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 2010 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 2010 1st 2010 2nd 2011 2nd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period 2011 1st Period 2010 2011 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Fannie Mae 313586QR3 07/05/84 07/05/14 3.625 0.000 572.21 0.184285 0.205832 0.229270 71.14 79.35 Fannie Mae 313586RC5 10/09/84 10/09/19 3.200 0.000 350.92 0.105897 0.116840 0.128562 39.57 43.63 GMAC LLC 36186CAC7 04/01/81 04/01/11 44.510 6.000 531.86 0.050643 0.050643 18.48 4.56 GMAC 370424CF8 04/01/81 04/01/11 44.510 6.000 531.86 0.050643 0.050643 18.48 4.56 ITT Corporation 450679BP9 05/06/81 05/01/11* 41.890 6.500 555.37 0.053059 8.70* ITT Corporation 450680AM5 05/06/81 05/01/11* 41.890 6.500 555.37 0.053059 8.70* ITT Corporation 460470AM9 07/01/81 07/01/11* 50.218 7.500 473.01 0.045434 7.45* Pepsico Cap Resources 713440AZ8 04/14/82 04/01/10 3.196 0.000 959.51 0.094776 8.53 Pepsico Cap Resources 713440BA2 04/14/82 04/01/11 2.904 0.000 929.20 0.091782 0.091782 33.50 8.26 Pepsico Cap Resources 713440BB0 04/14/82 04/01/12 2.643 0.000 900.54 0.088951 0.088951 32.47 32.47 Sallie Mae 863871AM1 10/03/84 10/03/22 2.734 0.000 271.70 0.079452 0.087346 0.095761 29.71 32.64 Tennessee Gas Pipeline 880451AJ8 12/15/81 12/15/11 40.783 6.000 553.57 0.054831 0.054831 19.74 18.86 Transamerica Finl Corp 893502AN4 08/18/82 03/01/10 2.753 0.000 966.76 0.096696 5.71 Transamerica Finl Corp 893502AP9 08/18/82 09/01/12 1.986 0.000 893.13 0.089331 0.089331 32.61 32.61 ----------------------------- * Called in 2010; 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 2010 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ ABN Amro Bank N.V. 00078U4G2 01/31/08 01/29/10 100.000 0.000 3.1570 0.091907 2.57 ABN Amro Bank N.V. 00078U4U1 01/31/08 01/31/11 100.000 0.000 3.6165 0.106008 0.107924 0.109876 39.09 3.19 ABN Amro Bank N.V. 00078UAE0 11/30/06 11/30/10 100.000 0.000 4.8420 0.155260 0.159019 51.76 ABN Amro Bank N.V. 00078UE89 10/31/07 10/29/10 100.000 0.000 4.1493 0.125112 0.127708 37.75 ABN Amro Bank N.V. 00078UER7 03/15/07 03/13/12 100.000 0.000 4.8108 0.150459 0.154078 0.157785 0.161580 0.165467 55.61 58.32 ABN Amro Bank N.V. 00078UKZ2 05/16/07 05/14/10 100.000 0.000 4.9938 0.156880 20.87 ABN Amro Bank N.V. 00078UR51 12/28/07 12/28/11 100.000 0.000 4.0901 0.123200 0.125719 0.128290 0.130914 44.82 46.27 ABN Amro Bank N.V. 00078UR69 12/28/07 12/28/10 100.000 0.000 3.8402 0.115104 0.117314 41.49 ABN Amro Bank N.V. 00079FBH4 07/16/03 01/16/14 100.000 0.000 4.1274 0.146498 0.149521 0.152607 0.155756 0.158970 54.29 56.56 ABN Amro Bank N.V. 00079FBM3 08/13/03 11/13/13 100.000 0.000 4.3128 0.156427 0.159801 0.163247 0.166767 0.170363 57.25 59.74 ABN Amro Bank N.V. 00079FBR2 09/10/03 09/10/13 100.000 0.000 5.0200 0.187758 0.192471 0.197302 0.202254 0.207331 69.50 73.03 ABN Amro Bank N.V. 00079FBX9 10/08/03 10/08/13 100.000 0.000 5.1600 0.194582 0.199602 0.204752 0.210035 0.215454 71.80 75.55 ABN Amro Bank N.V. 00079FCY6 03/10/04 12/10/13 100.000 0.000 4.7792 0.174193 0.178355 0.182617 0.186981 0.191449 63.64 66.71 ABN Amro Bank N.V. 00079FDB5 03/24/04 12/24/13 100.000 0.000 4.7792 0.174193 0.178355 0.182617 0.186981 0.191449 63.52 66.59 ABN Amro Bank N.V. 00079FEK4 07/21/04 01/21/10 100.000 0.000 4.0700 0.138290 2.77 ABN Amro Bank N.V. 00079FEN8 08/04/04 02/04/10 100.000 0.000 3.9600 0.133830 4.42 ABN Amro Bank N.V. 00079FHN5 01/13/05 01/13/20 100.000 VARIES 4.7500 0.129609 0.129735 0.129865 0.130144 0.130430 46.72 46.90 ABN Amro Bank N.V. 00079FHT2 01/21/05 01/21/20* 100.000 VARIES 4.7448 0.115779 0.113781 22.80* ABN Amro Bank N.V. 00079FJD5 02/15/05 02/15/20* 100.000 VARIES 4.6374 0.113783 0.111913 15.08* ABN Amro Bank N.V. 00079FMR0 09/30/05 10/03/20* 100.000 7.500 4.4483 0.107217 .21* ABN Amro Bank N.V. 00079FMS8 10/03/05 10/03/20* 100.000 VARIES 4.4457 0.109849 .22* ABN Amro Bank N.V. 00079FNM0 12/21/05 12/21/10 100.000 VARIES 4.5200 0.123970 0.123395 43.78 ABN Amro Bank N.V. 00079FRU8 08/09/06 02/09/10 100.000 0.000 4.9028 0.157492 5.98 ABN Amro Bank N.V. 00079FSN3 08/31/06 08/31/10 100.000 0.000 5.1472 0.165606 0.167099 40.35 ABN Amro Bank N.V. 00079FSU7 09/29/06 03/29/11 100.000 0.000 4.9533 0.159350 0.163296 0.167341 58.81 14.73 ABN Amro Bank N.V. 00079FTU6 10/31/06 10/29/10 100.000 0.000 4.9534 0.159329 0.163275 48.19 Acco Brands Corporation 00081TAC2 09/30/09 03/15/15 98.502 10.625 10.9972 .52 0.005763 0.006054 0.006387 0.006738 0.007108 2.19 2.44 ABN Amro Bank N.V. 00083GAW4 02/29/08 02/28/11 100.000 0.000 3.4724 0.101006 0.101085 0.104544 37.32 6.06 ABN Amro Bank N.V. 00083GBA1 02/29/08 02/26/10 100.000 0.000 3.0837 0.087712 4.91 ABN Amro Bank N.V. 00083GFE9 03/31/08 03/31/11 100.000 0.000 2.9519 0.085682 0.086947 0.088230 31.31 7.85 ABN Amro Bank N.V. 00083GLZ5 04/28/08 04/28/11 100.000 0.000 3.6463 0.106930 0.108879 0.110864 39.09 12.97 AIG FP Private Funding 001379AD8 09/01/06 09/01/11 100.000 0.000 5.1471 0.166523 0.170808 0.175204 0.179713 61.76 42.86 AIG FP Private Funding 001379AE6 09/01/06 09/01/11 100.000 0.000 5.1471 0.166523 0.170808 0.175204 0.179713 61.76 42.86 APP Finance VI 00202NAA3 11/18/97 11/18/12 20.424 0.000 10.8751 533.04 0.219866 0.231822 0.244427 0.257718 0.271732 82.36 91.56 ASG Consolidated LLC 00210VAA5 10/19/04 11/01/11* 63.700 VARIES 11.4983 0.319409 0.319407 52.06* ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ ASG Consolidated LLC 00210VAB3 10/19/04 11/01/11* 63.700 VARIES 11.4983 0.319409 0.319407 52.06* Advanced Medical Optics 00763MAF5 06/22/04 07/15/24 100.000 VARIES 7.7883 0.285761 0.294185 0.302937 0.312030 0.320799 107.24 113.66 Advanced Medical Optics 00763MAG3 06/22/04 07/15/24 100.000 VARIES 7.7883 0.285761 0.294185 0.302937 0.312030 0.320799 107.24 113.66 Advanced Medical Optics 00763MAH1 07/18/05 07/01/25 100.000 VARIES 6.9000 0.245800 0.252962 0.260372 0.268037 89.78 95.11 Advanced Medical Optics 00763MAJ7 07/18/05 07/01/25 100.000 VARIES 6.9000 0.245800 0.252962 0.260372 0.268037 89.78 95.11 Advanced Medical Optics 00763MAK4 06/13/06 08/01/26 100.000 VARIES 7.9982 0.253336 0.264244 0.266799 0.278477 0.281360 96.50 101.72 Advanced Medical Optics 00763MAL2 06/13/06 08/01/26 100.000 VARIES 7.9982 0.253336 0.264244 0.266799 0.278477 0.281360 96.50 101.72 Aladdin Gaming Holdings 010714AC7 02/26/98 03/01/10 45.168 VARIES 15.0505 0.412764 24.35 Alameda, CA 010781AQ5 03/14/02 02/01/12 97.458 7.625 8.0020 18.32 0.008608 0.008953 0.009311 0.009684 0.010071 3.27 3.53 Alameda, CA 010781AW2 03/14/02 02/01/10 97.388 7.500 7.9523 25.76 0.012085 .36 Alliance Imaging, Inc. 018606AG8 12/04/07 12/15/12* 91.500 7.250 9.4095 30.40 0.045526 .91* Alliance Imaging, Inc. 018606AH6 12/04/07 12/15/12* 91.500 7.250 9.4095 30.40 0.045526 .91* Alliance Imaging, Inc. 018606AJ2 12/04/07 12/15/12* 91.500 7.250 9.4095 30.40 0.045526 .91* Alliance One Intl, Inc. 018772AL7 07/02/09 07/15/16 95.177 10.000 11.0023 2.35 0.013156 0.013880 0.014644 0.015449 0.016299 5.11 5.69 Alliance One Intl, Inc. 018772AM5 07/02/09 07/15/16 95.177 10.000 11.0023 2.35 0.013156 0.013880 0.014644 0.015449 0.016299 5.11 5.69 Alliance One Intl, Inc. 018772AN3 07/02/09 07/15/16 95.177 10.000 11.0023 2.35 0.013156 0.013880 0.014644 0.015449 0.016299 5.11 5.69 Alliant Energy Resources 018803205 02/15/00 02/15/30 100.000 VARIES 9.5812 0.469422 0.488583 0.508663 0.529704 0.551753 177.78 192.77 Alliant Energy Resources 018803304 02/15/00 02/15/30 100.000 VARIES 9.5812 0.469422 0.488583 0.508663 0.529704 0.551753 177.78 192.77 Alliant Energy Resources 018803403 02/15/00 02/15/30 100.000 VARIES 9.5812 0.469422 0.488583 0.508663 0.529704 0.551753 177.78 192.77 Alliant Techsystems Inc. 018804AG9 02/19/04 02/15/24* 100.000 VARIES N/A 0.206877 0.210873 0.214992 59.74* Alliant Techsystems Inc. 018804AH7 02/19/04 02/15/24* 100.000 VARIES N/A 0.206877 0.210873 0.214992 59.74* Alliant Techsystems Inc. 018804AJ3 08/13/04 08/15/24 100.000 VARIES 6.9757 0.238994 0.244423 0.250042 0.255857 0.261874 88.52 92.67 Alliant Techsystems Inc. 018804AK0 08/13/04 08/15/24 100.000 VARIES 6.9757 0.238994 0.244423 0.250042 0.255857 0.261874 88.52 92.67 Alza Corporation 022615AC2 07/14/94 07/14/14 35.471 0.000 5.2499 435.82 0.112545 0.115499 0.118531 0.121642 0.124835 42.05 44.28 AAM Hldg, Inc. 024061AA1 02/11/04 02/15/24 100.000 2.000 4.5774 0.147435 0.149538 0.151689 0.153889 0.157411 54.03 55.78 AAM Hldg, Inc. 024061AB9 02/11/04 02/15/24 100.000 2.000 4.5774 0.147435 0.149538 0.151689 0.153889 0.157411 54.03 55.78 Amer Med Sys Hldgs Inc 02744MAA6 06/27/06 07/01/36 100.000 VARIES 9.1005 0.312408 0.322515 0.333083 0.344131 114.29 121.90 American Medical Systems 02744MAB4 09/21/09 09/15/41 103.658 VARIES 14.0090 0.403376 0.423166 0.445024 0.468413 0.493440 153.19 169.55 AmerUs Group Co. 03072M504 05/16/06 05/16/11 102.760 6.583 5.9369 0.166422 0.165935 0.165432 59.78 22.33 Amgen Inc. 031162AC4 03/01/02 03/01/32 71.423 VARIES N/A 0.110597 0.113071 0.115599 0.118185 0.120828 40.86 42.71 Amgen Inc. 031162AD2 03/01/02 03/01/32 71.423 VARIES N/A 0.110597 0.113071 0.115599 0.118185 0.120828 40.86 42.71 Amgen Inc. 031162AE0 03/01/02 03/01/32 71.423 VARIES N/A 0.110597 0.113071 0.115599 0.118185 0.120828 40.86 42.71 Amgen Inc. 031162AK6 03/01/05 03/01/32 72.947 VARIES 4.4729 0.110600 0.113073 0.115602 0.118187 0.120831 40.86 42.71 Amgen Inc. 031162AL4 03/01/05 03/01/32 72.947 VARIES 4.4729 0.110600 0.113073 0.115602 0.118187 0.120831 40.86 42.71 Anixter, Inc. 035287AC5 03/11/09 03/15/14 92.625 10.000 12.0007 9.20 0.032894 0.034868 0.036960 0.039178 0.041529 12.63 14.19 Anixter International 035290AD7 07/07/03 07/07/33 38.016 VARIES 7.3003 0.118535 0.122861 0.127346 0.131994 0.136812 44.98 48.33 Anixter International 035290AE5 07/07/03 07/07/33 38.016 VARIES 7.3003 0.118535 0.122861 0.127346 0.131994 0.136812 44.98 48.33 Anixter International 035290AF2 07/07/03 07/07/33 38.016 VARIES 7.3003 0.118535 0.122861 0.127346 0.131994 0.136812 44.98 48.33 Anixter International 035290AG0 07/07/03 07/07/33 38.016 VARIES 7.3003 0.118535 0.122861 0.127346 0.131994 0.136812 44.98 48.33 Apria Healthcare Group 037933AA6 08/20/03 09/01/33 100.000 VARIES 8.6241 0.336383 0.346845 0.357759 0.368722 0.380157 125.55 133.45 Apria Healthcare Group 037933AB4 08/20/03 09/01/33 100.000 VARIES 8.6241 0.336383 0.346845 0.357759 0.368722 0.380157 125.55 133.45 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Apria Healthcare Group 037933AD0 05/27/09 11/01/14 97.050 11.250 12.0051 2.42 0.011710 0.012412 0.013158 0.013947 0.014785 4.43 4.98 Apria Healthcare Group 037933AE8 05/27/09 11/01/14 97.050 11.250 12.0051 2.42 0.011710 0.012412 0.013158 0.013947 0.014785 4.43 4.98 Republic of Argentina 040114BD1 03/01/99 03/01/29 75.576 8.875 N/A 0.025185 0.025183 0.025182 0.025180 0.025178 9.07 9.06 Republic of Argentina 040114GA2 06/15/00 06/15/15 91.700 11.750 13.0226 34.38 0.017663 0.018813 0.020038 0.021343 0.022732 6.60 7.49 Republic of Argentina 040114GB0 07/21/00 07/21/30 80.144 10.250 12.8669 10.85 0.005299 0.005640 0.006003 0.006389 0.006800 2.08 2.36 Republic of Argentina 040114GG9 06/19/01 06/19/18 75.375 0.000 N/A 0.655856 0.655697 0.663001 0.663334 0.667586 239.45 242.12 Republic of Argentina 040114GH7 06/19/01 06/19/31 75.250 12.000 N/A 0.596280 0.593442 0.597157 0.594377 0.594895 217.13 217.42 Armor Holdings, Inc. 042260AC3 10/29/04 11/01/24 99.000 VARIES 7.0025 0.248928 0.255698 0.262706 0.269959 0.277465 91.66 96.77 Armstrong Cnty Ind Dev 04233KAB2 07/29/99 08/20/34 6.955 0.000 7.7498 84.10 0.032170 0.033417 0.034712 0.036057 0.037454 12.14 13.10 Ashland Inc. 044209AC8 05/27/09 06/01/17 96.577 9.125 9.7504 1.75 0.008508 0.008923 0.009358 0.009814 0.010292 3.16 3.48 Ashland Inc. 044209AD6 05/27/09 06/01/17 96.577 9.125 9.7504 1.75 0.008508 0.008923 0.009358 0.009814 0.010292 3.16 3.48 Aubrey ISD 050195HD1 08/07/03 02/15/10 74.664 0.000 4.5300 247.95 0.123047 5.41 Azusa Calif Redev Agy 05502MAB9 06/16/92 12/01/12 16.502 0.000 9.0030 608.57 0.192022 0.200665 0.209698 0.219138 0.229003 71.21 77.77 BNP Paribas 05567LA31 09/30/09 03/30/15 100.000 0.000 3.2105 0.089183 0.090614 0.092069 0.093547 0.095049 32.63 33.68 BNP Paribas 05567LB55 10/30/09 04/29/15 100.000 0.000 3.2308 0.089745 0.091186 0.092659 0.094156 0.095677 32.75 33.81 BNP Paribas 05567LD53 03/03/10 03/03/15 100.000 0.000 3.0717 0.085327 0.086637 0.087968 0.089319 25.58 31.75 BNP Paribas 05567LE52 02/01/10 07/31/15 100.000 0.000 3.0492 0.084234 0.084117 0.086815 0.086702 28.12 31.59 BNP Paribas 05567LH67 04/30/10 10/30/15 100.000 0.000 0.3103 0.008620 0.008633 0.008646 0.008660 2.08 3.11 BNP Paribas 05567LYH4 03/31/09 03/31/14 100.000 0.000 2.9595 0.083426 0.084661 0.085913 0.087185 0.088475 30.48 31.39 BNP Paribas 05567LYQ4 04/30/09 04/30/15 100.000 0.000 2.9447 0.083003 0.084226 0.085466 0.086724 0.088001 30.25 31.15 BNP Paribas 05567LZA8 05/27/09 05/27/14 100.000 0.000 3.6129 0.102171 0.104017 0.105896 0.107809 0.109757 37.24 38.60 BNP Paribas 05567LZQ3 08/31/09 08/29/14 100.000 0.000 3.1719 0.086666 0.088509 0.089421 0.091339 0.091779 32.31 33.28 Ball Corporation 058498AM8 08/20/09 09/01/16 97.975 7.125 7.5008 .82 0.006235 0.006469 0.006712 0.006963 0.007225 2.34 2.52 Ball Corporation 058498AN6 08/20/09 09/01/19 97.414 7.375 7.7505 .64 0.004877 0.005066 0.005263 0.005467 0.005678 1.84 1.98 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 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 0.143552 0.147006 0.150543 0.154165 0.157874 52.53 55.09 Bank of America Corp. 06048UAD6 05/30/08 05/30/14 100.000 0.000 4.9682 0.148549 0.152239 0.156021 0.159896 0.163868 54.37 57.11 Bank of America Corp. 06048UAE4 05/30/08 05/30/14 100.000 0.000 4.8414 0.144490 0.147987 0.151570 0.155239 0.158997 52.87 55.46 Bank of America Corp. 06048UAF1 05/30/08 05/28/10 100.000 0.000 3.4893 0.102068 15.00 Bank of America Corp. 06048UAH7 05/30/08 05/30/12 100.000 0.000 4.5482 0.135158 0.138232 0.141376 0.144591 0.147879 49.40 51.68 Bank of America Corp. 06048UAK0 06/27/08 06/27/12 100.000 0.000 4.9877 0.149175 0.152895 0.156708 0.160616 0.164621 54.40 57.15 Bank of America Corp. 06048UAL8 06/27/08 06/27/11 100.000 0.000 4.7827 0.142616 0.146027 0.149519 51.98 26.32 Bank of America Corp. 06048UAN4 06/27/08 06/28/13 100.000 0.000 5.1535 0.154530 0.158512 0.162597 0.166787 0.171084 56.37 59.31 Bank of America Corp. 06048UAP9 06/27/08 06/28/13 100.000 0.000 5.1535 0.154530 0.158512 0.162597 0.166787 0.171084 56.37 59.31 Bank of America Corp. 06048UAW4 07/25/08 07/25/11 100.000 0.000 4.5484 0.132157 0.135163 0.138237 0.141380 49.07 28.77 Bank of America Corp. 06048UAX2 07/25/08 07/25/13 100.000 0.000 5.2510 0.153624 0.157657 0.161796 0.166044 0.170404 57.31 60.35 Bank of America Corp. 06048UAY0 07/25/08 07/25/12 100.000 0.000 5.0268 0.146742 0.150430 0.154211 0.158087 0.162061 54.66 57.44 Bank of America Corp. 06048UBB9 08/29/08 08/29/13 100.000 0.000 5.2705 0.151694 0.156547 0.159795 0.164907 0.167413 57.26 60.21 Bank of America Corp. 06048UBC7 08/29/08 08/30/13 100.000 0.000 5.2706 0.152552 0.155716 0.160698 0.164032 0.168354 57.27 60.21 Bank of America Corp. 06048UBF0 07/29/08 07/29/13 100.000 0.000 5.3290 0.156023 0.160180 0.164448 0.168830 0.173328 58.20 61.34 Bank of America Corp. 06048UBG8 08/28/08 08/27/10 100.000 0.000 3.6369 0.104723 0.106627 25.06 Bank of America Corp. 06048UBJ2 08/28/08 08/28/12 100.000 0.000 4.9000 0.142865 0.146365 0.149951 0.153625 0.157389 52.93 55.56 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06048UBP8 09/26/08 09/27/13 100.000 0.000 5.6306 0.165363 0.170019 0.174805 0.179727 0.184787 61.26 64.75 Bank of America Corp. 06048UBQ6 09/26/08 09/27/13 100.000 0.000 5.6306 0.165363 0.170019 0.174805 0.179727 0.184787 61.26 64.75 Bank of America Corp. 06048UBR4 09/26/08 09/27/13 100.000 0.000 5.5918 0.164162 0.168752 0.173470 0.178320 0.183306 60.80 64.25 Bank of America Corp. 06048UBV5 10/21/08 10/21/13 100.000 0.000 5.5528 0.162931 0.167454 0.172104 0.176882 0.181793 60.11 63.50 Bank of America Corp. 06048UBW3 10/30/08 10/30/13 100.000 0.000 5.1828 0.151527 0.155454 0.159483 0.163615 0.167855 55.74 58.67 Bank of America Corp. 06048UCC6 10/31/08 10/31/13 100.000 0.000 5.3679 0.157223 0.161443 0.165776 0.170225 0.174794 57.88 61.03 Bank of America Corp. 06048UCD4 10/22/08 10/22/13 100.000 0.000 5.5042 0.161426 0.165869 0.170434 0.175124 0.179944 59.53 62.86 Bank of America Corp. 06048UCE2 11/28/08 11/29/13 100.000 0.000 4.6361 0.134840 0.137966 0.141164 0.144437 0.147785 49.31 51.62 Bank of America Corp. 06048UCF9 11/28/08 11/29/13 100.000 0.000 4.4602 0.129499 0.132387 0.135339 0.138357 0.141443 47.33 49.46 Bank of America Corp. 06048UCJ1 11/28/08 11/28/11 100.000 0.000 3.3422 0.095968 0.097572 0.099203 0.100860 34.94 32.74 Bank of America Corp. 06048UCL6 12/26/08 12/26/13 100.000 0.000 3.6761 0.105903 0.107850 0.109832 0.111851 0.113907 38.50 39.92 Bank of America Corp. 06048UCM4 12/26/08 12/26/13 100.000 0.000 3.7743 0.108839 0.110893 0.112985 0.115118 0.117290 39.57 41.08 Bank of America Corp. 06048UCT9 01/30/09 01/30/15 100.000 0.000 4.1274 0.117016 0.119431 0.121896 0.124412 0.126979 43.30 45.10 Bank of America Corp. 06048UCU6 01/30/09 01/30/15 100.000 0.000 4.0392 0.114466 0.116778 0.119137 0.121543 0.123997 42.33 44.06 Bank of America Corp. 06048WAB6 05/29/09 05/29/19* 100.000 VARIES 6.3456 0.172166 25.48* Bank of America Corp. 06048WAD2 06/26/09 06/26/19* 100.000 VARIES 6.6490 0.180677 31.62* Bank of America Corp. 06048WAF7 08/13/09 08/13/19 100.000 VARIES 6.4099 0.178055 0.173969 0.169751 0.170099 0.170459 62.22 61.27 Bank of America Corp. 06048WAG5 09/25/09 09/25/19 100.000 VARIES 5.6410 0.156697 0.153282 0.149770 0.150071 0.150380 55.13 54.03 Bank of America Corp. 06048WAH3 09/28/09 09/27/27 100.000 VARIES 5.4085 0.150237 0.150513 0.150797 0.151089 0.151389 54.19 54.40 Bank of America Corp. 06048WAJ9 10/21/09 10/21/14 100.000 1.000 4.6199 0.128332 0.130655 0.133032 0.135463 0.137951 46.95 48.67 Bank of America Corp. 06048WAL4 11/23/09 11/23/29 100.000 VARIES 5.3008 0.147246 0.144523 0.141727 0.138858 0.135912 52.31 50.28 Bank of America Corp. 06048WAN0 01/13/10 01/13/25 100.000 VARIES 5.4890 0.152473 0.148271 0.143954 0.144161 52.35 51.91 Bank of America Corp. 06048WAU4 02/22/10 02/22/17 100.000 VARIES 4.7710 0.132529 0.132377 0.132222 0.133017 40.93 47.71 Bank of America Corp. 06048WAZ3 02/26/10 02/26/30 100.000 VARIES 5.3809 0.149470 0.144523 0.139443 0.134227 44.97 49.83 Bank of America Corp. 06048WBD1 03/19/10 03/19/20 100.000 VARIES 5.5724 0.154790 0.154459 0.154119 0.155061 43.62 55.61 Bank of America Corp. 06048WBG4 04/01/10 04/01/15 100.000 0.500 4.3270 0.120196 0.122496 0.124846 0.127247 32.66 44.95 Bank of America Corp. 06048WBK5 04/08/10 04/08/30 100.000 VARIES 5.4991 0.152754 0.147789 0.142687 0.137445 39.76 51.43 Bank of America Corp. 06048WBN9 04/13/10 04/13/17 100.000 VARIES 5.0917 0.141439 0.142211 0.143002 0.143658 36.55 51.45 Bank of America Corp. 06048WBP4 04/28/10 04/28/15 100.000 0.500 4.1699 0.115833 0.117959 0.120129 0.122344 28.28 43.13 Bank of America Corp. 06048WBQ2 05/03/10 05/03/17 100.000 5.020 5.0199 0.139444 0.139444 0.139444 0.139444 33.19 50.20 Bank of America Corp. 06048WBS8 05/13/10 05/13/30 100.000 VARIES 5.1306 0.142518 0.136910 0.131159 0.125260 32.22 47.69 Bank of America Corp. 06048WBT6 05/03/10 05/03/17 100.000 VARIES 4.8505 0.134738 0.135311 0.135898 0.136364 32.10 48.88 Bank of America Corp. 06048WBY5 06/07/10 06/07/22 100.000 VARIES 4.6906 0.130297 0.126838 0.123298 0.123544 26.50 44.95 Bank of America Corp. 06048WCB4 05/28/10 05/28/30 100.000 VARIES 5.5513 0.154205 0.148462 0.142559 0.136493 32.66 51.99 Bank of America Corp. 06048WCC2 05/28/10 05/28/20 100.000 VARIES 5.2405 0.145572 0.145019 0.144452 0.145501 30.99 52.12 Bank of America Corp. 06048WCJ7 06/24/10 06/24/30 100.000 VARIES 5.5091 0.153033 0.145771 0.138309 0.138533 28.57 51.08 Bank of America Corp. 06048WCL2 07/01/10 07/01/22 100.000 VARIES 5.4618 0.151718 0.148275 0.144739 27.31 52.74 Bank of America Corp. 06048WCQ1 06/29/10 06/29/20 100.000 VARIES 5.5309 0.153639 0.153278 0.152908 0.153936 27.96 55.11 Bank of America Corp. 06048WCS7 07/12/10 07/12/30 100.000 VARIES 5.8002 0.161118 0.154512 0.147715 27.23 54.55 Bank of America Corp. 06048WCU2 06/28/10 06/28/30 100.000 VARIES 5.8695 0.163042 0.158044 0.152900 0.153049 29.82 55.96 Bank of America Corp. 06048WCY4 08/12/10 08/12/30 100.000 VARIES 5.3993 0.149981 0.143531 0.136907 20.85 51.01 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06048WDG2 08/17/10 08/17/20 100.000 VARIES 2.4229 0.008972 0.008586 0.008195 1.20 3.06 Bank of America Corp. 06048WDJ6 08/18/10 08/18/17 100.000 VARIES 2.2826 0.007851 0.007354 0.006851 1.04 2.60 Bank of America Corp. 06048WDK3 08/25/10 08/25/20 100.000 VARIES 2.3834 0.009098 0.008705 0.008306 1.03 3.12 Bank of America Corp. 06048WDM9 09/03/10 09/03/20 100.000 VARIES 2.5928 0.015356 0.014654 0.013944 0.013225 1.81 5.24 Bank of America Corp. 06048WDQ0 10/01/10 10/01/20 100.000 5.052 5.0519 0.140333 0.140333 0.140333 12.63 50.52 Bank of America Corp. 06048WDS6 09/08/10 09/08/15 100.000 VARIES 1.8483 0.008564 0.008451 0.008336 .97 3.04 Bank of America Corp. 06048WDT4 09/23/10 09/23/30 100.000 VARIES 5.3198 0.147774 0.142100 0.136274 14.48 51.05 Bank of America Corp. 06048WDU1 09/08/10 09/08/20 100.000 VARIES 2.4733 0.001620 0.001549 0.001478 1.83 5.54 Bank of America Corp. 06048WDW7 09/28/10 09/28/20 100.000 VARIES 2.6604 0.016957 0.016496 0.016028 1.58 5.94 Bank of America Corp. 06048WDZ0 09/28/10 09/28/20 100.000 VARIES 2.4632 0.011782 0.010678 0.009509 1.10 3.81 Bank of America Corp. 06048WEB2 09/28/10 09/28/20 100.000 VARIES 2.6493 0.016927 0.016139 0.015341 1.57 5.81 Bank of America Corp. 06048WEC0 09/28/10 09/28/15 100.000 VARIES 1.9786 0.013575 0.013063 0.012547 1.26 4.70 Bank of America Corp. 06048WEE6 10/14/10 10/15/30 100.000 VARIES 5.2016 0.144490 0.144472 0.141005 0.137448 11.12 50.85 Bank of America Corp. 06048WEJ5 11/19/10 11/19/30 100.000 VARIES 5.6998 0.158330 0.154926 0.151424 6.65 56.10 Bank of America Corp. 06048WEL0 11/18/10 11/18/20 100.000 VARIES 2.5529 0.015081 0.014685 0.014284 .65 5.32 Bank of America Corp. 06048WEP1 11/19/10 11/19/20 100.000 VARIES 2.4291 0.021366 0.020445 0.019512 .90 7.45 Bank of America Corp. 06048WEQ9 11/30/10 11/30/20 100.000 VARIES 1.9846 0.010685 0.010300 0.009912 .33 3.75 Bank of America Corp. 06048WER7 12/03/10 12/03/15 100.000 VARIES 1.8507 0.008355 0.008060 0.007762 .23 2.94 Bank of America Corp. 06048WES5 12/01/10 12/01/20 100.000 VARIES 2.5893 0.011370 0.011067 0.010761 .34 4.02 Bank of America Corp. 060505CZ5 02/15/07 02/15/12* 100.000 0.250 N/A 0.165397 0.169564 23.05* Bank of America Corp. 06050MDE4 05/28/04 06/01/10 100.000 0.000 4.7926 0.172814 25.92 Bank of America Corp. 06050MDH7 06/25/04 06/28/10 100.000 0.000 4.7147 0.169291 29.96 Bank of America Corp. 06050MDJ3 06/24/04 06/24/10 100.000 0.000 4.7242 0.169653 29.35 Bank of America Corp. 06050MDM6 07/30/04 08/02/10 100.000 0.000 4.5676 0.159065 0.162698 34.22 Bank of America Corp. 06050MEC7 11/26/04 11/26/10 100.000 1.500 4.2768 0.136976 0.139014 44.88 Bank of America Corp. 06050MEG8 12/27/04 06/28/10 100.000 0.000 4.0825 0.138814 24.57 Bank of America Corp. 06050MEH6 12/28/04 12/28/10 100.000 1.000 4.2553 0.139395 0.141770 50.19 Bank of America Corp. 06050MEK9 01/27/05 01/28/11 100.000 0.000 4.3233 0.145600 0.148747 0.151962 53.96 4.10 Bank of America Corp. 06050MEL7 01/28/05 01/28/11 100.000 1.000 4.3662 0.141345 0.143825 0.146358 52.10 3.95 Bank of America Corp. 06050MEP8 02/24/05 02/24/10 100.000 1.250 4.3096 0.137688 7.30 Bank of America Corp. 06050MEW3 05/27/05 05/27/10 100.000 1.000 4.3093 0.139148 20.32 Bank of America Corp. 06050MEY9 06/24/05 06/25/10 100.000 0.000 4.7416 0.162656 28.30 Bank of America Corp. 06050MEZ6 07/29/05 07/29/11 100.000 1.500 4.5615 0.143523 0.145846 0.148222 0.150653 52.80 31.27 Bank of America Corp. 06050MFA0 08/25/05 08/25/10 100.000 1.250 4.5105 0.142985 0.145427 33.90 Bank of America Corp. 06050MFC6 10/28/05 10/28/10 100.000 2.000 4.8533 0.151575 0.153905 45.44 Bank of America Corp. 06050MFE2 09/28/05 09/29/10 100.000 0.000 4.5189 0.150114 0.153506 40.84 Bank of America Corp. 06050MFG7 11/21/05 11/24/10 100.000 0.000 4.8973 0.165154 0.169198 54.07 Bank of America Corp. 06050MFJ1 12/27/05 12/27/10 100.000 1.250 5.0014 0.161694 0.164870 58.13 Bank of America Corp. 06050MFK8 12/28/05 12/28/11 100.000 1.500 5.0510 0.162091 0.165133 0.168251 0.171448 58.92 60.64 Bank of America Corp. 06050MFL6 03/24/06 03/25/11 100.000 0.000 5.1630 0.171457 0.175883 0.180423 63.38 15.16 Bank of America Corp. 06050MFP7 04/28/06 04/28/11 100.000 1.750 5.5388 0.176034 0.179563 0.183189 64.46 21.43 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06050MFS1 05/26/06 08/26/10 100.000 0.000 5.4111 0.178809 0.183647 42.89 Bank of America Corp. 06050MFT9 05/25/06 05/25/10 100.000 2.000 5.4394 0.170837 24.60 Bank of America Corp. 06050MFV4 06/27/06 06/27/11 100.000 0.000 5.6598 0.191135 0.196544 0.202106 69.83 35.57 Bank of America Corp. 06050MFW2 07/28/06 01/28/11 100.000 0.000 5.5354 0.181131 0.186144 0.191296 67.66 5.16 Bank of America Corp. 06050MFX0 07/28/06 07/29/10 100.000 0.000 5.4654 0.178503 0.183381 38.01 Bank of America Corp. 06050MFZ5 08/24/06 08/26/10 100.000 0.000 5.2025 0.168637 0.173023 40.42 Bank of America Corp. 06050MGB7 09/29/06 10/03/11 100.000 0.000 4.9679 0.159974 0.163948 0.168020 0.172194 59.01 46.45 Bank of America Corp. 06050MGD3 09/18/06 09/19/11 100.000 0.000 5.1632 0.167148 0.171463 0.175889 0.180430 61.84 46.20 Bank of America Corp. 06050MGF8 10/27/06 10/27/11 100.000 0.000 5.2609 0.170772 0.175264 0.179874 0.184605 62.87 54.09 Bank of America Corp. 06050MGM3 12/22/06 12/27/11 100.000 0.000 4.9879 0.160736 0.164745 0.168853 0.173064 58.62 60.87 Bank of America Corp. 06050MGN1 12/29/06 12/29/11 100.000 0.000 4.9680 0.159889 0.163861 0.167931 0.172103 58.29 60.87 Bank of America Corp. 06050MGP6 02/23/07 02/23/12 100.000 0.000 5.2024 0.164310 0.168584 0.172969 0.177469 0.182085 61.03 64.25 Bank of America Corp. 06050MGQ4 01/26/07 01/27/12 100.000 0.000 5.1926 0.163986 0.168243 0.172611 0.177093 0.181691 61.13 64.34 Bank of America Corp. 06050MGU5 02/23/07 11/23/11 100.000 0.000 5.1129 0.163191 0.167363 0.171642 0.176030 59.82 56.06 Bank of America Corp. 06050MGV3 02/23/07 02/24/12 100.000 0.000 5.1048 0.160869 0.164975 0.169186 0.173505 0.177933 59.71 62.80 Bank of America Corp. 06050MGW1 02/20/07 02/19/10 100.000 0.000 5.1731 0.163247 7.84 Bank of America Corp. 06050MGY7 03/30/07 03/30/10 100.000 0.000 4.9975 0.157053 13.98 Bank of America Corp. 06050MGZ4 03/29/07 03/29/12 100.000 2.000 5.0300 0.150853 0.153250 0.155707 0.158226 0.160808 55.19 56.98 Bank of America Corp. 06050MHB6 03/30/07 03/30/12 100.000 0.000 4.9829 0.156539 0.160439 0.164436 0.168533 0.172732 57.77 60.69 Bank of America Corp. 06050MHD2 04/27/07 04/30/12 100.000 0.000 4.9782 0.156440 0.160334 0.164325 0.168415 0.172607 57.50 60.40 Bank of America Corp. 06050MHF7 05/25/07 02/27/12 100.000 0.000 5.2687 0.164583 0.168919 0.173368 0.177936 0.182623 61.12 64.38 Bank of America Corp. 06050MHL4 06/29/07 06/29/12 100.000 2.650 5.5699 0.166661 0.169253 0.171916 0.174654 0.177468 60.47 62.39 Bank of America Corp. 06050MHP5 07/27/07 07/28/11 100.000 0.000 5.3581 0.165464 0.169897 0.174449 0.179122 61.74 36.95 Bank of America Corp. 06050MHT7 08/30/07 09/01/11 100.000 0.000 5.1144 0.157190 0.161210 0.165332 0.169560 58.29 40.44 Bank of America Corp. 06050MHU4 08/31/07 09/02/11 100.000 0.000 5.0622 0.155449 0.159383 0.163418 0.167554 57.62 40.13 Bank of America Corp. 06050MHV2 09/28/07 03/28/13 100.000 0.000 5.2121 0.160475 0.164657 0.168948 0.173351 0.177868 59.31 62.44 Bank of America Corp. 06050MHW0 09/27/07 09/29/10 100.000 0.000 4.9389 0.151296 0.155032 41.22 Bank of America Corp. 06050MHY6 11/30/07 11/30/12 100.000 1.250 4.9200 0.147077 0.149841 0.152673 0.155574 0.158548 53.62 55.67 Bank of America Corp. 06050MJB4 11/29/07 12/01/11 100.000 0.000 4.6068 0.140207 0.143437 0.146740 0.150120 51.25 49.03 Bank of America Corp. 06050MJD0 11/30/07 11/30/10 100.000 0.000 4.4308 0.134355 0.137332 44.74 Bank of America Corp. 06050MJE8 12/26/07 12/27/12 100.000 0.000 4.8121 0.147026 0.150563 0.154186 0.157896 0.161695 53.59 56.20 Bank of America Corp. 06050MJF5 12/27/07 12/27/11 100.000 0.000 4.5091 0.136939 0.140026 0.143183 0.146411 49.88 51.55 Bank of America Corp. 06050MJJ7 12/28/07 12/28/12 100.000 0.000 4.8609 0.148641 0.152254 0.155954 0.159744 0.163627 54.18 56.85 Bank of America Corp. 06050MJN8 02/29/08 02/28/13 100.000 0.000 4.2547 0.125195 0.125774 0.130578 0.131182 0.135445 46.46 48.37 Bank of America Corp. 06050MJP3 02/29/08 03/04/13 100.000 0.000 4.1447 0.121818 0.122315 0.126919 0.127437 0.131508 45.16 46.97 Bank of America Corp. 06050MJR9 02/29/08 02/28/13 100.000 0.000 4.3135 0.127036 0.127660 0.132575 0.133226 0.137595 47.16 49.13 Bank of America Corp. 06050MJS7 02/28/08 08/28/13 100.000 0.000 4.4798 0.132993 0.135972 0.139017 0.142131 0.145315 49.15 51.38 Bank of America Corp. 06050MJT5 02/28/08 02/26/10 100.000 0.000 3.0862 0.089746 4.94 Bank of America Corp. 06050MJU2 03/28/08 03/28/14 100.000 0.000 4.2156 0.124662 0.127290 0.129973 0.132712 0.135509 45.85 47.80 Bank of America Corp. 06050MJV0 03/28/08 03/28/11 100.000 0.000 3.0663 0.089155 0.090522 0.091910 32.60 8.00 Bank of America Corp. 06050MJX6 03/28/08 03/28/14 100.000 0.000 4.1175 0.121587 0.124091 0.126645 0.129253 0.131914 44.69 46.55 Bank of America Corp. 06050MJY4 03/28/08 03/28/14 100.000 0.000 4.1175 0.121587 0.124091 0.126645 0.129253 0.131914 44.69 46.55 Bank of America Corp. 06050MKB2 04/25/08 04/25/14 100.000 0.000 4.4504 0.132062 0.135001 0.138005 0.141076 0.144215 48.46 50.64 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06050MKC0 04/25/08 04/25/14 100.000 0.000 4.4113 0.130825 0.133711 0.136660 0.139674 0.142755 48.00 50.14 Bank of America Corp. 06050MKE6 04/25/08 04/26/10 100.000 0.000 3.1748 0.092467 10.63 Bank of America Corp. 06050MKF3 04/25/08 04/25/13 100.000 0.000 4.1763 0.123431 0.126009 0.128640 0.131327 0.134069 45.24 47.15 Bank of America Corp. 06052E111 09/03/09 08/29/14 100.000 0.000 5.0623 0.138317 0.142501 0.145310 0.149806 0.151929 52.12 54.68 Bank of America Corp. 06052E145 09/08/09 08/30/11 100.000 0.000 3.0935 0.084987 0.085765 0.087570 0.088439 31.48 21.26 Bank of America Corp. 06052E202 09/10/09 09/09/11 100.000 0.000 2.9599 0.082220 0.083431 0.084665 0.085918 30.09 21.22 Bank of America Corp. 06052E277 10/06/09 09/27/13 100.000 0.000 4.5996 0.127769 0.130560 0.133563 0.136635 0.139777 47.04 49.22 Bank of America Corp. 06052E285 10/01/09 10/01/13 100.000 0.000 4.5899 0.127497 0.130423 0.133417 0.136478 0.139611 46.96 49.14 Bank of America Corp. 06052E293 10/06/09 09/27/11 100.000 0.000 2.7495 0.076377 0.077375 0.078439 0.079517 27.87 21.06 Bank of America Corp. 06052E376 11/05/09 11/01/11 100.000 0.000 2.4099 0.066944 0.067732 0.068548 0.069374 24.34 20.71 Bank of America Corp. 06052E467 11/05/09 11/04/14 100.000 0.000 4.6099 0.128055 0.130990 0.134009 0.137098 0.140258 46.97 49.16 Bank of America Corp. 06052E475 11/04/09 10/31/14 100.000 0.000 4.6625 0.129515 0.132467 0.135555 0.138715 0.141949 47.53 49.76 Bank of America Corp. 06052E483 11/05/09 11/01/11 100.000 0.000 2.4099 0.066944 0.067732 0.068548 0.069374 24.34 20.71 Bank of America Corp. 06052E517 12/02/09 12/02/14 100.000 0.000 4.1500 0.115279 0.117671 0.120113 0.122605 0.125149 42.07 43.84 Bank of America Corp. 06052E525 02/04/10 01/30/15 100.000 0.000 4.0898 0.113608 0.115879 0.118249 0.120667 37.49 42.87 Bank of America Corp. 06052E566 12/02/09 12/02/14 100.000 0.000 4.1500 0.115279 0.117671 0.120113 0.122605 0.125149 42.07 43.84 Bank of America Corp. 06052E574 12/02/09 12/02/14 100.000 0.000 4.1500 0.115279 0.117671 0.120113 0.122605 0.125149 42.07 43.84 Bank of America Corp. 06052E590 12/02/09 11/30/11 100.000 0.000 1.9800 0.054396 0.054628 0.055472 0.055715 19.93 18.52 Bank of America Corp. 06052E608 12/11/09 12/09/11 100.000 0.000 2.1798 0.060552 0.061204 0.061871 0.062546 21.95 21.03 Bank of America Corp. 06052E707 12/30/09 01/14/15 100.000 0.000 4.5896 0.127490 0.127718 0.130649 0.133647 0.136714 46.46 48.59 Bank of America Corp. 06052E848 02/04/10 02/03/15 100.000 0.000 4.0998 0.113886 0.116208 0.118590 0.121021 37.58 42.98 Bank of America Corp. 06052E889 02/04/10 01/31/12 100.000 0.000 1.8526 0.051177 0.050799 0.052119 0.051744 16.88 18.93 Bank of America Corp. 06052H130 02/04/10 02/16/12 100.000 0.000 1.8998 0.052774 0.052808 0.053309 0.053816 0.054327 17.34 19.42 Bank of America Corp. 06052H148 03/04/10 02/27/15 100.000 0.000 3.8898 0.108052 0.110072 0.112213 0.114395 32.34 40.55 Bank of America Corp. 06052H262 03/04/10 02/29/12 100.000 0.000 1.7672 0.048024 0.049242 0.048868 0.049841 14.70 17.98 Bank of America Corp. 06052H353 04/06/10 03/27/15 100.000 0.000 4.2597 0.118328 0.120722 0.123293 0.125919 31.58 44.41 Bank of America Corp. 06052H411 04/06/10 03/31/15 100.000 0.000 4.3022 0.119508 0.121993 0.124617 0.127298 31.90 44.87 Bank of America Corp. 06052H486 04/05/10 03/30/12 100.000 0.000 1.9301 0.053616 0.054119 0.054641 0.055169 14.31 19.67 Bank of America Corp. 06052H551 05/06/10 04/28/15 100.000 0.000 4.0498 0.112497 0.114673 0.116995 0.119364 26.57 42.00 Bank of America Corp. 06052H585 05/07/10 05/01/12 100.000 0.000 1.8799 0.052221 0.052695 0.053190 0.053690 12.25 19.12 Bank of America Corp. 06052H635 05/06/10 04/24/15 100.000 0.000 4.0496 0.112491 0.114617 0.116938 0.119306 26.58 41.99 Bank of America Corp. 06052H676 05/06/10 04/24/15 100.000 0.000 4.1197 0.114438 0.116638 0.119041 0.121493 27.04 42.75 Bank of America Corp. 06052H759 06/04/10 06/02/15 100.000 0.000 4.2100 0.116945 0.119379 0.121892 0.124458 24.28 43.58 Bank of America Corp. 06052H783 06/04/10 05/30/12 100.000 0.000 1.7400 0.048336 0.048747 0.049171 0.049599 10.02 17.65 Bank of America Corp. 06052H809 05/12/10 05/30/12 100.000 0.000 1.7700 0.049167 0.049211 0.049646 0.050086 0.050529 11.28 17.98 Bank of America Corp. 06052H825 06/04/10 05/29/15 100.000 0.000 4.1399 0.114998 0.117312 0.119741 0.122219 23.88 42.83 Bank of America Corp. 06052H874 05/11/10 05/10/13 100.000 0.000 2.6499 0.073610 0.074579 0.075568 0.076569 16.98 27.13 Bank of America Corp. 06052K174 07/02/10 06/26/15 100.000 0.000 4.2398 0.117774 0.120188 0.122735 0.125337 21.09 43.75 Bank of America Corp. 06052K182 07/02/10 06/29/12 100.000 0.000 1.7498 0.048608 0.049026 0.049455 0.049888 8.70 17.73 Bank of America Corp. 06052K216 06/30/10 07/02/13 100.000 0.000 2.6998 0.074995 0.075006 0.076019 0.077045 13.58 27.55 Bank of America Corp. 06052K240 07/02/10 06/30/15 100.000 0.000 4.2198 0.114670 0.119004 0.119534 0.123397 20.99 43.54 Bank of America Corp. 06052K257 07/02/10 06/30/15 100.000 0.000 4.2375 0.117709 0.120189 0.122736 0.125336 21.19 43.73 Bank of America Corp. 06052K307 06/10/10 06/27/14 100.000 0.000 3.6995 0.102766 0.102946 0.104850 0.106790 0.108765 20.70 38.11 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06052K406 08/05/10 07/27/12 100.000 0.000 1.6601 0.046115 0.046480 0.046866 6.73 16.78 Bank of America Corp. 06052K448 08/09/10 07/31/15 100.000 0.000 3.8399 0.106664 0.108621 0.110707 15.15 39.36 Bank of America Corp. 06052K463 08/05/10 08/03/15 100.000 0.000 3.8498 0.106941 0.108977 0.111075 15.61 39.48 Bank of America Corp. 06052K513 09/02/10 09/01/15 100.000 0.000 3.5799 0.099443 0.101214 0.103025 11.83 36.55 Bank of America Corp. 06052K539 09/02/10 08/31/12 100.000 0.000 1.6721 0.046192 0.045814 0.046705 5.59 16.85 Bank of America Corp. 06052K612 08/17/10 08/19/15 100.000 0.000 3.6100 0.100278 0.100298 0.102109 0.103952 13.44 36.92 Bank of America Corp. 06052K679 10/01/10 10/01/15 100.000 0.000 3.5499 0.098611 0.100361 0.102143 8.87 36.13 Bank of America Corp. 06052K703 10/01/10 09/30/16 100.000 4.040 4.0399 0.110989 0.110383 0.110383 10.21 40.34 Bank of America Corp. 06052K745 10/01/10 10/01/12 100.000 0.000 1.4599 0.040554 0.040850 0.041148 3.65 14.71 Bank of America Corp. 06052K760 10/04/10 09/30/20 100.000 VARIES 4.7910 0.131623 0.130129 0.129320 11.71 47.55 Bank of America Corp. 06052K836 10/14/10 10/30/15 100.000 0.000 3.1997 0.088883 0.089009 0.090433 0.091880 6.85 32.47 Bank of America Corp. 06052R120 11/04/10 11/04/16 100.000 3.694 3.6939 0.102611 0.102611 0.102611 5.85 36.94 Bank of America Corp. 06052R179 10/13/10 10/30/15 100.000 0.000 3.3096 0.091936 0.092080 0.093604 0.095153 7.18 33.61 Bank of America Corp. 06052R187 11/04/10 10/29/12 100.000 0.000 1.2001 0.033337 0.033532 0.033733 1.90 12.06 Bank of America Corp. 06052R229 12/01/10 11/27/15 100.000 0.000 3.5799 0.099443 0.101184 0.102995 2.98 36.23 Bank of America Corp. 06052R278 12/01/10 12/01/16 100.000 4.030 4.0299 0.111944 0.111944 0.111944 3.36 40.30 Bank of America Corp. 06052R294 12/01/10 12/01/15 100.000 0.000 3.5800 0.099445 0.101225 0.103037 2.98 36.23 Bank of America Corp. 060900164 03/05/09 09/05/12 100.000 0.000 4.2742 0.121267 0.123859 0.126506 0.129209 0.131971 44.73 46.66 Bank of America Corp. 060900198 02/27/09 03/04/14 100.000 0.000 4.4307 0.125910 0.128700 0.131551 0.134465 0.137444 46.49 48.57 Bank of America Corp. 060900206 02/27/09 02/28/14 100.000 0.000 4.6656 0.131908 0.132785 0.138134 0.139052 0.143860 49.07 51.29 Bank of America Corp. 060900248 03/05/09 03/06/12 100.000 0.000 4.1175 0.116744 0.119147 0.121600 0.124104 0.126659 43.02 44.81 Bank of America Corp. 060900297 03/27/09 03/28/14 100.000 0.000 4.2742 0.121282 0.123874 0.126521 0.129225 0.131987 44.62 46.54 Bank of America Corp. 060900321 03/27/09 03/28/14 100.000 0.000 4.2350 0.120147 0.122691 0.125289 0.127942 0.130651 44.19 46.08 Bank of America Corp. 060900412 04/24/09 04/25/14 100.000 0.000 5.3679 0.153134 0.157244 0.161465 0.165798 0.170248 56.42 59.49 Bank of America Corp. 060900479 05/29/09 05/31/13 100.000 0.000 5.3386 0.150625 0.153801 0.158774 0.162121 0.166449 55.82 58.81 Bank of America Corp. 060900495 06/05/09 06/01/11 100.000 0.000 3.1942 0.090115 0.091555 0.093017 32.79 13.95 Bank of America Corp. 060900586 06/26/09 06/28/13 100.000 0.000 5.6500 0.161431 0.165992 0.170681 0.175503 0.180461 58.96 62.34 Bank of America Corp. 060900594 06/26/09 06/28/13 100.000 0.000 5.6890 0.162576 0.167201 0.171957 0.176848 0.181879 59.39 62.81 Bank of America Corp. 060900610 06/26/09 07/06/11 100.000 0.000 3.4400 0.095649 0.097294 0.098967 0.100670 35.31 18.62 Bank of America Corp. 060900750 07/31/09 07/26/13 100.000 0.000 5.6592 0.153785 0.160637 0.162489 0.169857 0.171815 58.76 62.12 Bank of America Corp. 060900768 07/31/09 08/02/11 100.000 0.000 3.4154 0.092828 0.095978 0.096025 0.099284 34.94 21.04 Bank of America Corp. 060900776 07/31/09 07/30/13 100.000 0.000 5.6098 0.152442 0.159292 0.161090 0.168354 0.170254 58.22 61.53 Bank of America Corp. 060900784 07/06/09 06/29/12 100.000 0.000 4.5283 0.128523 0.131433 0.134409 0.137453 0.140565 46.80 48.95 Bank of America Corp. 060900826 09/03/09 09/04/13 100.000 0.000 4.7200 0.130405 0.131306 0.136633 0.137577 0.142371 48.50 50.73 Barclays Bank PLC 06738C5K1 05/31/07 09/01/11 100.000 0.000 5.1701 0.160238 0.161700 0.168629 0.170168 59.78 41.26 Barclays Bank PLC 06738CA33 02/28/07 08/28/12 100.000 0.000 4.9697 0.156075 0.159953 0.163928 0.168001 0.172176 57.85 60.76 Barclays Bank PLC 06738CA66 02/28/07 09/04/12 100.000 0.000 5.1701 0.162353 0.163834 0.170855 0.172414 0.178815 60.54 63.60 Barclays Bank PLC 06738CB24 03/28/07 09/28/12 100.000 0.000 4.9599 0.155729 0.159591 0.163549 0.167605 0.171762 57.48 60.37 Barclays Bank PLC 06738CCS6 03/22/05 03/22/10 100.000 0.000 4.4999 0.152712 12.37 Barclays Bank PLC 06738CFZ7 08/31/05 08/31/10 100.000 0.000 4.4775 0.147656 0.148501 35.89 Barclays Bank PLC 06738CK40 03/30/07 03/30/10 100.000 0.000 5.0599 0.159257 14.17 Barclays Bank PLC 06738CK57 03/28/07 06/28/11 100.000 0.000 5.3200 0.170747 0.175289 0.179952 62.31 31.85 Barclays Bank PLC 06738CM30 04/27/07 10/29/12 100.000 0.000 5.0799 0.160010 0.164074 0.168242 0.172515 0.176897 58.85 61.87 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06738CMS5 10/27/06 10/27/11 100.000 0.000 5.1100 0.165143 0.169362 0.173689 0.178127 60.76 52.21 Barclays Bank PLC 06738CSL4 12/27/06 06/24/10 100.000 0.000 5.0599 0.163218 28.24 Barclays Bank PLC 06738CV97 04/30/07 10/28/10 100.000 0.000 5.0699 0.159566 0.163611 48.12 Barclays Bank PLC 06738CVD8 01/31/07 01/31/12 100.000 0.000 5.2399 0.165649 0.169989 0.174443 0.179013 0.183703 61.74 65.02 Barclays Bank PLC 06738CVE6 01/31/07 07/31/12 100.000 0.000 5.2399 0.165648 0.169987 0.174441 0.179011 0.183701 61.74 65.02 Barclays Bank PLC 06738CXS3 02/28/07 08/28/12 100.000 0.000 4.9697 0.156075 0.159953 0.163928 0.168001 0.172176 57.85 60.76 Barclays Bank PLC 06738CZR3 03/01/07 03/01/11 100.000 0.000 4.9500 0.155381 0.159227 0.163167 57.56 9.79 Barclays Bank PLC 06738CZX0 03/09/07 03/09/17 100.000 0.000 5.5899 0.178225 0.183207 0.188327 0.193591 0.199002 66.19 69.94 Barclays Bank PLC 06738G4F4 12/31/07 06/24/10 100.000 0.000 4.1100 0.123764 21.41 Barclays Bank PLC 06738G4Y3 01/31/08 07/28/10 100.000 0.000 3.1999 0.093206 0.094697 19.56 Barclays Bank PLC 06738G4Z0 01/31/08 07/30/12 100.000 0.000 3.6623 0.105077 0.108775 0.108961 0.112795 0.112988 39.62 41.09 Barclays Bank PLC 06738G845 08/29/08 02/26/10 100.000 0.000 3.4700 0.099736 5.49 Barclays Bank PLC 06738GDT4 06/19/07 06/17/11 100.000 0.000 5.2800 0.167030 0.171440 0.175966 61.05 29.21 Barclays Bank PLC 06738GEN6 06/29/07 09/28/12 100.000 0.000 5.9100 0.187145 0.192675 0.198369 0.204231 0.210266 69.41 73.57 Barclays Bank PLC 06738GES5 06/29/07 06/29/12 100.000 0.000 5.8900 0.189166 0.194737 0.200472 0.206376 0.212454 69.13 73.26 Barclays Bank PLC 06738GFB1 07/02/07 07/01/10 100.000 0.000 5.7100 0.182556 32.86 Barclays Bank PLC 06738GFC9 07/03/07 06/30/10 100.000 0.000 5.7347 0.183428 32.83 Barclays Bank PLC 06738GGL8 07/16/07 10/14/11 100.000 0.000 5.2300 0.163141 0.167407 0.171784 0.176277 60.16 49.42 Barclays Bank PLC 06738GH29 11/30/07 05/30/12 100.000 0.000 4.3699 0.132349 0.135241 0.138196 0.141216 0.144301 48.35 50.48 Barclays Bank PLC 06738GT59 11/30/07 05/30/10 100.000 0.000 4.1003 0.123530 18.41 Barclays Bank PLC 06738GW22 11/30/07 11/30/12 100.000 0.000 4.3699 0.132348 0.135240 0.138195 0.141215 0.144300 48.35 50.48 Barclays Bank PLC 06738GX62 12/31/07 06/24/10 100.000 0.000 4.1100 0.123764 21.41 Barclays Bank PLC 06738GX70 12/31/07 06/26/12 100.000 0.000 4.4399 0.134588 0.137576 0.140630 0.143752 0.146943 49.02 51.22 Barclays Bank PLC 06738JFK5 09/30/10 09/30/25 100.000 VARIES 4.4611 0.123920 0.123586 0.123245 11.28 44.49 Barclays Bank PLC 06738JHK3 09/30/10 09/30/20 100.000 VARIES 4.0513 0.112537 0.112425 0.112311 10.24 40.47 Barclays Bank PLC 06738JHL1 10/15/10 10/15/22 100.000 VARIES 4.2146 0.117075 0.117054 0.117033 8.90 42.14 Barclays Bank PLC 06738JJR6 10/07/10 10/07/20 100.000 VARIES 4.0416 0.112268 0.112292 0.112316 9.43 40.42 Barclays Bank PLC 06738JJX3 10/07/10 10/07/25 100.000 VARIES 4.4615 0.123933 0.123599 0.123258 10.41 44.50 Barclays Bank PLC 06738JLX0 10/07/10 10/07/22 100.000 VARIES 4.2148 0.117079 0.117058 0.117037 9.83 42.14 Barclays Bank PLC 06738JNK6 10/15/10 10/15/25 100.000 VARIES 4.7543 0.132065 0.131903 0.131737 10.04 47.49 Barclays Bank PLC 06738Q3V8 04/30/09 05/07/14 100.000 0.000 5.2000 0.148352 0.152209 0.156167 0.160227 0.164393 54.52 57.40 Barclays Bank PLC 06738Q3Z9 04/09/09 04/09/24* 100.000 VARIES 5.8367 0.157136 15.40* Barclays Bank PLC 06738Q4D7 04/30/09 05/07/14 100.000 0.000 4.9000 0.139580 0.143000 0.146503 0.150092 0.153770 51.24 53.78 Barclays Bank PLC 06738Q4Y1 05/14/09 05/14/24* 100.000 VARIES 6.5028 0.180184 0.179721 40.14* Barclays Bank PLC 06738Q5D6 04/22/09 04/22/24* 100.000 VARIES 5.7795 0.155549 17.27* Barclays Bank PLC 06738Q7M4 04/30/09 04/30/24* 100.000 VARIES 5.5065 0.147610 17.57* Barclays Bank PLC 06738QDA3 08/29/08 08/31/11 100.000 0.000 3.9925 0.114765 0.115147 0.119393 0.119791 42.53 28.97 Barclays Bank PLC 06738QDB1 08/26/08 08/30/13 100.000 0.000 4.4602 0.128122 0.130263 0.133900 0.136138 0.139174 47.87 49.94 Barclays Bank PLC 06738QDW5 09/10/08 09/08/11 100.000 0.000 3.7898 0.109280 0.111351 0.113461 0.115611 40.19 28.41 Barclays Bank PLC 06738QK98 02/27/09 02/27/14 100.000 0.000 4.6599 0.132460 0.135546 0.138704 0.141936 0.145243 49.02 51.33 Barclays Bank PLC 06738QKP2 09/22/08 09/22/11 100.000 0.000 4.0900 0.118308 0.120728 0.123197 0.125716 43.51 32.61 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06738QKR8 09/30/08 09/30/11 100.000 0.000 4.7401 0.137985 0.141255 0.144603 0.148030 50.87 39.52 Barclays Bank PLC 06738QLE6 09/17/08 09/14/14 100.000 0.000 4.0500 0.117065 0.119436 0.121854 0.124322 0.126840 43.08 44.85 Barclays Bank PLC 06738QM21 02/27/09 03/07/14 100.000 0.000 4.6599 0.132631 0.135722 0.138884 0.142120 0.145431 49.02 51.33 Barclays Bank PLC 06738QV62 03/31/09 03/31/14 100.000 0.000 5.0055 0.142522 0.146089 0.149746 0.153494 0.157335 52.61 55.27 Barclays Bank PLC 06738QV70 03/31/09 03/31/14 100.000 0.000 5.0055 0.142522 0.146089 0.149746 0.153494 0.157335 52.61 55.27 Barclays Bank PLC 06738QX86 03/31/09 04/07/14 100.000 0.000 5.0056 0.141095 0.143836 0.148247 0.151127 0.154909 52.62 55.21 Barclays Bank PLC 06738R2Z8 07/18/08 01/19/11 100.000 0.000 3.9500 0.114112 0.116366 0.118664 42.22 2.14 Barclays Bank PLC 06738R3V6 06/24/08 06/23/10 100.000 0.000 4.0700 0.120088 20.66 Barclays Bank PLC 06738R5X0 07/30/08 07/28/11 100.000 0.000 4.2101 0.121895 0.124461 0.127081 0.129756 45.14 26.79 Barclays Bank PLC 06738R6V3 07/25/08 07/30/13 100.000 0.000 4.7399 0.138071 0.141343 0.144693 0.148122 0.151632 51.29 53.75 Barclays Bank PLC 06738RA89 05/30/08 11/30/11 100.000 0.000 4.1499 0.122603 0.125147 0.127744 0.130394 44.75 42.50 Barclays Bank PLC 06738RBT2 01/24/08 07/23/12 100.000 0.000 3.8000 0.111678 0.113800 0.115962 0.118165 0.120411 41.26 42.85 Barclays Bank PLC 06738RC95 05/30/08 06/02/11 100.000 0.000 4.1499 0.122631 0.125176 0.127773 44.75 19.29 Barclays Bank PLC 06738RCK0 01/31/08 07/28/10 100.000 0.000 3.2499 0.094732 0.096272 19.89 Barclays Bank PLC 06738RDB9 02/29/08 02/28/11 100.000 0.000 3.1126 0.090063 0.089974 0.092888 33.20 5.39 Barclays Bank PLC 06738RDC7 02/29/08 11/29/12 100.000 0.000 3.5298 0.103663 0.103772 0.107354 0.107468 0.110566 37.98 39.31 Barclays Bank PLC 06738RF27 05/14/08 05/12/10 100.000 0.000 3.3601 0.098104 12.85 Barclays Bank PLC 06738RG91 05/19/08 11/17/10 100.000 0.000 3.4701 0.101478 0.103239 32.38 Barclays Bank PLC 06738RHU3 02/27/08 11/26/13 100.000 0.000 3.7400 0.110842 0.112915 0.115027 0.117178 0.119369 40.42 41.95 Barclays Bank PLC 06738RJ72 05/28/08 05/26/10 100.000 0.000 3.7502 0.110121 15.97 Barclays Bank PLC 06738RJU1 03/04/08 03/02/10 100.000 0.000 2.9400 0.085310 5.20 Barclays Bank PLC 06738RK54 05/29/08 05/26/11 100.000 0.000 4.1998 0.124125 0.126732 0.129393 45.34 18.76 Barclays Bank PLC 06738RKA3 03/31/08 03/30/11 100.000 0.000 3.0827 0.089150 0.089049 0.091920 32.78 8.09 Barclays Bank PLC 06738RL87 06/30/08 06/29/11 100.000 0.000 4.2398 0.125410 0.128068 0.130783 45.64 23.28 Barclays Bank PLC 06738RMA1 03/31/08 03/28/13 100.000 0.000 3.2999 0.096260 0.097848 0.099463 0.101104 0.102772 35.24 36.41 Barclays Bank PLC 06738RRP3 04/30/08 04/30/12 100.000 0.000 4.0000 0.117912 0.120271 0.122676 0.125130 0.127632 43.16 44.91 Barclays Bank PLC 06738RRR9 04/30/08 04/25/14 100.000 0.000 3.9299 0.115666 0.117939 0.120256 0.122619 0.125029 42.35 44.03 Barclays Bank PLC 06738RRS7 04/30/08 04/28/11 100.000 0.000 3.7198 0.109182 0.111213 0.113281 39.93 13.25 Barclays Bank PLC 06738RVW3 04/18/08 03/20/13 100.000 0.000 3.7399 0.109513 0.111561 0.113647 0.115772 0.117937 40.21 41.73 Barclays Bank PLC 06738RWH5 05/19/08 11/20/12 100.000 0.000 4.0899 0.120737 0.123206 0.125725 0.128297 0.130920 44.11 45.94 Barclays Bank PLC 06738RWP7 04/23/08 04/21/10 100.000 0.000 3.1198 0.090765 9.98 Barclays Bank PLC 06738RXA9 05/30/08 05/25/11 100.000 0.000 4.1499 0.122533 0.125076 0.127671 44.75 18.38 Barclays Bank PLC 06739FAA9 09/30/05 09/30/10 100.000 0.000 4.5499 0.151308 0.154751 41.32 Barclays Bank PLC 06739H461 01/31/08 02/28/14 100.000 0.000 4.0805 0.120154 0.120607 0.125107 0.125579 0.129549 44.55 46.30 Barclays Bank PLC 06739H479 01/31/08 05/30/14 100.000 0.000 4.0799 0.122048 0.124538 0.127079 0.129671 0.132316 44.54 46.38 Barclays Bank PLC 06739H545 12/31/07 08/31/13 100.000 0.000 4.7069 0.140505 0.141467 0.147196 0.148204 0.153359 52.28 54.67 Barclays Bank PLC 06739H594 11/30/07 09/30/13 100.000 0.000 4.5700 0.137917 0.141068 0.144291 0.147588 0.150961 50.80 53.15 Barclays Bank PLC 06739J2D4 11/19/09 11/21/12 100.000 0.000 2.5698 0.071396 0.072313 0.073242 0.074183 0.075137 25.94 26.61 Barclays Bank PLC 06739J2E2 11/19/09 11/21/11 100.000 0.000 1.5402 0.042787 0.043117 0.043449 0.043783 15.49 13.96 Barclays Bank PLC 06739J2V4 11/27/09 11/27/24* 100.000 VARIES 5.1390 0.142751 0.139281 45.91* Barclays Bank PLC 06739J5D1 11/27/09 11/27/14 100.000 VARIES 3.3906 0.094185 0.094369 0.094556 0.095371 0.095913 33.95 34.23 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06739J5L3 12/18/09 02/25/13 100.000 0.000 2.6199 0.072776 0.073131 0.074089 0.075060 0.076043 26.43 27.09 Barclays Bank PLC 06739J5M1 11/27/09 11/27/24* 100.000 VARIES 5.1368 0.142690 0.138507 45.76* Barclays Bank PLC 06739J5R0 11/25/09 11/25/11 100.000 0.000 1.5200 0.042224 0.042545 0.042869 0.043195 15.28 13.95 Barclays Bank PLC 06739J5V1 12/31/09 12/31/15 100.000 0.000 4.2300 0.117501 0.119986 0.122524 0.125115 0.127762 42.75 44.58 Barclays Bank PLC 06739J5W9 12/31/09 12/31/15 100.000 0.000 4.2300 0.117501 0.119986 0.122524 0.125115 0.127762 42.75 44.58 Barclays Bank PLC 06739J6B4 12/02/09 12/02/11 100.000 0.000 1.4897 0.041383 0.041691 0.042001 0.042314 14.97 13.96 Barclays Bank PLC 06739J863 10/28/09 04/28/15 100.000 0.000 4.1800 0.116113 0.118540 0.121017 0.123546 0.126129 42.55 44.34 Barclays Bank PLC 06739JAB9 05/29/09 05/31/12 100.000 0.000 3.1001 0.086503 0.087364 0.089206 0.090093 0.091490 31.82 32.80 Barclays Bank PLC 06739JAJ2 05/29/09 11/29/12 100.000 0.000 3.5899 0.101511 0.103333 0.105187 0.107075 0.108997 36.99 38.33 Barclays Bank PLC 06739JBB8 05/27/09 06/06/14 100.000 0.000 4.9200 0.140203 0.143652 0.147186 0.150806 0.154516 51.27 53.82 Barclays Bank PLC 06739JBF9 05/28/09 05/28/24* 100.000 VARIES 5.8285 0.156909 23.07* Barclays Bank PLC 06739JBH5 05/29/09 05/29/29 100.000 VARIES 5.8530 0.156977 0.151206 0.145266 0.139153 0.134833 55.10 50.86 Barclays Bank PLC 06739JBJ1 05/29/09 06/06/14 100.000 0.000 3.5900 0.101583 0.103407 0.105263 0.107152 0.109076 36.99 38.33 Barclays Bank PLC 06739JD59 09/23/09 09/23/11 100.000 0.000 2.0099 0.055833 0.056394 0.056961 0.057534 20.31 15.03 Barclays Bank PLC 06739JD83 09/30/09 09/30/24 100.000 VARIES 5.1625 0.143404 0.139218 0.134925 0.131820 0.128635 50.10 47.44 Barclays Bank PLC 06739JEB5 07/24/09 07/24/14 100.000 0.000 4.7799 0.132776 0.135950 0.139199 0.142526 0.145932 49.38 51.77 Barclays Bank PLC 06739JEK5 06/26/09 06/26/24 100.000 VARIES 5.6547 0.152093 0.146969 0.142380 0.137661 0.132809 53.78 50.36 Barclays Bank PLC 06739JEQ2 06/30/09 07/08/14 100.000 0.000 4.9699 0.138206 0.141641 0.145160 0.148767 0.152464 51.58 54.17 Barclays Bank PLC 06739JER0 06/30/09 07/08/14 100.000 0.000 4.9699 0.138206 0.141641 0.145160 0.148767 0.152464 51.58 54.17 Barclays Bank PLC 06739JES8 06/04/09 06/06/14 100.000 0.000 4.8900 0.139193 0.142596 0.146083 0.149655 0.153314 50.89 53.41 Barclays Bank PLC 06739JFY4 06/30/09 06/28/13 100.000 0.000 2.6799 0.075430 0.076441 0.077465 0.078503 0.079555 27.34 28.08 Barclays Bank PLC 06739JGP2 06/26/09 06/26/24 100.000 VARIES 5.6622 0.150335 0.143188 0.137640 0.131935 0.126069 52.77 48.47 Barclays Bank PLC 06739JGY3 06/17/09 06/15/12 100.000 0.000 4.8699 0.138533 0.141906 0.145361 0.148901 0.152527 50.59 53.08 Barclays Bank PLC 06739JJM6 06/26/09 06/26/24* 100.000 VARIES 5.6679 0.151670 26.54* Barclays Bank PLC 06739JJS3 07/01/09 07/01/11 100.000 0.000 4.9199 0.140027 0.143472 0.147001 51.03 26.46 Barclays Bank PLC 06739JJT1 07/01/09 07/01/11 100.000 0.000 2.6801 0.075446 0.076457 0.077482 27.34 13.95 Barclays Bank PLC 06739JJU8 07/24/09 07/24/14 100.000 0.000 4.7799 0.132776 0.135950 0.139199 0.142526 0.145932 49.38 51.77 Barclays Bank PLC 06739JKC6 07/21/09 07/19/12 100.000 0.000 3.2699 0.090832 0.092301 0.093810 0.095344 0.096902 33.45 34.55 Barclays Bank PLC 06739JKE2 07/24/09 08/07/14 100.000 0.000 4.7800 0.133007 0.136186 0.139441 0.142774 0.146186 49.38 51.77 Barclays Bank PLC 06739JKF9 07/15/09 07/15/11 100.000 0.000 2.6301 0.073060 0.074021 0.074994 0.075980 26.80 14.73 Barclays Bank PLC 06739JKG7 07/24/09 07/24/13 100.000 0.000 4.2998 0.119442 0.122010 0.124633 0.127312 0.130049 44.28 46.20 Barclays Bank PLC 06739JKH5 07/24/09 07/24/14 100.000 0.000 4.7799 0.132776 0.135950 0.139199 0.142526 0.145932 49.38 51.77 Barclays Bank PLC 06739JKL6 07/23/09 07/23/24* 100.000 VARIES 6.1980 0.172167 0.166742 33.80* Barclays Bank PLC 06739JKM4 07/24/09 07/24/14 100.000 VARIES 4.7816 0.132825 0.133510 0.134211 0.134930 0.135665 48.16 48.67 Barclays Bank PLC 06739JKN2 07/24/09 07/24/12 100.000 0.000 3.3900 0.094168 0.095764 0.097388 0.099038 0.100717 34.69 35.88 Barclays Bank PLC 06739JKP7 07/24/09 07/24/12 100.000 0.000 3.3900 0.094168 0.095764 0.097388 0.099038 0.100717 34.69 35.88 Barclays Bank PLC 06739JKQ5 07/08/09 07/08/11 100.000 0.000 2.5300 0.070280 0.071169 0.072069 0.072981 25.77 13.64 Barclays Bank PLC 06739JKR3 07/08/09 07/08/11 100.000 0.000 2.5300 0.070280 0.071169 0.072069 0.072981 25.77 13.64 Barclays Bank PLC 06739JKS1 07/07/09 07/07/14 100.000 0.000 4.7699 0.132498 0.135658 0.138893 0.142206 0.145597 49.38 51.76 Barclays Bank PLC 06739JLU5 07/15/09 07/15/11 100.000 0.000 2.6301 0.073060 0.074021 0.074994 0.075980 26.80 14.73 Barclays Bank PLC 06739JME0 07/23/09 07/23/24* 100.000 VARIES 6.2034 0.172319 0.166894 33.83* ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06739JMG5 07/20/09 07/19/12 100.000 0.000 3.5001 0.097225 0.098917 0.100649 0.102410 0.104202 35.86 37.13 Barclays Bank PLC 06739JMH3 08/18/09 08/20/12 100.000 0.000 2.9800 0.082793 0.084027 0.085279 0.086550 0.087839 30.35 31.26 Barclays Bank PLC 06739JMK6 07/23/09 07/23/24 100.000 VARIES 6.1912 0.171979 0.166984 0.161835 0.156607 0.151217 59.41 55.64 Barclays Bank PLC 06739JN41 10/29/09 10/29/24* 100.000 VARIES 5.4203 0.150565 0.145235 43.91* Barclays Bank PLC 06739JN58 10/28/09 10/28/24* 100.000 VARIES 5.3273 0.147981 0.144523 43.33* Barclays Bank PLC 06739JN90 10/21/09 10/21/11 100.000 0.000 1.9799 0.054997 0.055542 0.056092 0.056647 19.97 16.37 Barclays Bank PLC 06739JNT6 08/03/09 08/03/11 100.000 0.000 2.5897 0.071938 0.072869 0.073813 0.074769 26.34 15.82 Barclays Bank PLC 06739JNU3 08/12/09 08/12/13 100.000 0.000 3.8100 0.105835 0.107851 0.109905 0.111999 0.114133 39.03 40.53 Barclays Bank PLC 06739JNW9 08/21/09 08/21/24 100.000 VARIES 5.5443 0.154009 0.148268 0.142367 0.137450 0.132396 52.90 49.07 Barclays Bank PLC 06739JP72 10/28/09 10/26/11 100.000 0.000 1.8699 0.051943 0.052423 0.052913 0.053408 18.85 15.70 Barclays Bank PLC 06739JPB3 08/12/09 08/11/11 100.000 0.000 2.3800 0.066114 0.066896 0.067692 0.068498 24.16 15.04 Barclays Bank PLC 06739JPE7 08/30/09 09/08/14 100.000 0.000 3.8999 0.108426 0.110540 0.112695 0.114893 0.117133 39.90 41.47 Barclays Bank PLC 06739JPF4 08/27/09 08/27/24* 100.000 VARIES 5.3967 0.149910 0.144960 34.49* Barclays Bank PLC 06739JQ63 11/30/09 11/30/15 100.000 0.000 3.9500 0.109723 0.111891 0.114100 0.116354 0.118652 40.03 41.62 Barclays Bank PLC 06739JQ71 11/30/09 11/30/15 100.000 0.000 3.9500 0.109723 0.111891 0.114100 0.116354 0.118652 40.03 41.62 Barclays Bank PLC 06739JR39 11/24/09 11/24/14 100.000 VARIES 3.4606 0.096128 0.095869 0.095605 0.096497 0.097127 34.54 34.63 Barclays Bank PLC 06739JR88 11/04/09 11/04/11 100.000 0.000 1.7800 0.049447 0.049887 0.050331 0.050779 17.93 15.33 Barclays Bank PLC 06739JR96 11/04/09 11/04/13 100.000 0.000 3.1800 0.088334 0.089739 0.091166 0.092615 0.094088 32.21 33.25 Barclays Bank PLC 06739JRY1 08/27/09 08/27/24* 100.000 VARIES 5.4036 0.150101 0.145150 34.53* Barclays Bank PLC 06739JS20 11/13/09 11/13/24* 100.000 VARIES 5.3450 0.148473 0.145017 45.70* Barclays Bank PLC 06739JSD6 09/17/09 09/19/12 100.000 0.000 2.8500 0.079182 0.080310 0.081455 0.082616 0.083793 28.94 29.77 Barclays Bank PLC 06739JSJ3 08/19/09 08/19/11 100.000 0.000 2.2700 0.063057 0.063773 0.064497 0.065229 23.02 14.84 Barclays Bank PLC 06739JST1 08/26/09 08/26/11 100.000 0.000 2.2599 0.062775 0.063484 0.064202 0.064927 22.91 15.22 Barclays Bank PLC 06739JSU8 08/27/09 08/27/24 100.000 VARIES 5.3980 0.149947 0.144622 0.139154 0.134694 0.130113 51.68 48.17 Barclays Bank PLC 06739JTC7 08/27/09 08/27/24* 100.000 VARIES 5.4029 0.150081 0.146632 34.80* Barclays Bank PLC 06739JTG8 09/03/09 09/06/11 100.000 0.000 2.1299 0.059176 0.059807 0.060444 0.061087 21.56 14.92 Barclays Bank PLC 06739JTK9 09/10/09 09/10/24* 100.000 VARIES 5.3063 0.147398 0.150227 37.21* Barclays Bank PLC 06739JTL7 10/01/09 10/07/14 100.000 0.000 3.7799 0.105065 0.107051 0.109074 0.111136 0.113236 38.52 39.99 Barclays Bank PLC 06739JTN3 09/30/09 09/30/24* 100.000 VARIES 5.1564 0.143234 0.138333 37.65* Barclays Bank PLC 06739JTY9 09/16/09 09/16/11 100.000 0.000 2.1800 0.060558 0.061218 0.061886 0.062560 22.06 15.90 Barclays Bank PLC 06739JXJ7 09/30/09 09/30/24* 100.000 VARIES 5.1616 0.143379 0.139911 37.94* Barclays Bank PLC 06739JXN8 09/30/09 09/30/11 100.000 0.000 2.0400 0.056669 0.057247 0.057831 0.058420 20.61 15.66 Barclays Bank PLC 06739JXQ1 09/30/09 09/30/24* 100.000 VARIES 5.1522 0.143119 0.137861 37.55* Barclays Bank PLC 06739JXR9 10/02/09 10/03/13 100.000 0.000 3.4021 0.094514 0.096122 0.097757 0.099420 0.101111 34.60 35.79 Barclays Bank PLC 06739JXX6 10/14/09 10/14/11 100.000 0.000 2.0298 0.056386 0.056958 0.057536 0.058120 20.49 16.39 Barclays Bank PLC 06739JXZ1 10/07/09 10/07/11 100.000 0.000 1.9497 0.054161 0.054689 0.055222 0.055761 19.68 15.34 Barclays Bank PLC 06739JYA5 09/30/09 09/30/19 100.000 VARIES 5.0571 0.140475 0.138408 0.136289 0.133655 0.130954 49.82 48.10 Barclays Bank PLC 06739JYB3 09/30/09 09/30/24* 100.000 VARIES 5.1854 0.144039 0.146196 39.13* Barclays Bank PLC 06739JYC1 10/29/09 10/29/24* 100.000 VARIES 5.4144 0.150402 0.146201 44.06* Barclays Bank PLC 06739JYY3 11/02/09 11/07/14 100.000 0.000 3.7399 0.103942 0.105886 0.107866 0.109883 0.111937 37.98 39.41 Barclays Bank PLC 06740C568 11/28/08 11/30/10 100.000 0.000 3.5814 0.103101 0.104947 34.25 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06740H286 05/21/10 05/24/17 100.000 2.500 4.9967 0.138798 0.138828 0.140561 0.142338 0.144159 30.61 51.05 Barclays Bank PLC 06740JED8 12/24/09 12/24/24 100.000 VARIES 5.1791 0.143865 0.139678 0.135383 0.131106 0.126717 50.98 47.91 Barclays Bank PLC 06740JEH9 12/28/09 12/28/12 100.000 0.000 2.4098 0.066942 0.067748 0.068564 0.069391 0.070227 24.25 24.84 Barclays Bank PLC 06740JEK2 12/28/09 12/26/14 100.000 0.000 3.6800 0.102224 0.104084 0.105999 0.107950 0.109936 37.15 38.53 Barclays Bank PLC 06740JEL0 12/24/09 12/24/14 100.000 VARIES 3.3891 0.094144 0.094564 0.094992 0.095867 0.096263 33.97 34.36 Barclays Bank PLC 06740JEU0 12/21/09 12/19/14 100.000 0.000 3.6999 0.102776 0.104656 0.106592 0.108564 0.110573 37.38 38.78 Barclays Bank PLC 06740JEY2 01/29/10 01/29/16 100.000 0.000 4.2199 0.117221 0.119695 0.122220 0.124799 39.29 44.32 Barclays Bank PLC 06740JEZ9 01/29/10 01/29/16 100.000 0.000 4.2199 0.117221 0.119695 