 0.151623 0.158123 0.159569 0.166410 0.167932 57.58 60.60 Morgan Stanley 61750V733 01/30/07 07/29/11 100.000 0.000 5.3487 0.160794 0.165095 0.169510 0.174043 0.178698 59.98 63.24 Morgan Stanley 61750V840 01/31/07 01/27/12 100.000 5.280 5.2799 0.146667 0.146667 0.146667 0.146667 0.146667 52.80 52.80 Multnomah County, OR 625506HH6 12/08/99 06/01/13 36.019 0.000 7.7198 355.55 0.152502 0.158388 0.164502 0.170851 0.177446 56.32 60.75 Multnomah County, OR 625506HJ2 12/08/99 06/01/14 33.298 0.000 7.7399 329.85 0.141594 0.147074 0.152766 0.158678 0.164818 52.30 56.42 Multnomah County, OR 625506HK9 12/08/99 06/01/15 30.863 0.000 7.7399 305.73 0.131240 0.136319 0.141594 0.147074 0.152766 48.47 52.30 Multnomah County, OR 625506HL7 12/08/99 06/01/16 28.606 0.000 7.7399 283.37 0.121643 0.126350 0.131240 0.136319 0.141594 44.93 48.47 Multnomah County, OR 625506HN3 12/08/99 06/01/20 21.112 0.000 7.7400 209.14 0.089777 0.093252 0.096860 0.100609 0.104503 33.16 35.77 Multnomah County, OR 625506HP8 12/08/99 06/01/21 19.568 0.000 7.7400 193.84 0.083212 0.086432 0.089777 0.093252 0.096860 30.73 33.16 Multnomah County, OR 625506HQ6 12/08/99 06/01/22 18.137 0.000 7.7400 179.67 0.077127 0.080112 0.083212 0.086432 0.089777 28.49 30.73 Multnomah County, OR 625506HR4 12/08/99 06/01/23 16.811 0.000 7.7399 166.53 0.071487 0.074253 0.077127 0.080111 0.083212 26.40 28.49 Multnomah County, OR 625506HS2 12/08/99 06/01/24 15.582 0.000 7.7399 154.35 0.066259 0.068823 0.071487 0.074253 0.077127 24.47 26.40 Multnomah County, OR 625506HT0 12/08/99 06/01/25 14.442 0.000 7.7400 143.06 0.061413 0.063790 0.066259 0.068823 0.071487 22.68 24.47 Multnomah County, OR 625506HU7 12/08/99 06/01/26 13.386 0.000 7.7400 132.60 0.056922 0.059125 0.061414 0.063790 0.066259 21.02 22.68 Multnomah County, OR 625506HV5 12/08/99 06/01/27 12.407 0.000 7.7400 122.91 0.052760 0.054802 0.056922 0.059125 0.061413 19.49 21.02 Multnomah County, OR 625506HW3 12/08/99 06/01/28 11.500 0.000 7.7399 113.92 0.048902 0.050794 0.052760 0.054802 0.056923 18.06 19.49 Multnomah County, OR 625506HX1 12/08/99 06/01/29 10.659 0.000 7.7399 105.59 0.045326 0.047080 0.048902 0.050794 0.052760 16.74 18.06 Multnomah County, OR 625506HY9 12/08/99 06/01/30 9.879 0.000 7.7401 97.86 0.042010 0.043636 0.045325 0.047079 0.048901 15.52 16.74 Muzak Holdings Finance 62844VAC5 03/18/99 03/15/10 53.328 VARIES 12.9997 0.361105 0.361105 0.361105 130.00 26.72 Nanogen, Inc. 630075AA7 08/27/07 08/27/10 72.000 6.250 18.9017 0.418502 0.441646 0.466978 0.494704 160.84 115.20 Nash Finch Company 631158AC6 03/15/05 03/15/35 46.611 VARIES 8.0045 0.122070 0.125142 0.128336 0.131658 0.135113 45.16 47.52 Nash Finch Company 631158AD4 03/15/05 03/15/35 46.611 VARIES 8.0045 0.122070 0.125142 0.128336 0.131658 0.135113 45.16 47.52 National Rural Utilities 637432KV6 02/06/08 12/15/23 87.915 0.000 0.8138 6.47 0.020014 0.020095 0.020177 0.020259 0.020341 7.22 7.28 National Rural Utilities 637432KX2 02/06/08 12/15/09 98.633 0.000 0.7419 6.62 0.020458 0.020534 7.05 National Rural Utilities 637432KY0 02/06/08 12/15/10 97.850 0.000 0.7617 6.74 0.020841 0.020921 0.021000 0.021080 7.52 7.24 National Rural Utilities 637432KZ7 02/06/08 12/15/11 96.997 0.000 0.7917 6.95 0.021478 0.021563 0.021649 0.021734 0.021820 7.75 7.81 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ National Rural Utilities 637432LA1 02/06/08 12/15/12 96.936 0.000 0.6415 5.62 0.017370 0.017425 0.017481 0.017537 0.017594 6.26 6.31 National Rural Utilities 637432LB9 02/06/08 12/15/13 96.036 0.000 0.6915 6.01 0.018559 0.018623 0.018688 0.018752 0.018817 6.69 6.74 National Rural Utilities 637432LC7 02/06/08 12/15/14 93.808 0.000 0.9341 7.93 0.024537 0.024652 0.024767 0.024883 0.024999 8.86 8.94 National Rural Utilities 637432LD5 02/06/08 12/15/15 93.011 0.000 0.9240 7.78 0.024065 0.024176 0.024288 0.024400 0.024513 8.69 8.77 National Rural Utilities 637432LE3 02/06/08 12/15/16 92.647 0.000 0.8640 7.24 0.022401 0.022497 0.022595 0.022692 0.022790 8.08 8.15 National Rural Utilities 637432LF0 02/06/08 12/15/17 92.124 0.000 0.8338 6.95 0.021491 0.021581 0.021671 0.021761 0.021852 7.76 7.82 National Rural Utilities 637432LG8 02/06/08 12/15/18 91.459 0.000 0.8238 6.82 0.021080 0.021166 0.021254 0.021341 0.021429 7.61 7.67 National Rural Utilities 637432LH6 02/06/08 12/15/19 90.603 0.000 0.8339 6.83 0.021138 0.021226 0.021314 0.021403 0.021492 7.63 7.69 National Rural Utilities 637432LJ2 02/06/08 12/15/20 90.083 0.000 0.8138 6.63 0.020508 0.020591 0.020675 0.020759 0.020844 7.40 7.46 National Rural Utilities 637432LK9 02/06/08 12/15/21 89.231 0.000 0.8238 6.65 0.020565 0.020650 0.020735 0.020821 0.020906 7.42 7.48 National Rural Utilities 637432LL7 02/06/08 12/15/22 88.108 0.000 0.8538 6.81 0.021052 0.021142 0.021232 0.021323 0.021414 7.60 7.66 Network Associates, Inc. 640938AA4 02/13/98 02/13/18 39.106 0.000 4.7500 260.80 0.084471 0.086477 0.088531 0.090633 0.092786 31.33 32.84 NJ Econ Dev Auth 64578JAA4 12/22/05 07/01/15 60.170 0.000 5.4048 105.35 0.106153 0.109022 0.111968 0.114994 38.73 40.85 NJ Econ Dev Auth 64578JAB2 12/22/05 07/01/16 56.811 0.000 5.4449 100.26 0.101091 0.103843 0.106670 0.109574 36.89 38.92 NJ Econ Dev Auth 64578JAC0 12/22/05 07/01/17 53.569 0.000 5.4898 95.37 0.096235 0.098877 0.101591 0.104379 35.12 37.07 NJ Econ Dev Auth 64578JAD8 12/22/05 07/01/18 50.436 0.000 5.5399 90.67 0.091568 0.094105 0.096712 0.099390 33.42 35.30 NJ Econ Dev Auth 64578JAE6 12/22/05 07/01/19 47.535 0.000 5.5748 86.03 0.086934 0.089358 0.091849 0.094409 31.73 33.53 NJ Econ Dev Auth 64578JAF3 09/07/07 07/01/15 62.947 0.000 6.0088 51.10 0.113596 0.117009 0.120524 0.124146 41.51 44.04 NJ Econ Dev Auth 64578JAG1 09/07/07 07/01/16 59.024 0.000 6.0689 48.41 0.107665 0.110932 0.114298 0.117766 39.35 41.77 NJ Econ Dev Auth 64578JAH9 09/07/07 07/01/17 55.019 0.000 6.1789 45.96 0.102322 0.105483 0.108742 0.112101 37.40 39.75 NJ Econ Dev Auth 64578JAJ5 09/07/07 07/01/18 51.284 0.000 6.2689 43.48 0.096877 0.099913 0.103045 0.106275 35.42 37.68 NJ Econ Dev Auth 64578JAK2 09/07/07 07/01/19 47.828 0.000 6.3391 41.02 0.091441 0.094340 0.097330 0.100415 33.44 35.59 NJ Econ Dev Auth 64578JAL0 09/07/07 07/01/20 44.269 0.000 6.4592 38.71 0.086373 0.089163 0.092042 0.095015 31.60 33.67 NJ Econ Dev Auth 64578JAM8 09/07/07 07/01/21 41.265 0.000 6.5092 36.37 0.081188 0.083830 0.086558 0.089376 29.70 31.67 NJ Econ Dev Auth 64578JAN6 09/07/07 07/01/22 38.760 0.000 6.4992 34.10 0.076133 0.078607 0.081161 0.083799 27.85 29.69 NJ Econ Dev Auth 64578JAP1 09/07/07 07/01/23 36.303 0.000 6.5092 31.99 0.071425 0.073750 0.076150 0.078629 26.13 27.86 NJ Econ Dev Auth 645913AM6 06/30/97 02/15/09 43.647 0.000 7.2590 554.97 0.194579 8.56 NJ Econ Dev Auth 645913AN4 06/30/97 02/15/10 40.322 0.000 7.3241 519.34 0.182641 0.189329 0.196263 68.81 8.64 NJ Econ Dev Auth 645913AP9 06/30/97 02/15/11 37.204 0.000 7.3892 485.35 0.171205 0.177530 0.184089 0.190890 0.197943 64.52 69.38 NJ Econ Dev Auth 645913AQ7 06/30/97 02/15/12 34.381 0.000 7.4342 452.49 0.159949 0.165895 0.172061 0.178457 0.185090 60.30 64.87 NJ Econ Dev Auth 645913AR5 06/30/97 02/15/13 31.673 0.000 7.4942 421.75 0.149500 0.155103 0.160914 0.166944 0.173200 56.38 60.69 NJ Econ Dev Auth 645913AS3 06/30/97 02/15/14 29.262 0.000 7.5292 392.30 0.139286 0.144529 0.149970 0.155616 0.161474 52.54 56.57 NJ Econ Dev Auth 645913AT1 06/30/97 02/15/15 27.085 0.000 7.5492 364.52 0.129544 0.134434 0.139508 0.144774 0.150238 48.87 52.63 NJ Econ Dev Auth 645913AU8 06/30/97 02/15/16 25.082 0.000 7.5644 338.55 0.120401 0.124955 0.129681 0.134586 0.139676 45.43 48.93 NJ Econ Dev Auth 645913AV6 06/30/97 02/15/17 23.177 0.000 7.5895 314.36 0.111926 0.116173 0.120581 0.125157 0.129907 42.23 45.50 NJ Econ Dev Auth 645913AW4 06/30/97 02/15/18 21.450 0.000 7.6043 291.76 0.103953 0.107905 0.112008 0.116267 0.120688 39.23 42.27 NJ Econ Dev Auth 645913AX2 06/30/97 02/15/19 19.886 0.000 7.6095 270.76 0.096492 0.100163 0.103974 0.107930 0.112037 36.42 39.24 NJ Econ Dev Auth 645913AY0 06/30/97 02/15/20 18.435 0.000 7.6144 251.24 0.089557 0.092967 0.096507 0.100181 0.103995 33.80 36.42 NJ Econ Dev Auth 645913AZ7 06/30/97 02/15/21 17.088 0.000 7.6194 233.11 0.083113 0.086280 0.089567 0.092979 0.096521 31.37 33.80 NJ Econ Dev Auth 645913BA1 06/30/97 02/15/22 15.838 0.000 7.6244 216.27 0.077125 0.080065 0.083118 0.086286 0.089576 29.11 31.37 NJ Econ Dev Auth 645913BB9 06/30/97 02/15/23 14.678 0.000 7.6294 200.62 0.071562 0.074292 0.077126 0.080068 0.083122 27.01 29.11 NJ Econ Dev Auth 645913BC7 06/30/97 02/15/24 13.601 0.000 7.6346 186.08 0.066393 0.068927 0.071559 0.074290 0.077126 25.06 27.01 NJ Econ Dev Auth 645913BD5 06/30/97 02/15/25 12.602 0.000 7.6397 172.58 0.061591 0.063944 0.066387 0.068923 0.071555 23.25 25.06 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ NJ Econ Dev Auth 645913BE3 06/30/97 02/15/26 11.676 0.000 7.6446 160.05 0.057132 0.059316 0.061583 0.063937 0.066381 21.57 23.25 New Omaha Holdings Corp. 647579AA9 09/24/07 09/30/16 100.000 VARIES 11.4999 0.357921 0.378501 0.400265 0.423280 0.447619 136.41 152.55 Centro NP LLC 64806QAA2 10/30/09 01/15/14 67.500 7.970 19.6685 0.147395 0.153435 0.168525 8.99 57.66 Centro NP LLC 64806QAD6 10/30/09 01/15/14 67.500 7.650 19.2575 0.148576 0.154540 0.169421 9.06 58.02 Centro NP LLC 64806QAF1 10/30/09 01/15/14 67.500 7.680 19.2960 0.148467 0.154437 0.169337 9.06 57.99 Centro NP LLC 64806QAG9 10/30/09 01/15/14 67.500 7.680 19.2960 0.148467 0.154437 0.169337 9.06 57.99 Centro NP LLC 64806QAK0 10/30/09 01/15/14 67.500 6.900 18.2959 0.151380 0.157153 0.171530 9.23 58.88 Centro NP LLC 64806QAL8 10/30/09 01/15/14 67.500 6.900 18.2959 0.151380 0.157153 0.171530 9.23 58.88 The City of New York 649655LL9 05/27/93 05/15/09 27.086 0.000 8.3497 699.31 0.222643 29.83 The City of New York 649655LN5 05/27/93 05/15/10 24.595 0.000 8.4398 646.96 0.207100 0.215840 0.224948 76.95 30.14 NY State Dorm Auth 649902ZR7 10/20/09 09/15/25 86.380 5.800 7.2575 0.013029 0.013410 0.013896 .93 4.85 City of Newark, NJ 6503667S0 04/10/03 04/01/22 30.037 0.000 6.4399 131.46 0.076025 0.078473 0.081000 0.083608 0.086300 28.26 30.11 City of Newark, NJ 6503667T8 04/10/03 04/01/23 28.029 0.000 6.4699 123.35 0.071387 0.073696 0.076080 0.078542 0.081082 26.54 28.28 City of Newark, NJ 6503667U5 04/10/03 04/01/24 26.193 0.000 6.4899 115.69 0.066989 0.069163 0.071407 0.073724 0.076116 24.90 26.55 City of Newark, NJ 6503667V3 04/10/03 04/01/25 24.468 0.000 6.5099 108.46 0.062837 0.064882 0.066994 0.069174 0.071426 23.36 24.91 City of Newark, NJ 6503667W1 04/10/03 04/01/26 22.848 0.000 6.5299 101.64 0.058918 0.060842 0.062829 0.064880 0.066998 21.91 23.36 City of Newark, NJ 6503667X9 04/10/03 04/01/27 21.327 0.000 6.5498 95.22 0.055223 0.057031 0.058899 0.060828 0.062820 20.54 21.90 City of Newark, NJ 6503667Y7 04/10/03 04/01/28 19.947 0.000 6.5600 89.22 0.051757 0.053455 0.055208 0.057019 0.058889 19.25 20.53 City of Newark, NJ 6503667Z4 04/10/03 04/01/29 18.653 0.000 6.5700 83.58 0.048499 0.050092 0.051738 0.053438 0.055193 18.04 19.24 City of Newark, NJ 6503668A8 04/10/03 04/01/30 17.440 0.000 6.5799 78.29 0.045438 0.046933 0.048477 0.050072 0.051719 16.90 18.03 City of Newark, NJ 6503668B6 04/10/03 04/01/31 16.302 0.000 6.5900 73.31 0.042561 0.043963 0.045412 0.046908 0.048454 15.83 16.89 City of Newark, NJ 6503668C4 04/10/03 04/01/32 15.279 0.000 6.5899 68.71 0.039889 0.041204 0.042561 0.043964 0.045412 14.84 15.83 City of Newark, NJ 6503668D2 04/10/03 04/01/33 14.320 0.000 6.5899 64.40 0.037385 0.038617 0.039889 0.041204 0.042561 13.91 14.84 Nexstar Fin Hldgs Inc 65335BAD6 03/27/03 04/01/13 57.442 VARIES 11.3746 0.315966 0.315965 0.315965 0.315964 0.315964 113.75 113.75 Nexstar Fin Hldgs Inc 65335BAE4 03/27/03 04/01/13 57.442 VARIES 11.3746 0.315966 0.315965 0.315965 0.315964 0.315964 113.75 113.75 Nexstar Fin Hldgs Inc 65335BAF1 03/27/03 04/01/13 57.442 VARIES 11.3746 0.315966 0.315965 0.315965 0.315964 0.315964 113.75 113.75 NorAm Energy Corporation 655419AC3 06/17/96 03/15/12 80.000 6.000 8.2985 136.49 0.048035 0.050028 0.052104 0.054266 0.056517 18.08 19.61 Northwest Airlines, Inc. 667281AQ2 12/12/03 04/01/09 85.817 10.500 14.4146 132.70 0.101431 9.13 NOVA Gas Transmission 66978QAD3 10/17/95 10/17/25 100.000 VARIES N/A 0.024127 0.023881 0.023893 0.023640 0.023643 8.74 8.66 Novell, Inc. 670006AB1 11/10/06 07/15/09 97.665 VARIES 4.2615 0.114063 0.116198 22.51 Novell, Inc. 670006AC9 11/10/06 07/15/09 97.665 VARIES 4.2615 0.114063 0.116198 22.51 Novi, Michigan 670012ZL0 10/11/95 10/01/09 90.349 6.000 7.1003 88.63 0.028505 0.029517 7.88 Omnicom Group, Inc. 681919AH9 02/07/01 02/07/31 100.000 VARIES 6.7111 0.302732 0.311886 0.321348 0.331127 0.341008 113.31 120.28 Omnicom Group, Inc. 681919AJ5 02/07/01 02/07/31 100.000 VARIES 6.7111 0.302732 0.311886 0.321348 0.331127 0.341008 113.31 120.28 Omnicom Group, Inc. 681919AK2 02/07/01 02/07/31 100.000 VARIES 6.7111 0.302732 0.311886 0.321348 0.331127 0.341008 113.31 120.28 Omnicom Group, Inc. 681919AL0 03/06/02 07/31/32 102.250 VARIES 6.6935 0.281511 0.294718 0.298595 0.312667 0.316658 107.77 114.32 Omnicom Group, Inc. 681919AM8 03/06/02 07/31/32 102.250 VARIES 6.6935 0.281511 0.294718 0.298595 0.312667 0.316658 107.77 114.32 Omnicom Group, Inc. 681919AN6 06/10/03 06/15/33 100.000 VARIES 4.6001 0.164203 0.167979 0.171843 0.175795 0.179839 59.91 62.70 Omnicom Group, Inc. 681919AP1 06/10/03 06/15/33 100.000 VARIES 4.6001 0.164203 0.167979 0.171843 0.175795 0.179839 59.91 62.70 Omnicom Group, Inc. 681919AQ9 06/30/06 07/01/38 100.000 VARIES 7.3396 0.244187 0.253149 0.262439 0.272070 89.52 96.21 Omnicom Group, Inc. 681919AR7 06/10/03 06/15/33 100.000 VARIES 4.6001 0.164203 0.167979 0.171843 0.175795 0.179839 59.91 62.70 Omnicom Group, Inc. 681919AT3 06/30/06 07/01/38 100.000 VARIES 7.3396 0.244187 0.253149 0.262439 0.272070 89.52 96.21 Omnicom Group, Inc. 681919AU0 06/30/06 07/01/38 100.000 VARIES 7.3396 0.244187 0.253149 0.262439 0.272070 89.52 96.21 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Orange County, CA 68428LAV6 06/12/96 09/01/11 29.734 0.000 8.1288 511.38 0.177792 0.185018 0.192538 0.200364 0.208507 67.08 72.64 Orange County, CA 68428LAW4 06/12/96 09/01/12 27.201 0.000 8.1888 473.19 0.165007 0.171763 0.178795 0.186116 0.193736 62.27 67.48 Orange County, CA 68428LAX2 06/12/96 09/01/13 25.020 0.000 8.2089 436.92 0.152507 0.158767 0.165284 0.172068 0.179130 57.56 62.38 Orange County, CA 68428LAY0 06/12/96 09/01/10 32.377 0.000 8.0887 552.58 0.191737 0.199491 0.207559 0.215954 72.32 51.33 Orange County, CA 68428LAZ7 06/12/96 09/01/14 23.005 0.000 8.2290 403.26 0.140900 0.146697 0.152733 0.159017 0.165560 53.19 57.65 Orange County, CA 68428LBA1 06/12/96 09/01/15 21.183 0.000 8.2391 372.04 0.130055 0.135413 0.140991 0.146799 0.152847 49.10 53.22 Orange County, CA 68428LBB9 06/12/96 09/01/16 19.464 0.000 8.2591 343.14 0.120074 0.125032 0.130196 0.135572 0.141171 45.33 49.16 Orange County, CA 68428LBT0 03/03/97 09/01/11 34.929 0.000 7.3901 474.89 0.165121 0.171222 0.177549 0.184110 0.190913 62.03 66.70 Orange County, CA 68428LBU7 04/01/97 09/01/12 30.602 0.000 7.8293 448.68 0.159959 0.166221 0.172728 0.179490 0.186516 60.24 65.05 Orange County, CA 68428LBV5 04/01/97 09/01/13 28.339 0.000 7.8295 415.51 0.148136 0.153935 0.159962 0.166224 0.172731 55.79 60.25 Orange County, CA 68428LBW3 01/17/97 09/01/14 26.499 0.000 7.6793 387.57 0.135725 0.140937 0.146348 0.151967 0.157802 51.07 55.07 Orange County, CA 68428LBX1 04/01/97 09/01/15 24.175 0.000 7.8595 356.48 0.127273 0.132274 0.137472 0.142875 0.148489 47.94 51.78 Orange County, CA 68428LBY9 01/17/97 09/01/16 22.492 0.000 7.7493 333.45 0.117168 0.121708 0.126423 0.131322 0.136410 44.11 47.59 Orange County, CA 68428LBZ6 01/17/97 09/01/17 20.762 0.000 7.7695 309.00 0.108682 0.112904 0.117290 0.121847 0.126580 40.92 44.16 Orange County, CA 68428LCA0 01/17/97 09/01/18 19.198 0.000 7.7795 286.28 0.100739 0.104657 0.108728 0.112957 0.117351 37.93 40.94 Orange County, CA 68428LCB8 01/17/97 09/01/19 17.826 0.000 7.7696 265.31 0.093315 0.096940 0.100706 0.104618 0.108683 35.13 37.92 Orange County, CA 68428LCC6 01/17/97 09/01/20 16.480 0.000 7.7796 245.75 0.086478 0.089842 0.093336 0.096967 0.100739 32.56 35.14 Orange County, CA 68428LCD4 01/17/97 09/01/21 15.306 0.000 7.7694 227.80 0.080121 0.083233 0.086466 0.089825 0.093315 30.17 32.55 Orange County, CA 68428LCJ1 01/17/97 09/01/09 39.915 0.000 7.4091 553.64 0.191369 0.198458 47.20 Orange County, CA 68428LCK8 01/17/97 09/01/10 36.871 0.000 7.4592 516.52 0.178970 0.185644 0.192568 0.199750 67.26 47.51 Oregon Community College 68583RAF9 04/23/03 06/30/09 77.449 0.000 4.1731 205.18 0.113552 20.33 Oregon Community College 68583RAG7 04/23/03 06/30/10 72.765 0.000 4.4727 208.27 0.116268 0.118868 0.121526 42.33 21.75 Oregon Community College 68583RAH5 04/23/03 06/30/11 68.075 0.000 4.7525 208.58 0.117388 0.120178 0.123033 0.125957 0.128950 42.77 44.82 Oregon Community College 68583RAJ1 04/23/03 06/30/12 63.740 0.000 4.9623 205.06 0.116113 0.118994 0.121946 0.124972 0.128073 42.32 44.45 Oregon Community College 68583RAK8 04/23/03 06/30/13 59.557 0.000 5.1521 199.94 0.113834 0.116767 0.119775 0.122860 0.126025 41.51 43.68 Oregon Community College 68583RAL6 04/23/03 06/30/14 55.504 0.000 5.3320 193.77 0.110891 0.113847 0.116882 0.119999 0.123198 40.46 42.64 Oregon Community College 68583RAM4 04/23/03 06/30/15 51.363 0.000 5.5419 187.42 0.107906 0.110896 0.113969 0.117127 0.120373 39.39 41.60 Oregon Community College 68583RAN2 04/23/03 06/30/16 47.583 0.000 5.7117 179.76 0.103999 0.106969 0.110024 0.113166 0.116398 37.98 40.18 Oregon Community College 68583RAP7 04/23/03 06/30/17 44.239 0.000 5.8317 171.19 0.099379 0.102277 0.105259 0.108329 0.111487 36.30 38.45 Oregon Community College 68583RAQ5 04/23/03 06/30/18 40.975 0.000 5.9616 162.65 0.094775 0.097600 0.100509 0.103505 0.106590 34.63 36.73 Oregon Community College 68583RAR3 04/23/03 06/30/19 37.976 0.000 6.0714 153.98 0.090001 0.092733 0.095548 0.098448 0.101437 32.90 34.93 Oregon Community College 68583RAS1 04/23/03 06/30/20 35.297 0.000 6.1514 145.31 0.085129 0.087747 0.090446 0.093228 0.096096 31.12 33.07 Oregon Community College 68583RAT9 04/23/03 06/30/21 32.815 0.000 6.2213 136.89 0.080351 0.082850 0.085427 0.088085 0.090825 29.38 31.24 Oregon Community College 68583RAU6 04/23/03 06/30/22 30.636 0.000 6.2613 128.76 0.075665 0.078033 0.080476 0.082996 0.085594 27.67 29.43 Oregon Community College 68583RAV4 04/23/03 06/30/23 28.748 0.000 6.2713 121.05 0.071154 0.073385 0.075686 0.078060 0.080507 26.02 27.68 Oregon Sch Brds Assoc 686053AG4 10/31/02 06/30/09 75.501 0.000 4.2593 224.25 0.115848 20.74 Oregon Sch Brds Assoc 686053AH2 10/31/02 06/30/10 70.827 0.000 4.5493 226.60 0.118124 0.120811 0.123559 43.01 22.12 Oregon Sch Brds Assoc 686053AJ8 10/31/02 06/30/11 66.180 0.000 4.8194 226.08 0.118846 0.121710 0.124643 0.127646 0.130722 43.31 45.42 Oregon Sch Brds Assoc 686053AK5 10/31/02 06/30/12 62.040 0.000 4.9992 221.00 0.116829 0.119749 0.122742 0.125810 0.128955 42.59 44.75 Oregon Sch Brds Assoc 686053AL3 10/31/02 06/30/13 57.955 0.000 5.1793 215.02 0.114298 0.117258 0.120295 0.123410 0.126606 41.69 43.87 Oregon Sch Brds Assoc 686053AM1 10/31/02 06/30/14 53.950 0.000 5.3594 208.21 0.111297 0.114280 0.117342 0.120486 0.123715 40.61 42.82 Oregon Sch Brds Assoc 686053AN9 10/31/02 06/30/15 50.233 0.000 5.5093 200.17 0.107493 0.110454 0.113496 0.116623 0.119835 39.24 41.43 Oregon Sch Brds Assoc 686053AP4 10/31/02 06/30/16 46.574 0.000 5.6694 191.88 0.103548 0.106483 0.109501 0.112605 0.115797 37.81 39.99 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Oregon Sch Brds Assoc 686053AQ2 10/31/02 06/30/17 43.110 0.000 5.8193 183.11 0.099270 0.102158 0.105130 0.108189 0.111337 36.26 38.40 Oregon Sch Brds Assoc 686053AR0 10/31/02 06/30/18 40.030 0.000 5.9294 173.80 0.094544 0.097346 0.100233 0.103204 0.106264 34.55 36.62 Oregon Sch Brds Assoc 686053AS8 10/31/02 06/30/19 37.212 0.000 6.0194 164.45 0.089704 0.092404 0.095185 0.098050 0.101001 32.78 34.79 Oregon Sch Brds Assoc 686053AT6 10/31/02 06/30/20 34.591 0.000 6.0995 155.27 0.084901 0.087490 0.090158 0.092908 0.095741 31.04 32.96 Oregon Sch Brds Assoc 686053BY4 04/21/03 06/30/09 77.449 0.000 4.1693 205.20 0.113451 20.31 Oregon Sch Brds Assoc 686053BZ1 