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 2011 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 2012 1st 2012 2nd 2013 2nd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period 2013 1st Period 2012 2013 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Fannie Mae 313586QR3 07/05/84 07/05/14 3.625 0.000 722.70 0.229270 0.256779 0.286802 88.86 99.13 Fannie Mae 313586RC5 10/09/84 10/09/19 3.200 0.000 434.12 0.128562 0.142237 0.156936 48.20 53.15 Pepsico Cap Resources 713440BB0 04/14/82 04/01/12 2.643 0.000 965.48 0.088951 8.09 Sallie Mae 863871AM1 10/03/84 10/03/22 2.734 0.000 334.05 0.095762 0.105564 0.116052 35.93 39.47 Transamerica Finl Corp 893502AP9 08/18/82 09/01/12 1.986 0.000 958.34 0.089331 21.80 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 2012 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ ABN Amro Bank N.V. 00078UER7 03/15/07 03/13/12 100.000 0.000 4.8108 0.165467 11.91 ABN Amro Bank N.V. 00079FBH4 07/16/03 01/16/14 100.000 0.000 4.1274 0.158970 0.162251 0.165600 0.169017 0.172505 58.91 61.37 ABN Amro Bank N.V. 00079FBM3 08/13/03 11/13/13 100.000 0.000 4.3128 0.170363 0.174037 0.177790 0.181624 62.35 56.16 ABN Amro Bank N.V. 00079FBR2 09/10/03 09/10/13 100.000 0.000 5.0200 0.207331 0.212535 0.217869 0.223338 76.75 55.23 ABN Amro Bank N.V. 00079FBX9 10/08/03 10/08/13 100.000 0.000 5.1600 0.215454 0.221012 0.226714 0.232564 79.50 63.85 ABN Amro Bank N.V. 00079FCY6 03/10/04 12/10/13 100.000 0.000 4.7792 0.191449 0.196024 0.200709 0.205505 69.94 68.90 ABN Amro Bank N.V. 00079FDB5 03/24/04 12/24/13 100.000 0.000 4.7792 0.191449 0.196024 0.200709 0.205505 69.81 71.71 ABN Amro Bank N.V. 00079FHN5 01/13/05 01/13/20 100.000 VARIES 4.7500 0.130430 0.130723 0.131062 0.131410 0.131766 47.11 47.36 Acco Brands Corporation 00081TAC2 09/30/09 03/15/15* 98.502 10.625 10.9972 5.16 0.007108 0.007499 1.88* ACL I Corporation 00088JAA1 02/15/11 02/15/16 98.250 VARIES N/A 0.308558 0.308463 0.308076 0.308807 0.309580 111.00 111.24 ACL I Corporation 00088JAB9 02/15/11 02/15/16 98.250 VARIES N/A 0.308558 0.308463 0.308076 0.308807 0.309580 111.00 111.24 APP Finance VI 00202NAA3 11/18/97 11/18/12 20.424 0.000 10.8751 706.96 0.271732 0.286507 88.80 Adams 12 Five Star SCH 006449EB4 12/22/11 12/15/13 97.370 0.000 1.3501 .33 0.036517 0.036756 0.037004 0.037254 13.20 12.77 Adams 12 Five Star SCH 006449EC2 12/22/11 12/15/14 94.659 0.000 1.8500 .44 0.048643 0.049077 0.049531 0.049990 0.050452 17.60 17.93 Adams 12 Five Star SCH 006449ED0 12/22/11 12/15/15 91.478 0.000 2.2501 .51 0.057176 0.057796 0.058447 0.059104 0.059769 20.72 21.18 Advanced Medical Optics 00763MAF5 06/22/04 07/15/24 100.000 VARIES 7.7883 0.320799 0.329909 0.339374 0.349129 0.359264 120.21 127.23 Advanced Medical Optics 00763MAG3 06/22/04 07/15/24 100.000 VARIES 7.7883 0.320799 0.329909 0.339374 0.349129 0.359264 120.21 127.23 Advanced Medical Optics 00763MAK4 06/13/06 08/01/26 100.000 VARIES 7.9982 0.281360 0.292257 0.297109 0.310521 0.314142 107.37 113.48 Advanced Medical Optics 00763MAL2 06/13/06 08/01/26 100.000 VARIES 7.9982 0.281360 0.292257 0.297109 0.310521 0.314142 107.37 113.48 Alameda, CA 010781AQ5 03/14/02 02/01/12 97.458 7.625 8.0020 25.12 0.010071 .30 Alliance One Intl, Inc. 018772AL7 07/02/09 07/15/16 95.177 10.000 11.0023 13.16 0.016299 0.017196 0.018142 0.019140 0.020193 6.33 7.05 Alliance One Intl, Inc. 018772AM5 07/02/09 07/15/16 95.177 10.000 11.0023 13.16 0.016299 0.017196 0.018142 0.019140 0.020193 6.33 7.05 Alliance One Intl, Inc. 018772AN3 07/02/09 07/15/16 95.177 10.000 11.0023 13.16 0.016299 0.017196 0.018142 0.019140 0.020193 6.33 7.05 Alliant Techsystems Inc. 018804AJ3 08/13/04 08/15/24 100.000 VARIES 6.9757 0.261874 0.268101 0.274546 0.281215 0.288117 97.12 101.88 Alliant Techsystems Inc. 018804AK0 08/13/04 08/15/24 100.000 VARIES 6.9757 0.261874 0.268101 0.274546 0.281215 0.288117 97.12 101.88 Alza Corporation 022615AC2 07/14/94 07/14/14 35.471 0.000 5.2499 522.15 0.124835 0.128112 0.131475 0.134926 0.138468 46.64 49.12 American Medical Systems 02744MAA6 06/27/06 07/01/36 100.000 VARIES 9.1005 0.355271 0.366917 0.379093 0.391823 129.99 138.76 American Medical Systems 02744MAB4 09/21/09 09/15/41 103.658 VARIES 14.0090 0.493440 0.520220 0.548877 0.579540 0.612351 188.34 209.84 American Renal Holdings 029227AA3 03/04/11 03/01/16 98.000 10.500 N/A 0.284816 0.284768 0.284719 0.285446 0.286210 102.51 102.81 American Renal Holdings 029228AA1 03/04/11 03/01/16 98.000 10.500 N/A 0.284816 0.284768 0.284719 0.285446 0.286210 102.51 102.81 American Renal Holdings 029228AB9 03/04/11 03/01/16 98.000 10.500 N/A 0.284816 0.284768 0.284719 0.285446 0.286210 102.51 102.81 Amgen Inc. 031162AC4 03/01/02 03/01/32* 71.423 VARIES N/A 0.120828 7.25* Amgen Inc. 031162AD2 03/01/02 03/01/32* 71.423 VARIES N/A 0.120828 7.25* Amgen Inc. 031162AE0 03/01/02 03/01/32* 71.423 VARIES N/A 0.120828 7.25* Amgen Inc. 031162AK6 03/01/05 03/01/32 72.947 VARIES 4.4729 0.120831 0.123533 0.126296 0.129120 0.132008 44.64 46.66 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Amgen Inc. 031162AL4 03/01/05 03/01/32* 72.947 VARIES 4.4729 0.120831 7.25* Anixter, Inc. 035287AC5 03/11/09 03/15/14 92.625 10.000 12.0007 36.01 0.041529 0.044020 0.046662 0.049462 0.052430 15.94 17.91 Anoka CNTY HSG & REDEV 03622CAA3 12/15/10 05/01/17 97.561 8.000 8.5032 3.17 0.008842 0.009218 0.009610 0.010018 0.010444 3.30 3.58 Anoka City, MN 03633CAA0 11/30/11 11/01/16 97.000 6.750 7.4901 .44 0.014317 0.014767 0.015320 0.015894 0.016489 5.30 5.69 Anoka City, MN 03633CAB8 11/30/11 11/01/15 97.000 6.500 7.3954 .58 0.018710 0.019290 0.020004 0.020744 0.021511 6.92 7.42 Apria Healthcare Group 037933AA6 08/20/03 09/01/33 100.000 VARIES 8.6241 0.380157 0.392086 0.404529 0.417509 0.430959 141.93 151.14 Apria Healthcare Group 037933AB4 08/20/03 09/01/33 100.000 VARIES 8.6241 0.380157 0.392086 0.404529 0.417509 0.430959 141.93 151.14 Apria Healthcare Group 037933AD0 05/27/09 11/01/14 97.050 11.250 12.0051 11.82 0.014785 0.015672 0.016613 0.017610 0.018667 5.59 6.28 Apria Healthcare Group 037933AE8 05/27/09 11/01/14 97.050 11.250 12.0051 11.82 0.014785 0.015672 0.016613 0.017610 0.018667 5.59 6.28 Ardagh MP Holdings Inc. 03968XAA9 01/26/12 10/15/20 96.356 9.125 9.7549 0.007624 0.007788 0.008167 0.008566 0.008984 2.62 3.07 Republic of Argentina 040114BD1 03/01/99 03/01/29 75.576 8.875 N/A 0.025178 0.025176 0.025174 0.025172 0.025170 9.06 9.06 Republic of Argentina 040114GA2 06/15/00 06/15/15 91.700 11.750 13.0226 48.48 0.022732 0.024213 0.025789 0.027468 0.029257 8.50 9.64 Republic of Argentina 040114GB0 07/21/00 07/21/30 80.144 10.250 12.8669 15.29 0.006800 0.007238 0.007703 0.008199 0.008726 2.67 3.03 Republic of Argentina 040114GG9 06/19/01 06/19/18 75.375 0.000 N/A 0.667586 0.672157 0.680789 0.682349 0.691805 245.34 248.92 Republic of Argentina 040114GH7 06/19/01 06/19/31 75.250 12.000 N/A 0.594895 0.595450 0.599320 0.596683 0.600649 217.89 218.29 Armstrong Cnty Ind Dev 04233KAB2 07/29/99 08/20/34 6.955 0.000 7.7498 109.34 0.037454 0.038905 0.040413 0.041979 0.043606 14.13 15.25 Ashland Inc. 044209AC8 05/27/09 06/01/17 96.577 9.125 9.7504 8.39 0.010292 0.010794 0.011320 0.011872 0.012451 3.83 4.21 Ashland Inc. 044209AD6 05/27/09 06/01/17 96.577 9.125 9.7504 8.39 0.010292 0.010794 0.011320 0.011872 0.012451 3.83 4.21 Azusa Calif Redev Agy 05502MAB9 06/16/92 12/01/12 16.502 0.000 9.0030 757.55 0.229003 0.239311 77.43 BNP Paribas 05567LA31 09/30/09 03/30/15 100.000 0.000 3.2105 0.095049 0.096574 0.098125 0.099700 0.101300 34.77 35.90 BNP Paribas 05567LB55 10/30/09 04/29/15 100.000 0.000 3.2308 0.095677 0.097223 0.098793 0.100389 0.102011 34.92 36.05 BNP Paribas 05567LD53 03/03/10 03/03/15 100.000 0.000 3.0717 0.089319 0.090691 0.092084 0.093498 0.094934 32.73 33.74 BNP Paribas 05567LE52 02/01/10 07/31/15 100.000 0.000 3.0492 0.086702 0.088991 0.089366 0.092232 0.092111 32.56 33.56 BNP Paribas 05567LH67 04/30/10 10/30/15 100.000 0.000 0.3103 0.008660 0.008673 0.008687 0.008700 0.008714 3.12 3.13 BNP Paribas 05567LYH4 03/31/09 03/31/14 100.000 0.000 2.9595 0.088475 0.089784 0.091113 0.092461 0.093829 32.33 33.29 BNP Paribas 05567LYQ4 04/30/09 04/30/15 100.000 0.000 2.9447 0.088001 0.089297 0.090611 0.091946 0.093299 32.07 33.02 BNP Paribas 05567LZA8 05/27/09 05/27/14 100.000 0.000 3.6129 0.109757 0.111739 0.113758 0.115813 0.117905 40.01 41.46 BNP Paribas 05567LZQ3 08/31/09 08/29/14 100.000 0.000 3.1719 0.091779 0.094259 0.095231 0.097272 0.098275 34.47 35.51 Ball Corporation 058498AM8 08/20/09 09/01/16 97.975 7.125 7.5008 5.68 0.007225 0.007495 0.007777 0.008068 0.008371 2.72 2.92 Ball Corporation 058498AN6 08/20/09 09/01/19 97.414 7.375 7.7505 4.46 0.005678 0.005898 0.006127 0.006364 0.006611 2.14 2.31 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 0.157874 0.161673 0.165562 0.169546 0.173625 57.77 60.59 Bank of America Corp. 06048UAD6 05/30/08 05/30/14 100.000 0.000 4.9682 0.163868 0.167939 0.172111 0.176386 0.180768 59.98 63.00 Bank of America Corp. 06048UAE4 05/30/08 05/30/14 100.000 0.000 4.8414 0.158997 0.162846 0.166788 0.170825 0.174960 58.17 61.02 Bank of America Corp. 06048UAH7 05/30/08 05/30/12 100.000 0.000 4.5482 0.147879 22.03 Bank of America Corp. 06048UAK0 06/27/08 06/27/12 100.000 0.000 4.9877 0.164621 28.97 Bank of America Corp. 06048UAN4 06/27/08 06/28/13 100.000 0.000 5.1535 0.171084 0.175493 0.180015 62.41 31.86 Bank of America Corp. 06048UAP9 06/27/08 06/28/13 100.000 0.000 5.1535 0.171084 0.175493 0.180015 62.41 31.86 Bank of America Corp. 06048UAX2 07/25/08 07/25/13 100.000 0.000 5.2510 0.170404 0.174878 0.179470 0.184182 63.56 37.46 Bank of America Corp. 06048UAY0 07/25/08 07/25/12 100.000 0.000 5.0268 0.162061 0.166134 33.79 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06048UBB9 08/29/08 08/29/13 100.000 0.000 5.2705 0.167413 0.173713 0.177317 0.182989 63.66 43.59 Bank of America Corp. 06048UBC7 08/29/08 08/30/13 100.000 0.000 5.2706 0.168354 0.172791 0.178319 0.182018 63.67 43.65 Bank of America Corp. 06048UBF0 07/29/08 07/29/13 100.000 0.000 5.3290 0.173328 0.177946 0.182688 0.187556 64.65 38.88 Bank of America Corp. 06048UBJ2 08/28/08 08/28/12 100.000 0.000 4.9000 0.157389 0.161245 38.00 Bank of America Corp. 06048UBP8 09/26/08 09/27/13 100.000 0.000 5.6306 0.184787 0.189989 0.195338 0.200837 68.45 52.95 Bank of America Corp. 06048UBQ6 09/26/08 09/27/13 100.000 0.000 5.6306 0.184787 0.189989 0.195338 0.200837 68.45 52.95 Bank of America Corp. 06048UBR4 09/26/08 09/27/13 100.000 0.000 5.5918 0.183306 0.188431 0.193699 0.199115 67.89 52.50 Bank of America Corp. 06048UBV5 10/21/08 10/21/13 100.000 0.000 5.5528 0.181793 0.186840 0.192028 0.197359 67.07 56.65 Bank of America Corp. 06048UBW3 10/30/08 10/30/13 100.000 0.000 5.1828 0.167855 0.172205 0.176668 0.181246 61.75 53.65 Bank of America Corp. 06048UCC6 10/31/08 10/31/13 100.000 0.000 5.3679 0.174794 0.179485 0.184303 0.189250 64.35 56.00 Bank of America Corp. 06048UCD4 10/22/08 10/22/13 100.000 0.000 5.5042 0.179944 0.184896 0.189985 0.195213 66.36 56.23 Bank of America Corp. 06048UCE2 11/28/08 11/29/13 100.000 0.000 4.6361 0.147785 0.151211 0.154716 0.158302 54.04 51.39 Bank of America Corp. 06048UCF9 11/28/08 11/29/13 100.000 0.000 4.4602 0.141443 0.144597 0.147822 0.151118 51.69 49.08 Bank of America Corp. 06048UCL6 12/26/08 12/26/13 100.000 0.000 3.6761 0.113907 0.116001 0.118133 0.120304 41.40 42.33 Bank of America Corp. 06048UCM4 12/26/08 12/26/13 100.000 0.000 3.7743 0.117290 0.119504 0.121759 0.124057 42.65 43.64 Bank of America Corp. 06048UCT9 01/30/09 01/30/15 100.000 0.000 4.1274 0.126979 0.129600 0.132274 0.135004 0.137790 46.98 48.94 Bank of America Corp. 06048UCU6 01/30/09 01/30/15 100.000 0.000 4.0392 0.123997 0.126502 0.129056 0.131663 0.134322 45.85 47.72 Bank of America Corp. 06048WAF7 08/13/09 08/13/19* 100.000 VARIES 6.4099 0.170459 0.170829 37.91* Bank of America Corp. 06048WAG5 09/25/09 09/25/19* 100.000 VARIES 5.6410 0.150380 0.150698 39.76* Bank of America Corp. 06048WAH3 09/28/09 09/27/27 100.000 VARIES 5.4085 0.151389 0.151697 0.152013 0.151587 0.151149 54.61 54.57 Bank of America Corp. 06048WAJ9 10/21/09 10/21/14 100.000 1.000 4.6199 0.137951 0.140495 0.143099 0.145763 0.148489 50.48 52.37 Bank of America Corp. 06048WAL4 11/23/09 11/23/29* 100.000 VARIES 5.3008 0.135912 0.136104 43.80* Bank of America Corp. 06048WAN0 01/13/10 01/13/25 100.000 VARIES 5.4890 0.144161 0.144372 0.144590 0.144813 0.145043 52.01 52.17 Bank of America Corp. 06048WAU4 02/22/10 02/22/17 100.000 VARIES 4.7710 0.133017 0.133831 0.134240 0.134658 0.134697 48.19 48.46 Bank of America Corp. 06048WAZ3 02/26/10 02/26/30 100.000 VARIES 5.3809 0.134227 0.128870 0.129216 0.129572 0.129937 46.73 46.67 Bank of America Corp. 06048WBD1 03/19/10 03/19/20 100.000 VARIES 5.5724 0.155061 0.156030 0.156544 0.157073 0.157318 56.15 56.53 Bank of America Corp. 06048WBG4 04/01/10 04/01/15 100.000 0.500 4.3270 0.127247 0.129699 0.132205 0.134765 0.137380 46.70 48.52 Bank of America Corp. 06048WBK5 04/08/10 04/08/30 100.000 VARIES 5.4991 0.137445 0.132059 0.132403 0.132756 0.133119 48.09 47.79 Bank of America Corp. 06048WBN9 04/13/10 04/13/17 100.000 VARIES 5.0917 0.143658 0.144330 0.144615 0.144908 0.144875 51.91 52.13 Bank of America Corp. 06048WBP4 04/28/10 04/28/15 100.000 0.500 4.1699 0.122344 0.124605 0.126914 0.129270 0.131676 44.74 46.41 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 0.139444 50.20 50.20 Bank of America Corp. 06048WBS8 05/13/10 05/13/30 100.000 VARIES 5.1306 0.125260 0.119210 0.119611 0.120023 0.120446 43.73 43.17 Bank of America Corp. 06048WBT6 05/03/10 05/03/17 100.000 VARIES 4.8505 0.136364 0.136842 0.137050 0.137262 0.137191 49.22 49.38 Bank of America Corp. 06048WBY5 06/07/10 06/07/22 100.000 VARIES 4.6906 0.123544 0.123797 0.124055 0.124320 0.124590 44.53 44.72 Bank of America Corp. 06048WCB4 05/28/10 05/28/30 100.000 VARIES 5.5513 0.136493 0.130258 0.130654 0.131061 0.131479 47.82 47.14 Bank of America Corp. 06048WCC2 05/28/10 05/28/20 100.000 VARIES 5.2405 0.145501 0.146577 0.147034 0.147503 0.147699 52.62 53.04 Bank of America Corp. 06048WCJ7 06/24/10 06/24/30 100.000 VARIES 5.5091 0.138533 0.138764 0.139001 0.139244 0.139494 49.92 50.09 Bank of America Corp. 06048WCL2 07/01/10 07/01/22 100.000 VARIES 5.4618 0.144974 0.145216 0.145465 0.145720 52.23 52.41 Bank of America Corp. 06048WCQ1 06/29/10 06/29/20 100.000 VARIES 5.5309 0.153936 0.154993 0.155430 0.155879 0.156070 55.61 56.04 Bank of America Corp. 06048WCS7 07/12/10 07/12/30 100.000 VARIES 5.8002 0.147715 0.147913 0.148117 0.148326 0.148542 53.28 53.43 Bank of America Corp. 06048WCU2 06/28/10 06/28/30 100.000 VARIES 5.8695 0.153049 0.153202 0.153359 0.153522 0.153689 55.13 55.24 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06048WCY4 08/12/10 08/12/30 100.000 VARIES 5.3993 0.136907 0.137109 0.137316 0.137528 0.137746 49.38 49.53 Bank of America Corp. 06048WDG2 08/17/10 08/17/20 100.000 VARIES 2.4229 0.008195 0.007800 0.007399 0.007489 0.007580 2.77 2.70 Bank of America Corp. 06048WDJ6 08/18/10 08/18/17 100.000 VARIES 2.2826 0.006851 0.006929 0.007008 0.007088 0.007169 2.50 2.56 Bank of America Corp. 06048WDK3 08/25/10 08/25/20 100.000 VARIES 2.3834 0.008473 0.008071 0.007664 0.007755 0.007847 2.88 2.80 Bank of America Corp. 06048WDM9 09/03/10 09/03/20 100.000 VARIES 2.5928 0.013944 0.013225 0.012496 0.012658 0.012822 4.72 4.57 Bank of America Corp. 06048WDQ0 10/01/10 10/01/20 100.000 5.052 5.0519 0.140333 0.140333 0.140333 0.140333 0.140333 50.52 50.52 Bank of America Corp. 06048WDS6 09/08/10 09/08/15 100.000 VARIES 1.8483 0.008336 0.008221 0.008104 0.008179 0.008255 2.95 2.95 Bank of America Corp. 06048WDT4 09/23/10 09/23/30 100.000 VARIES 5.3198 0.136274 0.136453 0.136636 0.136825 0.137018 49.13 49.26 Bank of America Corp. 06048WDU1 09/08/10 09/08/20 100.000 VARIES 2.4733 0.014776 0.014048 0.013311 0.013476 0.013643 5.02 4.86 Bank of America Corp. 06048WDW7 09/28/10 09/28/20 100.000 VARIES 2.6604 0.016028 0.015554 0.015073 0.014586 0.014093 5.60 5.25 Bank of America Corp. 06048WDZ0 09/28/10 09/28/20 100.000 VARIES 2.4632 0.009431 0.009547 0.009665 0.009784 0.009904 3.44 3.52 Bank of America Corp. 06048WEB2 09/28/10 09/28/20 100.000 VARIES 2.6493 0.015341 0.014533 0.013713 0.013895 0.014079 5.23 5.00 Bank of America Corp. 06048WEC0 09/28/10 09/28/15 100.000 VARIES 1.9786 0.012547 0.012671 0.012796 0.012923 0.013051 4.56 4.65 Bank of America Corp. 06048WEE6 10/14/10 10/15/30 100.000 VARIES 5.2016 0.137448 0.133798 0.130053 0.130300 0.130554 48.26 46.90 Bank of America Corp. 06048WEJ5 11/19/10 11/19/30 100.000 VARIES 5.6998 0.151424 0.147823 0.144120 0.144351 0.144589 53.56 51.94 Bank of America Corp. 06048WEL0 11/18/10 11/18/20 100.000 VARIES 2.5529 0.014284 0.013877 0.013466 0.013049 0.012627 5.03 4.74 Bank of America Corp. 06048WEP1 11/19/10 11/19/20 100.000 VARIES 2.4291 0.019512 0.018569 0.017613 0.017827 0.018044 6.77 6.40 Bank of America Corp. 06048WEQ9 11/30/10 11/30/20 100.000 VARIES 1.9846 0.009912 0.009520 0.009124 0.009214 0.009306 3.47 3.31 Bank of America Corp. 06048WER7 12/03/10 12/03/15 100.000 VARIES 1.8507 0.007762 0.007833 0.007906 0.007979 0.008053 2.81 2.86 Bank of America Corp. 06048WES5 12/01/10 12/01/20 100.000 VARIES 2.5893 0.010761 0.010451 0.010136 0.009818 0.009496 3.80 3.57 Bank of America Corp. 06048WET3 12/15/10 12/15/30 100.000 VARIES 5.9911 0.157960 0.153538 0.148985 0.149260 0.149544 55.93 53.69 Bank of America Corp. 06048WEX4 12/10/10 12/10/20 100.000 VARIES 2.5961 0.010676 0.010367 0.010055 0.009738 0.009418 3.77 3.55 Bank of America Corp. 06048WEY2 01/13/11 01/13/31 100.000 VARIES 5.1716 0.139472 0.135177 0.135311 0.135448 0.135589 48.74 48.78 Bank of America Corp. 06048WFA3 01/14/11 01/14/21 100.000 VARIES 5.4019 0.149605 0.149144 0.149184 0.149225 0.149267 53.70 53.73 Bank of America Corp. 06048WFC9 01/31/11 01/31/17 100.000 0.000 4.4000 0.124912 0.127660 0.130469 0.133339 0.136273 46.30 48.36 Bank of America Corp. 06048WFE5 02/18/11 02/18/21 100.000 VARIES 5.5089 0.152649 0.152263 0.152297 0.152331 0.152366 54.84 54.84 Bank of America Corp. 06048WFG0 02/24/11 02/24/31 100.000 VARIES 5.9293 0.161351 0.157899 0.157998 0.158100 0.158205 57.04 56.92 Bank of America Corp. 06048WFJ4 03/04/11 03/04/31 100.000 VARIES 5.6398 0.152465 0.148148 0.148276 0.148408 0.148543 53.62 53.43 Bank of America Corp. 06048WFK1 02/25/11 02/25/21 100.000 VARIES 5.2649 0.145711 0.145160 0.145208 0.145257 0.145308 52.29 52.30 Bank of America Corp. 06048WFL9 02/17/11 02/17/21* 100.000 5.250 5.2499 0.145833 0.145833 24.50* Bank of America Corp. 06048WFM7 03/11/11 03/11/21 100.000 VARIES 5.0284 0.140397 0.141134 0.141888 0.142662 0.142508 50.84 51.29 Bank of America Corp. 06048WFR6 03/30/11 03/30/21* 100.000 VARIES 4.5800 0.123777 11.02* Bank of America Corp. 06048WFS4 04/08/11 04/08/26 100.000 VARIES 5.2991 0.147418 0.147644 0.147876 0.148115 0.148090 53.15 53.30 Bank of America Corp. 06048WFT2 03/31/11 03/31/21 100.000 VARIES 5.2101 0.145061 0.145402 0.145753 0.146113 0.146042 52.35 52.56 Bank of America Corp. 06048WFU9 03/29/11 03/29/21 100.000 VARIES N/A 0.010197 0.009753 0.009304 0.008849 0.008951 3.51 3.24 Bank of America Corp. 06048WFW5 04/12/11 04/12/21 100.000 VARIES 5.3401 0.148589 0.148848 0.149113 0.149386 0.149333 53.58 53.75 Bank of America Corp. 06048WFX3 04/12/11 04/12/21* 100.000 VARIES 4.8603 0.132215 13.35* Bank of America Corp. 06048WFY1 04/12/11 04/12/31 100.000 VARIES 5.7107 0.152849 0.146903 0.147077 0.147257 0.147442 53.50 53.01 Bank of America Corp. 06048WFZ8 04/12/11 04/12/26* 100.000 VARIES 5.4304 0.147777 0.144625 40.96* Bank of America Corp. 06048WGC8 05/27/11 05/27/31 100.000 VARIES 5.1374 0.137811 0.132789 0.132946 0.133107 0.133273 48.54 47.90 Bank of America Corp. 06048WGE4 06/14/11 06/14/21 100.000 VARIES 2.2369 0.061590 0.061037 0.060478 0.059913 0.060041 22.05 21.66 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06048WGF1 06/16/11 06/16/23 100.000 VARIES 4.8973 0.135969 0.135897 0.135824 0.135832 0.135840 48.93 48.90 Bank of America Corp. 06048WGG9 06/27/11 06/27/31 100.000 VARIES 5.5241 0.148481 0.143375 0.143528 0.143686 0.143847 52.51 51.70 Bank of America Corp. 06048WGN4 07/07/11 07/07/21 100.000 VARIES 5.1061 0.141838 0.141913 0.141990 0.141983 0.141976 51.10 51.11 Bank of America Corp. 06048WGP9 06/28/11 06/28/21 100.000 VARIES 2.3482 0.016038 0.015329 0.014612 0.013887 0.014050 5.64 5.13 Bank of America Corp. 06048WGQ7 07/14/11 07/14/31 100.000 VARIES 5.5581 0.154394 0.149421 0.144310 0.144463 0.144620 53.00 52.03 Bank of America Corp. 06048WGR5 07/14/11 07/14/23 100.000 VARIES 5.1475 0.142987 0.142735 0.142476 0.142211 0.142239 51.34 51.20 Bank of America Corp. 06048WGS3 07/14/11 07/14/31* 100.000 VARIES 5.5558 0.154330 0.153215 0.152070 29.89* Bank of America Corp. 06048WGU8 07/14/11 07/14/26 100.000 VARIES 5.3899 0.149722 0.146271 0.142727 0.142898 0.143073 52.11 51.47 Bank of America Corp. 06048WGZ7 08/15/11 08/15/31 100.000 VARIES 5.2773 0.146592 0.141664 0.136607 0.136763 0.136923 50.53 49.25 Bank of America Corp. 06048WHA1 08/15/11 08/15/23 100.000 VARIES 4.7456 0.131824 0.131657 0.131485 0.131309 0.131328 47.38 47.28 Bank of America Corp. 06048WHF0 08/26/11 08/26/31 100.000 VARIES 5.0293 0.139704 0.134485 0.129136 0.129305 0.129479 48.03 46.56 Bank of America Corp. 06048WHN3 09/30/11 09/30/31 100.000 VARIES 5.3141 0.147616 0.141943 0.136119 0.136298 0.136482 51.07 49.07 Bank of America Corp. 06048WHT0 10/13/11 10/13/31* 100.000 VARIES 4.6986 0.130519 0.125102 35.83* Bank of America Corp. 06048WJA9 11/04/11 11/04/31 100.000 VARIES 5.9879 0.166333 0.161333 0.156183 0.156330 0.156481 58.40 56.27 Bank of America Corp. 06048WJB7 11/02/11 11/02/15 100.000 VARIES 5.3627 0.148964 0.149235 0.149512 0.149427 0.149339 53.71 53.80 Bank of America Corp. 06048WJH4 11/21/11 11/21/31* 100.000 VARIES 5.0461 0.140171 0.135297 43.98* Bank of America Corp. 06048WJL5 11/08/11 11/08/13 100.000 VARIES 3.1041 0.011783 0.011966 0.011906 0.011845 4.28 3.64 Bank of America Corp. 06048WKB5 01/13/12 01/13/14 100.000 0.000 4.4917 0.124772 0.127574 0.130440 0.133369 43.89 47.42 Bank of America Corp. 06048WKE9 02/15/12 02/15/32 100.000 VARIES 5.9033 0.163982 0.161443 0.158829 0.156958 51.47 57.04 Bank of America Corp. 06048WKG4 01/31/12 01/31/32 100.000 VARIES 5.8092 0.161369 0.157181 0.152871 0.152997 52.78 55.18 Bank of America Corp. 06048WKR0 02/23/12 02/23/32 100.000 VARIES 5.1903 0.144178 0.142873 0.141535 0.141577 44.24 51.03 Bank of America Corp. 06048WKU3 03/08/12 03/08/32 100.000 VARIES 5.6026 0.155629 0.152207 0.148689 0.148794 45.21 53.78 Bank of America Corp. 06048WKV1 03/12/12 03/12/28 100.000 VARIES 5.6078 0.155775 0.153912 0.151996 0.150806 44.82 54.72 Bank of America Corp. 06048WKW9 03/15/12 03/15/15 100.000 0.000 3.1634 0.087872 0.089262 0.090674 0.092108 25.28 32.69 Bank of America Corp. 06048WLF5 03/30/12 03/30/32 100.000 VARIES 5.3816 0.149490 0.147533 0.145523 0.145585 40.33 52.57 Bank of America Corp. 06048WLG3 03/27/12 03/27/29 100.000 VARIES 5.5079 0.152999 0.151092 0.149133 0.147886 41.74 53.74 Bank of America Corp. 06048WLM0 04/16/12 04/16/15 100.000 0.000 3.0060 0.083502 0.084758 0.086031 0.087325 21.39 30.93 Bank of America Corp. 06048WLN8 04/16/12 04/16/32 100.000 VARIES 5.1652 0.143479 0.140011 0.136453 0.136564 36.33 49.50 Bank of America Corp. 06048WLP3 04/27/12 04/27/16 100.000 VARIES 2.7773 0.022427 0.021542 0.020646 0.020932 5.42 7.55 Bank of America Corp. 06048WLQ1 04/16/12 04/16/30 100.000 VARIES 5.4873 0.152427 0.148797 0.145068 0.145202 38.60 52.63 Bank of America Corp. 06048WLU2 04/30/12 04/30/28 100.000 VARIES 5.6078 0.155775 0.153912 0.151996 0.150806 37.43 54.87 Bank of America Corp. 06048WLX6 05/04/12 05/04/32 100.000 VARIES 5.6985 0.158294 0.153900 0.149381 0.149515 37.27 54.34 Bank of America Corp. 06048WLY4 05/03/12 05/03/16 100.000 VARIES 2.6957 0.020160 0.019387 0.018604 0.018855 4.75 6.81 Bank of America Corp. 06048WME7 05/18/12 05/18/16 100.000 VARIES 2.4625 0.013683 0.013201 0.012714 0.012871 3.03 4.65 Bank of America Corp. 06048WMF4 05/17/12 05/17/17 100.000 VARIES 2.0467 0.016022 0.015399 0.014769 0.014920 3.56 5.41 Bank of America Corp. 06048WMH0 05/29/12 05/28/27 100.000 4.873 4.8729 0.132419 0.134613 0.132419 0.134613 28.81 48.73 Bank of America Corp. 06048WML1 06/08/12 06/08/27 100.000 5.159 5.1589 0.143306 0.143306 0.143306 0.143306 29.09 51.59 Bank of America Corp. 06048WMN7 06/15/12 06/15/16 100.000 VARIES 3.0325 0.022654 0.021684 0.020699 0.021012 4.42 7.62 Bank of America Corp. 06048WMT4 06/28/12 06/28/16 100.000 VARIES 2.6529 0.022025 0.021193 0.020351 0.020621 4.03 7.48 Bank of America Corp. 06048WMV9 07/13/12 07/13/27 100.000 4.516 4.5159 0.125444 0.125444 0.125444 21.07 45.16 Bank of America Corp. 06048WMW7 08/07/12 08/07/32 100.000 VARIES N/A 0.117305 0.117436 0.117569 16.89 42.29 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06048WNA4 08/22/12 08/22/19 100.000 VARIES 2.0565 0.010433 0.010183 0.009931 1.35 3.65 Bank of America Corp. 06048WNB2 08/22/12 08/22/18 100.000 0.000 3.2065 0.089070 0.090498 0.091948 11.49 32.69 Bank of America Corp. 06048WNE6 09/26/12 09/26/27 100.000 4.438 4.4379 0.123278 0.123278 0.123278 11.71 44.38 Bank of America Corp. 06048WNF3 10/12/12 10/12/27 100.000 4.130 4.1299 0.114722 0.114722 0.114722 9.06 41.30 Bank of America Corp. 06048WNH9 11/09/12 11/09/22 100.000 VARIES 1.6065 0.009822 0.009530 0.009236 .51 3.45 Bank of America Corp. 06050MGP6 02/23/07 02/23/12 100.000 0.000 5.2024 0.182085 9.47 Bank of America Corp. 06050MGQ4 01/26/07 01/27/12 100.000 0.000 5.1926 0.181691 4.72 Bank of America Corp. 06050MGV3 02/23/07 02/24/12 100.000 0.000 5.1048 0.177933 9.43 Bank of America Corp. 06050MGZ4 03/29/07 03/29/12 100.000 2.000 5.0300 0.160808 14.15 Bank of America Corp. 06050MHB6 03/30/07 03/30/12 100.000 0.000 4.9829 0.172732 15.37 Bank of America Corp. 06050MHD2 04/27/07 04/30/12 100.000 0.000 4.9782 0.172607 20.54 Bank of America Corp. 06050MHF7 05/25/07 02/27/12 100.000 0.000 5.2687 0.182623 10.23 Bank of America Corp. 06050MHL4 06/29/07 06/29/12 100.000 2.650 5.5699 0.177468 31.59 Bank of America Corp. 06050MHV2 09/28/07 03/28/13 100.000 0.000 5.2121 0.177868 0.182504 0.187260 65.74 16.29 Bank of America Corp. 06050MHY6 11/30/07 11/30/12 100.000 1.250 4.9200 0.158548 0.161594 52.71 Bank of America Corp. 06050MJE8 12/26/07 12/27/12 100.000 0.000 4.8121 0.161695 0.165585 58.26 Bank of America Corp. 06050MJJ7 12/28/07 12/28/12 100.000 0.000 4.8609 0.163627 0.167604 59.13 Bank of America Corp. 06050MJN8 02/29/08 02/28/13 100.000 0.000 4.2547 0.135445 0.136823 0.142049 50.64 8.24 Bank of America Corp. 06050MJP3 02/29/08 03/04/13 100.000 0.000 4.1447 0.131508 0.132774 0.137772 49.11 8.54 Bank of America Corp. 06050MJR9 02/29/08 02/28/13 100.000 0.000 4.3135 0.137595 0.139035 0.144388 51.46 8.37 Bank of America Corp. 06050MJS7 02/28/08 08/28/13 100.000 0.000 4.4798 0.145315 0.148570 0.151898 0.155300 53.71 36.61 Bank of America Corp. 06050MJU2 03/28/08 03/28/14 100.000 0.000 4.2156 0.135509 0.138366 0.141282 0.144260 0.147301 49.83 51.96 Bank of America Corp. 06050MJX6 03/28/08 03/28/14 100.000 0.000 4.1175 0.131914 0.134630 0.137401 0.140230 0.143117 48.49 50.51 Bank of America Corp. 06050MJY4 03/28/08 03/28/14 100.000 0.000 4.1175 0.131914 0.134630 0.137401 0.140230 0.143117 48.49 50.51 Bank of America Corp. 06050MKB2 04/25/08 04/25/14 100.000 0.000 4.4504 0.144215 0.147425 0.150705 0.154059 0.157487 52.92 55.31 Bank of America Corp. 06050MKC0 04/25/08 04/25/14 100.000 0.000 4.4113 0.142755 0.145904 0.149122 0.152411 0.155772 52.38 54.71 Bank of America Corp. 06050MKF3 04/25/08 04/25/13 100.000 0.000 4.1763 0.134069 0.136868 0.139727 49.14 15.93 Bank of America Corp. 06050R122 04/01/11 03/29/16 100.000 0.000 3.4400 0.097181 0.098853 0.100553 0.102282 0.104042 35.60 36.83 Bank of America Corp. 06050R155 04/01/11 04/01/14 100.000 0.000 2.2100 0.062068 0.062754 0.063448 0.064149 0.064858 22.59 23.09 Bank of America Corp. 06050R197 04/01/11 03/29/16 100.000 0.000 3.4499 0.097467 0.099149 0.100859 0.102599 0.104368 35.70 36.95 Bank of America Corp. 06050R205 04/01/11 04/04/17 100.000 3.958 3.9579 0.109944 0.109944 0.109944 0.109944 0.109944 39.58 39.58 Bank of America Corp. 06050R296 05/05/11 04/29/16 100.000 0.000 3.4948 0.098718 0.100443 0.102198 0.103984 0.105801 36.06 37.34 Bank of America Corp. 06050R403 05/05/11 05/05/17 100.000 3.979 3.9789 0.110528 0.110528 0.110528 0.110528 0.110528 39.79 39.79 Bank of America Corp. 06050R429 05/05/11 04/29/14 100.000 0.000 2.0863 0.058539 0.059150 0.059767 0.060390 0.061020 21.26 21.71 Bank of America Corp. 06050R544 06/03/11 05/27/16 100.000 0.000 3.0781 0.086777 0.088113 0.089469 0.090846 0.092244 31.57 32.55 Bank of America Corp. 06050R585 06/03/11 06/01/16 100.000 0.000 3.1878 0.089947 0.091380 0.092837 0.094317 0.095820 32.73 33.78 Bank of America Corp. 06050R619 05/16/11 05/16/14 100.000 0.000 1.8675 0.052360 0.052849 0.053342 0.053841 0.054343 18.98 19.34 Bank of America Corp. 06050R627 06/03/11 06/03/14 100.000 0.000 1.7681 0.049549 0.049987 0.050429 0.050875 0.051324 17.94 18.26 Bank of America Corp. 06050R718 07/06/11 06/24/16 100.000 0.000 3.3893 0.095638 0.097259 0.098907 0.100584 0.102288 34.74 35.93 Bank of America Corp. 06050R783 07/01/11 06/30/17 100.000 3.855 3.8549 0.105907 0.104755 0.106492 0.104755 0.106492 38.55 38.55 Bank of America Corp. 06050R833 07/06/11 06/28/16 100.000 0.000 3.4408 0.097150 0.098822 0.100522 0.102251 0.104010 35.29 36.51 Bank of America Corp. 06051N112 07/01/11 06/30/17 100.000 0.000 3.8314 0.107267 0.108133 0.112031 0.112316 0.116365 39.42 40.95 Bank of America Corp. 06051N153 08/04/11 07/28/17 100.000 0.000 3.7886 0.105241 0.107168 0.109198 0.111267 0.113375 38.84 40.32 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06051N179 08/04/11 08/01/16 100.000 0.000 3.3768 0.093802 0.095359 0.096969 0.098607 0.100272 34.52 35.70 Bank of America Corp. 06051N211 08/04/11 07/25/14 100.000 0.000 2.2505 0.062516 0.063184 0.063895 0.064614 0.065341 22.84 23.36 Bank of America Corp. 06051N286 07/14/11 07/14/15 100.000 3.046 3.0459 0.084611 0.084611 0.084611 0.084611 0.084611 30.46 30.46 Bank of America Corp. 06051N336 09/16/11 08/29/14 100.000 0.000 3.2883 0.089357 0.091679 0.092677 0.094718 0.095750 33.54 34.58 Bank of America Corp. 06051N351 09/16/11 09/16/15 100.000 3.922 3.9219 0.108944 0.108944 0.108944 0.108944 0.108944 39.22 39.22 Bank of America Corp. 06051N427 09/16/11 09/29/17 100.000 0.000 4.4513 0.123847 0.126604 0.129422 0.132302 0.135247 45.59 47.65 Bank of America Corp. 06051N443 09/16/11 09/01/16 100.000 0.000 4.1772 0.116034 0.118256 0.120726 0.123247 0.125821 42.74 44.53 Bank of America Corp. 06051N468 10/06/11 09/30/14 100.000 0.000 4.9274 0.134629 0.137837 0.142009 0.144713 0.149093 50.55 52.99 Bank of America Corp. 06051N518 10/06/11 09/29/17 100.000 0.000 5.1703 0.143621 0.147189 0.150994 0.154898 0.158902 53.02 55.79 Bank of America Corp. 06051N609 11/03/11 10/29/13 100.000 0.000 3.8828 0.107856 0.109903 0.112037 0.114212 39.46 33.78 Bank of America Corp. 06051N658 11/03/11 10/27/17 100.000 0.000 4.7610 0.132252 0.135295 0.138516 0.141813 0.145189 48.56 50.89 Bank of America Corp. 06051N732 11/03/11 10/31/14 100.000 0.000 4.0380 0.112167 0.114394 0.116703 0.119060 0.121463 41.06 42.73 Bank of America Corp. 06051N740 11/03/11 10/29/13 100.000 0.000 3.8828 0.107856 0.109903 0.112037 0.114212 39.46 33.78 Bank of America Corp. 06051N815 11/30/11 11/29/13 100.000 0.000 4.4100 0.122501 0.125187 0.127947 0.130768 44.76 42.47 Bank of America Corp. 06051N880 11/30/11 12/02/15 100.000 0.000 5.5599 0.154492 0.158787 0.163201 0.167738 0.172401 56.64 59.84 Bank of America Corp. 06051P117 11/30/11 11/29/13 100.000 0.000 4.9589 0.137748 0.141144 0.144644 0.148230 50.42 48.09 Bank of America Corp. 06051P273 01/11/12 12/23/16 100.000 0.000 5.0677 0.140772 0.143982 0.147631 0.151371 0.155207 49.90 53.88 Bank of America Corp. 06051P299 01/11/12 12/30/13 100.000 0.000 4.9590 0.137751 0.140958 0.144453 0.148035 48.80 52.50 Bank of America Corp. 06051P307 01/06/12 12/30/13 100.000 0.000 5.3595 0.148876 0.152733 0.156826 0.161028 53.55 57.06 Bank of America Corp. 06051P422 02/10/12 02/04/14 100.000 0.000 2.6217 0.072825 0.073748 0.074715 0.075694 23.51 27.01 Bank of America Corp. 06051P448 02/02/12 01/27/17 100.000 0.000 4.0038 0.111218 0.113383 0.115653 0.117968 36.92 41.93 Bank of America Corp. 06051P513 03/01/12 02/24/17 100.000 0.000 3.8487 0.106911 0.108888 0.110983 0.113119 32.32 40.11 Bank of America Corp. 06051P521 03/01/12 02/23/17 100.000 0.000 3.8617 0.107271 0.109251 0.111360 0.113510 32.43 40.26 Bank of America Corp. 06051P596 03/01/12 03/04/14 100.000 0.000 2.7663 0.076844 0.076862 0.077925 0.079003 0.080096 23.18 28.50 Bank of America Corp. 06051P703 04/05/12 03/27/15 100.000 0.000 2.9889 0.083026 0.084211 0.085470 0.086747 22.20 30.78 Bank of America Corp. 06051P760 04/05/12 04/02/18 100.000 0.000 3.7915 0.105321 0.107284 0.109318 0.111391 28.19 39.35 Bank of America Corp. 06051P885 05/03/12 04/24/15 100.000 0.000 3.1298 0.086940 0.088232 0.089613 0.091015 20.78 32.20 Bank of America Corp. 06051R139 06/01/12 06/02/15 100.000 0.000 3.5585 0.098848 0.098859 0.100618 0.102408 0.104230 20.81 36.65 Bank of America Corp. 06051R154 06/01/12 05/29/15 100.000 0.000 3.5535 0.098710 0.100444 0.102229 0.104045 20.78 36.60 Bank of America Corp. 06051R345 07/06/12 06/29/18 100.000 0.000 3.5614 0.098930 0.100623 0.102415 0.104239 17.32 36.55 Bank of America Corp. 06051R477 07/06/12 06/30/14 100.000 0.000 2.8018 0.077829 0.078889 0.079995 0.081115 13.70 28.60 Bank of America Corp. 06051R527 08/02/12 07/27/18 100.000 0.000 3.0742 0.085395 0.086671 0.088004 12.72 31.37 Bank of America Corp. 06051R634 08/02/12 07/29/14 100.000 0.000 2.3285 0.064682 0.065423 0.066185 9.64 23.65 Bank of America Corp. 06051R758 05/03/12 05/01/15 100.000 0.000 3.1842 0.088451 0.089844 0.091274 0.092728 21.13 32.77 Bank of America Corp. 06051R774 05/03/12 04/27/18 100.000 0.000 3.9751 0.110422 0.112544 0.114781 0.117062 26.42 41.21 Bank of America Corp. 06051R881 06/01/12 05/25/18 100.000 0.000 4.1954 0.116540 0.118903 0.121397 0.123944 24.56 43.44 Bank of America Corp. 06052E111 09/03/09 08/29/14 100.000 0.000 5.0623 0.151929 0.157486 0.160590 0.165559 0.168822 57.70 60.55 Bank of America Corp. 06052E277 10/06/09 09/27/13 100.000 0.000 4.5996 0.139777 0.142992 0.146281 0.149645 51.51 39.52 Bank of America Corp. 06052E285 10/01/09 10/01/13 100.000 0.000 4.5899 0.139611 0.142815 0.146092 0.149445 51.42 40.05 Bank of America Corp. 06052E467 11/05/09 11/04/14 100.000 0.000 4.6099 0.140258 0.143491 0.146799 0.150182 0.153644 51.45 53.85 Bank of America Corp. 06052E475 11/04/09 10/31/14 100.000 0.000 4.6625 0.141949 0.145258 0.148645 0.152110 0.155656 52.11 54.56 Bank of America Corp. 06052E517 12/02/09 12/02/14 100.000 0.000 4.1500 0.125149 0.127746 0.130397 0.133103 0.135865 45.67 47.59 Bank of America Corp. 06052E525 02/04/10 01/30/15 100.000 0.000 4.0898 0.120667 0.123134 0.125652 0.128222 0.130844 44.64 46.48 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06052E566 12/02/09 12/02/14 100.000 0.000 4.1500 0.125149 0.127746 0.130397 0.133103 0.135865 45.67 47.59 Bank of America Corp. 06052E574 12/02/09 12/02/14 100.000 0.000 4.1500 0.125149 0.127746 0.130397 0.133103 0.135865 45.67 47.59 Bank of America Corp. 06052E707 12/30/09 01/14/15 100.000 0.000 4.5896 0.136714 0.139851 0.143061 0.146344 0.149702 50.84 53.20 Bank of America Corp. 06052E848 02/04/10 02/03/15 100.000 0.000 4.0998 0.121021 0.123502 0.126033 0.128617 0.131254 44.76 46.61 Bank of America Corp. 06052E889 02/04/10 01/31/12 100.000 0.000 1.8526 0.051744 1.55 Bank of America Corp. 06052H130 02/04/10 02/16/12 100.000 0.000 1.8998 0.054327 2.44 Bank of America Corp. 06052H148 03/04/10 02/27/15 100.000 0.000 3.8898 0.114395 0.116620 0.118888 0.121200 0.123558 42.14 43.79 Bank of America Corp. 06052H262 03/04/10 02/29/12 100.000 0.000 1.7672 0.049841 2.94 Bank of America Corp. 06052H353 04/06/10 03/27/15 100.000 0.000 4.2597 0.125919 0.128601 0.131340 0.134137 0.136994 46.32 48.32 Bank of America Corp. 06052H411 04/06/10 03/31/15 100.000 0.000 4.3022 0.127298 0.130036 0.132834 0.135691 0.138610 46.82 48.86 Bank of America Corp. 06052H486 04/05/10 03/30/12 100.000 0.000 1.9301 0.055169 4.91 Bank of America Corp. 06052H551 05/06/10 04/28/15 100.000 0.000 4.0498 0.119364 0.121781 0.124247 0.126763 0.129330 43.71 45.50 Bank of America Corp. 06052H585 05/07/10 05/01/12 100.000 0.000 1.8799 0.053690 6.44 Bank of America Corp. 06052H635 05/06/10 04/24/15 100.000 0.000 4.0496 0.119306 0.121722 0.124186 0.126701 0.129266 43.71 45.50 Bank of America Corp. 06052H676 05/06/10 04/24/15 100.000 0.000 4.1197 0.121493 0.123995 0.126550 0.129156 0.131817 44.53 46.38 Bank of America Corp. 06052H759 06/04/10 06/02/15 100.000 0.000 4.2100 0.124458 0.127078 0.129753 0.132484 0.135273 45.43 47.36 Bank of America Corp. 06052H783 06/04/10 05/30/12 100.000 0.000 1.7400 0.049599 7.39 Bank of America Corp. 06052H809 05/12/10 05/30/12 100.000 0.000 1.7700 0.050529 7.53 Bank of America Corp. 06052H825 06/04/10 05/29/15 100.000 0.000 4.1399 0.122219 0.124749 0.127331 0.129967 0.132657 44.62 46.48 Bank of America Corp. 06052H874 05/11/10 05/10/13 100.000 0.000 2.6499 0.076569 0.077583 0.078611 27.85 10.14 Bank of America Corp. 06052K174 07/02/10 06/26/15 100.000 0.000 4.2398 0.125337 0.127994 0.130708 0.133479 0.136308 45.63 47.58 Bank of America Corp. 06052K182 07/02/10 06/29/12 100.000 0.000 1.7498 0.049888 8.88 Bank of America Corp. 06052K216 06/30/10 07/02/13 100.000 0.000 2.6998 0.077045 0.078085 0.079139 0.080207 28.30 14.52 Bank of America Corp. 06052K240 07/02/10 06/30/15 100.000 0.000 4.2198 0.123397 0.124631 0.129370 0.129946 0.134887 45.40 47.33 Bank of America Corp. 06052K257 07/02/10 06/30/15 100.000 0.000 4.2375 0.125336 0.127992 0.130704 0.133473 0.136301 45.60 47.56 Bank of America Corp. 06052K307 06/10/10 06/27/14 100.000 0.000 3.6995 0.108765 0.110777 0.112826 0.114913 0.117039 39.53 41.01 Bank of America Corp. 06052K406 08/05/10 07/27/12 100.000 0.000 1.6601 0.046866 0.047255 9.72 Bank of America Corp. 06052K448 08/09/10 07/31/15 100.000 0.000 3.8416 0.108342 0.111636 0.112544 0.116607 0.116909 40.90 42.49 Bank of America Corp. 06052K463 08/05/10 08/03/15 100.000 0.000 3.8498 0.111075 0.113213 0.115392 0.117613 0.119877 41.01 42.60 Bank of America Corp. 06052K513 09/02/10 09/01/15 100.000 0.000 3.5799 0.103025 0.104869 0.106747 0.108657 0.110602 37.87 39.24 Bank of America Corp. 06052K539 09/02/10 08/31/12 100.000 0.000 1.6721 0.046705 0.046584 11.33 Bank of America Corp. 06052K612 08/17/10 08/19/15 100.000 0.000 3.6100 0.103952 0.105828 0.107738 0.109683 0.111663 38.26 39.65 Bank of America Corp. 06052K679 10/01/10 10/01/15 100.000 0.000 3.5499 0.102143 0.103956 0.105801 0.107679 0.109590 37.43 38.77 Bank of America Corp. 06052K703 10/01/10 09/30/16 100.000 4.040 4.0399 0.110383 0.110383 0.110989 0.110383 0.110989 40.46 40.40 Bank of America Corp. 06052K745 10/01/10 10/01/12 100.000 0.000 1.4599 0.041148 0.041448 11.16 Bank of America Corp. 06052K760 10/04/10 09/30/20 100.000 VARIES 4.7910 0.129320 0.129391 0.130176 0.129539 0.130328 47.42 47.41 Bank of America Corp. 06052K836 10/14/10 10/30/15 100.000 0.000 3.1997 0.091880 0.093350 0.094844 0.096361 0.097903 33.52 34.60 Bank of America Corp. 06052R120 11/04/10 11/04/16 100.000 3.694 3.6939 0.102611 0.102611 0.102611 0.102611 0.102611 36.94 36.94 Bank of America Corp. 06052R179 10/13/10 10/30/15 100.000 0.000 3.3096 0.095153 0.096727 0.098328 0.099955 0.101609 34.73 35.89 Bank of America Corp. 06052R187 11/04/10 10/29/12 100.000 0.000 1.2001 0.033733 0.033935 10.09 Bank of America Corp. 06052R229 12/01/10 11/27/15 100.000 0.000 3.5799 0.102995 0.104839 0.106715 0.108626 0.110570 37.54 38.89 Bank of America Corp. 06052R278 12/01/10 12/01/16 100.000 4.030 4.0299 0.111944 0.111944 0.111944 0.111944 0.111944 40.30 40.30 Bank of America Corp. 06052R294 12/01/10 12/01/15 100.000 0.000 3.5800 0.103037 0.104881 0.106759 0.108670 0.110615 37.54 38.89 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06052R427 12/30/10 12/28/15 100.000 0.000 4.0699 0.117676 0.120071 0.122514 0.125008 0.127551 42.81 44.57 Bank of America Corp. 06052R476 12/16/10 12/16/22 100.000 5.612 5.6119 0.155889 0.155889 0.155889 0.155889 0.155889 56.12 56.12 Bank of America Corp. 06052R500 01/18/11 01/29/16 100.000 0.000 3.9297 0.111437 0.113627 0.115860 0.118136 0.120457 41.18 42.82 Bank of America Corp. 06052R518 02/04/11 02/04/14 100.000 0.000 2.5900 0.072877 0.073820 0.074776 0.075745 0.076726 26.68 27.38 Bank of America Corp. 06052R575 02/04/11 02/02/16 100.000 0.000 3.9799 0.112728 0.114972 0.117259 0.119593 0.121973 41.66 43.34 Bank of America Corp. 06052R625 01/18/11 01/18/23 100.000 5.240 5.2399 0.145556 0.145556 0.145556 0.145556 0.145556 52.40 52.40 Bank of America Corp. 06052R633 02/04/11 02/02/16 100.000 0.000 3.7599 0.106385 0.108385 0.110423 0.112499 0.114614 39.26 40.75 Bank of America Corp. 06052R658 01/31/11 01/31/23 100.000 5.390 5.3899 0.149722 0.149722 0.149722 0.149722 0.149722 53.90 53.90 Bank of America Corp. 06052R666 02/03/11 02/02/18 100.000 0.000 4.4999 0.127795 0.130670 0.133610 0.136616 0.139690 47.39 49.55 Bank of America Corp. 06052R757 03/04/11 02/26/16 100.000 0.000 3.7898 0.107181 0.109212 0.111281 0.113390 0.115539 39.46 40.97 Bank of America Corp. 06052R773 03/04/11 03/04/14 100.000 0.000 2.4898 0.070024 0.070896 0.071779 0.072672 0.073577 25.57 26.21 Bank of America Corp. 06052R781 02/17/11 02/17/23 100.000 5.630 5.6299 0.156389 0.156389 0.156389 0.156389 0.156389 56.30 56.30 Bank of America Corp. 06052R807 02/17/11 02/17/16 100.000 4.091 4.0909 0.113639 0.113639 0.113639 0.113639 0.113639 40.91 40.91 Bank of America Corp. 06052R872 03/04/11 03/04/16 100.000 3.673 3.6729 0.102028 0.102028 0.102028 0.102028 0.102028 36.73 36.73 Bank of America Corp. 06053D195 09/07/12 08/31/18 100.000 0.000 2.8935 0.079932 0.079722 0.082216 9.27 29.42 Bank of America Corp. 06053D203 09/07/12 08/27/15 100.000 0.000 1.9145 0.053181 0.053662 0.054176 6.06 19.36 Bank of America Corp. 06053D351 10/04/12 09/26/14 100.000 0.000 1.3064 0.036290 0.036517 0.036755 3.16 13.15 Bank of America Corp. 06053D559 11/02/12 10/26/18 100.000 0.000 2.2130 0.061472 0.062130 0.062817 3.63 22.34 Bank of America Corp. 06053D583 11/02/12 11/03/14 100.000 0.000 1.0919 0.030332 0.030334 0.030499 0.030666 1.79 10.97 Bank of America Corp. 060900164 03/05/09 09/05/12 100.000 0.000 4.2742 0.131971 0.134791 32.71 Bank of America Corp. 060900198 02/27/09 03/04/14 100.000 0.000 4.4307 0.137444 0.140489 0.143601 0.146783 0.150034 50.75 53.02 Bank of America Corp. 060900206 02/27/09 02/28/14 100.000 0.000 4.6656 0.143860 0.145615 0.151482 0.152489 0.158632 53.91 56.36 Bank of America Corp. 060900248 03/05/09 03/06/12 100.000 0.000 4.1175 0.126659 8.23 Bank of America Corp. 060900297 03/27/09 03/28/14 100.000 0.000 4.2742 0.131987 0.134807 0.137688 0.140631 0.143637 48.55 50.65 Bank of America Corp. 060900321 03/27/09 03/28/14 100.000 0.000 4.2350 0.130651 0.133418 0.136243 0.139128 0.142074 48.05 50.11 Bank of America Corp. 060900412 04/24/09 04/25/14 100.000 0.000 5.3679 0.170248 0.174818 0.179510 0.184328 0.189275 62.72 66.14 Bank of America Corp. 060900479 05/29/09 05/31/13 100.000 0.000 5.3386 0.166449 0.170892 0.176417 62.05 26.46 Bank of America Corp. 060900586 06/26/09 06/28/13 100.000 0.000 5.6500 0.180461 0.185559 0.190801 65.91 33.77 Bank of America Corp. 060900594 06/26/09 06/28/13 100.000 0.000 5.6890 0.181879 0.187052 0.192373 66.44 34.05 Bank of America Corp. 060900750 07/31/09 07/26/13 100.000 0.000 5.6592 0.171815 0.178618 0.181676 0.189913 65.69 38.92 Bank of America Corp. 060900776 07/31/09 07/30/13 100.000 0.000 5.6098 0.170254 0.176953 0.179939 0.188052 65.03 39.26 Bank of America Corp. 060900784 07/06/09 06/29/12 100.000 0.000 4.5283 0.140565 25.02 Bank of America Corp. 060900826 09/03/09 09/04/13 100.000 0.000 4.7200 0.142371 0.144147 0.149995 0.151031 53.34 37.09 Barclays Bank PLC 067387AS9 10/30/09 10/30/14 100.000 VARIES 3.2808 0.092770 0.093004 0.093029 0.092843 0.092458 33.46 33.42 Barclays Bank PLC 067387AY6 11/30/10 02/28/13 100.000 0.000 1.3672 0.037947 0.037791 0.038680 13.95 2.24 Barclays Bank PLC 067387BC3 01/31/11 05/01/13 100.000 0.000 1.7399 0.048968 0.049394 0.049824 17.76 5.98 Barclays Bank PLC 067387BF6 02/25/11 01/02/13 100.000 0.000 1.5702 0.043859 0.044204 0.044551 15.98 .04 Barclays Bank PLC 067387BJ8 03/31/11 07/01/13 100.000 0.000 1.6999 0.047827 0.048233 0.048643 17.29 8.76 Barclays Bank PLC 06738CA33 02/28/07 08/28/12 100.000 0.000 4.9697 0.172176 0.176454 41.58 Barclays Bank PLC 06738CA66 02/28/07 09/04/12 100.000 0.000 5.1701 0.178815 0.181444 44.65 Barclays Bank PLC 06738CB24 03/28/07 09/28/12 100.000 0.000 4.9599 0.171762 0.176021 46.63 Barclays Bank PLC 06738CM30 04/27/07 10/29/12 100.000 0.000 5.0799 0.176897 0.181390 53.52 Barclays Bank PLC 06738CVD8 01/31/07 01/31/12 100.000 0.000 5.2399 0.183703 5.33 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06738CVE6 01/31/07 07/31/12 100.000 0.000 5.2399 0.183701 0.188514 39.26 Barclays Bank PLC 06738CXS3 02/28/07 08/28/12 100.000 0.000 4.9697 0.172176 0.176454 41.58 Barclays Bank PLC 06738CZX0 03/09/07 03/09/17 100.000 0.000 5.5899 0.199002 0.204564 0.210281 0.216159 0.222200 73.91 78.09 Barclays Bank PLC 06738G4Z0 01/31/08 07/30/12 100.000 0.000 3.6623 0.112988 0.116321 24.45 Barclays Bank PLC 06738GEN6 06/29/07 09/28/12 100.000 0.000 5.9100 0.210266 0.216479 57.26 Barclays Bank PLC 06738GES5 06/29/07 06/29/12 100.000 0.000 5.8900 0.212454 37.82 Barclays Bank PLC 06738GH29 11/30/07 05/30/12 100.000 0.000 4.3699 0.144301 21.50 Barclays Bank PLC 06738GW22 11/30/07 11/30/12 100.000 0.000 4.3699 0.144300 0.147453 48.04 Barclays Bank PLC 06738GX70 12/31/07 06/26/12 100.000 0.000 4.4399 0.146943 25.71 Barclays Bank PLC 06738JFK5 09/30/10 09/30/25* 100.000 VARIES 4.4611 0.123245 0.122896 22.28* Barclays Bank PLC 06738JFL3 11/12/10 11/12/22 100.000 VARIES 1.0910 0.027752 0.027865 0.027977 0.028091 0.028204 10.02 10.10 Barclays Bank PLC 06738JHK3 09/30/10 09/30/20 100.000 VARIES 4.0513 0.112311 0.112194 0.112076 0.113247 0.114442 40.39 40.77 Barclays Bank PLC 06738JHL1 10/15/10 10/15/22 100.000 VARIES 4.2146 0.117033 0.117011 0.116989 0.118076 0.119186 42.12 42.48 Barclays Bank PLC 06738JJR6 10/07/10 10/07/20 100.000 VARIES 4.0416 0.112316 0.112340 0.112365 0.113613 0.114886 40.44 40.89 Barclays Bank PLC 06738JJX3 10/07/10 10/07/25* 100.000 VARIES 4.4615 0.123258 0.122909 23.14* Barclays Bank PLC 06738JLF9 11/04/10 11/04/25 100.000 VARIES 4.5900 0.128855 0.129367 0.129891 0.130426 0.130786 46.54 46.91 Barclays Bank PLC 06738JLS1 10/21/10 10/21/20 100.000 VARIES 4.0316 0.112027 0.112045 0.112064 0.113298 0.114558 40.34 40.74 Barclays Bank PLC 06738JLX0 10/07/10 10/07/22 100.000 VARIES 4.2148 0.117037 0.117016 0.116994 0.118088 0.119206 42.13 42.50 Barclays Bank PLC 06738JNK6 10/15/10 10/15/25* 100.000 VARIES 4.7544 0.131741 0.131571 25.54* Barclays Bank PLC 06738K2E0 04/04/12 04/03/14 100.000 0.000 1.6800 0.046669 0.047059 0.047455 0.047853 12.50 17.08 Barclays Bank PLC 06738K2H3 04/04/12 04/04/14 100.000 0.000 1.6802 0.046672 0.047065 0.047460 0.047859 12.50 17.08 Barclays Bank PLC 06738K2S9 04/11/12 04/10/14 100.000 0.000 1.7298 0.048052 0.048466 0.048885 0.049308 12.53 17.59 Barclays Bank PLC 06738KA76 12/07/11 12/09/13 100.000 0.000 2.9799 0.082790 0.084024 0.085276 0.086546 30.08 29.05 Barclays Bank PLC 06738KAM3 02/25/11 02/25/31 100.000 VARIES 5.5650 0.149612 0.144500 0.140019 0.135413 0.130679 51.73 48.40 Barclays Bank PLC 06738KAP6 02/02/11 02/02/16 100.000 1.000 3.3894 0.095277 0.096421 0.097585 0.098768 0.099971 34.85 35.70 Barclays Bank PLC 06738KAS0 02/09/11 05/09/12 100.000 0.000 1.2299 0.034481 4.41 Barclays Bank PLC 06738KB83 12/12/11 01/10/13 100.000 0.000 1.1004 0.030568 0.030594 0.030762 11.04 .28 Barclays Bank PLC 06738KBW0 02/09/11 02/09/21 100.000 VARIES 4.8413 0.134879 0.135286 0.135800 0.136328 0.136615 48.76 49.10 Barclays Bank PLC 06738KBZ3 02/16/11 02/17/15 100.000 0.000 3.3099 0.093473 0.095020 0.096592 0.098191 0.099816 34.35 35.49 Barclays Bank PLC 06738KC82 12/14/11 12/16/13 100.000 0.000 2.9298 0.081398 0.082591 0.083801 0.085028 29.55 29.13 Barclays Bank PLC 06738KCF6 02/24/11 05/23/12 100.000 0.000 0.7203 0.020117 2.86 Barclays Bank PLC 06738KCK5 02/24/11 02/22/13 100.000 0.000 1.5698 0.043946 0.044291 0.044639 15.97 2.28 Barclays Bank PLC 06738KCL3 02/24/11 02/22/13 100.000 0.000 1.5698 0.043946 0.044291 0.044639 15.97 2.28 Barclays Bank PLC 06738KCN9 03/16/11 03/16/21 100.000 VARIES 4.8210 0.134299 0.134691 0.135092 0.135503 0.135817 48.50 48.78 Barclays Bank PLC 06738KCQ2 03/10/11 03/10/26* 100.000 VARIES 5.3754 0.145120 0.140808 35.36* Barclays Bank PLC 06738KDG3 03/09/11 06/07/12 100.000 0.000 1.2497 0.035039 5.47 Barclays Bank PLC 06738KDX6 03/31/11 03/31/26* 100.000 VARIES 5.3512 0.147792 0.146916 0.147633 40.34* Barclays Bank PLC 06738KEA5 03/09/11 03/09/21 100.000 VARIES 5.1730 0.145867 0.148094 0.150379 0.152014 0.153691 53.42 54.80 Barclays Bank PLC 06738KEC1 03/16/11 06/14/12 100.000 0.000 1.2696 0.035602 5.80 Barclays Bank PLC 06738KEG2 03/15/11 03/14/13 100.000 0.000 1.6600 0.046494 0.046880 0.047269 16.89 3.45 Barclays Bank PLC 06738KEH0 03/15/11 03/14/13 100.000 0.000 1.6600 0.046494 0.046880 0.047269 16.89 3.45 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06738KEM9 04/08/11 04/08/21 100.000 VARIES 5.0806 0.141646 0.142175 0.142717 0.143273 0.143515 51.18 51.54 Barclays Bank PLC 06738KEY3 04/08/11 04/08/26 100.000 VARIES 5.3548 0.149011 0.149282 0.150530 0.151811 0.153127 53.82 54.64 Barclays Bank PLC 06738KFN6 03/30/11 11/19/14 100.000 0.000 2.6999 0.076291 0.077321 0.078365 0.079423 0.080495 27.74 28.49 Barclays Bank PLC 06738KFQ9 04/28/11 04/28/31 100.000 VARIES 5.2023 0.140321 0.136023 0.134418 0.132770 0.131080 49.37 47.88 Barclays Bank PLC 06738KG88 01/20/12 01/23/14 100.000 0.000 1.6697 0.046383 0.046389 0.046777 0.047167 0.047561 15.88 17.03 Barclays Bank PLC 06738KGB1 04/28/11 04/28/26* 100.000 VARIES 5.0662 0.137257 0.133697 28.36* Barclays Bank PLC 06738KGC9 04/07/11 04/12/16 100.000 0.000 3.5299 0.099834 0.101596 0.103389 0.105214 0.107071 36.54 37.84 Barclays Bank PLC 06738KGD7 04/07/11 04/12/17 100.000 0.000 3.8999 0.110504 0.112659 0.114856 0.117095 0.119378 40.51 42.11 Barclays Bank PLC 06738KHG9 04/29/11 05/01/14 100.000 0.500 1.3951 0.038930 0.039105 0.039281 0.039458 0.039637 14.07 14.19 Barclays Bank PLC 06738KHK0 05/12/11 05/12/21 100.000 VARIES 4.6808 0.130467 0.130920 0.131384 0.131858 0.132006 47.09 47.41 Barclays Bank PLC 06738KHN4 04/21/11 04/23/13 100.000 0.000 1.4397 0.040285 0.040575 0.040867 14.59 4.58 Barclays Bank PLC 06738KJF9 05/31/11 05/29/26* 100.000 VARIES 4.6293 0.127715 0.126814 31.71* Barclays Bank PLC 06738KJH5 05/06/11 05/09/14 100.000 VARIES 2.0355 0.056984 0.057423 0.057866 0.058313 0.057432 20.64 20.89 Barclays Bank PLC 06738KK75 01/25/12 01/25/19 100.000 0.000 4.4000 0.122224 0.124913 0.127661 0.130469 41.49 46.33 Barclays Bank PLC 06738KKG5 05/18/11 06/18/12 100.000 0.000 0.7496 0.020915 3.49 Barclays Bank PLC 06738KLP4 06/28/11 06/28/23 100.000 VARIES 4.8716 0.135914 0.136518 0.137137 0.137771 0.138370 49.04 49.49 Barclays Bank PLC 06738KMB4 06/21/11 06/19/15 100.000 0.000 2.6199 0.073718 0.074684 0.075662 0.076653 0.077657 26.74 27.44 Barclays Bank PLC 06738KMD0 06/30/11 06/30/14 100.000 0.000 2.0801 0.058383 0.058990 0.059604 0.060224 0.060850 21.13 21.57 Barclays Bank PLC 06738KME8 06/29/11 12/27/12 100.000 0.000 1.0702 0.029887 0.030047 10.67 Barclays Bank PLC 06738KMR9 07/07/11 01/14/13 100.000 0.000 1.0701 0.029733 0.029892 0.030052 10.79 .39 Barclays Bank PLC 06738KMV0 07/28/11 07/28/21 100.000 VARIES 4.8122 0.133675 0.134217 0.134773 0.135750 0.136751 48.39 49.00 Barclays Bank PLC 06738KNF4 07/29/11 07/31/17 100.000 0.000 3.5900 0.099743 0.101533 0.103356 0.105211 0.107100 36.78 38.11 Barclays Bank PLC 06738KNJ6 07/29/11 07/29/16 100.000 0.000 3.2800 0.091112 0.092606 0.094125 0.095669 0.097238 33.53 34.64 Barclays Bank PLC 06738KPB1 07/22/11 07/22/26 100.000 VARIES 5.0342 0.139841 0.143361 0.138493 0.133504 0.128388 50.76 47.35 Barclays Bank PLC 06738KPD7 07/22/11 01/22/13 100.000 0.000 1.0201 0.028337 0.028481 0.028627 10.27 .60 Barclays Bank PLC 06738KQF1 08/31/11 08/31/17 100.000 0.000 3.9281 0.107916 0.108839 0.112816 0.113156 0.117291 40.27 41.79 Barclays Bank PLC 06738KQS3 08/31/11 08/31/31 100.000 VARIES 6.1335 0.168504 0.162409 0.160633 0.154390 0.153152 59.58 56.56 Barclays Bank PLC 06738KQT1 08/05/11 08/05/21 100.000 VARIES 4.6123 0.128121 0.128513 0.128914 0.129691 0.130485 46.31 46.78 Barclays Bank PLC 06738KQU8 08/03/11 08/03/16 100.000 0.000 3.0700 0.085278 0.086587 0.087916 0.089266 0.090636 31.33 32.30 Barclays Bank PLC 06738KR78 03/16/12 03/30/17 100.000 0.000 4.4000 0.122224 0.122433 0.125127 0.127880 0.130693 35.14 46.05 Barclays Bank PLC 06738KRA1 09/08/11 09/08/16 100.000 0.000 3.5399 0.098331 0.100072 0.101843 0.103645 0.105480 36.11 37.40 Barclays Bank PLC 06738KRT0 08/17/11 02/19/13 100.000 0.000 1.5101 0.041953 0.042270 0.042589 15.24 2.04 Barclays Bank PLC 06738KSV4 09/14/11 09/14/26 100.000 VARIES 5.0468 0.140190 0.143028 0.145937 0.148459 0.151045 51.59 53.54 Barclays Bank PLC 06738KTB7 09/30/11 09/30/31 100.000 VARIES 5.4569 0.151583 0.147382 0.143066 0.141543 0.139978 53.04 50.95 Barclays Bank PLC 06738KTW1 06/23/11 12/21/12 100.000 0.000 0.7499 0.020910 0.020988 7.33 Barclays Bank PLC 06738KU33 03/06/12 03/06/17 100.000 0.000 2.8900 0.080279 0.081439 0.082616 0.083810 23.82 29.80 Barclays Bank PLC 06738KUD1 09/30/11 09/29/17 100.000 0.000 3.9799 0.110554 0.112742 0.114986 0.117274 0.119608 40.60 42.23 Barclays Bank PLC 06738KUP4 09/14/11 09/13/13 100.000 0.000 2.2199 0.061665 0.062346 0.063038 0.063738 22.47 16.01 Barclays Bank PLC 06738KUQ2 10/12/11 10/12/16 100.000 0.000 3.6299 0.100831 0.102661 0.104524 0.106421 0.108353 36.92 38.27 Barclays Bank PLC 06738KVA6 09/21/11 09/19/13 100.000 0.000 2.1002 0.058339 0.058945 0.059564 0.060189 21.24 15.48 Barclays Bank PLC 06738KVE8 09/29/11 09/30/31 100.000 VARIES 5.2986 0.147168 0.144075 0.140901 0.139313 0.137683 51.85 50.15 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06738KVN8 09/28/11 09/26/13 100.000 0.000 2.4199 0.067222 0.068026 0.068849 0.069683 24.50 18.40 Barclays Bank PLC 06738KVS7 09/30/11 10/01/26* 100.000 VARIES 5.0307 0.139736 0.138359 37.48* Barclays Bank PLC 06738KWV9 09/30/11 10/03/17 100.000 0.000 3.9899 0.110870 0.113082 0.115338 0.117639 0.119986 40.70 42.34 Barclays Bank PLC 06738KWX5 10/31/11 11/01/31 100.000 VARIES 4.5597 0.125247 0.120205 0.118370 0.115542 0.116524 44.49 42.57 Barclays Bank PLC 06738KXT3 10/26/11 10/26/26* 100.000 VARIES 5.0988 0.141636 0.139581 41.41* Barclays Bank PLC 06738KXV8 10/28/11 10/28/16 100.000 VARIES 3.8804 0.107790 0.107523 0.107251 0.106973 0.106690 38.72 38.53 Barclays Bank PLC 06738KY21 03/21/12 03/20/14 100.000 0.000 1.7001 0.047226 0.047625 0.048030 0.048438 13.26 17.30 Barclays Bank PLC 06738KYG0 12/01/11 12/01/16 100.000 0.000 4.3799 0.121666 0.124330 0.127053 0.129835 0.132679 44.44 46.41 Barclays Bank PLC 06738KYT2 11/28/11 11/26/14 100.000 0.000 3.5899 0.099720 0.101490 0.103312 0.105166 0.107054 36.34 37.66 Barclays Bank PLC 06738KZ38 03/28/12 03/27/14 100.000 0.000 1.6898 0.046941 0.047335 0.047735 0.048138 12.85 17.19 Barclays Bank PLC 06738KZM6 11/23/11 11/21/13 100.000 0.000 2.9002 0.080562 0.081717 0.082902 0.084104 29.30 26.74 Barclays Bank PLC 06738KZQ7 11/25/11 11/25/15 100.000 0.000 3.8199 0.106108 0.108135 0.110200 0.112305 0.114450 38.71 40.20 Barclays Bank PLC 06738Q3V8 04/30/09 05/07/14 100.000 0.000 5.2000 0.164393 0.168667 0.173053 0.177552 0.182169 60.42 63.60 Barclays Bank PLC 06738Q4D7 04/30/09 05/07/14 100.000 0.000 4.9000 0.153770 0.157537 0.161397 0.165351 0.169402 56.45 59.25 Barclays Bank PLC 06738QDB1 08/26/08 08/30/13 100.000 0.000 4.4602 0.139174 0.142278 0.146250 0.148695 52.38 35.69 Barclays Bank PLC 06738QK98 02/27/09 02/27/14 100.000 0.000 4.6599 0.145243 0.148627 0.152090 0.155634 0.159260 53.75 56.28 Barclays Bank PLC 06738QLE6 09/17/08 09/14/14 100.000 0.000 4.0500 0.126840 0.129408 0.132029 0.134702 0.137430 46.68 48.59 Barclays Bank PLC 06738QM21 02/27/09 03/07/14 100.000 0.000 4.6599 0.145431 0.148820 0.152287 0.155836 0.159467 53.75 56.28 Barclays Bank PLC 06738QV62 03/31/09 03/31/14 100.000 0.000 5.0055 0.157335 0.161273 0.165309 0.169446 0.173687 58.08 61.02 Barclays Bank PLC 06738QV70 03/31/09 03/31/14 100.000 0.000 5.0055 0.157335 0.161273 0.165309 0.169446 0.173687 58.08 61.02 Barclays Bank PLC 06738QX86 03/31/09 04/07/14 100.000 0.000 5.0056 0.154909 0.158786 0.163654 0.166834 0.171949 58.16 61.03 Barclays Bank PLC 06738R6V3 07/25/08 07/30/13 100.000 0.000 4.7399 0.151632 0.155226 0.158905 0.162671 56.33 33.89 Barclays Bank PLC 06738RBT2 01/24/08 07/23/12 100.000 0.000 3.8000 0.120411 0.122698 24.73 Barclays Bank PLC 06738RDC7 02/29/08 11/29/12 100.000 0.000 3.5298 0.110566 0.111295 36.95 Barclays Bank PLC 06738RHU3 02/27/08 11/26/13 100.000 0.000 3.7400 0.119369 0.121601 0.123875 0.126192 43.53 40.68 Barclays Bank PLC 06738RMA1 03/31/08 03/28/13 100.000 0.000 3.2999 0.102772 0.104468 0.106192 37.62 9.24 Barclays Bank PLC 06738RRP3 04/30/08 04/30/12 100.000 0.000 4.0000 0.127632 15.19 Barclays Bank PLC 06738RRR9 04/30/08 04/25/14 100.000 0.000 3.9299 0.125029 0.127485 0.129991 0.132545 0.135149 45.78 47.60 Barclays Bank PLC 06738RVW3 04/18/08 03/20/13 100.000 0.000 3.7399 0.117937 0.120143 0.122389 43.30 9.67 Barclays Bank PLC 06738RWH5 05/19/08 11/20/12 100.000 0.000 4.0899 0.130920 0.133597 42.25 Barclays Bank PLC 06739H461 01/31/08 02/28/14 100.000 0.000 4.0805 0.129549 0.130755 0.135634 0.136145 0.141226 48.39 50.29 