0.122220 0.124799 39.29 44.32 Barclays Bank PLC 06740JFA3 01/29/10 01/29/16 100.000 0.000 4.2199 0.117221 0.119695 0.122220 0.124799 39.29 44.32 Barclays Bank PLC 06740JFQ8 01/29/10 01/29/25 100.000 VARIES 5.7144 0.158734 0.155333 0.151834 0.147274 52.18 54.07 Barclays Bank PLC 06740JFR6 01/29/10 01/29/15 100.000 VARIES 3.7589 0.104414 0.106377 0.108376 0.109171 34.96 39.08 Barclays Bank PLC 06740JK33 02/26/10 02/29/16 100.000 0.000 4.3199 0.119337 0.117419 0.121944 0.122547 0.126569 36.84 45.19 Barclays Bank PLC 06740JL40 02/26/10 02/26/30 100.000 VARIES 5.5951 0.155420 0.151220 0.146902 0.140444 46.88 52.32 Barclays Bank PLC 06740JL73 03/31/10 03/31/16 100.000 0.000 4.1299 0.114721 0.117090 0.119508 0.121975 31.30 43.03 Barclays Bank PLC 06740JL81 03/31/10 03/31/16 100.000 0.000 4.1299 0.114721 0.117090 0.119508 0.121975 31.30 43.03 Barclays Bank PLC 06740JL99 03/31/10 03/31/16 100.000 0.000 4.1299 0.114721 0.117090 0.119508 0.121975 31.30 43.03 Barclays Bank PLC 06740JM64 03/12/10 03/12/25 100.000 VARIES 5.5350 0.153751 0.149550 0.145232 0.140040 43.98 52.02 Barclays Bank PLC 06740JM98 03/10/10 03/10/17 100.000 VARIES 4.4514 0.123651 0.123621 0.123590 0.123559 35.98 44.49 Barclays Bank PLC 06740JN71 03/04/10 03/04/15 100.000 VARIES 3.5183 0.097733 0.098782 0.099850 0.101606 29.15 36.08 Barclays Bank PLC 06740JQW3 01/29/10 01/29/16 100.000 0.000 4.2199 0.117221 0.119695 0.122220 0.124799 39.29 44.32 Barclays Bank PLC 06740JRD4 01/27/10 01/27/17 100.000 5.000 4.3944 0.122069 0.121700 0.121322 0.123988 40.71 44.10 Barclays Bank PLC 06740JRE2 02/08/10 02/06/15 100.000 0.000 3.8699 0.107499 0.109556 0.111675 0.113836 35.02 40.44 Barclays Bank PLC 06740JRH5 02/26/10 02/29/12 100.000 0.000 1.7202 0.047521 0.046751 0.047934 0.047558 0.048494 14.59 17.50 Barclays Bank PLC 06740JRX0 01/26/10 11/05/12 100.000 0.000 2.4500 0.068056 0.068514 0.069354 0.070203 0.071063 22.95 25.22 Barclays Bank PLC 06740JRY8 01/26/10 11/05/12 100.000 0.000 2.4500 0.068056 0.068514 0.069354 0.070203 0.071063 22.95 25.22 Barclays Bank PLC 06740JSB7 02/22/10 02/20/15 100.000 VARIES 3.8626 0.107297 0.109346 0.111458 0.113611 33.42 40.30 Barclays Bank PLC 06740JSC5 02/22/10 02/20/15 100.000 0.000 3.8600 0.107222 0.109269 0.111378 0.113527 33.40 40.27 Barclays Bank PLC 06740JSJ0 02/19/10 02/19/25 100.000 VARIES 5.3591 0.148866 0.144668 0.140357 0.135927 45.89 50.15 Barclays Bank PLC 06740JSM3 02/26/10 02/29/16 100.000 0.000 4.3199 0.119337 0.117419 0.121944 0.122547 0.126569 36.84 45.19 Barclays Bank PLC 06740JSN1 02/26/10 02/29/16 100.000 0.000 4.3199 0.119337 0.117419 0.121944 0.122547 0.126569 36.84 45.19 Barclays Bank PLC 06740JSP6 02/26/10 02/29/16 100.000 0.000 4.3199 0.119337 0.117419 0.121944 0.122547 0.126569 36.84 45.19 Barclays Bank PLC 06740JSY7 02/26/10 02/29/16 100.000 0.000 4.3199 0.119337 0.117419 0.121944 0.122547 0.126569 36.84 45.19 Barclays Bank PLC 06740JTK6 02/08/10 02/08/17 100.000 VARIES 4.5812 0.127258 0.127310 0.127363 0.127417 41.11 45.86 Barclays Bank PLC 06740JVZ0 02/25/10 02/25/25 100.000 VARIES 5.5194 0.153319 0.148735 0.144024 0.139215 46.34 51.50 Barclays Bank PLC 06740JWG1 02/17/10 07/24/14 100.000 0.000 3.4600 0.096114 0.097564 0.099252 0.100969 30.41 35.96 Barclays Bank PLC 06740JZJ2 03/09/10 03/09/15 100.000 0.000 3.4999 0.097220 0.098921 0.100653 0.102414 28.58 36.31 Barclays Bank PLC 06740L6Y6 06/24/10 06/24/25 100.000 VARIES 5.6560 0.157111 0.151342 0.145410 0.141651 29.34 53.35 Barclays Bank PLC 06740L6Z3 06/30/10 06/30/25 100.000 VARIES 5.7186 0.158851 0.153465 0.147925 0.144464 28.75 54.24 Barclays Bank PLC 06740LAB1 03/26/10 03/26/25 100.000 VARIES 5.3753 0.149315 0.144743 0.140048 0.134897 40.63 50.33 Barclays Bank PLC 06740LAP0 04/07/10 04/07/15 100.000 0.000 3.6900 0.102502 0.104393 0.106319 0.108280 27.22 38.25 Barclays Bank PLC 06740LAQ8 04/07/10 04/07/15 100.000 0.000 3.6900 0.102502 0.104393 0.106319 0.108280 27.22 38.25 Barclays Bank PLC 06740LAR6 04/09/10 04/10/15 100.000 0.000 3.7199 0.103332 0.103344 0.105266 0.107224 0.109218 27.23 38.57 Barclays Bank PLC 06740LBD6 03/24/10 03/24/15 100.000 1.000 3.5999 0.099999 0.101299 0.102623 0.103970 27.83 36.96 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06740LBJ3 04/30/10 04/29/16 100.000 0.000 4.4899 0.124721 0.127505 0.130367 0.133294 30.23 46.78 Barclays Bank PLC 06740LBK0 04/30/10 04/29/16 100.000 0.000 4.4899 0.124721 0.127505 0.130367 0.133294 30.23 46.78 Barclays Bank PLC 06740LBL8 04/30/10 04/29/16 100.000 0.000 4.4899 0.124721 0.127505 0.130367 0.133294 30.23 46.78 Barclays Bank PLC 06740LBS3 04/30/10 04/30/13 100.000 0.000 2.6499 0.073611 0.074586 0.075574 0.076576 17.80 27.15 Barclays Bank PLC 06740LBT1 04/30/10 04/30/13 100.000 0.000 2.6499 0.073611 0.074586 0.075574 0.076576 17.80 27.15 Barclays Bank PLC 06740LBV6 04/07/10 04/07/25 100.000 VARIES 5.2962 0.147118 0.142555 0.137870 0.132901 38.46 49.67 Barclays Bank PLC 06740LBW4 04/15/10 01/09/12 100.000 0.000 1.7702 0.049172 0.049376 0.049813 0.050254 12.62 18.00 Barclays Bank PLC 06740LBY0 04/07/10 04/08/15 100.000 0.000 3.6920 0.102556 0.102567 0.104461 0.106389 0.108353 27.23 38.28 Barclays Bank PLC 06740LEM3 04/20/10 04/20/30 100.000 VARIES 5.5989 0.155527 0.150549 0.145432 0.139700 38.68 52.51 Barclays Bank PLC 06740LEN1 04/30/10 04/30/12 100.000 0.000 1.9201 0.053338 0.053850 0.054367 0.054889 12.89 19.54 Barclays Bank PLC 06740LEZ4 04/22/10 04/22/25 100.000 VARIES 5.4765 0.152126 0.147925 0.143608 0.138469 37.59 51.82 Barclays Bank PLC 06740LJ55 05/25/10 05/25/25 100.000 VARIES 6.0883 0.169120 0.163275 0.157253 0.152477 36.32 57.31 Barclays Bank PLC 06740LJ63 05/25/10 05/25/25 100.000 VARIES 6.0432 0.167868 0.162868 0.157717 0.153414 36.08 57.36 Barclays Bank PLC 06740LL78 06/09/10 06/09/14 100.000 0.000 3.9099 0.108611 0.110734 0.112899 0.115106 21.99 40.35 Barclays Bank PLC 06740LN84 06/30/10 06/28/12 100.000 0.000 2.3199 0.064444 0.065183 0.065940 0.066704 11.67 23.61 Barclays Bank PLC 06740LNW1 05/28/10 05/31/16 100.000 0.000 4.7600 0.130770 0.130107 0.133935 0.136374 0.139620 28.49 49.51 Barclays Bank PLC 06740LNY7 05/28/10 05/31/16 100.000 0.000 4.7600 0.130770 0.130107 0.133935 0.136374 0.139620 28.49 49.51 Barclays Bank PLC 06740LP66 06/02/10 06/02/25 100.000 VARIES 6.0388 0.167747 0.161909 0.155894 0.150244 34.89 56.87 Barclays Bank PLC 06740LP90 06/30/10 06/30/16 100.000 0.000 4.3499 0.120833 0.123461 0.126147 0.128890 21.87 44.93 Barclays Bank PLC 06740LQ24 06/30/10 06/30/16 100.000 0.000 4.3499 0.120833 0.123461 0.126147 0.128890 21.87 44.93 Barclays Bank PLC 06740LQ40 06/09/10 06/09/25 100.000 VARIES 5.8826 0.163406 0.159225 0.154921 0.149990 32.92 56.34 Barclays Bank PLC 06740LQG3 05/28/10 05/31/13 100.000 0.000 3.3199 0.092221 0.092247 0.093778 0.095334 0.096917 19.79 34.14 Barclays Bank PLC 06740LQH1 05/28/10 05/31/16 100.000 0.000 4.7600 0.130770 0.130107 0.133935 0.136374 0.139620 28.49 49.51 Barclays Bank PLC 06740LTF2 05/10/10 05/08/15 100.000 0.000 3.8699 0.107499 0.109556 0.111675 0.113836 24.94 40.05 Barclays Bank PLC 06740LTR6 05/21/10 05/21/25* 100.000 VARIES 5.9116 0.164214 29.56* Barclays Bank PLC 06740P2M7 10/20/10 10/27/11 100.000 0.000 0.7196 0.019989 0.019992 0.020064 1.42 5.93 Barclays Bank PLC 06740P3E4 11/04/10 10/29/12 100.000 0.000 1.0600 0.029445 0.029597 0.029754 1.68 10.65 Barclays Babk PLC 06740PA30 10/28/10 06/01/16 100.000 0.000 3.0699 0.085277 0.085517 0.086829 0.088162 5.38 31.10 Barclays Bank PLC 06740PAD8 06/11/10 06/11/15 100.000 0.000 3.8599 0.107220 0.109289 0.111399 0.113549 21.49 39.81 Barclays Bank PLC 06740PB21 11/03/10 11/01/13 100.000 0.000 1.4698 0.040830 0.041127 0.041429 2.37 14.79 Barclays Bank PLC 06740PB88 11/10/10 11/10/25 100.000 VARIES 4.7537 0.132048 0.129440 0.126771 6.73 46.80 Barclays Bank PLC 06740PBC9 06/24/10 06/26/18 100.000 0.000 4.9699 0.138055 0.138093 0.141525 0.145042 0.148646 25.84 51.62 Barclays Bank PLC 06740PBE5 06/25/10 06/25/17 100.000 1.000 4.7051 0.130700 0.133121 0.135599 0.138136 24.32 48.40 Barclays Bank PLC 06740PBF2 07/28/10 07/28/16 100.000 0.000 3.6099 0.100277 0.102087 0.103930 15.34 36.98 Barclays Bank PLC 06740PBG0 07/28/10 07/28/16 100.000 0.000 3.6099 0.100277 0.102087 0.103930 15.34 36.98 Barclays Bank PLC 06740PBK1 06/30/10 06/30/15 100.000 VARIES 3.8043 0.105676 0.107135 0.108622 0.109536 19.13 38.84 Barclays Bank PLC 06740PBQ8 07/23/10 07/23/20 100.000 VARIES 4.7877 0.132992 0.131521 0.130015 21.01 47.14 Barclays Bank PLC 06740PBX3 07/06/10 07/06/20 100.000 VARIES 5.0546 0.140407 0.143082 0.145824 24.57 51.98 Barclays Bank PLC 06740PC38 11/29/10 11/29/30 100.000 VARIES 4.9295 0.136932 0.133461 0.129904 4.38 48.45 Barclays Bank PLC 06740PCY0 07/28/10 07/26/12 100.000 0.000 1.7298 0.048052 0.048463 0.048882 7.35 17.50 Barclays Bank PLC 06740PEV4 07/28/10 07/28/25 100.000 VARIES 5.0303 0.139731 0.136259 0.132699 21.38 48.60 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06740PHD1 08/31/10 08/31/16 100.000 0.000 3.3169 0.091627 0.091628 0.094172 11.27 33.76 Barclays Bank PLC 06740PHE9 08/31/10 08/31/16 100.000 0.000 3.3169 0.091627 0.091628 0.094172 11.27 33.76 Barclays Bank PLC 06740PHQ2 07/28/10 05/26/16 100.000 0.000 3.6099 0.100277 0.101464 0.103295 0.105160 15.38 36.99 Barclays Bank PLC 06740PKG0 08/16/10 08/16/17 100.000 VARIES 3.6631 0.101754 0.103228 0.104728 13.74 37.30 Barclays Bank PLC 06740PKN5 08/31/10 08/31/15 100.000 0.000 2.6470 0.073123 0.072883 0.074659 8.99 26.83 Barclays Bank PLC 06740PKP0 09/03/10 09/03/15 100.000 0.000 2.6299 0.073055 0.074016 0.074989 8.62 26.70 Barclays Bank PLC 06740PMM5 08/27/10 08/29/18 100.000 0.000 3.8100 0.104672 0.104122 0.106688 0.107539 13.22 38.90 Barclays Bank PLC 06740PMQ6 09/16/10 09/16/25 100.000 VARIES 4.4379 0.123277 0.120465 0.117591 12.94 43.28 Barclays Bank PLC 06740PMT0 08/26/10 08/26/20 100.000 VARIES 4.3098 0.119717 0.120800 0.121907 14.96 43.57 Barclays Bank PLC 06740PNB8 09/30/10 09/30/13 100.000 0.000 1.6198 0.044996 0.045360 0.045727 4.09 16.33 Barclays Bank PLC 06740PPZ3 09/30/10 09/28/12 100.000 0.000 1.2098 0.033608 0.033809 0.034014 3.06 12.17 Barclays Bank PLC 06740PQB5 09/22/10 09/22/25 100.000 VARIES 4.6596 0.129433 0.127919 0.126369 12.81 46.02 Barclays Bank PLC 06740PQH2 09/30/10 09/29/17 100.000 0.000 3.3900 0.094168 0.095755 0.097379 8.57 34.48 Barclays Bank PLC 06740PSZ0 10/13/10 10/13/17 100.000 0.750 3.3000 0.091668 0.092836 0.094025 7.15 33.39 Barclays Bank PLC 06740PVZ6 09/30/10 09/30/25 100.000 VARIES 4.7398 0.131664 0.128859 0.125988 11.98 46.38 Bill Barrett Corporation 06846NAB0 07/08/09 07/15/16 95.172 9.875 10.8760 2.30 0.012962 0.013893 0.014410 0.015445 0.016020 5.15 5.72 Bayerische Landesbank 0727G0AA8 05/31/02 05/28/10 100.000 0.000 5.2947 0.217590 31.99 Bayonne Redev AGY, NJ 073009AR3 04/09/09 04/01/12 98.604 9.250 9.8017 3.07 0.012066 0.012658 0.013278 0.013929 0.014611 4.56 5.02 Bear Stearns Co., Inc. 073928G23 08/31/04 07/01/19 51.530 1.000 5.9698 128.29 0.078948 0.081304 0.083731 0.086230 28.85 30.59 Bear Stearns Co., Inc. 073928JS3 06/03/99 06/30/11 46.328 0.000 6.4740 445.74 0.163444 0.168735 0.174197 59.80 31.18 Bear Stearns Co., Inc. 073928WN9 02/27/02 08/15/13 49.000 0.000 6.3184 308.32 0.133875 0.140393 0.142467 0.149404 0.151611 51.24 54.53 Bear Stearns Co., Inc. 073928Y64 10/11/07 10/11/11 79.721 0.000 5.7469 107.06 0.142535 0.146631 0.150844 0.155178 52.71 43.02 Beaver Cnty Ind Dev Auth 07487TAB9 04/29/99 11/20/24* 17.103 0.000 7.0298 186.55 0.069271 .69* BellSouth Telecomm 079867AS6 12/13/95 12/15/95 25.235 VARIES 6.8500 0.123331 0.127555 0.131924 0.136442 0.141115 45.30 48.45 Berry Petroleum Company 085789AD7 05/27/09 06/01/14 93.546 10.250 12.0008 5.86 0.028786 0.030513 0.032344 0.034285 0.036342 10.78 12.11 Bexar Cnty Hsg Fin Corp 08837EAB7 09/28/05 04/01/22 39.225 0.000 5.7500 107.15 0.078636 0.080897 0.083222 0.085615 0.088077 29.13 30.83 City of Boston, MA 100853GH7 11/04/09 09/15/24 89.556 6.050 7.2062 .64 0.011212 0.011507 0.011921 0.012351 0.012796 4.16 4.46 Bureau County SD #84, IL 121012AL2 06/04/10 12/01/15 106.570 VARIES 4.3645 0.129203 0.131976 0.134856 0.127342 26.83 47.89 Bureau County SD #84, IL 121012AM0 06/04/10 12/01/16 106.150 VARIES 4.6174 0.136151 0.139242 0.142456 0.134683 28.28 50.57 Bureau County SD #84, IL 121012AN8 06/04/10 12/01/17 105.324 VARIES 4.8691 0.142456 0.145866 0.149418 0.141390 29.59 53.02 Bureau County SD #84, IL 121012AP3 06/04/10 12/01/18 105.836 VARIES 5.1194 0.150507 0.154296 0.158245 0.149497 31.27 56.11 Bureau County SD #84, IL 121012AQ1 06/04/10 12/01/19 106.299 VARIES 5.3692 0.158542 0.162727 0.167096 0.157599 32.94 59.21 Bureau County SD #84, IL 121012AR9 06/04/10 12/01/20 104.349 VARIES 5.6693 0.164330 0.168911 0.173699 0.163858 34.15 61.52 Bureau County SD #84, IL 121012AS7 06/04/10 12/01/21 104.162 VARIES 5.9680 0.172679 0.177746 0.183050 0.172349 35.90 64.78 Bureau County SD #84, IL 121012AT5 06/04/10 12/01/22 104.788 VARIES 6.1675 0.179525 0.184969 0.190673 0.179207 37.32 67.44 Bureau County SD #175,IL 121088AJ7 09/15/10 12/01/12 105.544 0.000 2.1629 0.063413 0.063703 0.064392 0.065088 6.73 23.10 Bureau County SD #175,IL 121088AK4 09/15/10 12/01/13 106.280 VARIES 2.8304 0.083561 0.084061 0.085250 0.081690 8.87 30.40 Bureau County SD #175,IL 121088AL2 09/15/10 12/01/14 106.822 VARIES 3.2818 0.097380 0.098055 0.099664 0.095602 10.34 35.52 Bureau County SD #175,IL 121088AM0 09/15/10 12/01/15 108.915 VARIES 3.6318 0.109878 0.110721 0.112731 0.107843 11.67 40.13 Bureau County SD #175,IL 121088AN8 09/15/10 12/01/16 107.815 VARIES 4.0822 0.122259 0.123312 0.125829 0.120602 12.99 44.76 Bureau County SD #175,IL 121088AP3 09/15/10 12/01/17 106.920 VARIES 4.4822 0.133123 0.134383 0.137394 0.131758 14.15 48.84 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bureau County SD #175,IL 121088AQ1 09/15/10 12/01/18 106.252 VARIES 4.8319 0.142614 0.144069 0.147549 0.141467 15.16 52.41 Bureau County SD #175,IL 121088AR9 09/15/10 12/01/19 107.871 VARIES 5.0816 0.152267 0.153901 0.157811 0.150970 16.19 56.02 Bureau County SD #175,IL 121088AS7 09/15/10 12/01/20 108.435 VARIES 5.2817 0.159091 0.160865 0.165113 0.157828 16.92 58.58 Burlington Coat Factory 121577AA8 04/13/06 10/15/14 75.522 VARIES 14.4995 0.402771 0.402771 0.402770 0.402770 0.402769 145.00 145.00 Burlington Coat Factory 121577AB6 04/13/06 10/15/14 75.522 VARIES 14.4995 0.402771 0.402771 0.402770 0.402770 0.402769 145.00 145.00 Butler Cnty Dev Auth 12359RAZ5 01/15/97 05/01/10 35.110 0.000 8.0286 623.17 0.214411 25.73 Butler Cnty Dev Auth 12359RBA9 01/15/97 11/01/10 33.621 0.000 8.0586 600.24 0.206846 0.215180 63.55 Butler Cnty Dev Auth 12359RBB7 01/15/97 05/01/11 32.274 0.000 8.0687 577.32 0.199054 0.207085 0.215439 74.09 25.85 CBIZ, Inc. 124805AA0 05/30/06 06/01/26 100.000 VARIES 8.9994 0.308921 0.318916 0.329360 0.340274 0.351270 113.62 121.19 CBIZ, Inc. 124805AB8 05/30/06 06/01/26 100.000 VARIES 8.9994 0.308921 0.318916 0.329360 0.340274 0.351270 113.62 121.19 CapitalSource Inc. 14055XAC6 07/07/04 07/15/34 100.000 VARIES 8.2001 0.292707 0.300723 0.309066 0.317752 0.326794 109.53 115.77 CapitalSource Inc. 14055XAD4 07/07/04 07/15/34 100.000 VARIES 8.2001 0.292707 0.300723 0.309066 0.317752 0.326794 109.53 115.77 CapitalSource Inc. 14055XAG7 07/30/07 07/15/12 98.000 7.250 7.7433 8.83 0.010911 0.011334 0.011772 0.012228 0.012701 4.15 4.47 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 0.259563 95.00 94.89 Carol Stream PK DT, IL 143735LM8 07/15/08 10/01/27 93.383 5.750 6.3510 2.73 0.005418 0.005590 0.005768 0.005951 0.006140 2.01 2.14 Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29 100.000 VARIES 9.9395 0.622381 0.650124 0.679246 0.709816 0.741904 235.08 256.67 Century Alumium Company 156431AJ7 12/10/09 05/15/14 97.000 8.000 8.8326 .33 0.015769 0.016369 0.017092 0.017847 0.018635 5.85 6.36 Chesapeake Energy Corp. 165167BZ9 05/15/07 05/15/37 100.000 VARIES 6.7505 0.208834 0.213539 0.218403 0.223431 0.228628 76.47 80.00 Chesapeake Energy Corp. 165167CA3 08/14/07 05/15/37 97.625 VARIES 8.0008 0.245519 0.252563 0.259888 0.267507 0.275430 90.32 95.65 Chesapeake Energy Corp. 165167CB1 05/27/08 12/15/38 100.000 VARIES 8.0007 0.242911 0.250128 0.257634 0.265440 0.273558 88.98 94.41 Chesapeake Energy Corp. 165167CD7 02/02/09 02/15/15 97.750 9.500 10.0055 2.62 0.008208 0.008618 0.009049 0.009502 0.009977 3.14 3.47 Citigroup, Inc. 172967416 12/22/09 12/15/12 100.000 6.150 N/A 0.164517 0.138563 0.111031 0.082645 0.053381 53.70 33.94 Citigroup, Inc. 172967432 12/22/09 12/15/12 100.000 6.150 N/A 0.164517 0.138563 0.111031 0.082645 0.053381 53.70 33.94 Citibank CR Card Iss Tr 17305EEL5 06/25/08 06/20/12 94.946 6.300 7.7994 17.45 0.034401 0.035742 0.037136 0.038584 0.040089 12.66 13.66 Citigroup Global Markets 17307EBE2 07/01/04 09/07/16 51.400 0.000 5.5371 180.23 0.104940 0.107845 0.110831 0.113900 0.117053 38.97 41.16 Citigroup Funding, Inc. 17308CKY1 08/24/07 08/31/12 100.000 1.080 5.0702 0.151791 0.152358 0.158053 0.158674 0.163732 56.28 58.50 Citigroup Funding, Inc. 17308CMW3 02/26/09 02/26/14 100.000 1.500 7.7625 0.222378 0.229392 0.236678 0.244247 0.252109 83.11 88.50 Citigroup Funding, Inc. 17308CMX1 04/28/09 04/28/14 100.000 VARIES 7.9615 0.229958 0.235794 0.245181 0.251624 0.261640 84.79 90.46 Citigroup Funding, Inc. 17308CMY9 06/29/09 06/29/14 100.000 VARIES 6.6887 0.187831 0.189933 0.189473 0.188999 0.188508 68.00 68.12 Citigroup Funding, Inc. 17308CMZ6 08/28/09 08/28/14 100.000 1.500 5.6150 0.155973 0.159182 0.162481 0.165873 0.169360 57.53 59.95 Citigroup Funding, Inc. 17308CNM4 02/12/10 02/12/20 100.000 VARIES 4.5259 0.125722 0.122909 0.120033 0.118506 39.71 43.12 Citigroup Funding, Inc. 17308CNQ5 03/17/10 03/19/12 100.000 0.000 1.5048 0.041802 0.041805 0.042120 0.042437 0.042756 11.90 15.29 Citigroup Funding, Inc. 17308CPA8 04/29/10 04/29/25 100.000 VARIES 5.9021 0.163949 0.160590 0.157132 0.153572 39.47 56.75 Citigroup Funding, Inc. 17308CPC4 05/07/10 05/07/20 100.000 VARIES 5.0486 0.140242 0.137471 0.134630 0.133101 32.67 48.74 Citigroup Funding, Inc. 17308CPQ3 05/24/10 05/24/16 100.000 0.000 4.5502 0.126397 0.129273 0.132214 0.135222 27.53 47.29 Citigroup Funding, Inc. 17308CPT7 06/30/10 06/30/25 100.000 VARIES 5.8893 0.163594 0.160232 0.156770 0.155058 29.61 57.06 Citigroup Funding, inc. 17308CQH2 09/28/10 09/28/15 100.000 VARIES 2.0287 0.013576 0.013052 0.012523 1.26 4.69 Citigroup Funding, Inc. 1730T0AK5 05/15/06 05/15/36 11.570 0.000 7.3199 34.49 0.030256 0.031364 0.032512 0.033702 0.034935 11.20 12.03 Citigroup Funding, Inc. 1730T0AW9 09/07/06 09/07/11 100.000 0.125 5.2915 0.171333 0.175774 0.180333 0.185012 63.51 45.20 Citigroup Funding, Inc. 1730T0BT5 02/14/07 02/14/37 100.000 VARIES 5.8403 0.156061 0.156108 0.156156 0.156205 0.156256 56.20 56.24 Citigroup Funding, Inc. 1730T0CH0 03/28/07 03/28/37 100.000 VARIES 5.6199 0.150333 0.150379 0.150425 0.150473 0.150522 54.14 54.17 Citigroup Funding, Inc. 1730T0CU1 05/25/07 05/25/22 100.000 VARIES 5.6847 0.144065 0.144452 0.144850 0.145260 0.145681 51.96 52.25 Citigroup Funding, Inc. 1730T0DB2 05/29/07 06/01/10 100.000 0.000 5.2381 0.165631 24.84 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Funding, Inc. 1730T0DN6 08/06/07 08/06/37 100.000 7.100 7.0999 0.226755 0.234805 0.243140 0.251772 0.260709 85.46 91.63 Citigroup Funding, Inc. 1730T0EJ4 10/29/07 10/29/19 100.000 VARIES 5.6410 0.150618 0.150847 0.151082 0.151324 0.151573 54.29 54.46 Citigroup Funding, Inc. 1730T0EX3 01/30/08 01/30/13 100.000 2.000 4.5340 0.130842 0.132549 0.134294 0.136079 0.137904 47.93 49.21 Citigroup Funding, Inc. 1730T0FD6 02/29/08 02/28/10 100.000 0.000 3.8702 0.113239 6.57 Citigroup Funding, Inc. 1730T0FE4 04/29/08 04/29/10 100.000 0.000 3.9598 0.116659 13.77 Citigroup Funding, Inc. 1730T0FF1 03/14/08 03/14/10 100.000 0.000 3.1101 0.090488 6.61 Citigroup Funding, Inc. 1730T0FG9 02/08/08 02/09/15 100.000 0.250 4.4200 0.130647 0.133381 0.136175 0.139031 0.141950 48.31 50.36 Citigroup Funding, Inc. 1730T0FL8 04/28/08 10/28/10 100.000 0.000 3.8899 0.114484 0.116710 34.40 Citigroup Funding, Inc. 1730T0FQ7 05/29/08 05/29/10 100.000 0.000 4.0799 0.120410 17.82 Citigroup Funding, Inc. 1730T0FR5 04/24/08 04/24/10 100.000 0.000 3.6105 0.105823 11.96 Citigroup Funding, Inc. 1730T0FT1 05/28/08 05/28/13 100.000 VARIES 5.2999 0.159239 0.163458 0.167790 0.172236 0.176801 58.37 61.50 Citigroup Funding, Inc. 1730T0FX2 06/27/08 01/12/10 100.000 0.000 4.2859 0.124433 1.37 Citigroup Funding, Inc. 1730T0FY0 06/27/08 06/27/10 100.000 0.000 4.5498 0.135209 23.80 Citigroup Funding, Inc. 1730T0FZ7 06/27/08 06/27/11 100.000 0.000 5.1751 0.155204 0.159220 0.163339 56.63 28.75 Citigroup Funding, Inc. 1730T0GD5 07/30/08 07/30/13 100.000 4.000 5.6733 0.160269 0.161663 0.163097 0.164572 0.166089 58.37 59.43 Citigroup Funding, Inc. 1730T0GF0 07/29/08 07/29/10 100.000 0.000 4.2801 0.124036 0.126690 26.28 Citigroup Funding, Inc. 1730T0GH6 07/24/08 07/24/10 100.000 0.000 4.4699 0.129776 0.132676 26.87 Citigroup Funding, Inc. 1730T0GK9 08/29/08 08/29/13 100.000 VARIES 5.6500 0.157044 0.162368 0.159867 0.165287 0.161968 58.64 59.60 Citigroup Funding, Inc. 1730T0GM5 09/26/08 09/26/11 100.000 0.000 4.9497 0.144384 0.147957 0.151619 0.155371 53.31 40.85 Citigroup Funding, Inc. 1730T0GN3 09/29/08 09/29/10 100.000 0.000 4.4497 0.129166 0.132040 35.13 Citigroup Funding, Inc. 1730T0GQ6 10/30/08 10/30/13 100.000 0.000 8.1000 0.243596 0.253461 0.263727 0.274408 0.285521 90.70 98.19 Citigroup Funding, Inc. 1730T0GU7 10/29/08 10/29/11 100.000 0.000 6.3999 0.189336 0.195395 0.201648 0.208100 70.01 61.25 Citigroup Funding, Inc. 1730T0GY9 04/28/09 04/28/24 100.000 VARIES 8.1831 0.223967 0.220487 0.216864 0.213093 0.209168 79.55 76.91 Citigroup Funding, Inc. 1730T0GZ6 05/28/09 05/28/24 100.000 VARIES 8.3422 0.228070 0.224258 0.220288 0.216152 0.211844 81.16 78.28 Citigroup Funding, Inc. 1730T0HA0 06/26/09 06/26/24 100.000 VARIES 8.1209 0.221208 0.216655 0.211918 0.206987 0.201857 78.77 75.35 Citigroup Funding, Inc. 1730T0HF9 08/28/09 08/28/24 100.000 VARIES 6.4968 0.180467 0.176404 0.172209 0.167877 0.163405 63.22 60.13 Citigroup Funding, Inc. 1730T0HG7 08/27/09 08/27/24 100.000 VARIES 6.9432 0.192868 0.188955 0.184908 0.180719 0.176385 67.74 64.76 Citigroup Funding, Inc. 1730T0HJ1 03/26/10 03/26/25 100.000 VARIES 4.5899 0.127499 0.122775 0.117943 0.116502 34.61 42.73 Citigroup Funding, Inc. 1730T0HL6 04/29/10 04/29/25 100.000 VARIES 5.9253 0.164593 0.161239 0.157787 0.154232 39.62 56.99 Citigroup Funding, Inc. 1730T0HM4 09/25/09 09/26/11 100.000 0.000 2.8426 0.078969 0.080091 0.081229 0.082384 28.85 21.73 Citigroup Funding, Inc. 1730T0HN2 04/29/10 04/29/30 100.000 VARIES 5.9941 0.166505 0.159007 0.151285 0.148851 39.83 55.22 Citigroup Funding, Inc. 1730T0HQ5 10/29/09 10/29/24 100.000 VARIES 5.8766 0.163241 0.159875 0.156411 0.152845 0.149174 57.74 55.22 Citigroup Funding, Inc. 1730T0HY8 04/16/10 04/16/15 100.000 VARIES 1.3863 0.010621 0.010336 0.010050 0.010120 2.69 3.65 Citigroup Funding, Inc. 1730T0JA8 04/26/10 04/26/20 100.000 VARIES 5.0570 0.140473 0.138054 0.135575 0.133033 34.26 48.93 Citigroup Funding, Inc. 1730T0JB6 05/28/10 05/28/25 100.000 VARIES 5.1185 0.142183 0.138713 0.135153 0.134066 30.17 49.14 Citigroup Funding, Inc. 1730T0JC4 05/14/10 05/14/15 100.000 VARIES 1.6896 0.014935 0.014451 0.013963 0.014081 3.37 5.10 Citigroup Funding, Inc. 1730T0JF7 06/29/10 06/29/22 100.000 VARIES 5.2411 0.145587 0.142123 0.138568 0.137512 26.49 50.52 Citigroup Funding, Inc. 1730T0JG5 06/11/10 06/11/13 100.000 VARIES 2.1871 0.017977 0.017596 0.017211 0.017399 3.59 6.26 Citigroup Funding, Inc. 1730T0JH3 06/24/10 06/24/20 100.000 VARIES 5.3515 0.148654 0.148172 0.147677 0.149008 27.79 53.26 Citigroup Funding, Inc. 1730T0KD0 09/17/10 09/17/30 100.000 VARIES 5.4485 0.151348 0.147071 0.142678 15.74 52.81 Citigroup Funding, Inc. 1730T0KE8 09/09/10 09/09/20 100.000 VARIES 4.7845 0.132905 0.134168 0.135461 14.89 48.36 Citigroup Funding, Inc. 1730T0KF5 09/14/10 09/14/15 100.000 VARIES 2.0255 0.020378 0.020083 0.019786 2.18 7.22 Citigroup Funding, Inc. 1730T0KG3 09/14/10 09/14/17 100.000 VARIES 2.5063 0.019843 0.019273 0.018696 2.12 6.92 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Funding, Inc. 1730T0KH1 09/23/10 09/23/17 100.000 VARIES 2.6179 0.021611 0.020060 0.018488 2.12 7.19 Citigroup Funding, Inc. 1730T0KJ7 09/30/10 09/30/20 100.000 VARIES 4.6622 0.129508 0.130613 0.131744 11.79 47.03 Citigroup Funding, Inc. 1730T0KK4 10/13/10 10/13/15 100.000 VARIES 2.0006 0.019683 0.019402 0.019118 1.53 7.00 Citigroup Funding, Inc. 1730T0KR9 10/29/10 10/29/15 100.000 VARIES 1.9200 0.017557 0.017316 0.017073 1.09 6.25 Citigroup Funding, Inc. 1730T0KT5 11/04/10 11/04/20 100.000 VARIES 2.4350 0.024864 0.023789 0.022702 1.42 8.63 Citigroup Funding, Inc. 1730T0KU2 11/04/10 11/04/20 100.000 VARIES 2.5364 0.027680 0.026440 0.025184 1.58 9.60 Citigroup Funding, Inc. 1730T0KV0 11/19/10 11/19/30 100.000 VARIES 5.1245 0.142349 0.138879 0.135320 5.98 50.33 Citigroup Funding, Inc. 1730T0KW8 11/30/10 11/28/16 100.000 0.000 3.8990 0.108306 0.110394 0.112546 3.36 39.51 Citigroup Funding, Inc. 1730T0KX6 11/23/10 11/23/16 100.000 VARIES 1.4929 0.019694 0.018991 0.018283 .75 6.91 Citigroup Funding, Inc. 1730T0KY4 11/19/10 11/19/20 100.000 VARIES 4.7108 0.130858 0.130015 0.129151 5.50 46.89 Citigroup Funding, Inc. 1730T0KZ1 11/09/10 11/09/30 100.000 VARIES 5.5698 0.154718 0.150131 0.145415 8.05 54.39 Citigroup Funding, Inc. 1730T0LA5 11/15/10 11/15/15 100.000 VARIES 1.7358 0.009774 0.009449 0.009121 .45 3.43 Citigroup Funding, Inc. 1730T0LB3 11/15/10 11/15/20 100.000 VARIES 2.2798 0.020664 0.019821 0.018969 .95 7.21 Citigroup Funding, Inc. 17311G250 12/21/07 07/17/12 100.000 0.000 5.0040 0.150240 0.153999 0.157852 0.161801 0.165849 56.01 58.85 Citigroup Funding, Inc. 17311G540 08/24/07 08/31/12 100.000 2.800 5.0771 0.146954 0.146296 0.150533 0.149906 0.153448 53.96 55.19 Citigroup Funding, Inc. 17311GBD3 10/10/07 10/10/14 100.000 0.000 5.1599 0.158707 0.162802 0.167002 0.171311 0.175730 58.54 61.60 Citigroup Funding, Inc. 17311GBT8 11/27/09 11/28/11 100.000 0.000 1.8690 0.051922 0.052407 0.052897 0.053391 18.81 17.39 Citigroup Funding, Inc. 17311GBW1 11/27/09 12/05/11 100.000 0.000 1.8714 0.052007 0.052494 0.052985 0.053481 18.84 17.79 Citigroup Funding, Inc. 17313G332 09/29/08 10/06/11 100.000 0.000 5.4179 0.158931 0.163237 0.167659 0.172201 58.73 46.92 Citigroup Funding, Inc. 17313G431 08/27/08 09/07/10 100.000 0.000 4.4502 0.129340 0.132218 32.34 Citigroup Funding, Inc. 17313G456 08/26/08 08/26/10 100.000 0.000 4.3303 0.125552 0.128270 29.99 Citigroup Funding, Inc. 17313G589 07/30/08 08/05/10 100.000 0.000 4.6499 0.135327 0.138474 29.53 Citigroup Funding, Inc. 17313G746 04/29/08 05/07/13 100.000 0.000 5.5901 0.168878 0.173598 0.178450 0.183438 0.188565 62.16 65.69 Citigroup Funding, Inc. 17313G886 03/28/08 04/08/10 100.000 0.000 3.5060 0.102702 9.96 Citigroup Funding, Inc. 17313T250 10/29/09 11/08/12 100.000 0.000 3.5401 0.098425 0.100167 0.101940 0.103744 0.105581 35.93 37.22 Citigroup Funding, Inc. 17313T375 08/28/09 02/27/12 100.000 0.000 4.0753 0.113206 0.115500 0.117853 0.120255 0.122705 41.74 43.46 Citigroup Funding, Inc. 17313T433 07/29/09 08/24/11 100.000 0.000 3.0656 0.085339 0.086647 0.087975 0.089323 31.29 20.74 Citigroup Funding, Inc. 17313T557 05/27/09 07/27/11 100.000 0.000 2.4856 0.069332 0.070193 0.071066 0.071949 25.38 14.80 Citigroup Funding, Inc. 17313T862 06/27/08 07/09/10 100.000 0.000 4.6044 0.134065 0.137151 25.76 Citigroup Funding, Inc. 17314V346 05/27/10 05/26/16 100.000 0.000 4.4491 0.123587 0.126321 0.129131 0.132004 26.54 46.18 Citigroup Funding, Inc. 17314V569 03/30/10 09/28/15 100.000 0.000 4.6162 0.128230 0.131157 0.134184 0.137281 35.02 48.33 Citigroup Funding, Inc. 17314V585 02/17/10 02/14/14 100.000 0.000 3.4655 0.096265 0.097905 0.099601 0.101327 30.45 36.02 Citigroup Funding, Inc. 17314V593 02/17/10 02/14/13 100.000 0.000 2.5263 0.070176 0.071048 0.071945 0.072854 22.15 25.99 Citigroup Funding, Inc. 17314V668 02/25/10 08/26/15 100.000 0.000 4.3617 0.121159 0.121175 0.123818 0.126518 0.129278 37.41 45.74 Citigroup Funding, Inc. 17314V767 01/28/10 07/29/15 100.000 0.000 4.4348 0.123190 0.123206 0.125938 0.128731 0.131585 41.44 46.70 Citigroup Funding, Inc. 17314V841 12/29/09 06/24/15 100.000 0.000 3.7789 0.104970 0.106899 0.108918 0.110976 0.113073 38.16 39.61 Citigroup Funding, Inc. 17316G784 10/28/10 10/27/16 100.000 0.000 3.6054 0.100153 0.101948 0.103786 6.31 36.61 Clark CNTY SCH DIST, NV 181059QF6 07/08/10 06/15/24 91.490 5.510 6.4444 0.010724 0.011025 0.011381 0.011747 1.86 4.04 Clark CNTY SCH DIST, NV 181059QG4 07/08/10 06/15/20 94.976 5.510 6.1946 0.010372 0.010652 0.010982 0.011322 1.80 3.90 Clark CNTY SCH DIST, NV 181059QH2 07/08/10 06/15/20 94.976 5.510 6.1946 0.010372 0.010652 0.010982 0.011322 1.80 3.90 Cogent Communications 19239VAA2 06/11/07 06/15/14 97.750 1.000 1.3372 7.96 0.008823 0.008882 0.008942 0.009001 0.009062 3.19 3.23 Cogent Communications 19239VAB0 06/11/07 06/15/14 97.750 1.000 1.3372 7.96 0.008823 0.008882 0.008942 0.009001 0.009062 3.19 3.23 Community Unit SD #5, IL 193863AF4 06/26/08 12/01/11 103.045 VARIES 4.5929 0.129769 0.129241 0.128700 0.128148 46.59 42.37 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Community Unit SD #5, IL 193863AG2 06/26/08 12/01/12 102.941 VARIES 4.8027 0.135981 0.135577 0.135164 0.134741 0.134308 48.86 48.56 Community Unit SD #5, IL 193863AH0 06/26/08 12/01/13 102.730 VARIES 4.9590 0.140425 0.140118 0.139805 0.139483 0.139153 50.48 50.25 Community Unit SD #5, IL 193863AJ6 06/26/08 12/01/14 102.273 VARIES 5.1132 0.144432 0.144218 0.143999 0.143775 0.143545 51.94 51.79 Comcast Corporation 200300507 10/15/99 10/15/29 100.000 2.000 10.5154 0.714704 0.749360 0.785838 0.824234 0.864649 268.94 295.80 Comcast Corporation 200300606 11/15/99 11/15/29 100.000 2.000 10.3810 0.696075 0.729321 0.764293 0.801080 0.839777 259.71 285.24 CompuCredit Corporation 20478NAA8 05/27/05 05/30/25 100.000 VARIES 9.1300 0.327577 0.332449 0.348816 0.354296 0.369994 121.14 129.00 CompuCredit Corporation 20478NAB6 05/27/05 05/30/25 100.000 VARIES 9.1300 0.327577 0.332449 0.348816 0.354296 0.369994 121.14 129.00 CompuCredit Corporation 20478NAC4 11/23/05 01/31/36 100.000 5.875 N/A 0.278594 0.288673 0.289581 0.300345 0.301581 105.20 109.49 CompuCredit Corporation 20478NAD2 11/23/05 01/31/36 100.000 5.875 N/A 0.278594 0.288673 0.289581 0.300345 0.301581 105.20 109.49 Conseco, Inc. 208464BG1 08/15/05 09/30/35 99.000 3.500 7.3752 0.239604 0.244854 0.250299 0.259529 0.269099 88.18 93.48 Conseco, Inc. 208464BH9 08/15/05 09/30/35 99.000 3.500 7.3752 0.239604 0.244854 0.250299 0.259529 0.269099 88.18 93.48 Convergys Corporation 212485AE6 10/13/09 09/15/29 114.396 VARIES 14.1017 0.448106 0.465277 0.486821 0.509885 0.534574 168.51 184.47 Cook County, Illinois 213309KR7 04/28/05 12/01/16 52.896 0.000 5.5696 154.96 0.105322 0.108255 0.111269 0.114368 0.117553 38.62 40.80 Cook County, Illinois 213309KS5 04/28/05 12/01/17 49.824 0.000 5.6095 147.13 0.100095 0.102903 0.105789 0.108756 0.111807 36.71 38.80 Cook County, Illinois 213309KT3 04/28/05 12/01/18 46.339 0.000 5.7396 140.40 0.095807 0.098557 0.101385 0.104295 0.107288 35.15 37.20 Cook County, Illinois 213309KU0 04/28/05 12/01/19 43.603 0.000 5.7697 132.89 0.090745 0.093363 0.096056 0.098827 0.101678 33.30 35.25 Cook County, Illinois 213309KV8 04/28/05 12/01/20 40.881 0.000 5.8197 125.81 0.086009 0.088512 0.091088 0.093738 0.096466 31.57 33.43 Cook County, IL SD #88 214183KP9 06/15/10 06/01/30 25.818 0.000 6.8998 0.049482 0.051058 0.052819 0.054641 9.75 18.81 Cook County, IL SD #88 214183KR5 06/15/10 12/01/26 33.796 0.000 6.6997 0.062895 0.064839 0.067011 0.069256 12.39 23.87 Cook County, IL SD #88 214183KS3 06/15/10 12/01/27 31.374 0.000 6.7498 0.058824 0.060656 0.062703 0.064819 11.58 22.33 Cook County, IL SD #88 214183KT1 06/15/10 12/01/28 29.098 0.000 6.7998 0.054960 0.056685 0.058612 0.060605 10.82 20.87 Cook County, IL SD #88 214183KU8 06/15/10 12/01/29 26.961 0.000 6.8498 0.051299 0.052920 0.054733 0.056607 10.10 19.49 Cook County, IL SD #89 214201FV2 09/07/05 12/01/10 78.217 0.000 4.7487 175.76 0.125862 0.128851 42.07 Cook County, IL SD #89 214201FW0 09/07/05 12/01/11 73.907 0.000 4.9088 172.21 0.123752 0.126790 0.129902 0.133090 45.28 43.44 Cook County, IL SD #89 214201FX8 09/07/05 12/01/12 70.159 0.000 4.9590 165.31 0.118926 0.121874 0.124896 0.127993 0.131167 43.52 45.71 Cook County, IL SD #89 214201FY6 09/07/05 12/01/13 66.377 0.000 5.0390 159.17 0.114708 0.117598 0.120561 0.123599 0.126713 41.99 44.13 Cook County, IL SD #89 214201FZ3 09/07/05 12/01/14 62.531 0.000 5.1492 153.55 0.110928 0.113784 0.116713 0.119718 0.122800 40.62 42.74 Cook County, IL SD #89 214201GB5 12/13/07 12/01/14 67.830 0.000 5.6497 82.13 0.118780 0.122136 0.125586 0.129133 0.132781 43.57 46.07 Cook County, IL SD #89 214201GC3 12/13/07 12/01/15 63.659 0.000 5.7497 78.50 0.113667 0.116935 0.120297 0.123755 0.127313 41.71 44.14 Cook County, IL SD #89 214201GD1 12/13/07 12/01/16 59.629 0.000 5.8497 74.87 0.108530 0.111704 0.114971 0.118334 0.121795 39.84 42.20 Cook County, IL SD #89 214201GE9 12/13/07 12/01/17 55.745 0.000 5.9498 71.25 0.103395 0.106471 0.109639 0.112901 0.116259 37.96 40.26 Cook County, IL SD #89 214201GF6 12/13/07 12/01/18 52.014 0.000 6.0498 67.65 0.098283 0.101256 0.104319 0.107475 0.110726 36.10 38.32 Cook County, IL SD #89 214201GG4 12/13/07 12/01/19 48.439 0.000 6.1497 64.09 0.093218 0.096084 0.099039 0.102084 0.105223 34.25 36.39 Cook County, IL SD #89 214201GH2 12/13/07 12/01/20 45.022 0.000 6.2498 60.59 0.088220 0.090977 0.093820 0.096751 0.099775 32.42 34.48 Cook County, IL SD #89 214201GJ8 12/13/07 12/01/21 41.765 0.000 6.3498 57.15 0.083307 0.085952 0.088681 0.091497 0.094401 30.63 32.60 Cook County, IL SD #89 214201GK5 12/13/07 12/01/22 38.951 0.000 6.3998 53.74 0.078380 0.080888 0.083476 0.086147 0.088904 28.82 30.69 Cook County, IL SD #89 214201GL3 12/13/07 12/01/23 36.291 0.000 6.4498 50.48 0.073668 0.076044 0.078496 0.081028 0.083641 27.09 28.87 Cook County, IL SD #89 214201GM1 12/13/07 12/01/24 33.947 0.000 6.4698 47.37 0.069150 0.071387 0.073696 0.076080 0.078541 25.43 27.11 Cook County, IL SD #89 214201GP4 11/29/10 12/15/24 34.234 0.000 7.7796 0.073966 0.074236 0.077123 0.080123 2.37 27.34 Cook County, IL SD #89 214201GQ2 11/29/10 12/15/25 30.724 0.000 7.9996 0.068264 0.068516 0.071256 0.074106 2.19 25.25 Cook County, IL SD #89 214201GR0 11/29/10 12/15/26 109.444 VARIES 0.0000 0.233937 0.234738 0.243769 0.233614 7.50 86.11 Cook County, IL SD #89 214201GS8 11/29/10 12/15/26 27.332 0.000 8.2496 0.062624 0.062863 0.065456 0.068156 2.01 23.18 Cook County, Illinois 214471HQ0 12/30/02 12/01/22 21.989 0.000 7.7496 154.68 0.080115 0.083219 0.086443 0.089793 0.093272 29.59 31.93 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL SD #104 214471JS4 02/08/07 12/01/10 81.913 0.000 5.2980 134.11 0.139671 0.143371 46.76 Cook County, IL SD #104 214471JT2 02/08/07 12/01/11 77.556 0.000 5.3485 128.27 0.133685 0.137260 0.140931 0.144700 48.99 47.19 Cook County, IL SD #104 214471JU9 02/08/07 12/01/12 73.485 0.000 5.3685 122.02 0.127213 0.130628 0.134134 0.137735 0.141432 46.62 49.16 Cook County, IL SD #104 214471JV7 02/08/07 12/01/13 69.553 0.000 5.3989 116.19 0.121188 0.124459 0.127819 0.131269 0.134813 44.42 46.85 Cook County, IL SD #123 214651JV4 10/15/07 12/01/13 71.288 0.000 5.5988 92.68 0.124701 0.128192 0.131780 0.135469 0.139262 45.73 48.33 Cook County, IL SD #123 214651JW2 10/15/07 12/01/14 66.759 0.000 5.7491 89.24 0.120287 0.123745 0.127302 0.130961 0.134726 44.14 46.71 Cook County, IL SD #123 214651JX0 10/15/07 12/01/15 62.337 0.000 5.8991 85.61 0.115609 0.119019 0.122530 0.126144 0.129864 42.44 44.98 Cook County, IL SD #123 214651JY8 10/15/07 12/01/16 58.297 0.000 5.9991 81.49 0.110177 0.113482 0.116886 0.120392 0.124003 40.46 42.92 Cook County, IL SD #123 214651JZ5 10/15/07 12/01/17 54.681 0.000 6.0492 77.11 0.104314 0.107469 0.110719 0.114068 0.117518 38.31 40.67 Cook County, IL SD #123 214651KA8 10/15/07 12/01/18 51.240 0.000 6.0992 72.89 0.098659 0.101668 0.104768 0.107963 0.111256 36.24 38.49 Cook County, IL SD #123 214651KB6 10/15/07 12/01/19 48.025 0.000 6.1392 68.79 0.093154 0.096013 0.098960 0.101998 0.105129 34.22 36.36 Cook County, IL SD #123 214651KC4 10/15/07 12/01/20 44.691 0.000 6.2294 65.00 0.088123 0.090868 0.093698 0.096617 0.099626 32.39 34.43 Cook County, IL SD #123 214651KD2 10/15/07 12/01/21 41.802 0.000 6.2694 61.21 0.083025 0.085628 0.088312 0.091080 0.093935 30.52 32.46 Cook County, IL SD #123 214651KE0 10/15/07 12/01/22 39.242 0.000 6.2794 57.56 0.078081 0.080532 0.083061 0.085669 0.088358 28.70 30.53 Cook County, IL SD #123 214651KF7 10/15/07 12/01/23 36.831 0.000 6.2895 54.11 0.073417 0.075725 0.078107 0.080563 0.083097 26.99 28.71 Cook County, IL SD #123 214651KG5 10/15/07 12/01/24 34.562 0.000 6.2995 50.87 0.069017 0.071191 0.073434 0.075747 0.078132 25.37 26.99 Cook County, IL SD #123 214651KH3 10/15/07 12/01/25 32.426 0.000 6.3095 47.80 0.064869 0.066916 0.069027 0.071204 0.073451 23.85 25.37 Cook County, IL SD #123 214651KJ9 10/15/07 12/01/26 30.417 0.000 6.3195 44.91 0.060958 0.062884 0.064871 0.066921 0.069035 22.41 23.85 Cook County, IL SD #123 214651KK6 10/15/07 06/01/27 29.429 0.000 6.3295 43.53 0.059084 0.060954 0.062883 0.064873 0.066926 21.72 23.12 Cook County, IL SD #127 214723CV8 09/07/05 12/01/19 46.971 0.000 5.3794 121.04 0.087881 0.090244 0.092672 0.095164 0.097724 32.21 33.96 Cook County, IL SD #127 214723CW6 09/07/05 12/01/20 44.082 0.000 5.4494 115.23 0.083792 0.086075 0.088420 0.090829 0.093304 30.71 32.41 Cook County, IL SD #127 214723CX4 09/07/05 12/01/21 41.315 0.000 5.5194 109.54 0.079771 0.081972 0.084234 0.086559 0.088948 29.25 30.88 Cook County, IL SD #127 214723CY2 09/07/05 12/01/22 38.734 0.000 5.5794 103.93 0.075787 0.077902 0.080075 0.082309 0.084605 27.79 29.36 Cook County, IL SD #127 214723CZ9 09/07/05 12/01/23 36.271 0.000 5.6395 98.49 0.071911 0.073939 0.076024 0.078168 0.080372 26.38 27.88 Cook County, IL SD #127 214723DA3 09/07/05 12/01/24 33.990 0.000 5.6895 93.20 0.068125 0.070063 0.072056 0.074106 0.076214 24.99 26.43 Cook County, IL SD #127 214723DC9 09/07/05 12/01/13 66.537 0.000 5.0090 158.51 0.114159 0.117019 0.119949 0.122954 0.126033 41.79 43.90 Cook County, Illinois 215030CN5 01/08/04 12/01/12 63.060 0.000 5.2494 229.17 0.124824 0.128100 0.131462 0.134913 0.138454 45.73 48.16 Cook County, Illinois 215030CP0 01/08/04 12/01/13 58.732 0.000 5.4494 222.83 0.122081 0.125408 0.128825 0.132335 0.135941 44.75 47.22 Cook County, Illinois 215030CQ8 01/08/04 12/01/14 54.489 0.000 5.6495 215.55 0.118777 0.122132 0.125582 0.129130 0.132777 43.57 46.06 Cook County, Illinois 215030CR6 01/08/04 12/01/15 50.650 0.000 5.7994 206.55 0.114318 0.117633 0.121044 0.124554 0.128166 41.95 44.42 Cook County, IL SD #148 215075FA5 07/09/08 12/01/27 94.524 6.000 6.5007 2.21 0.004398 0.004541 0.004688 0.004841 0.004998 1.62 1.72 Cook County, Illinois 215093EV3 06/17/03 12/01/13 59.669 0.000 4.9998 227.48 0.113990 0.116839 0.119760 0.122754 0.125823 41.72 43.83 Cook County, Illinois 215093EW1 06/17/03 12/01/14 55.539 0.000 5.1998 221.59 0.111742 0.114647 0.117628 0.120686 0.123824 40.93 43.08 Cook County, Illinois 215093EX9 06/17/03 12/01/15 51.495 0.000 5.3998 214.69 0.108952 0.111894 0.114915 0.118017 0.121204 39.93 42.12 Cook County, Illinois 215183FW9 12/10/03 12/01/12 60.122 0.000 5.7499 246.43 0.134741 0.138615 0.142600 0.146700 0.150917 49.44 52.32 Cook County, Illinois 215183FX7 12/10/03 12/01/13 55.449 0.000 5.9998 238.87 0.131566 0.135513 0.139578 0.143766 0.148078 48.31 51.26 Cook County, Illinois 215183FY5 12/10/03 12/01/14 51.438 0.000 6.1497 228.11 0.126191 0.130071 0.134071 0.138194 0.142443 46.36 49.26 Cook County, Illinois 215183FZ2 12/10/03 12/01/15 47.578 0.000 6.2999 217.08 0.120616 0.124415 0.128334 0.132376 0.136546 44.34 47.17 Cook County, IL SD #153 215183GJ7 05/14/08 12/15/13 74.458 0.000 5.3491 66.99 0.120304 0.123522 0.126826 0.130218 0.133700 43.99 46.38 Cook County, IL SD #153 215183GK4 05/14/08 12/15/14 69.640 0.000 5.5691 65.32 0.117546 0.120819 0.124183 0.127641 0.131196 43.01 45.44 Cook County, IL SD #153 215183GL2 05/14/08 12/15/15 64.808 0.000 5.7992 63.38 0.114316 0.117630 0.121041 0.124551 0.128162 41.86 44.32 Cook County, IL SD #153 215183GM0 05/14/08 12/15/16 59.694 0.000 6.0984 61.64 0.110025 0.112760 0.116837 0.119742 0.123393 40.78 43.29 Cook County, IL SD #153 215183GN8 05/14/08 12/15/17 55.331 0.000 6.2694 58.66 0.106279 0.109611 0.113047 0.116590 0.120245 38.97 41.45 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL SD #153 215183GP3 05/14/08 12/15/18 51.329 0.000 6.3994 55.59 0.100839 0.104065 0.107395 0.110831 0.114378 36.99 39.39 Cook County, IL SD #153 215183GQ1 05/14/08 12/15/19 47.338 0.000 6.5593 52.59 0.095557 0.098691 0.101928 0.105271 0.108723 35.07 37.40 Cook County, IL SD #155 215219EB8 02/01/01 12/01/10 51.321 0.000 6.8987 426.59 0.179066 0.185243 60.20 Cook County, IL SD #155 215219EG7 02/01/01 12/01/14 37.337 0.000 7.2490 331.31 0.141044 0.146156 0.151454 0.156943 0.162632 52.01 55.85 Cook County, IL SD #155 215219EH5 02/01/01 12/01/15 34.277 0.000 7.3490 309.74 0.132392 0.137257 0.142300 0.147529 0.152950 48.83 52.49 Cook County, Illinois 215219FE1 06/30/03 12/01/10 71.619 0.000 4.5496 243.44 0.120819 0.123568 40.37 Cook County, Illinois 215219FN1 06/30/03 12/01/18 44.637 0.000 5.2998 180.91 0.091940 0.094376 0.096877 0.099444 0.102079 33.68 35.49 Cook County, IL SD #155 215219FP6 06/30/03 12/01/19 41.690 0.000 5.3998 172.69 0.088039 0.090416 0.092857 0.095364 0.097939 32.27 34.03 Cook County, IL SD #155 215219FQ4 06/30/03 12/01/20 39.193 0.000 5.4498 164.10 0.083794 0.086077 0.088423 0.090832 0.093307 30.72 32.41 Cook County, IL SD #155 215219FR2 06/30/03 12/01/21 36.482 0.000 5.5497 156.04 0.079925 0.082143 0.084422 0.086765 0.089172 29.31 30.96 Cook County, IL SD #155 215219FS0 06/30/03 12/01/22 33.892 0.000 5.6497 148.03 0.076063 0.078212 0.080421 0.082693 0.085029 27.90 29.50 Cook County, IL SD #155 215219GA8 06/02/05 12/01/15 59.242 0.000 5.0500 152.08 0.104001 0.106627 0.109319 0.112080 0.114910 38.07 40.02 Cook County, IL SD #155 215219GB6 06/02/05 12/01/16 55.669 0.000 5.1601 146.35 0.100340 0.102929 0.105585 0.108309 0.111103 36.75 38.67 Cook County, IL SD #155 215219GC4 06/02/05 12/01/17 52.327 0.000 5.2501 140.23 0.096341 0.098870 0.101466 0.104129 0.106863 35.29 37.17 Cook County, IL SD #155 215219GD2 06/02/05 12/01/18 49.294 0.000 5.3100 133.78 0.092035 0.094479 0.096987 0.099562 0.102206 33.72 35.54 Cook County, IL SD #155 215219GE0 06/02/05 12/01/19 46.448 0.000 5.3600 127.37 0.087730 0.090081 0.092496 0.094975 0.097520 32.15 33.90 Cook County, IL SD #155 215219GF7 06/02/05 12/01/20 43.922 0.000 5.3801 120.95 0.083342 0.085584 0.087886 0.090251 0.092678 30.54 32.21 Cook County, IL SD #155 215219GG5 06/02/05 12/01/21 41.054 0.000 5.4700 115.15 0.079514 0.081689 0.083923 0.086218 0.088576 29.15 30.76 Cook County, IL SD #155 215219GH3 06/02/05 12/01/22 38.699 0.000 5.5000 109.21 0.075463 0.077538 0.079670 0.081861 0.084112 27.67 29.21 Cook County, IL SD #155 215219GQ3 06/02/05 12/01/23 36.261 0.000 5.5600 103.58 0.071669 0.073662 0.075709 0.077814 0.079977 26.28 27.76 Cook County, IL SD #155 215219GR1 06/02/05 12/01/24 34.002 0.000 5.6100 98.10 0.067957 0.069863 0.071823 0.073838 0.075909 24.92 26.34 Cook County, IL SD #155 215219HA7 06/29/06 12/01/10 77.826 0.000 5.7488 171.16 0.150891 0.155229 50.57 Cook County, IL SD #155 215219HB5 06/29/06 12/01/16 54.002 0.000 5.9995 124.42 0.110181 0.113487 0.116891 0.120397 0.124009 40.46 42.93 Cook County, IL SD #155 215219HC3 06/29/06 12/01/17 50.621 0.000 6.0495 117.69 0.104316 0.107472 0.110723 0.114072 0.117522 38.31 40.67 Cook County, IL SD #155 215219HD1 06/29/06 12/01/18 47.405 0.000 6.0996 111.21 0.098662 0.101671 0.104772 0.107967 0.111260 36.24 38.49 Cook County, IL SD #155 215219HE9 06/29/06 12/01/19 44.524 0.000 6.1196 104.83 0.093033 0.095880 0.098813 0.101837 0.104953 34.18 36.30 Cook County, IL SD #155 215219HF6 06/29/06 12/01/20 41.744 0.000 6.1496 98.81 0.087739 0.090436 0.093217 0.096083 0.099038 32.24 34.25 Cook County, IL SD #155 215219HG4 06/29/06 12/01/21 39.173 0.000 6.1696 93.06 0.082658 0.085208 0.087836 0.090546 0.093339 30.37 32.27 Cook County, IL SD #155 215219HH2 06/29/06 12/01/22 36.688 0.000 6.1996 87.62 0.077868 0.080282 0.082770 0.085336 0.087981 28.61 30.42 Cook County, IL SD #155 215219HJ8 06/29/06 12/01/23 34.398 0.000 6.2197 82.44 0.073293 0.075572 0.077923 0.080346 0.082845 26.93 28.64 Cook County, IL SD #155 215219HK5 06/29/06 12/01/24 32.181 0.000 6.2498 77.54 0.068970 0.071125 0.073347 0.075639 0.078003 25.35 26.96 Cook County, IL SD #155 215219HL3 06/29/06 12/01/25 30.147 0.000 6.2697 72.89 0.064859 0.066892 0.068989 0.071152 0.073382 23.84 25.36 Cook County, IL SD #155 215219HM1 06/29/06 06/01/26 29.062 0.000 6.2996 70.63 0.062886 0.064867 0.066910 0.069017 0.071191 23.12 24.60 Cook County, IL SD #155 215219JD9 06/29/06 12/01/10 77.826 0.000 5.7488 171.16 0.150891 0.155229 50.57 Cook County, IL SD #155 215219JE7 06/29/06 12/01/11 73.537 0.000 5.7490 161.74 0.142581 0.146679 0.150896 0.155233 52.32 50.58 Cook County, IL SD #155 215219JF4 06/29/06 12/01/12 69.397 0.000 5.7692 153.22 0.135119 0.139017 0.143027 0.147153 0.151398 49.58 52.48 Cook County, IL SD #155 215219JG2 06/29/06 12/01/13 65.418 0.000 5.7993 145.25 0.128164 0.131880 0.135704 0.139639 0.143688 47.03 49.80 Cook County, IL SD #155 215219JH0 06/29/06 12/01/14 61.530 0.000 5.8495 137.91 0.121792 0.125354 0.129020 0.132794 0.136678 44.70 47.36 Cook County, IL SD #155 215219JJ6 06/29/06 12/01/15 57.818 0.000 5.8994 130.79 0.115612 0.119023 0.122533 0.126148 0.129869 42.44 44.98 Cook County, IL SD #155 215219JK3 06/29/06 12/01/16 54.002 0.000 5.9995 124.42 0.110181 0.113487 0.116891 0.120397 0.124009 40.46 42.93 Cook County, IL SD #155 215219JL1 06/29/06 12/01/17 50.621 0.000 6.0495 117.69 0.104316 0.107472 0.110723 0.114072 0.117522 38.31 40.67 Cook County, IL SD #155 215219JM9 06/29/06 12/01/18 47.405 0.000 6.0996 111.21 0.098662 0.101671 0.104772 0.107967 0.111260 36.24 38.49 Cook County, IL SD #155 215219JN7 06/29/06 12/01/19 44.524 0.000 6.1196 104.83 0.093033 0.095880 0.098813 0.101837 0.104953 34.18 36.30 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL SD #155 215219JR8 10/08/09 12/01/23 39.094 0.000 6.7493 6.11 0.074022 0.076520 0.079103 0.081772 0.084532 27.25 29.12 Cook County, IL SD #155 215219JS6 10/08/09 12/01/24 36.316 0.000 6.7993 5.71 0.069277 0.071632 0.074068 0.076586 0.079189 25.51 27.27 Cook County, IL SD #155 215219JT4 10/08/09 12/01/25 33.703 0.000 6.8493 5.34 0.064770 0.066988 0.069282 0.071655 0.074109 23.85 25.51 Cook County, IL SD #155 215219JU1 10/08/09 12/01/26 31.248 0.000 6.8993 4.99 0.060494 0.062581 0.064740 0.066973 0.069284 22.28 23.84 Cook County, IL SD #155 215219JV9 10/08/09 12/01/27 28.691 0.000 6.9993 4.65 0.056358 0.058330 0.060371 0.062484 0.064671 20.76 22.24 Cook County, IL SD #155 215219JW7 10/08/09 12/01/28 26.292 0.000 7.0994 4.32 0.052392 0.054251 0.056177 0.058171 0.060236 19.31 20.70 Cook County, IL SD #155 215219JX5 10/08/09 06/01/29 25.151 0.000 7.1494 4.16 0.050475 0.052279 0.054148 0.056083 0.058088 18.61 19.96 Cook County, Illinois 215255EW6 06/30/04 12/01/11 66.619 0.000 5.5494 234.26 0.138166 0.142000 0.145940 0.149990 50.66 48.89 Cook County, Illinois 215255EX4 06/30/04 12/01/12 62.198 0.000 5.7195 226.40 0.134148 0.137984 0.141930 0.145989 0.150164 49.22 52.07 Cook County, Illinois 215255EY2 06/30/04 12/01/13 57.985 0.000 5.8696 217.45 0.129363 0.133160 0.137068 0.141090 0.145231 47.49 50.31 Cook County, Illinois 215255EZ9 06/30/04 12/01/14 53.847 0.000 6.0295 208.29 0.124448 0.128200 0.132065 0.136046 0.140148 45.71 48.50 Cook County, Illinois 215255FA3 06/30/04 12/01/15 50.015 0.000 6.1596 198.31 0.118897 0.122559 0.126333 0.130224 0.134235 43.69 46.42 Cook County, Illinois 215381HQ0 08/07/03 12/01/12 61.760 0.000 5.2392 242.42 0.124618 0.127883 0.131233 0.134671 0.138198 45.65 48.07 Cook County, Illinois 215381HR8 08/07/03 12/01/13 57.537 0.000 5.4293 235.40 0.121726 0.125031 0.128425 0.131911 0.135492 44.62 47.07 Cook County, Illinois 215381HS6 08/07/03 12/01/14 53.466 0.000 5.6091 227.24 0.118161 0.121475 0.124881 0.128384 0.131984 43.34 45.80 Cook County, Illinois 215903EV3 06/17/03 12/01/13 59.669 0.000 4.9998 227.48 0.113990 0.116839 0.119760 0.122754 0.125823 41.72 43.83 Cook County, Illinois 215903EW1 06/17/03 12/01/14 55.539 0.000 5.1998 221.59 0.111742 0.114647 0.117628 0.120686 0.123824 40.93 43.08 Cook County, Illinois 215903EX9 06/17/03 12/01/15 51.495 0.000 5.3998 214.69 0.108952 0.111894 0.114915 0.118017 0.121204 39.93 42.12 Corvallie, Benton County 2208855F0 03/12/02 01/01/11 57.678 0.000 6.3487 362.63 0.165669 0.170928 60.59 Corvallie, Benton County 2208855G8 03/12/02 01/01/12 53.670 0.000 6.4489 344.08 0.157781 0.162868 0.168120 0.173541 57.72 61.50 Corvallie, Benton County 2208855H6 03/12/02 01/01/13 49.793 0.000 6.5588 326.05 0.150122 0.155045 0.160130 0.165381 54.93 58.59 Corvallie, Benton County 2208855J2 03/12/02 01/01/14 46.414 0.000 6.6090 306.84 0.141541 0.146218 0.151050 0.156042 51.80 55.28 Corvallie, Benton County 2208855K9 03/12/02 01/01/15 43.223 0.000 6.6591 288.47 0.133312 0.137751 0.142337 0.147077 48.79 52.09 Corvallie, Benton County 2208855L7 03/12/02 01/01/16 39.945 0.000 6.7591 271.64 0.126001 0.130259 0.134661 0.139212 46.13 49.30 Corvallie, Benton County 2208855M5 03/12/02 01/01/17 37.109 0.000 6.8092 254.72 0.118369 0.122399 0.126566 0.130875 43.34 46.34 Corvallie, Benton County 2208855N3 03/12/02 01/01/18 34.442 0.000 6.8591 238.60 0.111084 0.114893 0.118834 0.122909 40.68 43.51 Corvallie, Benton County 2208855P8 03/12/02 01/01/19 31.935 0.000 6.9091 223.28 0.104143 0.107740 0.111462 0.115313 38.14 40.82 Corvallie, Benton County 2208855Q6 03/12/02 01/01/20 29.582 0.000 6.9592 208.73 0.097535 0.100929 0.104441 0.108075 35.72 38.25 Corvallie, Benton County 2208855R4 03/12/02 01/01/21 27.475 0.000 6.9893 194.93 0.091188 0.094375 0.097673 0.101086 33.40 35.78 Corvallie, Benton County 2208855S2 03/12/02 01/01/22 25.504 0.000 7.0193 181.93 0.085202 0.088193 0.091288 0.094492 31.21 33.44 Corvallie, Benton County 2208855T0 03/12/02 01/01/23 23.613 0.000 7.0594 169.67 0.079575 0.082384 0.085292 0.088302 29.15 31.25 Costco Companies, Inc. 22160QAA0 08/19/97 08/19/17 49.960 0.000 3.5000 267.74 0.073657 0.074946 0.076258 0.077592 0.078950 27.09 28.05 Costco Companies, Inc. 22160QAB8 08/19/97 08/19/17 49.960 0.000 3.5000 267.74 0.073657 0.074946 0.076258 0.077592 0.078950 27.09 28.05 Costco Companies, Inc. 22160QAC6 08/19/97 08/19/17 49.960 0.000 3.5000 267.74 0.073657 0.074946 0.076258 0.077592 0.078950 27.09 28.05 Credit Suisse USA, Inc. 22541FDN3 02/28/06 08/31/10 100.000 0.000 5.1563 0.170222 0.171764 41.48 Credit Suisse USA, Inc. 22541FDR4 04/28/06 04/29/13 100.000 0.000 5.5223 0.185650 0.190776 0.196044 0.201457 0.207020 68.40 72.23 Credit Suisse USA, Inc. 22541FDS2 04/28/06 07/28/10 100.000 0.000 5.4196 0.179137 0.183991 37.96 Credit Suisse USA, Inc. 22541FDU7 05/31/06 08/31/10 100.000 0.000 5.4966 0.181121 0.183064 44.19 Credit Suisse USA, Inc. 22541FDV5 07/28/06 07/28/10 100.000 0.000 5.5850 0.183018 0.188129 38.80 Credit Suisse USA, Inc. 22541FDW3 07/31/06 01/29/10 100.000 0.000 5.5553 0.181860 5.09 Credit Suisse USA, Inc. 22541FDZ6 09/29/06 06/30/10 100.000 0.000 5.0745 0.165952 29.71 Credit Suisse USA, Inc. 22541FEA0 09/29/06 09/30/10 100.000 0.000 5.0769 0.163940 0.168102 44.85 Credit Suisse USA, Inc. 22541FEB8 10/27/06 04/30/10 100.000 0.000 5.3263 0.172368 20.51 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Credit Suisse USA, Inc. 22541FEE2 10/31/06 10/29/10 100.000 0.000 5.1407 0.166262 0.170536 50.32 Credit Suisse USA, Inc. 22541FEG7 11/29/06 11/30/10 100.000 0.000 4.9761 0.160209 0.164195 53.43 Credit Suisse USA, Inc. 22541FEH5 10/31/06 10/29/10 100.000 0.000 5.3405 0.173735 0.178374 52.61 Credit Suisse USA, Inc. 22541FEJ1 12/28/06 01/14/11 100.000 0.000 4.9860 0.156997 0.160911 0.164922 58.55 2.14 Credit Suisse USA, Inc. 22541FEN2 01/31/07 01/31/11 100.000 0.000 5.2714 0.166771 0.171167 0.175678 62.17 5.09 Credit Suisse USA, Inc. 22541FER3 02/28/07 11/30/11 100.000 0.000 5.0891 0.162329 0.166459 0.170695 0.175038 59.44 56.94 Credit Suisse USA, Inc. 22541HBF8 09/01/06 08/26/13 100.000 1.000 5.3576 0.169527 0.173324 0.177223 0.181226 0.185337 62.68 65.54 Credit Suisse USA, Inc. 22541HBK7 10/18/06 10/11/11 100.000 0.250 5.3153 0.171464 0.175837 0.180325 0.184933 63.22 51.32 Credit Suisse USA, Inc. 22541HBQ4 02/13/07 02/07/14 100.000 2.000 5.2240 0.157351 0.160010 0.162739 0.165538 0.168411 57.90 59.91 Credit Suisse USA, Inc. 22541HBU5 04/27/07 04/21/14 100.000 0.250 5.0791 0.158882 0.162741 0.166697 0.170754 0.174914 58.44 61.32 Credit Suisse USA, Inc. 22541HBV3 05/11/07 05/05/14 100.000 1.750 5.1032 0.154175 0.156869 0.159631 0.162464 0.165369 56.29 58.30 Credit Suisse USA, Inc. 22546EB94 10/28/10 10/28/30 100.000 VARIES 3.9512 0.109757 0.110004 0.110257 6.91 39.59 Credit Suisse USA, Inc. 2254C0HJ9 05/16/06 05/16/16* 100.000 0.000 N/A 0.193514 0.199047 44.04* Credit Suisse USA, Inc. 2254C0KL0 11/24/06 11/30/10 100.000 0.000 5.0169 0.161831 0.165891 53.97 Credit Suisse USA, Inc. 2254C0LZ8 02/28/07 02/26/10 100.000 0.000 5.0235 0.154496 8.65 Credit Suisse USA, Inc. 2254C0MP9 03/30/07 09/30/11 100.000 0.000 4.9795 0.156418 0.160312 0.164304 0.168394 57.73 44.93 Credit Suisse USA, Inc. 2254C0MW4 04/27/07 10/31/11 100.000 0.000 4.9514 0.155496 0.159345 0.163290 0.167333 57.15 49.55 Credit Suisse USA, Inc. 2254C0NA1 04/30/07 07/29/11 100.000 0.000 4.9688 0.154129 0.157958 0.161883 0.165905 57.35 34.40 Credit Suisse USA, Inc. 2254C0NP8 05/17/07 05/17/12 100.000 0.000 5.0303 0.158210 0.162190 0.166269 0.170451 0.174738 58.03 60.98 City of Crest Hill, IL 225903BX0 12/01/10 05/01/23 94.618 4.800 5.4004 0.008606 0.008800 0.009038 .26 3.16 Crosstex Energy, L.P. 22764LAA1 02/10/10 02/15/18 97.907 8.875 9.2505 0.005050 0.005060 0.005294 0.005539 0.005796 1.66 2.02 Crosstex Energy, L.P. 22764LAB9 02/10/10 02/15/18 97.907 8.875 9.2505 0.005050 0.005060 0.005294 0.005539 0.005796 1.66 2.02 DST Systems, Inc. 233326AA5 08/12/03 08/15/23* 100.000 VARIES N/A 0.309282 0.317459 0.325980 78.57* DST Systems, Inc. 233326AB3 08/12/03 08/15/23* 100.000 VARIES N/A 0.309282 0.317459 0.325980 78.57* DST Systems, Inc. 233326AC1 08/12/03 08/15/23* 100.000 3.625 N/A 0.326799 0.340525 0.354827 84.19* DST Systems, Inc. 233326AD9 08/12/03 08/15/23* 100.000 3.625 N/A 0.326799 0.340525 0.354827 84.19* Commnty Unit SD #429, IL 240847GK3 03/17/10 01/15/12 100.000 0.000 1.2395 0.034431 0.034571 0.034785 0.035001 9.80 12.56 Commnty Unit SD #429, IL 240847GL1 03/17/10 01/15/13 100.000 0.000 1.8589 0.051638 0.051953 0.052436 0.052923 14.72 18.95 De Witt Ford, IL 242015EL5 11/04/09 12/01/11 100.419 VARIES 3.7522 0.104961 0.106930 0.107112 0.107298 38.20 35.38 De Witt Ford, IL 242015EQ4 10/28/10 12/01/13 100.029 VARIES 2.3589 0.065544 0.065686 0.066461 0.065546 4.13 23.78 Deutsche Bank AG 25152AAD2 03/22/05 03/22/10 100.000 VARIES 4.1450 0.115297 9.34 Deutsche Bank AG 25152AAE0 04/26/05 04/26/10 100.000 4.760 4.7599 0.132222 15.21 Deutsche Bank AG 25152C197 07/31/07 07/29/11 100.000 0.000 5.1754 0.159210 0.163330 0.167556 0.171892 59.33 35.63 Deutsche Bank AG 25152C338 06/29/07 06/30/11 100.000 0.000 5.3500 0.169607 0.174144 0.178802 61.88 32.01 Deutsche Bank AG 25152C411 05/31/07 05/31/11 100.000 0.000 5.2220 0.165009 0.169317 0.173738 60.45 25.89 Deutsche Bank AG 25152C551 04/30/07 04/29/11 100.000 0.000 4.9528 0.155459 0.159309 0.163254 57.14 19.26 Deutsche Bank AG 25152C601 01/31/07 01/31/11 100.000 0.000 5.1384 0.162036 0.166199 0.170469 60.36 4.94 Deutsche Bank AG 25152C791 02/28/07 02/29/12 100.000 0.000 5.0466 0.157909 0.159254 0.165979 0.167393 0.173502 58.88 61.77 Deutsche Bank AG 25152CBP0 06/30/04 07/06/11* 100.000 VARIES 4.2057 0.114585 0.115694 21.40* Deutsche Bank AG 25152CCG9 02/03/05 02/03/12 100.000 0.000 4.3481 0.146580 0.149767 0.153023 0.156350 0.159749 54.30 56.68 Deutsche Bank AG 25152CCM6 02/28/05 03/02/10 100.000 0.000 4.2482 0.141827 8.51 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 25152CCN4 02/28/05 03/02/10 100.000 0.000 4.2482 0.141827 8.51 Deutsche Bank AG 25152CCQ7 03/03/05 03/03/10 100.000 0.000 4.2953 0.144463 8.96 Deutsche Bank AG 25152CCS3 04/08/05 04/12/10 100.000 0.000 4.5917 0.156539 15.81 Deutsche Bank AG 25152CCU8 04/20/05 04/22/10 100.000 0.000 4.3177 0.145392 16.14 Deutsche Bank AG 25152CDF0 07/29/05 08/03/10 100.000 0.000 4.5289 0.150559 0.153969 32.53 Deutsche Bank AG 25152CDN3 08/30/05 09/02/11 100.000 VARIES 4.5019 0.126309 0.126082 0.125850 0.125456 45.38 30.26 Deutsche Bank AG 25152CEL6 12/29/05 12/30/10 100.000 0.000 4.8963 0.165068 0.169109 59.99 Deutsche Bank AG 25152CER3 01/31/06 02/02/11 100.000 0.000 4.9465 0.163076 0.167110 0.171243 60.65 5.31 Deutsche Bank AG 25152CHY5 01/05/07 01/06/12 100.000 0.000 5.0371 0.158472 0.162464 0.166555 0.170750 0.175051 59.18 62.20 Deutsche Bank AG 25153Q138 07/31/07 01/31/11 100.000 0.000 5.0770 0.155903 0.159860 0.163918 58.05 4.75 Deutsche Bank AG 25153Q146 07/26/07 04/28/10 100.000 0.000 5.1490 0.160421 18.77 Deutsche Bank AG 25153Q237 07/31/07 07/30/10 100.000 0.000 5.1141 0.153719 0.160263 33.47 Deutsche Bank AG 25153Q336 09/28/07 09/30/10 100.000 0.000 4.7169 0.143871 0.147264 39.31 Deutsche Bank AG 25153Q393 11/30/07 11/30/10 100.000 0.000 3.9375 0.118246 0.120574 39.32 Deutsche Bank AG 25153Q609 09/28/07 09/30/13 100.000 0.000 4.9679 0.152272 0.156055 0.159931 0.163904 0.167975 56.20 59.02 Deutsche Bank AG 25153Q682 11/30/07 05/28/10 100.000 0.000 3.9163 0.117536 17.28 Deutsche Bank AG 25153Q856 08/31/07 08/31/10 100.000 0.000 4.7048 0.142635 0.143610 34.70 Deutsche Bank AG 25154H384 05/30/08 05/28/10 100.000 0.000 3.9000 0.114771 16.87 Deutsche Bank AG 25154K239 08/12/09 02/12/13 100.000 0.000 2.6600 0.073890 0.074873 0.075869 0.076878 0.077900 27.05 27.78 Deutsche Bank AG 25154K635 09/30/08 03/31/10 100.000 0.000 4.0667 0.117606 10.47 Deutsche Bank AG 2515A02U6 03/05/10 09/08/14 100.000 0.000 2.3900 0.066390 0.066403 0.067197 0.068000 0.068812 19.74 24.52 Deutsche Bank AG 2515A0AY9 02/20/07 02/20/22 100.000 VARIES 5.3403 0.140640 0.139489 0.138307 0.137093 0.136281 50.12 49.31 Deutsche Bank AG 2515A0C92 04/30/09 04/30/14 100.000 VARIES 3.7553 0.105491 0.106690 0.106412 0.106129 0.105840 38.25 38.22 Deutsche Bank AG 2515A0CV3 05/31/07 08/31/10 100.000 0.000 5.2089 0.161559 0.163064 39.37 Deutsche Bank AG 2515A0DM2 06/29/07 09/30/10 100.000 0.000 5.3991 0.169115 0.173681 46.31 Deutsche Bank AG 2515A0EK5 08/31/07 02/26/10 100.000 0.000 4.8845 0.149350 8.21 Deutsche Bank AG 2515A0FC2 09/05/07 09/05/17 100.000 VARIES 5.2125 0.136400 0.134164 0.131869 0.129514 0.127098 48.18 46.50 Deutsche Bank AG 2515A0FN8 11/30/07 05/31/12 100.000 0.000 4.1077 0.123771 0.126314 0.128908 0.131555 0.134257 45.17 47.05 Deutsche Bank AG 2515A0GL1 12/24/07 06/24/13 100.000 0.000 4.1474 0.125066 0.127660 0.130307 0.133009 0.135768 45.53 47.44 Deutsche Bank AG 2515A0HD8 11/29/07 11/29/12 100.000 0.000 4.2034 0.126894 0.129561 0.132284 0.135064 0.137903 46.33 48.30 Deutsche Bank AG 2515A0HS5 11/16/07 05/16/11 100.000 0.000 4.3899 0.133009 0.135928 0.138912 48.67 18.75 Deutsche Bank AG 2515A0HW6 11/29/07 09/29/11 100.000 0.000 4.0964 0.122579 0.125090 0.127652 0.130267 45.05 34.68 Deutsche Bank AG 2515A0HY2 12/13/07 12/13/11 