04/21/03 06/30/10 72.765 0.000 4.4692 208.32 0.116183 0.118779 0.121433 42.30 21.74 Oregon Sch Brds Assoc 686053CA5 04/21/03 06/30/11 68.075 0.000 4.7492 208.65 0.117317 0.120103 0.122955 0.125874 0.128863 42.74 44.80 Oregon Sch Brds Assoc 686053CB3 04/21/03 06/30/12 63.740 0.000 4.9593 205.15 0.116053 0.118931 0.121880 0.124903 0.128000 42.30 44.43 Oregon Sch Brds Assoc 686053CC1 04/21/03 06/30/13 59.557 0.000 5.1493 200.04 0.113785 0.116715 0.119720 0.122802 0.125964 41.50 43.66 Oregon Sch Brds Assoc 686053CD9 04/21/03 06/30/14 55.504 0.000 5.3293 193.88 0.110851 0.113805 0.116837 0.119951 0.123147 40.44 42.63 Oregon Sch Brds Assoc 686053CE7 04/21/03 06/30/15 51.363 0.000 5.5394 187.53 0.107874 0.110861 0.113932 0.117087 0.120330 39.38 41.59 Oregon Sch Brds Assoc 686053CF4 04/21/03 06/30/16 47.583 0.000 5.7092 179.88 0.103973 0.106941 0.109994 0.113134 0.116363 37.97 40.17 Oregon Sch Brds Assoc 686053CG2 04/21/03 06/30/17 44.239 0.000 5.8294 171.31 0.099359 0.102255 0.105235 0.108303 0.111459 36.30 38.44 Oregon Sch Brds Assoc 686053CH0 04/21/03 06/30/18 40.975 0.000 5.9593 162.77 0.094759 0.097582 0.100490 0.103484 0.106568 34.63 36.72 Oregon Sch Brds Assoc 686053CJ6 04/21/03 06/30/19 37.976 0.000 6.0693 154.09 0.089989 0.092719 0.095533 0.098432 0.101419 32.89 34.92 Oregon Sch Brds Assoc 686053CK3 04/21/03 06/30/20 35.297 0.000 6.1494 145.43 0.085120 0.087737 0.090435 0.093216 0.096082 31.12 33.06 Oregon Sch Brds Assoc 686053CL1 04/21/03 06/30/21 32.815 0.000 6.2193 136.99 0.080345 0.082843 0.085419 0.088076 0.090815 29.38 31.23 Oregon Sch Brds Assoc 686053CM9 04/21/03 06/30/22 30.636 0.000 6.2594 128.86 0.075661 0.078029 0.080471 0.082989 0.085587 27.67 29.43 Oregon Sch Brds Assoc 686053CN7 04/21/03 06/30/23 28.748 0.000 6.2695 121.15 0.071152 0.073382 0.075682 0.078055 0.080502 26.02 27.68 Oscient Pharmaceuticals 68812RAD7 11/25/08 04/15/11 12.200 12.500 N/A 0.484034 0.752891 1.290568 2.212225 3.792084 283.94 820.62 Oscient Pharmaceuticals 68812RAE5 11/25/08 04/15/11 12.200 12.500 N/A 0.484034 0.752891 1.290568 2.212225 3.792084 283.94 820.62 PMA Capital Corporation 693419AA1 10/21/02 09/30/22 100.000 VARIES 7.5516 0.256453 0.259907 0.266402 0.270176 0.277071 95.16 98.92 Paterson, City of 7031302A1 04/11/03 04/01/15 51.501 0.000 5.6199 192.29 0.108885 0.111945 0.115091 0.118325 0.121650 40.31 42.61 Paterson, City of 7031302B9 04/11/03 04/01/16 47.811 0.000 5.7699 184.02 0.104614 0.107632 0.110737 0.113932 0.117219 38.76 41.02 Paterson, City of 7031302C7 04/11/03 04/01/17 44.317 0.000 5.9099 175.37 0.100063 0.103020 0.106064 0.109198 0.112425 37.10 39.32 Paterson, City of 703130Z49 04/11/03 04/01/09 77.835 0.000 4.2398 211.27 0.115329 10.38 Paterson, City of 703130Z56 04/11/03 04/01/10 72.826 0.000 4.5999 216.54 0.119349 0.122095 0.124903 43.96 11.24 Paterson, City of 703130Z64 04/11/03 04/01/11 68.193 0.000 4.8599 215.72 0.119727 0.122637 0.125617 0.128669 0.131796 44.16 46.33 Paterson, City of 703130Z72 04/11/03 04/01/12 63.812 0.000 5.0698 211.78 0.118193 0.121190 0.124262 0.127412 0.130641 43.64 45.88 Paterson, City of 703130Z80 04/11/03 04/01/13 59.701 0.000 5.2398 205.71 0.115327 0.118349 0.121449 0.124631 0.127897 42.61 44.87 Paterson, City of 703130Z98 04/11/03 04/01/14 55.492 0.000 5.4399 199.58 0.112484 0.115543 0.118686 0.121914 0.125230 41.60 43.90 Penn Virginia Corp. 707882AB2 06/15/09 06/15/16 97.003 10.375 11.0000 0.008205 0.008656 0.009132 0.009635 1.62 3.22 Peoria, IL SD #150 713040FA6 08/15/05 01/01/11 77.688 0.000 4.7492 133.52 0.120103 0.122955 0.125874 0.128863 43.75 45.85 Peoria, IL SD #150 713040FB4 08/15/05 01/01/12 73.711 0.000 4.8393 129.25 0.116461 0.119279 0.122165 0.125121 42.43 44.51 Peoria, IL SD #150 713040FC2 08/15/05 01/01/13 69.865 0.000 4.9194 124.68 0.112509 0.115276 0.118111 0.121017 41.00 43.04 Peoria County, Illinois 713165EH7 06/01/04 12/01/09 108.053 VARIES 4.7723 0.134776 0.133683 44.28 Peoria County, IL 71319RAV9 11/06/08 12/01/09 102.515 0.000 4.8009 0.137171 0.140463 45.86 Peoria County, IL 71319RAX5 05/14/09 12/01/10 104.800 0.000 2.2848 0.066515 0.066587 0.067347 0.068117 15.14 22.36 Peoria County, IL 71319RAZ0 11/12/09 12/01/10 103.096 0.000 1.2849 0.036798 0.036823 0.037059 1.80 12.19 Petro Stopping Centers 71646DAJ1 02/09/04 04/30/14 93.312 5.000 N/A 0.191336 0.198130 0.196005 0.193771 0.191420 70.38 69.88 Petro Stopping Centers 71646DAK8 02/09/04 04/30/14 100.000 5.000 N/A 0.191336 0.198130 0.196005 0.193771 0.191420 70.38 69.88 Philadelphia Authority 71781LAP4 02/03/99 04/15/24 19.046 0.000 6.6895 175.26 0.067012 0.069253 0.071569 0.073963 0.076437 24.87 26.57 Philadelphia Authority 71781LAQ2 02/03/99 04/15/12 43.760 0.000 6.3590 376.42 0.141885 0.146397 0.151051 0.155854 0.160810 52.59 55.98 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Philadelphia Authority 71781LAR0 02/03/99 04/15/13 40.766 0.000 6.4191 355.06 0.134183 0.138490 0.142934 0.147522 0.152257 49.75 52.99 Philadelphia Authority 71781LAS8 02/03/99 04/15/14 37.933 0.000 6.4792 334.49 0.126739 0.130845 0.135084 0.139460 0.143978 47.00 50.09 Philadelphia Authority 71781LAT6 02/03/99 04/15/15 35.256 0.000 6.5392 314.72 0.119559 0.123468 0.127505 0.131674 0.135979 44.35 47.30 Philadelphia Authority 71781LAU3 02/03/99 04/15/16 32.784 0.000 6.5893 295.65 0.112557 0.116265 0.120096 0.124053 0.128140 41.76 44.56 Philadelphia Authority 71781LAV1 02/03/99 04/15/17 30.618 0.000 6.6093 277.23 0.105637 0.109128 0.112734 0.116460 0.120309 39.20 41.83 Philadelphia Authority 71781LAW9 02/03/99 04/15/18 28.637 0.000 6.6193 259.82 0.099045 0.102324 0.105710 0.109209 0.112823 36.75 39.23 Philadelphia Authority 71781LAX7 02/03/99 04/15/19 26.727 0.000 6.6393 243.47 0.092892 0.095976 0.099162 0.102454 0.105855 34.47 36.80 Philadelphia Authority 71781LAY5 02/03/99 04/15/20 24.985 0.000 6.6494 228.07 0.087053 0.089948 0.092938 0.096028 0.099221 32.31 34.49 Philadelphia Authority 71781LAZ2 02/03/99 04/15/21 23.403 0.000 6.6494 213.63 0.081541 0.084252 0.087053 0.089948 0.092938 30.26 32.31 Philadelphia Authority 71781LBA6 02/03/99 04/15/22 21.872 0.000 6.6594 200.05 0.076393 0.078937 0.081565 0.084281 0.087087 28.35 30.27 Philadelphia Authority 71781LBB4 02/03/99 04/15/23 20.437 0.000 6.6695 187.31 0.071556 0.073942 0.076408 0.078956 0.081589 26.56 28.36 Philadelphia Authority 71781LBC2 02/03/99 04/15/25 17.878 0.000 6.6796 164.18 0.062750 0.064846 0.067012 0.069250 0.071563 23.29 24.87 Philadelphia Authority 71781LBD0 02/03/99 04/15/26 16.697 0.000 6.6896 153.65 0.058748 0.060713 0.062744 0.064843 0.067012 21.81 23.29 Plains Expl & Prodtn Co. 726505AG5 03/06/09 03/01/16 92.373 10.000 11.6241 0.020487 0.021645 0.022903 0.024234 6.18 8.33 Playboy Enterprises,Inc. 728117AA0 03/15/05 03/15/25 100.000 VARIES 7.7502 0.255520 0.262192 0.269123 0.276323 0.283802 94.63 99.74 Playboy Enterprises,Inc. 728117AB8 03/15/05 03/15/25 100.000 VARIES 7.7502 0.255520 0.262192 0.269123 0.276323 0.283802 94.63 99.74 Pliant Corporation 729136AG6 02/17/04 06/15/09 73.627 VARIES 11.1182 0.308851 50.65 Pliant Corporation 729136AH4 02/17/04 06/15/09 73.627 VARIES 11.1182 0.308851 50.65 Pliant Corporation 729136AJ0 02/17/04 06/15/09 73.627 VARIES 11.1182 0.308851 50.65 Pope & Talbot, Inc. 732827AC4 07/30/02 06/01/13 86.415 8.375 10.5037 62.16 0.037304 0.039263 0.041325 0.043496 0.045780 13.90 15.40 Pope & Talbot, Inc. 732827AD2 07/30/02 06/01/13 86.415 8.375 10.5037 62.16 0.037304 0.039263 0.041325 0.043496 0.045780 13.90 15.40 Presidio ISD 741020DW8 05/14/98 02/15/12 38.054 0.000 7.1489 422.62 0.155299 0.160850 0.166600 0.172555 0.178722 58.44 62.70 Presidio ISD 741020DX6 05/14/98 02/15/13 35.472 0.000 7.1490 393.96 0.144767 0.149942 0.155301 0.160853 0.166603 54.48 58.44 Presidio ISD 741020DY4 05/14/98 02/15/14 33.066 0.000 7.1490 367.24 0.134947 0.139771 0.144767 0.149941 0.155301 50.78 54.48 Presidio ISD 741020DZ1 05/14/98 02/15/15 30.822 0.000 7.1492 342.33 0.125795 0.130292 0.134949 0.139773 0.144770 47.34 50.79 Presidio ISD 741020EA5 05/14/98 02/15/16 28.486 0.000 7.1992 319.48 0.117655 0.121891 0.126278 0.130824 0.135533 44.29 47.54 Presidio ISD 741020EB3 05/14/98 02/15/17 26.541 0.000 7.1992 297.66 0.109621 0.113567 0.117655 0.121890 0.126278 41.27 44.29 Presidio ISD 741020EC1 05/14/98 02/15/18 24.728 0.000 7.1993 277.34 0.102137 0.105813 0.109622 0.113568 0.117656 38.45 41.27 Presidio ISD 741020ED9 05/14/98 02/15/19 22.810 0.000 7.2493 258.32 0.095339 0.098794 0.102375 0.106086 0.109931 35.90 38.55 Presidio ISD 741020EE7 05/14/98 02/15/20 21.242 0.000 7.2493 240.56 0.088786 0.092004 0.095339 0.098795 0.102376 33.43 35.90 Presidio ISD 741020EF4 05/14/98 02/15/21 19.782 0.000 7.2493 224.03 0.082683 0.085680 0.088786 0.092004 0.095339 31.14 33.43 Presidio ISD 741020EG2 05/14/98 02/15/22 18.422 0.000 7.2494 208.63 0.077000 0.079791 0.082683 0.085680 0.088786 29.00 31.14 Primus Telecom IHC, Inc. 74163XAD7 05/20/08 05/20/11 89.500 14.250 19.0014 17.22 0.083837 0.091802 0.100524 0.110075 0.120532 32.30 38.73 Primus Telecom IHC, Inc. 74163XAE5 07/01/09 05/20/13 73.521 VARIES N/A 0.504432 0.527758 0.558023 0.591284 91.50 197.35 Pride International Inc. 741932AE7 01/16/01 01/16/21 60.841 0.000 2.5000 133.02 0.050906 0.051542 0.052186 0.052839 0.053499 18.65 19.12 Providian Financial Corp 74406AAD4 03/19/04 03/15/16 100.000 VARIES 9.4998 0.360792 0.374301 0.388451 0.403274 0.418800 135.25 145.73 Prudential Financial,Inc 744320AH5 12/12/07 06/15/09 98.875 3.516 4.2942 7.78 0.021162 3.47 Prudential Financial,Inc 744320AJ1 12/12/07 06/15/09 98.875 3.516 4.2942 7.78 0.021162 3.47 PURE Mortgages 2004 74622TAF6 12/10/04 11/30/09 100.000 VARIES 4.6580 0.122431 0.121609 40.13 QBE Funding Trust II 747271AA2 09/10/02 04/15/22 55.100 0.000 3.0644 116.56 0.056461 0.057326 0.058205 0.059096 0.060002 20.61 21.25 QBE Funding Trust 74729CAA6 04/15/02 04/15/22 59.358 0.000 2.6249 113.55 0.051277 0.051950 0.052632 0.053323 0.054023 18.68 19.18 QBE Funding Trust III 74729LAA6 09/24/04 09/24/24 67.165 0.000 2.0000 59.57 0.040406 0.040810 0.041218 0.041631 0.042047 14.70 14.99 Quebecor Media, Inc. 74819RAH9 10/05/07 03/15/16 93.750 7.750 8.8148 6.60 0.015489 0.016171 0.016884 0.017628 0.018405 5.85 6.37 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Quicksilver Resources 74837RAA2 11/01/04 11/01/24 98.500 VARIES 6.7504 0.225028 0.230864 0.236897 0.243134 0.249582 82.77 87.17 Quicksilver Resources 74837RAB0 11/01/04 11/01/24 98.500 VARIES 6.7504 0.225028 0.230864 0.236897 0.243134 0.249582 82.77 87.17 Quicksilver Resources 74837RAF1 06/25/09 01/01/16 96.717 11.750 12.5012 0.009465 0.009488 0.010082 0.010712 1.76 3.74 R H Donnelley Corp. 74955WAC3 01/27/06 01/15/13 90.981 6.875 8.6239 31.60 0.033226 0.034659 0.036153 0.037712 0.039338 12.71 13.82 R H Donnelley Corp. 74955WAD1 01/27/06 01/15/13 90.981 6.875 8.6239 31.60 0.033226 0.034659 0.036153 0.037712 0.039338 12.71 13.82 R H Donnelley Corp. 74955WAE9 01/27/06 01/15/13 90.981 6.875 8.6239 31.60 0.033226 0.034659 0.036153 0.037712 0.039338 12.71 13.82 R H Donnelley Corp. 74955WAF6 01/27/06 01/15/13 90.981 6.875 8.6239 31.60 0.033226 0.034659 0.036153 0.037712 0.039338 12.71 13.82 R H Donnelley Corp. 749568AA9 01/27/06 01/15/13 90.981 6.875 8.6239 31.60 0.033226 0.034659 0.036153 0.037712 0.039338 12.71 13.82 R H Donnelley Corp. 749568AB7 01/27/06 01/15/13 90.981 6.875 8.6239 31.60 0.033226 0.034659 0.036153 0.037712 0.039338 12.71 13.82 Range Resources Corp. 75281AAK5 05/14/09 05/15/19 95.067 8.000 8.7501 0.008840 0.008849 0.009236 0.009640 0.010062 2.03 3.44 Regal Beloit Corporation 758750AA1 04/05/04 03/15/24 100.000 VARIES 8.7503 0.320294 0.330966 0.342104 0.353334 0.365055 119.54 127.61 Regal Beloit Corporation 758750AB9 04/05/04 03/15/24 100.000 VARIES 8.7503 0.320294 0.330966 0.342104 0.353334 0.365055 119.54 127.61 Reliant Energy, Inc. 75952J207 09/21/99 09/15/29 100.000 2.000 9.8183 0.569337 0.594559 0.621020 0.648779 0.677902 214.98 234.59 Rhodia, SA 762397AK3 05/17/04 06/01/10 96.743 10.250 11.0023 22.96 0.017796 0.018775 0.019808 6.64 2.97 Rhodia, SA 762397AL1 05/17/04 06/01/10 96.743 10.250 11.0023 22.96 0.017796 0.018775 0.019808 6.64 2.97 Rhodia, SA 762397AM9 05/17/04 06/01/10 96.743 10.250 11.0023 22.96 0.017796 0.018775 0.019808 6.64 2.97 Roper Industries, Inc. 776696AA4 12/29/03 01/15/34 39.502 1.482 7.0003 0.089902 0.091608 0.094814 0.098133 0.101568 33.49 35.85 Royal Bank of Canada 78008E3H8 03/31/08 03/28/13 100.000 0.000 4.2547 0.120673 0.123241 0.125862 0.128540 0.131274 44.39 46.30 Royal Bank of Canada 78008E3L9 02/29/08 02/28/14 100.000 0.000 4.7399 0.134042 0.134982 0.140471 0.141456 0.147208 49.89 52.28 Royal Bank of Canada 78008E3V7 02/28/08 02/28/23 100.000 5.690 5.6899 0.157182 0.154620 0.157182 0.154620 0.157182 56.90 56.90 Royal Bank of Canada 78008E3W5 03/20/08 09/22/09 100.000 0.000 2.7500 0.077453 0.078518 20.41 Royal Bank of Canada 78008E4D6 03/31/08 09/28/12 100.000 0.000 3.9648 0.112295 0.114521 0.116792 0.119107 0.121468 41.25 42.90 Royal Bank of Canada 78008E4N4 03/31/08 03/31/10 100.000 0.000 2.9899 0.084297 0.085557 0.086836 30.80 7.73 Royal Bank of Canada 78008E6P7 03/20/08 03/20/28 100.000 5.310 5.3099 0.147500 0.147500 0.147500 0.147500 0.147500 53.10 53.10 Royal Bank of Canada 78008E6S1 04/11/08 04/11/28 100.000 5.850 5.8499 0.162500 0.162500 0.162500 0.162500 0.162500 58.50 58.50 Royal Bank of Canada 78008E6V4 04/30/08 04/29/11 100.000 0.000 3.8934 0.110246 0.112392 0.114580 0.116811 0.119085 40.34 41.93 Royal Bank of Canada 78008E6Y8 03/31/08 03/29/12 100.000 0.000 3.7626 0.106472 0.108475 0.110516 0.112595 0.114713 39.06 40.55 Royal Bank of Canada 78008E7C5 04/30/08 04/30/10 100.000 0.000 3.4699 0.098061 0.099762 0.101493 35.82 12.08 Royal Bank of Canada 78008E7D3 04/30/08 04/30/13 100.000 0.000 4.4900 0.127522 0.130385 0.133312 0.136305 0.139365 46.78 48.90 Royal Bank of Canada 78008EAC1 08/31/05 02/26/10 100.000 0.000 4.5211 0.143544 0.146789 0.150107 53.08 8.26 Royal Bank of Canada 78008EAK3 01/31/06 07/28/09 100.000 0.000 4.9077 0.153855 0.157630 32.53 Royal Bank of Canada 78008EAM9 01/31/06 01/31/11 100.000 0.000 4.9599 0.155731 0.159593 0.163551 0.167607 0.171764 57.94 60.85 Royal Bank of Canada 78008EAQ0 02/28/06 08/28/09 100.000 0.000 5.1100 0.161029 0.165143 38.90 Royal Bank of Canada 78008EAR8 02/28/06 02/27/09 100.000 0.000 5.1147 0.157669 8.99 Royal Bank of Canada 78008EAX5 03/31/06 03/31/11 100.000 0.000 5.2699 0.166719 0.171112 0.175621 0.180248 0.184998 61.62 64.91 Royal Bank of Canada 78008EAZ0 04/28/06 10/30/09 100.000 0.000 5.3912 0.171109 0.175722 51.99 Royal Bank of Canada 78008EBC0 04/28/06 04/29/11 100.000 0.000 5.4968 0.174886 0.179692 0.184631 0.189706 0.194920 64.43 68.02 Royal Bank of Canada 78008EBE6 05/31/06 05/31/11 100.000 0.000 5.4699 0.173891 0.178647 0.183533 0.188552 0.193709 63.76 67.29 Royal Bank of Canada 78008EBJ5 05/31/06 11/30/09 100.000 0.000 5.4000 0.171374 0.176001 57.21 Royal Bank of Canada 78008EBK2 06/30/06 06/30/10 100.000 0.000 5.7499 0.184041 0.189332 0.194775 67.22 34.86 Royal Bank of Canada 78008EBN6 06/30/06 06/30/11 100.000 0.000 5.7700 0.184771 0.190102 0.195586 0.201229 0.207034 67.49 71.44 Royal Bank of Canada 78008EBP1 07/31/06 01/29/10 100.000 0.000 5.4743 0.169385 0.174021 0.178785 63.24 5.01 Royal Bank of Canada 78008EBT3 08/31/06 08/31/11 100.000 0.000 5.2799 0.161879 0.163444 0.170539 0.172188 0.179663 60.44 63.67 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Royal Bank of Canada 78008EBW6 10/31/06 10/31/13 100.000 0.000 5.2200 0.160741 0.164937 0.169241 0.173659 0.178191 59.14 62.27 Royal Bank of Canada 78008ECA3 09/29/06 09/30/11 100.000 0.000 5.0371 0.154579 0.158472 0.162464 0.166555 0.170750 57.07 59.98 Royal Bank of Canada 78008ECB1 10/31/06 10/30/09 100.000 0.000 5.0946 0.154758 0.157833 47.30 Royal Bank of Canada 78008ECC9 10/31/06 10/31/11 100.000 0.000 5.1199 0.157354 0.161383 0.165514 0.169751 0.174097 57.87 60.87 Royal Bank of Canada 78008ECD7 10/31/06 04/29/11 100.000 0.000 5.1231 0.157440 0.161473 0.165609 0.169851 0.174202 57.91 60.92 Royal Bank of Canada 78008ECE5 10/31/06 10/31/11 100.000 0.000 5.1199 0.157354 0.161383 0.165514 0.169751 0.174097 57.87 60.87 Royal Bank of Canada 78008ECH8 11/27/06 11/29/13 100.000 0.000 5.0359 0.154560 0.158452 0.162441 0.166531 0.170725 56.59 59.48 Royal Bank of Canada 78008ECK1 11/27/06 11/30/11 100.000 0.000 4.9914 0.153084 0.156905 0.160821 0.164835 0.168948 56.04 58.87 Royal Bank of Canada 78008ECL9 11/28/06 11/30/09 100.000 0.000 5.0005 0.153367 0.157202 51.15 Royal Bank of Canada 78008ECM7 12/28/06 12/28/09 100.000 0.000 5.0100 0.153644 0.157493 55.54 Royal Bank of Canada 78008ECN5 12/28/06 12/29/09 100.000 0.000 5.0052 0.153505 0.157347 55.65 Royal Bank of Canada 78008ECS4 01/31/07 01/29/10 100.000 0.000 5.3149 0.159699 0.163943 0.168300 59.56 4.71 Royal Bank of Canada 78008EDB0 02/22/07 02/24/10 100.000 0.000 5.1003 0.152836 0.156734 0.160731 56.73 8.52 Royal Bank of Canada 78008EDG9 02/07/07 02/07/11 100.000 0.000 5.2200 0.156653 0.160741 0.164937 0.169241 0.173659 58.32 61.41 Royal Bank of Canada 78008EDM6 02/28/07 02/28/11 100.000 0.000 5.0199 0.149380 0.150633 0.156973 0.158290 0.164952 55.69 58.52 Royal Bank of Canada 78008EE37 11/26/07 11/26/12 100.000 0.000 4.8999 0.142860 0.146360 0.149946 0.153620 0.157383 52.31 54.90 Royal Bank of Canada 78008EE45 11/26/07 11/26/12 100.000 0.000 4.8999 0.142860 0.146360 0.149946 0.153620 0.157383 52.31 54.90 Royal Bank of Canada 78008EE60 11/26/07 05/29/09 100.000 0.000 4.4346 0.128755 19.06 Royal Bank of Canada 78008EFG7 04/30/07 04/29/11 100.000 0.000 5.0935 0.152554 0.156439 0.160423 0.164509 0.168699 56.11 59.00 Royal Bank of Canada 78008EFH5 04/30/07 04/30/12 100.000 0.000 5.1100 0.153105 0.157017 0.161029 0.165143 0.169362 56.31 59.22 Royal Bank of Canada 78008EFJ1 04/30/07 04/30/09 100.000 0.000 5.0900 0.152462 18.14 Royal Bank of Canada 78008EH42 12/31/07 12/29/09 100.000 0.000 4.1859 0.121180 0.123716 43.84 Royal Bank of Canada 78008EH59 12/31/07 12/31/13 100.000 0.000 4.7699 0.138894 0.142207 0.145599 0.149071 0.152626 50.60 53.05 Royal Bank of Canada 78008EJP3 05/31/07 05/31/22* 100.000 5.700 5.6999 0.158333 23.59* Royal Bank of Canada 78008EJV0 06/29/07 06/29/12 100.000 0.000 5.5299 0.166709 0.171318 0.176055 0.180923 0.185926 60.86 64.28 Royal Bank of Canada 78008EJW8 06/29/07 06/29/12 100.000 VARIES 5.5339 0.166838 0.171455 0.176199 0.166548 0.171156 60.91 61.68 Royal Bank of Canada 78008EJX6 06/29/07 06/29/12 100.000 0.000 5.5299 0.166709 0.171318 0.176055 0.180923 0.185926 60.86 64.28 Royal Bank of Canada 78008EJY4 06/29/07 06/29/12 100.000 0.000 5.5299 0.166709 0.171318 0.176055 0.180923 0.185926 60.86 64.28 Royal Bank of Canada 78008ELR6 07/06/07 07/09/12 100.000 VARIES 5.6200 0.165088 0.169727 0.174496 0.179400 0.172450 61.88 63.35 Royal Bank of Canada 78008EMB0 07/31/07 07/30/10 100.000 0.000 5.1846 0.148267 0.154632 0.156054 0.162753 56.48 33.98 Royal Bank of Canada 78008ENW3 08/31/07 08/31/09 100.000 0.000 4.9900 0.144810 0.146003 35.26 Royal Bank of Canada 78008EPA9 07/31/07 07/29/11 100.000 0.000 5.2536 0.153681 0.157718 0.161861 0.166112 0.170476 57.30 60.34 Royal Bank of Canada 78008EPB7 07/31/07 07/31/12 100.000 0.000 5.3300 0.156052 0.160211 0.164481 0.168864 0.173364 58.20 61.34 Royal Bank of Canada 78008EPH4 08/31/07 08/31/12 100.000 0.000 5.1899 0.150907 0.152299 0.158841 0.160306 0.167192 56.31 59.27 Royal Bank of Canada 78008EPL5 08/31/07 08/31/12 100.000 0.000 5.1899 0.150907 0.152299 0.158841 0.160306 0.167192 56.31 59.27 Royal Bank of Canada 78008EPN1 08/31/07 08/31/11 100.000 0.000 5.0800 0.147551 0.148832 0.155142 0.156489 0.163123 55.03 57.86 Royal Bank of Canada 78008ER25 01/31/08 07/31/09 100.000 0.000 3.0100 0.084870 0.086147 17.97 Royal Bank of Canada 78008ER33 01/31/08 01/29/10 100.000 0.000 3.2645 0.092153 0.093657 0.095186 33.91 2.67 Royal Bank of Canada 78008ER41 01/31/08 01/29/10 100.000 0.000 3.2645 0.092153 0.093657 0.095186 33.91 2.67 Royal Bank of Canada 78008ER58 01/31/08 01/31/14 100.000 0.000 4.6199 0.131298 0.134331 0.137434 0.140608 0.143857 48.74 51.02 Royal Bank of Canada 78008ER66 01/10/08 01/12/09 100.000 0.000 4.1664 0.118174 1.30 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Royal Bank of Canada 78008ESJ7 08/13/07 08/12/09 100.000 0.000 