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 2014 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 2014 1st 2014 2nd 2015 2nd --------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period 2015 1st Period 2014 2015 ______________ _________ ________ ________ ___________ _______ _________ ________ ________ ________ ______ ______ Fannie Mae 313586QR3 07/05/84 07/05/14 3.625 0.000 910.69 0.286802 53.06 Fannie Mae 313586RC5 10/09/84 10/09/19 3.200 0.000 535.48 0.156936 0.173154 0.190526 58.64 64.66 Sallie Mae 863871AM1 10/03/84 10/03/22 2.734 0.000 409.46 0.116052 0.127582 0.139874 43.40 47.67 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 2014 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ ABN Amro Bank N.V. 00079FBH4 07/16/03 01/16/14 100.000 0.000 4.1274 0.172505 2.59 ABN Amro Bank N.V. 00079FHN5 01/13/05 01/13/20 100.000 VARIES 4.7500 0.131766 0.132158 0.132560 0.132971 0.133066 47.64 47.88 Adams 12 Five Star SCH 006449EC2 12/22/11 12/15/14 94.659 0.000 1.8500 35.97 0.050452 0.050919 17.44 Adams 12 Five Star SCH 006449ED0 12/22/11 12/15/15 91.478 0.000 2.2501 42.41 0.059769 0.060442 0.061122 0.061809 21.66 21.15 Advanced Medical Optics 00763MAF5 06/22/04 07/15/24 100.000 VARIES 7.7883 0.359264 0.369793 0.380645 0.391918 0.403631 134.78 142.88 Advanced Medical Optics 00763MAG3 06/22/04 07/15/24 100.000 VARIES 7.7883 0.359264 0.369793 0.380645 0.391918 0.403631 134.78 142.88 Advanced Medical Optics 00763MAK4 06/13/06 08/01/26 100.000 VARIES 7.9982 0.314142 0.328530 0.332566 0.347222 0.350915 120.08 126.85 Advanced Medical Optics 00763MAL2 06/13/06 08/01/26 100.000 VARIES 7.9982 0.314142 0.328530 0.332566 0.347222 0.350915 120.08 126.85 Alliant Techsystems Inc. 018804AJ3 08/13/04 08/15/24* 100.000 VARIES N/A 0.288117 0.295259 0.302651 67.34* Alliant Techsystems Inc. 018804AK0 08/13/04 08/15/24* 100.000 VARIES N/A 0.288117 0.295259 0.302651 67.34* Alza Corporation 022615AC2 07/14/94 07/14/14 35.471 0.000 5.2499 617.91 0.138468 0.142103 27.38 American Medical Systems 02744MAA6 06/27/06 07/01/36 100.000 VARIES 9.1005 0.405133 0.418956 0.433407 0.448517 148.34 158.75 American Medical Systems 02744MAB4 09/21/09 09/15/41 103.658 VARIES 14.0090 0.612351 0.647461 0.685030 0.725230 0.768246 234.47 262.67 Amgen Inc. 031162AK6 03/01/05 03/01/32 72.947 VARIES 4.4729 0.132008 0.134961 0.137979 0.141065 0.144220 48.77 50.98 Anixter, Inc. 035287AC5 03/11/09 03/15/14 92.625 10.000 12.0007 69.87 0.052430 3.88 Anoka CNTY HSG & REDEV 03622CAA3 12/15/10 05/01/17 97.561 8.000 8.5032 10.05 0.010444 0.010888 0.011351 0.011834 0.012337 3.89 4.23 Anoka City, MN 03633CAA0 11/30/11 11/01/16 97.000 6.750 7.4901 11.43 0.016489 0.017107 0.017747 0.018412 0.019102 6.12 6.59 Anoka City, MN 03633CAB8 11/30/11 11/01/15 97.000 6.500 7.3954 14.92 0.021511 0.022306 0.023131 0.023986 7.98 7.09 Apria Healthcare Group 037933AA6 08/20/03 09/01/33 100.000 VARIES 8.6241 0.430959 0.444989 0.459623 0.474889 0.490813 161.11 171.96 Apria Healthcare Group 037933AB4 08/20/03 09/01/33 100.000 VARIES 8.6241 0.430959 0.444989 0.459623 0.474889 0.490813 161.11 171.96 Ardagh MP Holdings Inc. 03968XAA9 01/26/12 10/15/20 96.356 9.125 9.7549 5.70 0.008984 0.009422 0.009881 0.010363 0.010869 3.38 3.72 Ares Capital Corporation 04010LAK9 07/19/13 01/15/19 98.500 4.375 4.6881 1.09 0.006744 0.006899 0.007061 0.007226 0.007395 2.51 2.63 Republic of Argentina 040114BD1 03/01/99 03/01/29 75.576 8.875 N/A 0.025170 0.025167 0.025165 0.025162 0.025159 9.06 9.06 Republic of Argentina 040114GA2 06/15/00 06/15/15 91.700 11.750 13.0226 66.62 0.029257 0.031162 0.033191 10.94 5.44 Republic of Argentina 040114GB0 07/21/00 07/21/30 80.144 10.250 12.8669 20.98 0.008726 0.009288 0.009885 0.010521 0.011198 3.43 3.88 Republic of Argentina 040114GG9 06/19/01 06/19/18 75.375 0.000 N/A 0.691805 0.694124 0.704530 0.707727 0.715301 253.10 257.88 Republic of Argentina 040114GH7 06/19/01 06/19/31 75.250 12.000 N/A 0.600649 0.598099 0.602175 0.599726 0.600628 218.79 219.33 Aelington Indpt SD, TX 041826F78 06/26/13 02/15/15 99.111 0.000 0.5458 2.79 0.014711 0.014996 0.014792 5.43 .67 Armstrong Cnty Ind Dev 04233KAB2 07/29/99 08/20/34 6.955 0.000 7.7498 138.72 0.043606 0.045295 0.047050 0.048874 0.050767 16.45 17.75 BRE Properties, Inc. 05564EBM7 04/04/14 01/15/23 94.166 3.375 4.1753 0.015466 0.015648 0.015974 0.016308 4.16 5.80 BNP Paribas 05567LA31 09/30/09 03/30/15 100.000 0.000 3.2105 0.101300 0.102927 0.104579 37.06 9.31 BNP Paribas 05567LB55 10/30/09 04/29/15 100.000 0.000 3.2308 0.102011 0.103659 0.105333 37.23 12.43 BNP Paribas 05567LD53 03/03/10 03/03/15 100.000 0.000 3.0717 0.094934 0.096392 0.097873 34.79 6.07 BNP Paribas 05567LE52 02/01/10 07/31/15 100.000 0.000 3.0492 0.092111 0.095066 0.094941 0.097987 34.59 20.58 BNP Paribas 05567LH67 04/30/10 10/30/15 100.000 0.000 0.3103 0.008714 0.008727 0.008741 0.008754 3.14 2.62 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ BNP Paribas 05567LYH4 03/31/09 03/31/14 100.000 0.000 2.9595 0.093829 8.35 BNP Paribas 05567LYQ4 04/30/09 04/30/15 100.000 0.000 2.9447 0.093299 0.094673 0.096067 34.00 11.43 BNP Paribas 05567LZA8 05/27/09 05/27/14 100.000 0.000 3.6129 0.117905 17.21 BNP Paribas 05567LZQ3 08/31/09 08/29/14 100.000 0.000 3.1719 0.098275 0.100382 23.97 Ball Corporation 058498AN6 08/20/09 09/01/19* 97.414 7.375 7.7505 8.90 0.006611 .06* 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 0.173625 25.52 Bank of America Corp. 06048UAD6 05/30/08 05/30/14 100.000 0.000 4.9682 0.180768 26.93 Bank of America Corp. 06048UAE4 05/30/08 05/30/14 100.000 0.000 4.8414 0.174960 26.07 Bank of America Corp. 06048UCT9 01/30/09 01/30/15 100.000 0.000 4.1274 0.137790 0.140634 0.143536 50.98 4.16 Bank of America Corp. 06048UCU6 01/30/09 01/30/15 100.000 0.000 4.0392 0.134322 0.137035 0.139802 49.67 4.05 Bank of America Corp. 06048WAH3 09/28/09 09/27/24* 100.000 VARIES 5.4085 0.151149 0.150699 40.12* Bank of America Corp. 06048WAJ9 10/21/09 10/21/14 100.000 1.000 4.6199 0.148489 0.151277 43.56 Bank of America Corp. 06048WAN0 01/13/10 01/13/25* 100.000 VARIES 5.4890 0.145043 1.74* Bank of America Corp. 06048WAU4 02/22/10 02/22/17 100.000 VARIES 4.7710 0.134697 0.134736 0.134537 0.134334 0.134002 48.48 48.33 Bank of America Corp. 06048WBD1 03/19/10 03/19/20 100.000 VARIES 5.5724 0.157318 0.157570 0.157613 0.157657 0.157520 56.71 56.74 Bank of America Corp. 06048WBG4 04/01/10 04/01/15 100.000 0.500 4.3270 0.137380 0.140052 0.142781 50.42 12.85 Bank of America Corp. 06048WBN9 04/13/10 04/13/17 100.000 VARIES 5.0917 0.144875 0.144843 0.144508 0.144164 0.143566 52.12 51.89 Bank of America Corp. 06048WBP4 04/28/10 04/28/15 100.000 0.500 4.1699 0.131676 0.134132 0.136639 48.16 15.99 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. 06048WBT6 05/03/10 05/03/17 100.000 VARIES 4.8505 0.137191 0.137118 0.136914 0.136704 0.136302 49.36 49.22 Bank of America Corp. 06048WCB4 05/28/10 05/28/30 100.000 VARIES 5.5513 0.131479 0.131908 0.132350 0.132804 0.133270 47.44 47.76 Bank of America Corp. 06048WCC2 05/28/10 05/28/20 100.000 VARIES 5.2405 0.147699 0.147899 0.147935 0.147973 0.147847 53.22 53.26 Bank of America Corp. 06048WCJ7 06/24/10 06/24/30 100.000 VARIES 5.5091 0.139494 0.139751 0.140015 0.140286 0.140565 50.27 50.46 Bank of America Corp. 06048WCQ1 06/29/10 06/29/20 100.000 VARIES 5.5309 0.156070 0.156266 0.156274 0.156281 0.156141 56.22 56.26 Bank of America Corp. 06048WCS7 07/12/10 07/12/30 100.000 VARIES 5.8002 0.148542 0.148764 0.148992 0.149227 0.149469 53.59 53.76 Bank of America Corp. 06048WCU2 06/28/10 06/28/30 100.000 VARIES 5.8695 0.153689 0.153860 0.154037 0.154219 0.154407 55.36 55.49 Bank of America Corp. 06048WCY4 08/12/10 08/12/30 100.000 VARIES 5.3993 0.137746 0.137970 0.138201 0.138437 0.138680 49.69 49.86 Bank of America Corp. 06048WDG2 08/17/10 08/17/20 100.000 VARIES 2.4229 0.007580 0.007672 0.007765 0.007859 0.007954 2.77 2.83 Bank of America Corp. 06048WDJ6 08/18/10 08/18/17 100.000 VARIES 2.2826 0.007169 0.007251 0.007334 0.007417 0.007502 2.62 2.68 Bank of America Corp. 06048WDK3 08/25/10 08/25/20 100.000 VARIES 2.3834 0.007847 0.007941 0.008036 0.008131 0.008228 2.87 2.93 Bank of America Corp. 06048WDM9 09/03/10 09/03/20 100.000 VARIES 2.5928 0.012822 0.012988 0.013157 0.013327 0.013500 4.69 4.81 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 0.008255 0.008331 0.008408 0.008486 3.00 2.09 Bank of America Corp. 06048WDT4 09/23/10 09/23/30 100.000 VARIES 5.3198 0.137018 0.137217 0.137420 0.137630 0.137844 49.40 49.55 Bank of America Corp. 06048WDU1 09/08/10 09/08/20 100.000 VARIES 2.4733 0.013643 0.013811 0.013982 0.014155 0.014330 4.98 5.10 Bank of America Corp. 06048WDW7 09/28/10 09/28/20 100.000 VARIES 2.6604 0.014093 0.014281 0.014471 0.014663 0.014858 5.14 5.28 Bank of America Corp. 06048WDZ0 09/28/10 09/28/20 100.000 VARIES 2.4632 0.009904 0.010026 0.010150 0.010275 0.010400 3.61 3.70 Bank of America Corp. 06048WEB2 09/28/10 09/28/20 100.000 VARIES 2.6493 0.014079 0.014265 0.014454 0.014646 0.014840 5.14 5.27 Bank of America Corp. 06048WEC0 09/28/10 09/28/15 100.000 VARIES 1.9786 0.013051 0.013180 0.013310 0.013441 4.75 3.58 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06048WEE6 10/14/10 10/15/30 100.000 VARIES 5.2016 0.130554 0.130814 0.131080 0.131354 0.131635 47.09 47.28 Bank of America Corp. 06048WEJ5 11/19/10 11/19/30 100.000 VARIES 5.6998 0.144589 0.144834 0.145086 0.145345 0.145611 52.12 52.30 Bank of America Corp. 06048WEL0 11/18/10 11/18/20 100.000 VARIES 2.5529 0.012627 0.012788 0.012952 0.013117 0.013284 4.59 4.71 Bank of America Corp. 06048WEP1 11/19/10 11/19/20 100.000 VARIES 2.4291 0.018044 0.018263 0.018485 0.018709 0.018936 6.55 6.71 Bank of America Corp. 06048WEQ9 11/30/10 11/30/20 100.000 VARIES 1.9846 0.009306 0.009398 0.009491 0.009585 0.009680 3.37 3.44 Bank of America Corp. 06048WER7 12/03/10 12/03/15 100.000 VARIES 1.8507 0.008053 0.008127 0.008203 0.008279 2.92 2.74 Bank of America Corp. 06048WES5 12/01/10 12/01/20 100.000 VARIES 2.5893 0.009496 0.009619 0.009743 0.009870 0.010000 3.45 3.54 Bank of America Corp. 06048WET3 12/15/10 12/15/30 100.000 VARIES 5.9911 0.149544 0.149837 0.150138 0.150449 0.150768 53.90 54.12 Bank of America Corp. 06048WEX4 12/10/10 12/10/20 100.000 VARIES 2.5961 0.009418 0.009540 0.009664 0.009789 0.009916 3.42 3.51 Bank of America Corp. 06048WEY2 01/13/11 01/13/31 100.000 VARIES 5.1716 0.135589 0.135733 0.135882 0.136034 0.136190 48.89 49.00 Bank of America Corp. 06048WFA3 01/14/11 01/14/21 100.000 VARIES 5.4019 0.149267 0.149310 0.149355 0.149400 0.149447 53.76 53.79 Bank of America Corp. 06048WFC9 01/31/11 01/31/17 100.000 0.000 4.4000 0.136273 0.139271 0.142335 0.145466 0.148667 50.51 52.76 Bank of America Corp. 06048WFE5 02/18/11 02/18/21 100.000 VARIES 5.5089 0.152366 0.152402 0.152439 0.152477 0.152516 54.87 54.90 Bank of America Corp. 06048WFG0 02/24/11 02/24/31 100.000 VARIES 5.9293 0.158205 0.158314 0.158425 0.158540 0.158658 57.00 57.08 Bank of America Corp. 06048WFJ4 03/04/11 03/04/31 100.000 VARIES 5.6398 0.148543 0.148682 0.148825 0.148972 0.149123 53.53 53.64 Bank of America Corp. 06048WFK1 02/25/11 02/25/21 100.000 VARIES 5.2649 0.145308 0.145360 0.145413 0.145468 0.145524 52.33 52.37 Bank of America Corp. 06048WFM7 03/11/11 03/11/21 100.000 VARIES 5.0284 0.142508 0.142351 0.142189 0.142024 0.141854 51.24 51.12 Bank of America Corp. 06048WFT2 03/31/11 03/31/21 100.000 VARIES 5.2101 0.146042 0.145969 0.145894 0.145818 0.145739 52.55 52.49 Bank of America Corp. 06048WFU9 03/29/11 03/29/21 100.000 VARIES N/A 0.008951 0.009055 0.009160 0.009266 0.009373 3.26 3.34 Bank of America Corp. 06048WFW5 04/12/11 04/12/21 100.000 VARIES 5.3401 0.149333 0.149278 0.149222 0.149164 0.149104 53.74 53.70 Bank of America Corp. 06048WGC8 05/27/11 05/27/31 100.000 VARIES 5.1374 0.133273 0.133442 0.133616 0.133794 0.133977 48.02 48.15 Bank of America Corp. 06048WGE4 06/14/11 06/14/21 100.000 VARIES 2.2369 0.060041 0.060170 0.060300 0.060432 0.060566 21.64 21.74 Bank of America Corp. 06048WGF1 06/16/11 06/16/23 100.000 VARIES 4.8973 0.135840 0.135849 0.135857 0.135866 0.135875 48.90 48.91 Bank of America Corp. 06048WGG9 06/27/11 06/27/31 100.000 VARIES 5.5241 0.143847 0.144014 0.144185 0.144360 0.144541 51.82 51.94 Bank of America Corp. 06048WGN4 07/07/11 07/07/21 100.000 VARIES 5.1061 0.141976 0.141969 0.141962 0.141954 0.141947 51.11 51.10 Bank of America Corp. 06048WGP9 06/28/11 06/28/21 100.000 VARIES 2.3482 0.014050 0.014215 0.014382 0.014551 0.014722 5.09 5.21 Bank of America Corp. 06048WGQ7 07/14/11 07/14/31 100.000 VARIES 5.5581 0.144620 0.144781 0.144947 0.145118 0.145293 52.15 52.27 Bank of America Corp. 06048WGR5 07/14/11 07/14/23 100.000 VARIES 5.1475 0.142239 0.142268 0.142298 0.142329 0.142360 51.22 51.24 Bank of America Corp. 06048WGU8 07/14/11 07/14/26 100.000 VARIES 5.3899 0.143073 0.143252 0.143437 0.143627 0.143822 51.60 51.74 Bank of America Corp. 06048WGZ7 08/15/11 08/15/31 100.000 VARIES 5.2773 0.136923 0.137087 0.137255 0.137428 0.137606 49.37 49.49 Bank of America Corp. 06048WHA1 08/15/11 08/15/23 100.000 VARIES 4.7456 0.131328 0.131348 0.131368 0.131389 0.131410 47.29 47.30 Bank of America Corp. 06048WHF0 08/26/11 08/26/31 100.000 VARIES 5.0293 0.129479 0.129657 0.129839 0.130026 0.130218 46.69 46.82 Bank of America Corp. 06048WHN3 09/30/11 09/30/31 100.000 VARIES 5.3141 0.136482 0.136670 0.136863 0.137062 0.137266 49.20 49.34 Bank of America Corp. 06048WJA9 11/04/11 11/04/31 100.000 VARIES 5.9879 0.156481 0.156637 0.156798 0.156963 0.157133 56.38 56.50 Bank of America Corp. 06048WJB7 11/02/11 11/02/15 100.000 VARIES 5.3627 0.149339 0.149249 0.149157 0.149062 53.74 44.88 Bank of America Corp. 06048WKB5 01/13/12 01/13/14 100.000 0.000 4.4917 0.133369 1.60 Bank of America Corp. 06048WKE9 02/15/12 02/15/32 100.000 VARIES 5.9033 0.156958 0.155032 0.153868 0.152671 0.152258 55.74 54.96 Bank of America Corp. 06048WKG4 01/31/12 01/31/32 100.000 VARIES 5.8092 0.152997 0.153126 0.153259 0.153396 0.153537 55.14 55.24 Bank of America Corp. 06048WKR0 02/23/12 02/23/32 100.000 VARIES 5.1903 0.141577 0.141619 0.141663 0.141708 0.141754 50.99 51.02 Bank of America Corp. 06048WKU3 03/08/12 03/08/32 100.000 VARIES 5.6026 0.148794 0.148901 0.149012 0.149126 0.149243 53.61 53.69 Bank of America Corp. 06048WKV1 03/12/12 03/12/28 100.000 VARIES 5.6078 0.150806 0.149583 0.149104 0.148611 0.148105 53.88 53.48 Bank of America Corp. 06048WKW9 03/15/12 03/15/15 100.000 0.000 3.1634 0.092108 0.093565 0.095045 33.73 7.03 Bank of America Corp. 06048WLF5 03/30/12 03/30/32 100.000 VARIES 5.3816 0.145585 0.145647 0.145712 0.145778 0.145846 52.43 52.48 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06048WLG3 03/27/12 03/27/29 100.000 VARIES 5.5079 0.147886 0.146603 0.146051 0.145483 0.145665 52.84 52.44 Bank of America Corp. 06048WLM0 04/16/12 04/16/15 100.000 0.000 3.0060 0.087325 0.088637 0.089969 31.87 9.45 Bank of America Corp. 06048WLN8 04/16/12 04/16/32 100.000 VARIES 5.1652 0.136564 0.136678 0.136794 0.136914 0.137037 49.20 49.29 Bank of America Corp. 06048WLP3 04/27/12 04/27/16 100.000 VARIES 2.7773 0.020932 0.021223 0.021518 0.021816 0.022119 7.63 7.84 Bank of America Corp. 06048WLQ1 04/16/12 04/16/30 100.000 VARIES 5.4873 0.145202 0.145339 0.145480 0.145625 0.145774 52.32 52.42 Bank of America Corp. 06048WLU2 04/30/12 04/30/28 100.000 VARIES 5.6078 0.150806 0.149583 0.149104 0.148611 0.148105 53.97 53.53 Bank of America Corp. 06048WLX6 05/04/12 05/04/32 100.000 VARIES 5.6985 0.149515 0.149651 0.149792 0.149937 0.150086 53.87 53.97 Bank of America Corp. 06048WLY4 05/03/12 05/03/16 100.000 VARIES 2.6957 0.018855 0.019109 0.019366 0.019627 0.019892 6.86 7.05 Bank of America Corp. 06048WME7 05/18/12 05/18/16 100.000 VARIES 2.4625 0.012871 0.013029 0.013190 0.013352 0.013516 4.68 4.79 Bank of America Corp. 06048WMF4 05/17/12 05/17/17 100.000 VARIES 2.0467 0.014920 0.015072 0.015227 0.015383 0.015540 5.41 5.52 Bank of America Corp. 06048WMH0 05/29/12 05/28/27* 100.000 4.873 4.8729 0.134613 19.79* Bank of America Corp. 06048WML1 06/08/12 06/08/27* 100.000 5.159 5.1589 0.143306 22.50* Bank of America Corp. 06048WMN7 06/15/12 06/15/16 100.000 VARIES 3.0325 0.021012 0.021331 0.021654 0.021983 0.022316 7.63 7.87 Bank of America Corp. 06048WMT4 06/28/12 06/28/16 100.000 VARIES 2.6529 0.020621 0.020894 0.021171 0.021452 0.021737 7.47 7.67 Bank of America Corp. 06048WMV9 07/13/12 07/13/27* 100.000 4.516 4.5159 0.125444 1.51* Bank of America Corp. 06048WMW7 08/07/12 08/07/32 100.000 VARIES N/A 0.117569 0.117705 0.117845 0.117987 0.118132 42.39 42.49 Bank of America Corp. 06048WNA4 08/22/12 08/22/19 100.000 VARIES 2.0565 0.009931 0.009676 0.009419 0.009515 0.009613 3.46 3.43 Bank of America Corp. 06048WNB2 08/22/12 08/22/18 100.000 0.000 3.2065 0.091948 0.093423 0.094920 0.096442 0.097988 33.75 34.84 Bank of America Corp. 06048WNE6 09/26/12 09/26/27 100.000 4.438 4.4379 0.123278 0.123278 0.123278 0.123278 0.123278 44.38 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 0.114722 0.114722 41.30 41.30 Bank of America Corp. 06048WNH9 11/09/12 11/09/22 100.000 VARIES 1.6065 0.009236 0.008940 0.008642 0.008711 0.008781 3.24 3.13 Bank of America Corp. 06048WNK2 12/10/12 12/10/22 100.000 VARIES 1.4138 0.038299 0.037805 0.037309 0.037425 0.037543 13.68 13.46 Bank of America Corp. 06048WNZ9 07/11/13 07/11/33 100.000 VARIES 5.0043 0.139009 0.135363 0.131626 0.131744 0.131866 48.13 47.45 Bank of America Corp. 06048WPB0 08/06/13 08/06/33 100.000 VARIES 4.8452 0.134592 0.131123 0.127570 0.127684 0.127802 46.81 45.98 Bank of America Corp. 06048WPD6 08/30/13 08/30/33 100.000 VARIES 4.9958 0.137248 0.133083 0.130294 0.129694 0.129808 48.47 47.39 Bank of America Corp. 06048WPE4 09/23/13 09/23/33 100.000 VARIES 4.8734 0.135374 0.131734 0.128007 0.128126 0.128249 47.36 46.13 Bank of America Corp. 06048WPF1 10/10/13 10/10/33 100.000 VARIES 4.7033 0.130650 0.127190 0.123648 0.123764 0.123883 45.84 44.55 Bank of America Corp. 06048WPJ3 12/23/13 12/23/33 100.000 VARIES 4.8648 0.135136 0.131666 0.128112 0.128226 0.128344 47.97 46.14 Bank of America Corp. 06048WPM6 02/28/14 02/29/24 100.000 VARIES 3.7878 0.102931 0.102433 0.098554 0.099846 31.54 36.36 Bank of America Corp. 06048WPN4 03/20/14 03/20/34 100.000 VARIES 4.4526 0.123686 0.120255 0.116748 0.116866 34.41 42.32 Bank of America Corp. 06048WPP9 07/03/14 07/03/17 100.000 0.000 1.1927 0.033132 0.033329 0.033528 5.90 12.03 Bank of America Corp. 06050MJU2 03/28/08 03/28/14 100.000 0.000 4.2156 0.147301 12.82 Bank of America Corp. 06050MJX6 03/28/08 03/28/14 100.000 0.000 4.1175 0.143117 12.45 Bank of America Corp. 06050MJY4 03/28/08 03/28/14 100.000 0.000 4.1175 0.143117 12.45 Bank of America Corp. 06050MKB2 04/25/08 04/25/14 100.000 0.000 4.4504 0.157487 17.95 Bank of America Corp. 06050MKC0 04/25/08 04/25/14 100.000 0.000 4.4113 0.155772 17.76 Bank of America Corp. 06050R122 04/01/11 03/29/16 100.000 0.000 3.4400 0.104042 0.105831 0.107652 0.109503 0.111387 38.11 39.43 Bank of America Corp. 06050R155 04/01/11 04/01/14 100.000 0.000 2.2100 0.064858 5.84 Bank of America Corp. 06050R197 04/01/11 03/29/16 100.000 0.000 3.4499 0.104368 0.106169 0.108000 0.109863 0.111758 38.23 39.56 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 0.105801 0.107649 0.109530 0.111444 0.113392 38.65 40.01 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ 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 0.061020 7.20 Bank of America Corp. 06050R544 06/03/11 05/27/16 100.000 0.000 3.0781 0.092244 0.093664 0.095106 0.096569 0.098056 33.56 34.60 Bank of America Corp. 06050R585 06/03/11 06/01/16 100.000 0.000 3.1878 0.095820 0.097347 0.098899 0.100475 0.102077 34.86 35.98 Bank of America Corp. 06050R619 05/16/11 05/16/14 100.000 0.000 1.8675 0.054343 7.34 Bank of America Corp. 06050R627 06/03/11 06/03/14 100.000 0.000 1.7681 0.051324 7.80 Bank of America Corp. 06050R718 07/06/11 06/24/16 100.000 0.000 3.3893 0.102288 0.104022 0.105785 0.107577 0.109400 37.16 38.43 Bank of America Corp. 06050R783 07/01/11 06/30/17 100.000 3.855 3.8549 0.106492 0.104755 0.106492 0.104755 0.105907 38.55 38.55 Bank of America Corp. 06050R833 07/06/11 06/28/16 100.000 0.000 3.4408 0.104010 0.105800 0.107620 0.109472 0.111355 37.78 39.09 Bank of America Corp. 06051N112 07/01/11 06/30/17 100.000 0.000 3.8314 0.116365 0.116661 0.120866 0.121173 0.124852 42.53 44.18 Bank of America Corp. 06051N153 08/04/11 07/28/17 100.000 0.000 3.7886 0.113375 0.115522 0.117711 0.119941 0.122213 41.86 43.47 Bank of America Corp. 06051N179 08/04/11 08/01/16 100.000 0.000 3.3768 0.100272 0.101965 0.103686 0.105437 0.107217 36.91 38.17 Bank of America Corp. 06051N211 08/04/11 07/25/14 100.000 0.000 2.2505 0.065341 0.066076 13.46 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 30.46 16.33 Bank of America Corp. 06051N336 09/16/11 08/29/14 100.000 0.000 3.2883 0.095750 0.097859 23.36 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 39.22 27.78 Bank of America Corp. 06051N427 09/16/11 09/29/17 100.000 0.000 4.4513 0.135247 0.138257 0.141334 0.144480 0.147695 49.79 52.03 Bank of America Corp. 06051N443 09/16/11 09/01/16 100.000 0.000 4.1772 0.125821 0.128449 0.131132 0.133871 0.136667 46.41 48.36 Bank of America Corp. 06051N468 10/06/11 09/30/14 100.000 0.000 4.9274 0.149093 0.151931 41.07 Bank of America Corp. 06051N518 10/06/11 09/29/17 100.000 0.000 5.1703 0.158902 0.163010 0.167224 0.171547 0.175982 58.71 61.78 Bank of America Corp. 06051N658 11/03/11 10/27/17 100.000 0.000 4.7610 0.145189 0.148645 0.152184 0.155806 0.159515 53.34 55.91 Bank of America Corp. 06051N732 11/03/11 10/31/14 100.000 0.000 4.0380 0.121463 0.123916 36.76 Bank of America Corp. 06051N880 11/30/11 12/02/15 100.000 0.000 5.5599 0.172401 0.177194 0.182120 0.187183 63.21 61.19 Bank of America Corp. 06051P273 01/11/12 12/23/16 100.000 0.000 5.0677 0.155207 0.159140 0.163172 0.167307 0.171546 56.65 59.55 Bank of America Corp. 06051P422 02/10/12 02/04/14 100.000 0.000 2.6217 0.075694 2.50 Bank of America Corp. 06051P448 02/02/12 01/27/17 100.000 0.000 4.0038 0.117968 0.120330 0.122738 0.125196 0.127702 43.63 45.39 Bank of America Corp. 06051P513 03/01/12 02/24/17 100.000 0.000 3.8487 0.113119 0.115296 0.117515 0.119776 0.122081 41.67 43.29 Bank of America Corp. 06051P521 03/01/12 02/23/17 100.000 0.000 3.8617 0.113510 0.115702 0.117936 0.120213 0.122534 41.82 43.46 Bank of America Corp. 06051P596 03/01/12 03/04/14 100.000 0.000 2.7663 0.080096 5.05 Bank of America Corp. 06051P703 04/05/12 03/27/15 100.000 0.000 2.9889 0.086747 0.088043 0.089359 31.71 7.68 Bank of America Corp. 06051P760 04/05/12 04/02/18 100.000 0.000 3.7915 0.111391 0.113502 0.115654 0.117847 0.120081 40.86 42.42 Bank of America Corp. 06051P885 05/03/12 04/24/15 100.000 0.000 3.1298 0.091015 0.092439 0.093886 33.21 10.61 Bank of America Corp. 06051R139 06/01/12 06/02/15 100.000 0.000 3.5585 0.104230 0.106085 0.107973 37.97 16.30 Bank of America Corp. 06051R154 06/01/12 05/29/15 100.000 0.000 3.5535 0.104045 0.105894 0.107775 37.91 15.95 Bank of America Corp. 06051R345 07/06/12 06/29/18 100.000 0.000 3.5614 0.104239 0.106095 0.107984 0.109907 0.111864 37.87 39.23 Bank of America Corp. 06051R477 07/06/12 06/30/14 100.000 0.000 2.8018 0.081115 14.52 Bank of America Corp. 06051R527 08/02/12 07/27/18 100.000 0.000 3.0742 0.088004 0.089356 0.090730 0.092125 0.093541 32.34 33.35 Bank of America Corp. 06051R634 08/02/12 07/29/14 100.000 0.000 2.3285 0.066185 0.066955 13.91 Bank of America Corp. 06051R758 05/03/12 05/01/15 100.000 0.000 3.1842 0.092728 0.094204 0.095704 33.83 11.48 Bank of America Corp. 06051R774 05/03/12 04/27/18 100.000 0.000 3.9751 0.117062 0.119389 0.121762 0.124182 0.126650 42.86 44.58 Bank of America Corp. 06051R881 06/01/12 05/25/18 100.000 0.000 4.1954 0.123944 0.126544 0.129198 0.131909 0.134676 45.28 47.20 Bank of America Corp. 06052E111 09/03/09 08/29/14 100.000 0.000 5.0623 0.168822 0.174047 41.47 Bank of America Corp. 06052E467 11/05/09 11/04/14 100.000 0.000 4.6099 0.153644 0.157185 47.19 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Bank of America Corp. 06052E475 11/04/09 10/31/14 100.000 0.000 4.6625 0.155656 0.159285 47.19 Bank of America Corp. 06052E517 12/02/09 12/02/14 100.000 0.000 4.1500 0.135865 0.138684 45.48 Bank of America Corp. 06052E525 02/04/10 01/30/15 100.000 0.000 4.0898 0.130844 0.133520 0.136250 48.40 3.95 Bank of America Corp. 06052E566 12/02/09 12/02/14 100.000 0.000 4.1500 0.135865 0.138684 45.48 Bank of America Corp. 06052E574 12/02/09 12/02/14 100.000 0.000 4.1500 0.135865 0.138684 45.48 Bank of America Corp. 06052E707 12/30/09 01/14/15 100.000 0.000 4.5896 0.149702 0.153137 0.156651 55.67 2.04 Bank of America Corp. 06052E848 02/04/10 02/03/15 100.000 0.000 4.0998 0.131254 0.133944 0.136690 48.54 4.37 Bank of America Corp. 06052H148 03/04/10 02/27/15 100.000 0.000 3.8898 0.123558 0.125961 0.128411 45.52 7.19 Bank of America Corp. 06052H353 04/06/10 03/27/15 100.000 0.000 4.2597 0.136994 0.139912 0.142892 50.40 12.29 Bank of America Corp. 06052H411 04/06/10 03/31/15 100.000 0.000 4.3022 0.138610 0.141592 0.144638 50.98 12.87 Bank of America Corp. 06052H551 05/06/10 04/28/15 100.000 0.000 4.0498 0.129330 0.131949 0.134621 47.36 15.75 Bank of America Corp. 06052H635 05/06/10 04/24/15 100.000 0.000 4.0496 0.129266 0.131884 0.134554 47.36 15.20 Bank of America Corp. 06052H676 05/06/10 04/24/15 100.000 0.000 4.1197 0.131817 0.134532 0.137303 48.31 15.52 Bank of America Corp. 06052H759 06/04/10 06/02/15 100.000 0.000 4.2100 0.135273 0.138120 0.141028 49.38 21.30 Bank of America Corp. 06052H825 06/04/10 05/29/15 100.000 0.000 4.1399 0.132657 0.135403 0.138206 48.43 20.45 Bank of America Corp. 06052K174 07/02/10 06/26/15 100.000 0.000 4.2398 0.136308 0.139198 0.142149 49.62 24.88 Bank of America Corp. 06052K240 07/02/10 06/30/15 100.000 0.000 4.2198 0.134887 0.135487 0.140639 49.35 25.31 Bank of America Corp. 06052K257 07/02/10 06/30/15 100.000 0.000 4.2375 0.136301 0.139189 0.142138 49.59 25.44 Bank of America Corp. 06052K307 06/10/10 06/27/14 100.000 0.000 3.6995 0.117039 20.60 Bank of America Corp. 06052K448 08/09/10 07/31/15 100.000 0.000 3.8416 0.116909 0.121129 0.121443 0.125827 44.13 26.42 Bank of America Corp. 06052K463 08/05/10 08/03/15 100.000 0.000 3.8498 0.119877 0.122185 0.124537 0.126934 44.26 26.83 Bank of America Corp. 06052K513 09/02/10 09/01/15 100.000 0.000 3.5799 0.110602 0.112582 0.114597 0.116649 40.65 27.87 Bank of America Corp. 06052K612 08/17/10 08/19/15 100.000 0.000 3.6100 0.111663 0.113678 0.115730 0.117819 41.10 26.76 Bank of America Corp. 06052K679 10/01/10 10/01/15 100.000 0.000 3.5499 0.109590 0.111536 0.113515 0.115530 40.16 31.01 Bank of America Corp. 06052K703 10/01/10 09/30/16 100.000 4.040 4.0399 0.110989 0.110383 0.110989 0.110383 0.110383 40.40 40.34 Bank of America Corp. 06052K760 10/04/10 09/30/20 100.000 VARIES 4.7910 0.130328 0.129694 0.130488 0.129857 0.129941 47.47 47.46 Bank of America Corp. 06052K836 10/14/10 10/30/15 100.000 0.000 3.1997 0.097903 0.099469 0.101061 0.102677 35.72 30.51 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 0.101609 0.103291 0.105000 0.106738 37.09 31.71 Bank of America Corp. 06052R229 12/01/10 11/27/15 100.000 0.000 3.5799 0.110570 0.112549 0.114564 0.116614 40.30 37.72 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 0.110615 0.112595 0.114611 0.116662 40.30 38.19 Bank of America Corp. 06052R427 12/30/10 12/28/15 100.000 0.000 4.0699 0.127551 0.130147 0.132796 0.135498 46.40 47.89 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 0.120457 0.122824 0.125237 0.127698 0.130207 44.52 46.28 Bank of America Corp. 06052R518 02/04/11 02/04/14 100.000 0.000 2.5900 0.076726 2.53 Bank of America Corp. 06052R575 02/04/11 02/02/16 100.000 0.000 3.9799 0.121973 0.124400 0.126875 0.129400 0.131975 45.08 46.89 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 0.114614 0.116768 0.118964 0.121200 0.123479 42.30 43.90 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 0.139690 0.142833 0.146047 0.149333 0.152693 51.80 54.16 Bank of America Corp. 06052R757 03/04/11 02/26/16 100.000 0.000 3.7898 0.115539 0.117728 0.119959 0.122232 0.124548 42.54 44.17 Bank of America Corp. 06052R773 03/04/11 03/04/14 100.000 0.000 2.4898 0.073577 4.64 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ 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 0.082216 0.082046 0.084612 0.084437 0.086600 30.27 31.10 Bank of America Corp. 06053D203 09/07/12 08/27/15 100.000 0.000 1.9145 0.054176 0.054694 0.055218 0.055746 19.73 13.13 Bank of America Corp. 06053D351 10/04/12 09/26/14 100.000 0.000 1.3064 0.036755 0.036995 9.78 Bank of America Corp. 06053D559 11/02/12 10/26/18 100.000 0.000 2.2130 0.062817 0.063512 0.064215 0.064926 0.065644 22.83 23.34 Bank of America Corp. 06053D583 11/02/12 11/03/14 100.000 0.000 1.0919 0.030666 0.030833 9.29 Bank of America Corp. 06053D690 12/06/12 11/30/15 100.000 0.000 1.2694 0.035704 0.035931 0.036159 0.036389 12.91 11.94 Bank of America Corp. 06053D872 01/10/13 12/26/18 100.000 0.000 2.0975 0.059447 0.060070 0.060700 0.061337 0.061980 21.52 21.97 Bank of America Corp. 06053E219 01/31/13 02/02/16 100.000 0.000 1.2331 0.034467 0.034680 0.034894 0.035109 0.035325 12.51 12.66 Bank of America Corp. 06053E391 02/28/13 02/22/19 100.000 0.000 2.1319 0.059825 0.060463 0.061108 0.061759 0.062417 21.82 22.28 Bank of America Corp. 06053E599 04/05/13 03/29/19 100.000 0.000 2.2115 0.062088 0.062774 0.063468 0.064170 0.064880 22.60 23.10 Bank of America Corp. 06053E755 06/06/13 05/31/19 100.000 0.000 2.3275 0.065383 0.066144 0.066913 0.067692 0.068480 23.72 24.28 Bank of America Corp. 06053E888 06/20/13 06/26/20 100.000 0.000 N/A 0.086152 0.087468 0.088803 0.090159 0.091535 31.26 32.23 Bank of America Corp. 06053F638 10/04/13 09/24/19 100.000 0.000 2.9627 0.082298 0.083450 0.084686 0.085941 0.087214 30.07 30.96 Bank of America Corp. 06053M385 07/31/14 07/29/16 100.000 0.000 0.7052 0.019590 0.019659 0.019728 2.96 7.09 Bank of America Corp. 06053M427 09/05/14 08/27/21 100.000 0.000 2.9178 0.081051 0.082180 0.083379 9.40 29.67 Bank of America Corp. 06053M518 10/02/14 09/24/21 100.000 0.000 3.1046 0.086239 0.087519 0.088877 7.68 31.53 Bank of America Corp. 060900198 02/27/09 03/04/14 100.000 0.000 4.4307 0.150034 9.45 Bank of America Corp. 060900206 02/27/09 02/28/14 100.000 0.000 4.6656 0.158632 9.20 Bank of America Corp. 060900297 03/27/09 03/28/14 100.000 0.000 4.2742 0.143637 12.50 Bank of America Corp. 060900321 03/27/09 03/28/14 100.000 0.000 4.2350 0.142074 12.36 Bank of America Corp. 060900412 04/24/09 04/25/14 100.000 0.000 5.3679 0.189275 21.58 Bank of Montreal 06366RVF9 07/08/14 09/30/16 100.000 0.000 0.8381 0.023282 0.023326 0.023424 0.023522 4.03 8.43 Barclays Bank PLC 067387AS9 10/30/09 10/30/14 100.000 VARIES 3.2808 0.092458 0.091883 27.54 Barclays Bank PLC 067387CN8 01/31/12 04/30/14 100.000 0.000 2.9201 0.085338 10.16 Barclays Bank PLC 067387CP3 02/29/12 06/02/14 100.000 0.000 1.8198 0.052187 7.88 Barclays Bank PLC 067387EG1 01/28/13 07/28/15 100.000 0.000 0.9399 0.026232 0.026355 0.026479 0.026603 9.50 5.50 Barclays Bank PLC 067387ER7 02/21/13 08/20/15 100.000 0.000 1.0000 0.027916 0.028056 0.028196 0.028337 10.11 6.48 Barclays Bank PLC 067387EU0 02/27/13 08/27/14 100.000 0.000 0.7696 0.021463 0.021545 5.08 Barclays Bank PLC 067387FH8 03/28/13 09/29/14 100.000 0.000 1.2500 0.034941 0.035159 9.40 Barclays Bank PLC 067387FR6 04/30/13 10/28/14 100.000 0.000 0.6500 0.018115 0.018174 5.39 Barclays Bank PLC 067387HP8 02/28/14 02/28/20 100.000 0.000 2.6300 0.071468 0.073608 0.073360 0.075142 22.20 27.01 Barclays Bank PLC 067387HW3 03/28/14 03/28/24 100.000 0.000 3.5500 0.098612 0.100362 0.102144 0.103957 27.08 36.79 Barclays Bank PLC 067387HZ6 04/10/14 04/10/24 100.000 0.000 3.6100 0.100278 0.102088 0.103931 0.105806 26.32 37.38 Barclays Bank PLC 06738CZX0 03/09/07 03/09/17 100.000 0.000 5.5899 0.222200 0.228411 0.234795 0.241357 0.248103 82.52 87.20 Barclays Bank PLC 06738JFL3 11/12/10 11/12/22 100.000 VARIES 1.0910 0.028204 0.028319 0.028434 0.028550 0.028666 10.19 10.27 Barclays Bank PLC 06738JHK3 09/30/10 09/30/20 100.000 VARIES 4.0513 0.114442 0.115185 0.115944 0.116208 0.116478 41.47 41.84 Barclays Bank PLC 06738JHL1 10/15/10 10/15/22 100.000 VARIES 4.2146 0.119186 0.120320 0.121477 0.121690 0.121907 43.29 43.80 Barclays Bank PLC 06738JJR6 10/07/10 10/07/20 100.000 VARIES 4.0416 0.114886 0.115627 0.116384 0.116621 0.116864 41.62 41.98 Barclays Bank PLC 06738JL28 03/24/11 03/24/21 100.000 VARIES 4.4415 0.124800 0.125104 0.125415 0.125733 0.126057 45.04 45.27 Barclays Bank PLC 06738JLF9 11/04/10 11/04/25 100.000 VARIES 4.5900 0.130786 0.131154 0.131531 0.131916 0.132310 47.19 47.46 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06738JLS1 10/21/10 10/21/20 100.000 VARIES 4.0316 0.114558 0.115297 0.116052 0.116306 0.116565 41.48 41.86 Barclays Bank PLC 06738JLX0 10/07/10 10/07/22 100.000 VARIES 4.2148 0.119206 0.120348 0.121513 0.121730 0.121951 43.31 43.82 Barclays Bank PLC 06738K2E0 04/04/12 04/03/14 100.000 0.000 1.6800 0.047853 4.40 Barclays Bank PLC 06738K2H3 04/04/12 04/04/14 100.000 0.000 1.6802 0.047859 4.45 Barclays Bank PLC 06738K2S9 04/11/12 04/10/14 100.000 0.000 1.7298 0.049308 4.88 Barclays Bank PLC 06738K3N9 04/25/12 04/25/17 100.000 0.000 3.1700 0.092311 0.093774 0.095261 0.096771 0.098305 33.69 34.77 Barclays Bank PLC 06738K3V1 05/16/12 05/16/16 100.000 0.000 2.8499 0.082599 0.083776 0.084970 0.086181 0.087409 30.05 30.92 Barclays Bank PLC 06738K4E8 05/02/12 05/01/14 100.000 0.000 1.7801 0.050778 6.09 Barclays Bank PLC 06738K4L2 05/07/12 05/08/14 100.000 0.000 1.9601 0.056069 7.12 Barclays Bank PLC 06738K4T5 05/07/12 05/08/14 100.000 0.000 1.9601 0.056069 7.12 Barclays Bank PLC 06738K4W8 05/09/12 05/07/15 100.000 0.000 2.4498 0.070575 0.071439 0.072314 25.66 9.11 Barclays Bank PLC 06738K5H0 05/14/12 05/14/14 100.000 0.000 2.0400 0.058420 7.77 Barclays Bank PLC 06738K5L1 05/23/12 05/22/15 100.000 0.000 2.4899 0.071777 0.072671 0.073575 26.07 10.37 Barclays Bank PLC 06738K5P2 05/29/12 11/29/16 100.000 VARIES 1.8279 0.050293 0.050372 0.050451 0.050532 0.050613 18.12 18.18 Barclays Bank PLC 06738K5X5 05/21/12 05/21/14 100.000 0.000 2.0798 0.059594 8.34 Barclays Bank PLC 06738K6P1 06/13/12 06/12/14 100.000 0.000 2.0798 0.059590 9.59 Barclays Bank PLC 06738KAM3 02/25/11 02/25/31 100.000 VARIES 5.5650 0.130679 0.125813 0.124949 0.124060 0.123147 45.45 44.59 Barclays Bank PLC 06738KAP6 02/02/11 02/02/16 100.000 1.000 3.3894 0.099971 0.101194 0.102438 0.103704 0.104990 36.58 37.49 Barclays Bank PLC 06738KBW0 02/09/11 02/09/21 100.000 VARIES 4.8413 0.136615 0.136909 0.137036 0.137166 0.137157 49.29 49.37 Barclays Bank PLC 06738KBZ3 02/16/11 02/17/15 100.000 0.000 3.3099 0.099816 0.101468 0.103147 36.68 4.74 Barclays Bank PLC 06738KCN9 03/16/11 03/16/21 100.000 VARIES 4.8210 0.135817 0.136140 0.136317 0.136499 0.136519 49.00 49.13 Barclays Bank PLC 06738KEA5 03/09/11 03/09/21 100.000 VARIES 5.1730 0.153691 0.154290 0.154905 0.154665 0.154419 55.57 55.67 Barclays Bank PLC 06738KEM9 04/08/11 04/08/21 100.000 VARIES 5.0806 0.143515 0.143763 0.143993 0.144230 0.144349 51.75 51.91 Barclays Bank PLC 06738KFN6 03/30/11 11/19/14 100.000 0.000 2.6999 0.080495 0.081581 25.79 Barclays Bank PLC 06738KG88 01/20/12 01/23/14 100.000 0.000 1.6697 0.047561 1.05 Barclays Bank PLC 06738KGC9 04/07/11 04/12/16 100.000 0.000 3.5299 0.107071 0.108960 0.110883 0.112841 0.114832 39.19 40.58 Barclays Bank PLC 06738KGD7 04/07/11 04/12/17 100.000 0.000 3.8999 0.119378 0.121706 0.124080 0.126499 0.128966 43.77 45.49 Barclays Bank PLC 06738KHG9 04/29/11 05/01/14 100.000 0.500 1.3951 0.039637 4.76 Barclays Bank PLC 06738KHK0 05/12/11 05/12/21 100.000 VARIES 4.6808 0.132006 0.132158 0.132251 0.132347 0.132362 47.56 47.63 Barclays Bank PLC 06738KJH5 05/06/11 05/09/14 100.000 VARIES 2.0355 0.057432 7.35 Barclays Bank PLC 06738KK75 01/25/12 01/25/19 100.000 0.000 4.4000 0.130469 0.133340 0.136273 0.139271 0.142335 48.39 50.54 Barclays Bank PLC 06738KL90 02/15/12 08/15/14 100.000 VARIES 1.7689 0.049251 0.049195 11.02 Barclays Bank PLC 06738KLP4 06/28/11 06/28/23 100.000 VARIES 4.8716 0.138370 0.138983 0.139343 0.139712 0.139863 49.93 50.23 Barclays Bank PLC 06738KMB4 06/21/11 06/19/15 100.000 0.000 2.6199 0.077657 0.078675 0.079705 28.16 13.39 Barclays Bank PLC 06738KMD0 06/30/11 06/30/14 100.000 0.000 2.0801 0.060850 10.89 Barclays Bank PLC 06738KMV0 07/28/11 07/28/21 100.000 VARIES 4.8122 0.136751 0.137228 0.137716 0.137803 0.137893 49.46 49.62 Barclays Bank PLC 06738KN56 02/29/12 02/28/18 100.000 0.000 3.1970 0.092620 0.092566 0.095605 0.095549 0.098143 34.16 35.20 Barclays Bank PLC 06738KN72 02/29/12 02/29/16 100.000 0.000 2.5881 0.074309 0.074043 0.076244 0.075972 0.077801 27.31 27.97 Barclays Bank PLC 06738KN98 02/29/12 02/28/22 100.000 VARIES 4.0103 0.110064 0.108658 0.110792 0.109320 0.110696 40.00 40.16 Barclays Bank PLC 06738KNF4 07/29/11 07/31/17 100.000 0.000 3.5900 0.107100 0.109022 0.110979 0.112971 0.114999 39.49 40.92 Barclays Bank PLC 06738KNJ6 07/29/11 07/29/16 100.000 0.000 3.2800 0.097238 0.098832 0.100453 0.102101 0.103775 35.78 36.96 Barclays Bank PLC 06738KQ53 02/14/12 02/14/22 100.000 0.500 4.1087 0.120438 0.122627 0.124860 0.127140 0.129467 44.36 45.99 Barclays Bank PLC 06738KQF1 08/31/11 08/31/17 100.000 0.000 3.9281 0.117291 0.117645 0.121944 0.122312 0.126084 43.45 45.09 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06738KQS3 08/31/11 08/31/31 100.000 VARIES 6.1335 0.153152 0.146805 0.145204 0.141690 0.142052 53.75 51.97 Barclays Bank PLC 06738KQT1 08/05/11 08/05/21 100.000 VARIES 4.6123 0.130485 0.131400 0.132336 0.132873 0.133423 47.41 47.90 Barclays Bank PLC 06738KQU8 08/03/11 08/03/16 100.000 0.000 3.0700 0.090636 0.092028 0.093440 0.094874 0.096331 33.29 34.32 Barclays Bank PLC 06738KR78 03/16/12 03/30/17 100.000 0.000 4.4000 0.130693 0.133569 0.136507 0.139510 0.142580 48.10 50.24 Barclays Bank PLC 06738KRA1 09/08/11 09/08/16 100.000 0.000 3.5399 0.105480 0.107347 0.109247 0.111180 0.113148 38.73 40.12 Barclays Bank PLC 06738KTB7 09/30/11 09/30/31 100.000 VARIES 5.4569 0.139978 0.138371 0.136719 0.136121 0.135506 49.81 49.00 Barclays Bank PLC 06738KU33 03/06/12 03/06/17 100.000 0.000 2.8900 0.083810 0.085021 0.086249 0.087496 0.088760 30.67 31.56 Barclays Bank PLC 06738KUD1 09/30/11 09/29/17 100.000 0.000 3.9799 0.119608 0.121988 0.124415 0.126891 0.129416 43.93 45.70 Barclays Bank PLC 06738KUK5 09/16/11 09/16/16 100.000 VARIES 3.6494 0.098908 0.099352 0.099774 0.100198 0.100598 35.78 36.08 Barclays Bank PLC 06738KUQ2 10/12/11 10/12/16 100.000 0.000 3.6299 0.108353 0.110320 0.112322 0.114360 0.116436 39.67 41.13 Barclays Bank PLC 06738KVE8 09/29/11 09/30/31 100.000 VARIES 5.2986 0.137683 0.136009 0.134291 0.133918 0.133535 48.96 48.21 Barclays Bank PLC 06738KW98 05/09/12 04/14/17 100.000 0.000 2.0400 0.058337 0.058932 0.059533 0.060140 0.060754 21.20 21.64 Barclays Bank PLC 06738KWV9 09/30/11 10/03/17 100.000 0.000 3.9899 0.119986 0.122379 0.124821 0.127311 0.129851 44.05 45.83 Barclays Bank PLC 06738KWX5 10/31/11 11/01/31 100.000 VARIES 4.5597 0.116524 0.113685 0.114592 0.112956 0.114437 41.89 41.52 Barclays Bank PLC 06738KXV8 10/28/11 10/28/16 100.000 VARIES 3.8804 0.106690 0.106934 0.107143 0.107348 0.107512 38.48 38.63 Barclays Bank PLC 06738KY21 03/21/12 03/20/14 100.000 0.000 1.7001 0.048438 3.83 Barclays Bank PLC 06738KYG0 12/01/11 12/01/16 100.000 0.000 4.3799 0.132679 0.135584 0.138553 0.141588 0.144689 48.46 50.61 Barclays Bank PLC 06738KYT2 11/28/11 11/26/14 100.000 0.000 3.5899 0.107054 0.108976 35.14 Barclays Bank PLC 06738KZ38 03/28/12 03/27/14 100.000 0.000 1.6898 0.048138 4.14 Barclays Bank PLC 06738KZQ7 11/25/11 11/25/15 100.000 0.000 3.8199 0.114450 0.116636 0.118864 0.121134 41.75 38.92 Barclays Bank PLC 06738Q3V8 04/30/09 05/07/14 100.000 0.000 5.2000 0.182169 22.95 Barclays Bank PLC 06738Q4D7 04/30/09 05/07/14 100.000 0.000 4.9000 0.169402 21.34 Barclays Bank PLC 06738QK98 02/27/09 02/27/14 100.000 0.000 4.6599 0.159260 8.92 Barclays Bank PLC 06738QLE6 09/17/08 09/14/14 100.000 0.000 4.0500 0.137430 0.140213 35.27 Barclays Bank PLC 06738QM21 02/27/09 03/07/14 100.000 0.000 4.6599 0.159467 10.52 Barclays Bank PLC 06738QV62 03/31/09 03/31/14 100.000 0.000 5.0055 0.173687 15.46 Barclays Bank PLC 06738QV70 03/31/09 03/31/14 100.000 0.000 5.0055 0.173687 15.46 Barclays Bank PLC 06738QX86 03/31/09 04/07/14 100.000 0.000 5.0056 0.171949 16.51 Barclays Bank PLC 06738RRR9 04/30/08 04/25/14 100.000 0.000 3.9299 0.135149 15.41 Barclays Bank PLC 06739H461 01/31/08 02/28/14 100.000 0.000 4.0805 0.141226 8.19 Barclays Bank PLC 06739H479 01/31/08 05/30/14 100.000 0.000 4.0799 0.143448 21.37 Barclays Bank PLC 06739J5D1 11/27/09 11/27/14 100.000 VARIES 3.3906 0.095391 0.094843 31.00 Barclays Bank PLC 06739J5V1 12/31/09 12/31/15 100.000 0.000 4.2300 0.138918 0.141856 0.144857 0.147920 50.55 52.55 Barclays Bank PLC 06739J5W9 12/31/09 12/31/15 100.000 0.000 4.2300 0.138918 0.141856 0.144857 0.147920 50.55 52.55 Barclays Bank PLC 06739J863 10/28/09 04/28/15 100.000 0.000 4.1800 0.137008 0.139872 0.142795 50.20 16.71 Barclays Bank PLC 06739JBB8 05/27/09 06/06/14 100.000 0.000 4.9200 0.170291 26.40 Barclays Bank PLC 06739JBJ1 05/29/09 06/06/14 100.000 0.000 3.5900 0.117121 18.15 Barclays Bank PLC 06739JEB5 07/24/09 07/24/14 100.000 0.000 4.7799 0.160391 0.164224 33.25 Barclays Bank PLC 06739JEK5 06/26/09 06/26/24* 100.000 VARIES 5.6547 0.122798 21.49* Barclays Bank PLC 06739JEQ2 06/30/09 07/08/14 100.000 0.000 4.9699 0.168193 0.172373 32.20 Barclays Bank PLC 06739JER0 06/30/09 07/08/14 100.000 0.000 4.9699 0.168193 0.172373 32.20 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06739JES8 06/04/09 06/06/14 100.000 0.000 4.8900 0.168867 26.17 Barclays Bank PLC 06739JGP2 06/26/09 06/26/24* 100.000 VARIES 5.6622 0.117529 20.57* Barclays Bank PLC 06739JJU8 07/24/09 07/24/14 100.000 0.000 4.7799 0.160391 0.164224 33.25 Barclays Bank PLC 06739JKE2 07/24/09 08/07/14 100.000 0.000 4.7800 0.160671 0.164511 35.40 Barclays Bank PLC 06739JKH5 07/24/09 07/24/14 100.000 0.000 4.7799 0.160391 0.164224 33.25 Barclays Bank PLC 06739JKM4 07/24/09 07/24/14 100.000 VARIES 4.7816 0.135052 0.134103 27.24 Barclays Bank PLC 06739JKS1 07/07/09 07/07/14 100.000 0.000 4.7699 0.159992 0.163808 30.45 Barclays Bank PLC 06739JMK6 07/23/09 07/23/24* 100.000 VARIES 6.1912 0.134296 0.134575 27.18* Barclays Bank PLC 06739JNW9 08/21/09 08/21/24* 100.000 VARIES 5.5443 0.120590 0.119926 27.62* Barclays Bank PLC 06739JPE7 08/30/09 09/08/14 100.000 0.000 3.8999 0.126540 0.129008 31.70 Barclays Bank PLC 06739JQ63 11/30/09 11/30/15 100.000 0.000 3.9500 0.128307 0.130841 0.133425 0.136060 46.81 44.37 Barclays Bank PLC 06739JQ71 11/30/09 11/30/15 100.000 0.000 3.9500 0.128307 0.130841 0.133425 0.136060 46.81 44.37 Barclays Bank PLC 06739JR39 11/24/09 11/24/14 100.000 VARIES 3.4606 0.097063 0.096647 31.28 Barclays Bank PLC 06739JTL7 10/01/09 10/07/14 100.000 0.000 3.7799 0.122043 0.124349 34.10 Barclays Bank PLC 06739JYA5 09/30/09 09/30/19 100.000 VARIES 5.0571 0.129096 0.129606 0.130128 0.130960 0.131814 46.66 47.15 Barclays Bank PLC 06739JYY3 11/02/09 11/07/14 100.000 0.000 3.7399 0.120548 0.122802 37.29 Barclays Bank PLC 06740AC49 09/30/13 09/27/19 100.000 0.000 2.5799 0.071270 0.070997 0.073105 0.072840 0.074591 26.14 26.78 Barclays Bank PLC 06740AE21 10/31/13 10/30/19 100.000 0.000 2.5111 0.068987 0.069466 0.070725 0.071222 0.072116 25.38 25.99 Barclays Bank PLC 06740AF38 11/29/13 11/26/19 100.000 0.000 2.5599 0.070717 0.070439 0.072523 0.072254 0.073983 25.83 26.47 Barclays Bank PLC 06740AH69 12/30/13 12/27/19 100.000 0.000 2.8198 0.077470 0.078115 0.079651 0.080333 0.081466 28.41 29.21 Barclays Bank PLC 06740AL80 02/28/14 02/27/20 100.000 0.000 2.6775 0.073965 0.073728 0.075953 0.075715 22.68 27.57 Barclays Bank PLC 06740ASJ9 02/29/12 02/28/22 100.000 VARIES 3.2528 0.090205 0.088851 0.091127 0.090444 0.092058 32.79 33.25 Barclays Bank PLC 06740AWF2 10/31/12 10/30/19 100.000 0.000 2.2608 0.063520 0.063887 0.064964 0.065340 0.066078 23.34 23.85 Barclays Bank PLC 06740AYA1 02/28/13 02/27/20 100.000 0.000 2.1582 0.059278 0.060911 0.060565 0.062233 0.061879 22.10 22.57 Barclays Bank PLC 06740AYT0 04/30/13 04/29/20 100.000 0.000 2.0499 0.056893 0.057162 0.058065 0.058340 0.058938 20.89 21.30 Barclays Bank PLC 06740AZZ5 07/31/13 07/30/19 100.000 0.000 2.6011 0.070684 0.072785 0.072529 0.074690 0.074428 26.47 27.16 Barclays Bank PLC 06740H286 05/21/10 05/24/17 100.000 2.500 4.9967 0.151910 0.153970 0.156082 0.158247 0.160465 55.21 56.74 Barclays Bank PLC 06740JEK2 12/28/09 12/26/14 100.000 0.000 3.6800 0.118253 0.120429 42.37 Barclays Bank PLC 06740JEL0 12/24/09 12/24/14 100.000 VARIES 3.3891 0.095306 0.094748 33.54 Barclays Bank PLC 06740JEU0 12/21/09 12/19/14 100.000 0.000 3.6999 0.118985 0.121186 41.80 Barclays Bank PLC 06740JEY2 01/29/10 01/29/16 100.000 0.000 4.2199 0.135670 0.138533 0.141456 0.144441 0.147488 50.24 52.38 Barclays Bank PLC 06740JEZ9 01/29/10 01/29/16 100.000 0.000 4.2199 0.135670 0.138533 0.141456 0.144441 0.147488 50.24 52.38 Barclays Bank PLC 06740JFA3 01/29/10 01/29/16 100.000 0.000 4.2199 0.135670 0.138533 0.141456 0.144441 0.147488 50.24 52.38 Barclays Bank PLC 06740JFR6 01/29/10 01/29/15 100.000 VARIES 3.7589 0.108263 0.107209 0.105825 38.41 2.96 Barclays Bank PLC 06740JK33 02/26/10 02/29/16 100.000 0.000 4.3199 0.138626 0.139311 0.144679 0.145395 0.150167 51.47 53.61 Barclays Bank PLC 06740JL73 03/31/10 03/31/16 100.000 0.000 4.1299 0.132367 0.135100 0.137890 0.140737 0.143643 48.65 50.68 Barclays Bank PLC 06740JL81 03/31/10 03/31/16 100.000 0.000 4.1299 0.132367 0.135100 0.137890 0.140737 0.143643 48.65 50.68 Barclays Bank PLC 06740JL99 03/31/10 03/31/16 100.000 0.000 4.1299 0.132367 0.135100 0.137890 0.140737 0.143643 48.65 50.68 Barclays Bank PLC 06740JM98 03/10/10 03/10/17 100.000 VARIES 4.4514 0.125155 0.125426 0.125336 0.125245 0.124920 45.12 45.06 Barclays Bank PLC 06740JN71 03/04/10 03/04/15 100.000 VARIES 3.5183 0.108677 0.110464 0.104154 38.92 6.56 Barclays Bank PLC 06740JQW3 01/29/10 01/29/16 100.000 0.000 4.2199 0.135670 0.138533 0.141456 0.144441 0.147488 50.24 52.38 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06740JRD4 01/27/10 01/27/17 100.000 5.000 4.3944 0.128191 0.129075 0.128702 0.128320 0.127060 46.39 46.01 Barclays Bank PLC 06740JRE2 02/08/10 02/06/15 100.000 0.000 3.8699 0.122906 0.125284 0.127709 45.37 4.47 Barclays Bank PLC 06740JSB7 02/22/10 02/20/15 100.000 VARIES 3.8626 0.114828 0.113175 0.110264 40.44 5.40 Barclays Bank PLC 06740JSC5 02/22/10 02/20/15 100.000 0.000 3.8600 0.122549 0.124914 0.127325 45.17 6.24 Barclays Bank PLC 06740JSM3 02/26/10 02/29/16 100.000 0.000 4.3199 0.138626 0.139311 0.144679 0.145395 0.150167 51.47 53.61 Barclays Bank PLC 06740JSN1 02/26/10 02/29/16 100.000 0.000 4.3199 0.138626 0.139311 0.144679 0.145395 0.150167 51.47 53.61 Barclays Bank PLC 06740JSP6 02/26/10 02/29/16 100.000 0.000 4.3199 0.138626 0.139311 0.144679 0.145395 0.150167 51.47 53.61 Barclays Bank PLC 06740JSY7 02/26/10 02/29/16 100.000 0.000 4.3199 0.138626 0.139311 0.144679 0.145395 0.150167 51.47 53.61 Barclays Bank PLC 06740JTK6 02/08/10 02/08/17 100.000 VARIES 4.5812 0.128694 0.128838 0.128724 0.128607 0.128327 46.36 46.26 Barclays Bank PLC 06740JWG1 02/17/10 07/24/14 100.000 0.000 3.4600 0.108140 0.110011 22.29 Barclays Bank PLC 06740JZJ2 03/09/10 03/09/15 100.000 0.000 3.4999 0.109773 0.111694 0.113649 40.30 7.73 Barclays Bank PLC 06740LAP0 04/07/10 04/07/15 100.000 0.000 3.6900 0.116496 0.118645 0.120834 42.69 11.60 Barclays Bank PLC 06740LAQ8 04/07/10 04/07/15 100.000 0.000 3.6900 0.116496 0.118645 0.120834 42.69 11.60 Barclays Bank PLC 06740LAR6 04/09/10 04/10/15 100.000 0.000 3.7199 0.117574 0.119761 0.121988 43.08 12.08 Barclays Bank PLC 06740LBD6 03/24/10 03/24/15 100.000 1.000 3.5999 0.109605 0.111078 0.112578 40.01 9.34 Barclays Bank PLC 06740LBJ3 04/30/10 04/29/16 100.000 0.000 4.4899 0.145673 0.148943 0.152287 0.155706 0.159201 53.44 55.87 Barclays Bank PLC 06740LBK0 04/30/10 04/29/16 100.000 0.000 4.4899 0.145673 0.148943 0.152287 0.155706 0.159201 53.44 55.87 Barclays Bank PLC 06740LBL8 04/30/10 04/29/16 100.000 0.000 4.4899 0.145673 0.148943 0.152287 0.155706 0.159201 53.44 55.87 Barclays Bank PLC 06740LBY0 04/07/10 04/08/15 100.000 0.000 3.6920 0.116578 0.118730 0.120922 42.72 11.73 Barclays Bank PLC 06740LL78 06/09/10 06/09/14 100.000 0.000 3.9099 0.124375 19.65 Barclays Bank PLC 06740LNW1 05/28/10 05/31/16 100.000 0.000 4.7600 0.154236 0.157044 0.161666 0.164609 0.168527 57.05 59.77 Barclays Bank PLC 06740LNY7 05/28/10 05/31/16 100.000 0.000 4.7600 0.154236 0.157044 0.161666 0.164609 0.168527 57.05 59.77 Barclays Bank PLC 06740LP90 06/30/10 06/30/16 100.000 0.000 4.3499 0.140475 0.143530 0.146652 0.149842 0.153101 51.13 53.38 Barclays Bank PLC 06740LQ24 06/30/10 06/30/16 100.000 0.000 4.3499 0.140475 0.143530 0.146652 0.149842 0.153101 51.13 53.38 Barclays Bank PLC 06740LQH1 05/28/10 05/31/16 100.000 0.000 4.7600 0.154236 0.157044 0.161666 0.164609 0.168527 57.05 59.77 Barclays Bank PLC 06740LTF2 05/10/10 05/08/15 100.000 0.000 3.8699 0.122906 0.125284 0.127709 44.93 16.22 Barclays Bank PLC 06740PA30 10/28/10 06/01/16 100.000 0.000 3.0699 0.093701 0.095140 0.096600 0.098083 0.099588 34.08 35.13 Barclays Bank PLC 06740PAD8 06/11/10 06/11/15 100.000 0.000 3.8599 0.122571 0.124937 0.127348 44.65 20.38 Barclays Bank PLC 06740PBC9 06/24/10 06/26/18 100.000 0.000 4.9699 0.163981 0.168056 0.172232 0.176512 0.180898 59.81 62.82 Barclays Bank PLC 06740PBE5 06/25/10 06/25/17 100.000 1.000 4.7051 0.148893 0.151743 0.154659 0.157644 0.160699 54.15 56.25 Barclays Bank PLC 06740PBF2 07/28/10 07/28/16 100.000 0.000 3.6099 0.111640 0.113655 0.115706 0.117795 0.119921 41.18 42.67 Barclays Bank PLC 06740PBG0 07/28/10 07/28/16 100.000 0.000 3.6099 0.111640 0.113655 0.115706 0.117795 0.119921 41.18 42.67 Barclays Bank PLC 06740PBK1 06/30/10 06/30/15 100.000 VARIES 3.8043 0.109695 0.108832 0.107269 39.33 19.20 Barclays Bank PLC 06740PBX3 07/06/10 07/06/20 100.000 VARIES 5.0546 0.152841 0.153204 0.153577 0.153226 0.152866 55.22 55.10 Barclays Bank PLC 06740PC38 11/29/10 11/29/30 100.000 VARIES 4.9295 0.113302 0.111496 0.109645 0.107748 0.105805 40.35 39.01 Barclays Bank PLC 06740PHD1 08/31/10 08/31/16 100.000 0.000 3.3169 0.101132 0.101133 0.104514 0.104515 0.107416 37.33 38.50 Barclays Bank PLC 06740PHE9 08/31/10 08/31/16 100.000 0.000 3.3169 0.101132 0.101133 0.104514 0.104515 0.107416 37.33 38.50 Barclays Bank PLC 06740PHQ2 07/28/10 05/26/16 100.000 0.000 3.6099 0.112960 0.114999 0.117075 0.119188 0.121339 41.18 42.68 Barclays Bank PLC 06740PKG0 08/16/10 08/16/17 100.000 VARIES 3.6631 0.108117 0.108091 0.108064 0.107454 0.106831 38.91 38.63 Barclays Bank PLC 06740PKN5 08/31/10 08/31/15 100.000 0.000 2.6470 0.079125 0.078865 0.081234 0.080967 29.09 19.61 Barclays Bank PLC 06740PKP0 09/03/10 09/03/15 100.000 0.000 2.6299 0.079012 0.080051 0.081104 0.082170 28.88 19.82 Barclays Bank PLC 06740PM37 11/30/10 11/30/20 100.000 VARIES 4.6823 0.133636 0.134173 0.134723 0.134965 0.135213 48.24 48.56 Barclays Bank PLC 06740PMM5 08/27/10 08/29/18 100.000 0.000 3.8100 0.116604 0.119479 0.121089 0.124074 0.125064 43.64 45.24 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06740PMQ6 09/16/10 09/16/25 100.000 VARIES 4.4379 0.107465 0.106990 0.106504 0.106007 0.105499 38.50 38.15 Barclays Bank PLC 06740PMT0 08/26/10 08/26/20 100.000 VARIES 4.3098 0.125769 0.126583 0.127414 0.127202 0.126984 45.63 45.78 Barclays Bank PLC 06740PQH2 09/30/10 09/29/17 100.000 0.000 3.3900 0.104151 0.105916 0.107711 0.109537 0.111394 38.14 39.44 Barclays Bank PLC 06740PSZ0 10/13/10 10/13/17 100.000 0.750 3.3000 0.098976 0.100265 0.101576 0.102908 0.104263 36.07 37.02 Barclays Bank PLC 06740PV29 12/30/10 12/30/30 100.000 VARIES 5.2624 0.129017 0.126312 0.123535 0.124010 0.124497 45.95 44.56 Barclays Bank PLC 06740PVH6 10/20/10 10/20/25 100.000 VARIES 4.6202 0.127306 0.127677 0.128057 0.128446 0.128844 45.95 46.23 Barclays Bank PLC 06740PVZ6 09/30/10 09/30/25 100.000 VARIES 4.7398 0.113239 0.111780 0.110286 0.108758 0.107193 40.23 39.15 Barclays Bank PLC 06740PX43 12/17/10 12/19/18 100.000 0.000 4.6599 0.148666 0.152130 0.155674 0.159302 0.163013 54.23 56.78 Barclays Bank PLC 06740PX50 12/17/10 12/19/18 100.000 0.000 4.6599 0.148666 0.152130 0.155674 0.159302 0.163013 54.23 56.78 Barclays Bank PLC 06740PYE0 12/30/10 12/30/30 100.000 VARIES 5.6002 0.128756 0.124281 0.119681 0.120489 0.121319 45.54 43.23 Barclays Bank PLC 06740PYG5 01/14/11 01/14/21 100.000 VARIES 4.9824 0.141308 0.142382 0.142944 0.143519 0.143660 51.34 51.68 Barclays Bank PLC 06740PYH3 12/27/10 12/24/15 100.000 0.700 3.3717 0.101466 0.102849 0.104255 0.105685 36.80 37.06 Barclays Bank PLC 06740PZ33 01/27/11 01/27/31 100.000 VARIES 5.5228 0.139030 0.136967 0.134846 0.132668 0.133053 49.04 47.88 Barclays Bank PLC 06741JBW8 02/28/11 02/28/31 100.000 VARIES 5.4603 0.145701 0.142231 0.143445 0.139951 0.142282 52.26 51.57 Barclays Bank PLC 06741JS59 05/20/14 05/20/21 100.000 0.000 2.7399 0.076110 0.077153 0.078210 0.079282 16.86 28.05 Barclays Bank PLC 06741JV30 07/23/14 07/23/21 100.000 0.000 2.8399 0.078888 0.080008 0.081144 12.46 28.96 Barclays Bank PLC 06741JV89 08/18/14 08/18/21 100.000 0.000 2.7999 0.077778 0.078867 0.079971 10.34 28.49 Barclays Bank PLC 06741L427 03/02/12 03/05/18 100.000 0.000 3.1999 0.093248 0.094740 0.096256 0.097796 0.099360 34.19 35.29 Barclays Bank PLC 06741RGQ8 04/18/13 04/18/30 100.000 VARIES 3.0512 0.085203 0.085655 0.086114 0.086581 0.087054 30.82 31.15 Barclays Bank PLC 06741T2A4 11/29/13 11/29/18 100.000 0.000 2.1200 0.058889 0.059513 0.060144 0.060782 0.061426 21.35 21.81 Barclays Bank PLC 06741T2W6 12/23/13 12/23/33 100.000 VARIES 4.3876 0.121879 0.116869 0.111749 0.106517 0.101169 42.89 39.20 Barclays Bank PLC 06741T3M7 12/27/13 12/27/28 100.000 VARIES 4.2828 0.118969 0.115040 0.111027 0.106927 0.102741 42.09 39.20 Barclays Bank PLC 06741T4J3 01/30/14 01/30/29* 100.000 VARIES 3.9757 0.110436 19.88* Barclays Bank PLC 06741T6B8 02/28/14 02/28/34 100.000 VARIES 4.0796 0.110861 0.108779 0.103071 0.100146 33.78 37.59 Barclays Bank PLC 06741T6S1 03/28/14 03/28/34 100.000 VARIES 4.1532 0.115367 0.111995 0.108552 0.105038 31.18 39.05 Barclays Bank PLC 06741T6U6 03/04/14 03/04/24 100.000 0.250 3.4336 0.095381 0.096899 0.098443 0.100014 28.51 35.53 Barclays Bank PLC 06741TAA5 06/18/12 12/18/15 100.000 VARIES 1.7715 0.048950 0.049014 0.049079 0.049145 17.64 17.04 Barclays Bank PLC 06741TAR8 06/08/12 06/10/14 100.000 0.000 1.8997 0.054296 8.63 Barclays Bank PLC 06741TBE6 06/20/12 06/19/14 100.000 0.000 1.8697 0.053406 8.97 Barclays Bank PLC 06741TBL0 06/28/12 12/31/14 100.000 0.000 2.0499 0.058719 0.059321 21.19 Barclays Bank PLC 06741TBN6 06/28/12 06/30/14 100.000 0.000 1.8702 0.053427 9.56 Barclays Bank PLC 06741TBX4 06/29/12 