100.000 0.000 4.2850 0.129561 0.132337 0.135172 0.138069 47.24 46.75 Deutsche Bank AG 2515A0L50 07/17/09 07/17/24* 100.000 VARIES 3.9854 0.110707 0.106824 21.00* Deutsche Bank AG 2515A0L68 07/23/09 07/23/15 100.000 0.000 4.4552 0.123758 0.126515 0.129333 0.132214 0.135159 45.93 48.00 Deutsche Bank AG 2515A0LA9 05/29/08 01/29/10 100.000 0.000 3.2049 0.092393 2.59 Deutsche Bank AG 2515A0LY7 12/21/07 12/21/11 100.000 0.000 4.2264 0.127646 0.130343 0.133098 0.135910 46.49 47.09 Deutsche Bank AG 2515A0MA8 12/27/07 12/27/11 100.000 0.000 4.2565 0.128628 0.131365 0.134161 0.137016 46.82 48.28 Deutsche Bank AG 2515A0MF7 01/29/08 01/31/11 100.000 0.000 3.0570 0.088886 0.090244 0.091624 32.66 2.66 Deutsche Bank AG 2515A0MH3 01/29/08 01/29/13 100.000 0.000 3.4575 0.101109 0.102857 0.104635 0.106444 0.108285 37.25 38.55 Deutsche Bank AG 2515A0MM2 01/25/08 01/25/13 100.000 0.000 3.4550 0.101034 0.102779 0.104555 0.106361 0.108199 37.24 38.53 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 2515A0MT7 02/08/08 08/10/11 100.000 0.000 3.0462 0.088560 0.089909 0.091279 0.092669 32.51 20.24 Deutsche Bank AG 2515A0N25 08/03/09 08/03/11 100.000 0.000 1.5225 0.042292 0.042614 0.042939 0.043266 15.38 9.16 Deutsche Bank AG 2515A0NN9 03/20/08 03/22/12 100.000 0.000 3.4000 0.099363 0.101052 0.102770 0.104517 0.106294 36.41 37.66 Deutsche Bank AG 2515A0NP4 03/20/08 03/22/12 100.000 0.000 2.9999 0.087154 0.088461 0.089788 0.091135 0.092502 31.87 32.83 Deutsche Bank AG 2515A0NZ2 07/07/08 07/07/14 100.000 0.000 5.6904 0.167192 0.171949 0.176842 0.181873 0.187048 62.72 66.34 Deutsche Bank AG 2515A0PB3 06/24/08 06/23/11 100.000 0.000 4.0990 0.120993 0.123473 0.126004 44.04 21.67 Deutsche Bank AG 2515A0PD9 06/25/08 12/27/12 100.000 0.000 4.4215 0.131179 0.134079 0.137043 0.140073 0.143170 47.77 49.91 Deutsche Bank AG 2515A0PM9 05/30/08 05/30/12 100.000 0.000 4.0000 0.117912 0.120271 0.122676 0.125130 0.127632 43.02 44.76 Deutsche Bank AG 2515A0Q89 08/28/09 08/28/29 100.000 VARIES 4.1634 0.115652 0.111699 0.107663 0.106177 0.104659 39.94 38.12 Deutsche Bank AG 2515A0R62 11/30/09 11/30/12 100.000 1.683 1.6829 0.046750 0.046750 0.046750 0.046750 0.046750 16.83 16.83 Deutsche Bank AG 2515A0R70 11/30/09 11/28/14 100.000 2.791 2.7909 0.077528 0.077528 0.077528 0.077528 0.077528 27.91 27.91 Deutsche Bank AG 2515A0RP0 02/04/09 02/04/14 100.000 VARIES 2.1662 0.059385 0.058912 0.058728 0.058739 0.058852 21.20 21.16 Deutsche Bank AG 2515A0RU9 09/17/08 09/16/13 100.000 0.000 3.8059 0.109771 0.111860 0.113988 0.116158 0.118368 40.34 41.89 Deutsche Bank AG 2515A0S61 09/23/09 09/24/12 100.000 0.000 2.1657 0.060162 0.060814 0.061472 0.062138 0.062811 21.90 22.38 Deutsche Bank AG 2515A0SC8 09/09/08 03/09/10 100.000 0.000 3.2349 0.092791 6.31 Deutsche Bank AG 2515A0VL4 11/04/09 11/04/11 100.000 0.000 1.3174 0.036595 0.036836 0.037079 0.037323 13.25 11.28 Deutsche Bank AG 2515A0VZ3 12/03/09 12/05/12 100.000 0.000 1.7995 0.049992 0.050441 0.050895 0.051353 0.051815 18.10 18.43 Deutsche Bank AG 2515A0Y23 03/24/10 03/25/13 100.000 0.000 1.8011 0.050033 0.050036 0.050486 0.050941 0.051400 13.90 18.34 Dex Media, Inc. 25212EAD2 11/10/03 11/15/13* 64.314 VARIES 8.9997 0.249994 7.00* Dex Media, Inc. 25212EAE0 11/10/03 11/15/13* 64.314 VARIES 8.9997 0.249994 7.00* Dex Media, Inc. 25212EAF7 11/10/03 11/15/13* 64.314 VARIES 8.9997 0.249994 7.00* Dex Media, Inc. 25212EAG5 02/11/04 11/15/13* 69.384 VARIES 8.3689 0.237373 6.65* Dex Media, Inc. 25212EAH3 02/11/04 11/15/13* 69.384 VARIES 8.3689 0.237373 6.65* Domtar Corporation 257559AB0 11/19/07 12/01/13 93.400 5.375 6.7237 20.24 0.028756 0.029723 0.030722 0.031755 0.032823 10.59 11.31 Domtar Corporation 257559AG9 06/09/09 06/01/17 96.157 10.750 11.4987 1.74 0.008992 0.009509 0.010056 0.010634 0.011246 3.36 3.76 Douglas Cnty SD #302, IL 258741BP1 11/30/10 12/01/13 99.896 VARIES 2.3941 0.066435 0.066440 0.067235 0.066383 2.06 24.06 Douglas Cnty SD #302, IL 258741BQ9 11/30/10 12/01/14 107.319 VARIES 2.9881 0.089078 0.089086 0.090417 0.087407 2.76 32.26 Douglas Cnty SD #302, IL 258741BR7 11/30/10 12/01/15 107.706 VARIES 3.3886 0.101381 0.101392 0.103110 0.099758 3.14 36.76 Douglas Cnty SD #302, IL 258741BS5 11/30/10 12/01/16 109.259 VARIES 3.5892 0.108932 0.108944 0.110900 0.107219 3.38 39.52 Downtown Dallas Dev Auth 261149BE7 11/07/07 08/15/12 77.223 0.000 5.4882 95.47 0.129595 0.133151 0.136805 0.140559 0.144417 48.27 50.96 Downtown Dallas Dev Auth 261149BF4 11/07/07 08/15/13 72.742 0.000 5.5885 91.65 0.124521 0.128001 0.131577 0.135254 0.139033 46.41 49.04 Downtown Dallas Dev Auth 261149BG2 11/07/07 08/15/14 68.074 0.000 5.7585 88.51 0.120430 0.123897 0.127464 0.131135 0.134910 44.94 47.56 Downtown Dallas Dev Auth 261149BH0 11/07/07 08/15/15 63.688 0.000 5.8886 84.77 0.115474 0.118874 0.122374 0.125977 0.129686 43.12 45.70 Downtown Dallas Dev Auth 261149BJ6 11/07/07 08/15/16 59.688 0.000 5.9687 80.58 0.109846 0.113124 0.116500 0.119977 0.123557 41.04 43.53 Downtown Dallas Dev Auth 261149BK3 11/07/07 08/15/17 55.746 0.000 6.0689 76.59 0.104494 0.107665 0.110932 0.114298 0.117767 39.06 41.47 Downtown Dallas Dev Auth 261149BL1 11/07/07 08/15/18 52.073 0.000 6.1490 72.54 0.099033 0.102078 0.105217 0.108451 0.111786 37.04 39.35 Downtown Dallas Dev Auth 261149BM9 11/07/07 08/15/19 48.734 0.000 6.1989 68.47 0.093516 0.096415 0.099403 0.102484 0.105661 34.99 37.19 Downtown Dallas Dev Auth 261149BN7 11/07/07 08/15/20 45.395 0.000 6.2791 64.64 0.088357 0.091131 0.093992 0.096943 0.099986 33.07 35.18 Drummond Company, Inc. 262277AC0 10/20/09 10/15/14 98.053 9.000 9.4992 .62 0.008730 0.009134 0.009567 0.010022 0.010498 3.28 3.60 DuPage County, IL SDN99 263417GR2 04/04/02 02/01/11 55.425 0.000 6.7986 375.95 0.170832 0.176639 0.182644 64.32 5.48 Duarte, Calif Redev Agy 263594AB9 06/16/92 12/01/12 16.484 0.000 9.0085 608.63 0.192110 0.200763 0.209806 0.219256 0.229132 71.25 77.81 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Dynegy Holdings, Inc. 26816LBA9 12/01/09 06/01/15 85.000 7.500 11.2291 1.70 0.056800 0.059989 0.063357 0.066914 0.070671 21.22 23.67 Dynegy Holdings, Inc. 26816LBB7 12/01/09 06/01/15 85.000 7.500 11.2291 1.70 0.056800 0.059989 0.063357 0.066914 0.070671 21.22 23.67 East Orange NJ 274137WT1 04/14/03 04/01/22 29.893 0.000 6.4698 159.53 0.081082 0.083705 0.086413 0.089208 0.092094 30.14 32.12 East Orange NJ 274137WU8 04/14/03 04/01/23 27.886 0.000 6.4999 149.66 0.076134 0.078608 0.081163 0.083801 0.086525 28.31 30.18 East Orange NJ 274137WV6 04/14/03 04/01/24 26.105 0.000 6.5100 140.36 0.071426 0.073751 0.076152 0.078630 0.081190 26.56 28.31 East Orange NJ 274137WW4 04/14/03 04/01/25 24.381 0.000 6.5300 131.58 0.066998 0.069186 0.071445 0.073777 0.076186 24.91 26.57 East Orange NJ 274137WX2 04/14/03 04/01/26 22.763 0.000 6.5498 123.30 0.062820 0.064877 0.067002 0.069196 0.071462 23.36 24.92 East Orange NJ 274137WY0 04/14/03 04/01/27 21.292 0.000 6.5600 115.55 0.058889 0.060820 0.062815 0.064876 0.067004 21.90 23.36 East Orange NJ 274137WZ7 04/14/03 04/01/28 19.913 0.000 6.5699 108.27 0.055193 0.057006 0.058879 0.060813 0.062811 20.53 21.90 Eastern Comm College, IA 276540XS5 06/18/09 06/01/11 103.810 4.000 2.0010 0.057218 0.056679 0.056134 20.47 8.42 Eastern Comm College, IA 276540XT3 06/18/09 06/01/12 103.664 4.000 2.7007 0.077362 0.076907 0.076445 0.075977 0.075502 27.74 27.41 Eastern Comm College, IA 276540XU0 06/18/09 06/01/13 103.700 4.000 3.0004 0.086094 0.085718 0.085337 0.084951 0.084558 30.90 30.63 Eastern Comm College, IA 276540XV8 06/01/09 06/01/14 103.173 4.000 3.3062 0.094485 0.094210 0.093931 0.093647 0.093358 33.95 33.75 Eastern Comm College, IA 276540XW6 06/01/09 06/01/15 102.124 4.000 3.6031 0.102054 0.101891 0.101725 0.101556 0.101384 36.70 36.58 Eksportfinans ASA 282645AR1 05/04/07 05/25/10 100.000 0.000 4.7576 0.149056 21.46 Eksportfinans ASA 282645UV0 05/03/10 02/05/16 100.000 0.000 2.8500 0.079167 0.079743 0.080880 0.082032 18.93 29.25 Eksportfinans ASA 28264QDX9 12/06/06 12/06/10 100.000 0.000 4.5670 0.145268 0.148585 49.26 Eksportfinans ASA 28264QR97 01/28/10 02/28/11 100.000 0.000 0.5673 0.015672 0.015424 0.015724 5.26 .91 EL Paso Corporation 28336LAA7 02/28/01 02/28/21 45.289 0.000 4.0000 189.88 0.070073 0.070309 0.072903 0.073149 0.075432 25.97 26.97 EL Paso Corporation 28336LAC3 02/28/01 02/28/21 45.289 0.000 4.0000 189.88 0.070073 0.070309 0.072903 0.073149 0.075432 25.97 26.97 EL Paso Corporation 28336LBS7 12/12/08 12/12/13 88.909 12.000 15.2500 17.13 0.050152 0.053976 0.058091 0.062521 0.067288 18.89 21.88 EL Paso Corporation 28336LBT5 02/09/09 02/15/16 95.535 8.250 9.1255 4.27 0.013617 0.014238 0.014888 0.015567 0.016278 5.19 5.67 Electronic Data SYS Corp 285661AB0 10/10/01 10/10/21 77.941 VARIES 5.3200 0.171605 0.174783 0.179991 0.183345 0.187798 63.91 66.96 Electronic Data SYS Corp 285661AE4 06/30/03 07/15/23 100.000 VARIES 5.7999 0.183175 0.185366 0.187620 0.189940 0.192326 67.08 68.74 Electronic Data SYS Corp 285661AF1 06/30/03 07/15/23 100.000 VARIES 5.7999 0.183175 0.185366 0.187620 0.189940 0.192326 67.08 68.74 Encore Acquisition Co. 29255WAJ9 04/27/09 05/01/16 92.228 9.500 11.1255 5.23 0.022339 0.023581 0.024893 0.026278 0.027740 8.42 9.38 Energy XXI Gulf Coast 29276KAL5 05/06/10 06/15/14 70.120 16.000 N/A 0.553211 0.558268 0.582201 0.608981 0.639004 131.38 215.32 Essex Cnty Util Auth 296816AY7 03/30/99 04/01/12 60.121 0.000 3.9516 314.55 0.099537 0.101504 0.103510 0.105555 0.107640 36.54 38.00 Euronet Worldwide, Inc. 298736AC3 12/15/04 12/15/24* 100.000 VARIES N/A 0.366335 9.89* Euronet Worldwide, Inc. 298736AD1 12/15/04 12/15/24* 100.000 VARIES N/A 0.366335 9.89* Euronet Worldwide, Inc. 298736AE9 10/04/05 10/15/25 100.000 VARIES 8.5029 0.288358 0.294909 0.305048 0.312214 0.321422 107.75 113.93 Euronet Worldwide, Inc. 298736AF6 10/04/05 10/15/25 100.000 VARIES 8.5029 0.288358 0.294909 0.305048 0.312214 0.321422 107.75 113.93 European Investment Bank 298785DW3 03/10/06 03/10/21 44.672 0.000 5.4449 101.46 0.081543 0.083763 0.086043 0.088386 0.090792 30.25 31.92 ExpressJet Holdings,Inc. 30218UAA6 08/04/08 08/01/23* 59.410 11.250 19.7852 7.78 0.016896 0.018568 0.020405 6.89* ExpressJet Holdings,Inc. 30218UAB4 08/04/08 08/01/23* 59.410 11.250 19.7852 7.78 0.016896 0.018568 0.020405 6.89* 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 0.120405 0.120852 0.121309 0.121776 0.122253 43.45 43.78 FPL Group Inc. 302570BK1 09/21/10 09/01/15 98.500 VARIES 2.7001 0.073879 0.074132 0.074421 7.39 26.71 FPL Group Inc. 302571609 05/26/09 06/01/14 98.500 VARIES 4.3841 0.120405 0.120852 0.121309 0.121776 0.122253 43.45 43.78 Freddie Mac 3128X0AS8 10/03/02 01/02/13 63.710 0.000 4.4476 239.16 0.105917 0.108272 0.110680 0.113141 0.115657 39.41 41.18 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X0AT6 10/03/02 01/02/22 36.810 0.000 5.2599 168.13 0.076353 0.078361 0.080422 0.082537 0.084707 28.58 30.10 Freddie Mac 3128X0AU3 10/03/02 01/02/30 23.710 0.000 5.3523 110.56 0.050348 0.051696 0.053079 0.054500 0.055958 18.86 19.88 Freddie Mac 3128X0AV1 10/03/02 04/15/32 21.010 0.000 5.3530 97.99 0.045300 0.046512 0.047757 0.049035 0.050348 16.71 17.62 Freddie Mac 3128X0AW9 10/03/02 06/15/32 20.810 0.000 5.3554 97.11 0.045296 0.046509 0.047755 0.049033 0.050346 16.56 17.46 Freddie Mac 3128X0AX7 10/03/02 09/15/32 20.510 0.000 5.3601 95.81 0.044107 0.045289 0.046503 0.047749 0.049029 16.35 17.23 Freddie Mac 3128X0AY5 10/03/02 12/15/32 20.210 0.000 5.3650 94.51 0.044099 0.045282 0.046497 0.047744 0.049025 16.13 17.00 Freddie Mac 3128X0AZ2 10/03/02 01/02/34 19.160 0.000 5.3582 89.46 0.040747 0.041839 0.042960 0.044110 0.045292 15.26 16.09 Freddie Mac 3128X1GZ4 06/17/03 06/17/33* 18.796 0.000 5.6500 82.63 0.042374 7.03* Freddie Mac 3128X1HB6 06/13/03 06/13/33* 17.732 0.000 5.8499 81.38 0.041915 6.79* Freddie Mac 3128X1HZ3 06/17/03 06/17/33* 16.925 0.000 6.0097 80.03 0.041518 6.89* Freddie Mac 3128X2SB2 01/30/04 04/01/10 79.227 0.000 3.8094 198.38 0.103841 9.35 Freddie Mac 3128X2SC0 01/30/04 10/01/10 77.037 0.000 3.9494 200.77 0.105500 0.107583 28.86 Freddie Mac 3128X2SD8 01/30/04 04/01/11 74.840 0.000 4.0828 202.38 0.106742 0.108921 0.111144 39.22 10.00 Freddie Mac 3128X2SE6 01/30/04 10/01/11 72.645 0.000 4.2100 203.28 0.107596 0.109861 0.112174 0.114535 39.55 30.71 Freddie Mac 3128X2SF3 01/30/04 04/01/12 70.491 0.000 4.3258 203.34 0.107971 0.110306 0.112692 0.115129 0.117620 39.71 41.45 Freddie Mac 3128X2SG1 01/30/04 10/01/12 68.379 0.000 4.4321 202.69 0.107944 0.110337 0.112782 0.115281 0.117836 39.73 41.51 Freddie Mac 3128X2SH9 01/30/04 04/01/13 66.275 0.000 4.5362 201.65 0.107699 0.110142 0.112640 0.115195 0.117807 39.66 41.48 Freddie Mac 3128X2SJ5 01/30/04 10/01/13 64.227 0.000 4.6310 200.03 0.107113 0.109593 0.112131 0.114727 0.117384 39.46 41.31 Freddie Mac 3128X2SK2 01/30/04 04/01/14 62.210 0.000 4.7217 198.05 0.106315 0.108825 0.111394 0.114024 0.116716 39.18 41.05 Freddie Mac 3128X2SL0 01/30/04 10/01/14 60.256 0.000 4.8040 195.62 0.105249 0.107777 0.110366 0.113017 0.115732 38.81 40.69 Freddie Mac 3128X2SM8 01/30/04 04/01/15 58.361 0.000 4.8793 192.84 0.103971 0.106507 0.109106 0.111767 0.114494 38.35 40.24 Freddie Mac 3128X2SN6 01/30/04 10/01/15 56.535 0.000 4.9468 189.75 0.102492 0.105027 0.107625 0.110287 0.113015 37.82 39.71 Freddie Mac 3128X2SP1 01/30/04 04/01/16 54.741 0.000 5.0126 186.51 0.100926 0.103456 0.106049 0.108707 0.111431 37.25 39.14 Freddie Mac 3128X2SQ9 01/30/04 10/01/16 52.987 0.000 5.0758 183.14 0.099271 0.101790 0.104373 0.107022 0.109738 36.65 38.53 Freddie Mac 3128X2SR7 01/30/04 04/01/17 51.299 0.000 5.1327 179.58 0.097493 0.099995 0.102561 0.105193 0.107893 36.00 37.88 Freddie Mac 3128X2SS5 01/30/04 10/01/17 49.661 0.000 5.1861 175.91 0.095643 0.098123 0.100667 0.103277 0.105955 35.33 37.19 Freddie Mac 3128X2ST3 01/30/04 04/01/18 48.064 0.000 5.2374 172.19 0.093748 0.096203 0.098723 0.101308 0.103961 34.64 36.48 Freddie Mac 3128X2SU0 01/30/04 10/01/18 46.530 0.000 5.2834 168.37 0.091788 0.094213 0.096702 0.099256 0.101878 33.92 35.74 Freddie Mac 3128X2SV8 01/30/04 04/01/19 45.040 0.000 5.3272 164.54 0.089802 0.092194 0.094650 0.097171 0.099759 33.20 34.99 Freddie Mac 3128X2SW6 01/30/04 10/01/19 43.600 0.000 5.3679 160.67 0.087791 0.090148 0.092567 0.095052 0.097603 32.46 34.22 Freddie Mac 3128X2SX4 01/30/04 04/01/20 42.215 0.000 5.4047 156.80 0.085760 0.088077 0.090457 0.092902 0.095412 31.71 33.45 Freddie Mac 3128X2SY2 01/30/04 10/01/20 40.880 0.000 5.4384 152.93 0.083721 0.085997 0.088336 0.090738 0.093205 30.96 32.67 Freddie Mac 3128X2V85 03/17/04 03/17/34* 15.782 0.000 6.2500 67.57 0.038436 2.92* Freddie Mac 3128X32B8 12/29/04 12/29/34* 16.486 0.000 6.1000 57.85 0.037725 6.71* Freddie Mac 3128X34E0 03/01/05 03/28/13 70.400 0.000 4.3936 164.64 0.104824 0.107127 0.109480 0.111885 0.114343 38.58 40.30 Freddie Mac 3128X34J9 02/14/05 02/14/35* 16.154 0.000 6.1699 55.79 0.036393 1.56* Freddie Mac 3128X34N0 02/16/05 02/16/35* 15.644 0.000 6.2801 55.06 0.036047 1.62* Freddie Mac 3128X35C3 02/28/05 02/28/35* 15.463 0.000 6.3202 54.36 0.035721 0.036249 8.63* Freddie Mac 3128X35M1 02/28/05 02/28/35* 15.329 0.000 6.3501 54.18 0.035626 0.036157 8.61* Freddie Mac 3128X35S8 02/28/05 02/28/35* 14.890 0.000 6.4500 53.58 0.035304 0.035848 8.54* Freddie Mac 3128X36B4 03/23/05 03/23/35* 15.782 0.000 6.2500 53.90 0.036142 0.037272 9.67* ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X3W74 12/06/04 12/06/34* 14.463 0.000 6.5502 55.90 0.036322 5.63* Freddie Mac 3128X44Z1 04/20/06 06/28/12 72.625 0.000 5.2343 152.95 0.127779 0.131124 0.134555 0.138077 0.141691 46.62 49.10 Freddie Mac 3128X4AC5 04/19/05 04/15/14 65.973 0.000 4.6809 160.33 0.105586 0.108057 0.110586 0.113174 0.115823 38.84 40.67 Freddie Mac 3128X4AD3 04/19/05 12/15/14 63.722 0.000 4.7214 156.34 0.103857 0.106309 0.108819 0.111388 0.114017 37.91 39.72 Freddie Mac 3128X4AE1 04/19/05 04/15/17 56.285 0.000 4.8518 142.29 0.094071 0.096353 0.098690 0.101084 0.103537 34.63 36.33 Freddie Mac 3128X4B59 01/26/06 08/31/10 81.134 0.000 4.6074 159.09 0.123658 0.125101 29.57 Freddie Mac 3128X4FV8 08/04/05 06/01/11 77.489 0.000 4.4255 165.01 0.115121 0.117668 0.120272 42.06 18.04 Freddie Mac 3128X4GA3 08/04/05 12/01/11 75.722 0.000 4.4446 162.01 0.113071 0.115584 0.118153 0.120779 41.31 39.46 Freddie Mac 3128X4GC9 08/24/05 08/24/35* 15.108 0.000 6.4000 47.69 0.034557 0.035662 8.25* Freddie Mac 3128X4GD7 08/04/05 06/01/12 73.943 0.000 4.4715 159.24 0.111209 0.113695 0.116237 0.118836 0.121493 40.63 42.47 Freddie Mac 3128X4GG0 08/04/05 12/01/12 72.215 0.000 4.4929 156.33 0.109229 0.111683 0.114192 0.116757 0.119380 39.91 41.73 Freddie Mac 3128X4GH8 08/04/05 06/01/10 81.144 0.000 4.3765 170.71 0.118968 17.85 Freddie Mac 3128X4GJ4 08/04/05 12/01/10 79.323 0.000 4.3967 167.72 0.116933 0.119504 39.05 Freddie Mac 3128X4GK1 08/04/05 06/01/13 70.468 0.000 4.5226 153.65 0.107426 0.109855 0.112340 0.114880 0.117478 39.26 41.05 Freddie Mac 3128X4HU8 08/12/05 01/10/13 71.011 0.000 4.6724 159.51 0.110417 0.112996 0.115636 0.118338 0.121102 41.11 43.05 Freddie Mac 3128X4HY0 09/06/05 09/06/35* 14.675 0.000 6.5001 46.73 0.034223 2.22* Freddie Mac 3128X4JH5 09/06/05 09/06/35* 15.196 0.000 6.3801 47.38 0.034622 2.25* Freddie Mac 3128X4S77 03/24/06 06/20/16 59.540 0.000 5.1280 125.28 0.102498 0.105126 0.107822 0.110586 0.113422 37.43 39.38 Freddie Mac 3128X4U41 03/28/06 04/09/14 66.671 0.000 5.1122 139.36 0.113150 0.116042 0.119008 0.122050 0.125170 41.73 43.90 Freddie Mac 3128X4W56 04/04/06 04/04/36 14.255 0.000 6.6001 39.23 0.032803 0.033886 0.035004 0.036159 0.037353 12.20 13.01 Freddie Mac 3128X4XQ9 12/21/05 06/04/10 81.270 0.000 4.7117 167.74 0.127869 19.56 Freddie Mac 3128X52H0 04/03/07 04/02/37 21.177 0.000 5.2421 32.34 0.035091 0.036011 0.036955 0.037923 0.038917 12.96 13.65 Freddie Mac 3128X52U1 04/04/07 07/31/14 70.210 0.000 4.8862 99.55 0.106621 0.109226 0.111894 0.114628 0.117429 39.65 41.61 Freddie Mac 3128X52W7 04/05/07 01/10/12 79.775 0.000 4.7983 110.71 0.118388 0.121229 0.124137 0.127115 0.130165 44.11 46.26 Freddie Mac 3128X53Z9 04/13/07 04/30/13 74.533 0.000 4.9196 105.28 0.115281 0.118117 0.121022 0.123999 0.127049 42.36 44.47 Freddie Mac 3128X54N5 04/18/07 12/30/14 68.522 0.000 4.9690 97.27 0.107992 0.110675 0.113424 0.116242 0.119131 39.37 41.35 Freddie Mac 3128X55E4 05/04/07 05/04/37 16.728 0.000 6.0499 28.74 0.032629 0.033616 0.034633 0.035681 0.036760 12.04 12.78 Freddie Mac 3128X55H7 04/27/07 11/30/12 76.622 0.000 4.8161 104.33 0.115982 0.118775 0.121635 0.124564 0.127564 42.43 44.50 Freddie Mac 3128X55L8 05/01/07 05/10/12 78.630 0.000 4.8418 107.06 0.119334 0.122223 0.125182 0.128212 0.131316 43.78 45.92 Freddie Mac 3128X57F9 05/17/07 02/26/10 87.508 0.000 4.8642 117.66 0.131911 7.26 Freddie Mac 3128X5DU9 07/11/06 08/15/12 72.660 0.000 5.3088 145.08 0.126018 0.129363 0.132797 0.136322 0.139941 46.89 49.41 Freddie Mac 3128X5DV7 07/11/06 05/15/12 73.645 0.000 5.3020 146.86 0.129219 0.132645 0.136161 0.139771 0.143476 47.45 50.00 Freddie Mac 3128X5EQ7 06/30/06 06/30/36 12.330 0.000 7.1002 34.14 0.031045 0.032147 0.033288 0.034470 0.035694 11.38 12.20 Freddie Mac 3128X5ES3 06/29/06 06/29/12 72.129 0.000 5.5200 151.71 0.133819 0.137513 0.141308 0.145208 0.149216 48.85 51.59 Freddie Mac 3128X5FD5 07/13/06 12/28/12 70.884 0.000 5.3995 143.82 0.127832 0.131283 0.134828 0.138468 0.142206 46.66 49.22 Freddie Mac 3128X5FH6 07/19/06 12/31/12 71.004 0.000 5.3796 142.86 0.127434 0.130862 0.134382 0.137997 0.141709 46.50 49.04 Freddie Mac 3128X5FS2 07/21/06 06/28/13 69.242 0.000 5.3695 138.68 0.123906 0.127232 0.130648 0.134156 0.137757 45.22 47.69 Freddie Mac 3128X5HF8 08/10/06 01/31/11 79.500 0.000 5.1924 151.16 0.133560 0.137028 0.140585 49.77 4.08 Freddie Mac 3128X5HG6 08/10/06 10/31/12 72.515 0.000 5.2285 138.99 0.124403 0.127655 0.130992 0.134417 0.137931 45.77 48.20 Freddie Mac 3128X5HX9 08/24/06 02/26/10 84.132 0.000 4.9899 151.24 0.135236 7.44 Freddie Mac 3128X5LH9 09/29/06 02/29/12 77.393 0.000 4.7840 0.117423 0.118272 0.123108 0.123998 0.128359 43.71 45.74 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X5LK2 10/02/06 10/02/34 24.784 0.000 5.0446 43.54 0.040328 0.041345 0.042388 0.043457 0.044553 14.88 15.64 Freddie Mac 3128X5MX3 10/20/06 05/28/10 83.869 0.000 4.9375 141.63 0.133850 19.68 Freddie Mac 3128X5MY1 10/25/06 05/30/14 68.360 0.000 5.0693 118.18 0.112413 0.115262 0.118184 0.121179 0.124251 41.16 43.27 Freddie Mac 3128X5P69 03/09/07 09/15/15 66.760 0.000 4.8010 95.31 0.100324 0.102733 0.105199 0.107724 0.110310 37.07 38.87 Freddie Mac 3128X5Q43 03/14/07 12/01/12 76.253 0.000 4.8003 108.29 0.115655 0.118431 0.121273 0.124184 0.127164 42.30 44.36 Freddie Mac 3128X5Q76 03/14/07 06/01/12 78.159 0.000 4.7812 110.53 0.118015 0.120837 0.123726 0.126683 0.129712 43.16 45.25 Freddie Mac 3128X5Q84 03/14/07 12/01/11 80.074 0.000 4.7686 112.93 0.120548 0.123422 0.126365 0.129378 44.09 42.24 Freddie Mac 3128X5Q92 03/14/07 06/01/11 82.025 0.000 4.7562 115.36 0.123124 0.126052 0.129050 45.03 19.36 Freddie Mac 3128X5QQ4 11/22/06 04/12/10 85.169 0.000 4.7921 135.18 0.130000 13.13 Freddie Mac 3128X5R26 03/14/07 06/01/13 74.414 0.000 4.8117 105.95 0.113169 0.115891 0.118680 0.121535 0.124459 41.40 43.41 Freddie Mac 3128X5R59 03/14/07 06/01/10 85.999 0.000 4.7465 120.69 0.128792 19.32 Freddie Mac 3128X5R67 03/14/07 12/01/10 83.993 0.000 4.7505 117.98 0.125909 0.128899 42.09 Freddie Mac 3128X5UN6 12/19/06 11/28/12 75.500 0.000 4.7858 116.53 0.115355 0.118115 0.120941 0.123835 0.126799 42.21 44.25 Freddie Mac 3128X5ZD3 01/26/07 06/09/10 84.810 0.000 4.9482 130.71 0.134133 21.19 Freddie Mac 3128X62A3 03/05/08 03/05/38* 14.464 0.000 6.5499 18.04 0.028988 0.029937 7.24* Freddie Mac 3128X63N4 03/05/08 03/05/38* 14.676 0.000 6.4999 18.16 0.029166 0.030114 7.29* Freddie Mac 3128X6AX4 05/24/07 09/30/14 69.050 0.000 5.1017 96.86 0.110159 0.112969 0.115851 0.118806 0.121836 40.68 42.78 Freddie Mac 3128X6BZ8 06/07/07 06/07/28* 26.771 0.000 6.3749 46.81 0.055459 8.65* Freddie Mac 3128X6EC6 06/14/07 08/31/12 75.547 0.000 5.4515 111.28 0.128154 0.129501 0.135235 0.136657 0.141924 47.89 50.45 Freddie Mac 3128X6EQ5 06/22/07 06/22/37 12.693 0.000 7.0001 24.09 0.029314 0.030340 0.031402 0.032501 0.033638 10.76 11.52 Freddie Mac 3128X6FL5 07/13/07 07/13/37 12.693 0.000 7.0001 23.48 0.028322 0.029314 0.030340 0.031402 0.032501 10.71 11.48 Freddie Mac 3128X6FS0 06/29/07 02/28/10 87.300 0.000 5.1469 118.96 0.138615 8.04 Freddie Mac 3128X6GT7 07/10/07 09/30/14 67.455 0.000 5.5250 97.55 0.116865 0.120093 0.123411 0.126820 0.130324 43.25 45.67 Freddie Mac 3128X6H66 01/25/08 08/05/10 93.470 0.000 2.6892 49.56 0.072732 0.073710 15.74 Freddie Mac 3128X6HU3 07/20/07 09/28/18 54.270 0.000 5.5370 77.72 0.094079 0.096684 0.099360 0.102111 0.104938 34.83 36.78 Freddie Mac 3128X6JL1 07/31/07 07/30/10 85.850 0.000 5.1555 112.51 0.133142 0.138838 28.99 Freddie Mac 3128X6JM9 07/31/07 08/01/11 81.360 0.000 5.2205 108.08 0.130812 0.134226 0.137730 0.141325 48.74 29.57 Freddie Mac 3128X6JN7 07/31/07 08/01/12 77.040 0.000 5.2825 103.62 0.125489 0.128804 0.132206 0.135698 0.139282 46.78 49.28 Freddie Mac 3128X6JY3 08/03/07 09/01/11 81.672 0.000 5.0260 103.94 0.126418 0.129595 0.132851 0.136190 46.85 32.49 Freddie Mac 3128X6JZ0 08/03/07 10/06/11 81.295 0.000 5.0204 103.37 0.126290 0.129460 0.132710 0.136041 46.58 37.09 Freddie Mac 3128X6KX3 08/22/07 02/28/12 80.662 0.000 4.8063 95.92 0.117907 0.118772 0.123642 0.124549 0.129659 43.90 46.04 Freddie Mac 3128X6NN2 10/02/07 05/10/13 77.376 0.000 4.6276 83.86 0.109526 0.112060 0.114653 0.117306 0.120020 40.15 42.03 Freddie Mac 3128X6PP5 10/11/07 07/02/15 68.530 0.000 4.9512 78.74 0.102557 0.105096 0.107697 0.110363 0.113096 38.30 40.22 Freddie Mac 3128X6QB5 10/19/07 08/31/15 68.362 0.000 4.8939 77.01 0.101149 0.101935 0.106160 0.106984 0.110807 37.68 39.47 Freddie Mac 3128X6QE9 10/19/07 08/30/13 76.143 0.000 4.7019 82.23 0.107261 0.109183 0.112364 0.114377 0.117066 40.13 41.96 Freddie Mac 3128X6QQ2 11/01/07 06/28/13 77.875 0.000 4.4676 78.29 0.106320 0.108695 0.111123 0.113605 0.116143 38.72 40.47 Freddie Mac 3128X6RF5 12/18/07 02/15/12 84.080 0.000 4.2125 74.56 0.105435 0.107656 0.109923 0.112238 0.114603 38.97 40.63 Freddie Mac 3128X6TL0 12/20/07 08/15/13 80.325 0.000 3.9128 65.82 0.093084 0.094905 0.096762 0.098655 0.100585 34.34 35.69 Freddie Mac 3128X6WP7 12/21/07 12/21/37 22.860 0.000 4.9802 23.98 0.034894 0.035763 0.036654 0.037567 0.038502 12.74 13.38 Freddie Mac 3128X74S0 11/04/08 11/15/38 26.387 0.000 4.4860 13.93 0.034420 0.035192 0.035981 0.036788 0.037613 12.60 13.17 Freddie Mac 3128X75U4 11/24/08 11/15/38 27.529 0.000 4.3499 13.39 0.034690 0.035444 0.036215 0.037003 0.037807 12.69 13.25 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X7A61 06/05/08 10/10/14 76.930 0.000 4.1743 51.71 0.094314 0.096282 0.098292 0.100344 0.102438 34.63 36.09 Freddie Mac 3128X7CH5 03/18/08 08/01/10 94.330 0.000 2.4780 42.45 0.067161 0.067994 14.25 Freddie Mac 3128X7E83 06/11/08 06/30/10 93.250 0.000 3.4329 50.72 0.093750 16.78 Freddie Mac 3128X7FE9 04/14/08 04/14/38* 16.973 0.000 6.0000 18.12 0.030912 0.031839 8.91* Freddie Mac 3128X7LV4 05/13/08 07/01/12 87.140 0.000 3.3575 48.73 0.085816 0.087257 0.088722 0.090211 31.15 32.21 Freddie Mac 3128X7N59 06/30/08 06/30/38 21.820 0.000 5.1394 17.29 0.033614 0.034478 0.035364 0.036273 0.037205 12.26 12.90 Freddie Mac 3128X7Y57 09/11/08 02/01/11 93.027 0.000 3.0478 37.51 0.080907 0.082140 0.083392 29.72 2.50 Freddie Mac 3128X7Y65 09/11/08 02/01/12 89.190 0.000 3.4039 40.19 0.085015 0.087895 0.087933 0.090912 0.090952 32.00 33.10 Freddie Mac 3128X7Y73 09/11/08 02/01/10 96.384 0.000 2.6683 33.96 0.073144 2.19 Freddie Mac 3128X87D8 08/13/09 08/13/14* 100.000 VARIES 3.0685 0.085237 0.084734 18.83* Freddie Mac 3128X87E6 08/13/09 08/13/14* 100.000 VARIES 3.0460 0.084611 0.084068 18.69* Freddie Mac 3128X8D58 05/13/09 07/15/11 97.122 0.000 1.3486 8.31 0.036469 0.036715 0.036962 0.037211 13.25 7.22 Freddie Mac 3128X8DD1 01/13/09 01/13/12* 100.000 VARIES 1.9270 0.053243 0.052953 10.17* Freddie Mac 3128X8DG4 12/29/08 02/15/39 40.774 0.000 2.9999 12.41 0.034620 0.035139 0.035666 0.036201 0.036744 12.70 13.08 Freddie Mac 3128X8F98 05/20/09 05/20/39* 17.835 0.000 5.8300 6.42 0.029725 0.030591 9.64* Freddie Mac 3128X8G89 05/27/09 05/27/39* 18.524 0.000 5.7000 6.31 0.030166 0.031026 9.99* Freddie Mac 3128X8H39 06/03/09 06/03/39* 17.992 0.000 5.7999 6.05 0.029828 4.53* Freddie Mac 3128X8HQ8 02/19/09 02/19/13* 100.000 VARIES 2.3511 0.064936 0.064556 14.74* Freddie Mac 3128X8HT2 02/19/09 02/19/13* 100.000 VARIES 2.4108 0.066602 0.066233 9.16* Freddie Mac 3128X8J94 06/15/09 06/15/39* 16.973 0.000 6.0000 5.56 0.029137 4.78* Freddie Mac 3128X8JW3 02/11/09 02/11/13* 100.000 VARIES 2.5373 0.070144 2.81* Freddie Mac 3128X8KH4 02/19/09 02/19/13* 100.000 VARIES 2.5373 0.070144 3.37* Freddie Mac 3128X8MC3 03/02/09 03/02/35* 20.187 0.000 6.2500 10.61 0.036142 0.037272 8.91* Freddie Mac 3128X8MX7 03/10/09 03/10/13* 100.000 VARIES 2.5777 0.071363 4.92* Freddie Mac 3128X8P71 06/15/09 06/15/39* 13.648 0.000 6.7499 5.03 0.026454 4.34* Freddie Mac 3128X8UC4 04/17/09 04/17/14* 100.000 VARIES 2.7401 0.075730 0.075341 14.81* Freddie Mac 3128X8UD2 04/17/09 04/17/14* 100.000 VARIES 2.7190 0.075092 0.074650 14.68* Freddie Mac 3128X8UE0 04/16/09 04/16/14* 100.000 VARIES 2.6673 0.073693 0.073286 14.33* Freddie Mac 3128X8UT7 04/28/09 04/28/14* 100.000 VARIES 2.6845 0.074175 0.073772 15.32* Freddie Mac 3128X8VW9 04/28/09 04/28/14* 100.000 VARIES 2.7376 0.075565 0.075079 15.60* Freddie Mac 3128X8VY5 04/28/09 04/28/14* 100.000 VARIES 2.8170 0.077788 0.077318 16.06* Freddie Mac 3128X8VZ2 04/28/09 04/28/14* 100.000 VARIES 2.8170 0.077788 0.077318 23.02* Freddie Mac 3128X8WA6 04/13/09 04/13/39* 18.256 0.000 5.7500 7.59 0.029997 0.030860 8.61* Freddie Mac 3128X8YD8 04/30/09 04/30/14* 100.000 VARIES 2.6184 0.072232 0.071723 15.05* Freddie Mac 3128X8YH9 05/05/09 05/05/14* 100.000 VARIES 2.6262 0.072451 0.071944 15.46* Freddie Mac 3128X8YP1 05/05/09 05/05/14* 100.000 VARIES 2.6184 0.072232 0.071723 15.41* Freddie Mac 3128X8ZU9 05/06/09 05/06/14* 100.000 VARIES 2.7140 0.074736 0.074072 16.01* Freddie Mac 3128X8ZY1 05/12/09 05/12/14* 100.000 VARIES 2.7514 0.075667 0.074988 16.66* Freddie Mac 3128X8ZZ8 05/12/09 05/12/14* 100.000 VARIES 2.7514 0.075667 0.074988 16.21* Freddie Mac 3128X93E8 04/12/10 04/12/35 24.327 0.000 5.7350 0.038754 0.039866 0.041009 0.042185 10.13 14.74 Freddie Mac 3128X94B3 04/22/10 04/22/15* 100.000 VARIES 2.6996 0.074991 13.50* ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X97E4 04/16/10 08/31/11 99.046 0.000 0.6996 0.018826 0.019193 0.018946 4.94 4.60 Freddie Mac 3128X97F1 04/16/10 11/30/11 98.577 0.000 0.8838 0.024184 0.024228 0.024335 0.024442 6.20 8.03 Freddie Mac 3128X97G9 04/16/10 02/29/12 98.020 0.000 1.0708 0.028941 0.028793 0.029107 0.028944 7.51 10.59 Freddie Mac 3128X97H7 04/16/10 05/31/12 97.410 0.000 1.2393 0.033163 0.033035 0.033423 0.033446 0.033653 8.61 12.21 Freddie Mac 3128X9AA8 08/17/09 08/17/39* 16.728 0.000 6.0499 3.77 0.028112 0.028963 6.51* Freddie Mac 3128X9B33 03/02/10 03/02/35 23.800 0.000 5.8251 0.038511 0.039632 0.040787 0.041975 11.65 14.75 Freddie Mac 3128X9BC3 08/19/09 08/19/39* 15.599 0.000 6.2900 3.60 0.027255 1.31* Freddie Mac 3128X9BM1 08/19/09 08/19/39* 15.599 0.000 6.2900 3.60 0.027255 1.31* Freddie Mac 3128X9DH0 09/15/09 03/01/12 96.062 0.000 1.6390 4.64 0.043731 0.044066 0.044427 0.044791 0.045159 15.89 16.15 Freddie Mac 3128X9DN7 09/21/09 09/21/39* 16.973 0.000 6.0000 2.83 0.028289 0.029137 7.51* Freddie Mac 3128X9DP2 09/23/09 09/23/39* 16.973 0.000 6.0000 2.77 0.028289 0.029137 7.56* Freddie Mac 3128X9DQ0 09/28/09 09/28/39* 16.973 0.000 6.0000 2.63 0.028289 0.029137 7.71* Freddie Mac 3128X9E63 03/15/10 03/15/30 32.813 0.000 5.6500 0.051499 0.052954 0.054450 0.055988 14.88 19.65 Freddie Mac 3128X9E71 03/22/10 03/22/35 23.371 0.000 5.9000 0.038303 0.039433 0.040596 0.041794 10.80 14.64 Freddie Mac 3128X9H52 03/23/10 03/23/15* 100.000 VARIES 2.7641 0.076781 13.82* Freddie Mac 3128X9LA6 11/18/09 11/18/39* 16.973 0.000 6.0000 1.22 0.028289 3.88* Freddie Mac 3128X9LU2 11/16/09 11/16/39* 16.367 0.000 6.1249 1.25 0.027846 0.028699 8.93* Freddie Mac 3128X9MF4 11/10/09 09/15/36 29.930 0.000 4.5438 1.93 0.037776 0.038373 0.039245 0.040137 0.041049 13.86 14.48 Freddie Mac 3128X9MG2 11/10/09 12/15/36 29.600 0.000 4.5433 1.91 0.037522 0.038374 0.039246 0.040137 0.041049 13.69 14.32 Freddie Mac 3128X9N63 03/24/10 03/24/15* 100.000 VARIES 2.6192 0.072757 13.10* Freddie Mac 3128X9NC0 11/12/09 03/25/11 99.240 0.000 0.5578 .75 0.015371 0.015409 0.015452 5.55 1.30 Freddie Mac 3128X9P46 03/25/10 02/01/12 98.364 0.000 0.8935 0.024411 0.024490 0.024600 0.024709 6.75 8.87 Freddie Mac 3128X9QS2 12/21/09 12/21/39* 17.679 0.000 5.8601 .29 0.028778 0.029622 10.22* Freddie Mac 3128X9UD0 02/04/10 02/04/30 32.495 0.000 5.7001 0.051452 0.052918 0.054426 0.055977 17.04 19.77 Freddie Mac 3128X9V31 03/12/10 02/15/12 98.173 0.000 0.9600 0.026179 0.026289 0.026415 0.026542 7.58 9.52 Freddie Mac 3128X9XC9 02/22/10 02/22/35 23.829 0.000 5.8201 0.038525 0.039646 0.040799 0.041987 12.05 14.78 Freddie Mac 3128X9ZS2 03/02/10 03/02/35 23.888 0.000 5.8099 0.038552 0.039672 0.040825 0.042011 11.66 14.77 Freddie Mac 3128X9ZU7 03/10/10 08/01/12 96.790 0.000 1.3686 0.036794 0.036996 0.037249 0.037504 10.74 13.44 Freddie Mac 3129026G9 12/06/00 03/30/10 56.100 0.000 6.3003 423.90 0.169664 15.10 Freddie Mac 312902LX5 12/17/99 12/17/29 14.255 0.000 6.6001 131.03 0.050030 0.051681 0.053386 0.055148 0.056968 18.35 19.59 Freddie Mac 312902VG1 04/25/00 01/04/21 25.643 0.000 6.6857 228.41 0.087176 0.090090 0.093101 0.096214 0.099430 32.96 35.20 Freddie Mac 312902VH9 04/25/00 01/04/22 24.042 0.000 6.6795 213.88 0.081613 0.084338 0.087155 0.090066 0.093074 30.85 32.95 Freddie Mac 312902VJ5 04/25/00 01/04/23 22.536 0.000 6.6749 200.30 0.076416 0.078966 0.081602 0.084325 0.087139 28.89 30.85 Freddie Mac 312902VK2 04/25/00 01/04/24 21.145 0.000 6.6664 187.62 0.071554 0.073939 0.076403 0.078950 0.081582 27.05 28.88 Freddie Mac 312902VL0 04/25/00 01/04/25 20.007 0.000 6.6235 176.00 0.067011 0.069230 0.071523 0.073891 0.076338 25.32 27.03 Freddie Mac 312902VM8 04/25/00 01/04/26 18.780 0.000 6.6160 164.96 0.062787 0.064864 0.067010 0.069227 0.071517 23.72 25.32 Freddie Mac 312902VN6 04/25/00 01/04/27 17.654 0.000 6.6033 154.68 0.058844 0.060787 0.062794 0.064867 0.067009 22.23 23.73 Freddie Mac 312902VS5 04/25/00 01/04/12 46.161 0.000 6.7212 414.07 0.158259 0.163578 0.169075 0.174757 0.180630 59.85 63.93 Freddie Mac 312902VT3 04/25/00 01/04/13 43.203 0.000 6.7221 387.61 0.148152 0.153131 0.158278 0.163598 0.169097 56.02 59.85 Freddie Mac 312902VU0 04/25/00 01/04/14 40.436 0.000 6.7227 362.82 0.138681 0.143343 0.148161 0.153142 0.158289 52.44 56.03 Freddie Mac 312902VV8 04/25/00 01/04/18 31.141 0.000 6.7034 278.36 0.106315 0.109879 0.113561 0.117368 0.121302 40.20 42.94 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 312902VW6 04/25/00 01/04/19 29.163 0.000 6.7017 260.59 0.099522 0.102856 0.106303 0.109865 0.113547 37.63 40.19 Freddie Mac 312902VX4 04/25/00 01/04/20 27.313 0.000 6.6997 243.96 0.093164 0.096285 0.099510 0.102844 0.106289 35.22 37.62 Freddie Mac 312902WH8 04/25/00 01/04/10 52.605 0.000 6.7376 473.41 0.181056 .54 Freddie Mac 312902WJ4 04/25/00 01/04/11 49.272 0.000 6.7297 442.72 0.169270 0.174965 0.180853 64.01 .54 Freddie Mac 312902WK1 04/25/00 01/04/15 37.975 0.000 6.6992 339.16 0.129517 0.133856 0.138339 0.142973 0.147762 48.97 52.30 Freddie Mac 312902WL9 04/25/00 01/04/16 35.607 0.000 6.6893 317.38 0.121154 0.125206 0.129394 0.133721 0.138194 45.80 48.92 Freddie Mac 312902WM7 04/25/00 01/04/17 33.256 0.000 6.7048 297.34 0.113574 0.117381 0.121316 0.125383 0.129587 42.94 45.87 Freddie Mac 312923CN3 01/10/01 08/17/12 61.750 1.000 5.5038 273.74 0.106303 0.109228 0.112234 0.115323 0.118496 39.59 41.80 Freddie Mac 312924TN3 11/19/01 11/19/20 100.000 5.881 N/A 0.183442 0.188836 0.163363 0.168167 0.173112 66.17 60.08 Federal Home Loan Banks 3133704F2 07/09/10 07/15/11 100.000 0.000 0.4494 0.012485 0.012486 0.012514 2.15 2.43 Federal Home Loan Banks 313371AN6 10/19/10 10/19/15 100.000 VARIES 1.5154 0.042095 0.041572 0.041308 3.03 15.00 Federal Home Loan Banks 313371H74 10/22/10 11/16/11 100.000 0.000 0.2997 0.008326 0.008327 0.008340 .57 2.63 Federal Home Loan Banks 3133MCF83 10/27/00 04/27/10 79.882 0.000 N/A 0.013481 1.56 Federal Home Loan Banks 3133XLSB0 07/27/07 07/27/37* 12.331 0.000 7.0999 22.77 0.027961 0.028954 5.94* Federal Home Loan Banks 3133XQCJ9 03/24/08 03/24/38* 15.108 0.000 6.4000 17.84 0.029521 2.45* Federal Home Loan Banks 3133XSQN1 01/06/09 01/15/10 100.000 0.000 1.1166 0.031200 .44 Federal Home Loan Banks 3133XSXX1 01/28/09 02/24/10 100.000 0.000 0.9970 0.027855 1.48 Federal Home Loan Banks 3133XSZ84 02/02/09 03/02/10 100.000 0.000 0.9969 0.027853 1.70 Federal Home Loan Banks 3133XT3E4 02/09/09 03/09/10 100.000 0.000 1.0466 0.029250 1.99 Federal Home Loan Banks 3133XTFE1 04/03/09 04/05/10 100.000 0.000 0.9476 0.026449 2.49 Federal Home Loan Banks 3133XTKN5 05/15/09 05/17/10 100.000 0.000 0.7983 0.022265 3.03 Federal Home Loan Banks 3133XTRR9 06/04/09 06/25/10 100.000 0.000 0.5188 0.014456 2.52 Federal Home Loan Banks 3133XTY26 06/12/09 07/12/10 100.000 0.000 0.5988 0.016644 0.016694 3.19 Federal Home Loan Banks 3133XUKT9 08/10/09 08/17/10 100.000 0.000 0.5591 0.015534 0.015578 3.52 Federal Home Loan Banks 3133XULN1 08/12/09 08/27/10 100.000 0.000 0.5590 0.015534 0.015577 3.67 Federal Home Loan Banks 3133XUX73 09/17/09 10/15/10 100.000 0.000 0.4992 0.013873 0.013908 3.95 Federal Home Loan Banks 3133XUXL2 09/29/09 10/29/10 100.000 0.500 0.9984 0.027748 0.027817 8.28 Federal Home Loan Banks 3133XUY64 09/21/09 10/18/10 100.000 0.000 0.4992 0.013873 0.013908 3.99 Federal Home Loan Banks 3133XV2A8 09/25/09 10/20/10 100.000 0.000 0.4992 0.013872 0.013907 4.02 Federal Home Loan Banks 3133XV2J9 09/25/09 10/25/10 100.000 0.000 0.4792 0.013319 0.013351 3.92 Federal Home Loan Banks 3133XWA25 12/23/09 12/23/14* 100.000 VARIES 2.6216 0.072823 12.53* Federal Home Loan Banks 3133XWAD1 12/23/09 12/23/14* 100.000 VARIES 2.4063 0.066843 0.066210 17.46* Federal Home Loan Banks 3133XWB40 12/23/09 12/23/14* 100.000 VARIES 2.5488 0.070800 12.18* Federal Home Loan Banks 3133XWBD0 12/23/09 12/23/14* 100.000 VARIES 2.5594 0.071095 12.23* Federal Home Loan Banks 3133XWBR9 12/29/09 12/29/14* 100.000 VARIES 2.5541 0.070948 12.63* Federal Home Loan Banks 3133XWCF4 12/29/09 12/29/14* 100.000 VARIES 2.5963 0.072121 12.84* Federal Home Loan Banks 3133XWD89 12/30/09 12/30/14* 100.000 VARIES 2.6022 0.072285 12.94* Federal Home Loan Banks 3133XWEE5 12/29/09 12/29/14* 100.000 VARIES 2.6633 0.073982 13.17* Federal Home Loan Banks 3133XWEJ4 12/30/09 12/30/19* 100.000 VARIES 1.8084 0.050235 8.99* Federal Home Loan Banks 3133XWET2 12/29/09 12/29/14* 100.000 VARIES 2.6689 0.074136 13.20* Federal Home Loan Banks 3133XWGN3 01/21/10 01/21/20* 100.000 4.250 4.2499 0.118056 10.63* ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Federal Home Loan Banks 3133XWHF9 12/30/09 12/30/19* 100.000 3.550 3.5499 0.098611 8.78* Federal Home Loan Banks 3133XWJ34 12/30/09 12/30/14* 100.000 VARIES 2.9806 0.082795 0.081752 17.03* Federal Home Loan Banks 3133XWJJ9 01/15/10 01/15/15* 100.000 VARIES 2.9045 0.080682 14.52* Federal Home Loan Banks 3133XWJX8 01/29/10 01/29/15* 100.000 VARIES 2.8327 0.078689 14.16* Federal Home Loan Banks 3133XWJY6 01/29/10 01/29/15* 100.000 VARIES 2.8956 0.080435 14.48* Federal Home Loan Banks 3133XXXU6 04/27/10 04/27/15* 100.000 VARIES 2.7529 0.076472 13.76* Federal Home Loan Banks 3133XXXY8 04/29/10 04/29/15* 100.000 VARIES 2.8134 0.078153 14.07* Federal Home Loan Banks 3133XXYK7 05/04/10 05/04/15* 100.000 VARIES 2.8353 0.078760 7.09* Federal Home Loan Banks 3133XXYL5 04/27/10 04/27/15* 100.000 VARIES 2.8299 0.078610 7.07* Freddie Mac 3134A1BU3 09/25/96 06/01/16 23.214 0.000 7.5580 389.16 0.129623 0.134522 0.139605 0.144881 0.150356 47.85 51.53 Freddie Mac 3134A1CT5 10/21/96 09/15/16 23.550 0.000 7.3996 378.92 0.123599 0.128172 0.132914 0.137832 0.142931 46.31 49.80 Freddie Mac 3134A1DL1 11/01/96 02/01/16 25.038 0.000 7.3237 395.29 0.127462 0.132130 0.136968 0.141984 0.147183 48.15 51.74 Freddie Mac 3134A1FK1 11/20/96 09/03/19 20.641 0.000 7.0454 305.51 0.097924 0.101374 0.104945 0.108642 0.112469 36.70 39.33 Freddie Mac 3134A1H60 10/22/97 06/03/24 16.813 0.000 6.8126 212.43 0.071639 0.074079 0.076602 0.079212 0.081910 26.37 28.20 Freddie Mac 3134A1HH6 12/23/96 12/01/15 26.483 0.000 7.1396 395.52 0.130190 0.134837 0.139651 0.144636 0.149799 47.99 51.48 Freddie Mac 3134A1HU7 12/27/96 12/02/19 19.720 0.000 7.2067 298.29 0.098618 0.102172 0.105854 0.109668 0.113620 36.35 39.02 Freddie Mac 3134A1JD3 12/31/96 12/01/14 28.804 0.000 7.0673 422.74 0.138720 0.143622 0.148697 0.153952 0.159392 51.12 54.80 Freddie Mac 3134A1MX5 02/12/97 02/01/14 30.030 0.000 7.2159 448.43 0.145698 0.150955 0.156401 0.162044 0.167890 55.00 59.04 Freddie Mac 3134A1MY3 02/12/97 02/01/20 19.238 0.000 7.3061 292.68 0.095534 0.099024 0.102642 0.106391 0.110278 36.09 38.77 Freddie Mac 3134A1MZ0 02/12/97 03/01/16 25.716 0.000 7.2560 387.27 0.126822 0.131423 0.136191 0.141132 0.146253 47.61 51.13 Freddie Mac 3134A1NA4 02/12/97 01/02/19 20.877 0.000 7.2857 316.28 0.102547 0.106283 0.110154 0.114167 0.118326 38.95 41.84 Freddie Mac 3134A1X39 12/11/97 06/01/15 33.207 0.000 6.4099 378.50 0.125847 0.129881 0.134043 0.138339 0.142773 46.28 49.29 Freddie Mac 3134A2G77 12/28/98 11/15/28 20.230 0.000 5.4198 162.22 0.054502 0.055979 0.057496 0.059054 0.060654 20.02 21.12 Freddie Mac 3134A2HF8 06/30/98 11/24/14 38.078 0.000 5.9744 368.81 0.123641 0.127335 0.131138 0.135056 0.139090 45.45 48.21 Freddie Mac 3134A2HG6 06/30/98 12/11/25 19.896 0.000 5.9699 192.49 0.064700 0.066631 0.068620 0.070669 0.072778 23.72 25.16 Freddie Mac 3134A2NQ7 07/30/98 08/15/14 37.992 0.000 6.1246 376.80 0.125829 0.129682 0.133654 0.137747 0.141965 47.06 49.98 Freddie Mac 3134A3D29 09/09/99 08/15/27 14.928 0.000 6.9258 152.00 0.056483 0.058439 0.060463 0.062557 0.064723 21.23 22.72 Freddie Mac 3134A3ZU3 08/02/99 12/14/29 15.469 0.000 6.2410 138.72 0.050717 0.052299 0.053931 0.055614 0.057350 18.60 19.78 Freddie Mac 3134G1A38 12/09/10 12/09/15 100.000 VARIES 1.5522 0.043119 0.042419 0.042263 .95 15.38 Freddie Mac 3134G1A79 12/03/10 12/03/15 100.000 VARIES 1.5667 0.043520 0.042936 0.042782 1.22 15.54 Freddie Mac 3134G1B37 12/10/10 12/10/15 100.000 VARIES 1.6590 0.046084 0.045314 0.044998 .97 16.43 Freddie Mac 3134G1B45 12/10/10 12/10/15 100.000 VARIES 1.6721 0.046449 0.045647 0.045332 .98 16.55 Freddie Mac 3134G1BT0 04/23/10 07/15/11 99.343 0.000 0.5375 0.014829 0.014851 0.014891 3.68 2.89 Freddie Mac 3134G1BU7 04/23/10 02/15/12 98.295 0.000 0.9516 0.025978 0.026061 0.026185 0.026309 6.45 9.44 Freddie Mac 3134G1D27 12/10/10 12/10/15 100.000 VARIES 1.6277 0.045215 0.044453 0.044204 .95 16.12 Freddie Mac 3134G1EA8 05/10/10 06/10/15 88.082 0.000 2.5118 0.061452 0.061587 0.062360 0.063144 0.063937 14.24 22.62 Freddie Mac 3134G1EF7 05/25/10 11/30/12 96.828 0.000 1.2849 0.034050 0.034003 0.034409 0.034441 0.034662 7.53 12.57 Freddie Mac 3134G1FF6 06/22/10 06/22/15* 100.000 VARIES 2.4182 0.067173 6.05* Freddie Mac 3134G1FK5 06/24/10 06/24/15* 100.000 VARIES 2.5442 0.070674 12.72* Freddie Mac 3134G1GH1 07/01/10 05/15/13 95.662 0.000 1.5498 0.041177 0.041421 0.041742 0.042066 7.42 15.00 Freddie Mac 3134G1HB3 06/30/10 06/30/15 100.000 VARIES 2.4954 0.069319 0.068798 0.068529 0.068345 12.55 24.72 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3134G1MN1 08/02/10 08/02/40 21.240 0.000 5.2315 0.030866 0.031673 0.032502 4.60 11.50 Freddie Mac 3134G1NL4 07/19/10 02/15/12 99.130 0.000 0.5565 0.015289 0.015331 0.015373 0.015416 2.48 5.54 Freddie Mac 3134G1NW0 08/03/10 08/03/40 23.576 0.000 4.8749 0.031925 0.032704 0.033501 4.72 11.87 Freddie Mac 3134G1NY6 08/19/10 02/15/12 99.230 0.000 0.5198 0.014326 0.014365 0.014402 1.89 5.17 Freddie Mac 3134G1SL9 09/10/10 09/10/15 100.000 VARIES 1.6223 0.045066 0.044744 0.044600 5.00 16.11 Freddie Mac 3134G1TJ3 09/24/10 09/24/40 27.661 0.000 4.3300 0.033270 0.033991 0.034727 3.23 12.25 Freddie Mac 3134G1TV6 09/27/10 09/27/40 26.782 0.000 4.4400 0.033031 0.033765 0.034514 3.10 12.16 Freddie Mac 3134G1UN2 09/28/10 09/28/40 26.315 0.000 4.4999 0.032894 0.033634 0.034391 3.06 12.11 Freddie Mac 3134G1VL5 10/05/10 10/05/40 23.072 0.000 4.9487 0.031716 0.032501 0.033305 2.73 11.70 Freddie Mac 3134G1VW1 10/15/10 10/15/15 100.000 VARIES 1.5144 0.042067 0.041650 0.041387 3.20 15.02 Freddie Mac 3134G1WC4 10/28/10 10/28/15 100.000 VARIES 1.5309 0.042527 0.041949 0.041696 2.68 15.15 Freddie Mac 3134G1XY5 11/18/10 05/15/15 94.752 0.000 1.2037 0.031680 0.031871 0.032062 1.36 11.46 Freddie Mac 3134G1YT5 11/09/10 11/09/40 22.728 0.000 5.0000 0.031567 0.032356 0.033165 1.64 11.59 Freddie Mac 3134G1YZ1 11/16/10 11/16/40 22.728 0.000 5.0000 0.031567 0.032356 0.033165 1.42 11.58 Freddie Mac 3134G1ZF4 11/23/10 11/23/40 22.398 0.000 5.0500 0.031420 0.032213 0.033026 1.19 11.51 Freddie Mac 3134G1ZR8 12/02/10 12/02/15 100.000 VARIES 1.4369 0.039916 0.039505 0.039339 1.16 14.28 Freddie Mac 3134G1ZT4 12/09/10 12/09/15 100.000 VARIES 1.4945 0.041517 0.040996 0.040784 .91 14.84 Freddie Mac 3134G1ZW7 12/01/10 12/01/15 100.000 VARIES 1.3705 0.038071 0.037561 0.037562 1.14 13.60 Freddie Mac 3134G1ZX5 11/23/10 11/23/40 22.486 0.000 5.0366 0.031459 0.032252 0.033064 1.20 11.53 Fannie Mae 31359MEL3 01/29/99 06/01/17 34.790 0.000 5.8405 304.62 0.105351 0.108427 0.111593 0.114852 0.118206 38.67 40.96 Fannie Mae 31359MZQ9 12/21/05 03/21/10 83.248 0.000 N/A 0.108687 8.70 Fannie Mae 31364KSS0 08/17/00 08/17/12 60.070 2.000 6.9636 282.02 0.112282 0.116192 0.120237 0.124424 0.128756 42.19 45.18 Fannie Mae 3136F1EQ9 12/27/01 03/17/31 16.751 0.000 6.2082 105.92 0.046323 0.047761 0.049244 0.050772 0.052348 17.24 18.33 Fannie Mae 3136F2B31 12/20/02 12/30/32 19.252 0.000 5.5626 90.63 0.043745 0.044961 0.046212 0.047497 0.048818 15.97 16.87 Fannie Mae 3136F3LA2 04/04/03 10/03/33 20.285 0.000 5.2999 85.80 0.041951 0.043063 0.044204 0.045375 0.046578 15.50 16.33 Fannie Mae 3136F3ZC3 06/09/03 12/15/33 23.674 0.000 N/A 0.043066 0.044101 0.045161 0.046246 0.047357 15.72 16.49 Fannie Mae 3136F4R55 01/07/04 12/15/34 18.268 0.000 5.5708 71.13 0.039178 0.040269 0.041391 0.042544 0.043729 14.34 15.15 Fannie Mae 3136F6E62 03/01/05 05/01/10 92.689 0.000 N/A 0.001738 .21 Fannie Mae 3136F6G86 02/24/05 02/15/15 63.549 0.000 4.5968 156.86 0.099449 0.101735 0.104073 0.106465 0.108912 36.84 38.55 Fannie Mae 3136F75W3 11/03/06 12/01/11 78.531 0.000 4.8158 127.55 0.121628 0.124557 0.127556 0.130628 44.49 42.65 Fannie Mae 3136F7DC8 06/29/05 12/01/10 87.017 0.000 N/A 0.019894 0.018519 6.32 Fannie Mae 3136F7J73 06/16/06 07/10/11 84.228 0.000 N/A 0.075049 0.066872 0.058529 0.049912 22.72 9.51 Fannie Mae 3136F7MB0 11/17/05 06/07/12 73.724 0.000 4.7041 155.81 0.116332 0.119068 0.121869 0.124735 0.127669 42.50 44.53 Fannie Mae 3136F7NJ2 11/15/05 02/28/14 67.000 0.000 4.8887 148.02 0.108667 0.109508 0.114044 0.114927 0.119030 40.48 42.40 Fannie Mae 3136F7NM5 11/15/05 11/15/30 26.938 0.000 5.3159 65.16 0.049067 0.050371 0.051710 0.053084 0.054495 18.02 18.99 Fannie Mae 3136F7NQ6 11/17/05 03/10/10 81.307 0.000 4.8534 177.85 0.131623 9.08 Fannie Mae 3136F7PG6 12/05/05 06/10/10 80.940 0.000 4.7398 170.15 0.128614 20.45 Fannie Mae 3136F7Q34 07/14/06 10/31/14 63.950 0.000 5.4603 131.44 0.115861 0.119024 0.122274 0.125612 0.129041 42.67 45.03 Fannie Mae 3136F7QX8 01/06/06 10/10/13 69.750 0.000 4.6951 141.85 0.108325 0.110868 0.113470 0.116134 0.118861 39.87 41.77 Fannie Mae 3136F7UM7 02/22/06 10/01/12 96.825 4.318 4.8859 17.31 0.013648 0.013982 0.014323 0.014673 0.015032 5.03 5.28 Fannie Mae 3136F8JD8 03/16/07 05/31/13 74.650 0.000 4.7639 105.06 0.112227 0.114900 0.117637 0.120439 0.123308 41.05 43.03 Fannie Mae 3136F8JY2 03/30/07 04/10/13 75.160 0.000 4.7935 104.76 0.112811 0.115515 0.118283 0.121118 0.124021 41.54 43.56 Fannie Mae 3136F8KC8 04/02/07 01/29/10 87.515 0.000 4.7745 121.22 0.129535 3.63 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Fannie Mae 3136F8LJ2 05/16/07 10/01/29 60.778 0.000 N/A 0.077761 0.077711 0.075022 0.074973 0.072139 27.74 26.74 Fannie Mae 3136F8LW3 05/03/07 06/01/15 75.398 0.000 N/A 0.091353 0.087491 0.087291 0.083124 0.082919 32.07 30.54 Fannie Mae 3136F8NZ4 06/11/07 12/10/14 66.600 0.000 5.4956 99.00 0.116410 0.119609 0.122896 0.126273 0.129742 42.62 44.99 Fannie Mae 3136F8P25 02/08/08 02/08/38 16.973 0.000 6.0000 20.15 0.030240 0.031663 0.032081 0.033592 0.034035 11.56 12.27 Fannie Mae 3136F8QH1 07/11/07 02/28/14 69.767 0.000 5.4960 100.46 0.118954 0.120230 0.125582 0.126929 0.131850 44.47 46.86 Fannie Mae 3136F8QL2 07/19/07 10/29/10 84.360 0.000 5.2540 114.45 0.138570 0.142211 41.95 Fannie Mae 3136F8QM0 07/30/07 07/30/37 12.693 0.000 7.0001 23.00 0.028322 0.029314 0.030340 0.031402 0.032501 10.68 11.44 Fannie Mae 3136F8RD9 08/09/07 04/10/12 79.420 0.000 4.9945 99.71 0.122639 0.125702 0.128841 0.132058 0.135356 45.20 47.49 Fannie Mae 3136F8SE6 08/29/07 06/30/10 87.435 0.000 4.7840 102.42 0.129785 23.23 Fannie Mae 3136F8UT0 11/06/07 05/01/14 95.257 0.000 N/A 0.023389 0.022299 0.019955 0.014521 0.011966 8.02 5.58 Fannie Mae 3136F8XP5 11/20/07 07/10/12 82.235 0.000 4.2600 76.69 0.104278 0.106499 0.108768 0.111084 0.113451 38.71 40.37 Fannie Mae 3136F8YZ2 12/13/07 02/15/12 85.070 0.000 3.9122 70.40 0.098642 0.100571 0.102539 0.104544 0.106589 36.39 37.83 Fannie Mae 3136F92T9 12/30/08 12/30/38 20.417 0.000 5.3667 11.14 0.032092 0.032953 0.033838 0.034746 0.035678 11.71 12.35 Fannie Mae 3136F92X0 12/30/08 12/30/38* 18.834 0.000 5.6431 10.81 0.031213 0.032093 11.36* Fannie Mae 3136F92Y8 12/30/08 12/30/38* 18.839 0.000 5.6422 10.81 0.031216 0.032096 11.36* Fannie Mae 3136F95A7 01/28/09 01/28/39* 19.073 0.000 5.5999 10.01 0.030500 0.031354 6.47* Fannie Mae 3136F95D1 01/28/09 01/28/39* 18.797 0.000 5.6499 9.95 0.030334 0.031191 6.43* Fannie Mae 3136F95W9 02/03/09 02/03/39* 16.248 0.000 6.1499 9.23 0.028611 .92* Fannie Mae 3136F96T5 02/04/09 02/04/39* 15.782 0.000 6.2500 9.09 0.028256 .93* Fannie Mae 3136F96W8 02/11/09 02/11/39* 15.782 0.000 6.2500 8.89 0.028256 1.13* Fannie Mae 3136F96Z1 02/11/09 02/11/39* 15.108 0.000 6.4000 8.72 0.027719 1.11* Fannie Mae 3136F9A29 08/01/08 07/01/10 93.880 0.000 3.3212 44.86 0.090749 16.33 Fannie Mae 3136F9A37 08/01/08 12/31/10 91.840 0.000 3.5525 47.09 0.095269 0.096961 34.51 Fannie Mae 3136F9A45 08/01/08 07/01/11 89.720 0.000 3.7531 48.55 0.098599 0.100449 0.102334 35.83 18.42 Fannie Mae 3136F9A52 08/01/08 12/30/11 87.670 0.000 3.8911 49.22 0.100070 0.102017 0.104001 0.106025 36.38 37.70 Fannie Mae 3136F9A60 08/01/08 06/29/12 85.645 0.000 4.0007 49.46 0.100655 0.102668 0.104722 0.106817 0.108953 36.61 38.09 Fannie Mae 3136F9A78 08/01/08 12/31/12 83.605 0.000 4.0950 49.54 0.100726 0.102789 0.104893 0.107041 0.109233 36.64 38.15 Fannie Mae 3136F9B44 08/07/08 12/01/13 84.261 0.000 N/A 0.086193 0.085916 0.081745 0.081468 0.077111 30.85 29.24 Fannie Mae 3136F9D91 09/04/08 04/01/12 91.994 0.000 N/A 0.079782 0.059154 0.058821 0.041325 0.021936 23.12 14.71 Fannie Mae 3136F9E25 09/04/08 04/01/14 83.238 0.000 N/A 0.094062 0.093999 0.095264 0.094866 0.094461 33.96 34.15 Fannie Mae 3136F9FX6 04/03/08 12/30/12 93.811 0.000 N/A 0.035917 0.036424 0.019914 0.020195 0.006000 13.01 7.21 Fannie Mae 3136F9FY4 04/03/08 06/29/12 93.719 0.000 N/A 0.048936 0.026758 0.027126 0.009135 0.009261 13.58 6.49 Fannie Mae 3136F9FZ1 04/03/08 12/29/12 94.297 0.000 N/A 0.034912 0.027411 0.016968 0.014191 0.006067 11.18 5.59 Fannie Mae 3136F9UK7 06/24/08 06/24/38* 13.451 0.000 6.8001 14.39 0.028089 4.86* Fannie Mae 3136F9ZA4 07/30/08 07/30/38* 14.255 0.000 6.6001 13.77 0.027888 .81* Fannie Mae 3136F9ZF3 08/05/08 06/01/10 94.000 0.000 3.4227 45.98 0.093477 14.02 Fannie Mae 3136FH5F8 08/07/09 12/30/11 96.465 0.000 1.5067 5.81 0.040617 0.040923 0.041231 0.041542 14.68 14.86 Fannie Mae 3136FHAT2 02/18/09 02/18/39* 14.417 0.000 6.5611 8.34 0.027138 1.28* Fannie Mae 3136FHBC8 02/23/09 02/23/39* 14.472 0.000 6.5480 8.22 0.027185 1.41* Fannie Mae 3136FHBD6 02/23/09 02/23/39* 13.648 0.000 6.7499 7.99 0.026454 1.38* Fannie Mae 3136FHEA9 03/05/09 03/04/39* 15.685 0.000 6.2717 8.19 0.028178 1.78* ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Fannie Mae 3136FHEE1 03/17/09 03/17/39* 15.896 0.000 6.2252 7.90 0.028344 2.15* Fannie Mae 3136FHEH4 03/18/09 03/18/39* 15.896 0.000 6.2252 7.87 0.028344 2.18* Fannie Mae 3136FHET8 03/23/09 03/23/39 16.247 0.000 6.1502 7.80 0.028610 0.029490 0.030396 0.031331 0.032295 10.63 11.30 Fannie Mae 3136FHEU5 03/24/09 03/24/39 16.247 0.000 6.1502 7.77 0.028610 0.029490 0.030396 0.031331 0.032295 10.63 11.30 Fannie Mae 3136FHEY7 03/25/09 03/25/39 16.778 0.000 6.0397 7.85 0.028999 0.029874 0.030777 0.031706 0.032663 10.77 11.43 Fannie Mae 3136FHHU2 04/08/09 04/08/39 20.368 0.000 5.3749 8.07 0.031228 0.032067 0.032929 0.033814 0.034722 11.53 12.16 Fannie Mae 3136FHJP1 04/07/09 12/28/10 99.357 0.000 N/A 0.008370 0.001190 1.70 Fannie Mae 3136FHPN9 05/04/09 05/04/39* 18.256 0.000 5.7500 6.96 0.029997 0.030860 9.24* Fannie Mae 3136FHRN7 05/20/09 05/20/39* 17.680 0.000 5.8599 6.39 0.029622 0.030490 9.61* Fannie Mae 3136FHTC9 05/27/09 05/27/39* 17.202 0.000 5.9540 6.12 0.029297 4.28* Fannie Mae 3136FMFS8 03/29/10 03/29/35 24.535 0.000 5.6999 0.038847 0.039954 0.041093 0.042264 10.67 14.80 Fannie Mae 3136FMJU9 03/29/10 06/29/12 98.965 0.000 N/A 0.022648 0.021553 0.001517 0.007280 0.002113 5.95 4.02 Fannie Mae 3136FMKL7 04/27/10 04/27/40* 16.973 0.000 6.0000 0.028289 5.09* Fannie Mae 3136FMVL5 06/07/10 06/07/40* 18.416 0.000 5.7201 0.029262 5.27* Fannie Mae 3136FMXA7 06/22/10 06/22/40* 19.381 0.000 5.5450 0.029852 5.37* Fannie Mae 31398AE99 02/09/10 02/09/40 18.203 0.000 5.7599 0.029125 0.029964 0.030827 0.031714 9.50 11.19 Fannie Mae 31398AG48 03/02/10 03/02/40* 16.873 0.000 6.0203 0.028217 5.08* Fannie Mae 31398AR38 05/18/10 05/18/35 24.239 0.000 5.7499 0.038715 0.039828 0.040973 0.042151 8.68 14.64 Fannie Mae 31398AR46 05/18/10 05/18/40* 18.417 0.000 5.7199 0.029262 5.27* Fannie Mae 31398AS29 06/01/10 06/01/35 24.238 0.000 5.7501 0.038714 0.039827 0.040972 0.042150 8.16 14.61 Fannie Mae 31398AT28 06/01/10 06/01/40* 18.417 0.000 5.7199 0.029262 5.27* Fannie Mae 31398AT85 06/22/10 06/22/40* 19.637 0.000 5.5001 0.030002 5.40* Fannie Mae 31398AVK5 02/18/09 02/18/39* 14.640 0.000 6.5083 8.40 0.027329 1.28* Fannie Mae 31398AY30 07/20/10 07/20/40 21.392 0.000 5.2071 0.030942 0.031748 0.032574 4.98 11.55 Fannie Mae 31398AY71 07/20/10 07/20/40 21.422 0.000 5.2023 0.030957 0.031762 0.032588 4.98 11.55 Fannie Mae 31398AY89 08/10/10 08/10/40 21.076 0.000 5.2580 0.030783 0.031592 0.032423 4.34 11.46 FelCor Lodging Limited 31430QAZ0 10/01/09 10/01/14 87.750 10.000 13.4435 4.49 0.049908 0.053263 0.056843 0.060664 0.064741 19.19 21.86 FelCor Lodging Limited 31430QBA4 10/01/09 10/01/14 87.750 10.000 13.4435 4.49 0.049908 0.053263 0.056843 0.060664 0.064741 19.19 21.86 FiberTower Corporation 31567RAF7 12/22/09 01/01/16 100.000 9.000 N/A 0.250375 0.257886 0.265623 0.273592 91.49 97.06 FiberTower Corporation 31567RAG5 12/22/09 01/01/16 100.000 9.000 N/A 0.250375 0.257886 0.265623 0.273592 91.49 97.06 First Data Corporation 319963AN4 10/24/07 09/24/15 94.796 9.875 10.8718 10.35 0.014671 0.015469 0.016310 0.017196 0.018131 5.58 6.21 First Data Corporation 319963AP9 10/24/07 09/24/15 94.796 9.875 10.8718 10.35 0.014671 0.015469 0.016310 0.017196 0.018131 5.58 6.21 Livingston CNTY SD#74,IL 33849YAA9 09/09/10 12/01/11 103.854 0.000 1.7204 0.049633 0.049828 0.050256 5.56 16.52 Livingston CNTY SD#74,IL 33849YAB7 09/09/10 12/01/12 105.832 VARIES 2.2283 0.065509 0.065841 0.066575 0.063525 7.35 23.77 Livingston CNTY SD#74,IL 33849YAC5 09/09/10 12/01/13 106.537 VARIES 2.8306 0.083768 0.084308 0.085501 0.081846 9.40 30.49 Livingston CNTY SD#74,IL 33849YAD3 09/09/10 12/01/14 106.763 VARIES 3.2820 0.097334 0.098062 0.099671 0.095608 10.92 35.52 Livingston CNTY SD#74,IL 33849YAE1 09/09/10 12/01/15 106.477 VARIES 3.6335 0.107470 0.108359 0.110328 0.106024 12.06 39.29 Livingston CNTY SD#74,IL 33849YAF8 09/09/10 12/01/11 103.916 0.000 1.7198 0.049644 0.049839 0.050267 5.57 16.52 Livingston CNTY SD#74,IL 33849YAG6 09/09/10 12/01/12 105.941 VARIES 2.2282 0.065572 0.065905 0.066639 0.063552 7.35 23.79 Livingston CNTY SD#74,IL 33849YAH4 09/09/10 12/01/13 106.692 VARIES 2.8301 0.083877 0.084418 0.085613 0.081911 9.41 30.53 Livingston CNTY SD#74,IL 33849YAJ0 09/09/10 12/01/14 106.763 VARIES 3.2820 0.097334 0.098062 0.099671 0.095608 10.92 35.52 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Livingston CNTY SD#74,IL 33849YAK7 09/09/10 12/01/15 106.477 VARIES 3.6335 0.107470 0.108359 0.110328 0.106024 12.06 39.29 Frnkln & Hamltn HSD #103 35241RAE5 03/15/06 11/01/10 76.493 0.000 5.8733 188.06 0.153972 0.158494 47.01 Frnkln & Hamltn HSD #103 35241RAF2 03/15/06 11/01/11 71.698 0.000 5.9985 180.41 0.148050 0.152491 0.157064 0.161775 54.64 47.97 Franklin Cnty SD #47 352730CF0 02/15/07 12/01/13 68.938 0.000 5.5487 117.72 0.123827 0.127262 0.130793 0.134422 0.138151 45.40 47.96 Franklin Cnty SD #47 352730CG8 02/15/07 12/01/14 65.167 0.000 5.5688 111.71 0.117541 0.120814 0.124178 0.127635 0.131189 43.10 45.54 Franklin Cnty SD #47 352730CH6 02/15/07 12/01/15 61.525 0.000 5.5989 106.07 0.111665 0.114791 0.118004 0.121308 0.124704 40.95 43.28 Franklin Cnty SD #47 352730CJ2 02/15/07 12/01/16 57.942 0.000 5.6491 100.85 0.106249 0.109250 0.112336 0.115509 0.118771 38.97 41.21 Fremont Genl Fin I 356905208 03/06/96 03/31/26* 100.000 9.000 N/A 0.292175 0.303801 47.88* College District #534 IL 360395FB8 07/22/10 12/01/11 103.252 0.000 2.2048 0.063238 0.063738 0.064441 10.07 21.16 College District #534 IL 360395FC6 07/22/10 12/01/12 105.163 VARIES 2.3712 0.069270 0.069859 0.070687 0.067279 11.03 25.22 College District #534 IL 360395FD4 07/22/10 12/01/13 105.996 VARIES 2.7756 0.081724 0.082537 0.083683 0.079820 13.02 29.84 College District #534 IL 360395FE2 07/22/10 12/01/14 106.532 VARIES 3.1773 0.094024 0.095095 0.096606 0.092201 14.98 34.42 College District #534 IL 360395FF9 07/22/10 12/01/15 107.053 VARIES 3.5779 0.106397 0.107762 0.109689 0.104612 16.96 39.05 College District #534 IL 360395FG7 07/22/10 12/01/16 105.839 VARIES 4.0773 0.119874 0.121626 0.124105 0.118452 19.11 44.14 College District #534 IL 360395FH5 07/22/10 12/01/17 105.580 VARIES 4.4767 0.131293 0.133399 0.136385 0.130013 20.94 48.46 College District #534 IL 360395FJ1 07/22/10 12/01/18 103.358 VARIES 4.9260 0.141430 0.143926 0.147471 0.140635 22.56 52.35 College District #534 IL 360395FK8 07/22/10 12/01/19 103.249 VARIES 5.2255 0.149871 0.152677 0.156666 0.149141 23.91 55.58 College District #534 IL 360395FL6 07/22/10 12/01/20 101.888 VARIES 5.4261 0.153572 0.156558 0.160805 0.153104 24.51 57.02 GGP Limited Partnership 36170XAA3 04/16/07 04/15/12 98.000 3.980 4.4305 10.31 0.011093 0.011277 0.011590 0.011782 0.012043 4.12 4.30 GWR Operating Partnershp 361990AA2 04/07/10 04/01/17 95.347 10.875 11.8737 0.012397 0.013109 0.013887 0.014711 3.34 5.00 GATX Financial Corp. 36804PAC0 10/25/04 06/15/11 95.703 6.273 7.0956 31.79 0.020582 0.021313 0.022069 7.56 3.62 GATX Financial Corp. 36804PAD8 10/25/04 06/15/11 95.703 6.273 7.0956 31.79 0.020582 0.021313 0.022069 7.56 3.62 GATX Financial Corp. 36804PAE6 10/25/04 06/15/11 95.703 6.273 7.0956 31.79 0.020582 0.021313 0.022069 7.56 3.62 General Cable Corp. 369300AL2 12/18/09 11/15/29 100.000 VARIES 12.5014 0.347261 0.358607 0.373209 0.388724 0.405208 128.25 138.62 GMAC 37042FDC9 01/16/97 01/15/12 34.258 0.000 7.2720 521.93 0.168967 0.175110 0.181477 0.188076 0.194914 64.01 68.75 Goldman Sachs Group,Inc. 38141GBW3 02/01/02 02/01/12 100.000 0.000 6.6999 0.305091 0.315312 0.325875 0.336791 0.348074 114.79 122.61 Goldman Sachs Group,Inc. 38141GCB8 04/08/02 04/08/12 100.000 2.000 6.6499 0.266531 0.273546 0.280794 0.288283 0.296021 98.40 103.70 Goldman Sachs Group,Inc. 38141GCC6 04/10/02 04/10/12 100.000 2.500 6.7200 0.261885 0.268351 0.275035 0.281943 0.289083 96.51 101.39 Goldman Sachs Group,Inc. 38141GCD4 04/29/02 04/29/12 100.000 3.500 6.8099 0.249154 0.254327 0.259676 0.265208 0.270928 91.28 95.18 Goldman Sachs Group,Inc. 38141GCE2 07/03/02 07/03/12 100.000 3.000 6.3397 0.226931 0.231483 0.236179 0.241024 0.246023 84.16 87.65 Goldman Sachs Group,Inc. 38141GCJ1 09/16/02 09/16/12 100.000 2.500 5.5999 0.196199 0.199748 0.203396 0.207147 0.211003 72.03 74.70 Goldman Sachs Group,Inc. 38141GCK8 10/28/02 10/28/12 100.000 3.000 5.7299 0.195951 0.199178 0.202496 0.205910 0.209422 71.54 73.95 Goldman Sachs Group,Inc. 38141GCT9 02/11/03 02/11/10 100.000 0.500 4.7499 0.174068 6.96 Goldman Sachs Group,Inc. 38141GCV4 02/28/03 02/28/13 100.000 0.000 5.1699 0.199009 0.200824 0.209430 0.211341 0.219187 74.25 77.99 Goldman Sachs Group,Inc. 38141GCW2 02/27/03 02/27/13 100.000 0.500 5.1499 0.193648 0.198276 0.203024 0.207895 0.212890 71.71 75.19 Goldman Sachs Group,Inc. 38141GCX0 03/05/03 03/05/13 100.000 0.000 5.0499 0.193988 0.198887 0.203909 0.209057 0.214336 71.87 75.54 Goldman Sachs Group,Inc. 38141GCZ5 04/21/03 04/18/13 100.000 0.000 5.1500 0.199005 0.204129 0.209385 0.214777 0.220307 73.32 77.15 Goldman Sachs Group,Inc. 38141GDC5 04/21/03 04/21/13 100.000 2.250 5.1500 0.174608 0.177495 0.180456 0.183493 0.186609 63.79 65.94 Goldman Sachs Group,Inc. 38141GDD3 05/09/03 05/09/10 100.000 2.500 4.1499 0.129304 16.55 Goldman Sachs Group,Inc. 38141GDF8 05/30/03 05/30/13 100.000 0.000 4.6300 0.173177 0.177186 0.181288 0.185485 0.189779 63.32 66.28 Goldman