5.1070 0.149180 0.152990 33.65 Royal Bank of Canada 78008EVD6 09/28/07 09/28/09 100.000 0.000 4.8299 0.140725 0.144124 38.19 Royal Bank of Canada 78008EWF0 10/31/07 10/31/12 100.000 0.000 4.7100 0.137068 0.140296 0.143600 0.146982 0.150443 50.32 52.72 Royal Bank of Canada 78008EX36 01/31/08 01/29/10 100.000 0.000 3.2645 0.092153 0.093657 0.095186 33.91 2.67 Royal Bank of Canada 78008EY27 02/06/08 02/08/10 100.000 0.000 3.2597 0.092042 0.093542 0.095067 33.84 3.52 Royal Bank of Canada 78008EY84 02/29/08 02/26/10 100.000 0.000 3.3638 0.092921 0.096050 0.096073 34.89 5.38 Royal Bank of Canada 78008EY92 02/29/08 02/26/10 100.000 0.000 3.3638 0.092921 0.096050 0.096073 34.89 5.38 Royal Bank of Canada 78008EYG6 10/31/07 04/30/09 100.000 0.000 4.8100 0.140117 16.67 Royal Bank of Canada 78008EYJ0 10/26/07 04/26/10 100.000 0.000 4.6513 0.135284 0.138430 0.141650 49.68 16.29 Royal Bank of Canada 78008EZ34 02/29/08 02/26/10 100.000 0.000 3.3638 0.092921 0.096050 0.096073 34.89 5.38 Royal Bank of Canada 78008EZH3 11/26/07 11/27/09 100.000 0.000 4.3737 0.126882 0.129657 41.86 Royal Bank of Canada 78008EZJ9 11/26/07 11/27/09 100.000 0.000 4.3737 0.126882 0.129657 41.86 Royal Bank of Canada 78008G3K6 06/30/09 06/30/14 100.000 0.000 3.9699 0.110278 0.112467 0.114699 0.116976 19.96 40.89 Royal Bank of Canada 78008G3L4 06/30/09 06/29/12 100.000 0.000 3.0462 0.084619 0.085901 0.087209 0.088538 15.32 31.17 Royal Bank of Canada 78008G3S9 06/26/09 06/26/29 100.000 VARIES 5.9700 0.165833 0.164150 0.162417 0.159512 30.67 58.76 Royal Bank of Canada 78008G5L2 06/26/09 12/26/14 100.000 VARIES 3.9701 0.110282 0.110679 0.111084 0.111497 20.40 39.92 Royal Bank of Canada 78008G5R9 08/12/09 08/12/16 100.000 VARIES 4.2505 0.118072 0.118810 0.119564 16.41 42.85 Royal Bank of Canada 78008G5S7 07/20/09 04/20/15 100.000 VARIES 4.0008 0.111135 0.111413 0.111975 0.112548 17.91 40.29 Royal Bank of Canada 78008GBJ0 04/30/08 10/31/12 100.000 0.000 4.3499 0.123461 0.126147 0.128890 0.131694 0.134558 45.26 47.25 Royal Bank of Canada 78008GBM3 04/30/08 04/30/28 100.000 5.970 5.9699 0.165833 0.165833 0.165833 0.165833 0.165833 59.70 59.70 Royal Bank of Canada 78008GBP6 04/30/08 04/30/28* 100.000 5.970 5.9699 0.165833 19.73* Royal Bank of Canada 78008GBV3 05/30/08 11/30/12 100.000 0.000 4.6199 0.131298 0.134331 0.137434 0.140609 0.143857 48.00 50.25 Royal Bank of Canada 78008GBX9 05/30/08 05/31/11 100.000 0.000 4.1200 0.116802 0.119208 0.121664 0.124170 0.126728 42.63 44.41 Royal Bank of Canada 78008GBY7 05/30/08 05/28/10 100.000 0.000 3.7500 0.106099 0.108088 0.110115 38.69 16.19 Royal Bank of Canada 78008GCC4 05/30/08 05/28/10 100.000 0.000 3.7502 0.106104 0.108094 0.110121 38.69 16.19 Royal Bank of Canada 78008GDV1 06/13/08 06/13/23* 100.000 VARIES 6.2488 0.170324 27.59* Royal Bank of Canada 78008GDW9 05/27/08 08/24/11 100.000 0.000 4.0799 0.114451 0.116786 0.119168 0.121599 0.124080 42.22 43.96 Royal Bank of Canada 78008GEM0 06/30/08 06/30/10 100.000 0.000 3.8600 0.109292 0.111401 0.113551 39.73 20.33 Royal Bank of Canada 78008GEN8 06/30/08 06/30/14 100.000 0.000 4.8299 0.137407 0.140725 0.144124 0.147604 0.151169 50.07 52.52 Royal Bank of Canada 78008GGN6 06/30/08 06/30/10 100.000 0.000 3.8600 0.109292 0.111401 0.113551 39.73 20.33 Royal Bank of Canada 78008GGT3 06/30/08 06/30/23 100.000 6.090 6.0899 0.169167 0.169167 0.169167 0.169167 0.169167 60.90 60.90 Royal Bank of Canada 78008GGU0 06/30/08 06/30/11 100.000 0.000 4.1200 0.116802 0.119208 0.121664 0.124170 0.126728 42.49 44.26 Royal Bank of Canada 78008GGW6 06/30/08 06/30/23* 100.000 6.090 6.0899 0.169167 15.06* Royal Bank of Canada 78008GGX4 06/24/08 12/24/09 100.000 0.000 3.6600 0.103528 0.105422 36.89 Royal Bank of Canada 78008GGY2 06/24/08 12/24/09 100.000 0.000 3.4199 0.096624 0.098276 34.41 Royal Bank of Canada 78008GH39 03/31/09 03/31/15 100.000 0.000 5.2300 0.145279 0.149078 0.152976 0.156976 39.72 55.09 Royal Bank of Canada 78008GH47 03/31/09 03/31/14 100.000 0.000 5.0300 0.139723 0.143237 0.146839 0.150532 38.18 52.88 Royal Bank of Canada 78008GHB1 07/18/08 07/18/23* 100.000 VARIES 6.2684 0.174124 0.170005 0.165756 48.48* Royal Bank of Canada 78008GHD7 07/31/08 01/31/13 100.000 0.000 4.3700 0.121389 0.124041 0.126752 0.129521 0.132351 44.99 46.97 Royal Bank of Canada 78008GHE5 07/31/08 07/30/10 100.000 0.000 3.7350 0.101497 0.105095 0.105312 0.109057 38.29 22.79 Royal Bank of Canada 78008GHH8 07/31/08 07/29/11 100.000 0.000 4.0200 0.111667 0.113899 0.116188 0.118524 0.120906 41.29 42.97 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Royal Bank of Canada 78008GHN5 07/31/08 07/30/10 100.000 0.000 3.6249 0.098504 0.101942 0.102097 0.105671 37.13 22.09 Royal Bank of Canada 78008GHP0 07/31/08 07/30/10 100.000 0.000 3.7350 0.101497 0.105095 0.105312 0.109057 38.29 22.79 Royal Bank of Canada 78008GKU5 07/31/08 07/31/28 100.000 VARIES 5.8087 0.161355 0.157974 0.154494 0.154596 0.154700 56.44 55.67 Royal Bank of Canada 78008GKX9 07/23/08 01/25/10 100.000 0.000 3.4099 0.094739 0.096355 0.097998 34.91 2.35 Royal Bank of Canada 78008GL83 04/30/09 04/30/12 100.000 0.000 2.9229 0.081194 0.082381 0.083585 0.084807 19.64 30.02 Royal Bank of Canada 78008GLD2 07/31/08 07/31/28* 100.000 VARIES 5.8087 0.161355 0.157974 0.154494 47.02* Royal Bank of Canada 78008GLE0 07/29/08 01/29/14 100.000 0.000 4.7199 0.131111 0.134205 0.137372 0.140614 0.143933 48.71 51.03 Royal Bank of Canada 78008GLG5 07/30/08 01/28/10 100.000 0.000 3.3400 0.092779 0.094311 0.095886 34.15 2.59 Royal Bank of Canada 78008GLJ9 07/25/08 07/25/12 100.000 0.000 4.5600 0.126667 0.129555 0.132509 0.135530 0.138620 47.03 49.20 Royal Bank of Canada 78008GLV2 08/05/08 08/06/12 100.000 0.000 4.3999 0.122237 0.124926 0.127675 0.130483 0.133354 45.28 47.29 Royal Bank of Canada 78008GLZ3 08/29/08 02/26/10 100.000 0.000 3.4000 0.094445 0.096023 0.097656 34.69 5.37 Royal Bank of Canada 78008GMB5 08/29/08 08/31/10 100.000 0.000 3.4302 0.094776 0.094830 0.098055 0.098111 35.01 23.74 Royal Bank of Canada 78008GMC3 08/29/08 09/28/12 100.000 0.000 4.2399 0.118180 0.120686 0.123244 0.125857 0.128525 43.47 45.33 Royal Bank of Canada 78008GMD1 08/29/08 08/31/10 100.000 0.000 3.4802 0.096158 0.096236 0.099534 0.099615 35.53 24.10 Royal Bank of Canada 78008GNX6 08/29/08 08/31/10 100.000 0.000 3.4802 0.096158 0.096236 0.099534 0.099615 35.53 24.10 Royal Bank of Canada 78008GPA4 09/30/08 09/30/13 100.000 0.000 3.6499 0.101389 0.103239 0.105123 0.107042 0.108995 37.17 38.54 Royal Bank of Canada 78008GPB2 09/30/08 09/30/10 100.000 0.000 2.8399 0.078888 0.080009 0.081145 0.082297 28.81 22.04 Royal Bank of Canada 78008GPD8 09/30/08 09/30/11 100.000 0.000 3.2500 0.090278 0.091745 0.093236 0.094751 0.096291 33.03 34.12 Royal Bank of Canada 78008GPG1 09/30/08 03/31/10 100.000 0.000 3.1499 0.087500 0.088878 0.090278 32.00 8.03 Royal Bank of Canada 78008GPH9 09/30/08 09/30/10 100.000 0.000 3.2099 0.089166 0.090597 0.092052 0.093529 32.62 25.03 Royal Bank of Canada 78008GPK2 09/30/08 09/30/10 100.000 0.000 2.8399 0.078888 0.080009 0.081145 0.082297 28.81 22.04 Royal Bank of Canada 78008GPL0 09/30/08 03/31/10 100.000 0.000 3.1499 0.087500 0.088878 0.090278 32.00 8.03 Royal Bank of Canada 78008GRF1 09/30/08 09/30/28 100.000 VARIES 6.9787 0.193854 0.190925 0.187894 0.187972 0.188052 68.72 67.67 Royal Bank of Canada 78008GRW4 10/31/08 10/29/10 100.000 0.000 3.0299 0.084167 0.085435 0.086729 0.088043 30.69 26.08 Royal Bank of Canada 78008GRZ7 10/31/08 04/30/10 100.000 0.000 2.5799 0.071666 0.072590 0.073527 26.08 8.75 Royal Bank of Canada 78008GS45 04/30/09 04/30/29 100.000 VARIES 5.2899 0.146944 0.144953 0.142909 0.141546 35.29 51.61 Royal Bank of Canada 78008GSA1 10/31/08 04/30/10 100.000 0.000 2.5799 0.071666 0.072590 0.073527 26.08 8.75 Royal Bank of Canada 78008GSC7 10/31/08 10/31/13 100.000 0.000 3.3799 0.093889 0.095476 0.097089 0.098730 0.100398 34.28 35.45 Royal Bank of Canada 78008GUK6 10/15/08 10/15/10 100.000 0.000 3.3000 0.091667 0.093180 0.094717 0.096280 33.50 27.18 Royal Bank of Canada 78008GUZ3 11/28/08 05/28/10 100.000 0.000 1.9999 0.055555 0.056111 0.056672 20.14 8.33 Royal Bank of Canada 78008GVG4 11/28/08 05/28/10 100.000 0.000 1.9999 0.055555 0.056111 0.056672 20.14 8.33 Royal Bank of Canada 78008GWE8 12/31/08 06/30/10 100.000 0.000 1.3999 0.038888 0.039160 0.039435 14.05 7.06 Royal Bank of Canada 78008HBH2 08/14/09 08/14/29 100.000 VARIES 5.1500 0.143056 0.139230 0.135304 19.60 49.75 Royal Bank of Canada 78008HDB3 08/13/09 08/13/29 100.000 VARIES 5.2200 0.145001 0.142804 0.140550 20.01 51.19 Royal Bank of Canada 78008HHK9 09/28/09 09/28/29 100.000 VARIES 4.6900 0.130279 0.126168 0.121962 12.12 45.39 Royal Bank of Canada 78008HKB5 10/30/09 10/31/12 100.000 0.000 2.1099 0.058611 0.059229 0.059854 3.58 21.29 Royal Bank of Canada 78008HLM0 10/30/09 10/30/14 100.000 0.000 3.1599 0.087778 0.089164 0.090573 5.35 32.02 Royal Bank of Canada 78008HNN6 11/30/09 11/28/14 100.000 0.000 2.8231 0.078420 0.079515 0.080637 2.43 28.50 Royal Bank of Canada 78008HQJ2 11/27/09 11/27/12 100.000 0.000 1.8099 0.050277 0.050732 0.051192 1.71 18.21 Royal Bank of Canada 78008HQQ6 11/25/09 11/25/14 100.000 0.000 2.9000 0.080556 0.081724 0.082909 2.90 29.30 Royal Bank of Canada 78008HQS2 11/30/09 11/30/29 100.000 VARIES 4.9592 0.137756 0.134973 0.132121 4.27 48.92 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Royal Caribbean Cruises 780153AT9 07/06/09 07/15/15 97.399 11.875 12.5022 0.008388 0.008416 0.008942 0.009501 1.47 3.30 SLM Corporation 78442FCY2 10/01/04 10/01/14 100.000 VARIES 5.0009 0.137911 0.137984 0.138059 0.138135 0.138213 49.67 49.73 Sabine Pass LNG, LP 785583AG0 09/15/08 11/30/16 79.000 7.500 11.5231 4.75 0.045606 0.048233 0.051012 0.053952 0.057060 17.06 19.08 Sabine Pass LNG, LP 785583AH8 09/15/08 11/30/16 79.000 7.500 11.5231 4.75 0.045606 0.048233 0.051012 0.053952 0.057060 17.06 19.08 Compass Minerls Intl Inc 795559AD5 05/22/03 06/01/13 55.677 VARIES 11.9990 0.333317 0.333316 0.333315 0.333314 0.333313 119.99 119.99 Compass Minerls Intl Inc 795559AE3 05/22/03 06/01/13 55.677 VARIES 11.9990 0.333317 0.333316 0.333315 0.333314 0.333313 119.99 119.99 San Luis Obispo County 798703AQ7 07/02/03 09/01/18 45.439 0.000 5.2695 150.49 0.087012 0.089305 0.091658 0.094073 0.096551 32.29 34.02 San Luis Obispo County 798703AR5 07/02/03 09/01/19 42.462 0.000 5.3695 143.67 0.083273 0.085508 0.087804 0.090161 0.092582 30.92 32.61 San Luis Obispo County 798703AS3 07/02/03 09/01/20 39.603 0.000 5.4695 136.85 0.079512 0.081686 0.083920 0.086215 0.088573 29.54 31.18 San Luis Obispo County 798703AT1 07/02/03 09/01/21 37.061 0.000 5.5395 129.93 0.075626 0.077721 0.079874 0.082086 0.084360 28.11 29.69 San Luis Obispo County 798703AU8 07/02/03 09/01/22 34.700 0.000 5.5995 123.16 0.071791 0.073801 0.075867 0.077991 0.080175 26.70 28.21 San Luis Obispo County 798703AV6 07/02/03 09/01/23 32.578 0.000 5.6397 116.58 0.068021 0.069939 0.071912 0.073939 0.076024 25.30 26.75 San Luis Obispo County 798703AW4 07/02/03 09/01/24 30.563 0.000 5.6796 110.26 0.064396 0.066224 0.068105 0.070039 0.072028 23.96 25.34 San Luis Obispo County 798703AX2 07/02/03 09/01/25 28.774 0.000 5.6997 104.23 0.060901 0.062637 0.064422 0.066258 0.068146 22.66 23.97 San Luis Obispo County 798703AY0 07/02/03 09/01/26 27.018 0.000 5.7297 98.46 0.057573 0.059222 0.060919 0.062664 0.064459 21.42 22.67 San Luis Obispo County 798703AZ7 07/02/03 09/01/27 25.534 0.000 5.7297 93.05 0.054411 0.055969 0.057573 0.059222 0.060919 20.25 21.42 San Luis Obispo County 798703BA1 07/02/03 09/01/28 24.132 0.000 5.7296 87.94 0.051422 0.052895 0.054411 0.055969 0.057573 19.14 20.25 San Luis Obispo County 798703BB9 07/02/03 09/01/29 22.806 0.000 5.7297 83.11 0.048598 0.049990 0.051422 0.052895 0.054411 18.08 19.14 San Luis Obispo County 798703BC7 07/02/03 09/01/30 21.553 0.000 5.7298 78.54 0.045928 0.047244 0.048597 0.049990 0.051422 17.09 18.08 Sea Containers Ltd 811371AN3 05/04/04 05/15/12* 97.369 10.500 11.0017 12.49 0.009581 .38* The Service Master, Co. 81760NAE9 07/24/08 07/15/15 97.266 10.750 11.3274 0.306048 0.306448 0.306892 0.307361 0.307857 110.39 110.73 The Service Master, Co. 81760NAF6 07/24/08 07/15/15 97.266 10.750 11.3274 0.306048 0.306448 0.306892 0.307361 0.307857 110.39 110.73 The Service Master, Co. 81760NAG4 07/24/08 07/15/15 97.266 10.750 11.3274 0.306048 0.306448 0.306892 0.307361 0.307857 110.39 110.73 Christian & Mac Cntys,IL 821510AN4 04/01/03 12/01/09 104.283 VARIES 4.3658 0.122193 0.121738 40.24 Sinclair Broadcast Group 829226AS8 05/20/03 07/15/18 100.000 VARIES 9.2480 0.329012 0.337964 0.347330 0.357128 0.367380 123.10 130.13 Sinclair Broadcast Group 829226AU3 05/20/03 07/15/18 100.000 VARIES 9.2480 0.329012 0.337964 0.347330 0.357128 0.367380 123.10 130.13 Sinclair Broadcast Group 829226AV1 06/15/05 09/15/12 81.000 6.000 9.7100 76.88 0.070529 0.073953 0.077543 0.081308 0.085256 26.75 29.41 Sinclair Broadcast Group 829226AW9 05/10/07 05/15/27 100.000 VARIES 7.7902 0.232720 0.238539 0.244584 0.250865 0.257391 85.37 89.77 Solectron Corporation 834182AK3 05/08/00 05/08/20 57.912 0.000 2.7499 154.29 0.055798 0.056565 0.057343 0.058131 0.058930 20.31 20.87 Solo Cup Company 83427BAA4 07/02/09 11/01/13 97.928 10.500 11.1154 0.010697 0.011090 0.011707 0.012357 1.94 4.18 Sonic Automotive, Inc. 83545GAK8 11/23/05 11/30/10 98.125 4.250 4.6733 11.09 0.010723 0.010973 0.011230 0.011492 3.92 3.74 Sovereign Bancorp, Inc. 846048205 02/26/04 03/01/34 100.000 VARIES 7.4512 0.240418 0.244847 0.249442 0.254207 0.259151 88.43 91.82 Spartan Stores, Inc. 846822AD6 05/29/07 05/15/27 100.000 VARIES 8.2501 0.246159 0.252446 0.258992 0.265809 0.272906 90.34 95.10 Spartan Stores, Inc. 846822AE4 05/29/07 05/15/27 100.000 VARIES 8.2501 0.246159 0.252446 0.258992 0.265809 0.272906 90.34 95.10 Stephenson Ogle ETC CNTY 859103CD3 11/04/09 01/01/11 99.901 0.000 1.9871 0.055145 0.055319 0.055868 3.14 20.01 Stephenson Ogle ETC CNTY 859103CE1 11/04/09 01/01/12 99.809 VARIES 2.4893 0.069016 0.069288 0.070151 3.93 25.10 Stephenson Ogle ETC CNTY 859103CF8 11/04/09 01/01/13 99.722 VARIES 2.9892 0.082803 0.083195 0.084439 4.72 30.17 Stephenson Ogle ETC CNTY 859103CG6 11/04/09 01/01/14 103.872 VARIES 3.4851 0.100560 0.101114 0.102877 5.73 36.72 Stephenson Ogle ETC CNTY 859103CH4 11/04/09 01/01/15 102.111 VARIES 3.9859 0.113057 0.113771 0.116038 6.44 41.37 STMicroelectronics N.V. 861012AF9 02/23/06 02/23/16 100.000 0.000 1.4999 0.043252 0.043576 0.043903 0.044232 0.044564 15.71 15.95 Sunsource, Inc. 867948AA9 09/30/97 09/30/27 110.000 11.600 10.4989 0.317846 0.317616 0.317374 0.317120 0.316852 114.34 114.16 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Tabletop Holdings, Inc. 87336NAA9 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340272 0.340271 0.340271 0.340270 0.340270 122.50 122.50 Tabletop Holdings, Inc. 87336NAB7 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340272 0.340271 0.340271 0.340270 0.340270 122.50 122.50 Tenet Healthcare Corp. 88033GBD1 03/03/09 05/01/15 89.500 9.000 11.4189 0.033887 0.034511 0.036481 0.038564 0.040766 10.37 13.77 Tenet Healthcare Corp. 88033GBE9 03/03/09 05/01/15 89.500 9.000 11.4189 0.033887 0.034511 0.036481 0.038564 0.040766 10.37 13.77 Tenet Healthcare Corp. 88033GBF6 03/03/09 05/01/18 89.500 10.000 11.9135 0.018406 0.018759 0.019877 0.021061 0.022315 5.64 7.52 Tenet Healthcare Corp. 88033GBG4 03/03/09 05/01/18 89.500 10.000 11.9135 0.018406 0.018759 0.019877 0.021061 0.022315 5.64 7.52 Tenet Healthcare Corp. 88033GBH2 06/15/09 07/01/19 95.229 8.875 9.6265 0.008118 0.008153 0.008546 0.008957 1.60 3.15 Tenet Healthcare Corp. 88033GBJ8 06/15/09 07/01/19 95.229 8.875 9.6265 0.008118 0.008153 0.008546 0.008957 1.60 3.15 Terex Corporation 880779AW3 06/03/09 06/01/16 97.633 10.875 11.3747 0.006403 0.006763 0.007148 0.007554 1.34 2.53 Tesoro Corporation 881609AW1 06/05/09 06/01/19 96.172 9.750 10.3745 0.006316 0.006637 0.006981 0.007343 1.31 2.47 Thermwood Corporation 883672AC1 04/27/99 04/27/14 45.454 12.000 27.1328 131.98 0.103722 0.117793 0.133773 0.151921 0.172532 41.80 53.91 3M Company 88579YAA9 11/21/02 11/21/32 86.087 VARIES 4.5435 0.142265 0.145497 0.148803 0.152183 0.155640 52.06 54.45 3M Company 88579YAB7 11/21/02 11/21/32 86.087 VARIES 4.5435 0.142265 0.145497 0.148803 0.152183 0.155640 52.06 54.45 3M Company 88579YAC5 11/21/02 11/21/32 86.087 VARIES 4.5435 0.142265 0.145497 0.148803 0.152183 0.155640 52.06 54.45 Time Warner Inc. 887315AZ2 01/17/96 01/15/36 17.038 VARIES 8.8000 0.122156 0.127531 0.133142 0.139001 0.145117 46.77 50.97 Toyota Motor Credit Corp 89233PA22 12/12/06 12/12/16 100.000 0.000 4.9609 0.151995 0.155765 0.159629 0.163589 0.167647 55.54 58.33 Toyota Motor Credit Corp 89233PA97 01/18/07 01/20/37 13.723 0.000 6.7298 18.94 0.028342 0.029296 0.030282 0.031301 0.032354 10.69 11.42 Toyota Motor Credit Corp 89233PB96 01/29/07 01/29/10 100.000 0.000 5.1598 0.154711 0.158703 0.162797 57.64 4.56 Toyota Motor Credit Corp 89233PC79 02/27/07 08/27/10 100.000 0.000 5.0599 0.151493 0.155326 0.159256 0.163285 56.19 38.31 Toyota Motor Credit Corp 89233PE36 05/02/07 05/04/22* 100.000 VARIES 5.9525 0.154967 19.06* Toyota Motor Credit Corp 89233PE77 05/04/07 05/05/37* 13.645 0.000 6.7501 15.90 0.028269 0.029223 8.77* Toyota Motor Credit Corp 89233PF76 05/22/07 05/22/37* 13.648 0.000 6.7499 15.39 0.028269 3.99* Toyota Motor Credit Corp 89233PH41 06/28/07 06/28/22* 100.000 VARIES 6.2953 0.164846 14.34* Toyota Motor Credit Corp 89233PJ72 09/12/07 09/12/27 100.000 VARIES 6.1532 0.165982 0.163397 0.160733 0.158889 0.156988 58.72 57.12 Toyota Motor Credit Corp 89233PK54 10/12/07 10/12/27* 100.000 VARIES 6.2644 0.170062 17.18* Toyota Motor Credit Corp 89233PK62 09/28/07 09/28/10 100.000 0.000 4.8548 0.141485 0.144919 0.148437 0.152041 52.20 40.28 Toyota Motor Credit Corp 89233PK70 09/28/07 09/28/22 100.000 VARIES 5.8646 0.156070 0.152501 0.148828 0.149068 0.149314 54.87 53.67 Toyota Motor Credit Corp 89233PL38 10/19/07 10/19/22* 100.000 VARIES 5.8482 0.155609 0.152036 44.17* Toyota Motor Credit Corp 89233PL95 10/31/07 10/31/27* 100.000 VARIES 6.2733 0.169433 20.16* Toyota Motor Credit Corp 89233PM45 11/20/07 11/20/27* 100.000 VARIES 6.0294 0.163071 22.67* Toyota Motor Credit Corp 89233PN69 12/11/07 12/11/22* 100.000 VARIES 5.8560 0.155828 24.93* Toyota Motor Credit Corp 89233PN85 12/14/07 12/14/12 100.000 VARIES 4.7456 0.131056 0.130233 0.129763 0.129599 0.129693 47.01 46.68 Toyota Motor Credit Corp 89233PP26 12/20/07 12/20/27 100.000 VARIES 6.0715 0.164496 0.162798 0.161049 0.159247 0.157391 58.88 57.61 Toyota Motor Credit Corp 89233PP42 01/07/08 01/07/23 100.000 VARIES 5.5225 0.149969 0.146440 0.142814 0.139087 0.139042 52.11 50.09 Toyota Motor Credit Corp 89233PQ58 01/30/08 01/30/23 100.000 VARIES 5.1341 0.140571 0.138475 0.137132 0.135754 0.134341 49.71 48.70 Toyota Motor Credit Corp 89233PQ74 02/01/08 02/01/23 100.000 VARIES 5.2566 0.142556 0.139002 0.135355 0.131611 0.131243 49.60 47.44 Toyota Motor Credit Corp 89233PR32 02/01/08 02/01/23 100.000 VARIES 5.1590 0.141642 0.139934 0.138183 0.136359 0.134489 50.16 48.86 Toyota Motor Credit Corp 89233PR65 02/21/08 02/21/28 100.000 VARIES 5.7143 0.156720 0.154650 0.153034 0.151372 0.150261 55.57 54.43 Toyota Motor Credit Corp 89233PS72 02/28/08 02/28/28 100.000 VARIES 5.9780 0.160499 0.161121 0.157293 0.158642 0.154782 58.29 57.34 Toyota Motor Credit Corp 89233PSP2 10/01/04 10/01/09 100.000 1.220 N/A -0.318549 0.121407 -6.45 Toyota Motor Credit Corp 89233PT55 03/10/08 03/10/23 100.000 VARIES 5.5305 0.149362 0.143476 0.142248 0.136284 0.137937 52.63 50.34 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Toyota Motor Credit Corp 89233PU46 03/27/08 03/27/28* 100.000 VARIES 5.4966 0.149247 0.145715 39.06* Toyota Motor Credit Corp 89233PU53 03/26/08 03/26/23* 100.000 VARIES 5.1066 0.138381 0.134821 36.03* Toyota Motor Credit Corp 89233PU61 03/28/08 03/28/10 100.000 0.000 2.4421 0.068666 0.069504 0.070353 25.03 6.12 Toyota Motor Credit Corp 89233PU79 03/28/08 03/28/38 24.099 0.000 4.8000 8.84 0.032903 0.033693 0.034502 0.035330 0.036178 12.14 12.73 Toyota Motor Credit Corp 89233PV37 04/16/08 04/14/23 100.000 VARIES 5.1224 0.138724 0.135901 0.134519 0.131612 0.131053 49.79 48.29 Toyota Motor Credit Corp 89233PV78 04/29/08 04/29/28* 100.000 VARIES 5.7390 0.157615 18.60* Toyota