Barclays Bank PLC 06739H479 01/31/08 05/30/14 100.000 0.000 4.0799 0.132316 0.135016 0.137770 0.140581 0.143448 48.29 50.28 Barclays Bank PLC 06739H545 12/31/07 08/31/13 100.000 0.000 4.7069 0.153359 0.155262 0.161550 0.162656 57.49 39.30 Barclays Bank PLC 06739H594 11/30/07 09/30/13 100.000 0.000 4.5700 0.150961 0.154410 0.157939 0.161548 55.60 43.14 Barclays Bank PLC 06739J2D4 11/19/09 11/21/12* 100.000 0.000 N/A 0.075137 0.076102 23.84* Barclays Bank PLC 06739J5D1 11/27/09 11/27/14 100.000 VARIES 3.3906 0.095913 0.096120 0.096073 0.095809 0.095391 34.57 34.52 Barclays Bank PLC 06739J5L3 12/18/09 02/25/13 100.000 0.000 2.6199 0.076043 0.077039 0.078048 27.81 4.21 Barclays Bank PLC 06739J5V1 12/31/09 12/31/15 100.000 0.000 4.2300 0.127762 0.130464 0.133223 0.136041 0.138918 46.49 48.47 Barclays Bank PLC 06739J5W9 12/31/09 12/31/15 100.000 0.000 4.2300 0.127762 0.130464 0.133223 0.136041 0.138918 46.49 48.47 Barclays Bank PLC 06739J863 10/28/09 04/28/15 100.000 0.000 4.1800 0.126129 0.128765 0.131456 0.134203 0.137008 46.22 48.17 Barclays Bank PLC 06739JAB9 05/29/09 05/31/12 100.000 0.000 3.1001 0.091490 13.81 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06739JAJ2 05/29/09 11/29/12 100.000 0.000 3.5899 0.108997 0.110954 36.10 Barclays Bank PLC 06739JBB8 05/27/09 06/06/14 100.000 0.000 4.9200 0.154516 0.158317 0.162212 0.166203 0.170291 56.50 59.32 Barclays Bank PLC 06739JBJ1 05/29/09 06/06/14 100.000 0.000 3.5900 0.109076 0.111034 0.113027 0.115056 0.117121 39.72 41.16 Barclays Bank PLC 06739JD83 09/30/09 09/30/24* 100.000 VARIES 5.1625 0.128635 0.125368 0.124426 34.14* Barclays Bank PLC 06739JEB5 07/24/09 07/24/14 100.000 0.000 4.7799 0.145932 0.149420 0.152991 0.156647 0.160391 54.27 56.90 Barclays Bank PLC 06739JEK5 06/26/09 06/26/24 100.000 VARIES 5.6547 0.132809 0.127820 0.122690 0.122743 0.122798 46.86 44.18 Barclays Bank PLC 06739JEQ2 06/30/09 07/08/14 100.000 0.000 4.9699 0.152464 0.156253 0.160136 0.164115 0.168193 56.90 59.76 Barclays Bank PLC 06739JER0 06/30/09 07/08/14 100.000 0.000 4.9699 0.152464 0.156253 0.160136 0.164115 0.168193 56.90 59.76 Barclays Bank PLC 06739JES8 06/04/09 06/06/14 100.000 0.000 4.8900 0.153314 0.157062 0.160902 0.164837 0.168867 56.06 58.83 Barclays Bank PLC 06739JFY4 06/30/09 06/28/13 100.000 0.000 2.6799 0.079555 0.080621 0.081701 28.84 14.46 Barclays Bank PLC 06739JGP2 06/26/09 06/26/24 100.000 VARIES 5.6622 0.126069 0.120036 0.119223 0.118388 0.117529 44.26 42.76 Barclays Bank PLC 06739JGY3 06/17/09 06/15/12 100.000 0.000 4.8699 0.152527 25.01 Barclays Bank PLC 06739JJU8 07/24/09 07/24/14 100.000 0.000 4.7799 0.145932 0.149420 0.152991 0.156647 0.160391 54.27 56.90 Barclays Bank PLC 06739JKC6 07/21/09 07/19/12 100.000 0.000 3.2699 0.096902 0.098487 19.47 Barclays Bank PLC 06739JKE2 07/24/09 08/07/14 100.000 0.000 4.7800 0.146186 0.149680 0.153257 0.156920 0.160671 54.27 56.90 Barclays Bank PLC 06739JKG7 07/24/09 07/24/13 100.000 0.000 4.2998 0.130049 0.132845 0.135701 0.138619 48.21 28.07 Barclays Bank PLC 06739JKH5 07/24/09 07/24/14 100.000 0.000 4.7799 0.145932 0.149420 0.152991 0.156647 0.160391 54.27 56.90 Barclays Bank PLC 06739JKM4 07/24/09 07/24/14 100.000 VARIES 4.7816 0.135665 0.135891 0.135811 0.135613 0.135052 48.90 48.74 Barclays Bank PLC 06739JKN2 07/24/09 07/24/12 100.000 0.000 3.3900 0.100717 0.102424 20.75 Barclays Bank PLC 06739JKP7 07/24/09 07/24/12 100.000 0.000 3.3900 0.100717 0.102424 20.75 Barclays Bank PLC 06739JKS1 07/07/09 07/07/14 100.000 0.000 4.7699 0.145597 0.149070 0.152625 0.156265 0.159992 54.26 56.88 Barclays Bank PLC 06739JMG5 07/20/09 07/19/12 100.000 0.000 3.5001 0.104202 0.106026 20.96 Barclays Bank PLC 06739JMH3 08/18/09 08/20/12 100.000 0.000 2.9800 0.087839 0.089148 20.35 Barclays Bank PLC 06739JMK6 07/23/09 07/23/24 100.000 VARIES 6.1912 0.151217 0.145661 0.139932 0.134027 0.134296 51.66 48.42 Barclays Bank PLC 06739JNU3 08/12/09 08/12/13 100.000 0.000 3.8100 0.114133 0.116307 0.118523 0.120781 42.09 26.60 Barclays Bank PLC 06739JNW9 08/21/09 08/21/24 100.000 VARIES 5.5443 0.132396 0.127202 0.121864 0.121236 0.120590 45.36 43.59 Barclays Bank PLC 06739JPE7 08/30/09 09/08/14 100.000 0.000 3.8999 0.117133 0.119417 0.121746 0.124120 0.126540 43.10 44.80 Barclays Bank PLC 06739JQ63 11/30/09 11/30/15 100.000 0.000 3.9500 0.118652 0.120995 0.123385 0.125822 0.128307 43.28 45.01 Barclays Bank PLC 06739JQ71 11/30/09 11/30/15 100.000 0.000 3.9500 0.118652 0.120995 0.123385 0.125822 0.128307 43.28 45.01 Barclays Bank PLC 06739JR39 11/24/09 11/24/14 100.000 VARIES 3.4606 0.097127 0.097435 0.097498 0.097354 0.097063 35.03 35.06 Barclays Bank PLC 06739JR96 11/04/09 11/04/13 100.000 0.000 3.1800 0.094088 0.095584 0.097104 0.098648 34.31 29.70 Barclays Bank PLC 06739JSD6 09/17/09 09/19/12 100.000 0.000 2.8500 0.083793 0.084987 21.83 Barclays Bank PLC 06739JSU8 08/27/09 08/27/24 100.000 VARIES 5.3980 0.130113 0.125408 0.120577 0.119962 0.119332 44.81 43.14 Barclays Bank PLC 06739JTL7 10/01/09 10/07/14 100.000 0.000 3.7799 0.113236 0.115376 0.117557 0.119779 0.122043 41.51 43.10 Barclays Bank PLC 06739JXR9 10/02/09 10/03/13 100.000 0.000 3.4021 0.101111 0.102831 0.104581 0.106360 37.01 28.77 Barclays Bank PLC 06739JYA5 09/30/09 09/30/19 100.000 VARIES 5.0571 0.130954 0.130112 0.129250 0.129174 0.129096 46.84 46.50 Barclays Bank PLC 06739JYY3 11/02/09 11/07/14 100.000 0.000 3.7399 0.111937 0.114031 0.116163 0.118335 0.120548 40.90 42.45 Barclays Bank PLC 06740H286 05/21/10 05/24/17 100.000 2.500 4.9967 0.144159 0.146026 0.147939 0.149900 0.151910 52.37 53.76 Barclays Bank PLC 06740JED8 12/24/09 12/24/24 100.000 VARIES 5.1791 0.126717 0.122216 0.117598 0.116612 0.115600 44.74 42.14 Barclays Bank PLC 06740JEH9 12/28/09 12/28/12 100.000 0.000 2.4098 0.070227 0.071073 25.22 Barclays Bank PLC 06740JEK2 12/28/09 12/26/14 100.000 0.000 3.6800 0.109936 0.111959 0.114019 0.116117 0.118253 39.96 41.45 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06740JEL0 12/24/09 12/24/14 100.000 VARIES 3.3891 0.096263 0.096313 0.096133 0.095780 0.095306 34.66 34.54 Barclays Bank PLC 06740JEU0 12/21/09 12/19/14 100.000 0.000 3.6999 0.110573 0.112618 0.114702 0.116824 0.118985 40.22 41.73 Barclays Bank PLC 06740JEY2 01/29/10 01/29/16 100.000 0.000 4.2199 0.124799 0.127432 0.130121 0.132867 0.135670 46.21 48.18 Barclays Bank PLC 06740JEZ9 01/29/10 01/29/16 100.000 0.000 4.2199 0.124799 0.127432 0.130121 0.132867 0.135670 46.21 48.18 Barclays Bank PLC 06740JFA3 01/29/10 01/29/16 100.000 0.000 4.2199 0.124799 0.127432 0.130121 0.132867 0.135670 46.21 48.18 Barclays Bank PLC 06740JFQ8 01/29/10 01/29/25 100.000 VARIES 5.7144 0.147274 0.142583 0.137758 0.132795 0.131507 50.73 47.75 Barclays Bank PLC 06740JFR6 01/29/10 01/29/15 100.000 VARIES 3.7589 0.109171 0.109982 0.109643 0.109297 0.108263 39.52 39.20 Barclays Bank PLC 06740JK33 02/26/10 02/29/16 100.000 0.000 4.3199 0.126569 0.127898 0.132826 0.133483 0.138626 47.34 49.32 Barclays Bank PLC 06740JL40 02/26/10 02/26/30* 100.000 VARIES 5.5951 0.140444 0.133806 0.126981 32.06* Barclays Bank PLC 06740JL73 03/31/10 03/31/16 100.000 0.000 4.1299 0.121975 0.124494 0.127065 0.129689 0.132367 44.83 46.70 Barclays Bank PLC 06740JL81 03/31/10 03/31/16 100.000 0.000 4.1299 0.121975 0.124494 0.127065 0.129689 0.132367 44.83 46.70 Barclays Bank PLC 06740JL99 03/31/10 03/31/16 100.000 0.000 4.1299 0.121975 0.124494 0.127065 0.129689 0.132367 44.83 46.70 Barclays Bank PLC 06740JM64 03/12/10 03/12/25* 100.000 VARIES 5.5350 0.140040 0.134705 34.19* Barclays Bank PLC 06740JM98 03/10/10 03/10/17 100.000 VARIES 4.4514 0.123559 0.123527 0.124201 0.124891 0.125155 44.55 44.94 Barclays Bank PLC 06740JN71 03/04/10 03/04/15 100.000 VARIES 3.5183 0.101606 0.103392 0.105142 0.106922 0.108677 37.31 38.59 Barclays Bank PLC 06740JQW3 01/29/10 01/29/16 100.000 0.000 4.2199 0.124799 0.127432 0.130121 0.132867 0.135670 46.21 48.18 Barclays Bank PLC 06740JRD4 01/27/10 01/27/17 100.000 5.000 4.3944 0.123988 0.126712 0.127015 0.127325 0.128191 45.59 45.96 Barclays Bank PLC 06740JRE2 02/08/10 02/06/15 100.000 0.000 3.8699 0.113836 0.116039 0.118284 0.120573 0.122906 42.02 43.66 Barclays Bank PLC 06740JRH5 02/26/10 02/29/12 100.000 0.000 1.7202 0.048494 2.86 Barclays Bank PLC 06740JRX0 01/26/10 11/05/12 100.000 0.000 2.4500 0.071063 0.071934 21.76 Barclays Bank PLC 06740JRY8 01/26/10 11/05/12 100.000 0.000 2.4500 0.071063 0.071934 21.76 Barclays Bank PLC 06740JSB7 02/22/10 02/20/15 100.000 VARIES 3.8626 0.113611 0.115805 0.116124 0.116450 0.114828 41.62 41.69 Barclays Bank PLC 06740JSC5 02/22/10 02/20/15 100.000 0.000 3.8600 0.113527 0.115718 0.117952 0.120228 0.122549 41.84 43.47 Barclays Bank PLC 06740JSJ0 02/19/10 02/19/25 100.000 VARIES 5.3591 0.135927 0.131378 0.126707 0.121911 0.120883 46.90 43.98 Barclays Bank PLC 06740JSM3 02/26/10 02/29/16 100.000 0.000 4.3199 0.126569 0.127898 0.132826 0.133483 0.138626 47.34 49.32 Barclays Bank PLC 06740JSN1 02/26/10 02/29/16 100.000 0.000 4.3199 0.126569 0.127898 0.132826 0.133483 0.138626 47.34 49.32 Barclays Bank PLC 06740JSP6 02/26/10 02/29/16 100.000 0.000 4.3199 0.126569 0.127898 0.132826 0.133483 0.138626 47.34 49.32 Barclays Bank PLC 06740JSY7 02/26/10 02/29/16 100.000 0.000 4.3199 0.126569 0.127898 0.132826 0.133483 0.138626 47.34 49.32 Barclays Bank PLC 06740JTK6 02/08/10 02/08/17 100.000 VARIES 4.5812 0.127417 0.127472 0.128007 0.128553 0.128694 45.96 46.28 Barclays Bank PLC 06740JVZ0 02/25/10 02/25/25* 100.000 VARIES 5.5194 0.139215 0.134273 7.79* Barclays Bank PLC 06740JWG1 02/17/10 07/24/14 100.000 0.000 3.4600 0.100969 0.102716 0.104493 0.106301 0.108140 37.22 38.52 Barclays Bank PLC 06740JZJ2 03/09/10 03/09/15 100.000 0.000 3.4999 0.102414 0.104206 0.106030 0.107885 0.109773 37.60 38.92 Barclays Bank PLC 06740L6Y6 06/24/10 06/24/25* 100.000 VARIES 5.6560 0.141651 0.137786 36.91* Barclays Bank PLC 06740LAB1 03/26/10 03/26/25* 100.000 VARIES 5.3753 0.134897 0.129608 34.80* Barclays Bank PLC 06740LAP0 04/07/10 04/07/15 100.000 0.000 3.6900 0.108280 0.110278 0.112313 0.114385 0.116496 39.68 41.16 Barclays Bank PLC 06740LAQ8 04/07/10 04/07/15 100.000 0.000 3.6900 0.108280 0.110278 0.112313 0.114385 0.116496 39.68 41.16 Barclays Bank PLC 06740LAR6 04/09/10 04/10/15 100.000 0.000 3.7199 0.109218 0.111250 0.113319 0.115427 0.117574 40.02 41.52 Barclays Bank PLC 06740LBD6 03/24/10 03/24/15 100.000 1.000 3.5999 0.103970 0.105341 0.106737 0.108159 0.109605 37.94 38.96 Barclays Bank PLC 06740LBJ3 04/30/10 04/29/16 100.000 0.000 4.4899 0.133294 0.136287 0.139346 0.142474 0.145673 48.90 51.12 Barclays Bank PLC 06740LBK0 04/30/10 04/29/16 100.000 0.000 4.4899 0.133294 0.136287 0.139346 0.142474 0.145673 48.90 51.12 Barclays Bank PLC 06740LBL8 04/30/10 04/29/16 100.000 0.000 4.4899 0.133294 0.136287 0.139346 0.142474 0.145673 48.90 51.12 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06740LBS3 04/30/10 04/30/13 100.000 0.000 2.6499 0.076576 0.077590 0.078618 27.87 9.36 Barclays Bank PLC 06740LBT1 04/30/10 04/30/13 100.000 0.000 2.6499 0.076576 0.077590 0.078618 27.87 9.36 Barclays Bank PLC 06740LBV6 04/07/10 04/07/25 100.000 VARIES 5.2962 0.132901 0.127799 0.122563 0.117188 0.116044 46.06 42.61 Barclays Bank PLC 06740LBW4 04/15/10 01/09/12 100.000 0.000 1.7702 0.050254 .40 Barclays Bank PLC 06740LBY0 04/07/10 04/08/15 100.000 0.000 3.6920 0.108353 0.110353 0.112390 0.114465 0.116578 39.70 41.18 Barclays Bank PLC 06740LEM3 04/20/10 04/20/30 100.000 VARIES 5.5989 0.139700 0.133808 0.127752 0.121525 0.120037 48.38 44.32 Barclays Bank PLC 06740LEN1 04/30/10 04/30/12 100.000 0.000 1.9201 0.054889 6.53 Barclays Bank PLC 06740LEZ4 04/22/10 04/22/25 100.000 VARIES 5.4765 0.138469 0.133188 0.127763 0.122190 0.121023 48.16 44.53 Barclays Bank PLC 06740LJ55 05/25/10 05/25/25* 100.000 VARIES 6.0883 0.152477 0.147555 0.142484 48.66* Barclays Bank PLC 06740LL78 06/09/10 06/09/14 100.000 0.000 3.9099 0.115106 0.117356 0.119651 0.121990 0.124375 41.94 43.60 Barclays Bank PLC 06740LN84 06/30/10 06/28/12 100.000 0.000 2.3199 0.066704 11.81 Barclays Bank PLC 06740LNW1 05/28/10 05/31/16 100.000 0.000 4.7600 0.139620 0.142943 0.147149 0.149828 0.154236 51.95 54.43 Barclays Bank PLC 06740LNY7 05/28/10 05/31/16 100.000 0.000 4.7600 0.139620 0.142943 0.147149 0.149828 0.154236 51.95 54.43 Barclays Bank PLC 06740LP66 06/02/10 06/02/25* 100.000 VARIES 6.0388 0.150244 0.144423 0.138426 48.82* Barclays Bank PLC 06740LP90 06/30/10 06/30/16 100.000 0.000 4.3499 0.128890 0.131694 0.134558 0.137485 0.140475 46.91 48.97 Barclays Bank PLC 06740LQ24 06/30/10 06/30/16 100.000 0.000 4.3499 0.128890 0.131694 0.134558 0.137485 0.140475 46.91 48.97 Barclays Bank PLC 06740LQG3 05/28/10 05/31/13 100.000 0.000 3.3199 0.096917 0.098526 0.100161 35.28 14.92 Barclays Bank PLC 06740LQH1 05/28/10 05/31/16 100.000 0.000 4.7600 0.139620 0.142943 0.147149 0.149828 0.154236 51.95 54.43 Barclays Bank PLC 06740LTF2 05/10/10 05/08/15 100.000 0.000 3.8699 0.113836 0.116039 0.118284 0.120573 0.122906 41.61 43.24 Barclays Bank PLC 06740P3E4 11/04/10 10/29/12 100.000 0.000 1.0600 0.029754 0.029911 8.89 Barclays Bank PLC 06740P676 12/29/10 12/27/12 100.000 0.000 1.7601 0.049752 0.050190 17.79 Barclays Bank PLC 06740PA30 10/28/10 06/01/16 100.000 0.000 3.0699 0.088162 0.089516 0.090890 0.092285 0.093701 32.06 33.06 Barclays Bank PLC 06740PAD8 06/11/10 06/11/15 100.000 0.000 3.8599 0.113549 0.115740 0.117974 0.120251 0.122571 41.36 42.97 Barclays Bank PLC 06740PB21 11/03/10 11/01/13 100.000 0.000 1.4698 0.041429 0.041734 0.042040 0.042349 15.01 12.67 Barclays Bank PLC 06740PB88 11/10/10 11/10/25* 100.000 VARIES 4.7537 0.126771 0.124038 27.52* Barclays Bank PLC 06740PBC9 06/24/10 06/26/18 100.000 0.000 4.9699 0.148646 0.152340 0.156125 0.160005 0.163981 54.21 56.94 Barclays Bank PLC 06740PBE5 06/25/10 06/25/17 100.000 1.000 4.7051 0.138136 0.140732 0.143390 0.146109 0.148893 50.23 52.14 Barclays Bank PLC 06740PBF2 07/28/10 07/28/16 100.000 0.000 3.6099 0.103930 0.105806 0.107716 0.109660 0.111640 38.33 39.73 Barclays Bank PLC 06740PBG0 07/28/10 07/28/16 100.000 0.000 3.6099 0.103930 0.105806 0.107716 0.109660 0.111640 38.33 39.73 Barclays Bank PLC 06740PBK1 06/30/10 06/30/15 100.000 VARIES 3.8043 0.109536 0.110469 0.110504 0.110541 0.109695 39.60 39.79 Barclays Bank PLC 06740PBX3 07/06/10 07/06/20 100.000 VARIES 5.0546 0.145824 0.148017 0.150265 0.151537 0.152841 53.67 54.78 Barclays Bank PLC 06740PC38 11/29/10 11/29/30 100.000 VARIES 4.9295 0.129904 0.125904 0.121805 0.117605 0.113302 45.79 42.82 Barclays Bank PLC 06740PCY0 07/28/10 07/26/12 100.000 0.000 1.7298 0.048882 0.049305 10.10 Barclays Bank PLC 06740PEV4 07/28/10 07/28/25* 100.000 VARIES 5.0303 0.132699 0.130636 0.128522 38.79* Barclays Bank PLC 06740PF76 11/30/10 11/29/12 100.000 0.000 1.4600 0.041148 0.041449 13.55 Barclays Bank PLC 06740PHD1 08/31/10 08/31/16 100.000 0.000 3.3169 0.094172 0.094693 0.097859 0.097860 0.101132 35.02 36.12 Barclays Bank PLC 06740PHE9 08/31/10 08/31/16 100.000 0.000 3.3169 0.094172 0.094693 0.097859 0.097860 0.101132 35.02 36.12 Barclays Bank PLC 06740PHQ2 07/28/10 05/26/16 100.000 0.000 3.6099 0.105160 0.107058 0.108990 0.110957 0.112960 38.33 39.73 Barclays Bank PLC 06740PKG0 08/16/10 08/16/17 100.000 VARIES 3.6631 0.104728 0.105847 0.106986 0.107546 0.108117 38.21 38.77 Barclays Bank PLC 06740PKN5 08/31/10 08/31/15 100.000 0.000 2.6470 0.074659 0.074825 0.077072 0.076819 0.079125 27.65 28.34 Barclays Bank PLC 06740PKP0 09/03/10 09/03/15 100.000 0.000 2.6299 0.074989 0.075975 0.076974 0.077987 0.079012 27.41 28.13 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06740PL79 11/26/10 11/26/25 100.000 VARIES 5.0401 0.138285 0.137393 0.136479 0.136794 0.137116 49.56 49.21 Barclays Bank PLC 06740PM37 11/30/10 11/30/20 100.000 VARIES 4.6823 0.130963 0.131428 0.131904 0.132760 0.133636 47.26 47.69 Barclays Bank PLC 06740PMM5 08/27/10 08/29/18 100.000 0.000 3.8100 0.107539 0.110792 0.112286 0.115053 0.116604 40.54 42.03 Barclays Bank PLC 06740PMQ6 09/16/10 09/16/25 100.000 VARIES 4.4379 0.117591 0.115142 0.112639 0.110081 0.107465 41.37 39.55 Barclays Bank PLC 06740PMT0 08/26/10 08/26/20 100.000 VARIES 4.3098 0.121907 0.123037 0.124192 0.124972 0.125769 44.38 45.05 Barclays Bank PLC 06740PNB8 09/30/10 09/30/13 100.000 0.000 1.6198 0.045727 0.046098 0.046471 0.046848 16.60 12.57 Barclays Bank PLC 06740PPZ3 09/30/10 09/28/12 100.000 0.000 1.2098 0.034014 0.034220 9.12 Barclays Bank PLC 06740PQB5 09/22/10 09/22/25* 100.000 VARIES 4.6596 0.126369 0.126644 0.126926 33.29* Barclays Bank PLC 06740PQH2 09/30/10 09/29/17 100.000 0.000 3.3900 0.097379 0.099029 0.100708 0.102415 0.104151 35.66 36.88 Barclays Bank PLC 06740PR99 12/22/10 12/22/25* 100.000 VARIES 5.0102 0.144762 11.73* Barclays Bank PLC 06740PS23 12/22/10 12/22/25* 100.000 VARIES 5.0102 0.144762 11.73* Barclays Bank PLC 06740PSZ0 10/13/10 10/13/17 100.000 0.750 3.3000 0.094025 0.095232 0.096460 0.097708 0.098976 34.26 35.15 Barclays Bank PLC 06740PV29 12/30/10 12/30/30 100.000 VARIES 5.2624 0.139162 0.136724 0.134221 0.131653 0.129017 49.65 47.85 Barclays Bank PLC 06740PVH6 10/20/10 10/20/25 100.000 VARIES 4.6202 0.125901 0.126240 0.126587 0.126942 0.127306 45.43 45.69 Barclays Bank PLC 06740PVZ6 09/30/10 09/30/25 100.000 VARIES 4.7398 0.125988 0.122912 0.119763 0.116539 0.113239 44.24 41.94 Barclays Bank PLC 06740PX43 12/17/10 12/19/18 100.000 0.000 4.6599 0.135581 0.138740 0.141973 0.145281 0.148666 49.45 51.79 Barclays Bank PLC 06740PX50 12/17/10 12/19/18 100.000 0.000 4.6599 0.135581 0.138740 0.141973 0.145281 0.148666 49.45 51.79 Barclays Bank PLC 06740PYE0 12/30/10 12/30/30 100.000 VARIES 5.6002 0.145468 0.141462 0.137343 0.133109 0.128756 51.64 48.67 Barclays Bank PLC 06740PYG5 01/14/11 01/14/21 100.000 VARIES 4.9824 0.137698 0.136977 0.138598 0.140260 0.141308 49.59 50.65 Barclays Bank PLC 06740PYH3 12/27/10 12/24/15 100.000 0.700 3.3717 0.096161 0.097454 0.098769 0.100106 0.101466 34.87 35.82 Barclays Bank PLC 06740PZ33 01/27/11 01/27/31 100.000 VARIES 5.5228 0.149211 0.144893 0.142992 0.141038 0.139030 51.98 50.52 Barclays Bank PLC 06741JBM0 01/27/11 02/06/12 100.000 0.000 0.9002 0.025126 .88 Barclays Bank PLC 06741JBW8 02/28/11 02/28/31 100.000 VARIES 5.4603 0.149041 0.146438 0.147839 0.144391 0.145701 53.92 53.06 Barclays Bank PLC 06741JCC1 02/03/11 02/03/26* 100.000 VARIES 5.6829 0.154059 0.150149 18.44* Barclays Bank PLC 06741JCE7 02/17/11 02/17/21 100.000 VARIES 4.9770 0.136162 0.134020 0.132613 0.131171 0.129888 48.16 47.12 Barclays Bank PLC 06741L427 03/02/12 03/05/18 100.000 0.000 3.1999 0.088887 0.088911 0.090334 0.091779 0.093248 26.75 33.12 Bill Barrett Corporation 06846NAB0 07/08/09 07/15/16 95.172 9.875 10.8760 13.16 0.016020 0.017076 0.017809 0.019089 0.019799 6.36 7.07 Bayonne Redev AGY, NJ 073009AR3 04/09/09 04/01/12 98.604 9.250 9.8017 12.64 0.014611 1.32 Bear Stearns Co., Inc. 073928G23 08/31/04 07/01/19 51.530 1.000 5.9698 187.73 0.088804 0.091455 0.094185 0.096996 32.45 34.41 Bear Stearns Co., Inc. 073928WN9 02/27/02 08/15/13 49.000 0.000 6.3184 414.09 0.151611 0.158120 0.161342 0.169198 58.03 37.89 BellSouth Telecomm 079867AS6 12/13/95 12/15/95 25.235 VARIES 6.8500 0.141115 0.145949 0.150947 0.156117 0.161464 51.83 55.44 Berry Petroleum Company 085789AD7 05/27/09 06/01/14 93.546 10.250 12.0008 28.75 0.036342 0.038523 0.040835 0.043285 0.045882 13.61 15.29 Bexar Cnty Hsg Fin Corp 08837EAB7 09/28/05 04/01/22 39.225 0.000 5.7500 167.11 0.088077 0.090609 0.093214 0.095894 0.098651 32.63 34.53 Boston, MA 100853GH7 11/04/09 09/15/24 89.556 6.050 7.2062 9.27 0.012796 0.013257 0.013734 0.014229 0.014742 4.79 5.14 Bumble Bee Holdco S.C.A. 12046QAA1 03/10/11 03/15/18 98.138 9.625 N/A 0.272895 0.273172 0.273463 0.273768 0.274088 98.35 98.57 Bumble Bee Holdco S.C.A. 12046QAB9 03/10/11 03/15/18 98.138 9.625 N/A 0.272895 0.273172 0.273463 0.273768 0.274088 98.35 98.57 Bureau County SD #84, IL 121012AL2 06/04/10 12/01/15 106.570 VARIES 4.3645 0.127342 0.126635 0.125913 0.125176 0.124422 45.67 45.15 Bureau County SD #84, IL 121012AM0 06/04/10 12/01/16 106.150 VARIES 4.6174 0.134683 0.134104 0.133513 0.132908 0.132289 48.35 47.92 Bureau County SD #84, IL 121012AN8 06/04/10 12/01/17 105.324 VARIES 4.8691 0.141390 0.140943 0.140486 0.140018 0.139538 50.79 50.46 Bureau County SD #84, IL 121012AP3 06/04/10 12/01/18 105.836 VARIES 5.1194 0.149497 0.149058 0.148607 0.148145 0.147671 53.71 53.39 Bureau County SD #84, IL 121012AQ1 06/04/10 12/01/19 106.299 VARIES 5.3692 0.157599 0.157170 0.156728 0.156275 0.155810 56.63 56.31 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bureau County SD #84, IL 121012AR9 06/04/10 12/01/20 104.349 VARIES 5.6693 0.163858 0.163582 0.163298 0.163005 0.162705 58.92 58.72 Bureau County SD #84, IL 121012AS7 06/04/10 12/01/21 104.162 VARIES 5.9680 0.172349 0.172104 0.171852 0.171592 0.171325 61.99 61.80 Bureau County SD #84, IL 121012AT5 06/04/10 12/01/22 104.788 VARIES 6.1675 0.179207 0.178951 0.178687 0.178415 0.178135 64.45 64.26 Bureau County SD #175,IL 121088AJ7 09/15/10 12/01/12 105.544 0.000 2.1629 0.065088 0.065792 21.61 Bureau County SD #175,IL 121088AK4 09/15/10 12/01/13 106.280 VARIES 2.8304 0.081690 0.080940 0.080179 0.079407 29.23 26.32 Bureau County SD #175,IL 121088AL2 09/15/10 12/01/14 106.822 VARIES 3.2818 0.095602 0.094892 0.094170 0.093436 0.092690 34.25 33.72 Bureau County SD #175,IL 121088AM0 09/15/10 12/01/15 108.915 VARIES 3.6318 0.107843 0.107027 0.106196 0.105350 0.104489 38.63 38.03 Bureau County SD #175,IL 121088AN8 09/15/10 12/01/16 107.815 VARIES 4.0822 0.120602 0.119945 0.119275 0.118591 0.117893 43.26 42.77 Bureau County SD #175,IL 121088AP3 09/15/10 12/01/17 106.920 VARIES 4.4822 0.131758 0.131225 0.130679 0.130122 0.129552 47.30 46.91 Bureau County SD #175,IL 121088AQ1 09/15/10 12/01/18 106.252 VARIES 4.8319 0.141467 0.141026 0.140574 0.140111 0.139638 50.82 50.50 Bureau County SD #175,IL 121088AR9 09/15/10 12/01/19 107.871 VARIES 5.0816 0.150970 0.150465 0.149947 0.149417 0.148872 54.23 53.85 Bureau County SD #175,IL 121088AS7 09/15/10 12/01/20 108.435 VARIES 5.2817 0.157828 0.157338 0.156835 0.156318 0.155788 56.70 56.34 Bureau CNTYS SD #340, IL 121158BL2 08/14/12 12/01/14 102.681 VARIES 1.8371 0.052399 0.052685 0.053169 0.051616 7.19 19.02 Bureau CNTYS SD #340, IL 121158BM0 08/14/12 12/01/15 103.922 VARIES 2.0391 0.058864 0.059220 0.059824 0.057980 8.08 21.39 Bureau CNTYS SD #340, IL 121158BN8 08/14/12 12/01/16 106.028 VARIES 2.3387 0.068880 0.069359 0.070170 0.067699 9.45 25.07 Bureau CNTYS SD #340, IL 121158BP3 08/14/12 12/01/17 106.030 VARIES 2.6392 0.077735 0.078345 0.079378 0.076662 10.67 28.34 Bureau CNTYS SD #340, IL 121158BQ1 08/14/12 12/01/18 105.273 VARIES 2.9397 0.085964 0.086715 0.087990 0.085092 11.80 31.40 CBIZ, Inc. 124805AA0 05/30/06 06/01/26 100.000 VARIES 8.9994 0.351270 0.362760 0.374767 0.387315 0.400339 129.23 137.94 CBIZ, Inc. 124805AB8 05/30/06 06/01/26 100.000 VARIES 8.9994 0.351270 0.362760 0.374767 0.387315 0.400339 129.23 137.94 CapitalSource Inc. 14055XAG7 07/30/07 07/15/12 98.000 7.250 7.7433 17.45 0.012701 0.013193 2.55 Cardinal Health 409, Inc 14150BAA2 04/10/07 04/15/15 100.000 9.500 9.4999 0.259563 0.259563 0.260989 0.259563 0.260989 95.11 95.00 Carol Stream, IL 143735LM8 07/15/08 10/01/27 93.383 5.750 6.3510 6.89 0.006140 0.006335 0.006536 0.006744 0.006958 2.28 2.43 Carol Stream, IL 143735TM0 12/30/11 11/01/13 100.000 0.000 2.4994 0.069429 0.070012 0.070887 0.071773 25.19 21.43 Carol Stream, IL 143735TN8 12/30/11 11/01/14 100.000 0.000 2.8494 0.079153 0.079911 0.081049 0.082204 0.083375 28.75 29.53 Carol Stream, IL 143735TP3 12/30/11 11/01/15 100.000 0.000 3.3492 0.093035 0.094082 0.095658 0.097259 0.098888 33.84 34.92 Carol Stream, IL 143735TQ1 12/30/11 11/01/16 100.000 0.000 3.6494 0.101374 0.102617 0.104490 0.106396 0.108338 36.91 38.19 Carol Stream, IL 143735TR9 12/30/11 11/01/17 100.000 0.000 4.0492 0.112479 0.114010 0.116318 0.118673 0.121076 41.00 42.58 Carol Stream, IL 143735TS7 12/30/11 11/01/18 100.000 0.000 4.4492 0.123590 0.125439 0.128229 0.131082 0.133998 45.10 47.02 Carol Stream, IL 143735TT5 12/30/11 11/01/19 100.000 0.000 4.8492 0.134702 0.136897 0.140216 0.143616 0.147098 49.22 51.50 Carol Stream, IL 143735TU2 12/30/11 11/01/20 100.000 0.000 5.1992 0.144423 0.146946 0.150766 0.154686 0.158707 52.83 55.46 Carol Stream, IL 143735TV0 12/30/11 11/01/21 100.000 0.000 5.3992 0.149980 0.152701 0.156824 0.161057 0.165405 54.89 57.73 Carol Stream, IL 143735TW8 12/30/11 11/01/22 100.000 0.000 5.5992 0.155536 0.158463 0.162900 0.167460 0.172149 56.96 60.02 Carol Stream, IL 143735TX6 12/30/11 11/01/23 100.000 0.000 5.7993 0.161093 0.164233 0.168995 0.173895 0.178938 59.03 62.32 Carol Stream, IL 143735TY4 12/30/11 11/01/24 100.000 0.000 6.0492 0.168034 0.171451 0.176637 0.181979 0.187483 61.62 65.20 Carol Stream, IL 143735TZ1 12/30/11 11/01/25 100.000 0.000 6.1993 0.172205 0.175793 0.181242 0.186860 0.192653 63.18 66.94 Carol Stream, IL 143735UA4 12/30/11 11/01/26 100.000 0.000 6.3492 0.176369 0.180133 0.185852 0.191752 0.197839 64.74 68.69 Carol Stream, IL 143735UB2 12/30/11 11/01/27 100.000 0.000 6.4493 0.179148 0.183032 0.188934 0.195026 0.201315 65.78 69.86 Carol Stream, IL 143735UC0 12/30/11 11/01/28 100.000 0.000 6.5994 0.183318 0.187384 0.193567 0.199954 0.206552 67.34 71.61 Carol Stream, IL 143735UD8 12/30/11 11/01/29 100.000 0.000 6.6993 0.186094 0.190284 0.196658 0.203245 0.210054 68.38 72.79 Carol Stream, IL 143735UE6 12/30/11 11/01/30 100.000 0.000 6.7994 0.188875 0.193191 0.199759 0.206550 0.213573 69.42 73.96 Carol Stream, IL 143735UF3 12/30/11 11/01/31 100.000 0.000 6.8495 0.190265 0.194645 0.201311 0.208206 0.215336 69.95 74.55 Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29 100.000 VARIES 9.9395 0.741904 0.775588 0.810945 0.848060 0.887019 280.47 306.68 Century Alumium Company 156431AJ7 12/10/09 05/15/14 97.000 8.000 8.8326 12.54 0.018635 0.019458 0.020318 0.021215 0.022152 6.93 7.56 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Chesapeake Energy Corp. 165167BZ9 05/15/07 05/15/37 100.000 VARIES 6.7505 0.228628 0.234001 0.239555 0.245297 0.251233 83.78 87.81 Chesapeake Energy Corp. 165167CA3 08/14/07 05/15/37 97.625 VARIES 8.0008 0.275430 0.283671 0.292240 0.301153 0.310423 101.41 107.65 Chesapeake Energy Corp. 165167CB1 05/27/08 12/15/38 100.000 VARIES 8.0007 0.273558 0.282001 0.290782 0.299915 0.309412 100.28 106.62 Chesapeake Energy Corp. 165167CD7 02/02/09 02/15/15 97.750 9.500 10.0055 9.23 0.009977 0.010477 0.011001 0.011551 0.012129 3.82 4.21 Citigroup, Inc. 172967416 12/22/09 12/15/12 100.000 6.150 N/A 0.053381 0.023209 12.93 Citigroup, Inc. 172967432 12/22/09 12/15/12 100.000 6.150 N/A 0.053381 0.023209 12.93 Citibank CR Card Iss Tr 17305EEL5 06/25/08 06/20/12 94.946 6.300 7.7994 43.76 0.040089 6.78 Citigroup Global Markets 17307EBE2 07/01/04 09/07/16 51.400 0.000 5.5371 260.36 0.117053 0.120294 0.123624 0.127047 0.130564 43.47 45.91 Citigroup Funding, Inc. 17308CKY1 08/24/07 08/31/12 100.000 1.080 5.0702 0.163732 0.165314 40.08 Citigroup Funding, Inc. 17308CMW3 02/26/09 02/26/14 100.000 1.500 7.7625 0.252109 0.260277 0.268762 0.277576 0.286733 94.31 100.59 Citigroup Funding, Inc. 17308CMX1 04/28/09 04/28/14 100.000 VARIES 7.9615 0.261640 0.268738 0.279436 0.287242 0.298677 96.59 103.21 Citigroup Funding, Inc. 17308CMY9 06/29/09 06/29/14 100.000 VARIES 6.6887 0.188508 0.188001 0.187477 0.186936 0.186376 67.77 67.39 Citigroup Funding, Inc. 17308CMZ6 08/28/09 08/28/14 100.000 1.500 5.6150 0.169360 0.172945 0.176631 0.180420 0.184315 62.51 65.21 Citigroup Funding, Inc. 17308CNM4 02/12/10 02/12/20 100.000 VARIES 4.5259 0.118506 0.116944 0.116266 0.115573 0.115476 42.07 41.62 Citigroup Funding, Inc. 17308CNQ5 03/17/10 03/19/12 100.000 0.000 1.5048 0.042756 3.33 Citigroup Funding, Inc. 17308CPA8 04/29/10 04/29/25 100.000 VARIES 5.9021 0.153572 0.149906 0.146133 0.142248 0.142199 54.16 51.66 Citigroup Funding, Inc. 17308CPC4 05/07/10 05/07/20 100.000 VARIES 5.0486 0.133101 0.131534 0.130967 0.130386 0.130512 47.52 47.02 Citigroup Funding, Inc. 17308CPQ3 05/24/10 05/24/16 100.000 0.000 4.5502 0.135222 0.138299 0.141445 0.144663 0.147955 49.46 51.74 Citigroup Funding, Inc. 17308CPT7 06/30/10 06/30/25 100.000 VARIES 5.8893 0.155058 0.153295 0.151481 0.149613 0.149565 55.50 54.19 Citigroup Funding, Inc. 17308CQH2 09/28/10 09/28/15 100.000 VARIES 2.0287 0.012523 0.012650 0.012779 0.012908 0.013039 4.55 4.65 Citigroup Funding, Inc. 17308CRW8 06/29/11 12/21/16 100.000 0.500 3.5733 0.100718 0.102269 0.103848 0.105456 0.107092 36.57 37.71 Citigroup Funding, Inc. 1730T0AK5 05/15/06 05/15/36 11.570 0.000 7.3199 57.72 0.034935 0.036214 0.037539 0.038913 0.040337 12.93 13.89 Citigroup Funding, Inc. 1730T0BT5 02/14/07 02/14/37 100.000 VARIES 5.8403 0.156256 0.156308 0.156362 0.156417 0.156474 56.28 56.32 Citigroup Funding, Inc. 1730T0CU1 05/25/07 05/25/22* 100.000 VARIES 5.6847 0.145681 0.146114 34.13* Citigroup Funding, Inc. 1730T0DN6 08/06/07 08/06/37* 100.000 7.100 7.0999 0.260709 0.269965 57.72* Citigroup Funding, Inc. 1730T0EX3 01/30/08 01/30/13 100.000 2.000 4.5340 0.137904 0.139771 0.141680 50.55 4.11 Citigroup Funding, Inc. 1730T0FG9 02/08/08 02/09/15 100.000 0.250 4.4200 0.141950 0.144934 0.147983 0.151100 0.154286 52.50 54.73 Citigroup Funding, Inc. 1730T0FT1 05/28/08 05/28/13 100.000 VARIES 5.2999 0.176801 0.181486 0.186295 64.80 27.39 Citigroup Funding, Inc. 1730T0GD5 07/30/08 07/30/13 100.000 4.000 5.6733 0.166089 0.167648 0.169252 0.170901 60.55 35.67 Citigroup Funding, Inc. 1730T0GK9 08/29/08 08/29/13 100.000 VARIES 5.6500 0.161968 0.168373 0.166009 0.171637 60.95 40.87 Citigroup Funding, Inc. 1730T0GQ6 10/30/08 10/30/13 100.000 0.000 8.1000 0.285521 0.297085 0.309117 0.321636 106.31 94.68 Citigroup Funding, Inc. 1730T0GY9 04/28/09 04/28/24 100.000 VARIES 8.1831 0.209168 0.205082 0.200829 0.196402 0.197296 74.04 71.28 Citigroup Funding, Inc. 1730T0GZ6 05/28/09 05/28/24 100.000 VARIES 8.3422 0.211844 0.207356 0.202680 0.197810 0.198781 75.15 71.96 Citigroup Funding, Inc. 1730T0HA0 06/26/09 06/26/24 100.000 VARIES 8.1209 0.201857 0.196519 0.190963 0.185182 0.186354 71.65 67.68 Citigroup Funding, Inc. 1730T0HG7 08/27/09 08/27/24 100.000 VARIES 6.9432 0.176385 0.171901 0.167261 0.162460 0.157492 61.56 58.14 Citigroup Funding, Inc. 1730T0HL6 04/29/10 04/29/25 100.000 VARIES 5.9253 0.154232 0.150572 0.146803 0.142922 0.142894 54.40 51.91 Citigroup Funding, Inc. 1730T0HN2 04/29/10 04/29/30 100.000 VARIES 5.9941 0.148851 0.146344 0.143762 0.141102 0.140722 52.82 51.09 Citigroup Funding, Inc. 1730T0HQ5 10/29/09 10/29/24 100.000 VARIES 5.8766 0.149174 0.149541 0.149920 0.150309 0.150710 53.81 54.09 Citigroup Funding, Inc. 1730T0HY8 04/16/10 04/16/15 100.000 VARIES 1.3863 0.010120 0.010189 0.010260 0.010331 0.010403 3.67 3.72 Citigroup Funding, Inc. 1730T0JA8 04/26/10 04/26/20* 100.000 VARIES 5.0570 0.133033 15.30* Citigroup Funding, Inc. 1730T0JB6 05/28/10 05/28/25 100.000 VARIES 5.1185 0.134066 0.132952 0.131808 0.130636 0.130729 47.99 47.20 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Funding, Inc. 1730T0JC4 05/14/10 05/14/15 100.000 VARIES 1.6896 0.014081 0.014199 0.014319 0.014440 0.014562 5.10 5.19 Citigroup Funding, Inc. 1730T0JF7 06/29/10 06/29/22 100.000 VARIES 5.2411 0.137512 0.136429 0.135318 0.134177 0.134477 49.31 48.51 Citigroup Funding, Inc. 1730T0JG5 06/11/10 06/11/13 100.000 VARIES 2.1871 0.017399 0.017589 0.017782 6.31 2.85 Citigroup Funding, Inc. 1730T0JH3 06/24/10 06/24/20 100.000 VARIES 5.3515 0.149008 0.150375 0.151025 0.151693 0.151837 53.90 54.50 Citigroup Funding, Inc. 1730T0KE8 09/09/10 09/09/20 100.000 VARIES 4.7845 0.135461 0.136785 0.138141 0.139529 0.140594 49.30 50.26 Citigroup Funding, Inc. 1730T0KF5 09/14/10 09/14/15 100.000 VARIES 2.0255 0.019786 0.019485 0.019182 0.019376 0.019573 7.00 6.98 Citigroup Funding, Inc. 1730T0KG3 09/14/10 09/14/17 100.000 VARIES 2.5063 0.018696 0.018111 0.017519 0.017739 0.017961 6.50 6.39 Citigroup Funding, Inc. 1730T0KH1 09/23/10 09/23/17 100.000 VARIES 2.6179 0.018488 0.018730 0.018976 0.019224 0.019476 6.75 6.93 Citigroup Funding, Inc. 1730T0KJ7 09/30/10 09/30/20* 100.000 VARIES 4.6622 0.131744 0.132901 13.19* Citigroup Funding, Inc. 1730T0KK4 10/13/10 10/13/15 100.000 VARIES 2.0006 0.019118 0.018832 0.018543 0.018728 0.018915 6.79 6.74 Citigroup Funding, Inc. 1730T0KR9 10/29/10 10/29/15 100.000 VARIES 1.9200 0.017073 0.016827 0.016579 0.016738 0.016899 6.07 6.02 Citigroup Funding, Inc. 1730T0KT5 11/04/10 11/04/20 100.000 VARIES 2.4350 0.022702 0.021601 0.020487 0.020736 0.020989 7.85 7.45 Citigroup Funding, Inc. 1730T0KU2 11/04/10 11/04/20 100.000 VARIES 2.5364 0.025184 0.023913 0.022625 0.022912 0.023203 8.69 8.23 Citigroup Funding, Inc. 1730T0KV0 11/19/10 11/19/30 100.000 VARIES 5.1245 0.135320 0.131670 0.127926 0.128175 0.128430 47.75 46.12 Citigroup Funding, Inc. 1730T0KW8 11/30/10 11/28/16 100.000 0.000 3.8990 0.112546 0.114740 0.116977 0.119257 0.121582 41.06 42.67 Citigroup Funding, Inc. 1730T0KX6 11/23/10 11/23/16 100.000 VARIES 1.4929 0.018283 0.018419 0.018557 0.018695 0.018835 6.62 6.72 Citigroup Funding, Inc. 1730T0KY4 11/19/10 11/19/20 100.000 VARIES 4.7108 0.129151 0.129838 0.130541 0.130928 0.131325 46.68 47.10 Citigroup Funding, Inc. 1730T0KZ1 11/09/10 11/09/30 100.000 VARIES 5.5698 0.145415 0.140569 0.135587 0.132967 0.130274 50.97 48.06 Citigroup Funding, Inc. 1730T0LA5 11/15/10 11/15/15 100.000 VARIES 1.7358 0.009121 0.009200 0.009280 0.009360 0.009442 3.31 3.36 Citigroup Funding, Inc. 1730T0LB3 11/15/10 11/15/20 100.000 VARIES 2.2798 0.018969 0.018108 0.017236 0.017433 0.017632 6.59 6.26 Citigroup Funding, Inc. 1730T0LT4 03/14/11 03/18/13 100.000 0.000 1.5300 0.042835 0.043163 0.043493 15.55 3.35 Citigroup Funding, Inc. 1730T0LU1 03/30/11 09/21/16 100.000 0.500 3.9296 0.110937 0.112843 0.114788 0.116770 0.118792 40.67 42.08 Citigroup Funding, Inc. 1730T0LW7 03/16/11 03/16/26* 100.000 VARIES 4.7595 0.130067 9.76* Citigroup Funding, Inc. 1730T0LZ0 03/31/11 04/01/26* 100.000 VARIES 5.1428 0.141680 0.140481 38.04* Citigroup Funding, Inc. 1730T0MA4 04/01/11 04/01/21 100.000 VARIES 5.0031 0.138926 0.138874 0.138821 0.138767 0.138778 49.99 49.96 Citigroup Funding, Inc. 1730T0MB2 04/28/11 10/26/16 100.000 0.500 3.6902 0.104125 0.105790 0.107485 0.109212 0.110971 38.00 39.23 Citigroup Funding, Inc. 1730T0ME6 04/26/11 04/26/21 100.000 VARIES 1.9784 0.018706 0.018002 0.017292 0.016575 0.016739 6.52 6.06 Citigroup Funding, Inc. 1730T0MQ9 06/29/11 06/27/18 100.000 0.000 3.9199 0.110999 0.113174 0.115392 0.117654 0.119960 40.37 41.97 Citigroup Funding, Inc. 1730T0MR7 06/20/11 06/20/21 100.000 VARIES 4.6545 0.129070 0.128842 0.128862 0.128883 0.128905 46.42 46.39 Citigroup Funding, Inc. 1730T0MU0 07/28/11 01/25/17 100.000 0.500 3.3819 0.093944 0.095275 0.096651 0.098051 0.099474 34.48 35.49 Citigroup Funding, Inc. 1730T0NB1 08/10/11 08/08/13 100.000 0.000 1.7601 0.048893 0.049318 0.049752 0.050190 17.80 10.88 Citigroup Funding, Inc. 1730T0ND7 08/05/11 08/05/21 100.000 VARIES 3.3224 0.092289 0.092438 0.092589 0.092743 0.092899 33.29 33.41 Citigroup Funding, Inc. 1730T0NH8 08/30/11 02/24/17 100.000 0.500 3.8048 0.105692 0.107380 0.109159 0.110971 0.112818 38.79 40.09 Citigroup Funding, Inc. 1730T0NK1 08/26/11 08/26/16 100.000 VARIES 1.7275 0.011543 0.011161 0.010775 0.010868 0.010962 3.99 3.92 Citigroup Funding, Inc. 1730T0NM7 08/31/11 08/31/21 100.000 VARIES 2.3031 0.018988 0.018009 0.017513 0.016437 0.015897 6.59 6.00 Citigroup Funding, Inc. 1730T0NN5 09/07/11 09/07/18 100.000 VARIES 2.5979 0.021137 0.020510 0.019874 0.019230 0.018578 7.35 6.89 Citigroup Funding, Inc. 1730T0NQ8 09/29/11 09/29/26 100.000 VARIES 6.2445 0.173459 0.172154 0.170807 0.169419 0.167987 61.97 60.98 Citigroup Funding, Inc. 1730T0NS4 09/29/11 09/27/17 100.000 0.500 4.1394 0.114985 0.117054 0.119190 0.121369 0.123594 42.16 43.71 Citigroup Funding, Inc. 1730T0PD5 10/28/11 10/27/17 100.000 0.500 3.9008 0.108357 0.110189 0.112067 0.113982 0.115934 39.58 40.94 Citigroup Funding, Inc. 1730T0PS2 11/10/11 11/10/14 100.000 VARIES 2.9384 0.013819 0.013431 0.013036 0.013228 0.013422 4.87 4.75 Citigroup Funding, Inc. 1730T0QC6 11/28/11 11/28/17 100.000 0.500 4.2510 0.118085 0.120299 0.122561 0.124871 0.127230 43.06 44.69 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Funding, Inc. 1730T0QM4 12/05/11 12/05/16 100.000 VARIES 2.9298 0.081384 0.081157 0.080926 0.080691 0.080454 29.25 29.08 Citigroup Funding, Inc. 1730T0QN2 12/21/11 12/19/13 100.000 0.000 3.7402 0.103896 0.105817 0.107796 0.109812 37.80 37.88 Citigroup Funding, Inc. 1730T0QQ5 12/22/11 12/24/13 100.000 1.500 3.7373 0.103827 0.104989 0.106172 0.107377 37.60 37.70 Citigroup Funding, Inc. 1730T0VR7 01/23/12 01/23/16 100.000 VARIES 3.3341 0.021477 0.020471 0.019449 0.019773 7.10 7.08 Citigroup Funding, Inc. 1730T0VU0 02/01/12 02/01/15 100.000 VARIES 2.5688 0.021272 0.020746 0.020214 0.020473 6.94 7.33 Citigroup Funding, Inc. 1730T0WA3 02/28/12 08/27/15 100.000 0.000 2.6600 0.073890 0.074868 0.075863 0.076872 22.51 27.38 Citigroup Funding, Inc. 1730T0WC9 02/15/12 02/14/16 100.000 VARIES 2.0055 0.009709 0.009429 0.009145 0.009236 3.03 3.32 Citigroup Funding, Inc. 1730T0WF2 02/24/12 02/24/20 100.000 VARIES 2.8625 0.010264 0.009871 0.009471 0.009066 3.10 3.38 Citigroup Funding, Inc. 1730T0WK1 03/29/12 03/30/16 100.000 1.000 2.5858 0.071829 0.071833 0.072403 0.072980 0.073564 19.59 26.27 Citigroup Funding, Inc. 1730T0WN5 03/16/12 03/16/15 100.000 VARIES 1.3116 0.009381 0.092600 0.091385 0.091984 2.66 3.31 Citigroup Funding, Inc. 1730T0WR6 03/30/12 03/30/22 100.000 VARIES 3.8302 0.106396 0.105774 0.105140 0.105518 28.78 37.94 Citigroup Funding, Inc. 1730T0WU9 04/02/12 04/02/16 100.000 VARIES 1.4378 0.010119 0.009907 0.009694 0.009763 2.70 3.52 Citigroup Funding, Inc. 1730T0XG9 05/30/12 06/07/18 100.000 0.500 3.6727 0.102022 0.102085 0.103705 0.105354 0.107034 21.58 37.71 Citigroup Funding, Inc. 1730T0XP9 06/05/12 06/05/15 100.000 VARIES 1.3507 0.007883 0.007778 0.007673 0.007725 1.62 2.78 Citigroup Funding, Inc. 1730T0XW4 06/20/12 06/20/15 100.000 VARIES 1.7222 0.007064 0.006945 0.006826 0.006885 1.35 2.48 Citigroup Funding, Inc. 1730T0XX2 08/06/12 08/04/16 100.000 0.000 2.5430 0.070639 0.071527 0.072437 10.24 25.85 Citigroup Funding, Inc. 1730T0YD5 08/30/12 03/02/18 100.000 0.750 2.7849 0.077359 0.077368 0.078155 0.078953 9.36 28.18 Citigroup Funding, Inc. 17311G250 12/21/07 07/17/12* 100.000 0.000 5.0040 0.165849 2.65* Citigroup Funding, Inc. 17311G540 08/24/07 08/31/12 100.000 2.800 5.0771 0.153448 0.153702 37.33 Citigroup Funding, Inc. 17311GBD3 10/10/07 10/10/14 100.000 0.000 5.1599 0.175730 0.180264 0.184915 0.189686 0.194580 64.82 68.21 Citigroup Funding, Inc. 17313G746 04/29/08 05/07/13 100.000 0.000 5.5901 0.188565 0.193836 0.199254 69.41 25.11 Citigroup Funding, Inc. 17313T250 10/29/09 11/08/12 100.000 0.000 3.5401 0.105581 0.107449 32.75 Citigroup Funding, Inc. 17313T375 08/28/09 02/27/12 100.000 0.000 4.0753 0.122705 6.87 Citigroup Funding, Inc. 17314V346 05/27/10 05/26/16 100.000 0.000 4.4491 0.132004 0.134940 0.137942 0.141011 0.144148 48.26 50.43 Citigroup Funding, Inc. 17314V569 03/30/10 09/28/15 100.000 0.000 4.6162 0.137281 0.140450 0.143692 0.147008 0.150401 50.59 52.95 Citigroup Funding, Inc. 17314V585 02/17/10 02/14/14 100.000 0.000 3.4655 0.101327 0.103083 0.104869 0.106686 0.108535 37.28 38.58 Citigroup Funding, Inc. 17314V593 02/17/10 02/14/13 100.000 0.000 2.5263 0.072854 0.073774 0.074706 26.65 3.21 Citigroup Funding, Inc. 17314V668 02/25/10 08/26/15 100.000 0.000 4.3617 0.129278 0.132097 0.134978 0.137922 0.140930 47.76 49.87 Citigroup Funding, Inc. 17314V767 01/28/10 07/29/15 100.000 0.000 4.4348 0.131585 0.134503 0.137486 0.140534 0.143651 48.79 50.98 Citigroup Funding, Inc. 17314V841 12/29/09 06/24/15 100.000 0.000 3.7789 0.113073 0.115210 0.117387 0.119605 0.121864 41.12 42.69 Citigroup Funding, Inc. 17316G784 10/28/10 10/27/16 100.000 0.000 3.6054 0.103786 0.105657 0.107562 0.109501 0.111475 37.94 39.32 Citigroup Funding, Inc. 17317U360 01/30/12 01/29/15 100.000 0.000 3.4204 0.095014 0.096630 0.098282 0.099963 31.70 35.59 Citigroup Funding, Inc. 17317U717 08/30/11 11/23/16 100.000 0.000 3.7251 0.104365 0.106309 0.108289 0.110306 0.112361 38.07 39.50 Citigroup Funding, Inc. 17318Q574 10/02/12 09/27/18 100.000 0.000 2.4948 0.069300 0.070141 0.071015 6.17 25.26 Clark CNTY SCH DIST, NV 181059QF6 07/08/10 06/15/24 91.490 5.510 6.4444 5.90 0.011747 0.012126 0.012517 0.012920 0.013336 4.31 4.59 Clark CNTY SCH DIST, NV 181059QG4 07/08/10 06/15/20 94.976 5.510 6.1946 5.70 0.011322 0.011673 0.012035 0.012407 0.012792 4.15 4.41 Clark CNTY SCH DIST, NV 181059QH2 07/08/10 06/15/20 94.976 5.510 6.1946 5.70 0.011322 0.011673 0.012035 0.012407 0.012792 4.15 4.41 Cogent Communications 19239VAA2 06/11/07 06/15/14 97.750 1.000 1.3372 14.38 0.009062 0.009122 0.009183 0.009245 0.009306 3.27 3.32 Cogent Communications 19239VAB0 06/11/07 06/15/14 97.750 1.000 1.3372 14.38 0.009062 0.009122 0.009183 0.009245 0.009306 3.27 3.32 Community Unit SD #5, IL 193863AG2 06/26/08 12/01/12 102.941 VARIES 4.8027 0.134308 0.133865 44.24 Community Unit SD #5, IL 193863AH0 06/26/08 12/01/13 102.730 VARIES 4.9590 0.139153 0.138815 0.138469 0.138114 50.01 45.63 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Community Unit SD #5, IL 193863AJ6 06/26/08 12/01/14 102.273 VARIES 5.1132 0.143545 0.143309 0.143067 0.142818 0.142564 51.62 51.44 Comcast Corporation 200300507 10/15/99 10/15/29 100.000 2.000 10.5154 0.864649 0.907189 0.951966 0.999096 1.048705 325.57 358.54 Comcast Corporation 200300606 11/15/99 11/15/29 100.000 2.000 10.3810 0.839777 0.880483 0.923301 0.968341 1.015720 313.49 344.75 CompuCredit Corporation 20478NAA8 05/27/05 05/30/25 100.000 VARIES 9.1300 0.369994 0.378183 0.396992 0.403420 0.423819 137.79 146.94 CompuCredit Corporation 20478NAB6 05/27/05 05/30/25 100.000 VARIES 9.1300 0.369994 0.378183 0.396992 0.403420 0.423819 137.79 146.94 CompuCredit Corporation 20478NAC4 11/23/05 01/31/36 100.000 5.875 N/A 0.301581 0.311376 0.314691 0.327025 0.329011 114.18 119.30 CompuCredit Corporation 20478NAD2 11/23/05 01/31/36 100.000 5.875 N/A 0.301581 0.311376 0.314691 0.327025 0.329011 114.18 119.30 Conseco, Inc. 208464BG1 08/15/05 09/30/35 99.000 3.500 7.3752 0.269099 0.279023 0.289312 0.299262 0.309580 100.50 107.79 Conseco, Inc. 208464BH9 08/15/05 09/30/35 99.000 3.500 7.3752 0.269099 0.279023 0.289312 0.299262 0.309580 100.50 107.79 Convergys Corporation 212485AE6 10/13/09 09/15/29 114.396 VARIES 14.1017 0.534574 0.561004 0.589298 0.619587 0.652012 203.00 224.25 Cook County, Illinois 213309KR7 04/28/05 12/01/16 52.896 0.000 5.5696 234.39 0.117553 0.120827 0.124191 0.127650 0.131205 43.11 45.54 Cook County, Illinois 213309KS5 04/28/05 12/01/17 49.824 0.000 5.6095 222.64 0.111807 0.114943 0.118167 0.121481 0.124888 41.01 43.34 Cook County, Illinois 213309KT3 04/28/05 12/01/18 46.339 0.000 5.7396 212.76 0.107288 0.110367 0.113534 0.116792 0.120144 39.37 41.66 Cook County, Illinois 213309KU0 04/28/05 12/01/19 43.603 0.000 5.7697 201.44 0.101678 0.104612 0.107630 0.110734 0.113929 37.31 39.49 Cook County, Illinois 213309KV8 04/28/05 12/01/20 40.881 0.000 5.8197 190.81 0.096466 0.099273 0.102162 0.105134 0.108194 35.40 37.49 Cook County, IL SD #88 214183KP9 06/15/10 06/01/30 25.818 0.000 6.8998 28.55 0.054641 0.056526 0.058476 0.060494 0.062581 20.13 21.54 Cook County, IL SD #88 214183KR5 06/15/10 12/01/26 33.796 0.000 6.6997 36.25 0.069256 0.071576 0.073974 0.076452 0.079013 25.49 27.23 Cook County, IL SD #88 214183KS3 06/15/10 12/01/27 31.374 0.000 6.7498 33.91 0.064819 0.067007 0.069268 0.071606 0.074023 23.86 25.50 Cook County, IL SD #88 214183KT1 06/15/10 12/01/28 29.098 0.000 6.7998 31.70 0.060605 0.062666 0.064796 0.066999 0.069277 22.31 23.86 Cook County, IL SD #88 214183KU8 06/15/10 12/01/29 26.961 0.000 6.8498 29.59 0.056607 0.058546 0.060551 0.062625 0.064770 20.85 22.30 Cook County, IL SD #89 214201FX8 09/07/05 12/01/12 70.159 0.000 4.9590 254.54 0.131167 0.134419 43.87 Cook County, IL SD #89 214201FY6 09/07/05 12/01/13 66.377 0.000 5.0390 245.29 0.126713 0.129905 0.133178 0.136534 46.39 44.55 Cook County, IL SD #89 214201FZ3 09/07/05 12/01/14 62.531 0.000 5.1492 236.91 0.122800 0.125962 0.129205 0.132532 0.135944 44.97 47.31 Cook County, IL SD #89 214201GB5 12/13/07 12/01/14 67.830 0.000 5.6497 171.76 0.132781 0.136532 0.140389 0.144355 0.148433 48.70 51.50 Cook County, IL SD #89 214201GC3 12/13/07 12/01/15 63.659 0.000 5.7497 164.35 0.127313 0.130973 0.134739 0.138612 0.142597 46.71 49.44 Cook County, IL SD #89 214201GD1 12/13/07 12/01/16 59.629 0.000 5.8497 156.91 0.121795 0.125358 0.129024 0.132798 0.136682 44.70 47.36 Cook County, IL SD #89 214201GE9 12/13/07 12/01/17 55.745 0.000 5.9498 149.47 0.116259 0.119718 0.123279 0.126947 0.130724 42.69 45.26 Cook County, IL SD #89 214201GF6 12/13/07 12/01/18 52.014 0.000 6.0498 142.06 0.110726 0.114075 0.117526 0.121081 0.124744 40.67 43.17 Cook County, IL SD #89 214201GG4 12/13/07 12/01/19 48.439 0.000 6.1497 134.73 0.105223 0.108459 0.111794 0.115231 0.118774 38.66 41.07 Cook County, IL SD #89 214201GH2 12/13/07 12/01/20 45.022 0.000 6.2498 127.49 0.099775 0.102893 0.106108 0.109424 0.112843 36.67 39.00 Cook County, IL SD #89 214201GJ8 12/13/07 12/01/21 41.765 0.000 6.3498 120.38 0.094401 0.097399 0.100491 0.103682 0.106973 34.71 36.95 Cook County, IL SD #89 214201GK5 12/13/07 12/01/22 38.951 0.000 6.3998 113.25 0.088904 0.091749 0.094685 0.097714 0.100841 32.69 34.82 Cook County, IL SD #89 214201GL3 12/13/07 12/01/23 36.291 0.000 6.4498 106.44 0.083641 0.086338 0.089122 0.091996 0.094963 30.76 32.78 Cook County, IL SD #89 214201GM1 12/13/07 12/01/24 33.947 0.000 6.4698 99.91 0.078541 0.081082 0.083705 0.086413 0.089208 28.89 30.79 Cook County, IL SD #89 214201GP4 11/29/10 12/15/24 34.234 0.000 7.7796 29.71 0.080123 0.083240 0.086478 0.089842 0.093336 29.51 31.85 Cook County, IL SD #89 214201GQ2 11/29/10 12/15/25 30.724 0.000 7.9996 27.44 0.074106 0.077070 0.080153 0.083359 0.086693 27.31 29.54 Cook County, IL SD #89 214201GR0 11/29/10 12/15/26 109.444 VARIES 7.6950 0.233614 0.233251 0.232873 0.232482 0.232075 84.02 83.75 Cook County, IL SD #89 214201GS8 11/29/10 12/15/26 27.332 0.000 8.2496 25.19 0.068156 0.070967 0.073895 0.076943 0.080116 25.13 27.25 Cook County, IL SD #104 214471HQ0 12/30/02 12/01/22 21.989 0.000 7.7496 216.19 0.093272 0.096886 0.100641 0.104540 0.108591 34.45 37.17 Cook County, IL SD #104 214471JU9 02/08/07 12/01/12 73.485 0.000 5.3685 217.79 0.141432 0.145229 47.36 Cook County, IL SD #104 214471JV7 02/08/07 12/01/13 69.553 0.000 5.3989 207.45 0.134813 0.138452 0.142190 0.146028 49.41 47.61 Cook County, IL SD #123 214651JV4 10/15/07 12/01/13 71.288 0.000 5.5988 186.74 0.139262 0.143160 0.147168 0.151288 51.07 49.31 Cook County, IL SD #123 214651JW2 10/15/07 12/01/14 66.759 0.000 5.7491 180.08 0.134726 0.138598 0.142582 0.146681 0.150897 49.43 52.32 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL SD #123 214651JX0 10/15/07 12/01/15 62.337 0.000 5.8991 173.03 0.129864 0.133695 0.137638 0.141698 0.145877 47.67 50.53 Cook County, IL SD #123 214651JY8 10/15/07 12/01/16 58.297 0.000 5.9991 164.87 0.124003 0.127723 0.131554 0.135500 0.139564 45.54 48.31 Cook County, IL SD #123 214651JZ5 10/15/07 12/01/17 54.681 0.000 6.0492 156.09 0.117518 0.121073 0.124735 0.128507 0.132394 43.16 45.81 Cook County, IL SD #123 214651KA8 10/15/07 12/01/18 51.240 0.000 6.0992 147.61 0.111256 0.114649 0.118145 0.121748 0.125461 40.87 43.40 Cook County, IL SD #123 214651KB6 10/15/07 12/01/19 48.025 0.000 6.1392 139.37 0.105129 0.108356 0.111682 0.115111 0.118644 38.62 41.03 Cook County, IL SD #123 214651KC4 10/15/07 12/01/20 44.691 0.000 6.2294 131.82 0.099626 0.102729 0.105929 0.109228 0.112631 36.61 38.93 Cook County, IL SD #123 214651KD2 10/15/07 12/01/21 41.802 0.000 6.2694 124.19 0.093935 0.096880 0.099917 0.103049 0.106279 34.53 36.72 Cook County, IL SD #123 214651KE0 10/15/07 12/01/22 39.242 0.000 6.2794 116.79 0.088358 0.091132 0.093994 0.096945 0.099989 32.48 34.55 Cook County, IL SD #123 214651KF7 10/15/07 12/01/23 36.831 0.000 6.2895 109.81 0.083097 0.085710 0.088405 0.091185 0.094053 30.54 32.50 Cook County, IL SD #123 214651KG5 10/15/07 12/01/24 34.562 0.000 6.2995 103.23 0.078132 0.080593 0.083132 0.085750 0.088451 28.72 30.56 Cook County, IL SD #123 214651KH3 10/15/07 12/01/25 32.426 0.000 6.3095 97.02 0.073451 0.075768 0.078158 0.080624 0.083167 27.00 28.73 Cook County, IL SD #123 214651KJ9 10/15/07 12/01/26 30.417 0.000 6.3195 91.17 0.069035 0.071217 0.073467 0.075788 0.078183 25.38 27.01 Cook County, IL SD #123 214651KK6 10/15/07 06/01/27 29.429 0.000 6.3295 88.37 0.066926 0.069044 0.071229 0.073484 0.075809 24.60 26.19 Cook County, IL SD #127 214723CV8 09/07/05 12/01/19 46.971 0.000 5.3794 187.21 0.097724 0.100352 0.103052 0.105823 0.108670 35.81 37.77 Cook County, IL SD #127 214723CW6 09/07/05 12/01/20 44.082 0.000 5.4494 178.36 0.093304 0.095847 0.098458 0.101141 0.103897 34.20 36.09 Cook County, IL SD #127 214723CX4 09/07/05 12/01/21 41.315 0.000 5.5194 169.67 0.088948 0.091402 0.093925 0.096517 0.099181 32.61 34.44 Cook County, IL SD #127 214723CY2 09/07/05 12/01/22 38.734 0.000 5.5794 161.09 0.084605 0.086965 0.089391 0.091885 0.094448 31.03 32.78 Cook County, IL SD #127 214723CZ9 09/07/05 12/01/23 36.271 0.000 5.6395 152.75 0.080372 0.082638 0.084968 0.087364 0.089828 29.48 31.17 Cook County, IL SD #127 214723DA3 09/07/05 12/01/24 33.990 0.000 5.6895 144.63 0.076214 0.078382 0.080612 0.082905 0.085264 27.96 29.57 Cook County, IL SD #127 214723DC9 09/07/05 12/01/13 66.537 0.000 5.0090 244.20 0.126033 0.129190 0.132425 0.135742 46.13 44.30 Cook County, IL SD #133 214813BZ9 06/26/12 12/15/16 98.000 4.250 N/A 0.014832 0.015171 0.015542 0.015921 2.75 5.54 Cook County, IL SD #133 214813CA3 06/26/12 12/15/20 98.000 5.000 N/A 0.006913 0.007087 0.007276 0.007471 1.28 2.59 Cook County, Illinois 215030CN5 01/08/04 12/01/12 63.060 0.000 5.2494 323.06 0.138454 0.142088 46.34 Cook County, Illinois 215030CP0 01/08/04 12/01/13 58.732 0.000 5.4494 314.81 0.135941 0.139645 0.143450 0.147358 49.83 48.04 Cook County, Illinois 215030CQ8 01/08/04 12/01/14 54.489 0.000 5.6495 305.18 0.132777 0.136528 0.140385 0.144350 0.148428 48.70 51.49 Cook County, Illinois 215030CR6 01/08/04 12/01/15 50.650 0.000 5.7994 292.93 0.128166 0.131883 0.135707 0.139642 0.143691 47.03 49.80 Cook County, IL SD #148 215075FA5 07/09/08 12/01/27 94.524 6.000 6.6229 0.009018 0.009317 0.009626 0.009944 0.010274 3.32 3.54 Cook County, Illinois 215093EV3 06/17/03 12/01/13 59.669 0.000 4.9998 313.04 0.125823 0.128968 0.132192 0.135497 46.05 44.22 Cook County, Illinois 215093EW1 06/17/03 12/01/14 55.539 0.000 5.1998 305.60 0.123824 0.127043 0.130346 0.133735 0.137212 45.35 47.74 Cook County, Illinois 215093EX9 06/17/03 12/01/15 51.495 0.000 5.3998 296.74 0.121204 0.124476 0.127837 0.131288 0.134833 44.42 46.85 Cook County, IL SD #153 215183FW9 12/10/03 12/01/12 60.122 0.000 5.7499 348.20 0.150917 0.155256 50.58 Cook County, IL SD #153 215183FX7 12/10/03 12/01/13 55.449 0.000 5.9998 338.44 0.148078 0.152521 0.157096 0.161809 54.38 52.69 Cook County, IL SD #153 215183FY5 12/10/03 12/01/14 51.438 0.000 6.1497 323.73 0.142443 0.146823 0.151338 0.155991 0.160788 52.33 55.60 Cook County, IL SD #153 215183FZ2 12/10/03 12/01/15 47.578 0.000 6.2999 308.59 0.136546 0.140847 0.145284 0.149860 0.154581 50.19 53.40 Cook County, IL SD #153 215183GJ7 05/14/08 12/15/13 74.458 0.000 5.3491 157.36 0.133700 0.137276 0.140948 0.144718 48.89 49.16 Cook County, IL SD #153 215183GK4 05/14/08 12/15/14 69.640 0.000 5.5691 153.77 0.131196 0.134849 0.138604 0.142463 0.146430 48.01 50.72 Cook County, IL SD #153 215183GL2 05/14/08 12/15/15 64.808 0.000 5.7992 149.56 0.128162 0.131879 0.135703 0.139638 0.143687 46.93 49.69 Cook County, IL SD #153 215183GM0 05/14/08 12/15/16 59.694 0.000 6.0984 145.70 0.123393 0.127155 0.131753 0.135028 0.139910 45.99 48.83 Cook County, IL SD #153 215183GN8 05/14/08 12/15/17 55.331 0.000 6.2694 139.08 0.120245 0.124014 0.127902 0.131911 0.136046 44.09 46.90 Cook County, IL SD #153 215183GP3 05/14/08 12/15/18 51.329 0.000 6.3994 131.97 0.114378 0.118038 0.121814 0.125712 0.129735 41.95 44.68 Cook County, IL SD #153 215183GQ1 05/14/08 12/15/19 47.338 0.000 6.5593 125.07 0.108723 0.112289 0.115972 0.119775 0.123703 39.90 42.56 Cook County, IL SD #155 215219EG7 02/01/01 12/01/14 37.337 0.000 7.2490 439.16 0.162632 0.168526 0.174635 0.180964 0.187523 59.97 64.39 Cook County, IL SD #155 215219EH5 02/01/01 12/01/15 34.277 0.000 7.3490 411.06 0.152950 0.158570 0.164397 0.170438 0.176701 56.42 60.64 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL SD #155 215219FN1 06/30/03 12/01/18 44.637 0.000 5.2998 250.09 0.102079 0.104784 0.107561 0.110411 0.113337 37.40 39.41 Cook County, IL SD #155 215219FP6 06/30/03 12/01/19 41.690 0.000 5.3998 238.99 0.097939 0.100583 0.103299 0.106088 0.108952 35.89 37.86 Cook County, IL SD #155 215219FQ4 06/30/03 12/01/20 39.193 0.000 5.4498 227.23 0.093307 0.095850 0.098462 0.101145 0.103901 34.20 36.09 Cook County, IL SD #155 215219FR2 06/30/03 12/01/21 36.482 0.000 5.5497 216.30 0.089172 0.091647 0.094190 0.096803 0.099490 32.70 34.54 Cook County, IL SD #155 215219FS0 06/30/03 12/01/22 33.892 0.000 5.6497 205.43 0.085029 0.087431 0.089901 0.092440 0.095052 31.19 32.98 Cook County, IL SD #155 215219GA8 06/02/05 12/01/15 59.242 0.000 5.0500 230.17 0.114910 0.117811 0.120786 0.123836 0.126963 42.07 44.22 Cook County, IL SD #155 215219GB6 06/02/05 12/01/16 55.669 0.000 5.1601 221.77 0.111103 0.113970 0.116910 0.119927 0.123021 40.69 42.81 Cook County, IL SD #155 215219GC4 06/02/05 12/01/17 52.327 0.000 5.2501 212.69 0.106863 0.109668 0.112547 0.115501 0.118533 39.15 41.23 Cook County, IL SD #155 215219GD2 06/02/05 12/01/18 49.294 0.000 5.3100 203.03 0.102206 0.104919 0.107705 0.110565 0.113500 37.45 39.46 Cook County, IL SD #155 215219GE0 06/02/05 12/01/19 46.448 0.000 5.3600 193.42 0.097520 0.100133 0.102817 0.105573 0.108402 35.74 37.68 Cook County, IL SD #155 215219GF7 06/02/05 12/01/20 43.922 0.000 5.3801 183.70 0.092678 0.095171 0.097732 0.100361 0.103060 33.96 35.82 Cook County, IL SD #155 215219GG5 06/02/05 12/01/21 41.054 0.000 5.4700 175.07 0.088576 0.090999 0.093488 0.096044 0.098671 32.47 34.27 Cook County, IL SD #155 215219GH3 06/02/05 12/01/22 38.699 0.000 5.5000 166.09 0.084112 0.086426 0.088802 0.091244 0.093754 30.84 32.56 Cook County, IL SD #155 215219GQ3 06/02/05 12/01/23 36.261 0.000 5.5600 157.62 0.079977 0.082201 0.084486 0.086835 0.089249 29.33 30.98 Cook County, IL SD #155 215219GR1 06/02/05 12/01/24 34.002 0.000 5.6100 149.37 0.075909 0.078038 0.080227 0.082477 0.084791 27.84 29.42 Cook County, IL SD #155 215219HB5 06/29/06 12/01/16 54.002 0.000 5.9995 207.81 0.124009 0.127729 0.131561 0.135507 0.139572 45.54 48.31 Cook County, IL SD #155 215219HC3 06/29/06 12/01/17 50.621 0.000 6.0495 196.67 0.117522 0.121077 0.124739 0.128512 0.132399 43.16 45.81 Cook County, IL SD #155 215219HD1 06/29/06 12/01/18 47.405 0.000 6.0996 185.95 0.111260 0.114653 0.118150 0.121753 0.125467 40.87 43.40 Cook County, IL SD #155 215219HE9 06/29/06 12/01/19 44.524 0.000 6.1196 175.31 0.104953 0.108164 0.111474 0.114885 0.118400 38.56 40.95 Cook County, IL SD #155 215219HF6 06/29/06 12/01/20 41.744 0.000 6.1496 165.30 0.099038 0.102083 0.105222 0.108457 0.111792 36.39 38.66 Cook County, IL SD #155 215219HG4 06/29/06 12/01/21 39.173 0.000 6.1696 155.70 0.093339 0.096219 0.099187 0.102247 0.105401 34.30 36.44 Cook County, IL SD #155 215219HH2 06/29/06 12/01/22 36.688 0.000 6.1996 146.65 0.087981 0.090709 0.093520 0.096419 0.099408 32.33 34.37 Cook County, IL SD #155 215219HJ8 06/29/06 12/01/23 34.398 0.000 6.2197 138.01 0.082845 0.085421 0.088077 0.090817 0.093641 30.44 32.37 Cook County, IL SD #155 215219HK5 06/29/06 12/01/24 32.181 0.000 6.2498 129.84 0.078003 0.080441 0.082954 0.085547 0.088220 28.67 30.49 Cook County, IL SD #155 215219HL3 06/29/06 12/01/25 30.147 0.000 6.2697 122.08 0.073382 0.075683 0.078055 0.080502 0.083026 26.97 28.69 Cook County, IL SD #155 215219HM1 06/29/06 06/01/26 29.062 0.000 6.2996 118.34 0.071191 0.073434 0.075747 0.078133 0.080594 26.17 27.84 Cook County, IL SD #155 215219JF4 06/29/06 12/01/12 69.397 0.000 5.7692 255.28 0.151398 0.155765 50.75 Cook County, IL SD #155 215219JG2 06/29/06 12/01/13 65.418 0.000 5.7993 242.09 0.143688 0.147855 0.152142 0.156554 52.73 51.00 Cook County, IL SD #155 215219JH0 06/29/06 12/01/14 61.530 0.000 5.8495 229.96 0.136678 0.140675 0.144789 0.149024 0.153383 50.17 53.14 Cook County, IL SD #155 215219JJ6 06/29/06 12/01/15 57.818 0.000 5.8994 218.22 0.129869 0.133700 0.137643 0.141703 0.145883 47.68 50.53 Cook County, IL SD #155 215219JK3 06/29/06 12/01/16 54.002 0.000 5.9995 207.81 0.124009 0.127729 0.131561 0.135507 0.139572 45.54 48.31 Cook County, IL SD #155 215219JL1 06/29/06 12/01/17 50.621 0.000 6.0495 196.67 0.117522 0.121077 0.124739 0.128512 0.132399 43.16 45.81 Cook County, IL SD #155 215219JM9 06/29/06 12/01/18 47.405 0.000 6.0996 185.95 0.111260 0.114653 0.118150 0.121753 0.125467 40.87 43.40 Cook County, IL SD #155 215219JN7 06/29/06 12/01/19 44.524 0.000 6.1196 175.31 0.104953 0.108164 0.111474 0.114885 0.118400 38.56 40.95 Cook County, IL SD #155 215219JR8 10/08/09 12/01/23 39.094 0.000 6.7493 62.48 0.084532 0.087384 0.090333 0.093382 0.096533 31.12 33.25 Cook County, IL SD #155 215219JS6 10/08/09 12/01/24 36.316 0.000 6.7993 58.49 0.079189 0.081881 0.084665 0.087544 0.090520 29.16 31.17 Cook County, IL SD #155 215219JT4 10/08/09 12/01/25 33.703 0.000 6.8493 54.71 0.074109 0.076647 0.079272 0.081987 0.084794 27.29 29.19 Cook County, IL SD #155 215219JU1 10/08/09 12/01/26 31.248 0.000 6.8993 51.11 0.069284 0.071674 0.074146 0.076704 0.079350 25.52 27.31 Cook County, IL SD #155 215219JV9 10/08/09 12/01/27 28.691 0.000 6.9993 47.65 0.064671 0.066934 0.069276 0.071701 0.074210 23.83 25.52 Cook