Sachs Group,Inc. 38141GDG6 06/11/03 06/11/13 100.000 3.000 4.2499 0.128970 0.129940 0.130930 0.131942 0.132975 46.64 47.36 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38141GDH4 06/20/03 06/20/13 100.000 0.250 4.3500 0.157592 0.160869 0.164217 0.167637 0.171132 57.40 59.81 Goldman Sachs Group,Inc. 38141GDJ0 07/08/03 07/08/10 100.000 0.000 4.1500 0.147495 0.150556 28.13 Goldman Sachs Group,Inc. 38141GDL5 08/07/03 08/07/11 100.000 0.000 5.0600 0.189697 0.194496 0.199417 0.204462 70.55 43.98 Goldman Sachs Group,Inc. 38141GDM3 08/04/03 08/04/10 100.000 0.000 5.0799 0.190669 0.195512 41.48 Goldman Sachs Group,Inc. 38141GDN1 08/25/03 08/25/10 100.000 1.000 4.8700 0.171257 0.174751 40.70 Goldman Sachs Group,Inc. 38141GDP6 08/28/03 08/28/10 100.000 1.500 4.9500 0.170175 0.173356 40.90 Goldman Sachs Group,Inc. 38141GDR2 01/21/04 04/06/10 100.000 0.000 3.9420 0.136839 13.00 Goldman Sachs Group,Inc. 38141GDS0 04/13/04 06/13/11 100.000 0.000 4.6749 0.168746 0.172690 0.176727 61.60 28.63 Goldman Sachs Group,Inc. 38141GDW1 11/23/04 11/23/11 100.000 2.000 4.5999 0.146218 0.148303 0.150436 0.152619 53.17 48.83 Goldman Sachs Group,Inc. 38141GDY7 01/11/05 01/11/12 100.000 1.000 4.7300 0.155648 0.158672 0.161768 0.164937 0.168181 57.62 59.90 Goldman Sachs Group,Inc. 38141GEB6 02/15/05 02/15/12 100.000 2.000 4.5499 0.142284 0.144257 0.146275 0.148339 0.150450 52.12 53.60 Goldman Sachs Group,Inc. 38141GEC4 06/29/05 06/29/12 100.000 1.000 4.6499 0.152466 0.155365 0.158332 0.161367 0.164473 55.42 57.56 Goldman Sachs Group,Inc. 38141GEH3 04/13/06 04/13/10 100.000 0.000 5.5399 0.186325 19.01 Goldman Sachs Group,Inc. 38141GEN0 06/28/06 06/28/11 100.000 0.125 5.8999 0.200095 0.205895 0.211867 73.11 37.50 Goldman Sachs Group,Inc. 38141GFF6 12/28/07 12/28/17 100.000 0.000 5.8500 0.182363 0.187697 0.193187 0.198838 0.204654 66.64 70.60 Goldman Sachs Group,Inc. 38141GFR0 05/30/08 07/30/10 100.000 0.000 4.2690 0.124580 0.127239 26.52 Goldman Sachs Group,Inc. 38141GFS8 06/25/08 07/09/10 100.000 0.000 4.8989 0.143104 0.146609 27.53 Goldman Sachs Group,Inc. 38141GGC2 05/28/09 05/28/24* 100.000 VARIES 6.5785 0.178697 0.174524 41.98* Goldman Sachs Group,Inc. 38141GGH1 10/26/09 03/05/13 100.000 0.000 1.0049 0.027915 0.028015 0.028156 0.028297 0.028440 10.10 10.19 Goldman Sachs Group,Inc. 38141GGJ7 11/19/09 11/19/24* 100.000 VARIES 5.8890 0.163584 0.159404 51.27* Goldman Sachs Group,Inc. 3814262A2 11/04/09 11/06/14 100.000 0.000 3.0642 0.085134 0.086438 0.087763 0.089107 0.090472 31.03 31.99 Goldman Sachs Group,Inc. 3814262B0 11/30/09 11/30/14 100.000 0.000 2.9158 0.080996 0.082177 0.083375 0.084591 0.085824 29.44 30.31 Goldman Sachs Group,Inc. 3814262C8 12/04/09 12/08/14 100.000 0.000 2.9817 0.082853 0.084088 0.085342 0.086614 0.087905 30.11 31.01 Goldman Sachs Group,Inc. 3814262D6 12/31/09 12/31/14 100.000 0.000 2.8111 0.078088 0.079185 0.080298 0.081427 0.082572 28.31 29.11 Goldman Sachs Group,Inc. 3814262E4 12/29/09 06/26/15 100.000 0.000 2.9758 0.082662 0.083872 0.085119 0.086386 0.087671 29.99 30.88 Goldman Sachs Group,Inc. 3814262F1 02/03/10 02/05/15 100.000 0.000 2.7204 0.075568 0.075579 0.076607 0.077649 0.078705 24.94 28.07 Goldman Sachs Group,Inc. 3814262H7 01/29/10 07/30/15 100.000 0.000 2.8531 0.079252 0.079260 0.080390 0.081537 0.082700 26.48 29.50 Goldman Sachs Group,Inc. 3814262J3 02/26/10 08/27/15 100.000 0.000 2.8595 0.079432 0.079439 0.080575 0.081727 0.082896 24.37 29.50 Goldman Sachs Group,Inc. 3814262K0 03/03/10 03/05/15 100.000 0.000 2.5727 0.071466 0.071477 0.072396 0.073327 0.074271 21.41 26.45 Goldman Sachs Group,Inc. 3814262L8 03/31/10 10/01/15 100.000 0.000 2.4854 0.069041 0.069046 0.069904 0.070773 0.071652 18.79 25.48 Goldman Sachs Group,Inc. 3814262M6 05/05/10 05/07/15 100.000 0.000 2.6855 0.074599 0.074610 0.075612 0.076627 0.077656 17.66 27.51 Goldman Sachs Group,Inc. 3814262N4 03/31/10 03/31/15 100.000 0.000 2.7100 0.075279 0.076299 0.077333 0.078381 20.49 27.84 Goldman Sachs Group,Inc. 381426Y58 06/03/09 06/05/14 100.000 0.000 3.4499 0.097504 0.099186 0.100897 0.102637 0.104408 35.49 36.73 Goldman Sachs Group,Inc. 381426Z40 07/06/09 07/08/14 100.000 0.000 3.4489 0.095822 0.097474 0.099155 0.100865 0.102605 35.37 36.60 Goldman Sachs Group,Inc. 381426Z65 08/05/09 08/07/14 100.000 0.000 3.2499 0.090292 0.091759 0.093250 0.094765 0.096305 33.20 34.28 Goldman Sachs Group,Inc. 381426Z73 09/09/09 09/09/14 100.000 0.000 3.0499 0.084721 0.086013 0.087325 0.088656 0.090008 31.02 31.98 Goldman Sachs Group,Inc. 381426Z81 10/05/09 10/07/14 100.000 0.000 3.1498 0.087511 0.088889 0.090289 0.091711 0.093155 31.99 33.00 Goldman Sachs Group,Inc. 381426Z99 09/30/09 09/30/14 100.000 0.000 3.0503 0.084731 0.086023 0.087335 0.088667 0.090019 30.97 31.92 Goldman Sachs Group,Inc. 38143DAA7 09/03/09 09/09/14 100.000 0.000 3.1999 0.088936 0.090359 0.091805 0.093274 0.094766 32.59 33.65 Goldman Sachs Group,Inc. 38143U457 04/16/04 10/16/11 100.000 0.000 4.7359 0.170183 0.174213 0.178338 0.182561 62.60 51.59 Goldman Sachs Group,Inc. 38143UAQ4 09/10/04 09/10/11 100.000 VARIES 4.5701 0.140046 0.141426 0.142837 0.144281 50.97 35.83 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38143UAS0 09/10/04 09/10/12 100.000 0.500 4.7699 0.164026 0.167607 0.171273 0.175027 0.178870 60.50 63.18 Goldman Sachs Group,Inc. 38143UAX9 10/08/04 10/08/11 100.000 1.500 4.5499 0.147761 0.150174 0.152643 0.155168 54.03 42.74 Goldman Sachs Group,Inc. 38143UBB6 03/16/05 03/16/12 100.000 1.000 5.0399 0.168174 0.171712 0.175339 0.179058 0.182870 61.93 64.58 Goldman Sachs Group,Inc. 38143UBC4 04/13/05 04/13/12 100.000 0.500 4.9999 0.169997 0.173899 0.177900 0.182000 0.186203 62.52 65.43 Goldman Sachs Group,Inc. 38143UBF7 08/18/05 08/18/11 100.000 0.000 4.8399 0.162787 0.166727 0.170761 0.174894 60.37 39.51 Goldman Sachs Group,Inc. 38143UBH3 10/03/05 10/03/12 100.000 1.000 5.0999 0.167083 0.170635 0.174278 0.178013 0.181844 61.42 64.08 Goldman Sachs Group,Inc. 38143UBJ9 10/17/05 10/17/10 100.000 0.000 5.0229 0.170153 0.174427 49.43 Goldman Sachs Group,Inc. 38143UBN0 03/16/07 03/16/14 100.000 0.000 5.7599 0.184406 0.189717 0.195181 0.200802 0.206585 68.47 72.47 Goldman Sachs Group,Inc. 38143UBW0 07/09/07 07/09/10 100.000 0.000 5.4600 0.168920 0.173531 32.59 Goldman Sachs Group,Inc. 38143UBY6 08/22/07 02/22/11 100.000 0.000 5.3199 0.164140 0.168506 0.172988 61.02 8.82 Goldman Sachs Group,Inc. 38143UCC3 10/22/07 09/26/11 100.000 0.000 5.2199 0.160150 0.164330 0.168619 0.173020 59.21 45.48 Goldman Sachs Group,Inc. 38143UCE9 10/03/07 10/03/10 100.000 0.000 5.0199 0.153980 0.157845 42.58 Goldman Sachs Group,Inc. 38143UCG4 10/09/07 10/13/15 100.000 0.000 5.8199 0.181439 0.186719 0.192153 0.197744 0.203499 67.10 71.07 Goldman Sachs Group,Inc. 38143UCK5 01/31/08 01/31/15 100.000 1.000 5.2500 0.155378 0.158727 0.162165 0.165692 0.169312 57.56 60.09 Goldman Sachs Group,Inc. 38143UCN9 04/11/08 09/11/15 100.000 3.000 5.7277 0.165418 0.167769 0.170187 0.172674 0.175233 60.50 62.27 Goldman Sachs Group,Inc. 38143UCP4 05/07/08 05/07/15 100.000 1.000 4.0000 0.116212 0.117981 0.119785 0.121625 0.123502 42.35 43.65 Goldman Sachs Group,Inc. 38143UCT6 07/31/08 07/31/23* 100.000 VARIES 6.1233 0.166421 0.166506 4.99* Goldman Sachs Group,Inc. 38143UCU3 07/29/08 01/29/10 100.000 0.000 4.0399 0.116801 3.27 Goldman Sachs Group,Inc. 38143UCX7 09/02/08 09/21/10 100.000 0.000 4.3870 0.127561 0.130359 33.67 Goldman Sachs Group,Inc. 38143UDA6 09/24/08 09/24/23* 100.000 VARIES 7.3097 0.201621 16.73* Goldman Sachs Group,Inc. 38143UDB4 07/24/09 07/25/11 100.000 0.000 2.9229 0.081201 0.082387 0.083592 0.084813 29.82 17.27 Goldman Sachs Group,Inc. 38143UDK4 02/05/09 05/05/12 100.000 0.000 5.2977 0.153060 0.157114 0.161276 0.165548 0.169933 56.29 59.31 Goldman Sachs Group,Inc. 38143UDR9 06/24/09 06/24/24* 100.000 VARIES 7.2588 0.196856 0.191903 51.33* Goldman Sachs Group,Inc. 38143UDT5 07/24/09 07/25/11 100.000 0.000 2.9229 0.081201 0.082387 0.083592 0.084813 29.82 17.27 Goldman Sachs Group,Inc. 38143UDU2 07/06/09 07/08/13 100.000 0.000 4.2600 0.118362 0.120883 0.123458 0.126087 0.128773 43.95 45.84 Goldman Sachs Group,Inc. 38143UDW8 07/10/09 07/10/14 100.000 1.000 4.6174 0.128263 0.130583 0.132957 0.135385 0.137869 47.39 49.14 Goldman Sachs Group,Inc. 38143UEC1 07/29/09 07/29/24* 100.000 VARIES 6.4990 0.180529 0.177821 0.175024 52.81* Goldman Sachs Group,Inc. 38143UED9 07/29/09 07/29/24* 100.000 VARIES 6.8975 0.191599 0.187669 0.183603 55.67* Goldman Sachs Group,Inc. 38143UEF4 08/07/09 08/08/11 100.000 0.000 2.4971 0.069371 0.070237 0.071114 0.072002 25.38 15.59 Goldman Sachs Group,Inc. 38143UEH0 08/20/09 08/20/24* 100.000 VARIES 6.8712 0.190869 0.190507 0.190134 61.14* Goldman Sachs Group,Inc. 38143UEJ6 08/25/09 08/25/11 100.000 0.000 2.6782 0.074395 0.075391 0.076401 0.077424 27.21 18.06 Goldman Sachs Group,Inc. 38143UEK3 08/25/09 02/25/11 100.000 0.000 2.0848 0.057913 0.058516 0.059126 21.11 3.19 Goldman Sachs Group,Inc. 38143UEL1 08/28/09 12/12/12 100.000 0.000 3.4679 0.097296 0.098983 0.100700 0.102446 0.104222 35.39 36.63 Goldman Sachs Group,Inc. 38143UEN7 09/17/09 10/03/11 100.000 0.000 2.3500 0.065347 0.066115 0.066892 0.067678 23.80 18.34 Goldman Sachs Group,Inc. 38143UEU1 10/29/09 10/29/24 100.000 VARIES 6.0484 0.168013 0.163643 0.159142 0.159347 0.159560 59.15 57.35 Goldman Sachs Group,Inc. 38143UEY3 10/30/09 10/30/14 100.000 1.000 3.9877 0.110771 0.112426 0.114114 0.115835 0.117591 40.38 41.60 Goldman Sachs Group,Inc. 38143UEZ0 10/29/09 10/29/16 100.000 1.000 4.6747 0.129853 0.132239 0.134681 0.137179 0.139736 47.48 49.25 Goldman Sachs Group,Inc. 38143UFM8 11/30/09 11/30/15 100.000 1.000 3.9589 0.109971 0.111598 0.113258 0.114950 0.116675 39.98 41.18 Goldman Sachs Group,Inc. 38143UFN6 11/19/09 11/19/24* 98.500 VARIES 5.8893 0.161138 0.156885 50.48* Goldman Sachs Group,Inc. 38143UFT3 12/30/09 12/30/24 100.000 VARIES 5.9598 0.165552 0.161380 0.157084 0.157282 0.157485 58.84 56.59 Goldman Sachs Group,Inc. 38143UFU0 12/17/09 06/17/11 100.000 0.000 1.2185 0.033849 0.034055 0.034263 12.23 5.69 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38143UFY2 01/29/10 01/29/25* 100.000 VARIES 6.0685 0.168571 0.168629 45.52* Goldman Sachs Group,Inc. 38143UGE5 02/26/10 02/26/25* 100.000 VARIES 6.0981 0.168458 0.164964 45.67* Goldman Sachs Group,Inc. 38143UGH8 02/25/10 02/25/25 100.000 VARIES 5.9486 0.165242 0.161068 0.156771 0.156969 50.04 56.69 Goldman Sachs Group,Inc. 38143UGW5 03/31/10 03/31/25 100.000 VARIES 5.7994 0.161097 0.156908 0.152597 0.152798 43.28 55.34 Goldman Sachs Group,Inc. 38143UHS3 04/15/10 04/15/15 100.000 1.000 3.9405 0.109459 0.111068 0.112709 0.114382 28.14 40.53 Goldman Sachs Group,Inc. 38143UHT1 04/20/10 04/20/15 100.000 0.000 3.9150 0.108752 0.110881 0.113052 0.115265 27.45 40.62 Goldman Sachs Group,Inc. 38143UJE2 05/26/10 05/26/16 100.000 0.000 5.1358 0.142662 0.146325 0.150082 0.153936 30.80 53.62 Goldman Sachs Group,Inc. 38143UJL6 05/21/10 05/21/15 100.000 0.000 2.4439 0.067887 0.068717 0.069556 0.070406 14.97 24.96 Goldman Sachs Group,Inc. 38143UJX0 06/24/10 06/24/16 100.000 0.000 4.3999 0.122220 0.124909 0.127657 0.130465 22.87 45.50 Goldman Sachs Group Inc. 38143UKX8 08/31/10 08/31/17 100.000 0.000 4.4059 0.121712 0.122365 0.126435 14.97 45.13 Goldman Sachs Group,Inc. 38143ULK5 07/28/10 07/28/17 100.000 VARIES 2.6534 0.017819 0.017028 0.016226 2.73 6.03 Goldman Sachs Group,Inc. 38143ULL3 07/29/10 07/29/15 100.000 0.000 3.7102 0.103062 0.104974 0.106921 15.67 38.03 Goldman Sachs Group,Inc. 38143ULM1 07/28/10 07/28/17 100.000 VARIES 2.6469 0.017637 0.016856 0.016064 2.70 5.97 Goldman Sachs Group,Inc. 38143ULN9 08/06/10 08/06/20 100.000 VARIES 2.8170 0.022917 0.021793 0.020652 3.32 7.72 Goldman Sachs Group,Inc. 38143ULQ2 08/20/10 08/20/15 100.000 VARIES 1.9250 0.007363 0.006820 0.006886 .96 2.53 Goldman Sachs Group,Inc. 38143ULV1 08/26/10 08/26/20 100.000 VARIES 2.6793 0.025092 0.023913 0.022718 3.14 8.52 Goldman Sachs Group,Inc. 38143UMA6 08/20/10 08/20/20 100.000 VARIES 2.6781 0.015725 0.014987 0.014238 2.06 5.33 Goldman Sachs Group,Inc. 38143UMC2 08/26/10 08/26/15 100.000 VARIES 1.8192 0.007495 0.007235 0.006971 .94 2.59 Goldman Sachs Group,Inc. 38143UME8 09/08/10 09/08/17 100.000 VARIES 2.3458 0.015162 0.014752 0.014337 1.71 5.29 Goldman Sachs Group,Inc. 38143UMH1 09/08/10 09/08/20 100.000 VARIES 2.6543 0.026620 0.025380 0.024122 3.01 9.08 Goldman Sachs Group,Inc. 38143UMJ7 09/10/10 09/10/20 100.000 VARIES 2.6625 0.017071 0.016273 0.015465 1.89 5.82 Goldman Sachs Group,Inc. 38143UMQ1 09/29/10 09/28/17 100.000 0.000 4.0718 0.113106 0.115396 0.117745 10.41 41.56 Goldman Sachs Group,Inc. 38143UMU2 09/21/10 09/21/20 100.000 VARIES 2.7708 0.022969 0.022135 0.021290 2.30 7.95 Goldman Sachs Group,Inc. 38143UMW8 09/21/10 09/21/17 100.000 VARIES 2.3116 0.019991 0.019209 0.018417 2.00 6.90 Goldman Sachs Group,Inc. 38143UNC1 10/12/10 10/12/15 100.000 0.000 3.1999 0.088886 0.090308 0.091753 7.02 32.48 Goldman Sachs Group,Inc. 38143UNG2 10/19/10 10/20/25 100.000 VARIES 4.9992 0.138867 0.138861 0.137471 0.136047 10.00 49.54 Goldman Sachs Group,Inc. 38143UNH0 10/29/10 10/31/17 100.000 2.000 3.7647 0.104575 0.104585 0.105508 0.106449 6.59 37.93 Goldman Sachs Group,Inc. 38143UNQ0 10/29/10 10/29/25 100.000 VARIES 4.8705 0.135294 0.133854 0.132378 8.39 48.27 Goldman Sachs Group,Inc. 38143UNT4 10/29/10 10/29/20 100.000 VARIES 2.0301 0.020613 0.019856 0.019091 1.28 7.19 Goldman Sachs Group,Inc. 38143UNU1 10/29/10 10/29/20 100.000 VARIES 2.3763 0.026063 0.024961 0.023846 1.62 9.05 Goldman Sachs Group,Inc. 38143UNV9 11/05/10 11/05/15 100.000 VARIES 1.6723 0.010667 0.010324 0.009979 .60 3.74 Goldman Sachs Group,Inc. 38143UNX5 11/05/10 11/05/15 100.000 VARIES 1.6984 0.014169 0.013996 0.013822 .79 5.05 Goldman Sachs Group,Inc. 38143UNY3 11/01/10 11/01/17 100.000 VARIES 1.9534 0.004584 0.004431 0.004276 .28 1.60 Goldman Sachs Group,Inc. 38143UPE5 11/10/10 11/10/25 100.000 VARIES 4.9480 0.137446 0.136036 0.134591 7.01 49.08 Goldman Sachs Group,Inc. 38143UPF2 11/15/10 11/15/17 100.000 VARIES 2.1778 0.013666 0.013160 0.012648 .63 4.78 Goldman Sachs Group,Inc. 38143UPG0 11/29/10 11/29/16 100.000 0.000 3.4000 0.094445 0.096051 0.097684 3.02 34.39 Goldman Sachs Group,Inc. 38143UPQ8 11/18/10 11/18/15 100.000 VARIES 1.6239 0.009399 0.009106 0.008810 .40 3.31 Goldman Sachs Group,Inc. 38143UPS4 11/18/10 11/18/15 100.000 VARIES 1.6239 0.009399 0.009106 0.008810 .40 3.31 Goldman Sachs Group,Inc. 38143YAA1 03/07/05 03/07/11 100.000 0.000 4.6499 0.158849 0.162543 0.166322 58.70 10.98 Goldman Sachs Group,Inc. 38144P432 02/04/08 08/04/10 100.000 0.000 4.3500 0.128891 0.131694 27.96 Goldman Sachs Group,Inc. 38145E667 08/01/08 02/02/10 100.000 0.000 4.1900 0.121331 3.76 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38145K143 09/10/08 03/10/10 100.000 0.000 3.9160 0.113080 7.80 Goldman Sachs Group,Inc. 38145K192 09/17/08 01/19/10 100.000 0.000 3.7570 0.107676 1.94 Goldman Sachs Group,Inc. 38145K259 10/01/08 02/01/10 100.000 0.000 3.8600 0.110699 3.32 Goldman Sachs Group,Inc. 38145K267 10/06/08 01/06/10 100.000 0.000 4.1000 0.117415 .59 Goldman Sachs Group,Inc. 38145K457 04/20/09 10/20/10 100.000 0.000 2.4870 0.069944 0.070814 20.37 Goldman Sachs Group,Inc. 38145K515 05/11/09 11/10/10 100.000 0.000 2.5699 0.072301 0.073230 22.51 Goldman Sachs Group,Inc. 38145K648 02/09/09 05/10/10 100.000 0.000 4.4634 0.128181 16.54 Goldman Sachs Group,Inc. 38145K788 01/08/09 05/07/10 100.000 0.000 5.2200 0.151352 19.07 Goldman Sachs Group,Inc. 38145K853 01/02/09 01/04/11 100.000 0.000 5.6831 0.162403 0.167018 0.171764 60.95 .52 Goldman Sachs Group,Inc. 38145T292 11/25/09 11/28/11 100.000 0.000 1.6731 0.046484 0.046872 0.047265 0.047660 16.83 15.53 Goldman Sachs Group,Inc. 38145T300 06/08/09 12/07/10 100.000 0.000 1.9298 0.054121 0.054643 18.28 Goldman Sachs Group,Inc. 38145T573 08/10/09 08/10/12 100.000 0.000 3.4194 0.094985 0.096609 0.098261 0.099941 0.101650 34.95 36.15 Goldman Sachs Group,Inc. 38145T656 09/03/09 09/04/12 100.000 0.000 3.3182 0.092181 0.093711 0.095266 0.096846 0.098453 33.82 34.95 Goldman Sachs Group,Inc. 38145T854 07/31/09 07/31/12 100.000 0.000 3.6701 0.101948 0.103819 0.105724 0.107664 0.109639 37.61 39.00 Goldman Sachs Group,Inc. 38145T888 08/11/09 12/11/12 100.000 0.000 3.6196 0.101760 0.103601 0.105476 0.107385 0.109329 37.04 38.39 Goldman Sachs Group,Inc. 38145X202 06/25/10 07/05/11 100.000 0.000 0.9491 0.026365 0.026372 0.026497 4.91 4.87 Goldman Sachs Group,Inc. 38145X632 08/06/10 08/15/11 100.000 0.000 0.7273 0.020204 0.020208 0.020282 2.93 4.54 Goodman Global, Inc. 38239DAA2 12/16/09 12/15/14* 54.607 0.000 12.4806 2.84 0.189312 0.201062 63.62* Goodman Global, Inc. 38239DAB0 12/16/09 12/15/14* 54.607 0.000 12.4806 2.84 0.189312 0.201062 63.62* Goodman Global, Inc. 38239DAC8 12/16/09 12/15/14* 54.607 0.000 12.4806 2.84 0.189312 0.201062 63.62* Graphic Packaging Intl 38869PAE4 06/16/09 06/15/17 97.292 9.500 9.9998 1.25 0.006679 0.007013 0.007363 0.007732 0.008118 2.48 2.73 Graphic Packaging Intl 38869PAF1 06/16/09 06/15/17 97.292 9.500 9.9998 1.25 0.006679 0.007013 0.007363 0.007732 0.008118 2.48 2.73 Great Plains Energy,Inc. 391164803 05/18/09 06/15/42 100.000 VARIES 11.2196 0.310417 0.310712 0.314534 0.315036 0.317382 113.43 114.95 Great Plains Energy,Inc. 391164AC4 05/18/09 06/15/42 100.000 VARIES 11.2196 0.310417 0.310712 0.314534 0.315036 0.317382 113.43 114.95 Griffon Corporation 398433AA0 07/18/03 07/18/23 100.000 VARIES 8.5003 0.317110 0.325865 0.334992 0.344508 0.353668 118.65 125.35 Griffon Corporation 398433AB8 07/18/03 07/18/23 100.000 VARIES 8.5003 0.317110 0.325865 0.334992 0.344508 0.353668 118.65 125.35 HCA Inc. 404119AY5 11/17/06 11/15/16 100.000 9.625 N/A 0.282170 0.282215 0.282263 0.282313 0.282365 101.59 101.63 HCA Inc. 404119AZ2 11/17/06 11/15/16 100.000 9.625 N/A 0.282170 0.282215 0.282263 0.282313 0.282365 101.59 101.63 HCA Inc. 404119BA6 11/17/06 11/15/16 100.000 9.625 N/A 0.282170 0.282215 0.282263 0.282313 0.282365 101.59 101.63 HSBC USA, Inc. 40428HCU4 07/27/06 01/27/10 100.000 0.000 5.4266 0.177006 4.60 HSBC USA, Inc. 4042EP842 08/29/08 02/26/10 100.000 0.000 3.2949 0.094543 5.20 HSBC USA, Inc. 4042K02W4 06/29/10 06/29/12 100.000 0.000 1.2997 0.036105 0.036339 0.036576 0.036813 6.57 13.13 HSBC USA, Inc. 4042K03B9 07/30/10 07/30/15 100.000 2.350 2.3499 0.065278 0.065278 0.065278 9.86 23.50 HSBC USA, Inc. 4042K03W3 07/30/10 08/01/13 100.000 2.350 2.3499 0.065277 0.065278 0.065278 0.065278 9.86 23.50 HSBC USA, Inc. 4042K04T9 08/17/10 08/16/13 100.000 0.000 1.2967 0.036020 0.036252 0.036487 4.83 13.07 HSBC USA, Inc. 4042K04U6 08/31/10 08/29/13 100.000 1.300 1.2999 0.035519 0.035714 0.035326 4.37 12.98 HSBC USA, Inc. 4042K04V4 08/17/10 08/17/16 100.000 2.350 2.3499 0.065278 0.065278 0.065278 8.75 23.50 HSBC USA, Inc. 4042K0A88 10/15/09 10/14/11 100.000 0.000 1.4462 0.040175 0.040464 0.040756 0.041051 14.56 11.59 HSBC USA, Inc. 4042K0B53 10/22/09 10/21/11 100.000 0.000 1.5163 0.042120 0.042438 0.042759 0.043084 15.27 12.46 HSBC USA, Inc. 4042K0C60 11/04/09 11/03/11 100.000 0.000 1.4560 0.040447 0.040740 0.041036 0.041335 14.65 12.45 HSBC USA, Inc. 4042K0E50 11/20/09 11/21/11 100.000 0.000 1.1974 0.033265 0.033464 0.033664 0.033866 12.03 10.81 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ HSBC USA, Inc. 4042K0J22 12/23/09 12/22/11 100.000 0.000 1.3953 0.038759 0.039027 0.039300 0.039574 14.01 13.84 HSBC USA, Inc. 4042K0P66 02/26/10 02/26/20 100.000 4.350 4.3499 0.120833 0.120833 0.120833 0.120833 36.85 43.50 HSBC USA, Inc. 4042K0R49 03/31/10 03/31/16 100.000 3.250 3.2499 0.090278 0.090278 0.090278 0.090278 24.47 32.50 HSBC USA, Inc. 4042K0T54 04/06/10 04/05/13 100.000 0.000 2.0440 0.056779 0.057356 0.057942 0.058535 15.10 20.86 HSBC USA, Inc. 4042K0UD5 01/30/09 07/31/14 100.000 0.000 2.4845 0.068358 0.070355 0.070067 0.072114 0.071819 25.58 26.21 HSBC USA, Inc. 4042K0UX1 02/27/09 08/26/14 100.000 0.000 3.0323 0.085503 0.086799 0.088116 0.089452 0.090808 31.34 32.30 HSBC USA, Inc. 4042K0VV4 03/31/09 09/30/14 100.000 0.000 3.3762 0.095369 0.096978 0.098616 0.100280 0.101973 34.92 36.11 HSBC USA, Inc. 4042K0W35 04/27/10 04/22/14 100.000 0.000 2.6880 0.074669 0.075645 0.076662 0.077692 18.29 27.56 HSBC USA, Inc. 4042K0W84 05/27/10 05/27/16 100.000 0.000 2.8554 0.079317 0.080450 0.081598 0.082763 17.01 29.25 HSBC USA, Inc. 4042K0WU5 05/05/09 05/05/11 100.000 VARIES 1.9852 0.054936 0.055006 0.055076 19.80 6.83 HSBC USA, Inc. 4042K0XJ9 06/12/09 06/12/13 100.000 0.000 3.7732 0.106789 0.108804 0.110857 0.112948 0.115079 38.88 40.37 HSBC USA, Inc. 4042K0Y82 05/26/10 05/27/14 100.000 0.000 2.8563 0.079342 0.079349 0.080483 0.081632 0.082798 17.10 29.26 HSBC USA, Inc. 4042K0YF6 07/29/09 07/29/11 100.000 0.000 1.4379 0.039942 0.040229 0.040519 0.040810 14.52 8.48 HSBC USA, Inc. 4042K0YZ2 09/10/09 09/09/11 100.000 0.000 1.1978 0.033275 0.033473 0.033673 0.033875 12.06 8.39 HSBC USA, Inc. 4042K1AK9 11/30/10 11/29/12 100.000 0.000 1.1550 0.032086 0.032270 0.032456 .99 11.60 HSBC USA, Inc. 4042K1AL7 11/18/10 11/19/15 100.000 2.530 2.5299 0.070277 0.070278 0.070278 0.070278 3.02 25.30 HSBC USA, Inc. 4042K1AN3 11/18/10 11/19/12 100.000 0.000 1.0998 0.030551 0.030552 0.030720 0.030889 1.31 11.04 John Hancock Life Ins Co 41013MBT6 10/29/02 04/15/15 50.000 0.000 5.6403 245.21 0.115383 0.118637 0.121982 0.125423 0.128960 42.63 45.06 Harrisburg, PA 414738NR1 12/28/95 04/01/10 38.328 0.000 6.8391 600.19 0.183695 16.53 Harrisburg, PA 414738NS9 12/28/95 04/01/11 35.259 0.000 6.9490 565.70 0.174230 0.180283 0.186547 64.92 16.79 Harrisburg, PA 414738NT7 12/28/95 04/01/12 32.621 0.000 7.0092 530.33 0.163896 0.169640 0.175585 0.181739 0.188108 61.09 65.45 Harrisburg, PA 414738NU4 12/28/95 04/01/13 30.247 0.000 7.0491 496.04 0.153650 0.159065 0.164672 0.170476 0.176484 57.28 61.39 Harrisburg, PA 414738NV2 12/28/95 04/01/14 27.925 0.000 7.1092 463.98 0.144210 0.149336 0.154645 0.160142 0.165834 53.78 57.67 Harrisburg, PA 414738NW0 12/28/95 04/01/15 25.992 0.000 7.1193 432.81 0.134598 0.139390 0.144352 0.149490 0.154811 50.20 53.83 Harrisburg, PA 414738NX8 12/28/95 04/01/16 24.047 0.000 7.1593 403.90 0.125893 0.130399 0.135067 0.139902 0.144910 46.96 50.38 Harrisburg, PA 414738NY6 12/28/95 04/01/17 22.322 0.000 7.1792 376.54 0.117499 0.121717 0.126086 0.130612 0.135300 43.83 47.03 Harrisburg, PA 414738NZ3 12/28/95 04/01/18 20.535 0.000 7.2393 350.90 0.109870 0.113847 0.117968 0.122238 0.126663 41.00 44.02 Harrisburg, PA 414738PA6 12/28/95 04/01/19 19.125 0.000 7.2394 326.81 0.102328 0.106032 0.109871 0.113848 0.117969 38.18 41.00 Town of Harrison, NJ 415342KS2 01/09/07 06/01/10 83.578 0.000 5.3535 142.49 0.144832 21.72 Town of Harrison, NJ 415342KZ6 01/09/07 06/01/10 83.578 0.000 5.3535 142.49 0.144832 21.72 Hartford Life Insurance 41659LAS0 08/16/07 08/16/17 100.000 0.000 5.7021 0.177243 0.182296 0.187494 0.192839 0.198337 66.10 69.92 Hartford Life Insurance 4165X2AA4 12/22/06 12/22/11 100.000 0.000 4.8221 0.154531 0.158257 0.162073 0.165980 56.37 57.59 Hartford Life Insurance 4165X2AB2 12/22/06 12/22/11 100.000 2.000 4.8220 0.145993 0.148173 0.150406 0.152693 52.99 53.20 Hartford Life Insurance 4165X2AC0 01/23/07 01/23/13 100.000 0.000 4.9060 0.153834 0.157607 0.161474 0.165435 0.169493 57.27 60.11 Hartford Life Insurance 4165X2AE6 02/06/07 02/06/13 100.000 0.000 4.9496 0.155367 0.159212 0.163152 0.167190 0.171327 57.75 60.65 Hartford Life Insurance 4165X2AG1 02/20/07 02/20/13 100.000 0.000 4.8472 0.151772 0.155450 0.159217 0.163076 0.167028 56.28 59.04 Hartford Life Insurance 4165X2AJ5 03/05/07 03/05/13 100.000 0.000 4.6977 0.146557 0.150000 0.153523 0.157129 0.160820 54.19 56.76 Hartford Life Insurance 4165X2AL0 03/06/07 09/20/12 100.000 0.000 4.6360 0.144674 0.148028 0.151459 0.154970 0.158562 53.37 55.87 Hartford Life Insurance 4165X2AM8 03/19/07 03/19/13 100.000 0.000 4.8023 0.150202 0.153808 0.157501 0.161283 0.165156 55.47 58.16 Hartford Life Insurance 4165X2AP1 04/23/07 04/23/14 100.000 0.000 4.5737 0.142254 0.145507 0.148835 0.152239 0.155720 52.24 54.66 Hartford Life Insurance 4165X2AQ9 04/23/07 04/23/12 100.000 0.000 4.5578 0.141705 0.144934 0.148237 0.151616 0.155071 52.04 54.44 Hartford Life Insurance 4165X2AR7 05/07/07 05/07/13 100.000 0.000 4.6205 0.143876 0.147200 0.150601 0.154080 0.157640 52.76 55.22 Hartford Life Insurance 4165X2AT3 06/11/07 06/11/14 100.000 0.000 5.0297 0.158191 0.162169 0.166247 0.170428 0.174714 57.83 60.77 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Hartford Life Insurance 4165X2AU0 07/02/07 07/02/14 100.000 0.000 5.2090 0.160369 0.164546 0.168832 0.173229 0.177741 60.00 63.17 Hartford Life Insurance 4165X2AV8 07/23/07 07/23/14 100.000 0.000 5.1914 0.159773 0.163920 0.168175 0.172540 0.177019 59.59 62.73 Hartford Life Insurance 4165X2AW6 08/13/07 08/13/14 100.000 0.000 5.1603 0.158721 0.162816 0.167017 0.171327 0.175747 59.02 62.11 Hartford Life Insurance 4165X2AX4 09/04/07 09/04/14 100.000 0.000 5.1515 0.158422 0.162503 0.166689 0.170982 0.175386 58.73 61.80 Hartford Life Insurance 4165X2AZ9 10/29/07 10/29/12 100.000 0.000 4.3252 0.130881 0.133712 0.136603 0.139558 0.142576 47.98 50.08 Hartford Life Insurance 4165X2BA3 11/19/07 11/19/12 100.000 0.000 4.3476 0.131618 0.134479 0.137402 0.140389 0.143441 48.14 50.26 Hartford Life Insurance 4165X2BB1 12/10/07 12/10/12 100.000 0.000 4.1902 0.126461 0.129110 0.131815 0.134577 0.137397 46.12 48.07 Hartford Life Insurance 4165X2BD7 01/30/08 01/30/13 100.000 0.000 3.6931 0.108375 0.110376 0.112414 0.114490 0.116604 39.99 41.48 Hartford Life Insurance 4165X2BG0 06/04/08 06/04/10 100.000 0.000 3.1889 0.092886 14.21 Hartford Life Insurance 4165X2BH8 07/02/08 06/25/13 100.000 0.000 4.4925 0.133278 0.136272 0.139333 0.142463 0.145663 48.56 50.76 Hartford Life Insurance 4165X2BJ4 07/09/08 07/09/15 100.000 0.000 4.1028 0.118691 0.121126 0.123611 0.126146 0.128734 44.01 45.84 Hartford Life Insurance 4165X2BK1 07/24/08 01/15/13 100.000 0.000 4.5364 0.131648 0.134634 0.137688 0.140811 0.144005 48.93 51.18 Hartford Life Insurance 41660A201 09/10/08 03/03/10 100.000 0.000 2.5347 0.072171 4.47 Hasbro, Inc. 418056AM9 11/30/01 12/01/21* 100.000 VARIES N/A 0.366554 43.25* Hasbro, Inc. 418056AN7 11/30/01 12/01/21* 100.000 VARIES N/A 0.366554 43.25* Headwaters, Inc. 42210PAA0 06/01/04 06/01/16 100.000 VARIES 7.9999 0.299018 0.307785 0.316902 0.326383 0.335121 109.76 116.34 Headwaters, Inc. 42210PAB8 06/01/04 06/01/16 100.000 VARIES 7.9999 0.299018 0.307785 0.316902 0.326383 0.335121 109.76 116.34 City of Hoboken 434110QH8 08/28/03 04/01/27 19.107 0.000 7.1397 107.13 0.058104 0.060179 0.062327 0.064552 0.066856 21.67 23.25 City of Hoboken 434110QJ4 08/28/03 04/01/28 17.813 0.000 7.1396 99.87 0.054168 0.056102 0.058105 0.060179 0.062327 20.20 21.67 City of Hoboken 434110QK1 08/28/03 04/01/29 16.606 0.000 7.1397 93.11 0.050498 0.052301 0.054168 0.056102 0.058105 18.83 20.20 City of Hoboken 434110QL9 08/28/03 04/01/30 15.481 0.000 7.1397 86.80 0.047077 0.048758 0.050498 0.052301 0.054168 17.56 18.83 City of Hoboken 434110QM7 08/28/03 04/01/31 14.432 0.000 7.1397 80.92 0.043888 0.045454 0.047077 0.048758 0.050498 16.37 17.56 City of Hoboken 434110QN5 08/28/03 04/01/32 13.454 0.000 7.1398 75.44 0.040914 0.042375 0.043887 0.045454 0.047077 15.26 16.37 City of Hoboken 434110QP0 08/28/03 04/01/33 12.543 0.000 7.1396 70.33 0.038143 0.039504 0.040914 0.042375 0.043888 14.23 15.26 Hologic, Inc. 436440AA9 12/10/07 12/15/37 100.000 VARIES 9.1269 0.289296 0.298351 0.311173 0.321101 0.333261 107.62 115.77 Hornbeck Offshore SVCS 440543AF3 08/17/09 09/01/17 97.123 8.000 8.5012 .96 0.007153 0.007457 0.007774 0.008104 0.008449 2.70 2.94 Hornbeck Offshore SVCS 440543AG1 08/17/09 09/01/17 97.123 8.000 8.5012 .96 0.007153 0.007457 0.007774 0.008104 0.008449 2.70 2.94 Hornbeck Offshore SVCS 440543AH9 08/17/09 09/01/17 97.123 8.000 8.5012 .96 0.007153 0.007457 0.007774 0.008104 0.008449 2.70 2.94 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 13.63 0.041243 0.047512 0.054735 0.063055 0.072640 16.79 22.28 Hovnanian Enterprises 442488BE1 12/03/08 05/01/17 62.974 18.000 30.4024 13.63 0.041243 0.047512 0.054735 0.063055 0.072640 16.79 22.28 Hovnanian Enterprises 442488BF8 10/20/09 10/15/16 98.208 10.625 10.9992 .35 0.004920 0.005183 0.005468 0.005768 0.006086 1.86 2.07 Hovnanian Enterprises 442488BG6 10/20/09 10/15/16 98.208 10.625 10.9992 .35 0.004920 0.005183 0.005468 0.005768 0.006086 1.86 2.07 Hovnanian Enterprises 442488BH4 10/20/09 10/15/16 98.208 10.625 10.9992 .35 0.004920 0.005183 0.005468 0.005768 0.006086 1.86 2.07 Illinois Stud Asst Comm. 452281JD1 10/27/10 04/25/23 95.305 1.200 N/A 0.011874 0.011974 0.012076 .76 4.31 Insignia Financing I 45766X304 11/01/96 09/30/16 100.000 6.500 6.4999 0.178571 0.177596 0.178571 0.177596 0.177596 65.00 64.91 Interface, Inc. 458665AL0 06/05/09 11/01/13 96.301 11.375 12.4916 3.80 0.019103 0.020297 0.021564 0.022911 0.024342 7.24 8.17 Interface, Inc. 458665AM8 06/05/09 11/01/13 96.301 11.375 12.4916 3.80 0.019103 0.020297 0.021564 0.022911 0.024342 7.24 8.17 Interface, Inc. 458665AN6 06/05/09 11/01/13 96.301 11.375 12.4916 3.80 0.019103 0.020297 0.021564 0.022911 0.024342 7.24 8.17 Intl Bnk for Reconstr 459056GL5 03/06/85 02/15/10 6.446 0.000 11.2968 922.46 0.290568 13.08 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Intl Bnk for Reconstr 459056GM3 03/06/85 08/15/10 6.175 0.000 11.2470 872.68 0.273950 0.294151 65.57 Intl Bnk for Reconstr 459056GN1 03/06/85 02/15/11 5.992 0.000 11.1468 825.70 0.257419 0.276271 0.286913 101.47 12.91 Intl Bnk for Reconstr 459056GP6 03/06/85 08/15/11 5.676 0.000 11.1466 782.11 0.243825 0.261681 0.271761 0.291663 96.11 65.02 Intl Bnk for Reconstr 459056GQ4 03/06/85 02/15/12 5.445 0.000 11.0969 740.93 0.230195 0.246994 0.256448 0.275163 0.285695 90.71 101.06 Intl Bnk for Reconstr 459056GR2 03/06/85 08/15/12 5.159 0.000 11.0967 701.98 0.218092 0.234008 0.242964 0.260695 0.270673 85.94 95.74 Intl Bnk for Reconstr 459056GS0 03/06/85 02/15/13 5.019 0.000 10.9967 665.88 0.205445 0.220334 0.228659 0.245230 0.254495 80.91 90.05 Intl Bnk for Reconstr 459056GT8 03/06/85 08/15/13 4.757 0.000 10.9970 631.17 0.194741 0.208854 0.216746 0.232454 0.241237 76.69 85.36 Intl Bnk for Reconstr 459056GU5 03/06/85 02/15/14 4.634 0.000 10.8975 599.53 0.183699 0.196919 0.204263 0.218963 0.227129 72.30 80.39 Intl Bnk for Reconstr 459056GV3 03/06/85 08/15/14 4.395 0.000 10.8971 568.56 0.174204 0.186740 0.193704 0.207644 0.215388 68.56 76.24 Intl Bnk for Reconstr 459056GW1 03/06/85 02/15/15 4.349 0.000 10.7474 541.60 0.164211 0.175903 0.182334 0.195316 0.202456 64.57 71.70 Intl Bnk for Reconstr 459056HY6 01/07/86 02/15/16 5.299 0.000 9.9989 497.40 0.144103 0.153815 0.158872 0.169580 0.175155 56.41 62.19 Intl Bnk for Reconstr 459056JH1 01/07/86 02/15/10 8.388 0.000 10.5490 903.87 0.272295 12.25 Intl Bnk for Reconstr 459056JJ7 01/07/86 02/15/11 7.569 0.000 10.5487 815.56 0.245689 0.262934 0.272289 96.50 12.25 Intl Bnk for Reconstr 459056JK4 01/07/86 02/15/12 6.915 0.000 10.4986 735.84 0.220896 0.236345 0.244696 0.261809 0.271060 86.73 96.08 Intl Bnk for Reconstr 459056JL2 01/07/86 02/15/13 6.323 0.000 10.4488 664.54 0.198795 0.212648 0.220109 0.235447 0.243709 78.03 86.40 Intl Bnk for Reconstr 459056JM0 01/07/86 02/15/14 5.865 0.000 10.3490 601.22 0.178590 0.190945 0.197551 0.211217 0.218525 70.06 77.50 Intl Bnk for Reconstr 459056JN8 01/07/86 02/15/15 5.604 0.000 10.1490 546.33 0.159995 0.170900 0.176645 0.188685 0.195028 62.69 69.21 Intl Fin Corp 45950K209 12/08/03 12/08/10 100.000 0.000 3.9408 0.138348 0.141074 47.11 International Game Tech 459902AN2 12/20/06 12/15/36* 98.625 VARIES N/A 0.201845 6.66* International Game Tech 459902AP7 12/20/06 12/15/36* 98.625 VARIES N/A 0.201845 6.66* Interval Acquisiti Corp. 46113VAA6 08/20/08 09/01/16 91.022 9.500 11.2256 10.30 0.022316 0.023568 0.024891 0.026288 0.027764 8.57 9.56 Interval Acquisiti Corp. 46113VAB4 08/20/08 09/01/16 91.022 9.500 11.2256 10.30 0.022316 0.023568 0.024891 0.026288 0.027764 8.57 9.56 Irvington Township, NJ 464080JN1 12/21/06 07/15/11 79.066 0.000 5.2093 133.27 0.130561 0.133962 0.137451 0.141031 48.76 27.31 Irvington Township, NJ 464080JP6 12/21/06 07/15/12 75.184 0.000 5.1894 126.21 0.123614 0.126821 0.130112 0.133488 0.136951 46.16 48.58 Irvington Township, NJ 464080JQ4 12/21/06 07/15/13 71.337 0.000 5.2095 120.25 0.117804 0.120872 0.124021 0.127251 0.130566 43.99 46.32 Irvington Township, NJ 464080JR2 12/21/06 07/15/14 67.412 0.000 5.2795 115.26 0.113016 0.115999 0.119062 0.122205 0.125431 42.23 44.49 Irvington Township, NJ 464080JS0 12/21/06 07/15/15 63.882 0.000 5.2996 109.67 0.107559 0.110409 0.113335 0.116338 0.119421 40.19 42.35 Irvington Township, NJ 464080JT8 12/21/06 07/15/16 60.176 0.000 5.3796 104.98 0.103055 0.105827 0.108674 0.111597 0.114598 38.53 40.63 Irvington Township, NJ 464080JU5 12/21/06 07/15/17 56.947 0.000 5.3997 99.74 0.097938 0.100583 0.103298 0.106087 0.108951 36.62 38.63 Irvington Township, NJ 464080JV3 12/21/06 07/15/18 53.750 0.000 5.4396 94.88 0.093216 0.095752 0.098356 0.101031 0.103779 34.87 36.79 Irvington Township, NJ 464080JY7 12/21/06 07/15/10 83.153 0.000 5.2389 141.01 0.138191 0.141811 27.46 Itron Inc. 465741AJ5 08/04/06 08/01/26 100.000 VARIES 7.3789 0.237777 0.243988 0.250428 0.257105 0.264029 88.62 93.40 Ivax Corporation 465823AH5 03/03/04 03/01/24 100.000 VARIES 7.0001 0.264640 0.272444 0.280522 0.288882 0.297067 98.58 104.48 Ivax Corporation 465823AJ1 03/03/04 03/01/24 100.000 VARIES 7.0001 0.264640 0.272444 0.280522 0.288882 0.297067 98.58 104.48 Ivax Corporation 465823AK8 12/22/04 12/15/24 98.500 VARIES 5.7510 0.191705 0.195720 0.199850 0.204099 0.208471 69.87 72.85 Ivax Corporation 465823AL6 03/03/04 03/01/24 100.000 VARIES 7.0001 0.264640 0.272444 0.280522 0.288882 0.297067 98.58 104.48 Ivax Corporation 465823AM4 03/03/04 03/01/24 100.000 VARIES 7.0001 0.264640 0.272444 0.280522 0.288882 0.297067 98.58 104.48 Ivax Corporation 465823AN2 12/22/04 12/15/24 98.500 VARIES 5.7510 0.191705 0.195720 0.199850 0.204099 0.208471 69.87 72.85 Ivax Corporation 465823AP7 05/09/05 05/15/25 100.000 VARIES 6.9833 0.249346 0.256598 0.264102 0.271869 0.279907 91.75 97.20 Ivax Corporation 465823AQ5 05/09/05 05/15/25 100.000 VARIES 6.9833 0.249346 0.256598 0.264102 0.271869 0.279907 91.75 97.20 JDS Uniphase Corporation 46612JAA9 10/31/03 11/15/10 98.000 0.000 0.2871 17.50 0.007952 0.007964 2.50 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JDS Uniphase Corporation 46612JAB7 10/31/03 11/15/10 98.000 0.000 0.2871 17.50 0.007952 0.007964 2.50 JP Morgan Chase & Co. 46623EBY4 11/01/04 11/01/11 100.000 VARIES 4.4004 0.122253 0.122193 0.122131 0.122182 43.99 36.65 JP Morgan Chase & Co. 46625H241 07/31/09 07/31/14 100.000 0.000 5.8937 0.163715 0.168539 0.173506 0.178619 0.183883 61.28 64.95 JP Morgan Chase & Co. 46625H266 05/29/09 05/29/15 100.000 1.500 5.0865 0.143828 0.146426 0.149090 0.151822 0.154624 52.41 54.34 JP Morgan Chase & Co. 46625H563 10/31/08 10/31/13 100.000 0.000 7.5853 0.226990 0.235600 0.244535 0.253809 0.263436 84.34 90.85 JP Morgan Chase & Co. 46625H647 07/31/08 07/31/13 100.000 0.000 5.9091 0.173985 0.179126 0.184418 0.189867 0.195477 65.14 69.04 JP Morgan Chase & Co. 46625HBW9 09/30/04 09/30/10 100.000 0.000 4.1218 0.140405 0.143298 38.29 JP Morgan Chase & Co. 46625HBZ2 10/29/04 10/29/10 100.000 0.000 4.1314 0.140797 0.143706 42.48 JP Morgan Chase & Co. 46625HCB4 01/31/05 01/29/10 100.000 VARIES 4.2977 0.118897 3.33 JP Morgan Chase & Co. 46625HCF5 03/23/05 03/22/12 100.000 0.000 4.9619 0.171824 0.176087 0.180456 0.184933 0.189521 63.48 66.67 JP Morgan Chase & Co. 46625HCJ7 04/27/05 04/27/10 100.000 0.000 4.5824 0.156078 18.11 JP Morgan Chase & Co. 46625HCL2 05/31/05 05/31/12 100.000 0.000 4.6009 0.156835 0.160443 0.164134 0.167910 0.171773 57.34 60.00 JP Morgan Chase & Co. 46625HCQ1 06/22/05 06/22/11 100.000 0.000 4.6504 0.158870 0.162564 0.166344 57.93 28.44 JP Morgan Chase & Co. 46625HCZ1 09/26/05 09/24/10 100.000 0.000 4.5627 0.151770 0.155233 40.54 JP Morgan Chase & Co. 46625HDP2 11/29/05 11/29/11 100.000 0.000 5.1216 0.174166 0.178626 0.183200 0.187892 63.79 60.93 JP Morgan Chase & Co. 46625HFT2 04/28/06 04/28/11 100.000 0.000 5.6132 0.189262 0.194574 0.200035 69.77 23.40 JP Morgan Chase & Co. 46625HFU9 04/26/06 04/26/13 100.000 0.000 5.6025 0.188830 0.194120 0.199558 0.205148 0.210895 69.63 73.58 JP Morgan Chase & Co. 46625HGC8 05/31/06 05/28/10 100.000 0.000 5.5328 0.185985 27.34 JP Morgan Chase & Co. 4662A02C4 07/20/10 09/20/11 100.000 7.000 1.1426 0.031740 0.031430 0.030499 5.08 7.97 JP Morgan Chase & Co. 4662A0NW7 08/08/05 09/03/10 100.000 0.000 4.7413 0.159381 0.163160 39.25 JP Morgan Chase & Co. 46634E783 12/24/09 06/23/15 100.000 0.000 3.6045 0.100128 0.101922 0.103759 0.105629 0.107533 36.40 37.72 Community HS DS #165, IL 466484EV0 06/28/07 12/01/11 78.317 0.000 5.5991 116.44 0.139269 0.143168 0.147176 0.151296 51.08 49.31 Community HS DS #165, IL 466484EW8 06/28/07 12/01/12 74.109 0.000 5.5992 110.19 0.131789 0.135478 0.139271 0.143170 0.147178 48.33 51.08 Community HS DS #165, IL 466484EX6 06/28/07 12/01/13 69.690 0.000 5.6993 105.58 0.126445 0.130048 0.133754 0.137565 0.141485 46.39 49.07 Community HS DS #165, IL 466484EY4 06/28/07 12/01/14 65.644 0.000 5.7494 100.37 0.120292 0.123750 0.127307 0.130967 0.134732 44.14 46.71 Community HS DS #165, IL 466484EZ1 06/28/07 12/01/15 61.520 0.000 5.8495 95.80 0.114969 0.118332 0.121793 0.125355 0.129021 42.20 44.70 Community HS DS #165, IL 466484FA5 06/28/07 12/01/16 57.808 0.000 5.8995 90.84 0.109084 0.112302 0.115614 0.119025 0.122536 40.05 42.44 Community HS DS #165, IL 466484FB3 06/28/07 12/01/17 53.993 0.000 5.9995 86.37 0.103857 0.106973 0.110182 0.113487 0.116892 38.14 40.46 Community HS DS #165, IL 466484FC1 06/28/07 12/01/18 50.612 0.000 6.0496 81.68 0.098282 0.101255 0.104318 0.107473 0.110724 36.10 38.31 Community HS DS #165, IL 466484FD9 06/28/07 12/01/19 47.112 0.000 6.1496 77.37 0.093217 0.096084 0.099038 0.102083 0.105222 34.25 36.39 Community HS DS #165, IL 466484FE7 06/28/07 12/01/20 44.055 0.000 6.1997 72.97 0.087982 0.090709 0.093521 0.096420 0.099409 32.33 34.37 Community HS DS #165, IL 466484FF4 06/28/07 12/01/21 41.157 0.000 6.2496 68.76 0.082954 0.085546 0.088219 0.090976 0.093819 30.49 32.42 Community HS DS #165, IL 466484FG2 06/28/07 12/01/22 38.700 0.000 6.2497 64.65 0.078003 0.080440 0.082954 0.085546 0.088220 28.67 30.49 Community HS DS #165, IL 466484FH0 06/28/07 12/01/23 36.102 0.000 6.2996 60.83 0.073434 0.075747 0.078133 0.080594 0.083132 26.99 28.72 Community HS DS #165, IL 466484FJ6 06/28/07 12/01/24 33.931 0.000 6.2996 57.17 0.069017 0.071191 0.073434 0.075747 0.078133 25.37 26.99 Community HS DS #165, IL 466484FK3 06/28/07 12/01/25 31.890 0.000 6.2997 53.73 0.064867 0.066910 0.069018 0.071191 0.073434 23.84 25.37 Community HS DS #165, IL 466484FL1 06/28/07 12/01/26 29.691 0.000 6.3497 50.45 0.060945 0.062880 0.064877 0.066936 0.069061 22.41 23.85 Community HS DS #165, IL 466484FM9 06/28/07 06/15/27 28.707 0.000 6.3499 48.76 0.059070 0.060945 0.062880 0.064877 0.066936 21.66 23.06 Jackson, TN 468826GP1 07/09/98 07/01/12 40.347 0.000 6.5999 446.69 0.155861 0.161004 0.166317 0.171806 57.04 60.86 Jarden Corporation 471109AC2 04/30/09 05/01/16 97.401 8.000 8.5000 1.89 0.008087 0.008430 0.008789 0.009162 0.009551 3.02 3.28 Community College 521,IL 474070GB9 11/30/07 12/01/10 105.367 VARIES 4.7158 0.133254 0.132139 43.77 Community College 521,IL 474070GC7 11/30/07 12/01/11 106.275 VARIES 4.8730 0.139511 0.138510 0.137486 0.136437 49.98 45.18 Community College 521,IL 474070GD5 11/30/07 12/01/12 106.872 VARIES 4.9279 0.142444 0.141573 0.140681 0.139767 0.138831 51.07 50.43 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Community College 521,IL 474070GE3 11/30/07 12/01/13 107.171 VARIES 5.0310 0.146355 0.145599 0.144825 0.144031 0.143217 52.51 51.95 Community College 521,IL 474070GF0 11/30/07 12/01/14 105.427 VARIES 5.1337 0.147992 0.147513 0.147021 0.146517 0.146000 53.16 52.81 Jersey & Green County,IL 476538DL4 06/03/10 02/01/12 104.734 0.000 2.0437 0.059460 0.059656 0.060265 0.060881 12.40 21.77 Jersey & Green County,IL 476538DM2 06/03/10 02/01/13 106.687 VARIES 2.3595 0.069926 0.070192 0.071020 0.071858 14.58 25.67 Josephine County, OR 480890AA0 10/30/01 06/01/17 36.621 0.000 6.5496 253.87 0.112201 0.115876 0.119670 0.123589 0.127637 41.28 44.03 Josephine County, OR 480890AB8 10/30/01 06/01/18 33.518 0.000 6.6996 239.14 0.106288 0.109849 0.113528 0.117331 0.121262 39.12 41.79 Josephine County, OR 480890AK8 10/30/01 06/01/10 61.462 0.000 5.7494 362.09 0.155245 23.29 Josephine County, OR 480890AL6 10/30/01 06/01/11 57.805 0.000 5.7994 344.20 0.147857 0.152145 0.156557 54.26 23.48 Josephine County, OR 480890AM4 10/30/01 06/01/12 54.034 0.000 5.8995 328.63 0.141706 0.145886 0.150189 0.154619 0.159180 52.02 55.14 Josephine County, OR 480890AN2 10/30/01 06/01/13 50.411 0.000 5.9995 313.06 0.135508 0.139573 0.143760 0.148072 0.152514 49.76 52.79 Josephine County, OR 480890AP7 10/30/01 06/01/14 46.941 0.000 6.0994 297.56 0.129291 0.133234 0.137297 0.141485 0.145799 47.49 50.44 Josephine County, OR 480890AQ5 10/30/01 06/01/15 43.624 0.000 6.1996 282.22 0.123091 0.126906 0.130840 0.134896 0.139078 45.23 48.08 Josephine County, OR 480890AR3 10/30/01 06/01/16 40.464 0.000 6.2995 267.08 0.116928 0.120611 0.124410 0.128329 0.132371 42.98 45.73 Jostens Holding Corp. 481086AA4 12/02/03 12/01/13* 60.682 VARIES 10.2499 0.284721 0.284721 82.57* Jostens Holding Corp. 481086AB2 12/02/03 12/01/13* 60.682 VARIES 10.2499 0.284721 0.284721 82.57* Jostens Holding Corp. 481086AC0 12/02/03 12/01/13* 60.682 VARIES 10.2499 0.284721 0.284721 82.57* JP Morgan Chase & Co. 48121CU20 09/30/08 03/31/10 100.000 0.000 3.9571 0.113058 10.06 JP Morgan Chase & Co. 48121CU61 10/31/08 04/30/10 100.000 0.000 4.1358 0.119025 14.16 JP Morgan Chase & Co. 48121CU95 10/31/08 04/29/11 100.000 0.000 5.5425 0.160777 0.164330 0.169812 59.91 20.04 JP Morgan Chase & Co. 48121CV29 10/31/08 04/29/11 100.000 0.000 5.5425 0.160777 0.164330 0.169812 59.91 20.04 JP Morgan Chase & Co. 48121CV37 10/31/08 01/29/10 100.000 0.000 3.7897 0.105907 2.97 JP Morgan Chase & Co. 48121CV45 10/31/08 01/29/10 100.000 0.000 3.7897 0.105907 2.97 JP Morgan Chase & Co. 48121CV52 10/31/08 10/29/10 100.000 0.000 4.8229 0.138930 0.141503 42.29 JP Morgan Chase & Co. 48121CV60 10/31/08 10/29/10 100.000 0.000 4.8229 0.138930 0.141503 42.29 JP Morgan Chase & Co. 48121CV94 10/31/08 10/31/13 100.000 0.000 7.5164 0.223537 0.228156 0.240655 0.245628 0.257660 83.50 89.81 JP Morgan Chase & Co. 48123J2D0 09/19/07 09/19/12 100.000 0.000 5.3736 0.165969 0.170429 0.175008 0.179710 0.184538 61.47 64.82 JP Morgan Chase & Co. 48123J2E8 09/19/07 09/19/12 100.000 0.000 5.3736 0.165969 0.170429 0.175008 0.179710 0.184538 61.47 64.82 JP Morgan Chase & Co. 48123J3H0 08/22/07 08/19/10 100.000 0.000 5.2448 0.161514 0.165750 37.59 JP Morgan Chase & Co. 48123J3L1 08/27/07 08/27/12 100.000 0.000 5.6034 0.173843 0.178713 0.183720 0.188868 0.194159 64.68 68.36 JP Morgan Chase & Co. 48123J3N7 09/19/07 03/19/13 100.000 0.000 5.4833 0.169718 0.174372 0.179152 0.184064 0.189110 62.90 66.39 JP Morgan Chase & Co. 48123J4P1 09/28/07 03/28/13 100.000 0.000 5.4134 0.167327 0.171856 0.176508 0.181285 0.186192 61.91 65.30 JP Morgan Chase & Co. 48123J4Q9 09/28/07 09/28/12 100.000 0.000 5.3437 0.164948 0.169355 0.173880 0.178526 0.183296 61.01 64.31 JP Morgan Chase & Co. 48123JA25 07/20/07 07/20/11 100.000 0.000 5.6219 0.174478 0.179383 0.184425 0.189609 65.30 37.63 JP Morgan Chase & Co. 48123JBA6 06/30/06 06/28/11 100.000 0.000 5.8597 0.199171 0.205006 0.211013 72.79 37.35 JP Morgan Chase & Co. 48123JDG1 08/31/06 02/26/10 100.000 0.000 5.3940 0.175674 9.66 JP Morgan Chase & Co. 48123JEX3 09/29/06 03/31/10 100.000 0.000 5.1046 0.164968 14.68 JP Morgan Chase & Co. 48123JEY1 09/29/06 09/30/13 100.000 0.000 5.3723 0.174985 0.179685 0.184512 0.189468 0.194558 64.71 68.23 JP Morgan Chase & Co. 48123JGD5 10/31/06 10/31/11 100.000 0.000 5.2930 0.171975 0.176527 0.181199 0.185994 63.29 55.04 JP Morgan Chase & Co. 48123JGS2 10/31/06 04/30/14 100.000 0.000 5.3122 0.172696 0.177283 0.181992 0.186826 0.191788 63.56 66.98 JP Morgan Chase & Co. 48123JHM4 11/30/06 05/28/10 100.000 0.000 5.0425 0.162598 23.90 JP Morgan Chase & Co. 48123JHN2 11/30/06 11/29/13 100.000 0.000 5.2614 0.170768 0.175261 0.179872 0.184603 0.189460 62.58 65.91 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48123JHP7 11/30/06 11/30/11 100.000 0.000 5.0819 0.164101 0.168271 0.172546 0.176931 60.09 57.56 JP Morgan Chase & Co. 48123JKQ1 12/29/06 05/31/10 100.000 0.000 5.0786 0.161538 24.23 JP Morgan Chase & Co. 48123JKR9 12/29/06 05/30/14 100.000 0.000 5.2900 0.171150 0.175677 0.180324 0.185094 0.189989 62.71 66.07 JP Morgan Chase & Co. 48123JKT5 12/29/06 12/30/11 100.000 0.000 5.1198 0.165532 0.169769 0.174115 0.178572 60.36 63.31 JP Morgan Chase & Co. 48123JKV0 12/29/06 06/29/12 100.000 0.000 5.1597 0.166995 0.171303 0.175722 0.180256 0.184906 60.91 64.09 JP Morgan Chase & Co. 48123JML0 01/31/07 07/30/10 100.000 0.000 5.3770 0.166818 0.174142 36.36 JP Morgan Chase & Co. 48123JMM8 01/31/07 01/30/15 100.000 0.000 5.6332 0.175857 0.183807 0.185902 0.194307 0.196522 67.18 71.02 JP Morgan Chase & Co. 48123JMQ9 01/31/07 07/31/12 100.000 0.000 5.4520 0.173246 0.177969 0.182821 0.187805 0.192924 64.66 68.24 JP Morgan Chase & Co. 48123JPS2 02/28/07 08/31/10 100.000 0.000 5.2245 0.164186 0.165728 40.02 JP Morgan Chase & Co. 48123JPU7 02/28/07 02/27/15 100.000 0.000 5.3382 0.165459 0.172691 0.174410 0.182033 0.183844 62.84 66.24 JP Morgan Chase & Co. 48123JQ51 08/22/07 08/22/11 100.000 0.000 5.4140 0.167348 0.171878 0.176531 0.181310 62.25 41.64 JP Morgan Chase & Co. 48123JQ69 08/22/07 08/22/11 100.000 0.000 5.4140 0.167348 0.171878 0.176531 0.181310 62.25 41.64 JP Morgan Chase & Co. 48123JQ85 08/22/07 02/22/13 100.000 0.000 5.6831 0.176587 0.181605 0.186765 0.192072 0.197530 65.79 69.58 JP Morgan Chase & Co. 48123JQ93 07/31/07 07/29/11 100.000 0.000 5.3024 0.163518 0.167853 0.172304 0.176872 60.98 36.66 JP Morgan Chase & Co. 48123JRG6 02/28/07 02/28/13 100.000 0.000 5.3427 0.168384 0.170064 0.177501 0.179271 0.186083 62.89 66.17 JP Morgan Chase & Co. 48123JRJ0 02/28/07 02/28/14 100.000 0.000 5.3423 0.168371 0.170050 0.177486 0.179256 0.186066 62.89 66.16 JP Morgan Chase & Co. 48123JRK7 02/28/07 02/28/14 100.000 0.000 5.3423 0.168371 0.170050 0.177486 0.179256 0.186066 62.89 66.16 JP Morgan Chase & Co. 48123JSA8 03/30/07 09/30/10 100.000 0.000 5.0045 0.157300 0.161236 43.02 JP Morgan Chase & Co. 48123JSB6 03/30/07 09/28/12 100.000 0.000 5.1229 0.161441 0.165577 0.169818 0.174168 0.178629 59.64 62.74 JP Morgan Chase & Co. 48123JSD2 03/30/07 09/30/14 100.000 0.000 5.2522 0.166085 0.170447 0.174923 0.179517 0.184231 61.38 64.65 JP Morgan Chase & Co. 48123JTG4 04/02/07 03/29/12 100.000 0.000 5.1330 0.161778 0.165931 0.170189 0.174557 0.179037 59.76 62.87 JP Morgan Chase & Co. 48123JUX5 04/30/07 10/29/10 100.000 0.000 5.0846 0.160107 0.164178 48.44 JP Morgan Chase & Co. 48123JUZ0 04/30/07 10/31/14 100.000 0.000 5.3122 0.168228 0.172696 0.177283 0.181992 0.186826 61.92 65.25 JP Morgan Chase & Co. 48123JVA4 04/30/07 04/30/12 100.000 0.000 5.1529 0.162553 0.166742 0.171038 0.175445 0.179965 59.79 62.91 JP Morgan Chase & Co. 48123JVB2 04/18/07 10/31/11 100.000 0.000 5.2734 0.167137 0.171544 0.176067 0.180710 61.51 53.48 JP Morgan Chase & Co. 48123JXK0 05/30/07 05/31/11 100.000 0.000 5.3526 0.169674 0.174215 0.178877 62.19 26.65 JP Morgan Chase & Co. 48123JXL8 05/30/07 11/30/12 100.000 0.000 5.4518 0.173236 0.177959 0.182810 0.187793 0.192912 63.51 67.02 JP Morgan Chase & Co. 48123JXM6 05/30/07 05/31/11 100.000 0.000 5.3526 0.169674 0.174215 0.178877 62.19 26.65 JP Morgan Chase & Co. 48123JZV4 07/20/07 01/23/13 100.000 0.000 5.7512 0.179025 0.184173 0.189470 0.194918 0.200523 67.03 70.94 JP Morgan Chase & Co. 48123JZX0 07/20/07 07/20/11 100.000 0.000 5.6219 0.174478 0.179383 0.184425 0.189609 65.30 37.63 JP Morgan Chase & Co. 48123L2Z6 07/24/09 07/23/14 100.000 0.000 4.4937 0.124827 0.127616 0.130483 0.133415 0.136413 46.33 48.44 JP Morgan Chase & Co. 48123L3N2 07/02/09 07/02/14 100.000 VARIES 2.9362 0.081564 0.081742 0.081922 0.082770 0.083631 29.46 29.95 JP Morgan Chase & Co. 48123L3R3 07/20/09 07/20/14 100.000 VARIES 2.9075 0.080765 0.080829 0.080893 0.081559 0.082235 29.11 29.46 JP Morgan Chase & Co. 48123L4J0 08/31/09 08/31/12 100.000 0.000 2.6618 0.073532 0.073295 0.075502 0.075259 0.077099 27.04 27.71 JP Morgan Chase & Co. 48123L6J8 09/30/09 09/28/12 100.000 0.000 2.5609 0.071139 0.072039 0.072962 0.073896 0.074842 25.94 26.61 JP Morgan Chase & Co. 48123LAR5 06/13/08 12/13/12 100.000 0.000 5.2410 0.157332 0.161454 0.165685 0.170027 0.174483 57.53 60.59 JP Morgan Chase & Co. 48123LC36 02/27/09 02/27/14 100.000 0.000 5.9738 0.170896 0.176001 0.181258 0.186672 0.192247 63.73 67.59 JP Morgan Chase & Co. 48123LC44 02/27/09 02/27/15 100.000 0.000 6.1636 0.176488 0.181927 0.187534 0.193313 0.199271 65.88 70.01 JP Morgan Chase & Co. 48123LCQ5 07/21/08 04/21/10 100.000 0.000 4.1573 0.121583 13.37 JP Morgan Chase & Co. 48123LDP6 07/31/08 08/02/12 100.000 0.000 5.4526 0.159884 0.164243 0.168720 0.173320 0.178046 59.66 62.96 JP Morgan Chase & Co. 48123LDQ4 07/31/08 07/31/14 100.000 0.000 6.1320 0.180941 0.186489 0.192207 0.198100 0.204174 67.84 72.06 JP Morgan Chase & Co. 48123LDR2 07/31/08 01/31/11 100.000 0.000 4.7839 0.139322 0.142655 0.146067 51.77 4.24 JP Morgan Chase & Co. 48123LDS0 07/31/08 01/31/11 100.000 0.000 4.7839 0.139322 0.142655 0.146067 51.77 4.24 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48123LDT8 07/31/08 07/31/13 100.000 0.000 5.9323 0.174709 0.179891 0.185227 0.190721 0.196378 65.42 69.35 JP Morgan Chase & Co. 48123LDX9 07/31/08 07/31/13 100.000 0.000 5.9323 0.174709 0.179891 0.185227 0.190721 0.196378 65.42 69.35 JP Morgan Chase & Co. 48123LED2 07/30/08 10/31/11 100.000 0.000 5.1358 0.152009 0.155913 0.159916 0.164023 55.91 48.55 JP Morgan Chase & Co. 48123LFX7 08/21/08 06/23/10 100.000 0.000 4.2872 0.126055 21.68 JP Morgan Chase & Co. 48123LH31 03/31/09 03/31/14 100.000 0.000 6.8761 0.197570 0.204363 0.211389 0.218657 0.226174 73.61 78.75 JP Morgan Chase & Co. 48123LHH0 09/30/08 03/31/11 100.000 0.000 4.9162 0.143360 0.146884 0.150494 52.89 13.39 JP Morgan Chase & Co. 48123LLQ5 08/19/08 08/20/12 100.000 0.000 5.3068 0.155361 0.159484 0.163716 0.168060 0.172519 57.77 60.87 JP Morgan Chase & Co. 48123LMF8 09/30/08 09/30/13 100.000 0.000 6.2147 0.183526 0.189229 0.195109 0.201172 0.207423 68.15 72.45 JP Morgan Chase & Co. 48123LMG6 09/30/08 09/30/14 100.000 0.000 6.3642 0.188215 0.194204 0.200384 0.206761 0.213340 69.94 74.47 JP Morgan Chase & Co. 48123LNS9 09/30/08 03/31/11 100.000 0.000 4.9162 0.143360 0.146884 0.150494 52.89 13.39 JP Morgan Chase & Co. 48123LNT7 09/30/08 03/31/11 100.000 0.000 4.9162 0.143360 0.146884 0.150494 52.89 13.39 JP Morgan Chase & Co. 48123LNU4 09/30/08 09/30/11 100.000 0.000 5.3259 0.155926 0.160079 0.164342 0.168718 57.65 45.00 JP Morgan Chase & Co. 48123LNV2 09/30/08 09/30/13 100.000 0.000 6.2147 0.183526 0.189229 0.195109 0.201172 0.207423 68.15 72.45 JP Morgan Chase & Co. 48123LNW0 09/30/08 03/31/10 100.000 0.000 4.0065 0.115796 10.31 JP Morgan Chase & Co. 48123LP40 04/30/09 01/31/13 100.000 0.000 5.2314 0.147218 0.151068 0.155020 0.159075 0.163236 54.87 57.78 JP Morgan Chase & Co. 48123LPC2 09/12/08 03/10/14 100.000 0.000 5.2252 0.152787 0.156779 0.160875 0.165078 0.169391 56.62 59.62 JP Morgan Chase & Co. 48123LPE8 09/11/08 09/13/11 100.000 0.000 4.9289 0.143786 0.147329 0.150960 0.154680 53.18 38.71 JP Morgan Chase & Co. 48123LQ56 04/17/09 04/17/14 100.000 VARIES 2.9876 0.082986 0.082981 0.083398 0.083820 0.083913 29.90 30.14 JP Morgan Chase & Co. 48123LRT3 10/31/08 10/31/13 100.000 0.000 7.5661 0.226375 0.234939 0.243827 0.253051 0.262624 84.10 90.58 JP Morgan Chase & Co. 48123LRU0 10/31/08 10/31/14 100.000 0.000 7.7555 0.232464 0.241479 0.250843 0.260570 0.270674 86.43 93.26 JP Morgan Chase & Co. 48123LRY2 10/31/08 10/31/11 100.000 0.000 6.2970 0.186106 0.191965 0.198009 0.204244 68.78 60.33 JP Morgan Chase & Co. 48123LRZ9 10/31/08 10/31/11 100.000 0.000 6.2970 0.186106 0.191965 0.198009 0.204244 68.78 60.33 JP Morgan Chase & Co. 48123LS96 04/14/09 03/12/12 100.000 0.000 5.8751 0.167140 0.172049 0.177103 0.182306 0.187661 62.14 65.84 JP Morgan Chase & Co. 48123LUM4 10/31/08 10/30/15 100.000 0.000 7.9479 0.236001 0.244038 0.255131 0.263820 0.274304 88.82 95.92 JP Morgan Chase & Co. 48123LUN2 10/31/08 10/30/15 100.000 0.000 7.9479 0.236001 0.244038 0.255131 0.263820 0.274304 88.82 95.92 JP Morgan Chase & Co. 48123LVF8 11/28/08 05/31/11 100.000 0.000 5.3920 0.158011 0.162271 0.166646 57.92 24.83 JP Morgan Chase & Co. 48123LVG6 11/28/08 05/31/11 100.000 0.000 5.3920 0.158011 0.162271 0.166646 57.92 24.83 JP Morgan Chase & Co. 48123LVN1 11/28/08 11/28/14 100.000 0.000 6.9664 0.207227 0.214446 0.221915 0.229645 0.237644 76.39 81.80 JP Morgan Chase & Co. 48123LVP6 11/28/08 05/29/15 100.000 0.000 7.0456 0.209785 0.217175 0.224826 0.232746 0.240945 77.33 82.88 JP Morgan Chase & Co. 48123LWW0 12/29/08 06/29/11 100.000 0.000 4.3053 0.124799 0.127485 0.130230 45.42 23.18 JP Morgan Chase & Co. 48123LWX8 12/29/08 06/29/11 100.000 0.000 4.3053 0.124799 0.127485 0.130230 45.42 23.18 JP Morgan Chase & Co. 48123LXB5 12/29/08 12/30/13 100.000 0.000 5.5032 0.161422 0.165863 0.170427 0.175117 0.179935 58.92 62.21 JP Morgan Chase & Co. 48123LXC3 12/29/08 12/28/11 100.000 0.000 4.4642 0.129590 0.132483 0.135440 0.138463 47.19 48.90 JP Morgan Chase & Co. 48123LXM1 12/29/08 12/29/14 100.000 0.000 5.6426 0.165708 0.170383 0.175190 0.180133 0.185215 60.52 63.98 JP Morgan Chase & Co. 48123M4H2 05/22/08 05/23/11 100.000 0.000 4.3026 0.127414 0.130155 0.132955 46.57 18.88 JP Morgan Chase & Co. 48123M4L3 06/20/08 12/22/10 100.000 0.000 4.7607 0.141952 0.145331 50.43 JP Morgan Chase & Co. 48123M4N9 05/22/08 11/22/13 100.000 0.000 4.9518 0.148023 0.151688 0.155444 0.159292 0.163236 54.24 56.96 JP Morgan Chase & Co. 48123M5Y4 06/30/08 06/28/13 100.000 0.000 5.4798 0.165029 0.169550 0.174196 0.178969 0.183872 60.25 63.60 JP Morgan Chase & Co. 48123M5Z1 06/30/08 06/28/13 100.000 0.000 5.4798 0.165029 0.169550 0.174196 0.178969 0.183872 60.25 63.60 JP Morgan Chase & Co. 48123M6A5 06/30/08 06/30/14 100.000 0.000 5.6400 0.170299 0.175102 0.180039 0.185117 0.190337 62.18 65.74 JP Morgan Chase & Co. 48123M6B3 06/30/08 12/31/10 100.000 0.000 4.7603 0.141900 0.145277 51.55 JP Morgan Chase & Co. 48123M6C1 06/30/08 12/31/10 100.000 0.000 4.7603 0.141900 0.145277 51.55 JP Morgan Chase & Co. 48123M6L1 06/06/08 06/06/13 100.000 0.000 5.1615 0.154767 0.158761 0.162858 0.167062 0.171373 56.64 59.60 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48123MC34 04/23/08 10/21/10 100.000 0.000 4.2844 0.126796 0.129512 37.26 JP Morgan Chase & Co. 48123MDK5 11/21/07 05/21/13 100.000 0.000 5.4319 0.167960 0.172521 0.177207 0.182020 0.186963 61.66 65.05 JP Morgan Chase & Co. 48123MDL3 11/21/07 11/21/12 100.000 0.000 5.3523 0.165244 0.169666 0.174206 0.178868 0.183655 60.64 63.93 JP Morgan Chase & Co. 48123MDM1 11/21/07 05/21/13 100.000 0.000 5.4319 0.167960 0.172521 0.177207 0.182020 0.186963 61.66 65.05 JP Morgan Chase & Co. 48123MER9 11/30/07 11/30/12 100.000 0.000 5.0116 0.153698 0.157550 0.161498 0.165544 0.169693 56.27 59.12 JP Morgan Chase & Co. 48123MES7 11/30/07 05/31/13 100.000 0.000 5.1118 0.157078 0.161093 0.165210 0.169433 0.173763 57.52 60.50 JP Morgan Chase & Co. 48123MEY4 11/07/07 11/05/10 100.000 0.000 4.8944 0.149724 0.153388 46.18 JP Morgan Chase & Co. 48123MF80 04/25/08 04/25/13 100.000 0.000 5.0228 0.150301 0.154076 0.157945 0.161912 0.165978 55.29 58.10 JP Morgan Chase & Co. 48123MG97 04/30/08 10/31/12 100.000 0.000 4.8928 0.146133 0.149708 0.153371 0.157123 0.160967 53.69 56.35 JP Morgan Chase & Co. 48123MH21 04/30/08 04/30/13 100.000 0.000 5.0426 0.150938 0.154744 0.158645 0.162645 0.166746 55.49 58.33 JP Morgan Chase & Co. 48123MH39 04/30/08 04/30/14 100.000 0.000 5.2026 0.156092 0.160153 0.164319 0.168593 0.172979 57.43 60.45 JP Morgan Chase & Co. 48123MHS4 11/26/07 11/26/10 100.000 0.000 4.8606 0.148628 0.152240 48.95 JP Morgan Chase & Co. 48123MHT2 11/30/07 11/30/12 100.000 0.000 5.0116 0.153698 0.157550 0.161498 0.165544 0.169693 56.27 59.12 JP Morgan Chase & Co. 48123MHZ8 12/21/07 03/21/12 100.000 0.000 5.0099 0.151763 0.155565 0.159462 0.163456 0.167551 56.09 58.93 JP Morgan Chase & Co. 48123MJA1 12/21/07 03/21/12 100.000 0.000 5.0099 0.151763 0.155565 0.159462 0.163456 0.167551 56.09 58.93 JP Morgan Chase & Co. 48123MJN3 12/26/07 06/26/13 100.000 0.000 5.1101 0.157021 0.161032 0.165147 0.169367 0.173694 57.29 60.26 JP Morgan Chase & Co. 48123MMN9 01/31/08 04/30/12 100.000 0.000 4.2604 0.127416 0.130130 0.132902 0.135733 0.138625 46.69 48.70 JP Morgan Chase & Co. 48123MMS8 01/31/08 01/31/13 100.000 0.000 4.5315 0.134627 0.137677 0.140797 0.143987 0.147249 49.95 52.24 JP Morgan Chase & Co. 48123MPA4 01/31/08 01/31/14 100.000 0.000 4.7582 0.141834 0.145208 0.148663 0.152200 0.155821 52.70 55.24 JP Morgan Chase & Co. 48123MPB2 02/21/08 02/18/10 100.000 0.000 4.1933 0.123921 5.82 JP Morgan Chase & Co. 48123MQU9 02/08/08 02/08/23* 100.000 VARIES 4.6162 0.123461 0.122631 0.121782 26.76* JP Morgan Chase & Co. 48123MSA1 02/29/08 08/30/12 100.000 0.000 4.4026 0.129116 0.131238 0.134863 0.137079 0.140097 48.23 50.28 JP Morgan Chase & Co. 48123MSD5 02/29/08 02/28/13 100.000 0.000 4.5721 0.135165 0.136001 0.141416 0.142290 0.147143 50.26 52.48 JP Morgan Chase & Co. 48123MSE3 02/29/08 02/28/14 100.000 0.000 4.8222 0.143080 0.144141 0.150063 0.151176 0.156522 53.28 55.77 JP Morgan Chase & Co. 48123MSH6 02/29/08 01/29/10 100.000 0.000 3.7000 0.105899 2.97 JP Morgan Chase & Co. 48123MT93 05/21/08 11/22/10 100.000 0.000 4.2729 0.126481 0.129183 41.09 JP Morgan Chase & Co. 48123MVT6 02/26/08 02/26/13 100.000 0.000 4.7223 0.140688 0.144010 0.147410 0.150891 0.154454 52.09 54.57 JP Morgan Chase & Co. 48123MW65 05/30/08 11/30/12 100.000 0.000 4.8222 0.143876 0.147345 0.150897 0.154535 0.158262 52.64 55.21 JP Morgan Chase & Co. 48123MX31 05/30/08 05/31/13 100.000 0.000 4.9616 0.148337 0.152017 0.155788 0.159653 0.163613 54.29 57.02 JP Morgan Chase & Co. 48123MX49 05/30/08 05/30/14 100.000 0.000 5.1515 0.154444 0.158422 0.162503 0.166689 0.170982 56.57 59.52 JP Morgan Chase & Co. 48123MX56 05/30/08 11/30/10 100.000 0.000 4.2425 0.125508 0.128171 41.77 JP Morgan Chase & Co. 48124ACX3 12/28/09 12/31/14 100.000 0.000 3.5880 0.099146 0.099279 0.102736 0.102874 0.105870 36.22 37.53 JP Morgan Chase & Co. 48124ACY1 12/28/09 12/31/15 100.000 0.000 3.8782 0.107169 0.107466 0.111366 0.111674 0.115091 39.18 40.71 JP Morgan Chase & Co. 48124ACZ8 12/28/09 12/31/14 100.000 0.000 3.5880 0.099146 0.099279 0.102736 0.102874 0.105870 36.22 37.53 JP Morgan Chase & Co. 48124AD20 09/30/10 09/30/16 100.000 0.000 3.0410 0.084473 0.085757 0.087061 7.69 30.88 JP Morgan Chase & Co. 48124AGR2 02/05/10 02/07/12 100.000 0.000 1.4202 0.039451 0.039454 0.039734 0.040017 0.040301 12.90 14.44 JP Morgan Chase & Co. 48124AKU0 03/29/10 03/27/15 100.000 1.800 3.4731 0.096477 0.097275 0.098096 0.098931 26.32 35.32 JP Morgan Chase & Co. 48124ALG0 04/08/10 04/08/14 100.000 0.000 3.0012 0.083369 0.084620 0.085890 0.087179 22.03 30.90 JP Morgan Chase & Co. 48124ANY9 05/11/10 05/12/15 100.000 1.800 3.4048 0.094578 0.094583 0.095342 0.096114 0.096899 21.79 34.54 JP Morgan Chase & Co. 48124ARD1 06/09/10 06/09/15 100.000 0.000 3.8907 0.108076 0.110178 0.112321 