Motor Credit Corp 89233PVF0 09/26/05 09/26/25 30.655 0.000 6.0001 65.28 0.061008 0.062838 0.064723 0.066665 0.068665 22.65 24.02 Toyota Motor Credit Corp 89233PW28 05/07/08 05/07/23* 100.000 VARIES 5.3851 0.146135 18.41* Toyota Motor Credit Corp 89233PX50 06/04/08 06/04/28* 100.000 VARIES 5.9811 0.161973 0.157679 53.16* Toyota Motor Credit Corp 89233PYX8 08/16/06 08/16/16 100.000 VARIES 6.2307 0.165353 0.165348 0.165344 0.165619 0.165903 59.52 59.65 Toyota Motor Credit Corp 89233PYY6 08/17/06 08/17/09 100.000 0.000 5.1598 0.158703 0.162797 36.60 Toyota Motor Credit Corp 89233PZ41 06/26/08 06/26/23* 100.000 VARIES 5.9901 0.162016 28.35* Toyota Motor Credit Corp 89233PZ74 06/30/08 06/30/28 100.000 VARIES 6.0654 0.164327 0.160044 0.160732 0.161441 0.162171 58.38 57.99 Toyota Motor Credit Corp 89233PZQ2 10/24/06 10/24/16 100.000 VARIES 6.2020 0.164088 0.162498 0.161455 0.161211 0.161742 58.61 58.10 Toyota Motor Credit Corp 89233PZR0 10/24/06 10/24/13* 100.000 VARIES 5.7902 0.153417 17.34* Toyota Motor Credit Corp 89233PZU3 11/29/06 11/29/13 100.000 0.500 5.0554 0.153716 0.157250 0.160874 0.164589 0.168398 56.20 58.82 Transmeridian Expl Inc 89376NAA6 12/12/05 12/15/10 87.985 12.000 15.5400 62.39 0.072897 0.078561 0.084665 0.091244 27.45 30.31 Transmeridian Expl Inc 89376NAB4 12/12/05 12/15/10 87.985 12.000 15.5400 62.39 0.072897 0.078561 0.084665 0.091244 27.45 30.31 Transmeridian Expl Inc 89376NAC2 12/12/05 12/15/10 87.985 12.000 15.5400 62.39 0.072897 0.078561 0.084665 0.091244 27.45 30.31 Transmeridian Expl Inc 89376NAD0 12/12/05 12/15/10 87.985 12.000 15.5400 62.39 0.072897 0.078561 0.084665 0.091244 27.45 30.31 Transmeridian Expl Inc 89376NAE8 12/12/05 12/15/10 87.985 12.000 15.5400 62.39 0.072897 0.078561 0.084665 0.091244 27.45 30.31 Transmeridian Expl Inc 89376NAF5 12/12/05 12/15/10 87.985 12.000 15.5400 62.39 0.072897 0.078561 0.084665 0.091244 27.45 30.31 Trenton, City of 895130J45 03/13/03 04/01/09 78.228 0.000 4.0996 207.68 0.111593 10.04 Trenton, City of 895130J52 03/13/03 04/01/10 73.222 0.000 4.4698 214.08 0.116195 0.118792 0.121447 42.77 10.93 Trenton, City of 895130J60 03/13/03 04/01/11 69.016 0.000 4.6597 211.45 0.115358 0.118046 0.120796 0.123611 0.126491 42.50 44.51 Trenton, City of 895130J78 03/13/03 04/01/12 64.697 0.000 4.8697 208.33 0.114305 0.117088 0.119939 0.122860 0.125851 42.16 44.24 Trenton, City of 895130J86 03/13/03 04/01/13 60.578 0.000 5.0498 203.28 0.112076 0.114906 0.117807 0.120781 0.123831 41.37 43.49 Trenton, City of 895130J94 03/13/03 04/01/14 56.464 0.000 5.2397 197.62 0.109512 0.112381 0.115325 0.118346 0.121447 40.46 42.61 Trenton, City of 895130K27 03/13/03 04/01/15 52.558 0.000 5.4098 190.81 0.106217 0.109090 0.112041 0.115071 0.118184 39.28 41.43 Trenton, City of 895130K35 03/13/03 04/01/22 31.423 0.000 6.1698 132.84 0.075458 0.077785 0.080185 0.082659 0.085208 28.01 29.76 Trinity Industries, Inc. 896522AF6 06/07/06 06/01/36 100.000 VARIES 8.5854 0.268865 0.275786 0.283004 0.290532 0.298383 98.46 103.70 UBS AG 902619436 08/31/07 02/27/09 100.000 0.000 4.8433 0.141076 7.90 UBS AG 90261J525 02/13/07 02/12/10 100.000 0.000 5.1607 0.151357 0.157836 0.159269 57.54 6.69 UBS AG 90261J533 02/13/07 05/14/12 100.000 0.000 5.1800 0.156493 0.157928 0.164704 0.166215 0.173346 57.78 60.81 UBS AG 90261J723 12/29/06 12/31/10 100.000 0.000 4.7524 0.145052 0.148499 0.152028 0.155640 52.85 55.23 UBS AG 90261J772 11/30/06 05/31/11 100.000 0.000 4.9842 0.152778 0.156585 0.160487 0.164487 0.168586 55.92 58.75 UBS AG 90261JCJ0 09/22/08 09/22/11 100.000 0.000 3.2414 0.090040 0.091500 0.092983 0.094490 0.096021 32.97 34.05 UBS AG 90261JCM3 10/30/08 10/31/11 100.000 0.000 3.1851 0.088476 0.089885 0.091316 0.092771 0.094248 32.28 33.31 UBS AG 90261JDG5 08/19/09 08/19/24 100.000 VARIES 5.4268 0.150745 0.145790 0.140702 19.90 52.05 UBS AG 90261JEC3 10/13/09 10/15/24 100.000 VARIES 4.7518 0.131995 0.131950 0.127825 0.123602 10.29 46.13 UBS AG 90261JEJ8 10/29/09 10/29/24 100.000 VARIES 4.7011 0.130588 0.126149 0.121605 8.10 45.66 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ UBS AG 90261KBB5 04/30/02 04/30/09 100.000 0.000 5.4497 0.214714 25.55 UBS AG 90261KBF6 05/29/02 05/29/09 100.000 0.000 5.2299 0.203208 30.07 UBS AG 90261KBZ2 12/24/02 10/07/11 100.000 0.000 4.4124 0.157789 0.161270 0.164828 0.168465 0.172181 58.02 60.61 UBS AG 90261KCN8 02/27/03 09/08/10 100.000 0.000 3.8939 0.133882 0.136488 0.139146 0.141855 49.26 34.86 UBS AG 90261KCZ1 03/31/03 04/08/10 100.000 0.000 3.9373 0.135650 0.138321 0.141044 49.76 13.68 UBS AG 90261KDA5 04/07/03 10/07/09 100.000 0.000 3.6500 0.123706 0.125964 34.55 UBS AG 90261KDE7 04/30/03 05/07/10 100.000 0.000 3.8491 0.131963 0.134503 0.137091 48.24 17.27 UBS AG 90261KDH0 05/30/03 06/07/10 100.000 0.000 3.1911 0.105570 0.107255 0.108966 38.39 17.00 UBS AG 90261KDY3 06/30/03 07/08/10 100.000 0.000 3.1599 0.102747 0.104370 0.106019 0.107694 37.85 20.13 UBS AG 90261KED8 07/31/03 08/06/10 100.000 0.000 4.0001 0.135539 0.138250 0.141015 0.143836 50.08 30.83 UBS AG 90261KEV8 08/27/03 09/08/09 100.000 0.000 4.0885 0.139220 0.142066 34.90 UBS AG 90261KFE5 09/30/03 07/30/09 100.000 0.000 3.9088 0.130926 0.133485 27.82 UBS AG 90261KFS4 10/31/03 01/31/12 100.000 0.000 4.3914 0.149946 0.153239 0.156603 0.160042 0.163556 55.58 58.05 UBS AG 90261KGC8 12/31/03 01/08/09 100.000 0.000 3.5615 0.116056 .81 UBS AG 90261KGT1 01/30/04 02/06/09 100.000 0.000 3.4338 0.111240 3.89 UBS AG 90261KHK9 02/27/04 05/31/11 100.000 0.000 3.9738 0.133135 0.135781 0.138479 0.141230 0.144036 48.57 50.52 UBS AG 90261KHL7 03/31/04 01/03/12 100.000 0.000 3.7505 0.122050 0.124338 0.126670 0.129046 0.131466 45.17 46.88 UBS AG 90261KHS2 05/28/04 05/31/11 100.000 0.000 4.8441 0.166966 0.171010 0.175152 0.179395 0.183740 61.09 64.08 UBS AG 90261KHW3 07/30/04 08/07/09 100.000 0.000 4.0340 0.131572 0.134226 28.90 UBS AG 90261KJA9 09/30/04 10/07/10 100.000 0.000 3.9704 0.129174 0.131739 0.134354 0.137021 47.40 37.56 UBS AG 90261KJE1 10/29/04 11/07/12 100.000 2.810 4.0782 0.118839 0.117728 0.120536 0.119432 0.122304 43.27 43.89 UBS AG 90261KJW1 02/28/05 05/31/11 100.000 0.000 4.5353 0.149064 0.152444 0.155901 0.159436 0.163052 54.48 56.98 UBS AG 90261KKW9 06/30/05 12/30/11 100.000 0.000 4.1500 0.133103 0.135864 0.138684 0.141561 0.144499 48.42 50.45 UBS AG 90261KLE8 07/26/05 07/30/10 100.000 0.000 4.4197 0.140044 0.143139 0.146302 0.149535 51.92 31.16 UBS AG 90261KLN8 07/25/05 04/29/11 100.000 0.000 4.7399 0.153410 0.157045 0.160767 0.164578 0.168478 56.34 59.04 UBS AG 90261KNH9 01/31/07 01/30/09 100.000 0.000 5.2786 0.155081 4.50 UBS AG 90261KNL0 02/28/07 02/27/09 100.000 0.000 5.1980 0.152533 8.69 UBS AG 90261KNM8 03/30/07 03/31/09 100.000 0.000 5.0058 0.148130 13.18 UBS AG 90261XAE2 09/27/02 09/28/09 100.000 0.000 3.8484 0.134387 0.136973 36.35 UBS AG 90261XAG7 12/22/04 12/22/14* 100.000 VARIES 4.7437 0.123211 10.10* UBS AG 90261XAN2 04/27/05 04/27/35 12.879 0.000 6.9499 36.81 0.031580 0.032677 0.033813 0.034988 0.036203 11.71 12.54 UBS AG 90261XBS0 05/31/06 05/29/09 100.000 0.000 5.2500 0.165982 24.57 UBS AG 90261XCG5 11/29/06 11/29/16 100.000 VARIES 5.0433 0.134639 0.134679 0.134860 0.135046 0.135285 48.48 48.60 UBS AG 90261XCT7 01/12/07 01/12/47 7.389 0.000 6.6201 10.11 0.014982 0.015478 0.015991 0.016520 0.017067 5.65 6.03 UBS AG 90261XDL3 05/23/07 05/23/22 100.000 VARIES 5.5105 0.146614 0.145036 0.143414 0.141747 0.140776 52.38 51.23 UBS AG 90261XDM1 05/23/07 05/23/22 100.000 VARIES 5.5145 0.148193 0.147011 0.145797 0.144549 0.143898 53.05 52.19 UBS AG 90261XDQ2 06/04/07 06/04/27* 26.380 0.000 6.7750 29.21 0.054864 0.056723 18.60* UBS AG 90261XDS8 06/27/07 06/27/14 100.000 VARIES 5.7007 0.159356 0.159455 0.159558 0.159663 0.159470 57.39 57.46 UBS AG 90261XDU3 07/20/07 07/20/27 100.000 VARIES 5.7801 0.158410 0.154372 0.150217 0.145943 0.141545 54.98 51.91 UBS AG 90261XEE8 10/09/07 10/09/37 12.693 0.000 7.0001 11.21 0.026439 0.027365 0.028322 0.029314 0.030340 9.84 10.54 UBS AG 90261XEL2 12/27/07 02/27/09 100.000 0.000 4.5000 0.128772 7.21 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ UBS AG 90261XEN8 01/24/08 07/24/09 100.000 0.000 3.8027 0.107641 0.109688 22.22 UBS AG 90261XEU2 03/06/08 03/06/18 100.000 VARIES 4.6051 0.127670 0.127411 0.126411 0.125387 0.124559 45.77 45.11 UBS AG 90261XFQ0 07/16/09 07/16/24 100.000 VARIES 6.1000 0.169447 0.165084 0.160587 27.96 58.75 UBS AG 902623230 01/31/08 01/29/10 100.000 0.000 3.1599 0.087209 0.090055 0.089987 32.78 2.52 UBS AG 902623404 09/28/07 09/28/09 100.000 0.000 4.6362 0.134081 0.134952 36.36 UBS AG 902623545 12/31/07 12/31/09 100.000 0.000 3.9796 0.114353 0.114727 41.69 UBS AG 902644319 04/30/08 04/30/10 100.000 0.000 3.3641 0.094496 0.094519 0.097702 34.69 11.63 UBS AG 902644525 05/30/08 05/31/11 100.000 0.000 3.6277 0.101482 0.102758 0.105197 0.106520 0.109048 37.39 38.76 UBS AG 902644707 06/30/08 06/30/11 100.000 0.000 4.0855 0.115807 0.118172 0.120586 0.123050 0.125563 42.12 43.86 UBS AG 90264M350 09/30/08 03/31/11 100.000 0.000 3.8118 0.105886 0.107904 0.109961 0.112057 0.114192 38.85 40.35 UBS AG 90264M863 01/30/09 01/31/11 100.000 0.000 1.4325 0.038927 0.039574 0.039208 0.040143 0.039772 13.24 14.57 UBS AG 90265G162 02/27/09 02/28/11 100.000 0.000 4.1150 0.113675 0.111835 0.116028 0.116485 0.120852 34.96 43.03 UBS AG 90265G329 03/31/09 03/31/11 100.000 0.000 4.1678 0.115775 0.118188 0.120650 0.123165 31.59 43.44 UBS AG 90265G535 04/30/09 04/29/11 100.000 0.000 4.1266 0.114628 0.116980 0.119394 0.121857 27.77 42.85 UBS AG 90265G659 06/10/09 06/11/12 100.000 0.000 4.9453 0.137370 0.137391 0.140788 0.144269 0.147837 27.68 51.45 UBS AG 90265G691 06/23/09 06/25/12 100.000 0.000 4.5858 0.127385 0.127418 0.130340 0.133328 0.136385 23.97 47.50 USF&G Corporation 903290AD6 03/03/94 03/03/09 51.298 0.000 4.5000 479.44 0.122249 7.58 US Oncology Holdings,Inc 90342DAC3 03/13/07 03/15/12 98.000 0.000 N/A 0.011004 0.010847 0.011049 0.010890 0.011093 3.99 4.01 US Oncology Holdings,Inc 90342DAD1 03/13/07 03/15/12 98.000 0.000 N/A 0.011004 0.010847 0.011049 0.010890 0.011093 3.99 4.01 Union City, NJ 905734MC0 02/07/07 11/01/13 69.720 0.000 5.4276 74.81 0.115351 0.118482 0.121697 0.125000 0.128392 42.47 44.81 Union City, NJ 905734MD8 02/07/07 11/01/14 65.880 0.000 5.4688 71.24 0.109901 0.112906 0.115993 0.119165 0.122424 40.47 42.71 Union City, NJ 905734ME6 02/07/07 11/01/15 62.150 0.000 5.5197 67.86 0.104734 0.107625 0.110595 0.113647 0.116784 38.58 40.73 Union City, NJ 905734MF3 02/07/07 11/01/16 58.640 0.000 5.5586 64.50 0.099581 0.102348 0.105193 0.108116 0.111121 36.68 38.75 Union City, NJ 905734MG1 02/07/07 11/01/17 55.340 0.000 5.5882 61.21 0.094525 0.097166 0.099881 0.102671 0.105540 34.83 36.80 United Technologies Corp 913017AR0 11/13/89 11/15/19 98.974 8.875 8.9741 3.46 0.001043 0.001072 0.001139 0.001171 0.001243 .39 .43 Univ of NC-Chap Hill 914713KR2 08/14/91 02/15/10 19.000 0.000 9.1799 714.35 0.222879 0.233109 0.243809 84.92 10.73 Univ of NC-Chap Hill 914713KS0 08/14/91 02/15/11 17.000 0.000 9.2951 654.79 0.205735 0.215297 0.225303 0.235774 0.246732 78.45 85.91 Univ of NC-Chap Hill 914713KT8 08/14/91 02/15/12 16.000 0.000 9.1409 596.62 0.185705 0.194193 0.203068 0.212349 0.222055 70.74 77.36 Univ of NC-Chap Hill 914713KU5 08/14/91 02/15/13 14.000 0.000 9.3557 546.10 0.172219 0.180275 0.188708 0.197536 0.206776 65.69 71.98 Univ of NC-Chap Hill 914713KV3 08/14/91 02/15/14 13.000 0.000 9.2751 498.63 0.156478 0.163735 0.171328 0.179274 0.187588 59.66 65.32 Univ of NC-Chap Hill 914713KW1 08/14/91 02/15/15 12.000 0.000 9.2278 455.73 0.142605 0.149185 0.156068 0.163269 0.170802 54.35 59.48 Upshur County, WV 916734AD8 12/30/93 04/01/10 96.023 8.750 9.2270 34.27 0.011574 0.012108 0.012667 4.36 1.14 Uruguay, Republic 917288AK8 03/20/02 03/25/09 87.661 7.875 10.3962 117.80 0.066574 5.59 Uruguay, Republic 917288AM4 05/29/03 07/02/09 68.000 2.145 9.1027 286.55 0.176809 0.184856 33.45 Uruguay, Republic 917288AN2 05/29/03 01/02/10 68.000 2.036 8.4695 259.37 0.157801 0.164484 0.171449 60.45 .17 Uruguay, Republic 917288AT9 05/29/03 03/25/14 76.000 7.875 11.8705 87.57 0.058861 0.062355 0.066056 0.069976 0.074130 22.51 25.26 Uruguay, Republic 917288AU6 05/29/03 05/04/14 73.000 7.250 11.6875 97.36 0.065996 0.069853 0.073935 0.078255 0.082828 24.91 27.90 Uruguay, Republic 917288AV4 05/29/03 06/22/15 76.000 8.750 12.6875 69.60 0.049166 0.052285 0.055602 0.059129 0.062880 18.32 20.72 Uruguay, Republic 917288AX0 05/29/03 01/20/17 73.000 7.625 11.6165 64.82 0.042463 0.044929 0.047539 0.050300 0.053222 16.55 18.53 Uruguay, Republic 917288AY8 05/29/03 02/15/11 76.500 7.250 12.0060 148.26 0.098709 0.104634 0.110916 0.117574 0.124632 38.26 42.99 Uruguay, Republic 917288AZ5 05/29/03 03/15/15 71.500 7.500 12.0979 88.37 0.059522 0.063123 0.066941 0.070990 0.075284 22.86 25.71 Uruguay, Republic 917288BA9 05/29/03 01/15/33 100.000 7.875 N/A 0.130634 0.131090 0.131575 0.132089 0.132636 47.26 47.63 Ventas Realty LP 92276MAR6 04/13/09 06/01/16 84.250 6.500 9.5994 0.044096 0.044662 0.046805 0.049052 0.051406 11.56 17.39 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Ventas Realty LP 92276MAS4 04/13/09 06/01/16 84.250 6.500 9.5994 0.044096 0.044662 0.046805 0.049052 0.051406 11.56 17.39 Ventas Realty LP 92276MAU9 04/13/09 06/01/16 84.250 6.500 9.5994 0.044096 0.044662 0.046805 0.049052 0.051406 11.56 17.39 Vermilion & Edg Cntys IL 923439CN1 07/07/04 12/01/09 103.843 VARIES 5.2522 0.146945 0.146427 48.40 Vermilion & Edg Cntys IL 923439CP6 07/07/04 12/01/10 103.260 VARIES 5.4566 0.153114 0.152745 0.152365 0.151975 55.03 50.21 Vermilion & Edg Cntys IL 923439CQ4 07/07/04 12/01/11 103.596 VARIES 5.7572 0.162283 0.161917 0.161541 0.161153 0.160755 58.33 58.06 Vermilion & Edg Cntys IL 923439CR2 07/07/04 12/01/12 102.910 VARIES 6.0085 0.169196 0.168938 0.168673 0.168399 0.168118 60.85 60.66 Vermilion & Edg Cntys IL 923439CS0 07/07/04 12/01/13 103.470 VARIES 6.1103 0.172905 0.172629 0.172345 0.172051 0.171749 62.18 61.97 Vermilion & Edg Cntys IL 923439CT8 07/07/04 12/01/14 103.682 VARIES 6.2118 0.176290 0.176028 0.175758 0.175480 0.175193 63.40 63.21 VeriSign, Inc. 92343EAC6 08/20/07 08/15/37 100.000 VARIES 8.5008 0.248619 0.255349 0.262366 0.269680 0.277306 92.58 97.80 VeriSign, Inc. 92343EAD4 08/20/07 08/15/37 100.000 VARIES 8.5008 0.248619 0.255349 0.262366 0.269680 0.277306 92.58 97.80 Veritas Capital Trust 92343W300 12/22/97 01/01/28 100.000 10.000 9.9999 0.277778 0.277778 0.277778 0.277778 100.00 100.00 Vermilion Cnty IL SD 118 923613CZ4 02/24/06 12/01/12 103.452 VARIES 5.3855 0.152868 0.152497 0.152115 0.151723 0.151321 54.94 54.67 Vermilion Cnty IL SD #7 92407PAB6 05/10/06 12/01/09 105.069 VARIES 6.0851 0.171722 0.170396 56.43 Vermilion Cnty IL SD #7 92407PAC4 05/10/06 12/01/10 106.058 VARIES 6.1567 0.176075 0.174868 0.173624 0.172342 63.10 57.07 Vermilion Cnty IL SD #7 92407PAD2 05/10/06 12/01/11 106.419 VARIES 6.3192 0.182302 0.181260 0.180185 0.179076 0.177932 65.38 64.60 Virgin Media Finance PLC 92769VAA7 06/03/09 08/15/16 95.574 9.500 10.3878 0.011891 0.012139 0.012769 0.013433 2.51 4.66 Viginia Pub School Auth 92817SPA0 11/13/09 09/15/26 90.643 6.050 7.0049 0.008320 0.008518 0.008816 .40 3.08 Visant Holding Corp. 92829NAA3 04/04/06 12/01/13 96.005 8.750 9.4957 11.19 0.013026 0.013645 0.014293 0.014971 0.015682 4.84 5.31 Visant Holding Corp. 92829NAB1 04/04/06 12/01/13 96.005 8.750 9.4957 11.19 0.013026 0.013645 0.014293 0.014971 0.015682 4.84 5.31 VoiceStream Wireless 92861LAD0 11/09/99 11/15/09 56.061 VARIES 11.8745 0.329850 0.329849 103.57 WCI Communities, Inc. 92923CAJ3 08/05/03 08/05/23 100.000 VARIES 8.9029 0.321633 0.331004 0.340792 0.351017 0.361696 120.27 127.58 WCI Communities, Inc. 92923CAK0 08/05/03 08/05/23 100.000 VARIES 8.9029 0.321633 0.331004 0.340792 0.351017 0.361696 120.27 127.58 WMG Holdings Corp. 92930MAE3 12/23/04 12/15/14 63.002 VARIES 9.4995 0.240492 0.251915 0.263880 0.263880 0.263879 89.01 95.00 WMG Holdings Corp. 92930MAF0 12/23/04 12/15/14 63.002 VARIES 9.4995 0.240492 0.251915 0.263880 0.263880 0.263879 89.01 95.00 WMG Acquisition Corp. 92933BAA2 05/28/09 06/15/16 96.289 9.500 10.2522 0.010327 0.010378 0.010910 0.011470 0.012058 2.22 4.05 Wachovia Corporation 929769305 11/03/06 11/03/10 100.000 0.000 5.0440 0.154792 0.158696 0.162698 0.166801 56.89 49.87 Wachovia Corporation 92976WAB2 09/02/04 03/02/10 100.000 0.000 3.9756 0.129267 0.131836 0.134457 47.62 8.20 Wachovia Corporation 92976WAG1 02/02/05 02/02/10 100.000 0.000 4.2142 0.135460 0.138314 0.141229 50.14 4.38 Wachovia Corporation 92976WAJ5 03/03/05 03/03/10 100.000 0.000 4.3759 0.141440 0.144535 0.147697 52.21 9.16 Wachovia Corporation 92976WAP1 05/05/05 05/05/10 100.000 0.000 4.4194 0.143056 0.146217 0.149448 52.43 18.53 Wachovia Corporation 92976WAR7 07/28/05 01/28/09 100.000 0.000 4.3941 0.139059 3.75 Wachovia Corporation 929903342 07/06/07 01/05/11 100.000 0.000 5.3883 0.157826 0.162078 0.166444 0.170929 0.175534 59.10 62.33 Wachovia Corporation 929903557 08/30/06 01/29/10 100.000 0.000 5.1441 0.157488 0.161539 0.165694 58.67 4.64 Wachovia Corporation 929903573 08/04/06 08/04/09 100.000 0.000 5.3200 0.164143 0.168509 35.75 Wachovia Corporation 929903607 02/19/04 08/19/09 100.000 0.000 3.3997 0.109909 0.111777 25.40 Wachovia Corporation 929903623 07/07/06 07/07/11 100.000 2.000 5.6798 0.169890 0.173137 0.176477 0.179911 0.183442 62.89 65.36 Wachovia Corporation 929903656 06/06/06 06/08/09 100.000 0.000 5.3242 0.168709 26.49 Wachovia Corporation 929903664 07/03/06 04/30/12 100.000 0.000 5.7522 0.182351 0.187596 0.192992 0.198542 0.204253 67.24 71.16 Wachovia Corporation 929903698 04/06/06 10/06/09 100.000 0.000 5.1850 0.163692 0.167935 45.78 Wachovia Corporation 929903714 04/06/06 04/01/11 100.000 0.000 5.2167 0.164704 0.169000 0.173408 0.177932 0.182573 60.85 64.07 Wachovia Corporation 929903763 03/06/06 03/01/11 100.000 0.000 4.9696 0.155966 0.159841 0.163813 0.167883 0.172055 57.79 60.69 Wachovia Corporation 929903797 02/06/06 08/06/09 100.000 0.000 4.9409 0.155062 0.158892 34.03 Wachovia Corporation 929903847 02/03/06 06/30/09 100.000 0.000 4.8643 0.155398 27.82 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Wachovia Corporation 929903870 12/14/05 12/01/10 100.000 0.000 4.8742 0.156173 0.159979 0.163878 0.167872 57.14 54.80 Wachovia Corporation 929903BB7 02/09/06 02/15/12 100.000 0.000 4.8130 0.150695 0.154322 0.158035 0.161839 0.165733 55.90 58.62 Wachovia Corporation 929903BC5 02/09/06 02/15/12 100.000 2.000 4.8189 0.143830 0.145957 0.148135 0.150366 0.152651 52.75 54.34 Wachovia Corporation 929903DD1 04/05/07 04/15/11 100.000 0.000 4.8580 0.145217 0.148745 0.152358 0.156059 0.159849 53.46 56.08 Wachovia Corporation 929903DY5 08/03/07 01/30/09 100.000 0.000 4.9397 0.144021 4.18 Wachovia Corporation 929903DZ2 09/05/07 03/05/09 100.000 0.000 4.7598 0.138585 8.87 Wachovia Corporation 929903ED0 10/03/07 01/05/09 100.000 0.000 4.3117 0.123702 .49 Walter Industries, Inc. 93317QAB1 04/20/04 05/01/24 100.000 VARIES 7.7498 0.260974 0.267050 0.273362 0.279918 0.286728 95.79 100.39 Walter Industries, Inc. 93317QAC9 04/20/04 05/01/24 100.000 VARIES 7.7498 0.260974 0.267050 0.273362 0.279918 0.286728 95.79 100.39 Watson Pharmaceuticals 942683AB9 03/07/03 03/15/23* 100.000 VARIES N/A 0.233927 0.239570 60.19* Watson Pharmaceuticals 942683AC7 03/07/03 03/15/23* 100.000 VARIES N/A 0.233927 0.239570 60.19* WebMD Corporation 94769MAD7 06/25/03 06/15/23 97.250 VARIES 8.0012 0.305986 0.316283 0.326991 0.338128 0.349319 112.34 120.08 WebMD Corporation 94769MAE5 06/25/03 06/15/23 97.250 VARIES 8.0012 0.305986 0.316283 0.326991 0.338128 0.349319 112.34 120.08 WebMD Corporation 94769MAF2 08/30/05 09/01/25 100.000 VARIES 6.8001 0.211597 0.215840 0.220227 0.224763 0.229454 77.97 81.21 WebMD Corporation 94769MAG0 08/30/05 09/01/25 100.000 VARIES 6.8001 0.211597 0.215840 0.220227 0.224763 0.229454 77.97 81.21 Wells Fargo & Company 949746EV9 03/05/03 04/15/09 100.000 0.000 3.7788 0.129509 13.47 Wells Fargo & Company 949746FB2 05/05/03 05/05/10 100.000 0.000 3.8530 0.132025 0.134568 0.137161 48.27 17.01 Wells Fargo & Company 949746FG1 08/29/03 08/25/09 100.000 0.000 3.0429 0.098272 0.099768 23.26 Wells Fargo & Company 949746FL0 12/29/03 01/08/10 100.000 0.000 3.5212 0.114550 0.116567 0.118620 42.31 .83 Wells Fargo & Company 