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/