07/02/14 100.000 0.000 1.8700 0.052929 0.053424 9.67 Barclays Bank PLC 06741TC70 08/22/13 08/22/28 100.000 VARIES 4.2989 0.119415 0.118399 0.117362 0.117110 0.116853 42.54 42.14 Barclays Bank PLC 06741TCJ4 07/11/12 07/11/16 100.000 0.000 2.4399 0.069441 0.070288 0.071146 0.072014 0.072892 25.44 26.07 Barclays Bank PLC 06741TCR6 07/31/12 07/31/15 100.000 VARIES 2.0319 0.056461 0.056535 0.056609 0.056527 20.36 11.82 Barclays Bank PLC 06741TDV6 08/08/12 08/07/14 100.000 0.000 1.6698 0.047160 0.047554 10.26 Barclays Bank PLC 06741TEH6 08/20/12 08/22/17 100.000 0.000 2.7099 0.077343 0.078391 0.079453 0.080530 0.081621 28.30 29.08 Barclays Bank PLC 06741TFL6 10/30/12 10/30/17 100.000 0.000 1.7609 0.049781 0.050219 0.050661 0.051107 0.051557 18.05 18.37 Barclays Bank PLC 06741TGD3 09/20/12 09/20/19 100.000 0.000 2.6499 0.075573 0.076574 0.077589 0.078617 0.079659 27.59 28.33 Barclays Bank PLC 06741TKR7 11/19/12 11/19/14 100.000 0.000 0.8700 0.024377 0.024484 7.77 Barclays Bank PLC 06741TL70 09/19/13 09/21/20 100.000 0.000 3.1924 0.088694 0.090110 0.091548 0.093009 0.094494 32.47 33.51 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06741TLD7 12/31/12 12/31/27 100.000 VARIES 3.3900 0.094375 0.094481 0.094590 0.094700 0.094812 33.99 34.07 Barclays Bank PLC 06741TM79 09/27/13 09/27/19 100.000 0.000 2.7612 0.076702 0.077760 0.078834 0.079922 0.081026 28.00 28.78 Barclays Bank PLC 06741TNC7 02/15/13 02/15/28 100.000 VARIES 3.6405 0.101437 0.101753 0.102075 0.102402 0.102736 36.66 36.90 Barclays Bank PLC 06741TPD3 02/21/13 02/27/14 100.000 0.000 0.7401 0.020640 1.16 Barclays Bank PLC 06741TPR2 03/21/13 03/21/33 100.000 VARIES 3.9299 0.105715 0.102198 0.088189 0.077052 0.068841 35.67 27.81 Barclays Bank PLC 06741TRP4 03/28/13 03/28/33 100.000 VARIES 3.9299 0.105717 0.102200 0.087930 0.076638 0.068365 35.77 27.80 Barclays Bank PLC 06741TRR0 04/09/13 04/09/28 100.000 VARIES 3.5337 0.094999 0.091781 0.088507 0.085174 0.082839 33.09 30.80 Barclays Bank PLC 06741TRW9 04/30/13 04/30/20 100.000 0.000 2.1700 0.060932 0.061593 0.062261 0.062937 0.063620 22.14 22.62 Barclays Bank PLC 06741TSE8 04/19/13 04/19/33 100.000 VARIES 3.7861 0.100736 0.096219 0.091616 0.086926 0.083666 34.80 31.57 Barclays Bank PLC 06741TUA3 05/10/13 05/10/28 100.000 VARIES 3.2563 0.088761 0.087040 0.079244 0.073024 0.068452 31.16 26.86 Barclays Bank PLC 06741TUB1 05/03/13 05/03/33 100.000 VARIES 3.4200 0.092350 0.089654 0.079243 0.070706 0.064194 32.00 26.12 Barclays Bank PLC 06741TV38 10/31/13 10/31/18 100.000 0.000 2.1199 0.058888 0.059512 0.060143 0.060781 0.061425 21.39 21.84 Barclays Bank PLC 06741TVK0 05/31/13 05/31/33 100.000 VARIES 3.5100 0.094336 0.091117 0.080456 0.071714 0.065048 32.95 26.91 Barclays Bank PLC 06741TWH6 06/17/13 06/17/33 100.000 VARIES 3.6856 0.096779 0.091075 0.085266 0.079351 0.075478 33.65 29.49 Barclays Bank PLC 06741TXA0 06/28/13 06/30/20 100.000 0.000 2.9922 0.084375 0.085637 0.086919 0.088219 0.089539 30.60 31.53 Barclays Bank PLC 06741TXZ5 07/31/13 07/30/20 100.000 0.250 2.9338 0.079724 0.082127 0.081874 0.084351 0.084093 29.87 30.68 Barclays Bank PLC 06741TYX9 07/24/13 07/24/28 100.000 VARIES 3.9812 0.110589 0.108367 0.106101 0.099892 0.093560 38.71 35.11 Barclays Bank PLC 06741TZ83 11/27/13 12/09/14* 100.000 0.000 N/A 0.013881 .56* Barclays Bank PLC 06741TZS9 07/26/13 08/11/14 100.000 VARIES 0.6095 0.016931 0.016909 3.72 Barclays Bank PLC 06741TZW0 08/15/13 08/15/33 100.000 VARIES 4.2111 0.116977 0.113591 0.110134 0.103134 0.095986 40.57 36.46 Barclays Bank PLC 06741TZX8 08/01/13 08/01/23 100.000 0.250 3.5547 0.098742 0.100374 0.102035 0.103725 0.105445 36.33 37.55 Barclays Bank PLC 06741UAU8 03/28/14 06/30/20 100.000 0.000 2.8996 0.080545 0.081142 0.082318 0.083512 0.084722 22.10 29.85 Barclays Bank PLC 06741UBA1 04/25/14 04/25/34 100.000 VARIES 3.4516 0.095878 0.092260 0.088579 0.084834 23.35 32.06 Barclays Bank PLC 06741UBK9 04/30/14 04/30/29 100.000 VARIES 3.9398 0.109441 0.106404 0.103306 0.100148 26.19 37.37 Barclays Bank PLC 06741UBL7 04/30/14 04/30/29 100.000 VARIES 3.9447 0.109575 0.108909 0.108228 0.107535 26.37 39.00 Barclays Bank PLC 06741UBX1 04/30/14 04/30/24 100.000 VARIES 3.4911 0.096977 0.097830 0.098698 0.099245 23.42 35.46 Barclays Bank PLC 06741UDA9 05/30/14 05/30/34 100.000 VARIES 3.8794 0.107763 0.104465 0.101103 0.097676 22.64 36.79 Barclays Bank PLC 06741UFK5 07/28/14 07/28/34 100.000 VARIES 3.8226 0.106184 0.102904 0.099562 16.25 36.62 Barclays Bank PLC 06741UFL3 07/08/14 09/30/16 100.000 0.000 0.9000 0.025001 0.025052 0.025165 0.025278 4.33 9.06 Barclays Bank PLC 06741UFM1 07/31/14 07/31/34 100.000 VARIES 3.8918 0.108107 0.104806 0.101440 16.32 37.32 Barclays Bank PLC 06741UFY5 07/30/14 07/29/21 100.000 0.000 2.8199 0.078333 0.079431 0.080551 11.83 28.73 Barclays Bank PLC 06741UGX6 08/29/14 08/28/29 100.000 VARIES 3.7703 0.104732 0.102529 0.100273 12.78 36.76 Barclays Bank PLC 06741UJW5 09/29/14 09/29/34 100.000 VARIES 3.7463 0.104066 0.101333 0.098548 9.57 36.46 Barclays Bank PLC 06741UKB9 09/30/14 10/01/15 100.000 0.000 0.6103 0.016954 0.016955 0.017006 1.54 4.59 Barclays Bank PLC 06741UKH6 09/26/14 09/28/16 100.000 0.000 1.0997 0.030549 0.030551 0.030719 0.030888 2.90 11.06 Barclays Bank PLC 06741UKP8 10/30/14 10/30/34 100.000 VARIES 3.5915 0.099765 0.096568 0.093314 6.09 34.95 Barclays Bank PLC 06742B329 03/17/14 03/18/19 100.000 0.000 2.2099 0.061388 0.061393 0.062071 0.062757 0.063450 17.51 22.61 Barclays Bank PLC 06742B634 03/05/14 03/05/21 100.000 0.000 2.8400 0.078889 0.080009 0.081145 0.082298 23.48 29.27 Barclays Bank PLC 06742B808 02/06/14 01/29/16 100.000 0.000 0.7201 0.020005 0.020074 0.020146 0.020219 6.51 7.26 Barclays Bank PLC 06742W208 07/15/14 06/24/16 100.000 0.000 0.8700 0.024167 0.024260 0.024366 0.024471 4.01 8.75 Barclays Bank PLC 06742W737 06/25/14 06/25/20 100.000 0.000 2.6600 0.073890 0.074872 0.075868 0.076877 13.75 27.15 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Barclays Bank PLC 06742W752 06/25/14 06/25/21 100.000 0.000 2.8299 0.078610 0.079723 0.080851 0.081995 14.63 28.92 Barclays Bank PLC 06742W760 06/25/14 06/25/20 100.000 0.000 2.6600 0.073890 0.074872 0.075868 0.076877 13.75 27.15 Bear Stearns Co., Inc. 073928G23 08/31/04 07/01/19 51.530 1.000 N/A 0.099379 0.102344 0.105399 0.108544 0.111783 36.49 38.70 BellSouth Telecomm 079867AS6 12/13/95 12/15/95 25.235 VARIES 6.8500 0.161464 0.166995 0.172714 0.178630 0.184748 59.30 63.43 Berry Petroleum Company 085789AD7 05/27/09 06/01/14 93.546 10.250 12.0008 57.66 0.045882 6.88 Bexar Cnty Hsg Fin Corp 08837EAB7 09/28/05 04/01/22 39.225 0.000 5.7500 234.26 0.098651 0.101487 0.104405 0.107406 0.110494 36.54 38.67 Bloomington, IL 094491RU3 11/12/13 12/01/14 100.524 0.000 0.4989 0.013936 0.013971 4.61 Bond & Fayette CNTYS, IL 097850CQ2 05/07/14 12/01/15 104.475 0.000 1.2239 0.035521 0.035550 0.035767 0.035986 8.32 11.84 Bond & Fayette CNTYS, IL 097850CR0 05/07/14 12/01/16 106.598 VARIES 1.3824 0.040934 0.040972 0.041255 0.041540 0.039395 9.59 14.85 Bond & Fayette CNTYS, IL 097850CS8 05/07/14 12/01/17 107.812 VARIES 1.7340 0.051932 0.051992 0.052443 0.052898 0.050305 12.18 18.90 Boston, MA 100853GH7 11/04/09 09/15/24 89.556 6.050 7.2062 19.19 0.014742 0.015273 0.015823 0.016394 0.016984 5.52 5.92 Bumble Bee Holdco S.C.A. 12046QAA1 03/10/11 03/15/18 98.138 9.625 N/A 0.274088 0.274424 0.274778 0.275148 0.275538 98.81 99.07 Bumble Bee Holdco S.C.A. 12046QAB9 03/10/11 03/15/18 98.138 9.625 N/A 0.274088 0.274424 0.274778 0.275148 0.275538 98.81 99.07 Bumble Bee Holdco S.S.A. 12046QAC7 03/10/11 03/15/18 98.138 9.625 N/A 0.274088 0.274424 0.274778 0.275148 0.275538 98.81 99.07 Bureau County SD #84, IL 121012AL2 06/04/10 12/01/15 106.570 VARIES 4.3645 0.124422 0.123651 0.122864 0.122060 44.61 40.40 Bureau County SD #84, IL 121012AM0 06/04/10 12/01/16 106.150 VARIES 4.6174 0.132289 0.131655 0.131007 0.130345 0.129666 47.47 47.00 Bureau County SD #84, IL 121012AN8 06/04/10 12/01/17 105.324 VARIES 4.8691 0.139538 0.139047 0.138543 0.138028 0.137499 50.12 49.75 Bureau County SD #84, IL 121012AP3 06/04/10 12/01/18 105.836 VARIES 5.1194 0.147671 0.147185 0.146686 0.146174 0.145650 53.04 52.68 Bureau County SD #84, IL 121012AQ1 06/04/10 12/01/19 106.299 VARIES 5.3692 0.155810 0.155332 0.154841 0.154337 0.153820 55.98 55.62 Bureau County SD #84, IL 121012AR9 06/04/10 12/01/20 104.349 VARIES 5.6693 0.162705 0.162396 0.162078 0.161751 0.161415 58.50 58.27 Bureau County SD #84, IL 121012AS7 06/04/10 12/01/21 104.162 VARIES 5.9680 0.171325 0.171049 0.170766 0.170474 0.170173 61.61 61.41 Bureau County SD #84, IL 121012AT5 06/04/10 12/01/22 104.788 VARIES 6.1675 0.178135 0.177847 0.177549 0.177242 0.176926 64.06 63.84 Bureau County SD #175,IL 121088AL2 09/15/10 12/01/14 106.822 VARIES 3.2818 0.092690 0.091932 30.45 Bureau County SD #175,IL 121088AM0 09/15/10 12/01/15 108.915 VARIES 3.6318 0.104489 0.103612 0.102719 0.101810 37.40 33.73 Bureau County SD #175,IL 121088AN8 09/15/10 12/01/16 107.815 VARIES 4.0822 0.117893 0.117181 0.116454 0.115713 0.114956 42.27 41.75 Bureau County SD #175,IL 121088AP3 09/15/10 12/01/17 106.920 VARIES 4.4822 0.129552 0.128969 0.128373 0.127764 0.127141 46.50 46.07 Bureau County SD #175,IL 121088AQ1 09/15/10 12/01/18 106.252 VARIES 4.8319 0.139638 0.139152 0.138655 0.138147 0.137625 50.15 49.79 Bureau County SD #175,IL 121088AR9 09/15/10 12/01/19 107.871 VARIES 5.0816 0.148872 0.148314 0.147742 0.147156 0.146554 53.46 53.05 Bureau County SD #175,IL 121088AS7 09/15/10 12/01/20 108.435 VARIES 5.2817 0.155788 0.155244 0.154686 0.154112 0.153524 55.95 55.55 Bureau County SD #502,IL 121133CK6 10/10/13 12/01/23 100.125 VARIES 4.9873 0.139691 0.143175 0.138664 0.138658 0.138652 50.89 49.92 Bureau County SD #205,IL 121133CL4 10/10/13 12/01/29 100.148 VARIES 5.8866 0.165126 0.169986 0.163734 0.163729 0.163724 60.28 58.94 Bureau CNTYS SD #340, IL 121158BL2 08/14/12 12/01/14 102.681 VARIES 1.8371 0.051616 0.051325 16.98 Bureau CNTYS SD #340, IL 121158BM0 08/14/12 12/01/15 103.922 VARIES 2.0391 0.057980 0.057650 0.057318 0.056982 20.79 18.85 Bureau CNTYS SD #340, IL 121158BN8 08/14/12 12/01/16 106.028 VARIES 2.3387 0.067699 0.067257 0.066809 0.066356 0.065897 24.27 23.94 Bureau CNTYS SD #340, IL 121158BP3 08/14/12 12/01/17 106.030 VARIES 2.6392 0.076662 0.076263 0.075858 0.075448 0.075032 27.50 27.21 Bureau CNTYS SD #340, IL 121158BQ1 08/14/12 12/01/18 105.273 VARIES 2.9397 0.085092 0.084770 0.084444 0.084114 0.083778 30.56 30.32 CBIZ, Inc. 124805AA0 05/30/06 06/01/26 100.000 VARIES 8.9994 0.400339 0.413950 0.428173 0.443036 0.458461 147.41 157.73 CBIZ, Inc. 124805AB8 05/30/06 06/01/26 100.000 VARIES 8.9994 0.400339 0.413950 0.428173 0.443036 0.458461 147.41 157.73 Caesars Entertainment 127693AC3 02/15/13 02/15/20 97.500 9.000 9.4970 2.33 0.007554 0.007912 0.008288 0.008682 0.009094 2.88 3.16 Caesars Entertainment 127693AF6 02/15/13 02/15/20 97.500 9.000 9.4970 2.33 0.007554 0.007912 0.008288 0.008682 0.009094 2.88 3.16 Caesars Entertainment 127693AG4 02/15/13 02/15/20 97.500 9.000 9.4970 2.33 0.007554 0.007912 0.008288 0.008682 0.009094 2.88 3.16 Caesars Entertainment 127693AH2 02/15/13 02/15/20 97.500 9.000 9.4970 2.33 0.007554 0.007912 0.008288 0.008682 0.009094 2.88 3.16 Carol Stream, IL 143735LM8 07/15/08 10/01/27 93.383 5.750 6.3510 11.60 0.006958 0.007179 0.007407 0.007642 0.007884 2.58 2.75 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Carol Stream, IL 143735TN8 12/30/11 11/01/14 92.287 0.000 2.8495 53.85 0.076944 0.078041 23.28 Carol Stream, IL 143735TP3 12/30/11 11/01/15 88.034 0.000 3.3492 60.61 0.087055 0.088512 0.089995 0.091502 31.78 27.27 Carol Stream, IL 143735TQ1 12/30/11 11/01/16 83.951 0.000 3.6494 63.13 0.090950 0.092610 0.094300 0.096021 0.097773 33.24 34.47 Carol Stream, IL 143735TR9 12/30/11 11/01/17 79.136 0.000 4.0492 66.23 0.095814 0.097754 0.099733 0.101752 0.103813 35.08 36.51 Carol Stream, IL 143735TS7 12/30/11 11/01/18 74.017 0.000 4.4492 68.28 0.099181 0.101387 0.103643 0.105948 0.108305 36.37 38.01 Carol Stream, IL 143735TT5 12/30/11 11/01/19 68.693 0.000 4.8492 69.28 0.101046 0.103496 0.106005 0.108575 0.111208 37.12 38.94 Carol Stream, IL 143735TU2 12/30/11 11/01/20 63.533 0.000 5.1992 68.89 0.100831 0.103452 0.106141 0.108901 0.111732 37.09 39.04 Carol Stream, IL 143735TV0 12/30/11 11/01/21 59.208 0.000 5.3992 66.77 0.097933 0.100577 0.103292 0.106080 0.108944 36.05 38.03 Carol Stream, IL 143735TW8 12/30/11 11/01/22 54.964 0.000 5.5992 64.38 0.094619 0.097268 0.099991 0.102791 0.105669 34.86 36.84 Carol Stream, IL 143735TX6 12/30/11 11/01/23 50.827 0.000 5.7993 61.76 0.090948 0.093585 0.096299 0.099092 0.101965 33.54 35.51 Carol Stream, IL 143735TY4 12/30/11 11/01/24 46.530 0.000 6.0492 59.09 0.087236 0.089874 0.092592 0.095393 0.098278 32.20 34.18 Carol Stream, IL 143735TZ1 12/30/11 11/01/25 42.963 0.000 6.1993 55.98 0.082769 0.085334 0.087980 0.090707 0.093518 30.57 32.50 Carol Stream, IL 143735UA4 12/30/11 11/01/26 39.556 0.000 6.3492 52.85 0.078257 0.080741 0.083305 0.085949 0.088678 28.92 30.79 Carol Stream, IL 143735UB2 12/30/11 11/01/27 36.593 0.000 6.4493 49.70 0.073667 0.076042 0.078494 0.081026 0.083639 27.24 29.02 Carol Stream, IL 143735UC0 12/30/11 11/01/28 33.512 0.000 6.5994 46.63 0.069219 0.071503 0.073863 0.076300 0.078818 25.61 27.33 Carol Stream, IL 143735UD8 12/30/11 11/01/29 30.868 0.000 6.6993 43.63 0.064839 0.067011 0.069255 0.071575 0.073973 24.00 25.63 Carol Stream, IL 143735UE6 12/30/11 11/01/30 28.377 0.000 6.7994 40.74 0.060605 0.062665 0.064796 0.066999 0.069277 22.44 23.99 Carol Stream, IL 143735UF3 12/30/11 11/01/31 26.288 0.000 6.8495 38.04 0.056607 0.058546 0.060551 0.062625 0.064769 20.96 22.42 Centerpoint Energy, Inc. 15189T206 09/21/99 09/15/29 100.000 VARIES 9.9395 0.887019 0.927914 0.970841 1.015902 1.063203 335.57 367.40 Central Euro Media ENT 153443AJ5 05/02/14 12/01/17 55.350 15.000 N/A 0.514597 0.522162 0.567018 0.615728 0.668623 125.92 215.94 Central Euro Media ENT 153443AK2 05/02/14 12/01/17 55.350 15.000 N/A 0.514597 0.522162 0.567018 0.615728 0.668623 125.92 215.94 Centrus Energy Corp. 15643UAA2 09/30/14 09/30/24 56.492 8.000 N/A 0.237610 0.245084 0.252966 21.62 88.28 Champaign & Piatt CNTYS 158087RN8 09/12/13 10/01/19 100.000 VARIES 3.7423 0.104160 0.106109 0.103991 0.103988 0.103984 37.83 37.44 Chesapeake Energy Corp. 165167BZ9 05/15/07 05/15/37 100.000 VARIES 6.7505 0.251233 0.257369 0.263712 0.270269 0.277047 92.12 96.73 Chesapeake Energy Corp. 165167CA3 08/14/07 05/15/37 97.625 VARIES 8.0008 0.310423 0.320063 0.330089 0.340515 0.351359 114.39 121.69 Chesapeake Energy Corp. 165167CB1 05/27/08 12/15/38 100.000 VARIES 8.0007 0.309412 0.319289 0.329562 0.340246 0.351356 113.49 120.91 Chesapeake Energy Corp. 165167CD7 02/02/09 02/15/15* 97.750 9.500 10.0055 17.27 0.012129 0.012736 1.99* Christian & Sangamon CNT 170592BB4 03/28/13 12/01/15 108.829 VARIES 1.7168 0.052505 0.052956 0.049237 0.048468 18.88 16.11 Christian & Sangamon CNT 170592BC2 03/28/13 12/01/16 110.501 VARIES 1.9725 0.061356 0.061961 0.057897 0.057133 0.056361 22.09 20.66 Christian & Sangamon CNT 170592BD0 03/28/13 12/01/17 111.388 VARIES 2.2261 0.069917 0.070696 0.066342 0.065612 0.064874 25.20 23.71 Christian & Sangamon CNT 170592BE8 03/28/13 12/01/18 110.855 VARIES 2.4787 0.077610 0.078572 0.074123 0.073493 0.072855 28.01 26.53 Christian & Sangamon CNT 170592BF5 03/28/13 12/01/19 110.619 VARIES 2.7793 0.087009 0.088218 0.083365 0.082786 0.082199 31.43 29.87 Christian & Sangamon CNT 170592BG3 03/28/13 12/01/20 109.831 VARIES 3.0795 0.095914 0.097390 0.092153 0.091648 0.091134 34.68 33.05 Christian & Sangamon CNT 170592BH1 03/28/13 12/01/21 107.041 VARIES 3.3308 0.101275 0.102962 0.097795 0.097458 0.097115 36.66 35.13 Christian & Sangamon CNT 170592BJ7 03/28/13 12/01/22 99.442 VARIES 3.5341 0.099963 0.101729 0.097599 0.097631 0.097662 36.23 35.14 Christian & Sangamon CNT 170592BK4 03/28/13 12/01/23 99.390 VARIES 3.6840 0.104252 0.106173 0.101681 0.101712 0.101744 37.80 36.61 Citigroup Global Markets 17307EBE2 07/01/04 09/07/16 51.400 0.000 5.5371 349.75 0.130564 0.134179 0.137894 0.141712 0.145635 48.49 51.21 Citigroup Funding, Inc. 17308CMW3 02/26/09 02/26/14 100.000 1.500 7.7625 0.286733 15.77 Citigroup Funding, Inc. 17308CMX1 04/28/09 04/28/14 100.000 VARIES 7.9615 0.298677 34.95 Citigroup Funding, Inc. 17308CMY9 06/29/09 06/29/14 100.000 VARIES 6.6887 0.186376 33.17 Citigroup Funding, Inc. 17308CMZ6 08/28/09 08/28/14 100.000 1.500 5.6150 0.184315 0.188320 44.40 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Funding, Inc. 17308CNM4 02/12/10 02/12/20 100.000 VARIES 4.5259 0.115476 0.115377 0.115679 0.115988 0.116557 41.58 41.82 Citigroup Funding, Inc. 17308CPQ3 05/24/10 05/24/16 100.000 0.000 4.5502 0.147955 0.151321 0.154763 0.158285 0.161886 54.12 56.61 Citigroup Funding, Inc. 17308CQH2 09/28/10 09/28/15 100.000 VARIES 2.0287 0.013039 0.013171 0.013305 0.013440 4.74 3.58 Citigroup Funding, Inc. 17308CRW8 06/29/11 12/21/16 100.000 0.500 3.5733 0.107092 0.108757 0.110452 0.112177 0.113933 38.89 40.11 Citigroup Funding, Inc. 1730T0A58 10/22/13 10/22/33 100.000 VARIES 4.6764 0.129902 0.126445 0.122906 0.119285 0.115579 45.66 43.09 Citigroup Funding, Inc. 1730T0A82 11/15/13 11/15/28 100.000 VARIES 4.5367 0.126021 0.122709 0.119322 0.115858 0.112315 44.46 42.01 Citigroup Funding, Inc. 1730T0A90 10/30/13 10/30/33 100.000 VARIES 4.6216 0.128378 0.124941 0.121425 0.117827 0.114146 45.17 42.62 Citigroup Funding, Inc. 1730T0AK5 05/15/06 05/15/36 11.570 0.000 7.3199 84.54 0.040337 0.041814 0.043344 0.044930 0.046575 14.93 16.04 Citigroup Funding, Inc. 1730T0B99 11/14/13 11/14/23 100.000 VARIES 4.0135 0.111488 0.109266 0.106999 0.104687 0.102329 39.52 37.88 Citigroup Funding, Inc. 1730T0BT5 02/14/07 02/14/37 100.000 VARIES 5.8403 0.156474 0.156533 0.156593 0.156655 0.156719 56.36 56.40 Citigroup Funding, Inc. 1730T0C23 11/12/13 11/12/33 100.000 VARIES 4.7620 0.132280 0.129477 0.126607 0.123669 0.120661 46.84 44.76 Citigroup Funding, Inc. 1730T0C56 11/26/13 11/26/33 100.000 VARIES 4.7711 0.132531 0.129066 0.125519 0.121886 0.118168 46.84 44.28 Citigroup Funding, Inc. 1730T0E88 01/29/14 01/29/29 100.000 VARIES 4.3351 0.120420 0.117009 0.113524 0.109964 39.46 40.43 Citigroup Funding, Inc. 1730T0E96 01/29/14 01/29/34 100.000 VARIES 4.6110 0.128086 0.123994 0.119808 0.115526 41.90 42.60 Citigroup Funding, Inc. 1730T0F38 01/31/14 08/01/19 100.000 0.000 2.5874 0.071872 0.071878 0.072808 0.073750 0.074704 23.93 26.66 Citigroup Funding, Inc. 1730T0FG9 02/08/08 02/09/15 100.000 0.250 4.4200 0.154286 0.157543 0.160871 57.06 6.11 Citigroup Funding, Inc. 1730T0G78 02/19/14 02/19/34 100.000 VARIES 4.7123 0.130899 0.127111 0.123234 0.119265 40.34 44.03 Citigroup Funding, Inc. 1730T0GY9 04/28/09 04/28/24 100.000 VARIES 8.1831 0.197296 0.198227 0.199195 0.200203 0.201253 71.31 72.02 Citigroup Funding, Inc. 1730T0H36 02/28/14 08/29/19 100.000 0.000 2.6153 0.071851 0.072392 0.073742 0.073894 22.13 26.86 Citigroup Funding, Inc. 1730T0HN2 04/29/10 04/29/30 100.000 VARIES 5.9941 0.140722 0.140330 0.139927 0.139511 0.139676 50.54 50.28 Citigroup Funding, Inc. 1730T0HY8 04/16/10 04/16/15 100.000 VARIES 1.3863 0.010403 0.010475 0.010548 3.77 1.11 Citigroup Funding, Inc. 1730T0J83 02/28/14 02/28/19 100.000 VARIES 1.6995 0.046182 0.046408 0.045115 0.045593 14.21 16.60 Citigroup Funding, Inc. 1730T0JC4 05/14/10 05/14/15 100.000 VARIES 1.6896 0.014562 0.014685 0.014809 5.28 1.97 Citigroup Funding, Inc. 1730T0JF7 06/29/10 06/29/22* 100.000 VARIES 5.2411 0.134477 23.94* Citigroup Funding, Inc. 1730T0JH3 06/24/10 06/24/20 100.000 VARIES 5.3515 0.151837 0.151984 0.151909 0.151833 0.151610 54.69 54.67 Citigroup Funding, Inc. 1730T0K99 03/31/14 10/01/19 100.000 0.000 2.7120 0.075335 0.075341 0.076363 0.077398 0.078448 20.51 27.86 Citigroup Funding, Inc. 1730T0KE8 09/09/10 09/09/20 100.000 VARIES 4.7845 0.140594 0.141685 0.142042 0.142408 0.142176 50.97 51.22 Citigroup Funding, Inc. 1730T0KF5 09/14/10 09/14/15 100.000 VARIES 2.0255 0.019573 0.019771 0.019971 0.020173 7.12 5.09 Citigroup Funding, Inc. 1730T0KG3 09/14/10 09/14/17 100.000 VARIES 2.5063 0.017961 0.018186 0.018414 0.018645 0.018879 6.56 6.72 Citigroup Funding, Inc. 1730T0KH1 09/23/10 09/23/17 100.000 VARIES 2.6179 0.019476 0.019731 0.019989 0.020251 0.020516 7.11 7.29 Citigroup Funding, Inc. 1730T0KK4 10/13/10 10/13/15 100.000 VARIES 2.0006 0.018915 0.019105 0.019296 0.019487 6.87 5.48 Citigroup Funding, Inc. 1730T0KR9 10/29/10 10/29/15 100.000 VARIES 1.9200 0.016899 0.017061 0.017225 0.017390 6.13 5.16 Citigroup Funding, Inc. 1730T0KT5 11/04/10 11/04/20 100.000 VARIES 2.4350 0.020989 0.021244 0.021503 0.021765 0.022030 7.63 7.82 Citigroup Funding, Inc. 1730T0KU2 11/04/10 11/04/20 100.000 VARIES 2.5364 0.023203 0.023497 0.023795 0.024097 0.024402 8.44 8.66 Citigroup Funding, Inc. 1730T0KV0 11/19/10 11/19/30 100.000 VARIES 5.1245 0.128430 0.128691 0.128959 0.129235 0.129517 46.30 46.50 Citigroup Funding, Inc. 1730T0KW8 11/30/10 11/28/16 100.000 0.000 3.8990 0.121582 0.123952 0.126369 0.128832 0.131344 44.35 46.10 Citigroup Funding, Inc. 1730T0KX6 11/23/10 11/23/16 100.000 VARIES 1.4929 0.018835 0.018975 0.019117 0.019260 0.019404 6.82 6.92 Citigroup Funding, Inc. 1730T0KY4 11/19/10 11/19/20 100.000 VARIES 4.7108 0.131325 0.131416 0.131509 0.131297 0.131080 47.30 47.29 Citigroup Funding, Inc. 1730T0KZ1 11/09/10 11/09/30 100.000 VARIES 5.5698 0.130274 0.127505 0.124660 0.124577 0.124492 46.11 44.85 Citigroup Funding, Inc. 1730T0L23 03/28/14 03/28/29 100.000 VARIES 4.3742 0.121507 0.118269 0.114961 0.111579 32.87 41.36 Citigroup Funding, Inc. 1730T0L31 03/28/14 03/28/34 100.000 VARIES 4.6421 0.128950 0.125495 0.121961 0.118344 34.88 43.88 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Funding, Inc. 1730T0L49 03/10/14 03/10/19 100.000 VARIES 1.8993 0.052760 0.052206 0.051647 0.051573 15.29 18.62 Citigroup Funding, Inc. 1730T0L64 03/12/14 03/12/34 100.000 VARIES 4.7152 0.130978 0.127189 0.123312 0.119343 37.44 44.23 Citigroup Funding, Inc. 1730T0L72 03/28/14 03/28/21 100.000 VARIES 3.3141 0.092059 0.091973 0.091886 0.091798 25.12 33.08 Citigroup Funding, Inc. 1730T0L98 03/21/14 03/21/24 100.000 VARIES 3.2460 0.090168 0.087574 0.084938 0.082672 24.99 30.56 Citigroup Funding, Inc. 1730T0LA5 11/15/10 11/15/15 100.000 VARIES 1.7358 0.009442 0.009524 0.009606 0.009690 3.42 3.03 Citigroup Funding, Inc. 1730T0LB3 11/15/10 11/15/20 100.000 VARIES 2.2798 0.017632 0.017833 0.018036 0.018241 0.018449 6.40 6.55 Citigroup Funding, Inc. 1730T0LU1 03/30/11 09/21/16 100.000 0.500 3.9296 0.118792 0.120853 0.122955 0.125097 0.127283 43.55 45.08 Citigroup Funding, Inc. 1730T0M63 03/26/14 03/26/29 100.000 VARIES 4.3729 0.121470 0.119206 0.116893 0.114530 33.19 42.05 Citigroup Funding, Inc. 1730T0M97 04/30/14 10/30/19 100.000 0.000 2.7618 0.076717 0.077777 0.078851 0.079940 18.55 28.32 Citigroup Funding, Inc. 1730T0MA4 04/01/11 04/01/21 100.000 VARIES 5.0031 0.138778 0.138789 0.138800 0.138812 0.138824 49.96 49.97 Citigroup Funding, Inc. 1730T0MB2 04/28/11 10/26/16 100.000 0.500 3.6902 0.110971 0.112762 0.114587 0.116445 0.118337 40.51 41.83 Citigroup Funding, Inc. 1730T0ME6 04/26/11 04/26/21 100.000 VARIES 1.9784 0.016739 0.016905 0.017072 0.017241 0.017411 6.08 6.20 Citigroup Funding, Inc. 1730T0MQ9 06/29/11 06/27/18 100.000 0.000 3.9199 0.119960 0.122311 0.124708 0.127153 0.129645 43.63 45.35 Citigroup Funding, Inc. 1730T0MR7 06/20/11 06/20/21 100.000 VARIES 4.6545 0.128905 0.128927 0.128949 0.128972 0.128996 46.41 46.43 Citigroup Funding, Inc. 1730T0MU0 07/28/11 01/25/17 100.000 0.500 3.3819 0.099474 0.100921 0.102393 0.103889 0.105411 36.53 37.60 Citigroup Funding, Inc. 1730T0N39 04/29/14 04/29/29 100.000 VARIES 4.2731 0.118697 0.115418 0.112068 0.108647 28.52 40.53 Citigroup Funding, Inc. 1730T0N62 04/29/14 04/29/34 100.000 VARIES 4.5422 0.126175 0.122732 0.119211 0.115609 30.32 43.11 Citigroup Funding, Inc. 1730T0ND7 08/05/11 08/05/21* 100.000 VARIES 3.3224 0.092899 0.092597 19.83* Citigroup Funding, Inc. 1730T0NH8 08/30/11 02/24/17 100.000 0.500 3.8048 0.112818 0.114700 0.116618 0.118572 0.120564 41.44 42.84 Citigroup Funding, Inc. 1730T0NK1 08/26/11 08/26/16 100.000 VARIES 1.7275 0.010962 0.011057 0.011152 0.011249 0.011346 3.99 4.06 Citigroup Funding, Inc. 1730T0NM7 08/31/11 08/31/21 100.000 VARIES 2.3031 0.015897 0.015818 0.016265 0.016184 0.016551 5.83 5.96 Citigroup Funding, Inc. 1730T0NN5 09/07/11 09/07/18 100.000 VARIES 2.5979 0.018578 0.018819 0.019064 0.019312 0.019562 6.79 6.96 Citigroup Funding, Inc. 1730T0NQ8 09/29/11 09/29/26* 100.000 VARIES 6.2445 0.167987 14.78* Citigroup Funding, Inc. 1730T0NS4 09/29/11 09/27/17 100.000 0.500 4.1394 0.123594 0.125864 0.128182 0.130547 0.132962 45.33 47.02 Citigroup Funding, Inc. 1730T0P78 05/30/14 05/30/29 100.000 VARIES 4.1424 0.115068 0.111783 0.108429 0.105006 24.18 39.43 Citigroup Funding, Inc. 1730T0P86 05/30/14 05/30/34 100.000 VARIES 4.4254 0.122928 0.119502 0.116000 0.112420 25.83 42.17 Citigroup Funding, Inc. 1730T0PD5 10/28/11 10/27/17 100.000 0.500 3.9008 0.115934 0.117925 0.119954 0.122022 0.124131 42.35 43.82 Citigroup Funding, Inc. 1730T0PS2 11/10/11 11/10/14 100.000 VARIES 2.9384 0.013422 0.013619 4.18 Citigroup Funding, Inc. 1730T0QC6 11/28/11 11/28/17 100.000 0.500 4.2510 0.127230 0.129639 0.132099 0.134612 0.137178 46.40 48.18 Citigroup Funding, Inc. 1730T0QM4 12/05/11 12/05/16 100.000 VARIES 2.9298 0.080454 0.080603 0.080755 0.080909 0.081065 29.00 29.11 Citigroup Funding, Inc. 1730T0R50 06/18/14 06/18/34 100.000 VARIES 4.4513 0.123648 0.120217 0.116710 0.113126 23.82 42.55 Citigroup Funding, Inc. 1730T0R76 06/27/14 06/27/34 100.000 VARIES 4.4526 0.123684 0.120312 0.116865 0.113341 22.74 42.66 Citigroup Funding, Inc. 1730T0R92 07/02/14 01/02/20 100.000 0.000 2.5296 0.070268 0.071156 0.072056 12.58 25.78 Citigroup Funding, Inc. 1730T0RJ0 02/28/13 02/28/33 100.000 VARIES 4.1678 0.114616 0.112229 0.113551 0.111159 0.112054 41.26 40.82 Citigroup Funding, Inc. 1730T0RM3 02/22/13 02/22/33 100.000 VARIES 4.2776 0.118280 0.117724 0.117156 0.116576 0.116229 42.34 41.95 Citigroup Funding, Inc. 1730T0RN1 02/27/13 02/27/28 100.000 VARIES 3.2574 0.088338 0.086157 0.084258 0.082327 0.080364 30.90 29.50 Citigroup Funding, Inc. 1730T0S67 06/19/14 06/19/19 100.000 VARIES 0.8119 0.009222 0.009167 0.009112 0.009056 1.77 3.29 Citigroup Funding, Inc. 1730T0SE0 03/27/13 03/27/18 100.000 VARIES 0.8304 0.008156 0.008021 0.008054 0.008088 0.008121 2.90 2.91 Citigroup Funding, Inc. 1730T0SH3 03/28/13 04/01/14 100.000 0.000 0.5947 0.016570 1.49 Citigroup Funding, Inc. 1730T0SM2 04/29/13 04/29/33 100.000 VARIES 3.4969 0.093979 0.090766 0.089261 0.087731 0.086174 32.96 31.67 Citigroup Funding, Inc. 1730T0SX8 04/22/13 04/22/23 100.000 VARIES 1.4141 0.007701 0.007400 0.007097 0.007147 0.007198 2.68 2.57 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Funding, Inc. 1730T0T41 06/19/14 12/19/17 100.000 VARIES 1.7691 0.049143 0.048779 0.048412 0.048395 9.43 17.49 Citigroup Funding, Inc. 1730T0T58 06/27/14 06/27/34 100.000 VARIES 4.3618 0.121161 0.118063 0.114896 0.111661 22.28 41.91 Citigroup Funding, Inc. 1730T0TE9 05/30/13 05/30/33 100.000 VARIES 4.1969 0.116008 0.115421 0.114822 0.114210 0.113793 41.62 41.19 Citigroup Funding, Inc. 1730T0TH2 05/30/13 05/30/33 100.000 VARIES 4.1915 0.114069 0.111657 0.109603 0.107505 0.105364 40.49 38.95 Citigroup Funding, Inc. 1730T0TK5 05/30/13 05/30/33 100.000 VARIES 4.1925 0.112787 0.109037 0.106463 0.103836 0.101153 39.73 37.69 Citigroup Funding, Inc. 1730T0TN9 06/28/13 06/28/33 100.000 VARIES 4.5765 0.123680 0.120154 0.117971 0.115739 0.113456 43.87 42.05 Citigroup Funding, Inc. 1730T0TQ2 06/11/13 06/11/33 100.000 VARIES 4.2944 0.116410 0.113467 0.111551 0.109594 0.107595 41.28 39.73 Citigroup Funding, Inc. 1730T0TT6 06/28/13 06/28/33 100.000 VARIES 4.5397 0.122690 0.119197 0.115625 0.111972 0.110427 43.52 40.95 Citigroup Funding, Inc. 1730T0TZ2 06/27/13 06/27/33 100.000 VARIES 4.6404 0.126128 0.123288 0.120383 0.117411 0.116170 44.87 42.79 Citigroup Funding, Inc. 1730T0U23 07/31/14 01/31/20 100.000 0.000 2.5817 0.071715 0.072640 0.073578 10.83 26.27 Citigroup Funding, Inc. 1730T0U49 07/31/14 07/31/34 100.000 VARIES 4.3416 0.120602 0.117549 0.114431 18.21 41.94 Citigroup Funding, Inc. 1730T0U56 07/30/14 07/30/29 100.000 VARIES 4.2647 0.118465 0.116650 0.114797 17.89 41.77 Citigroup Funding, Inc. 1730T0U64 07/09/14 09/30/16 100.000 0.000 1.1704 0.032514 0.032599 0.032790 0.032982 5.60 11.80 Citigroup Funding, Inc. 1730T0U98 07/30/14 07/30/34 100.000 VARIES 4.5842 0.127341 0.125024 0.122654 19.23 44.72 Citigroup Funding, Inc. 1730T0UB3 07/09/13 07/09/33 100.000 VARIES 4.7564 0.132125 0.128661 0.125115 0.123345 0.121532 45.74 44.11 Citigroup Funding, Inc. 1730T0UG2 07/09/13 07/09/28 100.000 VARIES 4.4998 0.124996 0.122099 0.119136 0.116107 0.113009 43.47 41.29 Citigroup Funding, Inc. 1730T0UK3 07/30/13 07/30/33 100.000 VARIES 4.8332 0.134258 0.131360 0.128392 0.125352 0.122239 46.93 44.74 Citigroup Funding, Inc. 1730T0UP2 08/28/13 08/28/18 100.000 VARIES 0.9242 0.011453 0.011246 0.011038 0.011089 0.011140 4.03 4.00 Citigroup Funding, Inc. 1730T0V71 08/28/14 02/29/20 100.000 0.000 2.4723 0.067184 0.068312 0.068029 0.069627 8.60 25.04 Citigroup Funding, Inc. 1730T0V89 08/29/14 08/29/34 100.000 VARIES 4.6276 0.126437 0.124684 0.120851 15.80 45.13 Citigroup Funding, Inc. 1730T0VC0 09/27/13 09/27/20 100.000 VARIES 3.3025 0.091737 0.091876 0.092017 0.092160 0.092306 33.08 33.18 Citigroup Funding, Inc. 1730T0VD8 09/18/13 09/18/33 100.000 VARIES 5.1092 0.141925 0.138454 0.134895 0.131245 0.127502 49.74 47.14 Citigroup Funding, Inc. 1730T0VK2 10/08/13 10/08/23 100.000 VARIES 3.9666 0.110185 0.108101 0.105975 0.103808 0.101597 38.94 37.40 Citigroup Funding, Inc. 1730T0VR7 01/23/12 01/23/16 100.000 VARIES 3.3341 0.019773 0.020102 0.020437 0.020778 0.021125 7.28 7.53 Citigroup Funding, Inc. 1730T0VU0 02/01/12 02/01/15 100.000 VARIES 2.5688 0.020473 0.020736 0.021003 7.50 .63 Citigroup Funding, Inc. 1730T0W21 08/28/14 08/28/34 100.000 VARIES 4.2432 0.117869 0.115582 0.113245 14.50 41.45 Citigroup Funding, Inc. 1730T0W70 08/28/14 08/30/19 100.000 0.000 2.4762 0.067655 0.068037 0.068503 0.069351 8.57 25.08 Citigroup Funding, Inc. 1730T0WA3 02/28/12 08/27/15 100.000 0.000 2.6600 0.076872 0.077895 0.078931 0.079981 28.11 18.82 Citigroup Funding, Inc. 1730T0WC9 02/15/12 02/14/16 100.000 VARIES 2.0055 0.009236 0.009330 0.009423 0.009517 0.009612 3.37 3.44 Citigroup Funding, Inc. 1730T0WF2 02/24/12 02/24/20 100.000 VARIES 2.8625 0.009066 0.008655 0.008779 0.008905 0.009032 3.15 3.22 Citigroup Funding, Inc. 1730T0WK1 03/29/12 03/30/16 100.000 1.000 2.5858 0.073564 0.074156 0.074756 0.075363 0.075978 26.70 27.13 Citigroup Funding, Inc. 1730T0WN5 03/16/12 03/16/15 100.000 VARIES 1.3116 0.009198 0.009259 0.009320 3.34 .70 Citigroup Funding, Inc. 1730T0WR6 03/30/12 03/30/22 100.000 VARIES 3.8302 0.105518 0.105904 0.106242 0.106586 0.106824 38.12 38.36 Citigroup Funding, Inc. 1730T0WU9 04/02/12 04/02/16 100.000 VARIES 1.4378 0.009763 0.009834 0.009904 0.009976 0.010047 3.54 3.59 Citigroup Funding, Inc. 1730T0XG9 05/30/12 06/07/18 100.000 0.500 3.6727 0.107034 0.108744 0.110486 0.112260 0.114067 38.92 40.18 Citigroup Funding, Inc. 1730T0XP9 06/05/12 06/05/15 100.000 VARIES 1.3507 0.007725 0.007777 0.007830 2.79 1.21 Citigroup Funding, Inc. 1730T0XW4 06/20/12 06/20/15 100.000 VARIES 1.7222 0.006885 0.006944 0.007004 2.49 1.18 Citigroup Funding, Inc. 1730T0XX2 08/06/12 08/04/16 100.000 0.000 2.5430 0.072437 0.073358 0.074291 0.075235 0.076192 26.52 27.19 Citigroup Funding, Inc. 1730T0YD5 08/30/12 03/02/18 100.000 0.750 2.7849 0.078953 0.079763 0.080583 0.081415 0.082259 28.76 29.36 Citigroup Funding, Inc. 1730T0ZJ1 11/27/12 11/27/22 100.000 VARIES 1.5728 0.016552 0.016032 0.015509 0.015631 0.015754 5.83 5.61 Citigroup Funding, Inc. 1730T0ZV4 12/20/12 12/20/32 100.000 VARIES 4.2025 0.115309 0.114572 0.113820 0.113552 0.113279 41.36 40.92 Citigroup Funding, Inc. 17311GBD3 10/10/07 10/10/14 100.000 0.000 5.1599 0.194580 0.199600 55.19 Citigroup Funding, Inc. 17314V346 05/27/10 05/26/16 100.000 0.000 4.4491 0.144148 0.147354 0.150632 0.153983 0.157409 52.70 55.07 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Citigroup Funding, Inc. 17314V569 03/30/10 09/28/15 100.000 0.000 4.6162 0.150401 0.153873 0.157424 0.161058 55.42 42.69 Citigroup Funding, Inc. 17314V585 02/17/10 02/14/14 100.000 0.000 3.4655 0.108535 4.67 Citigroup Funding, Inc. 17314V668 02/25/10 08/26/15 100.000 0.000 4.3617 0.140930 0.144003 0.147144 0.150353 52.06 35.16 Citigroup Funding, Inc. 17314V767 01/28/10 07/29/15 100.000 0.000 4.4348 0.143651 0.146836 0.150092 0.153420 53.27 31.82 Citigroup Funding, Inc. 17314V841 12/29/09 06/24/15 100.000 0.000 3.7789 0.121864 0.124167 0.126513 44.32 21.89 Citigroup Funding, Inc. 17316G784 10/28/10 10/27/16 100.000 0.000 3.6054 0.111475 0.113485 0.115530 0.117613 0.119733 40.75 42.23 Citigroup Funding, Inc. 17317U360 01/30/12 01/29/15 100.000 0.000 3.4204 0.099963 0.101673 0.103411 36.82 2.90 Citigroup Funding, Inc. 17317U717 08/30/11 11/23/16 100.000 0.000 3.7251 0.112361 0.114454 0.116586 0.118757 0.120969 40.99 42.53 Citigroup Funding, Inc. 17318Q574 10/02/12 09/27/18 100.000 0.000 2.4948 0.071015 0.071901 0.072798 0.073706 0.074626 25.89 26.54 Citigroup Funding, Inc. 17321F755 11/05/13 11/03/22 100.000 0.000 3.6499 0.101389 0.103219 0.105102 0.107021 0.108974 37.04 38.41 Clark CNTY SCH DIST, NV 181059QF6 07/08/10 06/15/24 91.490 5.510 6.4444 14.81 0.013336 0.013766 0.014210 0.014667 0.015140 4.89 5.21 Clark CNTY SCH DIST, NV 181059QG4 07/08/10 06/15/20 94.976 5.510 6.1946 14.27 0.012792 0.013188 0.013596 0.014017 0.014452 4.69 4.98 Clark CNTY SCH DIST, NV 181059QH2 07/08/10 06/15/20 94.976 5.510 6.1946 14.27 0.012792 0.013188 0.013596 0.014017 0.014452 4.69 4.98 Cogent Communications 19239VAA2 06/11/07 06/15/14 97.750 1.000 1.3372 20.97 0.009306 1.53 Cogent Communications 19239VAB0 06/11/07 06/15/14 97.750 1.000 1.3372 20.97 0.009306 1.53 Coles Counties, IL 193792ER5 11/26/13 12/01/18 99.308 VARIES N/A 0.086933 0.088303 0.087011 0.087069 0.087128 31.54 31.34 Coles Counties, IL 193792ET1 11/26/13 12/01/20 99.346 VARIES N/A 0.106499 0.108553 0.106533 0.106579 0.106625 38.71 38.36 Coles Counties, IL 193792EU8 11/26/13 12/01/21 105.395 VARIES 4.2403 0.124215 0.126849 0.123158 0.122825 0.122484 45.16 44.26 Coles Counties, IL 193792EV6 11/26/13 12/01/22 104.771 VARIES 4.3908 0.127866 0.130673 0.126935 0.126673 0.126405 46.51 45.63 Coles Counties, IL 193792EW4 11/26/13 12/01/23 99.115 VARIES 4.5918 0.126504 0.129408 0.126230 0.126290 0.126352 46.06 45.46 Coles Counties, IL 193792EX2 11/26/13 12/01/23 99.043 VARIES 4.7528 0.130846 0.133955 0.130559 0.130626 0.130693 47.66 47.02 Coles Counties, IL 193792EY0 11/26/13 12/01/23 98.985 VARIES 4.9627 0.136549 0.139938 0.136242 0.136314 0.136388 49.76 49.06 Coles Counties, IL 193792EZ7 11/26/13 12/01/23 98.936 VARIES 5.1716 0.142231 0.145909 0.141901 0.141979 0.142059 51.86 51.10 Coles Counties, IL 193792FA1 11/26/13 12/01/23 98.886 VARIES 5.3301 0.146520 0.150425 0.146173 0.146256 0.146342 53.44 52.64 Coles Counties, IL 193792FB9 11/26/13 12/01/23 99.347 VARIES 5.4215 0.149728 0.153786 0.149308 0.149365 0.149423 54.62 53.76 Coles Counties, IL 193792FC7 11/26/13 12/01/23 99.318 VARIES 5.5264 0.152581 0.156798 0.152150 0.152209 0.152270 55.68 54.79 Coles Counties, IL 193792FD5 11/26/13 12/01/23 99.293 VARIES 5.6307 0.155426 0.159802 0.154982 0.155044 0.155108 56.73 55.81 Coles Counties, IL 193792FE3 11/26/13 12/01/23 99.301 VARIES 5.9329 0.163787 0.168645 0.163293 0.163358 0.163424 59.82 58.80 Coles Counties, IL 193792FF0 11/26/13 12/01/23 99.314 VARIES 6.2343 0.172137 0.177503 0.171592 0.171659 0.171728 62.92 61.79 Coles Counties, IL 193792FG8 11/26/13 12/01/23 99.331 VARIES 6.5351 0.180481 0.186379 0.179882 0.179951 0.180022 66.02 64.77 Coles Counties, IL 193792FH6 11/26/13 12/01/23 118.448 VARIES 6.4777 0.213324 0.220233 0.209920 0.208667 0.207373 77.94 75.27 Community Unit SD #5, IL 193863AJ6 06/26/08 12/01/14 102.273 VARIES 5.1132 0.142564 0.142303 47.00 Comcast Corporation 200300507 10/15/99 10/15/29 100.000 2.000 10.5154 1.048705 1.100922 1.155884 1.213737 1.274631 395.08 435.56 Comcast Corporation 200300606 11/15/99 11/15/29 100.000 2.000 10.3810 1.015720 1.065558 1.117982 1.173128 1.231136 379.33 417.60 CompuCredit Corporation 20478NAA8 05/27/05 05/30/25 100.000 VARIES 9.1300 0.423819 0.430959 0.453037 0.461013 0.482258 156.94 167.76 CompuCredit Corporation 20478NAB6 05/27/05 05/30/25 100.000 VARIES 9.1300 0.423819 0.430959 0.453037 0.461013 0.482258 156.94 167.76 CompuCredit Corporation 20478NAC4 11/23/05 01/31/36 100.000 5.875 N/A 0.329011 0.342239 0.344653 0.358859 0.361050 124.89 130.89 CompuCredit Corporation 20478NAD2 11/23/05 01/31/36 100.000 5.875 N/A 0.329011 0.342239 0.344653 0.358859 0.361050 124.89 130.89 Conseco, Inc. 208464BG1 08/15/05 09/30/35 99.000 3.500 7.3752 0.309580 0.320278 0.331370 0.342871 0.354658 115.36 123.48 Conseco, Inc. 208464BH9 08/15/05 09/30/35 99.000 3.500 7.3752 0.309580 0.320278 0.331370 0.342871 0.354658 115.36 123.48 Convergys Corporation 212485AE6 10/13/09 09/15/29 114.396 VARIES 14.1017 0.652012 0.686722 0.723880 0.763658 0.806241 248.59 276.49 Cook County, Illinois 213309KR7 04/28/05 12/01/16 52.896 0.000 5.5696 323.04 0.131205 0.134858 0.138614 0.142474 0.146442 48.11 50.83 Cook County, Illinois 213309KS5 04/28/05 12/01/17 49.824 0.000 5.6095 306.99 0.124888 0.128391 0.131992 0.135694 0.139500 45.80 48.41 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, Illinois 213309KT3 04/28/05 12/01/18 46.339 0.000 5.7396 293.78 0.120144 0.123592 0.127139 0.130787 0.134541 44.08 46.65 Cook County, Illinois 213309KU0 04/28/05 12/01/19 43.603 0.000 5.7697 278.24 0.113929 0.117216 0.120597 0.124076 0.127656 41.81 44.25 Cook County, Illinois 213309KV8 04/28/05 12/01/20 40.881 0.000 5.8197 263.71 0.108194 0.111342 0.114582 0.117916 0.121347 39.71 42.05 Cook County, IL SD #88 214183KP9 06/15/10 06/01/30 25.818 0.000 6.8998 70.21 0.062581 0.064740 0.066973 0.069284 0.071674 23.05 24.67 Cook County, IL SD #88 214183KR5 06/15/10 12/01/26 33.796 0.000 6.6997 88.97 0.079013 0.081660 0.084395 0.087222 0.090144 29.08 31.06 Cook County, IL SD #88 214183KS3 06/15/10 12/01/27 31.374 0.000 6.7498 83.28 0.074023 0.076521 0.079104 0.081773 0.084533 27.25 29.12 Cook County, IL SD #88 214183KT1 06/15/10 12/01/28 29.098 0.000 6.7998 77.87 0.069277 0.071632 0.074068 0.076586 0.079190 25.51 27.27 Cook County, IL SD #88 214183KU8 06/15/10 12/01/29 26.961 0.000 6.8498 72.74 0.064770 0.066988 0.069282 0.071655 0.074109 23.85 25.51 Cook County, IL SD #89 214201FZ3 09/07/05 12/01/14 62.531 0.000 5.1492 329.20 0.135944 0.139444 45.49 Cook County, IL SD #89 214201GB5 12/13/07 12/01/14 67.830 0.000 5.6497 271.96 0.148433 0.152626 49.74 Cook County, IL SD #89 214201GC3 12/13/07 12/01/15 63.659 0.000 5.7497 260.50 0.142597 0.146697 0.150914 0.155253 52.32 50.58 Cook County, IL SD #89 214201GD1 12/13/07 12/01/16 59.629 0.000 5.8497 248.97 0.136682 0.140680 0.144795 0.149030 0.153389 50.17 53.15 Cook County, IL SD #89 214201GE9 12/13/07 12/01/17 55.745 0.000 5.9498 237.42 0.130724 0.134613 0.138617 0.142741 0.146987 48.00 50.90 Cook County, IL SD #89 214201GF6 12/13/07 12/01/18 52.014 0.000 6.0498 225.90 0.124744 0.128517 0.132405 0.136410 0.140536 45.82 48.63 Cook County, IL SD #89 214201GG4 12/13/07 12/01/19 48.439 0.000 6.1497 214.46 0.118774 0.122426 0.126191 0.130071 0.134071 43.64 46.36 Cook County, IL SD #89 214201GH2 12/13/07 12/01/20 45.022 0.000 6.2498 203.16 0.112843 0.116369 0.120006 0.123756 0.127623 41.47 44.11 Cook County, IL SD #89 214201GJ8 12/13/07 12/01/21 41.765 0.000 6.3498 192.03 0.106973 0.110370 0.113874 0.117489 0.121220 39.33 41.87 Cook County, IL SD #89 214201GK5 12/13/07 12/01/22 38.951 0.000 6.3998 180.76 0.100841 0.104068 0.107398 0.110835 0.114381 37.08 39.49 Cook County, IL SD #89 214201GL3 12/13/07 12/01/23 36.291 0.000 6.4498 169.98 0.094963 0.098026 0.101187 0.104450 0.107819 34.92 37.21 Cook County, IL SD #89 214201GM1 12/13/07 12/01/24 33.947 0.000 6.4698 159.58 0.089208 0.092094 0.095073 0.098149 0.101324 32.81 34.97 Cook County, IL SD #89 214201GP4 11/29/10 12/15/24 34.234 0.000 7.7796 91.06 0.093336 0.096967 0.100739 0.104657 0.108728 34.37 37.10 Cook County, IL SD #89 214201GQ2 11/29/10 12/15/25 30.724 0.000 7.9996 84.28 0.086693 0.090161 0.093767 0.097518 0.101418 31.95 34.55 Cook County, IL SD #89 214201GR0 11/29/10 12/15/26 109.444 VARIES 7.6950 0.232075 0.231652 0.231214 0.230758 0.230285 83.46 83.14 Cook County, IL SD #89 214201GS8 11/29/10 12/15/26 27.332 0.000 8.2496 77.57 0.080116 0.083421 0.086862 0.090445 0.094176 29.54 32.03 Cook County, IL SD #104 214471HQ0 12/30/02 12/01/22 21.989 0.000 7.7496 287.81 0.108591 0.112799 0.117170 0.121710 0.126426 40.11 43.28 Cook County, IL SD #123 214651JW2 10/15/07 12/01/14 66.759 0.000 5.7491 281.83 0.150897 0.155235 50.58 Cook County, IL SD #123 214651JX0 10/15/07 12/01/15 62.337 0.000 5.8991 271.23 0.145877 0.150180 0.154610 0.159170 53.55 51.84 Cook County, IL SD #123 214651JY8 10/15/07 12/01/16 58.297 0.000 5.9991 258.72 0.139564 0.143750 0.148062 0.152504 0.157078 51.25 54.37 Cook County, IL SD #123 214651JZ5 10/15/07 12/01/17 54.681 0.000 6.0492 245.06 0.132394 0.136399 0.140524 0.144774 0.149153 48.63 51.61 Cook County, IL SD #123 214651KA8 10/15/07 12/01/18 51.240 0.000 6.0992 231.88 0.125461 0.129287 0.133229 0.137292 0.141479 46.09 48.94 Cook County, IL SD #123 214651KB6 10/15/07 12/01/19 48.025 0.000 6.1392 219.02 0.118644 0.122286 0.126040 0.129909 0.133897 43.59 46.31 Cook County, IL SD #123 214651KC4 10/15/07 12/01/20 44.691 0.000 6.2294 207.36 0.112631 0.116139 0.119756 0.123486 0.127332 41.39 44.01 Cook County, IL SD #123 214651KD2 10/15/07 12/01/21 41.802 0.000 6.2694 195.44 0.106279 0.109611 0.113047 0.116590 0.120245 39.06 41.55 Cook County, IL SD #123 214651KE0 10/15/07 12/01/22 39.242 0.000 6.2794 183.81 0.099989 0.103128 0.106366 0.109706 0.113150 36.75 39.10 Cook County, IL SD #123 214651KF7 10/15/07 12/01/23 36.831 0.000 6.2895 172.85 0.094053 0.097011 0.100061 0.103208 0.106454 34.57 36.78 Cook County, IL SD #123 214651KG5 10/15/07 12/01/24 34.562 0.000 6.2995 162.51 0.088451 0.091237 0.094111 0.097075 0.100133 32.51 34.59 Cook County, IL SD #123 214651KH3 10/15/07 12/01/25 32.426 0.000 6.3095 152.75 0.083167 0.085791 0.088498 0.091289 0.094170 30.57 32.53 Cook County, IL SD #123 214651KJ9 10/15/07 12/01/26 30.417 0.000 6.3195 143.56 0.078183 0.080653 0.083202 0.085831 0.088543 28.74 30.59 Cook County, IL SD #123 214651KK6 10/15/07 06/01/27 29.429 0.000 6.3295 139.16 0.075809 0.078208 0.080683 0.083237 0.085871 27.87 29.66 Cook County, IL SD #127 214723CV8 09/07/05 12/01/19 46.971 0.000 5.3794 260.79 0.108670 0.111593 0.114594 0.117676 0.120841 39.82 42.00 Cook County, IL SD #127 214723CW6 09/07/05 12/01/20 44.082 0.000 5.4494 248.65 0.103897 0.106728 0.109636 0.112623 0.115692 38.08 40.19 Cook County, IL SD #127 214723CX4 09/07/05 12/01/21 41.315 0.000 5.5194 236.72 0.099181 0.101918 0.104730 0.107621 0.110591 36.36 38.40 Cook County, IL SD #127 214723CY2 09/07/05 12/01/22 38.734 0.000 5.5794 224.90 0.094448 0.097083 0.099792 0.102575 0.105437 34.64 36.60 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL SD #127 214723CZ9 09/07/05 12/01/23 36.271 0.000 5.6395 213.39 0.089828 0.092361 0.094965 0.097643 0.100396 32.95 34.83 Cook County, IL SD #127 214723DA3 09/07/05 12/01/24 33.990 0.000 5.6895 202.16 0.085264 0.087689 0.090184 0.092749 0.095388 31.28 33.08 Cook County, IL SD #133 214813BZ9 06/26/12 12/15/16 98.000 4.250 N/A 0.015922 0.016310 0.011090 0.011361 0.005823 5.72 3.96 Cook County, IL SD #133 214813CA3 06/26/12 12/15/20 98.000 5.000 N/A 0.007472 0.007672 0.007877 0.008088 0.008305 2.73 2.88 Cook County, Illinois 215030CQ8 01/08/04 12/01/14 54.489 0.000 5.6495 405.37 0.148428 0.152621 49.74 Cook County, Illinois 215030CR6 01/08/04 12/01/15 50.650 0.000 5.7994 389.76 0.143691 0.147858 0.152145 0.156557 52.73 51.00 Cook County, IL SD #148 215075FA5 07/09/08 12/01/27 94.524 6.000 6.6229 0.010274 0.010614 0.010965 0.011328 0.011704 3.78 4.04 Cook County, Illinois 215093EW1 06/17/03 12/01/14 55.539 0.000 5.1998 398.69 0.137212 0.140780 45.92 Cook County, Illinois 215093EX9 06/17/03 12/01/15 51.495 0.000 5.3998 388.01 0.134833 0.138473 0.142212 0.146051 49.42 47.62 Cook County, IL SD #153 215183FY5 12/10/03 12/01/14 51.438 0.000 6.1497 431.67 0.160788 0.165732 53.95 Cook County, IL SD #153 215183FZ2 12/10/03 12/01/15 47.578 0.000 6.2999 412.19 0.154581 0.159450 0.164473 0.169654 56.82 55.21 Cook County, IL SD #153 215183GK4 05/14/08 12/15/14 69.640 0.000 5.5691 252.49 0.146430 0.150508 51.11 Cook County, IL SD #153 215183GL2 05/14/08 12/15/15 64.808 0.000 5.7992 246.18 0.143687 0.147853 0.152140 0.156552 52.61 53.13 Cook County, IL SD #153 215183GM0 05/14/08 12/15/16 59.694 0.000 6.0984 240.52 0.139910 0.143388 0.148572 0.152266 0.156909 51.85 55.05 Cook County, IL SD #153 215183GN8 05/14/08 12/15/17 55.331 0.000 6.2694 230.06 0.136046 0.140311 0.144709 0.149246 0.153924 49.88 53.06 Cook County, IL SD #153 215183GP3 05/14/08 12/15/18 51.329 0.000 6.3994 218.60 0.129735 0.133886 0.138170 0.142591 0.147153 47.59 50.68 Cook County, IL SD #153 215183GQ1 05/14/08 12/15/19 47.338 0.000 6.5593 207.52 0.123703 0.127761 0.131951 0.136278 0.140748 45.40 48.42 Cook County, IL SD #155 215219EG7 02/01/01 12/01/14 37.337 0.000 7.2490 563.52 0.187523 0.194320 63.11 Cook County, IL SD #155 215219EH5 02/01/01 12/01/15 34.277 0.000 7.3490 528.12 0.176701 0.183193 0.189925 0.196904 65.18 63.93 Cook County, IL SD #155 215219FN1 06/30/03 12/01/18 44.637 0.000 5.2998 326.89 0.113337 0.116340 0.119423 0.122588 0.125836 41.52 43.75 Cook County, IL SD #155 215219FP6 06/30/03 12/01/19 41.690 0.000 5.3998 312.74 0.108952 0.111894 0.114915 0.118017 0.121204 39.93 42.12 Cook County, IL SD #155 215219FQ4 06/30/03 12/01/20 39.193 0.000 5.4498 297.53 0.103901 0.106732 0.109640 0.112628 0.115697 38.09 40.19 Cook County, IL SD #155 215219FR2 06/30/03 12/01/21 36.482 0.000 5.5497 283.54 0.099490 0.102250 0.105088 0.108004 0.111001 36.48 38.53 Cook County, IL SD #155 215219FS0 06/30/03 12/01/22 33.892 0.000 5.6497 269.60 0.095052 0.097737 0.100498 0.103336 0.106256 34.87 36.86 Cook County, IL SD #155 215219GA8 06/02/05 12/01/15 59.242 0.000 5.0500 316.45 0.126963 0.130169 0.133456 0.136826 46.48 44.65 Cook County, IL SD #155 215219GB6 06/02/05 12/01/16 55.669 0.000 5.1601 305.27 0.123021 0.126195 0.129451 0.132791 0.136217 45.05 47.41 Cook County, IL SD #155 215219GC4 06/02/05 12/01/17 52.327 0.000 5.2501 293.06 0.118533 0.121645 0.124838 0.128115 0.131478 43.42 45.73 Cook County, IL SD #155 215219GD2 06/02/05 12/01/18 49.294 0.000 5.3100 279.94 0.113500 0.116514 0.119607 0.122783 0.126043 41.59 43.82 Cook County, IL SD #155 215219GE0 06/02/05 12/01/19 46.448 0.000 5.3600 266.83 0.108402 0.111307 0.114290 0.117353 0.120498 39.72 41.88 Cook County, IL SD #155 215219GF7 06/02/05 12/01/20 43.922 0.000 5.3801 253.48 0.103060 0.105833 0.108680 0.111603 0.114606 37.77 39.83 Cook County, IL SD #155 215219GG5 06/02/05 12/01/21 41.054 0.000 5.4700 241.81 0.098671 0.101370 0.104142 0.106991 0.109917 36.17 38.18 Cook County, IL SD #155 215219GH3 06/02/05 12/01/22 38.699 0.000 5.5000 229.48 0.093754 0.096332 0.098981 0.101703 0.104500 34.37 36.29 Cook County, IL SD #155 215219GQ3 06/02/05 12/01/23 36.261 0.000 5.5600 217.93 0.089249 0.091730 0.094280 0.096901 0.099595 32.73 34.57 Cook County, IL SD #155 215219GR1 06/02/05 12/01/24 34.002 0.000 5.6100 206.63 0.084791 0.087169 0.089614 0.092128 0.094712 31.10 32.87 Cook County, IL SD #155 215219HB5 06/29/06 12/01/16 54.002 0.000 5.9995 301.66 0.139572 0.143759 0.148072 0.152513 0.157088 51.25 54.38 Cook County, IL SD #155 215219HC3 06/29/06 12/01/17 50.621 0.000 6.0495 285.65 0.132399 0.136404 0.140530 0.144781 0.149160 48.63 51.61 Cook County, IL SD #155 215219HD1 06/29/06 12/01/18 47.405 0.000 6.0996 270.22 0.125467 0.129293 0.133236 0.137300 0.141487 46.09 48.94 Cook County, IL SD #155 215219HE9 06/29/06 12/01/19 44.524 0.000 6.1196 254.82 0.118400 0.122023 0.125757 0.129605 0.133571 43.50 46.20 Cook County, IL SD #155 215219HF6 06/29/06 12/01/20 41.744 0.000 6.1496 240.34 0.111792 0.115230 0.118773 0.122425 0.126189 41.07 43.64 Cook County, IL SD #155 215219HG4 06/29/06 12/01/21 39.173 0.000 6.1696 226.44 0.105401 0.108652 0.112004 0.115459 0.119021 38.73 41.15 Cook County, IL SD #155 215219HH2 06/29/06 12/01/22 36.688 0.000 6.1996 213.34 0.099408 0.102490 0.105667 0.108942 0.112319 36.53 38.83 Cook County, IL SD #155 215219HJ8 06/29/06 12/01/23 34.398 0.000 6.2197 200.82 0.093641 0.096553 0.099556 0.102652 0.105844 34.41 36.59 Cook County, IL SD #155 215219HK5 06/29/06 12/01/24 32.181 0.000 6.2498 189.00 0.088220 0.090977 0.093820 0.096751 0.099775 32.42 34.48 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Cook County, IL SD #155 215219HL3 06/29/06 12/01/25 30.147 0.000 6.2697 177.75 0.083026 0.085629 0.088313 0.091082 0.093937 30.52 32.46 Cook County, IL SD #155 215219HM1 06/29/06 06/01/26 29.062 0.000 6.2996 172.36 0.080594 0.083132 0.085751 0.088452 0.091238 29.63 31.52 Cook County, IL SD #155 215219JH0 06/29/06 12/01/14 61.530 0.000 5.8495 333.28 0.153383 0.157869 51.42 Cook County, IL SD #155 215219JJ6 06/29/06 12/01/15 57.818 0.000 5.8994 316.42 0.145883 0.150186 0.154616 0.159177 53.55 51.84 Cook County, IL SD #155 215219JK3 06/29/06 12/01/16 54.002 0.000 5.9995 301.66 0.139572 0.143759 0.148072 0.152513 0.157088 51.25 54.38 Cook County, IL SD #155 215219JL1 06/29/06 12/01/17 50.621 0.000 6.0495 285.65 0.132399 0.136404 0.140530 0.144781 0.149160 48.63 51.61 Cook County, IL SD #155 215219JM9 06/29/06 12/01/18 47.405 0.000 6.0996 270.22 0.125467 0.129293 0.133236 0.137300 0.141487 46.09 48.94 Cook County, IL SD #155 215219JN7 06/29/06 12/01/19 44.524 0.000 6.1196 254.82 0.118400 0.122023 0.125757 0.129605 0.133571 43.50 46.20 Cook County, IL SD #155 215219JR8 10/08/09 12/01/23 39.094 0.000 6.7493 126.85 0.096533 0.099791 0.103158 0.106640 0.110238 35.54 37.98 Cook County, IL SD #155 215219JS6 10/08/09 12/01/24 36.316 0.000 6.7993 118.82 0.090520 0.093597 0.096779 0.100069 0.103471 33.33 35.63 Cook County, IL SD #155 215219JT4 10/08/09 12/01/25 33.703 0.000 6.8493 111.19 0.084794 0.087698 0.090702 0.093808 0.097021 31.23 33.40 Cook County, IL SD #155 215219JU1 10/08/09 12/01/26 31.248 0.000 6.8993 103.94 0.079350 0.082088 0.084919 0.087849 0.090879 29.23 31.28 Cook County, IL SD #155 215219JV9 10/08/09 12/01/27 28.691 0.000 6.9993 97.01 0.074210 0.076807 0.079495 0.082277 0.085157 27.34 29.29 Cook County, IL SD #155 215219JW7 10/08/09 12/01/28 26.292 0.000 7.0994 90.34 0.069255 0.071714 0.074259 0.076895 0.079625 25.52 27.37 Cook County, IL SD #155 215219JX5 10/08/09 06/01/29 25.151 0.000 7.1494 87.11 0.066850 0.069240 0.071715 0.074279 0.076934 24.64 26.44 Cook County, Illinois 215255EZ9 06/30/04 12/01/14 53.847 0.000 6.0295 408.59 0.157828 0.162587 52.94 Cook County, Illinois 215255FA3 06/30/04 12/01/15 50.015 0.000 6.1596 390.13 0.151551 0.156219 0.161030 0.165990 55.68 54.03 Cook County, IL SD #162 215291LE3 06/30/11 12/01/14 100.000 0.000 3.2494 0.097587 0.099172 32.49 Cook County, IL SD #162 215291LF0 06/30/11 12/01/15 100.000 0.000 3.9996 0.122276 0.124722 0.127216 0.129760 44.61 42.44 Cook County, IL SD #162 215291LG8 06/30/11 12/01/16 100.000 0.000 4.3994 0.135781 0.138768 0.141820 0.144940 0.148128 49.60 51.81 Cook County, IL SD #162 215291LH6 06/30/11 12/01/17 100.000 0.000 4.7493 0.147798 0.151308 0.154901 0.158579 0.162345 54.05 56.65 Cook County, IL SD #162 215291LJ2 06/30/11 12/01/18 100.000 0.000 4.9995 0.156508 0.160421 0.164431 0.168541 0.172754 57.28 60.18 Cook County, IL SD #162 215291LK9 06/30/11 12/01/19 100.000 0.000 5.2494 0.165303 0.169642 0.174095 0.178664 0.183354 60.55 63.77 Cook County, IL SD #162 215291LL7 06/30/11 12/01/20 100.000 0.000 5.5207 0.174961 0.179790 0.184753 0.189853 0.195094 64.15 67.74 Cook County, IL SD #162 215291LM5 06/30/11 12/01/21 100.000 0.000 5.7496 0.183198 0.188465 0.193882 0.199456 0.205190 67.22 71.14 Cook County, IL SD #162 215291LP8 06/30/11 12/01/23 100.000 0.000 6.1246 0.196877 0.202906 0.209120 0.215523 0.222123 72.33 76.83 Cook County, IL SD #162 215291LQ6 06/30/11 12/01/24 100.000 0.000 6.2495 0.201481 0.207777 0.214269 0.220965 0.227869 74.05 78.75 Cook County, IL SD #162 215291LT0 06/30/11 12/01/27 100.000 0.000 6.7497 0.220175 0.227605 0.235287 0.243227 0.251436 81.05 86.62 Cook County, IL SD #162 215291LU7 06/30/11 12/01/28 100.000 0.000 6.8747 0.224910 0.232641 0.240638 0.248909 0.257465 82.83 88.62 Cook County, IL SD #162 215291LV5 06/30/11 12/01/29 100.000 0.000 6.9496 0.227761 0.235675 0.243864 0.252338 0.261106 83.90 89.83 Cook County, IL SD #162 215291LW3 06/30/11 12/01/30 100.000 0.000 6.9996 0.229669 0.237707 0.246026 0.254637 0.263549 84.62 90.64 Cook County, Illinois 215381HS6 08/07/03 12/01/14 53.466 0.000 5.6091 415.94 0.147426 0.151560 49.39 Cook County SD #219, IL 215723LP0 11/07/13 12/01/14 99.099 0.000 0.8510 1.27 0.023184 0.023155 7.74 Cook County SD #219, IL 215723LQ8 11/07/13 06/01/15 98.603 0.000 0.8999 1.33 0.024664 0.024775 0.024886 8.91 3.73 Cook County, Illinois 215903EW1 06/17/03 12/01/14 55.539 0.000 5.1998 398.69 0.137212 0.140780 45.92 Cook County, Illinois 215903EX9 06/17/03 12/01/15 51.495 0.000 5.3998 388.01 0.134833 0.138473 0.142212 0.146051 49.42 47.62 Corvallie, Benton County 2208855K9 03/12/02 01/01/15 43.223 0.000 6.6591 504.36 0.173247 0.179016 63.41 Corvallie, Benton County 2208855L7 03/12/02 01/01/16 39.945 0.000 6.7591 476.06 0.164381 0.169936 0.175680 0.181617 60.18 64.31 Corvallie, Benton County 2208855M5 03/12/02 01/01/17 37.109 0.000 6.8092 446.92 0.154723 0.159991 0.165438 0.171071 56.65 60.57 Corvallie, Benton County 2208855N3 03/12/02 01/01/18 34.442 0.000 6.8591 419.14 0.145482 0.150471 0.155631 0.160969 53.27 56.99 Corvallie, Benton County 2208855P8 03/12/02 01/01/19 31.935 0.000 6.9091 392.69 0.136655 0.141376 0.146260 0.151313 50.05 53.56 Corvallie, Benton County 2208855Q6 03/12/02 01/01/20 29.582 0.000 6.9592 367.53 0.128233 0.132695 0.137312 0.142090 46.97 50.29 Corvallie, Benton County 2208855R4 03/12/02 01/01/21 27.475 0.000 6.9893 343.48 0.120028 0.124223 0.128564 0.133057 43.97 47.09 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Corvallie, Benton County 2208855S2 03/12/02 01/01/22 25.504 0.000 7.0193 320.80 0.112279 0.116220 0.120299 0.124521 41.13 44.07 Corvallie, Benton County 2208855T0 03/12/02 01/01/23 23.613 0.000 7.0594 299.46 0.105026 0.108733 0.112571 0.116544 38.48 41.24 Costco Companies, Inc. 22160QAA0 08/19/97 08/19/17 49.960 0.000 3.5000 381.98 0.084624 0.086105 0.087611 0.089145 0.090705 31.13 32.22 Costco Companies, Inc. 22160QAB8 08/19/97 08/19/17 49.960 0.000 3.5000 381.98 