949746FU0 04/30/04 05/05/11 100.000 0.000 3.1299 0.100027 0.101592 0.103182 0.104797 0.106437 36.47 37.62 Wells Fargo & Company 949746FW6 05/25/04 10/25/12 100.000 2.350 5.3000 0.168526 0.171262 0.174070 0.176953 0.179913 61.53 63.57 Wells Fargo & Company 949746HZ7 07/07/04 10/07/11 100.000 2.900 5.1067 0.156509 0.158449 0.160438 0.162477 0.164569 57.02 58.47 Wells Fargo & Company 949746JA0 07/09/04 01/20/10 100.000 0.000 4.4422 0.147306 0.150578 0.153922 54.68 2.92 Wells Fargo & Company 949746JK8 12/07/04 12/07/11 100.000 0.000 4.4897 0.148956 0.152300 0.155719 0.159214 0.162789 54.39 56.86 Wells Fargo & Company 949746ND9 02/07/06 02/07/11 100.000 0.000 5.0600 0.159261 0.163290 0.167421 0.171657 0.176000 59.23 62.27 Wesco International,Inc. 95082PAD7 09/27/05 10/15/25 100.000 VARIES 7.9634 0.261101 0.268594 0.276385 0.284487 0.292911 96.51 102.21 Wesco International,Inc. 95082PAE5 09/27/05 10/15/25 100.000 VARIES 7.9634 0.261101 0.268594 0.276385 0.284487 0.292911 96.51 102.21 Wesco International,Inc. 95082PAF2 11/02/06 11/15/26 100.000 VARIES 8.0002 0.252308 0.260457 0.268931 0.277744 0.286909 93.06 99.23 Wesco International,Inc. 95082PAG0 11/02/06 11/15/26 100.000 VARIES 8.0002 0.252308 0.260457 0.268931 0.277744 0.286909 93.06 99.23 WESCO International,Inc. 95082PAH8 08/27/09 09/15/29 100.000 VARIES 13.8738 0.385385 0.386902 0.402179 0.418517 47.95 145.39 Wild Oats Markets, Inc. 96808BAA5 05/25/04 05/15/34 100.000 VARIES 8.2511 0.289725 0.297953 0.306521 0.315442 0.324732 106.55 112.79 Wild Oats Markets, Inc. 96808BAB3 05/25/04 05/15/34 100.000 VARIES 8.2511 0.289725 0.297953 0.306521 0.315442 0.324732 106.55 112.79 Richland School DS #88A 968794ED5 03/03/09 10/01/28 93.191 5.500 N/A 0.012260 0.012320 0.012167 0.012554 0.012226 3.66 4.46 Will County IL SD #122 968852FG3 11/19/97 11/01/16 23.888 0.000 7.6998 314.52 0.116864 0.121363 0.126035 0.130888 0.135927 43.43 46.84 Will County IL SD #122 968852FH1 11/19/97 11/01/17 22.150 0.000 7.6997 291.63 0.108359 0.112531 0.116863 0.121362 0.126035 40.27 43.43 Will County SD #122, IL 968852TN3 03/15/07 10/01/25 34.635 0.000 5.7999 37.47 0.060954 0.062722 0.064541 0.066412 0.068338 22.58 23.91 Will County SD #122, IL 968852TP8 03/15/07 10/01/26 32.402 0.000 5.8498 35.37 0.057557 0.059241 0.060974 0.062757 0.064593 21.33 22.60 Will County SD #122, IL 968852WL3 04/02/09 10/01/23 92.349 5.250 6.0500 0.009366 0.009648 0.009940 0.010240 2.54 3.58 Will County SD #122, IL 968852WM1 04/02/09 10/01/28 24.364 0.000 7.3750 0.049912 0.051743 0.053651 0.055630 13.59 19.32 Comm Unit SD #365-U, IL 969078QM9 03/17/09 11/01/27 23.731 0.000 7.8743 0.051906 0.052407 0.054470 0.056615 0.058844 14.99 20.26 Comm Unit SD #365-U, IL 969078QN7 03/17/09 11/01/28 21.864 0.000 7.8992 0.047972 0.048438 0.050351 0.052340 0.054407 13.85 18.73 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Wynn Las Vegas, LLC 983130AH8 11/06/07 12/01/14 97.250 6.625 7.1268 3.62 0.009158 0.009485 0.009823 0.010173 0.010535 3.38 3.62 Wynn Las Vegas, LLC 983130AJ4 11/06/07 12/01/14 97.250 6.625 7.1268 3.62 0.009158 0.009485 0.009823 0.010173 0.010535 3.38 3.62 Wynn Las Vegas, LLC 983130AL9 10/19/09 11/01/17 97.823 7.875 8.2509 0.005453 0.005470 0.005695 0.005930 .39 2.04 Sirius XM Radio, Inc. 983759AD3 02/13/09 06/01/11 43.000 VARIES N/A 0.710270 0.787424 0.938954 1.135536 1.389741 246.61 386.93 Sirius XM Radio, Inc. 983759AE1 02/13/09 06/01/11 43.000 VARIES N/A 0.710270 0.787424 0.938954 1.135536 1.389741 246.61 386.93 Sirius XM Radio, Inc. 983759AH4 02/13/09 06/01/11 43.000 VARIES N/A 0.710270 0.787424 0.938954 1.135536 1.389741 246.61 386.93 Xilinx, Inc. 983919AC5 03/05/07 03/15/37 100.000 VARIES 7.2004 0.212937 0.217478 0.222182 0.227056 0.232105 78.45 81.91 Xilinx, Inc. 983919AD3 03/05/07 03/15/37 100.000 VARIES 7.2004 0.212937 0.217478 0.222182 0.227056 0.232105 78.45 81.91 York County, PA 986812LW3 12/28/95 02/01/11 35.767 0.000 6.9294 510.09 0.162343 0.167967 0.173787 0.179808 0.186038 61.17 65.48 York County, PA 986812LX1 12/28/95 02/01/12 33.049 0.000 6.9995 478.44 0.152825 0.158173 0.163709 0.169439 0.175369 57.61 61.72 York County, PA 986812LY9 12/28/95 02/01/13 30.649 0.000 7.0395 447.47 0.143229 0.148270 0.153489 0.158891 0.164484 54.01 57.88 York County, PA 986812LZ6 12/28/95 02/01/14 28.302 0.000 7.0994 418.47 0.134365 0.139134 0.144073 0.149187 0.154483 50.69 54.35 York County, PA 986812MA0 12/28/95 02/01/15 26.297 0.000 7.1196 390.48 0.125507 0.129975 0.134602 0.139393 0.144356 47.35 50.78 York County, PA 986812MB8 12/28/95 02/01/16 24.378 0.000 7.1496 364.27 0.117265 0.121457 0.125799 0.130296 0.134953 44.25 47.47 York County, PA 986812MC6 12/28/95 02/01/17 22.586 0.000 7.1795 339.61 0.109499 0.113429 0.117501 0.121719 0.126089 41.33 44.35 York County, PA 986812MD4 12/28/95 02/01/18 20.780 0.000 7.2396 316.40 0.102329 0.106033 0.109872 0.113849 0.117970 38.64 41.48 York County, PA 986812ME2 12/28/95 02/01/19 19.353 0.000 7.2397 294.68 0.095305 0.098755 0.102330 0.106034 0.109872 35.98 38.64 York County, PA 986812MF9 12/28/95 02/01/20 18.025 0.000 7.2396 274.45 0.088762 0.091975 0.095305 0.098755 0.102329 33.51 35.98 York County, PA 986812MG7 12/28/95 02/01/21 16.787 0.000 7.2397 255.61 0.082669 0.085662 0.088763 0.091976 0.095305 31.21 33.51 York County, PA 986812MH5 12/28/95 02/01/22 15.635 0.000 7.2396 238.06 0.076994 0.079781 0.082669 0.085662 0.088763 29.07 31.21 York County, PA 986812MJ1 12/28/95 02/01/23 14.561 0.000 7.2398 221.72 0.071709 0.074305 0.076994 0.079781 0.082669 27.08 29.07 York County, PA 986812MK8 12/28/95 02/01/24 13.562 0.000 7.2396 206.50 0.066786 0.069204 0.071709 0.074304 0.076994 25.22 27.08 York County, PA 986812QD0 12/28/95 02/01/20 18.025 0.000 7.2396 274.45 0.088762 0.091975 0.095305 0.098755 0.102329 33.51 35.98 York County, PA 986812RC1 12/28/95 02/01/20 18.025 0.000 7.2396 274.45 0.088762 0.091975 0.095305 0.098755 0.102329 33.51 35.98 Zions Bancorporation 989701AX5 09/23/09 09/23/14 86.888 7.750 11.2499 0.056246 0.059410 0.062752 5.51 21.46 Goldman Sachs Group,Inc. 9FI546712 08/12/05 08/03/09 100.000 0.000 4.6932 0.149664 0.153176 32.36 Quebecor Media, Inc. C7603NAD4 10/05/07 03/15/16 93.750 7.750 8.8148 6.60 0.015489 0.016171 0.016884 0.017628 0.018405 5.85 6.37 Rhodia, SA F7813KAH4 05/17/04 06/01/10 96.743 10.250 11.0023 22.96 0.017796 0.018775 0.019808 6.64 2.97 Dolphin Telecom, PLC G28058AD0 05/18/99 05/15/09 50.892 VARIES 13.9996 0.388879 52.11 NII Holdings, Inc. G6520PAA3 11/12/02 11/01/09 55.746 VARIES 19.3483 0.507716 0.521898 154.87 QBE Funding Trust G7303WAA9 04/15/02 04/15/22 59.358 0.000 2.6249 113.55 0.051277 0.051950 0.052632 0.053323 0.054023 18.68 19.18 UBS AG G91654437 03/31/06 11/30/09 100.000 0.000 5.1490 0.163806 0.168023 54.65 UBS AG G91654452 03/31/06 12/31/10 100.000 0.000 5.1603 0.164017 0.165506 0.172591 0.174157 60.15 63.11 UBS AG G91654585 04/28/06 04/28/11 100.000 0.000 5.4584 0.173474 0.178209 0.183072 0.188069 0.193202 63.91 67.44 UBS AG G91654627 05/31/06 06/30/11 100.000 0.000 5.4442 0.172785 0.174595 0.182320 0.184229 0.192381 63.41 66.91 UBS AG G91654643 04/28/06 04/30/10 100.000 0.000 5.4636 0.172756 0.174582 0.182324 63.99 21.70 UBS AG G91654676 05/19/06 05/21/10 100.000 0.000 5.4430 0.172016 0.173816 0.181506 63.51 25.41 UBS AG G91654718 05/31/06 09/30/11 100.000 0.000 5.4466 0.169635 0.173303 0.179001 0.182870 0.188883 63.46 66.96 UBS AG G91654759 06/30/06 06/30/09 100.000 0.000 5.7099 0.182581 32.68 UBS AG G91654825 07/31/06 08/31/11 100.000 0.000 5.5653 0.172385 0.174293 0.182112 0.184128 0.192388 64.47 68.11 UBS AG G91659279 10/31/06 02/28/11 100.000 0.000 5.1978 0.157749 0.159210 0.166055 0.167593 0.174798 58.87 61.97 UBS AG G9183D252 12/29/05 11/30/11 100.000 0.000 4.9267 0.156027 0.158997 0.163809 0.166927 0.171978 57.74 60.62 UBS AG G9183D526 01/31/06 01/31/12 100.000 0.000 4.8995 0.150266 0.156499 0.157719 0.164260 0.165541 57.12 59.96 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ UBS AG G9183D641 01/27/06 06/30/11 100.000 0.000 4.7775 0.151531 0.152621 0.158857 0.159999 0.166537 55.52 58.20 UBS AG G9213L852 11/30/05 02/28/11 100.000 0.000 4.8489 0.152812 0.153965 0.160312 0.161522 0.168180 56.91 59.70 STMicroelectronics N.V. N8357EAF3 02/23/06 02/23/16 100.000 0.000 1.4999 0.043252 0.043576 0.043903 0.044232 0.044564 15.71 15.95 Alliance Imaging, Inc. U01860AC6 12/04/07 12/15/12 91.500 7.250 9.4095 15.04 0.041526 0.043480 0.045526 0.047667 0.049910 15.37 16.84 Anixter INTL, Inc. U03525AB5 07/07/03 07/07/33 38.016 VARIES 7.3003 0.110333 0.114360 0.118535 0.122861 0.127346 41.87 44.98 Apria Healthcare Group U03846AB5 05/27/09 11/01/14 97.050 11.250 12.0051 0.011138 0.011710 0.012412 0.013158 2.42 4.43 ASG Consolidated LLC U04402AA8 10/19/04 11/01/11 63.700 VARIES 11.4983 0.319412 0.319411 0.319409 0.319407 0.319404 114.99 114.99 Bank of America Corp. U0662KBL4 03/18/02 01/04/17 38.300 0.000 6.5924 211.86 0.105514 0.108992 0.112585 0.116296 0.120129 39.86 42.53 Burlington Coat Factory U10676AA9 04/13/06 10/15/14 75.522 VARIES 14.4995 0.402772 0.402772 0.402771 0.402771 0.402770 145.00 145.00 Cardinal Health 409, Inc U14147AA7 04/10/07 04/15/15 100.000 9.500 9.4999 0.260989 0.259563 0.260989 0.259563 0.260989 95.00 95.00 Chukchansi Economic U17133AA4 10/08/02 06/15/09 91.476 14.500 16.6607 76.15 0.055406 9.09 Cinemark, Inc. U17174AA8 03/31/04 03/15/14* 62.373 VARIES 9.7511 0.256834 0.264965 65.65* Dayton Superior Corp. U23993AA3 06/16/00 06/15/09 95.575 13.000 13.8760 40.52 0.022755 3.73 Dayton Superior Corp. U23993AB1 06/16/00 06/15/09 95.575 13.000 13.8760 40.52 0.022755 3.73 HCA Inc. U24788AC2 11/17/06 11/15/16 100.000 9.625 N/A 0.269092 0.282126 0.282170 0.282215 0.282263 99.82 101.59 Dex Media, Inc. U24975AB7 11/10/03 11/15/13 64.314 VARIES 8.9997 0.249995 0.249995 0.249994 0.249994 0.249994 90.00 90.00 Dex Media, Inc. U24975AC5 02/11/04 11/15/13 69.384 VARIES 8.3689 0.238367 0.237880 0.237373 0.236844 0.236294 85.68 85.31 Drummond Company, Inc. U2644RAB1 10/20/09 10/15/14 98.053 9.000 9.4992 0.008730 0.009134 0.009567 .62 3.28 First Data Corporation U3198DAA2 10/24/07 09/24/15 94.796 9.875 10.8718 5.33 0.013197 0.013915 0.014671 0.015469 0.016310 5.02 5.58 Globe Holdings, Inc. U33975AA8 08/06/98 08/01/09 49.672 VARIES 14.2895 0.395895 0.396395 83.23 GATX Financial Corp. U3697RAA7 10/25/04 06/15/11 95.703 6.273 7.0956 24.73 0.019196 0.019877 0.020582 0.021313 0.022069 7.06 7.56 Great Lakes Acquisition U39022AA3 05/22/98 05/15/09 53.092 VARIES 13.1241 0.364562 48.85 Intermedia Commun Inc U45855AE0 02/24/99 03/01/09 55.057 VARIES 12.2493 0.340261 20.42 Jostens Holding Corp. U47995AA0 12/02/03 12/01/13 60.682 VARIES 10.2499 0.284721 0.284721 0.284721 0.284721 0.284721 102.50 102.50 Hovnanian K Enterprises U48654AL8 10/20/09 10/15/16 98.208 10.625 10.9992 0.004920 0.005183 0.005468 .35 1.86 KI Holdings, Inc. U49400AA9 11/18/04 11/15/14 61.808 VARIES 9.8747 0.249096 0.261395 0.274301 0.274300 0.274300 93.05 98.75 Lamar Media Corporation U51260AD6 08/17/06 08/15/15 92.809 6.625 7.7500 14.49 0.018353 0.019064 0.019803 0.020571 0.021368 6.93 7.48 Language Ln Hldgs II Inc U51303AA0 06/11/04 06/15/13* 50.460 VARIES 14.1249 0.366478 0.392360 130.73* Language Ln Hldgs II Inc U51304AA8 06/11/04 06/15/12* 97.432 11.125 11.6262 11.74 0.009376 0.009921 3.32* Liberty Media Corp. U52892AD5 01/11/01 01/15/31 100.000 3.500 N/A 0.367568 0.379602 0.392133 0.405174 0.418743 138.57 147.93 Linear Technology Corp. U53476AA2 04/24/07 05/01/27 100.000 VARIES 7.0000 0.206694 0.211011 0.215480 0.220105 0.224892 75.71 78.97 Linear Technology Corp. U53476AB0 04/24/07 05/01/27 100.000 VARIES 7.0001 0.206313 0.210495 0.214825 0.219305 0.223943 75.54 78.69 Marquee Holdings, Inc. U57131AA9 08/18/04 08/15/14 55.894 VARIES 11.9996 0.296661 0.314460 0.333327 0.333327 0.333327 114.99 120.00 Michaels Stores, Inc. U59329AE9 10/31/06 11/01/16 50.110 VARIES N/A 0.252664 0.270193 0.288938 0.308983 0.330419 96.29 110.11 MTR Gaming Group, Inc. U60753AC1 08/12/09 07/15/14 95.248 12.625 13.9919 0.019500 0.020660 0.022105 2.71 7.66 Muzak Holdings Finance U62340AA9 03/18/99 03/15/10 53.328 VARIES 12.9997 0.361105 0.361105 0.361105 130.00 26.72 Nexstar Finance, Inc. U6497BAC3 03/27/03 04/01/13 57.442 VARIES 11.3746 0.315966 0.315965 0.315965 0.315964 0.315964 113.75 113.75 New Omaha Holdings Corp. U65169AA9 09/24/07 09/30/16 100.000 VARIES 11.4999 0.357921 0.378501 0.400265 0.423280 0.447619 136.41 152.55 Omnicom Group, Inc. U68191AF9 02/07/01 02/07/31 100.000 VARIES 6.7111 0.302732 0.311886 0.321348 0.331127 0.341008 113.31 120.28 O'Sullivan Industries U68328AA8 11/30/99 10/15/09 94.546 13.375 14.4277 46.98 0.025441 0.027276 7.56 Pliant Corporation U7263LAC1 02/17/04 06/15/09 73.627 VARIES 11.1182 0.308851 50.65 ----------------------------- * Called in 2009; reportable OID is computed to call date. SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2009 1st 2009 2nd 2009 3rd 2010 2nd 2010 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/09 Period Period 2010 1st Period Period 2009 2010 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Pope & Talbot, Inc. U7316MAA0 07/30/02 06/01/13 86.415 8.375 10.5037 62.16 0.037304 0.039263 0.041325 0.043496 0.045780 13.90 15.40 Roche Holdings, Inc. U75000AE6 01/19/00 01/19/15 66.386 0.000 2.7499 183.84 0.063962 0.064842 0.065733 0.066637 0.067553 23.47 24.12 R H Donnelley Corp. U76214AB8 01/27/06 01/15/13 90.981 6.875 8.6239 31.60 0.033226 0.034659 0.036153 0.037712 0.039338 12.71 13.82 R H Donnelley Corp. U76216AA5 01/27/06 01/15/13 90.981 6.875 8.6239 31.60 0.033226 0.034659 0.036153 0.037712 0.039338 12.71 13.82 Compass Minerls Intl Inc U79616AB1 05/22/03 06/01/13 55.677 VARIES 11.9990 0.333317 0.333316 0.333315 0.333314 0.333313 119.99 119.99 The Service Master, Co. U8151CAA8 07/24/08 07/15/15 97.266 10.750 11.3274 0.306048 0.306448 0.306892 0.307361 0.307857 110.39 110.73 Tabletop Holdings, Inc. U81965AA0 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340272 0.340271 0.340271 0.340270 0.340270 122.50 122.50 Sinclair Brdcast Grp Inc U82751AE5 05/20/03 07/15/18 100.000 VARIES 9.2480 0.329012 0.337964 0.347330 0.357128 0.367380 123.10 130.13 Solo Cup Company U83440AA2 07/02/09 11/01/13 97.928 10.500 11.1154 0.010697 0.011090 0.011707 0.012357 1.94 4.18 Sabine Pass LNG, LP U8596QAC6 09/15/08 11/30/16 79.000 7.500 11.5231 4.75 0.045606 0.048233 0.051012 0.053952 0.057060 17.06 19.08 Tenet Healthcare Corp. U88030AF5 06/15/09 07/01/19 95.229 8.875 9.6265 0.008118 0.008153 0.008546 0.008957 1.60 3.15 Tenet Healthcare Corp. U88030AG3 03/03/09 05/01/15 89.500 9.000 11.4189 0.033887 0.034511 0.036481 0.038564 0.040766 10.37 13.77 Tenet Healthcare Corp. U88030AH1 03/03/09 05/01/18 89.500 10.000 11.9135 0.018406 0.018759 0.019877 0.021061 0.022315 5.64 7.52 US Oncology Holdings,Inc U91245AB3 03/13/07 03/15/12 98.000 0.000 N/A 0.011065 0.011088 0.011110 0.011132 0.011155 3.99 4.01 Ventas Realty LP U92200AG6 04/13/09 06/01/16 84.250 6.500 9.5994 0.044096 0.044662 0.046805 0.049052 0.051406 11.56 17.39 Visant Holding Corp. U9225GAA9 04/04/06 12/01/13 96.005 8.750 9.4957 11.19 0.013026 0.013645 0.014293 0.014971 0.015682 4.84 5.31 WMG Acquisition Corp. U97128AA7 05/28/09 06/15/16 96.289 9.500 10.2522 0.010327 0.010378 0.010910 0.011470 0.012058 2.22 4.05 WMG Holdings Corp. U97137AC4 12/23/04 12/15/14 63.002 VARIES 9.4995 0.240492 0.251915 0.263880 0.263880 0.263879 89.01 95.00 Wynn Las Vegas, LLC U98347AD6 11/06/07 12/01/14 97.250 6.625 7.1268 3.62 0.009158 0.009485 0.009823 0.010173 0.010535 3.38 3.62 Wynn Las Vegas LLC U98347AE4 10/19/09 11/01/17 97.823 7.875 8.2509 0.005453 0.005470 0.005695 0.005930 .39 2.04 Sirius XM Radia, Inc. U9840AAA7 02/13/09 06/01/11 43.000 VARIES N/A 0.710270 0.787424 0.938954 1.135536 1.389741 246.61 386.93 SECTION I-C Inflation Indexed Debt Instruments Inflation-Adj Stated Issue Maturity Principal on Interest Total OID 2009 1st 2009 2nd 2009 3rd Calendar Year Name of Issuer CUSIP No. Date Date Issue Date Rate to 1/1/09 Period Period Period 2009 ______________ _________ ________ _________ ___________ ________ _________ ________ ________ ________ _____________ U.S. Treasury 912810FD5 04/15/98 04/15/28 100.000 3.625% 339.02 -0.293681 0.132984 0.048184 -2.45 U.S. Treasury 9128274Y5 01/15/99 01/15/09 100.000 3.875% 320.57 -0.815893 -11.42 U.S. Treasury 912810FH6 04/15/99 04/15/29 100.000 3.875% 317.41 -0.288941 0.130838 0.047406 -2.41 U.S. Treasury 9128275W8 01/15/00 01/15/10 100.000 4.250% 287.25 -0.795306 -0.038799 0.092960 -2.35 U.S. Treasury 9128276R8 01/15/01 01/15/11 100.000 3.500% 244.35 -0.768803 -0.037506 0.089862 -2.28 U.S. Treasury 912810FQ6 10/15/01 04/15/32 100.000 3.375% 220.13 -0.267606 0.121177 0.043905 -2.23 U.S. Treasury 9128277J5 01/15/02 01/15/12 100.000 3.375% 219.69 -0.753565 -0.036762 0.088081 -2.23 U.S. Treasury 912828AF7 07/15/02 07/15/12 100.000 3.000% 204.52 -0.744196 -0.036305 0.086986 -2.20 U.S. Treasury 912828BD1 07/15/03 07/15/13 100.000 1.875% 179.18 -0.728537 -0.035542 0.085155 -2.16 U.S. Treasury 912828BW9 01/15/04 01/15/14 100.000 2.000% 172.10 -0.724162 -0.035328 0.084644 -2.14 U.S. Treasury 912810FR4 07/15/04 01/15/25 100.000 2.375% 148.95 -0.709861 -0.034630 0.082972 -2.10 U.S. Treasury 912828CP3 07/15/04 07/15/14 100.000 2.000% 148.95 -0.709861 -0.034630 0.082972 -2.10 U.S. Treasury 912828CZ1 10/15/04 04/15/10 100.000 0.875% 143.20 -0.250732 0.113536 0.041137 -2.09 U.S. Treasury 912828DH0 01/15/05 01/15/15 100.000 1.625% 134.22 -0.700759 -0.034186 0.081909 -2.07 U.S. Treasury 912828EA4 07/15/05 07/15/15 100.000 1.875% 113.43 -0.687917 -0.033560 0.080408 -2.04 U.S. Treasury 912810FS2 01/15/06 01/15/26 100.000 2.000% 91.17 -0.674165 -0.032889 0.078800 -2.00 U.S. Treasury 912828ET3 01/15/06 01/15/16 100.000 2.000% 91.17 -0.674165 -0.032889 0.078800 -2.00 U.S. Treasury 912828FB1 04/15/06 04/15/11 100.000 2.375% 91.12 -0.239311 0.108364 0.039263 -2.00 U.S. Treasury 912828FL9 07/15/06 07/15/16 100.000 2.500% 72.40 -0.662567 -0.032323 0.077444 -1.96 U.S. Treasury 912810PS1 01/15/07 01/15/27 100.000 2.375% 73.93 -0.663510 -0.032369 0.077555 -1.96 U.S. Treasury 912828GD6 01/15/07 01/15/17 100.000 2.375% 73.93 -0.663510 -0.032369 0.077555 -1.96 U.S. Treasury 912828GN4 04/15/07 04/15/12 100.000 2.000% 67.28 -0.234081 0.105996 0.038405 -1.95 U.S. Treasury 912828GX2 07/15/07 07/15/17 100.000 2.625% 44.95 -0.645608 -0.031496 0.075462 -1.91 U.S. Treasury 912828HN3 01/15/08 01/15/18 100.000 1.625% 33.78 -0.638705 -0.031159 0.074655 -1.89 U.S. Treasury 912810PV4 01/15/08 01/15/28 100.000 1.750% 33.78 -0.638705 -0.031159 0.074655 -1.89 U.S. Treasury 912828HW3 04/15/08 04/15/13 100.000 0.625% 24.63 -0.224729 0.101761 0.036871 -1.87 U.S. Treasury 912828JE1 07/15/08 07/15/18 100.000 0.375% 4.33 -0.620509 -0.030271 0.072528 -1.84 U.S. Treasury 912810PZ5 01/15/09 01/15/29 100.000 2.500% -0.030404 0.072846 6.88 U.S. Treasury 912828JX9 01/15/09 01/15/19 100.000 2.125% -0.030404 0.072846 6.88 U.S. Treasury 912828KM1 04/15/09 04/15/14 100.000 1.250% 0.101633 0.036824 21.47 U.S. Treasury 912828LA6 07/15/09 07/15/19 100.000 1.875% 0.073249 12.45 Section II STRIPPED COMPONENTS OF U.S. TREASURY AND GOVERNMENT-SPONSORED ENTERPRISES FOR BROKERS & MIDDLEMEN ONLY: Original Issue Discount (OID) to be reported for Stripped interest & principal components per $1000 Maturity Value (for calendar year 2009). Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 01/01/09 03/31/09 0.27 07/01/19 09/30/19 19.36 04/01/09 06/30/09 1.35 10/01/19 12/31/19 19.69 07/01/09 09/30/09 2.31 01/01/20 03/31/20 20.00 10/01/09 12/31/09 3.69 04/01/20 06/30/20 20.36 01/01/10 03/31/10 4.68 07/01/20 09/30/20 20.64 04/01/10 06/30/10 5.77 10/01/20 12/31/20 20.89 07/01/10 09/30/10 6.74 01/01/21 03/31/21 21.07 10/01/10 12/31/10 7.52 04/01/21 06/30/21 21.23 01/01/11 03/31/11 8.09 07/01/21 09/30/21 21.33 04/01/11 06/30/11 8.65 10/01/21 12/31/21 21.36 07/01/11 09/30/11 9.12 01/01/22 03/31/22 21.33 10/01/11 12/31/11 9.77 04/01/22 06/30/22 21.19 01/01/12 03/31/12 10.32 07/01/22 09/30/22 21.01 04/01/12 06/30/12 10.95 10/01/22 12/31/22 20.88 07/01/12 09/30/12 11.67 01/01/23 03/31/23 20.70 10/01/12 12/31/12 12.29 04/01/23 06/30/23 20.52 01/01/13 03/31/13 12.90 07/01/23 09/30/23 20.34 04/01/13 06/30/13 13.49 10/01/23 12/31/23 20.17 07/01/13 09/30/13 14.08 01/01/24 03/31/24 20.00 10/01/13 12/31/13 14.56 04/01/24 06/30/24 19.83 01/01/14 03/31/14 15.03 07/01/24 09/30/24 19.66 04/01/14 06/30/14 15.32 10/01/24 12/31/24 19.50 07/01/14 09/30/14 15.69 01/01/25 03/31/25 19.33 10/01/14 12/31/14 15.96 04/01/25 06/30/25 19.17 01/01/15 03/31/15 16.22 07/01/25 09/30/25 19.01 04/01/15 06/30/15 16.40 10/01/25 12/31/25 18.85 07/01/15 09/30/15 16.57 01/01/26 03/31/26 18.70 10/01/15 12/31/15 16.73 04/01/26 06/30/26 18.54 01/01/16 03/31/16 16.89 07/01/26 09/30/26 18.39 04/01/16 06/30/16 17.05 10/01/26 12/31/26 18.24 07/01/16 09/30/16 17.20 01/01/27 03/31/27 18.09 10/01/16 12/31/16 17.27 04/01/27 06/30/27 17.94 01/01/17 03/31/17 17.41 07/01/27 09/30/27 17.79 04/01/17 06/30/17 17.55 10/01/27 12/31/27 17.65 07/01/17 09/30/17 17.68 01/01/28 03/31/28 17.50 10/01/17 12/31/17 17.81 04/01/28 06/30/28 17.36 01/01/18 03/31/18 17.93 07/01/28 09/30/28 17.22 04/01/18 06/30/18 18.12 10/01/28 12/31/28 17.08 07/01/18 09/30/18 18.23 01/01/29 03/31/29 16.91 10/01/18 12/31/18 18.48 04/01/29 06/30/29 16.78 01/01/19 03/31/19 18.71 07/01/29 09/30/29 16.62 04/01/19 06/30/19 19.01 10/01/29 12/31/29 16.45 01/01/30 03/31/30 16.33 01/01/40 03/31/40 11.71 04/01/30 06/30/30 16.17 04/01/40 06/30/40 11.64 07/01/30 09/30/30 16.02 07/01/40 09/30/40 11.56 (continued) Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 10/01/30 12/31/30 15.87 10/01/40 12/31/40 11.49 01/01/31 03/31/31 15.72 01/01/41 03/31/41 11.41 04/01/31 06/30/31 15.57 04/01/41 06/30/41 11.34 07/01/31 09/30/31 15.43 07/01/41 09/30/41 11.26 10/01/31 12/31/31 15.29 10/01/41 12/31/41 11.19 01/01/32 03/31/32 15.15 01/01/42 03/31/42 11.12 04/01/32 06/30/32 14.99 04/01/42 06/30/42 11.04 07/01/32 09/30/32 14.85 07/01/42 09/30/42 10.97 10/01/32 12/31/32 14.72 10/01/42 12/31/42 10.90 01/01/33 03/31/33 14.59 01/01/43 03/31/43 10.83 04/01/33 06/30/33 14.46 04/01/43 06/30/43 10.76 07/01/33 09/30/33 14.33 07/01/43 09/30/43 10.69 10/01/33 12/31/33 14.21 10/01/43 12/31/43 10.62 01/01/34 03/31/34 14.09 01/01/44 03/31/44 10.55 04/01/34 06/30/34 13.97 04/01/44 06/30/44 10.48 07/01/34 09/30/34 13.85 07/01/44 09/30/44 10.41 10/01/34 12/31/34 13.73 10/01/44 12/31/44 10.34 01/01/35 03/31/35 13.61 01/01/45 03/31/45 10.27 04/01/35 06/30/35 13.50 04/01/45 06/30/45 10.20 07/01/35 09/30/35 13.39 07/01/45 09/30/45 10.14 10/01/35 12/31/35 13.27 10/01/45 12/31/45 10.07 01/01/36 03/31/36 13.17 01/01/46 03/31/46 10.01 04/01/36 06/30/36 13.06 04/01/46 06/30/46 9.94 07/01/36 09/30/36 12.95 07/01/46 09/30/46 9.88 10/01/36 12/31/36 12.85 10/01/46 12/31/46 9.81 01/01/37 03/31/37 12.74 01/01/47 03/31/47 9.75 04/01/37 06/30/37 12.64 04/01/47 06/30/47 9.68 07/01/37 09/30/37 12.54 07/01/47 09/30/47 9.62 10/01/37 12/31/37 12.44 10/01/47 12/31/47 9.55 01/01/38 03/31/38 12.34 01/01/48 03/31/48 9.49 04/01/38 06/30/38 12.26 04/01/48 06/30/48 9.43 07/01/38 09/30/38 12.18 07/01/48 09/30/48 9.37 10/01/38 12/31/38 12.10 10/01/48 12/31/48 9.31 01/01/39 03/31/39 12.02 01/01/49 03/31/49 9.25 04/01/39 06/30/39 11.94 04/01/49 06/30/49 9.18 07/01/39 09/30/39 11.87 07/01/49 09/30/49 9.12 10/01/39 12/31/39 11.79 10/01/49 12/31/49 9.06 Note: This section lists OID for use SOLELY by brokers and other middlemen in preparing information returns for zero coupon instruments issued under the Department of the Treasury's STRIPS program, by government-sponsored enterprises such as the Resolution Funding Corporation and the Financing Corporation, or as instruments backed by U.S. Treasury securities that represent ownership interests in such securities. If you owned or held such debt instruments in 2009, do not rely on the amounts listed in this section. Instead, follow the OID computation rules and methods described earlier in this publication under "Figuring OID on Stripped Bonds and Coupons." Section III-A Short Term U.S. Treasury Bills Issued at a Discount and Maturing January 2009 - October 2010 Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912795J51 01/02/09 07/03/08 98.914 10.86 912795J69 01/08/09 07/10/08 98.958 10.42 912795J77 01/15/09 07/17/08 99.011 9.89 912795J85 01/22/09 07/24/08 99.029 9.71 912795J93 01/29/09 07/31/08 99.049 9.51 912795K26 02/05/09 08/07/08 99.029 9.71 912795K34 02/12/09 08/14/08 98.978 10.22 912795K42 02/19/09 08/21/08 98.999 10.01 912795K59 02/26/09 08/28/08 99.026 9.74 912795K67 03/05/09 09/04/08 99.044 9.56 912795K75 03/12/09 09/11/08 99.039 9.61 912795K83 03/19/09 09/18/08 99.216 7.84 912795K91 03/26/09 09/25/08 99.095 9.05 912795L25 04/02/09 10/02/08 99.221 7.79 912795L33 04/09/09 10/09/08 99.443 5.57 912795L41 04/16/09 10/16/08 99.443 5.57 912795L58 04/23/09 10/23/08 99.090 9.10 912795T92 04/29/09 10/20/08 99.283 7.17 912795L66 04/30/09 10/30/08 99.292 7.08 912795L74 05/07/09 11/06/08 99.443 5.57 912795L82 05/14/09 11/13/08 99.499 5.01 912795V32 05/15/09 11/14/08 99.499 5.01 912795L90 05/21/09 11/20/08 99.575 4.25 912795M24 05/28/09 11/28/08 99.753 2.47 912795Q79 06/04/09 06/05/08 97.871 21.29 912795M40 06/11/09 12/11/08 99.848 1.52 9127952E0 06/15/09 06/04/09 99.995 0.05 912795M57 06/18/09 12/18/08 99.863 1.37 912795U25 06/24/09 10/20/08 99.073 9.27 912795M65 06/25/09 12/26/08 99.857 1.43 912795Q87 07/02/09 07/03/08 97.679 23.21 912795M99 07/09/09 01/08/09 99.838 1.62 912795N23 07/16/09 01/15/09 99.853 1.47 912795N31 07/23/09 01/22/09 99.838 1.62 912795Q95 07/30/09 07/31/08 97.684 23.16 912795N56 08/06/09 02/05/09 99.802 1.98 912795N64 08/13/09 02/12/09 99.757 2.43 912795N72 08/20/09 02/19/09 99.762 2.38 912795S28 08/27/09 08/28/08 97.836 21.64 912795N98 09/03/09 03/05/09 99.777 2.23 912795P21 09/10/09 03/12/09 99.767 2.33 912795V81 09/15/09 12/11/08 99.699 3.01 912795P39 09/17/09 03/19/09 99.775 2.25 912795S36 09/24/09 09/25/08 98.023 19.77 912795P54 10/01/09 04/02/09 99.787 2.13 912795P62 10/08/09 04/09/09 99.797 2.03 Section III-A (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912795P70 10/15/09 04/16/09 99.812 1.88 912795S44 10/22/09 10/23/08 98.260 17.40 912795P96 10/29/09 04/30/09 99.845 1.55 912795Q20 11/05/09 05/07/09 99.833 1.67 912795Q38 11/12/09 05/14/09 99.845 1.55 912795S51 11/19/09 11/20/08 98.948 10.52 912795Q53 11/27/09 05/28/09 99.847 1.53 912795Q61 12/03/09 06/04/09 99.853 1.47 912795R37 12/10/09 06/11/09 99.825 1.75 912795S69 12/17/09 12/18/08 99.403 5.97 912795R52 12/24/09 06/25/09 99.830 1.70 912795R60 12/31/09 07/02/09 99.823 1.77 Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912795R78 01/07/10 07/09/09 99.855 1.45 912795R86 01/14/10 01/15/09 99.565 4.35 912795R94 01/21/10 07/23/09 99.855 1.45 912795S77 01/28/10 07/30/09 99.861 1.39 912795S85 02/04/10 08/06/09 99.861 1.39 912795T27 02/11/10 02/12/09 99.383 6.17 912795T35 02/18/10 08/20/09 99.863 1.37 912795T43 02/25/10 08/27/09 99.871 1.29 912795T50 03/04/10 09/03/09 99.878 1.22 912795T68 03/11/10 03/12/09 99.292 7.08 912795T76 03/18/10 09/17/09 99.893 1.07 912795T84 03/25/10 09/24/09 99.903 0.97 912795UL3 04/01/10 05/15/09 99.554 4.46 912795U33 04/08/10 04/09/09 99.403 5.97 912795UM1 04/15/10 10/15/09 99.924 0.76 912795UN9 04/22/10 10/22/09 99.914 0.86 912795UP4 04/29/10 10/29/09 99.906 0.94 912795U41 05/06/10 05/07/09 99.464 5.36 912795U58 06/03/10 06/04/09 99.550 4.50 912795UT6 06/10/10 07/06/09 99.491 5.09 912795UU3 06/17/10 08/18/09 99.625 3.75 912795U66 07/01/10 07/02/09 99.448 5.52 912795UY5 07/15/10 09/10/09 99.670 3.30 912795U74 07/29/10 07/30/09 99.524 4.76 912795U82 08/26/10 08/27/09 99.534 4.66 912795U90 09/23/10 09/24/09 99.590 4.10 912795UH2 10/21/10 10/22/09 99.620 3.80 Section III-B FEDERAL HOME LOAN BANKS Short-Term Obligations Issued at a Discount and Maturing in 2009 Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385AB2 01/02/09 01/03/08 96.259 37.41 313385AE6 01/05/09 01/07/08 96.491 35.09 313385AF3 01/06/09 07/21/08 98.714 12.86 313385AG1 01/07/09 07/03/08 98.721 12.79 313385AH9 01/08/09 01/10/08 96.714 32.86 313385AJ5 01/09/09 01/11/08 96.866 31.34 313385AM8 01/12/09 01/18/08 97.100 29.00 313385AN6 01/13/09 01/15/08 97.017 29.83 313385AP1 01/14/09 04/16/08 98.430 15.70 313385AQ9 01/15/09 01/15/08 97.031 29.69 313385AR7 01/16/09 04/18/08 98.392 16.08 313385AV8 01/20/09 01/22/08 97.442 25.58 313385AW6 01/21/09 01/23/08 97.826 21.74 313385AX4 01/22/09 01/25/08 97.379 26.21 313385AY2 01/23/09 01/23/08 97.814 21.86 313385BB1 01/26/09 01/30/08 97.436 25.64 313385BC9 01/27/09 02/14/08 97.728 22.72 313385BD7 01/28/09 01/29/08 97.567 24.33 313385BE5 01/29/09 01/30/08 97.415 25.85 313385BF2 01/30/09 02/01/08 97.674 23.26 313385BJ4 02/02/09 02/06/08 97.667 23.33 313385BK1 02/03/09 08/01/08 98.641 13.59 313385BL9 02/04/09 02/04/08 97.554 24.46 313385BM7 02/05/09 07/10/08 98.542 14.58 313385BN5 02/06/09 08/04/08 98.621 13.79 313385BR6 02/09/09 02/14/08 97.643 23.57 313385BS4 02/10/09 02/13/08 97.651 23.49 313385BT2 02/11/09 02/11/08 97.622 23.78 313385BU9 02/12/09 02/19/08 97.657 23.43 313385BV7 02/13/09 02/14/08 97.638 23.62 313385BZ8 02/17/09 02/19/08 97.624 23.76 313385CA2 02/18/09 05/15/08 98.179 18.21 313385CB0 02/19/09 02/20/08 97.607 23.93 313385CC8 02/20/09 02/22/08 97.634 23.66 313385CF1 02/23/09 02/25/08 97.634 23.66 313385CG9 02/24/09 02/25/08 97.607 23.93 313385CH7 02/25/09 02/28/08 97.701 22.99 313385CJ3 02/26/09 03/12/08 97.953 20.47 313385CK0 02/27/09 02/28/08 97.688 23.12 313385CN4 03/02/09 03/07/08 97.950 20.50 313385CP9 03/03/09 03/04/08 97.796 22.04 313385CQ7 03/04/09 03/06/08 97.832 21.68 313385CR5 03/05/09 03/05/08 97.762 22.38 313385CS3 03/06/09 08/28/08 98.564 14.36 Section III-B (Continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385CV6 03/09/09 03/10/08 97.978 20.22 313385CW4 03/10/09 03/12/08 97.832 21.68 313385CX2 03/11/09 03/13/08 97.852 21.48 313385CY0 03/12/09 03/13/08 97.846 21.54 313385CZ7 03/13/09 03/14/08 98.028 19.72 313385DC7 03/16/09 03/17/08 98.483 15.17 313385DD5 03/17/09 03/17/08 98.479 15.21 313385DE3 03/18/09 03/25/08 97.892 21.08 313385DF0 03/19/09 03/20/08 98.150 18.50 313385DG8 03/20/09 03/25/08 97.880 21.20 313385DK9 03/23/09 04/21/08 98.021 19.79 313385DL7 03/24/09 03/26/08 97.883 21.17 313385DM5 03/25/09 03/26/08 97.877 21.23 313385DN3 03/26/09 03/26/08 97.871 21.29 313385DP8 03/27/09 03/27/08 97.881 21.19 313385DS2 03/30/09 03/31/08 97.907 20.93 313385DT0 03/31/09 04/04/08 97.878 21.22 313385DU7 04/01/09 04/02/08 97.856 21.44 313385DV5 04/02/09 04/02/08 97.790 22.10 313385DW3 04/03/09 04/07/08 97.894 21.06 313385DZ6 04/06/09 04/07/08 97.877 21.23 313385EA0 04/07/09 05/09/08 97.947 20.53 313385EB8 04/08/09 04/11/08 97.939 20.61 313385EC6 04/09/09 04/16/08 97.912 20.88 313385EG7 04/13/09 04/14/08 97.917 20.83 313385EH5 04/14/09 04/14/08 97.911 20.89 313385EJ1 04/15/09 04/15/08 97.851 21.49 313385EK8 04/16/09 04/17/08 97.876 21.24 313385EL6 04/17/09 06/30/08 97.858 21.42 313385EP7 04/20/09 04/21/08 97.735 22.65 313385EQ5 04/21/09 07/01/08 97.891 21.09 313385ER3 04/22/09 04/23/08 97.695 23.05 313385ES1 04/23/09 04/24/08 97.674 23.26 313385ET9 04/24/09 04/28/08 97.613 23.87 313385EW2 04/27/09 04/28/08 97.573 24.27 313385EX0 04/28/09 04/28/08 97.567 24.33 313385EY8 04/29/09 04/30/08 97.674 23.26 313385EZ5 04/30/09 04/30/08 97.698 23.02 313385FA9 05/01/09 05/01/08 97.861 21.39 313385FD3 05/04/09 05/09/08 97.750 22.50 313385FE1 05/05/09 05/05/08 97.668 23.32 313385FF8 05/06/09 05/07/08 97.664 23.36 313385FG6 05/07/09 05/12/08 97.750 22.50 313385FH4 05/08/09 05/09/08 97.725 22.75 313385FL5 05/11/09 05/12/08 97.715 22.85 313385FM3 05/12/09 05/14/08 97.640 23.60 313385FN1 05/13/09 05/14/08 97.594 24.06 313385FP6 05/14/09 05/15/08 97.573 24.27 Section III-B (Continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385FQ4 05/15/09 05/16/08 97.634 23.66 313385FT8 05/18/09 05/19/08 97.634 23.66 313385FU5 05/19/09 05/20/08 97.657 23.43 313385FV3 05/20/09 05/20/08 97.668 23.32 313385FW1 05/21/09 05/22/08 97.595 24.05 313385FX9 05/22/09 05/22/08 97.617 23.83 313385GB6 05/26/09 05/27/08 97.498 25.02 313385GC4 05/27/09 05/27/08 97.486 25.14 313385GD2 05/28/09 05/28/08 97.465 25.35 313385GE0 05/29/09 05/29/08 97.384 26.16 313385GH3 06/01/09 06/04/08 97.486 25.14 313385GJ9 06/02/09 06/03/08 97.472 25.28 313385GK6 06/03/09 06/05/08 97.499 25.01 313385GL4 06/04/09 06/04/08 97.465 25.35 313385GM2 06/05/09 06/06/08 97.462 25.38 313385GQ3 06/08/09 09/09/08 98.217 17.83 313385GR1 06/09/09 06/09/08 97.455 25.45 313385GS9 06/10/09 06/17/08 97.166 28.34 313385GT7 06/11/09 06/12/08 97.189 28.11 313385GU4 06/12/09 06/12/08 97.181 28.19 313385GX8 06/15/09 06/17/08 97.096 29.04 313385GY6 06/16/09 09/04/08 97.712 22.88 313385GZ3 06/17/09 06/19/08 97.177 28.23 313385HA7 06/18/09 06/19/08 97.169 28.31 313385HB5 06/19/09 06/19/08 97.080 29.20 313385HE9 06/22/09 06/26/08 97.092 29.08 313385HF6 06/23/09 07/10/08 97.458 25.42 313385HG4 06/24/09 06/24/08 97.029 29.71 313385HH2 06/25/09 06/30/08 97.270 27.30 313385HJ8 06/26/09 06/26/08 97.161 28.39 313385HM1 06/29/09 09/03/08 97.600 24.00 313385HN9 06/30/09 07/01/08 97.310 26.90 313385HP4 07/01/09 07/02/08 97.321 26.79 313385HQ2 07/02/09 07/02/08 97.262 27.38 313385HU3 07/06/09 07/28/08 97.351 26.49 313385HV1 07/07/09 07/07/08 97.293 27.07 313385HW9 07/08/09 07/16/08 97.318 26.82 313385HX7 07/09/09 07/09/08 97.323 26.77 313385HY5 07/10/09 07/11/08 97.281 27.19 313385JB3 07/13/09 07/17/08 97.195 28.05 313385JC1 07/14/09 07/15/08 97.280 27.20 313385JD9 07/15/09 07/16/08 97.240 27.60 313385JE7 07/16/09 07/16/08 97.232 27.68 313385JF4 07/17/09 07/23/08 97.018 29.82 313385JJ6 07/20/09 07/22/08 96.985 30.15 313385JK3 07/21/09 07/28/08 97.186 28.14 313385JL1 07/22/09 07/22/08 96.968 30.32 313385JM9 07/23/09 07/24/08 96.997 30.03 Section III-B (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385JN7 07/24/09 07/25/08 97.189 28.11 313385JR8 07/27/09 08/01/08 97.240 27.60 313385JS6 07/28/09 07/30/08 97.126 28.74 313385JT4 07/29/09 07/29/08 97.110 28.90 313385JU1 07/30/09 10/24/08 97.675 23.25 313385JV9 07/31/09 07/31/08 97.181 28.19 313385JY3 08/03/09 08/08/08 97.200 28.00 313385JZ0 08/04/09 08/04/08 97.121 28.79 313385KA3 08/05/09 08/07/08 97.177 28.23 313385KB1 08/06/09 08/07/08 97.109 28.91 313385KC9 08/07/09 08/11/08 97.192 28.08 313385KF2 08/10/09 08/20/08 97.121 28.79 313385KG0 08/11/09 10/28/08 97.568 24.32 313385KH8 08/12/09 08/13/08 97.159 28.41 313385KJ4 08/13/09 08/20/08 97.226 27.74 313385KK1 08/14/09 08/15/08 97.179 28.21 313385KN5 08/17/09 08/19/08 97.096 29.04 313385KP0 08/18/09 08/22/08 97.082 29.18 313385KQ8 08/19/09 09/05/08 97.255 27.45 313385KR6 08/20/09 08/20/08 97.039 29.61 313385KS4 08/21/09 08/22/08 97.054 29.46 313385KV7 08/24/09 08/26/08 97.066 29.34 313385KW5 08/25/09 08/26/08 97.058 29.42 313385KX3 08/26/09 08/26/08 97.050 29.50 313385KY1 08/27/09 08/27/08 97.039 29.61 313385KZ8 08/28/09 08/28/08 97.039 29.61 313385LC8 08/31/09 09/03/08 97.084 29.16 313385LD6 09/01/09 09/03/08 97.076 29.24 313385LE4 09/02/09 09/03/08 97.068 29.32 313385LF1 09/03/09 09/03/08 97.060 29.40 313385LG9 09/04/09 09/05/08 97.118 28.82 313385LL8 09/08/09 09/09/08 97.472 25.28 313385LM6 09/09/09 09/11/08 97.429 25.71 313385LN4 09/10/09 09/11/08 97.423 25.77 313385LP9 09/11/09 09/15/08 97.443 25.57 313385LS3 09/14/09 09/15/08 97.422 25.78 313385LT1 09/15/09 09/17/08 97.428 25.72 313385LU8 09/16/09 09/16/08 97.415 25.85 313385LV6 09/17/09 09/17/08 97.404 25.96 313385LW4 09/18/09 09/18/08 97.212 27.88 313385LZ7 09/21/09 09/22/08 97.068 29.32 313385MA1 09/22/09 09/22/08 97.060 29.40 313385MB9 09/23/09 09/23/08 96.958 30.42 313385MC7 09/24/09 10/01/08 96.887 31.13 313385MD5 09/25/09 09/26/08 96.764 32.36 313385MG8 09/28/09 10/30/08 97.595 24.05 313385MH6 09/29/09 09/29/08 96.847 31.53 313385MJ2 09/30/09 09/30/08 96.958 30.42 Section III-B (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385MK9 10/01/09 10/01/08 96.827 31.73 313385ML7 10/02/09 10/14/08 97.353 26.47 313385MP8 10/05/09 10/06/08 97.381 26.19 313385MQ6 10/06/09 10/09/08 97.587 24.13 313385MR4 10/07/09 10/08/08 97.375 26.25 313385MS2 10/08/09 10/09/08 97.751 22.49 313385MT0 10/09/09 10/15/08 97.008 29.92 313385MX1 10/13/09 10/20/08 97.066 29.34 313385MY9 10/14/09 10/16/08 96.855 31.45 313385MZ6 10/15/09 10/15/08 96.958 30.42 313385NA0 10/16/09 10/16/08 96.756 32.44 313385ND4 10/19/09 10/28/08 96.934 30.66 313385NE2 10/20/09 10/23/08 96.983 30.17 313385NF9 10/21/09 10/21/08 97.009 29.91 313385NG7 10/22/09 10/22/08 96.958 30.42 313385NH5 10/23/09 10/23/08 96.908 30.92 313385NL6 10/26/09 10/31/08 97.300 27.00 313385NM4 10/27/09 10/27/08 96.908 30.92 313385NN2 10/28/09 10/29/08 96.967 30.33 313385NP7 10/29/09 10/29/08 96.958 30.42 313385NQ5 10/30/09 10/30/08 97.263 27.37 313385NT9 11/02/09 11/06/08 97.543 24.57 313385NU6 11/03/09 11/07/08 98.045 19.55 313385NV4 11/04/09 11/05/08 97.978 20.22 313385NW2 11/05/09 11/06/08 97.978 20.22 313385NX0 11/06/09 11/07/08 98.027 19.73 313385PA8 11/09/09 11/17/08 97.818 21.82 313385PB6 11/10/09 11/17/08 97.812 21.88 313385PD2 11/12/09 11/13/08 97.927 20.73 313385PE0 11/13/09 11/14/08 97.745 22.55 313385PH3 11/16/09 11/20/08 98.195 18.05 313385PJ9 11/17/09 11/17/08 97.770 22.30 313385PK6 11/18/09 02/19/09 99.373 6.27 313385PL4 11/19/09 11/21/08 98.185 18.15 313385PM2 11/20/09 11/20/08 98.175 18.25 313385PQ3 11/23/09 11/24/08 98.231 17.69 313385PR1 11/24/09 11/24/08 98.195 18.05 313385PS9 11/25/09 11/25/08 98.276 17.24 313385PU4 11/27/09 12/01/08 98.396 16.04 313385PX8 11/30/09 12/02/08 98.387 16.13 313385PY6 12/01/09 12/02/08 98.301 16.99 313385PZ3 12/02/09 12/05/08 98.944 10.56 313385QA7 12/03/09 12/03/08 98.378 16.22 313385QB5 12/04/09 12/04/08 98.431 15.69 313385QE9 12/07/09 12/09/08 98.790 12.10 313385QF6 12/08/09 12/08/08 98.885 11.15 313385QG4 12/09/09 12/09/08 98.783 12.17 313385QH2 12/10/09 12/10/08 98.864 11.36 Section III-B (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385QJ8 12/11/09 12/11/08 99.138 8.62 313385QM1 12/14/09 12/15/08 99.060 9.40 313385QN9 12/15/09 12/16/08 99.060 9.40 313385QP4 12/16/09 12/17/08 99.292 7.08 313385QQ2 12/17/09 12/19/08 99.264 7.36 313385QR0 12/18/09 12/18/08 99.290 7.10 313385QU3 12/21/09 12/22/08 99.242 7.58 313385QV1 12/22/09 12/22/08 99.240 7.60 313385QW9 12/23/09 12/23/08 99.189 8.11 313385QX7 12/24/09 12/26/08 99.143 8.57 313385RB4 12/28/09 01/05/09 99.157 8.43 313385RC2 12/29/09 01/02/09 99.228 7.72 313385RD0 12/30/09 01/02/09 99.226 7.74 313385RE8 12/31/09 12/31/08 99.290 7.10 Section III-C FEDERAL NATIONAL MORTGAGE ASSOCIATION Short-Term Obligations Issued at a Discount and Maturing in 2009 Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589AB9 01/02/09 02/21/08 97.911 20.89 313589AE3 01/05/09 01/14/08 97.184 28.16 313589AF0 01/06/09 05/29/08 98.551 14.49 313589AG8 01/07/09 03/26/08 98.398 16.02 313589AH6 01/08/09 08/05/08 98.860 11.40 313589AJ2 01/09/09 04/14/08 98.493 15.07 313589AM5 01/12/09 04/11/08 98.459 15.41 313589AN3 01/13/09 06/19/08 98.556 14.44 313589AP8 01/14/09 03/24/08 98.553 14.47 313589AQ6 01/15/09 01/24/08 97.779 22.21 313589AR4 01/16/09 02/21/08 97.883 21.17 313589AV5 01/20/09 03/06/08 98.231 17.69 313589AW3 01/21/09 05/28/08 98.453 15.47 313589AX1 01/22/09 03/05/08 98.161 18.39 313589AY9 01/23/09 03/12/08 98.433 15.67 313589BB8 01/26/09 02/25/08 97.797 22.03 313589BC6 01/27/09 02/28/08 97.968 20.32 313589BD4 01/28/09 04/15/08 98.368 16.32 313589BE2 01/29/09 02/28/08 97.928 20.72 313589BF9 01/30/09 02/06/08 97.676 23.24 313589BJ1 02/02/09 02/21/08 97.725 22.75 313589BK8 02/03/09 08/19/08 98.735 12.65 313589BL6 02/04/09 05/02/08 98.417 15.83 313589BM4 02/05/09 03/20/08 98.479 15.21 313589BN2 02/06/09 06/03/08 98.402 15.98 313589BR3 02/09/09 04/15/08 98.325 16.75 313589BS1 02/10/09 05/16/08 98.380 16.20 313589BT9 02/11/09 07/23/08 98.410 15.90 313589BU6 02/12/09 05/13/08 98.365 16.35 313589BV4 02/13/09 03/27/08 98.197 18.03 313589BZ5 02/17/09 03/24/08 98.167 18.33 313589CA9 02/18/09 03/24/08 98.161 18.39 313589CB7 02/19/09 05/16/08 98.303 16.97 313589CC5 02/20/09 03/24/08 98.150 18.50 313589CF8 02/23/09 05/16/08 98.278 17.22 313589CG6 02/24/09 03/26/08 98.120 18.80 313589CH4 02/25/09 05/07/08 98.220 17.80 313589CJ0 02/26/09 04/04/08 98.141 18.59 313589CK7 02/27/09 03/05/08 97.841 21.59 313589CN1 03/02/09 05/09/08 98.235 17.65 313589CP6 03/03/09 06/17/08 98.093 19.07 313589CQ4 03/04/09 06/23/08 98.151 18.49 313589CR2 03/05/09 04/24/08 98.154 18.46 313589CS0 03/06/09 06/05/08 98.189 18.11 Section III-C (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589CV3 