County, IL SD #155 215219JW7 10/08/09 12/01/28 26.292 0.000 7.0994 44.33 0.060236 0.062374 0.064589 0.066881 0.069255 22.20 23.80 Cook County, IL SD #155 215219JX5 10/08/09 06/01/29 25.151 0.000 7.1494 42.73 0.058088 0.060165 0.062315 0.064543 0.066850 21.41 22.97 Cook County, Illinois 215255EX4 06/30/04 12/01/12 62.198 0.000 5.7195 327.69 0.150164 0.154458 50.33 Cook County, Illinois 215255EY2 06/30/04 12/01/13 57.985 0.000 5.8696 315.25 0.145231 0.149493 0.153881 0.158397 53.31 51.59 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, Illinois 215255EZ9 06/30/04 12/01/14 53.847 0.000 6.0295 302.50 0.140148 0.144373 0.148726 0.153209 0.157828 51.47 54.62 Cook County, Illinois 215255FA3 06/30/04 12/01/15 50.015 0.000 6.1596 288.41 0.134235 0.138369 0.142631 0.147023 0.151551 49.32 52.41 Cook County, IL SD #162 215291LD5 06/30/11 12/01/13 100.000 0.000 2.9998 0.084376 0.085642 0.086926 0.088230 30.68 28.92 Cook County, IL SD #162 215291LE3 06/30/11 12/01/14 100.000 0.000 3.2494 0.091494 0.092981 0.094491 0.096026 0.097587 33.30 34.39 Cook County, IL SD #162 215291LF0 06/30/11 12/01/15 100.000 0.000 3.9996 0.112965 0.115224 0.117529 0.119879 0.122276 41.21 42.88 Cook County, IL SD #162 215291LG8 06/30/11 12/01/16 100.000 0.000 4.3994 0.124463 0.127201 0.129999 0.132858 0.135781 45.47 47.49 Cook County, IL SD #162 215291LH6 06/30/11 12/01/17 100.000 0.000 4.7493 0.134555 0.137750 0.141021 0.144370 0.147798 49.21 51.57 Cook County, IL SD #162 215291LJ2 06/30/11 12/01/18 100.000 0.000 4.9995 0.141790 0.145334 0.148967 0.152691 0.156508 51.90 54.52 Cook County, IL SD #162 215291LK9 06/30/11 12/01/19 100.000 0.000 5.2494 0.149030 0.152941 0.156956 0.161075 0.165303 54.59 57.50 Cook County, IL SD #162 215291LL7 06/30/11 12/01/20 100.000 0.000 5.5207 0.156905 0.161237 0.165687 0.170261 0.174961 57.53 60.75 Cook County, IL SD #162 215291LM5 06/30/11 12/01/21 100.000 0.000 5.7496 0.163563 0.168265 0.173102 0.178079 0.183198 60.02 63.52 Cook County, IL SD #162 215291LP8 06/30/11 12/01/23 100.000 0.000 6.1246 0.174500 0.179844 0.185351 0.191027 0.196877 64.11 68.09 Cook County, IL SD #162 215291LQ6 06/30/11 12/01/24 100.000 0.000 6.2495 0.178149 0.183715 0.189456 0.195376 0.201481 65.47 69.63 Cook County, IL SD #162 215291LT0 06/30/11 12/01/27 100.000 0.000 6.7497 0.192800 0.199307 0.206033 0.212987 0.220175 70.98 75.85 Cook County, IL SD #162 215291LU7 06/30/11 12/01/28 100.000 0.000 6.8747 0.196471 0.203225 0.210210 0.217436 0.224910 72.36 77.42 Cook County, IL SD #162 215291LV5 06/30/11 12/01/29 100.000 0.000 6.9496 0.198673 0.205577 0.212720 0.220112 0.227761 73.19 78.36 Cook County, IL SD #162 215291LW3 06/30/11 12/01/30 100.000 0.000 6.9996 0.200144 0.207149 0.214399 0.221903 0.229669 73.74 78.99 Cook County, Illinois 215381HQ0 08/07/03 12/01/12 61.760 0.000 5.2392 336.14 0.138198 0.141819 46.26 Cook County, Illinois 215381HR8 08/07/03 12/01/13 57.537 0.000 5.4293 327.09 0.135492 0.139170 0.142948 0.146829 49.66 47.87 Cook County, Illinois 215381HS6 08/07/03 12/01/14 53.466 0.000 5.6091 316.38 0.131984 0.135686 0.139492 0.143404 0.147426 48.41 51.16 Cook County, Illinois 215903EV3 06/17/03 12/01/13 59.669 0.000 4.9998 313.04 0.125823 0.128968 0.132192 0.135497 46.05 44.22 Cook County, Illinois 215903EW1 06/17/03 12/01/14 55.539 0.000 5.1998 305.60 0.123824 0.127043 0.130346 0.133735 0.137212 45.35 47.74 Cook County, Illinois 215903EX9 06/17/03 12/01/15 51.495 0.000 5.3998 296.74 0.121204 0.124476 0.127837 0.131288 0.134833 44.42 46.85 Corvallie, Benton County 2208855H6 03/12/02 01/01/13 49.793 0.000 6.5588 439.57 0.170805 0.176406 62.50 Corvallie, Benton County 2208855J2 03/12/02 01/01/14 46.414 0.000 6.6090 413.92 0.161198 0.166525 0.172028 0.177713 58.99 62.95 Corvallie, Benton County 2208855K9 03/12/02 01/01/15 43.223 0.000 6.6591 389.35 0.151974 0.157034 0.162262 0.167665 55.62 59.39 Corvallie, Benton County 2208855L7 03/12/02 01/01/16 39.945 0.000 6.7591 367.07 0.143917 0.148781 0.153809 0.159007 52.69 56.31 Corvallie, Benton County 2208855M5 03/12/02 01/01/17 37.109 0.000 6.8092 344.39 0.135331 0.139938 0.144703 0.149629 49.55 52.98 Corvallie, Benton County 2208855N3 03/12/02 01/01/18 34.442 0.000 6.8591 322.79 0.127124 0.131484 0.135994 0.140658 46.55 49.80 Corvallie, Benton County 2208855P8 03/12/02 01/01/19 31.935 0.000 6.9091 302.24 0.119296 0.123417 0.127681 0.132092 43.69 46.76 Corvallie, Benton County 2208855Q6 03/12/02 01/01/20 29.582 0.000 6.9592 282.71 0.111836 0.115727 0.119754 0.123921 40.96 43.86 Corvallie, Benton County 2208855R4 03/12/02 01/01/21 27.475 0.000 6.9893 264.11 0.104619 0.108275 0.112059 0.115975 38.32 41.05 Corvallie, Benton County 2208855S2 03/12/02 01/01/22 25.504 0.000 7.0193 246.59 0.097808 0.101241 0.104794 0.108472 35.83 38.39 Corvallie, Benton County 2208855T0 03/12/02 01/01/23 23.613 0.000 7.0594 230.07 0.091419 0.094646 0.097986 0.101445 33.49 35.90 Costco Companies, Inc. 22160QAA0 08/19/97 08/19/17 49.960 0.000 3.5000 322.88 0.078950 0.080332 0.081738 0.083168 0.084624 29.04 30.06 Costco Companies, Inc. 22160QAB8 08/19/97 08/19/17 49.960 0.000 3.5000 322.88 0.078950 0.080332 0.081738 0.083168 0.084624 29.04 30.06 Costco Companies, Inc. 22160QAC6 08/19/97 08/19/17 49.960 0.000 3.5000 322.88 0.078950 0.080332 0.081738 0.083168 0.084624 29.04 30.06 Credit Suisse USA, Inc. 22541FDR4 04/28/06 04/29/13 100.000 0.000 5.5223 0.207020 0.212736 0.218610 76.27 25.80 Credit Suisse USA, Inc. 22541HBF8 09/01/06 08/26/13 100.000 1.000 5.3576 0.185337 0.189558 0.193892 0.198342 68.55 46.37 Credit Suisse USA, Inc. 22541HBU5 04/27/07 04/21/14 100.000 0.250 5.0791 0.174914 0.179180 0.183554 0.188039 0.192638 64.34 67.52 Credit Suisse USA, Inc. 22541HBV3 05/11/07 05/05/14 100.000 1.750 5.1032 0.165369 0.168348 0.171403 0.174537 0.177750 60.41 62.62 Credit Suisse USA, Inc. 22541HCU4 03/04/11 03/01/16 100.000 0.000 3.0020 0.084620 0.085890 0.087180 0.088488 0.089816 31.00 31.94 Credit Suisse USA, Inc. 22541HCW0 06/23/11 06/22/18 100.000 0.000 3.6401 0.102947 0.104820 0.106728 0.108671 0.110649 37.43 38.81 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Credit Suisse USA, Inc. 22546E2G8 03/31/11 03/31/15 100.000 0.000 2.6796 0.075432 0.076443 0.077467 0.078505 0.079557 27.52 28.27 Credit Suisse USA, Inc. 22546E4R2 04/29/11 04/29/16 100.000 0.000 3.1146 0.087864 0.089233 0.090622 0.092034 0.093467 32.05 33.05 Credit Suisse USA, Inc. 22546E4S0 04/28/11 04/27/15 100.000 0.000 2.6068 0.073353 0.074309 0.075277 0.076258 0.077252 26.70 27.40 Credit Suisse USA, Inc. 22546E6C3 05/31/11 05/31/16 100.000 0.000 2.8780 0.081097 0.082264 0.083448 0.084649 0.085867 29.48 30.33 Credit Suisse USA, Inc. 22546E6E9 05/31/11 05/31/16 100.000 0.000 2.7670 0.077925 0.079003 0.080096 0.081204 0.082328 28.31 29.10 Credit Suisse USA, Inc. 22546EB94 10/28/10 10/28/30 100.000 VARIES 3.9512 0.110257 0.110515 0.110777 0.111045 0.111318 39.77 39.96 Credit Suisse USA, Inc. 22546EN59 02/16/11 05/16/12 100.000 0.000 0.7902 0.022083 2.98 Credit Suisse USA, Inc. 22546TAL5 06/30/11 06/30/16 100.000 0.000 3.0499 0.086013 0.087325 0.088656 0.090008 0.091381 31.20 32.16 Credit Suisse USA, Inc. 22546TEK3 09/29/11 10/01/15 100.000 0.000 1.1278 0.031331 0.031508 0.031685 0.031864 0.032044 11.34 11.47 Credit Suisse USA, Inc. 22546TMY4 02/15/12 08/20/13 100.000 0.000 2.1160 0.058779 0.058796 0.059418 0.060047 18.66 13.72 Credit Suisse USA, Inc. 22546TNB3 03/26/12 03/24/17 100.000 0.000 1.3843 0.038453 0.038716 0.038984 0.039254 10.60 14.04 Credit Suisse USA, Inc. 22546TQX2 05/07/12 05/05/17 100.000 0.000 1.1036 0.030658 0.030825 0.030995 0.031166 7.18 11.15 Credit Suisse USA, Inc. 22546TRE3 04/26/12 04/25/16 100.000 0.000 0.9090 0.025252 0.025366 0.025481 0.025597 6.19 9.17 Credit Suisse USA, Inc. 2254C0NP8 05/17/07 05/17/12 100.000 0.000 5.0303 0.174738 23.76 Credit Suisse USA, Inc. 2254M0BJ4 12/31/10 04/01/13 100.000 0.000 1.3660 0.038336 0.038598 0.038862 13.90 3.50 Credit Suisse USA, Inc. 2254M0CR5 02/18/11 02/18/21 100.000 VARIES 2.0492 0.011708 0.011253 0.010793 0.010329 0.010435 4.01 3.75 Credit Suisse USA, Inc. 2254M0DD5 02/28/11 05/28/13 100.000 0.000 1.5362 0.043163 0.043495 0.043829 15.62 6.44 Credit Suisse USA, Inc. 2254M0GM2 07/29/11 07/29/16 100.000 VARIES 0.9093 0.001648 0.001656 0.001663 0.001671 0.001678 .60 .60 Credit Suisse USA, Inc. 2254M0H58 08/17/11 08/17/17 100.000 VARIES 1.2913 0.026678 0.026850 0.027023 0.026990 0.026956 9.68 9.71 Credit Suisse USA, Inc. 2254M0HK5 08/18/11 08/18/16 100.000 VARIES 1.4617 0.004882 0.004831 0.004779 0.004726 0.004674 1.73 1.70 Credit Suisse USA, Inc. 2254M0HM1 08/26/11 08/26/17 100.000 VARIES 1.7291 0.000364 0.000367 0.000370 0.000374 0.000377 .13 .13 Credit Suisse USA, Inc. 2254M0HP4 09/06/11 09/06/18 100.000 VARIES 1.6149 0.000083 0.000081 0.000079 0.000078 0.000076 .03 .28 Credit Suisse USA, Inc. 2254M0HV1 09/13/11 09/13/16 100.000 VARIES 1.4720 0.003975 0.003932 0.003890 0.003847 0.003804 1.41 1.38 Credit Suisse USA, Inc. 2254M0J64 09/15/11 09/15/14 100.000 VARIES 1.3976 0.015850 0.015796 0.015741 0.015686 0.015631 5.68 5.65 Credit Suisse USA, Inc. 2254M0JB3 09/30/11 09/30/14 100.000 VARIES 1.0663 0.015648 0.015731 0.015815 0.015774 0.015732 5.66 5.68 Credit Suisse USA, Inc. 2254M0MX1 03/30/12 06/30/14 100.000 0.000 0.5250 0.014586 0.014605 0.014644 0.014682 0.014721 3.96 5.28 Credit Suisse USA, Inc. 2254M0RQ1 09/06/12 03/06/14 100.000 5.000 0.4189 0.011637 0.011370 0.011103 1.34 4.08 Credit Suisse USA, Inc. 2254M0SJ6 09/28/12 04/01/14 100.000 4.500 0.3788 0.010523 0.010520 0.010303 0.010085 .98 3.71 Credit Suisse USA, Inc. 2254M0T22 10/23/12 04/23/14 100.000 5.000 0.3589 0.009972 0.009741 0.009509 .68 3.52 City of Crest Hill, IL 225903BX0 12/01/10 05/01/23 94.618 4.800 5.4004 3.42 0.009038 0.009282 0.009532 0.009790 0.010054 3.33 3.51 Crosstex Energy, L.P. 22764LAA1 02/10/10 02/15/18 97.907 8.875 9.2505 3.67 0.005796 0.006064 0.006344 0.006638 0.006945 2.21 2.42 Crosstex Energy, L.P. 22764LAB9 02/10/10 02/15/18 97.907 8.875 9.2505 3.67 0.005796 0.006064 0.006344 0.006638 0.006945 2.21 2.42 Da-Lite screen Co., Inc. 233393AD9 03/24/10 04/15/15 97.305 12.500 13.2477 7.54 0.013258 0.014136 0.015072 0.016071 0.017135 5.07 5.76 Commnty Unit SD #429, IL 240847GK3 03/17/10 01/15/12 100.000 0.000 1.2395 0.035001 .49 Commnty Unit SD #429, IL 240847GL1 03/17/10 01/15/13 100.000 0.000 1.8589 0.052923 0.053415 0.053911 19.30 .75 De Witt Ford, IL 242015EQ4 10/28/10 12/01/13 100.029 VARIES 2.3589 0.065546 0.065541 0.065536 0.065531 23.60 21.63 Deutsche Bank AG 25152C791 02/28/07 02/29/12 100.000 0.000 5.0466 0.173502 10.24 Deutsche Bank AG 25152CCG9 02/03/05 02/03/12 100.000 0.000 4.3481 0.159749 5.11 Deutsche Bank AG 25152CHY5 01/05/07 01/06/12 100.000 0.000 5.0371 0.175051 .88 Deutsche Bank AG 25153Q609 09/28/07 09/30/13 100.000 0.000 4.9679 0.167975 0.172147 0.176424 0.180806 61.99 48.25 Deutsche Bank AG 25154K239 08/12/09 02/12/13 100.000 0.000 2.6600 0.077900 0.078936 0.079986 28.52 3.28 Deutsche Bank AG 2515A02U6 03/05/10 09/08/14 100.000 0.000 2.3900 0.068812 0.069634 0.070467 0.071309 0.072161 25.11 25.71 Deutsche Bank AG 2515A0AY9 02/20/07 02/20/22* 100.000 VARIES 5.3403 0.136281 0.135448 6.81* ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 2515A0C92 04/30/09 04/30/14 100.000 VARIES 3.7553 0.105840 0.105547 0.105247 0.104942 0.104632 38.01 37.80 Deutsche Bank AG 2515A0FC2 09/05/07 09/05/17 100.000 VARIES 5.2125 0.127098 0.125135 0.126257 0.127904 0.129593 45.30 46.14 Deutsche Bank AG 2515A0FN8 11/30/07 05/31/12 100.000 0.000 4.1077 0.134257 20.00 Deutsche Bank AG 2515A0GL1 12/24/07 06/24/13 100.000 0.000 4.1474 0.135768 0.138583 0.141457 49.42 24.47 Deutsche Bank AG 2515A0HD8 11/29/07 11/29/12 100.000 0.000 4.2034 0.137903 0.140801 45.75 Deutsche Bank AG 2515A0L68 07/23/09 07/23/15 100.000 0.000 4.4552 0.135159 0.138170 0.141248 0.144395 0.147611 50.16 52.42 Deutsche Bank AG 2515A0MH3 01/29/08 01/29/13 100.000 0.000 3.4575 0.108285 0.110157 0.112061 39.89 3.14 Deutsche Bank AG 2515A0MM2 01/25/08 01/25/13 100.000 0.000 3.4550 0.108199 0.110068 0.111969 39.88 2.69 Deutsche Bank AG 2515A0NN9 03/20/08 03/22/12 100.000 0.000 3.4000 0.106294 8.61 Deutsche Bank AG 2515A0NP4 03/20/08 03/22/12 100.000 0.000 2.9999 0.092502 7.49 Deutsche Bank AG 2515A0NZ2 07/07/08 07/07/14 100.000 0.000 5.6904 0.187048 0.192370 0.197844 0.203473 0.209262 70.17 74.22 Deutsche Bank AG 2515A0PD9 06/25/08 12/27/12 100.000 0.000 4.4215 0.143170 0.146335 51.54 Deutsche Bank AG 2515A0PM9 05/30/08 05/30/12 100.000 0.000 4.0000 0.127632 19.02 Deutsche Bank AG 2515A0R62 11/30/09 11/30/12 100.000 1.683 1.6829 0.046750 0.046750 15.38 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 0.058852 0.059020 0.059226 0.059486 0.059802 21.27 21.45 Deutsche Bank AG 2515A0RU9 09/17/08 09/16/13 100.000 0.000 3.8059 0.118368 0.120620 0.122916 0.125255 43.50 31.76 Deutsche Bank AG 2515A0S61 09/23/09 09/24/12 100.000 0.000 2.1657 0.062811 0.063491 16.64 Deutsche Bank AG 2515A0VZ3 12/03/09 12/05/12 100.000 0.000 1.7995 0.051815 0.052281 17.39 Deutsche Bank AG 2515A0Y23 03/24/10 03/25/13 100.000 0.000 1.8011 0.051400 0.051863 0.052330 18.68 4.40 Diamond Resorts Corp. 25272PAA0 08/13/10 08/15/18 97.513 12.000 12.5004 2.78 0.005949 0.006321 0.006716 0.007136 0.007582 2.31 2.61 Diamond Resorts Corp. 25272PAB8 08/13/10 08/15/18 97.513 12.000 12.5004 2.78 0.005949 0.006321 0.006716 0.007136 0.007582 2.31 2.61 Diamond Resorts Corp. 25272PAC6 08/13/10 08/15/18 97.513 12.000 12.5004 2.78 0.005949 0.006321 0.006716 0.007136 0.007582 2.31 2.61 Domtar Corporation 257559AB0 11/19/07 12/01/13 93.400 5.375 6.7237 42.13 0.032823 0.033926 0.035067 0.036246 12.08 11.78 Domtar Corporation 257559AG9 06/09/09 06/01/17 96.157 10.750 11.4987 8.86 0.011246 0.011892 0.012576 0.013299 0.014064 4.20 4.70 Douglas Cnty SD #302, IL 258741BP1 11/30/10 12/01/13 99.896 VARIES 2.3941 0.066383 0.066413 0.066443 0.066474 23.91 21.93 Douglas Cnty SD #302, IL 258741BQ9 11/30/10 12/01/14 107.319 VARIES 2.9881 0.087407 0.086700 0.085982 0.085254 0.084515 31.30 30.78 Douglas Cnty SD #302, IL 258741BR7 11/30/10 12/01/15 107.706 VARIES 3.3886 0.099758 0.099095 0.098421 0.097735 0.097038 35.75 35.27 Douglas Cnty SD #302, IL 258741BS5 11/30/10 12/01/16 109.259 VARIES 3.5892 0.107219 0.106526 0.105821 0.105103 0.104372 38.43 37.92 Downtown Dallas Dev Auth 261149BE7 11/07/07 08/15/12 77.223 0.000 5.4882 194.71 0.144417 0.148380 33.06 Downtown Dallas Dev Auth 261149BF4 11/07/07 08/15/13 72.742 0.000 5.5885 187.11 0.139033 0.142918 0.146912 0.151017 51.82 33.65 Downtown Dallas Dev Auth 261149BG2 11/07/07 08/15/14 68.074 0.000 5.7585 181.01 0.134910 0.138795 0.142791 0.146903 0.151132 50.34 53.28 Downtown Dallas Dev Auth 261149BH0 11/07/07 08/15/15 63.688 0.000 5.8886 173.59 0.129686 0.133504 0.137435 0.141482 0.145647 48.43 51.32 Downtown Dallas Dev Auth 261149BJ6 11/07/07 08/15/16 59.688 0.000 5.9687 165.15 0.123557 0.127245 0.131042 0.134953 0.138980 46.16 48.96 Downtown Dallas Dev Auth 261149BK3 11/07/07 08/15/17 55.746 0.000 6.0689 157.12 0.117767 0.121340 0.125022 0.128816 0.132725 44.03 46.74 Downtown Dallas Dev Auth 261149BL1 11/07/07 08/15/18 52.073 0.000 6.1490 148.93 0.111786 0.115223 0.118765 0.122417 0.126180 41.81 44.42 Downtown Dallas Dev Auth 261149BM9 11/07/07 08/15/19 48.734 0.000 6.1989 140.64 0.105661 0.108936 0.112312 0.115793 0.119382 39.53 42.02 Downtown Dallas Dev Auth 261149BN7 11/07/07 08/15/20 45.395 0.000 6.2791 132.90 0.099986 0.103126 0.106363 0.109703 0.113147 37.43 39.81 DuPage County SD #12, IL 262777CT0 06/28/12 01/01/16 100.000 VARIES 1.8474 0.051317 0.051325 0.051800 0.051321 9.39 18.56 DuPage County SD #12, IL 262777CU7 06/28/12 01/01/17 100.000 VARIES 1.9976 0.055490 0.055499 0.056054 0.055494 10.16 20.08 DuPage County SD #12, IL 262777CV5 06/28/12 01/01/18 100.000 VARIES 2.3971 0.066588 0.066601 0.067400 0.066596 12.19 24.12 DuPage County SD #12, IL 262777CW3 06/28/12 01/01/19 100.000 VARIES 2.6969 0.074914 0.074931 0.075942 0.074926 13.71 27.16 DuPage County SD #12, IL 262777CX1 06/28/12 01/01/20 100.000 VARIES 2.8968 0.080468 0.080488 0.081653 0.080483 14.73 29.18 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ DuPage County SD #12, IL 262777CY9 06/28/12 01/01/21 100.000 VARIES 3.2464 0.090178 0.090203 0.091667 0.090200 16.51 32.74 DuPage County SD #12, IL 262777CZ6 06/28/12 01/01/22 100.000 VARIES 3.7455 0.104044 0.104077 0.106026 0.104077 19.05 37.82 Duarte, Calif Redev Agy 263594AB9 06/16/92 12/01/12 16.484 0.000 9.0085 757.69 0.229132 0.239453 77.47 Dune Energy, Inc. 265338AD5 12/22/11 12/15/16 100.000 14.500 N/A 0.381481 0.401157 0.422686 0.445370 0.469271 141.53 157.00 Dynegy Holdings, Inc. 26816LBA9 12/01/09 06/01/15 85.000 7.500 11.2291 46.59 0.070671 0.074639 0.078830 0.083256 0.087930 26.40 29.45 Dynegy Holdings, Inc. 26816LBB7 12/01/09 06/01/15 85.000 7.500 11.2291 46.59 0.070671 0.074639 0.078830 0.083256 0.087930 26.40 29.45 East Orange NJ 274137WT1 04/14/03 04/01/22 29.893 0.000 6.4698 221.79 0.092094 0.095073 0.098149 0.101324 0.104602 34.24 36.49 East Orange NJ 274137WU8 04/14/03 04/01/23 27.886 0.000 6.4999 208.14 0.086525 0.089337 0.092240 0.095238 0.098333 32.17 34.29 East Orange NJ 274137WV6 04/14/03 04/01/24 26.105 0.000 6.5100 195.23 0.081190 0.083832 0.086561 0.089379 0.092288 30.19 32.18 East Orange NJ 274137WW4 04/14/03 04/01/25 24.381 0.000 6.5300 183.06 0.076186 0.078674 0.081242 0.083895 0.086634 28.33 30.21 East Orange NJ 274137WX2 04/14/03 04/01/26 22.763 0.000 6.5498 171.58 0.071462 0.073803 0.076220 0.078716 0.081294 26.58 28.35 East Orange NJ 274137WY0 04/14/03 04/01/27 21.292 0.000 6.5600 160.81 0.067004 0.069201 0.071471 0.073815 0.076237 24.92 26.58 East Orange NJ 274137WZ7 04/14/03 04/01/28 19.913 0.000 6.5699 150.69 0.062811 0.064874 0.067005 0.069206 0.071480 23.36 24.92 Eastern Comm College, IA 276540XT3 06/18/09 06/01/12 103.664 4.000 2.7007 0.075502 11.33 Eastern Comm College, IA 276540XU0 06/18/09 06/01/13 103.700 4.000 3.0004 0.084558 0.084160 0.083756 30.35 12.56 Eastern Comm College, IA 276540XV8 06/01/09 06/01/14 103.173 4.000 3.3062 0.093358 0.093064 0.092766 0.092463 0.092155 33.54 33.32 Eastern Comm College, IA 276540XW6 06/01/09 06/01/15 102.124 4.000 3.6031 0.101384 0.101208 0.101030 0.100848 0.100664 36.46 36.33 Eksportfinans ASA 282645UV0 05/03/10 02/05/16 100.000 0.000 2.8500 0.082032 0.083201 0.084387 0.085589 0.086809 30.09 30.95 EL Paso Corporation 28336LAA7 02/28/01 02/28/21 45.289 0.000 4.0000 242.82 0.075432 0.076104 0.078913 0.079179 0.082101 28.16 29.24 EL Paso Corporation 28336LAC3 02/28/01 02/28/21 45.289 0.000 4.0000 242.82 0.075432 0.076104 0.078913 0.079179 0.082101 28.16 29.24 EL Paso Corporation 28336LBS7 12/12/08 12/12/13 88.909 12.000 15.2500 57.91 0.067288 0.072419 0.077941 0.083884 25.35 27.65 EL Paso Corporation 28336LBT5 02/09/09 02/15/16 95.535 8.250 9.1255 15.13 0.016278 0.017020 0.017797 0.018609 0.019458 6.20 6.78 Electronic Data SYS Corp 285661AB0 10/10/01 10/10/21 77.941 VARIES 5.3200 0.187798 0.192369 0.198144 0.201879 0.207962 70.43 73.82 Electronic Data SYS Corp 285661AE4 06/30/03 07/15/23 100.000 VARIES 5.7999 0.192326 0.194241 0.196211 0.198239 0.200258 70.23 71.67 Electronic Data SYS Corp 285661AF1 06/30/03 07/15/23 100.000 VARIES 5.7999 0.192326 0.194241 0.196211 0.198239 0.200258 70.23 71.67 Encore Acquisition Co. 29255WAJ9 04/27/09 05/01/16 92.228 9.500 11.1255 23.03 0.027740 0.029283 0.030912 0.032631 0.034446 10.45 11.65 Essex Cnty Util Auth 296816AY7 03/30/99 04/01/12 60.121 0.000 3.9516 389.10 0.107640 9.69 Euronet Worldwide, Inc. 298736AE9 10/04/05 10/15/25 100.000 VARIES 8.5029 0.321422 0.331022 0.342903 0.350887 0.363147 121.07 128.20 Euronet Worldwide, Inc. 298736AF6 10/04/05 10/15/25 100.000 VARIES 8.5029 0.321422 0.331022 0.342903 0.350887 0.363147 121.07 128.20 European Investment Bank 298785DW3 03/10/06 03/10/21 44.672 0.000 5.4449 163.64 0.090792 0.093264 0.095803 0.098411 0.101090 33.69 35.55 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 0.122253 0.122741 0.122509 0.122272 0.122029 44.11 44.05 FPL Group Inc. 302570BJ4 09/21/10 09/01/15 98.500 VARIES 2.7001 0.074421 0.074713 0.075009 0.075309 0.075613 26.91 27.13 FPL Group Inc. 302570BK1 09/21/10 09/01/15 98.500 VARIES 2.7001 0.074421 0.074713 0.075009 0.075309 0.075613 26.91 27.13 FPL Group Inc. 302571609 05/26/09 06/01/14 98.500 VARIES 4.3841 0.122253 0.122741 0.122509 0.122272 0.122029 44.11 44.05 Freddie Mac 3128X0AS8 10/03/02 01/02/13 63.710 0.000 4.4476 319.75 0.115657 0.118229 0.120858 43.03 .12 Freddie Mac 3128X0AT6 10/03/02 01/02/22 36.810 0.000 5.2599 226.81 0.084707 0.086935 0.089222 0.091568 0.093976 31.70 33.39 Freddie Mac 3128X0AU3 10/03/02 01/02/30 23.710 0.000 5.3523 149.29 0.055958 0.057456 0.058993 0.060572 0.062193 20.96 22.09 Freddie Mac 3128X0AV1 10/03/02 04/15/32 21.010 0.000 5.3530 132.32 0.050348 0.051695 0.053079 0.054500 0.055958 18.58 19.58 Freddie Mac 3128X0AW9 10/03/02 06/15/32 20.810 0.000 5.3554 131.14 0.050346 0.051694 0.053079 0.054500 0.055959 18.41 19.41 Freddie Mac 3128X0AX7 10/03/02 09/15/32 20.510 0.000 5.3601 129.39 0.049029 0.050343 0.051692 0.053078 0.054500 18.17 19.16 Freddie Mac 3128X0AY5 10/03/02 12/15/32 20.210 0.000 5.3650 127.64 0.049025 0.050340 0.051690 0.053077 0.054501 17.93 18.90 Freddie Mac 3128X0AZ2 10/03/02 01/02/34 19.160 0.000 5.3582 120.81 0.045292 0.046506 0.047752 0.049031 0.050345 16.96 17.88 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X2SF3 01/30/04 04/01/12 70.491 0.000 4.3258 284.50 0.117620 10.59 Freddie Mac 3128X2SG1 01/30/04 10/01/12 68.379 0.000 4.4321 283.92 0.117836 0.120447 32.29 Freddie Mac 3128X2SH9 01/30/04 04/01/13 66.275 0.000 4.5362 282.78 0.117807 0.120479 0.123212 43.38 11.09 Freddie Mac 3128X2SJ5 01/30/04 10/01/13 64.227 0.000 4.6310 280.80 0.117384 0.120102 0.122883 0.125728 43.24 33.69 Freddie Mac 3128X2SK2 01/30/04 04/01/14 62.210 0.000 4.7217 278.28 0.116716 0.119471 0.122292 0.125179 0.128134 43.02 45.07 Freddie Mac 3128X2SL0 01/30/04 10/01/14 60.256 0.000 4.8040 275.11 0.115732 0.118512 0.121358 0.124273 0.127258 42.67 44.74 Freddie Mac 3128X2SM8 01/30/04 04/01/15 58.361 0.000 4.8793 271.43 0.114494 0.117288 0.120149 0.123080 0.126083 42.23 44.32 Freddie Mac 3128X2SN6 01/30/04 10/01/15 56.535 0.000 4.9468 267.27 0.113015 0.115810 0.118674 0.121610 0.124618 41.70 43.79 Freddie Mac 3128X2SP1 01/30/04 04/01/16 54.741 0.000 5.0126 262.90 0.111431 0.114224 0.117087 0.120021 0.123029 41.13 43.21 Freddie Mac 3128X2SQ9 01/30/04 10/01/16 52.987 0.000 5.0758 258.32 0.109738 0.112523 0.115379 0.118307 0.121310 40.51 42.60 Freddie Mac 3128X2SR7 01/30/04 04/01/17 51.299 0.000 5.1327 253.46 0.107893 0.110662 0.113502 0.116415 0.119402 39.84 41.92 Freddie Mac 3128X2SS5 01/30/04 10/01/17 49.661 0.000 5.1861 248.43 0.105955 0.108703 0.111522 0.114413 0.117380 39.14 41.20 Freddie Mac 3128X2ST3 01/30/04 04/01/18 48.064 0.000 5.2374 243.30 0.103961 0.106683 0.109477 0.112344 0.115286 38.41 40.45 Freddie Mac 3128X2SU0 01/30/04 10/01/18 46.530 0.000 5.2834 238.04 0.101878 0.104570 0.107332 0.110167 0.113078 37.65 39.67 Freddie Mac 3128X2SV8 01/30/04 04/01/19 45.040 0.000 5.3272 232.72 0.099759 0.102416 0.105144 0.107945 0.110820 36.88 38.87 Freddie Mac 3128X2SW6 01/30/04 10/01/19 43.600 0.000 5.3679 227.36 0.097603 0.100222 0.102912 0.105674 0.108511 36.09 38.05 Freddie Mac 3128X2SX4 01/30/04 04/01/20 42.215 0.000 5.4047 221.96 0.095412 0.097991 0.100639 0.103358 0.106151 35.28 37.22 Freddie Mac 3128X2SY2 01/30/04 10/01/20 40.880 0.000 5.4384 216.57 0.093205 0.095740 0.098343 0.101017 0.103764 34.47 36.37 Freddie Mac 3128X34E0 03/01/05 03/28/13 70.400 0.000 4.3936 243.52 0.114343 0.116855 0.119422 42.09 10.39 Freddie Mac 3128X44Z1 04/20/06 06/28/12 72.625 0.000 5.2343 248.67 0.141691 25.08 Freddie Mac 3128X4AC5 04/19/05 04/15/14 65.973 0.000 4.6809 239.84 0.115823 0.118534 0.121308 0.124148 0.127053 42.60 44.62 Freddie Mac 3128X4AD3 04/19/05 12/15/14 63.722 0.000 4.7214 233.97 0.114017 0.116709 0.119464 0.122284 0.125171 41.62 43.61 Freddie Mac 3128X4AE1 04/19/05 04/15/17 56.285 0.000 4.8518 213.25 0.103537 0.106048 0.108621 0.111256 0.113955 38.11 39.98 Freddie Mac 3128X4GD7 08/04/05 06/01/12 73.943 0.000 4.4715 242.35 0.121493 18.22 Freddie Mac 3128X4GG0 08/04/05 12/01/12 72.215 0.000 4.4929 237.97 0.119380 0.122062 39.88 Freddie Mac 3128X4GK1 08/04/05 06/01/13 70.468 0.000 4.5226 233.96 0.117478 0.120134 0.122851 42.93 18.43 Freddie Mac 3128X4HU8 08/12/05 01/10/13 71.011 0.000 4.6724 243.66 0.121102 0.123932 0.126827 45.08 1.14 Freddie Mac 3128X4S77 03/24/06 06/20/16 59.540 0.000 5.1280 202.09 0.113422 0.116330 0.119313 0.122372 0.125510 41.42 43.57 Freddie Mac 3128X4U41 03/28/06 04/09/14 66.671 0.000 5.1122 224.99 0.125170 0.128370 0.131651 0.135016 0.138467 46.17 48.56 Freddie Mac 3128X52H0 04/03/07 04/02/37 21.177 0.000 5.2421 58.95 0.038917 0.039937 0.040984 0.042058 0.043161 14.38 15.14 Freddie Mac 3128X52U1 04/04/07 07/31/14 70.210 0.000 4.8862 180.81 0.117429 0.120298 0.123237 0.126247 0.129332 43.67 45.83 Freddie Mac 3128X52W7 04/05/07 01/10/12 79.775 0.000 4.7983 201.08 0.130165 1.17 Freddie Mac 3128X53Z9 04/13/07 04/30/13 74.533 0.000 4.9196 192.11 0.127049 0.130174 0.133376 46.69 15.87 Freddie Mac 3128X54N5 04/18/07 12/30/14 68.522 0.000 4.9690 177.98 0.119131 0.122090 0.125124 0.128232 0.131418 43.43 45.61 Freddie Mac 3128X55E4 05/04/07 05/04/37 16.728 0.000 6.0499 53.55 0.036760 0.037872 0.039018 0.040198 0.041414 13.56 14.40 Freddie Mac 3128X55H7 04/27/07 11/30/12 76.622 0.000 4.8161 191.26 0.127564 0.130635 42.52 Freddie Mac 3128X55L8 05/01/07 05/10/12 78.630 0.000 4.8418 196.76 0.131316 16.94 Freddie Mac 3128X5DU9 07/11/06 08/15/12 72.660 0.000 5.3088 241.38 0.139941 0.143655 32.02 Freddie Mac 3128X5DV7 07/11/06 05/15/12 73.645 0.000 5.3020 244.32 0.143476 19.23 Freddie Mac 3128X5ES3 06/29/06 06/29/12 72.129 0.000 5.5200 252.15 0.149216 26.56 Freddie Mac 3128X5FD5 07/13/06 12/28/12 70.884 0.000 5.3995 239.70 0.142206 0.146045 51.46 Freddie Mac 3128X5FH6 07/19/06 12/31/12 71.004 0.000 5.3796 238.40 0.141709 0.145520 51.56 Freddie Mac 3128X5FS2 07/21/06 06/28/13 69.242 0.000 5.3695 231.59 0.137757 0.141456 0.145253 50.28 25.71 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X5HG6 08/10/06 10/31/12 72.515 0.000 5.2285 232.96 0.137931 0.141537 41.89 Freddie Mac 3128X5LH9 09/29/06 02/29/12 77.393 0.000 4.7840 0.128359 7.57 Freddie Mac 3128X5LK2 10/02/06 10/02/34 24.784 0.000 5.0446 74.07 0.044553 0.045677 0.046829 0.048010 0.049221 16.44 17.28 Freddie Mac 3128X5MY1 10/25/06 05/30/14 68.360 0.000 5.0693 202.61 0.124251 0.127400 0.130629 0.133940 0.137335 45.49 47.83 Freddie Mac 3128X5P69 03/09/07 09/15/15 66.760 0.000 4.8010 171.24 0.110310 0.112958 0.115669 0.118446 0.121289 40.76 42.74 Freddie Mac 3128X5Q43 03/14/07 12/01/12 76.253 0.000 4.8003 194.96 0.127164 0.130217 42.51 Freddie Mac 3128X5Q76 03/14/07 06/01/12 78.159 0.000 4.7812 198.95 0.129712 19.46 Freddie Mac 3128X5R26 03/14/07 06/01/13 74.414 0.000 4.8117 190.76 0.124459 0.127453 0.130520 45.53 19.58 Freddie Mac 3128X5UN6 12/19/06 11/28/12 75.500 0.000 4.7858 202.99 0.126799 0.129833 42.01 Freddie Mac 3128X6AX4 05/24/07 09/30/14 69.050 0.000 5.1017 180.32 0.121836 0.124944 0.128131 0.131400 0.134752 44.99 47.32 Freddie Mac 3128X6EC6 06/14/07 08/31/12 75.547 0.000 5.4515 209.62 0.141924 0.144208 34.91 Freddie Mac 3128X6EQ5 06/22/07 06/22/37* 12.693 0.000 7.0001 46.37 0.033638 5.75* Freddie Mac 3128X6FL5 07/13/07 07/13/37* 12.693 0.000 7.0001 45.67 0.032501 0.033638 6.44* Freddie Mac 3128X6GT7 07/10/07 09/30/14 67.455 0.000 5.5250 186.47 0.130324 0.133924 0.137624 0.141425 0.145332 48.23 50.93 Freddie Mac 3128X6HU3 07/20/07 09/28/18 54.270 0.000 5.5370 149.33 0.104938 0.107843 0.110829 0.113897 0.117050 38.85 41.03 Freddie Mac 3128X6JN7 07/31/07 08/01/12 77.040 0.000 5.2825 199.69 0.139282 0.142961 29.91 Freddie Mac 3128X6KX3 08/22/07 02/28/12 80.662 0.000 4.8063 185.86 0.129659 7.52 Freddie Mac 3128X6NN2 10/02/07 05/10/13 77.376 0.000 4.6276 166.04 0.120020 0.122797 0.125639 43.99 16.21 Freddie Mac 3128X6PP5 10/11/07 07/02/15 68.530 0.000 4.9512 157.25 0.113096 0.115896 0.118765 0.121705 0.124718 42.23 44.35 Freddie Mac 3128X6QB5 10/19/07 08/31/15 68.362 0.000 4.8939 154.16 0.110807 0.112284 0.116939 0.117847 0.122731 41.58 43.56 Freddie Mac 3128X6QE9 10/19/07 08/30/13 76.143 0.000 4.7019 164.32 0.117066 0.119818 0.123309 0.125518 44.12 30.12 Freddie Mac 3128X6QQ2 11/01/07 06/28/13 77.875 0.000 4.4676 157.47 0.116143 0.118737 0.121390 42.29 21.49 Freddie Mac 3128X6RF5 12/18/07 02/15/12 84.080 0.000 4.2125 154.16 0.114603 5.04 Freddie Mac 3128X6TL0 12/20/07 08/15/13 80.325 0.000 3.9128 135.85 0.100585 0.102553 0.104559 0.106605 37.11 23.79 Freddie Mac 3128X6WP7 12/21/07 12/21/37 22.860 0.000 4.9802 50.10 0.038502 0.039461 0.040443 0.041450 0.042483 14.05 14.76 Freddie Mac 3128X74S0 11/04/08 11/15/38 26.387 0.000 4.4860 39.71 0.037613 0.038457 0.039320 0.040202 0.041103 13.77 14.40 Freddie Mac 3128X75U4 11/24/08 11/15/38 27.529 0.000 4.3499 39.34 0.037807 0.038630 0.039470 0.040328 0.041205 13.84 14.44 Freddie Mac 3128X7A61 06/05/08 10/10/14 76.930 0.000 4.1743 122.43 0.102438 0.104576 0.106759 0.108987 0.111262 37.61 39.20 Freddie Mac 3128X7LV4 05/13/08 07/01/12 87.140 0.000 3.3575 112.09 0.091726 16.51 Freddie Mac 3128X7N59 06/30/08 06/30/38 21.820 0.000 5.1394 42.45 0.037205 0.038161 0.039141 0.040147 0.041179 13.57 14.27 Freddie Mac 3128X7Y65 09/11/08 02/01/12 89.190 0.000 3.4039 105.28 0.090952 2.82 Freddie Mac 3128X8DG4 12/29/08 02/15/39 40.774 0.000 2.9999 38.19 0.036744 0.037295 0.037854 0.038422 0.038999 13.48 13.89 Freddie Mac 3128X97G9 04/16/10 02/29/12 98.020 0.000 1.0708 18.09 0.028944 1.71 Freddie Mac 3128X97H7 04/16/10 05/31/12 97.410 0.000 1.2393 20.82 0.033653 5.08 Freddie Mac 3128X9DH0 09/15/09 03/01/12 96.062 0.000 1.6390 36.67 0.045159 2.71 Freddie Mac 3128X9MF4 11/10/09 09/15/36 29.930 0.000 4.5438 30.27 0.041049 0.041981 0.042935 0.043911 0.044908 15.15 15.84 Freddie Mac 3128X9MG2 11/10/09 12/15/36 29.600 0.000 4.5433 29.91 0.041049 0.041982 0.042935 0.043911 0.044908 14.98 15.66 Freddie Mac 3128X9P46 03/25/10 02/01/12 98.364 0.000 0.8935 15.62 0.024709 .74 Freddie Mac 3128X9V31 03/12/10 02/15/12 98.173 0.000 0.9600 17.10 0.026542 1.17 Freddie Mac 3128X9ZU7 03/10/10 08/01/12 96.790 0.000 1.3686 24.18 0.037504 0.037760 7.92 Freddie Mac 312902LX5 12/17/99 12/17/29 14.255 0.000 6.6001 168.98 0.056968 0.058848 0.060790 0.062796 0.064868 20.90 22.30 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 312902VG1 04/25/00 01/04/21 25.643 0.000 6.6857 296.56 0.099430 0.102754 0.106189 0.109738 0.113407 37.59 40.14 Freddie Mac 312902VH9 04/25/00 01/04/22 24.042 0.000 6.6795 277.68 0.093074 0.096182 0.099395 0.102714 0.106145 35.18 37.57 Freddie Mac 312902VJ5 04/25/00 01/04/23 22.536 0.000 6.6749 260.03 0.087139 0.090048 0.093053 0.096159 0.099368 32.94 35.18 Freddie Mac 312902VK2 04/25/00 01/04/24 21.145 0.000 6.6664 243.55 0.081582 0.084301 0.087111 0.090014 0.093015 30.84 32.93 Freddie Mac 312902VL0 04/25/00 01/04/25 20.007 0.000 6.6235 228.35 0.076338 0.078867 0.081478 0.084177 0.086965 28.85 30.79 Freddie Mac 312902VM8 04/25/00 01/04/26 18.780 0.000 6.6160 214.01 0.071517 0.073883 0.076327 0.078852 0.081460 27.02 28.84 Freddie Mac 312902VN6 04/25/00 01/04/27 17.654 0.000 6.6033 200.64 0.067009 0.069222 0.071507 0.073868 0.076307 25.32 27.02 Freddie Mac 312902VS5 04/25/00 01/04/12 46.161 0.000 6.7212 537.85 0.180630 .54 Freddie Mac 312902VT3 04/25/00 01/04/13 43.203 0.000 6.7221 503.48 0.169097 0.174780 0.180655 63.94 .54 Freddie Mac 312902VU0 04/25/00 01/04/14 40.436 0.000 6.7227 471.29 0.158289 0.163610 0.169109 0.174794 0.180669 59.86 63.95 Freddie Mac 312902VV8 04/25/00 01/04/18 31.141 0.000 6.7034 361.49 0.121302 0.125367 0.129569 0.133912 0.138401 45.86 48.99 Freddie Mac 312902VW6 04/25/00 01/04/19 29.163 0.000 6.7017 338.41 0.113547 0.117351 0.121284 0.125348 0.129548 42.93 45.86 Freddie Mac 312902VX4 04/25/00 01/04/20 27.313 0.000 6.6997 316.81 0.106289 0.109849 0.113529 0.117332 0.121263 40.19 42.92 Freddie Mac 312902WK1 04/25/00 01/04/15 37.975 0.000 6.6992 440.43 0.147762 0.152712 0.157827 0.163114 0.168578 55.87 59.67 Freddie Mac 312902WL9 04/25/00 01/04/16 35.607 0.000 6.6893 412.11 0.138194 0.142816 0.147593 0.152529 0.157631 52.25 55.80 Freddie Mac 312902WM7 04/25/00 01/04/17 33.256 0.000 6.7048 386.16 0.129587 0.133931 0.138421 0.143062 0.147858 49.00 52.34 Freddie Mac 312923CN3 01/10/01 08/17/12 61.750 1.000 5.5038 355.13 0.118496 0.121757 27.37 Federal Home Loan Banks 313371AN6 10/19/10 10/19/15* 100.000 VARIES 1.5154 0.041308 0.041358 8.18* Federal Home Loan Banks 313372KD5 02/03/11 02/28/12 100.000 0.320 0.3199 0.008889 .51 Federal Home Loan Banks 3133734F6 04/15/11 04/15/16 100.000 VARIES 2.5160 0.070489 0.071096 0.071403 0.071714 0.071722 25.55 25.79 Federal Home Loan Banks 3133736X5 03/30/11 03/30/16 100.000 VARIES 2.4313 0.068065 0.068598 0.068868 0.069141 0.069148 24.67 24.87 Federal Home Loan Banks 3133737L0 04/13/11 04/13/17 100.000 VARIES 2.7757 0.077849 0.078606 0.079065 0.079530 0.079693 28.26 28.60 Federal Home Loan Banks 313373B84 04/13/11 04/13/17 100.000 VARIES 2.7757 0.077849 0.078606 0.079065 0.079530 0.079693 28.26 28.60 Federal Home Loan Banks 313373D74 04/21/11 04/21/16 100.000 VARIES 2.4737 0.069277 0.069847 0.070136 0.070427 0.070435 25.10 25.32 Federal Home Loan Banks 313373DU3 04/25/11 04/25/14 100.000 VARIES 1.3833 0.038564 0.038702 0.038703 0.038704 0.038566 13.92 13.92 Federal Home Loan Banks 313373NU2 04/28/11 04/28/15 100.000 VARIES 2.3656 0.066194 0.066683 0.066850 0.067018 0.066859 23.96 24.10 Federal Home Loan Banks 313373YM8 05/26/11 11/26/14 100.000 VARIES 1.7361 0.048513 0.048705 0.048802 0.048804 0.048709 17.51 17.57 Federal Home Loan Banks 313374CU2 07/06/11 07/06/18 100.000 VARIES 2.0867 0.057966 0.058352 0.058742 0.058939 0.059138 21.07 21.25 Federal Home Loan Banks 313374N30 07/20/11 07/20/16* 100.000 VARIES 1.7367 0.048243 .92* Federal Home Loan Banks 313374N89 07/19/11 07/19/16* 100.000 VARIES 1.8050 0.050140 .90* Federal Home Loan Banks 313374NG1 07/19/11 07/19/16* 100.000 VARIES 1.7626 0.048963 .88* Federal Home Loan Banks 313374NV8 07/19/11 07/19/16* 100.000 VARIES 1.8158 0.050440 .91* Federal Home Loan Banks 313374PK0 07/27/11 07/27/16* 100.000 VARIES 1.9074 0.052985 1.38* Federal Home Loan Banks 313374PM6 07/19/11 07/19/16* 100.000 VARIES 1.8551 0.051532 .93* Federal Home Loan Banks 313375LW5 09/01/11 09/04/12 100.000 0.000 0.2198 0.006107 0.006113 1.49 Federal Home Loan Banks 313376GF6 11/17/11 05/15/13 100.000 0.000 0.3095 0.008598 0.008611 0.008625 3.10 1.16 Federal Home Loan Banks 313376LA1 11/30/11 12/20/12 100.000 0.000 0.2000 0.005556 0.005562 1.94 Federal Home Loan Banks 313376MH5 12/12/11 01/08/13 100.000 0.000 0.2098 0.005831 0.005831 0.005838 2.10 .04 Federal Home Loan Banks 313378RZ6 03/27/12 03/27/17* 100.000 VARIES 1.3815 0.038377 1.15* Federal Home Loan Banks 313378SZ5 04/10/12 04/10/17* 100.000 VARIES 1.3942 0.038730 1.16* Federal Home Loan Banks 313379HU6 06/05/12 06/05/17 100.000 VARIES 0.8042 0.022341 0.022180 0.022157 0.022162 4.60 7.98 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3134A1BU3 09/25/96 06/01/16 23.214 0.000 7.5580 488.54 0.150356 0.156038 0.161935 0.168054 0.174405 55.50 59.77 Freddie Mac 3134A1CT5 10/21/96 09/15/16 23.550 0.000 7.3996 475.03 0.142931 0.148220 0.153703 0.159390 0.165287 53.55 57.58 Freddie Mac 3134A1DL1 11/01/96 02/01/16 25.038 0.000 7.3237 495.18 0.147183 0.152573 0.158160 0.163951 0.169955 55.60 59.75 Freddie Mac 3134A1FK1 11/20/96 09/03/19 20.641 0.000 7.0454 381.55 0.112469 0.116431 0.120533 0.124779 0.129174 42.15 45.18 Freddie Mac 3134A1H60 10/22/97 06/03/24 16.813 0.000 6.8126 267.00 0.081910 0.084700 0.087585 0.090569 0.093654 30.15 32.24 Freddie Mac 3134A1HH6 12/23/96 12/01/15 26.483 0.000 7.1396 494.99 0.149799 0.155147 0.160686 0.166422 0.172363 55.22 59.23 Freddie Mac 3134A1HU7 12/27/96 12/02/19 19.720 0.000 7.2067 373.66 0.113620 0.117714 0.121955 0.126350 0.130903 41.88 44.95 Freddie Mac 3134A1JD3 12/31/96 12/01/14 28.804 0.000 7.0673 528.65 0.159392 0.165024 0.170856 0.176893 0.183144 58.74 62.96 Freddie Mac 3134A1MX5 02/12/97 02/01/14 30.030 0.000 7.2159 562.48 0.167890 0.173948 0.180224 0.186726 0.193463 63.38 68.04 Freddie Mac 3134A1MY3 02/12/97 02/01/20 19.238 0.000 7.3061 367.54 0.110278 0.114306 0.118482 0.122810 0.127296 41.66 44.75 Freddie Mac 3134A1MZ0 02/12/97 03/01/16 25.716 0.000 7.2560 486.00 0.146253 0.151559 0.157057 0.162755 0.168660 54.90 58.96 Freddie Mac 3134A1NA4 02/12/97 01/02/19 20.877 0.000 7.2857 397.08 0.118326 0.122637 0.127104 0.131734 0.136533 44.94 48.28 Freddie Mac 3134A1X39 12/11/97 06/01/15 33.207 0.000 6.4099 474.07 0.142773 0.147349 0.152071 0.156945 0.161975 52.50 55.92 Freddie Mac 3134A2G77 12/28/98 11/15/28 20.230 0.000 5.4198 203.37 0.060654 0.062298 0.063986 0.065720 0.067501 22.28 23.51 Freddie Mac 3134A2HF8 06/30/98 11/24/14 38.078 0.000 5.9744 462.47 0.139090 0.143245 0.147524 0.151931 0.156470 51.13 54.23 Freddie Mac 3134A2HG6 06/30/98 12/11/25 19.896 0.000 5.9699 241.36 0.072778 0.074950 0.077188 0.079492 0.081865 26.68 28.30 Freddie Mac 3134A2NQ7 07/30/98 08/15/14 37.992 0.000 6.1246 473.84 0.141965 0.146313 0.150793 0.155411 0.160170 53.09 56.39 Freddie Mac 3134A3D29 09/09/99 08/15/27 14.928 0.000 6.9258 195.95 0.064723 0.066964 0.069283 0.071682 0.074165 24.32 26.04 Freddie Mac 3134A3ZU3 08/02/99 12/14/29 15.469 0.000 6.2410 177.09 0.057350 0.059139 0.060985 0.062888 0.064850 21.03 22.36 Freddie Mac 3134G14R2 03/14/11 03/14/36* 24.535 0.000 5.6999 11.27 0.039954 2.92* Freddie Mac 3134G14S0 03/14/11 03/14/36* 24.535 0.000 5.6999 11.27 0.039954 2.92* Freddie Mac 3134G16F6 03/07/11 03/07/36* 25.758 0.000 5.4999 11.69 0.040434 2.67* Freddie Mac 3134G1A38 12/09/10 12/09/15* 100.000 VARIES 1.5522 0.042263 6.68* Freddie Mac 3134G1A79 12/03/10 12/03/15* 100.000 VARIES 1.5667 0.042782 2.65* Freddie Mac 3134G1BU7 04/23/10 02/15/12 98.295 0.000 0.9516 15.89 0.026309 1.16 Freddie Mac 3134G1C85 12/23/10 12/23/15* 100.000 VARIES 1.6590 0.044998 7.74* Freddie Mac 3134G1EA8 05/10/10 06/10/15 88.082 0.000 2.5118 36.86 0.063937 0.064740 0.065553 0.066376 0.067210 23.20 23.78 Freddie Mac 3134G1EF7 05/25/10 11/30/12 96.828 0.000 1.2849 20.10 0.034662 0.034885 11.62 Freddie Mac 3134G1F25 12/17/10 12/17/15* 100.000 VARIES 1.7374 0.047041 3.58* Freddie Mac 3134G1F33 12/22/10 12/22/15* 100.000 VARIES 1.7690 0.047840 8.18* Freddie Mac 3134G1F41 12/15/10 12/15/15* 100.000 VARIES 1.7374 0.047041 3.48* Freddie Mac 3134G1F58 12/22/10 12/22/15* 100.000 VARIES 1.7374 0.047041 8.04* Freddie Mac 3134G1F66 12/23/10 12/23/15* 100.000 VARIES 1.7643 0.047661 8.20* Freddie Mac 3134G1G65 12/30/10 12/30/15* 100.000 VARIES 1.8431 0.049667 8.89* Freddie Mac 3134G1GH1 07/01/10 05/15/13 95.662 0.000 1.5498 22.42 0.042066 0.042392 0.042720 15.23 5.72 Freddie Mac 3134G1H31 01/13/11 01/13/34* 32.115 0.000 4.9999 15.71 0.045719 .55* Freddie Mac 3134G1H56 12/29/10 12/29/15* 100.000 VARIES 1.8431 0.049667 8.84* Freddie Mac 3134G1K78 12/30/10 12/30/15* 100.000 VARIES 1.7379 0.046996 8.41* Freddie Mac 3134G1K94 12/30/10 12/30/15* 100.000 VARIES 1.7251 0.046672 8.35* Freddie Mac 3134G1M27 12/29/10 12/29/15* 100.000 VARIES 1.7775 0.048023 8.55* Freddie Mac 3134G1M50 12/30/10 12/30/15* 100.000 VARIES 1.8432 0.049670 8.89* ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3134G1MN1 08/02/10 08/02/40* 21.240 0.000 5.2315 16.10 0.032502 0.033352 7.01* Freddie Mac 3134G1N34 12/29/10 12/29/15* 100.000 VARIES 1.9355 0.052036 9.26* Freddie Mac 3134G1N59 12/29/10 12/29/15* 100.000 VARIES 1.9355 0.052036 9.26* Freddie Mac 3134G1N67 12/30/10 12/30/15* 100.000 VARIES 1.9486 0.052364 9.37* Freddie Mac 3134G1NL4 07/19/10 02/15/12 99.130 0.000 0.5565 8.02 0.015416 .68 Freddie Mac 3134G1NW0 08/03/10 08/03/40* 23.576 0.000 4.8749 16.59 0.033501 1.07* Freddie Mac 3134G1NY6 08/19/10 02/15/12 99.230 0.000 0.5198 7.07 0.014402 .63 Freddie Mac 3134G1TJ3 09/24/10 09/24/40 27.661 0.000 4.3300 15.48 0.034727 0.035478 0.036246 0.037031 0.037833 12.78 13.34 Freddie Mac 3134G1TV6 09/27/10 09/27/40 26.782 0.000 4.4400 15.27 0.034514 0.035281 0.036064 0.036864 0.037683 12.71 13.28 Freddie Mac 3134G1UN2 09/28/10 09/28/40 26.315 0.000 4.4999 15.17 0.034391 0.035164 0.035955 0.036764 0.037592 12.67 13.24 Freddie Mac 3134G1VW1 10/15/10 10/15/15* 100.000 VARIES 1.5144 0.041387 4.30* Freddie Mac 3134G1WC4 10/28/10 10/28/15* 100.000 VARIES 1.5309 0.041696 4.88* Freddie Mac 3134G1XY5 11/18/10 05/15/15 94.752 0.000 1.2037 12.82 0.032062 0.032255 0.032449 0.032645 0.032841 11.59 11.73 Freddie Mac 3134G1YT5 11/09/10 11/09/40* 22.728 0.000 5.0000 13.23 0.033165 4.25* Freddie Mac 3134G1YZ1 11/16/10 11/16/40* 22.728 0.000 5.0000 13.00 0.033165 4.48* Freddie Mac 3134G1ZF4 11/23/10 11/23/40* 22.398 0.000 5.0500 12.71 0.033026 4.69* Freddie Mac 3134G1ZR8 12/02/10 12/02/15* 100.000 VARIES 1.4369 0.039339 2.40* Freddie Mac 3134G1ZT4 12/09/10 12/09/15* 100.000 VARIES 1.4945 0.040784 6.44* Freddie Mac 3134G1ZW7 12/01/10 12/01/15* 100.000 VARIES 1.3705 0.037562 5.63* Freddie Mac 3134G1ZX5 11/23/10 11/23/40 22.486 0.000 5.0366 12.72 0.033064 0.033897 0.034750 0.035625 0.036522 12.12 12.73 Freddie Mac 3134G25L2 11/10/11 06/01/13 99.553 0.000 0.2876 .40 0.007957 0.007968 0.007980 2.87 1.20 Freddie Mac 3134G25M0 11/10/11 07/01/13 99.495 0.000 0.3086 .43 0.008533 0.008546 0.008560 3.07 1.54 Freddie Mac 3134G25N8 11/10/11 08/01/13 99.428 0.000 0.3328 .47 0.009182 0.009199 0.009214 0.009229 3.31 1.94 Freddie Mac 3134G25P3 11/10/11 09/01/13 99.353 0.000 0.3592 .51 0.009908 0.009926 0.009943 0.009961 3.57 2.39 Freddie Mac 3134G25Q1 11/10/11 10/01/13 99.288 0.000 0.3780 .53 0.010422 0.010443 0.010463 0.010482 3.76 2.83 Freddie Mac 3134G25R9 11/10/11 12/01/13 99.135 0.000 0.4225 .59 0.011638 0.011662 0.011687 0.011712 4.20 3.86 Freddie Mac 3134G25S7 11/10/11 01/01/14 99.053 0.000 0.4447 .62 0.012245 0.012272 0.012300 0.012327 4.41 4.43 Freddie Mac 3134G25T5 11/10/11 02/01/14 98.967 0.000 0.4671 .65 0.012841 0.012857 0.012887 0.012917 0.012948 4.63 4.65 Freddie Mac 3134G25U2 11/10/11 03/01/14 98.890 0.000 0.4841 .68 0.013292 0.013318 0.013350 0.013383 0.013415 4.80 4.82 Freddie Mac 3134G25V0 11/10/11 04/01/14 98.810 0.000 0.5011 .70 0.013749 0.013782 0.013817 0.013851 0.013886 4.96 4.99 Freddie Mac 3134G25W8 11/10/11 05/01/14 98.725 0.000 0.5191 .73 0.014231 0.014272 0.014309 0.014346 0.014383 5.14 5.16 Freddie Mac 3134G25X6 11/10/11 06/01/14 98.634 0.000 0.5383 .75 0.014754 0.014794 0.014834 0.014873 0.014914 5.32 5.35 Freddie Mac 3134G25Y4 11/10/11 07/01/14 98.551 0.000 0.5532 .77 0.015158 0.015200 0.015242 0.015284 5.46 5.49 Freddie Mac 3134G25Z1 11/10/11 08/01/14 98.462 0.000 0.5695 .79 0.015571 0.015598 0.015642 0.015687 0.015731 5.62 5.65 Freddie Mac 3134G26B3 11/10/11 09/01/14 98.368 0.000 0.5867 .82 0.016031 0.016062 0.016109 0.016156 0.016203 5.79 5.82 Freddie Mac 3134G26C1 11/10/11 10/01/14 98.283 0.000 0.5998 .84 0.016373 0.016414 0.016463 0.016512 0.016562 5.91 5.94 Freddie Mac 3134G26D9 11/10/11 11/01/14 98.186 0.000 0.6162 .86 0.016806 0.016858 0.016910 0.016962 0.017014 6.07 6.10 Freddie Mac 3134G26E7 11/10/11 12/01/14 98.101 0.000 0.6278 .87 0.017116 0.017170 0.017223 0.017278 0.017332 6.17 6.21 Freddie Mac 3134G26F4 11/10/11 01/01/15 97.981 0.000 0.6502 .90 0.017714 0.017772 0.017830 0.017887 6.39 6.43 Freddie Mac 3134G2AC6 03/28/11 03/28/36* 25.758 0.000 5.4999 10.84 0.040434 3.52* Freddie Mac 3134G2B43 09/16/11 03/16/17* 100.000 VARIES 1.3955 0.038765 2.91* ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3134G2CT7 04/01/11 04/01/14 100.000 VARIES 1.2448 0.034686 0.034794 0.034794 0.034794 0.034687 12.52 12.52 Freddie Mac 3134G2CV2 04/01/11 04/01/16 100.000 VARIES 2.1989 0.061433 0.061788 0.062124 0.062463 0.062615 22.24 22.47 Freddie Mac 3134G2E81 09/23/11 09/23/16* 100.000 VARIES 1.3464 0.037400 0.037091 6.40* Freddie Mac 3134G2EE8 04/25/11 04/25/36* 26.392 0.000 5.4000 9.81 0.040657 4.63* Freddie Mac 3134G2HZ8 05/18/11 08/15/12 99.656 0.000 0.2776 1.71 0.007692 0.007703 1.73 Freddie Mac 3134G2JA1 05/18/11 02/15/13 99.131 0.000 0.5017 3.08 0.013832 0.013867 0.013902 5.00 .61 Freddie Mac 3134G2JB9 05/18/11 08/15/13 98.365 0.000 0.7366 4.49 0.020164 0.020239 0.020313 0.020388 7.29 4.56 Freddie Mac 3134G2JC7 05/18/11 02/15/14 97.359 0.000 0.9785 5.91 0.026526 0.026655 0.026786 0.026917 0.027048 9.61 9.70 Freddie Mac 3134G2JD5 05/18/11 02/15/15 94.531 0.000 1.5086 8.85 0.039758 0.040058 0.040360 0.040665 0.040972 14.45 14.67 Freddie Mac 3134G2JE3 05/18/11 02/15/16 91.147 0.000 1.9642 11.12 0.049969 0.050459 0.050955 0.051455 0.051961 18.21 18.57 Freddie Mac 3134G2LS9 06/28/11 06/28/41* 20.819 0.000 5.3000 5.61 0.031463 5.57* Freddie Mac 3134G2N40 09/19/11 08/01/13 99.354 0.000 0.3474 .98 0.009589 0.009602 0.009619 0.009635 3.46 2.02 Freddie Mac 3134G2N57 09/19/11 02/15/15 97.686 0.000 0.6886 1.91 0.018681 0.018738 0.018802 0.018867 0.018932 6.75 6.80 Freddie Mac 3134G2N65 09/19/11 08/01/15 96.933 0.000 0.8071 2.22 0.021729 0.021799 0.021887 0.021975 0.022064 7.86 7.92 Freddie Mac 3134G2NU2 06/23/11 10/01/13 98.610 0.000 0.6169 3.18 0.016927 0.016979 0.017032 0.017084 6.11 4.61 Freddie Mac 3134G2TW2 08/17/11 08/17/37* 26.289 0.000 5.2051 5.09 0.038010 0.039000 8.77* Freddie Mac 3134G2UV2 08/24/11 08/24/33* 33.740 0.000 5.0000 5.95 0.046862 0.048033 11.13* Freddie Mac 3134G2X80 10/18/11 10/18/41* 25.780 0.000 4.5700 2.39 0.032726 3.50* Freddie Mac 3134G2Z62 10/06/11 03/01/14 98.600 0.000 0.5876 1.37 0.016089 0.016132 0.016179 0.016227 0.016275 5.81 5.84 Freddie Mac 3134G3D72 08/03/12 08/01/15 98.910 0.000 0.3663 0.010063 0.010083 0.010102 1.49 3.63 Freddie Mac 3134G3D80 08/03/12 03/01/16 98.331 0.000 0.4709 0.012853 0.012869 0.012899 0.012930 1.90 4.65 Freddie Mac 3134G3D98 08/03/12 08/01/16 97.750 0.000 0.5705 0.015486 0.015535 0.015579 2.29 5.60 Freddie Mac 3134G3DL1 12/27/11 12/27/41* 25.212 0.000 4.6459 .13 0.032537 5.73* Freddie Mac 3134G3DM9 12/21/11 02/14/14 99.040 0.000 0.4497 .12 0.012371 0.012381 0.012409 0.012437 0.012464 4.46 4.48 Freddie Mac 3134G3DS6 12/27/11 12/27/41* 25.139 0.000 4.6558 .13 0.032512 5.72* Freddie Mac 3134G3G87 09/05/12 02/01/16 97.910 0.000 0.6211 0.016893 0.016936 0.016989 1.96 6.10 Freddie Mac 3134G3GA2 12/15/11 12/27/13 100.000 0.000 0.4484 0.012459 0.012487 0.012515 0.012543 4.49 4.46 Freddie Mac 3134G3H60 08/29/12 02/12/16 98.330 0.000 0.4883 0.013338 0.013368 0.013401 1.63 4.82 Freddie Mac 3134G3H86 09/05/12 08/01/14 99.460 0.000 0.2843 0.007855 0.007865 0.007876 .91 2.83 Freddie Mac 3134G3P87 09/27/12 12/01/14 99.325 0.000 0.3112 0.008582 0.008592 0.008605 0.008618 .81 3.10 Freddie Mac 3134G3PQ7 02/13/12 02/13/15 98.625 0.000 0.4620 0.012658 0.012687 0.012717 0.012746 4.03 4.58 Freddie Mac 3134G3S68 10/18/12 08/15/14 99.525 0.000 0.2610 0.007213 0.007223 0.007233 .53 2.60 Freddie Mac 3134G3TD2 04/11/12 02/15/15 98.584 0.000 0.5019 0.013746 0.013770 0.013805 0.013839 3.58 4.97 Freddie Mac 3134G3TF7 03/20/12 03/01/16 96.961 0.000 0.7833 0.021097 0.021173 0.021256 0.021339 5.94 7.66 Freddie Mac 3134G3UA6 04/19/12 08/01/15 97.653 0.000 0.7246 0.019655 0.019696 0.019767 0.019839 4.96 7.12 Freddie Mac 3134G3UB4 05/01/12 05/01/15 98.095 0.000 0.6421 0.017498 0.017554 0.017610 0.017667 4.20 6.34 Freddie Mac 3134G3UE8 05/08/12 07/01/15 98.190 0.000 0.5811 0.015840 0.015866 0.015912 0.015958 3.70 5.74 Freddie Mac 3134G3UG3 05/23/12 02/13/15 98.720 0.000 0.4737 0.012982 0.013006 0.013036 0.013067 2.83 4.70 Freddie Mac 3134G3UN8 05/22/12 02/28/14 99.444 0.000 0.3147 0.008458 0.008653 0.008525 0.008680 1.92 3.14 Freddie Mac 3134G3UP3 05/22/12 02/27/15 98.622 0.000 0.5026 0.013765 0.013788 0.013823 0.013858 3.02 4.98 Freddie Mac 3134G3WQ9 06/28/12 01/30/15 98.590 0.000 0.5492 0.015035 0.015049 0.015090 0.015132 2.75 5.44 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3134G3WS5 06/28/12 02/01/16 97.180 0.000 0.7979 0.021527 0.021557 0.021643 0.021729 3.94 7.80 Fannie Mae 31359MEL3 01/29/99 06/01/17 34.790 0.000 5.8405 384.25 0.118206 0.121658 0.125211 0.128867 0.132631 43.39 45.96 Fannie Mae 31364KSS0 08/17/00 08/17/12 60.070 2.000 6.9636 369.39 0.128756 0.133239 29.91 Fannie Mae 3136F1EQ9 12/27/01 03/17/31 16.751 0.000 6.2082 141.49 0.052348 0.053973 0.055649 0.057376 0.059157 19.48 20.71 Fannie Mae 3136F2B31 12/20/02 12/30/32 19.252 0.000 5.5626 123.47 0.048818 0.050176 0.051572 0.053006 0.054480 17.82 18.83 Fannie Mae 3136F3LA2 04/04/03 10/03/33 20.285 0.000 5.2999 117.63 0.046578 0.047812 0.049079 0.050380 0.051715 17.21 18.13 Fannie Mae 3136F3ZC3 06/09/03 12/15/33 23.674 0.000 N/A 0.047357 0.048495 0.049660 0.050854 0.052076 17.29 18.13 Fannie Mae 3136F4R55 01/07/04 12/15/34 18.268 0.000 5.5708 100.61 0.043729 0.044947 0.046199 0.047486 0.048808 16.00 16.90 Fannie Mae 3136F6G86 02/24/05 02/15/15 63.549 0.000 4.5968 232.26 0.108912 0.111415 0.113976 0.116596 0.119276 40.35 42.22 Fannie Mae 3136F7MB0 11/17/05 06/07/12 73.724 0.000 4.7041 242.84 0.127669 19.92 Fannie Mae 3136F7NJ2 11/15/05 02/28/14 67.000 0.000 4.8887 230.90 0.119030 0.120614 0.125610 0.126583 0.131826 44.67 46.79 Fannie Mae 3136F7NM5 11/15/05 11/15/30 26.938 0.000 5.3159 102.17 0.054495 0.055943 0.057430 0.058957 0.060524 20.01 21.09 Fannie Mae 3136F7Q34 07/14/06 10/31/14 63.950 0.000 5.4603 219.14 0.129041 0.132564 0.136183 0.139901 0.143721 47.52 50.16 Fannie Mae 3136F7QX8 01/06/06 10/10/13 69.750 0.000 4.6951 223.49 0.118861 0.121651 0.124507 0.127430 43.75 35.26 Fannie Mae 3136F7UM7 02/22/06 10/01/12 96.825 4.318 4.8859 27.63 0.015032 0.015399 4.12 Fannie Mae 3136F8JD8 03/16/07 05/31/13 74.650 0.000 4.7639 189.14 0.123308 0.126245 0.129252 45.10 19.26 Fannie Mae 3136F8JY2 03/30/07 04/10/13 75.160 0.000 4.7935 189.86 0.124021 0.126994 0.130037 45.67 12.87 Fannie Mae 3136F8LJ2 05/16/07 10/01/29 60.778 0.000 N/A 0.072139 0.072091 0.069117 0.069071 0.065945 25.69 24.59 Fannie Mae 3136F8LW3 05/03/07 06/01/15 75.398 0.000 N/A 0.082919 0.078427 0.078221 0.073392 0.073187 28.90 27.14 Fannie Mae 3136F8NZ4 06/11/07 12/10/14 66.600 0.000 5.4956 186.62 0.129742 0.133308 0.136971 0.140734 0.144602 47.50 50.15 Fannie Mae 3136F8P25 02/08/08 02/08/38 16.973 0.000 6.0000 43.99 0.034035 0.035441 0.036108 0.037808 0.038307 13.02 13.81 Fannie Mae 3136F8QH1 07/11/07 02/28/14 69.767 0.000 5.4960 191.79 0.131850 0.134001 0.139965 0.141466 0.147763 49.65 52.32 Fannie Mae 3136F8QM0 07/30/07 07/30/37 12.693 0.000 7.0001 45.12 0.032501 0.033638 0.034816 0.036034 0.037295 12.25 13.13 Fannie Mae 3136F8RD9 08/09/07 04/10/12 79.420 0.000 4.9945 192.40 0.135356 13.40 Fannie Mae 3136F8UT0 11/06/07 05/01/14 95.257 0.000 N/A 0.008949 0.006258 0.006265 0.006232 0.006240 2.58 2.24 Fannie Mae 3136F8XP5 11/20/07 07/10/12 82.235 0.000 4.2600 155.77 0.113451 0.115867 21.88 Fannie Mae 3136F8YZ2 12/13/07 02/15/12 85.070 0.000 3.9122 144.61 0.106589 4.69 Fannie Mae 3136F92T9 12/30/08 12/30/38* 20.417 0.000 5.3667 35.19 0.035678 6.39* Fannie Mae 3136F9A60 08/01/08 06/29/12 85.645 0.000 4.0007 124.16 0.108953 19.39 Fannie Mae 3136F9A78 08/01/08 12/31/12 83.605 0.000 4.0950 124.33 0.109233 0.111469 39.62 Fannie Mae 3136F9B44 08/07/08 12/01/13 84.261 0.000 N/A 0.077112 0.076838 0.072279 0.072013 27.57 23.80 Fannie Mae 3136F9D91 09/04/08 04/01/12 91.994 0.000 N/A 0.021936 1.97 Fannie Mae 3136F9E25 09/04/08 04/01/14 83.238 0.000 N/A 0.094461 0.094047 0.093626 0.035862 0.036575 33.86 18.17 Fannie Mae 3136F9FX6 04/03/08 12/30/12 93.811 0.000 1.3518 0.006800 0.006896 2.46 Fannie Mae 3136F9FY4 04/03/08 06/29/12 93.719 0.000 N/A 0.009261 1.65 Fannie Mae 3136F9FZ1 04/03/08 12/29/12 94.297 0.000 N/A 0.006067 0.004143 1.83 Fannie Mae 3136FMJU9 03/29/10 06/29/12 98.965 0.000 N/A 0.002113 .38 Fannie Mae 3136FRET6 03/25/11 11/01/12 99.132 0.000 0.5455 0.015072 0.015114 4.53 Fannie Mae 31398AE99 02/09/10 02/09/40* 18.203 0.000 5.7599 20.69 0.031714 1.21* Fannie Mae 31398AY30 07/20/10 07/20/40* 21.392 0.000 5.2071 16.53 0.032574 0.033422 6.63* Fannie Mae 31398AY71 07/20/10 07/20/40* 21.422 0.000 5.2023 16.54 0.032588 0.033436 6.64* ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Fannie Mae 31398AY89 08/10/10 08/10/40* 21.076 0.000 5.2580 15.80 0.032423 1.26* FelCor Lodging Limited 31430QAZ0 10/01/09 10/01/14 87.750 10.000 13.4435 45.55 0.064741 0.069093 0.073737 0.078694 0.083984 24.90 28.36 FelCor Lodging Limited 31430QBA4 10/01/09 10/01/14 87.750 10.000 13.4435 45.55 0.064741 0.069093 0.073737 0.078694 0.083984 24.90 28.36 FiberTower Corporation 31567RAF7 12/22/09 01/01/16 100.000 9.000 N/A 0.250000 0.250000 0.250000 0.250000 90.00 90.00 FiberTower Corporation 31567RAG5 12/22/09 01/01/16 100.000 9.000 N/A 0.250000 0.250000 0.250000 0.250000 90.00 90.00 First Data Corporation. 319963AN4 10/24/07 09/24/15 94.796 9.875 10.8718 22.14 0.018131 0.019117 0.020156 0.021251 0.022407 6.90 7.67 First Data Corporation. 319963AP9 10/24/07 09/24/15 94.796 9.875 10.8718 22.14 0.018131 0.019117 0.020156 0.021251 0.022407 6.90 7.67 First Data Corporation. 319963AY0 12/17/10 01/15/21 94.750 8.250 9.0551 3.52 0.009643 0.010079 0.010536 0.011013 0.011511 3.70 4.04 First Data Corporation. 319963AZ7 12/17/10 01/15/22 95.625 VARIES N/A 0.257264 0.256898 0.256533 0.256168 0.255804 92.43 92.17 First Data Corporation. 319963BA1 12/15/10 01/15/21 91.875 12.625 14.1624 4.21 0.011640 0.012464 0.013347 0.014292 0.015304 4.62 5.30 First Data Corporation. 