0.084624 0.086105 0.087611 0.089145 0.090705 31.13 32.22 Costco Companies, Inc. 22160QAC6 08/19/97 08/19/17 49.960 0.000 3.5000 381.98 0.084624 0.086105 0.087611 0.089145 0.090705 31.13 32.22 Credit Suisse USA, Inc. 22541HBU5 04/27/07 04/21/14 100.000 0.250 5.0791 0.192638 21.19 Credit Suisse USA, Inc. 22541HBV3 05/11/07 05/05/14 100.000 1.750 5.1032 0.177750 22.04 Credit Suisse USA, Inc. 22541HCU4 03/04/11 03/01/16 100.000 0.000 3.0020 0.089816 0.091164 0.092533 0.093922 0.095332 32.90 33.90 Credit Suisse USA, Inc. 22541HCW0 06/23/11 06/22/18 100.000 0.000 3.6401 0.110649 0.112662 0.114713 0.116801 0.118927 40.23 41.71 Credit Suisse USA, Inc. 22541HDC3 01/18/13 01/21/20 100.000 0.000 1.3160 0.036802 0.037044 0.037288 0.037533 0.037780 13.37 13.55 Credit Suisse USA, Inc. 22541HDD1 07/03/13 07/06/20 100.000 0.125 2.1480 0.059677 0.060281 0.060891 0.061508 0.062131 21.80 22.25 Credit Suisse USA, Inc. 22546E2G8 03/31/11 03/31/15 100.000 0.000 2.6796 0.079557 0.080623 0.081703 29.03 7.27 Credit Suisse USA, Inc. 22546E4R2 04/29/11 04/29/16 100.000 0.000 3.1146 0.093467 0.094922 0.096401 0.097902 0.099427 34.09 35.16 Credit Suisse USA, Inc. 22546E4S0 04/28/11 04/27/15 100.000 0.000 2.6068 0.077252 0.078259 0.079279 28.12 9.20 Credit Suisse USA, Inc. 22546E6C3 05/31/11 05/31/16 100.000 0.000 2.8780 0.085867 0.087103 0.088356 0.089628 0.090918 31.21 32.12 Credit Suisse USA, Inc. 22546E6E9 05/31/11 05/31/16 100.000 0.000 2.7670 0.082328 0.083467 0.084622 0.085792 0.086979 29.91 30.75 Credit Suisse USA, Inc. 22546EB94 10/28/10 10/28/30 100.000 VARIES 3.9512 0.111318 0.111597 0.111880 0.112170 0.112465 40.16 40.37 Credit Suisse USA, Inc. 22546TAL5 06/30/11 06/30/16 100.000 0.000 3.0499 0.091381 0.092775 0.094189 0.095626 0.097084 33.15 34.17 Credit Suisse USA, Inc. 22546TEK3 09/29/11 10/01/15 100.000 0.000 1.1278 0.032044 0.032225 0.032406 0.032589 11.60 8.78 Credit Suisse USA, Inc. 22546TNB3 03/26/12 03/24/17 100.000 0.000 1.3843 0.039254 0.039526 0.039799 0.040075 0.040352 14.23 14.43 Credit Suisse USA, Inc. 22546TQX2 05/07/12 05/05/17 100.000 0.000 1.1036 0.031166 0.031338 0.031511 0.031685 0.031860 11.27 11.39 Credit Suisse USA, Inc. 22546TRE3 04/26/12 04/25/16 100.000 0.000 0.9090 0.025597 0.025713 0.025830 0.025948 0.026065 9.25 9.34 Credit Suisse USA, Inc. 22547QER3 12/27/13 12/28/21 100.000 0.000 2.6360 0.073229 0.074194 0.075172 0.076163 0.077167 26.54 27.25 Credit Suisse USA, Inc. 22547QQF6 07/08/14 07/08/19 100.000 0.000 1.7799 0.049444 0.049884 0.050328 8.55 18.03 Credit Suisse USA, Inc. 22547W5D1 02/07/14 02/05/21 100.000 0.000 2.0912 0.058090 0.058690 0.059304 0.059924 18.91 21.42 Credit Suisse USA, Inc. 2254M0CR5 02/18/11 02/18/21 100.000 VARIES 2.0492 0.010435 0.010542 0.010650 0.010759 0.010869 3.80 3.88 Credit Suisse USA, Inc. 2254M0GM2 07/29/11 07/29/16 100.000 VARIES 0.9093 0.001678 0.001673 0.001668 0.001658 0.001653 .60 .60 Credit Suisse USA, Inc. 2254M0H58 08/17/11 08/17/17 100.000 VARIES 1.2913 0.026956 0.026922 0.026888 0.026853 0.026819 9.69 9.66 Credit Suisse USA, Inc. 2254M0HK5 08/18/11 08/18/16 100.000 VARIES 1.4617 0.004674 0.004708 0.004742 0.004777 0.004812 1.70 1.72 Credit Suisse USA, Inc. 2254M0HP4 09/06/11 09/06/18 100.000 VARIES 1.6149 0.000076 0.000077 0.000077 0.000078 0.000079 .03 .28 Credit Suisse USA, Inc. 2254M0HV1 09/13/11 09/13/16 100.000 VARIES 1.4720 0.003804 0.003832 0.003860 0.003888 0.003917 1.38 1.40 Credit Suisse USA, Inc. 2254M0J64 09/15/11 09/15/14 100.000 VARIES 1.3976 0.015631 0.015740 3.99 Credit Suisse USA, Inc. 2254M0JB3 09/30/11 09/30/14 100.000 VARIES 1.0663 0.015732 0.015690 4.22 Credit Suisse USA, Inc. 2254M0MX1 03/30/12 06/30/14 100.000 0.000 0.5250 0.014721 2.63 City of Crest Hill, IL 225903BX0 12/01/10 05/01/23 94.618 4.800 5.4004 10.25 0.010054 0.010326 0.010604 0.010891 0.011185 3.70 3.90 Crosstex Energy, L.P. 22764LAA1 02/10/10 02/15/18* 97.907 8.875 9.2505 8.30 0.006945 0.007266 .76* Crosstex Energy, L.P. 22764LAB9 02/10/10 02/15/18* 97.907 8.875 9.2505 8.30 0.006945 0.007266 .76* Deutsche Bank AG 25152RAT0 12/20/12 12/20/22 100.000 0.000 1.6453 0.046459 0.046841 0.047226 0.047615 0.048007 16.80 17.08 Deutsche Bank AG 25152RBN2 02/06/13 02/14/14 100.000 0.000 0.6796 0.018946 .81 Deutsche Bank AG 25152RKC6 05/14/14 11/15/17 100.000 0.000 1.6315 0.045321 0.045324 0.045694 0.046066 0.046442 10.31 16.55 Deutsche Bank AG 25152RLC5 06/18/14 06/16/17 100.000 0.000 1.5017 0.041715 0.042025 0.042340 0.042658 8.06 15.20 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Deutsche Bank AG 25152RUV3 01/31/13 01/31/33 100.000 VARIES 2.3744 0.064267 0.062557 0.061815 0.061065 0.060306 22.46 21.89 Deutsche Bank AG 25152RUY7 03/15/13 03/15/33 100.000 VARIES 2.5035 0.067457 0.065346 0.064558 0.063760 0.062951 23.60 22.93 Deutsche Bank AG 25152RUZ4 03/28/13 03/28/18 100.000 VARIES 1.5000 0.041563 0.041458 0.041614 0.041771 0.041870 14.95 15.03 Deutsche Bank AG 25152RVB6 05/23/13 05/23/18 100.000 VARIES 1.6237 0.044974 0.044843 0.045045 0.045249 0.045367 16.17 16.27 Deutsche Bank AG 25152RVD2 06/28/13 06/28/33 100.000 VARIES 2.0551 0.055247 0.053389 0.052893 0.052393 0.051887 19.55 18.95 Deutsche Bank AG 25152RVT7 03/31/14 03/31/34 100.000 VARIES 1.1015 0.030600 0.029085 0.027562 0.026868 8.15 9.99 Deutsche Bank AG 25152RVV2 05/07/14 05/05/17 100.000 0.000 1.0113 0.028094 0.028234 0.028377 0.028521 6.58 10.21 Deutsche Bank AG 25152RXB4 06/30/14 06/30/34 100.000 VARIES 1.0463 0.029065 0.027763 0.026455 0.025856 5.26 9.76 Deutsche Bank AG 25152RXC2 08/28/14 08/28/34 100.000 VARIES 0.8843 0.024566 0.023170 0.021768 3.02 8.25 Deutsche Bank AG 25152RXE8 09/30/14 09/30/29 100.000 VARIES 1.1688 0.032469 0.031360 0.030245 2.95 11.29 Deutsche Bank AG 2515A02U6 03/05/10 09/08/14 100.000 0.000 2.3900 0.072161 0.073023 17.98 Deutsche Bank AG 2515A0C92 04/30/09 04/30/14 100.000 VARIES 3.7553 0.104632 12.45 Deutsche Bank AG 2515A0FC2 09/05/07 09/05/17 100.000 VARIES 5.2125 0.129593 0.131326 0.133105 0.134930 0.136803 47.37 48.68 Deutsche Bank AG 2515A0L68 07/23/09 07/23/15 100.000 0.000 4.4552 0.147611 0.150900 0.154261 0.157697 54.78 31.78 Deutsche Bank AG 2515A0NZ2 07/07/08 07/07/14 100.000 0.000 5.6904 0.209262 0.215216 39.99 Deutsche Bank AG 2515A0R70 11/30/09 11/28/14 100.000 2.791 2.7909 0.077528 0.077528 25.35 Deutsche Bank AG 2515A0RP0 02/04/09 02/04/14 100.000 VARIES 2.1662 0.059802 1.97 Deutsche Bank AG 2515A14C2 12/10/10 12/10/15 100.000 VARIES 3.0063 0.085419 0.085119 0.084815 0.084167 30.68 28.64 Deutsche Bank AG 2515A1PE5 05/06/11 05/06/19 100.000 VARIES 4.4256 0.124514 0.125022 0.125541 0.126071 0.125892 44.97 45.31 Deutsche Bank AG 2515A1PH8 11/30/12 11/30/17 100.000 VARIES 1.3034 0.035954 0.036065 0.036176 0.036254 0.036333 12.97 13.04 Diamond Resorts Corp. 25272PAA0 08/13/10 08/15/18* 97.513 12.000 12.5004 7.70 0.007582 0.008056 1.25* Diamond Resorts Corp. 25272PAB8 08/13/10 08/15/18* 97.513 12.000 12.5004 7.70 0.007582 0.008056 1.25* Diamond Resorts Corp. 25272PAC6 08/13/10 08/15/18* 97.513 12.000 12.5004 7.70 0.007582 0.008056 1.25* Domtar Corporation 257559AG9 06/09/09 06/01/17 96.157 10.750 11.4987 17.76 0.014064 0.014872 0.015727 0.016632 0.017588 5.26 5.88 Douglas Cnty SD #302, IL 258741BQ9 11/30/10 12/01/14 107.319 VARIES 2.9881 0.084515 0.083765 27.75 Douglas Cnty SD #302, IL 258741BR7 11/30/10 12/01/15 107.706 VARIES 3.3886 0.097038 0.096329 0.095608 0.094875 34.76 31.42 Douglas Cnty SD #302, IL 258741BS5 11/30/10 12/01/16 109.259 VARIES 3.5892 0.104372 0.103628 0.102870 0.102099 0.101314 37.39 36.85 Downtown Dallas Dev Auth 261149BG2 11/07/07 08/15/14 68.074 0.000 5.7585 284.62 0.151132 0.155484 34.64 Downtown Dallas Dev Auth 261149BH0 11/07/07 08/15/15 63.688 0.000 5.8886 273.34 0.145647 0.149936 0.154350 0.158895 54.39 35.39 Downtown Dallas Dev Auth 261149BJ6 11/07/07 08/15/16 59.688 0.000 5.9687 260.27 0.138980 0.143128 0.147400 0.151799 0.156329 51.92 55.07 Downtown Dallas Dev Auth 261149BK3 11/07/07 08/15/17 55.746 0.000 6.0689 247.89 0.132725 0.136752 0.140902 0.145178 0.149583 49.62 52.67 Downtown Dallas Dev Auth 261149BL1 11/07/07 08/15/18 52.073 0.000 6.1490 235.16 0.126180 0.130060 0.134059 0.138180 0.142429 47.19 50.14 Downtown Dallas Dev Auth 261149BM9 11/07/07 08/15/19 48.734 0.000 6.1989 222.20 0.119382 0.123083 0.126898 0.130831 0.134886 44.67 47.48 Downtown Dallas Dev Auth 261149BN7 11/07/07 08/15/20 45.395 0.000 6.2791 210.14 0.113147 0.116699 0.120363 0.124142 0.128039 42.35 45.05 DuPage County SD #12, IL 262777CT0 06/28/12 01/01/16 100.000 VARIES 1.8474 0.051320 0.051320 0.051319 0.051318 18.48 18.47 DuPage County SD #12, IL 262777CU7 06/28/12 01/01/17 100.000 VARIES 1.9976 0.055494 0.055493 0.055493 0.055492 19.98 19.98 DuPage County SD #12, IL 262777CV5 06/28/12 01/01/18 100.000 VARIES 2.3971 0.066595 0.066594 0.066594 0.066593 23.97 23.97 DuPage County SD #12, IL 262777CW3 06/28/12 01/01/19 100.000 VARIES 2.6969 0.074925 0.074924 0.074923 0.074922 26.97 26.97 DuPage County SD #12, IL 262777CX1 06/28/12 01/01/20 100.000 VARIES 2.8968 0.080482 0.080481 0.080480 0.080479 28.97 28.97 DuPage County SD #12, IL 262777CY9 06/28/12 01/01/21 100.000 VARIES 3.2464 0.090199 0.090197 0.090196 0.090195 32.47 32.47 DuPage County SD #12, IL 262777CZ6 06/28/12 01/01/22 100.000 VARIES 3.7455 0.104076 0.104074 0.104072 0.104071 37.47 37.47 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Dune Energy, Inc. 265338AD5 12/22/11 12/15/16 100.000 14.500 N/A 0.469271 0.494456 0.520991 0.548951 0.578411 174.30 193.51 Dynegy Holdings, Inc. 26816LBA9 12/01/09 06/01/15 85.000 7.500 11.2291 102.44 0.087930 0.092867 0.098081 32.85 14.71 Dynegy Holdings, Inc. 26816LBB7 12/01/09 06/01/15 85.000 7.500 11.2291 102.44 0.087930 0.092867 0.098081 32.85 14.71 East Orange NJ 274137WT1 04/14/03 04/01/22 29.893 0.000 6.4698 292.52 0.104602 0.107986 0.111479 0.115085 0.118808 38.88 41.44 East Orange NJ 274137WU8 04/14/03 04/01/23 27.886 0.000 6.4999 274.60 0.098333 0.101529 0.104829 0.108235 0.111753 36.56 38.97 East Orange NJ 274137WV6 04/14/03 04/01/24 26.105 0.000 6.5100 257.60 0.092288 0.095292 0.098394 0.101597 0.104904 34.31 36.58 East Orange NJ 274137WW4 04/14/03 04/01/25 24.381 0.000 6.5300 241.60 0.086634 0.089463 0.092384 0.095400 0.098515 32.21 34.35 East Orange NJ 274137WX2 04/14/03 04/01/26 22.763 0.000 6.5498 226.50 0.081294 0.083956 0.086705 0.089545 0.092478 30.23 32.24 East Orange NJ 274137WY0 04/14/03 04/01/27 21.292 0.000 6.5600 212.31 0.076237 0.078737 0.081320 0.083987 0.086742 28.35 30.24 East Orange NJ 274137WZ7 04/14/03 04/01/28 19.913 0.000 6.5699 198.97 0.071480 0.073828 0.076253 0.078758 0.081345 26.58 28.36 Eastern Comm College, IA 276540XV8 06/01/09 06/01/14 103.173 4.000 3.3062 0.092155 13.82 Eastern Comm College, IA 276540XW6 06/01/09 06/01/15 102.124 4.000 3.6031 0.100664 0.100475 0.100284 36.19 15.04 Edgar Counties SD #3, IL 279713CH2 10/10/13 12/01/14 102.687 0.000 1.6789 0.048005 0.048408 15.91 Edgar Counties SD #3, IL 279713CJ8 10/10/13 12/01/15 103.736 VARIES 2.2346 0.064596 0.065318 0.063151 0.062615 23.34 20.74 Edgar Counties SD #3, IL 279713CK5 10/10/13 12/01/16 103.073 VARIES 2.9854 0.085839 0.087121 0.084551 0.084155 0.083752 31.09 30.34 Eksportfinans ASA 282645UV0 05/03/10 02/05/16 100.000 0.000 2.8500 0.086809 0.088046 0.089301 0.090573 0.091864 31.84 32.75 EL Paso Corporation 28336LAA7 02/28/01 02/28/21 45.289 0.000 4.0000 300.22 0.082101 0.082378 0.085418 0.085706 0.088381 30.43 31.59 EL Paso Corporation 28336LAC3 02/28/01 02/28/21 45.289 0.000 4.0000 300.22 0.082101 0.082378 0.085418 0.085706 0.088381 30.43 31.59 EL Paso Corporation 28336LBT5 02/09/09 02/15/16 95.535 8.250 9.1255 28.11 0.019458 0.020346 0.021274 0.022245 0.023260 7.41 8.10 Electronic Data SYS Corp 285661AB0 10/10/01 10/10/21 77.941 VARIES 5.3200 0.207962 0.211903 0.218308 0.222466 0.227959 77.49 81.24 Electronic Data SYS Corp 285661AE4 06/30/03 07/15/23 100.000 VARIES 5.7999 0.200258 0.202335 0.204472 0.206596 0.208781 73.17 74.71 Electronic Data SYS Corp 285661AF1 06/30/03 07/15/23 100.000 VARIES 5.7999 0.200258 0.202335 0.204472 0.206596 0.208781 73.17 74.71 European Investment Bank 298785DW3 03/10/06 03/10/21 44.672 0.000 5.4449 232.87 0.101090 0.103843 0.106670 0.109574 0.112557 37.51 39.58 Exelon Corporation 30161N127 06/17/14 06/01/24 100.000 VARIES 4.8845 0.135682 0.137156 0.138810 0.140504 26.37 49.77 Exelon Corporation 30161NAE1 06/17/14 06/01/24 100.000 VARIES 4.8845 0.135682 0.137156 0.138810 0.140504 26.37 49.77 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 0.122029 18.30 FPL Group Inc. 302570BK1 09/21/10 09/01/15 98.500 VARIES 2.7001 0.075613 0.075464 0.075313 0.075159 27.16 18.05 FPL Group Inc. 302571609 05/26/09 06/01/14 98.500 VARIES 4.3841 0.122029 18.30 Freddie Mac 3128X0AT6 10/03/02 01/02/22 36.810 0.000 5.2599 291.91 0.093976 0.096448 0.098984 0.101588 0.104260 35.17 37.05 Freddie Mac 3128X0AU3 10/03/02 01/02/30 23.710 0.000 5.3523 192.35 0.062193 0.063858 0.065566 0.067321 0.069123 23.29 24.56 Freddie Mac 3128X0AV1 10/03/02 04/15/32 21.010 0.000 5.3530 170.48 0.055958 0.057456 0.058994 0.060573 0.062194 20.65 21.77 Freddie Mac 3128X0AW9 10/03/02 06/15/32 20.810 0.000 5.3554 168.96 0.055959 0.057458 0.058996 0.060576 0.062198 20.46 21.57 Freddie Mac 3128X0AX7 10/03/02 09/15/32 20.510 0.000 5.3601 166.71 0.054500 0.055961 0.057461 0.059001 0.060582 20.20 21.29 Freddie Mac 3128X0AZ2 10/03/02 01/02/34 19.160 0.000 5.3582 155.66 0.050345 0.051693 0.053078 0.054500 0.055960 18.86 19.88 Freddie Mac 3128X2SK2 01/30/04 04/01/14 62.210 0.000 4.7217 366.37 0.128134 11.53 Freddie Mac 3128X2SL0 01/30/04 10/01/14 60.256 0.000 4.8040 362.53 0.127258 0.130315 34.91 Freddie Mac 3128X2SM8 01/30/04 04/01/15 58.361 0.000 4.8793 357.98 0.126083 0.129159 0.132310 46.50 11.91 Freddie Mac 3128X2SN6 01/30/04 10/01/15 56.535 0.000 4.9468 352.76 0.124618 0.127700 0.130858 0.134095 45.98 35.91 Freddie Mac 3128X2SP1 01/30/04 04/01/16 54.741 0.000 5.0126 347.24 0.123029 0.126113 0.129274 0.132514 0.135835 45.41 47.71 Freddie Mac 3128X2SQ9 01/30/04 10/01/16 52.987 0.000 5.0758 341.43 0.121310 0.124389 0.127546 0.130783 0.134102 44.79 47.09 Freddie Mac 3128X2SR7 01/30/04 04/01/17 51.299 0.000 5.1327 335.22 0.119402 0.122467 0.125610 0.128833 0.132140 44.10 46.39 Freddie Mac 3128X2SS5 01/30/04 10/01/17 49.661 0.000 5.1861 328.76 0.117380 0.120424 0.123547 0.126750 0.130037 43.36 45.64 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3128X2ST3 01/30/04 04/01/18 48.064 0.000 5.2374 322.17 0.115286 0.118305 0.121403 0.124582 0.127844 42.60 44.86 Freddie Mac 3128X2SU0 01/30/04 10/01/18 46.530 0.000 5.2834 315.35 0.113078 0.116065 0.119131 0.122278 0.125509 41.79 44.03 Freddie Mac 3128X2SV8 01/30/04 04/01/19 45.040 0.000 5.3272 308.46 0.110820 0.113772 0.116802 0.119914 0.123108 40.96 43.18 Freddie Mac 3128X2SW6 01/30/04 10/01/19 43.600 0.000 5.3679 301.49 0.108511 0.111423 0.114414 0.117484 0.120638 40.12 42.30 Freddie Mac 3128X2SX4 01/30/04 04/01/20 42.215 0.000 5.4047 294.46 0.106151 0.109020 0.111966 0.114992 0.118099 39.25 41.40 Freddie Mac 3128X2SY2 01/30/04 10/01/20 40.880 0.000 5.4384 287.41 0.103764 0.106586 0.109484 0.112461 0.115519 38.38 40.49 Freddie Mac 3128X4AC5 04/19/05 04/15/14 65.973 0.000 4.6809 327.06 0.127053 13.21 Freddie Mac 3128X4AD3 04/19/05 12/15/14 63.722 0.000 4.7214 319.19 0.125171 0.128126 43.59 Freddie Mac 3128X4AE1 04/19/05 04/15/17 56.285 0.000 4.8518 291.34 0.113955 0.116719 0.119551 0.122451 0.125422 41.95 44.01 Freddie Mac 3128X4S77 03/24/06 06/20/16 59.540 0.000 5.1280 287.08 0.125510 0.128728 0.132029 0.135414 0.138886 45.83 48.22 Freddie Mac 3128X4U41 03/28/06 04/09/14 66.671 0.000 5.1122 319.72 0.138467 13.57 Freddie Mac 3128X52H0 04/03/07 04/02/37 21.177 0.000 5.2421 88.47 0.043161 0.044292 0.045453 0.046644 0.047867 15.95 16.79 Freddie Mac 3128X52U1 04/04/07 07/31/14 70.210 0.000 4.8862 270.30 0.129332 0.132491 27.60 Freddie Mac 3128X54N5 04/18/07 12/30/14 68.522 0.000 4.9690 267.01 0.131418 0.134684 47.77 Freddie Mac 3128X55E4 05/04/07 05/04/37 16.728 0.000 6.0499 81.51 0.041414 0.042667 0.043958 0.045287 0.046657 15.28 16.22 Freddie Mac 3128X5LK2 10/02/06 10/02/34 24.784 0.000 5.0446 107.80 0.049221 0.050463 0.051736 0.053041 0.054379 18.17 19.09 Freddie Mac 3128X5MY1 10/25/06 05/30/14 68.360 0.000 5.0693 295.94 0.137335 20.46 Freddie Mac 3128X5P69 03/09/07 09/15/15 66.760 0.000 4.8010 254.73 0.121289 0.124201 0.127183 0.130236 44.81 32.85 Freddie Mac 3128X6AX4 05/24/07 09/30/14 69.050 0.000 5.1017 272.63 0.134752 0.138189 36.87 Freddie Mac 3128X6GT7 07/10/07 09/30/14 67.455 0.000 5.5250 285.63 0.145332 0.149347 39.82 Freddie Mac 3128X6HU3 07/20/07 09/28/18 54.270 0.000 5.5370 229.21 0.117050 0.120291 0.123621 0.127044 0.130561 43.33 45.77 Freddie Mac 3128X6PP5 10/11/07 07/02/15 68.530 0.000 4.9512 243.84 0.124718 0.127805 0.130969 0.134211 46.57 24.29 Freddie Mac 3128X6QB5 10/19/07 08/31/15 68.362 0.000 4.8939 239.30 0.122731 0.123685 0.128811 0.129812 45.72 31.36 Freddie Mac 3128X6WP7 12/21/07 12/21/37 22.860 0.000 4.9802 78.91 0.042483 0.043541 0.044625 0.045736 0.046875 15.51 16.29 Freddie Mac 3128X74S0 11/04/08 11/15/38 26.387 0.000 4.4860 67.87 0.041103 0.042025 0.042968 0.043932 0.044917 15.05 15.73 Freddie Mac 3128X75U4 11/24/08 11/15/38 27.529 0.000 4.3499 67.62 0.041205 0.042102 0.043017 0.043953 0.044909 15.08 15.74 Freddie Mac 3128X7A61 06/05/08 10/10/14 76.930 0.000 4.1743 199.24 0.111262 0.113584 31.46 Freddie Mac 3128X7N59 06/30/08 06/30/38 21.820 0.000 5.1394 70.29 0.041179 0.042237 0.043322 0.044436 0.045578 15.02 15.80 Freddie Mac 3128X8DG4 12/29/08 02/15/39 40.774 0.000 2.9999 65.56 0.038999 0.039584 0.040177 0.040780 0.041392 14.31 14.74 Freddie Mac 3128X9MF4 11/10/09 09/15/36 29.930 0.000 4.5438 61.26 0.044908 0.045928 0.046972 0.048039 0.049131 16.57 17.33 Freddie Mac 3128X9MG2 11/10/09 12/15/36 29.600 0.000 4.5433 60.55 0.044908 0.045928 0.046972 0.048039 0.049130 16.38 17.14 Freddie Mac 312902LX5 12/17/99 12/17/29 14.255 0.000 6.6001 212.18 0.064868 0.067009 0.069220 0.071504 0.073864 23.80 25.40 Freddie Mac 312902VG1 04/25/00 01/04/21 25.643 0.000 6.6857 374.29 0.113407 0.117198 0.121116 0.125164 0.129348 42.87 45.79 Freddie Mac 312902VH9 04/25/00 01/04/22 24.042 0.000 6.6795 350.44 0.106145 0.109689 0.113353 0.117139 0.121051 40.13 42.85 Freddie Mac 312902VJ5 04/25/00 01/04/23 22.536 0.000 6.6749 328.15 0.099368 0.102684 0.106111 0.109653 0.113312 37.56 40.11 Freddie Mac 312902VK2 04/25/00 01/04/24 21.145 0.000 6.6664 307.31 0.093015 0.096115 0.099319 0.102629 0.106050 35.16 37.54 Freddie Mac 312902VL0 04/25/00 01/04/25 20.007 0.000 6.6235 287.99 0.086965 0.089845 0.092820 0.095894 0.099070 32.86 35.07 Freddie Mac 312902VM8 04/25/00 01/04/26 18.780 0.000 6.6160 269.87 0.081460 0.084155 0.086938 0.089814 0.092785 30.78 32.85 Freddie Mac 312902VN6 04/25/00 01/04/27 17.654 0.000 6.6033 252.97 0.076307 0.078826 0.081429 0.084117 0.086895 28.83 30.77 Freddie Mac 312902VU0 04/25/00 01/04/14 40.436 0.000 6.7227 595.10 0.180669 .54 Freddie Mac 312902VV8 04/25/00 01/04/18 31.141 0.000 6.7034 456.34 0.138401 0.143039 0.147834 0.152789 0.157910 52.33 55.90 Freddie Mac 312902VW6 04/25/00 01/04/19 29.163 0.000 6.7017 427.20 0.129548 0.133889 0.138375 0.143012 0.147804 48.98 52.32 Freddie Mac 312902VX4 04/25/00 01/04/20 27.313 0.000 6.6997 399.92 0.121263 0.125325 0.129523 0.133862 0.138346 45.85 48.97 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 312902WK1 04/25/00 01/04/15 37.975 0.000 6.6992 555.97 0.168578 0.174224 0.180060 63.74 .54 Freddie Mac 312902WL9 04/25/00 01/04/16 35.607 0.000 6.6893 520.15 0.157631 0.162903 0.168352 0.173983 0.179802 59.59 63.65 Freddie Mac 312902WM7 04/25/00 01/04/17 33.256 0.000 6.7048 487.49 0.147858 0.152814 0.157937 0.163232 0.168704 55.91 59.72 Federal Home Loan Banks 3130A0HS2 01/15/14 01/15/19 100.000 VARIES 1.6373 0.045481 0.045143 0.044802 0.044884 15.68 16.15 Federal Home Loan Banks 3130A0JE1 01/07/14 01/07/19 100.000 VARIES 1.6244 0.045123 0.044798 0.044471 0.044550 15.92 16.03 Federal Home Loan Banks 3130A0MR8 01/22/14 01/22/21 100.000 VARIES 2.3228 0.064524 0.065047 0.065577 0.065932 21.96 23.65 Federal Home Loan Banks 3130A0N63 01/23/14 01/23/20 100.000 VARIES 1.9611 0.054477 0.054816 0.055158 0.055370 18.47 19.88 Federal Home Loan Banks 3130A1DD7 03/26/14 03/26/21 100.000 VARIES 2.2862 0.063507 0.064023 0.064546 0.064896 17.51 23.23 Federal Home Loan Banks 3130A1DV7 03/26/14 03/26/21 100.000 VARIES 2.3281 0.064671 0.065198 0.065731 0.066088 17.83 23.65 Federal Home Loan Banks 3130A1RY6 05/15/14 05/15/19 100.000 VARIES 1.7090 0.047473 0.047055 0.046634 0.046736 10.71 16.85 Federal Home Loan Banks 3130A1S25 05/07/14 05/07/19 100.000 VARIES 1.6633 0.046205 0.045838 0.045468 0.045558 10.79 16.42 Federal Home Loan Banks 3130A1S90 05/13/14 05/13/19 100.000 VARIES 1.6985 0.047183 0.046777 0.046368 0.046467 10.74 16.75 Federal Home Loan Banks 3130A1TH1 05/22/14 05/22/19 100.000 VARIES 1.7677 0.049104 0.048618 0.048127 0.048245 10.73 17.40 Federal Home Loan Banks 3130A1UN6 05/22/14 05/22/19 100.000 VARIES 1.7182 0.047728 0.047300 0.046868 0.046972 10.44 16.94 Federal Home Loan Banks 3130A2SK3 08/20/14 08/20/19 100.000 VARIES 1.7102 0.047508 0.047089 0.046666 6.22 16.92 Federal Home Loan Banks 3130A2ST4 08/27/14 08/28/19 100.000 VARIES 1.7859 0.049610 0.049606 0.048806 0.048684 6.15 17.60 Federal Home Loan Banks 3130A2SV9 08/27/14 08/28/19 100.000 VARIES 1.7926 0.049795 0.049791 0.048974 0.048852 6.17 17.66 Federal Home Loan Banks 3130A2XS0 10/02/14 10/02/19 100.000 VARIES 1.7547 0.048744 0.048273 0.047798 4.34 17.38 Federal Home Loan Banks 3130A2YR1 09/26/14 09/26/19 100.000 VARIES 1.7203 0.047788 0.047339 0.046886 4.54 17.04 Federal Home Loan Banks 3130A2ZS8 10/09/14 10/09/19 100.000 VARIES 1.8004 0.050011 0.049485 0.048954 4.10 17.82 Federal Home Loan Banks 3133734F6 04/15/11 04/15/16 100.000 VARIES 2.5160 0.071722 0.071730 0.071430 0.071126 0.070512 25.80 25.59 Federal Home Loan Banks 3133736X5 03/30/11 03/30/16 100.000 VARIES 2.4313 0.069148 0.069154 0.068891 0.068624 0.068084 24.87 24.68 Federal Home Loan Banks 3133737L0 04/13/11 04/13/17 100.000 VARIES 2.7757 0.079693 0.079858 0.079717 0.079575 0.079121 28.72 28.63 Federal Home Loan Banks 313373B84 04/13/11 04/13/17 100.000 VARIES 2.7757 0.079693 0.079858 0.079717 0.079575 0.079121 28.72 28.63 Federal Home Loan Banks 313373D74 04/21/11 04/21/16 100.000 VARIES 2.4737 0.070435 0.070442 0.070160 0.069875 0.069298 25.34 25.15 Federal Home Loan Banks 313373DU3 04/25/11 04/25/14 100.000 VARIES 1.3833 0.038566 4.40 Federal Home Loan Banks 313373NU2 04/28/11 04/28/15 100.000 VARIES 2.3656 0.066859 0.066699 0.066208 24.00 7.75 Federal Home Loan Banks 313373YM8 05/26/11 11/26/14 100.000 VARIES 1.7361 0.048709 0.048517 15.80 Federal Home Loan Banks 313374CU2 07/06/11 07/06/18 100.000 VARIES 2.0867 0.059138 0.059142 0.059146 0.058953 0.058758 21.29 21.19 Federal Home Loan Banks 313379HU6 06/05/12 06/05/17 100.000 VARIES 0.8042 0.022162 0.022168 0.022187 0.022207 0.022240 7.98 7.99 Federal Home Loan Banks 3133836A4 05/22/13 05/22/19 100.000 VARIES 1.0915 0.029956 0.029892 0.029934 0.029976 0.030018 10.77 10.79 Federal Home Loan Banks 313383JM4 06/27/13 06/27/19 100.000 VARIES 1.3128 0.035933 0.035918 0.035971 0.036025 0.036079 12.93 12.96 Federal Home Loan Banks 313383MU2 07/11/13 07/11/19 100.000 VARIES 1.7140 0.047614 0.046831 0.046786 0.046866 0.046946 16.86 16.88 Federal Home Loan Banks 313383NN7 07/17/13 07/17/19 100.000 VARIES 1.7803 0.049453 0.048471 0.048439 0.048537 0.048635 17.46 17.49 Freddie Mac 3134A1BU3 09/25/96 06/01/16 23.214 0.000 7.5580 603.81 0.174405 0.180996 0.187836 0.194934 0.202301 64.38 69.33 Freddie Mac 3134A1CT5 10/21/96 09/15/16 23.550 0.000 7.3996 586.16 0.165287 0.171403 0.177744 0.184320 0.191140 61.92 66.59 Freddie Mac 3134A1DL1 11/01/96 02/01/16 25.038 0.000 7.3237 610.53 0.169955 0.176178 0.182630 0.189317 0.196250 64.21 68.99 Freddie Mac 3134A1FK1 11/20/96 09/03/19 20.641 0.000 7.0454 468.88 0.129174 0.133725 0.138435 0.143312 0.148361 48.41 51.89 Freddie Mac 3134A1H60 10/22/97 06/03/24 16.813 0.000 6.8126 329.38 0.093654 0.096844 0.100143 0.103554 0.107081 34.47 36.86 Freddie Mac 3134A1HH6 12/23/96 12/01/15 26.483 0.000 7.1396 609.43 0.172363 0.178516 0.184889 0.191489 63.53 62.20 Freddie Mac 3134A1HU7 12/27/96 12/02/19 19.720 0.000 7.2067 460.50 0.130903 0.135620 0.140506 0.145569 0.150815 48.25 51.79 Freddie Mac 3134A1JD3 12/31/96 12/01/14 28.804 0.000 7.0673 650.36 0.183144 0.189616 61.60 Freddie Mac 3134A1MX5 02/12/97 02/01/14 30.030 0.000 7.2159 693.90 0.193463 5.80 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3134A1MY3 02/12/97 02/01/20 19.238 0.000 7.3061 453.95 0.127296 0.131947 0.136767 0.141763 0.146942 48.08 51.66 Freddie Mac 3134A1MZ0 02/12/97 03/01/16 25.716 0.000 7.2560 599.86 0.168660 0.174779 0.181120 0.187692 0.194501 63.31 67.99 Freddie Mac 3134A1NA4 02/12/97 01/02/19 20.877 0.000 7.2857 490.30 0.136533 0.141507 0.146662 0.152005 0.157542 51.86 55.71 Freddie Mac 3134A1X39 12/11/97 06/01/15 33.207 0.000 6.4099 582.49 0.161975 0.167167 0.172524 59.56 25.88 Freddie Mac 3134A2G77 12/28/98 11/15/28 20.230 0.000 5.4198 249.16 0.067501 0.069331 0.071209 0.073139 0.075121 24.80 26.16 Freddie Mac 3134A2HF8 06/30/98 11/24/14 38.078 0.000 5.9744 567.84 0.156470 0.161144 51.38 Freddie Mac 3134A2HG6 06/30/98 12/11/25 19.896 0.000 5.9699 296.34 0.081865 0.084308 0.086825 0.089417 0.092086 30.01 31.83 Freddie Mac 3134A2NQ7 07/30/98 08/15/14 37.992 0.000 6.1246 583.32 0.160170 0.165075 36.76 Freddie Mac 3134A3D29 09/09/99 08/15/27 14.928 0.000 6.9258 246.31 0.074165 0.076733 0.079390 0.082139 0.084984 27.87 29.84 Freddie Mac 3134A3ZU3 08/02/99 12/14/29 15.469 0.000 6.2410 220.48 0.064850 0.066874 0.068961 0.071113 0.073332 23.78 25.29 Freddie Mac 3134G1EA8 05/10/10 06/10/15 88.082 0.000 2.5118 83.84 0.067210 0.068054 0.068909 24.38 10.96 Freddie Mac 3134G1TJ3 09/24/10 09/24/40* 27.661 0.000 4.3300 41.60 0.037833 0.038652 10.10* Freddie Mac 3134G1TV6 09/27/10 09/27/40* 26.782 0.000 4.4400 41.26 0.037683 0.038519 10.17* Freddie Mac 3134G1XY5 11/18/10 05/15/15 94.752 0.000 1.2037 36.15 0.032841 0.033039 0.033238 11.88 4.45 Freddie Mac 3134G25T5 11/10/11 02/01/14 98.967 0.000 0.4671 9.94 0.012948 .39 Freddie Mac 3134G25U2 11/10/11 03/01/14 98.890 0.000 0.4841 10.29 0.013415 .80 Freddie Mac 3134G25V0 11/10/11 04/01/14 98.810 0.000 0.5011 10.65 0.013886 1.25 Freddie Mac 3134G25W8 11/10/11 05/01/14 98.725 0.000 0.5191 11.02 0.014383 1.73 Freddie Mac 3134G25X6 11/10/11 06/01/14 98.634 0.000 0.5383 11.42 0.014914 2.24 Freddie Mac 3134G25Y4 11/10/11 07/01/14 98.551 0.000 0.5532 11.73 0.015326 2.76 Freddie Mac 3134G25Z1 11/10/11 08/01/14 98.462 0.000 0.5695 12.07 0.015731 0.015776 3.31 Freddie Mac 3134G26B3 11/10/11 09/01/14 98.368 0.000 0.5867 12.42 0.016203 0.016251 3.90 Freddie Mac 3134G26C1 11/10/11 10/01/14 98.283 0.000 0.5998 12.69 0.016562 0.016611 4.48 Freddie Mac 3134G26D9 11/10/11 11/01/14 98.186 0.000 0.6162 13.03 0.017014 0.017067 5.11 Freddie Mac 3134G26E7 11/10/11 12/01/14 98.101 0.000 0.6278 13.26 0.017332 0.017386 5.73 Freddie Mac 3134G26F4 11/10/11 01/01/15 97.981 0.000 0.6502 13.72 0.017946 0.018004 6.47 Freddie Mac 3134G2CT7 04/01/11 04/01/14 100.000 VARIES 1.2448 0.034687 3.12 Freddie Mac 3134G2CV2 04/01/11 04/01/16 100.000 VARIES 2.1989 0.062615 0.062769 0.062543 0.062315 0.061702 22.56 22.40 Freddie Mac 3134G2JC7 05/18/11 02/15/14 97.359 0.000 0.9785 25.22 0.027048 1.19 Freddie Mac 3134G2JD5 05/18/11 02/15/15 94.531 0.000 1.5086 37.97 0.040972 0.041281 0.041592 14.89 1.83 Freddie Mac 3134G2JE3 05/18/11 02/15/16 91.147 0.000 1.9642 47.90 0.051961 0.052471 0.052986 0.053507 0.054032 18.94 19.31 Freddie Mac 3134G2N57 09/19/11 02/15/15 97.686 0.000 0.6886 15.46 0.018932 0.018997 0.019063 6.85 .84 Freddie Mac 3134G2N65 09/19/11 08/01/15 96.933 0.000 0.8071 18.00 0.022064 0.022153 0.022242 0.022332 7.99 4.69 Freddie Mac 3134G2Z62 10/06/11 03/01/14 98.600 0.000 0.5876 13.02 0.016275 .98 Freddie Mac 3134G35Q9 02/19/13 02/01/16 98.624 0.000 0.4702 4.02 0.012909 0.012940 0.012970 0.013001 0.013031 4.66 4.68 Freddie Mac 3134G3D72 08/03/12 08/01/15 98.910 0.000 0.3663 5.12 0.010102 0.010120 0.010139 0.010158 3.65 2.13 Freddie Mac 3134G3D80 08/03/12 03/01/16 98.331 0.000 0.4709 6.55 0.012930 0.012960 0.012991 0.013021 0.013052 4.67 4.69 Freddie Mac 3134G3D98 08/03/12 08/01/16 97.750 0.000 0.5705 7.89 0.015579 0.015624 0.015668 0.015713 0.015758 5.63 5.66 Freddie Mac 3134G3DM9 12/21/11 02/14/14 99.040 0.000 0.4497 9.06 0.012464 .54 Freddie Mac 3134G3G87 09/05/12 02/01/16 97.910 0.000 0.6211 8.06 0.016989 0.017041 0.017094 0.017147 0.017201 6.14 6.18 Freddie Mac 3134G3H60 08/29/12 02/12/16 98.330 0.000 0.4883 6.44 0.013401 0.013433 0.013466 0.013499 0.013532 4.84 4.86 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Freddie Mac 3134G3H86 09/05/12 08/01/14 99.460 0.000 0.2843 3.74 0.007876 0.007887 1.66 Freddie Mac 3134G3P87 09/27/12 12/01/14 99.325 0.000 0.3112 3.90 0.008618 0.008632 2.85 Freddie Mac 3134G3PQ7 02/13/12 02/13/15 98.625 0.000 0.4620 8.61 0.012746 0.012776 0.012805 4.60 .54 Freddie Mac 3134G3S68 10/18/12 08/15/14 99.525 0.000 0.2610 3.13 0.007233 0.007242 1.62 Freddie Mac 3134G3TD2 04/11/12 02/15/15 98.584 0.000 0.5019 8.55 0.013839 0.013874 0.013909 5.00 .61 Freddie Mac 3134G3TF7 03/20/12 03/01/16 96.961 0.000 0.7833 13.59 0.021339 0.021422 0.021506 0.021591 0.021675 7.72 7.78 Freddie Mac 3134G3UA6 04/19/12 08/01/15 97.653 0.000 0.7246 12.08 0.019839 0.019911 0.019983 0.020055 7.18 4.21 Freddie Mac 3134G3UB4 05/01/12 05/01/15 98.095 0.000 0.6421 10.54 0.017667 0.017724 0.017781 6.38 2.13 Freddie Mac 3134G3UE8 05/08/12 07/01/15 98.190 0.000 0.5811 9.43 0.016004 0.016051 0.016098 5.77 2.90 Freddie Mac 3134G3UG3 05/23/12 02/13/15 98.720 0.000 0.4737 7.53 0.013067 0.013098 0.013129 4.72 .55 Freddie Mac 3134G3UN8 05/22/12 02/28/14 99.444 0.000 N/A 0.008673 .50 Freddie Mac 3134G3UP3 05/22/12 02/27/15 98.622 0.000 0.5026 8.00 0.013858 0.013892 0.013927 5.00 .78 Freddie Mac 3134G3WQ9 06/28/12 01/30/15 98.590 0.000 0.5492 8.19 0.015132 0.015173 0.015215 5.47 .44 Freddie Mac 3134G3WS5 06/28/12 02/01/16 97.180 0.000 0.7979 11.75 0.021729 0.021816 0.021903 0.021991 0.022078 7.86 7.93 Freddie Mac 3134G3X62 12/12/12 09/30/14 99.515 0.000 0.2698 2.84 0.007476 0.007486 2.01 Freddie Mac 3134G3Y46 12/18/12 08/15/15 99.022 0.000 N/A 0.010203 0.010222 0.010241 0.010260 3.68 2.30 Freddie Mac 3134G4AL2 07/02/13 02/27/15 99.540 0.000 0.2791 1.38 0.007722 0.007732 0.007743 2.78 .43 Freddie Mac 3134G4AN8 07/02/13 09/01/15 99.150 0.000 0.3948 1.95 0.010882 0.010904 0.010925 0.010947 3.93 2.63 Freddie Mac 3134G4AV0 06/13/13 01/30/15 99.602 0.000 0.2447 1.34 0.006773 0.006781 0.006789 2.44 .20 Freddie Mac 3134G4HE1 10/02/13 05/01/15 99.559 0.000 0.2796 .70 0.007693 0.007578 0.007714 2.79 .93 Freddie Mac 3134G4HF8 10/02/13 10/30/15 99.118 0.000 0.4270 1.06 0.011633 0.011594 0.011683 0.011644 4.24 3.52 Freddie Mac 3134G4HG6 10/02/13 04/01/15 99.671 0.000 0.2202 .55 0.006030 0.006004 0.006043 2.20 .54 Freddie Mac 3134G4HH4 10/02/13 09/30/16 97.752 0.000 0.7607 1.86 0.020425 0.020394 0.020584 0.020549 0.020627 7.46 7.51 Freddie Mac 3134G4HP6 10/04/13 10/30/15 99.186 0.000 0.3950 .96 0.010767 0.010729 0.010810 0.010772 3.93 3.26 Freddie Mac 3134G4HQ4 10/04/13 07/31/15 99.463 0.000 0.2955 .71 0.007982 0.008127 0.008006 0.008151 2.94 1.72 Freddie Mac 3134G4JC3 11/07/13 05/01/15 99.545 0.000 0.3076 .46 0.008507 0.008520 0.008533 3.07 1.02 Freddie Mac 3134G4JD1 11/07/13 04/29/16 98.527 0.000 0.5997 .89 0.016412 0.016463 0.016512 0.016562 0.016611 5.92 5.96 Freddie Mac 3134G4JS8 10/18/13 03/01/16 98.742 0.000 0.5348 1.09 0.014583 0.014379 0.014656 0.014456 0.014654 5.29 5.31 Freddie Mac 3134G4LE6 11/22/13 11/22/16* 100.000 VARIES 1.2224 0.033958 4.79* Freddie Mac 3134G4S25 12/20/13 01/29/16 99.140 0.000 0.4100 .12 0.011287 0.011298 0.011321 0.011344 0.011368 4.07 4.09 Freddie Mac 3134G4TJ7 01/07/14 11/09/16 97.897 0.000 0.7500 0.020390 0.020448 0.020525 0.020602 0.020679 7.24 7.41 Freddie Mac 3134G5PA7 11/06/14 01/30/17 98.473 0.000 0.6901 0.018874 0.018908 0.018973 1.04 6.82 Fannie Mae 31359MEL3 01/29/99 06/01/17 34.790 0.000 5.8405 473.59 0.132631 0.136504 0.140490 0.144593 0.148815 48.68 51.56 Fannie Mae 3136F1EQ9 12/27/01 03/17/31 16.751 0.000 6.2082 181.68 0.059157 0.060993 0.062887 0.064839 0.066851 22.01 23.40 Fannie Mae 3136F2B31 12/20/02 12/30/32 19.252 0.000 5.5626 160.12 0.054480 0.055996 0.057553 0.059154 0.060799 19.89 21.01 Fannie Mae 3136F3LA2 04/04/03 10/03/33 20.285 0.000 5.2999 152.98 0.051715 0.053085 0.054492 0.055936 0.057418 19.11 20.13 Fannie Mae 3136F3ZC3 06/09/03 12/15/33 23.674 0.000 N/A 0.052076 0.053327 0.054608 0.055920 0.057264 19.01 19.94 Fannie Mae 3136F4R55 01/07/04 12/15/34 18.268 0.000 5.5708 133.51 0.048808 0.050168 0.051565 0.053002 0.054478 17.86 18.87 Fannie Mae 3136F6G86 02/24/05 02/15/15 63.549 0.000 4.5968 314.83 0.119276 0.122017 0.124822 44.19 5.49 Fannie Mae 3136F7NJ2 11/15/05 02/28/14 67.000 0.000 4.8887 322.35 0.131826 7.65 Fannie Mae 3136F7NM5 11/15/05 11/15/30 26.938 0.000 5.3159 143.28 0.060524 0.062133 0.063784 0.065479 0.067220 22.23 23.43 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Fannie Mae 3136F7Q34 07/14/06 10/31/14 63.950 0.000 5.4603 316.82 0.143721 0.147645 43.68 Fannie Mae 3136F8LW3 05/03/07 06/01/15 75.398 0.000 N/A 0.073187 0.068004 0.067802 25.25 10.17 Fannie Mae 3136F8NZ4 06/11/07 12/10/14 66.600 0.000 5.4956 284.26 0.144602 0.148575 49.74 Fannie Mae 3136F8QH1 07/11/07 02/28/14 69.767 0.000 5.4960 293.76 0.147763 8.57 Fannie Mae 3136F8QM0 07/30/07 07/30/37 12.693 0.000 7.0001 70.50 0.037295 0.038601 0.039952 0.041350 0.042797 14.06 15.06 Fannie Mae 3136G04B4 11/15/12 12/01/15 98.641 0.000 0.4499 5.01 0.012387 0.012415 0.012442 0.012470 4.47 4.11 Fannie Mae 3136G04C2 11/15/12 03/01/16 98.378 0.000 0.4969 5.52 0.013635 0.013668 0.013702 0.013737 0.013771 4.92 4.95 Fannie Mae 3136G1SZ3 08/15/13 07/01/18 95.481 0.000 0.9502 3.43 0.025293 0.025413 0.025534 0.025655 9.13 9.21 Fannie Mae 3136G1ZJ1 03/21/14 01/26/19 97.874 0.000 N/A 0.024603 0.024619 0.024673 0.024673 6.89 8.89 FelCor Lodging Limited 31430QAZ0 10/01/09 10/01/14* 87.750 10.000 13.4435 98.81 0.083984 0.089629 19.84* FelCor Lodging Limited 31430QBA4 10/01/09 10/01/14* 87.750 10.000 13.4435 98.81 0.083984 0.089629 19.84* FiberTower Corporation 31567RAF7 12/22/09 01/01/16* 100.000 9.000 N/A 0.317168 28.23* FiberTower Corporation 31567RAG5 12/22/09 01/01/16* 100.000 9.000 N/A 0.317168 28.23* First Data Corporation. 319963AY0 12/17/10 01/15/21 94.750 8.250 9.0551 11.26 0.011511 0.012033 0.012577 0.013147 0.013742 4.41 4.82 First Data Corporation. 319963AZ7 12/17/10 01/15/22 95.625 VARIES N/A 0.329017 0.344976 0.345787 0.346638 0.347530 124.10 124.93 First Data Corporation. 319963BA1 12/15/10 01/15/21 91.875 12.625 14.1624 14.13 0.015304 0.016388 0.017548 0.018791 0.020121 6.08 6.97 First Data Corporation. 319963BB9 12/15/10 01/15/21 91.875 12.625 14.1624 14.13 0.015304 0.016388 0.017548 0.018791 0.020121 6.08 6.97 First Data Holdings Inc 32008GAA7 12/02/13 09/24/19* 94.500 14.500 N/A 0.408042 0.429009 0.462352 142.53* Livingston CNTY SD#74,IL 33849YAD3 09/09/10 12/01/14 106.763 VARIES 3.2820 0.092697 0.091939 30.45 Livingston CNTY SD#74,IL 33849YAE1 09/09/10 12/01/15 106.477 VARIES 3.6335 0.103570 0.102928 0.102275 0.101610 37.13 33.63 Livingston CNTY SD#74,IL 33849YAJ0 09/09/10 12/01/14 106.763 VARIES 3.2820 0.092697 0.091939 30.45 Livingston CNTY SD#74,IL 33849YAK7 09/09/10 12/01/15 106.477 VARIES 3.6335 0.103570 0.102928 0.102275 0.101610 37.13 33.63 Forney Independent SD,TX 3464242U7 02/18/14 08/15/39 16.888 0.000 7.1001 0.033308 0.034470 0.035694 0.036961 10.58 12.97 Forney Independent SD,TX 3464242V5 02/18/14 08/15/40 15.550 0.000 7.1500 0.030884 0.031970 0.033113 0.034297 9.81 12.03 Forney Independent SD,TX 3464242W3 02/18/14 08/15/41 14.304 0.000 7.2000 0.028608 0.029621 0.030687 0.031792 9.09 11.15 Forney Independent SD,TX 3464242X1 02/18/14 08/15/42 13.145 0.000 7.2501 0.026473 0.027417 0.028411 0.029440 8.41 10.32 Forney Independent SD,TX 3464242Y9 02/18/14 08/15/43 12.068 0.000 7.3002 0.024471 0.025350 0.026276 0.027235 7.78 9.55 Forney Independent SD,TX 3464242Z6 02/18/14 08/15/44 11.069 0.000 7.3502 0.022599 0.023417 0.024277 0.025170 7.18 8.82 Forney Independent SD,TX 3464243A0 02/18/14 08/15/45 10.143 0.000 7.4002 0.020850 0.021609 0.022408 0.023237 6.63 8.14 Forney Independent SD,TX 3464243B8 02/18/14 08/15/46 9.141 0.000 7.5003 0.019044 0.019747 0.020487 0.021256 6.06 7.45 Forney Independent SD,TX 3464243C6 02/18/14 08/15/47 8.223 0.000 7.6000 0.017360 0.018009 0.018693 0.019403 5.52 6.80 Forney Independent SD,TX 3464243D4 02/18/14 08/15/48 7.382 0.000 7.7003 0.015790 0.016388 0.017019 0.017674 5.02 6.19 Forney Independent SD,TX 3464243E2 02/18/14 08/15/49 6.615 0.000 7.8002 0.014333 0.014883 0.015463 0.016066 4.56 5.62 Forney Independent SD,TX 3464243F9 02/18/14 08/15/50 6.021 0.000 7.8502 0.013129 0.013636 0.014172 0.014728 4.18 5.15 Forney Independent SD,TX 3464243G7 02/18/14 08/15/51 5.475 0.000 7.9003 0.012015 0.012482 0.012975 0.013487 3.82 4.72 Forney Independent SD,TX 3464243H5 02/18/14 08/15/52 4.974 0.000 7.9502 0.010984 0.011414 0.011868 0.012339 3.50 4.32 Forney Independent SD,TX 3464243J1 02/18/14 08/15/53 4.514 0.000 8.0005 0.010032 0.010426 0.010843 0.011277 3.19 3.94 Forney Independent SD,TX 346424X90 08/27/13 08/15/38 17.946 0.000 6.9999 4.33 0.034894 0.036035 0.037296 0.038601 0.039952 13.09 14.02 Forney Independent SD,TX 346424Y24 08/27/13 08/15/39 16.544 0.000 7.0499 4.02 0.032398 0.033464 0.034644 0.035865 0.037129 12.16 13.03 Forney Independent SD,TX 346424Y32 08/27/13 08/15/40 15.436 0.000 7.0500 3.75 0.030229 0.031224 0.032324 0.033464 0.034643 11.35 12.16 Forney Independent SD,TX 346424Y40 08/27/13 08/15/41 14.210 0.000 7.0999 3.48 0.028025 0.028954 0.029981 0.031046 0.032148 10.52 11.28 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Forney Independent SD,TX 346424Y57 08/27/13 08/15/42 13.252 0.000 7.1000 3.24 0.026136 0.027002 0.027961 0.028953 0.029981 9.81 10.52 Forney Independent SD,TX 346424Y65 08/27/13 08/15/43 12.359 0.000 7.1000 3.02 0.024374 0.025182 0.026076 0.027002 0.027961 9.15 9.81 Franklin Cnty SD #47, IL 352730CG8 02/15/07 12/01/14 65.167 0.000 5.5688 299.28 0.146422 0.150499 49.05 Franklin Cnty SD #47, IL 352730CH6 02/15/07 12/01/15 61.525 0.000 5.5989 284.37 0.139266 0.143164 0.147172 0.151292 51.07 49.31 Franklin Cnty SD #47, IL 352730CJ2 02/15/07 12/01/16 57.942 0.000 5.6491 270.66 0.132770 0.136520 0.140376 0.144341 0.148418 48.70 51.49 College District #534 IL 360395FE2 07/22/10 12/01/14 106.532 VARIES 3.1773 0.089615 0.088943 29.45 College District #534 IL 360395FF9 07/22/10 12/01/15 107.053 VARIES 3.5779 0.102092 0.101434 0.100764 0.100082 36.59 33.13 College District #534 IL 360395FG7 07/22/10 12/01/16 105.839 VARIES 4.0773 0.116501 0.115988 0.115464 0.114930 0.114385 41.82 41.44 College District #534 IL 360395FH5 07/22/10 12/01/17 105.580 VARIES 4.4767 0.128291 0.127836 0.127371 0.126896 0.126409 46.08 45.74 College District #534 IL 360395FJ1 07/22/10 12/01/18 103.358 VARIES 4.9260 0.139678 0.139424 0.139163 0.138896 0.138623 50.22 50.03 College District #534 IL 360395FK8 07/22/10 12/01/19 103.249 VARIES 5.2255 0.148293 0.148067 0.147835 0.147597 0.147353 53.33 53.16 College District #534 IL 360395FL6 07/22/10 12/01/20 101.888 VARIES 5.4261 0.152670 0.152554 0.152435 0.152312 0.152186 54.93 54.85 General Cable Corp. 369300AL2 12/18/09 11/15/29 100.000 VARIES 12.5014 0.482115 0.504438 0.528155 0.553355 0.580130 179.70 197.06 GMX Resources Inc. 38011MAR9 09/19/12 03/02/18* 58.041 9.000 22.8340 60.00 0.145239 3.05* Goldman Sachs Group,Inc. 38141GFF6 12/28/07 12/28/17 100.000 0.000 5.8500 0.229670 0.236388 0.243302 0.250419 0.257743 83.93 88.91 Goldman Sachs Group,Inc. 38141GGV0 10/30/12 10/30/27 100.000 VARIES 4.6427 0.124585 0.123122 0.121625 0.120094 0.118527 44.41 43.32 Goldman Sachs Group,Inc. 38141GGX6 11/30/12 12/04/19 100.000 0.000 3.2000 0.091789 0.093258 0.094750 0.096266 0.097806 33.39 34.47 Goldman Sachs Group,Inc. 38141GHQ0 11/19/12 11/19/27 100.000 VARIES 4.0948 0.109258 0.108182 0.107084 0.105963 0.104820 39.05 38.25 Goldman Sachs Group,Inc. 38141GJY1 12/10/12 12/10/17 100.000 VARIES 1.7365 0.008453 0.008526 0.008600 0.008675 0.008750 3.06 3.11 Goldman Sachs Group,Inc. 38141GKC7 12/31/12 01/02/20 100.000 0.000 2.7999 0.078878 0.079982 0.081102 0.082237 0.083389 28.99 29.81 Goldman Sachs Group,Inc. 38141GLK8 12/28/12 12/29/14 100.000 0.000 1.2705 0.035744 0.035971 12.84 Goldman Sachs Group,Inc. 38141GLQ5 01/31/13 02/03/20 100.000 0.000 3.2298 0.091191 0.092663 0.094160 0.095680 0.097226 33.53 34.62 Goldman Sachs Group,Inc. 38141GLU6 01/11/13 01/12/15 100.000 0.000 1.1700 0.032692 0.032883 0.033076 11.87 .36 Goldman Sachs Group,Inc. 38141GMD3 01/23/13 01/23/28 100.000 VARIES 4.3420 0.118046 0.115422 0.113847 0.112237 0.110593 41.36 40.18 Goldman Sachs Group,Inc. 38141GMG6 01/25/13 01/24/20 100.000 0.000 3.1498 0.088866 0.090266 0.091688 0.093132 0.094598 32.69 33.72 Goldman Sachs Group,Inc. 38141GMR2 02/11/13 02/11/28 100.000 VARIES 4.2924 0.116427 0.113560 0.112100 0.110608 0.109085 40.79 39.67 Goldman Sachs Group,Inc. 38141GNB6 02/28/13 03/02/20 100.000 0.000 2.9677 0.083674 0.084916 0.086176 0.087454 0.088752 30.64 31.56 Goldman Sachs Group,Inc. 38141GPC2 02/28/13 02/29/28 100.000 VARIES 4.2914 0.115758 0.111066 0.111223 0.107716 0.107152 40.83 39.45 Goldman Sachs Group,Inc. 38141GPU2 03/06/13 03/06/28 100.000 VARIES 4.1925 0.113514 0.110507 0.109015 0.107491 0.105936 39.81 38.62 Goldman Sachs Group,Inc. 38141GPV0 03/28/13 03/31/20 100.000 0.000 3.1233 0.088138 0.089514 0.090912 0.092332 0.093774 32.23 33.24 Goldman Sachs Group,Inc. 38141GPW8 03/06/13 03/06/18 100.000 VARIES 1.3286 0.007968 0.007756 0.007808 0.007859 0.007912 2.81 2.83 Goldman Sachs Group,Inc. 38141GPX6 03/20/13 03/20/28 100.000 VARIES 4.0260 0.110806 0.109758 0.108689 0.107599 0.107382 39.49 38.80 Goldman Sachs Group,Inc. 38141GQL1 03/22/13 03/22/28 100.000 VARIES 4.6901 0.127937 0.125537 0.123081 0.120567 0.119659 45.14 43.52 Goldman Sachs Group,Inc. 38141GQW7 03/27/13 03/27/28 100.000 VARIES 4.6888 0.127825 0.125349 0.122814 0.120220 0.119338 45.10 43.42 Goldman Sachs Group,Inc. 38141GRR7 04/30/13 04/30/20 100.000 0.000 2.8400 0.080011 0.081148 0.082300 0.083469 0.084654 29.15 29.98 Goldman Sachs Group,Inc. 38141GSM7 04/30/13 04/30/28 100.000 VARIES 4.3924 0.119813 0.117564 0.116129 0.114662 0.113163 42.50 41.36 Goldman Sachs Group,Inc. 38141GSQ8 04/30/13 04/30/20 100.000 VARIES 1.6754 0.040425 0.039208 0.037981 0.038299 0.038620 1.42 1.38 Goldman Sachs Group,Inc. 38141GST2 05/31/13 06/03/21 100.000 0.000 3.4201 0.096656 0.098309 0.099990 0.101700 0.103439 35.19 36.40 Goldman Sachs Group,Inc. 38141GTV6 05/21/13 05/21/20 100.000 VARIES 2.7012 0.075672 0.076319 0.076600 0.076884 0.077065 27.40 27.65 Goldman Sachs Group,Inc. 38141GTW4 05/30/13 05/30/28 100.000 VARIES 4.3919 0.119493 0.116932 0.115380 0.113793 0.112172 42.43 41.15 Goldman Sachs Group,Inc. 38141GTZ7 05/23/13 05/23/28 100.000 VARIES 4.4916 0.121955 0.119080 0.117455 0.115793 0.114094 43.22 41.86 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38141GUF9 06/06/13 06/06/28 100.000 VARIES 4.4920 0.121811 0.118776 0.117372 0.115936 0.114468 43.19 41.92 Goldman Sachs Group,Inc. 3814262A2 11/04/09 11/06/14 100.000 0.000 3.0642 0.096146 0.097619 29.59 Goldman Sachs Group,Inc. 3814262B0 11/30/09 11/30/14 100.000 0.000 2.9158 0.090940 0.092266 30.16 Goldman Sachs Group,Inc. 3814262C8 12/04/09 12/08/14 100.000 0.000 2.9817 0.093266 0.094656 31.68 Goldman Sachs Group,Inc. 3814262D6 12/31/09 12/31/14 100.000 0.000 2.8111 0.087313 0.088540 31.57 Goldman Sachs Group,Inc. 3814262E4 12/29/09 06/26/15 100.000 0.000 2.9758 0.093007 0.094391 0.095795 33.75 16.76 Goldman Sachs Group,Inc. 3814262F1 02/03/10 02/05/15 100.000 0.000 2.7204 0.083076 0.084206 0.085351 30.44 2.90 Goldman Sachs Group,Inc. 3814262H7 01/29/10 07/30/15 100.000 0.000 2.8531 0.087521 0.088770 0.090036 0.091321 32.11 19.05 Goldman Sachs Group,Inc. 3814262J3 02/26/10 08/27/15 100.000 0.000 2.8595 0.087739 0.088994 0.090266 0.091557 32.13 21.54 Goldman Sachs Group,Inc. 3814262K0 03/03/10 03/05/15 100.000 0.000 2.5727 0.078167 0.079172 0.080191 28.56 5.13 Goldman Sachs Group,Inc. 3814262L8 03/31/10 10/01/15 100.000 0.000 2.4854 0.075281 0.076217 0.077164 0.078123 27.44 21.01 Goldman Sachs Group,Inc. 3814262M6 05/05/10 05/07/15 100.000 0.000 2.6855 0.081912 0.083012 0.084127 29.81 10.60 Goldman Sachs Group,Inc. 3814262N4 03/31/10 03/31/15 100.000 0.000 2.7100 0.082716 0.083837 0.084973 30.18 7.56 Goldman Sachs Group,Inc. 381426Y58 06/03/09 06/05/14 100.000 0.000 3.4499 0.111800 17.22 Goldman Sachs Group,Inc. 381426Z40 07/06/09 07/08/14 100.000 0.000 3.4489 0.109867 0.111762 20.89 Goldman Sachs Group,Inc. 381426Z65 08/05/09 08/07/14 100.000 0.000 3.2499 0.102719 0.104388 22.49 Goldman Sachs Group,Inc. 381426Z73 09/09/09 09/09/14 100.000 0.000 3.0499 0.095626 0.097084 23.98 Goldman Sachs Group,Inc. 381426Z81 10/05/09 10/07/14 100.000 0.000 3.1498 0.099164 0.100726 27.65 Goldman Sachs Group,Inc. 381426Z99 09/30/09 09/30/14 100.000 0.000 3.0503 0.095638 0.097097 25.99 Goldman Sachs Group,Inc. 38143ADL6 12/30/11 12/31/15 100.000 0.000 1.7748 0.050795 0.050410 0.051700 0.051309 18.47 18.75 Goldman Sachs Group,Inc. 38143ADM4 12/30/11 12/30/16 100.000 0.000 2.0503 0.058675 0.058952 0.059884 0.060167 0.060784 21.47 21.91 Goldman Sachs Group,Inc. 38143AFY6 01/31/12 01/29/16 100.000 0.000 1.4011 0.038878 0.039800 0.039425 0.040359 0.039979 14.44 14.65 Goldman Sachs Group,Inc. 38143AGB5 01/31/12 01/31/19 100.000 0.000 2.2999 0.064679 0.066507 0.066175 0.068045 0.067706 24.17 24.73 Goldman Sachs Group,Inc. 38143AJG1 02/29/12 02/28/19 100.000 0.000 2.2001 0.062805 0.062460 0.064194 0.063842 0.065254 23.03 23.50 Goldman Sachs Group,Inc. 38143ALM5 03/30/12 04/01/19 100.000 0.000 2.2483 0.063882 0.064247 0.065326 0.065699 0.066438 23.52 24.01 Goldman Sachs Group,Inc. 38143APY5 04/30/12 04/30/19 100.000 0.000 2.2498 0.064272 0.063935 0.065726 0.065382 0.066844 23.49 24.00 Goldman Sachs Group,Inc. 38143ARV9 05/31/12 05/31/19 100.000 0.000 2.2497 0.063915 0.064281 0.065361 0.065735 0.066475 23.44 23.96 Goldman Sachs Group,Inc. 38143AUA1 06/29/12 07/01/19 100.000 0.000 2.1501 0.061340 0.060988 0.062666 0.062307 22.32 22.81 Goldman Sachs Group,Inc. 38143AWH4 07/31/12 07/31/19 100.000 0.000 2.1499 0.059686 0.061328 0.060976 0.062653 0.062294 22.28 22.76 Goldman Sachs Group,Inc. 38143AXC4 08/30/12 08/31/17 100.000 0.000 1.6987 0.047730 0.047351 0.048545 0.048159 0.049101 17.45 17.72 Goldman Sachs Group,Inc. 38143AYM1 08/31/12 09/03/19 100.000 0.000 2.1004 0.059259 0.058905 0.060510 0.060148 0.061448 21.71 22.13 Goldman Sachs Group,Inc. 38143AYN9 08/30/12 08/30/19 100.000 0.250 2.0903 0.058489 0.058706 0.059573 0.059796 0.060349 21.52 21.88 Goldman Sachs Group,Inc. 38143AYS8 08/23/12 08/23/17 100.000 0.000 1.7918 0.049567 0.050840 0.050459 0.051755 0.051367 18.44 18.77 Goldman Sachs Group,Inc. 38143DAA7 09/03/09 09/09/14 100.000 0.000 3.1999 0.100978 0.102594 25.33 Goldman Sachs Group,Inc. 38143U2A8 04/30/12 01/31/18 100.000 0.000 4.2501 0.124439 0.127084 0.129784 0.132542 0.135359 46.08 48.06 Goldman Sachs Group,Inc. 38143U2S9 05/31/12 09/01/16 100.000 0.000 4.2500 0.124451 0.127096 0.129796 0.132555 0.135371 45.92 47.89 Goldman Sachs Group,Inc. 38143U3A7 05/31/12 06/02/17 100.000 0.000 4.6997 0.140007 0.143297 0.146664 0.150111 0.153638 51.19 53.62 Goldman Sachs Group,Inc. 38143U3T6 05/14/12 05/14/17 100.000 VARIES 2.9895 0.013007 0.013202 0.013399 0.013599 0.013802 4.74 4.88 Goldman Sachs Group,Inc. 38143U3U3 05/18/12 05/19/14 100.000 0.000 2.5000 0.072089 9.95 Goldman Sachs Group,Inc. 38143U4D0 07/31/12 02/01/18 100.000 0.000 3.8502 0.111119 0.113259 0.115439 0.117661 0.119926 41.04 42.63 Goldman Sachs Group,Inc. 38143U4K4 07/05/12 07/07/14 100.000 0.000 2.7803 0.079406 0.080510 14.97 Goldman Sachs Group,Inc. 38143U4T5 07/19/12 07/21/14 100.000 0.000 2.5599 0.072952 0.073886 14.76 Goldman Sachs Group,Inc. 38143U5B3 08/03/12 08/04/14 100.000 0.000 2.2596 0.064198 0.064923 13.80 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38143U5C1 08/03/12 08/04/14 100.000 0.000 2.2596 0.064198 0.064923 13.80 Goldman Sachs Group,Inc. 38143U5H0 08/31/12 09/04/18 100.000 0.000 3.4598 0.099499 0.101221 0.102972 0.104753 0.106565 36.54 37.81 Goldman Sachs Group,Inc. 38143U5X5 08/20/12 08/20/24* 100.000 VARIES 4.6554 0.127439 0.126467 10.04* Goldman Sachs Group,Inc. 38143U6D8 08/17/12 08/18/14 100.000 0.000 2.0803 0.058998 0.059612 13.50 Goldman Sachs Group,Inc. 38143U6M8 08/31/12 08/31/18 100.000 0.000 3.5002 0.100107 0.100198 0.103642 0.103736 0.106712 36.99 38.22 Goldman Sachs Group,Inc. 38143U6V8 09/28/12 12/31/18 100.000 0.000 3.1501 0.090506 0.090433 0.093380 0.093304 0.095815 33.02 34.07 Goldman Sachs Group,Inc. 38143U7M7 11/02/12 11/01/19 100.000 0.000 3.0101 0.086145 0.087442 0.088758 0.090094 0.091450 31.40 32.35 Goldman Sachs Group,Inc. 38143UB91 09/01/11 09/01/16 100.000 VARIES 2.6249 0.007859 0.007963 0.008067 0.008173 0.008280 2.87 2.95 Goldman Sachs Group,Inc. 38143UBN0 03/16/07 03/16/14 100.000 0.000 5.7599 0.231431 17.36 Goldman Sachs Group,Inc. 38143UC58 09/30/11 09/30/16 100.000 0.000 4.3397 0.131358 0.134208 0.137120 0.140096 0.143135 48.33 50.45 Goldman Sachs Group,Inc. 38143UCG4 10/09/07 10/13/15 100.000 0.000 5.8199 0.228240 0.234882 0.241717 0.248751 84.41 69.43 Goldman Sachs Group,Inc. 38143UCK5 01/31/08 01/31/15 100.000 1.000 5.2500 0.184769 0.188890 0.193119 68.52 5.60 Goldman Sachs Group,Inc. 38143UCN9 04/11/08 09/11/15 100.000 3.000 5.7277 0.186222 0.189168 0.192199 0.195317 68.23 48.61 Goldman Sachs Group,Inc. 38143UCP4 05/07/08 05/07/15 100.000 1.000 4.0000 0.131393 0.133465 0.135579 47.90 17.08 Goldman Sachs Group,Inc. 38143UD99 09/20/11 09/20/16 100.000 VARIES 2.6408 0.007623 0.007723 0.007825 0.007929 0.008033 2.78 2.86 Goldman Sachs Group,Inc. 38143UDW8 07/10/09 07/10/14 100.000 1.000 4.6174 0.148394 0.151178 28.55 Goldman Sachs Group,Inc. 38143UEY3 10/30/09 10/30/14 100.000 1.000 3.9877 0.124971 0.127463 37.81 Goldman Sachs Group,Inc. 38143UEZ0 10/29/09 10/29/16 100.000 1.000 4.6747 0.150577 0.153447 0.156384 0.159390 0.162466 55.08 57.22 Goldman Sachs Group,Inc. 38143UF63 10/31/11 05/01/17 100.000 0.000 3.8999 0.117046 0.119329 0.121656 0.124028 0.126446 42.82 44.51 Goldman Sachs Group,Inc. 38143UFM8 11/30/09 11/30/15 100.000 1.000 3.9589 0.123926 0.125829 0.127770 0.130299 45.08 42.49 Goldman Sachs Group,Inc. 38143UH20 12/05/11 12/05/14 100.000 VARIES 3.3850 0.009433 0.009592 3.18 Goldman Sachs Group,Inc. 38143UH53 12/30/11 07/03/17 100.000 0.000 4.7823 0.142659 0.146070 0.149563 0.153139 0.156801 53.20 55.77 Goldman Sachs Group,Inc. 38143UHS3 04/15/10 04/15/15 100.000 1.000 3.9405 0.121412 0.123257 0.125138 44.32 13.01 Goldman Sachs Group,Inc. 38143UHT1 04/20/10 04/20/15 100.000 0.000 3.9150 0.124559 0.126997 0.129483 45.63 14.11 Goldman Sachs Group,Inc. 38143UJE2 05/26/10 05/26/16 100.000 0.000 5.1358 0.170368 0.174743 0.179230 0.183832 0.188553 62.43 65.68 Goldman Sachs Group,Inc. 38143UJL6 05/21/10 05/21/15 100.000 0.000 2.4439 0.073911 0.074815 0.075729 26.84 10.60 Goldman Sachs Group,Inc. 38143UJX0 06/24/10 06/24/16 100.000 0.000 4.3999 0.142330 0.145461 0.148661 0.151932 0.155274 51.85 54.15 Goldman Sachs Group,Inc. 38143UK91 01/26/12 01/28/14 100.000 VARIES 2.9996 0.085875 2.32 Goldman Sachs Group,Inc. 38143UKX8 08/31/10 08/31/17 100.000 0.000 4.4059 0.138712 0.139457 0.144891 0.145669 0.150514 51.53 53.72 Goldman Sachs Group,Inc. 38143UL25 01/31/12 07/31/17 100.000 0.000 4.0496 0.119464 0.121883 0.124351 0.126869 0.129438 44.18 45.99 Goldman Sachs Group,Inc. 38143ULK5 07/28/10 07/28/17 100.000 VARIES 2.6534 0.016036 0.016248 0.016464 0.016682 0.016904 5.88 6.03 Goldman Sachs Group,Inc. 38143ULL3 07/29/10 07/29/15 100.000 0.000 3.7102 0.115079 0.117214 0.119388 0.121603 42.47 25.23 Goldman Sachs Group,Inc. 38143ULM1 07/28/10 07/28/17 100.000 VARIES 2.6469 0.015876 0.016086 0.016299 0.016515 0.016733 5.82 5.97 Goldman Sachs Group,Inc. 38143ULN9 08/06/10 08/06/20 100.000 VARIES 2.8170 0.018842 0.019107 0.019376 0.019649 0.019926 6.91 7.10 Goldman Sachs Group,Inc. 38143ULQ2 08/20/10 08/20/15 100.000 VARIES 1.9250 0.007086 0.007155 0.007223 0.007293 2.58 1.67 Goldman Sachs Group,Inc. 38143ULV1 08/26/10 08/26/20 100.000 VARIES 2.6793 0.020827 0.021106 0.021389 0.021675 0.021966 7.62 7.82 Goldman Sachs Group,Inc. 38143UM65 01/20/12 03/28/16 99.500 0.000 4.2189 0.125133 0.127773 0.130468 0.133220 0.136031 46.02 47.98 Goldman Sachs Group,Inc. 38143UMA6 08/20/10 08/20/20 100.000 VARIES 2.6781 0.013053 0.013228 0.013405 0.013585 0.013767 4.78 4.91 Goldman Sachs Group,Inc. 38143UMC2 08/26/10 08/26/15 100.000 VARIES 1.8192 0.007229 0.007295 0.007361 0.007428 2.63 1.74 Goldman Sachs Group,Inc. 38143UME8 09/08/10 09/08/17 100.000 VARIES 2.3458 0.013811 0.013973 0.014137 0.014303 0.014471 5.04 5.16 Goldman Sachs Group,Inc. 38143UMH1 09/08/10 09/08/20 100.000 VARIES 2.6543 0.022134 0.022427 0.022725 0.023027 0.023332 8.09 8.30 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38143UMJ7 09/10/10 09/10/20 100.000 VARIES 2.6625 0.014186 0.014374 0.014566 0.014760 0.014956 5.18 5.32 Goldman Sachs Group,Inc. 38143UMQ1 09/29/10 09/28/17 100.000 0.000 4.0718 0.127631 0.130229 0.132881 0.135586 0.138347 46.90 48.83 Goldman Sachs Group,Inc. 38143UMU2 09/21/10 09/21/20 100.000 VARIES 2.7708 0.018944 0.019207 0.019473 0.019742 0.020016 6.92 7.11 Goldman Sachs Group,Inc. 38143UMW8 09/21/10 09/21/17 100.000 VARIES 2.3116 0.018235 0.018446 0.018659 0.018875 0.019093 6.64 6.80 Goldman Sachs Group,Inc. 38143UNC1 10/12/10 10/12/15 100.000 0.000 3.1999 0.097768 0.099332 0.100921 0.102536 35.73 28.65 Goldman Sachs Group,Inc. 38143UNH0 10/29/10 10/31/17 100.000 2.000 3.7647 0.110390 0.111422 0.112474 0.113545 0.114637 40.05 40.82 Goldman Sachs Group,Inc. 38143UNT4 10/29/10 10/29/20 100.000 VARIES 2.0301 0.017895 0.018077 0.018260 0.018445 0.018633 6.50 6.63 Goldman Sachs Group,Inc. 38143UNU1 10/29/10 10/29/20 100.000 VARIES 2.3763 0.022091 0.022353 0.022619 0.022888 0.023160 8.03 8.22 Goldman Sachs Group,Inc. 38143UNV9 11/05/10 11/05/15 100.000 VARIES 1.6723 0.010317 0.010403 0.010490 0.010578 3.74 3.20 Goldman Sachs Group,Inc. 38143UNX5 11/05/10 11/05/15 100.000 VARIES 1.6984 0.013698 0.013814 0.013932 0.014050 4.97 4.26 Goldman Sachs Group,Inc. 38143UNY3 11/01/10 11/01/17 100.000 VARIES 1.9534 0.004241 0.004283 0.004325 0.004367 0.004409 1.54 1.57 Goldman Sachs Group,Inc. 38143UP54 02/29/12 08/31/17 100.000 0.000 4.3504 0.128191 0.128844 0.133829 0.134510 0.138946 47.60 49.60 Goldman Sachs Group,Inc. 38143UPF2 11/15/10 11/15/17 100.000 VARIES 2.1778 0.012532 0.012668 0.012806 0.012946 0.013087 4.55 4.65 Goldman Sachs Group,Inc. 38143UPG0 