0.114506 21.88 40.15 JP Morgan Chase & Co. 48124ASD0 05/28/10 05/31/16 100.000 0.000 3.9190 0.107665 0.107111 0.109810 0.111350 0.113532 23.44 40.48 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48124AUK1 06/15/10 06/15/15 100.000 1.650 3.6021 0.100059 0.101036 0.102030 0.103042 19.63 36.58 JP Morgan Chase & Co. 48124AZC4 08/31/10 08/29/14 100.000 0.000 2.1822 0.059625 0.060600 0.060595 7.33 22.06 JP Morgan Chase & Co. 48124AZW0 09/15/10 09/15/25 100.000 VARIES 3.5831 0.099533 0.096837 0.094093 10.55 34.77 KBC IFIMA NV 48240JAA5 06/27/08 06/27/13 100.000 6.000 4.7451 0.133224 0.136384 0.135666 0.134930 0.134177 48.54 48.70 KBC IFIMA NV 48240JAB3 08/07/08 08/07/12 100.000 0.000 4.5769 0.133025 0.136069 0.139183 0.142368 0.145626 49.32 51.61 KFW 48245ABB6 06/22/07 06/22/37 12.693 0.000 7.0001 24.09 0.029314 0.030340 0.031402 0.032501 0.033638 10.76 11.52 KFW 48245ACA7 12/29/09 12/29/19* 100.000 VARIES 3.3709 0.093637 16.67* Kendall, Kane & Will IL 488764NQ0 04/22/03 10/01/10 100.839 VARIES 4.3594 0.121261 0.121179 32.73 Kendall, Kane & Will IL 488764NR8 04/22/03 10/01/11 106.125 VARIES 4.6066 0.130123 0.129601 0.129068 0.128521 46.66 34.75 Kendall, Kane & Will IL 488764NS6 04/22/03 10/01/12 100.093 VARIES 4.7793 0.132836 0.132825 0.132812 0.132800 0.132787 47.82 47.81 Kendall, Kane & Will IL 488764NT4 04/22/03 10/01/13 100.778 VARIES 4.8954 0.136497 0.136438 0.136378 0.136316 0.136254 49.12 49.07 KFW 500769BR4 04/19/06 04/18/36 19.778 0.000 5.4761 43.78 0.036342 0.037337 0.038359 0.039410 0.040489 13.41 14.15 KFW 500769CH5 06/29/07 06/29/37 18.097 0.000 5.7800 27.77 0.033504 0.034473 0.035469 0.036494 0.037549 12.24 12.96 LTX-Credence Corporation 502403AA6 03/27/09 05/15/11 55.190 3.500 38.6963 0.719751 0.840199 0.983951 292.94 131.85 LTX-Credence Corporation 502403AB4 05/26/09 05/15/11 56.940 3.500 39.9143 0.731387 0.857949 1.009768 298.89 135.31 L-3 Commun Hldgs, Inc 502413AW7 07/29/05 08/01/35 100.000 VARIES 6.3295 0.202045 0.205802 0.209678 0.213676 0.217801 74.56 77.42 L-3 Commun Hldgs, Inc 502424AE4 07/29/05 08/01/35 100.000 VARIES 6.3295 0.202045 0.205802 0.209678 0.213676 0.217801 74.56 77.42 LaSalle Cnty, IL SD #125 504534CB2 03/06/08 12/01/10 105.068 VARIES 4.1024 0.116220 0.115100 38.15 LaSalle Cnty, IL SD #125 504534CC0 03/06/08 12/01/11 106.222 VARIES 4.2744 0.122960 0.121937 0.120892 0.119825 44.02 39.70 LaSalle Cnty, IL SD #125 504534CD8 03/06/08 12/01/12 107.706 VARIES 4.2894 0.125329 0.124353 0.123356 0.122338 0.121298 44.88 44.16 LaSalle Cnty, IL SD #125 504534CE6 03/06/08 12/01/13 108.599 VARIES 4.3978 0.129936 0.129037 0.128118 0.127178 0.126218 46.56 45.90 LaSalle Cnty, IL SD #141 504588ED2 05/12/06 12/01/10 107.147 VARIES 5.6677 0.160203 0.158840 52.62 LaSalle Cnty, IL SD #141 504588EF7 11/30/10 12/01/11 103.043 0.000 1.9209 0.054982 0.054986 0.055514 1.70 18.24 LaSalle Cnty, IL SD #141 504588EG5 11/30/10 12/01/12 105.252 VARIES 2.2326 0.065274 0.065279 0.066008 0.063553 2.02 23.58 LaSalle Cnty, IL SD #141 504588EH3 11/30/10 12/01/13 106.846 VARIES 2.6857 0.079710 0.079716 0.080787 0.077871 2.47 28.84 LaSalle Cnty, IL SD #150 504597AV7 09/03/08 12/01/10 106.236 VARIES 4.4934 0.128448 0.126653 42.06 LaSalle Cnty, IL SD #150 504597AW5 09/03/08 12/01/11 107.061 VARIES 4.8310 0.140314 0.138839 0.137328 0.135781 50.16 45.04 LaSalle cnty, IL SD #150 504597AX3 09/03/08 12/01/12 107.048 VARIES 5.0510 0.147640 0.146493 0.145317 0.144111 0.142875 52.87 52.02 LaSalle Cnty, IL SD #150 504597AY1 09/03/08 12/01/13 107.923 VARIES 5.1770 0.152912 0.151873 0.150807 0.149714 0.148592 54.80 54.03 Lake County IL SD #187 509262CV1 04/09/03 01/01/21 35.244 0.000 5.9694 171.16 0.086822 0.089414 0.092082 0.094831 31.72 33.64 Lamar Media Corporation 513075AN1 08/17/06 08/15/15 92.809 6.625 7.7500 21.43 0.019803 0.020571 0.021368 0.022196 0.023056 7.48 8.07 Lamar Media Corporation 513075AP6 08/17/06 08/15/15 92.809 6.625 7.7500 21.43 0.019803 0.020571 0.021368 0.022196 0.023056 7.48 8.07 Lamar Media Corporation 513075AQ4 08/17/06 08/15/15 92.809 6.625 7.7500 21.43 0.019803 0.020571 0.021368 0.022196 0.023056 7.48 8.07 Lamar Media Corporation 513075AV3 03/27/09 04/01/14 89.979 9.750 12.5008 11.65 0.044279 0.047046 0.049987 0.053111 0.056431 16.95 19.14 Lee & Ogle Counties, IL 523372AH3 07/02/03 04/01/10 101.077 VARIES 4.4821 0.124607 11.21 Lee & Ogle Counties, IL 523372AW0 06/09/05 04/01/10 72.903 0.000 6.6753 254.82 0.179437 16.15 Lee & Ogle Counties, IL 523372AX8 06/09/05 04/01/11 68.268 0.000 6.6757 238.64 0.168043 0.173652 0.179448 62.53 16.15 Legg Mason, Inc. 524901303 05/12/08 06/30/21 100.000 VARIES 6.9753 0.198292 0.199783 0.201325 0.202922 0.202597 71.66 72.77 Legg Mason, Inc. 524901AN5 05/12/08 06/30/21 100.000 VARIES 6.9753 0.198292 0.199783 0.201325 0.202922 0.202597 71.66 72.77 Lehman Bros Hldgs Inc 524908FJ4 04/29/03 04/29/10 100.000 0.000 4.4000 0.162188 19.14 Lehman Bros Hldgs Inc 524908FL9 05/01/03 05/01/10 100.000 0.250 4.3999 0.159915 19.19 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 524908FN5 05/08/03 05/08/10 100.000 0.250 4.2499 0.152984 19.43 Lehman Bros Hldgs Inc 524908FP0 05/13/03 05/13/10 100.000 0.250 4.1999 0.150700 19.89 Lehman Bros Hldgs Inc 524908JE1 09/10/03 06/10/10 100.000 0.000 4.5589 0.167861 26.69 Lehman Bros Hldgs Inc 524908JJ0 10/09/03 10/09/10 100.000 1.600 4.3099 0.141668 0.143763 39.76 Lehman Bros Hldgs Inc 524908LS7 02/11/04 02/11/11 100.000 0.750 4.3200 0.146281 0.148991 0.151759 53.92 6.07 Lehman Bros Hldgs Inc 524908MJ6 10/06/04 10/06/11 100.000 0.250 4.4000 0.150248 0.153401 0.156623 0.159916 55.20 43.66 Lehman Bros Hldgs Inc 524908NL0 06/21/05 06/21/10 100.000 0.750 4.4580 0.146440 24.89 Lehman Bros Hldgs Inc 524908NM8 06/29/05 06/29/12 100.000 0.250 4.4344 0.148542 0.151681 0.154890 0.158171 0.161524 54.05 56.36 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 0.151006 0.152698 0.154432 0.156209 0.158031 54.88 56.14 Lehman Bros Hldgs Inc 524908PA2 11/17/05 11/17/12 100.000 3.000 5.2215 0.159172 0.161152 0.163184 0.165268 0.167407 57.83 59.31 Lehman Bros Hldgs Inc 524908PG9 01/06/06 01/06/12 100.000 0.250 5.0450 0.165515 0.169514 0.173615 0.177820 0.182130 61.72 64.75 Lehman Bros Hldgs Inc 524908PN4 03/29/06 03/29/13 100.000 1.500 5.4019 0.172286 0.175814 0.179437 0.183158 0.186980 63.32 65.96 Lehman Bros Hldgs Inc 524908SH4 08/01/06 08/01/13 100.000 2.000 5.4200 0.167088 0.170110 0.173215 0.176403 0.179678 61.61 63.90 Lehman Bros Hldgs Inc 524908TX8 10/12/06 10/12/11 100.000 0.250 5.5099 0.178933 0.183672 0.188541 0.193544 66.03 53.88 Lehman Bros Hldgs Inc 524908TZ3 10/17/06 10/17/13 100.000 1.000 5.3799 0.170450 0.174288 0.178229 0.182277 0.186433 62.63 65.50 Lehman Bros Hldgs Inc 524908UC2 12/12/06 12/12/13 100.000 0.250 5.0399 0.161429 0.165322 0.169313 0.173405 0.177599 58.96 61.85 Lehman Bros Hldgs Inc 524908UE8 12/11/06 12/11/11 104.625 0.000 5.0399 0.170065 0.174351 0.178744 0.183249 62.17 61.58 Lehman Bros Hldgs Inc 524908UH1 12/21/06 12/21/11 100.000 0.000 5.2200 0.169242 0.173659 0.178192 0.182843 61.81 63.20 Lehman Bros Hldgs Inc 524908UL2 12/27/06 12/27/13 100.000 0.450 5.1200 0.163467 0.167332 0.171296 0.175361 0.179530 59.58 62.43 Lehman Bros Hldgs Inc 524908UU2 02/06/07 02/06/14 100.000 1.250 5.5630 0.172143 0.175965 0.179894 0.183932 0.188082 63.78 66.68 Lehman Bros Hldgs Inc 524908UY4 02/16/07 02/16/12 100.000 0.250 5.3845 0.169831 0.174216 0.178720 0.183344 0.188093 63.13 66.44 Lehman Bros Hldgs Inc 524908VU1 03/29/07 03/29/14 100.000 1.000 5.6108 0.174860 0.178986 0.183228 0.187589 0.192072 64.46 67.56 Lehman Bros Hldgs Inc 52517P2E0 05/23/07 05/23/22 100.000 VARIES 5.3475 0.132290 0.132755 0.133233 0.133723 0.134227 47.74 48.09 Lehman Bros Hldgs Inc 52517P2J9 05/24/07 05/24/24 100.000 VARIES 5.5681 0.143684 0.143934 0.144190 0.144454 0.144725 51.79 51.98 Lehman Bros Hldgs Inc 52517P2V2 01/11/08 01/11/11 100.000 0.000 5.2399 0.157298 0.161419 0.165649 58.79 1.66 Lehman Bros Hldgs Inc 52517P3A7 06/29/07 06/29/10 100.000 0.000 5.5600 0.177140 31.53 Lehman Bros Hldgs Inc 52517P4E8 08/08/07 08/09/10 100.000 0.000 5.8200 0.181352 0.186629 40.48 Lehman Bros Hldgs Inc 52517P4Q1 08/31/07 08/31/10 100.000 0.000 6.2200 0.194216 0.196991 47.51 Lehman Bros Hldgs Inc 52517P4R9 11/14/07 11/14/12 100.000 0.000 5.9599 0.186190 0.191738 0.197452 0.203336 0.209395 68.56 72.70 Lehman Bros Hldgs Inc 52517P4T5 08/29/07 08/29/22 100.000 VARIES 6.2092 0.153484 0.150163 0.145072 0.141442 0.135390 54.37 51.08 Lehman Bros Hldgs Inc 52517P4U2 07/01/08 07/02/12 100.000 0.000 6.2999 0.186231 0.192097 0.198148 0.204390 0.210828 70.23 74.73 Lehman Bros Hldgs Inc 52517P4W8 08/31/07 08/31/10 100.000 0.000 6.2200 0.194216 0.196991 47.51 Lehman Bros Hldgs Inc 52517P4X6 08/21/07 08/21/37 100.000 VARIES 7.1259 0.195229 0.197731 0.200323 0.203006 0.205786 71.40 73.31 Lehman Bros Hldgs Inc 52517P5M9 10/02/07 10/04/10 100.000 0.000 5.4599 0.168970 0.173583 46.96 Lehman Bros Hldgs Inc 52517P5P2 10/02/07 10/04/10 100.000 0.000 5.4599 0.168970 0.173583 46.96 Lehman Bros Hldgs Inc 52517P5S6 09/26/07 09/26/22 100.000 VARIES 5.7211 0.142169 0.138290 0.134299 0.130195 0.126768 49.73 46.89 Lehman Bros Hldgs Inc 52517P6R7 10/10/07 10/11/10 100.000 0.000 5.5800 0.173063 0.177891 49.33 Lehman Bros Hldgs Inc 52517P6V8 11/01/07 11/01/10 100.000 0.000 5.2500 0.161759 0.166006 49.29 Lehman Bros Hldgs Inc 52517P7A3 10/11/07 10/11/11 80.899 0.000 5.3700 101.18 0.134167 0.137770 0.141469 0.145267 49.53 40.30 Lehman Bros Hldgs Inc 52517P7D7 10/31/07 11/01/10 100.000 0.000 5.4599 0.168945 0.173557 51.51 Lehman Bros Hldgs Inc 52517PAE1 10/15/93 10/15/23 100.000 VARIES 6.9789 0.206737 0.206459 0.206170 0.205872 0.205563 74.33 74.12 Lehman Bros Hldgs Inc 52517PC25 10/20/05 10/20/20 100.000 VARIES 5.2456 0.133019 0.130746 0.129868 0.126097 0.122955 47.91 46.21 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 52517PE98 03/15/06 03/15/11 100.000 0.000 5.2946 0.176589 0.181264 0.186063 65.42 13.77 Lehman Bros Hldgs Inc 52517PH46 05/17/06 05/17/21 100.000 VARIES 5.8803 0.164018 0.164553 0.165103 0.165670 0.166049 59.19 59.58 Lehman Bros Hldgs Inc 52517PK42 07/26/06 07/26/21 100.000 VARIES 4.6197 0.123649 0.124259 0.124884 0.125523 0.126016 44.81 45.25 Lehman Bros Hldgs Inc 52517PL66 09/14/06 09/14/21 95.000 VARIES 5.7713 0.150400 0.150051 0.149692 0.149322 0.148942 54.01 53.74 Lehman Bros Hldgs Inc 52517PL74 09/12/06 09/12/11 100.000 0.000 5.4399 0.177511 0.182340 0.187299 0.192394 65.84 47.93 Lehman Bros Hldgs Inc 52517PM24 09/29/06 09/29/21 95.500 VARIES 5.8013 0.152808 0.152607 0.152401 0.152188 0.151970 54.94 54.79 Lehman Bros Hldgs Inc 52517PM99 10/27/06 10/27/16 94.650 VARIES 5.6132 0.147899 0.147957 0.148017 0.148078 0.148141 53.26 53.30 Lehman Bros Hldgs Inc 52517PN64 11/07/06 11/07/16 100.000 VARIES 5.5099 0.145186 0.145359 0.145537 0.145721 0.145909 52.32 52.45 Lehman Bros Hldgs Inc 52517PQ20 12/28/06 12/28/21 100.000 VARIES 5.1185 0.138173 0.137444 0.136696 0.135929 0.135142 49.61 49.07 Lehman Bros Hldgs Inc 52517PQ87 12/21/06 12/21/21 97.500 VARIES 5.3886 0.134837 0.134728 0.134616 0.134501 0.134382 48.52 48.44 Lehman Bros Hldgs Inc 52517PR37 01/12/07 01/12/22 100.000 VARIES 5.3883 0.139431 0.139670 0.139916 0.140168 0.140427 50.32 50.50 Lehman Bros Hldgs Inc 52517PT27 02/15/07 02/15/22 97.500 VARIES 5.4901 0.146086 0.145521 0.144940 0.144344 0.143731 52.33 51.91 Lehman Bros Hldgs Inc 52517PT68 02/16/07 02/16/17 100.000 VARIES 5.6999 0.148220 0.148763 0.149322 0.149896 0.150487 53.61 54.02 Lehman Bros Hldgs Inc 52517PU82 03/05/07 03/05/22 100.000 VARIES 5.5000 0.145033 0.145252 0.145478 0.145710 0.145948 52.30 52.47 Lehman Bros Hldgs Inc 52517PUL3 06/12/03 06/12/18 100.000 VARIES 5.2471 0.132261 0.129971 0.127627 0.123809 0.120605 47.76 45.74 Lehman Bros Hldgs Inc 52517PUP4 07/03/03 07/03/18 100.000 VARIES 4.7451 0.104618 0.103959 0.099855 0.099003 0.094864 37.20 35.38 Lehman Bros Hldgs Inc 52517PUR0 07/17/03 07/17/15 100.000 VARIES 4.3972 0.096373 0.095721 0.096135 0.099877 0.100408 35.02 36.48 Lehman Bros Hldgs Inc 52517PV40 06/19/07 06/19/17 100.000 VARIES 5.4394 0.147682 0.147861 0.148045 0.148233 0.148427 53.20 53.33 Lehman Bros Hldgs Inc 52517PVC2 08/27/03 08/27/10 100.000 0.250 4.7000 0.170293 0.174132 40.88 Lehman Bros Hldgs Inc 52517PVE8 09/25/03 09/25/10 100.000 0.250 4.3900 0.156175 0.159451 41.82 Lehman Bros Hldgs Inc 52517PVG3 09/30/03 09/30/10 100.000 0.250 4.3099 0.152602 0.155741 41.62 Lehman Bros Hldgs Inc 52517PVN8 12/17/03 12/17/18 100.000 VARIES 6.0028 0.180439 0.180258 0.181611 0.180990 0.181373 65.84 66.17 Lehman Bros Hldgs Inc 52517PVR9 01/13/04 01/13/11 100.000 0.250 4.3800 0.152539 0.155728 0.158986 56.57 1.91 Lehman Bros Hldgs Inc 52517PW80 04/20/07 04/20/22 100.000 VARIES 5.1283 0.137313 0.136204 0.135067 0.133900 0.132704 49.07 48.25 Lehman Bros Hldgs Inc 52517PWB3 04/08/04 04/08/14 100.000 VARIES 4.8469 0.112891 0.112346 0.113038 0.114707 0.117487 41.12 41.94 Lehman Bros Hldgs Inc 52517PWC1 04/08/04 04/08/11 100.000 VARIES 4.2283 0.109096 0.110794 0.113758 40.53 11.03 Lehman Bros Hldgs Inc 52517PWD9 04/14/04 04/14/11 100.000 VARIES 3.5801 0.098085 0.097637 0.098264 35.73 10.12 Lehman Bros Hldgs Inc 52517PWR8 05/13/04 09/16/10 90.250 1.000 4.8310 0.148228 0.151137 38.32 Lehman Bros Hldgs Inc 52517PWX5 07/07/04 07/07/11 100.000 0.250 5.0499 0.178038 0.182358 0.186787 0.191328 66.39 35.56 Lehman Bros Hldgs Inc 52517PX55 04/27/07 04/27/22 100.000 VARIES 5.3982 0.140053 0.137910 0.138258 0.138616 0.138983 49.92 49.88 Lehman Bros Hldgs Inc 52517PX71 04/17/07 04/17/37 100.000 VARIES 6.2486 0.167665 0.167696 0.167728 0.167762 0.167796 60.37 60.39 Lehman Bros Hldgs Inc 52517PXM8 10/25/04 10/25/17 100.000 VARIES 5.2494 0.141578 0.141273 0.142533 0.142247 0.142754 51.69 51.99 Lehman Bros Hldgs Inc 52517PXQ9 11/01/04 11/01/14 100.000 VARIES 4.9383 0.130411 0.130202 0.129987 0.130453 0.130931 46.88 46.94 Lehman Bros Hldgs Inc 52517PXS5 10/29/04 10/29/19 100.000 VARIES 5.4644 0.128571 0.125390 0.123519 0.120229 0.117541 46.02 44.10 Lehman Bros Hldgs Inc 52517PXV8 11/18/04 11/18/11 100.000 VARIES 5.0706 0.131480 0.131370 0.135668 0.135595 48.15 43.54 Lehman Bros Hldgs Inc 52517PXW6 11/22/04 11/22/19 100.000 VARIES 5.5393 0.149269 0.147892 0.151446 0.149716 0.152130 54.32 54.99 Lehman Bros Hldgs Inc 52517PXZ9 12/07/04 12/07/16 100.000 VARIES 5.2285 0.138182 0.138163 0.138144 0.138851 0.139576 49.74 49.89 Lehman Bros Hldgs Inc 52517PYD7 12/23/04 12/23/11 100.000 VARIES 4.7678 0.119206 0.121381 0.124957 0.127237 43.96 44.90 Lehman Bros Hldgs Inc 52517PYE5 12/23/04 12/23/19 100.000 VARIES 5.6986 0.149609 0.149528 0.151111 0.151064 0.151865 54.61 55.15 Lehman Bros Hldgs Inc 52517PYG0 12/30/04 12/30/19 100.000 VARIES 5.5380 0.144218 0.144673 0.145141 0.145544 0.145959 52.00 52.32 Lehman Bros Hldgs Inc 52517PYH8 01/06/05 01/06/20 100.000 VARIES 5.8754 0.153909 0.152718 0.149861 0.146919 0.143890 54.48 52.38 Lehman Bros Hldgs Inc 52517PYJ4 12/30/04 12/30/19 100.000 VARIES 5.8784 0.155822 0.156319 0.156832 0.157359 0.157902 56.19 56.56 Lehman Bros Hldgs Inc 52517PYM7 01/28/05 01/28/20 100.000 VARIES 5.9154 0.155283 0.154125 0.151289 0.148369 0.145363 55.08 53.03 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 52517PYR6 02/02/05 02/02/17 100.000 VARIES 5.4992 0.145449 0.148317 0.146362 0.149271 0.147139 53.75 54.07 Lehman Bros Hldgs Inc 52517PYT2 02/24/05 02/24/20 100.000 VARIES 5.1276 0.129781 0.130260 0.130751 0.131254 0.131628 46.93 47.27 Lehman Bros Hldgs Inc 52517PYU9 02/24/05 02/24/20 100.000 VARIES 5.0875 0.128137 0.128747 0.129372 0.130013 0.130423 46.40 46.82 Lehman Bros Hldgs Inc 52517PYW5 03/23/05 03/23/20 100.000 VARIES 5.1879 0.132908 0.133401 0.133907 0.134427 0.134887 48.03 48.40 Lehman Bros Hldgs Inc 52517PYX3 03/17/05 03/17/20 100.000 VARIES 5.2322 0.156114 0.157473 0.158250 0.159047 0.159865 56.67 57.28 Lehman Bros Hldgs Inc 52517PZ38 06/22/07 06/22/22 100.000 VARIES 5.7685 0.152335 0.152546 0.152764 0.152988 0.153218 54.88 55.04 Lehman Bros Hldgs Inc 52517PZ87 05/23/07 05/23/22 100.000 VARIES 5.5672 0.138333 0.138742 0.139164 0.139596 0.140041 49.91 50.21 Lehman Bros Hldgs Inc 52517PZA2 03/23/05 03/23/20 100.000 VARIES 5.7272 0.146340 0.146951 0.147579 0.148226 0.148493 52.91 53.33 Lehman Bros Hldgs Inc 52517PZJ3 05/11/05 05/11/15 100.000 VARIES 5.2579 0.136342 0.135723 0.135088 0.134437 0.133768 48.91 48.45 Lehman Bros Hldgs Inc 52517PZL8 05/19/05 05/19/20 100.000 VARIES 5.8181 0.160127 0.159936 0.158932 0.157899 0.156836 57.56 56.94 Lehman Bros Hldgs Inc 52517PZM6 05/19/05 05/19/20 100.000 VARIES 5.8231 0.176680 0.178589 0.179260 0.179950 0.180660 64.06 64.72 Lehman Bros Hldgs Inc 52517PZN4 05/26/05 05/26/15 100.000 VARIES 5.1761 0.119374 0.117432 0.117317 0.117200 0.120233 42.55 42.32 Lehman Bros Hldgs Inc 52517PZS3 06/23/05 06/23/20 100.000 VARIES 5.4824 0.163637 0.165077 0.165795 0.166532 0.167290 59.19 59.83 Lehman Bros Hldgs Inc 52520W283 06/16/08 07/29/11 100.000 0.000 5.9599 0.176819 0.182089 0.187515 0.193103 66.23 40.01 Lehman Bros Hldgs Inc 52520W564 03/30/07 03/31/11 100.000 0.000 5.0675 0.159527 0.163569 0.167713 58.90 14.93 Lehman Bros Hldgs Inc 52520WAG6 06/23/06 06/23/11 100.000 0.250 5.8865 0.198765 0.204411 0.210223 72.66 36.16 Lehman Bros Hldgs Inc 52523J412 02/29/08 02/26/10 100.000 0.000 6.3699 0.190073 10.64 Lehman Bros Hldgs Inc 52523J420 03/07/08 03/08/10 100.000 0.000 6.1000 0.185458 12.43 Lehman Bros Hldgs Inc 52523J438 03/31/08 03/31/10 100.000 0.000 4.3100 0.127631 11.36 Lehman Bros Hldgs Inc 5252M0AJ6 12/28/07 12/28/22 100.000 VARIES 5.6093 0.153210 0.153222 0.153234 0.153247 0.153260 55.16 55.17 Lehman Bros Hldgs Inc 5252M0AL1 03/20/08 03/22/10 100.000 0.000 5.9499 0.180531 14.62 Lehman Bros Hldgs Inc 5252M0AM9 11/19/07 11/19/37 100.000 VARIES 7.4282 0.198641 0.195438 0.198715 0.195514 0.197702 71.92 71.90 Lehman Bros Hldgs Inc 5252M0AP2 02/07/08 02/07/12 100.000 0.000 5.2100 0.156330 0.160402 0.164581 0.168868 0.173267 58.20 61.27 Lehman Bros Hldgs Inc 5252M0AQ0 11/30/07 11/30/10 100.000 0.000 5.5100 0.170632 0.175333 56.98 Lehman Bros Hldgs Inc 5252M0AV9 11/27/07 11/27/37 11.746 0.000 7.2677 18.96 0.027353 0.028347 0.029377 0.030444 0.031550 10.09 10.84 Lehman Bros Hldgs Inc 5252M0AY3 12/28/07 12/28/22 100.000 VARIES 5.8488 0.156668 0.156782 0.156899 0.157020 0.157144 56.42 56.51 Lehman Bros Hldgs Inc 5252M0BF3 01/11/08 01/11/10 100.000 0.000 5.0900 0.152462 1.52 Lehman Bros Hldgs Inc 5252M0BG1 01/11/08 01/11/12 100.000 0.000 5.3999 0.162481 0.166868 0.171373 0.176000 0.180752 60.79 64.12 Lehman Bros Hldgs Inc 5252M0BH9 12/27/07 12/27/11 100.000 0.000 5.7000 0.177170 0.182219 0.187413 0.192754 64.73 67.68 Lehman Bros Hldgs Inc 5252M0BJ5 12/28/07 12/28/22 100.000 VARIES 5.8954 0.159983 0.158967 0.157921 0.156845 0.155736 57.40 56.65 Lehman Bros Hldgs Inc 5252M0BK2 03/20/08 03/20/12 100.000 0.000 6.5800 0.201418 0.208045 0.214889 0.221959 0.229262 75.06 80.08 Lehman Bros Hldgs Inc 5252M0BR7 02/14/08 02/14/12 100.000 0.000 5.0900 0.152461 0.156341 0.160320 0.164400 0.168584 56.66 59.58 Lehman Bros Hldgs Inc 5252M0BT3 02/14/08 02/12/10 100.000 0.000 4.5399 0.134862 5.53 Lehman Bros Hldgs Inc 5252M0BU0 02/14/08 02/14/12 100.000 0.000 5.0900 0.152461 0.156341 0.160320 0.164400 0.168584 56.66 59.58 Lehman Bros Hldgs Inc 5252M0BV8 02/14/08 02/12/10 100.000 0.000 4.5399 0.134862 5.53 Lehman Bros Hldgs Inc 5252M0CE5 02/20/08 02/19/10 100.000 0.000 4.5000 0.133613 6.41 Lehman Bros Hldgs Inc 5252M0CH8 02/06/08 02/06/23 100.000 VARIES 5.6140 0.150207 0.148186 0.146107 0.143971 0.141774 53.12 51.59 Lehman Bros Hldgs Inc 5252M0CK1 02/12/08 02/12/38 100.000 VARIES 7.2994 0.200755 0.200765 0.200777 0.200789 0.200801 72.28 72.29 Lehman Bros Hldgs Inc 5252M0CV7 02/27/08 02/27/23 100.000 VARIES 5.1091 0.135767 0.135928 0.136093 0.136262 0.136436 48.95 49.07 Lehman Bros Hldgs Inc 5252M0DA2 02/29/08 02/28/11 100.000 0.000 6.6600 0.202977 0.206316 0.216720 76.39 12.57 Lehman Bros Hldgs Inc 5252M0DB0 05/21/08 05/21/12 100.000 0.000 5.1300 0.153749 0.157693 0.161738 0.165886 0.170141 56.38 59.31 Lehman Bros Hldgs Inc 5252M0DF1 02/28/08 02/28/12 100.000 0.000 5.1099 0.149777 0.153603 0.160139 0.161553 0.168426 56.65 59.73 Lehman Bros Hldgs Inc 5252M0DK0 02/14/08 02/16/10 100.000 0.000 6.3999 0.195465 8.80 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 5252M0DM6 02/29/08 03/01/10 100.000 0.000 4.5064 0.133111 7.85 Lehman Bros Hldgs Inc 5252M0DP9 03/31/08 03/31/23 100.000 VARIES 5.5588 0.147628 0.147800 0.147977 0.148159 0.148345 53.21 53.34 Lehman Bros Hldgs Inc 5252M0DQ7 03/20/08 09/20/12 100.000 0.000 6.9999 0.215584 0.223129 0.230939 0.239022 0.247387 80.52 86.25 Lehman Bros Hldgs Inc 5252M0EC7 03/10/08 03/10/23 100.000 VARIES 7.2993 0.200551 0.199760 0.199831 0.199905 0.199981 71.98 71.97 Lehman Bros Hldgs Inc 5252M0ED5 03/19/08 03/19/10 100.000 0.000 5.9499 0.180471 14.08 Lehman Bros Hldgs Inc 5252M0EF0 03/28/08 03/28/12 100.000 0.000 5.2000 0.156007 0.160063 0.164224 0.168494 0.172875 57.66 60.69 Lehman Bros Hldgs Inc 5252M0EH6 03/13/08 03/13/23 100.000 VARIES 6.8587 0.184567 0.184705 0.184847 0.184994 0.185146 66.50 66.60 Lehman Bros Hldgs Inc 5252M0EL7 04/21/08 04/21/10 100.000 0.000 5.0299 0.150531 16.56 Lehman Bros Hldgs Inc 5252M0EM5 03/31/08 03/31/11 100.000 0.000 4.7900 0.142847 0.146268 0.149771 52.67 13.33 Lehman Bros Hldgs Inc 5252M0EN3 03/05/08 03/05/18 92.300 5.250 6.2995 10.73 0.017208 0.017750 0.018309 0.018886 0.019480 6.42 6.83 Lehman Bros Hldgs Inc 5252M0EP8 03/24/08 03/21/11 100.000 0.000 4.1948 0.123969 0.126569 0.129224 45.62 10.34 Lehman Bros Hldgs Inc 5252M0EQ6 03/31/08 04/01/13 100.000 0.000 7.0999 0.219022 0.226797 0.234848 0.243185 0.251818 81.67 87.57 Lehman Bros Hldgs Inc 5252M0ES2 05/27/08 05/27/10 100.000 VARIES 5.0779 0.147734 21.57 Lehman Bros Hldgs Inc 5252M0ET0 03/17/08 03/17/23 100.000 VARIES 6.5597 0.180959 0.180989 0.181019 0.181051 0.181083 65.16 65.18 Lehman Bros Hldgs Inc 5252M0EW3 04/10/08 04/10/23 100.000 VARIES 7.4983 0.201012 0.201173 0.201339 0.201512 0.201691 72.42 72.54 Lehman Bros Hldgs Inc 5252M0EX1 04/30/08 04/29/11 100.000 0.000 5.5100 0.166033 0.170607 0.175307 61.17 20.69 Lehman Bros Hldgs Inc 5252M0EZ6 04/30/08 04/30/13 100.000 VARIES 5.9609 0.176996 0.178546 0.183867 0.185622 0.191154 64.42 66.95 Lehman Bros Hldgs Inc 5252M0FE2 05/22/08 11/23/12 100.000 0.000 5.8959 0.178723 0.183991 0.189415 0.194999 0.200748 65.69 69.63 Lehman Bros Hldgs Inc 5252M0FF9 05/16/08 05/17/10 100.000 0.000 5.2099 0.156352 21.26 Lehman Bros Hldgs Inc 5252M0FM4 05/05/08 05/05/10 100.000 0.000 4.9399 0.147643 18.31 Lehman Bros Hldgs Inc 5252M0FN2 05/30/08 05/31/11 100.000 0.000 5.5600 0.165871 0.169551 0.175222 61.52 26.28 Lehman Bros Hldgs Inc 5252M0FV4 05/29/08 05/29/12 100.000 0.000 6.1184 0.186038 0.191730 0.197595 0.203640 0.209870 68.37 72.62 Lehman Bros Hldgs Inc 5252M0FW2 05/19/08 05/19/23 100.000 VARIES 7.2491 0.200110 0.199661 0.199196 0.198713 0.198214 71.92 71.58 Lehman Bros Hldgs Inc 5252M0FY8 05/30/08 05/30/13 100.000 0.000 6.1200 0.186089 0.191783 0.197652 0.203700 0.209933 68.38 72.62 Lehman Bros Hldgs Inc 5252M0FZ5 06/30/08 12/30/10 100.000 0.000 5.8300 0.176525 0.181671 64.30 Lehman Bros Hldgs Inc 5252M0GC5 06/30/08 06/30/11 100.000 0.000 6.0299 0.183112 0.188633 0.194320 66.93 34.78 Lehman Bros Hldgs Inc 5252M0GD3 06/26/08 06/26/23 100.000 VARIES 8.0972 0.213896 0.214129 0.214371 0.214622 0.214884 77.05 77.22 Lehman Bros Hldgs Inc 5252M0GF8 08/14/08 08/15/11 100.000 0.000 7.5200 0.224940 0.233398 0.242173 0.251279 84.84 55.89 Lehman Bros Hldgs Inc 5252M0GG6 06/27/08 06/27/12 100.000 0.000 6.2000 0.188741 0.194592 0.200624 0.206844 0.213256 69.05 73.39 Lehman Bros Hldgs Inc 5252M0GJ0 08/07/08 08/07/12 100.000 0.000 7.7699 0.232929 0.241979 0.251379 0.261145 0.271291 88.14 95.12 Lehman Bros Hldgs Inc 5252M0GN1 06/26/08 06/26/23 100.000 VARIES 8.2966 0.217308 0.217581 0.217866 0.218163 0.218471 78.28 78.49 Lehman Bros Hldgs Inc 5252M0GP6 06/24/08 06/24/11 100.000 0.000 6.0900 0.185096 0.190732 0.196540 67.73 34.00 Lehman Bros Hldgs Inc 5252M0GQ4 07/14/08 07/14/23 100.000 VARIES 8.3470 0.220879 0.221093 0.221316 0.221548 0.221790 79.63 79.79 Lehman Bros Hldgs Inc 5252M0GR2 06/30/08 12/30/11 100.000 0.000 6.1400 0.186751 0.192484 0.198394 0.204484 68.27 72.32 Lehman Bros Hldgs Inc 5252M0GX9 08/22/08 08/22/11 100.000 0.000 7.5600 0.226176 0.234726 0.243598 0.252806 85.21 57.93 Liberty Media Corp. 530715AF8 11/16/99 11/15/29 100.000 4.000 9.0689 0.452861 0.468357 0.484557 0.501490 0.519192 167.28 179.08 Liberty Media Corp. 530715AG6 11/16/99 11/15/29 100.000 4.000 9.0689 0.452861 0.468357 0.484557 0.501490 0.519192 167.28 179.08 Liberty Media Corp. 530715AK7 02/10/00 02/15/30 100.000 3.750 9.4298 0.483276 0.501151 0.519868 0.539468 0.559992 182.17 196.14 Liberty Media Corp. 530715AL5 02/10/00 02/15/30 100.000 3.750 9.4298 0.483276 0.501151 0.519868 0.539468 0.559992 182.17 196.14 Liberty Media Corp. 530715AM3 01/11/01 01/15/31 100.000 3.500 N/A 0.392133 0.405174 0.418743 0.432854 0.447524 147.93 158.07 Liberty Media Corp. 530715AN1 01/11/01 01/15/31 100.000 3.500 N/A 0.392133 0.405174 0.418743 0.432854 0.447524 147.93 158.07 Liberty Media Corp. 530715AP6 03/08/01 03/15/31 100.000 3.250 10.3696 0.558269 0.582534 0.608057 0.634903 0.663141 210.62 229.57 Liberty Media Corp. 530715AQ4 03/08/01 03/15/31 100.000 3.250 10.3696 0.558269 0.582534 0.608057 0.634903 0.663141 210.62 229.57 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Liberty Media Corp. 530715AR2 03/08/01 03/15/31 100.000 3.250 10.3696 0.558269 0.582534 0.608057 0.634903 0.663141 210.62 229.57 Liberty Media Corp. 530718AB1 03/26/03 03/30/23 98.500 0.750 5.6006 0.210550 0.215863 0.221325 0.226939 0.232711 77.73 81.72 Liberty Media Corp. 530718AF2 03/26/03 03/30/23 98.500 0.750 N/A 0.266076 0.273787 0.281829 0.290217 0.298965 98.61 104.53 Linear Technology Corp. 535678AA4 04/24/07 05/01/27 100.000 VARIES 7.0000 0.215480 0.220105 0.224892 0.229847 0.234975 78.97 82.46 Linear Technology Corp. 535678AB2 04/24/07 05/01/27* 100.000 VARIES 6.9998 0.214816 0.219296 65.25* Linear Technology Corp. 535678AC0 04/24/07 05/01/27 100.000 VARIES 7.0000 0.215480 0.220105 0.224892 0.229847 0.234975 78.97 82.46 Linear Technology Corp. 535678AD8 04/24/07 05/01/27* 100.000 VARIES 6.9998 0.214816 0.219296 65.25* Lithia Motors, Inc. 536797AA1 05/03/04 05/01/14 100.000 VARIES 8.9998 0.355833 0.367478 0.379606 0.392241 0.405402 131.62 140.48 Lithia Motors, Inc. 536797AB9 05/03/04 05/01/14 100.000 VARIES 8.9998 0.355833 0.367478 0.379606 0.392241 0.405402 131.62 140.48 Livingston Counties, IL 538412AQ0 10/27/10 12/01/11 102.139 0.000 1.7298 0.049080 0.049160 0.049586 3.14 16.30 Livingston Counties, IL 538412AR8 10/27/10 12/01/12 103.208 VARIES 2.0372 0.058407 0.058519 0.059115 0.057407 3.74 21.14 Livingston Counties, IL 538412AS6 10/27/10 12/01/13 103.968 VARIES 2.5380 0.073300 0.073475 0.074408 0.072226 4.70 26.58 Livingston Counties, IL 538412AT4 10/27/10 12/01/14 105.289 VARIES 2.7890 0.081571 0.081786 0.082927 0.080377 5.23 29.61 Livingston Counties, IL 538412AU1 10/27/10 12/01/15 104.254 VARIES 3.2393 0.093811 0.094098 0.095622 0.092866 6.01 34.11 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 MTR Gaming Group, Inc. 553769AG5 08/12/09 07/15/14 95.248 12.625 13.9919 2.71 0.019500 0.020660 0.022105 0.023652 0.025307 7.66 8.77 MTR Gaming Group, Inc. 553769AH3 08/12/09 07/15/14 95.248 12.625 13.9919 2.71 0.019500 0.020660 0.022105 0.023652 0.025307 7.66 8.77 Macon CNTYS DIST 537, IL 555545BM3 04/01/10 12/01/11 103.604 0.000 1.5184 0.043700 0.043811 0.044144 0.044479 11.83 14.63 Macon CNTYS DIST 537, IL 555545BN1 04/01/10 12/01/12 105.299 0.000 1.8728 0.054779 0.054950 0.055465 0.055984 0.056508 14.84 20.09 Macon CNTYS DIST 537, IL 555545BP6 04/01/10 12/01/13 105.732 0.000 2.4439 0.071778 0.072070 0.072951 0.073843 0.074745 19.47 26.48 Macon CNTYS DIST 537, IL 555545BQ4 04/01/10 12/01/14 105.395 0.000 2.8119 0.082324 0.082710 0.083873 0.085052 0.086248 22.34 30.48 Macon CNTYS DIST 537, IL 555545BR2 04/01/10 12/01/15 105.886 0.000 3.0211 0.088860 0.089308 0.090657 0.092026 0.093416 24.13 32.97 Macon CNTYS DIST 537, IL 555545BS0 04/01/10 12/01/16 106.138 0.000 3.2973 0.097216 0.097750 0.099361 0.101000 0.102665 26.41 36.16 Macon CNTYS DIST 537, IL 555545BT8 04/01/10 12/01/17 103.230 0.000 3.7059 0.106268 0.106925 0.108906 0.110924 0.112979 28.89 39.69 Macon CNTYS DIST 537, IL 555545BU5 04/01/10 12/01/18 105.024 0.000 3.5846 0.104577 0.105202 0.107088 0.109007 0.110961 28.42 39.01 Macoupin CNTY SD #1, IL 556003DN8 10/26/10 12/01/11 104.371 0.000 1.4738 0.042729 0.042791 0.043106 2.78 14.18 Macoupin CNTY SD #1, IL 556003DP3 10/26/10 12/01/12 107.851 VARIES 1.9309 0.057848 0.057956 0.058516 0.055577 3.76 20.89 Mariner Energy Inc. 56845TAG2 06/10/09 06/30/16* 97.093 11.750 12.3796 1.52 0.008011 0.008507 2.83* Marion County, OR 56913RAJ7 03/28/02 06/01/10 58.440 0.000 6.6784 388.67 0.179518 26.93 Marion County, OR 56913RAK4 03/28/02 06/01/11 53.951 0.000 6.8387 369.70 0.171738 0.177611 0.183684 63.24 27.55 Marion County, OR 56913RAL2 03/28/02 06/01/12 49.948 0.000 6.9388 348.61 0.162526 0.168165 0.173999 0.180036 0.186282 59.87 64.09 Marion County, OR 56913RAM0 03/28/02 06/01/13 46.303 0.000 7.0088 327.31 0.152979 0.158340 0.163889 0.169632 0.175577 56.36 60.38 Marion County, OR 56913RAN8 03/28/02 06/01/14 42.967 0.000 7.0588 306.49 0.143502 0.148567 0.153811 0.159239 0.164860 52.88 56.68 Marion County, OR 56913RAP3 03/28/02 06/01/15 39.329 0.000 7.2089 288.16 0.135646 0.140535 0.145601 0.150849 0.156286 50.01 53.68 Marion County, OR 56913RAQ1 03/28/02 06/01/16 36.142 0.000 7.3089 269.52 0.127324 0.131977 0.136800 0.141799 0.146981 46.96 50.45 Marion County, OR 56913RAR9 03/28/02 06/01/17 33.393 0.000 7.3590 251.21 0.118884 0.123258 0.127794 0.132496 0.137371 43.85 47.14 Marion County, OR 56913RAS7 03/28/02 06/01/18 31.307 0.000 7.3092 233.48 0.110297 0.114328 0.118506 0.122837 0.127326 40.68 43.71 Marion County, OR 56913RAT5 03/28/02 06/01/19 28.898 0.000 7.3592 217.40 0.102886 0.106672 0.110597 0.114666 0.118886 37.95 40.80 Marion County, OR 56913RAU2 03/28/02 06/01/20 26.649 0.000 7.4091 202.23 0.095876 0.099428 0.103111 0.106931 0.110892 35.37 38.04 Marquee Holdings, Inc. 57143VAA7 08/18/04 08/15/14 55.894 VARIES 11.9996 0.333327 0.333327 0.333327 0.333326 0.333326 120.00 120.00 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Marquee Holdings, Inc. 57143VAB5 08/18/04 08/15/14 55.894 VARIES 11.9996 0.333327 0.333327 0.333327 0.333326 0.333326 120.00 120.00 Marquee Holdings, Inc. 57143VAC3 08/18/04 08/15/14 55.894 VARIES 11.9996 0.333327 0.333327 0.333327 0.333326 0.333326 120.00 120.00 Masco Corporation 574599AW6 07/20/01 07/20/31 39.445 VARIES 8.1251 0.166834 0.172865 0.179141 0.185672 0.192468 63.13 67.81 Masco Corporation 574599BB1 07/20/01 07/20/31 39.445 VARIES 8.1251 0.166834 0.172865 0.179141 0.185672 0.192468 63.13 67.81 Mason CNTYS SD #191, IL 574816BW3 07/02/10 12/01/18 106.295 VARIES 4.3308 0.127874 0.130166 0.132985 0.126917 22.96 47.27 Mason CNTYS SD #191, IL 574816BX1 07/02/10 12/01/19 105.637 VARIES 4.7793 0.140242 0.143016 0.146434 0.139495 25.19 52.00 Medicis Pharma Corp. 584690AB7 08/14/03 06/04/33 93.000 VARIES 9.1499 0.384036 0.399064 0.414779 0.431214 0.448400 141.79 153.19 Medtronic, Inc. 585055AA4 09/11/01 09/15/21 100.000 VARIES 6.7187 0.279503 0.286571 0.293876 0.301427 0.309231 103.42 108.78 Medtronic, Inc. 585055AB2 09/11/01 09/15/21 100.000 VARIES 6.7187 0.279503 0.286571 0.293876 0.301427 0.309231 103.42 108.78 Medtronic, Inc. 585055AD8 09/11/01 09/15/21 100.000 VARIES 6.7187 0.279503 0.286571 0.293876 0.301427 0.309231 103.42 108.78 Merisant Worldwide, Inc. 58985CAA8 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340271 0.340270 0.340270 0.340270 0.340269 122.50 122.50 Merrill Lynch & Co.,Inc. 590188W79 12/30/04 01/02/14 100.000 0.000 4.6291 0.158035 0.161693 0.165435 0.169264 0.173182 58.88 61.63 Merrill Lynch & Co.,Inc. 590188X86 05/05/05 05/12/10 100.000 VARIES 4.2139 0.117079 15.34 Merrill Lynch & Co.,Inc. 59018FBA9 05/16/03 05/17/10 100.000 0.250 4.0324 0.143158 19.47 Merrill Lynch & Co.,Inc. 59018FCR1 04/04/07 04/04/37 100.000 VARIES 5.7580 0.153734 0.153781 0.153830 0.153880 0.153932 55.36 55.40 Merrill Lynch & Co.,Inc. 59018YC66 05/02/07 05/02/17 100.000 VARIES 5.5833 0.148389 0.148755 0.149131 0.149518 0.149915 53.53 53.80 Merrill Lynch & Co.,Inc. 59018YC82 05/09/07 05/09/22* 100.000 VARIES 5.7115 0.150724 0.148999 19.44* Merrill Lynch & Co.,Inc. 59018YD65 05/18/07 05/18/17 100.000 VARIES 5.6522 0.152458 0.152706 0.152960 0.153222 0.153491 54.95 55.14 Merrill Lynch & Co.,Inc. 59018YD81 05/31/07 05/31/22* 100.000 VARIES 5.8983 0.159061 0.159193 38.03* Merrill Lynch & Co.,Inc. 59018YE31 05/31/07 05/31/10 100.000 0.000 5.2943 0.167589 24.97 Merrill Lynch & Co.,Inc. 59018YE49 06/06/07 06/06/17 100.000 VARIES 5.9091 0.158853 0.159138 0.159432 0.159735 0.160046 57.25 57.47 Merrill Lynch & Co.,Inc. 59018YL33 11/28/07 11/30/10 100.000 0.000 4.3746 0.132538 0.135437 44.13 Merrill Lynch Bank USA 59020WA43 01/31/07 01/31/11 100.000 0.000 5.1147 0.161197 0.165319 0.169547 60.03 4.92 Merrill Lynch Bank USA 59020WA68 01/31/07 01/31/12 100.000 0.000 5.1060 0.160887 0.164995 0.169207 0.173527 0.177957 59.92 63.01 Merrill Lynch Bank USA 59020WA76 01/31/07 02/21/12 100.000 0.000 5.0982 0.161091 0.165197 0.169408 0.173727 0.178155 59.81 62.90 Merrill Lynch Bank USA 59020WA84 02/28/07 11/29/10 100.000 0.000 4.8296 0.152128 0.153261 50.71 Merrill Lynch Bank USA 59020WA92 02/28/07 02/28/11 100.000 0.000 4.8250 0.150162 0.151277 0.157495 55.92 9.13 Merrill Lynch Bank USA 59020WB42 03/15/07 03/15/13 100.000 0.000 4.8033 0.150238 0.153846 0.157541 0.161324 0.165199 55.51 58.21 Merrill Lynch Bank USA 59020WC33 03/07/07 03/05/10 100.000 0.000 5.0065 0.157327 10.07 Merrill Lynch Bank USA 59020WC66 03/30/07 03/31/11 100.000 0.000 4.8134 0.150589 0.154214 0.157925 55.53 14.06 Merrill Lynch Bank USA 59020WC74 03/30/07 03/30/12 100.000 0.000 4.8040 0.150261 0.153870 0.157566 0.161351 0.165226 55.41 58.10 Merrill Lynch Bank USA 59020WC82 03/30/07 03/31/11 100.000 0.000 4.8134 0.150589 0.154214 0.157925 55.53 14.06 Merrill Lynch Bank USA 59020WC90 04/30/07 04/30/12 100.000 0.000 4.7640 0.148867 0.152413 0.156043 0.159760 0.163566 54.67 57.30 Merrill Lynch Bank USA 59020WD24 04/30/07 04/30/12 100.000 0.000 4.8440 0.151661 0.155334 0.159096 0.162950 0.166896 55.71 58.44 Merrill Lynch Bank USA 59020WD32 04/30/07 04/29/11 100.000 0.000 4.8567 0.152086 0.155780 0.159563 55.88 18.83 Merrill Lynch Bank USA 59020WD57 04/30/07 01/28/11 100.000 0.000 4.8369 0.149585 0.153202 0.156908 55.62 4.24 Merrill Lynch Bank USA 59020WE64 06/29/07 06/30/11 100.000 0.000 5.1569 0.161818 0.163284 0.170271 59.34 30.65 Merrill Lynch Bank USA 59020WE98 06/29/07 06/30/11 100.000 0.000 5.1569 0.161818 0.163284 0.170271 59.34 30.65 Merrill Lynch Bank USA 59020WF55 07/31/07 07/29/11 100.000 0.000 4.9035 0.146768 0.152858 0.154053 0.160446 55.81 33.35 Merrill Lynch Bank USA 59020WF63 07/31/07 07/29/11 100.000 0.000 4.9035 0.146768 0.152858 0.154053 0.160446 55.81 33.35 Merrill Lynch Bank USA 59020WG47 09/28/07 09/28/11 100.000 0.000 4.7367 0.143691 0.144696 0.150578 0.151631 53.29 40.85 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Merrill Lynch Bank USA 59020WUH2 02/28/05 03/01/10 100.000 0.000 3.9130 0.128703 7.59 Merrill Lynch Bank USA 59020WVY4 08/26/05 08/26/10 100.000 0.000 4.2933 0.141349 0.144383 33.76 Merrill Lynch Bank USA 59020WWA5 09/30/05 03/30/11 100.000 0.000 4.3666 0.144175 0.147323 0.150539 53.05 13.40 Merrill Lynch Bank USA 59020WWC1 09/30/05 03/31/14 100.000 0.000 4.4692 0.148156 0.151467 0.154852 0.158312 0.161850 54.54 57.01 Merrill Lynch Bank USA 59020WWD9 10/28/05 04/28/11 100.000 0.000 4.6987 0.157166 0.160858 0.164637 57.71 19.26 Merrill Lynch Bank USA 59020WWG2 11/27/05 05/27/11 100.000 0.000 4.7139 0.157771 0.161489 0.165296 57.72 24.13 Merrill Lynch Bank USA 59020WWH0 11/28/05 05/27/11 100.000 0.000 4.7163 0.157845 0.161567 0.165377 57.75 24.15 Merrill Lynch Bank USA 59020WWP2 12/30/05 06/30/11 100.000 0.000 4.5788 0.152441 0.155931 0.159501 55.51 28.55 Merrill Lynch Bank USA 59020WWV9 02/28/06 02/28/11 100.000 0.000 4.8559 0.158672 0.159874 0.166470 59.10 9.66 Merrill Lynch Bank USA 59020WXK2 04/28/06 04/30/12 100.000 0.000 5.2512 0.174935 0.179528 0.184242 0.189079 0.194044 64.37 67.80 Merrill Lynch Bank USA 59020WXL0 04/28/06 04/29/10 100.000 0.000 5.2516 0.174926 20.64 Merrill Lynch Bank USA 59020WXM8 05/31/06 05/31/12 100.000 0.000 5.2311 0.174096 0.178649 0.183322 0.188117 0.193037 63.78 67.16 Merrill Lynch Bank USA 59020WXN6 05/31/06 05/31/10 100.000 0.000 5.2117 0.173337 25.83 Merrill Lynch Bank USA 59020WXR7 06/30/06 06/30/10 100.000 0.000 5.4416 0.182404 32.65 Merrill Lynch Bank USA 59020WXU0 06/30/06 12/30/10 100.000 0.000 5.4415 0.182400 0.187363 66.37 Merrill Lynch Bank USA 59020WYB1 07/31/06 07/29/10 100.000 0.000 5.2020 0.168547 0.172931 35.85 Merrill Lynch Bank USA 59020WYD7 07/28/06 07/28/11 100.000 0.000 5.2152 0.169064 0.173473 0.177996 0.182638 63.02 37.68 Merrill Lynch Bank USA 59020WYE5 08/31/06 08/31/10 100.000 0.000 5.1348 0.165149 0.166628 40.24 Merrill Lynch Bank USA 59020WYF2 08/31/06 08/31/10 100.000 0.000 5.1348 0.165149 0.166628 40.24 Merrill Lynch Bank USA 59020WYG0 08/31/06 08/31/11 100.000 0.000 5.1359 0.165190 0.166670 0.173783 0.175340 61.62 42.34 Merrill Lynch Bank USA 59020WYH8 09/15/06 09/15/10 100.000 0.000 4.9635 0.159723 0.163687 41.28 Merrill Lynch Bank USA 59020WYJ4 09/07/06 09/07/10 100.000 0.000 5.0131 0.161556 0.165605 40.47 Merrill Lynch Bank USA 59020WYK1 09/28/06 06/30/10 100.000 0.000 4.9465 0.161131 28.84 Merrill Lynch Bank USA 59020WYM7 09/28/06 09/30/10 100.000 0.000 4.9484 0.159213 0.163152 43.54 Merrill Lynch Bank USA 59020WYU9 10/31/06 07/29/10 100.000 0.000 4.8869 0.155014 0.158802 32.92 Merrill Lynch Bank USA 59020WYV7 10/31/06 10/31/12 100.000 0.000 4.8867 0.156899 0.160733 0.164660 0.168683 0.172805 57.65 60.50 Merrill Lynch Bank USA 59020WYW5 10/31/06 10/31/12 100.000 0.000 4.8867 0.156899 0.160733 0.164660 0.168683 0.172805 57.65 60.50 Merrill Lynch Bank USA 59020WZD6 11/10/06 11/10/11 100.000 0.000 4.8559 0.155771 0.159553 0.163427 0.167395 57.15 51.21 Merrill Lynch Bank USA 59020WZE4 10/30/06 04/30/12 100.000 0.000 4.9187 0.158076 0.161964 0.165947 0.170028 0.174210 58.09 60.98 Merrill Lynch Bank USA 59020WZG9 12/06/06 12/06/10 100.000 0.000 4.6787 0.149307 0.152800 50.65 Merrill Lynch Bank USA 59020WZH7 11/30/06 09/01/10 100.000 0.000 4.7482 0.150094 0.153658 36.66 Merrill Lynch Bank USA 59020WZJ3 11/30/06 09/01/10 100.000 0.000 4.7482 0.150094 0.153658 36.66 Merrill Lynch Bank USA 59020WZV6 12/28/06 09/27/10 100.000 0.000 4.8737 0.154540 0.158306 41.79 Merrill Lynch Bank USA 59020WZW4 12/28/06 12/28/10 100.000 0.000 4.8781 0.156583 0.160402 56.59 Merrill Lynch Bank USA 59020WZX2 12/28/06 12/28/10 100.000 0.000 4.8781 0.156583 0.160402 56.59 Merrill Lynch & Co.,Inc. 59021J141 06/03/03 06/03/10 100.000 0.000 3.5047 0.122019 18.55 Merrill Lynch & Co.,Inc. 59021S232 10/04/05 10/04/10 100.000 4.350 4.3499 0.120833 0.120833 32.99 Merrill Lynch & Co.,Inc. 59021S265 09/29/05 11/19/12 100.000 0.000 4.3795 0.145551 0.148738 0.151995 0.155323 0.158725 53.24 55.60 Merrill Lynch & Co.,Inc. 59021S356 06/06/05 06/07/10 100.000 0.000 3.9710 0.131673 20.54 Merrill Lynch & Co.,Inc. 59021S414 07/06/05 07/06/10 100.000 3.860 3.8599 0.107222 0.107222 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. 59021S695 03/08/05 03/08/10 100.000 VARIES 4.7598 0.132115 8.85 Merrill Lynch & Co.,Inc. 59021S778 02/04/05 02/04/10 100.000 3.800 3.7999 0.105556 3.48 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Merrill Lynch & Co.,Inc. 59021S844 11/30/04 01/22/10 100.000 0.000 3.7349 0.123208 2.59 Merrill Lynch & Co.,Inc. 59021V193 08/09/06 02/09/10 100.000 0.000 5.4163 0.176619 6.71 Merrill Lynch & Co.,Inc. 59021V623 02/06/06 02/07/11 100.000 0.000 4.7259 0.154612 0.158266 0.162005 57.38 5.83 Merrill Lynch & Co.,Inc. 59021V748 01/04/06 01/04/11 100.000 4.510 4.5099 0.125278 0.125278 0.125278 45.10 .38 Merrill Lynch & Co.,Inc. 59021V870 12/07/05 12/07/10 100.000 4.530 4.5299 0.125833 0.125833 42.28 Merrill Lynch & Co.,Inc. 59021W183 11/01/04 04/30/12 100.000 0.000 3.9886 0.134970 0.137662 0.140407 0.143207 0.146063 49.41 51.40 Merrill Lynch & Co.,Inc. 59021W217 08/31/04 08/31/11 100.000 0.000 3.9615 0.133149 0.133572 0.138476 0.138916 49.33 33.59 Merrill Lynch & Co.,Inc. 59021W308 07/02/03 07/02/10 100.000 0.000 3.6451 0.125761 0.128053 23.18 Merrill Lynch & Co.,Inc. 59021W464 05/14/04 02/14/12 100.000 0.000 3.1804 0.104266 0.105924 0.107609 0.109320 0.111058 38.29 39.52 Merrill Lynch & Co.,Inc. 59021W555 07/30/04 07/29/11 100.000 0.000 4.1841 0.142947 0.145938 0.148991 0.152108 52.92 31.55 Merrill Lynch & Co.,Inc. 59021W571 03/01/04 03/28/11 100.000 0.000 3.5813 0.121252 0.123424 0.125634 44.45 10.93 Merrill Lynch & Co.,Inc. 59021W654 12/26/03 12/27/10 100.000 0.000 4.2588 0.152353 0.155597 54.82 Merrill Lynch & Co.,Inc. 59021W704 08/05/03 08/05/10 100.000 0.000 4.3986 0.158633 0.162122 34.58 Merrill Lynch & Co.,Inc. 59021W712 12/08/03 03/08/11 100.000 0.000 3.8789 0.134391 0.136998 0.139655 49.44 9.36 Merrill Lynch & Co.,Inc. 59021W795 01/30/04 01/31/11 100.000 0.000 3.6710 0.124560 0.126846 0.129174 45.95 3.75 Merrill Lynch & Co.,Inc. 59021W845 09/30/03 09/30/10 100.000 0.000 4.1291 0.146574 0.149600 39.97 Merrill Lynch & Co.,Inc. 59021WAA8 07/15/04 07/15/11 100.000 0.000 4.1324 0.140838 0.143748 0.146719 0.149750 52.20 29.01 Merrill Lynch & Co.,Inc. 59022C228 04/05/07 09/07/10 100.000 0.000 5.1184 0.160703 0.164815 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 53.10 40.27 Merrill Lynch & Co.,Inc. 59022C590 12/28/06 06/28/10 100.000 0.000 5.0631 0.163403 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 51.90 50.60 Merrill Lynch & Co.,Inc. 59022C806 10/05/06 04/05/10 100.000 0.000 5.0549 0.163103 15.33 Merrill Lynch & Co.,Inc. 59022W380 09/07/07 08/08/11 100.000 0.000 5.0756 0.155234 0.159174 0.163213 0.167355 57.73 36.16 Merrill Lynch & Co.,Inc. 59022W505 05/09/07 05/09/12 100.000 0.000 5.1563 0.162672 0.166866 0.171168 0.175581 0.180108 59.76 62.88 Merrill Lynch & Co.,Inc. 59022W570 08/09/07 07/08/11 100.000 0.000 5.5011 0.169545 0.174208 0.179000 0.183924 63.51 34.36 Merrill Lynch & Co.,Inc. 59022W620 07/05/07 01/05/11 100.000 0.000 5.4003 0.166879 0.171385 0.176013 62.50 .70 United Mexican States 593048BN0 03/30/01 12/30/19 89.000 8.125 9.3823 29.58 0.013962 0.014617 0.015303 0.016020 0.016772 5.15 5.64 Miami Dade County, FL 59333MXE0 12/15/09 12/15/26 73.673 5.760 8.7675 .31 0.019426 0.020278 0.021167 0.022095 0.023063 7.17 7.82 Michaels Stores, Inc. 594087AN8 10/31/06 11/01/16 50.110 VARIES N/A 0.288938 0.308983 0.330419 0.353343 0.377857 110.11 125.92 Michaels Stores, Inc. 594087AP3 10/31/06 11/01/16 50.110 VARIES N/A 0.288938 0.308983 0.330419 0.353343 0.377857 110.11 125.92 Microchip Technology Inc 595017AA2 12/07/07 12/15/37 100.000 VARIES 9.1009 0.287818 0.296628 0.309174 0.318834 0.330701 107.03 114.98 Microchip Technology Inc 595017AB0 12/07/07 12/15/37 100.000 VARIES 9.1009 0.287818 0.296628 0.309174 0.318834 0.330701 107.03 114.98 Mississippi Home Corp. 60535MCB3 07/21/93 09/15/16 19.775 0.000 7.1244 427.70 0.121236 0.125554 0.130027 0.134659 0.139456 45.35 48.64 Morgan Stanley 6174462G3 12/28/07 12/20/11 100.000 0.000 4.6540 0.141595 0.144890 0.148262 0.151712 51.64 52.36 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 6174462M0 01/31/08 03/31/11 100.000 0.000 3.9039 0.115665 0.117922 0.120224 42.46 10.70 Morgan Stanley 6174462X6 02/29/08 11/29/10 100.000 0.000 3.7932 0.111901 0.112164 37.20 Morgan Stanley 6174463E7 02/29/08 02/29/12 100.000 0.000 4.0950 0.120215 0.120676 0.125188 0.125669 0.129651 44.58 46.33 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 0.115536 0.117803 0.120115 0.122472 0.124875 42.43 44.11 Morgan Stanley 6174463Y3 02/29/08 11/29/10 100.000 0.000 3.9110 0.115610 0.115949 38.44 Morgan Stanley 6174464D8 03/28/08 09/30/13 100.000 0.000 4.2223 0.123543 0.125462 0.128815 0.130815 0.133577 45.93 47.83 Morgan Stanley 6174464N6 03/24/08 02/24/14 100.000 0.000 4.6797 0.138803 0.142051 0.145375 0.148776 0.152258 51.39 53.82 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 6174464P1 03/20/08 03/20/23 81.700 2.935 4.6422 0.107050 0.107643 0.108249 0.108869 0.109504 38.77 39.21 Morgan Stanley 6174464Q9 03/20/08 03/20/23 78.350 2.624 4.6439 0.103080 0.103781 0.104499 0.105233 0.105984 37.38 37.90 Morgan Stanley 6174464T3 03/28/08 12/07/12 100.000 0.000 3.5735 0.105398 0.107281 0.109198 0.111149 0.113135 38.37 39.76 Morgan Stanley 6174464W6 03/31/08 04/26/13 100.000 0.000 4.0406 0.119528 0.121943 0.124407 0.126920 0.129484 43.78 45.57 Morgan Stanley 6174464Z9 04/30/08 04/29/11 100.000 0.000 5.2346 0.157103 0.161215 0.165435 57.81 19.52 Morgan Stanley 6174465F2 04/30/08 07/05/13 100.000 0.000 3.8715 0.112528 0.114707 0.116927 0.119191 0.121498 41.68 43.31 Morgan Stanley 6174465J4 04/25/08 10/25/13 100.000 0.000 5.0328 0.150623 0.154413 0.158299 0.162283 0.166366 55.41 58.24 Morgan Stanley 6174465N5 04/14/08 10/04/13 100.000 0.000 4.2160 0.124534 0.127159 0.129840 0.132577 0.135372 45.77 47.72 Morgan Stanley 6174465Q8 04/11/08 04/11/11 100.000 0.000 4.5349 0.134735 0.137790 0.140914 49.55 14.09 Morgan Stanley 6174465T2 05/30/08 11/30/11 100.000 5.437 5.4369 0.151028 0.151028 0.151028 0.151028 54.37 49.69 Morgan Stanley 6174465Y1 05/30/08 05/31/11 100.000 0.000 5.3781 0.161772 0.166122 0.170589 59.29 25.42 Morgan Stanley 6174466M6 05/23/08 05/23/11 100.000 0.000 4.8832 0.145826 0.149387 0.153034 53.41 21.73 Morgan Stanley 6174466S3 06/30/08 06/30/14 100.000 0.000 6.0285 0.183066 0.188584 0.194268 0.200124 0.206156 66.91 71.00 Morgan Stanley 6174466U8 06/30/08 03/30/11 100.000 0.000 5.3825 0.159795 0.164095 0.168511 59.09 15.00 Morgan Stanley 6174467G8 07/31/08 01/31/11 100.000 0.000 5.6636 0.166360 0.171071 0.175916 62.18 5.10 Morgan Stanley 6174467K9 07/31/08 01/31/11 100.000 0.000 5.6636 0.166360 0.171071 0.175916 62.18 5.10 Morgan Stanley 6174467L7 07/31/08 11/29/11 87.000 0.000 4.2238 53.25 0.107920 0.110199 0.112526 0.114903 39.41 37.34 Morgan Stanley 617446B24 12/29/06 09/29/10 100.000 0.000 4.9890 0.158708 0.162667 43.25 Morgan Stanley 617446F20 02/27/07 08/27/10 100.000 0.000 5.1430 0.162201 0.166372 39.03 Morgan Stanley 617446F79 03/30/07 12/30/10 100.000 0.000 4.9794 0.158365 0.162307 57.56 Morgan Stanley 617446H28 04/27/07 04/27/37 100.000 VARIES 5.5782 0.145033 0.142880 0.140667 0.138392 0.136054 51.54 49.94 Morgan Stanley 617446H69 05/30/07 06/26/17 100.000 0.000 5.8001 0.186650 0.192063 0.197633 0.203365 0.209262 68.22 72.24 Morgan Stanley 617446H85 05/22/07 05/22/10 100.000 0.000 5.1009 0.160707 22.66 Morgan Stanley 617446HP7 02/14/03 03/30/10 100.000 0.000 4.6889 0.177093 15.76 Morgan Stanley 617446HZ5 04/28/03 09/15/10 100.000 0.000 4.7477 0.177923 0.182147 45.95 Morgan Stanley 617446J26 06/29/07 03/30/11 100.000 0.000 5.5052 0.172842 0.177599 0.182488 63.96 16.24 Morgan Stanley 617446J75 08/13/07 02/27/13 117.470 0.000 5.6319 0.205813 0.211609 0.217568 0.223694 0.229994 76.59 80.97 Morgan Stanley 617446JB6 04/23/03 04/30/10 100.000 0.000 4.5948 0.171634 20.42 Morgan Stanley 617446JE0 04/30/03 04/30/10 100.000 0.000 4.6430 0.173811 20.68 Morgan Stanley 617446JF7 05/28/03 12/30/10 100.000 0.000 3.9647 0.142649 0.145477 51.72 Morgan Stanley 617446JG5 05/06/03 05/15/10 100.000 0.250 4.1168 0.147076 19.71 Morgan Stanley 617446JH3 05/21/03 05/30/10 100.000 0.000 3.5121 0.122442 18.24 Morgan Stanley 617446JP5 11/25/03 12/30/10 100.000 1.500 5.3753 0.190428 0.194426 69.08 Morgan Stanley 617446JQ3 12/26/03 12/30/10 100.000 2.000 4.2373 0.135519 0.137213 48.96 Morgan Stanley 617446K40 06/26/08 06/24/15 100.000 1.100 6.5992 0.198877 0.204431 0.210168 0.216095 0.222217 72.67 76.81 Morgan Stanley 617446K81 07/31/07 01/29/10 100.000 0.000 5.2547 0.161899 4.53 Morgan Stanley 617446MF3 01/28/04 01/30/11 100.000 1.000 4.0908 0.135078 0.137273 0.139513 49.69 4.05 Morgan Stanley 617446MG1 01/21/04 07/30/11 100.000 0.300 4.1284 0.141619 0.144370 0.147179 0.150045 52.32 31.28 Morgan Stanley 617446MH9 02/25/04 04/30/11 100.000 2.000 4.1708 0.131798 0.133388 0.135011 47.93 16.07 Morgan Stanley 617446MJ5 02/17/04 07/30/11 102.625 0.300 4.1929 0.147763 0.150686 0.153670 0.156717 54.61 32.67 Morgan Stanley 617446MK2 03/29/04 06/30/11 100.000 1.500 3.7482 0.118997 0.120446 0.121923 43.10 21.82 Morgan Stanley 617446ML0 03/22/04 05/15/10 121.125 0.250 3.5206 0.142755 19.13 Morgan Stanley 617446N47 08/31/07 02/28/11 100.000 0.000 5.1183 0.156428 0.157816 0.164537 58.35 9.54 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617446N54 07/26/07 07/26/11 100.000 0.000 5.4412 0.168279 0.172857 0.177560 0.182390 62.84 37.27 Morgan Stanley 617446N88 08/10/07 11/16/10 100.000 0.000 4.9813 0.154708 0.158561 49.43 Morgan Stanley 617446Q85 11/30/07 12/05/11 100.000 4.389 4.3889 0.121917 0.121917 0.121917 0.121917 43.89 40.72 Morgan Stanley 617446R76 09/28/07 06/30/11 100.000 0.000 5.0267 0.156210 0.160136 0.164161 56.95 29.38 Morgan Stanley 617446SX8 12/06/04 12/30/11 100.000 0.500 4.4990 0.153065 0.156196 0.159397 0.162671 55.67 57.81 Morgan Stanley 617446W70 11/30/07 12/31/10 100.000 0.000 4.2644 0.129347 0.132105 46.93 Morgan Stanley 617446X95 11/28/07 01/07/11 100.000 0.000 4.4074 0.131328 0.134222 0.137180 48.82 .82 Morgan Stanley 617446Y94 12/31/07 06/30/10 100.000 0.000 4.5526 0.138377 24.77 Morgan Stanley 617446YM5 08/30/05 09/01/14 100.000 0.000 4.8471 0.163096 0.167048 0.171097 0.175243 0.179491 60.39 63.35 Morgan Stanley 617446Z28 12/31/07 10/07/11 100.000 0.000 4.8047 0.145174 0.148662 0.152233 0.155891 53.48 42.67 Morgan Stanley 617446Z77 02/07/08 06/06/14 100.000 0.000 4.6169 0.139432 0.142651 0.145944 0.149313 0.152760 50.94 53.32 Morgan Stanley 61744Y140 03/27/03 06/15/10 100.000 0.000 4.7690 0.181818 29.82 Morgan Stanley 61745E2A8 04/30/09 04/30/24 100.000 VARIES 4.6881 0.125467 0.120594 0.115607 0.110504 0.110455 43.69 40.39 Morgan Stanley 61745E2G5 05/13/09 05/13/24 100.000 VARIES 4.6721 0.125028 0.120161 0.115181 0.110085 0.110492 43.66 40.32 Morgan Stanley 61745E2Q3 07/30/10 07/30/25 100.000 VARIES 5.4814 0.152262 0.151105 0.149918 22.99 54.25 Morgan Stanley 61745E2U4 06/30/09 07/01/24 100.000 VARIES 3.8188 0.102250 0.098368 0.094412 0.090380 36.11 33.26 Morgan Stanley 61745E2V2 02/26/10 02/26/30 100.000 VARIES 6.1599 0.171109 0.167824 0.164437 0.160946 51.78 58.95 Morgan Stanley 61745E2W0 08/12/10 08/12/30 100.000 VARIES 5.7343 0.159288 0.155095 0.150781 22.14 55.41 Morgan Stanley 61745E3H2 02/26/10 02/26/25 100.000 VARIES 5.9431 0.165089 0.161740 0.158292 0.156371 49.93 56.93 Morgan Stanley 61745E3J8 07/28/10 07/28/17 100.000 VARIES 2.9665 0.020598 0.018942 0.017262 3.15 6.06 Morgan Stanley 61745E3V1 03/16/10 03/16/25 100.000 VARIES 5.8130 0.161473 0.158092 0.154614 0.151557 45.66 55.60 Morgan Stanley 61745E3W9 08/17/10 08/17/20 100.000 VARIES 2.7071 0.023748 0.022622 0.021480 3.18 8.04 Morgan Stanley 61745E4G3 08/06/09 08/06/24* 100.000 VARIES 6.7611 0.187809 0.182889 39.49* Morgan Stanley 61745E4P3 03/15/10 03/15/25 100.000 VARIES 5.6291 0.156366 0.152949 0.149436 0.147723 44.36 53.88 Morgan Stanley 61745E4Q1 08/24/10 08/24/30 100.000 VARIES 5.2836 0.146769 0.145510 0.144217 18.64 52.29 Morgan Stanley 61745E4U2 08/26/09 08/26/16 100.000 VARIES 5.1504 0.143067 0.144248 0.145459 0.146701 0.147975 52.02 52.90 Morgan Stanley 61745E4V0 03/18/10 03/18/25 100.000 VARIES 5.8931 0.163698 0.160336 0.156876 0.153314 45.98 56.37 Morgan Stanley 61745E4W8 08/25/10 08/25/25 100.000 VARIES 5.0043 0.139009 0.135537 0.131977 17.52 48.53 Morgan Stanley 61745E5A5 08/27/09 08/27/24* 100.000 VARIES 5.0632 0.140645 0.135767 32.31* Morgan Stanley 61745E5C1 08/27/10 08/27/15 100.000 VARIES 1.8388 0.007415 0.007154 0.006891 .92 2.56 Morgan Stanley 61745E5G2 08/31/09 08/31/24* 100.000 VARIES 5.6208 0.155273 0.147870 36.21* Morgan Stanley 61745E5H0 03/30/10 03/30/30 100.000 VARIES 5.9049 0.164026 0.159028 0.153881 0.151773 44.00 55.66 Morgan Stanley 61745E5P2 03/30/10 03/30/30 100.000 VARIES 5.9384 0.164956 0.160782 0.156483 0.152057 44.32 56.31 Morgan Stanley 61745E5U1 09/30/09 09/30/29 100.000 VARIES 5.7074 0.158539 0.155136 0.151636 0.148037 0.144334 55.83 53.28 Morgan Stanley 61745E5W7 08/31/10 08/31/20 100.000 VARIES 2.8095 0.014197 0.012426 0.010984 1.75 4.86 Morgan Stanley 61745E6G1 10/07/09 10/07/24* 100.000 VARIES 5.2060 0.144612 0.140422 39.16* Morgan Stanley 61745E6J5 08/31/10 08/31/30 100.000 VARIES 5.4234 0.149818 0.143266 0.140573 18.43 52.34 Morgan Stanley 61745E6P1 04/22/10 04/20/30 100.000 VARIES 6.0247 0.167353 0.162409 0.157260 0.151956 41.32 56.80 Morgan Stanley 61745E6V8 04/15/10 04/15/25 100.000 VARIES 5.5533 0.154258 0.153143 0.151996 0.152006 39.41 54.84 Morgan Stanley 61745E7G0 10/30/09 10/30/29 100.000 VARIES 5.8639 0.162887 0.159111 0.155224 0.151224 0.147106 57.49 54.67 Morgan Stanley 61745E7H8 04/23/10 04/23/25 100.000 VARIES 5.7579 0.159944 0.156552 0.153062 0.149471 39.44 55.25 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61745ED32 06/20/08 06/20/28 100.000 VARIES 5.0572 0.130879 0.127516 0.124067 0.120532 0.120074 46.44 43.98 Morgan Stanley 61745ED99 10/30/09 10/30/29 100.000 VARIES 5.8166 0.161574 0.157386 0.153077 0.148643 0.144079 56.89 53.76 Morgan Stanley 61745EE23 04/29/10 04/29/30 100.000 VARIES 6.0035 0.166766 0.161766 0.156616 0.151311 40.05 56.66 Morgan Stanley 61745EE64 06/27/08 06/27/18 100.000 VARIES 6.1703 0.172331 0.172986 0.175633 0.176442 0.175985 63.04 64.26 Morgan Stanley 61745EE80 05/05/10 05/05/25 100.000 VARIES 5.6438 0.156774 0.152576 0.148259 0.147379 36.76 53.86 Morgan Stanley 61745EE98 09/22/10 09/22/19 100.000 VARIES 2.8227 0.021760 0.021218 0.020668 2.15 7.63 Morgan Stanley 61745EF48 07/07/08 07/07/23 100.000 VARIES 6.0756 0.160331 0.155919 0.151373 0.146690 0.141863 55.37 52.00 Morgan Stanley 61745EF63 05/18/10 05/18/25 100.000 VARIES 6.0398 0.167774 0.166130 0.164436 0.164464 37.34 59.43 Morgan Stanley 61745EF71 09/22/10 09/22/25 100.000 VARIES 5.6905 0.158071 0.154665 0.151162 15.65 55.61 Morgan Stanley 61745EG88 07/28/08 07/28/23 100.000 VARIES 5.9673 0.161498 0.159272 0.156979 0.154618 0.152187 57.05 55.35 Morgan Stanley 61745EH20 05/12/10 05/12/25 100.000 VARIES 5.8071 0.161309 0.156314 0.151175 0.150932 36.70 55.08 Morgan Stanley 61745EH38 09/30/10 09/30/25 100.000 VARIES 5.2659 0.146276 0.145739 0.145188 13.31 52.46 Morgan Stanley 61745EH87 05/20/10 05/20/30 100.000 VARIES 5.8155 0.161542 0.157355 0.153045 0.148611 35.53 55.51 Morgan Stanley 61745EJ44 08/04/08 08/04/23 100.000 VARIES 5.9469 0.156721 0.152295 0.147738 0.143045 0.138213 54.30 50.94 Morgan Stanley 61745EJ77 09/30/10 09/30/17 100.000 VARIES 2.7147 0.015965 0.014781 0.013580 1.45 5.32 Morgan Stanley 61745EJA0 06/09/08 06/09/23* 100.000 VARIES 4.7552 0.119421 18.87* Morgan Stanley 61745EL33 09/30/10 09/30/19 100.000 VARIES 2.8240 0.031503 0.030128 0.028735 2.87 10.84 Morgan Stanley 61745EL82 05/27/10 05/27/30 100.000 VARIES 6.1976 0.172156 0.166731 0.161138 0.156980 36.66 58.68 Morgan Stanley 61745EL90 10/15/10 10/15/19 100.000 VARIES 2.5025 0.019819 0.019042 0.018256 1.51 6.88 Morgan Stanley 61745ELG4 05/28/08 05/26/23* 100.000 VARIES 4.9020 0.126582 18.35* Morgan Stanley 61745EM40 08/29/08 08/29/18 100.000 VARIES 5.7096 0.157340 0.160937 0.162637 0.165931 0.166574 58.75 60.45 Morgan Stanley 61745EM57 12/22/09 12/22/24 100.000 VARIES 5.6398 0.156662 0.153246 0.149735 0.148226 0.146674 55.72 53.61 Morgan Stanley 61745EM73 10/29/10 10/29/30 100.000 VARIES 5.2869 0.146860 0.145602 0.144311 9.11 52.49 Morgan Stanley 61745EN23 08/29/08 08/29/23 100.000 VARIES 5.7316 0.152999 0.151950 0.149186 0.148006 0.144363 55.18 53.64 Morgan Stanley 61745EP70 01/15/10 01/15/25 100.000 VARIES 5.4037 0.150105 0.148119 0.146079 0.143984 51.61 52.27 Morgan Stanley 61745EP88 06/16/10 06/16/13 100.000 VARIES 2.1929 0.018168 0.017782 0.017392 0.017583 3.54 6.33 Morgan Stanley 61745EP96 10/15/10 10/15/15 100.000 VARIES 1.8991 0.016945 0.016715 0.016483 1.29 6.02 Morgan Stanley 61745EQ79 10/29/10 10/29/30 100.000 VARIES 5.1584 0.143290 0.139821 0.136263 8.88 50.52 Morgan Stanley 61745ER45 06/23/10 06/23/30 100.000 VARIES 6.3849 0.177359 0.174153 0.170845 0.167431 33.32 62.05 Morgan Stanley 61745ER52 10/15/10 10/15/19 100.000 VARIES 2.6938 0.025132 0.024080 0.023014 1.91 8.70 Morgan Stanley 61745ER94 01/25/10 01/25/25 100.000 VARIES 5.1353 0.142647 0.139178 0.135619 0.134187 47.39 48.68 Morgan Stanley 61745ES28 06/24/10 06/24/20 100.000 VARIES 5.8922 0.163674 0.163586 0.165188 0.166838 30.61 59.20 Morgan Stanley 61745ES93 10/27/10 10/27/17 100.000 VARIES 2.4455 0.018263 0.017750 0.017231 1.17 6.42 Morgan Stanley 61745ET43 12/03/08 12/03/23 100.000 VARIES 6.0934 0.162549 0.159038 0.155421 0.155359 0.155296 57.69 55.94 Morgan Stanley 61745ET68 06/22/10 06/22/15 100.000 VARIES 2.6966 0.009955 0.009453 0.008944 0.009064 1.88 3.31 Morgan Stanley 61745ETD3 05/19/08 05/19/23* 100.000 VARIES 4.6778 0.118324 16.33* Morgan Stanley 61745ETG6 06/30/08 06/30/28 100.000 VARIES 5.7070 0.151086 0.148461 0.145762 0.142986 0.142378 53.91 51.97 Morgan Stanley 61745ETH4 05/19/08 05/19/28 100.000 VARIES 5.3131 0.139206 0.136263 0.133241 0.130139 0.129301 49.33 47.24 Morgan Stanley 61745ETQ4 02/28/06 03/01/11 100.000 VARIES 5.0618 0.139196 0.137135 0.139619 50.48 8.24 Morgan Stanley 61745EU33 02/03/10 02/03/35 100.000 VARIES 5.3927 0.149799 0.146348 0.142804 0.139735 48.62 51.07 Morgan Stanley 61745EU58 11/16/10 11/16/15 100.000 VARIES 1.5999 0.008765 0.008496 0.008224 .39 3.08 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61745EU90 03/17/10 03/17/30 100.000 VARIES 6.1264 0.170180 0.165182 0.160031 0.154722 47.81 57.45 Morgan Stanley 61745EUH2 02/23/07 02/23/37 100.000 VARIES 5.5058 0.142864 0.140680 0.138435 0.136128 0.133758 50.47 48.82 Morgan Stanley 61745EUK5 05/19/08 05/19/23 100.000 VARIES 5.2763 0.139290 0.136736 0.134114 0.131423 0.130938 49.47 47.66 Morgan Stanley 61745EUV1 02/22/08 02/22/23 100.000 VARIES 4.3863 0.116026 0.114001 0.111932 0.109818 0.109320 40.88 39.58 Morgan Stanley 61745EUX7 03/03/08 03/03/28 100.000 VARIES 4.3854 0.117456 0.115937 0.114997 0.114036 0.113054 41.72 41.00 Morgan Stanley 61745EUY5 02/29/08 02/29/28 100.000 VARIES 4.3844 0.110689 0.105314 0.103351 0.097937 0.098706 38.51 36.16 Morgan Stanley 61745EV32 11/23/10 05/23/16 100.000 VARIES 1.4641 0.010548 0.010214 0.009878 .40 3.71 Morgan Stanley 61745EV65 01/20/09 01/20/24 100.000 VARIES 5.9021 0.156901 0.149645 0.142175 0.134484 0.136201 52.81 48.84 Morgan Stanley 61745EVD0 03/14/08 03/14/28 100.000 VARIES 4.2040 0.109533 0.107028 0.104471 0.101860 0.101301 38.44 36.80 Morgan Stanley 61745EVE8 04/07/08 04/07/23 100.000 VARIES 4.3273 0.109753 0.106118 0.102404 0.098609 0.098718 38.24 35.87 Morgan Stanley 61745EVH1 03/31/08 03/30/23 100.000 VARIES 4.2080 0.108617 0.104234 0.103251 0.098845 0.100012 38.34 36.57 Morgan Stanley 61745EVL2 04/25/08 04/25/28 100.000 VARIES 4.8906 0.124140 0.120044 0.115847 0.111548 0.111418 43.41 40.64 Morgan Stanley 61745EVM0 04/25/08 04/25/23 100.000 VARIES 5.3229 0.140910 0.138469 0.135963 0.133389 0.132846 49.96 48.28 Morgan Stanley 61745EVP3 04/25/08 04/25/28 100.000 VARIES 5.5441 0.142235 0.138093 0.133836 0.129461 0.129085 49.90 47.08 Morgan Stanley 61745EW49 01/30/09 01/30/24 100.000 VARIES 6.4553 0.175240 0.171034 0.166692 0.162210 0.157583 61.04 57.83 Morgan Stanley 61745EW72 11/23/10 11/23/19 100.000 VARIES 2.3593 