319963BB9 12/15/10 01/15/21 91.875 12.625 14.1624 4.21 0.011640 0.012464 0.013347 0.014292 0.015304 4.62 5.30 Livingston CNTY SD#74,IL 33849YAB7 09/09/10 12/01/12 105.832 VARIES 2.2283 0.063525 0.062716 20.82 Livingston CNTY SD#74,IL 33849YAC5 09/09/10 12/01/13 106.537 VARIES 2.8306 0.081846 0.081058 0.080260 0.079449 29.28 26.34 Livingston CNTY SD#74,IL 33849YAD3 09/09/10 12/01/14 106.763 VARIES 3.2820 0.095608 0.094898 0.094176 0.093442 0.092697 34.25 33.73 Livingston CNTY SD#74,IL 33849YAE1 09/09/10 12/01/15 106.477 VARIES 3.6335 0.106024 0.105427 0.104819 0.104200 0.103570 38.03 37.59 Livingston CNTY SD#74,IL 33849YAG6 09/09/10 12/01/12 105.941 VARIES 2.2282 0.063552 0.062728 20.82 Livingston CNTY SD#74,IL 33849YAH4 09/09/10 12/01/13 106.692 VARIES 2.8301 0.081911 0.081104 0.080287 0.079457 29.29 26.35 Livingston CNTY SD#74,IL 33849YAJ0 09/09/10 12/01/14 106.763 VARIES 3.2820 0.095608 0.094898 0.094176 0.093442 0.092697 34.25 33.73 Livingston CNTY SD#74,IL 33849YAK7 09/09/10 12/01/15 106.477 VARIES 3.6335 0.106024 0.105427 0.104819 0.104200 0.103570 38.03 37.59 Franklin Cnty SD #47, IL 352730CF0 02/15/07 12/01/13 68.938 0.000 5.5487 211.08 0.138151 0.141984 0.145923 0.149971 50.66 48.88 Franklin Cnty SD #47, IL 352730CG8 02/15/07 12/01/14 65.167 0.000 5.5688 200.34 0.131189 0.134842 0.138596 0.142456 0.146422 48.11 50.82 Franklin Cnty SD #47, IL 352730CH6 02/15/07 12/01/15 61.525 0.000 5.5989 190.30 0.124704 0.128195 0.131784 0.135473 0.139266 45.73 48.33 Franklin Cnty SD #47, IL 352730CJ2 02/15/07 12/01/16 57.942 0.000 5.6491 181.03 0.118771 0.122126 0.125576 0.129123 0.132770 43.57 46.06 College District #534 IL 360395FC6 07/22/10 12/01/12 105.163 VARIES 2.3712 0.067279 0.066579 22.08 College District #534 IL 360395FD4 07/22/10 12/01/13 105.996 VARIES 2.7756 0.079820 0.079154 0.078479 0.077795 28.58 25.77 College District #534 IL 360395FE2 07/22/10 12/01/14 106.532 VARIES 3.1773 0.092201 0.091570 0.090929 0.090277 0.089615 33.04 32.58 College District #534 IL 360395FF9 07/22/10 12/01/15 107.053 VARIES 3.5779 0.104612 0.103999 0.103374 0.102739 0.102092 37.51 37.06 College District #534 IL 360395FG7 07/22/10 12/01/16 105.839 VARIES 4.0773 0.118452 0.117979 0.117496 0.117003 0.116501 42.53 42.18 College District #534 IL 360395FH5 07/22/10 12/01/17 105.580 VARIES 4.4767 0.130013 0.129596 0.129171 0.128736 0.128291 46.70 46.40 College District #534 IL 360395FJ1 07/22/10 12/01/18 103.358 VARIES 4.9260 0.140635 0.140405 0.140168 0.139926 0.139678 50.57 50.40 College District #534 IL 360395FK8 07/22/10 12/01/19 103.249 VARIES 5.2255 0.149141 0.148937 0.148728 0.148513 0.148293 53.64 53.49 College District #534 IL 360395FL6 07/22/10 12/01/20 101.888 VARIES 5.4261 0.153104 0.152999 0.152892 0.152783 0.152670 55.09 55.01 GWR Operating Partnershp 361990AA2 04/07/10 04/01/17 95.347 10.875 11.8737 8.34 0.014711 0.015585 0.016510 0.017490 0.018528 5.62 6.30 General Cable Corp. 369300AL2 12/18/09 11/15/29 100.000 VARIES 12.5014 0.405208 0.422723 0.441333 0.461106 0.482115 150.69 164.32 GMAC 37042FDC9 01/16/97 01/15/12 34.258 0.000 7.2720 654.69 0.194914 2.73 GMX Resources Inc. 38011MAR9 09/19/12 03/02/18 58.041 9.000 22.8340 0.118141 0.130356 0.145239 12.05 47.95 Goldman Sachs Group,Inc. 38141GBW3 02/01/02 02/01/12 100.000 0.000 6.6999 0.348074 10.44 Goldman Sachs Group,Inc. 38141GCB8 04/08/02 04/08/12 100.000 2.000 6.6499 0.296021 28.71 Goldman Sachs Group,Inc. 38141GCC6 04/10/02 04/10/12 100.000 2.500 6.7200 0.289083 28.62 Goldman Sachs Group,Inc. 38141GCD4 04/29/02 04/29/12 100.000 3.500 6.8099 0.270928 31.97 Goldman Sachs Group,Inc. 38141GCE2 07/03/02 07/03/12 100.000 3.000 6.3397 0.246023 0.251180 45.70 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38141GCJ1 09/16/02 09/16/12 100.000 2.500 5.5999 0.211003 0.214966 54.52 Goldman Sachs Group,Inc. 38141GCK8 10/28/02 10/28/12 100.000 3.000 5.7299 0.209422 0.213035 62.85 Goldman Sachs Group,Inc. 38141GCV4 02/28/03 02/28/13 100.000 0.000 5.1699 0.219187 0.222409 0.231940 82.38 13.45 Goldman Sachs Group,Inc. 38141GCW2 02/27/03 02/27/13 100.000 0.500 5.1499 0.212890 0.218014 0.223271 78.85 12.50 Goldman Sachs Group,Inc. 38141GCX0 03/05/03 03/05/13 100.000 0.000 5.0499 0.214336 0.219748 0.225297 79.41 14.42 Goldman Sachs Group,Inc. 38141GCZ5 04/21/03 04/18/13 100.000 0.000 5.1500 0.220307 0.225980 0.231799 81.17 24.80 Goldman Sachs Group,Inc. 38141GDC5 04/21/03 04/21/13 100.000 2.250 5.1500 0.186609 0.189804 0.193082 68.21 21.24 Goldman Sachs Group,Inc. 38141GDF8 05/30/03 05/30/13 100.000 0.000 4.6300 0.189779 0.194172 0.198667 69.39 29.60 Goldman Sachs Group,Inc. 38141GDG6 06/11/03 06/11/13 100.000 3.000 4.2499 0.132975 0.134030 0.135107 48.10 21.62 Goldman Sachs Group,Inc. 38141GDH4 06/20/03 06/20/13 100.000 0.250 4.3500 0.171132 0.174704 0.178352 62.33 30.14 Goldman Sachs Group,Inc. 38141GDY7 01/11/05 01/11/12 100.000 1.000 4.7300 0.168181 1.68 Goldman Sachs Group,Inc. 38141GEB6 02/15/05 02/15/12 100.000 2.000 4.5499 0.150450 6.62 Goldman Sachs Group,Inc. 38141GEC4 06/29/05 06/29/12 100.000 1.000 4.6499 0.164473 29.28 Goldman Sachs Group,Inc. 38141GFF6 12/28/07 12/28/17 100.000 0.000 5.8500 0.204654 0.210640 0.216802 0.223143 0.229670 74.79 79.23 Goldman Sachs Group,Inc. 38141GGH1 10/26/09 03/05/13 100.000 0.000 1.0049 0.028440 0.028583 0.028726 10.30 1.84 Goldman Sachs Group,Inc. 38141GGV0 10/30/12 10/30/27 100.000 VARIES 4.6427 0.128965 0.126800 0.124585 7.87 45.77 Goldman Sachs Group,Inc. 38141GHQ0 11/19/12 11/19/27 100.000 VARIES 4.0948 0.113746 0.111525 0.109258 4.78 40.36 Goldman Sachs Group,Inc. 3814262A2 11/04/09 11/06/14 100.000 0.000 3.0642 0.090472 0.091859 0.093266 0.094695 0.096146 32.97 33.99 Goldman Sachs Group,Inc. 3814262B0 11/30/09 11/30/14 100.000 0.000 2.9158 0.085824 0.087075 0.088345 0.089633 0.090940 31.20 32.12 Goldman Sachs Group,Inc. 3814262C8 12/04/09 12/08/14 100.000 0.000 2.9817 0.087905 0.089216 0.090546 0.091896 0.093266 31.94 32.90 Goldman Sachs Group,Inc. 3814262D6 12/31/09 12/31/14 100.000 0.000 2.8111 0.082572 0.083732 0.084909 0.086103 0.087313 29.94 30.78 Goldman Sachs Group,Inc. 3814262E4 12/29/09 06/26/15 100.000 0.000 2.9758 0.087671 0.088976 0.090300 0.091643 0.093007 31.81 32.76 Goldman Sachs Group,Inc. 3814262F1 02/03/10 02/05/15 100.000 0.000 2.7204 0.078705 0.079776 0.080861 0.081961 0.083076 28.84 29.63 Goldman Sachs Group,Inc. 3814262H7 01/29/10 07/30/15 100.000 0.000 2.8531 0.082700 0.083880 0.085077 0.086290 0.087521 30.34 31.22 Goldman Sachs Group,Inc. 3814262J3 02/26/10 08/27/15 100.000 0.000 2.8595 0.082896 0.084081 0.085283 0.086502 0.087739 30.35 31.23 Goldman Sachs Group,Inc. 3814262K0 03/03/10 03/05/15 100.000 0.000 2.5727 0.074271 0.075226 0.076194 0.077174 0.078167 27.13 27.84 Goldman Sachs Group,Inc. 3814262L8 03/31/10 10/01/15 100.000 0.000 2.4854 0.071652 0.072543 0.073444 0.074357 0.075281 26.12 26.77 Goldman Sachs Group,Inc. 3814262M6 05/05/10 05/07/15 100.000 0.000 2.6855 0.077656 0.078699 0.079756 0.080827 0.081912 28.26 29.02 Goldman Sachs Group,Inc. 3814262N4 03/31/10 03/31/15 100.000 0.000 2.7100 0.078381 0.079443 0.080519 0.081610 0.082716 28.60 29.38 Goldman Sachs Group,Inc. 381426Y58 06/03/09 06/05/14 100.000 0.000 3.4499 0.104408 0.106209 0.108041 0.109904 0.111800 38.01 39.33 Goldman Sachs Group,Inc. 381426Z40 07/06/09 07/08/14 100.000 0.000 3.4489 0.102605 0.104374 0.106174 0.108005 0.109867 37.87 39.19 Goldman Sachs Group,Inc. 381426Z65 08/05/09 08/07/14 100.000 0.000 3.2499 0.096305 0.097870 0.099460 0.101077 0.102719 35.41 36.57 Goldman Sachs Group,Inc. 381426Z73 09/09/09 09/09/14 100.000 0.000 3.0499 0.090008 0.091381 0.092775 0.094189 0.095626 32.96 33.97 Goldman Sachs Group,Inc. 381426Z81 10/05/09 10/07/14 100.000 0.000 3.1498 0.093155 0.094622 0.096113 0.097626 0.099164 34.05 35.13 Goldman Sachs Group,Inc. 381426Z99 09/30/09 09/30/14 100.000 0.000 3.0503 0.090019 0.091392 0.092786 0.094201 0.095638 32.91 33.92 Goldman Sachs Group,Inc. 38143ADL6 12/30/11 12/31/15 100.000 0.000 1.7748 0.048762 0.048660 0.049905 0.049527 0.050795 17.83 18.15 Goldman Sachs Group,Inc. 38143ADM4 12/30/11 12/30/16 100.000 0.000 2.0503 0.056021 0.056596 0.057490 0.057762 0.058675 20.61 21.04 Goldman Sachs Group,Inc. 38143AFY6 01/31/12 01/29/16 100.000 0.000 1.4011 0.038494 0.038339 0.039248 0.038878 12.91 14.24 Goldman Sachs Group,Inc. 38143AGB5 01/31/12 01/31/19 100.000 0.000 2.2999 0.063185 0.063217 0.065003 0.064679 21.23 23.62 Goldman Sachs Group,Inc. 38143AJG1 02/29/12 02/28/19 100.000 0.000 2.2001 0.059786 0.061445 0.061108 0.062805 18.56 22.53 Goldman Sachs Group,Inc. 38143ALM5 03/30/12 04/01/19 100.000 0.000 2.2483 0.061429 0.061437 0.062469 0.062826 0.063882 17.11 23.00 Goldman Sachs Group,Inc. 38143APY5 04/30/12 04/30/19 100.000 0.000 2.2498 0.061137 0.062850 0.062521 0.064272 15.15 22.97 Goldman Sachs Group,Inc. 38143ARV9 05/31/12 05/31/19 100.000 0.000 2.2497 0.061468 0.062501 0.062859 0.063915 13.25 22.92 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38143AUA1 06/29/12 07/01/19 100.000 0.000 2.1501 0.059070 0.058434 0.060042 0.059698 10.87 21.85 Goldman Sachs Group,Inc. 38143AWH4 07/31/12 07/31/19 100.000 0.000 2.1499 0.058423 0.060030 0.059686 9.00 21.81 Goldman Sachs Group,Inc. 38143AXC4 08/30/12 08/31/17 100.000 0.000 1.6987 0.045913 0.046930 0.046557 0.047730 5.82 17.16 Goldman Sachs Group,Inc. 38143AYM1 08/31/12 09/03/19 100.000 0.000 2.1004 0.057077 0.058033 0.057687 0.059259 7.14 21.27 Goldman Sachs Group,Inc. 38143AYN9 08/30/12 08/30/19 100.000 0.250 2.0903 0.057426 0.057638 0.058489 7.12 21.13 Goldman Sachs Group,Inc. 38143AYS8 08/23/12 08/23/17 100.000 0.000 1.7918 0.048690 0.049941 0.049567 6.38 18.11 Goldman Sachs Group,Inc. 38143DAA7 09/03/09 09/09/14 100.000 0.000 3.1999 0.094766 0.096282 0.097823 0.099388 0.100978 34.73 35.85 Goldman Sachs Group,Inc. 38143U2A8 04/30/12 01/31/18 100.000 0.000 4.2501 0.118060 0.119314 0.121850 0.124439 28.64 44.18 Goldman Sachs Group,Inc. 38143U2D2 04/20/12 04/20/27* 100.000 VARIES 6.4164 0.178236 32.08* Goldman Sachs Group,Inc. 38143U2S9 05/31/12 09/01/16 100.000 0.000 4.2500 0.118057 0.119326 0.121861 0.124451 25.06 44.03 Goldman Sachs Group,Inc. 38143U3A7 05/31/12 06/02/17 100.000 0.000 4.6997 0.130549 0.130583 0.133652 0.136793 0.140007 27.64 48.86 Goldman Sachs Group,Inc. 38143U3B5 05/23/12 05/23/27 100.000 VARIES 6.0431 0.167866 0.166904 0.165912 0.164890 36.56 59.83 Goldman Sachs Group,Inc. 38143U3T6 05/14/12 05/14/17 100.000 VARIES 2.9895 0.014431 0.013629 0.012816 0.013007 3.24 4.73 Goldman Sachs Group,Inc. 38143U3U3 05/18/12 05/19/14 100.000 0.000 2.5000 0.069446 0.069452 0.070320 0.071199 0.072089 15.52 25.55 Goldman Sachs Group,Inc. 38143U4D0 07/31/12 02/01/18 100.000 0.000 3.8502 0.106949 0.106962 0.109021 0.111119 16.15 39.50 Goldman Sachs Group,Inc. 38143U4K4 07/05/12 07/07/14 100.000 0.000 2.7803 0.077231 0.077243 0.078317 0.079406 13.59 28.38 Goldman Sachs Group,Inc. 38143U4T5 07/19/12 07/21/14 100.000 0.000 2.5599 0.071110 0.071120 0.072030 0.072952 11.52 26.06 Goldman Sachs Group,Inc. 38143U5B3 08/03/12 08/04/14 100.000 0.000 2.2596 0.062767 0.062771 0.063481 0.064198 9.29 22.94 Goldman Sachs Group,Inc. 38143U5C1 08/03/12 08/04/14 100.000 0.000 2.2596 0.062767 0.062771 0.063481 0.064198 9.29 22.94 Goldman Sachs Group,Inc. 38143U5H0 08/31/12 09/04/18 100.000 0.000 3.4598 0.096107 0.096144 0.097807 0.099499 11.63 35.30 Goldman Sachs Group,Inc. 38143U5X5 08/20/12 08/20/24 100.000 VARIES 4.6554 0.129317 0.128389 0.127439 16.94 46.14 Goldman Sachs Group,Inc. 38143U6D8 08/17/12 08/18/14 100.000 0.000 2.0803 0.057786 0.057790 0.058391 0.058998 7.74 21.07 Goldman Sachs Group,Inc. 38143U6M8 08/31/12 08/31/18 100.000 0.000 3.5002 0.096693 0.096781 0.100107 11.89 35.73 Goldman Sachs Group,Inc. 38143U6V8 09/28/12 12/31/18 100.000 0.000 3.1501 0.085602 0.087721 0.087650 0.090506 8.13 32.01 Goldman Sachs Group,Inc. 38143U7M7 11/02/12 11/01/19 100.000 0.000 3.0101 0.083616 0.084868 0.086145 4.93 30.48 Goldman Sachs Group,Inc. 38143UAS0 09/10/04 09/10/12 100.000 0.500 4.7699 0.178870 0.182805 45.25 Goldman Sachs Group,Inc. 38143UB34 08/31/11 08/31/26* 100.000 VARIES 5.7419 0.157745 0.154074 0.154581 51.72* Goldman Sachs Group,Inc. 38143UB91 09/01/11 09/01/16 100.000 VARIES 2.6249 0.008499 0.008342 0.008183 0.008022 0.007859 2.99 2.88 Goldman Sachs Group,Inc. 38143UBB6 03/16/05 03/16/12 100.000 1.000 5.0399 0.182870 13.72 Goldman Sachs Group,Inc. 38143UBC4 04/13/05 04/13/12 100.000 0.500 4.9999 0.186203 18.99 Goldman Sachs Group,Inc. 38143UBH3 10/03/05 10/03/12 100.000 1.000 5.0999 0.181844 0.185773 50.17 Goldman Sachs Group,Inc. 38143UBN0 03/16/07 03/16/14 100.000 0.000 5.7599 0.206585 0.212534 0.218655 0.224953 0.231431 76.71 81.19 Goldman Sachs Group,Inc. 38143UC41 09/15/11 09/15/26* 100.000 VARIES 5.9696 0.165825 0.164142 0.162408 56.43* Goldman Sachs Group,Inc. 38143UC58 09/30/11 09/30/16 100.000 0.000 4.3397 0.120549 0.123165 0.125837 0.128568 0.131358 44.35 46.30 Goldman Sachs Group,Inc. 38143UCG4 10/09/07 10/13/15 100.000 0.000 5.8199 0.203499 0.209420 0.215515 0.221786 0.228240 75.26 79.71 Goldman Sachs Group,Inc. 38143UCK5 01/31/08 01/31/15 100.000 1.000 5.2500 0.169312 0.173028 0.176841 0.180754 0.184769 62.76 65.56 Goldman Sachs Group,Inc. 38143UCN9 04/11/08 09/11/15 100.000 3.000 5.7277 0.175233 0.177865 0.180572 0.183357 0.186222 64.14 66.13 Goldman Sachs Group,Inc. 38143UCP4 05/07/08 05/07/15 100.000 1.000 4.0000 0.123502 0.125416 0.127369 0.129361 0.131393 45.01 46.43 Goldman Sachs Group,Inc. 38143UD99 09/20/11 09/20/16 100.000 VARIES 2.6408 0.008247 0.008094 0.007939 0.007782 0.007623 2.91 2.80 Goldman Sachs Group,Inc. 38143UDK4 02/05/09 05/05/12 100.000 0.000 5.2977 0.169933 21.07 Goldman Sachs Group,Inc. 38143UDU2 07/06/09 07/08/13 100.000 0.000 4.2600 0.128773 0.131516 0.134317 0.137178 47.81 25.63 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38143UDW8 07/10/09 07/10/14 100.000 1.000 4.6174 0.137869 0.140411 0.143011 0.145672 0.148394 50.97 52.88 Goldman Sachs Group,Inc. 38143UEL1 08/28/09 12/12/12 100.000 0.000 3.4679 0.104222 0.106029 35.86 Goldman Sachs Group,Inc. 38143UEU1 10/29/09 10/29/24* 100.000 VARIES 6.0484 0.159560 0.159778 47.59* Goldman Sachs Group,Inc. 38143UEY3 10/30/09 10/30/14 100.000 1.000 3.9877 0.117591 0.119382 0.121208 0.123071 0.124971 42.88 44.20 Goldman Sachs Group,Inc. 38143UEZ0 10/29/09 10/29/16 100.000 1.000 4.6747 0.139736 0.142353 0.145031 0.147772 0.150577 51.10 53.05 Goldman Sachs Group,Inc. 38143UF63 10/31/11 05/01/17 100.000 0.000 3.8999 0.108345 0.110458 0.112612 0.114808 0.117046 39.64 41.20 Goldman Sachs Group,Inc. 38143UFM8 11/30/09 11/30/15 100.000 1.000 3.9589 0.116675 0.118435 0.120229 0.122060 0.123926 42.43 43.73 Goldman Sachs Group,Inc. 38143UFT3 12/30/09 12/30/24* 100.000 VARIES 5.9598 0.157485 0.157695 42.38* Goldman Sachs Group,Inc. 38143UGH8 02/25/10 02/25/25* 100.000 VARIES 5.9486 0.156969 0.157173 0.157383 50.93* Goldman Sachs Group,Inc. 38143UGW5 03/31/10 03/31/25* 100.000 VARIES 5.7994 0.152798 0.153005 41.14* Goldman Sachs Group,Inc. 38143UH20 12/05/11 12/05/14 100.000 VARIES 3.3850 0.009755 0.009441 0.009121 0.009276 0.009433 3.44 3.32 Goldman Sachs Group,Inc. 38143UH53 12/30/11 07/03/17 100.000 0.000 4.7823 0.132842 0.132896 0.136073 0.139327 0.142659 48.41 50.74 Goldman Sachs Group,Inc. 38143UHS3 04/15/10 04/15/15 100.000 1.000 3.9405 0.114382 0.116089 0.117829 0.119603 0.121412 41.75 43.01 Goldman Sachs Group,Inc. 38143UHT1 04/20/10 04/20/15 100.000 0.000 3.9150 0.115265 0.117521 0.119822 0.122167 0.124559 42.23 43.89 Goldman Sachs Group,Inc. 38143UJE2 05/26/10 05/26/16 100.000 0.000 5.1358 0.153936 0.157889 0.161944 0.166102 0.170368 56.41 59.34 Goldman Sachs Group,Inc. 38143UJL6 05/21/10 05/21/15 100.000 0.000 2.4439 0.070406 0.071267 0.072138 0.073019 0.073911 25.57 26.20 Goldman Sachs Group,Inc. 38143UJX0 06/24/10 06/24/16 100.000 0.000 4.3999 0.130465 0.133335 0.136268 0.139266 0.142330 47.52 49.64 Goldman Sachs Group,Inc. 38143UK91 01/26/12 01/28/14 100.000 VARIES 2.9996 0.083324 0.083338 0.084588 0.084607 0.085875 28.11 30.65 Goldman Sachs Group,Inc. 38143UKX8 08/31/10 08/31/17 100.000 0.000 4.4059 0.126435 0.127816 0.132797 0.133509 0.138712 47.31 49.33 Goldman Sachs Group,Inc. 38143UL25 01/31/12 07/31/17 100.000 0.000 4.0496 0.112491 0.114769 0.117093 0.119464 37.58 42.44 Goldman Sachs Group,Inc. 38143ULK5 07/28/10 07/28/17 100.000 VARIES 2.6534 0.016226 0.015414 0.015618 0.015826 0.016036 5.60 5.72 Goldman Sachs Group,Inc. 38143ULL3 07/29/10 07/29/15 100.000 0.000 3.7102 0.106921 0.108905 0.110925 0.112983 0.115079 39.46 40.93 Goldman Sachs Group,Inc. 38143ULM1 07/28/10 07/28/17 100.000 VARIES 2.6469 0.016064 0.015262 0.015464 0.015669 0.015876 5.55 5.67 Goldman Sachs Group,Inc. 38143ULN9 08/06/10 08/06/20 100.000 VARIES 2.8170 0.020652 0.019495 0.018322 0.018580 0.018842 6.89 6.72 Goldman Sachs Group,Inc. 38143ULQ2 08/20/10 08/20/15 100.000 VARIES 1.9250 0.006820 0.006886 0.006952 0.007019 0.007086 2.48 2.53 Goldman Sachs Group,Inc. 38143ULV1 08/26/10 08/26/20 100.000 VARIES 2.6793 0.022718 0.021507 0.020280 0.020552 0.020827 7.66 7.42 Goldman Sachs Group,Inc. 38143UM65 01/20/12 03/28/16 99.500 0.000 4.2189 0.116608 0.117537 0.120016 0.122548 0.125133 40.25 44.14 Goldman Sachs Group,Inc. 38143UMA6 08/20/10 08/20/20 100.000 VARIES 2.6781 0.014238 0.013479 0.012711 0.012881 0.013053 4.79 4.65 Goldman Sachs Group,Inc. 38143UMC2 08/26/10 08/26/15 100.000 VARIES 1.8192 0.006971 0.007035 0.007099 0.007164 0.007229 2.54 2.58 Goldman Sachs Group,Inc. 38143UME8 09/08/10 09/08/17 100.000 VARIES 2.3458 0.014337 0.013917 0.013493 0.013651 0.013811 4.99 4.92 Goldman Sachs Group,Inc. 38143UMH1 09/08/10 09/08/20 100.000 VARIES 2.6543 0.024122 0.022848 0.021558 0.021844 0.022134 8.16 7.88 Goldman Sachs Group,Inc. 38143UMJ7 09/10/10 09/10/20 100.000 VARIES 2.6625 0.015465 0.014645 0.013815 0.013999 0.014186 5.24 5.05 Goldman Sachs Group,Inc. 38143UMQ1 09/29/10 09/28/17 100.000 0.000 4.0718 0.117745 0.120143 0.122589 0.125084 0.127631 43.27 45.05 Goldman Sachs Group,Inc. 38143UMU2 09/21/10 09/21/20 100.000 VARIES 2.7708 0.021290 0.020434 0.019566 0.018685 0.018944 7.34 6.82 Goldman Sachs Group,Inc. 38143UMW8 09/21/10 09/21/17 100.000 VARIES 2.3116 0.018417 0.017617 0.017821 0.018027 0.018235 6.43 6.49 Goldman Sachs Group,Inc. 38143UNC1 10/12/10 10/12/15 100.000 0.000 3.1999 0.091753 0.093221 0.094713 0.096228 0.097768 33.53 34.61 Goldman Sachs Group,Inc. 38143UNG2 10/19/10 10/20/25 100.000 VARIES 4.9992 0.136047 0.134587 0.133091 0.131558 0.129986 48.50 47.42 Goldman Sachs Group,Inc. 38143UNH0 10/29/10 10/31/17 100.000 2.000 3.7647 0.106449 0.107407 0.108383 0.109377 0.110390 38.61 39.32 Goldman Sachs Group,Inc. 38143UNQ0 10/29/10 10/29/25 100.000 VARIES 4.8705 0.132378 0.130867 0.129318 0.129486 0.129657 47.19 46.61 Goldman Sachs Group,Inc. 38143UNT4 10/29/10 10/29/20 100.000 VARIES 2.0301 0.019091 0.018318 0.017537 0.017715 0.017895 6.64 6.37 Goldman Sachs Group,Inc. 38143UNU1 10/29/10 10/29/20 100.000 VARIES 2.3763 0.023846 0.022717 0.021575 0.021831 0.022091 8.24 7.85 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38143UNV9 11/05/10 11/05/15 100.000 VARIES 1.6723 0.009979 0.010063 0.010147 0.010232 0.010317 3.62 3.68 Goldman Sachs Group,Inc. 38143UNX5 11/05/10 11/05/15 100.000 VARIES 1.6984 0.013822 0.013646 0.013468 0.013587 0.013702 4.92 4.88 Goldman Sachs Group,Inc. 38143UNY3 11/01/10 11/01/17 100.000 VARIES 1.9534 0.004276 0.004119 0.004160 0.004200 0.004241 1.50 1.51 Goldman Sachs Group,Inc. 38143UP54 02/29/12 08/31/17 100.000 0.000 4.3504 0.118218 0.122791 0.123416 0.128191 36.86 45.60 Goldman Sachs Group,Inc. 38143UPE5 11/10/10 11/10/25 100.000 VARIES 4.9480 0.134591 0.133110 0.131593 0.131756 0.131923 48.03 47.42 Goldman Sachs Group,Inc. 38143UPF2 11/15/10 11/15/17 100.000 VARIES 2.1778 0.012648 0.012131 0.012263 0.012397 0.012532 4.44 4.45 Goldman Sachs Group,Inc. 38143UPG0 11/29/10 11/29/16 100.000 0.000 3.4000 0.097684 0.099345 0.101033 0.102751 0.104498 35.57 36.79 Goldman Sachs Group,Inc. 38143UPQ8 11/18/10 11/18/15 100.000 VARIES 1.6239 0.008810 0.008882 0.008954 0.009027 0.009100 3.19 3.24 Goldman Sachs Group,Inc. 38143UPS4 11/18/10 11/18/15 100.000 VARIES 1.6239 0.008810 0.008882 0.008953 0.009027 0.009100 3.19 3.24 Goldman Sachs Group,Inc. 38143UQC8 11/30/10 11/30/17 100.000 VARIES 2.2520 0.012004 0.011496 0.011625 0.011756 0.011889 4.22 4.22 Goldman Sachs Group,Inc. 38143UQF1 12/15/10 12/15/25 100.000 VARIES 5.1997 0.141803 0.140435 0.139031 0.139179 0.139331 50.76 50.08 Goldman Sachs Group,Inc. 38143UQG9 12/06/10 12/06/15 100.000 VARIES 1.5366 0.006184 0.006232 0.006279 0.006328 0.006376 2.24 2.27 Goldman Sachs Group,Inc. 38143UQJ3 12/28/10 12/28/16 100.000 0.000 3.5998 0.103628 0.105493 0.107392 0.109325 0.111293 37.65 39.02 Goldman Sachs Group,Inc. 38143UQN4 12/30/10 12/30/25 100.000 VARIES 5.4997 0.150448 0.149239 0.147996 0.148124 0.148255 53.94 53.30 Goldman Sachs Group,Inc. 38143UQP9 12/22/10 12/22/20 100.000 VARIES 2.3885 0.023791 0.022660 0.021514 0.021771 0.022031 8.34 7.80 Goldman Sachs Group,Inc. 38143UQQ7 01/31/11 01/31/17 100.000 0.000 3.6501 0.103245 0.105129 0.107048 0.109002 0.110991 38.08 39.48 Goldman Sachs Group,Inc. 38143UQS3 01/31/11 01/31/26 100.000 VARIES 5.2484 0.144513 0.143203 0.141858 0.140478 0.139062 51.39 50.40 Goldman Sachs Group,Inc. 38143UQT1 01/31/11 07/31/25* 100.000 VARIES 5.7789 0.156337 0.152025 0.148675 45.28* Goldman Sachs Group,Inc. 38143UQU8 01/31/11 01/31/26 100.000 VARIES 5.2476 0.145219 0.144656 0.144078 0.143486 0.143718 52.01 51.71 Goldman Sachs Group,Inc. 38143UQZ7 01/31/11 01/31/18 100.000 VARIES 1.9815 0.018386 0.017946 0.017502 0.017054 0.017223 6.41 6.18 Goldman Sachs Group,Inc. 38143URA1 01/31/11 01/31/16 100.000 VARIES 1.6251 0.008642 0.008362 0.008430 0.008498 0.008567 3.03 3.07 Goldman Sachs Group,Inc. 38143URD5 02/28/11 02/28/17 100.000 0.000 4.0298 0.112941 0.113964 0.118187 0.118603 0.122998 42.17 43.81 Goldman Sachs Group,Inc. 38143URJ2 02/28/11 02/28/17 100.000 0.000 4.1552 0.116526 0.117654 0.122089 0.122594 0.127215 43.54 45.29 Goldman Sachs Group,Inc. 38143URW3 03/31/11 03/31/17 100.000 0.000 3.9998 0.113329 0.115595 0.117907 0.120265 0.122670 41.62 43.30 Goldman Sachs Group,Inc. 38143URX1 03/31/11 03/31/17 100.000 0.000 3.9998 0.113329 0.115595 0.117907 0.120265 0.122670 41.62 43.30 Goldman Sachs Group,Inc. 38143US77 03/30/12 01/03/18 100.000 0.000 4.1997 0.116661 0.117926 0.120403 0.122931 31.84 43.79 Goldman Sachs Group,Inc. 38143USM4 03/18/11 03/18/21 100.000 VARIES 5.2913 0.147932 0.148906 0.149906 0.150932 0.151100 53.63 54.27 Goldman Sachs Group,Inc. 38143USN2 03/21/11 03/21/26* 100.000 VARIES 6.0812 0.165614 0.162204 42.45* Goldman Sachs Group,Inc. 38143UST9 03/18/11 03/18/16 100.000 1.000 3.6798 0.103587 0.104982 0.106403 0.107849 0.109323 37.83 38.87 Goldman Sachs Group,Inc. 38143USV4 03/23/11 03/23/16 100.000 VARIES 1.6343 0.008781 0.008494 0.008564 0.008634 0.008704 3.09 3.11 Goldman Sachs Group,Inc. 38143UTC5 03/25/11 03/28/16 100.000 0.000 3.6702 0.103854 0.105760 0.107701 0.109677 0.111690 38.09 39.50 Goldman Sachs Group,Inc. 38143UTJ0 04/29/11 05/01/17 100.000 0.000 3.7497 0.106135 0.108125 0.110153 0.112218 0.114322 38.81 40.28 Goldman Sachs Group,Inc. 38143UTM3 04/29/11 04/29/17 100.000 0.000 3.7501 0.106125 0.108115 0.110142 0.112208 0.114312 38.81 40.28 Goldman Sachs Group,Inc. 38143UTN1 04/13/11 04/13/21 100.000 VARIES 5.2207 0.145907 0.146816 0.147748 0.148704 0.148709 52.83 53.44 Goldman Sachs Group,Inc. 38143UTY7 04/27/11 04/27/16 100.000 VARIES 1.6045 0.008953 0.008666 0.008736 0.008806 0.008877 3.16 3.17 Goldman Sachs Group,Inc. 38143UU90 05/25/12 05/27/14 100.000 0.000 2.8400 0.078891 0.078904 0.080024 0.081161 0.082313 17.08 29.09 Goldman Sachs Group,Inc. 38143UUA7 04/29/11 04/29/21 100.000 VARIES 2.1672 0.017171 0.016468 0.015756 0.015038 0.015201 5.97 5.51 Goldman Sachs Group,Inc. 38143UUF6 05/11/11 05/11/16 100.000 0.000 3.3748 0.095328 0.096936 0.098572 0.100236 0.101927 34.77 35.95 Goldman Sachs Group,Inc. 38143UUJ8 05/31/11 05/31/17 100.000 0.000 3.9998 0.113329 0.115595 0.117907 0.120265 0.122670 41.35 43.02 Goldman Sachs Group,Inc. 38143UUU3 05/31/11 05/31/26 100.000 VARIES 5.4943 0.151091 0.149518 0.147902 0.146242 0.144536 54.01 52.84 Goldman Sachs Group,Inc. 38143UUY5 07/20/11 07/20/21 100.000 0.000 5.1298 0.142496 0.146151 0.149899 0.153744 0.157688 53.15 55.91 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38143UV57 05/29/12 11/29/13 100.000 0.000 2.3300 0.064724 0.065479 0.066241 13.75 21.61 Goldman Sachs Group,Inc. 38143UVD0 06/06/11 06/06/26 100.000 VARIES 5.8161 0.157775 0.153881 0.147954 0.141854 0.135577 55.85 51.86 Goldman Sachs Group,Inc. 38143UVG3 06/07/11 06/07/21 100.000 VARIES 2.2754 0.017892 0.017125 0.016348 0.015563 0.015740 6.27 5.73 Goldman Sachs Group,Inc. 38143UVH1 06/30/11 06/30/17 100.000 0.000 3.7799 0.106982 0.109004 0.111064 0.113163 0.115302 38.88 40.37 Goldman Sachs Group,Inc. 38143UVK4 06/16/11 06/16/26 100.000 VARIES 5.4946 0.151098 0.149525 0.147910 0.146250 0.144544 54.06 52.90 Goldman Sachs Group,Inc. 38143UVS7 06/13/11 06/13/16 100.000 0.000 3.6198 0.102372 0.104225 0.106111 0.108032 0.109987 37.25 38.62 Goldman Sachs Group,Inc. 38143UVT5 06/13/11 06/13/17 100.000 0.000 4.0901 0.115937 0.118308 0.120728 0.123197 0.125716 42.25 44.00 Goldman Sachs Group,Inc. 38143UVV0 06/17/11 06/17/16 100.000 VARIES 2.0754 0.012686 0.012160 0.012286 0.012413 0.012542 4.47 4.45 Goldman Sachs Group,Inc. 38143UW23 06/29/12 06/30/17 100.000 0.000 4.0999 0.113887 0.113901 0.116236 0.118618 0.121050 20.73 42.28 Goldman Sachs Group,Inc. 38143UWD9 06/30/11 06/30/26 100.000 VARIES 5.6453 0.155557 0.154263 0.152933 0.151565 0.150159 55.76 54.81 Goldman Sachs Group,Inc. 38143UWL1 07/29/11 07/29/26 100.000 VARIES 5.3945 0.149849 0.148272 0.146652 0.144988 0.143280 53.18 51.98 Goldman Sachs Group,Inc. 38143UWM9 08/04/11 07/31/17 100.000 0.000 3.7994 0.103245 0.106319 0.107161 0.111007 0.111272 38.95 40.44 Goldman Sachs Group,Inc. 38143UXB2 08/15/11 08/15/26 100.000 VARIES 5.8794 0.163318 0.159954 0.156490 0.152236 0.147857 57.26 54.40 Goldman Sachs Group,Inc. 38143UXG1 08/31/11 01/31/17 100.000 0.000 3.7498 0.104161 0.105789 0.107772 0.109793 0.111851 38.34 39.78 Goldman Sachs Group,Inc. 38143UY47 06/18/12 06/18/17 100.000 VARIES 3.6370 0.011647 0.010872 0.010083 0.010267 2.24 3.76 Goldman Sachs Group,Inc. 38143UZA2 11/04/11 11/04/14 100.000 VARIES 2.8486 0.011684 0.011365 0.011041 0.011199 0.011358 4.11 4.02 Goldman Sachs Group,Inc. 38143UZJ3 11/30/11 06/02/17 100.000 0.000 5.4499 0.151433 0.155559 0.159798 0.164152 0.168625 55.50 58.57 Goldman Sachs Group,Inc. 38143UZL8 11/14/11 11/14/14 100.000 VARIES 3.0057 0.016270 0.015802 0.015327 0.015578 0.015792 5.73 5.58 Goldman Sachs Group,Inc. 38143UZM6 11/30/11 11/30/26 100.000 VARIES 7.1413 0.198371 0.197271 0.196133 0.194953 0.193731 71.15 70.32 Goldman Sachs Group,Inc. 38143UZV6 11/18/11 11/18/13 100.000 0.000 2.3999 0.066665 0.067465 0.068275 0.069094 24.21 21.79 Goldman Sachs Group,Inc. 38145T573 08/10/09 08/10/12 100.000 0.000 3.4194 0.101650 0.103388 22.57 Goldman Sachs Group,Inc. 38145T656 09/03/09 09/04/12 100.000 0.000 3.3182 0.098453 0.100086 24.22 Goldman Sachs Group,Inc. 38145T854 07/31/09 07/31/12 100.000 0.000 3.6701 0.109639 0.111651 23.28 Goldman Sachs Group,Inc. 38145T888 08/11/09 12/11/12 100.000 0.000 3.6196 0.109329 0.111307 37.53 Goldman Sachs Group,Inc. 38146R386 10/17/11 10/20/14 100.000 0.000 4.3497 0.120871 0.123500 0.126186 0.128930 0.131734 44.36 46.31 Graphic Packaging Intl 38869PAE4 06/16/09 06/15/17 97.292 9.500 9.9998 6.45 0.008118 0.008524 0.008950 0.009398 0.009868 3.01 3.32 Graphic Packaging Intl 38869PAF1 06/16/09 06/15/17 97.292 9.500 9.9998 6.45 0.008118 0.008524 0.008950 0.009398 0.009868 3.01 3.32 Great Plains Energy,Inc. 391164803 05/18/09 06/15/42* 100.000 VARIES 11.2196 0.317382 25.71* Great Plains Energy,Inc. 391164AC4 05/18/09 06/15/42* 100.000 VARIES 11.2196 0.317382 52.69* Great Plains Energy,Inc. 391164AF7 03/22/12 06/15/22 103.480 5.292 4.8564 0.137307 0.137225 0.137799 0.136863 0.137427 39.13 50.12 Griffon Corporation 398433AA0 07/18/03 07/18/23 100.000 VARIES 8.5003 0.353668 0.363219 0.373175 0.383462 0.394187 132.22 139.62 Griffon Corporation 398433AB8 07/18/03 07/18/23 100.000 VARIES 8.5003 0.353668 0.363219 0.373175 0.383462 0.394187 132.22 139.62 Grundy CNTY SD #72-C, IL 400292BB3 11/01/12 12/01/13 101.337 0.000 1.4897 0.041936 0.041988 0.042300 2.52 13.91 Grundy CNTY SD #72-C, IL 400292BC1 11/01/12 12/01/14 104.070 VARIES 1.7420 0.050359 0.050432 0.050871 0.049349 3.02 18.20 Grundy CNTY SD #72-C, IL 400292BD9 11/01/12 12/01/15 105.206 VARIES 1.9927 0.058236 0.058333 0.058914 0.057252 3.50 21.07 Grundy CNTY SD #72-C, IL 400292BE7 11/01/12 12/01/16 106.789 VARIES 2.2434 0.066547 0.066672 0.067420 0.065476 4.00 24.10 Grundy CNTY SD #72-C, IL 400292BF4 11/01/12 12/01/17 107.117 VARIES 2.4939 0.074206 0.074360 0.075287 0.073224 4.46 26.90 Grundy CNTY SD #72-C, IL 400292BG2 11/01/12 12/01/18 108.347 VARIES 2.7441 0.082588 0.082777 0.083913 0.081555 4.96 29.97 Grundy CNTY SD #72-C, IL 400292BH0 11/01/12 12/01/19 107.921 VARIES 2.9942 0.089761 0.089985 0.091333 0.088871 5.39 32.60 HSBC USA, Inc. 4042K02W4 06/29/10 06/29/12 100.000 0.000 1.2997 0.036813 6.55 HSBC USA, Inc. 4042K03B9 07/30/10 07/30/15 100.000 2.350 2.3499 0.065278 0.065278 0.065278 0.065278 0.065278 23.50 23.50 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ HSBC USA, Inc. 4042K03W3 07/30/10 08/01/13 100.000 2.350 2.3499 0.065278 0.065278 0.065278 0.065278 23.50 13.71 HSBC USA, Inc. 4042K04T9 08/17/10 08/16/13 100.000 0.000 1.2967 0.036487 0.036723 0.036962 0.037201 13.24 8.36 HSBC USA, Inc. 4042K04U6 08/31/10 08/29/13 100.000 1.300 1.2999 0.035326 0.035714 0.035519 0.035714 13.02 8.56 HSBC USA, Inc. 4042K04V4 08/17/10 08/17/16 100.000 2.350 2.3499 0.065278 0.065278 0.065278 0.065278 0.065278 23.50 23.50 HSBC USA, Inc. 4042K0P66 02/26/10 02/26/20 100.000 4.350 4.3499 0.120833 0.120833 0.120833 0.120833 0.120833 43.50 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 0.090278 32.50 32.50 HSBC USA, Inc. 4042K0T54 04/06/10 04/05/13 100.000 0.000 2.0440 0.058535 0.059133 0.059737 21.28 5.62 HSBC USA, Inc. 4042K0UD5 01/30/09 07/31/14 100.000 0.000 2.4845 0.071819 0.073510 0.073615 0.075764 0.075455 26.87 27.54 HSBC USA, Inc. 4042K0UX1 02/27/09 08/26/14 100.000 0.000 3.0323 0.090808 0.092185 0.093582 0.095001 0.096442 33.29 34.30 HSBC USA, Inc. 4042K0VV4 03/31/09 09/30/14 100.000 0.000 3.3762 0.101973 0.103695 0.105445 0.107225 0.109035 37.34 38.61 HSBC USA, Inc. 4042K0W35 04/27/10 04/22/14 100.000 0.000 2.6880 0.077692 0.078736 0.079794 0.080867 0.081954 28.30 29.07 HSBC USA, Inc. 4042K0W84 05/27/10 05/27/16 100.000 0.000 2.8554 0.082763 0.083945 0.085143 0.086359 0.087592 30.09 30.95 HSBC USA, Inc. 4042K0XJ9 06/12/09 06/12/13 100.000 0.000 3.7732 0.115079 0.117250 0.119462 41.90 19.23 HSBC USA, Inc. 4042K0Y82 05/26/10 05/27/14 100.000 0.000 2.8563 0.082798 0.083980 0.085180 0.086396 0.087630 30.10 30.97 HSBC USA, Inc. 4042K14V2 09/28/12 09/28/18 100.000 0.000 2.1876 0.060768 0.061432 0.062104 5.65 22.12 HSBC USA, Inc. 4042K14W0 09/28/12 09/28/18 100.000 0.000 2.1876 0.060768 0.061432 0.062104 5.65 22.12 HSBC USA, Inc. 4042K14X8 10/02/12 10/02/14 100.000 0.000 0.9975 0.027709 0.027847 0.027986 2.47 10.02 HSBC USA, Inc. 4042K15X7 10/31/12 10/31/18 100.000 0.000 2.0692 0.057479 0.058074 0.058675 3.51 20.87 HSBC USA, Inc. 4042K15Y5 10/31/12 10/31/18 100.000 0.000 2.2257 0.061826 0.062514 0.063210 3.77 22.47 HSBC USA, Inc. 4042K1AK9 11/30/10 11/29/12 100.000 0.000 1.1550 0.032456 0.032644 10.68 HSBC USA, Inc. 4042K1AL7 11/18/10 11/19/15 100.000 2.530 2.5299 0.070278 0.070278 0.070278 0.070278 0.070278 25.30 25.30 HSBC USA, Inc. 4042K1AN3 11/18/10 11/19/12 100.000 0.000 1.0998 0.030889 0.031059 9.85 HSBC USA, Inc. 4042K1B28 03/27/12 03/27/19 100.000 0.000 3.6762 0.102117 0.103994 0.105906 0.107852 28.16 38.14 HSBC USA, Inc. 4042K1BL6 12/29/10 12/28/12 100.000 0.000 1.3010 0.036612 0.036850 13.11 HSBC USA, Inc. 4042K1BQ5 01/24/11 01/24/18 100.000 0.000 3.6480 0.103182 0.105064 0.106980 0.108932 0.110919 38.08 39.48 HSBC USA, Inc. 4042K1CG6 01/31/11 01/31/13 100.000 0.000 1.2570 0.035139 0.035360 0.035582 12.76 1.03 HSBC USA, Inc. 4042K1CU5 02/03/11 02/05/18 100.000 2.250 3.7875 0.106029 0.106853 0.107693 0.108549 0.109421 38.56 39.18 HSBC USA, Inc. 4042K1D59 04/05/12 04/05/18 100.000 0.000 3.2441 0.090116 0.091578 0.093063 0.094573 24.10 33.49 HSBC USA, Inc. 4042K1DR1 02/28/11 02/28/13 100.000 0.000 1.3600 0.037618 0.037463 0.038343 13.83 2.22 HSBC USA, Inc. 4042K1DS9 02/28/11 02/28/13 100.000 0.000 1.3600 0.037618 0.037463 0.038343 13.83 2.22 HSBC USA, Inc. 4042K1DX8 02/11/11 02/11/13 100.000 0.000 1.4687 0.041098 0.041400 0.041704 14.93 1.67 HSBC USA, Inc. 4042K1E58 04/26/12 10/26/18 100.000 0.000 3.3063 0.091844 0.093362 0.094906 0.096475 22.60 34.09 HSBC USA, Inc. 4042K1E66 04/26/12 04/27/17 100.000 0.000 2.7102 0.075285 0.075291 0.076312 0.077346 0.078394 18.51 27.79 HSBC USA, Inc. 4042K1ED1 03/04/11 03/03/16 100.000 3.210 3.2099 0.089167 0.089167 0.089167 0.089167 0.089167 32.10 32.10 HSBC USA, Inc. 4042K1EP4 03/30/11 03/28/13 100.000 0.000 1.3746 0.038445 0.038709 0.038975 13.94 3.39 HSBC USA, Inc. 4042K1EQ2 03/30/11 03/28/13 100.000 0.000 1.3746 0.038445 0.038709 0.038975 13.94 3.39 HSBC USA, Inc. 4042K1FE8 03/24/11 03/24/18 100.000 VARIES 3.9708 0.110423 0.110548 0.110529 0.110510 0.110491 39.79 39.78 HSBC USA, Inc. 4042K1GC1 04/29/11 05/01/13 100.000 0.000 1.2550 0.035084 0.035304 0.035526 12.70 4.26 HSBC USA, Inc. 4042K1GG2 05/04/11 05/04/18 100.000 VARIES 3.6984 0.102579 0.102421 0.102445 0.102469 0.102493 36.89 36.89 HSBC USA, Inc. 4042K1GP2 05/06/11 05/06/16 100.000 2.990 2.9899 0.083056 0.083056 0.083056 0.083056 0.083056 29.90 29.90 HSBC USA, Inc. 4042K1GR8 05/31/11 05/30/13 100.000 0.000 1.1609 0.032079 0.031914 0.032631 11.73 4.86 HSBC USA, Inc. 4042K1HR7 05/23/11 05/23/13 100.000 0.000 1.1588 0.032378 0.032566 0.032754 11.70 4.65 HSBC USA, Inc. 4042K1HW6 06/21/11 06/20/13 100.000 0.000 1.0989 0.030693 0.030862 0.031032 11.08 5.24 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ HSBC USA, Inc. 4042K1HX4 06/10/11 06/10/19 100.000 VARIES 3.5773 0.099162 0.098948 0.098975 0.099003 0.099031 35.66 35.64 HSBC USA, Inc. 4042K1JT1 06/13/11 06/13/18 100.000 VARIES 3.3850 0.093151 0.092260 0.092394 0.092530 0.092669 33.36 33.29 HSBC USA, Inc. 4042K1K77 05/29/12 11/28/18 100.000 0.000 3.0538 0.084828 0.086116 0.087431 0.088766 18.03 31.33 HSBC USA, Inc. 4042K1KE2 07/29/11 07/31/17 100.000 0.000 2.9725 0.082586 0.083813 0.085059 0.086323 0.087606 30.33 31.23 HSBC USA, Inc. 4042K1KG7 07/29/11 07/31/17 100.000 0.000 2.9725 0.082586 0.083813 0.085059 0.086323 0.087606 30.33 31.23 HSBC USA, Inc. 4042K1KK8 07/13/11 01/11/13 100.000 0.000 0.6516 0.018101 0.018159 0.018218 6.55 .18 HSBC USA, Inc. 4042K1M59 05/15/12 05/15/14 100.000 0.000 1.4599 0.040554 0.040850 0.041148 0.041448 9.18 14.79 HSBC USA, Inc. 4042K1NJ8 09/30/11 10/02/14 100.000 1.967 1.9669 0.054639 0.054639 0.054639 0.054639 0.054639 19.67 19.67 HSBC USA, Inc. 4042K1NQ2 10/13/11 10/15/13 100.000 0.000 1.5548 0.043193 0.043529 0.043867 0.044208 15.66 12.52 HSBC USA, Inc. 4042K1TC7 11/30/11 11/30/21 100.000 VARIES 4.1952 0.116536 0.114319 0.112056 0.112263 0.112475 41.42 40.39 HSBC USA, Inc. 4042K1TZ6 12/20/11 12/20/21 100.000 VARIES 4.3009 0.119470 0.117709 0.115909 0.116073 0.116241 42.65 41.76 HSBC USA, Inc. 4042K1U43 06/29/12 06/29/18 100.000 0.000 2.6048 0.072358 0.073301 0.074255 0.075222 13.17 26.56 HSBC USA, Inc. 4042K1XC2 02/29/12 03/01/18 100.000 0.000 3.1254 0.086817 0.086826 0.088183 0.089561 0.090960 26.30 32.33 HSBC USA, Inc. 4042K1XD0 02/29/12 03/01/17 100.000 0.000 2.9015 0.080599 0.080606 0.081776 0.082962 0.084166 24.40 29.94 HSBC USA, Inc. 4042K1XE8 02/07/12 02/07/17 100.000 0.000 2.7410 0.076140 0.077183 0.078241 0.079313 24.82 28.28 HSBC USA, Inc. 4042K1XF5 02/29/12 03/01/19 100.000 0.000 3.4939 0.097053 0.097064 0.098759 0.100485 0.102240 29.42 36.28 HSBC USA, Inc. 4042K1Z30 08/30/12 08/30/18 100.000 0.000 2.4720 0.067912 0.068376 0.069601 8.42 25.08 HSBC USA, Inc. 4042K1Z48 08/30/12 02/28/18 100.000 0.000 2.2077 0.059668 0.060990 0.060658 0.062344 7.56 22.37 HSBC USA, Inc. 4042K1Z63 08/08/12 08/08/19 100.000 0.000 2.6152 0.072645 0.073595 0.074558 10.39 26.60 HSBC USA, Inc. 4042K1ZD8 03/30/12 03/30/17 100.000 0.000 2.8298 0.078607 0.079719 0.080847 0.081991 21.40 29.11 HSBC USA, Inc. 4042K1ZE6 04/04/12 04/04/18 100.000 0.000 3.2440 0.090112 0.091574 0.093059 0.094568 24.19 33.49 HSBC USA, Inc. 4042K1ZK2 04/02/12 04/02/19 100.000 0.000 3.4236 0.095103 0.096731 0.098386 0.100071 25.73 35.42 HSBC USA, Inc. 4042K1ZU0 03/20/12 09/18/15 100.000 0.000 2.0474 0.056875 0.057450 0.058039 0.058633 16.04 20.91 HSBC USA, Inc. 40432X2M2 11/27/12 11/27/18 100.000 0.000 2.0105 0.055848 0.056409 0.056977 1.90 20.24 HSBC USA, Inc. 40432X2N0 11/27/12 11/27/18 100.000 0.000 2.1491 0.059699 0.060340 0.060989 2.03 21.65 HSBC USA, Inc. 40432X3T6 11/26/12 11/25/19 100.000 0.000 2.2776 0.063268 0.063985 0.064714 2.21 22.96 John Hancock Life Ins Co 41013MBT6 10/29/02 04/15/15 50.000 0.000 5.6403 332.90 0.128960 0.132597 0.136336 0.140181 0.144134 47.64 50.37 Harrisburg, PA 414738NT7 12/28/95 04/01/12 32.621 0.000 7.0092 656.86 0.188108 16.93 Harrisburg, PA 414738NU4 12/28/95 04/01/13 30.247 0.000 7.0491 614.71 0.176484 0.182705 0.189144 65.79 17.02 Harrisburg, PA 414738NV2 12/28/95 04/01/14 27.925 0.000 7.1092 575.43 0.165834 0.171729 0.177833 0.184155 0.190701 61.84 66.32 Harrisburg, PA 414738NW0 12/28/95 04/01/15 25.992 0.000 7.1193 536.84 0.154811 0.160322 0.166029 0.171939 0.178060 57.73 61.92 Harrisburg, PA 414738NX8 12/28/95 04/01/16 24.047 0.000 7.1593 501.24 0.144910 0.150098 0.155471 0.161036 0.166800 54.05 57.99 Harrisburg, PA 414738NY6 12/28/95 04/01/17 22.322 0.000 7.1792 467.41 0.135300 0.140157 0.145188 0.150400 0.155799 50.47 54.16 Harrisburg, PA 414738NZ3 12/28/95 04/01/18 20.535 0.000 7.2393 435.92 0.126663 0.131247 0.135998 0.140921 0.146022 47.26 50.75 Harrisburg, PA 414738PA6 12/28/95 04/01/19 19.125 0.000 7.2394 406.00 0.117969 0.122239 0.126663 0.131248 0.135999 44.02 47.26 Hartford Life Insurance 41659LAS0 08/16/07 08/16/17 100.000 0.000 5.7021 0.198337 0.203992 0.209808 0.215790 0.221942 73.97 78.25 Hartford Life Insurance 4165X2AC0 01/23/07 01/23/13 100.000 0.000 4.9060 0.169493 0.173650 0.177910 63.10 3.91 Hartford Life Insurance 4165X2AE6 02/06/07 02/06/13 100.000 0.000 4.9496 0.171327 0.175567 0.179912 63.69 6.30 Hartford Life Insurance 4165X2AG1 02/20/07 02/20/13 100.000 0.000 4.8472 0.167028 0.171077 0.175223 61.93 8.59 Hartford Life Insurance 4165X2AJ5 03/05/07 03/05/13 100.000 0.000 4.6977 0.160820 0.164598 0.168464 59.46 10.78 Hartford Life Insurance 4165X2AL0 03/06/07 09/20/12 100.000 0.000 4.6360 0.158562 0.162238 41.73 Hartford Life Insurance 4165X2AM8 03/19/07 03/19/13 100.000 0.000 4.8023 0.165156 0.169122 0.173183 60.99 13.51 Hartford Life Insurance 4165X2AP1 04/23/07 04/23/14 100.000 0.000 4.5737 0.155720 0.159281 0.162924 0.166650 0.170461 57.19 59.84 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Hartford Life Insurance 4165X2AQ9 04/23/07 04/23/12 100.000 0.000 4.5578 0.155071 17.37 Hartford Life Insurance 4165X2AR7 05/07/07 05/07/13 100.000 0.000 4.6205 0.157640 0.161282 0.165008 57.80 20.79 Hartford Life Insurance 4165X2AT3 06/11/07 06/11/14 100.000 0.000 5.0297 0.174714 0.179108 0.183613 0.188230 0.192964 63.87 67.12 Hartford Life Insurance 4165X2AU0 07/02/07 07/02/14 100.000 0.000 5.2090 0.177741 0.182370 0.187120 0.191994 0.196994 66.50 70.01 Hartford Life Insurance 4165X2AV8 07/23/07 07/23/14 100.000 0.000 5.1914 0.177019 0.181614 0.186328 0.191165 0.196127 66.02 69.50 Hartford Life Insurance 4165X2AW6 08/13/07 08/13/14 100.000 0.000 5.1603 0.175747 0.180282 0.184934 0.189705 0.194600 65.35 68.77 Hartford Life Insurance 4165X2AX4 09/04/07 09/04/14 100.000 0.000 5.1515 0.175386 0.179904 0.184538 0.189291 0.194167 65.02 68.42 Hartford Life Insurance 4165X2AZ9 10/29/07 10/29/12 100.000 0.000 4.3252 0.142576 0.145659 43.04 Hartford Life Insurance 4165X2BA3 11/19/07 11/19/12 100.000 0.000 4.3476 0.143441 0.146559 46.18 Hartford Life Insurance 4165X2BB1 12/10/07 12/10/12 100.000 0.000 4.1902 0.137397 0.140275 47.10 Hartford Life Insurance 4165X2BD7 01/30/08 01/30/13 100.000 0.000 3.6931 0.116604 0.118757 0.120950 43.02 3.51 Hartford Life Insurance 4165X2BH8 07/02/08 06/25/13 100.000 0.000 4.4925 0.145663 0.148935 0.152280 53.07 26.50 Hartford Life Insurance 4165X2BJ4 07/09/08 07/09/15 100.000 0.000 4.1028 0.128734 0.131375 0.134070 0.136821 0.139627 47.74 49.72 Hartford Life Insurance 4165X2BK1 07/24/08 01/15/13 100.000 0.000 4.5364 0.144005 0.147272 0.150612 53.53 2.11 Hoboken, NJ 434110QH8 08/28/03 04/01/27 19.107 0.000 7.1397 152.05 0.066856 0.069243 0.071715 0.074275 0.076927 24.94 26.75 Hoboken, NJ 434110QJ4 08/28/03 04/01/28 17.813 0.000 7.1396 141.75 0.062327 0.064552 0.066856 0.069243 0.071715 23.25 24.94 Hoboken, NJ 434110QK1 08/28/03 04/01/29 16.606 0.000 7.1397 132.15 0.058105 0.060179 0.062327 0.064552 0.066856 21.67 23.25 Hoboken, NJ 434110QL9 08/28/03 04/01/30 15.481 0.000 7.1397 123.19 0.054168 0.056102 0.058105 0.060179 0.062327 20.20 21.67 Hoboken, NJ 434110QM7 08/28/03 04/01/31 14.432 0.000 7.1397 114.85 0.050498 0.052301 0.054168 0.056102 0.058104 18.83 20.20 Hoboken, NJ 434110QN5 08/28/03 04/01/32 13.454 0.000 7.1398 107.06 0.047077 0.048757 0.050498 0.052301 0.054168 17.56 18.83 Hoboken, NJ 434110QP0 08/28/03 04/01/33 12.543 0.000 7.1396 99.81 0.043888 0.045455 0.047077 0.048758 0.050498 16.37 17.56 Hologic, Inc. 436440AA9 12/10/07 12/15/37 100.000 VARIES 9.1269 0.333261 0.345976 0.361245 0.373172 0.389838 124.78 134.52 Horizon Lines, Inc. 44044KAC5 10/05/11 04/15/17 92.470 6.000 N/A 0.191790 0.193153 0.194525 0.195907 0.197299 69.50 70.49 Hornbeck Offshore SVCS 440543AF3 08/17/09 09/01/17 97.123 8.000 8.5012 6.60 0.008449 0.008808 0.009182 0.009573 0.009980 3.19 3.47 Hornbeck Offshore SVCS 440543AG1 08/17/09 09/01/17 97.123 8.000 8.5012 6.60 0.008449 0.008808 0.009182 0.009573 0.009980 3.19 3.47 Hornbeck Offshore SVCS 440543AH9 08/17/09 09/01/17 97.123 8.000 8.5012 6.60 0.008449 0.008808 0.009182 0.009573 0.009980 3.19 3.47 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 442488BF8 10/20/09 10/15/16* 98.208 10.625 10.9992 4.28 0.006086 0.006420 0.006773 1.90* Hovnanian Enterprises 442488BG6 10/20/09 10/15/16* 98.208 10.625 10.9992 4.28 0.006086 0.006420 0.006773 1.90* Hovnanian Enterprises 442488BH4 10/20/09 10/15/16* 98.208 10.625 10.9992 4.28 0.006086 0.006420 0.006773 1.90* Hovnanian Enterprises 442488BK7 02/14/11 10/15/15 97.453 11.875 12.6129 3.79 0.012567 0.013359 0.014202 0.015098 0.016050 4.79 5.41 Hovnanian Enterpiress 442488BL5 11/01/11 11/01/21 53.000 5.000 13.8062 0.203258 0.207702 0.212452 0.217530 0.222959 74.52 78.03 Hovnanian Enterpirses 442488BM3 11/01/11 11/01/21 42.000 2.000 12.1926 0.142247 0.147532 0.153140 0.159089 0.165400 52.81 56.94 Hovnanian Enterprises 442488BP6 10/02/12 12/01/17 76.851 0.000 5.1630 0.110209 0.111150 0.114020 0.116963 9.84 40.70 Hudson CNTY NJ Impt Auth 443731BV5 12/29/10 01/01/14 98.987 3.500 3.8602 3.26 0.009269 0.009448 0.009630 0.009816 3.37 3.50 Hudson CNTY NJ Impt Auth 443731BW3 12/29/10 01/01/15 98.689 4.000 4.3602 3.08 0.008792 0.008984 0.009180 0.009380 3.20 3.34 Hutchinson Tech Inc. 448407AG1 02/11/11 01/15/15 84.940 8.500 13.5701 27.71 0.088950 0.094986 0.101430 0.108313 0.115662 35.18 40.12 Illinois Stud Asst Comm. 452281JD1 10/27/10 04/25/23 95.305 1.200 N/A 0.012076 0.012179 0.012283 0.012389 0.012495 4.38 4.46 Independent Cities, CA 45385PAA2 03/06/12 05/15/16 77.629 18.000 27.2683 0.088004 0.092604 0.105229 0.119577 0.135880 27.58 41.87 Insignia Financing I 45766X304 11/01/96 09/30/16 100.000 6.500 6.4999 0.177596 0.177596 0.178571 0.177596 0.178571 65.09 65.00 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Interface, Inc. 458665AL0 06/05/09 11/01/13 96.301 11.375 12.4916 19.21 0.024342 0.025863 0.027478 0.029194 9.22 8.55 Interface, Inc. 458665AM8 06/05/09 11/01/13 96.301 11.375 12.4916 19.21 0.024342 0.025863 0.027478 0.029194 9.22 8.55 Interface, Inc. 458665AN6 06/05/09 11/01/13 96.301 11.375 12.4916 19.21 0.024342 0.025863 0.027478 0.029194 9.22 8.55 Intl Bnk for Reconstr 459056GQ4 03/06/85 02/15/12 5.445 0.000 11.0969 932.69 0.285695 12.86 Intl Bnk for Reconstr 459056GR2 03/06/85 08/15/12 5.159 0.000 11.0967 883.66 0.270673 0.288831 64.75 Intl Bnk for Reconstr 459056GS0 03/06/85 02/15/13 5.019 0.000 10.9967 836.84 0.254495 0.271439 0.283251 100.23 12.75 Intl Bnk for Reconstr 459056GT8 03/06/85 08/15/13 4.757 0.000 10.9970 793.22 0.241237 0.257298 0.268495 0.287954 95.00 64.20 Intl Bnk for Reconstr 459056GU5 03/06/85 02/15/14 4.634 0.000 10.8975 752.23 0.227129 0.242136 0.252555 0.270730 0.280827 89.39 99.40 Intl Bnk for Reconstr 459056GV3 03/06/85 08/15/14 4.395 0.000 10.8971 713.36 0.215388 0.229619 0.239498 0.256733 0.266308 84.77 94.26 Intl Bnk for Reconstr 459056GW1 03/06/85 02/15/15 4.349 0.000 10.7474 677.87 0.202456 0.215680 0.224800 0.240806 0.249609 79.61 88.40 Intl Bnk for Reconstr 459056HY6 01/07/86 02/15/16 5.299 0.000 9.9989 615.99 0.175155 0.185933 0.193106 0.206121 0.212898 68.56 75.59 Intl Bnk for Reconstr 459056JK4 01/07/86 02/15/12 6.915 0.000 10.4986 918.65 0.271060 12.20 Intl Bnk for Reconstr 459056JL2 01/07/86 02/15/13 6.323 0.000 10.4488 828.97 0.243709 0.259259 0.269838 95.66 12.14 Intl Bnk for Reconstr 459056JM0 01/07/86 02/15/14 5.865 0.000 10.3490 748.77 0.218525 0.232358 0.241725 0.258447 0.267389 85.72 94.82 Intl Bnk for Reconstr 459056JN8 01/07/86 02/15/15 5.604 0.000 10.1490 678.23 0.195028 0.207176 0.215323 0.230000 0.237731 76.41 84.36 Interval Acquisiti Corp. 46113VAA6 08/20/08 09/01/16 91.022 9.500 11.2256 28.43 0.027764 0.029322 0.030968 0.032706 0.034542 10.66 11.89 Interval Acquisiti Corp. 46113VAB4 08/20/08 09/01/16* 91.022 9.500 11.2256 28.43 0.027764 0.029322 0.030968 7.04* Irvington Township, NJ 464080JP6 12/21/06 07/15/12 75.184 0.000 5.1894 220.95 0.136951 0.140505 27.21 Irvington Township, NJ 464080JQ4 12/21/06 07/15/13 71.337 0.000 5.2095 210.56 0.130566 0.133967 0.137457 0.141037 48.76 27.31 Irvington Township, NJ 464080JR2 12/21/06 07/15/14 67.412 0.000 5.2795 201.97 0.125431 0.128742 0.132140 0.135628 0.139209 46.86 49.37 Irvington Township, NJ 464080JS0 12/21/06 07/15/15 63.882 0.000 5.2996 192.22 0.119421 0.122585 0.125833 0.129168 0.132590 44.63 47.02 Irvington Township, NJ 464080JT8 12/21/06 07/15/16 60.176 0.000 5.3796 184.14 0.114598 0.117681 0.120846 0.124097 0.127435 42.85 45.18 Irvington Township, NJ 464080JU5 12/21/06 07/15/17 56.947 0.000 5.3997 174.99 0.108951 0.111893 0.114914 0.118016 0.121203 40.74 42.97 Irvington Township, NJ 464080JV3 12/21/06 07/15/18 53.750 0.000 5.4396 166.54 0.103779 0.106602 0.109501 0.112479 0.115539 38.82 40.96 Ivax Corporation 465823AK8 12/22/04 12/15/24 98.500 VARIES 5.7510 0.208471 0.212968 0.217594 0.222353 0.226950 76.00 79.34 Ivax Corporation 465823AN2 12/22/04 12/15/24 98.500 VARIES 5.7510 0.208471 0.212968 0.217594 0.222353 0.226950 76.00 79.34 Ivax Corporation 465823AP7 05/09/05 05/15/25 100.000 VARIES 6.9833 0.279907 0.288225 0.296495 0.305053 0.313910 103.03 109.08 Ivax Corporation 465823AQ5 05/09/05 05/15/25 100.000 VARIES 6.9833 0.279907 0.288225 0.296495 0.305053 0.313910 103.03 109.08 JP Morgan Chase & Co. 46625H241 07/31/09 07/31/14 100.000 0.000 5.8937 0.183883 0.189301 0.194880 0.200623 0.206535 68.83 72.95 JP Morgan Chase & Co. 46625H266 05/29/09 05/29/15 100.000 1.500 5.0865 0.154624 0.157497 0.160442 0.163463 0.166561 56.37 58.50 JP Morgan Chase & Co. 46625H563 10/31/08 10/31/13 100.000 0.000 7.5853 0.263436 0.273427 0.283797 0.294561 97.88 86.79 JP Morgan Chase & Co. 46625H647 07/31/08 07/31/13 100.000 0.000 5.9091 0.195477 0.201252 0.207198 0.213320 73.18 44.41 JP Morgan Chase & Co. 46625HCF5 03/23/05 03/22/12 100.000 0.000 4.9619 0.189521 15.35 JP Morgan Chase & Co. 46625HCL2 05/31/05 05/31/12 100.000 0.000 4.6009 0.171773 25.59 JP Morgan Chase & Co. 46625HFU9 04/26/06 04/26/13 100.000 0.000 5.6025 0.210895 0.216802 0.222876 77.76 25.63 JP Morgan Chase & Co. 46634E783 12/24/09 06/23/15 100.000 0.000 3.6045 0.107533 0.109471 0.111444 0.113452 0.115497 39.09 40.51 JP Morgan Chase & Co. 46634X187 06/29/11 06/29/17 100.000 0.000 3.2582 0.091982 0.093480 0.095003 0.096551 0.098124 33.39 34.49 Jackson CNTYS SD#165, IL 466484EW8 06/28/07 12/01/12 74.109 0.000 5.5992 209.60 0.147178 0.151299 49.31 Jackson CNTYS SD#165, IL 466484EX6 06/28/07 12/01/13 69.690 0.000 5.6993 201.04 0.141485 0.145517 0.149664 0.153929 51.91 50.16 Jackson CNTYS SD#165, IL 466484EY4 06/28/07 12/01/14 65.644 0.000 5.7494 191.22 0.134732 0.138605 0.142589 0.146688 0.150905 49.44 52.32 Jackson CNTYS SD#165, IL 466484EZ1 06/28/07 12/01/15 61.520 0.000 5.8495 182.71 0.129021 0.132795 0.136679 0.140676 0.144791 47.36 50.17 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Jackson CNTYS SD#165, IL 466484FA5 06/28/07 12/01/16 57.808 0.000 5.8995 173.33 0.122536 0.126150 0.129871 0.133702 0.137646 44.98 47.68 Jackson CNTYS SD#165, IL 466484FB3 06/28/07 12/01/17 53.993 0.000 5.9995 164.97 0.116892 0.120398 0.124010 0.127730 0.131561 42.93 45.54 Jackson CNTYS SD#165, IL 466484FC1 06/28/07 12/01/18 50.612 0.000 6.0496 156.09 0.110724 0.114073 0.117524 0.121079 0.124741 40.67 43.16 Jackson CNTYS SD#165, IL 466484FD9 06/28/07 12/01/19 47.112 0.000 6.1496 148.00 0.105222 0.108457 0.111792 0.115230 0.118773 38.66 41.07 Jackson CNTYS SD#165, IL 466484FE7 06/28/07 12/01/20 44.055 0.000 6.1997 139.67 0.099409 0.102490 0.105667 0.108943 0.112320 36.53 38.83 Jackson CNTYS SD#165, IL 466484FF4 06/28/07 12/01/21 41.157 0.000 6.2496 131.67 0.093819 0.096750 0.099774 0.102891 0.106107 34.48 36.67 Jackson CNTYS SD#165, IL 466484FG2 06/28/07 12/01/22 38.700 0.000 6.2497 123.81 0.088220 0.090976 0.093819 0.096751 0.099774 32.42 34.48 Jackson CNTYS SD#165, IL 466484FH0 06/28/07 12/01/23 36.102 0.000 6.2996 116.54 0.083132 0.085751 0.088452 0.091238 0.094112 30.56 32.51 Jackson CNTYS SD#165, IL 466484FJ6 06/28/07 12/01/24 33.931 0.000 6.2996 109.53 0.078133 0.080594 0.083132 0.085751 0.088452 28.72 30.56 Jackson CNTYS SD#165, IL 466484FK3 06/28/07 12/01/25 31.890 0.000 6.2997 102.94 0.073434 0.075747 0.078133 0.080594 0.083133 26.99 28.72 Jackson CNTYS SD#165, IL 466484FL1 06/28/07 12/01/26 29.691 0.000 6.3497 96.71 0.069061 0.071254 0.073516 0.075850 0.078258 25.39 27.03 Jackson CNTYS SD#165, IL 466484FM9 06/28/07 06/15/27 28.707 0.000 6.3499 93.48 0.066936 0.069062 0.071254 0.073517 0.075851 24.55 26.13 Jackson, TN 468826GP1 07/09/98 07/01/12 40.347 0.000 6.5999 564.58 0.177475 31.95 Jarden Corporation 471109AC2 04/30/09 05/01/16 97.401 8.000 8.5000 8.18 0.009551 0.009957 0.010381 0.010822 0.011282 3.56 3.87 Jefferson CNTYS #521, IL 474070GD5 11/30/07 12/01/12 106.872 VARIES 4.9279 0.138831 0.137871 45.64 Jefferson CNTYS #521, IL 474070GE3 11/30/07 12/01/13 107.171 VARIES 5.0310 0.143217 0.142382 0.141527 0.140650 51.36 46.55 Jefferson CNTYS #521, IL 474070GF0 11/30/07 12/01/14 105.427 VARIES 5.1337 0.146000 0.145469 0.144925 0.144367 0.143795 52.43 52.04 Jersey & Green County,IL 476538DL4 06/03/10 02/01/12 104.734 0.000 2.0437 0.060881 1.83 Jersey & Green County,IL 476538DM2 06/03/10 02/01/13 106.687 VARIES 2.3595 0.071858 0.067243 0.066398 24.22 1.99 Josephine County, OR 480890AA0 10/30/01 06/01/17 36.621 0.000 6.5496 339.17 0.127637 0.131817 0.136133 0.140591 0.145195 46.96 50.08 Josephine County, OR 480890AB8 10/30/01 06/01/18 33.518 0.000 6.6996 320.04 0.121262 0.125324 0.129522 0.133861 0.138345 44.63 47.67 Josephine County, OR 480890AM4 10/30/01 06/01/12 54.034 0.000 5.8995 435.78 0.159180 23.88 Josephine County, OR 480890AN2 10/30/01 06/01/13 50.411 0.000 5.9995 415.61 0.152514 0.157089 0.161802 56.01 24.27 Josephine County, OR 480890AP7 10/30/01 06/01/14 46.941 0.000 6.0994 395.49 0.145799 0.150246 0.154828 0.159550 0.164416 53.56 56.88 Josephine County, OR 480890AQ5 10/30/01 06/01/15 43.624 0.000 6.1996 375.53 0.139078 0.143389 0.147833 0.152416 0.157141 51.11 54.32 Josephine County, OR 480890AR3 10/30/01 06/01/16 40.464 0.000 6.2995 355.79 0.132371 0.136541 0.140841 0.145277 0.149853 48.66 51.77 JP Morgan Chase & Co. 48121CV94 10/31/08 10/31/13 100.000 0.000 7.5164 0.257660 0.264437 0.278923 0.284687 96.87 85.57 JP Morgan Chase & Co. 48123J2D0 09/19/07 09/19/12 100.000 0.000 5.3736 0.184538 0.189497 48.50 JP Morgan Chase & Co. 48123J2E8 09/19/07 09/19/12 100.000 0.000 5.3736 0.184538 0.189497 48.50 JP Morgan Chase & Co. 48123J3L1 08/27/07 08/27/12 100.000 0.000 5.6034 0.194159 0.199599 46.80 JP Morgan Chase & Co. 48123J3N7 09/19/07 03/19/13 100.000 0.000 5.4833 0.189110 0.194295 0.199622 70.09 15.57 JP Morgan Chase & Co. 48123J4P1 09/28/07 03/28/13 100.000 0.000 5.4134 0.186192 0.191232 0.196408 68.89 17.09 JP Morgan Chase & Co. 48123J4Q9 09/28/07 09/28/12 100.000 0.000 5.3437 0.183296 0.188193 49.82 JP Morgan Chase & Co. 48123JEY1 09/29/06 09/30/13 100.000 0.000 5.3723 0.194558 0.199784 0.205151 0.210661 71.95 56.18 JP Morgan Chase & Co. 48123JGS2 10/31/06 04/30/14 100.000 0.000 5.3122 0.191788 0.196882 0.202112 0.207480 0.212991 70.59 74.39 JP Morgan Chase & Co. 48123JHN2 11/30/06 11/29/13 100.000 0.000 5.2614 0.189460 0.194444 0.199559 0.204809 69.43 66.40 JP Morgan Chase & Co. 48123JKR9 12/29/06 05/30/14 100.000 0.000 5.2900 0.189989 0.195015 0.200173 0.205467 0.210902 69.62 73.35 JP Morgan Chase & Co. 48123JKV0 12/29/06 06/29/12 100.000 0.000 5.1597 0.184906 32.91 JP Morgan Chase & Co. 48123JMM8 01/31/07 01/30/15 100.000 0.000 5.6332 0.196522 0.204278 0.207749 0.217140 0.219616 75.08 79.37 JP Morgan Chase & Co. 48123JMQ9 01/31/07 07/31/12 100.000 0.000 5.4520 0.192924 0.198183 41.27 JP Morgan Chase & Co. 48123JPU7 02/28/07 02/27/15 100.000 0.000 5.3382 0.183844 0.190826 0.193790 0.202260 0.204273 69.82 73.60 JP Morgan Chase & Co. 48123JQ85 08/22/07 02/22/13 100.000 0.000 5.6831 0.197530 0.203143 0.208915 73.59 10.65 JP Morgan Chase & Co. 48123JRG6 02/28/07 02/28/13 100.000 0.000 5.3427 0.186083 0.188977 0.197241 70.01 11.44 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48123JRJ0 02/28/07 02/28/14 100.000 0.000 5.3423 0.186066 0.188960 0.197223 0.199190 0.207900 70.00 73.66 JP Morgan Chase & Co. 48123JRK7 02/28/07 02/28/14 100.000 0.000 5.3423 0.186066 0.188960 0.197223 0.199190 0.207900 70.00 73.66 JP Morgan Chase & Co. 48123JSB6 03/30/07 09/28/12 100.000 0.000 5.1229 0.178629 0.183204 48.52 JP Morgan Chase & Co. 48123JSD2 03/30/07 09/30/14 100.000 0.000 5.2522 0.184231 0.189069 0.194034 0.199130 0.204359 68.09 71.71 JP Morgan Chase & Co. 48123JTG4 04/02/07 03/29/12 100.000 0.000 5.1330 0.179037 15.76 JP Morgan Chase & Co. 48123JUZ0 04/30/07 10/31/14 100.000 0.000 5.3122 0.186826 0.191788 0.196882 0.202112 0.207480 68.76 72.47 JP Morgan Chase & Co. 48123JVA4 04/30/07 04/30/12 100.000 0.000 5.1529 0.179965 21.42 JP Morgan Chase & Co. 48123JXL8 05/30/07 11/30/12 100.000 0.000 5.4518 0.192912 0.198171 64.41 JP Morgan Chase & Co. 48123JZV4 07/20/07 01/23/13 100.000 0.000 5.7512 0.200523 0.206289 0.212221 75.07 4.67 JP Morgan Chase & Co. 48123L2Z6 07/24/09 07/23/14 100.000 0.000 4.4937 0.136413 0.139478 0.142612 0.145816 0.149092 50.64 52.94 JP Morgan Chase & Co. 48123L3N2 07/02/09 07/02/14 100.000 VARIES 2.9362 0.083631 0.084110 0.084595 0.084337 0.084074 30.37 30.31 JP Morgan Chase & Co. 48123L3R3 07/20/09 07/20/14 100.000 VARIES 2.9075 0.082235 0.082400 0.082567 0.082257 0.081943 29.69 29.57 JP Morgan Chase & Co. 48123L4J0 08/31/09 08/31/12 100.000 0.000 2.6618 0.077099 0.077276 18.77 JP Morgan Chase & Co. 48123L6J8 09/30/09 09/28/12 100.000 0.000 2.5609 0.074842 0.075801 20.16 JP Morgan Chase & Co. 48123LAR5 06/13/08 12/13/12 100.000 0.000 5.2410 0.174483 0.179055 60.50 JP Morgan Chase & Co. 48123LC36 02/27/09 02/27/14 100.000 0.000 5.9738 0.192247 0.197990 0.203904 0.209994 0.216266 71.69 76.03 JP Morgan Chase & Co. 48123LC44 02/27/09 02/27/15 100.000 0.000 6.1636 0.199271 0.205412 0.211742 0.218268 0.224995 74.39 79.05 JP Morgan Chase & Co. 48123LDP6 07/31/08 08/02/12 100.000 0.000 5.4526 0.178046 0.182900 38.44 JP Morgan Chase & Co. 48123LDQ4 07/31/08 07/31/14 100.000 0.000 6.1320 0.204174 0.210434 0.216886 0.223535 0.230389 76.55 81.31 JP Morgan Chase & Co. 48123LDT8 07/31/08 07/31/13 100.000 0.000 5.9323 0.196378 0.202203 0.208200 0.214376 73.53 44.63 JP Morgan Chase & Co. 48123LDX9 07/31/08 07/31/13 100.000 0.000 5.9323 0.196378 0.202203 0.208200 0.214376 73.53 44.63 JP Morgan Chase & Co. 48123LH31 03/31/09 03/31/14 100.000 0.000 6.8761 0.226174 0.233950 0.241994 0.250314 0.258919 84.26 90.16 JP Morgan Chase & Co. 48123LLQ5 08/19/08 08/20/12 100.000 0.000 5.3068 0.172519 0.177096 40.33 JP Morgan Chase & Co. 48123LMF8 09/30/08 09/30/13 100.000 0.000 6.2147 0.207423 0.213868 0.220514 0.227366 77.02 60.55 JP Morgan Chase & Co. 48123LMG6 09/30/08 09/30/14 100.000 0.000 6.3642 0.213340 0.220129 0.227134 0.234361 0.241819 79.28 84.41 JP Morgan Chase & Co. 48123LNV2 09/30/08 09/30/13 100.000 0.000 6.2147 0.207423 0.213868 0.220514 0.227366 77.02 60.55 JP Morgan Chase & Co. 48123LP40 04/30/09 01/31/13 100.000 0.000 5.2314 0.163236 0.167505 0.171887 60.84 4.98 JP Morgan Chase & Co. 48123LPC2 09/12/08 03/10/14 100.000 0.000 5.2252 0.169391 0.173817 0.178358 0.183018 0.187799 62.77 66.10 JP Morgan Chase & Co. 48123LQ56 04/17/09 04/17/14 100.000 VARIES 2.9876 0.083913 0.084007 0.083866 0.083723 0.083360 30.22 30.13 JP Morgan Chase & Co. 48123LRT3 10/31/08 10/31/13 100.000 0.000 7.5661 0.262624 0.272559 0.282870 0.293572 97.57 86.50 JP Morgan Chase & Co. 48123LRU0 10/31/08 10/31/14 100.000 0.000 7.7555 0.270674 0.281171 0.292074 0.303400 0.315165 100.64 108.59 JP Morgan Chase & Co. 48123LS96 04/14/09 03/12/12 100.000 0.000 5.8751 0.187661 13.32 JP Morgan Chase & Co. 48123LUM4 10/31/08 10/30/15 100.000 0.000 7.9479 0.274304 0.285205 0.298168 0.308323 0.322338 103.89 112.21 JP Morgan Chase & Co. 48123LUN2 10/31/08 10/30/15 100.000 0.000 7.9479 0.274304 0.285205 0.298168 0.308323 0.322338 103.89 112.21 JP Morgan Chase & Co. 48123LVN1 11/28/08 11/28/14 100.000 0.000 6.9664 0.237644 0.245922 0.254488 0.263352 0.272525 87.60 93.81 JP Morgan Chase & Co. 48123LVP6 11/28/08 05/29/15 100.000 0.000 7.0456 0.240945 0.249433 0.258220 0.267317 0.276734 88.82 95.19 JP Morgan Chase & Co. 48123LXB5 12/29/08 12/30/13 100.000 0.000 5.5032 0.179935 0.184887 0.189974 0.195201 65.68 69.14 JP Morgan Chase & Co. 48123LXM1 12/29/08 12/29/14 100.000 0.000 5.6426 0.185215 0.190441 0.195814 0.201338 0.207018 67.64 71.51 JP Morgan Chase & Co. 48123M4N9 05/22/08 11/22/13 100.000 0.000 4.9518 0.163236 0.167278 0.171420 0.175664 59.81 55.79 JP Morgan Chase & Co. 48123M5Y4 06/30/08 06/28/13 100.000 0.000 5.4798 0.183872 0.188910 0.194086 67.13 34.35 JP Morgan Chase & Co. 48123M5Z1 06/30/08 06/28/13 100.000 0.000 5.4798 0.183872 0.188910 0.194086 67.13 34.35 JP Morgan Chase & Co. 48123M6A5 06/30/08 06/30/14 100.000 0.000 5.6400 0.190337 0.195704 0.201223 0.206898 0.212732 69.50 73.47 JP Morgan Chase & Co. 48123M6L1 06/06/08 06/06/13 100.000 0.000 5.1615 0.171373 0.175796 0.180333 62.71 27.95 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48123MDK5 11/21/07 05/21/13 100.000 0.000 5.4319 0.186963 0.192041 0.197257 68.63 27.62 JP Morgan Chase & Co. 48123MDL3 11/21/07 11/21/12 100.000 0.000 5.3523 0.183655 0.188570 59.65 JP Morgan Chase & Co. 48123MDM1 11/21/07 05/21/13 100.000 0.000 5.4319 0.186963 0.192041 0.197257 68.63 27.62 JP Morgan Chase & Co. 48123MER9 11/30/07 11/30/12 100.000 0.000 5.0116 0.169693 0.173945 56.59 JP Morgan Chase & Co. 48123MES7 11/30/07 05/31/13 100.000 0.000 5.1118 0.173763 0.178204 0.182759 63.63 27.23 JP Morgan Chase & Co. 48123MF80 04/25/08 04/25/13 100.000 0.000 5.0228 0.165978 0.170146 0.174419 61.06 19.88 JP Morgan Chase & Co. 48123MG97 04/30/08 10/31/12 100.000 0.000 4.8928 0.160967 0.164905 48.84 JP Morgan Chase & Co. 48123MH21 04/30/08 04/30/13 100.000 0.000 5.0426 0.166746 0.170950 0.175260 61.30 20.86 JP Morgan Chase & Co. 48123MH39 04/30/08 04/30/14 100.000 0.000 5.2026 0.172979 0.177479 0.182096 0.186833 0.191693 63.64 66.99 JP Morgan Chase & Co. 48123MHT2 11/30/07 11/30/12 100.000 0.000 5.0116 0.169693 0.173945 56.59 JP Morgan Chase & Co. 48123MHZ8 12/21/07 03/21/12 100.000 0.000 5.0099 0.167551 13.40 JP Morgan Chase & Co. 48123MJA1 12/21/07 03/21/12 100.000 0.000 5.0099 0.167551 13.40 JP Morgan Chase & Co. 48123MJN3 12/26/07 06/26/13 100.000 0.000 5.1101 0.173694 0.178132 0.182683 63.37 31.97 JP Morgan Chase & Co. 48123MMN9 01/31/08 04/30/12 100.000 0.000 4.2604 0.138625 16.50 JP Morgan Chase & Co. 48123MMS8 01/31/08 01/31/13 100.000 0.000 4.5315 0.147249 0.150586 0.153997 54.63 4.47 JP Morgan Chase & Co. 48123MPA4 01/31/08 01/31/14 100.000 0.000 4.7582 0.155821 0.159528 0.163323 0.167209 0.171187 57.90 60.68 JP Morgan Chase & Co. 48123MSA1 02/29/08 08/30/12 100.000 0.000 4.4026 0.140097 0.143181 34.47 JP Morgan Chase & Co. 48123MSD5 02/29/08 02/28/13 100.000 0.000 4.5721 0.147143 0.148871 0.154798 55.11 8.98 JP Morgan Chase & Co. 48123MSE3 02/29/08 02/28/14 100.000 0.000 4.8222 0.156522 0.158554 0.165068 0.166292 0.173124 58.71 61.47 JP Morgan Chase & Co. 48123MVT6 02/26/08 02/26/13 100.000 0.000 4.7223 0.154454 0.158101 0.161834 57.18 8.90 JP Morgan Chase & Co. 48123MW65 05/30/08 11/30/12 100.000 0.000 4.8222 0.158262 0.162077 52.75 JP Morgan Chase & Co. 48123MX31 05/30/08 05/31/13 100.000 0.000 4.9616 0.163613 0.167672 0.171832 59.89 25.60 JP Morgan Chase & Co. 48123MX49 05/30/08 05/30/14 100.000 0.000 5.1515 0.170982 0.175386 0.179904 0.184538 0.189291 62.62 65.89 JP Morgan Chase & Co. 48124A3Q8 12/20/10 12/21/15 100.000 0.000 3.3603 0.096516 0.098138 0.099787 0.101464 0.103168 35.07 36.26 JP Morgan Chase & Co. 48124A4S3 12/28/10 12/26/14 100.000 0.000 2.6121 0.074457 0.075429 0.076414 0.077412 0.078423 26.99 27.70 JP Morgan Chase & Co. 48124ACX3 12/28/09 12/31/14 100.000 0.000 3.5880 0.105870 0.106598 0.110309 0.110457 0.114302 38.89 40.29 JP Morgan Chase & Co. 48124ACY1 12/28/09 12/31/15 100.000 0.000 3.8782 0.115091 0.116047 0.120258 0.120592 0.124968 42.30 43.96 JP Morgan Chase & Co. 48124ACZ8 12/28/09 12/31/14 100.000 0.000 3.5880 0.105870 0.106598 0.110309 0.110457 0.114302 38.89 40.29 JP Morgan Chase & Co. 48124AD20 09/30/10 09/30/16 100.000 0.000 3.0410 0.087061 0.088385 0.089729 0.091093 0.092478 31.82 