11/29/10 11/29/16 100.000 0.000 3.4000 0.104498 0.106274 0.108081 0.109918 0.111787 38.05 39.36 Goldman Sachs Group,Inc. 38143UPQ8 11/18/10 11/18/15 100.000 VARIES 1.6239 0.009100 0.009174 0.009248 0.009323 3.30 2.95 Goldman Sachs Group,Inc. 38143UPS4 11/18/10 11/18/15 100.000 VARIES 1.6239 0.009100 0.009174 0.009248 0.009323 3.30 2.95 Goldman Sachs Group,Inc. 38143UQC8 11/30/10 11/30/17 100.000 VARIES 2.2520 0.011889 0.012023 0.012158 0.012295 0.012433 4.31 4.41 Goldman Sachs Group,Inc. 38143UQG9 12/06/10 12/06/15 100.000 VARIES 1.5366 0.006376 0.006425 0.006475 0.006524 2.31 2.18 Goldman Sachs Group,Inc. 38143UQJ3 12/28/10 12/28/16 100.000 0.000 3.5998 0.111293 0.113296 0.115335 0.117411 0.119525 40.44 41.91 Goldman Sachs Group,Inc. 38143UQP9 12/22/10 12/22/20 100.000 VARIES 2.3885 0.022031 0.022294 0.022561 0.022830 0.023103 7.98 8.18 Goldman Sachs Group,Inc. 38143UQQ7 01/31/11 01/31/17 100.000 0.000 3.6501 0.110991 0.113017 0.115079 0.117180 0.119318 40.94 42.45 Goldman Sachs Group,Inc. 38143UQS3 01/31/11 01/31/26 100.000 VARIES 5.2484 0.139062 0.137609 0.136117 0.134587 0.134969 49.36 48.55 Goldman Sachs Group,Inc. 38143UQZ7 01/31/11 01/31/18 100.000 VARIES 1.9815 0.017223 0.017393 0.017566 0.017740 0.017916 6.28 6.41 Goldman Sachs Group,Inc. 38143URA1 01/31/11 01/31/16 100.000 VARIES 1.6251 0.008567 0.008637 0.008707 0.008777 0.008849 3.12 3.17 Goldman Sachs Group,Inc. 38143URD5 02/28/11 02/28/17 100.000 0.000 4.0298 0.122998 0.123431 0.128005 0.128455 0.132483 45.59 47.36 Goldman Sachs Group,Inc. 38143URJ2 02/28/11 02/28/17* 100.000 0.000 4.1552 0.127214 7.38* Goldman Sachs Group,Inc. 38143URW3 03/31/11 03/31/17* 100.000 0.000 3.9998 0.122670 10.92* Goldman Sachs Group,Inc. 38143URX1 03/31/11 03/31/17 100.000 0.000 3.9998 0.122670 0.125124 0.127626 0.130178 0.132782 45.05 46.87 Goldman Sachs Group,Inc. 38143US77 03/30/12 01/03/18 100.000 0.000 4.1997 0.122931 0.125512 0.128148 0.130839 0.133586 45.65 47.59 Goldman Sachs Group,Inc. 38143USM4 03/18/11 03/18/21 100.000 VARIES 5.2913 0.151100 0.151271 0.151507 0.151749 0.151831 54.47 54.62 Goldman Sachs Group,Inc. 38143UST9 03/18/11 03/18/16 100.000 1.000 3.6798 0.109323 0.110823 0.112351 0.113907 0.116003 39.94 41.10 Goldman Sachs Group,Inc. 38143USV4 03/23/11 03/23/16 100.000 VARIES 1.6343 0.008704 0.008776 0.008847 0.008920 0.008992 3.16 3.21 Goldman Sachs Group,Inc. 38143UTC5 03/25/11 03/28/16 100.000 0.000 3.6702 0.111690 0.113740 0.115827 0.117952 0.120117 40.96 42.48 Goldman Sachs Group,Inc. 38143UTJ0 04/29/11 05/01/17 100.000 0.000 3.7497 0.114322 0.116465 0.118649 0.120873 0.123139 41.80 43.38 Goldman Sachs Group,Inc. 38143UTM3 04/29/11 04/29/17 100.000 0.000 3.7501 0.114312 0.116455 0.118639 0.120863 0.123130 41.81 43.39 Goldman Sachs Group,Inc. 38143UTN1 04/13/11 04/13/21 100.000 VARIES 5.2207 0.148709 0.148713 0.148684 0.148654 0.148594 53.53 53.51 Goldman Sachs Group,Inc. 38143UTY7 04/27/11 04/27/16 100.000 VARIES 1.6045 0.008877 0.008948 0.009020 0.009092 0.009165 3.22 3.27 Goldman Sachs Group,Inc. 38143UU90 05/25/12 05/27/14 100.000 0.000 2.8400 0.082313 12.02 Goldman Sachs Group,Inc. 38143UUA7 04/29/11 04/29/21 100.000 VARIES 2.1672 0.015201 0.015365 0.015532 0.015700 0.015870 5.52 5.64 Goldman Sachs Group,Inc. 38143UUF6 05/11/11 05/11/16 100.000 0.000 3.3748 0.101927 0.103647 0.105396 0.107174 0.108983 37.18 38.44 Goldman Sachs Group,Inc. 38143UUJ8 05/31/11 05/31/17 100.000 0.000 3.9998 0.122670 0.125124 0.127626 0.130178 0.132782 44.76 46.56 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38143UUY5 07/20/11 07/20/21 100.000 0.000 5.1298 0.157688 0.161732 0.165880 0.170135 0.174499 58.81 61.87 Goldman Sachs Group,Inc. 38143UVG3 06/07/11 06/07/21 100.000 VARIES 2.2754 0.015740 0.015919 0.016100 0.016284 0.016469 5.71 5.84 Goldman Sachs Group,Inc. 38143UVH1 06/30/11 06/30/17 100.000 0.000 3.7799 0.115302 0.117481 0.119701 0.121964 0.124269 41.91 43.50 Goldman Sachs Group,Inc. 38143UVK4 06/16/11 06/16/26* 100.000 VARIES 5.4946 0.144544 23.85* Goldman Sachs Group,Inc. 38143UVS7 06/13/11 06/13/16 100.000 0.000 3.6198 0.109987 0.111978 0.114005 0.116068 0.118169 40.03 41.49 Goldman Sachs Group,Inc. 38143UVT5 06/13/11 06/13/17 100.000 0.000 4.0901 0.125716 0.128287 0.130911 0.133588 0.136320 45.81 47.71 Goldman Sachs Group,Inc. 38143UVV0 06/17/11 06/17/16 100.000 VARIES 2.0754 0.012542 0.012672 0.012804 0.012937 0.013071 4.54 4.64 Goldman Sachs Group,Inc. 38143UW23 06/29/12 06/30/17 100.000 0.000 4.0999 0.121050 0.123532 0.126064 0.128648 0.131285 44.03 45.85 Goldman Sachs Group,Inc. 38143UWD9 06/30/11 06/30/26* 100.000 VARIES 5.6453 0.150159 26.88* Goldman Sachs Group,Inc. 38143UWL1 07/29/11 07/29/26* 100.000 VARIES 5.3945 0.143280 0.141525 29.49* Goldman Sachs Group,Inc. 38143UWM9 08/04/11 07/31/17 100.000 0.000 3.7994 0.111272 0.115265 0.115539 0.119686 0.119971 41.99 43.60 Goldman Sachs Group,Inc. 38143UXG1 08/31/11 01/31/17 100.000 0.000 3.7498 0.111851 0.113948 0.116085 0.118261 0.120479 41.28 42.85 Goldman Sachs Group,Inc. 38143UY47 06/18/12 06/18/17 100.000 VARIES 3.6370 0.010267 0.010453 0.010644 0.010837 0.011034 3.73 3.87 Goldman Sachs Group,Inc. 38143UZA2 11/04/11 11/04/14 100.000 VARIES 2.8486 0.011358 0.011520 3.47 Goldman Sachs Group,Inc. 38143UZJ3 11/30/11 06/02/17 100.000 0.000 5.4499 0.168625 0.173220 0.177941 0.182789 0.187770 61.80 65.22 Goldman Sachs Group,Inc. 38143UZL8 11/14/11 11/14/14 100.000 VARIES 3.0057 0.015792 0.016029 4.99 Goldman Sachs Group,Inc. 38146R386 10/17/11 10/20/14 100.000 0.000 4.3497 0.131734 0.134599 38.59 Goldman Sachs Group,Inc. 381470JN4 08/30/13 09/02/20 100.000 0.000 3.8497 0.106961 0.109020 0.111119 0.113257 0.115438 39.37 40.90 Goldman Sachs Group,Inc. 38147Q2D7 04/30/14 05/03/21 100.000 0.000 3.0001 0.083338 0.083360 0.084610 0.085879 0.087168 20.16 30.84 Goldman Sachs Group,Inc. 38147Q2G0 04/30/14 11/02/21 100.000 0.000 3.1299 0.086943 0.086958 0.088319 0.089701 0.091105 21.04 32.21 Goldman Sachs Group,Inc. 38147Q2H8 04/14/14 04/14/29 100.000 VARIES 4.5254 0.125708 0.122769 0.119764 0.116691 32.08 43.19 Goldman Sachs Group,Inc. 38147Q2Z8 04/21/14 04/21/29 100.000 VARIES 4.5486 0.126351 0.124807 0.123227 0.121612 31.48 44.42 Goldman Sachs Group,Inc. 38147Q4M5 05/30/14 12/02/21 100.000 0.000 2.9999 0.083333 0.083347 0.084597 0.085866 0.087154 17.62 30.76 Goldman Sachs Group,Inc. 38147Q5E2 12/13/13 12/13/28 100.000 VARIES 4.9490 0.137474 0.134237 0.130921 0.127522 0.124038 48.79 46.40 Goldman Sachs Group,Inc. 38147Q5K8 05/30/14 09/02/20 100.000 0.000 2.5499 0.070831 0.071293 0.072202 0.073122 15.00 26.05 Goldman Sachs Group,Inc. 38147Q5M4 05/21/14 05/21/29 100.000 VARIES 4.4103 0.122508 0.120028 0.117492 0.114901 26.85 42.55 Goldman Sachs Group,Inc. 38147Q5P7 05/16/14 05/16/17 100.000 0.000 1.5599 0.043331 0.043669 0.044010 0.044353 9.76 15.81 Goldman Sachs Group,Inc. 38147Q6D3 05/23/14 05/23/17 100.000 0.000 1.4896 0.041379 0.041687 0.041998 0.042311 9.03 15.09 Goldman Sachs Group,Inc. 38147Q6K7 05/23/14 11/23/15 100.000 0.000 0.7756 0.021546 0.021630 0.021713 4.70 6.98 Goldman Sachs Group,Inc. 38147Q6M3 05/28/14 05/28/19 100.000 0.000 2.3798 0.066107 0.066893 0.067689 0.068495 14.11 24.28 Goldman Sachs Group,Inc. 38147Q6R2 06/02/14 06/02/17 100.000 0.000 1.6956 0.047101 0.047501 0.047903 0.048310 9.86 17.20 Goldman Sachs Group,Inc. 38147Q7D2 06/30/14 12/30/21 100.000 0.000 3.0000 0.083336 0.084586 0.085855 0.087142 15.09 30.68 Goldman Sachs Group,Inc. 38147QA89 06/26/14 06/26/29 100.000 VARIES 4.3665 0.121293 0.119295 0.117254 0.115169 22.43 42.56 Goldman Sachs Group,Inc. 38147QAH9 06/12/14 06/12/29 100.000 VARIES 4.2455 0.117931 0.116959 0.115965 0.114951 23.45 41.89 Goldman Sachs Group,Inc. 38147QAK2 01/10/14 01/10/29 100.000 VARIES 4.9699 0.138053 0.134937 0.131744 0.128471 47.92 46.90 Goldman Sachs Group,Inc. 38147QAS5 06/28/13 12/31/20 100.000 0.000 N/A 0.113067 0.115323 0.117624 0.119970 0.122364 41.11 42.77 Goldman Sachs Group,Inc. 38147QB39 06/18/14 06/17/21 100.000 0.000 3.2499 0.090277 0.091736 0.093227 0.094741 17.44 33.34 Goldman Sachs Group,Inc. 38147QB54 06/27/14 06/27/29 100.000 VARIES 4.0950 0.113752 0.112818 0.111865 0.110893 20.93 40.44 Goldman Sachs Group,Inc. 38147QB96 06/27/14 06/27/17 100.000 0.000 1.6003 0.044453 0.044809 0.045167 0.045529 8.18 16.20 Goldman Sachs Group,Inc. 38147QBB1 01/31/14 02/03/21 100.000 0.000 3.2501 0.090283 0.090308 0.091775 0.093267 0.094782 30.11 33.75 Goldman Sachs Group,Inc. 38147QBC9 06/30/14 06/30/29 100.000 VARIES 4.3156 0.119881 0.117619 0.115309 0.112950 21.70 41.92 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38147QC20 10/25/13 10/25/28 100.000 VARIES 4.8589 0.134972 0.132179 0.129319 0.126389 0.123388 47.71 45.64 Goldman Sachs Group,Inc. 38147QC46 07/31/14 08/03/21 100.000 0.000 3.1496 0.087491 0.087515 0.088893 0.090293 13.21 32.16 Goldman Sachs Group,Inc. 38147QCN4 06/19/13 06/19/28 100.000 VARIES 4.6926 0.127544 0.124670 0.123380 0.122059 0.120708 45.35 44.15 Goldman Sachs Group,Inc. 38147QDF0 01/23/14 01/23/29 100.000 VARIES 4.9793 0.138316 0.135299 0.132206 0.129037 46.27 47.16 Goldman Sachs Group,Inc. 38147QDL7 08/18/14 08/18/29 100.000 VARIES 4.3046 0.119575 0.117198 0.114770 15.90 41.98 Goldman Sachs Group,Inc. 38147QDV5 08/29/14 09/01/21 100.000 0.000 3.0001 0.083336 0.083350 0.084600 0.085870 10.17 30.53 Goldman Sachs Group,Inc. 38147QED4 08/15/14 08/31/15 100.000 0.000 0.6600 0.017935 0.018238 0.018000 2.53 4.37 Goldman Sachs Group,Inc. 38147QES1 07/31/13 08/03/20 100.000 0.000 3.9197 0.108918 0.111052 0.113229 0.115448 0.117711 40.23 41.83 Goldman Sachs Group,Inc. 38147QEX0 01/24/14 01/24/29 100.000 VARIES 4.8384 0.134401 0.131212 0.127947 0.124602 44.79 45.61 Goldman Sachs Group,Inc. 38147QFG6 09/15/14 09/15/29 100.000 VARIES 4.2975 0.119376 0.117606 0.115798 12.65 42.28 Goldman Sachs Group,Inc. 38147QFL5 09/30/14 09/30/21 100.000 0.000 3.0001 0.083338 0.084588 0.085857 7.58 30.46 Goldman Sachs Group,Inc. 38147QFR2 06/04/14 06/04/29 100.000 VARIES 3.8461 0.106839 0.105982 0.105108 0.104217 22.09 37.95 Goldman Sachs Group,Inc. 38147QGA8 07/22/13 07/22/28 100.000 VARIES 4.9006 0.136131 0.133340 0.130482 0.128864 0.127207 47.61 46.16 Goldman Sachs Group,Inc. 38147QGP5 02/05/14 02/05/29 100.000 VARIES 4.7103 0.130843 0.128071 0.125234 0.122331 42.25 44.76 Goldman Sachs Group,Inc. 38147QGV2 09/23/14 12/19/19 100.000 0.000 2.8658 0.079608 0.080153 0.081302 0.082467 7.81 29.09 Goldman Sachs Group,Inc. 38147QH58 10/10/14 02/10/22 100.000 0.000 3.4943 0.097067 0.098197 0.099913 7.86 35.55 Goldman Sachs Group,Inc. 38147QH74 10/10/14 02/10/22 100.000 0.000 3.4943 0.097067 0.098197 0.099913 7.86 35.55 Goldman Sachs Group,Inc. 38147QHH2 10/08/14 02/06/20 100.000 0.000 2.7915 0.077543 0.078253 0.079345 6.44 28.30 Goldman Sachs Group,Inc. 38147QHL3 09/30/14 09/30/29 100.000 VARIES 4.2677 0.118548 0.116876 0.115168 10.79 42.07 Goldman Sachs Group,Inc. 38147QHS8 08/02/13 08/02/28 100.000 VARIES 4.8903 0.135842 0.133051 0.130192 0.128515 0.126797 47.56 46.06 Goldman Sachs Group,Inc. 38147QHT6 02/28/14 03/03/21 100.000 0.000 3.0000 0.083335 0.083356 0.084607 0.085876 0.087164 25.24 30.99 Goldman Sachs Group,Inc. 38147QHU3 10/30/14 11/01/21 100.000 2.000 3.0160 0.083779 0.083782 0.084208 0.084640 5.11 30.29 Goldman Sachs Group,Inc. 38147QHX7 02/28/14 08/31/21 100.000 0.000 3.1499 0.085598 0.088387 0.088315 0.090692 26.62 32.53 Goldman Sachs Group,Inc. 38147QHY5 10/30/14 11/01/21 100.000 0.000 3.0011 0.083366 0.083374 0.084625 0.085895 5.09 30.39 Goldman Sachs Group,Inc. 38147QJU1 10/16/14 10/16/29 100.000 VARIES 3.7998 0.105551 0.103586 0.101583 7.92 37.35 Goldman Sachs Group,Inc. 38147QJW7 08/12/13 08/10/18 100.000 0.000 2.6999 0.074998 0.075999 0.077025 0.078065 0.079119 27.47 28.21 Goldman Sachs Group,Inc. 38147QK21 11/13/13 11/13/28 100.000 VARIES 4.9003 0.136122 0.133250 0.130308 0.127293 0.124205 48.21 46.08 Goldman Sachs Group,Inc. 38147QLJ3 08/15/13 08/15/28 100.000 VARIES 4.8879 0.135776 0.132984 0.130124 0.127860 0.125541 47.61 45.81 Goldman Sachs Group,Inc. 38147QLX2 02/19/14 02/19/21 100.000 0.000 3.4636 0.096212 0.097878 0.099573 0.101298 30.24 35.99 Goldman Sachs Group,Inc. 38147QM60 11/29/13 12/01/20 100.000 0.000 3.0003 0.083357 0.084607 0.085876 0.087165 0.088472 30.31 31.23 Goldman Sachs Group,Inc. 38147QMB9 02/24/14 02/24/29 100.000 VARIES 4.6770 0.129917 0.127156 0.124331 0.121440 39.53 44.54 Goldman Sachs Group,Inc. 38147QME3 08/12/13 08/12/20 100.000 0.000 3.9699 0.110276 0.112465 0.114698 0.116974 0.119296 40.71 42.34 Goldman Sachs Group,Inc. 38147QMF0 02/13/14 02/16/21 100.000 0.000 3.4814 0.096707 0.096735 0.098419 0.100132 0.101875 30.99 36.21 Goldman Sachs Group,Inc. 38147QMJ2 08/15/13 08/15/28 100.000 VARIES 4.8903 0.135844 0.133053 0.130193 0.128566 0.126899 47.63 46.13 Goldman Sachs Group,Inc. 38147QPN0 08/30/13 08/30/23 100.000 VARIES 4.5507 0.125020 0.124680 0.125717 0.125472 0.125925 45.66 45.87 Goldman Sachs Group,Inc. 38147QQ25 11/13/13 11/13/23 100.000 VARIES 4.2198 0.117219 0.115240 0.113220 0.111156 0.109050 41.65 40.19 Goldman Sachs Group,Inc. 38147QQJ8 09/05/13 09/05/28 100.000 VARIES 5.0554 0.140429 0.136957 0.133398 0.130943 0.128426 49.11 47.00 Goldman Sachs Group,Inc. 38147QRT5 03/12/14 03/12/29 100.000 VARIES 4.6443 0.129011 0.127853 0.126668 0.125456 37.16 45.55 Goldman Sachs Group,Inc. 38147QSE7 09/30/13 10/01/20 100.000 0.000 3.6699 0.101955 0.103826 0.105731 0.107671 0.109647 37.38 38.76 Goldman Sachs Group,Inc. 38147QST4 03/19/14 03/19/29 100.000 VARIES 4.6202 0.128340 0.125660 0.122919 0.120114 35.92 44.18 Goldman Sachs Group,Inc. 38147QTP1 03/31/14 09/30/21 100.000 0.000 3.1500 0.087503 0.088881 0.090281 0.091703 23.84 32.51 Goldman Sachs Group,Inc. 38147QTT3 03/31/14 04/01/21 100.000 0.000 2.9997 0.083326 0.083334 0.084584 0.085853 0.087141 22.70 30.91 Goldman Sachs Group,Inc. 38147QTX4 03/21/14 03/21/29 100.000 VARIES 4.6241 0.128448 0.124995 0.121463 0.117849 35.62 43.65 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Goldman Sachs Group,Inc. 38147QUW4 09/20/13 09/20/28 100.000 VARIES 5.0883 0.141344 0.138844 0.136281 0.134149 0.131962 49.92 48.24 Goldman Sachs Group,Inc. 38147QVJ2 09/27/13 09/27/19 100.000 0.000 3.0000 0.083334 0.084584 0.085853 0.087141 0.088448 30.46 31.38 Goldman Sachs Group,Inc. 38147QWX0 03/31/14 03/31/29 100.000 VARIES 4.5514 0.126429 0.123991 0.121499 0.118949 34.04 43.73 Goldman Sachs Group,Inc. 38147QXA9 10/31/13 11/03/20 100.000 0.000 3.3502 0.092574 0.092590 0.095701 0.095718 0.098391 33.98 35.09 Goldman Sachs Group,Inc. 38147QXF8 03/31/14 03/31/29 100.000 VARIES 4.5507 0.126409 0.123509 0.120542 0.117508 33.99 43.38 Goldman Sachs Group,Inc. 38147QXK7 03/28/14 06/30/20 100.000 0.000 2.7498 0.076386 0.076923 0.077981 0.079053 0.080140 20.95 28.27 Goldman Sachs Group,Inc. 38147QYN0 10/17/13 10/17/23 100.000 VARIES 3.9815 0.110598 0.110588 0.110578 0.111091 0.111614 39.81 39.98 Goldman Sachs Group,Inc. 38147QZ25 12/31/13 12/31/20 100.000 0.000 3.1011 0.086144 0.087480 0.088837 0.090214 0.091613 31.26 32.23 Great Plains Energy,Inc. 391164AF7 03/22/12 06/15/22 103.480 5.292 4.8564 0.137427 0.136483 0.137035 0.136085 0.135878 49.98 49.82 Griffon Corporation 398433AA0 07/18/03 07/18/23 100.000 VARIES 8.5003 0.394187 0.405367 0.416921 0.428966 0.441523 147.63 156.27 Griffon Corporation 398433AB8 07/18/03 07/18/23 100.000 VARIES 8.5003 0.394187 0.405367 0.416921 0.428966 0.441523 147.63 156.27 Grundy CNTY SD #72-C, IL 400292BC1 11/01/12 12/01/14 104.070 VARIES 1.7420 0.049349 0.048871 16.20 Grundy CNTY SD #72-C, IL 400292BD9 11/01/12 12/01/15 105.206 VARIES 1.9927 0.057252 0.056785 0.056313 0.055836 20.50 18.50 Grundy CNTY SD #72-C, IL 400292BE7 11/01/12 12/01/16 106.789 VARIES 2.2434 0.065476 0.064964 0.064446 0.063923 0.063393 23.45 23.07 Grundy CNTY SD #72-C, IL 400292BF4 11/01/12 12/01/17 107.117 VARIES 2.4939 0.073224 0.072751 0.072273 0.071789 0.071298 26.25 25.90 Grundy CNTY SD #72-C, IL 400292BG2 11/01/12 12/01/18 108.347 VARIES 2.7441 0.081555 0.081054 0.080546 0.080032 0.079510 29.24 28.87 Grundy CNTY SD #72-C, IL 400292BH0 11/01/12 12/01/19 107.921 VARIES 2.9942 0.088871 0.088434 0.087990 0.087540 0.087083 31.89 31.57 HSBC USA, Inc. 4042K03B9 07/30/10 07/30/15 100.000 2.350 2.3499 0.065278 0.065278 0.065278 0.065278 23.50 13.64 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. 4042K0UD5 01/30/09 07/31/14 100.000 0.000 2.4845 0.075455 0.077658 16.32 HSBC USA, Inc. 4042K0UX1 02/27/09 08/26/14 100.000 0.000 3.0323 0.096442 0.097904 22.93 HSBC USA, Inc. 4042K0VV4 03/31/09 09/30/14 100.000 0.000 3.3762 0.109035 0.110876 29.66 HSBC USA, Inc. 4042K0W35 04/27/10 04/22/14 100.000 0.000 2.6880 0.081954 9.10 HSBC USA, Inc. 4042K0W84 05/27/10 05/27/16 100.000 0.000 2.8554 0.087592 0.088843 0.090111 0.091398 0.092702 31.84 32.76 HSBC USA, Inc. 4042K0Y82 05/26/10 05/27/14 100.000 0.000 2.8563 0.087630 12.79 HSBC USA, Inc. 4042K14V2 09/28/12 09/28/18 100.000 0.000 2.1876 0.062104 0.062784 0.063470 0.064165 0.064867 22.61 23.10 HSBC USA, Inc. 4042K14W0 09/28/12 09/28/18 100.000 0.000 2.1876 0.062104 0.062784 0.063470 0.064165 0.064867 22.61 23.10 HSBC USA, Inc. 4042K14X8 10/02/12 10/02/14 100.000 0.000 0.9975 0.027986 0.028125 7.61 HSBC USA, Inc. 4042K15X7 10/31/12 10/31/18 100.000 0.000 2.0692 0.058675 0.059282 0.059895 0.060515 0.061141 21.31 21.75 HSBC USA, Inc. 4042K15Y5 10/31/12 10/31/18 100.000 0.000 2.2257 0.063210 0.063914 0.064625 0.065344 0.066071 22.97 23.48 HSBC USA, Inc. 4042K1AL7 11/18/10 11/19/15 100.000 2.530 2.5299 0.070278 0.070278 0.070278 0.070278 25.30 22.35 HSBC USA, Inc. 4042K1B28 03/27/12 03/27/19 100.000 0.000 3.6762 0.107852 0.109835 0.111854 0.113910 0.116003 39.56 41.03 HSBC USA, Inc. 4042K1BQ5 01/24/11 01/24/18 100.000 0.000 3.6480 0.110919 0.112942 0.115002 0.117099 0.119235 40.94 42.44 HSBC USA, Inc. 4042K1D59 04/05/12 04/05/18 100.000 0.000 3.2441 0.094573 0.096107 0.097666 0.099250 0.100860 34.59 35.72 HSBC USA, Inc. 4042K1E58 04/26/12 10/26/18 100.000 0.000 3.3063 0.096475 0.098070 0.099691 0.101339 0.103014 35.23 36.40 HSBC USA, Inc. 4042K1E66 04/26/12 04/27/17 100.000 0.000 2.7102 0.078394 0.079456 0.080533 0.081624 0.082730 28.55 29.33 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. 4042K1FE8 03/24/11 03/24/18 100.000 VARIES 3.9708 0.110491 0.110472 0.110452 0.110432 0.110411 39.77 39.76 HSBC USA, Inc. 4042K1GG2 05/04/11 05/04/18 100.000 VARIES 3.6984 0.102493 0.102518 0.102543 0.102569 0.102595 36.90 36.92 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. 4042K1HX4 06/10/11 06/10/19 100.000 VARIES 3.5773 0.099031 0.099059 0.099088 0.099117 0.099147 35.66 35.68 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ HSBC USA, Inc. 4042K1JT1 06/13/11 06/13/18 100.000 VARIES 3.3850 0.092669 0.092810 0.092953 0.093099 0.093248 33.39 33.49 HSBC USA, Inc. 4042K1K77 05/29/12 11/28/18 100.000 0.000 3.0538 0.088766 0.090122 0.091498 0.092895 0.094313 32.29 33.28 HSBC USA, Inc. 4042K1KE2 07/29/11 07/31/17 100.000 0.000 2.9725 0.087606 0.088908 0.090230 0.091571 0.092932 32.17 33.13 HSBC USA, Inc. 4042K1KG7 07/29/11 07/31/17 100.000 0.000 2.9725 0.087606 0.088908 0.090230 0.091571 0.092932 32.17 33.13 HSBC USA, Inc. 4042K1M59 05/15/12 05/15/14 100.000 0.000 1.4599 0.041448 5.55 HSBC USA, Inc. 4042K1NJ8 09/30/11 10/02/14 100.000 1.967 1.9669 0.054639 0.054639 14.81 HSBC USA, Inc. 4042K1TC7 11/30/11 11/30/21 100.000 VARIES 4.1952 0.112475 0.112691 0.112912 0.113137 0.113368 40.54 40.70 HSBC USA, Inc. 4042K1TZ6 12/20/11 12/20/21 100.000 VARIES 4.3009 0.116241 0.116412 0.116587 0.116766 0.116948 41.88 42.01 HSBC USA, Inc. 4042K1U43 06/29/12 06/29/18 100.000 0.000 2.6048 0.075222 0.076202 0.077195 0.078200 0.079218 27.26 27.98 HSBC USA, Inc. 4042K1XC2 02/29/12 03/01/18 100.000 0.000 3.1254 0.090960 0.092382 0.093826 0.095292 0.096781 33.35 34.40 HSBC USA, Inc. 4042K1XD0 02/29/12 03/01/17 100.000 0.000 2.9015 0.084166 0.085387 0.086625 0.087882 0.089157 30.81 31.72 HSBC USA, Inc. 4042K1XE8 02/07/12 02/07/17 100.000 0.000 2.7410 0.079313 0.080400 0.081502 0.082619 0.083751 29.06 29.87 HSBC USA, Inc. 4042K1XF5 02/29/12 03/01/19 100.000 0.000 3.4939 0.102240 0.104026 0.105843 0.107693 0.109574 37.56 38.88 HSBC USA, Inc. 4042K1Z30 08/30/12 08/30/18 100.000 0.000 2.4720 0.069601 0.070077 0.071332 0.071820 0.072707 25.71 26.30 HSBC USA, Inc. 4042K1Z48 08/30/12 02/28/18 100.000 0.000 2.2077 0.062344 0.062005 0.063728 0.063381 0.064785 22.86 23.33 HSBC USA, Inc. 4042K1Z63 08/08/12 08/08/19 100.000 0.000 2.6152 0.074558 0.075533 0.076520 0.077521 0.078535 27.30 28.02 HSBC USA, Inc. 4042K1ZD8 03/30/12 03/30/17 100.000 0.000 2.8298 0.081991 0.083151 0.084328 0.085521 0.086731 29.94 30.79 HSBC USA, Inc. 4042K1ZE6 04/04/12 04/04/18 100.000 0.000 3.2440 0.094568 0.096102 0.097661 0.099245 0.100855 34.59 35.72 HSBC USA, Inc. 4042K1ZK2 04/02/12 04/02/19 100.000 0.000 3.4236 0.100071 0.101784 0.103526 0.105298 0.107101 36.64 37.91 HSBC USA, Inc. 4042K1ZU0 03/20/12 09/18/15 100.000 0.000 2.0474 0.058633 0.059233 0.059839 0.060452 21.34 15.49 HSBC USA, Inc. 40432X2M2 11/27/12 11/27/18 100.000 0.000 2.0105 0.056977 0.057549 0.058128 0.058712 0.059302 20.65 21.07 HSBC USA, Inc. 40432X2N0 11/27/12 11/27/18 100.000 0.000 2.1491 0.060989 0.061644 0.062306 0.062976 0.063653 22.12 22.60 HSBC USA, Inc. 40432X3T6 11/26/12 11/25/19 100.000 0.000 2.2776 0.064714 0.065451 0.066196 0.066950 0.067712 23.48 24.02 HSBC USA, Inc. 40432X4M0 12/24/12 12/24/18 100.000 0.000 2.0972 0.059484 0.060108 0.060738 0.061375 0.062019 21.54 21.99 HSBC USA, Inc. 40432X4N8 12/26/12 12/26/18 100.000 0.000 2.0970 0.059480 0.060104 0.060734 0.061371 0.062014 21.53 21.99 HSBC USA, Inc. 40432X5F4 12/21/12 12/21/22 100.000 VARIES 1.3475 0.011012 0.010716 0.010417 0.010487 0.010558 3.91 3.76 HSBC USA, Inc. 40432X5K3 12/20/12 01/21/14 100.000 0.000 0.5120 0.014266 .29 HSBC USA, Inc. 40432X5M9 01/29/13 01/29/19 100.000 0.000 2.1341 0.059915 0.060555 0.061201 0.061854 0.062514 21.88 22.35 HSBC USA, Inc. 40432X5N7 01/30/13 01/30/19 100.000 0.000 2.1341 0.059915 0.060555 0.061201 0.061854 0.062514 21.88 22.35 HSBC USA, Inc. 40432X5T4 01/15/13 01/15/43 100.000 0.000 4.5776 0.130066 0.133043 0.136089 0.139203 0.142389 48.36 50.60 HSBC USA, Inc. 40432X5Z0 01/04/13 12/24/18 100.000 0.000 2.0803 0.058963 0.059576 0.060196 0.060822 0.061455 21.35 21.79 HSBC USA, Inc. 40432X7E5 01/29/13 01/29/43 100.000 0.000 4.6460 0.132055 0.135122 0.138261 0.141473 0.144760 49.04 51.34 HSBC USA, Inc. 40432XAC5 02/26/13 02/26/19 100.000 0.000 2.2385 0.062879 0.063583 0.064294 0.065014 0.065742 22.94 23.46 HSBC USA, Inc. 40432XAD3 02/27/13 02/27/19 100.000 0.000 2.2385 0.062879 0.063583 0.064294 0.065014 0.065742 22.94 23.45 HSBC USA, Inc. 40432XAP6 05/07/13 05/07/43 100.000 0.000 4.7437 0.134896 0.138096 0.141371 0.144724 0.148157 49.49 51.86 HSBC USA, Inc. 40432XBQ3 02/28/13 08/28/18 100.000 0.000 1.9403 0.054422 0.054950 0.055483 0.056021 0.056565 19.82 20.20 HSBC USA, Inc. 40432XCD1 03/28/13 03/28/19 100.000 0.000 2.2310 0.062665 0.063364 0.064071 0.064786 0.065509 22.82 23.33 HSBC USA, Inc. 40432XGE5 06/17/13 06/17/43 100.000 0.000 4.8511 0.138023 0.141371 0.144800 0.148312 0.151910 50.39 52.86 HSBC USA, Inc. 40432XGU9 06/26/13 06/26/19 100.000 0.000 2.6968 0.075924 0.076947 0.077985 0.079037 0.080102 27.53 28.27 HSBC USA, Inc. 40432XGZ8 07/08/13 07/08/20 100.000 VARIES 1.3420 0.007557 0.007266 0.006974 0.007021 0.007068 2.57 2.54 HSBC USA, Inc. 40432XHX2 07/23/13 07/23/18 100.000 0.000 2.1557 0.059883 0.060528 0.061180 0.061840 0.062506 21.88 22.35 HSBC USA, Inc. 40432XHZ7 07/26/13 07/26/23 100.000 VARIES 1.5824 0.008679 0.008319 0.007957 0.007591 0.007651 2.95 2.75 HSBC USA, Inc. 40432XJY8 08/23/13 08/23/23 98.875 VARIES 1.6689 0.010838 0.010312 0.009781 0.009863 0.009945 3.67 3.56 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ HSBC USA, Inc. 40432XKQ3 09/26/13 09/26/23 100.000 VARIES 3.9578 0.109942 0.109644 0.109340 0.109368 0.109397 39.47 39.37 HSBC USA, Inc. 40432XKX8 09/12/13 09/12/23 98.875 VARIES 1.6700 0.010868 0.010340 0.009807 0.009889 0.009971 3.70 3.56 HSBC USA, Inc. 40432XLT6 09/30/13 10/02/23 100.000 VARIES 1.5393 0.008033 0.007519 0.007002 0.007056 0.007110 2.71 2.54 HSBC USA, Inc. 40432XNT4 12/04/13 12/04/28 100.000 VARIES 3.4249 0.095137 0.092010 0.088828 0.089006 0.089186 33.52 32.02 HSBC USA, Inc. 40432XQU8 12/31/13 07/01/19 100.000 0.000 2.4756 0.068774 0.069625 0.070487 0.071360 24.91 25.53 HSBC USA, Inc. 40432XS69 02/03/14 02/03/17 100.000 0.000 1.1820 0.032835 0.033029 0.033224 0.033421 10.80 11.98 HSBC USA, Inc. 40432XZ79 05/21/14 05/21/29 100.000 VARIES 3.9809 0.110583 0.108361 0.106095 0.106216 24.24 38.52 HSBC USA, Inc. 40433BEJ3 06/27/14 06/27/29 100.000 VARIES 4.0230 0.111750 0.110087 0.108390 0.108481 20.56 39.32 HSBC USA, Inc. 40433BKW7 08/28/14 08/30/19 100.000 0.000 2.1921 0.059895 0.060232 0.060559 0.061223 7.59 22.17 HSBC USA, Inc. 40433BNR5 09/29/14 09/30/19 100.000 0.000 2.3491 0.065255 0.065260 0.066026 0.066802 6.00 23.77 HSBC USA, Inc. 40433X316 08/12/13 08/14/23 100.000 0.000 3.8455 0.106844 0.108898 0.110992 0.113126 0.115301 39.40 40.93 HSBC USA, Inc. 40433X795 06/06/13 05/29/15 100.000 0.000 0.7984 0.022142 0.021868 0.022319 8.04 3.30 HSBC USA, Inc. 40434B131 04/03/14 03/26/21 100.000 0.000 3.2029 0.088970 0.090339 0.091786 0.093256 23.97 33.06 HSBC USA, Inc. 40434B545 02/06/14 01/29/21 100.000 0.000 3.0855 0.085709 0.086980 0.088322 0.089685 28.05 31.97 HSBC USA, Inc. 40434B610 12/26/13 06/28/21 100.000 0.000 3.3584 0.093308 0.094875 0.096468 0.098088 0.099735 33.88 35.03 HSBC USA, Inc. 40434B636 12/31/13 01/04/21 100.000 0.000 3.4305 0.095292 0.095329 0.096964 0.098627 0.100319 34.61 35.80 HSBC USA, Inc. 40434B867 12/03/13 11/25/20 100.000 0.000 3.1082 0.086341 0.087623 0.088985 0.090367 0.091772 31.41 32.38 HSBC USA, Inc. 40434C386 06/16/14 12/16/22 100.000 0.000 3.2385 0.089961 0.091418 0.092898 0.094403 17.56 33.22 HSBC USA, Inc. 40434C659 06/05/14 05/28/21 100.000 0.000 2.9289 0.081361 0.082506 0.083715 0.084941 16.80 30.00 Hancock County SD 316,IL 409792DH8 05/01/14 12/01/15 104.147 0.000 1.0793 0.031225 0.031254 0.031422 0.031592 7.51 10.40 Hancock County SD 316,IL 409792DJ4 05/01/14 12/01/16 105.570 VARIES 1.2858 0.037707 0.037748 0.037990 0.038235 0.036501 9.07 13.68 Hancock County SD 316,IL 409792DK1 05/01/14 12/01/17 107.276 VARIES 1.6361 0.048754 0.048821 0.049220 0.049623 0.047330 11.73 17.74 Hancock County SD 316,IL 409792DL9 05/01/14 12/01/18 107.805 VARIES 2.1841 0.065408 0.065527 0.066242 0.066966 0.063855 15.74 23.91 Hancock County SD 316,IL 409792DM7 05/01/14 12/01/19 106.961 VARIES 2.6340 0.078261 0.078432 0.079465 0.080512 0.076938 18.85 28.72 Hancock County SD 316,IL 409792DN5 05/01/14 12/01/20 105.881 VARIES 3.2316 0.095048 0.095304 0.096843 0.098408 0.093958 22.91 35.06 Hancock County SD 325,IL 409828AN0 06/28/13 12/01/14 103.503 0.000 1.2281 0.035495 0.035713 11.75 Hancock County SD 325,IL 409828AP5 06/28/13 12/01/15 105.618 VARIES 1.4835 0.043798 0.044123 0.042133 0.041672 15.78 13.82 Hancock County SD 325,IL 409828AQ3 06/28/13 12/01/16 107.747 VARIES 1.7351 0.052316 0.052770 0.050336 0.049808 0.049276 18.86 17.99 Hancock County SD 325,IL 409828AR1 06/28/13 12/01/17 109.800 VARIES 1.9860 0.061087 0.061693 0.058789 0.058200 0.057606 22.03 21.02 John Hancock Life Ins Co 41013MBT6 10/29/02 04/15/15 50.000 0.000 5.6403 430.91 0.144134 0.148199 0.152379 53.25 15.85 Caesars Entertainment 413626AR3 07/25/14 10/31/16 99.000 10.500 11.0098 0.011103 0.011430 0.012059 0.012723 1.76 4.31 Caesars Entertainment 413626AS1 07/25/14 03/01/17 92.600 5.950 9.2133 0.071708 0.072372 0.075706 0.079193 11.27 27.47 Caesars Entertainment 413626AU6 07/25/14 03/01/17 93.100 6.950 10.0284 0.066288 0.066955 0.070313 0.073838 10.42 25.53 Caesars Entertainment 413626AV4 07/25/14 03/01/17 89.010 9.750 15.0047 0.100154 0.101662 0.109290 0.117489 15.81 39.87 Harrisburg, PA 414738NV2 12/28/95 04/01/14 27.925 0.000 7.1092 703.59 0.190701 17.16 Harrisburg, PA 414738NW0 12/28/95 04/01/15 25.992 0.000 7.1193 656.49 0.178060 0.184398 0.190962 66.40 17.19 Harrisburg, PA 414738NX8 12/28/95 04/01/16 24.047 0.000 7.1593 613.28 0.166800 0.172771 0.178956 0.185362 0.191997 62.22 66.75 Harrisburg, PA 414738NY6 12/28/95 04/01/17 22.322 0.000 7.1792 572.04 0.155799 0.161391 0.167185 0.173186 0.179403 58.12 62.37 Harrisburg, PA 414738NZ3 12/28/95 04/01/18 20.535 0.000 7.2393 533.93 0.146022 0.151307 0.156784 0.162459 0.168339 54.49 58.50 Harrisburg, PA 414738PA6 12/28/95 04/01/19 19.125 0.000 7.2394 497.28 0.135999 0.140922 0.146023 0.151308 0.156785 50.75 54.49 Hartford Life Insurance 41659LAS0 08/16/07 08/16/17 100.000 0.000 5.7021 0.221942 0.228270 0.234778 0.241472 0.248356 82.77 87.56 Hartford Life Insurance 4165X2AP1 04/23/07 04/23/14 100.000 0.000 4.5737 0.170461 19.09 Hartford Life Insurance 4165X2AT3 06/11/07 06/11/14 100.000 0.000 5.0297 0.192964 30.87 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Hartford Life Insurance 4165X2AU0 07/02/07 07/02/14 100.000 0.000 5.2090 0.196994 0.202125 36.58 Hartford Life Insurance 4165X2AV8 07/23/07 07/23/14 100.000 0.000 5.1914 0.196127 0.201218 40.53 Hartford Life Insurance 4165X2AW6 08/13/07 08/13/14 100.000 0.000 5.1603 0.194600 0.199621 44.10 Hartford Life Insurance 4165X2AX4 09/04/07 09/04/14 100.000 0.000 5.1515 0.194167 0.199168 48.08 Hartford Life Insurance 4165X2BJ4 07/09/08 07/09/15 100.000 0.000 4.1028 0.139627 0.142492 0.145415 0.148398 51.78 27.87 Helix Energy Solutions 42330PAG2 03/12/12 03/15/32 100.000 VARIES 7.5037 0.222324 0.227278 0.232418 0.237751 0.243284 82.00 85.78 Hoboken, NJ 434110QH8 08/28/03 04/01/27 19.107 0.000 7.1397 203.73 0.076927 0.079673 0.082517 0.085463 0.088514 28.69 30.78 Hoboken, NJ 434110QJ4 08/28/03 04/01/28 17.813 0.000 7.1396 189.93 0.071715 0.074275 0.076927 0.079673 0.082517 26.75 28.69 Hoboken, NJ 434110QK1 08/28/03 04/01/29 16.606 0.000 7.1397 177.06 0.066856 0.069243 0.071715 0.074275 0.076927 24.94 26.75 Hoboken, NJ 434110QL9 08/28/03 04/01/30 15.481 0.000 7.1397 165.07 0.062327 0.064552 0.066856 0.069243 0.071715 23.25 24.94 Hoboken, NJ 434110QM7 08/28/03 04/01/31 14.432 0.000 7.1397 153.88 0.058104 0.060179 0.062327 0.064552 0.066856 21.67 23.25 Hoboken, NJ 434110QN5 08/28/03 04/01/32 13.454 0.000 7.1398 143.46 0.054168 0.056102 0.058104 0.060179 0.062327 20.20 21.67 Hoboken, NJ 434110QP0 08/28/03 04/01/33 12.543 0.000 7.1396 133.74 0.050498 0.052301 0.054168 0.056102 0.058105 18.83 20.20 Horizon Lines, Inc. 44044KAC5 10/05/11 04/15/17 92.470 6.000 N/A 0.222432 0.230733 0.239344 0.248275 0.257541 82.86 89.15 Horizon Lines, Inc. 44044KAG6 10/05/11 04/15/17 92.470 6.000 N/A 0.222432 0.230733 0.239344 0.248275 0.257541 82.85 89.15 Horizon Lines, Inc. 44044KAH4 04/26/12 04/15/17 100.000 6.000 5.9999 0.166667 0.166667 0.166667 0.166667 0.166667 60.00 60.00 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 442488BK7 02/14/11 10/15/15 97.453 11.875 12.6129 13.99 0.016050 0.017062 0.018138 0.019282 6.12 5.36 Hovnanian Enterprises 442488BL5 11/01/11 11/01/21 53.000 5.000 13.8062 56.41 0.084070 0.089874 0.096078 0.102710 0.109800 32.03 36.61 Hovnanian Enterprises 442488BM3 11/01/11 11/01/21 42.000 2.000 12.1926 0.165400 0.172097 0.179201 0.186739 0.194737 61.58 66.80 Hovnanian Enterprises 442488BP6 10/02/12 12/01/17 76.851 0.000 5.1630 50.54 0.116963 0.119983 0.123080 0.126257 0.129517 42.83 45.07 Hudson CNTY NJ Impt Auth 443731BW3 12/29/10 01/01/15 98.689 4.000 4.3602 9.62 0.009585 0.009793 3.49 Hutchinson Tech Inc. 448407AG1 02/11/11 01/15/15 84.940 8.500 13.5701 103.01 0.115662 0.123510 0.131890 45.74 1.85 Illinois Stud Asst Comm. 452281JD1 10/27/10 04/25/23 95.305 1.200 N/A 0.012495 0.012601 0.012709 0.012817 0.012927 4.53 4.61 Independent Cities, CA 45385PAA2 03/06/12 05/15/16 77.629 18.000 27.2683 69.46 0.135880 0.154406 0.175458 0.199380 0.226564 54.07 69.82 Insignia Financing I 45766X304 11/01/96 09/30/16 100.000 6.500 6.4999 0.178571 0.177596 0.178571 0.177596 0.177596 65.00 64.91 Intl Bnk for Reconstr 459056GU5 03/06/85 02/15/14 4.634 0.000 10.8975 941.02 0.280827 12.64 Intl Bnk for Reconstr 459056GV3 03/06/85 08/15/14 4.395 0.000 10.8971 892.40 0.266308 0.285472 63.65 Intl Bnk for Reconstr 459056GW1 03/06/85 02/15/15 4.349 0.000 10.7474 845.88 0.249609 0.267382 0.277157 98.15 12.47 Intl Bnk for Reconstr 459056HY6 01/07/86 02/15/16 5.299 0.000 9.9989 760.15 0.212898 0.227246 0.234717 0.250537 0.258773 83.34 91.88 Intl Bnk for Reconstr 459056JM0 01/07/86 02/15/14 5.865 0.000 10.3490 929.32 0.267389 12.03 Intl Bnk for Reconstr 459056JN8 01/07/86 02/15/15 5.604 0.000 10.1490 839.00 0.237731 0.253935 0.262471 93.14 11.81 Interval Acquisiti Corp. 46113VAA6 08/20/08 09/01/16 91.022 9.500 11.2256 50.98 0.034542 0.036480 0.038528 0.040690 0.042974 13.26 14.79 Irvington Township, NJ 464080JR2 12/21/06 07/15/14 67.412 0.000 5.2795 298.21 0.139209 0.142884 27.67 Irvington Township, NJ 464080JS0 12/21/06 07/15/15 63.882 0.000 5.2996 283.86 0.132590 0.136104 0.139710 0.143412 49.55 27.77 Irvington Township, NJ 464080JT8 12/21/06 07/15/16 60.176 0.000 5.3796 272.17 0.127435 0.130863 0.134383 0.137997 0.141709 47.65 50.24 Irvington Township, NJ 464080JU5 12/21/06 07/15/17 56.947 0.000 5.3997 258.70 0.121203 0.124475 0.127836 0.131287 0.134832 45.32 47.80 Irvington Township, NJ 464080JV3 12/21/06 07/15/18 53.750 0.000 5.4396 246.32 0.115539 0.118681 0.121909 0.125225 0.128631 43.22 45.60 Ivax Corporation 465823AK8 12/22/04 12/15/24 98.500 VARIES 5.7510 0.226950 0.231679 0.236544 0.241549 0.246663 82.71 86.22 Ivax Corporation 465823AN2 12/22/04 12/15/24 98.500 VARIES 5.7510 0.226950 0.231679 0.236544 0.241549 0.246663 82.71 86.22 Ivax Corporation 465823AP7 05/09/05 05/15/25 100.000 VARIES 6.9833 0.313910 0.323041 0.332491 0.342270 0.352351 115.51 122.37 Ivax Corporation 465823AQ5 05/09/05 05/15/25 100.000 VARIES 6.9833 0.313910 0.323041 0.332491 0.342270 0.352351 115.51 122.37 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 46625H241 07/31/09 07/31/14 100.000 0.000 5.8937 0.206535 0.212621 44.26 JP Morgan Chase & Co. 46625H266 05/29/09 05/29/15 100.000 1.500 5.0865 0.166561 0.169737 0.172995 60.74 25.60 JP Morgan Chase & Co. 46634E783 12/24/09 06/23/15 100.000 0.000 3.6045 0.115497 0.117579 0.119698 41.99 20.59 JP Morgan Chase & Co. 46634X187 06/29/11 06/29/17 100.000 0.000 3.2582 0.098124 0.099723 0.101347 0.102998 0.104676 35.62 36.79 Jackson CNTYS SD#165, IL 466484EY4 06/28/07 12/01/14 65.644 0.000 5.7494 292.98 0.150905 0.155243 50.58 Jackson CNTYS SD#165, IL 466484EZ1 06/28/07 12/01/15 61.520 0.000 5.8495 280.23 0.144791 0.149025 0.153384 0.157870 53.14 51.42 Jackson CNTYS SD#165, IL 466484FA5 06/28/07 12/01/16 57.808 0.000 5.8995 265.99 0.137646 0.141706 0.145886 0.150190 0.154620 50.53 53.56 Jackson CNTYS SD#165, IL 466484FB3 06/28/07 12/01/17 53.993 0.000 5.9995 253.44 0.131561 0.135508 0.139573 0.143760 0.148072 48.31 51.25 Jackson CNTYS SD#165, IL 466484FC1 06/28/07 12/01/18 50.612 0.000 6.0496 239.93 0.124741 0.128514 0.132401 0.136406 0.140532 45.82 48.63 Jackson CNTYS SD#165, IL 466484FD9 06/28/07 12/01/19 47.112 0.000 6.1496 227.74 0.118773 0.122425 0.126189 0.130070 0.134069 43.64 46.36 Jackson CNTYS SD#165, IL 466484FE7 06/28/07 12/01/20 44.055 0.000 6.1997 215.03 0.112320 0.115802 0.119391 0.123092 0.126908 41.27 43.87 Jackson CNTYS SD#165, IL 466484FF4 06/28/07 12/01/21 41.157 0.000 6.2496 202.82 0.106107 0.109422 0.112842 0.116368 0.120004 39.00 41.47 Jackson CNTYS SD#165, IL 466484FG2 06/28/07 12/01/22 38.700 0.000 6.2497 190.71 0.099774 0.102892 0.106107 0.109423 0.112842 36.67 39.00 Jackson CNTYS SD#165, IL 466484FH0 06/28/07 12/01/23 36.102 0.000 6.2996 179.61 0.094112 0.097076 0.100134 0.103288 0.106542 34.59 36.81 Jackson CNTYS SD#165, IL 466484FJ6 06/28/07 12/01/24 33.931 0.000 6.2996 168.81 0.088452 0.091238 0.094112 0.097076 0.100134 32.51 34.59 Jackson CNTYS SD#165, IL 466484FK3 06/28/07 12/01/25 31.890 0.000 6.2997 158.66 0.083133 0.085751 0.088452 0.091238 0.094112 30.56 32.51 Jackson CNTYS SD#165, IL 466484FL1 06/28/07 12/01/26 29.691 0.000 6.3497 149.12 0.078258 0.080743 0.083307 0.085951 0.088680 28.77 30.63 Jackson CNTYS SD#165, IL 466484FM9 06/28/07 06/15/27 28.707 0.000 6.3499 144.16 0.075851 0.078259 0.080744 0.083307 0.085952 27.82 29.61 Jefferson CNTYS #521, IL 474070GF0 11/30/07 12/01/14 105.427 VARIES 5.1337 0.143795 0.143208 47.35 Jefferson CNTYS #521, IL 474070HM4 05/30/13 12/01/15 99.826 VARIES 0.9968 0.027780 0.027918 0.027663 0.027676 10.02 9.13 Jefferson CNTYS #521, IL 474070HN2 05/30/13 12/01/16 99.746 VARIES 1.1968 0.033360 0.033559 0.033181 0.033197 0.033213 12.04 11.95 Jefferson CNTYS #521, IL 474070HP7 05/30/13 12/01/17 99.674 VARIES 1.4462 0.040333 0.040625 0.040060 0.040078 0.040097 14.56 14.43 Jefferson CNTYS #521, IL 474070HQ5 05/30/13 12/01/18 99.605 VARIES 1.6956 0.047316 0.047717 0.046929 0.046950 0.046971 17.09 16.90 Jefferson CNTYS #521, IL 474070HR3 05/30/13 12/01/22 107.317 VARIES 2.8894 0.087387 0.088650 0.085165 0.084891 0.084612 31.62 30.59 Jefferson CNTYS #521, IL 474070HS1 05/30/13 12/01/23 105.651 VARIES 3.0399 0.090577 0.091954 0.088472 0.088275 0.088076 32.79 31.80 Johnson CNTYS, IL 478167HC6 07/03/14 10/01/15 103.711 0.000 1.3306 0.038335 0.038460 0.038716 6.83 10.43 Johnson CNTYS, IL 478167HD4 07/03/14 10/01/16 105.492 VARIES 1.8348 0.053768 0.054009 0.054505 0.052234 9.59 19.37 Johnson CNTYS, IL 478167HE2 07/03/14 10/01/17 106.717 VARIES 2.1873 0.064840 0.065187 0.065900 0.063317 11.57 23.43 Johnson CNTYS, IL 478167HF9 07/03/14 10/01/18 107.426 VARIES 2.4887 0.074264 0.074716 0.075646 0.072828 13.26 26.90 Johnson CNTYS, IL 478167HG7 07/03/14 10/01/19 107.279 VARIES 2.8391 0.084607 0.085194 0.086403 0.083342 15.11 30.72 Johnson CNTYS, IL 478167HH5 07/03/14 10/01/20 107.066 VARIES 3.0899 0.091898 0.092592 0.094022 0.090808 16.42 33.43 Johnson CNTYS, IL 478167HJ1 07/03/14 10/01/21 105.766 VARIES 3.3403 0.098138 0.098940 0.100592 0.097343 17.54 35.77 Johnson CNTYS, IL 478167HK8 07/03/14 10/01/22 104.620 VARIES 3.5909 0.104358 0.105274 0.107164 0.103786 18.66 38.10 Johnson CNTYS, IL 478167HL6 07/03/14 10/01/23 103.105 VARIES 3.8407 0.110000 0.111032 0.113165 0.109670 19.67 40.23 Josephine County, OR 480890AA0 10/30/01 06/01/17 36.621 0.000 6.5496 436.21 0.145195 0.149950 0.154861 0.159932 0.165170 53.42 56.97 Josephine County, OR 480890AB8 10/30/01 06/01/18 33.518 0.000 6.6996 412.35 0.138345 0.142979 0.147769 0.152719 0.157835 50.92 54.39 Josephine County, OR 480890AP7 10/30/01 06/01/14 46.941 0.000 6.0994 505.93 0.164416 24.66 Josephine County, OR 480890AQ5 10/30/01 06/01/15 43.624 0.000 6.1996 480.96 0.157141 0.162012 0.167034 57.74 25.06 Josephine County, OR 480890AR3 10/30/01 06/01/16 40.464 0.000 6.2995 456.22 0.149853 0.154574 0.159442 0.164464 0.169645 55.08 58.61 JP Morgan Chase & Co. 48123JGS2 10/31/06 04/30/14 100.000 0.000 5.3122 0.212991 25.35 JP Morgan Chase & Co. 48123JKR9 12/29/06 05/30/14 100.000 0.000 5.2900 0.210902 31.42 JP Morgan Chase & Co. 48123JMM8 01/31/07 01/30/15 100.000 0.000 5.6332 0.219616 0.229545 0.232162 83.90 6.73 JP Morgan Chase & Co. 48123JPU7 02/28/07 02/27/15 100.000 0.000 5.3382 0.204273 0.213201 0.215323 77.58 12.27 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48123JRJ0 02/28/07 02/28/14 100.000 0.000 5.3423 0.207900 12.06 JP Morgan Chase & Co. 48123JRK7 02/28/07 02/28/14 100.000 0.000 5.3423 0.207900 12.06 JP Morgan Chase & Co. 48123JSD2 03/30/07 09/30/14 100.000 0.000 5.2522 0.204359 0.209726 55.94 JP Morgan Chase & Co. 48123JUZ0 04/30/07 10/31/14 100.000 0.000 5.3122 0.207480 0.212991 63.03 JP Morgan Chase & Co. 48123L2Z6 07/24/09 07/23/14 100.000 0.000 4.4937 0.149092 0.152442 30.72 JP Morgan Chase & Co. 48123L3N2 07/02/09 07/02/14 100.000 VARIES 2.9362 0.084074 0.082828 14.99 JP Morgan Chase & Co. 48123L3R3 07/20/09 07/20/14 100.000 VARIES 2.9075 0.081943 0.081358 16.20 JP Morgan Chase & Co. 48123LC36 02/27/09 02/27/14 100.000 0.000 5.9738 0.216266 12.11 JP Morgan Chase & Co. 48123LC44 02/27/09 02/27/15 100.000 0.000 6.1636 0.224995 0.231928 0.239076 83.99 13.39 JP Morgan Chase & Co. 48123LDQ4 07/31/08 07/31/14 100.000 0.000 6.1320 0.230389 0.237453 49.42 JP Morgan Chase & Co. 48123LH31 03/31/09 03/31/14 100.000 0.000 6.8761 0.258919 23.04 JP Morgan Chase & Co. 48123LMG6 09/30/08 09/30/14 100.000 0.000 6.3642 0.241819 0.249514 66.43 JP Morgan Chase & Co. 48123LPC2 09/12/08 03/10/14 100.000 0.000 5.2252 0.187799 12.96 JP Morgan Chase & Co. 48123LQ56 04/17/09 04/17/14 100.000 VARIES 2.9876 0.083360 8.84 JP Morgan Chase & Co. 48123LRU0 10/31/08 10/31/14 100.000 0.000 7.7555 0.315165 0.327386 96.43 JP Morgan Chase & Co. 48123LUM4 10/31/08 10/30/15 100.000 0.000 7.9479 0.322338 0.333316 0.348466 0.360334 121.31 107.41 JP Morgan Chase & Co. 48123LUN2 10/31/08 10/30/15 100.000 0.000 7.9479 0.322338 0.333316 0.348466 0.360334 121.31 107.41 JP Morgan Chase & Co. 48123LVN1 11/28/08 11/28/14 100.000 0.000 6.9664 0.272525 0.282018 90.82 JP Morgan Chase & Co. 48123LVP6 11/28/08 05/29/15 100.000 0.000 7.0456 0.276734 0.286483 0.296575 102.01 43.89 JP Morgan Chase & Co. 48123LXM1 12/29/08 12/29/14 100.000 0.000 5.6426 0.207018 0.212859 75.16 JP Morgan Chase & Co. 48123M6A5 06/30/08 06/30/14 100.000 0.000 5.6400 0.212732 38.08 JP Morgan Chase & Co. 48123MH39 04/30/08 04/30/14 100.000 0.000 5.2026 0.191693 22.81 JP Morgan Chase & Co. 48123MPA4 01/31/08 01/31/14 100.000 0.000 4.7582 0.171187 4.96 JP Morgan Chase & Co. 48123MSE3 02/29/08 02/28/14 100.000 0.000 4.8222 0.173124 10.04 JP Morgan Chase & Co. 48123MX49 05/30/08 05/30/14 100.000 0.000 5.1515 0.189291 28.20 J2 Global, Inc. 48123VAC6 06/17/14 06/15/29 100.000 VARIES 8.0003 0.222231 0.227450 0.232938 0.238644 43.20 83.05 JP Morgan Chase & Co. 48124A3Q8 12/20/10 12/21/15 100.000 0.000 3.3603 0.103168 0.104902 0.106664 0.108457 37.49 37.66 JP Morgan Chase & Co. 48124A4S3 12/28/10 12/26/14 100.000 0.000 2.6121 0.078423 0.079448 28.02 JP Morgan Chase & Co. 48124ACX3 12/28/09 12/31/14 100.000 0.000 3.5880 0.114302 0.114456 41.63 JP Morgan Chase & Co. 48124ACY1 12/28/09 12/31/15 100.000 0.000 3.8782 0.124968 0.125314 0.129861 0.130221 45.68 47.34 JP Morgan Chase & Co. 48124ACZ8 12/28/09 12/31/14 100.000 0.000 3.5880 0.114302 0.114456 41.63 JP Morgan Chase & Co. 48124AD20 09/30/10 09/30/16 100.000 0.000 3.0410 0.092478 0.093884 0.095312 0.096761 0.098232 33.80 34.84 JP Morgan Chase & Co. 48124AKU0 03/29/10 03/27/15 100.000 1.800 3.4731 0.102420 0.103330 0.104256 37.21 8.97 JP Morgan Chase & Co. 48124ALG0 04/08/10 04/08/14 100.000 0.000 3.0012 0.092531 8.98 JP Morgan Chase & Co. 48124ANY9 05/11/10 05/12/15 100.000 1.800 3.4048 0.100175 0.101030 0.101898 36.30 13.35 JP Morgan Chase & Co. 48124ARD1 06/09/10 06/09/15 100.000 0.000 3.8907 0.123680 0.126086 0.128539 45.06 20.31 JP Morgan Chase & Co. 48124ASD0 05/28/10 05/31/16 100.000 0.000 3.9190 0.123370 0.125100 0.128252 0.130050 0.132599 45.50 47.28 JP Morgan Chase & Co. 48124AUK1 06/15/10 06/15/15 100.000 1.650 3.6021 0.107277 0.108383 0.109510 38.85 17.96 JP Morgan Chase & Co. 48124AV38 11/30/10 11/30/16 100.000 0.000 3.1390 0.095735 0.097237 0.098764 0.100314 0.101888 34.83 35.93 JP Morgan Chase & Co. 48124AV46 11/30/10 11/28/14 100.000 0.000 2.2307 0.066223 0.066961 21.79 JP Morgan Chase & Co. 48124AV95 11/30/10 11/30/16 100.000 0.000 3.0404 0.092459 0.093865 0.095292 0.096740 0.098211 33.63 34.66 JP Morgan Chase & Co. 48124AZC4 08/31/10 08/29/14 100.000 0.000 2.1822 0.063629 0.064677 15.46 JP Morgan Chase & Co. 48124AZW0 09/15/10 09/15/25 100.000 VARIES 3.5831 0.088243 0.088026 0.087806 0.087582 0.087354 31.68 31.52 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48125V2G4 08/31/12 08/31/18 100.000 0.000 2.4104 0.068202 0.067898 0.069856 0.069545 0.071157 25.04 25.60 JP Morgan Chase & Co. 48125V4Q0 09/28/12 09/29/17 100.000 0.000 1.9604 0.055532 0.056076 0.056626 0.057181 0.057742 20.19 20.59 JP Morgan Chase & Co. 48125V5R7 09/28/12 09/28/18 100.000 VARIES 2.2733 0.063610 0.064040 0.064474 0.064943 0.065417 23.06 23.38 JP Morgan Chase & Co. 48125V7F1 09/18/12 09/18/19 100.000 0.500 2.6369 0.074825 0.075629 0.076443 0.077267 0.078103 27.25 27.84 JP Morgan Chase & Co. 48125V7G9 09/28/12 03/29/18 100.000 0.000 2.0907 0.059301 0.059921 0.060547 0.061180 0.061820 21.57 22.03 JP Morgan Chase & Co. 48125VA67 06/29/12 06/30/16 100.000 0.000 2.5495 0.073570 0.074508 0.075458 0.076420 0.077394 26.66 27.34 JP Morgan Chase & Co. 48125VC40 06/20/12 12/20/17 100.000 0.000 3.2200 0.093836 0.095346 0.096881 0.098441 0.100026 34.09 35.19 JP Morgan Chase & Co. 48125VC57 06/29/12 06/29/18 100.000 0.000 3.0497 0.088651 0.090002 0.091375 0.092768 0.094183 32.16 33.15 JP Morgan Chase & Co. 48125VEL0 12/30/11 12/29/17 100.000 0.000 3.8400 0.115088 0.117297 0.119550 0.121845 0.124184 41.84 43.46 JP Morgan Chase & Co. 48125VFX3 12/29/11 12/29/14 100.000 0.000 2.5696 0.075120 0.076085 27.07 JP Morgan Chase & Co. 48125VHH6 01/31/12 01/31/18 100.000 0.000 3.5407 0.103670 0.105506 0.107373 0.109274 0.111209 38.21 39.58 JP Morgan Chase & Co. 48125VJ35 07/31/12 07/31/27 100.000 VARIES 4.0733 0.109804 0.108723 0.107620 0.106494 0.105345 39.01 38.20 JP Morgan Chase & Co. 48125VJ50 07/30/12 07/30/27 100.000 VARIES 4.0727 0.107502 0.105703 0.103868 0.101995 0.100085 37.83 36.48 JP Morgan Chase & Co. 48125VKB5 01/25/12 01/25/16* 100.000 0.000 N/A 0.083823 0.085035 13.07* JP Morgan Chase & Co. 48125VL24 07/05/12 01/04/18 100.000 0.000 2.9500 0.084374 0.085619 0.086882 0.088163 0.089464 31.04 31.97 JP Morgan Chase & Co. 48125VM72 06/29/12 06/28/19 100.000 0.000 3.2698 0.095350 0.096909 0.098494 0.100104 0.101741 34.62 35.76 JP Morgan Chase & Co. 48125VMA5 02/29/12 02/29/16 100.000 0.000 2.4510 0.070227 0.069929 0.071959 0.071653 0.073328 25.79 26.38 JP Morgan Chase & Co. 48125VMC1 02/29/12 02/28/18 100.000 0.000 3.1994 0.092692 0.092639 0.095681 0.095627 0.098224 34.19 35.23 JP Morgan Chase & Co. 48125VPV6 03/30/12 06/30/16 100.000 0.000 2.3101 0.066804 0.067575 0.068356 0.069145 0.069944 24.19 24.75 JP Morgan Chase & Co. 48125VPW4 03/30/12 09/30/15 100.000 0.000 2.0106 0.057552 0.058131 0.058715 0.059305 20.93 15.90 JP Morgan Chase & Co. 48125VPZ7 03/30/12 09/28/18 100.000 0.000 3.1110 0.090497 0.091905 0.093335 0.094786 0.096261 33.10 34.13 JP Morgan Chase & Co. 48125VQ60 07/31/12 07/31/18 100.000 VARIES 2.6423 0.073472 0.074032 0.074600 0.075189 0.075786 26.72 27.14 JP Morgan Chase & Co. 48125VQH6 03/16/12 03/16/27 100.000 VARIES 4.7665 0.130914 0.130393 0.129859 0.129313 0.128754 46.92 46.53 JP Morgan Chase & Co. 48125VRA0 03/07/12 03/07/17 100.000 0.000 2.6907 0.077800 0.078846 0.079907 0.080982 0.082072 28.44 29.21 JP Morgan Chase & Co. 48125VSN1 03/27/12 03/27/20 100.000 0.000 3.7709 0.110786 0.112875 0.115003 0.117171 0.119381 40.66 42.20 JP Morgan Chase & Co. 48125VTK6 04/30/12 07/29/16 100.000 0.000 2.3703 0.067808 0.068611 0.069424 0.070247 0.071080 24.80 25.39 JP Morgan Chase & Co. 48125VTL4 04/30/12 10/30/15 100.000 0.000 2.0702 0.059313 0.059927 0.060547 0.061174 21.54 18.22 JP Morgan Chase & Co. 48125VTP5 04/30/12 04/30/18 100.000 0.000 3.0309 0.088080 0.089415 0.090770 0.092146 0.093542 32.11 33.09 JP Morgan Chase & Co. 48125VUN8 05/21/12 05/21/27 100.000 VARIES 4.5682 0.118859 0.116056 0.114336 0.112577 0.110778 42.10 40.70 JP Morgan Chase & Co. 48125VWQ9 05/18/12 08/18/16 100.000 0.000 2.4102 0.068990 0.069821 0.070662 0.071514 0.072376 25.21 25.82 JP Morgan Chase & Co. 48125VY20 08/31/12 08/31/16 100.000 0.000 1.7203 0.048343 0.047964 0.049179 0.048793 0.049753 17.68 17.95 JP Morgan Chase & Co. 48125VYW4 06/13/12 06/13/27 100.000 VARIES 4.6582 0.121118 0.118229 0.116431 0.114591 0.112708 43.00 41.52 JP Morgan Chase & Co. 48125VYX2 07/05/12 07/05/27 100.000 VARIES 4.3956 0.120428 0.119565 0.118682 0.117863 0.117026 42.89 42.29 JP Morgan Chase & Co. 48125VZ52 08/31/12 08/31/18 100.000 VARIES 2.6679 0.075617 0.075357 0.076797 0.076583 0.077662 27.32 27.71 JP Morgan Chase & Co. 48125VZ94 08/31/12 08/31/17 100.000 VARIES 1.7166 0.047816 0.047248 0.048248 0.047683 0.048435 17.40 17.53 JP Morgan Chase & Co. 48125X4L7 10/21/11 10/22/18 100.000 0.000 4.1614 0.125536 0.128149 0.130815 0.133537 0.136315 46.03 47.96 JP Morgan Chase & Co. 48125X4M5 10/21/11 10/22/18 100.000 0.000 4.1614 0.125536 0.128149 0.130815 0.133537 0.136315 46.03 47.96 JP Morgan Chase & Co. 48125XKB1 03/30/11 03/30/21 100.000 VARIES 5.0718 0.146921 0.146894 0.146791 0.146685 0.146527 52.87 52.80 JP Morgan Chase & Co. 48125XKM7 04/08/11 04/08/22 100.000 VARIES 5.1602 0.147110 0.147433 0.147564 0.147699 0.147661 53.06 53.16 JP Morgan Chase & Co. 48125XKS4 03/30/11 03/30/17 100.000 0.000 4.0116 0.123068 0.125536 0.128054 0.130623 0.133243 45.20 47.03 JP Morgan Chase & Co. 48125XLH7 04/07/11 10/08/15 100.000 0.000 3.3515 0.100062 0.101182 0.103443 0.104602 37.01 29.18 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48125XTB2 06/15/11 06/15/23 100.000 VARIES 5.0712 0.143637 0.144013 0.144206 0.144404 0.144434 51.79 51.95 JP Morgan Chase & Co. 48125XZW9 08/16/11 08/14/14 100.000 0.000 1.3505 0.038537 0.038797 8.64 JP Morgan Chase & Co. 48126D3U1 05/31/13 05/31/19 100.000 0.000 2.4505 0.068906 0.069750 0.070605 0.071470 0.072346 25.01 25.63 JP Morgan Chase & Co. 48126D3W7 05/31/13 05/29/20 100.000 VARIES 2.8293 0.079115 0.079648 0.080209 0.080778 0.081369 28.61 29.01 JP Morgan Chase & Co. 48126D3X5 05/31/13 05/31/23 100.000 VARIES 3.5785 0.099826 0.100254 0.100689 0.101132 0.101662 36.04 36.36 JP Morgan Chase & Co. 48126D6Y0 09/20/13 09/20/23 100.000 VARIES 4.4963 0.124898 0.122710 0.120473 0.118897 0.117286 44.12 42.76 JP Morgan Chase & Co. 48126D7M5 10/09/13 10/09/28 100.000 VARIES 4.6916 0.130323 0.126699 0.122991 0.119196 0.115312 45.66 42.96 JP Morgan Chase & Co. 48126DAQ2 10/05/12 10/05/17 100.000 0.000 1.9305 0.054667 0.055194 0.055727 0.056265 0.056808 19.87 20.25 JP Morgan Chase & Co. 48126DBB4 11/02/12 10/31/18 100.000 0.000 2.2804 0.064791 0.065530 0.066277 0.067033 0.067797 23.55 24.09 JP Morgan Chase & Co. 48126DBC2 10/31/12 10/31/18 100.000 VARIES 2.2312 0.063371 0.063826 0.064287 0.064774 0.065268 22.95 23.29 JP Morgan Chase & Co. 48126DBJ7 10/31/12 10/31/17 100.000 0.000 2.0204 0.057263 0.057841 0.058426 0.059016 0.059612 20.79 21.21 JP Morgan Chase & Co. 48126DF20 03/27/13 09/27/17 100.000 0.000 1.6905 0.047358 0.047758 0.048162 0.048569 0.048979 17.20 17.49 JP Morgan Chase & Co. 48126DFM6 11/30/12 02/28/18 100.000 0.000 1.9910 0.055825 0.055461 0.056942 0.056571 0.057762 20.45 20.82 JP Morgan Chase & Co. 48126DFN4 11/30/12 11/30/18 100.000 VARIES 2.1918 0.061784 0.062248 0.062717 0.063202 0.063692 22.35 22.70 JP Morgan Chase & Co. 48126DGZ6 11/30/12 11/30/18 100.000 0.000 2.1501 0.061019 0.061675 0.062338 0.063008 0.063685 22.13 22.60 JP Morgan Chase & Co. 48126DH28 04/30/13 04/30/19 100.000 VARIES 2.0021 0.056047 0.056484 0.056926 0.057371 0.057828 20.31 20.63 JP Morgan Chase & Co. 48126DH36 04/30/13 04/30/19 100.000 VARIES 2.0723 0.058027 0.058496 0.058969 0.059447 0.059936 21.03 21.37 JP Morgan Chase & Co. 48126DJ83 04/30/13 10/31/18 100.000 0.000 1.9003 0.053290 0.053796 0.054307 0.054823 0.055344 19.34 19.71 JP Morgan Chase & Co. 48126DJ91 04/30/13 04/28/23 100.000 VARIES 3.1389 0.087511 0.087836 0.088166 0.088501 0.088916 31.60 31.85 JP Morgan Chase & Co. 48126DKC2 12/31/12 12/31/18 100.000 0.000 2.1108 0.059880 0.060512 0.061151 0.061796 0.062448 21.67 22.13 JP Morgan Chase & Co. 48126DKD0 12/31/12 12/31/18 100.000 VARIES 2.0821 0.058660 0.059089 0.059523 0.059967 0.060416 21.20 21.51 JP Morgan Chase & Co. 48126DKE8 12/31/12 03/29/18 100.000 0.000 1.8649 0.052529 0.053019 0.053513 0.054012 0.054516 19.09 19.45 JP Morgan Chase & Co. 48126DLU1 12/14/12 12/14/27 100.000 VARIES 3.7338 0.100918 0.099479 0.098013 0.097609 0.097197 36.02 35.20 JP Morgan Chase & Co. 48126DLY3 12/21/12 12/21/27 100.000 VARIES 3.6432 0.096242 0.094706 0.093142 0.091550 0.089928 34.34 33.21 JP Morgan Chase & Co. 48126DMA4 12/27/12 12/27/27 100.000 VARIES 3.6581 0.100752 0.100308 0.099857 0.099407 0.098950 36.19 35.86 JP Morgan Chase & Co. 48126DMB2 12/31/12 12/31/27 100.000 VARIES 3.7027 0.098392 0.096820 0.095218 0.093587 0.091925 35.14 33.98 JP Morgan Chase & Co. 48126DMD8 01/18/13 01/18/28 100.000 VARIES 3.7931 0.103806 0.102219 0.100602 0.098954 0.097864 36.56 35.47 JP Morgan Chase & Co. 48126DME6 01/18/13 01/18/28 100.000 VARIES 3.7909 0.103398 0.101454 0.099474 0.097457 0.096167 36.23 34.91 JP Morgan Chase & Co. 48126DMF3 01/30/13 01/30/28 100.000 VARIES 3.7914 0.103399 0.101442 0.099448 0.097417 0.096043 36.27 34.92 JP Morgan Chase & Co. 48126DMP1 02/13/13 02/13/28 100.000 VARIES 3.7911 0.103382 0.101419 0.099418 0.097380 0.096048 36.32 34.96 JP Morgan Chase & Co. 48126DMW6 02/27/13 02/27/28 100.000 VARIES 3.9927 0.109187 0.107429 0.105637 0.103808 0.102456 38.55 37.31 JP Morgan Chase & Co. 48126DNB1 03/13/13 03/13/28 100.000 VARIES 3.8423 0.104992 0.103221 0.101415 0.099574 0.098236 37.09 35.83 JP Morgan Chase & Co. 48126DNE5 03/27/13 03/27/28 100.000 VARIES 3.9606 0.107880 0.105698 0.103473 0.101204 0.099921 38.03 36.51 JP Morgan Chase & Co. 48126DQL6 01/31/13 01/31/23 100.000 VARIES 3.1822 0.088636 0.088879 0.089153 0.089432 0.089764 32.03 32.24 JP Morgan Chase & Co. 48126DRL5 01/31/13 07/31/18 100.000 0.000 1.9802 0.055552 0.056102 0.056658 0.057219 0.057785 20.26 20.67 JP Morgan Chase & Co. 48126DRM3 01/31/13 01/31/19 100.000 VARIES 2.1525 0.060236 0.060684 0.061142 0.061604 0.062079 21.90 22.24 JP Morgan Chase & Co. 48126DRW1 01/31/13 01/31/19 100.000 0.000 2.1601 0.060651 0.061306 0.061969 0.062638 0.063314 22.15 22.63 JP Morgan Chase & Co. 48126DS59 04/30/13 04/30/28 100.000 VARIES 3.8927 0.106453 0.104741 0.102995 0.101215 0.099945 37.80 36.57 JP Morgan Chase & Co. 48126DV89 05/17/13 05/17/28 100.000 VARIES 3.8747 0.105233 0.102788 0.100296 0.097756 0.096685 37.23 35.49 JP Morgan Chase & Co. 48126DVG1 02/28/13 02/28/23 100.000 VARIES 3.2856 0.091015 0.089782 0.091579 0.090394 0.091720 33.06 33.23 JP Morgan Chase & Co. 48126DVH9 02/28/13 02/28/19 100.000 VARIES 2.1918 0.061003 0.060462 0.061936 0.061396 0.062554 22.28 22.58 JP Morgan Chase & Co. 48126DVW6 02/28/13 02/28/19 100.000 0.000 2.1003 0.058630 0.058279 0.059868 0.059510 0.060796 21.49 21.90 JP Morgan Chase & Co. 48126DVX4 02/28/13 08/31/18 100.000 0.000 2.0204 0.056377 0.056018 0.057522 0.057155 0.058367 20.65 21.03 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48126DVY2 02/11/13 02/10/20 100.000 0.000 2.6402 0.074304 0.075285 0.076279 0.077286 0.078306 27.20 27.93 JP Morgan Chase & Co. 48126DZF9 03/28/13 03/29/19 100.000 VARIES 2.2418 0.062779 0.063287 0.063807 0.064332 0.064869 22.79 23.16 JP Morgan Chase & Co. 48126DZG7 03/28/13 03/29/19 100.000 0.000 2.2503 0.063217 0.063928 0.064648 0.065375 0.066111 23.02 23.54 JP Morgan Chase & Co. 48126DZP7 03/28/13 09/28/18 100.000 0.000 2.0503 0.057538 0.058127 0.058723 0.059325 0.059933 20.93 21.36 JP Morgan Chase & Co. 48126DZQ5 03/28/13 03/31/23 100.000 VARIES 3.3453 0.093311 0.093696 0.094126 0.094563 