0.019583 0.018855 0.018118 .74 6.86 Morgan Stanley 61745EX22 03/31/09 03/31/24 100.000 VARIES 5.5881 0.150251 0.145136 0.139877 0.134472 0.134233 52.23 48.87 Morgan Stanley 61745EX30 02/16/10 02/16/30 100.000 VARIES 5.7678 0.160218 0.155225 0.150089 0.148271 49.79 54.02 Morgan Stanley 61745EX48 07/16/10 07/16/30 100.000 VARIES 6.0985 0.169405 0.164406 0.159255 27.95 58.41 Morgan Stanley 61745EX89 03/31/09 03/31/24 100.000 VARIES 5.2808 0.141762 0.136703 0.131512 0.126183 0.126021 49.19 45.89 Morgan Stanley 61745EX97 02/16/10 02/16/30 100.000 VARIES 5.6112 0.155867 0.152447 0.148930 0.145315 48.64 53.29 Morgan Stanley 61745EY21 07/15/10 07/15/20 100.000 VARIES 3.4515 0.025746 0.024243 0.022715 4.27 8.49 Morgan Stanley 61745EY62 04/23/09 04/23/24 100.000 VARIES 5.9383 0.159954 0.154806 0.149505 0.144047 0.138427 55.95 52.09 Morgan Stanley 61745EZ46 05/01/09 05/01/14 100.000 VARIES 5.4528 0.151811 0.152164 0.153822 0.154410 0.154225 54.84 55.51 Morgan Stanley 61745EZ53 02/18/10 02/18/30 100.000 VARIES 5.4861 0.152394 0.147431 0.142331 0.140862 47.04 51.28 Morgan Stanley 61746BCS3 02/09/06 02/11/13 100.000 0.000 5.3494 0.178804 0.183586 0.188496 0.193538 0.198715 66.59 70.20 Morgan Stanley 61746BCT1 02/27/06 02/27/13 100.000 0.000 5.3615 0.179229 0.184034 0.188967 0.194033 0.199235 66.59 70.21 Morgan Stanley 61746S190 01/27/04 03/30/11 100.000 1.875 4.2069 0.134128 0.135853 0.137615 48.91 12.25 Morgan Stanley 61746S273 10/26/04 10/30/11 100.000 0.000 4.2472 0.145638 0.148731 0.151889 0.155115 53.37 46.00 Morgan Stanley 61746S422 09/28/04 09/30/12 100.000 1.300 4.4570 0.145457 0.147894 0.150385 0.152932 0.155535 53.25 55.07 Morgan Stanley 61746S539 08/27/04 03/30/11 100.000 0.000 4.4434 0.154387 0.157817 0.161323 56.83 14.36 Morgan Stanley 61746S646 07/28/04 01/30/11 100.000 0.000 4.6243 0.161487 0.165221 0.169041 59.95 4.90 Morgan Stanley 61746S703 02/25/04 12/30/11 100.000 0.400 4.5064 0.159143 0.162479 0.165890 0.169377 57.90 60.18 Morgan Stanley 61746S778 04/28/04 12/30/11 100.000 0.000 4.8845 0.178414 0.182771 0.187235 0.191808 65.02 68.04 Morgan Stanley 61746S877 03/29/04 12/30/11 100.000 0.500 4.0511 0.138136 0.140653 0.143221 0.145840 50.19 51.89 Morgan Stanley 61746SBD0 11/30/04 12/30/11 100.000 0.250 4.4263 0.151874 0.155081 0.158360 0.161711 55.26 57.45 Morgan Stanley 61746SBU2 01/06/06 07/06/11 100.000 VARIES 5.1444 0.154989 0.156828 0.158792 0.160794 56.79 29.74 Morgan Stanley 61746SCT4 06/30/06 03/20/10 100.000 0.000 5.7485 0.191693 15.14 Morgan Stanley 61746SDA4 11/07/06 05/07/10 100.000 0.000 5.3445 0.173910 21.91 Morgan Stanley 61746SDC0 12/11/06 12/11/13 100.000 0.000 5.1239 0.165662 0.169907 0.174260 0.178724 0.183303 60.57 63.72 Morgan Stanley 61746Y155 08/29/05 08/30/10 100.000 0.000 4.5922 0.151306 0.153935 36.95 Morgan Stanley 61746Y288 06/28/05 06/30/11 100.000 0.500 4.2966 0.141615 0.144359 0.147162 51.48 26.34 Morgan Stanley 61746Y478 04/27/05 10/30/10 100.000 1.000 4.5617 0.149027 0.151793 45.06 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61746Y650 02/24/05 09/01/10 100.000 0.000 4.4162 0.149449 0.152749 36.46 Morgan Stanley 61746Y858 12/28/04 12/30/11 100.000 0.000 4.4273 0.153121 0.156511 0.159976 0.163517 55.74 58.07 Morgan Stanley 61746YAB2 12/30/04 12/30/12 100.000 0.000 4.7234 0.165703 0.169616 0.173622 0.177722 0.181920 60.37 63.25 Morgan Stanley 617475116 11/30/07 02/20/13 100.000 0.000 4.6219 0.138908 0.142118 0.145402 0.148763 0.152200 51.44 53.84 Morgan Stanley 617475124 11/30/07 11/30/12 100.000 0.000 4.4317 0.134383 0.137361 0.140405 0.143516 0.146696 49.10 51.30 Morgan Stanley 617475546 10/31/07 11/07/14 100.000 4.849 4.8489 0.134694 0.134694 0.134694 0.134694 0.134694 48.49 48.49 Morgan Stanley 617475579 07/31/07 07/27/12 100.000 5.518 5.5179 0.153278 0.153278 0.153278 0.153278 0.153278 55.18 55.18 Morgan Stanley 617475652 08/31/07 02/20/12 100.000 0.000 5.2169 0.160412 0.164596 0.168890 0.173295 0.177816 59.61 62.76 Morgan Stanley 61747MLD1 06/29/07 12/29/10 100.000 0.000 5.4252 0.172282 0.176956 62.52 Morgan Stanley 61747S371 06/29/07 12/20/12 100.000 5.363 5.3629 0.148972 0.148972 0.148972 0.148972 0.148972 53.63 53.63 Morgan Stanley 61747S413 05/31/07 08/20/11 100.000 0.000 5.2996 0.165371 0.169753 0.174251 0.178869 61.49 40.73 Morgan Stanley 61747S561 10/31/06 10/28/11 100.000 5.433 5.4329 0.150917 0.150917 0.150917 0.150917 54.33 44.82 Morgan Stanley 61747S850 08/31/06 08/26/11 100.000 VARIES 5.4559 0.151633 0.151688 0.151560 0.151591 54.59 35.62 Morgan Stanley 61747W182 03/31/08 03/28/13 100.000 0.000 4.0410 0.119167 0.121575 0.124032 0.126538 0.129094 43.79 45.57 Morgan Stanley 61747W463 02/29/08 02/20/15 100.000 0.000 5.4016 0.158794 0.165786 0.167488 0.174862 0.176657 60.39 63.70 Morgan Stanley 61747W752 12/31/07 12/31/12 100.000 4.894 4.8939 0.135944 0.135944 0.135944 0.135944 0.135944 48.94 48.94 Morgan Stanley 61747W794 12/31/07 12/31/12 100.000 0.000 4.8469 0.148172 0.151762 0.155440 0.159207 0.163066 54.00 56.64 Morgan Stanley 61747Y162 06/30/06 06/24/11 100.000 5.771 5.7709 0.160306 0.160306 0.160306 57.71 27.73 Morgan Stanley 61747Y394 02/23/06 02/23/10 100.000 0.000 5.2711 0.175664 9.13 Morgan Stanley 61747Y584 02/09/06 02/17/10 100.000 0.000 5.2162 0.173711 7.99 Morgan Stanley 61747YBR5 05/31/07 11/30/10 100.000 0.000 5.2745 0.166882 0.171283 55.70 Morgan Stanley 61747YBS3 06/29/07 06/29/10 100.000 0.000 5.4202 0.172101 30.63 Morgan Stanley 61747YBT1 05/29/07 09/01/14 100.000 0.000 5.6123 0.176646 0.181603 0.186699 0.191938 0.197324 65.69 69.43 Morgan Stanley 617480173 04/30/08 11/05/14 100.000 5.627 5.6269 0.156306 0.156306 0.156306 0.156306 0.156306 56.27 56.27 Morgan Stanley 617480199 04/30/08 01/30/15 100.000 0.000 6.0537 0.181194 0.186678 0.192329 0.198150 0.204148 67.90 72.07 Morgan Stanley 617480330 05/30/08 02/28/14 100.000 0.000 5.5930 0.165562 0.167417 0.174951 0.176911 0.183857 61.93 65.31 Morgan Stanley 617480496 06/30/08 12/30/13 100.000 0.000 5.6404 0.170313 0.175117 0.180055 0.185133 0.190355 62.19 65.74 Morgan Stanley 617480579 07/31/08 01/20/10 100.000 0.000 3.6189 0.104093 1.98 Morgan Stanley 617480603 07/31/08 01/20/10 100.000 0.000 3.6189 0.104093 1.98 Morgan Stanley 617480629 07/31/08 11/29/11 87.000 0.000 4.2238 53.25 0.107920 0.110199 0.112526 0.114903 39.41 37.34 Morgan Stanley 617480710 08/29/08 11/29/11 86.300 0.000 4.5833 54.07 0.116283 0.118948 0.121674 0.124462 42.51 40.41 Morgan Stanley 617480801 09/30/08 03/20/10 100.000 0.000 9.8213 0.299486 23.66 Morgan Stanley 617482AA2 07/25/08 11/30/11 100.000 0.000 5.8223 0.174749 0.179836 0.185072 0.190460 64.15 61.86 Morgan Stanley 617482AL8 08/29/08 08/31/11 100.000 0.000 5.6318 0.164513 0.166387 0.173908 0.175890 61.55 42.45 Morgan Stanley 617482AM6 08/29/08 05/31/11 100.000 0.000 5.7855 0.172629 0.177623 0.182761 63.36 27.23 Morgan Stanley 617482AN4 07/28/08 07/28/14 100.000 0.000 6.2015 0.183113 0.188791 0.194644 0.200680 0.206902 68.71 73.03 Morgan Stanley 617482AP9 08/29/08 01/05/11 100.000 0.000 5.4658 0.158963 0.163307 0.167770 59.56 .67 Morgan Stanley 617482AQ7 08/29/08 08/31/11 100.000 VARIES 5.7662 0.166477 0.167385 0.173948 0.174947 61.85 42.28 Morgan Stanley 617482AR5 08/29/08 04/04/14 100.000 0.000 5.7350 0.169515 0.174376 0.179377 0.184520 0.189812 62.76 66.41 Morgan Stanley 617482AT1 08/29/08 11/29/11 86.300 0.000 4.5833 54.07 0.116283 0.118948 0.121674 0.124462 42.51 40.41 Morgan Stanley 617482AY0 08/29/08 11/30/11 100.000 0.000 5.6758 0.169130 0.173930 0.178866 0.183942 62.05 59.76 Morgan Stanley 617482AZ7 08/29/08 11/30/11 100.000 0.000 5.7597 0.171807 0.176755 0.181845 0.187082 63.05 60.77 Morgan Stanley 617482BQ6 09/30/08 12/30/10 100.000 0.000 9.6342 0.301102 0.315607 110.71 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617482BX1 09/30/08 11/30/11 94.000 0.000 6.4662 0.181875 0.187755 0.193825 0.200092 66.90 64.90 Morgan Stanley 617482CR3 10/21/08 10/20/10 100.000 0.000 6.1849 0.182565 0.188211 53.78 Morgan Stanley 617482CS1 10/20/08 10/20/11 73.000 0.000 10.7703 97.96 0.242554 0.255616 0.269382 0.283889 91.58 80.46 Morgan Stanley 617482CV4 10/21/08 10/29/10 100.000 0.000 6.1261 0.181001 0.186545 54.94 Morgan Stanley 617482CY8 10/31/08 10/31/11 83.000 0.000 6.3084 62.63 0.154764 0.159646 0.164682 0.169876 57.20 50.17 Morgan Stanley 617482DC5 11/28/08 11/30/11 100.000 0.000 4.4417 0.128955 0.131819 0.134746 0.137739 47.12 44.87 Morgan Stanley 617482DJ0 12/29/08 12/29/10 100.000 0.000 6.5936 0.195431 0.201874 71.12 Morgan Stanley 617482DL5 12/31/08 12/30/11 80.160 0.000 7.5159 61.56 0.178154 0.183839 0.191796 0.197916 66.09 70.74 Morgan Stanley 617482DX9 02/27/09 02/28/11 100.000 0.000 4.9651 0.140582 0.141723 0.147649 52.39 8.56 Morgan Stanley 617482EF7 02/27/09 02/27/24 100.000 VARIES 5.6208 0.151155 0.146035 0.140771 0.135359 0.129795 52.21 48.34 Morgan Stanley 617482EG5 03/03/09 02/27/24 100.000 VARIES 6.2075 0.168437 0.164181 0.159793 0.155269 0.150604 58.80 55.57 Morgan Stanley 617482EL4 03/31/09 03/31/11 100.000 0.000 5.5476 0.158377 0.162770 0.167285 58.62 14.89 Morgan Stanley 617482EN0 03/25/09 03/25/24 100.000 VARIES 6.4376 0.173850 0.168716 0.163418 0.157949 0.157060 60.66 57.24 Morgan Stanley 617482ES9 03/26/09 03/26/29 100.000 VARIES 5.8244 0.155581 0.149191 0.142615 0.135848 0.134995 53.63 49.40 Morgan Stanley 617482ET7 04/16/09 04/16/12 100.000 0.000 5.7696 0.164893 0.169650 0.174544 0.179579 0.184760 60.94 64.51 Morgan Stanley 617482EW0 04/30/09 04/30/12 100.000 0.000 5.5196 0.157555 0.161903 0.166371 0.170962 0.175681 58.04 61.29 Morgan Stanley 617482EX8 04/30/09 04/30/12 100.000 0.000 5.4582 0.155754 0.160005 0.164372 0.168858 0.173466 57.36 60.54 Morgan Stanley 617482FB5 04/16/09 04/16/29 100.000 VARIES 5.8955 0.158359 0.152791 0.147060 0.141159 0.140193 55.16 51.36 Morgan Stanley 617482FH2 05/29/09 05/29/12 100.000 0.000 4.8002 0.136540 0.139817 0.143173 0.146609 0.150128 49.96 52.38 Morgan Stanley 617482FJ8 05/29/09 05/29/12 100.000 0.000 4.8475 0.137919 0.141262 0.144686 0.148193 0.151785 50.47 52.95 Morgan Stanley 617482FM1 05/27/09 05/27/29 100.000 VARIES 3.6954 0.098903 0.095085 0.091196 0.087235 0.087102 34.66 31.98 Morgan Stanley 617482FQ2 06/30/09 06/28/13 100.000 0.000 4.0308 0.114201 0.116502 0.118851 0.121246 0.123690 41.54 43.23 Morgan Stanley 617482FR0 06/30/09 09/28/12 100.000 0.000 4.3979 0.123480 0.126195 0.128970 0.131806 0.134705 45.45 47.47 Morgan Stanley 617482FW9 06/22/09 06/22/29 100.000 VARIES 4.2479 0.113426 0.108755 0.103985 0.099113 0.099327 39.91 36.52 Morgan Stanley 617482FX7 06/26/09 06/26/24 100.000 VARIES 5.0455 0.136681 0.133122 0.129473 0.125731 0.121895 48.53 45.90 Morgan Stanley 617482FZ2 07/31/09 07/31/13 100.000 0.000 3.7618 0.104495 0.106460 0.108463 0.110503 0.112581 38.57 40.04 Morgan Stanley 617482GB4 07/31/09 10/31/12 100.000 0.000 4.0209 0.112817 0.115085 0.117398 0.119759 0.122166 41.30 42.98 Morgan Stanley 617482GC2 07/31/09 10/31/11 100.000 0.000 3.3818 0.094736 0.096338 0.097967 0.099623 34.59 29.59 Morgan Stanley 617482GD0 07/06/09 07/06/12 100.000 0.000 3.9872 0.110756 0.112964 0.115216 0.117513 0.119856 41.05 42.70 Morgan Stanley 617482GF5 07/16/09 07/16/29 100.000 VARIES 4.2615 0.118377 0.114389 0.110315 0.106155 0.101906 40.57 37.58 Morgan Stanley 617482GG3 07/29/09 07/29/24 100.000 VARIES 5.6514 0.156984 0.153570 0.150061 0.146452 0.142741 54.85 52.26 Morgan Stanley 617482GH1 07/31/09 07/31/29 100.000 VARIES 6.8887 0.191355 0.187421 0.183352 0.179143 0.174789 66.97 63.96 Morgan Stanley 617482GK4 08/31/09 02/28/13 100.000 0.000 3.5389 0.097760 0.097867 0.101250 0.101362 0.104289 36.13 37.35 Morgan Stanley 617482GL2 08/31/09 05/31/12 100.000 0.000 3.0328 0.084885 0.086172 0.087479 0.088805 0.090152 30.87 31.81 Morgan Stanley 617482GM0 08/31/09 08/30/13 100.000 0.000 4.0427 0.111064 0.112678 0.115587 0.117279 0.119650 41.39 43.00 Morgan Stanley 617482GQ1 08/18/09 08/17/12 100.000 0.000 3.1202 0.086674 0.088019 0.089392 0.090786 0.092203 31.81 32.81 Morgan Stanley 617482GR9 09/30/09 03/29/13 100.000 0.000 3.2543 0.090399 0.091862 0.093357 0.094876 0.096420 33.08 34.16 Morgan Stanley 617482GV0 09/30/09 09/30/14 100.000 4.132 4.1319 0.114778 0.114778 0.114778 0.114778 0.114778 41.32 41.32 Morgan Stanley 617482HD9 10/30/09 04/30/13 100.000 0.000 3.4452 0.095703 0.097351 0.099028 0.100734 0.102469 34.95 36.17 Morgan Stanley 617482HE7 10/09/09 10/09/24 97.500 VARIES 5.4787 0.148382 0.144660 0.140836 0.136908 0.135452 52.13 49.55 Morgan Stanley 617482HG2 10/19/09 10/19/29 100.000 VARIES 5.9196 0.164434 0.161080 0.157626 0.154069 0.150408 58.10 55.59 Morgan Stanley 617482HH0 10/30/09 01/31/13 100.000 0.000 3.2279 0.089666 0.090389 0.091848 0.093330 0.094837 32.74 33.78 Morgan Stanley 617482JB1 12/31/09 06/28/13 100.000 0.000 3.1055 0.085318 0.086148 0.087966 0.088844 0.090223 31.30 32.28 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617482JK1 11/30/09 05/30/13 100.000 0.000 2.8998 0.080551 0.081719 0.082904 0.084106 0.085325 29.28 30.14 Morgan Stanley 617482JL9 11/16/09 11/16/11 100.000 0.000 2.0182 0.056062 0.056628 0.057200 0.057777 20.34 18.12 Morgan Stanley 617482JN5 11/20/09 11/20/11 100.000 0.000 2.0285 0.056349 0.056921 0.057498 0.058081 20.44 18.45 Morgan Stanley 617482JP0 12/29/09 06/29/12 100.000 0.000 2.4717 0.068660 0.069508 0.070367 0.071237 0.072117 24.87 25.49 Morgan Stanley 617482JQ8 12/29/09 09/30/13 100.000 0.000 3.4574 0.094985 0.095291 0.097471 0.098614 0.100319 34.96 36.05 Morgan Stanley 617482JR6 12/11/09 12/12/11 100.000 0.000 2.1726 0.060356 0.061012 0.061675 0.062345 21.87 21.15 Morgan Stanley 617482JT2 01/28/10 07/29/13 100.000 0.000 2.8031 0.077864 0.077871 0.078963 0.080069 0.081192 26.10 28.96 Morgan Stanley 617482JX3 05/27/10 05/24/12 100.000 0.000 2.5278 0.070218 0.071091 0.071990 0.072899 15.06 25.82 Morgan Stanley 617482KC7 07/30/10 07/30/12 100.000 0.000 2.6135 0.072599 0.073548 0.074509 10.96 26.59 Morgan Stanley 617482KD5 11/29/10 05/22/15 100.000 2.000 3.0665 0.085181 0.085618 0.086078 2.73 30.78 Morgan Stanley 617482KF0 01/25/10 01/25/16 100.000 0.000 4.0787 0.113298 0.115609 0.117966 0.120372 38.43 42.79 Morgan Stanley 617482KY9 03/08/10 03/13/15 100.000 0.000 4.0832 0.113424 0.113488 0.115805 0.118170 0.120582 33.50 42.63 Morgan Stanley 617482LA0 03/15/10 03/15/16 100.000 0.000 4.5963 0.127676 0.130610 0.133612 0.136682 36.83 48.20 Morgan Stanley 617482MX9 08/09/10 08/09/20 100.000 VARIES 4.9489 0.137471 0.136749 0.136008 19.52 49.15 Morgan Stanley 617482NM2 09/30/10 09/30/16 100.000 0.000 3.8819 0.107832 0.109925 0.112059 9.81 39.58 Morgan Stanley 617482NP5 09/28/10 09/28/15 100.000 0.000 3.4261 0.095171 0.096802 0.098460 8.85 34.86 Morgan Stanley 617482NS9 09/30/10 09/30/15 100.000 0.000 3.4418 0.095607 0.097253 0.098926 8.70 35.02 Morgan Stanley 617482NW0 10/12/10 10/09/15 100.000 0.000 3.2213 0.089482 0.090899 0.092363 7.07 32.70 Morgan Stanley 617482PA6 10/28/10 05/29/12 100.000 0.000 0.8742 0.024285 0.024303 0.024409 0.024516 1.53 8.78 Morgan Stanley 617482PB4 10/28/10 05/29/13 100.000 0.000 1.6525 0.045903 0.045968 0.046348 0.046731 2.89 16.64 Morgan Stanley 617482PC2 10/28/10 05/29/14 100.000 0.000 2.5250 0.070141 0.070294 0.071181 0.072080 4.42 25.52 Morgan Stanley 617482PD0 10/29/10 05/29/15 100.000 0.000 3.1816 0.088378 0.088613 0.090022 0.091455 5.49 32.25 Morgan Stanley 617483144 06/30/09 06/26/14 100.000 0.000 5.3758 0.153254 0.157373 0.161603 0.165947 0.170408 55.95 59.00 Morgan Stanley 617483169 06/30/09 06/28/11 100.000 0.000 3.6476 0.103152 0.105033 0.106949 37.48 18.93 Morgan Stanley 617483227 04/30/09 04/20/11 100.000 0.000 4.7205 0.134049 0.137213 0.140452 49.28 15.31 Morgan Stanley 617483235 04/30/09 04/21/14 100.000 0.000 5.6383 0.160816 0.165350 0.170012 0.174805 0.179733 59.35 62.75 Morgan Stanley 617483284 04/30/09 10/20/12 100.000 0.000 5.5171 0.157246 0.161583 0.166041 0.170621 0.175328 58.01 61.26 Morgan Stanley 617483300 09/30/08 11/30/11 94.000 0.000 6.4662 0.181875 0.187755 0.193825 0.200092 66.90 64.90 Morgan Stanley 617483342 05/29/09 05/20/11 100.000 0.000 3.8967 0.110246 0.112394 0.114584 40.25 15.93 Morgan Stanley 617483383 05/29/09 05/20/14 100.000 0.000 5.2382 0.149129 0.153035 0.157043 0.161156 0.165377 54.71 57.62 Morgan Stanley 617483433 01/30/09 07/20/10 100.000 0.000 4.8055 0.136518 0.139798 27.76 Morgan Stanley 617483482 01/30/09 01/30/12 100.000 0.000 6.1849 0.177118 0.182595 0.188242 0.194064 0.200065 66.43 70.60 Morgan Stanley 617483508 08/29/08 01/29/10 100.000 0.000 3.1863 0.091113 2.55 Morgan Stanley 617483524 02/27/09 08/20/10 100.000 0.000 4.7507 0.134979 0.138186 31.49 Morgan Stanley 617483599 03/31/09 03/20/14 100.000 0.000 6.3536 0.180757 0.183459 0.192425 0.195301 0.203719 67.68 71.93 Morgan Stanley 617483615 03/31/09 03/20/11 100.000 0.000 5.5984 0.158723 0.160505 0.167733 59.19 13.08 Morgan Stanley 617483680 10/20/08 04/20/10 100.000 0.000 10.2895 0.315987 34.44 Morgan Stanley 617483714 10/20/08 10/20/11 73.000 0.000 10.7703 97.96 0.242554 0.255616 0.269382 0.283889 91.58 80.46 Morgan Stanley 617483722 10/31/08 04/20/10 100.000 0.000 5.1473 0.150227 16.37 Morgan Stanley 617483748 10/31/08 10/31/11 83.000 0.000 6.3084 62.63 0.154764 0.159646 0.164682 0.169876 57.20 50.17 Morgan Stanley 617483763 11/28/08 05/20/10 100.000 0.000 3.8747 0.111749 15.53 Morgan Stanley 617483813 12/31/08 06/20/10 100.000 0.000 6.5912 0.195012 32.96 Morgan Stanley 617483821 12/31/08 12/30/11 80.160 0.000 7.5159 61.56 0.178154 0.183839 0.191796 0.197916 66.09 70.74 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617483888 09/30/08 03/20/10 100.000 0.000 9.8213 0.299486 23.66 Morgan Stanley 617484217 07/31/09 07/27/11 100.000 0.000 3.2408 0.088067 0.090946 0.090912 0.093917 33.12 19.36 Morgan Stanley 617484282 08/31/09 02/25/15 100.000 0.000 4.7184 0.128219 0.133319 0.134240 0.139684 0.140649 48.50 50.81 Morgan Stanley 617484381 03/09/10 01/07/16 100.000 0.000 4.4482 0.123562 0.125364 0.128152 0.131002 36.39 46.61 Morgan Stanley 617484506 08/31/09 08/29/11 100.000 0.000 2.2311 0.060961 0.061973 0.062322 0.063363 22.60 15.15 Morgan Stanley 617484530 11/30/09 05/28/15 100.000 0.000 3.9207 0.108911 0.111022 0.113199 0.115418 0.117681 39.73 41.30 Morgan Stanley 617484605 08/25/09 08/27/12 100.000 0.000 3.3592 0.093329 0.094896 0.096490 0.098111 0.099759 34.27 35.43 Morgan Stanley 617484621 11/06/09 11/06/14 100.000 0.000 4.0719 0.113109 0.115412 0.117762 0.120160 0.122606 41.39 43.09 Morgan Stanley 617484654 12/04/09 12/04/13 100.000 0.000 3.4578 0.096052 0.097712 0.099402 0.101120 0.102869 34.97 36.19 Morgan Stanley 617484753 09/30/09 09/28/11 100.000 0.000 1.7533 0.048703 0.049125 0.049556 0.049990 17.69 13.31 Morgan Stanley 617484779 09/30/09 03/27/15 100.000 0.000 4.2843 0.119010 0.121516 0.124120 0.126778 0.129494 43.78 45.67 Morgan Stanley 61748A114 06/24/03 06/15/10 100.000 0.000 3.8194 0.135547 22.23 Morgan Stanley 61748A221 12/29/06 12/23/11 100.000 5.081 5.0809 0.141139 0.141139 0.141139 0.141139 50.81 49.68 Morgan Stanley 61748A296 11/06/06 11/30/11 100.000 0.000 5.4050 0.176827 0.181606 0.186514 0.191555 64.82 62.27 Morgan Stanley 61748A353 11/30/06 05/20/10 100.000 0.000 5.3425 0.173584 24.13 Morgan Stanley 61748A460 10/31/06 07/20/10 100.000 0.000 5.3335 0.170993 0.175553 34.85 Morgan Stanley 61748A494 07/31/06 07/20/10 100.000 0.000 5.5513 0.181463 0.186500 37.02 Morgan Stanley 61748A585 04/28/06 04/20/10 100.000 0.000 5.4899 0.184109 20.07 Morgan Stanley 61748A742 06/01/04 03/30/12 100.000 2.800 5.2533 0.167631 0.169991 0.172413 0.174899 0.177450 61.21 62.97 Morgan Stanley 61748A775 11/25/03 12/30/10 100.000 2.000 5.9877 0.214295 0.219048 77.79 Morgan Stanley 61748AAA4 09/24/03 12/30/10 100.000 0.000 5.0246 0.190502 0.195288 69.25 Morgan Stanley 61748AAC0 04/30/04 12/30/11 100.000 0.000 4.8871 0.178487 0.182848 0.187316 0.191893 65.05 68.07 Morgan Stanley 61748AAD8 04/30/04 12/30/11 100.000 0.000 4.8871 0.178487 0.182848 0.187316 0.191893 65.05 68.07 Morgan Stanley 61748AAF3 11/29/05 11/30/12 100.000 0.000 5.2402 0.179049 0.183740 0.188554 0.193495 0.198565 65.60 69.08 Morgan Stanley 61748AAG1 11/29/05 11/30/12 100.000 0.000 5.2402 0.179049 0.183740 0.188554 0.193495 0.198565 65.60 69.08 Morgan Stanley 61748AAL0 12/12/06 11/30/11 100.000 0.000 4.8724 0.154415 0.157313 0.162031 0.165071 57.14 54.51 Morgan Stanley 61748U300 04/21/06 04/19/10 100.000 0.000 5.5592 0.187040 20.20 Morgan Stanley 61750V188 05/31/07 05/25/12 100.000 5.318 5.3179 0.147722 0.147722 0.147722 0.147722 0.147722 53.18 53.18 Morgan Stanley 61750V220 04/20/07 04/20/11 100.000 0.000 5.1825 0.163604 0.167843 0.172193 60.27 18.77 Morgan Stanley 61750V238 04/20/07 04/20/10 100.000 0.000 5.1064 0.160901 17.54 Morgan Stanley 61750V295 04/30/07 04/27/12 100.000 5.055 5.0549 0.140417 0.140417 0.140417 0.140417 0.140417 50.55 50.55 Morgan Stanley 61750V642 02/28/07 02/20/11 100.000 0.000 5.1739 0.159569 0.166410 0.167932 60.60 8.40 Morgan Stanley 61750V733 01/30/07 07/29/11 100.000 0.000 5.3487 0.169510 0.174043 0.178698 0.183477 63.24 38.03 Morgan Stanley 61750V840 01/31/07 01/27/12 100.000 5.280 5.2799 0.146667 0.146667 0.146667 0.146667 0.146667 52.80 52.80 Morgan Stanley 61750VAG0 07/29/10 07/29/25 100.000 VARIES 5.9967 0.166577 0.163243 0.159809 25.32 58.34 Morgan Stanley 61759G570 07/22/10 07/21/18 100.000 VARIES 4.8833 0.135650 0.134897 0.134121 21.57 48.45 Morgan Stanley 61759G588 07/23/10 07/22/16 100.000 0.000 4.6755 0.129876 0.132896 0.136003 20.52 48.27 Morgan Stanley 61759G612 08/30/10 08/25/16 100.000 0.000 4.0488 0.112468 0.114682 0.117003 13.61 41.46 Morgan Stanley 61759G653 07/30/10 03/30/17 100.000 0.000 5.0431 0.140089 0.141266 0.144828 0.148480 21.26 52.15 Morgan Stanley 61759G844 06/29/10 06/24/16 100.000 0.000 5.4889 0.152470 0.156538 0.160834 0.165248 27.78 57.19 Morris CNTY Improv Auth 618027AP1 02/18/10 08/15/11 100.000 0.000 1.2156 0.033768 0.033969 0.034176 10.60 7.65 Morris CNTY Improv Auth 618027AQ9 02/18/10 08/15/12 100.000 0.000 1.3546 0.037628 0.037879 0.038135 0.038393 11.81 13.75 Morris CNTY Improv Auth 618027AR7 02/18/10 08/15/13 100.000 0.000 2.1177 0.058825 0.059438 0.060067 0.060703 18.50 21.68 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morris CNTY Improv Auth 618027AS5 02/18/10 08/15/14 100.000 0.000 2.8538 0.079275 0.080387 0.081534 0.082697 24.96 29.46 Morris CNTY Improv Auth 618027AT3 02/18/10 08/15/15 100.000 0.000 3.0318 0.084217 0.085472 0.086768 0.088083 26.53 31.36 Morris CNTY Improv Auth 618027AU0 02/18/10 08/15/16 100.000 0.000 3.4140 0.094834 0.096426 0.098072 0.099746 29.90 35.46 Morris CNTY Improv Auth 618027AV8 02/18/10 08/15/17 100.000 0.000 3.6588 0.101634 0.103462 0.105355 0.107282 32.06 38.11 Morris CNTY Improv Auth 618027AW6 02/18/10 08/15/18 100.000 0.000 3.8475 0.106877 0.108899 0.110994 0.113129 33.73 40.16 Morris CNTY Improv Auth 618027AX4 02/18/10 08/15/19 100.000 0.000 3.8535 0.107043 0.109072 0.111173 0.113315 33.78 40.22 Morris CNTY Improv Auth 618027AY2 02/18/10 08/15/20 100.000 0.000 3.8574 0.107151 0.109184 0.111289 0.113436 33.81 40.26 Morris CNTY Improv Auth 618027AZ9 02/18/10 08/15/21 100.000 0.000 3.8593 0.107205 0.109240 0.111348 0.113496 33.83 40.28 Morris CNTY Improv Auth 618027BA3 02/18/10 08/15/22 100.000 0.000 3.8595 0.107210 0.109244 0.111352 0.113501 33.83 40.29 Morris CNTY Improv Auth 618027BB1 02/18/10 08/15/23 100.000 0.000 3.8580 0.107169 0.109202 0.111308 0.113455 33.82 40.27 Morris CNTY Improv Auth 618027BC9 02/18/10 08/15/24 100.000 0.000 3.8550 0.107086 0.109116 0.111219 0.113363 33.79 40.24 Morris CNTY Improv Auth 618027BD7 02/18/10 08/15/25 100.000 0.000 3.8507 0.106965 0.108990 0.111088 0.113227 33.76 40.19 Multnomah County, OR 625506HH6 12/08/99 06/01/13 36.019 0.000 7.7198 411.87 0.164502 0.170851 0.177446 0.184295 0.191409 60.75 65.53 Multnomah County, OR 625506HJ2 12/08/99 06/01/14 33.298 0.000 7.7399 382.14 0.152766 0.158678 0.164818 0.171197 0.177822 56.42 60.87 Multnomah County, OR 625506HK9 12/08/99 06/01/15 30.863 0.000 7.7399 354.20 0.141594 0.147074 0.152766 0.158678 0.164818 52.30 56.42 Multnomah County, OR 625506HL7 12/08/99 06/01/16 28.606 0.000 7.7399 328.30 0.131240 0.136319 0.141594 0.147074 0.152766 48.47 52.30 Multnomah County, OR 625506HN3 12/08/99 06/01/20 21.112 0.000 7.7400 242.30 0.096860 0.100609 0.104503 0.108547 0.112748 35.77 38.60 Multnomah County, OR 625506HP8 12/08/99 06/01/21 19.568 0.000 7.7400 224.58 0.089777 0.093252 0.096860 0.100609 0.104503 33.16 35.77 Multnomah County, OR 625506HQ6 12/08/99 06/01/22 18.137 0.000 7.7400 208.15 0.083212 0.086432 0.089777 0.093252 0.096861 30.73 33.16 Multnomah County, OR 625506HR4 12/08/99 06/01/23 16.811 0.000 7.7399 192.93 0.077127 0.080111 0.083212 0.086432 0.089777 28.49 30.73 Multnomah County, OR 625506HS2 12/08/99 06/01/24 15.582 0.000 7.7399 178.82 0.071487 0.074253 0.077127 0.080112 0.083212 26.40 28.49 Multnomah County, OR 625506HT0 12/08/99 06/01/25 14.442 0.000 7.7400 165.75 0.066259 0.068823 0.071487 0.074253 0.077127 24.47 26.40 Multnomah County, OR 625506HU7 12/08/99 06/01/26 13.386 0.000 7.7400 153.63 0.061414 0.063790 0.066259 0.068823 0.071487 22.68 24.47 Multnomah County, OR 625506HV5 12/08/99 06/01/27 12.407 0.000 7.7400 142.39 0.056922 0.059125 0.061413 0.063790 0.066259 21.02 22.68 Multnomah County, OR 625506HW3 12/08/99 06/01/28 11.500 0.000 7.7399 131.98 0.052760 0.054802 0.056923 0.059125 0.061414 19.49 21.02 Multnomah County, OR 625506HX1 12/08/99 06/01/29 10.659 0.000 7.7399 122.33 0.048902 0.050794 0.052760 0.054802 0.056923 18.06 19.49 Multnomah County, OR 625506HY9 12/08/99 06/01/30 9.879 0.000 7.7401 113.38 0.045325 0.047079 0.048901 0.050794 0.052759 16.74 18.06 Muzak Holdings Finance 62844VAC5 03/18/99 03/15/10 53.328 VARIES 12.9997 0.361105 26.72 Nanogen, Inc. 630075AA7 08/27/07 08/27/10 72.000 6.250 18.9017 0.466978 0.494704 115.20 Nash Finch Company 631158AC6 03/15/05 03/15/35 46.611 VARIES 8.0045 0.128336 0.131658 0.135113 0.138706 0.142443 47.52 50.06 Nash Finch Company 631158AD4 03/15/05 03/15/35 46.611 VARIES 8.0045 0.128336 0.131658 0.135113 0.138706 0.142443 47.52 50.06 National Rural Utilities 637432KV6 02/06/08 12/15/23 87.915 0.000 0.8138 13.69 0.020177 0.020259 0.020341 0.020424 0.020507 7.28 7.34 National Rural Utilities 637432KY0 02/06/08 12/15/10 97.850 0.000 0.7617 14.26 0.021000 0.021080 7.24 National Rural Utilities 637432KZ7 02/06/08 12/15/11 96.997 0.000 0.7917 14.70 0.021649 0.021734 0.021820 0.021907 7.81 7.52 National Rural Utilities 637432LA1 02/06/08 12/15/12 96.936 0.000 0.6415 11.89 0.017481 0.017537 0.017594 0.017650 0.017707 6.31 6.35 National Rural Utilities 637432LB9 02/06/08 12/15/13 96.036 0.000 0.6915 12.70 0.018688 0.018752 0.018817 0.018882 0.018947 6.74 6.79 National Rural Utilities 637432LC7 02/06/08 12/15/14 93.808 0.000 0.9341 16.79 0.024767 0.024883 0.024999 0.025116 0.025233 8.94 9.02 National Rural Utilities 637432LD5 02/06/08 12/15/15 93.011 0.000 0.9240 16.46 0.024288 0.024400 0.024513 0.024626 0.024740 8.77 8.85 National Rural Utilities 637432LE3 02/06/08 12/15/16 92.647 0.000 0.8640 15.33 0.022595 0.022692 0.022790 0.022889 0.022988 8.15 8.23 National Rural Utilities 637432LF0 02/06/08 12/15/17 92.124 0.000 0.8338 14.70 0.021671 0.021761 0.021852 0.021943 0.022034 7.82 7.89 National Rural Utilities 637432LG8 02/06/08 12/15/18 91.459 0.000 0.8238 14.42 0.021254 0.021341 0.021429 0.021517 0.021606 7.67 7.73 National Rural Utilities 637432LH6 02/06/08 12/15/19 90.603 0.000 0.8339 14.46 0.021314 0.021403 0.021492 0.021582 0.021672 7.69 7.76 National Rural Utilities 637432LJ2 02/06/08 12/15/20 90.083 0.000 0.8138 14.03 0.020675 0.020759 0.020844 0.020929 0.021014 7.46 7.52 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ National Rural Utilities 637432LK9 02/06/08 12/15/21 89.231 0.000 0.8238 14.07 0.020735 0.020821 0.020906 0.020992 0.021079 7.48 7.54 National Rural Utilities 637432LL7 02/06/08 12/15/22 88.108 0.000 0.8538 14.40 0.021232 0.021323 0.021414 0.021505 0.021597 7.66 7.73 Navistar Intl Corp. 63934EAL2 10/28/09 10/15/14 78.000 3.000 8.5279 6.39 0.101438 0.105451 0.109947 0.114636 0.119524 37.89 41.15 Network Associates, Inc. 640938AA4 02/13/98 02/13/18 39.106 0.000 4.7500 292.13 0.088531 0.090633 0.092786 0.094990 0.097246 32.84 34.42 NJ Econ Dev Auth 64578JAA4 12/22/05 07/01/15 60.170 0.000 5.4048 144.08 0.111968 0.114994 0.118101 0.121293 40.85 43.09 NJ Econ Dev Auth 64578JAB2 12/22/05 07/01/16 56.811 0.000 5.4449 137.15 0.106670 0.109574 0.112557 0.115622 38.92 41.07 NJ Econ Dev Auth 64578JAC0 12/22/05 07/01/17 53.569 0.000 5.4898 130.49 0.101591 0.104379 0.107245 0.110188 37.07 39.14 NJ Econ Dev Auth 64578JAD8 12/22/05 07/01/18 50.436 0.000 5.5399 124.09 0.096712 0.099390 0.102144 0.104973 35.30 37.28 NJ Econ Dev Auth 64578JAE6 12/22/05 07/01/19 47.535 0.000 5.5748 117.76 0.091849 0.094409 0.097040 0.099745 33.53 35.42 NJ Econ Dev Auth 64578JAF3 09/07/07 07/01/15 62.947 0.000 6.0088 92.61 0.120524 0.124146 0.127875 0.131717 44.04 46.73 NJ Econ Dev Auth 64578JAG1 09/07/07 07/01/16 59.024 0.000 6.0689 87.75 0.114298 0.117766 0.121340 0.125022 41.77 44.35 NJ Econ Dev Auth 64578JAH9 09/07/07 07/01/17 55.019 0.000 6.1789 83.37 0.108742 0.112101 0.115565 0.119135 39.75 42.25 NJ Econ Dev Auth 64578JAJ5 09/07/07 07/01/18 51.284 0.000 6.2689 78.90 0.103045 0.106275 0.109606 0.113042 37.68 40.08 NJ Econ Dev Auth 64578JAK2 09/07/07 07/01/19 47.828 0.000 6.3391 74.46 0.097330 0.100415 0.103598 0.106881 35.59 37.89 NJ Econ Dev Auth 64578JAL0 09/07/07 07/01/20 44.269 0.000 6.4592 70.30 0.092042 0.095015 0.098084 0.101251 33.67 35.88 NJ Econ Dev Auth 64578JAM8 09/07/07 07/01/21 41.265 0.000 6.5092 66.07 0.086558 0.089376 0.092284 0.095288 31.67 33.76 NJ Econ Dev Auth 64578JAN6 09/07/07 07/01/22 38.760 0.000 6.4992 61.96 0.081161 0.083799 0.086522 0.089334 29.69 31.65 NJ Econ Dev Auth 64578JAP1 09/07/07 07/01/23 36.303 0.000 6.5092 58.12 0.076150 0.078629 0.081188 0.083830 27.86 29.70 NJ Econ Dev Auth 645913AN4 06/30/97 02/15/10 40.322 0.000 7.3241 588.14 0.196263 8.64 NJ Econ Dev Auth 645913AP9 06/30/97 02/15/11 37.204 0.000 7.3892 549.87 0.184089 0.190890 0.197943 69.38 8.71 NJ Econ Dev Auth 645913AQ7 06/30/97 02/15/12 34.381 0.000 7.4342 512.79 0.172061 0.178457 0.185090 0.191970 0.199106 64.87 69.78 NJ Econ Dev Auth 645913AR5 06/30/97 02/15/13 31.673 0.000 7.4942 478.13 0.160914 0.166944 0.173200 0.179690 0.186423 60.69 65.32 NJ Econ Dev Auth 645913AS3 06/30/97 02/15/14 29.262 0.000 7.5292 444.84 0.149970 0.155616 0.161474 0.167553 0.173861 56.57 60.91 NJ Econ Dev Auth 645913AT1 06/30/97 02/15/15 27.085 0.000 7.5492 413.39 0.139508 0.144774 0.150238 0.155909 0.161794 52.63 56.68 NJ Econ Dev Auth 645913AU8 06/30/97 02/15/16 25.082 0.000 7.5644 383.98 0.129681 0.134586 0.139676 0.144959 0.150442 48.93 52.70 NJ Econ Dev Auth 645913AV6 06/30/97 02/15/17 23.177 0.000 7.5895 356.59 0.120581 0.125157 0.129907 0.134836 0.139953 45.50 49.02 NJ Econ Dev Auth 645913AW4 06/30/97 02/15/18 21.450 0.000 7.6043 330.99 0.112008 0.116267 0.120688 0.125276 0.130040 42.27 45.55 NJ Econ Dev Auth 645913AX2 06/30/97 02/15/19 19.886 0.000 7.6095 307.18 0.103974 0.107930 0.112037 0.116299 0.120724 39.24 42.28 NJ Econ Dev Auth 645913AY0 06/30/97 02/15/20 18.435 0.000 7.6144 285.04 0.096507 0.100181 0.103995 0.107954 0.112064 36.42 39.25 NJ Econ Dev Auth 645913AZ7 06/30/97 02/15/21 17.088 0.000 7.6194 264.48 0.089567 0.092979 0.096521 0.100198 0.104016 33.80 36.43 NJ Econ Dev Auth 645913BA1 06/30/97 02/15/22 15.838 0.000 7.6244 245.37 0.083118 0.086286 0.089576 0.092991 0.096536 31.37 33.81 NJ Econ Dev Auth 645913BB9 06/30/97 02/15/23 14.678 0.000 7.6294 227.63 0.077126 0.080068 0.083122 0.086293 0.089585 29.11 31.37 NJ Econ Dev Auth 645913BC7 06/30/97 02/15/24 13.601 0.000 7.6346 211.14 0.071559 0.074290 0.077126 0.080070 0.083127 27.01 29.11 NJ Econ Dev Auth 645913BD5 06/30/97 02/15/25 12.602 0.000 7.6397 195.83 0.066387 0.068923 0.071555 0.074289 0.077126 25.06 27.01 NJ Econ Dev Auth 645913BE3 06/30/97 02/15/26 11.676 0.000 7.6446 181.62 0.061583 0.063937 0.066381 0.068918 0.071552 23.25 25.06 New Omaha Holdings Corp. 647579AA9 09/24/07 09/30/16 100.000 VARIES 11.4999 0.400265 0.423280 0.447619 0.473357 0.500575 152.55 170.59 Centro NP LLC 64806QAA2 10/30/09 01/15/14 67.500 7.970 19.6685 8.99 0.147395 0.153435 0.168525 0.185098 0.203301 57.66 69.42 Centro NP LLC 64806QAD6 10/30/09 01/15/14 67.500 7.650 19.2575 9.06 0.148576 0.154540 0.169421 0.185734 0.203618 58.02 69.60 Centro NP LLC 64806QAF1 10/30/09 01/15/14 67.500 7.680 19.2960 9.06 0.148467 0.154437 0.169337 0.185674 0.203588 57.99 69.59 Centro NP LLC 64806QAG9 10/30/09 01/15/14 67.500 7.680 19.2960 9.06 0.148467 0.154437 0.169337 0.185674 0.203588 57.99 69.59 Centro NP LLC 64806QAK0 10/30/09 01/15/14 67.500 6.900 18.2959 9.23 0.151380 0.157153 0.171530 0.187221 0.204348 58.88 70.02 Centro NP LLC 64806QAL8 10/30/09 01/15/14 67.500 6.900 18.2959 9.23 0.151380 0.157153 0.171530 0.187221 0.204348 58.88 70.02 The City of New York 649655LN5 05/27/93 05/15/10 24.595 0.000 8.4398 723.91 0.224948 30.14 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ NY State Dorm Auth 649902ZR7 10/20/09 09/15/25 86.380 5.800 7.2575 .93 0.013029 0.013410 0.013896 0.014401 0.014923 4.85 5.20 City of Newark, NJ 6503667S0 04/10/03 04/01/22 30.037 0.000 6.4399 159.72 0.081000 0.083608 0.086300 0.089079 0.091948 30.11 32.08 City of Newark, NJ 6503667T8 04/10/03 04/01/23 28.029 0.000 6.4699 149.88 0.076080 0.078542 0.081082 0.083705 0.086413 28.28 30.14 City of Newark, NJ 6503667U5 04/10/03 04/01/24 26.193 0.000 6.4899 140.59 0.071407 0.073724 0.076116 0.078586 0.081136 26.55 28.30 City of Newark, NJ 6503667V3 04/10/03 04/01/25 24.468 0.000 6.5099 131.82 0.066994 0.069174 0.071426 0.073751 0.076152 24.91 26.56 City of Newark, NJ 6503667W1 04/10/03 04/01/26 22.848 0.000 6.5299 123.55 0.062829 0.064880 0.066998 0.069186 0.071445 23.36 24.91 City of Newark, NJ 6503667X9 04/10/03 04/01/27 21.327 0.000 6.5498 115.76 0.058899 0.060828 0.062820 0.064877 0.067002 21.90 23.36 City of Newark, NJ 6503667Y7 04/10/03 04/01/28 19.947 0.000 6.5600 108.47 0.055208 0.057019 0.058889 0.060820 0.062815 20.53 21.90 City of Newark, NJ 6503667Z4 04/10/03 04/01/29 18.653 0.000 6.5700 101.62 0.051738 0.053438 0.055193 0.057006 0.058879 19.24 20.53 City of Newark, NJ 6503668A8 04/10/03 04/01/30 17.440 0.000 6.5799 95.19 0.048477 0.050072 0.051719 0.053421 0.055178 18.03 19.24 City of Newark, NJ 6503668B6 04/10/03 04/01/31 16.302 0.000 6.5900 89.14 0.045412 0.046908 0.048454 0.050051 0.051700 16.89 18.02 City of Newark, NJ 6503668C4 04/10/03 04/01/32 15.279 0.000 6.5899 83.55 0.042561 0.043964 0.045412 0.046909 0.048454 15.83 16.89 City of Newark, NJ 6503668D2 04/10/03 04/01/33 14.320 0.000 6.5899 78.30 0.039889 0.041204 0.042561 0.043964 0.045412 14.84 15.83 Nexstar Fin Hldgs Inc 65335BAD6 03/27/03 04/01/13 57.442 VARIES 11.3746 0.315965 0.315964 0.315964 0.315964 0.315963 113.75 113.75 Nexstar Fin Hldgs Inc 65335BAE4 03/27/03 04/01/13 57.442 VARIES 11.3746 0.315965 0.315964 0.315964 0.315964 0.315963 113.75 113.75 Nexstar Fin Hldgs Inc 65335BAF1 03/27/03 04/01/13 57.442 VARIES 11.3746 0.315965 0.315964 0.315964 0.315964 0.315963 113.75 113.75 Nextera Energy Inc. 65339F309 05/26/09 06/01/14 98.500 VARIES 4.3841 0.120405 0.120852 0.121309 0.121776 0.122253 43.45 43.78 Nomura America Finance 65539AAG5 11/24/10 11/24/25 100.000 VARIES 5.5492 0.154147 0.149946 0.145628 5.70 54.42 NorAm Energy Corporation 655419AC3 06/17/96 03/15/12* 80.000 6.000 8.2985 154.57 0.052104 .52* Omnicom Group, Inc. 681919AH9 02/07/01 02/07/31 100.000 VARIES 6.7111 0.321348 0.331127 0.341008 0.351220 0.361776 120.28 127.59 Omnicom Group, Inc. 681919AJ5 02/07/01 02/07/31 100.000 VARIES 6.7111 0.321348 0.331127 0.341008 0.351220 0.361776 120.28 127.59 Omnicom Group, Inc. 681919AK2 02/07/01 02/07/31 100.000 VARIES 6.7111 0.321348 0.331127 0.341008 0.351220 0.361776 120.28 127.59 Omnicom Group, Inc. 681919AL0 03/06/02 07/31/32 102.250 VARIES 6.6935 0.298595 0.312667 0.316658 0.331457 0.335761 114.32 121.20 Omnicom Group, Inc. 681919AM8 03/06/02 07/31/32 102.250 VARIES 6.6935 0.298595 0.312667 0.316658 0.331457 0.335761 114.32 121.20 Omnicom Group, Inc. 681919AN6 06/10/03 06/15/33 100.000 VARIES 4.6001 0.171843 0.175795 0.179839 0.183975 0.188207 62.70 65.62 Omnicom Group, Inc. 681919AP1 06/10/03 06/15/33 100.000 VARIES 4.6001 0.171843 0.175795 0.179839 0.183975 0.188207 62.70 65.62 Omnicom Group, Inc. 681919AQ9 06/30/06 07/01/38 100.000 VARIES 7.3396 0.262439 0.272070 0.282054 0.292405 96.21 103.40 Omnicom Group, Inc. 681919AR7 06/10/03 06/15/33 100.000 VARIES 4.6001 0.171843 0.175795 0.179839 0.183975 0.188207 62.70 65.62 Omnicom Group, Inc. 681919AT3 06/30/06 07/01/38 100.000 VARIES 7.3396 0.262439 0.272070 0.282054 0.292405 96.21 103.40 Omnicom Group, Inc. 681919AU0 06/30/06 07/01/38 100.000 VARIES 7.3396 0.262439 0.272070 0.282054 0.292405 96.21 103.40 Orange County, CA 68428LAV6 06/12/96 09/01/11 29.734 0.000 8.1288 578.45 0.192538 0.200364 0.208507 0.216982 72.64 51.57 Orange County, CA 68428LAW4 06/12/96 09/01/12 27.201 0.000 8.1888 535.47 0.178795 0.186116 0.193736 0.201669 0.209926 67.48 73.12 Orange County, CA 68428LAX2 06/12/96 09/01/13 25.020 0.000 8.2089 494.48 0.165284 0.172068 0.179130 0.186482 0.194136 62.38 67.61 Orange County, CA 68428LAY0 06/12/96 09/01/10 32.377 0.000 8.0887 624.90 0.207559 0.215954 51.33 Orange County, CA 68428LAZ7 06/12/96 09/01/14 23.005 0.000 8.2290 456.45 0.152733 0.159017 0.165560 0.172372 0.179464 57.65 62.50 Orange County, CA 68428LBA1 06/12/96 09/01/15 21.183 0.000 8.2391 421.13 0.140991 0.146799 0.152847 0.159143 0.165699 53.22 57.70 Orange County, CA 68428LBB9 06/12/96 09/01/16 19.464 0.000 8.2591 388.48 0.130196 0.135572 0.141171 0.147001 0.153071 49.16 53.30 Orange County, CA 68428LBT0 03/03/97 09/01/11 34.929 0.000 7.3901 536.92 0.177549 0.184110 0.190913 0.197967 66.70 47.09 Orange County, CA 68428LBU7 04/01/97 09/01/12 30.602 0.000 7.8293 508.92 0.172728 0.179490 0.186516 0.193818 0.201405 65.05 70.25 Orange County, CA 68428LBV5 04/01/97 09/01/13 28.339 0.000 7.8295 471.30 0.159962 0.166224 0.172731 0.179493 0.186520 60.25 65.05 Orange County, CA 68428LBW3 01/17/97 09/01/14 26.499 0.000 7.6793 438.64 0.146348 0.151967 0.157802 0.163861 0.170153 55.07 59.38 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Orange County, CA 68428LBX1 04/01/97 09/01/15 24.175 0.000 7.8595 404.43 0.137472 0.142875 0.148489 0.154325 0.160389 51.78 55.93 Orange County, CA 68428LBY9 01/17/97 09/01/16 22.492 0.000 7.7493 377.56 0.126423 0.131322 0.136410 0.141696 0.147186 47.59 51.35 Orange County, CA 68428LBZ6 01/17/97 09/01/17 20.762 0.000 7.7695 349.92 0.117290 0.121847 0.126580 0.131498 0.136606 44.16 47.66 Orange County, CA 68428LCA0 01/17/97 09/01/18 19.198 0.000 7.7795 324.21 0.108728 0.112957 0.117351 0.121916 0.126658 40.94 44.18 Orange County, CA 68428LCB8 01/17/97 09/01/19 17.826 0.000 7.7696 300.44 0.100706 0.104618 0.108683 0.112905 0.117291 37.92 40.92 Orange County, CA 68428LCC6 01/17/97 09/01/20 16.480 0.000 7.7796 278.31 0.093336 0.096967 0.100739 0.104657 0.108729 35.14 37.93 Orange County, CA 68428LCD4 01/17/97 09/01/21 15.306 0.000 7.7694 257.96 0.086466 0.089825 0.093315 0.096940 0.100706 32.55 35.13 Orange County, CA 68428LCK8 01/17/97 09/01/10 36.871 0.000 7.4592 583.78 0.192568 0.199750 47.51 Oregon Community College 68583RAG7 04/23/03 06/30/10 72.765 0.000 4.4727 250.60 0.121526 21.75 Oregon Community College 68583RAH5 04/23/03 06/30/11 68.075 0.000 4.7525 251.34 0.123033 0.125957 0.128950 44.82 23.08 Oregon Community College 68583RAJ1 04/23/03 06/30/12 63.740 0.000 4.9623 247.39 0.121946 0.124972 0.128073 0.131250 0.134507 44.45 46.68 Oregon Community College 68583RAK8 04/23/03 06/30/13 59.557 0.000 5.1521 241.46 0.119775 0.122860 0.126025 0.129272 0.132602 43.68 45.96 Oregon Community College 68583RAL6 04/23/03 06/30/14 55.504 0.000 5.3320 234.23 0.116882 0.119999 0.123198 0.126482 0.129854 42.64 44.95 Oregon Community College 68583RAM4 04/23/03 06/30/15 51.363 0.000 5.5419 226.81 0.113969 0.117127 0.120373 0.123708 0.127136 41.60 43.94 Oregon Community College 68583RAN2 04/23/03 06/30/16 47.583 0.000 5.7117 217.74 0.110024 0.113166 0.116398 0.119722 0.123141 40.18 42.51 Oregon Community College 68583RAP7 04/23/03 06/30/17 44.239 0.000 5.8317 207.49 0.105259 0.108329 0.111487 0.114738 0.118084 38.45 40.73 Oregon Community College 68583RAQ5 04/23/03 06/30/18 40.975 0.000 5.9616 197.29 0.100509 0.103505 0.106590 0.109767 0.113039 36.73 38.95 Oregon Community College 68583RAR3 04/23/03 06/30/19 37.976 0.000 6.0714 186.88 0.095548 0.098448 0.101437 0.104516 0.107689 34.93 37.08 Oregon Community College 68583RAS1 04/23/03 06/30/20 35.297 0.000 6.1514 176.44 0.090446 0.093228 0.096096 0.099051 0.102098 33.07 35.13 Oregon Community College 68583RAT9 04/23/03 06/30/21 32.815 0.000 6.2213 166.27 0.085427 0.088085 0.090825 0.093650 0.096563 31.24 33.21 Oregon Community College 68583RAU6 04/23/03 06/30/22 30.636 0.000 6.2613 156.43 0.080476 0.082996 0.085594 0.088274 0.091037 29.43 31.30 Oregon Community College 68583RAV4 04/23/03 06/30/23 28.748 0.000 6.2713 147.07 0.075686 0.078060 0.080507 0.083032 0.085635 27.68 29.44 Oregon Sch Brds Assoc 686053AH2 10/31/02 06/30/10 70.827 0.000 4.5493 269.61 0.123559 22.12 Oregon Sch Brds Assoc 686053AJ8 10/31/02 06/30/11 66.180 0.000 4.8194 269.38 0.124643 0.127646 0.130722 45.42 23.40 Oregon Sch Brds Assoc 686053AK5 10/31/02 06/30/12 62.040 0.000 4.9992 263.59 0.122742 0.125810 0.128955 0.132178 0.135482 44.75 47.01 Oregon Sch Brds Assoc 686053AL3 10/31/02 06/30/13 57.955 0.000 5.1793 256.70 0.120295 0.123410 0.126606 0.129884 0.133248 43.87 46.17 Oregon Sch Brds Assoc 686053AM1 10/31/02 06/30/14 53.950 0.000 5.3594 248.82 0.117342 0.120486 0.123715 0.127030 0.130434 42.82 45.14 Oregon Sch Brds Assoc 686053AN9 10/31/02 06/30/15 50.233 0.000 5.5093 239.40 0.113496 0.116623 0.119835 0.123137 0.126529 41.43 43.74 Oregon Sch Brds Assoc 686053AP4 10/31/02 06/30/16 46.574 0.000 5.6694 229.69 0.109501 0.112605 0.115797 0.119080 0.122455 39.99 42.28 Oregon Sch Brds Assoc 686053AQ2 10/31/02 06/30/17 43.110 0.000 5.8193 219.37 0.105130 0.108189 0.111337 0.114577 0.117911 38.40 40.67 Oregon Sch Brds Assoc 686053AR0 10/31/02 06/30/18 40.030 0.000 5.9294 208.35 0.100233 0.103204 0.106264 0.109414 0.112658 36.62 38.83 Oregon Sch Brds Assoc 686053AS8 10/31/02 06/30/19 37.212 0.000 6.0194 197.24 0.095185 0.098050 0.101001 0.104041 0.107172 34.79 36.91 Oregon Sch Brds Assoc 686053AT6 10/31/02 06/30/20 34.591 0.000 6.0995 186.30 0.090158 0.092908 0.095741 0.098661 0.101670 32.96 35.00 Oregon Sch Brds Assoc 686053BZ1 04/21/03 06/30/10 72.765 0.000 4.4692 250.61 0.121433 21.74 Oregon Sch Brds Assoc 686053CA5 04/21/03 06/30/11 68.075 0.000 4.7492 251.39 0.122955 0.125874 0.128863 44.80 23.07 Oregon Sch Brds Assoc 686053CB3 04/21/03 06/30/12 63.740 0.000 4.9593 247.45 0.121880 0.124903 0.128000 0.131174 0.134426 44.43 46.66 Oregon Sch Brds Assoc 686053CC1 04/21/03 06/30/13 59.557 0.000 5.1493 241.54 0.119720 0.122802 0.125964 0.129207 0.132534 43.66 45.94 Oregon Sch Brds Assoc 686053CD9 04/21/03 06/30/14 55.504 0.000 5.3293 234.32 0.116837 0.119951 0.123147 0.126428 0.129797 42.63 44.93 Oregon Sch Brds Assoc 686053CE7 04/21/03 06/30/15 51.363 0.000 5.5394 226.91 0.113932 0.117087 0.120330 0.123663 0.127088 41.59 43.93 Oregon Sch Brds Assoc 686053CF4 04/21/03 06/30/16 47.583 0.000 5.7092 217.85 0.109994 0.113134 0.116363 0.119685 0.123102 40.17 42.50 Oregon Sch Brds Assoc 686053CG2 04/21/03 06/30/17 44.239 0.000 5.8294 207.60 0.105235 0.108303 0.111459 0.114708 0.118051 38.44 40.72 Oregon Sch Brds Assoc 686053CH0 04/21/03 06/30/18 40.975 0.000 5.9593 197.40 0.100490 0.103484 0.106568 0.109743 0.113013 36.72 38.94 Oregon Sch Brds Assoc 686053CJ6 04/21/03 06/30/19 37.976 0.000 6.0693 186.99 0.095533 0.098432 0.101419 0.104497 0.107668 34.92 37.07 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Oregon Sch Brds Assoc 686053CK3 04/21/03 06/30/20 35.297 0.000 6.1494 176.55 0.090435 0.093216 0.096082 0.099036 0.102081 33.06 35.13 Oregon Sch Brds Assoc 686053CL1 04/21/03 06/30/21 32.815 0.000 6.2193 166.37 0.085419 0.088076 0.090815 0.093639 0.096550 31.23 33.21 Oregon Sch Brds Assoc 686053CM9 04/21/03 06/30/22 30.636 0.000 6.2594 156.53 0.080471 0.082989 0.085587 0.088265 0.091028 29.43 31.30 Oregon Sch Brds Assoc 686053CN7 04/21/03 06/30/23 28.748 0.000 6.2695 147.17 0.075682 0.078055 0.080502 0.083025 0.085628 27.68 29.44 Oscient Pharmaceuticals 68812RAD7 11/25/08 04/15/11* 12.200 12.500 N/A 1.053632 1.605925 228.42* Oscient Pharmaceuticals 68812RAE5 11/25/08 04/15/11* 12.200 12.500 N/A 1.053632 1.605925 228.42* PMA Capital Corporation 693419AA1 10/21/02 09/30/22* 100.000 VARIES N/A 0.266402 0.270176 0.277071 81.19* Paterson, City of 7031302A1 04/11/03 04/01/15 51.501 0.000 5.6199 232.59 0.115091 0.118325 0.121650 0.125068 0.128582 42.61 45.03 Paterson, City of 7031302B9 04/11/03 04/01/16 47.811 0.000 5.7699 222.77 0.110737 0.113932 0.117219 0.120600 0.124079 41.02 43.42 Paterson, City of 7031302C7 04/11/03 04/01/17 44.317 0.000 5.9099 212.46 0.106064 0.109198 0.112425 0.115747 0.119168 39.32 41.68 Paterson, City of 703130Z56 04/11/03 04/01/10 72.826 0.000 4.5999 260.50 0.124903 11.24 Paterson, City of 703130Z64 04/11/03 04/01/11 68.193 0.000 4.8599 259.88 0.125617 0.128669 0.131796 46.33 11.86 Paterson, City of 703130Z72 04/11/03 04/01/12 63.812 0.000 5.0698 255.41 0.124262 0.127412 0.130641 0.133953 0.137349 45.88 48.23 Paterson, City of 703130Z80 04/11/03 04/01/13 59.701 0.000 5.2398 248.33 0.121449 0.124631 0.127897 0.131247 0.134686 44.87 47.26 Paterson, City of 703130Z98 04/11/03 04/01/14 55.492 0.000 5.4399 241.19 0.118686 0.121914 0.125230 0.128637 0.132135 43.90 46.32 Penn Virginia Corp. 707882AB2 06/15/09 06/15/16 97.003 10.375 11.0000 1.62 0.008656 0.009132 0.009635 0.010165 0.010724 3.22 3.58 Peoria, IL SD #150 713040FA6 08/15/05 01/01/11 77.688 0.000 4.7492 177.27 0.125874 0.128863 45.85 Peoria, IL SD #150 713040FB4 08/15/05 01/01/12 73.711 0.000 4.8393 171.69 0.122165 0.125121 0.128149 0.131249 44.51 46.69 Peoria, IL SD #150 713040FC2 08/15/05 01/01/13 69.865 0.000 4.9194 165.68 0.118111 0.121017 0.123993 0.127043 43.04 45.19 Peoria County, IL 71319RAX5 05/14/09 12/01/10 104.800 0.000 2.2848 0.067347 0.068117 22.36 Peoria County, IL 71319RAZ0 11/12/09 12/01/10 103.096 0.000 1.2849 0.036823 0.037059 12.19 Peoria County, IL 71319RBB2 05/13/10 12/01/11 103.559 0.000 1.3244 0.038100 0.038125 0.038377 0.038632 8.70 12.71 Peoria County, IL 71319RBD8 11/10/10 12/01/11 102.712 0.000 0.9903 0.028257 0.028273 0.028413 1.44 9.36 Petro Stopping Centers 71646DAJ1 02/09/04 04/30/14 93.312 5.000 N/A 0.196005 0.193771 0.191420 0.188948 0.186347 69.88 68.15 Petro Stopping Centers 71646DAK8 02/09/04 04/30/14 100.000 5.000 N/A 0.196005 0.193771 0.191420 0.188948 0.186347 69.88 68.15 Philadelphia Authority 71781LAP4 02/03/99 04/15/24 19.046 0.000 6.6895 200.13 0.071569 0.073963 0.076437 0.078994 0.081636 26.57 28.37 Philadelphia Authority 71781LAQ2 02/03/99 04/15/12 43.760 0.000 6.3590 429.01 0.151051 0.155854 0.160810 0.165923 0.171198 55.98 59.60 Philadelphia Authority 71781LAR0 02/03/99 04/15/13 40.766 0.000 6.4191 404.81 0.142934 0.147522 0.152257 0.157144 0.162187 52.99 56.45 Philadelphia Authority 71781LAS8 02/03/99 04/15/14 37.933 0.000 6.4792 381.49 0.135084 0.139460 0.143978 0.148642 0.153458 50.09 53.39 Philadelphia Authority 71781LAT6 02/03/99 04/15/15 35.256 0.000 6.5392 359.07 0.127505 0.131674 0.135979 0.140425 0.145017 47.30 50.44 Philadelphia Authority 71781LAU3 02/03/99 04/15/16 32.784 0.000 6.5893 337.41 0.120096 0.124053 0.128140 0.132362 0.136722 44.56 47.54 Philadelphia Authority 71781LAV1 02/03/99 04/15/17 30.618 0.000 6.6093 316.43 0.112734 0.116460 0.120309 0.124284 0.128392 41.83 44.64 Philadelphia Authority 71781LAW9 02/03/99 04/15/18 28.637 0.000 6.6193 296.58 0.105710 0.109209 0.112823 0.116557 0.120415 39.23 41.87 Philadelphia Authority 71781LAX7 02/03/99 04/15/19 26.727 0.000 6.6393 277.94 0.099162 0.102454 0.105855 0.109369 0.113000 36.80 39.28 Philadelphia Authority 71781LAY5 02/03/99 04/15/20 24.985 0.000 6.6494 260.38 0.092938 0.096028 0.099221 0.102520 0.105928 34.49 36.82 Philadelphia Authority 71781LAZ2 02/03/99 04/15/21 23.403 0.000 6.6494 243.89 0.087053 0.089948 0.092938 0.096028 0.099221 32.31 34.49 Philadelphia Authority 71781LBA6 02/03/99 04/15/22 21.872 0.000 6.6594 228.41 0.081565 0.084281 0.087087 0.089987 0.092983 30.27 32.32 Philadelphia Authority 71781LBB4 02/03/99 04/15/23 20.437 0.000 6.6695 213.86 0.076408 0.078956 0.081589 0.084310 0.087121 28.36 30.28 Philadelphia Authority 71781LBC2 02/03/99 04/15/25 17.878 0.000 6.6796 187.48 0.067012 0.069250 0.071563 0.073953 0.076423 24.87 26.56 Philadelphia Authority 71781LBD0 02/03/99 04/15/26 16.697 0.000 6.6896 175.45 0.062744 0.064843 0.067012 0.069253 0.071569 23.29 24.87 Pioneer Drilling Company 723655AA4 03/11/10 03/15/18 95.750 9.875 10.6775 0.009685 0.009700 0.010218 0.010764 0.011338 2.87 3.90 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Pioneer Drilling Company 723655AB2 03/11/10 03/15/18 95.750 9.875 10.6775 0.009685 0.009700 0.010218 0.010764 0.011338 2.87 3.90 Plains Expl & Prodtn Co. 726505AG5 03/06/09 03/01/16 92.373 10.000 11.6241 6.18 0.021645 0.022903 0.024234 0.025643 0.027133 8.33 9.33 Playboy Enterprises,Inc. 728117AA0 03/15/05 03/15/25 100.000 VARIES 7.7502 0.269123 0.276323 0.283802 0.291570 0.299640 99.74 105.25 Playboy Enterprises,Inc. 728117AB8 03/15/05 03/15/25 100.000 VARIES 7.7502 0.269123 0.276323 0.283802 0.291570 0.299640 99.74 105.25 Pope & Talbot, Inc. 732827AC4 07/30/02 06/01/13 86.415 8.375 10.5037 76.06 0.041325 0.043496 0.045780 0.048184 0.050715 15.40 17.06 Pope & Talbot, Inc. 732827AD2 07/30/02 06/01/13 86.415 8.375 10.5037 76.06 0.041325 0.043496 0.045780 0.048184 0.050715 15.40 17.06 Presidio ISD 741020DW8 05/14/98 02/15/12 38.054 0.000 7.1489 481.07 0.166600 0.172555 0.178722 0.185111 0.191727 62.70 67.26 Presidio ISD 741020DX6 05/14/98 02/15/13 35.472 0.000 7.1490 448.44 0.155301 0.160853 0.166603 0.172558 0.178726 58.44 62.70 Presidio ISD 741020DY4 05/14/98 02/15/14 33.066 0.000 7.1490 418.02 0.144767 0.149941 0.155301 0.160852 0.166602 54.48 58.44 Presidio ISD 741020DZ1 05/14/98 02/15/15 30.822 0.000 7.1492 389.67 0.134949 0.139773 0.144770 0.149945 0.155304 50.79 54.48 Presidio ISD 741020EA5 05/14/98 02/15/16 28.486 0.000 7.1992 363.77 0.126278 0.130824 0.135533 0.140412 0.145466 47.54 51.02 Presidio ISD 741020EB3 05/14/98 02/15/17 26.541 0.000 7.1992 338.93 0.117655 0.121890 0.126278 0.130823 0.135533 44.29 47.54 Presidio ISD 741020EC1 05/14/98 02/15/18 24.728 0.000 7.1993 315.79 0.109622 0.113568 0.117656 0.121892 0.126279 41.27 44.29 Presidio ISD 741020ED9 05/14/98 02/15/19 22.810 0.000 7.2493 294.22 0.102375 0.106086 0.109931 0.113916 0.118045 38.55 41.40 Presidio ISD 741020EE7 05/14/98 02/15/20 21.242 0.000 7.2493 273.99 0.095339 0.098795 0.102376 0.106086 0.109932 35.90 38.55 Presidio ISD 741020EF4 05/14/98 02/15/21 19.782 0.000 7.2493 255.16 0.088786 0.092004 0.095339 0.098795 0.102375 33.43 35.90 Presidio ISD 741020EG2 05/14/98 02/15/22 18.422 0.000 7.2494 237.62 0.082683 0.085680 0.088786 0.092004 0.095339 31.14 33.43 Primus Telecom IHC, Inc. 74163XAE5 07/01/09 05/20/13 73.521 VARIES N/A 0.527758 0.558023 0.591284 0.627895 0.652449 197.35 221.29 Pride International Inc. 741932AE7 01/16/01 01/16/21 60.841 0.000 2.5000 151.67 0.052186 0.052839 0.053499 0.054168 0.054845 19.12 19.60 Providian Financial Corp 74406AAD4 03/19/04 03/15/16 100.000 VARIES 9.4998 0.388451 0.403274 0.418800 0.435065 0.452231 145.73 157.24 QBE Funding Trust II 747271AA2 09/10/02 04/15/22 55.100 0.000 3.0644 137.18 0.058205 0.059096 0.060002 0.060921 0.061855 21.25 21.91 QBE Funding Trust 74729CAA6 04/15/02 04/15/22 59.358 0.000 2.6249 132.23 0.052632 0.053323 0.054023 0.054732 0.055450 19.18 19.68 QBE Funding Trust III 74729LAA6 09/24/04 09/24/24 67.165 0.000 2.0000 74.27 0.041218 0.041631 0.042047 0.042467 0.042892 14.99 15.29 Quebecor Media, Inc. 74819RAH9 10/05/07 03/15/16 93.750 7.750 8.8148 12.44 0.016884 0.017628 0.018405 0.019216 0.020063 6.37 6.95 Quicksilver Resources 74837RAA2 11/01/04 11/01/24 98.500 VARIES 6.7504 0.236897 0.243134 0.249582 0.256247 0.263137 87.17 91.86 Quicksilver Resources 74837RAB0 11/01/04 11/01/24 98.500 VARIES 6.7504 0.236897 0.243134 0.249582 0.256247 0.263137 87.17 91.86 Quicksilver Resources 74837RAF1 06/25/09 01/01/16 96.717 11.750 12.5012 1.76 0.010082 0.010712 0.011381 0.012093 3.74 4.23 R H Donnelley Corp. 74955WAC3 01/27/06 01/15/13* 90.981 6.875 8.6239 44.30 0.036153 0.037712 1.03* R H Donnelley Corp. 74955WAD1 01/27/06 01/15/13* 90.981 6.875 8.6239 44.30 0.036153 0.037712 1.03* R H Donnelley Corp. 74955WAE9 01/27/06 01/15/13* 90.981 6.875 8.6239 44.30 0.036153 0.037712 1.03* R H Donnelley Corp. 74955WAF6 01/27/06 01/15/13* 90.981 6.875 8.6239 44.30 0.036153 0.037712 1.03* R H Donnelley Corp. 749568AA9 01/27/06 01/15/13* 90.981 6.875 8.6239 44.30 0.036153 0.037712 1.03* R H Donnelley Corp. 749568AB7 01/27/06 01/15/13* 90.981 6.875 8.6239 44.30 0.036153 0.037712 1.03* Range Resources Corp. 75281AAK5 05/14/09 05/15/19 95.067 8.000 8.7501 2.03 0.009236 0.009640 0.010062 0.010502 0.010962 3.44 3.74 Regal Beloit Corporation 758750AA1 04/05/04 03/15/24 100.000 VARIES 8.7503 0.342104 0.353334 0.365055 0.377289 0.390058 127.61 136.27 Regal Beloit Corporation 758750AB9 04/05/04 03/15/24 100.000 VARIES 8.7503 0.342104 0.353334 0.365055 0.377289 0.390058 127.61 136.27 Reliant Energy, Inc. 75952J207 09/21/99 09/15/29 100.000 2.000 9.8183 0.621020 0.648779 0.677902 0.708454 0.740506 234.59 256.18 Rhodia, SA 762397AK3 05/17/04 06/01/10 96.743 10.250 11.0023 29.60 0.019808 2.97 Rhodia, SA 762397AL1 05/17/04 06/01/10 96.743 10.250 11.0023 29.60 0.019808 2.97 Rhodia, SA 762397AM9 05/17/04 06/01/10 96.743 10.250 11.0023 29.60 0.019808 2.97 Richland CNTYS CD#529,IL 763536DW6 08/04/10 12/01/11 101.846 0.000 2.0715 0.058606 0.059000 0.059612 8.63 19.58 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Richland CNTYS SD#529,IL 763536DX4 08/04/10 12/01/12 102.728 VARIES 2.2816 0.065108 0.065590 0.066339 0.064138 9.59 23.70 Richland CNTYS SD#529,IL 763536DY2 08/04/10 12/01/13 102.554 VARIES 2.6844 0.076473 0.077140 0.078176 0.075745 11.26 27.91 Roper Industries, Inc. 776696AA4 12/29/03 01/15/34 39.502 1.482 7.0003 0.094814 0.098133 0.101568 0.105123 0.108803 35.85 38.41 Royal Bank of Canada 78008E3H8 03/31/08 03/28/13 100.000 0.000 4.2547 0.125862 0.128540 0.131274 0.134067 0.136919 46.30 48.29 Royal Bank of Canada 78008E3L9 02/29/08 02/28/14 100.000 0.000 4.7399 0.140471 0.141456 0.147208 0.148240 0.153421 52.28 54.69 Royal Bank of Canada 78008E4D6 03/31/08 09/28/12 100.000 0.000 3.9648 0.116792 0.119107 0.121468 0.123876 0.126332 42.90 44.61 Royal Bank of Canada 78008E4N4 03/31/08 03/31/10 100.000 0.000 2.9899 0.086836 7.73 Royal Bank of Canada 78008E6S1 04/11/08 04/11/28* 100.000 5.850 5.8499 0.162500 0.162500 0.162500 45.66* Royal Bank of Canada 78008E6V4 04/30/08 04/29/11 100.000 0.000 3.8934 0.114580 0.116811 0.119085 41.93 14.05 Royal Bank of Canada 78008E6Y8 03/31/08 03/29/12 100.000 0.000 3.7626 0.110516 0.112595 0.114713 0.116872 0.119070 40.55 42.09 Royal Bank of Canada 78008E7C5 04/30/08 04/30/10 100.000 0.000 3.4699 0.101493 12.08 Royal Bank of Canada 78008E7D3 04/30/08 04/30/13 100.000 0.000 4.4900 0.133312 0.136305 0.139365 0.142494 0.145693 48.90 51.12 Royal Bank of Canada 78008EAC1 08/31/05 02/26/10 100.000 0.000 4.5211 0.150107 8.26 Royal Bank of Canada 78008EAM9 01/31/06 01/31/11 100.000 0.000 4.9599 0.163551 0.167607 0.171764 60.85 4.98 Royal Bank of Canada 78008EAX5 03/31/06 03/31/11 100.000 0.000 5.2699 0.175621 0.180248 0.184998 64.91 16.46 Royal Bank of Canada 78008EBC0 04/28/06 04/29/11 100.000 0.000 5.4968 0.184631 0.189706 0.194920 68.02 23.00 Royal Bank of Canada 78008EBE6 05/31/06 05/31/11 100.000 0.000 5.4699 0.183533 0.188552 0.193709 67.29 28.86 Royal Bank of Canada 78008EBK2 06/30/06 06/30/10 100.000 0.000 5.7499 0.194775 34.86 Royal Bank of Canada 78008EBN6 06/30/06 06/30/11 100.000 0.000 5.7700 0.195586 0.201229 0.207034 71.44 37.06 Royal Bank of Canada 78008EBP1 07/31/06 01/29/10 100.000 0.000 5.4743 0.178785 5.01 Royal Bank of Canada 78008EBT3 08/31/06 08/31/11 100.000 0.000 5.2799 0.170539 0.172188 0.179663 0.181399 63.67 43.80 Royal Bank of Canada 78008EBW6 10/31/06 10/31/13 100.000 0.000 5.2200 0.169241 0.173659 0.178191 0.182842 0.187614 62.27 65.56 Royal Bank of Canada 78008ECA3 09/29/06 09/30/11 100.000 0.000 5.0371 0.162464 0.166555 0.170750 0.175051 59.98 46.71 Royal Bank of Canada 78008ECC9 10/31/06 10/31/11 100.000 0.000 5.1199 0.165514 0.169751 0.174097 0.178554 60.87 52.86 Royal Bank of Canada 78008ECD7 10/31/06 04/29/11 100.000 0.000 5.1231 0.165609 0.169851 0.174202 60.92 20.56 Royal Bank of Canada 78008ECE5 10/31/06 10/31/11 100.000 0.000 5.1199 0.165514 0.169751 0.174097 0.178554 60.87 52.86 Royal Bank of Canada 78008ECH8 11/27/06 11/29/13 100.000 0.000 5.0359 0.162441 0.166531 0.170725 0.175023 0.179430 59.48 62.51 Royal Bank of Canada 78008ECK1 11/27/06 11/30/11 100.000 0.000 4.9914 0.160821 0.164835 0.168948 0.173165 58.87 56.34 Royal Bank of Canada 78008ECS4 01/31/07 01/29/10 100.000 0.000 5.3149 0.168300 4.71 Royal Bank of Canada 78008EDB0 02/22/07 02/24/10 100.000 0.000 5.1003 0.160731 8.52 Royal Bank of Canada 78008EDG9 02/07/07 02/07/11 100.000 0.000 5.2200 0.164937 0.169241 0.173659 61.41 6.25 Royal Bank of Canada 78008EDM6 02/28/07 02/28/11 100.000 0.000 5.0199 0.156973 0.158290 0.164952 58.52 9.57 Royal Bank of Canada 78008EE37 11/26/07 11/26/12 100.000 0.000 4.8999 0.149946 0.153620 0.157383 0.161239 0.165190 54.90 57.63 Royal Bank of Canada 78008EE45 11/26/07 11/26/12 100.000 0.000 4.8999 0.149946 0.153620 0.157383 0.161239 0.165190 54.90 57.63 Royal Bank of Canada 78008EFG7 04/30/07 04/29/11 100.000 0.000 5.0935 0.160423 0.164509 0.168699 59.00 19.91 Royal Bank of Canada 78008EFH5 04/30/07 04/30/12 100.000 0.000 5.1100 0.161029 0.165143 0.169362 0.173689 0.178127 59.22 62.28 Royal Bank of Canada 78008EH59 12/31/07 12/31/13 100.000 0.000 4.7699 0.145599 0.149071 0.152626 0.156266 0.159993 53.05 55.61 Royal Bank of Canada 78008EJV0 06/29/07 06/29/12 100.000 0.000 5.5299 0.176055 0.180923 0.185926 0.191066 0.196349 64.28 67.88 Royal Bank of Canada 78008EJW8 06/29/07 06/29/12 100.000 VARIES 5.5339 0.176199 0.166548 0.171156 0.175892 0.180759 61.68 62.49 Royal Bank of Canada 78008EJX6 06/29/07 06/29/12 100.000 0.000 5.5299 0.176055 0.180923 0.185926 0.191066 0.196349 64.28 67.88 Royal Bank of Canada 78008EJY4 06/29/07 06/29/12 100.000 0.000 5.5299 0.176055 0.180923 0.185926 0.191066 0.196349 64.28 67.88 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Royal Bank of Canada 78008ELR6 07/06/07 07/09/12 100.000 VARIES 5.6200 0.174496 0.179400 0.172450 0.177296 0.182278 63.35 64.64 Royal Bank of Canada 78008EMB0 07/31/07 07/30/10 100.000 0.000 5.1846 0.156054 0.162753 33.98 Royal Bank of Canada 78008EPA9 07/31/07 07/29/11 100.000 0.000 5.2536 0.161861 0.166112 0.170476 0.174954 60.34 36.27 Royal Bank of Canada 78008EPB7 07/31/07 07/31/12 100.000 0.000 5.3300 0.164481 0.168864 0.173364 0.177984 0.182728 61.34 64.66 Royal Bank of Canada 78008EPH4 08/31/07 08/31/12 100.000 0.000 5.1899 0.158841 0.160306 0.167192 0.168734 0.175015 59.27 62.27 Royal Bank of Canada 78008EPL5 08/31/07 08/31/12 100.000 0.000 5.1899 0.158841 0.160306 0.167192 0.168734 0.175015 59.27 62.27 Royal Bank of Canada 78008EPN1 08/31/07 08/31/11 100.000 0.000 5.0800 