32.80 JP Morgan Chase & Co. 48124AGR2 02/05/10 02/07/12 100.000 0.000 1.4202 0.040301 1.45 JP Morgan Chase & Co. 48124AKU0 03/29/10 03/27/15 100.000 1.800 3.4731 0.098931 0.099781 0.100646 0.101525 0.102420 35.93 36.56 JP Morgan Chase & Co. 48124ALG0 04/08/10 04/08/14 100.000 0.000 3.0012 0.087179 0.088487 0.089815 0.091163 0.092531 31.84 32.80 JP Morgan Chase & Co. 48124ANY9 05/11/10 05/12/15 100.000 1.800 3.4048 0.096899 0.097698 0.098510 0.099336 0.100175 35.11 35.69 JP Morgan Chase & Co. 48124ARD1 06/09/10 06/09/15 100.000 0.000 3.8907 0.114506 0.116734 0.119005 0.121320 0.123680 41.72 43.36 JP Morgan Chase & Co. 48124ASD0 05/28/10 05/31/16 100.000 0.000 3.9190 0.113532 0.115757 0.118673 0.120337 0.123370 42.12 43.77 JP Morgan Chase & Co. 48124AUK1 06/15/10 06/15/15 100.000 1.650 3.6021 0.103042 0.104073 0.105122 0.106190 0.107277 37.31 38.07 JP Morgan Chase & Co. 48124AV38 11/30/10 11/30/16 100.000 0.000 3.1390 0.089953 0.091365 0.092799 0.094256 0.095735 32.73 33.76 JP Morgan Chase & Co. 48124AV46 11/30/10 11/28/14 100.000 0.000 2.2307 0.063349 0.064055 0.064770 0.065492 0.066223 22.98 23.50 JP Morgan Chase & Co. 48124AV95 11/30/10 11/30/16 100.000 0.000 3.0404 0.087044 0.088368 0.089711 0.091075 0.092459 31.66 32.63 JP Morgan Chase & Co. 48124AZC4 08/31/10 08/29/14 100.000 0.000 2.1822 0.060595 0.061930 0.062263 0.063288 0.063629 22.63 23.08 JP Morgan Chase & Co. 48124AZW0 09/15/10 09/15/25 100.000 VARIES 3.5831 0.094093 0.092669 0.091220 0.089744 0.088243 33.31 32.26 JP Morgan Chase & Co. 48125VA67 06/29/12 06/30/16 100.000 0.000 2.5495 0.070821 0.070827 0.071730 0.072644 0.073570 12.89 25.99 JP Morgan Chase & Co. 48125VC40 06/20/12 12/20/17 100.000 0.000 3.2200 0.089445 0.090885 0.092349 0.093836 17.10 33.01 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48125VC57 06/29/12 06/29/18 100.000 0.000 3.0497 0.084716 0.086008 0.087319 0.088651 15.42 31.20 JP Morgan Chase & Co. 48125VEL0 12/30/11 12/29/17 100.000 0.000 3.8400 0.106668 0.108705 0.110792 0.112920 0.115088 38.78 40.28 JP Morgan Chase & Co. 48125VFX3 12/29/11 12/29/14 100.000 0.000 2.5696 0.071380 0.072298 0.073226 0.074167 0.075120 25.87 26.53 JP Morgan Chase & Co. 48125VHH6 01/31/12 01/31/18 100.000 0.000 3.5407 0.098354 0.100095 0.101867 0.103670 32.82 36.89 JP Morgan Chase & Co. 48125VKB5 01/25/12 01/25/16 100.000 0.000 2.8904 0.080291 0.081452 0.082629 0.083823 27.16 29.90 JP Morgan Chase & Co. 48125VL24 07/05/12 01/04/18 100.000 0.000 2.9500 0.081946 0.083148 0.084374 14.42 30.15 JP Morgan Chase & Co. 48125VM72 06/29/12 06/28/19 100.000 0.000 3.2698 0.090830 0.092307 0.093816 0.095350 16.54 33.51 JP Morgan Chase & Co. 48125VMA5 02/29/12 02/29/16 100.000 0.000 2.4510 0.066603 0.068537 0.068246 0.070227 20.69 25.17 JP Morgan Chase & Co. 48125VMC1 02/29/12 02/28/18 100.000 0.000 3.1994 0.086941 0.089796 0.089745 0.092692 27.04 33.12 JP Morgan Chase & Co. 48125VPV6 03/30/12 06/30/16 100.000 0.000 2.3101 0.064171 0.064541 0.065287 0.066041 0.066804 17.46 23.64 JP Morgan Chase & Co. 48125VPW4 03/30/12 09/30/15 100.000 0.000 2.0106 0.055851 0.056412 0.056979 0.057552 15.19 20.51 JP Morgan Chase & Co. 48125VPZ7 03/30/12 09/28/18 100.000 0.000 3.1110 0.086417 0.087746 0.089111 0.090497 23.54 32.09 JP Morgan Chase & Co. 48125VRA0 03/07/12 03/07/17 100.000 0.000 2.6907 0.074742 0.075748 0.076767 0.077800 22.09 27.69 JP Morgan Chase & Co. 48125VSN1 03/27/12 03/27/20 100.000 0.000 3.7709 0.104748 0.106723 0.108736 0.110786 28.89 39.16 JP Morgan Chase & Co. 48125VTK6 04/30/12 07/29/16 100.000 0.000 2.3703 0.065843 0.066228 0.067013 0.067808 15.93 24.22 JP Morgan Chase & Co. 48125VTL4 04/30/12 10/30/15 100.000 0.000 2.0702 0.057508 0.058104 0.058705 0.059313 13.90 21.10 JP Morgan Chase & Co. 48125VTP5 04/30/12 04/30/18 100.000 0.000 3.0309 0.084194 0.085470 0.086765 0.088080 20.37 31.16 JP Morgan Chase & Co. 48125VWQ9 05/18/12 08/18/16 100.000 0.000 2.4102 0.066953 0.067356 0.068168 0.068990 14.98 24.61 JP Morgan Chase & Co. 48125X4L7 10/21/11 10/22/18 100.000 0.000 4.1614 0.115610 0.118015 0.120471 0.122978 0.125536 42.39 44.17 JP Morgan Chase & Co. 48125X4M5 10/21/11 10/22/18 100.000 0.000 4.1614 0.115610 0.118015 0.120471 0.122978 0.125536 42.39 44.17 JP Morgan Chase & Co. 48125XCU8 02/17/11 02/17/26* 100.000 VARIES 5.6348 0.155607 7.16* JP Morgan Chase & Co. 48125XKB1 03/30/11 03/30/21 100.000 VARIES 5.0718 0.142344 0.143840 0.145375 0.146948 0.146921 51.79 52.76 JP Morgan Chase & Co. 48125XKM7 04/08/11 04/08/22 100.000 VARIES 5.1602 0.144171 0.145024 0.145899 0.146796 0.147110 52.20 52.79 JP Morgan Chase & Co. 48125XKS4 03/30/11 03/30/17 100.000 0.000 4.0116 0.113669 0.115949 0.118275 0.120648 0.123068 41.75 43.44 JP Morgan Chase & Co. 48125XLH7 04/07/11 10/08/15 100.000 0.000 3.3515 0.093115 0.094675 0.096790 0.097875 0.100062 34.68 35.80 JP Morgan Chase & Co. 48125XTB2 06/15/11 06/15/23 100.000 VARIES 5.0712 0.141447 0.142040 0.142648 0.143271 0.143637 51.05 51.48 JP Morgan Chase & Co. 48125XZW9 08/16/11 08/14/14 100.000 0.000 1.3505 0.037516 0.037767 0.038022 0.038278 0.038537 13.62 13.80 Justice Park Dist, IL 48214PAK1 06/07/11 12/01/12 103.617 0.000 2.4425 0.071133 0.072002 23.63 Justice Park Dist, IL 48214PAL9 06/07/11 12/01/13 104.750 VARIES 2.9582 0.087307 0.088598 0.083814 0.082999 31.56 27.51 Justice Park Dist, IL 48214PAM7 06/07/11 12/01/14 104.211 VARIES 3.6619 0.107880 0.109855 0.104322 0.103689 0.103045 39.09 37.40 Justice Park Dist, IL 48214PAN5 06/07/11 12/01/15 104.066 VARIES 3.9671 0.116880 0.119198 0.113389 0.112883 0.112368 42.39 40.70 Justice Park Dist, IL 48214PAP0 06/07/11 12/01/16 102.404 VARIES 4.4687 0.129861 0.132763 0.126523 0.126246 0.125964 47.17 45.48 Justice Park Dist, IL 48214PAQ8 06/07/11 12/01/17 101.380 VARIES 4.7209 0.135982 0.139192 0.132752 0.132607 0.132458 49.43 47.76 Justice Park Dist, IL 48214PAR6 06/07/11 12/01/18 100.000 VARIES 4.9723 0.141441 0.144957 0.138317 0.138303 0.138289 51.46 49.79 Justice Park Dist, IL 48214PAS4 06/07/11 12/01/19 97.305 VARIES 5.3724 0.148984 0.152986 0.146028 0.146219 0.146416 54.27 52.62 Justice Park Dist, IL 48214PAT2 06/07/11 12/01/20 94.574 VARIES 5.7224 0.154489 0.158909 0.151667 0.152033 0.152409 56.33 54.69 Justice Park Dist, IL 48214PAU9 06/07/11 12/01/21 92.300 VARIES 5.9725 0.157550 0.162255 0.154796 0.155271 0.155760 57.48 55.84 KBC IFIMA NV 48240JAA5 06/27/08 06/27/13 100.000 6.000 4.7451 0.134177 0.133407 0.132617 48.16 23.34 KBC IFIMA NV 48240JAB3 08/07/08 08/07/12 100.000 0.000 4.5769 0.145626 0.148959 32.06 KFW 48245ABB6 06/22/07 06/22/37* 12.693 0.000 7.0001 46.37 0.033638 5.75* Kendall, Kane & Will IL 488764NS6 04/22/03 10/01/12 100.093 VARIES 4.7793 0.132787 0.132774 35.85 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Kendall, Kane & Will IL 488764NT4 04/22/03 10/01/13 100.778 VARIES 4.8954 0.136254 0.136189 0.136123 0.136055 49.03 36.74 KFW 500769BR4 04/19/06 04/18/36 19.778 0.000 5.4761 71.35 0.040489 0.041597 0.042736 0.043906 0.045109 14.94 15.77 KFW 500769CH5 06/29/07 06/29/37 18.097 0.000 5.7800 52.97 0.037549 0.038634 0.039750 0.040899 0.042081 13.72 14.52 L-3 Commun Hldgs, Inc 502413AW7 07/29/05 08/01/35 100.000 VARIES 6.3295 0.217801 0.222057 0.226447 0.230976 0.235649 80.47 83.72 L-3 Commun Hldgs, Inc 502424AE4 07/29/05 08/01/35 100.000 VARIES 6.3295 0.217801 0.222057 0.226447 0.230976 0.235649 80.47 83.72 LaSalle CNTY SD #44, IL 504402BV9 02/01/12 12/01/13 103.470 0.000 2.4309 0.069868 0.070434 0.071291 0.072157 23.20 23.68 LaSalle CNTY SD #44, IL 504402BW7 02/01/12 12/01/14 105.130 VARIES 2.7958 0.081647 0.082408 0.083560 0.084728 0.079149 27.14 30.16 LaSalle CNTY SD #44, IL 504402BX5 02/01/12 12/01/15 106.275 VARIES 3.1949 0.094319 0.095324 0.096846 0.098393 0.091830 31.38 34.99 LaSalle CNTY SD #112, IL 504498DB9 11/03/11 12/01/12 102.938 0.000 2.2191 0.063565 0.064270 21.10 LaSalle CNTY SD #125, IL 504534CD8 03/06/08 12/01/12 107.706 VARIES 4.2894 0.121298 0.120235 39.84 LaSalle CNTY SD #125, IL 504534CE6 03/06/08 12/01/13 108.599 VARIES 4.3978 0.126218 0.125237 0.124235 0.123210 45.20 40.81 LaSalle CNTY SD #141, IL 504588EG5 11/30/10 12/01/12 105.252 VARIES 2.2326 0.063553 0.062790 20.84 LaSalle CNTY SD #141, IL 504588EH3 11/30/10 12/01/13 106.846 VARIES 2.6857 0.077871 0.077070 0.076259 0.075437 27.84 25.02 LaSalle CNTY SD #141, IL 504588EZ3 06/01/12 12/01/13 102.955 0.000 1.4751 0.042188 0.042499 0.042813 8.87 14.08 LaSalle CNTY SD #141, IL 504588FA7 06/01/12 12/01/14 104.246 VARIES 1.9785 0.057293 0.057860 0.058432 0.055919 12.05 20.87 LaSalle CNTY SD #141, IL 504588FB5 06/01/12 12/01/15 105.685 VARIES 2.2809 0.066961 0.067725 0.068497 0.065477 14.08 24.45 LaSalle CNTY SD #141, IL 504588FC3 06/01/12 12/01/16 106.786 VARIES 2.3843 0.070727 0.071570 0.072423 0.069313 14.88 25.85 LaSalle CNTY SD #150, IL 504597AX3 09/03/08 12/01/12 107.048 VARIES 5.0510 0.142875 0.141608 46.92 LaSalle CNTY SD #150, IL 504597AY1 09/03/08 12/01/13 107.923 VARIES 5.1770 0.148592 0.147441 0.146260 0.145049 53.22 48.05 Lake County IL SD #187 509262CV1 04/09/03 01/01/21 35.244 0.000 5.9694 236.52 0.097661 0.100576 0.103578 0.106669 35.68 37.84 Lakewood Township, NJ 512678QT3 08/22/12 04/01/14 99.524 1.250 1.5507 0.008144 0.008163 0.008226 0.008290 1.05 2.96 Lakewood Township, NJ 512678QU0 08/22/12 04/01/15 98.986 1.500 1.9002 0.010579 0.010605 0.010705 0.010807 1.37 3.85 Lakewood Township, NJ 512678QV8 08/22/12 04/01/16 98.453 2.000 2.4505 0.011458 0.011492 0.011633 0.011775 1.48 4.19 Lakewood Township, NJ 512678QW6 08/22/12 04/01/17 98.381 2.250 2.6252 0.009243 0.009269 0.009391 0.009514 1.19 3.38 Lakewood Township, NJ 512678QX4 08/22/12 04/01/18 98.460 2.700 3.0003 0.007059 0.007083 0.007189 0.007297 .91 2.59 Lamar Media Corporation 513075AN1 08/17/06 08/15/15* 92.809 6.625 7.7500 36.98 0.023056 0.023949 0.024877 7.39* Lamar Media Corporation 513075AP6 08/17/06 08/15/15* 92.809 6.625 7.7500 36.98 0.023056 0.023949 0.024877 7.39* Lamar Media Corporation 513075AQ4 08/17/06 08/15/15* 92.809 6.625 7.7500 36.98 0.023056 0.023949 0.024877 7.39* Lamar Media Corporation 513075AV3 03/27/09 04/01/14 89.979 9.750 12.5008 47.74 0.056431 0.059958 0.063706 0.067688 0.071918 21.60 24.39 Lee & Dekalb Counties,IL 523351BP8 09/30/11 01/01/13 100.000 0.000 2.4987 0.069849 0.070721 25.30 Lee & Dekalb Counties,IL 523351BQ6 09/30/11 01/01/14 100.000 0.000 2.9991 0.083942 0.085201 0.086479 0.087776 30.45 31.37 Lee & Dekalb Counties,IL 523351BR4 09/30/11 01/01/15 100.000 0.000 3.4989 0.098052 0.099768 0.101513 0.103289 35.61 36.86 Lee & Dekalb Counties,IL 523351BS2 09/30/11 01/01/16 100.000 0.000 3.9990 0.112208 0.114452 0.116740 0.119074 40.80 42.45 Lee & Dekalb Counties,IL 523351BT0 09/30/11 01/01/17 100.000 0.000 3.7493 0.105135 0.107106 0.109114 0.111159 38.20 39.65 Lee & Dekalb Counties,IL 523351BU7 09/30/11 01/01/18 100.000 0.000 3.9993 0.112217 0.114461 0.116750 0.119085 40.80 42.45 Lee & Dekalb Counties,IL 523351BV5 09/30/11 01/01/19 100.000 0.000 4.2492 0.119304 0.121838 0.124427 0.127071 43.41 45.27 Lee & Dekalb Counties,IL 523351BW3 09/30/11 01/01/20 117.427 0.000 4.4992 0.148427 0.151766 0.155180 0.158671 54.03 56.49 Legg Mason, Inc. 524901AN5 05/12/08 06/30/21 100.000 VARIES 6.9753 0.202597 0.202262 0.201914 0.201555 0.201183 72.87 72.62 Lehman Bros Hldgs Inc 524908NM8 06/29/05 06/29/12* 100.000 0.250 N/A 0.161524 10.50* Lehman Bros Hldgs Inc 524908NX4 10/13/05 10/13/15* 100.000 5.175 5.1749 0.143750 9.34* Lehman Bros Hldgs Inc 524908NY2 10/28/05 10/28/12* 100.000 3.000 N/A 0.158031 10.27* ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 524908PA2 11/17/05 11/17/12* 100.000 3.000 N/A 0.167407 10.88* Lehman Bros Hldgs Inc 524908PG9 01/06/06 01/06/12 100.000 0.250 5.0450 0.182130 .91 Lehman Bros Hldgs Inc 524908PN4 03/29/06 03/29/13* 100.000 1.500 N/A 0.186980 12.15* Lehman Bros Hldgs Inc 524908SH4 08/01/06 08/01/13* 100.000 2.000 N/A 0.179678 0.183042 11.80* Lehman Bros Hldgs Inc 524908TZ3 10/17/06 10/17/13* 100.000 1.000 N/A 0.186433 12.12* Lehman Bros Hldgs Inc 524908UC2 12/12/06 12/12/13* 100.000 0.250 N/A 0.177599 11.54* Lehman Bros Hldgs Inc 524908UL2 12/27/06 12/27/13* 100.000 0.450 N/A 0.179530 11.67* Lehman Bros Hldgs Inc 524908UU2 02/06/07 02/06/14* 100.000 1.250 N/A 0.188082 0.192348 12.35* Lehman Bros Hldgs Inc 524908UY4 02/16/07 02/16/12 100.000 0.250 5.3845 0.188093 8.46 Lehman Bros Hldgs Inc 524908VU1 03/29/07 03/29/14* 100.000 1.000 N/A 0.192072 12.48* Lehman Bros Hldgs Inc 52517P2E0 05/23/07 05/23/22* 100.000 VARIES 5.3475 0.134227 8.72* Lehman Bros Hldgs Inc 52517P2J9 05/24/07 05/24/24* 100.000 VARIES 5.5681 0.144725 9.41* Lehman Bros Hldgs Inc 52517P4R9 11/14/07 11/14/12* 100.000 0.000 N/A 0.209395 13.61* Lehman Bros Hldgs Inc 52517P4T5 08/29/07 08/29/22* 100.000 VARIES 6.2092 0.135390 0.133025 8.79* Lehman Bros Hldgs Inc 52517P4U2 07/01/08 07/02/12* 100.000 0.000 N/A 0.210828 0.217469 14.13* Lehman Bros Hldgs Inc 52517P4X6 08/21/07 08/21/37* 100.000 VARIES 7.1259 0.205786 0.208664 13.42* Lehman Bros Hldgs Inc 52517P5S6 09/26/07 09/26/22* 100.000 VARIES 5.7211 0.126768 8.24* Lehman Bros Hldgs Inc 52517PAE1 10/15/93 10/15/23* 100.000 VARIES 6.9789 0.205563 13.36* Lehman Bros Hldgs Inc 52517PC25 10/20/05 10/20/20* 100.000 VARIES 5.2456 0.122955 7.99* Lehman Bros Hldgs Inc 52517PH46 05/17/06 05/17/21* 100.000 VARIES 5.8803 0.166049 10.79* Lehman Bros Hldgs Inc 52517PK42 07/26/06 07/26/21* 100.000 VARIES 4.6197 0.126016 0.126521 8.21* Lehman Bros Hldgs Inc 52517PL66 09/14/06 09/14/21* 95.000 VARIES 5.7713 0.148942 9.68* Lehman Bros Hldgs Inc 52517PM24 09/29/06 09/29/21* 95.500 VARIES 5.8013 0.151970 9.88* Lehman Bros Hldgs Inc 52517PM99 10/27/06 10/27/16* 94.650 VARIES 5.6132 0.148141 9.63* Lehman Bros Hldgs Inc 52517PN64 11/07/06 11/07/16* 100.000 VARIES 5.5099 0.145909 9.48* Lehman Bros Hldgs Inc 52517PQ20 12/28/06 12/28/21* 100.000 VARIES 5.1185 0.135142 8.78* Lehman Bros Hldgs Inc 52517PQ87 12/21/06 12/21/21* 97.500 VARIES 5.3886 0.134382 8.73* Lehman Bros Hldgs Inc 52517PR37 01/12/07 01/12/22* 100.000 VARIES 5.3883 0.140427 0.140693 9.14* Lehman Bros Hldgs Inc 52517PT27 02/15/07 02/15/22* 97.500 VARIES 5.4901 0.143731 0.143101 9.33* Lehman Bros Hldgs Inc 52517PT68 02/16/07 02/16/17* 100.000 VARIES 5.6999 0.150487 0.151095 9.79* Lehman Bros Hldgs Inc 52517PU82 03/05/07 03/05/22* 100.000 VARIES 5.5000 0.145948 0.146192 9.49* Lehman Bros Hldgs Inc 52517PUL3 06/12/03 06/12/18* 100.000 VARIES 5.2471 0.120605 7.84* Lehman Bros Hldgs Inc 52517PUP4 07/03/03 07/03/18* 100.000 VARIES 4.7451 0.094864 0.096109 6.24* Lehman Bros Hldgs Inc 52517PUR0 07/17/03 07/17/15* 100.000 VARIES 4.3972 0.100408 0.103743 6.69* Lehman Bros Hldgs Inc 52517PV40 06/19/07 06/19/17* 100.000 VARIES 5.4394 0.148427 9.65* Lehman Bros Hldgs Inc 52517PVN8 12/17/03 12/17/18* 100.000 VARIES 6.0028 0.181373 11.79* Lehman Bros Hldgs Inc 52517PW80 04/20/07 04/20/22* 100.000 VARIES 5.1283 0.132704 8.63* Lehman Bros Hldgs Inc 52517PWB3 04/08/04 04/08/14* 100.000 VARIES 4.8469 0.117487 7.64* Lehman Bros Hldgs Inc 52517PX55 04/27/07 04/27/22* 100.000 VARIES 5.3982 0.138983 9.03* Lehman Bros Hldgs Inc 52517PX71 04/17/07 04/17/37* 100.000 VARIES 6.2486 0.167796 10.91* Lehman Bros Hldgs Inc 52517PXM8 10/25/04 10/25/17* 100.000 VARIES 5.2494 0.142754 9.28* ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 52517PXQ9 11/01/04 11/01/14* 100.000 VARIES 4.9383 0.130931 8.51* Lehman Bros Hldgs Inc 52517PXS5 10/29/04 10/29/19* 100.000 VARIES 5.4644 0.117541 7.64* Lehman Bros Hldgs Inc 52517PXW6 11/22/04 11/22/19* 100.000 VARIES 5.5393 0.152130 9.89* Lehman Bros Hldgs Inc 52517PXZ9 12/07/04 12/07/16* 100.000 VARIES 5.2285 0.139576 9.07* Lehman Bros Hldgs Inc 52517PYE5 12/23/04 12/23/19* 100.000 VARIES 5.6986 0.151865 9.87* Lehman Bros Hldgs Inc 52517PYG0 12/30/04 12/30/19* 100.000 VARIES 5.5380 0.145959 9.49* Lehman Bros Hldgs Inc 52517PYH8 01/06/05 01/06/20* 100.000 VARIES 5.8754 0.143890 0.140773 9.17* Lehman Bros Hldgs Inc 52517PYJ4 12/30/04 12/30/19* 100.000 VARIES 5.8784 0.157902 10.26* Lehman Bros Hldgs Inc 52517PYM7 01/28/05 01/28/20* 100.000 VARIES 5.9154 0.145363 0.142268 9.33* Lehman Bros Hldgs Inc 52517PYR6 02/02/05 02/02/17* 100.000 VARIES 5.4992 0.147139 0.149069 9.63* Lehman Bros Hldgs Inc 52517PYT2 02/24/05 02/24/20* 100.000 VARIES 5.1276 0.131628 0.132012 8.56* Lehman Bros Hldgs Inc 52517PYU9 02/24/05 02/24/20* 100.000 VARIES 5.0875 0.130423 0.130844 8.48* Lehman Bros Hldgs Inc 52517PYW5 03/23/05 03/23/20* 100.000 VARIES 5.1879 0.134887 8.77* Lehman Bros Hldgs Inc 52517PYX3 03/17/05 03/17/20* 100.000 VARIES 5.2322 0.159865 10.39* Lehman Bros Hldgs Inc 52517PZ38 06/22/07 06/22/22* 100.000 VARIES 5.7685 0.153218 9.96* Lehman Bros Hldgs Inc 52517PZ87 05/23/07 05/23/22* 100.000 VARIES 5.5672 0.140041 9.10* Lehman Bros Hldgs Inc 52517PZA2 03/23/05 03/23/20* 100.000 VARIES 5.7272 0.148493 9.65* Lehman Bros Hldgs Inc 52517PZJ3 05/11/05 05/11/15* 100.000 VARIES 5.2579 0.133768 8.69* Lehman Bros Hldgs Inc 52517PZL8 05/19/05 05/19/20* 100.000 VARIES 5.8181 0.156836 10.19* Lehman Bros Hldgs Inc 52517PZM6 05/19/05 05/19/20* 100.000 VARIES 5.8231 0.180660 11.74* Lehman Bros Hldgs Inc 52517PZN4 05/26/05 05/26/15* 100.000 VARIES 5.1761 0.120233 7.82* Lehman Bros Hldgs Inc 52517PZS3 06/23/05 06/23/20* 100.000 VARIES 5.4824 0.167290 10.87* Lehman Bros Hldgs Inc 5252M0AJ6 12/28/07 12/28/22* 100.000 VARIES 5.6093 0.153260 9.96* Lehman Bros Hldgs Inc 5252M0AM9 11/19/07 11/19/37* 100.000 VARIES 7.4282 0.197702 12.85* Lehman Bros Hldgs Inc 5252M0AP2 02/07/08 02/07/12 100.000 0.000 5.2100 0.173267 6.24 Lehman Bros Hldgs Inc 5252M0AV9 11/27/07 11/27/37* 11.746 0.000 7.2677 39.89 0.031550 2.05* Lehman Bros Hldgs Inc 5252M0AY3 12/28/07 12/28/22* 100.000 VARIES 5.8488 0.157144 10.21* Lehman Bros Hldgs Inc 5252M0BG1 01/11/08 01/11/12 100.000 0.000 5.3999 0.180752 1.81 Lehman Bros Hldgs Inc 5252M0BJ5 12/28/07 12/28/22* 100.000 VARIES 5.8954 0.155736 10.12* Lehman Bros Hldgs Inc 5252M0BK2 03/20/08 03/20/12* 100.000 0.000 N/A 0.229262 14.90* Lehman Bros Hldgs Inc 5252M0BR7 02/14/08 02/14/12 100.000 0.000 5.0900 0.168584 7.25 Lehman Bros Hldgs Inc 5252M0BU0 02/14/08 02/14/12 100.000 0.000 5.0900 0.168584 7.25 Lehman Bros Hldgs Inc 5252M0CH8 02/06/08 02/06/23* 100.000 VARIES 5.6140 0.141774 0.139516 9.15* Lehman Bros Hldgs Inc 5252M0CK1 02/12/08 02/12/38* 100.000 VARIES 7.2994 0.200801 0.200813 13.05* Lehman Bros Hldgs Inc 5252M0CV7 02/27/08 02/27/23* 100.000 VARIES 5.1091 0.136436 0.136614 8.87* Lehman Bros Hldgs Inc 5252M0DB0 05/21/08 05/21/12* 100.000 0.000 N/A 0.170141 11.06* Lehman Bros Hldgs Inc 5252M0DF1 02/28/08 02/28/12 100.000 0.000 5.1099 0.165680 9.61 Lehman Bros Hldgs Inc 5252M0DP9 03/31/08 03/31/23* 100.000 VARIES 5.5588 0.148345 9.64* Lehman Bros Hldgs Inc 5252M0DQ7 03/20/08 09/20/12* 100.000 0.000 N/A 0.247387 16.08* Lehman Bros Hldgs Inc 5252M0EC7 03/10/08 03/10/23* 100.000 VARIES 7.2993 0.199981 13.00* Lehman Bros Hldgs Inc 5252M0EF0 03/28/08 03/28/12* 100.000 0.000 N/A 0.172875 11.24* ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lehman Bros Hldgs Inc 5252M0EH6 03/13/08 03/13/23* 100.000 VARIES 6.8587 0.185146 12.03* Lehman Bros Hldgs Inc 5252M0EN3 03/05/08 03/05/18* 92.300 5.250 6.2995 23.98 0.019480 0.020094 1.27* Lehman Bros Hldgs Inc 5252M0EQ6 03/31/08 04/01/13* 100.000 0.000 N/A 0.251818 16.37* Lehman Bros Hldgs Inc 5252M0ET0 03/17/08 03/17/23* 100.000 VARIES 6.5597 0.181083 11.77* Lehman Bros Hldgs Inc 5252M0EW3 04/10/08 04/10/23* 100.000 VARIES 7.4983 0.201691 13.11* Lehman Bros Hldgs Inc 5252M0EZ6 04/30/08 04/30/13* 100.000 VARIES N/A 0.191156 12.43* Lehman Bros Hldgs Inc 5252M0FE2 05/22/08 11/23/12* 100.000 0.000 N/A 0.200748 13.05* Lehman Bros Hldgs Inc 5252M0FV4 05/29/08 05/29/12* 100.000 0.000 N/A 0.209870 13.64* Lehman Bros Hldgs Inc 5252M0FW2 05/19/08 05/19/23* 100.000 VARIES 7.2491 0.198214 12.88* Lehman Bros Hldgs Inc 5252M0FY8 05/30/08 05/30/13* 100.000 0.000 N/A 0.209933 13.65* Lehman Bros Hldgs Inc 5252M0GD3 06/26/08 06/26/23* 100.000 VARIES 8.0972 0.214884 13.97* Lehman Bros Hldgs Inc 5252M0GG6 06/27/08 06/27/12* 100.000 0.000 N/A 0.213256 13.86* Lehman Bros Hldgs Inc 5252M0GJ0 08/07/08 08/07/12* 100.000 0.000 N/A 0.271291 0.281831 17.94* Lehman Bros Hldgs Inc 5252M0GN1 06/26/08 06/26/23* 100.000 VARIES 8.2966 0.218471 14.20* Lehman Bros Hldgs Inc 5252M0GQ4 07/14/08 07/14/23* 100.000 VARIES 8.3470 0.221790 0.222042 14.43* Liberty Media Corp. 530715AF8 11/16/99 11/15/29 100.000 4.000 9.0689 0.519192 0.537697 0.557040 0.577261 0.598398 191.98 206.08 Liberty Media Corp. 530715AG6 11/16/99 11/15/29 100.000 4.000 9.0689 0.519192 0.537697 0.557040 0.577261 0.598398 191.98 206.08 Liberty Media Corp. 530715AK7 02/10/00 02/15/30 100.000 3.750 9.4298 0.559992 0.581484 0.603989 0.627555 0.652233 211.45 228.24 Liberty Media Corp. 530715AL5 02/10/00 02/15/30 100.000 3.750 9.4298 0.559992 0.581484 0.603989 0.627555 0.652233 211.45 228.24 Liberty Media Corp. 530715AM3 01/11/01 01/15/31 100.000 3.500 N/A 0.447524 0.462768 0.478599 0.495032 0.512079 169.01 180.81 Liberty Media Corp. 530715AN1 01/11/01 01/15/31 100.000 3.500 N/A 0.447524 0.462768 0.478599 0.495032 0.512079 169.01 180.81 Liberty Media Corp. 530715AP6 03/08/01 03/15/31 100.000 3.250 10.3696 0.663141 0.692843 0.724085 0.756947 0.791512 250.54 273.73 Liberty Media Corp. 530715AQ4 03/08/01 03/15/31 100.000 3.250 10.3696 0.663141 0.692843 0.724085 0.756947 0.791512 250.54 273.73 Liberty Media Corp. 530715AR2 03/08/01 03/15/31 100.000 3.250 10.3696 0.663141 0.692843 0.724085 0.756947 0.791512 250.54 273.73 Liberty Media Corp. 530718AB1 03/26/03 03/30/23 98.500 0.750 5.6006 0.232711 0.238644 0.244743 0.251013 0.257459 85.94 90.39 Liberty Media Corp. 530718AF2 03/26/03 03/30/23 98.500 0.750 N/A 0.298965 0.308090 0.317608 0.327535 0.337889 110.97 117.97 Linear Technology Corp. 535678AA4 04/24/07 05/01/27 100.000 VARIES 7.0000 0.234975 0.240282 0.245776 0.251461 0.257346 86.19 90.20 Linear Technology Corp. 535678AC0 04/24/07 05/01/27 100.000 VARIES 7.0000 0.234975 0.240282 0.245776 0.251461 0.257346 86.19 90.20 Lithia Motors, Inc. 536797AA1 05/03/04 05/01/14 100.000 VARIES 8.9998 0.405402 0.419110 0.433387 0.448259 0.463748 150.09 160.52 Lithia Motors, Inc. 536797AB9 05/03/04 05/01/14 100.000 VARIES 8.9998 0.405402 0.419110 0.433387 0.448259 0.463748 150.09 160.52 Livingston Counties, IL 538412AR8 10/27/10 12/01/12 103.208 VARIES 2.0372 0.057407 0.057001 18.87 Livingston Counties, IL 538412AS6 10/27/10 12/01/13 103.968 VARIES 2.5380 0.072226 0.071804 0.071375 0.070941 25.90 23.48 Livingston Counties, IL 538412AT4 10/27/10 12/01/14 105.289 VARIES 2.7890 0.080377 0.079910 0.079436 0.078956 0.078468 28.82 28.48 Livingston Counties, IL 538412AU1 10/27/10 12/01/15 104.254 VARIES 3.2393 0.092866 0.092526 0.092180 0.091828 0.091471 33.35 33.10 Lloyds TSB Bank PLC 5394E8AH2 07/28/11 07/28/16 100.000 VARIES 2.0468 0.008245 0.008125 0.008003 0.007881 0.007757 2.91 2.82 Lloyds TSB Bank PLC 5394E8AM1 04/13/12 04/13/15 98.750 VARIES 2.9305 0.017885 0.017860 0.017835 0.018096 4.61 6.44 Lloyds TSB Bank PLC 5394E8AN9 04/26/12 04/26/27 100.000 VARIES 4.6791 0.129975 0.127817 0.125608 0.123600 31.70 45.34 Lloyds TSB Bank PLC 5394E8AP4 04/27/12 04/27/20 100.000 VARIES 2.7870 0.021863 0.021044 0.020214 0.019372 5.28 7.32 Lloyds TSB Bank PLC 5394E8AR0 04/27/12 10/27/14 98.750 VARIES 2.9127 0.024343 0.024311 0.024278 0.024632 5.94 8.77 Lloyds TSB Bank PLC 5394E8AU3 06/22/12 10/22/14 98.150 VARIES 3.2939 0.034252 0.034329 0.034446 0.034789 6.48 12.41 Lloyds TSB Bank PLC 5394E8AV1 06/08/12 06/08/27 95.000 8.000 8.5995 0.004710 0.004912 0.005124 0.005344 .96 1.82 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Lloyds TSB Bank PLC 5394E8AX7 06/29/12 06/29/32 100.000 VARIES 4.7441 0.131781 0.130556 0.129302 0.128019 23.98 46.77 Lloyds TSB Bank PLC 5394E8AY5 06/29/12 06/29/27 95.000 8.000 8.5995 0.004710 0.004912 0.005124 0.005344 .86 1.81 Lloyds TSB Bank PLC 5394E8BB4 07/23/12 07/23/22 100.000 VARIES 2.8121 0.008670 0.008245 0.007814 1.37 2.91 Lloyds TSB Bank PLC 5394E8BC2 07/20/12 07/20/17 98.250 VARIES 2.8582 0.022450 0.021870 0.021281 3.61 7.79 Lloyds TSB Bank PLC 5394E8BE8 07/23/12 07/23/24 96.000 4.200 4.6384 0.007024 0.007187 0.007354 1.11 2.61 Lloyds TSB Bank PLC 5394E8BG3 09/19/12 09/19/32 100.000 VARIES 4.3107 0.119742 0.118654 0.117542 12.21 42.69 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. 553769AJ9 08/05/11 08/01/19 97.000 11.500 N/A 0.325416 0.325816 0.326247 0.326702 0.327181 117.35 117.67 MTR Gaming Group, Inc. 553769AK6 08/05/11 08/01/19 97.000 11.500 N/A 0.325416 0.325816 0.326247 0.326702 0.327181 117.35 117.67 MTR Gaming Group, Inc. 553769AL4 08/05/11 08/01/19 97.000 11.500 N/A 0.325416 0.325816 0.326247 0.326702 0.327181 117.35 117.67 Macon CNTYS DIST 537, IL 555545BN1 04/01/10 12/01/12 105.299 0.000 1.8728 0.056508 0.057038 18.74 Macon CNTYS DIST 537, IL 555545BP6 04/01/10 12/01/13 105.732 0.000 2.4439 0.074745 0.075658 0.076583 0.077519 27.13 25.44 Macon CNTYS DIST 537, IL 555545BQ4 04/01/10 12/01/14 105.395 0.000 2.8119 0.086248 0.087460 0.088690 0.089937 0.091201 31.34 32.23 Macon CNTYS DIST 537, IL 555545BR2 04/01/10 12/01/15 105.886 0.000 3.0211 0.093416 0.094827 0.096260 0.097714 0.099190 33.97 35.00 Macon CNTYS DIST 537, IL 555545BS0 04/01/10 12/01/16 106.138 0.000 3.2973 0.102665 0.104357 0.106078 0.107827 0.109604 37.37 38.61 Macon CNTYS DIST 537, IL 555545BT8 04/01/10 12/01/17 103.230 0.000 3.7059 0.112979 0.115073 0.117205 0.119377 0.121589 41.18 42.72 Macon CNTYS DIST 537, IL 555545BU5 04/01/10 12/01/18 105.024 0.000 3.5846 0.110961 0.112949 0.114974 0.117035 0.119132 40.42 41.89 Macoupin CNTY SD #1, IL 556003DP3 10/26/10 12/01/12 107.851 VARIES 1.9309 0.055577 0.054611 18.17 Macoupin CNTY SD #1, IL 556003DQ1 10/12/12 12/01/13 101.998 0.000 1.0407 0.029487 0.029529 0.029683 2.33 9.77 Macoupin CNTY SD #1, IL 556003DR9 10/12/12 12/01/14 102.914 0.000 1.4173 0.040518 0.040596 0.040884 0.041174 3.20 14.68 Marion County, OR 56913RAL2 03/28/02 06/01/12 49.948 0.000 6.9388 472.58 0.186282 27.94 Marion County, OR 56913RAM0 03/28/02 06/01/13 46.303 0.000 7.0088 444.06 0.175577 0.181730 0.188099 64.69 28.21 Marion County, OR 56913RAN8 03/28/02 06/01/14 42.967 0.000 7.0588 416.05 0.164860 0.170678 0.176702 0.182939 0.189396 60.75 65.12 Marion County, OR 56913RAP3 03/28/02 06/01/15 39.329 0.000 7.2089 391.86 0.156286 0.161920 0.167756 0.173803 0.180067 57.62 61.85 Marion County, OR 56913RAQ1 03/28/02 06/01/16 36.142 0.000 7.3089 366.94 0.146981 0.152352 0.157920 0.163691 0.169674 54.21 58.24 Marion County, OR 56913RAR9 03/28/02 06/01/17 33.393 0.000 7.3590 342.20 0.137371 0.142425 0.147666 0.153099 0.158733 50.67 54.47 Marion County, OR 56913RAS7 03/28/02 06/01/18 31.307 0.000 7.3092 317.86 0.127326 0.131979 0.136803 0.141802 0.146985 46.96 50.45 Marion County, OR 56913RAT5 03/28/02 06/01/19 28.898 0.000 7.3592 296.15 0.118886 0.123260 0.127796 0.132498 0.137373 43.85 47.14 Marion County, OR 56913RAU2 03/28/02 06/01/20 26.649 0.000 7.4091 275.65 0.110892 0.115000 0.119260 0.123679 0.128260 40.91 44.00 Masco Corporation 574599AW6 07/20/01 07/20/31 39.445 VARIES 8.1251 0.192468 0.199540 0.206899 0.214558 0.222527 72.88 78.38 Masco Corporation 574599BB1 07/20/01 07/20/31 39.445 VARIES 8.1251 0.192468 0.199540 0.206899 0.214558 0.222527 72.88 78.38 Mason CNTYS SD #191, IL 574816BW3 07/02/10 12/01/18 106.295 VARIES 4.3308 0.126917 0.126508 0.126089 0.125662 0.125225 45.59 45.29 Mason CNTYS SD #191, IL 574816BX1 07/02/10 12/01/19 105.637 VARIES 4.7793 0.139495 0.139144 0.138785 0.138418 0.138041 50.13 49.87 Media General Inc. 584404AB3 02/12/10 02/15/17 97.690 11.750 12.2505 4.47 0.007229 0.007672 0.008142 0.008641 0.009170 2.81 3.16 Media General Inc. 584404AC1 02/12/10 02/15/17 97.690 11.750 12.2505 4.47 0.007229 0.007672 0.008142 0.008641 0.009170 2.81 3.16 Medicis Pharma Corp. 584690AB7 08/14/03 06/04/33 93.000 VARIES 9.1499 0.448400 0.466373 0.485168 0.504822 0.525376 165.65 179.28 Merisant Worldwide, Inc. 58985CAA8 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340269 0.340268 0.340268 0.340267 0.340267 122.50 122.50 Merrill Lynch & Co.,Inc. 590188W46 03/13/02 03/13/32 100.000 VARIES 5.7132 0.271013 0.278754 0.286717 0.294908 0.303332 100.65 106.49 Merrill Lynch & Co.,Inc. 590188W79 12/30/04 01/02/14 100.000 0.000 4.6291 0.173182 0.177191 0.181292 0.185488 0.189781 64.52 67.54 Merrill Lynch & Co.,Inc. 59018YC66 05/02/07 05/02/17 100.000 VARIES 5.5833 0.149915 0.150324 0.150744 0.151176 0.151620 54.09 54.40 Merrill Lynch & Co.,Inc. 59018YD65 05/18/07 05/18/17 100.000 VARIES 5.6522 0.153491 0.153768 0.154053 0.154346 0.154647 55.33 55.54 Merrill Lynch & Co.,Inc. 59018YE49 06/06/07 06/06/17 100.000 VARIES 5.9091 0.160046 0.160367 0.160697 0.161037 0.161386 57.69 57.93 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Merrill Lynch Bank USA 59020WA68 01/31/07 01/31/12 100.000 0.000 5.1060 0.177957 5.16 Merrill Lynch Bank USA 59020WA76 01/31/07 02/21/12 100.000 0.000 5.0982 0.178155 8.91 Merrill Lynch Bank USA 59020WB42 03/15/07 03/15/13 100.000 0.000 4.8033 0.165199 0.169166 0.173229 61.04 12.82 Merrill Lynch Bank USA 59020WC74 03/30/07 03/30/12 100.000 0.000 4.8040 0.165226 14.71 Merrill Lynch Bank USA 59020WC90 04/30/07 04/30/12 100.000 0.000 4.7640 0.163566 19.46 Merrill Lynch Bank USA 59020WD24 04/30/07 04/30/12 100.000 0.000 4.8440 0.166896 19.86 Merrill Lynch Bank USA 59020WWC1 09/30/05 03/31/14 100.000 0.000 4.4692 0.161850 0.165467 0.169164 0.172944 0.176809 59.58 62.28 Merrill Lynch Bank USA 59020WXK2 04/28/06 04/30/12 100.000 0.000 5.2512 0.194044 23.09 Merrill Lynch Bank USA 59020WXM8 05/31/06 05/31/12 100.000 0.000 5.2311 0.193037 28.76 Merrill Lynch Bank USA 59020WYV7 10/31/06 10/31/12 100.000 0.000 4.8867 0.172805 0.177027 52.43 Merrill Lynch Bank USA 59020WYW5 10/31/06 10/31/12 100.000 0.000 4.8867 0.172805 0.177027 52.43 Merrill Lynch Bank USA 59020WZE4 10/30/06 04/30/12 100.000 0.000 4.9187 0.174210 20.73 Merrill Lynch & Co.,Inc. 59021S265 09/29/05 11/19/12 100.000 0.000 4.3795 0.158725 0.162200 51.10 Merrill Lynch & Co.,Inc. 59021S489 05/10/05 05/10/12 100.000 4.200 4.1999 0.116667 15.05 Merrill Lynch & Co.,Inc. 59021W183 11/01/04 04/30/12 100.000 0.000 3.9886 0.146063 17.38 Merrill Lynch & Co.,Inc. 59021W464 05/14/04 02/14/12 100.000 0.000 3.1804 0.111058 4.78 Merrill Lynch & Co.,Inc. 59022W505 05/09/07 05/09/12 100.000 0.000 5.1563 0.180108 23.05 Mexican States 593048BN0 03/30/01 12/30/19 89.000 8.125 9.3823 40.36 0.016772 0.017559 0.018383 0.019245 0.020148 6.18 6.77 Miami Dade County, FL 59333MXE0 12/15/09 12/15/26 73.673 5.760 8.7675 15.30 0.023063 0.024075 0.025130 0.026232 0.027381 8.52 9.28 Michaels Stores, Inc. 594087AN8 10/31/06 11/01/16* 50.110 VARIES N/A 0.377857 0.219934 84.93* Michaels Stores, Inc. 594087AP3 10/31/06 11/01/16* 50.110 VARIES N/A 0.377857 0.219934 84.93* Microchip Technology Inc 595017AA2 12/07/07 12/15/37 100.000 VARIES 9.1009 0.330701 0.343107 0.358034 0.369639 0.385926 123.77 133.28 Microchip Technology Inc 595017AB0 12/07/07 12/15/37 100.000 VARIES 9.1009 0.330701 0.343107 0.358034 0.369639 0.385926 123.77 133.28 Milagro Oil & Gas, Inc. 59870WAA0 05/11/11 05/15/16 97.182 10.500 11.2509 2.81 0.012746 0.013463 0.014221 0.015021 0.015866 4.79 5.34 Milagro Oil & Gas, Inc. 59870WAB8 05/11/11 05/15/16 97.182 10.500 11.2509 2.81 0.012746 0.013463 0.014221 0.015021 0.015866 4.79 5.34 Mississippi Home Corp. 60535MCB3 07/21/93 09/15/16 19.775 0.000 7.1244 521.70 0.139456 0.144424 0.149568 0.154896 0.160414 52.17 55.95 Morgan Stanley 6174462H1 01/31/08 02/07/12 100.000 3.878 3.8779 0.107722 3.88 Morgan Stanley 6174463E7 02/29/08 02/29/12 100.000 0.000 4.0950 0.129651 7.65 Morgan Stanley 6174463V9 03/31/08 04/06/12 100.000 3.806 3.8059 0.105722 10.04 Morgan Stanley 6174463X5 03/31/08 09/28/12 100.000 0.000 3.9245 0.124875 0.127326 33.78 Morgan Stanley 6174464D8 03/28/08 09/30/13 100.000 0.000 4.2223 0.133577 0.136397 0.140042 0.142217 50.01 38.49 Morgan Stanley 6174464N6 03/24/08 02/24/14 100.000 0.000 4.6797 0.152258 0.155820 0.159466 0.163198 0.167016 56.37 59.04 Morgan Stanley 6174464P1 03/20/08 03/20/23 81.700 2.935 4.6422 0.109504 0.110153 0.110818 0.111498 0.112193 39.67 40.16 Morgan Stanley 6174464Q9 03/20/08 03/20/23 78.350 2.624 4.6439 0.105984 0.106752 0.107538 0.108343 0.109166 38.45 39.02 Morgan Stanley 6174464T3 03/28/08 12/07/12 100.000 0.000 3.5735 0.113135 0.115157 38.38 Morgan Stanley 6174464W6 03/31/08 04/26/13 100.000 0.000 4.0406 0.129484 0.132100 0.134769 47.43 15.50 Morgan Stanley 6174465F2 04/30/08 07/05/13 100.000 0.000 3.8715 0.121498 0.123850 0.126247 0.128691 45.00 23.67 Morgan Stanley 6174465J4 04/25/08 10/25/13 100.000 0.000 5.0328 0.166366 0.170553 0.174845 0.179244 61.20 52.20 Morgan Stanley 6174465N5 04/14/08 10/04/13 100.000 0.000 4.2160 0.135372 0.138226 0.141139 0.144115 49.75 39.07 Morgan Stanley 6174466S3 06/30/08 06/30/14 100.000 0.000 6.0285 0.206156 0.212370 0.218772 0.225366 0.232160 75.35 79.96 Morgan Stanley 617446H28 04/27/07 04/27/37* 100.000 VARIES 5.5782 0.136054 15.78* ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617446H69 05/30/07 06/26/17 100.000 0.000 5.8001 0.209262 0.215331 0.221576 0.228002 0.234614 76.49 80.99 Morgan Stanley 617446J75 08/13/07 02/27/13 117.470 0.000 5.6319 0.229994 0.236470 0.243129 85.59 13.62 Morgan Stanley 617446K40 06/26/08 06/24/15* 100.000 1.100 N/A 0.222217 12.89* Morgan Stanley 617446YM5 08/30/05 09/01/14 100.000 0.000 4.8471 0.179491 0.183841 0.188296 0.192860 0.197534 66.46 69.72 Morgan Stanley 617446Z77 02/07/08 06/06/14 100.000 0.000 4.6169 0.152760 0.156286 0.159894 0.163585 0.167361 55.81 58.41 Morgan Stanley 61745E2D2 01/24/11 01/24/20 100.000 VARIES 5.2661 0.145746 0.145195 0.145819 0.146458 0.146758 52.38 52.76 Morgan Stanley 61745E2E0 07/11/11 07/11/23 100.000 VARIES 5.5160 0.153224 0.152853 0.152472 0.153295 0.154142 54.97 55.32 Morgan Stanley 61745E2F7 11/28/11 11/28/26 100.000 VARIES 6.0157 0.167104 0.162939 0.158649 0.154231 0.149679 59.13 56.02 Morgan Stanley 61745E2K6 01/21/11 01/21/26 100.000 VARIES 5.7295 0.155755 0.152259 0.148663 0.144964 0.141384 54.31 51.69 Morgan Stanley 61745E2L4 07/07/11 07/07/20 100.000 VARIES 2.2423 0.013785 0.012665 0.011533 0.011662 0.011793 4.37 4.22 Morgan Stanley 61745E2M2 11/30/11 11/30/31 100.000 VARIES 6.5857 0.182937 0.179814 0.176588 0.173256 0.169815 65.10 62.76 Morgan Stanley 61745E2Q3 07/30/10 07/30/25 100.000 VARIES 5.4814 0.149918 0.148697 0.147444 0.146155 0.144832 53.38 52.45 Morgan Stanley 61745E2S9 07/13/11 07/13/31 100.000 VARIES 5.5541 0.154282 0.152395 0.150456 0.148463 0.146414 54.56 53.13 Morgan Stanley 61745E2V2 02/26/10 02/26/30 100.000 VARIES 6.1599 0.160946 0.157348 0.156173 0.154962 0.153714 56.70 55.70 Morgan Stanley 61745E2W0 08/12/10 08/12/30 100.000 VARIES 5.7343 0.150781 0.145319 0.139701 0.133922 0.127977 51.76 47.62 Morgan Stanley 61745E2Y6 07/15/11 07/15/17 100.000 VARIES 4.3803 0.121677 0.121300 0.120915 0.121388 0.121872 43.61 43.77 Morgan Stanley 61745E2Z3 11/30/11 11/30/31 100.000 VARIES 6.7333 0.187038 0.183983 0.180825 0.177561 0.174187 66.59 64.30 Morgan Stanley 61745E3D1 02/14/11 02/14/31 100.000 VARIES 6.0718 0.165350 0.161937 0.158420 0.154796 0.151063 57.96 55.37 Morgan Stanley 61745E3F6 11/30/11 12/01/16 100.000 VARIES 5.1660 0.011030 0.011315 0.011607 0.011541 0.011473 4.04 4.16 Morgan Stanley 61745E3J8 07/28/10 07/28/17 100.000 VARIES 2.9665 0.017262 0.017518 0.017778 0.018041 0.018309 6.34 6.53 Morgan Stanley 61745E3R0 02/11/11 02/11/20 100.000 VARIES 5.7500 0.160323 0.160940 0.161574 0.162226 0.162501 58.00 58.41 Morgan Stanley 61745E3S8 07/29/11 07/29/31 100.000 VARIES 5.6230 0.156197 0.153950 0.151640 0.149265 0.146823 55.13 53.43 Morgan Stanley 61745E3T6 12/27/11 12/27/26 100.000 VARIES 6.9291 0.192478 0.189522 0.186465 0.183301 0.180028 68.74 66.53 Morgan Stanley 61745E3W9 08/17/10 08/17/20 100.000 VARIES 2.7071 0.021480 0.020324 0.019151 0.019411 0.019673 7.21 7.01 Morgan Stanley 61745E3Y5 07/29/11 07/29/26 100.000 VARIES 5.4529 0.151471 0.146512 0.141419 0.137942 0.134371 52.11 49.21 Morgan Stanley 61745E4E8 07/29/11 07/29/26 100.000 VARIES 5.4932 0.152591 0.149153 0.145620 0.142876 0.140056 53.25 51.08 Morgan Stanley 61745E4K4 02/18/11 02/18/20 100.000 VARIES 2.8598 0.017190 0.016385 0.015569 0.014742 0.014952 5.83 5.37 Morgan Stanley 61745E4L2 07/29/11 07/29/26 100.000 VARIES 5.5117 0.153103 0.148519 0.143809 0.140096 0.136281 52.88 49.96 Morgan Stanley 61745E4M0 12/23/11 12/23/18 100.000 VARIES 4.9659 0.024721 0.025334 0.025963 0.026608 0.027269 9.02 9.47 Morgan Stanley 61745E4P3 03/15/10 03/15/25 100.000 VARIES 5.6291 0.147723 0.145961 0.144150 0.142288 0.142249 52.48 51.36 Morgan Stanley 61745E4Q1 08/24/10 08/24/30 100.000 VARIES 5.2836 0.144217 0.142890 0.141528 0.140130 0.138695 51.34 50.34 Morgan Stanley 61745E4T5 01/13/12 01/13/32 100.000 VARIES 6.1786 0.171629 0.168350 0.164970 0.161485 59.18 58.84 Morgan Stanley 61745E4U2 08/26/09 08/26/16 100.000 VARIES 5.1504 0.147975 0.148628 0.149297 0.149459 0.149624 53.55 53.82 Morgan Stanley 61745E4V0 03/18/10 03/18/25 100.000 VARIES 5.8931 0.153314 0.149646 0.148448 0.147216 0.145946 54.03 52.96 Morgan Stanley 61745E4W8 08/25/10 08/25/25 100.000 VARIES 5.0043 0.131977 0.128329 0.124590 0.123822 0.123036 45.92 44.52 Morgan Stanley 61745E5C1 08/27/10 08/27/15 100.000 VARIES 1.8388 0.006891 0.006955 0.007019 0.007083 0.007148 2.51 2.55 Morgan Stanley 61745E5H0 03/30/10 03/30/30 100.000 VARIES 5.9049 0.151773 0.149603 0.147369 0.145069 0.144955 53.85 52.42 Morgan Stanley 61745E5P2 03/30/10 03/30/30 100.000 VARIES 5.9384 0.152057 0.147499 0.146620 0.145714 0.144782 53.43 52.45 Morgan Stanley 61745E5R8 03/15/11 03/15/21 100.000 VARIES 5.2217 0.145209 0.145374 0.145509 0.145648 0.145836 52.34 52.44 Morgan Stanley 61745E5S6 08/22/11 08/22/31 100.000 VARIES 5.6565 0.157125 0.152142 0.147017 0.144130 0.141162 54.36 51.65 Morgan Stanley 61745E5U1 09/30/09 09/30/29 100.000 VARIES 5.7074 0.144334 0.140526 0.136609 0.136647 0.136685 50.57 49.19 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61745E5W7 08/31/10 08/31/20 100.000 VARIES 2.8095 0.010984 0.011017 0.011357 0.011329 0.011678 4.07 4.18 Morgan Stanley 61745E5X5 03/22/11 03/22/31 100.000 VARIES 5.8739 0.162653 0.162128 0.161586 0.161029 0.160456 58.35 57.96 Morgan Stanley 61745E5Z0 01/31/12 01/31/32 100.000 VARIES 5.6271 0.156310 0.152893 0.149379 0.145767 51.22 53.33 Morgan Stanley 61745E6D8 03/23/11 03/23/26 100.000 VARIES 5.5646 0.154238 0.153892 0.153542 0.153182 0.152811 55.40 55.14 Morgan Stanley 61745E6E6 08/24/11 08/24/23 100.000 VARIES 4.5799 0.127220 0.126949 0.126673 0.126396 0.126113 45.68 45.48 Morgan Stanley 61745E6J5 08/31/10 08/31/30 100.000 VARIES 5.4234 0.140573 0.137591 0.138354 0.134564 0.135193 50.63 49.41 Morgan Stanley 61745E6M8 02/15/12 02/15/19 100.000 VARIES 5.4091 0.150254 0.149810 0.149354 0.149869 47.42 53.86 Morgan Stanley 61745E6P1 04/22/10 04/20/30 100.000 VARIES 6.0247 0.151956 0.146492 0.140864 0.135066 0.134724 52.93 49.23 Morgan Stanley 61745E6R7 03/25/11 03/25/31 100.000 VARIES 5.9463 0.161002 0.156704 0.152279 0.147721 0.146172 56.35 53.41 Morgan Stanley 61745E6V8 04/15/10 04/15/25 100.000 VARIES 5.5533 0.152006 0.152016 0.152026 0.152037 0.151995 54.73 54.73 Morgan Stanley 61745E6Y2 08/12/11 08/12/23 100.000 VARIES 5.0167 0.139354 0.139187 0.139017 0.138849 0.138678 50.09 49.97 Morgan Stanley 61745E7E5 08/31/11 08/31/26 100.000 VARIES 5.5215 0.151691 0.147808 0.147923 0.141373 0.139392 54.34 51.74 Morgan Stanley 61745E7G0 10/30/09 10/30/29 100.000 VARIES 5.8639 0.147106 0.147012 0.146915 0.146815 0.146713 52.93 52.86 Morgan Stanley 61745E7H8 04/23/10 04/23/25 100.000 VARIES 5.7579 0.149471 0.145777 0.143959 0.142089 0.140164 52.77 51.23 Morgan Stanley 61745E7K1 03/31/11 04/01/21 100.000 VARIES 5.3224 0.148457 0.149081 0.149722 0.150380 0.150434 53.67 54.08 Morgan Stanley 61745ED65 04/08/11 04/08/26 100.000 VARIES 5.9065 0.163584 0.163083 0.162567 0.162035 0.161489 58.72 58.34 Morgan Stanley 61745ED99 10/30/09 10/30/29* 100.000 VARIES 5.8166 0.144079 17.15* Morgan Stanley 61745EE23 04/29/10 04/29/30 100.000 VARIES 6.0035 0.151311 0.145847 0.145417 0.144975 0.144519 53.12 52.21 Morgan Stanley 61745EE49 04/15/11 04/15/26 100.000 VARIES 5.7612 0.156644 0.153154 0.152674 0.152179 0.151670 55.46 54.80 Morgan Stanley 61745EE80 05/05/10 05/05/25* 100.000 VARIES 5.6438 0.147379 5.01* Morgan Stanley 61745EE98 09/22/10 09/22/19 100.000 VARIES 2.8227 0.020668 0.020111 0.019546 0.018973 0.018391 7.23 6.82 Morgan Stanley 61745EF22 04/15/11 04/15/26 100.000 VARIES 5.8397 0.162896 0.163597 0.164319 0.165061 0.165825 58.88 59.40 Morgan Stanley 61745EF30 08/30/11 08/30/15 100.000 VARIES 3.2415 0.011364 0.010846 0.010376 0.010486 0.010715 3.94 3.85 Morgan Stanley 61745EF63 05/18/10 05/18/25 100.000 VARIES 6.0398 0.164464 0.164494 0.164524 0.164556 0.164426 59.22 59.23 Morgan Stanley 61745EF71 09/22/10 09/22/25 100.000 VARIES 5.6905 0.151162 0.149175 0.147132 0.145030 0.142868 53.66 52.17 Morgan Stanley 61745EF89 04/15/11 04/15/21 100.000 VARIES 2.2565 0.007509 0.007189 0.006866 0.006539 0.006613 2.59 2.39 Morgan Stanley 61745EF97 08/31/11 08/31/31 100.000 VARIES 5.6734 0.155865 0.150836 0.149849 0.143879 0.142577 55.38 52.70 Morgan Stanley 61745EG62 04/25/11 04/25/23 100.000 VARIES 5.6779 0.154497 0.153841 0.154009 0.152474 0.153692 56.39 55.91 Morgan Stanley 61745EG70 08/31/11 08/31/15 100.000 VARIES 3.2288 0.011079 0.010461 0.010119 0.010115 0.010445 3.82 3.73 Morgan Stanley 61745EH20 05/12/10 05/12/25 100.000 VARIES 5.8071 0.150932 0.150683 0.150427 0.150163 0.151080 54.27 54.14 Morgan Stanley 61745EH38 09/30/10 09/30/25* 100.000 VARIES 5.2659 0.145188 0.144623 0.144042 51.92* Morgan Stanley 61745EH46 04/26/11 04/26/26 100.000 VARIES 5.7524 0.153047 0.148805 0.145616 0.140721 0.137254 54.74 51.69 Morgan Stanley 61745EH87 05/20/10 05/20/30 100.000 VARIES 5.8155 0.148611 0.144047 0.139351 0.134518 0.129545 52.30 48.89 Morgan Stanley 61745EJ28 04/29/11 04/29/26 100.000 VARIES 5.7371 0.157562 0.155708 0.153800 0.151837 0.149922 56.16 54.77 Morgan Stanley 61745EJ36 09/16/11 09/16/15 100.000 VARIES 3.0131 0.018385 0.017602 0.016807 0.017060 0.017318 6.31 6.15 Morgan Stanley 61745EJ77 09/30/10 09/30/17 100.000 VARIES 2.7147 0.013580 0.013765 0.013952 0.014141 0.014333 4.96 5.09 Morgan Stanley 61745EJ85 04/28/11 04/28/17 100.000 VARIES 1.7167 0.011822 0.011315 0.011412 0.011511 0.011610 4.13 4.14 Morgan Stanley 61745EJ93 09/09/11 09/09/26 100.000 VARIES 5.8527 0.162576 0.159205 0.155735 0.152163 0.148487 57.15 54.61 Morgan Stanley 61745EL33 09/30/10 09/30/19 100.000 VARIES 2.8240 0.028735 0.027321 0.025888 0.026253 0.026624 9.83 9.45 Morgan Stanley 61745EL41 04/29/11 04/29/18 100.000 VARIES 1.6125 0.010326 0.009827 0.009906 0.009986 0.010067 3.60 3.59 Morgan Stanley 61745EL58 09/16/11 09/16/31 100.000 VARIES 5.8547 0.162631 0.159260 0.155791 0.152220 0.148544 57.22 54.68 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61745EL90 10/15/10 10/15/19 100.000 VARIES 2.5025 0.018256 0.017459 0.016653 0.016861 0.017072 6.31 6.06 Morgan Stanley 61745EM24 04/29/11 04/29/16 100.000 VARIES 1.5929 0.008614 0.008340 0.008406 0.008473 0.008541 3.03 3.05 Morgan Stanley 61745EM32 09/22/11 09/22/26 100.000 VARIES 5.5347 0.153744 0.150312 0.146784 0.143159 0.139434 54.04 51.46 Morgan Stanley 61745EM73 10/29/10 10/29/30 100.000 VARIES 5.2869 0.144311 0.142986 0.141626 0.140229 0.138796 51.55 50.56 Morgan Stanley 61745EM81 05/17/11 05/17/23 100.000 VARIES 5.1511 0.143195 0.143306 0.143420 0.143537 0.143657 51.58 51.66 Morgan Stanley 61745EM99 09/30/11 09/30/17 100.000 VARIES 3.3263 0.012558 0.011611 0.010648 0.010825 0.011005 4.18 3.90 Morgan Stanley 61745EN64 05/19/11 05/19/26 100.000 VARIES 5.5223 0.150404 0.147437 0.148489 0.144661 0.145590 54.42 53.37 Morgan Stanley 61745EN72 09/30/11 09/30/31 100.000 VARIES 6.1251 0.170144 0.166848 0.163450 0.159949 0.156340 60.05 57.56 Morgan Stanley 61745EP47 05/12/11 05/12/21 100.000 VARIES 1.9922 0.014008 0.013245 0.012474 0.012599 0.012724 4.83 4.53 Morgan Stanley 61745EP70 01/15/10 01/15/25 100.000 VARIES 5.4037 0.143984 0.141833 0.139623 50.72 1.95 Morgan Stanley 61745EP88 06/16/10 06/16/13 100.000 VARIES 2.1929 0.017583 0.017776 0.017971 6.37 2.97 Morgan Stanley 61745EP96 10/15/10 10/15/15 100.000 VARIES 1.8991 0.016483 0.016248 0.016011 0.016163 0.016317 5.86 5.81 Morgan Stanley 61745EQ38 09/30/11 09/30/15 100.000 VARIES 3.1371 0.021191 0.020879 0.020561 0.020239 0.019912 7.52 7.29 Morgan Stanley 61745EQ79 10/29/10 10/29/30 100.000 VARIES 5.1584 0.136263 0.132613 0.128869 0.127753 0.126609 47.94 46.05 Morgan Stanley 61745ER45 06/23/10 06/23/30 100.000 VARIES 6.3849 0.167431 0.163909 0.160446 0.156873 0.153186 59.59 57.06 Morgan Stanley 61745ER52 10/15/10 10/15/19 100.000 VARIES 2.6938 0.023014 0.021934 0.020839 0.021120 0.021404 7.93 7.60 Morgan Stanley 61745ER60 05/31/11 05/31/31 100.000 VARIES 5.6682 0.155221 0.152928 0.150571 0.148147 0.146507 55.32 53.64 Morgan Stanley 61745ES28 06/24/10 06/24/20 100.000 VARIES 5.8922 0.166838 0.168073 0.169345 0.169736 0.170139 60.30 61.04 Morgan Stanley 61745ES51 10/27/11 10/27/14 100.000 VARIES 3.3202 0.008896 0.008615 0.008329 0.008467 0.008608 3.12 3.04 Morgan Stanley 61745ES93 10/27/10 10/27/17 100.000 VARIES 2.4455 0.017231 0.016705 0.016173 0.016371 0.016571 6.04 5.88 Morgan Stanley 61745ET27 05/31/11 05/31/26 100.000 VARIES 5.5394 0.151979 0.150034 0.150059 0.150084 0.150110 54.30 54.03 Morgan Stanley 61745ET68 06/22/10 06/22/15 100.000 VARIES 2.6966 0.009064 0.009187 0.009311 0.009436 0.009563 3.29 3.38 Morgan Stanley 61745EU33 02/03/10 02/03/35 100.000 VARIES 5.3927 0.139735 0.136583 0.133346 0.130022 0.126608 48.79 46.41 Morgan Stanley 61745EU58 11/16/10 11/16/15 100.000 VARIES 1.5999 0.008224 0.008290 0.008356 0.008423 0.008490 2.98 3.03 Morgan Stanley 61745EU66 06/10/11 06/10/26 100.000 VARIES 5.3578 0.148352 0.147862 0.148174 0.148496 0.148826 53.31 53.41 Morgan Stanley 61745EU90 03/17/10 03/17/30 100.000 VARIES 6.1264 0.154722 0.149251 0.143612 0.137801 0.137134 53.56 49.98 Morgan Stanley 61745EUH2 02/23/07 02/23/37 100.000 VARIES 5.5058 0.133758 0.131323 0.131418 0.131516 0.131617 47.42 47.35 Morgan Stanley 61745EV32 11/23/10 05/23/16 100.000 VARIES 1.4641 0.009878 0.009950 0.010023 0.010096 0.010173 3.57 3.63 Morgan Stanley 61745EV40 06/14/11 06/14/21 100.000 VARIES 2.3141 0.015149 0.014487 0.013821 0.013145 0.013297 5.31 4.84 Morgan Stanley 61745EV65 01/20/09 01/20/24 100.000 VARIES 5.9021 0.136201 0.137968 0.139787 0.141660 0.143010 49.93 51.18 Morgan Stanley 61745EW23 06/23/11 06/23/26 100.000 VARIES 5.4880 0.149006 0.145472 0.141842 0.138112 0.134279 52.95 50.33 Morgan Stanley 61745EW31 10/27/11 10/27/31 100.000 VARIES 6.4618 0.179494 0.179011 0.178513 0.177998 0.177467 64.47 64.10 Morgan Stanley 61745EW49 01/30/09 01/30/24 100.000 VARIES 6.4553 0.157583 0.152807 0.154499 0.156244 0.158047 55.40 56.47 Morgan Stanley 61745EW72 11/23/10 11/23/19 100.000 VARIES 2.3593 0.018118 0.017372 0.016618 0.016814 0.017012 6.33 6.03 Morgan Stanley 61745EW98 11/17/11 11/17/17 100.000 VARIES 3.9291 0.012492 0.011399 0.010284 0.010486 0.010692 4.20 3.76 Morgan Stanley 61745EX30 02/16/10 02/16/30 100.000 VARIES 5.7678 0.148271 0.146400 0.144475 0.142495 0.142403 52.53 51.37 Morgan Stanley 61745EX48 07/16/10 07/16/30 100.000 VARIES 6.0985 0.159255 0.158112 0.156935 0.155722 0.154472 56.74 55.87 Morgan Stanley 61745EX63 06/30/11 06/30/31 100.000 VARIES 5.7758 0.157855 0.155194 0.152456 0.149639 0.147896 56.34 54.37 Morgan Stanley 61745EX71 11/17/11 11/17/15 100.000 VARIES 3.5087 0.014132 0.013438 0.012732 0.012959 0.013182 4.90 4.64 Morgan Stanley 61745EX97 02/16/10 02/16/30 100.000 VARIES 5.6112 0.145315 0.141599 0.140410 0.139189 0.137933 50.98 49.99 Morgan Stanley 61745EY21 07/15/10 07/15/20 100.000 VARIES 3.4515 0.022715 0.021161 0.019580 0.019918 0.020261 7.38 7.22 Morgan Stanley 61745EY39 12/15/10 12/15/19 100.000 VARIES 5.6449 0.158623 0.159572 0.160548 0.160979 0.161422 57.31 57.89 Morgan Stanley 61745EY47 06/30/11 06/30/26 100.000 VARIES 5.5719 0.150576 0.146258 0.144007 0.141693 0.139314 53.42 51.42 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61745EY62 04/23/09 04/23/24* 100.000 VARIES 5.9383 0.138427 15.50* Morgan Stanley 61745EY96 12/15/10 12/15/15 100.000 VARIES 1.7536 0.011703 0.011806 0.011909 0.012014 0.012119 4.23 4.30 Morgan Stanley 61745EZ46 05/01/09 05/01/14 100.000 VARIES 5.4528 0.154225 0.154018 0.153653 0.153120 0.152308 55.45 55.14 Morgan Stanley 61745EZ53 02/18/10 02/18/30 100.000 VARIES 5.4861 0.140862 0.139351 0.137800 0.136205 0.136185 50.03 49.11 Morgan Stanley 61745EZ79 12/15/10 12/15/19 100.000 VARIES 2.6578 0.031473 0.030015 0.028538 0.028917 0.029302 11.02 10.35 Morgan Stanley 61745EZ87 07/07/11 07/07/26 100.000 VARIES 5.7788 0.160524 0.156936 0.153244 0.149445 0.145536 55.88 53.14 Morgan Stanley 61745EZ95 11/29/11 11/29/19 100.000 VARIES 5.8963 0.163788 0.163703 0.163616 0.164029 0.164455 58.94 59.00 Morgan Stanley 61746BCS3 02/09/06 02/11/13 100.000 0.000 5.3494 0.198715 0.204030 0.209487 74.00 8.38 Morgan Stanley 61746BCT1 02/27/06 02/27/13 100.000 0.000 5.3615 0.199235 0.204576 0.210060 74.03 11.76 Morgan Stanley 61746S422 09/28/04 09/30/12 100.000 1.300 4.4570 0.155535 0.158196 42.32 Morgan Stanley 61746SDC0 12/11/06 12/11/13 100.000 0.000 5.1239 0.183303 0.187999 0.192816 0.197756 67.02 66.45 Morgan Stanley 61746YAB2 12/30/04 12/30/12 100.000 0.000 4.7234 0.181920 0.186216 66.08 Morgan Stanley 617475116 11/30/07 02/20/13 100.000 0.000 4.6219 0.152200 0.155718 0.159316 56.36 7.81 Morgan Stanley 617475124 11/30/07 11/30/12 100.000 0.000 4.4317 0.146696 0.149947 48.85 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 31.58 Morgan Stanley 617475652 08/31/07 02/20/12 100.000 0.000 5.2169 0.177816 8.71 Morgan Stanley 61747S371 06/29/07 12/20/12 100.000 5.363 5.3629 0.148972 0.148972 51.99 Morgan Stanley 61747W182 03/31/08 03/28/13 100.000 0.000 4.0410 0.129094 0.131703 0.134364 47.43 11.69 Morgan Stanley 61747W463 02/29/08 02/20/15 100.000 0.000 5.4016 0.176657 0.183422 0.186328 0.194532 0.196529 67.18 70.86 Morgan Stanley 61747W752 12/31/07 12/31/12 100.000 4.894 4.8939 0.135944 0.135944 48.80 Morgan Stanley 61747W794 12/31/07 12/31/12 100.000 0.000 4.8469 0.163066 0.167018 59.25 Morgan Stanley 61747YBT1 05/29/07 09/01/14 100.000 0.000 5.6123 0.197324 0.202861 0.208554 0.214406 0.220423 73.38 77.56 Morgan Stanley 61747YDB8 05/27/11 05/29/15 100.000 0.000 3.0456 0.085903 0.087211 0.088539 0.089888 0.091256 31.24 32.20 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 0.204148 0.210327 0.216694 0.223253 0.230010 76.50 81.20 Morgan Stanley 617480330 05/30/08 02/28/14 100.000 0.000 5.5930 0.183857 0.186944 0.195357 0.197546 0.206437 69.27 73.07 Morgan Stanley 617480496 06/30/08 12/30/13 100.000 0.000 5.6404 0.190355 0.195723 0.201243 0.206918 69.50 73.27 Morgan Stanley 6174822B9 09/28/12 03/28/16 100.000 0.000 2.4304 0.067513 0.068333 0.069164 6.28 24.61 Morgan Stanley 6174822C7 09/28/12 09/28/27 100.000 VARIES 4.7924 0.133124 0.132807 0.132482 12.38 47.81 Morgan Stanley 6174822D5 09/28/12 09/28/32 100.000 VARIES 5.0081 0.139117 0.138503 0.137875 12.94 49.86 Morgan Stanley 6174822E3 09/28/12 09/28/32 100.000 VARIES 5.0051 0.139033 0.137915 0.136770 12.93 49.64 Morgan Stanley 6174822F0 09/28/12 09/28/32 100.000 VARIES 4.9982 0.138841 0.136824 0.134757 12.91 49.24 Morgan Stanley 6174822J2 09/28/12 09/28/32 100.000 VARIES 5.0415 0.140043 0.138986 0.137902 13.02 50.03 Morgan Stanley 6174822R4 10/31/12 10/31/19 100.000 0.000 3.3498 0.093053 0.094611 0.096196 5.68 33.97 Morgan Stanley 6174822S2 10/31/12 10/31/17 100.000 0.000 2.8337 0.078717 0.079832 0.080963 4.80 28.68 Morgan Stanley 6174822X1 10/31/12 10/29/32 100.000 VARIES 4.6665 0.129627 0.127754 0.125826 7.91 46.09 Morgan Stanley 6174822Y9 10/31/12 10/29/32 100.000 VARIES 4.6741 0.129838 0.128891 0.127918 7.92 46.45 Morgan Stanley 6174823M4 11/30/12 11/29/19 100.000 0.000 3.2126 0.089242 0.090667 0.092124 2.77 32.48 Morgan Stanley 6174823N2 11/30/12 11/30/17 100.000 0.000 2.8394 0.078874 0.079994 0.081130 2.45 28.67 Morgan Stanley 617482AN4 07/28/08 07/28/14 100.000 0.000 6.2015 0.206902 0.213318 0.219932 0.226752 0.233783 77.63 82.52 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617482AR5 08/29/08 04/04/14 100.000 0.000 5.7350 0.189812 0.195255 0.200854 0.206613 0.212538 70.27 74.36 Morgan Stanley 617482D76 11/28/11 11/28/17 100.000 0.000 6.9072 0.191867 0.198493 0.205348 0.212440 0.219777 70.71 75.68 Morgan Stanley 617482D92 11/17/11 11/17/26 100.000 VARIES 6.4999 0.180554 0.179646 0.178708 0.177740 0.176740 64.75 64.07 Morgan Stanley 617482E59 12/28/11 12/28/16 100.000 0.000 5.6804 0.157791 0.162273 0.166882 0.171621 0.176496 57.64 60.96 Morgan Stanley 617482EF7 02/27/09 02/27/24* 100.000 VARIES 5.6208 0.129795 7.27* Morgan Stanley 617482EG5 03/03/09 02/27/24* 100.000 VARIES 6.2075 0.150604 8.43* Morgan Stanley 617482ES9 03/26/09 03/26/29* 100.000 VARIES 5.8244 0.134995 11.47* Morgan Stanley 617482ET7 04/16/09 04/16/12 100.000 0.000 5.7696 0.184760 19.40 Morgan Stanley 617482EW0 04/30/09 04/30/12 100.000 0.000 5.5196 0.175681 20.91 Morgan Stanley 617482EX8 04/30/09 04/30/12 100.000 0.000 5.4582 0.173466 20.64 Morgan Stanley 617482F41 01/30/12 01/30/18 100.000 0.000 4.7546 0.132072 0.135212 0.138427 0.141717 44.19 50.24 Morgan Stanley 617482F66 01/31/12 01/29/27 100.000 VARIES 5.2919 0.146999 0.145751 0.144463 0.143405 48.47 51.88 Morgan Stanley 617482F90 02/28/12 02/28/19 100.000 0.000 5.2371 0.142313 0.148461 0.149864 0.156337 44.45 55.42 Morgan Stanley 617482FB5 04/16/09 04/16/29* 100.000 VARIES 5.8955 0.140193 14.72* Morgan Stanley 617482FH2 05/29/09 05/29/12 100.000 0.000 4.8002 0.150128 22.22 Morgan Stanley 617482FJ8 05/29/09 05/29/12 100.000 0.000 4.8475 0.151785 22.46 Morgan Stanley 617482FM1 05/27/09 05/27/29* 100.000 VARIES 3.6954 0.087102 4.88* Morgan Stanley 617482FQ2 06/30/09 06/28/13 100.000 0.000 4.0308 0.123690 0.126182 0.128726 44.99 22.78 Morgan Stanley 617482FR0 06/30/09 09/28/12 100.000 0.000 4.3979 0.134705 0.137667 36.50 Morgan Stanley 617482FX7 06/26/09 06/26/24 100.000 VARIES 5.0455 0.121895 0.117963 0.113931 0.109798 0.110577 43.13 40.25 Morgan Stanley 617482FZ2 07/31/09 07/31/13 100.000 0.000 3.7618 0.112581 0.114699 0.116856 0.119054 41.56 24.82 Morgan Stanley 617482G73 03/30/12 03/29/18 100.000 0.000 4.9522 0.137562 0.140949 0.144439 0.148016 37.59 52.02 Morgan Stanley 617482G81 03/30/12 09/30/15 100.000 0.000 3.8221 0.106170 0.108198 0.110266 0.112373 28.96 39.70 Morgan Stanley 617482GB4 07/31/09 10/31/12 100.000 0.000 4.0209 0.122166 0.124623 36.97 Morgan Stanley 617482GD0 07/06/09 07/06/12 100.000 0.000 3.9872 0.119856 0.122245 22.60 Morgan Stanley 617482GH1 07/31/09 07/31/29 100.000 VARIES 6.8887 0.174789 0.173468 0.172102 0.170688 0.169226 62.28 61.27 Morgan Stanley 617482GK4 08/31/09 02/28/13 100.000 0.000 3.5389 0.104289 0.104980 0.108609 38.83 6.30 Morgan Stanley 617482GL2 08/31/09 05/31/12 100.000 0.000 3.0328 0.090152 13.43 Morgan Stanley 617482GM0 08/31/09 08/30/13 100.000 0.000 4.0427 0.119650 0.122068 0.125220 0.127053 44.93 30.51 Morgan Stanley 617482GQ1 08/18/09 08/17/12 100.000 0.000 3.1202 0.092203 0.093641 21.10 Morgan Stanley 617482GR9 09/30/09 03/29/13 100.000 0.000 3.2543 0.096420 0.097989 0.099583 35.28 8.76 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 617482H23 03/16/12 03/16/27 100.000 VARIES 6.4023 0.177844 0.176868 0.175860 0.174821 50.58 63.28 Morgan Stanley 617482H31 03/08/12 09/08/15 100.000 0.000 3.4574 0.096039 0.097699 0.099388 0.101106 28.33 35.86 Morgan Stanley 617482H56 03/30/12 03/30/27 100.000 VARIES 6.3037 0.175105 0.172491 0.170687 0.168825 47.22 61.44 Morgan Stanley 617482H64 04/02/12 04/02/27 100.000 VARIES 6.2400 0.173335 0.171606 0.169823 0.167985 46.47 61.14 Morgan Stanley 617482HD9 10/30/09 04/30/13 100.000 0.000 3.4452 0.102469 0.104235 0.106030 37.42 12.62 Morgan Stanley 617482HE7 10/09/09 10/09/24* 97.500 VARIES 5.4787 0.135452 0.133957 37.39* Morgan Stanley 617482HG2 10/19/09 10/19/29 100.000 VARIES 5.9196 0.150408 0.149448 0.148460 0.147442 0.146395 53.83 53.11 Morgan Stanley 617482HH0 10/30/09 01/31/13 100.000 0.000 3.2279 0.094837 0.096367 0.097923 34.88 2.84 Morgan Stanley 617482J47 04/30/12 10/30/15 100.000 0.000 3.9956 0.110989 0.113207 0.115468 0.117775 26.88 41.44 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617482J62 04/30/12 04/28/17 100.000 0.000 4.8877 0.135770 0.139051 0.142449 0.145931 32.93 51.10 Morgan Stanley 617482J96 04/30/12 04/28/17 100.000 0.000 4.8877 0.135770 0.139051 0.142449 0.145931 32.93 51.10 Morgan Stanley 617482JB1 12/31/09 06/28/13 100.000 0.000 3.1055 0.090223 0.091624 0.093558 33.29 16.65 Morgan Stanley 617482JK1 11/30/09 05/30/13 100.000 0.000 2.8998 0.085325 0.086562 0.087817 31.02 13.08 Morgan Stanley 617482JP0 12/29/09 06/29/12 100.000 0.000 2.4717 0.072117 12.84 Morgan Stanley 617482JQ8 12/29/09 09/30/13 100.000 0.000 3.4574 0.100319 0.102053 0.104388 0.105612 37.41 28.62 Morgan Stanley 617482JT2 01/28/10 07/29/13 100.000 0.000 2.8031 0.081192 0.082330 0.083484 0.084654 29.78 17.58 Morgan Stanley 617482JX3 05/27/10 05/24/12 100.000 0.000 2.5278 0.072899 10.42 Morgan Stanley 617482K45 04/25/12 04/26/27 100.000 VARIES 6.3672 0.176865 0.176856 0.174873 0.172827 0.170716 43.38 62.32 Morgan Stanley 617482K60 11/28/11 11/28/16 100.000 0.000 6.6454 0.184595 0.190729 0.197066 0.203614 0.210380 67.97 72.56 Morgan Stanley 617482K78 11/28/11 11/27/15 100.000 0.000 6.2684 0.174124 0.179551 0.185178 0.190982 0.196968 64.04 68.11 Morgan Stanley 617482KC7 07/30/10 07/30/12 100.000 0.000 2.6135 0.074509 0.075483 15.75 Morgan Stanley 617482KD5 11/29/10 05/22/15 100.000 2.000 3.0665 0.086078 0.086546 0.087022 0.087504 0.087994 31.11 31.45 Morgan Stanley 617482KF0 01/25/10 01/25/16 100.000 0.000 4.0787 0.120372 0.122827 0.125332 0.127888 0.130496 44.55 46.39 Morgan Stanley 617482KY9 03/08/10 03/13/15 100.000 0.000 4.0832 0.120582 