0.095039 33.74 34.05 JP Morgan Chase & Co. 48126N3B1 02/28/14 02/28/20 100.000 0.000 2.8178 0.076573 0.078939 0.078746 0.080733 23.80 29.00 JP Morgan Chase & Co. 48126N5L7 03/28/14 03/28/29 100.000 VARIES 4.4199 0.122776 0.121329 0.119850 0.118338 33.38 43.13 JP Morgan Chase & Co. 48126N5M5 03/18/14 03/18/29 100.000 VARIES 4.4586 0.123851 0.120276 0.116621 0.112885 34.68 41.88 JP Morgan Chase & Co. 48126N6E2 05/07/14 05/05/17 100.000 0.000 1.5702 0.043617 0.043956 0.044301 0.044649 10.23 15.92 JP Morgan Chase & Co. 48126N6F9 05/07/14 05/05/17 100.000 0.150 1.5618 0.043385 0.043688 0.043997 0.044308 10.17 15.82 JP Morgan Chase & Co. 48126N6J1 05/14/14 05/12/17 100.000 0.000 1.4801 0.041116 0.041417 0.041724 0.042032 9.35 15.00 JP Morgan Chase & Co. 48126N6K8 05/14/14 05/12/17 100.000 0.150 1.4777 0.041050 0.041319 0.041594 0.041870 9.33 14.95 JP Morgan Chase & Co. 48126NCU9 06/28/13 06/28/19 100.000 0.000 3.2501 0.091750 0.093241 0.094756 0.096296 0.097861 33.31 34.40 JP Morgan Chase & Co. 48126NCV7 06/28/13 06/30/20 100.000 VARIES 3.6188 0.100971 0.101422 0.101921 0.102430 0.102997 36.43 36.78 JP Morgan Chase & Co. 48126NCW5 06/28/13 06/30/23 100.000 VARIES 4.3048 0.119928 0.120278 0.120636 0.121002 0.121714 43.24 43.50 JP Morgan Chase & Co. 48126NGN1 07/02/13 07/03/19 100.000 0.000 3.2114 0.089216 0.090649 0.092104 0.093583 0.095086 32.89 33.95 JP Morgan Chase & Co. 48126NHE0 07/31/13 07/31/19 100.000 VARIES 2.9571 0.082142 0.082791 0.083450 0.084137 0.084835 29.89 30.37 JP Morgan Chase & Co. 48126NHH3 07/31/13 07/31/18 100.000 0.000 2.5902 0.071953 0.072885 0.073829 0.074785 0.075753 26.35 27.04 JP Morgan Chase & Co. 48126NHJ9 07/31/13 07/31/23 100.000 VARIES 3.9756 0.110435 0.110758 0.111087 0.111423 0.111766 39.91 40.15 JP Morgan Chase & Co. 48126NHK6 07/11/13 07/11/19 100.000 0.000 3.3903 0.094176 0.095773 0.097396 0.099047 0.100726 34.74 35.93 JP Morgan Chase & Co. 48126NJJ7 07/31/13 07/31/19 100.000 0.000 2.9705 0.082516 0.083742 0.084985 0.086248 0.087529 30.30 31.21 JP Morgan Chase & Co. 48126NLK1 08/05/13 08/03/17 100.000 0.000 2.1505 0.059737 0.060372 0.061021 0.061677 0.062340 21.81 22.28 JP Morgan Chase & Co. 48126NMG9 08/30/13 08/30/19 100.000 0.000 3.2508 0.089310 0.090265 0.092237 0.093224 0.094739 33.14 34.16 JP Morgan Chase & Co. 48126NMH7 08/30/13 08/31/23 100.000 VARIES 4.2968 0.118697 0.116953 0.119091 0.117349 0.118844 43.05 43.12 JP Morgan Chase & Co. 48126NNA1 08/30/13 08/30/19 100.000 VARIES 3.2354 0.088885 0.089128 0.090362 0.090637 0.091419 32.67 33.16 JP Morgan Chase & Co. 48126NQB6 08/29/13 08/31/20 100.000 0.000 3.7493 0.103595 0.103817 0.107516 0.107746 0.110972 38.34 39.71 JP Morgan Chase & Co. 48126NQX8 09/30/13 09/30/19 100.000 VARIES 2.9713 0.082536 0.082989 0.083449 0.083946 0.084451 29.88 30.22 JP Morgan Chase & Co. 48126NQZ3 09/30/13 09/28/18 100.000 0.000 2.5208 0.070023 0.070896 0.071790 0.072695 0.073611 25.53 26.18 JP Morgan Chase & Co. 48126NRP4 09/30/13 03/29/18 100.000 0.000 2.2910 0.063640 0.064365 0.065103 0.065848 0.066603 23.18 23.71 JP Morgan Chase & Co. 48126NSK4 09/18/13 09/18/20 100.000 0.000 3.8712 0.107535 0.109617 0.111739 0.113902 0.116106 39.52 41.07 JP Morgan Chase & Co. 48126NSW8 10/18/13 10/18/28 100.000 VARIES 4.7118 0.130885 0.127162 0.123352 0.119452 0.115460 45.90 43.13 JP Morgan Chase & Co. 48126NSZ1 10/31/13 10/31/28 100.000 VARIES 4.4384 0.123291 0.120875 0.118405 0.115881 0.113300 43.65 41.86 JP Morgan Chase & Co. 48126NT64 01/31/14 01/31/20 100.000 0.000 2.7907 0.077520 0.078602 0.079698 0.080810 25.82 28.83 JP Morgan Chase & Co. 48126NTC1 11/20/13 11/20/28 100.000 VARIES 4.6982 0.130506 0.127939 0.125312 0.122623 0.119871 46.31 44.41 JP Morgan Chase & Co. 48126NU21 01/14/14 01/12/18 100.000 0.000 2.0000 0.055557 0.056107 0.056668 0.057234 19.37 20.49 JP Morgan Chase & Co. 48126NU96 01/24/14 01/26/21 100.000 0.000 3.3004 0.091680 0.091697 0.093210 0.094749 0.096312 31.14 34.31 JP Morgan Chase & Co. 48126NWU7 10/31/13 10/31/19 100.000 0.000 2.7408 0.076135 0.077178 0.078236 0.079308 0.080395 27.72 28.49 JP Morgan Chase & Co. 48126NWV5 10/31/13 10/31/23 100.000 VARIES 3.8579 0.107167 0.107439 0.107716 0.107999 0.108287 38.66 38.86 JP Morgan Chase & Co. 48126NXS1 10/21/13 10/21/20 100.000 0.000 3.5611 0.098921 0.100682 0.102475 0.104299 0.106156 36.18 37.48 JP Morgan Chase & Co. 48126NZY6 11/29/13 11/29/19 100.000 0.000 2.8103 0.078064 0.079161 0.080273 0.081401 0.082545 28.37 29.17 JP Morgan Chase & Co. 48126NZZ3 11/29/13 11/29/19 100.000 0.000 2.8103 0.078064 0.079161 0.080273 0.081401 0.082545 28.37 29.17 JP Morgan Chase & Co. 48127A351 12/26/13 06/24/21 100.000 0.000 3.6699 0.101943 0.103793 0.105697 0.107637 0.109612 37.06 38.43 JP Morgan Chase & Co. 48127DCY2 04/30/14 04/30/20 100.000 0.000 2.8708 0.079745 0.080890 0.082051 0.083229 19.29 29.47 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ JP Morgan Chase & Co. 48127DFJ2 04/23/14 04/22/20 100.000 VARIES 2.8446 0.079018 0.079218 0.079422 0.079686 19.61 28.59 JP Morgan Chase & Co. 48127DKP2 06/04/14 06/05/18 100.000 0.000 1.9100 0.052473 0.052189 0.052977 0.053190 0.053698 11.03 19.40 JP Morgan Chase & Co. 48127DMP0 06/30/14 09/30/20 100.000 0.000 2.7897 0.077494 0.078034 0.079123 0.080226 14.08 28.49 JP Morgan Chase & Co. 48127DVW5 08/29/14 08/31/20 100.000 0.000 2.8192 0.076611 0.077893 0.077703 0.079664 9.73 28.61 JP Morgan Chase & Co. 48127DYS1 09/30/14 09/30/20 100.000 0.000 2.9909 0.083082 0.084325 0.085586 7.56 30.36 JP Morgan Chase & Co. 48127F731 04/30/14 04/30/24 100.000 0.000 3.8108 0.105856 0.107873 0.109929 0.112023 25.63 39.46 Justice Park Dist, IL 48214PAM7 06/07/11 12/01/14 104.211 VARIES 3.6619 0.103045 0.102389 33.89 Justice Park Dist, IL 48214PAN5 06/07/11 12/01/15 104.066 VARIES 3.9671 0.112368 0.111842 0.111305 0.110758 40.33 36.63 Justice Park Dist, IL 48214PAP0 06/07/11 12/01/16 102.404 VARIES 4.4687 0.125964 0.125675 0.125380 0.125078 0.124769 45.28 45.06 Justice Park Dist, IL 48214PAQ8 06/07/11 12/01/17 101.380 VARIES 4.7209 0.132458 0.132307 0.132151 0.131992 0.131829 47.65 47.54 Justice Park Dist, IL 48214PAR6 06/07/11 12/01/18 100.000 VARIES 4.9723 0.138289 0.138274 0.138258 0.138243 0.138227 49.78 49.77 Justice Park Dist, IL 48214PAS4 06/07/11 12/01/19 97.305 VARIES 5.3724 0.146416 0.146619 0.146826 0.147039 0.147258 52.76 52.91 Justice Park Dist, IL 48214PAT2 06/07/11 12/01/20 94.574 VARIES 5.7224 0.152409 0.152795 0.153193 0.153603 0.154024 54.96 55.25 Justice Park Dist, IL 48214PAU9 06/07/11 12/01/21 92.300 VARIES 5.9725 0.155760 0.156264 0.156782 0.157317 0.157867 56.19 56.57 KFW 500769BR4 04/19/06 04/18/36 19.778 0.000 5.4761 102.06 0.045109 0.046344 0.047613 0.048916 0.050256 16.64 17.57 KFW 500769CH5 06/29/07 06/29/37 18.097 0.000 5.7800 81.21 0.042081 0.043297 0.044548 0.045836 0.047161 15.37 16.27 L-3 Commun Hldgs, Inc 502413AW7 07/29/05 08/01/35* 100.000 VARIES N/A 0.235623 0.240443 36.16* L-3 Commun Hldgs, Inc 502424AE4 07/29/05 08/01/35* 100.000 VARIES N/A 0.235623 0.240443 36.16* LaSalle CNTY SD #44, IL 504402BW7 02/01/12 12/01/14 105.130 VARIES 2.7958 0.079149 0.078411 25.99 LaSalle CNTY SD #44, IL 504402BX5 02/01/12 12/01/15 106.275 VARIES 3.1949 0.091830 0.091078 0.090314 0.089538 32.88 29.66 LaSalle CNTY SD #141, IL 504588FA7 06/01/12 12/01/14 104.246 VARIES 1.9785 0.055919 0.055441 18.37 LaSalle CNTY SD #141, IL 504588FB5 06/01/12 12/01/15 105.685 VARIES 2.2809 0.065477 0.064956 0.064430 0.063898 23.45 21.17 LaSalle CNTY SD #141, IL 504588FC3 06/01/12 12/01/16 106.786 VARIES 2.3843 0.069313 0.068814 0.068310 0.067800 0.067283 24.83 24.47 Lake County IL SD #187 509262CV1 04/09/03 01/01/21 35.244 0.000 5.9694 310.05 0.109853 0.113132 0.116509 0.119986 40.14 42.57 Lakewood Township, NJ 512678QT3 08/22/12 04/01/14 99.524 1.250 1.5507 4.01 0.008290 .75 Lakewood Township, NJ 512678QU0 08/22/12 04/01/15 98.986 1.500 1.9002 5.22 0.010807 0.010910 0.011013 3.93 .99 Lakewood Township, NJ 512678QV8 08/22/12 04/01/16 98.453 2.000 2.4505 5.67 0.011775 0.011919 0.012066 0.012213 0.012363 4.29 4.40 Lakewood Township, NJ 512678QW6 08/22/12 04/01/17 98.381 2.250 2.6252 4.58 0.009514 0.009639 0.009766 0.009894 0.010024 3.47 3.56 Lakewood Township, NJ 512678QX4 08/22/12 04/01/18 98.460 2.700 3.0003 3.50 0.007297 0.007406 0.007517 0.007630 0.007745 2.67 2.75 Lee & Dekalb Counties,IL 523351BR4 09/30/11 01/01/15 100.000 0.000 3.4989 0.105096 0.106935 38.17 Lee & Dekalb Counties,IL 523351BS2 09/30/11 01/01/16 100.000 0.000 3.9990 0.121455 0.123884 0.126361 0.128888 44.16 45.94 Lee & Dekalb Counties,IL 523351BT0 09/30/11 01/01/17 100.000 0.000 3.7493 0.113243 0.115366 0.117529 0.119732 41.15 42.71 Lee & Dekalb Counties,IL 523351BU7 09/30/11 01/01/18 100.000 0.000 3.9993 0.121466 0.123895 0.126373 0.128900 44.16 45.95 Lee & Dekalb Counties,IL 523351BV5 09/30/11 01/01/19 100.000 0.000 4.2492 0.129771 0.132528 0.135343 0.138219 47.21 49.24 Lee & Dekalb Counties,IL 523351BW3 09/30/11 01/01/20 117.427 0.000 4.4992 0.162241 0.165891 0.169623 0.173438 59.06 61.75 Legg Mason, Inc. 524901AN5 05/12/08 06/30/21 100.000 VARIES 6.9753 0.201183 0.200798 0.200399 0.199987 0.199560 72.36 72.07 Liberty Interactive Corp 530610AA2 04/09/13 03/30/43 100.000 2.984 6.0292 0.169902 0.172526 0.175228 0.178011 0.180879 62.12 64.10 Liberty Interactive Corp 530610AB0 09/09/13 09/30/43 100.000 1.000 2.5054 0.069656 0.070181 0.070712 0.071250 0.071795 25.27 25.65 Liberty Media Corp. 530715AF8 11/16/99 11/15/29 100.000 4.000 9.0689 0.598398 0.620494 0.643592 0.667738 0.692978 221.48 238.31 Liberty Media Corp. 530715AG6 11/16/99 11/15/29 100.000 4.000 9.0689 0.598398 0.620494 0.643592 0.667738 0.692978 221.48 238.31 Liberty Media Corp. 530715AK7 02/10/00 02/15/30 100.000 3.750 9.4298 0.652233 0.678074 0.705133 0.733468 0.763139 246.65 266.84 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Liberty Media Corp. 530715AL5 02/10/00 02/15/30 100.000 3.750 9.4298 0.652233 0.678074 0.705133 0.733468 0.763139 246.65 266.84 Liberty Media Corp. 530715AM3 01/11/01 01/15/31 100.000 3.500 N/A 0.512079 0.529753 0.548063 0.567017 0.586621 193.50 207.12 Liberty Media Corp. 530715AN1 01/11/01 01/15/31 100.000 3.500 N/A 0.512079 0.529753 0.548063 0.567017 0.586621 193.50 207.12 Linear Technology Corp. 535678AA4 04/24/07 05/01/27* 100.000 3.000 7.0000 0.257346 30.88* Linear Technology Corp. 535678AC0 04/24/07 05/01/27* 100.000 3.000 7.0000 0.257346 30.88* Lithia Motors, Inc. 536797AA1 05/03/04 05/01/14 100.000 VARIES 8.9998 0.463748 55.65 Lithia Motors, Inc. 536797AB9 05/03/04 05/01/14 100.000 VARIES 8.9998 0.463748 55.65 Livingston Counties, IL 538412AT4 10/27/10 12/01/14 105.289 VARIES 2.7890 0.078468 0.077974 25.81 Livingston Counties, IL 538412AU1 10/27/10 12/01/15 104.254 VARIES 3.2393 0.091471 0.091108 0.090739 0.090364 32.84 29.88 Lloyds TSB Bank PLC 5394E8AH2 07/28/11 07/28/16 100.000 VARIES 2.0468 0.007757 0.007836 0.007916 0.007997 0.008079 2.83 2.89 Lloyds TSB Bank PLC 5394E8AM1 04/13/12 04/13/15 98.750 VARIES 2.9305 0.018096 0.018361 0.018630 6.60 1.90 Lloyds TSB Bank PLC 5394E8AN9 04/26/12 04/26/27 100.000 VARIES 4.6791 0.123600 0.121544 0.119441 0.117288 0.116504 43.86 42.42 Lloyds TSB Bank PLC 5394E8AP4 04/27/12 04/27/20 100.000 VARIES 2.7870 0.019372 0.018518 0.018776 0.019038 0.019303 6.78 6.84 Lloyds TSB Bank PLC 5394E8AR0 04/27/12 10/27/14 98.750 VARIES 2.9127 0.024632 0.024991 7.36 Lloyds TSB Bank PLC 5394E8AU3 06/22/12 10/22/14 98.150 VARIES 3.2939 0.034789 0.035362 10.23 Lloyds TSB Bank PLC 5394E8AV1 06/08/12 06/08/27 95.000 8.000 8.5995 2.78 0.005344 0.005574 0.005813 0.006063 0.006324 1.98 2.15 Lloyds TSB Bank PLC 5394E8AX7 06/29/12 06/29/32 100.000 VARIES 4.7441 0.128019 0.126705 0.126020 0.125320 0.124602 45.85 45.24 Lloyds TSB Bank PLC 5394E8AY5 06/29/12 06/29/27 95.000 8.000 8.5995 2.66 0.005344 0.005574 0.005813 0.006063 0.006324 1.97 2.14 Lloyds TSB Bank PLC 5394E8BB4 07/23/12 07/23/22 100.000 VARIES 2.8121 0.007814 0.007377 0.006934 0.007032 0.007131 2.60 2.55 Lloyds TSB Bank PLC 5394E8BC2 07/20/12 07/20/17 98.250 VARIES 2.8582 0.021281 0.021585 0.021894 0.022207 0.022524 7.81 8.04 Lloyds TSB Bank PLC 5394E8BE8 07/23/12 07/23/24 96.000 4.200 4.6384 3.72 0.007354 0.007525 0.007699 0.007878 0.008060 2.73 2.86 Lloyds TSB Bank PLC 5394E8BG3 09/19/12 09/19/32 100.000 VARIES 4.3107 0.117542 0.116406 0.115245 0.114059 0.113551 41.88 41.10 Lloyds TSB Bank PLC 5394E8BK4 01/31/13 01/31/33 100.000 VARIES 3.6033 0.097392 0.094642 0.093233 0.091799 0.090338 33.94 32.87 Lloyds TSB Bank PLC 5394E8BN8 02/22/13 02/22/33 100.000 VARIES 3.6891 0.099974 0.097424 0.094828 0.092184 0.091094 34.87 33.18 Lloyds TSB Bank PLC 5394E8BR9 04/26/13 04/26/33 100.000 VARIES 3.6254 0.096239 0.091689 0.088099 0.084444 0.080723 33.30 30.58 Lloyds TSB Bank PLC 5394E8BT5 07/05/13 07/05/33 100.000 VARIES 4.1638 0.115662 0.110552 0.105336 0.101784 0.098158 38.90 36.02 Lloyds TSB Bank PLC 5394E8BV0 07/26/13 07/26/33 100.000 VARIES 4.0718 0.113106 0.109135 0.105084 0.100950 0.096731 38.76 35.79 Lloyds TSB Bank PLC 5394E8BW8 07/26/13 07/26/28 100.000 VARIES 4.0225 0.111738 0.110074 0.108378 0.106962 0.105519 39.41 38.32 Lloyds TSB Bank PLC 5394E8BY4 07/29/13 07/29/33 100.000 VARIES 4.1864 0.116292 0.112997 0.109634 0.106201 0.102695 40.26 37.80 Lloyds TSB Bank PLC 5394E8BZ1 08/28/13 08/28/33 100.000 VARIES 4.7627 0.132298 0.130168 0.127988 0.125756 0.123471 46.71 45.12 Lloyds TSB Bank PLC 5394E8CA5 09/26/13 09/26/33 100.000 VARIES 5.0069 0.139082 0.135783 0.132402 0.128935 0.125382 48.84 46.37 Lloyds TSB Bank PLC 5394E8CB3 10/17/13 10/17/33 100.000 VARIES 5.0356 0.139879 0.136634 0.133308 0.129898 0.126402 49.29 46.87 Lloyds TSB Bank PLC 5394E8CC1 10/25/13 10/25/33 100.000 VARIES 5.0339 0.139832 0.136360 0.132800 0.129151 0.125410 49.25 46.66 Lloyds TSB Bank PLC 5394E8CD9 11/27/13 11/27/28 97.000 VARIES 4.3735 0.117844 0.117991 0.118142 0.118295 0.118452 42.46 42.57 Lloyds TSB Bank PLC 5394E8CE7 11/27/13 11/27/33 100.000 VARIES 4.4796 0.124436 0.121029 0.117546 0.113985 0.110345 43.95 41.43 Lloyds TSB Bank PLC 5394E8CF4 12/27/13 12/27/28 100.000 VARIES 4.0354 0.112096 0.109532 0.106916 0.104248 0.101526 39.87 37.99 Lloyds TSB Bank PLC 5394E8CG2 01/29/14 01/29/34 100.000 VARIES 4.7509 0.131972 0.128480 0.124905 0.121245 43.28 44.51 Lloyds TSB Bank PLC 5394E8CK3 04/10/14 04/10/34 100.000 VARIES 4.6720 0.129779 0.126548 0.123241 0.119856 33.61 44.42 Lloyds TSB Bank PLC 5394E8CL1 04/25/14 04/25/34 100.000 VARIES 3.7158 0.103219 0.099976 0.096672 0.093307 25.18 34.96 Lucent Tech Cap Tr I 549462208 03/19/02 03/15/17* 100.000 7.750 7.7499 0.215278 2.58* Lucent Tech Cap Tr I 549462307 03/19/02 03/15/17* 100.000 7.750 7.7499 0.215278 2.58* ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ MTR Gaming Group, Inc. 553769AJ9 08/05/11 08/01/19 97.000 11.500 N/A 0.330808 0.331304 0.331829 0.332387 0.332978 119.33 119.73 MTR Gaming Group, Inc. 553769AK6 08/05/11 08/01/19 97.000 11.500 N/A 0.330808 0.331304 0.331829 0.332387 0.332978 119.33 119.73 MTR Gaming Group, Inc. 553769AL4 08/05/11 08/01/19 97.000 11.500 N/A 0.330808 0.331304 0.331829 0.332387 0.332978 119.33 119.73 Macon CNTYS DIST 537, IL 555545BQ4 04/01/10 12/01/14 105.395 0.000 2.8119 0.091201 0.092484 30.33 Macon CNTYS DIST 537, IL 555545BR2 04/01/10 12/01/15 105.886 0.000 3.0211 0.099190 0.100688 0.102209 0.103753 36.07 34.01 Macon CNTYS DIST 537, IL 555545BS0 04/01/10 12/01/16 106.138 0.000 3.2973 0.109604 0.111412 0.113248 0.115115 0.117013 39.89 41.22 Macon CNTYS DIST 537, IL 555545BT8 04/01/10 12/01/17 103.230 0.000 3.7059 0.121589 0.123842 0.126137 0.128474 0.130855 44.31 45.97 Macon CNTYS DIST 537, IL 555545BU5 04/01/10 12/01/18 105.024 0.000 3.5846 0.119132 0.121268 0.123441 0.125654 0.127906 43.40 44.97 Macon CNTYS SD #9, IL 555864AD9 05/24/13 12/01/14 102.894 0.000 1.1799 0.033933 0.034133 11.23 Macon CNTYS SD #9, IL 555864AE7 05/24/13 12/01/15 104.772 VARIES 1.2371 0.036237 0.036461 0.035000 0.034684 13.05 11.49 Macon CNTYS SD #9, IL 555864AF4 05/24/13 12/01/16 106.008 VARIES 1.5380 0.045652 0.046003 0.044158 0.043804 0.043446 16.45 15.81 Macon CNTYS SD #9, IL 555864AG2 05/24/13 12/01/17 106.698 VARIES 1.7393 0.052017 0.052469 0.050439 0.050093 0.049743 18.76 18.07 Macon CNTYS SD #9, IL 555864AH0 05/24/13 12/01/18 106.171 VARIES 2.0893 0.062287 0.062938 0.060609 0.060299 0.059985 22.49 21.74 Macon CNTYS SD #9, IL 555864AJ6 05/24/13 12/01/19 106.514 VARIES 2.4384 0.073062 0.073953 0.071101 0.070782 0.070460 26.40 25.52 Macon CNTYS SD #9, IL 555864AK3 05/24/13 12/01/20 105.634 VARIES 2.6887 0.079997 0.081073 0.078024 0.077766 0.077504 28.93 28.03 Macoupin CNTY SD #1, IL 556003DR9 10/12/12 12/01/14 102.914 0.000 1.4173 0.041174 0.041466 13.64 Marion County, OR 56913RAN8 03/28/02 06/01/14 42.967 0.000 7.0588 541.92 0.189396 28.41 Marion County, OR 56913RAP3 03/28/02 06/01/15 39.329 0.000 7.2089 511.33 0.180067 0.186558 0.193282 66.39 28.99 Marion County, OR 56913RAQ1 03/28/02 06/01/16 36.142 0.000 7.3089 479.39 0.169674 0.175874 0.182302 0.188964 0.195869 62.58 67.23 Marion County, OR 56913RAR9 03/28/02 06/01/17 33.393 0.000 7.3590 447.35 0.158733 0.164573 0.170629 0.176907 0.183416 58.55 62.94 Marion County, OR 56913RAS7 03/28/02 06/01/18 31.307 0.000 7.3092 415.28 0.146985 0.152357 0.157925 0.163696 0.169679 54.21 58.24 Marion County, OR 56913RAT5 03/28/02 06/01/19 28.898 0.000 7.3592 387.15 0.137373 0.142428 0.147669 0.153103 0.158736 50.67 54.47 Marion County, OR 56913RAU2 03/28/02 06/01/20 26.649 0.000 7.4091 360.56 0.128260 0.133012 0.137939 0.143049 0.148349 47.32 50.89 Mashantucket Western 574754AL1 07/01/13 07/01/26 53.461 7.350 N/A 0.231795 0.236047 0.240560 0.245353 0.250448 85.01 88.36 Mashantucket Western 574754AM9 07/01/13 03/31/36 14.695 6.500 N/A 0.090140 0.096747 0.103975 0.111890 0.120560 34.90 40.36 Mason CNTYS SD #191, IL 574816BW3 07/02/10 12/01/18 106.295 VARIES 4.3308 0.125225 0.124778 0.124323 0.123857 0.123381 44.97 44.64 Mason CNTYS SD #191, IL 574816BX1 07/02/10 12/01/19 105.637 VARIES 4.7793 0.138041 0.137656 0.137262 0.136858 0.136444 49.60 49.32 Mclean County, IL 582001FB4 06/30/14 12/01/18 99.601 VARIES 2.2167 0.061331 0.061901 0.062587 0.060741 11.12 22.37 Mclean County, IL 582001FD0 06/30/14 12/01/20 99.401 VARIES 3.1536 0.087075 0.088227 0.089618 0.086761 15.80 31.97 Mclean County, IL 582001FE8 06/30/14 12/01/21 112.369 VARIES 3.6289 0.113274 0.114998 0.117085 0.110893 20.55 41.65 Mclean County, IL 582001FF5 06/30/14 12/01/22 111.828 VARIES 3.8796 0.120516 0.122477 0.124853 0.118384 21.87 44.40 Mclean County, IL 582001FG3 06/30/14 12/01/23 110.876 VARIES 4.1299 0.127198 0.129402 0.132074 0.125337 23.09 46.94 Mclean County, IL 582001FH1 06/30/14 12/01/24 109.553 VARIES 4.3801 0.133293 0.135742 0.138715 0.131715 24.20 49.28 Medicis Pharma Corp. 584690AB7 08/14/03 06/04/33 93.000 VARIES 9.1499 0.525376 0.546871 0.569348 0.592854 0.617436 194.19 210.49 Merisant Worldwide, Inc. 58985CAA8 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340267 45.60 Merrill Lynch & Co.,Inc. 590188W46 03/13/02 03/13/32 100.000 VARIES 5.7132 0.303332 0.311997 0.320910 0.330077 0.339506 112.66 119.19 Merrill Lynch & Co.,Inc. 590188W79 12/30/04 01/02/14 100.000 0.000 4.6291 0.189781 .19 Merrill Lynch & Co.,Inc. 59018YC66 05/02/07 05/02/17 100.000 VARIES 5.5833 0.151620 0.152076 0.152545 0.153027 0.153522 54.72 55.06 Merrill Lynch & Co.,Inc. 59018YD65 05/18/07 05/18/17 100.000 VARIES 5.6522 0.154647 0.154956 0.155274 0.155602 0.155938 55.76 55.99 Merrill Lynch & Co.,Inc. 59018YE49 06/06/07 06/06/17 100.000 VARIES 5.9091 0.161386 0.161747 0.162118 0.162499 0.162893 58.18 58.45 Merrill Lynch Bank USA 59020WWC1 09/30/05 03/31/14 100.000 0.000 4.4692 0.176809 15.74 Mexican States 593048BN0 03/30/01 12/30/19 89.000 8.125 9.3823 53.32 0.020148 0.021093 0.022082 0.023118 0.024203 7.43 8.14 Miami Dade County, FL 59333MXE0 12/15/09 12/15/26 73.673 5.760 8.7675 33.10 0.027381 0.028582 0.029835 0.031143 0.032508 10.11 11.02 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Microchip Technology Inc 595017AA2 12/07/07 12/15/37 100.000 VARIES 9.1009 0.385926 0.398641 0.416414 0.430342 0.447282 143.71 155.06 Microchip Technology Inc 595017AB0 12/07/07 12/15/37 100.000 VARIES 9.1009 0.385926 0.398641 0.416414 0.430342 0.447282 143.71 155.06 Milagro Oil & Gas, Inc. 59870WAA0 05/11/11 05/15/16 97.182 10.500 11.2509 12.93 0.015866 0.016758 0.017701 0.018697 0.019748 5.96 6.65 Milagro Oil & Gas, Inc. 59870WAB8 05/11/11 05/15/16 97.182 10.500 11.2509 12.93 0.015866 0.016758 0.017701 0.018697 0.019748 5.96 6.65 Molina Healthcare Inc. 60855RAD2 09/05/14 08/15/44 100.500 VARIES 7.5077 0.209592 0.215079 0.221459 24.31 78.05 Molina Healthcare Inc. 60855RAE0 09/05/14 08/15/44 100.500 VARIES 7.5077 0.209592 0.215079 0.221459 24.31 78.05 Morgan Stanley 6174464N6 03/24/08 02/24/14 100.000 0.000 4.6797 0.167016 8.85 Morgan Stanley 6174464P1 03/20/08 03/20/23 81.700 2.935 4.6422 0.112193 0.112905 0.113633 0.114378 0.115141 40.66 41.19 Morgan Stanley 6174464Q9 03/20/08 03/20/23 78.350 2.624 4.6439 0.109166 0.110009 0.110870 0.111752 0.112655 39.62 40.25 Morgan Stanley 6174466S3 06/30/08 06/30/14 100.000 0.000 6.0285 0.232160 41.56 Morgan Stanley 617446H69 05/30/07 06/26/17 100.000 0.000 5.8001 0.234614 0.241418 0.248419 0.255623 0.263036 85.75 90.80 Morgan Stanley 617446YM5 08/30/05 09/01/14 100.000 0.000 4.8471 0.197534 0.202321 48.27 Morgan Stanley 617446Z77 02/07/08 06/06/14 100.000 0.000 4.6169 0.167361 25.94 Morgan Stanley 61745E2D2 01/24/11 01/24/20 100.000 VARIES 5.2661 0.146758 0.147065 0.147264 0.147469 0.147540 52.97 53.10 Morgan Stanley 61745E2E0 07/11/11 07/11/23 100.000 VARIES 5.5160 0.154142 0.154526 0.154922 0.155104 0.155292 55.69 55.87 Morgan Stanley 61745E2F7 11/28/11 11/28/26 100.000 VARIES 6.0157 0.149679 0.144990 0.140161 0.140304 0.140452 52.73 50.49 Morgan Stanley 61745E2K6 01/21/11 01/21/26 100.000 VARIES 5.7295 0.141384 0.137701 0.133913 0.130016 0.129519 49.04 46.80 Morgan Stanley 61745E2L4 07/07/11 07/07/20 100.000 VARIES 2.2423 0.011793 0.011925 0.012059 0.012194 0.012330 4.32 4.41 Morgan Stanley 61745E2M2 11/30/11 11/30/31 100.000 VARIES 6.5857 0.169815 0.168074 0.166276 0.164418 0.162500 60.71 59.41 Morgan Stanley 61745E2S9 07/13/11 07/13/31 100.000 VARIES 5.5541 0.146414 0.144309 0.142145 0.141053 0.139931 51.61 50.60 Morgan Stanley 61745E2Y6 07/15/11 07/15/17 100.000 VARIES 4.3803 0.121872 0.121969 0.122069 0.122073 0.122078 43.92 43.95 Morgan Stanley 61745E2Z3 11/30/11 11/30/31 100.000 VARIES 6.7333 0.174187 0.170699 0.167094 0.163368 0.159516 61.86 59.25 Morgan Stanley 61745E3D1 02/14/11 02/14/31 100.000 VARIES 6.0718 0.151063 0.147216 0.143252 0.139168 0.138421 52.62 50.17 Morgan Stanley 61745E3F6 11/30/11 12/01/16 100.000 VARIES 5.1660 0.011473 0.011403 0.011332 0.011259 0.011184 4.11 4.06 Morgan Stanley 61745E3J8 07/28/10 07/28/17 100.000 VARIES 2.9665 0.018309 0.018581 0.018856 0.019136 0.019420 6.72 6.92 Morgan Stanley 61745E3R0 02/11/11 02/11/20 100.000 VARIES 5.7500 0.162501 0.162783 0.162925 0.163071 0.163004 58.61 58.69 Morgan Stanley 61745E3S8 07/29/11 07/29/31 100.000 VARIES 5.6230 0.146823 0.144313 0.141732 0.140695 0.139630 51.63 50.52 Morgan Stanley 61745E3T6 12/27/11 12/27/26 100.000 VARIES 6.9291 0.180028 0.176641 0.173137 0.169512 0.165761 64.17 61.65 Morgan Stanley 61745E3W9 08/17/10 08/17/20 100.000 VARIES 2.7071 0.019673 0.019940 0.020209 0.020483 0.020760 7.20 7.40 Morgan Stanley 61745E3Y5 07/29/11 07/29/26 100.000 VARIES 5.4529 0.134371 0.130702 0.126933 0.125930 0.124899 46.58 45.21 Morgan Stanley 61745E4E8 07/29/11 07/29/26 100.000 VARIES 5.4932 0.140056 0.137159 0.134182 0.133915 0.133642 49.01 48.18 Morgan Stanley 61745E4K4 02/18/11 02/18/20 100.000 VARIES 2.8598 0.014952 0.015166 0.015383 0.015603 0.015826 5.48 5.64 Morgan Stanley 61745E4L2 07/29/11 07/29/26 100.000 VARIES 5.5117 0.136281 0.132361 0.128333 0.127686 0.127022 47.15 45.88 Morgan Stanley 61745E4M0 12/23/11 12/23/18 100.000 VARIES 4.9659 0.027269 0.027041 0.026808 0.026569 0.026324 9.77 9.60 Morgan Stanley 61745E4T5 01/13/12 01/13/32 100.000 VARIES 6.1786 0.161485 0.157892 0.154188 0.150370 0.146434 56.26 53.52 Morgan Stanley 61745E4U2 08/26/09 08/26/16 100.000 VARIES 5.1504 0.149624 0.149235 0.148836 0.147816 0.146769 53.70 53.14 Morgan Stanley 61745E5C1 08/27/10 08/27/15 100.000 VARIES 1.8388 0.007148 0.007214 0.007280 0.007347 2.60 1.73 Morgan Stanley 61745E5R8 03/15/11 03/15/21 100.000 VARIES 5.2217 0.145836 0.146029 0.146351 0.146681 0.146913 52.59 52.81 Morgan Stanley 61745E5S6 08/22/11 08/22/31 100.000 VARIES 5.6565 0.141162 0.138110 0.134971 0.134953 0.134934 49.47 48.58 Morgan Stanley 61745E5W7 08/31/10 08/31/20 100.000 VARIES 2.8095 0.011678 0.011649 0.012008 0.011979 0.012280 4.30 4.41 Morgan Stanley 61745E5X5 03/22/11 03/22/31 100.000 VARIES 5.8739 0.160456 0.159866 0.159258 0.158632 0.158666 57.54 57.16 Morgan Stanley 61745E5Z0 01/31/12 01/31/32 100.000 VARIES 5.6271 0.145767 0.142052 0.138233 0.134307 0.134324 50.67 48.47 Morgan Stanley 61745E6D8 03/23/11 03/23/26 100.000 VARIES 5.5646 0.152811 0.152431 0.152251 0.152066 0.151876 54.89 54.74 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61745E6E6 08/24/11 08/24/23 100.000 VARIES 4.5799 0.126113 0.126788 0.127478 0.127815 0.128161 45.70 46.04 Morgan Stanley 61745E6M8 02/15/12 02/15/19 100.000 VARIES 5.4091 0.149869 0.150397 0.150789 0.151191 0.151413 54.17 54.44 Morgan Stanley 61745E6R7 03/25/11 03/25/31 100.000 VARIES 5.9463 0.146172 0.144576 0.142934 0.141242 0.141437 52.02 51.01 Morgan Stanley 61745E6V8 04/15/10 04/15/25 100.000 VARIES 5.5533 0.151995 0.151953 0.151908 0.151863 0.151859 54.70 54.68 Morgan Stanley 61745E6Y2 08/12/11 08/12/23 100.000 VARIES 5.0167 0.138678 0.139253 0.139842 0.140060 0.140284 50.19 50.44 Morgan Stanley 61745E7E5 08/31/11 08/31/26 100.000 VARIES 5.5215 0.139392 0.132749 0.130383 0.126899 0.126883 48.55 46.52 Morgan Stanley 61745E7K1 03/31/11 04/01/21 100.000 VARIES 5.3224 0.150434 0.150490 0.150619 0.150751 0.150787 54.18 54.26 Morgan Stanley 61745ED65 04/08/11 04/08/26 100.000 VARIES 5.9065 0.161489 0.160925 0.161031 0.161141 0.161253 58.00 58.01 Morgan Stanley 61745EE49 04/15/11 04/15/26 100.000 VARIES 5.7612 0.151670 0.151146 0.151178 0.151211 0.151245 54.47 54.44 Morgan Stanley 61745EE98 09/22/10 09/22/19 100.000 VARIES 2.8227 0.018391 0.018651 0.018914 0.019181 0.019452 6.72 6.91 Morgan Stanley 61745EF22 04/15/11 04/15/26 100.000 VARIES 5.8397 0.165825 0.166612 0.167421 0.168254 0.169112 59.96 60.55 Morgan Stanley 61745EF30 08/30/11 08/30/15 100.000 VARIES 3.2415 0.010715 0.010829 0.011065 0.011183 3.98 2.69 Morgan Stanley 61745EF63 05/18/10 05/18/25 100.000 VARIES 6.0398 0.164426 0.164293 0.164155 0.164013 0.163919 59.16 59.06 Morgan Stanley 61745EF89 04/15/11 04/15/21 100.000 VARIES 2.2565 0.006613 0.006688 0.006763 0.006839 0.006917 2.41 2.46 Morgan Stanley 61745EF97 08/31/11 08/31/31 100.000 VARIES 5.6734 0.142577 0.136522 0.134886 0.132649 0.134068 49.98 48.72 Morgan Stanley 61745EG62 04/25/11 04/25/23 100.000 VARIES 5.6779 0.153692 0.153242 0.154524 0.154129 0.154495 56.07 56.33 Morgan Stanley 61745EG70 08/31/11 08/31/15 100.000 VARIES 3.2288 0.010449 0.010444 0.010789 0.010784 3.85 2.61 Morgan Stanley 61745EH46 04/26/11 04/26/26 100.000 VARIES 5.7524 0.137254 0.132166 0.132246 0.130862 0.130181 48.83 47.88 Morgan Stanley 61745EH87 05/20/10 05/20/30* 100.000 VARIES 5.8155 0.129545 18.01* Morgan Stanley 61745EJ28 04/29/11 04/29/26 100.000 VARIES 5.7371 0.149922 0.147953 0.145927 0.143842 0.143133 53.37 51.99 Morgan Stanley 61745EJ36 09/16/11 09/16/15 100.000 VARIES 3.0131 0.017318 0.017578 0.017843 0.018112 6.34 4.60 Morgan Stanley 61745EJ77 09/30/10 09/30/17 100.000 VARIES 2.7147 0.014333 0.014527 0.014725 0.014924 0.015127 5.23 5.37 Morgan Stanley 61745EJ85 04/28/11 04/28/17 100.000 VARIES 1.7167 0.011610 0.011709 0.011810 0.011911 0.012013 4.21 4.28 Morgan Stanley 61745EJ93 09/09/11 09/09/26 100.000 VARIES 5.8527 0.148487 0.146556 0.144567 0.142521 0.140415 52.67 51.21 Morgan Stanley 61745EL33 09/30/10 09/30/19 100.000 VARIES 2.8240 0.026624 0.027000 0.027381 0.027768 0.028160 9.72 10.00 Morgan Stanley 61745EL41 04/29/11 04/29/18 100.000 VARIES 1.6125 0.010067 0.010148 0.010230 0.010312 0.010395 3.65 3.71 Morgan Stanley 61745EL58 09/16/11 09/16/31 100.000 VARIES 5.8547 0.148544 0.144761 0.140867 0.136859 0.132734 51.99 49.14 Morgan Stanley 61745EL90 10/15/10 10/15/19 100.000 VARIES 2.5025 0.017072 0.017286 0.017502 0.017721 0.017943 6.22 6.37 Morgan Stanley 61745EM24 04/29/11 04/29/16 100.000 VARIES 1.5929 0.008541 0.008609 0.008678 0.008747 0.008816 3.10 3.15 Morgan Stanley 61745EM32 09/22/11 09/22/26 100.000 VARIES 5.5347 0.139434 0.135605 0.131671 0.131638 0.131604 48.74 47.39 Morgan Stanley 61745EM73 10/29/10 10/29/30* 100.000 VARIES 5.2869 0.138796 0.137325 41.10* Morgan Stanley 61745EM81 05/17/11 05/17/23 100.000 VARIES 5.1511 0.143657 0.143779 0.143955 0.144136 0.144240 51.75 51.87 Morgan Stanley 61745EM99 09/30/11 09/30/17 100.000 VARIES 3.3263 0.011005 0.011188 0.011374 0.011564 0.011756 4.03 4.16 Morgan Stanley 61745EN64 05/19/11 05/19/26 100.000 VARIES 5.5223 0.145590 0.141731 0.143168 0.139913 0.140493 52.33 51.54 Morgan Stanley 61745EN72 09/30/11 09/30/31 100.000 VARIES 6.1251 0.156340 0.152621 0.148788 0.144838 0.140766 54.93 52.12 Morgan Stanley 61745EP47 05/12/11 05/12/21 100.000 VARIES 1.9922 0.012724 0.012851 0.012979 0.013108 0.013239 4.62 4.71 Morgan Stanley 61745EP96 10/15/10 10/15/15 100.000 VARIES 1.8991 0.016317 0.016472 0.016628 0.016786 5.93 4.75 Morgan Stanley 61745EQ38 09/30/11 09/30/15 100.000 VARIES 3.1371 0.019912 0.020224 0.020541 0.020864 7.28 5.58 Morgan Stanley 61745ER52 10/15/10 10/15/19 100.000 VARIES 2.6938 0.021404 0.021693 0.021985 0.022281 0.022581 7.80 8.01 Morgan Stanley 61745ER60 05/31/11 05/31/31 100.000 VARIES 5.6682 0.146507 0.144820 0.143086 0.141302 0.140516 52.33 51.11 Morgan Stanley 61745ES28 06/24/10 06/24/20 100.000 VARIES 5.8922 0.170139 0.170160 0.170182 0.169944 0.169698 61.25 61.22 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61745ES51 10/27/11 10/27/14 100.000 VARIES 3.3202 0.008608 0.008751 2.57 Morgan Stanley 61745ES93 10/27/10 10/27/17 100.000 VARIES 2.4455 0.016571 0.016774 0.016979 0.017187 0.017397 6.03 6.18 Morgan Stanley 61745ET27 05/31/11 05/31/26 100.000 VARIES 5.5394 0.150110 0.150137 0.150055 0.149971 0.149884 54.04 54.00 Morgan Stanley 61745ET68 06/22/10 06/22/15 100.000 VARIES 2.6966 0.009563 0.009692 0.009823 3.47 1.68 Morgan Stanley 61745EU58 11/16/10 11/16/15 100.000 VARIES 1.5999 0.008490 0.008558 0.008626 0.008696 3.07 2.73 Morgan Stanley 61745EU66 06/10/11 06/10/26 100.000 VARIES 5.3578 0.148826 0.149164 0.149056 0.148946 0.148832 53.64 53.64 Morgan Stanley 61745EUH2 02/23/07 02/23/37 100.000 VARIES 5.5058 0.131617 0.131721 0.131827 0.131985 0.132146 47.43 47.53 Morgan Stanley 61745EV32 11/23/10 05/23/16 100.000 VARIES 1.4641 0.010170 0.010245 0.010320 0.010395 0.010471 3.68 3.73 Morgan Stanley 61745EV40 06/14/11 06/14/21 100.000 VARIES 2.3141 0.013297 0.013451 0.013607 0.013764 0.013923 4.82 4.93 Morgan Stanley 61745EV65 01/20/09 01/20/24 100.000 VARIES 5.9021 0.143010 0.144399 0.145828 0.147301 0.148405 52.19 53.18 Morgan Stanley 61745EW23 06/23/11 06/23/26 100.000 VARIES 5.4880 0.134279 0.130342 0.129204 0.128036 0.126835 47.59 46.28 Morgan Stanley 61745EW31 10/27/11 10/27/31 100.000 VARIES 6.4618 0.177467 0.176918 0.176352 0.176027 0.175692 63.72 63.39 Morgan Stanley 61745EW49 01/30/09 01/30/24 100.000 VARIES 6.4553 0.158047 0.159406 0.160808 0.162256 0.163539 57.56 58.56 Morgan Stanley 61745EW72 11/23/10 11/23/19 100.000 VARIES 2.3593 0.017012 0.017213 0.017416 0.017622 0.017829 6.18 6.32 Morgan Stanley 61745EW98 11/17/11 11/17/17 100.000 VARIES 3.9291 0.010692 0.010902 0.011116 0.011334 0.011557 3.91 4.06 Morgan Stanley 61745EX63 06/30/11 06/30/31 100.000 VARIES 5.7758 0.147896 0.146103 0.144258 0.142360 0.141464 52.92 51.59 Morgan Stanley 61745EX71 11/17/11 11/17/15 100.000 VARIES 3.5087 0.013182 0.013414 0.013649 0.013888 4.81 4.36 Morgan Stanley 61745EY21 07/15/10 07/15/20 100.000 VARIES 3.4515 0.020261 0.020611 0.020967 0.021329 0.021697 7.47 7.73 Morgan Stanley 61745EY39 12/15/10 12/15/19 100.000 VARIES 5.6449 0.161422 0.161569 0.161720 0.161596 0.161469 58.14 58.19 Morgan Stanley 61745EY47 06/30/11 06/30/26 100.000 VARIES 5.5719 0.139314 0.136869 0.136781 0.136691 0.136598 49.71 49.22 Morgan Stanley 61745EY96 12/15/10 12/15/15 100.000 VARIES 1.7536 0.012119 0.012225 0.012333 0.012441 4.39 4.26 Morgan Stanley 61745EZ46 05/01/09 05/01/14 100.000 VARIES 5.4528 0.152308 18.28 Morgan Stanley 61745EZ79 12/15/10 12/15/19 100.000 VARIES 2.6578 0.029302 0.029691 0.030086 0.030485 0.030890 10.63 10.92 Morgan Stanley 61745EZ87 07/07/11 07/07/26 100.000 VARIES 5.7788 0.145536 0.144080 0.142583 0.141042 0.139457 51.62 50.51 Morgan Stanley 61745EZ95 11/29/11 11/29/19 100.000 VARIES 5.8963 0.164455 0.164676 0.164903 0.164950 0.164999 59.26 59.38 Morgan Stanley 61746BDF0 02/25/13 02/25/15* 100.000 0.000 N/A 0.041587 2.25* Morgan Stanley 61746BDP8 02/04/14 02/04/19 100.000 0.000 2.5695 0.071375 0.072292 0.073221 0.074162 23.47 26.47 Morgan Stanley 617475546 10/31/07 11/07/14 100.000 4.849 4.8489 0.134694 0.134694 41.22 Morgan Stanley 61747W463 02/29/08 02/20/15 100.000 0.000 5.4016 0.196529 0.205182 0.207288 74.74 10.36 Morgan Stanley 61747YBT1 05/29/07 09/01/14 100.000 0.000 5.6123 0.220423 0.226608 54.01 Morgan Stanley 61747YDB8 05/27/11 05/29/15 100.000 0.000 3.0456 0.091256 0.092646 0.094057 33.19 13.92 Morgan Stanley 617480173 04/30/08 11/05/14 100.000 5.627 5.6269 0.156306 0.156306 47.52 Morgan Stanley 617480199 04/30/08 01/30/15 100.000 0.000 6.0537 0.230010 0.236972 0.244145 86.19 7.08 Morgan Stanley 617480330 05/30/08 02/28/14 100.000 0.000 5.5930 0.206437 11.97 Morgan Stanley 6174822B9 09/28/12 03/28/16 100.000 0.000 2.4304 0.069164 0.070004 0.070855 0.071716 0.072587 25.21 25.82 Morgan Stanley 6174822C7 09/28/12 09/28/27 100.000 VARIES 4.7924 0.132482 0.132149 0.131809 0.132110 0.132419 47.57 47.56 Morgan Stanley 6174822D5 09/28/12 09/28/32 100.000 VARIES 5.0081 0.137875 0.137230 0.136569 0.136512 0.136454 49.40 49.14 Morgan Stanley 6174822E3 09/28/12 09/28/32 100.000 VARIES 5.0051 0.136770 0.135595 0.134392 0.134071 0.133741 48.80 48.26 Morgan Stanley 6174822F0 09/28/12 09/28/32 100.000 VARIES 4.9982 0.134757 0.132639 0.130467 0.129441 0.128390 47.73 46.59 Morgan Stanley 6174822J2 09/28/12 09/28/32 100.000 VARIES 5.0415 0.137902 0.136791 0.135652 0.135486 0.135316 49.24 48.77 Morgan Stanley 6174822R4 10/31/12 10/31/19 100.000 0.000 3.3498 0.096196 0.097807 0.099445 0.101111 0.102805 35.12 36.31 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 6174822S2 10/31/12 10/31/17 100.000 0.000 2.8337 0.080963 0.082110 0.083274 0.084454 0.085650 29.49 30.34 Morgan Stanley 6174822X1 10/31/12 10/29/32 100.000 VARIES 4.6665 0.125826 0.123854 0.121835 0.121028 0.120202 44.69 43.61 Morgan Stanley 6174822Y9 10/31/12 10/29/32 100.000 VARIES 4.6741 0.127918 0.126921 0.125901 0.125737 0.125570 45.75 45.27 Morgan Stanley 6174823M4 11/30/12 11/29/19 100.000 0.000 3.2126 0.092124 0.093603 0.095107 0.096635 0.098187 33.53 34.61 Morgan Stanley 6174823N2 11/30/12 11/30/17 100.000 0.000 2.8394 0.081130 0.082282 0.083450 0.084634 0.085836 29.49 30.33 Morgan Stanley 6174824H4 04/30/13 04/28/23 100.000 VARIES 3.0092 0.081942 0.080249 0.080278 0.080307 0.080376 29.09 28.91 Morgan Stanley 6174824W1 05/30/13 05/30/28 100.000 VARIES 3.5683 0.097917 0.096690 0.095442 0.094171 0.094264 34.95 34.09 Morgan Stanley 6174824Z4 07/03/13 06/29/20 100.000 0.000 3.7328 0.105584 0.107555 0.109562 0.111607 0.113690 38.37 39.82 Morgan Stanley 617482AN4 07/28/08 07/28/14 100.000 0.000 6.2015 0.233783 0.241032 49.70 Morgan Stanley 617482AR5 08/29/08 04/04/14 100.000 0.000 5.7350 0.212538 19.77 Morgan Stanley 617482D76 11/28/11 11/28/17 100.000 0.000 6.9072 0.219777 0.227367 0.235220 0.243343 0.251747 81.00 86.69 Morgan Stanley 617482D92 11/17/11 11/17/26 100.000 VARIES 6.4999 0.176740 0.176821 0.176904 0.176991 0.177080 63.65 63.71 Morgan Stanley 617482E59 12/28/11 12/28/16 100.000 0.000 5.6804 0.176496 0.181509 0.186664 0.191966 0.197418 64.47 68.19 Morgan Stanley 617482F41 01/30/12 01/30/18 100.000 0.000 4.7546 0.141717 0.145087 0.148536 0.152067 0.155682 52.65 55.19 Morgan Stanley 617482F66 01/31/12 01/29/27 100.000 VARIES 5.2919 0.143405 0.142319 0.141205 0.140061 0.139567 51.10 50.38 Morgan Stanley 617482F90 02/28/12 02/28/19 100.000 0.000 5.2371 0.156337 0.157816 0.164632 0.166189 0.172415 58.36 61.33 Morgan Stanley 617482G73 03/30/12 03/29/18 100.000 0.000 4.9522 0.148016 0.151681 0.155437 0.159285 0.163230 54.63 57.37 Morgan Stanley 617482G81 03/30/12 09/30/15 100.000 0.000 3.8221 0.112373 0.114521 0.116710 0.118940 41.24 31.80 Morgan Stanley 617482GV0 09/30/09 09/30/14 100.000 4.132 4.1319 0.114778 0.114778 30.88 Morgan Stanley 617482H23 03/16/12 03/16/27 100.000 VARIES 6.4023 0.174821 0.173748 0.172580 0.171374 0.170130 62.51 61.65 Morgan Stanley 617482H31 03/08/12 09/08/15 100.000 0.000 3.4574 0.101106 0.102854 0.104632 0.106441 37.11 26.17 Morgan Stanley 617482H56 03/30/12 03/30/27 100.000 VARIES 6.3037 0.168825 0.166905 0.165882 0.164827 0.163738 60.16 59.33 Morgan Stanley 617482H64 04/02/12 04/02/27 100.000 VARIES 6.2400 0.167985 0.166089 0.164134 0.163479 0.162804 59.79 58.85 Morgan Stanley 617482J47 04/30/12 10/30/15 100.000 0.000 3.9956 0.117775 0.120128 0.122528 0.124976 43.11 37.08 Morgan Stanley 617482J62 04/30/12 04/28/17 100.000 0.000 4.8877 0.145931 0.149497 0.153150 0.156893 0.160727 53.63 56.29 Morgan Stanley 617482J96 04/30/12 04/28/17 100.000 0.000 4.8877 0.145931 0.149497 0.153150 0.156893 0.160727 53.63 56.29 Morgan Stanley 617482K45 04/25/12 04/26/27 100.000 VARIES 6.3672 0.170716 0.168538 0.167614 0.166661 0.165678 60.86 60.04 Morgan Stanley 617482K60 11/28/11 11/28/16 100.000 0.000 6.6454 0.210380 0.217370 0.224593 0.232055 0.239766 77.46 82.70 Morgan Stanley 617482K78 11/28/11 11/27/15 100.000 0.000 6.2684 0.196968 0.203142 0.209509 0.216075 72.45 69.48 Morgan Stanley 617482KD5 11/29/10 05/22/15 100.000 2.000 3.0665 0.087994 0.088491 0.088996 31.81 12.55 Morgan Stanley 617482KF0 01/25/10 01/25/16 100.000 0.000 4.0787 0.130496 0.133157 0.135873 0.138644 0.141471 48.30 50.29 Morgan Stanley 617482KY9 03/08/10 03/13/15 100.000 0.000 4.0832 0.130735 0.133404 0.136128 48.13 9.80 Morgan Stanley 617482L28 12/28/11 12/28/15 100.000 0.000 5.3442 0.164968 0.169376 0.173902 0.178549 60.21 62.92 Morgan Stanley 617482L69 01/30/12 01/30/17 100.000 0.000 4.4801 0.133002 0.135981 0.139027 0.142142 0.145326 49.33 51.56 Morgan Stanley 617482L85 01/31/12 01/31/17 100.000 0.000 4.4376 0.131657 0.134579 0.137565 0.140617 0.143737 48.81 51.00 Morgan Stanley 617482L93 01/31/12 01/31/18 100.000 0.000 4.6980 0.139917 0.143203 0.146567 0.150010 0.153534 51.97 54.44 Morgan Stanley 617482LA0 03/15/10 03/15/16 100.000 0.000 4.5963 0.149687 0.153127 0.156646 0.160246 0.163929 55.24 57.81 Morgan Stanley 617482M27 02/28/12 02/28/18 100.000 0.000 5.1562 0.153740 0.155132 0.161769 0.163234 0.169282 57.36 60.24 Morgan Stanley 617482M68 03/30/12 03/29/18 100.000 0.000 4.9684 0.148536 0.152226 0.156007 0.159883 0.163855 54.82 57.58 Morgan Stanley 617482M84 03/30/12 03/27/17 100.000 0.000 4.7958 0.142978 0.146407 0.149918 0.153513 0.157194 52.74 55.30 Morgan Stanley 617482MD3 06/29/10 06/29/15 100.000 0.000 4.7613 0.155939 0.159651 0.163452 56.82 29.09 Morgan Stanley 617482N26 04/30/12 04/30/18 100.000 0.000 5.1859 0.155554 0.159588 0.163726 0.167971 0.172327 57.22 60.23 Morgan Stanley 617482N83 07/05/12 07/03/19 100.000 0.000 5.1922 0.151773 0.155713 0.159755 0.163903 0.168158 56.77 59.75 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617482NM2 09/30/10 09/30/16 100.000 0.000 3.8819 0.121016 0.123365 0.125759 0.128200 0.130688 44.42 46.16 Morgan Stanley 617482NP5 09/28/10 09/28/15 100.000 0.000 3.4261 0.105382 0.107187 0.109024 0.110891 38.60 29.45 Morgan Stanley 617482NS9 09/30/10 09/30/15 100.000 0.000 3.4418 0.105914 0.107737 0.109591 0.111477 38.79 29.82 Morgan Stanley 617482NW0 10/12/10 10/09/15 100.000 0.000 3.2213 0.098459 0.100045 0.101656 0.103294 35.99 28.56 Morgan Stanley 617482P32 09/04/12 08/30/16 100.000 0.000 3.5949 0.102297 0.103566 0.106007 0.107323 0.109252 38.03 39.34 Morgan Stanley 617482P73 10/03/12 10/03/18 100.000 0.000 3.2792 0.094101 0.095644 0.097212 0.098806 0.100426 34.43 35.57 Morgan Stanley 617482PC2 10/28/10 05/29/14 100.000 0.000 2.5250 0.075790 11.22 Morgan Stanley 617482PD0 10/29/10 05/29/15 100.000 0.000 3.1816 0.097414 0.098964 0.100538 35.45 14.88 Morgan Stanley 617482PU2 12/22/10 12/22/25 100.000 VARIES 6.2468 0.165454 0.164568 0.163654 0.163284 0.162902 59.39 58.84 Morgan Stanley 617482Q23 10/31/12 10/31/19 100.000 0.000 3.3724 0.096867 0.098500 0.100161 0.101850 0.103567 35.37 36.57 Morgan Stanley 617482Q72 05/30/12 11/30/17 100.000 0.000 5.8534 0.175374 0.179521 0.185790 0.190183 0.195749 65.10 68.94 Morgan Stanley 617482Q80 05/30/12 05/29/15 100.000 0.000 4.6387 0.138013 0.141214 0.144489 50.47 21.38 Morgan Stanley 617482QH0 01/28/11 01/27/17 100.000 0.000 4.1753 0.128589 0.131274 0.134014 0.136812 0.139668 47.61 49.62 Morgan Stanley 617482QS6 01/28/11 01/28/14 100.000 0.000 2.2103 0.064866 1.75 Morgan Stanley 617482QY3 02/08/11 12/22/20 100.000 VARIES N/A 0.149230 0.148914 0.148748 0.148579 0.148551 53.60 53.49 Morgan Stanley 617482R55 05/31/12 05/28/32 100.000 VARIES 6.7095 0.178673 0.175174 0.171557 0.167819 0.165396 63.46 60.88 Morgan Stanley 617482R63 06/04/12 06/04/27 100.000 VARIES 6.4699 0.179527 0.179458 0.179437 0.179415 0.179393 64.61 64.59 Morgan Stanley 617482R71 06/15/12 06/15/27 100.000 VARIES 6.6026 0.182276 0.181874 0.181459 0.181031 0.181444 65.53 65.25 Morgan Stanley 617482R97 06/29/12 06/29/17 100.000 0.000 4.7647 0.142041 0.145425 0.148890 0.152437 0.156068 51.76 54.25 Morgan Stanley 617482RB2 02/25/11 02/27/17 100.000 0.000 4.3449 0.134417 0.137338 0.140321 0.143370 0.146484 49.65 51.83 Morgan Stanley 617482RH9 02/28/11 02/27/26 100.000 VARIES 5.9550 0.161028 0.160212 0.159373 0.158868 0.158349 57.62 57.16 Morgan Stanley 617482RL0 03/30/11 09/29/17 100.000 0.000 4.3132 0.133287 0.136161 0.139098 0.142097 0.145162 49.04 51.17 Morgan Stanley 617482S21 06/29/12 06/30/15 100.000 0.000 3.9664 0.116877 0.119195 0.121558 42.50 21.76 Morgan Stanley 617482S70 06/29/12 06/29/32 100.000 VARIES 6.4088 0.168951 0.165730 0.163849 0.161908 0.159905 60.23 58.63 Morgan Stanley 617482S88 06/29/12 06/29/27 100.000 VARIES 6.1368 0.168872 0.168306 0.168599 0.168900 0.169211 60.69 60.75 Morgan Stanley 617482SH8 11/23/11 11/21/14 100.000 0.000 5.5804 0.173000 0.177827 56.23 Morgan Stanley 617482SK1 03/14/12 03/14/14 100.000 0.000 2.7464 0.079477 5.80 Morgan Stanley 617482SL9 04/25/12 04/24/15 100.000 0.000 3.7456 0.109991 0.112051 0.114149 40.25 12.90 Morgan Stanley 617482SN5 05/30/12 05/30/14 100.000 0.000 3.9398 0.116038 17.29 Morgan Stanley 617482SP0 06/11/12 06/11/15 100.000 0.000 4.5401 0.134899 0.137961 0.141093 49.24 22.57 Morgan Stanley 617482SS4 03/04/13 03/04/15 100.000 0.000 1.4836 0.041517 0.041825 0.042135 15.07 2.65 Morgan Stanley 617482T53 07/05/12 07/06/15 100.000 0.000 4.0042 0.115741 0.118058 0.120422 0.122833 42.90 22.71 Morgan Stanley 617482T95 07/31/12 07/31/18 100.000 0.000 4.8288 0.140690 0.144087 0.147566 0.151129 0.154778 52.30 54.85 Morgan Stanley 617482TA2 04/28/11 07/28/17 100.000 0.000 4.1507 0.126472 0.129097 0.131776 0.134511 0.137302 46.81 48.78 Morgan Stanley 617482TN4 04/29/11 04/29/31* 100.000 VARIES 5.9675 0.158762 0.157495 0.156792 52.10* Morgan Stanley 617482TP9 05/13/11 05/13/14 100.000 0.000 2.4618 0.072700 9.60 Morgan Stanley 617482TQ7 05/27/11 05/30/17 100.000 0.000 3.9013 0.119401 0.121730 0.124104 0.126525 0.128993 43.55 45.26 Morgan Stanley 617482TV6 05/11/11 11/12/14 100.000 0.000 2.7937 0.083185 0.084347 26.08 Morgan Stanley 617482U36 07/31/12 07/29/16 100.000 0.000 4.2660 0.123595 0.126232 0.128924 0.131674 0.134483 45.78 47.75 Morgan Stanley 617482U44 07/31/12 07/30/27 100.000 VARIES 5.9206 0.160371 0.162755 0.159823 0.162769 0.160416 58.88 58.96 Morgan Stanley 617482U51 07/31/12 07/30/32 100.000 VARIES 6.0840 0.162507 0.163698 0.159505 0.161759 0.158727 59.07 58.51 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 617482UH5 05/31/11 05/29/26 100.000 VARIES 5.3835 0.147053 0.147301 0.147040 0.146771 0.146495 52.98 52.87 Morgan Stanley 617482UP7 06/29/11 06/29/17 100.000 0.000 3.6574 0.111231 0.113265 0.115336 0.117445 0.119593 40.42 41.91 Morgan Stanley 617482UY8 06/15/11 06/13/31 100.000 VARIES 5.5344 0.144811 0.143737 0.142633 0.141498 0.140881 51.90 51.11 Morgan Stanley 617482V50 07/31/12 07/30/32 100.000 VARIES 6.0491 0.157282 0.157807 0.153124 0.153452 0.148710 56.86 55.27 Morgan Stanley 617482V68 08/17/12 08/17/27 100.000 VARIES 5.8776 0.163120 0.163044 0.162965 0.163659 0.164373 58.69 58.98 Morgan Stanley 617482V76 08/31/12 08/31/32 100.000 VARIES 5.8050 0.157988 0.154194 0.155476 0.152651 0.154028 56.66 56.05 Morgan Stanley 617482V84 08/31/12 08/31/32 100.000 VARIES 5.7934 0.154648 0.149358 0.148938 0.145158 0.145347 54.77 53.23 Morgan Stanley 617482VB7 06/30/11 06/30/31 100.000 VARIES 5.5330 0.145708 0.143975 0.143308 0.142623 0.141919 52.14 51.47 Morgan Stanley 617482VG6 06/14/11 09/14/17 100.000 0.000 3.8913 0.117889 0.120183 0.122521 0.124905 0.127335 43.35 45.05 Morgan Stanley 617482VQ4 08/31/11 08/31/17 100.000 0.000 4.9901 0.152129 0.153383 0.159815 0.161132 0.166967 56.70 59.45 Morgan Stanley 617482VU5 08/29/11 08/29/17 100.000 0.000 5.0291 0.151759 0.156429 0.159487 0.164395 0.166697 57.21 60.01 Morgan Stanley 617482VX9 09/29/11 09/29/17 100.000 0.000 6.0377 0.188905 0.194608 0.200483 0.206535 0.212770 70.10 74.39 Morgan Stanley 617482VZ4 10/28/11 10/28/16 100.000 0.000 5.1995 0.160047 0.164208 0.168477 0.172857 0.177351 58.90 62.00 Morgan Stanley 617482W75 08/31/12 08/31/18 100.000 0.000 4.3348 0.124994 0.125621 0.130471 0.131125 0.135440 46.41 48.35 Morgan Stanley 617482W91 08/31/12 08/31/16 100.000 0.000 3.6382 0.104194 0.104359 0.108019 0.108191 0.111369 38.53 39.87 Morgan Stanley 617482WA8 10/28/11 10/28/16 100.000 0.000 5.1995 0.160047 0.164208 0.168477 0.172857 0.177351 58.90 62.00 Morgan Stanley 617482WC4 07/28/11 07/28/17 100.000 0.000 4.3106 0.130401 0.133212 0.136083 0.139016 0.142012 48.32 50.42 Morgan Stanley 617482WK6 07/28/11 07/28/17 100.000 0.000 4.3106 0.130401 0.133212 0.136083 0.139016 0.142012 48.32 50.42 Morgan Stanley 617482X25 08/31/12 08/31/27 100.000 VARIES 5.6218 0.154441 0.151484 0.153536 0.151235 0.153107 55.72 55.56 Morgan Stanley 617482X41 08/31/12 08/31/32 100.000 VARIES 5.8551 0.159894 0.156337 0.157935 0.155267 0.156877 57.47 57.03 Morgan Stanley 617482X90 09/28/12 09/28/18 100.000 0.000 3.2592 0.093508 0.095032 0.096581 0.098154 0.099754 34.22 35.35 Morgan Stanley 617482XG4 08/30/11 08/29/31 100.000 VARIES 6.1188 0.160607 0.159706 0.157005 0.157113 0.154636 58.01 57.03 Morgan Stanley 617482XL3 08/26/11 08/25/17 100.000 0.000 4.9767 0.152505 0.156300 0.160190 0.164176 0.168261 56.55 59.40 Morgan Stanley 617482XT6 08/31/11 08/31/17 100.000 1.000 5.0228 0.150346 0.150926 0.156587 0.157220 0.162250 55.75 57.97 Morgan Stanley 617482XW9 09/29/11 09/29/17 100.000 0.000 6.0328 0.188732 0.194424 0.200289 0.206331 0.212554 70.03 74.32 Morgan Stanley 617482Y99 11/30/12 11/30/27 100.000 VARIES 4.1468 0.114256 0.113774 0.113282 0.113526 0.113775 41.02 40.84 Morgan Stanley 617482YD0 09/16/11 09/14/18 100.000 0.000 5.1470 0.158225 0.162297 0.166474 0.170758 0.175153 58.58 61.63 Morgan Stanley 617482YR9 10/14/11 10/14/26 100.000 VARIES 5.6319 0.152926 0.152637 0.152340 0.152556 0.152778 54.96 54.92 Morgan Stanley 617482YU2 10/28/11 10/28/16 100.000 0.000 5.1961 0.159932 0.164087 0.168350 0.172724 0.177211 58.85 61.95 Morgan Stanley 617482YW8 10/20/11 10/20/26 100.000 VARIES 5.7716 0.154818 0.154276 0.153718 0.153145 0.152554 55.56 55.15 Morgan Stanley 617482Z23 11/30/12 11/30/32 100.000 VARIES 4.3509 0.117492 0.115753 0.113976 0.113231 0.112469 41.88 40.85 Morgan Stanley 617482Z31 11/30/12 11/30/32 100.000 VARIES 4.3570 0.119255 0.118339 0.117403 0.117241 0.117076 42.71 42.23 Morgan Stanley 617483144 06/30/09 06/26/14 100.000 0.000 5.3758 0.189481 33.16 Morgan Stanley 617483235 04/30/09 04/21/14 100.000 0.000 5.6383 0.200874 22.10 Morgan Stanley 617483383 05/29/09 05/20/14 100.000 0.000 5.2382 0.183396 25.49 Morgan Stanley 617483599 03/31/09 03/20/14 100.000 0.000 6.3536 0.232142 18.11 Morgan Stanley 617484282 08/31/09 02/25/15 100.000 0.000 4.7184 0.154399 0.160661 0.161770 58.44 8.90 Morgan Stanley 617484381 03/09/10 01/07/16 100.000 0.000 4.4482 0.143051 0.146233 0.149485 0.152810 0.156209 53.19 55.58 Morgan Stanley 617484530 11/30/09 05/28/15 100.000 0.000 3.9207 0.127184 0.129677 0.132219 46.40 19.44 Morgan Stanley 617484621 11/06/09 11/06/14 100.000 0.000 4.0719 0.132900 0.135606 41.02 Morgan Stanley 617484779 09/30/09 03/27/15 100.000 0.000 4.2843 0.140952 0.143971 0.147055 51.86 12.65 Morgan Stanley 61755S172 06/04/12 05/30/17 100.000 0.000 5.5376 0.166858 0.171478 0.176226 0.181106 0.186120 61.19 64.63 Morgan Stanley 61755S354 07/03/12 02/27/17 100.000 0.000 4.7356 0.138827 0.142114 0.145479 0.148924 0.152450 51.39 53.86 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61755S412 08/02/12 07/30/18 100.000 0.000 4.5511 0.132207 0.135215 0.138292 0.141439 0.144657 49.05 51.31 Morgan Stanley 61755S537 08/08/12 08/10/15 100.000 0.000 3.4078 0.097934 0.099603 0.101300 0.103026 36.03 22.50 Morgan Stanley 61755S552 08/17/12 10/17/17 100.000 0.000 4.2529 0.124088 0.126726 0.129421 0.132173 0.134984 45.54 47.50 Morgan Stanley 61758S260 09/04/14 02/28/22 100.000 0.000 3.2753 0.090480 0.090430 0.092921 10.77 33.32 Morgan Stanley 61758S559 09/02/14 07/03/23 100.000 0.000 3.4567 0.096020 0.097136 0.098815 11.43 35.27 Morgan Stanley 61758S625 10/03/14 03/31/22 100.000 0.000 3.6906 0.102517 0.104388 0.106314 9.02 37.59 Morgan Stanley 61759G273 02/01/11 02/02/15 100.000 0.000 3.1466 0.094512 0.095999 0.097509 34.74 3.02 Morgan Stanley 61759G588 07/23/10 07/22/16 100.000 0.000 4.6755 0.149173 0.152661 0.156229 0.159882 0.163619 55.45 58.07 Morgan Stanley 61759G612 08/30/10 08/25/16 100.000 0.000 4.0488 0.126770 0.129336 0.131954 0.134626 0.137351 46.75 48.66 Morgan Stanley 61759G653 07/30/10 03/30/17 100.000 0.000 5.0431 0.164033 0.168169 0.172409 0.176757 0.181214 60.56 63.65 Morgan Stanley 61759G844 06/29/10 06/24/16 100.000 0.000 5.4889 0.184149 0.189203 0.194396 0.199731 0.205212 67.28 71.02 Morgan Stanley 61760E119 07/12/11 07/10/14 100.000 0.000 2.5371 0.074111 0.075052 14.18 Morgan Stanley 61760E226 08/31/11 08/31/17 100.000 0.000 5.0772 0.155048 0.156392 0.163020 0.164433 0.170460 57.82 60.68 Morgan Stanley 61760E309 02/25/11 02/22/18 100.000 0.000 4.9086 0.153863 0.157639 0.161508 0.165472 0.169533 57.06 59.89 Morgan Stanley 61760E341 06/29/11 06/24/26 100.000 1.000 5.3273 0.164768 0.168417 0.172163 0.176009 0.179957 60.02 62.73 Morgan Stanley 61760E366 06/30/11 06/30/17 100.000 0.000 3.7941 0.115777 0.117973 0.120211 0.122492 0.124815 42.08 43.69 Morgan Stanley 61760E481 07/29/11 07/29/16 100.000 0.000 3.9112 0.117396 0.119692 0.122033 0.124419 0.126853 43.38 45.09 Morgan Stanley 61760E499 07/29/11 07/31/17 100.000 0.000 4.2685 0.129054 0.131808 0.134621 0.137495 0.140429 47.80 49.86 Morgan Stanley 61760E630 05/27/11 05/24/17 100.000 0.000 3.9896 0.122289 0.124728 0.127216 0.129754 0.132343 44.65 46.44 Morgan Stanley 61760P650 09/29/11 12/22/17 100.000 0.000 6.0586 0.192282 0.198107 0.204108 0.210291 0.216661 70.38 74.70 Morgan Stanley 61760P692 09/30/11 09/29/17 100.000 1.000 6.0171 0.184662 0.189382 0.194244 0.199253 0.204412 68.21 71.76 Morgan Stanley 61760P825 09/30/11 09/29/17 100.000 1.000 6.0418 0.185509 0.190274 0.195182 0.200240 0.205449 68.53 72.12 Morgan Stanley 61760QAB0 02/29/12 02/29/32 100.000 VARIES 5.1013 0.130301 0.124514 0.122761 0.116908 0.117926 45.57 43.14 Morgan Stanley 61760QAC8 02/29/12 02/29/32 100.000 VARIES 5.1024 0.136838 0.133188 0.134645 0.131693 0.132355 49.00 48.32 Morgan Stanley 61760QAE4 02/28/12 02/28/17 100.000 VARIES 3.1265 0.015527 0.015512 0.016016 0.016001 0.016430 5.72 5.89 Morgan Stanley 61760QAG9 03/15/12 03/15/32 100.000 VARIES 5.5709 0.144179 0.140458 0.136633 0.132701 0.132058 50.43 48.00 Morgan Stanley 61760QAK0 03/30/12 03/30/32 100.000 VARIES 5.8740 0.152770 0.149099 0.145320 0.141429 0.137425 53.66 50.90 Morgan Stanley 61760QAM6 03/16/12 03/16/17 100.000 VARIES 3.6245 0.028867 0.028047 0.028556 0.029073 0.029600 10.21 10.48 Morgan Stanley 61760QAN4 03/30/12 03/30/32 100.000 VARIES 6.0912 0.161591 0.158899 0.157127 0.155301 0.153420 57.28 55.90 Morgan Stanley 61760QAP9 03/30/12 03/30/27 100.000 VARIES 5.8450 0.149439 0.144876 0.143233 0.141542 0.139801 52.41 50.95 Morgan Stanley 61760QAR5 03/30/12 03/30/17 100.000 VARIES 3.2447 0.018482 0.018782 0.019087 0.019397 0.019711 6.76 6.98 Morgan Stanley 61760QAU8 03/30/12 03/30/17 100.000 VARIES 3.2451 0.018493 0.018793 0.019078 0.019408 0.019723 6.77 6.99 Morgan Stanley 61760QAW4 04/30/12 04/30/32 100.000 VARIES 5.9580 0.155165 0.151512 0.147751 0.143877 0.139888 54.75 52.01 Morgan Stanley 61760QAX2 04/16/12 04/16/16 100.000 VARIES 2.9299 0.018448 0.018718 0.018992 0.019270 0.019553 6.73 6.93 Morgan Stanley 61760QAY0 04/16/12 04/16/19 100.000 VARIES 3.3327 0.013496 0.013721 0.013949 0.014182 0.014418 4.93 5.10 Morgan Stanley 61760QBA1 04/30/12 04/30/17 100.000 VARIES 3.6147 0.028620 0.027810 0.028312 0.028824 0.029345 10.14 10.35 Morgan Stanley 61760QBB9 04/30/12 04/30/32 100.000 VARIES 6.3756 0.168295 0.164083 0.159735 0.155250 0.153213 59.31 56.30 Morgan Stanley 61760QBC7 04/30/12 04/30/17 100.000 VARIES 3.3427 0.020846 0.021195 0.021549 0.021909 0.022275 7.61 7.87 Morgan Stanley 61760QBE3 05/21/12 05/21/21 100.000 VARIES 3.6558 0.015186 0.014138 0.014397 0.014660 0.014928 5.25 5.25 Morgan Stanley 61760QBG8 05/16/12 05/16/22 100.000 VARIES 3.9370 0.023779 0.022698 0.021597 0.020473 0.020876 8.27 7.54 Morgan Stanley 61760QBH6 05/31/12 05/31/27 100.000 VARIES 6.1477 0.160597 0.156995 0.153282 0.149456 0.147715 56.94 54.32 Morgan Stanley 61760QBJ2 05/31/12 05/31/27 100.000 VARIES 6.1477 0.160597 0.156995 0.153282 0.149456 0.147715 56.94 54.32 Morgan Stanley 61760QBK9 05/30/12 05/30/17 100.000 VARIES 3.9102 0.035982 0.034877 0.035559 0.036254 0.036963 12.74 12.97 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61760QBM5 06/15/12 06/15/19 100.000 VARIES 4.3021 0.019878 0.018732 0.019134 0.019546 0.019967 6.94 6.98 Morgan Stanley 61760QBN3 06/15/12 06/15/15 100.000 VARIES 3.3237 0.021778 0.022140 0.022508 7.92 3.69 Morgan Stanley 61760QBP8 06/20/12 06/20/17 100.000 VARIES 4.3857 0.009744 0.009407 0.009613 0.009824 0.010039 3.45 3.50 Morgan Stanley 61760QBR4 08/02/12 08/02/19 100.000 VARIES 3.6421 0.014363 0.014625 0.014891 0.015162 0.015439 5.30 5.49 Morgan Stanley 61760QBS2 