03/09/09 05/27/08 98.181 18.19 313589CW1 03/10/09 03/28/08 98.169 18.31 313589CX9 03/11/09 07/11/08 98.333 16.67 313589CY7 03/12/09 06/19/08 98.057 19.43 313589CZ4 03/13/09 06/16/08 97.968 20.32 313589DC4 03/16/09 04/28/08 98.077 19.23 313589DD2 03/17/09 06/20/08 98.005 19.95 313589DE0 03/18/09 05/15/08 98.107 18.93 313589DF7 03/19/09 06/11/08 97.939 20.61 313589DG5 03/20/09 05/13/08 98.099 19.01 313589DK6 03/23/09 05/05/08 98.140 18.60 313589DL4 03/24/09 06/24/08 97.930 20.70 313589DM2 03/25/09 06/27/08 98.013 19.87 313589DN0 03/26/09 06/16/08 97.846 21.54 313589DP5 03/27/09 04/02/08 97.818 21.82 313589DS9 03/30/09 04/14/08 98.085 19.15 313589DT7 03/31/09 05/07/08 98.087 19.13 313589DU4 04/01/09 04/29/08 97.997 20.03 313589DV2 04/02/09 05/29/08 97.861 21.39 313589DW0 04/03/09 06/17/08 97.817 21.83 313589DZ3 04/06/09 04/14/08 97.908 20.92 313589EA7 04/07/09 08/19/08 98.229 17.71 313589EB5 04/08/09 09/22/08 98.455 15.45 313589EC3 04/09/09 07/22/08 97.963 20.37 313589ED1 04/10/09 07/23/08 97.927 20.73 313589EG4 04/13/09 05/20/08 97.914 20.86 313589EH2 04/14/09 05/22/08 97.902 20.98 313589EJ8 04/15/09 04/24/08 97.904 20.96 313589EK5 04/16/09 06/06/08 97.915 20.85 313589EL3 04/17/09 05/19/08 97.863 21.37 313589EP4 04/20/09 06/16/08 97.639 23.61 313589EQ2 04/21/09 08/21/08 98.137 18.63 313589ER0 04/22/09 07/17/08 97.853 21.47 313589ES8 04/23/09 06/16/08 97.590 24.10 313589ET6 04/24/09 06/18/08 97.675 23.25 313589EW9 04/27/09 06/13/08 97.589 24.11 313589EX7 04/28/09 07/31/08 97.952 20.48 313589EY5 04/29/09 06/24/08 97.588 24.12 313589EZ2 04/30/09 06/19/08 97.594 24.06 313589FA6 05/01/09 05/07/08 97.662 23.38 313589FD0 05/04/09 06/19/08 97.554 24.46 313589FE8 05/05/09 06/17/08 97.549 24.51 313589FF5 05/06/09 08/13/08 98.005 19.95 313589FG3 05/07/09 06/13/08 97.513 24.87 313589FH1 05/08/09 05/20/08 97.725 22.75 313589FL2 05/11/09 05/29/08 97.619 23.81 313589FM0 05/12/09 05/30/08 97.542 24.58 313589FN8 05/13/09 05/30/08 97.545 24.55 Section III-C (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589FP3 05/14/09 05/29/08 97.511 24.89 313589FQ1 05/15/09 05/28/08 97.556 24.44 313589FT5 05/18/09 08/15/08 97.876 21.24 313589FU2 05/19/09 11/25/08 99.441 5.59 313589FV0 05/20/09 08/06/08 97.800 22.00 313589FW8 05/21/09 08/14/08 97.861 21.39 313589FX6 05/22/09 07/30/08 97.681 23.19 313589GB3 05/26/09 07/11/08 97.776 22.24 313589GC1 05/27/09 08/27/08 97.846 21.54 313589GD9 05/28/09 08/19/08 97.822 21.78 313589GE7 05/29/09 06/04/08 97.477 25.23 313589GH0 06/01/09 06/25/08 97.338 26.62 313589GJ6 06/02/09 09/04/08 97.900 21.00 313589GK3 06/03/09 08/07/08 97.667 23.33 313589GL1 06/04/09 09/03/08 97.892 21.08 313589GM9 06/05/09 09/03/08 97.884 21.16 313589GQ0 06/08/09 07/08/08 97.646 23.54 313589GR8 06/09/09 08/08/08 97.670 23.30 313589GS6 06/10/09 07/23/08 97.406 25.94 313589GT4 06/11/09 07/22/08 97.408 25.92 313589GU1 06/12/09 07/28/08 97.563 24.37 313589GX5 06/15/09 07/01/08 97.441 25.59 313589GY3 06/16/09 08/20/08 97.667 23.33 313589GZ0 06/17/09 09/30/08 97.833 21.67 313589HA4 06/18/09 08/15/08 97.638 23.62 313589HB2 06/19/09 06/27/08 97.323 26.77 313589HE6 06/22/09 07/21/08 97.303 26.97 313589HF3 06/23/09 11/24/08 99.150 8.50 313589HG1 06/24/09 07/23/08 97.247 27.53 313589HH9 06/25/09 07/30/08 97.388 26.12 313589HJ5 06/26/09 07/21/08 97.271 27.29 313589HM8 06/29/09 08/15/08 97.536 24.64 313589HN6 06/30/09 07/31/08 97.255 27.45 313589HP1 07/01/09 07/28/08 97.371 26.29 313589HQ9 07/02/09 07/09/08 97.312 26.88 313589HR7 07/03/09 01/30/09 99.790 2.10 313589HU0 07/06/09 09/15/08 98.073 19.27 313589HV8 07/07/09 10/02/08 97.683 23.17 313589HW6 07/08/09 10/14/08 97.812 21.88 313589HX4 07/09/09 11/20/08 98.973 10.27 313589HY2 07/10/09 07/17/08 97.216 27.84 313589JB0 07/13/09 07/22/08 97.093 29.07 313589JC8 07/14/09 08/14/08 97.411 25.89 313589JD6 07/15/09 08/06/08 97.313 26.87 313589JE4 07/16/09 07/21/08 97.070 29.30 313589JF1 07/17/09 10/20/08 97.788 22.12 313589JJ3 07/20/09 07/29/08 97.162 28.38 313589JK0 07/21/09 08/07/08 97.255 27.45 Section III-C (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589JL8 07/22/09 07/30/08 97.194 28.06 313589JM6 07/23/09 10/21/08 97.747 22.53 313589JN4 07/24/09 09/16/08 97.909 20.91 313589JR5 07/27/09 08/27/08 97.319 26.81 313589JS3 07/28/09 09/05/08 97.501 24.99 313589JT1 07/29/09 10/28/08 97.831 21.69 313589JU8 07/30/09 08/06/08 97.206 27.94 313589JV6 07/31/09 08/29/08 97.331 26.69 313589JY0 08/03/09 10/03/08 97.382 26.18 313589JZ7 08/04/09 11/06/08 98.532 14.68 313589KA0 08/05/09 11/06/08 98.527 14.73 313589KB8 08/06/09 09/18/08 97.558 24.42 313589KC6 08/07/09 08/13/08 97.183 28.17 313589KF9 08/10/09 10/02/08 97.313 26.87 313589KG7 08/11/09 10/15/08 97.542 24.58 313589KH5 08/12/09 11/04/08 98.166 18.34 313589KJ1 08/13/09 10/20/08 97.566 24.34 313589KK8 08/14/09 09/17/08 97.674 23.26 313589KN2 08/17/09 08/27/08 97.160 28.40 313589KP7 08/18/09 09/12/08 97.620 23.80 313589KQ5 08/19/09 08/28/08 97.162 28.38 313589KR3 08/20/09 10/20/08 97.509 24.91 313589KS1 08/21/09 09/03/08 97.282 27.18 313589KV4 08/24/09 11/06/08 98.424 15.76 313589KW2 08/25/09 12/03/08 99.006 9.94 313589KX0 08/26/09 11/20/08 98.566 14.34 313589KY8 08/27/09 12/18/08 99.755 2.45 313589KZ5 08/28/09 09/11/08 97.602 23.98 313589LC5 08/31/09 09/10/08 97.594 24.06 313589LD3 09/01/09 10/02/08 97.217 27.83 313589LE1 09/02/09 12/02/08 98.820 11.80 313589LF8 09/03/09 11/04/08 98.022 19.78 313589LG6 09/04/09 10/07/08 97.741 22.59 313589LL5 09/08/09 10/06/08 97.473 25.27 313589LM3 09/09/09 09/18/08 97.399 26.01 313589LN1 09/10/09 12/11/08 99.621 3.79 313589LP6 09/11/09 11/24/08 98.666 13.34 313589LS0 09/14/09 11/06/08 98.310 16.90 313589LT8 09/15/09 10/16/08 97.078 29.22 313589LU5 09/16/09 10/09/08 98.052 19.48 313589LV3 09/17/09 12/11/08 99.611 3.89 313589LW1 09/18/09 10/03/08 97.278 27.22 313589LZ4 09/21/09 01/05/09 99.532 4.68 313589MA8 09/22/09 01/26/09 99.628 3.72 313589MB6 09/23/09 10/14/08 97.133 28.67 313589MC4 09/24/09 10/14/08 97.125 28.75 313589MD2 09/25/09 10/02/08 96.753 32.47 313589MG5 09/28/09 01/02/09 99.544 4.56 Section III-C (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589MH3 09/29/09 01/02/09 99.543 4.57 313589MJ9 09/30/09 10/21/08 97.181 28.19 313589MK6 10/01/09 10/16/08 96.889 31.11 313589ML4 10/02/09 12/09/08 99.134 8.66 313589MP5 10/05/09 11/05/08 98.144 18.56 313589MQ3 10/06/09 11/07/08 98.150 18.50 313589MR1 10/07/09 10/16/08 96.836 31.64 313589MS9 10/08/09 11/07/08 98.139 18.61 313589MT7 10/09/09 11/05/08 98.122 18.78 313589MX8 10/13/09 11/21/08 98.461 15.39 313589MY6 10/14/09 11/05/08 98.094 19.06 313589MZ3 10/15/09 11/14/08 98.185 18.15 313589NA7 10/16/09 10/24/08 97.124 28.76 313589ND1 10/19/09 11/14/08 98.164 18.36 313589NE9 10/20/09 12/03/08 98.663 13.37 313589NF6 10/21/09 11/25/08 98.579 14.21 313589NG4 10/22/09 01/13/09 99.608 3.92 313589NH2 10/23/09 12/29/08 99.545 4.55 313589NL3 10/26/09 11/05/08 98.028 19.72 313589NM1 10/27/09 02/04/09 99.529 4.71 313589NN9 10/28/09 11/04/08 97.663 23.37 313589NP4 10/29/09 11/19/08 98.089 19.11 313589NQ2 10/30/09 11/06/08 97.961 20.39 313589NT6 11/02/09 11/13/08 97.984 20.16 313589NU3 11/03/09 11/14/08 97.984 20.16 313589NV1 11/04/09 11/13/08 97.973 20.27 313589NW9 11/05/09 11/10/08 97.930 20.70 313589NX7 11/06/09 11/12/08 97.956 20.44 313589PA5 11/09/09 12/03/08 98.484 15.16 313589PB3 11/10/09 11/20/08 98.225 17.75 313589PD9 11/12/09 11/17/08 97.820 21.80 313589PE7 11/13/09 11/20/08 98.210 17.90 313589PH0 11/16/09 01/02/09 99.320 6.80 313589PJ6 11/17/09 01/07/09 99.381 6.19 313589PK3 11/18/09 01/16/09 99.448 5.52 313589PL1 11/19/09 12/01/08 98.333 16.67 313589PM9 11/20/09 12/01/08 98.279 17.21 313589PQ0 11/23/09 01/06/09 99.296 7.04 313589PR8 11/24/09 01/09/09 99.442 5.58 313589PS6 11/25/09 12/09/08 98.928 10.72 313589PU1 11/27/09 12/29/08 99.445 5.55 313589PX5 11/30/09 12/16/08 99.224 7.76 313589PY3 12/01/09 12/09/08 98.860 11.40 313589PZ0 12/02/09 12/12/08 99.113 8.87 313589QA4 12/03/09 12/09/08 98.853 11.47 313589QB2 12/04/09 12/15/08 99.066 9.34 313589QE6 12/07/09 12/12/08 99.050 9.50 313589QF3 12/08/09 01/02/09 99.273 7.27 Section III-C (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589QG1 12/09/09 12/16/08 99.055 9.45 313589QH9 12/10/09 12/15/08 99.000 10.00 313589QJ5 12/11/09 01/21/09 99.361 6.39 313589QM8 12/14/09 01/05/09 99.181 8.19 313589QN6 12/15/09 01/09/09 99.490 5.10 313589QP1 12/16/09 03/06/09 99.446 5.54 313589QQ9 12/17/09 02/24/09 99.392 6.08 313589QR7 12/18/09 01/02/09 99.251 7.49 313589QU0 12/21/09 01/05/09 99.174 8.26 313589QV8 12/22/09 03/30/09 99.681 3.19 313589QW6 12/23/09 01/02/09 99.241 7.59 313589QX4 12/24/09 01/02/09 99.239 7.61 313589RB1 12/28/09 01/05/09 99.157 8.43 313589RC9 12/29/09 01/13/09 99.368 6.32 313589RD7 12/30/09 01/05/09 99.152 8.48 313589RE5 12/31/09 01/05/09 99.150 8.50 Section III-D FEDERAL FARM CREDIT BANKS Short-Term Obligations Issued at a Discount and Maturing in 2009 Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313AB4 01/02/09 11/20/08 99.967 0.33 313313AE8 01/05/09 09/17/08 99.364 6.36 313313AF5 01/06/09 11/24/08 99.967 0.33 313313AG3 01/07/09 11/24/08 99.966 0.34 313313AH1 01/08/09 01/09/08 96.553 34.47 313313AJ7 01/09/09 11/28/08 99.962 0.38 313313AM0 01/12/09 02/08/08 97.797 22.03 313313AN8 01/13/09 12/02/08 99.967 0.33 313313AP3 01/14/09 12/03/08 99.967 0.33 313313AQ1 01/15/09 01/17/08 96.855 31.45 313313AR9 01/16/09 07/21/08 98.658 13.42 313313AV0 01/20/09 01/23/08 97.479 25.21 313313AW8 01/21/09 05/22/08 98.509 14.91 313313AX6 01/22/09 12/10/08 99.990 0.10 313313AY4 01/23/09 12/10/08 99.990 0.10 313313BB3 01/26/09 09/23/08 99.174 8.26 313313BC1 01/27/09 12/12/08 99.992 0.08 313313BD9 01/28/09 12/12/08 99.992 0.08 313313BE7 01/29/09 08/01/08 98.718 12.82 313313BF4 01/30/09 02/06/08 97.647 23.53 313313BJ6 02/02/09 12/19/08 99.986 0.14 313313BK3 02/03/09 12/19/08 99.986 0.14 313313BL1 02/04/09 12/29/08 99.992 0.08 313313BM9 02/05/09 04/24/08 98.342 16.58 313313BN7 02/06/09 10/08/08 99.570 4.30 313313BR8 02/09/09 12/31/08 99.994 0.06 313313BS6 02/10/09 12/31/08 99.994 0.06 313313BT4 02/11/09 01/02/09 99.994 0.06 313313BU1 02/12/09 05/08/08 98.328 16.72 313313BV9 02/13/09 05/05/08 98.320 16.80 313313BZ0 02/17/09 01/06/09 99.987 0.13 313313CA4 02/18/09 07/22/08 98.371 16.29 313313CB2 02/19/09 01/07/09 99.988 0.12 313313CC0 02/20/09 10/09/08 99.524 4.76 313313CF3 02/23/09 01/08/09 99.986 0.14 313313CG1 02/24/09 05/05/08 98.255 17.45 313313CH9 02/25/09 02/28/08 97.620 23.80 313313CJ5 02/26/09 08/28/08 98.620 13.80 313313CK2 02/27/09 07/18/08 98.351 16.49 313313CN6 03/02/09 03/18/08 98.400 16.00 313313CP1 03/03/09 01/23/09 99.975 0.25 313313CQ9 03/04/09 01/23/09 99.974 0.26 313313CR7 03/05/09 01/26/09 99.976 0.24 313313CS5 03/06/09 01/26/09 99.975 0.25 Section III-D (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313CV8 03/09/09 01/26/09 99.972 0.28 313313CW6 03/10/09 10/16/08 98.961 10.39 313313CX4 03/11/09 01/27/09 99.975 0.25 313313CY2 03/12/09 01/27/09 99.973 0.27 313313CZ9 03/13/09 12/17/08 99.964 0.36 313313DC9 03/16/09 08/20/08 98.434 15.66 313313DD7 03/17/09 06/18/08 97.968 20.32 313313DE5 03/18/09 03/18/08 98.327 16.73 313313DF2 03/19/09 01/29/09 99.970 0.30 313313DG0 03/20/09 09/22/08 98.792 12.08 313313DK1 03/23/09 09/24/08 98.585 14.15 313313DL9 03/24/09 01/30/09 99.968 0.32 313313DM7 03/25/09 11/07/08 99.605 3.95 313313DN5 03/26/09 06/30/08 98.020 19.80 313313DP0 03/27/09 03/28/08 97.978 20.22 313313DS4 03/30/09 09/24/08 98.478 15.22 313313DT2 03/31/09 02/05/09 99.958 0.42 313313DU9 04/01/09 02/06/09 99.951 0.49 313313DV7 04/02/09 02/09/09 99.952 0.48 313313DW5 04/03/09 02/10/09 99.952 0.48 313313DZ8 04/06/09 04/10/08 97.934 20.66 313313EA2 04/07/09 02/11/09 99.950 0.50 313313EB0 04/08/09 02/11/09 99.949 0.51 313313EC8 04/09/09 12/11/08 99.957 0.43 313313ED6 04/10/09 02/18/09 99.953 0.47 313313EG9 04/13/09 02/20/09 99.952 0.48 313313EH7 04/14/09 11/10/08 99.513 4.87 313313EJ3 04/15/09 10/29/08 98.703 12.97 313313EK0 04/16/09 04/16/08 97.911 20.89 313313EL8 04/17/09 02/27/09 99.963 0.37 313313EP9 04/20/09 01/26/09 99.918 0.82 313313EQ7 04/21/09 03/02/09 99.963 0.37 313313ER5 04/22/09 03/02/09 99.962 0.38 313313ES3 04/23/09 04/24/08 97.897 21.03 313313ET1 04/24/09 04/25/08 97.776 22.24 313313EW4 04/27/09 12/18/08 99.931 0.69 313313EX2 04/28/09 03/09/09 99.967 0.33 313313EY0 04/29/09 09/25/08 98.182 18.18 313313EZ7 04/30/09 03/10/09 99.966 0.34 313313FA1 05/01/09 05/02/08 97.745 22.55 313313FD5 05/04/09 05/08/08 97.784 22.16 313313FE3 05/05/09 03/12/09 99.963 0.37 313313FF0 05/06/09 03/12/09 99.962 0.38 313313FG8 05/07/09 03/12/09 99.961 0.39 313313FH6 05/08/09 05/15/08 97.753 22.47 313313FL7 05/11/09 09/30/08 98.278 17.22 313313FM5 05/12/09 05/12/08 97.709 22.91 313313FN3 05/13/09 03/19/09 99.971 0.29 Section III-D (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313FP8 05/14/09 12/31/08 99.914 0.86 313313FQ6 05/15/09 05/15/08 97.638 23.62 313313FT0 05/18/09 03/23/09 99.970 0.30 313313FU7 05/19/09 01/16/09 99.877 1.23 313313FV5 05/20/09 05/23/08 97.627 23.73 313313FW3 05/21/09 04/01/09 99.971 0.29 313313FX1 05/22/09 09/12/08 98.299 17.01 313313GB8 05/26/09 09/22/08 98.271 17.29 313313GC6 05/27/09 04/13/09 99.978 0.22 313313GD4 05/28/09 09/25/08 97.938 20.62 313313GE2 05/29/09 06/03/08 97.520 24.80 313313GH5 06/01/09 04/08/09 99.969 0.31 313313GJ1 06/02/09 10/16/08 98.168 18.32 313313GK8 06/03/09 04/15/09 99.976 0.24 313313GL6 06/04/09 06/04/08 97.516 24.84 313313GM4 06/05/09 04/21/09 99.984 0.16 313313GQ5 06/08/09 07/07/08 97.508 24.92 313313GR3 06/09/09 03/11/09 99.918 0.82 313313GS1 06/10/09 06/11/08 97.189 28.11 313313GT9 06/11/09 04/24/09 99.983 0.17 313313GU6 06/12/09 04/24/09 99.982 0.18 313313GX0 06/15/09 07/11/08 97.429 25.71 313313GY8 06/16/09 06/16/08 97.181 28.19 313313GZ5 06/17/09 06/17/08 97.181 28.19 313313HA9 06/18/09 05/01/09 99.983 0.17 313313HB7 06/19/09 06/26/08 97.146 28.54 313313HE1 06/22/09 05/04/09 99.980 0.20 313313HF8 06/23/09 05/12/09 99.977 0.23 313313HG6 06/24/09 05/12/09 99.976 0.24 313313HH4 06/25/09 05/11/09 99.975 0.25 313313HJ0 06/26/09 05/12/09 99.975 0.25 313313HM3 06/29/09 09/25/08 97.630 23.70 313313HN1 06/30/09 04/03/09 99.929 0.71 313313HP6 07/01/09 07/30/08 97.405 25.95 313313HQ4 07/02/09 02/05/09 99.804 1.96 313313HU5 07/06/09 11/26/08 99.118 8.82 313313HV3 07/07/09 05/13/09 99.969 0.31 313313HW1 07/08/09 07/08/08 97.303 26.97 313313HX9 07/09/09 05/14/09 99.969 0.31 313313HY7 07/10/09 05/14/09 99.968 0.32 313313JB5 07/13/09 07/31/08 97.369 26.31 313313JC3 07/14/09 09/17/08 97.975 20.25 313313JD1 07/15/09 10/28/08 97.956 20.44 313313JE9 07/16/09 01/16/09 99.779 2.21 313313JF6 07/17/09 12/19/08 99.778 2.22 313313JJ8 07/20/09 01/27/09 99.744 2.56 313313JK5 07/21/09 05/22/09 99.967 0.33 313313JL3 07/22/09 12/09/08 99.638 3.62 Section III-D (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313JM1 07/23/09 06/23/09 99.985 0.15 313313JN9 07/24/09 02/23/09 99.811 1.89 313313JR0 07/27/09 06/16/09 99.978 0.22 313313JS8 07/28/09 09/29/08 97.668 23.32 313313JT6 07/29/09 01/30/09 99.740 2.60 313313JU3 07/30/09 09/24/08 97.356 26.44 313313JV1 07/31/09 08/06/08 97.228 27.72 313313JY5 08/03/09 02/03/09 99.713 2.87 313313JZ2 08/04/09 05/27/09 99.960 0.40 313313KA5 08/05/09 05/27/09 99.959 0.41 313313KB3 08/06/09 02/27/09 99.756 2.44 313313KC1 08/07/09 05/28/09 99.959 0.41 313313KF4 08/10/09 11/10/08 98.574 14.26 313313KG2 08/11/09 05/28/09 99.956 0.44 313313KH0 08/12/09 05/28/09 99.956 0.44 313313KJ6 08/13/09 09/17/08 97.773 22.27 313313KK3 08/14/09 09/29/08 97.537 24.63 313313KN7 08/17/09 12/31/08 99.695 3.05 313313KP2 08/18/09 03/17/09 99.816 1.84 313313KQ0 08/19/09 11/17/08 98.526 14.74 313313KR8 08/20/09 06/01/09 99.958 0.42 313313KS6 08/21/09 11/21/08 98.802 11.98 313313KV9 08/24/09 10/23/08 97.560 24.40 313313KW7 08/25/09 06/02/09 99.958 0.42 313313KX5 08/26/09 06/02/09 99.958 0.42 313313KY3 08/27/09 03/04/09 99.726 2.74 313313KZ0 08/28/09 08/28/08 97.181 28.19 313313LC0 08/31/09 06/03/09 99.958 0.42 313313LD8 09/01/09 06/03/09 99.958 0.42 313313LE6 09/02/09 06/03/09 99.957 0.43 313313LF3 09/03/09 08/31/09 99.999 0.01 313313LG1 09/04/09 11/26/08 98.802 11.98 313313LL0 09/08/09 03/02/09 99.678 3.22 313313LM8 09/09/09 10/24/08 97.413 25.87 313313LN6 09/10/09 06/05/09 99.943 0.57 313313LP1 09/11/09 06/05/09 99.943 0.57 313313LS5 09/14/09 11/18/08 98.392 16.08 313313LT3 09/15/09 09/17/08 97.550 24.50 313313LV8 09/17/09 11/10/08 98.376 16.24 313313LW6 09/18/09 10/15/08 97.390 26.10 313313LZ9 09/21/09 11/24/08 98.595 14.05 313313MA3 09/22/09 06/09/09 99.933 0.67 313313MB1 09/23/09 03/16/09 99.692 3.08 313313MC9 09/24/09 09/26/08 96.995 30.05 313313MG0 09/28/09 03/27/09 99.805 1.95 313313MH8 09/29/09 06/10/09 99.932 0.68 313313MJ4 09/30/09 03/31/09 99.781 2.19 313313MK1 10/01/09 11/26/08 98.644 13.56 Section III-D (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313ML9 10/02/09 03/31/09 99.779 2.21 313313MP0 10/05/09 02/27/09 99.536 4.64 313313MQ8 10/06/09 09/30/09 99.999 0.01 313313MR6 10/07/09 10/09/08 97.953 20.47 313313MS4 10/08/09 06/11/09 99.924 0.76 313313MX3 10/13/09 06/12/09 99.921 0.79 313313MY1 10/14/09 06/12/09 99.921 0.79 313313MZ8 10/15/09 04/30/09 99.860 1.40 313313NA2 10/16/09 10/20/08 96.962 30.38 313313ND6 10/19/09 06/19/09 99.915 0.85 313313NE4 10/20/09 06/22/09 99.917 0.83 313313NF1 10/21/09 06/22/09 99.916 0.84 313313NG9 10/22/09 12/01/08 98.528 14.72 313313NH7 10/23/09 09/23/09 99.992 0.08 313313NL8 10/26/09 08/28/09 99.972 0.28 313313NM6 10/27/09 06/24/09 99.906 0.94 313313NN4 10/28/09 06/24/09 99.906 0.94 313313NP9 10/29/09 06/26/09 99.917 0.83 313313NQ7 10/30/09 06/26/09 99.916 0.84 313313NT1 11/02/09 05/04/09 99.823 1.77 313313NU8 11/03/09 04/03/09 99.715 2.85 313313NV6 11/04/09 07/07/09 99.920 0.80 313313NW4 11/05/09 07/07/09 99.919 0.81 313313NX2 11/06/09 07/10/09 99.921 0.79 313313PA0 11/09/09 11/13/08 98.065 19.35 313313PB8 11/10/09 11/14/08 97.994 20.06 313313PD4 11/12/09 11/05/09 99.999 0.01 313313PE2 11/13/09 11/14/08 97.978 20.22 313313PH5 11/16/09 11/06/09 99.998 0.02 313313PJ1 11/17/09 12/23/08 99.379 6.21 313313PK8 11/18/09 11/18/08 97.840 21.60 313313PM4 11/20/09 12/19/08 99.365 6.35 313313PQ5 11/23/09 05/22/09 99.841 1.59 313313PR3 11/24/09 05/27/09 99.844 1.56 313313PS1 11/25/09 11/26/08 98.332 16.68 313313PX0 11/30/09 10/30/09 99.993 0.07 313313PY8 12/01/09 12/04/08 98.361 16.39 313313PZ5 12/02/09 12/03/08 98.301 16.99 313313QA9 12/03/09 04/03/09 99.641 3.59 313313QB7 12/04/09 07/22/09 99.906 0.94 313313QE1 12/07/09 12/03/09 99.999 0.01 313313QF8 12/08/09 07/23/09 99.904 0.96 313313QG6 12/09/09 12/11/08 98.861 11.39 313313QH4 12/10/09 07/27/09 99.902 0.98 313313QJ0 12/11/09 12/12/08 99.060 9.40 313313QM3 12/14/09 07/28/09 99.903 0.97 313313QN1 12/15/09 02/03/09 99.283 7.17 313313QP6 12/16/09 06/25/09 99.831 1.69 Section III-D (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313QU5 12/21/09 12/29/08 99.177 8.23 313313QV3 12/22/09 12/22/08 99.260 7.40 313313QW1 12/23/09 07/29/09 99.894 1.06 313313RB6 12/28/09 06/30/09 99.809 1.91 313313RC4 12/29/09 07/29/09 99.890 1.10 313313RE0 12/31/09 07/30/09 99.889 1.11 Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313LU0 09/16/09 09/15/09 99.9997 0.003 313313MD7 09/25/09 09/24/09 99.9998 0.002 313313MT2 10/09/09 10/07/09 99.9997 0.003 313313PL6 11/19/09 11/18/09 99.9999 0.001 313313PU6 11/27/09 11/25/09 99.9997 0.003 Section III-E FEDERAL HOME LOAN MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2009 Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397AB7 01/02/09 02/07/08 97.919 20.81 313397AE1 01/05/09 01/07/08 96.487 35.13 313397AF8 01/06/09 04/04/08 98.400 16.00 313397AG6 01/07/09 05/02/08 98.590 14.10 313397AH4 01/08/09 04/24/08 98.496 15.04 313397AJ0 01/09/09 04/03/08 98.408 15.92 313397AM3 01/12/09 02/14/08 97.956 20.44 313397AN1 01/13/09 08/27/08 98.938 10.62 313397AP6 01/14/09 08/14/08 98.882 11.18 313397AQ4 01/15/09 02/14/08 97.919 20.81 313397AR2 01/16/09 09/30/08 99.157 8.43 313397AV3 01/20/09 06/24/08 98.461 15.39 313397AW1 01/21/09 10/03/08 99.266 7.34 313397AX9 01/22/09 02/13/08 97.888 21.12 313397AY7 01/23/09 02/20/08 97.803 21.97 313397BB6 01/26/09 06/25/08 98.411 15.89 313397BC4 01/27/09 07/03/08 98.579 14.21 313397BD2 01/28/09 06/17/08 98.363 16.37 313397BE0 01/29/09 09/02/08 98.854 11.46 313397BF7 01/30/09 03/06/08 98.213 17.87 313397BJ9 