0.123044 0.125556 0.128120 0.130735 44.39 46.22 Morgan Stanley 617482L28 12/28/11 12/28/15 100.000 0.000 5.3442 0.148453 0.152420 0.156493 0.160674 0.164968 54.18 57.12 Morgan Stanley 617482L69 01/30/12 01/30/17 100.000 0.000 4.4801 0.124450 0.127238 0.130088 0.133002 41.61 47.19 Morgan Stanley 617482L85 01/31/12 01/31/17 100.000 0.000 4.4376 0.123269 0.126004 0.128799 0.131657 41.21 46.72 Morgan Stanley 617482L93 01/31/12 01/31/18 100.000 0.000 4.6980 0.130502 0.133568 0.136705 0.139917 43.66 49.61 Morgan Stanley 617482LA0 03/15/10 03/15/16 100.000 0.000 4.5963 0.136682 0.139824 0.143037 0.146324 0.149687 50.44 52.79 Morgan Stanley 617482M27 02/28/12 02/28/18 100.000 0.000 5.1562 0.140114 0.146109 0.147432 0.153740 43.75 54.51 Morgan Stanley 617482M68 03/30/12 03/29/18 100.000 0.000 4.9684 0.138012 0.141422 0.144935 0.148536 37.72 52.20 Morgan Stanley 617482M84 03/30/12 03/27/17 100.000 0.000 4.7958 0.133219 0.136360 0.139630 0.142978 36.40 50.30 Morgan Stanley 617482MX9 08/09/10 08/09/20 100.000 VARIES 4.9489 0.136008 0.136052 0.136098 0.136146 0.136195 48.98 49.02 Morgan Stanley 617482N26 04/30/12 04/30/18 100.000 0.000 5.1859 0.144055 0.147791 0.151623 0.155554 34.95 54.37 Morgan Stanley 617482N83 07/05/12 07/03/19 100.000 0.000 5.1922 0.144229 0.147932 0.151773 25.38 53.93 Morgan Stanley 617482NM2 09/30/10 09/30/16 100.000 0.000 3.8819 0.112059 0.114234 0.116451 0.118712 0.121016 41.13 42.74 Morgan Stanley 617482NP5 09/28/10 09/28/15 100.000 0.000 3.4261 0.098460 0.100147 0.101862 0.103607 0.105382 36.07 37.31 Morgan Stanley 617482NS9 09/30/10 09/30/15 100.000 0.000 3.4418 0.098926 0.100629 0.102361 0.104122 0.105914 36.23 37.49 Morgan Stanley 617482NW0 10/12/10 10/09/15 100.000 0.000 3.2213 0.092363 0.093851 0.095362 0.096898 0.098459 33.76 34.86 Morgan Stanley 617482P32 09/04/12 08/30/16 100.000 0.000 3.5949 0.098764 0.099941 0.102297 11.75 36.70 Morgan Stanley 617482P73 10/03/12 10/03/18 100.000 0.000 3.2792 0.091090 0.092583 0.094101 8.02 33.33 Morgan Stanley 617482PA6 10/28/10 05/29/12 100.000 0.000 0.8742 0.024516 3.63 Morgan Stanley 617482PB4 10/28/10 05/29/13 100.000 0.000 1.6525 0.046731 0.047117 0.047507 16.92 7.03 Morgan Stanley 617482PC2 10/28/10 05/29/14 100.000 0.000 2.5250 0.072080 0.072990 0.073912 0.074845 0.075790 26.17 26.84 Morgan Stanley 617482PD0 10/29/10 05/29/15 100.000 0.000 3.1816 0.091455 0.092909 0.094387 0.095889 0.097414 33.28 34.35 Morgan Stanley 617482PU2 12/22/10 12/22/25 100.000 VARIES 6.2468 0.170433 0.168815 0.167147 0.166314 0.165454 61.04 60.01 Morgan Stanley 617482Q23 10/31/12 10/31/19 100.000 0.000 3.3724 0.093680 0.095260 0.096867 5.71 34.20 Morgan Stanley 617482Q72 05/30/12 11/30/17 100.000 0.000 5.8534 0.159928 0.159956 0.165543 0.169456 0.175374 34.73 61.45 Morgan Stanley 617482Q80 05/30/12 05/29/15 100.000 0.000 4.6387 0.128855 0.131827 0.134884 0.138013 27.28 48.21 Morgan Stanley 617482QH0 01/28/11 01/27/17 100.000 0.000 4.1753 0.118389 0.120861 0.123384 0.125960 0.128589 43.83 45.68 Morgan Stanley 617482QS6 01/28/11 01/28/14 100.000 0.000 2.2103 0.062076 0.062762 0.063456 0.064157 0.064866 22.68 23.19 Morgan Stanley 617482QY3 02/08/11 12/22/20 100.000 VARIES N/A 0.150977 0.150414 0.149982 0.149538 0.149230 54.11 53.80 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617482R55 05/31/12 05/28/32 100.000 VARIES 6.7095 0.186375 0.184265 0.182059 0.178673 39.26 65.75 Morgan Stanley 617482R63 06/04/12 06/04/27 100.000 VARIES 6.4699 0.179722 0.179659 0.179594 0.179527 37.20 64.66 Morgan Stanley 617482R71 06/15/12 06/15/27 100.000 VARIES 6.6026 0.183406 0.183041 0.182665 0.182276 35.94 65.81 Morgan Stanley 617482R97 06/29/12 06/29/17 100.000 0.000 4.7647 0.132354 0.135508 0.138736 0.142041 24.09 49.38 Morgan Stanley 617482RB2 02/25/11 02/27/17 100.000 0.000 4.3449 0.123345 0.126024 0.128762 0.131559 0.134417 45.56 47.56 Morgan Stanley 617482RH9 02/28/11 02/27/26 100.000 VARIES 5.9550 0.164568 0.163679 0.162763 0.161819 0.161028 58.86 58.21 Morgan Stanley 617482RL0 03/30/11 09/29/17 100.000 0.000 4.3132 0.122383 0.125022 0.127718 0.130473 0.133287 45.02 46.99 Morgan Stanley 617482S21 06/29/12 06/30/15 100.000 0.000 3.9664 0.110177 0.110190 0.112375 0.114604 0.116877 20.06 40.86 Morgan Stanley 617482S70 06/29/12 06/29/32 100.000 VARIES 6.4088 0.178024 0.175094 0.172071 0.168951 32.39 62.48 Morgan Stanley 617482S88 06/29/12 06/29/27 100.000 VARIES 6.1368 0.170469 0.169953 0.169420 0.168872 31.02 61.08 Morgan Stanley 617482SD7 08/26/11 08/26/13 100.000 0.000 2.1981 0.061061 0.061732 0.062411 0.063097 22.27 14.79 Morgan Stanley 617482SE5 09/02/11 09/03/13 100.000 0.000 2.4917 0.069219 0.070081 0.070954 0.071838 25.28 17.33 Morgan Stanley 617482SF2 10/14/11 10/15/13 100.000 0.000 4.6123 0.128138 0.131093 0.134116 0.137209 47.12 38.65 Morgan Stanley 617482SH8 11/23/11 11/21/14 100.000 0.000 5.5804 0.155014 0.159291 0.163736 0.168304 0.173000 56.92 60.14 Morgan Stanley 617482SK1 03/14/12 03/14/14 100.000 0.000 2.7464 0.076290 0.077338 0.078400 0.079477 22.01 28.26 Morgan Stanley 617482SL9 04/25/12 04/24/15 100.000 0.000 3.7456 0.104046 0.105984 0.107969 0.109991 25.73 38.78 Morgan Stanley 617482SN5 05/30/12 05/30/14 100.000 0.000 3.9398 0.109441 0.111597 0.113796 0.116038 23.16 40.71 Morgan Stanley 617482SP0 06/11/12 06/11/15 100.000 0.000 4.5401 0.126114 0.128977 0.131905 0.134899 25.28 47.08 Morgan Stanley 617482T53 07/05/12 07/06/15 100.000 0.000 4.0042 0.111228 0.111242 0.113469 0.115741 19.58 41.24 Morgan Stanley 617482T95 07/31/12 07/31/18 100.000 0.000 4.8288 0.134135 0.137373 0.140690 20.25 49.86 Morgan Stanley 617482TA2 04/28/11 07/28/17 100.000 0.000 4.1507 0.116496 0.118913 0.121381 0.123900 0.126472 43.12 44.93 Morgan Stanley 617482TN4 04/29/11 04/29/31 100.000 VARIES 5.9675 0.164081 0.162347 0.161187 0.159992 0.158762 58.58 57.66 Morgan Stanley 617482TP9 05/13/11 05/13/14 100.000 0.000 2.4618 0.069227 0.070080 0.070942 0.071816 0.072700 25.16 25.78 Morgan Stanley 617482TQ7 05/27/11 05/30/17 100.000 0.000 3.9013 0.110521 0.112677 0.114875 0.117116 0.119401 40.31 41.90 Morgan Stanley 617482TV6 05/11/11 11/12/14 100.000 0.000 2.7937 0.078695 0.079794 0.080909 0.082039 0.083185 28.64 29.44 Morgan Stanley 617482U36 07/31/12 07/29/16 100.000 0.000 4.2660 0.118501 0.121014 0.123595 17.89 43.89 Morgan Stanley 617482U44 07/31/12 07/30/27 100.000 VARIES 5.9206 0.160886 0.163295 0.160371 24.78 59.08 Morgan Stanley 617482U51 07/31/12 07/30/32 100.000 VARIES 6.0840 0.165328 0.166660 0.162507 25.46 60.15 Morgan Stanley 617482UH5 05/31/11 05/29/26 100.000 VARIES 5.3835 0.147969 0.146344 0.146574 0.146810 0.147053 52.93 52.82 Morgan Stanley 617482UP7 06/29/11 06/29/17 100.000 0.000 3.6574 0.103453 0.105345 0.107272 0.109233 0.111231 37.59 38.98 Morgan Stanley 617482UY8 06/15/11 06/13/31 100.000 VARIES 5.5344 0.151861 0.149914 0.147913 0.145857 0.144811 54.25 52.82 Morgan Stanley 617482V50 07/31/12 07/30/32 100.000 VARIES 6.0491 0.164379 0.163560 0.157282 25.31 58.75 Morgan Stanley 617482V68 08/17/12 08/17/27 100.000 VARIES 5.8776 0.163267 0.163195 0.163120 21.88 58.74 Morgan Stanley 617482V76 08/31/12 08/31/32 100.000 VARIES 5.8050 0.160360 0.156595 0.157988 19.72 57.55 Morgan Stanley 617482V84 08/31/12 08/31/32 100.000 VARIES 5.7934 0.160040 0.154816 0.154648 19.68 56.79 Morgan Stanley 617482VB7 06/30/11 06/30/31 100.000 VARIES 5.5330 0.152184 0.150630 0.149034 0.147393 0.145708 54.50 53.35 Morgan Stanley 617482VG6 06/14/11 09/14/17 100.000 0.000 3.8913 0.109144 0.111267 0.113432 0.115639 0.117889 40.13 41.71 Morgan Stanley 617482VQ4 08/31/11 08/31/17 100.000 0.000 4.9901 0.137091 0.138984 0.144813 0.146006 0.152129 51.47 53.98 Morgan Stanley 617482VU5 08/29/11 08/29/17 100.000 0.000 5.0291 0.136661 0.141637 0.144405 0.148849 0.151759 51.89 54.44 Morgan Stanley 617482VX9 09/29/11 09/29/17 100.000 0.000 6.0377 0.167717 0.172780 0.177996 0.183369 0.188905 62.24 66.05 Morgan Stanley 617482VZ4 10/28/11 10/28/16 100.000 0.000 5.1995 0.144432 0.148187 0.152039 0.155992 0.160047 53.15 55.95 Morgan Stanley 617482W75 08/31/12 08/31/18 100.000 0.000 4.3348 0.119747 0.120348 0.124994 14.73 44.46 Morgan Stanley 617482W91 08/31/12 08/31/16 100.000 0.000 3.6382 0.100504 0.100664 0.104194 12.36 37.17 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617482WA8 10/28/11 10/28/16 100.000 0.000 5.1995 0.144432 0.148187 0.152039 0.155992 0.160047 53.15 55.95 Morgan Stanley 617482WC4 07/28/11 07/28/17 100.000 0.000 4.3106 0.119740 0.122320 0.124957 0.127650 0.130401 44.37 46.30 Morgan Stanley 617482WK6 07/28/11 07/28/17 100.000 0.000 4.3106 0.119740 0.122320 0.124957 0.127650 0.130401 44.37 46.30 Morgan Stanley 617482X25 08/31/12 08/31/27 100.000 VARIES 5.6218 0.155299 0.152351 0.154441 19.10 56.04 Morgan Stanley 617482X41 08/31/12 08/31/32 100.000 VARIES 5.8551 0.161743 0.158210 0.159894 19.89 58.16 Morgan Stanley 617482X90 09/28/12 09/28/18 100.000 0.000 3.2592 0.090533 0.092009 0.093508 8.42 33.13 Morgan Stanley 617482XG4 08/30/11 08/29/31 100.000 VARIES 6.1188 0.166273 0.166528 0.163998 0.163220 0.160607 60.62 59.29 Morgan Stanley 617482XL3 08/26/11 08/25/17 100.000 0.000 4.9767 0.138244 0.141665 0.145190 0.148803 0.152505 51.26 53.84 Morgan Stanley 617482XT6 08/31/11 08/31/17 100.000 1.000 5.0228 0.137992 0.139237 0.144406 0.144937 0.150346 51.52 53.54 Morgan Stanley 617482XW9 09/29/11 09/29/17 100.000 0.000 6.0328 0.167579 0.172634 0.177841 0.183205 0.188732 62.18 65.99 Morgan Stanley 617482YD0 09/16/11 09/14/18 100.000 0.000 5.1470 0.142974 0.146612 0.150385 0.154256 0.158225 52.92 55.67 Morgan Stanley 617482YR9 10/14/11 10/14/26 100.000 VARIES 5.6319 0.156443 0.154982 0.153479 0.153206 0.152926 55.83 55.16 Morgan Stanley 617482YU2 10/28/11 10/28/16 100.000 0.000 5.1961 0.144337 0.148087 0.151935 0.155882 0.159932 53.12 55.91 Morgan Stanley 617482YW8 10/20/11 10/20/26 100.000 VARIES 5.7716 0.160323 0.159005 0.157649 0.156253 0.154818 57.29 56.30 Morgan Stanley 617482Z23 11/30/12 11/30/32 100.000 VARIES 4.3509 0.120861 0.119195 0.117492 3.75 43.11 Morgan Stanley 617483144 06/30/09 06/26/14 100.000 0.000 5.3758 0.170408 0.174988 0.179692 0.184521 0.189481 62.22 65.61 Morgan Stanley 617483235 04/30/09 04/21/14 100.000 0.000 5.6383 0.179733 0.184800 0.190010 0.195366 0.200874 66.34 70.13 Morgan Stanley 617483284 04/30/09 10/20/12 100.000 0.000 5.5171 0.175328 0.180164 51.54 Morgan Stanley 617483383 05/29/09 05/20/14 100.000 0.000 5.2382 0.165377 0.169709 0.174153 0.178715 0.183396 60.68 63.90 Morgan Stanley 617483482 01/30/09 01/30/12 100.000 0.000 6.1849 0.200065 5.80 Morgan Stanley 617483599 03/31/09 03/20/14 100.000 0.000 6.3536 0.203719 0.207906 0.218067 0.221326 0.232142 76.81 81.64 Morgan Stanley 617484282 08/31/09 02/25/15 100.000 0.000 4.7184 0.140649 0.145549 0.147363 0.153340 0.154399 53.24 55.78 Morgan Stanley 617484381 03/09/10 01/07/16 100.000 0.000 4.4482 0.131002 0.133916 0.136894 0.139939 0.143051 48.71 50.90 Morgan Stanley 617484530 11/30/09 05/28/15 100.000 0.000 3.9207 0.117681 0.119988 0.122340 0.124738 0.127184 42.93 44.63 Morgan Stanley 617484605 08/25/09 08/27/12 100.000 0.000 3.3592 0.099759 0.101434 23.84 Morgan Stanley 617484621 11/06/09 11/06/14 100.000 0.000 4.0719 0.122606 0.125102 0.127649 0.130248 0.132900 44.86 46.71 Morgan Stanley 617484654 12/04/09 12/04/13 100.000 0.000 3.4578 0.102869 0.104647 0.106456 0.108297 37.45 35.78 Morgan Stanley 617484779 09/30/09 03/27/15 100.000 0.000 4.2843 0.129494 0.132268 0.135102 0.137996 0.140952 47.64 49.71 Morgan Stanley 61748A742 06/01/04 03/30/12 100.000 2.800 5.2533 0.177450 15.79 Morgan Stanley 61748AAF3 11/29/05 11/30/12 100.000 0.000 5.2402 0.198565 0.203767 66.26 Morgan Stanley 61748AAG1 11/29/05 11/30/12 100.000 0.000 5.2402 0.198565 0.203767 66.26 Morgan Stanley 61750V188 05/31/07 05/25/12 100.000 5.318 5.3179 0.147722 21.27 Morgan Stanley 61750V295 04/30/07 04/27/12 100.000 5.055 5.0549 0.140417 16.29 Morgan Stanley 61750V840 01/31/07 01/27/12 100.000 5.280 5.2799 0.146667 3.81 Morgan Stanley 61750VAG0 07/29/10 07/29/25* 100.000 VARIES 5.9967 0.159809 0.156271 32.60* Morgan Stanley 61755S172 06/04/12 05/30/17 100.000 0.000 5.5376 0.153824 0.157988 0.162363 0.166858 31.97 57.94 Morgan Stanley 61755S354 07/03/12 02/27/17 100.000 0.000 4.7356 0.131545 0.132479 0.135616 0.138827 23.53 49.04 Morgan Stanley 61755S412 08/02/12 07/30/18 100.000 0.000 4.5511 0.126420 0.129265 0.132207 18.84 46.90 Morgan Stanley 61755S537 08/08/12 08/10/15 100.000 0.000 3.4078 0.094662 0.094680 0.096294 0.097934 13.54 34.83 Morgan Stanley 61755S552 08/17/12 10/17/17 100.000 0.000 4.2529 0.118137 0.118974 0.121504 0.124088 15.89 43.66 Morgan Stanley 61759G273 02/01/11 02/02/15 100.000 0.000 3.1466 0.088791 0.090188 0.091607 0.093048 0.094512 32.64 33.67 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61759G588 07/23/10 07/22/16 100.000 0.000 4.6755 0.136003 0.139182 0.142436 0.145766 0.149173 50.56 52.95 Morgan Stanley 61759G612 08/30/10 08/25/16 100.000 0.000 4.0488 0.117003 0.119372 0.121789 0.124254 0.126770 43.15 44.92 Morgan Stanley 61759G653 07/30/10 03/30/17 100.000 0.000 5.0431 0.148480 0.152224 0.156063 0.159998 0.164033 54.82 57.62 Morgan Stanley 61759G844 06/29/10 06/24/16 100.000 0.000 5.4889 0.165248 0.169783 0.174443 0.179230 0.184149 60.37 63.73 Morgan Stanley 61760E119 07/12/11 07/10/14 100.000 0.000 2.5371 0.070477 0.071361 0.072266 0.073183 0.074111 25.84 26.50 Morgan Stanley 61760E226 08/31/11 08/31/17 100.000 0.000 5.0772 0.139484 0.141470 0.147466 0.148744 0.155048 52.40 54.99 Morgan Stanley 61760E309 02/25/11 02/22/18 100.000 0.000 4.9086 0.139641 0.143068 0.146580 0.150177 0.153863 51.78 54.36 Morgan Stanley 61760E341 06/29/11 06/24/26 100.000 1.000 5.3273 0.151094 0.154379 0.157751 0.161214 0.164768 55.03 57.46 Morgan Stanley 61760E366 06/30/11 06/30/17 100.000 0.000 3.7941 0.107393 0.109430 0.111506 0.113621 0.115777 39.03 40.53 Morgan Stanley 61760E481 07/29/11 07/29/16 100.000 0.000 3.9112 0.108645 0.110770 0.112936 0.115145 0.117396 40.15 41.73 Morgan Stanley 61760E499 07/29/11 07/31/17 100.000 0.000 4.2685 0.118600 0.121131 0.123716 0.126357 0.129054 43.92 45.82 Morgan Stanley 61760E630 05/27/11 05/24/17 100.000 0.000 3.9896 0.112999 0.115253 0.117552 0.119897 0.122289 41.25 42.92 Morgan Stanley 61760P650 09/29/11 12/22/17 100.000 0.000 6.0586 0.170646 0.175815 0.181141 0.186628 0.192282 62.46 66.30 Morgan Stanley 61760P692 09/30/11 09/29/17 100.000 1.000 6.0171 0.167144 0.171313 0.175632 0.180080 0.184662 61.70 64.86 Morgan Stanley 61760P825 09/30/11 09/29/17 100.000 1.000 6.0418 0.167829 0.172036 0.176394 0.180883 0.185509 61.96 65.15 Morgan Stanley 61760QAB0 02/29/12 02/29/32 100.000 VARIES 5.1013 0.138624 0.137470 0.131747 0.130301 42.42 48.24 Morgan Stanley 61760QAC8 02/29/12 02/29/32 100.000 VARIES 5.1024 0.138655 0.139616 0.135990 0.136838 42.69 49.95 Morgan Stanley 61760QAE4 02/28/12 02/28/17 100.000 VARIES 3.1265 0.017025 0.016305 0.015038 0.015527 5.14 5.62 Morgan Stanley 61760QAG9 03/15/12 03/15/32 100.000 VARIES 5.5709 0.154749 0.151322 0.147800 0.144179 43.89 53.08 Morgan Stanley 61760QAK0 03/30/12 03/30/32 100.000 VARIES 5.8740 0.163168 0.159802 0.156337 0.152770 43.91 56.27 Morgan Stanley 61760QAM6 03/16/12 03/16/17 100.000 VARIES 3.6245 0.031239 0.030462 0.029672 0.028867 8.82 10.66 Morgan Stanley 61760QAN4 03/30/12 03/30/32 100.000 VARIES 6.0912 0.169201 0.166740 0.164204 0.161591 45.63 59.10 Morgan Stanley 61760QAP9 03/30/12 03/30/27 100.000 VARIES 5.8450 0.162364 0.158179 0.153872 0.149439 43.62 55.37 Morgan Stanley 61760QAR5 03/30/12 03/30/17 100.000 VARIES 3.2447 0.020686 0.019447 0.018187 0.018482 5.49 6.69 Morgan Stanley 61760QAU8 03/30/12 03/30/17 100.000 VARIES 3.2451 0.020698 0.019458 0.018198 0.018493 5.50 6.69 Morgan Stanley 61760QAW4 04/30/12 04/30/32 100.000 VARIES 5.9580 0.165501 0.162156 0.158712 0.155165 39.68 57.33 Morgan Stanley 61760QAX2 04/16/12 04/16/16 100.000 VARIES 2.9299 0.019839 0.019016 0.018181 0.018448 5.00 6.65 Morgan Stanley 61760QAY0 04/16/12 04/16/19 100.000 VARIES 3.3327 0.016186 0.014743 0.013275 0.013496 4.02 4.95 Morgan Stanley 61760QBA1 04/30/12 04/30/17 100.000 VARIES 3.6147 0.030965 0.030197 0.029416 0.028620 7.42 10.63 Morgan Stanley 61760QBB9 04/30/12 04/30/32 100.000 VARIES 6.3756 0.177100 0.174776 0.172378 0.168295 42.54 62.09 Morgan Stanley 61760QBC7 04/30/12 04/30/17 100.000 VARIES 3.3427 0.023411 0.021969 0.020504 0.020846 5.55 7.58 Morgan Stanley 61760QBE3 05/21/12 05/21/21 100.000 VARIES 3.6558 0.018219 0.017227 0.016216 0.015186 3.97 5.94 Morgan Stanley 61760QBG8 05/16/12 05/16/22 100.000 VARIES 3.9370 0.026897 0.025878 0.024839 0.023779 6.01 9.03 Morgan Stanley 61760QBH6 05/31/12 05/31/27 100.000 VARIES 6.1477 0.170771 0.167482 0.164092 0.160597 35.93 59.47 Morgan Stanley 61760QBJ2 05/31/12 05/31/27 100.000 VARIES 6.1477 0.170771 0.167482 0.164092 0.160597 35.93 59.47 Morgan Stanley 61760QBK9 05/30/12 05/30/17 100.000 VARIES 3.9102 0.039173 0.038130 0.037067 0.035982 8.23 13.47 Morgan Stanley 61760QBM5 06/15/12 06/15/19 100.000 VARIES 4.3021 0.023174 0.022099 0.021000 0.019878 4.52 7.72 Morgan Stanley 61760QBN3 06/15/12 06/15/15 100.000 VARIES 3.3237 0.022882 0.022158 0.021422 0.021778 4.47 7.84 Morgan Stanley 61760QBP8 06/20/12 06/20/17 100.000 VARIES 4.3857 0.010714 0.010398 0.010075 0.009744 2.04 3.68 Morgan Stanley 61760QBR4 08/02/12 08/02/19 100.000 VARIES 3.6421 0.017836 0.016116 0.014363 2.66 5.59 Morgan Stanley 61760QBS2 07/20/12 07/20/17 100.000 VARIES 3.6336 0.017602 0.016432 0.015241 2.83 5.75 Morgan Stanley 61760QBU7 08/14/12 08/14/17 100.000 VARIES 3.5375 0.014933 0.013965 0.012979 2.05 4.93 Morgan Stanley 61760QBV5 08/31/12 09/01/19 100.000 VARIES 3.6020 0.016724 0.016721 0.016056 0.015380 2.02 5.74 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61760QBW3 08/28/12 02/29/16 100.000 VARIES 2.4781 0.028680 0.029141 0.027822 0.027414 3.67 10.18 Morgan Stanley 61760QBY9 10/15/12 10/15/24 100.000 VARIES 4.4801 0.124449 0.123503 0.122536 9.46 44.49 Morgan Stanley 61760QBZ6 10/10/12 10/10/24 100.000 VARIES 4.6394 0.128874 0.128641 0.128404 10.44 46.31 Morgan Stanley 61760QCB8 11/28/12 11/28/27 100.000 VARIES 4.4678 0.124108 0.125649 0.127225 4.10 45.06 Morgan Stanley 61760T132 10/31/11 10/31/17 100.000 1.000 5.8164 0.161568 0.165459 0.169463 0.173584 0.177824 59.35 62.26 Morgan Stanley 61760T173 11/28/11 11/24/17 100.000 0.000 6.9071 0.191865 0.198344 0.205194 0.212281 0.219612 70.73 75.68 Morgan Stanley 61760T199 11/18/11 11/21/17 100.000 1.000 6.1790 0.171713 0.176160 0.180745 0.185471 0.190343 62.98 66.30 Morgan Stanley 61760T439 02/21/12 02/21/18 100.000 0.000 4.6585 0.129403 0.132417 0.135502 0.138658 40.51 49.04 Morgan Stanley 61760T488 03/02/12 02/27/18 100.000 0.000 5.0972 0.141590 0.145098 0.148796 0.152589 42.77 53.83 Morgan Stanley 61760T512 04/03/12 03/30/16 100.000 0.000 4.2972 0.119367 0.121889 0.124508 0.127183 32.22 44.83 Morgan Stanley 61760T660 05/02/12 04/27/17 100.000 0.000 4.7658 0.132385 0.135452 0.138679 0.141984 31.84 49.76 Morgan Stanley 61761H764 12/04/12 12/05/16 100.000 0.000 2.5669 0.071304 0.071309 0.072225 0.073152 1.93 25.88 Morris CNTY Improv Auth 618027AQ9 02/18/10 08/15/12 100.000 0.000 1.3546 0.038393 0.038653 8.65 Morris CNTY Improv Auth 618027AR7 02/18/10 08/15/13 100.000 0.000 2.1177 0.060703 0.061346 0.061995 0.062652 22.14 14.01 Morris CNTY Improv Auth 618027AS5 02/18/10 08/15/14 100.000 0.000 2.8538 0.082697 0.083877 0.085074 0.086288 0.087520 30.31 31.18 Morris CNTY Improv Auth 618027AT3 02/18/10 08/15/15 100.000 0.000 3.0318 0.088083 0.089418 0.090774 0.092150 0.093547 32.32 33.30 Morris CNTY Improv Auth 618027AU0 02/18/10 08/15/16 100.000 0.000 3.4140 0.099746 0.101449 0.103181 0.104942 0.106733 36.68 37.95 Morris CNTY Improv Auth 618027AV8 02/18/10 08/15/17 100.000 0.000 3.6588 0.107282 0.109245 0.111243 0.113278 0.115350 39.51 40.97 Morris CNTY Improv Auth 618027AW6 02/18/10 08/15/18 100.000 0.000 3.8475 0.113129 0.115305 0.117523 0.119784 0.122089 41.72 43.34 Morris CNTY Improv Auth 618027AX4 02/18/10 08/15/19 100.000 0.000 3.8535 0.113315 0.115499 0.117724 0.119992 0.122304 41.79 43.41 Morris CNTY Improv Auth 618027AY2 02/18/10 08/15/20 100.000 0.000 3.8574 0.113436 0.115624 0.117854 0.120127 0.122444 41.83 43.46 Morris CNTY Improv Auth 618027AZ9 02/18/10 08/15/21 100.000 0.000 3.8593 0.113496 0.115686 0.117919 0.120194 0.122514 41.85 43.49 Morris CNTY Improv Auth 618027BA3 02/18/10 08/15/22 100.000 0.000 3.8595 0.113501 0.115692 0.117924 0.120200 0.122520 41.86 43.49 Morris CNTY Improv Auth 618027BB1 02/18/10 08/15/23 100.000 0.000 3.8580 0.113455 0.115644 0.117875 0.120148 0.122466 41.84 43.47 Morris CNTY Improv Auth 618027BC9 02/18/10 08/15/24 100.000 0.000 3.8550 0.113363 0.115548 0.117775 0.120045 0.122359 41.80 43.43 Morris CNTY Improv Auth 618027BD7 02/18/10 08/15/25 100.000 0.000 3.8507 0.113227 0.115407 0.117629 0.119894 0.122202 41.75 43.38 Multnomah County, OR 625506HH6 12/08/99 06/01/13 36.019 0.000 7.7198 538.15 0.191409 0.198797 0.206471 70.69 30.97 Multnomah County, OR 625506HJ2 12/08/99 06/01/14 33.298 0.000 7.7399 499.44 0.177822 0.184704 0.191852 0.199276 0.206988 65.68 70.86 Multnomah County, OR 625506HK9 12/08/99 06/01/15 30.863 0.000 7.7399 462.92 0.164818 0.171197 0.177822 0.184704 0.191852 60.87 65.68 Multnomah County, OR 625506HL7 12/08/99 06/01/16 28.606 0.000 7.7399 429.06 0.152766 0.158678 0.164819 0.171197 0.177822 56.42 60.87 Multnomah County, OR 625506HN3 12/08/99 06/01/20 21.112 0.000 7.7400 316.67 0.112748 0.117111 0.121643 0.126351 0.131241 41.64 44.93 Multnomah County, OR 625506HP8 12/08/99 06/01/21 19.568 0.000 7.7400 293.51 0.104503 0.108547 0.112748 0.117111 0.121643 38.60 41.64 Multnomah County, OR 625506HQ6 12/08/99 06/01/22 18.137 0.000 7.7400 272.04 0.096861 0.100609 0.104503 0.108547 0.112748 35.77 38.60 Multnomah County, OR 625506HR4 12/08/99 06/01/23 16.811 0.000 7.7399 252.15 0.089777 0.093251 0.096860 0.100609 0.104502 33.16 35.77 Multnomah County, OR 625506HS2 12/08/99 06/01/24 15.582 0.000 7.7399 233.71 0.083212 0.086432 0.089777 0.093251 0.096860 30.73 33.16 Multnomah County, OR 625506HT0 12/08/99 06/01/25 14.442 0.000 7.7400 216.62 0.077127 0.080112 0.083212 0.086432 0.089777 28.49 30.73 Multnomah County, OR 625506HU7 12/08/99 06/01/26 13.386 0.000 7.7400 200.78 0.071487 0.074253 0.077127 0.080112 0.083212 26.40 28.49 Multnomah County, OR 625506HV5 12/08/99 06/01/27 12.407 0.000 7.7400 186.10 0.066259 0.068823 0.071487 0.074253 0.077127 24.47 26.40 Multnomah County, OR 625506HW3 12/08/99 06/01/28 11.500 0.000 7.7399 172.49 0.061414 0.063790 0.066259 0.068823 0.071487 22.68 24.47 Multnomah County, OR 625506HX1 12/08/99 06/01/29 10.659 0.000 7.7399 159.87 0.056923 0.059125 0.061414 0.063790 0.066259 21.02 22.68 Multnomah County, OR 625506HY9 12/08/99 06/01/30 9.879 0.000 7.7401 148.18 0.052759 0.054801 0.056922 0.059125 0.061413 19.49 21.02 Nash Finch Company 631158AC6 03/15/05 03/15/35 46.611 VARIES 8.0045 0.142443 0.146329 0.150371 0.154575 0.160567 52.82 55.97 Nash Finch Company 631158AD4 03/15/05 03/15/35 46.611 VARIES 8.0045 0.142443 0.146329 0.150371 0.154575 0.160567 52.82 55.97 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ National Rural Utilities 637432KV6 02/06/08 12/15/23 87.915 0.000 0.8138 28.32 0.020507 0.020591 0.020674 0.020758 0.020843 7.40 7.46 National Rural Utilities 637432LA1 02/06/08 12/15/12 96.936 0.000 0.6415 24.54 0.017707 0.017764 6.10 National Rural Utilities 637432LB9 02/06/08 12/15/13 96.036 0.000 0.6915 26.23 0.018947 0.019013 0.019079 0.019145 6.83 6.57 National Rural Utilities 637432LC7 02/06/08 12/15/14 93.808 0.000 0.9341 34.75 0.025233 0.025351 0.025469 0.025588 0.025708 9.11 9.19 National Rural Utilities 637432LD5 02/06/08 12/15/15 93.011 0.000 0.9240 34.08 0.024740 0.024854 0.024969 0.025084 0.025200 8.93 9.01 National Rural Utilities 637432LE3 02/06/08 12/15/16 92.647 0.000 0.8640 31.71 0.022988 0.023087 0.023187 0.023287 0.023387 8.30 8.37 National Rural Utilities 637432LF0 02/06/08 12/15/17 92.124 0.000 0.8338 30.41 0.022034 0.022126 0.022219 0.022311 0.022404 7.95 8.02 National Rural Utilities 637432LG8 02/06/08 12/15/18 91.459 0.000 0.8238 29.83 0.021606 0.021695 0.021784 0.021874 0.021964 7.80 7.86 National Rural Utilities 637432LH6 02/06/08 12/15/19 90.603 0.000 0.8339 29.91 0.021672 0.021762 0.021853 0.021944 0.022036 7.82 7.89 National Rural Utilities 637432LJ2 02/06/08 12/15/20 90.083 0.000 0.8138 29.01 0.021014 0.021099 0.021185 0.021271 0.021358 7.58 7.64 National Rural Utilities 637432LK9 02/06/08 12/15/21 89.231 0.000 0.8238 29.10 0.021079 0.021166 0.021253 0.021341 0.021428 7.61 7.67 National Rural Utilities 637432LL7 02/06/08 12/15/22 88.108 0.000 0.8538 29.79 0.021597 0.021689 0.021782 0.021875 0.021968 7.79 7.86 Navistar Intl Corp. 63934EAL2 10/28/09 10/15/14 78.000 3.000 8.5279 85.43 0.119524 0.124620 0.129934 0.135474 0.141251 44.74 48.63 Network Associates, Inc. 640938AA4 02/13/98 02/13/18 39.106 0.000 4.7500 359.38 0.097246 0.099555 0.101920 0.104340 0.106818 36.07 37.80 NJ Econ Dev Auth 64578JAA4 12/22/05 07/01/15 60.170 0.000 5.4048 228.03 0.124571 0.127937 0.131395 0.134946 45.45 47.94 NJ Econ Dev Auth 64578JAB2 12/22/05 07/01/16 56.811 0.000 5.4449 217.14 0.118769 0.122003 0.125324 0.128736 43.34 45.73 NJ Econ Dev Auth 64578JAC0 12/22/05 07/01/17 53.569 0.000 5.4898 206.70 0.113213 0.116321 0.119514 0.122794 41.32 43.62 NJ Econ Dev Auth 64578JAD8 12/22/05 07/01/18 50.436 0.000 5.5399 196.67 0.107881 0.110869 0.113940 0.117096 39.37 41.59 NJ Econ Dev Auth 64578JAE6 12/22/05 07/01/19 47.535 0.000 5.5748 186.71 0.102526 0.105383 0.108321 0.111340 37.42 39.54 NJ Econ Dev Auth 64578JAF3 09/07/07 07/01/15 62.947 0.000 6.0088 183.38 0.135675 0.139751 0.143950 0.148275 49.58 52.60 NJ Econ Dev Auth 64578JAG1 09/07/07 07/01/16 59.024 0.000 6.0689 173.87 0.128816 0.132725 0.136752 0.140902 47.08 49.98 NJ Econ Dev Auth 64578JAH9 09/07/07 07/01/17 55.019 0.000 6.1789 165.36 0.122816 0.126610 0.130522 0.134554 44.90 47.71 NJ Econ Dev Auth 64578JAJ5 09/07/07 07/01/18 51.284 0.000 6.2689 156.66 0.116585 0.120239 0.124008 0.127895 42.63 45.34 NJ Econ Dev Auth 64578JAK2 09/07/07 07/01/19 47.828 0.000 6.3391 147.94 0.110269 0.113764 0.117370 0.121090 40.33 42.92 NJ Econ Dev Auth 64578JAL0 09/07/07 07/01/20 44.269 0.000 6.4592 139.85 0.104521 0.107897 0.111381 0.114979 38.24 40.74 NJ Econ Dev Auth 64578JAM8 09/07/07 07/01/21 41.265 0.000 6.5092 131.50 0.098389 0.101591 0.104898 0.108312 36.00 38.38 NJ Econ Dev Auth 64578JAN6 09/07/07 07/01/22 38.760 0.000 6.4992 123.30 0.092237 0.095234 0.098329 0.101524 33.74 35.97 NJ Econ Dev Auth 64578JAP1 09/07/07 07/01/23 36.303 0.000 6.5092 115.69 0.086559 0.089376 0.092285 0.095288 31.67 33.76 NJ Econ Dev Auth 645913AQ7 06/30/97 02/15/12 34.381 0.000 7.4342 647.43 0.199106 8.76 NJ Econ Dev Auth 645913AR5 06/30/97 02/15/13 31.673 0.000 7.4942 604.13 0.186423 0.193409 0.200656 70.31 8.83 NJ Econ Dev Auth 645913AS3 06/30/97 02/15/14 29.262 0.000 7.5292 562.32 0.173861 0.180406 0.187198 0.194245 0.201558 65.58 70.61 NJ Econ Dev Auth 645913AT1 06/30/97 02/15/15 27.085 0.000 7.5492 522.70 0.161794 0.167902 0.174239 0.180816 0.187641 61.04 65.73 NJ Econ Dev Auth 645913AU8 06/30/97 02/15/16 25.082 0.000 7.5644 485.61 0.150442 0.156132 0.162037 0.168166 0.174526 56.76 61.13 NJ Econ Dev Auth 645913AV6 06/30/97 02/15/17 23.177 0.000 7.5895 451.11 0.139953 0.145264 0.150776 0.156498 0.162437 52.81 56.90 NJ Econ Dev Auth 645913AW4 06/30/97 02/15/18 21.450 0.000 7.6043 418.81 0.130040 0.134984 0.140116 0.145444 0.150974 49.07 52.88 NJ Econ Dev Auth 645913AX2 06/30/97 02/15/19 19.886 0.000 7.6095 388.70 0.120724 0.125318 0.130086 0.135035 0.140173 45.56 49.09 NJ Econ Dev Auth 645913AY0 06/30/97 02/15/20 18.435 0.000 7.6144 360.71 0.112064 0.116331 0.120760 0.125358 0.130130 42.29 45.58 NJ Econ Dev Auth 645913AZ7 06/30/97 02/15/21 17.088 0.000 7.6194 334.71 0.104016 0.107978 0.112092 0.116363 0.120796 39.26 42.31 NJ Econ Dev Auth 645913BA1 06/30/97 02/15/22 15.838 0.000 7.6244 310.55 0.096536 0.100216 0.104036 0.108002 0.112120 36.44 39.27 NJ Econ Dev Auth 645913BB9 06/30/97 02/15/23 14.678 0.000 7.6294 288.11 0.089585 0.093002 0.096550 0.100233 0.104057 33.81 36.44 NJ Econ Dev Auth 645913BC7 06/30/97 02/15/24 13.601 0.000 7.6346 267.27 0.083127 0.086300 0.089594 0.093014 0.096565 31.38 33.82 NJ Econ Dev Auth 645913BD5 06/30/97 02/15/25 12.602 0.000 7.6397 247.90 0.077126 0.080073 0.083131 0.086307 0.089604 29.11 31.38 NJ Econ Dev Auth 645913BE3 06/30/97 02/15/26 11.676 0.000 7.6446 229.92 0.071552 0.074287 0.077127 0.080075 0.083135 27.01 29.11 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ New Omaha Holdings Corp. 647579AA9 09/24/07 09/30/16 100.000 VARIES 11.4999 0.500575 0.529358 0.559796 0.591984 0.626023 190.78 213.35 New Plan Excel Realty TR 64806QAA2 10/30/09 01/15/14 67.500 7.970 19.6685 136.07 0.203301 0.223294 0.245253 0.269372 0.295863 83.75 101.03 New Plan Excel Realty TR 64806QAD6 10/30/09 01/15/14 67.500 7.650 19.2575 136.69 0.203618 0.223224 0.244717 0.268281 0.294113 83.65 100.54 New Plan Excel Realty TR 64806QAF1 10/30/09 01/15/14 67.500 7.680 19.2960 136.63 0.203588 0.223230 0.244768 0.268383 0.294277 83.66 100.59 New Plan Excel Realty TR 64806QAG9 10/30/09 01/15/14 67.500 7.680 19.2960 136.63 0.203588 0.223230 0.244768 0.268383 0.294277 83.66 100.59 New Plan Excel Realty TR 64806QAK0 10/30/09 01/15/14 67.500 6.900 18.2959 138.14 0.204348 0.223042 0.243446 0.265716 0.290024 83.42 99.38 New Plan Excel Realty TR 64806QAL8 10/30/09 01/15/14 67.500 6.900 18.2959 138.14 0.204348 0.223042 0.243446 0.265716 0.290024 83.42 99.38 NY State Dorm Auth 649902ZR7 10/20/09 09/15/25 86.380 5.800 7.2575 10.98 0.014923 0.015465 0.016026 0.016607 0.017210 5.59 6.00 Newark, NJ 6503667S0 04/10/03 04/01/22 30.037 0.000 6.4399 221.90 0.091948 0.094908 0.097964 0.101119 0.104375 34.18 36.41 Newark, NJ 6503667T8 04/10/03 04/01/23 28.029 0.000 6.4699 208.31 0.086413 0.089209 0.092095 0.095074 0.098149 32.12 34.24 Newark, NJ 6503667U5 04/10/03 04/01/24 26.193 0.000 6.4899 195.44 0.081136 0.083769 0.086488 0.089294 0.092192 30.16 32.15 Newark, NJ 6503667V3 04/10/03 04/01/25 24.468 0.000 6.5099 183.29 0.076152 0.078630 0.081190 0.083832 0.086561 28.31 30.19 Newark, NJ 6503667W1 04/10/03 04/01/26 22.848 0.000 6.5299 171.83 0.071445 0.073777 0.076186 0.078673 0.081242 26.57 28.33 Newark, NJ 6503667X9 04/10/03 04/01/27 21.327 0.000 6.5498 161.02 0.067002 0.069196 0.071462 0.073803 0.076220 24.92 26.58 Newark, NJ 6503667Y7 04/10/03 04/01/28 19.947 0.000 6.5600 150.90 0.062815 0.064876 0.067004 0.069201 0.071471 23.36 24.92 Newark, NJ 6503667Z4 04/10/03 04/01/29 18.653 0.000 6.5700 141.39 0.058879 0.060813 0.062811 0.064874 0.067005 21.90 23.36 Newark, NJ 6503668A8 04/10/03 04/01/30 17.440 0.000 6.5799 132.45 0.055178 0.056994 0.058869 0.060805 0.062806 20.52 21.90 Newark, NJ 6503668B6 04/10/03 04/01/31 16.302 0.000 6.5900 124.06 0.051700 0.053403 0.055163 0.056981 0.058858 19.23 20.52 Newark, NJ 6503668C4 04/10/03 04/01/32 15.279 0.000 6.5899 116.27 0.048454 0.050051 0.051700 0.053403 0.055163 18.02 19.23 Newark, NJ 6503668D2 04/10/03 04/01/33 14.320 0.000 6.5899 108.97 0.045412 0.046909 0.048454 0.050051 0.051700 16.89 18.02 Nextera Energy, Inc. 65339F309 05/26/09 06/01/14* 98.500 VARIES 4.3841 0.122253 17.12* Nextera Energy, Inc. 65339F705 05/04/12 06/01/17 95.000 VARIES 2.3952 0.063207 0.063236 0.063427 0.063621 0.063818 14.99 22.88 Nextera Energy, Inc. 65339KAB6 05/04/12 06/01/17 95.000 VARIES 2.3952 0.063207 0.063236 0.063427 0.063621 0.063818 14.99 22.88 Nomura America Finance 65539AAD2 11/24/10 11/24/15 100.000 VARIES 2.0066 0.012111 0.012232 0.012355 0.012479 0.012604 4.39 4.48 Nomura America Finance 65539AAG5 11/24/10 11/24/25 100.000 VARIES 5.5492 0.145628 0.141191 0.136630 0.133524 0.130332 51.29 48.39 Nomura America Finance 65539AAK6 01/20/11 01/20/26 97.250 VARIES 6.0424 0.158091 0.152797 0.147343 0.141723 0.138504 54.23 50.61 Nomura America Finance 65539AAL4 12/22/10 12/22/25 100.000 VARIES 5.9586 0.157051 0.152626 0.148070 0.143378 0.140969 55.66 52.40 Nomura America Finance 65539AAM2 12/29/10 12/29/25 100.000 VARIES 5.9958 0.156402 0.151097 0.145634 0.142416 0.139101 55.33 51.84 Nomura America Finance 65539AAU4 06/08/11 06/08/26* 100.000 VARIES 5.4351 0.148126 23.55* Nomura America Finance 65539AAX8 06/29/11 06/29/21 100.000 VARIES 2.3554 0.016212 0.015494 0.014767 0.014031 0.014196 5.70 5.18 Novellus Systems, Inc. 670008AC5 05/10/11 05/15/41 100.000 VARIES 8.1004 0.231352 0.237769 0.244446 0.251393 0.258622 85.04 89.90 Novellus Systems, Inc. 670008AD3 05/10/11 05/15/41 100.000 VARIES 8.1004 0.231352 0.237769 0.244446 0.251393 0.258622 85.04 89.90 Omnicom Group, Inc. 681919AL0 03/06/02 07/31/32 102.250 VARIES 6.6935 0.335761 0.349594 0.356163 0.372738 0.377511 128.55 136.29 Omnicom Group, Inc. 681919AM8 03/06/02 07/31/32 102.250 VARIES 6.6935 0.335761 0.349594 0.356163 0.372738 0.377511 128.55 136.29 Omnicom Group, Inc. 681919AN6 06/10/03 06/15/33 100.000 VARIES 4.6001 0.188207 0.192536 0.196964 0.201494 0.206129 68.67 71.87 Omnicom Group, Inc. 681919AP1 06/10/03 06/15/33 100.000 VARIES 4.6001 0.188207 0.192536 0.196964 0.201494 0.206129 68.67 71.87 Omnicom Group, Inc. 681919AQ9 06/30/06 07/01/38 100.000 VARIES 7.3396 0.303136 0.314261 0.325793 0.337749 111.13 119.44 Omnicom Group, Inc. 681919AR7 06/10/03 06/15/33 100.000 VARIES 4.6001 0.188207 0.192536 0.196964 0.201494 0.206129 68.67 71.87 Omnicom Group, Inc. 681919AT3 06/30/06 07/01/38 100.000 VARIES 7.3396 0.303136 0.314261 0.325793 0.337749 111.13 119.44 Omnicom Group, Inc. 681919AU0 06/30/06 07/01/38 100.000 VARIES 7.3396 0.303136 0.314261 0.325793 0.337749 111.13 119.44 Orange County, CA 68428LAW4 06/12/96 09/01/12 27.201 0.000 8.1888 676.06 0.209926 0.218521 51.93 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Orange County, CA 68428LAX2 06/12/96 09/01/13 25.020 0.000 8.2089 624.47 0.194136 0.202105 0.210400 0.219036 73.28 52.05 Orange County, CA 68428LAZ7 06/12/96 09/01/14 23.005 0.000 8.2290 576.60 0.179464 0.186848 0.194536 0.202540 0.210874 67.74 73.43 Orange County, CA 68428LBA1 06/12/96 09/01/15 21.183 0.000 8.2391 532.06 0.165699 0.172525 0.179633 0.187033 0.194738 62.55 67.81 Orange County, CA 68428LBB9 06/12/96 09/01/16 19.464 0.000 8.2591 490.93 0.153071 0.159392 0.165975 0.172829 0.179966 57.79 62.66 Orange County, CA 68428LBU7 04/01/97 09/01/12 30.602 0.000 7.8293 644.22 0.201405 0.209290 49.76 Orange County, CA 68428LBV5 04/01/97 09/01/13 28.339 0.000 7.8295 596.60 0.186520 0.193822 0.201409 0.209294 70.25 49.76 Orange County, CA 68428LBW3 01/17/97 09/01/14 26.499 0.000 7.6793 553.09 0.170153 0.176686 0.183471 0.190515 0.197830 64.03 69.04 Orange County, CA 68428LBX1 04/01/97 09/01/15 24.175 0.000 7.8595 512.15 0.160389 0.166692 0.173243 0.180051 0.187126 60.42 65.26 Orange County, CA 68428LBY9 01/17/97 09/01/16 22.492 0.000 7.7493 476.50 0.147186 0.152889 0.158813 0.164966 0.171358 55.41 59.79 Orange County, CA 68428LBZ6 01/17/97 09/01/17 20.762 0.000 7.7695 441.73 0.136606 0.141913 0.147426 0.153153 0.159103 51.43 55.51 Orange County, CA 68428LCA0 01/17/97 09/01/18 19.198 0.000 7.7795 409.33 0.126658 0.131585 0.136703 0.142021 0.147545 47.69 51.47 Orange County, CA 68428LCB8 01/17/97 09/01/19 17.826 0.000 7.7696 379.27 0.117291 0.121847 0.126581 0.131498 0.136607 44.16 47.66 Orange County, CA 68428LCC6 01/17/97 09/01/20 16.480 0.000 7.7796 351.38 0.108729 0.112958 0.117352 0.121917 0.126659 40.94 44.19 Orange County, CA 68428LCD4 01/17/97 09/01/21 15.306 0.000 7.7694 325.65 0.100706 0.104618 0.108682 0.112904 0.117290 37.92 40.92 Oregon Community College 68583RAJ1 04/23/03 06/30/12 63.740 0.000 4.9623 338.52 0.134507 24.08 Oregon Community College 68583RAK8 04/23/03 06/30/13 59.557 0.000 5.1521 331.10 0.132602 0.136018 0.139522 48.36 24.97 Oregon Community College 68583RAL6 04/23/03 06/30/14 55.504 0.000 5.3320 321.82 0.129854 0.133316 0.136870 0.140519 0.144266 47.38 49.94 Oregon Community College 68583RAM4 04/23/03 06/30/15 51.363 0.000 5.5419 312.36 0.127136 0.130659 0.134280 0.138000 0.141824 46.41 49.02 Oregon Community College 68583RAN2 04/23/03 06/30/16 47.583 0.000 5.7117 300.43 0.123141 0.126658 0.130275 0.133996 0.137823 44.97 47.58 Oregon Community College 68583RAP7 04/23/03 06/30/17 44.239 0.000 5.8317 286.67 0.118084 0.121527 0.125071 0.128717 0.132471 43.14 45.69 Oregon Community College 68583RAQ5 04/23/03 06/30/18 40.975 0.000 5.9616 272.97 0.113039 0.116409 0.119879 0.123452 0.127132 41.31 43.81 Oregon Community College 68583RAR3 04/23/03 06/30/19 37.976 0.000 6.0714 258.88 0.107689 0.110958 0.114327 0.117797 0.121373 39.36 41.79 Oregon Community College 68583RAS1 04/23/03 06/30/20 35.297 0.000 6.1514 244.64 0.102098 0.105238 0.108475 0.111811 0.115250 37.33 39.66 Oregon Community College 68583RAT9 04/23/03 06/30/21 32.815 0.000 6.2213 230.72 0.096563 0.099567 0.102664 0.105858 0.109151 35.31 37.54 Oregon Community College 68583RAU6 04/23/03 06/30/22 30.636 0.000 6.2613 217.16 0.091037 0.093887 0.096827 0.099858 0.102984 33.29 35.41 Oregon Community College 68583RAV4 04/23/03 06/30/23 28.748 0.000 6.2713 204.19 0.085635 0.088320 0.091090 0.093946 0.096892 31.32 33.31 Oregon Sch Brds Assoc 686053AK5 10/31/02 06/30/12 62.040 0.000 4.9992 355.35 0.135482 24.25 Oregon Sch Brds Assoc 686053AL3 10/31/02 06/30/13 57.955 0.000 5.1793 346.75 0.133248 0.136699 0.140239 48.60 25.10 Oregon Sch Brds Assoc 686053AM1 10/31/02 06/30/14 53.950 0.000 5.3594 336.78 0.130434 0.133930 0.137519 0.141204 0.144987 47.59 50.18 Oregon Sch Brds Assoc 686053AN9 10/31/02 06/30/15 50.233 0.000 5.5093 324.57 0.126529 0.130014 0.133595 0.137276 0.141057 46.18 48.76 Oregon Sch Brds Assoc 686053AP4 10/31/02 06/30/16 46.574 0.000 5.6694 311.96 0.122455 0.125927 0.129496 0.133167 0.136942 44.72 47.29 Oregon Sch Brds Assoc 686053AQ2 10/31/02 06/30/17 43.110 0.000 5.8193 298.44 0.117911 0.121342 0.124872 0.128506 0.132245 43.07 45.62 Oregon Sch Brds Assoc 686053AR0 10/31/02 06/30/18 40.030 0.000 5.9294 283.80 0.112658 0.115998 0.119437 0.122978 0.126624 41.16 43.64 Oregon Sch Brds Assoc 686053AS8 10/31/02 06/30/19 37.212 0.000 6.0194 268.94 0.107172 0.110397 0.113720 0.117143 0.120668 39.17 41.56 Oregon Sch Brds Assoc 686053AT6 10/31/02 06/30/20 34.591 0.000 6.0995 254.26 0.101670 0.104771 0.107966 0.111259 0.114652 37.17 39.47 Oregon Sch Brds Assoc 686053CB3 04/21/03 06/30/12 63.740 0.000 4.9593 338.54 0.134426 24.06 Oregon Sch Brds Assoc 686053CC1 04/21/03 06/30/13 59.557 0.000 5.1493 331.14 0.132534 0.135946 0.139446 48.33 24.96 Oregon Sch Brds Assoc 686053CD9 04/21/03 06/30/14 55.504 0.000 5.3293 321.88 0.129797 0.133256 0.136807 0.140452 0.144195 47.36 49.91 Oregon Sch Brds Assoc 686053CE7 04/21/03 06/30/15 51.363 0.000 5.5394 312.43 0.127088 0.130608 0.134226 0.137943 0.141764 46.39 49.00 Oregon Sch Brds Assoc 686053CF4 04/21/03 06/30/16 47.583 0.000 5.7092 300.51 0.123102 0.126616 0.130230 0.133948 0.137772 44.96 47.56 Oregon Sch Brds Assoc 686053CG2 04/21/03 06/30/17 44.239 0.000 5.8294 286.76 0.118051 0.121492 0.125033 0.128678 0.132428 43.12 45.68 Oregon Sch Brds Assoc 686053CH0 04/21/03 06/30/18 40.975 0.000 5.9593 273.06 0.113013 0.116381 0.119848 0.123419 0.127097 41.30 43.80 Oregon Sch Brds Assoc 686053CJ6 04/21/03 06/30/19 37.976 0.000 6.0693 258.98 0.107668 0.110936 0.114302 0.117771 0.121345 39.36 41.78 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Oregon Sch Brds Assoc 686053CK3 04/21/03 06/30/20 35.297 0.000 6.1494 244.74 0.102081 0.105220 0.108455 0.111790 0.115227 37.32 39.65 Oregon Sch Brds Assoc 686053CL1 04/21/03 06/30/21 32.815 0.000 6.2193 230.82 0.096550 0.099553 0.102649 0.105841 0.109132 35.30 37.53 Oregon Sch Brds Assoc 686053CM9 04/21/03 06/30/22 30.636 0.000 6.2594 217.26 0.091028 0.093877 0.096815 0.099845 0.102970 33.29 35.40 Oregon Sch Brds Assoc 686053CN7 04/21/03 06/30/23 28.748 0.000 6.2695 204.29 0.085628 0.088312 0.091081 0.093936 0.096880 31.31 33.31 Paterson, NJ 7031302A1 04/11/03 04/01/15 51.501 0.000 5.6199 320.23 0.128582 0.132195 0.135910 0.139729 0.143655 47.60 50.31 Paterson, NJ 7031302B9 04/11/03 04/01/16 47.811 0.000 5.7699 307.22 0.124079 0.127659 0.131342 0.135131 0.139030 45.97 48.66 Paterson, NJ 7031302C7 04/11/03 04/01/17 44.317 0.000 5.9099 293.46 0.119168 0.122689 0.126314 0.130047 0.133890 44.18 46.83 Paterson, NJ 7031303Z5 03/30/12 03/15/18 98.496 3.625 3.9103 0.006294 0.006407 0.006532 0.006660 1.72 2.36 Paterson, NJ 703130Z72 04/11/03 04/01/12 63.812 0.000 5.0698 349.52 0.137349 12.36 Paterson, NJ 703130Z80 04/11/03 04/01/13 59.701 0.000 5.2398 340.46 0.134686 0.138215 0.141836 49.77 12.77 Paterson, NJ 703130Z98 04/11/03 04/01/14 55.492 0.000 5.4399 331.40 0.132135 0.135729 0.139421 0.143214 0.147109 48.87 51.57 Penn Virginia Corp. 707882AB2 06/15/09 06/15/16 97.003 10.375 11.0000 8.41 0.010724 0.011313 0.011936 0.012592 0.013285 3.99 4.44 Peoria, IL SD #150 713040FC2 08/15/05 01/01/13 69.865 0.000 4.9194 253.91 0.130168 0.133370 47.44 Peoria County, IL 713168AU6 10/05/11 12/01/13 104.730 VARIES 2.7264 0.079653 0.080739 0.077422 0.076584 28.80 25.40 Peoria County, IL 713168AV4 10/05/11 12/01/14 105.259 VARIES 3.2307 0.094938 0.096472 0.092795 0.092051 0.091294 34.39 33.23 Peoria County, IL 713168AW2 10/05/11 12/01/15 105.584 VARIES 3.7319 0.110088 0.112142 0.107946 0.107265 0.106571 39.94 38.70 Peoria County, IL 713168AX0 10/05/11 12/01/16 105.823 VARIES 3.9840 0.117839 0.120187 0.115802 0.115204 0.114594 42.78 41.54 Peoria County, IL 713168AY8 10/05/11 12/01/17 106.762 VARIES 4.2347 0.126414 0.129091 0.124276 0.123673 0.123057 45.93 44.59 Peoria County, IL 713168AZ5 10/05/11 12/01/18 106.114 VARIES 4.4856 0.133141 0.136127 0.131185 0.130701 0.130206 48.41 47.11 Peoria County, IL 713168BA9 10/05/11 12/01/19 106.753 VARIES 4.7356 0.141463 0.144813 0.139417 0.138937 0.138444 51.47 50.07 Peoria County, IL 713168BB7 10/05/11 12/01/20 105.512 VARIES 4.9860 0.147268 0.150939 0.145411 0.145054 0.144688 53.62 52.26 Peoria County, IL 71319RBM8 05/13/11 12/01/12 103.558 0.000 1.5194 0.044074 0.044408 14.60 Peoria County, IL 71319RBP1 11/10/11 12/01/12 103.250 0.000 1.4807 0.042504 0.042819 14.08 Peoria County, IL 71319RBR7 05/10/12 12/01/13 104.335 0.000 0.9804 0.028415 0.028431 0.028571 0.028711 6.57 9.45 Peoria, IL 71319RBT3 11/13/12 12/01/13 103.258 0.000 0.9889 0.028367 0.028381 0.028521 1.36 9.39 Petro Stopping Centers 71646DAJ1 02/09/04 04/30/14 93.312 5.000 N/A 0.186347 0.183612 0.180735 0.177708 0.174525 66.25 64.14 Petro Stopping Centers 71646DAK8 02/09/04 04/30/14 100.000 5.000 N/A 0.186347 0.183612 0.180735 0.177708 0.174525 66.25 64.14 Philadelphia Authority 71781LAP4 02/03/99 04/15/24 19.046 0.000 6.6895 255.07 0.081636 0.084366 0.087188 0.090105 0.093118 30.30 32.36 Philadelphia Authority 71781LAQ2 02/03/99 04/15/12 43.760 0.000 6.3590 544.60 0.171198 17.80 Philadelphia Authority 71781LAR0 02/03/99 04/15/13 40.766 0.000 6.4191 514.24 0.162187 0.167393 0.172766 60.13 17.97 Philadelphia Authority 71781LAS8 02/03/99 04/15/14 37.933 0.000 6.4792 484.98 0.153458 0.158429 0.163562 0.168860 0.174331 56.91 60.65 Philadelphia Authority 71781LAT6 02/03/99 04/15/15 35.256 0.000 6.5392 456.81 0.145017 0.149758 0.154655 0.159711 0.164933 53.79 57.37 Philadelphia Authority 71781LAU3 02/03/99 04/15/16 32.784 0.000 6.5893 429.51 0.136722 0.141227 0.145880 0.150686 0.155651 50.73 54.12 Philadelphia Authority 71781LAV1 02/03/99 04/15/17 30.618 0.000 6.6093 402.90 0.128392 0.132635 0.137018 0.141546 0.146223 47.64 50.84 Philadelphia Authority 71781LAW9 02/03/99 04/15/18 28.637 0.000 6.6193 377.67 0.120415 0.124401 0.128518 0.132771 0.137166 44.68 47.69 Philadelphia Authority 71781LAX7 02/03/99 04/15/19 26.727 0.000 6.6393 354.03 0.113000 0.116751 0.120627 0.124631 0.128768 41.93 44.77 Philadelphia Authority 71781LAY5 02/03/99 04/15/20 24.985 0.000 6.6494 331.69 0.105928 0.109450 0.113089 0.116849 0.120734 39.31 41.97 Philadelphia Authority 71781LAZ2 02/03/99 04/15/21 23.403 0.000 6.6494 310.69 0.099221 0.102520 0.105928 0.109450 0.113089 36.82 39.31 Philadelphia Authority 71781LBA6 02/03/99 04/15/22 21.872 0.000 6.6594 291.00 0.092983 0.096080 0.099279 0.102584 0.106000 34.51 36.85 Philadelphia Authority 71781LBB4 02/03/99 04/15/23 20.437 0.000 6.6695 272.51 0.087121 0.090027 0.093029 0.096131 0.099337 32.34 34.53 Philadelphia Authority 71781LBC2 02/03/99 04/15/25 17.878 0.000 6.6796 238.91 0.076423 0.078975 0.081613 0.084338 0.087155 28.37 30.29 Philadelphia Authority 71781LBD0 02/03/99 04/15/26 16.697 0.000 6.6896 223.62 0.071569 0.073963 0.076437 0.078994 0.081636 26.57 28.37 Pioneer Drilling Company 723655AA4 03/11/10 03/15/18 95.750 9.875 10.6775 6.76 0.011338 0.011943 0.012581 0.013253 0.013960 4.32 4.80 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Pioneer Drilling Company 723655AB2 03/11/10 03/15/18 95.750 9.875 10.6775 6.76 0.011338 0.011943 0.012581 0.013253 0.013960 4.32 4.80 Plains Expl & Prodtn Co. 726505AG5 03/06/09 03/01/16 92.373 10.000 11.6241 23.84 0.027133 0.028710 0.030379 0.032144 0.034012 10.44 11.69 Platinum Energy Solution 727663AA4 03/03/11 03/01/15 96.764 14.250 N/A 0.413245 0.414577 0.416011 0.417554 0.419216 149.34 150.43 Platinum Energy Solution 727663AB2 03/03/11 03/01/15 96.764 14.250 N/A 0.413245 0.414577 0.416011 0.417554 0.419216 149.34 150.43 Platinum Energy Solution 727663AC0 03/03/11 03/01/15 96.764 14.250 N/A 0.413245 0.414577 0.416011 0.417554 0.419216 149.34 150.43 Platinum Energy Solution 727663AD8 03/03/11 03/01/15 96.764 14.250 N/A 0.413245 0.414577 0.416011 0.417554 0.419216 149.34 150.43 Platinum Energy Solution 727663AE6 03/03/11 03/01/15 96.764 14.250 N/A 0.413245 0.414577 0.416011 0.417554 0.419216 149.34 150.43 Platinum Energy Solution 727663AF3 03/03/11 03/01/15 96.764 14.250 N/A 0.413245 0.414577 0.416011 0.417554 0.419216 149.34 150.43 Platinum Energy Solution 727663AG1 09/01/11 03/01/15 95.000 14.250 16.1765 3.73 0.031047 0.033558 0.036273 0.039207 0.042378 12.26 14.32 Platinum Energy Solution 727663AH9 09/01/11 03/01/15 95.000 14.250 16.1765 3.73 0.031047 0.033558 0.036273 0.039207 0.042378 12.26 14.32 Playboy Enterprises,Inc. 728117AA0 03/15/05 03/15/25 100.000 VARIES 7.7502 0.299640 0.308022 0.316374 0.325049 0.334061 111.15 117.33 Playboy Enterprises,Inc. 728117AB8 03/15/05 03/15/25 100.000 VARIES 7.7502 0.299640 0.308022 0.316374 0.325049 0.334061 111.15 117.33 Ply Gem Industries, Inc. 729416AM9 01/11/10 07/15/14* 97.139 13.125 14.0016 10.41 0.016226 0.017362 0.018577 5.25* Ply Gem Industries, Inc. 729416AN7 01/11/10 07/15/14* 97.139 13.125 14.0016 10.41 0.016226 0.017362 0.018577 5.25* Ply Gem Industries, Inc. 729416AR8 02/16/12 02/15/18 85.000 8.250 11.8108 0.049701 0.052621 0.055728 0.059019 16.05 20.37 Ply Gem Industries, Inc. 729416AS6 02/16/12 02/15/18 85.000 8.250 11.8108 0.049701 0.052621 0.055728 0.059019 16.05 20.37 Ply Gem Industries, Inc. 729416AT4 02/16/12 02/15/18 85.000 8.250 11.8108 0.049701 0.052621 0.055728 0.059019 16.05 20.37 Pope & Talbot, Inc. 732827AC4 07/30/02 06/01/13 86.415 8.375 10.5037 108.52 0.050715 0.053379 0.056182 18.90 8.43 Pope & Talbot, Inc. 732827AD2 07/30/02 06/01/13 86.415 8.375 10.5037 108.52 0.050715 0.053379 0.056182 18.90 8.43 Presidio ISD 741020DW8 05/14/98 02/15/12 38.054 0.000 7.1489 611.02 0.191727 8.44 Presidio ISD 741020DX6 05/14/98 02/15/13 35.472 0.000 7.1490 569.58 0.178726 0.185114 0.191732 67.26 8.44 Presidio ISD 741020DY4 05/14/98 02/15/14 33.066 0.000 7.1490 530.95 0.166602 0.172557 0.178725 0.185114 0.191731 62.70 67.26 Presidio ISD 741020DZ1 05/14/98 02/15/15 30.822 0.000 7.1492 494.94 0.155304 0.160856 0.166606 0.172562 0.178730 58.45 62.70 Presidio ISD 741020EA5 05/14/98 02/15/16 28.486 0.000 7.1992 462.33 0.145466 0.150702 0.156127 0.161747 0.167569 54.76 58.77 Presidio ISD 741020EB3 05/14/98 02/15/17 26.541 0.000 7.1992 430.76 0.135533 0.140411 0.145465 0.150702 0.156126 51.02 54.76 Presidio ISD 741020EC1 05/14/98 02/15/18 24.728 0.000 7.1993 401.35 0.126279 0.130825 0.135534 0.140413 0.145467 47.54 51.02 Presidio ISD 741020ED9 05/14/98 02/15/19 22.810 0.000 7.2493 374.16 0.118045 0.122324 0.126758 0.131352 0.136113 44.45 47.73 Presidio ISD 741020EE7 05/14/98 02/15/20 21.242 0.000 7.2493 348.45 0.109932 0.113916 0.118045 0.122324 0.126758 41.40 44.45 Presidio ISD 741020EF4 05/14/98 02/15/21 19.782 0.000 7.2493 324.50 0.102375 0.106086 0.109932 0.113916 0.118045 38.55 41.40 Presidio ISD 741020EG2 05/14/98 02/15/22 18.422 0.000 7.2494 302.19 0.095339 0.098795 0.102376 0.106087 0.109932 35.90 38.55 Pride International Inc. 741932AE7 01/16/01 01/16/21 60.841 0.000 2.5000 190.40 0.054845 0.055530 0.056225 0.056927 0.057639 20.10 20.60 Providian Financial Corp 74406AAD4 03/19/04 03/15/16 100.000 VARIES 9.4998 0.452231 0.470149 0.488849 0.508367 0.528738 169.91 183.73 QBE Funding Trust II 747271AA2 09/10/02 04/15/22 55.100 0.000 3.0644 180.33 0.061855 0.062803 0.063765 0.064742 0.065734 22.58 23.28 QBE Funding Trust 74729CAA6 04/15/02 04/15/22 59.358 0.000 2.6249 171.09 0.055450 0.056178 0.056915 0.057662 0.058419 20.20 20.74 QBE Funding Trust III 74729LAA6 09/24/04 09/24/24 67.165 0.000 2.0000 104.56 0.042892 0.043321 0.043754 0.044192 0.044634 15.60 15.92 Quebecor Media, Inc. 74819RAH9 10/05/07 03/15/16 93.750 7.750 8.8148 25.76 0.020063 0.020948 0.021871 0.022835 0.023841 7.57 8.26 Quicksilver Resources 74837RAA2 11/01/04 11/01/24 98.500 VARIES 6.7504 0.263137 0.270259 0.277622 0.284936 0.292496 96.88 102.15 Quicksilver Resources 74837RAB0 11/01/04 11/01/24 98.500 VARIES 6.7504 0.263137 0.270259 0.277622 0.284936 0.292496 96.88 102.15 Quicksilver Resources 74837RAF1 06/25/09 01/01/16 96.717 11.750 12.5012 9.73 0.012849 0.013652 0.014505 0.015412 4.77 5.38 Range Resources Corp. 75281AAK5 05/14/09 05/15/19 95.067 8.000 8.7501 9.21 0.010962 0.011442 0.011942 0.012465 0.013010 4.08 4.44 Readers Digest Assn,Inc. 755267AJ0 02/11/10 02/15/17 97.340 9.500 10.0374 5.48 0.008712 0.009149 0.009609 0.010091 0.010597 3.34 3.68 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Regal Beloit Corporation 758750AA1 04/05/04 03/15/24 100.000 VARIES 8.7503 0.390058 0.403317 0.417156 0.431600 0.446676 145.68 155.91 Regal Beloit Corporation 758750AB9 04/05/04 03/15/24 100.000 VARIES 8.7503 0.390058 0.403317 0.417156 0.431600 0.446676 145.68 155.91 Reliant Energy, Inc. 75952J207 09/21/99 09/15/29 100.000 2.000 9.8183 0.740506 0.774131 0.809407 0.846415 0.885240 279.94 306.09 Richland CNTYS SD#529,IL 763536DX4 08/04/10 12/01/12 102.728 VARIES 2.2816 0.064138 0.063760 21.10 Richland CNTYS SD#529,IL 763536DY2 08/04/10 12/01/13 102.554 VARIES 2.6844 0.075745 0.075457 0.075165 0.074869 27.20 24.75 Rock Island County, IL 772453CF1 11/08/11 12/01/12 102.865 0.000 1.8268 0.052260 0.052737 17.33 Rock Island County, IL 772453CG9 11/08/11 12/01/13 105.109 VARIES 2.1356 0.062438 0.063105 0.060790 0.060060 22.55 19.93 Rock Island County, IL 772453CH7 11/08/11 12/01/14 106.992 VARIES 2.3888 0.071106 0.071955 0.069400 0.068653 0.067897 25.70 24.80 Rock Island County, IL 772453CJ3 11/08/11 12/01/15 107.914 VARIES 2.7899 0.083780 0.084949 0.082062 0.081328 0.080583 30.32 29.37 Roper Industries, Inc. 776696AA4 12/29/03 01/15/34 39.502 1.482 7.0003 0.108803 0.112611 0.116414 0.120350 0.124424 41.12 43.95 Rosemont, IL 777543TC3 12/15/11 12/01/13 99.518 1.250 1.5003 .11 0.006752 0.006799 0.006850 0.006901 2.44 2.27 Rosemont, IL 777543TE9 12/15/11 12/01/15 99.115 2.125 2.3603 .10 0.005956 0.006022 0.006093 0.006165 0.006237 2.16 2.21 Rotech Healthcare, Inc. 778669AC5 10/06/10 10/15/15 97.189 10.750 11.5019 5.54 0.013355 0.014123 0.014935 0.015794 0.016702 5.07 5.67 Rotech Healthcare, Inc. 778669AD3 10/06/10 10/15/15 97.189 10.750 11.5019 5.54 0.013355 0.014123 0.014935 0.015794 0.016702 5.07 5.67 Rotech Healthcare, Inc. 778669AE1 10/06/10 10/15/15 97.189 10.750 11.5019 5.54 0.013355 0.014123 0.014935 0.015794 0.016702 5.07 5.67 Rotech Healthcare, Inc. 778669AF8 03/17/11 03/15/18 98.197 10.500 10.8747 1.44 0.005230 0.005514 0.005814 0.006130 0.006464 2.00 2.22 Rotech Healthcare, Inc. 778669AG6 03/17/11 03/15/18 98.197 10.500 10.8747 1.44 0.005230 0.005514 0.005814 0.006130 0.006464 2.00 2.22 Rotech Healthcare, Inc. 778669AH4 03/17/11 03/15/18 98.197 10.500 10.8747 1.44 0.005230 0.005514 0.005814 0.006130 0.006464 2.00 2.22 Royal Bank of Canada 78008E3H8 03/31/08 03/28/13 100.000 0.000 4.2547 0.136919 0.139832 0.142807 50.36 12.42 Royal Bank of Canada 78008E3L9 02/29/08 02/28/14 100.000 0.000 4.7399 0.153421 0.155350 0.161668 0.162801 0.169422 57.52 60.17 Royal Bank of Canada 78008E4D6 03/31/08 09/28/12 100.000 0.000 3.9648 0.126332 0.128836 34.18 Royal Bank of Canada 78008E6Y8 03/31/08 03/29/12 100.000 0.000 3.7626 0.119070 10.48 Royal Bank of Canada 78008E7D3 04/30/08 04/30/13 100.000 0.000 4.4900 0.145693 0.148964 0.152308 53.44 18.12 Royal Bank of Canada 78008EBW6 10/31/06 10/31/13 100.000 0.000 5.2200 0.187614 0.192511 0.197535 0.202691 69.03 59.99 Royal Bank of Canada 78008ECH8 11/27/06 11/29/13 100.000 0.000 5.0359 0.179430 0.183948 0.188580 0.193328 65.70 62.71 Royal Bank of Canada 78008EE37 11/26/07 11/26/12 100.000 0.000 4.8999 0.165190 0.169237 54.42 Royal Bank of Canada 78008EE45 11/26/07 11/26/12 100.000 0.000 4.8999 0.165190 0.169237 54.42 Royal Bank of Canada 78008EFH5 04/30/07 04/30/12 100.000 0.000 5.1100 0.178127 21.20 Royal Bank of Canada 78008EH59 12/31/07 12/31/13 100.000 0.000 4.7699 0.159993 0.163809 0.167716 0.171716 58.29 60.93 Royal Bank of Canada 78008EJV0 06/29/07 06/29/12 100.000 0.000 5.5299 0.196349 34.95 Royal Bank of Canada 78008EJW8 06/29/07 06/29/12 100.000 VARIES 5.5339 0.180759 32.18 Royal Bank of Canada 78008EJX6 06/29/07 06/29/12 100.000 0.000 5.5299 0.196349 34.95 Royal Bank of Canada 78008EJY4 06/29/07 06/29/12 100.000 0.000 5.5299 0.196349 34.95 Royal Bank of Canada 78008ELR6 07/06/07 07/09/12 100.000 VARIES 5.6200 0.182278 0.187400 35.19 Royal Bank of Canada 78008EPB7 07/31/07 07/31/12 100.000 0.000 5.3300 0.182728 0.187597 39.07 Royal Bank of Canada 78008EPH4 08/31/07 08/31/12 100.000 0.000 5.1899 0.175015 0.177605 43.01 Royal Bank of Canada 78008EPL5 08/31/07 08/31/12 100.000 0.000 5.1899 0.175015 0.177605 43.01 Royal Bank of Canada 78008ER58 01/31/08 01/31/14 100.000 0.000 4.6199 0.150579 0.154058 0.157617 0.161257 0.164983 55.90 58.51 Royal Bank of Canada 78008EWF0 10/31/07 10/31/12 100.000 0.000 4.7100 0.157613 0.161324 47.79 Royal Bank of Canada 78008G3K6 06/30/09 06/30/14 100.000 0.000 3.9699 0.121666 0.124081 0.126544 0.129056 0.131618 44.24 46.01 Royal Bank of Canada 78008G3L4 06/30/09 06/29/12 100.000 0.000 3.0462 0.091255 16.24 Royal Bank of Canada 78008G5L2 06/26/09 12/26/14 100.000 VARIES 3.9701 0.111314 0.110763 0.110351 0.110135 0.109964 39.97 39.69 Royal Bank of Canada 78008G5R9 08/12/09 08/12/16 100.000 VARIES 4.2505 0.121121 0.121924 0.122744 0.123582 0.124437 43.97 44.57 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Royal Bank of Canada 78008G5S7 07/20/09 04/20/15 100.000 VARIES 4.0008 0.113728 0.114336 0.114082 0.113057 0.112288 41.08 40.76 Royal Bank of Canada 78008GBJ0 04/30/08 10/31/12 100.000 0.000 4.3499 0.140475 0.143530 42.55 Royal Bank of Canada 78008GBV3 05/30/08 11/30/12 100.000 0.000 4.6199 0.150580 0.154058 50.17 Royal Bank of Canada 78008GEN8 06/30/08 06/30/14 100.000 0.000 4.8299 0.158558 0.162388 0.166309 0.170326 0.174439 57.78 60.60 Royal Bank of Canada 78008GH39 03/31/09 03/31/15 100.000 0.000 5.2300 0.165294 0.169616 0.174052 0.178603 0.183274 61.08 64.32 Royal Bank of Canada 78008GH47 03/31/09 03/31/14 100.000 0.000 5.0300 0.158199 0.162178 0.166257 0.170438 0.174724 58.40 61.38 Royal Bank of Canada 78008GHD7 07/31/08 01/31/13 100.000 0.000 4.3700 0.138198 0.141218 0.144303 51.22 4.18 Royal Bank of Canada 78008GL83 04/30/09 04/30/12 100.000 0.000 2.9229 0.087304 10.39 Royal Bank of Canada 78008GLE0 07/29/08 01/29/14 100.000 0.000 4.7199 0.150807 0.154366 0.158009 0.161738 0.165555 56.03 58.70 Royal Bank of Canada 78008GLJ9 07/25/08 07/25/12 100.000 0.000 4.5600 0.145013 0.148320 30.18 Royal Bank of Canada 78008GLV2 08/05/08 08/06/12 100.000 0.000 4.3999 0.139286 0.142350 30.50 Royal Bank of Canada 78008GMC3 08/29/08 09/28/12 100.000 0.000 4.2399 0.134032 0.136874 36.30 Royal Bank of Canada 78008GPA4 09/30/08 09/30/13 100.000 0.000 3.6499 0.113010 0.115072 0.117173 0.119311 41.43 31.90 Royal Bank of Canada 78008GS45 04/30/09 04/30/29* 100.000 VARIES 5.2899 0.138711 16.51* Royal Bank of Canada 78008GSC7 10/31/08 10/31/13 100.000 0.000 3.3799 0.103821 0.105575 0.107359 0.109174 37.91 32.43 Royal Bank of Canada 78008HHA1 09/30/09 09/30/14 100.000 0.000 3.0100 0.088760 0.090095 0.091451 0.092828 0.094225 32.44 33.42 Royal Bank of Canada 78008HKB5 10/30/09 10/31/12 100.000 0.000 2.1099 0.061124 0.061769 18.39 Royal Bank of Canada 78008HLM0 10/30/09 10/30/14 100.000 0.000 3.1599 0.093458 0.094935 0.096435 0.097958 0.099506 34.09 35.18 Royal Bank of Canada 78008HNN6 11/30/09 11/28/14 100.000 0.000 2.8231 0.082930 0.084101 0.085288 0.086492 0.087712 30.14 31.00 Royal Bank of Canada 78008HQJ2 11/27/09 11/27/12 100.000 0.000 1.8099 0.052122 0.052594 17.08 Royal Bank of Canada 78008HQQ6 11/25/09 11/25/14 100.000 0.000 2.9000 0.085331 0.086568 0.087823 0.089097 0.090389 31.03 31.94 Royal Bank of Canada 78008HRB8 12/31/09 06/30/15 100.000 0.000 3.3099 0.098184 0.099809 0.101461 0.103140 0.104847 35.64 36.83 Royal Bank of Canada 78008HUA6 01/28/10 01/28/20 100.000 VARIES 4.5517 0.129448 0.130497 0.131571 0.132669 0.133791 47.11 47.90 Royal Bank of Canada 78008HWF3 02/16/10 02/16/17 100.000 VARIES 3.8707 0.110186 0.111109 0.112050 0.113009 0.112368 40.08 40.55 Royal Bank of Canada 78008HZE3 03/31/10 03/31/14 100.000 0.000 2.7599 0.079885 0.080987 0.082105 0.083238 0.084386 29.16 29.97 Royal Bank of Canada 78008K3K7 04/20/11 04/20/16 100.000 0.000 2.7665 0.077910 0.078988 0.080081 0.081188 0.082311 28.40 29.19 Royal Bank of Canada 78008KDT7 07/15/10 07/16/15 100.000 0.000 2.3886 0.067950 0.068762 0.069583 0.070414 0.071255 24.88 