07/20/12 07/20/17 100.000 VARIES 3.6336 0.015241 0.015518 0.015799 0.016087 0.016379 5.63 5.83 Morgan Stanley 61760QBU7 08/14/12 08/14/17 100.000 VARIES 3.5375 0.012979 0.013208 0.013442 0.013680 0.013922 4.78 4.95 Morgan Stanley 61760QBV5 08/31/12 09/01/19 100.000 VARIES 3.6020 0.015380 0.014691 0.013990 0.014242 0.014499 5.25 5.14 Morgan Stanley 61760QBW3 08/28/12 02/29/16 100.000 VARIES 2.4781 0.027414 0.027302 0.028098 0.027982 0.028640 10.07 10.30 Morgan Stanley 61760QBY9 10/15/12 10/15/24 100.000 VARIES 4.4801 0.122536 0.123081 0.123639 0.124209 0.124374 44.29 44.67 Morgan Stanley 61760QBZ6 10/10/12 10/10/24 100.000 VARIES 4.6394 0.128404 0.128160 0.127912 0.128223 0.128543 46.14 46.16 Morgan Stanley 61760QCB8 11/28/12 11/28/27 100.000 VARIES 4.4678 0.127225 0.128836 0.130483 0.131995 0.133540 46.20 47.35 Morgan Stanley 61760QCD4 12/28/12 12/28/22 100.000 VARIES 2.1576 0.008007 0.008094 0.008181 0.008269 0.008359 2.90 2.96 Morgan Stanley 61760QCG7 01/31/13 01/31/23 100.000 VARIES 2.1325 0.009709 0.008780 0.008874 0.008969 0.009064 3.20 3.24 Morgan Stanley 61760QCJ1 02/15/13 02/15/18 100.000 VARIES 1.6302 0.009153 0.008855 0.008927 0.009000 0.009070 3.21 3.25 Morgan Stanley 61760QCK8 02/28/13 03/01/23 100.000 VARIES 1.9098 0.009543 0.008727 0.008811 0.008895 0.008980 3.20 3.21 Morgan Stanley 61760QCQ5 06/28/13 06/28/28 100.000 VARIES 3.9695 0.107493 0.104664 0.101780 0.098838 0.098231 38.17 36.10 Morgan Stanley 61760QCR3 06/07/13 06/07/20 100.000 VARIES 1.7753 0.011971 0.011714 0.011454 0.011192 0.011292 4.25 4.07 Morgan Stanley 61760QCS1 06/07/13 06/07/28 100.000 VARIES 4.0271 0.109084 0.106247 0.103352 0.100399 0.099727 38.62 36.59 Morgan Stanley 61760QCT9 06/28/13 06/28/28 100.000 VARIES 4.5851 0.123598 0.119745 0.115803 0.111772 0.110969 43.78 40.95 Morgan Stanley 61760QCV4 06/28/13 06/28/28 100.000 VARIES 4.3010 0.116069 0.112591 0.111565 0.110516 0.109445 41.15 39.97 Morgan Stanley 61760QCW2 06/28/13 06/28/28 100.000 VARIES 4.2810 0.115518 0.112045 0.111026 0.109986 0.108923 40.95 39.78 Morgan Stanley 61760QCY8 07/31/13 07/31/28 100.000 VARIES 4.5083 0.125232 0.121794 0.118278 0.117001 0.115696 43.41 41.96 Morgan Stanley 61760QCZ5 07/31/13 07/31/33 100.000 VARIES 4.4981 0.124948 0.121511 0.117996 0.115860 0.113676 43.31 41.44 Morgan Stanley 61760QDB7 08/19/13 08/19/33 100.000 VARIES 4.7352 0.131534 0.128713 0.125825 0.122868 0.119842 46.09 43.97 Morgan Stanley 61760QDD3 08/19/13 08/19/33 100.000 VARIES 4.5465 0.126293 0.122850 0.119328 0.115726 0.112042 43.93 41.35 Morgan Stanley 61760QDE1 08/28/13 08/28/33 100.000 VARIES 4.4981 0.124949 0.121511 0.117997 0.114403 0.110729 43.51 40.94 Morgan Stanley 61760QDH4 09/06/13 09/06/21 100.000 VARIES 2.3953 0.010981 0.010143 0.009295 0.009407 0.009519 3.61 3.39 Morgan Stanley 61760QDL5 09/26/13 09/26/33 100.000 VARIES 4.6879 0.130220 0.126761 0.123221 0.119599 0.115891 45.59 43.01 Morgan Stanley 61760QDR2 11/27/13 11/27/33 100.000 VARIES 4.4301 0.123061 0.120146 0.117167 0.114122 0.111010 43.58 41.42 Morgan Stanley 61760QEC4 03/31/14 03/31/34 100.000 VARIES 4.3148 0.119857 0.117643 0.115381 0.113070 32.28 41.53 Morgan Stanley 61760QEZ3 09/17/14 09/17/34 100.000 VARIES 2.6674 0.014763 0.014155 0.013538 1.54 5.08 Morgan Stanley 61760QFH2 10/30/14 10/30/24 100.000 VARIES 2.1051 0.058477 0.057662 0.056839 3.57 20.81 Morgan Stanley 61760S126 02/05/14 07/31/19 100.000 0.000 2.4498 0.068053 0.068868 0.069711 0.070565 22.38 25.20 Morgan Stanley 61760S134 02/05/14 01/29/21 100.000 0.000 3.2801 0.091114 0.092559 0.094077 0.095620 29.92 34.06 Morgan Stanley 61760S282 03/04/14 02/26/21 100.000 0.000 3.1843 0.088454 0.089800 0.091230 0.092682 26.44 32.95 Morgan Stanley 61760S522 04/03/14 03/31/21 100.000 0.000 3.3224 0.092291 0.093798 0.095356 0.096941 24.87 34.33 Morgan Stanley 61760S613 03/18/14 09/20/21 100.000 0.000 3.4353 0.095427 0.095446 0.097085 0.098753 0.100449 27.18 35.59 Morgan Stanley 61760S621 03/18/14 07/18/22 100.000 0.000 3.7451 0.104032 0.105331 0.107303 0.109312 29.65 38.92 Morgan Stanley 61760S738 05/05/14 10/29/21 100.000 0.000 3.5626 0.098962 0.100666 0.102459 0.104285 23.46 36.79 Morgan Stanley 61760T132 10/31/11 10/31/17 100.000 1.000 5.8164 0.177824 0.182188 0.186678 0.191300 0.196055 65.34 68.61 Morgan Stanley 61760T173 11/28/11 11/24/17 100.000 0.000 6.9071 0.219612 0.227196 0.235043 0.243160 0.251558 81.00 86.69 Morgan Stanley 61760T199 11/18/11 11/21/17 100.000 1.000 6.1790 0.190343 0.195365 0.200543 0.205880 0.211383 69.84 73.59 Morgan Stanley 61760T439 02/21/12 02/21/18 100.000 0.000 4.6585 0.138658 0.141887 0.145192 0.148574 0.152035 51.35 53.77 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61760T488 03/02/12 02/27/18 100.000 0.000 5.0972 0.152589 0.156477 0.160465 0.164555 0.168749 56.61 59.53 Morgan Stanley 61760T512 04/03/12 03/30/16 100.000 0.000 4.2972 0.127183 0.129916 0.132707 0.135559 0.138471 46.78 48.81 Morgan Stanley 61760T660 05/02/12 04/27/17 100.000 0.000 4.7658 0.141984 0.145367 0.148831 0.152378 0.156009 52.16 54.68 Morgan Stanley 61761H764 12/04/12 12/05/16 100.000 0.000 2.5669 0.073152 0.074091 0.075041 0.076005 0.076980 26.55 27.24 Morgan Stanley 61761H806 12/04/12 07/03/18 100.000 0.000 2.8586 0.080728 0.081881 0.083052 0.084239 0.085443 29.68 30.54 Morgan Stanley 61761H822 01/03/13 02/27/17 100.000 0.000 2.2436 0.063235 0.063945 0.064662 0.065387 0.066121 23.07 23.59 Morgan Stanley 61761JAG4 12/27/12 12/27/19 100.000 0.000 3.0561 0.087507 0.088844 0.090202 0.091580 0.092980 31.75 32.73 Morgan Stanley 61761JAL3 12/27/12 12/27/32 100.000 VARIES 4.4695 0.120348 0.118380 0.116369 0.115538 0.114688 42.96 41.74 Morgan Stanley 61761JAM1 12/27/12 12/27/32 100.000 VARIES 4.4777 0.123160 0.122528 0.121882 0.122014 0.122149 44.22 43.90 Morgan Stanley 61761JAY5 01/31/13 07/31/20 100.000 0.000 3.2934 0.092990 0.094521 0.096078 0.097660 0.099268 34.22 35.35 Morgan Stanley 61761JBB4 01/31/13 01/31/33 100.000 VARIES 4.4962 0.123195 0.121455 0.119676 0.117857 0.117122 43.51 42.37 Morgan Stanley 61761JBC2 01/31/13 01/31/33 100.000 VARIES 4.5027 0.124361 0.123632 0.122885 0.122122 0.122223 44.42 44.00 Morgan Stanley 61761JBJ7 01/14/13 01/14/28 100.000 VARIES 4.1941 0.114754 0.112969 0.111146 0.110312 0.109461 40.39 39.58 Morgan Stanley 61761JBK4 01/30/13 01/28/33 100.000 VARIES 4.6735 0.127553 0.125208 0.122808 0.120352 0.119394 44.77 43.25 Morgan Stanley 61761JBZ1 02/28/13 02/28/33 100.000 VARIES 4.3576 0.119605 0.116877 0.118008 0.115272 0.116564 42.96 42.39 Morgan Stanley 61761JCA5 02/28/13 02/28/33 100.000 VARIES 4.3507 0.118257 0.114389 0.114269 0.110381 0.110788 41.96 40.56 Morgan Stanley 61761JCB3 02/28/13 02/28/33 100.000 VARIES 4.3518 0.118600 0.115041 0.115261 0.111686 0.112237 42.22 41.04 Morgan Stanley 61761JCC1 02/28/13 08/28/20 100.000 0.000 2.9762 0.083903 0.085152 0.086419 0.087705 0.089010 30.74 31.66 Morgan Stanley 61761JCN7 02/21/13 02/18/33 100.000 VARIES 4.4837 0.122976 0.121341 0.119669 0.117959 0.117220 43.54 42.45 Morgan Stanley 61761JDB2 02/20/13 02/18/33 100.000 VARIES 4.5200 0.123618 0.121613 0.119563 0.117466 0.116754 43.60 42.29 Morgan Stanley 61761JEU9 04/30/13 04/29/33 100.000 VARIES 3.9393 0.107902 0.106338 0.104744 0.103118 0.102472 38.37 37.27 Morgan Stanley 61761JGF0 05/08/13 05/06/33 100.000 VARIES 3.9967 0.109880 0.108704 0.107504 0.106281 0.105668 39.21 38.38 Morgan Stanley 61761JGH6 05/30/13 05/31/33 100.000 VARIES 4.3438 0.117901 0.115806 0.114953 0.112811 0.112210 42.56 41.48 Morgan Stanley 61761JGS2 05/24/13 05/24/33 100.000 VARIES 4.1821 0.114470 0.112735 0.110964 0.109155 0.108552 40.77 39.53 Morgan Stanley 61761JHD4 06/28/13 06/28/33 100.000 VARIES 5.2916 0.145025 0.143008 0.140938 0.138813 0.137899 51.83 50.35 Morgan Stanley 61761JHJ1 06/28/13 06/28/21 100.000 0.000 4.0231 0.114002 0.116296 0.118635 0.121021 0.123456 41.47 43.15 Morgan Stanley 61761JJB6 06/18/13 06/18/32 100.000 VARIES 4.7372 0.130318 0.129016 0.127682 0.126318 0.125695 46.65 45.69 Morgan Stanley 61761JJF7 06/25/13 06/25/21 100.000 0.000 N/A 0.111425 0.113617 0.115852 0.118131 0.120454 40.53 42.14 Morgan Stanley 61761JJP5 07/31/13 07/29/33 100.000 VARIES 4.8132 0.133703 0.132049 0.130346 0.128602 0.126816 47.33 46.07 Morgan Stanley 61761JJW0 07/31/13 01/29/21 100.000 0.000 3.5967 0.099910 0.101697 0.103526 0.105388 0.107283 36.84 38.18 Morgan Stanley 61761JJY6 07/15/13 07/15/33 99.000 VARIES 4.8838 0.134306 0.133094 0.131853 0.130582 0.129279 47.72 46.81 Morgan Stanley 61761JKJ7 08/30/13 02/26/21 100.000 0.000 3.7093 0.103038 0.104906 0.106852 0.108834 0.110852 37.91 39.32 Morgan Stanley 61761JKL2 08/30/13 08/30/33 100.000 VARIES 5.0532 0.138824 0.136386 0.135403 0.132897 0.131086 49.80 48.43 Morgan Stanley 61761JKY4 09/30/13 09/30/33 100.000 VARIES 4.8148 0.133745 0.132123 0.130461 0.128760 0.127018 47.56 46.35 Morgan Stanley 61761JLF4 09/30/13 09/30/20 100.000 0.000 3.4026 0.094518 0.096126 0.097761 0.099425 0.101116 34.61 35.80 Morgan Stanley 61761JLU1 09/30/13 09/30/33 100.000 VARIES 4.8741 0.135394 0.134205 0.132986 0.131738 0.130460 48.31 47.42 Morgan Stanley 61761JLY3 10/31/13 10/31/33 100.000 VARIES 4.7081 0.130783 0.129084 0.127345 0.125566 0.123744 46.57 45.30 Morgan Stanley 61761JMC0 10/31/13 10/29/21 100.000 0.000 3.4604 0.096123 0.097777 0.099469 0.101190 0.102940 35.11 36.33 Morgan Stanley 61761JMW6 11/29/13 03/29/22 100.000 0.000 3.7205 0.103349 0.104631 0.106577 0.108560 0.110579 37.73 39.09 Morgan Stanley 61761JMZ9 12/26/13 06/27/22 100.000 0.000 3.9456 0.109614 0.111777 0.113982 0.116231 0.118524 39.87 41.46 Morgan Stanley 61761JNF2 12/26/13 12/27/33 100.000 VARIES 4.7411 0.130244 0.128075 0.127278 0.125055 0.123492 47.13 46.03 Morgan Stanley 61761JQC6 04/30/14 10/30/20 100.000 0.000 3.2667 0.090742 0.092224 0.093730 0.095261 21.96 33.66 Morgan Stanley 61761JQT9 05/30/14 11/30/20 100.000 0.000 3.1488 0.086507 0.086042 0.087877 0.088773 0.090171 18.64 32.31 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Morgan Stanley 61761JRH4 06/30/14 06/30/21 100.000 0.000 3.0261 0.084058 0.085330 0.086621 0.087932 15.22 30.95 Morgan Stanley 61761JUW7 11/25/14 11/25/20 100.000 0.000 3.1262 0.086840 0.088197 0.089576 3.13 31.61 Morgan Stanley 61761M201 01/04/13 01/02/18 100.000 0.000 2.5385 0.071400 0.072307 0.073224 0.074154 0.075095 26.19 26.86 Morgan Stanley 61761S125 06/04/14 11/29/19 100.000 0.000 2.7571 0.076587 0.077614 0.078683 0.079768 15.89 28.20 Morgan Stanley 61761S331 07/03/14 12/31/21 100.000 0.000 3.3219 0.092275 0.093791 0.095349 0.096932 16.52 34.05 Morgan Stanley 61761S562 07/03/14 07/03/19 100.000 0.000 2.3357 0.064882 0.065640 0.066406 11.55 23.77 Morgan Stanley 61761S661 08/05/14 04/30/20 100.000 0.000 2.9148 0.080968 0.081532 0.082720 0.083926 11.94 29.71 Morgan Stanley 61761S679 08/05/14 01/31/22 100.000 0.000 3.4469 0.093667 0.096816 0.096879 13.96 35.25 Morgan Stanley 61762E190 05/03/13 08/03/18 100.000 0.000 2.0678 0.057738 0.058335 0.058938 0.059548 0.060164 21.07 21.51 Morgan Stanley 61762E299 06/05/13 05/29/20 100.000 0.000 N/A 0.087292 0.088643 0.090015 0.091409 0.092824 31.76 32.75 Morgan Stanley 61762GAG9 11/05/13 04/29/19 100.000 0.000 2.4701 0.068616 0.069435 0.070292 0.071161 0.072040 24.95 25.57 Morgan Stanley 61762GAM6 11/27/13 05/27/21 100.000 0.000 3.3897 0.094160 0.095756 0.097379 0.099030 0.100708 34.29 35.47 Morgan Stanley 61762GAN4 12/04/13 12/07/20 100.000 0.000 3.3435 0.092902 0.094455 0.096034 0.097639 0.099272 33.80 34.94 Morgan Stanley 61762GAS3 01/03/14 12/31/20 100.000 0.000 3.4767 0.096578 0.098229 0.099936 0.101674 0.103441 34.88 36.29 Morgan Stanley 61762GAT1 12/26/13 06/28/19 100.000 0.000 2.5339 0.070397 0.071289 0.072192 0.073107 0.074033 25.51 26.16 Morgan Stanley 61762GBE3 03/11/14 03/04/24 100.000 VARIES 3.8517 0.106993 0.107913 0.108889 0.109420 31.14 39.20 Morgan Stanley 61762GBF0 03/31/14 03/29/29 100.000 VARIES 4.2965 0.119349 0.120580 0.121845 0.123138 32.46 43.87 Morgan Stanley 61762P146 08/05/13 06/29/18 100.000 0.000 2.9164 0.081957 0.083152 0.084365 0.085595 0.086843 29.72 30.60 Morgan Stanley 61762P286 08/05/13 08/05/20 100.000 0.000 3.6083 0.100231 0.102039 0.103880 0.105754 0.107662 36.94 38.29 Morgan Stanley 61762P443 09/05/13 08/31/18 100.000 0.000 3.0417 0.084027 0.083879 0.086566 0.086450 0.088729 30.96 31.84 Morgan Stanley 61762P476 08/09/13 08/09/23 100.000 0.000 4.3446 0.120685 0.123306 0.125985 0.128722 0.131518 44.67 46.63 Morgan Stanley 61762P807 10/03/13 09/28/18 100.000 0.000 2.7818 0.077273 0.078318 0.079407 0.080511 0.081631 28.20 28.99 Morgan Stanley 61762W265 11/05/13 04/30/19 100.000 0.000 2.9687 0.082466 0.083656 0.084898 0.086158 0.087437 30.05 30.95 Morgan Stanley 61762W505 12/04/13 08/30/19 100.000 0.000 2.9200 0.080222 0.080334 0.081955 0.082697 0.083905 29.52 30.29 Morgan Stanley 61762W539 11/20/13 11/20/20 100.000 0.000 3.3853 0.094038 0.095630 0.097249 0.098895 0.100569 34.27 35.44 Morgan Stanley 61762W604 12/04/13 12/04/20 100.000 0.000 3.3450 0.092917 0.094471 0.096051 0.097658 0.099291 33.81 34.96 Morgan Stanley 61762W703 01/03/14 12/31/19 100.000 0.000 3.0245 0.084016 0.085266 0.086555 0.087864 0.089193 30.31 31.40 Morgan Stanley 61764C275 11/05/14 04/29/22 100.000 0.000 3.5062 0.097396 0.099046 0.100783 5.45 35.57 Morris CNTY Improv Auth 618027AS5 02/18/10 08/15/14 100.000 0.000 2.8538 0.087520 0.088768 19.83 Morris CNTY Improv Auth 618027AT3 02/18/10 08/15/15 100.000 0.000 3.0318 0.093547 0.094965 0.096405 0.097866 34.32 21.86 Morris CNTY Improv Auth 618027AU0 02/18/10 08/15/16 100.000 0.000 3.4140 0.106733 0.108555 0.110408 0.112293 0.114210 39.25 40.60 Morris CNTY Improv Auth 618027AV8 02/18/10 08/15/17 100.000 0.000 3.6588 0.115350 0.117461 0.119610 0.121798 0.124026 42.49 44.05 Morris CNTY Improv Auth 618027AW6 02/18/10 08/15/18 100.000 0.000 3.8475 0.122089 0.124437 0.126831 0.129271 0.131758 45.02 46.77 Morris CNTY Improv Auth 618027AX4 02/18/10 08/15/19 100.000 0.000 3.8535 0.122304 0.124661 0.127063 0.129511 0.132006 45.10 46.86 Morris CNTY Improv Auth 618027AY2 02/18/10 08/15/20 100.000 0.000 3.8574 0.122444 0.124805 0.127212 0.129666 0.132167 45.15 46.91 Morris CNTY Improv Auth 618027AZ9 02/18/10 08/15/21 100.000 0.000 3.8593 0.122514 0.124878 0.127288 0.129744 0.132248 45.18 46.94 Morris CNTY Improv Auth 618027BA3 02/18/10 08/15/22 100.000 0.000 3.8595 0.122520 0.124884 0.127294 0.129750 0.132254 45.18 46.94 Morris CNTY Improv Auth 618027BB1 02/18/10 08/15/23 100.000 0.000 3.8580 0.122466 0.124829 0.127237 0.129691 0.132193 45.16 46.92 Morris CNTY Improv Auth 618027BC9 02/18/10 08/15/24 100.000 0.000 3.8550 0.122359 0.124718 0.127122 0.129572 0.132069 45.12 46.88 Morris CNTY Improv Auth 618027BD7 02/18/10 08/15/25 100.000 0.000 3.8507 0.122202 0.124555 0.126953 0.129398 0.131889 45.06 46.81 Multnomah County, OR 625506HJ2 12/08/99 06/01/14 33.298 0.000 7.7399 635.97 0.206988 31.05 Multnomah County, OR 625506HK9 12/08/99 06/01/15 30.863 0.000 7.7399 589.46 0.191852 0.199276 0.206988 70.86 31.05 Multnomah County, OR 625506HL7 12/08/99 06/01/16 28.606 0.000 7.7399 546.36 0.177822 0.184704 0.191852 0.199277 0.206989 65.68 70.86 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Multnomah County, OR 625506HN3 12/08/99 06/01/20 21.112 0.000 7.7400 403.23 0.131241 0.136320 0.141595 0.147075 0.152767 48.47 52.30 Multnomah County, OR 625506HP8 12/08/99 06/01/21 19.568 0.000 7.7400 373.75 0.121643 0.126351 0.131241 0.136320 0.141596 44.93 48.47 Multnomah County, OR 625506HQ6 12/08/99 06/01/22 18.137 0.000 7.7400 346.41 0.112748 0.117111 0.121643 0.126351 0.131241 41.64 44.93 Multnomah County, OR 625506HR4 12/08/99 06/01/23 16.811 0.000 7.7399 321.08 0.104502 0.108546 0.112747 0.117111 0.121643 38.60 41.64 Multnomah County, OR 625506HS2 12/08/99 06/01/24 15.582 0.000 7.7399 297.60 0.096860 0.100608 0.104502 0.108546 0.112747 35.77 38.60 Multnomah County, OR 625506HT0 12/08/99 06/01/25 14.442 0.000 7.7400 275.84 0.089777 0.093252 0.096860 0.100609 0.104503 33.16 35.77 Multnomah County, OR 625506HU7 12/08/99 06/01/26 13.386 0.000 7.7400 255.67 0.083212 0.086432 0.089777 0.093251 0.096860 30.73 33.16 Multnomah County, OR 625506HV5 12/08/99 06/01/27 12.407 0.000 7.7400 236.97 0.077127 0.080112 0.083212 0.086432 0.089777 28.49 30.73 Multnomah County, OR 625506HW3 12/08/99 06/01/28 11.500 0.000 7.7399 219.64 0.071487 0.074253 0.077127 0.080112 0.083212 26.40 28.49 Multnomah County, OR 625506HX1 12/08/99 06/01/29 10.659 0.000 7.7399 203.58 0.066259 0.068823 0.071487 0.074253 0.077127 24.47 26.40 Multnomah County, OR 625506HY9 12/08/99 06/01/30 9.879 0.000 7.7401 188.69 0.061413 0.063790 0.066259 0.068823 0.071486 22.68 24.47 National Rural Utilities 637432KV6 02/06/08 12/15/23 87.915 0.000 0.8138 43.18 0.020843 0.020928 0.021013 0.021098 0.021184 7.52 7.58 National Rural Utilities 637432LC7 02/06/08 12/15/14 93.808 0.000 0.9341 53.05 0.025708 0.025828 8.87 National Rural Utilities 637432LD5 02/06/08 12/15/15 93.011 0.000 0.9240 52.02 0.025200 0.025316 0.025433 0.025551 9.10 8.77 National Rural Utilities 637432LE3 02/06/08 12/15/16 92.647 0.000 0.8640 48.37 0.023387 0.023488 0.023590 0.023692 0.023794 8.44 8.51 National Rural Utilities 637432LF0 02/06/08 12/15/17 92.124 0.000 0.8338 46.38 0.022404 0.022498 0.022591 0.022686 0.022780 8.09 8.15 National Rural Utilities 637432LG8 02/06/08 12/15/18 91.459 0.000 0.8238 45.48 0.021964 0.022055 0.022146 0.022237 0.022328 7.93 7.99 National Rural Utilities 637432LH6 02/06/08 12/15/19 90.603 0.000 0.8339 45.62 0.022036 0.022128 0.022220 0.022313 0.022406 7.95 8.02 National Rural Utilities 637432LJ2 02/06/08 12/15/20 90.083 0.000 0.8138 44.24 0.021358 0.021445 0.021532 0.021620 0.021708 7.71 7.77 National Rural Utilities 637432LK9 02/06/08 12/15/21 89.231 0.000 0.8238 44.38 0.021428 0.021517 0.021605 0.021694 0.021784 7.73 7.80 National Rural Utilities 637432LL7 02/06/08 12/15/22 88.108 0.000 0.8538 45.45 0.021968 0.022062 0.022156 0.022251 0.022346 7.93 8.00 Natixis US MTN LLC 63873HJT2 12/27/13 12/27/33 100.000 VARIES 4.8025 0.133405 0.127771 0.122001 0.120460 0.118882 46.97 43.63 Natixis US MTN LLC 63873HKA1 07/31/13 07/31/28 100.000 VARIES 4.2606 0.118350 0.114954 0.111485 0.107943 0.104325 40.96 38.42 Natixis US MTN LLC 63873HKC7 04/30/14 04/30/34 100.000 VARIES 4.2409 0.117804 0.113823 0.109757 0.108160 28.15 39.90 Natixis US MTN LLC 63873HLN2 08/29/13 08/29/33 100.000 VARIES 4.5781 0.125085 0.120791 0.115063 0.114897 0.112841 43.62 41.69 Natixis US MTN LLC 63873HLS1 09/30/13 09/30/28 100.000 VARIES 4.4223 0.122842 0.119416 0.115914 0.114745 0.113549 42.98 41.30 Natixis US MTN LLC 63873HLU6 07/31/14 07/31/34 100.000 VARIES 3.9932 0.110923 0.107592 0.104194 16.75 38.32 Natixis US MTN LLC 63873HLX0 02/28/14 02/28/29 100.000 VARIES 4.1176 0.111894 0.110403 0.105244 0.105144 34.17 38.70 Natixis US MTN LLC 63873HME1 10/31/13 10/31/33 100.000 VARIES 4.5707 0.126966 0.123360 0.119673 0.117038 0.114343 44.61 42.28 Natixis US MTN LLC 63873HMF8 03/31/14 03/31/34 100.000 VARIES 4.1471 0.115198 0.111827 0.108386 0.106407 30.91 39.15 Natixis US MTN LLC 63873HMU5 08/29/14 08/29/29 100.000 VARIES 3.5626 0.097340 0.096829 0.094724 12.17 35.11 Natixis US MTN LLC 63873HMW1 11/27/13 11/27/33 100.000 VARIES 4.5648 0.126802 0.123356 0.119831 0.117818 0.115758 44.79 42.64 Navistar Intl Corp. 63934EAL2 10/28/09 10/15/14 78.000 3.000 8.5279 178.80 0.141251 0.147274 41.20 Network Associates, Inc. 640938AA4 02/13/98 02/13/18 39.106 0.000 4.7500 433.25 0.106818 0.109355 0.111953 0.114611 0.117333 39.62 41.52 NJ Econ Dev Auth 64578JAA4 12/22/05 07/01/15 60.170 0.000 5.4048 321.42 0.138592 0.142338 0.146184 50.57 26.31 NJ Econ Dev Auth 64578JAB2 12/22/05 07/01/16 56.811 0.000 5.4449 306.21 0.132241 0.135841 0.139540 0.143339 48.25 50.92 NJ Econ Dev Auth 64578JAC0 12/22/05 07/01/17 53.569 0.000 5.4898 291.64 0.126165 0.129628 0.133186 0.136842 46.04 48.61 NJ Econ Dev Auth 64578JAD8 12/22/05 07/01/18 50.436 0.000 5.5399 277.63 0.120340 0.123673 0.127099 0.130619 43.92 46.39 NJ Econ Dev Auth 64578JAE6 12/22/05 07/01/19 47.535 0.000 5.5748 263.67 0.114444 0.117634 0.120913 0.124283 41.77 44.14 NJ Econ Dev Auth 64578JAF3 09/07/07 07/01/15 62.947 0.000 6.0088 285.55 0.152729 0.157318 0.162044 55.81 29.17 NJ Econ Dev Auth 64578JAG1 09/07/07 07/01/16 59.024 0.000 6.0689 270.93 0.145177 0.149583 0.154122 0.158799 53.06 56.33 NJ Econ Dev Auth 64578JAH9 09/07/07 07/01/17 55.019 0.000 6.1789 257.97 0.138711 0.142996 0.147414 0.151969 50.71 53.89 NJ Econ Dev Auth 64578JAJ5 09/07/07 07/01/18 51.284 0.000 6.2689 244.63 0.131904 0.136038 0.140302 0.144700 48.23 51.30 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ NJ Econ Dev Auth 64578JAK2 09/07/07 07/01/19 47.828 0.000 6.3391 231.19 0.124928 0.128887 0.132973 0.137187 45.69 48.63 NJ Econ Dev Auth 64578JAL0 09/07/07 07/01/20 44.269 0.000 6.4592 218.83 0.118692 0.122525 0.126482 0.130567 43.42 46.27 NJ Econ Dev Auth 64578JAM8 09/07/07 07/01/21 41.265 0.000 6.5092 205.87 0.111837 0.115477 0.119235 0.123116 40.92 43.62 NJ Econ Dev Auth 64578JAN6 09/07/07 07/01/22 38.760 0.000 6.4992 193.02 0.104823 0.108230 0.111747 0.115378 38.35 40.88 NJ Econ Dev Auth 64578JAP1 09/07/07 07/01/23 36.303 0.000 6.5092 181.12 0.098389 0.101592 0.104898 0.108312 36.00 38.38 NJ Econ Dev Auth 645913AS3 06/30/97 02/15/14 29.262 0.000 7.5292 698.51 0.201558 8.87 NJ Econ Dev Auth 645913AT1 06/30/97 02/15/15 27.085 0.000 7.5492 649.47 0.187641 0.194724 0.202074 70.79 8.89 NJ Econ Dev Auth 645913AU8 06/30/97 02/15/16 25.082 0.000 7.5644 603.50 0.174526 0.181127 0.187978 0.195087 0.202466 65.85 70.92 NJ Econ Dev Auth 645913AV6 06/30/97 02/15/17 23.177 0.000 7.5895 560.82 0.162437 0.168601 0.174999 0.181639 0.188532 61.30 66.04 NJ Econ Dev Auth 645913AW4 06/30/97 02/15/18 21.450 0.000 7.6043 520.76 0.150974 0.156714 0.162672 0.168858 0.175278 56.97 61.39 NJ Econ Dev Auth 645913AX2 06/30/97 02/15/19 19.886 0.000 7.6095 483.35 0.140173 0.145506 0.151042 0.156789 0.162754 52.90 57.00 NJ Econ Dev Auth 645913AY0 06/30/97 02/15/20 18.435 0.000 7.6144 448.58 0.130130 0.135085 0.140228 0.145566 0.151108 49.11 52.92 NJ Econ Dev Auth 645913AZ7 06/30/97 02/15/21 17.088 0.000 7.6194 416.27 0.120796 0.125398 0.130175 0.135134 0.140283 45.59 49.13 NJ Econ Dev Auth 645913BA1 06/30/97 02/15/22 15.838 0.000 7.6244 386.26 0.112120 0.116394 0.120831 0.125438 0.130220 42.32 45.61 NJ Econ Dev Auth 645913BB9 06/30/97 02/15/23 14.678 0.000 7.6294 358.37 0.104057 0.108026 0.112147 0.116425 0.120867 39.28 42.33 NJ Econ Dev Auth 645913BC7 06/30/97 02/15/24 13.601 0.000 7.6346 332.46 0.096565 0.100251 0.104078 0.108051 0.112176 36.45 39.28 NJ Econ Dev Auth 645913BD5 06/30/97 02/15/25 12.602 0.000 7.6397 308.39 0.089604 0.093026 0.096580 0.100269 0.104099 33.82 36.46 NJ Econ Dev Auth 645913BE3 06/30/97 02/15/26 11.676 0.000 7.6446 286.04 0.083135 0.086313 0.089612 0.093038 0.096594 31.38 33.83 New Omaha Holdings Corp. 647579AA9 09/24/07 09/30/16 100.000 VARIES N/A 0.626025 0.662021 0.700087 0.740342 0.782912 238.59 266.81 New Plan Excel Realty TR 64806QAA2 10/30/09 01/15/14 67.500 7.970 19.6685 320.86 0.295863 4.14 New Plan Excel Realty TR 64806QAD6 10/30/09 01/15/14 67.500 7.650 19.2575 320.88 0.294113 4.12 New Plan Excel Realty TR 64806QAF1 10/30/09 01/15/14 67.500 7.680 19.2960 320.88 0.294277 4.12 New Plan Excel Realty TR 64806QAG9 10/30/09 01/15/14 67.500 7.680 19.2960 320.88 0.294277 4.12 New Plan Excel Realty TR 64806QAK0 10/30/09 01/15/14 67.500 6.900 18.2959 320.94 0.290024 4.06 New Plan Excel Realty TR 64806QAL8 10/30/09 01/15/14 67.500 6.900 18.2959 320.94 0.290024 4.06 NY State Dorm Auth 649902ZR7 10/20/09 09/15/25 86.380 5.800 7.2575 22.56 0.017210 0.017835 0.018482 0.019152 0.019847 6.44 6.92 Newark, NJ 6503667S0 04/10/03 04/01/22 30.037 0.000 6.4399 292.49 0.104375 0.107736 0.111205 0.114785 0.118481 38.79 41.33 Newark, NJ 6503667T8 04/10/03 04/01/23 28.029 0.000 6.4699 274.67 0.098149 0.101325 0.104602 0.107986 0.111480 36.49 38.88 Newark, NJ 6503667U5 04/10/03 04/01/24 26.193 0.000 6.4899 257.76 0.092192 0.095183 0.098272 0.101461 0.104753 34.27 36.54 Newark, NJ 6503667V3 04/10/03 04/01/25 24.468 0.000 6.5099 241.79 0.086561 0.089379 0.092288 0.095292 0.098394 32.18 34.31 Newark, NJ 6503667W1 04/10/03 04/01/26 22.848 0.000 6.5299 226.72 0.081242 0.083895 0.086634 0.089462 0.092383 30.21 32.21 Newark, NJ 6503667X9 04/10/03 04/01/27 21.327 0.000 6.5498 212.51 0.076220 0.078716 0.081294 0.083956 0.086706 28.35 30.23 Newark, NJ 6503667Y7 04/10/03 04/01/28 19.947 0.000 6.5600 199.18 0.071471 0.073815 0.076237 0.078737 0.081320 26.58 28.35 Newark, NJ 6503667Z4 04/10/03 04/01/29 18.653 0.000 6.5700 186.65 0.067005 0.069206 0.071480 0.073828 0.076253 24.92 26.58 Newark, NJ 6503668A8 04/10/03 04/01/30 17.440 0.000 6.5799 174.87 0.062806 0.064872 0.067006 0.069211 0.071488 23.36 24.92 Newark, NJ 6503668B6 04/10/03 04/01/31 16.302 0.000 6.5900 163.80 0.058858 0.060798 0.062801 0.064870 0.067008 21.89 23.36 Newark, NJ 6503668C4 04/10/03 04/01/32 15.279 0.000 6.5899 153.52 0.055163 0.056981 0.058858 0.060798 0.062801 20.52 21.89 Newark, NJ 6503668D2 04/10/03 04/01/33 14.320 0.000 6.5899 143.88 0.051700 0.053404 0.055163 0.056981 0.058858 19.23 20.52 Newark, NJ 650367KA2 01/29/13 07/15/16 99.221 2.000 2.2351 2.02 0.006110 0.006178 0.006247 0.006317 0.006388 2.23 2.28 Newark, NJ 650367KB0 01/29/13 07/15/17 97.756 2.000 2.5351 4.44 0.013440 0.013611 0.013783 0.013958 0.014135 4.93 5.05 Newark, NJ 650367KC8 01/29/13 07/15/18 97.007 2.340 2.9371 4.73 0.014338 0.014548 0.014762 0.014979 0.015199 5.27 5.43 Newark, NJ 650367KH7 01/29/13 04/01/17 97.893 2.000 2.5352 4.47 0.013614 0.013787 0.013962 0.014139 0.014318 4.96 5.09 Newark, NJ 650367KJ3 01/29/13 04/01/18 97.000 2.308 2.9373 5.03 0.015332 0.015557 0.015786 0.016017 0.016253 5.60 5.77 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Newark, NJ 650367KK0 01/29/13 04/01/19 97.003 2.698 3.2375 4.12 0.012560 0.012764 0.012970 0.013180 0.013393 4.60 4.75 Newark, NJ 650367KL8 01/29/13 04/01/20 97.004 3.057 3.5334 3.45 0.010541 0.010727 0.010917 0.011109 0.011306 3.86 4.00 Newark, NJ 650367KM6 01/29/13 04/01/21 97.005 3.305 3.7335 2.95 0.009021 0.009189 0.009360 0.009535 0.009713 3.31 3.43 Nextera Energy, Inc. 65339F705 05/04/12 06/01/17 95.000 VARIES 2.3952 0.063818 0.064017 0.064218 0.064421 0.064940 23.02 23.18 Nextera Energy, Inc. 65339KAB6 05/04/12 06/01/17 95.000 VARIES 2.3952 0.063818 0.064017 0.064218 0.064421 0.064940 23.02 23.18 Nomura America Finance 655365AA2 12/31/13 12/31/33 100.000 VARIES 4.5378 0.126053 0.122610 0.119089 0.115489 0.111807 44.75 42.22 Nomura America Finance 65539AAD2 11/24/10 11/24/15 100.000 VARIES 2.0066 0.012604 0.012730 0.012858 0.012987 4.57 4.18 Nomura America Finance 65539AAG5 11/24/10 11/24/25 100.000 VARIES 5.5491 0.130328 0.127047 0.123675 0.123090 0.122490 46.08 44.37 Nomura America Finance 65539AAL4 12/22/10 12/22/25 100.000 VARIES 5.9586 0.140969 0.138488 0.135934 0.133303 0.130594 50.26 48.41 Nomura America Finance 65539AAX8 06/29/11 06/29/21 100.000 VARIES 2.3554 0.014196 0.014364 0.014533 0.014704 0.014877 5.14 5.26 Nomura America Finance 65539ABB5 02/28/14 02/28/34 100.000 VARIES 4.5091 0.122532 0.121144 0.115729 0.113444 37.45 42.27 Nomura America Finance 65539ABC3 05/30/14 05/30/34 100.000 VARIES 3.7542 0.104285 0.101564 0.098792 0.095968 21.92 35.89 Nomura America Finance 65539ABE9 07/29/14 07/29/34 100.000 VARIES 4.2953 0.119316 0.114630 0.109843 18.14 40.67 Novellus Systems, Inc. 670008AC5 05/10/11 05/15/41 100.000 VARIES 8.1004 0.258622 0.266144 0.273970 0.282113 0.290586 95.16 100.86 Novellus Systems, Inc. 670008AD3 05/10/11 05/15/41 100.000 VARIES 8.1004 0.258622 0.266144 0.273970 0.282113 0.290586 95.16 100.86 Omnicom Group, Inc. 681919AL0 03/06/02 07/31/32* 102.250 VARIES N/A 0.377549 0.395206 82.86* Omnicom Group, Inc. 681919AM8 03/06/02 07/31/32* 102.250 VARIES N/A 0.377549 0.395206 82.86* Orange County, CA 68428LAZ7 06/12/96 09/01/14 23.005 0.000 8.2290 717.78 0.210874 0.219550 52.17 Orange County, CA 68428LBA1 06/12/96 09/01/15 21.183 0.000 8.2391 662.42 0.194738 0.202760 0.211113 0.219810 73.51 52.23 Orange County, CA 68428LBB9 06/12/96 09/01/16 19.464 0.000 8.2591 611.39 0.179966 0.187398 0.195136 0.203195 0.211586 67.95 73.67 Orange County, CA 68428LBW3 01/17/97 09/01/14 26.499 0.000 7.6793 686.16 0.197830 0.205426 48.85 Orange County, CA 68428LBX1 04/01/97 09/01/15 24.175 0.000 7.8595 637.82 0.187126 0.194480 0.202123 0.210066 70.49 49.94 Orange County, CA 68428LBY9 01/17/97 09/01/16 22.492 0.000 7.7493 591.70 0.171358 0.177998 0.184895 0.192059 0.199500 64.51 69.60 Orange County, CA 68428LBZ6 01/17/97 09/01/17 20.762 0.000 7.7695 548.67 0.159103 0.165283 0.171704 0.178375 0.185304 59.90 64.65 Orange County, CA 68428LCA0 01/17/97 09/01/18 19.198 0.000 7.7795 508.49 0.147545 0.153284 0.159247 0.165441 0.171877 55.55 59.96 Orange County, CA 68428LCB8 01/17/97 09/01/19 17.826 0.000 7.7696 471.09 0.136607 0.141914 0.147427 0.153154 0.159104 51.43 55.51 Orange County, CA 68428LCC6 01/17/97 09/01/20 16.480 0.000 7.7796 436.51 0.126659 0.131586 0.136704 0.142022 0.147546 47.69 51.47 Orange County, CA 68428LCD4 01/17/97 09/01/21 15.306 0.000 7.7694 404.48 0.117290 0.121846 0.126580 0.131497 0.136605 44.16 47.66 Oregon Community College 68583RAL6 04/23/03 06/30/14 55.504 0.000 5.3320 419.14 0.144266 25.82 Oregon Community College 68583RAM4 04/23/03 06/30/15 51.363 0.000 5.5419 407.78 0.141824 0.145754 0.149793 51.77 26.81 Oregon Community College 68583RAN2 04/23/03 06/30/16 47.583 0.000 5.7117 392.98 0.137823 0.141759 0.145807 0.149971 0.154254 50.33 53.25 Oregon Community College 68583RAP7 04/23/03 06/30/17 44.239 0.000 5.8317 375.50 0.132471 0.136333 0.140309 0.144400 0.148610 48.39 51.26 Oregon Community College 68583RAQ5 04/23/03 06/30/18 40.975 0.000 5.9616 358.08 0.127132 0.130922 0.134824 0.138843 0.142982 46.46 49.27 Oregon Community College 68583RAR3 04/23/03 06/30/19 37.976 0.000 6.0714 340.03 0.121373 0.125058 0.128854 0.132766 0.136797 44.37 47.10 Oregon Community College 68583RAS1 04/23/03 06/30/20 35.297 0.000 6.1514 321.62 0.115250 0.118795 0.122449 0.126215 0.130097 42.14 44.77 Oregon Community College 68583RAT9 04/23/03 06/30/21 32.815 0.000 6.2213 303.57 0.109151 0.112546 0.116047 0.119657 0.123379 39.91 42.43 Oregon Community College 68583RAU6 04/23/03 06/30/22 30.636 0.000 6.2613 285.86 0.102984 0.106208 0.109533 0.112963 0.116499 37.66 40.06 Oregon Community College 68583RAV4 04/23/03 06/30/23 28.748 0.000 6.2713 268.82 0.096892 0.099930 0.103064 0.106295 0.109628 35.43 37.69 Oregon Sch Brds Assoc 686053AM1 10/31/02 06/30/14 53.950 0.000 5.3594 434.55 0.144987 25.95 Oregon Sch Brds Assoc 686053AN9 10/31/02 06/30/15 50.233 0.000 5.5093 419.52 0.141057 0.144943 0.148936 51.49 26.66 Oregon Sch Brds Assoc 686053AP4 10/31/02 06/30/16 46.574 0.000 5.6694 403.96 0.136942 0.140824 0.144816 0.148921 0.153143 50.01 52.88 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Oregon Sch Brds Assoc 686053AQ2 10/31/02 06/30/17 43.110 0.000 5.8193 387.13 0.132245 0.136093 0.140052 0.144128 0.148321 48.31 51.16 Oregon Sch Brds Assoc 686053AR0 10/31/02 06/30/18 40.030 0.000 5.9294 368.61 0.126624 0.130378 0.134244 0.138224 0.142322 46.27 49.05 Oregon Sch Brds Assoc 686053AS8 10/31/02 06/30/19 37.212 0.000 6.0194 349.67 0.120668 0.124300 0.128041 0.131895 0.135865 44.10 46.80 Oregon Sch Brds Assoc 686053AT6 10/31/02 06/30/20 34.591 0.000 6.0995 330.89 0.114652 0.118149 0.121752 0.125465 0.129291 41.91 44.51 Oregon Sch Brds Assoc 686053CD9 04/21/03 06/30/14 55.504 0.000 5.3293 419.15 0.144195 25.81 Oregon Sch Brds Assoc 686053CE7 04/21/03 06/30/15 51.363 0.000 5.5394 407.82 0.141764 0.145690 0.149726 51.75 26.80 Oregon Sch Brds Assoc 686053CF4 04/21/03 06/30/16 47.583 0.000 5.7092 393.03 0.137772 0.141705 0.145750 0.149910 0.154190 50.31 53.23 Oregon Sch Brds Assoc 686053CG2 04/21/03 06/30/17 44.239 0.000 5.8294 375.56 0.132428 0.136288 0.140261 0.144349 0.148556 48.38 51.24 Oregon Sch Brds Assoc 686053CH0 04/21/03 06/30/18 40.975 0.000 5.9593 358.15 0.127097 0.130884 0.134784 0.138800 0.142936 46.44 49.25 Oregon Sch Brds Assoc 686053CJ6 04/21/03 06/30/19 37.976 0.000 6.0693 340.11 0.121345 0.125027 0.128821 0.132731 0.136759 44.35 47.09 Oregon Sch Brds Assoc 686053CK3 04/21/03 06/30/20 35.297 0.000 6.1494 321.71 0.115227 0.118770 0.122422 0.126186 0.130066 42.13 44.76 Oregon Sch Brds Assoc 686053CL1 04/21/03 06/30/21 32.815 0.000 6.2193 303.65 0.109132 0.112526 0.116025 0.119633 0.123353 39.91 42.43 Oregon Sch Brds Assoc 686053CM9 04/21/03 06/30/22 30.636 0.000 6.2594 285.95 0.102970 0.106192 0.109516 0.112943 0.116478 37.66 40.05 Oregon Sch Brds Assoc 686053CN7 04/21/03 06/30/23 28.748 0.000 6.2695 268.91 0.096880 0.099917 0.103050 0.106280 0.109612 35.43 37.69 PC Nextco Holdings, LLC 69323VAA4 08/01/13 08/15/19 99.000 8.750 N/A 0.246633 0.024679 0.246962 0.247137 0.247319 88.86 88.99 PC Nextco Holdings, LLC 69323VAB2 08/01/13 08/15/19 99.000 8.750 N/A 0.246633 0.246794 0.246962 0.247137 0.247319 88.86 88.86 Paterson, NJ 7031302A1 04/11/03 04/01/15 51.501 0.000 5.6199 418.14 0.143655 0.147692 0.151842 53.18 13.67 Paterson, NJ 7031302B9 04/11/03 04/01/16 47.811 0.000 5.7699 401.84 0.139030 0.143041 0.147167 0.151413 0.155781 51.51 54.52 Paterson, NJ 7031302C7 04/11/03 04/01/17 44.317 0.000 5.9099 384.46 0.133890 0.137846 0.141919 0.146113 0.150430 49.64 52.61 Paterson, NJ 7031303Z5 03/30/12 03/15/18 98.496 3.625 3.9103 4.07 0.006660 0.006790 0.006923 0.007058 0.007196 2.45 2.55 Paterson, NJ 703130Z98 04/11/03 04/01/14 55.492 0.000 5.4399 431.84 0.147109 13.24 Peoria CNTY SD #325, IL 713165FD5 09/04/13 12/01/14 104.511 0.000 1.5711 0.045784 0.046143 15.17 Peoria CNTY SD #325, IL 713165FE3 09/04/13 12/01/15 107.702 VARIES 1.7325 0.052049 0.052500 0.049796 0.048964 18.75 16.28 Peoria CNTY SD #325, IL 713165FF0 09/04/13 12/01/16 109.532 VARIES 2.1847 0.066824 0.067554 0.064309 0.063419 0.062518 24.11 22.94 Peoria CNTY SD #325, IL 713165FG8 09/04/13 12/01/17 110.617 VARIES 2.5859 0.079954 0.080987 0.077321 0.076435 0.075537 28.89 27.62 Peoria CNTY SD #325, IL 713165FH6 09/04/13 12/01/18 111.133 VARIES 2.9367 0.091302 0.092643 0.088650 0.087810 0.086958 33.03 31.71 Peoria CNTY SD #325, IL 713165FJ2 09/04/13 12/01/19 110.068 VARIES 3.4365 0.105942 0.107762 0.103350 0.102620 0.101877 38.39 37.03 Peoria CNTY SD #325, IL 713165FK9 09/04/13 12/01/20 108.812 VARIES 3.8364 0.117034 0.119279 0.114574 0.113974 0.113363 42.46 41.10 Peoria CNTY SD #325, IL 713165FL7 09/04/13 12/01/21 107.288 VARIES 4.1864 0.126029 0.128667 0.123729 0.123266 0.122794 45.78 44.43 Peoria County, IL 713168AV4 10/05/11 12/01/14 105.259 VARIES 3.2307 0.091294 0.090525 29.99 Peoria County, IL 713168AW2 10/05/11 12/01/15 105.584 VARIES 3.7319 0.106571 0.105864 0.105144 0.104411 38.20 34.57 Peoria County, IL 713168AX0 10/05/11 12/01/16 105.823 VARIES 3.9840 0.114594 0.113972 0.113337 0.112690 0.112029 41.10 40.65 Peoria County, IL 713168AY8 10/05/11 12/01/17 106.762 VARIES 4.2347 0.123057 0.122427 0.121785 0.121128 0.120458 44.15 43.68 Peoria County, IL 713168AZ5 10/05/11 12/01/18 106.114 VARIES 4.4856 0.130206 0.129699 0.129182 0.128653 0.128112 46.75 46.38 Peoria County, IL 713168BA9 10/05/11 12/01/19 106.753 VARIES 4.7356 0.138444 0.137941 0.137425 0.136897 0.136356 49.72 49.35 Peoria County, IL 713168BB7 10/05/11 12/01/20 105.512 VARIES 4.9860 0.144688 0.144314 0.143929 0.143536 0.143132 52.00 51.72 Peoria County, IL 71319RBV8 05/09/13 12/01/14 104.492 0.000 0.8338 0.024316 0.024417 8.04 Petro Stopping Centers 71646DAJ1 02/09/04 04/30/14 93.312 5.000 N/A 0.174525 20.77 Petro Stopping Centers 71646DAK8 02/09/04 04/30/14 100.000 5.000 N/A 0.174525 20.77 Philadelphia Authority 71781LAP4 02/03/99 04/15/24 19.046 0.000 6.6895 317.74 0.093118 0.096233 0.099452 0.102778 0.106216 34.56 36.92 Philadelphia Authority 71781LAS8 02/03/99 04/15/14 37.933 0.000 6.4792 602.54 0.174331 18.13 Philadelphia Authority 71781LAT6 02/03/99 04/15/15 35.256 0.000 6.5392 567.97 0.164933 0.170326 0.175895 61.18 18.29 Philadelphia Authority 71781LAU3 02/03/99 04/15/16 32.784 0.000 6.5893 534.36 0.155651 0.160779 0.166076 0.171548 0.177200 57.75 61.62 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Philadelphia Authority 71781LAV1 02/03/99 04/15/17 30.618 0.000 6.6093 501.39 0.146223 0.151056 0.156047 0.161204 0.166532 54.26 57.90 Philadelphia Authority 71781LAW9 02/03/99 04/15/18 28.637 0.000 6.6193 470.04 0.137166 0.141705 0.146395 0.151241 0.156246 50.90 54.32 Philadelphia Authority 71781LAX7 02/03/99 04/15/19 26.727 0.000 6.6393 440.73 0.128768 0.133043 0.137460 0.142023 0.146738 47.79 51.01 Philadelphia Authority 71781LAY5 02/03/99 04/15/20 24.985 0.000 6.6494 412.97 0.120734 0.124748 0.128896 0.133181 0.137609 44.81 47.84 Philadelphia Authority 71781LAZ2 02/03/99 04/15/21 23.403 0.000 6.6494 386.82 0.113089 0.116849 0.120734 0.124748 0.128895 41.97 44.81 Philadelphia Authority 71781LBA6 02/03/99 04/15/22 21.872 0.000 6.6594 362.35 0.106000 0.109530 0.113177 0.116945 0.120839 39.34 42.00 Philadelphia Authority 71781LBB4 02/03/99 04/15/23 20.437 0.000 6.6695 339.37 0.099337 0.102649 0.106072 0.109610 0.113265 36.87 39.37 Philadelphia Authority 71781LBC2 02/03/99 04/15/25 17.878 0.000 6.6796 297.57 0.087155 0.090066 0.093074 0.096182 0.099395 32.35 34.55 Philadelphia Authority 71781LBD0 02/03/99 04/15/26 16.697 0.000 6.6896 278.56 0.081636 0.084367 0.087189 0.090105 0.093119 30.30 32.36 Pike & Calhoun CNTYS, IL 721068BF0 08/08/13 12/01/23 111.543 VARIES 4.2340 0.132933 0.135747 0.129606 0.128968 0.128317 48.26 46.50 Pike & Calhoun CNTYS, IL 721068BG8 08/08/13 12/01/24 110.329 VARIES 4.3835 0.136192 0.139177 0.132892 0.132304 0.131703 49.47 47.70 Pike & Calhoun CNTYS, IL 721068BH6 08/08/13 12/01/25 109.132 VARIES 4.5327 0.139363 0.142521 0.136098 0.135563 0.135015 50.64 48.87 Pike & Calhoun CNTYS, IL 721068BJ2 08/08/13 12/01/26 108.343 VARIES 4.6321 0.141433 0.144709 0.138196 0.137697 0.137187 51.41 49.63 Pike & Calhoun CNTYS, IL 721068BK9 08/08/13 12/01/27 106.399 VARIES 4.8808 0.146466 0.150040 0.143308 0.142907 0.142497 53.28 51.49 Pike & Calhoun CNTYS, IL 721068BL7 08/08/13 12/01/28 106.016 VARIES 4.9305 0.147446 0.151081 0.144305 0.143925 0.143536 53.64 51.86 Pike & Calhoun CNTYS, IL 721068BM5 08/08/13 12/01/29 104.498 VARIES 5.1294 0.151292 0.155172 0.148228 0.147933 0.147630 55.07 53.29 Pioneer Drilling Company 723655AA4 03/11/10 03/15/18* 95.750 9.875 10.6775 15.88 0.013960 0.014706 0.015491 4.27* Pioneer Drilling Company 723655AB2 03/11/10 03/15/18* 95.750 9.875 10.6775 15.88 0.013960 0.014706 0.015491 4.27* Platinum Energy Solution 727663AA4 03/03/11 03/01/15* 96.764 14.250 N/A 0.448753 0.450668 0.452729 143.36* Platinum Energy Solution 727663AB2 03/03/11 03/01/15* 96.764 14.250 N/A 0.448753 0.450668 0.452729 143.36* Platinum Energy Solution 727663AC0 03/03/11 03/01/15* 96.764 14.250 N/A 0.448753 0.450668 0.452729 143.36* Platinum Energy Solution 727663AD8 03/03/11 03/01/15* 96.764 14.250 N/A 0.448753 0.450668 0.452729 143.36* Platinum Energy Solution 727663AE6 03/03/11 03/01/15* 96.764 14.250 N/A 0.448753 0.450668 0.452729 143.36* Platinum Energy Solution 727663AF3 03/03/11 03/01/15* 96.764 14.250 N/A 0.448753 0.450668 0.452729 143.36* Platinum Energy Solution 727663AG1 09/01/11 03/01/15* 95.000 14.250 16.1765 30.30 0.042378 0.045805 0.049510 14.65* Platinum Energy Solution 727663AH9 09/01/11 03/01/15* 95.000 14.250 16.1765 30.30 0.042378 0.045805 0.049510 14.65* Playboy Enterprises,Inc. 728117AA0 03/15/05 03/15/25 100.000 VARIES 7.7502 0.334061 0.343421 0.353092 0.363137 0.373571 123.96 131.09 Playboy Enterprises,Inc. 728117AB8 03/15/05 03/15/25 100.000 VARIES 7.7502 0.334061 0.343421 0.353092 0.363137 0.373571 123.96 131.09 Ply Gem Industries, Inc. 729416AR8 02/16/12 02/15/18* 85.000 8.250 11.8108 36.43 0.059019 0.062504 3.60* Ply Gem Industries, Inc. 729416AS6 02/16/12 02/15/18* 85.000 8.250 11.8108 36.43 0.059019 0.062504 3.60* Ply Gem Industries, Inc. 729416AT4 02/16/12 02/15/18* 85.000 8.250 11.8108 36.43 0.059019 0.062504 3.60* Presidio ISD 741020DY4 05/14/98 02/15/14 33.066 0.000 7.1490 660.90 0.191731 8.44 Presidio ISD 741020DZ1 05/14/98 02/15/15 30.822 0.000 7.1492 616.08 0.178730 0.185119 0.191736 67.26 8.44 Presidio ISD 741020EA5 05/14/98 02/15/16 28.486 0.000 7.1992 575.86 0.167569 0.173601 0.179850 0.186324 0.193031 63.08 67.70 Presidio ISD 741020EB3 05/14/98 02/15/17 26.541 0.000 7.1992 536.54 0.156126 0.161746 0.167569 0.173600 0.179849 58.77 63.08 Presidio ISD 741020EC1 05/14/98 02/15/18 24.728 0.000 7.1993 499.90 0.145467 0.150704 0.156129 0.161749 0.167571 54.76 58.77 Presidio ISD 741020ED9 05/14/98 02/15/19 22.810 0.000 7.2493 466.35 0.136113 0.141047 0.146159 0.151457 0.156947 51.26 55.04 Presidio ISD 741020EE7 05/14/98 02/15/20 21.242 0.000 7.2493 434.29 0.126758 0.131353 0.136114 0.141047 0.146160 47.73 51.26 Presidio ISD 741020EF4 05/14/98 02/15/21 19.782 0.000 7.2493 404.44 0.118045 0.122324 0.126758 0.131352 0.136114 44.45 47.73 Presidio ISD 741020EG2 05/14/98 02/15/22 18.422 0.000 7.2494 376.64 0.109932 0.113917 0.118046 0.122325 0.126759 41.40 44.45 Pride International Inc. 741932AE7 01/16/01 01/16/21 60.841 0.000 2.5000 231.09 0.057639 0.058359 0.059089 0.059828 0.060575 21.12 21.65 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Providian Financial Corp 74406AAD4 03/19/04 03/15/16 100.000 VARIES 9.4998 0.528738 0.549997 0.572182 0.595330 0.619486 198.78 215.17 QBE Funding Trust II 747271AA2 09/10/02 04/15/22 55.100 0.000 3.0644 226.20 0.065734 0.066741 0.067764 0.068802 0.069856 24.00 24.74 QBE Funding Trust 74729CAA6 04/15/02 04/15/22 59.358 0.000 2.6249 212.04 0.058419 0.059186 0.059963 0.060750 0.061547 21.29 21.85 QBE Funding Trust III 74729LAA6 09/24/04 09/24/24 67.165 0.000 2.0000 136.07 0.044634 0.045080 0.045531 0.045986 0.046446 16.24 16.56 Quebecor Media, Inc. 74819RAH9 10/05/07 03/15/16* 93.750 7.750 8.8148 41.59 0.023841 0.024892 2.76* Quicksilver Resources 74837RAA2 11/01/04 11/01/24 98.500 VARIES 6.7504 0.292496 0.300311 0.308357 0.316673 0.325271 107.66 113.52 Quicksilver Resources 74837RAB0 11/01/04 11/01/24 98.500 VARIES 6.7504 0.292496 0.300311 0.308357 0.316673 0.325271 107.66 113.52 Quicksilver Resources 74837RAF1 06/25/09 01/01/16* 96.717 11.750 12.5012 19.89 0.016375 1.92* Randolph & Perry CNTYS 752368AV2 05/16/13 12/01/15 105.106 VARIES 1.7287 0.050946 0.051386 0.048979 0.048502 18.36 16.08 Randolph & Perry CNTYS 752368AW0 05/16/13 12/01/16 106.110 VARIES 1.9823 0.059058 0.059643 0.056965 0.056497 0.056025 21.30 20.39 Randolph & Perry CNTYS 752368AX8 05/16/13 12/01/17 106.596 VARIES 2.2344 0.066964 0.067712 0.064784 0.064344 0.063899 24.18 23.22 Randolph & Perry CNTYS 752368AY6 05/16/13 12/01/18 106.586 VARIES 2.4855 0.074581 0.075507 0.072347 0.071951 0.071551 26.95 25.95 Randolph & Perry CNTYS 752368AZ3 05/16/13 12/01/19 107.293 VARIES 2.7850 0.084257 0.085430 0.081721 0.081311 0.080896 30.47 29.32 Randolph & Perry CNTYS 752368BA7 05/16/13 12/01/20 107.856 VARIES 3.0845 0.093958 0.095407 0.091113 0.090697 0.090275 34.00 32.70 Randolph & Perry CNTYS 752368BB5 05/16/13 12/01/21 108.667 VARIES 3.3340 0.102458 0.104166 0.099304 0.098875 0.098440 37.10 35.65 Randolph & Perry CNTYS 752368BC3 05/16/13 12/01/22 107.818 VARIES 3.5343 0.107882 0.109788 0.104733 0.104375 0.104011 39.09 37.62 Randolph County, IL 752535DK7 01/30/13 12/01/17 89.744 0.000 2.2497 18.67 0.057145 0.057788 0.058438 0.059095 0.059760 20.73 21.20 Randolph County, IL 752535DL5 01/30/13 12/01/18 85.511 0.000 2.6997 21.37 0.065582 0.066468 0.067365 0.068274 0.069196 23.82 24.47 Randolph County, IL 752535DM3 01/30/13 12/01/19 81.034 0.000 3.0997 23.28 0.071593 0.072702 0.073829 0.074973 0.076135 26.04 26.85 Randolph County, IL 752535DN1 01/30/13 12/01/20 76.487 0.000 3.4496 24.48 0.075422 0.076723 0.078047 0.079393 0.080762 27.46 28.42 Randolph County, IL 752535DP6 01/30/13 12/01/21 72.328 0.000 3.6996 24.84 0.076647 0.078065 0.079509 0.080980 0.082478 27.93 28.98 Randolph County, IL 752535DQ4 01/30/13 12/01/22 68.391 0.000 3.8997 24.77 0.076519 0.078011 0.079532 0.081083 0.082664 27.91 29.00 Range Resources Corp. 75281AAK5 05/14/09 05/15/19* 95.067 8.000 8.7501 17.73 0.013010 0.013579 2.30* Readers Digest Assn,Inc. 755267AJ0 02/11/10 02/15/17 97.340 9.500 10.0374 12.50 0.010597 0.011129 0.011688 0.012274 0.012890 4.06 4.48 Regal Beloit Corporation 758750AA1 04/05/04 03/15/24 100.000 VARIES 8.7503 0.446676 0.462329 0.478666 0.495718 0.513517 167.01 179.08 Regal Beloit Corporation 758750AB9 04/05/04 03/15/24 100.000 VARIES 8.7503 0.446676 0.462329 0.478666 0.495718 0.513517 167.01 179.08 Reliant Energy, Inc. 75952J207 09/21/99 09/15/29 100.000 2.000 9.8183 0.885240 0.925971 0.968701 1.013529 1.060558 334.86 366.54 Rock Island County, IL 772453CH7 11/08/11 12/01/14 106.992 VARIES 2.3888 0.067897 0.067132 22.27 Rock Island County, IL 772453CJ3 11/08/11 12/01/15 107.914 VARIES 2.7899 0.080583 0.079828 0.079062 0.078285 28.83 25.95 Roper Industries, Inc. 776696AA4 12/29/03 01/15/34 39.502 1.482 7.0003 0.124424 0.128641 0.133005 0.137495 0.142143 46.98 50.21 Rosemont, IL 777543TE9 12/15/11 12/01/15 99.115 2.125 2.3603 4.47 0.006237 0.006311 0.006385 0.006461 2.26 2.12 Rotech Healthcare, Inc. 778669AF8 03/17/11 03/15/18 98.197 10.500 10.8747 5.65 0.006464 0.006815 0.007186 0.007576 0.007988 2.47 2.74 Rotech Healthcare, Inc. 778669AG6 03/17/11 03/15/18 98.197 10.500 10.8747 5.65 0.006464 0.006815 0.007186 0.007576 0.007988 2.47 2.74 Rotech Healthcare, Inc. 778669AH4 03/17/11 03/15/18 98.197 10.500 10.8747 5.65 0.006464 0.006815 0.007186 0.007576 0.007988 2.47 2.74 Royal Bank of Canada 78008E3L9 02/29/08 02/28/14 100.000 0.000 4.7399 0.169422 9.83 Royal Bank of Canada 78008ER58 01/31/08 01/31/14 100.000 0.000 4.6199 0.164983 4.78 Royal Bank of Canada 78008G3K6 06/30/09 06/30/14 100.000 0.000 3.9699 0.131618 23.56 Royal Bank of Canada 78008G5L2 06/26/09 12/26/14 100.000 VARIES 3.9701 0.109964 0.110071 39.06 Royal Bank of Canada 78008G5R9 08/12/09 08/12/16 100.000 VARIES 4.2505 0.124437 0.123431 0.122404 0.121355 0.120284 44.33 43.58 Royal Bank of Canada 78008G5S7 07/20/09 04/20/15 100.000 VARIES 4.0008 0.112288 0.111689 0.111281 40.24 12.13 Royal Bank of Canada 78008GEN8 06/30/08 06/30/14 100.000 0.000 4.8299 0.174439 31.22 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Royal Bank of Canada 78008GH39 03/31/09 03/31/15 100.000 0.000 5.2300 0.183274 0.188066 0.192984 67.72 17.18 Royal Bank of Canada 78008GH47 03/31/09 03/31/14 100.000 0.000 5.0300 0.174724 15.55 Royal Bank of Canada 78008GLE0 07/29/08 01/29/14 100.000 0.000 4.7199 0.165555 4.64 Royal Bank of Canada 78008HHA1 09/30/09 09/30/14 100.000 0.000 3.0100 0.094225 0.095643 25.60 Royal Bank of Canada 78008HLM0 10/30/09 10/30/14 100.000 0.000 3.1599 0.099506 0.101078 30.04 Royal Bank of Canada 78008HNN6 11/30/09 11/28/14 100.000 0.000 2.8231 0.087712 0.088951 28.90 Royal Bank of Canada 78008HQQ6 11/25/09 11/25/14 100.000 0.000 2.9000 0.090389 0.091699 29.52 Royal Bank of Canada 78008HRB8 12/31/09 06/30/15 100.000 0.000 3.3099 0.104847 0.106582 0.108346 38.06 19.39 Royal Bank of Canada 78008HUA6 01/28/10 01/28/20 100.000 VARIES 4.5517 0.133791 0.134940 0.136114 0.137315 0.136334 48.73 49.25 Royal Bank of Canada 78008HWF3 02/16/10 02/16/17 100.000 VARIES 3.8707 0.112368 0.111715 0.111049 0.110370 0.109678 40.16 39.67 Royal Bank of Canada 78008HZE3 03/31/10 03/31/14 100.000 0.000 2.7599 0.084386 7.51 Royal Bank of Canada 78008K3K7 04/20/11 04/20/16 100.000 0.000 2.7665 0.082311 0.083450 0.084604 0.085775 0.086961 30.00 30.84 Royal Bank of Canada 78008KDT7 07/15/10 07/16/15 100.000 0.000 2.3886 0.071255 0.072106 0.072967 0.073839 26.09 14.39 Royal Bank of Canada 78008KN33 03/31/11 03/31/21 100.000 VARIES 4.1702 0.117016 0.116949 0.116880 0.116809 0.116737 42.10 42.05 Royal Bank of Canada 78008KPH0 10/29/10 10/30/15 100.000 0.000 1.8491 0.054284 0.054786 0.055293 0.055804 19.69 16.62 Royal Bank of Canada 78008KRQ8 11/30/10 11/30/15 100.000 0.000 2.1099 0.062420 0.063079 0.063744 0.064417 22.63 21.09 Royal Bank of Canada 78008KYV9 01/27/11 01/27/31 100.000 VARIES 4.9792 0.132960 0.133058 0.133158 0.133260 0.133365 47.91 47.99 Royal Bank of Canada 78008SJY3 11/05/12 11/04/19 100.000 0.000 0.6002 0.016773 0.016824 0.016874 0.016925 0.016976 6.05 6.09 Royal Bank of Canada 78008SMC7 11/05/12 11/04/19 100.000 0.000 0.6002 0.016773 0.016824 0.016874 0.016925 0.016976 6.05 6.09 Royal Bank of Canada 78008SVM5 02/04/13 02/04/20 100.000 0.000 2.2564 0.063388 0.064103 0.064826 0.065558 0.066297 23.16 23.69 Royal Bank of Canada 78008TLZ5 08/18/11 08/18/31 100.000 VARIES 4.0299 0.107616 0.107699 0.107784 0.107870 0.107958 38.78 38.84 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 0.099167 35.70 35.70 Royal Bank of Scotland 78009KAA0 07/16/03 01/16/14 100.000 0.000 4.1274 0.172505 2.59 Royal Bank of Scotland 78009KAB8 01/13/05 01/13/20 100.000 VARIES 4.7500 0.131766 0.132158 0.132560 0.132971 0.133066 47.64 47.88 Royal Bank of Scotland 78009KEF5 03/31/10 03/31/14 100.000 0.000 2.6710 0.081415 7.25 Royal Bank of Scotland 78009KFP2 04/30/10 04/30/14 100.000 0.000 2.6792 0.081688 9.72 Royal Bank of Scotland 78009KLF7 08/11/10 08/11/20 100.000 VARIES 4.9855 0.141740 0.141811 0.141883 0.141958 0.142035 51.06 51.11 Royal Bank of Scotland 78009KMB5 08/19/10 08/19/17 100.000 VARIES 2.6315 0.019805 0.020065 0.020329 0.020597 0.020868 7.25 7.44 Royal Bank of Scotland 78009KME9 09/16/10 09/16/20 100.000 VARIES 3.6714 0.019346 0.019701 0.020063 0.020431 0.020806 7.10 7.37 Royal Bank of Scotland 78009KMF6 09/20/10 09/20/17 100.000 VARIES 2.5212 0.018375 0.018607 0.018841 0.019079 0.019319 6.70 6.87 Royal Bank of Scotland 78009KMG4 09/30/10 09/28/18 100.000 VARIES N/A 0.016653 0.016785 0.017105 0.017240 0.017473 6.15 6.30 Royal Bank of Scotland 78009KMV1 10/29/10 10/29/20* 100.000 VARIES 2.4406 0.010328 0.010454 3.10* Royal Bank of Scotland 78009KNB4 10/27/10 10/27/17 100.000 VARIES 2.4218 0.022298 0.022568 0.022841 0.023118 0.023398 8.11 8.31 Royal Bank of Scotland 78009KNQ1 11/16/10 11/16/30 100.000 VARIES 5.5208 0.146835 0.146954 0.147075 0.147200 0.147328 52.89 52.98 Royal Bank of Scotland 78009KNR9 11/16/10 11/16/20 100.000 VARIES 4.5134 0.127416 0.127784 0.128160 0.128545 0.128939 45.97 46.24 Royal Bank of Scotland 78009KPH9 12/13/10 12/13/28 100.000 VARIES 5.3208 0.136947 0.137188 0.137435 0.137689 0.137950 49.35 49.53 Royal Bank of Scotland 78009KPR7 12/30/10 12/30/30 100.000 VARIES 5.7103 0.150641 0.150783 0.150929 0.151080 0.151234 54.26 54.36 Royal Bank of Scotland 78009KQW5 02/25/11 02/25/31 100.000 VARIES 5.4493 0.141796 0.141963 0.142135 0.142311 0.142492 51.12 51.25 Royal Bank of Scotland 78009KRJ3 03/15/11 03/15/21 100.000 VARIES 5.5246 0.152823 0.152858 0.152894 0.152931 0.152969 55.03 55.06 Royal Bank of Scotland 78009KRL8 03/15/11 03/15/16 100.000 VARIES 4.1566 0.115580 0.115558 0.115534 0.115511 0.115487 41.60 41.58 Royal Bank of Scotland 78009KRY0 03/31/11 03/31/18 100.000 VARIES 4.3799 0.121075 0.121135 0.121196 0.121259 0.121323 43.61 43.65 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Royal Bank of Scotland 78009PAF8 04/29/11 04/29/16 100.000 0.000 3.8637 0.118103 0.120385 0.122711 0.125081 0.127498 43.21 44.90 Royal Bank of Scotland 78009PAG6 05/16/11 08/16/16 100.000 0.000 3.5178 0.105699 0.107558 0.109450 0.111375 0.113334 38.89 40.27 Royal Bank of Scotland 78009PAL5 05/31/11 11/30/16 100.000 0.000 3.6087 0.109618 0.111595 0.113609 0.115659 0.117746 39.94 41.40 Royal Bank of Scotland 78009PAM3 05/25/11 05/25/21 100.000 VARIES 4.4728 0.125464 0.125467 0.125560 0.125654 0.125729 45.17 45.22 Royal Bank of Scotland 78009PAN1 06/15/11 12/15/16 100.000 0.000 3.5863 0.108878 0.110831 0.112818 0.114841 0.116901 39.61 41.04 Royal Bank of Scotland 78009PAP6 06/14/11 06/14/21 100.000 VARIES 2.5504 0.013793 0.013969 0.014147 0.014327 0.014510 5.00 5.13 Royal Bank of Scotland 78009PAX9 07/29/11 07/29/16 100.000 0.000 3.8218 0.114512 0.116701 0.118931 0.121203 0.123519 42.29 43.92 Royal Bank of Scotland 78009PBD2 07/21/11 07/21/21 100.000 VARIES 2.8321 0.018459 0.018720 0.018986 0.019254 0.019527 6.78 6.97 Royal Bank of Scotland 78009PBG5 08/31/11 02/28/17 100.000 0.000 4.0027 0.119695 0.120100 0.124534 0.124955 0.128857 44.36 46.06 Royal Bank of Scotland 78009PBK6 08/26/11 08/26/31 100.000 VARIES 4.7434 0.119957 0.118853 0.117723 0.118296 0.118883 42.71 42.63 Royal Bank of Scotland 78009PBM2 08/31/11 03/01/16 100.000 0.000 3.5003 0.104230 0.106055 0.107911 0.109799 0.111721 38.29 39.65 Royal Bank of Scotland 78009PBR1 09/30/11 03/30/17 100.000 0.000 3.8461 0.115297 0.117514 0.119774 0.122077 0.124425 42.31 43.96 Royal Bank of Scotland 78009PBV2 09/30/11 09/30/16 100.000 VARIES 2.7074 0.008647 0.008764 0.008883 0.009003 0.009125 3.16 3.24 Royal Bank of Scotland 78009PCD1 12/06/11 06/07/17 100.000 0.000 5.2976 0.163402 0.167731 0.172174 0.176734 0.181415 59.81 63.03 Royal Bank of Scotland 78009PCG4 12/30/11 07/03/17 100.000 0.000 5.2550 0.157855 0.162003 0.166260 0.170628 0.175111 59.07 62.22 Royal Bank of Canada 78009Q489 09/26/13 09/26/22 100.000 0.000 3.5770 0.099362 0.101139 0.102947 0.104789 0.106663 36.43 37.75 Royal Bank of Canada 78010UDH7 12/30/13 12/30/20 100.000 VARIES 1.1630 0.007394 0.007146 0.006897 0.006937 0.006978 2.62 2.49 Royal Bank of Canada 78010UDK0 01/30/14 01/30/19 100.000 VARIES 0.9099 0.007637 0.007501 0.007364 0.007398 2.51 2.66 Royal Bank of Canada 78010UDR5 01/30/14 01/30/19 100.000 2.250 2.2499 0.062500 0.062500 0.062500 0.062500 20.69 22.50 Royal Bank of Canada 78010UDU8 02/28/14 02/28/34 100.000 VARIES 4.0699 0.110598 0.109097 0.103973 0.101664 33.77 37.96 Royal Bank of Canada 78010UVV6 05/30/14 11/30/17 100.000 VARIES 0.5883 0.007101 0.007062 0.007086 0.007032 0.007016 1.53 2.57 Royal Bank of Canada 78010UVX2 06/30/14 06/30/29 100.000 VARIES 3.5596 0.098880 0.097179 0.095448 0.095543 17.90 34.67 Royal Bank of Canada 78010UWN3 09/29/14 09/29/34 100.000 VARIES 3.6300 0.100835 0.098127 0.095371 9.28 35.31 Royal Bank of Scotland 78011PAA5 11/30/11 11/30/26 100.000 VARIES 5.2303 0.139941 0.140074 0.140210 0.140350 0.140494 50.41 50.51 Royal Caribbean Cruises 780153AT9 07/06/09 07/15/15 97.399 11.875 12.5022 17.47 0.013671 0.014525 0.015433 0.016398 5.37 3.17 SG Structured Prods,Inc. 78423A2D3 07/29/11 07/29/31 100.000 VARIES 3.8135 0.087363 0.084790 0.082168 0.081270 0.080355 30.20 29.14 SG Structured Prods,Inc. 78423A2E1 07/29/11 07/29/31 100.000 VARIES 3.8227 0.086131 0.085177 0.084204 0.083212 0.082202 30.54 29.83 SG Structured Prods,Inc. 78423A2P6 07/29/11 07/29/31 100.000 VARIES 3.8133 0.090567 0.087858 0.085097 0.084012 0.082907 31.29 30.11 SG Structured Prods,Inc. 78423A3B6 08/31/11 08/29/31 100.000 VARIES 3.8090 0.089528 0.087466 0.084399 0.083759 0.081737 31.66 30.36 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. 