02/02/09 02/04/08 97.444 25.56 313397BK6 02/03/09 07/24/08 98.545 14.55 313397BL4 02/04/09 09/25/08 98.951 10.49 313397BM2 02/05/09 08/27/08 98.731 12.69 313397BN0 02/06/09 08/27/08 98.752 12.48 313397BR1 02/09/09 08/11/08 98.631 13.69 313397BS9 02/10/09 08/29/08 98.730 12.70 313397BT7 02/11/09 09/09/08 99.010 9.90 313397BU4 02/12/09 08/29/08 98.715 12.85 313397BV2 02/13/09 07/31/08 98.566 14.34 313397BZ3 02/17/09 04/14/08 98.206 17.94 313397CA7 02/18/09 10/03/08 98.942 10.58 313397CB5 02/19/09 10/16/08 99.178 8.22 313397CC3 02/20/09 04/15/08 98.264 17.36 313397CF6 02/23/09 05/22/08 98.253 17.47 313397CG4 02/24/09 04/22/08 98.220 17.80 313397CH2 02/25/09 08/05/08 98.464 15.36 313397CJ8 02/26/09 04/09/08 98.170 18.30 313397CK5 02/27/09 03/26/08 98.103 18.97 313397CN9 03/02/09 03/03/08 97.787 22.13 313397CP4 03/03/09 10/30/08 99.225 7.75 313397CQ2 03/04/09 08/19/08 98.506 14.94 313397CR0 03/05/09 10/31/08 99.264 7.36 313397CS8 03/06/09 10/29/08 99.076 9.24 Section III-E (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397CV1 03/09/09 05/15/08 98.138 18.62 313397CW9 03/10/09 10/03/08 98.837 11.63 313397CX7 03/11/09 10/03/08 98.830 11.70 313397CY5 03/12/09 05/01/08 98.189 18.11 313397CZ2 03/13/09 05/22/08 98.123 18.77 313397DC2 03/16/09 09/10/08 98.785 12.15 313397DD0 03/17/09 10/22/08 98.966 10.34 313397DE8 03/18/09 10/27/08 98.915 10.85 313397DF5 03/19/09 09/10/08 98.728 12.72 313397DG3 03/20/09 10/30/08 99.080 9.20 313397DK4 03/23/09 06/06/08 98.075 19.25 313397DL2 03/24/09 06/24/08 97.937 20.63 313397DM0 03/25/09 06/19/08 97.892 21.08 313397DN8 03/26/09 06/05/08 98.065 19.35 313397DP3 03/27/09 06/19/08 97.877 21.23 313397DS7 03/30/09 03/31/08 97.877 21.23 313397DT5 03/31/09 06/25/08 97.869 21.31 313397DU2 04/01/09 07/15/08 98.194 18.06 313397DV0 04/02/09 11/04/08 99.296 7.04 313397DW8 04/03/09 04/30/08 97.897 21.03 313397DZ1 04/06/09 04/18/08 97.990 20.10 313397EA5 04/07/09 10/23/08 98.732 12.68 313397EB3 04/08/09 09/25/08 98.413 15.87 313397EC1 04/09/09 04/17/08 97.927 20.73 313397ED9 04/10/09 04/21/08 97.965 20.35 313397EG2 04/13/09 06/16/08 97.768 22.32 313397EH0 04/14/09 10/06/08 98.707 12.93 313397EJ6 04/15/09 10/06/08 98.859 11.41 313397EK3 04/16/09 07/02/08 97.968 20.32 313397EL1 04/17/09 05/16/08 97.825 21.75 313397EP2 04/20/09 10/14/08 98.950 10.50 313397EQ0 04/21/09 11/14/08 99.408 5.92 313397ER8 04/22/09 10/16/08 98.590 14.10 313397ES6 04/23/09 10/10/08 98.911 10.89 313397ET4 04/24/09 11/20/08 99.419 5.81 313397EW7 04/27/09 04/28/08 97.624 23.76 313397EX5 04/28/09 12/02/08 99.571 4.29 313397EY3 04/29/09 12/30/08 99.960 0.40 313397EZ0 04/30/09 11/24/08 99.477 5.23 313397FA4 05/01/09 09/09/08 98.486 15.14 313397FD8 05/04/09 05/16/08 97.748 22.52 313397FE6 05/05/09 11/20/08 99.424 5.76 313397FF3 05/06/09 11/20/08 99.420 5.80 313397FG1 05/07/09 10/23/08 98.503 14.97 313397FH9 05/08/09 05/14/08 97.736 22.64 313397FL0 05/11/09 11/10/08 99.267 7.33 313397FM8 05/12/09 11/25/08 99.463 5.37 313397FN6 05/13/09 11/25/08 99.460 5.40 Section III-E (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397FP1 05/14/09 01/22/09 99.882 1.18 313397FQ9 05/15/09 06/18/08 97.481 25.19 313397FT3 05/18/09 10/31/08 98.718 12.82 313397FU0 05/19/09 10/30/08 98.604 13.96 313397FV8 05/20/09 10/21/08 98.330 16.70 313397FW6 05/21/09 06/05/08 97.618 23.82 313397FX4 05/22/09 06/03/08 97.607 23.93 313397GB1 05/26/09 05/27/08 97.462 25.38 313397GC9 05/27/09 10/30/08 98.549 14.51 313397GD7 05/28/09 11/18/08 99.072 9.28 313397GE5 05/29/09 06/26/08 97.444 25.56 313397GH8 06/01/09 11/18/08 99.052 9.48 313397GJ4 06/02/09 11/19/08 99.052 9.48 313397GK1 06/03/09 11/18/08 99.042 9.58 313397GL9 06/04/09 06/06/08 97.530 24.70 313397GM7 06/05/09 11/14/08 99.098 9.02 313397GQ8 06/08/09 11/05/08 99.044 9.56 313397GR6 06/09/09 12/30/08 99.857 1.43 313397GS4 06/10/09 11/28/08 99.407 5.93 313397GT2 06/11/09 12/30/08 99.855 1.45 313397GU9 06/12/09 11/06/08 99.031 9.69 313397GX3 06/15/09 11/17/08 99.008 9.92 313397GY1 06/16/09 02/26/09 99.884 1.16 313397GZ8 06/17/09 11/20/08 99.013 9.87 313397HA2 06/18/09 12/09/08 99.724 2.76 313397HB0 06/19/09 09/29/08 97.845 21.55 313397HE4 06/22/09 06/23/08 97.017 29.83 313397HF1 06/23/09 10/30/08 98.361 16.39 313397HG9 06/24/09 11/26/08 99.258 7.42 313397HH7 06/25/09 10/31/08 98.486 15.14 313397HJ3 06/26/09 11/04/08 98.665 13.35 313397HM6 06/29/09 11/03/08 98.479 15.21 313397HN4 06/30/09 10/21/08 97.970 20.30 313397HP9 07/01/09 07/29/08 97.379 26.21 313397HQ7 07/02/09 07/30/08 97.435 25.65 313397HU8 07/06/09 09/29/08 97.783 22.17 313397HV6 07/07/09 11/13/08 98.820 11.80 313397HW4 07/08/09 11/13/08 98.815 11.85 313397HX2 07/09/09 11/25/08 99.121 8.79 313397HY0 07/10/09 10/31/08 98.250 17.50 313397JB8 07/13/09 01/12/09 99.834 1.66 313397JC6 07/14/09 02/11/09 99.771 2.29 313397JD4 07/15/09 02/27/09 99.847 1.53 313397JE2 07/16/09 03/11/09 99.869 1.31 313397JF9 07/17/09 05/11/09 99.968 0.32 313397JJ1 07/20/09 07/21/08 96.926 30.74 313397JK8 07/21/09 12/16/08 99.699 3.01 313397JL6 07/22/09 02/10/09 99.730 2.70 Section III-E (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397JM4 07/23/09 02/10/09 99.728 2.72 313397JN2 07/24/09 08/12/08 97.309 26.91 313397JR3 07/27/09 12/30/08 99.768 2.32 313397JS1 07/28/09 12/09/08 99.602 3.98 313397JT9 07/29/09 02/26/09 99.788 2.12 313397JU6 07/30/09 02/10/09 99.717 2.83 313397JV4 07/31/09 09/29/08 97.585 24.15 313397JY8 08/03/09 11/07/08 98.543 14.57 313397JZ5 08/04/09 02/23/09 99.775 2.25 313397KA8 08/05/09 02/26/09 99.769 2.31 313397KB6 08/06/09 02/24/09 99.765 2.35 313397KC4 08/07/09 09/04/08 97.398 26.02 313397KF7 08/10/09 12/01/08 99.020 9.80 313397KG5 08/11/09 12/02/08 98.985 10.15 313397KH3 08/12/09 12/09/08 99.542 4.58 313397KJ9 08/13/09 12/02/08 98.977 10.23 313397KK6 08/14/09 12/02/08 98.973 10.27 313397KN0 08/17/09 08/18/08 97.027 29.73 313397KP5 08/18/09 03/10/09 99.790 2.10 313397KQ3 08/19/09 02/03/09 99.694 3.06 313397KR1 08/20/09 03/31/09 99.894 1.06 313397KS9 08/21/09 09/25/08 97.479 25.21 313397KV2 08/24/09 02/23/09 99.698 3.02 313397KW0 08/25/09 01/14/09 99.765 2.35 313397KX8 08/26/09 01/27/09 99.707 2.93 313397KY6 08/27/09 01/26/09 99.704 2.96 313397KZ3 08/28/09 12/31/08 99.667 3.33 313397LC3 08/31/09 11/07/08 98.391 16.09 313397LD1 09/01/09 12/30/08 99.612 3.88 313397LE9 09/02/09 12/30/08 99.611 3.89 313397LF6 09/03/09 12/31/08 99.693 3.07 313397LG4 09/04/09 01/08/09 99.668 3.32 313397LL3 09/08/09 12/18/08 99.670 3.30 313397LM1 09/09/09 12/19/08 99.633 3.67 313397LN9 09/10/09 12/31/08 99.684 3.16 313397LP4 09/11/09 01/29/09 99.656 3.44 313397LS8 09/14/09 09/15/08 97.321 26.79 313397LT6 09/15/09 12/02/08 98.764 12.36 313397LU3 09/16/09 12/30/08 99.588 4.12 313397LV1 09/17/09 12/30/08 99.587 4.13 313397LW9 09/18/09 12/31/08 99.674 3.26 313397LZ2 09/21/09 12/30/08 99.580 4.20 313397MA6 09/22/09 02/10/09 99.633 3.67 313397MB4 09/23/09 01/14/09 99.685 3.15 313397MC2 09/24/09 01/14/09 99.684 3.16 313397MD0 09/25/09 12/31/08 99.601 3.99 313397MG3 09/28/09 03/02/09 99.638 3.62 313397MH1 09/29/09 02/12/09 99.555 4.45 Section III-E (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397MJ7 09/30/09 12/04/08 98.875 11.25 313397MK4 10/01/09 05/15/09 99.911 0.89 313397ML2 10/02/09 06/01/09 99.928 0.72 313397MP3 10/05/09 01/14/09 99.633 3.67 313397MQ1 10/06/09 02/02/09 99.563 4.37 313397MR9 10/07/09 03/02/09 99.617 3.83 313397MS7 10/08/09 01/20/09 99.601 3.99 313397MT5 10/09/09 01/15/09 99.607 3.93 313397MX6 10/13/09 10/14/08 96.967 30.33 313397MY4 10/14/09 11/06/08 98.148 18.52 313397MZ1 10/15/09 11/07/08 98.148 18.52 313397NA5 10/16/09 03/03/09 99.603 3.97 313397ND9 10/19/09 02/27/09 99.584 4.16 313397NE7 10/20/09 03/12/09 99.642 3.58 313397NF4 10/21/09 02/27/09 99.580 4.20 313397NG2 10/22/09 02/10/09 99.570 4.30 313397NH0 10/23/09 10/23/08 97.060 29.40 313397NL1 10/26/09 01/07/09 99.448 5.52 313397NM9 10/27/09 03/19/09 99.753 2.47 313397NN7 10/28/09 03/25/09 99.747 2.53 313397NP2 10/29/09 03/19/09 99.714 2.86 313397NQ0 10/30/09 03/05/09 99.522 4.78 313397NT4 11/02/09 11/13/08 97.984 20.16 313397NU1 11/03/09 02/13/09 99.379 6.21 313397NV9 11/04/09 05/28/09 99.880 1.20 313397NW7 11/05/09 02/05/09 99.431 5.69 313397NX5 11/06/09 04/24/09 99.853 1.47 313397PA3 11/09/09 11/10/08 97.897 21.03 313397PB1 11/10/09 06/11/09 99.890 1.10 313397PD7 11/12/09 03/27/09 99.713 2.87 313397PE5 11/13/09 12/04/08 98.519 14.81 313397PH8 11/16/09 01/12/09 99.572 4.28 313397PJ4 11/17/09 01/15/09 99.490 5.10 313397PK1 11/18/09 12/03/08 98.347 16.53 313397PL9 11/19/09 12/04/08 98.493 15.07 313397PM7 11/20/09 12/02/08 98.333 16.67 313397PQ8 11/23/09 03/03/09 99.463 5.37 313397PR6 11/24/09 03/05/09 99.465 5.35 313397PS4 11/25/09 12/11/08 99.321 6.79 313397PU9 11/27/09 06/30/09 99.892 1.08 313397PX3 11/30/09 06/01/09 99.861 1.39 313397PY1 12/01/09 04/01/09 99.695 3.05 313397PZ8 12/02/09 06/26/09 99.881 1.19 313397QA2 12/03/09 06/22/09 99.868 1.32 313397QB0 12/04/09 01/08/09 99.404 5.96 313397QE4 12/07/09 12/08/08 98.840 11.60 313397QF1 12/08/09 06/29/09 99.879 1.21 313397QG9 12/09/09 07/15/09 99.890 1.10 Section III-E (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397QH7 12/10/09 06/22/09 99.858 1.42 313397QJ3 12/11/09 05/28/09 99.847 1.53 313397QM6 12/14/09 04/15/09 99.717 2.83 313397QN4 12/15/09 05/13/09 99.820 1.80 313397QP9 12/16/09 07/10/09 99.890 1.10 313397QQ7 12/17/09 04/29/09 99.807 1.93 313397QR5 12/18/09 04/23/09 99.774 2.26 313397QU8 12/21/09 01/05/09 99.174 8.26 313397QV6 12/22/09 02/10/09 99.300 7.00 313397QW4 12/23/09 01/06/09 99.191 8.09 313397QX2 12/24/09 01/06/09 99.188 8.12 313397RB9 12/28/09 01/14/09 99.391 6.09 313397RC7 12/29/09 01/23/09 99.292 7.08 313397RD5 12/30/09 01/13/09 99.386 6.14 313397RE3 12/31/09 01/06/09 99.172 8.28 Section III-F FEDERAL AGRICULTURAL MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2009 Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LAB4 01/02/09 07/17/08 98.812 11.88 31315LAE8 01/05/09 12/30/08 99.999 0.01 31315LAF5 01/06/09 10/08/08 99.568 4.32 31315LAG3 01/07/09 10/28/08 99.570 4.30 31315LAH1 01/08/09 10/10/08 99.543 4.57 31315LAJ7 01/09/09 01/02/09 99.999 0.01 31315LAM0 01/12/09 10/08/08 99.552 4.48 31315LAN8 01/13/09 10/22/08 99.474 5.26 31315LAP3 01/14/09 10/20/08 99.479 5.21 31315LAQ1 01/15/09 10/17/08 99.393 6.07 31315LAV0 01/20/09 07/11/08 98.665 13.35 31315LAW8 01/21/09 10/27/08 99.431 5.69 31315LAX6 01/22/09 12/24/08 99.988 0.12 31315LAY4 01/23/09 01/16/09 99.999 0.01 31315LBE7 01/29/09 10/28/08 99.346 6.54 31315LBF4 01/30/09 07/09/08 98.588 14.12 31315LBM9 02/05/09 01/09/09 99.992 0.08 31315LBR8 02/09/09 01/08/09 99.990 0.10 31315LBS6 02/10/09 02/05/09 99.999 0.01 31315LBV9 02/13/09 11/13/08 99.762 2.38 31315LBZ0 02/17/09 02/06/09 99.995 0.05 31315LCA4 02/18/09 08/18/08 98.605 13.95 31315LCB2 02/19/09 01/23/09 99.984 0.16 31315LCC0 02/20/09 08/28/08 98.616 13.84 31315LCF3 02/23/09 02/12/09 99.994 0.06 31315LCG1 02/24/09 02/06/09 99.990 0.10 31315LCH9 02/25/09 01/21/09 99.978 0.22 31315LCJ5 02/26/09 11/18/08 99.697 3.03 31315LCK2 02/27/09 05/23/08 98.188 18.12 31315LCN6 03/02/09 01/29/09 99.980 0.20 31315LCP1 03/03/09 11/25/08 99.774 2.26 31315LCR7 03/05/09 02/03/09 99.983 0.17 31315LCS5 03/06/09 02/19/09 99.991 0.09 31315LCV8 03/09/09 03/02/09 99.997 0.03 31315LCX4 03/11/09 01/15/09 99.964 0.36 31315LCY2 03/12/09 11/18/08 99.611 3.89 31315LCZ9 03/13/09 11/13/08 99.623 3.77 31315LDC9 03/16/09 01/08/09 99.970 0.30 31315LDF2 03/19/09 03/05/09 99.993 0.07 31315LDG0 03/20/09 03/10/09 99.996 0.04 31315LDK1 03/23/09 03/24/08 98.049 19.51 31315LDM7 03/25/09 03/12/09 99.995 0.05 31315LDN5 03/26/09 03/13/09 99.997 0.03 31315LDP0 03/27/09 11/10/08 99.570 4.30 Section III-F (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LDS4 03/30/09 01/05/09 99.960 0.40 31315LDT2 03/31/09 12/24/08 99.906 0.94 31315LDU9 04/01/09 10/10/08 98.784 12.16 31315LDV7 04/02/09 12/12/08 99.935 0.65 31315LDW5 04/03/09 03/05/09 99.982 0.18 31315LDZ8 04/06/09 04/03/09 99.999 0.01 31315LEB0 04/08/09 01/12/09 99.945 0.55 31315LEC8 04/09/09 03/31/09 99.999 0.01 31315LEG9 04/13/09 03/31/09 99.998 0.02 31315LEH7 04/14/09 04/02/09 99.996 0.04 31315LEJ3 04/15/09 04/01/09 99.995 0.05 31315LEK0 04/16/09 01/16/09 99.913 0.87 31315LEL8 04/17/09 04/08/09 99.996 0.04 31315LEP9 04/20/09 04/16/09 99.999 0.01 31315LEQ7 04/21/09 04/13/09 99.998 0.02 31315LER5 04/22/09 04/14/09 99.998 0.02 31315LES3 04/23/09 01/16/09 99.907 0.93 31315LEW4 04/27/09 01/26/09 99.891 1.09 31315LEY0 04/29/09 01/29/09 99.908 0.92 31315LEZ7 04/30/09 04/03/09 99.984 0.16 31315LFA1 05/01/09 02/11/09 99.910 0.90 31315LFD5 05/04/09 05/01/09 99.999 0.01 31315LFE3 05/05/09 04/24/09 99.997 0.03 31315LFF0 05/06/09 04/09/09 99.987 0.13 31315LFG8 05/07/09 04/03/09 99.977 0.23 31315LFH6 05/08/09 02/02/09 99.902 0.98 31315LFL7 05/11/09 04/30/09 99.997 0.03 31315LFM5 05/12/09 04/15/09 99.990 0.10 31315LFN3 05/13/09 04/30/09 99.997 0.03 31315LFQ6 05/15/09 11/07/08 99.171 8.29 31315LFT0 05/18/09 05/08/09 99.996 0.04 31315LFW3 05/21/09 02/23/09 99.899 1.01 31315LGB8 05/26/09 04/01/09 99.966 0.34 31315LGD4 05/28/09 02/26/09 99.894 1.06 31315LGE2 05/29/09 05/19/09 99.997 0.03 31315LGH5 06/01/09 03/02/09 99.901 0.99 31315LGJ1 06/02/09 05/18/09 99.995 0.05 31315LGK8 06/03/09 03/04/09 99.906 0.94 31315LGL6 06/04/09 06/04/08 97.435 25.65 31315LGM4 06/05/09 05/26/09 99.996 0.04 31315LGQ5 06/08/09 06/05/09 99.998 0.02 31315LGT9 06/11/09 03/06/09 99.903 0.97 31315LGU6 06/12/09 05/12/09 99.983 0.17 31315LGX0 06/15/09 06/12/09 99.999 0.01 31315LGY8 06/16/09 06/03/09 99.995 0.05 31315LHA9 06/18/09 04/01/09 99.942 0.58 31315LHB7 06/19/09 06/11/09 99.997 0.03 31315LHE1 06/22/09 06/19/09 99.999 0.01 Section III-F (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LHF8 06/23/09 05/19/09 99.983 0.17 31315LHG6 06/24/09 05/29/09 99.988 0.12 31315LHH4 06/25/09 11/19/08 98.892 11.08 31315LHM3 06/29/09 04/03/09 99.930 0.70 31315LHN1 06/30/09 03/02/09 99.853 1.47 31315LHP6 07/01/09 04/02/09 99.930 0.70 31315LHQ4 07/02/09 06/02/09 99.988 0.12 31315LHU5 07/06/09 11/18/08 98.767 12.33 31315LHV3 07/07/09 06/11/09 99.988 0.12 31315LHX9 07/09/09 06/24/09 99.993 0.07 31315LHY7 07/10/09 04/17/09 99.951 0.49 31315LJB5 07/13/09 06/15/09 99.987 0.13 31315LJC3 07/14/09 06/05/09 99.982 0.18 31315LJD1 07/15/09 06/03/09 99.985 0.15 31315LJE9 07/16/09 04/20/09 99.949 0.51 31315LJJ8 07/20/09 07/08/09 99.995 0.05 31315LJK5 07/21/09 07/13/09 99.996 0.04 31315LJM1 07/23/09 04/21/09 99.948 0.52 31315LJR0 07/27/09 04/24/09 99.950 0.50 31315LJU3 07/30/09 04/28/09 99.954 0.46 31315LJV1 07/31/09 01/12/09 99.783 2.17 31315LJY5 08/03/09 11/17/08 98.611 13.89 31315LKA5 08/05/09 02/05/09 99.703 2.97 31315LKB3 08/06/09 07/27/09 99.996 0.04 31315LKC1 08/07/09 02/06/09 99.702 2.98 31315LKF4 08/10/09 05/11/09 99.937 0.63 31315LKJ6 08/13/09 05/19/09 99.950 0.50 31315LKN7 08/17/09 02/19/09 99.687 3.13 31315LKP2 08/18/09 08/05/09 99.994 0.06 31315LKQ0 08/19/09 08/10/09 99.997 0.03 31315LKR8 08/20/09 05/19/09 99.935 0.65 31315LKS6 08/21/09 07/21/09 99.985 0.15 31315LKV9 08/24/09 08/10/09 99.995 0.05 31315LKW7 08/25/09 02/25/09 99.683 3.17 31315LKX5 08/26/09 05/19/09 99.931 0.69 31315LKY3 08/27/09 08/21/09 99.998 0.02 31315LLC0 08/31/09 08/24/09 99.998 0.02 31315LLD8 09/01/09 08/07/09 99.988 0.12 31315LLF3 09/03/09 06/05/09 99.955 0.45 31315LLG1 09/04/09 08/06/09 99.986 0.14 31315LLL0 09/08/09 08/28/09 99.997 0.03 31315LLN6 09/10/09 09/01/09 99.997 0.03 31315LLP1 09/11/09 08/13/09 99.986 0.14 31315LLS5 09/14/09 08/19/09 99.989 0.11 31315LLT3 09/15/09 09/04/09 99.997 0.03 31315LLU0 09/16/09 09/09/09 99.998 0.02 31315LLV8 09/17/09 06/23/09 99.943 0.57 31315LLZ9 09/21/09 09/17/09 99.999 0.01 Section III-F (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LMA3 09/22/09 09/15/09 99.998 0.02 31315LMB1 09/23/09 06/24/09 99.937 0.63 31315LMC9 09/24/09 06/30/09 99.952 0.48 31315LMD7 09/25/09 11/20/08 98.515 14.85 31315LMG0 09/28/09 09/21/09 99.998 0.02 31315LMH8 09/29/09 08/28/09 99.986 0.14 31315LMK1 10/01/09 10/15/08 97.046 29.54 31315LML9 10/02/09 10/30/08 97.491 25.09 31315LMP0 10/05/09 09/24/09 99.997 0.03 31315LMQ8 10/06/09 07/08/09 99.945 0.55 31315LMR6 10/07/09 09/28/09 99.999 0.01 31315LMT2 10/09/09 07/21/09 99.953 0.47 31315LMX3 10/13/09 09/11/09 99.988 0.12 31315LMY1 10/14/09 10/05/09 99.999 0.01 31315LMZ8 10/15/09 07/16/09 99.939 0.61 31315LNA2 10/16/09 01/05/09 99.385 6.15 31315LND6 10/19/09 07/10/09 99.935 0.65 31315LNE4 10/20/09 07/20/09 99.939 0.61 31315LNG9 10/22/09 07/21/09 99.938 0.62 31315LNL8 10/26/09 09/29/09 99.996 0.04 31315LNM6 10/27/09 10/13/09 99.997 0.03 31315LNN4 10/28/09 10/15/09 99.997 0.03 31315LNP9 10/29/09 07/29/09 99.944 0.56 31315LNU8 11/03/09 10/01/09 99.993 0.07 31315LNV6 11/04/09 10/22/09 99.997 0.03 31315LNW4 11/05/09 08/13/09 99.953 0.47 31315LNX2 11/06/09 11/19/08 98.005 19.95 31315LPA0 11/09/09 10/27/09 99.998 0.02 31315LPB8 11/10/09 10/01/09 99.991 0.09 31315LPE2 11/13/09 08/17/09 99.944 0.56 31315LPJ1 11/17/09 11/10/09 99.998 0.02 31315LPK8 11/18/09 02/19/09 99.350 6.50 31315LPL6 11/19/09 10/22/09 99.992 0.08 31315LPM4 11/20/09 08/21/09 99.952 0.48 31315LPQ5 11/23/09 11/12/09 99.997 0.03 31315LPR3 11/24/09 10/28/09 99.994 0.06 31315LPS1 11/25/09 08/24/09 99.948 0.52 31315LPX0 11/30/09 10/29/09 99.994 0.06 31315LPY8 12/01/09 11/20/09 99.998 0.02 31315LPZ5 12/02/09 11/24/09 99.998 0.02 31315LQB7 12/04/09 09/11/09 99.963 0.37 31315LQE1 12/07/09 12/04/09 99.999 0.01 31315LQG6 12/09/09 12/01/09 99.998 0.02 31315LQJ0 12/11/09 11/05/09 99.992 0.08 31315LQM3 12/14/09 12/03/09 99.998 0.02 31315LQN1 12/15/09 12/03/09 99.998 0.02 31315LQQ4 12/17/09 09/18/09 99.970 0.30 31315LQR2 12/18/09 12/19/08 99.161 8.39 Section III-F (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LQU5 12/21/09 10/06/09 99.975 0.25 31315LQV3 12/22/09 09/25/09 99.966 0.34 31315LQW1 12/23/09 12/23/08 99.108 8.92 31315LRB6 12/28/09 12/14/09 99.998 0.02 31315LRC4 12/29/09 11/19/09 99.993 0.07 31315LRD2 12/30/09 10/05/09 99.969 0.31 Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LAR9 01/16/09 01/14/09 99.9997 0.003 31315LBB3 01/26/09 01/23/09 99.9997 0.003 31315LBC1 01/27/09 01/26/09 99.9999 0.001 31315LBD9 01/28/09 01/27/09 99.9999 0.001 31315LBJ6 02/02/09 01/30/09 99.9997 0.003 31315LBK3 02/03/09 02/02/09 99.9999 0.001 31315LBL1 02/04/09 02/03/09 99.9999 0.001 31315LBN7 02/06/09 02/05/09 99.9998 0.002 31315LBT4 02/11/09 02/10/09 99.9996 0.004 31315LBU1 02/12/09 02/11/09 99.9995 0.005 31315LCQ9 03/04/09 03/03/09 99.9996 0.004 31315LCW6 03/10/09 03/09/09 99.9996 0.004 31315LDD7 03/17/09 03/16/09 99.9998 0.002 31315LDE5 03/18/09 03/17/09 99.9998 0.002 31315LDL9 03/24/09 03/23/09 99.9997 0.003 31315LEA2 04/07/09 04/06/09 99.9998 0.002 31315LET1 04/24/09 04/23/09 99.9998 0.002 31315LEX2 04/28/09 04/27/09 99.9997 0.003 31315LFP8 05/14/09 05/13/09 99.9996 0.004 31315LFU7 05/19/09 05/18/09 99.9997 0.003 31315LFV5 05/20/09 05/19/09 99.9997 0.003 31315LFX1 05/22/09 05/21/09 99.9997 0.003 31315LGC6 05/27/09 05/26/09 99.9997 0.003 31315LGR3 06/09/09 06/08/09 99.9996 0.004 31315LGS1 06/10/09 06/09/09 99.9996 0.004 31315LGZ5 06/17/09 06/16/09 99.9996 0.004 31315LHJ0 06/26/09 06/25/09 99.9998 0.002 31315LHW1 07/08/09 07/07/09 99.9997 0.003 31315LJF6 07/17/09 07/16/09 99.9997 0.003 31315LJL3 07/22/09 07/21/09 99.9997 0.003 31315LJN9 07/24/09 07/23/09 99.9997 0.003 31315LJS8 07/28/09 07/27/09 99.9997 0.003 31315LJT6 07/29/09 07/28/09 99.9997 0.003 31315LJZ2 08/04/09 08/03/09 99.9997 0.003 Section III-F (continued) Discount to be Issue Price Reported as 2009 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LKG2 08/11/09 08/10/09 99.9996 0.004 31315LKH0 08/12/09 08/11/09 99.9997 0.003 31315LKK3 08/14/09 08/13/09 99.9997 0.003 31315LKZ0 08/28/09 08/27/09 99.9998 0.002 31315LLE6 09/02/09 09/01/09 99.9997 0.003 31315LLM8 09/09/09 09/08/09 99.9997 0.003 31315LLW6 09/18/09 09/17/09 99.9998 0.002 31315LMJ4 09/30/09 09/29/09 99.9999 0.001 31315LMS4 10/08/09 10/07/09 99.9999 0.001 31315LNF1 10/21/09 10/19/09 99.9995 0.005 31315LNH7 10/23/09 10/22/09 99.9998 0.002 31315LNQ7 10/30/09 10/29/09 99.9999 0.001 31315LNT1 11/02/09 10/30/09 99.9996 0.004 31315LPD4 11/12/09 11/10/09 99.9996 0.004 31315LPH5 11/16/09 11/13/09 99.9996 0.004 31315LQA9 12/03/09 12/02/09 99.9998 0.002 31315LQF8 12/08/09 12/07/09 99.9998 0.002 31315LQH4 12/10/09 12/08/09 99.9997 0.003 31315LQP6 12/16/09 12/15/09 99.9998 0.002 118 119