25.48 Royal Bank of Canada 78008KN33 03/31/11 03/31/21 100.000 VARIES 4.1702 0.116519 0.117211 0.117147 0.117082 0.117016 42.13 42.15 Royal Bank of Canada 78008KPH0 10/29/10 10/30/15 100.000 0.000 1.8491 0.052322 0.052806 0.053294 0.053787 0.054284 18.98 19.33 Royal Bank of Canada 78008KRQ8 11/30/10 11/30/15 100.000 0.000 2.1099 0.059854 0.060486 0.061124 0.061769 0.062420 21.70 22.16 Royal Bank of Canada 78008KYV9 01/27/11 01/27/31 100.000 VARIES 4.9792 0.135531 0.132681 0.132772 0.132865 0.132960 47.85 47.84 Royal Bank of Canada 78008SJY3 11/05/12 11/04/19 100.000 0.000 0.6002 0.016673 0.016723 0.016773 .93 6.02 Royal Bank of Canada 78008SMC7 11/05/12 11/04/19 100.000 0.000 0.6002 0.016673 0.016723 0.016773 .93 6.02 Royal Bank of Canada 78008TLZ5 08/18/11 08/18/31 100.000 VARIES 4.0299 0.111944 0.109722 0.107455 0.107535 0.107616 39.30 38.72 Royal Bank of Canada 78008TR89 02/17/12 02/17/33 100.000 3.570 3.5699 0.099167 0.099167 0.099167 0.099167 31.14 35.70 Royal Bank of Scotland 78009KAA0 07/16/03 01/16/14 100.000 0.000 4.1274 0.158970 0.162251 0.165600 0.169017 0.172505 58.91 61.37 Royal Bank of Scotland 78009KAB8 01/13/05 01/13/20 100.000 VARIES 4.7500 0.130430 0.130723 0.131062 0.131410 0.131766 47.11 47.36 Royal Bank of Scotland 78009KEF5 03/31/10 03/31/14 100.000 0.000 2.6710 0.077207 0.078238 0.079283 0.080342 0.081415 28.17 28.93 Royal Bank of Scotland 78009KFP2 04/30/10 04/30/14 100.000 0.000 2.6792 0.077454 0.078491 0.079543 0.080608 0.081688 28.20 28.96 Royal Bank of Scotland 78009KLF7 08/11/10 08/11/20 100.000 VARIES 4.9855 0.139518 0.140053 0.140602 0.141164 0.141740 50.47 50.88 Royal Bank of Scotland 78009KMB5 08/19/10 08/19/17 100.000 VARIES 2.6315 0.018795 0.019043 0.019294 0.019548 0.019805 6.88 7.06 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Royal Bank of Scotland 78009KME9 09/16/10 09/16/20 100.000 VARIES 3.6714 0.023154 0.022228 0.021285 0.020324 0.019346 7.97 7.29 Royal Bank of Scotland 78009KMF6 09/20/10 09/20/17 100.000 VARIES 2.5212 0.017477 0.017697 0.017921 0.018147 0.018375 6.38 6.54 Royal Bank of Scotland 78009KMG4 09/30/10 09/28/18 100.000 VARIES N/A 0.017544 0.016840 0.016214 0.016342 0.016653 6.17 5.98 Royal Bank of Scotland 78009KMV1 10/29/10 10/29/20 100.000 VARIES 2.4406 0.009839 0.009959 0.010080 0.010203 0.010328 3.58 3.67 Royal Bank of Scotland 78009KNB4 10/27/10 10/27/17 100.000 VARIES 2.4218 0.023176 0.022476 0.021768 0.022031 0.022298 8.13 7.92 Royal Bank of Scotland 78009KNQ1 11/16/10 11/16/30 100.000 VARIES 5.5208 0.146394 0.146500 0.146609 0.146720 0.146835 52.73 52.81 Royal Bank of Scotland 78009KNR9 11/16/10 11/16/20 100.000 VARIES 4.5134 0.126024 0.126360 0.126704 0.127056 0.127416 45.46 45.71 Royal Bank of Scotland 78009KPH9 12/13/10 12/13/28 100.000 VARIES 5.3208 0.142291 0.139425 0.136483 0.136712 0.136947 50.60 49.18 Royal Bank of Scotland 78009KPR7 12/30/10 12/30/30 100.000 VARIES 5.7103 0.150111 0.150238 0.150369 0.150503 0.150641 54.06 54.16 Royal Bank of Scotland 78009KQW5 02/25/11 02/25/31 100.000 VARIES 5.4493 0.146414 0.141321 0.141475 0.141634 0.141796 51.17 51.00 Royal Bank of Scotland 78009KRJ3 03/15/11 03/15/21 100.000 VARIES 5.5246 0.153099 0.152724 0.152756 0.152789 0.152823 55.01 55.01 Royal Bank of Scotland 78009KRL8 03/15/11 03/15/16 100.000 VARIES 4.1566 0.115553 0.115645 0.115624 0.115602 0.115580 41.62 41.62 Royal Bank of Scotland 78009KRY0 03/31/11 03/31/18 100.000 VARIES 4.3799 0.121288 0.120902 0.120959 0.121016 0.121075 43.56 43.57 Royal Bank of Scotland 78009KSD5 04/12/11 04/12/26 100.000 VARIES 4.8417 0.131025 0.127473 0.127651 0.127833 0.128020 46.26 46.02 Royal Bank of Scotland 78009PAF8 04/29/11 04/29/16 100.000 0.000 3.8637 0.109401 0.111515 0.113669 0.115865 0.118103 40.03 41.59 Royal Bank of Scotland 78009PAG6 05/16/11 08/16/16 100.000 0.000 3.5178 0.098578 0.100312 0.102077 0.103872 0.105699 36.27 37.56 Royal Bank of Scotland 78009PAL5 05/31/11 11/30/16 100.000 0.000 3.6087 0.102050 0.103892 0.105766 0.107675 0.109618 37.18 38.54 Royal Bank of Scotland 78009PAM3 05/25/11 05/25/21 100.000 VARIES 4.4728 0.124540 0.124841 0.125148 0.125462 0.125464 44.91 45.12 Royal Bank of Scotland 78009PAN1 06/15/11 12/15/16 100.000 0.000 3.5863 0.101407 0.103225 0.105076 0.106961 0.108878 36.89 38.23 Royal Bank of Scotland 78009PAP6 06/14/11 06/14/21 100.000 VARIES 2.5504 0.015930 0.015169 0.014399 0.013619 0.013793 5.57 5.03 Royal Bank of Scotland 78009PAX9 07/29/11 07/29/16 100.000 0.000 3.8218 0.106162 0.108191 0.110258 0.112365 0.114512 39.21 40.72 Royal Bank of Scotland 78009PBD2 07/21/11 07/21/21 100.000 VARIES 2.8321 0.023116 0.021976 0.020820 0.019648 0.018459 7.75 6.91 Royal Bank of Scotland 78009PBG5 08/31/11 02/28/17 100.000 0.000 4.0027 0.109966 0.110948 0.115044 0.115433 0.119695 41.05 42.63 Royal Bank of Scotland 78009PBK6 08/26/11 08/26/31 100.000 VARIES 4.7434 0.131763 0.126982 0.122088 0.121035 0.119957 45.36 43.50 Royal Bank of Scotland 78009PBM2 08/31/11 03/01/16 100.000 0.000 3.5003 0.097242 0.098944 0.100676 0.102438 0.104230 35.73 36.99 Royal Bank of Scotland 78009PBR1 09/30/11 03/30/17 100.000 0.000 3.8461 0.106838 0.108893 0.110987 0.113121 0.115297 39.21 40.73 Royal Bank of Scotland 78009PBV2 09/30/11 09/30/16 100.000 VARIES 2.7074 0.009373 0.008899 0.008417 0.008531 0.008647 3.20 3.07 Royal Bank of Scotland 78009PCD1 12/06/11 06/07/17 100.000 0.000 5.2976 0.147178 0.151076 0.155078 0.159186 0.163402 53.88 56.77 Royal Bank of Scotland 78009PCG4 12/30/11 07/03/17 100.000 0.000 5.2550 0.145974 0.146038 0.149876 0.153814 0.157855 53.26 56.08 Royal Bank of Scotland 78011PAA5 11/30/11 11/30/26 100.000 VARIES 5.2303 0.145289 0.144003 0.142684 0.141330 0.139941 51.99 51.04 Royal Caribbean Cruises 780153AT9 07/06/09 07/15/15 97.399 11.875 12.5022 8.51 0.010726 0.011397 0.012109 0.012866 0.013671 4.21 4.75 Ryerson Holding Corp. 783754AA2 01/29/10 02/01/15* 45.598 0.000 N/A 0.259822 0.285520 0.314049 82.43* Ryerson Holding Corp. 783754AB0 01/29/10 02/01/15* 45.598 0.000 N/A 0.259822 0.285520 0.314049 82.43* SG Structured Prods,Inc. 78423A2D3 07/29/11 07/29/31 100.000 VARIES 3.8135 0.105933 0.099213 0.092366 0.089888 0.087363 34.86 32.05 SG Structured Prods,Inc. 78423A2E1 07/29/11 07/29/31 100.000 VARIES 3.8227 0.106187 0.101315 0.096349 0.091289 0.086131 35.86 32.22 SG Structured Prods,Inc. 78423A2P6 07/29/11 07/29/31 100.000 VARIES 3.8133 0.105926 0.100928 0.095834 0.093226 0.090567 35.70 33.23 SG Structured Prods,Inc. 78423A3B6 08/31/11 08/29/31 100.000 VARIES 3.8090 0.103506 0.099887 0.094468 0.092527 0.089528 36.09 33.51 SG Structured Prods,Inc. 78423AA28 11/10/10 11/06/40 100.000 3.632 3.6319 0.100889 0.100889 0.100889 0.100889 0.100889 36.32 36.32 SG Structured Prods,Inc. 78423AC34 12/30/10 12/30/13 100.000 0.000 1.3654 0.038450 0.038712 0.038976 0.039243 13.89 14.04 SG Structured Prods,Inc. 78423AC42 12/31/10 12/31/30 100.000 VARIES 4.1615 0.106444 0.105394 0.104322 0.103229 0.102112 38.13 37.36 SG Structured Prods,Inc. 78423AD90 01/31/11 01/31/31 100.000 VARIES 4.1899 0.111842 0.107202 0.102464 0.097628 0.096861 38.01 35.17 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ SG Structured Prods,Inc. 78423AE99 02/25/11 02/25/26 100.000 VARIES 3.9927 0.106358 0.101716 0.101964 0.102218 0.102476 36.90 36.82 SG Structured Prods,Inc. 78423AF80 02/28/11 02/28/31 100.000 VARIES 4.1578 0.108605 0.101749 0.102375 0.099641 0.100187 37.72 36.59 SG Structured Prods,Inc. 78423AG63 03/18/11 03/18/21 100.000 VARIES 4.1693 0.114756 0.113674 0.113914 0.114160 0.114374 41.03 41.10 SG Structured Prods,Inc. 78423AH62 03/09/11 03/09/16 100.000 0.000 2.4340 0.068436 0.069269 0.070112 0.070965 0.071829 24.97 25.59 SG Structured Prods,Inc. 78423AJ45 03/31/11 03/31/26 100.000 VARIES 3.9820 0.106730 0.102772 0.098734 0.094616 0.093830 36.98 34.36 SG Structured Prods,Inc. 78423AK43 03/31/11 03/31/31* 100.000 VARIES 4.2707 0.114048 0.109366 29.84* SG Structured Prods,Inc. 78423AL75 03/31/11 03/31/31 100.000 VARIES 4.2878 0.112131 0.105006 0.104073 0.103120 0.102146 38.35 37.12 SG Structured Prods,Inc. 78423AM74 04/29/11 08/02/13 100.000 0.000 0.7726 0.021506 0.021589 0.021672 0.021756 7.78 4.59 SG Structured Prods,Inc. 78423AP48 04/29/11 04/29/31 100.000 VARIES 4.1591 0.108114 0.100542 0.099535 0.098507 0.097458 37.03 35.52 SG Structured Prods,Inc. 78423AR20 04/29/11 04/30/26 100.000 VARIES 4.1342 0.111453 0.108015 0.106393 0.104737 0.103047 39.20 37.80 SG Structured Prods,Inc. 78423AR46 04/29/11 04/30/12 100.000 0.000 0.5526 0.015395 1.83 SG Structured Prods,Inc. 78423AT93 05/31/11 05/30/31 100.000 VARIES 4.0970 0.107293 0.100786 0.101066 0.098022 0.098199 37.87 36.24 SG Structured Prods,Inc. 78423AU26 05/31/11 05/30/23 100.000 VARIES 4.1099 0.111289 0.108432 0.110304 0.108580 0.110458 40.17 39.95 SG Structured Prods,Inc. 78423AU75 05/31/11 05/30/31 100.000 VARIES 4.0953 0.108086 0.102423 0.101650 0.097512 0.096556 38.31 36.18 SG Structured Prods,Inc. 78423AU83 05/31/11 05/29/26 100.000 VARIES 4.1202 0.109902 0.105349 0.103610 0.100957 0.101630 39.18 37.26 SG Structured Prods,Inc. 78423AV90 06/17/11 06/16/17 100.000 0.000 2.1964 0.061680 0.062357 0.063042 0.063735 0.064435 22.35 22.84 SG Structured Prods,Inc. 78423AW65 06/30/11 06/30/31 100.000 VARIES 4.0039 0.106497 0.101677 0.099099 0.096469 0.093787 37.46 35.20 SG Structured Prods,Inc. 78423AW73 06/30/11 06/30/31 100.000 VARIES 4.0072 0.104039 0.096803 0.096903 0.093813 0.093802 36.74 34.80 SG Structured Prods,Inc. 78423AW81 06/30/11 06/30/23 100.000 VARIES 3.9769 0.108803 0.107103 0.107395 0.107692 0.107996 38.86 38.72 SG Structured Prods,Inc. 78423AW99 06/30/11 06/30/26 100.000 VARIES 3.9853 0.106195 0.101719 0.102340 0.099603 0.100146 38.04 36.85 SG Structured Prods,Inc. 78423AY55 06/30/11 07/30/12 100.000 0.000 0.4618 0.012833 0.012862 2.69 SG Structured Prods,Inc. 78423AYJ5 08/31/10 08/29/25 100.000 7.380 3.6971 0.096753 0.095876 0.093387 0.091888 0.089348 34.83 33.31 SG Structured Prods,Inc. 78423AYN6 09/30/10 09/30/15 100.000 0.000 1.9321 0.054714 0.055243 0.055777 0.056315 0.056859 19.89 20.28 SG Structured Prods,Inc. 78423AZA3 10/29/10 04/29/16 100.000 0.000 1.7220 0.048663 0.049082 0.049505 0.049931 0.050361 17.65 17.95 SG Structured Prods,Inc. 78423AZY1 11/10/10 11/06/40 100.000 3.632 3.6319 0.100889 0.100889 0.100889 0.100889 0.100889 36.32 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 0.100889 0.100889 36.32 36.32 SG Structured Prods,Inc. 78423EBE3 06/29/12 06/30/32 100.000 VARIES 2.6183 0.072732 0.072718 0.069942 0.067130 0.066248 13.23 24.67 SG Structured Prods,Inc. 78423EBR4 07/31/12 07/30/32 100.000 VARIES 2.2858 0.062115 0.060723 0.057310 9.57 21.68 SG Structured Prods,Inc. 78423ECC6 07/31/12 07/31/32 100.000 VARIES 4.4772 0.013258 0.011690 0.010086 2.00 4.01 SG Structured Prods,Inc. 78423ECE2 08/31/12 08/31/32 100.000 VARIES 2.2189 0.061297 0.057349 0.055269 7.54 20.91 SG Structured Prods,Inc. 78423ECF9 08/31/12 08/31/27 100.000 VARIES 2.2060 0.060941 0.059022 0.059049 7.50 21.66 SG Structured Prods,Inc. 78423ECS1 08/31/12 08/31/32 100.000 VARIES 4.3609 0.009970 0.008836 0.007974 1.23 3.18 SG Structured Prods,Inc. 78423EDB7 09/28/12 09/30/32 100.000 VARIES 3.8997 0.011075 0.011075 0.009937 0.008777 1.03 3.57 SG Structured Prods,Inc. 78423EDJ0 09/28/12 09/30/32 100.000 VARIES 2.1721 0.060337 0.060304 0.057339 0.054342 5.61 20.63 SG Structured prods,Inc. 78423EDN1 10/31/12 10/29/27 100.000 VARIES 2.3465 0.065181 0.062701 0.060177 3.98 22.71 SG Structured Prods,Inc. 78423EDP6 10/31/12 10/29/27 100.000 VARIES 2.3352 0.064869 0.064102 0.063322 3.96 23.12 SG Structured Prods,Inc. 78423EDQ4 10/31/12 10/31/32 100.000 VARIES 3.4706 0.096408 0.095188 0.093948 5.88 34.34 SG Structured Prods,Inc. 78423EEJ9 10/31/12 10/29/32 100.000 VARIES 2.3462 0.065174 0.062694 0.060171 3.98 22.71 SLM Corporation. 78442FCY2 10/01/04 10/01/14 100.000 VARIES 5.0009 0.138376 0.138461 0.138547 0.138636 0.138727 49.85 49.91 SLM Corporation. 78442FEM6 01/27/12 01/25/17 98.942 6.000 6.2498 0.005104 0.005262 0.005426 0.005596 1.73 1.98 Sabine Pass LNG, LP 785583AG0 09/15/08 11/30/16 79.000 7.500 11.5231 62.24 0.063825 0.067502 0.071391 0.075504 0.079855 23.87 26.70 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Sabine Pass LNG, LP 785583AH8 09/15/08 11/30/16 79.000 7.500 11.5231 62.24 0.063825 0.067502 0.071391 0.075504 0.079855 23.87 26.70 Saddle Brook TWP NJ SD 786225GB2 08/23/12 08/15/14 99.381 1.000 1.3180 0.008608 0.008664 0.008721 1.10 3.12 Saddle Brook TWP NJ SD 786225GC0 08/23/12 08/15/15 99.327 1.300 1.5320 0.006159 0.006205 0.006252 .79 2.24 Saddle Brook TWP NJ SD 786225GD8 08/23/12 08/15/16 99.040 1.750 2.0022 0.006473 0.006536 0.006601 .83 2.36 SCH DIST Clair CNTY, IL 788550JJ1 06/15/11 01/01/15 102.478 VARIES 3.4880 0.101179 0.098643 0.098304 0.097960 35.97 35.33 SCH DIST Clair CNTY, IL 788550JK8 06/15/11 01/01/16 103.086 VARIES 3.9878 0.116676 0.113506 0.113139 0.112764 41.43 40.66 SCH DIST Clair CNTY, IL 788550JL6 06/15/11 01/01/17 103.641 VARIES 4.4873 0.132349 0.128483 0.128094 0.127696 46.95 46.04 SCH DIST Clair CNTY, IL 788550JM4 06/15/11 01/01/18 102.758 VARIES 4.9870 0.146221 0.141910 0.141639 0.141361 51.86 50.94 St. Clair CNTY SD#187,IL 788550JQ5 06/20/12 01/01/21 107.017 5.500 N/A 0.131540 0.131512 0.131041 0.130560 25.12 47.09 St.Clair CNTY SD #196,IL 788553GJ8 11/13/12 12/01/13 101.704 0.000 1.1898 0.033616 0.033636 0.033836 1.61 11.14 St.Clair CNTY SD #196,IL 788553GK5 11/13/12 12/01/14 102.810 VARIES 1.3941 0.039814 0.039842 0.040119 0.039245 1.91 14.38 St.Clair CNTY SD #196,IL 788553GL3 11/13/12 12/01/15 103.202 VARIES 1.5459 0.044318 0.044352 0.044695 0.043831 2.13 16.01 San Luis Obispo County 798703AQ7 07/02/03 09/01/18 45.439 0.000 5.2695 252.64 0.101706 0.104386 0.107136 0.109959 0.112856 37.75 39.76 San Luis Obispo County 798703AR5 07/02/03 09/01/19 42.462 0.000 5.3695 241.58 0.097620 0.100241 0.102932 0.105696 0.108533 36.25 38.23 San Luis Obispo County 798703AS3 07/02/03 09/01/20 39.603 0.000 5.4695 230.48 0.093484 0.096040 0.098667 0.101365 0.104137 34.74 36.66 San Luis Obispo County 798703AT1 07/02/03 09/01/21 37.061 0.000 5.5395 219.10 0.089097 0.091565 0.094101 0.096708 0.099386 33.12 34.98 San Luis Obispo County 798703AU8 07/02/03 09/01/22 34.700 0.000 5.5995 207.89 0.084727 0.087099 0.089538 0.092045 0.094622 31.51 33.30 San Luis Obispo County 798703AV6 07/02/03 09/01/23 32.578 0.000 5.6397 196.91 0.080372 0.082639 0.084969 0.087365 0.089829 29.89 31.60 San Luis Obispo County 798703AW4 07/02/03 09/01/24 30.563 0.000 5.6796 186.35 0.076177 0.078341 0.080565 0.082853 0.085206 28.34 29.97 San Luis Obispo County 798703AX2 07/02/03 09/01/25 28.774 0.000 5.6997 176.21 0.072085 0.074140 0.076253 0.078426 0.080661 26.82 28.37 San Luis Obispo County 798703AY0 07/02/03 09/01/26 27.018 0.000 5.7297 166.54 0.068206 0.070160 0.072170 0.074237 0.076364 25.38 26.86 San Luis Obispo County 798703AZ7 07/02/03 09/01/27 25.534 0.000 5.7297 157.39 0.064459 0.066306 0.068206 0.070160 0.072170 23.99 25.38 San Luis Obispo County 798703BA1 07/02/03 09/01/28 24.132 0.000 5.7296 148.75 0.060919 0.062664 0.064459 0.066306 0.068205 22.67 23.99 San Luis Obispo County 798703BB9 07/02/03 09/01/29 22.806 0.000 5.7297 140.58 0.057573 0.059222 0.060919 0.062664 0.064459 21.42 22.67 San Luis Obispo County 798703BC7 07/02/03 09/01/30 21.553 0.000 5.7298 132.86 0.054411 0.055969 0.057573 0.059222 0.060919 20.25 21.42 Service Master, Co. 81760NAE9 07/24/08 07/15/15* 97.266 10.750 11.3274 0.308934 0.309518 0.310136 77.10* Service Master, Co. 81760NAF6 07/24/08 07/15/15* 97.266 10.750 11.3274 0.308934 0.309518 0.310136 77.10* Service Master, Co. 81760NAG4 07/24/08 07/15/15* 97.266 10.750 11.3274 0.308934 0.309518 0.310136 77.10* Shelby CNTYS, SD #21, IL 821510AQ7 06/08/10 12/01/12 106.675 VARIES 2.4625 0.070277 0.069346 23.02 Shelby CNTYS, SD #21, IL 821510AR5 06/08/10 12/01/13 107.980 VARIES 2.9663 0.086265 0.085319 0.084360 0.083386 30.83 27.66 Shelby CNTYS, SD #21, IL 821510AS3 06/08/10 12/01/14 108.333 VARIES 3.4682 0.101873 0.100990 0.100092 0.099179 0.098249 36.46 35.81 Silgan Holdings Inc. 827048AM1 05/12/09 08/15/16* 97.280 7.250 7.7468 8.21 0.009438 0.009803 .94* Sinclair Broadcast Group 829226AS8 05/20/03 07/15/18 100.000 VARIES 9.2480 0.393021 0.407992 0.423654 0.439967 0.457035 149.27 160.99 Sinclair Broadcast Group 829226AU3 05/20/03 07/15/18 100.000 VARIES 9.2480 0.393021 0.407992 0.423654 0.439967 0.457035 149.27 160.99 Sinclair Broadcast Group 829226AW9 05/10/07 05/15/27 100.000 VARIES 7.7902 0.271215 0.278533 0.286136 0.294036 0.302243 99.64 105.17 SG Structured Prods,Inc. 83367TAK5 08/07/12 08/07/15 100.000 VARIES 2.4728 0.014801 0.014448 0.014091 2.13 5.16 SG Structured Prods,Inc. 83367TAM1 08/30/12 08/30/27 100.000 VARIES 4.2251 0.116075 0.114086 0.113321 14.39 41.66 SG Structured Prods,Inc. 83367TAN9 09/28/12 09/28/27 100.000 VARIES 4.2451 0.117920 0.115706 0.113445 10.97 41.64 SG Structured prods,Inc. 83368WAC5 10/31/12 10/29/27 100.000 VARIES 3.3528 0.093134 0.092317 0.091483 5.68 33.28 Solectron Corporation 834182AK3 05/08/00 05/08/20 57.912 0.000 2.7499 216.91 0.060562 0.061395 0.062239 0.063095 0.063962 22.04 22.65 Solo Cup Company 83427BAA4 07/02/09 11/01/13* 97.928 10.500 11.1154 10.77 0.013769 0.014534 1.94* ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Southern CMNTY CAP II 842633208 12/31/10 12/31/33 100.000 7.950 7.9499 0.238739 0.248228 0.258095 0.268355 0.279022 87.67 94.78 Sovereign Bancorp, Inc. 846048205 02/26/04 03/01/34 100.000 VARIES 7.4512 0.269596 0.275113 0.280835 0.286770 0.292926 99.40 103.62 Spartan Stores, Inc. 846822AD6 05/29/07 05/15/27 100.000 VARIES 8.2501 0.287992 0.296004 0.304347 0.313035 0.322080 105.87 111.94 Spartan Stores, Inc. 846822AE4 05/29/07 05/15/27 100.000 VARIES 8.2501 0.287992 0.296004 0.304347 0.313035 0.322080 105.87 111.94 Spectrum Brands, Inc. 84762LAE5 08/28/09 08/28/19* 86.000 12.000 N/A 0.380854 0.384467 90.91* Spirit Aerosystems, Inc. 85205TAA8 09/30/09 10/01/17 97.804 7.500 7.8750 4.88 0.006555 0.006813 0.007081 0.007360 0.007650 2.45 2.65 Spirit Aerosystems, Inc. 85205TAB6 09/30/09 10/01/17 97.804 7.500 7.8750 4.88 0.006555 0.006813 0.007081 0.007360 0.007650 2.45 2.65 St. Clair CNTY SD#522,IL 85227XCT0 07/01/10 12/01/12 100.590 VARIES 1.7284 0.048137 0.048075 15.87 St. Clair CNTY SD#522,IL 85227XCU7 07/01/10 12/01/13 100.650 VARIES 2.2805 0.063599 0.063538 0.063475 0.063412 22.88 20.94 St. Clair CNTY SD#522,IL 85227XCV5 07/01/10 12/01/14 101.031 VARIES 2.7378 0.076621 0.076529 0.076436 0.076341 0.076245 27.56 27.49 St. Clair CNTY SD#522,IL 85227XCW3 07/01/10 12/01/15 100.491 VARIES 3.1869 0.088900 0.088856 0.088811 0.088765 0.088719 31.99 31.96 Stephenson Ogle ETC CNTY 859103CF8 11/04/09 01/01/13 99.722 VARIES 2.9892 0.082962 0.082998 29.87 Stephenson Ogle ETC CNTY 859103CG6 11/04/09 01/01/14 103.872 VARIES 3.4851 0.098693 0.098235 0.097768 0.097294 35.45 35.11 Stephenson Ogle ETC CNTY 859103CH4 11/04/09 01/01/15 102.111 VARIES 3.9859 0.112159 0.111931 0.111698 0.111461 40.34 40.17 STMicroelectronics N.V. 861012AF9 02/23/06 02/23/16* 100.000 0.000 N/A 0.045235 0.045574 5.86* Sunsource, Inc. 867948AA9 09/30/97 09/30/27 110.000 11.600 10.4989 0.316273 0.315961 0.315632 0.315286 0.314922 113.74 113.50 Symbion, Inc. 871507AE9 06/14/11 06/15/16 98.492 8.000 8.3751 1.37 0.007204 0.007505 0.007820 0.008147 0.008488 2.66 2.88 Symbion, Inc. 871507AG4 06/14/11 06/15/16 98.492 8.000 8.3751 1.37 0.007204 0.007505 0.007820 0.008147 0.008488 2.66 2.88 Synovus Financial Corp. 87161C204 05/04/10 05/15/13 100.000 13.000 N/A 0.181147 0.118881 0.052502 48.09 7.04 Synovus Financial Corp. 87161C303 05/04/10 05/15/13 100.000 13.000 N/A 0.181147 0.118881 0.052502 48.09 7.04 Tabletop Holdings, Inc. 87336NAA9 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340269 0.340268 0.340268 0.340267 0.340267 122.50 122.50 Tabletop Holdings, Inc. 87336NAB7 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340269 0.340268 0.340268 0.340267 0.340267 122.50 122.50 Tazewell CNTY SD#102, IL 877741BX5 04/07/10 12/01/13 100.040 VARIES 2.3840 0.066244 0.066239 0.066234 0.066229 23.85 21.86 Tenet Healthcare Corp. 88033GBD1 03/03/09 05/01/15* 89.500 9.000 11.4189 39.51 0.045554 0.048155 5.51* Tenet Healthcare Corp. 88033GBE9 03/03/09 05/01/15* 89.500 9.000 11.4189 39.51 0.045554 0.048155 5.51* Tenet Healthcare Corp. 88033GBF6 03/03/09 05/01/18 89.500 10.000 11.9135 21.59 0.025053 0.026546 0.028127 0.029802 0.031577 9.47 10.63 Tenet Healthcare Corp. 88033GBG4 03/03/09 05/01/18 89.500 10.000 11.9135 21.59 0.025053 0.026546 0.028127 0.029802 0.031577 9.47 10.63 Tenet Healthcare Corp. 88033GBH2 06/15/09 07/01/19 95.229 8.875 9.6265 8.21 0.010314 0.010810 0.011330 0.011876 3.80 4.18 Tenet Healthcare Corp. 88033GBJ8 06/15/09 07/01/19 95.229 8.875 9.6265 8.21 0.010314 0.010810 0.011330 0.011876 3.80 4.18 Terex Corporation 880779AW3 06/03/09 06/01/16* 97.633 10.875 11.3747 6.69 0.008438 0.008918 2.31* Tesoro Corporation 881609AW1 06/05/09 06/01/19 96.172 9.750 10.3745 6.52 0.008125 0.008546 0.008989 0.009456 0.009946 3.03 3.35 Thermwood Corporation 883672AC1 04/27/99 04/27/14 45.454 12.000 27.1328 297.21 0.222520 0.252708 0.286992 0.325926 0.370143 89.67 115.65 Time Warner Inc. 887315AZ2 01/17/96 01/15/36 17.038 VARIES 8.8000 0.158168 0.165128 0.172393 0.179979 0.187898 60.55 66.00 Toll Brothers Finance 88947EAL4 09/11/12 09/15/32 100.000 VARIES 5.9844 0.166236 0.166337 0.170899 0.175597 18.30 61.68 Toll Brothers Finance 88947EAM2 09/11/12 09/15/32 100.000 VARIES 5.9844 0.166236 0.166337 0.170899 0.175597 18.30 61.68 Toyota Motor Credit Corp 89233PA22 12/12/06 12/12/16 100.000 0.000 4.9609 0.176067 0.180434 0.184910 0.189496 0.194197 64.34 67.57 Toyota Motor Credit Corp 89233PA97 01/18/07 01/20/37* 13.723 0.000 6.7298 53.25 0.034568 0.035731 7.02* Toyota Motor Credit Corp 89233PU79 03/28/08 03/28/38 24.099 0.000 4.8000 47.05 0.037935 0.038845 0.039778 0.040732 0.041710 13.99 14.67 Toyota Motor Credit Corp 89233PZQ2 10/24/06 10/24/16 100.000 VARIES 6.2020 0.163241 0.164026 0.164835 0.165669 0.166529 59.01 59.60 Toyota Motor Credit Corp 89233PZU3 11/29/06 11/29/13 100.000 0.500 5.0554 0.176308 0.180414 0.184623 0.188939 64.48 61.33 Transportadora Gas Norte 893871AS2 08/22/12 08/22/19 25.000 VARIES N/A 0.208187 0.230551 0.265110 0.304848 27.09 89.29 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Transportadora Gas Norte 893871AZ6 08/22/12 08/22/19 25.000 VARIES N/A 0.208187 0.230551 0.265110 0.304848 27.09 89.29 Trenton, City of 895130J78 03/13/03 04/01/12 64.697 0.000 4.8697 341.14 0.132054 11.88 Trenton, City of 895130J86 03/13/03 04/01/13 60.578 0.000 5.0498 333.86 0.130163 0.133450 0.136819 48.05 12.31 Trenton, City of 895130J94 03/13/03 04/01/14 56.464 0.000 5.2397 325.57 0.127894 0.131244 0.134683 0.138211 0.141832 47.26 49.76 Trenton, City of 895130K27 03/13/03 04/01/15 52.558 0.000 5.4098 315.23 0.124664 0.128036 0.131499 0.135056 0.138709 46.10 48.63 Trenton, City of 895130K35 03/13/03 04/01/22 31.423 0.000 6.1698 222.25 0.090547 0.093340 0.096220 0.099188 0.102248 33.61 35.72 Trinity Industries, Inc. 896522AF6 06/07/06 06/01/36 100.000 VARIES 8.5854 0.315110 0.324017 0.333305 0.342992 0.353095 115.59 122.33 UBS AG 90261J533 02/13/07 05/14/12 100.000 0.000 5.1800 0.181439 24.31 UBS AG 90261JEJ8 10/29/09 10/29/24* 100.000 VARIES 4.7011 0.117067 0.114718 34.46* UBS AG 90261JER0 10/30/09 10/29/12 100.000 0.000 2.8210 0.082873 0.084042 24.91 UBS AG 90261JFX6 08/06/10 08/06/25* 100.000 VARIES 4.7391 0.127616 0.125531 15.89* UBS AG 90261JGA5 10/14/10 10/14/25* 100.000 VARIES 3.8934 0.105595 0.104278 29.65* UBS AG 90261JGE7 11/24/10 11/24/25* 100.000 VARIES 4.2920 0.116158 0.114576 26.92* UBS AG 90261JGR8 03/25/11 03/25/21 100.000 VARIES 4.6496 0.129802 0.130463 0.131138 0.131830 0.131875 46.98 47.41 UBS AG 90261JHP1 09/21/11 09/21/21 100.000 VARIES 2.4224 0.067289 0.066422 0.065544 0.065632 0.065720 23.89 23.63 UBS AG 90261JHQ9 09/23/11 09/23/19 100.000 VARIES 2.3047 0.005410 0.005012 0.004608 0.004661 0.004715 1.80 1.68 UBS AG 90261JHS5 09/29/11 09/29/21 100.000 VARIES 2.5378 0.011607 0.010436 0.009250 0.009367 0.009486 3.75 3.37 UBS AG 90261KFS4 10/31/03 01/31/12 100.000 0.000 4.3914 0.170817 4.95 UBS AG 90261KHL7 03/31/04 01/03/12 100.000 0.000 3.7505 0.136442 .27 UBS AG 90261KJE1 10/29/04 11/07/12 100.000 2.810 4.0782 0.123463 0.123054 38.32 UBS AG 90261XCT7 01/12/07 01/12/47* 7.389 0.000 6.6201 28.24 0.018215 0.018818 3.59* UBS AG 90261XDU3 07/20/07 07/20/27 100.000 VARIES 5.7801 0.134792 0.131269 0.127643 0.125095 0.122473 46.74 44.66 UBS AG 90261XEE8 10/09/07 10/09/37* 12.693 0.000 7.0001 42.88 0.032501 0.033638 9.24* UBS AG 90261XEU2 03/06/08 03/06/18 100.000 VARIES 4.6051 0.123105 0.122486 0.122149 0.121804 0.121734 44.10 43.86 UBS AG 90265G659 06/10/09 06/11/12 100.000 0.000 4.9453 0.155238 24.84 UBS AG 90265G691 06/23/09 06/25/12 100.000 0.000 4.5858 0.142712 24.83 UBS AG 902669233 11/30/10 11/30/12 100.000 0.000 0.7458 0.020872 0.020950 6.88 UBS AG 902669258 01/31/11 01/31/13 100.000 0.000 0.6468 0.018026 0.018085 0.018143 6.52 .53 Union CNTY SD #531, IL 904842CU3 05/17/11 12/01/16 99.662 VARIES 3.6779 0.103840 0.105750 0.101871 0.101906 0.101941 37.67 36.68 Union CNTY SD #531, IL 904842CV1 05/17/11 12/01/17 108.762 VARIES 4.1179 0.127176 0.129794 0.122235 0.121520 0.120791 46.11 43.83 Union CNTY SD #531, IL 904842CW9 05/17/11 12/01/18 107.234 VARIES 4.3707 0.133264 0.136176 0.128578 0.128049 0.127508 48.36 46.16 Union City, NJ 905734MC0 02/07/07 11/01/13 69.720 0.000 5.4276 209.36 0.135456 0.139132 0.142907 0.146786 49.87 43.57 Union City, NJ 905734MD8 02/07/07 11/01/14 65.880 0.000 5.4688 199.51 0.129210 0.132743 0.136373 0.140102 0.143933 47.58 50.22 Union City, NJ 905734ME6 02/07/07 11/01/15 62.150 0.000 5.5197 190.19 0.123319 0.126722 0.130220 0.133813 0.137507 45.42 47.96 Union City, NJ 905734MF3 02/07/07 11/01/16 58.640 0.000 5.5586 180.87 0.117384 0.120647 0.124000 0.127446 0.130988 43.24 45.68 Union City, NJ 905734MG1 02/07/07 11/01/17 55.340 0.000 5.5882 171.71 0.111520 0.114636 0.117839 0.121132 0.124517 41.09 43.42 Unisys Corporation 909214BM9 07/31/09 10/15/14* 83.461 12.750 17.7426 59.37 0.081916 0.089183 22.69* Unisys Corporation 909214BN7 07/31/09 09/15/15* 80.450 14.250 19.9112 52.11 0.072790 4.44* United Refining Co. 911358AJ8 03/08/11 02/28/18 96.444 10.500 11.2489 2.91 0.010102 0.010555 0.011333 0.011775 0.012644 3.93 4.38 United Refining Co. 911358AK5 03/08/11 02/28/18 96.444 10.500 11.2489 2.91 0.010102 0.010555 0.011333 0.011775 0.012644 3.93 4.38 United Technologies Corp 913017AR0 11/13/89 11/15/19 98.974 8.875 8.9741 4.75 0.001350 0.001395 0.001482 0.001523 0.001618 .51 .55 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Univ of NC-Chap Hill 914713KT8 08/14/91 02/15/12 16.000 0.000 9.1409 829.32 0.242816 10.68 Univ of NC-Chap Hill 914713KU5 08/14/91 02/15/13 14.000 0.000 9.3557 762.65 0.226574 0.237173 0.248268 86.42 10.92 Univ of NC-Chap Hill 914713KV3 08/14/91 02/15/14 13.000 0.000 9.2751 695.12 0.205390 0.214915 0.224882 0.235311 0.246224 78.31 85.74 Univ of NC-Chap Hill 914713KW1 08/14/91 02/15/15 12.000 0.000 9.2278 634.67 0.186927 0.195552 0.204574 0.214013 0.223888 71.25 77.97 Uruguay, Republic 917288AT9 05/29/03 03/25/14 76.000 7.875 11.8705 163.68 0.083190 0.088128 0.093358 0.098900 0.104770 31.81 35.70 Uruguay, Republic 917288AU6 05/29/03 05/04/14 73.000 7.250 11.6875 181.43 0.092792 0.098214 0.103954 0.110029 0.116459 35.02 39.23 Uruguay, Republic 917288AV4 05/29/03 06/22/15 76.000 8.750 12.6875 132.07 0.071111 0.075623 0.080420 0.085522 0.090947 26.50 29.96 Uruguay, Republic 917288AX0 05/29/03 01/20/17 73.000 7.625 11.6165 120.63 0.059584 0.063044 0.066706 0.070581 0.074680 23.22 26.00 Uruguay, Republic 917288AZ5 05/29/03 03/15/15 71.500 7.500 12.0979 165.86 0.084668 0.089789 0.095220 0.100980 0.107089 32.52 36.57 Uruguay, Republic 917288BA9 05/29/03 01/15/33 100.000 7.875 N/A 0.133835 0.134491 0.135187 0.135928 0.136714 48.52 49.05 Utah ST Charter SCH FIN 91754TCN1 12/21/10 07/15/15 98.130 8.000 8.5025 3.62 0.010005 0.010431 0.010874 0.011336 0.011818 3.82 4.15 Utah Charter School 91754TDG5 05/10/11 05/15/14 97.408 8.000 9.0009 4.98 0.022311 0.023315 0.024364 0.025461 0.026607 8.31 9.07 Ventas Realty LP 92276MAU9 04/13/09 06/01/16* 84.250 6.500 9.5994 48.05 0.056459 3.73* Vermilion & Edg Cntys IL 923439CR2 07/07/04 12/01/12 102.910 VARIES 6.0085 0.167528 0.167221 55.23 Vermilion & Edg Cntys IL 923439CS0 07/07/04 12/01/13 103.470 VARIES 6.1103 0.171116 0.170786 0.170445 0.170093 61.52 56.18 Vermilion & Edg Cntys IL 923439CT8 07/07/04 12/01/14 103.682 VARIES 6.2118 0.174592 0.174277 0.173953 0.173618 0.173273 62.78 62.54 VeriSign, Inc. 92343EAC6 08/20/07 08/15/37 100.000 VARIES 8.5008 0.293543 0.302182 0.311189 0.320579 0.330368 109.63 116.33 VeriSign, Inc. 92343EAD4 08/20/07 08/15/37 100.000 VARIES 8.5008 0.293543 0.302182 0.311189 0.320579 0.330368 109.63 116.33 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 0.150483 0.150047 49.58 Virgin Media Finance PLC 92769VAA7 06/03/09 08/15/16* 95.574 9.500 10.3878 12.32 0.014864 0.015636 0.016448 5.18* Viginia Pub School Auth 92817SPA0 11/13/09 09/15/26 90.643 6.050 7.0049 6.78 0.009444 0.009775 0.010117 0.010472 0.010839 3.53 3.78 WMG Acquisition Corp. 92933BAA2 05/28/09 06/15/16 96.289 9.500 10.2522 10.74 0.013325 0.014009 0.014727 0.015482 0.016275 4.94 5.46 Wachovia Corporation 929903664 07/03/06 04/30/12 100.000 0.000 5.7522 0.216171 25.72 Wachovia Corporation 929903BB7 02/09/06 02/15/12 100.000 0.000 4.8130 0.173806 7.65 Wachovia Corporation 929903BC5 02/09/06 02/15/12 100.000 2.000 4.8189 0.157386 6.92 Walter Industries, Inc. 93317QAB1 04/20/04 05/01/24 100.000 VARIES 7.7498 0.301151 0.308245 0.315615 0.323270 0.331168 110.56 115.93 Walter Industries, Inc. 93317QAC9 04/20/04 05/01/24 100.000 VARIES 7.7498 0.301151 0.308245 0.315615 0.323270 0.331168 110.56 115.93 Wells Fargo & Company 949746FW6 05/25/04 10/25/12 100.000 2.350 5.3000 0.186069 0.189270 55.28 Wells Fargo & Company 94986RBC4 11/05/10 05/06/16 100.000 0.000 1.7322 0.048957 0.049381 0.049808 0.050240 0.050675 17.75 18.06 Wells Fargo & Company 94986RBH3 11/05/10 11/05/17 100.000 VARIES 2.5030 0.070485 0.070910 0.071340 0.071631 0.071925 25.50 25.77 Wells Fargo & Company 94986RBP5 12/07/10 12/07/16 100.000 0.000 2.2309 0.063360 0.064067 0.064781 0.065504 0.066235 22.97 23.49 Wells Fargo & Company 94986RBQ3 12/07/10 06/07/17 100.000 0.000 2.4501 0.069738 0.070593 0.071457 0.072333 0.073219 25.30 25.92 Wells Fargo & Company 94986RBY6 01/05/11 01/06/17 100.000 0.000 2.6501 0.074596 0.075584 0.076586 0.077601 0.078629 27.38 28.11 Wells Fargo & Company 94986RBZ3 01/05/11 07/07/17 100.000 0.000 2.7699 0.078021 0.079102 0.080197 0.081308 0.082434 28.66 29.46 Wells Fargo & Company 94986RCG4 02/07/11 02/07/17 100.000 1.250 2.5699 0.071858 0.072335 0.072819 0.073308 0.073804 26.09 26.44 Wells Fargo & Company 94986RCP4 02/07/11 02/07/18 100.000 1.500 2.9500 0.082539 0.083142 0.083753 0.084374 0.085004 30.00 30.44 Wells Fargo & Company 94986RCW9 03/07/11 03/07/17 100.000 1.250 2.5500 0.071294 0.071760 0.072233 0.072711 0.073195 25.86 26.20 Wells Fargo & Company 94986RDD0 03/31/11 03/31/21 100.000 VARIES 4.1708 0.115957 0.116058 0.116161 0.116266 0.116273 41.78 41.85 Wells Fargo & Company 94986RDL2 04/29/11 04/30/21 100.000 VARIES 4.3018 0.119678 0.119862 0.120050 0.120242 0.120267 43.14 43.27 Wells Fargo & Company 94986RDU2 06/07/11 06/07/17 100.000 0.000 2.3099 0.064907 0.065656 0.066415 0.067182 0.067958 23.54 24.08 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Wells Fargo & Company 94986RDV0 05/31/11 05/28/21 100.000 VARIES 4.1140 0.114627 0.114985 0.115351 0.115724 0.115915 41.35 41.61 Wells Fargo & Company 94986RDX6 07/06/11 01/08/18 100.000 0.000 1.9900 0.055285 0.055835 0.056391 0.056952 0.057519 20.19 20.60 Wells Fargo & Company 94986REQ0 08/05/11 02/07/18 100.000 0.000 2.4202 0.067239 0.068053 0.068876 0.069710 0.070553 24.59 25.19 Wells Fargo & Company 94986RFA4 09/08/11 03/07/18 100.000 0.000 2.2999 0.063889 0.064620 0.065363 0.066114 0.066875 23.30 23.84 Wells Fargo & Company 94986RFL0 10/05/11 10/05/18 100.000 0.000 2.4700 0.068611 0.069459 0.070317 0.071185 0.072064 25.00 25.62 Wells Fargo & Company 94986RFS5 10/05/11 04/06/18 100.000 0.000 2.3000 0.063894 0.064629 0.065372 0.066124 0.066884 23.26 23.80 Wells Fargo & Company 94986RFX4 11/08/11 05/07/18 100.000 0.000 2.3199 0.064444 0.065187 0.065944 0.066708 0.067482 23.41 23.96 Wells Fargo & Company 94986RGE5 12/07/11 06/07/18 100.000 0.000 2.3299 0.064722 0.065476 0.066238 0.067010 0.067791 23.47 24.02 Wells Fargo & Company 94986RGS4 01/04/12 07/06/18 100.000 0.000 2.3699 0.065831 0.065840 0.066620 0.067409 0.068208 23.64 24.40 Wells Fargo & Company 94986RHA2 02/07/12 08/07/18 100.000 0.000 2.0501 0.056948 0.057532 0.058121 0.058717 18.54 20.99 Wells Fargo & Company 94986RHB0 01/27/12 01/27/17 100.000 VARIES 1.6991 0.001568 0.016086 0.015562 0.015034 0.015161 5.29 5.45 Wells Fargo & Company 94986RHC8 01/27/12 01/28/19 100.000 VARIES 1.7471 0.016336 0.016334 0.015999 0.015661 0.015319 5.40 5.59 Wells Fargo & Company 94986RHG9 03/07/12 09/10/18 100.000 0.000 1.9799 0.054997 0.055007 0.055551 0.056101 0.056656 16.23 20.22 Wells Fargo & Company 94986RHH7 02/15/12 02/15/17 100.000 VARIES 1.4532 0.011035 0.010726 0.010414 0.010490 3.45 3.77 Wells Fargo & Company 94986RHM6 03/07/12 09/08/16 100.000 0.000 1.0799 0.029997 0.029998 0.030160 0.030323 0.030487 8.84 10.92 Wells Fargo & Company 94986RHQ7 03/05/12 03/05/19 100.000 VARIES 1.4012 0.011090 0.011086 0.010719 0.010706 3.35 3.93 Wells Fargo & Company 94986RHR5 03/07/12 09/10/18 100.000 0.000 2.1000 0.058333 0.058344 0.058956 0.059575 0.060201 17.22 21.47 Wells Fargo & Company 94986RHX2 04/04/12 10/05/18 100.000 0.000 1.9801 0.055003 0.055006 0.055551 0.056101 0.056656 14.73 20.19 Wells Fargo & Company 94986RHY0 04/04/12 10/07/16 100.000 0.000 1.1500 0.031946 0.031949 0.032133 0.032318 0.032503 8.55 11.63 Wells Fargo & Company 94986RHZ7 03/21/12 03/21/19 100.000 VARIES 1.3789 0.011249 0.011064 0.010878 0.010691 3.13 3.91 Wells Fargo & Company 94986RJK8 04/24/12 04/24/19 100.000 VARIES 1.3828 0.011579 0.011388 0.011196 0.011002 2.85 4.04 Wells Fargo & Company 94986RJR3 06/07/12 12/07/18 100.000 0.000 1.9898 0.055274 0.055824 0.056379 0.056940 11.29 20.22 Wells Fargo & Company 94986RJW2 05/29/12 05/29/19 100.000 0.000 2.2699 0.063055 0.063771 0.064494 0.065226 13.39 23.13 Wells Fargo & Company 94986RKE0 07/05/12 07/08/19 100.000 0.000 1.8098 0.050274 0.050282 0.050737 0.051196 8.85 18.34 Wells Fargo & Company 94986RKN0 08/07/12 08/07/19 100.000 0.000 1.6999 0.047221 0.047622 0.048027 6.80 17.19 Wells Fargo & Company 94986RKY6 08/17/12 08/19/19 100.000 VARIES 1.2319 0.008200 0.008198 0.008078 0.007956 1.10 2.90 Wells Fargo & Company 94986RLH2 09/21/12 09/23/19 100.000 VARIES 1.1737 0.008186 0.008185 0.008070 0.007954 .82 2.90 Wells Fargo & Company 94986RLK5 10/03/12 10/07/19 100.000 0.000 1.5699 0.043610 0.043618 0.043960 0.044305 3.84 15.82 Wells Fargo & Company 94986RLM1 10/03/12 10/07/19 100.000 0.000 1.7300 0.048057 0.048066 0.048482 0.048901 4.23 17.45 Wells Fargo & Company 94986RLR0 10/03/12 10/03/22 100.000 VARIES 1.2945 0.012095 0.011801 0.011505 1.06 4.25 Wells Fargo & Company 94986RLU3 11/07/12 11/07/19 100.000 0.000 1.7201 0.047782 0.048193 0.048608 2.58 17.32 Wells Fargo & Company 94986RLV1 10/19/12 10/19/20 100.000 VARIES 1.1744 0.009707 0.009544 0.009380 .70 3.44 Wells Fargo & Company 94986RLY5 11/07/12 11/07/22 100.000 VARIES 1.1530 0.009446 0.009154 0.008861 .51 3.32 Wells Fargo & Company 94986RMD0 11/16/12 11/16/20 100.000 VARIES 1.0417 0.007809 0.007536 0.007262 .35 2.74 Wells Fargo & Company 94986RMF5 12/07/12 12/06/19 100.000 0.000 1.6200 0.045001 0.045363 0.045731 1.08 16.28 Wendy's Restaurants, LLC 95058TAA5 06/23/09 07/15/16* 97.533 10.000 10.5034 6.86 0.008382 0.008822 1.71* Wendy's Restaurants, LLC 95058TAB3 06/23/09 07/15/16* 97.533 10.000 10.5034 6.86 0.008382 0.008822 1.71* Wesco International,Inc. 95082PAF2 11/02/06 11/15/26* 100.000 VARIES N/A 0.306355 .61* Wesco International,Inc. 95082PAG0 11/02/06 11/15/26* 100.000 VARIES N/A 0.306355 .61* Wesco International,Inc. 95082PAH8 08/27/09 09/15/29 100.000 VARIES 13.8738 0.454670 0.474648 0.496013 0.518859 0.543290 171.66 187.69 Westmoreland Coal Co. 960887AA5 02/04/11 02/01/18 95.000 10.750 11.8206 4.47 0.014098 0.014931 0.015814 0.016749 0.017738 5.48 6.15 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Westmoreland Coal Co. 960887AB3 02/04/11 02/01/18 95.000 10.750 11.8206 4.47 0.014098 0.014931 0.015814 0.016749 0.017738 5.48 6.15 White CNTYS SD #533, IL 963806DF8 08/04/10 12/01/14 109.473 VARIES 3.1287 0.092768 0.091829 0.090876 0.089907 0.088924 33.17 32.48 White CNTYS SD #533, IL 963806DG6 08/04/10 12/01/15 108.920 VARIES 3.6292 0.107775 0.106959 0.106127 0.105281 0.104419 38.60 38.00 White CNTYS SD #533, IL 963806DH4 08/04/10 12/01/16 108.932 VARIES 3.8808 0.115665 0.114945 0.114211 0.113462 0.112699 41.47 40.94 White CNTYS SD #533, IL 963806DJ0 08/04/10 12/01/17 108.163 VARIES 4.1816 0.124210 0.123613 0.123003 0.122381 0.121745 44.57 44.13 White CNTYS SD #533, IL 963806DK7 08/04/10 12/01/18 105.851 VARIES 4.6311 0.135261 0.134855 0.134440 0.134016 0.133581 48.60 48.30 White CNTYS SD #533, IL 963806DL5 08/04/10 12/01/19 102.631 VARIES 4.8822 0.138888 0.138718 0.138545 0.138367 0.138184 49.96 49.83 Whiteside CNTY SD #14,IL 965790AP3 06/16/11 12/01/12 104.497 0.000 2.4338 0.071435 0.072305 23.73 Whiteside CNTY SD #14,IL 965790AQ1 06/16/11 12/01/13* 106.721 VARIES 2.7060 0.081216 0.082315 0.077227 27.15* Wild Oats Markets, Inc. 96808BAA5 05/25/04 05/15/34 100.000 VARIES 8.2511 0.347409 0.360950 0.375051 0.389732 0.405020 128.78 139.04 Wild Oats Markets, Inc. 96808BAB3 05/25/04 05/15/34 100.000 VARIES 8.2511 0.347409 0.360950 0.375051 0.389732 0.405020 128.78 139.04 Will & Kankakee IL 207-U 968631ML2 06/23/10 10/01/12 100.833 VARIES 2.8790 0.080263 0.080119 21.65 Will County SD #88, IL 968794ED5 03/03/09 10/01/28 93.191 5.500 N/A 0.012198 0.012587 0.012169 0.012557 0.012138 4.46 4.45 Will County SD #122, IL 968852FG3 11/19/97 11/01/16 23.888 0.000 7.6998 455.31 0.146594 0.152238 0.158099 0.164186 0.170507 54.48 58.76 Will County SD #122, IL 968852FH1 11/19/97 11/01/17 22.150 0.000 7.6997 422.17 0.135926 0.141159 0.146593 0.152237 0.158098 50.52 54.48 Will County SD #122, IL 968852TN3 03/15/07 10/01/25 34.635 0.000 5.7999 109.29 0.072359 0.074458 0.076617 0.078839 0.081125 26.81 28.39 Will County SD #122, IL 968852TP8 03/15/07 10/01/26 32.402 0.000 5.8498 103.24 0.068427 0.070428 0.072488 0.074608 0.076790 25.36 26.86 Will County SD #122, IL 968852WL3 04/02/09 10/01/23 92.349 5.250 6.0500 9.92 0.010869 0.011198 0.011537 0.011886 0.012245 4.03 4.28 Will County SD #122, IL 968852WM1 04/02/09 10/01/28 24.364 0.000 7.3750 53.68 0.059808 0.062014 0.064300 0.066672 0.069130 22.33 24.01 Will County SD #365, IL 969078QM9 03/17/09 11/01/27 23.731 0.000 7.8743 57.13 0.063569 0.066071 0.068673 0.071377 0.074187 23.64 25.54 Will County SD #365, IL 969078QN7 03/17/09 11/01/28 21.864 0.000 7.8992 52.81 0.058790 0.061112 0.063526 0.066035 0.068643 21.87 23.63 Woodford CNTY SD #60, IL 979319AX8 07/02/10 12/01/12 105.490 VARIES 2.3712 0.067407 0.066642 22.11 Woodford CNTY SD #60, IL 979319AY6 07/02/10 12/01/13 106.305 VARIES 2.8744 0.082890 0.082145 0.081390 0.080623 29.66 26.72 Woodford CNTY SD #60, IL 979319AZ3 07/02/10 12/01/14 106.517 VARIES 3.3754 0.098074 0.097386 0.096685 0.095973 0.095248 35.14 34.64 Woodford CNTY SD #60, IL 979319BA7 07/02/10 12/01/15 107.046 VARIES 3.7759 0.110577 0.109912 0.109233 0.108542 0.107838 39.65 39.16 Woodford CNTY SD #60, IL 979319BB5 07/02/10 12/01/16 105.573 VARIES 4.2263 0.122765 0.122278 0.121780 0.121272 0.120753 44.08 43.72 Woodford CNTY SD #60, IL 979319BC3 07/02/10 12/01/17 104.694 VARIES 4.4776 0.129384 0.129016 0.128640 0.128255 0.127861 46.49 46.22 Wynn Las Vegas, LLC 983130AL9 10/19/09 11/01/17 97.823 7.875 8.2509 4.64 0.006430 0.006695 0.006971 0.007259 0.007558 2.39 2.60 Wynn Las Vegas, LLC 983130AN5 10/19/09 11/01/17 97.823 7.875 8.2509 4.64 0.006430 0.006695 0.006971 0.007259 0.007558 2.39 2.60 Xilinx, Inc. 983919AC5 03/05/07 03/15/37 100.000 VARIES 7.2004 0.242756 0.248371 0.254187 0.260213 0.266456 89.61 93.89 Xilinx, Inc. 983919AD3 03/05/07 03/15/37 100.000 VARIES 7.2004 0.242756 0.248371 0.254187 0.260213 0.266456 89.61 93.89 York County, PA 986812LX1 12/28/95 02/01/12 33.049 0.000 6.9995 663.87 0.187859 5.64 York County, PA 986812LY9 12/28/95 02/01/13 30.649 0.000 7.0395 621.38 0.176267 0.182471 0.188893 66.47 5.67 York County, PA 986812LZ6 12/28/95 02/01/14 28.302 0.000 7.0994 581.78 0.165645 0.171525 0.177614 0.183919 0.190448 62.49 67.00 York County, PA 986812MA0 12/28/95 02/01/15 26.297 0.000 7.1196 543.07 0.154816 0.160327 0.166035 0.171945 0.178066 58.41 62.64 York County, PA 986812MB8 12/28/95 02/01/16 24.378 0.000 7.1496 506.91 0.144775 0.149950 0.155310 0.160863 0.166613 54.63 58.61 York County, PA 986812MC6 12/28/95 02/01/17 22.586 0.000 7.1795 472.88 0.135304 0.140161 0.145192 0.150404 0.155804 51.07 54.80 York County, PA 986812MD4 12/28/95 02/01/18 20.780 0.000 7.2396 441.06 0.126665 0.131250 0.136001 0.140924 0.146025 47.83 51.35 York County, PA 986812ME2 12/28/95 02/01/19 19.353 0.000 7.2397 410.78 0.117971 0.122241 0.126666 0.131251 0.136002 44.54 47.83 York County, PA 986812MF9 12/28/95 02/01/20 18.025 0.000 7.2396 382.58 0.109872 0.113849 0.117970 0.122240 0.126665 41.48 44.54 York County, PA 986812MG7 12/28/95 02/01/21 16.787 0.000 7.2397 356.32 0.102330 0.106034 0.109873 0.113850 0.117971 38.64 41.48 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ York County, PA 986812MH5 12/28/95 02/01/22 15.635 0.000 7.2396 331.86 0.095305 0.098755 0.102330 0.106034 0.109872 35.98 38.64 York County, PA 986812MJ1 12/28/95 02/01/23 14.561 0.000 7.2398 309.08 0.088763 0.091976 0.095306 0.098755 0.102330 33.51 35.98 York County, PA 986812MK8 12/28/95 02/01/24 13.562 0.000 7.2396 287.86 0.082669 0.085662 0.088763 0.091976 0.095305 31.21 33.51 York County, PA 986812QD0 12/28/95 02/01/20 18.025 0.000 7.2396 382.58 0.109872 0.113849 0.117970 0.122240 0.126665 41.48 44.54 York County, PA 986812RC1 12/28/95 02/01/20 18.025 0.000 7.2396 382.58 0.109872 0.113849 0.117970 0.122240 0.126665 41.48 44.54 Zions Bancorporation 989701AX5 09/23/09 09/23/14 86.888 7.750 11.2499 50.91 0.070010 0.073948 0.078108 0.082501 0.087142 26.71 29.80 Zions Bancorporation 989701BB2 03/27/12 03/27/17 94.250 4.500 5.8427 0.027966 0.028783 0.029624 0.030490 7.74 10.67 Zions Bancorporation 989701BC0 06/20/12 06/20/16 97.500 4.000 4.6927 0.015985 0.016360 0.016744 0.017137 3.06 5.97 Quebecor Media, Inc. C7603NAD4 10/05/07 03/15/16 93.750 7.750 8.8148 25.76 0.020063 0.020948 0.021871 0.022835 0.023841 7.57 8.26 QBE Funding Trust G7303WAA9 04/15/02 04/15/22 59.358 0.000 2.6249 171.09 0.055450 0.056178 0.056915 0.057662 0.058419 20.20 20.74 UBS AG G9183D526 01/31/06 01/31/12 100.000 0.000 4.8995 0.173751 5.21 Bumble Bee Holdco S.C.A. L13008AA2 03/10/11 03/15/18 98.138 9.625 N/A 0.272895 0.273172 0.273463 0.273768 0.274088 98.35 98.57 STMicroelectronics N.V. N8357EAF3 02/23/06 02/23/16* 100.000 0.000 N/A 0.045235 0.045574 5.86* Transportadora Gas Norte P93081AL4 08/22/12 08/22/19 25.000 VARIES N/A 0.208187 0.230551 0.265110 0.304848 27.09 89.29 ACL I Corporation U00461AA8 02/15/11 02/15/16 98.250 VARIES N/A 0.308558 0.308463 0.308076 0.308807 0.309580 111.00 111.24 Alliance One Intl, Inc. U0187PAE6 07/02/09 07/15/16 95.177 10.000 11.0023 13.16 0.016299 0.017196 0.018142 0.019140 0.020193 6.33 7.05 Alliance One Intl, Inc. U0187PAF3 07/02/09 07/15/16 95.177 10.000 11.0023 13.16 0.016299 0.017196 0.018142 0.019140 0.020193 6.33 7.05 American Renal Holdings U02940AA9 03/04/11 03/01/16 98.000 10.500 N/A 0.284816 0.284768 0.284719 0.285446 0.286210 102.51 102.81 Apria Healthcare Group U03846AB5 05/27/09 11/01/14 97.050 11.250 12.0051 11.82 0.014785 0.015672 0.016613 0.017610 0.018667 5.59 6.28 Ashland Inc. U04428AB1 05/27/09 06/01/17 96.577 9.125 9.7504 8.39 0.010292 0.010794 0.011320 0.011872 0.012451 3.83 4.21 Bank of America Corp. U0662KBL4 03/18/02 01/04/17 38.300 0.000 6.5924 339.64 0.128179 0.132404 0.136769 0.141277 0.145934 48.43 51.67 Cardinal Health 409, Inc U14147AA7 04/10/07 04/15/15 100.000 9.500 9.4999 0.259563 0.259563 0.260989 0.259563 0.260989 95.11 95.00 Crosstex Energy, L.P. U19163AA9 02/10/10 02/15/18 97.907 8.875 9.2505 3.67 0.005796 0.006064 0.006344 0.006638 0.006945 2.21 2.42 Diamond Resorts Corp. U2526PAA0 08/13/10 08/15/18 97.513 12.000 12.5004 2.78 0.005949 0.006321 0.006716 0.007136 0.007582 2.31 2.61 FelCor Lodging Limited U31522AK8 10/01/09 10/01/14 87.750 10.000 13.4435 45.55 0.064741 0.069093 0.073737 0.078694 0.083984 24.90 28.36 Da-Lite Screen Co., Inc. U3194CAB6 03/24/10 04/01/15 97.305 12.500 13.2520 7.62 0.013332 0.014216 0.015158 0.016162 0.017233 5.12 5.82 First Data Corporation. U3198DAA2 10/24/07 09/24/15 94.796 9.875 10.8718 22.14 0.018131 0.019117 0.020156 0.021251 0.022407 6.90 7.67 First Data Corporation. U3198DAC8 12/17/10 01/15/21 94.750 8.250 9.0551 3.52 0.009643 0.010079 0.010536 0.011013 0.011511 3.70 4.04 First Data Corporation. U3198DAG9 12/17/10 01/15/22 95.625 VARIES N/A 0.257264 0.256898 0.256533 0.256168 0.255804 92.43 92.17 First Data Corporation. U3198DAH7 12/15/10 01/15/21 91.875 12.625 14.1624 4.21 0.011640 0.012464 0.013347 0.014292 0.015304 4.62 5.30 GWR Operating Partnershp U40382AA8 04/07/10 04/01/17 95.347 10.875 11.8737 8.34 0.014711 0.015585 0.016510 0.017490 0.018528 5.62 6.30 Graphic Packaging Intl U41508AC3 06/16/09 06/15/17 97.292 9.500 9.9998 6.45 0.008118 0.008524 0.008950 0.009398 0.009868 3.01 3.32 Hornbeck Offshore SVCS U44070AC1 08/17/09 09/01/17 97.123 8.000 8.5012 6.60 0.008449 0.008808 0.009182 0.009573 0.009980 3.19 3.47 Interface, Inc. U45841AE0 06/05/09 11/01/13 96.301 11.375 12.4916 19.21 0.024342 0.025863 0.027478 0.029194 9.22 8.55 Interval Acquisiti Corp. U46077AA8 08/20/08 09/01/16 91.022 9.500 11.2256 28.43 0.027764 0.029322 0.030968 0.032706 0.034542 10.66 11.89 Hovnanian Enterprises U48654AL8 10/20/09 10/15/16* 98.208 10.625 10.9992 4.28 0.006086 0.006420 0.006773 1.90* Hovnanian Enterprises U48654AM6 11/01/11 11/01/21 53.000 5.000 13.8062 0.203258 0.207702 0.212452 0.217530 0.222959 74.52 78.03 Hovnanian Enterpirses U48654AN4 11/01/11 11/01/21 42.000 2.000 12.1926 0.142247 0.147532 0.153140 0.159089 0.165400 52.81 56.94 Lamar Media Corporation U51260AD6 08/17/06 08/15/15* 92.809 6.625 7.7500 36.98 0.023056 0.023949 0.024877 7.39* Liberty Media Corp. U52892AD5 01/11/01 01/15/31 100.000 3.500 N/A 0.447524 0.462768 0.478599 0.495032 0.512079 169.01 180.81 Linear Technology Corp. U53476AA2 04/24/07 05/01/27 100.000 VARIES 7.0000 0.234975 0.240282 0.245776 0.251461 0.257346 86.19 90.20 ----------------------------- * Called in 2012; 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 2012 1st 2012 2nd 2012 3rd 2013 2nd 2013 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/12 Period Period 2013 1st Period Period 2012 2013 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Media General Inc. U58292AA8 02/12/10 02/15/17 97.690 11.750 12.2505 4.47 0.007229 0.007672 0.008142 0.008641 0.009170 2.81 3.16 Michaels Stores, Inc. U59329AE9 10/31/06 11/01/16* 50.110 VARIES N/A 0.377857 0.219934 84.93* Milagro Oil & Gas, Inc. U6004KAA3 05/11/11 05/15/16 97.182 10.500 11.2509 2.81 0.012746 0.013463 0.014221 0.015021 0.015866 4.79 5.34 MTR Gaming Group, Inc. U60753AD9 08/05/11 08/01/19 97.000 11.500 N/A 0.325416 0.325816 0.326247 0.326702 0.327181 117.35 117.67 New Omaha Holdings Corp. U65169AA9 09/24/07 09/30/16 100.000 VARIES 11.4999 0.500575 0.529358 0.559796 0.591984 0.626023 190.78 213.35 Pioneer Drilling Company U72356AA3 03/11/10 03/15/18 95.750 9.875 10.6775 6.76 0.011338 0.011943 0.012581 0.013253 0.013960 4.32 4.80 Platinum Energy Solution U72633AA5 03/03/11 03/01/15 96.764 14.250 N/A 0.413245 0.414577 0.416011 0.417554 0.419216 149.34 150.43 Platinum Energy Solution U72633AB3 03/03/11 03/01/15 96.764 14.250 N/A 0.413245 0.414577 0.416011 0.417554 0.419216 149.34 150.43 Platinum Energy Solution U72633AC1 09/01/11 03/01/15 95.000 14.250 16.1765 3.73 0.031047 0.033558 0.036273 0.039207 0.042378 12.26 14.32 Ply Gem Industries, Inc. U7264EAE2 01/11/10 07/15/14* 97.139 13.125 14.0016 10.41 0.016226 0.017362 0.018577 5.25* Ply Gem Industries, Inc. U7264EAG7 02/16/12 02/15/18 85.000 8.250 11.8108 0.049701 0.052621 0.055728 0.059019 16.05 20.37 Pope & Talbot, Inc. U7316MAA0 07/30/02 06/01/13 86.415 8.375 10.5037 108.52 0.050715 0.053379 0.056182 18.90 8.43 Roche Holdings, Inc. U75000AE6 01/19/00 01/19/15 66.386 0.000 2.7499 256.22 0.069424 0.070378 0.071346 0.072327 0.073322 25.48 26.18 Ryerson Holding Corp. U75042AA6 01/29/10 02/01/15* 45.598 0.000 N/A 0.259822 0.285520 0.314049 82.43* Rotech Healthcare, Inc. U77790AB6 10/06/10 10/15/15 97.189 10.750 11.5019 5.54 0.013355 0.014123 0.014935 0.015794 0.016702 5.07 5.67 Rotech Healthcare, Inc. U77790AC4 03/17/11 03/15/18 98.197 10.500 10.8747 1.44 0.005230 0.005514 0.005814 0.006130 0.006464 2.00 2.22 Symbion, Inc. U78644AB4 06/14/11 06/15/16 98.492 8.000 8.3751 1.37 0.007204 0.007505 0.007820 0.008147 0.008488 2.66 2.88 The Service Master, Co. U8151CAA8 07/24/08 07/15/15* 97.266 10.750 11.3274 0.308934 0.309518 0.310136 77.10* Tabletop Holdings, Inc. U81965AA0 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340269 0.340268 0.340268 0.340267 0.340267 122.50 122.50 Sinclair Broadcast Group U82751AE5 05/20/03 07/15/18 100.000 VARIES 9.2480 0.393021 0.407992 0.423654 0.439967 0.457035 149.27 160.99 Solo Cup Company U83440AA2 07/02/09 11/01/13* 97.928 10.500 11.1154 10.77 0.013769 0.014534 1.94* Spirit Aerosystems, Inc. U84591AA1 09/30/09 10/01/17 97.804 7.500 7.8750 4.88 0.006555 0.006813 0.007081 0.007360 0.007650 2.45 2.65 Sabine Pass LNG, LP U8596QAC6 09/15/08 11/30/16 79.000 7.500 11.5231 62.24 0.063825 0.067502 0.071391 0.075504 0.079855 23.87 26.70 Tenet Healthcare Corp. U88030AF5 06/15/09 07/01/19 95.229 8.875 9.6265 8.21 0.010314 0.010810 0.011330 0.011876 3.80 4.18 Tenet Healthcare Corp. U88030AG3 03/03/09 05/01/15* 89.500 9.000 11.4189 39.51 0.045554 0.048155 5.51* Tenet Healthcare Corp. U88030AH1 03/03/09 05/01/18 89.500 10.000 11.9135 21.59 0.025053 0.026546 0.028127 0.029802 0.031577 9.47 10.63 Unisys Corporation U90921AC8 07/31/09 10/15/14* 83.461 12.750 17.7426 59.37 0.081916 0.089183 22.69* Unisys Corporation U90921AD6 07/31/09 09/15/15* 80.450 14.250 19.9112 52.11 0.072790 4.44* United Refining Co. U9112YAF5 03/08/11 02/28/18 96.444 10.500 11.2489 2.91 0.010102 0.010555 0.011333 0.011775 0.012644 3.93 4.38 Wendy's Restaurants, LLC U95238AA6 06/23/09 07/15/16* 97.533 10.000 10.5034 6.86 0.008382 0.008822 1.71* Westmoreland Coal Co. U96068AA6 02/04/11 02/01/18 95.000 10.750 11.8206 4.47 0.014098 0.014931 0.015814 0.016749 0.017738 5.48 6.15 WMG Acquisition Corp. U97128AA7 05/28/09 06/15/16 96.289 9.500 10.2522 10.74 0.013325 0.014009 0.014727 0.015482 0.016275 4.94 5.46 Wynn Las Vegas, LLC U98347AE4 10/19/09 11/01/17 97.823 7.875 8.2509 4.64 0.006430 0.006695 0.006971 0.007259 0.007558 2.39 2.60 ----------------------------- * Called in 2012; reportable OID is computed to call date. SECTION I-C Inflation Indexed Debt Instruments Inflation-Adj Stated Issue Maturity Principal on Interest Total OID 2012 1st 2012 2nd 2012 3rd Calendar Year Name of Issuer CUSIP No. Date Date Issue Date Rate to 1/1/12 Period Period Period 2012 ______________ _________ ________ _________ ___________ ________ _________ ________ ________ ________ _____________ U.S. Treasury 912810FD5 04/15/98 04/15/28 100.000 3.625% 399.91 0.041792 0.086122 0.129774 30.27 U.S. Treasury 912810FH6 04/15/99 04/15/29 100.000 3.875% 377.31 0.041117 0.084732 0.127680 29.78 U.S. Treasury 912810FQ6 10/15/01 04/15/32 100.000 3.375% 275.61 0.038081 0.078475 0.118252 27.58 U.S. Treasury 9128277J5 01/15/02 01/15/12 100.000 3.375% 275.15 -0.034699 -0.49 U.S. Treasury 912828AF7 07/15/02 07/15/12 100.000 3.000% 259.29 -0.034267 0.110878 19.70 U.S. Treasury 912828BD1 07/15/03 07/15/13 100.000 1.875% 232.80 -0.033546 0.108545 0.043363 26.66 U.S. Treasury 912828BW9 01/15/04 01/15/14 100.000 2.000% 225.39 -0.033345 0.107893 0.043103 26.50 U.S. Treasury 912810FR4 07/15/04 01/15/25 100.000 2.375% 201.19 -0.032686 0.105762 0.042252 25.97 U.S. Treasury 912828CP3 07/15/04 07/15/14 100.000 2.000% 201.19 -0.032686 0.105762 0.042252 25.97 U.S. Treasury 912828DH0 01/15/05 01/15/15 100.000 1.625% 185.79 -0.032267 0.104406 0.041710 25.64 U.S. Treasury 912828EA4 07/15/05 07/15/15 100.000 1.875% 164.06 -0.031676 0.102493 0.040946 25.17 U.S. Treasury 912810FS2 01/15/06 01/15/26 100.000 2.000% 140.79 -0.031043 0.100444 0.040127 24.67 U.S. Treasury 912828ET3 01/15/06 01/15/16 100.000 2.000% 140.79 -0.031043 0.100444 0.040127 24.67 U.S. Treasury 912828FL9 07/15/06 07/15/16 100.000 2.500% 121.16 -0.030509 0.098716 0.039437 24.24 U.S. Treasury 912810PS1 01/15/07 01/15/27 100.000 2.375% 122.76 -0.030552 0.098856 0.039493 24.28 U.S. Treasury 912828GD6 01/15/07 01/15/17 100.000 2.375% 122.76 -0.030552 0.098856 0.039493 24.28 U.S. Treasury 912828GN4 04/15/07 04/15/12 100.000 2.000% 115.81 0.033310 3.50 U.S. Treasury 912828GX2 07/15/07 07/15/17 100.000 2.625% 92.47 -0.029728 0.096189 0.038427 23.62 U.S. Treasury 912828JE1 07/15/08 07/15/18 100.000 0.375% 50.00 -0.028572 0.092450 0.036933 22.70 U.S. Treasury 912828HN3 01/15/08 01/15/18 100.000 1.625% 80.79 -0.029410 0.095161 0.038017 23.37 U.S. Treasury 912810PV4 01/15/08 01/15/28 100.000 1.750% 80.79 -0.029410 0.095161 0.038017 23.37 U.S. Treasury 912828HW3 04/15/08 04/15/13 100.000 0.625% 71.23 0.031979 0.065902 0.099305 23.16 U.S. Treasury 912810PZ5 01/15/09 01/15/29 100.000 2.500% 54.59 -0.028697 0.092855 0.037095 22.80 U.S. Treasury 912828JX9 01/15/09 01/15/19 100.000 2.125% 54.59 -0.028697 0.092855 0.037095 22.80 U.S. Treasury 912828KM1 04/15/09 04/15/14 100.000 1.250% 69.88 0.031939 0.065818 0.099180 23.13 U.S. Treasury 912828LA6 07/15/09 07/15/19 100.000 1.875% 60.43 -0.028856 0.093368 0.037300 22.93 U.S. Treasury 912828MF4 01/15/10 01/15/20 100.000 1.375% 47.05 -0.028492 0.092191 0.036830 22.64 U.S. Treasury 912810QF8 02/15/10 02/15/40 100.000 2.125% 47.57 -0.047334 0.094114 0.055060 22.65 U.S. Treasury 912828MY3 04/15/10 04/15/15 100.000 0.500% 44.80 0.031191 0.064276 0.096855 22.59 U.S. Treasury 912828NM8 07/15/10 07/15/20 100.000 1.250% 38.22 -0.028252 0.091413 0.036519 22.45 U.S. Treasury 912828PP9 01/15/11 01/15/21 100.000 1.125% 35.06 -0.028166 0.091134 0.036408 22.38 U.S. Treasury 912810QP6 02/15/11 02/15/41 100.000 2.125% 33.93 -0.046717 0.092888 0.054343 22.36 U.S. Treasury 912828QD5 04/15/11 04/15/16 100.000 0.125% 25.78 0.030623 0.063106 0.095092 22.18 U.S. Treasury 912828QV5 07/15/11 07/15/21 100.000 0.625% 4.60 -0.027337 0.088453 0.035337 21.72 U.S. Treasury 912828SA9 01/15/12 01/15/22 100.000 0.125% 0.088081 0.035188 22.01 U.S. Treasury 912810QV3 02/15/12 02/15/42 100.000 0.750% 0.090023 0.052667 23.70 U.S. Treasury 912828SQ4 04/15/12 04/15/17 100.000 0.125% 0.061328 0.092412 18.43 U.S. Treasury 912828TE0 07/15/12 07/15/22 100.000 0.125% 0.034633 5.89 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 2012). Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 01/01/12 03/31/12 0.05 01/01/23 03/31/23 16.82 04/01/12 06/30/12 0.30 04/01/23 06/30/23 16.94 07/01/12 09/30/12 0.67 07/01/23 09/30/23 16.97 10/01/12 12/31/12 1.20 10/01/23 12/31/23 17.08 01/01/13 03/31/13 1.50 01/01/24 03/31/24 17.11 04/01/13 06/30/13 1.80 04/01/24 06/30/24 17.14 07/01/13 09/30/13 2.19 07/01/24 09/30/24 17.23 10/01/13 12/31/13 2.49 10/01/24 12/31/24 17.25 01/01/14 03/31/14 2.79 01/01/25 03/31/25 17.26 04/01/14 06/30/14 2.98 04/01/25 06/30/25 17.28 07/01/14 09/30/14 3.28 07/01/25 09/30/25 17.29 10/01/14 12/31/14 3.57 10/01/25 12/31/25 17.24 01/01/15 03/31/15 4.06 01/01/26 03/31/26 17.25 04/01/15 06/30/15 4.55 04/01/26 06/30/26 17.25 07/01/15 09/30/15 5.13 07/01/26 09/30/26 17.20 10/01/15 12/31/15 5.70 10/01/26 12/31/26 17.14 01/01/16 03/31/16 6.27 01/01/27 03/31/27 17.14 04/01/16 06/30/16 6.84 04/01/27 06/30/27 17.08 07/01/16 09/30/16 7.49 07/01/27 09/30/27 17.08 10/01/16 12/31/16 8.05 10/01/27 12/31/27 17.01 01/01/17 03/31/17 8.59 01/01/28 03/31/28 17.00 04/01/17 06/30/17 9.23 04/01/28 06/30/28 16.94 07/01/17 09/30/17 9.76 07/01/28 09/30/28 16.87 10/01/17 12/31/17 10.38 10/01/28 12/31/28 16.86 01/01/18 03/31/18 10.98 01/01/29 03/31/29 16.79 04/01/18 06/30/18 11.49 04/01/29 06/30/29 16.72 07/01/18 09/30/18 11.98 07/01/29 09/30/29 16.65 10/01/18 12/31/18 12.56 10/01/29 12/31/29 16.58 01/01/19 03/31/19 12.95 01/01/30 03/31/30 16.51 04/01/19 06/30/19 13.41 04/01/30 06/30/30 16.44 07/01/19 09/30/19 13.87 07/01/30 09/30/30 16.37 10/01/19 12/31/19 14.23 10/01/30 12/31/30 16.30 01/01/20 03/31/20 14.58 01/01/31 03/31/31 16.22 04/01/20 06/30/20 14.84 04/01/31 06/30/31 16.15 07/01/20 09/30/20 15.18 07/01/31 09/30/31 16.08 10/01/20 12/31/20 15.43 10/01/31 12/31/31 16.00 01/01/21 03/31/21 15.66 01/01/32 03/31/32 15.89 04/01/21 06/30/21 15.82 04/01/32 06/30/32 15.81 07/01/21 09/30/21 16.04 07/01/32 09/30/32 15.74 10/01/21 12/31/21 16.19 10/01/32 12/31/32 15.66 01/01/22 03/31/22 16.32 01/01/33 03/31/33 15.58 04/01/22 06/30/22 16.46 04/01/33 06/30/33 15.47 07/01/22 09/30/22 16.58 07/01/33 09/30/33 15.39 10/01/22 12/31/22 16.71 10/01/33 12/31/33 15.31 (continued) Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 01/01/34 03/31/34 15.23 07/01/43 09/30/43 11.77 04/01/34 06/30/34 15.15 10/01/43 12/31/43 11.68 07/01/34 09/30/34 15.07 01/01/44 03/31/44 11.59 10/01/34 12/31/34 14.96 04/01/44 06/30/44 11.50 01/01/35 03/31/35 14.88 07/01/44 09/30/44 11.41 04/01/35 06/30/35 14.80 10/01/44 12/31/44 11.32 07/01/35 09/30/35 14.72 01/01/45 03/31/45 11.23 10/01/35 12/31/35 14.63 04/01/45 06/30/45 11.15 01/01/36 03/31/36 14.53 07/01/45 09/30/45 11.06 04/01/36 06/30/36 14.44 10/01/45 12/31/45 10.97 07/01/36 09/30/36 14.36 01/01/46 03/31/46 10.89 10/01/36 12/31/36 14.27 04/01/46 06/30/46 10.81 01/01/37 03/31/37 14.19 07/01/46 09/30/46 10.72 04/01/37 06/30/37 14.08 10/01/46 12/31/46 10.64 07/01/37 09/30/37 14.00 01/01/47 03/31/47 10.56 10/01/37 12/31/37 13.91 04/01/47 06/30/47 10.48 01/01/38 03/31/38 13.82 07/01/47 09/30/47 10.40 04/01/38 06/30/38 13.74 10/01/47 12/31/47 10.32 07/01/38 09/30/38 13.63 01/01/48 03/31/48 10.24 10/01/38 12/31/38 13.54 04/01/48 06/30/48 10.16 01/01/39 03/31/39 13.46 07/01/48 09/30/48 10.09 04/01/39 06/30/39 13.37 10/01/48 12/31/48 10.01 07/01/39 09/30/39 13.28 01/01/49 03/31/49 9.93 10/01/39 12/31/39 13.18 04/01/49 06/30/49 9.86 01/01/40 03/31/40 13.09 07/01/49 09/30/49 9.78 04/01/40 06/30/40 13.00 10/01/49 12/31/49 9.71 07/01/40 09/30/40 12.90 01/01/50 03/31/50 9.64 10/01/40 12/31/40 12.81 04/01/50 06/30/50 9.56 01/01/41 03/31/41 12.71 07/01/50 09/30/50 9.49 04/01/41 06/30/41 12.62 10/01/50 12/31/50 9.42 07/01/41 09/30/41 12.53 01/01/51 03/31/51 9.35 10/01/41 12/31/41 12.43 04/01/51 06/30/51 9.28 01/01/42 03/31/42 12.33 07/01/51 09/30/51 9.21 04/01/42 06/30/42 12.24 10/01/51 12/31/51 9.14 07/01/42 09/30/42 12.14 01/01/52 03/31/52 9.07 10/01/42 12/31/42 12.05 04/01/52 06/30/52 9.00 01/01/43 03/31/43 11.95 07/01/52 09/30/52 8.93 04/01/43 06/30/43 11.86 10/01/52 12/31/52 8.86 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 2012, 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 2012 - November 2013 Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 9127954A6 01/05/12 07/07/11 99.960 0.40 9127952Y6 01/12/12 01/13/11 99.722 2.78 912795Y62 01/19/12 07/21/11 99.970 0.30 912795Y70 01/26/12 07/28/11 99.949 0.51 912795Y88 02/02/12 08/04/11 99.924 0.76 9127953C3 02/09/12 02/10/11 99.692 3.08 912795Z20 02/16/12 08/18/11 99.960 0.40 912795Z38 02/23/12 08/25/11 99.977 0.23 912795Z46 03/01/12 09/01/11 99.977 0.23 9127953G4 03/08/12 03/10/11 99.737 2.63 9127955D9 03/15/12 09/15/11 99.975 0.25 9127955E7 03/22/12 09/22/11 99.985 0.15 9127955F4 03/29/12 09/29/11 99.982 0.18 9127953H2 04/05/12 04/07/11 99.717 2.83 9127955H0 04/12/12 10/13/11 99.977 0.23 9127955J6 04/19/12 10/20/11 99.967 0.33 9127955K3 04/26/12 10/27/11 99.970 0.30 9127953N9 05/03/12 05/05/11 99.798 2.02 9127955M9 05/10/12 11/10/11 99.982 0.18 9127955N7 05/17/12 11/17/11 99.980 0.20 9127955P2 05/24/12 11/25/11 99.975 0.25 9127953S8 05/31/12 06/02/11 99.818 1.82 9127955R8 06/07/12 12/08/11 99.975 0.25 9127955S6 06/14/12 12/15/11 99.977 0.23 9127955T4 06/21/12 12/22/11 99.980 0.20 9127953W9 06/28/12 06/30/11 99.798 2.02 9127955U1 07/05/12 01/05/12 99.972 0.28 9127955W7 07/12/12 01/12/12 99.975 0.25 9127955X5 07/19/12 01/19/12 99.970 0.30 9127954B4 07/26/12 07/28/11 99.798 2.02 9127955Y3 08/02/12 02/02/12 99.962 0.38 9127956A4 08/09/12 02/09/12 99.949 0.51 9127956B2 08/16/12 02/16/12 99.934 0.66 912795Y96 08/23/12 08/25/11 99.899 1.01 9127956C0 08/30/12 03/01/12 99.927 0.73 9127956G1 09/06/12 03/08/12 99.934 0.66 9127956H9 09/13/12 03/15/12 99.927 0.73 912796CY3 09/17/12 08/30/12 99.994 0.06 9127955C1 09/20/12 09/22/11 99.909 0.91 9127956J5 09/27/12 03/29/12 99.924 0.76 9127956K2 10/04/12 04/05/12 99.929 0.71 9127956M8 10/11/12 04/12/12 99.924 0.76 9127955G2 10/18/12 10/20/11 99.879 1.21 9127956N6 10/25/12 04/26/12 99.934 0.66 9127956P1 11/01/12 05/03/12 99.927 0.73 Section III-A (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 9127956S5 11/08/12 05/10/12 99.927 0.73 9127955L1 11/15/12 11/17/11 99.899 1.01 9127956T3 11/23/12 05/24/12 99.929 0.71 9127956U0 11/29/12 05/31/12 99.929 0.71 9127956V8 12/06/12 06/07/12 99.934 0.66 9127955Q0 12/13/12 12/15/11 99.889 1.11 912796DN6 12/14/12 11/23/12 99.991 0.09 912796DT3 12/17/12 12/06/12 99.995 0.05 9127956X4 12/20/12 06/21/12 99.924 0.76 9127956Y2 12/27/12 06/28/12 99.924 0.76 912796DM8 12/31/12 11/15/12 99.976 0.24 Discount to be Issue Price Reported as 2013 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 9127956Z9 01/03/13 07/05/12 99.924 0.76 9127955V9 01/10/13 01/12/12 99.894 1.06 9127957B1 01/17/13 07/19/12 99.932 0.68 9127957C9 01/24/13 07/26/12 99.929 0.71 9127957D7 01/31/13 08/02/12 99.927 0.73 9127955Z0 02/07/13 02/09/12 99.858 1.42 9127957F2 02/14/13 08/16/12 99.927 0.73 9127957G0 02/21/13 08/23/12 99.927 0.73 9127957H8 02/28/13 08/30/12 99.929 0.71 9127956E6 03/07/13 03/08/12 99.828 1.72 9127957L9 03/14/13 09/13/12 99.934 0.66 9127957M7 03/21/13 09/20/12 99.934 0.66 912795Z61 03/28/13 09/27/12 99.929 0.71 9127956F3 04/04/13 04/05/12 99.813 1.87 912795Z95 04/11/13 10/11/12 99.927 0.73 912796AA7 04/18/13 10/18/12 99.924 0.76 912796AB5 04/25/13 10/25/12 99.924 0.76 9127956L0 05/02/13 05/03/12 99.813 1.87 912796AF6 05/09/13 11/08/12 99.924 0.76 912796AG4 05/16/13 11/15/12 99.927 0.73 912796AH2 05/23/13 11/23/12 99.932 0.68 9127956R7 05/30/13 05/31/12 99.813 1.87 9127956W6 06/27/13 06/28/12 99.793 2.07 9127957A3 07/25/13 07/26/12 99.823 1.77 9127957E5 08/22/13 08/23/12 99.803 1.97 9127957K1 09/19/13 09/20/12 99.823 1.77 912795Z87 10/17/13 10/18/12 99.818 1.82 912796AE9 11/14/13 11/15/12 99.818 1.82 Section III-B FEDERAL HOME LOAN BANKS Short-Term Obligations Issued at a Discount and Maturing in 2012 Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313384RH4 01/03/12 02/04/11 99.787 2.13 313384RJ0 01/04/12 01/10/11 99.731 2.69 313384RK7 01/05/12 01/05/11 99.677 3.23 313384RL5 01/06/12 01/07/11 99.666 3.34 313384RP6 01/09/12 01/13/11 99.699 3.01 313384RQ4 01/10/12 01/20/11 99.694 3.06 313384RR2 01/11/12 01/11/11 99.726 2.74 313384RS0 01/12/12 01/13/11 99.697 3.03 313384RT8 01/13/12 02/18/11 99.808 1.92 313384RX9 01/17/12 01/21/11 99.779 2.21 313384RY7 01/18/12 02/16/11 99.729 2.71 313384RZ4 01/19/12 01/19/11 99.686 3.14 313384SA8 01/20/12 01/20/11 99.686 3.14 313384SD2 01/23/12 01/27/11 99.709 2.91 313384SE0 01/24/12 01/24/11 99.696 3.04 313384SF7 01/25/12 01/25/11 99.696 3.04 313384SG5 01/26/12 07/22/11 99.953 0.47 313384SH3 01/27/12 02/25/11 99.795 2.05 313384SL4 01/30/12 03/29/11 99.821 1.79 313384SM2 01/31/12 04/28/11 99.907 0.93 313384SN0 02/01/12 02/02/11 99.727 2.73 313384SP5 02/02/12 02/03/11 99.747 2.53 313384SQ3 02/03/12 05/05/11 99.901 0.99 313384ST7 02/06/12 03/07/11 99.823 1.77 313384SU4 02/07/12 05/26/11 99.929 0.71 313384SV2 02/08/12 02/08/11 99.757 2.43 313384SW0 02/09/12 02/22/11 99.746 2.54 313384SX8 02/10/12 02/10/11 99.676 3.24 313384TA7 02/13/12 02/14/11 99.676 3.24 313384TB5 02/14/12 03/18/11 99.834 1.66 313384TC3 02/15/12 02/17/11 99.710 2.90 313384TD1 02/16/12 05/27/11 99.926 0.74 313384TE9 02/17/12 02/18/11 99.737 2.63 313384TJ8 02/21/12 02/25/11 99.799 2.01 313384TK5 02/22/12 02/23/11 99.727 2.73 313384TL3 02/23/12 02/24/11 99.727 2.73 313384TM1 02/24/12 02/24/11 99.736 2.64 313384TQ2 02/27/12 04/01/11 99.779 2.21 313384TR0 02/28/12 02/28/11 99.736 2.64 313384TS8 02/29/12 03/03/11 99.728 2.72 313384TT6 03/01/12 03/01/11 99.736 2.64 313384TU3 03/02/12 03/04/11 99.717 2.83 313384TX7 03/05/12 06/15/11 99.875 1.25 313384TY5 03/06/12 08/08/11 99.947 0.53 Section III-B (Continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313384TZ2 03/07/12 03/07/11 99.705 2.95 313384UA5 03/08/12 03/14/11 99.760 2.40 313384UB3 03/09/12 05/09/11 99.898 1.02 313384UE7 03/12/12 03/18/11 99.760 2.40 313384UF4 03/13/12 03/15/11 99.757 2.43 313384UG2 03/14/12 06/13/11 99.885 1.15 313384UH0 03/15/12 03/15/11 99.766 2.34 313384UJ6 03/16/12 03/17/11 99.787 2.13 313384UM9 03/19/12 03/22/11 99.778 2.22 313384UN7 03/20/12 06/23/11 99.887 1.13 313384UP2 03/21/12 03/22/11 99.757 2.43 313384UQ0 03/22/12 03/23/11 99.757 2.43 313384UR8 03/23/12 03/24/11 99.777 2.23 313384UU1 03/26/12 03/28/11 99.727 2.73 313384UV9 03/27/12 06/23/11 99.876 1.24 313384UW7 03/28/12 03/30/11 99.727 2.73 313384UX5 03/29/12 03/30/11 99.747 2.53 313384UY3 03/30/12 04/01/11 99.687 3.13 313384VB2 04/02/12 04/11/11 99.822 1.78 313384VC0 04/03/12 04/04/11 99.777 2.23 313384VD8 04/04/12 10/05/11 99.952 0.48 313384VE6 04/05/12 04/06/11 99.757 2.43 313384VJ5 04/09/12 04/19/11 99.763 2.37 313384VK2 04/10/12 07/08/11 99.877 1.23 313384VL0 04/11/12 04/13/11 99.798 2.02 313384VM8 04/12/12 04/18/11 99.800 2.00 313384VN6 04/13/12 04/21/11 99.761 2.39 313384VR7 04/16/12 04/19/11 99.758 2.42 313384VS5 04/17/12 10/28/11 99.971 0.29 313384VT3 04/18/12 05/19/11 99.860 1.40 313384VU0 04/19/12 04/25/11 99.800 2.00 313384VV8 04/20/12 04/25/11 99.759 2.41 313384VY2 04/23/12 04/29/11 99.780 2.20 313384VZ9 04/24/12 07/29/11 99.835 1.65 313384WA3 04/25/12 10/03/11 99.966 0.34 313384WB1 04/26/12 05/04/11 99.771 2.29 313384WC9 04/27/12 09/30/11 99.965 0.35 313384WF2 04/30/12 06/08/11 99.882 1.18 313384WG0 05/01/12 06/03/11 99.861 1.39 313384WH8 05/02/12 05/06/11 99.799 2.01 313384WJ4 05/03/12 05/06/11 99.802 1.98 313384WK1 05/04/12 05/04/11 99.817 1.83 313384WN5 05/07/12 11/07/11 99.970 0.30 313384WP0 05/08/12 09/30/11 99.969 0.31 313384WQ8 05/09/12 05/13/11 99.869 1.31 313384WR6 05/10/12 07/20/11 99.877 1.23 Section III-B (Continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313384WS4 05/11/12 08/12/11 99.879 1.21 313384WV7 05/14/12 05/19/11 99.799 2.01 313384WW5 05/15/12 06/30/11 99.884 1.16 313384WX3 05/16/12 08/22/11 99.881 1.19 313384WY1 05/17/12 07/19/11 99.865 1.35 313384WZ8 05/18/12 05/18/11 99.837 1.63 313384XC8 05/21/12 06/21/11 99.833 1.67 313384XD6 05/22/12 05/23/11 99.797 2.03 313384XE4 05/23/12 05/24/11 99.797 2.03 313384XF1 05/24/12 07/28/11 99.808 1.92 313384XG9 05/25/12 06/01/11 99.850 1.50 313384XL8 05/29/12 08/24/11 99.884 1.16 313384XM6 05/30/12 08/30/11 99.901 0.99 313384XN4 05/31/12 08/30/11 99.901 0.99 313384XP9 06/01/12 06/03/11 99.838 1.62 313384XS3 06/04/12 06/06/11 99.798 2.02 313384XT1 06/05/12 06/07/11 99.798 2.02 313384XU8 06/06/12 06/07/11 99.797 2.03 313384XV6 06/07/12 06/08/11 99.797 2.03 313384XW4 06/08/12 08/11/11 99.891 1.09 313384XZ7 06/11/12 06/16/11 99.789 2.11 313384YA1 06/12/12 06/21/11 99.782 2.18 313384YB9 06/13/12 06/22/11 99.802 1.98 313384YC7 06/14/12 08/02/11 99.806 1.94 313384YD5 06/15/12 06/15/11 99.827 1.73 313384YG8 06/18/12 07/19/11 99.833 1.67 313384YH6 06/19/12 06/20/11 99.777 2.23 313384YJ2 06/20/12 06/21/11 99.797 2.03 313384YK9 06/21/12 06/23/11 99.808 1.92 313384YL7 06/22/12 06/23/11 99.803 1.97 313384YP8 06/25/12 10/03/11 99.926 0.74 313384YQ6 06/26/12 07/26/11 99.841 1.59 313384YR4 06/27/12 06/29/11 99.798 2.02 313384YS2 06/28/12 07/28/11 99.776 2.24 313384YT0 06/29/12 07/11/11 99.853 1.47 313384YW3 07/02/12 08/01/11 99.795 2.05 313384YX1 07/03/12 07/06/11 99.839 1.61 313384YZ6 07/05/12 10/04/11 99.916 0.84 313384ZA0 07/06/12 07/08/11 99.788 2.12 313384ZD4 07/09/12 10/14/11 99.910 0.90 313384ZE2 07/10/12 07/11/11 99.797 2.03 313384ZF9 07/11/12 07/11/11 99.797 2.03 313384ZG7 07/12/12 07/13/11 99.814 1.86 313384ZH5 07/13/12 07/18/11 99.809 1.91 313384ZL6 07/16/12 08/18/11 99.852 1.48 313384ZM4 07/17/12 07/18/11 99.797 2.03 313384ZN2 07/18/12 07/18/11 99.797 2.03 313384ZP7 07/19/12 07/20/11 99.797 2.03 Section III-B (Continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313384ZQ5 07/20/12 07/22/11 99.799 2.01 313384ZT9 07/23/12 07/27/11 99.775 2.25 313384ZU6 07/24/12 07/25/11 99.797 2.03 313384ZV4 07/25/12 07/26/11 99.751 2.49 313384ZW2 07/26/12 08/25/11 99.869 1.31 313384ZX0 07/27/12 07/28/11 99.736 2.64 313384A25 07/30/12 04/17/12 99.980 0.20 313384A33 07/31/12 09/02/11 99.908 0.92 313384A41 08/01/12 08/02/11 99.747 2.53 313384A58 08/02/12 08/03/11 99.750 2.50 313384A66 08/03/12 08/03/11 99.766 2.34 313384A90 08/06/12 08/12/11 99.800 2.00 313384B24 08/07/12 08/15/11 99.806 1.94 313384B32 08/08/12 08/10/11 99.808 1.92 313384B40 08/09/12 08/09/11 99.807 1.93 313384B57 08/10/12 08/11/11 99.878 1.22 313384B81 08/13/12 08/19/11 99.810 1.90 313384B99 08/14/12 08/15/11 99.802 1.98 313384C23 08/15/12 08/16/11 99.828 1.72 313384C31 08/16/12 08/17/11 99.828 1.72 313384C49 08/17/12 08/18/11 99.818 1.82 313384C72 08/20/12 08/23/11 99.799 2.01 313384C80 08/21/12 08/22/11 99.797 2.03 313384C98 08/22/12 08/23/11 99.797 2.03 313384D22 08/23/12 08/23/11 99.797 2.03 313384D30 08/24/12 08/25/11 99.828 1.72 313384D63 08/27/12 08/29/11 99.828 1.72 313384D71 08/28/12 08/30/11 99.828 1.72 313384D89 08/29/12 08/29/11 99.827 1.73 313384D97 08/30/12 08/30/11 99.827 1.73 313384E21 08/31/12 09/01/11 99.817 1.83 313384E62 09/04/12 09/06/11 99.818 1.82 313384E70 09/05/12 09/06/11 99.818 1.82 313384E88 09/06/12 09/06/11 99.817 1.83 313384E96 09/07/12 01/11/12 99.960 0.40 313384F46 09/10/12 09/13/11 99.819 1.81 313384F53 09/11/12 04/25/12 99.958 0.42 313384F61 09/12/12 09/13/11 99.819 1.81 313384F79 09/13/12 09/22/11 99.891 1.09 313384F87 09/14/12 09/15/11 99.858 1.42 313384G37 09/17/12 09/19/11 99.858 1.42 313384G45 09/18/12 04/16/12 99.957 0.43 313384G52 09/19/12 10/25/11 99.872 1.28 313384G60 09/20/12 09/22/11 99.889 1.11 313384G78 09/21/12 09/23/11 99.889 1.11 313384H28 09/24/12 09/28/11 99.829 1.71 313384H36 09/25/12 01/17/12 99.958 0.42 313384H44 09/26/12 09/27/11 99.828 1.72 Section III-B (Continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313384H51 09/27/12 11/08/11 99.892 1.08 313384H69 09/28/12 09/30/11 99.889 1.11 313384H93 10/01/12 10/04/11 99.839 1.61 313384J26 10/02/12 10/11/11 99.822 1.78 313384J34 10/03/12 10/04/11 99.838 1.62 313384J42 10/04/12 10/06/11 99.819 1.81 313384J59 10/05/12 10/06/11 99.828 1.72 313384J91 10/09/12 10/11/11 99.818 1.82 313384K24 10/10/12 10/11/11 99.818 1.82 313384K32 10/11/12 10/12/11 99.812 1.88 313384K40 10/12/12 10/13/11 99.818 1.82 313384K73 10/15/12 10/20/11 99.809 1.91 313384K81 10/16/12 10/18/11 99.812 1.88 313384K99 10/17/12 10/18/11 99.818 1.82 313384L23 10/18/12 10/18/11 99.817 1.83 313384L31 10/19/12 10/21/11 99.818 1.82 313384L64 10/22/12 10/26/11 99.829 1.71 313384L72 10/23/12 11/10/11 99.884 1.16 313384L80 10/24/12 04/04/12 99.932 0.68 313384L98 10/25/12 01/26/12 99.939 0.61 313384M22 10/26/12 10/26/11 99.827 1.73 313384M55 10/29/12 06/05/12 99.964 0.36 313384M63 10/30/12 12/14/11 99.929 0.71 313384M71 10/31/12 11/03/11 99.829 1.71 313384M89 11/01/12 11/04/11 99.839 1.61 313384M97 11/02/12 11/08/11 99.870 1.30 313384N47 11/05/12 11/07/11 99.858 1.42 313384N54 11/06/12 11/10/11 99.839 1.61 313384N62 11/07/12 11/08/11 99.848 1.52 313384N70 11/08/12 11/09/11 99.838 1.62 313384N88 11/09/12 11/14/11 99.841 1.59 313384P45 11/13/12 11/15/11 99.838 1.62 313384P52 11/14/12 11/16/11 99.838 1.62 313384P60 11/15/12 11/15/11 99.837 1.63 313384P78 11/16/12 11/17/11 99.838 1.62 313384Q28 11/19/12 11/22/11 99.849 1.51 313384Q36 11/20/12 05/09/12 99.935 0.65 313384Q44 11/21/12 11/21/11 99.837 1.63 313384Q69 11/23/12 11/28/11 99.830 1.70 313384Q93 11/26/12 11/28/11 99.828 1.72 313384R27 11/27/12 01/27/12 99.924 0.76 313384R35 11/28/12 05/30/12 99.923 0.77 313384R43 11/29/12 01/10/12 99.910 0.90 313384R50 11/30/12 12/20/11 99.914 0.86 313384R84 12/03/12 12/06/11 99.849 1.51 313384R92 12/04/12 12/07/11 99.849 1.51 313384S26 12/05/12 12/06/11 99.838 1.62 313384S34 12/06/12 12/06/11 99.837 1.63 Section III-B (Continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313384S42 12/07/12 12/20/11 99.882 1.18 313384S75 12/10/12 12/12/11 99.848 1.52 313384S83 12/11/12 12/15/11 99.859 1.41 313384S91 12/12/12 04/16/12 99.907 0.93 313384T25 12/13/12 12/14/11 99.888 1.12 313384T33 12/14/12 12/23/11 99.881 1.19 313384T66 12/17/12 12/21/11 99.869 1.31 313384T74 12/18/12 01/03/12 99.854 1.46 313384T82 12/19/12 05/17/12 99.922 0.78 313384T90 12/20/12 12/20/11 99.858 1.42 313384U23 12/21/12 01/04/12 99.853 1.47 313384U56 12/24/12 12/27/11 99.859 1.41 313384U72 12/26/12 12/28/11 99.899 1.01 313384U80 12/27/12 12/27/11 99.858 1.42 313384U98 12/28/12 12/30/11 99.899 1.01 313384V48 12/31/12 01/04/12 99.859 1.41 Section III-C FEDERAL NATIONAL MORTGAGE ASSOCIATION Short-Term Obligations Issued at a Discount and Maturing in 2012 Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313588RH0 01/03/12 03/15/11 99.845 1.55 313588RJ6 01/04/12 04/11/11 99.866 1.34 313588RK3 01/05/12 04/20/11 99.870 1.30 313588RL1 01/06/12 01/12/11 99.731 2.69 313588RP2 01/09/12 04/11/11 99.864 1.36 313588RQ0 01/10/12 05/11/11 99.939 0.61 313588RR8 01/11/12 04/06/11 99.868 1.32 313588RS6 01/12/12 03/23/11 99.844 1.56 313588RT4 01/13/12 04/15/11 99.864 1.36 313588RX5 01/17/12 03/09/11 99.826 1.74 313588RY3 01/18/12 03/11/11 99.835 1.65 313588RZ0 01/19/12 06/13/11 99.908 0.92 313588SA4 01/20/12 04/18/11 99.862 1.38 313588SD8 01/23/12 05/13/11 99.915 0.85 313588SE6 01/24/12 04/26/11 99.871 1.29 313588SF3 01/25/12 04/20/11 99.860 1.40 313588SG1 01/26/12 06/23/11 99.922 0.78 313588SH9 01/27/12 03/15/11 99.832 1.68 313588SL0 01/30/12 03/10/11 99.828 1.72 313588SM8 01/31/12 03/24/11 99.826 1.74 313588SN6 02/01/12 03/10/11 99.809 1.91 313588SP1 02/02/12 04/13/11 99.828 1.72 313588SQ9 02/03/12 05/09/11 99.910 0.90 313588ST3 02/06/12 04/12/11 99.825 1.75 313588SU0 02/07/12 06/13/11 99.900 1.00 313588SV8 02/08/12 04/29/11 99.873 1.27 313588SW6 02/09/12 07/21/11 99.949 0.51 313588SX4 02/10/12 05/11/11 99.908 0.92 313588TA3 02/13/12 03/18/11 99.816 1.84 313588TB1 02/14/12 08/02/11 99.902 0.98 313588TC9 02/15/12 05/02/11 99.872 1.28 313588TD7 02/16/12 03/09/11 99.799 2.01 313588TE5 02/17/12 03/22/11 99.797 2.03 313588TJ4 02/21/12 03/22/11 99.785 2.15 313588TK1 02/22/12 04/11/11 99.806 1.94 313588TL9 02/23/12 04/27/11 99.841 1.59 313588TM7 02/24/12 04/05/11 99.801 1.99 313588TQ8 02/27/12 06/28/11 99.925 0.75 313588TR6 02/28/12 04/20/11 99.834 1.66 313588TS4 02/29/12 03/24/11 99.781 2.19 313588TT2 03/01/12 04/05/11 99.789 2.11 313588TU9 03/02/12 04/11/11 99.792 2.08 313588TX3 03/05/12 04/13/11 99.791 2.09 313588TY1 03/06/12 04/14/11 99.791 2.09 Section III-C (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313588TZ8 03/07/12 08/08/11 99.941 0.59 313588UA1 03/08/12 08/04/11 99.916 0.84 313588UB9 03/09/12 05/18/11 99.893 1.07 313588UE3 03/12/12 05/09/11 99.880 1.20 313588UF0 03/13/12 08/04/11 99.914 0.86 313588UG8 03/14/12 06/24/11 99.912 0.88 313588UH6 03/15/12 05/05/11 99.878 1.22 313588UJ2 03/16/12 04/05/11 99.779 2.21 313588UM5 03/19/12 04/15/11 99.793 2.07 313588UN3 03/20/12 05/25/11 99.883 1.17 313588UP8 03/21/12 06/21/11 99.878 1.22 313588UQ6 03/22/12 04/15/11 99.791 2.09 313588UR4 03/23/12 04/14/11 99.790 2.10 313588UU7 03/26/12 04/15/11 99.789 2.11 313588UV5 03/27/12 08/10/11 99.930 0.70 313588UW3 03/28/12 04/15/11 99.787 2.13 313588UX1 03/29/12 06/29/11 99.901 0.99 313588UY9 03/30/12 04/15/11 99.786 2.14 313588VB8 04/02/12 04/20/11 99.778 2.22 313588VC6 04/03/12 04/26/11 99.781 2.19 313588VD4 04/04/12 05/04/11 99.823 1.77 313588VE2 04/05/12 04/20/11 99.776 2.24 313588VF9 04/06/12 04/26/11 99.779 2.21 313588VJ1 04/09/12 04/27/11 99.778 2.22 313588VK8 04/10/12 06/28/11 99.888 1.12 313588VL6 04/11/12 04/20/11 99.772 2.28 313588VM4 04/12/12 04/25/11 99.774 2.26 313588VN2 04/13/12 04/20/11 99.771 2.29 313588VR3 04/16/12 05/11/11 99.830 1.70 313588VS1 04/17/12 05/26/11 99.855 1.45 313588VT9 04/18/12 05/10/11 99.828 1.72 313588VU6 04/19/12 09/22/11 99.948 0.52 313588VV4 04/20/12 06/03/11 99.848 1.52 313588VY8 04/23/12 06/21/11 99.855 1.45 313588VZ5 04/24/12 06/28/11 99.883 1.17 313588WA9 04/25/12 06/10/11 99.849 1.51 313588WB7 04/26/12 08/11/11 99.906 0.94 313588WC5 04/27/12 06/07/11 99.847 1.53 313588WF8 04/30/12 05/25/11 99.848 1.52 313588WG6 05/01/12 05/09/11 99.801 1.99 313588WH4 05/02/12 05/09/11 99.801 1.99 313588WJ0 05/03/12 05/09/11 99.800 2.00 313588WK7 05/04/12 05/25/11 99.828 1.72 313588WN1 05/07/12 05/31/11 99.829 1.71 313588WP6 05/08/12 12/02/11 99.974 0.26 313588WQ4 05/09/12 05/17/11 99.801 1.99 313588WR2 05/10/12 10/14/11 99.954 0.46 313588WS0 05/11/12 05/25/11 99.824 1.76 Section III-C (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313588WV3 05/14/12 05/24/11 99.822 1.78 313588WW1 05/15/12 06/16/11 99.824 1.76 313588WX9 05/16/12 11/16/11 99.965 0.35 313588WY7 05/17/12 05/25/11 99.821 1.79 313588WZ4 05/18/12 06/03/11 99.815 1.85 313588XC4 05/21/12 06/02/11 99.813 1.87 313588XE0 05/23/12 06/02/11 99.812 1.88 313588XF7 05/24/12 06/30/11 99.835 1.65 313588XG5 05/25/12 06/03/11 99.812 1.88 313588XL4 05/29/12 06/06/11 99.801 1.99 313588XM2 05/30/12 06/06/11 99.801 1.99 313588XN0 05/31/12 06/06/11 99.800 2.00 313588XP5 06/01/12 06/13/11 99.794 2.06 313588XS9 06/04/12 06/13/11 99.792 2.08 313588XT7 06/05/12 01/04/12 99.983 0.17 313588XU4 06/06/12 06/13/11 99.791 2.09 313588XV2 06/07/12 06/14/11 99.791 2.09 313588XW0 06/08/12 12/02/11 99.963 0.37 313588XZ3 06/11/12 06/21/11 99.802 1.98 313588YA7 06/12/12 06/30/11 99.807 1.93 313588YB5 06/13/12 06/29/11 99.806 1.94 313588YC3 06/14/12 06/21/11 99.801 1.99 313588YD1 06/15/12 06/24/11 99.812 1.88 313588YG4 06/18/12 07/05/11 99.806 1.94 313588YH2 06/19/12 09/16/11 99.885 1.15 313588YJ8 06/20/12 06/28/11 99.801 1.99 313588YK5 06/21/12 11/17/11 99.964 0.36 313588YL3 06/22/12 10/13/11 99.930 0.70 313588YP4 06/25/12 07/28/11 99.806 1.94 313588YQ2 06/26/12 01/03/12 99.981 0.19 313588YR0 06/27/12 08/10/11 99.884 1.16 313588YS8 06/28/12 08/05/11 99.845 1.55 313588YT6 06/29/12 07/05/11 99.800 2.00 313588YW9 07/02/12 07/08/11 99.800 2.00 313588YX7 07/03/12 09/26/11 99.914 0.86 313588YZ2 07/05/12 07/21/11 99.815 1.85 313588ZA6 07/06/12 07/21/11 99.815 1.85 313588ZD0 07/09/12 07/29/11 99.789 2.11 313588ZE8 07/10/12 08/16/11 99.854 1.46 313588ZF5 07/11/12 12/15/11 99.965 0.35 313588ZG3 07/12/12 09/22/11 99.894 1.06 313588ZH1 07/13/12 09/16/11 99.866 1.34 313588ZL2 07/16/12 07/26/11 99.802 1.98 313588ZM0 07/17/12 08/04/11 99.778 2.22 313588ZN8 07/18/12 07/27/11 99.782 2.18 313588ZP3 07/19/12 12/15/11 99.958 0.42 313588ZQ1 07/20/12 09/20/11 99.873 1.27 313588ZT5 07/23/12 11/15/11 99.951 0.49 Section III-C (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313588ZU2 07/24/12 05/16/12 99.981 0.19 313588ZV0 07/25/12 01/25/12 99.960 0.40 313588ZW8 07/26/12 08/04/11 99.772 2.28 313588ZX6 07/27/12 08/05/11 99.772 2.28 313588A21 07/30/12 08/16/11 99.845 1.55 313588A39 07/31/12 12/15/11 99.955 0.45 313588A47 08/01/12 08/12/11 99.832 1.68 313588A54 08/02/12 09/21/11 99.877 1.23 313588A62 08/03/12 08/12/11 99.831 1.69 313588A96 08/06/12 12/22/11 99.956 0.44 313588B20 08/07/12 12/13/11 99.960 0.40 313588B38 08/08/12 01/06/12 99.964 0.36 313588B46 08/09/12 08/16/11 99.830 1.70 313588B53 08/10/12 01/23/12 99.967 0.33 313588B87 08/13/12 11/10/11 99.931 0.69 313588B95 08/14/12 09/13/11 99.841 1.59 313588C29 08/15/12 09/09/11 99.839 1.61 313588C37 08/16/12 09/16/11 99.842 1.58 313588C45 08/17/12 12/28/11 99.955 0.45 313588C78 08/20/12 10/25/11 99.883 1.17 313588C86 08/21/12 12/28/11 99.954 0.46 313588C94 08/22/12 02/22/12 99.937 0.63 313588D28 08/23/12 02/14/12 99.958 0.42 313588D36 08/24/12 09/21/11 99.869 1.31 313588D69 08/27/12 10/20/11 99.870 1.30 313588D77 08/28/12 11/01/11 99.900 1.00 313588D85 08/29/12 11/29/11 99.939 0.61 313588D93 08/30/12 09/08/11 99.841 1.59 313588E27 08/31/12 09/12/11 99.833 1.67 313588E68 09/04/12 09/14/11 99.822 1.78 313588E76 09/05/12 09/15/11 99.822 1.78 313588E84 09/06/12 09/14/11 99.821 1.79 313588E92 09/07/12 09/14/11 99.821 1.79 313588F42 09/10/12 09/22/11 99.833 1.67 313588F59 09/11/12 05/30/12 99.974 0.26 313588F67 09/12/12 11/16/11 99.933 0.67 313588F75 09/13/12 10/27/11 99.875 1.25 313588F83 09/14/12 09/23/11 99.841 1.59 313588G33 09/17/12 10/25/11 99.863 1.37 313588G41 09/18/12 06/26/12 99.974 0.26 313588G58 09/19/12 12/22/11 99.932 0.68 313588G66 09/20/12 12/21/11 99.932 0.68 313588G74 09/21/12 11/18/11 99.923 0.77 313588H24 09/24/12 10/31/11 99.881 1.19 313588H32 09/25/12 01/13/12 99.943 0.57 313588H40 09/26/12 12/06/11 99.934 0.66 313588H57 09/27/12 01/19/12 99.944 0.56 313588H65 09/28/12 10/19/11 99.837 1.63 Section III-C (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313588H99 10/01/12 10/11/11 99.852 1.48 313588J22 10/02/12 10/20/11 99.826 1.74 313588J30 10/03/12 10/20/11 99.826 1.74 313588J48 10/04/12 01/03/12 99.931 0.69 313588J55 10/05/12 10/21/11 99.825 1.75 313588J97 10/09/12 10/20/11 99.813 1.87 313588K20 10/10/12 10/24/11 99.834 1.66 313588K38 10/11/12 10/25/11 99.834 1.66 313588K46 10/12/12 10/20/11 99.821 1.79 313588K79 10/15/12 10/21/11 99.820 1.80 313588K87 10/16/12 11/09/11 99.896 1.04 313588K95 10/17/12 10/25/11 99.831 1.69 313588L29 10/18/12 05/31/12 99.957 0.43 313588L37 10/19/12 10/26/11 99.830 1.70 313588L60 10/22/12 06/25/12 99.960 0.40 313588L78 10/23/12 08/28/12 99.988 0.12 313588L86 10/24/12 11/02/11 99.851 1.49 313588L94 10/25/12 11/03/11 99.861 1.39 313588M28 10/26/12 11/02/11 99.860 1.40 313588M51 10/29/12 11/29/11 99.907 0.93 313588M69 10/30/12 12/02/11 99.898 1.02 313588M77 10/31/12 12/09/11 99.918 0.82 313588M85 11/01/12 11/15/11 99.883 1.17 313588M93 11/02/12 11/10/11 99.871 1.29 313588N43 11/05/12 11/23/11 99.865 1.35 313588N50 11/06/12 01/12/12 99.909 0.91 313588N68 11/07/12 12/06/11 99.888 1.12 313588N76 11/08/12 07/13/12 99.957 0.43 313588N84 11/09/12 12/21/11 99.901 0.99 313588P41 11/13/12 01/13/12 99.907 0.93 313588P58 11/14/12 01/10/12 99.914 0.86 313588P66 11/15/12 11/22/11 99.860 1.40 313588P74 11/16/12 12/02/11 99.864 1.36 313588Q24 11/19/12 12/06/11 99.864 1.36 313588Q32 11/20/12 12/06/11 99.864 1.36 313588Q40 11/21/12 12/14/11 99.886 1.14 313588Q65 11/23/12 01/13/12 99.904 0.96 313588Q99 11/26/12 12/14/11 99.884 1.16 313588R23 11/27/12 12/07/11 99.862 1.38 313588R31 11/28/12 12/06/11 99.861 1.39 313588R49 11/29/12 12/07/11 99.861 1.39 313588R56 11/30/12 01/18/12 99.903 0.97 313588R80 12/03/12 12/15/11 99.872 1.28 313588R98 12/04/12 12/20/11 99.874 1.26 313588S22 12/05/12 06/06/12 99.928 0.72 313588S30 12/06/12 08/28/12 99.972 0.28 313588S48 12/07/12 12/15/11 99.881 1.19 313588S71 12/10/12 12/22/11 99.872 1.28 Section III-C (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313588S89 12/11/12 12/20/11 99.871 1.29 313588S97 12/12/12 06/13/12 99.922 0.78 313588T21 12/13/12 12/19/11 99.870 1.30 313588T39 12/14/12 12/27/11 99.873 1.27 313588T62 12/17/12 08/07/12 99.956 0.44 313588T70 12/18/12 07/16/12 99.935 0.65 313588T88 12/19/12 01/24/12 99.899 1.01 313588T96 12/20/12 01/11/12 99.876 1.24 313588U29 12/21/12 01/12/12 99.876 1.24 313588U52 12/24/12 01/13/12 99.875 1.25 313588U78 12/26/12 06/27/12 99.916 0.84 313588U86 12/27/12 06/25/12 99.928 0.72 313588U94 12/28/12 01/12/12 99.873 1.27 313588V44 12/31/12 07/18/12 99.940 0.60 Section III-D FEDERAL FARM CREDIT BANKS Short-Term Obligations Issued at a Discount and Maturing in 2012 Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312RH5 01/03/12 11/14/11 99.994 0.06 313312RJ1 01/04/12 10/13/11 99.984 0.16 313312RK8 01/05/12 01/05/11 99.645 3.55 313312RL6 01/06/12 01/18/11 99.657 3.43 313312RP7 01/09/12 06/07/11 99.904 0.96 313312RQ5 01/10/12 08/10/11 99.949 0.51 313312RR3 01/11/12 08/10/11 99.949 0.51 313312RS1 01/12/12 01/18/11 99.651 3.49 313312RX0 01/17/12 07/26/11 99.927 0.73 313312RY8 01/18/12 05/10/11 99.888 1.12 313312RZ5 01/19/12 01/19/11 99.645 3.55 313312SA9 01/20/12 02/01/11 99.775 2.26 313312SD3 01/23/12 01/17/12 99.999 0.01 313312SE1 01/24/12 05/27/11 99.892 1.08 313312SF8 01/25/12 12/28/11 99.997 0.03 313312SG6 01/26/12 08/12/11 99.930 0.70 313312SH4 01/27/12 06/13/11 99.905 0.95 313312SL5 01/30/12 07/01/11 99.905 0.95 313312SM3 01/31/12 06/30/11 99.910 0.90 313312SN1 02/01/12 02/04/11 99.668 3.32 313312SP6 02/02/12 08/12/11 99.918 0.82 313312SQ4 02/03/12 02/03/11 99.655 3.45 313312ST8 02/06/12 06/07/11 99.885 1.15 313312SU5 02/07/12 02/09/11 99.637 3.63 313312SV3 02/08/12 08/16/11 99.927 0.73 313312SW1 02/09/12 02/09/11 99.645 3.55 313312TB6 02/14/12 01/03/12 99.995 0.05 313312TC4 02/15/12 08/18/11 99.925 0.75 313312TD2 02/16/12 06/13/11 99.883 1.17 313312TE0 02/17/12 09/01/11 99.944 0.56 313312TJ9 02/21/12 07/26/11 99.901 0.99 313312TK6 02/22/12 02/23/11 99.687 3.13 313312TL4 02/23/12 02/23/11 99.686 3.14 313312TM2 02/24/12 09/07/11 99.939 0.61 313312TQ3 02/27/12 02/07/12 99.996 0.04 313312TR1 02/28/12 03/31/11 99.722 2.78 313312TS9 02/29/12 12/30/11 99.993 0.07 313312TT7 03/01/12 03/09/11 99.692 3.08 313312TU4 03/02/12 03/04/11 99.666 3.34 313312TX8 03/05/12 02/22/12 99.998 0.02 313312TY6 03/06/12 09/15/11 99.938 0.63 313312TZ3 03/07/12 09/15/11 99.937 0.63 313312UA6 03/08/12 03/09/11 99.686 3.14 Section III-D (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312UB4 03/09/12 09/08/11 99.934 0.66 313312UE8 03/12/12 10/14/11 99.954 0.46 313312UF5 03/13/12 09/14/11 99.935 0.65 313312UG3 03/14/12 10/07/11 99.960 0.40 313312UH1 03/15/12 10/07/11 99.960 0.40 313312UJ7 03/16/12 10/07/11 99.960 0.40 313312UM0 03/19/12 02/22/12 99.994 0.06 313312UN8 03/20/12 02/06/12 99.988 0.12 313312UP3 03/21/12 12/28/11 99.988 0.12 313312UR9 03/23/12 04/06/11 99.707 2.93 313312UU2 03/26/12 10/14/11 99.950 0.50 313312UV0 03/27/12 08/09/11 99.891 1.09 313312UW8 03/28/12 10/19/11 99.951 0.49 313312UX6 03/29/12 10/25/11 99.952 0.48 313312UY4 03/30/12 10/28/11 99.953 0.47 313312VB3 04/02/12 11/14/11 99.969 0.31 313312VC1 04/03/12 11/17/11 99.966 0.34 313312VD9 04/04/12 04/05/11 99.706 2.94 313312VE7 04/05/12 04/08/11 99.698 3.02 313312VF4 04/06/12 02/09/12 99.984 0.16 313312VJ6 04/09/12 05/27/11 99.823 1.77 313312VK3 04/10/12 10/25/11 99.944 0.56 313312VL1 04/11/12 03/14/12 99.991 0.09 313312VN7 04/13/12 02/15/12 99.977 0.23 313312VR8 04/16/12 03/16/12 99.991 0.10 313312VS6 04/17/12 12/14/11 99.979 0.21 313312VT4 04/18/12 06/15/11 99.829 1.71 313312VU1 04/19/12 12/22/11 99.984 0.16 313312VV9 04/20/12 10/07/11 99.946 0.54 313312VY3 04/23/12 04/04/12 99.995 0.05 313312VZ0 04/24/12 03/27/12 99.994 0.06 313312WA4 04/25/12 03/28/12 99.994 0.06 313312WB2 04/26/12 04/27/11 99.716 2.84 313312WC0 04/27/12 03/30/12 99.995 0.05 313312WF3 04/30/12 05/31/11 99.777 2.23 313312WG1 05/01/12 05/03/11 99.727 2.73 313312WH9 05/02/12 06/02/11 99.795 2.05 313312WJ5 05/03/12 10/31/11 99.933 0.67 313312WK2 05/04/12 10/07/11 99.930 0.70 313312WN6 05/07/12 12/23/11 99.970 0.30 313312WP1 05/08/12 12/23/11 99.970 0.30 313312WQ9 05/09/12 05/10/11 99.767 2.33 313312WR7 05/10/12 10/18/11 99.926 0.74 313312WS5 05/11/12 10/14/11 99.924 0.76 313312WV8 05/14/12 10/31/11 99.929 0.71 313312WW6 05/15/12 08/18/11 99.857 1.43 313312WX4 05/16/12 04/18/12 99.992 0.08 313312WY2 05/17/12 05/18/11 99.767 2.33 Section III-D (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312WZ9 05/18/12 12/30/11 99.965 0.35 313312XC9 05/21/12 04/30/12 99.992 0.08 313312XD7 05/22/12 04/24/12 99.994 0.06 313312XE5 05/23/12 12/30/11 99.964 0.36 313312XF2 05/24/12 12/30/11 99.964 0.37 313312XG0 05/25/12 12/30/11 99.963 0.37 313312XL9 05/29/12 02/09/12 99.963 0.37 313312XM7 05/30/12 01/05/12 99.972 0.28 313312XN5 05/31/12 06/30/11 99.795 2.05 313312XS4 06/04/12 04/30/12 99.987 0.13 313312XT2 06/05/12 06/06/11 99.767 2.33 313312XU9 06/06/12 04/25/12 99.985 0.15 313312XV7 06/07/12 09/02/11 99.868 1.32 313312XW5 06/08/12 12/23/11 99.958 0.42 313312XZ8 06/11/12 05/14/12 99.991 0.09 313312YA2 06/12/12 05/01/12 99.985 0.15 313312YB0 06/13/12 06/14/11 99.757 2.43 313312YC8 06/14/12 05/17/12 99.991 0.09 313312YD6 06/15/12 05/18/12 99.991 0.09 313312YG9 06/18/12 06/15/12 99.999 0.01 313312YH7 06/19/12 05/22/12 99.992 0.08 313312YJ3 06/20/12 12/20/11 99.949 0.51 313312YK0 06/21/12 05/24/12 99.991 0.09 313312YL8 06/22/12 05/25/12 99.991 0.09 313312YP9 06/25/12 02/02/12 99.952 0.48 313312YR5 06/27/12 03/02/12 99.958 0.42 313312YS3 06/28/12 07/19/11 99.808 1.92 313312YW4 07/02/12 07/26/11 99.772 2.28 313312YX2 07/03/12 07/21/11 99.787 2.13 313312YZ7 07/05/12 08/30/11 99.828 1.72 313312ZA1 07/06/12 07/08/11 99.767 2.33 313312ZD5 07/09/12 01/10/12 99.955 0.45 313312ZF0 07/11/12 06/04/12 99.991 0.09 313312ZG8 07/12/12 05/31/12 99.990 0.10 313312ZH6 07/13/12 06/04/12 99.990 0.10 313312ZM5 07/17/12 04/16/12 99.964 0.36 313312ZN3 07/18/12 06/20/12 99.992 0.08 313312ZT0 07/23/12 12/28/11 99.942 0.58 313312ZU7 07/24/12 06/14/12 99.990 0.10 313312ZV5 07/25/12 07/26/11 99.787 2.13 313312ZW3 07/26/12 01/05/12 99.949 0.51 313312ZX1 07/27/12 07/28/11 99.716 2.84 313312A26 07/30/12 01/04/12 99.942 0.58 313312A34 07/31/12 08/31/11 99.823 1.77 313312A42 08/01/12 11/01/11 99.863 1.37 313312A59 08/02/12 10/31/11 99.854 1.46 313312A67 08/03/12 09/07/11 99.816 1.84 Section III-D (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312A91 08/06/12 11/30/11 99.903 0.97 313312B25 08/07/12 12/28/11 99.932 0.68 313312B33 08/08/12 08/09/11 99.757 2.43 313312B41 08/09/12 06/15/12 99.982 0.18 313312B58 08/10/12 02/22/12 99.929 0.71 313312B82 08/13/12 06/18/12 99.980 0.20 313312B90 08/14/12 06/19/12 99.981 0.19 313312C24 08/15/12 08/16/11 99.787 2.13 313312C32 08/16/12 09/07/11 99.809 1.91 313312C40 08/17/12 02/24/12 99.917 0.83 313312C73 08/20/12 01/04/12 99.936 0.64 313312C81 08/21/12 01/05/12 99.936 0.64 313312C99 08/22/12 02/24/12 99.915 0.85 313312D23 08/23/12 08/25/11 99.798 2.02 313312D31 08/24/12 08/25/11 99.797 2.03 313312D64 08/27/12 09/07/11 99.803 1.97 313312D72 08/28/12 01/05/12 99.934 0.66 313312D80 08/29/12 07/27/12 99.988 0.12 313312D98 08/30/12 08/31/11 99.797 2.03 313312E22 08/31/12 09/01/11 99.797 2.03 313312E63 09/04/12 12/16/11 99.905 0.95 313312E71 09/05/12 11/30/11 99.876 1.24 313312E89 09/06/12 12/30/11 99.909 0.91 313312E97 09/07/12 09/08/11 99.787 2.13 313312F47 09/10/12 10/19/11 99.818 1.82 313312F54 09/11/12 01/05/12 99.924 0.76 313312F62 09/12/12 10/20/11 99.800 2.00 313312F70 09/13/12 02/02/12 99.913 0.87 313312F88 09/14/12 02/02/12 99.913 0.88 313312G38 09/17/12 07/16/12 99.972 0.28 313312G46 09/18/12 09/19/11 99.787 2.13 313312G53 09/19/12 08/22/12 99.990 0.10 313312G79 09/21/12 08/10/12 99.985 0.15 313312H29 09/24/12 11/17/11 99.879 1.21 313312H37 09/25/12 10/25/11 99.813 1.87 313312H45 09/26/12 12/30/11 99.895 1.05 313312H52 09/27/12 11/01/11 99.825 1.75 313312H60 09/28/12 09/29/11 99.818 1.83 313312H94 10/01/12 11/10/11 99.846 1.54 313312J27 10/02/12 10/27/11 99.811 1.89 313312J35 10/03/12 09/05/12 99.991 0.09 313312J43 10/04/12 08/23/12 99.985 0.15 313312J92 10/09/12 08/28/12 99.984 0.16 313312K25 10/10/12 01/10/12 99.909 0.91 313312K33 10/11/12 08/30/12 99.984 0.16 313312K41 10/12/12 10/14/11 99.788 2.12 313312K74 10/15/12 10/28/11 99.804 1.96 313312K82 10/16/12 03/02/12 99.886 1.14 Section III-D (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312K90 10/17/12 09/19/12 99.991 0.09 313312L24 10/18/12 10/19/11 99.787 2.13 313312L32 10/19/12 10/16/12 99.999 0.01 313312L65 10/22/12 08/20/12 99.976 0.25 313312L73 10/23/12 09/05/12 99.984 0.16 313312L81 10/24/12 08/22/12 99.976 0.25 313312L99 10/25/12 10/26/11 99.787 2.13 313312M23 10/26/12 03/20/12 99.878 1.22 313312M56 10/29/12 11/02/11 99.799 2.01 313312M64 10/30/12 08/28/12 99.976 0.25 313312M72 10/31/12 10/03/12 99.988 0.12 313312M80 11/01/12 08/30/12 99.974 0.26 313312M98 11/02/12 10/05/12 99.988 0.12 313312N48 11/05/12 03/02/12 99.869 1.31 313312N55 11/06/12 09/04/12 99.977 0.23 313312N63 11/07/12 05/17/12 99.913 0.87 313312N71 11/08/12 11/10/11 99.808 1.92 313312N89 11/09/12 09/21/12 99.982 0.18 313312P46 11/13/12 12/15/11 99.852 1.48 313312P53 11/14/12 09/26/12 99.982 0.18 313312P61 11/15/12 09/27/12 99.982 0.18 313312P79 11/16/12 11/17/11 99.818 1.83 313312Q29 11/19/12 09/10/12 99.971 0.29 313312Q37 11/20/12 01/04/12 99.866 1.34 313312Q45 11/21/12 11/23/11 99.808 1.92 313312Q60 11/23/12 02/14/12 99.851 1.49 313312Q94 11/26/12 01/12/12 99.867 1.33 313312R28 11/27/12 01/30/12 99.883 1.17 313312R36 11/28/12 11/29/11 99.807 1.93 313312R44 11/29/12 10/25/12 99.985 0.15 313312R51 11/30/12 11/02/12 99.991 0.09 313312R85 12/03/12 01/19/12 99.876 1.24 313312R93 12/04/12 11/20/12 99.995 0.05 313312S27 12/05/12 11/07/12 99.988 0.12 313312S35 12/06/12 09/20/12 99.968 0.32 313312S43 12/07/12 12/09/11 99.818 1.82 313312S76 12/10/12 06/18/12 99.908 0.92 313312S84 12/11/12 10/16/12 99.977 0.23 313312S92 12/12/12 12/13/11 99.818 1.83 313312T26 12/13/12 09/27/12 99.970 0.30 313312T34 12/14/12 12/16/11 99.828 1.72 313312T67 12/17/12 12/20/11 99.829 1.71 313312T75 12/18/12 04/11/12 99.861 1.39 313312T83 12/19/12 10/03/12 99.966 0.34 313312T91 12/20/12 10/04/12 99.968 0.32 313312U24 12/21/12 01/20/12 99.860 1.40 313312U57 12/24/12 01/04/12 99.832 1.68 313312U73 12/26/12 12/30/11 99.829 1.71 Section III-D (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312U81 12/27/12 02/13/12 99.841 1.59 313312U99 12/28/12 02/15/12 99.824 1.76 Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313312RT9 01/13/12 01/12/12 99.9999 0.001 313312SX9 02/10/12 02/09/12 99.9999 0.001 313312TA8 02/13/12 02/10/12 99.9997 0.003 313312UQ1 03/22/12 03/21/12 99.9998 0.002 313312VM9 04/12/12 04/11/12 99.9999 0.001 313312XP0 06/01/12 05/31/12 99.9999 0.001 313312YQ7 06/26/12 06/25/12 99.9999 0.001 313312YT1 06/29/12 06/28/12 99.9999 0.001 313312ZE3 07/10/12 07/09/12 99.9999 0.001 313312ZL7 07/16/12 07/13/12 99.9997 0.003 313312ZP8 07/19/12 07/18/12 99.9999 0.001 313312ZQ6 07/20/12 07/19/12 99.9999 0.001 313312G61 09/20/12 09/19/12 99.9999 0.001 313312J50 10/05/12 10/04/12 99.9999 0.001 Section III-E FEDERAL HOME LOAN MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2012 Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313396RH8 01/03/12 02/23/11 99.826 1.74 313396RJ4 01/04/12 06/09/11 99.930 0.70 313396RL9 01/06/12 02/09/11 99.733 2.67 313396RP0 01/09/12 07/11/11 99.952 0.48 313396RQ8 01/10/12 01/11/11 99.697 3.03 313396RR6 01/11/12 01/12/11 99.697 3.03 313396RS4 01/12/12 05/05/11 99.909 0.91 313396RT2 01/13/12 01/14/11 99.707 2.93 313396RX3 01/17/12 01/26/11 99.708 2.92 313396RY1 01/18/12 03/21/11 99.832 1.68 313396RZ8 01/19/12 01/27/11 99.707 2.93 313396SA2 01/20/12 01/25/11 99.710 2.90 313396SD6 01/23/12 07/25/11 99.932 0.68 313396SE4 01/24/12 03/14/11 99.824 1.76 313396SF1 01/25/12 05/10/11 99.913 0.87 313396SG9 01/26/12 01/31/11 99.730 2.70 313396SH7 01/27/12 02/03/11 99.732 2.68 313396SL8 01/30/12 08/01/11 99.892 1.08 313396SM6 01/31/12 06/27/11 99.933 0.67 313396SN4 02/01/12 02/10/11 99.703 2.97 313396SP9 02/02/12 10/06/11 99.990 0.10 313396SQ7 02/03/12 02/17/11 99.727 2.73 313396ST1 02/06/12 08/08/11 99.934 0.66 313396SU8 02/07/12 04/19/11 99.853 1.47 313396SV6 02/08/12 05/24/11 99.906 0.94 313396SW4 02/09/12 02/10/11 99.697 3.03 313396SX2 02/10/12 03/10/11 99.766 2.34 313396TA1 02/13/12 08/02/11 99.903 0.97 313396TB9 02/14/12 02/17/11 99.688 3.12 313396TC7 02/15/12 03/04/11 99.758 2.42 313396TD5 02/16/12 05/19/11 99.894 1.06 313396TE3 02/17/12 03/25/11 99.790 2.10 313396TJ2 02/21/12 08/16/11 99.932 0.68 313396TL7 02/23/12 08/17/11 99.937 0.63 313396TM5 02/24/12 08/03/11 99.915 0.85 313396TQ6 02/27/12 03/08/11 99.743 2.57 313396TS2 02/29/12 03/07/11 99.741 2.59 313396TT0 03/01/12 03/10/11 99.752 2.48 313396TU7 03/02/12 03/09/11 99.721 2.79 313396TX1 03/05/12 03/10/11 99.749 2.51 313396TY9 03/06/12 05/16/11 99.885 1.15 313396TZ6 03/07/12 05/23/11 99.888 1.12 313396UA9 03/08/12 06/09/11 99.886 1.14 Section III-E (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313396UB7 03/09/12 03/14/11 99.759 2.41 313396UE1 03/12/12 04/07/11 99.764 2.36 313396UF8 03/13/12 03/17/11 99.749 2.51 313396UG6 03/14/12 03/16/11 99.749 2.51 313396UH4 03/15/12 03/18/11 99.752 2.48 313396UJ0 03/16/12 03/18/11 99.757 2.43 313396UM3 03/19/12 09/07/11 99.946 0.54 313396UN1 03/20/12 08/16/11 99.910 0.90 313396UP6 03/21/12 08/16/11 99.909 0.91 313396UQ4 03/22/12 08/15/11 99.908 0.92 313396UR2 03/23/12 08/16/11 99.908 0.92 313396UU5 03/26/12 09/26/11 99.955 0.45 313396UV3 03/27/12 08/24/11 99.940 0.60 313396UW1 03/28/12 06/01/11 99.866 1.34 313396UX9 03/29/12 08/25/11 99.940 0.60 313396UY7 03/30/12 04/01/11 99.707 2.93 313396VB6 04/02/12 04/07/11 99.749 2.51 313396VC4 04/03/12 08/11/11 99.915 0.85 313396VD2 04/04/12 08/18/11 99.904 0.96 313396VE0 04/05/12 08/25/11 99.932 0.68 313396VF7 04/06/12 12/30/11 99.997 0.03 313396VJ9 04/09/12 08/18/11 99.902 0.98 313396VK6 04/10/12 08/18/11 99.902 0.98 313396VL4 04/11/12 08/18/11 99.901 0.99 313396VM2 04/12/12 11/03/11 99.969 0.31 313396VN0 04/13/12 10/04/11 99.963 0.37 313396VR1 04/16/12 08/18/11 99.899 1.01 313396VS9 04/17/12 04/18/11 99.757 2.43 313396VT7 04/18/12 09/08/11 99.926 0.74 313396VU4 04/19/12 07/22/11 99.902 0.98 313396VV2 04/20/12 05/04/11 99.824 1.76 313396VY6 04/23/12 10/24/11 99.955 0.45 313396VZ3 04/24/12 07/11/11 99.880 1.20 313396WA7 04/25/12 04/26/11 99.767 2.33 313396WB5 04/26/12 12/08/11 99.988 0.12 313396WC3 04/27/12 04/28/11 99.797 2.03 313396WF6 04/30/12 10/31/11 99.955 0.45 313396WG4 05/01/12 05/02/11 99.787 2.13 313396WH2 05/02/12 11/18/11 99.977 0.23 313396WJ8 05/03/12 10/19/11 99.951 0.49 313396WK5 05/04/12 10/25/11 99.957 0.43 313396WN9 05/07/12 05/09/11 99.796 2.04 313396WP4 05/08/12 10/11/11 99.948 0.52 313396WQ2 05/09/12 10/26/11 99.951 0.49 313396WR0 05/10/12 12/16/11 99.984 0.16 313396WS8 05/11/12 05/26/11 99.825 1.75 313396WV1 05/14/12 11/14/11 99.965 0.35 Section III-E (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313396WW9 05/15/12 05/20/11 99.809 1.91 313396WX7 05/16/12 05/23/11 99.811 1.89 313396WY5 05/17/12 05/26/11 99.812 1.88 313396WZ2 05/18/12 05/19/11 99.797 2.03 313396XC2 05/21/12 11/21/11 99.963 0.37 313396XD0 05/22/12 10/12/11 99.938 0.62 313396XE8 05/23/12 05/26/11 99.808 1.92 313396XF5 05/24/12 10/27/11 99.948 0.52 313396XG3 05/25/12 11/17/11 99.974 0.26 313396XL2 05/29/12 05/31/11 99.798 2.02 313396XM0 05/30/12 06/02/11 99.798 2.02 313396XN8 05/31/12 06/02/11 99.798 2.02 313396XP3 06/01/12 06/15/11 99.804 1.96 313396XS7 06/04/12 09/02/11 99.900 1.00 313396XT5 06/05/12 06/17/11 99.803 1.97 313396XU2 06/06/12 09/15/11 99.890 1.10 313396XV0 06/07/12 06/20/11 99.794 2.06 313396XW8 06/08/12 06/15/11 99.801 1.99 313396XZ1 06/11/12 12/12/11 99.965 0.35 313396YA5 06/12/12 10/07/11 99.924 0.76 313396YB3 06/13/12 11/02/11 99.938 0.62 313396YC1 06/14/12 08/29/11 99.895 1.05 313396YD9 06/15/12 06/20/11 99.799 2.01 313396YG2 06/18/12 09/14/11 99.884 1.16 313396YH0 06/19/12 07/06/11 99.806 1.94 313396YJ6 06/20/12 12/12/11 99.973 0.27 313396YK3 06/21/12 08/24/11 99.874 1.26 313396YL1 06/22/12 06/29/11 99.791 2.09 313396YP2 06/25/12 07/28/11 99.811 1.89 313396YQ0 06/26/12 07/07/11 99.793 2.07 313396YR8 06/27/12 07/01/11 99.789 2.11 313396YS6 06/28/12 07/15/11 99.816 1.84 313396YT4 06/29/12 07/08/11 99.800 2.00 313396YW7 07/02/12 07/22/11 99.827 1.73 313396YZ0 07/05/12 03/09/12 99.974 0.26 313396ZA4 07/06/12 07/11/11 99.799 2.01 313396ZD8 07/09/12 01/09/12 99.968 0.32 313396ZE6 07/10/12 07/12/11 99.798 2.02 313396ZF3 07/11/12 07/15/11 99.799 2.01 313396ZG1 07/12/12 07/14/11 99.798 2.02 313396ZH9 07/13/12 08/12/11 99.860 1.40 313396ZL0 07/16/12 08/26/11 99.865 1.35 313396ZM8 07/17/12 08/15/11 99.850 1.50 313396ZN6 07/18/12 08/25/11 99.863 1.37 313396ZP1 07/19/12 11/22/11 99.947 0.53 313396ZQ9 07/20/12 07/22/11 99.808 1.92 313396ZT3 07/23/12 11/22/11 99.946 0.54 313396ZU0 07/24/12 07/27/11 99.798 2.02 Section III-E (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313396ZV8 07/25/12 12/21/11 99.964 0.36 313396ZW6 07/26/12 01/04/12 99.966 0.34 313396ZX4 07/27/12 12/13/11 99.956 0.44 313396A29 07/30/12 10/17/11 99.896 1.04 313396A37 07/31/12 12/09/11 99.954 0.46 313396A45 08/01/12 08/31/11 99.851 1.49 313396A52 08/02/12 12/28/11 99.958 0.42 313396A60 08/03/12 12/22/11 99.956 0.44 313396A94 08/06/12 08/08/11 99.778 2.22 313396B28 08/07/12 08/31/11 99.848 1.52 313396B36 08/08/12 09/08/11 99.842 1.58 313396B44 08/09/12 04/04/12 99.965 0.35 313396B51 08/10/12 01/05/12 99.958 0.42 313396B85 08/13/12 09/09/11 99.840 1.60 313396B93 08/14/12 10/04/11 99.886 1.14 313396C27 08/15/12 09/14/11 99.841 1.59 313396C35 08/16/12 09/22/11 99.872 1.28 313396C43 08/17/12 11/28/11 99.927 0.73 313396C76 08/20/12 09/12/11 99.838 1.62 313396C84 08/21/12 10/11/11 99.878 1.22 313396C92 08/22/12 11/08/11 99.904 0.96 313396D26 08/23/12 11/01/11 99.893 1.07 313396D34 08/24/12 09/02/11 99.841 1.59 313396D67 08/27/12 09/28/11 99.879 1.21 313396D75 08/28/12 02/14/12 99.929 0.71 313396D83 08/29/12 09/22/11 99.867 1.33 313396D91 08/30/12 09/23/11 99.877 1.23 313396E25 08/31/12 09/15/11 99.834 1.66 313396E66 09/04/12 02/17/12 99.928 0.72 313396E74 09/05/12 12/21/11 99.935 0.65 313396E82 09/06/12 02/17/12 99.927 0.73 313396E90 09/07/12 09/09/11 99.818 1.82 313396F40 09/10/12 02/17/12 99.926 0.74 313396F57 09/11/12 01/19/12 99.948 0.52 313396F65 09/12/12 01/13/12 99.946 0.54 313396F73 09/13/12 02/08/12 99.939 0.61 313396F81 09/14/12 01/18/12 99.947 0.53 313396G31 09/17/12 02/23/12 99.931 0.69 313396G49 09/18/12 09/22/11 99.829 1.71 313396G56 09/19/12 03/05/12 99.934 0.66 313396G64 09/20/12 09/22/11 99.828 1.72 313396G72 09/21/12 09/28/11 99.870 1.30 313396H22 09/24/12 02/23/12 99.929 0.71 313396H30 09/25/12 10/06/11 99.842 1.58 313396H48 09/26/12 10/06/11 99.842 1.58 313396H55 09/27/12 11/04/11 99.872 1.28 313396H63 09/28/12 10/11/11 99.843 1.57 Section III-E (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313396H97 10/01/12 10/18/11 99.826 1.74 313396J20 10/02/12 10/21/11 99.827 1.73 313396J38 10/03/12 10/19/11 99.825 1.75 313396J46 10/04/12 03/09/12 99.930 0.70 313396J53 10/05/12 12/22/11 99.928 0.72 313396J95 10/09/12 10/27/11 99.855 1.45 313396K28 10/10/12 01/11/12 99.924 0.76 313396K36 10/11/12 10/31/11 99.856 1.44 313396K44 10/12/12 10/28/11 99.854 1.46 313396K77 10/15/12 04/16/12 99.923 0.77 313396K85 10/16/12 05/07/12 99.942 0.58 313396K93 10/17/12 10/24/11 99.821 1.79 313396L27 10/18/12 05/23/12 99.951 0.49 313396L35 10/19/12 10/24/11 99.820 1.80 313396L68 10/22/12 04/23/12 99.930 0.70 313396L76 10/23/12 01/12/12 99.921 0.79 313396L84 10/24/12 04/04/12 99.921 0.79 313396L92 10/25/12 03/22/12 99.910 0.90 313396M26 10/26/12 06/04/12 99.956 0.44 313396M59 10/29/12 04/13/12 99.928 0.72 313396M67 10/30/12 02/10/12 99.912 0.88 313396M75 10/31/12 01/03/12 99.925 0.75 313396M83 11/01/12 11/17/11 99.865 1.35 313396M91 11/02/12 11/25/11 99.867 1.33 313396N41 11/05/12 05/07/12 99.922 0.78 313396N58 11/06/12 12/23/11 99.911 0.89 313396N66 11/07/12 12/30/11 99.913 0.87 313396N74 11/08/12 03/20/12 99.890 1.10 313396N82 11/09/12 11/16/11 99.870 1.30 313396P49 11/13/12 12/09/11 99.887 1.13 313396P56 11/14/12 12/08/11 99.886 1.14 313396P64 11/15/12 12/12/11 99.887 1.13 313396P72 11/16/12 12/15/11 99.888 1.12 313396Q22 11/19/12 05/21/12 99.921 0.79 313396Q30 11/20/12 05/09/12 99.924 0.76 313396Q48 11/21/12 05/10/12 99.924 0.76 313396Q97 11/26/12 05/29/12 99.923 0.77 313396R21 11/27/12 02/10/12 99.895 1.05 313396R39 11/28/12 05/16/12 99.918 0.82 313396R47 11/29/12 05/16/12 99.918 0.82 313396R54 11/30/12 01/03/12 99.908 0.92 313396R88 12/03/12 12/15/11 99.872 1.28 313396R96 12/04/12 12/20/11 99.874 1.26 313396S20 12/05/12 08/31/12 99.971 0.29 313396S38 12/06/12 06/21/12 99.935 0.65 313396S46 12/07/12 05/25/12 99.924 0.76 313396S79 12/10/12 12/12/11 99.869 1.31 313396S87 12/11/12 05/23/12 99.921 0.79 Section III-E (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313396S95 12/12/12 12/13/11 99.868 1.32 313396T29 12/13/12 04/30/12 99.912 0.88 313396T37 12/14/12 04/27/12 99.917 0.83 313396T60 12/17/12 03/26/12 99.889 1.11 313396T78 12/18/12 01/05/12 99.874 1.26 313396T86 12/19/12 01/10/12 99.876 1.24 313396T94 12/20/12 05/24/12 99.918 0.82 313396U27 12/21/12 01/09/12 99.875 1.25 313396U50 12/24/12 06/25/12 99.915 0.85 313396U76 12/26/12 01/17/12 99.876 1.24 313396U84 12/27/12 01/05/12 99.861 1.39 313396U92 12/28/12 01/05/12 99.861 1.39 313396V42 12/31/12 06/12/12 99.921 0.79 Section III-F FEDERAL AGRICULTURAL MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2012 Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KRH5 01/03/12 09/28/11 99.981 0.19 31315KRJ1 01/04/12 09/26/11 99.983 0.17 31315KRK8 01/05/12 12/02/11 99.996 0.04 31315KRP7 01/09/12 10/04/11 99.984 0.16 31315KRR3 01/11/12 01/12/11 99.636 3.64 31315KRS1 01/12/12 10/13/11 99.985 0.15 31315KRT9 01/13/12 01/24/11 99.656 3.44 31315KRX0 01/17/12 01/24/11 99.652 3.48 31315KRY8 01/18/12 11/15/11 99.993 0.07 31315KRZ5 01/19/12 10/18/11 99.979 0.21 31315KSA9 01/20/12 01/06/12 99.998 0.02 31315KSD3 01/23/12 10/25/11 99.985 0.15 31315KSF8 01/25/12 01/25/11 99.645 3.55 31315KSG6 01/26/12 12/21/11 99.996 0.04 31315KSH4 01/27/12 10/04/11 99.978 0.22 31315KSN1 02/01/12 06/29/11 99.904 0.96 31315KSP6 02/02/12 10/28/11 99.978 0.22 31315KSQ4 02/03/12 07/27/11 99.867 1.33 31315KST8 02/06/12 01/11/12 99.997 0.03 31315KSW1 02/09/12 10/27/11 99.980 0.20 31315KTA8 02/13/12 10/24/11 99.978 0.22 31315KTB6 02/14/12 01/30/12 99.997 0.03 31315KTC4 02/15/12 01/10/12 99.996 0.04 31315KTE0 02/17/12 12/05/11 99.990 0.10 31315KTJ9 02/21/12 08/23/11 99.929 0.71 31315KTK6 02/22/12 11/28/11 99.986 0.14 31315KTL4 02/23/12 02/28/11 99.710 2.90 31315KTM2 02/24/12 02/01/12 99.995 0.05 31315KTQ3 02/27/12 01/19/12 99.995 0.05 31315KTR1 02/28/12 01/18/12 99.994 0.06 31315KTS9 02/29/12 03/17/11 99.748 2.52 31315KTT7 03/01/12 09/28/11 99.953 0.47 31315KTU4 03/02/12 12/07/11 99.988 0.12 31315KTX8 03/05/12 02/10/12 99.993 0.07 31315KTY6 03/06/12 08/31/11 99.927 0.73 31315KTZ3 03/07/12 02/27/12 99.999 0.01 31315KUA6 03/08/12 12/16/11 99.988 0.12 31315KUF5 03/13/12 02/14/12 99.991 0.09 31315KUJ7 03/16/12 12/12/11 99.987 0.13 31315KUM0 03/19/12 03/16/12 99.999 0.01 31315KUQ1 03/22/12 02/23/12 99.992 0.08 31315KUR9 03/23/12 06/24/11 99.864 1.36 31315KUU2 03/26/12 06/24/11 99.854 1.46 Section III-F (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KUV0 03/27/12 12/15/11 99.986 0.14 31315KUW8 03/28/12 03/29/11 99.676 3.24 31315KUX6 03/29/12 03/30/11 99.676 3.24 31315KUY4 03/30/12 03/31/11 99.676 3.24 31315KVB3 04/02/12 06/01/11 99.830 1.70 31315KVC1 04/03/12 06/13/11 99.836 1.64 31315KVD9 04/04/12 12/27/11 99.984 0.16 31315KVE7 04/05/12 07/05/11 99.855 1.45 31315KVJ6 04/09/12 01/13/12 99.986 0.14 31315KVK3 04/10/12 01/18/12 99.986 0.14 31315KVM9 04/12/12 04/15/11 99.698 3.02 31315KVN7 04/13/12 04/18/11 99.699 3.01 31315KVR8 04/16/12 04/20/11 99.729 2.71 31315KVS6 04/17/12 04/18/11 99.706 2.94 31315KVT4 04/18/12 04/05/12 99.996 0.04 31315KVY3 04/23/12 12/15/11 99.978 0.22 31315KVZ0 04/24/12 01/18/12 99.984 0.16 31315KWA4 04/25/12 07/25/11 99.847 1.53 31315KWB2 04/26/12 04/27/11 99.716 2.84 31315KWC0 04/27/12 03/30/12 99.994 0.06 31315KWG1 05/01/12 05/11/11 99.773 2.27 31315KWH9 05/02/12 02/07/12 99.972 0.28 31315KWJ5 05/03/12 07/27/11 99.766 2.34 31315KWN6 05/07/12 09/28/11 99.920 0.80 31315KWP1 05/08/12 04/12/12 99.991 0.09 31315KWQ9 05/09/12 04/05/12 99.991 0.09 31315KWR7 05/10/12 05/03/12 99.998 0.02 31315KWS5 05/11/12 05/13/11 99.767 2.33 31315KWW6 05/15/12 05/16/11 99.757 2.43 31315KXC9 05/21/12 05/18/12 99.999 0.01 31315KXD7 05/22/12 02/23/12 99.968 0.32 31315KXE5 05/23/12 04/20/12 99.992 0.08 31315KXG0 05/25/12 04/26/12 99.992 0.08 31315KXL9 05/29/12 05/22/12 99.998 0.02 31315KXN5 05/31/12 06/01/11 99.767 2.33 31315KXP0 06/01/12 06/03/11 99.757 2.43 31315KXS4 06/04/12 05/01/12 99.989 0.11 31315KXT2 06/05/12 05/02/12 99.990 0.10 31315KXU9 06/06/12 06/07/11 99.757 2.43 31315KXW5 06/08/12 03/09/12 99.970 0.30 31315KXZ8 06/11/12 05/11/12 99.989 0.11 31315KYB0 06/13/12 05/16/12 99.991 0.09 31315KYD6 06/15/12 11/21/11 99.937 0.63 31315KYG9 06/18/12 03/12/12 99.973 0.27 31315KYJ3 06/20/12 06/21/11 99.716 2.84 31315KYK0 06/21/12 05/30/12 99.993 0.07 31315KYL8 06/22/12 06/23/11 99.767 2.33 31315KYP9 06/25/12 09/02/11 99.843 1.57 Section III-F (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KYR5 06/27/12 06/20/12 99.998 0.02 31315KYS3 06/28/12 12/13/11 99.940 0.60 31315KYT1 06/29/12 07/01/11 99.747 2.53 31315KYW4 07/02/12 08/23/11 99.791 2.09 31315KYX2 07/03/12 08/24/11 99.817 1.83 31315KZA1 07/06/12 09/09/11 99.833 1.67 31315KZF0 07/11/12 07/12/11 99.757 2.43 31315KZG8 07/12/12 06/14/12 99.991 0.09 31315KZH6 07/13/12 07/14/11 99.757 2.43 31315KZL7 07/16/12 04/19/12 99.971 0.29 31315KZM5 07/17/12 07/19/11 99.778 2.22 31315KZP8 07/19/12 04/11/12 99.959 0.41 31315KZQ6 07/20/12 08/11/11 99.828 1.72 31315KZT0 07/23/12 04/17/12 99.960 0.40 31315KZU7 07/24/12 07/26/11 99.717 2.83 31315KZV5 07/25/12 09/22/11 99.846 1.54 31315KZW3 07/26/12 05/17/12 99.977 0.23 31315KZX1 07/27/12 06/27/12 99.991 0.09 31315KA26 07/30/12 07/06/12 99.991 0.09 31315KA34 07/31/12 08/10/11 99.773 2.27 31315KA42 08/01/12 10/31/11 99.885 1.15 31315KA59 08/02/12 07/06/12 99.990 0.10 31315KA67 08/03/12 08/18/11 99.805 1.95 31315KA91 08/06/12 05/03/12 99.966 0.34 31315KB58 08/10/12 02/07/12 99.923 0.77 31315KB82 08/13/12 07/11/12 99.988 0.12 31315KB90 08/14/12 05/09/12 99.960 0.40 31315KC24 08/15/12 08/24/11 99.752 2.48 31315KC32 08/16/12 07/24/12 99.992 0.08 31315KC99 08/22/12 07/27/12 99.991 0.09 31315KD23 08/23/12 12/14/11 99.909 0.91 31315KD31 08/24/12 05/21/12 99.960 0.40 31315KD72 08/28/12 05/15/12 99.953 0.47 31315KD80 08/29/12 08/31/11 99.798 2.02 31315KD98 08/30/12 08/31/11 99.787 2.13 31315KE22 08/31/12 10/19/11 99.824 1.76 31315KG38 09/17/12 09/14/12 99.999 0.01 31315KJ92 10/09/12 10/05/12 99.999 0.01 31315KK74 10/15/12 10/12/12 99.999 0.01 31315KL65 10/22/12 10/19/12 99.999 0.01 31315KM64 10/30/12 08/01/12 99.960 0.40 31315KM72 10/31/12 11/14/11 99.824 1.76 31315KQ94 11/26/12 11/21/12 99.999 0.01 31315KT26 12/13/12 09/14/12 99.958 0.42 31315KT34 12/14/12 11/19/12 99.990 0.10 31315KT67 12/17/12 11/16/12 99.986 0.14 31315KT75 12/18/12 11/21/12 99.987 0.13 31315KT83 12/19/12 09/24/12 99.967 0.33 Section III-F (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KT91 12/20/12 11/28/12 99.990 0.10 31315KU24 12/21/12 06/21/12 99.903 0.97 31315KU73 12/26/12 03/23/12 99.846 1.54 31315KU81 12/27/12 09/26/12 99.963 0.37 31315KU99 12/28/12 09/19/12 99.953 0.47 Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KRL6 01/06/12 01/05/12 99.9999 0.001 31315KRQ5 01/10/12 01/09/12 99.9999 0.001 31315KSE1 01/24/12 01/23/12 99.9999 0.001 31315KSL5 01/30/12 01/27/12 99.9997 0.003 31315KSM3 01/31/12 01/30/12 99.9999 0.001 31315KSU5 02/07/12 02/06/12 99.9999 0.001 31315KSV3 02/08/12 02/07/12 99.9999 0.001 31315KSX9 02/10/12 02/09/12 99.9999 0.001 31315KTD2 02/16/12 02/15/12 99.9999 0.001 31315KUB4 03/09/12 03/08/12 99.9999 0.001 31315KUE8 03/12/12 03/09/12 99.9996 0.004 31315KUG3 03/14/12 03/13/12 99.9999 0.001 31315KUH1 03/15/12 03/14/12 99.9998 0.002 31315KUN8 03/20/12 03/19/12 99.9998 0.002 31315KUP3 03/21/12 03/20/12 99.9998 0.002 31315KVL1 04/11/12 04/10/12 99.9998 0.002 31315KVU1 04/19/12 04/18/12 99.9999 0.001 31315KVV9 04/20/12 04/19/12 99.9999 0.001 31315KWF3 04/30/12 04/27/12 99.9995 0.005 31315KWK2 05/04/12 05/03/12 99.9998 0.002 31315KWV8 05/14/12 05/11/12 99.9997 0.003 31315KWX4 05/16/12 05/15/12 99.9998 0.002 31315KWY2 05/17/12 05/16/12 99.9997 0.003 31315KWZ9 05/18/12 05/17/12 99.9997 0.003 31315KXF2 05/24/12 05/23/12 99.9998 0.002 31315KXM7 05/30/12 05/29/12 99.9998 0.002 Section III-F (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KXV7 06/07/12 06/06/12 99.9999 0.001 31315KYA2 06/12/12 06/11/12 99.9999 0.001 31315KYC8 06/14/12 06/13/12 99.9999 0.001 31315KYH7 06/19/12 06/18/12 99.9999 0.001 31315KYQ7 06/26/12 06/25/12 99.9999 0.001 31315KYZ7 07/05/12 07/03/12 99.9998 0.002 31315KZD5 07/09/12 07/06/12 99.9996 0.004 31315KZE3 07/10/12 07/09/12 99.9999 0.001 31315KZN3 07/18/12 07/17/12 99.9999 0.001 31315KB25 08/07/12 08/06/12 99.9999 0.001 31315KB33 08/08/12 08/07/12 99.9999 0.001 31315KB41 08/09/12 08/08/12 99.9998 0.002 31315KC40 08/17/12 08/16/12 99.9999 0.001 31315KC73 08/20/12 08/17/12 99.9997 0.003 31315KC81 08/21/12 08/20/12 99.9999 0.001 31315KD64 08/27/12 08/24/12 99.9997 0.003 31315KE63 09/04/12 08/31/12 99.9996 0.004 31315KE71 09/05/12 09/04/12 99.9999 0.001 31315KE89 09/06/12 09/05/12 99.9999 0.001 31315KE97 09/07/12 09/06/12 99.9998 0.002 31315KF47 09/10/12 09/07/12 99.9997 0.003 31315KF54 09/11/12 09/10/12 99.9999 0.001 31315KF62 09/12/12 09/11/12 99.9999 0.001 31315KF70 09/13/12 09/12/12 99.9999 0.001 31315KF88 09/14/12 09/13/12 99.9997 0.003 31315KG46 09/18/12 09/17/12 99.9999 0.001 31315KG53 09/19/12 09/18/12 99.9999 0.001 31315KG61 09/20/12 09/19/12 99.9999 0.001 31315KG79 09/21/12 09/20/12 99.9999 0.001 31315KH29 09/24/12 09/21/12 99.9997 0.003 31315KH37 09/25/12 09/24/12 99.9999 0.001 31315KH45 09/26/12 09/25/12 99.9999 0.001 31315KH52 09/27/12 09/26/12 99.9999 0.001 31315KH60 09/28/12 09/27/12 99.9999 0.001 31315KH94 10/01/12 09/28/12 99.9997 0.003 31315KJ27 10/02/12 10/01/12 99.9999 0.001 31315KJ35 10/03/12 10/02/12 99.9998 0.002 31315KJ43 10/04/12 10/03/12 99.9997 0.003 31315KJ50 10/05/12 10/04/12 99.9999 0.001 31315KK25 10/10/12 10/09/12 99.9999 0.001 31315KK33 10/11/12 10/10/12 99.9998 0.002 31315KK41 10/12/12 10/11/12 99.9998 0.002 31315KK82 10/16/12 10/15/12 99.9998 0.002 31315KK90 10/17/12 10/16/12 99.9999 0.001 31315KL24 10/18/12 10/17/12 99.9999 0.001 31315KL32 10/19/12 10/18/12 99.9998 0.002 31315KL73 10/23/12 10/22/12 99.9999 0.001 Section III-F (continued) Discount to be Issue Price Reported as 2012 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315KL81 10/24/12 10/23/12 99.9999 0.001 31315KL99 10/25/12 10/24/12 99.9998 0.002 31315KM23 10/26/12 10/25/12 99.9999 0.001 31315KM56 10/29/12 10/26/12 99.9997 0.003 31315KM80 11/01/12 10/31/12 99.9998 0.002 31315KM98 11/02/12 11/01/12 99.9998 0.002 31315KN48 11/05/12 11/02/12 99.9997 0.003 31315KN55 11/06/12 11/05/12 99.9999 0.001 31315KN63 11/07/12 11/06/12 99.9999 0.001 31315KN71 11/08/12 11/07/12 99.9999 0.001 31315KN89 11/09/12 11/08/12 99.9999 0.001 31315KP46 11/13/12 11/09/12 99.9996 0.004 31315KP53 11/14/12 11/13/12 99.9999 0.001 31315KP61 11/15/12 11/14/12 99.9999 0.001 31315KP79 11/16/12 11/15/12 99.9999 0.001 31315KQ29 11/19/12 11/16/12 99.9997 0.003 31315KQ37 11/20/12 11/19/12 99.9999 0.001 31315KQ45 11/21/12 11/20/12 99.9999 0.001 31315KR28 11/27/12 11/26/12 99.9997 0.003 31315KR36 11/28/12 11/27/12 99.9999 0.001 31315KR44 11/29/12 11/28/12 99.9998 0.002 31315KR51 11/30/12 11/29/12 99.9998 0.002 31315KR85 12/03/12 11/30/12 99.9997 0.003 31315KR93 12/04/12 12/03/12 99.9999 0.001 31315KS27 12/05/12 12/04/12 99.9999 0.001 31315KS35 12/06/12 12/05/12 99.9998 0.002 31315KS43 12/07/12 12/06/12 99.9998 0.002 31315KS76 12/10/12 12/07/12 99.9995 0.005 31315KS84 12/11/12 12/10/12 99.9998 0.002 31315KS92 12/12/12 12/11/12 99.9998 0.002 116 85 115 117