0.155142 0.156489 0.163123 0.164539 57.86 39.74 Royal Bank of Canada 78008ER33 01/31/08 01/29/10 100.000 0.000 3.2645 0.095186 2.67 Royal Bank of Canada 78008ER41 01/31/08 01/29/10 100.000 0.000 3.2645 0.095186 2.67 Royal Bank of Canada 78008ER58 01/31/08 01/31/14 100.000 0.000 4.6199 0.137434 0.140608 0.143857 0.147180 0.150579 51.02 53.40 Royal Bank of Canada 78008EWF0 10/31/07 10/31/12 100.000 0.000 4.7100 0.143600 0.146982 0.150443 0.153986 0.157613 52.72 55.23 Royal Bank of Canada 78008EX36 01/31/08 01/29/10 100.000 0.000 3.2645 0.095186 2.67 Royal Bank of Canada 78008EY27 02/06/08 02/08/10 100.000 0.000 3.2597 0.095067 3.52 Royal Bank of Canada 78008EY84 02/29/08 02/26/10 100.000 0.000 3.3638 0.096073 5.38 Royal Bank of Canada 78008EY92 02/29/08 02/26/10 100.000 0.000 3.3638 0.096073 5.38 Royal Bank of Canada 78008EYJ0 10/26/07 04/26/10 100.000 0.000 4.6513 0.141650 16.29 Royal Bank of Canada 78008EZ34 02/29/08 02/26/10 100.000 0.000 3.3638 0.096073 5.38 Royal Bank of Canada 78008G3K6 06/30/09 06/30/14 100.000 0.000 3.9699 0.112467 0.114699 0.116976 0.119298 0.121666 40.89 42.53 Royal Bank of Canada 78008G3L4 06/30/09 06/29/12 100.000 0.000 3.0462 0.085901 0.087209 0.088538 0.089886 0.091255 31.17 32.12 Royal Bank of Canada 78008G3S9 06/26/09 06/26/29* 100.000 VARIES 5.9700 0.164150 0.162417 0.159512 58.44* Royal Bank of Canada 78008G5L2 06/26/09 12/26/14 100.000 VARIES 3.9701 0.110679 0.111084 0.111497 0.111918 0.111314 39.92 40.21 Royal Bank of Canada 78008G5R9 08/12/09 08/12/16 100.000 VARIES 4.2505 0.118072 0.118810 0.119564 0.120334 0.121121 42.85 43.40 Royal Bank of Canada 78008G5S7 07/20/09 04/20/15 100.000 VARIES 4.0008 0.111413 0.111975 0.112548 0.113132 0.113728 40.29 40.71 Royal Bank of Canada 78008GBJ0 04/30/08 10/31/12 100.000 0.000 4.3499 0.128890 0.131694 0.134558 0.137485 0.140475 47.25 49.33 Royal Bank of Canada 78008GBM3 04/30/08 04/30/28* 100.000 5.970 5.9699 0.165833 0.165833 49.58* Royal Bank of Canada 78008GBV3 05/30/08 11/30/12 100.000 0.000 4.6199 0.137434 0.140609 0.143857 0.147180 0.150580 50.25 52.59 Royal Bank of Canada 78008GBX9 05/30/08 05/31/11 100.000 0.000 4.1200 0.121664 0.124170 0.126728 44.41 18.88 Royal Bank of Canada 78008GBY7 05/30/08 05/28/10 100.000 0.000 3.7500 0.110115 16.19 Royal Bank of Canada 78008GCC4 05/30/08 05/28/10 100.000 0.000 3.7502 0.110121 16.19 Royal Bank of Canada 78008GDW9 05/27/08 08/24/11 100.000 0.000 4.0799 0.119168 0.121599 0.124080 0.126611 43.96 29.37 Royal Bank of Canada 78008GEM0 06/30/08 06/30/10 100.000 0.000 3.8600 0.113551 20.33 Royal Bank of Canada 78008GEN8 06/30/08 06/30/14 100.000 0.000 4.8299 0.144124 0.147604 0.151169 0.154819 0.158558 52.52 55.09 Royal Bank of Canada 78008GGN6 06/30/08 06/30/10 100.000 0.000 3.8600 0.113551 20.33 Royal Bank of Canada 78008GGU0 06/30/08 06/30/11 100.000 0.000 4.1200 0.121664 0.124170 0.126728 44.26 22.68 Royal Bank of Canada 78008GH39 03/31/09 03/31/15 100.000 0.000 5.2300 0.149078 0.152976 0.156976 0.161081 0.165294 55.09 58.01 Royal Bank of Canada 78008GH47 03/31/09 03/31/14 100.000 0.000 5.0300 0.143237 0.146839 0.150532 0.154318 0.158199 52.88 55.57 Royal Bank of Canada 78008GHD7 07/31/08 01/31/13 100.000 0.000 4.3700 0.126752 0.129521 0.132351 0.135243 0.138198 46.97 49.05 Royal Bank of Canada 78008GHE5 07/31/08 07/30/10 100.000 0.000 3.7350 0.105312 0.109057 22.79 Royal Bank of Canada 78008GHH8 07/31/08 07/29/11 100.000 0.000 4.0200 0.116188 0.118524 0.120906 0.123336 42.97 25.59 Royal Bank of Canada 78008GHN5 07/31/08 07/30/10 100.000 0.000 3.6249 0.102097 0.105671 22.09 Royal Bank of Canada 78008GHP0 07/31/08 07/30/10 100.000 0.000 3.7350 0.105312 0.109057 22.79 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Royal Bank of Canada 78008GKU5 07/31/08 07/31/28* 100.000 VARIES 5.8087 0.154494 0.154596 32.31* Royal Bank of Canada 78008GKX9 07/23/08 01/25/10 100.000 0.000 3.4099 0.097998 2.35 Royal Bank of Canada 78008GL83 04/30/09 04/30/12 100.000 0.000 2.9229 0.082381 0.083585 0.084807 0.086046 0.087304 30.02 30.91 Royal Bank of Canada 78008GLE0 07/29/08 01/29/14 100.000 0.000 4.7199 0.137372 0.140614 0.143933 0.147330 0.150807 51.03 53.47 Royal Bank of Canada 78008GLG5 07/30/08 01/28/10 100.000 0.000 3.3400 0.095886 2.59 Royal Bank of Canada 78008GLJ9 07/25/08 07/25/12 100.000 0.000 4.5600 0.132509 0.135530 0.138620 0.141781 0.145013 49.20 51.47 Royal Bank of Canada 78008GLV2 08/05/08 08/06/12 100.000 0.000 4.3999 0.127675 0.130483 0.133354 0.136288 0.139286 47.29 49.40 Royal Bank of Canada 78008GLZ3 08/29/08 02/26/10 100.000 0.000 3.4000 0.097656 5.37 Royal Bank of Canada 78008GMB5 08/29/08 08/31/10 100.000 0.000 3.4302 0.098055 0.098111 23.74 Royal Bank of Canada 78008GMC3 08/29/08 09/28/12 100.000 0.000 4.2399 0.123244 0.125857 0.128525 0.131250 0.134032 45.33 47.27 Royal Bank of Canada 78008GMD1 08/29/08 08/31/10 100.000 0.000 3.4802 0.099534 0.099615 24.10 Royal Bank of Canada 78008GNX6 08/29/08 08/31/10 100.000 0.000 3.4802 0.099534 0.099615 24.10 Royal Bank of Canada 78008GPA4 09/30/08 09/30/13 100.000 0.000 3.6499 0.105123 0.107042 0.108995 0.110985 0.113010 38.54 39.96 Royal Bank of Canada 78008GPB2 09/30/08 09/30/10 100.000 0.000 2.8399 0.081145 0.082297 22.04 Royal Bank of Canada 78008GPD8 09/30/08 09/30/11 100.000 0.000 3.2500 0.093236 0.094751 0.096291 0.097855 34.12 26.18 Royal Bank of Canada 78008GPG1 09/30/08 03/31/10 100.000 0.000 3.1499 0.090278 8.03 Royal Bank of Canada 78008GPH9 09/30/08 09/30/10 100.000 0.000 3.2099 0.092052 0.093529 25.03 Royal Bank of Canada 78008GPK2 09/30/08 09/30/10 100.000 0.000 2.8399 0.081145 0.082297 22.04 Royal Bank of Canada 78008GPL0 09/30/08 03/31/10 100.000 0.000 3.1499 0.090278 8.03 Royal Bank of Canada 78008GRW4 10/31/08 10/29/10 100.000 0.000 3.0299 0.086729 0.088043 26.08 Royal Bank of Canada 78008GRZ7 10/31/08 04/30/10 100.000 0.000 2.5799 0.073527 8.75 Royal Bank of Canada 78008GS45 04/30/09 04/30/29 100.000 VARIES 5.2899 0.144953 0.142909 0.141546 0.140147 0.138711 51.61 50.53 Royal Bank of Canada 78008GSA1 10/31/08 04/30/10 100.000 0.000 2.5799 0.073527 8.75 Royal Bank of Canada 78008GSC7 10/31/08 10/31/13 100.000 0.000 3.3799 0.097089 0.098730 0.100398 0.102095 0.103821 35.45 36.66 Royal Bank of Canada 78008GUK6 10/15/08 10/15/10 100.000 0.000 3.3000 0.094717 0.096280 27.18 Royal Bank of Canada 78008GUZ3 11/28/08 05/28/10 100.000 0.000 1.9999 0.056672 8.33 Royal Bank of Canada 78008GVG4 11/28/08 05/28/10 100.000 0.000 1.9999 0.056672 8.33 Royal Bank of Canada 78008GWE8 12/31/08 06/30/10 100.000 0.000 1.3999 0.039435 7.06 Royal Bank of Canada 78008HBH2 08/14/09 08/14/29 100.000 VARIES 5.1500 0.143056 0.139230 0.135304 0.135427 0.135553 49.75 48.77 Royal Bank of Canada 78008HDB3 08/13/09 08/13/29* 100.000 VARIES 5.2200 0.145001 0.142804 31.79* Royal Bank of Canada 78008HHA1 09/30/09 09/30/14 100.000 0.000 3.0100 0.083611 0.084870 0.086147 0.087443 0.088760 30.56 31.48 Royal Bank of Canada 78008HHK9 09/28/09 09/28/29 100.000 VARIES 4.6900 0.130279 0.126168 0.121962 0.122100 0.122241 45.39 43.96 Royal Bank of Canada 78008HKB5 10/30/09 10/31/12 100.000 0.000 2.1099 0.058611 0.059229 0.059854 0.060486 0.061124 21.29 21.74 Royal Bank of Canada 78008HLM0 10/30/09 10/30/14 100.000 0.000 3.1599 0.087778 0.089164 0.090573 0.092004 0.093458 32.02 33.04 Royal Bank of Canada 78008HNN6 11/30/09 11/28/14 100.000 0.000 2.8231 0.078420 0.079515 0.080637 0.081776 0.082930 28.50 29.31 Royal Bank of Canada 78008HQJ2 11/27/09 11/27/12 100.000 0.000 1.8099 0.050277 0.050732 0.051192 0.051655 0.052122 18.21 18.54 Royal Bank of Canada 78008HQQ6 11/25/09 11/25/14 100.000 0.000 2.9000 0.080556 0.081724 0.082909 0.084111 0.085331 29.30 30.15 Royal Bank of Canada 78008HQS2 11/30/09 11/30/29* 100.000 VARIES 4.9592 0.137756 0.134973 44.82* Royal Bank of Canada 78008HRB8 12/31/09 06/30/15 100.000 0.000 3.3099 0.091944 0.093466 0.095013 0.096585 0.098184 33.38 34.49 Royal Bank of Canada 78008HRE2 12/16/09 12/16/24* 100.000 5.000 4.9999 0.138889 0.138889 35.42* Royal Bank of Canada 78008HRF9 12/16/09 12/16/24* 100.000 5.000 4.9999 0.138889 0.138889 35.42* ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Royal Bank of Canada 78008HTB6 12/23/09 12/23/19* 100.000 4.600 4.5999 0.127778 0.127778 33.48* Royal Bank of Canada 78008HTL4 12/23/09 12/23/24* 100.000 5.110 5.1099 0.141944 0.141944 37.19* Royal Bank of Canada 78008HUA6 01/28/10 01/28/20 100.000 VARIES 4.5517 0.126437 0.127418 0.128422 0.129448 42.25 46.36 Royal Bank of Canada 78008HVL1 01/28/10 01/28/25 100.000 5.130 5.1299 0.142500 0.142500 0.142500 0.142500 47.45 51.30 Royal Bank of Canada 78008HWF3 02/16/10 02/16/17 100.000 VARIES 3.8707 0.107521 0.108393 0.109281 0.110186 33.99 39.42 Royal Bank of Canada 78008HWJ5 02/26/10 02/26/30* 100.000 VARIES 5.1986 0.144408 25.99* Royal Bank of Canada 78008HYB0 02/26/10 02/26/25* 100.000 5.050 5.0499 0.140278 25.25* Royal Bank of Canada 78008HZE3 03/31/10 03/31/14 100.000 0.000 2.7599 0.076667 0.077725 0.078797 0.079885 20.87 28.37 Royal Bank of Canada 78008KDT7 07/15/10 07/16/15 100.000 0.000 2.3886 0.066351 0.066356 0.067148 0.067950 11.02 24.29 Royal Bank of Canada 78008KPH0 10/29/10 10/30/15 100.000 0.000 1.8491 0.051365 0.051368 0.051843 0.052322 3.18 18.64 Royal Bank of Canada 78008KRQ8 11/30/10 11/30/15 100.000 0.000 2.1099 0.058611 0.059229 0.059854 1.82 21.25 Royal Bank of Scotland 78009KAA0 07/16/03 01/16/14 100.000 0.000 4.1274 0.146498 0.149521 0.152607 0.155756 0.158970 54.29 56.56 Royal Bank of Scotland 78009KAB8 01/13/05 01/13/20 100.000 VARIES 4.7500 0.129609 0.129735 0.129865 0.130144 0.130430 46.72 46.90 Royal Bank of Scotland 78009KEF5 03/31/10 03/31/14 100.000 0.000 2.6710 0.074195 0.075186 0.076190 0.077207 20.20 27.43 Royal Bank of Scotland 78009KFP2 04/30/10 04/30/14 100.000 0.000 2.6792 0.074423 0.075419 0.076430 0.077454 18.00 27.46 Royal Bank of Scotland 78009KLF7 08/11/10 08/11/20 100.000 VARIES 4.9855 0.138487 0.138996 0.139518 19.39 50.09 Royal Bank of Scotland 78009KMB5 08/19/10 08/19/17 100.000 VARIES 2.6315 0.021988 0.020402 0.018795 2.90 7.21 Royal Bank of Scotland 78009KME9 09/16/10 09/16/20 100.000 VARIES 3.6714 0.024957 0.024064 0.023154 2.62 8.64 Royal Bank of Scotland 78009KMF6 09/20/10 09/20/17 100.000 VARIES 2.5212 0.020312 0.018904 0.017477 2.05 6.77 Royal Bank of Scotland 78009KMG4 09/30/10 09/28/18 100.000 VARIES N/A 0.019139 0.018239 0.017544 1.78 6.67 Royal Bank of Scotland 78009KMV1 10/29/10 10/29/20 100.000 VARIES 2.4406 0.012239 0.011046 0.009839 .76 4.04 Royal Bank of Scotland 78009KNB4 10/27/10 10/27/17 100.000 VARIES 2.4218 0.024552 0.023868 0.023176 1.57 8.63 Royal Bank of Scotland 78009KNQ1 11/16/10 11/16/30 100.000 VARIES 5.5208 0.153358 0.149923 0.146394 6.90 54.28 Royal Bank of Scotland 78009KNR9 11/16/10 11/16/20 100.000 VARIES 4.5134 0.125373 0.125695 0.126024 5.64 45.22 Royal Bank of Scotland 78009KPH9 12/13/10 12/13/28 100.000 VARIES 5.3208 0.147801 0.145082 0.142291 2.66 52.62 Royal Caribbean Cruises 780153AT9 07/06/09 07/15/15 97.399 11.875 12.5022 1.47 0.008416 0.008942 0.009501 0.010095 0.010726 3.30 3.73 SG Structured Prods,Inc. 78423AA28 11/10/10 11/06/40 100.000 3.632 3.6319 0.100889 0.100889 0.100889 5.15 36.32 SG Structured Prods,Inc. 78423AYJ5 08/31/10 08/29/25 100.000 7.380 3.6971 0.101015 0.099720 0.096753 12.42 36.10 SG Structured Prods,Inc. 78423AYN6 09/30/10 09/30/15 100.000 0.000 1.9321 0.053672 0.054191 0.054714 4.88 19.51 SG Structured Prods,Inc. 78423AZA3 10/29/10 04/29/16 100.000 0.000 1.7220 0.047836 0.048248 0.048663 2.97 17.35 SG Structured Prods,Inc. 78423AZY1 11/10/10 11/06/40 100.000 3.632 3.6319 0.100889 0.100889 0.100889 5.15 36.32 SG Structured Prods,Inc. 78423AZZ8 11/10/10 11/06/40 100.000 3.632 3.6319 0.100889 0.100889 0.100889 5.15 36.32 SLM Corporation 78442FCY2 10/01/04 10/01/14 100.000 VARIES 5.0009 0.138059 0.138135 0.138213 0.138294 0.138376 49.73 49.79 Sabine Pass LNG, LP 785583AG0 09/15/08 11/30/16 79.000 7.500 11.5231 21.81 0.051012 0.053952 0.057060 0.060348 0.063825 19.08 21.34 Sabine Pass LNG, LP 785583AH8 09/15/08 11/30/16 79.000 7.500 11.5231 21.81 0.051012 0.053952 0.057060 0.060348 0.063825 19.08 21.34 San Luis Obispo County 798703AQ7 07/02/03 09/01/18 45.439 0.000 5.2695 182.79 0.091658 0.094073 0.096551 0.099095 0.101706 34.02 35.83 San Luis Obispo County 798703AR5 07/02/03 09/01/19 42.462 0.000 5.3695 174.60 0.087804 0.090161 0.092582 0.095068 0.097620 32.61 34.38 San Luis Obispo County 798703AS3 07/02/03 09/01/20 39.603 0.000 5.4695 166.39 0.083920 0.086215 0.088573 0.090995 0.093484 31.18 32.91 San Luis Obispo County 798703AT1 07/02/03 09/01/21 37.061 0.000 5.5395 158.05 0.079874 0.082086 0.084360 0.086696 0.089097 29.69 31.36 San Luis Obispo County 798703AU8 07/02/03 09/01/22 34.700 0.000 5.5995 149.86 0.075867 0.077991 0.080175 0.082420 0.084727 28.21 29.81 San Luis Obispo County 798703AV6 07/02/03 09/01/23 32.578 0.000 5.6397 141.88 0.071912 0.073939 0.076024 0.078168 0.080372 26.75 28.28 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ San Luis Obispo County 798703AW4 07/02/03 09/01/24 30.563 0.000 5.6796 134.22 0.068105 0.070039 0.072028 0.074074 0.076177 25.34 26.80 San Luis Obispo County 798703AX2 07/02/03 09/01/25 28.774 0.000 5.6997 126.89 0.064422 0.066258 0.068146 0.070088 0.072085 23.97 25.35 San Luis Obispo County 798703AY0 07/02/03 09/01/26 27.018 0.000 5.7297 119.88 0.060919 0.062664 0.064459 0.066306 0.068206 22.67 23.99 San Luis Obispo County 798703AZ7 07/02/03 09/01/27 25.534 0.000 5.7297 113.30 0.057573 0.059222 0.060919 0.062664 0.064459 21.42 22.67 San Luis Obispo County 798703BA1 07/02/03 09/01/28 24.132 0.000 5.7296 107.08 0.054411 0.055969 0.057573 0.059222 0.060919 20.25 21.42 San Luis Obispo County 798703BB9 07/02/03 09/01/29 22.806 0.000 5.7297 101.19 0.051422 0.052895 0.054411 0.055969 0.057573 19.14 20.25 San Luis Obispo County 798703BC7 07/02/03 09/01/30 21.553 0.000 5.7298 95.63 0.048597 0.049990 0.051422 0.052895 0.054411 18.08 19.14 The Service Master, Co. 81760NAE9 07/24/08 07/15/15 97.266 10.750 11.3274 0.306892 0.307361 0.307857 0.308380 0.308934 110.73 111.10 The Service Master, Co. 81760NAF6 07/24/08 07/15/15 97.266 10.750 11.3274 0.306892 0.307361 0.307857 0.308380 0.308934 110.73 111.10 The Service Master, Co. 81760NAG4 07/24/08 07/15/15 97.266 10.750 11.3274 0.306892 0.307361 0.307857 0.308380 0.308934 110.73 111.10 Shelby CNTYS, SD #21, IL 821510AP9 06/08/10 12/01/11 104.598 0.000 1.9519 0.056713 0.057245 0.057803 11.53 18.99 Shelby CNTYS, SD #21, IL 821510AQ7 06/08/10 12/01/12 106.675 VARIES 2.4625 0.072971 0.073834 0.074743 0.070277 14.84 26.64 Shelby CNTYS, SD #21, IL 821510AR5 06/08/10 12/01/13 107.980 VARIES 2.9663 0.088974 0.090242 0.091581 0.086265 18.10 32.61 Shelby CNTYS, SD #21, IL 821510AS3 06/08/10 12/01/14 108.333 VARIES 3.4682 0.104370 0.106109 0.107949 0.101873 21.24 38.40 Silgan Holdings Inc. 827048AM1 05/12/09 08/15/16 97.280 7.250 7.7468 1.84 0.008107 0.008421 0.008747 0.009086 0.009438 3.06 3.30 Sinclair Broadcast Group 829226AS8 05/20/03 07/15/18 100.000 VARIES 9.2480 0.347330 0.357128 0.367380 0.378107 0.393021 130.13 138.44 Sinclair Broadcast Group 829226AU3 05/20/03 07/15/18 100.000 VARIES 9.2480 0.347330 0.357128 0.367380 0.378107 0.393021 130.13 138.44 Sinclair Broadcast Group 829226AV1 06/15/05 09/15/12 81.000 6.000 9.7100 103.63 0.077543 0.081308 0.085256 0.089395 0.093735 29.41 32.34 Sinclair Broadcast Group 829226AW9 05/10/07 05/15/27 100.000 VARIES 7.7902 0.244584 0.250865 0.257391 0.264171 0.271215 89.77 94.52 Solectron Corporation 834182AK3 05/08/00 05/08/20 57.912 0.000 2.7499 174.60 0.057343 0.058131 0.058930 0.059741 0.060562 20.87 21.45 Solo Cup Company 83427BAA4 07/02/09 11/01/13 97.928 10.500 11.1154 1.94 0.011090 0.011707 0.012357 0.013044 0.013769 4.18 4.66 Sonic Automotive, Inc. 83545GAK8 11/23/05 11/30/10 98.125 4.250 4.6733 15.01 0.011230 0.011492 3.74 Sovereign Bancorp, Inc. 846048205 02/26/04 03/01/34 100.000 VARIES 7.4512 0.249442 0.254207 0.259151 0.264278 0.269596 91.82 95.47 Spartan Stores, Inc. 846822AD6 05/29/07 05/15/27 100.000 VARIES 8.2501 0.258992 0.265809 0.272906 0.280296 0.287992 95.10 100.27 Spartan Stores, Inc. 846822AE4 05/29/07 05/15/27 100.000 VARIES 8.2501 0.258992 0.265809 0.272906 0.280296 0.287992 95.10 100.27 Spectrum Brands, Inc. 84762LAE5 08/28/09 08/28/19 86.000 12.000 N/A 0.338467 0.362445 0.388121 0.415616 0.445059 132.27 151.68 Spirit Aerosystems, Inc. 85205TAA8 09/30/09 10/01/17 97.804 7.500 7.8750 .51 0.005617 0.005838 0.006068 0.006307 0.006555 2.10 2.27 Spirit Aerosystems, Inc. 85205TAB6 09/30/09 10/01/17 97.804 7.500 7.8750 .51 0.005617 0.005838 0.006068 0.006307 0.006555 2.10 2.27 St. Clair CNTY SD#522,IL 85227XCS2 07/01/10 12/01/11 98.192 0.000 1.2918 0.035231 0.035426 0.035655 6.35 11.73 St. Clair CNTY SD#522,IL 85227XCT0 07/01/10 12/01/12 100.590 VARIES 1.7284 0.048297 0.048645 0.049065 0.048137 8.70 17.57 St. Clair CNTY SD#522,IL 85227XCU7 07/01/10 12/01/13 100.650 VARIES 2.2805 0.063761 0.064366 0.065100 0.063599 11.50 23.28 St. Clair CNTY SD#522,IL 85227XCV5 07/01/10 12/01/14 101.031 VARIES 2.7378 0.076834 0.077711 0.078774 0.076621 13.86 28.13 St. Clair CNTY SD#522,IL 85227XCW3 07/01/10 12/01/15 100.491 VARIES 3.1869 0.088961 0.090143 0.091579 0.088900 16.05 32.67 Stephenson Ogle ETC CNTY 859103CD3 11/04/09 01/01/11 99.901 0.000 1.9871 0.055319 0.055868 20.01 Stephenson Ogle ETC CNTY 859103CE1 11/04/09 01/01/12 99.809 VARIES 2.4893 0.069288 0.070151 0.069088 0.069118 25.10 24.88 Stephenson Ogle ETC CNTY 859103CF8 11/04/09 01/01/13 99.722 VARIES 2.9892 0.083195 0.084439 0.082891 0.082926 30.17 29.85 Stephenson Ogle ETC CNTY 859103CG6 11/04/09 01/01/14 103.872 VARIES 3.4851 0.101114 0.102877 0.099587 36.72 135.29 Stephenson Ogle ETC CNTY 859103CH4 11/04/09 01/01/15 102.111 VARIES 3.9859 0.113771 0.116038 0.112603 0.112383 41.37 40.50 STMicroelectronics N.V. 861012AF9 02/23/06 02/23/16 100.000 0.000 1.4999 0.043903 0.044232 0.044564 0.044898 0.045235 15.95 16.19 Sunsource, Inc. 867948AA9 09/30/97 09/30/27 110.000 11.600 10.4989 0.317374 0.317120 0.316852 0.316570 0.316273 114.16 113.96 Synovus Financial Corp. 87161C204 05/04/10 05/15/13 100.000 13.000 N/A 0.361112 0.347204 0.294343 0.239554 0.181147 80.01 90.89 Synovus Financial Corp. 87161C303 05/04/10 05/15/13 100.000 13.000 N/A 0.361112 0.347204 0.294343 0.239554 0.181147 80.01 90.89 Tabletop Holdings, Inc. 87336NAA9 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340271 0.340270 0.340270 0.340270 0.340269 122.50 122.50 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Tabletop Holdings, Inc. 87336NAB7 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340271 0.340270 0.340270 0.340270 0.340269 122.50 122.50 Tazewell CNTY,SD 102, IL 877741BX5 04/07/10 12/01/13 100.040 VARIES 2.3840 0.066250 0.066487 0.067279 0.068081 0.066244 17.56 24.33 Tenet Healthcare Corp. 88033GBD1 03/03/09 05/01/15 89.500 9.000 11.4189 10.37 0.036481 0.038564 0.040766 0.043093 0.045554 13.77 15.38 Tenet Healthcare Corp. 88033GBE9 03/03/09 05/01/15 89.500 9.000 11.4189 10.37 0.036481 0.038564 0.040766 0.043093 0.045554 13.77 15.38 Tenet Healthcare Corp. 88033GBF6 03/03/09 05/01/18 89.500 10.000 11.9135 5.64 0.019877 0.021061 0.022315 0.023645 0.025053 7.52 8.44 Tenet Healthcare Corp. 88033GBG4 03/03/09 05/01/18 89.500 10.000 11.9135 5.64 0.019877 0.021061 0.022315 0.023645 0.025053 7.52 8.44 Tenet Healthcare Corp. 88033GBH2 06/15/09 07/01/19 95.229 8.875 9.6265 1.60 0.008546 0.008957 0.009388 0.009840 3.15 3.46 Tenet Healthcare Corp. 88033GBJ8 06/15/09 07/01/19 95.229 8.875 9.6265 1.60 0.008546 0.008957 0.009388 0.009840 3.15 3.46 Terex Corporation 880779AW3 06/03/09 06/01/16 97.633 10.875 11.3747 1.34 0.006763 0.007148 0.007554 0.007984 0.008438 2.53 2.82 Tesoro Corporation 881609AW1 06/05/09 06/01/19 96.172 9.750 10.3745 1.31 0.006637 0.006981 0.007343 0.007724 0.008125 2.47 2.74 Thermwood Corporation 883672AC1 04/27/99 04/27/14 45.454 12.000 27.1328 173.78 0.133773 0.151921 0.172532 0.195938 0.222520 53.91 69.52 3M Company 88579YAA9 11/21/02 11/21/32 86.087 VARIES 4.5435 0.148803 0.152183 0.155640 0.159176 0.162792 54.45 56.95 3M Company 88579YAB7 11/21/02 11/21/32 86.087 VARIES 4.5435 0.148803 0.152183 0.155640 0.159176 0.162792 54.45 56.95 3M Company 88579YAC5 11/21/02 11/21/32 86.087 VARIES 4.5435 0.148803 0.152183 0.155640 0.159176 0.162792 54.45 56.95 Time Warner Inc. 887315AZ2 01/17/96 01/15/36 17.038 VARIES 8.8000 0.133142 0.139001 0.145117 0.151502 0.158168 50.97 55.56 Toyota Motor Credit Corp 89233PA22 12/12/06 12/12/16 100.000 0.000 4.9609 0.159629 0.163589 0.167647 0.171805 0.176067 58.33 61.26 Toyota Motor Credit Corp 89233PA97 01/18/07 01/20/37 13.723 0.000 6.7298 29.63 0.030282 0.031301 0.032354 0.033442 0.034568 11.42 12.20 Toyota Motor Credit Corp 89233PB96 01/29/07 01/29/10 100.000 0.000 5.1598 0.162797 4.56 Toyota Motor Credit Corp 89233PC79 02/27/07 08/27/10 100.000 0.000 5.0599 0.159256 0.163285 38.31 Toyota Motor Credit Corp 89233PK62 09/28/07 09/28/10 100.000 0.000 4.8548 0.148437 0.152041 40.28 Toyota Motor Credit Corp 89233PP26 12/20/07 12/20/27* 100.000 VARIES 6.0715 0.161049 27.22* Toyota Motor Credit Corp 89233PP42 01/07/08 01/07/23* 100.000 VARIES 5.5225 0.142814 .86* Toyota Motor Credit Corp 89233PQ58 01/30/08 01/30/23* 100.000 VARIES 5.1341 0.137132 0.135754 28.41* Toyota Motor Credit Corp 89233PQ74 02/01/08 02/01/23* 100.000 VARIES 5.2566 0.135355 4.06* Toyota Motor Credit Corp 89233PR32 02/01/08 02/01/23 100.000 VARIES 5.1590 0.138183 0.136359 0.134489 0.132570 0.131702 48.86 47.65 Toyota Motor Credit Corp 89233PR65 02/21/08 02/21/28* 100.000 VARIES 5.7143 0.153034 0.151372 34.90* Toyota Motor Credit Corp 89233PS72 02/28/08 02/28/28 100.000 VARIES 5.9780 0.157293 0.156056 0.157347 0.153469 0.154426 57.19 56.36 Toyota Motor Credit Corp 89233PT55 03/10/08 03/10/23* 100.000 VARIES 5.5305 0.142248 9.67* Toyota Motor Credit Corp 89233PU61 03/28/08 03/28/10 100.000 0.000 2.4421 0.070353 6.12 Toyota Motor Credit Corp 89233PU79 03/28/08 03/28/38 24.099 0.000 4.8000 20.98 0.034502 0.035330 0.036178 0.037046 0.037935 12.73 13.34 Toyota Motor Credit Corp 89233PV37 04/16/08 04/14/23* 100.000 VARIES 5.1224 0.134519 13.86* Toyota Motor Credit Corp 89233PVF0 09/26/05 09/26/25* 30.655 0.000 6.0001 87.93 0.064723 0.066665 17.50* Toyota Motor Credit Corp 89233PYX8 08/16/06 08/16/16* 100.000 VARIES 6.2307 0.165344 7.44* Toyota Motor Credit Corp 89233PZQ2 10/24/06 10/24/16 100.000 VARIES 6.2020 0.161455 0.161211 0.161742 0.162480 0.163241 58.10 58.46 Toyota Motor Credit Corp 89233PZU3 11/29/06 11/29/13 100.000 0.500 5.0554 0.160874 0.164589 0.168398 0.172304 0.176308 58.82 61.58 Trenton, City of 895130J52 03/13/03 04/01/10 73.222 0.000 4.4698 256.85 0.121447 10.93 Trenton, City of 895130J60 03/13/03 04/01/11 69.016 0.000 4.6597 253.95 0.120796 0.123611 0.126491 44.51 11.38 Trenton, City of 895130J78 03/13/03 04/01/12 64.697 0.000 4.8697 250.49 0.119939 0.122860 0.125851 0.128915 0.132054 44.24 46.42 Trenton, City of 895130J86 03/13/03 04/01/13 60.578 0.000 5.0498 244.66 0.117807 0.120781 0.123831 0.126958 0.130163 43.49 45.71 Trenton, City of 895130J94 03/13/03 04/01/14 56.464 0.000 5.2397 238.09 0.115325 0.118346 0.121447 0.124629 0.127894 42.61 44.87 Trenton, City of 895130K27 03/13/03 04/01/15 52.558 0.000 5.4098 230.09 0.112041 0.115071 0.118184 0.121381 0.124664 41.43 43.70 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Trenton, City of 895130K35 03/13/03 04/01/22 31.423 0.000 6.1698 160.85 0.080185 0.082659 0.085208 0.087837 0.090547 29.76 31.63 Trinity Industries, Inc. 896522AF6 06/07/06 06/01/36 100.000 VARIES 8.5854 0.283004 0.290532 0.298383 0.306571 0.315110 103.70 109.39 UBS AG 90261J525 02/13/07 02/12/10 100.000 0.000 5.1607 0.159269 6.69 UBS AG 90261J533 02/13/07 05/14/12 100.000 0.000 5.1800 0.164704 0.166215 0.173346 0.174936 0.181439 60.81 63.95 UBS AG 90261J723 12/29/06 12/31/10 100.000 0.000 4.7524 0.152028 0.155640 55.23 UBS AG 90261J772 11/30/06 05/31/11 100.000 0.000 4.9842 0.160487 0.164487 0.168586 58.75 25.12 UBS AG 90261JCJ0 09/22/08 09/22/11 100.000 0.000 3.2414 0.092983 0.094490 0.096021 0.097577 34.05 25.34 UBS AG 90261JCM3 10/30/08 10/31/11 100.000 0.000 3.1851 0.091316 0.092771 0.094248 0.095749 33.31 28.45 UBS AG 90261JDG5 08/19/09 08/19/24* 100.000 VARIES 5.4268 0.150745 0.145790 33.48* UBS AG 90261JEC3 10/13/09 10/15/24 100.000 VARIES 4.7485 0.131858 0.127734 0.123512 0.121529 0.119499 46.09 43.80 UBS AG 90261JEJ8 10/29/09 10/29/24 100.000 VARIES 4.7011 0.130588 0.126149 0.121605 0.119362 0.117067 45.66 43.09 UBS AG 90261JER0 10/30/09 10/29/12 100.000 0.000 2.8210 0.078364 0.079463 0.080584 0.081721 0.082873 28.55 29.36 UBS AG 90261JFX6 08/06/10 08/06/25 100.000 VARIES 4.7391 0.131644 0.129654 0.127616 19.09 46.45 UBS AG 90261JGA5 10/14/10 10/14/25 100.000 VARIES 3.8934 0.108153 0.106886 0.105595 8.33 38.51 UBS AG 90261JGE7 11/24/10 11/24/25 100.000 VARIES 4.2920 0.119224 0.117707 0.116158 4.41 42.53 UBS AG 90261KBZ2 12/24/02 10/07/11 100.000 0.000 4.4124 0.164828 0.168465 0.172181 0.175980 60.61 48.21 UBS AG 90261KCN8 02/27/03 09/08/10 100.000 0.000 3.8939 0.139146 0.141855 34.86 UBS AG 90261KCZ1 03/31/03 04/08/10 100.000 0.000 3.9373 0.141044 13.68 UBS AG 90261KDE7 04/30/03 05/07/10 100.000 0.000 3.8491 0.137091 17.27 UBS AG 90261KDH0 05/30/03 06/07/10 100.000 0.000 3.1911 0.108966 17.00 UBS AG 90261KDY3 06/30/03 07/08/10 100.000 0.000 3.1599 0.106019 0.107694 20.13 UBS AG 90261KED8 07/31/03 08/06/10 100.000 0.000 4.0001 0.141015 0.143836 30.83 UBS AG 90261KFS4 10/31/03 01/31/12 100.000 0.000 4.3914 0.156603 0.160042 0.163556 0.167147 0.170817 58.05 60.62 UBS AG 90261KHK9 02/27/04 05/31/11 100.000 0.000 3.9738 0.138479 0.141230 0.144036 50.52 21.46 UBS AG 90261KHL7 03/31/04 01/03/12 100.000 0.000 3.7505 0.126670 0.129046 0.131466 0.133931 0.136442 46.88 48.66 UBS AG 90261KHS2 05/28/04 05/31/11 100.000 0.000 4.8441 0.175152 0.179395 0.183740 64.08 27.38 UBS AG 90261KJA9 09/30/04 10/07/10 100.000 0.000 3.9704 0.134354 0.137021 37.56 UBS AG 90261KJE1 10/29/04 11/07/12 100.000 2.810 4.0782 0.120536 0.119432 0.122304 0.121206 0.123463 43.89 44.50 UBS AG 90261KJW1 02/28/05 05/31/11 100.000 0.000 4.5353 0.155901 0.159436 0.163052 56.98 24.29 UBS AG 90261KKW9 06/30/05 12/30/11 100.000 0.000 4.1500 0.138684 0.141561 0.144499 0.147497 50.45 52.41 UBS AG 90261KLE8 07/26/05 07/30/10 100.000 0.000 4.4197 0.146302 0.149535 31.16 UBS AG 90261KLN8 07/25/05 04/29/11 100.000 0.000 4.7399 0.160767 0.164578 0.168478 59.04 19.88 UBS AG 90261XAN2 04/27/05 04/27/35* 12.879 0.000 6.9499 48.52 0.033813 3.92* UBS AG 90261XCT7 01/12/07 01/12/47 7.389 0.000 6.6201 15.77 0.015991 0.016520 0.017067 0.017632 0.018215 6.03 6.44 UBS AG 90261XDL3 05/23/07 05/23/22* 100.000 VARIES 5.5105 0.143414 0.141747 33.12* UBS AG 90261XDM1 05/23/07 05/23/22* 100.000 VARIES 5.5145 0.145797 0.144549 33.71* UBS AG 90261XDS8 06/27/07 06/27/14* 100.000 VARIES 5.7007 0.159558 0.159663 28.24* UBS AG 90261XDU3 07/20/07 07/20/27 100.000 VARIES 5.7801 0.150217 0.145943 0.141545 0.138216 0.134792 51.91 49.27 UBS AG 90261XEE8 10/09/07 10/09/37 12.693 0.000 7.0001 21.05 0.028322 0.029314 0.030340 0.031402 0.032501 10.54 11.29 UBS AG 90261XEU2 03/06/08 03/06/18 100.000 VARIES 4.6051 0.126411 0.125387 0.124559 0.123711 0.123105 45.11 44.52 UBS AG 90261XFQ0 07/16/09 07/16/24* 100.000 VARIES 6.1000 0.169447 0.165084 0.160587 47.03* ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ UBS AG 90261XFS6 08/11/09 08/11/24* 100.000 VARIES 5.8275 0.161878 0.157691 34.86* UBS AG 902623230 01/31/08 01/29/10 100.000 0.000 3.1599 0.089987 2.52 UBS AG 902644319 04/30/08 04/30/10 100.000 0.000 3.3641 0.097702 11.63 UBS AG 902644525 05/30/08 05/31/11 100.000 0.000 3.6277 0.105197 0.106520 0.109048 38.76 16.36 UBS AG 902644707 06/30/08 06/30/11 100.000 0.000 4.0855 0.120586 0.123050 0.125563 43.86 22.48 UBS AG 90264M350 09/30/08 03/31/11 100.000 0.000 3.8118 0.109961 0.112057 0.114192 40.35 10.16 UBS AG 90264M863 01/30/09 01/31/11 100.000 0.000 1.4325 0.039208 0.040143 0.039772 14.57 1.19 UBS AG 90265G162 02/27/09 02/28/11 100.000 0.000 4.1150 0.116028 0.116485 0.120852 43.03 7.01 UBS AG 90265G329 03/31/09 03/31/11 100.000 0.000 4.1678 0.118188 0.120650 0.123165 43.44 10.96 UBS AG 90265G535 04/30/09 04/29/11 100.000 0.000 4.1266 0.116980 0.119394 0.121857 42.85 14.38 UBS AG 90265G659 06/10/09 06/11/12 100.000 0.000 4.9453 0.140788 0.144269 0.147837 0.151492 0.155238 51.45 54.03 UBS AG 90265G691 06/23/09 06/25/12 100.000 0.000 4.5858 0.130340 0.133328 0.136385 0.139513 0.142712 47.50 49.70 UBS AG 902669233 11/30/10 11/30/12 100.000 0.000 0.7458 0.020717 0.020794 0.020872 .64 7.48 US Oncology Holdings,Inc 90342DAC3 03/13/07 03/15/12 98.000 9.797 N/A 0.232357 0.247140 0.258422 0.266753 0.275365 89.07 96.33 US Oncology Holdings,Inc 90342DAD1 03/13/07 03/15/12 98.000 9.797 N/A 0.232357 0.247140 0.258422 0.266753 0.275365 89.07 96.33 Union City, NJ 905734MC0 02/07/07 11/01/13 69.720 0.000 5.4276 117.28 0.121697 0.125000 0.128392 0.131877 0.135456 44.81 47.27 Union City, NJ 905734MD8 02/07/07 11/01/14 65.880 0.000 5.4688 111.71 0.115993 0.119165 0.122424 0.125771 0.129210 42.71 45.08 Union City, NJ 905734ME6 02/07/07 11/01/15 62.150 0.000 5.5197 106.44 0.110595 0.113647 0.116784 0.120007 0.123319 40.73 43.01 Union City, NJ 905734MF3 02/07/07 11/01/16 58.640 0.000 5.5586 101.18 0.105193 0.108116 0.111121 0.114210 0.117384 38.75 40.94 Union City, NJ 905734MG1 02/07/07 11/01/17 55.340 0.000 5.5882 96.03 0.099881 0.102671 0.105540 0.108489 0.111520 36.80 38.88 Unisys Corporation 909214BM9 07/31/09 10/15/14 83.461 12.750 17.7426 8.85 0.058626 0.063478 0.069490 0.075241 0.081916 23.13 27.39 Unisys Corporation 909214BN7 07/31/09 09/15/15 80.450 14.250 19.9112 7.62 0.050072 0.054159 0.060538 0.065480 0.072790 20.16 24.33 United Technologies Corp 913017AR0 11/13/89 11/15/19 98.974 8.875 8.9741 3.85 0.001139 0.001171 0.001243 0.001278 0.001350 .43 .47 Univ of NC-Chap Hill 914713KR2 08/14/91 02/15/10 19.000 0.000 9.1799 799.27 0.243809 10.73 Univ of NC-Chap Hill 914713KS0 08/14/91 02/15/11 17.000 0.000 9.2951 733.24 0.225303 0.235774 0.246732 85.91 10.86 Univ of NC-Chap Hill 914713KT8 08/14/91 02/15/12 16.000 0.000 9.1409 667.37 0.203068 0.212349 0.222055 0.232204 0.242816 77.36 84.59 Univ of NC-Chap Hill 914713KU5 08/14/91 02/15/13 14.000 0.000 9.3557 611.80 0.188708 0.197536 0.206776 0.216449 0.226574 71.98 78.87 Univ of NC-Chap Hill 914713KV3 08/14/91 02/15/14 13.000 0.000 9.2751 558.28 0.171328 0.179274 0.187588 0.196287 0.205390 65.32 71.52 Univ of NC-Chap Hill 914713KW1 08/14/91 02/15/15 12.000 0.000 9.2278 510.08 0.156068 0.163269 0.170802 0.178683 0.186927 59.48 65.10 Upshur County, WV 916734AD8 12/30/93 04/01/10 96.023 8.750 9.2270 38.63 0.012667 1.14 Uruguay, Republic 917288AN2 05/29/03 01/02/10 68.000 2.036 8.4695 319.83 0.171449 .17 Uruguay, Republic 917288AT9 05/29/03 03/25/14 76.000 7.875 11.8705 110.07 0.066056 0.069976 0.074130 0.078529 0.083190 25.26 28.35 Uruguay, Republic 917288AU6 05/29/03 05/04/14 73.000 7.250 11.6875 122.27 0.073935 0.078255 0.082828 0.087669 0.092792 27.90 31.26 Uruguay, Republic 917288AV4 05/29/03 06/22/15 76.000 8.750 12.6875 87.92 0.055602 0.059129 0.062880 0.066869 0.071111 20.72 23.43 Uruguay, Republic 917288AX0 05/29/03 01/20/17 73.000 7.625 11.6165 81.37 0.047539 0.050300 0.053222 0.056313 0.059584 18.53 20.74 Uruguay, Republic 917288AY8 05/29/03 02/15/11 76.500 7.250 12.0060 186.52 0.110916 0.117574 0.124632 42.99 5.48 Uruguay, Republic 917288AZ5 05/29/03 03/15/15 71.500 7.500 12.0979 111.23 0.066941 0.070990 0.075284 0.079838 0.084668 25.71 28.92 Uruguay, Republic 917288BA9 05/29/03 01/15/33 100.000 7.875 N/A 0.131575 0.132089 0.132637 0.133218 0.133835 47.63 48.05 Ventas Realty LP 92276MAR6 04/13/09 06/01/16 84.250 6.500 9.5994 11.56 0.046805 0.049052 0.051406 0.053874 0.056459 17.39 19.10 Ventas Realty LP 92276MAS4 04/13/09 06/01/16 84.250 6.500 9.5994 11.56 0.046805 0.049052 0.051406 0.053874 0.056459 17.39 19.10 Ventas Realty LP 92276MAU9 04/13/09 06/01/16 84.250 6.500 9.5994 11.56 0.046805 0.049052 0.051406 0.053874 0.056459 17.39 19.10 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Vermilion & Edg Cntys IL 923439CP6 07/07/04 12/01/10 103.260 VARIES 5.4566 0.152365 0.151975 50.21 Vermilion & Edg Cntys IL 923439CQ4 07/07/04 12/01/11 103.596 VARIES 5.7572 0.161541 0.161153 0.160755 0.160345 58.06 52.98 Vermilion & Edg Cntys IL 923439CR2 07/07/04 12/01/12 102.910 VARIES 6.0085 0.168673 0.168399 0.168118 0.167827 0.167528 60.66 60.45 Vermilion & Edg Cntys IL 923439CS0 07/07/04 12/01/13 103.470 VARIES 6.1103 0.172345 0.172051 0.171749 0.171437 0.171116 61.97 61.75 Vermilion & Edg Cntys IL 923439CT8 07/07/04 12/01/14 103.682 VARIES 6.2118 0.175758 0.175480 0.175193 0.174897 0.174592 63.21 63.00 VeriSign, Inc. 92343EAC6 08/20/07 08/15/37 100.000 VARIES 8.5008 0.262366 0.269680 0.277306 0.285255 0.293543 97.80 103.47 VeriSign, Inc. 92343EAD4 08/20/07 08/15/37 100.000 VARIES 8.5008 0.262366 0.269680 0.277306 0.285255 0.293543 97.80 103.47 Veritas Capital Trust 92343W300 12/22/97 01/01/28 100.000 10.000 9.9999 0.277778 0.277778 0.277778 0.277778 100.00 100.00 Vermilion Cnty IL SD 118 923613CZ4 02/24/06 12/01/12 103.452 VARIES 5.3855 0.152115 0.151723 0.151321 0.150907 0.150483 54.67 54.38 Vermilion Cnty IL SD #7 92407PAC4 05/10/06 12/01/10 106.058 VARIES 6.1567 0.173624 0.172342 57.07 Vermilion Cnty IL SD #7 92407PAD2 05/10/06 12/01/11 106.419 VARIES 6.3192 0.180185 0.179076 0.177932 0.176752 64.60 58.51 Virgin Media Finance PLC 92769VAA7 06/03/09 08/15/16 95.574 9.500 10.3878 2.51 0.012139 0.012769 0.013433 0.014130 0.014864 4.66 5.16 Viginia Pub School Auth 92817SPA0 11/13/09 09/15/26 90.643 6.050 7.0049 .40 0.008320 0.008518 0.008816 0.009125 0.009444 3.08 3.30 Visant Holding Corp. 92829NAA3 04/04/06 12/01/13* 96.005 8.750 9.4957 16.03 0.014293 0.014971 4.24* Visant Holding Corp. 92829NAB1 04/04/06 12/01/13* 96.005 8.750 9.4957 16.03 0.014293 0.014971 4.24* WMG Holdings Corp. 92930MAE3 12/23/04 12/15/14 63.002 VARIES 9.4995 0.263880 0.263880 0.263879 0.263879 0.263879 95.00 95.00 WMG Holdings Corp. 92930MAF0 12/23/04 12/15/14 63.002 VARIES 9.4995 0.263880 0.263880 0.263879 0.263879 0.263879 95.00 95.00 WMG Acquisition Corp. 92933BAA2 05/28/09 06/15/16 96.289 9.500 10.2522 2.22 0.010910 0.011470 0.012058 0.012676 0.013325 4.05 4.47 Wachovia Corporation 929769305 11/03/06 11/03/10 100.000 0.000 5.0440 0.162698 0.166801 49.87 Wachovia Corporation 92976WAB2 09/02/04 03/02/10 100.000 0.000 3.9756 0.134457 8.20 Wachovia Corporation 92976WAG1 02/02/05 02/02/10 100.000 0.000 4.2142 0.141229 4.38 Wachovia Corporation 92976WAJ5 03/03/05 03/03/10 100.000 0.000 4.3759 0.147697 9.16 Wachovia Corporation 92976WAP1 05/05/05 05/05/10 100.000 0.000 4.4194 0.149448 18.53 Wachovia Corporation 929903342 07/06/07 01/05/11 100.000 0.000 5.3883 0.166444 0.170929 0.175534 62.33 .70 Wachovia Corporation 929903557 08/30/06 01/29/10 100.000 0.000 5.1441 0.165694 4.64 Wachovia Corporation 929903623 07/07/06 07/07/11 100.000 2.000 5.6798 0.176477 0.179911 0.183442 0.187074 65.36 34.77 Wachovia Corporation 929903664 07/03/06 04/30/12 100.000 0.000 5.7522 0.192992 0.198542 0.204253 0.210127 0.216171 71.16 75.32 Wachovia Corporation 929903714 04/06/06 04/01/11 100.000 0.000 5.2167 0.173408 0.177932 0.182573 64.07 16.43 Wachovia Corporation 929903763 03/06/06 03/01/11 100.000 0.000 4.9696 0.163813 0.167883 0.172055 60.69 10.32 Wachovia Corporation 929903870 12/14/05 12/01/10 100.000 0.000 4.8742 0.163878 0.167872 54.80 Wachovia Corporation 929903BB7 02/09/06 02/15/12 100.000 0.000 4.8130 0.158035 0.161839 0.165733 0.169722 0.173806 58.62 61.48 Wachovia Corporation 929903BC5 02/09/06 02/15/12 100.000 2.000 4.8189 0.148135 0.150366 0.152651 0.154990 0.157386 54.34 56.02 Wachovia Corporation 929903DD1 04/05/07 04/15/11 100.000 0.000 4.8580 0.152358 0.156059 0.159849 56.08 16.62 Walter Industries, Inc. 93317QAB1 04/20/04 05/01/24 100.000 VARIES 7.7498 0.273362 0.279918 0.286728 0.293802 0.301151 100.39 105.36 Walter Industries, Inc. 93317QAC9 04/20/04 05/01/24 100.000 VARIES 7.7498 0.273362 0.279918 0.286728 0.293802 0.301151 100.39 105.36 WebMD Corporation 94769MAD7 06/25/03 06/15/23* 97.250 VARIES N/A 0.326991 0.338128 55.66* WebMD Corporation 94769MAE5 06/25/03 06/15/23* 97.250 VARIES N/A 0.326991 0.338128 55.66* WebMD Corporation 94769MAF2 08/30/05 09/01/25* 100.000 VARIES N/A 0.220227 0.224763 0.229453 80.98* WebMD Corporation 94769MAG0 08/30/05 09/01/25* 100.000 VARIES N/A 0.220227 0.224763 0.229454 80.98* Wells Fargo & Company 949746FB2 05/05/03 05/05/10 100.000 0.000 3.8530 0.137161 17.01 Wells Fargo & Company 949746FL0 12/29/03 01/08/10 100.000 0.000 3.5212 0.118620 .83 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Wells Fargo & Company 949746FU0 04/30/04 05/05/11 100.000 0.000 3.1299 0.103182 0.104797 0.106437 37.62 13.20 Wells Fargo & Company 949746FW6 05/25/04 10/25/12 100.000 2.350 5.3000 0.174070 0.176953 0.179913 0.182951 0.186069 63.57 65.72 Wells Fargo & Company 949746HZ7 07/07/04 10/07/11 100.000 2.900 5.1067 0.160438 0.162477 0.164569 0.166714 58.47 45.81 Wells Fargo & Company 949746JA0 07/09/04 01/20/10 100.000 0.000 4.4422 0.153922 2.92 Wells Fargo & Company 949746JK8 12/07/04 12/07/11 100.000 0.000 4.4897 0.155719 0.159214 0.162789 0.166443 56.86 55.35 Wells Fargo & Company 949746ND9 02/07/06 02/07/11 100.000 0.000 5.0600 0.167421 0.171657 0.176000 62.27 6.34 Wells Fargo & Co. 94986RBC4 11/05/10 05/06/16 100.000 0.000 1.7322 0.048117 0.048120 0.048536 0.048957 2.69 17.44 Wells Fargo & Co. 94986RBH3 11/05/10 11/05/17 100.000 VARIES 2.5030 0.069528 0.070004 0.070485 3.89 25.17 Wesco International,Inc. 95082PAD7 09/27/05 10/15/25* 100.000 VARIES N/A 0.276385 0.284487 0.292911 99.87* Wesco International,Inc. 95082PAE5 09/27/05 10/15/25* 100.000 VARIES N/A 0.276385 0.284487 0.292911 99.87* Wesco International,Inc. 95082PAF2 11/02/06 11/15/26 100.000 VARIES 8.0002 0.268931 0.277744 0.286909 0.296442 0.306355 99.23 105.90 Wesco International,Inc. 95082PAG0 11/02/06 11/15/26 100.000 VARIES 8.0002 0.268931 0.277744 0.286909 0.296442 0.306355 99.23 105.90 Wesco International,Inc. 95082PAH8 08/27/09 09/15/29 100.000 VARIES 13.8738 0.386902 0.402179 0.418517 0.435987 0.454670 145.39 157.64 White CNTYS SD #533, IL 963806DF8 08/04/10 12/01/14 109.473 VARIES 3.1287 0.095143 0.096111 0.097614 0.092768 14.02 34.77 White CNTYS SD #533, IL 963806DG6 08/04/10 12/01/15 108.920 VARIES 3.6292 0.109804 0.111099 0.113115 0.107775 16.18 40.26 White CNTYS SD #533, IL 963806DH4 08/04/10 12/01/16 108.932 VARIES 3.8808 0.117430 0.118911 0.121218 0.115665 17.31 43.13 White CNTYS SD #533, IL 963806DJ0 08/04/10 12/01/17 108.163 VARIES 4.1816 0.125640 0.127347 0.130010 0.124210 18.52 46.23 White CNTYS SD #533, IL 963806DK7 08/04/10 12/01/18 105.851 VARIES 4.6311 0.136170 0.138219 0.141420 0.135261 20.08 50.25 White CNTYS SD #533, IL 963806DL5 08/04/10 12/01/19 102.631 VARIES 4.8822 0.139185 0.141394 0.144845 0.138888 20.53 51.45 Wild Oats Markets, Inc. 96808BAA5 05/25/04 05/15/34 100.000 VARIES 8.2511 0.306521 0.315442 0.324732 0.334404 0.347409 112.79 119.69 Wild Oats Markets, Inc. 96808BAB3 05/25/04 05/15/34 100.000 VARIES 8.2511 0.306521 0.315442 0.324732 0.334404 0.347409 112.79 119.69 Will & Kankakee IL 207-U 968631MK4 06/23/10 10/01/11 100.494 0.000 2.3746 0.066288 0.066717 0.067509 12.50 18.16 Will & Kankakee IL 207-U 968631ML2 06/23/10 10/01/12 100.833 VARIES 2.8790 0.080639 0.081271 0.082441 0.080263 15.22 29.38 Richland School DS #88A 968794ED5 03/03/09 10/01/28 93.191 5.500 N/A 0.012167 0.012554 0.012226 0.012616 0.012198 4.46 4.47 Will County SD #122, IL 968852FG3 11/19/97 11/01/16 23.888 0.000 7.6998 357.95 0.126035 0.130888 0.135927 0.141160 0.146594 46.84 50.52 Will County SD #122, IL 968852FH1 11/19/97 11/01/17 22.150 0.000 7.6997 331.90 0.116863 0.121362 0.126035 0.130887 0.135926 43.43 46.84 Will County SD #122, IL 968852TN3 03/15/07 10/01/25 34.635 0.000 5.7999 60.06 0.064541 0.066412 0.068338 0.070320 0.072359 23.91 25.32 Will County SD #122, IL 968852TP8 03/15/07 10/01/26 32.402 0.000 5.8498 56.70 0.060974 0.062757 0.064593 0.066482 0.068427 22.60 23.94 Will County SD #122, IL 968852WL3 04/02/09 10/01/23 92.349 5.250 6.0500 2.54 0.009648 0.009940 0.010240 0.010550 0.010869 3.58 3.80 Will County SD #122, IL 968852WM1 04/02/09 10/01/28 24.364 0.000 7.3750 13.59 0.051743 0.053651 0.055630 0.057681 0.059808 19.32 20.77 Comm Unit SD #365-U, IL 969078QM9 03/17/09 11/01/27 23.731 0.000 7.8743 14.99 0.054470 0.056615 0.058844 0.061161 0.063569 20.26 21.88 Comm Unit SD #365-U, IL 969078QN7 03/17/09 11/01/28 21.864 0.000 7.8992 13.85 0.050351 0.052340 0.054407 0.056556 0.058790 18.73 20.24 Woodford CNTY SD #60, IL 979319AW0 07/02/10 12/01/11 103.897 0.000 1.9113 0.055162 0.055598 0.056129 9.89 18.44 Woodford CNTY SD #60, IL 979319AX8 07/02/10 12/01/12 105.490 VARIES 2.3712 0.069484 0.070166 0.070998 0.067407 12.46 25.33 Woodford CNTY SD #60, IL 979319AY6 07/02/10 12/01/13 106.305 VARIES 2.8744 0.084880 0.085890 0.087124 0.082890 15.22 31.05 Woodford CNTY SD #60, IL 979319AZ3 07/02/10 12/01/14 106.517 VARIES 3.3754 0.099873 0.101269 0.102978 0.098074 17.92 36.67 Woodford CNTY SD #60, IL 979319BA7 07/02/10 12/01/15 107.046 VARIES 3.7759 0.112277 0.114032 0.116185 0.110577 20.15 41.34 Woodford CNTY SD #60, IL 979319BB5 07/02/10 12/01/16 105.573 VARIES 4.2263 0.123943 0.126111 0.128776 0.122765 22.25 45.78 Woodford CNTY SD #60, IL 979319BC3 07/02/10 12/01/17 104.694 VARIES 4.4776 0.130217 0.132630 0.135599 0.129384 23.38 48.18 Wynn Las Vegas, LLC 983130AH8 11/06/07 12/01/14* 97.250 6.625 7.1268 6.99 0.009823 0.010173 2.41* Wynn Las Vegas, LLC 983130AJ4 11/06/07 12/01/14* 97.250 6.625 7.1268 6.99 0.009823 0.010173 2.41* ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Wynn Las Vegas, LLC. 983130AK1 11/06/07 12/01/14* 97.250 6.625 7.1268 6.99 0.009823 0.010173 2.41* Wynn Las Vegas, LLC 983130AL9 10/19/09 11/01/17 97.823 7.875 8.2509 .39 0.005470 0.005695 0.005930 0.006175 0.006430 2.04 2.21 Wynn Las Vegas, LLC 983130AN5 10/19/09 11/01/17 97.823 7.875 8.2509 .39 0.005470 0.005695 0.005930 0.006175 0.006430 2.04 2.21 Sirius XM Radio, Inc. 983759AD3 02/13/09 06/01/11* 43.000 VARIES N/A 0.938954 140.84* Sirius XM Radio, Inc. 983759AE1 02/13/09 06/01/11* 43.000 VARIES N/A 0.938954 140.84* Sirius XM Radio, Inc. 983759AH4 02/13/09 06/01/11* 43.000 VARIES N/A 0.938954 140.84* Xilinx, Inc. 983919AC5 03/05/07 03/15/37 100.000 VARIES 7.2004 0.222182 0.227056 0.232105 0.237337 0.242756 81.91 85.63 Xilinx, Inc. 983919AD3 03/05/07 03/15/37 100.000 VARIES 7.2004 0.222182 0.227056 0.232105 0.237337 0.242756 81.91 85.63 York County, PA 986812LW3 12/28/95 02/01/11 35.767 0.000 6.9294 571.26 0.173787 0.179808 0.186038 65.48 5.58 York County, PA 986812LX1 12/28/95 02/01/12 33.049 0.000 6.9995 536.05 0.163709 0.169439 0.175369 0.181506 0.187859 61.72 66.11 York County, PA 986812LY9 12/28/95 02/01/13 30.649 0.000 7.0395 501.47 0.153489 0.158891 0.164484 0.170273 0.176267 57.88 62.02 York County, PA 986812LZ6 12/28/95 02/01/14 28.302 0.000 7.0994 469.15 0.144073 0.149187 0.154483 0.159967 0.165645 54.35 58.28 York County, PA 986812MA0 12/28/95 02/01/15 26.297 0.000 7.1196 437.83 0.134602 0.139393 0.144356 0.149494 0.154816 50.78 54.46 York County, PA 986812MB8 12/28/95 02/01/16 24.378 0.000 7.1496 408.52 0.125799 0.130296 0.134953 0.139778 0.144775 47.47 50.92 York County, PA 986812MC6 12/28/95 02/01/17 22.586 0.000 7.1795 380.94 0.117501 0.121719 0.126089 0.130615 0.135304 44.35 47.59 York County, PA 986812MD4 12/28/95 02/01/18 20.780 0.000 7.2396 355.03 0.109872 0.113849 0.117970 0.122240 0.126665 41.48 44.54 York County, PA 986812ME2 12/28/95 02/01/19 19.353 0.000 7.2397 330.66 0.102330 0.106034 0.109872 0.113850 0.117971 38.64 41.48 York County, PA 986812MF9 12/28/95 02/01/20 18.025 0.000 7.2396 307.96 0.095305 0.098755 0.102329 0.106033 0.109872 35.98 38.64 York County, PA 986812MG7 12/28/95 02/01/21 16.787 0.000 7.2397 286.82 0.088763 0.091976 0.095305 0.098755 0.102330 33.51 35.98 York County, PA 986812MH5 12/28/95 02/01/22 15.635 0.000 7.2396 267.13 0.082669 0.085662 0.088763 0.091976 0.095305 31.21 33.51 York County, PA 986812MJ1 12/28/95 02/01/23 14.561 0.000 7.2398 248.79 0.076994 0.079781 0.082669 0.085662 0.088763 29.07 31.21 York County, PA 986812MK8 12/28/95 02/01/24 13.562 0.000 7.2396 231.71 0.071709 0.074304 0.076994 0.079781 0.082669 27.08 29.07 York County, PA 986812QD0 12/28/95 02/01/20 18.025 0.000 7.2396 307.96 0.095305 0.098755 0.102329 0.106033 0.109872 35.98 38.64 York County, PA 986812RC1 12/28/95 02/01/20 18.025 0.000 7.2396 307.96 0.095305 0.098755 0.102329 0.106033 0.109872 35.98 38.64 Zions Bancorporation 989701AX5 09/23/09 09/23/14 86.888 7.750 11.2499 5.51 0.056246 0.059410 0.062752 0.066282 0.070010 21.46 23.94 Quebecor Media, Inc. C7603NAD4 10/05/07 03/15/16 93.750 7.750 8.8148 12.44 0.016884 0.017628 0.018405 0.019216 0.020063 6.37 6.95 Rhodia, SA F7813KAH4 05/17/04 06/01/10 96.743 10.250 11.0023 29.60 0.019808 2.97 QBE Funding Trust G7303WAA9 04/15/02 04/15/22 59.358 0.000 2.6249 132.23 0.052632 0.053323 0.054023 0.054732 0.055450 19.18 19.68 UBS AG G91654452 03/31/06 12/31/10 100.000 0.000 5.1603 0.172591 0.174157 63.11 UBS AG G91654585 04/28/06 04/28/11 100.000 0.000 5.4584 0.183072 0.188069 0.193202 67.44 22.60 UBS AG G91654627 05/31/06 06/30/11 100.000 0.000 5.4442 0.182320 0.184229 0.192381 66.91 34.63 UBS AG G91654643 04/28/06 04/30/10 100.000 0.000 5.4636 0.182324 21.70 UBS AG G91654676 05/19/06 05/21/10 100.000 0.000 5.4430 0.181506 25.41 UBS AG G91654718 05/31/06 09/30/11 100.000 0.000 5.4466 0.179001 0.182870 0.188883 0.192966 66.96 52.12 UBS AG G91654825 07/31/06 08/31/11 100.000 0.000 5.5653 0.182112 0.184128 0.192388 0.194518 68.11 46.95 UBS AG G91659279 10/31/06 02/28/11 100.000 0.000 5.1978 0.166055 0.167593 0.174798 61.97 10.14 UBS AG G9183D252 12/29/05 11/30/11 100.000 0.000 4.9267 0.163809 0.166927 0.171978 0.175252 60.62 57.87 UBS AG G9183D526 01/31/06 01/31/12 100.000 0.000 4.8995 0.157719 0.164260 0.165541 0.172407 0.173751 59.96 62.93 UBS AG G9183D641 01/27/06 06/30/11 100.000 0.000 4.7775 0.158857 0.159999 0.166537 58.20 29.98 UBS AG G9213L852 11/30/05 02/28/11 100.000 0.000 4.8489 0.160312 0.161522 0.168180 59.70 9.75 STMicroelectronics N.V. N8357EAF3 02/23/06 02/23/16 100.000 0.000 1.4999 0.043903 0.044232 0.044564 0.044898 0.045235 15.95 16.19 ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Alliance Imaging, Inc. U01860AC6 12/04/07 12/15/12* 91.500 7.250 9.4095 30.40 0.045526 .91* Alliance One Intl, Inc. U0187PAE6 07/02/09 07/15/16 95.177 10.000 11.0023 2.35 0.013156 0.013880 0.014644 0.015449 0.016299 5.11 5.69 Alliance One Intl, Inc. U0187PAF3 07/02/09 07/15/16 95.177 10.000 11.0023 2.35 0.013156 0.013880 0.014644 0.015449 0.016299 5.11 5.69 Anixter International U03525AB5 07/07/03 07/07/33 38.016 VARIES 7.3003 0.118535 0.122861 0.127346 0.131994 0.136812 44.98 48.33 Apria Healthcare Group U03846AB5 05/27/09 11/01/14 97.050 11.250 12.0051 2.42 0.011710 0.012412 0.013158 0.013947 0.014785 4.43 4.98 ASG Consolidated LLC U04402AA8 10/19/04 11/01/11* 63.700 VARIES 11.4983 0.319409 0.319407 52.06* Ashland Inc. U04428AB1 05/27/09 06/01/17 96.577 9.125 9.7504 1.75 0.008508 0.008923 0.009358 0.009814 0.010292 3.16 3.48 Bank of America Corp. U0662KBL4 03/18/02 01/04/17 38.300 0.000 6.5924 251.72 0.112585 0.116296 0.120129 0.124089 0.128179 42.53 45.38 Burlington Coat Factory U10676AA9 04/13/06 10/15/14 75.522 VARIES 14.4995 0.402771 0.402771 0.402770 0.402770 0.402769 145.00 145.00 Cardinal Health 409, Inc U14147AA7 04/10/07 04/15/15 100.000 9.500 9.4999 0.260989 0.259563 0.260989 0.259563 0.259563 95.00 94.89 Crosstex Energy, L.P. U19163AA9 02/10/10 02/15/18 97.907 8.875 9.2505 0.005050 0.005060 0.005294 0.005539 0.005796 1.66 2.02 HCA Inc. U24788AC2 11/17/06 11/15/16 100.000 9.625 N/A 0.282170 0.282215 0.282263 0.282313 0.282365 101.59 101.63 Dex Media, Inc. U24975AB7 11/10/03 11/15/13* 64.314 VARIES 8.9997 0.249994 7.00* Dex Media, Inc. U24975AC5 02/11/04 11/15/13* 69.384 VARIES 8.3689 0.237373 6.65* Drummond Company, Inc. U2644RAB1 10/20/09 10/15/14 98.053 9.000 9.4992 .62 0.008730 0.009134 0.009567 0.010022 0.010498 3.28 3.60 FelCor Lodging Limited U31522AK8 10/01/09 10/01/14 87.750 10.000 13.4435 4.49 0.049908 0.053263 0.056843 0.060664 0.064741 19.19 21.86 First Data Corporation U3198DAA2 10/24/07 09/24/15 94.796 9.875 10.8718 10.35 0.014671 0.015469 0.016310 0.017196 0.018131 5.58 6.21 GATX Financial Corp. U3697RAA7 10/25/04 06/15/11 95.703 6.273 7.0956 31.79 0.020582 0.021313 0.022069 7.56 3.62 Goodman Global, Inc. U3826AAA8 12/16/09 12/15/14* 54.607 0.000 12.4806 2.84 0.189312 0.201062 63.62* GRW Operating Partnershp U40382AA8 04/07/10 04/01/17 95.347 10.875 11.8737 0.012397 0.013109 0.013887 0.014711 3.34 5.00 Graphic Packaging Intl U41508AC3 06/16/09 06/15/17 97.292 9.500 9.9998 1.25 0.006679 0.007013 0.007363 0.007732 0.008118 2.48 2.73 Hornbeck Offshore SVCS U44070AC1 08/17/09 09/01/17 97.123 8.000 8.5012 .96 0.007153 0.007457 0.007774 0.008104 0.008449 2.70 2.94 Interface, Inc. U45841AE0 06/05/09 11/01/13 96.301 11.375 12.4916 3.80 0.019103 0.020297 0.021564 0.022911 0.024342 7.24 8.17 Interval Acquisiti Corp. U46077AA8 08/20/08 09/01/16 91.022 9.500 11.2256 10.30 0.022316 0.023568 0.024891 0.026288 0.027764 8.57 9.56 Jostens Holding Corp. U47995AA0 12/02/03 12/01/13* 60.682 VARIES 10.2499 0.284721 0.284721 82.57* Hovnanian Enterprises U48654AL8 10/20/09 10/15/16 98.208 10.625 10.9992 .35 0.004920 0.005183 0.005468 0.005768 0.006086 1.86 2.07 Lamar Media Corporation U51260AD6 08/17/06 08/15/15 92.809 6.625 7.7500 21.43 0.019803 0.020571 0.021368 0.022196 0.023056 7.48 8.07 Liberty Media Corp. U52892AD5 01/11/01 01/15/31 100.000 3.500 N/A 0.392133 0.405174 0.418743 0.432854 0.447524 147.93 158.07 Linear Technology Corp. U53476AA2 04/24/07 05/01/27 100.000 VARIES 7.0000 0.215480 0.220105 0.224892 0.229847 0.234975 78.97 82.46 Linear Technology Corp. U53476AB0 04/24/07 05/01/27* 100.000 VARIES 6.9998 0.214816 0.219296 65.25* Marquee Holdings, Inc. U57131AA9 08/18/04 08/15/14 55.894 VARIES 11.9996 0.333327 0.333327 0.333327 0.333326 0.333326 120.00 120.00 Michaels Stores, Inc. U59329AE9 10/31/06 11/01/16 50.110 VARIES N/A 0.288938 0.308983 0.330419 0.353343 0.377857 110.11 125.92 MTR Gaming Group, Inc. U60753AC1 08/12/09 07/15/14 95.248 12.625 13.9919 2.71 0.019500 0.020660 0.022105 0.023652 0.025307 7.66 8.77 Muzak Holdings Finance U62340AA9 03/18/99 03/15/10 53.328 VARIES 12.9997 0.361105 26.72 Nexstar Finance, Inc. U6497BAC3 03/27/03 04/01/13 57.442 VARIES 11.3746 0.315965 0.315964 0.315964 0.315964 0.315963 113.75 113.75 New Omaha Holdings Corp. U65169AA9 09/24/07 09/30/16 100.000 VARIES 11.4999 0.400265 0.423280 0.447619 0.473357 0.500575 152.55 170.59 Omnicom Group, Inc. U68191AF9 02/07/01 02/07/31 100.000 VARIES 6.7111 0.321348 0.331127 0.341008 0.351220 0.361776 120.28 127.59 Pioneer Drilling Company U72356AA3 03/11/10 03/15/18 95.750 9.875 10.6775 0.009685 0.009700 0.010218 0.010764 0.011338 2.87 3.90 Pope & Talbot, Inc. U7316MAA0 07/30/02 06/01/13 86.415 8.375 10.5037 76.06 0.041325 0.043496 0.045780 0.048184 0.050715 15.40 17.06 Roche Holdings, Inc. U75000AE6 01/19/00 01/19/15 66.386 0.000 2.7499 207.31 0.065733 0.066637 0.067553 0.068482 0.069424 24.12 24.79 R H Donnelley Corp. U76214AB8 01/27/06 01/15/13* 90.981 6.875 8.6239 44.30 0.036153 0.037712 1.03* ----------------------------- * Called in 2010; 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 2010 1st 2010 2nd 2010 3rd 2011 2nd 2011 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/10 Period Period 2011 1st Period Period 2010 2011 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ R H Donnelley Corp. U76216AA5 01/27/06 01/15/13* 90.981 6.875 8.6239 44.30 0.036153 0.037712 1.03* The Service Master, Co. U8151CAA8 07/24/08 07/15/15 97.266 10.750 11.3274 0.306892 0.307361 0.307857 0.308380 0.308934 110.73 111.10 Tabletop Holdings, Inc. U81965AA0 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340271 0.340270 0.340270 0.340270 0.340269 122.50 122.50 Sinclair Brdcast Grp Inc U82751AE5 05/20/03 07/15/18 100.000 VARIES 9.2480 0.347330 0.357128 0.367380 0.378107 0.393021 130.13 138.44 Solo Cup Company U83440AA2 07/02/09 11/01/13 97.928 10.500 11.1154 1.94 0.011090 0.011707 0.012357 0.013044 0.013769 4.18 4.66 Spirit Aerosystems, Inc. U84591AA1 09/30/09 10/01/17 97.804 7.500 7.8750 .51 0.005617 0.005838 0.006068 0.006307 0.006555 2.10 2.27 Sabine Pass LNG, LP U8596QAC6 09/15/08 11/30/16 79.000 7.500 11.5231 21.81 0.051012 0.053952 0.057060 0.060348 0.063825 19.08 21.34 Tenet Healthcare Corp. U88030AF5 06/15/09 07/01/19 95.229 8.875 9.6265 1.60 0.008546 0.008957 0.009388 0.009840 3.15 3.46 Tenet Healthcare Corp. U88030AG3 03/03/09 05/01/15 89.500 9.000 11.4189 10.37 0.036481 0.038564 0.040766 0.043093 0.045554 13.77 15.38 Tenet Healthcare Corp. U88030AH1 03/03/09 05/01/18 89.500 10.000 11.9135 5.64 0.019877 0.021061 0.022315 0.023645 0.025053 7.52 8.44 Unisys Corporation U90921AC8 07/31/09 10/15/14 83.461 12.750 17.7426 8.85 0.058626 0.063478 0.069490 0.075241 0.081916 23.13 27.39 Unisys Corporation U90921AD6 07/31/09 09/15/15 80.450 14.250 19.9112 7.62 0.050072 0.054159 0.060538 0.065480 0.072790 20.16 24.33 US Oncology Holdings,Inc U91245AB3 03/13/07 03/15/12 98.000 9.797 N/A 0.232357 0.247140 0.258422 0.266753 0.275365 89.07 96.33 Ventas Realty LP U92200AG6 04/13/09 06/01/16 84.250 6.500 9.5994 11.56 0.046805 0.049052 0.051406 0.053874 0.056459 17.39 19.10 Visant Holding Corp. U9225GAA9 04/04/06 12/01/13* 96.005 8.750 9.4957 16.03 0.014293 0.014971 4.24* WMG Acquisition Corp. U97128AA7 05/28/09 06/15/16 96.289 9.500 10.2522 2.22 0.010910 0.011470 0.012058 0.012676 0.013325 4.05 4.47 WMG Holdings Corp. U97137AC4 12/23/04 12/15/14 63.002 VARIES 9.4995 0.263880 0.263880 0.263879 0.263879 0.263879 95.00 95.00 Wynn Las Vegas, LLC U98347AD6 11/06/07 12/01/14* 97.250 6.625 7.1268 6.99 0.009823 0.010173 2.41* Wynn Las Vegas, LLC U98347AE4 10/19/09 11/01/17 97.823 7.875 8.2509 .39 0.005470 0.005695 0.005930 0.006175 0.006430 2.04 2.21 Sirius XM Radio, Inc. U9840AAA7 02/13/09 06/01/11* 43.000 VARIES N/A 0.938954 140.84* ----------------------------- * Called in 2010; reportable OID is computed to call date. SECTION I-C Inflation Indexed Debt Instruments Inflation-Adj Stated Issue Maturity Principal on Interest Total OID 2010 1st 2010 2nd 2010 3rd Calendar Year Name of Issuer CUSIP No. Date Date Issue Date Rate to 1/1/10 Period Period Period 2010 ______________ _________ ________ _________ ___________ ________ _________ ________ ________ ________ _____________ U.S. Treasury 912810FD5 04/15/98 04/15/28 100.000 3.625% 336.57 0.031817 0.048473 0.044711 15.67 U.S. Treasury 912810FH6 04/15/99 04/15/29 100.000 3.875% 315.00 0.031304 0.047691 0.043990 15.41 U.S. Treasury 9128275W8 01/15/00 01/15/10 100.000 4.250% 284.89 0.029335 0.41 U.S. Treasury 9128276R8 01/15/01 01/15/11 100.000 3.500% 242.07 0.028358 0.058384 0.021147 14.56 U.S. Treasury 912810FQ6 10/15/01 04/15/32 100.000 3.375% 217.90 0.028992 0.044170 0.040741 14.28 U.S. Treasury 9128277J5 01/15/02 01/15/12 100.000 3.375% 217.46 0.027795 0.057227 0.020727 14.27 U.S. Treasury 912828AF7 07/15/02 07/15/12 100.000 3.000% 202.32 0.027450 0.056515 0.020470 14.09 U.S. Treasury 912828BD1 07/15/03 07/15/13 100.000 1.875% 177.02 0.026872 0.055326 0.020039 13.80 U.S. Treasury 912828BW9 01/15/04 01/15/14 100.000 2.000% 169.95 0.026711 0.054994 0.019919 13.71 U.S. Treasury 912810FR4 07/15/04 01/15/25 100.000 2.375% 146.85 0.026183 0.053908 0.019525 13.44 U.S. Treasury 912828CP3 07/15/04 07/15/14 100.000 2.000% 146.85 0.026183 0.053908 0.019525 13.44 U.S. Treasury 912828CZ1 10/15/04 04/15/10 100.000 0.875% 141.11 0.027164 2.83 U.S. Treasury 912828DH0 01/15/05 01/15/15 100.000 1.625% 132.14 0.025848 0.053217 0.019275 13.27 U.S. Treasury 912828EA4 07/15/05 07/15/15 100.000 1.875% 111.39 0.025374 0.052242 0.018922 13.03 U.S. Treasury 912810FS2 01/15/06 01/15/26 100.000 2.000% 89.18 0.024867 0.051197 0.018543 12.77 U.S. Treasury 912828ET3 01/15/06 01/15/16 100.000 2.000% 89.18 0.024867 0.051197 0.018543 12.77 U.S. Treasury 912828FB1 04/15/06 04/15/11 100.000 2.375% 89.13 0.025927 0.039499 0.036434 12.77 U.S. Treasury 912828FL9 07/15/06 07/15/16 100.000 2.500% 70.44 0.024439 0.050316 0.018224 12.55 U.S. Treasury 912810PS1 01/15/07 01/15/27 100.000 2.375% 71.96 0.024474 0.050388 0.018250 12.57 U.S. Treasury 912828GD6 01/15/07 01/15/17 100.000 2.375% 71.96 0.024474 0.050388 0.018250 12.57 U.S. Treasury 912828GN4 04/15/07 04/15/12 100.000 2.000% 65.32 0.025360 0.038636 0.035637 12.49 U.S. Treasury 912828GX2 07/15/07 07/15/17 100.000 2.625% 43.04 0.023813 0.049029 0.017758 12.23 U.S. Treasury 912810PV4 01/15/08 01/15/28 100.000 1.750% 31.89 0.023559 0.048504 0.017568 12.10 U.S. Treasury 912828HN3 01/15/08 01/15/18 100.000 1.625% 22.76 0.023559 0.048504 0.017568 12.10 U.S. Treasury 912828HW3 04/15/08 04/15/13 100.000 0.625% 22.76 0.024347 0.037092 0.034214 11.99 U.S. Treasury 912828JE1 07/15/08 07/15/18 100.000 1.375% 2.49 0.022888 0.047122 0.017068 11.75 U.S. Treasury 912810PZ5 01/15/09 01/15/29 100.000 2.500% 6.88 0.022988 0.047329 0.017142 11.80 U.S. Treasury 912828JX9 01/15/09 01/15/19 100.000 2.125% 6.88 0.022988 0.047329 0.017142 11.80 U.S. Treasury 912828KM1 04/15/09 04/15/14 100.000 1.250% 21.47 0.024316 0.037046 0.034171 11.97 U.S. Treasury 912828LA6 07/15/09 07/15/19 100.000 1.875% 12.45 0.023115 0.047591 0.017237 11.87 U.S. Treasury 912828MF4 01/15/10 01/15/20 100.000 1.375% 0.046990 0.017020 11.40 U.S. Treasury 912810QF8 02/15/10 02/15/40 100.000 2.125% 0.049648 0.020943 11.90 U.S. Treasury 912828MY3 04/15/10 04/15/15 100.000 0.500% 0.036177 0.033370 9.22 U.S. Treasury 912828NM8 07/15/10 07/15/20 100.000 1.250% 0.016876 2.87 Section II STRIPPED COMPONENTS OF U.S. TREASURY AND GOVERNMENT-SPONSORED ENTERPRISES FOR BROKERS & MIDDLEMEN ONLY: Original Issue Discount (OID) to be reported for stripped interest & principal components per $1000 Maturity Value (for calendar year 2010). Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 01/01/10 03/31/10 0.15 07/01/20 09/30/20 26.92 04/01/10 06/30/10 1.00 10/01/20 12/31/20 26.77 07/01/10 09/30/10 2.46 01/01/21 03/31/21 26.67 10/01/10 12/31/10 4.69 04/01/21 06/30/21 26.51 01/01/11 03/31/11 6.27 07/01/21 09/30/21 26.35 04/01/11 06/30/11 7.94 10/01/21 12/31/21 26.18 07/01/11 09/30/11 9.69 01/01/22 03/31/22 26.05 10/01/11 12/31/11 11.22 04/01/22 06/30/22 25.87 01/01/12 03/31/12 12.63 07/01/22 09/30/22 25.69 04/01/12 06/30/12 13.93 10/01/22 12/31/22 25.47 07/01/12 09/30/12 15.20 01/01/23 03/31/23 25.28 10/01/12 12/31/12 16.36 04/01/23 06/30/23 25.06 01/01/13 03/31/13 17.49 07/01/23 09/30/23 24.86 04/01/13 06/30/13 18.59 10/01/23 12/31/23 24.63 07/01/13 09/30/13 19.67 01/01/24 03/31/24 24.40 10/01/13 12/31/13 20.63 04/01/24 06/30/24 24.17 01/01/14 03/31/14 21.55 07/01/24 09/30/24 23.94 04/01/14 06/30/14 22.45 10/01/24 12/31/24 23.70 07/01/14 09/30/14 23.31 01/01/25 03/31/25 23.44 10/01/14 12/31/14 24.15 04/01/25 06/30/25 23.21 01/01/15 03/31/15 24.87 07/01/25 09/30/25 22.96 04/01/15 06/30/15 25.48 10/01/25 12/31/25 22.72 07/01/15 09/30/15 26.06 01/01/26 03/31/26 22.47 10/01/15 12/31/15 26.61 04/01/26 06/30/26 22.22 01/01/16 03/31/16 27.06 07/01/26 09/30/26 21.97 04/01/16 06/30/16 27.33 10/01/26 12/31/26 21.72 07/01/16 09/30/16 27.59 01/01/27 03/31/27 21.47 10/01/16 12/31/16 27.76 04/01/27 06/30/27 21.22 01/01/17 03/31/17 27.77 07/01/27 09/30/27 20.98 04/01/17 06/30/17 27.84 10/01/27 12/31/27 20.74 07/01/17 09/30/17 27.84 01/01/28 03/31/28 20.49 10/01/17 12/31/17 27.83 04/01/28 06/30/28 20.25 01/01/18 03/31/18 27.80 07/01/28 09/30/28 20.00 04/01/18 06/30/18 27.78 10/01/28 12/31/28 19.77 07/01/18 09/30/18 27.74 01/01/29 03/31/29 19.53 10/01/18 12/31/18 27.70 04/01/29 06/30/29 19.29 01/01/19 03/31/19 27.58 07/01/29 09/30/29 19.06 04/01/19 06/30/19 27.47 10/01/29 12/31/29 18.84 07/01/19 09/30/19 27.40 01/01/30 03/31/30 18.61 10/01/19 12/31/19 27.28 04/01/30 06/30/30 18.38 01/01/20 03/31/20 27.15 07/01/30 09/30/30 18.17 04/01/20 06/30/20 27.06 10/01/30 12/31/30 17.95 01/01/31 03/31/31 17.73 01/01/41 03/31/41 10.95 04/01/31 06/30/31 17.52 04/01/41 06/30/41 10.82 (continued) Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 07/01/31 09/30/31 17.31 07/01/41 09/30/41 10.69 10/01/31 12/31/31 17.10 10/01/41 12/31/41 10.57 01/01/32 03/31/32 16.90 01/01/42 03/31/42 10.44 04/01/32 06/30/32 16.69 04/01/42 06/30/42 10.32 07/01/32 09/30/32 16.50 07/01/42 09/30/42 10.20 10/01/32 12/31/32 16.30 10/01/42 12/31/42 10.08 01/01/33 03/31/33 16.10 01/01/43 03/31/43 9.96 04/01/33 06/30/33 15.91 04/01/43 06/30/43 9.84 07/01/33 09/30/33 15.72 07/01/43 09/30/43 9.73 10/01/33 12/31/33 15.54 10/01/43 12/31/43 9.61 01/01/34 03/31/34 15.35 01/01/44 03/31/44 9.50 04/01/34 06/30/34 15.16 04/01/44 06/30/44 9.39 07/01/34 09/30/34 14.98 07/01/44 09/30/44 9.28 10/01/34 12/31/34 14.80 10/01/44 12/31/44 9.17 01/01/35 03/31/35 14.63 01/01/45 03/31/45 9.06 04/01/35 06/30/35 14.45 04/01/45 06/30/45 8.96 07/01/35 09/30/35 14.28 07/01/45 09/30/45 8.85 10/01/35 12/31/35 14.11 10/01/45 12/31/45 8.75 01/01/36 03/31/36 13.95 01/01/46 03/31/46 8.65 04/01/36 06/30/36 13.77 04/01/46 06/30/46 8.55 07/01/36 09/30/36 13.61 07/01/46 09/30/46 8.45 10/01/36 12/31/36 13.44 10/01/46 12/31/46 8.35 01/01/37 03/31/37 13.29 01/01/47 03/31/47 8.25 04/01/37 06/30/37 13.13 04/01/47 06/30/47 8.15 07/01/37 09/30/37 12.96 07/01/47 09/30/47 8.06 10/01/37 12/31/37 12.80 10/01/47 12/31/47 7.97 01/01/38 03/31/38 12.65 01/01/48 03/31/48 7.87 04/01/38 06/30/38 12.50 04/01/48 06/30/48 7.78 07/01/38 09/30/38 12.33 07/01/48 09/30/48 7.69 10/01/38 12/31/38 12.19 10/01/48 12/31/48 7.60 01/01/39 03/31/39 12.04 01/01/49 03/31/49 7.51 04/01/39 06/30/39 11.90 04/01/49 06/30/49 7.42 07/01/39 09/30/39 11.76 07/01/49 09/30/49 7.34 10/01/39 12/31/39 11.62 10/01/49 12/31/49 7.25 01/01/40 03/31/40 11.48 01/01/50 03/31/50 7.17 04/01/40 06/30/40 11.35 04/01/50 06/30/50 7.09 07/01/40 09/30/40 11.21 07/01/50 09/30/50 7.00 10/01/40 12/31/40 11.08 10/01/50 12/31/50 6.92 Note: This section lists OID for use SOLELY by brokers and other middlemen in preparing information returns for zero coupon instruments issued under the Department of the Treasury's STRIPS program, by government-sponsored enterprises such as the Resolution Funding Corporation and the Financing Corporation, or as instruments backed by U.S. Treasury securities that represent ownership interests in such securities. If you owned or held such debt instruments in 2010, do not rely on the amounts listed in this section. Instead, follow the OID computation rules and methods described earlier in this publication under "Figuring OID on Stripped Bonds and Coupons." Section III-A Short Term U.S. Treasury Bills Issued at a Discount and Maturing January 2010 - December 2011 Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912795R78 01/07/10 07/09/09 99.856 1.44 912795R86 01/14/10 01/15/09 99.565 4.35 912795R94 01/21/10 07/23/09 99.856 1.44 912795S77 01/28/10 07/30/09 99.861 1.39 912795S85 02/04/10 08/06/09 99.861 1.39 912795T27 02/11/10 02/12/09 99.383 6.17 912795T35 02/18/10 08/20/09 99.864 1.37 912795T43 02/25/10 08/27/09 99.871 1.29 912795T50 03/04/10 09/03/09 99.879 1.21 912795T68 03/11/10 03/12/09 99.292 7.08 912795T76 03/18/10 09/17/09 99.894 1.06 912795T84 03/25/10 09/24/09 99.904 0.96 912795UL3 04/01/10 05/15/09 99.554 4.46 912795U33 04/08/10 04/09/09 99.403 5.97 912795UM1 04/15/10 10/15/09 99.924 0.76 912795Y54 04/19/10 04/01/10 99.993 0.07 912795UN9 04/22/10 10/22/09 99.914 0.86 912795UP4 04/29/10 10/29/09 99.906 0.94 912795U41 05/06/10 05/07/09 99.464 5.36 912795UQ2 05/13/10 11/12/09 99.917 0.83 912795UR0 05/20/10 11/19/09 99.917 0.83 912795US8 05/27/10 11/27/09 99.930 0.70 912795U58 06/03/10 06/04/09 99.550 4.50 912795UT6 06/10/10 07/06/09 99.492 5.09 912795Z53 06/15/10 06/10/10 99.998 0.02 912795UU3 06/17/10 08/18/09 99.625 3.75 912795UV1 06/24/10 12/24/09 99.914 0.86 912795U66 07/01/10 07/02/09 99.449 5.51 912795UW9 07/08/10 01/07/10 99.909 0.91 912795UY5 07/15/10 09/10/09 99.671 3.29 912795UZ2 07/22/10 01/21/10 99.927 0.73 912795U74 07/29/10 07/30/09 99.525 4.75 912795V24 08/05/10 02/04/10 99.917 0.83 912795V57 08/12/10 02/11/10 99.914 0.86 912795V65 08/19/10 02/18/10 99.906 0.94 912795U82 08/26/10 08/27/09 99.535 4.65 912795V73 09/02/10 03/04/10 99.906 0.94 912795VA6 09/09/10 03/11/10 99.896 1.04 912795VB4 09/16/10 03/18/10 99.879 1.21 912795U90 09/23/10 09/24/09 99.591 4.09 912795VC2 09/30/10 04/01/10 99.879 1.21 912795W23 10/07/10 04/08/10 99.866 1.34 912795W31 10/14/10 04/15/10 99.879 1.21 912795UH2 10/21/10 10/22/09 99.621 3.79 912795W49 10/28/10 04/29/10 99.879 1.21 912795W56 11/04/10 05/06/10 99.876 1.24 Section III-A (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912795W72 11/12/10 05/13/10 99.883 1.17 912795UJ8 11/18/10 11/19/09 99.682 3.18 912795W80 11/26/10 05/27/10 99.888 1.12 912795W98 12/02/10 06/03/10 99.889 1.11 912795X30 12/09/10 06/10/10 99.894 1.06 9127956D8 12/15/10 12/08/10 99.997 0.03 912795UK5 12/16/10 12/17/09 99.585 4.15 912795X48 12/23/10 06/24/10 99.914 0.86 912795X55 12/30/10 07/01/10 99.891 1.09 Discount to be Issue Price Reported as 2011 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912795X71 01/06/11 07/08/10 99.896 1.04 912795UX7 01/13/11 01/14/10 99.661 3.39 912795X89 01/20/11 07/22/10 99.901 0.99 912795X97 01/27/11 07/29/10 99.899 1.01 912795Y21 02/03/11 08/05/10 99.901 0.99 912795V40 02/10/11 02/11/10 99.676 3.24 9127952B6 02/17/11 08/19/10 99.906 0.94 9127952C4 02/24/11 08/26/10 99.906 0.94 9127952D2 03/03/11 09/02/10 99.904 0.96 912795V99 03/10/11 03/11/10 99.621 3.79 9127952G5 03/17/11 09/16/10 99.904 0.96 9127952H3 03/24/11 09/23/10 99.901 0.99 9127952J9 03/31/11 09/30/10 99.904 0.96 912795VD0 04/07/11 04/08/10 99.510 4.90 9127952L4 04/14/11 10/14/10 99.917 0.83 9127952M2 04/21/11 10/21/10 99.914 0.86 9127952N0 04/28/11 10/28/10 99.914 0.86 912795VE8 05/05/11 05/06/10 99.575 4.25 9127952Q3 05/12/11 11/12/10 99.919 0.81 9127952R1 05/19/11 11/18/10 99.909 0.91 9127952S9 05/26/11 11/26/10 99.902 0.98 912795W64 06/02/11 06/03/10 99.631 3.69 9127952U4 06/09/11 12/09/10 99.906 0.94 9127952V2 06/16/11 12/16/10 99.904 0.96 9127952W0 06/23/11 12/23/10 99.906 0.94 912795X22 06/30/11 07/01/10 99.676 3.24 912795X63 07/28/11 07/29/10 99.702 2.98 9127952A8 08/25/11 08/26/10 99.737 2.63 9127952F7 09/22/11 09/23/10 99.732 2.68 9127952K6 10/20/11 10/21/10 99.773 2.27 9127952P5 11/17/11 11/18/10 99.717 2.83 9127952T7 12/15/11 12/16/10 99.702 2.98 Section III-B FEDERAL HOME LOAN BANKS Short-Term Obligations Issued at a Discount and Maturing in 2010 Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385RJ7 01/04/10 01/05/09 99.221 7.79 313385RK4 01/05/10 01/05/09 99.138 8.62 313385RL2 01/06/10 01/06/09 99.138 8.62 313385RM0 01/07/10 01/07/09 99.189 8.11 313385RN8 01/08/10 01/08/09 99.189 8.11 313385RR9 01/11/10 01/16/09 99.250 7.50 313385RS7 01/12/10 01/12/09 99.341 6.59 313385RT5 01/13/10 01/13/09 99.341 6.59 313385RU2 01/14/10 01/14/09 99.290 7.10 313385RV0 01/15/10 01/15/09 99.240 7.60 313385RZ1 01/19/10 01/20/09 99.242 7.58 313385SA5 01/20/10 01/20/09 99.240 7.60 313385SB3 01/21/10 01/21/09 99.138 8.62 313385SC1 01/22/10 01/22/09 99.138 8.62 313385SF4 01/25/10 02/09/09 99.115 8.85 313385SG2 01/26/10 01/26/09 99.047 9.53 313385SH0 01/27/10 01/28/09 99.090 9.10 313385SJ6 01/28/10 01/28/09 99.122 8.78 313385SK3 01/29/10 01/29/09 99.108 8.92 313385SN7 02/01/10 02/02/09 99.052 9.48 313385SP2 02/02/10 02/02/09 99.042 9.58 313385SQ0 02/03/10 02/03/09 99.012 9.88 313385SR8 02/04/10 02/04/09 99.006 9.94 313385SS6 02/05/10 02/05/09 99.006 9.94 313385SV9 02/08/10 02/09/09 98.989 10.11 313385SW7 02/09/10 02/09/09 98.986 10.14 313385SX5 02/10/10 02/11/09 98.989 10.11 313385SY3 02/11/10 02/11/09 99.006 9.94 313385SZ0 02/12/10 02/12/09 99.017 9.83 313385TD8 02/16/10 02/18/09 98.992 10.08 313385TE6 02/17/10 02/18/09 98.989 10.11 313385TF3 02/18/10 02/18/09 98.986 10.14 313385TG1 02/19/10 02/19/09 98.986 10.14 313385TK2 02/22/10 05/21/09 99.723 2.77 313385TL0 02/23/10 02/24/09 98.989 10.11 313385TM8 02/24/10 02/24/09 98.986 10.14 313385TN6 02/25/10 02/25/09 98.986 10.14 313385TP1 02/26/10 02/27/09 98.989 10.11 313385TS5 03/01/10 03/04/09 98.994 10.06 313385TT3 03/02/10 03/09/09 99.006 9.94 313385TU0 03/03/10 03/03/09 98.986 10.14 313385TV8 03/04/10 03/06/09 98.992 10.08 313385TW6 03/05/10 03/06/09 98.989 10.11 313385TZ9 03/08/10 03/10/09 98.951 10.49 Section III-B (Continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385UA2 03/09/10 03/09/09 98.986 10.14 313385UB0 03/10/10 03/10/09 98.946 10.54 313385UC8 03/11/10 03/11/09 98.946 10.54 313385UD6 03/12/10 03/12/09 98.935 10.65 313385UG9 03/15/10 03/19/09 99.017 9.83 313385UH7 03/16/10 03/16/09 98.935 10.65 313385UJ3 03/17/10 03/18/09 99.009 9.91 313385UK0 03/18/10 03/19/09 99.141 8.59 313385UL8 03/19/10 09/15/09 99.887 1.13 313385UP9 03/22/10 03/26/09 99.148 8.52 313385UQ7 03/23/10 03/23/09 99.138 8.62 313385UR5 03/24/10 03/24/09 99.138 8.62 313385US3 03/25/10 08/25/09 99.853 1.47 313385UT1 03/26/10 03/27/09 99.151 8.49 313385UW4 03/29/10 03/30/09 99.141 8.59 313385UX2 03/30/10 03/30/09 99.123 8.77 313385UY0 03/31/10 04/01/09 99.151 8.49 313385UZ7 04/01/10 04/01/09 99.148 8.52 313385VD5 04/05/10 04/07/09 99.163 8.37 313385VE3 04/06/10 04/07/09 99.161 8.39 313385VF0 04/07/10 04/07/09 99.158 8.42 313385VG8 04/08/10 04/08/09 99.158 8.42 313385VH6 04/09/10 04/29/09 99.367 6.32 313385VL7 04/12/10 07/10/09 99.755 2.45 313385VM5 04/13/10 10/16/09 99.925 0.75 313385VN3 04/14/10 05/18/09 99.549 4.51 313385VP8 04/15/10 04/28/09 99.335 6.65 313385VQ6 04/16/10 07/28/09 99.731 2.69 313385VT0 04/19/10 04/20/09 99.263 7.37 313385VU7 04/20/10 04/20/09 99.262 7.38 313385VV5 04/21/10 04/21/09 99.260 7.40 313385VW3 04/22/10 04/27/09 99.300 7.00 313385VX1 04/23/10 04/27/09 99.298 7.02 313385WA0 04/26/10 04/27/09 99.292 7.08 313385WB8 04/27/10 04/28/09 99.292 7.08 313385WC6 04/28/10 05/06/09 99.395 6.05 313385WD4 04/29/10 05/07/09 99.395 6.05 313385WE2 04/30/10 07/28/09 99.716 2.84 313385WH5 05/03/10 05/15/09 99.500 5.00 313385WJ1 05/04/10 05/05/09 99.343 6.57 313385WK8 05/05/10 05/05/09 99.341 6.59 313385WL6 05/06/10 05/18/09 99.500 5.00 313385WM4 05/07/10 02/02/10 99.969 0.31 313385WQ5 05/10/10 05/15/09 99.490 5.10 313385WR3 05/11/10 05/12/09 99.393 6.07 313385WS1 05/12/10 05/13/09 99.474 5.26 313385WT9 05/13/10 05/18/09 99.460 5.40 313385WU6 05/14/10 05/14/09 99.483 5.17 Section III-B (Continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385WX0 05/17/10 05/18/09 99.474 5.26 313385WY8 05/18/10 05/20/09 99.445 5.55 313385WZ5 05/19/10 05/19/09 99.463 5.37 313385XA9 05/20/10 05/27/09 99.493 5.07 313385XB7 05/21/10 06/01/09 99.548 4.52 313385XE1 05/24/10 05/28/09 99.529 4.71 313385XF8 05/25/10 05/28/09 99.497 5.03 313385XG6 05/26/10 05/26/09 99.483 5.17 313385XH4 05/27/10 05/27/09 99.483 5.17 313385XJ0 05/28/10 08/27/09 99.764 2.36 313385XN1 06/01/10 06/02/09 99.535 4.65 313385XP6 06/02/10 06/02/09 99.534 4.66 313385XQ4 06/03/10 12/08/09 99.926 0.74 313385XR2 06/04/10 06/05/09 99.403 5.97 313385XU5 06/07/10 12/09/09 99.920 0.80 313385XV3 06/08/10 06/11/09 99.417 5.83 313385XW1 06/09/10 03/10/10 99.956 0.44 313385XX9 06/10/10 06/11/09 99.434 5.66 313385XY7 06/11/10 06/15/09 99.469 5.31 313385YB6 06/14/10 12/16/09 99.915 0.85 313385YC4 06/15/10 06/15/09 99.463 5.37 313385YD2 06/16/10 06/16/09 99.463 5.37 313385YE0 06/17/10 06/19/09 99.435 5.65 313385YF7 06/18/10 06/19/09 99.434 5.66 313385YJ9 06/21/10 07/14/09 99.554 4.47 313385YK6 06/22/10 06/22/09 99.432 5.68 313385YL4 06/23/10 06/23/09 99.432 5.68 313385YM2 06/24/10 06/24/09 99.432 5.68 313385YN0 06/25/10 02/12/10 99.945 0.55 313385YR1 06/28/10 07/15/09 99.546 4.54 313385YS9 06/29/10 06/29/09 99.473 5.27 313385YT7 06/30/10 11/09/09 99.877 1.23 313385YU4 07/01/10 07/01/09 99.463 5.37 313385YV2 07/02/10 07/14/09 99.500 5.00 313385YZ3 07/06/10 07/07/09 99.494 5.06 313385ZA7 07/07/10 07/07/09 99.493 5.07 313385ZB5 07/08/10 07/10/09 99.506 4.94 313385ZC3 07/09/10 07/10/09 99.505 4.95 313385ZF6 07/12/10 07/13/09 99.494 5.06 313385ZG4 07/13/10 07/14/09 99.484 5.16 313385ZH2 07/14/10 07/20/09 99.481 5.19 313385ZJ8 07/15/10 07/20/09 99.480 5.20 313385ZK5 07/16/10 07/20/09 99.479 5.21 313385ZN9 07/19/10 07/20/09 99.474 5.26 313385ZP4 07/20/10 02/18/10 99.928 0.72 313385ZQ2 07/21/10 07/22/09 99.474 5.26 313385ZR0 07/22/10 01/22/10 99.930 0.70 313385ZS8 07/23/10 07/28/09 99.520 4.80 Section III-B (Continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385ZV1 07/26/10 02/02/10 99.918 0.82 313385ZW9 07/27/10 04/16/10 99.955 0.45 313385ZX7 07/28/10 12/28/09 99.876 1.24 313385ZY5 07/29/10 08/05/09 99.503 4.97 313385ZZ2 07/30/10 08/04/09 99.480 5.20 313385A48 08/02/10 08/07/09 99.480 5.20 313385A55 08/03/10 01/22/10 99.925 0.75 313385A63 08/04/10 08/06/09 99.476 5.24 313385A71 08/05/10 08/05/09 99.453 5.47 313385A89 08/06/10 08/11/09 99.480 5.20 313385B39 08/09/10 08/14/09 99.500 5.00 313385B47 08/10/10 03/29/10 99.948 0.52 313385B54 08/11/10 08/12/09 99.494 5.06 313385B62 08/12/10 03/12/10 99.936 0.64 313385B70 08/13/10 08/20/09 99.523 4.77 313385C20 08/16/10 08/26/09 99.556 4.44 313385C38 08/17/10 04/20/10 99.947 0.53 313385C46 08/18/10 08/18/09 99.513 4.87 313385C53 08/19/10 08/24/09 99.530 4.70 313385C61 08/20/10 08/21/09 99.525 4.75 313385C95 08/23/10 11/23/09 99.833 1.67 313385D29 08/24/10 08/24/09 99.523 4.77 313385D37 08/25/10 08/27/09 99.546 4.54 313385D45 08/26/10 08/26/09 99.503 4.97 313385D52 08/27/10 08/27/09 99.544 4.56 313385D86 08/30/10 03/03/10 99.925 0.75 313385D94 08/31/10 09/01/09 99.555 4.45 313385E28 09/01/10 09/01/09 99.554 4.46 313385E36 09/02/10 09/18/09 99.641 3.59 313385E44 09/03/10 09/03/09 99.564 4.36 313385E85 09/07/10 03/11/10 99.925 0.75 313385E93 09/08/10 03/08/10 99.928 0.72 313385F27 09/09/10 09/09/09 99.574 4.26 313385F35 09/10/10 09/11/09 99.596 4.04 313385F68 09/13/10 03/15/10 99.879 1.21 313385F76 09/14/10 05/07/10 99.942 0.58 313385F84 09/15/10 09/15/09 99.594 4.06 313385F92 09/16/10 09/16/09 99.594 4.06 313385G26 09/17/10 09/17/09 99.594 4.06 313385G59 09/20/10 09/24/09 99.599 4.01 313385G67 09/21/10 03/23/10 99.869 1.31 313385G75 09/22/10 09/22/09 99.605 3.95 313385G83 09/23/10 09/24/09 99.596 4.04 313385G91 09/24/10 09/28/09 99.609 3.91 313385H41 09/27/10 03/29/10 99.899 1.01 313385H58 09/28/10 12/28/09 99.772 2.28 313385H66 09/29/10 09/30/09 99.619 3.81 313385H74 09/30/10 01/28/10 99.898 1.02 Section III-B (Continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385H82 10/01/10 10/07/09 99.651 3.49 313385J31 10/04/10 10/08/09 99.649 3.51 313385J49 10/05/10 04/29/10 99.907 0.93 313385J56 10/06/10 04/22/10 99.907 0.93 313385J64 10/07/10 10/07/09 99.645 3.55 313385J72 10/08/10 10/09/09 99.637 3.63 313385K39 10/12/10 03/02/10 99.869 1.31 313385K47 10/13/10 10/14/09 99.626 3.74 313385K54 10/14/10 02/09/10 99.870 1.30 313385K62 10/15/10 10/20/09 99.660 3.40 313385K96 10/18/10 02/11/10 99.876 1.24 313385L20 10/19/10 10/19/09 99.605 3.95 313385L38 10/20/10 04/23/10 99.890 1.10 313385L46 10/21/10 10/22/09 99.606 3.94 313385L53 10/22/10 03/23/10 99.834 1.66 313385L87 10/25/10 12/24/09 99.729 2.71 313385L95 10/26/10 04/26/10 99.888 1.12 313385M29 10/27/10 10/28/09 99.596 4.04 313385M37 10/28/10 10/29/09 99.596 4.04 313385M45 10/29/10 02/10/10 99.870 1.31 313385M78 11/01/10 05/03/10 99.874 1.26 313385M86 11/02/10 11/10/09 99.653 3.47 313385M94 11/03/10 11/10/09 99.652 3.48 313385N28 11/04/10 11/13/09 99.664 3.36 313385N36 11/05/10 11/06/09 99.656 3.44 313385N69 11/08/10 11/10/09 99.647 3.53 313385N77 11/09/10 02/10/10 99.804 1.96 313385N85 11/10/10 02/10/10 99.803 1.97 313385P26 11/12/10 11/12/09 99.655 3.45 313385P59 11/15/10 11/18/09 99.668 3.32 313385P67 11/16/10 05/13/10 99.870 1.30 313385P75 11/17/10 12/18/09 99.647 3.53 313385P83 11/18/10 04/30/10 99.865 1.35 313385P91 11/19/10 11/20/09 99.717 2.83 313385Q41 11/22/10 05/12/10 99.865 1.35 313385Q58 11/23/10 05/03/10 99.864 1.36 313385Q66 11/24/10 12/17/09 99.658 3.42 313385Q82 11/26/10 12/01/09 99.760 2.40 313385R32 11/29/10 05/24/10 99.869 1.31 313385R40 11/30/10 04/15/10 99.860 1.40 313385R57 12/01/10 12/21/09 99.693 3.07 313385R65 12/02/10 12/07/09 99.710 2.90 313385R73 12/03/10 12/04/09 99.628 3.72 313385S23 12/06/10 12/10/09 99.659 3.41 313385S31 12/07/10 12/08/09 99.701 2.99 313385S49 12/08/10 05/05/10 99.855 1.45 313385S56 12/09/10 12/10/09 99.670 3.30 313385S64 12/10/10 12/14/09 99.629 3.71 Section III-B (Continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385S98 12/13/10 06/01/10 99.870 1.30 313385T22 12/14/10 12/17/09 99.648 3.52 313385T30 12/15/10 12/16/09 99.569 4.31 313385T48 12/16/10 12/17/09 99.646 3.54 313385T55 12/17/10 12/21/09 99.686 3.14 313385T89 12/20/10 12/28/09 99.613 3.87 313385T97 12/21/10 06/21/10 99.909 0.91 313385U20 12/22/10 12/22/09 99.594 4.06 313385U38 12/23/10 12/29/09 99.561 4.39 313385U79 12/27/10 06/25/10 99.871 1.29 313385U87 12/28/10 01/04/10 99.562 4.38 313385U95 12/29/10 01/04/10 99.561 4.39 313385V29 12/30/10 02/03/10 99.716 2.84 313385V37 12/31/10 06/28/10 99.897 1.03 Section III-C FEDERAL NATIONAL MORTGAGE ASSOCIATION Short-Term Obligations Issued at a Discount and Maturing in 2010 Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589RJ4 01/04/10 01/14/09 99.359 6.41 313589RK1 01/05/10 02/24/09 99.291 7.09 313589RL9 01/06/10 01/22/09 99.273 7.27 313589RM7 01/07/10 01/28/09 99.216 7.84 313589RN5 01/08/10 01/23/09 99.271 7.29 313589RR6 01/11/10 02/12/09 99.288 7.12 313589RS4 01/12/10 05/29/09 99.797 2.03 313589RT2 01/13/10 02/03/09 99.140 8.60 313589RU9 01/14/10 02/23/09 99.278 7.22 313589RV7 01/15/10 01/27/09 99.196 8.04 313589RZ8 01/19/10 02/06/09 99.104 8.96 313589SA2 01/20/10 01/30/09 99.113 8.87 313589SB0 01/21/10 01/30/09 99.110 8.90 313589SC8 01/22/10 01/30/09 99.108 8.92 313589SF1 01/25/10 02/05/09 99.076 9.24 313589SG9 01/26/10 02/24/09 99.244 7.56 313589SH7 01/27/10 05/19/09 99.740 2.60 313589SJ3 01/28/10 02/05/09 99.068 9.32 313589SK0 01/29/10 02/05/09 99.065 9.35 313589SN4 02/01/10 02/09/09 99.088 9.12 313589SP9 02/02/10 02/10/09 99.107 8.93 313589SQ7 02/03/10 02/09/09 99.083 9.17 313589SR5 02/04/10 03/11/09 99.175 8.25 313589SS3 02/05/10 02/13/09 99.122 8.78 313589SV6 02/08/10 03/12/09 99.168 8.32 313589SW4 02/09/10 08/20/09 99.885 1.15 313589SX2 02/10/10 06/17/09 99.808 1.92 313589SY0 02/11/10 03/31/09 99.516 4.84 313589SZ7 02/12/10 02/24/09 99.157 8.43 313589TD5 02/16/10 03/04/09 99.137 8.63 313589TE3 02/17/10 03/10/09 99.130 8.70 313589TF0 02/18/10 03/12/09 99.143 8.57 313589TG8 02/19/10 03/10/09 99.135 8.65 313589TK9 02/22/10 03/10/09 99.108 8.92 313589TL7 02/23/10 09/18/09 99.921 0.79 313589TM5 02/24/10 05/14/09 99.658 3.42 313589TN3 02/25/10 03/13/09 99.137 8.63 313589TP8 02/26/10 03/05/09 99.105 8.95 313589TS2 03/01/10 03/12/09 99.095 9.05 313589TT0 03/02/10 03/18/09 99.137 8.63 313589TU7 03/03/10 03/16/09 99.130 8.70 313589TV5 03/04/10 07/01/09 99.761 2.39 313589TW3 03/05/10 03/18/09 99.130 8.70 313589TZ6 03/08/10 05/28/09 99.692 3.08 Section III-C (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589UB7 03/10/10 03/16/09 99.132 8.68 313589UC5 03/11/10 06/10/09 99.711 2.89 313589UD3 03/12/10 04/22/09 99.550 4.50 313589UG6 03/15/10 04/08/09 99.422 5.78 313589UH4 03/16/10 06/01/09 99.704 2.96 313589UJ0 03/17/10 04/17/09 99.434 5.66 313589UK7 03/18/10 04/30/09 99.580 4.20 313589UL5 03/19/10 04/14/09 99.416 5.84 313589UP6 03/22/10 04/16/09 99.424 5.76 313589UQ4 03/23/10 12/03/09 99.976 0.24 313589UR2 03/24/10 04/28/09 99.624 3.76 313589US0 03/25/10 04/08/09 99.405 5.95 313589UT8 03/26/10 04/07/09 99.402 5.98 313589UW1 03/29/10 06/10/09 99.692 3.08 313589UX9 03/30/10 10/26/09 99.944 0.56 313589UY7 03/31/10 04/29/09 99.617 3.83 313589UZ4 04/01/10 04/15/09 99.288 7.12 313589VA8 04/02/10 05/20/09 99.613 3.87 313589VD2 04/05/10 04/16/09 99.361 6.39 313589VE0 04/06/10 04/15/09 99.308 6.92 313589VF7 04/07/10 05/29/09 99.661 3.39 313589VG5 04/08/10 04/16/09 99.316 6.84 313589VH3 04/09/10 04/16/09 99.304 6.96 313589VL4 04/12/10 04/30/09 99.518 4.82 313589VM2 04/13/10 02/12/10 99.983 0.17 313589VN0 04/14/10 05/29/09 99.653 3.47 313589VP5 04/15/10 06/29/09 99.662 3.38 313589VQ3 04/16/10 04/30/09 99.581 4.19 313589VT7 04/19/10 11/09/09 99.924 0.76 313589VU4 04/20/10 05/21/09 99.610 3.90 313589VV2 04/21/10 05/26/09 99.615 3.85 313589VW0 04/22/10 05/01/09 99.506 4.94 313589VX8 04/23/10 05/04/09 99.508 4.92 313589WA7 04/26/10 06/23/09 99.625 3.75 313589WB5 04/27/10 11/09/09 99.920 0.80 313589WC3 04/28/10 07/17/09 99.699 3.01 313589WD1 04/29/10 07/16/09 99.697 3.03 313589WE9 04/30/10 06/23/09 99.620 3.80 313589WH2 05/03/10 05/11/09 99.494 5.06 313589WJ8 05/04/10 05/26/09 99.571 4.29 313589WK5 05/05/10 05/11/09 99.491 5.09 313589WL3 05/06/10 07/21/09 99.679 3.21 313589WM1 05/07/10 08/04/09 99.693 3.07 313589WQ2 05/10/10 05/22/09 99.559 4.41 313589WR0 05/11/10 11/16/09 99.922 0.78 313589WS8 05/12/10 06/17/09 99.671 3.29 313589WT6 05/13/10 08/06/09 99.681 3.19 313589WU3 05/14/10 06/29/09 99.610 3.90 Section III-C (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589WX7 05/17/10 06/23/09 99.581 4.19 313589WY5 05/18/10 06/26/09 99.593 4.07 313589WZ2 05/19/10 07/28/09 99.656 3.44 313589XA6 05/20/10 06/04/09 99.592 4.08 313589XB4 05/21/10 06/08/09 99.634 3.66 313589XE8 05/24/10 06/19/09 99.567 4.33 313589XF5 05/25/10 08/26/09 99.766 2.34 313589XG3 05/26/10 08/26/09 99.765 2.35 313589XH1 05/27/10 06/02/09 99.601 3.99 313589XJ7 05/28/10 06/12/09 99.543 4.57 313589XN8 06/01/10 06/24/09 99.553 4.47 313589XP3 06/02/10 10/09/09 99.889 1.11 313589XQ1 06/03/10 07/21/09 99.604 3.96 313589XR9 06/04/10 06/26/09 99.562 4.38 313589XU2 06/07/10 02/25/10 99.966 0.34 313589XV0 06/08/10 01/25/10 99.967 0.33 313589XW8 06/09/10 12/01/09 99.937 0.63 313589XX6 06/10/10 12/22/09 99.929 0.71 313589XY4 06/11/10 06/26/09 99.553 4.47 313589YB3 06/14/10 07/06/09 99.581 4.19 313589YC1 06/15/10 07/01/09 99.564 4.36 313589YD9 06/16/10 09/11/09 99.776 2.24 313589YE7 06/17/10 08/28/09 99.748 2.52 313589YF4 06/18/10 07/22/09 99.568 4.32 313589YJ6 06/21/10 07/02/09 99.548 4.52 313589YK3 06/22/10 11/16/09 99.891 1.09 313589YL1 06/23/10 12/23/09 99.894 1.06 313589YM9 06/24/10 08/03/09 99.576 4.24 313589YN7 06/25/10 07/02/09 99.543 4.57 313589YR8 06/28/10 10/27/09 99.858 1.42 313589YS6 06/29/10 12/15/09 99.897 1.03 313589YT4 06/30/10 09/24/09 99.837 1.63 313589YU1 07/01/10 07/22/09 99.570 4.30 313589YV9 07/02/10 08/27/09 99.708 2.92 313589YZ0 07/06/10 07/23/09 99.536 4.64 313589ZA4 07/07/10 07/28/09 99.513 4.87 313589ZB2 07/08/10 07/22/09 99.561 4.39 313589ZC0 07/09/10 08/20/09 99.623 3.77 313589ZF3 07/12/10 07/24/09 99.490 5.10 313589ZG1 07/13/10 07/24/09 99.489 5.11 313589ZH9 07/14/10 07/27/09 99.482 5.18 313589ZJ5 07/15/10 07/27/09 99.480 5.20 313589ZK2 07/16/10 07/23/09 99.553 4.47 313589ZN6 07/19/10 08/05/09 99.497 5.03 313589ZP1 07/20/10 12/14/09 99.879 1.21 313589ZQ9 07/21/10 12/14/09 99.878 1.22 313589ZR7 07/22/10 10/15/09 99.829 1.71 313589ZS5 07/23/10 08/06/09 99.493 5.07 Section III-C (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589ZV8 07/26/10 08/05/09 99.477 5.23 313589ZW6 07/27/10 08/21/09 99.575 4.25 313589ZX4 07/28/10 10/27/09 99.810 1.90 313589ZY2 07/29/10 12/14/09 99.874 1.26 313589ZZ9 07/30/10 08/05/09 99.471 5.29 313589A45 08/02/10 08/10/09 99.455 5.45 313589A52 08/03/10 08/10/09 99.453 5.47 313589A60 08/04/10 08/10/09 99.452 5.48 313589A78 08/05/10 08/10/09 99.450 5.50 313589A86 08/06/10 09/18/09 99.785 2.15 313589B36 08/09/10 08/21/09 99.539 4.61 313589B44 08/10/10 09/09/09 99.637 3.63 313589B51 08/11/10 08/21/09 99.537 4.63 313589B69 08/12/10 11/17/09 99.836 1.64 313589B77 08/13/10 08/20/09 99.533 4.67 313589C27 08/16/10 08/31/09 99.601 3.99 313589C35 08/17/10 01/06/10 99.845 1.55 313589C43 08/18/10 10/07/09 99.781 2.19 313589C50 08/19/10 08/24/09 99.560 4.40 313589C68 08/20/10 10/08/09 99.772 2.28 313589C92 08/23/10 12/11/09 99.816 1.84 313589D26 08/24/10 09/18/09 99.773 2.27 313589D34 08/25/10 10/29/09 99.758 2.42 313589D42 08/26/10 09/30/09 99.789 2.11 313589D59 08/27/10 10/13/09 99.770 2.30 313589D83 08/30/10 10/26/09 99.752 2.48 313589D91 08/31/10 09/29/09 99.785 2.15 313589E25 09/01/10 09/17/09 99.729 2.71 313589E33 09/02/10 11/18/09 99.792 2.08 313589E41 09/03/10 12/11/09 99.808 1.92 313589E82 09/07/10 09/23/09 99.709 2.91 313589E90 09/08/10 01/20/10 99.872 1.28 313589F24 09/09/10 10/20/09 99.712 2.88 313589F32 09/10/10 09/18/09 99.722 2.78 313589F65 09/13/10 10/16/09 99.686 3.14 313589F73 09/14/10 10/19/09 99.688 3.12 313589F81 09/15/10 10/16/09 99.685 3.15 313589F99 09/16/10 10/16/09 99.684 3.16 313589G23 09/17/10 10/08/09 99.694 3.06 313589G56 09/20/10 10/15/09 99.688 3.12 313589G64 09/21/10 10/19/09 99.691 3.09 313589G72 09/22/10 10/13/09 99.685 3.15 313589G80 09/23/10 10/07/09 99.678 3.22 313589G98 09/24/10 11/03/09 99.711 2.89 313589H48 09/27/10 10/02/09 99.700 3.00 313589H55 09/28/10 10/06/09 99.653 3.47 313589H63 09/29/10 10/09/09 99.665 3.35 313589H71 09/30/10 10/07/09 99.652 3.48 Section III-C (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589H89 10/01/10 10/15/09 99.649 3.51 313589J38 10/04/10 10/15/09 99.646 3.54 313589J46 10/05/10 10/16/09 99.646 3.54 313589J53 10/06/10 11/06/09 99.675 3.25 313589J61 10/07/10 11/25/09 99.798 2.02 313589J79 10/08/10 10/15/09 99.642 3.58 313589K36 10/12/10 11/06/09 99.669 3.31 313589K44 10/13/10 01/12/10 99.817 1.83 313589K51 10/14/10 11/16/09 99.733 2.67 313589K69 10/15/10 11/16/09 99.741 2.59 313589K93 10/18/10 12/03/09 99.796 2.04 313589L27 10/19/10 01/07/10 99.755 2.45 313589L35 10/20/10 01/20/10 99.818 1.82 313589L43 10/21/10 03/05/10 99.828 1.72 313589L50 10/22/10 11/06/09 99.660 3.40 313589L84 10/25/10 12/08/09 99.724 2.76 313589L92 10/26/10 12/08/09 99.723 2.77 313589M26 10/27/10 12/15/09 99.710 2.90 313589M34 10/28/10 01/04/10 99.678 3.22 313589M42 10/29/10 11/12/09 99.659 3.41 313589M75 11/01/10 11/10/09 99.634 3.66 313589M83 11/02/10 11/17/09 99.689 3.11 313589M91 11/03/10 11/10/09 99.632 3.68 313589N25 11/04/10 11/12/09 99.633 3.67 313589N33 11/05/10 11/18/09 99.687 3.13 313589N66 11/08/10 11/19/09 99.715 2.85 313589N74 11/09/10 11/19/09 99.714 2.86 313589N82 11/10/10 11/17/09 99.682 3.18 313589P23 11/12/10 01/04/10 99.645 3.55 313589P56 11/15/10 11/24/09 99.723 2.77 313589P64 11/16/10 01/26/10 99.771 2.29 313589P72 11/17/10 02/22/10 99.777 2.23 313589P80 11/18/10 11/23/09 99.720 2.80 313589P98 11/19/10 02/12/10 99.767 2.33 313589Q48 11/22/10 01/11/10 99.729 2.71 313589Q55 11/23/10 01/13/10 99.730 2.70 313589Q63 11/24/10 01/25/10 99.806 1.94 313589Q89 11/26/10 04/29/10 99.836 1.64 313589R39 11/29/10 01/19/10 99.756 2.44 313589R47 11/30/10 12/07/09 99.672 3.28 313589R54 12/01/10 12/07/09 99.631 3.69 313589R62 12/02/10 12/11/09 99.654 3.46 313589R70 12/03/10 12/10/09 99.652 3.48 313589S20 12/06/10 01/13/10 99.691 3.09 313589S38 12/07/10 02/12/10 99.752 2.48 313589S46 12/08/10 01/12/10 99.688 3.12 313589S53 12/09/10 04/29/10 99.820 1.80 313589S61 12/10/10 01/13/10 99.687 3.13 Section III-C (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589S95 12/13/10 01/13/10 99.694 3.06 313589T29 12/14/10 01/15/10 99.695 3.05 313589T37 12/15/10 01/08/10 99.631 3.69 313589T45 12/16/10 02/23/10 99.737 2.63 313589T52 12/17/10 01/15/10 99.692 3.08 313589T86 12/20/10 01/05/10 99.564 4.36 313589T94 12/21/10 01/11/10 99.627 3.73 313589U27 12/22/10 01/14/10 99.677 3.23 313589U35 12/23/10 01/07/10 99.611 3.89 313589U43 12/24/10 02/24/10 99.722 2.78 313589U76 12/27/10 01/05/10 99.555 4.45 313589U84 12/28/10 01/07/10 99.606 3.94 313589U92 12/29/10 01/26/10 99.719 2.81 313589V26 12/30/10 01/06/10 99.543 4.57 Section III-D FEDERAL FARM CREDIT BANKS Short-Term Obligations Issued at a Discount and Maturing in 2010 Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313RJ9 01/04/10 03/30/09 99.487 5.13 313313RK6 01/05/10 01/07/09 99.183 8.17 313313RL4 01/06/10 01/15/09 99.298 7.02 313313RM2 01/07/10 01/08/09 99.181 8.19 313313RN0 01/08/10 05/21/09 99.768 2.32 313313RR1 01/11/10 01/04/10 99.998 0.02 313313RS9 01/12/10 09/30/09 99.954 0.46 313313RT7 01/13/10 07/31/09 99.871 1.29 313313RU4 01/14/10 05/27/09 99.755 2.45 313313RV2 01/15/10 12/04/09 99.994 0.06 313313RZ3 01/19/10 08/04/09 99.874 1.26 313313SA7 01/20/10 08/04/09 99.873 1.27 313313SB5 01/21/10 01/14/10 99.999 0.01 313313SC3 01/22/10 08/25/09 99.896 1.04 313313SF6 01/25/10 08/25/09 99.890 1.10 313313SG4 01/26/10 08/27/09 99.899 1.01 313313SH2 01/27/10 08/27/09 99.898 1.02 313313SJ8 01/28/10 08/31/09 99.900 1.00 313313SK5 01/29/10 08/31/09 99.899 1.01 313313SN9 02/01/10 09/02/09 99.903 0.97 313313SP4 02/02/10 09/02/09 99.902 0.98 313313SQ2 02/03/10 01/27/10 99.999 0.01 313313SS8 02/05/10 02/06/09 99.009 9.91 313313SV1 02/08/10 01/28/10 99.998 0.02 313313SW9 02/09/10 03/19/09 99.310 6.90 313313SX7 02/10/10 04/23/09 99.569 4.31 313313SY5 02/11/10 09/30/09 99.933 0.67 313313SZ2 02/12/10 02/13/09 99.029 9.71 313313TD0 02/16/10 03/18/09 99.172 8.28 313313TE8 02/17/10 08/25/09 99.863 1.37 313313TG3 02/19/10 05/27/09 99.687 3.13 313313TK4 02/22/10 02/24/09 99.042 9.58 313313TL2 02/23/10 01/28/10 99.994 0.06 313313TM0 02/24/10 06/24/09 99.721 2.79 313313TN8 02/25/10 02/25/09 99.037 9.63 313313TP3 02/26/10 12/04/09 99.981 0.19 313313TS7 03/01/10 10/01/09 99.916 0.84 313313TT5 03/02/10 10/01/09 99.916 0.84 313313TU2 03/03/10 10/02/09 99.924 0.76 313313TV0 03/04/10 10/02/09 99.924 0.76 313313TZ1 03/08/10 03/05/10 99.999 0.01 313313UC0 03/11/10 04/16/09 99.360 6.40 313313UG1 03/15/10 01/06/10 99.979 0.21 313313UH9 03/16/10 10/09/09 99.939 0.61 Section III-D (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313UJ5 03/17/10 10/09/09 99.938 0.62 313313UK2 03/18/10 03/20/09 99.264 7.36 313313UL0 03/19/10 10/14/09 99.931 0.69 313313UP1 03/22/10 03/31/09 99.140 8.60 313313UQ9 03/23/10 10/15/09 99.921 0.79 313313UR7 03/24/10 03/27/09 99.165 8.35 313313UT3 03/26/10 10/16/09 99.924 0.76 313313UW6 03/29/10 09/30/09 99.890 1.10 313313UX4 03/30/10 04/02/09 99.165 8.35 313313UY2 03/31/10 10/22/09 99.911 0.89 313313UZ9 04/01/10 06/22/09 99.623 3.77 313313VD7 04/05/10 06/05/09 99.569 4.31 313313VE5 04/06/10 10/23/09 99.913 0.87 313313VG0 04/08/10 03/17/10 99.991 0.09 313313VH8 04/09/10 05/22/09 99.580 4.20 313313VL9 04/12/10 04/14/09 99.214 7.86 313313VM7 04/13/10 03/22/10 99.991 0.09 313313VN5 04/14/10 10/26/09 99.910 0.90 313313VP0 04/15/10 08/24/09 99.760 2.40 313313VQ8 04/16/10 03/22/10 99.990 0.10 313313VT2 04/19/10 06/25/09 99.611 3.89 313313VU9 04/20/10 11/12/09 99.916 0.84 313313VV7 04/21/10 06/26/09 99.626 3.74 313313VW5 04/22/10 11/12/09 99.915 0.85 313313VX3 04/23/10 11/12/09 99.915 0.85 313313WA2 04/26/10 03/05/10 99.981 0.19 313313WD6 04/29/10 03/08/10 99.978 0.22 313313WE4 04/30/10 10/26/09 99.897 1.03 313313WH7 05/03/10 07/02/09 99.568 4.32 313313WK0 05/05/10 06/05/09 99.490 5.10 313313WL8 05/06/10 11/13/09 99.908 0.92 313313WM6 05/07/10 09/29/09 99.859 1.41 313313WQ7 05/10/10 08/24/09 99.712 2.88 313313WR5 05/11/10 04/15/10 99.987 0.13 313313WS3 05/12/10 05/15/09 99.437 5.63 313313WT1 05/13/10 05/13/09 99.392 6.08 313313WU8 05/14/10 07/01/09 99.525 4.75 313313WX2 05/17/10 08/19/09 99.684 3.16 313313WY0 05/18/10 11/23/09 99.917 0.83 313313WZ7 05/19/10 11/23/09 99.916 0.84 313313XA1 05/20/10 12/16/09 99.918 0.82 313313XB9 05/21/10 12/17/09 99.918 0.82 313313XE3 05/24/10 08/24/09 99.689 3.11 313313XF0 05/25/10 08/25/09 99.704 2.96 313313XG8 05/26/10 12/18/09 99.916 0.84 313313XH6 05/27/10 12/31/09 99.918 0.82 313313XJ2 05/28/10 05/05/10 99.989 0.11 313313XN3 06/01/10 01/04/10 99.910 0.90 Section III-D (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313XP8 06/02/10 07/02/09 99.507 4.93 313313XQ6 06/03/10 01/06/10 99.914 0.86 313313XR4 06/04/10 06/04/09 99.483 5.17 313313XU7 06/07/10 02/03/10 99.948 0.52 313313XV5 06/08/10 03/30/10 99.967 0.33 313313XX1 06/10/10 04/05/10 99.965 0.35 313313XY9 06/11/10 06/11/09 99.382 6.18 313313YB8 06/14/10 02/17/10 99.945 0.55 313313YC6 06/15/10 12/04/09 99.887 1.13 313313YE2 06/17/10 07/01/09 99.454 5.46 313313YF9 06/18/10 04/23/10 99.969 0.31 313313YJ1 06/21/10 04/30/10 99.973 0.27 313313YK8 06/22/10 06/04/10 99.992 0.08 313313YL6 06/23/10 09/29/09 99.785 2.15 313313YM4 06/24/10 02/17/10 99.940 0.60 313313YN2 06/25/10 02/17/10 99.940 0.60 313313YR3 06/28/10 06/08/10 99.992 0.08 313313YS1 06/29/10 02/19/10 99.939 0.61 313313YT9 06/30/10 02/19/10 99.938 0.62 313313YU6 07/01/10 12/17/09 99.875 1.25 313313YV4 07/02/10 07/08/09 99.472 5.28 313313YZ5 07/06/10 01/06/10 99.889 1.11 313313ZA9 07/07/10 01/07/10 99.894 1.06 313313ZB7 07/08/10 02/19/10 99.931 0.69 313313ZC5 07/09/10 07/09/09 99.463 5.37 313313ZF8 07/12/10 01/28/10 99.908 0.92 313313ZG6 07/13/10 10/02/09 99.748 2.52 313313ZH4 07/14/10 05/24/10 99.972 0.28 313313ZJ0 07/15/10 01/15/10 99.905 0.95 313313ZK7 07/16/10 06/02/10 99.978 0.22 313313ZN1 07/19/10 03/12/10 99.928 0.72 313313ZP6 07/20/10 02/22/10 99.922 0.78 313313ZQ4 07/21/10 06/16/10 99.990 0.10 313313ZR2 07/22/10 02/23/10 99.917 0.83 313313ZS0 07/23/10 07/24/09 99.474 5.26 313313ZV3 07/26/10 01/21/10 99.907 0.93 313313ZW1 07/27/10 07/30/09 99.447 5.53 313313ZX9 07/28/10 12/31/09 99.855 1.45 313313ZY7 07/29/10 02/24/10 99.914 0.86 313313ZZ4 07/30/10 02/24/10 99.913 0.87 313313A40 08/02/10 02/26/10 99.908 0.92 313313A57 08/03/10 08/10/09 99.433 5.67 313313A73 08/05/10 07/06/10 99.984 0.16 313313A81 08/06/10 02/26/10 99.906 0.94 313313B31 08/09/10 08/24/09 99.485 5.15 313313B49 08/10/10 03/09/10 99.897 1.03 313313B56 08/11/10 07/07/10 99.982 0.18 313313B64 08/12/10 12/31/09 99.832 1.68 Section III-D (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313B72 08/13/10 08/14/09 99.474 5.26 313313C22 08/16/10 11/10/09 99.768 2.32 313313C48 08/18/10 05/28/10 99.952 0.48 313313C55 08/19/10 08/20/09 99.484 5.16 313313C63 08/20/10 03/11/10 99.897 1.03 313313C97 08/23/10 11/23/09 99.803 1.97 313313D21 08/24/10 03/16/10 99.884 1.16 313313D39 08/25/10 05/28/10 99.948 0.52 313313D47 08/26/10 12/31/09 99.775 2.25 313313D54 08/27/10 06/02/10 99.947 0.53 313313D88 08/30/10 03/26/10 99.887 1.13 313313D96 08/31/10 03/26/10 99.886 1.14 313313E20 09/01/10 09/03/09 99.536 4.64 313313E38 09/02/10 03/31/10 99.897 1.03 313313E46 09/03/10 03/31/10 99.896 1.04 313313E87 09/07/10 04/05/10 99.871 1.29 313313E95 09/08/10 04/05/10 99.870 1.30 313313F29 09/09/10 09/09/09 99.534 4.66 313313F37 09/10/10 03/10/10 99.872 1.28 313313F60 09/13/10 08/25/10 99.991 0.09 313313F78 09/14/10 08/25/10 99.990 0.10 313313F86 09/15/10 12/04/09 99.755 2.45 313313F94 09/16/10 08/16/10 99.985 0.15 313313G28 09/17/10 08/24/10 99.988 0.12 313313G51 09/20/10 03/17/10 99.855 1.45 313313G85 09/23/10 04/07/10 99.869 1.31 313313G93 09/24/10 09/14/10 99.995 0.05 313313H43 09/27/10 03/11/10 99.856 1.44 313313H50 09/28/10 03/26/10 99.855 1.45 313313H68 09/29/10 04/21/10 99.897 1.03 313313H76 09/30/10 12/31/09 99.712 2.88 313313H84 10/01/10 12/22/09 99.811 1.89 313313J33 10/04/10 01/20/10 99.822 1.78 313313J41 10/05/10 04/28/10 99.880 1.20 313313J58 10/06/10 04/28/10 99.879 1.21 313313J66 10/07/10 04/29/10 99.884 1.16 313313J74 10/08/10 04/29/10 99.879 1.21 313313K31 10/12/10 10/15/09 99.608 3.92 313313K49 10/13/10 06/16/10 99.941 0.59 313313K56 10/14/10 04/14/10 99.853 1.47 313313K64 10/15/10 07/01/10 99.941 0.59 313313K98 10/18/10 04/29/10 99.866 1.34 313313L22 10/19/10 04/19/10 99.858 1.42 313313L30 10/20/10 10/22/09 99.587 4.13 313313L48 10/21/10 09/16/10 99.983 0.17 313313L55 10/22/10 04/20/10 99.856 1.44 313313L89 10/25/10 04/30/10 99.862 1.38 313313L97 10/26/10 05/05/10 99.865 1.35 Section III-D (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313M21 10/27/10 05/11/10 99.859 1.41 313313M39 10/28/10 05/11/10 99.858 1.42 313313M47 10/29/10 05/12/10 99.854 1.46 313313M70 11/01/10 11/04/09 99.588 4.12 313313M88 11/02/10 10/28/10 99.998 0.02 313313M96 11/03/10 11/06/09 99.608 3.92 313313N20 11/04/10 12/31/09 99.658 3.42 313313N38 11/05/10 10/18/10 99.991 0.09 313313N61 11/08/10 10/29/10 99.996 0.04 313313N79 11/09/10 05/13/10 99.850 1.50 313313N87 11/10/10 05/26/10 99.865 1.35 313313P28 11/12/10 11/13/09 99.616 3.84 313313P51 11/15/10 12/18/09 99.650 3.50 313313P69 11/16/10 10/22/10 99.988 0.12 313313P77 11/17/10 05/28/10 99.851 1.49 313313P85 11/18/10 10/14/10 99.983 0.17 313313P93 11/19/10 06/15/10 99.904 0.96 313313Q43 11/22/10 05/24/10 99.838 1.62 313313Q50 11/23/10 03/30/10 99.788 2.12 313313Q68 11/24/10 10/27/10 99.988 0.12 313313Q84 11/26/10 11/24/10 99.999 0.01 313313R34 11/29/10 09/17/10 99.964 0.36 313313R42 11/30/10 05/28/10 99.835 1.65 313313R59 12/01/10 05/28/10 99.834 1.66 313313R67 12/02/10 04/09/10 99.783 2.17 313313R75 12/03/10 06/01/10 99.841 1.59 313313S25 12/06/10 06/04/10 99.841 1.59 313313S33 12/07/10 06/04/10 99.840 1.60 313313S58 12/09/10 12/31/09 99.571 4.29 313313S66 12/10/10 11/22/10 99.993 0.07 313313S90 12/13/10 06/09/10 99.844 1.56 313313T24 12/14/10 06/09/10 99.843 1.57 313313T32 12/15/10 03/26/10 99.743 2.57 313313T40 12/16/10 11/29/10 99.992 0.08 313313T57 12/17/10 12/17/09 99.584 4.16 313313T81 12/20/10 04/19/10 99.782 2.18 313313T99 12/21/10 03/24/10 99.713 2.87 313313U22 12/22/10 06/23/10 99.869 1.31 313313U30 12/23/10 07/28/10 99.901 0.99 313313U71 12/27/10 09/14/10 99.939 0.61 Section III-D (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313SR0 02/04/10 02/03/10 99.9998 0.002 313313TF5 02/18/10 02/17/10 99.9998 0.002 313313TW8 03/05/10 03/04/10 99.9997 0.003 313313UA4 03/09/10 03/08/10 99.9997 0.003 313313UB2 03/10/10 03/09/10 99.9997 0.003 313313UD8 03/12/10 03/11/10 99.9997 0.003 313313US5 03/25/10 03/24/10 99.9996 0.004 313313VF2 04/07/10 04/06/10 99.9996 0.004 313313WB0 04/27/10 04/26/10 99.9996 0.004 313313WC8 04/28/10 04/27/10 99.9996 0.004 313313WJ3 05/04/10 05/03/10 99.9996 0.004 313313XW3 06/09/10 06/08/10 99.9996 0.004 313313YD4 06/16/10 06/15/10 99.9997 0.003 313313A65 08/04/10 08/03/10 99.9996 0.004 313313C30 08/17/10 08/16/10 99.9995 0.005 313313G69 09/21/10 09/20/10 99.9996 0.004 313313G77 09/22/10 09/21/10 99.9996 0.004 313313S41 12/08/10 12/07/10 99.9998 0.002 313313V39 12/31/10 12/30/10 99.9999 0.001 Section III-E FEDERAL HOME LOAN MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2010 Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397RJ2 01/04/10 01/08/09 99.248 7.52 313397RK9 01/05/10 01/07/09 99.244 7.56 313397RL7 01/06/10 01/07/09 99.242 7.58 313397RM5 01/07/10 01/29/09 99.219 7.81 313397RN3 01/08/10 01/16/09 99.306 6.94 313397RR4 01/11/10 07/13/09 99.848 1.52 313397RS2 01/12/10 09/30/09 99.971 0.29 313397RT0 01/13/10 08/31/09 99.936 0.64 313397RU7 01/14/10 07/07/09 99.867 1.33 313397RV5 01/15/10 03/04/09 99.252 7.48 313397RZ6 01/19/10 02/06/09 99.104 8.96 313397SA0 01/20/10 02/05/09 99.098 9.02 313397SB8 01/21/10 07/02/09 99.820 1.80 313397SC6 01/22/10 08/25/09 99.917 0.83 313397SF9 01/25/10 06/12/09 99.786 2.14 313397SG7 01/26/10 02/09/09 99.103 8.97 313397SH5 01/27/10 09/01/09 99.914 0.86 313397SJ1 01/28/10 02/10/09 99.100 9.00 313397SK8 01/29/10 02/09/09 99.095 9.05 313397SN2 02/01/10 02/06/09 99.000 10.00 313397SP7 02/02/10 02/06/09 98.997 10.03 313397SQ5 02/03/10 02/06/09 98.994 10.06 313397SR3 02/04/10 02/06/09 98.992 10.08 313397SS1 02/05/10 02/06/09 98.989 10.11 313397SV4 02/08/10 02/26/09 99.113 8.87 313397SX0 02/10/10 02/26/09 99.108 8.92 313397SY8 02/11/10 02/12/09 99.070 9.30 313397SZ5 02/12/10 03/04/09 99.118 8.82 313397TD3 02/16/10 02/23/09 99.075 9.25 313397TE1 02/17/10 10/27/09 99.969 0.31 313397TF8 02/18/10 02/20/09 99.062 9.38 313397TG6 02/19/10 07/30/09 99.830 1.70 313397TK7 02/22/10 05/13/09 99.644 3.56 313397TL5 02/23/10 05/13/09 99.643 3.57 313397TM3 02/24/10 10/27/09 99.963 0.37 313397TN1 02/25/10 07/06/09 99.792 2.08 313397TP6 02/26/10 03/10/09 99.049 9.51 313397TS0 03/01/10 03/25/09 99.280 7.20 313397TT8 03/02/10 08/18/09 99.842 1.58 313397TU5 03/03/10 08/04/09 99.824 1.76 313397TV3 03/04/10 07/27/09 99.804 1.96 313397TW1 03/05/10 03/11/09 99.043 9.57 313397TZ4 03/08/10 03/25/09 99.246 7.54 313397UA7 03/09/10 10/07/09 99.949 0.51 Section III-E (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397UB5 03/10/10 08/27/09 99.870 1.30 313397UC3 03/11/10 09/30/09 99.928 0.72 313397UD1 03/12/10 05/15/09 99.632 3.68 313397UG4 03/15/10 08/31/09 99.880 1.20 313397UH2 03/16/10 06/01/09 99.680 3.20 313397UJ8 03/17/10 06/01/09 99.679 3.21 313397UK5 03/18/10 08/31/09 99.878 1.22 313397UL3 03/19/10 03/25/09 99.252 7.48 313397UP4 03/22/10 07/02/09 99.730 2.70 313397UQ2 03/23/10 06/12/09 99.692 3.08 313397UR0 03/24/10 09/14/09 99.878 1.22 313397US8 03/25/10 07/06/09 99.745 2.55 313397UT6 03/26/10 06/10/09 99.695 3.05 313397UW9 03/29/10 07/21/09 99.756 2.44 313397UX7 03/30/10 07/23/09 99.764 2.36 313397UY5 03/31/10 07/21/09 99.754 2.46 313397UZ2 04/01/10 04/02/09 99.191 8.09 313397VD0 04/05/10 09/04/09 99.846 1.54 313397VE8 04/06/10 09/21/09 99.885 1.15 313397VF5 04/07/10 09/10/09 99.855 1.45 313397VG3 04/08/10 09/10/09 99.866 1.34 313397VH1 04/09/10 09/18/09 99.882 1.18 313397VL2 04/12/10 08/19/09 99.777 2.23 313397VM0 04/13/10 09/14/09 99.859 1.41 313397VN8 04/14/10 11/18/09 99.947 0.53 313397VP3 04/15/10 08/31/09 99.842 1.58 313397VQ1 04/16/10 06/16/09 99.620 3.80 313397VT5 04/19/10 06/16/09 99.625 3.75 313397VU2 04/20/10 06/15/09 99.622 3.78 313397VV0 04/21/10 09/16/09 99.840 1.60 313397VW8 04/22/10 09/02/09 99.820 1.80 313397VX6 04/23/10 06/16/09 99.611 3.89 313397WA5 04/26/10 05/13/09 99.497 5.03 313397WB3 04/27/10 09/08/09 99.827 1.73 313397WC1 04/28/10 11/30/09 99.954 0.46 313397WD9 04/29/10 05/14/09 99.494 5.06 313397WE7 04/30/10 09/09/09 99.825 1.75 313397WH0 05/03/10 09/23/09 99.846 1.54 313397WJ6 05/04/10 05/06/09 99.335 6.65 313397WK3 05/05/10 05/06/09 99.363 6.37 313397WL1 05/06/10 09/30/09 99.885 1.15 313397WM9 05/07/10 12/09/09 99.946 0.54 313397WQ0 05/10/10 05/18/09 99.524 4.76 313397WR8 05/11/10 05/14/09 99.477 5.23 313397WS6 05/12/10 05/13/09 99.454 5.46 313397WT4 05/13/10 05/14/09 99.474 5.26 313397WU1 05/14/10 05/19/09 99.520 4.80 313397WX5 05/17/10 05/26/09 99.555 4.45 Section III-E (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397WY3 05/18/10 08/04/09 99.657 3.43 313397WZ0 05/19/10 08/26/09 99.778 2.22 313397XA4 05/20/10 08/21/09 99.736 2.64 313397XB2 05/21/10 05/26/09 99.550 4.50 313397XE6 05/24/10 11/23/09 99.925 0.75 313397XF3 05/25/10 09/25/09 99.845 1.55 313397XG1 05/26/10 10/21/09 99.885 1.15 313397XH9 05/27/10 11/13/09 99.908 0.92 313397XJ5 05/28/10 10/21/09 99.884 1.16 313397XN6 06/01/10 06/01/09 99.534 4.66 313397XP1 06/02/10 11/18/09 99.907 0.93 313397XQ9 06/03/10 11/12/09 99.899 1.01 313397XR7 06/04/10 08/12/09 99.663 3.37 313397XU0 06/07/10 10/14/09 99.882 1.18 313397XV8 06/08/10 11/13/09 99.891 1.09 313397XW6 06/09/10 11/25/09 99.918 0.82 313397XY2 06/11/10 01/04/10 99.921 0.79 313397YB1 06/14/10 08/26/09 99.724 2.76 313397YC9 06/15/10 06/18/09 99.427 5.73 313397YD7 06/16/10 10/27/09 99.858 1.42 313397YE5 06/17/10 11/30/09 99.917 0.83 313397YF2 06/18/10 10/23/09 99.855 1.45 313397YJ4 06/21/10 10/15/09 99.855 1.45 313397YK1 06/22/10 11/03/09 99.846 1.54 313397YL9 06/23/10 09/25/09 99.804 1.96 313397YM7 06/24/10 11/13/09 99.870 1.30 313397YN5 06/25/10 07/23/09 99.551 4.49 313397YR6 06/28/10 12/28/09 99.889 1.11 313397YS4 06/29/10 11/17/09 99.869 1.31 313397YT2 06/30/10 06/30/09 99.513 4.87 313397YU9 07/01/10 07/28/09 99.531 4.69 313397YV7 07/02/10 08/27/09 99.708 2.92 313397YZ8 07/06/10 08/03/09 99.532 4.68 313397ZA2 07/07/10 02/17/10 99.938 0.62 313397ZB0 07/08/10 07/28/09 99.521 4.79 313397ZC8 07/09/10 10/16/09 99.837 1.63 313397ZF1 07/12/10 07/30/09 99.499 5.01 313397ZG9 07/13/10 07/30/09 99.497 5.03 313397ZH7 07/14/10 07/29/09 99.514 4.86 313397ZJ3 07/15/10 07/30/09 99.494 5.06 313397ZK0 07/16/10 07/29/09 99.511 4.89 313397ZN4 07/19/10 12/29/09 99.877 1.23 313397ZP9 07/20/10 11/30/09 99.890 1.10 313397ZQ7 07/21/10 12/16/09 99.873 1.27 313397ZR5 07/22/10 12/07/09 99.861 1.39 313397ZS3 07/23/10 08/27/09 99.652 3.48 313397ZV6 07/26/10 08/03/09 99.484 5.16 313397ZW4 07/27/10 12/03/09 99.875 1.25 Section III-E (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397ZX2 07/28/10 08/03/09 99.481 5.19 313397ZY0 07/29/10 07/29/09 99.493 5.07 313397ZZ7 07/30/10 08/03/09 99.479 5.21 313397A43 08/02/10 01/07/10 99.897 1.03 313397A50 08/03/10 12/02/09 99.871 1.29 313397A68 08/04/10 11/16/09 99.819 1.81 313397A76 08/05/10 12/02/09 99.870 1.30 313397A84 08/06/10 11/16/09 99.817 1.83 313397B34 08/09/10 02/08/10 99.896 1.04 313397B42 08/10/10 11/17/09 99.830 1.70 313397B59 08/11/10 12/17/09 99.842 1.58 313397B67 08/12/10 01/04/10 99.853 1.47 313397B75 08/13/10 10/22/09 99.779 2.21 313397C25 08/16/10 02/16/10 99.895 1.05 313397C33 08/17/10 11/10/09 99.798 2.02 313397C41 08/18/10 03/16/10 99.897 1.03 313397C58 08/19/10 11/18/09 99.825 1.75 313397C66 08/20/10 11/10/09 99.796 2.04 313397C90 08/23/10 08/24/09 99.525 4.75 313397D24 08/24/10 11/25/09 99.849 1.51 313397D32 08/25/10 11/30/09 99.851 1.49 313397D40 08/26/10 12/29/09 99.820 1.80 313397D57 08/27/10 11/30/09 99.851 1.49 313397D81 08/30/10 02/09/10 99.882 1.18 313397D99 08/31/10 01/29/10 99.881 1.19 313397E23 09/01/10 01/07/10 99.822 1.78 313397E31 09/02/10 01/20/10 99.875 1.25 313397E49 09/03/10 03/16/10 99.881 1.19 313397E80 09/07/10 01/11/10 99.861 1.39 313397E98 09/08/10 02/18/10 99.882 1.18 313397F22 09/09/10 01/28/10 99.876 1.24 313397F30 09/10/10 02/17/10 99.880 1.20 313397F63 09/13/10 01/07/10 99.820 1.80 313397F71 09/14/10 11/09/09 99.743 2.57 313397F89 09/15/10 12/04/09 99.818 1.82 313397F97 09/16/10 04/20/10 99.909 0.91 313397G21 09/17/10 11/20/09 99.824 1.76 313397G54 09/20/10 12/15/09 99.799 2.01 313397G62 09/21/10 01/13/10 99.854 1.46 313397G70 09/22/10 03/01/10 99.869 1.31 313397G88 09/23/10 12/17/09 99.774 2.26 313397G96 09/24/10 12/03/09 99.812 1.88 313397H46 09/27/10 03/29/10 99.859 1.41 313397H53 09/28/10 02/11/10 99.860 1.40 313397H61 09/29/10 02/17/10 99.857 1.43 313397H79 09/30/10 12/31/09 99.750 2.50 313397H87 10/01/10 11/12/09 99.704 2.96 313397J36 10/04/10 04/05/10 99.851 1.49 Section III-E (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397J44 10/05/10 01/11/10 99.822 1.78 313397J51 10/06/10 02/23/10 99.850 1.50 313397J69 10/07/10 11/25/09 99.807 1.93 313397J77 10/08/10 02/11/10 99.841 1.59 313397K34 10/12/10 04/12/10 99.860 1.40 313397K42 10/13/10 01/08/10 99.792 2.08 313397K59 10/14/10 01/21/10 99.837 1.63 313397K67 10/15/10 02/16/10 99.839 1.61 313397K91 10/18/10 12/30/09 99.740 2.60 313397L25 10/19/10 01/22/10 99.843 1.57 313397L33 10/20/10 01/19/10 99.817 1.83 313397L41 10/21/10 01/21/10 99.826 1.74 313397L58 10/22/10 01/22/10 99.826 1.74 313397L82 10/25/10 10/26/09 99.576 4.24 313397L90 10/26/10 01/13/10 99.809 1.91 313397M24 10/27/10 01/12/10 99.808 1.92 313397M32 10/28/10 11/10/09 99.677 3.23 313397M40 10/29/10 11/19/09 99.761 2.39 313397M73 11/01/10 12/02/09 99.740 2.60 313397M81 11/02/10 01/26/10 99.794 2.06 313397M99 11/03/10 03/31/10 99.843 1.57 313397N23 11/04/10 02/22/10 99.809 1.91 313397N31 11/05/10 02/25/10 99.817 1.83 313397N64 11/08/10 05/10/10 99.860 1.40 313397N72 11/09/10 01/26/10 99.785 2.15 313397N80 11/10/10 01/27/10 99.785 2.15 313397P21 11/12/10 12/30/09 99.665 3.35 313397P54 11/15/10 05/17/10 99.857 1.43 313397P62 11/16/10 01/07/10 99.696 3.04 313397P70 11/17/10 01/22/10 99.792 2.08 313397P88 11/18/10 01/21/10 99.774 2.26 313397P96 11/19/10 01/14/10 99.768 2.32 313397Q46 11/22/10 04/07/10 99.790 2.10 313397Q53 11/23/10 01/21/10 99.762 2.38 313397Q61 11/24/10 12/17/09 99.668 3.32 313397R37 11/29/10 04/09/10 99.792 2.08 313397R45 11/30/10 07/15/10 99.920 0.80 313397R52 12/01/10 03/03/10 99.803 1.97 313397R60 12/02/10 02/03/10 99.765 2.35 313397R78 12/03/10 08/26/10 99.956 0.44 313397S28 12/06/10 01/27/10 99.757 2.43 313397S36 12/07/10 12/07/09 99.716 2.84 313397S44 12/08/10 04/30/10 99.821 1.79 313397S51 12/09/10 04/29/10 99.820 1.80 313397S69 12/10/10 12/30/09 99.598 4.02 313397S93 12/13/10 06/14/10 99.874 1.26 313397T27 12/14/10 02/19/10 99.735 2.65 313397T35 12/15/10 01/15/10 99.694 3.06 Section III-E (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397T43 12/16/10 02/25/10 99.755 2.45 313397T50 12/17/10 03/04/10 99.776 2.24 313397T84 12/20/10 06/21/10 99.879 1.21 313397T92 12/21/10 04/16/10 99.786 2.14 313397U25 12/22/10 04/20/10 99.795 2.05 313397U33 12/23/10 01/29/10 99.708 2.92 313397U41 12/24/10 04/20/10 99.793 2.07 313397U74 12/27/10 06/28/10 99.874 1.26 313397U82 12/28/10 06/14/10 99.869 1.31 313397U90 12/29/10 06/22/10 99.884 1.16 313397V24 12/30/10 02/01/10 99.714 2.86 313397V32 12/31/10 06/15/10 99.867 1.33 Section III-F FEDERAL AGRICULTURAL MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2010 Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LRJ9 01/04/10 01/07/09 99.115 8.85 31315LRK6 01/05/10 12/09/09 99.994 0.06 31315LRL4 01/06/10 10/06/09 99.967 0.33 31315LRM2 01/07/10 12/30/09 99.999 0.01 31315LRT7 01/13/10 12/10/09 99.995 0.05 31315LRU4 01/14/10 10/16/09 99.963 0.37 31315LRV2 01/15/10 10/19/09 99.963 0.37 31315LRZ3 01/19/10 12/14/09 99.995 0.05 31315LSA7 01/20/10 01/13/10 99.999 0.01 31315LSB5 01/21/10 10/23/09 99.965 0.35 31315LSC3 01/22/10 01/22/09 99.098 9.02 31315LSF6 01/25/10 10/29/09 99.976 0.24 31315LSG4 01/26/10 01/30/09 99.087 9.13 31315LSH2 01/27/10 12/30/09 99.996 0.04 31315LSJ8 01/28/10 10/29/09 99.975 0.25 31315LSK5 01/29/10 01/20/10 99.998 0.02 31315LSN9 02/01/10 01/25/10 99.999 0.01 31315LSR0 02/04/10 01/19/10 99.997 0.03 31315LSS8 02/05/10 11/06/09 99.968 0.32 31315LSV1 02/08/10 01/07/10 99.992 0.08 31315LSW9 02/09/10 02/05/10 99.999 0.01 31315LSY5 02/11/10 11/24/09 99.979 0.21 31315LSZ2 02/12/10 11/09/09 99.967 0.33 31315LTD0 02/16/10 12/15/09 99.986 0.14 31315LTG3 02/19/10 02/12/10 99.999 0.01 31315LTK4 02/22/10 02/17/10 99.999 0.01 31315LTL2 02/23/10 01/20/10 99.993 0.07 31315LTM0 02/24/10 02/05/10 99.996 0.04 31315LTN8 02/25/10 05/07/09 99.592 4.08 31315LTS7 03/01/10 02/26/10 99.999 0.01 31315LTU2 03/03/10 02/25/10 99.999 0.01 31315LTV0 03/04/10 02/16/10 99.997 0.03 31315LTW8 03/05/10 02/24/10 99.998 0.02 31315LTZ1 03/08/10 03/05/10 99.999 0.01 31315LUB2 03/10/10 03/04/10 99.999 0.01 31315LUC0 03/11/10 02/09/10 99.991 0.09 31315LUD8 03/12/10 12/09/09 99.974 0.26 31315LUG1 03/15/10 02/17/10 99.994 0.06 31315LUH9 03/16/10 03/10/10 99.998 0.02 31315LUL0 03/19/10 02/22/10 99.994 0.06 31315LUP1 03/22/10 03/19/10 99.999 0.01 31315LUQ9 03/23/10 12/16/09 99.970 0.30 31315LUS5 03/25/10 06/04/09 99.665 3.35 31315LUT3 03/26/10 12/23/09 99.969 0.31 Section III-F (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LUW6 03/29/10 03/26/10 99.999 0.01 31315LUX4 03/30/10 12/29/09 99.967 0.33 31315LUY2 03/31/10 02/04/10 99.982 0.18 31315LUZ9 04/01/10 12/29/09 99.966 0.34 31315LVA3 04/02/10 01/28/10 99.986 0.14 31315LVD7 04/05/10 03/12/10 99.991 0.09 31315LVE5 04/06/10 01/06/10 99.965 0.35 31315LVF2 04/07/10 03/30/10 99.997 0.03 31315LVG0 04/08/10 03/19/10 99.992 0.08 31315LVH8 04/09/10 01/07/10 99.964 0.36 31315LVL9 04/12/10 12/30/09 99.960 0.40 31315LVM7 04/13/10 03/19/10 99.990 0.10 31315LVP0 04/15/10 04/07/10 99.997 0.03 31315LVQ8 04/16/10 10/13/09 99.913 0.87 31315LVT2 04/19/10 04/16/10 99.998 0.02 31315LVV7 04/21/10 03/24/10 99.989 0.11 31315LVW5 04/22/10 01/29/10 99.965 0.35 31315LWA2 04/26/10 04/22/10 99.998 0.02 31315LWB0 04/27/10 01/29/10 99.963 0.37 31315LWC8 04/28/10 04/06/10 99.989 0.11 31315LWD6 04/29/10 01/26/10 99.969 0.31 31315LWH7 05/03/10 03/25/10 99.985 0.15 31315LWJ3 05/04/10 04/28/10 99.998 0.02 31315LWK0 05/05/10 04/06/10 99.986 0.14 31315LWL8 05/06/10 04/08/10 99.987 0.13 31315LWM6 05/07/10 02/09/10 99.959 0.41 31315LWQ7 05/10/10 05/07/10 99.999 0.01 31315LWR5 05/11/10 04/14/10 99.988 0.12 31315LWT1 05/13/10 02/18/10 99.965 0.35 31315LWU8 05/14/10 02/16/10 99.959 0.41 31315LWX2 05/17/10 04/15/10 99.985 0.15 31315LXB9 05/21/10 04/15/10 99.983 0.17 31315LXE3 05/24/10 05/21/10 99.999 0.01 31315LXH6 05/27/10 05/29/09 99.486 5.14 31315LXN3 06/01/10 10/07/09 99.849 1.51 31315LXP8 06/02/10 05/27/10 99.998 0.02 31315LXQ6 06/03/10 05/21/10 99.995 0.05 31315LXR4 06/04/10 04/29/10 99.983 0.17 31315LXU7 06/07/10 05/28/10 99.997 0.03 31315LXV5 06/08/10 05/12/10 99.989 0.11 31315LXX1 06/10/10 03/10/10 99.949 0.51 31315LXY9 06/11/10 06/12/09 99.363 6.37 31315LYB8 06/14/10 05/26/10 99.994 0.06 31315LYD4 06/16/10 06/02/10 99.993 0.07 31315LYE2 06/17/10 03/17/10 99.949 0.51 31315LYF9 06/18/10 05/24/10 99.990 0.10 31315LYJ1 06/21/10 05/24/10 99.988 0.12 31315LYK8 06/22/10 06/22/09 99.402 5.98 Section III-F (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LYL6 06/23/10 03/23/10 99.949 0.51 31315LYM4 06/24/10 06/17/10 99.998 0.02 31315LYN2 06/25/10 03/29/10 99.954 0.46 31315LYR3 06/28/10 04/01/10 99.954 0.46 31315LYS1 06/29/10 07/01/09 99.445 5.55 31315LYT9 06/30/10 07/01/09 99.444 5.56 31315LYU6 07/01/10 03/19/10 99.945 0.55 31315LYV4 07/02/10 07/28/09 99.463 5.37 31315LYZ5 07/06/10 04/20/10 99.955 0.45 31315LZA9 07/07/10 06/29/10 99.998 0.02 31315LZB7 07/08/10 04/07/10 99.949 0.51 31315LZC5 07/09/10 06/29/10 99.998 0.02 31315LZF8 07/12/10 07/16/09 99.459 5.41 31315LZG6 07/13/10 06/11/10 99.990 0.10 31315LZH4 07/14/10 03/30/10 99.941 0.59 31315LZJ0 07/15/10 03/29/10 99.943 0.57 31315LZK7 07/16/10 07/08/10 99.996 0.04 31315LZN1 07/19/10 07/16/10 99.999 0.01 31315LZQ4 07/21/10 04/19/10 99.948 0.52 31315LZR2 07/22/10 06/29/10 99.995 0.05 31315LZS0 07/23/10 10/22/09 99.779 2.21 31315LZV3 07/26/10 05/03/10 99.953 0.47 31315LZY7 07/29/10 05/03/10 99.952 0.48 31315LZZ4 07/30/10 07/06/10 99.987 0.13 31315LA40 08/02/10 10/23/09 99.764 2.36 31315LA57 08/03/10 07/09/10 99.986 0.14 31315LA65 08/04/10 07/28/10 99.997 0.03 31315LA73 08/05/10 05/12/10 99.953 0.47 31315LB31 08/09/10 08/06/10 99.999 0.01 31315LB56 08/11/10 08/06/10 99.998 0.02 31315LB64 08/12/10 05/27/10 99.966 0.34 31315LC22 08/16/10 08/10/10 99.997 0.03 31315LC97 08/23/10 07/08/10 99.973 0.27 31315LD39 08/25/10 10/22/09 99.719 2.81 31315LD47 08/26/10 07/14/10 99.976 0.24 31315LD88 08/30/10 06/29/10 99.976 0.24 31315LE20 09/01/10 07/16/10 99.975 0.25 31315LE46 09/03/10 08/03/10 99.983 0.17 31315LE87 09/07/10 08/31/10 99.997 0.03 31315LE95 09/08/10 08/26/10 99.994 0.06 31315LF37 09/10/10 06/18/10 99.963 0.37 31315LF60 09/13/10 09/10/10 99.999 0.01 31315LF78 09/14/10 08/17/10 99.986 0.14 31315LF86 09/15/10 06/18/10 99.958 0.42 31315LF94 09/16/10 08/19/10 99.986 0.14 31315LG51 09/20/10 09/17/10 99.999 0.01 31315LG77 09/22/10 09/22/09 99.564 4.36 31315LG85 09/23/10 08/23/10 99.985 0.15 Section III-F (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LG93 09/24/10 08/23/10 99.984 0.16 31315LH43 09/27/10 07/14/10 99.956 0.44 31315LH50 09/28/10 09/08/10 99.991 0.09 31315LH68 09/29/10 06/30/10 99.952 0.48 31315LH84 10/01/10 10/16/09 99.611 3.89 31315LJ33 10/04/10 09/01/10 99.984 0.16 31315LJ41 10/05/10 09/03/10 99.988 0.12 31315LJ58 10/06/10 09/29/10 99.998 0.02 31315LJ66 10/07/10 07/08/10 99.942 0.58 31315LJ74 10/08/10 09/07/10 99.985 0.15 31315LK31 10/12/10 07/22/10 99.954 0.46 31315LK49 10/13/10 09/09/10 99.985 0.15 31315LK56 10/14/10 09/29/10 99.994 0.06 31315LK64 10/15/10 04/15/10 99.853 1.47 31315LK98 10/18/10 10/20/09 99.526 4.74 31315LL48 10/21/10 10/29/09 99.524 4.76 31315LL55 10/22/10 09/14/10 99.982 0.18 31315LL89 10/25/10 09/14/10 99.981 0.19 31315LM21 10/27/10 09/22/10 99.983 0.17 31315LM39 10/28/10 07/29/10 99.947 0.53 31315LM47 10/29/10 04/19/10 99.839 1.61 31315LM70 11/01/10 11/12/09 99.617 3.83 31315LM88 11/02/10 10/01/10 99.986 0.14 31315LM96 11/03/10 10/05/10 99.987 0.13 31315LN20 11/04/10 08/10/10 99.947 0.53 31315LN38 11/05/10 07/29/10 99.940 0.60 31315LN61 11/08/10 10/27/10 99.994 0.06 31315LN79 11/09/10 10/27/10 99.994 0.06 31315LP28 11/12/10 08/12/10 99.951 0.49 31315LP51 11/15/10 09/17/10 99.967 0.33 31315LP69 11/16/10 10/27/10 99.991 0.09 31315LP77 11/17/10 11/10/10 99.998 0.02 31315LP85 11/18/10 12/02/09 99.688 3.12 31315LP93 11/19/10 09/22/10 99.968 0.32 31315LQ43 11/22/10 06/02/10 99.856 1.44 31315LQ50 11/23/10 10/20/10 99.983 0.17 31315LQ68 11/24/10 10/21/10 99.983 0.17 31315LR34 11/29/10 11/24/10 99.998 0.02 31315LR42 11/30/10 12/15/09 99.611 3.89 31315LR59 12/01/10 08/02/10 99.923 0.77 31315LR67 12/02/10 07/30/10 99.920 0.80 31315LR75 12/03/10 11/19/10 99.993 0.07 31315LS25 12/06/10 12/03/10 99.999 0.01 31315LS41 12/08/10 12/01/10 99.997 0.03 31315LS58 12/09/10 11/17/10 99.990 0.10 31315LS66 12/10/10 09/15/10 99.952 0.48 31315LS90 12/13/10 11/18/10 99.989 0.11 31315LT24 12/14/10 11/29/10 99.993 0.07 Section III-F (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LT32 12/15/10 05/05/10 99.795 2.05 31315LT40 12/16/10 12/17/09 99.525 4.75 31315LT57 12/17/10 12/03/10 99.994 0.06 31315LT81 12/20/10 11/23/10 99.989 0.11 31315LT99 12/21/10 07/02/10 99.876 1.24 31315LU22 12/22/10 11/22/10 99.987 0.13 31315LU30 12/23/10 09/21/10 99.951 0.49 31315LU71 12/27/10 10/08/10 99.958 0.42 31315LU89 12/28/10 05/21/10 99.810 1.90 31315LU97 12/29/10 12/29/09 99.513 4.87 31315LV21 12/30/10 09/29/10 99.954 0.46 Section III-F (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LRN0 01/08/10 01/07/10 99.9999 0.001 31315LRR1 01/11/10 01/08/10 99.9996 0.004 31315LRS9 01/12/10 01/11/10 99.9999 0.001 31315LSP4 02/02/10 02/01/10 99.9998 0.002 31315LSQ2 02/03/10 02/02/10 99.9998 0.002 31315LTE8 02/17/10 02/16/10 99.9998 0.002 31315LTF5 02/18/10 02/17/10 99.9998 0.002 31315LTP3 02/26/10 02/25/10 99.9998 0.002 31315LTT5 03/02/10 03/01/10 99.9998 0.002 31315LUA4 03/09/10 03/08/10 99.9997 0.003 31315LUJ5 03/17/10 03/16/10 99.9996 0.004 31315LUK2 03/18/10 03/17/10 99.9996 0.004 31315LUR7 03/24/10 03/23/10 99.9996 0.004 31315LVN5 04/14/10 04/13/10 99.9996 0.004 31315LVU9 04/20/10 04/19/10 99.9996 0.004 31315LVX3 04/23/10 04/22/10 99.9996 0.004 31315LWE4 04/30/10 04/29/10 99.9997 0.003 31315LWS3 05/12/10 05/11/10 99.9997 0.003 31315LWY0 05/18/10 05/17/10 99.9995 0.005 31315LWZ7 05/19/10 05/18/10 99.9996 0.004 31315LXA1 05/20/10 05/19/10 99.9995 0.005 31315LXF0 05/25/10 05/24/10 99.9996 0.004 31315LXG8 05/26/10 05/25/10 99.9996 0.004 31315LXJ2 05/28/10 05/27/10 99.9997 0.003 Section III-F (continued) Discount to be Issue Price Reported as 2010 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LXW3 06/09/10 06/08/10 99.9996 0.004 31315LYC6 06/15/10 06/14/10 99.9997 0.003 31315LZP6 07/20/10 07/19/10 99.9995 0.005 31315LZW1 07/27/10 07/26/10 99.9996 0.004 31315LZX9 07/28/10 07/27/10 99.9997 0.003 31315LA81 08/06/10 08/05/10 99.9996 0.004 31315LB49 08/10/10 08/09/10 99.9996 0.004 31315LB72 08/13/10 08/12/10 99.9996 0.004 31315LC30 08/17/10 08/16/10 99.9995 0.005 31315LC48 08/18/10 08/17/10 99.9996 0.004 31315LC55 08/19/10 08/18/10 99.9996 0.004 31315LC63 08/20/10 08/19/10 99.9996 0.004 31315LD21 08/24/10 08/23/10 99.9996 0.004 31315LD54 08/27/10 08/26/10 99.9996 0.004 31315LD96 08/31/10 08/30/10 99.9996 0.004 31315LE38 09/02/10 09/01/10 99.9997 0.003 31315LF29 09/09/10 09/08/10 99.9996 0.004 31315LG28 09/17/10 09/16/10 99.9995 0.005 31315LG69 09/21/10 09/20/10 99.9996 0.004 31315LH76 09/30/10 09/29/10 99.9998 0.002 31315LL22 10/19/10 10/18/10 99.9995 0.005 31315LL30 10/20/10 10/19/10 99.9996 0.004 31315LL97 10/26/10 10/25/10 99.9997 0.003 31315LN87 11/10/10 11/09/10 99.9998 0.002 31315LS33 12/07/10 12/06/10 99.9998 0.002 114 120 113 121