78423AC42 12/31/10 12/31/30 100.000 VARIES 4.1615 0.102112 0.100972 0.099808 0.098621 0.097408 36.55 35.71 SG Structured Prods,Inc. 78423AD90 01/31/11 01/31/31 100.000 VARIES 4.1899 0.096861 0.096077 0.095278 0.094461 0.093627 34.49 33.90 SG Structured Prods,Inc. 78423AE99 02/25/11 02/25/26 100.000 VARIES 4.0467 0.099037 0.097609 0.096977 0.096333 0.095675 35.14 34.63 SG Structured Prods,Inc. 78423AF80 02/28/11 02/28/31 100.000 VARIES 4.1578 0.100187 0.097444 0.097908 0.095155 0.095469 35.78 34.93 SG Structured Prods,Inc. 78423AG63 03/18/11 03/18/21 100.000 VARIES 4.1693 0.114374 0.114593 0.114784 0.114980 0.115144 41.26 41.39 SG Structured Prods,Inc. 78423AH62 03/09/11 03/09/16 100.000 0.000 2.4340 0.071829 0.072703 0.073588 0.074484 0.075390 26.21 26.85 SG Structured Prods,Inc. 78423AJ45 03/31/11 03/31/26 100.000 VARIES 3.9820 0.093830 0.093029 0.092211 0.091377 0.091348 33.49 32.97 SG Structured Prods,Inc. 78423AL75 03/31/11 03/31/31 100.000 VARIES 4.2878 0.102146 0.101152 0.100681 0.100200 0.099709 36.46 36.07 SG Structured Prods,Inc. 78423AP48 04/29/11 04/29/31 100.000 VARIES 4.1591 0.097458 0.096386 0.096006 0.095618 0.095222 34.80 34.44 SG Structured Prods,Inc. 78423AR20 04/29/11 04/30/26 100.000 VARIES 4.1342 0.103047 0.101322 0.100800 0.100266 0.099721 36.65 36.13 SG Structured Prods,Inc. 78423AT93 05/31/11 05/30/31 100.000 VARIES 4.0970 0.098199 0.095144 0.096144 0.093998 0.094433 35.21 34.64 SG Structured Prods,Inc. 78423AU26 05/31/11 05/30/23 100.000 VARIES 4.1099 0.110458 0.108735 0.110619 0.108897 0.110178 40.01 40.04 SG Structured Prods,Inc. 78423AU75 05/31/11 05/30/31 100.000 VARIES 4.0953 0.096556 0.092398 0.093032 0.090614 0.090681 34.37 33.44 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ SG Structured Prods,Inc. 78423AU83 05/31/11 05/29/26 100.000 VARIES 4.1202 0.101630 0.098970 0.099568 0.097605 0.098326 36.54 35.94 SG Structured Prods,Inc. 78423AV90 06/17/11 06/16/17 100.000 0.000 2.1964 0.064435 0.065142 0.065858 0.066581 0.067312 23.35 23.86 SG Structured Prods,Inc. 78423AW65 06/30/11 06/30/31 100.000 VARIES 4.0039 0.093787 0.091050 0.089974 0.088877 0.087757 33.27 32.19 SG Structured Prods,Inc. 78423AW73 06/30/11 06/30/31 100.000 VARIES 4.0072 0.093802 0.090701 0.091453 0.089208 0.089411 33.66 32.97 SG Structured Prods,Inc. 78423AW81 06/30/11 06/30/23 100.000 VARIES 3.9769 0.107996 0.108306 0.108557 0.108813 0.109074 38.93 39.13 SG Structured Prods,Inc. 78423AW99 06/30/11 06/30/26 100.000 VARIES 3.9853 0.100146 0.097402 0.098224 0.095828 0.096062 36.05 35.41 SG Structured Prods,Inc. 78423AYJ5 08/31/10 08/29/25 100.000 7.380 3.6971 0.089348 0.087752 0.085158 0.083461 0.080373 31.80 30.18 SG Structured Prods,Inc. 78423AYN6 09/30/10 09/30/15 100.000 0.000 1.9321 0.056859 0.057409 0.057963 0.058523 20.67 15.69 SG Structured Prods,Inc. 78423AZA3 10/29/10 04/29/16 100.000 0.000 1.7220 0.050361 0.050795 0.051232 0.051673 0.052118 18.26 18.58 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 0.066248 0.065355 0.064450 0.063533 0.063061 23.69 23.04 SG Structured Prods,Inc. 78423EBR4 07/31/12 07/30/32 100.000 VARIES 2.2858 0.057310 0.057462 0.055731 0.055839 0.054117 20.70 20.11 SG Structured Prods,Inc. 78423ECC6 07/31/12 07/31/32 100.000 VARIES 4.4772 0.010086 0.009068 0.008027 0.007585 0.007133 3.14 2.68 SG Structured Prods,Inc. 78423ECE2 08/31/12 08/31/32 100.000 VARIES 2.2189 0.055269 0.053661 0.053825 0.052226 0.052062 19.70 19.13 SG Structured Prods,Inc. 78423ECF9 08/31/12 08/31/27 100.000 VARIES 2.2060 0.059049 0.057140 0.057115 0.055809 0.056038 20.96 20.47 SG Structured Prods,Inc. 78423ECS1 08/31/12 08/31/32 100.000 VARIES 4.3609 0.007974 0.007422 0.007107 0.006551 0.006169 2.70 2.38 SG Structured Prods,Inc. 78423EDB7 09/28/12 09/28/32 100.000 VARIES 3.8987 0.008777 0.008136 0.007483 0.007358 0.007230 2.92 2.65 SG Structured Prods,Inc. 78423EDJ0 09/28/12 09/30/32 100.000 VARIES 2.1721 0.054342 0.053533 0.052715 0.051889 0.051054 19.27 18.68 SG Structured Prods,Inc. 78423EDN1 10/31/12 10/29/27 100.000 VARIES 2.3465 0.060177 0.059647 0.059111 0.058568 0.058019 21.50 21.11 SG Structured Prods,Inc. 78423EDP6 10/31/12 10/29/27 100.000 VARIES 2.3352 0.063322 0.062533 0.061734 0.061436 0.061135 22.56 22.13 SG Structured Prods,Inc. 78423EDQ4 10/31/12 10/31/32 100.000 VARIES 3.4706 0.093948 0.093650 0.093347 0.093280 0.093211 33.73 33.58 SG Structured Prods,Inc. 78423EEA8 12/31/12 12/31/32 100.000 VARIES 2.3863 0.061211 0.060498 0.059777 0.059047 0.058308 21.91 21.39 SG Structured Prods,Inc. 78423EEJ9 10/31/12 10/29/32 100.000 VARIES 2.3462 0.060171 0.059604 0.059030 0.058449 0.057862 21.49 21.07 SG Structured Prods,Inc. 78423EES9 11/30/12 11/30/32 100.000 VARIES 2.3877 0.061246 0.060705 0.060158 0.059604 0.059044 21.92 21.52 SG Structured Prods,Inc. 78423EFK5 01/18/13 01/27/14 100.000 0.000 0.9517 0.026569 .69 SG Structured Prods,Inc. 78423EFR0 01/28/13 02/03/14 100.000 0.000 0.9324 0.025461 .84 SG Structured Prods,Inc. 78423EJF2 11/27/13 11/27/23 100.000 VARIES 3.9019 0.108386 0.106743 0.105067 0.103358 0.101616 38.61 37.40 SG Structured Prods,Inc. 78423EJG0 12/18/13 12/18/23 100.000 VARIES 3.8786 0.107742 0.106147 0.104521 0.102864 0.101175 38.46 37.29 SLM Corporation. 78442FCY2 10/01/04 10/01/14 100.000 VARIES 5.0009 0.138727 0.138820 37.47 SLM Corporation. 78442FEM6 01/27/12 01/25/17 98.942 6.000 6.2498 3.71 0.005596 0.005771 0.005951 0.006137 0.006329 2.10 2.23 Sabine Pass LNG, LP 785583AG0 09/15/08 11/30/16 79.000 7.500 11.5231 112.81 0.079855 0.084455 0.089321 0.094468 0.099911 29.87 33.41 Sabine Pass LNG, LP 785583AH8 09/15/08 11/30/16 79.000 7.500 11.5231 112.81 0.079855 0.084455 0.089321 0.094468 0.099911 29.87 33.41 Saddle Brook TWP NJ SD 786225GB2 08/23/12 08/15/14 99.381 1.000 1.3180 4.23 0.008721 0.008778 1.96 Saddle Brook TWP NJ SD 786225GC0 08/23/12 08/15/15 99.327 1.300 1.5320 3.03 0.006252 0.006300 0.006349 0.006397 2.27 1.43 Saddle Brook TWP NJ SD 786225GD8 08/23/12 08/15/16 99.040 1.750 2.0022 3.19 0.006601 0.006667 0.006734 0.006801 0.006870 2.41 2.45 SCH DIST Clair CNTY, IL 788550JJ1 06/15/11 01/01/15 102.478 VARIES 3.4880 0.097609 0.097252 35.08 SCH DIST Clair CNTY, IL 788550JK8 06/15/11 01/01/16 103.086 VARIES 3.9878 0.112381 0.111991 0.111593 0.111188 40.39 40.10 SCH DIST Clair CNTY, IL 788550JL6 06/15/11 01/01/17 103.641 VARIES 4.4873 0.127289 0.126873 0.126448 0.126013 45.75 45.44 SCH DIST Clair CNTY, IL 788550JM4 06/15/11 01/01/18 102.758 VARIES 4.9870 0.141076 0.140785 0.140486 0.140179 50.73 50.52 SCH DIST Clair CNTY, IL 788550JQ5 06/20/12 01/01/21 107.017 5.500 N/A 0.130069 0.129566 0.129053 0.128528 46.73 46.36 St.Clair CNTY SD #196,IL 788553GK5 11/13/12 12/01/14 102.810 VARIES 1.3941 0.039245 0.038987 12.90 St.Clair CNTY SD #196,IL 788553GL3 11/13/12 12/01/15 103.202 VARIES 1.5459 0.043831 0.043612 0.043391 0.043168 15.73 14.28 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ San Luis Obispo County 798703AQ7 07/02/03 09/01/18 45.439 0.000 5.2695 330.15 0.112856 0.115830 0.118882 0.122014 0.125229 41.89 44.12 San Luis Obispo County 798703AR5 07/02/03 09/01/19 42.462 0.000 5.3695 316.06 0.108533 0.111447 0.114439 0.117512 0.120667 40.31 42.50 San Luis Obispo County 798703AS3 07/02/03 09/01/20 39.603 0.000 5.4695 301.88 0.104137 0.106985 0.109911 0.112917 0.116005 38.69 40.84 San Luis Obispo County 798703AT1 07/02/03 09/01/21 37.061 0.000 5.5395 287.20 0.099386 0.102139 0.104968 0.107876 0.110864 36.94 39.02 San Luis Obispo County 798703AU8 07/02/03 09/01/22 34.700 0.000 5.5995 272.69 0.094622 0.097271 0.099995 0.102794 0.105672 35.19 37.18 San Luis Obispo County 798703AV6 07/02/03 09/01/23 32.578 0.000 5.6397 258.40 0.089829 0.092362 0.094966 0.097644 0.100397 33.41 35.32 San Luis Obispo County 798703AW4 07/02/03 09/01/24 30.563 0.000 5.6796 244.66 0.085206 0.087626 0.090114 0.092673 0.095305 31.70 33.52 San Luis Obispo County 798703AX2 07/02/03 09/01/25 28.774 0.000 5.6997 231.40 0.080661 0.082959 0.085324 0.087755 0.090256 30.01 31.75 San Luis Obispo County 798703AY0 07/02/03 09/01/26 27.018 0.000 5.7297 218.78 0.076364 0.078552 0.080802 0.083117 0.085498 28.42 30.07 San Luis Obispo County 798703AZ7 07/02/03 09/01/27 25.534 0.000 5.7297 206.76 0.072170 0.074237 0.076364 0.078552 0.080802 26.86 28.42 San Luis Obispo County 798703BA1 07/02/03 09/01/28 24.132 0.000 5.7296 195.40 0.068205 0.070159 0.072169 0.074237 0.076364 25.38 26.86 San Luis Obispo County 798703BB9 07/02/03 09/01/29 22.806 0.000 5.7297 184.67 0.064459 0.066306 0.068206 0.070160 0.072170 23.99 25.38 San Luis Obispo County 798703BC7 07/02/03 09/01/30 21.553 0.000 5.7298 174.53 0.060919 0.062664 0.064459 0.066306 0.068206 22.67 23.99 Seacor Holdings, Inc. 81170YAA7 11/13/13 11/15/28 100.000 VARIES 8.2503 0.229243 0.235262 0.241529 0.248055 0.254850 84.18 88.74 Seacor Holdings, Inc. 811904AL5 12/11/12 12/15/27 100.000 VARIES 7.1503 0.208134 0.213092 0.218228 0.223547 0.229057 75.98 79.69 Seacor Holdings, Inc. 811904AM3 12/11/12 12/15/27 100.000 VARIES 7.1503 0.208134 0.213092 0.218228 0.223547 0.229057 75.98 79.69 Shelby CNTYS, SD #21, IL 821510AS3 06/08/10 12/01/14 108.333 VARIES 3.4682 0.098249 0.097303 32.25 Sinclair Broadcast Group 829226AW9 05/10/07 05/15/27 100.000 VARIES 7.7902 0.302243 0.310770 0.319096 0.327746 0.336733 111.12 117.24 SG Structured Prods,Inc. 83367TAK5 08/07/12 08/07/15 100.000 VARIES 2.4728 0.014091 0.014265 0.014442 0.014620 5.15 3.15 SG Structured Prods,Inc. 83367TAM1 08/30/12 08/30/27* 100.000 VARIES 4.2251 0.113321 6.57* SG Structured Prods,Inc. 83367TAN9 09/28/12 09/28/27 100.000 VARIES 4.2451 0.113445 0.112309 0.111150 0.109965 0.108756 40.42 39.58 SG Structured Prods,Inc. 83368WAC5 10/31/12 10/29/27* 100.000 VARIES 3.3528 0.091483 2.65* SG Structured Prods,Inc. 83368WBD2 01/31/13 01/31/33 100.000 VARIES 3.8966 0.104937 0.101569 0.101512 0.101453 0.101394 36.65 36.52 SG Structured Prods,Inc. 83368WBE0 01/30/13 01/30/28* 100.000 VARIES 3.8214 0.105223 0.104278 12.44* SG Structured Prods,Inc. 83368WBG5 01/31/13 01/31/33 100.000 VARIES 3.8942 0.105953 0.103689 0.102494 0.101277 0.100035 37.21 36.31 SG Structured Prods,Inc. 83368WBT7 02/28/13 02/28/33 100.000 VARIES 3.4646 0.093252 0.089275 0.088213 0.084231 0.085026 32.69 31.07 SG Structured Prods,Inc. 83368WBX8 03/28/13 03/31/33 100.000 VARIES 2.9028 0.077314 0.074001 0.073614 0.073221 0.072823 26.90 26.36 SG Structured Prods,Inc. 83368WCB5 04/12/13 04/12/33 100.000 VARIES 3.9684 0.105808 0.101293 0.100760 0.100216 0.099662 36.88 36.09 SG Structured Prods,Inc. 83368WCC3 04/19/13 04/19/28* 100.000 VARIES 3.7971 0.104561 10.46* SG Structured Prods,Inc. 83368WCG4 04/30/13 04/29/33 100.000 VARIES 3.9499 0.105291 0.100788 0.100350 0.099904 0.099449 36.79 35.99 SG Structured Prods,Inc. 83368WCQ2 04/30/13 05/01/23 100.000 VARIES 1.6707 0.010280 0.009510 0.009590 0.009670 0.009751 3.52 3.48 SG Structured Prods,Inc. 83368WCY5 05/03/13 05/03/23 100.000 VARIES 3.1496 0.087272 0.087051 0.086972 0.086891 0.086839 31.36 31.29 SG Structured Prods,Inc. 83368WDG3 06/11/13 06/11/28* 100.000 VARIES 4.1445 0.114130 15.75* SG Structured Prods,Inc. 83368WDL2 06/28/13 06/28/33 100.000 VARIES 4.7629 0.128839 0.125293 0.126075 0.126876 0.127697 45.74 45.54 SG Structured Prods,Inc. 83368WDM0 06/28/13 06/28/33 100.000 VARIES 4.7593 0.126096 0.119842 0.119674 0.119501 0.119325 44.25 43.05 SG Structured Prods,Inc. 83368WDR9 07/31/13 07/31/33 100.000 VARIES 4.5906 0.127517 0.124733 0.121884 0.118971 0.115990 44.55 42.46 SG Structured Prods,Inc. 83368WDT5 07/31/13 07/31/33 100.000 VARIES 4.5832 0.127312 0.124002 0.120617 0.117154 0.113612 44.23 41.74 SG Structured Prods,Inc. 83368WDV0 07/31/13 07/31/33 100.000 VARIES 4.5941 0.127614 0.124575 0.121466 0.118286 0.115033 44.47 42.18 SG Structured Prods,Inc. 83368WDW8 08/30/13 08/31/33 100.000 VARIES 4.6389 0.128122 0.121393 0.118578 0.115631 0.115853 44.35 42.40 SG Structured Prods,Inc. 83368WDX6 08/30/13 08/31/33 100.000 VARIES 4.6413 0.128190 0.121459 0.118644 0.116566 0.117698 44.38 42.81 SG Structured Prods,Inc. 83368WDZ1 08/30/13 08/31/28 100.000 VARIES 4.5930 0.126853 0.119850 0.116704 0.115200 0.116878 43.76 42.34 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ SG Structured Prods,Inc. 83368WEL1 09/30/13 09/30/33 100.000 VARIES 4.5116 0.125325 0.122737 0.120090 0.117384 0.114617 44.17 42.25 SG Structured Prods,Inc. 83368WFA4 10/31/13 10/31/33 100.000 VARIES 4.2945 0.119292 0.116746 0.114145 0.111487 0.108773 42.17 40.29 SG Structured Prods,Inc. 83368WFL0 10/31/13 10/31/33 100.000 VARIES 4.2911 0.119198 0.116842 0.114435 0.111977 0.109466 42.20 40.45 SG Structured Prods,Inc. 83368WGF2 11/29/13 11/30/33 100.000 VARIES 4.4027 0.122284 0.119908 0.117479 0.114996 0.112459 43.45 41.69 SG Structured Prods,Inc. 83368WGG0 11/29/13 11/29/28 100.000 VARIES 4.2430 0.117862 0.116364 0.114835 0.113274 0.111679 42.06 40.96 SG Structured Prods,Inc. 83368WGM7 11/29/13 11/29/32 90.000 VARIES 4.3778 0.109446 0.106342 0.103170 0.099928 0.096616 38.64 36.35 SG Structured Prods,Inc. 83368WGR6 11/29/13 11/29/32 90.000 VARIES 4.3777 0.109444 0.106340 0.103168 0.099927 0.096615 38.64 36.35 SG Structured Prods,Inc. 83368WGZ8 12/30/13 12/30/33 100.000 VARIES 4.4480 0.123557 0.119510 0.115372 0.114892 0.114402 43.74 41.45 SG Structured Prods,Inc. 83368WHA2 12/30/13 12/30/32 93.000 VARIES 4.4186 0.114148 0.111496 0.108785 0.106015 0.103183 40.61 38.66 SG Structured Prods,Inc. 83368WHD6 12/30/13 12/30/33 100.000 VARIES 4.4457 0.123492 0.120062 0.116557 0.115126 0.113664 43.83 41.70 SG Structured Prods,Inc. 83368WHG9 12/23/13 12/23/15 100.000 0.000 0.9600 0.026667 0.026795 0.026924 0.027053 9.63 9.50 SG Structured Prods,Inc. 83368WHS3 01/31/14 01/31/34 100.000 VARIES 4.0888 0.113579 0.110962 0.108291 0.105566 37.20 38.65 SG Structured Prods,Inc. 83368WJB8 01/31/14 01/31/33 91.000 VARIES 4.0761 0.103035 0.100618 0.098152 0.095636 33.74 35.03 SG Structured Prods,Inc. 83368WKA8 02/21/14 02/21/24 100.000 0.000 3.6892 0.102480 0.104370 0.106296 0.108256 32.01 38.43 SG Structured Prods,Inc. 83368WKB6 02/28/14 02/28/34 91.000 VARIES 4.0372 0.099835 0.099147 0.095180 0.093801 30.56 34.80 SG Structured Prods,Inc. 83368WKC4 02/28/14 02/28/34 100.000 VARIES 4.0411 0.109814 0.109506 0.105584 0.104542 33.67 38.64 SG Structured Prods,Inc. 83368WKZ3 03/31/14 03/31/34 100.000 VARIES 4.4730 0.124251 0.121707 0.119105 0.116446 33.44 42.87 SG Structured Prods,Inc. 83368WLG4 03/31/14 03/31/34 91.000 VARIES 4.4571 0.112667 0.108568 0.104378 0.100095 30.16 37.56 SG Structured Prods,Inc. 83368WLH2 03/31/14 03/31/34 100.000 VARIES 4.4742 0.124283 0.121458 0.118569 0.115616 33.42 42.67 SG Structured Prods,Inc. 83368WMW8 05/14/14 05/14/21 100.000 VARIES 2.9301 0.081393 0.081531 0.081671 0.081725 18.48 29.39 SG Structured Prods,Inc. 83368WNR8 05/22/14 05/22/34 91.000 VARIES 3.6947 0.093395 0.091193 0.088950 0.086666 20.37 32.25 SG Structured Prods,Inc. 83368WPM7 06/26/14 06/26/34 100.000 VARIES 3.6332 0.100924 0.098990 0.097021 0.095016 18.66 35.26 SG Structured Prods,Inc. 83368WRU7 08/29/14 08/29/34 100.000 VARIES 3.4029 0.092978 0.091946 0.089394 11.62 33.30 SG Structured Prods,Inc. 83368WSX0 08/29/14 08/29/34 100.000 VARIES 3.4025 0.092965 0.091894 0.089305 11.62 33.28 SG Structured Prods,Inc. 83368WTC5 09/30/14 09/30/29 100.000 VARIES 3.5292 0.098034 0.097558 0.097074 8.92 35.12 SG Structured Prods,Inc. 83368WTS0 09/30/14 09/30/24 100.000 VARIES 3.2997 0.091660 0.089506 0.087316 8.34 32.21 SG Structured Prods,Inc. 83368WUJ8 09/30/14 09/30/34 100.000 VARIES 3.5842 0.099562 0.096368 0.093117 9.06 34.68 SG Structured Prods,Inc. 83368WUL3 09/30/14 09/30/34 100.000 VARIES 3.5615 0.098933 0.097110 0.095254 9.00 34.95 SG Structured Prods,Inc. 83368WVM0 10/31/14 10/31/34 100.000 VARIES 3.4502 0.095840 0.092582 0.089267 5.85 33.51 SG Structured Prods,Inc. 83368WXV8 11/14/14 11/16/21 100.000 0.000 2.6925 0.074794 0.074805 0.075812 0.076833 3.52 27.20 Solectron Corporation 834182AK3 05/08/00 05/08/20 57.912 0.000 2.7499 261.61 0.063962 0.064842 0.065733 0.066637 0.067553 23.28 23.92 Sovereign Bancorp, Inc. 846048205 02/26/04 03/01/34* 100.000 VARIES N/A 0.292926 16.70* Spirit Aerosystems, Inc. 85205TAA8 09/30/09 10/01/17* 97.804 7.500 7.8750 9.99 0.007650 0.007951 .93* Spirit Aerosystems, Inc. 85205TAB6 09/30/09 10/01/17* 97.804 7.500 7.8750 9.99 0.007650 0.007951 .93* St. Clair CNTY SD#522,IL 85227XCV5 07/01/10 12/01/14 101.031 VARIES 2.7378 0.076245 0.076148 25.14 St. Clair CNTY SD#522,IL 85227XCW3 07/01/10 12/01/15 100.491 VARIES 3.1869 0.088719 0.088672 0.088624 0.088576 31.93 29.24 Stephenson Ogle ETC CNTY 859103CH4 11/04/09 01/01/15 102.111 VARIES 3.9859 0.111219 0.110972 39.99 Sunsource, Inc. 867948AA9 09/30/97 09/30/27 110.000 11.600 10.4989 0.314922 0.314539 0.314136 0.313711 0.313264 113.23 112.93 Symbion, Inc. 871507AE9 06/14/11 06/15/16* 98.492 8.000 8.3751 6.91 0.008488 0.008844 2.63* Symbion, Inc. 871507AG4 06/14/11 06/15/16* 98.492 8.000 8.3751 6.91 0.008488 0.008844 2.63* TW Telecom Holdings Inc. 87311XAE8 08/26/13 10/01/22* 96.250 5.375 5.9138 1.11 0.008859 0.009121 0.009390 3.01* ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ TW Telecom Holdings Inc. 87311XAF5 08/26/13 10/01/22* 96.250 5.375 5.9138 1.11 0.008859 0.009121 0.009390 3.01* Tabletop Holdings, Inc. 87336NAA9 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340267 45.60 Tabletop Holdings, Inc. 87336NAB7 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340267 45.60 Tesoro Corporation 881609AW1 06/05/09 06/01/19* 96.172 9.750 10.3745 12.89 0.009946 .92* Time Warner Inc. 887315AZ2 01/17/96 01/15/36 17.038 VARIES 8.8000 0.187898 0.196165 0.204797 0.213808 0.223215 71.94 78.41 Toll Brothers Finance 88947EAL4 09/11/12 09/15/32 100.000 VARIES 5.9844 0.175597 0.180436 0.185419 0.190552 0.195838 65.13 68.78 Toll Brothers Finance 88947EAM2 09/11/12 09/15/32 100.000 VARIES 5.9844 0.175597 0.180436 0.185419 0.190552 0.195838 65.13 68.78 Tornillo Indpt SCH DIST 891084NY7 12/06/12 02/01/20 83.718 0.000 2.4998 22.56 0.059085 0.059824 0.060571 0.061329 0.062095 21.63 22.17 Tornillo Indpt SCH DIST 891084NZ4 12/06/12 02/01/21 80.360 0.000 2.6997 23.41 0.061330 0.062158 0.062997 0.063848 0.064710 22.48 23.09 Toyota Motor Credit Corp 89233PA22 12/12/06 12/12/16 100.000 0.000 4.9609 0.194197 0.199014 0.203950 0.209009 0.214194 70.96 74.53 Toyota Motor Credit Corp 89233PU79 03/28/08 03/28/38 24.099 0.000 4.8000 75.71 0.041710 0.042711 0.043736 0.044786 0.045861 15.38 16.13 Toyota Motor Credit Corp 89233PZQ2 10/24/06 10/24/16 100.000 VARIES 6.2020 0.166529 0.167416 0.168331 0.169273 0.170245 60.23 60.90 Transportadora Gas Norte 893871AS2 08/22/12 08/22/19 25.000 VARIES N/A 0.304848 0.350543 0.403088 0.463509 0.516331 118.07 156.10 Transportadora Gas Norte 893871AZ6 08/22/12 08/22/19 25.000 VARIES N/A 0.304848 0.350543 0.403088 0.463509 0.516331 118.07 156.10 Trenton, City of 895130J94 03/13/03 04/01/14 56.464 0.000 5.2397 422.59 0.141832 12.76 Trenton, City of 895130K27 03/13/03 04/01/15 52.558 0.000 5.4098 409.96 0.138709 0.142461 0.146315 51.30 13.17 Trenton, City of 895130K35 03/13/03 04/01/22 31.423 0.000 6.1698 291.57 0.102248 0.105402 0.108653 0.112005 0.115461 37.95 40.33 Trinity Industries, Inc. 896522AF6 06/07/06 06/01/36 100.000 VARIES 8.5854 0.353095 0.363632 0.374621 0.386082 0.398035 129.66 137.63 UBS AG 90261JGR8 03/25/11 03/25/21 100.000 VARIES 4.6496 0.131875 0.131922 0.132073 0.132227 0.132296 47.50 47.60 UBS AG 90261JHP1 09/21/11 09/21/21 100.000 VARIES 2.4224 0.065720 0.065810 0.065900 0.065992 0.066085 23.69 23.76 UBS AG 90261JHQ9 09/23/11 09/23/19 100.000 VARIES 2.3047 0.004715 0.004769 0.004824 0.004880 0.004936 1.72 1.76 UBS AG 90261JHS5 09/29/11 09/29/21 100.000 VARIES 2.5378 0.009486 0.009607 0.009729 0.009852 0.009977 3.46 3.55 UBS AG 90261XDU3 07/20/07 07/20/27 100.000 VARIES 5.7801 0.122473 0.119775 0.116999 0.115391 0.113736 42.72 41.30 UBS AG 90261XEU2 03/06/08 03/06/18 100.000 VARIES 4.6051 0.121734 0.121662 0.121914 0.122171 0.122761 43.83 44.03 Union CNTY SD #531, IL 904842CU3 05/17/11 12/01/16 99.662 VARIES 3.6779 0.101941 0.101976 0.102013 0.102050 0.102087 36.71 36.73 Union CNTY SD #531, IL 904842CV1 05/17/11 12/01/17 108.762 VARIES 4.1179 0.120791 0.120046 0.119286 0.118511 0.117720 43.31 42.76 Union CNTY SD #531, IL 904842CW9 05/17/11 12/01/18 107.234 VARIES 4.3707 0.127508 0.126956 0.126392 0.125815 0.125226 45.77 45.36 Union City, NJ 905734MD8 02/07/07 11/01/14 65.880 0.000 5.4688 297.31 0.143933 0.147869 43.89 Union City, NJ 905734ME6 02/07/07 11/01/15 62.150 0.000 5.5197 283.57 0.137507 0.141302 0.145201 0.149209 50.65 44.28 Union City, NJ 905734MF3 02/07/07 11/01/16 58.640 0.000 5.5586 269.79 0.130988 0.134629 0.138371 0.142216 0.146169 48.25 50.97 Union City, NJ 905734MG1 02/07/07 11/01/17 55.340 0.000 5.5882 256.22 0.124517 0.127996 0.131572 0.135248 0.139028 45.88 48.48 United Refining Co. 911358AJ8 03/08/11 02/28/18 96.444 10.500 11.2489 11.22 0.012644 0.013137 0.014106 0.014656 0.015651 4.89 5.44 United Refining Co. 911358AK5 03/08/11 02/28/18 96.444 10.500 11.2489 11.22 0.012644 0.013137 0.014106 0.014656 0.015651 4.89 5.44 United Technologies Corp 913017AR0 11/13/89 11/15/19 98.974 8.875 8.9741 5.81 0.001618 0.001663 0.001767 0.001816 0.001918 .61 .66 Univ of NC-Chap Hill 914713KV3 08/14/91 02/15/14 13.000 0.000 9.2751 859.17 0.246224 10.83 Univ of NC-Chap Hill 914713KW1 08/14/91 02/15/15 12.000 0.000 9.2278 783.89 0.223888 0.234218 0.245024 85.33 10.78 Uruguay, Republic 917288AT9 05/29/03 03/25/14 76.000 7.875 11.8705 231.20 0.104770 8.80 Uruguay, Republic 917288AU6 05/29/03 05/04/14 73.000 7.250 11.6875 255.68 0.116459 14.32 Uruguay, Republic 917288AV4 05/29/03 06/22/15 76.000 8.750 12.6875 188.53 0.090947 0.096716 0.102852 33.89 17.59 Uruguay, Republic 917288AX0 05/29/03 01/20/17 73.000 7.625 11.6165 169.85 0.074680 0.079018 0.083608 0.088464 0.093602 29.10 32.58 Uruguay, Republic 917288AZ5 05/29/03 03/15/15 71.500 7.500 12.0979 234.95 0.107089 0.113566 0.120436 41.13 8.91 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Uruguay, Republic 917288BA9 05/29/03 01/15/33 100.000 7.875 N/A 0.136714 0.137549 0.138437 0.139379 0.140381 49.65 50.33 Utah ST Charter SCH FIN 91754TCN1 12/21/10 07/15/15 98.130 8.000 8.5025 11.59 0.011818 0.012321 0.012844 0.013390 4.52 2.59 Utah Charter School 91754TDG5 05/10/11 05/15/14 97.408 8.000 9.0009 22.35 0.026607 3.57 Vermilion & Edg Cntys IL 923439CT8 07/07/04 12/01/14 103.682 VARIES 6.2118 0.173273 0.172918 57.12 VeriSign, Inc. 92343EAC6 08/20/07 08/15/37 100.000 VARIES 8.5008 0.330368 0.340573 0.351211 0.362302 0.373864 123.60 131.51 VeriSign, Inc. 92343EAD4 08/20/07 08/15/37 100.000 VARIES 8.5008 0.330368 0.340573 0.351211 0.362302 0.373864 123.60 131.51 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 Viginia Pub School Auth 92817SPA0 11/13/09 09/15/26 90.643 6.050 7.0049 14.09 0.010839 0.011218 0.011611 0.012018 0.012439 4.05 4.34 Walter Industries, Inc. 93317QAB1 04/20/04 05/01/24 100.000 VARIES 7.7498 0.331168 0.339373 0.347895 0.356687 0.365819 121.70 127.90 Walter Industries, Inc. 93317QAC9 04/20/04 05/01/24 100.000 VARIES 7.7498 0.331168 0.339373 0.347895 0.356687 0.365819 121.70 127.90 Wells Fargo & Company 94986RBC4 11/05/10 05/06/16 100.000 0.000 1.7322 0.050675 0.051114 0.051557 0.052003 0.052454 18.37 18.69 Wells Fargo & Company 94986RBH3 11/05/10 11/05/17 100.000 VARIES 2.5030 0.071925 0.071961 0.071998 0.071792 0.071583 25.90 25.86 Wells Fargo & Company 94986RBP5 12/07/10 12/07/16 100.000 0.000 2.2309 0.066235 0.066974 0.067721 0.068476 0.069240 24.01 24.55 Wells Fargo & Company 94986RBQ3 12/07/10 06/07/17 100.000 0.000 2.4501 0.073219 0.074116 0.075024 0.075943 0.076873 26.56 27.22 Wells Fargo & Company 94986RBY6 01/05/11 01/06/17 100.000 0.000 2.6501 0.078629 0.079671 0.080726 0.081796 0.082880 28.86 29.63 Wells Fargo & Company 94986RBZ3 01/05/11 07/07/17 100.000 0.000 2.7699 0.082434 0.083576 0.084733 0.085907 0.087097 30.28 31.13 Wells Fargo & Company 94986RCG4 02/07/11 02/07/17 100.000 1.250 2.5699 0.073804 0.074306 0.074815 0.075330 0.075852 26.81 27.18 Wells Fargo & Company 94986RCP4 02/07/11 02/07/18 100.000 1.500 2.9500 0.085004 0.085643 0.086292 0.086950 0.087618 30.90 31.37 Wells Fargo & Company 94986RCW9 03/07/11 03/07/17 100.000 1.250 2.5500 0.073195 0.073686 0.074183 0.074686 0.075195 26.55 26.91 Wells Fargo & Company 94986RCZ2 03/02/11 04/22/16 110.000 0.125 N/A 0.081747 0.007745 0.007751 0.007774 0.007782 11.00 2.80 Wells Fargo & Company 94986RDD0 03/31/11 03/31/21 100.000 VARIES 4.1708 0.116273 0.116279 0.116345 0.116413 0.116475 41.87 41.91 Wells Fargo & Company 94986RDL2 04/29/11 04/30/21 100.000 VARIES 4.3018 0.120267 0.120292 0.120340 0.120390 0.120424 43.30 43.34 Wells Fargo & Company 94986RDU2 06/07/11 06/07/17 100.000 0.000 2.3099 0.067958 0.068743 0.069537 0.070340 0.071152 24.64 25.22 Wells Fargo & Company 94986RDV0 05/31/11 05/28/21 100.000 VARIES 4.1140 0.115915 0.116110 0.116214 0.116319 0.116338 41.77 41.86 Wells Fargo & Company 94986RDX6 07/06/11 01/08/18 100.000 0.000 1.9900 0.057519 0.058091 0.058669 0.059253 0.059842 21.01 21.43 Wells Fargo & Company 94986REQ0 08/05/11 02/07/18 100.000 0.000 2.4202 0.070553 0.071407 0.072271 0.073146 0.074031 25.80 26.43 Wells Fargo & Company 94986RFA4 09/08/11 03/07/18 100.000 0.000 2.2999 0.066875 0.067644 0.068422 0.069208 0.070004 24.39 24.95 Wells Fargo & Company 94986RFL0 10/05/11 10/05/18 100.000 0.000 2.4700 0.072064 0.072954 0.073855 0.074767 0.075691 26.26 26.91 Wells Fargo & Company 94986RFS5 10/05/11 04/06/18 100.000 0.000 2.3000 0.066884 0.067653 0.068431 0.069218 0.070014 24.35 24.91 Wells Fargo & Company 94986RFX4 11/08/11 05/07/18 100.000 0.000 2.3199 0.067482 0.068265 0.069057 0.069858 0.070668 24.52 25.09 Wells Fargo & Company 94986RGE5 12/07/11 06/07/18 100.000 0.000 2.3299 0.067791 0.068580 0.069379 0.070188 0.071005 24.58 25.16 Wells Fargo & Company 94986RGS4 01/04/12 07/06/18 100.000 0.000 2.3699 0.068208 0.069016 0.069834 0.070661 0.071499 24.98 25.58 Wells Fargo & Company 94986RHA2 02/07/12 08/07/18 100.000 0.000 2.0501 0.058717 0.059319 0.059927 0.060541 0.061162 21.42 21.86 Wells Fargo & Company 94986RHB0 01/27/12 01/27/17 100.000 VARIES 1.6991 0.015161 0.015290 0.015420 0.015551 0.015683 5.52 5.62 Wells Fargo & Company 94986RHC8 01/27/12 01/28/19 100.000 VARIES 1.7471 0.015319 0.014975 0.015106 0.015238 0.015371 5.42 5.50 Wells Fargo & Company 94986RHG9 03/07/12 09/10/18 100.000 0.000 1.9799 0.056656 0.057217 0.057784 0.058356 0.058933 20.62 21.03 Wells Fargo & Company 94986RHH7 02/15/12 02/15/17 100.000 VARIES 1.4532 0.010490 0.010566 0.010643 0.010720 0.010798 3.81 3.87 Wells Fargo & Company 94986RHM6 03/07/12 09/08/16 100.000 0.000 1.0799 0.030487 0.030651 0.030817 0.030983 0.031151 11.04 11.16 Wells Fargo & Company 94986RHQ7 03/05/12 03/05/19 100.000 VARIES 1.4012 0.010706 0.010342 0.010587 0.010488 0.010677 3.83 3.86 Wells Fargo & Company 94986RHR5 03/07/12 09/10/18 100.000 0.000 2.1000 0.060201 0.060833 0.061472 0.062117 0.062769 21.93 22.39 Wells Fargo & Company 94986RHX2 04/04/12 10/05/18 100.000 0.000 1.9801 0.056656 0.057217 0.057784 0.058356 0.058933 20.59 21.00 Wells Fargo & Company 94986RHY0 04/04/12 10/07/16 100.000 0.000 1.1500 0.032503 0.032690 0.032878 0.033067 0.033258 11.77 11.90 Wells Fargo & Company 94986RHZ7 03/21/12 03/21/19 100.000 VARIES 1.3789 0.010691 0.010502 0.010575 0.010647 0.010721 3.80 3.83 SECTION I-B OID per Daily OID Per $1,000 $1,000 of of Maturity Value Maturity Issue Price Annual for Each Accrual Period Value for (Percent of Stated TOTAL --------------------------------------------------- Calendar Year Issue Maturity Principal Interest Yield OID to 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Wells Fargo & Company 94986RJK8 04/24/12 04/24/19 100.000 VARIES 1.3828 0.011002 0.010808 0.010882 0.010958 0.011033 3.92 3.94 Wells Fargo & Company 94986RJR3 06/07/12 12/07/18 100.000 0.000 1.9898 0.056940 0.057506 0.058079 0.058656 0.059240 20.63 21.04 Wells Fargo & Company 94986RJW2 05/29/12 05/29/19 100.000 0.000 2.2699 0.065226 0.065967 0.066715 0.067473 0.068238 23.66 24.20 Wells Fargo & Company 94986RKE0 07/05/12 07/08/19 100.000 0.000 1.8098 0.051196 0.051659 0.052126 0.052598 0.053074 18.67 19.01 Wells Fargo & Company 94986RKN0 08/07/12 08/07/19 100.000 0.000 1.6999 0.048027 0.048435 0.048847 0.049262 0.049681 17.48 17.78 Wells Fargo & Company 94986RKY6 08/17/12 08/19/19 100.000 VARIES 1.2319 0.007956 0.007834 0.007711 0.007759 0.007807 2.81 2.80 Wells Fargo & Company 94986RLH2 09/21/12 09/23/19 100.000 VARIES 1.1737 0.007954 0.007838 0.007721 0.007766 0.007812 2.82 2.80 Wells Fargo & Company 94986RLK5 10/03/12 10/07/19 100.000 0.000 1.5699 0.044305 0.044653 0.045004 0.045357 0.045713 16.07 16.32 Wells Fargo & Company 94986RLM1 10/03/12 10/07/19 100.000 0.000 1.7300 0.048901 0.049324 0.049751 0.050181 0.050615 17.75 18.06 Wells Fargo & Company 94986RLR0 10/03/12 10/03/22 100.000 VARIES 1.2945 0.011505 0.011208 0.010908 0.010979 0.011050 4.04 3.95 Wells Fargo & Company 94986RLU3 11/07/12 11/07/19 100.000 0.000 1.7201 0.048608 0.049026 0.049447 0.049873 0.050302 17.62 17.92 Wells Fargo & Company 94986RLV1 10/19/12 10/19/20 100.000 VARIES 1.1744 0.009380 0.009214 0.009048 0.009101 0.009155 3.32 3.27 Wells Fargo & Company 94986RLY5 11/07/12 11/07/22 100.000 VARIES 1.1530 0.008861 0.008566 0.008616 0.008667 0.008715 3.12 3.12 Wells Fargo & Company 94986RMD0 11/16/12 11/16/20 100.000 VARIES 1.0417 0.007262 0.007299 0.007337 0.007376 0.007414 2.62 2.65 Wells Fargo & Company 94986RME8 12/07/12 12/06/19 100.000 0.000 1.3599 0.038291 0.038551 0.038813 0.039077 0.039343 13.84 14.03 Wells Fargo & Company 94986RMF5 12/07/12 12/06/19 100.000 0.000 1.6200 0.045731 0.046101 0.046474 0.046851 0.047230 16.55 16.82 Wells Fargo & Company 94986RMH1 01/03/13 01/08/20 100.000 0.000 1.0001 0.027924 0.028064 0.028204 0.028345 0.028487 10.13 10.23 Wells Fargo & Company 94986RMJ7 01/03/13 01/08/20 100.000 0.000 1.6997 0.047628 0.048033 0.048441 0.048853 0.049268 17.36 17.66 Wells Fargo & Company 94986RMK4 12/27/12 12/28/22 100.000 VARIES 1.2832 0.011189 0.010903 0.010615 0.010683 0.010751 3.97 3.84 Wells Fargo & Company 94986RMT5 02/07/13 02/07/20 100.000 0.000 1.3701 0.038320 0.038583 0.038847 0.039113 0.039381 13.92 14.11 Wells Fargo & Company 94986RMU2 02/07/13 02/07/20 100.000 0.000 1.6097 0.045075 0.045437 0.045803 0.046172 0.046543 16.40 16.66 Wells Fargo & Company 94986RMV0 01/25/13 01/27/25 100.000 VARIES 1.1862 0.010377 0.010081 0.009783 0.009484 0.009540 3.59 3.43 Wells Fargo & Company 94986RNF4 03/06/13 03/06/20 100.000 0.000 1.5599 0.043670 0.044011 0.044354 0.044700 0.045049 15.86 16.11 Wells Fargo & Company 94986RNG2 03/06/13 03/06/20 100.000 0.000 1.3399 0.037469 0.037720 0.037973 0.038227 0.038483 13.59 13.77 Wells Fargo & Company 94986RNJ6 02/22/13 02/22/21 100.000 VARIES 1.0349 0.011854 0.011784 0.011329 0.011576 0.011446 4.24 4.20 Wells Fargo & Company 94986RNU1 04/03/13 04/07/20 100.000 0.000 1.4905 0.041719 0.042030 0.042344 0.042659 0.042977 15.13 15.35 Wells Fargo & Company 94986RNV9 04/03/13 04/07/20 100.000 0.000 1.5698 0.043957 0.044302 0.044649 0.045000 0.045353 15.94 16.20 Wells Fargo & Company 94986RNW7 03/06/13 03/06/23 100.000 VARIES 1.1811 0.010812 0.010564 0.010315 0.010064 0.010123 3.79 3.65 Wells Fargo & Company 94986RNX5 03/27/13 03/27/25 100.000 VARIES 1.3586 0.011411 0.011039 0.010665 0.010288 0.010358 3.97 3.74 Wells Fargo & Company 94986RPA3 03/20/13 03/20/20 100.000 VARIES 1.1706 0.007877 0.007764 0.007650 0.007536 0.007580 2.79 2.73 Wells Fargo & Company 94986RPF2 05/08/13 05/07/20 100.000 0.000 1.5101 0.042263 0.042582 0.042903 0.043227 0.043554 15.31 15.54 Wells Fargo & Company 94986RPG0 05/08/13 05/07/20 100.000 0.000 1.4898 0.041692 0.042003 0.042316 0.042631 0.042949 15.10 15.32 Wells Fargo & Company 94986RPH8 04/24/13 04/24/23 100.000 VARIES 1.3234 0.007956 0.007665 0.007371 0.007420 0.007469 2.77 2.67 Wells Fargo & Company 94986RPJ4 04/10/13 01/24/20 95.000 0.000 N/A 0.051720 0.052224 0.052733 0.053247 0.053766 18.87 19.24 Wells Fargo & Company 94986RPS4 06/07/13 06/05/20 100.000 0.000 N/A 0.051006 0.051470 0.051938 0.052411 0.052888 18.47 18.81 Wells Fargo & Company 94986RPT2 06/07/13 06/05/20 100.000 0.000 N/A 0.052137 0.052621 0.053111 0.053605 0.054103 18.88 19.23 Wells Fargo & Company 94986RQA2 07/02/13 07/08/20 100.000 0.000 2.4199 0.067247 0.068061 0.068884 0.069717 0.070561 24.64 25.24 Wells Fargo & Company 94986RQB0 07/02/13 07/08/20 100.000 0.000 2.2502 0.062530 0.063234 0.063945 0.064665 0.065392 22.88 23.40 Wells Fargo & Company 94986RQF1 06/12/13 06/05/20 100.000 0.000 2.3333 0.065542 0.066307 0.067080 0.067863 0.068655 23.77 24.33 Wells Fargo & Company 94986RQH7 06/17/13 06/10/20 100.000 0.000 2.4816 0.069757 0.070623 0.071499 0.072386 0.073284 25.30 25.94 Wells Fargo & Company 94986RQJ3 06/17/13 01/24/20 93.099 0.000 2.3704 0.061452 0.062180 0.062917 0.063663 0.064418 22.48 23.02 Wells Fargo & Company 94986RQR5 08/08/13 08/07/20 100.000 0.000 2.4500 0.068056 0.068885 0.069729 0.070583 0.071448 24.89 25.50 Wells Fargo & Company 94986RQS3 08/08/13 08/07/20 100.000 0.000 2.3798 0.066107 0.066889 0.067685 0.068490 0.069305 24.17 24.74 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Wells Fargo & Company 94986RQZ7 09/09/13 09/08/20 100.000 0.000 2.0800 0.057779 0.058376 0.058983 0.059597 0.060216 21.04 21.48 Wells Fargo & Company 94986RRG8 10/03/13 10/07/19 100.000 0.000 1.9198 0.053340 0.053852 0.054369 0.054891 0.055418 19.38 19.75 Wells Fargo & Company 94986RRH6 10/03/13 10/07/20 100.000 0.000 1.9198 0.053341 0.053853 0.054370 0.054892 0.055419 19.38 19.76 Wells Fargo & Company 94986RRS2 11/07/13 05/07/20 100.000 0.000 1.7498 0.048608 0.049033 0.049462 0.049895 0.050332 17.62 17.93 Wells Fargo & Company 94986RSM4 01/03/14 01/04/19 100.000 0.000 1.7402 0.048338 0.048341 0.048762 0.049186 0.049614 17.38 17.78 Wells Fargo & Company 94986RSU6 01/29/14 01/29/16 100.000 VARIES 0.2460 0.006835 0.006719 0.006675 0.006659 2.25 2.40 Wells Fargo & Company 94986RTB7 03/04/14 03/02/16 100.000 VARIES 0.2791 0.007585 0.007569 0.007393 0.007454 2.30 2.72 Wells Fargo & Company 94986RTK7 03/13/14 03/13/19 110.000 0.125 2.1760 0.066490 0.067176 0.067869 0.068569 19.22 24.46 Wells Fargo & Company 94986RTM3 03/27/14 03/27/23 100.000 0.000 3.5788 0.099414 0.101193 0.103003 0.104847 27.41 37.10 Wells Fargo & Company 94986RUS8 08/25/14 08/25/21 100.000 VARIES 1.0018 0.027830 0.027742 0.027653 3.51 9.98 Wells Fargo & Company 94986RUW9 09/23/14 09/23/24 100.000 VARIES 2.5650 0.008077 0.007255 0.006422 .79 2.60 Wells Fargo & Company 94986RVA6 09/30/14 09/30/24 100.000 VARIES 2.5155 0.008081 0.007272 0.006453 .74 2.62 Wesco International,Inc. 95082PAH8 08/27/09 09/15/29 100.000 VARIES 13.8738 0.543290 0.569417 0.597355 0.627231 0.659181 206.02 226.98 Westmoreland Coal Co. 960887AA5 02/04/11 02/01/18 95.000 10.750 11.8206 16.11 0.017738 0.018787 0.019897 0.021073 0.022319 6.90 7.74 Westmoreland Coal Co. 960887AB3 02/04/11 02/01/18 95.000 10.750 11.8206 16.11 0.017738 0.018787 0.019897 0.021073 0.022319 6.90 7.74 White CNTYS SD #533, IL 963806DF8 08/04/10 12/01/14 109.473 VARIES 3.1287 0.088924 0.087925 29.17 White CNTYS SD #533, IL 963806DG6 08/04/10 12/01/15 108.920 VARIES 3.6292 0.104419 0.103541 0.102648 0.101738 37.38 33.71 White CNTYS SD #533, IL 963806DH4 08/04/10 12/01/16 108.932 VARIES 3.8808 0.112699 0.111922 0.111129 0.110321 0.109497 40.38 39.81 White CNTYS SD #533, IL 963806DJ0 08/04/10 12/01/17 108.163 VARIES 4.1816 0.121745 0.121096 0.120434 0.119757 0.119067 43.67 43.19 White CNTYS SD #533, IL 963806DK7 08/04/10 12/01/18 105.851 VARIES 4.6311 0.133581 0.133137 0.132682 0.132216 0.131740 47.98 47.65 White CNTYS SD #533, IL 963806DL5 08/04/10 12/01/19 102.631 VARIES 4.8822 0.138184 0.137998 0.137806 0.137610 0.137410 49.70 49.56 Wild Oats Markets, Inc. 96808BAA5 05/25/04 05/15/34 100.000 VARIES 8.2511 0.405020 0.420756 0.437141 0.454203 0.471968 150.12 162.04 Wild Oats Markets, Inc. 96808BAB3 05/25/04 05/15/34 100.000 VARIES 8.2511 0.405020 0.420756 0.437141 0.454203 0.471968 150.12 162.04 Will County SD #88, IL 968794ED5 03/03/09 10/01/28 93.191 5.500 N/A 0.012138 0.012524 0.012013 0.012396 0.011789 4.43 4.37 Will County SD #122, IL 968852FG3 11/19/97 11/01/16 23.888 0.000 7.6998 568.54 0.170507 0.177071 0.183888 0.190968 0.198320 63.37 68.34 Will County SD #122, IL 968852FH1 11/19/97 11/01/17 22.150 0.000 7.6997 527.17 0.158098 0.164184 0.170505 0.177070 0.183887 58.76 63.37 Will County SD #122, IL 968852TN3 03/15/07 10/01/25 34.635 0.000 5.7999 164.49 0.081125 0.083478 0.085899 0.088390 0.090953 30.06 31.83 Will County SD #122, IL 968852TP8 03/15/07 10/01/26 32.402 0.000 5.8498 155.46 0.076790 0.079037 0.081348 0.083728 0.086177 28.46 30.15 Will County SD #122, IL 968852WL3 04/02/09 10/01/23 92.349 5.250 6.2550 0.019293 0.019896 0.020519 0.021160 0.021822 7.16 7.62 Will County SD #122, IL 968852WM1 04/02/09 10/01/28 24.364 0.000 7.3750 100.03 0.069130 0.071679 0.074322 0.077063 0.079905 25.81 27.75 Will County SD #365, IL 969078QM9 03/17/09 11/01/27 23.731 0.000 7.8743 106.31 0.074187 0.077108 0.080144 0.083299 0.086579 27.59 29.81 Will County SD #365, IL 969078QN7 03/17/09 11/01/28 21.864 0.000 7.8992 98.31 0.068643 0.071354 0.074172 0.077102 0.080147 25.53 27.59 Woodford CNTYS SD #21,IL 979293BC0 06/06/13 12/01/14 102.612 0.000 1.0847 0.031081 0.031249 10.29 Woodford CNTYS SD #21,IL 979293BD8 06/06/13 12/01/15 103.819 VARIES 1.2892 0.037412 0.037653 0.036365 0.036089 13.48 11.95 Woodford CNTYS SD #21,IL 979293BE6 06/06/13 12/01/16 105.457 VARIES 1.4904 0.043976 0.044304 0.042709 0.042385 0.042059 15.85 15.30 Woodford CNTYS SD #21,IL 979293BF3 06/06/13 12/01/17 106.065 VARIES 1.6914 0.050243 0.050668 0.048911 0.048597 0.048280 18.12 17.53 Woodford CNTYS SD #21,IL 979293BG1 06/06/13 12/01/18 105.731 VARIES 1.9916 0.059059 0.059647 0.057669 0.057385 0.057099 21.33 20.69 Woodford CNTY SD #60, IL 979319AZ3 07/02/10 12/01/14 106.517 VARIES 3.3754 0.095248 0.094512 31.30 Woodford CNTY SD #60, IL 979319BA7 07/02/10 12/01/15 107.046 VARIES 3.7759 0.107838 0.107121 0.106390 0.105645 38.65 34.97 Woodford CNTY SD #60, IL 979319BB5 07/02/10 12/01/16 105.573 VARIES 4.2263 0.120753 0.120223 0.119682 0.119129 0.118565 43.34 42.95 Woodford CNTY SD #60, IL 979319BC3 07/02/10 12/01/17 104.694 VARIES 4.4776 0.127861 0.127459 0.127047 0.126627 0.126197 45.93 45.64 Xilinx, Inc. 983919AC5 03/05/07 03/15/37* 100.000 VARIES N/A 0.266456 0.272924 20.26* ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Xilinx, Inc. 983919AD3 03/05/07 03/15/37* 100.000 VARIES N/A 0.266456 0.272924 20.26* York County, PA 986812LZ6 12/28/95 02/01/14 28.302 0.000 7.0994 711.27 0.190448 5.71 York County, PA 986812MA0 12/28/95 02/01/15 26.297 0.000 7.1196 664.12 0.178066 0.184405 0.190969 67.18 5.73 York County, PA 986812MB8 12/28/95 02/01/16 24.378 0.000 7.1496 620.15 0.166613 0.172569 0.178738 0.185128 0.191746 62.87 67.45 York County, PA 986812MC6 12/28/95 02/01/17 22.586 0.000 7.1795 578.74 0.155804 0.161397 0.167190 0.173192 0.179410 58.80 63.10 York County, PA 986812MD4 12/28/95 02/01/18 20.780 0.000 7.2396 540.23 0.146025 0.151311 0.156788 0.162464 0.168344 55.13 59.20 York County, PA 986812ME2 12/28/95 02/01/19 19.353 0.000 7.2397 503.15 0.136002 0.140926 0.146027 0.151313 0.156790 51.35 55.14 York County, PA 986812MF9 12/28/95 02/01/20 18.025 0.000 7.2396 468.61 0.126665 0.131250 0.136001 0.140924 0.146025 47.83 51.35 York County, PA 986812MG7 12/28/95 02/01/21 16.787 0.000 7.2397 436.44 0.117971 0.122241 0.126666 0.131252 0.136003 44.54 47.83 York County, PA 986812MH5 12/28/95 02/01/22 15.635 0.000 7.2396 406.48 0.109872 0.113849 0.117970 0.122241 0.126665 41.48 44.54 York County, PA 986812MJ1 12/28/95 02/01/23 14.561 0.000 7.2398 378.58 0.102330 0.106035 0.109873 0.113850 0.117972 38.64 41.48 York County, PA 986812MK8 12/28/95 02/01/24 13.562 0.000 7.2396 352.59 0.095305 0.098755 0.102330 0.106034 0.109872 35.98 38.64 York County, PA 986812QD0 12/28/95 02/01/20 18.025 0.000 7.2396 468.61 0.126665 0.131250 0.136001 0.140924 0.146025 47.83 51.35 York County, PA 986812RC1 12/28/95 02/01/20 18.025 0.000 7.2396 468.61 0.126665 0.131250 0.136001 0.140924 0.146025 47.83 51.35 Zions Bancorporation 989701AX5 09/23/09 09/23/14 86.888 7.750 11.2499 107.41 0.087142 0.092044 23.71 Zions Bancorporation 989701BB2 03/27/12 03/27/17 94.250 4.500 5.8427 18.41 0.030490 0.031380 0.032297 0.033241 0.034212 11.31 11.98 Zions Bancorporation 989701BC0 06/20/12 06/20/16 97.500 4.000 4.6927 9.02 0.017137 0.017539 0.017950 0.018372 0.018803 6.25 6.55 Quebecor Media, Inc. C7603NAD4 10/05/07 03/15/16* 93.750 7.750 8.8148 41.59 0.023841 0.024892 2.76* QBE Funding Trust G7303WAA9 04/15/02 04/15/22 59.358 0.000 2.6249 212.04 0.058419 0.059186 0.059963 0.060750 0.061547 21.29 21.85 Bumble Bee Holdco S.C.A. L13008AA2 03/10/11 03/15/18 98.138 9.625 N/A 0.274088 0.274424 0.274778 0.275148 0.275538 98.81 99.07 Transportadora Gas Norte P93081AL4 08/22/12 08/22/19 25.000 VARIES N/A 0.304848 0.350543 0.403088 0.463509 0.516331 118.07 156.10 Bank of America Corp. U0662KBL4 03/18/02 01/04/17 38.300 0.000 6.5924 439.74 0.145934 0.150744 0.155713 0.160846 0.166147 55.13 58.83 Caesars Entertainment U1229TAB2 02/15/13 02/15/20 97.500 9.000 9.4970 2.33 0.007554 0.007912 0.008288 0.008682 0.009094 2.88 3.16 Caesars Entertainment U1229TAC0 02/15/13 02/15/20 97.500 9.000 9.4970 2.33 0.007554 0.007912 0.008288 0.008682 0.009094 2.88 3.16 Caesars Entertainment U1229TAD8 02/15/13 02/15/20 97.500 9.000 9.4970 2.33 0.007554 0.007912 0.008288 0.008682 0.009094 2.88 3.16 Crosstex Energy, L.P. U19163AA9 02/10/10 02/15/18* 97.907 8.875 9.2505 8.30 0.006945 0.007266 .76* Diamond Resorts Corp. U2526PAA0 08/13/10 08/15/18* 97.513 12.000 12.5004 7.70 0.007582 0.008056 1.25* FelCor Lodging Limited U31522AK8 10/01/09 10/01/14* 87.750 10.000 13.4435 98.81 0.083984 0.089629 19.84* First Data Corporation. U3198DAC8 12/17/10 01/15/21 94.750 8.250 9.0551 11.26 0.011511 0.012033 0.012577 0.013147 0.013742 4.41 4.82 First Data Corporation. U3198DAG9 12/17/10 01/15/22 95.625 VARIES N/A 0.329017 0.344976 0.345787 0.346638 0.347530 124.10 124.93 First Data Corporation. U3198DAH7 12/15/10 01/15/21 91.875 12.625 14.1624 14.13 0.015304 0.016388 0.017548 0.018791 0.020121 6.08 6.97 First Data Holdings Inc U3200WAA6 12/02/13 09/24/19* 94.500 14.500 N/A 0.408042 0.429009 0.462352 142.53* Interval Acquisiti Corp. U46077AA8 08/20/08 09/01/16 91.022 9.500 11.2256 50.98 0.034542 0.036480 0.038528 0.040690 0.042974 13.26 14.79 Hovnanian Enterprises U48654AM6 11/01/11 11/01/21 53.000 5.000 13.8062 56.41 0.084070 0.089874 0.096078 0.102710 0.109800 32.03 36.61 Hovnanian Enterprises U48654AN4 11/01/11 11/01/21 42.000 2.000 12.1926 0.165400 0.172097 0.179201 0.186739 0.194737 61.58 66.80 Liberty Media Corp. U52892AD5 01/11/01 01/15/31 100.000 3.500 N/A 0.512079 0.529753 0.548063 0.567017 0.586621 193.50 207.12 Linear Technology Corp. U53476AA2 04/24/07 05/01/27* 100.000 3.000 7.0000 0.257346 30.88* Milagro Oil & Gas, Inc. U6004KAA3 05/11/11 05/15/16 97.182 10.500 11.2509 12.93 0.015866 0.016758 0.017701 0.018697 0.019748 5.96 6.65 MTR Gaming Group, Inc. U60753AD9 08/05/11 08/01/19 97.000 11.500 N/A 0.330808 0.331304 0.331829 0.332387 0.332978 119.33 119.73 New Omaha Holdings Corp. U65169AA9 09/24/07 09/30/16 100.000 VARIES N/A 0.626025 0.662021 0.700087 0.740342 0.782912 238.59 266.81 PC Nextco Holdings, LLC U7050VAA0 08/01/13 08/15/19 99.000 8.750 N/A 0.246633 0.246794 0.246962 0.247137 0.247319 88.86 88.99 ----------------------------- * Called in 2014; 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 2014 1st 2014 2nd 2014 3rd 2015 2nd 2015 3rd -------------- Name of Issuer CUSIP No. Date Date Amount) Rate 1/1/14 Period Period 2015 1st Period Period 2014 2015 ______________ _________ ________ ________ _______ _____ _______ ________ ________ ________ ________ ________ ________ ______ ______ Pioneer Drilling Company U72356AA3 03/11/10 03/15/18* 95.750 9.875 10.6775 15.88 0.013960 0.014706 0.015491 4.27* Platinum Energy Solution U72633AA5 03/03/11 03/01/15* 96.764 14.250 N/A 0.448753 0.450668 0.452729 143.36* Platinum Energy Solution U72633AB3 03/03/11 03/01/15* 96.764 14.250 N/A 0.448753 0.450668 0.452729 143.36* Platinum Energy Solution U72633AC1 09/01/11 03/01/15* 95.000 14.250 16.1765 30.30 0.042378 0.045805 0.049510 14.65* Ply Gem Industries, Inc. U7264EAG7 02/16/12 02/15/18* 85.000 8.250 11.8108 36.43 0.059019 0.062504 3.60* Rotech Healthcare, Inc. U77790AC4 03/17/11 03/15/18 98.197 10.500 10.8747 5.65 0.006464 0.006815 0.007186 0.007576 0.007988 2.47 2.74 Symbion, Inc. U78644AB4 06/14/11 06/15/16* 98.492 8.000 8.3751 6.91 0.008488 0.008844 2.63* Tabletop Holdings, Inc. U81965AA0 11/12/03 05/15/14 55.131 VARIES 12.2495 0.340267 45.60 Spirit Aerosystems, Inc. U84591AA1 09/30/09 10/01/17* 97.804 7.500 7.8750 9.99 0.007650 0.007951 .93* Sabine Pass LNG, LP U8596QAC6 09/15/08 11/30/16 79.000 7.500 11.5231 112.81 0.079855 0.084455 0.089321 0.094468 0.099911 29.87 33.41 United Refining Co. U9112YAF5 03/08/11 02/28/18 96.444 10.500 11.2489 11.22 0.012644 0.013137 0.014106 0.014656 0.015651 4.89 5.44 Westmoreland Coal Co. U96068AA6 02/04/11 02/01/18 95.000 10.750 11.8206 16.11 0.017738 0.018787 0.019897 0.021073 0.022319 6.90 7.74 ----------------------------- * Called in 2014; reportable OID is computed to call date. SECTION I-C Inflation Indexed Debt Instruments Inflation-Adj Stated Issue Maturity Principal on Interest Total OID 2014 1st 2014 2nd 2014 3rd Calendar Year Name of Issuer CUSIP No. Date Date Issue Date Rate to 1/1/14 Period Period Period 2014 ______________ _________ ________ _________ ___________ ________ _________ ________ ________ ________ _____________ U.S. Treasury 912810FD5 04/15/98 04/15/28 100.000 3.625% 443.96 0.045994 0.126716 -0.050513 24.03 U.S. Treasury 912810FH6 04/15/99 04/15/29 100.000 3.875% 420.65 0.045252 0.124671 -0.049698 23.64 U.S. Treasury 912810FQ6 10/15/01 04/15/32 100.000 3.375% 315.75 0.041910 0.115465 -0.046028 21.90 U.S. Treasury 912828BW9 01/15/04 01/15/14 100.000 2.000% 263.95 -0.083275 -1.17 U.S. Treasury 912810FR4 07/15/04 01/15/25 100.000 2.375% 238.99 -0.081631 0.120622 -0.000404 20.62 U.S. Treasury 912828CP3 07/15/04 07/15/14 100.000 2.000% 238.99 -0.081631 0.120622 20.69 U.S. Treasury 912828DH0 01/15/05 01/15/15 100.000 1.625% 223.11 -0.080584 0.119075 -0.000398 20.36 U.S. Treasury 912828EA4 07/15/05 07/15/15 100.000 1.875% 200.69 -0.079107 0.116893 -0.000391 19.98 U.S. Treasury 912810FS2 01/15/06 01/15/26 100.000 2.000% 176.69 -0.077526 0.114556 -0.000383 19.58 U.S. Treasury 912828ET3 01/15/06 01/15/16 100.000 2.000% 176.69 -0.077526 0.114556 -0.000383 19.58 U.S. Treasury 912828FL9 07/15/06 07/15/16 100.000 2.500% 156.45 -0.076192 0.112585 -0.000377 19.25 U.S. Treasury 912810PS1 01/15/07 01/15/27 100.000 2.375% 158.09 -0.076300 0.112746 -0.000377 19.27 U.S. Treasury 912828GD6 01/15/07 01/15/17 100.000 2.375% 158.09 -0.076300 0.112746 -0.000377 19.27 U.S. Treasury 912828GX2 07/15/07 07/15/17 100.000 2.625% 126.85 -0.074242 0.109704 -0.000367 18.75 U.S. Treasury 912828JE1 07/15/08 07/15/18 100.000 0.375% 83.04 -0.071355 0.105439 -0.000353 18.03 U.S. Treasury 912828HN3 01/15/08 01/15/18 100.000 1.625% 114.80 -0.073448 0.108531 -0.000363 18.55 U.S. Treasury 912810PV4 01/15/08 01/15/28 100.000 1.750% 114.80 -0.073448 0.108531 -0.000363 18.55 U.S. Treasury 912810PZ5 01/15/09 01/15/29 100.000 2.500% 87.78 -0.071668 0.105900 -0.000354 18.10 U.S. Treasury 912828JX9 01/15/09 01/15/19 100.000 2.125% 87.78 -0.071668 0.105900 -0.000354 18.10 U.S. Treasury 912828KM1 04/15/09 04/15/14 100.000 1.250% 103.54 0.035151 3.66 U.S. Treasury 912828LA6 07/15/09 07/15/19 100.000 1.875% 93.80 -0.072065 0.106486 -0.000356 18.20 U.S. Treasury 912828MF4 01/15/10 01/15/20 100.000 1.375% 80.00 -0.071155 0.105143 -0.000352 17.97 U.S. Treasury 912810QF8 02/15/10 02/15/40 100.000 2.125% 80.53 -0.050071 0.128857 -0.022203 17.98 U.S. Treasury 912828MY3 04/15/10 04/15/15 100.000 0.500% 77.68 0.034327 0.094573 -0.037700 17.94 U.S. Treasury 912828NM8 07/15/10 07/15/20 100.000 1.250% 70.89 -0.070555 0.104256 -0.000349 17.82 U.S. Treasury 912828PP9 01/15/11 01/15/21 100.000 1.125% 67.63 -0.070340 0.103938 -0.000348 17.77 U.S. Treasury 912810QP6 02/15/11 02/15/41 100.000 2.125% 66.46 -0.049419 0.127180 -0.021914 17.75 U.S. Treasury 912828QD5 04/15/11 04/15/16 100.000 0.125% 58.06 0.033702 0.092851 -0.037013 17.61 U.S. Treasury 912828QV5 07/15/11 07/15/21 100.000 0.625% 36.21 -0.068271 0.100880 -0.000338 17.25 U.S. Treasury 912828SA9 01/15/12 01/15/22 100.000 0.125% 31.86 -0.067984 0.100456 -0.000336 17.17 U.S. Treasury 912810QV3 02/15/12 02/15/42 100.000 0.750% 33.57 -0.047894 0.123257 -0.021238 17.20 U.S. Treasury 912828SQ4 04/15/12 04/15/17 100.000 0.125% 28.24 0.032753 0.090235 -0.035970 17.11 U.S. Treasury 912828TE0 07/15/12 07/15/22 100.000 0.125% 15.58 -0.066911 0.098871 -0.000331 16.90 U.S. Treasury 912828UH1 01/15/13 01/15/23 100.000 0.125% 11.80 -0.066662 0.098503 -0.000330 16.84 U.S. Treasury 912810RA8 02/15/13 02/15/43 100.000 0.625% 15.81 -0.047071 0.121139 -0.020873 16.91 U.S. Treasury 912828UX6 04/15/13 04/15/18 100.000 0.125% 10.32 0.032182 0.088662 -0.035343 16.82 U.S. Treasury 912828VM9 07/15/13 07/15/23 100.000 0.375% 3.56 -0.066119 0.097701 -0.000327 16.70 U.S. Treasury 912828B25 01/15/14 01/15/24 100.000 0.625% 0.097444 -0.000326 17.58 U.S. Treasury 912810RF7 02/15/14 02/15/44 100.000 1.375% 0.119503 -0.020591 18.77 U.S. Treasury 912828C99 04/15/14 04/15/19 100.000 0.125% 0.087466 -0.034867 13.29 U.S. Treasury 912828WU0 07/15/14 07/15/24 100.000 0.125% -0.000320 -0.05 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 2014). Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 01/01/14 03/31/14 0.17 07/01/25 09/30/25 23.01 04/01/14 06/30/14 0.50 10/01/25 12/31/25 22.91 07/01/14 09/30/14 0.82 01/01/26 03/31/26 22.81 10/01/14 12/31/14 1.30 04/01/26 06/30/26 22.76 01/01/15 03/31/15 1.70 07/01/26 09/30/26 22.65 04/01/15 06/30/15 2.20 10/01/26 12/31/26 22.53 07/01/15 09/30/15 2.89 01/01/27 03/31/27 22.42 10/01/15 12/31/15 3.78 04/01/27 06/30/27 22.30 01/01/16 03/31/16 4.67 07/01/27 09/30/27 22.18 04/01/16 06/30/16 5.65 10/01/27 12/31/27 22.06 07/01/16 09/30/16 6.62 01/01/28 03/31/28 21.94 10/01/16 12/31/16 7.67 04/01/28 06/30/28 21.82 01/01/17 03/31/17 8.82 07/01/28 09/30/28 21.69 04/01/17 06/30/17 9.95 10/01/28 12/31/28 21.56 07/01/17 09/30/17 11.06 01/01/29 03/31/29 21.43 10/01/17 12/31/17 12.25 04/01/29 06/30/29 21.26 01/01/18 03/31/18 13.32 07/01/29 09/30/29 21.12 04/01/18 06/30/18 14.46 10/01/29 12/31/29 20.98 07/01/18 09/30/18 15.49 01/01/30 03/31/30 20.84 10/01/18 12/31/18 16.40 04/01/30 06/30/30 20.67 01/01/19 03/31/19 17.20 07/01/30 09/30/30 20.50 04/01/19 06/30/19 18.06 10/01/30 12/31/30 20.36 07/01/19 09/30/19 18.73 01/01/31 03/31/31 20.18 10/01/19 12/31/19 19.38 04/01/31 06/30/31 20.01 01/01/20 03/31/20 20.01 07/01/31 09/30/31 19.84 04/01/20 06/30/20 20.53 10/01/31 12/31/31 19.67 07/01/20 09/30/20 20.96 01/01/32 03/31/32 19.47 10/01/20 12/31/20 21.36 04/01/32 06/30/32 19.30 01/01/21 03/31/21 21.76 07/01/32 09/30/32 19.14 04/01/21 06/30/21 22.05 10/01/32 12/31/32 18.97 07/01/21 09/30/21 22.34 01/01/33 03/31/33 18.80 10/01/21 12/31/21 22.61 04/01/33 06/30/33 18.63 01/01/22 03/31/22 22.87 07/01/33 09/30/33 18.46 04/01/22 06/30/22 23.04 10/01/33 12/31/33 18.28 07/01/22 09/30/22 23.20 01/01/34 03/31/34 18.11 10/01/22 12/31/22 23.28 04/01/34 06/30/34 17.94 01/01/23 03/31/23 23.35 07/01/34 09/30/34 17.78 04/01/23 06/30/23 23.42 10/01/34 12/31/34 17.60 07/01/23 09/30/23 23.41 01/01/35 03/31/35 17.44 10/01/23 12/31/23 23.40 04/01/35 06/30/35 17.27 01/01/24 03/31/24 23.38 07/01/35 09/30/35 17.11 04/01/24 06/30/24 23.30 10/01/35 12/31/35 16.94 07/01/24 09/30/24 23.28 01/01/36 03/31/36 16.77 10/01/24 12/31/24 23.19 04/01/36 06/30/36 16.61 01/01/25 03/31/25 23.15 07/01/36 09/30/36 16.45 04/01/25 06/30/25 23.06 10/01/36 12/31/36 16.28 (continued) Strips Strips Maturing OID Maturing OID From Through per $1000 From Through per $1000 -------- -------- --------- -------- -------- --------- 01/01/37 03/31/37 16.13 01/01/46 03/31/46 11.04 04/01/37 06/30/37 15.96 04/01/46 06/30/46 10.92 07/01/37 09/30/37 15.80 07/01/46 09/30/46 10.81 10/01/37 12/31/37 15.64 10/01/46 12/31/46 10.70 01/01/38 03/31/38 15.49 01/01/47 03/31/47 10.59 04/01/38 06/30/38 15.33 04/01/47 06/30/47 10.48 07/01/38 09/30/38 15.17 07/01/47 09/30/47 10.37 10/01/38 12/31/38 15.02 10/01/47 12/31/47 10.27 01/01/39 03/31/39 14.86 01/01/48 03/31/48 10.16 04/01/39 06/30/39 14.71 04/01/48 06/30/48 10.06 07/01/39 09/30/39 14.56 07/01/48 09/30/48 9.95 10/01/39 12/31/39 14.41 10/01/48 12/31/48 9.85 01/01/40 03/31/40 14.25 01/01/49 03/31/49 9.75 04/01/40 06/30/40 14.10 04/01/49 06/30/49 9.65 07/01/40 09/30/40 13.96 07/01/49 09/30/49 9.55 10/01/40 12/31/40 13.80 10/01/49 12/31/49 9.45 01/01/41 03/31/41 13.66 01/01/50 03/31/50 9.36 04/01/41 06/30/41 13.51 04/01/50 06/30/50 9.26 07/01/41 09/30/41 13.37 07/01/50 09/30/50 9.17 10/01/41 12/31/41 13.22 10/01/50 12/31/50 9.07 01/01/42 03/31/42 13.09 01/01/51 03/31/51 8.98 04/01/42 06/30/42 12.94 04/01/51 06/30/51 8.89 07/01/42 09/30/42 12.81 07/01/51 09/30/51 8.80 10/01/42 12/31/42 12.66 10/01/51 12/31/51 8.71 01/01/43 03/31/43 12.53 01/01/52 03/31/52 8.62 04/01/43 06/30/43 12.38 04/01/52 06/30/52 8.53 07/01/43 09/30/43 12.25 07/01/52 09/30/52 8.45 10/01/43 12/31/43 12.13 10/01/52 12/31/52 8.36 01/01/44 03/31/44 12.00 01/01/53 03/31/53 8.28 04/01/44 06/30/44 11.87 04/01/53 06/30/53 8.19 07/01/44 09/30/44 11.75 07/01/53 09/30/53 8.11 10/01/44 12/31/44 11.63 10/01/53 12/31/53 8.03 01/01/45 03/31/45 11.51 01/01/54 03/31/54 7.95 04/01/45 06/30/45 11.39 04/01/54 06/30/54 7.86 07/01/45 09/30/45 11.27 07/01/54 09/30/54 7.78 10/01/45 12/31/45 11.15 10/01/54 12/31/54 7.71 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 2014, 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 2014 - August 2015 Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912796BS7 01/02/14 07/05/13 99.957 0.43 912796AQ2 01/09/14 01/10/13 99.858 1.42 912796BU2 01/16/14 07/18/13 99.965 0.35 912796BV0 01/23/14 07/25/13 99.965 0.35 912796BW8 01/30/14 08/01/13 99.967 0.33 912796AR0 02/06/14 02/07/13 99.853 1.47 912796BY4 02/13/14 08/15/13 99.962 0.38 912796BZ1 02/20/14 08/22/13 99.962 0.38 912796CA5 02/27/14 08/29/13 99.967 0.33 912796AW9 03/06/14 03/07/13 99.848 1.52 912796CC1 03/13/14 09/12/13 99.982 0.18 912796CD9 03/20/14 09/19/13 99.985 0.15 912796CE7 03/27/14 09/26/13 99.975 0.25 912796BA6 04/03/14 04/04/13 99.858 1.42 912796CG2 04/10/14 10/10/13 99.970 0.30 912796CH0 04/17/14 10/17/13 99.924 0.76 912796CJ6 04/24/14 10/17/13 99.929 0.71 912796BE8 05/01/14 04/03/14 99.998 0.02 912796CK3 05/08/14 04/10/14 99.998 0.02 912796CM9 05/15/14 04/17/14 99.998 0.02 912796CZ0 05/22/14 04/24/14 99.999 0.01 912796BJ7 05/29/14 05/01/14 99.999 0.01 912796DA4 06/05/14 05/08/14 99.998 0.02 912796DC0 06/12/14 03/13/14 99.987 0.13 912796DD8 06/19/14 03/20/14 99.987 0.13 912796BP3 06/26/14 03/27/14 99.987 0.13 912796DE6 07/03/14 04/03/14 99.989 0.11 912796DH9 07/10/14 04/10/14 99.992 0.08 912796DJ5 07/17/14 04/17/14 99.991 0.09 912796BT5 07/24/14 04/24/14 99.992 0.08 912796DK2 07/31/14 05/01/14 99.995 0.05 912796DL0 08/07/14 05/08/14 99.994 0.06 912796DQ9 08/14/14 05/15/14 99.994 0.06 912796BX6 08/21/14 05/22/14 99.994 0.06 912796DR7 08/28/14 05/29/14 99.992 0.08 912796DS5 09/04/14 06/05/14 99.991 0.09 912796DV8 09/11/14 06/12/14 99.991 0.09 912796HP7 09/15/14 09/04/14 99.999 0.01 912796CB3 09/18/14 03/20/14 99.960 0.40 912796DW6 09/25/14 03/27/14 99.962 0.38 912796DX4 10/02/14 04/03/14 99.967 0.33 912796DZ9 10/09/14 04/10/14 99.975 0.25 912796CF4 10/16/14 04/17/14 99.975 0.25 912796EA3 10/23/14 04/24/14 99.975 0.25 912796EB1 10/30/14 05/01/14 99.977 0.23 912796ED7 11/06/14 05/08/14 99.977 0.23 912796CL1 11/13/14 05/15/14 99.975 0.25 Section III-A (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912796EE5 11/20/14 05/22/14 99.975 0.25 912796EF2 11/28/14 05/29/14 99.975 0.25 912796EG0 12/04/14 06/05/14 99.972 0.28 912796DB2 12/11/14 06/12/14 99.970 0.30 912796EK1 12/18/14 06/19/14 99.965 0.35 912796EL9 12/26/14 06/26/14 99.975 0.25 Discount to be Issue Price Reported as 2015 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 912796EM7 01/02/15 07/03/14 99.967 0.33 912796DF3 01/08/15 07/10/14 99.970 0.30 912796EP0 01/15/15 07/17/14 99.970 0.30 912796EQ8 01/22/15 07/24/14 99.972 0.28 912796ER6 01/29/15 07/31/14 99.972 0.28 912796DG1 02/05/15 08/07/14 99.975 0.25 912796EU9 02/12/15 08/14/14 99.975 0.25 912796EV7 02/19/15 08/21/14 99.975 0.25 912796EW5 02/26/15 08/28/14 99.975 0.25 912796DP1 03/05/15 09/04/14 99.975 0.25 912796EY1 03/12/15 09/11/14 99.977 0.23 912796EZ8 03/19/15 09/18/14 99.977 0.23 912796FA2 03/26/15 09/25/14 99.980 0.20 912796DU0 04/02/15 10/02/14 99.980 0.20 912796FC8 04/09/15 10/09/14 99.980 0.20 912796FD6 04/16/15 10/16/14 99.980 0.20 912796FE4 04/23/15 10/23/14 99.975 0.25 912796DY2 04/30/15 10/30/14 99.972 0.28 912796FF1 05/07/15 11/06/14 99.970 0.30 912796FH7 05/14/15 11/13/14 99.970 0.30 912796FJ3 05/21/15 11/20/14 99.965 0.35 912796EC9 05/28/15 11/28/14 99.965 0.35 912796FK0 06/04/15 12/04/14 99.962 0.38 912796FQ7 06/11/15 12/11/14 99.955 0.45 912796FR5 06/18/15 12/18/14 99.944 0.56 912796EJ4 06/25/15 06/26/14 99.889 1.11 912796EN5 07/23/15 07/24/14 99.889 1.11 912796ET2 08/20/15 08/21/14 99.894 1.06 912796EX3 09/17/15 09/18/14 99.879 1.21 912796FB0 10/15/15 10/16/14 99.899 1.01 912796FG9 11/12/15 11/13/14 99.858 1.42 912796FN4 12/10/15 12/11/14 99.788 2.12 Section III-B FEDERAL HOME LOAN BANKS Short-Term Obligations Issued at a Discount and Maturing in 2014 Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385RG3 01/02/14 01/04/13 99.859 1.41 313385RH1 01/03/14 01/07/13 99.860 1.40 313385RL2 01/06/14 03/14/13 99.884 1.16 313385RM0 01/07/14 01/08/13 99.869 1.31 313385RN8 01/08/14 01/30/13 99.862 1.38 313385RP3 01/09/14 01/14/13 99.870 1.30 313385RQ1 01/10/14 02/06/13 99.869 1.31 313385RT5 01/13/14 02/04/13 99.867 1.33 313385RU2 01/14/14 01/17/13 99.869 1.31 313385RV0 01/15/14 02/04/13 99.866 1.34 313385RW8 01/16/14 02/01/13 99.864 1.36 313385RX6 01/17/14 02/01/13 99.864 1.36 313385SB3 01/21/14 02/04/13 99.864 1.37 313385SC1 01/22/14 06/19/13 99.952 0.48 313385SD9 01/23/14 01/31/13 99.851 1.49 313385SE7 01/24/14 01/29/13 99.850 1.50 313385SH0 01/27/14 07/30/13 99.960 0.40 313385SJ6 01/28/14 10/17/13 99.960 0.40 313385SK3 01/29/14 03/27/13 99.889 1.11 313385SL1 01/30/14 01/30/13 99.838 1.62 313385SM9 01/31/14 01/31/13 99.878 1.22 313385SQ0 02/03/14 02/06/13 99.854 1.46 313385SR8 02/04/14 02/06/13 99.859 1.41 313385SS6 02/05/14 02/07/13 99.859 1.41 313385ST4 02/06/14 02/12/13 99.850 1.50 313385SU1 02/07/14 02/13/13 99.850 1.50 313385SX5 02/10/14 02/14/13 99.850 1.50 313385SY3 02/11/14 02/13/13 99.849 1.51 313385SZ0 02/12/14 03/07/13 99.848 1.52 313385TA4 02/13/14 02/26/13 99.834 1.66 313385TB2 02/14/14 02/28/13 99.844 1.56 313385TF3 02/18/14 08/14/13 99.963 0.37 313385TG1 02/19/14 08/16/13 99.964 0.36 313385TH9 02/20/14 03/05/13 99.844 1.56 313385TJ5 02/21/14 02/25/13 99.840 1.60 313385TM8 02/24/14 05/21/13 99.923 0.78 313385TN6 02/25/14 02/25/13 99.838 1.62 313385TP1 02/26/14 02/26/13 99.838 1.62 313385TQ9 02/27/14 03/11/13 99.843 1.57 313385TR7 02/28/14 03/01/13 99.838 1.62 313385TU0 03/03/14 03/08/13 99.840 1.60 313385TV8 03/04/14 03/04/13 99.838 1.62 313385TW6 03/05/14 03/05/13 99.838 1.62 313385TX4 03/06/14 03/06/13 99.838 1.62 Section III-B (Continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385TY2 03/07/14 03/07/13 99.838 1.62 313385UB0 03/10/14 03/14/13 99.840 1.60 313385UC8 03/11/14 03/12/13 99.838 1.62 313385UD6 03/12/14 03/12/13 99.838 1.62 313385UE4 03/13/14 03/22/13 99.852 1.48 313385UF1 03/14/14 03/20/13 99.850 1.50 313385UJ3 03/17/14 07/02/13 99.928 0.72 313385UK0 03/18/14 09/13/13 99.974 0.26 313385UL8 03/19/14 09/11/13 99.974 0.26 313385UM6 03/20/14 03/20/13 99.848 1.52 313385UN4 03/21/14 03/22/13 99.848 1.52 313385UR5 03/24/14 04/03/13 99.872 1.28 313385US3 03/25/14 03/26/13 99.848 1.52 313385UT1 03/26/14 04/26/13 99.898 1.02 313385UU8 03/27/14 03/28/13 99.869 1.31 313385UV6 03/28/14 03/28/13 99.848 1.52 313385UY0 03/31/14 04/25/13 99.896 1.04 313385UZ7 04/01/14 04/03/13 99.869 1.31 313385VA1 04/02/14 10/02/13 99.956 0.44 313385VB9 04/03/14 04/05/13 99.869 1.31 313385VC7 04/04/14 10/04/13 99.951 0.49 313385VF0 04/07/14 04/19/13 99.863 1.37 313385VG8 04/08/14 04/25/13 99.884 1.16 313385VH6 04/09/14 04/16/13 99.881 1.19 313385VJ2 04/10/14 04/26/13 99.884 1.16 313385VK9 04/11/14 04/25/13 99.883 1.17 313385VN3 04/14/14 04/23/13 99.871 1.29 313385VP8 04/15/14 04/16/13 99.879 1.21 313385VQ6 04/16/14 04/23/13 99.881 1.19 313385VR4 04/17/14 04/25/13 99.881 1.19 313385VV5 04/21/14 10/09/13 99.925 0.75 313385VW3 04/22/14 05/07/13 99.874 1.26 313385VX1 04/23/14 04/29/13 99.880 1.20 313385VY9 04/24/14 04/25/13 99.869 1.31 313385VZ6 04/25/14 05/02/13 99.871 1.29 313385WC6 04/28/14 04/30/13 99.879 1.21 313385WD4 04/29/14 05/02/13 99.869 1.31 313385WE2 04/30/14 05/02/13 99.869 1.31 313385WF9 05/01/14 05/01/13 99.868 1.32 313385WG7 05/02/14 05/02/13 99.868 1.32 313385WK8 05/05/14 05/09/13 99.870 1.30 313385WL6 05/06/14 05/06/13 99.868 1.32 313385WM4 05/07/14 05/10/13 99.874 1.26 313385WN2 05/08/14 05/09/13 99.869 1.31 313385WP7 05/09/14 05/10/13 99.874 1.26 313385WS1 05/12/14 05/14/13 99.874 1.26 313385WT9 05/13/14 05/15/13 99.874 1.26 313385WU6 05/14/14 05/14/13 99.873 1.27 313385WV4 05/15/14 05/17/13 99.874 1.26 Section III-B (Continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385WW2 05/16/14 05/23/13 99.871 1.29 313385WZ5 05/19/14 05/22/13 99.879 1.21 313385XA9 05/20/14 05/20/13 99.878 1.22 313385XB7 05/21/14 05/21/13 99.878 1.22 313385XC5 05/22/14 05/31/13 99.881 1.19 313385XD3 05/23/14 05/24/13 99.879 1.21 313385XH4 05/27/14 05/30/13 99.874 1.26 313385XJ0 05/28/14 05/29/13 99.879 1.21 313385XK7 05/29/14 05/30/13 99.879 1.21 313385XL5 05/30/14 05/31/13 99.869 1.31 313385XP6 06/02/14 06/03/13 99.869 1.31 313385XQ4 06/03/14 06/05/13 99.869 1.31 313385XR2 06/04/14 12/04/13 99.936 0.64 313385XS0 06/05/14 06/06/13 99.869 1.31 313385XT8 06/06/14 06/07/13 99.869 1.31 313385XW1 06/09/14 06/11/13 99.869 1.31 313385XX9 06/10/14 06/11/13 99.869 1.31 313385XY7 06/11/14 06/12/13 99.869 1.31 313385XZ4 06/12/14 06/13/13 99.869 1.31 313385YA8 06/13/14 06/14/13 99.869 1.31 313385YD2 06/16/14 06/17/13 99.869 1.31 313385YE0 06/17/14 06/20/13 99.839 1.61 313385YF7 06/18/14 06/24/13 99.821 1.79 313385YG5 06/19/14 06/25/13 99.821 1.79 313385YH3 06/20/14 06/21/13 99.838 1.62 313385YL4 06/23/14 06/27/13 99.820 1.80 313385YM2 06/24/14 09/24/13 99.924 0.76 313385YN0 06/25/14 06/26/13 99.818 1.82 313385YP5 06/26/14 06/26/13 99.818 1.82 313385YQ3 06/27/14 12/17/13 99.944 0.56 313385YT7 06/30/14 07/30/13 99.898 1.02 313385YU4 07/01/14 07/10/13 99.837 1.63 313385YV2 07/02/14 09/25/13 99.922 0.78 313385YW0 07/03/14 07/15/13 99.873 1.27 313385ZA7 07/07/14 07/15/13 99.871 1.29 313385ZB5 07/08/14 07/15/13 99.871 1.29 313385ZC3 07/09/14 07/15/13 99.870 1.30 313385ZD1 07/10/14 07/15/13 99.870 1.30 313385ZE9 07/11/14 07/15/13 99.870 1.30 313385ZH2 07/14/14 07/24/13 99.857 1.43 313385ZJ8 07/15/14 07/31/13 99.864 1.36 313385ZK5 07/16/14 08/01/13 99.864 1.36 313385ZL3 07/17/14 07/31/13 99.864 1.37 313385ZM1 07/18/14 08/05/13 99.865 1.35 313385ZQ2 07/21/14 07/26/13 99.880 1.20 313385ZR0 07/22/14 07/26/13 99.880 1.20 313385ZS8 07/23/14 07/31/13 99.861 1.39 Section III-B (Continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385ZT6 07/24/14 07/25/13 99.879 1.21 313385ZU3 07/25/14 07/31/13 99.860 1.40 313385ZX7 07/28/14 07/29/13 99.858 1.42 313385ZY5 07/29/14 01/10/14 99.967 0.33 313385ZZ2 07/30/14 09/30/13 99.941 0.59 313385A22 07/31/14 07/31/13 99.858 1.42 313385A30 08/01/14 08/05/13 99.850 1.50 313385A63 08/04/14 08/07/13 99.879 1.21 313385A71 08/05/14 08/07/13 99.879 1.21 313385A89 08/06/14 08/07/13 99.879 1.21 313385A97 08/07/14 02/18/14 99.969 0.31 313385B21 08/08/14 08/22/13 99.864 1.37 313385B54 08/11/14 01/02/14 99.942 0.58 313385B62 08/12/14 12/17/13 99.907 0.93 313385B70 08/13/14 11/22/13 99.912 0.88 313385B88 08/14/14 08/15/13 99.848 1.52 313385B96 08/15/14 08/22/13 99.861 1.39 313385C46 08/18/14 09/23/13 99.881 1.19 313385C53 08/19/14 08/22/13 99.859 1.41 313385C61 08/20/14 08/22/13 99.859 1.41 313385C79 08/21/14 08/22/13 99.858 1.42 313385C87 08/22/14 08/22/13 99.858 1.42 313385D37 08/25/14 08/28/13 99.849 1.51 313385D45 08/26/14 08/28/13 99.859 1.41 313385D52 08/27/14 08/27/13 99.858 1.42 313385D60 08/28/14 08/28/13 99.858 1.42 313385D78 08/29/14 08/29/13 99.848 1.52 313385E36 09/02/14 09/05/13 99.879 1.21 313385E44 09/03/14 09/05/13 99.879 1.21 313385E51 09/04/14 09/05/13 99.879 1.21 313385E69 09/05/14 12/10/13 99.910 0.90 313385E93 09/08/14 09/10/13 99.849 1.51 313385F27 09/09/14 09/26/13 99.874 1.26 313385F35 09/10/14 09/11/13 99.848 1.52 313385F43 09/11/14 09/11/13 99.848 1.52 313385F50 09/12/14 09/13/13 99.858 1.42 313385F84 09/15/14 09/16/13 99.858 1.42 313385F92 09/16/14 09/19/13 99.864 1.36 313385G26 09/17/14 09/30/13 99.883 1.17 313385G34 09/18/14 09/20/13 99.859 1.41 313385G42 09/19/14 09/26/13 99.861 1.39 313385G75 09/22/14 09/25/13 99.869 1.31 313385G83 09/23/14 09/24/13 99.879 1.21 313385G91 09/24/14 09/24/13 99.878 1.22 313385H25 09/25/14 09/26/13 99.869 1.31 313385H33 09/26/14 09/27/13 99.869 1.31 313385H66 09/29/14 10/01/13 99.879 1.21 313385H74 09/30/14 10/01/13 99.879 1.21 Section III-B (Continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385H82 10/01/14 10/01/13 99.878 1.22 313385H90 10/02/14 03/26/14 99.966 0.34 313385J23 10/03/14 10/09/13 99.860 1.40 313385J56 10/06/14 10/22/13 99.859 1.41 313385J64 10/07/14 10/09/13 99.859 1.41 313385J72 10/08/14 01/16/14 99.934 0.66 313385J80 10/09/14 01/31/14 99.937 0.63 313385J98 10/10/14 01/10/14 99.909 0.91 313385K54 10/14/14 10/18/13 99.860 1.40 313385K62 10/15/14 12/31/13 99.912 0.88 313385K70 10/16/14 10/16/13 99.858 1.42 313385K88 10/17/14 10/18/13 99.858 1.42 313385L38 10/20/14 10/24/13 99.860 1.40 313385L46 10/21/14 07/24/14 99.984 0.16 313385L53 10/22/14 10/22/13 99.848 1.52 313385L61 10/23/14 01/31/14 99.934 0.66 313385L79 10/24/14 01/06/14 99.871 1.29 313385M29 10/27/14 01/06/14 99.869 1.31 313385M37 10/28/14 03/12/14 99.955 0.45 313385M45 10/29/14 01/02/14 99.867 1.33 313385M52 10/30/14 11/01/13 99.859 1.41 313385M60 10/31/14 11/01/13 99.858 1.42 313385M94 11/03/14 11/13/13 99.882 1.18 313385N28 11/04/14 11/13/13 99.881 1.19 313385N36 11/05/14 05/07/14 99.960 0.40 313385N44 11/06/14 04/15/14 99.972 0.28 313385N51 11/07/14 04/07/14 99.964 0.36 313385N85 11/10/14 01/24/14 99.932 0.68 313385P26 11/12/14 11/19/13 99.846 1.54 313385P34 11/13/14 11/19/13 99.845 1.55 313385P42 11/14/14 12/30/13 99.885 1.15 313385P75 11/17/14 11/20/13 99.844 1.56 313385P83 11/18/14 11/19/13 99.843 1.57 313385P91 11/19/14 11/25/13 99.850 1.50 313385Q25 11/20/14 11/25/13 99.850 1.50 313385Q33 11/21/14 11/25/13 99.850 1.50 313385Q66 11/24/14 12/19/13 99.844 1.56 313385Q74 11/25/14 04/01/14 99.960 0.40 313385Q82 11/26/14 11/26/13 99.855 1.45 313385R24 11/28/14 02/14/14 99.924 0.76 313385R57 12/01/14 12/04/13 99.859 1.41 313385R65 12/02/14 12/03/13 99.858 1.42 313385R73 12/03/14 12/17/13 99.868 1.32 313385R81 12/04/14 12/12/13 99.856 1.44 313385R99 12/05/14 06/06/14 99.957 0.43 313385S49 12/08/14 03/13/14 99.910 0.90 313385S56 12/09/14 12/16/13 99.866 1.34 Section III-B (Continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313385S64 12/10/14 02/13/14 99.917 0.83 313385S72 12/11/14 12/27/13 99.869 1.31 313385S80 12/12/14 12/13/13 99.864 1.36 313385T30 12/15/14 01/07/14 99.858 1.43 313385T48 12/16/14 12/19/13 99.864 1.36 313385T55 12/17/14 12/19/13 99.864 1.36 313385T63 12/18/14 12/19/13 99.864 1.36 313385T71 12/19/14 12/20/13 99.863 1.36 313385U20 12/22/14 12/31/13 99.852 1.48 313385U38 12/23/14 01/06/14 99.854 1.46 313385U46 12/24/14 01/09/14 99.855 1.45 313385U61 12/26/14 01/06/14 99.853 1.47 313385U95 12/29/14 06/24/14 99.969 0.31 313385V29 12/30/14 04/09/14 99.952 0.48 313385V37 12/31/14 03/06/14 99.938 0.62 Section III-C FEDERAL NATIONAL MORTGAGE ASSOCIATION Short-Term Obligations Issued at a Discount and Maturing in 2014 Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589RG0 01/02/14 07/01/13 99.885 1.15 313589RH8 01/03/14 07/23/13 99.964 0.36 313589RL9 01/06/14 04/04/13 99.923 0.77 313589RM7 01/07/14 04/08/13 99.924 0.76 313589RN5 01/08/14 04/04/13 99.923 0.77 313589RP0 01/09/14 06/05/13 99.939 0.61 313589RQ8 01/10/14 04/04/13 99.922 0.78 313589RT2 01/13/14 04/04/13 99.921 0.79 313589RU9 01/14/14 04/29/13 99.928 0.72 313589RV7 01/15/14 06/13/13 99.940 0.60 313589RW5 01/16/14 09/04/13 99.985 0.15 313589RX3 01/17/14 02/28/13 99.856 1.44 313589SB0 01/21/14 02/26/13 99.845 1.55 313589SC8 01/22/14 04/04/13 99.910 0.90 313589SD6 01/23/14 04/04/13 99.910 0.90 313589SE4 01/24/14 03/07/13 99.865 1.35 313589SH7 01/27/14 02/28/13 99.843 1.57 313589SJ3 01/28/14 02/25/13 99.850 1.50 313589SK0 01/29/14 03/01/13 99.842 1.58 313589SL8 01/30/14 04/04/13 99.908 0.92 313589SM6 01/31/14 02/27/13 99.840 1.60 313589SQ7 02/03/14 02/12/13 99.842 1.58 313589SR5 02/04/14 02/26/13 99.838 1.62 313589SS3 02/05/14 02/12/13 99.841 1.59 313589ST1 02/06/14 02/13/13 99.841 1.59 313589SU8 02/07/14 02/12/13 99.840 1.60 313589SX2 02/10/14 05/08/13 99.915 0.85 313589SZ7 02/12/14 08/14/13 99.949 0.51 313589TA1 02/13/14 08/07/13 99.958 0.42 313589TB9 02/14/14 02/26/13 99.833 1.67 313589TF0 02/18/14 03/15/13 99.868 1.32 313589TG8 02/19/14 04/08/13 99.894 1.06 313589TH6 02/20/14 04/26/13 99.908 0.92 313589TJ2 02/21/14 02/27/13 99.830 1.70 313589TM5 02/24/14 05/08/13 99.903 0.97 313589TN3 02/25/14 05/13/13 99.904 0.96 313589TP8 02/26/14 04/08/13 99.892 1.08 313589TR4 02/28/14 07/10/13 99.929 0.71 313589TU7 03/03/14 03/15/13 99.853 1.47 313589TW3 03/05/14 06/17/13 99.913 0.87 313589TX1 03/06/14 03/14/13 99.851 1.49 313589TY9 03/07/14 06/24/13 99.915 0.85 313589UB7 03/10/14 05/03/13 99.896 1.04 Section III-C (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589UC5 03/11/14 08/28/13 99.968 0.32 313589UD3 03/12/14 09/11/13 99.967 0.33 313589UE1 03/13/14 08/15/13 99.942 0.58 313589UF8 03/14/14 05/16/13 99.908 0.92 313589UJ0 03/17/14 05/03/13 99.894 1.06 313589UK7 03/18/14 05/03/13 99.894 1.06 313589UL5 03/19/14 08/06/13 99.944 0.56 313589UM3 03/20/14 05/24/13 99.925 0.75 313589UR2 03/24/14 08/06/13 99.943 0.57 313589US0 03/25/14 09/11/13 99.973 0.27 313589UT8 03/26/14 09/25/13 99.968 0.32 313589UU5 03/27/14 05/02/13 99.890 1.10 313589UV3 03/28/14 08/16/13 99.938 0.62 313589UY7 03/31/14 04/30/13 99.888 1.12 313589UZ4 04/01/14 04/30/13 99.879 1.21 313589VA8 04/02/14 05/02/13 99.879 1.21 313589VB6 04/03/14 05/02/13 99.879 1.21 313589VC4 04/04/14 04/30/13 99.878 1.22 313589VF7 04/07/14 08/14/13 99.934 0.66 313589VG5 04/08/14 02/05/14 99.993 0.07 313589VH3 04/09/14 05/02/13 99.877 1.23 313589VJ9 04/10/14 05/02/13 99.876 1.24 313589VK6 04/11/14 05/02/13 99.876 1.24 313589VN0 04/14/14 05/02/13 99.875 1.25 313589VP5 04/15/14 07/24/13 99.923 0.77 313589VQ3 04/16/14 08/21/13 99.927 0.73 313589VR1 04/17/14 05/01/13 99.873 1.27 313589VS9 04/18/14 05/09/13 99.885 1.15 313589VV2 04/21/14 05/31/13 99.892 1.08 313589VW0 04/22/14 08/20/13 99.925 0.75 313589VX8 04/23/14 10/23/13 99.957 0.43 313589VY6 04/24/14 08/13/13 99.929 0.71 313589VZ3 04/25/14 05/09/13 99.883 1.17 313589WC3 04/28/14 08/20/13 99.923 0.77 313589WD1 04/29/14 08/16/13 99.915 0.85 313589WE9 04/30/14 07/30/13 99.924 0.76 313589WF6 05/01/14 05/14/13 99.873 1.27 313589WG4 05/02/14 07/29/13 99.908 0.92 313589WK5 05/05/14 05/14/13 99.871 1.29 313589WL3 05/06/14 05/13/13 99.871 1.29 313589WM1 05/07/14 05/14/13 99.871 1.29 313589WN9 05/08/14 05/14/13 99.870 1.30 313589WP4 05/09/14 08/29/13 99.937 0.63 313589WS8 05/12/14 05/22/13 99.872 1.28 313589WT6 05/13/14 03/20/14 99.993 0.07 313589WU3 05/14/14 08/19/13 99.911 0.89 313589WV1 05/15/14 05/22/13 99.871 1.29 313589WW9 05/16/14 08/07/13 99.914 0.86 Section III-C (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589WZ2 05/19/14 06/06/13 99.865 1.35 313589XA6 05/20/14 12/13/13 99.952 0.48 313589XB4 05/21/14 07/29/13 99.901 0.99 313589XC2 05/22/14 07/25/13 99.900 1.00 313589XD0 05/23/14 07/26/13 99.900 1.00 313589XH1 05/27/14 06/04/13 99.861 1.39 313589XJ7 05/28/14 11/27/13 99.939 0.61 313589XK4 05/29/14 06/04/13 99.860 1.40 313589XL2 05/30/14 06/05/13 99.860 1.40 313589XP3 06/02/14 06/12/13 99.862 1.38 313589XQ1 06/03/14 06/14/13 99.862 1.38 313589XR9 06/04/14 06/24/13 99.866 1.34 313589XS7 06/05/14 06/11/13 99.860 1.40 313589XT5 06/06/14 06/21/13 99.864 1.36 313589XW8 06/09/14 08/27/13 99.913 0.87 313589XX6 06/10/14 06/18/13 99.861 1.39 313589XY4 06/11/14 12/11/13 99.934 0.66 313589XZ1 06/12/14 06/28/13 99.855 1.45 313589YA5 06/13/14 07/23/13 99.883 1.17 313589YD9 06/16/14 07/11/13 99.868 1.32 313589YE7 06/17/14 09/20/13 99.940 0.60 313589YF4 06/18/14 10/18/13 99.933 0.67 313589YG2 06/19/14 07/18/13 99.869 1.31 313589YH0 06/20/14 07/10/13 99.856 1.44 313589YL1 06/23/14 11/20/13 99.946 0.54 313589YM9 06/24/14 12/11/13 99.935 0.65 313589YN7 06/25/14 07/18/13 99.867 1.33 313589YP2 06/26/14 07/17/13 99.866 1.34 313589YQ0 06/27/14 08/01/13 99.881 1.19 313589YT4 06/30/14 07/15/13 99.864 1.36 313589YU1 07/01/14 08/08/13 99.891 1.09 313589YV9 07/02/14 08/12/13 99.883 1.17 313589YW7 07/03/14 08/15/13 99.875 1.25 313589ZA4 07/07/14 03/21/14 99.982 0.18 313589ZB2 07/08/14 11/22/13 99.937 0.63 313589ZC0 07/09/14 08/12/13 99.880 1.20 313589ZD8 07/10/14 11/25/13 99.937 0.63 313589ZE6 07/11/14 12/11/13 99.929 0.71 313589ZH9 07/14/14 11/25/13 99.936 0.64 313589ZJ5 07/15/14 08/15/13 99.861 1.39 313589ZK2 07/16/14 08/21/13 99.872 1.28 313589ZL0 07/17/14 12/18/13 99.930 0.70 313589ZM8 07/18/14 12/16/13 99.929 0.71 313589ZQ9 07/21/14 12/03/13 99.923 0.77 313589ZR7 07/22/14 02/03/14 99.962 0.38 313589ZS5 07/23/14 12/10/13 99.919 0.81 313589ZT3 07/24/14 12/10/13 99.918 0.82 Section III-C (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589ZU0 07/25/14 09/19/13 99.906 0.94 313589ZX4 07/28/14 12/09/13 99.923 0.77 313589ZY2 07/29/14 02/10/14 99.948 0.52 313589ZZ9 07/30/14 11/21/13 99.930 0.70 313589A29 07/31/14 08/15/13 99.854 1.46 313589A37 08/01/14 08/16/13 99.854 1.46 313589A60 08/04/14 04/02/14 99.986 0.14 313589A78 08/05/14 09/10/13 99.881 1.19 313589A86 08/06/14 02/05/14 99.949 0.51 313589A94 08/07/14 09/10/13 99.880 1.20 313589B28 08/08/14 08/21/13 99.853 1.47 313589B51 08/11/14 03/26/14 99.977 0.23 313589B69 08/12/14 03/26/14 99.977 0.23 313589B77 08/13/14 02/12/14 99.947 0.53 313589B85 08/14/14 03/28/14 99.985 0.15 313589B93 08/15/14 09/16/13 99.880 1.20 313589C43 08/18/14 10/15/13 99.855 1.45 313589C50 08/19/14 10/15/13 99.855 1.45 313589C68 08/20/14 12/02/13 99.906 0.94 313589C76 08/21/14 11/22/13 99.917 0.83 313589C84 08/22/14 11/26/13 99.910 0.90 313589D34 08/25/14 02/04/14 99.950 0.50 313589D42 08/26/14 12/18/13 99.909 0.91 313589D59 08/27/14 12/09/13 99.906 0.94 313589D67 08/28/14 03/27/14 99.974 0.26 313589D75 08/29/14 09/10/13 99.873 1.27 313589E33 09/02/14 09/24/13 99.886 1.14 313589E41 09/03/14 12/17/13 99.899 1.01 313589E58 09/04/14 09/26/13 99.886 1.14 313589E66 09/05/14 12/10/13 99.895 1.05 313589E90 09/08/14 12/17/13 99.897 1.03 313589F24 09/09/14 04/28/14 99.980 0.20 313589F32 09/10/14 02/20/14 99.961 0.39 313589F40 09/11/14 04/11/14 99.975 0.25 313589F57 09/12/14 09/24/13 99.882 1.18 313589F81 09/15/14 11/22/13 99.893 1.07 313589F99 09/16/14 12/12/13 99.892 1.08 313589G23 09/17/14 03/19/14 99.956 0.44 313589G31 09/18/14 04/16/14 99.972 0.28 313589G49 09/19/14 02/05/14 99.937 0.63 313589G72 09/22/14 11/20/13 99.881 1.19 313589G80 09/23/14 04/15/14 99.971 0.29 313589G98 09/24/14 11/27/13 99.883 1.17 313589H22 09/25/14 12/05/13 99.886 1.14 313589H30 09/26/14 11/22/13 99.880 1.20 313589H63 09/29/14 10/09/13 99.852 1.48 313589H71 09/30/14 10/09/13 99.852 1.48 313589H89 10/01/14 10/09/13 99.851 1.49 Section III-C (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589H97 10/02/14 10/09/13 99.851 1.49 313589J20 10/03/14 02/05/14 99.920 0.80 313589J53 10/06/14 10/11/13 99.820 1.80 313589J61 10/07/14 10/15/13 99.831 1.69 313589J79 10/08/14 02/04/14 99.932 0.68 313589J87 10/09/14 10/15/13 99.830 1.70 313589J95 10/10/14 10/15/13 99.830 1.70 313589K51 10/14/14 02/10/14 99.911 0.89 313589K69 10/15/14 02/05/14 99.916 0.84 313589K77 10/16/14 10/29/13 99.892 1.08 313589K85 10/17/14 11/01/13 99.893 1.07 313589L35 10/20/14 05/27/14 99.978 0.22 313589L43 10/21/14 05/27/14 99.978 0.22 313589L50 10/22/14 12/05/13 99.875 1.25 313589L68 10/23/14 06/03/14 99.976 0.24 313589L76 10/24/14 12/16/13 99.879 1.21 313589M26 10/27/14 11/27/13 99.861 1.39 313589M34 10/28/14 11/21/13 99.867 1.33 313589M42 10/29/14 04/30/14 99.969 0.31 313589M59 10/30/14 11/19/13 99.866 1.34 313589M67 10/31/14 11/19/13 99.865 1.35 313589M91 11/03/14 11/15/13 99.853 1.47 313589N25 11/04/14 11/25/13 99.857 1.43 313589N33 11/05/14 11/19/13 99.854 1.46 313589N41 11/06/14 11/19/13 99.853 1.47 313589N58 11/07/14 11/15/13 99.861 1.39 313589N82 11/10/14 11/19/13 99.852 1.48 313589P23 11/12/14 11/18/13 99.850 1.50 313589P31 11/13/14 02/20/14 99.941 0.59 313589P49 11/14/14 12/04/13 99.856 1.44 313589P72 11/17/14 11/26/13 99.842 1.58 313589P80 11/18/14 05/07/14 99.973 0.27 313589P98 11/19/14 11/27/13 99.841 1.59 313589Q22 11/20/14 11/26/13 99.840 1.60 313589Q30 11/21/14 11/26/13 99.840 1.60 313589Q63 11/24/14 12/02/13 99.841 1.59 313589Q71 11/25/14 12/02/13 99.841 1.59 313589Q89 11/26/14 12/03/13 99.841 1.59 313589R54 12/01/14 12/09/13 99.831 1.69 313589R62 12/02/14 04/22/14 99.950 0.50 313589R70 12/03/14 04/25/14 99.957 0.43 313589R88 12/04/14 12/10/13 99.830 1.70 313589R96 12/05/14 07/03/14 99.970 0.30 313589S46 12/08/14 03/13/14 99.940 0.60 313589S53 12/09/14 12/17/13 99.851 1.49 313589S61 12/10/14 03/13/14 99.940 0.60 313589S79 12/11/14 05/12/14 99.959 0.41 Section III-C (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313589S87 12/12/14 03/31/14 99.943 0.57 313589T37 12/15/14 03/19/14 99.940 0.60 313589T45 12/16/14 03/13/14 99.938 0.62 313589T52 12/17/14 06/18/14 99.955 0.45 313589T60 12/18/14 07/15/14 99.970 0.30 313589T78 12/19/14 04/22/14 99.946 0.54 313589U27 12/22/14 03/31/14 99.941 0.59 313589U35 12/23/14 04/30/14 99.954 0.46 313589U43 12/24/14 06/11/14 99.962 0.38 313589U68 12/26/14 08/19/14 99.977 0.23 313589U92 12/29/14 04/11/14 99.942 0.58 313589V26 12/30/14 04/02/14 99.955 0.45 313589V34 12/31/14 04/11/14 99.941 0.59 Section III-D FEDERAL FARM CREDIT BANKS Short-Term Obligations Issued at a Discount and Maturing in 2014 Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313RG5 01/02/14 11/20/13 99.990 0.10 313313RH3 01/03/14 06/11/13 99.931 0.69 313313RL4 01/06/14 04/15/13 99.882 1.18 313313RM2 01/07/14 09/16/13 99.978 0.22 313313RN0 01/08/14 11/27/13 99.993 0.07 313313RP5 01/09/14 07/31/13 99.951 0.50 313313RQ3 01/10/14 04/10/13 99.878 1.22 313313RT7 01/13/14 01/07/14 99.999 0.01 313313RU4 01/14/14 07/31/13 99.949 0.51 313313RV2 01/15/14 03/20/13 99.866 1.34 313313RW0 01/16/14 11/08/13 99.985 0.15 313313RX8 01/17/14 10/17/13 99.977 0.23 313313SB5 01/21/14 09/30/13 99.981 0.19 313313SC3 01/22/14 10/22/13 99.982 0.18 313313SD1 01/23/14 11/12/13 99.982 0.18 313313SE9 01/24/14 03/22/13 99.855 1.45 313313SH2 01/27/14 07/31/13 99.940 0.60 313313SJ8 01/28/14 07/02/13 99.913 0.88 313313SK5 01/29/14 07/23/13 99.937 0.63 313313SL3 01/30/14 10/01/13 99.977 0.24 313313SM1 01/31/14 09/17/13 99.974 0.26 313313SQ2 02/03/14 12/24/13 99.992 0.08 313313SR0 02/04/14 06/26/13 99.895 1.05 313313SS8 02/05/14 01/16/14 99.997 0.03 313313ST6 02/06/14 06/25/13 99.887 1.13 313313SU3 02/07/14 11/01/13 99.976 0.25 313313SX7 02/10/14 03/27/13 99.849 1.51 313313SY5 02/11/14 08/21/13 99.942 0.58 313313SZ2 02/12/14 10/15/13 99.940 0.60 313313TA6 02/13/14 10/29/13 99.973 0.27 313313TB4 02/14/14 08/14/13 99.939 0.61 313313TF5 02/18/14 10/17/13 99.966 0.34 313313TG3 02/19/14 10/21/13 99.966 0.34 313313TH1 02/20/14 01/09/14 99.994 0.06 313313TM0 02/24/14 11/25/13 99.972 0.28 313313TP3 02/26/14 02/21/14 99.999 0.01 313313TQ1 02/27/14 01/16/14 99.994 0.06 313313TR9 02/28/14 08/28/13 99.944 0.56 313313TU2 03/03/14 08/30/13 99.938 0.62 313313TV0 03/04/14 09/03/13 99.939 0.61 313313TW8 03/05/14 10/09/13 99.935 0.65 313313TX6 03/06/14 01/23/14 99.993 0.07 313313TY4 03/07/14 03/27/13 99.828 1.73 Section III-D (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313UB2 03/10/14 09/30/13 99.960 0.40 313313UC0 03/11/14 11/14/13 99.964 0.36 313313UD8 03/12/14 09/12/13 99.950 0.50 313313UE6 03/13/14 11/14/13 99.964 0.36 313313UF3 03/14/14 10/29/13 99.962 0.38 313313UJ5 03/17/14 11/18/13 99.960 0.40 313313UK2 03/18/14 01/16/14 99.990 0.10 313313UL0 03/19/14 01/15/14 99.990 0.11 313313UM8 03/20/14 09/30/13 99.953 0.48 313313UN6 03/21/14 01/23/14 99.991 0.10 313313UR7 03/24/14 09/19/13 99.954 0.47 313313US5 03/25/14 06/25/13 99.856 1.44 313313UT3 03/26/14 02/28/14 99.996 0.04 313313UU0 03/27/14 02/13/14 99.993 0.07 313313UV8 03/28/14 06/26/13 99.863 1.38 313313UY2 03/31/14 10/31/13 99.954 0.46 313313UZ9 04/01/14 07/15/13 99.884 1.16 313313VA3 04/02/14 10/02/13 99.944 0.56 313313VB1 04/03/14 02/20/14 99.993 0.07 313313VC9 04/04/14 11/21/13 99.955 0.45 313313VF2 04/07/14 10/08/13 99.935 0.65 313313VG0 04/08/14 10/15/13 99.908 0.92 313313VH8 04/09/14 02/26/14 99.992 0.08 313313VJ4 04/10/14 06/03/13 99.862 1.38 313313VK1 04/11/14 06/03/13 99.861 1.39 313313VN5 04/14/14 03/03/14 99.992 0.08 313313VP0 04/15/14 08/23/13 99.915 0.85 313313VQ8 04/16/14 03/05/14 99.991 0.09 313313VR6 04/17/14 11/08/13 99.947 0.53 313313VV7 04/21/14 03/07/14 99.989 0.11 313313VW5 04/22/14 07/09/13 99.865 1.36 313313VX3 04/23/14 01/29/14 99.977 0.23 313313VY1 04/24/14 11/15/13 99.947 0.53 313313VZ8 04/25/14 11/14/13 99.942 0.59 313313WC8 04/28/14 11/18/13 99.942 0.58 313313WD6 04/29/14 12/03/13 99.947 0.53 313313WE4 04/30/14 01/16/14 99.977 0.23 313313WF1 05/01/14 03/20/14 99.990 0.11 313313WG9 05/02/14 11/01/13 99.934 0.66 313313WK0 05/05/14 09/25/13 99.932 0.68 313313WL8 05/06/14 10/09/13 99.901 0.99 313313WM6 05/07/14 06/10/13 99.835 1.66 313313WN4 05/08/14 11/13/13 99.932 0.68 313313WP9 05/09/14 06/10/13 99.834 1.67 313313WS3 05/12/14 01/03/14 99.953 0.47 313313WT1 05/13/14 11/15/13 99.930 0.70 313313WU8 05/14/14 08/22/13 99.897 1.03 313313WV6 05/15/14 06/12/13 99.832 1.69 Section III-D (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313WW4 05/16/14 11/18/13 99.930 0.70 313313WZ7 05/19/14 01/21/14 99.977 0.23 313313XA1 05/20/14 09/30/13 99.929 0.71 313313XB9 05/21/14 03/06/14 99.981 0.19 313313XC7 05/22/14 11/19/13 99.928 0.72 313313XD5 05/23/14 06/13/13 99.828 1.72 313313XH6 05/27/14 05/31/13 99.830 1.71 313313XJ2 05/28/14 07/02/13 99.826 1.74 313313XK9 05/29/14 04/17/14 99.991 0.09 313313XL7 05/30/14 11/26/13 99.928 0.72 313313XP8 06/02/14 01/31/14 99.966 0.34 313313XQ6 06/03/14 06/28/13 99.821 1.79 313313XR4 06/04/14 11/15/13 99.916 0.84 313313XS2 06/05/14 12/19/13 99.930 0.70 313313XT0 06/06/14 11/08/13 99.918 0.82 313313XW3 06/09/14 06/18/13 99.832 1.68 313313XX1 06/10/14 08/07/13 99.864 1.36 313313XY9 06/11/14 04/30/14 99.993 0.07 313313XZ6 06/12/14 09/13/13 99.894 1.06 313313YA0 06/13/14 11/19/13 99.920 0.80 313313YD4 06/16/14 09/27/13 99.905 0.95 313313YE2 06/17/14 06/20/13 99.819 1.81 313313YF9 06/18/14 05/07/14 99.993 0.07 313313YG7 06/19/14 12/27/13 99.928 0.73 313313YH5 06/20/14 10/03/13 99.913 0.87 313313YL6 06/23/14 03/26/14 99.978 0.22 313313YM4 06/24/14 11/18/13 99.909 0.91 313313YN2 06/25/14 08/23/13 99.873 1.28 313313YP7 06/26/14 11/15/13 99.907 0.93 313313YQ5 06/27/14 01/08/14 99.939 0.61 313313YT9 06/30/14 02/04/14 99.959 0.41 313313YU6 07/01/14 12/31/13 99.924 0.76 313313YV4 07/02/14 04/17/14 99.983 0.17 313313YW2 07/03/14 05/22/14 99.992 0.08 313313ZA9 07/07/14 11/26/13 99.907 0.93 313313ZB7 07/08/14 01/06/14 99.924 0.76 313313ZC5 07/09/14 07/31/13 99.829 1.72 313313ZD3 07/10/14 07/12/13 99.808 1.92 313313ZE1 07/11/14 11/14/13 99.900 1.00 313313ZH4 07/14/14 01/07/14 99.927 0.73 313313ZJ0 07/15/14 09/30/13 99.888 1.12 313313ZK7 07/16/14 12/24/13 99.909 0.91 313313ZL5 07/17/14 10/17/13 99.879 1.21 313313ZM3 07/18/14 01/24/14 99.951 0.49 313313ZQ4 07/21/14 11/26/13 99.895 1.05 313313ZR2 07/22/14 11/18/13 99.891 1.09 313313ZS0 07/23/14 01/03/14 99.911 0.89 Section III-D (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313ZT8 07/24/14 10/18/13 99.868 1.32 313313ZU5 07/25/14 10/21/13 99.869 1.31 313313ZX9 07/28/14 01/28/14 99.940 0.60 313313ZY7 07/29/14 02/06/14 99.942 0.58 313313ZZ4 07/30/14 04/16/14 99.974 0.26 313313A24 07/31/14 05/22/14 99.984 0.16 313313A32 08/01/14 05/23/14 99.984 0.16 313313A65 08/04/14 08/06/13 99.819 1.82 313313A73 08/05/14 02/10/14 99.927 0.73 313313A81 08/06/14 01/07/14 99.912 0.88 313313A99 08/07/14 12/24/13 99.893 1.07 313313B23 08/08/14 11/08/13 99.886 1.14 313313B56 08/11/14 08/14/13 99.819 1.81 313313B64 08/12/14 01/31/14 99.936 0.64 313313B72 08/13/14 01/10/14 99.916 0.84 313313B80 08/14/14 08/16/13 99.829 1.71 313313B98 08/15/14 10/17/13 99.857 1.43 313313C48 08/18/14 11/18/13 99.871 1.29 313313C55 08/19/14 02/10/14 99.921 0.79 313313C63 08/20/14 01/03/14 99.892 1.08 313313C71 08/21/14 04/25/14 99.971 0.30 313313C89 08/22/14 02/19/14 99.934 0.66 313313D39 08/25/14 12/19/13 99.876 1.25 313313D47 08/26/14 03/21/14 99.952 0.48 313313D54 08/27/14 08/27/13 99.818 1.83 313313D62 08/28/14 08/29/13 99.818 1.82 313313D70 08/29/14 03/06/14 99.941 0.59 313313E38 09/02/14 10/03/13 99.861 1.39 313313E46 09/03/14 01/09/14 99.901 0.99 313313E53 09/04/14 07/24/14 99.990 0.11 313313E61 09/05/14 01/06/14 99.886 1.14 313313E95 09/08/14 11/08/13 99.865 1.35 313313F29 09/09/14 02/28/14 99.936 0.64 313313F37 09/10/14 02/11/14 99.912 0.88 313313F45 09/11/14 02/24/14 99.928 0.72 313313F52 09/12/14 10/24/13 99.856 1.44 313313F86 09/15/14 03/05/14 99.935 0.65 313313F94 09/16/14 07/30/14 99.988 0.12 313313G28 09/17/14 08/06/14 99.991 0.09 313313G36 09/18/14 08/07/14 99.991 0.09 313313G44 09/19/14 07/14/14 99.983 0.17 313313G77 09/22/14 07/10/14 99.982 0.19 313313G85 09/23/14 08/12/14 99.991 0.09 313313G93 09/24/14 08/13/14 99.991 0.09 313313H27 09/25/14 04/02/14 99.946 0.54 313313H35 09/26/14 12/19/13 99.860 1.41 313313H68 09/29/14 03/07/14 99.931 0.69 313313H76 09/30/14 09/30/13 99.828 1.72 Section III-D (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313H84 10/01/14 08/20/14 99.991 0.09 313313H92 10/02/14 10/31/13 99.841 1.59 313313J25 10/03/14 02/14/14 99.897 1.03 313313J58 10/06/14 02/07/14 99.893 1.07 313313J66 10/07/14 01/06/14 99.863 1.37 313313J74 10/08/14 11/08/13 99.842 1.58 313313J82 10/09/14 01/03/14 99.861 1.40 313313J90 10/10/14 02/11/14 99.893 1.07 313313K56 10/14/14 02/10/14 99.891 1.09 313313K64 10/15/14 11/26/13 99.839 1.62 313313K72 10/16/14 04/01/14 99.940 0.61 313313K80 10/17/14 01/21/14 99.888 1.12 313313L30 10/20/14 03/10/14 99.919 0.81 313313L48 10/21/14 02/28/14 99.915 0.85 313313L55 10/22/14 03/10/14 99.918 0.82 313313L63 10/23/14 03/03/14 99.916 0.85 313313L71 10/24/14 07/21/14 99.971 0.29 313313M21 10/27/14 12/19/13 99.835 1.65 313313M39 10/28/14 04/17/14 99.941 0.59 313313M47 10/29/14 08/04/14 99.976 0.24 313313M54 10/30/14 04/30/14 99.949 0.51 313313M62 10/31/14 03/05/14 99.913 0.87 313313M96 11/03/14 03/21/14 99.918 0.82 313313N20 11/04/14 01/23/14 99.889 1.11 313313N38 11/05/14 07/31/14 99.973 0.27 313313N46 11/06/14 03/17/14 99.909 0.91 313313N53 11/07/14 11/12/13 99.820 1.80 313313N87 11/10/14 02/28/14 99.901 0.99 313313P28 11/12/14 08/12/14 99.974 0.26 313313P36 11/13/14 02/27/14 99.899 1.01 313313P44 11/14/14 02/14/14 99.871 1.29 313313P77 11/17/14 02/14/14 99.870 1.30 313313P85 11/18/14 09/22/14 99.991 0.10 313313P93 11/19/14 10/08/14 99.993 0.07 313313Q27 11/20/14 10/09/14 99.993 0.07 313313Q35 11/21/14 02/21/14 99.886 1.14 313313Q68 11/24/14 10/10/14 99.991 0.09 313313Q76 11/25/14 02/27/14 99.895 1.05 313313Q84 11/26/14 11/26/13 99.807 1.93 313313R59 12/01/14 12/20/13 99.817 1.83 313313R67 12/02/14 08/05/14 99.964 0.36 313313R75 12/03/14 04/17/14 99.923 0.77 313313R83 12/04/14 03/31/14 99.904 0.96 313313R91 12/05/14 03/04/14 99.885 1.15 313313S41 12/08/14 03/03/14 99.876 1.24 313313S58 12/09/14 03/10/14 99.886 1.14 313313S66 12/10/14 01/03/14 99.811 1.89 Section III-D (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313S74 12/11/14 03/13/14 99.886 1.14 313313S82 12/12/14 05/27/14 99.939 0.61 313313T32 12/15/14 06/20/14 99.941 0.59 313313T40 12/16/14 03/06/14 99.889 1.11 313313T57 12/17/14 11/05/14 99.991 0.09 313313T65 12/18/14 08/14/14 99.962 0.39 313313T73 12/19/14 03/07/14 99.880 1.20 313313U22 12/22/14 03/06/14 99.879 1.21 313313U30 12/23/14 11/12/14 99.991 0.09 313313U48 12/24/14 02/03/14 99.856 1.44 313313U63 12/26/14 03/13/14 99.872 1.28 313313U97 12/29/14 06/11/14 99.939 0.61 313313V21 12/30/14 03/10/14 99.869 1.31 313313V39 12/31/14 03/13/14 99.870 1.30 Section III-D (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313313TJ7 02/21/14 02/20/14 99.9999 0.001 313313TN8 02/25/14 02/21/14 99.9996 0.004 313313R26 11/26/14 11/28/14 99.9998 0.002 Section III-E FEDERAL HOME LOAN MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2014 Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397RG8 01/02/14 05/31/13 99.952 0.48 313397RH6 01/03/14 08/15/13 99.973 0.27 313397RL7 01/06/14 06/07/13 99.947 0.53 313397RM5 01/07/14 06/25/13 99.935 0.65 313397RN3 01/08/14 07/30/13 99.964 0.36 313397RP8 01/09/14 06/25/13 99.934 0.66 313397RT0 01/13/14 07/15/13 99.945 0.55 313397RU7 01/14/14 03/05/13 99.869 1.31 313397RV5 01/15/14 03/12/13 99.863 1.37 313397RW3 01/16/14 06/27/13 99.932 0.68 313397RX1 01/17/14 06/27/13 99.932 0.68 313397SB8 01/21/14 01/24/13 99.869 1.31 313397SC6 01/22/14 05/24/13 99.933 0.67 313397SD4 01/23/14 06/03/13 99.935 0.65 313397SE2 01/24/14 06/11/13 99.931 0.69 313397SH5 01/27/14 04/16/13 99.905 0.95 313397SJ1 01/28/14 04/19/13 99.905 0.95 313397SK8 01/29/14 04/17/13 99.904 0.96 313397SL6 01/30/14 07/25/13 99.958 0.42 313397SM4 01/31/14 05/28/13 99.931 0.69 313397SQ5 02/03/14 02/04/13 99.843 1.57 313397SR3 02/04/14 03/13/13 99.854 1.46 313397SS1 02/05/14 05/20/13 99.928 0.72 313397ST9 02/06/14 07/12/13 99.942 0.58 313397SU6 02/07/14 06/03/13 99.931 0.69 313397SX0 02/10/14 02/20/13 99.842 1.58 313397SY8 02/11/14 03/13/13 99.851 1.49 313397TA9 02/13/14 06/25/13 99.922 0.78 313397TB7 02/14/14 03/12/13 99.849 1.51 313397TF8 02/18/14 04/09/13 99.869 1.31 313397TG6 02/19/14 04/09/13 99.868 1.32 313397TH4 02/20/14 02/21/13 99.838 1.62 313397TJ0 02/21/14 05/30/13 99.926 0.74 313397TM3 02/24/14 02/25/13 99.818 1.82 313397TN1 02/25/14 02/26/13 99.818 1.82 313397TP6 02/26/14 05/08/13 99.902 0.98 313397TQ4 02/27/14 04/26/13 99.906 0.94 313397TR2 02/28/14 03/08/13 99.831 1.69 313397TU5 03/03/14 07/12/13 99.922 0.78 313397TV3 03/04/14 03/11/13 99.831 1.69 313397TW1 03/05/14 08/02/13 99.940 0.60 313397TX9 03/06/14 03/15/13 99.852 1.48 313397TY7 03/07/14 08/02/13 99.946 0.54 Section III-E (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397UB5 03/10/14 09/09/13 99.960 0.40 313397UC3 03/11/14 04/11/13 99.870 1.30 313397UD1 03/12/14 04/10/13 99.869 1.31 313397UE9 03/13/14 04/30/13 99.894 1.06 313397UF6 03/14/14 04/11/13 99.869 1.31 313397UJ8 03/17/14 06/03/13 99.912 0.88 313397UK5 03/18/14 06/12/13 99.899 1.01 313397UL3 03/19/14 08/06/13 99.944 0.56 313397UM1 03/20/14 07/16/13 99.918 0.82 313397UN9 03/21/14 06/04/13 99.911 0.89 313397UR0 03/24/14 08/28/13 99.954 0.46 313397US8 03/25/14 07/10/13 99.907 0.93 313397UT6 03/26/14 07/11/13 99.907 0.93 313397UU3 03/27/14 07/30/13 99.933 0.67 3134G4BB3 03/27/14 06/28/13 99.991 0.09 313397UV1 03/28/14 07/12/13 99.906 0.94 313397UY5 03/31/14 04/12/13 99.873 1.27 313397UZ2 04/01/14 04/16/13 99.874 1.26 313397VB4 04/03/14 07/16/13 99.906 0.94 313397VC2 04/04/14 05/21/13 99.894 1.06 313397VF5 04/07/14 07/12/13 99.903 0.97 313397VG3 04/08/14 04/11/13 99.849 1.51 313397VH1 04/09/14 04/11/13 99.849 1.51 313397VJ7 04/10/14 05/29/13 99.895 1.05 313397VK4 04/11/14 04/16/13 99.870 1.30 313397VN8 04/14/14 06/14/13 99.890 1.10 313397VP3 04/15/14 06/10/13 99.888 1.12 313397VQ1 04/16/14 07/16/13 99.901 0.99 313397VR9 04/17/14 05/29/13 99.892 1.08 313397VS7 04/18/14 06/25/13 99.876 1.24 313397VV0 04/21/14 04/22/13 99.865 1.35 313397VW8 04/22/14 07/10/13 99.889 1.11 313397VX6 04/23/14 05/29/13 99.890 1.10 313397VY4 04/24/14 06/28/13 99.875 1.25 313397VZ1 04/25/14 06/24/13 99.877 1.23 313397WC1 04/28/14 08/27/13 99.932 0.68 313397WD9 04/29/14 10/17/13 99.962 0.38 313397WE7 04/30/14 05/31/13 99.889 1.11 313397WF4 05/01/14 07/02/13 99.882 1.18 313397WG2 05/02/14 07/15/13 99.887 1.13 313397WK3 05/05/14 07/02/13 99.881 1.19 313397WL1 05/06/14 07/18/13 99.895 1.05 313397WM9 05/07/14 07/15/13 99.885 1.15 313397WN7 05/08/14 07/22/13 99.895 1.05 313397WP2 05/09/14 08/06/13 99.916 0.84 313397WS6 05/12/14 07/02/13 99.878 1.22 313397WT4 05/13/14 05/24/13 99.872 1.28 Section III-E (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397WU1 05/14/14 05/28/13 99.873 1.27 313397WV9 05/15/14 05/29/13 99.873 1.27 313397WW7 05/16/14 05/28/13 99.873 1.27 313397WZ0 05/19/14 11/18/13 99.944 0.56 313397XA4 05/20/14 06/04/13 99.864 1.36 313397XB2 05/21/14 06/10/13 99.866 1.34 313397XC0 05/22/14 06/24/13 99.862 1.38 313397XD8 05/23/14 06/24/13 99.843 1.57 313397XH9 05/27/14 08/23/13 99.915 0.85 313397XJ5 05/28/14 08/22/13 99.907 0.93 313397XK2 05/29/14 06/14/13 99.864 1.36 313397XL0 05/30/14 06/05/13 99.860 1.40 313397XP1 06/02/14 06/24/13 99.838 1.62 313397XQ9 06/03/14 06/13/13 99.852 1.48 313397XR7 06/04/14 06/14/13 99.852 1.48 313397XS5 06/05/14 06/14/13 99.852 1.48 313397XT3 06/06/14 06/14/13 99.851 1.49 313397XW6 06/09/14 07/17/13 99.873 1.27 313397XX4 06/10/14 06/18/13 99.851 1.49 313397XY2 06/11/14 06/19/13 99.851 1.49 313397XZ9 06/12/14 06/25/13 99.834 1.66 313397YA3 06/13/14 06/14/13 99.848 1.52 313397YD7 06/16/14 06/20/13 99.860 1.40 313397YE5 06/17/14 06/19/13 99.859 1.41 313397YF2 06/18/14 06/21/13 99.839 1.61 313397YG0 06/19/14 06/28/13 99.842 1.58 313397YH8 06/20/14 06/20/13 99.848 1.52 313397YL9 06/23/14 06/28/13 99.840 1.60 313397YM7 06/24/14 06/28/13 99.840 1.60 313397YN5 06/25/14 06/25/13 99.838 1.62 313397YP0 06/26/14 06/28/13 99.839 1.61 313397YQ8 06/27/14 06/27/13 99.828 1.72 313397YT2 06/30/14 07/01/13 99.838 1.62 313397YU9 07/01/14 07/17/13 99.864 1.36 313397YV7 07/02/14 10/30/13 99.932 0.68 313397YW5 07/03/14 07/08/13 99.850 1.50 313397ZA2 07/07/14 07/08/13 99.834 1.66 313397ZB0 07/08/14 07/15/13 99.836 1.64 313397ZC8 07/09/14 07/24/13 99.864 1.36 313397ZD6 07/10/14 07/19/13 99.852 1.48 313397ZE4 07/11/14 07/23/13 99.863 1.37 313397ZH7 07/14/14 07/18/13 99.850 1.50 313397ZJ3 07/15/14 07/16/13 99.833 1.67 313397ZK0 07/16/14 07/18/13 99.849 1.51 313397ZL8 07/17/14 12/02/13 99.924 0.76 313397ZM6 07/18/14 07/18/13 99.848 1.52 313397ZQ7 07/21/14 10/01/13 99.935 0.65 Section III-E (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397ZR5 07/22/14 08/06/13 99.864 1.36 313397ZS3 07/23/14 12/06/13 99.917 0.83 313397ZT1 07/24/14 08/22/13 99.879 1.21 313397ZU8 07/25/14 12/05/13 99.916 0.84 313397ZX2 07/28/14 01/27/14 99.952 0.48 313397ZY0 07/29/14 07/31/13 99.859 1.41 313397ZZ7 07/30/14 08/01/13 99.859 1.41 313397A27 07/31/14 07/31/13 99.858 1.42 313397A35 08/01/14 08/29/13 99.869 1.31 313397A68 08/04/14 09/03/13 99.870 1.30 313397A76 08/05/14 08/28/13 99.867 1.33 313397A84 08/06/14 01/13/14 99.960 0.40 313397A92 08/07/14 10/03/13 99.923 0.77 313397B26 08/08/14 08/14/13 99.850 1.50 313397B59 08/11/14 09/10/13 99.879 1.21 313397B67 08/12/14 10/29/13 99.920 0.80 313397B75 08/13/14 08/15/13 99.849 1.51 313397B83 08/14/14 08/15/13 99.848 1.52 313397B91 08/15/14 08/15/13 99.848 1.52 313397C41 08/18/14 08/19/13 99.839 1.61 313397C58 08/19/14 09/30/13 99.910 0.90 313397C74 08/21/14 03/25/14 99.971 0.29 313397C82 08/22/14 09/26/13 99.899 1.01 313397D32 08/25/14 02/24/14 99.955 0.45 313397D40 08/26/14 12/09/13 99.899 1.01 313397D57 08/27/14 10/31/13 99.917 0.83 313397D73 08/29/14 09/03/13 99.860 1.40 313397E31 09/02/14 12/11/13 99.897 1.03 313397E49 09/03/14 09/10/13 99.861 1.39 313397E56 09/04/14 10/17/13 99.830 1.70 313397E64 09/05/14 09/10/13 99.860 1.40 313397E98 09/08/14 09/10/13 99.859 1.41 313397F22 09/09/14 09/10/13 99.858 1.42 313397F30 09/10/14 09/12/13 99.859 1.41 313397F48 09/11/14 09/13/13 99.849 1.51 313397F55 09/12/14 09/13/13 99.848 1.52 313397F89 09/15/14 09/17/13 99.859 1.41 313397F97 09/16/14 09/17/13 99.858 1.42 313397G21 09/17/14 09/17/13 99.858 1.42 313397G39 09/18/14 09/24/13 99.880 1.20 313397G47 09/19/14 12/18/13 99.893 1.07 313397G70 09/22/14 03/24/14 99.958 0.42 313397G88 09/23/14 11/21/13 99.881 1.19 313397G96 09/24/14 10/30/13 99.881 1.19 313397H20 09/25/14 10/03/13 99.881 1.19 313397H38 09/26/14 10/15/13 99.837 1.63 313397H61 09/29/14 11/05/13 99.891 1.09 Section III-E (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397H79 09/30/14 10/03/13 99.879 1.21 313397H87 10/01/14 10/01/13 99.868 1.32 313397H95 10/02/14 10/02/13 99.868 1.32 313397J28 10/03/14 10/04/13 99.869 1.31 313397J51 10/06/14 10/07/13 99.853 1.47 313397J69 10/07/14 11/01/13 99.877 1.23 313397J77 10/08/14 03/11/14 99.941 0.59 313397J85 10/09/14 10/25/13 99.869 1.31 313397J93 10/10/14 10/25/13 99.869 1.31 313397K59 10/14/14 10/15/13 99.799 2.01 313397K67 10/15/14 11/08/13 99.867 1.33 313397K75 10/16/14 03/18/14 99.947 0.53 313397K83 10/17/14 03/21/14 99.948 0.52 313397L33 10/20/14 10/21/13 99.844 1.56 313397L41 10/21/14 10/28/13 99.861 1.39 313397L58 10/22/14 10/28/13 99.860 1.40 313397L66 10/23/14 10/28/13 99.860 1.40 313397L74 10/24/14 10/28/13 99.860 1.40 313397M24 10/27/14 10/28/13 99.858 1.42 313397M32 10/28/14 10/29/13 99.858 1.42 313397M40 10/29/14 11/01/13 99.869 1.31 313397M57 10/30/14 12/19/13 99.878 1.22 313397M65 10/31/14 11/01/13 99.869 1.31 313397M99 11/03/14 11/04/13 99.846 1.54 313397N23 11/04/14 11/12/13 99.851 1.49 313397N31 11/05/14 01/23/14 99.952 0.48 313397N49 11/06/14 11/12/13 99.850 1.50 313397N56 11/07/14 10/27/14 99.999 0.01 313397N80 11/10/14 02/25/14 99.936 0.64 313397P21 11/12/14 11/13/13 99.848 1.52 313397P39 11/13/14 11/25/13 99.853 1.47 313397P47 11/14/14 11/26/13 99.853 1.47 313397P70 11/17/14 11/18/13 99.838 1.62 313397P88 11/18/14 12/02/13 99.854 1.46 313397P96 11/19/14 12/06/13 99.845 1.55 313397Q20 11/20/14 12/20/13 99.860 1.40 313397Q38 11/21/14 01/28/14 99.942 0.58 313397Q61 11/24/14 11/26/13 99.849 1.51 313397Q79 11/25/14 11/26/13 99.848 1.52 313397Q87 11/26/14 11/27/13 99.848 1.52 313397R29 11/28/14 12/13/13 99.844 1.56 313397R52 12/01/14 12/05/13 99.840 1.60 313397R60 12/02/14 12/10/13 99.831 1.69 313397R78 12/03/14 12/03/13 99.838 1.62 313397R86 12/04/14 12/04/13 99.838 1.62 313397R94 12/05/14 12/10/13 99.830 1.70 313397S44 12/08/14 12/10/13 99.829 1.71 Section III-E (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 313397S51 12/09/14 12/10/13 99.828 1.72 313397S69 12/10/14 12/10/13 99.828 1.72 313397S77 12/11/14 01/02/14 99.857 1.43 313397S85 12/12/14 12/16/13 99.840 1.60 313397T35 12/15/14 12/16/13 99.822 1.78 313397T43 12/16/14 01/03/14 99.855 1.45 313397T50 12/17/14 02/04/14 99.895 1.05 313397T68 12/18/14 02/06/14 99.895 1.05 313397T76 12/19/14 12/27/13 99.851 1.49 313397U25 12/22/14 04/10/14 99.950 0.50 313397U33 12/23/14 12/30/13 99.851 1.49 313397U41 12/24/14 12/27/13 99.849 1.51 313397U66 12/26/14 01/23/14 99.925 0.75 313397U90 12/29/14 01/06/14 99.851 1.49 313397V24 12/30/14 12/31/13 99.848 1.52 313397V32 12/31/14 01/03/14 99.849 1.51 Section III-F FEDERAL AGRICULTURAL MORTGAGE CORPORATION Short-Term Obligations Issued at a Discount and Maturing in 2014 Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LRG5 01/02/14 12/03/13 99.995 0.05 31315LRH3 01/03/14 01/03/13 99.788 2.12 31315LRL4 01/06/14 10/03/13 99.974 0.26 31315LRP5 01/09/14 10/08/13 99.972 0.28 31315LRQ3 01/10/14 02/08/13 99.832 1.68 31315LRU4 01/14/14 12/19/13 99.996 0.04 31315LRV2 01/15/14 04/17/13 99.879 1.21 31315LRX8 01/17/14 01/18/13 99.798 2.02 31315LSC3 01/22/14 10/01/13 99.978 0.22 31315LSD1 01/23/14 01/23/13 99.807 1.93 31315LSE9 01/24/14 04/26/13 99.886 1.14 31315LSH2 01/27/14 10/04/13 99.969 0.31 31315LSK5 01/29/14 10/02/13 99.970 0.30 31315LSM1 01/31/14 03/05/13 99.817 1.83 31315LSQ2 02/03/14 02/04/13 99.808 1.92 31315LSS8 02/05/14 12/27/13 99.993 0.07 31315LST6 02/06/14 01/13/14 99.996 0.04 31315LSU3 02/07/14 11/07/13 99.977 0.23 31315LSY5 02/11/14 01/14/14 99.997 0.03 31315LTA6 02/13/14 11/25/13 99.973 0.27 31315LTB4 02/14/14 02/14/13 99.797 2.03 31315LTF5 02/18/14 04/16/13 99.855 1.45 31315LTG3 02/19/14 02/19/13 99.788 2.12 31315LTJ7 02/21/14 12/03/13 99.979 0.21 31315LTM0 02/24/14 11/20/13 99.968 0.32 31315LTN8 02/25/14 02/26/13 99.788 2.12 31315LTQ1 02/27/14 02/26/13 99.787 2.13 31315LTR9 02/28/14 03/25/13 99.821 1.79 31315LTX6 03/06/14 05/07/13 99.857 1.43 31315LTY4 03/07/14 12/10/13 99.971 0.29 31315LUB2 03/10/14 09/06/13 99.944 0.56 31315LUC0 03/11/14 12/19/13 99.975 0.25 31315LUE6 03/13/14 03/18/13 99.801 1.99 31315LUF3 03/14/14 09/16/13 99.951 0.49 31315LUK2 03/18/14 03/19/13 99.798 2.02 31315LUS5 03/25/14 03/25/13 99.798 2.02 31315LUU0 03/27/14 03/11/14 99.997 0.03 31315LUV8 03/28/14 03/28/13 99.797 2.03 31315LUZ9 04/01/14 05/30/13 99.874 1.26 31315LVA3 04/02/14 12/30/13 99.970 0.30 31315LVB1 04/03/14 10/04/13 99.940 0.60 31315LVC9 04/04/14 03/26/14 99.999 0.01 31315LVG0 04/08/14 10/08/13 99.935 0.65 Section III-F (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LVJ4 04/10/14 05/09/13 99.841 1.59 31315LVK1 04/11/14 03/18/14 99.995 0.05 31315LVP0 04/15/14 04/15/13 99.807 1.93 31315LVQ8 04/16/14 01/15/14 99.977 0.23 31315LVR6 04/17/14 03/25/14 99.995 0.05 31315LVX3 04/23/14 04/23/13 99.838 1.62 31315LVY1 04/24/14 03/25/14 99.994 0.06 31315LVZ8 04/25/14 04/26/13 99.840 1.60 31315LWE4 04/30/14 01/28/14 99.977 0.23 31315LWF1 05/01/14 06/03/13 99.843 1.57 31315LWG9 05/02/14 05/03/13 99.828 1.72 31315LWL8 05/06/14 09/09/13 99.907 0.93 31315LWS3 05/12/14 04/14/14 99.995 0.05 31315LWU8 05/14/14 04/16/14 99.995 0.05 31315LWV6 05/15/14 05/30/13 99.835 1.65 31315LWZ7 05/19/14 02/27/14 99.982 0.18 31315LXC7 05/22/14 03/24/14 99.985 0.15 31315LXJ2 05/28/14 05/28/13 99.818 1.82 31315LXK9 05/29/14 05/29/13 99.828 1.72 31315LXL7 05/30/14 04/29/14 99.996 0.04 31315LXP8 06/02/14 05/01/14 99.995 0.05 31315LXQ6 06/03/14 05/29/13 99.807 1.93 31315LXT0 06/06/14 12/02/13 99.923 0.77 31315LXX1 06/10/14 09/06/13 99.878 1.22 31315LYA0 06/13/14 06/26/13 99.786 2.14 31315LYF9 06/18/14 06/18/13 99.807 1.93 31315LYN2 06/25/14 06/24/13 99.777 2.23 31315LYP7 06/26/14 06/26/13 99.777 2.23 31315LYQ5 06/27/14 06/27/13 99.777 2.23 31315LYT9 06/30/14 02/25/14 99.976 0.24 31315LYU6 07/01/14 07/01/13 99.778 2.22 31315LYV4 07/02/14 04/01/14 99.980 0.20 31315LYW2 07/03/14 02/04/14 99.951 0.49 31315LZA9 07/07/14 07/03/14 99.999 0.01 31315LZC5 07/09/14 04/03/14 99.978 0.22 31315LZD3 07/10/14 01/15/14 99.942 0.58 31315LZE1 07/11/14 10/09/13 99.864 1.37 31315LZJ0 07/15/14 04/09/14 99.976 0.24 31315LZL5 07/17/14 04/16/14 99.977 0.23 31315LZM3 07/18/14 04/15/14 99.974 0.26 31315LZR2 07/22/14 07/02/14 99.996 0.04 31315LZU5 07/25/14 07/24/13 99.818 1.82 31315LZZ4 07/30/14 07/30/13 99.818 1.82 31315LA24 07/31/14 07/31/13 99.807 1.93 31315LA32 08/01/14 07/30/13 99.807 1.93 31315LA65 08/04/14 02/14/14 99.934 0.67 31315LA81 08/06/14 11/26/13 99.888 1.12 31315LA99 08/07/14 08/08/13 99.808 1.92 Section III-F (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LA32 08/01/14 07/30/13 99.807 1.93 31315LA65 08/04/14 02/14/14 99.934 0.67 31315LA81 08/06/14 11/26/13 99.888 1.12 31315LA99 08/07/14 08/08/13 99.808 1.92 31315LE38 09/02/14 07/30/14 99.992 0.08 31315LE46 09/03/14 10/10/13 99.827 1.73 31315LE53 09/04/14 08/01/14 99.991 0.09 31315LE61 09/05/14 08/05/14 99.992 0.08 31315LE95 09/08/14 06/10/14 99.975 0.25 31315LF37 09/10/14 09/11/13 99.808 1.92 31315LF52 09/12/14 09/19/13 99.831 1.69 31315LF86 09/15/14 12/12/13 99.865 1.35 31315LG36 09/18/14 10/09/13 99.818 1.82 31315LG85 09/23/14 12/27/13 99.858 1.42 31315LH27 09/25/14 03/24/14 99.933 0.67 31315LH76 09/30/14 10/01/13 99.828 1.72 31315LH84 10/01/14 10/09/13 99.802 1.98 31315LH92 10/02/14 04/03/14 99.944 0.56 31315LJ25 10/03/14 10/09/13 99.821 1.79 31315LJ58 10/06/14 03/11/14 99.925 0.75 31315LJ66 10/07/14 09/11/14 99.995 0.05 31315LJ74 10/08/14 07/09/14 99.974 0.27 31315LJ82 10/09/14 09/12/14 99.994 0.06 31315LJ90 10/10/14 10/15/13 99.790 2.10 31315LK56 10/14/14 07/15/14 99.974 0.27 31315LK64 10/15/14 10/15/13 99.787 2.13 31315LK72 10/16/14 04/09/14 99.942 0.58 31315LL30 10/20/14 01/14/14 99.884 1.16 31315LL71 10/24/14 11/13/13 99.818 1.82 31315LM21 10/27/14 03/27/14 99.923 0.77 31315LM54 10/30/14 07/31/14 99.975 0.25 31315LM62 10/31/14 11/01/13 99.828 1.72 31315LM96 11/03/14 11/05/13 99.808 1.92 31315LN20 11/04/14 02/07/14 99.880 1.20 31315LN38 11/05/14 11/06/13 99.818 1.82 31315LN46 11/06/14 12/04/13 99.822 1.78 31315LP28 11/12/14 08/04/14 99.968 0.32 31315LP44 11/14/14 10/15/14 99.994 0.06 31315LP85 11/18/14 11/21/13 99.809 1.91 31315LP93 11/19/14 10/21/14 99.994 0.06 31315LQ27 11/20/14 08/22/14 99.975 0.25 31315LQ35 11/21/14 11/06/14 99.997 0.03 31315LQ68 11/24/14 10/14/14 99.993 0.07 31315LQ76 11/25/14 12/02/13 99.811 1.89 31315LQ84 11/26/14 11/06/14 99.996 0.04 31315LR59 12/01/14 12/04/13 99.824 1.76 31315LR75 12/03/14 06/03/14 99.949 0.51 Section III-F (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LR91 12/05/14 11/03/14 99.993 0.07 31315LS66 12/10/14 01/13/14 99.835 1.66 31315LS82 12/12/14 12/16/13 99.805 1.96 31315LT32 12/15/14 11/05/14 99.990 0.10 31315LT40 12/16/14 12/18/13 99.788 2.12 31315LT57 12/17/14 11/17/14 99.993 0.07 31315LT73 12/19/14 12/20/13 99.788 2.12 31315LU22 12/22/14 09/25/14 99.988 0.12 31315LU30 12/23/14 12/23/13 99.787 2.13 31315LU48 12/24/14 06/24/14 99.939 0.61 31315LV21 12/30/14 09/29/14 99.985 0.15 Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LRM2 01/07/14 01/06/14 99.9999 0.001 31315LRN0 01/08/14 01/07/14 99.9999 0.001 31315LRT7 01/13/14 01/10/14 99.9997 0.003 31315LRW0 01/16/14 01/15/14 99.9999 0.001 31315LSB5 01/21/14 01/17/14 99.9996 0.004 31315LSJ8 01/28/14 01/27/14 99.9999 0.001 31315LSL3 01/30/14 01/29/14 99.9999 0.001 31315LSR0 02/04/14 02/03/14 99.9999 0.001 31315LSX7 02/10/14 02/07/14 99.9997 0.003 31315LSZ2 02/12/14 02/11/14 99.9999 0.001 31315LTH1 02/20/14 02/19/14 99.9999 0.001 31315LTP3 02/26/14 02/25/14 99.9999 0.001 31315LTU2 03/03/14 02/28/14 99.9997 0.003 31315LTW8 03/05/14 03/04/14 99.9999 0.001 31315LUD8 03/12/14 03/11/14 99.9999 0.001 31315LUJ5 03/17/14 03/14/14 99.9997 0.003 31315LUL0 03/19/14 03/18/14 99.9999 0.001 31315LUM8 03/20/14 03/19/14 99.9998 0.002 31315LUN6 03/21/14 03/20/14 99.9999 0.001 31315LUR7 03/24/14 03/21/14 99.9997 0.003 31315LUT3 03/26/14 03/25/14 99.9999 0.001 31315LUY2 03/31/14 03/28/14 99.9997 0.003 31315LVF2 04/07/14 04/04/14 99.9997 0.003 31315LVH8 04/09/14 04/08/14 99.9999 0.001 Section III-F (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LVN5 04/14/14 04/10/14 99.9996 0.004 31315LVV7 04/21/14 04/17/14 99.9996 0.004 31315LVW5 04/22/14 04/21/14 99.9999 0.001 31315LWC8 04/28/14 04/25/14 99.9997 0.003 31315LWD6 04/29/14 04/28/14 99.9999 0.001 31315LWK0 05/05/14 05/02/14 99.9997 0.003 31315LWM6 05/07/14 05/06/14 99.9999 0.001 31315LWN4 05/08/14 05/07/14 99.9999 0.001 31315LWP9 05/09/14 05/08/14 99.9999 0.001 31315LWT1 05/13/14 05/12/14 99.9999 0.001 31315LWW4 05/16/14 05/15/14 99.9999 0.001 31315LXA1 05/20/14 05/19/14 99.9999 0.001 31315LXB9 05/21/14 05/20/14 99.9999 0.001 31315LXD5 05/23/14 05/22/14 99.9999 0.001 31315LXH6 05/27/14 05/23/14 99.9996 0.004 31315LXR4 06/04/14 06/03/14 99.9999 0.001 31315LXS2 06/05/14 06/04/14 99.9999 0.001 31315LXW3 06/09/14 06/06/14 99.9997 0.003 31315LXY9 06/11/14 06/10/14 99.9999 0.001 31315LXZ6 06/12/14 06/11/14 99.9999 0.001 31315LYE2 06/17/14 06/16/14 99.9999 0.001 31315LYG7 06/19/14 06/18/14 99.9999 0.001 31315LYH5 06/20/14 06/19/14 99.9999 0.001 31315LYL6 06/23/14 06/20/14 99.9997 0.003 31315LYM4 06/24/14 06/23/14 99.9999 0.001 31315LZB7 07/08/14 07/07/14 99.9999 0.001 31315LZH4 07/14/14 07/11/14 99.9997 0.003 31315LZK7 07/16/14 07/15/14 99.9999 0.001 31315LZQ4 07/21/14 07/18/14 99.9997 0.003 31315LZS0 07/23/14 07/22/14 99.9999 0.001 31315LZT8 07/24/14 07/23/14 99.9999 0.001 31315LZX9 07/28/14 07/25/14 99.9997 0.003 31315LZY7 07/29/14 07/28/14 99.9999 0.001 31315LA73 08/05/14 08/04/14 99.9999 0.001 31315LB23 08/08/14 08/07/14 99.9999 0.001 31315LB72 08/13/14 08/12/14 99.9999 0.001 31315LB80 08/14/14 08/13/14 99.9999 0.001 31315LC48 08/18/14 08/15/14 99.9996 0.004 31315LC55 08/19/14 08/18/14 99.9999 0.001 31315LC63 08/20/14 08/19/14 99.9999 0.001 31315LC71 08/21/14 08/20/14 99.9999 0.001 31315LF29 09/09/14 09/08/14 99.9999 0.001 31315LF45 09/11/14 09/10/14 99.9999 0.001 31315LF94 09/16/14 09/15/14 99.9999 0.001 31315LG28 09/17/14 09/16/14 99.9999 0.001 31315LG44 09/19/14 09/18/14 99.9999 0.001 31315LG77 09/22/14 09/19/14 99.9997 0.003 Section III-F (continued) Discount to be Issue Price Reported as 2014 CUSIP Maturity Issue (% of Principal Interest(Per $1,000 Number Date Date Amount) Maturity Value) --------- -------- -------- --------------- ------------------- 31315LG93 09/24/14 09/23/14 99.9999 0.001 31315LH35 09/26/14 09/25/14 99.9999 0.001 31315LH68 09/29/14 09/26/14 99.9997 0.003 31315LK80 10/17/14 10/16/14 99.9999 0.001 31315LL48 10/21/14 10/20/14 99.9999 0.001 31315LL55 10/22/14 10/21/14 99.9999 0.001 31315LL63 10/23/14 10/22/14 99.9999 0.001 31315LM39 10/28/14 10/27/14 99.9999 0.001 31315LM47 10/29/14 10/28/14 99.9999 0.001 31315LN53 11/07/14 11/06/14 99.9999 0.001 31315LN87 11/10/14 11/07/14 99.9996 0.004 31315LP36 11/13/14 11/12/14 99.9999 0.001 31315LP77 11/17/14 11/14/14 99.9996 0.004 31315LR67 12/02/14 12/01/14 99.9999 0.001 31315LR83 12/04/14 12/03/14 99.9999 0.001 31315LS41 12/08/14 12/05/14 99.9996 0.004 31315LS58 12/09/14 12/08/14 99.9999 0.001 31315LS74 12/11/14 12/10/14 99.9999 0.001 31315LT65 12/18/14 12/17/14 99.9999 0.001 31315LV39 12/31/14 12/30/14 99.9999 0.001 82 79 106 83